Options on Financial Futures Summary 21:53 Page 1 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 115,355 N/A 127,000 242,355 | 166,677 13,818,155 +6,662 Three Month Euribor Mid-Curve 114,370 N/A 12,000 126,370 | 27,630 1,855,812 +1,086 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 62,363 N/A 46,500 108,863 | 146,618 5,392,260 +15,324 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 0 | 0 2,000 0 Three Month Sterling Mid-Curve 4,908 N/A 2,000 6,908 | 163,282 2,244,432 -121,562 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 0 Options on Financial Futures 21:53 Page 2 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 99.120 Indicative a-t-m Vol 0.11 Time to expiry: 5 Days | | 95750 3.3700 -0.0050 1.00 0.08 0.6050S 0.5900S 0 0 0| 0 1,000 0 0 96000 3.1200 -0.0050 1.00 0.08 2.0600S 0.3500 0 0 0| 0 4,700 0 0 96250 2.8700 -0.0050 1.00 0.08 1.8100S 0.5650S 0 0 0| 0 1,000 0 0 96500 2.6200 -0.0050 1.00 0.08 2.3200S 0.3000 0 0 0| 0 2,400 0 0 96750 2.3700 -0.0050 1.00 0.08 0.5150S 0.4600S 0 0 0| 0 1,801 0 0 97000 2.1200 -0.0050 1.00 0.08 1.2750S 0.2500S 0 0 0| 0 3,980 0 0 97250 1.8700 -0.0050 1.00 0.08 0.4900S 0.4900S 0 0 0| 0 200 0 0 97500 1.6200 -0.0050 1.00 0.08 1.5250S 0.1700S 0 0 0| 0 4,475 0 0 97750 1.3700 -0.0050 1.00 0.08 0.8400S 0.3750S 0 0 0| 0 8,770 0 0 98000 1.1200 -0.0050 1.00 0.08 0.4650S 0.1050S 0 0 0| 0 8,225 0 0 98125 0.9950 -0.0050 1.00 0.09 0.5400S 0.5000S 0 0 0| 0 1,250 0 0 98250 0.8700 -0.0050 1.00 0.09 0.9600S 0.1750 0 0 0| 0 12,997 0 0 98375 0.7450 -0.0050 1.00 0.09 0.4550S 0.3200S 0 0 0| 0 9,629 0 0 98500 0.6200 -0.0050 1.00 0.09 0.6200S 0.0850S 0 0 0| 0 47,770 0 0 98625 0.4950 -0.0050 1.00 0.09 0.5800S 0.2000S 0 0 0| 0 80,398 0 0 98750 0.3700 -0.0050 1.00 0.09 0.4800S 0.0500S 0 0 0| 0 92,885 0 0 98875 0.2450 -0.0050 1.00 0.09 0.3550S 0.0800S 0 0 0| 0 136,359 0 0 99000 0.1200 -0.0050 1.00 0.09 0.2650 0.0250S 0 0 0| 186 201,724 -336 0 99125 0.0050 0.0025 -0.0050 0.34 0.11 0.0050 0.0050 0.1600 0.0050S 0 400 400| 2,177 299,625 +686 0 99250 CAB -0.0025 0.03 0.59 0.1000S CAB 0 0 0| 0 314,592 0 0 99375 CAB 0.0000 0.00 0.61 0.0350S CAB 0 0 0| 0 326,230 0 0 99500 CAB 0.0000 0.00 0.62 0.0150S CAB 0 0 0| 0 204,248 0 0 99625 CAB 0.0000 0.00 0.62 0.0100S 0.0050S 0 0 0| 0 24,000 0 0 99750 CAB 0.0000 0.00 0.62 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 0 400 400| 2,363 1,789,258 +350 0 | Oct 10 Underlying Price 99.040 (Dec 10) Indicative a-t-m Vol 0.35 Time to expiry: 40 Days | | 98750 0.2925 -0.0250 0.97 0.47 0.2250S 0.2250S 0 0 0| 0 500 0 0 98875 0.1725 -0.0225 0.88 0.43 0.3150 0.1250S 0 0 0| 0 14,910 0 0 99000 0.0725 -0.0175 0.63 0.37 0.1600S 0.0450 0 0 0| 0 96,245 0 0 99125 0.0125 -0.0050 0.20 0.31 0.1400S 0.0150S 0 0 0| 26 72,386 0 0 99250 0.0025 0.0000 0.03 0.34 0.0800S 0.0050S 0 0 0| 0 51,763 0 0 99375 CAB 0.0000 0.01 0.41 0.0450 CAB 0 0 0| 0 24,700 0 0 99500 CAB 0.0000 0.00 0.47 0.0050S CAB 0 0 0| 0 8,300 0 0 Total 0 0 0| 26 268,804 0 0 Options on Financial Futures 21:53 Page 3 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 99.040 (Dec 10) Indicative a-t-m Vol 0.34 Time to expiry: 68 Days | | 98875 0.1800 -0.0225 0.84 0.39 0.1600S 0.1600S 0 0 0| 0 12,984 0 0 99000 0.0825 -0.0150 0.60 0.35 0.1650S 0.0650 0 0 0| 0 22,575 0 0 99125 0.0225 -0.0075 0.26 0.31 0.1050 0.0250 0 0 0| 1 34,257 +1 0 99250 0.0025 -0.0025 0.06 0.32 0.0150 0.0150 0 0 0| 0 11,500 0 0 99375 CAB -0.0025 0.02 0.37 0.0150S 0.0100 0 0 0| 0 11,000 0 0 99500 CAB 0.0000 0.01 0.42 0.0050 0.0050 0 0 0| 0 1,000 0 0 Total 0 0 0| 1 93,316 +1 0 | Dec 10 Underlying Price 99.040 Indicative a-t-m Vol 0.34 Time to expiry: 96 Days | | 96750 2.2900 -0.0250 1.00 0.55 0.6150S 0.5800S 0 0 0| 0 600 0 0 97000 2.0400 -0.0250 1.00 0.55 2.1100 0.4650 0 0 0| 0 2,255 0 0 97250 1.7900 -0.0250 1.00 0.55 0.6350S 0.4300S 0 0 0| 0 6,925 0 0 97500 1.5400 -0.0250 1.00 0.55 1.3050S 0.2750S 0 0 0| 0 14,100 0 0 97750 1.2900 -0.0250 1.00 0.54 0.6100 0.3300S 0 0 0| 0 5,717 0 0 98000 1.0400 -0.0250 1.00 0.54 0.7850S 0.1500S 0 0 0| 0 19,262 0 0 98125 0.9150 -0.0250 1.00 0.54 0.4550S 0.4550S 0 0 0| 0 250 0 0 98250 0.7900 -0.0250 1.00 0.54 0.8000 0.1250S 0 0 0| 0 18,026 0 0 98375 0.6650 -0.0250 0.99 0.54 0.3500S 0.2450S 0 0 0| 0 6,500 0 0 98500 0.5450 0.5425 -0.0250 0.98 0.52 0.5450S 0.5450S 0.6400S 0.0600S 0 1,000 1,000| 0 205,841 0 0 98625 0.4250 0.4200 -0.0250 0.95 0.50 0.4250S 0.4250S 0.5400S 0.1300S 0 250 250| 0 26,589 0 0 98750 0.3000 -0.0225 0.91 0.43 0.4450S 0.0200S 0 0 0| 0 378,160 0 0 98875 0.1950 0.1900 -0.0200 0.80 0.39 0.2100S 0.1950S 0.3550 0.0550S 0 750 750| 1,175 118,844 -925 0 99000 0.1050 0.0925 -0.0175 0.59 0.35 0.1100S 0.0900S 0.2650S 0.0100S 0 11,990 11,990| 6,035 389,343 -3,990 0 99125 0.0400 0.0300 -0.0075 0.31 0.31 0.0400 0.0250S 0.1750S 0.0200S 0 11,950 11,950| 10,052 298,099 -3,250 0 99250 0.0050 0.0075 -0.0025 0.10 0.32 0.0100S 0.0050S 0.1250 0.0050S 0 5,500 5,500| 7,527 326,826 -1,925 0 99375 0.0025 0.0000 0.02 0.33 0.0700S 0.0050 0 0 0| 250 203,747 -250 0 99500 0.0050 CAB 0.0000 0.00 0.33 0.0050S 0.0050S 0.0350 0.0050S 0 1,000 1,000| 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 0 32,440 32,440| 25,039 2,163,398 -10,340 0 | Jan 11 Underlying Price 99.000 (Mar 11) Indicative a-t-m Vol 0.41 Time to expiry: 131 Days | | 98750 0.2800 -0.0250 0.81 0.48 0 0 0| 0 7,000 0 0 98875 0.1800 -0.0200 0.68 0.44 0 0 0| 0 2,500 0 0 99000 0.1000 0.0975 -0.0175 0.50 0.41 0.1000S 0.1000S 0.1400S 0.1000S 0 1,500 1,500| 0 7,500 0 0 99125 0.0450 0.0425 -0.0100 0.29 0.39 0.0450S 0.0450S 0.0700 0.0450 0 1,650 1,650| 0 108,300 0 0 99250 0.0150 -0.0050 0.13 0.37 0.0350S 0.0150S 0 0 0| 0 40,850 0 0 Total 0 3,150 3,150| 0 166,150 0 0 Options on Financial Futures 21:53 Page 4 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 11 Underlying Price 99.000 (Mar 11) Indicative a-t-m Vol 0.42 Time to expiry: 159 Days | | 99000 0.1100 -0.0150 0.50 0.42 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.000 Indicative a-t-m Vol 0.42 Time to expiry: 187 Days | | 97250 1.7500 -0.0300 1.00 0.68 0.8600S 0.4600S 0 0 0| 0 19,250 0 0 97500 1.5000 -0.0300 1.00 0.68 0.6400S 0.3900S 0 0 0| 0 11,350 0 0 97750 1.2500 -0.0300 1.00 0.68 0.5900S 0.4050S 0 0 0| 0 10,000 0 0 98000 1.0050 -0.0300 0.97 0.74 0.7850S 0.2700 0 0 0| 0 9,050 0 0 98250 0.7600 -0.0300 0.95 0.65 0.6450 0.1350 0 0 0| 0 21,373 0 0 98500 0.5200 -0.0275 0.90 0.56 0.6700 0.1000S 0 0 0| 0 86,756 0 0 98625 0.4050 -0.0275 0.84 0.53 0.4100S 0.2550S 0 0 0| 0 5,775 0 0 98750 0.2975 -0.0225 0.77 0.49 0.4550S 0.0500S 0 0 0| 9 137,608 0 0 98875 0.2000 -0.0200 0.65 0.45 0.3500 0.1250S 0 0 0| 0 49,954 0 0 99000 0.1300 0.1200 -0.0150 0.50 0.42 0.1350S 0.1200S 0.2850S 0.0250S 0 4,750 4,750| 500 178,427 +500 0 99125 0.0650 0.0600 -0.0100 0.33 0.39 0.0650S 0.0600S 0.2000S 0.0450S 0 4,000 4,000| 1,020 103,232 0 0 99250 0.0200 0.0250 -0.0050 0.17 0.37 0.0250 0.0200S 0.1500S 0.0050S 0 2,000 2,000| 520 124,749 +520 0 99375 0.0100 0.0100 -0.0025 0.08 0.37 0.0100 0.0100 0.0850 0.0050S 0 1,000 1,000| 20 60,517 +10 0 99500 0.0025 -0.0025 0.03 0.38 0.0500 0.0050S 0 0 0| 0 33,252 0 0 99625 CAB -0.0025 0.01 0.39 0.0200 0.0050S 0 0 0| 0 25,700 0 0 99750 CAB 0.0000 0.00 0.40 0.0050S 0.0050S 0 0 0| 0 4,000 0 0 Total 0 11,750 11,750| 2,069 880,993 +1,030 0 | Jun 11 Underlying Price 98.955 Indicative a-t-m Vol 0.48 Time to expiry: 278 Days | | 97000 1.9550 -0.0350 1.00 0.82 1.8850S 0.5900S 0 0 0| 0 4,675 0 0 97250 1.7075 -0.0350 0.99 0.88 0.5900S 0.5000S 0 0 0| 0 3,900 0 0 97500 1.4625 -0.0350 0.97 0.88 1.4200S 0.4600S 0 0 0| 0 6,475 0 0 97750 1.2175 -0.0350 0.96 0.82 0.8050 0.4300 0 0 0| 0 13,100 0 0 97875 1.0950 -0.0350 0.94 0.79 0.8950 0.8950 0 0 0| 0 25 0 0 98000 0.9750 -0.0325 0.93 0.75 0.9600S 0.3900S 0 0 0| 0 20,488 0 0 98250 0.7375 -0.0300 0.89 0.68 0.5750 0.1300S 0 0 0| 0 5,205 0 0 98500 0.5100 -0.0275 0.81 0.61 0.5950 0.1250S 0 0 0| 0 35,374 0 0 98625 0.4075 -0.0200 0.75 0.58 0.4300 0.2850S 0 0 0| 500 3,450 0 0 98750 0.3075 -0.0200 0.67 0.54 0.4500S 0.0700 0 0 0| 0 44,779 0 0 98875 0.2175 -0.0200 0.57 0.51 0.2850S 0.1400S 0 0 0| 500 23,549 0 0 99000 0.1550 0.1425 -0.0150 0.46 0.47 0.1550S 0.1400S 0.2950S 0.0400S 0 3,000 3,000| 1,500 135,293 0 0 99125 0.0800 0.0825 -0.0125 0.33 0.44 0.0800S 0.0800S 0.1400S 0.0550S 0 1,000 1,000| 1,500 106,772 0 0 99250 0.0450 0.0400 -0.0075 0.20 0.41 0.0450S 0.0450S 0.1500 0.0150S 0 1,000 1,000| 1,500 154,286 0 0 99375 0.0150 -0.0025 0.10 0.37 0.0450S 0.0150S 0 0 0| 0 13,500 0 0 99500 0.0050 -0.0025 0.04 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 5,000 5,000| 5,500 593,786 0 0 Options on Financial Futures 21:53 Page 5 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.895 Indicative a-t-m Vol 0.58 Time to expiry: 376 Days | | 97250 1.6700 -0.0450 0.94 1.04 0.7150 0.6150S 0 0 0| 0 1,170 0 0 97500 1.4300 -0.0400 0.93 0.97 0.6450S 0.5700S 0 0 0| 0 6,600 0 0 97750 1.1900 -0.0400 0.90 0.90 0.5500S 0.4800S 0 0 0| 0 4,175 0 0 98000 0.9550 -0.0400 0.86 0.82 0.9600 0.2850S 0 0 0| 0 17,500 0 0 98250 0.7250 -0.0400 0.80 0.75 0.7800 0.3650 0 0 0| 0 16,225 0 0 98500 0.5150 -0.0300 0.72 0.68 0.5600S 0.1500S 0 0 0| 0 22,000 0 0 98750 0.3250 -0.0250 0.59 0.61 0.4200S 0.1050 0 0 0| 0 50,725 0 0 99000 0.1750 0.1700 -0.0200 0.43 0.55 0.1750S 0.1750S 0.2850S 0.0500S 0 500 500| 1,500 43,450 +250 0 99250 0.0600 -0.0150 0.23 0.47 0.1400S 0.0150S 0 0 0| 0 26,950 0 0 99500 0.0100 -0.0050 0.07 0.40 0.0800S 0.0050S 0 0 0| 0 42,395 0 0 99750 CAB -0.0050 0.01 0.38 0.0100S 0.0100S 0 0 0| 0 2,000 0 0 Total 0 500 500| 1,500 233,190 +250 0 | Dec 11 Underlying Price 98.795 Indicative a-t-m Vol 0.66 Time to expiry: 467 Days | | 97250 1.5900 -0.0450 0.91 1.03 0.6150S 0.6000S 0 0 0| 0 350 0 0 97500 1.3550 -0.0400 0.89 0.97 0.6350S 0.5100S 0 0 0| 0 24,500 0 0 97750 1.1250 -0.0400 0.85 0.91 1.0300 0.4650S 0 0 0| 0 18,295 0 0 98000 0.9000 -0.0350 0.80 0.84 0.8600S 0.4150S 0 0 0| 0 13,350 0 0 98250 0.6900 -0.0350 0.73 0.79 0.5000S 0.3100 0 0 0| 0 3,275 0 0 98500 0.4950 -0.0300 0.64 0.73 0.5300S 0.1850S 0 0 0| 0 14,650 0 0 98750 0.3200 -0.0250 0.53 0.67 0.4050S 0.1100S 0 0 0| 500 43,075 +500 0 99000 0.1800 -0.0200 0.38 0.61 0.3000S 0.0700S 0 0 0| 0 38,644 0 0 99250 0.0800 -0.0100 0.23 0.54 0.1900S 0.0150S 0 0 0| 0 38,851 0 0 99500 0.0250 -0.0050 0.09 0.48 0.0350S 0.0200S 0 0 0| 0 21,000 0 0 Total 0 0 0| 500 215,990 +500 0 | Mar 12 Underlying Price 98.700 Indicative a-t-m Vol 0.73 Time to expiry: 558 Days | | 96500 2.2500 -0.0450 0.93 1.25 2.0100S 2.0100S 0 0 0| 0 100 0 0 97750 1.0900 -0.0400 0.79 0.97 0.5400S 