+++ RadioShack Corp (AA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.880 +++ Apple Computer Inc (AAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 197.160 +++ Harvard International plc (ABA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.000 +++ Harvard International plc - Stnd Fut (ABA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 50.040 JUN10 M 50.130 SEP10 U 50.230 DEC10 Z 50.350 +++ ABB Ltd (ABB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.840 +++ ABB Ltd - Amer Phys FLEX Opt (ABQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.025 37.24 0.05 19020 210 0.004 47.48 0.01 19020 230 19030 150 0.064 45.13 -0.05 19030 175 0.339 35.82 -0.24 0.743 33.06 0.49 19030 190 19030 195 1.181 32.43 -0.61 0.369 32.29 0.31 19030 200 0.380 29.68 0.22 18060 220 17090 190 2.033 33.64 -0.46 0.574 26.84 0.27 17090 220 +++ ABB Ltd - Euro Phys FLEX Opt (ABX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20120 252 7.017 35.38 -0.76 20120 303 11.861 41.84 -0.85 +++ ABB Ltd - Cash FLEX Fut (ABY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 18.846 +++ Abertis Infraestructuras SA (ABE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7200 +++ Abertis Infraestructuras SA - STND FUT (ABE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 13.7220 MAR10 H 13.7260 APR10 J 13.4320 JUN10 M 13.1660 +++ Associated British Foods (ABF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 876.500 +++ Associated British Foods - STND FUT (ABF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 877.190 JUN10 M 871.250 SEP10 U 872.930 DEC10 Z 859.930 +++ Associated British Foods PLC - STND OPT (ABR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 237.000 20.53 1.00 MAR10 640 0.000 8.70 0.00 197.000 12.27 1.00 MAR10 680 0.000 10.20 0.00 157.000 20.14 1.00 MAR10 720 0.000 19.69 0.00 118.000 22.68 0.97 MAR10 760 0.500 22.68 -0.03 80.500 22.63 0.90 MAR10 800 3.500 22.63 -0.10 63.000 21.60 0.84 MAR10 820 5.500 21.60 -0.16 46.500 20.47 0.75 MAR10 840 9.500 20.68 -0.25 32.500 19.87 0.63 MAR10 860 15.500 19.87 -0.37 20.500 18.74 0.49 MAR10 880 23.000 18.74 -0.51 12.000 18.56 0.35 MAR10 900 35.000 18.56 -0.65 6.500 17.84 0.22 MAR10 920 49.000 17.84 -0.79 2.000 19.57 0.09 MAR10 960 85.000 19.57 -0.92 1.000 22.79 0.04 MAR10 1000 124.000 22.79 -0.96 161.500 23.65 0.94 JUN10 720 4.500 23.65 -0.08 124.500 21.97 0.89 JUN10 760 8.500 21.97 -0.13 91.000 20.96 0.80 JUN10 800 15.500 20.96 -0.23 61.500 20.14 0.67 JUN10 840 27.500 20.14 -0.36 38.500 19.55 0.51 JUN10 880 45.500 19.55 -0.51 22.500 19.20 0.36 JUN10 920 70.000 19.20 -0.66 11.500 18.69 0.22 JUN10 960 100.000 18.69 -0.79 166.500 24.08 0.89 SEP10 720 11.500 24.08 -0.13 132.500 23.09 0.82 SEP10 760 18.500 23.09 -0.20 101.500 22.00 0.74 SEP10 800 28.000 22.00 -0.28 74.500 21.15 0.63 SEP10 840 41.500 21.15 -0.38 52.000 20.37 0.52 SEP10 880 59.500 20.37 -0.49 36.000 20.32 0.40 SEP10 920 83.500 20.32 -0.60 23.500 19.88 0.30 SEP10 960 110.500 19.88 -0.71 +++ Abengoa SA (ABG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.5450 +++ Abbott Laboratories (ABT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.790 +++ Accor SA (AC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.5750 +++ Accor SA - STND FUT (AC /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 34.5800 MAR10 H 34.5910 APR10 J 34.6050 JUN10 M 33.3670 +++ Accor SA - Cash FLEX Fut (DWY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 09070 33.3810 +++ Credit Agricole SA (ACA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.3000 +++ Credit Agricole SA - STND FUT (ACA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 10.3010 MAR10 H 10.3050 APR10 J 10.3090 JUN10 M 9.8770 +++ Credit Agricole SA - Euro Cash FLEX Opt (ACJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6370 38.96 0.30 17061 1350 4.5188 38.96 -0.70 +++ Credit Agricole SA - Amer Phys FLEX Opt (ACQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0100 49.13 0.00 19030 1600 17120 750 0.6228 48.90 -0.20 0.6480 39.59 0.33 17120 1250 17120 1846 8.5900 37.93 -0.96 1.3900 36.49 0.47 21122 1200 +++ Credit Agricole SA - Cash FLEX Fut (ACY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21060 9.8764 +++ Acciona SA (ACC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 82.0000 +++ ACEA SpA (ACE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.5050 +++ Acanthe Developpement SA (ACN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4100 +++ Acerinox SA (ACR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.0300 +++ Acerinox SA - Euro Phys FLEX Opt (QFX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2463 34.70 0.28 19030 1400 1.4542 50.74 -0.64 +++ American Capital Ltd (AD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.350 +++ Adecco SA (ADC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.450 +++ Adecco SA - Amer Phys FLEX Opt (QVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 250 0.101 40.73 -0.01 +++ Admiral Group plc (ADM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1125.000 +++ Aeroports de Paris (ADP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.8200 +++ Adidas AG (ADS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.0050 +++ Aker ASA (AE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 151.0000 +++ AEM SpA (AEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.2710 +++ BAE Systems plc (AER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 344.300 +++ BAE Systems plc - STND OPT (AER/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 104.500 42.68 1.00 MAR10 240 0.500 53.67 -0.02 64.500 26.30 0.99 MAR10 280 0.500 34.94 -0.03 45.250 27.54 0.94 MAR10 300 1.250 30.55 -0.08 27.750 26.73 0.81 MAR10 320 3.750 27.97 -0.20 20.500 26.28 0.71 MAR10 330 6.000 26.95 -0.30 14.250 26.30 0.58 MAR10 340 10.000 26.68 -0.42 9.250 25.84 0.44 MAR10 350 14.750 25.64 -0.56 5.750 25.36 0.32 MAR10 360 21.000 24.81 -0.69 3.250 25.47 0.21 MAR10 370 28.750 25.38 -0.79 2.000 26.21 0.14 MAR10 380 37.500 25.75 -0.87 0.750 26.92 0.05 MAR10 400 56.250 26.84 -0.95 0.250 28.39 0.02 MAR10 420 75.750 21.90 -1.00 66.000 29.02 0.94 JUN10 280 3.750 28.23 -0.12 48.250 27.70 0.86 JUN10 300 7.750 27.51 -0.22 32.500 26.38 0.73 JUN10 320 13.750 26.21 -0.35 20.250 25.73 0.56 JUN10 340 22.750 25.41 -0.50 11.500 24.83 0.38 JUN10 360 35.000 24.68 -0.66 6.000 24.29 0.23 JUN10 380 49.750 23.77 -0.79 3.000 24.31 0.13 JUN10 400 67.000 23.23 -0.89 0.750 24.72 0.04 JUN10 440 105.000 23.16 -0.97 67.500 28.61 0.89 SEP10 280 7.500 28.01 -0.17 37.000 26.71 0.67 SEP10 320 19.000 26.01 -0.37 25.250 25.55 0.54 SEP10 340 28.500 25.20 -0.49 16.750 24.93 0.41 SEP10 360 40.250 24.71 -0.61 11.000 24.67 0.30 SEP10 380 54.750 24.63 -0.71 6.750 24.37 0.21 SEP10 400 70.500 24.29 -0.80 2.500 24.39 0.09 SEP10 440 106.250 23.67 -0.92 +++ BAE Systems plc - STND FUT (BA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 344.570 JUN10 M 335.670 SEP10 U 336.320 DEC10 Z 330.430 +++ BAE Systems plc - Amer Phys FLEX Opt (BAQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 290 0.760 32.74 -0.05 +++ AGA Rangemaster Group plc (AGA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 137.000 +++ AGA Rangemaster Group plc - STND FUT (AGA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 137.110 JUN10 M 137.350 SEP10 U 137.620 DEC10 Z 137.970 +++ AGFA-Gevaert NV (AGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3500 +++ Altria Group Inc (AGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.530 +++ Altria Group Inc - Cash FLEX Fut (JLY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 19.187 +++ Aggreko (AGK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 882.000 +++ Aggreko - STND FUT (AGK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 882.690 JUN10 M 884.260 SEP10 U 885.970 DEC10 Z 888.260 +++ Aegon NV - Amer Phys FLEX Opt (AFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 420 0.3300 53.87 -0.50 0.0900 53.48 0.22 19030 480 +++ Aegon NV (AGN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.1390 +++ Aegon NV - STND FUT (AGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 4.1400 MAR10 H 4.1410 APR10 J 4.1430 JUN10 M 4.1500 +++ Aegis Group (AGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 114.800 +++ Aegis Group- STND FUT (AGS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 114.890 JUN10 M 115.090 SEP10 U 115.320 DEC10 Z 115.610 +++ Anglo American plc (AHA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2325.500 +++ Anglo American plc - STND OPT (AHA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 528.000 69.47 0.98 FEB10 1800 2.000 68.65 -0.02 430.000 64.15 0.96 FEB10 1900 4.000 63.59 -0.03 334.000 59.25 0.93 FEB10 2000 8.500 59.97 -0.07 162.500 52.14 0.74 FEB10 2200 39.500 54.23 -0.27 100.000 51.54 0.57 FEB10 2300 75.000 52.13 -0.43 55.000 50.89 0.38 FEB10 2400 128.500 50.58 -0.62 26.000 49.84 0.22 FEB10 2500 201.000 50.60 -0.77 12.000 50.27 0.12 FEB10 2600 286.000 50.05 -0.88 5.000 50.61 0.06 FEB10 2700 378.500 49.28 -0.95 2.000 51.70 0.03 FEB10 2800 475.500 49.06 -0.98 1.000 53.00 0.01 FEB10 2900 574.500 2.00 -1.00 0.500 54.62 0.01 FEB10 3000 674.500 48.72 -1.00 0.000 58.72 0.00 FEB10 3200 874.500 43.64 -1.00 0.000 63.76 0.00 FEB10 3400 1074.500 41.77 -1.00 1366.500 63.67 1.00 MAR10 960 0.000 75.53 0.00 1326.500 61.82 1.00 MAR10 1000 0.000 75.13 0.00 1226.500 60.21 1.00 MAR10 1100 0.000 73.54 0.00 1126.500 58.78 1.00 MAR10 1200 0.500 71.40 0.00 1026.500 57.16 1.00 MAR10 1300 0.500 68.95 0.00 927.000 55.82 1.00 MAR10 1400 1.500 66.37 -0.01 827.500 55.74 0.99 MAR10 1500 2.500 63.76 -0.01 729.500 54.99 0.98 MAR10 1600 5.000 61.22 -0.03 632.500 53.80 0.97 MAR10 1700 8.500 59.00 -0.04 538.500 53.05 0.94 MAR10 1800 14.500 56.33 -0.07 448.000 52.04 0.90 MAR10 1900 24.500 54.33 -0.11 363.000 50.40 0.84 MAR10 2000 39.500 52.44 -0.17 213.000 47.06 0.67 MAR10 2200 92.000 49.17 -0.33 156.500 46.56 0.56 MAR10 2300 130.500 47.00 -0.44 110.000 46.15 0.45 MAR10 2400 181.000 45.50 -0.55 74.000 45.14 0.34 MAR10 2500 247.500 45.56 -0.66 44.500 43.34 0.24 MAR10 2600 318.500 44.00 -0.76 30.000 44.56 0.17 MAR10 2700 400.500 43.13 -0.84 17.000 43.39 0.11 MAR10 2800 489.500 43.00 -0.89 10.500 43.69 0.07 MAR10 2900 580.500 40.86 -0.94 6.000 43.69 0.05 MAR10 3000 677.000 40.51 -0.97 2.000 43.74 0.02 MAR10 3200 877.500 49.43 -0.97 1.000 46.95 0.01 MAR10 3400 1075.500 52.31 -0.99 557.000 52.25 0.90 APR10 1800 32.000 53.76 -0.11 471.000 50.42 0.85 APR10 1900 46.000 51.68 -0.15 388.000 47.84 0.80 APR10 2000 65.000 49.56 -0.21 249.500 45.66 0.65 APR10 2200 126.500 47.19 -0.35 191.500 44.42 0.56 APR10 2300 168.000 45.68 -0.44 144.000 43.66 0.47 APR10 2400 219.500 44.72 -0.52 105.000 42.94 0.39 APR10 2500 282.000 44.29 -0.61 74.500 42.15 0.30 APR10 2600 352.000 43.89 -0.69 53.000 42.14 0.23 APR10 2700 428.500 43.50 -0.76 36.000 41.62 0.17 APR10 2800 511.500 43.13 -0.82 24.500 41.41 0.13 APR10 2900 600.500 43.52 -0.86 16.000 41.07 0.09 APR10 3000 691.500 43.41 -0.90 7.500 41.76 0.05 APR10 3200 881.500 43.74 -0.95 1447.500 52.67 1.00 JUN10 880 0.500 61.11 0.00 1368.000 54.34 1.00 JUN10 960 1.500 60.98 0.00 1328.500 54.83 1.00 JUN10 1000 2.000 60.74 -0.01 1132.500 55.17 0.99 JUN10 1200 6.500 58.53 -0.02 942.500 53.57 0.96 JUN10 1400 16.500 55.67 -0.04 850.000 52.46 0.94 JUN10 1500 23.000 53.58 -0.06 760.500 51.27 0.92 JUN10 1600 36.500 53.65 -0.09 674.000 50.01 0.89 JUN10 1700 47.000 50.93 -0.12 592.000 48.95 0.85 JUN10 1800 65.000 49.78 -0.15 514.000 47.87 0.80 JUN10 1900 86.500 48.47 -0.20 438.500 46.26 0.76 JUN10 2000 114.500 47.55 -0.25 312.000 44.86 0.64 JUN10 2200 186.000 45.74 -0.36 210.500 43.15 0.51 JUN10 2400 284.500 44.06 -0.49 134.000 41.84 0.38 JUN10 2600 408.000 42.83 -0.62 83.000 41.13 0.27 JUN10 2800 556.000 41.98 -0.73 49.000 40.50 0.18 JUN10 3000 722.500 41.75 -0.82 30.500 40.77 0.12 JUN10 3200 902.000 41.60 -0.88 18.000 40.69 0.08 JUN10 3400 1089.000 41.60 -0.92 796.500 50.73 0.88 SEP10 1600 70.500 50.87 -0.13 641.500 48.80 0.81 SEP10 1800 116.000 48.89 -0.19 563.500 46.65 0.77 SEP10 1900 142.000 47.41 -0.23 498.500 46.29 0.73 SEP10 2000 174.000 46.58 -0.28 379.000 44.52 0.63 SEP10 2200 254.500 44.71 -0.37 277.500 42.79 0.53 SEP10 2400 355.500 43.24 -0.47 200.000 41.86 0.43 SEP10 2600 477.500 42.30 -0.57 138.000 40.70 0.34 SEP10 2800 616.000 41.29 -0.66 96.000 40.22 0.26 SEP10 3000 773.500 40.91 -0.74 67.000 40.01 0.19 SEP10 3200 942.000 40.49 -0.80 1451.500 50.00 0.99 DEC10 880 13.500 61.09 -0.02 1394.000 66.34 0.96 DEC10 960 18.000 59.68 -0.03 1338.000 52.00 0.98 DEC10 1000 21.000 58.84 -0.03 1172.000 58.66 0.94 DEC10 1200 39.000 55.64 -0.06 996.500 54.15 0.90 DEC10 1400 66.500 52.93 -0.10 832.500 50.75 0.85 DEC10 1600 105.000 50.50 -0.15 684.500 48.34 0.79 DEC10 1800 156.000 48.01 -0.21 613.500 46.84 0.76 DEC10 1900 189.000 47.25 -0.25 549.500 45.95 0.72 DEC10 2000 226.500 46.53 -0.28 437.000 44.59 0.64 DEC10 2200 312.000 45.01 -0.37 340.000 43.25 0.55 DEC10 2400 414.000 43.63 -0.45 260.500 42.20 0.47 DEC10 2600 534.500 42.65 -0.53 196.000 41.20 0.39 DEC10 2800 668.500 41.61 -0.61 145.500 40.41 0.31 DEC10 3000 816.500 40.69 -0.69 109.500 40.19 0.25 DEC10 3200 978.500 40.32 -0.75 1006.000 45.97 0.90 JUN11 1400 84.000 45.46 -0.11 857.500 44.96 0.84 JUN11 1600 131.500 44.00 -0.16 716.500 43.15 0.78 JUN11 1800 196.500 43.17 -0.22 598.500 42.46 0.72 JUN11 2000 277.500 42.52 -0.29 400.500 40.56 0.57 JUN11 2400 479.000 40.78 -0.43 254.500 38.80 0.43 JUN11 2800 726.500 38.76 -0.58 150.500 36.92 0.30 JUN11 3200 1014.000 36.35 -0.71 1463.000 46.82 0.98 DEC11 880 21.500 46.00 -0.03 1403.500 51.75 0.96 DEC11 960 29.500 45.59 -0.04 1353.500 45.42 0.97 DEC11 1000 34.500 45.22 -0.05 1183.000 44.35 0.93 DEC11 1200 63.500 43.95 -0.08 1030.000 43.98 0.88 DEC11 1400 108.500 43.49 -0.12 889.500 43.08 0.83 DEC11 1600 163.500 42.43 -0.17 762.000 42.10 0.78 DEC11 1800 232.000 41.44 -0.23 647.500 41.08 0.72 DEC11 2000 312.500 40.38 -0.29 457.000 39.23 0.59 DEC11 2400 494.500 37.05 -0.42 308.500 37.52 0.46 DEC11 2800 746.500 36.00 -0.55 206.000 36.23 0.35 DEC11 3200 1031.500 34.23 -0.68 743.000 40.78 0.73 DEC12 2000 385.500 39.40 -0.28 567.500 39.23 0.62 DEC12 2400 591.000 38.11 -0.39 490.500 38.42 0.57 DEC12 2600 699.000 36.91 -0.44 420.500 37.52 0.52 DEC12 2800 818.000 36.00 -0.50 296.000 35.40 0.42 DEC12 3200 1108.000 35.99 -0.59 +++ Anglo American plc - Euro Phys FLEX Opt (AHV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 612.410 46.84 0.76 17120 1900 186.070 47.25 -0.24 +++ Anglo American plc - Amer Cash FLEX Opt (AHW/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 44.500 43.34 0.24 19030 2600 74.500 42.15 0.30 16040 2600 +++ AEX High Dividend Index (AHI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 77.5700 +++ Koninklijke Ahold NV (AHL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.0320 +++ Koninklijke Ahold NV - STND FUT (AHL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 9.0330 MAR10 H 9.0360 APR10 J 8.8900 JUN10 M 8.9060 +++ Koninklijke Ahold NV - Amer Phys FLEX Opt (AHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 800 0.4300 25.88 -0.29 +++ Air Liquide SA (AI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.2000 +++ Air Liquide SA - STND FUT (AI /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 78.2110 MAR10 H 78.2360 APR10 J 78.2670 JUN10 M 76.1590 +++ Air Liquide - Amer Phys FLEX Opt (AIQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 6800 0.4200 34.18 -0.09 1.2400 25.63 0.30 19030 8200 +++ Allied Irish Banks Plc (AIB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.1200 +++ Air France-KLM (AIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.4450 +++ Air France - KLM Cash FLEX Fut (AQD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 11.4496 +++ American International Group (AIG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.670 +++ Allied Irish Banks plc (AIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.1200 +++ Huntington Bancshares Inc (AJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.710 +++ Arkema (AKE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.6450 +++ Akzo Nobel NV - Amer Phys FLEX Opt (AKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.0300 30.62 0.36 19030 4400 +++ Akzo Nobel NV (AKZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.2200 +++ Akzo Nobel NV - STND FUT (AKZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 42.2260 MAR10 H 42.2400 APR10 J 42.2560 JUN10 M 41.6580 +++ Allergan Inc (AL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.580 +++ Corp Financiera Alba (ALB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.5200 +++ Alfa Laval AB (ALF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 99.2000 +++ Almirall SA (ALM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.4500 +++ Alpha Bank AE (ALP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.9600 +++ Alstom RPGT (ALS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.6550 +++ Alstom SA - Amer Phys FLEX Opt (ZWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0300 30.77 0.02 19020 5200 +++ Alstom SA - Cash FLEX Fut (ZWY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 46.6737 +++ Allianz AG - Euro Cash FLEX Opt (ALJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 8800 10.2118 28.39 -0.89 0.2095 28.24 0.07 19030 9000 +++ Allianz AG - Amer Phys FLEX Opt (ALQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.2193 27.43 0.35 17090 8400 17120 5000 1.1694 36.92 -0.09 17120 8000 10.9464 29.04 -0.55 16121 12000 47.9942 23.48 -0.94 +++ Allianz AG (ALV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.1100 +++ Allianz AG - STND FUT (ALV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 78.1214 MAR10 H 78.1464 APR10 J 78.1770 JUN10 M 74.6162 +++ Allianz AG - Euro Phys FLEX Opt (ALX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 8.0168 31.32 0.67 18060 7000 3.4598 31.83 -0.33 2.8582 27.81 0.37 18060 8000 8.3572 28.78 -0.62 2.2833 27.61 0.31 18060 8200 9.7429 28.46 -0.68 4.3823 27.71 0.38 17120 8400 13.3299 28.41 -0.62 3.8116 27.48 0.34 17120 8600 14.7286 28.12 -0.65 0.4765 26.01 0.07 17120 11100 36.0924 27.24 -0.92 0.2238 26.17 0.03 17120 12000 44.7334 27.61 -0.96 0.0523 27.20 0.01 17120 14000 64.2957 28.03 -0.99 17120 14130 65.5753 27.99 -0.99 0.0105 27.46 0.00 17120 16000 84.0457 27.46 -1.00 16121 8500 18.2292 27.40 -0.59 16121 16000 84.7390 26.18 -0.98 +++ Anadarko Petroleum Corp (AMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.330 +++ AMBAC Financial Group Inc (AMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.650 +++ Amec (AME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 753.500 +++ Amec - STND FUT (AME/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 754.090 JUN10 M 755.430 SEP10 U 756.890 DEC10 Z 758.850 +++ Amgen Inc - Physical STND FUT (AGX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 57.719 MAR10 H 57.685 APR10 J 57.655 JUN10 M 57.604 +++ Amgen Inc (AMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.730 +++ Amlin (AML/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 378.000 +++ Amlin - STND FUT (AML/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 378.300 JUN10 M 378.970 SEP10 U 379.700 DEC10 Z 380.680 +++ Ameren Corp (AMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.670 +++ Amplifon SpA (AMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3650 +++ Amazon.Com Inc (AMZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 119.270 +++ Gannett Co Inc (AN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.800 +++ Andritz AG (AND/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.3300 +++ Antofagasta (ANT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 831.000 +++ Antofagasta plc - STND FUT (ANT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 831.650 JUN10 M 829.880 SEP10 U 829.480 DEC10 Z 831.630 +++ Antofagasta PLC - STND OPT (ATT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 351.500 45.45 1.00 MAR10 480 0.000 58.72 0.00 311.500 49.44 1.00 MAR10 520 0.250 58.33 -0.01 272.000 52.17 0.99 MAR10 560 0.750 57.37 -0.01 233.250 54.02 0.97 MAR10 600 2.000 56.10 -0.03 196.000 55.10 0.94 MAR10 640 4.500 54.91 -0.06 159.750 53.16 0.89 MAR10 680 8.250 53.27 -0.11 126.000 51.31 0.83 MAR10 720 15.000 52.08 -0.18 96.250 50.42 0.73 MAR10 760 24.750 50.40 -0.27 70.500 49.42 0.63 MAR10 800 39.250 49.78 -0.38 59.250 48.74 0.57 MAR10 820 48.000 49.21 -0.43 49.000 48.06 0.51 MAR10 840 58.250 48.87 -0.49 40.000 47.63 0.45 MAR10 860 69.750 48.76 -0.55 33.250 47.89 0.39 MAR10 880 81.500 47.79 -0.61 27.000 47.73 0.34 MAR10 900 95.750 48.14 -0.66 22.000 47.87 0.29 MAR10 920 110.750 48.29 -0.71 17.500 47.83 0.24 MAR10 940 126.000 47.86 -0.76 13.750 47.52 0.20 MAR10 960 142.500 48.07 -0.80 10.750 47.25 0.17 MAR10 980 159.500 47.79 -0.83 8.500 47.46 0.14 MAR10 1000 177.000 47.89 -0.86 4.750 47.94 0.08 MAR10 1050 223.250 48.59 -0.92 3.000 50.22 0.05 MAR10 1100 271.000 49.00 -0.95 1.500 55.58 0.03 MAR10 1200 369.250 50.33 -0.99 1.250 63.59 0.02 MAR10 1300 469.000 55.73 -0.99 212.250 48.95 0.85 JUN10 640 24.500 51.17 -0.16 180.250 47.32 0.81 JUN10 680 32.250 48.78 -0.20 153.500 47.47 0.74 JUN10 720 44.000 47.75 -0.26 127.000 46.17 0.68 JUN10 760 58.000 46.75 -0.33 104.750 45.79 0.61 JUN10 800 75.250 45.91 -0.39 84.500 45.02 0.54 JUN10 840 95.000 45.11 -0.46 68.250 44.87 0.47 JUN10 880 118.250 44.70 -0.53 53.500 44.13 0.40 JUN10 920 143.750 44.16 -0.60 42.250 43.88 0.34 JUN10 960 174.000 44.62 -0.66 33.250 43.75 0.28 JUN10 1000 205.000 44.65 -0.71 17.750 43.56 0.17 JUN10 1100 287.000 42.98 -0.83 9.250 43.81 0.10 JUN10 1200 378.750 43.20 -0.90 173.500 46.06 0.72 SEP10 720 63.500 45.97 -0.28 149.000 45.00 0.67 SEP10 760 80.000 45.42 -0.34 126.250 43.84 0.61 SEP10 800 97.000 44.12 -0.39 108.000 43.71 0.56 SEP10 840 117.750 43.62 -0.45 90.250 42.97 0.50 SEP10 880 141.250 43.46 -0.50 75.750 42.54 0.44 SEP10 920 165.500 42.48 -0.56 63.250 42.26 0.39 SEP10 960 193.000 42.25 -0.61 52.000 41.83 0.34 SEP10 1000 220.250 41.39 -0.66 32.250 41.37 0.24 SEP10 1100 301.500 41.31 -0.76 19.500 41.04 0.16 SEP10 1200 388.750 41.20 -0.84 +++ Antofagasta plc - Amer Phys FLEX Opt (KFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 678.180 46.18 1.00 07040 153 693.250 48.03 1.00 25050 138 +++ Time Warner Inc (AOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.180 +++ Time Warner Inc - Physical STND FUT (AOX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 27.184 MAR10 H 27.189 APR10 J 27.195 JUN10 M 27.218 +++ Atlas Copco AB-B (AP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 88.5500 +++ Leggett & Platt Inc (AQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.650 +++ Aareal Bank AG (AR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.6900 +++ Arcadis N.V (ARC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.4400 +++ Arriva (ARI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 490.800 +++ Arriva - STND FUT (ARI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 491.190 JUN10 M 469.750 SEP10 U 462.350 DEC10 Z 463.540 +++ ARM Holdings plc - STND FUT (AMR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 202.160 JUN10 M 201.020 SEP10 U 200.410 DEC10 Z 200.920 +++ ARM Holdings plc (ARM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 202.000 +++ ARM Holdings plc - STND OPT (ARM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 106.000 79.32 1.00 MAR10 96 0.000 79.32 0.00 102.000 74.29 1.00 MAR10 100 0.000 74.29 0.00 92.000 61.60 1.00 MAR10 110 0.000 60.78 0.00 82.000 44.44 1.00 MAR10 120 0.000 51.69 0.00 72.000 34.55 1.00 MAR10 130 0.000 34.55 0.00 62.000 30.17 1.00 MAR10 140 0.000 30.17 0.00 52.250 32.44 1.00 MAR10 150 0.000 32.44 0.00 42.250 32.58 0.99 MAR10 160 0.000 32.58 -0.01 32.500 30.94 0.96 MAR10 170 0.250 30.94 -0.04 24.000 34.77 0.86 MAR10 180 1.750 34.48 -0.14 15.750 32.60 0.74 MAR10 190 3.750 32.60 -0.26 9.750 32.25 0.56 MAR10 200 7.500 32.25 -0.44 4.750 29.53 0.37 MAR10 210 12.500 29.53 -0.63 2.500 30.90 0.22 MAR10 220 20.250 30.56 -0.79 0.750 34.68 0.08 MAR10 240 38.500 34.68 -0.93 0.250 45.29 0.02 MAR10 280 78.000 45.29 -0.99 82.250 37.53 1.00 JUN10 120 0.250 37.53 -0.01 72.250 37.47 0.99 JUN10 130 0.250 37.47 -0.02 62.750 38.03 0.97 JUN10 140 1.000 38.03 -0.04 53.250 36.32 0.94 JUN10 150 1.500 36.32 -0.07 44.500 36.17 0.89 JUN10 160 3.000 36.02 -0.12 35.500 33.50 0.84 JUN10 170 4.000 33.33 -0.17 28.000 32.80 0.76 JUN10 180 6.750 32.80 -0.25 21.500 32.39 0.66 JUN10 190 10.250 32.39 -0.35 15.750 31.74 0.56 JUN10 200 14.500 31.48 -0.45 11.500 31.69 0.45 JUN10 210 20.250 31.42 -0.56 8.000 31.24 0.35 JUN10 220 27.000 31.24 -0.65 3.750 31.11 0.20 JUN10 240 42.750 30.94 -0.81 63.750 37.79 0.93 SEP10 140 2.500 37.69 -0.08 46.750 35.84 0.84 SEP10 160 5.750 35.71 -0.17 39.250 35.07 0.78 SEP10 170 8.250 34.92 -0.23 32.000 33.82 0.72 SEP10 180 11.250 33.65 -0.29 26.000 33.39 0.64 SEP10 190 15.250 33.19 -0.37 20.750 32.98 0.56 SEP10 200 20.000 32.75 -0.45 16.500 32.68 0.48 SEP10 210 25.750 32.44 -0.52 12.500 31.95 0.41 SEP10 220 32.000 31.95 -0.60 7.250 31.37 0.27 SEP10 240 46.500 31.21 -0.73 +++ M&T Bank Corp (AS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.360 +++ ASML Holding NV (ASL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.5100 +++ ASML Holding NV - STND FUT (ASL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 22.5130 MAR10 H 22.5200 APR10 J 22.1170 JUN10 M 22.1580 +++ ASML Holding NV - Amer Phys FLEX Opt (FDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.9500 30.73 0.45 17120 2400 0.3300 29.12 0.11 17120 3200 +++ Assa Abloy AB (ASS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 131.1000 +++ Altri SGPS (AT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.9790 +++ Atos Origin SA (AT0/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.2350 +++ Atlas Copco AB A shares (ATA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 96.8500 +++ Autogrill SPA (ATG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.4450 +++ Autogrill SPA - Cash Flex Fut (QID/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 8.4484 +++ Atkins (WS) (ATK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 562.000 +++ Atkins (WS) STND FUT (ATK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 562.440 JUN10 M 563.440 SEP10 U 564.530 DEC10 Z 565.990 +++ Actelion Ltd (ATL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.750 +++ Actelion Ltd - Amer Phys FLEX Opt (YKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.868 41.29 0.52 18060 560 1.328 44.62 0.19 18060 720 +++ AO Tatneft (ATO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.500 +++ Atlantia SpA (ATS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.0300 +++ Atlantia SpA - STND FUT (AUT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 17.0320 MAR10 H 17.0380 APR10 J 17.0450 JUN10 M 16.6860 +++ Autonomy Corporation (AUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1605.000 +++ Autonomy Corporation STND FUT (AUC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 1606.260 JUN10 M 1609.120 SEP10 U 1612.230 DEC10 Z 1616.390 +++ Avanzit SA (AVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6990 +++ Avis Europe (AVI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.000 +++ Avis Europe STND FUT (AVI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 28.020 JUN10 M 28.070 SEP10 U 28.130 DEC10 Z 28.200 +++ Eastman Chemical Co (AW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.550 +++ British Airways PLC (AWS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 199.000 +++ British Airways PLC - STND OPT (AWS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 29.500 58.18 0.94 FEB10 170 0.250 52.19 -0.04 20.250 49.31 0.88 FEB10 180 0.750 44.61 -0.10 15.500 44.43 0.83 FEB10 185 1.250 41.18 -0.15 11.250 39.56 0.75 FEB10 190 2.000 37.75 -0.24 7.500 36.35 0.63 FEB10 195 3.500 37.53 -0.37 4.500 35.19 0.48 FEB10 200 6.250 39.01 -0.51 2.750 35.19 0.33 FEB10 205 9.250 39.01 -0.65 1.500 35.63 0.21 FEB10 210 13.000 40.61 -0.76 1.000 37.82 0.14 FEB10 215 17.250 41.87 -0.84 0.500 39.23 0.08 FEB10 220 21.750 43.49 -0.89 0.250 38.72 0.04 FEB10 225 26.500 46.05 -0.92 0.250 41.60 0.03 FEB10 230 31.500 50.05 -0.94 0.000 48.42 0.02 FEB10 240 41.250 55.42 -0.97 99.250 84.06 1.00 MAR10 100 0.250 98.00 -0.01 89.250 76.23 0.99 MAR10 110 0.250 86.66 -0.01 79.250 66.91 0.99 MAR10 120 0.250 77.78 -0.02 69.250 55.39 0.99 MAR10 130 0.500 67.91 -0.02 59.250 46.98 0.99 MAR10 140 0.500 59.04 -0.03 49.250 41.60 0.98 MAR10 150 0.500 50.65 -0.04 39.250 35.02 0.97 MAR10 160 1.000 45.99 -0.06 29.750 33.48 0.93 MAR10 170 1.500 41.42 -0.11 21.000 32.76 0.84 MAR10 180 3.250 40.75 -0.21 17.250 32.47 0.77 MAR10 185 4.750 40.85 -0.27 13.750 32.71 0.69 MAR10 190 6.750 41.24 -0.34 11.000 33.30 0.60 MAR10 195 8.500 40.53 -0.41 8.250 33.07 0.51 MAR10 200 11.500 41.63 -0.48 6.250 33.58 0.42 MAR10 205 14.000 41.04 -0.56 4.750 33.62 0.34 MAR10 210 17.500 41.74 -0.62 3.000 31.96 0.25 MAR10 215 21.000 41.74 -0.69 2.000 31.45 0.18 MAR10 220 25.000 42.36 -0.74 1.250 30.87 0.13 MAR10 225 29.000 42.17 -0.79 1.000 32.08 0.10 MAR10 230 33.250 42.72 -0.83 0.750 36.34 0.07 MAR10 240 42.500 45.43 -0.88 0.250 38.00 0.02 MAR10 260 61.750 50.53 -0.94 0.000 40.00 0.01 MAR10 280 81.500 58.45 -0.95 30.500 29.81 0.90 APR10 170 3.500 41.41 -0.16 22.500 31.00 0.80 APR10 180 5.750 40.49 -0.25 19.000 31.23 0.73 APR10 185 7.500 40.43 -0.30 15.750 31.19 0.66 APR10 190 9.500 40.57 -0.36 13.000 31.70 0.59 APR10 195 11.750 40.55 -0.42 10.500 32.00 0.52 APR10 200 14.250 40.40 -0.47 8.500 32.21 0.45 APR10 205 17.250 41.17 -0.53 6.750 32.57 0.38 APR10 210 20.500 40.80 -0.58 5.500 32.98 0.32 APR10 215 24.000 41.40 -0.63 4.250 32.56 0.26 APR10 220 27.750 42.13 -0.68 3.000 32.03 0.21 APR10 225 31.500 42.29 -0.72 2.250 31.78 0.16 APR10 230 35.500 42.68 -0.76 1.250 32.02 0.10 APR10 240 44.250 43.68 -0.82 41.500 32.29 0.89 JUN10 160 5.250 43.65 -0.16 33.000 30.35 0.83 JUN10 170 7.750 43.46 -0.23 25.500 30.35 0.74 JUN10 180 11.500 43.65 -0.30 19.500 30.88 0.64 JUN10 190 15.750 43.65 -0.38 14.750 31.60 0.53 JUN10 200 21.250 44.19 -0.45 10.750 31.63 0.43 JUN10 210 27.500 44.66 -0.52 7.750 31.92 0.34 JUN10 220 34.250 44.98 -0.59 5.500 31.92 0.26 JUN10 230 42.000 46.49 -0.65 3.750 32.32 0.19 JUN10 240 50.000 47.44 -0.70 1.250 35.33 0.07 JUN10 280 86.500 54.63 -0.81 43.500 30.12 0.86 SEP10 160 9.000 43.22 -0.20 28.500 28.67 0.72 SEP10 180 17.000 43.85 -0.32 22.750 28.72 0.63 SEP10 190 21.750 43.70 -0.38 18.500 30.06 0.55 SEP10 200 27.500 44.36 -0.43 14.750 30.69 0.47 SEP10 210 33.500 44.43 -0.49 11.750 31.01 0.39 SEP10 220 40.250 44.93 -0.54 9.000 31.27 0.32 SEP10 230 47.250 44.89 -0.59 7.250 31.88 0.27 SEP10 240 55.000 45.61 -0.63 +++ British Airways plc - STND FUT (BAY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 199.160 JUN10 M 199.510 SEP10 U 199.900 DEC10 Z 200.410 +++ British Airways plc - Amer Phys FLEX Opt (BYQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.010 33.83 0.11 18060 260 +++ Aker Solutions ASA (AX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.1500 +++ Axa SA (AXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.3000 +++ Axa SA - STND FUT (AXA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 14.3020 MAR10 H 14.3070 APR10 J 14.3120 JUN10 M 13.9380 +++ AXA SA - Euro Cash FLEX Opt (CJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.9402 40.86 0.65 17061 1270 1.9880 40.86 -0.35 +++ AXA SA - Amer Phys FLEX Opt (CJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0300 49.24 0.05 19020 1650 0.0100 34.00 0.00 19030 2736 17120 1759 4.2800 33.69 -0.73 17120 2247 8.5774 30.09 -0.96 1.3100 34.14 0.39 16121 1759 +++ AXA SA - Euro Phys FLEX Opt (CJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.7995 34.14 0.33 17120 1700 3.7344 34.14 -0.67 0.3094 31.73 0.16 17120 1954 5.7596 31.73 -0.84 16121 1563 3.6545 35.07 -0.51 16121 3127 16.9326 28.00 -0.98 +++ Axel Springer AG (AXE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.4500 +++ AEX Index (AXI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 316.5000 +++ Acergy SA (AY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 90.4500 +++ Azimut Holding SpA (AZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.8750 +++ AstraZeneca plc (AZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2780.000 +++ AstraZeneca plc - STND OPT (AZA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 580.500 41.78 1.00 FEB10 2200 0.000 46.11 0.00 381.000 33.25 0.99 FEB10 2400 0.500 35.38 -0.01 185.000 26.15 0.93 FEB10 2600 5.000 27.01 -0.08 96.500 22.80 0.77 FEB10 2700 18.500 24.57 -0.25 35.000 21.95 0.44 FEB10 2800 57.000 23.22 -0.56 10.000 23.39 0.16 FEB10 2900 130.000 23.70 -0.83 4.000 27.33 0.07 FEB10 3000 223.500 27.50 -0.93 2.500 33.41 0.04 FEB10 3100 321.500 31.31 -0.97 1.500 38.43 0.02 FEB10 3200 420.500 34.46 -0.99 1.000 47.55 0.01 FEB10 3400 620.000 36.73 -1.00 0.000 37.84 0.00 FEB10 3600 820.000 38.05 -1.00 981.500 33.69 1.00 MAR10 1800 2.000 58.52 -0.01 782.000 34.95 1.00 MAR10 2000 3.000 49.10 -0.02 583.000 32.37 0.99 MAR10 2200 3.500 37.36 -0.02 388.500 28.86 0.94 MAR10 2400 7.500 29.66 -0.06 208.000 25.08 0.81 MAR10 2600 27.500 25.69 -0.20 134.500 24.11 0.66 MAR10 2700 53.500 24.44 -0.34 77.000 23.17 0.48 MAR10 2800 97.000 23.75 -0.52 40.000 23.03 0.31 MAR10 2900 159.000 23.29 -0.69 18.500 23.04 0.17 MAR10 3000 236.500 23.01 -0.83 9.000 23.72 0.09 MAR10 3100 326.000 23.05 -0.92 4.500 24.86 0.05 MAR10 3200 421.500 22.68 -0.97 2.000 29.06 0.02 MAR10 3400 620.000 26.96 -0.99 0.500 29.83 0.00 MAR10 3600 820.000 29.97 -1.00 586.500 28.74 0.98 APR10 2200 6.000 31.78 -0.04 397.000 26.49 0.91 APR10 2400 15.000 27.34 -0.09 226.500 24.04 0.76 APR10 2600 45.500 24.79 -0.24 157.500 23.45 0.64 APR10 2700 76.000 23.86 -0.36 101.500 22.79 0.50 APR10 2800 120.000 23.22 -0.50 61.500 22.47 0.35 APR10 2900 178.500 22.65 -0.65 34.000 22.19 0.23 APR10 3000 252.500 22.63 -0.77 18.500 22.14 0.14 APR10 3100 336.500 22.61 -0.86 9.500 22.34 0.08 APR10 3200 428.000 23.10 -0.92 2.500 22.99 0.02 APR10 3400 621.500 24.63 -0.97 1.000 24.64 0.01 APR10 3600 820.000 26.85 -0.99 991.000 39.51 0.98 JUN10 1800 3.500 35.89 -0.02 795.000 34.01 0.96 JUN10 2000 8.500 32.61 -0.04 425.500 26.93 0.84 JUN10 2400 41.000 27.17 -0.16 270.000 24.91 0.71 JUN10 2600 85.000 25.10 -0.30 149.000 23.38 0.51 JUN10 2800 165.500 23.78 -0.49 72.000 22.61 0.32 JUN10 3000 288.000 22.98 -0.68 31.000 22.25 0.17 JUN10 3200 446.000 22.54 -0.84 12.500 22.31 0.08 JUN10 3400 628.000 22.46 -0.93 5.000 22.61 0.03 JUN10 3600 821.500 22.97 -0.98 796.000 27.94 0.96 SEP10 2000 23.000 30.31 -0.07 448.500 26.29 0.81 SEP10 2400 79.500 26.25 -0.22 305.500 25.21 0.68 SEP10 2600 140.500 24.83 -0.35 189.500 23.86 0.52 SEP10 2800 232.000 23.80 -0.50 108.500 23.06 0.36 SEP10 3000 354.500 22.95 -0.66 58.000 22.56 0.23 SEP10 3200 506.000 22.39 -0.79 29.000 22.34 0.13 SEP10 3400 680.000 22.53 -0.87 15.000 22.53 0.08 SEP10 3600 865.500 22.69 -0.93 1196.500 38.86 0.97 DEC10 1600 10.500 33.58 -0.03 1003.500 34.51 0.95 DEC10 1800 20.000 31.26 -0.05 815.500 31.15 0.92 DEC10 2000 36.500 29.19 -0.09 475.500 26.52 0.78 DEC10 2400 108.000 25.93 -0.24 335.000 24.96 0.66 DEC10 2600 177.500 25.12 -0.36 223.500 23.78 0.53 DEC10 2800 265.500 23.68 -0.49 141.500 23.05 0.39 DEC10 3000 384.500 22.94 -0.62 84.500 22.41 0.27 DEC10 3200 529.500 22.42 -0.74 49.000 22.03 0.18 DEC10 3400 694.500 22.06 -0.83 28.000 21.95 0.11 DEC10 3600 872.500 21.74 -0.90 496.000 26.46 0.76 JUN11 2400 188.500 25.76 -0.31 257.500 24.17 0.53 JUN11 2800 375.500 23.86 -0.52 116.500 22.81 0.31 JUN11 3200 642.500 22.21 -0.73 46.500 21.90 0.15 JUN11 3600 980.500 21.73 -0.87 1099.000 47.55 0.87 DEC11 1800 91.500 31.60 -0.13 904.500 39.80 0.84 DEC11 2000 124.000 28.97 -0.18 561.500 30.23 0.72 DEC11 2400 232.000 25.39 -0.33 269.500 22.55 0.53 DEC11 2800 412.000 22.75 -0.52 132.500 21.50 0.32 DEC11 3200 678.000 21.67 -0.70 56.000 20.34 0.17 DEC11 3600 998.000 20.58 -0.84 595.000 30.23 0.72 DEC12 2400 314.000 24.52 -0.36 291.000 21.76 0.53 DEC12 2800 497.500 21.90 -0.53 162.000 21.00 0.35 DEC12 3200 764.000 21.21 -0.68 71.000 19.00 0.19 DEC12 3600 1058.000 19.22 -0.82 +++ AstraZeneca plc - Euro Cash FLEX Opt (AZJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 2800 95.790 23.75 -0.52 39.200 23.03 0.30 19030 2900 +++ AstraZeneca plc - STND FUT (AZN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 2782.180 JUN10 M 2787.130 SEP10 U 2748.980 DEC10 Z 2756.080 +++ AstraZeneca plc - Amer Phys FLEX Opt (AZQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2200 64.060 27.56 -0.16 64.440 22.22 0.22 17120 3300 8.710 21.95 0.04 17120 4000 408.000 26.39 0.63 16121 2600 310.240 24.07 -0.42 +++ AstraZeneca plc - Euro Phys FLEX Opt (AZX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 35.610 29.19 -0.09 466.820 26.52 0.76 17120 2400 106.710 25.93 -0.24 221.980 23.78 0.52 17120 2800 262.320 23.68 -0.48 84.920 22.41 0.27 17120 3200 64.290 22.22 0.22 17120 3300 8.710 21.95 0.04 17120 4000 +++ Bauer AG (BAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.6500 +++ Bank of Ireland (BAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.2225 +++ BASF SE (BAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.0200 +++ BASF SE - STND FUT (BAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 40.0258 MAR10 H 40.0386 APR10 J 40.0543 JUN10 M 39.0267 +++ BASF SE - Amer Phys FLEX Opt (BJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.3320 30.81 0.39 16040 4200 18060 3200 0.9740 40.31 -0.17 +++ BASF SE - Euro Phys FLEX Opt (BJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18.0623 52.11 0.98 18060 2100 0.0738 52.11 -0.02 14.5760 36.16 0.94 17120 2500 0.6475 40.75 -0.08 3.7507 28.21 0.53 17120 4000 4.9550 31.79 -0.46 1.8756 26.63 0.34 17120 4500 8.0530 30.65 -0.63 4.5964 29.77 0.50 16121 4000 6.7940 25.52 -0.52 +++ Banco de Valencia SA (BAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.7000 +++ Societe BIC SA (BB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.2600 +++ BBA Aviation plc (BBA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 162.700 +++ BBA Aviation plc (BBA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 162.830 JUN10 M 156.470 SEP10 U 153.100 DEC10 Z 153.500 +++ Barclays plc - STND FUT (BAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 266.210 JUN10 M 265.680 SEP10 U 265.200 DEC10 Z 264.880 +++ Barclays PLC (BBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 268.000 +++ Barclays PLC - STND OPT (BBL/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 68.250 77.87 0.98 FEB10 200 0.750 94.91 -0.04 49.000 72.72 0.94 FEB10 220 1.750 84.19 -0.09 31.500 69.94 0.83 FEB10 240 3.500 71.55 -0.18 17.000 65.38 0.62 FEB10 260 9.000 66.15 -0.38 7.500 63.77 0.37 FEB10 280 19.250 62.96 -0.63 2.500 61.15 0.17 FEB10 300 35.000 64.83 -0.82 0.750 60.78 0.06 FEB10 320 53.000 65.14 -0.93 0.250 64.99 0.02 FEB10 340 72.250 65.76 -0.98 0.000 66.71 0.01 FEB10 360 92.000 66.69 -0.99 0.000 69.71 0.00 FEB10 400 132.000 67.47 -1.00 188.000 94.76 1.00 MAR10 80 0.000 99.13 0.00 172.000 93.06 1.00 MAR10 96 0.000 97.04 0.00 168.000 92.52 1.00 MAR10 100 0.000 96.35 0.00 148.000 88.77 1.00 MAR10 120 0.000 93.56 0.00 128.000 84.47 1.00 MAR10 140 0.250 90.55 -0.01 108.250 81.24 0.99 MAR10 160 1.000 87.44 -0.03 89.000 77.39 0.96 MAR10 180 1.500 77.81 -0.05 70.500 73.71 0.92 MAR10 200 3.000 72.46 -0.09 53.000 69.16 0.84 MAR10 220 6.000 68.03 -0.17 37.000 63.03 0.74 MAR10 240 10.500 62.96 -0.27 24.000 59.41 0.59 MAR10 260 18.000 60.26 -0.41 14.000 55.42 0.43 MAR10 280 28.000 56.26 -0.57 7.250 52.57 0.28 MAR10 300 41.500 53.91 -0.72 3.000 49.37 0.15 MAR10 320 57.750 52.83 -0.83 1.500 49.06 0.08 MAR10 340 75.500 51.14 -0.91 1.000 52.69 0.05 MAR10 360 94.500 51.33 -0.96 0.250 55.45 0.02 MAR10 400 134.000 51.16 -0.99 0.000 56.01 0.00 MAR10 440 173.750 52.29 -1.00 0.000 56.02 0.00 MAR10 480 213.750 55.08 -1.00 72.500 68.13 0.88 APR10 200 5.750 67.36 -0.13 55.500 62.46 0.81 APR10 220 9.250 63.06 -0.20 40.250 57.56 0.71 APR10 240 15.250 60.80 -0.30 28.000 54.26 0.59 APR10 260 21.750 54.62 -0.41 17.750 50.95 0.45 APR10 280 31.250 50.53 -0.55 11.000 49.80 0.33 APR10 300 44.000 48.55 -0.68 5.500 46.03 0.21 APR10 320 59.750 47.76 -0.79 3.000 44.89 0.12 APR10 340 77.250 48.15 -0.86 1.250 42.95 0.06 APR10 360 95.750 48.15 -0.91 0.250 43.73 0.02 APR10 400 134.500 50.13 -0.96 228.000 75.23 1.00 JUN10 40 0.000 81.59 0.00 220.000 75.02 1.00 JUN10 48 0.000 82.15 0.00 208.000 73.84 1.00 JUN10 60 0.000 82.15 0.00 188.000 72.66 1.00 JUN10 80 0.250 81.54 0.00 180.000 71.48 1.00 JUN10 88 0.250 81.54 -0.01 172.000 70.25 1.00 JUN10 96 0.500 82.15 -0.01 168.000 69.72 1.00 JUN10 100 0.750 81.59 -0.01 148.000 66.33 1.00 JUN10 120 1.500 78.06 -0.03 128.250 63.44 0.99 JUN10 140 2.750 74.73 -0.05 109.500 62.37 0.95 JUN10 160 4.750 70.95 -0.08 91.500 60.28 0.91 JUN10 180 7.250 66.20 -0.12 75.500 58.97 0.84 JUN10 200 11.750 64.02 -0.18 60.750 56.89 0.77 JUN10 220 16.500 60.26 -0.24 47.000 53.94 0.69 JUN10 240 22.250 55.73 -0.32 35.000 51.18 0.59 JUN10 260 31.250 54.39 -0.41 28.250 49.36 0.52 JUN10 273 36.750 51.35 -0.47 14.000 46.49 0.33 JUN10 312 61.000 47.84 -0.66 5.750 43.18 0.17 JUN10 351 91.750 45.20 -0.82 4.500 42.59 0.14 JUN10 360 99.000 43.45 -0.85 1.250 39.51 0.05 JUN10 400 135.750 41.37 -0.94 0.750 41.78 0.03 JUN10 440 174.750 40.06 -0.98 0.250 42.54 0.01 JUN10 480 214.250 39.00 -0.99 81.000 56.69 0.81 SEP10 200 18.000 60.35 -0.20 54.000 51.50 0.68 SEP10 240 31.250 54.82 -0.33 32.750 47.28 0.52 SEP10 280 48.750 48.59 -0.48 18.000 43.65 0.35 SEP10 320 73.750 45.08 -0.64 8.750 40.81 0.21 SEP10 360 104.750 43.01 -0.77 4.250 39.73 0.12 SEP10 400 140.000 42.69 -0.86 2.000 38.96 0.06 SEP10 440 177.250 42.21 -0.92 1.250 39.77 0.04 SEP10 480 216.000 43.00 -0.95 228.000 61.63 1.00 DEC10 40 0.000 75.44 0.00 220.000 61.37 1.00 DEC10 48 0.250 75.11 0.00 208.000 60.85 1.00 DEC10 60 0.500 74.30 -0.01 188.000 59.94 1.00 DEC10 80 1.500 73.65 -0.02 180.000 59.79 1.00 DEC10 88 2.000 73.16 -0.02 172.000 59.82 1.00 DEC10 96 3.000 72.89 -0.03 168.000 59.66 1.00 DEC10 100 3.250 72.28 -0.04 148.750 59.17 0.98 DEC10 120 5.500 68.73 -0.06 130.500 57.52 0.94 DEC10 140 8.500 65.53 -0.09 113.750 55.44 0.90 DEC10 160 12.000 61.71 -0.12 98.250 53.75 0.85 DEC10 180 16.750 59.31 -0.16 84.250 52.68 0.80 DEC10 200 23.250 58.05 -0.21 71.250 51.52 0.74 DEC10 220 29.500 55.24 -0.27 60.500 51.15 0.68 DEC10 240 37.000 52.81 -0.33 48.000 47.54 0.61 DEC10 260 45.500 50.25 -0.39 41.500 46.02 0.56 DEC10 273 52.000 48.62 -0.44 26.000 43.46 0.42 DEC10 312 74.000 44.73 -0.58 15.250 40.99 0.29 DEC10 351 102.750 43.14 -0.69 8.250 38.83 0.19 DEC10 390 135.000 42.48 -0.79 2.000 36.06 0.06 DEC10 467 204.750 40.93 -0.91 1.750 36.49 0.06 DEC10 480 217.750 42.26 -0.91 88.750 48.39 0.79 JUN11 200 29.250 52.92 -0.22 63.000 43.90 0.68 JUN11 240 44.750 48.89 -0.33 28.500 38.81 0.42 JUN11 320 90.000 44.00 -0.55 10.750 35.45 0.21 JUN11 400 150.000 40.46 -0.74 3.000 32.00 0.08 JUN11 480 220.250 38.95 -0.86 228.000 63.62 1.00 DEC11 40 0.500 64.25 0.00 220.000 62.91 1.00 DEC11 48 0.750 63.15 -0.01 208.000 61.13 1.00 DEC11 60 1.500 62.06 -0.01 188.000 58.83 1.00 DEC11 80 3.500 59.87 -0.03 180.000 57.94 1.00 DEC11 88 4.500 59.14 -0.04 172.500 56.88 0.98 DEC11 96 5.500 58.05 -0.05 151.500 54.39 0.94 DEC11 120 9.500 55.67 -0.08 135.750 52.80 0.91 DEC11 140 13.750 53.49 -0.11 121.000 50.85 0.87 DEC11 160 19.000 51.48 -0.14 107.500 49.61 0.83 DEC11 180 25.000 49.84 -0.18 94.000 47.53 0.78 DEC11 200 33.750 50.00 -0.23 71.250 44.44 0.68 DEC11 240 49.500 46.00 -0.32 36.000 38.99 0.46 DEC11 320 93.250 41.00 -0.53 15.750 35.00 0.26 DEC11 400 154.000 40.00 -0.69 7.250 34.00 0.14 DEC11 480 225.500 42.00 -0.78 103.500 47.53 0.78 DEC12 200 42.750 48.20 -0.23 82.250 44.44 0.70 DEC12 240 58.000 44.00 -0.31 46.500 38.25 0.51 DEC12 320 97.750 37.62 -0.49 26.750 35.89 0.35 DEC12 400 154.250 35.74 -0.65 +++ Barclays plc - Amer Phys FLEX Opt (BBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.310 50.65 0.19 19030 312 24.710 45.47 0.43 17090 300 60.420 46.84 -0.56 5.640 40.13 0.15 17090 385 23.500 42.95 0.39 17120 320 13.300 40.49 0.27 17120 360 17120 409 151.410 42.10 -0.82 4.290 37.43 0.11 17120 429 17120 487 224.250 42.26 -0.92 16121 273 65.390 43.94 -0.40 16121 351 115.440 40.61 -0.60 +++ Barclays plc - Euro Phys FLEX Opt (BBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.000 69.71 0.00 19020 400 131.910 67.47 -1.00 1.050 50.88 0.06 19030 350 84.810 51.23 -0.94 4.430 42.59 0.14 18060 360 98.800 43.45 -0.85 17090 300 60.320 46.84 -0.56 5.630 40.13 0.15 17090 385 25.910 43.46 0.42 17120 312 73.700 44.73 -0.57 17120 351 102.200 43.14 -0.69 13.270 40.49 0.26 17120 360 109.500 42.99 -0.72 16121 351 114.100 40.61 -0.59 16121 419 167.940 40.48 -0.71 +++ Banco BPI SA (BBP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.9360 +++ Balfour Beatty (BBY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 261.900 +++ Balfour Beatty STND FUT (BBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 262.110 JUN10 M 262.570 SEP10 U 263.080 DEC10 Z 263.760 +++ BRE Bank SA (BC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 231.000 +++ Barratt Developments (BDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 112.700 +++ Barratt Developments STND FUT (BDE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 112.790 JUN10 M 112.990 SEP10 U 113.210 DEC10 Z 113.500 +++ Beiersdorf AG (BDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.9100 +++ Benetton Group SpA (BE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.7650 +++ Bekaert (BEK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 101.0000 +++ Beni Stabili SpA (BEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.5915 +++ Banco Espirito Santo SA (BES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.8100 +++ BTG (BGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 175.300 +++ BTG - STND FUT (BGC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 175.440 JUN10 M 175.750 SEP10 U 176.090 DEC10 Z 176.540 +++ BG Group plc - STND FUT (BG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 1095.360 JUN10 M 1088.040 SEP10 U 1083.640 DEC10 Z 1086.440 +++ BG Group plc (BGG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1094.500 +++ BG Group plc - STND OPT (BGG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 174.500 32.12 1.00 FEB10 920 0.000 39.51 -0.01 135.500 37.15 0.98 FEB10 960 1.000 41.20 -0.04 97.500 36.60 0.92 FEB10 1000 2.000 34.31 -0.07 53.500 32.29 0.77 FEB10 1050 8.500 31.59 -0.22 21.500 30.18 0.48 FEB10 1100 27.000 30.62 -0.52 7.000 31.85 0.20 FEB10 1150 60.500 28.27 -0.83 1.000 28.41 0.04 FEB10 1200 105.500 24.53 -0.98 0.000 30.20 0.01 FEB10 1250 155.500 33.51 -0.99 0.000 33.87 0.00 FEB10 1300 205.500 23.42 -1.00 0.000 41.37 0.00 FEB10 1400 305.500 25.00 -1.00 0.000 49.16 0.00 FEB10 1500 405.500 60.00 -1.00 216.500 35.24 0.97 MAR10 880 2.500 39.90 -0.04 142.000 34.11 0.89 MAR10 960 7.500 34.73 -0.11 108.000 32.58 0.82 MAR10 1000 13.000 33.12 -0.19 71.500 32.03 0.68 MAR10 1050 25.500 31.66 -0.32 42.000 30.65 0.50 MAR10 1100 46.500 30.36 -0.50 23.000 30.24 0.33 MAR10 1150 77.000 29.72 -0.67 11.500 30.23 0.19 MAR10 1200 116.000 30.26 -0.81 5.500 30.91 0.11 MAR10 1250 160.000 30.55 -0.90 3.000 32.27 0.06 MAR10 1300 207.000 30.70 -0.95 1.500 37.11 0.03 MAR10 1400 305.500 28.68 -1.00 0.500 40.00 0.01 MAR10 1500 405.500 29.93 -1.00 219.500 33.82 0.95 APR10 880 5.000 34.61 -0.07 147.500 31.98 0.85 APR10 960 14.000 31.90 -0.17 116.000 31.77 0.77 APR10 1000 22.000 30.66 -0.24 82.000 31.08 0.65 APR10 1050 38.500 29.77 -0.37 53.000 29.80 0.51 APR10 1100 61.000 28.78 -0.51 32.500 29.43 0.37 APR10 1150 90.000 27.25 -0.66 18.500 29.03 0.25 APR10 1200 128.000 27.26 -0.78 10.500 29.19 0.16 APR10 1250 169.500 25.51 -0.89 6.000 29.65 0.10 APR10 1300 215.500 24.63 -0.95 1.500 29.56 0.03 APR10 1400 313.000 21.91 -1.00 0.500 30.90 0.01 APR10 1500 413.000 20.00 -1.00 163.500 34.26 0.78 JUN10 960 32.500 33.11 -0.23 135.500 33.72 0.71 JUN10 1000 44.000 32.26 -0.30 75.500 31.03 0.52 JUN10 1100 85.000 30.16 -0.49 37.000 29.72 0.32 JUN10 1200 145.000 28.02 -0.69 16.500 29.03 0.17 JUN10 1300 227.500 28.27 -0.84 7.000 29.24 0.09 JUN10 1400 315.000 23.63 -0.96 181.000 33.68 0.73 SEP10 960 53.000 32.60 -0.27 155.000 33.08 0.68 SEP10 1000 66.500 31.76 -0.33 98.500 31.23 0.53 SEP10 1100 110.000 29.99 -0.48 57.500 29.82 0.38 SEP10 1200 170.500 28.86 -0.63 31.500 28.89 0.24 SEP10 1300 243.000 27.05 -0.78 16.500 28.46 0.15 SEP10 1400 327.500 25.74 -0.88 +++ BG Group plc - Amer Phys FLEX Opt (BGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.740 34.69 0.04 19030 1350 105.180 29.94 0.42 16121 1300 +++ BG Group plc - Cash FLEX Fut (GEY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 1095.360 +++ Bank BPH (BH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.050 +++ Biogen Idec Inc (BII/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.120 +++ Intesa Sanpaolo SpA - STND FUT (BIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6425 +++ Intesa Sanpaolo SpA - STND FUT (BIN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 2.6430 MAR10 H 2.6440 APR10 J 2.6450 JUN10 M 2.5800 +++ Intesa Sanpaolo SpA - Amer Phys FLEX Opt (BIQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 240 0.2318 35.25 -0.34 +++ Boston Properties Inc (BJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.540 +++ Bank Zachodni WBK SA (BK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 168.100 +++ Berkeley Group Holdings (BKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 784.000 +++ Berkeley Group Holdings - STND FUT (BKL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 784.620 JUN10 M 786.010 SEP10 U 787.530 DEC10 Z 789.570 +++ Bankinter SA (BKT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.9780 +++ Boliden AB (BL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 95.2500 +++ Belgacom SA (BLG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.2900 +++ BEL 20 Index (BLI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2402.150 +++ British Land Company PLC - STND OPT (BLC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 118.500 33.39 1.00 MAR10 320 1.250 55.45 -0.04 98.500 33.29 0.99 MAR10 340 1.500 48.34 -0.05 79.000 32.67 0.97 MAR10 360 2.250 43.04 -0.07 60.250 31.86 0.92 MAR10 380 3.500 38.97 -0.12 42.500 30.30 0.83 MAR10 400 6.750 37.21 -0.21 28.000 30.27 0.68 MAR10 420 12.500 35.99 -0.34 21.750 30.01 0.60 MAR10 430 16.750 35.95 -0.41 16.500 29.83 0.51 MAR10 440 21.750 36.24 -0.49 12.250 29.82 0.42 MAR10 450 27.500 36.23 -0.56 9.250 30.12 0.33 MAR10 460 34.000 36.56 -0.63 6.500 30.20 0.26 MAR10 470 41.250 36.74 -0.70 4.500 30.26 0.20 MAR10 480 49.250 37.33 -0.75 2.500 31.72 0.12 MAR10 500 66.750 40.09 -0.82 1.250 33.11 0.07 MAR10 520 85.500 43.79 -0.87 0.500 37.69 0.03 MAR10 560 124.500 51.79 -0.91 0.500 53.21 0.02 MAR10 640 204.250 70.52 -0.94 53.000 33.25 0.72 JUN10 400 18.500 32.58 -0.31 40.750 32.81 0.62 JUN10 420 27.250 32.49 -0.40 31.000 32.91 0.52 JUN10 440 37.250 32.01 -0.50 23.000 32.75 0.42 JUN10 460 49.250 31.70 -0.59 16.500 32.37 0.33 JUN10 480 62.750 31.17 -0.68 8.000 31.98 0.19 JUN10 520 94.500 30.41 -0.82 4.000 32.32 0.11 JUN10 560 130.500 30.14 -0.91 1.000 34.05 0.03 JUN10 640 208.500 33.54 -0.97 62.500 35.86 0.67 SEP10 400 29.750 32.86 -0.35 50.750 34.83 0.60 SEP10 420 40.000 33.33 -0.42 41.250 34.50 0.53 SEP10 440 50.500 32.83 -0.49 33.250 34.33 0.46 SEP10 460 62.000 32.00 -0.57 26.750 34.22 0.39 SEP10 480 77.000 32.86 -0.63 16.750 33.88 0.28 SEP10 520 107.000 32.37 -0.74 9.250 32.56 0.18 SEP10 560 140.750 32.12 -0.83 +++ British Land Co (BLN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 438.100 +++ British Land Co - STND FUT (BLN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 438.440 JUN10 M 432.720 SEP10 U 427.800 DEC10 Z 422.390 +++ BHP Billiton - STND FUT (BHP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 1831.450 JUN10 M 1834.700 SEP10 U 1810.740 DEC10 Z 1815.420 +++ BHP Billiton plc - Amer Phys FLEX Opt (BHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1605.110 56.24 1.00 02030 252 1575.130 63.44 1.00 23030 282 +++ BHP Billiton plc (BLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1857.000 +++ BHP Billiton plc - STND OPT (BLT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 357.500 49.46 0.99 FEB10 1500 1.000 57.10 -0.02 260.500 49.72 0.96 FEB10 1600 3.500 50.90 -0.05 168.500 46.28 0.86 FEB10 1700 11.500 47.09 -0.14 127.500 45.23 0.78 FEB10 1750 19.500 44.58 -0.22 90.000 42.82 0.67 FEB10 1800 33.000 43.33 -0.33 60.000 41.87 0.54 FEB10 1850 52.500 41.79 -0.46 37.000 40.96 0.39 FEB10 1900 80.000 41.26 -0.60 21.500 40.69 0.27 FEB10 1950 114.000 40.38 -0.74 11.500 40.17 0.16 FEB10 2000 154.000 40.31 -0.84 3.500 42.31 0.06 FEB10 2100 245.500 40.34 -0.95 1.500 45.77 0.02 FEB10 2200 343.500 42.40 -0.99 0.500 50.11 0.01 FEB10 2300 443.500 51.80 -0.99 0.500 55.06 0.01 FEB10 2400 543.500 60.50 -0.99 0.000 59.82 0.00 FEB10 2600 743.500 76.76 -0.99 857.500 66.71 1.00 MAR10 1000 0.500 68.48 0.00 658.000 58.57 1.00 MAR10 1200 2.000 61.26 -0.01 558.500 54.50 0.99 MAR10 1300 4.000 57.43 -0.03 460.000 51.80 0.98 MAR10 1400 7.000 52.24 -0.05 363.000 47.73 0.95 MAR10 1500 13.500 48.37 -0.09 271.000 44.56 0.89 MAR10 1600 26.500 45.87 -0.17 187.500 42.10 0.78 MAR10 1700 47.500 42.69 -0.27 150.500 41.03 0.70 MAR10 1750 63.000 41.50 -0.34 118.500 40.14 0.62 MAR10 1800 82.000 40.42 -0.42 91.000 39.54 0.53 MAR10 1850 106.000 39.61 -0.50 67.500 38.84 0.44 MAR10 1900 134.500 39.09 -0.59 49.000 38.20 0.35 MAR10 1950 166.000 38.17 -0.67 35.000 37.80 0.27 MAR10 2000 201.500 37.18 -0.74 17.000 37.54 0.15 MAR10 2100 285.000 37.25 -0.85 8.000 37.74 0.08 MAR10 2200 376.500 37.88 -0.92 3.500 37.96 0.04 MAR10 2300 472.000 38.05 -0.96 2.000 39.27 0.02 MAR10 2400 570.000 38.14 -0.98 0.500 42.85 0.01 MAR10 2600 769.500 43.96 -0.99 367.000 43.84 0.92 APR10 1500 25.500 45.13 -0.13 280.000 42.18 0.84 APR10 1600 41.500 42.34 -0.20 204.000 40.77 0.72 APR10 1700 68.000 40.63 -0.30 169.000 39.39 0.66 APR10 1750 86.000 39.78 -0.36 139.000 38.71 0.59 APR10 1800 107.000 39.12 -0.42 112.000 37.90 0.52 APR10 1850 131.000 38.47 -0.49 90.000 37.49 0.45 APR10 1900 158.000 37.73 -0.56 69.500 36.77 0.38 APR10 1950 187.500 36.95 -0.62 53.500 36.05 0.31 APR10 2000 222.000 36.39 -0.69 31.500 35.71 0.21 APR10 2100 299.500 36.05 -0.79 16.500 35.14 0.13 APR10 2200 385.000 35.44 -0.87 5.000 35.55 0.05 APR10 2400 573.500 35.77 -0.96 2.000 37.70 0.02 APR10 2600 770.000 36.19 -0.99 1217.500 82.84 1.00 JUN10 640 0.000 61.07 0.00 1137.500 75.45 1.00 JUN10 720 0.500 60.84 0.00 1057.500 69.31 1.00 JUN10 800 1.500 59.67 -0.01 977.500 64.38 1.00 JUN10 880 2.500 57.98 -0.01 897.500 60.38 1.00 JUN10 960 4.500 56.08 -0.02 857.500 56.83 1.00 JUN10 1000 5.500 54.87 -0.02 659.500 49.20 0.98 JUN10 1200 15.000 49.78 -0.06 564.000 46.95 0.95 JUN10 1300 23.500 47.35 -0.09 472.500 44.79 0.90 JUN10 1400 35.000 44.91 -0.13 387.500 42.77 0.84 JUN10 1500 52.000 42.83 -0.18 311.000 41.15 0.76 JUN10 1600 76.500 41.14 -0.25 241.000 39.18 0.67 JUN10 1700 108.500 39.65 -0.33 183.000 38.19 0.58 JUN10 1800 149.500 38.27 -0.42 133.000 36.84 0.48 JUN10 1900 200.500 37.23 -0.52 94.500 35.99 0.38 JUN10 2000 261.000 36.28 -0.62 44.000 34.70 0.22 JUN10 2200 409.000 34.47 -0.78 18.500 33.85 0.11 JUN10 2400 584.500 34.01 -0.89 3.500 34.66 0.03 JUN10 2800 971.000 34.85 -0.98 493.500 43.14 0.85 SEP10 1400 66.000 42.59 -0.17 416.500 41.73 0.79 SEP10 1500 89.500 41.00 -0.23 347.000 40.58 0.73 SEP10 1600 121.000 39.82 -0.29 281.500 39.00 0.66 SEP10 1700 160.000 38.88 -0.36 225.500 38.02 0.59 SEP10 1800 205.500 37.82 -0.43 177.000 36.96 0.51 SEP10 1900 259.000 36.95 -0.51 136.000 35.96 0.43 SEP10 2000 319.500 36.05 -0.58 76.500 34.56 0.29 SEP10 2200 461.000 34.48 -0.72 42.000 34.01 0.18 SEP10 2400 625.500 33.25 -0.83 12.000 33.62 0.06 SEP10 2800 996.500 32.91 -0.94 1217.500 74.06 1.00 DEC10 640 5.500 57.55 -0.01 1138.000 67.43 1.00 DEC10 720 8.000 55.63 -0.02 1058.500 62.14 0.99 DEC10 800 12.000 53.67 -0.03 979.500 58.02 0.99 DEC10 880 16.500 51.35 -0.04 901.500 54.14 0.97 DEC10 960 22.500 49.84 -0.05 862.500 52.76 0.97 DEC10 1000 26.000 48.86 -0.06 679.000 46.63 0.90 DEC10 1200 50.500 44.95 -0.11 515.000 42.76 0.82 DEC10 1400 92.500 41.99 -0.19 372.500 39.57 0.71 DEC10 1600 154.500 39.53 -0.30 314.500 38.98 0.65 DEC10 1700 196.000 38.73 -0.36 260.500 38.04 0.59 DEC10 1800 244.000 38.03 -0.42 212.000 36.91 0.52 DEC10 1900 295.500 36.86 -0.49 170.500 35.95 0.46 DEC10 2000 356.000 36.15 -0.55 106.500 34.60 0.33 DEC10 2200 490.500 34.54 -0.67 65.500 33.70 0.23 DEC10 2400 649.500 33.71 -0.77 23.000 32.65 0.10 DEC10 2800 1006.000 32.72 -0.90 864.500 46.62 0.96 JUN11 1000 48.000 46.00 -0.09 685.500 41.27 0.89 JUN11 1200 76.000 41.38 -0.14 543.500 40.65 0.80 JUN11 1400 138.500 40.71 -0.22 422.000 39.80 0.70 JUN11 1600 219.500 39.95 -0.31 324.500 39.18 0.60 JUN11 1800 322.500 39.39 -0.41 247.000 38.63 0.50 JUN11 2000 443.500 38.78 -0.50 111.500 34.11 0.30 JUN11 2400 730.000 37.65 -0.67 919.000 49.92 0.92 DEC11 960 54.500 43.49 -0.09 865.000 42.60 0.95 DEC11 1000 63.000 43.22 -0.10 710.500 42.07 0.86 DEC11 1200 114.500 42.15 -0.16 575.500 40.80 0.78 DEC11 1400 181.000 40.86 -0.23 461.000 39.62 0.70 DEC11 1600 266.500 39.76 -0.32 368.000 38.89 0.61 DEC11 1800 371.500 39.06 -0.40 294.500 38.62 0.53 DEC11 2000 494.000 38.68 -0.48 200.000 39.64 0.40 DEC11 2400 785.000 38.98 -0.61 527.000 39.62 0.70 DEC12 1600 337.000 39.76 -0.31 441.500 38.89 0.64 DEC12 1800 443.000 39.06 -0.37 373.000 38.62 0.57 DEC12 2000 563.500 38.68 -0.44 266.500 38.11 0.45 DEC12 2400 829.500 37.59 -0.56 +++ Bolsas y Mercados Espanoles (BME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.3800 +++ Koninklijke BAM Groep NV (BMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.9400 +++ BMW AG - PFD (BMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.4500 +++ Bayerische Motoren Werke (BMW) AG (BMW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.6100 +++ Bayerische Motoren Werke (BMW) AG - STND FUT (BMW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 29.6143 MAR10 H 29.6238 APR10 J 29.6354 JUN10 M 29.5100 +++ Danone - Amer Phys FLEX Opt (BKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0800 28.97 0.08 19020 4400 19030 4100 1.3100 23.39 -0.50 0.2700 22.48 0.17 19030 4400 +++ Danone (BN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.8800 +++ Danone - STND FUT (BN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 40.8860 MAR10 H 40.8990 APR10 J 40.9150 JUN10 M 39.7390 +++ BNP Paribas SA (BNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.4550 +++ BNP Paribas SA - STND FUT (BNP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 47.4620 MAR10 H 47.4770 APR10 J 47.4960 JUN10 M 46.0820 +++ BNP Paribas - Amer Phys FLEX Opt (BNQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0300 37.54 0.02 19030 6220 18060 5831 12.8400 34.31 -0.85 19.0825 52.67 0.92 17120 2916 1.5850 52.67 -0.11 17120 6220 17.1200 32.01 -0.81 +++ BNP Paribas - Amer Cash FLEX Opt (BNU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0100 48.27 0.00 19020 6000 +++ BNP Paribas - Cash FLEX Fut (BNY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 09070 46.1011 +++ Bunzl (BNZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 627.500 +++ Bunzl - STND FUT (BNZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 627.990 JUN10 M 629.110 SEP10 U 630.330 DEC10 Z 631.950 +++ Bank of Ireland (BO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.2200 +++ Bank of America Corp (BOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.730 +++ Boeing Company (BOE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.650 +++ Boeing Company - Phys FLEX Fut (LVZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 08020 58.200 58.200 09020 58.650 +++ Boskalis Westminster (BOS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.8150 +++ Bodycote plc (BOY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 169.000 +++ Bodycote plc - STND FUT (BOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 169.130 JUN10 M 169.430 SEP10 U 169.760 DEC10 Z 170.200 +++ BP PLC (BP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 563.000 +++ BP PLC - STND OPT (BP /O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 83.250 46.82 0.99 FEB10 480 0.250 40.55 -0.02 43.750 32.19 0.94 FEB10 520 1.500 29.32 -0.11 24.750 25.16 0.86 FEB10 540 4.500 25.16 -0.27 10.000 23.39 0.56 FEB10 560 12.500 23.40 -0.59 2.500 23.46 0.22 FEB10 580 27.250 22.45 -0.86 0.500 24.70 0.06 FEB10 600 46.500 28.47 -0.93 0.250 28.57 0.02 FEB10 620 66.250 35.37 -0.96 0.250 34.63 0.01 FEB10 640 85.750 36.49 -0.98 0.250 40.88 0.01 FEB10 660 105.750 40.16 -0.99 0.250 47.23 0.01 FEB10 680 125.500 62.19 -0.96 0.000 57.82 0.01 FEB10 720 165.000 101.64 -0.91 163.000 73.69 0.97 MAR10 400 0.250 39.70 -0.01 143.500 59.79 0.98 MAR10 420 0.250 37.48 -0.01 123.250 49.71 0.99 MAR10 440 0.500 35.09 -0.02 103.250 39.25 0.99 MAR10 460 1.000 32.96 -0.04 83.250 35.12 0.98 MAR10 480 2.000 31.22 -0.07 44.000 24.75 0.92 MAR10 520 6.500 26.70 -0.22 27.500 24.12 0.74 MAR10 540 11.750 25.01 -0.36 15.500 23.93 0.50 MAR10 560 20.500 24.03 -0.53 7.500 23.00 0.30 MAR10 580 32.500 22.62 -0.71 3.250 22.39 0.15 MAR10 600 48.250 21.92 -0.86 1.250 22.43 0.07 MAR10 620 66.500 21.59 -0.94 0.750 24.65 0.04 MAR10 640 85.750 20.00 -0.99 0.250 24.99 0.02 MAR10 660 106.000 26.99 -0.98 0.250 26.02 0.01 MAR10 680 126.000 30.90 -0.98 0.000 28.21 0.00 MAR10 720 165.500 14.59 -1.00 83.500 30.69 0.97 APR10 480 3.750 28.44 -0.11 45.750 24.81 0.83 APR10 520 10.000 25.36 -0.26 31.000 23.79 0.65 APR10 540 16.250 24.37 -0.38 19.750 23.04 0.49 APR10 560 25.000 23.23 -0.52 12.000 22.76 0.34 APR10 580 37.250 22.97 -0.66 6.250 21.79 0.22 APR10 600 51.500 21.95 -0.78 3.250 21.75 0.13 APR10 620 68.750 22.47 -0.87 1.500 21.67 0.07 APR10 640 87.250 22.98 -0.92 0.750 21.61 0.03 APR10 660 106.500 23.85 -0.96 0.250 21.52 0.02 APR10 680 126.500 27.37 -0.96 0.250 26.13 0.01 APR10 720 166.000 30.21 -0.98 203.000 38.74 1.00 JUN10 360 2.000 40.70 -0.03 163.000 34.36 1.00 JUN10 400 3.000 35.07 -0.06 123.500 35.34 0.98 JUN10 440 5.500 31.30 -0.10 103.500 31.12 0.97 JUN10 460 7.750 29.60 -0.14 84.750 29.32 0.91 JUN10 480 10.750 27.93 -0.19 51.250 25.98 0.71 JUN10 520 20.500 25.27 -0.34 27.000 23.93 0.49 JUN10 560 38.250 23.68 -0.54 18.500 23.28 0.39 JUN10 580 50.250 22.87 -0.64 11.750 22.59 0.28 JUN10 600 64.000 22.10 -0.74 4.500 21.88 0.13 JUN10 640 97.250 21.27 -0.88 1.500 21.75 0.05 JUN10 680 134.000 19.49 -0.97 0.500 21.92 0.02 JUN10 720 173.500 18.74 -0.99 123.750 31.97 0.96 SEP10 440 11.750 29.49 -0.16 86.500 27.72 0.85 SEP10 480 19.750 27.05 -0.26 55.750 25.41 0.67 SEP10 520 32.750 25.20 -0.39 34.000 24.39 0.50 SEP10 560 52.500 24.03 -0.55 18.250 23.10 0.33 SEP10 600 78.250 22.93 -0.70 9.000 22.24 0.19 SEP10 640 108.750 21.42 -0.83 4.000 21.78 0.10 SEP10 680 144.500 20.85 -0.91 1.750 21.19 0.05 SEP10 720 181.500 17.30 -0.98 203.250 45.64 0.99 DEC10 360 6.500 33.36 -0.08 163.500 37.95 0.98 DEC10 400 10.750 30.66 -0.13 124.000 31.16 0.94 DEC10 440 18.250 28.89 -0.20 88.250 27.66 0.79 DEC10 480 28.500 26.78 -0.30 60.250 25.84 0.65 DEC10 520 44.000 25.41 -0.42 39.000 24.63 0.50 DEC10 560 64.500 24.17 -0.55 23.250 23.54 0.35 DEC10 600 90.000 23.09 -0.68 13.250 22.85 0.23 DEC10 640 120.000 21.79 -0.80 7.500 22.49 0.15 DEC10 680 155.000 21.64 -0.87 4.250 22.62 0.09 DEC10 720 190.750 19.96 -0.94 124.000 29.92 0.85 JUN11 440 31.000 28.22 -0.26 92.500 27.70 0.75 JUN11 480 44.500 26.74 -0.35 47.250 25.40 0.50 JUN11 560 84.500 24.54 -0.56 21.250 23.97 0.28 JUN11 640 140.250 22.99 -0.75 8.750 22.95 0.14 JUN11 720 208.000 21.85 -0.88 203.500 44.58 0.90 DEC11 360 19.750 30.14 -0.15 165.750 38.00 0.87 DEC11 400 29.500 28.81 -0.22 129.250 32.43 0.81 DEC11 440 42.500 27.72 -0.29 97.000 28.67 0.73 DEC11 480 58.750 26.78 -0.38 53.750 26.32 0.50 DEC11 560 99.750 24.44 -0.56 27.500 24.73 0.32 DEC11 640 155.500 23.04 -0.73 13.750 23.99 0.19 DEC11 720 221.250 21.90 -0.86 98.000 28.26 0.72 DEC12 480 85.250 27.67 -0.42 56.000 25.47 0.50 DEC12 560 127.000 24.95 -0.57 30.750 23.87 0.33 DEC12 640 180.500 23.14 -0.71 14.750 22.01 0.19 DEC12 720 241.750 21.22 -0.84 +++ BP PLC - STND FUT (BPA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 554.690 JUN10 M 546.920 SEP10 U 538.720 DEC10 Z 530.850 +++ BP plc - Amer Phys FLEX Opt (BPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.130 31.60 0.01 19020 630 475.010 67.55 1.00 23030 88 472.010 46.05 1.00 06040 91 469.010 33.77 1.00 14040 94 475.010 31.33 1.00 21040 88 473.010 32.10 1.00 27040 90 475.010 32.99 1.00 04050 88 478.010 33.12 1.00 05050 85 477.010 33.25 1.00 06050 86 479.010 33.76 1.00 10050 84 478.010 36.82 1.00 03060 85 477.010 36.95 1.00 04060 86 105.750 29.41 0.88 17120 460 22.820 27.84 -0.25 73.530 26.75 0.72 17120 500 35.210 26.10 -0.36 43.710 24.94 0.53 17120 550 58.470 24.48 -0.52 30.400 24.09 0.42 17120 580 76.200 23.63 -0.62 11.670 22.76 0.21 17120 650 128.100 21.75 -0.82 40.460 24.67 0.40 21122 600 151.650 24.05 -0.64 +++ BP plc - Euro Phys FLEX Opt (BPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 78.570 29.32 0.80 18060 480 10.590 27.93 -0.19 4.310 21.88 0.13 18060 640 96.730 21.27 -0.88 17120 260 0.380 33.36 -0.01 149.160 37.95 0.84 17120 400 10.760 30.66 -0.13 111.770 31.16 0.79 17120 440 17.920 28.89 -0.20 95.810 29.41 0.75 17120 460 22.720 27.84 -0.25 80.530 27.66 0.70 17120 480 28.170 26.78 -0.30 67.250 26.75 0.64 17120 500 35.030 26.10 -0.35 11.070 22.76 0.20 17120 650 127.520 21.75 -0.82 5.380 22.55 0.11 17120 700 171.370 20.80 -0.91 53.940 26.61 0.48 16121 550 91.930 24.73 -0.53 49.890 26.32 0.46 16121 560 97.470 24.44 -0.56 32.710 24.27 0.33 21122 620 163.930 23.59 -0.68 +++ Unione Di Banche Italiane Scrl (BPL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.2750 +++ Banca Popolare di Milano (BPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3050 +++ Banca Monte dei Paschi di Siena SpA (BPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.1230 +++ Banca Monte dei Paschi di Siena - Cash FLEX Fut (EVY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 1.1234 +++ Banco Popolare Scrl (BPV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.5350 +++ Banco Popolare Scrl - STND FUT (BPV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 4.5360 MAR10 H 4.5370 APR10 J 4.5390 JUN10 M 3.5830 +++ Windstream Corp (BQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.150 +++ Host Hotels & Resorts Inc (BR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.080 +++ Burberry Group (BRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 590.500 +++ Burberry Group - STND FUT (BRB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 590.960 JUN10 M 592.010 SEP10 U 593.160 DEC10 Z 594.690 +++ Brit Insurance Holdings NV (BRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 185.700 +++ Brit Insurance Holdings NV - STND FUT (BRE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 185.850 JUN10 M 186.180 SEP10 U 186.540 DEC10 Z 187.020 +++ Barrick Gold Corp (BRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.450 +++ Brisa Autoestradas de Portugal SA (BRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.2120 +++ Invensys PLC (BRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 297.800 +++ Invensys PLC - STND OPT (BRT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 118.000 2.00 1.00 MAR10 180 0.000 10.73 0.00 98.000 2.00 1.00 MAR10 200 0.000 27.68 0.00 88.000 18.57 1.00 MAR10 210 0.000 32.18 0.00 78.000 34.75 1.00 MAR10 220 0.000 34.81 0.00 68.250 36.00 0.99 MAR10 230 0.250 36.07 -0.01 58.500 36.35 0.97 MAR10 240 0.500 36.35 -0.03 39.750 34.59 0.90 MAR10 260 1.750 34.59 -0.10 31.750 35.12 0.82 MAR10 270 3.750 35.12 -0.18 24.000 34.13 0.73 MAR10 280 6.000 34.13 -0.27 16.500 31.28 0.62 MAR10 290 8.500 31.28 -0.38 11.000 30.01 0.49 MAR10 300 13.000 30.01 -0.51 7.250 30.63 0.37 MAR10 310 19.250 30.63 -0.63 5.500 34.02 0.28 MAR10 320 27.500 34.02 -0.72 2.250 29.50 0.16 MAR10 330 34.250 29.50 -0.84 1.750 31.95 0.12 MAR10 340 43.750 31.95 -0.89 0.750 34.71 0.06 MAR10 360 62.750 34.71 -0.95 62.750 34.91 0.88 JUN10 240 4.250 34.91 -0.13 46.000 32.62 0.79 JUN10 260 7.750 32.62 -0.21 32.500 31.93 0.67 JUN10 280 14.000 31.93 -0.33 21.250 30.91 0.53 JUN10 300 22.750 30.91 -0.47 13.500 30.68 0.39 JUN10 320 35.000 30.68 -0.62 8.000 30.11 0.26 JUN10 340 49.500 30.11 -0.74 5.750 32.83 0.20 JUN10 360 67.250 32.83 -0.81 66.750 35.62 0.83 SEP10 240 9.250 35.62 -0.18 51.750 34.26 0.74 SEP10 260 14.750 34.26 -0.26 39.250 33.38 0.64 SEP10 280 22.000 33.38 -0.36 28.500 32.38 0.54 SEP10 300 31.500 32.38 -0.47 20.000 31.40 0.43 SEP10 320 43.000 31.40 -0.57 13.750 31.14 0.33 SEP10 340 56.750 31.14 -0.67 9.500 30.88 0.25 SEP10 360 72.250 30.88 -0.75 +++ Invensys plc - STND FUT (ISY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 298.030 JUN10 M 298.560 SEP10 U 297.140 DEC10 Z 296.400 +++ British Sky Broadcasting Group plc (BSK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 524.500 +++ British Sky Broadcasting Group plc - STND OPT (BSK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 65.000 38.07 0.97 FEB10 460 0.000 31.36 -0.01 45.250 30.45 0.95 FEB10 480 0.500 29.76 -0.05 26.750 27.32 0.84 FEB10 500 2.250 27.24 -0.16 12.000 25.06 0.59 FEB10 520 7.000 24.33 -0.41 3.250 23.47 0.26 FEB10 540 18.750 23.05 -0.75 0.750 23.87 0.07 FEB10 560 36.000 22.17 -0.95 0.000 25.23 0.01 FEB10 580 55.500 23.68 -0.99 0.000 29.13 0.01 FEB10 600 75.500 27.29 -1.00 0.000 34.08 0.00 FEB10 640 115.500 42.18 -1.00 0.000 39.04 0.00 FEB10 680 155.750 63.55 -0.99 164.750 30.04 1.00 MAR10 360 0.500 54.49 -0.01 124.750 29.38 1.00 MAR10 400 0.500 41.13 -0.02 105.000 29.41 0.99 MAR10 420 0.750 37.09 -0.03 85.750 30.63 0.96 MAR10 440 1.000 32.14 -0.04 66.750 29.00 0.92 MAR10 460 2.000 29.54 -0.08 48.250 26.30 0.86 MAR10 480 3.500 26.64 -0.14 32.000 24.52 0.74 MAR10 500 7.250 25.00 -0.26 18.500 23.09 0.56 MAR10 520 13.750 23.36 -0.44 9.750 22.93 0.37 MAR10 540 24.500 22.59 -0.64 4.250 22.61 0.20 MAR10 560 39.250 21.90 -0.81 1.750 22.82 0.10 MAR10 580 56.500 20.80 -0.93 0.750 23.11 0.04 MAR10 600 75.750 22.63 -0.97 0.250 25.51 0.01 MAR10 640 115.500 11.62 -1.00 0.000 27.16 0.00 MAR10 680 155.750 37.55 -0.98 0.000 30.04 0.00 MAR10 720 195.750 44.19 -0.99 67.000 26.83 0.91 APR10 460 4.500 26.87 -0.14 49.750 26.13 0.83 APR10 480 8.250 25.89 -0.23 34.250 24.73 0.71 APR10 500 13.500 24.03 -0.35 21.500 23.63 0.55 APR10 520 22.250 23.29 -0.50 12.250 22.91 0.38 APR10 540 34.250 23.01 -0.65 6.500 22.47 0.24 APR10 560 48.500 22.08 -0.79 3.000 22.29 0.13 APR10 580 65.250 21.44 -0.88 1.500 22.29 0.07 APR10 600 84.000 22.37 -0.93 0.500 24.06 0.02 APR10 640 122.750 21.81 -0.99 0.250 27.66 0.01 APR10 680 162.750 21.82 -1.00 245.000 57.31 0.99 JUN10 280 0.000 39.25 0.00 205.250 48.94 0.99 JUN10 320 0.500 37.84 -0.01 165.000 33.44 1.00 JUN10 360 1.500 35.09 -0.03 126.000 32.72 0.96 JUN10 400 3.500 31.81 -0.07 106.500 30.23 0.94 JUN10 420 5.000 30.15 -0.11 88.250 28.96 0.90 JUN10 440 7.750 28.86 -0.15 71.000 27.65 0.83 JUN10 460 10.750 27.16 -0.21 55.250 26.63 0.74 JUN10 480 16.000 26.24 -0.29 29.750 24.76 0.53 JUN10 520 31.500 24.58 -0.48 13.750 23.45 0.32 JUN10 560 55.500 23.16 -0.69 5.500 22.73 0.16 JUN10 600 87.250 22.18 -0.86 1.750 22.32 0.06 JUN10 640 124.000 22.06 -0.94 0.000 20.91 0.00 JUN10 720 203.000 24.66 -0.99 93.750 28.92 0.82 SEP10 440 14.250 28.59 -0.20 63.750 26.73 0.69 SEP10 480 24.500 26.53 -0.32 40.250 25.28 0.54 SEP10 520 41.000 25.11 -0.47 23.250 24.22 0.38 SEP10 560 64.500 24.31 -0.62 12.250 23.38 0.24 SEP10 600 93.250 23.16 -0.77 6.250 23.13 0.14 SEP10 640 127.000 22.42 -0.88 1.500 23.49 0.04 SEP10 720 203.500 23.67 -0.97 245.250 46.06 0.99 DEC10 280 2.500 38.04 -0.03 205.750 38.71 0.98 DEC10 320 4.250 35.07 -0.05 166.500 33.24 0.96 DEC10 360 7.750 32.22 -0.09 129.750 30.50 0.89 DEC10 400 13.250 30.08 -0.16 97.250 29.01 0.79 DEC10 440 21.750 28.00 -0.24 68.750 27.20 0.68 DEC10 480 35.000 26.60 -0.36 46.000 25.75 0.54 DEC10 520 53.250 25.29 -0.49 29.000 24.88 0.40 DEC10 560 77.250 24.33 -0.62 17.250 24.08 0.28 DEC10 600 105.500 23.34 -0.75 9.750 23.55 0.18 DEC10 640 139.000 23.16 -0.83 3.000 23.15 0.07 DEC10 720 212.750 23.25 -0.94 136.000 31.75 0.84 JUN11 400 24.750 31.03 -0.20 107.250 30.53 0.75 JUN11 440 37.750 30.15 -0.28 81.750 29.17 0.65 JUN11 480 54.000 29.14 -0.38 45.000 27.72 0.45 JUN11 560 99.000 28.14 -0.56 23.250 27.07 0.28 JUN11 640 157.250 27.57 -0.72 176.000 36.07 0.87 DEC11 360 23.750 32.27 -0.17 139.250 30.53 0.82 DEC11 400 34.000 30.83 -0.23 112.250 29.64 0.74 DEC11 440 48.750 30.13 -0.30 88.250 28.61 0.65 DEC11 480 66.250 29.40 -0.38 51.750 27.01 0.47 DEC11 560 111.250 28.21 -0.54 31.500 27.04 0.33 DEC11 640 167.750 27.51 -0.68 100.750 28.61 0.65 DEC12 480 82.750 29.40 -0.38 65.750 27.01 0.50 DEC12 560 126.500 28.21 -0.51 45.250 27.04 0.38 DEC12 640 180.000 27.51 -0.62 +++ British Sky Broadcasting Group plc - STND FUT (BSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 524.910 JUN10 M 518.080 SEP10 U 519.080 DEC10 Z 509.660 +++ BB&T Corp (BTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.680 +++ BT Group plc (BTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 131.000 +++ BT Group plc - STND OPT (BTG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21.250 52.99 0.97 FEB10 110 0.250 58.40 -0.04 11.500 37.04 0.91 FEB10 120 0.750 46.79 -0.14 7.500 39.64 0.76 FEB10 125 1.750 42.66 -0.26 4.000 37.74 0.56 FEB10 130 3.250 40.76 -0.44 2.000 38.32 0.35 FEB10 135 6.250 39.99 -0.65 1.000 41.70 0.20 FEB10 140 10.250 43.79 -0.79 1.000 51.56 0.15 FEB10 145 14.500 45.84 -0.88 0.500 52.84 0.09 FEB10 150 19.250 50.00 -0.93 0.250 57.44 0.06 FEB10 155 24.000 48.76 -0.97 0.000 52.60 0.02 FEB10 160 29.000 2.00 -1.00 0.000 68.59 0.02 FEB10 170 39.000 70.55 -0.98 67.000 82.92 1.00 MAR10 64 0.000 79.00 0.00 63.000 78.45 1.00 MAR10 68 0.000 76.00 0.00 59.000 73.98 1.00 MAR10 72 0.000 74.00 0.00 55.250 70.26 0.99 MAR10 76 0.000 72.20 -0.01 51.250 65.79 0.99 MAR10 80 0.000 68.60 -0.01 47.250 62.06 0.99 MAR10 84 0.250 63.93 -0.01 43.250 56.84 0.99 MAR10 88 0.250 59.41 -0.02 39.250 53.12 0.98 MAR10 92 0.250 54.22 -0.02 35.250 47.90 0.98 MAR10 96 0.250 48.15 -0.02 31.250 41.94 0.98 MAR10 100 0.250 44.11 -0.03 21.750 39.64 0.92 MAR10 110 0.750 39.19 -0.08 13.000 35.13 0.79 MAR10 120 1.750 34.63 -0.20 9.250 34.40 0.68 MAR10 125 3.250 33.65 -0.31 6.500 34.17 0.55 MAR10 130 5.000 31.75 -0.45 3.750 30.84 0.41 MAR10 135 7.500 30.62 -0.59 2.250 31.28 0.28 MAR10 140 11.250 31.48 -0.72 1.250 31.40 0.18 MAR10 145 15.000 29.62 -0.84 0.750 33.67 0.12 MAR10 150 19.500 29.03 -0.92 0.500 35.37 0.08 MAR10 155 24.250 29.24 -0.96 0.250 36.15 0.05 MAR10 160 29.000 27.43 -0.99 0.250 43.61 0.04 MAR10 170 39.000 32.30 -1.00 0.000 28.15 0.00 MAR10 180 49.000 25.68 -1.00 22.250 35.42 0.89 APR10 110 1.250 36.88 -0.12 14.000 33.06 0.76 APR10 120 2.750 32.57 -0.24 10.500 32.06 0.66 APR10 125 4.250 31.65 -0.34 7.250 30.04 0.55 APR10 130 6.250 30.79 -0.45 5.000 29.61 0.44 APR10 135 9.000 30.35 -0.56 3.250 29.19 0.33 APR10 140 12.250 29.40 -0.67 2.250 29.63 0.24 APR10 145 16.000 29.86 -0.77 1.500 30.28 0.17 APR10 150 20.500 31.37 -0.83 0.750 32.62 0.09 APR10 160 29.500 32.87 -0.91 0.250 32.04 0.04 APR10 170 39.000 31.77 -0.97 67.250 52.17 0.99 JUN10 64 0.500 64.55 -0.02 59.250 43.06 0.99 JUN10 72 0.500 55.89 -0.02 51.500 40.87 0.98 JUN10 80 0.500 47.63 -0.03 43.750 40.78 0.96 JUN10 88 0.750 43.72 -0.05 36.250 38.73 0.93 JUN10 96 1.250 40.61 -0.08 32.500 35.57 0.92 JUN10 100 1.500 38.43 -0.10 23.750 33.17 0.84 JUN10 110 2.750 35.00 -0.17 16.250 31.84 0.72 JUN10 120 5.000 32.44 -0.29 10.250 30.71 0.56 JUN10 130 8.750 30.44 -0.44 5.500 28.90 0.39 JUN10 140 14.500 29.46 -0.61 3.000 28.29 0.24 JUN10 150 21.750 28.97 -0.76 1.500 29.03 0.15 JUN10 160 30.250 29.19 -0.86 0.250 29.13 0.04 JUN10 180 49.000 28.22 -0.97 0.250 31.23 0.02 JUN10 200 69.000 29.26 -1.00 0.000 36.94 0.01 JUN10 220 89.000 30.52 -1.00 0.000 42.17 0.01 JUN10 240 109.000 32.13 -1.00 33.500 35.72 0.89 SEP10 100 3.250 35.20 -0.15 18.000 32.22 0.70 SEP10 120 8.500 31.26 -0.35 12.000 30.48 0.56 SEP10 130 13.000 29.36 -0.49 7.500 29.04 0.42 SEP10 140 19.000 28.55 -0.62 4.250 27.85 0.29 SEP10 150 25.750 26.17 -0.76 2.500 27.86 0.19 SEP10 160 33.750 23.46 -0.88 1.000 28.74 0.08 SEP10 180 53.000 27.05 -0.94 67.500 47.07 0.99 DEC10 64 0.500 42.10 -0.02 59.500 38.22 0.99 DEC10 72 1.000 40.94 -0.04 52.000 39.95 0.96 DEC10 80 1.750 38.94 -0.07 44.500 37.29 0.93 DEC10 88 2.500 37.19 -0.10 37.500 36.14 0.89 DEC10 96 3.750 35.21 -0.15 34.250 35.24 0.86 DEC10 100 4.500 34.49 -0.18 19.500 32.19 0.68 DEC10 120 10.500 31.18 -0.36 13.750 30.18 0.56 DEC10 130 15.000 29.56 -0.47 9.000 28.74 0.44 DEC10 140 20.750 28.17 -0.59 6.000 27.94 0.32 DEC10 150 28.000 27.92 -0.69 3.750 27.66 0.23 DEC10 160 35.750 27.48 -0.78 1.500 26.85 0.11 DEC10 180 53.500 26.54 -0.90 0.500 26.14 0.04 DEC10 200 72.500 25.38 -0.97 0.250 25.83 0.02 DEC10 220 92.250 26.01 -0.99 0.000 25.73 0.01 DEC10 240 112.000 26.65 -0.99 39.000 37.13 0.85 JUN11 96 7.250 36.80 -0.19 36.250 36.86 0.82 JUN11 100 8.250 35.74 -0.22 22.750 33.41 0.66 JUN11 120 15.500 32.81 -0.37 13.000 30.91 0.47 JUN11 140 26.000 30.45 -0.55 5.500 26.50 0.27 JUN11 160 39.750 28.30 -0.71 2.750 26.00 0.16 JUN11 180 55.750 25.74 -0.86 68.500 53.00 0.96 DEC11 64 3.250 43.00 -0.08 60.250 42.74 0.96 DEC11 72 4.250 39.77 -0.10 52.750 39.71 0.94 DEC11 80 5.500 37.95 -0.14 46.000 38.00 0.90 DEC11 88 7.500 36.50 -0.18 39.500 36.28 0.85 DEC11 96 9.750 35.24 -0.23 36.500 