+++ RadioShack Corp (AA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.580 +++ Apple Computer Inc (AAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 242.290 +++ ABB Ltd (ABB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.590 +++ ABB Ltd - Amer Phys FLEX Opt (ABQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 190 0.389 32.48 -0.34 17090 200 0.821 29.37 -0.59 0.120 27.20 0.17 17090 210 0.031 27.64 0.05 17090 220 0.006 55.78 0.01 17090 280 17120 190 1.073 31.29 -0.40 1.116 29.43 0.48 17120 200 0.422 27.50 0.25 17120 220 3.014 31.22 0.67 17061 180 1.397 31.22 -0.33 +++ ABB Ltd - Euro Phys FLEX Opt (ABX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20120 252 5.676 27.46 -0.94 20120 303 10.695 16.35 -1.00 17061 275 8.044 25.80 -0.91 +++ Abertis Infraestructuras SA (ABE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.4450 +++ Abertis Infraestructuras SA - STND FUT (ABE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.4480 OCT10 V 12.4530 NOV10 X 12.1620 DEC10 Z 12.1690 +++ Abertis Infraestructuras SA - Amer Phys FLEX Opt (CYQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0597 26.60 0.08 17120 1524 +++ Associated British Foods (ABF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1051.000 +++ Associated British Foods - STND FUT (ABF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1051.450 DEC10 Z 1037.360 MAR11 H 1039.310 JUN11 M 1032.650 +++ Associated British Foods PLC - STND OPT (ABR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 332.000 66.51 0.99 SEP10 720 0.000 40.48 0.00 292.000 57.78 0.99 SEP10 760 0.000 39.38 0.00 252.000 49.54 0.99 SEP10 800 0.000 36.50 0.00 212.000 39.43 0.99 SEP10 840 0.250 33.66 0.00 171.500 28.63 0.99 SEP10 880 0.250 29.13 -0.01 132.250 27.88 0.97 SEP10 920 0.750 26.67 -0.03 113.000 27.03 0.95 SEP10 940 1.250 25.80 -0.04 94.750 26.86 0.91 SEP10 960 2.250 24.57 -0.07 76.500 25.49 0.86 SEP10 980 4.000 23.77 -0.12 59.000 23.85 0.80 SEP10 1000 7.000 22.95 -0.19 24.500 21.60 0.52 SEP10 1050 23.250 21.80 -0.48 7.000 21.19 0.22 SEP10 1100 53.000 17.71 -0.83 2.250 23.79 0.08 SEP10 1150 99.500 18.71 -0.97 1.000 27.04 0.03 SEP10 1200 149.000 20.25 -1.00 0.500 36.49 0.01 SEP10 1300 249.000 28.79 -1.00 254.250 27.97 0.97 DEC10 800 3.500 28.99 -0.05 178.500 25.37 0.92 DEC10 880 9.000 25.90 -0.12 142.500 24.01 0.87 DEC10 920 14.250 24.42 -0.17 108.500 22.76 0.79 DEC10 960 21.750 23.01 -0.25 77.750 21.27 0.70 DEC10 1000 33.750 21.91 -0.36 25.500 19.57 0.36 DEC10 1100 83.000 18.77 -0.69 5.250 18.84 0.11 DEC10 1200 166.250 17.88 -0.92 0.250 20.57 0.01 DEC10 1400 362.250 21.24 -0.99 183.000 24.47 0.88 MAR11 880 18.000 24.64 -0.16 149.000 23.43 0.82 MAR11 920 25.500 23.62 -0.22 117.750 22.59 0.74 MAR11 960 35.500 22.62 -0.29 90.000 21.77 0.65 MAR11 1000 48.000 21.52 -0.38 38.000 19.77 0.39 MAR11 1100 97.250 19.35 -0.63 12.000 18.42 0.17 MAR11 1200 172.500 18.08 -0.85 0.500 17.01 0.01 MAR11 1400 362.250 16.36 -0.99 +++ Abengoa SA (ABG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.6550 +++ Abengoa SA - Cash Flex Future (WLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 17.6609 +++ Abbott Laboratories (ABT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.420 +++ Accor SA Ex event package (AC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.2400 +++ Accor SA Ex event package - STND FUT (AC /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 37.2400 DEC10 Z 37.3060 +++ Credit Agricole SA (ACA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.0450 +++ Credit Agricole SA - STND FUT (ACA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.0480 OCT10 V 10.0510 NOV10 X 10.0590 DEC10 Z 10.0650 +++ Credit Agricole SA - Euro Cash FLEX Opt (ACJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0868 49.20 0.14 17090 1159 0.3471 37.58 0.22 17061 1350 4.0550 37.58 -0.78 +++ Credit Agricole SA - Amer Phys FLEX Opt (ACQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 800 0.0800 69.90 -0.09 17090 1100 1.1200 45.89 -0.76 17120 750 0.3603 64.13 -0.16 0.2308 40.31 0.20 17120 1250 17120 1846 8.4100 36.40 -1.00 1.5600 42.62 0.49 21122 1200 +++ Credit Agricole SA - Euro Phys FLEX Opt (ACX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.7607 53.86 0.70 17120 900 0.6862 53.86 -0.30 1.4926 42.62 0.47 21122 1200 4.1385 42.62 -0.53 +++ Acciona SA (ACC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.4500 +++ ACEA SpA (ACE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.6100 +++ ACE Ltd (ACL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.910 +++ Acanthe Developpement SA (ACN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.2700 +++ Acerinox SA (ACR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.3050 +++ American Capital Ltd (AD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.980 +++ Adecco SA (ADC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.290 +++ Adecco SA - Amer Phys FLEX Opt (QVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 250 0.135 60.55 -0.02 +++ Admiral Group plc - Cash FLEX Fut (ADD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 1473.630 +++ Admiral Group plc (ADM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1473.000 +++ Aeroports de Paris (ADP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.7000 +++ Adidas AG (ADS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.5350 +++ Adidas AG - Amer Phys FLEX Opt (FKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.5797 27.80 0.32 18031 4600 +++ Adidas AG - Cash FLEX Fut (FKY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 40.5486 +++ Aker ASA (AE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 112.0000 +++ AEM SpA (AEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0800 +++ A2A SpA - Euro Cash FLEX Opt (ASB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0030 19.87 0.12 17090 115 +++ BAE Systems plc (AER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 298.300 +++ BAE Systems plc - STND OPT (AER/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 39.000 33.71 0.95 SEP10 260 0.500 32.38 -0.05 20.500 27.43 0.82 SEP10 280 2.250 28.14 -0.18 12.750 25.27 0.68 SEP10 290 4.500 26.24 -0.33 6.750 24.27 0.48 SEP10 300 8.750 25.53 -0.52 3.500 24.98 0.29 SEP10 310 14.750 24.17 -0.72 1.500 25.01 0.15 SEP10 320 23.000 25.12 -0.85 1.250 31.03 0.12 SEP10 330 32.250 25.68 -0.93 1.000 35.06 0.08 SEP10 340 42.000 28.32 -0.96 0.250 35.79 0.02 SEP10 360 61.750 35.43 -0.98 0.250 44.01 0.02 SEP10 380 82.000 47.22 -0.97 0.250 51.81 0.02 SEP10 400 102.500 63.47 -0.96 0.250 65.64 0.01 SEP10 440 141.750 65.64 -0.99 40.250 29.85 0.90 OCT10 260 1.750 29.89 -0.10 23.250 26.73 0.75 OCT10 280 5.000 27.54 -0.25 16.250 25.58 0.64 OCT10 290 8.000 26.14 -0.37 11.000 25.57 0.50 OCT10 300 12.500 25.70 -0.50 6.750 25.21 0.37 OCT10 310 17.750 24.21 -0.64 4.250 25.57 0.25 OCT10 320 25.500 25.00 -0.75 2.250 24.89 0.16 OCT10 330 33.750 25.01 -0.84 1.000 24.54 0.09 OCT10 340 42.750 25.20 -0.91 0.250 22.38 0.02 OCT10 360 62.500 31.38 -0.94 0.250 30.17 0.02 OCT10 380 82.500 39.65 -0.94 41.000 29.96 0.88 NOV10 260 4.250 28.36 -0.18 24.500 27.26 0.73 NOV10 280 10.000 26.89 -0.35 18.250 27.03 0.62 NOV10 290 14.000 25.99 -0.46 12.750 26.09 0.50 NOV10 300 18.750 24.78 -0.57 8.750 25.93 0.38 NOV10 310 26.000 25.67 -0.66 5.500 25.56 0.28 NOV10 320 33.000 24.56 -0.76 1.750 23.67 0.11 NOV10 340 50.250 25.12 -0.88 59.750 32.13 0.94 DEC10 240 2.750 30.20 -0.11 26.000 27.66 0.70 DEC10 280 11.750 26.62 -0.36 14.500 26.35 0.49 DEC10 300 20.750 24.80 -0.55 7.250 25.90 0.30 DEC10 320 35.250 25.84 -0.71 3.500 25.72 0.17 DEC10 340 51.000 24.31 -0.86 1.750 26.10 0.09 DEC10 360 69.500 25.33 -0.92 1.000 27.83 0.05 DEC10 380 88.500 23.88 -0.97 1.000 32.02 0.05 DEC10 400 108.250 24.01 -0.99 0.250 31.02 0.01 DEC10 440 148.250 19.28 -1.00 61.000 30.56 0.89 MAR11 240 6.000 29.39 -0.16 44.250 28.64 0.79 MAR11 260 10.000 27.52 -0.25 30.250 27.08 0.65 MAR11 280 17.500 26.98 -0.38 19.500 25.79 0.49 MAR11 300 26.000 24.69 -0.52 11.750 25.09 0.35 MAR11 320 39.500 25.18 -0.65 7.000 24.78 0.24 MAR11 340 54.000 23.92 -0.78 4.000 24.86 0.15 MAR11 360 71.000 23.58 -0.87 +++ BAE Systems plc - STND FUT (BA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 298.430 DEC10 Z 291.960 MAR11 H 292.510 JUN11 M 283.090 +++ AGFA-Gevaert NV (AGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4000 +++ Altria Group Inc (AGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.820 +++ Aggreko (AGK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1429.000 +++ Aggreko - STND FUT (AGK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1429.610 DEC10 Z 1432.210 MAR11 H 1434.910 JUN11 M 1437.800 +++ Aegon NV - Amer Phys FLEX Opt (AFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 420 0.2000 45.29 -0.47 +++ Aegon NV (AGN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2040 +++ Aegon NV - STND FUT (AGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.2050 OCT10 V 4.2070 NOV10 X 4.2100 DEC10 Z 4.2120 +++ Aegis Group (AGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 112.900 +++ Aegis Group- STND FUT (AGS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 111.810 DEC10 Z 112.020 MAR11 H 112.230 JUN11 M 110.630 +++ Anglo American plc (AHA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2320.000 +++ Anglo American plc - STND OPT (AHA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 721.500 58.79 0.99 SEP10 1600 3.500 72.83 -0.02 522.000 45.45 0.99 SEP10 1800 4.500 55.04 -0.03 428.500 50.41 0.94 SEP10 1900 8.000 50.37 -0.06 334.500 46.35 0.90 SEP10 2000 12.500 45.22 -0.09 167.500 40.15 0.71 SEP10 2200 46.500 40.21 -0.29 102.000 37.61 0.56 SEP10 2300 80.000 37.32 -0.44 54.000 35.62 0.38 SEP10 2400 133.500 35.86 -0.62 25.000 34.42 0.22 SEP10 2500 204.500 34.72 -0.78 10.500 34.16 0.11 SEP10 2600 289.000 33.68 -0.89 4.500 34.30 0.05 SEP10 2700 384.000 35.19 -0.95 3.500 39.42 0.04 SEP10 2800 481.000 34.96 -0.98 1.000 43.16 0.01 SEP10 3000 680.000 40.88 -0.99 1.000 52.05 0.01 SEP10 3200 880.000 47.95 -1.00 1.000 67.17 0.01 SEP10 3600 1280.500 68.55 -0.99 448.500 47.92 0.88 OCT10 1900 24.500 46.74 -0.11 361.500 45.19 0.83 OCT10 2000 40.000 45.40 -0.17 208.000 40.27 0.67 OCT10 2200 86.500 40.48 -0.33 146.500 38.44 0.56 OCT10 2300 124.000 38.44 -0.44 97.000 36.83 0.44 OCT10 2400 174.500 36.83 -0.57 60.000 35.45 0.32 OCT10 2500 238.000 35.59 -0.68 33.000 33.71 0.21 OCT10 2600 311.500 33.97 -0.79 16.500 32.34 0.12 OCT10 2700 396.000 33.37 -0.87 8.500 31.93 0.07 OCT10 2800 487.500 32.84 -0.93 2.000 32.02 0.02 OCT10 3000 680.000 28.13 -1.00 472.000 46.08 0.84 NOV10 1900 48.500 45.96 -0.16 391.000 44.10 0.79 NOV10 2000 68.000 44.29 -0.21 247.000 40.29 0.65 NOV10 2200 124.000 40.51 -0.35 187.500 38.77 0.56 NOV10 2300 164.500 38.98 -0.44 137.500 37.53 0.47 NOV10 2400 215.500 37.87 -0.53 97.500 36.35 0.37 NOV10 2500 277.000 37.15 -0.62 65.500 35.07 0.29 NOV10 2600 341.500 35.04 -0.72 27.500 33.65 0.15 NOV10 2800 502.000 32.92 -0.86 1442.000 51.76 1.00 DEC10 880 0.500 63.36 0.00 1362.500 55.04 1.00 DEC10 960 1.000 64.34 0.00 1323.000 56.07 1.00 DEC10 1000 2.000 64.39 -0.01 1127.000 57.81 0.99 DEC10 1200 6.500 61.98 -0.02 933.500 53.80 0.97 DEC10 1400 14.500 57.57 -0.04 750.000 51.72 0.92 DEC10 1600 27.500 52.38 -0.08 572.500 47.20 0.86 DEC10 1800 49.000 47.36 -0.14 491.000 45.80 0.82 DEC10 1900 64.500 45.12 -0.18 412.000 43.91 0.77 DEC10 2000 87.500 43.80 -0.23 273.500 40.44 0.64 DEC10 2200 150.000 40.71 -0.36 164.500 37.69 0.48 DEC10 2400 241.000 37.96 -0.52 90.000 35.82 0.33 DEC10 2600 364.500 35.73 -0.68 43.000 34.03 0.19 DEC10 2800 518.500 34.15 -0.81 20.500 33.58 0.11 DEC10 3000 695.500 33.48 -0.90 9.000 33.06 0.05 DEC10 3200 885.000 33.04 -0.95 3.500 36.54 0.02 DEC10 3600 1280.500 36.56 -0.99 605.500 44.06 0.83 MAR11 1800 94.000 45.02 -0.19 456.000 41.43 0.74 MAR11 2000 147.500 42.44 -0.27 328.500 39.36 0.63 MAR11 2200 220.500 39.83 -0.38 226.500 37.74 0.51 MAR11 2400 316.500 37.66 -0.50 147.500 36.29 0.39 MAR11 2600 439.500 36.06 -0.62 90.000 34.80 0.28 MAR11 2800 582.500 34.52 -0.73 52.500 33.70 0.19 MAR11 3000 746.500 33.52 -0.82 29.500 32.91 0.12 MAR11 3200 924.500 33.00 -0.89 9.000 32.27 0.04 MAR11 3600 1304.000 32.57 -0.96 962.500 48.48 0.93 JUN11 1400 51.000 49.06 -0.09 793.000 45.91 0.87 JUN11 1600 82.000 46.00 -0.14 634.500 43.23 0.81 JUN11 1800 123.000 42.92 -0.20 496.000 41.36 0.72 JUN11 2000 184.000 40.74 -0.28 371.000 38.88 0.63 JUN11 2200 265.500 39.06 -0.38 270.000 37.29 0.53 JUN11 2400 362.500 37.14 -0.48 192.500 36.28 0.42 JUN11 2600 481.500 35.77 -0.59 131.500 35.10 0.33 JUN11 2800 622.000 34.61 -0.68 88.000 34.17 0.24 JUN11 3000 780.000 33.98 -0.76 58.000 33.54 0.18 JUN11 3200 949.000 33.19 -0.83 1466.000 63.58 0.97 DEC11 880 24.500 55.29 -0.03 1396.500 63.10 0.96 DEC11 960 30.500 53.70 -0.04 1362.500 62.58 0.95 DEC11 1000 36.000 53.54 -0.05 1193.000 58.89 0.92 DEC11 1200 69.000 52.54 -0.08 1027.500 54.59 0.88 DEC11 1400 106.000 49.89 -0.12 879.500 52.04 0.83 DEC11 1600 158.500 48.23 -0.18 739.500 49.13 0.77 DEC11 1800 223.000 46.57 -0.23 619.500 47.41 0.71 DEC11 2000 305.000 45.40 -0.30 410.000 43.41 0.57 DEC11 2400 488.500 41.27 -0.44 245.000 39.37 0.42 DEC11 2800 742.500 39.37 -0.59 146.000 37.74 0.29 DEC11 3200 1041.000 37.74 -0.71 698.500 49.17 0.71 JUN12 2000 377.500 45.30 -0.30 473.500 43.21 0.59 JUN12 2400 574.000 41.93 -0.42 312.500 40.00 0.46 JUN12 2800 823.500 40.00 -0.55 208.000 38.31 0.35 JUN12 3200 1113.500 38.31 -0.66 737.500 47.42 0.71 DEC12 2000 427.000 44.34 -0.30 531.500 43.00 0.60 DEC12 2400 644.000 42.64 -0.40 447.500 41.45 0.55 DEC12 2600 760.500 41.45 -0.46 381.000 40.68 0.49 DEC12 2800 889.000 40.68 -0.51 269.500 38.92 0.39 DEC12 3200 1168.500 38.92 -0.61 +++ Anglo American plc - Amer Phys FLEX Opt (AHO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2100 23.490 42.71 -0.17 +++ Anglo American plc - Euro Phys FLEX Opt (AHV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 490.800 45.80 0.82 17120 1900 64.220 45.13 -0.18 +++ Anglo American plc - Amer Cash FLEX Opt (AHW/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2000 12.500 45.22 -0.09 17090 2200 46.500 40.21 -0.28 17090 2400 133.500 35.86 -0.63 +++ AEX High Dividend Index (AHI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.0500 +++ Koninklijke Ahold NV - Euro Cash FLEX Opt (AHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0493 23.80 0.16 17090 1038 +++ Koninklijke Ahold NV (AHL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.7490 +++ Koninklijke Ahold NV - STND FUT (AHL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.7510 OCT10 V 9.7550 NOV10 X 9.7630 DEC10 Z 9.7680 +++ Koninklijke Ahold NV - Amer Phys FLEX Opt (AHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 800 0.1100 31.84 -0.11 +++ Air Liquide SA (AI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.2200 +++ Air Liquide SA - STND FUT (AI /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 81.2410 OCT10 V 81.2710 NOV10 X 81.3330 DEC10 Z 81.3820 +++ Air Liquide - Euro Cash FLEX Opt (AIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2456 23.46 0.11 17090 8771 +++ Allied Irish Banks Plc (AIB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7900 +++ Air France-KLM (AIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.3950 +++ American International Group (AIG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.360 +++ Allied Irish Banks plc (AIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7960 +++ Huntington Bancshares Inc (AJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.250 +++ Arkema (AKE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.9750 +++ Akzo Nobel NV - Amer Phys FLEX Opt (AKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.5800 29.42 0.59 17061 4000 4.1500 29.77 -0.44 +++ Akzo Nobel NV - Cash FLEX Fut (AKY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 +++ Akzo Nobel NV (AKZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.3000 +++ Akzo Nobel NV - STND FUT (AKZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.3100 OCT10 V 41.3260 NOV10 X 41.0200 DEC10 Z 41.0440 +++ Allergan Inc (AL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.260 +++ Corp Financiera Alba (ALB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.8500 +++ Alfa Laval AB (ALF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 104.8000 +++ Alliance Oil company Ltd. (ALI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 86.7500 +++ Almirall SA (ALM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.6800 +++ Alpha Bank AE (ALP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2200 +++ Alstom RPGT (ALS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.4900 +++ Alstom SA - Amer Phys FLEX Opt (ZWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0212 29.29 0.02 17090 4500 3.0700 30.33 0.40 16121 4400 +++ Alstom SA - Amer Cash FLEX Opt (ZWU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.0700 30.33 0.40 16121 4400 +++ Alstom SA - Euro Phys FLEX Opt (ZWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6093 30.21 0.33 17090 4000 2.1048 30.21 -0.67 +++ Allianz AG - Euro Cash FLEX Opt (ALJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0724 23.47 0.04 17090 8993 +++ Allianz AG - Amer Phys FLEX Opt (ALQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 7200 0.2863 33.85 -0.09 17090 8000 1.9071 27.38 -0.43 0.8141 24.28 0.27 17090 8400 17120 5000 0.1756 45.18 -0.02 17120 6200 1.0605 42.09 -0.10 17120 7000 1.9769 35.09 -0.20 17120 8000 4.8021 29.24 -0.44 16121 12000 42.8112 23.81 -0.94 9.4216 28.79 0.50 21122 8500 19.1302 28.03 -0.55 +++ Allianz AG (ALV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.7100 +++ Allianz AG - STND FUT (ALV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 80.7305 OCT10 V 80.7608 NOV10 X 80.8225 DEC10 Z 80.8707 +++ Allianz AG - Euro Phys FLEX Opt (ALX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.6190 27.08 0.43 17120 8400 6.6332 27.08 -0.57 2.8049 26.40 0.37 17120 8600 7.8126 26.40 -0.63 0.0393 23.93 0.01 17120 11100 29.9648 23.93 -0.99 0.0073 24.44 0.00 17120 12000 38.9013 23.67 -1.00 0.0065 32.38 0.00 17120 14000 58.8369 32.38 -1.00 17120 14130 60.1316 32.44 -1.00 0.0055 39.05 0.00 17120 16000 78.7712 39.44 -1.00 17061 7421 7.0962 31.74 -0.39 6.9770 29.26 0.50 17061 8000 9.5685 29.26 -0.50 16121 8500 14.3718 28.73 -0.54 16121 16000 81.0363 28.73 -0.98 +++ AMG Advanced Metallurgical Group NV (AM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.7200 +++ Anadarko Petroleum Corp (AMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.200 +++ AMBAC Financial Group Inc (AMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.470 +++ Amec (AME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 872.500 +++ Amec - STND FUT (AME/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 872.870 DEC10 Z 874.460 MAR11 H 876.110 JUN11 M 877.870 +++ Amgen Inc - Physical STND FUT (AGX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 51.214 OCT10 V 51.186 NOV10 X 51.154 DEC10 Z 51.129 +++ Amgen Inc (AMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.240 +++ Amlin (AML/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 404.800 +++ Amlin - STND FUT (AML/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 404.970 DEC10 Z 405.710 MAR11 H 406.470 JUN11 M 407.290 +++ Ameren Corp (AMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.900 +++ Amplifon SpA (AMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4500 +++ Amazon.Com Inc (AMZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 124.510 +++ Gannett Co Inc (AN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.060 +++ Andritz AG (AND/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.5400 +++ Ansaldo STS SpA (ANS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.2500 +++ Antofagasta (ANT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1012.000 +++ Antofagasta plc - STND FUT (ANT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1010.180 DEC10 Z 1012.020 MAR11 H 1013.920 JUN11 M 1012.210 +++ Antofagasta PLC - STND OPT (ATT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 332.250 47.20 1.00 SEP10 680 1.000 71.52 -0.01 299.250 44.12 1.00 SEP10 713 1.500 69.48 -0.02 260.500 43.56 1.00 SEP10 752 2.000 63.10 -0.03 220.750 41.45 0.99 SEP10 792 2.500 55.70 -0.04 183.000 43.79 0.97 SEP10 831 3.250 49.30 -0.06 145.000 41.91 0.93 SEP10 871 4.750 43.35 -0.09 109.000 39.97 0.86 SEP10 911 8.750 40.40 -0.15 77.000 37.68 0.76 SEP10 950 15.500 37.36 -0.25 49.000 35.83 0.61 SEP10 990 29.000 36.86 -0.40 10.500 34.02 0.22 SEP10 1089 93.000 38.66 -0.76 2.250 37.69 0.06 SEP10 1188 180.000 37.69 -0.95 1.250 57.63 0.02 SEP10 1386 376.750 57.81 -0.98 374.250 45.08 0.98 DEC10 640 3.500 46.71 -0.03 299.250 43.67 0.94 DEC10 720 8.750 44.65 -0.07 263.000 42.26 0.91 DEC10 760 12.000 42.76 -0.09 228.250 41.11 0.87 DEC10 800 17.250 41.56 -0.13 195.500 40.24 0.83 DEC10 840 24.250 40.53 -0.18 172.250 39.74 0.78 DEC10 871 32.000 40.05 -0.22 143.500 38.77 0.72 DEC10 911 43.250 39.05 -0.28 118.000 37.89 0.66 DEC10 950 56.250 37.92 -0.34 94.000 36.77 0.58 DEC10 990 72.500 36.94 -0.42 51.500 35.84 0.40 DEC10 1089 129.000 36.05 -0.60 26.000 35.46 0.24 DEC10 1188 202.500 35.71 -0.76 6.250 36.15 0.07 DEC10 1386 381.000 36.52 -0.93 382.000 43.74 0.94 MAR11 640 9.750 44.03 -0.06 311.500 41.81 0.89 MAR11 720 19.250 42.11 -0.11 278.500 41.06 0.86 MAR11 760 26.000 41.38 -0.14 246.500 40.27 0.83 MAR11 800 34.250 40.53 -0.18 217.000 39.69 0.78 MAR11 840 44.250 39.87 -0.22 189.500 39.04 0.74 MAR11 880 56.750 39.26 -0.27 163.500 38.29 0.69 MAR11 920 70.250 38.33 -0.32 139.750 37.67 0.63 MAR11 960 86.250 37.71 -0.37 118.250 36.97 0.58 MAR11 1000 104.750 37.02 -0.43 75.000 35.68 0.43 MAR11 1100 163.500 36.43 -0.57 45.250 34.81 0.30 MAR11 1200 231.500 34.93 -0.70 +++ Antofagasta plc - Amer Phys FLEX Opt (KFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 896.050 46.80 1.00 04100 116 879.050 46.62 1.00 12100 133 896.050 46.13 1.00 02110 116 +++ Time Warner Inc (AOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.090 +++ Time Warner Inc - Physical STND FUT (AOX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 30.096 OCT10 V 30.102 NOV10 X 30.112 DEC10 Z 30.120 +++ Time Warner Inc - Cash FLEX Fut (ZTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 30.186 +++ Accor SA (AOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.4300 +++ Atlas Copco AB-B (AP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 100.8000 +++ Leggett & Platt Inc (AQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.270 +++ Aareal Bank AG (AR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.8000 +++ Arcadis N.V (ARC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.3800 +++ Arriva (ARI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 772.500 +++ Arriva - STND FUT (ARI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 764.520 DEC10 Z 765.910 MAR11 H 767.350 JUN11 M 768.900 +++ ARM Holdings plc - STND FUT (AMR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 329.140 DEC10 Z 329.740 MAR11 H 330.360 JUN11 M 329.270 +++ ARM Holdings plc (ARM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 330.000 +++ ARM Holdings plc - STND OPT (ARM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 190.000 65.13 1.00 SEP10 140 0.000 65.13 0.00 170.000 63.92 1.00 SEP10 160 0.000 63.92 0.00 160.000 62.12 1.00 SEP10 170 0.000 62.12 0.00 150.000 59.11 1.00 SEP10 180 0.000 59.11 0.00 140.000 55.19 1.00 SEP10 190 0.000 55.19 0.00 130.000 52.78 1.00 SEP10 200 0.000 52.78 0.00 120.000 49.63 1.00 SEP10 210 0.000 49.63 0.00 110.000 47.05 1.00 SEP10 220 0.000 47.05 0.00 100.000 43.71 1.00 SEP10 230 0.000 43.71 0.00 90.000 42.27 1.00 SEP10 240 0.000 42.27 0.00 70.000 40.08 1.00 SEP10 260 0.250 40.08 -0.01 50.250 37.99 0.97 SEP10 280 0.750 37.99 -0.05 32.000 37.08 0.86 SEP10 300 2.750 37.08 -0.16 24.000 35.89 0.76 SEP10 310 4.750 35.89 -0.25 17.250 35.49 0.64 SEP10 320 8.000 35.49 -0.36 11.500 34.49 0.51 SEP10 330 12.250 34.49 -0.49 7.250 33.87 0.37 SEP10 340 18.000 33.87 -0.63 4.250 33.03 0.25 SEP10 350 25.000 33.03 -0.75 2.250 32.20 0.15 SEP10 360 33.000 32.20 -0.85 0.500 31.18 0.04 SEP10 380 51.250 31.18 -0.96 0.000 29.98 0.01 SEP10 400 71.000 29.98 -0.99 130.250 47.21 0.98 DEC10 200 0.750 47.21 -0.02 111.000 45.00 0.96 DEC10 220 1.500 45.00 -0.04 101.750 43.66 0.94 DEC10 230 2.000 43.55 -0.06 92.500 42.68 0.93 DEC10 240 3.000 42.56 -0.07 74.750 40.58 0.88 DEC10 260 5.000 40.45 -0.12 58.250 38.73 0.80 DEC10 280 8.750 38.60 -0.19 44.000 37.66 0.71 DEC10 300 14.250 37.66 -0.29 31.750 36.46 0.60 DEC10 320 22.000 36.26 -0.40 21.750 35.44 0.48 DEC10 340 32.000 35.20 -0.52 14.500 34.76 0.36 DEC10 360 44.750 34.76 -0.64 9.250 34.51 0.26 DEC10 380 59.500 34.36 -0.74 5.750 34.04 0.18 DEC10 400 76.000 33.90 -0.82 96.500 40.87 0.88 MAR11 240 6.500 40.78 -0.12 80.750 40.05 0.83 MAR11 260 10.500 40.03 -0.17 65.750 38.72 0.76 MAR11 280 15.500 38.62 -0.24 52.750 37.76 0.69 MAR11 300 22.250 37.62 -0.32 41.000 36.66 0.60 MAR11 320 30.750 36.51 -0.40 32.000 36.52 0.51 MAR11 340 41.750 36.52 -0.49 23.250 34.91 0.42 MAR11 360 52.750 34.91 -0.58 17.750 35.21 0.35 MAR11 380 67.250 35.21 -0.66 13.000 34.96 0.28 MAR11 400 82.500 34.96 -0.73 +++ M&T Bank Corp (AS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 87.750 +++ ASML Holding NV (ASL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.9400 +++ ASML Holding NV - STND FUT (ASL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.9450 OCT10 V 20.9530 NOV10 X 20.9690 