0.5400S 0 0 0| 0 500 0 0 98000 0.8750 -0.0400 0.74 0.90 0.7900 0.4600S 0 0 0| 0 3,000 0 0 98250 0.6750 -0.0350 0.67 0.84 0.6300S 0.4300S 0 0 0| 0 15,150 0 0 98500 0.4900 -0.0300 0.59 0.78 0.5450S 0.3250 0 0 0| 0 13,850 0 0 98750 0.3350 0.3250 -0.0250 0.48 0.72 0.3400S 0.3300S 0.3900S 0.3050 0 1,250 1,250| 400 14,400 +400 0 99000 0.1900 -0.0200 0.35 0.65 0.2350S 0.1000S 0 0 0| 0 11,045 0 0 99250 0.0900 -0.0100 0.22 0.58 0.0850 0.0850 0 0 0| 0 2,025 0 0 99500 0.0300 -0.0050 0.10 0.51 0.0550 0.0100 0 0 0| 0 34,500 0 0 Total 0 1,250 1,250| 400 94,570 +400 0 Options on Financial Futures 21:53 Page 6 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.590 Indicative a-t-m Vol 0.78 Time to expiry: 649 Days | | 98250 0.6400 -0.0300 0.62 0.86 0.7300S 0.4800S 0 0 0| 0 15,350 0 0 98500 0.4650 -0.0250 0.54 0.80 0.5250S 0.4200S 0 0 0| 1,250 8,250 -500 0 98750 0.3100 -0.0250 0.44 0.74 0.3800S 0.3250S 0 0 0| 0 8,000 0 0 99000 0.1900 -0.0150 0.32 0.68 0.2300S 0.2250S 0 0 0| 0 10,700 0 0 99250 0.0950 -0.0100 0.21 0.61 0.1100S 0.1100S 0 0 0| 0 2,750 0 0 99500 0.0350 -0.0100 0.11 0.55 0.0600 0.0350S 0 0 0| 0 14,500 0 0 Total 0 0 0| 1,250 59,550 -500 0 | Total Calls 0 54,490 54,490| 38,648 6,559,005 -8,309 0 Options on Financial Futures 21:53 Page 7 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 99.120 Indicative a-t-m Vol 0.11 Time to expiry: 5 Days | | 91000 CAB 0.0000 0.00 0.08 0.0050S 0.0050S 0 0 0| 0 523 0 0 92750 CAB 0.0000 0.00 0.08 0.0100S 0.0050 0 0 0| 0 754 0 0 94750 CAB 0.0000 0.00 0.08 0.0450 0.0100 0 0 0| 0 1,025 0 0 95000 CAB 0.0000 0.00 0.08 0.0300S 0.0050S 0 0 0| 0 2,150 0 0 95250 CAB 0.0000 0.00 0.08 0.2650S 0.2650S 0 0 0| 0 250 0 0 95500 CAB 0.0000 0.00 0.08 0.0300S 0.0200S 0 0 0| 0 1,200 0 0 95750 CAB 0.0000 0.00 0.08 0.5900S 0.5650S 0 0 0| 0 1,800 0 0 96000 CAB 0.0000 0.00 0.08 0.4950S 0.0050 0 0 0| 0 53,942 0 0 96250 CAB 0.0000 0.00 0.08 0.5650S 0.5300S 0 0 0| 0 6,175 0 0 96375 CAB 0.0000 0.00 0.08 0.0150 0.0150 0 0 0| 0 10 0 0 96500 CAB 0.0000 0.00 0.08 0.5850S 0.0050S 0 0 0| 0 20,620 0 0 96625 CAB 0.0000 0.00 0.08 0.0500 0.0500 0 0 0| 0 10 0 0 96750 CAB 0.0000 0.00 0.08 0.5800S 0.0450S 0 0 0| 0 9,401 0 0 97000 CAB 0.0000 0.00 0.08 0.5650S 0.0100S 0 0 0| 0 39,246 0 0 97125 CAB 0.0000 0.00 0.08 0.0400 0.0400 0 0 0| 0 1,250 0 0 97250 CAB 0.0000 0.00 0.08 1.1300S 0.0050 0 0 0| 0 29,360 0 0 97375 CAB 0.0000 0.00 0.08 0.1550 0.0350S 0 0 0| 0 8,060 0 0 97500 CAB 0.0000 0.00 0.08 0.5150S 0.0050S 0 0 0| 0 38,759 0 0 97625 CAB 0.0000 0.00 0.08 0.1450S 0.0050S 0 0 0| 0 7,121 0 0 97750 CAB 0.0000 0.00 0.08 0.5350S 0.0100S 0 0 0| 0 55,652 0 0 97875 CAB 0.0000 0.00 0.08 0.1850S 0.0050S 0 0 0| 0 10,410 0 0 98000 CAB 0.0000 0.00 0.08 0.5000S 0.0050S 0 0 0| 0 80,449 0 0 98125 CAB 0.0000 0.00 0.09 0.3300S 0.0050 0 0 0| 0 25,080 0 0 98250 CAB 0.0000 0.00 0.09 0.4300S 0.0050S 0 0 0| 0 83,818 0 0 98375 CAB 0.0000 0.00 0.09 0.4150S 0.0050S 0 0 0| 0 53,584 0 0 98500 CAB 0.0000 0.00 0.09 0.4700S 0.0050S 0 0 0| 0 137,299 0 0 98625 CAB 0.0000 0.00 0.09 0.3800S 0.0050S 0 0 0| 0 193,778 0 0 98750 CAB 0.0000 0.00 0.09 0.4600S 0.0050 0 0 0| 0 254,850 0 0 98875 CAB 0.0000 0.00 0.09 0.5200S 0.0050S 0 0 0| 0 250,820 0 0 99000 CAB 0.0000 0.00 0.09 0.6150S 0.0050 0 0 0| 0 215,203 0 0 99125 0.0075 0.0000 -0.66 0.11 0.2700S 0.0100 0 0 0| 854 160,633 -204 0 99250 0.1300 +0.0025 -0.97 0.59 0.2950S 0.1250S 0 0 0| 0 24,050 0 0 Total 0 0 0| 854 1,767,282 -204 0 Options on Financial Futures 21:53 Page 8 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 99.040 (Dec 10) Indicative a-t-m Vol 0.35 Time to expiry: 40 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 -0.03 0.47 0.1400S 0.0050S 0 0 0| 0 33,490 0 0 98875 0.0050 0.0075 +0.0025 -0.12 0.43 0.0050S 0.0050S 0.1850S 0.0050 0 1,000 1,000| 0 21,168 0 0 99000 0.0250 0.0325 +0.0075 -0.37 0.37 0.0300 0.0250S 0.1900S 0.0200 0 2,850 2,850| 0 31,558 0 0 99125 0.0850 0.0975 +0.0200 -0.80 0.31 0.0850S 0.0850S 0.2950S 0.0650S 0 1,000 1,000| 0 26,100 0 0 Total 0 4,850 4,850| 0 135,437 0 0 | Nov 10 Underlying Price 99.040 (Dec 10) Indicative a-t-m Vol 0.34 Time to expiry: 68 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 -0.07 0.45 0.0900S 0.0050 0 0 0| 0 4,000 0 0 98875 0.0150 +0.0025 -0.16 0.39 0.0800 0.0250S 0 0 0| 0 2,201 0 0 99000 0.0425 +0.0100 -0.40 0.35 0.1850S 0.0300 0 0 0| 2,000 4,000 +1,500 0 99125 0.1075 +0.0175 -0.74 0.31 0.1100S 0.0700S 0 0 0| 0 800 0 0 Total 0 0 0| 2,000 12,501 +1,500 0 Options on Financial Futures 21:53 Page 9 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 99.040 Indicative a-t-m Vol 0.34 Time to expiry: 96 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| 0 127,862 -1,800 0 98375 CAB 0.0000 -0.01 0.54 0.3700S 0.0050 0 0 0| 0 37,182 0 0 98500 0.0050 0.0025 0.0000 -0.02 0.52 0.0050S 0.0050S 0.5850S 0.0050S 0 1,000 1,000| 0 269,801 0 0 98625 0.0050 0.0050 0.0000 -0.05 0.50 0.0050 0.0050 0.3450S 0.0050S 24,000 5,000 29,000| 0 251,878 0 0 98750 0.0100 0.0100 +0.0025 -0.09 0.43 0.0150S 0.0100S 0.7300S 0.0050S 10,000 12,160 22,160| 6,000 285,285 -400 0 98875 0.0250 0.0250 +0.0050 -0.20 0.39 0.0250 0.0200S 0.3050S 0.0150S 3,500 6,680 10,180| 6,220 220,742 -6,000 0 99000 0.0500 0.0525 +0.0075 -0.41 0.35 0.0600S 0.0500S 0.9100S 0.0350S 60,500 8,000 68,500| 760 232,779 +40 0 99125 0.1000 0.1150 +0.0175 -0.69 0.31 0.1100S 0.1000S 0.3050S 0.0850S 24,000 2,375 26,375| 8,500 64,103 -1,500 0 99250 0.2175 +0.0225 -0.90 0.32 0.3500S 0.1900S 5,000 0 5,000| 6,000 16,750 -750 0 Total 127,000 35,215 162,215| 27,480 1,923,871 -10,410 0 | Jan 11 Underlying Price 99.000 (Mar 11) Indicative a-t-m Vol 0.41 Time to expiry: 131 Days | | 98250 0.0050 0.0000 -0.03 0.68 0.0050 0.0050 0 0 0| 0 25 0 0 98500 0.0100 0.0000 -0.07 0.58 0.0450 0.0450 0 0 0| 0 1,600 0 0 98625 0.0175 +0.0025 -0.11 0.52 0.0350 0.0150 0 0 0| 17,025 165,500 +17,000 0 98750 0.0250 0.0300 +0.0050 -0.19 0.48 0.0250S 0.0250S 0.1100S 0.0250S 0 1,650 1,650| 3,000 188,500 +3,000 0 98875 0.0550 +0.0100 -0.32 0.44 0.0900 0.0500S 0 0 0| 17,000 126,600 +17,000 0 99000 0.0850 0.0975 +0.0125 -0.50 0.41 0.0950S 0.0850S 0.2250S 0.0850S 0 5,650 5,650| 10,500 172,500 -10,500 0 99125 0.1675 +0.0200 -0.71 0.39 0.2000S 0.1550S 0 0 0| 0 2,500 0 0 Total 0 7,300 7,300| 47,525 657,225 +26,500 0 Options on Financial Futures 21:53 Page 10 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Feb 11 Underlying Price 99.000 (Mar 11) Indicative a-t-m Vol 0.42 Time to expiry: 159 Days | | 99000 0.1100 +0.0150 -0.50 0.42 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 99.000 Indicative a-t-m Vol 0.42 Time to expiry: 187 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 -0.03 0.74 0.6950 0.0050 0 0 0| 0 36,739 0 0 98125 0.0075 0.0000 -0.04 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 0.0000 -0.07 0.60 0.1450S 0.0200 0 0 0| 0 42,280 0 0 98500 0.0200 0.0200 +0.0025 -0.10 0.56 0.0200 0.0200 0.6800S 0.0100S 0 2,500 2,500| 2,010 125,299 +510 0 98625 0.0300 +0.0025 -0.16 0.53 0.2400S 0.0300S 0 0 0| 2,500 90,565 +500 0 98750 0.0475 +0.0075 -0.23 0.49 0.8500S 0.0500S 0 0 0| 0 176,390 0 0 98875 0.0750 +0.0100 -0.35 0.45 0.2750S 0.0700S 0 0 0| 500 43,100 -250 0 99000 0.1050 0.1200 +0.0150 -0.50 0.42 0.1200S 0.1050S 1.0500S 0.1050S 0 2,750 2,750| 2,000 177,505 0 0 99125 0.1850 +0.0200 -0.67 0.39 0.3950S 0.1700S 0 0 0| 0 22,420 0 0 Total 0 5,250 5,250| 7,010 998,790 +760 0 Options on Financial Futures 21:53 Page 11 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.955 Indicative a-t-m Vol 0.48 Time to expiry: 278 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 0.0000 -0.01 0.88 0.6300S 0.0200S 0 0 0| 0 45,925 0 0 97500 0.0075 0.0000 -0.03 0.88 0.6050S 0.0100S 0 0 0| 0 41,460 0 0 97750 0.0125 0.0000 -0.04 0.82 0.6000S 0.0200 0 0 0| 0 22,531 0 0 97875 0.0150 0.0000 -0.06 0.79 0.0850 0.0350S 0 0 0| 0 2,000 0 0 98000 0.0200 +0.0025 -0.07 0.75 0.6000 0.0250S 0 0 0| 0 47,578 0 0 98125 0.0250 +0.0025 -0.09 0.72 0.1200 0.0350 0 0 0| 0 34,775 0 0 98250 0.0325 +0.0050 -0.11 0.68 0.4300S 0.0400 0 0 0| 0 42,655 0 0 98375 0.0425 +0.0050 -0.15 0.64 0.1750S 0.0500S 0 0 0| 0 111,175 0 0 98500 0.0550 +0.0075 -0.19 0.61 0.4150S 0.0750S 0 0 0| 3,500 57,498 +2,800 0 98625 0.0775 +0.0150 -0.25 0.58 0.2600S 0.0600S 0 0 0| 10 309,500 0 0 98750 0.0900 0.1025 +0.0150 -0.33 0.54 0.0900S 0.0900S 0.3750S 0.0900S 0 1,000 1,000| 3,500 72,207 +100 0 98875 0.1250 0.1375 +0.0150 -0.43 0.51 0.1250S 0.1250S 0.3550S 0.1250S 0 1,000 1,000| 0 220,000 0 0 99000 0.1700 0.1875 +0.0200 -0.54 0.47 0.1950S 0.1700S 0.4100S 0.1700S 0 3,500 3,500| 500 48,777 0 0 99125 0.2300 0.2525 +0.0225 -0.67 0.44 0.2300S 0.2300S 0.3850S 0.2300S 0 1,000 1,000| 1,000 2,650 +500 0 Total 0 6,500 6,500| 8,510 1,258,849 +3,400 0 Options on Financial Futures 21:53 Page 12 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.895 Indicative a-t-m Vol 0.58 Time to expiry: 376 Days | | 92000 CAB 0.0000 0.00 1.14 0.0200 0.0150 0 0 0| 0 250 0 0 94000 CAB 0.0000 0.00 1.13 0.0400S 0.0350S 0 0 0| 0 2,000 0 0 94750 CAB 0.0000 0.00 1.13 0 0 0| 0 2,000 0 0 95000 CAB 0.0000 0.00 1.13 0.0800S 0.0150 0 0 0| 0 11,000 0 0 95250 CAB 0.0000 0.00 1.13 0.1000S 0.0900S 0 0 0| 0 10,000 0 0 96000 CAB 0.0000 0.00 1.14 0.1250 0.1050S 0 0 0| 0 6,001 0 0 96250 0.0050 0.0000 -0.01 1.21 0.1150S 0.1150S 0 0 0| 0 2,100 0 0 96500 0.0100 0.0000 -0.02 1.23 0.2500S 0.0350S 0 0 0| 0 5,700 0 0 97000 0.0200 0.0000 -0.04 1.12 0.2550S 0.0200S 0 0 0| 0 14,250 0 0 97250 0.0250 0.0000 -0.06 1.04 0.6150S 0.0550S 0 0 0| 0 16,120 0 0 97500 0.0350 +0.0050 -0.07 0.97 0.6300S 0.0300S 0 0 0| 0 11,800 0 0 97750 0.0450 +0.0050 -0.10 0.90 0.6200S 0.0400S 0 0 0| 0 8,000 0 0 98000 0.0600 +0.0050 -0.14 0.82 0.4300S 0.0550S 0 0 0| 0 17,550 0 0 98250 0.0800 +0.0050 -0.20 0.75 0.7150S 0.1750S 0 0 0| 0 15,050 0 0 98500 0.1200 +0.0150 -0.28 0.68 0.5150S 0.1050 0 0 0| 0 21,850 0 0 98750 0.1800 +0.0200 -0.41 0.61 0.5500S 0.1850S 0 0 0| 0 18,625 0 0 99000 0.2750 0.2750 +0.0250 -0.57 0.55 0.2750S 0.2750S 0.4950S 0.2500S 0 500 500| 1,500 8,250 +1,000 0 Total 0 500 500| 1,500 170,546 +1,000 0 | Dec 11 Underlying Price 98.795 Indicative a-t-m Vol 0.66 Time to expiry: 467 Days | | 92000 CAB 0.0000 0.00 1.20 0.0100 0.0050 0 0 0| 0 65 0 0 92500 CAB 0.0000 0.00 1.20 0.0100 0.0100 0 0 0| 0 56 0 0 95000 CAB 0.0000 0.00 1.21 0.0350 0.0350 0 0 0| 0 500 0 0 96000 0.0150 0.0000 -0.03 1.33 0.1800 0.0500 0 0 0| 4,000 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 1.22 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 0.0000 -0.07 1.10 0.2400S 0.0450 0 0 0| 0 