+++ RadioShack Corp (AA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.190 +++ Apple Computer Inc (AAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 239.620 +++ ABB Ltd (ABB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.270 +++ ABB Ltd - Amer Phys FLEX Opt (ABQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 190 0.477 31.45 -0.41 17090 200 0.986 27.75 -0.69 0.069 27.22 0.11 17090 210 0.015 27.38 0.03 17090 220 0.006 58.59 0.01 17090 280 17120 190 1.179 30.75 -0.43 0.949 29.29 0.44 17120 200 0.339 27.43 0.22 17120 220 2.788 31.16 0.65 17061 180 1.487 31.11 -0.35 +++ ABB Ltd - Euro Phys FLEX Opt (ABX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20120 252 5.974 27.30 -0.95 20120 303 11.023 31.63 -0.99 17061 275 8.329 25.74 -0.92 31081 217 3.782 29.45 -0.60 +++ Abertis Infraestructuras SA (ABE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.5250 +++ Abertis Infraestructuras SA - STND FUT (ABE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.5280 OCT10 V 12.5330 NOV10 X 12.2420 DEC10 Z 12.2490 +++ Abertis Infraestructuras SA - Amer Phys FLEX Opt (CYQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0660 26.71 0.08 17120 1524 +++ Associated British Foods (ABF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1047.000 +++ Associated British Foods - STND FUT (ABF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1047.410 DEC10 Z 1033.330 MAR11 H 1035.480 JUN11 M 1028.960 +++ Associated British Foods PLC - STND OPT (ABR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 328.250 70.09 0.99 SEP10 720 0.000 42.31 0.00 288.000 56.49 0.99 SEP10 760 0.000 41.21 0.00 247.750 45.90 0.99 SEP10 800 0.000 38.33 0.00 208.000 39.79 0.99 SEP10 840 0.250 35.49 -0.01 167.750 28.90 0.99 SEP10 880 0.250 30.96 -0.01 128.000 24.82 0.98 SEP10 920 1.000 28.50 -0.03 108.750 25.13 0.96 SEP10 940 2.000 27.63 -0.06 90.750 26.89 0.90 SEP10 960 3.250 26.40 -0.09 72.500 25.23 0.86 SEP10 980 5.250 25.60 -0.15 55.000 23.19 0.79 SEP10 1000 8.750 24.78 -0.22 21.750 21.32 0.49 SEP10 1050 24.750 21.80 -0.51 6.250 21.64 0.20 SEP10 1100 56.000 17.71 -0.86 1.250 21.78 0.05 SEP10 1150 103.250 18.71 -0.98 0.750 27.79 0.03 SEP10 1200 153.000 20.25 -1.00 0.000 32.10 0.00 SEP10 1300 253.000 28.79 -1.00 250.000 26.34 0.98 DEC10 800 3.500 28.72 -0.05 174.250 24.90 0.92 DEC10 880 9.500 25.94 -0.12 138.250 23.63 0.87 DEC10 920 14.750 24.45 -0.18 105.000 22.52 0.79 DEC10 960 23.000 23.18 -0.26 76.250 21.93 0.68 DEC10 1000 35.000 21.97 -0.37 23.500 19.48 0.34 DEC10 1100 87.500 19.69 -0.70 4.750 18.87 0.10 DEC10 1200 170.500 18.78 -0.92 0.500 22.26 0.01 DEC10 1400 366.250 20.35 -1.00 178.750 24.15 0.88 MAR11 880 18.500 24.69 -0.17 145.250 23.25 0.82 MAR11 920 26.250 23.63 -0.23 114.500 22.46 0.74 MAR11 960 36.500 22.64 -0.30 88.500 22.19 0.64 MAR11 1000 49.500 21.62 -0.39 36.250 19.75 0.38 MAR11 1100 101.500 19.98 -0.63 11.500 18.45 0.16 MAR11 1200 176.250 18.34 -0.85 0.500 17.55 0.01 MAR11 1400 366.750 18.86 -0.98 +++ Abengoa SA (ABG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.7000 +++ Abengoa SA - Cash Flex Future (WLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 17.7046 +++ Abbott Laboratories (ABT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.610 +++ Accor SA Ex event package (AC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.0800 +++ Accor SA Ex event package - STND FUT (AC /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 37.0800 DEC10 Z 37.1460 +++ Credit Agricole SA (ACA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.9000 +++ Credit Agricole SA - STND FUT (ACA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.9020 OCT10 V 9.9070 NOV10 X 9.9140 DEC10 Z 9.9190 +++ Credit Agricole SA - Euro Cash FLEX Opt (ACJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0495 46.25 0.10 17090 1159 0.3142 37.56 0.20 17061 1350 4.1728 37.56 -0.80 +++ Credit Agricole SA - Amer Phys FLEX Opt (ACQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 800 0.0800 67.57 -0.09 17090 1100 1.2300 46.78 -0.80 19110 880 0.5500 55.76 -0.28 17120 750 0.3737 63.54 -0.17 0.2088 40.93 0.19 17120 1250 17120 1846 8.5600 37.15 -1.00 1.4900 42.62 0.48 21122 1200 +++ Credit Agricole SA - Euro Phys FLEX Opt (ACX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.6521 53.84 0.68 17120 900 0.7288 53.84 -0.32 1.4276 42.62 0.46 21122 1200 4.2212 42.62 -0.54 +++ Acciona SA (ACC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.7000 +++ ACEA SpA (ACE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.5500 +++ ACE Ltd (ACL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.040 +++ Acanthe Developpement SA (ACN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.2600 +++ Acerinox SA (ACR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.1500 +++ American Capital Ltd (AD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.920 +++ Adecco SA (ADC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.220 +++ Adecco SA - Amer Phys FLEX Opt (QVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 250 0.147 60.16 -0.02 +++ Admiral Group plc - Cash FLEX Fut (ADD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 1512.590 +++ Admiral Group plc (ADM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1512.000 +++ Aeroports de Paris (ADP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.9600 +++ Adidas AG (ADS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.7050 +++ Adidas AG - Amer Phys FLEX Opt (FKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.6440 27.99 0.33 18031 4600 +++ Adidas AG - Cash FLEX Fut (FKY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 40.7155 +++ Aker ASA (AE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 110.0000 +++ AEM SpA (AEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0750 +++ A2A SpA - Euro Cash FLEX Opt (ASB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0043 23.74 0.14 17090 115 +++ BAE Systems plc (AER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 299.100 +++ BAE Systems plc - STND OPT (AER/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 39.500 28.86 0.97 SEP10 260 0.750 35.73 -0.06 20.750 25.06 0.86 SEP10 280 2.000 27.49 -0.16 12.750 23.66 0.71 SEP10 290 4.250 26.32 -0.31 6.750 22.98 0.49 SEP10 300 8.000 25.21 -0.50 3.250 23.51 0.29 SEP10 310 14.500 25.70 -0.69 1.500 25.39 0.16 SEP10 320 22.500 25.64 -0.84 0.750 26.57 0.08 SEP10 330 31.500 26.42 -0.92 0.500 28.62 0.04 SEP10 340 41.250 29.81 -0.95 0.250 32.70 0.01 SEP10 360 61.250 38.23 -0.97 0.000 37.77 0.01 SEP10 380 81.000 39.81 -0.99 0.000 42.67 0.00 SEP10 400 101.000 47.25 -0.99 0.000 45.14 0.00 SEP10 440 141.000 60.87 -0.99 40.750 28.25 0.92 OCT10 260 1.750 30.51 -0.10 23.500 25.88 0.77 OCT10 280 4.750 27.31 -0.24 16.250 24.57 0.65 OCT10 290 7.500 26.27 -0.36 11.000 25.15 0.51 OCT10 300 12.000 25.91 -0.49 6.750 24.54 0.37 OCT10 310 17.750 25.32 -0.63 4.000 24.69 0.25 OCT10 320 25.000 25.62 -0.74 2.250 24.77 0.16 OCT10 330 33.250 25.68 -0.83 1.250 24.83 0.09 OCT10 340 42.250 26.59 -0.89 0.250 24.76 0.03 OCT10 360 61.250 28.68 -0.96 0.000 24.18 0.00 OCT10 380 81.000 31.88 -0.98 41.250 28.82 0.89 NOV10 260 4.250 28.38 -0.18 25.000 26.98 0.74 NOV10 280 9.500 26.93 -0.34 18.250 26.36 0.63 NOV10 290 13.750 26.50 -0.45 13.000 26.00 0.51 NOV10 300 18.750 25.62 -0.56 8.750 25.59 0.39 NOV10 310 25.250 25.34 -0.66 5.750 25.61 0.29 NOV10 320 32.750 25.58 -0.75 2.500 25.92 0.14 NOV10 340 50.250 27.43 -0.86 60.000 30.29 0.95 DEC10 240 3.750 33.86 -0.13 26.500 27.44 0.71 DEC10 280 11.750 27.03 -0.36 14.750 26.30 0.50 DEC10 300 20.750 25.63 -0.54 7.500 25.72 0.31 DEC10 320 34.250 25.33 -0.71 3.500 25.43 0.17 DEC10 340 50.250 24.15 -0.85 2.000 27.39 0.10 DEC10 360 68.750 25.52 -0.92 1.500 30.02 0.07 DEC10 380 88.250 26.68 -0.96 1.500 34.12 0.06 DEC10 400 107.750 26.40 -0.98 0.500 36.46 0.03 DEC10 440 147.500 27.29 -1.00 61.500 30.44 0.90 MAR11 240 5.750 29.25 -0.15 45.000 28.60 0.79 MAR11 260 10.000 27.81 -0.25 31.000 27.37 0.65 MAR11 280 17.250 27.40 -0.37 19.000 24.93 0.50 MAR11 300 26.000 25.41 -0.51 12.250 25.26 0.36 MAR11 320 38.500 24.75 -0.65 7.000 24.78 0.24 MAR11 340 53.250 23.97 -0.77 4.000 24.54 0.15 MAR11 360 70.250 23.50 -0.87 +++ BAE Systems plc - STND FUT (BA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 299.220 DEC10 Z 292.760 MAR11 H 293.370 JUN11 M 283.990 +++ AGFA-Gevaert NV (AGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2800 +++ Altria Group Inc (AGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.670 +++ Aggreko (AGK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1346.000 +++ Aggreko - STND FUT (AGK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1346.520 DEC10 Z 1349.000 MAR11 H 1351.800 JUN11 M 1354.730 +++ Aegon NV - Amer Phys FLEX Opt (AFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 420 0.2400 45.29 -0.56 +++ Aegon NV (AGN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.0980 +++ Aegon NV - STND FUT (AGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.0990 OCT10 V 4.1010 NOV10 X 4.1040 DEC10 Z 4.1060 +++ Aegis Group (AGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 110.700 +++ Aegis Group- STND FUT (AGS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 109.610 DEC10 Z 109.810 MAR11 H 110.040 JUN11 M 108.450 +++ Anglo American plc (AHA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2254.000 +++ Anglo American plc - STND OPT (AHA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 656.000 58.60 0.99 SEP10 1600 3.500 69.90 -0.02 459.000 49.82 0.97 SEP10 1800 5.000 51.79 -0.04 364.500 48.16 0.93 SEP10 1900 9.500 48.00 -0.07 273.500 44.88 0.86 SEP10 2000 18.500 44.53 -0.13 121.000 39.95 0.62 SEP10 2200 66.000 39.95 -0.38 68.000 38.10 0.44 SEP10 2300 112.000 37.78 -0.56 33.500 36.76 0.27 SEP10 2400 179.500 37.19 -0.73 15.000 36.18 0.14 SEP10 2500 260.500 36.48 -0.86 6.000 35.82 0.07 SEP10 2600 351.500 36.51 -0.93 3.000 37.46 0.03 SEP10 2700 448.000 36.77 -0.97 1.500 40.02 0.02 SEP10 2800 546.000 33.63 -1.00 1.000 46.61 0.01 SEP10 3000 746.000 30.98 -1.00 1.000 56.32 0.01 SEP10 3200 946.000 27.24 -1.00 0.500 69.46 0.01 SEP10 3600 1346.000 33.25 -1.00 390.000 47.92 0.85 OCT10 1900 32.000 46.74 -0.14 307.500 45.19 0.79 OCT10 2000 52.000 45.40 -0.21 165.000 40.27 0.60 OCT10 2200 109.500 40.48 -0.40 111.000 38.44 0.48 OCT10 2300 155.000 38.44 -0.52 71.000 37.26 0.36 OCT10 2400 213.500 36.83 -0.65 42.500 36.17 0.25 OCT10 2500 284.500 35.59 -0.76 20.500 33.71 0.15 OCT10 2600 365.000 33.97 -0.85 11.500 34.01 0.09 OCT10 2700 455.000 33.37 -0.92 8.000 35.95 0.06 OCT10 2800 549.500 32.84 -0.96 2.000 35.14 0.02 OCT10 3000 746.000 28.13 -1.00 416.000 45.98 0.81 NOV10 1900 59.000 46.05 -0.19 340.000 44.42 0.75 NOV10 2000 82.500 44.31 -0.25 206.500 40.67 0.59 NOV10 2200 149.500 40.75 -0.41 153.000 39.09 0.50 NOV10 2300 197.000 39.42 -0.50 110.500 38.02 0.41 NOV10 2400 253.000 38.14 -0.59 76.000 36.91 0.32 NOV10 2500 320.000 37.30 -0.68 50.000 35.79 0.24 NOV10 2600 392.000 35.70 -0.77 20.500 34.70 0.12 NOV10 2800 561.500 33.85 -0.89 1376.500 62.88 1.00 DEC10 880 2.000 73.24 -0.01 1297.000 59.96 1.00 DEC10 960 3.000 70.18 -0.01 1257.500 60.11 1.00 DEC10 1000 3.500 68.71 -0.01 1061.500 57.51 0.98 DEC10 1200 7.500 62.14 -0.02 871.000 54.59 0.96 DEC10 1400 14.500 55.40 -0.04 686.000 50.31 0.91 DEC10 1600 30.000 51.07 -0.09 516.000 47.22 0.84 DEC10 1800 57.500 47.09 -0.16 435.500 45.24 0.79 DEC10 1900 78.000 45.46 -0.21 360.500 43.38 0.73 DEC10 2000 103.500 43.65 -0.27 232.500 40.46 0.59 DEC10 2200 175.000 40.77 -0.41 136.000 38.09 0.43 DEC10 2400 280.000 38.75 -0.57 70.500 36.04 0.28 DEC10 2600 411.500 35.97 -0.73 33.500 34.65 0.16 DEC10 2800 573.000 34.21 -0.85 14.000 33.55 0.08 DEC10 3000 756.000 33.74 -0.93 6.500 33.96 0.04 DEC10 3200 948.500 32.88 -0.97 3.500 38.58 0.02 DEC10 3600 1346.000 29.27 -1.00 554.000 44.64 0.81 MAR11 1800 106.000 45.02 -0.21 410.500 42.01 0.71 MAR11 2000 166.500 42.44 -0.31 291.000 39.94 0.60 MAR11 2200 246.000 39.83 -0.42 197.000 38.32 0.47 MAR11 2400 351.000 37.66 -0.54 126.500 36.87 0.35 MAR11 2600 481.000 36.06 -0.66 75.500 35.38 0.25 MAR11 2800 632.000 34.52 -0.77 43.000 34.28 0.16 MAR11 3000 801.000 33.52 -0.85 23.500 33.49 0.10 MAR11 3200 983.500 33.00 -0.91 7.000 32.85 0.04 MAR11 3600 1367.000 32.57 -0.97 899.000 47.73 0.92 JUN11 1400 55.000 48.43 -0.10 734.500 45.90 0.86 JUN11 1600 89.000 45.62 -0.15 583.000 43.48 0.79 JUN11 1800 137.500 42.98 -0.22 450.500 41.59 0.70 JUN11 2000 204.000 40.80 -0.31 330.500 39.02 0.60 JUN11 2200 293.500 39.50 -0.41 237.500 37.58 0.49 JUN11 2400 399.000 37.74 -0.52 168.500 36.61 0.39 JUN11 2600 522.500 35.81 -0.62 112.000 35.23 0.29 JUN11 2800 668.000 34.69 -0.71 72.500 34.25 0.21 JUN11 3000 834.500 34.58 -0.79 47.500 33.80 0.15 JUN11 3200 1005.500 33.62 -0.85 1402.000 63.58 0.96 DEC11 880 26.500 55.29 -0.04 1334.000 63.10 0.95 DEC11 960 33.500 53.70 -0.05 1300.000 62.58 0.94 DEC11 1000 39.500 53.54 -0.05 1133.000 58.89 0.91 DEC11 1200 74.000 52.54 -0.09 970.500 54.59 0.87 DEC11 1400 113.500 49.89 -0.13 826.500 52.04 0.81 DEC11 1600 170.000 48.23 -0.19 689.500 49.13 0.75 DEC11 1800 238.500 46.57 -0.25 573.000 47.41 0.69 DEC11 2000 324.000 45.40 -0.32 372.000 43.41 0.54 DEC11 2400 517.000 41.27 -0.47 218.000 39.37 0.39 DEC11 2800 781.500 39.37 -0.61 128.000 37.74 0.27 DEC11 3200 1089.000 37.74 -0.73 652.500 49.17 0.69 JUN12 2000 399.000 45.30 -0.32 434.000 43.21 0.57 JUN12 2400 601.000 41.93 -0.45 284.000 40.00 0.44 JUN12 2800 861.500 40.00 -0.57 185.000 38.31 0.33 JUN12 3200 1156.500 38.31 -0.68 691.000 47.42 0.70 DEC12 2000 447.500 44.34 -0.31 491.000 43.00 0.59 DEC12 2400 670.000 42.64 -0.42 412.000 41.45 0.53 DEC12 2600 791.500 41.45 -0.48 349.000 40.68 0.47 DEC12 2800 924.000 40.68 -0.53 245.000 38.92 0.37 DEC12 3200 1210.500 38.92 -0.63 +++ Anglo American plc - Amer Phys FLEX Opt (AHO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2100 34.350 42.24 -0.23 +++ Anglo American plc - Euro Phys FLEX Opt (AHV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 434.150 45.24 0.79 17120 1900 76.480 45.46 -0.21 +++ Anglo American plc - Amer Cash FLEX Opt (AHW/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2000 18.500 44.53 -0.13 17090 2200 66.000 39.95 -0.38 17090 2400 179.500 37.19 -0.73 +++ AEX High Dividend Index (AHI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.6900 +++ Koninklijke Ahold NV - Euro Cash FLEX Opt (AHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0350 23.80 0.12 17090 1038 +++ Koninklijke Ahold NV (AHL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.6710 +++ Koninklijke Ahold NV - STND FUT (AHL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.6730 OCT10 V 9.6770 NOV10 X 9.6840 DEC10 Z 9.6900 +++ Koninklijke Ahold NV - Amer Phys FLEX Opt (AHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 800 0.1200 32.23 -0.12 +++ Air Liquide SA (AI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.4100 +++ Air Liquide SA - STND FUT (AI /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 80.4300 OCT10 V 80.4630 NOV10 X 80.5210 DEC10 Z 80.5680 +++ Air Liquide - Euro Cash FLEX Opt (AIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1620 23.69 0.08 17090 8771 +++ Allied Irish Banks Plc (AIB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7750 +++ Air France-KLM (AIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.2200 +++ American International Group (AIG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.770 +++ Allied Irish Banks plc (AIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7730 +++ Huntington Bancshares Inc (AJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.070 +++ Arkema (AKE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.4850 +++ Akzo Nobel NV - Amer Phys FLEX Opt (AKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.5800 29.58 0.59 17061 4000 4.1500 29.82 -0.45 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 41.1800 +++ Akzo Nobel NV - STND FUT (AKZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.1900 OCT10 V 41.2070 NOV10 X 40.8990 DEC10 Z 40.9230 +++ Allergan Inc (AL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.490 +++ Corp Financiera Alba (ALB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.7100 +++ Alfa Laval AB (ALF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 105.0000 +++ Alliance Oil company Ltd. (ALI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 86.0000 +++ Almirall SA (ALM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.5500 +++ Alpha Bank AE (ALP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.9600 +++ Alstom RPGT (ALS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.6100 +++ Alstom SA - Amer Phys FLEX Opt (ZWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0148 32.20 0.01 17090 4500 2.7200 30.33 0.38 16121 4400 +++ Alstom SA - Amer Cash FLEX Opt (ZWU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.7200 30.33 0.38 16121 4400 +++ Alstom SA - Euro Phys FLEX Opt (ZWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3437 30.00 0.22 17090 4000 2.7227 30.00 -0.78 +++ Allianz AG - Euro Cash FLEX Opt (ALJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1021 25.87 0.05 17090 8993 +++ Allianz AG - Amer Phys FLEX Opt (ALQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 7200 0.3411 35.59 -0.10 17090 8000 2.0412 28.61 -0.45 0.8745 26.45 0.27 17090 8400 17120 5000 0.4441 53.98 -0.04 17120 6200 1.0101 41.29 -0.10 17120 7000 2.0300 35.31 -0.21 17120 8000 5.0339 30.10 -0.45 16121 12000 42.8617 22.02 -0.96 9.4409 29.09 0.50 21122 8500 19.2817 28.13 -0.55 +++ Allianz AG (ALV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.5300 +++ Allianz AG - STND FUT (ALV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 80.5496 OCT10 V 80.5835 NOV10 X 80.6415 DEC10 Z 80.6883 +++ Allianz AG - Euro Phys FLEX Opt (ALX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.7459 28.47 0.43 17120 8400 7.0252 28.63 -0.57 2.9249 27.72 0.37 17120 8600 8.1989 27.87 -0.63 0.0532 25.26 0.01 17120 11100 30.2353 25.26 -0.99 0.0094 25.19 0.00 17120 12000 39.1677 25.11 -1.00 0.0093 33.87 0.00 17120 14000 59.1161 33.84 -1.00 17120 14130 60.4126 34.30 -1.00 0.0092 40.85 0.00 17120 16000 79.0642 40.88 -1.00 17061 