DEC10 Z 20.9820 +++ ASML Holding NV - Amer Phys FLEX Opt (FDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5800 32.83 0.26 17120 2400 0.0500 36.09 0.02 17120 3200 +++ Aspen Insurance Holdings Ltd (ASP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.870 +++ Assa Abloy AB (ASS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 147.8000 +++ Altri SGPS (AT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7200 +++ Atos Origin SA (AT0/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.0650 +++ Atlas Copco AB A shares (ATA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 111.7000 +++ Autogrill SPA (ATG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.9800 +++ Atkins (WS) (ATK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 697.000 +++ Atkins (WS) STND FUT (ATK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 697.300 DEC10 Z 698.560 MAR11 H 699.880 JUN11 M 701.290 +++ Actelion Ltd (ATL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.380 +++ AO Tatneft (ATO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.6000 +++ Atlantia SpA (ATS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.2900 +++ Atlantia SpA - STND FUT (AUT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.2936 OCT10 V 14.2990 NOV10 X 14.3099 DEC10 Z 13.9582 +++ Autonomy Corporation (AUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1567.000 +++ Autonomy Corporation STND FUT (AUC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1567.670 DEC10 Z 1570.520 MAR11 H 1573.480 JUN11 M 1576.650 +++ Grupo Ezentis SA (AVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.5000 +++ Ackermans & Van Haaren (AVH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.3000 +++ Eastman Chemical Co (AW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.630 +++ British Airways PLC (AWS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 215.500 +++ British Airways PLC - STND OPT (AWS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 55.500 39.00 1.00 SEP10 160 0.000 43.27 0.00 45.750 37.70 0.99 SEP10 170 0.000 41.95 -0.01 35.750 36.63 0.97 SEP10 180 0.500 40.64 -0.04 31.000 35.83 0.95 SEP10 185 0.750 39.50 -0.06 26.250 35.57 0.92 SEP10 190 1.000 39.50 -0.10 21.750 34.25 0.88 SEP10 195 1.750 38.77 -0.15 17.750 33.98 0.81 SEP10 200 2.750 38.05 -0.21 13.750 32.66 0.74 SEP10 205 3.750 36.77 -0.28 10.000 31.17 0.64 SEP10 210 5.500 35.52 -0.37 7.250 30.91 0.53 SEP10 215 7.500 35.11 -0.47 5.000 30.37 0.42 SEP10 220 10.250 34.73 -0.57 3.250 30.28 0.31 SEP10 225 13.500 34.01 -0.67 2.000 30.18 0.22 SEP10 230 17.000 34.01 -0.75 1.250 30.08 0.15 SEP10 235 21.250 33.75 -0.83 0.750 30.08 0.09 SEP10 240 27.000 45.01 -0.80 0.000 30.38 0.01 SEP10 260 44.500 34.60 -0.98 0.000 31.48 0.00 SEP10 280 64.500 35.80 -1.00 0.000 33.92 0.00 SEP10 300 84.500 38.45 -1.00 0.000 35.95 0.00 SEP10 310 94.500 39.90 -1.00 0.000 37.93 0.00 SEP10 320 104.500 41.82 -1.00 37.000 36.57 0.91 OCT10 180 1.500 37.62 -0.09 28.000 34.61 0.85 OCT10 190 2.750 36.08 -0.16 24.000 33.49 0.80 OCT10 195 3.750 35.52 -0.21 19.750 32.22 0.75 OCT10 200 5.000 35.22 -0.26 16.250 31.15 0.69 OCT10 205 6.250 34.12 -0.32 13.000 30.87 0.61 OCT10 210 8.250 33.42 -0.39 10.500 30.99 0.53 OCT10 215 10.500 33.46 -0.46 8.250 31.10 0.46 OCT10 220 13.500 33.71 -0.54 6.500 31.10 0.38 OCT10 225 16.500 33.91 -0.60 5.000 31.30 0.32 OCT10 230 20.250 34.26 -0.67 3.750 31.38 0.26 OCT10 235 23.750 34.26 -0.72 2.750 31.52 0.20 OCT10 240 30.250 43.33 -0.71 0.750 32.22 0.07 OCT10 260 45.500 35.94 -0.91 0.250 32.64 0.02 OCT10 280 64.750 36.78 -0.97 23.750 35.37 0.70 NOV10 200 9.000 38.82 -0.31 17.000 33.22 0.60 NOV10 210 13.250 38.41 -0.41 14.250 32.88 0.54 NOV10 215 15.750 38.53 -0.45 12.000 32.71 0.49 NOV10 220 18.500 38.25 -0.50 10.000 32.66 0.43 NOV10 225 21.000 37.31 -0.55 8.250 32.61 0.38 NOV10 230 25.250 39.52 -0.59 5.500 32.12 0.28 NOV10 240 33.250 42.15 -0.66 1.250 27.50 0.09 NOV10 260 50.250 45.96 -0.76 57.000 35.70 0.94 DEC10 160 2.000 40.75 -0.08 47.750 34.73 0.91 DEC10 170 3.250 40.33 -0.12 39.250 33.88 0.85 DEC10 180 5.250 39.96 -0.18 31.500 33.11 0.78 DEC10 190 8.000 39.74 -0.25 24.500 32.90 0.69 DEC10 200 11.500 39.45 -0.32 18.750 32.79 0.60 DEC10 210 16.000 39.14 -0.41 14.250 33.00 0.50 DEC10 220 21.000 38.78 -0.49 10.500 32.86 0.40 DEC10 230 27.250 38.78 -0.57 7.500 33.06 0.32 DEC10 240 34.750 40.29 -0.64 4.000 33.97 0.19 DEC10 260 50.250 40.28 -0.76 3.250 39.31 0.14 DEC10 280 67.000 38.83 -0.86 0.750 38.09 0.04 DEC10 320 105.250 40.53 -0.95 59.750 36.55 0.89 MAR11 160 5.250 42.09 -0.13 44.000 35.51 0.79 MAR11 180 10.250 41.14 -0.23 37.000 34.94 0.73 MAR11 190 13.750 41.02 -0.28 30.500 34.36 0.67 MAR11 200 18.000 40.87 -0.34 25.000 33.97 0.60 MAR11 210 22.500 40.12 -0.40 20.250 33.73 0.53 MAR11 220 27.500 39.22 -0.46 16.250 33.73 0.46 MAR11 230 33.250 38.67 -0.53 13.000 33.73 0.39 MAR11 240 38.500 36.75 -0.60 5.000 33.99 0.19 MAR11 280 71.500 40.02 -0.76 +++ British Airways plc - STND FUT (BAY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 215.590 DEC10 Z 215.980 MAR11 H 216.390 JUN11 M 216.830 +++ Aker Solutions ASA (AX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 71.0500 +++ Axa SA (AXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.4500 +++ Axa SA - STND FUT (AXA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.4530 OCT10 V 12.4580 NOV10 X 12.4670 DEC10 Z 12.4750 +++ AXA SA - Euro Cash FLEX Opt (CJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1118 42.77 0.16 17090 1396 1.4671 43.33 0.50 17061 1270 2.3559 43.33 -0.50 +++ AXA SA - Amer Phys FLEX Opt (CJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 1200 0.6600 47.14 -0.38 17120 1759 5.1700 36.36 -0.95 17120 2247 10.0200 35.01 -1.00 16091 1300 2.7608 42.44 -0.50 16091 1400 3.3606 40.45 -0.58 0.5500 35.30 0.22 16121 1759 0.5029 32.60 0.21 21122 1900 +++ AXA SA - Euro Phys FLEX Opt (CJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0013 43.99 0.00 17090 1700 4.5452 43.99 -1.00 1.5352 46.69 0.61 17120 1200 1.0458 46.69 -0.39 0.6099 41.24 0.35 17120 1400 2.1140 41.24 -0.65 0.1741 37.48 0.14 17120 1600 3.6716 37.48 -0.86 0.0824 36.23 0.08 17120 1700 4.5766 36.23 -0.92 0.0119 35.19 0.01 17120 1954 7.0378 35.19 -0.99 1.0664 41.03 0.42 17061 1368 2.9267 41.03 -0.58 16121 1563 4.5984 37.73 -0.66 16121 3127 19.1042 32.00 -0.99 +++ Axel Springer AG (AXE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 88.9500 +++ AEX Index (AXI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 313.3900 +++ Acergy SA (AY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 95.2500 +++ Azimut Holding SpA (AZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.8350 +++ AstraZeneca plc (AZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3233.500 +++ AstraZeneca plc - STND OPT (AZA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1234.500 44.13 1.00 SEP10 2000 0.000 45.44 0.00 835.000 39.91 1.00 SEP10 2400 0.500 44.85 0.00 636.000 37.19 0.99 SEP10 2600 2.000 40.61 -0.02 438.000 30.34 0.97 SEP10 2800 4.000 31.28 -0.04 341.500 27.70 0.94 SEP10 2900 6.500 27.89 -0.06 247.000 24.66 0.89 SEP10 3000 12.500 25.02 -0.12 162.500 23.26 0.77 SEP10 3100 27.500 23.17 -0.23 88.500 20.73 0.59 SEP10 3200 53.500 20.82 -0.41 36.500 18.73 0.35 SEP10 3300 103.500 19.38 -0.64 11.500 17.82 0.15 SEP10 3400 178.000 18.67 -0.84 1.500 20.86 0.03 SEP10 3600 366.500 18.29 -0.99 0.000 20.83 0.00 SEP10 3800 566.500 18.89 -1.00 639.000 28.82 0.98 OCT10 2600 5.000 32.22 -0.03 447.000 26.70 0.93 OCT10 2800 11.500 27.39 -0.07 268.000 23.80 0.81 OCT10 3000 32.000 23.95 -0.19 189.000 22.22 0.71 OCT10 3100 52.500 22.25 -0.29 121.500 20.86 0.57 OCT10 3200 84.000 20.68 -0.43 69.500 19.64 0.41 OCT10 3300 133.000 19.71 -0.59 37.000 19.39 0.26 OCT10 3400 202.000 19.74 -0.73 7.500 18.83 0.07 OCT10 3600 371.500 18.75 -0.93 2.000 20.49 0.02 OCT10 3800 566.500 19.61 -0.99 463.000 26.13 0.89 NOV10 2800 25.500 26.31 -0.12 294.000 23.74 0.76 NOV10 3000 56.000 23.83 -0.24 218.000 22.22 0.68 NOV10 3100 80.500 22.40 -0.33 156.000 21.51 0.57 NOV10 3200 116.500 21.40 -0.43 103.500 20.63 0.45 NOV10 3300 165.500 20.77 -0.55 65.000 19.98 0.33 NOV10 3400 225.500 19.81 -0.68 21.500 19.31 0.14 NOV10 3600 383.500 19.22 -0.86 6.500 19.32 0.05 NOV10 3800 568.500 18.71 -0.97 1637.000 32.48 1.00 DEC10 1600 0.500 45.20 0.00 1438.000 35.53 1.00 DEC10 1800 2.000 44.29 -0.01 1239.000 35.42 0.99 DEC10 2000 3.500 40.05 -0.01 849.000 32.17 0.96 DEC10 2400 9.500 31.60 -0.04 658.500 28.93 0.92 DEC10 2600 19.000 28.75 -0.07 475.500 25.78 0.86 DEC10 2800 35.500 25.72 -0.14 310.000 23.21 0.74 DEC10 3000 70.000 23.23 -0.26 239.500 22.42 0.66 DEC10 3100 98.500 22.28 -0.34 180.000 21.91 0.57 DEC10 3200 136.000 21.44 -0.44 84.500 20.23 0.36 DEC10 3400 244.500 20.27 -0.64 33.500 19.43 0.18 DEC10 3600 394.000 19.48 -0.82 3.500 19.11 0.03 DEC10 4000 766.500 16.91 -1.00 859.000 31.02 0.94 MAR11 2400 33.000 29.24 -0.09 670.500 27.60 0.90 MAR11 2600 57.000 27.03 -0.16 494.000 25.12 0.83 MAR11 2800 92.000 24.62 -0.24 335.000 22.98 0.72 MAR11 3000 154.500 23.22 -0.37 206.500 21.49 0.57 MAR11 3200 241.500 21.57 -0.52 116.000 20.75 0.39 MAR11 3400 365.000 20.66 -0.68 58.000 20.04 0.24 MAR11 3600 515.500 19.70 -0.81 11.500 19.47 0.06 MAR11 4000 880.000 19.72 -0.94 866.000 30.38 0.93 JUN11 2400 54.500 28.66 -0.12 514.500 25.63 0.80 JUN11 2800 129.500 24.76 -0.27 364.500 23.82 0.69 JUN11 3000 192.500 23.16 -0.38 234.500 21.79 0.55 JUN11 3200 282.500 21.84 -0.50 146.500 21.10 0.41 JUN11 3400 400.000 20.90 -0.64 82.500 20.25 0.27 JUN11 3600 541.000 19.95 -0.76 23.000 19.38 0.10 JUN11 4000 894.500 20.62 -0.90 1445.000 37.15 0.99 DEC11 1800 29.000 32.94 -0.05 1252.000 34.90 0.97 DEC11 2000 43.000 30.58 -0.08 882.000 30.41 0.90 DEC11 2400 94.500 26.96 -0.16 539.500 25.20 0.77 DEC11 2800 194.000 24.00 -0.31 286.000 22.63 0.54 DEC11 3200 361.000 21.59 -0.51 128.000 20.66 0.31 DEC11 3600 617.500 20.08 -0.71 884.000 29.50 0.90 JUN12 2400 144.500 26.00 -0.21 554.500 25.23 0.75 JUN12 2800 274.500 23.88 -0.35 316.000 23.13 0.54 JUN12 3200 478.000 22.71 -0.53 164.500 21.65 0.35 JUN12 3600 773.500 23.82 -0.66 896.500 29.98 0.88 DEC12 2400 180.500 25.22 -0.23 574.500 25.41 0.73 DEC12 2800 308.500 22.60 -0.37 343.500 23.20 0.54 DEC12 3200 522.500 21.91 -0.53 173.000 20.50 0.35 DEC12 3600 815.500 22.81 -0.65 +++ AstraZeneca plc - Euro Cash FLEX Opt (AZJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 8.110 18.25 0.11 17090 3428 +++ AstraZeneca plc - STND FUT (AZN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3234.880 DEC10 Z 3240.760 MAR11 H 3130.000 JUN11 M 3136.310 +++ AstraZeneca plc - Amer Phys FLEX Opt (AZQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.930 19.34 0.06 17090 3500 17120 2200 5.490 35.83 -0.02 126.330 21.07 0.46 17120 3300 704.980 27.81 0.84 16121 2600 138.020 25.48 -0.23 +++ AstraZeneca plc - Euro Phys FLEX Opt (AZX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 3.190 40.05 -0.01 848.930 32.17 0.96 17120 2400 9.160 31.60 -0.04 475.500 25.78 0.86 17120 2800 35.440 25.72 -0.14 179.200 21.91 0.57 17120 3200 126.330 21.07 0.46 17120 3300 3.530 19.11 0.03 17120 4000 522.750 25.41 0.64 21122 2800 303.860 22.60 -0.36 410.460 24.00 0.54 20123 3000 514.610 22.02 -0.47 +++ Bauer AG (BAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.6000 +++ Bank of Ireland (BAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7460 +++ BASF SE (BAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.9000 +++ BASF SE - STND FUT (BAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.9106 OCT10 V 41.9264 NOV10 X 41.9584 DEC10 Z 41.9834 +++ BASF SE - Euro Cash FLEX Opt (BJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0752 26.44 0.06 17090 4658 +++ BASF SE - Amer Phys FLEX Opt (BJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 4000 1.1430 31.72 -0.33 16121 4400 7.5053 25.37 -0.61 2.2968 30.61 0.32 16121 5000 +++ BASF SE - Euro Phys FLEX Opt (BJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0305 27.20 0.03 17090 4800 6.1233 28.55 -0.97 17.0774 48.62 0.98 17120 2500 0.1287 51.51 -0.03 4.0269 31.70 0.64 17120 4000 2.0316 32.12 -0.36 1.5201 28.42 0.36 17120 4500 4.5014 28.74 -0.63 17061 3830 3.5149 28.13 -0.42 5.7777 34.40 0.56 16121 4000 5.3362 27.97 -0.46 5.8065 33.01 0.48 20123 4600 12.7109 28.04 -0.56 +++ Banco de Valencia SA (BAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2000 +++ Societe BIC SA (BB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.3000 +++ BBA Aviation plc (BBA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 192.600 +++ BBA Aviation plc (BBA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 189.010 DEC10 Z 189.350 MAR11 H 189.710 JUN11 M 181.520 +++ Barclays plc - STND FUT (BAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 309.280 DEC10 Z 308.840 MAR11 H 306.920 JUN11 M 306.290 +++ Barclays plc - Euro Cash FLEX Opt (BBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.110 40.50 0.27 17090 331 +++ Barclays PLC (BBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 309.150 +++ Barclays PLC - STND OPT (BBL/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 109.750 87.48 0.98 SEP10 200 0.500 87.48 -0.02 90.000 74.84 0.97 SEP10 220 0.750 74.84 -0.03 70.750 66.59 0.94 SEP10 240 1.500 66.59 -0.06 52.500 61.27 0.88 SEP10 260 3.250 61.27 -0.12 35.250 53.99 0.78 SEP10 280 5.750 53.64 -0.22 20.250 47.39 0.62 SEP10 300 10.750 46.93 -0.38 13.750 43.88 0.52 SEP10 310 14.500 43.88 -0.49 9.000 41.58 0.40 SEP10 320 19.750 41.58 -0.60 5.750 40.70 0.29 SEP10 330 26.250 40.27 -0.71 3.000 38.66 0.19 SEP10 340 33.750 38.33 -0.82 2.250 41.30 0.14 SEP10 350 43.000 41.00 -0.87 2.250 48.16 0.13 SEP10 360 53.000 47.86 -0.88 0.750 44.80 0.04 SEP10 380 71.250 44.80 -0.96 0.500 51.56 0.03 SEP10 400 91.250 51.56 -0.97 0.250 55.07 0.02 SEP10 420 111.000 55.07 -0.98 0.250 57.56 0.01 SEP10 440 131.000 57.56 -0.99 0.000 60.65 0.00 SEP10 480 170.750 60.65 -1.00 92.250 68.01 0.93 OCT10 220 3.000 67.81 -0.07 74.250 62.91 0.88 OCT10 240 4.750 62.69 -0.12 56.750 57.32 0.82 OCT10 260 7.500 57.32 -0.18 41.000 52.28 0.73 OCT10 280 11.500 51.99 -0.27 27.250 47.88 0.60 OCT10 300 17.750 47.88 -0.40 20.750 44.92 0.53 OCT10 310 21.250 44.92 -0.47 15.750 43.05 0.45 OCT10 320 26.250 43.05 -0.55 11.500 41.83 0.37 OCT10 330 32.000 41.46 -0.63 8.250 40.19 0.30 OCT10 340 38.500 39.87 -0.71 5.500 38.60 0.22 OCT10 350 46.000 38.32 -0.78 3.750 38.04 0.17 OCT10 360 54.250 37.79 -0.84 2.500 41.05 0.11 OCT10 380 73.000 40.83 -0.90 2.250 48.12 0.09 OCT10 400 92.750 47.92 -0.91 0.750 48.73 0.04 OCT10 440 131.250 48.73 -0.97 46.500 51.71 0.70 NOV10 280 17.500 51.71 -0.30 33.250 47.44 0.60 NOV10 300 24.000 47.44 -0.41 26.750 44.98 0.54 NOV10 310 27.750 44.98 -0.46 21.750 43.81 0.48 NOV10 320 32.750 43.45 -0.52 17.500 42.50 0.42 NOV10 330 38.500 42.50 -0.59 13.250 40.74 0.36 NOV10 340 44.500 40.74 -0.65 7.750 38.95 0.24 NOV10 360 58.750 38.95 -0.76 269.250 87.61 1.00 DEC10 40 0.000 87.61 0.00 261.250 85.17 1.00 DEC10 48 0.000 85.17 0.00 249.250 85.17 1.00 DEC10 60 0.000 85.17 0.00 229.250 84.21 1.00 DEC10 80 0.000 84.21 0.00 221.250 84.21 1.00 DEC10 88 0.000 84.21 0.00 213.500 82.75 1.00 DEC10 96 0.250 82.75 0.00 209.500 81.79 1.00 DEC10 100 0.250 81.79 0.00 189.750 81.02 0.99 DEC10 120 0.500 81.02 -0.01 170.500 78.22 0.98 DEC10 140 1.250 78.22 -0.02 151.250 73.85 0.97 DEC10 160 2.250 73.85 -0.04 133.250 73.19 0.94 DEC10 180 4.250 73.19 -0.06 115.000 68.09 0.91 DEC10 200 6.000 68.09 -0.09 97.750 64.27 0.87 DEC10 220 8.750 64.27 -0.13 81.250 60.38 0.82 DEC10 240 12.250 60.38 -0.18 65.000 55.41 0.76 DEC10 260 16.000 55.41 -0.24 55.250 52.71 0.72 DEC10 273 19.250 52.71 -0.29 50.750 52.00 0.69 DEC10 280 21.750 52.00 -0.32 37.500 48.04 0.60 DEC10 300 28.500 48.04 -0.40 30.250 45.64 0.54 DEC10 312 33.500 45.64 -0.46 26.250 44.50 0.50 DEC10 320 37.250 44.50 -0.51 17.000 41.45 0.39 DEC10 340 48.250 41.45 -0.62 12.500 39.14 0.32 DEC10 351 54.750 39.14 -0.68 10.000 37.94 0.27 DEC10 360 61.000 37.94 -0.73 5.250 35.35 0.17 DEC10 380 76.250 35.35 -0.83 4.250 35.95 0.15 DEC10 390 85.500 35.95 -0.85 0.500 36.37 0.03 DEC10 467 158.750 36.37 -0.97 0.500 36.66 0.02 DEC10 480 172.750 45.30 -0.95 119.500 63.14 0.88 MAR11 200 11.500 62.92 -0.13 86.750 55.27 0.80 MAR11 240 19.000 55.27 -0.21 58.250 49.08 0.68 MAR11 280 30.750 49.08 -0.33 46.000 46.23 0.60 MAR11 300 38.500 46.23 -0.41 34.500 43.00 0.52 MAR11 320 47.000 43.00 -0.49 25.500 40.97 0.44 MAR11 340 58.250 40.97 -0.57 18.000 38.96 0.35 MAR11 360 70.750 38.96 -0.65 8.250 36.21 0.20 MAR11 400 101.000 36.08 -0.80 3.250 33.98 0.10 MAR11 440 136.000 33.77 -0.90 2.250 36.86 0.07 MAR11 480 174.750 36.68 -0.93 123.000 60.43 0.86 JUN11 200 16.250 60.43 -0.15 91.250 52.79 0.78 JUN11 240 24.750 52.79 -0.23 62.500 46.17 0.67 JUN11 280 36.000 46.17 -0.34 50.500 43.60 0.60 JUN11 300 44.000 43.60 -0.40 40.250 41.58 0.53 JUN11 320 53.750 41.58 -0.47 31.000 39.65 0.46 JUN11 340 64.500 39.65 -0.54 23.000 37.54 0.38 JUN11 360 76.500 37.54 -0.62 11.500 34.26 0.24 JUN11 400 104.750 34.26 -0.76 2.500 31.25 0.07 JUN11 480 175.500 31.25 -0.93 269.250 79.32 1.00 DEC11 40 0.500 79.32 0.00 261.250 78.46 1.00 DEC11 48 0.750 78.46 -0.01 249.250 77.18 1.00 DEC11 60 1.500 77.18 -0.01 230.000 75.25 0.99 DEC11 80 3.250 75.25 -0.02 222.500 74.39 0.98 DEC11 88 4.250 74.39 -0.03 215.250 73.00 0.98 DEC11 96 5.000 73.00 -0.04 194.250 70.15 0.95 DEC11 120 8.750 70.15 -0.06 177.500 67.45 0.93 DEC11 140 12.250 67.45 -0.08 161.500 64.74 0.90 DEC11 160 16.500 64.74 -0.11 146.250 62.30 0.87 DEC11 180 21.500 62.30 -0.14 130.000 57.98 0.84 DEC11 200 25.000 57.98 -0.17 100.750 51.86 0.76 DEC11 240 35.500 51.86 -0.24 77.000 48.32 0.67 DEC11 280 51.500 48.32 -0.33 54.000 43.18 0.56 DEC11 320 68.000 43.18 -0.44 44.250 41.11 0.51 DEC11 340 78.000 41.11 -0.50 36.250 39.81 0.45 DEC11 360 90.000 39.81 -0.55 23.500 37.21 0.34 DEC11 400 117.000 37.21 -0.66 9.000 34.12 0.17 DEC11 480 181.500 34.12 -0.83 136.500 57.64 0.83 JUN12 200 33.750 57.64 -0.18 113.250 55.24 0.76 JUN12 240 50.000 55.24 -0.24 88.250 50.02 0.68 JUN12 280 64.500 50.02 -0.32 67.750 46.40 0.60 JUN12 320 83.500 46.40 -0.41 50.750 43.49 0.51 JUN12 360 105.750 43.49 -0.50 37.750 41.50 0.42 JUN12 400 132.000 41.50 -0.58 139.500 54.66 0.83 DEC12 200 37.750 54.66 -0.18 119.000 53.83 0.76 DEC12 240 56.500 53.83 -0.24 97.000 50.08 0.69 DEC12 280 73.500 50.08 -0.31 74.750 45.35 0.61 DEC12 320 90.250 45.35 -0.39 57.000 42.09 0.53 DEC12 360 111.500 42.09 -0.48 41.000 38.69 0.44 DEC12 400 134.250 38.69 -0.57 13.750 29.84 0.22 DEC12 480 185.250 29.84 -0.78 +++ Barclays plc - Amer Phys FLEX Opt (BBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.530 46.49 0.04 17090 385 7.170 36.65 0.22 17120 370 17120 409 102.780 36.05 -0.90 1.620 36.16 0.06 17120 429 17120 487 179.380 45.30 -0.95 16121 273 48.260 48.94 -0.31 16121 340 16121 351 84.510 40.40 -0.53 +++ Barclays plc - Euro Phys FLEX Opt (BBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 300 10.420 46.93 -0.38 0.530 46.49 0.04 17090 385 30.050 45.64 0.54 17120 312 33.200 45.64 -0.46 17120 351 54.600 39.14 -0.68 9.780 37.94 0.27 17120 360 60.820 37.94 -0.73 16121 351 84.310 40.40 -0.52 16121 419 130.790 36.48 -0.71 +++ Banco BPI SA (BBP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5920 +++ Baywa-Bayerische Warenvermit (BBW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.8850 +++ Balfour Beatty (BBY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 234.600 +++ Balfour Beatty STND FUT (BBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 234.700 DEC10 Z 235.130 MAR11 H 235.570 JUN11 M 236.040 +++ BRE Bank SA (BC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 244.000 +++ Barratt Developments (BDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 92.650 +++ Barratt Developments STND FUT (BDE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 92.690 DEC10 Z 92.860 MAR11 H 93.030 JUN11 M 93.220 +++ Beiersdorf AG (BDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.4750 +++ Benetton Group SpA (BE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2850 +++ Befimmo S.C.A. (BEF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.1000 +++ Bekaert (BEK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 157.0000 +++ Beni Stabili SpA (BEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6000 +++ Banco Espirito Santo SA (BES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4020 +++ Banco Espirito Santo SA - Phys FLEX Fut (YBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16121 3.3120 +++ BTG (BGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 213.100 +++ BTG - STND FUT (BGC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 213.190 DEC10 Z 213.580 MAR11 H 213.980 JUN11 M 214.410 +++ BG Group plc - STND FUT (BG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1074.960 DEC10 Z 1076.910 MAR11 H 1078.940 JUN11 M 1073.350 +++ BG Group plc (BGG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1074.500 +++ BG Group plc - STND OPT (BGG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 235.500 43.95 0.99 SEP10 840 2.500 55.17 -0.04 196.500 42.23 0.97 SEP10 880 2.500 46.45 -0.04 158.500 41.47 0.93 SEP10 920 3.500 41.60 -0.07 123.500 41.83 0.86 SEP10 960 8.500 41.36 -0.14 107.500 41.78 0.82 SEP10 980 12.000 41.22 -0.18 92.500 42.01 0.76 SEP10 1000 18.000 42.83 -0.24 61.000 43.14 0.60 SEP10 1050 35.000 42.17 -0.39 39.500 45.01 0.45 SEP10 1100 64.000 44.77 -0.56 28.500 50.10 0.33 SEP10 1150 100.500 47.23 -0.69 18.500 52.20 0.23 SEP10 1200 141.500 49.98 -0.78 12.500 54.69 0.16 SEP10 1250 188.500 56.25 -0.83 9.000 58.16 0.12 SEP10 1300 228.000 44.99 -0.94 5.500 65.72 0.07 SEP10 1400 333.000 71.30 -0.91 4.000 73.32 0.05 SEP10 1500 430.500 77.13 -0.94 168.000 40.75 0.86 OCT10 920 11.500 39.52 -0.13 136.000 39.96 0.80 OCT10 960 19.500 39.26 -0.20 120.500 39.36 0.76 OCT10 980 25.000 39.34 -0.24 107.000 39.36 0.71 OCT10 1000 30.500 38.80 -0.29 77.500 39.57 0.59 OCT10 1050 51.000 39.11 -0.41 54.500 40.04 0.47 OCT10 1100 79.000 40.07 -0.53 39.000 41.34 0.36 OCT10 1150 113.500 41.37 -0.64 27.500 42.71 0.28 OCT10 1200 152.000 42.71 -0.72 19.500 44.04 0.21 OCT10 1250 195.000 44.61 -0.79 14.000 45.35 0.16 OCT10 1300 235.500 42.07 -0.87 10.500 47.22 0.12 OCT10 1350 286.500 48.95 -0.87 148.000 38.56 0.76 NOV10 960 31.500 38.31 -0.24 121.000 38.10 0.69 NOV10 1000 45.000 38.04 -0.31 92.500 37.80 0.59 NOV10 1050 66.500 37.89 -0.41 70.000 38.19 0.49 NOV10 1100 93.500 38.01 -0.51 52.500 38.63 0.40 NOV10 1150 126.000 38.52 -0.60 38.500 39.12 0.32 NOV10 1200 158.000 36.90 -0.70 21.500 40.66 0.20 NOV10 1300 245.000 40.37 -0.81 252.500 41.36 0.88 DEC10 840 13.500 39.01 -0.11 222.500 42.67 0.83 DEC10 880 20.500 38.66 -0.15 188.500 39.79 0.79 DEC10 920 28.000 37.73 -0.20 157.500 38.02 0.74 DEC10 960 40.000 37.71 -0.26 130.000 37.02 0.68 DEC10 1000 53.500 37.22 -0.32 80.000 37.23 0.50 DEC10 1100 102.500 36.95 -0.50 47.500 37.87 0.35 DEC10 1200 169.000 37.28 -0.66 29.500 39.80 0.23 DEC10 1300 254.000 40.61 -0.76 16.000 39.65 0.14 DEC10 1400 339.000 39.54 -0.86 230.000 34.94 0.82 MAR11 880 35.500 36.41 -0.19 176.000 35.13 0.72 MAR11 960 59.500 35.72 -0.28 153.500 35.27 0.66 MAR11 1000 74.500 35.19 -0.34 102.000 34.45 0.52 MAR11 1100 124.000 34.71 -0.48 66.500 34.49 0.39 MAR11 1200 186.000 33.96 -0.62 24.000 33.37 0.18 MAR11 1400 341.500 31.66 -0.84 +++ BG Group plc - Amer Phys FLEX Opt (BGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 700 31.700 37.94 -0.11 91.360 34.18 0.39 16121 1300 +++ Bank BPH (BH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.000 +++ Biogen Idec Inc (BII/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.410 +++ Intesa Sanpaolo SpA - Euro Cash FLEX Opt (BIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1562 40.92 0.45 17120 240 0.2815 41.05 -0.55 +++ Intesa Sanpaolo SpA - STND FUT (BIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.2675 +++ Intesa Sanpaolo SpA - STND FUT (BIN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.2681 OCT10 V 2.2689 NOV10 X 2.2707 DEC10 Z 2.2720 +++ Intesa Sanpaolo SpA - Amer Phys FLEX Opt (BIQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 240 0.2825 41.05 -0.55 0.0282 32.19 0.14 17120 280 0.1926 42.57 0.35 20122 300 +++ Biomerieux (BIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.4600 +++ Boston Properties Inc (BJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.400 +++ Bank Zachodni WBK SA (BK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 186.400 +++ Berkeley Group Holdings (BKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 804.000 +++ Berkeley Group Holdings - STND FUT (BKL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 804.340 DEC10 Z 805.800 MAR11 H 807.320 JUN11 M 808.950 +++ Bankinter SA (BKT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1210 +++ Boliden AB (BL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 82.3500 +++ Boliden AB - Cash FLEX Fut (BLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 82.3898 +++ Belgacom SA (BLG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.8500 +++ BEL 20 Index (BLI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2435.960 +++ British Land Company PLC - STND OPT (BLC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 94.250 80.07 0.88 SEP10 360 1.250 53.09 -0.05 73.500 62.79 0.86 SEP10 380 1.500 43.05 -0.06 53.250 48.03 0.83 SEP10 400 2.000 35.17 -0.10 32.250 31.30 0.80 SEP10 420 3.250 27.93 -0.18 23.500 27.14 0.73 SEP10 430 5.250 26.45 -0.27 16.000 24.86 0.62 SEP10 440 8.000 25.10 -0.38 10.250 23.77 0.48 SEP10 450 