11,050 0 0 97250 0.0450 0.0000 -0.09 1.03 0.6200 0.1150 0 0 0| 0 6,350 0 0 97500 0.0600 +0.0050 -0.11 0.97 0.5900S 0.0750S 0 0 0| 0 17,600 0 0 97750 0.0800 +0.0050 -0.15 0.91 0.6150S 0.1700S 0 0 0| 0 16,665 0 0 98000 0.1050 +0.0100 -0.20 0.84 0.5300S 0.0950S 0 0 0| 11,000 19,875 -7,975 0 98250 0.1450 +0.0100 -0.27 0.79 0.4750S 0.1450S 0 0 0| 2,500 11,400 +1,000 0 98500 0.2000 +0.0150 -0.36 0.73 0.4700S 0.1850S 0 0 0| 11,000 21,800 -1,000 0 98750 0.2750 +0.0200 -0.47 0.67 0.5350S 0.2500S 0 0 0| 3,000 22,550 +500 0 99000 0.3850 +0.0250 -0.62 0.61 0.6250S 0.6100S 0 0 0| 0 500 0 0 Total 0 0 0| 31,500 207,137 -7,475 0 Options on Financial Futures 21:53 Page 13 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 12 Underlying Price 98.700 Indicative a-t-m Vol 0.73 Time to expiry: 558 Days | | 95000 0.0150 +0.0050 -0.02 1.53 0.0500 0.0250 0 0 0| 0 600 0 0 96000 0.0350 +0.0050 -0.05 1.37 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 96250 0.0400 +0.0050 -0.06 1.30 0.0800 0.0800 0 0 0| 0 300 0 0 96500 0.0500 +0.0050 -0.07 1.25 0.1700S 0.0900S 0 0 0| 0 4,025 0 0 96750 0.0600 +0.0050 -0.09 1.19 0.1450 0.1400 0 0 0| 0 2,000 0 0 97000 0.0700 +0.0050 -0.11 1.14 0.2200S 0.0700S 0 0 0| 0 14,337 0 0 97250 0.0900 +0.0050 -0.13 1.08 0 0 0| 0 2,000 0 0 97500 0.1100 +0.0050 -0.17 1.02 0.3200S 0.1300 0 0 0| 0 9,675 0 0 97750 0.1400 +0.0100 -0.21 0.97 0.4800S 0.1400S 0 0 0| 0 1,000 0 0 98000 0.1750 +0.0100 -0.26 0.90 0.5400S 0.1950S 0 0 0| 0 5,250 0 0 98250 0.2250 +0.0150 -0.33 0.84 0.5350S 0.4600S 0 0 0| 0 8,100 0 0 98500 0.2900 +0.0200 -0.41 0.78 0.5600S 0.2900S 0 0 0| 0 13,825 0 0 98750 0.3600 0.3750 +0.0250 -0.52 0.72 0.3750S 0.3600S 0.4250S 0.3300S 0 1,250 1,250| 400 11,150 +400 0 99000 0.4900 +0.0300 -0.65 0.65 0 0 0| 0 1,000 0 0 Total 0 1,250 1,250| 400 74,262 +400 0 | Jun 12 Underlying Price 98.590 Indicative a-t-m Vol 0.78 Time to expiry: 649 Days | | 95000 0.0300 0.0000 -0.04 1.57 0.0650S 0.0650S 0 0 0| 0 500 0 0 95750 0.0450 0.0000 -0.06 1.40 0.0700S 0.0700S 0 0 0| 0 500 0 0 96250 0.0650 +0.0050 -0.08 1.31 0.1200S 0.1200S 0 0 0| 0 750 0 0 97000 0.1100 +0.0050 -0.14 1.14 0.2000S 0.1950S 0 0 0| 0 12,700 0 0 97250 0.1300 +0.0050 -0.17 1.09 0.2300S 0.2250S 0 0 0| 0 1,250 0 0 97500 0.1600 +0.0100 -0.21 1.03 0.1650S 0.1650S 0 0 0| 0 4,000 0 0 98000 0.2450 +0.0150 -0.31 0.92 0 0 0| 0 3,500 0 0 98250 0.3000 +0.0200 -0.38 0.86 0.5550S 0.2800S 0 0 0| 0 14,350 0 0 98500 0.3750 +0.0250 -0.46 0.80 0.5600S 0.3500S 0 0 0| 1,250 6,200 -500 0 98750 0.4700 +0.0250 -0.56 0.74 0.4800S 0.4400S 0 0 0| 0 9,500 0 0 Total 0 0 0| 1,250 53,250 -500 0 | Total Puts 127,000 60,865 187,865| 128,029 7,259,150 +14,971 0 Options on Financial Futures 21:53 Page 14 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.895 (Sep 11) Indicative a-t-m Vol 0.69 Time to expiry: 5 Days | | 97250 1.6450 -0.0450 1.00 1.02 0.5350 0.4950 0 0 0| 0 280 0 0 97375 1.5200 -0.0450 1.00 1.01 0.4300 0.4250S 0 0 0| 0 1,500 0 0 97500 1.3950 -0.0450 1.00 1.03 0.3800S 0.3600 0 0 0| 0 203 0 0 97625 1.2700 -0.0450 1.00 1.04 0.4300S 0.2900S 0 0 0| 0 4,651 0 0 97750 1.1450 -0.0450 1.00 1.05 0.3500S 0.2400S 0 0 0| 0 5,250 0 0 97875 1.0200 -0.0450 1.00 1.04 0.4550S 0.1950S 0 0 0| 0 1,750 0 0 98000 0.8950 -0.0450 1.00 0.94 0.7300S 0.1050S 0 0 0| 0 39,071 0 0 98125 0.7700 -0.0450 1.00 0.98 0.3250S 0.1050S 0 0 0| 0 24,752 0 0 98250 0.6450 -0.0450 1.00 1.00 0.7250S 0.0700S 0 0 0| 0 33,799 0 0 98375 0.5200 -0.0450 1.00 1.09 0.4600S 0.0550S 0 0 0| 0 5,250 0 0 98500 0.3950 -0.0450 1.00 1.12 0.4400S 0.0650S 0 0 0| 0 14,765 0 0 98625 0.2700 -0.0450 0.98 1.12 0.3500 0.0500S 0 0 0| 0 19,356 0 0 98750 0.1900 0.1500 -0.0400 0.92 0.90 0.1900S 0.1900S 0.2850S 0.0250S 0 250 250| 500 41,995 -250 0 98875 0.0600 0.0400 -0.0350 0.60 0.68 0.0750S 0.0600S 0.2050S 0.0100 0 830 830| 1,300 58,248 0 0 99000 0.0100 0.0050 -0.0100 0.09 0.71 0.0100 0.0100 0.1300S 0.0050 0 5,250 5,250| 10,500 42,384 -924 0 99125 CAB 0.0000 0.00 0.75 0.0900S 0.0050S 0 0 0| 0 24,300 0 0 99250 CAB 0.0000 0.00 0.77 0.0500 0.0050 0 0 0| 0 29,367 0 0 99500 CAB 0.0000 0.00 0.68 0.0150S 0.0100S 0 0 0| 0 3,000 0 0 Total 0 6,330 6,330| 12,300 349,921 -1,174 0 | Oct 10 Underlying Price 98.795 (Dec 11) Indicative a-t-m Vol 0.64 Time to expiry: 40 Days | | 98500 0.3100 -0.0400 0.89 0.74 0.3700S 0.1900S 0 0 0| 0 1,500 0 0 98625 0.2000 -0.0400 0.77 0.70 0.2400S 0.2400S 0 0 0| 250 250 0 0 98750 0.1100 -0.0300 0.58 0.65 0.1750 0.0700 0 0 0| 0 2,713 0 0 98875 0.0450 -0.0200 0.35 0.61 0.1600S 0.0500S 0 0 0| 750 1,400 0 0 99000 0.0150 -0.0050 0.14 0.57 0.0450S 0.0400S 0 0 0| 0 4,500 0 0 99125 0.0050 0.0000 0.05 0.59 0.0200S 0.0050S 0 0 0| 500 500 0 0 99250 CAB 0.0000 0.01 0.61 0.0050S 0.0050S 0 0 0| 0 1,500 0 0 Total 0 0 0| 1,500 12,363 0 0 | Nov 10 Underlying Price 98.795 (Dec 11) Indicative a-t-m Vol 0.67 Time to expiry: 68 Days | | 98625 0.2250 -0.0350 0.71 0.72 0.1850S 0.1850S 0 0 0| 0 3,000 0 0 98750 0.1400 -0.0300 0.56 0.68 0.1150S 0.1150S 0 0 0| 0 3,000 0 0 98875 0.0700 0.0750 -0.0200 0.39 0.65 0.0700S 0.0700S 0.0700S 0.0650S 0 250 250| 0 3,000 0 0 99000 0.0350 -0.0100 0.22 0.62 0.0700S 0.0350S 0 0 0| 0 7,500 0 0 99250 0.0050 0.0000 0.04 0.59 0.0150S 0.0100S 0 0 0| 0 6,000 0 0 Total 0 250 250| 0 22,500 0 0 Options on Financial Futures 21:53 Page 15 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.795 (Dec 11) Indicative a-t-m Vol 0.64 Time to expiry: 96 Days | | 97375 1.4200 -0.0450 1.00 0.84 0.4450 0.4450 0 0 0| 0 10 0 0 97625 1.1700 -0.0450 1.00 0.87 0.3900S 0.3850S 0 0 0| 0 350 0 0 97750 1.0450 -0.0450 0.99 0.88 0.3700S 0.2700S 0 0 0| 0 10,750 0 0 97875 0.9250 -0.0400 0.98 0.88 0.3150S 0.3150S 0 0 0| 0 3,000 0 0 98000 0.8050 -0.0400 0.96 0.91 0.3500S 0.1200 0 0 0| 0 16,750 0 0 98125 0.6850 -0.0400 0.93 0.89 0.2850S 0.2600S 0 0 0| 0 2,250 0 0 98250 0.5650 -0.0400 0.90 0.85 0.5800S 0.1100S 0 0 0| 0 12,500 0 0 98375 0.4550 -0.0350 0.85 0.81 0.2550S 0.1150S 0 0 0| 0 3,750 0 0 98500 0.3450 -0.0350 0.78 0.75 0.4500S 0.0850S 0 0 0| 0 88,700 0 0 98625 0.2450 -0.0350 0.68 0.71 0.3200S 0.0600S 0 0 0| 0 10,250 0 0 98750 0.1550 -0.0300 0.55 0.66 0.2500S 0.0250 0 0 0| 0 108,235 0 0 98875 0.1050 0.0900 -0.0200 0.40 0.62 0.1050S 0.0850S 0.1450S 0.0350S 4,000 5,740 9,740| 20 136,510 +10 0 99000 0.0400 0.0450 -0.0100 0.25 0.59 0.0400S 0.0400S 0.1050S 0.0250S 4,000 500 4,500| 0 47,871 0 0 99125 0.0200 -0.0050 0.13 0.56 0.0650S 0.0150S 0 0 0| 0 13,000 0 0 99250 0.0100 -0.0050 0.07 0.60 0.0150S 0.0050S 0 0 0| 0 4,000 0 0 Total 8,000 6,240 14,240| 20 457,926 +10 0 | Jan 11 Underlying Price 98.700 (Mar 12) Indicative a-t-m Vol 0.71 Time to expiry: 131 Days | | 98750 0.1400 -0.0250 0.45 0.70 1,000 0 1,000| 0 0 0 0 98875 0.0850 -0.0200 0.33 0.67 0.1500S 0.0600S 0 0 0| 0 1,500 0 0 99000 0.0500 -0.0100 0.22 0.65 0.0900S 0.0300S 0 0 0| 0 3,000 0 0 Total 1,000 0 1,000| 0 4,500 0 0 | Feb 11 Underlying Price 98.700 (Mar 12) Indicative a-t-m Vol 0.70 Time to expiry: 159 Days | | 98750 0.1550 -0.0250 0.46 0.69 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.700 (Mar 12) Indicative a-t-m Vol 0.71 Time to expiry: 187 Days | | 98000 0.7500 -0.0400 0.86 0.93 0.3900S 0.3900S 0 0 0| 0 1,000 0 0 98375 0.4300 -0.0300 0.71 0.82 0.3250S 0.1400S 0 0 0| 0 5,000 0 0 98500 0.3350 -0.0250 0.64 0.78 0.3200S 0.2450S 0 0 0| 0 10,750 0 0 98625 0.2450 -0.0250 0.56 0.73 0.3150S 0.1900 0 0 0| 0 4,000 0 0 98750 0.1750 0.1750 -0.0150 0.46 0.70 0.1750S 0.1750S 0.2650S 0.0500S 0 500 500| 0 29,500 0 0 98875 0.1350 0.1150 -0.0150 0.36 0.67 0.1350S 0.1350S 0.1850S 0.1100S 0 20,000 20,000| 0 40,500 0 0 99000 0.0800 0.0700 -0.0100 0.26 0.64 0.0800S 0.0800S 0.0850S 0.0600S 0 20,000 20,000| 4,000 20,000 +4,000 0 99125 0.0400 -0.0050 0.17 0.62 0.0950S 0.0250S 0 0 0| 4,500 19,250 -2,250 0 99250 0.0200 -0.0050 0.10 0.61 0 0 0| 0 1,000 0 0 99375 0.0100 0.0000 0.06 0.61 0 0 0| 0 1,000 0 0 Total 0 40,500 40,500| 8,500 132,000 +1,750 0 Options on Financial Futures 21:53 Page 16 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.590 (Jun 12) Indicative a-t-m Vol 0.79 Time to expiry: 278 Days | | 98250 0.4950 -0.0350 0.68 0.86 0.3800S 0.3600S 0 0 0| 0 800 0 0 98375 0.4050 -0.0350 0.62 0.83 0.3250S 0.3200S 0 0 0| 0 250 0 0 98500 0.3250 -0.0300 0.55 0.81 0.3750S 0.2700S 0 0 0| 0 7,575 0 0 98625 0.2500 0.2500 -0.0250 0.48 0.78 0.2500S 0.2500S 0.2550S 0.2500S 0 250 250| 0 250 0 0 98750 0.1850 -0.0250 0.40 0.75 0.1900S 0.1450S 0 0 0| 0 2,500 0 0 99125 0.0500 -0.0100 0.17 0.65 0.0500 0.0450S 0 0 0| 0 10,750 0 0 99250 0.0300 -0.0100 0.12 0.64 0.0400S 0.0250S 0 0 0| 0 500 0 0 Total 0 250 250| 0 22,625 0 0 | Total Calls 9,000 53,570 62,570| 22,320 1,001,835 +586 0 Options on Financial Futures 21:53 Page 17 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.895 (Sep 11) Indicative a-t-m Vol 0.69 Time to expiry: 5 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 0.94 0.6200S 0.0100S 0 0 0| 0 7,042 0 0 98125 CAB 0.0000 0.00 0.98 0.2650S 0.0150 0 0 0| 0 4,000 0 0 98250 CAB 0.0000 0.00 1.00 0.7600S 0.0100S 0 0 0| 0 38,779 0 0 98375 CAB 0.0000 0.00 1.09 0.2100S 0.0250S 0 0 0| 0 56,430 0 0 98500 CAB 0.0000 0.00 1.12 0.2400S 0.0050 0 0 0| 0 31,217 0 0 98625 CAB 0.0000 -0.02 1.12 0.1650S 0.0050S 0 0 0| 0 46,575 0 0 98750 0.0050 +0.0050 -0.08 0.90 0.2300S 0.0050 0 0 0| 0 83,152 0 0 98875 0.0100 0.0200 +0.0100 -0.40 0.68 0.0200 0.0100S 0.2300S 0.0100 0 1,300 1,300| 5,300 49,487 +500 0 99000 0.1100 +0.0350 -0.91 0.71 0.2450S 0.0600S 0 0 0| 0 3,000 0 0 Total 0 1,300 1,300| 5,300 438,779 +500 0 | Oct 10 Underlying Price 98.795 (Dec 11) Indicative a-t-m Vol 0.64 Time to expiry: 40 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 0.0000 -0.02 0.80 0 0 0| 0 750 0 0 98375 0.0050 0.0000 -0.05 0.77 0.0250S 0.0050S 0 0 0| 0 2,400 0 0 98500 0.0150 +0.0050 -0.11 0.74 0.1000S 0.0150S 0 0 0| 0 3,025 0 0 98625 0.0300 +0.0050 -0.23 0.70 0.0600S 0.0300S 0 0 0| 0 2,400 0 0 98750 0.0650 +0.0150 -0.42 0.65 0.1050S 0.0650S 0 0 0| 0 2,463 0 0 98875 0.1250 +0.0250 -0.65 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 21:53 Page 18 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.795 (Dec 11) Indicative a-t-m Vol 0.67 Time to expiry: 68 Days | | 98500 0.0300 +0.0050 -0.18 0.76 0.0300S 0.0300S 0 0 0| 0 960 0 0 98625 0.0550 +0.0100 -0.29 0.72 0.0500S 0.0500S 0 0 0| 0 100 0 0 98750 0.0950 +0.0150 -0.44 0.68 0.0900S 0.0800S 0 0 0| 0 960 0 0 98875 0.1450 0.1550 +0.0250 -0.61 0.65 0.1450S 0.1450S 0.1450S 0.1400S 0 250 250| 0 100 0 0 Total 0 250 250| 0 2,120 0 0 | Dec 10 Underlying Price 98.795 (Dec 11) Indicative a-t-m Vol 0.64 Time