7421 7.1874 31.81 -0.39 7.0148 29.84 0.50 17061 8000 9.8146 29.81 -0.50 16121 8500 14.3635 28.39 -0.54 16121 16000 81.1206 22.48 -1.00 +++ AMG Advanced Metallurgical Group NV (AM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.4810 +++ Anadarko Petroleum Corp (AMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.840 +++ AMBAC Financial Group Inc (AMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.480 +++ Amec (AME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 848.500 +++ Amec - STND FUT (AME/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 848.830 DEC10 Z 850.390 MAR11 H 852.160 JUN11 M 854.000 +++ Amgen Inc - Physical STND FUT (AGX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 51.175 OCT10 V 51.147 NOV10 X 51.115 DEC10 Z 51.089 +++ Amgen Inc (AMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.200 +++ Amlin (AML/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 408.500 +++ Amlin - STND FUT (AML/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 408.660 DEC10 Z 409.410 MAR11 H 410.260 JUN11 M 411.150 +++ Ameren Corp (AMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.680 +++ Amplifon SpA (AMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4200 +++ Amazon.Com Inc (AMZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 125.500 +++ Gannett Co Inc (AN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.220 +++ Andritz AG (AND/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.6600 +++ Ansaldo STS SpA (ANS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.0800 +++ Antofagasta (ANT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 977.500 +++ Antofagasta plc - STND FUT (ANT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 975.630 DEC10 Z 977.430 MAR11 H 979.450 JUN11 M 977.820 +++ Antofagasta PLC - STND OPT (ATT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 297.750 44.72 1.00 SEP10 680 2.500 80.08 -0.03 265.000 46.39 1.00 SEP10 713 3.500 74.90 -0.04 226.500 48.88 0.99 SEP10 752 3.500 64.55 -0.05 187.500 47.56 0.97 SEP10 792 3.500 53.79 -0.06 150.250 44.98 0.93 SEP10 831 3.750 44.57 -0.07 113.750 42.11 0.87 SEP10 871 7.750 42.62 -0.14 80.250 39.67 0.78 SEP10 911 13.750 38.79 -0.23 52.250 37.89 0.64 SEP10 950 26.250 38.19 -0.37 28.750 34.90 0.46 SEP10 990 44.250 36.47 -0.54 5.000 35.17 0.12 SEP10 1089 118.750 36.24 -0.87 0.750 38.16 0.02 SEP10 1188 213.250 39.47 -0.97 0.250 50.78 0.00 SEP10 1386 410.500 56.91 -0.99 341.750 47.54 0.96 DEC10 640 5.000 47.54 -0.04 268.250 44.80 0.91 DEC10 720 11.250 44.84 -0.09 233.250 43.42 0.88 DEC10 760 16.250 43.48 -0.12 200.750 42.61 0.83 DEC10 800 23.750 42.64 -0.17 170.000 41.64 0.78 DEC10 840 32.500 41.35 -0.22 148.000 40.98 0.73 DEC10 871 41.750 40.95 -0.27 121.500 39.97 0.67 DEC10 911 55.000 39.85 -0.33 98.500 39.03 0.60 DEC10 950 71.000 38.94 -0.41 78.000 38.25 0.52 DEC10 990 90.500 38.19 -0.48 42.750 37.81 0.34 DEC10 1089 153.500 37.46 -0.66 21.250 37.27 0.20 DEC10 1188 231.750 37.20 -0.80 5.250 38.00 0.06 DEC10 1386 414.250 38.16 -0.94 350.750 44.73 0.92 MAR11 640 12.750 44.62 -0.08 282.500 42.83 0.87 MAR11 720 24.000 42.62 -0.13 250.500 42.01 0.83 MAR11 760 31.750 41.86 -0.17 221.000 41.43 0.79 MAR11 800 42.250 41.31 -0.21 193.000 40.70 0.74 MAR11 840 54.000 40.54 -0.26 166.750 39.86 0.69 MAR11 880 68.250 40.01 -0.31 142.500 39.24 0.64 MAR11 920 83.500 39.20 -0.36 121.000 38.48 0.59 MAR11 960 101.500 38.30 -0.42 101.750 37.84 0.53 MAR11 1000 122.250 37.70 -0.47 64.000 36.95 0.39 MAR11 1100 184.250 36.74 -0.61 37.000 35.62 0.27 MAR11 1200 257.500 35.53 -0.74 +++ Antofagasta plc - Amer Phys FLEX Opt (KFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 861.540 45.25 1.00 04100 116 844.550 45.50 1.00 12100 133 861.540 46.14 1.00 02110 116 +++ Time Warner Inc (AOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.640 +++ Time Warner Inc - Physical STND FUT (AOX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 29.645 OCT10 V 29.652 NOV10 X 29.661 DEC10 Z 29.669 +++ Time Warner Inc - Cash FLEX Fut (ZTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 29.645 +++ Accor SA (AOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.5000 +++ Atlas Copco AB-B (AP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 100.3000 +++ Leggett & Platt Inc (AQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.250 +++ Aareal Bank AG (AR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.5250 +++ Arcadis N.V (ARC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.3600 +++ Arriva (ARI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 773.000 +++ Arriva - STND FUT (ARI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 764.990 DEC10 Z 766.400 MAR11 H 767.990 JUN11 M 769.650 +++ ARM Holdings plc - STND FUT (AMR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 330.930 DEC10 Z 331.540 MAR11 H 332.230 JUN11 M 331.190 +++ ARM Holdings plc (ARM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 331.800 +++ ARM Holdings plc - STND OPT (ARM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 191.750 65.13 1.00 SEP10 140 0.000 65.13 0.00 171.750 63.92 1.00 SEP10 160 0.000 63.92 0.00 161.750 62.12 1.00 SEP10 170 0.000 62.12 0.00 151.750 59.11 1.00 SEP10 180 0.000 59.11 0.00 141.750 55.19 1.00 SEP10 190 0.000 55.19 0.00 131.750 52.78 1.00 SEP10 200 0.000 52.78 0.00 121.750 49.63 1.00 SEP10 210 0.000 49.63 0.00 111.750 47.05 1.00 SEP10 220 0.000 47.05 0.00 101.750 43.71 1.00 SEP10 230 0.000 43.71 0.00 91.750 42.27 1.00 SEP10 240 0.000 42.27 0.00 71.750 40.08 1.00 SEP10 260 0.000 40.08 -0.01 52.000 37.99 0.98 SEP10 280 0.500 37.99 -0.04 33.500 37.08 0.87 SEP10 300 2.250 37.08 -0.14 25.250 35.89 0.78 SEP10 310 4.250 35.89 -0.22 18.000 35.49 0.66 SEP10 320 7.250 35.49 -0.34 12.250 34.49 0.53 SEP10 330 11.250 34.49 -0.47 7.750 33.87 0.40 SEP10 340 16.750 33.87 -0.61 4.500 33.03 0.27 SEP10 350 23.500 33.03 -0.73 2.250 32.20 0.16 SEP10 360 31.250 32.20 -0.84 0.500 31.18 0.05 SEP10 380 49.500 31.18 -0.96 0.000 29.98 0.01 SEP10 400 69.250 29.98 -0.99 132.000 46.21 0.99 DEC10 200 0.750 46.21 -0.02 112.750 44.65 0.96 DEC10 220 1.500 44.65 -0.04 103.750 45.27 0.94 DEC10 230 2.250 45.41 -0.06 94.500 43.99 0.92 DEC10 240 3.250 44.15 -0.08 76.500 41.37 0.88 DEC10 260 5.250 41.37 -0.12 60.250 39.97 0.81 DEC10 280 9.000 40.18 -0.19 46.000 39.00 0.71 DEC10 300 14.500 39.00 -0.29 33.750 37.80 0.61 DEC10 320 22.250 37.94 -0.39 23.000 36.13 0.49 DEC10 340 31.500 36.13 -0.51 15.750 36.01 0.38 DEC10 360 44.250 36.01 -0.62 10.000 35.00 0.28 DEC10 380 58.500 35.00 -0.73 6.250 34.48 0.19 DEC10 400 74.750 34.48 -0.81 98.500 41.68 0.88 MAR11 240 6.750 41.72 -0.12 82.500 40.78 0.83 MAR11 260 10.750 40.87 -0.17 67.750 39.57 0.77 MAR11 280 15.750 39.57 -0.23 54.500 38.44 0.69 MAR11 300 22.500 38.44 -0.31 42.750 37.36 0.61 MAR11 320 30.750 37.59 -0.39 33.250 36.92 0.52 MAR11 340 41.250 36.92 -0.48 24.500 35.65 0.43 MAR11 360 52.500 35.65 -0.57 18.500 35.39 0.36 MAR11 380 66.250 35.39 -0.65 13.500 34.99 0.28 MAR11 400 81.250 34.99 -0.72 +++ M&T Bank Corp (AS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 86.300 +++ ASML Holding NV (ASL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.8900 +++ ASML Holding NV - STND FUT (ASL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.8950 OCT10 V 20.9040 NOV10 X 20.9190 DEC10 Z 20.9310 +++ ASML Holding NV - Amer Phys FLEX Opt (FDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5800 33.24 0.26 17120 2400 0.0200 33.41 0.01 17120 3200 +++ Aspen Insurance Holdings Ltd (ASP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.720 +++ Assa Abloy AB (ASS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 146.5000 +++ Altri SGPS (AT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6650 +++ Atos Origin SA (AT0/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.0100 +++ Atlas Copco AB A shares (ATA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 111.1000 +++ Autogrill SPA (ATG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.9750 +++ Atkins (WS) (ATK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 676.500 +++ Atkins (WS) STND FUT (ATK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 676.760 DEC10 Z 678.010 MAR11 H 679.420 JUN11 M 680.890 +++ Actelion Ltd (ATL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.690 +++ AO Tatneft (ATO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.7000 +++ Atlantia SpA (ATS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.4400 +++ Atlantia SpA - STND FUT (AUT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.4435 OCT10 V 14.4496 NOV10 X 14.4600 DEC10 Z 14.1082 +++ Autonomy Corporation (AUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1560.000 +++ Autonomy Corporation STND FUT (AUC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1560.610 DEC10 Z 1563.480 MAR11 H 1566.720 JUN11 M 1570.110 +++ Grupo Ezentis SA (AVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.5080 +++ Ackermans & Van Haaren (AVH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.5800 +++ Eastman Chemical Co (AW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.000 +++ British Airways PLC (AWS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 208.700 +++ British Airways PLC - STND OPT (AWS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 48.750 45.42 0.99 SEP10 160 0.000 43.27 -0.01 39.000 44.12 0.97 SEP10 170 0.250 41.95 -0.02 29.750 43.05 0.92 SEP10 180 0.750 40.64 -0.07 25.250 42.25 0.88 SEP10 185 1.000 39.50 -0.11 21.000 41.99 0.82 SEP10 190 2.000 39.50 -0.16 17.000 40.67 0.76 SEP10 195 3.000 38.77 -0.23 13.500 40.40 0.68 SEP10 200 4.250 38.05 -0.31 10.250 39.08 0.59 SEP10 205 6.000 36.77 -0.40 7.500 37.59 0.50 SEP10 210 8.250 35.52 -0.51 5.500 37.33 0.40 SEP10 215 11.000 35.11 -0.61 3.750 36.79 0.31 SEP10 220 14.500 34.73 -0.71 2.500 36.70 0.23 SEP10 225 18.250 34.01 -0.79 1.500 36.60 0.16 SEP10 230 22.500 34.01 -0.86 1.000 36.50 0.11 SEP10 235 27.000 33.75 -0.91 0.750 36.50 0.07 SEP10 240 32.750 45.01 -0.88 0.000 36.80 0.01 SEP10 260 51.250 34.60 -1.00 0.000 37.90 0.00 SEP10 280 71.250 35.80 -1.00 0.000 40.34 0.00 SEP10 300 91.250 38.45 -1.00 0.000 42.37 0.00 SEP10 310 101.250 39.90 -1.00 0.000 44.35 0.00 SEP10 320 111.250 41.82 -1.00 30.750 36.57 0.87 OCT10 180 2.000 37.62 -0.13 22.500 34.61 0.79 OCT10 190 4.000 36.08 -0.22 18.500 33.49 0.73 OCT10 195 5.250 35.52 -0.28 15.000 32.22 0.66 OCT10 200 7.000 35.22 -0.35 11.750 31.15 0.59 OCT10 205 8.750 34.12 -0.42 9.250 30.87 0.51 OCT10 210 11.000 33.42 -0.49 7.250 30.99 0.43 OCT10 215 14.000 33.46 -0.57 5.500 31.10 0.35 OCT10 220 17.250 33.71 -0.64 4.000 31.10 0.28 OCT10 225 21.000 33.91 -0.70 3.000 31.30 0.22 OCT10 230 24.750 34.26 -0.75 2.250 31.38 0.17 OCT10 235 29.000 34.26 -0.80 1.500 31.52 0.13 OCT10 240 35.250 43.33 -0.78 0.500 32.22 0.04 OCT10 260 51.750 35.94 -0.94 0.000 32.64 0.01 OCT10 280 71.500 36.78 -0.98 25.500 35.86 0.74 NOV10 190 7.750 40.09 -0.28 18.500 33.95 0.64 NOV10 200 11.250 38.96 -0.37 12.750 32.28 0.52 NOV10 210 16.250 38.48 -0.47 10.500 32.31 0.46 NOV10 215 19.000 38.51 -0.52 8.750 32.35 0.40 NOV10 220 22.250 38.75 -0.57 7.250 32.45 0.35 NOV10 225 25.500 38.90 -0.62 5.500 31.54 0.29 NOV10 230 29.250 39.06 -0.66 3.250 30.97 0.20 NOV10 240 36.250 37.15 -0.75 0.750 27.12 0.06 NOV10 260 52.250 31.06 -0.92 51.250 38.89 0.91 DEC10 160 2.500 40.75 -0.10 42.500 37.92 0.86 DEC10 170 4.250 40.33 -0.15 34.750 37.07 0.80 DEC10 180 6.500 39.96 -0.22 27.500 36.30 0.72 DEC10 190 9.750 39.74 -0.29 21.500 36.09 0.63 DEC10 200 13.750 39.45 -0.38 16.500 35.98 0.53 DEC10 210 18.750 39.14 -0.46 12.500 36.19 0.44 DEC10 220 24.500 38.78 -0.55 9.250 36.05 0.36 DEC10 230 31.250 38.78 -0.63 6.750 36.25 0.28 DEC10 240 39.250 40.29 -0.69 3.750 37.16 0.17 DEC10 260 55.500 40.28 -0.81 2.250 39.31 0.11 DEC10 280 73.000 38.83 -0.90 0.500 38.09 0.03 DEC10 320 111.750 40.53 -0.97 53.750 36.55 0.87 MAR11 160 6.250 42.09 -0.16 38.500 35.51 0.76 MAR11 180 12.000 41.14 -0.26 32.000 34.94 0.69 MAR11 190 16.000 41.02 -0.32 26.000 34.36 0.62 MAR11 200 20.500 40.87 -0.38 21.000 33.97 0.55 MAR11 210 25.250 40.12 -0.44 16.750 33.73 0.47 MAR11 220 30.750 39.22 -0.51 13.250 33.73 0.40 MAR11 230 36.750 38.67 -0.57 10.500 33.73 0.34 MAR11 240 42.750 36.75 -0.64 4.000 33.99 0.16 MAR11 280 76.750 40.02 -0.80 +++ British Airways plc - STND FUT (BAY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 208.780 DEC10 Z 209.170 MAR11 H 209.600 JUN11 M 210.050 +++ Aker Solutions ASA (AX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.9000 +++ Axa SA (AXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.1200 +++ Axa SA - STND FUT (AXA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.1230 OCT10 V 12.1280 NOV10 X 12.1370 DEC10 Z 12.1440 +++ AXA SA - Euro Cash FLEX Opt (CJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0738 44.83 0.12 17090 1396 1.3019 43.21 0.47 17061 1270 2.5263 43.21 -0.53 +++ AXA SA - Amer Phys FLEX Opt (CJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 1200 0.7800 46.51 -0.44 17120 1759 5.4900 36.42 -0.96 17120 2247 10.3500 35.10 -1.00 16091 1300 2.9367 42.38 -0.53 16091 1400 3.5622 40.40 -0.61 0.4700 35.30 0.20 16121 1759 0.4409 32.60 0.19 21122 1900 +++ AXA SA - Euro Phys FLEX Opt (CJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0014 48.54 0.00 17090 1700 4.8767 48.54 -1.00 1.3293 46.75 0.57 17120 1200 1.1782 46.75 -0.43 0.4949 41.33 0.31 17120 1400 2.3386 41.33 -0.69 0.1369 38.16 0.12 17120 1600 3.9754 38.16 -0.88 0.0643 36.96 0.06 17120 1700 4.9002 36.96 -0.94 0.0076 35.25 0.01 17120 1954 7.3769 35.25 -0.99 0.9505 41.49 0.39 17061 1368 3.1469 41.49 -0.61 16121 1563 4.8325 37.73 -0.69 16121 3127 19.4435 32.00 -0.99 +++ Axel Springer AG (AXE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 89.4800 +++ AEX Index (AXI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 311.7200 +++ Acergy SA (AY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 93.5500 +++ Azimut Holding SpA (AZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.6250 +++ AstraZeneca plc (AZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3230.000 +++ AstraZeneca plc - STND OPT (AZA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1231.000 44.13 1.00 SEP10 2000 0.000 45.44 0.00 831.500 39.91 1.00 SEP10 2400 0.500 44.85 0.00 632.500 37.19 0.99 SEP10 2600 2.000 40.61 -0.02 434.500 30.34 0.97 SEP10 2800 3.500 31.28 -0.03 337.500 27.70 0.94 SEP10 2900 6.000 27.89 -0.06 243.000 24.66 0.89 SEP10 3000 12.000 25.02 -0.12 158.500 23.26 0.77 SEP10 3100 27.000 23.17 -0.23 85.000 20.73 0.58 SEP10 3200 54.000 20.82 -0.42 36.500 19.54 0.35 SEP10 3300 105.000 19.38 -0.66 12.000 18.82 0.15 SEP10 3400 180.500 18.67 -0.85 1.500 20.86 0.02 SEP10 3600 370.000 18.29 -1.00 0.000 20.83 0.00 SEP10 3800 570.000 18.89 -1.00 635.500 28.94 0.98 OCT10 2600 5.000 32.34 -0.03 443.000 26.49 0.93 OCT10 2800 13.000 28.10 -0.08 265.000 23.95 0.81 OCT10 3000 33.500 24.47 -0.19 187.500 22.67 0.70 OCT10 3100 55.500 22.94 -0.30 121.000 21.32 0.57 OCT10 3200 88.000 21.34 -0.43 71.000 20.51 0.41 OCT10 3300 138.500 20.63 -0.59 37.000 19.80 0.26 OCT10 3400 205.000 20.00 -0.74 7.500 19.07 0.07 OCT10 3600 375.000 19.10 -0.93 1.500 19.69 0.02 OCT10 3800 570.000 19.56 -0.99 460.500 26.39 0.88 NOV10 2800 26.500 26.68 -0.12 291.500 23.82 0.76 NOV10 3000 56.500 23.88 -0.24 217.500 22.70 0.67 NOV10 3100 83.000 22.77 -0.33 155.000 21.76 0.56 NOV10 3200 120.000 21.80 -0.44 104.000 21.06 0.44 NOV10 3300 168.500 21.06 -0.56 65.500 20.37 0.33 NOV10 3400 231.500 20.58 -0.67 21.500 19.56 0.14 NOV10 3600 386.000 19.23 -0.87 6.500 19.52 0.05 NOV10 3800 571.000 17.81 -0.98 1633.500 35.63 1.00 DEC10 1600 1.000 49.49 0.00 1434.000 30.68 1.00 DEC10 1800 2.000 44.74 -0.01 1235.000 31.76 1.00 DEC10 2000 3.500 40.13 -0.01 844.500 31.58 0.96 DEC10 2400 9.500 31.79 -0.04 654.500 28.71 0.93 DEC10 2600 18.000 28.44 -0.07 471.500 25.62 0.86 DEC10 2800 36.000 25.80 -0.14 307.500 23.35 0.74 DEC10 3000 72.000 23.51 -0.26 237.500 22.51 0.66 DEC10 3100 100.500 22.52 -0.34 175.500 21.66 0.56 DEC10 3200 138.500 21.65 -0.44 86.000 20.70 0.36 DEC10 3400 248.500 20.60 -0.65 32.500 19.52 0.18 DEC10 3600 397.000 19.64 -0.83 3.500 19.31 0.03 DEC10 4000 771.000 19.73 -0.98 852.000 29.70 0.95 MAR11 2400 33.000 29.20 -0.09 666.500 27.41 0.91 MAR11 2600 57.500 27.04 -0.16 491.000 25.21 0.83 MAR11 2800 94.500 24.90 -0.25 335.000 23.37 0.72 MAR11 3000 156.000 23.35 -0.37 208.500 22.00 0.56 MAR11 3200 246.500 21.95 -0.52 116.000 20.95 0.39 MAR11 3400 370.000 21.02 -0.68 59.000 20.37 0.24 MAR11 3600 519.000 19.85 -0.81 12.000 19.77 0.07 MAR11 4000 884.000 20.01 -0.94 861.500 30.02 0.93 JUN11 2400 56.500 28.95 -0.12 513.000 25.86 0.80 JUN11 2800 133.500 25.13 -0.27 358.000 23.43 0.69 JUN11 3000 196.000 23.36 -0.38 236.000 22.12 0.55 JUN11 3200 287.500 22.18 -0.51 147.500 21.37 0.41 JUN11 3400 407.500 21.41 -0.63 84.000 20.53 0.27 JUN11 3600 544.500 20.10 -0.76 25.000 19.83 0.10 JUN11 4000 898.500 20.81 -0.89 1441.500 37.15 0.99 DEC11 1800 28.500 32.82 -0.05 1248.500 34.90 0.97 DEC11 2000 43.500 30.64 -0.08 878.500 30.41 0.90 DEC11 2400 95.000 26.96 -0.16 537.000 25.20 0.76 DEC11 2800 194.500 24.00 -0.31 283.500 22.63 0.54 DEC11 3200 363.500 21.66 -0.51 126.500 20.66 0.31 DEC11 3600 620.500 20.16 -0.71 880.500 29.50 0.90 JUN12 2400 145.500 26.00 -0.21 551.500 25.23 0.75 JUN12 2800 275.500 23.88 -0.36 314.000 23.13 0.54 JUN12 3200 479.500 22.71 -0.53 163.000 21.65 0.34 JUN12 3600 776.000 23.82 -0.66 893.500 29.98 0.88 DEC12 2400 181.000 25.22 -0.23 571.500 25.41 0.73 DEC12 2800 309.500 22.60 -0.37 341.500 23.20 0.54 DEC12 3200 524.000 21.91 -0.53 171.500 20.50 0.35 DEC12 3600 818.000 22.81 -0.65 +++ AstraZeneca plc - Euro Cash FLEX Opt (AZJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 8.420 19.11 0.11 17090 3428 +++ AstraZeneca plc - STND FUT (AZN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3231.260 DEC10 Z 3237.210 MAR11 H 3127.050 JUN11 M 3133.820 +++ AstraZeneca plc - Amer Phys FLEX Opt (AZQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.810 19.84 0.06 17090 3500 17120 2200 5.540 35.96 -0.02 124.860 21.18 0.46 17120 3300 702.390 27.81 0.84 16121 2600 137.990 25.48 -0.23 +++ AstraZeneca plc - Euro Phys FLEX Opt (AZX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 3.170 40.13 -0.01 844.620 31.57 0.96 17120 2400 9.350 31.79 -0.04 471.570 25.62 0.86 17120 2800 35.740 25.80 -0.14 174.840 21.66 0.56 17120 3200 124.860 21.18 0.46 17120 3300 3.570 19.31 0.03 17120 4000 521.240 25.41 0.64 21122 2800 303.920 22.60 -0.36 409.010 24.00 0.54 20123 3000 515.630 22.02 -0.47 +++ Bauer AG (BAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.3000 +++ Bank of Ireland (BAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7490 +++ BASF SE (BAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.3450 +++ BASF SE - STND FUT (BAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.3550 OCT10 V 41.3725 NOV10 X 41.4022 DEC10 Z 41.4263 +++ BASF SE - Euro Cash FLEX Opt (BJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0723 29.38 0.06 17090 4658 +++ BASF SE - Amer Phys FLEX Opt (BJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 4000 1.3340 32.03 -0.37 16121 4400 7.8250 25.09 -0.63 2.1318 30.70 0.31 16121 5000 +++ BASF SE - Euro Phys FLEX Opt (BJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0340 30.63 0.03 17090 4800 6.6821 31.49 -0.97 16.5458 51.03 0.97 17120 2500 0.1632 52.63 -0.03 3.7301 32.59 0.61 17120 4000 2.2978 32.77 -0.39 1.3909 29.26 0.34 17120 4500 4.9353 29.33 -0.66 17061 3830 3.7114 27.85 -0.44 5.4833 34.53 0.55 16121 4000 5.5357 27.62 -0.48 5.5764 33.24 0.47 20123 4600 12.9992 27.82 -0.57 +++ Banco de Valencia SA (BAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.1000 +++ Societe BIC SA (BB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.1100 +++ BBA Aviation plc (BBA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 180.500 +++ BBA Aviation plc (BBA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 176.900 DEC10 Z 177.230 MAR11 H 177.590 JUN11 M 169.400 +++ Barclays plc - STND FUT (BAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 298.120 DEC10 Z 297.660 MAR11 H 295.780 JUN11 M 295.170 +++ Barclays plc - Euro Cash FLEX Opt (BBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.980 42.88 0.18 17090 331 +++ Barclays PLC (BBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 298.000 +++ Barclays PLC - STND OPT (BBL/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 98.500 79.02 0.98 SEP10 200 0.500 79.02 -0.02 79.250 74.66 0.95 SEP10 220 1.250 74.59 -0.05 60.250 65.34 0.92 SEP10 240 2.000 65.34 -0.08 42.500 59.35 0.84 SEP10 260 4.250 59.20 -0.16 26.500 53.84 0.70 SEP10 280 8.500 53.71 -0.30 13.500 47.36 0.50 SEP10 300 15.500 47.36 -0.50 9.000 45.18 0.39 SEP10 310 20.750 45.01 -0.61 5.500 43.95 0.28 SEP10 320 27.500 43.80 -0.72 3.250 42.83 0.19 SEP10 330 35.250 42.71 -0.81 2.000 43.39 0.13 SEP10 340 44.000 43.30 -0.87 1.500 45.30 0.09 SEP10 350 53.250 45.30 -0.91 1.000 47.81 0.07 SEP10 360 63.000 47.81 -0.93 0.500 51.75 0.04 SEP10 380 82.500 51.75 -0.96 0.500 56.77 0.03 SEP10 400 102.250 56.77 -0.98 0.500 65.38 0.02 SEP10 420 122.250 65.38 -0.98 0.500 74.70 0.03 SEP10 440 142.500 74.70 -0.98 0.250 84.14 0.02 SEP10 480 182.250 84.14 -0.98 81.750 66.76 0.91 OCT10 220 3.500 66.70 -0.09 64.500 63.22 0.85 OCT10 240 6.250 63.15 -0.15 48.000 57.56 0.77 OCT10 260 9.500 57.48 -0.23 33.000 52.07 0.66 OCT10 280 14.750 51.97 -0.34 20.750 47.92 0.52 OCT10 300 22.500 47.92 -0.48 15.750 45.92 0.45 OCT10 310 27.250 45.92 -0.55 11.500 44.31 0.37 OCT10 320 33.250 44.31 -0.63 8.250 42.89 0.29 OCT10 330 40.000 42.79 -0.71 5.500 40.81 0.22 OCT10 340 47.000 40.73 -0.78 3.500 39.71 0.16 OCT10 350 55.250 39.64 -0.84 2.250 39.07 0.11 OCT10 360 64.000 39.00 -0.89 2.250 47.00 0.10 OCT10 380 84.000 46.93 -0.90 2.250 53.83 0.09 OCT10 400 104.000 53.77 -0.91 2.250 66.54 0.08 OCT10 440 144.000 66.48 -0.92 53.250 56.34 0.74 NOV10 260 15.250 56.27 -0.26 38.750 51.16 0.65 NOV10 280 20.750 51.08 -0.36 26.750 47.51 0.54 NOV10 300 28.750 47.39 -0.47 21.500 45.87 0.48 NOV10 310 33.500 45.77 -0.53 17.000 44.28 0.41 NOV10 320 39.250 44.15 -0.59 13.250 42.89 0.35 NOV10 330 45.500 42.81 -0.65 10.000 41.43 0.29 NOV10 340 52.250 41.35 -0.71 5.500 39.98 0.19 NOV10 360 68.000 39.98 -0.81 258.000 87.61 1.00 DEC10 40 0.000 87.61 0.00 250.000 85.17 1.00 DEC10 48 0.000 85.17 0.00 238.000 85.17 1.00 DEC10 60 0.000 85.17 0.00 218.250 84.21 1.00 DEC10 80 0.000 84.21 0.00 210.250 84.21 1.00 DEC10 88 0.000 84.21 0.00 202.250 82.75 1.00 DEC10 96 0.250 82.75 0.00 198.250 81.79 1.00 DEC10 100 0.250 81.79 0.00 178.750 81.02 0.99 DEC10 120 0.750 81.02 -0.01 159.500 78.22 0.98 DEC10 140 1.500 78.22 -0.03 140.500 73.85 0.96 DEC10 160 2.750 73.85 -0.04 122.750 73.19 0.93 DEC10 180 5.000 73.19 -0.08 105.000 68.09 0.90 DEC10 200 7.000 68.09 -0.11 88.000 64.27 0.85 DEC10 220 10.250 64.27 -0.15 72.000 60.38 0.79 DEC10 240 14.250 60.38 -0.21 56.500 55.41 0.73 DEC10 260 18.750 55.41 -0.28 47.500 52.71 0.67 DEC10 273 22.750 52.71 -0.33 43.000 52.00 0.64 DEC10 280 25.250 52.00 -0.36 31.000 48.04 0.54 DEC10 300 33.250 48.04 -0.46 24.250 45.64 0.48 DEC10 312 38.750 45.64 -0.52 20.750 44.50 0.44 DEC10 320 43.250 44.50 -0.57 13.000 41.45 0.32 DEC10 340 55.250 41.45 -0.68 9.250 39.14 0.26 DEC10 351 62.500 39.14 -0.74 7.000 37.94 0.22 DEC10 360 69.500 37.94 -0.79 3.500 35.35 0.13 DEC10 380 85.750 35.35 -0.87 2.750 35.95 0.11 DEC10 390 95.250 35.95 -0.89 0.250 36.37 0.02 DEC10 467 169.500 36.37 -0.98 0.250 36.66 0.01 DEC10 480 183.250 45.30 -0.96 109.750 63.66 0.86 MAR11 200 13.250 63.62 -0.14 78.500 55.85 0.77 MAR11 240 22.000 55.81 -0.24 51.250 49.41 0.64 MAR11 280 35.000 49.35 -0.37 39.500 46.40 0.56 MAR11 300 43.250 46.33 -0.45 29.750 44.03 0.48 MAR11 320 53.500 43.96 -0.53 21.750 42.13 0.39 MAR11 340 65.750 42.07 -0.61 15.250 40.19 0.31 MAR11 360 79.250 40.14 -0.69 6.750 37.15 0.18 MAR11 400 110.750 37.11 -0.83 2.500 34.40 0.08 MAR11 440 146.250 34.37 -0.92 2.500 39.80 0.07 MAR11 480 186.000 39.77 -0.93 112.250 58.56 0.85 JUN11 200 16.750 58.56 -0.16 82.500 52.79 0.76 JUN11 240 27.250 52.79 -0.25 56.750 47.52 0.64 JUN11 280 41.500 47.52 -0.37 45.500 44.95 0.57 JUN11 300 50.250 44.95 -0.44 35.750 42.93 0.50 JUN11 320 60.500 42.93 -0.51 27.250 41.00 0.42 JUN11 340 72.000 41.00 -0.58 20.000 38.89 0.35 JUN11 360 84.750 38.89 -0.65 10.000 35.61 0.22 JUN11 400 114.500 35.61 -0.79 2.500 33.44 0.07 JUN11 480 186.250 32.60 -0.94 258.000 76.20 1.00 DEC11 40 0.250 76.20 0.00 250.000 75.34 1.00 DEC11 48 0.500 75.34 -0.01 238.250 74.06 1.00 DEC11 60 1.250 74.06 -0.01 218.750 72.13 0.99 DEC11 80 3.000 72.13 -0.02 211.000 71.27 0.99 DEC11 88 3.750 71.27 -0.03 203.750 69.88 0.98 DEC11 96 4.500 69.88 -0.04 182.500 67.03 0.95 DEC11 120 8.250 67.03 -0.06 165.500 64.33 0.93 DEC11 140 11.500 64.33 -0.08 149.500 61.62 0.90 DEC11 160 15.750 61.62 -0.11 134.250 59.18 0.86 DEC11 180 20.500 59.18 -0.14 118.000 54.86 0.83 DEC11 200 24.000 54.86 -0.18 89.250 48.74 0.75 DEC11 240 35.000 48.74 -0.26 65.750 45.20 0.64 DEC11 280 51.250 45.20 -0.36 43.250 40.06 0.52 DEC11 320 68.750 40.06 -0.48 34.500 37.99 0.46 DEC11 340 79.500 37.99 -0.55 27.500 36.69 0.40 DEC11 360 92.500 36.69 -0.61 16.250 34.09 0.28 DEC11 400 120.750 34.09 -0.72 5.000 31.00 0.11 DEC11 480 188.750 31.00 -0.89 127.250 57.64 0.82 JUN12 200 35.750 57.64 -0.19 104.500 55.24 0.74 JUN12 240 52.500 55.24 -0.26 80.750 50.02 0.66 JUN12 280 68.000 50.02 -0.34 61.000 46.40 0.57 JUN12 320 88.000 46.40 -0.43 45.000 43.49 0.48 JUN12 360 111.250 43.49 -0.53 33.000 41.50 0.39 JUN12 400 138.500 41.50 -0.61 130.250 54.66 0.82 DEC12 200 39.750 54.66 -0.19 110.250 53.83 0.75 DEC12 240 59.000 53.83 -0.26 89.000 50.08 0.67 DEC12 280 76.750 50.08 -0.33 67.750 45.35 0.59 DEC12 320 94.500 45.35 -0.41 51.000 42.09 0.50 DEC12 360 116.500 42.09 -0.50 36.000 38.69 0.41 DEC12 400 140.500 38.69 -0.59 11.500 29.84 0.19 DEC12 480 194.000 29.84 -0.81 +++ Barclays plc - Amer Phys FLEX Opt (BBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.470 53.00 0.03 17090 385 5.000 36.65 0.17 17120 370 17120 409 112.940 36.05 -0.93 0.980 36.16 0.04 17120 429 17120 487 190.070 45.30 -0.97 16121 273 48.060 45.82 -0.34 16121 340 16121 351 86.000 37.28 -0.58 +++ Barclays plc - Euro Phys FLEX Opt (BBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 300 15.150 47.36 -0.50 0.470 53.00 0.03 17090 385 24.240 45.64 0.48 17120 312 38.510 45.64 -0.52 17120 351 62.400 39.14 -0.74 6.930 37.94 0.21 17120 360 69.090 37.94 -0.79 16121 351 85.760 37.28 -0.58 16121 419 135.210 33.36 -0.77 +++ Banco BPI SA (BBP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5810 +++ Baywa-Bayerische Warenvermit (BBW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.7850 +++ Balfour Beatty (BBY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 235.100 +++ Balfour Beatty STND FUT (BBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 235.190 DEC10 Z 235.620 MAR11 H 236.110 JUN11 M 236.620 +++ BRE Bank SA (BC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 242.400 +++ Barratt Developments (BDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 91.450 +++ Barratt Developments STND FUT (BDE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 91.490 DEC10 Z 91.650 MAR11 H 91.840 JUN11 M 92.040 +++ Beiersdorf AG (BDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.2100 +++ Benetton Group SpA (BE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3000 +++ Befimmo S.C.A. (BEF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.0600 +++ Bekaert (BEK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 155.2000 +++ Beni Stabili SpA (BEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6020 +++ Banco Espirito Santo SA (BES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3500 +++ Banco Espirito Santo SA - Phys FLEX Fut (YBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16121 3.2579 +++ BTG (BGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 210.100 +++ BTG - STND FUT (BGC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 210.180 DEC10 Z 210.570 MAR11 H 211.010 JUN11 M 211.460 +++ BG Group plc - STND FUT (BG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1059.410 DEC10 Z 1061.360 MAR11 H 1063.560 JUN11 M 1058.100 +++ BG Group plc (BGG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1059.000 +++ BG Group plc - STND OPT (BGG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 219.500 34.80 1.00 SEP10 840 2.500 54.27 -0.04 180.000 35.62 0.98 SEP10 880 2.500 45.37 -0.05 142.000 36.92 0.94 SEP10 920 3.000 37.21 -0.06 108.000 38.83 0.85 SEP10 960 8.500 38.75 -0.15 93.000 40.30 0.79 SEP10 980 13.500 39.91 -0.21 79.500 41.12 0.73 SEP10 1000 20.000 41.07 -0.27 51.500 43.37 0.55 SEP10 1050 42.500 43.81 -0.45 34.000 46.89 0.40 SEP10 1100 75.000 47.34 -0.60 24.000 51.65 0.29 SEP10 1150 113.500 50.60 -0.72 15.500 53.65 0.20 SEP10 1200 156.000 53.62 -0.80 11.000 57.00 0.14 SEP10 1250 199.000 52.80 -0.88 7.500 59.97 0.10 SEP10 1300 244.000 49.72 -0.94 4.500 66.35 0.06 SEP10 1400 341.000 46.48 -0.99 2.500 70.84 0.03 SEP10 1500 441.000 42.72 -1.00 154.000 39.98 0.85 OCT10 920 13.500 39.36 -0.15 123.500 40.13 0.77 OCT10 960 22.500 39.44 -0.23 109.500 39.93 0.72 OCT10 980 29.000 39.47 -0.27 97.000 40.40 0.68 OCT10 1000 36.500 39.93 -0.32 70.500 41.14 0.56 OCT10 1050 59.500 40.50 -0.44 51.000 42.66 0.44 OCT10 1100 90.000 41.95 -0.56 36.500 43.72 0.34 OCT10 1150 125.500 42.98 -0.66 25.500 44.71 0.26 OCT10 1200 166.500 45.36 -0.74 18.500 46.06 0.19 OCT10 1250 210.000 47.72 -0.80 12.500 46.86 0.14 OCT10 1300 256.500 50.62 -0.84 9.000 47.71 0.10 OCT10 1350 304.000 53.96 -0.86 165.500 38.99 0.80 NOV10 920 25.500 39.47 -0.20 137.500 39.11 0.73 NOV10 960 37.000 39.33 -0.27 112.500 39.21 0.66 NOV10 1000 52.000 39.29 -0.34 86.500 39.47 0.56 NOV10 1050 76.000 39.70 -0.44 66.000 40.24 0.47 NOV10 1100 105.000 40.13 -0.54 49.500 40.54 0.38 NOV10 1150 139.000 40.68 -0.62 38.000 41.58 0.31 NOV10 1200 176.500 41.12 -0.70 23.000 43.95 0.20 NOV10 1300 258.500 41.48 -0.82 237.000 39.87 0.88 DEC10 840 14.000 38.13 -0.11 204.000 39.07 0.83 DEC10 880 22.000 38.35 -0.16 173.500 38.55 0.78 DEC10 920 32.500 38.53 -0.22 146.000 38.27 0.72 DEC10 960 43.500 37.42 -0.28 121.500 38.10 0.65 DEC10 1000 61.000 38.42 -0.35 75.000 38.54 0.48 DEC10 1100 113.000 38.37 -0.52 44.000 38.98 0.33 DEC10 1200 186.000 40.56 -0.67 26.500 40.20 0.22 DEC10 1300 273.500 44.94 -0.75 15.500 40.94 0.14 DEC10 1400 362.000 46.48 -0.83 223.500 37.56 0.79 MAR11 880 39.000 36.81 -0.21 169.000 36.49 0.70 MAR11 960 66.000 36.42 -0.31 146.000 36.39 0.64 MAR11 1000 83.000 36.45 -0.36 98.000 35.79 0.50 MAR11 1100 135.000 35.86 -0.50 64.500 35.82 0.38 MAR11 1200 201.500 35.82 -0.63 25.000 35.35 0.18 MAR11 1400 365.500 37.27 -0.81 +++ BG Group plc - Amer Phys FLEX Opt (BGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 700 29.770 36.42 -0.12 93.010 35.81 0.38 16121 1300 +++ Bank BPH (BH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.350 +++ Biogen Idec Inc (BII/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.900 +++ Intesa Sanpaolo SpA - Euro Cash FLEX Opt (BIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1269 39.91 0.41 17120 240 0.3074 39.75 -0.60 +++ Intesa Sanpaolo SpA - STND FUT (BIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.2125 +++ Intesa Sanpaolo SpA - STND FUT (BIN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.2130 OCT10 V 2.2140 NOV10 X 2.2156 DEC10 Z 2.2169 +++ Intesa Sanpaolo SpA - Amer Phys FLEX Opt (BIQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 240 0.3084 39.75 -0.60 0.0229 33.15 0.12 17120 280 0.2035 45.74 0.36 20122 300 +++ Biomerieux (BIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.4100 +++ Boston Properties Inc (BJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.660 +++ Bank Zachodni WBK SA (BK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 183.500 +++ Berkeley Group Holdings (BKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 805.000 +++ Berkeley Group Holdings - STND FUT (BKL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 805.310 DEC10 Z 806.800 MAR11 H 808.470 JUN11 M 810.220 +++ Bankinter SA (BKT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0100 +++ Boliden AB (BL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.4000 +++ Boliden AB - Cash FLEX Fut (BLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 81.4389 +++ Belgacom SA (BLG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.8000 +++ BEL 20 Index (BLI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2424.000 +++ British Land Company PLC - STND OPT (BLC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 95.250 78.85 0.89 SEP10 360 1.500 56.17 -0.05 75.250 65.75 0.86 SEP10 380 1.750 47.11 -0.07 55.500 52.04 0.83 SEP10 400 1.750 35.41 -0.09 35.750 38.18 0.77 SEP10 420 2.750 27.61 -0.16 25.250 29.65 0.73 SEP10 430 4.500 26.07 -0.24 17.000 25.30 0.64 SEP10 440 7.000 24.27 -0.35 10.750 23.70 0.51 SEP10 450 10.750 22.85 -0.49 6.500 23.28 0.36 SEP10 460 16.500 22.45 -0.65 3.750 23.29 0.24 SEP10 470 23.750 22.34 -0.77 1.750 22.27 0.13 SEP10 480 32.000 21.94 -0.87 0.000 19.70 0.00 SEP10 520 70.500 23.02 -1.00 0.000 13.08 0.00 SEP10 560 110.500 23.51 -1.00 95.250 42.02 0.87 DEC10 360 4.000 31.60 -0.10 55.750 28.54 0.81 DEC10 400 10.000 27.87 -0.23 40.500 26.95 0.70 DEC10 420 15.500 26.46 -0.33 27.250 25.24 0.57 DEC10 440 22.750 24.97 -0.45 17.500 24.40 0.43 DEC10 460 33.250 24.01 -0.58 11.000 24.24 0.31 DEC10 480 46.750 23.70 -0.70 4.000 24.30 0.14 DEC10 520 79.750 23.65 -0.88 1.500 25.09 0.06 DEC10 560 117.750 24.57 -0.95 57.500 25.67 0.78 MAR11 400 18.750 27.55 -0.29 44.500 25.75 0.66 MAR11 420 25.750 26.53 -0.38 33.500 25.48 0.55 MAR11 440 34.250 25.35 -0.47 24.250 24.92 0.45 MAR11 460 45.250 24.69 -0.57 17.250 24.64 0.35 MAR11 480 58.500 24.40 -0.66 8.000 24.13 0.20 MAR11 520 89.500 23.97 -0.81 4.250 24.96 0.11 MAR11 560 125.500 24.20 -0.90 +++ British Land Co (BLN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 449.400 +++ British Land Co - STND FUT (BLN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 449.570 DEC10 Z 443.890 MAR11 H 438.300 JUN11 M 432.740 +++ British Land Company PLC - Amer Phys FLEX Opt (XBO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 267 10.220 38.19 -0.10 +++ BHP Billiton plc - Euro Cash FLEX Opt (BHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 7.080 32.26 0.11 17090 1929 +++ BHP Billiton - STND FUT (BHP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1739.430 DEC10 Z 1742.640 MAR11 H 1715.490 JUN11 M 1719.200 +++ BHP Billiton plc - Amer Phys FLEX Opt (BHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15062 1900 504.730 41.14 -0.48 +++ BHP Billiton plc - Euro Phys FLEX Opt (BHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.110 33.30 0.00 17090 2200 +++ BHP Billiton plc (BLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1767.000 +++ BHP Billiton plc - STND OPT (BLT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 368.000 49.65 0.99 SEP10 1400 4.000 51.32 -0.04 270.500 45.50 0.96 SEP10 1500 9.000 45.19 -0.09 178.000 41.72 0.87 SEP10 1600 20.500 40.55 -0.19 136.000 40.27 0.79 SEP10 1650 32.000 38.95 -0.28 95.500 36.49 0.69 SEP10 1700 47.500 37.30 -0.39 63.000 34.82 0.56 SEP10 1750 69.000 35.52 -0.51 39.000 33.85 0.41 SEP10 1800 98.000 35.10 -0.63 22.000 32.92 0.27 SEP10 1850 133.500 34.63 -0.74 12.500 32.97 0.17 SEP10 1900 172.000 32.65 -0.85 5.500 31.74 0.09 SEP10 1950 218.000 34.12 -0.90 2.000 30.24 0.04 SEP10 2000 263.500 31.88 -0.95 0.500 31.42 0.01 SEP10 2100 363.000 40.56 -0.96 0.000 33.30 0.00 SEP10 2200 461.000 39.52 -0.99 0.000 41.48 0.00 SEP10 2400 661.500 54.40 -0.99 0.000 55.50 0.00 SEP10 2600 861.000 61.14 -0.99 0.000 66.00 0.00 SEP10 2800 1061.000 71.57 -0.99 191.000 39.97 0.79 OCT10 1600 46.500 40.42 -0.26 121.500 38.08 0.62 OCT10 1700 79.500 38.00 -0.41 92.000 36.53 0.52 OCT10 1750 101.500 36.74 -0.49 68.500 35.59 0.43 OCT10 1800 127.500 35.55 -0.57 49.500 34.81 0.35 OCT10 1850 160.500 35.46 -0.65 35.500 34.40 0.27 OCT10 1900 196.000 34.98 -0.73 24.500 33.93 0.21 OCT10 1950 235.000 34.61 -0.79 16.000 33.46 0.15 OCT10 2000 276.500 33.96 -0.85 6.000 31.92 0.07 OCT10 2100 368.000 34.62 -0.92 1.500 30.29 0.02 OCT10 2200 464.000 34.94 -0.96 0.000 26.04 0.00 OCT10 2400 661.500 37.18 -0.99 209.000 38.41 0.72 NOV10 1600 73.000 40.64 -0.30 151.500 38.60 0.59 