35.66 0.82 DEC11 100 11.000 34.57 -0.25 23.500 32.43 0.65 DEC11 120 19.000 31.83 -0.40 13.750 29.36 0.48 DEC11 140 30.000 29.60 -0.55 7.250 27.18 0.31 DEC11 160 43.500 27.38 -0.70 3.000 24.12 0.17 DEC11 180 59.000 24.43 -0.84 38.250 36.79 0.80 DEC12 100 17.500 37.07 -0.28 25.750 32.43 0.65 DEC12 120 24.500 31.83 -0.40 16.250 29.36 0.50 DEC12 140 35.500 29.60 -0.53 9.750 27.18 0.36 DEC12 160 48.250 27.38 -0.66 +++ BT Group plc - STND FUT (BTL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 131.100 JUN10 M 131.340 SEP10 U 127.590 DEC10 Z 127.920 +++ Banco Espanol de Credito SA (BTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.5250 +++ Masco Corp (BV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.150 +++ Banco Bilbao Vizcaya Argent - Euro Cash FLEX Opt (BDJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3364 39.83 0.27 18060 1150 2.2291 42.89 -0.71 +++ Banco Bilbao Vizcaya Argent - Amer Phys FLEX Opt (BDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0124 43.84 0.02 19030 1300 3.2823 43.84 -0.98 17120 1350 4.1666 35.66 -0.82 18031 1300 3.8504 35.98 -0.74 16121 1200 3.2964 31.06 -0.65 0.2111 25.19 0.14 15062 1525 21092 1500 5.8863 28.34 -0.80 21092 1550 6.3152 27.90 -0.83 +++ Banco Bilbao Vizcaya Argentaria SA - Cash FLEX Fut (BDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21050 9.6513 +++ Banco Bilbao Vizcaya Argentaria SA - Phys FLEX Fut (BDZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31030 9.7396 +++ Banco Bilbao Vizcaya Argentaria SA (BVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.7340 +++ Banco Bilbao Vizcaya Argentaria SA - STND FUT (BVA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 9.7350 MAR10 H 9.7390 APR10 J 9.6420 JUN10 M 9.6600 +++ Bureau Veritas SA (BVI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.9000 +++ Bovis Homes Group (BVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 382.100 +++ Bovis Homes Group - STND FUT (BVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 382.400 JUN10 M 383.080 SEP10 U 383.820 DEC10 Z 384.810 +++ BWIN Interactive Entertainment AG (BWI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.5000 +++ Brown (N.) Group (BWN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 216.000 +++ Brown (N.) Group - STND FUT (BWN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 216.170 JUN10 M 216.550 SEP10 U 216.970 DEC10 Z 217.530 +++ Bellway (BWY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 722.000 +++ Bellway - STND FUT (BWY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 722.570 JUN10 M 723.850 SEP10 U 725.250 DEC10 Z 727.130 +++ Progress Energy Inc (BY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.510 +++ Bayer AG - Amer Phys FLEX Opt (BQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0340 37.26 0.02 19030 6200 +++ Bayer AG - STND FUT (BYA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 47.5619 MAR10 H 47.5772 APR10 J 47.5958 JUN10 M 46.5320 +++ BAYER AG (BYR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.5550 +++ Buzzi Unicem SpA RSP (BZU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.2700 +++ Buzzi Unicem SPA (BZZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.1500 +++ Cable & Wireless PLC (C+W/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 139.300 +++ Cable & Wireless PLC - STND OPT (C+W/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19.500 41.31 0.98 FEB10 120 0.000 41.31 -0.02 9.750 32.84 0.88 FEB10 130 0.500 32.84 -0.12 6.000 34.90 0.70 FEB10 135 1.750 34.90 -0.30 3.000 32.43 0.48 FEB10 140 3.750 32.43 -0.52 1.250 32.94 0.26 FEB10 145 7.000 32.94 -0.74 0.500 34.12 0.12 FEB10 150 11.250 34.12 -0.88 0.250 34.07 0.04 FEB10 155 15.750 34.07 -0.96 0.000 33.87 0.01 FEB10 160 20.750 33.87 -0.99 0.000 36.65 0.00 FEB10 170 30.750 36.65 -1.00 39.500 28.64 1.00 MAR10 100 0.000 28.64 0.00 20.000 34.66 0.91 MAR10 120 0.750 34.66 -0.09 11.750 33.96 0.75 MAR10 130 2.500 33.96 -0.25 8.500 32.76 0.64 MAR10 135 4.000 32.76 -0.36 5.500 31.83 0.51 MAR10 140 6.250 31.83 -0.50 3.500 31.20 0.37 MAR10 145 9.000 31.20 -0.63 2.250 31.67 0.26 MAR10 150 12.750 31.67 -0.74 1.250 32.11 0.17 MAR10 155 17.000 32.11 -0.83 0.750 31.87 0.11 MAR10 160 21.250 31.87 -0.90 0.250 35.52 0.05 MAR10 170 31.000 35.52 -0.95 0.250 40.11 0.03 MAR10 180 40.750 40.11 -0.97 21.000 34.27 0.86 APR10 120 1.500 34.27 -0.14 13.000 31.84 0.72 APR10 130 3.500 31.84 -0.28 9.750 31.41 0.62 APR10 135 5.500 31.41 -0.38 7.000 30.52 0.52 APR10 140 7.500 30.52 -0.49 5.000 30.26 0.41 APR10 145 10.500 30.26 -0.59 3.250 29.50 0.31 APR10 150 13.750 29.50 -0.70 2.250 30.30 0.23 APR10 155 17.750 30.30 -0.77 1.500 30.03 0.16 APR10 160 22.000 30.03 -0.84 0.750 31.15 0.08 APR10 170 31.250 31.15 -0.92 39.750 30.24 0.98 JUN10 100 0.500 30.24 -0.05 22.000 32.63 0.83 JUN10 120 4.500 32.63 -0.26 15.000 32.15 0.69 JUN10 130 8.500 32.15 -0.41 9.000 30.01 0.53 JUN10 140 13.500 30.01 -0.57 5.250 29.87 0.36 JUN10 150 20.500 29.87 -0.71 2.750 29.89 0.23 JUN10 160 28.750 29.89 -0.82 1.250 33.41 0.10 JUN10 180 47.500 33.41 -0.92 23.250 32.90 0.79 SEP10 120 7.250 32.90 -0.29 16.500 32.06 0.67 SEP10 130 11.500 32.06 -0.41 11.000 30.99 0.52 SEP10 140 16.500 30.99 -0.53 7.250 30.76 0.39 SEP10 150 23.250 30.76 -0.64 4.750 30.50 0.28 SEP10 160 30.750 30.50 -0.74 2.000 30.95 0.14 SEP10 180 48.250 30.95 -0.87 +++ Cable & Wireless plc - STND FUT (CW /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 139.410 JUN10 M 133.410 SEP10 U 133.660 DEC10 Z 130.510 +++ Cable & Wireless plc - Amer Phys FLEX Opt (CWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 118.310 39.05 1.00 24020 21 118.320 29.85 1.00 25030 21 117.330 32.86 1.00 09040 22 1.370 33.41 0.09 17120 210 +++ Cable & Wireless plc - Euro Phys FLEX Opt (CWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 125 1.300 34.31 -0.15 0.660 31.87 0.10 19030 160 4.470 31.44 0.20 16121 190 71.840 31.44 -0.80 +++ Carrefour SA (CA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.3300 +++ Carrefour SA - STND FUT (CA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 34.3350 MAR10 H 34.3460 APR10 J 34.3590 JUN10 M 33.2710 +++ Carrefour SA - Euro Cash FLEX Opt (CMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 3400 1.2199 31.05 -0.44 1.0485 29.90 0.44 19030 3500 +++ Carrefour SA - Amer Phys FLEX Opt (CMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 3500 1.7100 29.90 -0.56 0.2600 28.99 0.15 19030 3800 3.4700 29.85 0.54 17120 3400 4.6000 28.00 0.56 16121 3400 16121 4800 15.8432 25.28 -0.84 +++ Carrefour SA - Euro Phys FLEX Opt (CMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.4398 29.85 0.53 17120 3400 3.9291 29.85 -0.47 0.6385 26.80 0.16 17120 4400 11.0308 26.80 -0.84 0.2081 26.40 0.06 17120 5000 16.5423 26.40 -0.94 +++ Carrefour SA - Cash FLEX Fut (CMY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11060 33.2585 +++ Cadbury Ex-event (CAB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1824.590 +++ Cadbury Ex-event - STND OPT (CAB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 890.250 50.00 1.00 MAR10 935 0.000 50.00 0.00 805.500 44.20 1.00 MAR10 1020 0.000 43.76 0.00 720.500 38.13 1.00 MAR10 1105 0.000 38.05 0.00 635.500 32.26 1.00 MAR10 1190 0.000 32.53 0.00 550.500 26.90 1.00 MAR10 1275 0.000 27.36 0.00 465.750 22.22 1.00 MAR10 1360 0.000 22.30 0.00 295.750 15.28 1.00 MAR10 1530 0.000 15.50 0.00 211.000 13.08 1.00 MAR10 1615 0.000 13.00 0.00 127.750 11.78 0.97 MAR10 1699 0.750 11.81 -0.03 13.000 12.21 0.29 MAR10 1869 56.250 12.22 -0.71 +++ CAC High Dividend Index (CAH/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.940 +++ Castellum AB (CAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 67.0000 +++ Close Brothers Group (CBG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 685.500 +++ Close Brothers Group - STND FUT (CBG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 686.040 JUN10 M 687.260 SEP10 U 688.590 DEC10 Z 690.370 +++ Commerzbank AG - Euro Cash FLEX Opt (CBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0477 51.17 0.19 19020 600 0.5247 49.80 -0.82 0.0085 53.36 0.04 19020 650 0.9930 57.59 -0.94 0.0052 66.69 0.02 19020 700 1.4828 60.87 -0.99 0.1758 48.76 0.33 19030 600 0.6612 49.89 -0.67 +++ Commerzbank AG (CBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.5190 +++ Commerzbank AG - STND FUT (CBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 5.5198 MAR10 H 5.5216 APR10 J 5.5237 JUN10 M 5.5339 +++ Commerzbank AG - Amer Phys FLEX Opt (CBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 500 0.6959 49.74 -0.32 0.3845 43.01 0.33 17120 720 +++ Commerzbank AG - Amer Cash FLEX Opt (CBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19020 520 0.0814 54.51 -0.25 19030 260 0.0077 108.05 -0.01 19030 280 0.0078 98.53 -0.01 0.1758 48.76 0.33 19030 600 0.0078 80.70 0.02 19030 1000 0.4338 46.69 0.44 18060 600 0.9183 48.25 -0.56 0.0795 46.79 0.12 18060 800 0.0193 50.13 0.03 18060 1000 17090 440 0.3597 52.95 -0.22 17090 560 0.8524 48.28 -0.44 17090 600 1.0802 47.29 -0.51 +++ Commerzbank AG - Euro Phys FLEX Opt (CBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3440 42.63 0.30 17120 740 2.1889 44.70 -0.68 +++ Computacenter (CCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 289.000 +++ Computacenter - STND FUT (CCC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 289.230 JUN10 M 289.740 SEP10 U 290.300 DEC10 Z 291.050 +++ CAC 40 - Index (CCI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3607.270 +++ CAC 40 - Amer FLEX Index Opt (XCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 221.850 25.58 -0.38 +++ CAC 40 - Euro FLEX Index Opt (YCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 223.900 25.58 -0.38 +++ Citigroup Inc Physical (CCX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.210 +++ Citigroup Inc Physical - STND FUT (CCX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 3.210 MAR10 H 3.211 APR10 J 3.212 JUN10 M 3.215 +++ Progressive Corp / The (CD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.390 +++ Cofide SpA (CDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6320 +++ Christian Dior SA (CDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.9700 +++ OJSC Cherkizovo Group (CE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.100 +++ Cementir Holding SpA (CEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.8900 +++ Compania Espanola de Petroleos SA (CEPSA) (CEP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.1700 +++ Compania Espanola de Petroleos SA (CEPSA)STND FUT (CEP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 21.1730 MAR10 H 21.1800 APR10 J 21.1880 JUN10 M 21.2270 +++ Cofina SGPS (CF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0000 +++ CFR ex-event package - Amer Phys FLEX Opt (CFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.195 30.58 0.16 17120 789 0.781 30.58 0.11 17120 838 +++ CFR ex-event package (CFR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.570 +++ ConAgra Foods Inc (CG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.780 +++ Cargotec Corporation (CGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.9000 +++ Cargotec Corporation - Cash FLEX Fut (CJD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 21.9088 +++ Alcatel-Lucent SA (CGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.3470 +++ Alcatel-Lucent SA - (CGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 2.3470 MAR10 H 2.3480 APR10 J 2.3490 JUN10 M 2.1930 +++ Alcatel-lucent SA - Amer Phys FLEX Opt (CGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0100 46.60 0.06 19030 300 18031 241 0.5267 44.45 -0.48 +++ Cie Generale de Geophysique-Veritas (CGV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.3850 +++ Clorox Co (CH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.490 +++ Chesapeake Energy Corp (CHK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.790 +++ Chrysalis Group (CHS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 103.250 +++ Chrysalis Group - STND FUT (CHS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 103.330 JUN10 M 103.510 SEP10 U 103.720 DEC10 Z 103.980 +++ Charter International plc (CHT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 668.500 +++ Cimpor SGPS (CI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.7900 +++ Ferrovial SA Contracts (CIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.6690 +++ Corio NV - Cash FLEX Fut (CDD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 43.4574 +++ Corio NV (CIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.4400 +++ CIR SpA (CIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5970 +++ Qwest Communications International (CJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.430 +++ Cersanit-Krasnystaw SA (CK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.530 +++ Cookson Group (CKG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 423.600 +++ Cookson Group - STND FUT (CKG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 423.930 JUN10 M 424.690 SEP10 U 425.510 DEC10 Z 426.610 +++ Cephalon Inc (CL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.290 +++ Carlsberg A/S (CLB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 367.00 +++ Carlsberg A/S - Cash FLEX Fut (CLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 367.29 +++ Carillion (CLL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 285.000 +++ Carillion - STND FUT (CLL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 285.220 JUN10 M 285.730 SEP10 U 286.280 DEC10 Z 287.020 +++ Coloplast A/S (CLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 587.00 +++ Celesio AG (CLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.9100 +++ Comstar - United Telesystems (CM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.820 +++ Ciments Francais SA (CMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 67.4500 +++ Cairn Energy (CNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 318.300 +++ Cairn Energy plc - STND FUT (CNE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 318.550 JUN10 M 319.120 SEP10 U 319.730 DEC10 Z 320.560 +++ Cairn Energy PLC - STND OPT (CNG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 139.000 88.37 0.98 MAR10 180 0.500 81.95 -0.01 129.000 79.72 0.98 MAR10 190 0.500 78.21 -0.02 119.000 70.90 0.98 MAR10 200 0.500 64.15 -0.01 99.000 57.47 0.98 MAR10 220 0.500 60.12 -0.02 79.000 48.58 0.97 MAR10 240 0.500 47.81 -0.03 60.000 42.09 0.94 MAR10 260 1.000 41.02 -0.06 42.000 40.01 0.85 MAR10 280 2.000 34.23 -0.12 33.500 37.24 0.80 MAR10 290 3.000 31.31 -0.17 26.500 38.49 0.70 MAR10 300 5.500 30.83 -0.26 17.500 30.23 0.63 MAR10 310 8.500 30.21 -0.37 12.000 30.09 0.50 MAR10 320 13.500 30.07 -0.50 5.000 30.02 0.27 MAR10 340 26.500 29.97 -0.73 1.500 28.58 0.11 MAR10 360 43.000 29.67 -0.89 0.500 28.35 0.06 MAR10 370 52.500 30.85 -0.92 0.500 29.04 0.04 MAR10 380 62.500 32.11 -0.95 0.500 33.78 0.02 MAR10 400 82.000 36.35 -0.97 0.000 37.24 0.01 MAR10 420 102.000 41.52 -0.98 120.000 46.43 0.97 JUN10 200 0.500 39.27 -0.02 82.500 39.93 0.91 JUN10 240 2.500 36.03 -0.08 65.500 37.73 0.85 JUN10 260 6.000 36.34 -0.15 49.000 35.31 0.77 JUN10 280 10.500 35.64 -0.24 35.500 33.64 0.66 JUN10 300 16.500 33.83 -0.34 24.500 33.01 0.53 JUN10 320 25.000 32.36 -0.47 16.500 32.33 0.41 JUN10 340 36.500 31.23 -0.60 10.500 32.00 0.30 JUN10 360 50.500 30.66 -0.72 6.000 30.91 0.20 JUN10 380 66.500 30.43 -0.81 3.500 30.65 0.13 JUN10 400 84.500 30.32 -0.88 1.000 30.56 0.05 JUN10 440 122.500 32.44 -0.95 57.500 36.86 0.73 SEP10 280 17.500 36.56 -0.27 44.500 35.52 0.64 SEP10 300 25.000 35.36 -0.36 34.000 34.40 0.55 SEP10 320 34.000 34.40 -0.45 25.500 34.16 0.46 SEP10 340 46.000 33.93 -0.54 18.500 33.22 0.37 SEP10 360 59.000 33.29 -0.63 13.500 33.20 0.30 SEP10 380 73.500 32.92 -0.71 9.500 32.45 0.22 SEP10 400 89.500 32.15 -0.78 4.000 31.64 0.12 SEP10 440 124.500 31.29 -0.89 +++ Cincinnati Financial Corp (CNN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.010 +++ CNP Assurances (CNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.5800 +++ Casino Guichard Perrachon SA (CO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.4500 +++ Cobham (COB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 230.500 +++ Cobham - STND FUT (COB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 230.680 JUN10 M 231.090 SEP10 U 231.540 DEC10 Z 232.140 +++ Cofinimmo (COF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 96.1300 +++ Comerica Inc (COM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.410 +++ Continental AG (CON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.4000 +++ ConocoPhillips (COP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.980 +++ ConocoPhillips - Phys FLEX Fut (NQZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16020 47.992 25020 47.496 +++ C&C Group PLC (CP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6690 +++ Compass Group plc - STND FUT (CMP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 447.050 JUN10 M 447.850 SEP10 U 443.950 DEC10 Z 445.100 +++ Compass Group plc (CPG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 446.700 +++ Compass Group plc - STND OPT (CPG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 167.500 67.92 0.99 MAR10 280 0.500 67.92 -0.01 147.500 59.62 0.98 MAR10 300 0.500 59.62 -0.02 127.750 52.51 0.98 MAR10 320 0.750 52.51 -0.02 107.750 44.21 0.97 MAR10 340 0.750 44.21 -0.03 87.750 36.70 0.97 MAR10 360 0.750 36.70 -0.03 68.000 31.55 0.95 MAR10 380 1.000 31.55 -0.05 48.750 26.42 0.91 MAR10 400 1.750 26.42 -0.09 31.500 24.78 0.79 MAR10 420 4.500 24.78 -0.21 24.250 24.18 0.70 MAR10 430 7.000 24.18 -0.30 17.250 23.12 0.60 MAR10 440 10.250 23.12 -0.40 12.250 22.93 0.48 MAR10 450 15.250 22.93 -0.52 8.000 22.68 0.37 MAR10 460 21.000 22.68 -0.64 5.500 23.08 0.27 MAR10 470 28.500 23.08 -0.73 3.250 23.03 0.19 MAR10 480 36.250 23.03 -0.82 0.750 26.23 0.04 MAR10 520 73.750 26.23 -0.96 0.250 32.46 0.02 MAR10 560 113.500 32.46 -0.98 128.500 31.49 0.97 JUN10 320 1.000 31.49 -0.03 109.250 29.28 0.95 JUN10 340 1.750 29.28 -0.05 90.500 27.56 0.92 JUN10 360 3.000 27.76 -0.08 72.500 26.24 0.87 JUN10 380 5.000 26.31 -0.13 56.250 25.43 0.79 JUN10 400 8.750 25.51 -0.21 41.500 24.59 0.69 JUN10 420 14.250 24.82 -0.31 29.000 23.63 0.58 JUN10 440 21.750 23.89 -0.42 19.750 23.52 0.45 JUN10 460 32.250 23.82 -0.55 12.500 23.05 0.33 JUN10 480 45.000 23.26 -0.67 1.500 22.66 0.06 JUN10 560 114.000 22.66 -0.95 94.500 29.44 0.87 SEP10 360 9.000 29.44 -0.15 61.250 25.97 0.75 SEP10 400 16.500 26.04 -0.27 47.750 25.33 0.66 SEP10 420 23.500 25.41 -0.35 36.250 24.70 0.57 SEP10 440 32.000 24.79 -0.45 27.250 24.66 0.47 SEP10 460 43.250 24.77 -0.54 20.000 24.53 0.38 SEP10 480 56.250 24.53 -0.63 4.500 23.41 0.12 SEP10 560 120.500 23.46 -0.89 +++ Capita Plc (CPI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 702.000 +++ Capita Plc - STND OPT (CPI/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 142.500 30.21 0.99 MAR10 560 0.500 34.36 -0.02 103.500 28.72 0.96 MAR10 600 1.500 29.86 -0.05 66.500 25.27 0.88 MAR10 640 4.500 26.45 -0.13 33.000 21.87 0.69 MAR10 680 11.500 22.77 -0.32 20.000 20.34 0.54 MAR10 700 18.500 21.19 -0.47 11.000 19.38 0.36 MAR10 720 29.500 20.53 -0.63 5.000 18.53 0.21 MAR10 740 43.000 19.83 -0.78 2.500 19.62 0.12 MAR10 760 60.000 19.86 -0.88 1.000 19.08 0.05 MAR10 780 79.000 19.85 -0.95 0.500 19.37 0.02 MAR10 800 98.500 20.66 -0.98 0.000 21.35 0.01 MAR10 840 138.500 27.40 -0.98 0.000 23.45 0.00 MAR10 880 179.000 36.53 -0.97 72.500 23.33 0.79 JUN10 640 17.000 23.64 -0.27 42.500 20.92 0.62 JUN10 680 29.500 21.63 -0.42 21.500 19.53 0.41 JUN10 720 49.500 19.93 -0.61 9.000 18.50 0.22 JUN10 760 77.500 18.96 -0.78 3.500 18.32 0.10 JUN10 800 112.000 18.78 -0.90 1.000 17.26 0.03 JUN10 840 150.000 19.49 -0.95 0.500 17.98 0.01 JUN10 880 189.000 19.86 -0.98 +++ Capita Plc - STND FUT (CPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 702.550 JUN10 M 692.540 SEP10 U 687.870 DEC10 Z 689.650 +++ Carpetright (CPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 892.000 +++ Carpetright - STND FUT (CPR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 892.700 JUN10 M 894.290 SEP10 U 896.020 DEC10 Z 898.330 +++ Carphone Warehouse Group (CPW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 186.200 +++ Carphone Warehouse Group - STND FUT (CPW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 186.350 JUN10 M 186.680 SEP10 U 183.360 DEC10 Z 182.060 +++ CRH PLC (CR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.9900 +++ Croda International (CRD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 790.000 +++ Croda International - STND FUT (CRD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 790.620 JUN10 M 792.030 SEP10 U 793.560 DEC10 Z 795.610 +++ Credito Emiliano SpA (CRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.9000 +++ Banca Carige SpA (CRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.8250 +++ Criteria Caixacorp SA (CRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.1170 +++ Carbone Lorraine (CRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.3100 +++ CROCS Inc (CRO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.230 +++ Cisco Systems Inc - Physical STND FUT (COX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 23.833 MAR10 H 23.838 APR10 J 23.844 JUN10 M 23.864 +++ Cisco Systems INC (CSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.830 +++ Credit Suisse Group - Euro Cash FLEX Opt (CHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.998 34.04 0.13 21122 800 +++ Credit Suisse Group - Amer Phys FLEX Opt (CHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19020 450 2.236 49.96 -0.61 0.014 51.63 0.01 19020 540 0.002 55.59 0.00 19020 580 19030 440 2.795 46.90 -0.48 0.370 43.38 0.13 19030 520 0.042 44.84 0.02 19030 600 0.090 33.05 0.03 18060 640 1.508 31.69 0.23 17120 560 15.114 39.25 -0.70 +++ Credit Suisse Group (CSG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.760 +++ Credit Suisse Group - STND FUT (CSG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 43.760 MAR10 H 43.770 APR10 J 43.790 JUN10 M 43.300 +++ CSM (CSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.7000 +++ Societa Cattolica di Assicurazioni SCRL (CSS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.7000 +++ Tullett Prebon plc (CST/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 272.000 +++ Tullett Prebon plc - STND FUT (CST/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 272.210 JUN10 M 272.700 SEP10 U 273.230 DEC10 Z 273.930 +++ Central European Media (CT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- +++ Colt Telecom Group plc - STND FUT (COL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 122.900 JUN10 M 123.110 SEP10 U 123.350 DEC10 Z 123.670 +++ Colt Telecom Group plc (CTM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 122.800 +++ Caterpillar Inc (CTP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.850 +++ Centrica plc - STND FUT (CNA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 266.710 JUN10 M 257.920 SEP10 U 258.420 DEC10 Z 255.080 +++ Centrica PLC (CTR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 266.500 +++ Centrica Plc - STND OPT (CTR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 86.750 7.34 1.00 MAR10 180 0.000 48.00 -0.01 66.750 24.23 1.00 MAR10 200 0.250 45.00 -0.02 56.750 22.30 1.00 MAR10 210 0.250 37.13 -0.02 46.750 16.04 1.00 MAR10 220 0.500 32.94 -0.03 36.750 16.69 1.00 MAR10 230 0.750 29.15 -0.06 27.000 18.39 0.96 MAR10 240 1.000 24.11 -0.09 18.250 20.69 0.84 MAR10 250 1.750 21.66 -0.17 11.000 20.42 0.66 MAR10 260 4.500 20.82 -0.34 5.500 20.21 0.44 MAR10 270 9.000 20.11 -0.56 2.500 20.29 0.25 MAR10 280 16.000 21.06 -0.75 1.500 22.72 0.14 MAR10 290 24.500 21.80 -0.87 0.750 23.78 0.07 MAR10 300 34.000 24.13 -0.93 0.250 28.00 0.03 MAR10 320 53.750 31.02 -0.96 0.000 29.00 0.01 MAR10 340 73.750 36.83 -0.98 47.000 19.67 0.98 JUN10 220 2.250 24.00 -0.12 37.750 21.86 0.93 JUN10 230 3.750 22.82 -0.18 28.750 21.31 0.86 JUN10 240 6.250 22.16 -0.27 14.250 20.41 0.62 JUN10 260 13.750 20.52 -0.50 5.750 20.60 0.33 JUN10 280 27.000 20.39 -0.73 2.000 20.53 0.14 JUN10 300 44.000 20.31 -0.89 1.000 23.41 0.08 JUN10 320 62.500 16.91 -0.98 48.000 24.23 0.93 SEP10 220 5.000 24.32 -0.17 30.750 22.69 0.79 SEP10 240 10.000 22.86 -0.31 17.750 22.12 0.57 SEP10 260 18.500 21.85 -0.48 9.750 21.87 0.37 SEP10 280 31.000 21.75 -0.66 5.000 21.77 0.22 SEP10 300 46.500 21.52 -0.80 2.500 21.73 0.12 SEP10 320 64.500 22.62 -0.88 +++ Aviva plc - Amer Phys FLEX Opt (AVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 286.710 10.00 1.00 15020 69 291.750 46.54 1.00 20040 64 12.460 36.63 0.23 17120 460 +++ Aviva Plc - STND FUT (CGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 355.980 JUN10 M 342.840 SEP10 U 343.500 DEC10 Z 334.870 +++ Aviva plc (CUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 355.700 +++ Aviva plc - STND OPT (CUA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 36.750 43.29 0.92 FEB10 320 1.000 43.21 -0.08 20.250 41.66 0.74 FEB10 340 4.250 40.61 -0.26 8.000 38.64 0.45 FEB10 360 12.250 38.26 -0.55 4.500 38.41 0.30 FEB10 370 18.750 38.30 -0.70 2.250 38.42 0.18 FEB10 380 26.500 38.53 -0.82 1.250 39.49 0.11 FEB10 390 35.250 37.19 -0.91 0.750 41.25 0.06 FEB10 400 45.000 41.00 -0.94 0.500 42.85 0.04 FEB10 410 54.500 38.96 -0.98 0.250 45.27 0.02 FEB10 420 64.500 42.51 -0.98 0.250 47.69 0.02 FEB10 430 74.500 45.66 -0.99 0.250 50.84 0.01 FEB10 440 84.250 49.59 -0.99 0.000 54.47 0.00 FEB10 460 104.500 60.17 -0.99 176.000 83.91 1.00 MAR10 180 0.250 82.38 0.00 156.000 70.96 1.00 MAR10 200 0.250 76.86 -0.01 146.750 86.68 0.98 MAR10 210 0.250 71.66 -0.01 136.000 59.22 0.99 MAR10 220 0.250 67.40 -0.01 126.750 73.50 0.97 MAR10 230 0.500 62.78 -0.01 116.500 61.72 0.98 MAR10 240 0.500 58.74 -0.02 96.750 53.12 0.97 MAR10 260 0.750 53.89 -0.03 77.500 49.57 0.94 MAR10 280 1.750 49.73 -0.06 58.000 40.28 0.91 MAR10 300 3.000 45.09 -0.11 43.000 44.76 0.79 MAR10 320 7.250 45.53 -0.22 30.000 45.98 0.65 MAR10 340 12.750 42.92 -0.35 18.500 43.44 0.50 MAR10 360 21.750 41.66 -0.51 14.500 43.02 0.42 MAR10 370 27.500 41.08 -0.59 10.750 42.32 0.35 MAR10 380 34.000 40.35 -0.66 8.500 43.49 0.29 MAR10 390 41.250 40.19 -0.73 6.250 43.43 0.23 MAR10 400 49.500 40.75 -0.79 4.000 41.16 0.17 MAR10 410 57.750 40.44 -0.84 3.750 44.74 0.15 MAR10 420 66.750 40.31 -0.88 3.000 45.64 0.12 MAR10 430 75.750 39.81 -0.92 1.250 40.83 0.07 MAR10 440 85.250 39.98 -0.94 0.750 41.48 0.04 MAR10 460 104.750 40.65 -0.97 0.250 41.04 0.02 MAR10 480 124.500 41.44 -0.99 0.000 47.53 0.00 MAR10 560 204.250 45.49 -1.00 44.000 44.14 0.77 APR10 320 14.250 41.94 -0.32 30.250 42.27 0.64 APR10 340 22.500 40.43 -0.45 19.750 41.42 0.49 APR10 360 33.750 39.77 -0.58 15.750 41.48 0.42 APR10 370 40.500 39.42 -0.64 12.000 40.28 0.35 APR10 380 47.500 38.96 -0.71 9.250 40.16 0.29 APR10 390 55.000 38.52 -0.76 7.000 40.12 0.24 APR10 400 63.500 38.83 -0.80 5.250 39.65 0.19 APR10 410 72.000 38.57 -0.84 4.000 39.56 0.15 APR10 420 81.000 38.65 -0.87 3.000 40.09 0.12 APR10 430 90.250 39.62 -0.90 2.250 40.19 0.09 APR10 440 99.250 37.84 -0.93 1.500 40.93 0.06 APR10 460 118.000 32.73 -0.98 196.000 81.93 0.99 JUN10 160 1.000 66.33 -0.02 176.000 70.04 0.99 JUN10 180 1.250 60.70 -0.02 156.000 59.52 0.99 JUN10 200 2.000 56.12 -0.04 136.000 50.29 0.99 JUN10 220 3.000 51.96 -0.06 116.500 51.13 0.97 JUN10 240 4.750 49.58 -0.09 97.750 49.21 0.94 JUN10 260 7.250 47.20 -0.13 79.500 45.90 0.89 JUN10 280 10.750 44.87 -0.19 63.500 45.18 0.81 JUN10 300 16.000 43.02 -0.26 47.750 41.66 0.72 JUN10 320 22.250 41.02 -0.34 35.750 41.01 0.60 JUN10 340 31.000 39.96 -0.44 26.000 39.84 0.49 JUN10 360 42.000 38.98 -0.54 19.000 39.91 0.39 JUN10 380 55.000 38.50 -0.63 13.250 39.05 0.30 JUN10 400 69.500 37.53 -0.72 9.000 38.15 0.22 JUN10 420 86.000 38.01 -0.78 6.000 37.93 0.16 JUN10 440 103.250 37.71 -0.84 4.000 37.80 0.12 JUN10 460 121.250 37.26 -0.89 3.000 38.86 0.09 JUN10 480 139.750 36.92 -0.93 0.250 36.11 0.02 JUN10 560 217.750 36.90 -0.99 55.750 41.90 0.67 SEP10 320 31.250 40.94 -0.35 44.500 40.37 0.58 SEP10 340 40.000 39.59 -0.43 35.000 39.27 0.50 SEP10 360 51.000 38.82 -0.50 27.250 38.48 0.43 SEP10 380 63.000 37.77 -0.58 21.250 38.11 0.36 SEP10 400 76.500 36.89 -0.65 15.500 36.90 0.29 SEP10 420 91.750 36.56 -0.72 11.500 36.45 0.23 SEP10 440 108.000 36.41 -0.77 8.750 36.28 0.19 SEP10 460 124.750 35.49 -0.83 7.000 36.87 0.15 SEP10 480 142.000 34.29 -0.88 3.250 39.82 0.08 SEP10 560 218.500 34.57 -0.96 196.000 62.75 1.00 DEC10 160 3.250 53.44 -0.04 176.000 58.70 0.99 DEC10 180 5.500 52.62 -0.06 156.250 52.23 0.99 DEC10 200 8.000 50.41 -0.09 137.000 50.60 0.96 DEC10 220 11.250 48.54 -0.12 119.000 48.93 0.92 DEC10 240 15.000 46.34 -0.16 86.250 45.06 0.80 DEC10 280 26.250 43.64 -0.26 59.750 41.83 0.65 DEC10 320 42.000 40.81 -0.38 40.250 40.04 0.51 DEC10 360 63.250 39.07 -0.51 32.250 38.92 0.45 DEC10 380 75.250 37.87 -0.58 25.750 38.21 0.38 DEC10 400 89.250 37.39 -0.64 20.000 37.32 0.32 DEC10 420 104.000 36.66 -0.69 15.750 36.79 0.27 DEC10 440 120.250 36.73 -0.74 10.000 36.47 0.19 DEC10 480 154.250 36.12 -0.82 4.250 37.09 0.09 DEC10 560 228.500 36.56 -0.91 121.750 50.12 0.88 JUN11 240 23.000 43.00 -0.20 87.750 42.01 0.78 JUN11 280 38.750 42.01 -0.30 67.000 42.40 0.64 JUN11 320 53.250 37.36 -0.41 50.250 41.64 0.54 JUN11 360 84.500 41.64 -0.49 36.750 40.63 0.44 JUN11 400 111.500 40.63 -0.59 25.750 39.20 0.34 JUN11 440 140.750 39.20 -0.67 17.750 38.00 0.26 JUN11 480 172.500 38.00 -0.75 9.000 37.33 0.15 JUN11 560 243.250 37.33 -0.86 199.750 81.43 0.95 DEC11 160 18.000 58.60 -0.10 179.750 70.02 0.94 DEC11 180 24.250 57.56 -0.13 158.750 58.00 0.94 DEC11 200 28.500 54.54 -0.16 139.250 50.85 0.92 DEC11 220 32.750 50.85 -0.19 124.000 50.00 0.85 DEC11 240 40.000 49.67 -0.23 97.750 46.96 0.74 DEC11 280 56.250 46.96 -0.30 78.750 46.22 0.65 DEC11 320 74.000 43.50 -0.39 56.750 41.58 0.55 DEC11 360 96.500 41.58 -0.48 41.750 39.43 0.45 DEC11 400 121.250 39.43 -0.57 30.250 37.81 0.37 DEC11 440 149.500 37.81 -0.65 22.500 37.04 0.29 DEC11 480 181.000 37.04 -0.72 11.750 35.67 0.18 DEC11 560 248.750 35.67 -0.83 91.750 50.00 0.67 DEC12 320 105.000 50.00 -0.36 63.000 41.00 0.57 DEC12 360 114.750 41.00 -0.46 49.000 39.00 0.48 DEC12 400 139.250 39.00 -0.54 38.750 38.00 0.41 DEC12 440 167.500 38.00 -0.60 23.500 33.10 0.31 DEC12 480 190.500 33.10 -0.71 +++ Chevron Corp (CVX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 71.200 +++ Costco Wholesale Corp (CWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.290 +++ CBS Corp (CXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.800 +++ JSC Chelyabinsk Zinc Plant (CZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.000 +++ Davide Campari - Milano (DA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.0850 +++ Daimler AG (DAI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.720 +++ Danske Bank A/S (DAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 125.00 +++ Danske Bank A/S Physical - STND FUT (DNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 125.00 MAR10 H 125.10 APR10 J 125.30 JUN10 M 125.60 +++ Deutsche Bank AG (DB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.140 +++ Deutsche Bank AG - Euro Cash FLEX Opt (DBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.0062 33.32 0.17 17120 6000 18.1924 31.85 -0.85 2.4141 35.21 0.24 21122 7000 +++ Deutsche Bank AG (DBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.1000 +++ Deutsche Bank AG - STND FUT (DBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 43.1063 MAR10 H 43.1201 APR10 J 43.1370 JUN10 M 42.2160 +++ Deutsche Bank AG - Amer Phys FLEX Opt (DBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19020 5000 6.9292 43.60 -0.97 19030 3800 0.6888 46.20 -0.18 18060 4800 7.3813 35.83 -0.69 0.1932 34.46 0.06 18060 6000 17120 3000 1.5701 44.17 -0.15 +++ Deutsche Bank AG - Amer Cash FLEX Opt (DBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 4200 1.8569 42.82 -0.40 19030 4600 4.0623 40.40 -0.66 0.3780 39.69 0.14 19030 5000 7.2700 40.06 -0.86 0.0707 41.74 0.03 19030 5600 17120 2000 0.3054 51.02 -0.03 2.4203 34.97 0.32 17120 5200 11.8473 34.39 -0.69 1.0062 33.32 0.17 17120 6000 18.4225 31.85 -0.86 3.5920 36.43 0.35 16121 5600 17.1034 27.04 -0.77 +++ Deutsche Bank AG - Euro Phys FLEX Opt (DBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6744 39.59 0.22 19030 4800 5.5548 39.69 -0.78 1.7438 37.15 0.32 18060 4800 7.3671 35.83 -0.69 1.2562 36.49 0.25 18060 5000 8.8552 34.77 -0.76 0.6427 32.95 0.12 17120 6400 21.7600 30.60 -0.90 0.1715 32.63 0.04 17120 7600 33.3335 32.63 -0.96 0.0094 35.00 0.00 17120 11000 66.8417 35.00 -1.00 +++ Deutsche Boerse AG (DBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.1050 +++ Deutsche Boerse AG - Euro Cash FLEX Opt (FVJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0103 30.44 0.00 17120 10000 +++ Deutsche Boerse AG - Amer Phys FLEX Opt (FVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0097 37.88 0.00 18060 8400 +++ Deutsche Boerse AG - Euro Phys FLEX Opt (FVX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4778 29.49 0.13 18060 5500 11.1621 32.47 -0.84 +++ Deutsche Boerse AG - Cash FLEX Fut (FVY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 46.1235 +++ DCC PLC (DC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.7650 +++ Dairy Crest Group (DCG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 340.400 +++ Dairy Crest Group - STND FUT (DCG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 340.670 JUN10 M 341.270 SEP10 U 341.930 DEC10 Z 342.820 +++ Danisco A/S (DCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 345.20 +++ Daimler AG - Amer Phys FLEX Opt (DCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19020 3200 0.4871 44.64 -0.29 1.2807 36.32 0.46 19030 3400 19030 3500 2.5519 35.43 -0.64 +++ Daimler AG (DCY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.3100 +++ Daimler AG - STND FUT (DCY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 33.3148 MAR10 H 33.3255 APR10 J 32.8386 JUN10 M 32.8993 +++ Du Pont (E.I.) De Nemours (DD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.630 +++ Dimension Data Holdings (DDH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.000 +++ Dimension Data Holdings - STND FUT (DDH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 80.060 JUN10 M 80.210 SEP10 U 80.360 DEC10 Z 80.570 +++ Deutsche Euroshop AG (DE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.4500 +++ Debenhams PLC (DEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 66.000 +++ JC Decaux SA (DEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.7350 +++ Dexia (DEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2130 +++ Dexia - STND FUT (DEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 4.2140 MAR10 H 4.2150 APR10 J 4.2170 JUN10 M 4.2240 +++ Delhaize Group (DEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.0200 +++ Delhaize Group - Amer Phys FLEX Opt (FQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0553 21.81 0.02 17120 8500 +++ Dexia - Amer Phys FLEX Opt (DEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1800 34.81 0.19 21122 800 +++ Dexia (DEX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2130 +++ Dexia - Euro Phys FLEX Opt (DEX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0010 34.31 0.00 18060 720 0.0001 33.17 0.00 18060 800 0.1542 34.74 0.18 16121 700 2.9718 34.74 -0.82 +++ Vinci SA - Cash FLEX Fut (DFY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 38.0652 +++ Vinci SA (DG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.0500 +++ Dragon Oil Plc (DGO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.9300 +++ Americansourcebergen Corp (DH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.150 +++ Amylin Pharmaceuticlas Inc (DI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.420 +++ DSG International plc (DIX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.000 +++ DSG International plc - STND OPT (DIX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 22.000 76.67 1.00 MAR10 8 0.000 76.67 0.00 14.000 68.50 1.00 MAR10 16 0.000 68.50 0.00 10.000 62.74 0.98 MAR10 20 0.000 62.74 -0.02 6.250 55.78 0.91 MAR10 24 0.250 55.78 -0.09 3.000 49.81 0.69 MAR10 28 1.000 49.81 -0.31 2.000 48.58 0.53 MAR10 30 2.000 48.58 -0.47 1.000 46.34 0.37 MAR10 32 3.000 46.34 -0.63 0.500 44.48 0.22 MAR10 34 4.500 44.48 -0.78 0.250 49.41 0.15 MAR10 36 6.250 43.60 -0.88 0.250 59.06 0.13 MAR10 38 8.000 42.97 -0.95 0.000 42.23 0.02 MAR10 40 10.000 42.23 -0.98 0.000 39.86 0.00 MAR10 44 14.000 39.86 -1.00 0.000 37.87 0.00 MAR10 48 18.000 37.87 -1.00 14.250 71.34 0.95 JUN10 16 0.250 71.34 -0.05 10.750 65.53 0.89 JUN10 20 0.750 65.53 -0.11 7.500 57.29 0.80 JUN10 24 1.500 57.29 -0.20 4.750 51.38 0.65 JUN10 28 2.500 51.38 -0.35 2.500 46.48 0.47 JUN10 32 4.500 46.48 -0.53 1.250 44.64 0.30 JUN10 36 7.250 44.64 -0.71 0.500 41.88 0.16 JUN10 40 10.500 41.88 -0.85 0.250 40.92 0.08 JUN10 44 14.250 40.92 -0.93 0.000 40.44 0.03 JUN10 48 18.000 40.44 -0.97 8.250 55.21 0.77 SEP10 24 2.250 55.21 -0.23 5.500 48.92 0.65 SEP10 28 3.500 48.92 -0.35 3.750 49.28 0.51 SEP10 32 5.750 49.28 -0.49 2.500 47.42 0.38 SEP10 36 8.250 47.42 -0.62 1.250 44.00 0.26 SEP10 40 11.250 44.00 -0.75 0.500 42.90 0.11 SEP10 48 18.250 42.90 -0.90 +++ DSG International plc - STND FUT (DXN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 30.020 JUN10 M 30.080 SEP10 U 30.140 DEC10 Z 30.210 +++ CR Bard Inc (DJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.420 +++ Beckman Coulter Inc (DK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.200 +++ Becton Dickinson & Co (DL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.020 +++ De La Rue (DLA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 945.000 +++ De La Rue - STND FUT (DLA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 945.740 JUN10 M 947.420 SEP10 U 949.260 DEC10 Z 951.710 +++ Dell Inc (DLL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.670 +++ Celgene Corp (DM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.960 +++ Daily Mail & General Trust (A Shs) (DMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 446.000 +++ Daily Mail & General Trust (A Shs) - STND FUT (DMG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 446.350 JUN10 M 447.140 SEP10 U 448.010 DEC10 Z 449.170 +++ DNO International ASA (DN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3600 +++ DNB NOR ASA (DNB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.7000 +++ Cigna Corp (DO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.770 +++ Deutsche Postbank AG (DPB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.2700 +++ Deutsche Post AG (DPW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.2100 +++ Deutsche Post AG - STND FUT (DPW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 12.2118 MAR10 H 12.2157 APR10 J 12.2205 JUN10 M 11.6421 +++ Deutsche Post AG - Euro Phys FLEX Opt (DPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.0018 37.87 0.79 18060 1000 0.3170 35.70 -0.20 +++ Coventry Health Care Inc (DQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.980 +++ Drax Group Plc - STND FUT (DQA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 408.020 JUN10 M 398.680 SEP10 U 399.460 DEC10 Z 400.490 +++ Drax Group Plc (DRX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 407.700 +++ Davita Inc (DS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.260 +++ Koninklijke DSM N.V (DSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.6900 +++ Koninklijke DSM N.V - STND FUT (DSM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 33.6950 MAR10 H 33.7060 APR10 J 33.1190 JUN10 M 33.1800 +++ Koninklijke DSM NV - Amer Phys FLEX Opt (DSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.9000 24.93 0.23 17120 4000 +++ DSV A/S (DSV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 89.15 +++ Quest Diagnostics (DT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.330 +++ Dow Chemical Co/The (DTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.720 +++ DTE Energy Co (DTC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.910 +++ Deutsche Telekom AG (DTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.3720 +++ Deutsche Telekom AG - STND FUT (DTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 9.3734 MAR10 H 9.3764 APR10 J 9.3800 JUN10 M 8.6162 +++ Deutsche Telekom AG - Amer Phys FLEX Opt (DTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0284 24.53 0.08 19030 1050 17120 1000 1.6337 23.12 -0.73 0.1518 23.83 0.17 17120 1100 0.0740 24.20 0.09 17120 1200 0.0120 26.60 0.02 17120 1500 +++ Deutsche Telekom AG - Euro Phys FLEX Opt (DTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.2437 28.56 0.67 17120 800 0.5463 27.60 -0.33 0.6790 25.76 0.49 17120 900 0.9736 24.97 -0.52 0.1504 23.83 0.17 17120 1100 2.4157 21.81 -0.86 0.0258 23.22 0.04 17120 1300 4.3070 23.22 -0.96 0.1684 24.48 0.16 17061 1100 3.0114 17.40 -0.93 0.5561 27.27 0.35 16121 1000 2.2998 23.83 -0.69 0.3278 25.73 0.24 16121 1100 3.0113 20.53 -0.83 0.1778 24.42 0.15 16121 1200 3.9866 24.42 -0.85 +++ Edwards Lifesciences Corp (DU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 88.410 +++ Gilead Sciences Inc (DV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.230 +++ Devon Energy Corp (DVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 67.240 +++ Davis Service Group (DVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 393.500 +++ Davis Service Group - STND FUT (DVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 393.810 JUN10 M 378.300 SEP10 U 379.030 DEC10 Z 380.010 +++ Derwent London plc (DWV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1283.000 +++ Derwent London plc - STND FUT (DWV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 1284.010 JUN10 M 1267.670 SEP10 U 1270.120 DEC10 Z 1273.400 +++ Hologic Inc (DX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.030 +++ Duke Energy Corp (DXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.500 +++ Duke Energy Corp - Cash FLEX Fut (DXD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19020 16.541 +++ Dexia (DXB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2130 +++ Dexia - Amer Phys FLEX Opt (JKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0300 37.33 0.06 18060 600 1.8100 37.33 -0.94 +++ Dexia - Euro Phys FLEX Opt (JKX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0010 34.31 0.00 18060 720 0.0001 33.17 0.00 18060 800 +++ Hospira Inc (DY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.060 +++ Halliburton Co (DYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.860 +++ Intuitive Surgical Inc (DZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 328.080 +++ Archer-Daniels-Midland Co (DZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.390 +++ Elan Corp PLC (EA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2500 +++ Laboratory Crp of Amer hldings (EB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 70.700 +++ Erste Group Bank AG (EBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.6000 +++ Erste Group Bank AG - Cash FLEX Fut (EBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 25.6103 +++ Mckesson Corp (EC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.220 +++ Electrocomponents (ECM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 181.000 +++ Electrocomponents - STND FUT (ECM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 181.140 JUN10 M 181.460 SEP10 U 181.820 DEC10 Z 182.280 +++ Euro Aero Defense and Space - Amer Phys FLEX Opt (EAQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0100 39.78 0.03 19020 1600 0.4400 34.40 0.40 19030 1450 0.9200 34.40 -0.60 1.7600 37.22 0.68 18060 1300 +++ Euro Aero Defense and Space - Euro Phys FLEX Opt (EAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3697 31.31 0.26 18060 1600 +++ European Aeronautic Defence and Space Company (EDA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.0100 +++ European Aeronautic Defence and Space Company (EDA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 14.0120 MAR10 H 14.0170 APR10 J 14.0220 JUN10 M 13.9180 +++ Electricite de France - Amer Phys FLEX Opt (DAQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 3700 0.8800 25.98 -0.37 +++ Electricite de France (EDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.9000 +++ Electricite de France - STND FUT (EDF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 37.9060 MAR10 H 37.9180 APR10 J 37.9330 JUN10 M 37.4020 +++ Edison SpA (EDN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0110 +++ Energias de Portugal SA (EDP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.7030 +++ EDP Renovaveis, S.A (EDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.8500 +++ Medco Health Solutions Inc (EE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.260 +++ Essilor International SA (EF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.2750 +++ FTSEurofirst 80 (EFE/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3419.060 +++ FTSEurofirst 80 - Euro FLEX Index Opt (YFE/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21.220 21.74 0.07 17120 4500 1194.290 21.74 -0.89 +++ FTSEurofirst 100 (EFP/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3090.850 +++ Mota Engil SGPS (EG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.0000 +++ Mednax Inc (EH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.040 +++ Egis PLC (EI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18600.0 +++ Thermo Fisher Scientific Inc (EK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.150 +++ Ekornes ASA (EKO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 125.5000 +++ Elisa Oyj (EL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.0000 +++ Endesa SA (ELE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.1300 +++ Electrolux AB (ELT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 152.4000 +++ EMC Corp/Massachusetts (EMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.010 +++ Man Group Plc (EMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 214.900 +++ Man Group Plc - STND OPT (EMG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 22.500 49.56 0.70 MAR10 200 7.500 50.07 -0.30 16.250 48.09 0.59 MAR10 210 11.250 48.13 -0.41 14.750 51.69 0.54 MAR10 215 14.750 51.84 -0.47 11.500 48.15 0.48 MAR10 220 16.250 47.77 -0.53 9.500 48.18 0.42 MAR10 225 19.500 47.99 -0.58 7.750 48.01 0.37 MAR10 230 22.750 48.08 -0.63 6.250 47.45 0.31 MAR10 235 26.250 47.89 -0.69 5.250 48.19 0.27 MAR10 240 30.500 49.30 -0.72 4.250 48.09 0.23 MAR10 245 34.500 49.19 -0.77 3.250 47.64 0.19 MAR10 250 38.250 47.19 -0.81 2.500 50.82 0.15 MAR10 260 46.750 46.75 -0.88 1.250 47.77 0.09 MAR10 270 56.000 46.75 -0.92 1.250 52.61 0.08 MAR10 280 65.500 46.22 -0.95 1.000 54.61 0.06 MAR10 290 75.250 46.29 -0.97 0.750 56.88 0.05 MAR10 300 85.250 45.81 -0.99 0.500 59.38 0.04 MAR10 310 95.000 45.48 -1.00 0.500 62.11 0.03 MAR10 320 105.000 45.13 -1.00 0.500 65.02 0.03 MAR10 330 115.000 44.75 -1.00 0.500 68.11 0.03 MAR10 340 125.000 52.14 -1.00 0.500 76.21 0.03 MAR10 360 145.000 52.47 -1.00 0.250 78.25 0.02 MAR10 380 165.000 52.45 -1.00 0.250 79.80 0.01 MAR10 400 185.000 52.05 -1.00 30.250 44.02 0.66 JUN10 200 15.000 44.05 -0.34 25.000 43.68 0.59 JUN10 210 19.750 43.82 -0.41 20.250 43.10 0.52 JUN10 220 24.750 43.26 -0.48 16.250 43.00 0.45 JUN10 230 31.000 43.19 -0.55 12.750 42.49 0.38 JUN10 240 37.500 42.94 -0.62 7.750 42.16 0.27 JUN10 260 52.750 43.04 -0.73 4.750 42.28 0.18 JUN10 280 69.750 43.37 -0.81 2.750 42.10 0.12 JUN10 300 87.500 42.56 -0.88 1.750 42.25 0.07 JUN10 320 106.500 43.40 -0.92 1.000 42.20 0.05 JUN10 340 126.000 45.16 -0.95 0.500 42.08 0.03 JUN10 360 145.500 44.57 -0.97 0.500 43.77 0.02 JUN10 380 165.500 49.80 -0.97 0.250 46.31 0.02 JUN10 400 186.000 57.58 -0.95 31.500 44.71 0.66 SEP10 200 26.000 42.19 -0.43 26.250 44.08 0.59 SEP10 210 31.500 41.36 -0.50 21.250 42.83 0.52 SEP10 220 37.250 40.21 -0.56 17.500 42.44 0.45 SEP10 230 44.000 39.87 -0.62 14.250 42.23 0.39 SEP10 240 51.250 39.45 -0.67 9.750 42.35 0.29 SEP10 260 67.000 38.50 -0.77 6.250 41.71 0.21 SEP10 280 84.000 37.34 -0.85 4.250 41.63 0.15 SEP10 300 101.750 34.67 -0.92 2.750 41.57 0.10 SEP10 320 120.250 28.72 -0.98 1.750 41.48 0.07 SEP10 340 139.750 22.38 -1.00 1.000 41.10 0.05 SEP10 360 159.750 13.86 -1.00 +++ Man Group plc - Amer Phys FLEX Opt (EWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19020 275 60.100 44.01 -1.00 2.480 64.75 0.06 17120 565 376.350 64.75 -0.94 +++ Man Group plc - STND FUT (MAN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 215.070 JUN10 M 215.450 SEP10 U 200.090 DEC10 Z 188.350 +++ Bouygues - Amer Phys FLEX Opt (EHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2700 35.50 0.13 19030 4000 +++ Bouygues SA (EN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.9250 +++ Bouygues SA - STND FUT (EN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 34.9300 MAR10 H 34.9410 APR10 J 34.9550 JUN10 M 33.4170 +++ Enagas (ENG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.1000 +++ Eni SpA (ENI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.3700 +++ Eni SpA - STND FUT (ENI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 16.3720 MAR10 H 16.3780 APR10 J 16.3840 JUN10 M 15.8640 +++ ENI SpA - Amer Phys FLEX Opt (ENQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0264 29.98 0.04 19030 1950 +++ ENI SpA - Euro Phys FLEX Opt (ENX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1050 26.38 0.15 19030 1800 1.7058 26.36 -0.85 0.2215 22.72 0.20 18060 1800 2.2491 19.74 -0.84 1.2004 23.67 0.42 15121 1700 3.0675 24.15 -0.58 1.2022 23.67 0.42 16121 1700 3.0673 24.14 -0.58 +++ Enel SpA - Amer Phys FLEX Opt (ECQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0041 25.00 0.02 17120 566 +++ Enel SpA - Euro Phys FLEX Opt (ECX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5460 28.98 0.71 17120 300 0.1022 20.69 -0.24 0.1291 24.75 0.30 17120 389 0.6507 24.75 -0.70 0.0444 23.99 0.13 17120 442 1.0908 23.99 -0.87 +++ Enel SpA - Phys FLEX Fut (ECZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31030 3.7672 +++ Enel SpA (ENL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7650 +++ Enel SpA - STND FUT (ENL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 3.7660 MAR10 H 3.7670 APR10 J 3.7680 JUN10 M 3.7750 +++ Eniro AB (ENR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.9000 +++ Dentsply Intl Inc (EO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.300 +++ E.ON AG (EOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.9500 +++ E.ON AG - STND FUT (EOA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 25.9538 MAR10 H 25.9621 APR10 J 25.9723 JUN10 M 24.5182 +++ E.ON AG - Amer Phys FLEX Opt (EOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 2200 0.1251 38.08 -0.08 18060 2300 1.0298 29.75 -0.33 18060 2500 1.8606 27.32 -0.52 +++ E.ON AG - Euro Phys FLEX Opt (EOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.7326 26.71 0.59 17120 2400 2.0850 27.13 -0.41 0.5731 23.24 0.21 17120 3000 5.8616 23.73 -0.78 0.2104 22.85 0.09 17120 3333 0.0683 22.55 0.04 17120 3667 11.9240 22.18 -0.97 1.5413 23.85 0.36 16121 2800 5.7602 23.87 -0.64 +++ Varian Inc (EP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.450 +++ CME Group Inc (EPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 287.050 +++ Enterprise Porducts Partners LP (EPP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.990 +++ Wellpoint Inc (EQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.490 +++ Eramet (ERA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 211.2000 +++ Ericsson Telefonaktiebolaget LM (ERC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.3000 +++ Ericsson