to expiry: 96 Days | | 95250 CAB 0.0000 0.00 0.86 0 0 0| 0 16,000 0 0 95750 CAB 0.0000 0.00 0.86 0.0150 0.0150 0 0 0| 0 8,000 0 0 96000 CAB 0.0000 0.00 0.86 0 0 0| 0 14,000 0 0 96500 CAB 0.0000 0.00 0.86 0.1750S 0.1100S 0 0 0| 0 10,000 0 0 96750 CAB 0.0000 0.00 0.85 0.0500S 0.0500S 0 0 0| 0 1,000 0 0 97000 CAB 0.0000 0.00 0.85 0.2950S 0.0050S 0 0 0| 0 31,900 0 0 97125 CAB 0.0000 0.00 0.85 0.0750S 0.0650S 0 0 0| 0 1,500 0 0 97250 CAB 0.0000 0.00 0.85 0.1050S 0.0450S 0 0 0| 0 1,000 0 0 97375 CAB 0.0000 0.00 0.84 0.1650S 0.1650S 0 0 0| 0 2,500 0 0 97500 CAB 0.0000 0.00 0.84 0.1750 0.0200S 0 0 0| 0 15,400 0 0 97625 CAB 0.0000 0.00 0.87 0.3900S 0.3900S 0 0 0| 0 350 0 0 97750 CAB 0.0000 -0.01 0.88 0.4400S 0.0900S 0 0 0| 0 6,500 0 0 97875 0.0050 +0.0050 -0.02 0.88 0.3400S 0.3400S 0 0 0| 0 6,500 0 0 98000 0.0100 +0.0050 -0.04 0.91 0.3300S 0.0100S 0 0 0| 0 27,500 0 0 98125 0.0150 +0.0050 -0.07 0.89 0.3200S 0.0300S 0 0 0| 0 9,800 0 0 98250 0.0150 0.0200 +0.0050 -0.10 0.85 0.0150S 0.0150S 0.3200S 0.0150S 0 20,000 20,000| 0 47,550 0 0 98375 0.0350 +0.0100 -0.15 0.81 0.3400S 0.0450S 0 0 0| 0 3,500 0 0 98500 0.0350 0.0500 +0.0100 -0.22 0.75 0.0350S 0.0350S 0.2900S 0.0350S 0 10,000 10,000| 0 50,000 0 0 98625 0.0750 +0.0100 -0.32 0.71 0.3350S 0.0750S 0 0 0| 0 10,750 0 0 98750 0.1100 +0.0150 -0.45 0.66 0.3250S 0.0950S 0 0 0| 10 14,940 0 0 98875 0.1350 0.1700 +0.0250 -0.60 0.62 0.1350S 0.1350S 0.1900S 0.1350S 2,000 500 2,500| 0 3,050 0 0 Total 2,000 30,500 32,500| 10 281,740 0 0 | Jan 11 Underlying Price 98.700 (Mar 12) Indicative a-t-m Vol 0.71 Time to expiry: 131 Days | | 98000 0.0250 +0.0050 -0.09 0.90 0.0250S 0.0250S 0 0 0| 0 500 0 0 98250 0.0450 +0.0050 -0.18 0.83 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98500 0.0950 +0.0150 -0.33 0.76 0.0750S 0.0750S 0 0 0| 0 500 0 0 98750 0.1900 +0.0250 -0.55 0.70 1,000 0 1,000| 0 0 0 0 Total 1,000 0 1,000| 0 2,000 0 0 | Feb 11 Underlying Price 98.700 (Mar 12) Indicative a-t-m Vol 0.70 Time to expiry: 159 Days | | 98750 0.2050 +0.0250 -0.54 0.69 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 21:53 Page 19 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Three Month Euribor Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 11 Underlying Price 98.700 (Mar 12) Indicative a-t-m Vol 0.71 Time to expiry: 187 Days | | 96125 CAB 0.0000 0.00 0.83 0.0200 0.0200 0 0 0| 0 600 0 0 97000 CAB 0.0000 0.00 0.83 0.0250S 0.0250S 0 0 0| 0 3,250 0 0 97375 0.0150 +0.0050 -0.05 1.12 0 0 0| 0 1,500 0 0 97750 0.0300 +0.0050 -0.09 1.02 0.0850S 0.0850S 0 0 0| 0 1,000 0 0 98000 0.0500 +0.0100 -0.14 0.93 0.3200S 0.1000S 0 0 0| 0 9,250 0 0 98125 0.0600 +0.0100 -0.18 0.89 0.0650 0.0650 0 0 0| 0 2,000 0 0 98250 0.0600 0.0800 +0.0150 -0.23 0.85 0.0600S 0.0600S 0.2050S 0.0600S 0 7,000 7,000| 0 26,750 0 0 98375 0.0800 0.1050 +0.0200 -0.29 0.82 0.0800S 0.0800S 0.0800S 0.0800S 0 7,000 7,000| 0 7,500 0 0 98500 0.1350 +0.0250 -0.36 0.78 0.3350S 0.1750S 0 0 0| 0 15,500 0 0 98625 0.1350 0.1700 +0.0250 -0.44 0.73 0.1350S 0.1350S 0.1950S 0.1350S 0 7,000 7,000| 0 23,000 0 0 98750 0.1800 0.2250 +0.0350 -0.54 0.70 0.2250S 0.1800S 0.2250S 0.1800S 0 7,500 7,500| 0 10,000 0 0 98875 0.2900 +0.0350 -0.64 0.67 0.2250S 0.2250S 0 0 0| 0 500 0 0 Total 0 28,500 28,500| 0 100,850 0 0 | Jun 11 Underlying Price 98.590 (Jun 12) Indicative a-t-m Vol 0.79 Time to expiry: 278 Days | | 97875 0.0800 +0.0050 -0.19 0.93 0.0950 0.0950 0 0 0| 0 4,500 0 0 98000 0.1000 +0.0100 -0.22 0.91 0.1000S 0.1000S 0 0 0| 0 3,000 0 0 98250 0.1550 +0.0150 -0.32 0.86 0.3350S 0.3300S 0 0 0| 0 800 0 0 98375 0.1900 +0.0150 -0.38 0.83 0.3400S 0.3200S 0 0 0| 0 250 0 0 98500 0.2350 +0.0200 -0.45 0.81 0.2600S 0.2600S 0 0 0| 0 500 0 0 98625 0.2850 0.2850 +0.0250 -0.52 0.78 0.2850S 0.2850S 0.2850S 0.2750S 0 250 250| 0 250 0 0 Total 0 250 250| 0 9,300 0 0 | Total Puts 3,000 60,800 63,800| 5,310 853,977 +500 0 Options on Financial Futures 21:53 Page 20 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.490 (Sep 12) Indicative a-t-m Vol 0.67 Time to expiry: 5 Days | | 98500 0.0250 -0.0300 0.45 0.66 0.0600S 0.0600S 0 0 0| 0 2,000 0 0 98750 CAB 0.0000 0.00 0.71 0.0200S 0.0200S 0 0 0| 0 4,000 0 0 99000 CAB 0.0000 0.00 0.70 0.0050S 0.0050S 0 0 0| 0 2,000 0 0 Total 0 0 0| 0 8,000 0 0 | Oct 10 Underlying Price 98.365 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 40 Days | | 98375 0.1000 -0.0250 0.49 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.365 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 68 Days | | 98375 0.1300 -0.0250 0.49 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.365 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 96 Days | | 98375 0.1500 -0.0250 0.49 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.265 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 187 Days | | 98250 0.2550 -0.0250 0.51 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.145 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 278 Days | | 98250 0.2700 -0.0200 0.45 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 8,000 0 0 Options on Financial Futures 21:53 Page 21 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.490 (Sep 12) Indicative a-t-m Vol 0.67 Time to expiry: 5 Days | | 98500 0.0350 +0.0150 -0.55 0.66 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 98.365 (Dec 12) Indicative a-t-m Vol 0.81 Time to expiry: 40 Days | | 98375 0.1100 +0.0200 -0.51 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.365 (Dec 12) Indicative a-t-m Vol 0.79 Time to expiry: 68 Days | | 98375 0.1400 +0.0200 -0.51 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.365 (Dec 12) Indicative a-t-m Vol 0.77 Time to expiry: 96 Days | | 98375 0.1600 +0.0200 -0.51 0.77 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.265 (Mar 13) Indicative a-t-m Vol 0.88 Time to expiry: 187 Days | | 98250 0.2400 +0.0200 -0.49 0.88 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 98.145 (Jun 13) Indicative a-t-m Vol 0.94 Time to expiry: 278 Days | | 98250 0.3750 +0.0250 -0.55 0.94 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 21:53 Page 22 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 99.260 Indicative a-t-m Vol 0.28 Time to expiry: 7 Days | | 95000 4.2600 +0.0100 1.00 0.80 0.8250S 0.8250S 0 0 0| 0 200 0 0 95250 4.0100 +0.0100 1.00 0.80 2.5200 0.6300S 0 0 0| 0 1,450 0 0 96000 3.2600 +0.0100 1.00 0.80 1.8650 0.4300S 0 0 0| 0 1,800 0 0 96250 3.0100 +0.0100 1.00 0.80 1.8000 0.3450S 0 0 0| 0 900 0 0 96500 2.7600 +0.0100 1.00 0.80 1.3050 0.3600S 0 0 0| 0 1,750 0 0 96750 2.5100 +0.0100 1.00 0.80 1.1400 0.3950S 0 0 0| 0 350 0 0 97000 2.2600 +0.0100 1.00 0.80 0.9650S 0.1300S 0 0 0| 0 2,925 0 0 97250 2.0100 +0.0100 1.00 0.80 0.6700S 0.5800S 0 0 0| 0 4,500 0 0 97500 1.7600 +0.0100 1.00 0.80 0.8100S 0.4700S 0 0 0| 0 7,100 0 0 97750 1.5100 +0.0100 1.00 0.80 1.3050S 0.2400S 0 0 0| 0 6,460 0 0 98000 1.2600 +0.0100 1.00 0.80 1.0650S 0.1300S 0 0 0| 0 12,660 0 0 98125 1.1350 +0.0100 1.00 0.80 0.5400S 0.5300S 0 0 0| 0 1,040 0 0 98250 1.0100 +0.0100 1.00 0.80 0.8250S 0.1400S 0 0 0| 0 11,096 0 0 98375 0.8850 +0.0100 1.00 0.80 0.4450S 0.3850 0 0 0| 0 1,550 0 0 98500 0.7600 +0.0100 1.00 0.80 0.6950S 0.0650S 0 0 0| 0 26,455 0 0 98625 0.6350 +0.0100 1.00 0.80 0.4150S 0.3250S 0 0 0| 0 8,750 0 0 98750 0.5100 +0.0100 1.00 0.80 0.5200S 0.0750S 0 0 0| 0 21,355 0 0 98875 0.3850 +0.0100 1.00 0.80 0.3050S 0.1800 0 0 0| 0 11,159 0 0 99000 0.2600 +0.0100 0.99 0.79 0.2750S 0.0100S 0 0 0| 0 47,707 0 0 99125 0.1375 +0.0100 0.93 0.66 0.1650S 0.0500S 0 0 0| 0 71,005 0 0 99250 0.0200 0.0200 +0.0050 0.60 0.28 0.0200S 0.0200S 0.1000 0.0100S 0 2,000 2,000| 568 70,084 -568 0 99375 0.0050 CAB 0.0000 0.00 0.28 0.0050S 0.0050S 0.0600 0.0050S 0 4,000 4,000| 0 203,255 0 0 99500 0.0050 CAB 0.0000 0.00 0.28 0.0050S 0.0050S 0.0300S 0.0050S 0 2,000 2,000| 0 122,538 0 0 99625 CAB 0.0000 0.00 0.28 0.0100S 0.0050S 0 0 0| 0 33,500 0 0 99750 CAB 0.0000 0.00 0.28 0.0100S 0.0050S 0 0 0| 0 16,500 0 0 99875 CAB 0.0000 0.00 0.29 0 0 0| 0 4,000 0 0 Total 0 8,000 8,000| 568 690,089 -568 0 | Oct 10 Underlying Price 99.150 (Dec 10) Indicative a-t-m Vol 0.44 Time to expiry: 42 Days | | 99125 0.0750 -0.0150 0.56 0.46 0 0 0| 0 5,000 0 0 99250 0.0150 0.0150 0.0000 0.21 0.37 0.0150 0.0150 0.0200S 0.0150 0 300 300| 0 10,500 0 0 99375 0.0025 0.0000 0.03 0.36 0 0 0| 0 5,000 0 0 Total 0 300 300| 0 20,500 0 0 | Nov 10 Underlying Price 99.150 (Dec 10) Indicative a-t-m Vol 0.42 Time to expiry: 70 Days | | 99125 0.0900 -0.0175 0.55 0.44 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 21:53 Page 23 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 99.150 Indicative a-t-m Vol 0.47 Time to expiry: 98 Days | | 97000 2.1500 -0.0300 1.00 0.83 1.4150S 0.5600S 0 0 0| 0 10,341 0 0 97250 1.9000 -0.0300 1.00 0.83 0.6700 0.4100S 0 0 0| 0 1,954 0 0 97500 1.6500 -0.0300 1.00 0.83 1.4150 0.2650S 0 0 0| 0 8,706 0 0 97750 1.4000 -0.0300 1.00 0.84 0.5650S 0.2250S 0 0 0| 0 2,060 0 0 97875 1.2750 -0.0300 1.00 0.90 0.5850S 0.5850S 0 0 0| 0 15 0 0 98000 1.1500 -0.0300 0.99 0.90 0.9550S 0.1450S 0 0 0| 0 22,895 0 0 98125 1.0300 -0.0250 0.98 0.98 0.8300S 0.4800S 0 0 0| 0 750 0 0 98250 0.9100 -0.0225 0.96 1.02 0.7900S 0.0750S 0 0 0| 0 7,037 0 0 98375 0.7900 -0.0200 0.93 1.01 0.6800S 0.3700 0 0 0| 0 6,760 0 0 98500 0.6700 -0.0175 0.91 0.95 0.7250S 0.0500S 0 0 0| 0 37,505 0 0 98625 0.5500 -0.0150 0.88 0.87 0.3800S 0.2650S 0 0 0| 0 6,450 0 0 98750 0.4400 0.4350 -0.0100 0.84 0.78 0.4400S 0.4400S 0.4900S 0.0350S 1,000 1,000 2,000| 0 73,462 0 0 98875 0.3200 -0.0075 0.78 0.69 0.3250S 0.1650S 0 0 0| 2,500 17,200 -1,500 0 99000 0.2200 0.2125 -0.0025 0.69 0.60 0.2200S 0.2200S 0.2600S 0.0050S 6,500 2,000 8,500| 5,000 76,268 +3,000 0 99125 0.1150 0.0000 0.54 0.49 0.1650 0.0400 9,000 0 9,000| 3,020 51,994 +530 0 99250 0.0400 0.0400 0.0000 0.31 0.40 0.0400S 0.0350S 0.0750 0.0050S 5,500 21,500 27,000| 33,000 130,552 -25,716 0 99375 0.0100 0.0100 +0.0025 0.11 0.36 0.0100 0.0100 0.0400 0.0050S 5,500 1,161 6,661| 500 90,075 +500 0 99500 0.0025 0.0000 0.03 0.36 0.0350S 0.0050S 0 0 0| 0 68,800 0 0 99625 CAB 0.0000 0.01 0.36 0.0100S 0.0050S 0 0 0| 0 24,500 0 0 99750 CAB 0.0000 0.00 0.36 0.0100 CAB 0 0 0| 0 18,498 0 0 Total 27,500 25,661 53,161| 44,020 655,822 -23,186 0 Options on Financial Futures 21:53 Page 24 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 99.090 Indicative a-t-m Vol 0.51 Time to expiry: 189 Days | | 96250 2.8400 -0.0400 1.00 1.10 2.1200S 0.7200S 0 0 0| 0 3,000 0 0 96500 2.5900 -0.0400 1.00 1.10 0.7350S 0.7350S 0 0 0| 0 500 0 0 