NOV10 1700 109.500 38.49 -0.41 123.500 37.58 0.53 NOV10 1750 131.500 37.43 -0.47 98.500 36.60 0.46 NOV10 1800 157.000 36.64 -0.54 78.000 35.77 0.40 NOV10 1850 186.000 35.59 -0.60 61.000 35.10 0.34 NOV10 1900 219.500 35.22 -0.66 36.000 34.33 0.23 NOV10 2000 293.000 33.92 -0.78 9.500 32.35 0.08 NOV10 2200 466.500 30.98 -0.93 1127.000 96.39 1.00 DEC10 640 1.500 77.70 -0.01 1047.500 89.26 1.00 DEC10 720 2.000 70.25 -0.01 967.500 78.83 1.00 DEC10 800 3.000 67.79 -0.01 887.500 69.18 1.00 DEC10 880 4.500 63.11 -0.02 807.500 63.16 1.00 DEC10 960 7.000 60.72 -0.03 767.500 60.36 1.00 DEC10 1000 8.500 59.16 -0.03 569.500 49.45 0.98 DEC10 1200 19.000 51.44 -0.08 386.000 44.93 0.87 DEC10 1400 42.000 45.00 -0.16 232.000 40.24 0.69 DEC10 1600 90.000 40.40 -0.31 172.000 38.85 0.59 DEC10 1700 127.500 38.38 -0.41 118.000 36.63 0.48 DEC10 1800 175.500 36.64 -0.52 79.500 35.56 0.37 DEC10 1900 237.000 35.65 -0.63 51.000 34.64 0.27 DEC10 2000 306.500 34.01 -0.74 18.500 33.18 0.12 DEC10 2200 476.000 33.24 -0.88 6.000 32.72 0.05 DEC10 2400 665.500 34.00 -0.95 1.000 30.76 0.01 DEC10 2600 862.000 35.03 -0.98 0.000 29.47 0.00 DEC10 2800 1061.000 36.65 -0.99 411.000 43.05 0.81 MAR11 1400 78.000 42.59 -0.21 271.000 39.86 0.67 MAR11 1600 139.500 38.83 -0.35 210.000 37.87 0.59 MAR11 1700 182.000 37.28 -0.43 158.500 36.35 0.51 MAR11 1800 232.500 35.86 -0.52 116.000 35.09 0.42 MAR11 1900 292.500 34.63 -0.60 84.000 34.30 0.34 MAR11 2000 360.000 33.35 -0.69 39.500 32.55 0.19 MAR11 2200 517.000 31.21 -0.83 17.500 31.50 0.10 MAR11 2400 694.000 28.79 -0.93 6.500 30.30 0.04 MAR11 2600 883.500 24.56 -0.99 4.000 31.64 0.03 MAR11 2800 1081.500 22.45 -1.00 768.500 48.80 0.98 JUN11 1000 30.000 49.08 -0.07 590.500 46.22 0.88 JUN11 1200 59.500 45.02 -0.14 432.500 42.17 0.78 JUN11 1400 102.500 40.91 -0.23 298.500 39.11 0.66 JUN11 1600 170.500 38.02 -0.35 239.500 37.40 0.59 JUN11 1700 215.500 36.86 -0.42 190.500 36.13 0.52 JUN11 1800 269.000 36.00 -0.49 150.500 35.34 0.44 JUN11 1900 328.000 34.94 -0.57 114.500 34.25 0.37 JUN11 2000 390.500 33.45 -0.64 65.500 33.04 0.25 JUN11 2200 543.000 32.40 -0.76 36.000 32.12 0.16 JUN11 2400 710.500 30.54 -0.86 9.000 30.64 0.05 JUN11 2800 1083.500 25.86 -0.98 822.000 53.47 0.92 DEC11 960 43.000 44.80 -0.09 783.500 51.00 0.91 DEC11 1000 62.500 48.01 -0.11 611.000 44.46 0.85 DEC11 1200 100.000 43.46 -0.17 477.500 43.35 0.76 DEC11 1400 168.500 42.17 -0.26 365.500 42.00 0.66 DEC11 1600 259.500 41.07 -0.36 287.000 42.50 0.56 DEC11 1800 372.000 40.37 -0.46 212.000 41.17 0.46 DEC11 2000 504.000 39.99 -0.55 114.000 39.64 0.30 DEC11 2400 817.500 40.29 -0.70 60.000 38.59 0.18 DEC11 2800 1148.000 37.00 -0.84 399.000 41.50 0.66 JUN12 1600 362.500 46.77 -0.35 322.500 41.65 0.57 JUN12 1800 439.500 41.33 -0.44 256.500 41.19 0.49 JUN12 2000 572.500 40.95 -0.52 165.500 40.92 0.36 JUN12 2400 876.000 40.58 -0.65 491.000 37.93 0.75 DEC12 1400 282.000 44.44 -0.28 423.000 41.00 0.66 DEC12 1600 382.000 43.07 -0.35 359.000 42.00 0.59 DEC12 1800 501.500 42.37 -0.43 308.500 42.82 0.52 DEC12 2000 636.000 41.99 -0.49 214.000 42.31 0.40 DEC12 2400 928.000 40.90 -0.61 155.000 42.42 0.31 DEC12 2800 1243.500 39.00 -0.72 +++ Bolsas y Mercados Espanoles (BME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.1400 +++ Koninklijke BAM Groep NV (BMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6310 +++ Koninklijke BAM Groep NV - Cash FLEX Fut (KPD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 3.6319 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 41.4350 +++ Bayerische Motoren Werke (BMW) AG - STND FUT (BMW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.4451 OCT10 V 41.4625 NOV10 X 41.4924 DEC10 Z 41.5165 +++ Danone - Euro Cash FLEX Opt (BKJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1983 21.96 0.16 17090 4440 +++ Danone - Euro Phys FLEX Opt (BKX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.8644 24.10 0.47 17120 4300 2.7529 24.10 -0.53 +++ Danone (BN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.0000 +++ Danone - STND FUT (BN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 42.0100 OCT10 V 42.0280 NOV10 X 42.0580 DEC10 Z 42.0830 +++ BNP Paribas - Euro Cash FLEX Opt (BNJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2049 39.59 0.09 17090 5632 +++ BNP Paribas SA (BNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.1650 +++ BNP Paribas SA - STND FUT (BNP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 49.1770 OCT10 V 49.1980 NOV10 X 49.2330 DEC10 Z 49.2620 +++ BNP Paribas - Amer Phys FLEX Opt (BNQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4400 0.7500 53.49 -0.18 20.6569 69.37 0.94 17120 2916 0.5768 69.37 -0.06 17120 6220 13.5800 34.83 -0.87 +++ BNP Paribas - Euro Phys FLEX Opt (BNX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.2106 38.81 0.35 17120 5500 7.9029 38.81 -0.65 +++ Beneteau (BNT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.6850 +++ Bunzl (BNZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 682.000 +++ Bunzl - STND FUT (BNZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 682.270 DEC10 Z 683.520 MAR11 H 684.940 JUN11 M 686.420 +++ Bank of Ireland (BO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7550 +++ Bank of America Corp (BOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.510 +++ Boeing Company (BOE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.630 +++ Boskalis Westminster (BOS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.9650 +++ Bodycote plc (BOY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 214.500 +++ Bodycote plc - STND FUT (BOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 214.580 DEC10 Z 214.980 MAR11 H 215.420 JUN11 M 215.890 +++ BP PLC (BP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 375.150 +++ BP PLC - STND OPT (BP /O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 175.250 74.95 1.00 SEP10 200 0.000 82.14 0.00 155.250 67.45 1.00 SEP10 220 0.000 75.43 0.00 135.250 63.05 1.00 SEP10 240 0.250 71.98 -0.01 115.500 59.16 0.99 SEP10 260 0.250 66.45 -0.01 95.500 55.57 0.98 SEP10 280 0.500 60.24 -0.02 76.250 52.36 0.96 SEP10 300 1.250 55.52 -0.05 57.500 50.00 0.91 SEP10 320 2.500 51.37 -0.10 40.250 46.49 0.81 SEP10 340 4.750 45.61 -0.18 25.000 43.25 0.67 SEP10 360 9.250 42.02 -0.33 19.000 42.12 0.57 SEP10 370 13.000 40.38 -0.42 13.250 39.99 0.47 SEP10 380 17.750 39.47 -0.53 8.750 38.40 0.37 SEP10 390 23.000 37.34 -0.64 5.750 37.32 0.27 SEP10 400 29.750 35.66 -0.74 3.250 36.24 0.18 SEP10 410 37.250 33.25 -0.84 2.000 36.75 0.12 SEP10 420 46.000 32.58 -0.91 1.000 35.68 0.07 SEP10 430 55.500 32.41 -0.95 0.500 35.47 0.04 SEP10 440 65.000 30.70 -0.98 0.250 39.06 0.02 SEP10 460 84.750 28.69 -1.00 0.250 41.04 0.01 SEP10 480 104.750 29.37 -1.00 0.250 46.29 0.01 SEP10 500 124.750 30.21 -1.00 0.000 46.73 0.00 SEP10 520 144.750 30.21 -1.00 0.000 48.31 0.00 SEP10 560 184.750 31.73 -1.00 0.000 52.01 0.00 SEP10 600 224.750 35.00 -1.00 0.000 51.37 0.00 SEP10 640 264.750 36.32 -1.00 0.000 52.25 0.00 SEP10 680 304.750 41.37 -1.00 0.000 51.62 0.00 SEP10 720 344.750 42.59 -1.00 60.750 44.62 0.85 OCT10 320 5.750 45.89 -0.16 44.750 42.55 0.76 OCT10 340 9.750 43.46 -0.24 31.000 40.28 0.64 OCT10 360 15.500 40.62 -0.36 24.500 38.55 0.57 OCT10 370 19.750 39.78 -0.43 19.750 38.58 0.50 OCT10 380 24.250 38.70 -0.50 15.250 37.86 0.42 OCT10 390 30.000 37.98 -0.58 11.750 37.31 0.35 OCT10 400 36.250 37.43 -0.65 9.000 37.35 0.29 OCT10 410 43.000 36.25 -0.72 6.750 37.12 0.23 OCT10 420 51.000 36.70 -0.77 4.250 34.95 0.17 OCT10 430 58.500 34.74 -0.84 3.000 35.07 0.13 OCT10 440 67.500 34.77 -0.88 1.250 33.53 0.06 OCT10 460 86.250 36.35 -0.92 0.250 31.71 0.02 OCT10 480 105.750 39.34 -0.95 0.250 34.19 0.02 OCT10 500 125.250 38.06 -0.98 0.000 23.80 0.00 OCT10 540 165.000 42.75 -0.99 0.000 20.25 0.00 OCT10 560 185.000 45.32 -0.99 65.750 44.30 0.80 NOV10 320 9.500 43.27 -0.19 50.750 42.33 0.72 NOV10 340 14.250 41.31 -0.28 37.000 39.99 0.63 NOV10 360 21.500 40.06 -0.38 31.000 38.45 0.57 NOV10 370 25.500 38.88 -0.43 26.000 38.03 0.51 NOV10 380 30.000 37.95 -0.49 21.250 37.32 0.46 NOV10 390 35.750 37.75 -0.54 16.750 36.04 0.39 NOV10 400 41.750 37.02 -0.60 11.000 35.97 0.29 NOV10 420 55.500 36.09 -0.71 7.000 35.59 0.21 NOV10 440 71.750 36.35 -0.79 176.500 57.17 0.98 DEC10 200 1.250 61.60 -0.02 138.500 54.42 0.95 DEC10 240 3.000 54.97 -0.05 120.250 51.99 0.92 DEC10 260 4.250 51.75 -0.08 102.750 50.05 0.88 DEC10 280 6.500 49.02 -0.11 85.250 46.70 0.84 DEC10 300 8.750 45.51 -0.16 69.000 43.74 0.78 DEC10 320 12.750 43.18 -0.22 54.250 41.67 0.71 DEC10 340 18.500 42.07 -0.29 41.250 39.74 0.62 DEC10 360 25.000 39.38 -0.38 30.000 37.97 0.52 DEC10 380 34.250 37.95 -0.48 21.500 36.96 0.42 DEC10 400 45.500 36.91 -0.58 14.750 35.95 0.33 DEC10 420 59.750 37.34 -0.67 9.750 35.52 0.24 DEC10 440 74.000 35.77 -0.76 6.500 35.00 0.18 DEC10 460 90.000 34.08 -0.83 4.000 34.49 0.12 DEC10 480 108.000 34.38 -0.88 2.500 34.50 0.08 DEC10 500 126.750 34.20 -0.92 1.500 33.88 0.05 DEC10 520 146.000 34.91 -0.95 1.000 37.42 0.04 DEC10 560 185.500 38.50 -0.97 0.750 41.19 0.03 DEC10 600 225.000 37.88 -0.99 0.750 44.85 0.02 DEC10 640 265.000 42.50 -0.99 0.750 50.00 0.02 DEC10 680 305.000 45.71 -0.99 0.750 52.39 0.02 DEC10 720 345.000 49.73 -0.99 179.000 57.77 0.96 MAR11 200 4.250 59.53 -0.05 142.500 52.37 0.92 MAR11 240 7.000 50.99 -0.09 108.000 47.31 0.85 MAR11 280 12.000 45.14 -0.15 76.250 42.15 0.75 MAR11 320 21.000 41.27 -0.26 63.250 41.23 0.69 MAR11 340 27.250 39.36 -0.32 51.000 39.56 0.62 MAR11 360 35.500 38.34 -0.39 40.500 38.51 0.54 MAR11 380 45.000 37.10 -0.47 31.500 37.28 0.46 MAR11 400 55.750 35.84 -0.55 23.500 35.98 0.39 MAR11 420 67.500 33.90 -0.63 16.750 34.43 0.31 MAR11 440 82.500 33.99 -0.70 12.250 33.81 0.25 MAR11 460 97.750 33.19 -0.76 9.750 34.45 0.20 MAR11 480 114.250 32.68 -0.82 5.500 34.60 0.13 MAR11 520 149.500 31.03 -0.91 2.500 33.59 0.07 MAR11 560 187.750 31.13 -0.95 1.750 34.63 0.04 MAR11 600 226.250 28.30 -0.98 1.000 35.74 0.03 MAR11 640 265.750 27.14 -0.99 0.750 37.26 0.02 MAR11 680 305.500 26.09 -1.00 0.750 39.13 0.02 MAR11 720 345.500 25.07 -1.00 180.750 56.23 0.94 JUN11 200 5.750 52.48 -0.06 145.750 51.55 0.89 JUN11 240 10.000 47.64 -0.11 112.750 46.76 0.83 JUN11 280 17.000 43.08 -0.18 81.250 40.99 0.74 JUN11 320 27.750 40.02 -0.28 57.500 39.05 0.61 JUN11 360 43.500 37.41 -0.40 47.000 37.66 0.55 JUN11 380 53.250 36.31 -0.46 37.500 36.46 0.48 JUN11 400 64.250 35.39 -0.53 29.500 35.26 0.42 JUN11 420 77.000 34.82 -0.59 23.250 34.63 0.35 JUN11 440 90.000 33.47 -0.66 17.750 33.57 0.29 JUN11 460 104.750 32.66 -0.72 13.250 32.85 0.24 JUN11 480 120.750 32.17 -0.77 3.750 30.71 0.09 JUN11 560 191.750 31.16 -0.91 2.000 30.55 0.05 JUN11 600 229.750 30.58 -0.95 1.750 32.69 0.04 JUN11 640 268.500 30.29 -0.97 1.000 34.53 0.02 JUN11 720 347.250 29.96 -0.99 182.500 53.80 0.93 DEC11 200 12.000 50.86 -0.09 149.000 49.34 0.88 DEC11 240 21.750 49.13 -0.15 117.750 45.12 0.81 DEC11 280 26.250 40.58 -0.21 89.750 41.42 0.72 DEC11 320 42.500 40.19 -0.31 66.000 38.63 0.62 DEC11 360 59.000 37.30 -0.41 47.000 36.34 0.51 DEC11 400 80.500 35.25 -0.52 31.750 34.24 0.40 DEC11 440 104.500 32.54 -0.63 21.250 33.15 0.30 DEC11 480 133.000 30.42 -0.74 8.750 31.34 0.15 DEC11 560 202.250 29.67 -0.87 3.750 30.85 0.08 DEC11 640 276.750 28.43 -0.94 1.500 29.70 0.03 DEC11 720 354.000 27.26 -0.98 152.750 49.66 0.86 JUN12 240 30.000 48.51 -0.17 96.250 41.66 0.71 JUN12 320 55.250 41.01 -0.32 72.750 38.42 0.62 JUN12 360 70.750 37.23 -0.41 53.000 35.66 0.52 JUN12 400 90.750 34.29 -0.50 39.000 34.45 0.43 JUN12 440 113.750 31.58 -0.61 28.750 33.66 0.34 JUN12 480 142.250 30.16 -0.70 154.250 48.19 0.86 DEC12 240 32.750 44.16 -0.18 126.250 44.58 0.79 DEC12 280 50.000 43.89 -0.25 100.500 41.00 0.71 DEC12 320 63.500 39.92 -0.32 77.250 37.71 0.62 DEC12 360 79.500 36.40 -0.40 58.000 35.13 0.53 DEC12 400 99.250 33.58 -0.50 43.500 33.55 0.44 DEC12 440 121.250 30.62 -0.59 30.500 31.49 0.35 DEC12 480 148.000 28.65 -0.69 14.500 28.88 0.21 DEC12 560 211.750 26.15 -0.83 7.250 27.88 0.12 DEC12 640 280.000 18.27 -0.98 3.750 27.71 0.07 DEC12 720 357.750 21.94 -0.98 +++ BP PLC - STND FUT (BPA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 375.300 DEC10 Z 375.990 MAR11 H 373.760 JUN11 M 371.570 +++ BP plc - Amer Phys FLEX Opt (BPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 460 1.120 36.53 0.04 17120 550 175.550 37.61 -0.96 0.900 39.30 0.03 17120 580 205.100 38.19 -0.98 0.760 46.14 0.02 17120 650 274.910 43.30 -0.99 7.230 34.53 0.16 18031 500 7.410 31.78 0.15 17061 520 23.600 33.42 0.32 16121 470 10.020 31.57 0.17 16121 550 5.930 31.09 0.11 16121 600 238.250 29.05 -0.91 1.820 29.99 0.04 16121 700 21122 180 13.260 44.16 -0.09 10.200 28.38 0.16 21122 600 243.790 22.21 -0.92 2.070 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 4.310 51.75 -0.08 21.370 36.95 0.42 17120 400 45.260 36.91 -0.58 9.850 35.52 0.24 17120 440 73.850 35.77 -0.75 6.380 35.00 0.18 17120 460 89.650 34.08 -0.83 3.980 34.49 0.12 17120 480 107.670 34.38 -0.88 2.560 34.50 0.08 17120 500 126.150 34.20 -0.92 0.820 41.19 0.03 17120 600 223.910 37.88 -0.98 0.760 46.14 0.02 17120 650 273.800 43.30 -0.98 0.750 51.19 0.02 17120 700 323.660 47.72 -0.99 9.890 31.57 0.17 16121 550 191.960 29.76 -0.85 8.830 31.34 0.15 16121 560 200.880 29.67 -0.87 8.460 28.13 0.14 21122 620 259.970 20.24 -0.95 +++ Unione Di Banche Italiane Scrl (BPL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.0450 +++ Banca Popolare di Milano (BPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5125 +++ Banca Monte dei Paschi di Siena SpA (BPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8840 +++ Banca Monte dei Paschi Siena - Euro Phys FLEX Opt (EVX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 140 0.5156 16.00 -1.00 17090 145 0.5656 16.00 -1.00 17090 150 0.6156 16.00 -1.00 17120 140 0.5124 23.00 -1.00 17120 145 0.5622 23.00 -1.00 18031 130 0.4093 23.23 -0.98 18031 150 0.6072 19.96 -1.00 +++ Banco Popolare Scrl (BPV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3525 +++ Banco Popolare Scrl - STND FUT (BPV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.3536 OCT10 V 4.3554 NOV10 X 4.3585 DEC10 Z 4.3611 +++ Windstream Corp (BQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.200 +++ Host Hotels & Resorts Inc (BR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.200 +++ Burberry Group (BRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 820.500 +++ Burberry Group - STND FUT (BRB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 820.820 DEC10 Z 822.330 MAR11 H 824.040 JUN11 M 825.820 +++ Brit Insurance Holdings NV (BRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 952.000 +++ Brit Insurance Holdings NV - STND FUT (BRE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 952.370 DEC10 Z 954.130 MAR11 H 956.100 JUN11 M 958.170 +++ Barrick Gold Corp (BRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.720 +++ Brembo SpA (BRM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6700 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 234.700 +++ Invensys PLC - STND OPT (BRT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18.000 36.76 0.77 SEP10 220 3.250 36.84 -0.23 11.500 37.55 0.60 SEP10 230 6.750 37.50 -0.40 8.750 37.37 0.52 SEP10 235 9.000 37.22 -0.48 6.750 37.47 0.43 SEP10 240 11.750 37.18 -0.57 4.750 36.83 0.34 SEP10 245 15.250 37.47 -0.65 3.500 36.54 0.27 SEP10 250 18.750 37.75 -0.73 1.500 35.37 0.14 SEP10 260 26.750 36.62 -0.85 0.500 34.76 0.06 SEP10 270 36.000 36.43 -0.93 0.250 34.66 0.03 SEP10 280 45.500 35.19 -0.97 0.000 35.38 0.01 SEP10 290 55.250 36.45 -0.99 0.000 37.09 0.01 SEP10 300 65.250 40.62 -0.99 0.000 39.94 0.00 SEP10 310 75.250 46.20 -0.99 0.000 44.03 0.00 SEP10 320 85.250 50.73 -0.99 0.000 56.24 0.01 SEP10 340 105.500 68.40 -0.98 0.000 64.59 0.01 SEP10 360 126.250 92.90 -0.96 0.000 96.03 0.02 SEP10 400 168.000 120.92 -0.94 26.750 37.22 0.66 DEC10 220 12.500 36.38 -0.35 21.250 36.91 0.58 DEC10 230 16.250 34.97 -0.43 16.000 35.83 0.49 DEC10 240 22.000 35.35 -0.51 9.000 34.95 0.33 DEC10 260 35.000 34.39 -0.68 4.750 34.66 0.20 DEC10 280 50.750 34.20 -0.80 2.250 34.09 0.11 DEC10 300 68.500 33.57 -0.89 1.250 35.12 0.07 DEC10 320 87.250 32.97 -0.95 0.750 36.48 0.04 DEC10 340 106.500 32.08 -0.98 0.500 37.85 0.03 DEC10 360 126.250 30.59 -0.99 0.500 45.62 0.02 DEC10 400 169.000 44.01 -0.98 32.000 35.97 0.64 MAR11 220 17.500 35.47 -0.36 27.000 36.12 0.58 MAR11 230 22.250 34.96 -0.42 22.250 35.30 0.52 MAR11 240 27.250 34.19 -0.49 14.000 33.77 0.39 MAR11 260 40.000 33.96 -0.61 9.750 34.83 0.29 MAR11 280 54.750 33.36 -0.73 6.250 34.79 0.21 MAR11 300 71.000 32.46 -0.82 4.000 34.72 0.14 MAR11 320 89.000 32.38 -0.88 2.000 36.76 0.08 MAR11 360 126.750 30.80 -0.97 +++ Invensys plc - STND FUT (ISY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 234.790 DEC10 Z 233.720 MAR11 H 234.210 JUN11 M 234.710 +++ British Sky Broadcasting Group plc (BSK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 704.500 +++ British Sky Broadcasting Group plc - STND OPT (BSK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 264.750 45.31 1.00 SEP10 440 0.000 45.14 0.00 224.750 42.77 1.00 SEP10 480 0.000 43.32 0.00 184.750 41.32 1.00 SEP10 520 0.000 38.99 0.00 144.750 35.82 0.99 SEP10 560 0.000 33.18 0.00 105.000 28.25 0.99 SEP10 600 0.000 26.04 -0.01 65.000 18.23 0.98 SEP10 640 0.250 19.78 -0.03 27.250 14.98 0.83 SEP10 680 2.500 14.79 -0.17 3.750 13.10 0.27 SEP10 720 18.250 11.72 -0.76 0.000 10.52 0.01 SEP10 750 45.500 11.76 -0.99 0.000 10.93 0.00 SEP10 760 55.500 11.76 -1.00 424.750 41.08 1.00 DEC10 280 0.000 42.43 0.00 384.750 39.79 1.00 DEC10 320 0.000 40.84 0.00 345.000 37.91 1.00 DEC10 360 0.000 38.62 0.00 305.000 36.29 1.00 DEC10 400 0.000 36.39 0.00 265.000 34.26 1.00 DEC10 440 0.250 33.23 -0.01 225.000 32.01 1.00 DEC10 480 0.500 30.98 -0.01 185.250 27.15 1.00 DEC10 520 1.500 28.85 -0.03 145.750 25.15 0.98 DEC10 560 2.000 24.37 -0.05 105.750 19.13 0.97 DEC10 600 3.750 20.88 -0.10 66.500 14.87 0.93 DEC10 640 7.750 17.96 -0.19 32.500 13.53 0.72 DEC10 680 16.250 14.84 -0.39 7.750 10.60 0.33 DEC10 720 33.750 11.47 -0.71 265.000 33.03 1.00 MAR11 440 0.750 29.22 -0.01 225.250 28.66 0.99 MAR11 