12.250 23.72 -0.52 6.250 23.61 0.34 SEP10 460 18.500 23.92 -0.65 4.500 26.25 0.25 SEP10 470 25.750 23.98 -0.77 1.750 23.39 0.14 SEP10 480 34.250 24.40 -0.86 0.000 14.92 0.00 SEP10 520 72.500 29.10 -0.98 0.000 24.63 0.00 SEP10 560 112.250 35.29 -0.99 95.000 44.36 0.86 DEC10 360 4.750 32.18 -0.11 54.750 28.83 0.80 DEC10 400 10.750 28.27 -0.24 39.750 27.29 0.69 DEC10 420 16.750 27.12 -0.34 27.000 25.98 0.56 DEC10 440 24.500 25.76 -0.46 17.750 25.15 0.42 DEC10 460 35.000 24.77 -0.59 11.000 24.70 0.30 DEC10 480 48.750 24.60 -0.70 4.000 24.70 0.14 DEC10 520 81.750 24.41 -0.87 1.500 25.83 0.06 DEC10 560 119.500 25.48 -0.95 56.500 26.08 0.76 MAR11 400 18.750 27.22 -0.30 43.750 26.07 0.65 MAR11 420 26.500 26.62 -0.39 33.250 25.90 0.55 MAR11 440 35.250 25.54 -0.48 24.250 25.45 0.45 MAR11 460 46.750 25.00 -0.57 17.500 25.20 0.35 MAR11 480 60.250 24.80 -0.66 8.500 24.83 0.20 MAR11 520 91.250 24.29 -0.81 4.250 25.46 0.12 MAR11 560 127.000 24.40 -0.90 +++ British Land Co (BLN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 447.700 +++ British Land Co - STND FUT (BLN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 447.890 DEC10 Z 442.200 MAR11 H 436.520 JUN11 M 430.890 +++ British Land Company PLC - Amer Phys FLEX Opt (XBO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 267 7.020 33.83 -0.08 +++ BHP Billiton plc - Euro Cash FLEX Opt (BHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15.810 34.90 0.19 17090 1929 +++ BHP Billiton - STND FUT (BHP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1775.510 DEC10 Z 1778.740 MAR11 H 1751.330 JUN11 M 1754.860 +++ BHP Billiton plc - Amer Phys FLEX Opt (BHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15062 1900 487.750 41.14 -0.47 +++ BHP Billiton plc - Euro Phys FLEX Opt (BHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.000 38.42 0.02 17090 2200 +++ BHP Billiton plc (BLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1803.000 +++ BHP Billiton plc - STND OPT (BLT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 404.500 55.77 0.98 SEP10 1400 3.500 52.40 -0.04 307.000 50.36 0.96 SEP10 1500 8.500 48.10 -0.08 213.000 44.86 0.89 SEP10 1600 20.000 44.60 -0.17 168.500 42.01 0.84 SEP10 1650 29.500 42.60 -0.24 128.500 40.58 0.75 SEP10 1700 41.000 40.26 -0.32 92.000 38.40 0.64 SEP10 1750 58.500 38.30 -0.42 62.500 36.99 0.52 SEP10 1800 79.000 35.49 -0.54 40.500 36.29 0.39 SEP10 1850 109.000 34.49 -0.66 24.000 35.17 0.27 SEP10 1900 145.500 33.94 -0.76 14.000 34.71 0.17 SEP10 1950 186.000 33.01 -0.85 7.500 34.26 0.10 SEP10 2000 229.500 30.84 -0.93 2.500 35.88 0.04 SEP10 2100 325.000 24.21 -1.00 1.000 38.42 0.02 SEP10 2200 424.500 19.06 -1.00 0.500 48.45 0.01 SEP10 2400 624.500 26.30 -1.00 0.000 51.07 0.00 SEP10 2600 824.500 31.61 -1.00 0.000 53.33 0.00 SEP10 2800 1024.500 36.92 -1.00 225.500 42.68 0.81 OCT10 1600 41.500 42.03 -0.23 150.000 39.65 0.67 OCT10 1700 69.500 39.02 -0.36 117.500 38.23 0.59 OCT10 1750 88.500 37.73 -0.43 89.000 36.66 0.50 OCT10 1800 111.500 36.40 -0.51 66.500 35.69 0.41 OCT10 1850 138.500 35.28 -0.59 48.000 34.95 0.33 OCT10 1900 169.000 33.96 -0.68 34.500 34.37 0.26 OCT10 1950 203.500 32.44 -0.76 24.000 34.04 0.20 OCT10 2000 246.000 33.12 -0.81 10.000 32.59 0.10 OCT10 2100 332.500 31.66 -0.91 4.000 32.40 0.05 OCT10 2200 426.500 29.80 -0.97 0.500 31.82 0.01 OCT10 2400 624.500 28.06 -1.00 244.500 41.40 0.75 NOV10 1600 65.000 41.07 -0.27 176.500 39.40 0.63 NOV10 1700 97.000 38.86 -0.37 146.000 38.10 0.57 NOV10 1750 116.500 37.62 -0.43 119.000 37.09 0.51 NOV10 1800 140.000 36.62 -0.49 95.500 36.26 0.45 NOV10 1850 167.500 36.08 -0.56 75.500 35.58 0.38 NOV10 1900 197.000 35.26 -0.62 46.000 34.42 0.27 NOV10 2000 263.000 32.67 -0.75 13.500 32.50 0.10 NOV10 2200 435.500 32.10 -0.90 1163.000 89.32 1.00 DEC10 640 1.000 71.96 0.00 1083.000 86.10 1.00 DEC10 720 1.500 70.14 -0.01 1003.500 83.98 1.00 DEC10 800 3.000 67.53 -0.01 923.500 72.52 1.00 DEC10 880 4.500 64.26 -0.02 843.500 64.30 1.00 DEC10 960 7.000 61.84 -0.03 803.500 60.46 1.00 DEC10 1000 7.500 59.23 -0.03 606.500 52.76 0.97 DEC10 1200 18.000 52.09 -0.07 421.000 46.31 0.88 DEC10 1400 38.500 45.59 -0.14 259.000 40.57 0.72 DEC10 1600 81.500 40.86 -0.28 193.500 38.82 0.63 DEC10 1700 114.000 38.54 -0.38 137.000 36.68 0.52 DEC10 1800 157.500 36.48 -0.48 93.500 35.37 0.41 DEC10 1900 214.000 35.16 -0.59 61.500 34.57 0.31 DEC10 2000 277.500 32.98 -0.71 23.000 33.04 0.15 DEC10 2200 443.000 32.21 -0.87 7.500 32.12 0.06 DEC10 2400 629.000 31.45 -0.95 3.000 32.75 0.02 DEC10 2600 825.000 30.71 -0.99 1.000 33.68 0.01 DEC10 2800 1024.500 31.15 -1.00 443.000 43.65 0.82 MAR11 1400 70.500 42.36 -0.19 296.000 39.65 0.70 MAR11 1600 126.000 38.38 -0.32 234.000 38.18 0.62 MAR11 1700 166.500 36.94 -0.40 179.000 36.50 0.54 MAR11 1800 214.000 35.49 -0.49 134.000 35.30 0.45 MAR11 1900 270.500 34.31 -0.57 97.000 34.18 0.37 MAR11 2000 332.500 32.62 -0.66 49.000 32.91 0.22 MAR11 2200 488.000 31.35 -0.80 22.500 31.87 0.12 MAR11 2400 661.500 29.09 -0.91 9.500 30.97 0.06 MAR11 2600 848.500 24.95 -0.98 2.500 28.81 0.02 MAR11 2800 1045.500 23.43 -1.00 805.500 50.96 0.98 JUN11 1000 28.500 49.40 -0.07 625.500 47.16 0.89 JUN11 1200 54.000 44.81 -0.13 462.500 42.51 0.80 JUN11 1400 94.500 40.93 -0.21 326.000 39.63 0.68 JUN11 1600 159.000 37.97 -0.33 264.000 37.70 0.62 JUN11 1700 200.000 36.54 -0.40 211.500 36.41 0.54 JUN11 1800 248.000 35.27 -0.47 166.500 35.26 0.47 JUN11 1900 304.500 34.27 -0.54 130.000 34.44 0.40 JUN11 2000 367.500 33.38 -0.61 74.500 32.88 0.27 JUN11 2200 514.500 32.09 -0.74 42.000 31.99 0.17 JUN11 2400 680.000 30.55 -0.85 12.500 31.11 0.06 JUN11 2800 1046.500 23.37 -0.99 855.500 53.47 0.93 DEC11 960 40.000 44.80 -0.08 817.000 51.00 0.92 DEC11 1000 58.500 48.01 -0.10 642.000 44.46 0.86 DEC11 1200 94.500 43.46 -0.16 505.000 43.35 0.77 DEC11 1400 159.500 42.17 -0.25 389.500 42.00 0.67 DEC11 1600 247.000 41.07 -0.34 308.000 42.50 0.58 DEC11 1800 356.500 40.37 -0.44 230.000 41.17 0.48 DEC11 2000 485.500 39.99 -0.54 126.000 39.64 0.31 DEC11 2400 793.500 40.29 -0.68 67.500 38.59 0.20 DEC11 2800 1119.000 37.00 -0.82 423.500 41.50 0.67 JUN12 1600 351.000 46.77 -0.34 344.000 41.65 0.59 JUN12 1800 424.500 41.33 -0.43 275.000 41.19 0.51 JUN12 2000 555.000 40.95 -0.50 178.500 40.92 0.37 JUN12 2400 853.000 40.58 -0.64 518.500 37.93 0.76 DEC12 1400 273.000 44.44 -0.27 448.000 41.00 0.67 DEC12 1600 370.500 43.07 -0.34 381.500 42.00 0.60 DEC12 1800 487.500 42.37 -0.41 328.500 42.82 0.54 DEC12 2000 619.000 41.99 -0.48 229.000 42.31 0.42 DEC12 2400 905.500 40.90 -0.60 166.000 42.42 0.33 DEC12 2800 1218.000 39.00 -0.71 +++ Bolsas y Mercados Espanoles (BME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.6100 +++ Koninklijke BAM Groep NV (BMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7140 +++ Koninklijke BAM Groep NV - Cash FLEX Fut (KPD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 3.7153 +++ BMW AG - PFD (BMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.0000 +++ Bayerische Motoren Werke (BMW) AG (BMW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.5200 +++ Bayerische Motoren Werke (BMW) AG - STND FUT (BMW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.5306 OCT10 V 41.5462 NOV10 X 41.5779 DEC10 Z 41.6026 +++ Danone - Euro Cash FLEX Opt (BKJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1621 21.54 0.14 17090 4440 +++ Danone - Euro Phys FLEX Opt (BKX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.7394 23.74 0.45 17120 4300 2.8282 23.74 -0.55 +++ Danone (BN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.7700 +++ Danone - STND FUT (BN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.7810 OCT10 V 41.7960 NOV10 X 41.8280 DEC10 Z 41.8530 +++ BNP Paribas - Euro Cash FLEX Opt (BNJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4040 39.57 0.16 17090 5632 +++ BNP Paribas SA (BNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.5700 +++ BNP Paribas SA - STND FUT (BNP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 50.5830 OCT10 V 50.6020 NOV10 X 50.6400 DEC10 Z 50.6710 +++ BNP Paribas - Amer Phys FLEX Opt (BNQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4400 0.6000 54.85 -0.14 22.0665 70.99 0.94 17120 2916 0.5613 70.99 -0.06 17120 6220 12.3800 34.40 -0.84 +++ BNP Paribas - Euro Phys FLEX Opt (BNX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.8067 39.21 0.40 17120 5500 7.0562 39.21 -0.60 +++ Beneteau (BNT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.8000 +++ Bunzl (BNZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 679.000 +++ Bunzl - STND FUT (BNZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 679.290 DEC10 Z 680.520 MAR11 H 681.810 JUN11 M 683.180 +++ Bank of Ireland (BO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7500 +++ Bank of America Corp (BOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.730 +++ Boeing Company (BOE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.670 +++ Boskalis Westminster (BOS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.3950 +++ Bodycote plc (BOY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 222.100 +++ Bodycote plc - STND FUT (BOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 222.190 DEC10 Z 222.600 MAR11 H 223.020 JUN11 M 223.470 +++ BP PLC (BP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 377.500 +++ BP PLC - STND OPT (BP /O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 177.500 74.95 1.00 SEP10 200 0.000 82.14 0.00 157.500 67.45 1.00 SEP10 220 0.000 75.43 0.00 137.750 63.05 1.00 SEP10 240 0.250 71.98 -0.01 117.750 59.16 0.99 SEP10 260 0.250 66.45 -0.01 98.000 55.57 0.98 SEP10 280 0.500 60.24 -0.02 78.500 52.36 0.96 SEP10 300 1.250 55.52 -0.05 59.750 50.00 0.91 SEP10 320 2.500 51.37 -0.10 42.250 46.49 0.82 SEP10 340 4.500 45.61 -0.17 27.000 43.25 0.68 SEP10 360 8.750 42.02 -0.31 14.750 39.99 0.50 SEP10 380 16.750 39.47 -0.50 10.000 38.40 0.39 SEP10 390 22.000 37.34 -0.61 6.500 37.32 0.29 SEP10 400 28.250 35.66 -0.72 4.000 36.24 0.21 SEP10 410 35.500 33.25 -0.82 2.500 36.75 0.15 SEP10 420 44.000 32.58 -0.89 1.500 35.68 0.09 SEP10 430 53.250 32.41 -0.93 0.750 35.47 0.05 SEP10 440 62.750 30.70 -0.97 0.500 39.06 0.03 SEP10 460 82.500 28.69 -1.00 0.250 41.04 0.01 SEP10 480 102.500 29.37 -1.00 0.250 46.29 0.01 SEP10 500 122.500 30.21 -1.00 0.000 46.73 0.00 SEP10 520 142.500 30.21 -1.00 0.000 48.31 0.00 SEP10 560 182.500 31.73 -1.00 0.000 52.01 0.00 SEP10 600 222.500 35.00 -1.00 0.000 51.37 0.00 SEP10 640 262.500 36.32 -1.00 0.000 52.25 0.00 SEP10 680 302.500 41.37 -1.00 0.000 51.62 0.00 SEP10 720 342.500 42.59 -1.00 63.500 46.42 0.85 OCT10 320 5.250 44.85 -0.14 47.000 43.10 0.77 OCT10 340 8.750 42.20 -0.23 32.500 40.09 0.65 OCT10 360 14.000 38.62 -0.34 20.500 37.63 0.51 OCT10 380 22.250 36.96 -0.49 16.250 37.17 0.44 OCT10 390 27.750 36.27 -0.56 12.500 36.85 0.37 OCT10 400 33.750 35.08 -0.64 9.000 35.97 0.30 OCT10 410 40.750 35.01 -0.71 6.500 35.40 0.24 OCT10 420 48.250 34.27 -0.77 4.750 34.80 0.18 OCT10 430 56.000 32.65 -0.84 3.750 35.63 0.15 OCT10 440 64.500 31.40 -0.89 1.750 35.09 0.08 OCT10 460 82.750 27.30 -0.97 1.000 35.73 0.05 OCT10 480 103.000 34.74 -0.96 0.500 36.68 0.03 OCT10 500 123.000 38.09 -0.97 0.250 39.70 0.01 OCT10 540 163.000 46.76 -0.98 0.250 41.72 0.01 OCT10 560 183.000 52.13 -0.97 52.250 41.96 0.73 NOV10 340 14.000 41.61 -0.27 38.250 39.25 0.64 NOV10 360 20.000 39.16 -0.36 26.750 37.30 0.53 NOV10 380 28.500 37.24 -0.47 22.000 36.77 0.47 NOV10 390 34.250 37.05 -0.53 18.000 36.16 0.41 NOV10 400 40.000 36.47 -0.59 11.500 35.33 0.30 NOV10 420 53.250 35.30 -0.70 7.000 34.65 0.21 NOV10 440 69.500 35.43 -0.79 179.750 66.02 0.97 DEC10 200 1.500 63.35 -0.02 141.250 56.07 0.95 DEC10 240 3.000 56.00 -0.05 122.500 51.87 0.92 DEC10 260 4.500 52.24 -0.08 104.500 49.10 0.89 DEC10 280 6.250 49.20 -0.11 87.000 45.97 0.85 DEC10 300 8.750 45.73 -0.15 70.750 43.51 0.79 DEC10 320 12.500 43.45 -0.21 55.750 41.27 0.72 DEC10 340 17.500 41.24 -0.28 42.750 39.64 0.63 DEC10 360 24.000 39.13 -0.37 31.250 37.68 0.53 DEC10 380 32.750 37.41 -0.47 22.250 36.63 0.43 DEC10 400 43.500 35.96 -0.57 14.750 34.99 0.33 DEC10 420 57.250 36.00 -0.66 10.000 34.61 0.25 DEC10 440 71.750 34.92 -0.75 6.500 34.33 0.18 DEC10 460 88.000 33.92 -0.83 4.250 34.30 0.13 DEC10 480 105.500 33.06 -0.89 2.750 34.08 0.09 DEC10 500 124.250 32.90 -0.93 1.750 34.53 0.06 DEC10 520 143.250 32.72 -0.96 1.500 39.59 0.05 DEC10 560 183.000 36.91 -0.97 1.250 43.55 0.04 DEC10 600 223.000 42.23 -0.97 0.750 43.44 0.02 DEC10 640 263.000 47.17 -0.97 0.500 44.91 0.01 DEC10 680 303.000 51.41 -0.98 0.500 49.09 0.01 DEC10 720 343.250 57.83 -0.97 181.250 58.37 0.96 MAR11 200 3.500 56.18 -0.04 145.000 53.29 0.91 MAR11 240 6.750 50.77 -0.09 109.750 47.01 0.85 MAR11 280 11.750 45.29 -0.15 78.250 42.28 0.76 MAR11 320 20.500 41.07 -0.25 64.250 40.51 0.69 MAR11 340 26.500 39.31 -0.31 51.750 38.84 0.62 MAR11 360 34.250 37.99 -0.38 40.500 37.13 0.55 MAR11 380 43.250 36.38 -0.46 31.750 36.49 0.47 MAR11 400 53.750 35.10 -0.54 23.750 35.21 0.39 MAR11 420 66.250 34.03 -0.62 17.250 34.21 0.32 MAR11 440 79.500 32.48 -0.70 12.500 33.28 0.25 MAR11 460 95.500 32.59 -0.76 8.750 32.70 0.19 MAR11 480 112.000 31.89 -0.82 5.000 33.24 0.12 MAR11 520 146.750 29.17 -0.92 2.500 32.76 0.07 MAR11 560 184.500 26.90 -0.97 2.250 36.07 0.06 MAR11 600 224.250 29.93 -0.98 1.500 37.21 0.04 MAR11 640 263.500 26.49 -1.00 1.250 39.80 0.03 MAR11 680 303.250 26.88 -1.00 0.750 39.74 0.02 MAR11 720 343.250 33.94 -0.99 183.000 56.23 0.95 JUN11 200 5.250 51.67 -0.06 147.750 51.55 0.90 JUN11 240 9.750 47.27 -0.10 114.750 46.76 0.83 JUN11 280 16.750 43.43 -0.18 83.000 40.99 0.74 JUN11 320 27.250 40.13 -0.27 59.000 39.05 0.62 JUN11 360 42.250 37.21 -0.39 48.250 37.66 0.56 JUN11 380 51.750 35.93 -0.46 38.750 36.46 0.49 JUN11 400 62.750 35.08 -0.52 30.500 35.26 0.42 JUN11 420 74.500 33.90 -0.59 24.250 34.63 0.36 JUN11 440 87.750 32.93 -0.66 18.500 33.57 0.30 JUN11 460 102.500 32.10 -0.72 14.000 32.85 0.25 JUN11 480 118.250 31.49 -0.77 4.000 30.71 0.09 JUN11 560 188.500 28.74 -0.93 2.250 30.55 0.06 JUN11 600 227.500 30.61 -0.94 2.000 32.69 0.05 JUN11 640 266.000 29.34 -0.97 1.000 34.53 0.03 JUN11 720 345.250 32.06 -0.98 184.750 53.80 0.93 DEC11 200 11.750 50.86 -0.09 151.000 49.34 0.88 DEC11 240 21.500 49.13 -0.15 119.750 45.12 0.81 DEC11 280 25.750 40.58 -0.21 91.500 41.42 0.72 DEC11 320 42.000 40.19 -0.30 67.500 38.63 0.62 DEC11 360 58.000 37.30 -0.40 48.000 36.34 0.51 DEC11 400 79.250 35.25 -0.51 32.750 34.24 0.40 DEC11 440 103.000 32.54 -0.62 22.000 33.15 0.31 DEC11 480 131.250 30.42 -0.73 9.250 31.34 0.16 DEC11 560 200.250 29.67 -0.86 4.000 30.85 0.08 DEC11 640 274.500 28.43 -0.94 1.500 29.70 0.03 DEC11 720 351.750 27.26 -0.98 154.750 49.66 0.86 JUN12 240 29.750 48.51 -0.17 97.750 41.66 0.71 JUN12 320 54.500 41.01 -0.31 74.000 38.42 0.62 JUN12 360 70.000 37.23 -0.40 54.250 35.66 0.52 JUN12 400 89.500 34.29 -0.50 40.250 34.45 0.43 JUN12 440 112.500 31.58 -0.60 29.750 33.66 0.35 JUN12 480 140.750 30.16 -0.69 156.500 48.19 0.86 DEC12 240 32.250 44.16 -0.18 128.250 44.58 0.79 DEC12 280 49.500 43.89 -0.24 102.250 41.00 0.71 DEC12 320 62.750 39.92 -0.32 78.750 37.71 0.63 DEC12 360 78.500 36.40 -0.40 59.250 35.13 0.54 DEC12 400 98.000 33.58 -0.49 44.500 33.55 0.45 DEC12 440 120.000 30.62 -0.59 31.500 31.49 0.36 DEC12 480 146.500 28.65 -0.68 15.000 28.88 0.21 DEC12 560 209.750 26.15 -0.83 7.500 27.88 0.12 DEC12 640 277.500 18.27 -0.98 4.000 27.71 0.07 DEC12 720 355.500 21.94 -0.98 +++ BP PLC - STND FUT (BPA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 377.660 DEC10 Z 378.350 MAR11 H 376.060 JUN11 M 373.810 +++ BP plc - Amer Phys FLEX Opt (BPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 460 1.600 38.32 0.05 17120 550 173.040 35.87 -0.97 1.410 41.57 0.04 17120 580 202.980 39.57 -0.97 0.570 43.81 0.02 17120 650 272.970 48.23 -0.98 6.630 32.97 0.15 18031 500 7.770 31.78 0.16 17061 520 24.300 33.42 0.33 16121 470 10.400 31.57 0.17 16121 550 6.190 31.09 0.11 16121 600 236.490 29.05 -0.91 1.930 29.99 0.04 16121 700 21122 180 13.120 44.16 -0.09 10.600 28.38 0.16 21122 600 242.030 22.21 -0.92 2.200 27.71 0.04 21122 800 +++ BP plc - Euro Phys FLEX Opt (BPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 260 4.340 52.24 -0.08 22.190 36.63 0.43 17120 400 43.240 35.96 -0.57 9.920 34.60 0.25 17120 440 71.640 34.92 -0.75 6.520 34.33 0.18 17120 460 87.750 33.92 -0.82 4.270 34.30 0.13 17120 480 105.130 33.06 -0.88 2.680 34.08 0.09 17120 500 123.650 32.90 -0.92 1.320 43.55 0.04 17120 600 222.230 42.23 -0.97 0.570 43.81 0.02 17120 650 272.120 48.23 -0.97 0.440 47.00 0.01 17120 700 322.160 54.62 -0.97 10.260 31.57 0.17 16121 550 190.320 29.76 -0.85 9.200 31.34 0.16 16121 560 199.240 29.67 -0.86 8.730 28.13 0.14 21122 620 258.150 20.24 -0.95 +++ Unione Di Banche Italiane Scrl (BPL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.1300 +++ Banca Popolare di Milano (BPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5525 +++ Banca Monte dei Paschi di Siena SpA (BPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.9095 +++ Banca Monte dei Paschi Siena - Euro Phys FLEX Opt (EVX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 140 0.4906 71.55 -0.99 17090 145 0.5403 71.54 -0.99 17090 150 0.5902 72.33 -1.00 17120 140 0.4859 16.00 -1.00 18031 130 0.3845 24.63 -0.96 18031 150 0.5810 21.08 -1.00 +++ Banco Popolare Scrl (BPV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4200 +++ Banco Popolare Scrl - STND FUT (BPV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.4211 OCT10 V 4.4228 NOV10 X 4.4262 DEC10 Z 4.4288 +++ Windstream Corp (BQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.020 +++ Host Hotels & Resorts Inc (BR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.150 +++ Burberry Group (BRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 848.500 +++ Burberry Group - STND FUT (BRB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 848.860 DEC10 Z 850.400 MAR11 H 852.010 JUN11 M 853.720 +++ Brit Insurance Holdings NV (BRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 946.500 +++ Brit Insurance Holdings NV - STND FUT (BRE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 946.900 DEC10 Z 948.620 MAR11 H 950.410 JUN11 M 952.330 +++ Barrick Gold Corp (BRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.160 +++ Brembo SpA (BRM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.7750 +++ Brisa Autoestradas de Portugal SA (BRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.8600 +++ Invensys PLC (BRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 241.400 +++ Invensys PLC - STND OPT (BRT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 23.500 37.19 0.84 SEP10 220 2.000 36.61 -0.15 15.500 34.60 0.72 SEP10 230 4.500 36.53 -0.29 13.000 37.39 0.63 SEP10 235 6.500 37.29 -0.37 10.000 36.58 0.55 SEP10 240 8.750 37.41 -0.46 7.750 37.08 0.46 SEP10 245 11.000 36.30 -0.54 5.750 36.95 0.38 SEP10 250 14.250 36.78 -0.62 3.000 36.06 0.23 SEP10 260 21.500 35.89 -0.77 1.750 38.84 0.15 SEP10 270 29.750 35.75 -0.88 1.000 39.06 0.08 SEP10 280 39.500 39.14 -0.92 0.500 40.91 0.05 SEP10 290 48.750 36.80 -0.97 0.250 43.34 0.03 SEP10 300 58.750 38.81 -0.98 0.250 46.41 0.02 SEP10 310 68.750 40.04 -0.99 0.250 50.11 0.02 SEP10 320 78.500 42.19 -1.00 0.250 59.48 0.02 SEP10 340 98.500 48.14 -1.00 0.250 71.50 0.02 SEP10 360 118.500 56.40 -1.00 0.250 82.79 0.01 SEP10 400 158.750 78.46 -0.99 31.250 37.22 0.71 DEC10 220 10.250 36.51 -0.30 25.250 36.91 0.63 DEC10 230 14.000 35.68 -0.37 19.500 35.83 0.55 DEC10 240 18.750 35.15 -0.46 11.250 34.95 0.39 DEC10 260 30.000 33.28 -0.63 6.250 34.66 0.25 DEC10 280 45.250 33.56 -0.76 3.250 34.09 0.15 DEC10 300 62.500 33.70 -0.86 1.750 35.12 0.09 DEC10 320 81.000 33.50 -0.92 1.000 36.48 0.06 DEC10 340 100.000 31.78 -0.97 0.750 38.69 0.04 DEC10 360 119.500 25.53 -1.00 0.750 45.36 0.03 DEC10 400 159.500 30.76 -1.00 37.500 37.23 0.68 MAR11 220 15.250 35.29 -0.32 30.500 35.19 0.62 MAR11 230 20.000 35.42 -0.38 26.000 35.67 0.56 MAR11 240 24.250 34.29 -0.44 17.000 33.80 0.43 MAR11 260 36.000 33.75 -0.57 11.750 34.55 0.33 MAR11 280 49.750 33.08 -0.69 7.500 34.11 0.23 MAR11 300 66.000 32.99 -0.78 5.000 34.47 0.17 MAR11 320 83.250 32.47 -0.86 1.500 32.83 0.07 MAR11 360 120.250 30.35 -0.96 +++ Invensys plc - STND FUT (ISY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 241.500 DEC10 Z 240.440 MAR11 H 240.890 JUN11 M 241.380 +++ British Sky Broadcasting Group plc (BSK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 708.000 +++ British Sky Broadcasting Group plc - STND OPT (BSK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 268.250 45.31 1.00 SEP10 440 0.000 45.14 0.00 228.250 42.77 1.00 SEP10 480 0.000 43.32 0.00 188.250 41.32 1.00 SEP10 520 0.000 38.99 0.00 148.500 35.82 0.99 SEP10 560 0.000 33.18 0.00 108.500 28.25 0.99 SEP10 600 0.000 26.04 -0.01 68.500 18.23 0.98 SEP10 640 0.250 19.78 -0.02 30.500 14.98 0.86 SEP10 680 2.000 14.79 -0.14 5.000 13.10 0.32 SEP10 720 15.750 11.72 -0.70 0.250 10.52 0.02 SEP10 750 42.000 11.76 -0.98 0.000 10.93 0.01 SEP10 760 52.000 11.76 -1.00 428.250 41.08 1.00 DEC10 280 0.000 42.43 0.00 388.250 39.79 1.00 DEC10 320 0.000 40.84 0.00 348.500 37.91 1.00 DEC10 360 0.000 38.62 0.00 308.500 36.29 1.00 DEC10 400 0.000 36.39 0.00 268.500 34.26 1.00 DEC10 440 0.250 33.23 -0.01 228.500 32.01 1.00 DEC10 480 0.500 30.98 -0.01 188.750 27.15 1.00 DEC10 520 1.250 28.85 -0.03 149.000 25.15 0.98 DEC10 560 2.000 24.37 -0.05 109.250 19.13 0.98 DEC10 600 3.500 20.88 -0.09 69.750 14.87 0.94 DEC10 640 7.250 17.96 -0.18 35.000 13.53 0.75 DEC10 680 15.250 14.84 -0.36 9.000 10.60 0.37 DEC10 720 31.500 11.47 -0.68 268.500 33.03 1.00 MAR11 440 0.750 29.22 -0.01 228.750 28.66 1.00 MAR11 480 1.500 26.90 -0.02 189.000 26.02 0.99 MAR11 520 2.250 24.08 -0.04 150.000 24.08 0.96 MAR11 560 4.750 22.62 -0.08 113.500 22.94 0.88 MAR11 600 9.250 21.08 -0.15 80.750 21.76 0.77 MAR11 640 17.250 20.05 -0.25 53.250 20.58 0.62 MAR11 680 30.500 19.06 -0.40 31.500 19.22 0.45 MAR11 720 49.500 17.90 -0.56 309.000 41.21 0.99 JUN11 400 2.750 34.74 -0.03 269.000 35.87 0.99 JUN11 440 5.250 34.00 -0.05 229.500 31.93 0.98 JUN11 480 8.250 32.28 -0.08 153.000 26.13 0.91 JUN11 560 15.000 26.28 -0.16 85.500 22.03 0.73 JUN11 640 31.000 22.19 -0.31 44.750 22.42 0.48 JUN11 720 73.250 23.13 -0.54 349.250 44.27 0.99 DEC11 360 4.750 35.50 -0.04 310.250 41.04 0.97 DEC11 400 8.500 34.95 -0.06 272.000 37.72 0.95 DEC11 440 11.500 32.35 -0.08 232.750 32.80 0.93 DEC11 480 13.750 29.06 -0.11 161.250 27.78 0.83 DEC11 560 25.500 25.23 -0.20 102.500 24.92 0.68 DEC11 640 46.750 22.21 -0.35 64.750 24.92 0.50 DEC11 720 89.250 22.08 -0.53 244.000 34.20 0.86 DEC12 480 25.000 26.66 -0.15 181.500 30.11 0.77 DEC12 560 41.250 23.72 -0.24 126.750 26.79 0.66 DEC12 640 65.500 21.01 -0.37 81.750 24.03 0.52 DEC12 720 106.750 20.20 -0.52 +++ British Sky Broadcasting Group plc - STND FUT (BSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 708.300 DEC10 Z 698.080 MAR11 H 699.390 +++ BB&T Corp (BTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.510 +++ BT Group plc (BTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 135.200 +++ BT Group plc - STND OPT (BTG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 39.500 71.89 0.97 SEP10 96 0.250 65.11 -0.02 35.500 64.66 0.97 SEP10 100 0.250 62.35 -0.03 25.750 53.52 0.94 SEP10 110 0.500 52.99 -0.06 16.250 41.00 0.88 SEP10 120 1.000 42.46 -0.13 11.750 37.56 0.80 SEP10 125 1.750 39.60 -0.21 7.750 33.28 0.69 SEP10 130 2.500 34.08 -0.31 5.250 35.52 0.53 SEP10 135 4.500 32.29 -0.47 2.500 30.92 0.35 SEP10 140 7.000 28.95 -0.66 1.000 29.81 0.20 SEP10 145 10.750 29.56 -0.81 0.250 28.04 0.08 SEP10 150 15.000 24.81 -0.94 0.000 29.50 0.02 SEP10 160 24.750 31.15 -0.98 0.000 32.87 0.00 SEP10 170 34.750 37.38 -0.99 0.000 38.56 0.00 SEP10 180 44.750 49.03 -0.99 26.500 44.93 0.90 OCT10 110 1.000 43.32 -0.09 17.250 36.67 0.82 OCT10 120 2.250 38.48 -0.19 9.500 31.65 0.65 OCT10 130 4.500 33.38 -0.35 6.500 30.59 0.53 OCT10 135 6.500 32.13 -0.47 4.250 30.05 0.41 OCT10 140 9.000 30.19 -0.59 2.500 29.05 0.28 OCT10 145 12.250 29.09 -0.72 1.500 28.60 0.19 OCT10 150 16.250 29.31 -0.81 0.250 27.33 0.06 OCT10 160 25.000 28.20 -0.94 0.000 25.72 0.01 OCT10 170 34.750 29.48 -0.98 27.750 43.49 0.86 NOV10 110 2.000 41.62 -0.13 19.000 37.81 0.77 NOV10 120 3.750 37.80 -0.23 12.000 34.67 0.63 NOV10 130 6.500 34.21 -0.37 8.500 31.64 0.54 NOV10 135 8.500 32.69 -0.46 6.500 32.31 0.45 NOV10 140 11.000 31.44 -0.56 3.250 31.00 0.28 NOV10 150 17.750 30.47 -0.73 1.250 28.94 0.13 NOV10 160 25.750 28.93 -0.87 71.750 73.07 0.98 DEC10 64 0.250 63.88 -0.01 64.250 68.58 0.97 DEC10 72 0.250 58.14 -0.02 56.500 61.50 0.96 DEC10 80 0.500 52.60 -0.03 48.500 54.89 0.94 DEC10 88 0.750 49.23 -0.04 41.000 49.02 0.92 DEC10 96 1.250 44.79 -0.07 37.250 47.02 0.90 DEC10 100 1.250 42.05 -0.08 28.250 40.41 0.85 DEC10 110 2.500 38.97 -0.14 19.500 35.11 0.76 DEC10 120 4.250 35.53 -0.24 12.750 33.11 0.62 DEC10 130 7.250 32.89 -0.38 7.500 30.73 0.46 DEC10 140 11.750 30.46 -0.54 3.750 28.89 0.29 DEC10 150 18.250 28.84 -0.71 1.500 26.99 0.15 DEC10 160 26.000 26.86 -0.85 0.250 27.54 0.04 DEC10 180 45.500 34.08 -0.92 0.000 28.96 0.01 DEC10 200 64.750 30.73 -1.00 0.000 33.16 0.01 DEC10 220 84.750 36.87 -1.00 0.000 34.73 0.00 DEC10 240 104.750 45.12 -0.99 41.000 40.93 0.92 MAR11 96 2.750 42.02 -0.12 37.500 40.19 0.89 MAR11 100 3.250 40.64 -0.14 29.250 37.98 0.82 MAR11 110 5.250 38.14 -0.21 21.750 35.65 0.73 MAR11 120 7.750 35.27 -0.30 15.000 33.10 0.61 MAR11 130 11.750 33.51 -0.41 10.000 