96750 2.3400 -0.0400 1.00 1.10 0.7850S 0.6800S 0 0 0| 0 1,500 0 0 97000 2.0925 -0.0375 0.99 1.17 1.4200S 0.5350S 0 0 0| 0 1,705 0 0 97250 1.8475 -0.0375 0.98 1.26 0.9200 0.5000 0 0 0| 0 3,750 0 0 97500 1.6025 -0.0375 0.97 1.23 0.6850S 0.2400S 0 0 0| 0 8,623 0 0 97750 1.3575 -0.0375 0.95 1.16 0.9500S 0.3100 0 0 0| 0 3,255 0 0 98000 1.1150 -0.0350 0.93 1.05 0.6600S 0.1400S 0 0 0| 0 8,315 0 0 98250 0.8750 -0.0325 0.89 0.95 0.6350 0.1100S 0 0 0| 0 4,950 0 0 98500 0.6375 -0.0325 0.84 0.82 0.7100S 0.0500S 0 0 0| 0 17,970 0 0 98625 0.5225 -0.0300 0.81 0.76 0.4750 0.2600S 0 0 0| 0 6,852 0 0 98750 0.4125 -0.0250 0.75 0.70 0.4850 0.0300S 0 0 0| 0 16,327 0 0 98875 0.3100 -0.0200 0.68 0.64 0.3600S 0.1800S 0 0 0| 0 24,420 0 0 99000 0.2100 -0.0175 0.59 0.57 0.2750S 0.0200S 0 0 0| 0 65,825 0 0 99125 0.1250 0.1225 -0.0125 0.46 0.49 0.1300S 0.1250S 0.1700S 0.0450S 0 500 500| 500 56,725 0 0 99250 0.0450 0.0525 -0.0050 0.29 0.40 0.0450S 0.0450S 0.0900S 0.0200S 0 250 250| 500 77,150 0 0 99375 0.0150 0.0200 -0.0025 0.15 0.38 0.0150S 0.0150S 0.0450S 0.0050S 0 250 250| 500 37,622 +500 0 99500 0.0075 0.0000 0.07 0.38 0.0200S 0.0050S 0 0 0| 0 34,000 0 0 99625 0.0025 0.0000 0.03 0.40 0 0 0| 0 5,000 0 0 99750 CAB 0.0000 0.01 0.40 0 0 0| 0 25,000 0 0 Total 0 1,000 1,000| 1,500 402,489 +500 0 | Jun 11 Underlying Price 99.020 Indicative a-t-m Vol 0.61 Time to expiry: 280 Days | | 96250 2.7800 -0.0425 0.98 1.55 0.8850S 0.7400S 0 0 0| 0 870 0 0 96500 2.5350 -0.0425 0.97 1.54 1.2700S 0.5500 0 0 0| 0 2,250 0 0 96750 2.2900 -0.0425 0.96 1.51 1.7400S 0.7050S 0 0 0| 0 1,500 0 0 97000 2.0450 -0.0425 0.95 1.43 1.2400 0.3700S 0 0 0| 0 6,750 0 0 97250 1.8000 -0.0425 0.94 1.33 1.0900S 0.6900S 0 0 0| 0 3,500 0 0 97500 1.5550 -0.0425 0.93 1.22 0.8700 0.2250S 0 0 0| 0 12,144 0 0 97750 1.3125 -0.0425 0.91 1.11 0.7650S 0.7650S 0 0 0| 0 500 0 0 98000 1.0750 -0.0400 0.88 1.02 0.9100S 0.1350S 0 0 0| 0 13,044 0 0 98250 0.8425 -0.0375 0.83 0.93 0.7550S 0.1050 0 0 0| 0 7,826 0 0 98500 0.6200 -0.0325 0.77 0.83 0.5650S 0.0600S 0 0 0| 0 11,050 0 0 98750 0.4250 0.4100 -0.0275 0.67 0.73 0.4250 0.4250 0.4700 0.1000S 0 30 30| 0 13,832 0 0 98875 0.3150 0.3125 -0.0250 0.60 0.68 0.3150S 0.3150S 0.3500S 0.2450S 0 500 500| 0 6,400 0 0 99000 0.2250 -0.0200 0.52 0.62 0.2750S 0.0300S 0 0 0| 0 34,700 0 0 99125 0.1400 0.1500 -0.0150 0.42 0.57 0.1400S 0.1400S 0.1700S 0.0800S 0 500 500| 0 7,600 0 0 99250 0.0800 0.0900 -0.0100 0.31 0.53 0.0800S 0.0800S 0.1100S 0.0200 0 500 500| 0 45,760 0 0 99375 0.0400 0.0475 -0.0050 0.20 0.49 0.0400S 0.0400S 0.0450S 0.0150S 0 500 500| 0 15,300 0 0 99500 0.0225 -0.0025 0.12 0.46 0.0350S 0.0050S 0 0 0| 0 17,250 0 0 99750 0.0050 0.0000 0.03 0.44 0.0250S 0.0250S 0 0 0| 0 11,000 0 0 Total 0 2,030 2,030| 0 211,276 0 0 Options on Financial Futures 21:53 Page 25 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.930 Indicative a-t-m Vol 0.66 Time to expiry: 378 Days | | 96250 2.7150 -0.0500 0.95 1.65 0.9050S 0.9050S 0 0 0| 0 100 0 0 96500 2.4700 -0.0500 0.94 1.57 0.8500S 0.8250S 0 0 0| 0 2,250 0 0 96750 2.2250 -0.0500 0.93 1.49 0.8000S 0.7500S 0 0 0| 0 2,000 0 0 97000 1.9800 -0.0500 0.92 1.39 0.8200S 0.6800S 0 0 0| 0 4,250 0 0 97500 1.5000 -0.0450 0.88 1.21 0.7800 0.7800 0 0 0| 0 10 0 0 97750 1.2650 -0.0400 0.86 1.12 0.7500S 0.5100S 0 0 0| 0 7,130 0 0 98000 1.0300 -0.0400 0.82 1.01 0.5350 0.2850S 0 0 0| 0 3,500 0 0 98250 0.8050 -0.0400 0.77 0.92 0.5050S 0.2900 0 0 0| 0 627 0 0 98500 0.5900 -0.0350 0.70 0.83 0.4550S 0.1100S 0 0 0| 0 10,350 0 0 98750 0.3950 -0.0300 0.60 0.73 0.3400S 0.1150 0 0 0| 0 6,690 0 0 99000 0.2200 -0.0250 0.46 0.63 0.2800S 0.0400S 0 0 0| 250 15,925 -250 0 99250 0.0900 -0.0150 0.28 0.53 0.1250S 0.0200 0 0 0| 500 12,100 0 0 99500 0.0200 -0.0050 0.09 0.43 0.0300S 0.0050S 0 0 0| 0 4,000 0 0 Total 0 0 0| 750 68,932 -250 0 | Dec 11 Underlying Price 98.800 Indicative a-t-m Vol 0.76 Time to expiry: 469 Days | | 96500 2.3650 -0.0450 0.92 1.50 0.9000S 0.8350S 0 0 0| 0 1,150 0 0 96750 2.1250 -0.0450 0.90 1.43 0.8300S 0.7550S 0 0 0| 0 1,100 0 0 97000 1.8850 -0.0450 0.89 1.35 0.9650S 0.7300S 0 0 0| 0 6,500 0 0 97250 1.6500 -0.0450 0.86 1.27 0.7300 0.6700S 0 0 0| 0 4,638 0 0 97500 1.4150 -0.0450 0.84 1.19 0.6750S 0.5500S 0 0 0| 0 1,700 0 0 97750 1.1850 -0.0450 0.80 1.11 0.7100S 0.5350S 0 0 0| 0 2,475 0 0 98000 0.9650 -0.0450 0.76 1.03 0.6550S 0.3450 0 0 0| 0 3,366 0 0 98250 0.7550 -0.0350 0.70 0.95 0.5900S 0.2600 0 0 0| 0 4,400 0 0 98500 0.5600 -0.0300 0.62 0.87 0.4400 0.1200 0 0 0| 0 13,280 0 0 98750 0.3750 -0.0300 0.52 0.78 0.3550S 0.0900 0 0 0| 0 8,000 0 0 99000 0.2150 -0.0250 0.40 0.68 0.2200S 0.0600S 0 0 0| 0 8,619 0 0 99250 0.0950 -0.0150 0.24 0.57 0.1050S 0.0550S 0 0 0| 0 9,250 0 0 99500 0.0200 -0.0050 0.09 0.47 0.0250S 0.0150S 0 0 0| 0 2,250 0 0 Total 0 0 0| 0 66,728 0 0 Options on Financial Futures 21:53 Page 26 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.650 Indicative a-t-m Vol 0.83 Time to expiry: 560 Days | | 97000 1.7550 -0.0500 0.86 1.25 0.7800S 0.7800S 0 0 0| 0 250 0 0 97250 1.5250 -0.0500 0.84 1.18 0.7200S 0.6250S 0 0 0| 0 2,000 0 0 97750 1.0850 -0.0450 0.76 1.06 0.7200S 0.6200S 0 0 0| 0 1,125 0 0 98000 0.8750 -0.0450 0.71 1.00 0.6200S 0.5050S 0 0 0| 0 2,500 0 0 98250 0.6800 -0.0450 0.64 0.93 0.5300 0.4700 0 0 0| 0 2,100 0 0 98500 0.5050 -0.0350 0.56 0.87 0.4800S 0.1300S 0 0 0| 0 4,550 0 0 98750 0.3450 -0.0350 0.46 0.81 0.2400S 0.2400S 0 0 0| 0 500 0 0 99000 0.2150 -0.0250 0.35 0.74 0.1950S 0.1000S 0 0 0| 0 9,200 0 0 99250 0.1050 -0.0200 0.23 0.66 0.0950S 0.0500S 0 0 0| 0 8,350 0 0 99500 0.0400 -0.0050 0.12 0.58 0.0350S 0.0200 0 0 0| 0 2,025 0 0 Total 0 0 0| 0 32,600 0 0 | Jun 12 Underlying Price 98.480 Indicative a-t-m Vol 0.90 Time to expiry: 651 Days | | 98250 0.6250 -0.0300 0.58 0.96 0.4900S 0.4900S 0 0 0| 0 250 0 0 98500 0.4600 -0.0250 0.50 0.89 0.4900S 0.4850S 0 0 0| 900 900 +900 0 98750 0.3100 -0.0200 0.40 0.82 0.3350S 0.3200S 0 0 0| 0 1,000 0 0 99250 0.0950 -0.0050 0.20 0.68 0.0900S 0.0700S 0 0 0| 0 3,500 0 0 99500 0.0400 0.0000 0.10 0.60 0.0300S 0.0250S 0 0 0| 0 1,250 0 0 Total 0 0 0| 900 6,900 +900 0 | Total Calls 27,500 36,991 64,491| 47,738 2,155,336 -22,604 0 Options on Financial Futures 21:53 Page 27 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 99.260 Indicative a-t-m Vol 0.28 Time to expiry: 7 Days | | 90500 CAB 0.0000 0.00 0.80 0.0050 0.0050 0 0 0| 0 200 0 0 91000 CAB 0.0000 0.00 0.80 0.0050 0.0050 0 0 0| 0 65 0 0 92750 CAB 0.0000 0.00 0.80 0.0350 0.0100 0 0 0| 0 759 0 0 93000 CAB 0.0000 0.00 0.80 0.0400 0.0100 0 0 0| 0 170 0 0 93250 CAB 0.0000 0.00 0.80 0.0100 0.0100 0 0 0| 0 20 0 0 93500 CAB 0.0000 0.00 0.80 0.0250S 0.0100 0 0 0| 0 260 0 0 94000 CAB 0.0000 0.00 0.80 0.1400S 0.0300 0 0 0| 0 500 0 0 94500 CAB 0.0000 0.00 0.80 0.3000S 0.0600 0 0 0| 0 1,463 0 0 94750 CAB 0.0000 0.00 0.80 0.0750 0.0700 0 0 0| 0 23 0 0 95000 CAB 0.0000 0.00 0.80 0.5800S 0.0800 0 0 0| 0 220 0 0 95250 CAB 0.0000 0.00 0.80 0.7750S 0.1000 0 0 0| 0 3,450 0 0 95500 CAB 0.0000 0.00 0.80 0.2050S 0.0050S 0 0 0| 0 6,010 0 0 95625 CAB 0.0000 0.00 0.80 0.0400 0.0400 0 0 0| 0 700 0 0 95750 CAB 0.0000 0.00 0.80 0.0950S 0.0950S 0 0 0| 0 2,000 0 0 96000 CAB 0.0000 0.00 0.80 0.2800S 0.0100S 0 0 0| 0 31,870 0 0 96125 CAB 0.0000 0.00 0.80 0.0600 0.0600 0 0 0| 0 10 0 0 96250 CAB 0.0000 0.00 0.80 0.3000S 0.0650 0 0 0| 0 3,530 0 0 96375 CAB 0.0000 0.00 0.80 0.1100 0.0100 0 0 0| 0 720 0 0 96500 CAB 0.0000 0.00 0.80 0.3900 0.0200S 0 0 0| 0 17,410 0 0 96625 CAB 0.0000 0.00 0.80 0.0850 0.0100 0 0 0| 0 10,025 0 0 96750 CAB 0.0000 0.00 0.80 0.2850 0.0250S 0 0 0| 0 9,625 0 0 96875 CAB 0.0000 0.00 0.80 0.1800 0.0850 0 0 0| 0 3,770 0 0 97000 CAB 0.0000 0.00 0.80 0.3800S 0.0200S 0 0 0| 0 29,500 0 0 97125 CAB 0.0000 0.00 0.80 0.1650S 0.0050 0 0 0| 0 3,795 0 0 97250 CAB 0.0000 0.00 0.80 0.5600S 0.0100 0 0 0| 0 14,372 0 0 97375 CAB 0.0000 0.00 0.80 0.2500 0.0450 0 0 0| 0 1,020 0 0 97500 CAB 0.0000 0.00 0.80 0.5400S 0.0050 0 0 0| 0 9,365 0 0 97625 CAB 0.0000 0.00 0.80 0.3050 0.0100 0 0 0| 0 450 0 0 97750 CAB 0.0000 0.00 0.80 0.6350S 0.0100 0 0 0| 0 7,720 0 0 97875 CAB 0.0000 0.00 0.80 0.3700 0.0100 0 0 0| 0 4,275 0 0 98000 CAB 0.0000 0.00 0.80 0.9400 0.0050 0 0 0| 0 22,508 0 0 98125 CAB 0.0000 0.00 0.80 0.5250S 0.0150S 0 0 0| 0 15,250 0 0 98250 CAB 0.0000 0.00 0.80 0.8700 0.0050S 0 0 0| 0 12,185 0 0 98375 CAB 0.0000 0.00 0.80 0.5050S 0.0200 0 0 0| 0 17,911 0 0 98500 CAB 0.0000 0.00 0.80 0.4250S 0.0100 0 0 0| 0 57,775 0 0 98625 CAB 0.0000 0.00 0.80 0.4050S 0.0200S 0 0 0| 0 18,247 0 0 98750 CAB 0.0000 0.00 0.80 0.4200S 0.0050 0 0 0| 0 29,089 0 0 98875 CAB 0.0000 0.00 0.80 0.2700S CAB 0 0 0| 0 50,619 0 0 99000 CAB 0.0000 -0.01 0.79 0.2550 0.0050S 0 0 0| 0 41,779 0 0 99125 0.0025 0.0000 -0.07 0.66 0.3000S 0.0050S 0 0 0| 0 42,370 0 0 99250 0.0100 0.0100 -0.0050 -0.40 0.28 0.0100S 0.0100S 0.8150S 0.0050S 0 2,500 2,500| 0 21,785 0 0 99375 0.1150 -0.0100 -1.00 0.28 0.9150S 0.1100S 0 0 0| 0 3,749 0 0 Total 0 2,500 2,500| 0 496,564 0 0 Options on Financial Futures 21:53 Page 28 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 99.150 (Dec 10) Indicative a-t-m Vol 0.44 Time to expiry: 42 Days | | 99000 0.0275 +0.0100 -0.23 0.59 0.0200S 0.0150S 0 0 0| 0 1,000 0 0 99125 0.0500 +0.0150 -0.44 0.46 0.0500S 0.0300S 0 0 0| 0 1,500 0 0 Total 0 0 0| 0 2,500 0 0 | Nov 10 Underlying Price 99.150 (Dec 10) Indicative a-t-m Vol 0.42 Time to expiry: 70 Days | | 99125 0.0650 +0.0125 -0.45 0.44 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 21:53 Page 29 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 99.150 Indicative a-t-m Vol 0.47 Time to expiry: 98 Days | | 89000 CAB 0.0000 0.00 0.83 0.0150S CAB 0 0 0| 0 365 0 0 89500 CAB 0.0000 0.00 0.83 0.0050 0.0050 0 0 0| 0 200 0 0 91000 CAB 0.0000 0.00 0.83 0 0 0| 0 2,000 0 0 92000 CAB 0.0000 0.00 0.83 0.0300 0.0050S 0 0 0| 0 1,550 0 0 93125 CAB 0.0000 0.00 0.83 0.0150 0.0150 0 0 0| 0 25 0 0 93750 CAB 0.0000 0.00 0.83 0.0800 0.0800 0 0 0| 0 3 0 0 94000 CAB 0.0000 0.00 0.83 0.1450 CAB 0 0 0| 0 13,295 0 0 94250 CAB 0.0000 0.00 0.83 0.1050 0.0100S 0 0 0| 0 2,513 0 0 94500 CAB 0.0000 0.00 0.83 0.1700S 0.0350S 0 0 0| 0 13,216 0 0 94750 CAB 0.0000 0.00 0.83 0.1600 0.1600 0 0 0| 0 10 0 0 95000 CAB 0.0000 0.00 0.83 0.1800S 0.0200S 0 0 0| 0 11,170 0 0 95125 CAB 0.0000 0.00 0.83 0.0050 0.0050 0 0 0| 0 500 0 0 95250 CAB 0.0000 0.00 0.83 0.1200S 0.1200S 0 0 0| 0 4,000 0 0 95375 CAB 0.0000 0.00 0.83 0.0750 0.0750 0 0 0| 0 25 0 0 95500 CAB 0.0000 0.00 0.83 0.2950S 0.0050S 0 0 0| 0 11,425 0 0 95750 CAB 0.0000 0.00 0.83 0.3200S 0.0050S 0 0 0| 0 3,631 