480 1.500 26.90 -0.03 185.500 26.02 0.98 MAR11 520 2.500 24.08 -0.04 146.750 24.08 0.95 MAR11 560 5.000 22.62 -0.09 110.250 22.94 0.88 MAR11 600 9.750 21.08 -0.16 78.000 21.76 0.75 MAR11 640 18.250 20.05 -0.27 51.000 20.58 0.60 MAR11 680 32.000 19.06 -0.41 29.750 19.22 0.44 MAR11 720 51.500 17.90 -0.58 305.500 41.21 0.99 JUN11 400 2.750 34.74 -0.03 265.750 35.87 0.99 JUN11 440 5.250 34.00 -0.05 226.250 31.93 0.97 JUN11 480 8.500 32.28 -0.08 149.750 26.13 0.90 JUN11 560 15.500 26.28 -0.16 83.000 22.03 0.72 JUN11 640 32.000 22.19 -0.32 43.000 22.42 0.46 JUN11 720 75.250 23.13 -0.55 345.750 44.27 0.99 DEC11 360 5.000 35.50 -0.04 306.750 41.04 0.97 DEC11 400 8.750 34.95 -0.06 268.750 37.72 0.94 DEC11 440 11.750 32.35 -0.09 229.500 32.80 0.93 DEC11 480 14.000 29.06 -0.11 158.500 27.78 0.82 DEC11 560 26.250 25.23 -0.21 100.250 24.92 0.67 DEC11 640 47.750 22.21 -0.36 63.000 24.92 0.50 DEC11 720 91.000 22.08 -0.54 241.000 34.20 0.86 DEC12 480 25.500 26.66 -0.15 178.750 30.11 0.77 DEC12 560 42.000 23.72 -0.25 124.500 26.79 0.65 DEC12 640 66.750 21.01 -0.38 80.000 24.03 0.52 DEC12 720 108.500 20.20 -0.53 +++ British Sky Broadcasting Group plc - STND FUT (BSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 704.770 DEC10 Z 694.560 MAR11 H 696.000 +++ BB&T Corp (BTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.010 +++ BT Group plc (BTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 132.600 +++ BT Group plc - STND OPT (BTG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 37.000 71.89 0.97 SEP10 96 0.250 68.68 -0.03 33.000 64.66 0.96 SEP10 100 0.500 65.94 -0.04 23.250 50.80 0.93 SEP10 110 0.500 52.78 -0.07 13.750 38.28 0.86 SEP10 120 1.250 40.24 -0.15 9.500 34.84 0.76 SEP10 125 2.000 36.48 -0.25 5.500 30.56 0.62 SEP10 130 3.250 33.66 -0.39 3.000 29.35 0.42 SEP10 135 5.500 31.57 -0.57 1.250 28.20 0.24 SEP10 140 8.750 30.26 -0.74 0.500 27.98 0.11 SEP10 145 13.000 29.45 -0.88 0.250 28.04 0.05 SEP10 150 17.750 33.43 -0.92 0.000 29.50 0.01 SEP10 160 27.500 38.66 -0.97 0.000 32.87 0.00 SEP10 170 37.500 48.31 -0.98 0.000 38.56 0.00 SEP10 180 47.750 64.23 -0.96 24.250 46.35 0.88 OCT10 110 1.250 43.87 -0.11 15.250 38.09 0.78 OCT10 120 2.500 37.77 -0.22 8.000 33.07 0.59 OCT10 130 5.500 33.93 -0.41 5.500 32.01 0.47 OCT10 135 7.750 32.22 -0.53 3.500 31.47 0.35 OCT10 140 10.750 31.52 -0.65 2.000 30.47 0.24 OCT10 145 14.250 30.02 -0.77 1.000 29.05 0.14 OCT10 150 18.500 30.34 -0.85 0.250 27.33 0.04 OCT10 160 27.750 32.20 -0.93 0.000 25.72 0.01 OCT10 170 37.750 37.56 -0.96 24.750 39.91 0.86 NOV10 110 2.250 41.24 -0.15 17.000 37.12 0.74 NOV10 120 4.250 37.31 -0.26 10.250 34.01 0.58 NOV10 130 7.500 34.74 -0.42 7.500 33.03 0.49 NOV10 135 9.750 33.39 -0.51 5.250 31.19 0.39 NOV10 140 12.500 32.04 -0.60 2.500 30.54 0.23 NOV10 150 19.500 30.17 -0.78 1.000 29.67 0.11 NOV10 160 28.250 31.10 -0.88 69.250 73.07 0.98 DEC10 64 0.250 66.06 -0.02 61.750 68.58 0.96 DEC10 72 0.500 60.32 -0.02 54.000 61.50 0.95 DEC10 80 0.750 54.78 -0.04 46.250 54.89 0.93 DEC10 88 1.000 51.41 -0.06 38.500 49.02 0.91 DEC10 96 1.500 46.97 -0.09 35.000 47.02 0.89 DEC10 100 1.750 44.23 -0.10 26.000 40.41 0.83 DEC10 110 3.250 41.15 -0.17 17.750 35.11 0.73 DEC10 120 5.500 37.71 -0.28 11.250 33.11 0.58 DEC10 130 9.000 35.07 -0.42 6.250 30.73 0.42 DEC10 140 14.000 32.64 -0.58 3.500 30.95 0.27 DEC10 150 20.750 31.02 -0.73 1.500 29.05 0.15 DEC10 160 28.750 29.04 -0.86 0.250 29.60 0.04 DEC10 180 47.750 34.08 -0.94 0.000 31.02 0.01 DEC10 200 67.500 30.73 -1.00 0.000 35.22 0.01 DEC10 220 87.500 36.87 -1.00 0.000 36.79 0.00 DEC10 240 107.500 45.12 -1.00 38.500 41.03 0.90 MAR11 96 3.000 41.81 -0.13 35.250 39.99 0.88 MAR11 100 3.750 40.75 -0.15 27.000 37.42 0.80 MAR11 110 5.500 37.77 -0.23 19.750 35.68 0.70 MAR11 120 8.750 35.83 -0.33 13.750 33.75 0.58 MAR11 130 12.750 33.53 -0.44 8.750 31.32 0.44 MAR11 140 18.250 32.13 -0.57 5.500 30.59 0.32 MAR11 150 24.500 30.20 -0.69 3.000 29.39 0.21 MAR11 160 32.000 28.22 -0.81 1.000 28.67 0.08 MAR11 180 49.750 23.71 -0.96 39.750 40.08 0.87 JUN11 96 4.250 40.11 -0.15 36.250 39.07 0.85 JUN11 100 5.250 39.20 -0.17 22.000 35.25 0.68 JUN11 120 11.000 35.44 -0.33 16.250 34.09 0.58 JUN11 130 15.000 33.35 -0.43 11.500 32.15 0.47 JUN11 140 20.500 32.01 -0.54 7.750 30.69 0.36 JUN11 150 27.000 31.08 -0.64 5.000 29.74 0.27 JUN11 160 33.750 28.53 -0.75 2.000 28.78 0.14 JUN11 180 50.750 27.06 -0.89 69.750 54.44 0.97 DEC11 64 2.000 45.25 -0.06 62.250 50.97 0.94 DEC11 72 3.000 43.93 -0.08 55.000 48.02 0.92 DEC11 80 4.250 41.87 -0.12 48.000 44.13 0.88 DEC11 88 5.750 40.29 -0.15 41.000 40.44 0.85 DEC11 96 7.500 37.99 -0.20 37.250 37.75 0.83 DEC11 100 8.500 36.90 -0.22 22.500 32.02 0.67 DEC11 120 14.750 31.80 -0.37 12.750 30.08 0.48 DEC11 140 24.750 28.69 -0.56 6.750 28.86 0.31 DEC11 160 39.000 27.27 -0.73 3.250 27.38 0.17 DEC11 180 55.750 25.97 -0.86 39.750 40.77 0.80 JUN12 100 9.500 33.13 -0.23 24.000 31.60 0.66 JUN12 120 17.750 31.28 -0.38 14.250 29.13 0.49 JUN12 140 27.500 27.71 -0.55 8.250 28.09 0.33 JUN12 160 41.500 26.42 -0.70 40.500 40.77 0.79 DEC12 100 13.750 34.92 -0.27 24.500 31.14 0.66 DEC12 120 21.250 30.72 -0.40 14.500 28.11 0.49 DEC12 140 31.750 27.86 -0.55 8.750 27.26 0.34 DEC12 160 46.000 26.77 -0.69 +++ BT Group plc - Euro Cash FLEX Opt (BTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.480 27.98 0.11 17090 145 +++ BT Group plc - STND FUT (BTL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 132.650 DEC10 Z 132.900 MAR11 H 130.670 JUN11 M 130.950 +++ Banco Espanol de Credito SA (BTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.7390 +++ Masco Corp (BV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.250 +++ Banco Bilbao Vizcaya Argent - Amer Phys FLEX Opt (BDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 925 0.3960 48.22 -0.44 0.1968 45.76 0.30 17090 1000 0.8096 42.91 -0.71 1.8301 55.31 0.74 17120 800 17120 1350 4.2220 26.79 -1.00 18031 825 0.8232 49.41 -0.30 0.8011 38.58 0.46 18031 1000 18031 1300 3.7948 32.44 -0.91 16121 800 1.1102 41.53 -0.31 16121 1200 3.5179 35.21 -0.70 0.2717 32.58 0.16 15062 1500 0.2420 32.28 0.15 15062 1525 0.3412 32.58 0.19 21092 1500 6.3333 30.60 -0.84 21092 1550 6.7849 30.60 -0.86 +++ Banco Bilbao Vizcaya Argentaria SA - Cash FLEX Fut (BDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 05100 9.3657 +++ Banco Bilbao Vizcaya Argentaria SA (BVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.3610 +++ Banco Bilbao Vizcaya Argentaria SA - STND FUT (BVA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.3630 OCT10 V 9.2770 NOV10 X 9.2840 DEC10 Z 9.2890 +++ Bureau Veritas SA (BVI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.3900 +++ Bovis Homes Group (BVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 344.100 +++ Bovis Homes Group - STND FUT (BVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 344.230 DEC10 Z 344.870 MAR11 H 345.580 JUN11 M 346.330 +++ BWIN Interactive Entertainment AG (BWI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.9900 +++ Brown (N.) Group (BWN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 221.000 +++ Brown (N.) Group - STND FUT (BWN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 221.090 DEC10 Z 221.490 MAR11 H 221.950 JUN11 M 222.430 +++ Bellway (BWY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 513.000 +++ Bellway - STND FUT (BWY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 513.200 DEC10 Z 514.150 MAR11 H 515.210 JUN11 M 516.330 +++ Progress Energy Inc (BY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.540 +++ Bayer AG - Amer Phys FLEX Opt (BQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6486 29.08 0.31 17090 4900 0.2840 30.33 0.16 17090 5100 0.0990 34.10 0.06 17090 5400 +++ Bayer AG - Amer Cash FLEX Opt (BQU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 3.0306 30.45 -0.32 +++ Bayer AG - Euro Phys FLEX Opt (BQX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 3.0208 30.45 -0.32 +++ Bayer AG - STND FUT (BYA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 47.0864 OCT10 V 47.1063 NOV10 X 47.1402 DEC10 Z 47.1676 +++ BAYER AG (BYR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.0750 +++ Buzzi Unicem SpA RSP (BZU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.1975 +++ Buzzi Unicem SPA (BZZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.2050 +++ C & W Communications ex event package (C+W/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 120.650 +++ C & W Communications ex event package (C+W/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.000 30.33 0.55 SEP10 120 3.750 32.88 -0.46 1.000 30.69 0.18 SEP10 130 10.250 29.99 -0.82 0.250 33.14 0.04 SEP10 140 19.500 33.99 -0.95 0.000 35.47 0.01 SEP10 150 29.250 37.16 -0.99 0.000 38.07 0.00 SEP10 160 39.250 38.75 -1.00 0.000 39.37 0.00 SEP10 180 59.250 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 25.67 0.00 17120 210 +++ C & W Communications ex event package - Euro Phys (CWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.090 31.64 0.07 16121 190 84.770 33.09 -0.92 +++ Carrefour SA (CA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.5900 +++ Carrefour SA - STND FUT (CA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 34.5980 OCT10 V 34.6130 NOV10 X 34.6380 DEC10 Z 34.6580 +++ Carrefour SA - Amer Phys FLEX Opt (CMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4400 27.22 0.29 17090 3600 1.8400 27.22 -0.71 0.0100 30.47 0.01 17090 4200 15100 3400 1.3500 31.70 -0.42 17120 3200 1.4300 34.08 -0.30 2.7300 31.29 0.58 17120 3400 2.1000 31.29 -0.42 1.6900 29.28 0.44 17120 3600 0.9600 27.85 0.31 17120 3800 0.3451 26.20 0.14 17120 4100 4.9200 32.20 0.59 16121 3400 2.4000 28.96 0.38 16121 4000 16121 4800 14.7583 26.55 -0.85 2.8261 28.85 0.40 16032 4000 +++ Carrefour SA - Euro Phys FLEX Opt (CMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.7479 31.29 0.58 17120 3400 2.0697 31.29 -0.42 0.0944 24.83 0.05 17120 4400 9.3903 24.83 -0.95 0.0012 21.19 0.00 17120 5000 15.2815 21.19 -1.00 +++ CAC High Dividend Index (CAH/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.220 +++ Canal + (CAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4150 +++ Castellum AB (CAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.6000 +++ Close Brothers Group (CBG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 670.000 +++ Close Brothers Group - STND FUT (CBG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 670.260 DEC10 Z 671.500 MAR11 H 672.890 JUN11 M 674.340 +++ Commerzbank AG - Euro Cash FLEX Opt (CBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5064 41.30 0.75 17090 600 0.1205 44.45 -0.26 +++ Commerzbank AG (CBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.4010 +++ Commerzbank AG - STND FUT (CBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 6.4026 OCT10 V 6.4053 NOV10 X 6.4099 DEC10 Z 6.4136 +++ Commerzbank AG - Amer Phys FLEX Opt (CBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 500 0.1471 48.59 -0.14 0.2289 35.04 0.31 17120 720 +++ Commerzbank AG - Amer Cash FLEX Opt (CBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.0119 79.17 -0.02 17090 560 0.0658 53.01 -0.14 17090 600 0.1206 44.45 -0.26 0.7664 38.55 0.66 17120 600 0.3960 42.05 -0.34 +++ Commerzbank AG - Euro Phys FLEX Opt (CBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5064 41.30 0.75 17090 600 0.1205 44.45 -0.26 0.1852 35.17 0.27 17120 740 1.2048 38.68 -0.71 +++ Computacenter (CCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 279.600 +++ Computacenter - STND FUT (CCC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 279.710 DEC10 Z 280.220 MAR11 H 280.800 JUN11 M 281.410 +++ CAC 40 - Index (CCI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3450.190 +++ CAC 40 - Amer FLEX Index Opt (XCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 79.510 29.45 -0.41 +++ CAC 40 - Euro FLEX Index Opt (YCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 78.250 29.45 -0.41 +++ Cable & Wireless Communications (CCT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.900 +++ Cable & Wireless Communications - STND OPT (CCT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 10.000 47.24 0.95 SEP10 48 0.250 56.76 -0.09 6.250 39.05 0.87 SEP10 52 0.250 36.42 -0.11 4.250 29.04 0.84 SEP10 54 0.500 32.49 -0.19 3.000 31.91 0.68 SEP10 56 1.000 30.66 -0.32 1.750 29.91 0.51 SEP10 58 1.750 29.76 -0.49 1.000 29.40 0.33 SEP10 60 3.000 28.81 -0.67 0.500 30.59 0.20 SEP10 62 4.500 27.04 -0.83 0.250 33.69 0.13 SEP10 64 6.250 23.80 -0.95 0.250 46.08 0.10 SEP10 68 10.000 10.99 -1.00 0.250 56.50 0.08 SEP10 72 14.500 60.67 -0.91 10.750 36.02 0.87 DEC10 48 1.250 36.16 -0.19 7.000 29.60 0.79 DEC10 52 2.000 30.71 -0.29 4.500 30.73 0.62 DEC10 56 3.500 29.23 -0.46 2.500 28.75 0.43 DEC10 60 5.750 28.59 -0.63 1.250 26.99 0.26 DEC10 64 8.750 28.16 -0.77 0.500 25.56 0.12 DEC10 68 12.250 28.74 -0.86 0.500 32.35 0.11 DEC10 72 16.000 26.80 -0.94 10.750 31.60 0.85 MAR11 48 1.500 29.90 -0.20 7.750 30.65 0.73 MAR11 52 3.250 32.40 -0.33 5.500 30.79 0.59 MAR11 56 5.000 31.56 -0.44 3.750 29.88 0.45 MAR11 60 7.500 31.15 -0.56 2.250 29.49 0.33 MAR11 64 10.000 29.56 -0.68 0.750 27.70 0.14 MAR11 72 17.250 36.10 -0.78 +++ Citigroup Inc Physical (CCX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.660 +++ Citigroup Inc Physical - STND FUT (CCX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 3.661 OCT10 V 3.661 NOV10 X 3.663 DEC10 Z 3.664 +++ Progressive Corp / The (CD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.320 +++ Cofide SpA (CDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6000 +++ Christian Dior SA (CDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.4700 +++ OJSC Cherkizovo Group (CE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.8000 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 16.8700 +++ Compania Espanola de Petroleos SA (CEPSA)STND FUT (CEP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.8740 OCT10 V 16.8810 NOV10 X 16.8930 DEC10 Z 16.9030 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 24.1800 +++ CFR ex-event package - Amer Phys FLEX Opt (CFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.506 33.92 0.10 17120 789 0.253 33.92 0.06 17120 838 +++ CFR ex-event package (CFR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.460 +++ ConAgra Foods Inc (CG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.400 +++ Cargotec Corporation (CGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.9600 +++ Alcatel-Lucent SA (CGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.9970 +++ Alcatel-Lucent SA - (CGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1.9970 OCT10 V 1.9980 NOV10 X 2.0000 DEC10 Z 2.0010 +++ Alcatel-lucent SA - Amer Phys FLEX Opt (CGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 220 0.2200 40.38 -0.82 17120 220 0.3100 41.73 -0.62 18031 241 0.5123 40.30 -0.68 +++ Catlin Group Ltd (CGL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 334.000 +++ Cie Generale de Geophysique-Veritas (CGV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.1350 +++ Clorox Co (CH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.000 +++ Chesapeake Energy Corp (CHK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.820 +++ Charter International plc (CHT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 567.000 +++ Cimpor SGPS (CI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.5660 +++ Ferrovial SA Contracts (CIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.7540 +++ Corio NV -Euro Cash FLEX Opt (CDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1729 24.75 0.13 17090 4840 +++ Corio NV - Cash FLEX Fut (CDD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 45.0066 +++ Corio NV (CIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.9950 +++ CIR SpA (CIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.3280 +++ Qwest Communications International (CJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.630 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 412.300 +++ Cookson Group - STND FUT (CKG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 412.460 DEC10 Z 413.220 MAR11 H 414.080 JUN11 M 414.970 +++ Cephalon Inc (CL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.710 +++ Carlsberg A/S (CLB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 529.00 +++ Carlsberg A/S - Cash FLEX Fut (CLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 529.25 +++ Carillion (CLL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 298.200 +++ Carillion - STND FUT (CLL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 298.320 DEC10 Z 298.870 MAR11 H 299.490 JUN11 M 300.130 +++ Coloplast A/S (CLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 631.50 +++ Celesio AG (CLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.4550 +++ Comstar - United Telesystems (CM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.3400 +++ Ciments Francais SA (CMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.8500 +++ Cairn Energy (CNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 449.400 +++ Cairn Energy plc - STND FUT (CNE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 449.570 DEC10 Z 450.400 MAR11 H 451.340 JUN11 M 452.310 +++ Cairn Energy PLC - STND OPT (CNG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 170.000 85.37 0.99 SEP10 280 0.250 81.41 -0.01 150.500 85.27 0.98 SEP10 300 0.750 81.52 -0.02 131.500 84.78 0.95 SEP10 320 1.750 80.74 -0.04 113.500 84.81 0.92 SEP10 340 3.250 80.94 -0.07 96.250 84.02 0.87 SEP10 360 6.000 80.16 -0.12 80.500 83.43 0.82 SEP10 380 9.000 77.26 -0.17 66.000 82.45 0.75 SEP10 400 14.250 77.34 -0.24 59.250 82.35 0.71 SEP10 410 16.750 74.72 -0.28 53.250 82.37 0.67 SEP10 420 20.500 74.55 -0.33 47.500 82.16 0.62 SEP10 430 24.250 73.98 -0.37 42.250 81.68 0.58 SEP10 440 28.750 73.43 -0.42 37.250 81.48 0.54 SEP10 450 33.000 71.49 -0.47 32.500 80.77 0.50 SEP10 460 38.750 71.33 -0.51 28.250 80.03 0.45 SEP10 470 41.250 63.60 -0.58 23.000 76.33 0.41 SEP10 480 53.250 76.07 -0.59 19.250 74.85 0.36 SEP10 490 60.000 75.63 -0.64 16.750 75.59 0.33 SEP10 500 67.250 75.72 -0.67 12.500 76.33 0.26 SEP10 520 82.500 75.03 -0.75 9.000 76.33 0.20 SEP10 540 98.750 74.45 -0.81 6.250 75.89 