31.90 0.48 MAR11 140 16.500 31.34 -0.54 6.000 29.85 0.35 MAR11 150 22.750 30.00 -0.66 3.500 28.76 0.23 MAR11 160 30.000 28.30 -0.78 1.250 28.68 0.10 MAR11 180 47.500 25.72 -0.93 42.000 39.86 0.89 JUN11 96 4.000 40.35 -0.14 38.500 38.85 0.86 JUN11 100 4.750 39.27 -0.16 23.750 35.01 0.70 JUN11 120 10.000 34.63 -0.31 17.250 32.47 0.60 JUN11 130 14.000 33.01 -0.41 12.500 31.82 0.50 JUN11 140 19.000 31.83 -0.51 8.750 30.78 0.39 JUN11 150 25.250 30.78 -0.61 5.750 29.56 0.29 JUN11 160 32.000 29.21 -0.72 2.250 28.33 0.15 JUN11 180 48.500 26.44 -0.88 72.250 54.44 0.97 DEC11 64 1.750 45.25 -0.05 64.750 50.97 0.95 DEC11 72 2.750 43.93 -0.08 57.500 48.02 0.92 DEC11 80 4.000 41.87 -0.11 50.250 44.13 0.89 DEC11 88 5.500 40.29 -0.14 43.250 40.44 0.86 DEC11 96 7.000 37.99 -0.18 39.500 37.75 0.84 DEC11 100 7.750 36.90 -0.21 24.250 32.02 0.69 DEC11 120 13.750 31.80 -0.35 14.000 30.08 0.50 DEC11 140 23.250 28.69 -0.53 7.500 28.86 0.33 DEC11 160 37.000 27.27 -0.70 3.500 27.38 0.19 DEC11 180 53.500 25.97 -0.84 42.000 40.77 0.81 JUN12 100 9.000 33.13 -0.22 25.750 31.60 0.68 JUN12 120 16.750 31.28 -0.36 15.500 29.13 0.51 JUN12 140 26.250 27.71 -0.53 9.250 28.09 0.35 JUN12 160 39.750 26.42 -0.68 42.500 40.77 0.80 DEC12 100 13.000 34.92 -0.25 26.250 31.14 0.68 DEC12 120 20.000 30.72 -0.38 15.750 28.11 0.51 DEC12 140 30.250 27.86 -0.53 9.750 27.26 0.36 DEC12 160 44.250 26.77 -0.67 +++ BT Group plc - Euro Cash FLEX Opt (BTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.050 29.81 0.19 17090 145 +++ BT Group plc - STND FUT (BTL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 135.260 DEC10 Z 135.500 MAR11 H 133.250 JUN11 M 133.520 +++ Banco Espanol de Credito SA (BTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.8970 +++ Masco Corp (BV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.530 +++ Banco Bilbao Vizcaya Argent - Amer Phys FLEX Opt (BDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 925 0.2965 47.85 -0.35 0.2941 45.12 0.40 17090 1000 0.6188 40.71 -0.62 2.0523 55.81 0.77 17120 800 17120 1350 3.9517 24.22 -1.00 18031 825 0.7339 48.97 -0.28 0.9155 37.84 0.50 18031 1000 18031 1300 3.5417 31.84 -0.89 16121 800 1.0335 41.46 -0.29 16121 1200 3.3247 35.15 -0.67 0.3224 32.67 0.18 15062 1500 0.2878 32.21 0.17 15062 1525 0.3992 32.80 0.21 21092 1500 6.1159 30.90 -0.82 21092 1550 6.5664 30.90 -0.84 +++ Banco Bilbao Vizcaya Argentaria SA - Cash FLEX Fut (BDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 05100 9.6360 +++ Banco Bilbao Vizcaya Argentaria SA (BVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.6300 +++ Banco Bilbao Vizcaya Argentaria SA - STND FUT (BVA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.6320 OCT10 V 9.5460 NOV10 X 9.5530 DEC10 Z 9.5590 +++ Bureau Veritas SA (BVI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.4500 +++ Bovis Homes Group (BVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 338.000 +++ Bovis Homes Group - STND FUT (BVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 338.140 DEC10 Z 338.760 MAR11 H 339.400 JUN11 M 340.080 +++ BWIN Interactive Entertainment AG (BWI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.3150 +++ Brown (N.) Group (BWN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 221.500 +++ Brown (N.) Group - STND FUT (BWN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 221.590 DEC10 Z 222.000 MAR11 H 222.420 JUN11 M 222.860 +++ Bellway (BWY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 520.500 +++ Bellway - STND FUT (BWY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 520.720 DEC10 Z 521.670 MAR11 H 522.650 JUN11 M 523.700 +++ Progress Energy Inc (BY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.740 +++ Bayer AG - Amer Phys FLEX Opt (BQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3779 26.51 0.22 17090 4900 0.1406 27.75 0.09 17090 5100 0.0443 31.37 0.03 17090 5400 +++ Bayer AG - Amer Cash FLEX Opt (BQU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 3.1131 29.44 -0.34 +++ Bayer AG - Euro Phys FLEX Opt (BQX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 3.1030 29.44 -0.34 +++ Bayer AG - STND FUT (BYA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 46.3418 OCT10 V 46.3592 NOV10 X 46.3946 DEC10 Z 46.4222 +++ BAYER AG (BYR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.3300 +++ Buzzi Unicem SpA RSP (BZU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3400 +++ Buzzi Unicem SPA (BZZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.4650 +++ C & W Communications ex event package (C+W/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 121.800 +++ C & W Communications ex event package (C+W/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.750 30.33 0.59 SEP10 120 3.250 32.88 -0.41 1.250 30.69 0.22 SEP10 130 9.250 29.99 -0.79 0.250 33.14 0.06 SEP10 140 18.500 33.99 -0.94 0.000 35.47 0.01 SEP10 150 28.250 37.16 -0.98 0.000 38.07 0.00 SEP10 160 38.250 38.75 -1.00 0.000 39.37 0.00 SEP10 180 58.250 41.05 -1.00 +++ C & W Communications ex event package - Amer Phys (CWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.000 25.59 0.00 17120 210 +++ C & W Communications ex event package - Euro Phys (CWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.170 31.66 0.08 16121 190 83.800 32.89 -0.91 +++ Carrefour SA (CA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.1150 +++ Carrefour SA - STND FUT (CA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 35.1240 OCT10 V 35.1370 NOV10 X 35.1640 DEC10 Z 35.1850 +++ Carrefour SA - Amer Phys FLEX Opt (CMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6200 26.80 0.37 17090 3600 1.4900 26.80 -0.63 0.0100 30.58 0.01 17090 4200 15100 3400 1.1500 31.44 -0.37 17120 3200 1.2700 33.64 -0.27 3.0300 31.07 0.62 17120 3400 1.8800 31.07 -0.39 1.9200 29.00 0.48 17120 3600 1.1100 27.37 0.34 17120 3800 0.4204 25.87 0.17 17120 4100 5.2300 32.20 0.60 16121 3400 2.6100 28.96 0.40 16121 4000 16121 4800 14.2928 26.55 -0.84 3.0316 28.85 0.42 16032 4000 +++ Carrefour SA - Euro Phys FLEX Opt (CMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.0617 31.07 0.62 17120 3400 1.8350 31.07 -0.38 0.1223 24.60 0.06 17120 4400 8.8628 24.60 -0.94 0.0011 20.17 0.00 17120 5000 14.7220 20.17 -1.00 +++ CAC High Dividend Index (CAH/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.770 +++ Canal + (CAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4040 +++ Castellum AB (CAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.5000 +++ Close Brothers Group (CBG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 679.000 +++ Close Brothers Group - STND FUT (CBG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 679.290 DEC10 Z 680.520 MAR11 H 681.810 JUN11 M 683.180 +++ Commerzbank AG - Euro Cash FLEX Opt (CBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6119 37.17 0.84 17090 600 0.0848 43.37 -0.20 +++ Commerzbank AG (CBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.5530 +++ Commerzbank AG - STND FUT (CBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 6.5547 OCT10 V 6.5571 NOV10 X 6.5621 DEC10 Z 6.5660 +++ Commerzbank AG - Amer Phys FLEX Opt (CBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 500 0.1289 48.57 -0.13 0.2559 33.06 0.35 17120 720 +++ Commerzbank AG - Amer Cash FLEX Opt (CBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.0122 81.67 -0.02 17090 560 0.0529 54.04 -0.11 17090 600 0.0848 43.37 -0.20 0.8341 35.53 0.71 17120 600 0.3361 41.16 -0.30 +++ Commerzbank AG - Euro Phys FLEX Opt (CBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6119 37.17 0.84 17090 600 0.0848 43.37 -0.20 0.1940 32.36 0.29 17120 740 1.0750 36.70 -0.68 +++ Computacenter (CCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 285.300 +++ Computacenter - STND FUT (CCC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 285.420 DEC10 Z 285.940 MAR11 H 286.480 JUN11 M 287.060 +++ CAC 40 - Index (CCI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3491.110 +++ CAC 40 - Amer FLEX Index Opt (XCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 65.810 29.23 -0.35 +++ CAC 40 - Euro FLEX Index Opt (YCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 66.700 29.23 -0.35 +++ Cable & Wireless Communications (CCT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.150 +++ Cable & Wireless Communications - STND OPT (CCT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 11.250 40.45 0.98 SEP10 48 0.500 62.37 -0.09 7.500 39.49 0.90 SEP10 52 0.500 47.85 -0.14 5.500 30.79 0.88 SEP10 54 0.500 37.91 -0.17 3.750 28.16 0.78 SEP10 56 0.750 32.52 -0.24 2.250 28.01 0.62 SEP10 58 1.000 24.12 -0.36 1.250 25.16 0.43 SEP10 60 2.000 27.03 -0.56 0.500 22.78 0.23 SEP10 62 3.750 32.01 -0.70 0.000 21.04 0.08 SEP10 64 5.250 31.55 -0.82 0.000 19.92 0.00 SEP10 68 9.000 36.87 -0.92 0.000 22.50 0.00 SEP10 72 13.250 54.88 -0.90 11.250 24.21 0.97 DEC10 48 1.000 34.87 -0.15 8.000 28.21 0.84 DEC10 52 1.750 31.29 -0.25 5.250 28.71 0.68 DEC10 56 3.250 30.66 -0.40 2.750 26.26 0.49 DEC10 60 5.250 30.02 -0.57 1.250 24.52 0.29 DEC10 64 8.250 30.66 -0.70 0.500 24.07 0.14 DEC10 68 11.750 33.22 -0.79 0.250 25.27 0.07 DEC10 72 15.000 31.79 -0.88 12.000 32.21 0.87 MAR11 48 2.000 34.93 -0.20 8.750 30.64 0.77 MAR11 52 3.250 33.81 -0.30 6.250 30.01 0.64 MAR11 56 4.750 32.11 -0.41 4.000 28.76 0.49 MAR11 60 6.750 30.96 -0.52 3.000 30.36 0.38 MAR11 64 9.250 30.58 -0.64 0.500 22.15 0.11 MAR11 72 16.500 36.42 -0.75 +++ Citigroup Inc Physical (CCX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.710 +++ Citigroup Inc Physical - STND FUT (CCX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 3.711 OCT10 V 3.711 NOV10 X 3.713 DEC10 Z 3.714 +++ Progressive Corp / The (CD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.410 +++ Cofide SpA (CDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6040 +++ Christian Dior SA (CDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.3300 +++ OJSC Cherkizovo Group (CE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.0000 +++ Cementir Holding SpA (CEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.9600 +++ Compania Espanola de Petroleos SA (CEPSA) (CEP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.8500 +++ Compania Espanola de Petroleos SA (CEPSA)STND FUT (CEP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.8540 OCT10 V 16.8610 NOV10 X 16.8730 DEC10 Z 16.8840 +++ Cofina SGPS (CF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7700 +++ CFAO (CFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.5450 +++ CFR ex-event package - Amer Phys FLEX Opt (CFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.000 33.05 0.00 17120 789 0.000 33.05 0.00 17120 838 +++ CFR ex-event package (CFR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.190 +++ ConAgra Foods Inc (CG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.410 +++ Cargotec Corporation (CGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.6700 +++ Alcatel-Lucent SA (CGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0280 +++ Alcatel-Lucent SA - (CGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.0290 OCT10 V 2.0290 NOV10 X 2.0310 DEC10 Z 2.0320 +++ Alcatel-lucent SA - Amer Phys FLEX Opt (CGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 220 0.2000 40.38 -0.77 17120 220 0.2900 41.85 -0.59 18031 241 0.4884 39.76 -0.66 +++ Catlin Group Ltd (CGL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 340.500 +++ Cie Generale de Geophysique-Veritas (CGV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.5300 +++ Clorox Co (CH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.410 +++ Chesapeake Energy Corp (CHK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.590 +++ Charter International plc (CHT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 595.000 +++ Cimpor SGPS (CI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.5800 +++ Ferrovial SA Contracts (CIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.5460 +++ Corio NV -Euro Cash FLEX Opt (CDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1273 23.89 0.10 17090 4840 +++ Corio NV - Cash FLEX Fut (CDD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 44.6800 +++ Corio NV (CIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.6650 +++ CIR SpA (CIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.3390 +++ Qwest Communications International (CJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.640 +++ Cersanit-Krasnystaw SA (CK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.540 +++ Cookson Group (CKG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 425.800 +++ Cookson Group - STND FUT (CKG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 425.980 DEC10 Z 426.760 MAR11 H 427.560 JUN11 M 428.420 +++ Cephalon Inc (CL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.000 +++ Carlsberg A/S (CLB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 524.00 +++ Carlsberg A/S - Cash FLEX Fut (CLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 524.31 +++ Carillion (CLL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 291.200 +++ Carillion - STND FUT (CLL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 291.320 DEC10 Z 291.850 MAR11 H 292.400 JUN11 M 292.990 +++ Coloplast A/S (CLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 630.50 +++ Celesio AG (CLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.5350 +++ Comstar - United Telesystems (CM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.3500 +++ Ciments Francais SA (CMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.1900 +++ Cairn Energy (CNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 445.500 +++ Cairn Energy plc - STND FUT (CNE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 445.690 DEC10 Z 446.500 MAR11 H 447.340 JUN11 M 448.240 +++ Cairn Energy PLC - STND OPT (CNG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 166.250 85.37 0.99 SEP10 280 0.250 81.41 -0.01 146.750 85.27 0.97 SEP10 300 1.000 81.52 -0.02 128.250 84.78 0.95 SEP10 320 2.000 80.74 -0.05 110.250 84.81 0.91 SEP10 340 4.000 80.94 -0.08 93.250 84.02 0.86 SEP10 360 6.750 80.16 -0.13 77.750 83.43 0.80 SEP10 380 10.250 77.26 -0.19 63.750 82.45 0.73 SEP10 400 16.000 77.34 -0.26 57.250 82.35 0.69 SEP10 410 18.500 74.72 -0.30 51.500 82.37 0.65 SEP10 420 22.500 74.55 -0.34 45.750 82.16 0.61 SEP10 430 26.500 73.98 -0.39 40.750 81.68 0.57 SEP10 440 31.250 73.43 -0.43 36.000 81.48 0.53 SEP10 450 35.500 71.49 -0.48 31.500 80.77 0.48 SEP10 460 41.250 71.33 -0.53 27.250 80.03 0.44 SEP10 470 44.000 63.60 -0.59 22.250 76.33 0.39 SEP10 480 56.250 76.07 -0.61 18.500 74.85 0.35 SEP10 490 63.250 75.63 -0.65 16.250 75.59 0.31 SEP10 500 70.500 75.72 -0.69 12.000 76.33 0.25 SEP10 520 85.750 75.03 -0.76 8.750 76.33 0.19 SEP10 540 102.500 74.45 -0.81 6.250 75.89 0.15 SEP10 560 120.250 75.23 -0.86 140.750 66.94 0.86 DEC10 320 14.500 66.68 -0.14 125.250 65.46 0.82 DEC10 340 18.750 64.85 -0.18 110.750 64.20 0.78 DEC10 360 24.750 64.72 -0.22 96.750 62.52 0.74 DEC10 380 30.000 61.87 -0.26 83.500 60.46 0.69 DEC10 400 36.500 59.80 -0.31 71.750 59.44 0.64 DEC10 420 45.000 59.11 -0.36 62.000 59.18 0.58 DEC10 440 55.250 58.97 -0.42 53.250 58.80 0.53 DEC10 460 67.000 58.97 -0.47 44.500 57.67 0.48 DEC10 480 78.000 57.67 -0.52 32.000 57.27 0.38 DEC10 520 105.250 56.99 -0.62 26.500 57.01 0.33 DEC10 540 120.000 56.99 -0.67 22.500 56.88 0.29 DEC10 560 136.000 56.82 -0.71 145.250 55.30 0.85 MAR11 320 16.500 52.88 -0.15 131.000 54.79 0.81 MAR11 340 21.750 52.26 -0.19 117.500 54.29 0.77 MAR11 360 28.250 52.09 -0.23 105.000 53.96 0.73 MAR11 380 35.250 51.52 -0.27 93.500 53.47 0.68 MAR11 400 43.750 51.12 -0.31 83.250 53.28 0.64 MAR11 420 53.250 50.98 -0.36 73.500 52.94 0.60 MAR11 440 63.500 50.78 -0.41 64.500 52.30 0.55 MAR11 460 75.500 50.90 -0.45 55.750 51.40 0.50 MAR11 480 86.750 50.27 -0.50 42.000 50.67 0.42 MAR11 520 113.000 49.40 -0.59 31.250 49.89 0.34 MAR11 560 142.000 48.33 -0.67 +++ Cincinnati Financial Corp (CNN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.840 +++ CNP Assurances (CNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6050 +++ Casino Guichard Perrachon SA (CO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.7000 +++ Casino Guichard Perrachon SA - Cash FLEX Fut (FBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 63.6243 +++ Casino Guichard Perrachon SA - Phys FLEX Fut (FBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 63.6243 +++ Cobham (COB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 208.700 +++ Cobham - STND FUT (COB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 208.790 DEC10 Z 209.170 MAR11 H 209.560 JUN11 M 209.980 +++ Cofinimmo (COF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 91.9900 +++ Comerica Inc (COM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.610 +++ Continental AG (CON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.5150 +++ Continental AG - Amer Phys FLEX Opt (DVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3800 1.0542 39.48 -0.17 +++ ConocoPhillips (COP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.880 +++ C&C Group PLC (CP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.0940 +++ Compass Group plc - STND FUT (CMP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 513.720 DEC10 Z 514.650 MAR11 H 506.610 JUN11 M 507.630 +++ Compass Group plc (CPG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 513.500 +++ Compass Group plc - STND OPT (CPG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 154.750 75.69 0.97 SEP10 360 0.000 38.77 0.00 115.000 56.82 0.96 SEP10 400 0.000 26.77 0.00 95.250 49.36 0.95 SEP10 420 0.000 27.11 0.00 73.750 23.12 1.00 SEP10 440 0.250 27.44 -0.01 54.750 27.62 0.94 SEP10 460 1.000 27.47 -0.06 38.250 30.76 0.81 SEP10 480 3.500 28.01 -0.17 30.000 29.42 0.74 SEP10 490 5.500 27.19 -0.24 22.500 27.63 0.66 SEP10 500 7.500 25.32 -0.33 11.000 25.73 0.44 SEP10 520 16.250 23.75 -0.57 3.750 23.48 0.22 SEP10 540 29.750 22.50 -0.79 1.750 25.84 0.11 SEP10 560 46.750 17.38 -0.97 0.750 27.79 0.05 SEP10 580 66.500 14.96 -1.00 0.500 31.24 0.03 SEP10 600 86.500 15.35 -1.00 0.500 42.03 0.03 SEP10 640 126.500 8.27 -1.00 82.500 30.55 0.84 DEC10 440 7.250 29.36 -0.15 66.250 28.98 0.78 DEC10 460 11.000 28.30 -0.22 51.250 27.84 0.70 DEC10 480 15.250 26.21 -0.29 27.000 25.54 0.50 DEC10 520 31.000 24.31 -0.50 12.500 24.81 0.30 DEC10 560 58.500 25.44 -0.70 5.000 24.38 0.15 DEC10 600 89.250 22.36 -0.88 2.250 25.31 0.07 DEC10 640 129.000 27.87 -0.91 87.750 30.12 0.80 MAR11 440 15.000 27.99 -0.22 56.250 26.21 0.68 MAR11 480 28.500 27.34 -0.36 34.500 25.52 0.51 MAR11 520 47.000 25.93 -0.52 18.750 24.55 0.34 MAR11 560 70.500 23.89 -0.68 9.750 24.03 0.21 MAR11 600 105.500 26.48 -0.78 5.250 24.58 0.12 MAR11 640 141.000 27.62 -0.85 +++ Compass Group plc - Euro Cash FLEX Opt (CPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.510 24.54 0.15 17090 549 +++ Compass Group plc - Amer Phys FLEX Opt (CPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 435.500 192.79 1.00 24080 78 434.510 152.63 1.00 01090 79 435.540 73.21 1.00 22090 78 +++ Capita Plc (CPI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 702.500 +++ Capita Plc - STND FUT (CPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 696.550 DEC10 Z 697.810 MAR11 H 699.130 JUN11 M 687.770 +++ Carpetright (CPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 721.500 +++ Carpetright - STND FUT (CPR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 713.810 DEC10 Z 715.100 MAR11 H 716.450 JUN11 M 717.890 +++ CRH PLC (CR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.7000 +++ Croda International (CRD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1256.000 +++ Croda International - STND FUT (CRD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1245.700 DEC10 Z 1247.970 MAR11 H 1250.320 JUN11 M 1252.840 +++ Credito Emiliano SpA (CRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4300 +++ Banca Carige SpA (CRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.6270 +++ Criteria Caixacorp SA (CRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6600 +++ Mersen (CRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.1650 +++ CROCS Inc (CRO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.260 +++ Cisco Systems Inc - Physical STND FUT (COX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 21.204 OCT10 V 21.208 NOV10 X 21.216 DEC10 Z 21.221 +++ Cisco Systems INC (CSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.200 +++ Credit Suisse Group - Euro Cash FLEX Opt (CHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.163 32.30 0.10 17090 504 1.025 33.26 0.13 21122 800 +++ Credit Suisse Group - Amer Phys FLEX Opt (CHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 380 1.457 43.96 -0.21 18031 240 0.166 47.17 -0.02 18031 320 1.176 47.17 -0.12 +++ Credit Suisse Group (CSG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.110 +++ Credit Suisse Group - STND FUT (CSG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 45.120 OCT10 V 45.120 NOV10 X 45.130 DEC10 Z 45.130 +++ CSM (CSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.2000 +++ Societa Cattolica di Assicurazioni SCRL (CSS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.6600 +++ Tullett Prebon plc (CST/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 372.200 +++ Tullett Prebon plc - STND FUT (CST/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 372.360 DEC10 Z 373.040 MAR11 H 373.740 JUN11 M 374.490 +++ Central European Media (CT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 414.00 +++ Colt Group SA - STND FUT (COL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 109.050 DEC10 Z 109.240 MAR11 H 109.450 JUN11 M 109.670 +++ Colt Group SA (CTM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 109.000 +++ Caterpillar Inc (CTP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.620 +++ Centrica plc - STND FUT (CNA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 320.840 DEC10 Z 317.410 MAR11 H 318.010 JUN11 M 308.390 +++ Centrica plc - Euro Cash FLEX Opt (CRJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.950 19.15 0.12 17090 340 +++ Centrica plc - Euro Phys FLEX Opt (CRX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 22.020 21.69 0.56 18031 315 +++ Centrica PLC (CTR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 320.700 +++ Centrica Plc - STND OPT (CTR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 101.000 64.74 0.99 SEP10 220 0.000 54.55 0.00 81.000 50.94 0.99 SEP10 240 0.000 41.99 0.00 61.250 41.58 0.98 SEP10 260 0.000 30.32 0.00 41.250 30.43 0.96 SEP10 280 0.250 25.32 -0.02 31.500 25.14 0.94 SEP10 290 0.250 21.77 -0.04 22.000 23.04 0.87 SEP10 300 1.250 22.77 -0.12 14.000 22.03 0.73 SEP10 310 3.250 22.27 -0.27 7.500 20.90 0.53 SEP10 320 6.500 20.50 -0.47 3.250 20.54 0.31 SEP10 330 12.250 19.87 -0.70 1.000 19.15 0.13 SEP10 340 20.250 19.15 -0.87 0.000 19.57 0.01 SEP10 360 39.250 19.57 -0.99 0.000 19.72 0.00 SEP10 380 59.250 19.72 -1.00 101.000 36.76 0.99 DEC10 220 0.750 36.76 -0.03 81.000 31.87 0.98 DEC10 240 1.250 31.87 -0.05 61.750 28.87 0.95 DEC10 260 2.500 28.87 -0.09 42.750 24.66 0.88 DEC10 280 4.000 24.52 -0.16 26.500 22.98 0.72 DEC10 300 8.750 22.98 -0.31 14.250 21.56 0.51 DEC10 320 16.750 21.56 -0.50 6.750 21.20 0.30 DEC10 340 29.500 21.20 -0.70 3.000 21.08 0.16 DEC10 360 45.500 20.38 -0.86 81.250 27.09 0.97 MAR11 240 2.000 26.89 -0.07 45.500 23.66 0.80 MAR11 280 7.500 23.66 -0.21 31.000 22.47 0.67 MAR11 300 13.000 22.47 -0.34 19.500 21.44 0.52 MAR11 320 21.500 21.28 -0.49 11.750 21.23 0.37 MAR11 340 33.750 21.23 -0.64 6.500 20.84 0.24 MAR11 360 48.500 20.73 -0.77 +++ Aviva plc - Amer Phys FLEX Opt (AVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 333.910 159.53 1.00 08090 48 329.920 55.28 1.00 17090 52 333.930 50.91 1.00 07100 48 327.930 45.03 1.00 02110 54 323.930 43.43 1.00 09110 58 327.930 60.13 1.00 01120 54 5.460 34.12 0.16 17120 460 +++ Aviva Plc - STND FUT (CGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 382.060 DEC10 Z 373.240 MAR11 H 373.940 JUN11 M 358.920 +++ Aviva plc (CUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 381.900 +++ Aviva plc - STND OPT (CUA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 142.000 55.28 1.00 SEP10 240 0.250 78.74 -0.01 122.000 55.49 1.00 SEP10 260 0.250 67.30 -0.01 102.000 46.82 1.00 SEP10 280 0.500 58.47 -0.02 82.250 41.82 0.99 SEP10 300 0.750 51.80 -0.03 72.750 45.32 0.97 SEP10 310 1.000 49.15 -0.04 63.250 46.08 0.94 SEP10 320 1.500 46.90 -0.07 54.000 43.90 0.91 SEP10 330 2.250 45.03 -0.10 45.250 42.72 0.86 SEP10 340 3.250 43.22 -0.14 36.750 41.53 0.81 SEP10 350 5.250 43.46 -0.20 29.250 40.89 0.73 SEP10 360 7.500 42.02 -0.28 22.500 39.95 0.64 SEP10 370 10.500 40.20 -0.36 16.500 38.91 0.54 SEP10 380 15.000 40.48 -0.46 12.500 40.15 0.44 SEP10 390 20.500 40.11 -0.56 8.750 39.24 0.35 SEP10 400 26.750 40.06 -0.65 4.000 39.71 0.20 SEP10 420 41.750 38.91 -0.81 2.000 41.73 0.11 SEP10 440 60.250 42.83 -0.89 1.250 44.77 0.06 SEP10 460 79.500 47.43 -0.93 0.750 49.26 0.04 SEP10 480 98.500 45.97 -0.97 0.250 61.48 0.01 SEP10 560 178.250 60.10 -0.99 102.500 49.16 0.98 OCT10 280 1.000 44.37 -0.04 82.750 44.59 0.97 OCT10 300 2.250 42.97 -0.08 64.500 45.43 0.90 OCT10 320 4.750 40.92 -0.14 55.250 42.71 0.87 OCT10 330 6.750 40.76 -0.19 47.250 42.74 0.82 OCT10 340 9.750 41.33 -0.25 38.250 38.71 0.78 OCT10 350 12.750 40.84 -0.31 31.250 38.53 0.70 OCT10 360 16.500 40.29 -0.38 25.000 38.18 0.62 OCT10 370 21.000 39.41 -0.45 19.750 37.86 0.53 OCT10 380 25.500 38.04 -0.52 15.000 