0 0 95875 CAB 0.0000 0.00 0.83 0.0050 0.0050 0 0 0| 0 150 0 0 96000 CAB 0.0000 0.00 0.83 0.3400S 0.0050 0 0 0| 0 22,333 0 0 96125 CAB 0.0000 0.00 0.83 0.1150 0.1150 0 0 0| 0 5 0 0 96250 CAB 0.0000 0.00 0.83 0.2600S 0.0100S 0 0 0| 0 13,545 0 0 96375 CAB 0.0000 0.00 0.83 0.1350 0.0150 0 0 0| 0 95 0 0 96500 CAB 0.0000 0.00 0.83 0.6400S 0.0050S 0 0 0| 0 14,175 0 0 96750 CAB 0.0000 0.00 0.83 0.6000S 0.0250S 0 0 0| 0 5,866 0 0 96875 CAB 0.0000 0.00 0.83 0.1850 0.0200S 0 0 0| 0 3,025 0 0 97000 CAB 0.0000 0.00 0.83 0.8000S 0.0050 0 0 0| 0 9,200 0 0 97125 CAB 0.0000 0.00 0.83 0.1650S 0.0050 0 0 0| 0 13,700 0 0 97250 CAB 0.0000 0.00 0.83 0.6700S 0.0350S 0 0 0| 0 10,975 0 0 97375 CAB 0.0000 0.00 0.83 0.0550 0.0250 0 0 0| 0 10 0 0 97500 CAB 0.0000 0.00 0.83 0.7700S 0.0100 0 0 0| 0 28,994 0 0 97625 CAB 0.0000 0.00 0.83 0.2100 0.0250 0 0 0| 0 4,020 0 0 97750 CAB 0.0000 0.00 0.84 0.6850S 0.0050 0 0 0| 0 12,900 0 0 97875 CAB 0.0000 0.00 0.90 0.5050S 0.0050 0 0 0| 0 44,688 0 0 98000 CAB 0.0000 -0.01 0.90 0.8100S 0.0050S 0 0 0| 0 75,950 0 0 98125 0.0050 +0.0050 -0.02 0.98 0.4700S 0.0150S 0 0 0| 0 42,575 0 0 98250 0.0100 +0.0075 -0.04 1.02 0.4300S 0.0050 0 0 0| 4,000 39,607 +1,750 0 98375 0.0150 +0.0100 -0.07 1.01 0.4150S 0.0100S 0 0 0| 0 19,978 0 0 98500 0.0200 +0.0125 -0.09 0.95 0.3400S 0.0100 0 0 0| 0 161,811 0 0 98625 0.0250 +0.0150 -0.12 0.87 0.2700S 0.0150S 0 0 0| 0 9,050 0 0 98750 0.0350 +0.0200 -0.16 0.78 0.3200S 0.0100S 0 0 0| 0 55,908 0 0 98875 0.0350 0.0450 +0.0225 -0.22 0.69 0.0350S 0.0350S 0.3100 0.0150S 0 1,000 1,000| 0 95,936 0 0 99000 0.0550 0.0625 +0.0275 -0.31 0.60 0.0600 0.0550S 0.3800 0.0250 15,000 3,872 18,872| 0 66,118 0 0 99125 0.0750 0.0900 +0.0300 -0.46 0.49 0.0750S 0.0750S 0.8000 0.0400S 0 4,000 4,000| 0 15,212 0 0 99250 0.1200 0.1400 +0.0300 -0.69 0.40 0.1200S 0.1200S 0.2950S 0.0700S 0 2,000 2,000| 0 15,940 0 0 Options on Financial Futures 21:53 Page 30 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 0.2350 +0.0325 -0.89 0.36 0.4000S 0.2750S 0 0 0| 0 1,600 0 0 Total 15,000 10,872 25,872| 4,000 847,294 +1,750 0 | Mar 11 Underlying Price 99.090 Indicative a-t-m Vol 0.51 Time to expiry: 189 Days | | 90000 CAB 0.0000 0.00 1.10 0.0250 0.0150 0 0 0| 0 1,500 0 0 91500 CAB 0.0000 0.00 1.10 0.0100 0.0100 0 0 0| 0 10 0 0 92250 CAB 0.0000 0.00 1.10 0.0150 0.0150 0 0 0| 0 10 0 0 92500 CAB 0.0000 0.00 1.10 0.0450 0.0400 0 0 0| 0 2,020 0 0 93250 CAB 0.0000 0.00 1.10 0.0050S 0.0050S 0 0 0| 0 30 0 0 94000 CAB 0.0000 0.00 1.10 0.0950 0.0700 0 0 0| 0 6,500 0 0 94125 CAB 0.0000 0.00 1.10 0.0050S 0.0050S 0 0 0| 0 50 0 0 94250 CAB 0.0000 0.00 1.10 0.0050 0.0050 0 0 0| 0 36 0 0 94500 CAB 0.0000 0.00 1.10 0.2350S 0.2350S 0 0 0| 0 500 0 0 95000 CAB 0.0000 0.00 1.10 0.2150 0.0050 0 0 0| 0 7,700 0 0 95250 CAB 0.0000 0.00 1.10 0.1450 0.1450 0 0 0| 0 10 0 0 95500 CAB 0.0000 0.00 1.10 0.4350S 0.1950 0 0 0| 0 1,700 0 0 95750 CAB 0.0000 0.00 1.10 0.4450S 0.0150 0 0 0| 0 1,900 0 0 96000 CAB 0.0000 0.00 1.10 0.5600 0.0250S 0 0 0| 0 13,000 0 0 96250 CAB 0.0000 0.00 1.10 0.7950S 0.0350S 0 0 0| 0 5,500 0 0 96375 CAB 0.0000 0.00 1.10 0.0300 0.0300 0 0 0| 0 1 0 0 96500 CAB 0.0000 0.00 1.10 0.7450S 0.0050 0 0 0| 0 5,550 0 0 96625 CAB 0.0000 0.00 1.10 0.0500 0.0500 0 0 0| 0 12 0 0 96750 CAB 0.0000 0.00 1.10 0.7700S 0.0450 0 0 0| 0 2,440 0 0 97000 0.0025 +0.0025 -0.01 1.17 0.7300S 0.0100 0 0 0| 0 28,423 0 0 97125 0.0050 +0.0025 -0.01 1.24 0.0700 0.0700 0 0 0| 0 12 0 0 97250 0.0075 +0.0025 -0.02 1.26 0.8000S 0.0050 0 0 0| 0 105,753 0 0 97375 0.0100 +0.0025 -0.03 1.25 0.1000S 0.0850 0 0 0| 0 1,000 0 0 97500 0.0125 +0.0025 -0.03 1.23 0.8000S 0.0100 0 0 0| 0 23,605 0 0 97625 0.0150 +0.0025 -0.04 1.20 0.1350 0.1200S 0 0 0| 0 5,250 0 0 97750 0.0200 0.0175 +0.0025 -0.05 1.16 0.0200 0.0200 0.7850S 0.0150 0 100 100| 0 156,555 0 0 97875 0.0200 +0.0025 -0.06 1.11 0.1800 0.0150 0 0 0| 0 4,105 0 0 98000 0.0250 +0.0050 -0.07 1.05 0.5400S 0.0150 0 0 0| 0 46,100 0 0 98125 0.0300 +0.0075 -0.09 1.00 0.2350 0.0300 0 0 0| 0 16,015 0 0 98250 0.0350 +0.0075 -0.11 0.95 0.3400S 0.0250S 0 0 0| 4,000 83,875 -4,000 0 98375 0.0400 +0.0075 -0.13 0.89 0.2750 0.0200S 0 0 0| 0 15,002 0 0 98500 0.0475 +0.0075 -0.16 0.82 0.4500S 0.0350 0 0 0| 2,000 65,224 -250 0 98625 0.0550 0.0575 +0.0100 -0.19 0.76 0.0550 0.0550 0.4000S 0.0350S 0 100 100| 0 35,000 0 0 98750 0.0725 +0.0150 -0.25 0.70 0.4100 0.0550 0 0 0| 0 16,675 0 0 98875 0.0950 +0.0200 -0.32 0.64 0.3500S 0.0650S 0 0 0| 0 13,200 0 0 99000 0.1100 0.1200 +0.0225 -0.41 0.57 0.1100 0.1100 0.2900 0.0900 0 500 500| 0 27,421 0 0 99125 0.1600 0.1575 +0.0275 -0.54 0.49 0.1600S 0.1600S 0.1600S 0.1050S 0 1,250 1,250| 0 9,675 0 0 Total 0 1,950 1,950| 6,000 701,359 -4,250 0 Options on Financial Futures 21:53 Page 31 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 99.020 Indicative a-t-m Vol 0.61 Time to expiry: 280 Days | | 90000 CAB 0.0000 0.00 1.23 0.0250 0.0200 0 0 0| 0 3,000 0 0 92000 CAB 0.0000 0.00 1.23 0.0700 0.0700 0 0 0| 0 250 0 0 93750 CAB 0.0000 0.00 1.23 0.2200 0.1500 0 0 0| 0 40 0 0 94000 CAB 0.0000 0.00 1.23 0.1900 0.0100S 0 0 0| 0 5,800 0 0 95000 CAB 0.0000 0.00 1.23 0 0 0| 0 3,500 0 0 95500 CAB 0.0000 0.00 1.23 0.0650S 0.0650S 0 0 0| 0 3,500 0 0 95750 CAB 0.0000 0.00 1.23 0.2600S 0.2600S 0 0 0| 0 3,000 0 0 96000 0.0050 +0.0050 -0.01 1.49 0.3600S 0.0500 0 0 0| 0 11,800 0 0 96250 0.0100 +0.0075 -0.02 1.55 0.8200S 0.0150S 0 0 0| 0 56,374 0 0 96500 0.0150 +0.0075 -0.03 1.54 0.8850S 0.0250S 0 0 0| 0 117,501 0 0 96750 0.0200 +0.0075 -0.04 1.51 0.8200S 0.0300S 2,000 0 2,000| 0 35,400 0 0 96875 0.0225 +0.0075 -0.04 1.47 0.0150 0.0150 0 0 0| 0 30 0 0 97000 0.0250 +0.0075 -0.05 1.43 0.7500S 0.0400S 0 0 0| 0 233,000 0 0 97250 0.0250 0.0300 +0.0075 -0.06 1.33 0.0300 0.0250 0.7400S 0.0250 0 350 350| 0 57,254 0 0 97500 0.0300 0.0350 +0.0075 -0.07 1.22 0.0300S 0.0300S 0.7800S 0.0300S 2,000 7,500 9,500| 0 149,250 0 0 97750 0.0425 +0.0075 -0.09 1.11 0.3350S 0.0550S 0 0 0| 0 20,780 0 0 98000 0.0550 +0.0100 -0.12 1.02 0.4900S 0.0450S 0 0 0| 0 17,250 0 0 98125 0.0625 +0.0100 -0.14 0.98 0.1150S 0.0850S 0 0 0| 0 750 0 0 98250 0.0725 +0.0125 -0.17 0.93 0.5300S 0.0550S 0 0 0| 0 20,554 0 0 98375 0.0850 +0.0150 -0.20 0.88 0.1600 0.0600S 0 0 0| 0 8,250 0 0 98500 0.1000 +0.0175 -0.23 0.83 0.4550S 0.0900S 0 0 0| 0 9,750 0 0 98625 0.1175 +0.0200 -0.28 0.78 0.2150S 0.1650S 0 0 0| 0 1,750 0 0 98750 0.1400 +0.0225 -0.33 0.73 0.4100S 0.1200S 0 0 0| 0 11,400 0 0 98875 0.1675 +0.0250 -0.40 0.68 0.2750S 0.1500S 0 0 0| 0 5,400 0 0 99000 0.2050 +0.0300 -0.48 0.62 0.3450 0.1850S 0 0 0| 0 4,500 0 0 99125 0.2550 +0.0350 -0.58 0.57 0.3200S 0.2000S 0 0 0| 0 1,500 0 0 Total 4,000 7,850 11,850| 0 781,583 0 0 Options on Financial Futures 21:53 Page 32 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.930 Indicative a-t-m Vol 0.66 Time to expiry: 378 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 0.0600 +0.0050 -0.10 1.30 0.4800 0.0750S 0 0 0| 0 4,502 0 0 97500 0.0700 +0.0050 -0.12 1.21 0.2150S 0.1000S 0 0 0| 0 3,250 0 0 97750 0.0850 +0.0100 -0.14 1.12 0.5800S 0.0800S 0 0 0| 0 10,505 0 0 98000 0.1000 +0.0100 -0.18 1.01 0.5300S 0.0900S 0 0 0| 0 13,700 0 0 98250 0.1250 +0.0100 -0.23 0.92 0.5250S 0.1050S 0 0 0| 0 7,855 0 0 98500 0.1600 +0.0150 -0.30 0.83 0.5350S 0.1500S 0 0 0| 0 8,950 0 0 98750 0.2150 +0.0200 -0.40 0.73 0.4450S 0.2100S 0 0 0| 0 3,750 0 0 99000 0.2900 +0.0250 -0.54 0.63 0 0 0| 0 0 0 0 Total 0 0 0| 0 103,166 0 0 Options on Financial Futures 21:53 Page 33 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 11 Underlying Price 98.800 Indicative a-t-m Vol 0.76 Time to expiry: 469 Days | | 93000 CAB 0.0000 0.00 1.31 0.0400 0.0400 0 0 0| 0 10 0 0 94000 0.0100 0.0000 -0.01 1.96 0.2000 0.0500 0 0 0| 0 3,080 0 0 94250 0.0150 0.0000 -0.02 2.00 0.0200 0.0200 0 0 0| 0 3,000 0 0 94500 0.0200 0.0000 -0.02 1.99 0.0550S 0.0550S 0 0 0| 0 1,750 0 0 94750 0.0250 0.0000 -0.03 1.95 0.1250 0.0700S 0 0 0| 0 3,000 0 0 95000 0.0300 0.0000 -0.03 1.91 0.2800S 0.1300 0 0 0| 0 501 0 0 95500 0.0400 0.0000 -0.05 1.80 0.3900S 0.3900S 0 0 0| 0 300 0 0 95750 0.0450 0.0000 -0.05 1.73 0.2500 0.1200S 0 0 0| 0 7,000 0 0 96000 0.0500 0.0000 -0.06 1.66 0.5150S 0.0400S 0 0 0| 0 8,050 0 0 96250 0.0550 0.0000 -0.07 1.58 0.0950 0.0900 0 0 0| 0 6 0 0 96500 0.0650 +0.0050 -0.08 1.50 0.8100S 0.0600 0 0 0| 0 1,490 0 0 96750 0.0750 +0.0050 -0.10 1.43 0.7550S 0.1050S 0 0 0| 0 3,100 0 0 97000 0.0850 +0.0050 -0.11 1.35 0.7200S 0.0450S 0 0 0| 0 17,416 0 0 97250 0.1000 +0.0050 -0.14 1.27 0.7200S 0.1850 0 0 0| 0 5,638 0 0 97500 0.1150 +0.0050 -0.16 1.19 0.6950S 0.0700S 0 0 0| 0 23,050 0 0 97750 0.1350 +0.0050 -0.20 1.11 0.5350S 0.1950S 0 0 0| 0 7,676 0 0 98000 0.1650 +0.0050 -0.24 1.03 0.5350S 0.1200S 0 0 0| 0 15,500 0 0 98250 0.1900 0.2050 +0.0150 -0.30 0.95 0.1900S 0.1900S 0.5900 0.1900S 0 100 100| 18,990 32,452 -3,891 0 98500 0.2600 +0.0200 -0.38 0.87 0.4700S 0.2700S 0 0 0| 0 9,250 0 0 98750 0.3100 0.3250 +0.0200 -0.48 0.78 0.3100S 0.3100S 0.5000S 0.3050S 0 100 100| 18,990 16,877 -6,581 0 Total 0 200 200| 37,980 159,146 -10,472 0 | Mar 12 Underlying Price 98.650 Indicative a-t-m Vol 0.83 Time to expiry: 560 Days | | 93000 CAB 0.0000 0.00 1.23 0 0 0| 0 4,000 0 0 94000 0.0200 0.0000 -0.02 1.92 0.1000 0.0850S 0 0 0| 0 6,300 0 0 94500 0.0300 0.0000 -0.03 1.87 0 0 0| 0 5,500 0 0 95000 0.0400 0.0000 -0.04 1.78 0 0 0| 0 2,000 0 0 95500 0.0500 0.0000 -0.06 1.65 0.1250S 0.1250S 0 0 0| 0 1,000 0 0 96000 0.0600 0.0000 -0.07 1.51 0.1650S 0.1650S 0 0 0| 0 4,000 0 0 96250 0.0650 0.0000 -0.08 1.44 0.1400 0.1400 0 0 0| 0 2 0 0 96500 0.0750 0.0000 -0.10 1.38 0.2200S 0.1650 0 0 0| 0 6,450 0 0 97000 0.1050 0.0000 -0.14 1.25 0.6500S 0.2350S 0 0 0| 0 5,250 0 0 97250 0.1250 0.0000 -0.16 1.18 0.7000S 0.2700 0 0 0| 0 1,506 0 0 97500 0.1500 0.0000 -0.20 1.12 0.4550S 0.3350S 0 0 0| 0 3,500 0 0 97750 0.1850 +0.0050 -0.24 1.06 0.6950S 0.2000 0 0 0| 0 8,700 0 0 98000 0.2250 +0.0050 -0.29 1.00 0.6400S 0.3950S 0 0 0| 0 1,500 0 0 98250 0.2800 +0.0050 -0.36 0.93 0.5100S 0.3000 0 0 0| 0 7,050 0 0 98500 0.3550 +0.0150 -0.44 0.87 0.5150S 0.3850S 0 0 0| 0 250 0 0 98750 0.4450 +0.0150 -0.54 0.81 0 0 0| 0 0 0 0 Total 0 0 0| 0 57,008 0 0 Options on Financial Futures 21:53 Page 34 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 12 Underlying Price 98.480 Indicative a-t-m Vol 0.90 Time to expiry: 651 Days | | 93000 0.0250 0.0000 -0.02 2.20 0.0400 0.0400 0 0 0| 0 1,000 0 0 95000 0.0650 0.0000 -0.06 1.78 0.1050 0.1050 0 0 0| 0 3,000 0 0 95500 0.0700 0.0750 0.0000 -0.08 1.64 0.0700S 0.0700S 0.0950 0.0700S 0 1,000 1,000| 0 8,500 0 0 