0.15 SEP10 560 116.500 75.23 -0.85 144.000 66.94 0.86 DEC10 320 11.000 61.56 -0.12 128.250 65.46 0.83 DEC10 340 14.500 59.73 -0.16 113.500 64.20 0.79 DEC10 360 20.000 59.60 -0.20 99.500 62.52 0.75 DEC10 380 24.500 56.75 -0.24 85.750 60.46 0.70 DEC10 400 30.250 54.68 -0.29 73.750 59.44 0.65 DEC10 420 38.500 53.99 -0.35 64.000 59.18 0.59 DEC10 440 48.500 53.85 -0.41 55.000 58.80 0.54 DEC10 460 59.750 53.85 -0.47 46.000 57.67 0.49 DEC10 480 70.500 52.55 -0.53 33.250 57.27 0.39 DEC10 520 97.500 51.87 -0.64 27.750 57.01 0.34 DEC10 540 112.750 51.87 -0.69 23.500 56.88 0.30 DEC10 560 128.500 51.70 -0.73 148.500 55.30 0.85 MAR11 320 16.000 52.88 -0.14 134.000 54.79 0.81 MAR11 340 21.000 52.26 -0.18 120.500 54.29 0.78 MAR11 360 27.250 52.09 -0.22 107.750 53.96 0.74 MAR11 380 34.250 51.52 -0.26 96.000 53.47 0.69 MAR11 400 42.250 51.12 -0.31 85.500 53.28 0.65 MAR11 420 51.500 50.98 -0.35 75.750 52.94 0.60 MAR11 440 61.750 50.78 -0.40 66.500 52.30 0.56 MAR11 460 73.500 50.90 -0.44 57.500 51.40 0.51 MAR11 480 84.750 50.27 -0.49 43.750 50.67 0.43 MAR11 520 110.500 49.40 -0.58 32.500 49.89 0.35 MAR11 560 139.250 48.33 -0.66 +++ Cincinnati Financial Corp (CNN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.670 +++ CNP Assurances (CNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.0000 +++ Casino Guichard Perrachon SA (CO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.1000 +++ Casino Guichard Perrachon SA - Cash FLEX Fut (FBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 62.9842 +++ Casino Guichard Perrachon SA - Phys FLEX Fut (FBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 62.9842 +++ Cobham (COB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 207.800 +++ Cobham - STND FUT (COB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 207.880 DEC10 Z 208.260 MAR11 H 208.700 JUN11 M 209.150 +++ Cofinimmo (COF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 92.9700 +++ Comerica Inc (COM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.680 +++ Continental AG (CON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.7300 +++ Continental AG - Amer Phys FLEX Opt (DVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3800 1.1701 39.15 -0.19 +++ ConocoPhillips (COP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.950 +++ C&C Group PLC (CP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.0500 +++ Compass Group plc - STND FUT (CMP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 516.700 DEC10 Z 517.650 MAR11 H 509.720 JUN11 M 510.820 +++ Compass Group plc (CPG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 516.500 +++ Compass Group plc - STND OPT (CPG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 157.250 66.83 0.99 SEP10 360 0.000 56.16 0.00 117.250 51.17 0.98 SEP10 400 0.250 47.72 -0.02 97.250 42.55 0.97 SEP10 420 0.250 39.02 -0.02 77.750 38.84 0.95 SEP10 440 0.500 33.30 -0.03 58.500 33.55 0.92 SEP10 460 0.750 27.94 -0.05 40.250 29.94 0.84 SEP10 480 2.750 27.81 -0.14 30.750 25.99 0.80 SEP10 490 4.500 26.92 -0.21 24.000 27.00 0.70 SEP10 500 6.750 25.83 -0.30 11.250 24.35 0.47 SEP10 520 14.250 23.84 -0.53 4.500 23.79 0.24 SEP10 540 27.500 23.08 -0.76 2.000 25.76 0.12 SEP10 560 44.250 21.91 -0.92 0.750 26.83 0.05 SEP10 580 63.500 8.73 -1.00 0.500 29.80 0.03 SEP10 600 83.500 8.73 -1.00 0.250 39.01 0.02 SEP10 640 123.500 8.73 -1.00 84.000 29.26 0.86 DEC10 440 6.750 29.44 -0.14 67.500 27.97 0.80 DEC10 460 10.500 28.48 -0.21 52.750 27.19 0.72 DEC10 480 15.000 27.00 -0.28 28.000 25.14 0.52 DEC10 520 30.750 25.34 -0.49 13.000 24.45 0.31 DEC10 560 55.500 24.55 -0.70 5.250 24.12 0.15 DEC10 600 88.000 24.63 -0.85 2.500 25.31 0.08 DEC10 640 125.000 25.17 -0.93 89.250 29.31 0.82 MAR11 440 15.000 28.73 -0.22 58.750 26.66 0.69 MAR11 480 27.750 27.60 -0.35 35.500 25.28 0.52 MAR11 520 45.750 26.16 -0.50 20.000 24.71 0.36 MAR11 560 69.750 24.76 -0.66 10.500 24.33 0.22 MAR11 600 100.750 24.53 -0.79 5.250 24.25 0.13 MAR11 640 137.250 26.35 -0.86 +++ Compass Group plc - Euro Cash FLEX Opt (CPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.870 24.67 0.17 17090 549 +++ Compass Group plc - Amer Phys FLEX Opt (CPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 437.510 152.63 1.00 01090 79 438.540 64.76 1.00 22090 78 +++ Capita Plc (CPI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 700.500 +++ Capita Plc - STND FUT (CPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 694.520 DEC10 Z 695.800 MAR11 H 697.240 JUN11 M 685.980 +++ Carpetright (CPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 704.500 +++ Carpetright - STND FUT (CPR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 696.770 DEC10 Z 698.060 MAR11 H 699.500 JUN11 M 701.020 +++ CRH PLC (CR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.8960 +++ Croda International (CRD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1230.000 +++ Croda International - STND FUT (CRD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1219.650 DEC10 Z 1221.890 MAR11 H 1224.420 JUN11 M 1227.070 +++ Credito Emiliano SpA (CRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3950 +++ Banca Carige SpA (CRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.6230 +++ Criteria Caixacorp SA (CRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5980 +++ Mersen (CRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.6900 +++ CROCS Inc (CRO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.010 +++ Cisco Systems Inc - Physical STND FUT (COX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 21.104 OCT10 V 21.108 NOV10 X 21.115 DEC10 Z 21.121 +++ Cisco Systems INC (CSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.100 +++ Credit Suisse Group - Euro Cash FLEX Opt (CHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.136 35.40 0.08 17090 504 0.904 33.09 0.12 21122 800 +++ Credit Suisse Group - Amer Phys FLEX Opt (CHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 380 1.725 45.19 -0.23 18031 240 0.208 47.97 -0.03 18031 320 1.319 47.97 -0.14 +++ Credit Suisse Group (CSG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.280 +++ Credit Suisse Group - STND FUT (CSG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 44.290 OCT10 V 44.290 NOV10 X 44.300 DEC10 Z 44.300 +++ CSM (CSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.9900 +++ Societa Cattolica di Assicurazioni SCRL (CSS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.7100 +++ Tullett Prebon plc (CST/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 371.000 +++ Tullett Prebon plc - STND FUT (CST/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 371.140 DEC10 Z 371.830 MAR11 H 372.600 JUN11 M 373.400 +++ Central European Media (CT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- +++ Colt Group SA - STND FUT (COL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 111.040 DEC10 Z 111.250 MAR11 H 111.480 JUN11 M 111.720 +++ Colt Group SA (CTM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 111.000 +++ Caterpillar Inc (CTP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.220 +++ Centrica plc - STND FUT (CNA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 325.030 DEC10 Z 321.620 MAR11 H 322.290 JUN11 M 312.720 +++ Centrica plc - Euro Cash FLEX Opt (CRJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.820 20.66 0.20 17090 340 +++ Centrica plc - Euro Phys FLEX Opt (CRX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 24.240 21.45 0.59 18031 315 +++ Centrica PLC (CTR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 324.900 +++ Centrica Plc - STND OPT (CTR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 105.250 71.93 0.99 SEP10 220 0.250 71.93 -0.01 85.250 57.50 0.98 SEP10 240 0.250 57.50 -0.02 65.250 43.90 0.98 SEP10 260 0.250 43.90 -0.02 45.250 28.02 0.98 SEP10 280 0.250 28.02 -0.02 35.500 26.45 0.96 SEP10 290 0.500 26.45 -0.04 26.000 25.10 0.90 SEP10 300 1.000 25.10 -0.10 16.750 21.11 0.82 SEP10 310 1.750 21.11 -0.18 9.250 19.77 0.63 SEP10 320 4.250 19.77 -0.37 4.250 19.28 0.39 SEP10 330 9.250 19.28 -0.61 2.000 20.66 0.21 SEP10 340 17.000 20.66 -0.80 0.750 26.84 0.07 SEP10 360 35.750 26.84 -0.93 0.750 37.62 0.06 SEP10 380 55.750 37.62 -0.94 105.250 41.93 0.98 DEC10 220 1.250 41.93 -0.04 85.250 33.18 0.98 DEC10 240 1.250 33.18 -0.05 65.750 29.89 0.95 DEC10 260 2.250 29.89 -0.09 46.500 24.51 0.91 DEC10 280 3.250 24.46 -0.14 29.250 22.49 0.77 DEC10 300 7.250 22.43 -0.27 16.000 21.09 0.55 DEC10 320 14.250 21.09 -0.46 8.000 20.81 0.34 DEC10 340 26.250 20.81 -0.66 3.000 19.89 0.17 DEC10 360 41.500 19.83 -0.84 85.500 28.74 0.97 MAR11 240 2.250 28.74 -0.07 48.750 23.66 0.83 MAR11 280 6.500 23.53 -0.19 33.750 22.35 0.70 MAR11 300 11.500 22.35 -0.31 21.250 21.15 0.55 MAR11 320 19.250 21.08 -0.45 13.000 20.85 0.40 MAR11 340 30.750 20.78 -0.61 7.250 20.44 0.26 MAR11 360 45.000 20.29 -0.75 +++ Aviva plc - Amer Phys FLEX Opt (AVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 327.310 162.12 1.00 08090 48 323.320 61.73 1.00 17090 52 327.320 51.12 1.00 07100 48 321.330 43.47 1.00 02110 54 317.330 42.15 1.00 09110 58 321.330 58.36 1.00 01120 54 4.310 33.73 0.13 17120 460 +++ Aviva Plc - STND FUT (CGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 375.450 DEC10 Z 366.620 MAR11 H 367.380 JUN11 M 352.390 +++ Aviva plc (CUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 375.300 +++ Aviva plc - STND OPT (CUA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 135.500 61.73 1.00 SEP10 240 0.500 88.29 -0.02 115.500 54.67 1.00 SEP10 260 1.000 80.15 -0.03 95.750 52.03 0.99 SEP10 280 1.250 69.61 -0.04 76.250 51.02 0.96 SEP10 300 1.500 57.85 -0.06 66.750 49.80 0.94 SEP10 310 1.750 53.35 -0.07 57.250 46.75 0.92 SEP10 320 2.250 49.65 -0.09 48.250 45.46 0.88 SEP10 330 2.750 45.67 -0.12 39.500 43.37 0.83 SEP10 340 4.250 44.07 -0.17 31.500 42.15 0.76 SEP10 350 6.250 42.97 -0.24 24.500 41.55 0.67 SEP10 360 9.000 41.18 -0.33 18.000 39.68 0.58 SEP10 370 12.750 40.46 -0.42 13.000 39.41 0.47 SEP10 380 18.000 40.17 -0.53 8.750 38.36 0.37 SEP10 390 24.250 40.70 -0.62 6.250 39.24 0.28 SEP10 400 31.250 40.78 -0.71 3.000 40.51 0.15 SEP10 420 47.750 41.78 -0.84 1.500 43.70 0.09 SEP10 440 65.500 37.87 -0.95 1.250 49.16 0.06 SEP10 460 85.750 48.93 -0.94 1.250 56.78 0.05 SEP10 480 105.500 55.79 -0.95 0.750 79.56 0.03 SEP10 560 185.000 70.95 -0.98 95.750 46.87 0.98 OCT10 280 1.500 46.02 -0.05 76.250 44.93 0.96 OCT10 300 3.000 43.77 -0.10 58.000 43.39 0.90 OCT10 320 6.250 42.77 -0.18 49.250 42.29 0.85 OCT10 330 8.250 41.51 -0.23 41.250 41.34 0.79 OCT10 340 11.000 40.67 -0.29 33.000 38.74 0.73 OCT10 350 14.750 40.52 -0.36 27.000 39.30 0.64 OCT10 360 18.750 39.65 -0.43 21.250 38.59 0.56 OCT10 370 23.750 39.17 -0.50 16.000 37.72 0.47 OCT10 380 29.500 39.04 -0.57 12.250 37.47 0.39 OCT10 390 35.500 38.00 -0.64 8.750 36.69 0.31 OCT10 400 42.750 37.78 -0.71 4.500 36.33 0.18 OCT10 420 59.000 38.28 -0.81 2.500 37.12 0.11 OCT10 440 76.250 36.66 -0.90 44.500 40.26 0.74 NOV10 340 16.750 40.89 -0.32 32.750 40.46 0.60 NOV10 360 25.500 40.44 -0.43 27.000 39.49 0.54 NOV10 370 30.000 39.38 -0.48 22.250 38.99 0.48 NOV10 380 35.500 38.80 -0.54 18.000 38.13 0.41 NOV10 390 41.500 38.14 -0.60 14.500 37.76 0.36 NOV10 400 48.000 37.69 -0.65 8.250 35.33 0.24 NOV10 420 64.000 39.10 -0.73 4.500 34.05 0.15 NOV10 440 79.500 37.33 -0.82 215.500 82.49 1.00 DEC10 160 0.250 65.74 -0.01 195.500 75.38 1.00 DEC10 180 0.500 57.63 -0.01 175.750 74.14 0.99 DEC10 200 0.750 55.83 -0.02 155.500 57.95 0.99 DEC10 220 1.500 53.66 -0.03 135.750 52.89 0.99 DEC10 240 2.750 51.32 -0.05 96.750 45.02 0.95 DEC10 280 6.500 46.81 -0.12 79.000 44.34 0.89 DEC10 300 10.000 45.03 -0.18 62.500 42.56 0.80 DEC10 320 14.750 43.07 -0.25 47.500 40.28 0.70 DEC10 340 21.000 41.39 -0.33 36.250 40.07 0.59 DEC10 360 29.250 39.79 -0.42 26.000 38.70 0.48 DEC10 380 39.250 38.56 -0.52 18.000 37.52 0.38 DEC10 400 51.500 37.65 -0.62 12.250 36.64 0.29 DEC10 420 65.000 35.81 -0.72 7.250 34.69 0.20 DEC10 440 82.250 37.39 -0.78 2.500 32.77 0.08 DEC10 480 116.750 35.16 -0.90 0.750 37.43 0.03 DEC10 560 194.000 31.76 -0.99 136.500 48.78 0.96 MAR11 240 7.000 49.74 -0.09 100.750 45.36 0.86 MAR11 280 13.000 45.42 -0.17 84.500 43.15 0.80 MAR11 300 17.250 43.31 -0.22 69.750 40.97 0.73 MAR11 320 23.750 42.41 -0.28 57.000 39.78 0.66 MAR11 340 31.000 41.03 -0.34 46.500 39.51 0.59 MAR11 360 39.500 39.57 -0.42 36.250 37.95 0.51 MAR11 380 49.500 38.42 -0.49 28.000 37.06 0.43 MAR11 400 61.250 37.47 -0.57 20.750 35.60 0.36 MAR11 420 74.250 36.51 -0.64 15.000 34.71 0.29 MAR11 440 89.000 35.97 -0.71 136.500 48.55 0.96 JUN11 240 11.750 46.53 -0.13 101.000 44.16 0.86 JUN11 280 19.500 41.95 -0.21 85.250 42.16 0.79 JUN11 300 26.000 41.08 -0.27 70.750 40.06 0.73 JUN11 320 33.000 39.60 -0.33 58.750 39.28 0.66 JUN11 340 42.250 38.89 -0.39 47.500 37.86 0.58 JUN11 360 52.250 37.95 -0.46 38.000 36.93 0.51 JUN11 380 63.250 36.87 -0.53 29.750 36.08 0.44 JUN11 400 75.500 35.86 -0.59 22.750 34.94 0.37 JUN11 420 89.250 35.10 -0.66 17.250 34.09 0.30 JUN11 440 105.000 35.02 -0.71 9.250 32.54 0.19 JUN11 480 136.500 32.82 -0.82 2.000 29.89 0.06 JUN11 560 209.750 31.43 -0.94 215.500 71.05 0.99 DEC11 160 16.750 71.05 -0.09 195.750 63.89 0.99 DEC11 180 18.000 63.89 -0.10 176.250 59.04 0.97 DEC11 200 20.250 59.04 -0.13 157.250 54.18 0.95 DEC11 220 22.750 54.18 -0.15 138.750 50.22 0.91 DEC11 240 25.750 50.22 -0.18 105.000 44.00 0.81 DEC11 280 34.500 44.00 -0.25 81.750 43.70 0.70 DEC11 320 55.750 45.00 -0.34 58.000 39.83 0.59 DEC11 360 71.250 39.79 -0.45 40.000 37.32 0.47 DEC11 400 95.750 38.65 -0.55 23.250 32.94 0.34 DEC11 440 124.000 37.68 -0.64 18.000 34.53 0.27 DEC11 480 156.000 37.63 -0.71 12.500 37.97 0.19 DEC11 560 226.000 37.74 -0.82 109.750 46.35 0.79 JUN12 280 49.250 45.00 -0.28 85.500 43.89 0.69 JUN12 320 71.750 45.57 -0.36 62.500 40.02 0.59 JUN12 360 87.250 40.01 -0.46 45.500 37.90 0.48 JUN12 400 111.250 37.90 -0.55 29.500 34.17 0.37 JUN12 440 137.000 35.14 -0.65 153.500 62.48 0.84 DEC12 240 64.500 62.48 -0.21 124.000 54.92 0.77 DEC12 280 77.250 55.87 -0.28 93.250 46.40 0.69 DEC12 320 84.000 45.80 -0.36 67.000 40.23 0.59 DEC12 360 99.250 40.24 -0.45 51.500 38.59 0.50 DEC12 400 123.500 38.36 -0.53 38.500 36.95 0.42 DEC12 440 150.500 36.80 -0.61 30.250 36.46 0.35 DEC12 480 181.500 36.28 -0.67 +++ Chevron Corp (CVX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.470 +++ Costco Wholesale Corp (CWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.280 +++ Cable & Wireless Worldwide (CWT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.750 +++ Cable & Wireless Worldwide - STND OPT (CWT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 11.000 47.64 0.95 SEP10 52 0.250 49.24 -0.06 7.250 44.71 0.86 SEP10 56 0.500 44.75 -0.15 4.250 42.19 0.68 SEP10 60 1.000 32.33 -0.28 3.000 41.01 0.57 SEP10 62 2.250 40.49 -0.43 2.000 39.86 0.45 SEP10 64 3.250 38.94 -0.56 1.250 39.24 0.33 SEP10 66 4.500 39.02 -0.67 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 13.250 37.51 -0.98 0.000 38.27 0.01 SEP10 80 17.250 39.94 -0.99 0.000 39.52 0.00 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 48.04 0.00 SEP10 100 37.250 50.31 -1.00 15.250 42.13 0.92 DEC10 48 0.500 32.27 -0.07 9.000 39.63 0.75 DEC10 56 2.500 36.33 -0.29 6.500 39.15 0.63 DEC10 60 4.500 37.91 -0.42 4.250 37.02 0.50 DEC10 64 6.750 38.33 -0.54 2.750 37.05 0.37 DEC10 68 9.250 37.19 -0.65 1.750 36.30 0.26 DEC10 72 12.250 36.73 -0.75 1.000 36.10 0.18 DEC10 76 15.500 35.70 -0.83 0.750 36.28 0.12 DEC10 80 19.250 34.50 -0.90 0.500 36.78 0.08 DEC10 84 23.000 34.11 -0.94 0.250 37.62 0.06 DEC10 88 27.000 38.09 -0.94 0.250 38.80 0.04 DEC10 92 30.750 32.41 -0.98 0.250 40.31 0.03 DEC10 96 34.750 35.75 -0.98 0.250 42.13 0.03 DEC10 100 38.750 39.00 -0.98 15.750 39.47 0.88 MAR11 48 3.000 49.25 -0.20 10.000 38.01 0.71 MAR11 56 4.250 37.59 -0.32 7.750 37.79 0.61 MAR11 60 6.000 36.95 -0.41 5.750 36.70 0.51 MAR11 64 8.000 35.68 -0.51 4.250 36.33 0.41 MAR11 68 10.500 35.19 -0.60 3.000 35.52 0.32 MAR11 72 13.500 35.74 -0.68 1.250 33.79 0.18 MAR11 80 20.000 35.57 -0.81 0.750 32.78 0.13 MAR11 84 23.500 35.30 -0.86 0.500 31.67 0.08 MAR11 88 27.500 36.29 -0.89 0.250 30.46 0.05 MAR11 92 31.250 36.26 -0.92 0.250 29.16 0.03 MAR11 96 35.000 35.06 -0.95 0.250 34.86 0.04 MAR11 100 38.750 30.59 -0.98 +++ CBS Corp (CXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.190 +++ JSC Chelyabinsk Zinc Plant (CZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5000 +++ Davide Campari - Milano (DA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.0125 +++ Davide Campari - Milano - Cash FLEX Fut (DAD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 4.0135 +++ Daimler AG (DAI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.400 +++ Danske Bank A/S (DAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 123.60 +++ Danske Bank A/S Physical - STND FUT (DNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 123.70 OCT10 V 123.70 NOV10 X 123.90 DEC10 Z 124.00 +++ Deutsche Bank AG (DB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.920 +++ Deutsche Bank AG - Euro Cash FLEX Opt (DBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.7984 32.42 0.18 17120 6000 10.8765 32.41 -0.82 3.8524 36.73 0.32 21122 7000 +++ Deutsche Bank AG (DBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.7650 +++ Deutsche Bank AG - STND FUT (DBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 49.7771 OCT10 V 49.7981 NOV10 X 49.8339 DEC10 Z 49.8629 +++ Deutsche Bank AG - Amer Phys FLEX Opt (DBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3000 0.2564 55.82 -0.04 16121 4400 6.0585 37.67 -0.34 9.3882 43.25 0.62 16121 4800 7.7940 35.54 -0.43 7.3532 41.04 0.54 16121 5200 9.7809 33.23 -0.52 6.5134 40.09 0.50 16121 5400 10.8717 31.95 -0.57 5.6645 39.04 0.46 16121 5600 12.0654 30.85 -0.62 10.6222 45.79 0.63 15062 4800 9.5021 33.13 -0.46 9.9367 44.45 0.58 21122 5200 8.2969 42.45 0.52 21122 5600 15.1084 30.20 -0.59 +++ Deutsche Bank AG - Amer Cash FLEX Opt (DBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 0.0211 65.30 0.00 3.1307 36.30 0.46 17120 5200 5.2453 36.27 -0.54 0.7984 32.42 0.18 17120 6000 10.9290 32.41 -0.83 0.1348 30.59 0.04 17120 6800 16121 4400 6.0585 37.67 -0.34 9.3882 43.25 0.62 16121 