Telefonaktiebolaget LM - STND FUT (ERC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 72.3080 MAR10 H 72.3280 APR10 J 70.8520 JUN10 M 70.9190 +++ Ericsson Telefonaktiebolaget LM - Amer Phys FLEX O (ERQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3941 26.44 0.13 19030 8000 +++ ERG SpA (ERG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.6100 +++ Euromoney Institutional Investors (ERM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 480.000 +++ Euromoney Institutional Investors - STND FUT (ERM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 480.380 JUN10 M 481.230 SEP10 U 482.160 DEC10 Z 483.410 +++ Zimmer Holdings Inc (ES /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.200 +++ National Bank of Greece SA (ETE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.9000 +++ E*Trade Financial Corp (ETF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.550 +++ Enterprise Inns (ETI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 108.500 +++ Enterprise Inns - STND FUT (ETI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 108.590 JUN10 M 108.780 SEP10 U 108.990 DEC10 Z 109.270 +++ Enterprise Inns - STND OPT (ETP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 36.750 66.60 0.98 MAR10 72 0.250 66.60 -0.02 29.250 63.12 0.94 MAR10 80 0.500 63.12 -0.06 22.000 60.87 0.87 MAR10 88 1.500 60.87 -0.13 18.750 60.75 0.82 MAR10 92 2.250 60.75 -0.18 16.000 60.75 0.76 MAR10 96 3.250 60.75 -0.24 13.250 60.36 0.70 MAR10 100 4.750 60.36 -0.30 7.750 59.17 0.51 MAR10 110 9.250 59.17 -0.49 4.500 59.35 0.34 MAR10 120 15.750 59.35 -0.66 2.000 57.79 0.20 MAR10 130 23.500 57.79 -0.80 1.250 60.21 0.12 MAR10 140 32.500 60.21 -0.88 0.750 63.11 0.07 MAR10 150 42.000 63.11 -0.93 0.500 67.24 0.05 MAR10 160 52.000 67.24 -0.95 0.500 72.78 0.04 MAR10 170 61.750 72.78 -0.96 0.250 77.06 0.03 MAR10 180 71.750 77.06 -0.97 0.250 83.25 0.03 MAR10 190 81.750 83.25 -0.97 0.250 87.87 0.03 MAR10 200 91.750 87.87 -0.98 32.500 61.97 0.85 JUN10 80 4.000 61.97 -0.15 27.000 61.72 0.78 JUN10 88 6.250 61.72 -0.22 24.500 62.07 0.74 JUN10 92 8.000 62.07 -0.26 22.000 60.97 0.70 JUN10 96 9.250 60.97 -0.30 19.750 60.92 0.66 JUN10 100 11.000 60.92 -0.34 14.750 59.01 0.56 JUN10 110 16.000 59.01 -0.44 11.000 58.64 0.46 JUN10 120 22.250 58.64 -0.54 9.000 62.60 0.39 JUN10 130 30.250 62.60 -0.61 6.000 58.52 0.29 JUN10 140 37.250 58.52 -0.71 4.500 59.15 0.23 JUN10 150 45.750 59.15 -0.77 3.250 58.85 0.18 JUN10 160 54.500 58.85 -0.82 2.250 63.01 0.13 JUN10 180 73.500 63.01 -0.88 35.500 60.27 0.81 SEP10 80 6.500 60.27 -0.19 30.500 60.38 0.76 SEP10 88 9.750 60.38 -0.24 28.000 59.26 0.73 SEP10 92 11.000 59.26 -0.27 25.750 59.03 0.69 SEP10 96 12.750 59.03 -0.31 23.750 58.98 0.66 SEP10 100 14.750 58.98 -0.34 18.750 57.13 0.58 SEP10 110 19.750 57.13 -0.42 15.000 56.93 0.50 SEP10 120 26.000 56.93 -0.50 12.000 56.66 0.43 SEP10 130 33.000 56.66 -0.57 9.250 56.16 0.36 SEP10 140 40.250 56.16 -0.64 6.000 56.23 0.26 SEP10 160 57.000 56.23 -0.75 +++ Eutelsat Communications (ETL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.6900 +++ Euro Aero Defense and Space (EUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.0000 +++ Euler Hermes SA (EUL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.0000 +++ Eurasian Natural Resources (EUN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 907.000 +++ Eurasian Natural Resources - Cash Flex Fut (ZLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 907.710 +++ Eurasian Natural Resources - Euro Phys Flex Opt (ZLV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 920 54.180 40.04 -0.51 14.680 40.04 0.23 19030 1010 104.420 41.20 0.46 18031 1010 +++ Evraz Group SA (EV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.680 +++ Ebro Puleva SA (EVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7700 +++ EVN AG (EVN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.6500 +++ EVN AG - Cash FLEX Fut (JRY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19020 12.6515 +++ Exor SpA PRF (EX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.3150 +++ Experian Plc - MATCH USF (EXF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 603.470 JUN10 M 604.550 SEP10 U 597.700 DEC10 Z 599.250 +++ Experian Plc (EXP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 603.000 +++ Experian Plc (EXP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 203.250 36.56 1.00 MAR10 400 0.000 37.99 0.00 183.250 31.02 1.00 MAR10 420 0.000 31.84 0.00 163.250 27.76 1.00 MAR10 440 0.000 28.16 0.00 143.250 23.68 1.00 MAR10 460 0.000 23.68 0.00 123.500 28.39 0.99 MAR10 480 0.000 28.49 -0.01 84.500 27.78 0.95 MAR10 520 1.000 27.78 -0.05 48.250 25.13 0.83 MAR10 560 5.000 25.13 -0.17 32.750 23.86 0.71 MAR10 580 9.250 23.86 -0.29 20.500 23.37 0.55 MAR10 600 17.000 23.37 -0.46 11.000 22.52 0.37 MAR10 620 27.750 22.52 -0.63 5.250 21.90 0.22 MAR10 640 41.750 21.90 -0.78 1.000 22.15 0.06 MAR10 680 77.750 22.15 -0.95 0.000 2.00 0.00 MAR10 720 117.000 2.00 -1.00 165.750 31.18 0.96 JUN10 440 1.750 31.18 -0.04 128.000 28.80 0.92 JUN10 480 4.000 28.80 -0.08 92.500 26.69 0.85 JUN10 520 8.250 26.69 -0.15 61.250 24.88 0.72 JUN10 560 16.750 24.88 -0.28 36.750 23.95 0.55 JUN10 600 32.250 23.95 -0.45 19.500 23.22 0.37 JUN10 640 55.250 23.22 -0.64 9.250 22.69 0.21 JUN10 680 85.000 22.69 -0.79 4.000 22.44 0.11 JUN10 720 120.000 22.44 -0.90 130.500 28.12 0.89 SEP10 480 9.750 28.12 -0.13 68.000 25.28 0.69 SEP10 560 29.250 25.28 -0.34 45.250 24.55 0.54 SEP10 600 47.000 24.55 -0.47 27.500 23.69 0.40 SEP10 640 69.750 23.69 -0.61 16.000 23.13 0.27 SEP10 680 98.500 23.13 -0.74 8.750 22.64 0.17 SEP10 720 131.250 22.64 -0.84 +++ Exor SpA (EXS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.1300 +++ Entergy Corp (EYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 77.070 +++ CEZ AS (EZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 867.00 +++ Easyjet (EZJ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 400.700 +++ Easyjet - STND FUT (EZJ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 401.010 JUN10 M 401.730 SEP10 U 402.500 DEC10 Z 403.540 +++ Aetna Inc (FAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.890 +++ FAES FARMA SA (FAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3400 +++ Farstad Shipping ASA (FAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 142.0000 +++ Frontier Communications Corp (FCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.640 +++ TUI Travel plc (FCD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 257.900 +++ TUI Travel plc - STND FUT (FCD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 258.100 JUN10 M 258.560 SEP10 U 259.060 DEC10 Z 259.730 +++ French Connection Group (FCN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.500 +++ French Connection Group - STND FUT (FCN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 37.530 JUN10 M 37.600 SEP10 U 37.670 DEC10 Z 37.770 +++ Fonciere Des Regions (FDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.0900 +++ Fred. Olsen Energy ASA (FE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 228.4000 +++ Fraport AG Frankfurt Airport Srvcs (FF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.1600 +++ FirstGroup (FGP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 349.100 +++ FirstGroup - STND FUT (FGP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 349.370 JUN10 M 350.000 SEP10 U 350.670 DEC10 Z 351.580 +++ Eiffage SA (FGR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.4950 +++ FHB Mortgage Bank PLC (FH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1305.0 +++ First Horizon National Corp (FHN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.820 +++ X5 Retail Group (FI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.640 +++ Fiat SpA (FIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.2750 +++ Fiat SpA - STND FUT (FIA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 8.2760 MAR10 H 8.2790 APR10 J 8.2820 JUN10 M 8.1270 +++ Fiat SpA - Amer Phys FLEX Opt (FXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0553 40.67 0.07 18060 1200 0.3911 35.93 0.24 17061 1200 +++ Fiat SpA - Euro Phys FLEX Opt (FXX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3608 39.29 0.33 17060 930 1.5137 39.43 -0.67 +++ Fielmann AG (FIE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.9700 +++ Fifth Third Bancorp (FIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.430 +++ Georg Fischer AG (FIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 288.500 +++ Frontline Limited (FL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 153.4000 +++ FLSmidth & Co A/S (FLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 320.80 +++ Flughafen Wien AG (FLU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.4200 +++ Gen-probe Inc (FM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.920 +++ Fresenius Medical Care AG St (FMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.3800 +++ Fresenius Medical Care AG&Co - Amer Phys FLEX Opt (FMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 6.2646 20.72 0.75 16091 3200 3.0546 19.89 0.50 16091 3800 +++ Fresenius Medical Care AG St - Cash FLEX Fut (FMY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 36.3946 +++ Freenet AG (FN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.9860 +++ Finmeccanica SpA (FNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.2900 +++ Finmeccanica SpA - Cash FLEX Fut (FNY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 9.2937 +++ Kraft Foods Inc (FOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.470 +++ Fondiaria-SAI SPA - (savings) (FON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.9250 +++ Fortis - Amer Phys FLEX Opt (FOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0100 54.73 0.00 17120 1674 14.3300 94.43 -0.98 0.0100 54.88 0.02 21122 2400 +++ Fortis (FOR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.4050 +++ Fortis - STND FUT (FOR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 2.4050 MAR10 H 2.4060 APR10 J 2.4070 JUN10 M 2.3810 +++ Fortis - Euro Phys FLEX Opt (FOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0001 54.35 0.00 17120 1500 12.5164 92.85 -0.96 0.0000 53.79 0.00 17120 1600 13.5101 96.86 -0.95 0.0000 54.46 0.00 17120 1700 14.4798 85.97 -0.98 +++ FTSE Eurofirst 300 Index (FOT/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 969.3 +++ Prudential Financial Inc (FPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.370 +++ Forth Ports (FPT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1051.000 +++ Forth Ports - STND FUT (FPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 1051.830 JUN10 M 1053.690 SEP10 U 1055.730 DEC10 Z 1058.460 +++ Valeo SA (FR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.1050 +++ Fortis (FRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.4050 +++ Forest Laboratories Inc (FRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.000 +++ Fortum Oyj (FRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.0700 +++ Fortum Oyj - Cash FLEX Fut (FUY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 18.0772 +++ Fondiaria -Sai SpA (FSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.5500 +++ Fondiaria -Sai SpA - Cash FLEX Fut (JYY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 11.5546 +++ Swedbank AB (FSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.8500 +++ PNC Financial Services Group Inc (FSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.740 +++ France Telecom SA (FTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.4950 +++ France Telecom SA - STND FUT (FTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 16.4970 MAR10 H 16.5030 APR10 J 16.5090 JUN10 M 15.7400 +++ France Telecom SA - Amer Phys FLEX Opt (FTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 1500 0.1100 27.76 -0.14 18060 1600 0.9800 23.05 -0.52 0.6200 22.07 0.44 18060 1700 1.5800 22.07 -0.70 0.3000 21.63 0.26 18060 1800 0.0100 17.52 0.00 18060 2800 17120 1600 1.6800 23.17 -0.54 0.4600 21.83 0.29 17120 1800 +++ France Telecom SA - Euro Phys FLEX Opt (FTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3740 22.07 0.30 18060 1700 0.6717 22.58 0.35 17120 1700 2.3096 22.58 -0.65 0.1263 20.71 0.10 17120 2000 4.7351 20.71 -0.90 16121 1200 0.9702 26.50 -0.26 16121 2400 9.6573 21.62 -0.95 +++ Franklin Resources Inc (FUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 97.800 +++ Fugro NV (FUR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.6950 +++ FedEx Corp (FXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 77.510 +++ GEA Group AG (G1A/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.8000 +++ GEA Group AG - Cash FLEX Fut (GCD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 13.8055 +++ Gas Natural SDG SA (GAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.3100 +++ Gas Natural SDG SA - STND FUT (GAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 13.3120 MAR10 H 13.3160 APR10 J 13.3210 JUN10 M 13.3460 +++ Bilfinger Berger AG (GB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.3950 +++ Bourbon SA (GBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.7800 +++ Groupe Bruxelles Lambert SA (GBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.3500 +++ GDF Suez (GD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.4850 +++ GDF Suez - Amer Phys FLEX Opt (GDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18060 3000 4.5100 24.98 -0.83 1.1758 25.62 0.35 17120 2912 4.9176 25.62 -0.69 16121 3000 7.1600 25.81 -0.68 +++ GDF Suez - Euro Phys FLEX Opt (GDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18060 2200 0.5254 32.40 -0.18 0.8464 25.19 0.27 17120 3000 5.5575 25.19 -0.73 +++ GDF Suez - Phys FLEX Fut (GDZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 26.4956 +++ General Electric Company (GE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.700 +++ General Electric Company - Physical STND FUT (GEX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 15.702 MAR10 H 15.705 APR10 J 15.709 JUN10 M 15.722 +++ Geberit AG (GEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 182.200 +++ Genzyme Corp (GEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.690 +++ Cap Gemini SA (GEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.2200 +++ Assicurazioni Generali SpA (GEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.2400 +++ Assicurazioni Generali SpA - STND FUT (GEN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 16.2420 MAR10 H 16.2480 APR10 J 16.2540 JUN10 M 15.9340 +++ Assicurazioni Generali SpA - Amer Phys FLEX Opt (GXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0657 34.07 0.08 18030 1900 19030 1700 1.1655 33.03 -0.65 0.2002 28.38 0.17 20050 1900 0.1039 28.63 0.10 20050 2000 0.0582 27.44 0.06 18060 2100 17120 1400 0.9862 33.15 -0.28 +++ Assicurazioni Generali SpA - Euro Phys FLEX Opt (GXX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.6799 28.59 0.56 17120 1600 1.7588 30.40 -0.44 +++ Geox SpA (GEO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4950 +++ GAGFAH SA (GF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.4770 +++ Surgutneftegaz (GG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.920 +++ Givaudan - Amer Phys FLEX Opt (GIQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.420 19.08 0.02 19030 10000 +++ Givaudan (GIV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 879.500 +++ EFG Eurobank Ergasias SA (GK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0500 +++ GKN (GKN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 106.400 +++ GKN -STND FUT (GKN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 106.480 JUN10 M 106.670 SEP10 U 106.880 DEC10 Z 107.160 +++ Societe Generale SA (GLE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.8000 +++ Societe Generale SA - STND FUT (GLE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 38.8060 MAR10 H 38.8180 APR10 J 38.8330 JUN10 M 38.3050 +++ Societe Generale - Euro Cash FLEX Opt (GLJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15.0943 51.06 0.88 17120 2464 1.2946 51.06 -0.12 12.0581 47.26 0.82 17120 2843 2.0117 47.26 -0.18 +++ Societe Generale - Amer Phys FLEX Opt (GLQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19020 4000 2.2100 52.89 -0.61 19030 5200 13.2400 34.57 -1.00 0.2900 36.67 0.08 18060 5323 17120 4600 10.0973 36.27 -0.65 1.4300 34.17 0.23 17120 5100 13.8800 34.17 -0.78 0.1900 30.32 0.05 17120 6400 16121 2843 3.2552 40.63 -0.21 2.2900 31.37 0.29 16121 5323 +++ Societe Generale - Amer Cash FLEX Opt (GLU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21122 2843 4.7755 41.08 -0.22 +++ Societe Generale - Euro Phys FLEX Opt (GLX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.2359 33.80 0.21 17120 5213 14.6598 33.80 -0.79 0.0001 28.00 0.00 17120 11016 70.8913 28.00 -1.00 +++ Societe Generale - Cash FLEX Fut (GLY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 04060 38.2828 +++ Galp Energia, SGPS, S.A. (GLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.9100 +++ ITV plc - STND FUT (GAA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 51.340 JUN10 M 51.430 SEP10 U 51.530 DEC10 Z 51.660 +++ ITV plc (GME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.300 +++ ITV plc - STND OPT (GME/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.250 78.40 1.00 MAR10 24 0.000 75.00 0.00 23.250 65.11 1.00 MAR10 28 0.000 69.61 0.00 19.250 56.80 1.00 MAR10 32 0.000 62.46 -0.01 15.250 48.49 0.99 MAR10 36 0.000 55.31 -0.02 11.500 43.51 0.96 MAR10 40 0.250 50.54 -0.06 7.750 42.99 0.88 MAR10 44 0.750 48.13 -0.15 4.750 42.02 0.71 MAR10 48 1.500 44.18 -0.30 2.500 41.06 0.49 MAR10 52 3.250 41.09 -0.51 1.000 39.24 0.27 MAR10 56 5.750 39.89 -0.72 0.250 37.00 0.11 MAR10 60 9.000 39.16 -0.88 0.000 36.84 0.04 MAR10 64 12.750 38.97 -0.95 0.000 43.39 0.01 MAR10 72 20.750 40.12 -1.00 0.000 50.00 0.00 MAR10 80 28.750 53.30 -1.00 20.000 57.22 0.94 JUN10 32 0.500 53.38 -0.05 12.500 43.38 0.86 JUN10 40 1.000 44.48 -0.14 9.250 40.09 0.78 JUN10 44 2.000 42.05 -0.23 6.500 38.99 0.66 JUN10 48 3.250 41.08 -0.34 2.750 37.46 0.39 JUN10 56 7.750 39.77 -0.60 1.750 36.58 0.28 JUN10 60 10.750 39.86 -0.70 1.250 37.68 0.20 JUN10 64 14.000 40.03 -0.79 0.250 42.51 0.05 JUN10 80 28.750 41.04 -0.96 13.500 42.79 0.82 SEP10 40 2.000 44.04 -0.18 8.250 41.90 0.65 SEP10 48 4.750 41.62 -0.35 4.750 40.00 0.46 SEP10 56 9.000 39.06 -0.55 2.250 38.57 0.28 SEP10 64 14.750 37.58 -0.73 0.500 36.72 0.08 SEP10 80 29.000 34.86 -0.94 +++ Gemina SpA (GMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6080 +++ GN Store Nord (GN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.50 +++ Greene King (GNK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 419.200 +++ Greene King - STND FUT (GNK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 419.530 JUN10 M 420.270 SEP10 U 421.090 DEC10 Z 422.180 +++ Diageo plc - STND FUT (DGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 996.040 JUN10 M 997.810 SEP10 U 976.230 DEC10 Z 978.760 +++ Diageo plc - Amer Phys FLEX Opt (DGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 700 11.230 29.08 -0.08 82.530 22.15 0.46 16121 1050 169.910 22.88 -0.56 168.250 23.18 0.67 21122 900 +++ Diageo plc - Euro Phys FLEX Opt (DGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 98.280 23.43 0.60 17120 950 69.210 23.50 -0.40 +++ Diageo PLC (GNS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1010.000 +++ Diageo PLC - STND OPT (GNS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 90.500 26.72 0.98 FEB10 920 0.500 27.99 -0.03 53.000 24.58 0.88 FEB10 960 2.500 24.15 -0.12 36.500 23.98 0.76 FEB10 980 6.000 23.57 -0.23 21.500 21.73 0.61 FEB10 1000 12.000 22.66 -0.39 3.500 22.20 0.17 FEB10 1050 42.500 20.09 -0.85 0.500 25.42 0.03 FEB10 1100 90.000 19.10 -1.00 0.000 25.24 0.00 FEB10 1150 140.000 17.68 -1.00 0.000 17.60 0.00 FEB10 1200 190.000 17.09 -1.00 0.000 18.55 0.00 FEB10 1300 290.000 28.00 -1.00 370.500 63.83 1.00 MAR10 640 0.000 33.75 0.00 330.500 59.27 0.99 MAR10 680 0.000 34.77 0.00 290.500 50.22 0.99 MAR10 720 0.000 34.29 0.00 251.000 45.49 0.99 MAR10 760 0.000 32.87 -0.01 210.500 36.16 0.99 MAR10 800 0.500 30.91 -0.01 170.500 27.64 0.99 MAR10 840 1.000 28.72 -0.03 131.000 24.39 0.98 MAR10 880 3.000 26.60 -0.07 93.500 25.63 0.91 MAR10 920 7.000 24.60 -0.15 57.500 22.83 0.79 MAR10 960 15.000 23.06 -0.30 42.500 22.00 0.69 MAR10 980 21.500 22.29 -0.40 29.500 21.41 0.57 MAR10 1000 30.500 21.55 -0.51 9.000 20.24 0.25 MAR10 1050 63.000 20.87 -0.77 2.000 20.24 0.08 MAR10 1100 106.500 20.88 -0.92 0.500 20.84 0.02 MAR10 1150 155.000 21.69 -0.98 0.500 26.45 0.02 MAR10 1200 204.500 21.26 -1.00 0.500 32.41 0.01 MAR10 1300 304.500 30.55 -1.00 0.000 37.66 0.00 MAR10 1400 404.000 39.09 -1.00 95.000 24.04 0.88 APR10 920 11.500 23.02 -0.20 61.000 21.82 0.74 APR10 960 21.500 21.95 -0.33 47.000 21.42 0.64 APR10 980 28.500 21.40 -0.41 35.000 20.71 0.54 APR10 1000 38.000 21.06 -0.50 14.500 19.83 0.29 APR10 1050 68.000 19.90 -0.72 4.500 18.58 0.12 APR10 1100 108.500 19.41 -0.88 1.000 17.82 0.03 APR10 1150 155.500 19.62 -0.96 1.000 22.09 0.03 APR10 1200 205.000 21.56 -0.98 0.500 26.97 0.01 APR10 1300 304.500 24.71 -1.00 370.500 44.10 1.00 JUN10 640 1.000 35.52 -0.01 290.500 35.87 0.99 JUN10 720 3.000 31.62 -0.03 211.000 28.38 0.97 JUN10 800 6.500 28.09 -0.08 172.000 25.24 0.95 JUN10 840 10.000 26.14 -0.12 135.000 24.36 0.88 JUN10 880 15.000 24.59 -0.18 102.000 23.32 0.78 JUN10 920 24.000 23.56 -0.26 73.500 22.28 0.65 JUN10 960 35.500 22.34 -0.36 50.000 21.46 0.52 JUN10 1000 53.500 21.80 -0.48 14.500 19.98 0.22 JUN10 1100 117.500 20.16 -0.78 3.000 19.67 0.06 JUN10 1200 207.000 20.35 -0.94 0.000 21.30 0.00 JUN10 1400 405.500 29.08 -0.98 144.500 24.87 0.80 SEP10 880 32.000 24.27 -0.26 113.500 23.58 0.72 SEP10 920 44.500 23.45 -0.34 88.000 22.92 0.63 SEP10 960 61.500 23.04 -0.43 66.000 22.42 0.53 SEP10 1000 81.500 22.58 -0.52 27.000 20.92 0.30 SEP10 1100 146.500 21.07 -0.74 9.000 20.21 0.13 SEP10 1200 230.000 19.89 -0.90 1.500 22.14 0.03 SEP10 1400 424.000 23.36 -0.97 371.000 37.89 0.98 DEC10 640 7.000 31.10 -0.05 291.000 29.82 0.98 DEC10 720 13.000 28.41 -0.10 216.000 26.81 0.90 DEC10 800 24.000 26.17 -0.17 150.500 24.83 0.76 DEC10 880 44.000 24.59 -0.28 97.000 23.23 0.61 DEC10 960 74.500 23.34 -0.42 75.500 22.60 0.53 DEC10 1000 94.500 22.82 -0.50 35.500 21.29 0.33 DEC10 1100 157.000 21.53 -0.69 15.500 20.60 0.17 DEC10 1200 235.500 20.22 -0.85 2.000 20.12 0.03 DEC10 1400 424.500 21.81 -0.96 219.500 25.00 0.86 JUN11 800 41.500 26.11 -0.22 159.500 23.79 0.74 JUN11 880 65.000 24.50 -0.31 112.000 23.20 0.60 JUN11 960 98.500 23.50 -0.43 91.500 22.70 0.53 JUN11 1000 119.000 23.00 -0.49 29.000 21.15 0.24 JUN11 1200 258.500 21.99 -0.76 379.500 38.00 0.90 DEC11 640 22.500 28.44 -0.11 293.000 26.40 0.94 DEC11 720 39.000 27.55 -0.17 223.500 24.14 0.84 DEC11 800 59.500 26.26 -0.25 175.000 25.32 0.71 DEC11 880 86.500 24.95 -0.34 124.000 23.26 0.60 DEC11 960 120.000 23.43 -0.44 104.000 22.77 0.54 DEC11 1000 140.000 22.87 -0.50 35.500 20.28 0.26 DEC11 1200 281.000 22.88 -0.72 142.500 23.18 0.60 DEC12 960 144.500 23.00 -0.44 114.000 21.00 0.55 DEC12 1000 156.000 21.00 -0.49 51.500 20.00 0.31 DEC12 1200 300.000 22.46 -0.67 +++ Agricultural Bank Of Greece (GO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5400 +++ Grupo Catalana Occidente SA (GOC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.7700 +++ Go-Ahead Group (GOG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1310.000 +++ Go-Ahead Group - STND FUT (GOG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 1311.030 JUN10 M 1313.360 SEP10 U 1315.900 DEC10 Z 1319.300 +++ Google Inc (GOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 539.770 +++ Grafton Group PLC (GP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6000 +++ Great Portland Estates (GPO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 280.400 +++ Great Portland Estates - STND FUT (GPO/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 280.620 JUN10 M 281.120 SEP10 U 281.660 DEC10 Z 282.390 +++ Gestevision Telecinco SA (GQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.2800 +++ Grifols SA (GRF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.2250 +++ Greggs (GRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 403.000 +++ Greggs - STND FUT (GRG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 403.320 JUN10 M 404.030 SEP10 U 404.820 DEC10 Z 405.860 +++ Grainger Plc (GRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 123.200 +++ Grainger Plc - STND FUT (GRI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 123.300 JUN10 M 123.520 SEP10 U 123.750 DEC10 Z 124.070 +++ Gruppo Editoriale L Espresso SpA (GRU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.8050 +++ Gruppo Editoriale L Espresso SpA - Cash Flex Fut (NSF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 1.8337 +++ Goldman Sachs Group Inc/The (GSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 153.570 +++ Globe Trade Centre SA (GT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.500 +++ Getinge AB (GTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 155.5000 +++ GlaxoSmithKline plc - Amer Phys FLEX Opt (GSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 10.490 20.46 0.11 17120 1500 344.290 19.78 -0.91 16121 860 40.150 25.16 -0.17 +++ GlaxoSmithKline plc - Euro Phys FLEX Opt (GSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.820 25.65 0.04 19020 1300 99.310 24.11 -0.97 0.410 31.51 0.02 19020 1350 19020 1400 199.010 38.48 -0.99 19030 1300 103.370 21.03 -0.87 43.490 21.35 0.32 17120 1300 177.050 21.07 -0.68 46.830 21.55 0.28 16121 1400 311.880 21.57 -0.72 37.960 21.37 0.23 16121 1450 351.300 21.38 -0.77 +++ GlaxoSmithKline plc (GXO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1219.000 +++ GlaxoSmithKline plc - STND OPT (GXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 