37.13 0.44 OCT10 390 32.000 38.67 -0.59 11.750 37.84 0.37 OCT10 400 38.000 36.75 -0.67 6.500 37.12 0.23 OCT10 420 53.000 36.06 -0.79 4.500 40.42 0.16 OCT10 440 70.500 36.47 -0.87 50.000 41.14 0.77 NOV10 340 15.250 41.46 -0.29 36.250 39.41 0.65 NOV10 360 23.000 40.38 -0.39 31.250 40.21 0.58 NOV10 370 27.250 39.58 -0.45 25.250 38.38 0.52 NOV10 380 32.500 38.99 -0.50 21.000 38.02 0.45 NOV10 390 38.000 38.36 -0.56 16.500 37.01 0.39 NOV10 400 44.000 37.83 -0.61 10.250 35.68 0.28 NOV10 420 57.250 35.49 -0.73 6.000 34.42 0.19 NOV10 440 74.000 36.63 -0.80 222.000 85.46 1.00 DEC10 160 0.500 71.30 -0.01 202.250 80.51 0.99 DEC10 180 1.000 66.41 -0.02 182.250 73.60 0.99 DEC10 200 1.000 58.49 -0.02 162.500 64.68 0.99 DEC10 220 1.000 50.97 -0.02 142.500 55.88 0.99 DEC10 240 2.250 50.31 -0.04 104.250 51.12 0.93 DEC10 280 5.500 45.82 -0.11 86.000 47.49 0.88 DEC10 300 9.250 45.05 -0.16 69.250 45.10 0.81 DEC10 320 13.500 43.43 -0.23 52.500 40.48 0.74 DEC10 340 19.500 41.85 -0.30 39.250 38.80 0.63 DEC10 360 27.000 40.18 -0.39 29.000 38.12 0.52 DEC10 380 36.000 38.46 -0.49 20.750 37.20 0.41 DEC10 400 47.750 37.68 -0.59 14.000 36.21 0.32 DEC10 420 61.000 36.62 -0.68 9.000 34.94 0.23 DEC10 440 76.500 36.01 -0.76 3.250 33.30 0.11 DEC10 480 110.250 33.35 -0.90 0.250 30.76 0.01 DEC10 560 188.000 37.08 -0.97 142.750 47.78 0.97 MAR11 240 6.750 50.58 -0.09 107.000 45.84 0.88 MAR11 280 12.750 46.63 -0.16 91.000 44.20 0.82 MAR11 300 16.250 43.59 -0.20 76.250 42.55 0.75 MAR11 320 21.750 42.07 -0.26 62.500 40.82 0.68 MAR11 340 28.750 40.73 -0.32 49.500 38.55 0.61 MAR11 360 37.000 39.72 -0.39 39.500 37.64 0.53 MAR11 380 46.500 38.35 -0.47 30.750 36.81 0.46 MAR11 400 57.500 37.37 -0.54 23.000 35.44 0.38 MAR11 420 70.250 36.66 -0.61 16.750 34.27 0.31 MAR11 440 82.750 34.21 -0.70 143.000 49.06 0.97 JUN11 240 12.000 47.92 -0.13 107.000 44.54 0.87 JUN11 280 20.250 44.16 -0.21 91.000 42.65 0.81 JUN11 300 25.000 41.70 -0.25 76.750 41.13 0.74 JUN11 320 31.750 40.12 -0.31 64.250 40.11 0.68 JUN11 340 39.750 38.84 -0.37 51.500 38.06 0.61 JUN11 360 49.000 37.78 -0.44 41.250 36.86 0.54 JUN11 380 59.750 36.88 -0.50 32.250 35.61 0.46 JUN11 400 72.000 35.87 -0.57 24.750 34.45 0.39 JUN11 420 83.500 33.72 -0.64 19.250 33.86 0.32 JUN11 440 98.500 33.17 -0.70 10.250 32.24 0.21 JUN11 480 130.000 31.38 -0.81 2.500 29.68 0.06 JUN11 560 202.750 28.70 -0.95 222.250 71.05 0.99 DEC11 160 16.250 71.05 -0.08 202.500 63.89 0.99 DEC11 180 17.250 63.89 -0.10 183.000 59.04 0.97 DEC11 200 19.500 59.04 -0.12 164.000 54.18 0.95 DEC11 220 21.750 54.18 -0.14 145.250 50.22 0.92 DEC11 240 24.750 50.22 -0.17 110.750 44.00 0.83 DEC11 280 33.000 44.00 -0.24 86.250 43.70 0.71 DEC11 320 53.500 45.00 -0.33 62.000 39.83 0.60 DEC11 360 68.250 39.79 -0.43 43.250 37.32 0.49 DEC11 400 92.500 38.65 -0.53 25.500 32.94 0.36 DEC11 440 120.000 37.68 -0.62 19.750 34.53 0.29 DEC11 480 151.750 37.63 -0.70 13.750 37.97 0.20 DEC11 560 220.750 37.74 -0.81 115.000 46.35 0.80 JUN12 280 47.500 45.00 -0.27 90.250 43.89 0.71 JUN12 320 69.750 45.57 -0.35 66.750 40.02 0.61 JUN12 360 84.500 40.01 -0.44 49.000 37.90 0.50 JUN12 400 107.750 37.90 -0.53 31.750 34.17 0.39 JUN12 440 132.500 35.14 -0.63 159.000 62.48 0.84 DEC12 240 63.250 62.48 -0.21 129.250 54.92 0.78 DEC12 280 75.500 55.87 -0.27 97.750 46.40 0.70 DEC12 320 81.500 45.80 -0.35 71.000 40.23 0.61 DEC12 360 96.250 40.24 -0.43 55.000 38.59 0.52 DEC12 400 120.000 38.36 -0.52 41.500 36.95 0.43 DEC12 440 146.750 36.80 -0.59 32.750 36.46 0.36 DEC12 480 177.250 36.28 -0.66 +++ Chevron Corp (CVX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.690 +++ Costco Wholesale Corp (CWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.430 +++ Cable & Wireless Worldwide (CWT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.650 +++ Cable & Wireless Worldwide - STND OPT (CWT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 11.000 47.64 0.94 SEP10 52 0.250 49.24 -0.06 7.250 44.71 0.85 SEP10 56 0.500 44.75 -0.15 4.250 42.19 0.67 SEP10 60 1.000 32.33 -0.29 3.000 41.01 0.56 SEP10 62 2.250 40.49 -0.44 2.000 39.86 0.44 SEP10 64 3.250 38.94 -0.56 1.250 39.24 0.33 SEP10 66 4.500 39.02 -0.68 0.750 38.83 0.23 SEP10 68 6.000 38.74 -0.78 0.500 37.17 0.14 SEP10 70 7.750 39.36 -0.85 0.250 38.00 0.09 SEP10 72 9.500 39.76 -0.90 0.000 37.50 0.03 SEP10 76 13.500 37.51 -0.98 0.000 38.27 0.01 SEP10 80 17.250 39.94 -0.99 0.000 39.52 0.01 SEP10 82 19.250 40.61 -1.00 0.000 38.53 0.00 SEP10 84 21.250 40.61 -1.00 0.000 38.85 0.00 SEP10 86 23.250 40.95 -1.00 0.000 39.06 0.00 SEP10 88 25.250 42.50 -1.00 0.000 40.69 0.00 SEP10 90 27.250 45.55 -1.00 0.000 43.02 0.00 SEP10 92 29.250 48.28 -1.00 0.000 45.97 0.00 SEP10 94 31.250 48.63 -1.00 0.000 47.04 0.00 SEP10 96 33.250 49.64 -1.00 0.000 48.16 0.00 SEP10 100 37.250 50.31 -1.00 15.250 43.42 0.91 DEC10 48 0.750 36.53 -0.10 9.000 40.46 0.74 DEC10 56 2.750 38.45 -0.30 6.500 39.52 0.62 DEC10 60 4.500 38.31 -0.42 4.500 38.77 0.50 DEC10 64 6.750 38.16 -0.54 2.750 36.12 0.36 DEC10 68 9.250 36.33 -0.66 1.750 35.45 0.25 DEC10 72 12.250 35.43 -0.76 0.750 33.38 0.15 DEC10 76 15.750 36.53 -0.83 0.250 31.29 0.08 DEC10 80 19.250 35.13 -0.90 0.000 28.94 0.03 DEC10 84 23.000 34.65 -0.94 0.000 26.32 0.01 DEC10 88 26.750 29.24 -0.98 0.000 23.45 0.00 DEC10 92 30.750 32.74 -0.98 0.000 20.31 0.00 DEC10 96 34.750 35.99 -0.98 0.000 16.93 0.00 DEC10 100 38.750 36.60 -0.99 16.000 42.60 0.86 MAR11 48 2.000 40.91 -0.17 10.000 38.26 0.70 MAR11 56 4.250 36.93 -0.32 7.750 38.06 0.60 MAR11 60 6.000 36.43 -0.41 5.750 37.45 0.51 MAR11 64 8.000 34.90 -0.51 4.250 36.69 0.41 MAR11 68 10.500 35.40 -0.60 3.250 36.44 0.33 MAR11 72 13.250 34.10 -0.69 1.750 37.51 0.21 MAR11 80 20.000 34.26 -0.82 1.500 38.80 0.18 MAR11 84 23.500 33.38 -0.87 1.250 40.48 0.15 MAR11 88 27.250 33.74 -0.91 1.250 42.53 0.14 MAR11 92 31.000 32.81 -0.94 1.000 44.93 0.12 MAR11 96 34.750 31.27 -0.97 1.000 47.67 0.12 MAR11 100 38.750 30.95 -0.98 +++ CBS Corp (CXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.350 +++ JSC Chelyabinsk Zinc Plant (CZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5500 +++ Davide Campari - Milano (DA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.0300 +++ Davide Campari - Milano - Cash FLEX Fut (DAD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 4.0314 +++ Daimler AG (DAI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.990 +++ Danske Bank A/S (DAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 127.40 +++ Danske Bank A/S Physical - STND FUT (DNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 127.50 OCT10 V 127.50 NOV10 X 127.70 DEC10 Z 127.80 +++ Deutsche Bank AG (DB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.180 +++ Deutsche Bank AG - Euro Cash FLEX Opt (DBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.8760 31.58 0.19 17120 6000 10.2463 31.68 -0.81 4.1545 37.02 0.33 21122 7000 +++ Deutsche Bank AG (DBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.4400 +++ Deutsche Bank AG - STND FUT (DBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 50.4528 OCT10 V 50.4718 NOV10 X 50.5103 DEC10 Z 50.5404 +++ Deutsche Bank AG - Amer Phys FLEX Opt (DBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3000 0.2310 55.48 -0.03 16121 4400 5.8601 37.89 -0.33 9.7283 42.88 0.63 16121 4800 7.4952 35.58 -0.41 7.6728 40.63 0.55 16121 5200 9.4193 33.29 -0.50 6.8204 39.91 0.52 16121 5400 10.5366 32.15 -0.55 5.9624 38.82 0.48 16121 5600 11.6756 31.10 -0.60 11.0060 45.53 0.64 15062 4800 9.2345 33.26 -0.45 10.2583 44.16 0.59 21122 5200 8.6195 42.28 0.53 21122 5600 14.7737 30.53 -0.58 +++ Deutsche Bank AG - Amer Cash FLEX Opt (DBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 0.0109 61.58 0.00 3.3894 35.32 0.49 17120 5200 4.8336 35.65 -0.52 0.8760 31.58 0.19 17120 6000 10.3086 31.68 -0.81 0.1496 29.90 0.05 17120 6800 16121 4400 5.8601 37.89 -0.33 9.7283 42.88 0.63 16121 4800 7.4952 35.58 -0.41 7.6728 40.63 0.55 16121 5200 9.4193 33.29 -0.50 5.9624 38.82 0.48 16121 5600 11.6756 31.10 -0.60 11.0060 45.53 0.64 15062 4800 9.2345 33.26 -0.45 12.1835 46.18 0.64 21122 4800 10.3999 34.17 -0.43 10.2583 44.16 0.59 21122 5200 8.6195 42.28 0.53 21122 5600 14.7737 30.53 -0.58 +++ Deutsche Bank AG - Euro Phys FLEX Opt (DBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.8097 41.13 0.87 17090 4500 0.3534 41.13 -0.13 0.3680 30.32 0.10 17120 6400 13.7178 30.32 -0.90 0.0208 29.29 0.01 17120 7600 25.3312 29.29 -0.99 0.0078 46.76 0.00 17120 11000 59.2067 46.76 -1.00 17061 4576 4.8739 35.81 -0.37 +++ Deutsche Boerse AG (DBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.6150 +++ Deutsche Boerse AG - Euro Cash FLEX Opt (FVJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0077 42.70 0.00 17120 10000 +++ Deutsche Boerse AG - Amer Phys FLEX Opt (FVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 4800 2.7345 32.47 -0.39 0.2555 26.53 0.08 17120 6200 +++ DCC PLC (DC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.8000 +++ Dairy Crest Group (DCG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 367.800 +++ Dairy Crest Group - STND FUT (DCG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 367.960 DEC10 Z 368.630 MAR11 H 369.320 JUN11 M 370.060 +++ Danisco A/S (DCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 426.70 +++ Danisco A/S Euro Cash FLEX Opt (DOB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 7.06 43.14 0.26 17090 461 +++ Danisco A/S - Cash FLEX Fut (DOD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 426.95 +++ Daimler AG - Amer Phys FLEX Opt (DCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3200 0.0722 43.53 -0.04 17090 3700 0.6890 35.30 -0.30 17090 3900 1.5168 33.82 -0.52 17090 4200 3.5926 31.64 -0.84 0.0487 32.83 0.04 17090 4500 0.2233 30.37 0.08 17120 5000 2.2681 30.53 0.37 17061 4400 1.7056 29.96 0.30 17061 4600 +++ Daimler AG - Euro Phys FLEX Opt (DCX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3531 3.4938 37.35 -0.34 +++ Daimler AG (DCY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.6600 +++ Daimler AG - STND FUT (DCY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 38.6698 OCT10 V 38.6843 NOV10 X 38.7139 DEC10 Z 38.7370 +++ Du Pont (E.I.) De Nemours (DD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.050 +++ Dimension Data Holdings (DDH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 120.300 +++ Dimension Data Holdings - STND FUT (DDH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 120.350 DEC10 Z 120.570 MAR11 H 120.800 JUN11 M 121.040 +++ Deutsche Euroshop AG (DE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.5100 +++ Debenhams PLC (DEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.100 +++ JC Decaux SA (DEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.9600 +++ Dexia (DEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3360 +++ Dexia - STND FUT (DEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.3370 OCT10 V 3.3380 NOV10 X 3.3410 DEC10 Z 3.3430 +++ Delhaize Group (DEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.1000 +++ Delhaize Group - Amer Phys FLEX Opt (FQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0200 22.49 0.02 17090 6000 0.0000 20.79 0.00 17120 8500 +++ Dexia - Amer Phys FLEX Opt (DEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0688 37.24 0.10 21122 800 +++ Dexia (DEX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3360 +++ Dexia - Euro Phys FLEX Opt (DEX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0260 35.64 0.05 16121 700 3.6343 35.64 -0.95 +++ Vinci SA - Euro Cash FLEX Opt (DFJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0826 29.39 0.07 17090 3807 +++ Vinci SA - Amer Phys FLEX Opt (DFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 1.1700 33.44 -0.48 +++ Vinci SA (DG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.0300 +++ Dragon Oil Plc (DGO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0130 +++ Americansourcebergen Corp (DH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.010 +++ Douglas Holding AG (DHO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.2200 +++ Amylin Pharmaceuticlas Inc (DI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.060 +++ DSG International plc (DIX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.750 +++ DSG International plc - STND OPT (DIX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 7.750 82.90 0.97 SEP10 16 0.000 82.90 -0.03 4.250 76.49 0.83 SEP10 20 0.500 76.49 -0.17 2.750 74.92 0.69 SEP10 22 1.000 74.92 -0.31 1.750 73.12 0.52 SEP10 24 2.000 73.12 -0.48 1.000 71.35 0.35 SEP10 26 3.250 71.35 -0.65 0.500 68.39 0.20 SEP10 28 4.750 68.39 -0.80 0.250 65.11 0.10 SEP10 30 6.500 65.11 -0.90 0.000 64.11 0.04 SEP10 32 8.250 64.11 -0.96 0.000 61.49 0.01 SEP10 36 12.250 61.49 -1.00 0.000 60.96 0.00 SEP10 40 16.250 60.96 -1.00 0.000 60.70 0.00 SEP10 48 24.250 60.70 -1.00 8.250 60.79 0.91 DEC10 16 0.500 60.79 -0.09 5.250 59.72 0.75 DEC10 20 1.500 59.72 -0.25 2.750 54.68 0.55 DEC10 24 3.000 54.68 -0.45 1.250 47.28 0.32 DEC10 28 5.250 47.28 -0.68 0.750 52.62 0.20 DEC10 32 8.750 52.62 -0.81 0.250 44.42 0.06 DEC10 36 12.250 44.42 -0.94 0.000 46.03 0.03 DEC10 40 16.250 39.63 -1.00 0.000 46.14 0.00 DEC10 48 24.250 46.14 -1.00 8.500 57.09 0.87 MAR11 16 0.750 57.09 -0.13 5.500 50.24 0.74 MAR11 20 1.750 51.57 -0.26 3.250 46.47 0.56 MAR11 24 3.500 46.47 -0.44 1.500 42.42 0.37 MAR11 28 5.750 42.42 -0.64 1.000 47.27 0.26 MAR11 32 9.250 47.27 -0.75 0.000 36.57 0.04 MAR11 40 16.250 36.57 -0.97 +++ DSG International plc - STND FUT (DXN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 23.760 DEC10 Z 23.800 MAR11 H 23.850 JUN11 M 23.900 +++ CR Bard Inc (DJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.600 +++ Beckman Coulter Inc (DK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.530 +++ Becton Dickinson & Co (DL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.550 +++ De La Rue (DLA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 693.000 +++ De La Rue - STND FUT (DLA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 693.300 DEC10 Z 694.560 MAR11 H 695.860 JUN11 M 697.270 +++ De'Longhi SpA (DLI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- +++ Dell Inc (DLL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.540 +++ Delta Lloyd NV (DLO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7700 +++ Celgene Corp (DM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.020 +++ Daily Mail & General Trust (A Shs) (DMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 452.500 +++ Daily Mail & General Trust (A Shs) - STND FUT (DMG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 452.690 DEC10 Z 453.520 MAR11 H 454.370 JUN11 M 455.290 +++ DNO International ASA (DN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.6100 +++ DNB NOR ASA (DNB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.7500 +++ D/S Norden A/S (DNO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 217.40 +++ Cigna Corp (DO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.130 +++ Deutsche Postbank AG (DPB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.8900 +++ Deutsche Postbank AG - Amer Phys FLEX Opt (FJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1600 0.0780 41.71 -0.03 0.1683 29.10 0.10 17120 3000 +++ Deutsche Post AG - Euro Cash FLEX Opt (DPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0617 25.94 0.14 17090 1376 0.0499 26.05 0.12 17090 1387 +++ Deutsche Post AG - Amer Phys FLEX Opt (DPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0372 26.18 0.09 17090 1400 +++ Deutsche Post AG (DPW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.7950 +++ Deutsche Post AG - STND FUT (DPW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.7983 OCT10 V 12.8031 NOV10 X 12.8128 DEC10 Z 12.8205 +++ Coventry Health Care Inc (DQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.480 +++ Drax Group Plc - STND FUT (DQA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 390.270 DEC10 Z 390.980 MAR11 H 391.710 JUN11 M 382.440 +++ Drax Group Plc (DRX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 390.100 +++ Davita Inc (DS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.110 +++ Koninklijke DSM N.V (DSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.1600 +++ Koninklijke DSM N.V - STND FUT (DSM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 33.1680 OCT10 V 33.1810 NOV10 X 33.2060 DEC10 Z 33.2260 +++ Koninklijke DSM NV - Amer Phys FLEX Opt (DSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2300 25.07 0.11 17120 4000 +++ DSV A/S (DSV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 93.80 +++ Quest Diagnostics (DT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.180 +++ Dow Chemical Co/The (DTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.340 +++ DTE Energy Co (DTC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.090 +++ Deutsche Telekom AG (DTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.1750 +++ Deutsche Telekom AG - STND FUT (DTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.1776 OCT10 V 10.1814 NOV10 X 10.1892 DEC10 Z 10.1953 +++ Deutsche Telekom AG - Euro Cash FLEX Opt (DTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.1004 25.28 0.56 16121 950 1.0075 24.05 -0.44 +++ Deutsche Telekom AG - Amer Phys FLEX Opt (DTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 720 0.0310 36.35 -0.03 17120 900 0.1472 25.80 -0.17 17120 1000 0.4076 22.24 -0.41 0.1932 20.79 0.28 17120 1100 0.0453 20.41 0.09 17120 1200 0.0089 30.68 0.02 17120 1500 18031 900 0.2892 26.16 -0.23 +++ Deutsche Telekom AG - Euro Phys FLEX Opt (DTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.2548 30.51 0.93 17120 800 0.0616 31.71 -0.07 1.3398 25.06 0.83 17120 900 0.1466 25.80 -0.17 0.1932 20.79 0.28 17120 1100 0.9828 20.83 -0.72 0.0180 23.11 0.04 17120 1300 2.7977 22.51 -0.97 17061 909 0.6095 23.76 -0.38 0.2685 22.16 0.26 17061 1100 1.6957 19.18 -0.78 0.8632 24.58 0.49 16121 1000 1.2450 22.92 -0.52 0.5041 23.26 0.34 16121 1100 1.8663 21.43 -0.68 0.2778 22.53 0.22 16121 1200 2.6128 19.71 -0.82 +++ Deutsche Telekom AG - Cash FLEX Fut (DTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 10.1928 +++ Edwards Lifesciences Corp (DU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.530 +++ Gilead Sciences Inc (DV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.220 +++ Devon Energy Corp (DVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.490 +++ Davis Service Group (DVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 363.100 +++ Davis Service Group - STND FUT (DVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 363.250 DEC10 Z 363.910 MAR11 H 364.600 JUN11 M 365.340 +++ Derwent London plc (DWV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1374.000 +++ Derwent London plc - STND FUT (DWV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1374.590 DEC10 Z 1377.080 MAR11 H 1379.680 JUN11 M 1382.460 +++ Hologic Inc (DX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.100 +++ Duke Energy Corp (DXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.130 +++ Dexia (DXB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3360 +++ Hospira Inc (DY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.190 +++ Halliburton Co (DYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.930 +++ Intuitive Surgical Inc (DZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 273.770 +++ Archer-Daniels-Midland Co (DZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.950 +++ Elan Corp PLC (EA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6050 +++ East Asiatic Compnay Ltd A/S (EAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 147.00 +++ Laboratory Crp of Amer hldings (EB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.470 +++ Erste Group Bank AG (EBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.8050 +++ Mckesson Corp (EC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.600 +++ Electrocomponents (ECM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 206.900 +++ Electrocomponents - STND FUT (ECM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 206.990 DEC10 Z 207.360 MAR11 H 207.760 JUN11 M 208.170 +++ European Aeronautic Defence and Space Company (EDA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.3750 +++ European Aeronautic Defence and Space Company (EDA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 18.3000 OCT10 V 18.3070 NOV10 X 18.3210 DEC10 Z 18.3310 +++ EDF Energies Nouvelles S.A. (EDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.1550 +++ Electricite de France - Euro Phys FLEX Opt (DAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.9772 27.18 0.33 17120 3400 3.4952 27.18 -0.67 +++ Electricite de France (EDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.7700 +++ Electricite de France - STND FUT (EDF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 31.7780 OCT10 V 31.7900 NOV10 X 31.4140 DEC10 Z 31.4330 +++ Edison SpA (EDN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8855 +++ Energias de Portugal SA (EDP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.4000 +++ Energias de Portugal SA - Euro Phys FLEX Opt (EDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 250 0.1241 24.92 -0.73 17120 250 0.2003 27.39 -0.57 0.0292 24.57 0.14 18031 300 0.1187 26.57 0.30 16121 300 +++ EDP Renovaveis, S.A (EDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4390 +++ Medco Health Solutions Inc (EE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.580 +++ Essilor International SA (EF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.5850 +++ Essilor International SA - Amer Phys FLEX Opt (EFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18031 4800 2.6300 20.67 -0.43 +++ Essilor International SA - Euro Phys FLEX Opt (EFX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.8376 24.37 0.74 17120 4500 1.1051 24.37 -0.26 +++ FTSEurofirst 80 (EFE/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3385.400 +++ FTSEurofirst 80 - Euro FLEX Index Opt (YFE/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.830 20.96 0.01 17120 4500 1150.830 20.96 -0.98 +++ FTSEurofirst 100 (EFP/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3151.120 +++ Mota Engil SGPS (EG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.1550 +++ Mednax Inc (EH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.540 +++ Egis PLC (EI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19800.0 +++ Thermo Fisher Scientific Inc (EK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.010 +++ Ekornes ASA (EKO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 137.0000 +++ Elisa Oyj (EL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.2300 +++ Endesa SA (ELE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.4250 +++ Endesa SA - Cash Flex Future (END/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 18.4312 +++ Elringklinger AG (ELR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.4100 +++ Electrolux AB (ELT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 149.1000 +++ EMC Corp/Massachusetts (EMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.300 +++ Man Group Plc (EMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 206.500 +++ Man Group Plc - STND OPT (EMG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 28.250 47.18 0.88 SEP10 180 1.500 45.37 -0.11 19.500 43.03 0.79 SEP10 190 2.750 41.31 -0.20 12.500 41.42 0.64 SEP10 200 5.750 40.75 -0.36 9.750 41.03 0.55 SEP10 205 7.750 39.83 -0.45 7.500 41.48 0.46 SEP10 210 10.750 41.45 -0.54 5.500 41.69 0.38 SEP10 215 13.750 40.46 -0.63 4.250 42.52 0.31 SEP10 220 17.250 41.17 -0.70 3.500 45.28 0.25 SEP10 225 21.000 39.23 -0.78 2.750 47.15 0.21 SEP10 230 25.000 37.83 -0.85 2.250 49.21 0.17 SEP10 235 29.250 35.28 -0.91 2.000 51.40 0.15 SEP10 240 33.750 31.76 -0.96 1.750 53.69 0.13 SEP10 245 38.500 27.19 -1.00 1.500 56.03 0.11 SEP10 250 43.500 20.83 -1.00 1.000 58.04 0.08 SEP10 260 53.500 34.27 -1.00 0.750 61.39 0.06 SEP10 270 63.500 30.59 -1.00 0.750 69.67 0.06 SEP10 280 73.500 42.67 -1.00 0.250 66.72 0.02 SEP10 300 93.500 59.85 -0.99 0.250 79.09 0.02 SEP10 320 113.500 65.43 -1.00 0.250 83.82 0.02 SEP10 340 133.500 73.61 -1.00 0.000 82.47 0.01 SEP10 360 153.500 80.85 -1.00 23.000 43.41 0.72 OCT10 190 6.250 42.79 -0.27 16.500 42.23 0.61 OCT10 200 10.000 42.13 -0.39 14.000 42.06 0.55 OCT10 205 12.000 41.17 -0.45 11.750 41.81 0.49 OCT10 210 14.500 40.55 -0.51 9.500 41.25 0.43 OCT10 215 17.750 40.76 -0.57 7.750 41.12 0.37 OCT10 220 20.750 40.46 -0.63 6.250 40.69 0.32 OCT10 225 24.250 40.20 -0.68 4.750 39.69 0.26 OCT10 230 28.000 39.59 -0.74 3.750 40.01 0.22 OCT10 235 32.000 39.53 -0.78 2.500 38.30 0.17 OCT10 240 36.000 38.69 -0.83 1.000 39.79 0.08 OCT10 260 53.750 33.03 -0.97 26.250 42.51 0.70 NOV10 190 9.000 41.72 -0.30 20.000 41.14 0.61 NOV10 200 13.000 40.75 -0.39 17.250 40.59 0.56 NOV10 205 15.250 40.23 -0.44 15.000 40.32 0.51 NOV10 210 17.750 39.66 -0.49 12.750 40.24 0.46 NOV10 215 20.750 39.60 -0.54 11.250 40.50 0.42 NOV10 220 24.000 39.95 -0.59 8.750 42.05 0.34 NOV10 230 32.000 42.59 -0.66 33.750 44.11 0.77 DEC10 180 9.500 41.92 -0.28 26.750 42.35 0.69 DEC10 190 13.000 40.57 -0.36 20.750 41.39 0.60 DEC10 200 17.500 39.65 -0.45 16.000 40.96 0.51 DEC10 210 23.000 39.04 -0.54 12.000 40.51 0.42 DEC10 220 29.500 38.79 -0.62 8.750 39.94 0.34 DEC10 230 36.750 38.57 -0.70 6.250 39.38 0.26 DEC10 240 44.500 37.66 -0.77 2.750 37.30 0.14 DEC10 260 61.750 37.22 -0.87 1.000 34.81 0.06 DEC10 280 80.250 36.24 -0.94 0.250 34.09 0.02 DEC10 300 99.500 34.79 -0.98 0.250 35.45 0.01 DEC10 320 