4800 7.7940 35.54 -0.43 7.3532 41.04 0.54 16121 5200 9.7809 33.23 -0.52 5.6645 39.04 0.46 16121 5600 12.0654 30.85 -0.62 10.6222 45.79 0.63 15062 4800 9.5021 33.13 -0.46 11.8075 46.44 0.64 21122 4800 10.6734 34.11 -0.44 9.9367 44.45 0.58 21122 5200 8.2969 42.45 0.52 21122 5600 15.1084 30.20 -0.59 +++ Deutsche Bank AG - Euro Phys FLEX Opt (DBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.2347 42.22 0.84 17090 4500 0.4710 42.70 -0.16 0.3460 31.36 0.09 17120 6400 14.4001 31.02 -0.91 0.0152 29.22 0.01 17120 7600 26.0530 29.22 -0.99 0.0081 47.94 0.00 17120 11000 59.9577 47.94 -1.00 17061 4576 5.0960 35.59 -0.39 +++ Deutsche Boerse AG (DBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.7750 +++ Deutsche Boerse AG - Euro Cash FLEX Opt (FVJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0073 43.61 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 3.1184 32.81 -0.42 0.2136 27.40 0.07 17120 6200 +++ DCC PLC (DC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.9600 +++ Dairy Crest Group (DCG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 365.000 +++ Dairy Crest Group - STND FUT (DCG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 365.140 DEC10 Z 365.810 MAR11 H 366.570 JUN11 M 367.370 +++ Danisco A/S (DCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 417.90 +++ Danisco A/S Euro Cash FLEX Opt (DOB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.72 43.14 0.20 17090 461 +++ Danisco A/S - Cash FLEX Fut (DOD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 418.10 +++ Daimler AG - Amer Phys FLEX Opt (DCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3200 0.0869 44.41 -0.05 17090 3700 0.8350 36.83 -0.34 17090 3900 1.7042 34.38 -0.57 17090 4200 3.9370 33.89 -0.85 0.0468 34.96 0.04 17090 4500 0.2042 30.93 0.07 17120 5000 2.1966 31.09 0.36 17061 4400 1.6552 30.50 0.29 17061 4600 +++ Daimler AG - Euro Phys FLEX Opt (DCX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3531 3.6501 37.50 -0.35 +++ Daimler AG (DCY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.2950 +++ Daimler AG - STND FUT (DCY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 38.3043 OCT10 V 38.3204 NOV10 X 38.3480 DEC10 Z 38.3703 +++ Du Pont (E.I.) De Nemours (DD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.240 +++ Dimension Data Holdings (DDH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 120.000 +++ Dimension Data Holdings - STND FUT (DDH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 120.050 DEC10 Z 120.270 MAR11 H 120.520 JUN11 M 120.780 +++ Deutsche Euroshop AG (DE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.0400 +++ Debenhams PLC (DEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.050 +++ JC Decaux SA (DEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.4250 +++ Dexia (DEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3390 +++ Dexia - STND FUT (DEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.3400 OCT10 V 3.3410 NOV10 X 3.3440 DEC10 Z 3.3460 +++ Delhaize Group (DEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.8400 +++ Delhaize Group - Amer Phys FLEX Opt (FQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0200 22.49 0.01 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 ------- -------- ---------- ---------- ---------- ---------- 3.3390 +++ Dexia - Euro Phys FLEX Opt (DEX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0259 35.64 0.05 16121 700 3.6336 35.64 -0.95 +++ Vinci SA - Euro Cash FLEX Opt (DFJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0712 30.48 0.06 17090 3807 +++ Vinci SA - Amer Phys FLEX Opt (DFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 1.2600 33.55 -0.51 +++ Vinci SA (DG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.8150 +++ Dragon Oil Plc (DGO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0780 +++ Americansourcebergen Corp (DH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.690 +++ Douglas Holding AG (DHO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.3500 +++ Amylin Pharmaceuticlas Inc (DI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.740 +++ DSG International plc (DIX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.000 +++ DSG International plc - STND OPT (DIX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 8.000 82.90 0.98 SEP10 16 0.000 82.90 -0.02 4.500 76.49 0.85 SEP10 20 0.500 76.49 -0.15 3.000 74.92 0.71 SEP10 22 1.000 74.92 -0.29 1.750 73.12 0.54 SEP10 24 1.750 73.12 -0.46 1.000 71.35 0.37 SEP10 26 3.000 71.35 -0.63 0.500 68.39 0.22 SEP10 28 4.500 68.39 -0.79 0.250 65.11 0.11 SEP10 30 6.250 65.11 -0.90 0.250 83.80 0.11 SEP10 32 8.000 64.11 -0.95 0.000 61.49 0.01 SEP10 36 12.000 61.49 -1.00 0.000 60.96 0.00 SEP10 40 16.000 60.96 -1.00 0.000 60.70 0.00 SEP10 48 24.000 60.70 -1.00 8.750 71.66 0.89 DEC10 16 0.750 71.66 -0.11 5.750 70.59 0.75 DEC10 20 1.750 70.59 -0.25 3.500 65.55 0.58 DEC10 24 3.500 65.55 -0.42 1.750 58.15 0.38 DEC10 28 5.750 58.15 -0.62 1.250 63.49 0.27 DEC10 32 9.000 63.49 -0.74 0.500 55.29 0.13 DEC10 36 12.250 55.29 -0.88 0.250 56.90 0.07 DEC10 40 16.250 56.90 -0.93 0.000 57.01 0.02 DEC10 48 24.000 57.01 -0.98 8.750 57.50 0.88 MAR11 16 0.750 57.50 -0.12 5.750 50.74 0.75 MAR11 20 1.750 52.16 -0.25 3.500 48.45 0.58 MAR11 24 3.500 49.76 -0.42 1.750 43.37 0.38 MAR11 28 5.750 43.42 -0.62 1.250 48.65 0.28 MAR11 32 9.000 46.16 -0.74 0.250 43.84 0.08 MAR11 40 16.250 43.99 -0.92 +++ DSG International plc - STND FUT (DXN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 24.010 DEC10 Z 24.050 MAR11 H 24.100 JUN11 M 24.160 +++ CR Bard Inc (DJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.970 +++ Beckman Coulter Inc (DK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.410 +++ Becton Dickinson & Co (DL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.600 +++ De La Rue (DLA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 689.500 +++ De La Rue - STND FUT (DLA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 689.770 DEC10 Z 691.040 MAR11 H 692.470 JUN11 M 693.970 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 11.750 +++ Delta Lloyd NV (DLO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.4050 +++ Celgene Corp (DM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.530 +++ Daily Mail & General Trust (A Shs) (DMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 441.300 +++ Daily Mail & General Trust (A Shs) - STND FUT (DMG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 441.470 DEC10 Z 442.290 MAR11 H 443.200 JUN11 M 444.160 +++ DNO International ASA (DN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.9400 +++ DNB NOR ASA (DNB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.3500 +++ D/S Norden A/S (DNO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 210.00 +++ Cigna Corp (DO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.150 +++ Deutsche Postbank AG (DPB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.6850 +++ Deutsche Postbank AG - Amer Phys FLEX Opt (FJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1600 0.0652 39.90 -0.03 0.1501 29.28 0.09 17120 3000 +++ Deutsche Post AG - Euro Cash FLEX Opt (DPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0945 30.38 0.18 17090 1376 0.0814 30.79 0.16 17090 1387 +++ Deutsche Post AG - Amer Phys FLEX Opt (DPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0669 31.27 0.14 17090 1400 +++ Deutsche Post AG (DPW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.8050 +++ Deutsche Post AG - STND FUT (DPW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.8081 OCT10 V 12.8135 NOV10 X 12.8227 DEC10 Z 12.8302 +++ Coventry Health Care Inc (DQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.090 +++ Drax Group Plc - STND FUT (DQA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 385.650 DEC10 Z 386.360 MAR11 H 387.160 JUN11 M 377.930 +++ Drax Group Plc (DRX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 385.500 +++ Davita Inc (DS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.500 +++ Koninklijke DSM N.V (DSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.7400 +++ Koninklijke DSM N.V - STND FUT (DSM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.7480 OCT10 V 32.7620 NOV10 X 32.7850 DEC10 Z 32.8040 +++ Koninklijke DSM NV - Amer Phys FLEX Opt (DSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2100 25.54 0.09 17120 4000 +++ DSV A/S (DSV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 93.50 +++ Quest Diagnostics (DT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.340 +++ Dow Chemical Co/The (DTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.720 +++ DTE Energy Co (DTC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.740 +++ Deutsche Telekom AG (DTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.2350 +++ Deutsche Telekom AG - STND FUT (DTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.2375 OCT10 V 10.2418 NOV10 X 10.2492 DEC10 Z 10.2551 +++ Deutsche Telekom AG - Euro Cash FLEX Opt (DTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.1626 26.06 0.57 16121 950 1.0019 24.55 -0.43 +++ Deutsche Telekom AG - Amer Phys FLEX Opt (DTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 720 0.0369 38.24 -0.04 17120 900 0.1462 26.51 -0.17 17120 1000 0.4014 23.06 -0.40 0.2180 21.25 0.30 17120 1100 0.0667 22.11 0.11 17120 1200 0.0109 31.21 0.02 17120 1500 18031 900 0.2808 26.43 -0.22 +++ Deutsche Telekom AG - Euro Phys FLEX Opt (DTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.3171 32.25 0.93 17120 800 0.0635 32.57 -0.07 1.3991 26.19 0.84 17120 900 0.1457 26.51 -0.17 0.2180 21.25 0.30 17120 1100 0.9594 21.49 -0.70 0.0217 23.66 0.04 17120 1300 2.7481 22.52 -0.97 17061 909 0.6114 24.54 -0.37 0.3122 23.25 0.28 17061 1100 1.6532 19.20 -0.77 0.9311 25.46 0.50 16121 1000 1.2434 23.56 -0.51 0.5595 24.16 0.36 16121 1100 1.8377 21.62 -0.66 0.3129 23.32 0.24 16121 1200 2.5760 19.96 -0.81 +++ Deutsche Telekom AG - Cash FLEX Fut (DTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 10.2477 +++ Edwards Lifesciences Corp (DU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.800 +++ Gilead Sciences Inc (DV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.190 +++ Devon Energy Corp (DVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.610 +++ Davis Service Group (DVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 364.000 +++ Davis Service Group - STND FUT (DVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 364.140 DEC10 Z 364.810 MAR11 H 365.570 JUN11 M 366.360 +++ Derwent London plc (DWV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1383.000 +++ Derwent London plc - STND FUT (DWV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1383.540 DEC10 Z 1386.090 MAR11 H 1388.960 JUN11 M 1391.970 +++ Hologic Inc (DX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.180 +++ Duke Energy Corp (DXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.030 +++ Dexia (DXB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3390 +++ Hospira Inc (DY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.240 +++ Halliburton Co (DYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.800 +++ Intuitive Surgical Inc (DZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 276.800 +++ Archer-Daniels-Midland Co (DZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.760 +++ Elan Corp PLC (EA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4800 +++ East Asiatic Compnay Ltd A/S (EAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 142.00 +++ Laboratory Crp of Amer hldings (EB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.000 +++ Erste Group Bank AG (EBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.4350 +++ Mckesson Corp (EC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.150 +++ Electrocomponents (ECM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 205.700 +++ Electrocomponents - STND FUT (ECM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 205.780 DEC10 Z 206.160 MAR11 H 206.590 JUN11 M 207.030 +++ European Aeronautic Defence and Space Company (EDA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.9250 +++ European Aeronautic Defence and Space Company (EDA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 17.8490 OCT10 V 17.8570 NOV10 X 17.8700 DEC10 Z 17.8800 +++ EDF Energies Nouvelles S.A. (EDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.8850 +++ Electricite de France - Euro Phys FLEX Opt (DAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.8897 27.52 0.31 17120 3400 3.7262 27.52 -0.69 +++ Electricite de France (EDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.4750 +++ Electricite de France - STND FUT (EDF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 31.4830 OCT10 V 31.4960 NOV10 X 31.1190 DEC10 Z 31.1370 +++ Edison SpA (EDN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8700 +++ Energias de Portugal SA (EDP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.4110 +++ Energias de Portugal SA - Euro Phys FLEX Opt (EDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 250 0.1224 28.24 -0.68 17120 250 0.1997 28.45 -0.55 0.0303 24.57 0.14 18031 300 0.1307 27.60 0.31 16121 300 +++ EDP Renovaveis, S.A (EDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3300 +++ Medco Health Solutions Inc (EE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.410 +++ Essilor International SA (EF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.2250 +++ Essilor International SA - Amer Phys FLEX Opt (EFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18031 4800 2.8800 21.41 -0.45 +++ Essilor International SA - Euro Phys FLEX Opt (EFX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.5337 24.30 0.73 17120 4500 1.1921 24.30 -0.27 +++ FTSEurofirst 80 (EFE/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3350.780 +++ FTSEurofirst 80 - Euro FLEX Index Opt (YFE/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.590 20.96 0.00 17120 4500 1187.370 20.96 -0.98 +++ FTSEurofirst 100 (EFP/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3124.230 +++ Mota Engil SGPS (EG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0950 +++ Mednax Inc (EH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.810 +++ Egis PLC (EI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20500.0 +++ Thermo Fisher Scientific Inc (EK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.840 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 15.1600 +++ Endesa SA (ELE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.3150 +++ Endesa SA - Cash Flex Future (END/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 18.3197 +++ Elringklinger AG (ELR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.6250 +++ Electrolux AB (ELT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 145.2000 +++ EMC Corp/Massachusetts (EMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.020 +++ Man Group Plc (EMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 206.600 +++ Man Group Plc - STND OPT (EMG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 28.750 53.02 0.86 SEP10 180 1.250 44.79 -0.10 19.500 43.12 0.79 SEP10 190 3.000 44.88 -0.21 12.250 41.14 0.64 SEP10 200 5.500 39.95 -0.35 9.250 40.28 0.55 SEP10 205 7.500 39.17 -0.45 7.000 39.65 0.46 SEP10 210 10.000 39.14 -0.54 5.000 39.82 0.37 SEP10 215 13.250 38.69 -0.64 3.750 41.15 0.29 SEP10 220 16.250 35.90 -0.74 3.000 43.65 0.24 SEP10 225 20.750 39.21 -0.79 2.500 45.00 0.19 SEP10 230 24.750 37.85 -0.85 2.250 49.84 0.17 SEP10 235 29.250 38.21 -0.90 2.000 52.94 0.15 SEP10 240 34.000 39.73 -0.92 2.000 57.88 0.14 SEP10 245 38.750 40.17 -0.95 2.000 61.44 0.13 SEP10 250 43.500 38.40 -0.97 1.750 68.41 0.11 SEP10 260 53.500 41.64 -0.98 1.500 74.28 0.09 SEP10 270 63.500 44.04 -0.99 1.500 79.95 0.08 SEP10 280 73.500 46.96 -1.00 1.250 91.20 0.07 SEP10 300 93.500 53.58 -1.00 1.250 101.05 0.06 SEP10 320 113.500 62.78 -1.00 1.000 107.47 0.05 SEP10 340 133.500 74.09 -1.00 1.000 117.26 0.04 SEP10 360 153.500 86.17 -0.99 30.000 42.33 0.83 OCT10 180 3.500 43.85 -0.18 23.000 42.90 0.73 OCT10 190 6.500 43.84 -0.28 16.500 42.35 0.61 OCT10 200 9.500 41.10 -0.38 13.500 40.96 0.55 OCT10 205 11.750 40.55 -0.45 11.500 41.58 0.49 OCT10 210 14.000 39.58 -0.51 9.250 40.62 0.43 OCT10 215 17.250 40.21 -0.57 7.250 40.08 0.37 OCT10 220 19.750 37.21 -0.65 5.750 39.88 0.31 OCT10 225 24.500 41.69 -0.68 4.250 37.86 0.25 OCT10 230 27.750 39.41 -0.74 3.250 37.83 0.21 OCT10 235 31.500 38.33 -0.79 2.500 38.32 0.17 OCT10 240 35.750 38.30 -0.83 2.000 47.58 0.12 OCT10 260 54.000 38.58 -0.94 32.000 39.71 0.79 NOV10 180 8.750 51.52 -0.25 26.500 43.50 0.70 NOV10 190 9.500 43.13 -0.30 20.500 42.74 0.61 NOV10 200 12.750 40.51 -0.39 17.000 40.29 0.56 NOV10 205 16.000 42.51 -0.44 14.750 39.73 0.51 NOV10 210 17.500 39.46 -0.49 12.500 39.67 0.46 NOV10 215 21.250 41.25 -0.54 10.500 39.11 0.41 NOV10 220 23.750 39.16 -0.59 9.000 43.04 0.35 NOV10 230 28.750 33.52 -0.72 33.500 43.19 0.77 DEC10 180 9.500 42.21 -0.28 27.250 43.90 0.69 DEC10 190 13.000 40.87 -0.36 20.750 41.37 0.60 DEC10 200 17.500 40.25 -0.45 14.750 38.14 0.51 DEC10 210 23.000 39.38 -0.54 11.500 39.40 0.42 DEC10 220 30.000 40.29 -0.62 9.500 41.99 0.35 DEC10 230 36.500 38.08 -0.70 5.500 37.73 0.25 DEC10 240 44.250 37.45 -0.77 2.750 37.98 0.14 DEC10 260 61.500 36.82 -0.88 1.750 38.16 0.08 DEC10 280 80.000 35.61 -0.94 1.750 46.50 0.08 DEC10 300 99.250 32.94 -0.98 1.750 41.45 0.03 DEC10 320 119.000 30.47 -1.00 37.250 42.67 0.73 MAR11 180 14.000 40.54 -0.30 30.750 41.62 0.66 MAR11 190 18.000 39.79 -0.37 25.250 40.67 0.59 MAR11 200 23.250 39.85 -0.43 20.500 39.82 0.52 MAR11 210 28.500 38.99 -0.50 16.500 39.07 0.45 MAR11 220 34.750 38.69 -0.57 13.000 38.26 0.38 MAR11 230 42.000 38.87 -0.62 9.750 37.11 0.31 MAR11 240 48.500 37.23 -0.69 5.750 36.02 0.21 MAR11 260 64.250 35.50 -0.80 3.500 36.04 0.14 MAR11 280 82.000 35.34 -0.87 2.250 41.44 0.09 MAR11 320 119.750 34.66 -0.96 +++ Man Group plc - Euro Cash FLEX Opt (EWJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.510 41.65 0.28 17090 221 +++ Man Group plc - Amer Phys FLEX Opt (EWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 170.600 53.87 1.00 31080 36 172.610 49.67 1.00 13090 34 0.000 41.45 0.00 17120 565 