96000 0.0950 0.0950 +0.0050 -0.10 1.50 0.0950S 0.0950S 0.0950S 0.0950S 0 1,000 1,000| 0 650 0 0 96250 0.1050 +0.0050 -0.11 1.43 0.2200 0.2200 0 0 0| 0 5,002 0 0 97000 0.1650 +0.0100 -0.18 1.26 0.2300S 0.2300S 0 0 0| 25,000 36,000 +25,000 0 97250 0.1950 +0.0100 -0.21 1.20 0.3800 0.3800 0 0 0| 25,000 25,002 +25,000 0 97750 0.2700 +0.0150 -0.30 1.08 0.4600S 0.4600S 0 0 0| 0 5,000 0 0 98000 0.3250 +0.0150 -0.36 1.02 0.5500S 0.3350S 0 0 0| 0 2,000 0 0 98250 0.3950 +0.0200 -0.42 0.96 0.5500S 0.3800S 0 0 0| 0 1,250 0 0 98500 0.4800 +0.0250 -0.50 0.89 0.4500S 0.4500S 0 0 0| 900 900 +900 0 Total 0 2,000 2,000| 50,900 88,304 +50,900 0 | Total Puts 19,000 25,372 44,372| 98,880 3,236,924 +37,928 0 Options on Financial Futures 21:53 Page 35 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 THREE MONTH STERLING 2 YEAR MID-CURVE | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 98.290 (Sep 12) Indicative a-t-m Vol 0.93 Time to expiry: 7 Days | | 98375 0.0150 -0.0200 0.24 0.90 0.0250S 0.0250S 0 0 0| 0 1,000 0 0 Total 0 0 0| 0 1,000 0 0 | Oct 10 Underlying Price 98.090 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 42 Days | | 98125 0.1200 -0.0250 0.46 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.090 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 70 Days | | 98125 0.1600 -0.0300 0.47 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.090 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 98 Days | | 98125 0.1950 -0.0250 0.47 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.920 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 189 Days | | 98000 0.2800 -0.0250 0.46 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.750 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 280 Days | | 97750 0.3750 -0.0250 0.50 1.09 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 1,000 0 0 Options on Financial Futures 21:53 Page 36 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 THREE MONTH STERLING 2 YEAR MID-CURVE | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 98.290 (Sep 12) Indicative a-t-m Vol 0.93 Time to expiry: 7 Days | | 98000 CAB 0.0000 -0.01 0.99 0.0400S 0.0400S 0 0 0| 0 1,000 0 0 98375 0.1000 +0.0300 -0.76 0.90 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,000 0 0 | Oct 10 Underlying Price 98.090 (Dec 12) Indicative a-t-m Vol 1.03 Time to expiry: 42 Days | | 98125 0.1550 +0.0250 -0.54 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 98.090 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 70 Days | | 98125 0.1950 +0.0200 -0.53 1.03 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.090 (Dec 12) Indicative a-t-m Vol 1.04 Time to expiry: 98 Days | | 98125 0.2300 +0.0250 -0.53 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 97.920 (Mar 13) Indicative a-t-m Vol 1.13 Time to expiry: 189 Days | | 98000 0.3600 +0.0250 -0.54 1.13 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.750 (Jun 13) Indicative a-t-m Vol 1.09 Time to expiry: 280 Days | | 97750 0.3750 +0.0250 -0.50 1.09 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 1,000 0 0 Options on Financial Futures 21:53 Page 37 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.930 (Sep 11) Indicative a-t-m Vol 0.67 Time to expiry: 7 Days | | 96250 2.6800 -0.0500 1.00 0.90 0.7250S 0.6700S 0 0 0| 0 1,125 0 0 96750 2.1800 -0.0500 1.00 0.90 0.4750 0.4450 0 0 0| 0 750 0 0 97000 1.9300 -0.0500 1.00 0.90 0.5900 0.5900 0 0 0| 0 10 0 0 97125 1.8050 -0.0500 1.00 0.89 0.4100 0.4100 0 0 0| 0 500 0 0 97500 1.4300 -0.0500 1.00 0.90 0.5650S 0.5600S 0 0 0| 0 4,000 0 0 97625 1.3050 -0.0500 1.00 0.90 0.2700 0.2700 0 0 0| 0 10 0 0 97750 1.1950 1.1800 -0.0500 1.00 0.90 1.1950 1.1950 1.1950 0.2250 0 250 250| 0 2,560 0 0 98000 0.9300 -0.0500 1.00 0.91 0.5950S 0.0700S 0 0 0| 0 18,502 0 0 98125 0.8050 -0.0500 1.00 0.91 0.2050S 0.0700S 0 0 0| 0 9,000 0 0 98250 0.6800 -0.0500 1.00 0.91 0.4550S 0.1200S 0 0 0| 0 27,512 0 0 98375 0.5550 -0.0500 1.00 0.91 0.5600S 0.0250S 0 0 0| 0 33,752 0 0 98500 0.4300 -0.0500 1.00 0.86 0.3900S 0.0100S 0 0 0| 0 35,989 0 0 98625 0.3050 -0.0500 0.99 0.93 0.3250S 0.0250S 0 0 0| 77,550 77,028 -57,647 0 98750 0.1850 -0.0500 0.93 0.90 0.2700S 0.0050S 0 0 0| 77,550 65,305 -69,935 0 98875 0.0700 -0.0450 0.72 0.71 0.1450 0.0100S 0 0 0| 0 28,235 0 0 99000 0.0100 -0.0200 0.20 0.61 0.0850S 0.0050S 1,000 0 1,000| 500 26,503 -500 0 99125 CAB 0.0000 0.01 0.59 0.0250S 0.0050S 1,000 0 1,000| 0 22,452 0 0 99250 CAB 0.0000 0.00 0.64 0.0100S 0.0050S 0 0 0| 0 7,750 0 0 Total 2,000 250 2,250| 155,600 360,983 -128,082 0 | Oct 10 Underlying Price 98.800 (Dec 11) Indicative a-t-m Vol 0.76 Time to expiry: 42 Days | | 98500 0.3450 -0.0400 0.79 1.08 0.3250S 0.1050S 0 0 0| 0 16,625 0 0 98750 0.1350 -0.0300 0.57 0.79 0.1800 0.0250S 0 0 0| 0 30,640 0 0 98875 0.0600 0.0650 -0.0200 0.38 0.72 0.0600S 0.0600S 0.0850S 0.0150S 0 1,900 1,900| 0 2,000 0 0 99000 0.0250 -0.0100 0.19 0.68 0.0350S 0.0050S 0 0 0| 0 34,605 0 0 99125 0.0100 -0.0050 0.08 0.68 0.0150S 0.0100 0 0 0| 0 5,102 0 0 99250 0.0050 0.0000 0.03 0.72 0.0150S 0.0150S 0 0 0| 0 10,000 0 0 Total 0 1,900 1,900| 0 98,972 0 0 | Nov 10 Underlying Price 98.800 (Dec 11) Indicative a-t-m Vol 0.77 Time to expiry: 70 Days | | 98750 0.1650 -0.0250 0.56 0.79 0.1500S 0.1500S 0 0 0| 0 500 0 0 98875 0.0950 -0.0200 0.41 0.73 0.0800S 0.0800S 0 0 0| 0 500 0 0 99000 0.0450 -0.0150 0.25 0.69 0.0350S 0.0350S 0 0 0| 0 500 0 0 99125 0.0200 -0.0050 0.13 0.66 0.0100S 0.0100S 0 0 0| 0 500 0 0 Total 0 0 0| 0 2,000 0 0 Options on Financial Futures 21:53 Page 38 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Three Month Sterling Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 98.800 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 98 Days | | 96625 2.1750 -0.0500 1.00 1.29 0.5600S 0.5600S 0 0 0| 0 1,200 0 0 96750 2.0500 -0.0500 1.00 1.30 0.5650S 0.5400S 0 0 0| 0 1,200 0 0 97500 1.3150 -0.0500 0.96 1.49 0.7500S 0.3950S 0 0 0| 0 3,510 0 0 97625 1.1950 -0.0500 0.94 1.47 0.4250S 0.4200S 0 0 0| 0 500 0 0 97750 1.0750 -0.0500 0.93 1.42 0.5700S 0.3200S 0 0 0| 0 3,250 0 0 97875 0.9550 -0.0500 0.91 1.36 0.6300S 0.1950S 0 0 0| 0 16,925 0 0 98000 0.8350 -0.0500 0.89 1.28 0.8800S 0.1300 0 0 0| 0 31,879 0 0 98125 0.7150 -0.0500 0.87 1.19 0.7400S 0.1200S 0 0 0| 0 39,425 0 0 98250 0.5950 -0.0500 0.84 1.09 0.6500S 0.0750S 0 0 0| 0 35,770 0 0 98375 0.4850 -0.0400 0.80 0.99 0.5200S 0.0600S 0 0 0| 0 28,906 0 0 98500 0.3750 -0.0400 0.74 0.91 0.4200S 0.0350S 0 0 0| 0 53,457 0 0 98625 0.2750 -0.0350 0.66 0.83 0.3150S 0.0250S 0 0 0| 500 22,652 +500 0 98750 0.1850 -0.0300 0.55 0.77 0.2250S 0.0150S 0 0 0| 500 145,628 0 0 98875 0.1100 -0.0300 0.42 0.72 0.1400S 0.0100S 0 0 0| 10 59,042 +10 0 99000 0.0600 -0.0200 0.28 0.67 0.0950S 0.0050S 0 0 0| 510 137,902 0 0 99125 0.0250 -0.0100 0.15 0.61 0.0400S 0.0050S 0 0 0| 10 75,000 0 0 99250 0.0100 -0.0050 0.07 0.58 0.0200S 0.0050S 0 0 0| 10 77,010 +10 0 99375 0.0050 0.0000 0.03 0.58 0 0 0| 0 10,000 0 0 Total 0 0 0| 1,540 743,256 +520 0 | Mar 11 Underlying Price 98.650 (Mar 12) Indicative a-t-m Vol 0.83 Time to expiry: 189 Days | | 97500 1.1900 -0.0500 0.90 1.27 0.8750 0.8750 0 0 0| 0 50 0 0 97875 0.8450 -0.0400 0.84 1.13 0.4650S 0.4650S 0 0 0| 0 1,250 0 0 98000 0.7350 -0.0400 0.80 1.09 0.4300S 0.4300S 0 0 0| 0 250 0 0 98125 0.6300 -0.0350 0.76 1.04 0 0 0| 0 2,000 0 0 98250 0.5250 -0.0350 0.72 0.98 0.3200S 0.0950S 0 0 0| 0 5,000 0 0 98375 0.4250 -0.0300 0.66 0.94 0.2800S 0.2800S 0 0 0| 0 2,250 0 0 98500 0.3350 -0.0250 0.60 0.88 0.3250S 0.3250S 0 0 0| 0 3,500 0 0 98625 0.2500 -0.0250 0.52 0.84 0.1550S 0.1100S 0 0 0| 0 1,000 0 0 98750 0.1750 -0.0200 0.43 0.79 0.2050S 0.0250S 0 0 0| 0 11,750 0 0 98875 0.1150 -0.0150 0.34 0.74 0.1200S 0.0350S 0 0 0| 0 6,250 0 0 99000 0.0700 -0.0100 0.24 0.69 0.0650S 0.0400S 0 0 0| 0 4,500 0 0 99125 0.0350 -0.0100 0.15 0.65 0.0500 0.0200S 0 0 0| 0 4,000 0 0 99250 0.0200 0.0000 0.09 0.62 0.0350S 0.0050S 0 0 0| 0 8,000 0 0 99375 0.0100 0.0000 0.04 0.60 0 0 0| 0 1,000 0 0 Total 0 0 0| 0 50,800 0 0 Options on Financial Futures 21:53 Page 39 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Three Month Sterling Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 11 Underlying Price 98.480 (Jun 12) Indicative a-t-m Vol 0.87 Time to expiry: 280 Days | | 97750 0.8450 -0.0400 0.78 1.08 0.5150S 0.5150S 0 0 0| 0 250 0 0 98000 0.6400 -0.0350 0.71 1.01 0.4000S 0.3550 0 0 0| 0 400 0 0 98250 0.4500 -0.0350 0.61 0.94 0.2700S 0.2300 0 0 0| 0 400 0 0 98500 0.2900 -0.0250 0.49 0.87 0.1900S 0.1900S 0 0 0| 0 1,750 0 0 98625 0.2200 -0.0250 0.42 0.83 0.2450S 0.2450S 0 0 0| 500 500 +500 0 98750 0.1600 -0.0200 0.35 0.80 0.1700S 0.1050S 0 0 0| 0 4,750 0 0 98875 0.1100 -0.0150 0.28 0.76 0.0600S 0.0600S 0 0 0| 0 3,000 0 0 99000 0.0700 -0.0150 0.21 0.73 0.0400S 0.0350S 0 0 0| 0 5,250 0 0 99125 0.0450 -0.0050 0.14 0.69 0.0200S 0.0200S 0 0 0| 0 3,000 0 0 99250 0.0250 0.0000 0.09 0.65 0.0250S 0.0100S 0 0 0| 1,500 7,750 +1,500 0 Total 0 0 0| 2,000 27,050 +2,000 0 | Total Calls 2,000 2,150 4,150| 159,140 1,283,061 -125,562 0 Options on Financial Futures 21:53 Page 40 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.930 (Sep 11) Indicative a-t-m Vol 0.67 Time to expiry: 7 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 0.86 0.3050S 0.0050S 0 0 0| 0 62,727 0 0 98625 CAB 0.0000 -0.01 0.93 0.3300S 0.0050S 0 0 0| 0 36,240 0 0 98750 0.0050 0.0050 0.0000 -0.07 0.90 0.0050S 0.0050S 0.2300S 0.0050S 0 429 429| 71 35,297 0 0 98875 0.0150 0.0150 +0.0050 -0.28 0.71 0.0150S 0.0150S 0.1550S 0.0100S 0 429 429| 71 16,121 0 0 99000 0.0800 +0.0300 -0.80 0.61 0.0600S 0.0450 0 0 0| 0 1,720 0 0 Total 0 858 858| 142 454,732 0 0 | Oct 10 Underlying Price 98.800 (Dec 11) Indicative a-t-m Vol 0.76 Time to expiry: 42 Days | | 98250 0.0250 0.0000 -0.12 1.37 0.0200S 0.0200S 0 0 0| 0 3,500 0 0 98375 0.0350 +0.0050 -0.16 1.24 0.1500S 0.0200S 0 0 0| 1,000 8,450 +1,000 0 98500 0.0450 +0.0100 -0.21 1.08 0.1450S 0.0250S 0 0 0| 1,000 10,250 +1,000 0 98625 0.0550 +0.0150 -0.28 0.90 0.0750S 0.0400S 0 0 0| 1,000 4,750 +1,000 0 98750 0.0850 0.0850 +0.0200 -0.43 0.79 0.0850S 0.0850S 0.1250S 0.0650S 0 1,900 1,900| 1,000 10,300 +1,000 0 98875 0.1400 +0.0300 -0.62 0.72 0.1200 0.1200 0 0 0| 0 5 0 0 Total 0 1,900 1,900| 4,000 37,255 +4,000 0 Options on Financial Futures 21:53 Page 41 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Three Month Sterling Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Nov 10 Underlying Price 98.800 (Dec 11) Indicative a-t-m Vol 0.77 Time to expiry: 70 Days | | 98875 