119.250 32.44 -0.99 37.000 42.53 0.73 MAR11 180 14.250 40.83 -0.30 25.250 40.51 0.59 MAR11 200 22.750 39.03 -0.44 20.500 39.65 0.52 MAR11 210 28.500 38.57 -0.50 16.250 38.88 0.45 MAR11 220 34.500 37.82 -0.57 13.000 38.49 0.38 MAR11 230 41.500 37.69 -0.63 10.250 38.15 0.32 MAR11 240 48.750 37.50 -0.69 6.000 36.89 0.22 MAR11 260 64.500 35.73 -0.80 3.250 35.33 0.13 MAR11 280 81.500 32.90 -0.89 0.750 32.13 0.04 MAR11 320 119.250 22.28 -1.00 +++ Man Group plc - Euro Cash FLEX Opt (EWJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.920 43.07 0.29 17090 221 +++ Man Group plc - Amer Phys FLEX Opt (EWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 170.500 53.87 1.00 31080 36 172.510 49.67 1.00 13090 34 0.000 35.45 0.00 17120 565 363.730 32.44 -1.00 +++ Man Group plc - STND FUT (MAN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 206.590 DEC10 Z 200.710 MAR11 H 201.090 JUN11 M 201.490 +++ Bouygues - Euro Phys FLEX Opt (EHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.7195 34.52 0.22 17120 3800 6.5497 34.52 -0.78 +++ Bouygues SA (EN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.0450 +++ Bouygues SA - STND FUT (EN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.0530 OCT10 V 32.0650 NOV10 X 32.0900 DEC10 Z 32.1090 +++ Enagas (ENG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6350 +++ Eni SpA (ENI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.4900 +++ Eni SpA - STND FUT (ENI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.4939 OCT10 V 14.9996 NOV10 X 15.0110 DEC10 Z 15.0200 +++ ENI SpA - Euro Cash FLEX Opt (ENJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0485 23.03 0.11 17090 1668 0.0365 23.53 0.09 17090 1685 +++ ENI SpA - Euro Phys FLEX Opt (ENX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5913 21.48 0.30 15121 1700 3.1837 23.78 -0.67 +++ ENI SpA - Cash FLEX Fut (ENY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 04100 14.9993 +++ Enel SpA - Euro Cash FLEX Opt (ECJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0213 24.93 0.17 17090 394 0.0171 25.07 0.14 17090 397 +++ Enel SpA - Amer Phys FLEX Opt (ECQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 18.03 0.00 17120 566 +++ Enel SpA - Euro Phys FLEX Opt (ECX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.7021 34.97 -0.97 0.6575 34.31 0.85 17120 300 0.0581 34.44 -0.15 0.0841 23.31 0.30 17120 389 0.3665 22.67 -0.71 0.0064 20.27 0.04 17120 442 0.8217 20.27 -0.96 +++ Enel SpA (ENL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7000 +++ Enel SpA - STND FUT (ENL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.7009 OCT10 V 3.7023 NOV10 X 3.7052 DEC10 Z 3.5973 +++ Eniro AB (ENR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.4500 +++ Dentsply Intl Inc (EO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.880 +++ E.ON AG (EOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.4000 +++ E.ON AG - STND FUT (EOA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 22.4057 OCT10 V 22.4141 NOV10 X 22.4312 DEC10 Z 22.4446 +++ E.ON AG - Amer Phys FLEX Opt (EOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2200 0.4346 27.18 -0.38 0.1580 28.48 0.18 17090 2400 0.0375 33.94 0.05 17090 2600 0.3266 26.00 0.26 15100 2400 17120 2000 0.5141 30.07 -0.22 +++ E.ON AG - Amer Cash FLEX Opt (EOU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0375 33.94 0.05 17090 2600 +++ E.ON AG - Euro Phys FLEX Opt (EOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1580 28.48 0.18 17090 2400 1.7473 28.34 -0.82 0.6744 24.99 0.35 17120 2400 2.2038 25.18 -0.65 0.0335 26.10 0.03 17120 3000 7.5322 25.78 -0.97 0.0177 30.79 0.01 17120 3333 0.0086 34.01 0.01 17120 3667 14.1496 16.00 -1.00 0.1103 23.97 0.07 18031 3000 17061 2039 1.6066 25.82 -0.40 1.6083 26.86 0.47 17061 2200 2.3500 23.94 -0.54 0.5749 24.66 0.20 16121 2800 6.9319 18.22 -0.89 1.0455 28.07 0.25 20123 3000 11.9561 28.07 -0.75 +++ E.ON AG - Cash FLEX Fut (EOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 22.4392 +++ CME Group Inc (EPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 236.630 +++ Enterprise Porducts Partners LP (EPP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.710 +++ Wellpoint Inc (EQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.200 +++ Edenred (ER /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.8100 +++ Eramet (ERA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 203.6500 +++ Ericsson Telefonaktiebolaget LM (ERC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.0500 +++ Ericsson Telefonaktiebolaget LM - STND FUT (ERC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 74.0850 OCT10 V 74.1370 NOV10 X 74.2220 DEC10 Z 74.2940 +++ Ericsson Telefonaktiebolaget LM - Amer Phys FLEX O (ERQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0013 30.94 0.00 17090 9500 +++ ERG SpA (ERG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.5500 +++ Euromoney Institutional Investors (ERM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 578.000 +++ Euromoney Institutional Investors - STND FUT (ERM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 578.250 DEC10 Z 579.300 MAR11 H 580.390 JUN11 M 581.560 +++ Zimmer Holdings Inc (ES /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.310 +++ Etablissements Maurel et Prom (ETA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.0180 +++ National Bank of Greece SA (ETE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.1000 +++ E*Trade Financial Corp (ETF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.070 +++ Enterprise Inns (ETI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 88.250 +++ Enterprise Inns - STND FUT (ETI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 88.290 DEC10 Z 88.450 MAR11 H 88.610 JUN11 M 88.790 +++ Enterprise Inns - STND OPT (ETP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16.500 51.70 0.94 SEP10 72 0.500 60.00 -0.08 10.250 59.26 0.76 SEP10 80 2.000 59.26 -0.24 7.500 55.36 0.66 SEP10 84 3.250 56.46 -0.34 5.000 52.04 0.54 SEP10 88 4.750 52.04 -0.46 3.500 53.98 0.41 SEP10 92 7.000 53.09 -0.59 2.250 54.09 0.30 SEP10 96 9.750 52.66 -0.71 1.250 51.06 0.19 SEP10 100 13.000 54.36 -0.79 0.250 47.36 0.04 SEP10 110 22.250 56.43 -0.92 0.000 50.92 0.01 SEP10 120 31.750 51.23 -0.99 0.000 53.42 0.00 SEP10 130 41.750 53.68 -1.00 0.000 57.39 0.00 SEP10 140 51.750 57.56 -1.00 0.000 66.00 0.00 SEP10 150 61.750 66.00 -1.00 0.000 67.00 0.00 SEP10 160 71.750 67.00 -1.00 15.250 55.66 0.68 DEC10 80 6.750 55.66 -0.32 13.000 55.51 0.63 DEC10 84 8.750 55.51 -0.37 11.500 57.64 0.57 DEC10 88 11.250 57.64 -0.43 9.250 54.41 0.51 DEC10 92 12.750 54.41 -0.49 7.750 53.67 0.45 DEC10 96 15.250 53.67 -0.55 6.500 54.02 0.40 DEC10 100 18.000 54.02 -0.60 4.000 53.14 0.28 DEC10 110 25.500 53.14 -0.72 2.500 53.12 0.19 DEC10 120 34.000 53.12 -0.81 1.500 51.96 0.12 DEC10 130 43.000 51.96 -0.88 0.750 51.00 0.07 DEC10 140 52.250 51.00 -0.93 0.250 49.50 0.04 DEC10 150 62.000 49.50 -0.97 0.250 47.60 0.02 DEC10 160 72.000 58.10 -0.96 19.000 57.12 0.68 MAR11 80 10.500 57.46 -0.33 17.000 56.61 0.63 MAR11 84 12.250 56.32 -0.37 15.000 56.05 0.59 MAR11 88 14.500 56.05 -0.41 13.500 56.09 0.55 MAR11 92 17.000 56.66 -0.45 12.250 57.06 0.51 MAR11 96 19.500 56.65 -0.49 10.750 56.71 0.47 MAR11 100 22.250 56.71 -0.53 8.000 55.80 0.38 MAR11 110 29.250 55.54 -0.62 5.750 55.37 0.30 MAR11 120 37.250 55.73 -0.70 3.250 55.57 0.19 MAR11 140 54.500 55.38 -0.82 +++ Eutelsat Communications (ETL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.2950 +++ Euro Aero Defense and Space (EUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.3650 +++ Euler Hermes SA (EUL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.6000 +++ Eurasian Natural Resources (EUN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 830.500 +++ Eurasian Natural Resources - Amer Phys Flex Opt (ZLO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 67.390 38.78 0.35 16121 1100 +++ Eurasian Natural Resources - Euro Phys Flex Opt (ZLV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 940 92.150 39.50 -0.81 47.170 37.93 0.34 18031 1010 67.240 38.78 0.34 16121 1100 +++ Evraz Group SA (EV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.6200 +++ Ebro Foods SA (EVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.4000 +++ EVN AG (EVN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.6250 +++ Exor SpA PRF (EX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.4500 +++ Experian Plc - MATCH USF (EXF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 616.760 DEC10 Z 617.880 MAR11 H 613.790 JUN11 M 615.030 +++ Experian Plc (EXP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 616.500 +++ Experian Plc (EXP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 137.000 43.43 0.99 SEP10 480 0.250 43.43 -0.01 97.500 36.53 0.97 SEP10 520 0.750 36.53 -0.03 58.750 28.71 0.91 SEP10 560 2.000 28.71 -0.09 40.750 25.91 0.83 SEP10 580 4.000 25.91 -0.17 25.500 24.61 0.68 SEP10 600 8.750 24.61 -0.32 12.750 22.12 0.48 SEP10 620 16.000 22.12 -0.52 5.750 21.95 0.27 SEP10 640 29.000 21.95 -0.73 1.750 20.80 0.11 SEP10 660 45.000 20.80 -0.89 1.250 25.09 0.07 SEP10 680 64.500 25.09 -0.93 0.500 30.58 0.03 SEP10 720 103.750 30.58 -0.97 0.000 29.92 0.00 SEP10 800 183.500 29.92 -1.00 140.500 30.43 0.94 DEC10 480 3.000 30.43 -0.06 70.750 26.19 0.77 DEC10 560 13.250 26.19 -0.23 42.750 24.22 0.61 DEC10 600 25.000 24.22 -0.39 22.250 22.76 0.42 DEC10 640 44.500 22.76 -0.59 10.000 22.02 0.24 DEC10 680 72.250 22.02 -0.77 4.500 22.27 0.12 DEC10 720 106.750 22.27 -0.88 0.750 22.89 0.03 DEC10 800 183.500 22.89 -0.99 143.000 28.53 0.91 MAR11 480 7.250 28.53 -0.11 77.250 25.29 0.73 MAR11 560 22.750 25.29 -0.28 51.000 23.83 0.60 MAR11 600 37.000 23.83 -0.42 31.500 23.02 0.44 MAR11 640 57.750 23.02 -0.56 17.750 22.17 0.30 MAR11 680 84.000 22.17 -0.71 9.000 21.30 0.18 MAR11 720 115.250 21.30 -0.83 +++ Exor SpA (EXS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.1800 +++ Entergy Corp (EYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.630 +++ CEZ AS (EZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 819.00 +++ Easyjet (EZJ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 355.800 +++ Easyjet - STND FUT (EZJ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 355.950 DEC10 Z 356.600 MAR11 H 357.270 JUN11 M 357.990 +++ Faurecia (FA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.2250 +++ Aetna Inc (FAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.730 +++ FAES FARMA SA (FAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5350 +++ Farstad Shipping ASA (FAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 148.0000 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 201.600 +++ TUI Travel plc - STND FUT (FCD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 201.690 DEC10 Z 202.050 MAR11 H 202.430 JUN11 M 202.840 +++ Fonciere Des Regions (FDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 70.7200 +++ Fred. Olsen Energy ASA (FE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 174.4000 +++ Fraport AG Frankfurt Airport Srvcs (FF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.4350 +++ FirstGroup (FGP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 346.700 +++ FirstGroup - STND FUT (FGP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 346.850 DEC10 Z 347.480 MAR11 H 348.130 JUN11 M 348.830 +++ Eiffage SA (FGR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.4600 +++ FHB Mortgage Bank PLC (FH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1093.0 +++ First Horizon National Corp (FHN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.260 +++ X5 Retail Group (FI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.2800 +++ Fiat SpA (FIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.2200 +++ Fiat SpA - STND FUT (FIA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.2223 OCT10 V 9.2258 NOV10 X 9.2329 DEC10 Z 9.2384 +++ Fiat SpA - Amer Phys FLEX Opt (FXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3471 34.45 0.24 17061 1200 +++ Fielmann AG (FIE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.4800 +++ Fifth Third Bancorp (FIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.230 +++ Georg Fischer AG (FIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 396.500 +++ Frontline Limited (FL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 166.6000 +++ FLSmidth & Co A/S (FLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 338.10 +++ Flughafen Wien AG (FLU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.5700 +++ Gen-probe Inc (FM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.290 +++ Fresenius Medical Care AG St (FMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.8000 +++ Fresenius Medical Care AG&Co - Amer Phys FLEX Opt (FMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3200 0.4024 28.54 -0.07 17061 4000 1.7102 24.52 -0.26 13.3316 20.38 0.96 16091 3200 8.2364 20.58 0.83 16091 3800 +++ Freenet AG (FN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.7260 +++ Finmeccanica SpA (FNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.8550 +++ Kraft Foods Inc (FOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.280 +++ Fondiaria-SAI SPA - (savings) (FON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.6200 +++ ageas NV/SA - Amer Phys FLEX Opt (FOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0100 46.21 0.00 17120 1674 14.7940 46.21 -1.00 0.0100 48.91 0.00 21122 2400 +++ ageas NV/SA (FOR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.9460 +++ ageas NV/SA - STND FUT (FOR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1.9460 OCT10 V 1.9470 NOV10 X 1.9490 DEC10 Z 1.9500 +++ ageas NV/SA - Euro Phys FLEX Opt (FOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 45.22 0.00 17120 1500 13.0048 45.22 -1.00 0.0000 45.88 0.00 17120 1600 14.0015 45.88 -1.00 0.0000 46.61 0.00 17120 1700 14.9982 46.61 -1.00 +++ FTSE Eurofirst 300 Index (FOT/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1024.0 +++ Prudential Financial Inc (FPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.150 +++ Forth Ports (FPT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1286.000 +++ Forth Ports - STND FUT (FPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1286.550 DEC10 Z 1288.890 MAR11 H 1291.310 JUN11 M 1293.920 +++ Valeo SA (FR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.3500 +++ Fortis (FRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.9460 +++ Fresenius SE (FRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.3000 +++ Forest Laboratories Inc (FRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.620 +++ Fortum Oyj (FRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.0300 +++ Fortum Oyj - Euro Cash FLEX Opt (FUJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0691 19.69 0.15 17090 1903 0.0583 19.68 0.13 17090 1911 +++ Fondiaria -Sai SpA (FSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.4700 +++ Swedbank AB (FSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.7000 +++ PNC Financial Services Group Inc (FSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.140 +++ France Telecom SA (FTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.1450 +++ France Telecom SA - STND FUT (FTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.5990 OCT10 V 15.6050 NOV10 X 15.6170 DEC10 Z 15.6260 +++ France Telecom SA - Euro Cash FLEX Opt (FTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5033 22.31 0.23 21122 1800 5.1328 22.31 -0.77 +++ France Telecom SA - Amer Phys FLEX Opt (FTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2700 21.50 0.60 17090 1600 17090 1700 1.4700 19.80 -0.96 17120 1200 0.1100 34.62 -0.07 17120 1600 1.0600 23.44 -0.55 0.1100 21.07 0.13 17120 1800 18031 1200 0.2400 32.45 -0.11 +++ France Telecom SA - Euro Phys FLEX Opt (FTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.9698 28.16 0.78 17120 1400 0.3288 28.16 -0.22 1.2282 25.39 0.64 17120 1500 0.5839 25.39 -0.36 0.6627 23.44 0.46 17120 1600 1.0151 23.44 -0.54 0.3013 22.06 0.27 17120 1700 1.6505 22.06 -0.73 0.0306 23.86 0.04 17120 2000 4.3699 23.86 -0.96 16121 1200 0.7826 29.05 -0.24 0.9581 23.81 0.40 16121 1600 2.5166 23.81 -0.60 16121 2400 9.4542 19.66 -0.98 +++ France Telecom SA - Cash FLEX Fut (FTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 02090 15.5968 03090 15.5970 06090 15.5977 07090 15.5979 13090 15.5993 14090 15.5995 +++ France Telecom SA - Phys FLEX Fut (FTZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17120 15.6260 +++ Franklin Resources Inc (FUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 96.740 +++ Fuchs Petrolub AG - PFD (FUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 70.3300 +++ Fugro NV (FUR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.5450 +++ FedEx Corp (FXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.460 +++ GEA Group AG (G1A/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.5800 +++ Gas Natural SDG SA (GAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.6400 +++ Gas Natural SDG SA - STND FUT (GAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 11.6430 OCT10 V 11.6470 NOV10 X 11.6560 DEC10 Z 11.6630 +++ Bilfinger Berger AG (GB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.2600 +++ Bourbon SA (GBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.9700 +++ Groupe Bruxelles Lambert SA (GBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.5800 +++ Gecina SA (GCS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.7800 +++ GDF Suez (GD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.5150 +++ GDF Suez - Amer Phys FLEX Opt (GDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2800 3.5000 26.84 -0.97 0.1782 27.08 0.11 17120 2912 5.5287 27.08 -0.90 16121 3000 7.9700 26.31 -0.79 +++ GDF Suez - Euro Phys FLEX Opt (GDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.1037 30.22 0.42 17120 2500 2.3359 30.22 -0.58 0.1017 26.77 0.07 17120 3000 6.3174 26.77 -0.93 1.5279 26.66 0.33 14122 2800 7.6647 26.66 -0.67 1.5427 26.67 0.34 21122 2800 7.6710 26.67 -0.66 1.5575 26.67 0.34 28122 2800 7.6772 26.67 -0.66 +++ GDF Suez - Cash FLEX Fut (GDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10110 23.7219 17110 23.7301 +++ GEM Diamonds Ltd (GDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 200.000 +++ General Electric Company (GE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.570 +++ General Electric Company - Physical STND FUT (GEX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 14.573 OCT10 V 14.576 NOV10 X 14.581 DEC10 Z 14.585 +++ Geberit AG (GEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 162.000 +++ Geberit AG - Amer Phys FLEX Opt (YMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.188 18.83 0.06 17090 1750 +++ Genzyme Corp (GEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 67.840 +++ Cap Gemini SA (GEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.1600 +++ Assicurazioni Generali SpA (GEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.2200 +++ Assicurazioni Generali SpA - STND FUT (GEN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.2236 OCT10 V 14.2290 NOV10 X 14.2398 DEC10 Z 14.2483 +++ Assicurazioni Generali SpA - Amer Phys FLEX Opt (GXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1400 0.9071 32.65 -0.42 +++ Assicurazioni Generali SpA - Euro Phys FLEX Opt (GXX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6534 29.96 0.42 16120 1500 1.4027 30.54 -0.58 0.0384 24.32 0.05 16120 1800 3.7689 25.33 -0.94 0.3172 27.79 0.26 17120 1600 2.0594 28.38 -0.74 +++ Geox SpA (GEO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7825 +++ GAGFAH SA (GF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6270 +++ Surgutneftegaz (GG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.7600 +++ Gildemeister AG (GIL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.5500 +++ Givaudan (GIV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 921.000 +++ EFG Eurobank Ergasias SA (GK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0200 +++ GKN (GKN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 140.300 +++ GKN -STND FUT (GKN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 140.360 DEC10 Z 140.610 MAR11 H 140.880 JUN11 M 141.160 +++ Societe Generale SA (GLE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.7000 +++ Societe Generale SA - STND FUT (GLE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 40.7100 OCT10 V 40.7260 NOV10 X 40.7570 DEC10 Z 40.6810 +++ Societe Generale - Euro Cash FLEX Opt (GLJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16.8525 74.44 0.92 17120 2464 0.7118 74.44 -0.08 13.5218 67.82 0.87 17120 2843 1.1586 67.82 -0.13 +++ Societe Generale - Amer Phys FLEX Opt (GLQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4170 2.6200 48.75 -0.55 17090 4200 2.7606 48.61 -0.57 0.8600 47.77 0.28 17090 4400 1.6400 46.54 0.36 15100 4400 17120 3600 2.7800 56.10 -0.29 2.1400 43.54 0.36 17120 4600 7.3300 43.54 -0.65 1.7200 42.78 0.31 17120 4739 0.8400 39.65 0.19 17120 5100 11.0400 39.65 -0.82 0.0200 31.92 0.01 17120 6400 18021 3200 2.4883 58.56 -0.21 16121 2843 3.6666 53.86 -0.19 2.5800 34.73 0.30 16121 5323 +++ Societe Generale - Amer Cash FLEX Opt (GLU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21122 2843 5.6931 51.37 -0.22 +++ Societe Generale - Euro Phys FLEX Opt (GLX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 10.5369 61.55 0.81 17120 3200 1.7320 61.55 -0.19 6.1896 53.24 0.65 17120 3800 3.3650 53.24 -0.35 3.8142 47.40 0.51 17120 4200 4.9765 47.40 -0.49 1.8199 43.00 0.32 17120 4700 7.9658 43.00 -0.68 0.6636 39.16 0.16 17120 5213 11.9226 39.16 -0.84 0.0000 30.50 0.00 17120 11016 69.0985 30.50 -1.00 +++ Galp Energia, SGPS, S.A. (GLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.6200 +++ Globaltrans Investment PLC GDR (GLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.5000 +++ ITV plc - STND FUT (GAA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 57.070 DEC10 Z 57.180 MAR11 H 57.290 JUN11 M 57.400 +++ ITV plc (GME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.050 +++ ITV plc - STND OPT (GME/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17.000 64.33 0.99 SEP10 40 0.000 42.36 0.00 13.250 63.86 0.95 SEP10 44 0.000 25.24 0.00 11.250 57.17 0.94 SEP10 46 0.000 33.60 -0.01 9.500 58.40 0.89 SEP10 48 0.000 40.05 -0.04 6.250 55.90 0.76 SEP10 52 1.000 50.56 -0.22 3.750 53.34 0.58 SEP10 56 2.500 51.59 -0.42 2.000 52.50 0.38 SEP10 60 5.000 53.38 -0.61 1.500 66.65 0.28 SEP10 64 8.000 53.75 -0.77 1.000 80.99 0.16 SEP10 72 15.250 62.64 -0.91 0.500 86.81 0.08 SEP10 80 23.000 57.35 -0.99 0.000 124.15 0.02 SEP10 120 63.000 128.63 -0.98 17.750 50.71 0.92 DEC10 40 0.500 46.80 -0.07 14.500 49.78 0.86 DEC10 44 1.000 47.04 -0.13 11.250 47.82 0.78 DEC10 48 2.000 46.15 -0.21 6.250 45.20 0.58 DEC10 56 5.000 43.35 -0.42 4.500 44.84 0.47 DEC10 60 7.250 43.89 -0.53 3.250 44.02 0.37 DEC10 64 10.000 43.39 -0.63 1.500 42.75 0.20 DEC10 72 16.250 43.61 -0.79 0.500 41.26 0.09 DEC10 80 23.500 42.56 -0.91 0.000 44.67 0.00 DEC10 120 63.000 64.16 -0.98 18.500 47.05 0.88 MAR11 40 1.250 46.65 -0.11 15.500 46.86 0.82 MAR11 44 2.000 44.16 -0.17 12.500 44.78 0.76 MAR11 48 3.000 42.95 -0.24 8.000 43.06 0.59 MAR11 56 6.500 41.82 -0.41 6.000 42.11 0.51 MAR11 60 8.750 41.12 -0.50 4.500 41.18 0.42 MAR11 64 11.250 40.35 -0.59 1.500 41.06 0.18 MAR11 80 24.250 40.97 -0.83 +++ Gemina SpA (GMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.4515 +++ GN Store Nord (GN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.80 +++ Greene King (GNK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 404.600 +++ Greene King - STND FUT (GNK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 404.770 DEC10 Z 405.510 MAR11 H 406.270 JUN11 M 407.090 +++ Diageo plc - STND FUT (DGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1052.950 DEC10 Z 1054.870 MAR11 H 1041.350 JUN11 M 1043.450 +++ Diageo plc - Amer Phys FLEX Opt (DGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 700 3.880 43.22 -0.03 111.800 25.42 0.55 16121 1050 135.380 26.04 -0.48 198.780 23.30 0.75 21122 900 +++ Diageo plc - Euro Phys FLEX Opt (DGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 130.190 29.01 0.77 17120 950 26.770 29.66 -0.24 90.710 21.52 0.45 21122 1100 183.740 21.17 -0.55 +++ Diageo PLC (GNS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1076.000 +++ Diageo PLC - STND OPT (GNS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 196.500 31.46 1.00 SEP10 880 2.000 41.84 -0.04 156.500 31.14 0.99 SEP10 920 2.500 34.64 -0.06 117.000 29.80 0.97 SEP10 960 5.500 31.82 -0.12 79.000 26.99 0.91 SEP10 1000 11.500 29.08 -0.24 38.000 25.46 0.68 SEP10 1050 27.500 26.36 -0.47 12.000 23.41 0.33 SEP10 1100 58.000 25.29 -0.74 2.500 23.35 0.10 SEP10 1150 100.500 25.90 -0.90 0.500 25.45 0.03 SEP10 1200 149.500 32.13 -0.94 0.500 29.72 0.02 SEP10 1250 198.000 34.56 -0.97 0.500 36.74 0.02 SEP10 1300 248.000 41.06 -0.97 0.500 49.47 0.02 SEP10 1400 348.500 52.94 -0.98 119.000 29.91 0.93 OCT10 960 14.000 30.67 -0.20 83.000 27.75 0.83 OCT10 1000 23.500 28.85 -0.30 46.500 26.20 0.61 OCT10 1050 40.000 26.03 -0.47 21.500 24.35 0.36 OCT10 1100 68.000 24.70 -0.66 8.000 23.21 0.17 OCT10 1150 105.500 23.75 -0.83 2.500 22.47 0.07 OCT10 1200 150.500 24.12 -0.92 1.000 26.67 0.02 OCT10 1300 249.000 32.20 -0.95 1.000 34.33 0.02 OCT10 1400 349.000 40.27 -0.97 122.500 29.62 0.86 NOV10 960 22.500 29.51 -0.24 89.000 27.51 0.74 NOV10 1000 33.500 28.03 -0.33 55.500 25.69 0.56 NOV10 1050 