219.000 44.00 1.00 FEB10 1000 1.000 50.21 -0.02 119.000 31.00 1.00 FEB10 1100 1.000 28.65 -0.04 69.000 24.76 1.00 FEB10 1150 4.000 23.84 -0.15 23.000 21.76 0.72 FEB10 1200 19.000 22.48 -0.48 4.500 22.72 0.17 FEB10 1250 53.000 21.83 -0.84 1.000 25.65 0.05 FEB10 1300 99.500 24.11 -0.97 0.500 31.51 0.02 FEB10 1350 149.500 30.41 -0.98 0.500 36.69 0.01 FEB10 1400 199.500 38.48 -0.99 0.000 47.39 0.01 FEB10 1500 299.000 51.41 -0.99 0.000 40.00 0.00 FEB10 1600 399.000 56.44 -1.00 340.000 76.85 0.97 MAR10 880 1.500 46.97 -0.02 259.000 50.00 1.00 MAR10 960 1.500 36.35 -0.03 219.000 40.00 1.00 MAR10 1000 2.000 32.38 -0.04 119.000 28.00 0.99 MAR10 1100 7.000 25.25 -0.13 72.000 24.94 0.83 MAR10 1150 16.500 23.70 -0.27 36.000 22.10 0.52 MAR10 1200 34.500 22.37 -0.48 16.000 21.62 0.30 MAR10 1250 64.000 21.45 -0.70 6.000 21.57 0.14 MAR10 1300 104.000 21.03 -0.87 2.000 21.74 0.06 MAR10 1350 150.500 21.83 -0.95 1.500 25.35 0.04 MAR10 1400 199.500 22.80 -0.98 0.500 27.79 0.01 MAR10 1500 299.000 26.08 -1.00 0.500 35.00 0.01 MAR10 1600 399.000 27.24 -1.00 219.000 37.00 1.00 APR10 1000 3.000 27.22 -0.05 119.500 24.29 0.97 APR10 1100 12.500 23.62 -0.18 76.000 22.10 0.70 APR10 1150 24.500 22.72 -0.31 45.500 21.41 0.53 APR10 1200 43.500 21.67 -0.47 24.500 20.85 0.35 APR10 1250 72.000 20.85 -0.65 11.500 20.48 0.20 APR10 1300 109.500 20.59 -0.80 4.500 20.04 0.10 APR10 1350 153.500 21.18 -0.89 2.500 21.85 0.06 APR10 1400 199.500 19.80 -0.97 0.500 22.51 0.01 APR10 1500 299.000 17.92 -1.00 260.000 39.15 0.87 JUN10 960 7.500 27.05 -0.08 219.500 34.00 0.86 JUN10 1000 11.000 25.77 -0.12 122.500 23.05 0.78 JUN10 1100 29.000 23.29 -0.27 59.000 21.75 0.52 JUN10 1200 68.000 21.72 -0.50 21.500 20.62 0.26 JUN10 1300 133.000 20.93 -0.74 6.500 20.32 0.10 JUN10 1400 219.500 21.65 -0.89 0.500 17.67 0.02 JUN10 1500 312.000 15.30 -1.00 0.500 20.00 0.01 JUN10 1600 411.500 10.93 -1.00 222.500 30.00 0.84 SEP10 1000 23.500 24.77 -0.17 133.000 23.24 0.73 SEP10 1100 49.000 23.00 -0.32 72.500 21.91 0.52 SEP10 1200 92.500 21.61 -0.52 34.000 20.93 0.31 SEP10 1300 156.500 20.83 -0.71 14.500 20.32 0.16 SEP10 1400 238.500 20.69 -0.84 5.500 20.00 0.07 SEP10 1500 327.000 18.20 -0.95 1.000 18.58 0.02 SEP10 1600 424.500 18.86 -0.98 260.000 30.10 0.86 DEC10 960 29.500 25.66 -0.18 224.000 28.00 0.83 DEC10 1000 37.500 24.70 -0.22 142.000 23.79 0.70 DEC10 1100 68.000 23.17 -0.36 83.000 22.18 0.51 DEC10 1200 113.500 21.69 -0.52 45.000 21.35 0.34 DEC10 1300 178.500 21.07 -0.69 21.500 20.60 0.20 DEC10 1400 258.000 20.84 -0.81 5.000 20.32 0.06 DEC10 1600 438.500 18.72 -0.96 268.500 30.00 0.83 JUN11 960 50.500 24.61 -0.23 230.000 27.00 0.80 JUN11 1000 62.000 24.11 -0.27 98.000 22.28 0.51 JUN11 1200 151.500 22.09 -0.53 35.500 21.09 0.25 JUN11 1400 293.000 21.08 -0.77 11.500 20.54 0.10 JUN11 1600 468.000 20.74 -0.90 276.000 30.00 0.80 DEC11 960 74.000 25.16 -0.27 241.000 28.00 0.77 DEC11 1000 88.000 24.81 -0.31 112.500 22.96 0.52 DEC11 1200 184.000 22.98 -0.53 48.000 21.55 0.29 DEC11 1400 320.000 21.57 -0.73 18.500 20.81 0.14 DEC11 1600 487.000 20.82 -0.87 260.500 30.46 0.74 DEC12 1000 125.000 24.00 -0.35 126.500 23.36 0.53 DEC12 1200 234.500 23.36 -0.54 62.500 21.84 0.32 DEC12 1400 367.500 21.92 -0.70 25.500 20.00 0.16 DEC12 1600 521.000 20.00 -0.85 +++ GlaxoSmithKline plc - STND FUT (GXW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 1201.940 JUN10 M 1189.070 SEP10 U 1176.350 DEC10 Z 1163.360 +++ GlaxoSmithKline plc - Amer Cash FLEX Opt (GZU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.000 25.65 0.04 19020 1300 +++ Emporiki Bank of Greece SA (GY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5600 +++ Gazprom Neft (GZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.300 +++ Hexagon AB (HAB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 95.5000 +++ Hays (HAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 106.800 +++ Hays - STND FUT (HAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 106.880 JUN10 M 107.070 SEP10 U 107.280 DEC10 Z 107.560 +++ HBOS ex event Contracts (HAX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.200 +++ HBOS ex event Contracts - STND OPT (HAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.000 80.75 0.01 DEC10 370 323.000 80.75 -1.00 +++ Holidaybreak (HBR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 244.000 +++ Holidaybreak - STND FUT (HBR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 244.190 JUN10 M 244.630 SEP10 U 245.100 DEC10 Z 245.730 +++ Heineken Holding NV (HD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.2400 +++ Heidelberger Druckmaschinen AG (HDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.9900 +++ Home Depot Inc (HDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.850 +++ Headlam Group (HEA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 295.000 +++ Headlam Group - STND FUT (HEA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 295.230 JUN10 M 295.760 SEP10 U 296.330 DEC10 Z 297.090 +++ Heineken NV (HEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.2800 +++ Heineken NV - STND FUT (HEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 34.2850 MAR10 H 34.2960 APR10 J 34.3090 JUN10 M 34.0950 +++ Heineken NV - Amer Phys FLEX Opt (HEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2800 21.51 0.09 17120 4500 +++ HeidelbergCement AG (HEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.9350 +++ Hera SpA (HER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.6060 +++ Hartford Financial Services Inc (HFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.750 +++ Henderson Group PLC (HGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 114.300 +++ Coca Cola Hellenic Bottling Co SA (HK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.2000 +++ Henkel AG & CO KGaA (HKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.8050 +++ Hellenic Duty Free Shops SA (HL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.0900 +++ Halma (HLM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 223.000 +++ Halma - STND FUT (HLM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 223.180 JUN10 M 223.570 SEP10 U 224.000 DEC10 Z 224.580 +++ Hammerson (HMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 383.600 +++ Hammerson - STND FUT (HMS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 383.900 JUN10 M 356.810 SEP10 U 357.500 DEC10 Z 358.420 +++ HMV Group (HMV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.450 +++ HMV Group - STND FUT (HMV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 72.510 JUN10 M 72.640 SEP10 U 72.780 DEC10 Z 72.960 +++ Hennes & Mauritz AB (HNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 435.6000 +++ Hennes & Mauritz AB - STND FUT (HNM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 435.6490 MAR10 H 435.7720 APR10 J 435.9120 JUN10 M 420.8120 +++ Hannover Rueck AG (HNR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.6650 +++ Thales SA - Amer Phys FLEX Opt (HCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0553 24.00 0.02 17120 5100 +++ Thales SA (HO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.5850 +++ Holmen AB (HOB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 179.0000 +++ Holcim Ltd (HOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 70.400 +++ Holcim Ltd - Amer Phys FLEX Opt (HOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.329 34.03 0.09 19030 820 11.911 34.13 -0.91 17090 720 8.117 27.31 -0.56 +++ Hochtief AG (HOT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.9300 +++ Hewlett-Packard Company (HPC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.080 +++ Home Retail Group Plc MATCH USF (ARF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 256.700 JUN10 M 247.150 SEP10 U 247.630 DEC10 Z 243.510 +++ Home Retail Group Plc (HRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 256.500 +++ Home Retail Group Plc (HRG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 37.500 33.22 0.93 MAR10 220 1.000 33.22 -0.07 28.500 30.99 0.87 MAR10 230 1.750 30.99 -0.13 20.500 30.20 0.77 MAR10 240 3.750 30.20 -0.23 17.250 31.15 0.69 MAR10 245 5.500 31.15 -0.31 14.000 30.42 0.62 MAR10 250 7.250 30.42 -0.38 9.000 30.80 0.47 MAR10 260 12.250 30.80 -0.53 5.250 30.12 0.32 MAR10 270 18.500 30.12 -0.68 2.500 29.05 0.20 MAR10 280 26.000 29.05 -0.81 0.500 23.25 0.06 MAR10 290 33.750 23.25 -0.94 0.000 22.04 0.02 MAR10 300 43.500 22.04 -0.99 0.000 23.49 0.00 MAR10 320 63.500 23.49 -1.00 0.000 26.11 0.00 MAR10 340 83.500 26.11 -1.00 0.000 26.90 0.00 MAR10 360 103.500 26.90 -1.00 39.250 27.71 0.88 JUN10 220 5.500 27.71 -0.22 25.500 30.25 0.69 JUN10 240 14.250 30.25 -0.40 14.250 28.97 0.50 JUN10 260 24.750 28.97 -0.58 7.500 29.07 0.31 JUN10 280 39.250 29.07 -0.74 3.250 27.85 0.16 JUN10 300 55.500 27.85 -0.86 0.500 22.84 0.04 JUN10 320 73.250 22.84 -0.97 0.250 23.11 0.01 JUN10 340 93.000 23.11 -0.99 0.000 20.91 0.00 JUN10 360 112.750 20.91 -1.00 +++ Hiscox Ltd (HS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 334.500 +++ Hiscox Ltd - STND FUT (HS /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 334.760 JUN10 M 335.360 SEP10 U 336.010 DEC10 Z 336.870 +++ HSBC Holdings plc - STND FUT (HSA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 643.160 JUN10 M 638.550 SEP10 U 634.030 DEC10 Z 629.910 +++ HSBC Holdings plc (HSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 648.400 +++ HSBC Holdings plc - STND OPT (HSB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 89.000 37.83 0.99 FEB10 560 0.000 9.37 0.00 50.000 32.57 0.91 FEB10 600 3.000 38.68 -0.13 33.500 32.68 0.79 FEB10 620 5.500 34.66 -0.23 19.500 32.04 0.60 FEB10 640 11.500 32.60 -0.40 10.000 31.26 0.39 FEB10 660 21.000 30.52 -0.61 4.000 29.96 0.20 FEB10 680 35.500 30.21 -0.80 1.500 30.22 0.08 FEB10 700 53.500 33.33 -0.89 0.500 30.50 0.03 FEB10 720 72.000 29.55 -0.97 0.000 27.61 0.00 FEB10 740 92.000 36.08 -0.98 0.000 27.98 0.00 FEB10 760 111.500 2.00 -1.00 0.000 27.98 0.00 FEB10 780 131.500 2.00 -1.00 0.000 28.47 0.00 FEB10 800 151.500 2.00 -1.00 0.000 31.00 0.00 FEB10 840 191.500 2.00 -1.00 328.500 80.00 1.00 MAR10 320 0.000 80.00 0.00 309.000 75.00 1.00 MAR10 340 0.000 75.00 0.00 289.000 70.00 1.00 MAR10 360 0.000 69.83 0.00 269.000 65.00 1.00 MAR10 380 0.000 65.00 -0.01 249.000 60.00 1.00 MAR10 400 0.500 61.79 -0.01 229.000 55.00 1.00 MAR10 420 0.500 57.58 -0.01 209.000 51.44 0.99 MAR10 440 0.500 53.58 -0.01 189.000 47.34 0.99 MAR10 460 0.500 49.75 -0.02 169.500 44.88 0.99 MAR10 480 1.000 46.10 -0.02 130.000 40.79 0.96 MAR10 520 2.500 42.84 -0.06 92.000 36.04 0.91 MAR10 560 6.500 40.95 -0.14 59.000 35.33 0.77 MAR10 600 14.000 37.82 -0.27 46.000 36.18 0.67 MAR10 620 20.000 35.86 -0.36 31.000 31.90 0.57 MAR10 640 28.000 35.00 -0.46 21.000 31.10 0.45 MAR10 660 38.500 33.87 -0.57 13.000 30.00 0.33 MAR10 680 51.000 32.90 -0.68 8.000 29.76 0.23 MAR10 700 65.000 31.71 -0.78 5.000 30.56 0.16 MAR10 720 81.000 29.55 -0.87 2.500 29.49 0.09 MAR10 740 99.000 28.83 -0.92 1.000 28.69 0.05 MAR10 760 118.000 29.19 -0.95 0.000 27.24 0.01 MAR10 800 157.000 27.69 -0.99 0.000 26.39 0.00 MAR10 840 196.500 27.31 -1.00 0.000 27.91 0.00 MAR10 880 236.500 28.45 -1.00 95.500 36.74 0.86 APR10 560 10.500 37.49 -0.17 63.000 33.24 0.74 APR10 600 19.000 34.54 -0.29 48.500 31.92 0.65 APR10 620 26.000 33.41 -0.37 37.000 31.55 0.56 APR10 640 33.500 31.72 -0.46 27.500 31.07 0.46 APR10 660 44.000 31.55 -0.55 19.000 29.74 0.36 APR10 680 56.000 30.71 -0.64 13.000 29.13 0.28 APR10 700 70.500 30.28 -0.72 8.500 28.63 0.20 APR10 720 85.000 29.11 -0.80 5.500 28.86 0.15 APR10 740 102.500 29.67 -0.85 3.500 28.37 0.10 APR10 760 121.000 30.31 -0.89 1.000 28.21 0.04 APR10 800 158.500 31.03 -0.94 369.500 62.68 1.00 JUN10 279 0.000 45.28 0.00 335.000 65.05 0.99 JUN10 314 0.500 49.21 0.00 300.000 56.16 0.99 JUN10 349 1.000 49.89 -0.01 266.000 48.15 0.99 JUN10 383 2.500 48.74 -0.03 231.000 43.03 0.99 JUN10 418 4.000 46.69 -0.05 164.500 39.96 0.93 JUN10 488 9.500 40.97 -0.11 103.000 35.23 0.80 JUN10 558 20.000 35.57 -0.23 55.000 31.56 0.59 JUN10 627 43.000 32.07 -0.43 23.500 29.34 0.35 JUN10 697 82.500 30.02 -0.66 8.000 27.69 0.16 JUN10 767 137.500 28.96 -0.84 2.500 27.29 0.06 JUN10 837 201.500 28.23 -0.94 1.000 25.93 0.03 JUN10 871 234.500 29.69 -0.95 1.000 25.74 0.02 JUN10 880 245.000 33.49 -0.94 109.500 34.06 0.75 SEP10 560 34.000 34.88 -0.28 82.000 32.39 0.65 SEP10 600 47.000 32.88 -0.37 59.500 31.10 0.55 SEP10 640 64.500 31.06 -0.47 41.000 29.62 0.44 SEP10 680 86.500 29.88 -0.57 27.000 28.57 0.33 SEP10 720 112.500 28.81 -0.68 17.000 27.81 0.24 SEP10 760 144.000 28.72 -0.76 11.000 27.48 0.17 SEP10 800 176.000 27.23 -0.84 4.000 27.27 0.08 SEP10 880 250.000 27.91 -0.92 369.500 51.56 1.00 DEC10 279 3.000 49.57 -0.02 335.000 52.88 0.99 DEC10 314 4.500 46.99 -0.03 300.000 45.26 0.99 DEC10 349 6.500 44.32 -0.05 266.500 41.90 0.98 DEC10 383 9.000 42.25 -0.07 233.000 40.73 0.95 DEC10 418 13.000 40.36 -0.10 171.000 36.72 0.86 DEC10 488 24.000 36.50 -0.18 118.000 33.92 0.73 DEC10 558 43.000 33.72 -0.29 75.000 31.33 0.58 DEC10 627 70.500 31.19 -0.44 43.500 29.23 0.42 DEC10 697 110.500 29.68 -0.59 23.000 27.71 0.27 DEC10 767 160.000 28.26 -0.73 11.500 26.85 0.16 DEC10 837 217.500 26.92 -0.85 8.000 26.62 0.12 DEC10 871 248.000 26.58 -0.88 7.500 26.64 0.11 DEC10 880 256.000 26.70 -0.89 216.500 37.66 0.89 JUN11 440 26.000 36.95 -0.15 183.500 35.66 0.84 JUN11 480 35.000 35.33 -0.20 126.500 32.64 0.71 JUN11 560 60.500 32.59 -0.32 81.000 30.25 0.56 JUN11 640 96.000 30.20 -0.46 48.500 28.47 0.40 JUN11 720 144.000 28.60 -0.61 26.500 26.92 0.27 JUN11 800 202.000 27.24 -0.74 13.500 25.69 0.16 JUN11 880 268.500 26.29 -0.84 372.000 59.48 0.97 DEC11 279 12.000 46.38 -0.06 337.500 52.08 0.96 DEC11 314 16.000 43.63 -0.08 303.500 46.58 0.95 DEC11 349 20.000 41.27 -0.10 271.500 42.50 0.92 DEC11 383 25.000 39.28 -0.12 240.500 39.26 0.89 DEC11 418 32.000 37.49 -0.15 183.000 34.69 0.81 DEC11 488 49.000 34.56 -0.23 134.500 31.73 0.70 DEC11 558 73.000 32.30 -0.33 96.000 29.68 0.59 DEC11 627 104.500 30.51 -0.43 89.500 29.41 0.56 DEC11 640 111.000 30.25 -0.45 57.500 27.73 0.43 DEC11 720 158.500 28.82 -0.58 34.500 26.44 0.30 DEC11 800 214.500 27.59 -0.69 20.000 25.27 0.20 DEC11 880 278.000 26.83 -0.78 169.000 37.91 0.70 DEC12 560 122.500 39.81 -0.32 121.000 33.36 0.60 DEC12 640 151.500 35.20 -0.41 90.000 31.90 0.50 DEC12 720 196.500 33.66 -0.50 66.000 30.66 0.41 DEC12 800 249.000 32.67 -0.58 +++ HSBC Holdings plc - Amer Phys FLEX Opt (HSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 541.420 55.93 1.00 18020 107 543.420 37.83 1.00 19020 105 545.480 73.82 1.00 23030 103 541.480 61.46 1.00 31030 107 540.480 59.92 1.00 01040 108 541.480 52.19 1.00 06040 107 20.670 30.07 0.39 16040 675 52.880 30.92 -0.62 542.470 50.33 1.00 19050 106 18060 640 48.830 31.69 -0.47 12.060 28.30 0.22 18060 741 115.590 29.35 -0.78 201.100 38.72 0.91 17120 453 17.650 38.43 -0.13 145.530 35.44 0.80 17120 520 31.700 35.23 -0.23 85.000 31.97 0.62 17120 610 62.660 31.81 -0.40 35.760 28.73 0.36 17120 720 29.380 28.28 0.32 17120 741 140.080 28.79 -0.68 21.050 27.60 0.25 17120 776 166.570 28.09 -0.75 20.190 27.55 0.24 17120 780 17120 784 172.740 27.94 -0.77 12.400 26.96 0.17 17120 828 209.050 27.09 -0.84 3.440 26.64 0.06 17120 959 0.890 26.64 0.02 17120 1089 263.020 41.67 0.92 16121 392 159.730 33.34 0.76 16121 520 58.290 33.53 -0.27 133.020 31.67 0.69 16121 560 72.630 32.25 -0.32 21.440 25.40 0.21 16121 871 267.600 26.92 -0.77 +++ HSBC Holdings plc - Euro Phys FLEX Opt (HSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 11.910 28.30 0.21 18060 741 0.050 25.74 0.00 18060 1002 172.800 37.23 0.83 17120 479 22.250 37.00 -0.16 141.510 35.44 0.77 17120 520 31.610 35.23 -0.22 120.230 34.24 0.72 17120 550 40.050 34.04 -0.28 60.530 30.52 0.50 17120 654 28.810 28.28 0.31 17120 741 139.650 28.79 -0.68 12.200 26.96 0.16 17120 828 208.410 27.09 -0.83 21.410 25.93 0.22 16091 850 7.640 25.48 0.09 16091 1000 11.730 25.27 0.13 16121 970 9.890 25.27 0.11 16121 1000 7.310 25.27 0.09 16121 1050 18.370 26.59 0.17 16032 970 15.650 26.59 0.15 16032 1000 12.440 26.59 0.13 16032 1050 35.040 27.39 0.28 20042 850 19.970 27.10 0.18 20042 970 +++ Cardinal Health Inc (HTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.550 +++ Hellenic Telecommunications Organization SA (HTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.0000 +++ Hellenic Petroleum SA (HU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.1600 +++ Husqvarna AB (HUS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.3000 +++ Honeywell International Inc (HYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.270 +++ Honeywell International Inc - Phys FLEX Fut (HYH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12020 37.261 23020 36.946 +++ Aryzta UG (IA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.1000 +++ ICAP (IAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 303.700 +++ ICAP - STND FUT (IAP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 303.940 JUN10 M 304.480 SEP10 U 292.550 DEC10 Z 293.310 +++ ICAP PLC - STND OPT (ICA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 49.250 54.52 0.83 MAR10 260 5.250 53.63 -0.17 33.500 50.03 0.72 MAR10 280 9.750 50.61 -0.28 26.500 47.98 0.65 MAR10 290 13.250 49.25 -0.36 20.500 46.07 0.56 MAR10 300 17.250 47.87 -0.44 15.000 44.31 0.48 MAR10 310 21.250 44.54 -0.52 10.500 42.37 0.38 MAR10 320 26.750 42.92 -0.62 4.750 40.54 0.22 MAR10 340 41.000 41.22 -0.78 2.250 40.25 0.11 MAR10 360 58.250 40.05 -0.89 1.250 39.46 0.07 MAR10 370 67.500 40.99 -0.92 0.750 38.84 0.05 MAR10 380 77.000 40.93 -0.95 0.500 38.38 0.03 MAR10 390 86.750 41.96 -0.96 0.250 38.08 0.02 MAR10 400 96.500 42.72 -0.97 0.000 37.93 0.01 MAR10 410 106.500 43.43 -0.98 0.000 37.92 0.01 MAR10 420 116.500 44.86 -0.99 0.000 38.07 0.00 MAR10 430 126.500 46.04 -0.99 0.000 38.36 0.00 MAR10 440 136.250 46.75 -0.99 0.000 38.79 0.00 MAR10 450 146.250 47.93 -1.00 0.000 39.35 0.00 MAR10 460 156.250 48.88 -1.00 0.000 39.04 0.00 MAR10 470 166.250 48.88 -1.00 0.000 40.64 0.00 MAR10 480 176.250 49.12 -1.00 0.000 43.53 0.00 MAR10 500 196.250 49.59 -1.00 0.000 46.42 0.00 MAR10 520 216.250 50.06 -1.00 0.000 51.23 0.00 MAR10 560 256.250 49.37 -1.00 72.750 47.44 0.84 JUN10 240 8.750 47.92 -0.16 57.750 45.58 0.76 JUN10 260 13.500 45.86 -0.24 44.000 43.54 0.67 JUN10 280 20.750 45.08 -0.33 32.750 42.46 0.57 JUN10 300 28.250 42.33 -0.43 22.500 39.96 0.46 JUN10 320 38.000 39.95 -0.54 16.000 39.82 0.37 JUN10 340 50.250 37.84 -0.65 10.500 38.51 0.27 JUN10 360 64.250 35.83 -0.75 6.250 37.40 0.19 JUN10 380 80.750 34.42 -0.84 4.000 36.65 0.13 JUN10 400 98.750 34.60 -0.89 2.000 35.04 0.08 JUN10 420 117.750 35.49 -0.93 1.250 35.25 0.05 JUN10 440 137.250 36.40 -0.95 0.750 35.68 0.03 JUN10 460 156.750 36.50 -0.97 0.500 35.46 0.02 JUN10 480 176.500 35.83 -0.99 0.250 36.73 0.01 JUN10 520 216.250 37.70 -1.00 0.000 38.62 0.01 JUN10 560 256.250 40.08 -1.00 74.250 44.49 0.83 SEP10 240 16.750 45.54 -0.23 59.500 42.90 0.75 SEP10 260 23.500 43.82 -0.30 47.000 41.70 0.67 SEP10 280 31.250 41.88 -0.38 35.750 40.16 0.57 SEP10 300 40.500 39.89 -0.47 27.250 39.69 0.48 SEP10 320 52.750 39.50 -0.56 20.000 38.99 0.39 SEP10 340 66.250 38.78 -0.64 14.500 38.37 0.31 SEP10 360 81.250 38.35 -0.71 10.750 38.19 0.25 SEP10 380 97.250 37.51 -0.77 7.750 38.09 0.19 SEP10 400 113.250 35.20 -0.84 5.500 37.89 0.15 SEP10 420 131.750 35.58 -0.88 4.000 37.71 0.11 SEP10 440 150.500 35.97 -0.91 2.750 37.60 0.08 SEP10 460 169.750 36.69 -0.93 2.250 38.24 0.07 SEP10 480 189.250 37.48 -0.94 1.000 40.76 0.03 SEP10 560 267.750 40.33 -0.97 +++ Iberdrola SA (IBE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.8510 +++ Iberdrola SA - STND FUT (IBE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 5.8520 MAR10 H 5.8540 APR10 J 5.8560 JUN10 M 5.8670 +++ Iberdrola SA - Amer Phys FLEX Opt (IEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18060 550 0.2324 28.70 -0.32 18060 650 0.7592 24.06 -0.75 +++ Iberia Lineas ereas de Espana SA (IBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0950 +++ International Business Machine Corp (IBM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 122.770 +++ IBM Corporation - Physical STND FUT (IBX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 122.788 MAR10 H 122.810 APR10 J 122.840 JUN10 M 122.943 +++ Iberdrola Renovables - Cash Flex Future (EBD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 3.0572 +++ Iberdrola Renovables (IBR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.0560 +++ Intercell AG (ICL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.6100 +++ Intermediate Capital Group (ICP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 250.500 +++ Intermediate Capital Group - STND FUT (ICP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 250.700 JUN10 M 251.140 SEP10 U 251.630 DEC10 Z 252.280 +++ Imerys SA (ID /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.6350 +++ Icade (IDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 71.4300 +++ Indra Sistemas SA (IDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.6150 +++ Industrivarden AB (IDS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 84.5000 +++ Immoeast AG (IEA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.2800 +++ Infineon Technologies AG (IF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.9580 +++ Infineon Technologies AG - STND FUT (IF /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 3.9586 MAR10 H 3.9598 APR10 J 3.9614 JUN10 M 3.9687 +++ Infineon Technologies AG - Amer Phys FLEX Opt (IFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18060 320 0.1366 48.63 -0.19 0.0090 60.86 0.02 18060 892 +++ Interpump Group SpA (IGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4600 +++ SBM Offshore NV (IHC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.1350 +++ InterContinental Hotels Group plc - STND FUT (ICH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 893.700 JUN10 M 875.760 SEP10 U 869.700 DEC10 Z 871.940 +++ InterContinental Hotels Group plc (IHG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 893.000 +++ InterContinental Hotels Group plc - STND OPT (IHG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 413.500 12.08 1.00 MAR10 480 0.000 23.32 0.00 333.500 17.98 1.00 MAR10 560 0.000 6.43 0.00 293.500 23.79 1.00 MAR10 600 0.000 18.17 0.00 253.500 32.16 1.00 MAR10 640 0.000 25.08 0.00 213.500 33.19 0.99 MAR10 680 0.000 28.69 0.00 174.000 32.24 0.98 MAR10 720 0.500 30.09 -0.01 135.500 31.20 0.95 MAR10 760 2.000 30.12 -0.05 99.000 29.53 0.88 MAR10 800 5.000 29.36 -0.12 66.000 28.04 0.76 MAR10 840 12.500 28.46 -0.24 51.500 27.68 0.68 MAR10 860 18.000 27.84 -0.32 39.000 27.08 0.59 MAR10 880 25.500 27.24 -0.41 28.500 26.56 0.49 MAR10 900 35.000 26.93 -0.51 20.500 26.51 0.39 MAR10 920 47.000 26.67 -0.61 13.500 26.16 0.29 MAR10 940 60.500 26.80 -0.70 9.000 26.17 0.22 MAR10 960 75.500 26.34 -0.78 4.000 26.41 0.11 MAR10 1000 110.500 26.98 -0.89 0.500 30.00 0.02 MAR10 1100 207.500 31.55 -0.98 254.000 36.41 0.98 JUN10 640 3.500 33.01 -0.05 177.500 32.69 0.93 JUN10 720 11.500 31.24 -0.13 142.000 31.40 0.87 JUN10 760 18.500 30.36 -0.19 110.000 30.46 0.77 JUN10 800 29.000 29.66 -0.28 82.500 30.00 0.66 JUN10 840 43.500 29.14 -0.37 60.000 29.43 0.54 JUN10 880 62.000 28.50 -0.48 42.500 28.82 0.43 JUN10 920 85.500 28.22 -0.58 29.000 28.55 0.33 JUN10 960 113.000 28.33 -0.68 20.000 28.50 0.24 JUN10 1000 143.500 27.88 -0.77 2.000 28.12 0.04 JUN10 1200 327.500 29.51 -0.96 124.500 31.51 0.71 SEP10 800 50.000 30.91 -0.32 101.000 31.39 0.62 SEP10 840 67.000 30.45 -0.40 80.500 30.98 0.54 SEP10 880 86.500 29.92 -0.47 63.000 30.56 0.46 SEP10 920 110.500 29.92 -0.55 49.500 30.38 0.39 SEP10 960 136.000 29.38 -0.62 37.500 30.04 0.32 SEP10 1000 165.000 29.29 -0.69 7.000 28.12 0.09 SEP10 1200 331.000 21.13 -0.97 +++ IMMOFINANZ AG (IIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.2300 +++ 3i Group plc - STND FUT (II /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 257.000 JUN10 M 255.960 SEP10 U 256.450 DEC10 Z 256.120 +++ 3i Group Plc (III/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 256.800 +++ 3i Group Plc - STND OPT (III/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 57.000 34.05 0.99 MAR10 200 1.000 49.25 -0.05 47.250 33.73 0.97 MAR10 210 1.250 44.29 -0.07 38.000 34.67 0.92 MAR10 220 2.000 41.05 -0.11 29.250 33.81 0.85 MAR10 230 2.500 35.29 -0.16 21.500 33.52 0.75 MAR10 240 4.750 34.40 -0.25 15.500 34.60 0.62 MAR10 250 8.750 35.51 -0.38 9.250 31.08 0.48 MAR10 260 12.750 32.75 -0.52 5.500 31.30 0.34 MAR10 270 19.000 32.59 -0.66 3.000 30.96 0.22 MAR10 280 26.500 32.34 -0.77 1.750 32.05 0.14 MAR10 290 35.000 32.65 -0.86 0.750 31.37 0.08 MAR10 300 44.250 33.68 -0.91 0.250 30.91 0.02 MAR10 320 63.500 34.92 -0.97 0.000 27.97 0.00 MAR10 340 83.500 42.80 -0.98 0.000 27.07 0.00 MAR10 360 103.500 49.91 -0.98 43.750 35.33 0.80 JUN10 220 7.250 35.66 -0.21 29.750 33.95 0.67 JUN10 240 13.250 34.04 -0.34 18.500 32.36 0.52 JUN10 260 22.000 32.34 -0.49 10.750 31.78 0.36 JUN10 280 34.750 31.98 -0.65 6.000 31.60 0.23 JUN10 300 49.500 30.87 -0.78 3.000 31.31 0.14 JUN10 320 67.000 31.17 -0.87 1.000 32.13 0.05 JUN10 360 104.500 29.92 -0.97 49.750 37.66 0.75 SEP10 220 13.500 37.96 -0.25 36.000 35.30 0.65 SEP10 240 19.500 35.17 -0.35 25.250 33.83 0.53 SEP10 260 28.750 33.63 -0.47 17.750 33.74 0.42 SEP10 280 40.750 32.89 -0.59 11.500 32.57 0.31 SEP10 300 55.000 32.37 -0.69 7.500 32.25 0.23 SEP10 320 70.750 31.86 -0.78 +++ Investor AB - B shares (IKA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 124.6000 +++ Irish Life & Permanent Group Holdings plc (IL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.0270 +++ Iliad SA (ILA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 77.6000 +++ Industria Macchine Automatiche SpA (IMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.2600 +++ IMI (IMI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 532.000 +++ IMI - STND FUT (IMI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 532.420 JUN10 M 533.360 SEP10 U 534.400 DEC10 Z 535.780 +++ Imperial Tobacco Group plc (IMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2061.000 +++ Imperial Tobacco Group plc - STND OPT (IMP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 662.000 35.02 1.00 MAR10 1400 1.500 52.44 -0.01 562.500 30.73 1.00 MAR10 1500 1.500 44.30 -0.01 462.500 27.46 1.00 MAR10 1600 1.500 37.36 -0.02 362.500 24.25 0.99 MAR10 1700 2.000 30.57 -0.02 265.000 23.82 0.96 MAR10 1800 3.000 24.56 -0.04 216.000 21.08 0.94 MAR10 1850 5.000 23.17 -0.07 171.000 21.18 0.89 MAR10 1900 9.000 21.70 -0.12 128.000 20.39 0.81 MAR10 1950 16.000 20.68 -0.20 90.500 20.01 0.69 MAR10 2000 28.000 19.90 -0.31 58.500 19.06 0.55 MAR10 2050 46.500 19.25 -0.45 34.500 18.47 0.40 MAR10 2100 73.000 18.87 -0.60 18.000 17.88 0.25 MAR10 2150 106.500 18.29 -0.75 8.500 17.49 0.14 MAR10 2200 147.000 18.29 -0.85 0.000 12.72 0.00 MAR10 2400 339.000 16.77 -1.00 0.000 6.86 0.00 MAR10 2600 539.000 15.90 -1.00 473.000 27.90 0.95 JUN10 1600 8.000 27.54 -0.05 379.000 25.67 0.91 JUN10 1700 12.500 24.84 -0.08 286.500 22.69 0.86 JUN10 1800 22.000 22.97 -0.14 204.000 21.18 0.77 JUN10 1900 40.000 21.63 -0.24 136.500 20.68 0.63 JUN10 2000 70.000 20.48 -0.37 45.000 19.21 0.31 JUN10 2200 182.500 19.84 -0.68 10.500 18.82 0.10 JUN10 2400 345.500 18.55 -0.91 477.500 25.58 0.93 SEP10 1600 10.000 21.82 -0.06 304.500 23.63 0.81 SEP10 1800 47.000 22.77 -0.21 223.500 21.52 0.73 SEP10 1900 72.500 21.69 -0.30 160.000 20.98 0.61 SEP10 2000 110.000 20.90 -0.41 68.500 19.71 0.36 SEP10 2200 218.000 19.09 -0.66 23.500 18.99 0.16 SEP10 2400 382.000 20.00 -0.83 +++ Imperial Tobacco Group plc - STND FUT (IMT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 2062.620 JUN10 M 2066.280 SEP10 U 2046.000 DEC10 Z 2051.280 +++ Imperial Tobacco Group plc - Euro Phys FLEX Opt (IMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 242.160 21.36 0.69 17120 1900 91.070 21.45 -0.31 +++ Independent News & Media PLC (IN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.0980 +++ Anheuser-Busch InBev NV (INB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.7650 +++ Anheuser-Busch InBev NV - STND FUT (INB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 34.7700 MAR10 H 34.7810 APR10 J 34.7950 JUN10 M 34.5790 +++ Inchcape (INC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.000 +++ Inchcape - STND FUT (INC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 25.020 JUN10 M 25.060 SEP10 U 25.110 DEC10 Z 25.180 +++ Indesit Company SpA (INE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.9400 +++ Informa plc (INF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 314.100 +++ Informa plc - STND FUT (INF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 314.350 JUN10 M 314.910 SEP10 U 315.510 DEC10 Z 316.330 +++ ING Groep NV - Euro Cash FLEX Opt (IAJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2304 16.8601 72.56 -0.95 +++ ING Groep NV - Amer Phys FLEX Opt (IAQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 584 0.3800 61.92 -0.36 0.5300 51.09 0.44 18060 676 0.1400 47.66 0.16 18060 845 0.5500 45.69 0.37 17120 768 0.0100 53.49 0.00 17120 2457 18.4500 80.78 -0.94 0.0100 56.12 0.00 17120 2688 +++ ING Groep NV - Euro Phys FLEX Opt (IAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0047 50.21 0.01 17120 2150 15.3253 67.90 -0.96 0.0037 54.36 0.00 17120 2534 19.1720 81.52 -0.94 0.0035 56.12 0.00 17120 2688 20.6901 83.00 -0.94 +++ ING Groep NV (ING/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.1400 +++ ING Groep NV - STND FUT (ING/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 6.1410 MAR10 H 6.1430 APR10 J 6.1450 JUN10 M 6.1570 +++ Life Technologies Corp (INI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.520 +++ Intel Corporation (INT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.670 +++ Intel Corp - Physical STND FUT (INX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 19.673 MAR10 H 19.676 APR10 J 19.681 JUN10 M 19.698 +++ Intel Corporation - Cash FLEX Fut (IYY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 19.676 +++ Investec (INV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 417.700 +++ Investec - STND FUT (INV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 418.030 JUN10 M 418.770 SEP10 U 395.710 DEC10 Z 396.740 +++ Bioton SA (IO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.190 +++ Impressa SGPS (IP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4100 +++ International Power plc - STND FUT (INP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 320.850 JUN10 M 313.420 SEP10 U 314.030 DEC10 Z 310.580 +++ International Power plc (IPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 320.600 +++ International Power plc - STND OPT (IPR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 120.750 47.00 1.00 MAR10 200 0.000 56.36 0.00 101.000 52.65 0.99 MAR10 220 0.250 52.04 -0.01 90.750 39.92 1.00 MAR10 230 0.250 49.37 -0.02 81.250 46.38 0.98 MAR10 240 0.500 46.91 -0.03 61.750 41.32 0.95 MAR10 260 1.250 42.82 -0.06 44.000 40.15 0.86 MAR10 280 3.000 39.31 -0.13 35.750 39.06 0.80 MAR10 290 5.000 39.45 -0.20 28.250 38.18 0.72 MAR10 300 7.500 38.45 -0.28 21.500 37.41 0.63 MAR10 310 10.750 37.58 -0.37 16.000 36.69 0.53 MAR10 320 15.250 37.28 -0.47 11.500 36.37 0.43 MAR10 330 20.750 36.97 -0.57 8.000 36.01 0.34 MAR10 340 27.500 36.67 -0.66 4.000 37.02 0.19 MAR10 360 42.750 35.92 -0.82 2.500 41.47 0.12 MAR10 380 60.750 37.05 -0.91 101.750 37.99 0.97 JUN10 220 1.750 39.06 -0.05 92.500 38.32 0.95 JUN10 230 2.500 38.35 -0.07 83.000 37.06 0.94 JUN10 240 3.500 37.78 -0.10 65.500 36.11 0.88 JUN10 260 6.750 36.60 -0.17 49.500 35.07 0.79 JUN10 280 11.750 35.41 -0.26 35.500 34.21 0.68 JUN10 300 19.000 34.48 -0.38 24.500 33.28 0.55 JUN10 320 29.000 33.65 -0.50 16.000 32.85 0.41 JUN10 340 41.250 33.23 -0.62 10.000 32.50 0.30 JUN10 360 56.000 32.80 -0.73 6.000 31.92 0.20 JUN10 380 72.250 32.70 -0.81 84.750 36.85 0.90 SEP10 240 7.750 37.65 -0.14 53.250 34.52 0.75 SEP10 280 17.500 34.50 -0.29 40.500 33.61 0.65 SEP10 300 26.000 34.06 -0.38 30.000 32.88 0.54 SEP10 320 35.750 33.09 -0.48 22.500 33.12 0.44 SEP10 340 47.750 32.54 -0.58 15.000 31.54 0.34 SEP10 360 61.250 32.04 -0.67 10.250 31.05 0.25 SEP10 380 76.500 31.53 -0.75 +++ IPSOS (IPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.5750 +++ Intracom Holding SA (IR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8700 +++ Iride SpA (IRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.3050 +++ Interserve (IRV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 199.400 +++ Interserve - STND FUT (IRV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 199.560 JUN10 M 199.910 SEP10 U 200.300 DEC10 Z 200.820 +++ Inmarsat PLC- Cash FLEX Fut (IJD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 719.060 +++ Inmarsat plc (ISA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 718.500 +++ F & C Asset Management plc (ISI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.900 +++ F & C Asset Management plc - STND FUT (ISI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 61.950 JUN10 M 62.060 SEP10 U 62.180 DEC10 Z 62.340 +++ Inditex SA - Amer Phys FLEX Opt (IJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16.2241 39.52 0.90 16121 2700 2.0263 38.32 -0.15 +++ Industria de Diseno Textil SA (Inditex) (IT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.4950 +++ Inditex SA - STND FUT (IT /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 42.5010 MAR10 H 42.5150 APR10 J 42.5310 JUN10 M 42.2120 +++ Italcementi SpA (ITA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.3450 +++ Intertek Group (ITR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1150.000 +++ Intertek Group - STND FUT (ITR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 1150.900 JUN10 M 1135.580 SEP10 U 1137.780 DEC10 Z 1132.160 +++ Italcementi SPA - (savings) (ITS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.5150 +++ Intesa Sanpaolo SpA (Savings) (IU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0050 +++ IVG Immobilien AG (IV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4000 +++ Wetherspoon(J D) (JDW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 429.000 +++ Wetherspoon(J D) - STND FUT (JDW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 429.340 JUN10 M 424.080 SEP10 U 424.900 DEC10 Z 413.790 +++ Colruyt SA (JF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 175.5500 +++ JJB Sports (JJB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.250 +++ JJB Sports - STND FUT (JJB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 18.260 JUN10 M 18.300 SEP10 U 18.330 DEC10 Z 18.380 +++ Jardine Lloyd Thompson Group (JLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 460.800 +++ Jardine Lloyd Thompson Group - STND FUT (JLT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 461.160 JUN10 M 461.980 SEP10 U 462.880 DEC10 Z 464.070 +++ Jeronimo Martins SGPS (JM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.3840 +++ Johnson Matthey (JMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1500.000 +++ Johnson Matthey - STND FUT (JMA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 1501.180 JUN10 M 1477.840 SEP10 U 1480.700 DEC10 Z 1472.520 +++ Johnson Matthey PLC - STND OPT (JMT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 302.000 32.68 0.98 MAR10 1200 1.000 32.68 -0.02 207.500 32.59 0.92 MAR10 1300 6.500 32.94 -0.08 122.500 30.68 0.77 MAR10 1400 22.000 30.89 -0.23 87.000 29.80 0.66 MAR10 1450 36.500 30.09 -0.35 58.500 29.27 0.52 MAR10 1500 57.500 29.27 -0.48 35.000 27.88 0.38 MAR10 1550 84.500 28.19 -0.62 20.500 27.67 0.26 MAR10 1600 119.500 27.67 -0.74 10.000 26.74 0.15 MAR10 1650 159.000 26.74 -0.85 5.500 27.03 0.09 MAR10 1700 204.500 27.19 -0.91 1.500 28.05 0.03 MAR10 1800 300.500 28.05 -0.98 0.500 30.47 0.01 MAR10 1900 400.000 30.47 -0.99 317.500 33.39 0.90 JUN10 1200 20.500 33.39 -0.13 162.000 30.86 0.69 JUN10 1400 71.500 30.86 -0.35 103.000 29.48 0.54 JUN10 1500 117.000 29.69 -0.50 61.000 28.67 0.38 JUN10 1600 178.000 28.83 -0.65 32.000 27.54 0.24 JUN10 1700 251.000 27.54 -0.78 15.500 26.86 0.14 JUN10 1800 335.500 26.86 -0.87 +++ JM AB (JMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 108.5000 +++ Johnson & Johnson - Phys FLEX Fut (JJZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12020 62.681 16020 62.683 25020 62.197 +++ Johnson & Johnson Physical (JNX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.680 +++ Johnson & Johnson Physical - STND FUT (JNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 62.689 MAR10 H 62.700 APR10 J 62.716 JUN10 M 62.768 +++ JPMorgan Chase & Co (JPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.980 +++ Johnston Press (JPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.750 +++ Johnston Press - STND FUT (JPR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 24.770 JUN10 M 24.810 SEP10 U 24.860 DEC10 Z 24.930 +++ Jarvis (JRV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.250 +++ Jarvis - STND FUT (JRV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 12.260 JUN10 M 12.280 SEP10 U 12.310 DEC10 Z 12.340 +++ Johnson Controls Inc (JSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.460 +++ St Jude Medical Inc (JUD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.500 +++ Jyske Bank A/S (JYS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 199.30 +++ Kazakhmys plc (KA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1240.000 +++ Kazakhmys plc - Euro Phys FLEX Opt (KAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16.210 52.98 0.16 19030 1500 +++ Kazakhmys PLC - STND OPT (KZK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 760.500 3.06 1.00 MAR10 480 0.000 93.27 0.00 680.500 33.23 1.00 MAR10 560 0.250 84.02 0.00 640.500 42.56 1.00 MAR10 600 0.250 80.06 0.00 600.500 49.26 1.00 MAR10 640 0.250 76.48 0.00 560.500 53.96 1.00 MAR10 680 0.500 73.26 0.00 520.750 53.87 1.00 MAR10 720 0.750 70.37 -0.01 481.250 61.87 0.99 MAR10 760 1.000 67.78 -0.01 441.750 61.83 0.99 MAR10 800 1.750 65.47 -0.02 403.000 61.92 0.98 MAR10 840 2.500 63.40 -0.02 364.500 60.92 0.96 MAR10 880 3.750 60.97 -0.04 326.500 59.48 0.95 MAR10 920 6.500 60.75 -0.06 289.750 58.41 0.92 MAR10 960 9.750 59.40 -0.08 254.500 57.49 0.89 MAR10 1000 13.250 57.18 -0.11 174.250 55.76 0.77 MAR10 1100 32.000 54.64 -0.22 138.500 54.24 0.70 MAR10 1150 48.500 54.98 -0.30 106.750 52.78 0.61 MAR10 1200 66.000 52.82 -0.39 82.000 52.61 0.52 MAR10 1250 91.750 53.04 -0.48 61.250 52.22 0.43 MAR10 1300 120.250 52.14 -0.57 45.500 52.46 0.35 MAR10 1350 153.750 51.90 -0.66 33.000 52.49 0.27 MAR10 1400 193.250 53.25 -0.72 24.250 52.91 0.21 MAR10 1450 233.500 53.17 -0.79 17.000 52.98 0.16 MAR10 1500 276.250 53.23 -0.84 12.000 53.22 0.12 MAR10 1550 321.250 53.31 -0.88 8.750 53.91 0.09 MAR10 1600 367.750 53.91 -0.91 3.500 53.03 0.04 MAR10 1700 463.500 54.87 -0.95 379.750 53.18 0.90 JUN10 880 23.750 52.68 -0.11 314.500 52.06 0.84 JUN10 960 38.500 51.36 -0.17 285.250 51.80 0.80 JUN10 1000 49.000 50.85 -0.20 215.500 49.87 0.71 JUN10 1100 79.750 49.24 -0.29 160.500 49.22 0.60 JUN10 1200 122.250 47.76 -0.40 114.000 48.04 0.49 JUN10 1300 177.000 47.08 -0.52 82.000 48.12 0.39 JUN10 1400 243.500 46.54 -0.62 58.500 48.27 0.30 JUN10 1500 320.250 46.77 -0.71 41.250 48.43 0.23 JUN10 1600 405.750 47.92 -0.78 20.500 49.05 0.13 JUN10 1800 584.750 48.20 -0.88 321.500 52.33 0.77 SEP10 1000 83.000 51.30 -0.23 258.750 50.72 0.69 SEP10 1100 120.000 49.90 -0.31 206.500 49.97 0.61 SEP10 1200 166.000 48.80 -0.39 161.750 49.02 0.52 SEP10 1300 222.000 48.13 -0.48 127.000 48.72 0.45 SEP10 1400 284.750 47.25 -0.56 99.000 48.42 0.37 SEP10 1500 359.500 47.73 -0.63 78.250 48.67 0.31 SEP10 1600 440.500 48.43 -0.69 48.000 49.01 0.21 SEP10 1800 608.500 48.18 -0.80 +++ KBC Bankverzekeringsholding (KBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.5550 +++ KBC Bancassurance Holding - STND FUT (KBB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 28.5590 MAR10 H 28.5680 APR10 J 28.5800 JUN10 M 28.6320 +++ KBC Bancassurance Holding - Amer Phys FLEX Opt (KBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 3200 3.9900 44.63 -0.76 0.4200 45.52 0.19 19030 3300 19030 4000 11.4500 45.58 -0.99 +++ KBC Bancassurance Holding - Amer Cash FLEX Opt (KBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 3200 3.9900 44.63 -0.76 +++ Gamesa Corp Tecnologica SA (KC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.2660 +++ Kloeckner & Co AG (KCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.4650 +++ Kesko OYJ (KEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.8200 +++ Kesa Electricals (KES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 121.400 +++ Kesa Electricals - STND FUT (KES/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 119.550 JUN10 M 119.770 SEP10 U 120.000 DEC10 Z 120.310 +++ Kerry Group PLC (KG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.5000 +++ Kingfisher PLC (KGF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 198.500 +++ Kingfisher PLC - STND OPT (KGF/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18.750 35.29 0.94 FEB10 180 1.000 46.13 -0.11 10.500 35.88 0.76 FEB10 190 2.250 38.87 -0.25 7.000 34.82 0.62 FEB10 195 3.500 35.87 -0.38 4.250 34.90 0.47 FEB10 200 6.000 35.89 -0.53 2.250 33.81 0.31 FEB10 205 8.750 34.00 -0.69 1.250 33.00 0.18 FEB10 210 12.500 33.00 -0.82 0.500 32.80 0.09 FEB10 215 17.000 32.80 -0.91 0.250 32.60 0.04 FEB10 220 21.750 32.60 -0.96 0.000 32.40 0.02 FEB10 225 26.500 32.40 -0.98 0.000 32.20 0.01 FEB10 230 31.500 32.20 -1.00 0.000 32.00 0.00 FEB10 235 36.500 32.00 -1.00 0.000 31.90 0.00 FEB10 240 41.500 31.90 -1.00 0.000 31.80 0.00 FEB10 245 46.500 31.80 -1.00 0.000 31.70 0.00 FEB10 250 51.500 31.70 -1.00 0.000 31.60 0.00 FEB10 260 61.500 31.60 -1.00 0.000 31.50 0.00 FEB10 280 81.500 31.50 -1.00 58.500 17.70 1.00 MAR10 140 0.250 54.51 -0.02 38.750 31.60 0.98 MAR10 160 0.500 41.40 -0.05 29.250 32.41 0.93 MAR10 170 1.250 37.74 -0.09 20.500 32.20 0.84 MAR10 180 2.000 33.21 -0.17 13.250 31.71 0.68 MAR10 190 4.750 32.75 -0.32 10.000 31.10 0.59 MAR10 195 6.500 31.38 -0.41 7.250 30.42 0.49 MAR10 200 9.000 31.07 -0.51 5.250 30.26 0.40 MAR10 205 12.000 31.59 -0.60 3.500 29.82 0.30 MAR10 210 15.250 31.41 -0.69 2.500 29.72 0.22 MAR10 215 19.000 30.69 -0.77 1.500 29.05 0.16 MAR10 220 23.250 30.96 -0.83 1.000 29.79 0.11 MAR10 225 27.750 32.16 -0.87 0.750 30.23 0.08 MAR10 230 32.250 31.83 -0.91 0.500 30.83 0.05 MAR10 235 37.000 32.60 -0.94 0.250 31.71 0.04 MAR10 240 41.750 32.07 -0.96 0.250 38.12 0.02 MAR10 260 61.500 35.90 -0.99 0.250 49.57 0.02 MAR10 280 81.500 36.22 -1.00 22.250 31.98 0.78 APR10 180 3.750 32.47 -0.22 15.500 31.64 0.66 APR10 190 6.750 31.63 -0.35 12.500 31.24 0.58 APR10 195 8.750 30.88 -0.42 9.750 30.19 0.51 APR10 200 11.250 30.57 -0.49 7.500 29.90 0.43 APR10 205 14.000 30.30 -0.57 5.750 29.50 0.36 APR10 210 17.250 30.64 -0.64 4.250 29.18 0.29 APR10 215 20.500 29.60 -0.71 3.250 29.61 0.23 APR10 220 24.500 30.08 -0.77 2.250 29.15 0.18 APR10 225 28.750 29.68 -0.82 1.500 28.76 0.13 APR10 230 33.000 29.37 -0.87 1.000 28.75 0.10 APR10 235 37.500 29.31 -0.90 0.750 28.98 0.07 APR10 240 42.250 30.05 -0.92 0.250 30.57 0.02 APR10 260 61.500 30.79 -0.98 24.500 31.88 0.74 JUN10 180 8.000 32.39 -0.30 18.250 31.73 0.63 JUN10 190 12.000 31.29 -0.41 12.500 30.38 0.51 JUN10 200 17.000 30.45 -0.52 8.250 29.35 0.39 JUN10 210 22.750 29.43 -0.63 5.500 28.98 0.29 JUN10 220 30.000 28.98 -0.73 3.250 28.21 0.19 JUN10 230 38.500 29.71 -0.80 2.000 28.48 0.13 JUN10 240 47.250 30.05 -0.86 1.000 29.84 0.06 JUN10 260 65.250 25.92 -0.96 0.750 33.25 0.04 JUN10 280 84.750 20.65 -1.00 28.000 32.35 0.69 SEP10 180 11.750 31.57 -0.32 21.750 31.26 0.61 SEP10 190 16.000 31.22 -0.41 16.750 30.62 0.52 SEP10 200 20.500 29.82 -0.49 12.250 29.34 0.43 SEP10 210 26.750 29.57 -0.58 8.750 28.73 0.34 SEP10 220 33.250 28.67 -0.66 6.500 28.71 0.27 SEP10 230 41.250 29.59 -0.73 4.500 28.28 0.21 SEP10 240 49.250 28.75 -0.79 2.000 27.62 0.11 SEP10 260 66.250 26.72 -0.90 1.000 27.73 0.06 SEP10 280 85.250 25.58 -0.96 +++ Kingfisher plc - Euro Phys FLEX Opt (KGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 31.500 30.56 0.58 16121 200 31.650 30.00 -0.42 +++ Kingfisher plc - STND FUT (KIG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 198.660 JUN10 M 195.260 SEP10 U 195.630 DEC10 Z 193.880 +++ Kudelski SA (KH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.700 +++ KGHM Polska Miedz SA (KHH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 88.000 +++ Kinnevik Investment AB (KIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 108.0000 +++ Klepierre (KLI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.1350 +++ Komercni Banka AS (KM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- +++ Kinder Morgan Energy Partners LP (KME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.760 +++ Natixis (KN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.1500 +++ Kone OYJ (KNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.7000 +++ Kuehne & Nagel Int AG (KNI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 97.200 +++ Coca-Cola Company (KO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.860 +++ Koninklijke KPN NV (KPN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.5400 +++ Royal KPN NV - STND FUT (KPN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 11.5420 MAR10 H 11.5450 APR10 J 11.1970 JUN10 M 11.2180 +++ Royal KPN NV - Amer Phys FLEX Opt (KPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 1050 0.0700 26.54 -0.13 19030 1150 0.3300 23.77 -0.46 0.1400 24.45 0.17 18060 1300 17120 1000 0.5600 24.80 -0.31 17120 1400 3.2300 24.00 -0.86 +++ Royal KPN NV - Euro Phys FLEX Opt (KPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.4757 24.77 0.69 17120 1000 0.5588 24.80 -0.31 1.5620 25.50 0.61 16121 1000 1.2069 26.11 -0.39 +++ Krones AG (KR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.3350 +++ Merck KGaA (KS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.1400 +++ Merck KGaA - Amer Phys FLEX Opt (KSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0197 30.33 0.01 19030 8000 0.6806 23.21 0.16 18060 7200 +++ Merck KGaA - Cash FLEX Fut (KSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 63.1653 +++ Kingspan Group Plc (KSP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.7720 +++ Fomento de Construcciones SA (KW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.9750 +++ Corning Inc (KWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.110 +++ Kimberly-Clark Corp (KYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.490 +++ Laird plc (LAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 124.200 +++ Laird plc - STND FUT (LAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 124.300 JUN10 M 124.520 SEP10 U 124.760 DEC10 Z 125.080 +++ Ladbrokes plc - STND FUT (HG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 152.620 JUN10 M 152.890 SEP10 U 150.680 DEC10 Z 151.070 +++ Ladbrokes plc - Amer Cash FLEX opt (HIU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18060 110 0.500 34.13 -0.04 +++ Ladbrokes plc (LDB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 152.500 +++ Ladbrokes plc - STND OPT (LDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 52.500 40.63 1.00 MAR10 100 0.000 2.62 0.00 42.500 19.22 1.00 MAR10 110 0.000 22.45 0.00 33.500 28.96 1.00 MAR10 119 0.000 30.96 -0.01 17.500 30.97 0.88 MAR10 136 1.500 36.00 -0.15 10.750 30.88 0.71 MAR10 145 3.250 32.91 -0.30 6.500 33.06 0.51 MAR10 153 7.000 33.42 -0.49 2.750 31.25 0.30 MAR10 162 12.500 33.34 -0.69 1.250 31.54 0.16 MAR10 170 18.750 31.19 -0.84 0.750 34.97 0.09 MAR10 179 27.000 32.17 -0.93 0.500 38.54 0.06 MAR10 187 34.750 33.89 -0.96 0.500 51.44 0.05 MAR10 204 51.500 43.11 -0.98 52.750 28.35 1.00 JUN10 100 0.000 32.15 -0.01 43.250 33.27 0.96 JUN10 110 0.500 34.13 -0.04 34.500 35.47 0.89 JUN10 120 1.750 34.70 -0.10 26.500 34.69 0.81 JUN10 130 3.750 34.83 -0.19 22.000 34.33 0.75 JUN10 136 5.250 34.12 -0.25 16.250 33.55 0.64 JUN10 145 8.500 33.86 -0.36 12.000 33.06 0.54 JUN10 153 12.250 33.24 -0.46 8.000 31.92 0.42 JUN10 162 17.250 32.47 -0.58 5.500 31.69 0.32 JUN10 170 22.750 32.06 -0.68 3.500 31.02 0.22 JUN10 179 29.500 30.65 -0.78 2.250 30.70 0.16 JUN10 187 36.500 31.24 -0.84 36.000 34.84 0.86 SEP10 120 4.250 35.15 -0.17 28.500 34.49 0.78 SEP10 130 7.000 34.71 -0.25 22.250 34.80 0.68 SEP10 140 10.750 34.51 -0.34 17.250 35.14 0.58 SEP10 150 15.750 34.44 -0.44 12.250 33.67 0.48 SEP10 160 21.500 34.29 -0.54 9.000 33.28 0.38 SEP10 170 28.250 33.89 -0.63 6.500 33.25 0.30 SEP10 180 36.000 34.79 -0.70 +++ Morgan Stanley (LEA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.340 +++ Deutsche Lufthansa AG (LFT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.0800 +++ Deutsche Lufthansa AG - Euro Phys FLEX Opt (LHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.2764 34.80 0.87 18060 900 0.2252 38.90 -0.15 +++ Deutsche Lufthansa AG - Cash FLEX Fut (LHY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 11.0844 +++ Lafarge SA (LG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.5400 +++ Lafarge SA - STND FUT (LG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- FEB10 G 51.5470 MAR10 H 51.5640 APR10 J 51.5840 JUN10 M 51.6800 +++ FPL Group Inc (LGA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.450 +++ Legal & General Group PLC (LGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 71.050 +++ Legal & General Group PLC - STND OPT (LGE/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.000 12.39 1.00 MAR10 44 0.000 12.39 0.00 23.000 28.42 1.00 MAR10 48 0.000 25.04 0.00 19.000 35.56 1.00 MAR10 52 0.000 35.56 0.00 15.250 40.90 0.97 MAR10 56 0.250 40.90 -0.03 11.500 42.38 0.90 MAR10 60 0.500 42.38 -0.10 8.250 42.56 0.79 MAR10 64 1.250 42.56 -0.21 5.500 40.56 0.66 MAR10 68 2.500 40.56 -0.34 3.000 37.41 0.48 MAR10 72 4.000 37.41 -0.52 1.750 39.37 0.33 MAR10 76 6.750 39.37 -0.67 1.250 43.20 0.23 MAR10 80 10.250 43.20 -0.78 0.500 39.75 0.11 MAR10 84 13.500 39.75 -0.89 0.250 44.14 0.08 MAR10 88 17.250 44.14 -0.92 0.000 40.56 0.03 MAR10 92 21.000 40.56 -0.97 0.000 45.17 0.03 MAR10 96 25.000 45.17 -0.98 0.000 45.17 0.01 MAR10 100 29.000 45.17 -0.99 10.000 42.26 0.72 JUN10 64 4.500 42.26 -0.34 5.500 40.12 0.51 JUN10 72 8.250 40.12 -0.52 3.750 37.68 0.40 JUN10 76 10.500 37.68 -0.63 2.750 38.08 0.31 JUN10 80 13.500 37.55 -0.71 2.000 38.40 0.24 JUN10 84 16.750 37.92 -0.78 1.500 39.65 0.19 JUN10 88 20.500 39.69 -0.82 1.000 39.25 0.14 JUN10 92 24.000 39.25 -0.87 0.750 40.15 0.11 JUN10 96 27.750 40.15 -0.90 0.500 41.58 0.09 JUN10 100 31.750 41.58 -0.92 11.250 41.91 0.68 SEP10 64 6.750 41.91 -0.37 7.000 39.38 0.51 SEP10 72 10.750 39.38 -0.52 5.250 37.53 0.43 SEP10 76 13.000 37.53 -0.60 3.750 36.53 0.35 SEP10 80 15.750 36.53 -0.67 2.750 36.14 0.28 SEP10 84 18.750 36.14 -0.73 2.250 35.96 0.23 SEP10 88 22.250 35.96 -0.78 1.000 34.43 0.13 SEP10 96 29.000 34.43 -0.88 +++ Legal & General Group plc - STND FUT (LGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 71.110 JUN10 M 68.980 SEP10 U 67.860 DEC10 Z 68.040 +++ Lockheed Martin Corp (LHA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.240 +++ Linde AG (LI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.7400 +++ Linde AG - Euro Cash FLEX Opt (LIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19030 8200 4.3029 29.04 -0.60 1.3697 28.25 0.30 19030 8400 +++ Linde AG - Cash FLEX Fut (LIY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19030 79.7719 +++ Lindt & Spruengli AG (LID/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24430.000 +++ Liberty International PLC - STND OPT (LIB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------