0.1700 +0.0300 -0.59 0.73 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.800 (Dec 11) Indicative a-t-m Vol 0.75 Time to expiry: 98 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 1.25 0.2500S 0.0150S 0 0 0| 0 41,270 0 0 97125 CAB 0.0000 0.00 1.25 0.3000S 0.0200S 0 0 0| 0 7,050 0 0 97250 0.0050 0.0000 -0.02 1.42 0.2800 0.0200S 0 0 0| 0 2,720 0 0 97375 0.0100 0.0000 -0.03 1.48 0.4200S 0.1200 0 0 0| 0 14,010 0 0 97500 0.0150 0.0000 -0.04 1.49 0.4000S 0.0100S 0 0 0| 0 19,750 0 0 97625 0.0200 0.0000 -0.06 1.47 0.4100S 0.2100 0 0 0| 0 6,850 0 0 97750 0.0250 0.0000 -0.07 1.42 0.4150S 0.0200 0 0 0| 0 83,400 0 0 97875 0.0300 0.0000 -0.09 1.36 0.3950S 0.0600S 0 0 0| 0 15,200 0 0 98000 0.0350 0.0000 -0.11 1.28 0.3200S 0.0250S 0 0 0| 0 40,660 0 0 98125 0.0400 0.0000 -0.13 1.19 0.4100S 0.0300S 0 0 0| 0 84,500 0 0 98250 0.0450 0.0000 -0.16 1.09 0.2250S 0.0450 0 0 0| 0 10,936 0 0 98375 0.0600 +0.0100 -0.20 0.99 0.4200S 0.0450S 0 0 0| 0 25,230 0 0 98500 0.0750 +0.0100 -0.26 0.91 0.2200S 0.0800S 0 0 0| 0 7,908 0 0 98625 0.1000 +0.0150 -0.34 0.83 0.1050S 0.0850S 0 0 0| 0 19,000 0 0 98750 0.1350 +0.0200 -0.45 0.77 0.3050S 0.1450S 0 0 0| 0 7,250 0 0 98875 0.1850 +0.0200 -0.58 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 438,484 0 0 Options on Financial Futures 21:53 Page 42 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 98.650 (Mar 12) Indicative a-t-m Vol 0.83 Time to expiry: 189 Days | | 95000 CAB 0.0000 0.00 1.18 0.0500 0.0350 0 0 0| 0 300 0 0 95875 CAB 0.0000 0.00 1.22 0.0550 0.0550 0 0 0| 0 50 0 0 96000 CAB 0.0000 0.00 1.22 0.1800S 0.0600S 0 0 0| 0 3,000 0 0 96125 CAB 0.0000 0.00 1.23 0.0700 0.0700 0 0 0| 0 50 0 0 96250 CAB 0.0000 0.00 1.23 0.2200S 0.1300S 0 0 0| 0 500 0 0 96375 CAB 0.0000 0.00 1.23 0.2350S 0.0200S 0 0 0| 0 1,000 0 0 96500 CAB 0.0000 -0.01 1.21 0.2650S 0.1650S 0 0 0| 0 2,000 0 0 96750 0.0100 0.0000 -0.03 1.40 0.3300S 0.1450S 0 0 0| 0 2,500 0 0 96875 0.0150 0.0000 -0.04 1.41 0.3700S 0.2500S 0 0 0| 0 500 0 0 97000 0.0200 0.0000 -0.05 1.41 0.4250S 0.1700S 0 0 0| 0 3,500 0 0 97250 0.0300 0.0000 -0.07 1.37 0.3300S 0.2550S 0 0 0| 0 1,000 0 0 97375 0.0350 0.0000 -0.09 1.33 0.1100S 0.1000S 0 0 0| 0 500 0 0 97500 0.0400 0.0000 -0.10 1.27 0.0500S 0.0500S 0 0 0| 0 500 0 0 97625 0.0500 +0.0050 -0.12 1.22 0.1450S 0.1450S 0 0 0| 0 500 0 0 98000 0.0850 +0.0100 -0.20 1.09 0.3500S 0.1100S 0 0 0| 0 3,250 0 0 98250 0.1250 +0.0150 -0.28 0.98 0.3350S 0.1200S 0 0 0| 0 1,000 0 0 98375 0.1500 +0.0200 -0.34 0.94 0.3000S 0.3000S 0 0 0| 0 250 0 0 98500 0.1850 +0.0250 -0.40 0.88 0.2350S 0.1700S 0 0 0| 0 1,500 0 0 98750 0.2750 +0.0300 -0.57 0.79 0 0 0| 0 0 0 0 Total 0 0 0| 0 21,900 0 0 | Jun 11 Underlying Price 98.480 (Jun 12) Indicative a-t-m Vol 0.87 Time to expiry: 280 Days | | 96750 0.0400 0.0000 -0.07 1.41 0.1100S 0.0950S 0 0 0| 0 3,250 0 0 97125 0.0550 0.0000 -0.11 1.28 0.1300S 0.1300S 0 0 0| 0 250 0 0 97250 0.0650 +0.0050 -0.12 1.24 0.1800S 0.1600S 0 0 0| 0 3,250 0 0 97500 0.0850 +0.0050 -0.16 1.16 0.1950S 0.1950S 0 0 0| 0 1,250 0 0 97750 0.1150 +0.0100 -0.22 1.08 0.4100S 0.4100S 0 0 0| 0 250 0 0 98000 0.1600 +0.0150 -0.29 1.01 0.3350S 0.3350S 0 0 0| 0 750 0 0 98500 0.3100 +0.0250 -0.51 0.87 0 0 0| 0 0 0 0 Total 0 0 0| 0 9,000 0 0 | Total Puts 0 2,758 2,758| 4,142 961,371 +4,000 0 Options on Financial Futures 21:53 Page 43 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Three Month Euroswiss | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 99.820 Indicative a-t-m Vol 0.20 Time to expiry: 5 Days | | 99750 0.0700 +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 99.760 Indicative a-t-m Vol 0.20 Time to expiry: 96 Days | | 99750 0.0450 +0.0050 0.54 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: 187 Days | | 99625 0.0900 0.0000 0.65 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: 278 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 21:53 Page 44 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Three Month Euroswiss | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 99.820 Indicative a-t-m Vol 0.20 Time to expiry: 5 Days | | 99750 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 99.760 Indicative a-t-m Vol 0.20 Time to expiry: 96 Days | | 99750 0.0350 -0.0050 -0.46 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: 187 Days | | 99625 0.0350 0.0000 -0.35 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: 278 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 21:53 Page 45 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 109.235 Indicative a-t-m Vol 1.00 Time to expiry: 5 Days | | 10930 0.024 -0.033 0.30 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.075 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 40 Days | | 10920 0.092 -0.034 0.37 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.075 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 68 Days | | 10920 0.133 -0.036 0.40 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.075 Indicative a-t-m Vol 1.00 Time to expiry: 96 Days | | 10920 0.167 -0.037 0.41 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 21:53 Page 46 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 109.235 Indicative a-t-m Vol 1.00 Time to expiry: 5 Days | | 10930 0.089 +0.037 -0.70 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 109.075 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 40 Days | | 10920 0.217 +0.046 -0.63 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 109.075 (Dec 10) Indicative a-t-m Vol 1.00 Time to expiry: 68 Days | | 10920 0.258 +0.044 -0.60 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 109.075 Indicative a-t-m Vol 1.00 Time to expiry: 96 Days | | 10920 0.292 +0.043 -0.59 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 21:53 Page 47 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 119.68 Indicative a-t-m Vol 10.16 Time to expiry: 5 Days | | 12000 0.41 -0.17 0.41 10.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.21 (Dec 10) Indicative a-t-m Vol 10.10 Time to expiry: 40 Days | | 11950 1.48 -0.13 0.48 10.14 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.21 (Dec 10) Indicative a-t-m Vol 10.10 Time to expiry: 68 Days | | 11950 1.96 -0.13 0.49 10.14 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.21 Indicative a-t-m Vol 10.10 Time to expiry: 96 Days | | 11950 2.35 -0.12 0.49 10.14 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 21:53 Page 48 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 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 119.68 Indicative a-t-m Vol 10.16 Time to expiry: 5 Days | | 12000 0.73 +0.09 -0.59 10.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 119.21 (Dec 10) Indicative a-t-m Vol 10.10 Time to expiry: 40 Days | | 11950 1.77 +0.10 -0.52 10.14 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 119.21 (Dec 10) Indicative a-t-m Vol 10.10 Time to expiry: 68 Days | | 11950 2.25 +0.10 -0.51 10.14 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 119.21 Indicative a-t-m Vol 10.10 Time to expiry: 96 Days | | 11950 2.64 +0.11 -0.51 10.14 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 21:53 Page 49 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 10Yr Euro Swapnote | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 130.70 Indicative a-t-m Vol 10.00 Time to expiry: 5 Days | | 13100 0.46 -0.22 0.42 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 129.98 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 40 Days | | 13050 1.49 -0.22 0.46 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 129.98 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 68 Days | | 13050 2.01 -0.21 0.47 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 129.98 Indicative a-t-m Vol 10.00 Time to expiry: 96 Days | | 13050 2.43 -0.21 0.48 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 21:53 Page 50 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 10Yr Euro Swapnote | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 130.70 Indicative a-t-m Vol 10.00 Time to expiry: 5 Days | | 13100 0.76 +0.12 -0.58 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Oct 10 Underlying Price 129.98 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 40 Days | | 13050 2.01 +0.19 -0.54 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Nov 10 Underlying Price 129.98 (Dec 10) Indicative a-t-m Vol 10.00 Time to expiry: 68 Days | | 13050 2.53 +0.20 -0.53 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 129.98 Indicative a-t-m Vol 10.00 Time to expiry: 96 Days | | 13050 2.95 +0.20 -0.52 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 21:53 Page 51 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Long Gilt | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Oct 10 Underlying Price 123.79 (Dec 10) Indicative a-t-m Vol 7.18 Time to expiry: 15 Days | | 12450 0.45 -0.35 0.36 7.23 0 0 0| 0 0 0 0 12600 0.12 -0.15 0.13 7.35 0 0 0| 0 200 0 0 Total 0 0 0| 0 200 0 0 | Nov 10 Underlying Price 123.79 (Dec 10) Indicative a-t-m Vol 6.29 Time to expiry: 44 Days | | 12450 0.77 -0.36 0.40 6.28 0 0 0| 0 0 0 0 12500 0.59 -0.31 0.33 6.27 1.35 1.30 0 0 0| 0 237 0 0 Total 0 0 0| 0 237 0 0 | Dec 10 Underlying Price 123.79 Indicative a-t-m Vol 6.57 Time to expiry: 76 Days | | 12450 1.17 -0.36 0.43 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 128.44 Indicative a-t-m Vol 6.57 Time to expiry: 166 Days | | 12900 2.01 -0.39 0.47 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 437 0 0 Options on Financial Futures 21:53 Page 52 Business Day Wed 8 Sep 2010 | Previous Business Day | Tue 7 Sep 2010 Long Gilt | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Oct 10 Underlying Price 123.79 (Dec 10) Indicative a-t-m Vol 7.18 Time to expiry: 15 Days | | 12050 0.03 +0.01 -0.04 7.54 0 0 0| 0 200 0 0 12150 0.11 +0.06 -0.12 7.51 0.20S 0.12S 0 0 0| 0 102 0 0 12250 0.28 +0.13 -0.24 7.33 0.22S 0.20S 0 0 0| 0 600 0 0 12350 0.61 +0.26 -0.44 7.18 0.41S 0.41S 0 0 0| 0 300 0 0 12450 1.16 +0.41 -0.64 7.23 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,202 0 0 | Nov 10 Underlying Price 123.79 (Dec 10) Indicative a-t-m Vol 6.29 Time to expiry: 44 Days | | 12450 1.48 +0.40 -0.60 6.28 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 123.79 Indicative a-t-m Vol 6.57 Time to expiry: 76 Days | | 12450 1.88 +0.40 -0.57 6.57 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 128.44 Indicative a-t-m Vol 6.57 Time to expiry: 166 Days | | 12900 2.57 +0.37 -0.53 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