51.500 25.97 -0.46 32.500 24.78 0.39 NOV10 1100 79.000 25.22 -0.61 17.000 23.88 0.25 NOV10 1150 114.000 24.53 -0.75 8.000 22.97 0.14 NOV10 1200 153.500 22.71 -0.87 1.000 20.67 0.02 NOV10 1300 250.000 27.14 -0.94 436.000 55.35 1.00 DEC10 640 2.500 47.17 -0.02 356.000 43.49 1.00 DEC10 720 4.500 41.90 -0.04 276.000 32.78 1.00 DEC10 800 8.500 37.42 -0.08 197.000 30.52 0.97 DEC10 880 15.000 32.61 -0.14 126.000 28.80 0.81 DEC10 960 29.500 29.24 -0.26 95.500 27.35 0.70 DEC10 1000 40.500 27.84 -0.34 41.000 25.09 0.41 DEC10 1100 86.000 24.99 -0.59 13.500 23.70 0.18 DEC10 1200 159.000 23.94 -0.82 4.000 23.61 0.07 DEC10 1300 250.500 24.40 -0.93 2.000 26.32 0.03 DEC10 1400 350.000 30.42 -0.95 201.500 29.99 0.89 MAR11 880 29.500 30.53 -0.20 137.000 27.57 0.73 MAR11 960 48.500 27.78 -0.31 109.500 26.47 0.65 MAR11 1000 63.000 26.90 -0.38 56.500 24.59 0.45 MAR11 1100 113.000 24.97 -0.58 25.500 23.73 0.26 MAR11 1200 183.500 24.20 -0.76 10.000 22.98 0.12 MAR11 1300 268.000 23.51 -0.88 3.500 22.81 0.05 MAR11 1400 363.000 24.92 -0.93 279.000 32.87 0.93 JUN11 800 24.000 31.40 -0.14 207.000 29.18 0.83 JUN11 880 40.500 29.64 -0.22 147.000 26.97 0.70 JUN11 960 62.500 27.33 -0.32 121.000 26.14 0.63 JUN11 1000 76.500 26.35 -0.38 68.500 24.26 0.46 JUN11 1100 126.500 24.78 -0.55 35.000 23.00 0.29 JUN11 1200 192.000 23.26 -0.72 6.500 21.49 0.08 JUN11 1400 364.000 22.04 -0.92 438.000 43.33 0.97 DEC11 640 20.500 35.83 -0.09 357.000 34.11 0.98 DEC11 720 31.000 33.36 -0.13 283.000 31.10 0.88 DEC11 800 46.500 31.23 -0.19 218.500 28.73 0.78 DEC11 880 66.000 29.17 -0.27 162.500 26.83 0.68 DEC11 960 93.500 27.40 -0.36 138.000 26.00 0.62 DEC11 1000 110.000 26.64 -0.41 53.500 23.69 0.34 DEC11 1200 228.000 24.25 -0.67 16.500 22.29 0.14 DEC11 1400 390.500 22.82 -0.86 164.500 24.43 0.67 JUN12 960 94.500 23.00 -0.37 141.500 24.00 0.62 JUN12 1000 111.500 22.51 -0.42 54.500 21.00 0.34 JUN12 1200 232.000 20.57 -0.68 18.500 20.00 0.15 JUN12 1400 398.000 20.49 -0.85 166.500 23.30 0.67 DEC12 960 114.500 22.99 -0.39 143.500 22.72 0.62 DEC12 1000 131.000 22.11 -0.43 60.000 20.33 0.35 DEC12 1200 251.500 20.23 -0.67 23.500 19.65 0.17 DEC12 1400 414.000 20.00 -0.83 +++ Agricultural Bank Of Greece (GO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0800 +++ Grupo Catalana Occidente SA (GOC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.2200 +++ Go-Ahead Group (GOG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1073.000 +++ Go-Ahead Group - STND FUT (GOG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1073.460 DEC10 Z 1075.410 MAR11 H 1077.430 JUN11 M 1079.610 +++ Google Inc (GOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 455.970 +++ Grafton Group PLC (GP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5000 +++ Great Portland Estates (GPO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 314.000 +++ Great Portland Estates - STND FUT (GPO/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 314.130 DEC10 Z 314.700 MAR11 H 315.300 JUN11 M 315.930 +++ Gestevision Telecinco SA (GQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.6940 +++ Grifols SA (GRF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.2510 +++ Greggs (GRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 439.100 +++ Greggs - STND FUT (GRG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 439.290 DEC10 Z 440.090 MAR11 H 440.910 JUN11 M 441.800 +++ Grainger Plc (GRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 106.400 +++ Grainger Plc - STND FUT (GRI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 106.450 DEC10 Z 106.640 MAR11 H 106.840 JUN11 M 107.060 +++ Gruppo Editoriale L Espresso SpA (GRU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4870 +++ Goldman Sachs Group Inc/The (GSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 145.170 +++ Globe Trade Centre SA (GT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.200 +++ Getinge AB - Cash Flex Future (GID/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 156.0754 +++ Getinge AB (GTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 156.0000 +++ GlaxoSmithKline plc - Euro Cash FLEX Opt (GSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.240 17.88 0.15 17090 1260 +++ GlaxoSmithKline plc - Amer Phys FLEX Opt (GSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.250 20.81 0.02 17120 1500 314.190 16.11 -1.00 16121 860 22.860 24.14 -0.13 50.910 20.61 0.34 16121 1300 +++ GlaxoSmithKline plc - Euro Phys FLEX Opt (GSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 13.650 18.68 0.21 17120 1300 126.400 18.52 -0.80 25.370 19.55 0.20 16121 1400 289.750 19.21 -0.80 17.840 19.17 0.15 16121 1450 332.840 19.18 -0.85 +++ GlaxoSmithKline plc (GXO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1200.000 +++ GlaxoSmithKline plc - STND OPT (GXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 241.500 41.38 0.98 SEP10 960 0.000 31.15 0.00 202.000 37.50 0.97 SEP10 1000 0.500 34.10 -0.02 153.000 32.48 0.95 SEP10 1050 2.500 33.33 -0.06 106.000 29.37 0.88 SEP10 1100 5.000 28.73 -0.11 62.000 24.41 0.76 SEP10 1150 10.500 23.62 -0.23 25.500 20.26 0.51 SEP10 1200 24.500 19.69 -0.49 6.500 18.35 0.21 SEP10 1250 55.500 17.54 -0.81 0.500 16.04 0.03 SEP10 1300 100.000 15.76 -0.98 0.000 14.89 0.00 SEP10 1350 150.000 21.86 -0.98 0.000 14.65 0.00 SEP10 1400 200.000 18.57 -1.00 0.000 17.78 0.00 SEP10 1500 300.500 37.80 -0.99 0.000 23.18 0.00 SEP10 1600 400.000 46.92 -0.99 243.000 33.25 0.97 OCT10 960 2.000 32.40 -0.03 204.000 30.44 0.95 OCT10 1000 3.000 30.48 -0.05 156.500 27.45 0.91 OCT10 1050 6.000 27.84 -0.09 112.500 25.75 0.83 OCT10 1100 10.500 25.15 -0.17 71.500 22.73 0.71 OCT10 1150 19.500 22.34 -0.29 37.500 20.20 0.52 OCT10 1200 36.500 20.43 -0.48 16.000 18.83 0.30 OCT10 1250 65.000 18.91 -0.70 5.000 17.86 0.13 OCT10 1300 104.000 17.83 -0.88 0.000 16.84 0.01 OCT10 1400 200.000 18.29 -1.00 0.000 18.02 0.00 OCT10 1500 300.500 28.92 -0.98 205.500 28.49 0.93 NOV10 1000 8.500 28.80 -0.10 115.500 24.24 0.81 NOV10 1100 21.000 23.82 -0.24 76.500 22.05 0.69 NOV10 1150 34.500 22.06 -0.37 45.000 20.46 0.52 NOV10 1200 54.500 20.19 -0.53 22.500 19.17 0.33 NOV10 1250 84.500 19.03 -0.70 9.500 18.32 0.18 NOV10 1300 122.500 17.85 -0.84 1.000 17.66 0.03 NOV10 1400 215.000 16.15 -0.98 0.000 18.76 0.01 NOV10 1500 314.500 21.93 -0.98 244.000 27.94 0.96 DEC10 960 7.000 28.17 -0.08 207.500 28.01 0.92 DEC10 1000 12.500 28.26 -0.12 118.500 23.54 0.78 DEC10 1100 26.500 23.46 -0.26 49.500 20.24 0.51 DEC10 1200 61.500 20.32 -0.52 14.000 18.68 0.21 DEC10 1300 127.500 18.52 -0.80 2.500 17.75 0.05 DEC10 1400 215.500 16.14 -0.97 1.000 23.87 0.02 DEC10 1600 414.000 16.08 -1.00 246.000 26.43 0.93 MAR11 960 19.500 27.21 -0.14 209.500 25.26 0.90 MAR11 1000 24.500 25.74 -0.18 127.500 23.01 0.74 MAR11 1100 47.500 22.77 -0.33 64.000 20.71 0.51 MAR11 1200 88.500 20.45 -0.54 26.500 19.41 0.28 MAR11 1300 153.500 18.95 -0.75 9.000 18.54 0.12 MAR11 1400 236.500 17.33 -0.91 1.000 19.10 0.02 MAR11 1600 429.500 10.34 -1.00 248.500 26.29 0.91 JUN11 960 30.500 26.16 -0.18 213.500 25.51 0.86 JUN11 1000 38.500 25.15 -0.23 136.000 23.51 0.70 JUN11 1100 66.000 22.62 -0.37 75.500 21.48 0.50 JUN11 1200 110.000 20.40 -0.55 37.500 20.25 0.31 JUN11 1300 173.500 18.71 -0.73 16.000 19.32 0.17 JUN11 1400 253.000 16.91 -0.88 2.500 18.76 0.03 JUN11 1600 442.500 14.25 -0.99 249.500 24.68 0.90 DEC11 960 49.000 24.14 -0.23 216.500 24.45 0.84 DEC11 1000 62.500 24.15 -0.28 89.500 21.68 0.50 DEC11 1200 148.000 20.75 -0.56 26.500 19.55 0.21 DEC11 1400 292.000 19.21 -0.81 5.500 18.01 0.06 DEC11 1600 473.000 19.07 -0.93 258.000 27.04 0.84 JUN12 960 83.000 26.28 -0.29 226.000 26.27 0.79 JUN12 1000 95.000 25.33 -0.32 103.500 22.72 0.50 JUN12 1200 183.000 21.40 -0.56 40.500 20.95 0.26 JUN12 1400 328.500 20.57 -0.77 263.500 28.22 0.81 DEC12 960 110.500 27.03 -0.31 234.000 27.29 0.76 DEC12 1000 122.000 25.63 -0.35 110.500 22.80 0.50 DEC12 1200 209.500 21.23 -0.57 50.000 21.42 0.28 DEC12 1400 355.000 20.46 -0.75 19.500 20.27 0.14 DEC12 1600 525.500 20.00 -0.88 +++ GlaxoSmithKline plc - STND FUT (GXW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1200.510 DEC10 Z 1186.680 MAR11 H 1169.900 JUN11 M 1156.240 +++ Emporiki Bank of Greece SA (GY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6300 +++ Gazprom Neft (GZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.4500 +++ Hexagon AB (HAB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 125.0000 +++ Hamburger Hafen und Logistik (HAM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.1550 +++ Hays (HAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 90.500 +++ Hays - STND FUT (HAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 90.540 DEC10 Z 90.700 MAR11 H 90.870 JUN11 M 91.060 +++ Havas SA (HAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5040 +++ HBOS ex event Contracts (HAX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 67.410 +++ HBOS ex event Contracts - STND OPT (HAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.000 80.75 0.00 DEC10 370 302.500 80.75 -1.00 +++ Hugo Boss AG - PFD (HBF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.8800 +++ Heineken Holding NV (HD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.2600 +++ Heidelberger Druckmaschinen AG (HDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.9600 +++ Home Depot Inc (HDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.780 +++ Heineken NV (HEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.7600 +++ Heineken NV - STND FUT (HEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 34.5740 OCT10 V 34.5870 NOV10 X 34.6130 DEC10 Z 34.6340 +++ Heineken NV - Amer Phys FLEX Opt (HEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3700 24.21 0.16 17120 4000 0.0800 25.63 0.04 17120 4500 +++ Heineken NV - Phys FLEX Fut (HEZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 34.5740 +++ HeidelbergCement AG (HEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.9950 +++ HeidelbergCement AG - Amer Phys Flex Opt (HET/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 3200 1.8635 39.00 -0.47 +++ Henkel AG & Co. KGAA (HEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.2500 +++ Hera SpA (HER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.3780 +++ Hartford Financial Services Inc (HFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.650 +++ Henderson Group PLC (HGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 123.100 +++ Coca Cola Hellenic Bottling Co SA (HK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.3000 +++ Henkel AG & CO KGaA - PFD - Amer Phys FLEX Opt (HHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3600 0.6032 26.48 -0.35 1.5384 23.91 0.37 18031 4000 +++ Henkel AG & CO KGaA - PFD (HKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.8900 +++ Hellenic Duty Free Shops SA (HL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4900 +++ Halma (HLM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 274.700 +++ Halma - STND FUT (HLM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 274.820 DEC10 Z 275.320 MAR11 H 275.840 JUN11 M 276.390 +++ Hammerson (HMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 354.000 +++ Hammerson - STND FUT (HMS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 354.150 DEC10 Z 354.790 MAR11 H 355.460 JUN11 M 328.390 +++ HMV Group (HMV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.000 +++ HMV Group - STND FUT (HMV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 57.020 DEC10 Z 57.130 MAR11 H 57.240 JUN11 M 57.350 +++ Hennes & Mauritz AB ser. B - Euro Cash FLEX Opt (HMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5950 19.53 0.11 17090 24931 0.3901 19.59 0.08 17090 25186 +++ Hennes & Mauritz AB ser. B - Amer Phys FLEX Opt (HMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 20500 3.0140 25.97 -0.16 +++ Hennes & Mauritz AB (HNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 233.9000 +++ Hennes & Mauritz AB - STND FUT (HNM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 234.0090 OCT10 V 234.1730 NOV10 X 234.4430 DEC10 Z 234.6700 +++ Hannover Rueck AG (HNR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.1850 +++ Thales SA - Amer Phys FLEX Opt (HCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 24.00 0.00 17120 5100 +++ Thales SA (HO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.4700 +++ Holmen AB (HOB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 193.5000 +++ Holcim Ltd (HOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.200 +++ Holcim Ltd - Amer Phys FLEX Opt (HOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 720 10.826 30.02 -0.98 +++ Hochtief AG (HOT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.5200 +++ Hewlett-Packard Company (HPC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.690 +++ Home Retail Group Plc MATCH USF (ARF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 215.290 DEC10 Z 210.930 MAR11 H 202.340 JUN11 M 202.750 +++ Home Retail Group Plc (HRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 215.200 +++ Hiscox Ltd (HS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 351.000 +++ Hiscox Ltd - STND FUT (HS /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 351.150 DEC10 Z 351.790 MAR11 H 352.450 JUN11 M 353.160 +++ HSBC Holdings plc - STND FUT (HSA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 630.170 DEC10 Z 626.060 MAR11 H 619.240 JUN11 M 614.730 +++ HSBC Holdings plc (HSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 629.900 +++ HSBC Holdings plc - STND OPT (HSB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 150.250 41.88 0.99 SEP10 480 0.250 44.24 -0.01 111.000 41.25 0.97 SEP10 520 0.750 38.78 -0.03 72.750 34.77 0.91 SEP10 560 2.250 34.28 -0.09 54.500 32.30 0.85 SEP10 580 4.500 32.44 -0.15 38.000 30.01 0.75 SEP10 600 7.750 29.79 -0.25 23.500 27.72 0.60 SEP10 620 13.000 27.01 -0.40 13.000 26.45 0.43 SEP10 640 23.000 26.61 -0.57 6.250 25.40 0.25 SEP10 660 35.500 24.33 -0.76 2.500 24.91 0.13 SEP10 680 51.750 23.24 -0.89 1.500 27.39 0.08 SEP10 700 70.250 20.98 -0.97 1.000 29.57 0.05 SEP10 720 90.000 18.67 -1.00 0.500 36.54 0.03 SEP10 760 130.000 16.70 -1.00 0.250 41.41 0.02 SEP10 800 170.000 11.02 -1.00 0.000 47.92 0.00 SEP10 880 250.000 10.36 -1.00 113.000 35.18 0.93 OCT10 520 2.750 35.61 -0.07 77.250 32.55 0.85 OCT10 560 6.500 32.07 -0.15 45.500 29.56 0.69 OCT10 600 14.750 29.27 -0.31 32.000 27.84 0.58 OCT10 620 21.500 27.69 -0.42 21.250 26.58 0.46 OCT10 640 30.500 26.48 -0.54 13.250 25.73 0.34 OCT10 660 42.500 25.56 -0.66 7.500 24.88 0.23 OCT10 680 57.000 24.75 -0.78 4.000 24.44 0.14 OCT10 700 73.750 24.52 -0.86 2.750 25.78 0.10 OCT10 720 91.500 23.92 -0.93 1.250 28.34 0.05 OCT10 760 130.500 25.84 -0.97 82.500 32.22 0.80 NOV10 560 13.250 32.05 -0.22 52.500 29.54 0.66 NOV10 600 24.000 29.45 -0.36 40.000 28.57 0.58 NOV10 620 31.500 28.08 -0.45 29.000 27.48 0.48 NOV10 640 41.250 27.29 -0.54 20.500 26.78 0.39 NOV10 660 53.000 26.44 -0.64 13.750 25.92 0.30 NOV10 680 66.750 25.74 -0.72 5.500 24.82 0.15 NOV10 720 99.000 24.71 -0.86 351.500 59.76 1.00 DEC10 279 1.000 69.10 -0.01 317.000 60.45 0.99 DEC10 314 1.500 63.17 -0.02 282.250 53.74 0.99 DEC10 349 1.750 55.99 -0.02 248.750 49.20 0.98 DEC10 383 2.250 50.48 -0.03 213.750 41.70 0.98 DEC10 418 2.250 42.69 -0.04 147.250 36.45 0.92 DEC10 488 6.250 36.51 -0.09 87.000 32.18 0.79 DEC10 558 16.750 31.95 -0.23 56.500 29.79 0.65 DEC10 600 29.000 29.64 -0.37 40.250 28.46 0.54 DEC10 627 40.500 28.40 -0.47 33.250 27.58 0.49 DEC10 640 46.750 27.75 -0.53 17.250 26.01 0.32 DEC10 680 71.250 26.25 -0.69 12.750 25.67 0.26 DEC10 697 83.500 25.62 -0.75 8.000 24.90 0.18 DEC10 720 101.500 24.68 -0.83 3.000 24.33 0.08 DEC10 767 144.000 24.61 -0.92 0.250 21.25 0.01 DEC10 837 211.500 24.28 -0.98 0.000 20.27 0.00 DEC10 871 245.000 22.38 -1.00 0.000 20.02 0.00 DEC10 880 254.000 23.28 -1.00 160.250 36.81 0.88 MAR11 480 14.000 36.31 -0.14 95.750 32.14 0.73 MAR11 560 30.750 31.46 -0.29 69.000 30.13 0.63 MAR11 600 44.750 29.44 -0.40 46.750 28.51 0.51 MAR11 640 63.750 28.07 -0.52 30.250 27.31 0.38 MAR11 680 87.250 26.54 -0.64 18.250 26.36 0.27 MAR11 720 115.500 25.17 -0.76 10.500 25.56 0.18 MAR11 760 148.000 23.85 -0.85 6.000 25.34 0.11 MAR11 800 183.250 22.20 -0.93 197.750 37.81 0.91 JUN11 440 14.500 37.28 -0.12 163.000 35.56 0.86 JUN11 480 20.750 34.80 -0.17 101.750 31.91 0.71 JUN11 560 41.750 31.09 -0.32 76.250 30.20 0.62 JUN11 600 57.000 29.41 -0.41 55.000 28.85 0.51 JUN11 640 76.250 28.07 -0.51 38.000 27.75 0.41 JUN11 680 100.000 26.87 -0.62 25.500 26.75 0.31 JUN11 720 127.500 25.67 -0.71 9.500 24.96 0.15 JUN11 800 192.000 23.30 -0.88 3.250 24.03 0.06 JUN11 880 264.750 18.55 -0.98 355.000 58.98 0.97 DEC11 279 10.500 51.89 -0.05 321.000 52.83 0.96 DEC11 314 10.750 45.40 -0.06 288.000 48.72 0.94 DEC11 349 13.500 42.00 -0.08 257.500 45.97 0.91 DEC11 383 17.000 39.47 -0.11 224.750 41.31 0.89 DEC11 418 22.750 37.71 -0.14 164.000 35.00 0.81 DEC11 488 38.250 34.27 -0.23 112.250 31.18 0.69 DEC11 558 60.500 31.55 -0.34 72.500 28.68 0.55 DEC11 627 91.250 29.04 -0.47 66.250 28.35 0.52 DEC11 640 98.250 28.80 -0.50 36.000 26.42 0.35 DEC11 720 148.250 26.93 -0.66 17.750 25.00 0.21 DEC11 800 209.750 25.59 -0.79 7.750 23.68 0.11 DEC11 880 279.250 24.75 -0.88 175.250 35.06 0.81 JUN12 480 49.250 34.23 -0.24 120.500 31.58 0.68 JUN12 560 77.500 31.11 -0.36 77.500 29.04 0.53 JUN12 640 116.250 28.84 -0.49 46.750 27.08 0.39 JUN12 720 165.500 26.95 -0.63 26.750 25.76 0.26 JUN12 800 225.500 25.81 -0.75 182.500 36.00 0.79 DEC12 480 61.250 34.00 -0.26 142.000 36.38 0.67 DEC12 560 108.750 36.60 -0.35 95.000 31.83 0.55 DEC12 640 141.000 31.99 -0.47 65.750 30.37 0.44 DEC12 720 190.500 30.45 -0.58 44.000 29.13 0.33 DEC12 800 247.750 29.46 -0.67 +++ HSBC Holdings plc - Euro Cash FLEX Opt (HSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 640 22.590 26.61 -0.58 3.200 25.05 0.16 17090 674 +++ HSBC Holdings plc - Amer Phys FLEX Opt (HSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 180.100 39.08 0.96 17120 453 3.830 39.60 -0.06 118.490 34.50 0.87 17120 520 9.860 34.42 -0.14 50.150 29.30 0.61 17120 610 32.900 29.18 -0.41 24.410 26.80 0.40 17120 660 58.220 27.00 -0.61 5.140 24.65 0.13 17120 741 120.050 24.65 -0.88 2.170 23.93 0.06 17120 776 152.350 24.57 -0.93 1.930 23.75 0.06 17120 780 17120 784 160.000 24.53 -0.94 0.310 21.64 0.01 17120 828 202.620 24.32 -0.98 0.000 20.02 0.00 17120 959 0.000 20.02 0.00 17120 1089 249.020 44.77 0.91 16121 392 139.460 33.25 0.76 16121 520 47.450 33.03 -0.27 110.950 31.11 0.69 16121 560 61.240 31.48 -0.34 42.630 26.90 0.39 16121 700 8.560 23.83 0.12 16121 871 270.430 24.84 -0.87 2.720 23.68 0.04 16121 1000 7.800 25.76 0.09 15062 1000 +++ HSBC Holdings plc - Amer Cash FLEX Opt (HSU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 480 0.250 44.24 -0.01 18031 560 30.750 31.46 -0.29 10.500 25.56 0.18 18031 760 +++ HSBC Holdings plc - Euro Phys FLEX Opt (HSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 600 7.380 29.79 -0.25 12.680 26.45 0.42 17090 640 22.590 26.61 -0.58 2.390 24.91 0.12 17090 680 15100 640 30.360 26.48 -0.54 3.910 24.44 0.14 15100 700 152.080 37.13 0.92 17120 479 5.440 37.30 -0.08 115.740 34.50 0.85 17120 520 9.850 34.42 -0.14 90.990 32.67 0.79 17120 550 14.900 32.47 -0.21 26.360 27.03 0.42 17120 654 5.100 24.65 0.13 17120 741 119.770 24.65 -0.87 0.310 21.64 0.01 17120 828 202.190 24.32 -0.98 7.660 24.28 0.11 16091 850 1.540 23.86 0.03 16091 1000 3.420 23.68 0.05 16121 970 2.670 23.68 0.04 16121 1000 1.680 23.68 0.03 16121 1050 19.840 25.15 0.22 20012 800 5.360 24.08 0.08 20012 950 6.580 24.72 0.09 16032 970 5.430 24.72 0.07 16032 1000 3.700 24.72 0.05 16032 1050 16.550 25.27 0.18 20042 850 7.370 25.12 0.09 20042 970 +++ HSBC Holdings plc - Cash FLEX Fut (HSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 630.170 +++ Cardinal Health Inc (HTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.130 +++ Hellenic Telecommunications Organization SA (HTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4500 +++ Hellenic Petroleum SA (HU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.7100 +++ Hugo Boss AG - Ord (HUG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.3650 +++ Husqvarna AB (HUS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.4400 +++ Honeywell International Inc (HYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.460 +++ Aryzta UG (IA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.4950 +++ ICAP (IAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 400.100 +++ ICAP - STND FUT (IAP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 400.270 DEC10 Z 401.000 MAR11 H 396.500 JUN11 M 397.290 +++ ICAP PLC - STND OPT (ICA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 160.250 62.88 1.00 SEP10 240 0.250 90.01 -0.01 140.250 56.82 1.00 SEP10 260 0.750 84.49 -0.02 120.250 54.01 1.00 SEP10 280 1.000 77.74 -0.03 100.500 50.57 0.99 SEP10 300 1.500 69.30 -0.05 80.750 45.16 0.97 SEP10 320 1.750 59.52 -0.06 61.500 41.82 0.94 SEP10 340 2.250 49.48 -0.09 43.000 37.68 0.87 SEP10 360 2.750 38.42 -0.13 34.250 35.41 0.82 SEP10 370 4.000 35.99 -0.19 26.500 34.51 0.73 SEP10 380 6.000 34.20 -0.27 19.250 32.57 0.64 SEP10 390 8.750 32.26 -0.36 13.000 30.88 0.52 SEP10 400 13.000 31.44 -0.48 8.500 30.23 0.40 SEP10 410 18.750 31.30 -0.60 5.000 29.15 0.28 SEP10 420 24.750 29.32 -0.72 2.750 28.10 0.17 SEP10 430 33.000 30.01 -0.81 1.750 29.64 0.12 SEP10 440 41.250 28.58 -0.89 1.500 32.79 0.09 SEP10 450 50.750 30.22 -0.93 1.250 36.67 0.08 SEP10 460 60.250 30.04 -0.96 0.750 38.93 0.04 SEP10 480 80.000 32.85 -0.98 0.000 38.16 0.00 SEP10 560 160.750 69.62 -0.96 87.000 39.32 0.87 DEC10 320 6.000 38.87 -0.13 70.500 37.30 0.81 DEC10 340 9.250 36.99 -0.18 54.750 35.05 0.74 DEC10 360 14.000 35.29 -0.26 41.250 33.78 0.65 DEC10 380 20.000 33.45 -0.35 29.000 31.85 0.54 DEC10 400 28.250 32.02 -0.46 20.250 31.13 0.43 DEC10 420 39.000 30.92 -0.57 13.000 29.98 0.32 DEC10 440 52.000 29.95 -0.68 8.250 29.44 0.23 DEC10 460 67.250 29.40 -0.78 5.000 29.30 0.16 DEC10 480 83.750 28.69 -0.85 91.500 38.21 0.83 MAR11 320 13.500 38.14 -0.19 61.750 35.40 0.71 MAR11 360 24.000 34.95 -0.31 48.500 33.61 0.63 MAR11 380 31.250 33.42 -0.38 37.000 32.15 0.55 MAR11 400 40.000 32.07 -0.47 28.500 31.78 0.46 MAR11 420 51.250 31.46 -0.55 21.000 31.00 0.38 MAR11 440 63.750 30.45 -0.63 15.000 30.25 0.30 MAR11 460 78.000 29.82 -0.71 10.750 29.86 0.23 MAR11 480 94.000 29.76 -0.77 +++ Iberdrola SA (IBE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3830 +++ Iberdrola SA - STND FUT (IBE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 5.3840 OCT10 V 5.3860 NOV10 X 5.3910 DEC10 Z 5.2540 +++ Iberia Lineas ereas de Espana SA (IBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6150 +++ International Business Machine Corp (IBM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 125.420 +++ IBM Corporation - Physical STND FUT (IBX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 125.443 OCT10 V 125.470 NOV10 X 125.512 DEC10 Z 125.546 +++ Iberdrola Renovables (IBR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5350 +++ Intercell AG (ICL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.4450 +++ Intermediate Capital Group (ICP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 276.100 +++ Intermediate Capital Group - STND FUT (ICP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 276.220 DEC10 Z 276.720 MAR11 H 277.240 JUN11 M 277.800 +++ Imerys SA (ID /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.3850 +++ Icade (IDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.8800 +++ Indra Sistemas SA (IDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.9600 +++ Industrivarden AB (IDS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 87.0500 +++ Infineon Technologies AG (IF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4730 +++ Infineon Technologies AG - STND FUT (IF /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.4741 OCT10 V 4.4758 NOV10 X 4.4792 DEC10 Z 4.4819 +++ Infineon Technologies AG - Amer Phys FLEX Opt (IFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2232 40.85 0.36 17120 500 0.7425 41.51 -0.64 18031 500 0.8765 41.94 -0.57 18031 520 1.0112 41.48 -0.63 0.2079 40.33 0.29 18031 560 0.1393 39.92 0.21 18031 600 0.2199 39.51 0.27 17061 600 +++ Interpump Group SpA (IGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4425 +++ SBM Offshore NV (IHC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.2250 +++ InterContinental Hotels Group plc - STND FUT (ICH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1009.180 DEC10 Z 1011.010 MAR11 H 1012.920 JUN11 M 995.170 +++ InterContinental Hotels Group plc (IHG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1017.000 +++ InterContinental Hotels Group plc - STND OPT (IHG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 218.000 70.23 0.95 SEP10 800 1.500 48.00 -0.03 177.000 52.26 1.00 SEP10 840 2.500 44.55 -0.05 137.000 41.95 1.00 SEP10 880 4.500 39.92 -0.09 97.500 34.96 0.94 SEP10 920 9.000 37.61 -0.16 66.000 35.39 0.72 SEP10 960 17.500 36.18 -0.28 53.500 35.87 0.64 SEP10 980 25.000 36.33 -0.36 42.000 35.42 0.56 SEP10 1000 32.000 34.66 -0.44 20.500 34.55 0.35 SEP10 1050 61.500 34.75 -0.65 7.500 33.00 0.17 SEP10 1100 99.000 33.64 -0.83 3.000 33.51 0.07 SEP10 1150 144.000 34.84 -0.92 0.000 26.76 0.01 SEP10 1200 192.500 36.66 -0.96 0.000 17.45 0.00 SEP10 1250 242.000 40.75 -0.98 0.000 4.18 0.00 SEP10 1300 291.500 42.39 -0.99 0.000 23.55 0.00 SEP10 1400 391.500 52.83 -0.99 158.500 35.78 0.79 DEC10 880 29.000 36.56 -0.22 103.500 33.95 0.64 DEC10 960 53.500 34.36 -0.36 81.000 33.51 0.56 DEC10 1000 71.000 33.80 -0.44 39.500 31.99 0.35 DEC10 1100 129.000 32.21 -0.65 16.500 31.15 0.19 DEC10 1200 205.500 31.05 -0.82 6.500 30.82 0.09 DEC10 1300 296.500 31.69 -0.91 2.500 31.40 0.04 DEC10 1400 393.500 33.37 -0.96 182.000 36.32 0.74 MAR11 880 48.000 35.61 -0.26 128.500 34.10 0.63 MAR11 960 76.000 34.11 -0.37 106.500 33.20 0.57 MAR11 1000 94.500 33.45 -0.43 63.000 31.88 0.41 MAR11 1100 148.000 31.11 -0.60 33.500 30.41 0.27 MAR11 1200 220.500 30.34 -0.74 18.000 30.30 0.16 MAR11 1300 304.500 29.87 -0.85 9.500 30.54 0.10 MAR11 1400 397.000 30.05 -0.92 +++ IMMOFINANZ AG (IIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6240 +++ 3i Group plc - STND FUT (II /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 259.810 DEC10 Z 259.280 MAR11 H 259.770 JUN11 M 251.990 +++ 3i Group Plc (III/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 259.700 +++ 3i Group Plc - STND OPT (III/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 40.250 39.77 0.95 SEP10 220 0.750 42.07 -0.06 31.000 38.15 0.90 SEP10 230 1.000 34.39 -0.08 22.250 34.35 0.82 SEP10 240 2.000 32.50 -0.16 14.500 32.40 0.69 SEP10 250 4.750 32.80 -0.31 8.000 29.41 0.51 SEP10 260 8.500 30.58 -0.49 4.000 28.70 0.32 SEP10 270 13.750 27.92 -0.69 1.500 28.20 0.16 SEP10 280 21.750 28.54 -0.83 0.750 29.48 0.08 SEP10 290 31.000 30.08 -0.92 0.500 32.29 0.05 SEP10 300 40.500 26.80 -0.98 0.250 36.79 0.04 SEP10 310 50.250 31.80 -0.98 0.250 40.40 0.03 SEP10 320 60.250 36.62 -0.99 0.250 45.08 0.01 SEP10 340 80.500 45.76 -0.99 0.000 44.50 0.00 SEP10 360 100.500 59.05 -0.98 45.750 36.69 0.82 DEC10 220 6.000 37.04 -0.19 30.000 33.11 0.70 DEC10 240 11.000 34.39 -0.31 18.000 31.11 0.54 DEC10 260 19.000 31.89 -0.47 10.250 30.72 0.37 DEC10 280 29.500 28.26 -0.66 5.000 29.64 0.22 DEC10 300 46.000 30.42 -0.78 2.000 28.32 0.11 DEC10 320 63.000 29.61 -0.88 0.000 23.20 0.01 DEC10 360 101.500 33.58 -0.95 50.500 36.53 0.77 MAR11 220 11.250 37.17 -0.23 37.000 34.59 0.67 MAR11 240 16.250 33.23 -0.33 25.250 32.73 0.55 MAR11 260 25.750 32.84 -0.45 16.000 30.84 0.42 MAR11 280 37.250 32.14 -0.58 10.750 31.36 0.31 MAR11 300 51.250 31.73 -0.69 6.750 30.77 0.22 MAR11 320 67.250 31.50 -0.78 2.250 30.28 0.09 MAR11 360 101.750 27.51 -0.94 +++ Investor AB - B shares (IKA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 128.0000 +++ Irish Life & Permanent Group Holdings plc (IL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5260 +++ Iliad SA (ILA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.5000 +++ Industria Macchine Automatiche SpA (IMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.1000 +++ IMI (IMI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 673.500 +++ IMI - STND FUT (IMI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 673.790 DEC10 Z 675.010 MAR11 H 676.280 JUN11 M 677.650 +++ Imperial Tobacco Group plc - Euro Cash FLEX Opt (IMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 6.060 17.55 0.15 17090 1927 +++ Imperial Tobacco Group plc (IMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1835.000 +++ Imperial Tobacco Group plc - STND OPT (IMP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 436.000 41.72 0.99 SEP10 1400 0.000 38.54 0.00 237.000 27.36 0.98 SEP10 1600 1.500 28.51 -0.03 139.500 21.39 0.92 SEP10 1700 4.000 21.71 -0.08 95.000 19.83 0.83 SEP10 1750 9.000 19.91 -0.17 56.000 18.56 0.67 SEP10 1800 21.000 19.02 -0.34 28.000 17.97 0.44 SEP10 1850 42.000 18.03 -0.56 11.000 17.31 0.23 SEP10 1900 76.000 17.78 -0.76 4.000 17.76 0.10 SEP10 1950 119.000 18.57 -0.89 1.500 18.57 0.04 SEP10 2000 166.000 18.65 -0.96 0.500 23.29 0.01 SEP10 2100 265.000 20.35 -1.00 0.500 27.69 0.01 SEP10 2200 365.000 22.37 -1.00 0.000 32.08 0.00 SEP10 2400 565.000 26.29 -1.00 0.000 34.83 0.00 SEP10 2800 965.000 27.88 -1.00 444.500 30.46 0.95 DEC10 1400 6.000 29.99 -0.04 258.500 24.78 0.86 DEC10 1600 18.000 23.83 -0.13 174.000 22.18 0.76 DEC10 1700 35.500 22.26 -0.25 103.000 20.10 0.60 DEC10 1800 67.500 20.87 -0.41 53.000 18.99 0.40 DEC10 1900 114.000 18.96 -0.60 24.000 18.61 0.23 DEC10 2000 185.500 18.55 -0.78 5.500 20.07 0.06 DEC10 2200 367.500 20.03 -0.95 1.500 22.03 0.02 DEC10 2400 565.500 23.68 -0.99 267.000 24.10 0.83 MAR11 1600 49.000 23.79 -0.24 188.500 22.52 0.73 MAR11 1700 77.500 22.17 -0.35 121.500 20.97 0.59 MAR11 1800 117.000 20.56 -0.49 72.500 20.17 0.43 MAR11 1900 173.000 19.42 -0.64 39.500 19.50 0.28 MAR11 2000 244.500 18.67 -0.77 11.500 19.65 0.10 MAR11 2200 418.500 17.07 -0.94 4.000 20.99 0.04 MAR11 2400 613.000 16.10 -0.99 +++ Imperial Tobacco Group plc - Amer Phys FLEX Opt (IMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 1880 60.660 17.88 -0.69 17090 1960 127.870 18.59 -0.92 +++ Imperial Tobacco Group plc - STND FUT (IMT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1835.780 DEC10 Z 1839.120 MAR11 H 1787.520 JUN11 M 1791.120 +++ Imperial Tobacco Group plc - Euro Phys FLEX Opt (IMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 52.830 18.99 0.40 17120 1900 113.400 18.96 -0.60 +++ Independent News & Media PLC (IN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6200 +++ Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3700 0.2000 30.09 -0.11 17090 3900 0.4900 25.69 -0.28 +++ Anheuser-Busch InBev NV - Cash FLEX Fut (IGY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 40.5258 +++ Anheuser-Busch InBev NV (INB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.4550 +++ Anheuser-Busch InBev NV - STND FUT (INB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 40.4650 OCT10 V 40.4800 NOV10 X 40.5110 DEC10 Z 40.5360 +++ Inchcape (INC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 263.200 +++ Inchcape - STND FUT (INC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 263.310 DEC10 Z 263.790 MAR11 H 264.290 JUN11 M 264.820 +++ Indesit Company SpA (INE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.7000 +++ Informa plc (INF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 379.600 +++ Informa plc - STND FUT (INF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 379.760 DEC10 Z 380.450 MAR11 H 381.170 JUN11 M 381.940 +++ ING Groep NV - Euro Cash FLEX Opt (IAJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2304 16.1279 95.74 -0.98 +++ ING Groep NV - Amer Phys FLEX Opt (IAQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5300 53.07 0.64 17090 660 17120 580 0.3500 54.80 -0.24 0.3800 43.17 0.37 17120 768 0.1900 40.49 0.22 17120 840 0.0100 82.00 0.01 17120 2457 17.7000 95.97 -0.99 0.0100 87.02 0.01 17120 2688 +++ ING Groep NV - Euro Phys FLEX Opt (IAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0050 75.39 0.01 17120 2150 14.5777 82.26 -0.99 0.0045 83.25 0.01 17120 2534 18.4066 92.99 -0.99 0.0040 85.55 0.01 17120 2688 19.9336 87.02 -0.99 +++ ING Groep NV (ING/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.8630 +++ ING Groep NV - STND FUT (ING/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 6.8650 OCT10 V 6.8670 NOV10 X 6.8730 DEC10 Z 6.8770 +++ Life Technologies Corp (INI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.780 +++ Intel Corporation (INT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.500 +++ Intel Corp - Physical STND FUT (INX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 18.503 OCT10 V 18.507 NOV10 X 18.514 DEC10 Z 18.519 +++ Investec (INV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 466.600 +++ Investec - STND FUT (INV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 466.800 DEC10 Z 467.650 MAR11 H 468.530 JUN11 M 469.470 +++ Bioton SA (IO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.200 +++ Impressa SGPS (IP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5000 +++ IPSEN (IPE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.5500 +++ International Power plc - STND FUT (INP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 370.860 DEC10 Z 367.280 MAR11 H 367.970 JUN11 M 352.200 +++ International Power plc - Amer Phys FLEX Opt (IOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 326.710 85.81 1.00 31080 44 322.720 77.26 1.00 17090 48 326.730 73.29 1.00 28090 44 315.740 62.84 1.00 27100 55 +++ International Power plc (IPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 370.700 +++ International Power plc - STND OPT (IPR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 131.250 77.26 0.99 SEP10 240 0.000 46.02 0.00 111.250 64.27 0.99 SEP10 260 0.000 45.94 0.00 91.500 57.17 0.97 SEP10 280 0.000 43.67 -0.01 81.750 54.46 0.96 SEP10 290 0.250 42.21 -0.01 71.750 48.06 0.96 SEP10 300 0.250 40.76 -0.02 62.000 46.42 0.94 SEP10 310 0.500 39.35 -0.04 52.250 40.85 0.92 SEP10 320 1.000 37.92 -0.06 43.000 38.45 0.89 SEP10 330 1.750 36.61 -0.10 34.000 35.56 0.84 SEP10 340 3.000 35.53 -0.16 25.500 32.73 0.76 SEP10 350 5.000 34.12 -0.24 18.000 31.18 0.66 SEP10 360 8.000 33.47 -0.35 11.750 29.54 0.53 SEP10 370 12.250 32.58 -0.47 7.000 27.98 0.38 SEP10 380 17.750 32.04 -0.60 4.000 27.69 0.26 SEP10 390 24.500 31.71 -0.72 1.750 26.45 0.15 SEP10 400 32.000 30.94 -0.82 0.250 26.01 0.04 SEP10 420 50.000 30.29 -0.94 131.250 44.45 0.99 DEC10 240 1.250 43.37 -0.03 111.500 40.11 0.98 DEC10 260 1.750 39.11 -0.05 92.000 37.48 0.95 DEC10 280 2.750 35.77 -0.07 73.000 33.64 0.91 DEC10 300 4.500 33.09 -0.12 55.250 30.71 0.84 DEC10 320 7.000 30.43 -0.19 40.000 29.75 0.72 DEC10 340 12.000 29.24 -0.29 26.750 28.06 0.59 DEC10 360 19.250 27.66 -0.42 16.750 26.96 0.44 DEC10 380 29.500 26.78 -0.56 10.000 26.33 0.31 DEC10 400 42.250 25.76 -0.70 3.000 25.61 0.12 DEC10 440 75.750 25.30 -0.89 132.000 40.69 0.96 MAR11 240 2.500 38.36 -0.05 94.000 34.19 0.90 MAR11 280 5.750 33.77 -0.11 76.500 31.89 0.84 MAR11 300 8.250 31.28 -0.16 60.750 30.40 0.77 MAR11 320 12.750 30.20 -0.23 46.500 28.99 0.68 MAR11 340 18.500 28.75 -0.32 34.000 27.50 0.58 MAR11 360 26.000 27.23 -0.42 24.000 26.42 0.48 MAR11 380 36.000 26.32 -0.53 16.500 25.96 0.37 MAR11 400 48.500 25.80 -0.63 6.750 24.70 0.19 MAR11 440 78.500 24.42 -0.82 +++ IPSOS (IPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.8050 +++ Intracom Holding SA (IR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7000 +++ Iren Spa (IRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.1850 +++ Inmarsat plc (ISA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 655.000 +++ F & C Asset Management plc (ISI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.000 +++ F & C Asset Management plc - STND FUT (ISI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 63.030 DEC10 Z 63.140 MAR11 H 63.260 JUN11 M 63.390 +++ Inditex SA - Euro Cash FLEX Opt (IJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1660 21.14 0.12 17090 5598 0.1159 21.09 0.09 17090 5647 +++ Inditex SA - Amer Phys FLEX Opt (IJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 25.4548 24.71 1.00 16121 2700 0.0631 26.14 -0.01 +++ Industria de Diseno Textil SA (Inditex) (IT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.4400 +++ Inditex SA - STND FUT (IT /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 52.4530 OCT10 V 52.4730 NOV10 X 51.9130 DEC10 Z 51.9440 +++ Italcementi SpA (ITA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6850 +++ Intertek Group (ITR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1698.000 +++ Intertek Group - STND FUT (ITR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1698.720 DEC10 Z 1693.250 MAR11 H 1696.440 JUN11 M 1680.900 +++ Italcementi SPA - (savings) (ITS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.2375 +++ Intesa Sanpaolo SpA (Savings) (IU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.8010 +++ IVG Immobilien AG (IV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0650 +++ Wetherspoon(J D) (JDW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 403.900 +++ Wetherspoon(J D) - STND FUT (JDW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 404.070 DEC10 Z 392.610 MAR11 H 393.350 JUN11 M 387.550 +++ Colruyt SA (JF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 197.1000 +++ Jardine Lloyd Thompson Group (JLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 581.500 +++ Jardine Lloyd Thompson Group - STND FUT (JLT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 581.750 DEC10 Z 582.800 MAR11 H 583.900 JUN11 M 585.080 +++ Jeronimo Martins SGPS (JM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.8500 +++ Johnson Matthey (JMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1579.000 +++ Johnson Matthey - STND FUT (JMA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1579.670 DEC10 Z 1570.540 MAR11 H 1573.500 JUN11 M 1576.670 +++ JM AB (JMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 114.7500 +++ Johnson & Johnson Physical (JNX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.920 +++ Johnson & Johnson Physical - STND FUT (JNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 57.931 OCT10 V 57.943 NOV10 X 57.963 DEC10 Z 57.978 +++ JPMorgan Chase & Co (JPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.580 +++ Johnson Controls Inc (JSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.260 +++ St Jude Medical Inc (JUD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.400 +++ Jyske Bank A/S (JYS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 186.50 +++ Kazakhmys plc (KA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1103.000 +++ Kazakhmys PLC - STND OPT (KZK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 228.500 60.20 0.94 SEP10 880 5.500 60.54 -0.07 193.000 59.57 0.89 SEP10 920 9.500 59.80 -0.11 158.500 57.68 0.84 SEP10 960 15.500 58.37 -0.16 141.500 56.21 0.81 SEP10 980 18.500 57.00 -0.19 125.500 54.74 0.78 SEP10 1000 23.000 55.72 -0.23 89.000 52.15 0.67 SEP10 1050 36.000 52.31 -0.33 58.500 49.52 0.54 SEP10 1100 55.500 49.69 -0.46 34.000 46.16 0.39 SEP10 1150 79.500 44.97 -0.62 17.500 43.14 0.25 SEP10 1200 115.500 45.13 -0.74 10.000 44.52 0.16 SEP10 1250 155.500 43.11 -0.85 4.500 43.47 0.08 SEP10 1300 200.500 42.18 -0.93 2.000 42.93 0.04 SEP10 1350 248.500 41.72 -0.97 1.000 42.41 0.02 SEP10 1400 297.500 42.75 -0.98 0.000 42.07 0.00 SEP10 1500 397.000 43.44 -1.00 0.000 43.78 0.00 SEP10 1600 497.000 44.13 -1.00 0.000 45.93 0.00 SEP10 1700 597.000 45.14 -1.00 0.000 48.34 0.00 SEP10 1800 697.000 46.17 -1.00 259.500 53.94 0.81 DEC10 880 38.500 52.91 -0.18 229.500 52.93 0.77 DEC10 920 48.500 52.07 -0.22 202.500 52.12 0.73 DEC10 960 60.000 50.67 -0.27 176.000 50.88 0.68 DEC10 1000 75.000 50.17 -0.32 119.000 48.52 0.55 DEC10 1100 118.000 47.94 -0.45 78.000 47.13 0.42 DEC10 1200 176.500 46.39 -0.58 48.500 46.19 0.30 DEC10 1300 247.500 45.43 -0.70 29.000 45.24 0.21 DEC10 1400 326.500 43.90 -0.81 18.000 45.46 0.14 DEC10 1500 416.500 44.13 -0.87 11.000 45.67 0.09 DEC10 1600 509.500 43.81 -0.92 7.000 46.32 0.06 DEC10 1700 605.500 43.54 -0.96 4.000 46.04 0.04 DEC10 1800 703.000 41.97 -0.98 286.500 51.55 0.78 MAR11 880 63.500 50.66 -0.22 264.000 52.33 0.74 MAR11 920 77.000 50.04 -0.25 233.000 49.71 0.71 MAR11 960 90.000 49.04 -0.29 209.500 49.00 0.67 MAR11 1000 106.000 48.39 -0.33 157.500 47.91 0.57 MAR11 1100 152.000 46.60 -0.43 113.000 45.87 0.47 MAR11 1200 209.000 45.16 -0.53 81.000 45.02 0.38 MAR11 1300 277.000 44.33 -0.63 56.000 44.02 0.29 MAR11 1400 352.000 43.25 -0.72 27.500 43.70 0.17 MAR11 1600 523.500 42.59 -0.85 +++ KBC Bankverzekeringsholding (KBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.5000 +++ KBC Bancassurance Holding - STND FUT (KBB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.5080 OCT10 V 32.5200 NOV10 X 32.5450 DEC10 Z 32.5650 +++ KBC Bancassurance Holding - Amer Phys FLEX Opt (KBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 2.2900 40.97 -0.65 17090 3600 3.7700 38.76 -0.84 +++ Gamesa Corp Tecnologica SA (KC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2940 +++ Kloeckner & Co AG (KCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.1700 +++ Kesko OYJ (KEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.3000 +++ Kesa Electricals (KES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 129.300 +++ Kesa Electricals - STND FUT (KES/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 129.360 DEC10 Z 129.590 MAR11 H 129.830 JUN11 M 130.100 +++ Kerry Group PLC (KG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.7500 +++ Kingfisher PLC (KGF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 201.100 +++ Kingfisher PLC - STND OPT (KGF/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 22.500 37.81 0.88 SEP10 180 1.250 38.57 -0.12 13.500 32.04 0.77 SEP10 190 2.500 32.79 -0.24 6.500 28.47 0.55 SEP10 200 5.750 30.29 -0.45 4.000 27.13 0.41 SEP10 205 8.250 29.51 -0.58 2.250 26.67 0.28 SEP10 210 11.500 28.37 -0.71 1.250 25.65 0.17 SEP10 215 15.500 28.57 -0.80 0.500 25.51 0.10 SEP10 220 19.750 29.49 -0.87 0.500 27.41 0.06 SEP10 225 24.250 27.25 -0.94 0.000 25.57 0.02 SEP10 230 29.000 25.61 -0.98 0.000 25.19 0.01 SEP10 235 34.250 35.83 -0.95 0.000 26.08 0.01 SEP10 240 39.000 32.31 -0.98 0.000 31.45 0.00 SEP10 250 49.000 38.51 -0.99 0.000 35.67 0.00 SEP10 260 59.000 44.47 -0.99 0.000 44.28 0.00 SEP10 280 79.250 67.38 -0.96 0.000 48.32 0.00 SEP10 320 119.250 86.23 -0.98 23.250 33.01 0.84 OCT10 180 2.750 32.97 -0.19 15.250 30.29 0.72 OCT10 190 5.500 31.82 -0.32 9.000 28.83 0.54 OCT10 200 9.500 30.33 -0.49 6.250 27.68 0.44 OCT10 205 12.250 30.00 -0.58 4.500 27.46 0.35 OCT10 210 15.500 29.05 -0.66 3.000 26.69 0.26 OCT10 215 19.000 28.94 -0.74 2.000 27.08 0.19 OCT10 220 23.250 29.56 -0.79 1.750 29.11 0.16 OCT10 225 27.500 29.64 -0.85 1.250 30.42 0.12 OCT10 230 32.250 31.67 -0.87 1.250 35.84 0.10 OCT10 240 41.500 32.23 -0.93 1.000 44.79 0.07 OCT10 260 61.250 41.15 -0.95 24.500 31.88 0.80 NOV10 180 4.750 32.15 -0.23 17.000 29.87 0.68 NOV10 190 7.750 31.08 -0.35 11.000 28.45 0.53 NOV10 200 12.000 29.80 -0.48 8.500 28.04 0.46 NOV10 205 14.500 29.24 -0.55 6.500 27.26 0.38 NOV10 210 17.750 29.55 -0.61 3.750 26.81 0.25 NOV10 220 24.750 28.55 -0.74 2.000 26.63 0.15 NOV10 230 33.250 29.14 -0.83 25.750 32.23 0.76 DEC10 180 6.500 33.14 -0.26 19.000 30.91 0.65 DEC10 190 9.750 32.02 -0.36 13.000 29.36 0.53 DEC10 200 14.000 30.56 -0.47 8.500 28.59 0.41 DEC10 210 19.500 29.77 -0.59 5.250 27.67 0.29 DEC10 220 26.250 29.22 -0.70 3.250 27.39 0.20 DEC10 230 34.250 28.93 -0.79 2.000 27.47 0.13 DEC10 240 43.000 29.57 -0.85 1.000 30.26 0.07 DEC10 260 61.750 31.35 -0.93 0.500 32.55 0.04 DEC10 280 81.250 34.99 -0.95 0.500 42.10 0.03 DEC10 320 121.500 46.30 -0.96 29.500 31.54 0.71 MAR11 180 10.500 33.06 -0.29 23.000 30.38 0.63 MAR11 190 13.750 31.38 -0.37 17.500 29.52 0.54 MAR11 200 18.500 30.74 -0.46 13.000 28.47 0.45 MAR11 210 23.750 29.96 -0.54 9.500 28.12 0.37 MAR11 220 30.250 29.47 -0.63 6.500 27.34 0.28 MAR11 230 37.500 29.17 -0.71 4.500 27.31 0.22 MAR11 240 45.250 28.59 -0.78 1.000 27.61 0.06 MAR11 280 81.750 30.10 -0.92 +++ Kingfisher plc - Euro Phys FLEX Opt (KGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 24.820 29.45 0.55 16121 200 28.960 30.70 -0.45 +++ Kingfisher plc - STND FUT (KIG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 201.190 DEC10 Z 199.550 MAR11 H 199.920 JUN11 M 195.570 +++ Kudelski SA (KH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.950 +++ KGHM Polska Miedz SA (KHH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 103.400 +++ Kinnevik Investment AB (KIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 132.3000 +++ Klepierre (KLI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.8900 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 67.550 +++ Natixis (KN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2490 +++ Kone OYJ (KNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.7700 +++ Kuehne & Nagel Int AG (KNI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 104.000 +++ Coca-Cola Company (KO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.610 +++ Koninklijke KPN NV (KPN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.9500 +++ Royal KPN NV - STND FUT (KPN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.9530 OCT10 V 10.9570 NOV10 X 10.9650 DEC10 Z 10.9720 +++ Royal KPN NV - Amer Phys FLEX Opt (KPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19110 1000 0.1300 22.53 -0.18 0.2200 19.64 0.33 19110 1150 0.1200 20.39 0.20 19110 1200 17120 1000 0.1800 22.57 -0.21 17120 1400 3.0500 22.58 -0.98 +++ Royal KPN NV - Euro Phys FLEX Opt (KPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.1710 23.30 0.78 17120 1000 0.1758 22.57 -0.21 1.3877 22.87 0.64 16121 1000 0.7463 22.01 -0.36 +++ Royal KPN NV - Cash FLEX Fut (KPY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18021 11.0042 +++ Krones AG (KR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.2350 +++ Merck KGaA (KS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.2000 +++ Merck KGaA - Amer Phys FLEX Opt (KSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.0281 24.56 0.71 17090 6600 +++ Kingspan Group Plc (KSP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0390 +++ Fomento de Construcciones SA (KW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.3050 +++ Corning Inc (KWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.830 +++ Kimberly-Clark Corp (KYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.850 +++ Landi Renzo SpA (LAD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5000 +++ Laird plc (LAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 124.600 +++ Laird plc - STND FUT (LAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 124.650 DEC10 Z 124.880 MAR11 H 125.110 JUN11 M 125.370 +++ Ladbrokes plc - STND FUT (HG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 132.060 DEC10 Z 132.300 MAR11 H 128.540 JUN11 M 128.800 +++ Ladbrokes plc (LDB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 132.000 +++ Ladbrokes plc - STND OPT (LDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 32.000 43.60 0.99 SEP10 100 0.500 70.35 -0.05 22.000 29.26 0.99 SEP10 110 0.750 53.74 -0.09 12.750 34.10 0.87 SEP10 120 1.000 38.06 -0.16 9.000 33.74 0.75 SEP10 125 1.750 33.97 -0.25 5.750 33.62 0.59 SEP10 130 3.500 33.46 -0.41 3.250 32.85 0.42 SEP10 135 6.500 34.18 -0.58 1.500 30.79 0.25 SEP10 140 9.750 32.49 -0.74 0.250 23.57 0.07 SEP10 145 13.750 33.97 -0.84 0.000 13.66 0.00 SEP10 150 18.250 33.92 -0.92 0.000 8.65 0.00 SEP10 160 28.000 31.54 -0.99 0.000 27.80 0.00 SEP10 170 38.000 27.17 -1.00 0.000 28.04 0.00 SEP10 180 48.000 28.60 -1.00 33.250 38.24 0.92 DEC10 100 1.750 42.42 -0.10 17.750 36.85 0.72 DEC10 120 5.500 36.80 -0.28 11.500 34.84 0.57 DEC10 130 9.000 34.68 -0.43 7.000 34.00 0.42 DEC10 140 14.750 34.55 -0.58 4.000 33.69 0.29 DEC10 150 22.000 34.18 -0.71 2.000 31.94 0.17 DEC10 160 29.750 32.31 -0.83 1.000 31.40 0.09 DEC10 170 39.000 33.04 -0.90 0.500 30.79 0.04 DEC10 180 48.250 33.25 -0.95 35.000 40.81 0.87 MAR11 100 3.750 40.11 -0.16 20.250 37.08 0.70 MAR11 120 10.000 37.43 -0.35 14.250 35.08 0.58 MAR11 130 14.500 35.59 -0.46 9.500 34.18 0.46 MAR11 140 20.500 35.30 -0.57 6.500 33.68 0.34 MAR11 150 27.500 34.83 -0.68 4.250 33.42 0.25 MAR11 160 35.750 34.97 -0.76 2.000 35.15 0.14 MAR11 180 53.250 35.85 -0.87 +++ Morgan Stanley (LEA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.310 +++ Deutsche Lufthansa AG (LFT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.4000 +++ Lafarge SA - Euro Phys FLEX Opt (LAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0002 34.76 0.00 17090 5000 13.5171 34.76 -1.00 0.1242 31.98 0.05 17120 5000 13.4951 31.98 -0.95 +++ Lafarge SA (LG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.4650 +++ Lafarge SA - STND FUT (LG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 36.4740 OCT10 V 36.4880 NOV10 X 36.5160 DEC10 Z 36.5380 +++ NextEra Energy Inc (LGA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.770 +++ Legal & General Group PLC (LGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 90.750 +++ Legal & General Group PLC - STND OPT (LGE/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 34.750 79.27 1.00 SEP10 56 0.000 75.36 -0.01 26.750 66.45 1.00 SEP10 64 0.000 63.51 -0.02 22.750 57.67 1.00 SEP10 68 0.250 56.82 -0.03 18.750 52.95 0.99 SEP10 72 0.250 51.23 -0.04 14.750 46.20 0.98 SEP10 76 0.250 44.55 -0.07 11.000 42.82 0.93 SEP10 80 0.750 41.65 -0.14 9.000 40.12 0.89 SEP10 82 1.000 40.78 -0.19 7.250 38.78 0.83 SEP10 84 1.500 40.99 -0.26 5.750 38.55 0.74 SEP10 86 2.000 39.27 -0.33 4.250 34.78 0.65 SEP10 88 2.500 35.31 -0.41 3.000 33.63 0.53 SEP10 90 3.250 33.40 -0.51 2.750 40.47 0.43 SEP10 92 4.250 30.65 -0.62 1.250 30.06 0.29 SEP10 94 5.500 29.01 -0.73 1.000 32.07 0.22 SEP10 96 7.750 36.09 -0.76 1.000 37.83 0.20 SEP10 98 8.750 25.82 -0.91 0.750 40.25 0.16 SEP10 100 10.500 23.83 -0.96 0.000 28.75 0.00 SEP10 110 20.500 14.31 -1.00 15.000 39.60 0.95 OCT10 76 0.750 38.96 -0.12 11.500 39.22 0.84 OCT10 80 1.750 40.90 -0.21 10.000 40.71 0.77 OCT10 82 2.500 41.77 -0.26 8.500 39.60 0.71 OCT10 84 3.000 39.71 -0.31 7.000 37.32 0.65 OCT10 86 4.000 41.22 -0.37 6.000 38.40 0.58 OCT10 88 4.500 38.71 -0.42 4.250 32.79 0.51 OCT10 90 5.250 37.69 -0.48 3.750 34.82 0.45 OCT10 92 6.250 35.75 -0.55 3.250 36.12 0.39 OCT10 94 7.500 36.63 -0.61 2.500 35.07 0.33 OCT10 96 8.750 34.52 -0.68 1.750 34.23 0.27 OCT10 98 10.250 34.56 -0.73 1.500 36.07 0.23 OCT10 100 11.750 33.60 -0.79 1.000 44.65 0.13 OCT10 110 21.000 39.36 -0.91 10.000 40.13 0.67 NOV10 84 4.250 39.16 -0.33 7.500 38.36 0.58 NOV10 88 6.250 39.96 -0.42 6.250 36.76 0.53 NOV10 90 6.750 37.29 -0.47 5.500 37.30 0.48 NOV10 92 7.500 35.71 -0.52 4.500