363.610 30.47 -1.00 +++ Man Group plc - STND FUT (MAN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 206.680 DEC10 Z 200.810 MAR11 H 201.220 JUN11 M 201.660 +++ Bouygues - Euro Phys FLEX Opt (EHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6148 34.39 0.20 17120 3800 6.9063 34.39 -0.80 +++ Bouygues SA (EN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.6100 +++ Bouygues SA - STND FUT (EN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 31.6180 OCT10 V 31.6310 NOV10 X 31.6540 DEC10 Z 31.6720 +++ Enagas (ENG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6750 +++ Eni SpA (ENI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.3900 +++ Eni SpA - STND FUT (ENI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.3937 OCT10 V 14.9000 NOV10 X 14.9107 DEC10 Z 14.9194 +++ ENI SpA - Euro Cash FLEX Opt (ENJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0414 24.13 0.10 17090 1668 0.0337 24.94 0.08 17090 1685 +++ ENI SpA - Euro Phys FLEX Opt (ENX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5360 21.01 0.28 15121 1700 3.2280 23.38 -0.69 +++ ENI SpA - Cash FLEX Fut (ENY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 04100 14.8975 +++ Enel SpA - Euro Cash FLEX Opt (ECJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0176 25.13 0.15 17090 394 0.0143 25.36 0.13 17090 397 +++ Enel SpA - Amer Phys FLEX Opt (ECQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 18.79 0.00 17120 566 +++ Enel SpA - Euro Phys FLEX Opt (ECX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.7188 34.64 -0.98 0.6428 34.94 0.84 17120 300 0.0608 34.57 -0.15 0.0772 23.33 0.28 17120 389 0.3780 22.37 -0.73 0.0059 20.52 0.04 17120 442 0.8418 20.52 -0.96 +++ Enel SpA (ENL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6825 +++ Enel SpA - STND FUT (ENL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.6834 OCT10 V 3.6849 NOV10 X 3.6876 DEC10 Z 3.5797 +++ Eniro AB (ENR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.1000 +++ Dentsply Intl Inc (EO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.850 +++ E.ON AG (EOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.1000 +++ E.ON AG - STND FUT (EOA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 22.1054 OCT10 V 22.1147 NOV10 X 22.1306 DEC10 Z 22.1435 +++ E.ON AG - Amer Phys FLEX Opt (EOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2200 0.5243 26.02 -0.46 0.1034 28.63 0.13 17090 2400 0.0238 34.35 0.03 17090 2600 0.2430 25.73 0.21 15100 2400 17120 2000 0.5673 29.52 -0.24 +++ E.ON AG - Amer Cash FLEX Opt (EOU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0238 34.35 0.03 17090 2600 +++ E.ON AG - Euro Phys FLEX Opt (EOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1034 28.63 0.13 17090 2400 1.9864 27.67 -0.87 0.5618 24.83 0.31 17120 2400 2.3949 24.73 -0.69 0.0233 25.76 0.02 17120 3000 7.8467 25.96 -0.98 0.0077 28.89 0.01 17120 3333 0.0077 34.66 0.01 17120 3667 14.4825 34.66 -0.99 0.0927 24.07 0.06 18031 3000 17061 2039 1.6667 24.99 -0.43 1.4680 26.82 0.45 17061 2200 2.4737 23.22 -0.57 0.4906 24.39 0.18 16121 2800 7.5240 24.39 -0.82 0.9994 28.42 0.24 20123 3000 12.2326 28.42 -0.76 +++ E.ON AG - Cash FLEX Fut (EOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 22.1275 +++ CME Group Inc (EPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 238.950 +++ Enterprise Porducts Partners LP (EPP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.550 +++ Wellpoint Inc (EQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.800 +++ Edenred (ER /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.5800 +++ Eramet (ERA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 196.1500 +++ Ericsson Telefonaktiebolaget LM (ERC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.9500 +++ Ericsson Telefonaktiebolaget LM - STND FUT (ERC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 72.9850 OCT10 V 73.0350 NOV10 X 73.1190 DEC10 Z 73.1910 +++ Ericsson Telefonaktiebolaget LM - Amer Phys FLEX O (ERQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0287 44.67 0.01 17090 9500 +++ ERG SpA (ERG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.5450 +++ Euromoney Institutional Investors (ERM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 590.000 +++ Euromoney Institutional Investors - STND FUT (ERM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 590.230 DEC10 Z 591.320 MAR11 H 592.540 JUN11 M 593.820 +++ Zimmer Holdings Inc (ES /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.400 +++ Etablissements Maurel et Prom (ETA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.7110 +++ National Bank of Greece SA (ETE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.7500 +++ E*Trade Financial Corp (ETF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.850 +++ Enterprise Inns (ETI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 84.400 +++ Enterprise Inns - STND FUT (ETI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 84.430 DEC10 Z 84.590 MAR11 H 84.760 JUN11 M 84.950 +++ Enterprise Inns - STND OPT (ETP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 13.250 59.94 0.87 SEP10 72 1.000 59.94 -0.13 7.250 54.78 0.68 SEP10 80 2.750 53.81 -0.32 5.000 54.83 0.54 SEP10 84 4.250 52.46 -0.46 3.250 54.69 0.41 SEP10 88 6.750 54.69 -0.59 2.000 54.32 0.29 SEP10 92 9.500 54.32 -0.71 1.000 51.72 0.18 SEP10 96 12.500 51.72 -0.82 0.500 51.49 0.11 SEP10 100 16.250 51.49 -0.89 0.250 56.64 0.04 SEP10 110 25.750 56.64 -0.96 0.250 67.02 0.02 SEP10 120 35.750 67.02 -0.98 0.250 79.48 0.02 SEP10 130 45.750 79.48 -0.98 0.250 90.84 0.02 SEP10 140 55.750 90.84 -0.98 0.000 98.80 0.02 SEP10 150 65.750 98.80 -0.99 0.000 104.87 0.01 SEP10 160 75.750 104.87 -0.99 12.750 55.66 0.63 DEC10 80 8.000 55.66 -0.37 10.750 55.51 0.57 DEC10 84 10.000 55.51 -0.43 9.500 57.64 0.52 DEC10 88 13.000 57.64 -0.48 7.500 54.41 0.45 DEC10 92 14.750 54.41 -0.55 6.000 53.67 0.39 DEC10 96 17.500 53.67 -0.61 5.000 54.02 0.34 DEC10 100 20.500 54.02 -0.66 3.000 53.14 0.23 DEC10 110 28.500 53.14 -0.77 1.750 53.12 0.15 DEC10 120 37.250 53.12 -0.85 1.000 51.96 0.09 DEC10 130 46.250 51.96 -0.91 0.500 51.00 0.05 DEC10 140 56.000 51.00 -0.95 0.250 49.50 0.03 DEC10 150 65.750 49.50 -0.98 0.000 47.60 0.01 DEC10 160 75.750 58.10 -0.97 16.500 57.04 0.64 MAR11 80 11.750 56.70 -0.36 14.750 57.47 0.59 MAR11 84 14.000 57.06 -0.41 13.250 57.63 0.55 MAR11 88 16.250 56.60 -0.45 11.750 57.60 0.51 MAR11 92 18.750 56.59 -0.49 10.250 56.67 0.47 MAR11 96 21.500 56.67 -0.53 9.250 57.22 0.43 MAR11 100 24.250 56.37 -0.57 6.750 56.65 0.34 MAR11 110 31.750 55.94 -0.66 4.500 54.84 0.26 MAR11 120 39.750 54.84 -0.74 2.250 54.62 0.15 MAR11 140 57.500 54.42 -0.85 +++ Eutelsat Communications (ETL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.7900 +++ Euro Aero Defense and Space (EUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.0050 +++ Euler Hermes SA (EUL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.8100 +++ Eurasian Natural Resources (EUN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 827.000 +++ Eurasian Natural Resources - Amer Phys Flex Opt (ZLO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 52.220 38.08 0.30 16121 1100 +++ Eurasian Natural Resources - Euro Phys Flex Opt (ZLV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 940 125.070 23.97 -0.99 34.720 38.15 0.28 18031 1010 52.130 38.08 0.30 16121 1100 +++ Evraz Group SA (EV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.5000 +++ Ebro Foods SA (EVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.2850 +++ EVN AG (EVN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.4100 +++ Exor SpA PRF (EX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.3700 +++ Experian Plc - MATCH USF (EXF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 606.240 DEC10 Z 607.350 MAR11 H 603.350 JUN11 M 604.660 +++ Experian Plc (EXP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 606.000 +++ Experian Plc (EXP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 126.750 46.68 0.98 SEP10 480 0.500 46.68 -0.02 87.250 35.34 0.96 SEP10 520 1.000 35.34 -0.04 49.000 27.91 0.87 SEP10 560 2.750 28.00 -0.13 32.250 25.89 0.76 SEP10 580 6.000 25.89 -0.24 18.500 24.43 0.58 SEP10 600 12.250 24.43 -0.42 8.500 23.06 0.36 SEP10 620 22.250 23.06 -0.64 3.500 22.64 0.18 SEP10 640 37.250 22.64 -0.82 1.000 21.61 0.07 SEP10 660 54.750 21.44 -0.94 0.750 26.12 0.05 SEP10 680 74.500 26.12 -0.96 0.500 34.01 0.03 SEP10 720 114.250 34.01 -0.98 0.250 45.36 0.01 SEP10 800 194.000 45.36 -0.99 130.750 30.93 0.93 DEC10 480 3.750 30.93 -0.07 63.000 26.34 0.73 DEC10 560 15.750 26.34 -0.27 36.750 24.34 0.56 DEC10 600 29.500 24.34 -0.44 18.500 23.23 0.37 DEC10 640 51.250 23.23 -0.63 8.500 22.73 0.21 DEC10 680 81.250 22.73 -0.80 3.750 23.07 0.11 DEC10 720 116.750 23.07 -0.90 1.500 27.12 0.04 DEC10 800 194.500 27.12 -0.97 133.500 28.63 0.90 MAR11 480 8.500 28.63 -0.12 69.750 25.44 0.70 MAR11 560 26.000 25.44 -0.31 45.000 23.95 0.56 MAR11 600 41.500 23.95 -0.45 26.500 22.75 0.40 MAR11 640 63.250 22.75 -0.61 15.000 22.28 0.27 MAR11 680 91.750 22.28 -0.74 7.750 21.84 0.16 MAR11 720 124.500 21.84 -0.85 +++ Exor SpA (EXS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.1500 +++ Entergy Corp (EYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 77.600 +++ CEZ AS (EZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 820.00 +++ Easyjet (EZJ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 352.300 +++ Easyjet - STND FUT (EZJ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 352.440 DEC10 Z 353.090 MAR11 H 353.820 JUN11 M 354.580 +++ Faurecia (FA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.0800 +++ Aetna Inc (FAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.130 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 150.0000 +++ Frontier Communications Corp (FCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.540 +++ TUI Travel plc (FCD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 198.600 +++ TUI Travel plc - STND FUT (FCD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 198.680 DEC10 Z 199.040 MAR11 H 199.460 JUN11 M 199.890 +++ Fonciere Des Regions (FDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 70.3000 +++ Fred. Olsen Energy ASA (FE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 173.0000 +++ Fraport AG Frankfurt Airport Srvcs (FF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.3950 +++ FirstGroup (FGP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 343.500 +++ FirstGroup - STND FUT (FGP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 343.630 DEC10 Z 344.270 MAR11 H 344.980 JUN11 M 345.730 +++ Eiffage SA (FGR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.3600 +++ FHB Mortgage Bank PLC (FH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1086.0 +++ First Horizon National Corp (FHN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.140 +++ X5 Retail Group (FI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.0000 +++ Fiat SpA (FIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.0850 +++ Fiat SpA - STND FUT (FIA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.0872 OCT10 V 9.0910 NOV10 X 9.0976 DEC10 Z 9.1029 +++ Fiat SpA - Amer Phys FLEX Opt (FXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3333 35.24 0.23 17061 1200 +++ Fielmann AG (FIE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.4200 +++ Fifth Third Bancorp (FIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.880 +++ Georg Fischer AG (FIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 377.750 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 332.50 +++ Flughafen Wien AG (FLU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.8400 +++ Gen-probe Inc (FM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.000 +++ Fresenius Medical Care AG St (FMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.4050 +++ Fresenius Medical Care AG&Co - Amer Phys FLEX Opt (FMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3200 0.3663 28.73 -0.06 17061 4000 1.5734 24.59 -0.24 13.9309 21.16 0.96 16091 3200 8.7837 21.09 0.84 16091 3800 +++ Freenet AG (FN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.6430 +++ Finmeccanica SpA (FNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.8350 +++ Kraft Foods Inc (FOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.200 +++ Fondiaria-SAI SPA - (savings) (FON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.5900 +++ 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 14.7520 46.21 -1.00 0.0100 28.89 0.00 21122 2400 +++ ageas NV/SA (FOR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.9880 +++ ageas NV/SA - STND FUT (FOR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1.9880 OCT10 V 1.9890 NOV10 X 1.9910 DEC10 Z 1.9920 +++ 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 12.9731 45.22 -1.00 0.0000 45.88 0.00 17120 1600 13.9705 45.88 -1.00 0.0000 46.61 0.00 17120 1700 14.9679 46.61 -1.00 +++ FTSE Eurofirst 300 Index (FOT/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1015.6 +++ Prudential Financial Inc (FPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.100 +++ Forth Ports (FPT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1288.000 +++ Forth Ports - STND FUT (FPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1288.500 DEC10 Z 1290.880 MAR11 H 1293.550 JUN11 M 1296.350 +++ Valeo SA (FR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.8900 +++ Fortis (FRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.9880 +++ Fresenius SE (FRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.7000 +++ Forest Laboratories Inc (FRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.600 +++ Fortum Oyj (FRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.9600 +++ Fortum Oyj - Euro Cash FLEX Opt (FUJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0683 21.08 0.14 17090 1903 0.0578 20.98 0.13 17090 1911 +++ Fondiaria -Sai SpA (FSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.3250 +++ Swedbank AB (FSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.6500 +++ PNC Financial Services Group Inc (FSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.000 +++ France Telecom SA (FTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.0000 +++ France Telecom SA - STND FUT (FTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.4540 OCT10 V 15.4600 NOV10 X 15.4710 DEC10 Z 15.4800 +++ France Telecom SA - Euro Cash FLEX Opt (FTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4684 22.31 0.22 21122 1800 5.2481 22.31 -0.78 +++ France Telecom SA - Amer Phys FLEX Opt (FTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1900 21.50 0.47 17090 1600 17090 1700 1.6100 19.80 -0.97 17120 1200 0.1200 34.53 -0.08 17120 1600 1.1300 23.32 -0.58 0.1000 21.68 0.12 17120 1800 18031 1200 0.2500 32.40 -0.12 +++ France Telecom SA - Euro Phys FLEX Opt (FTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.8417 27.87 0.77 17120 1400 0.3553 27.87 -0.23 1.1129 25.03 0.62 17120 1500 0.6240 25.03 -0.38 0.5872 23.32 0.43 17120 1600 1.0957 23.32 -0.57 0.2724 22.48 0.25 17120 1700 1.7782 22.48 -0.75 0.0062 19.57 0.01 17120 2000 4.5043 19.57 -0.99 16121 1200 0.7919 28.58 -0.24 0.8998 23.81 0.39 16121 1600 2.6096 23.81 -0.61 16121 2400 9.6109 20.52 -0.98 +++ France Telecom SA - Cash FLEX Fut (FTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 02090 15.4513 03090 15.4514 06090 15.4520 07090 15.4521 13090 15.4532 14090 15.4534 +++ France Telecom SA - Phys FLEX Fut (FTZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17120 15.4800 +++ Franklin Resources Inc (FUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 95.350 +++ Fuchs Petrolub AG - PFD (FUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 71.2000 +++ Fugro NV (FUR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.4100 +++ FedEx Corp (FXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.010 +++ GEA Group AG (G1A/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.4950 +++ Gas Natural SDG SA (GAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.6300 +++ Gas Natural SDG SA - STND FUT (GAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 11.6330 OCT10 V 11.6380 NOV10 X 11.6460 DEC10 Z 11.6530 +++ Bilfinger Berger AG (GB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.7350 +++ Bourbon SA (GBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.0100 +++ Groupe Bruxelles Lambert SA (GBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.4300 +++ Gecina SA (GCS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.7600 +++ GDF Suez (GD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.3000 +++ GDF Suez - Amer Phys FLEX Opt (GDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2800 3.7200 28.93 -0.97 0.1636 27.57 0.10 17120 2912 5.7513 27.57 -0.91 16121 3000 8.1900 27.07 -0.79 +++ GDF Suez - Euro Phys FLEX Opt (GDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.0272 30.69 0.40 17120 2500 2.4917 30.69 -0.60 0.0941 27.27 0.06 17120 3000 6.5457 27.27 -0.94 1.6216 28.15 0.34 14122 2800 7.9803 28.15 -0.66 1.6371 28.16 0.34 21122 2800 7.9869 28.16 -0.66 1.6525 28.17 0.34 28122 2800 7.9934 28.17 -0.66 +++ GDF Suez - Cash FLEX Fut (GDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10110 23.4975 17110 23.5012 +++ GEM Diamonds Ltd (GDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 197.300 +++ General Electric Company (GE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.420 +++ General Electric Company - Physical STND FUT (GEX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 14.423 OCT10 V 14.426 NOV10 X 14.430 DEC10 Z 14.434 +++ Geberit AG (GEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 160.400 +++ Geberit AG - Amer Phys FLEX Opt (YMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.188 21.15 0.05 17090 1750 +++ Genzyme Corp (GEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 67.390 +++ Cap Gemini SA (GEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.6300 +++ Assicurazioni Generali SpA (GEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.1600 +++ Assicurazioni Generali SpA - STND FUT (GEN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.1634 OCT10 V 14.1694 NOV10 X 14.1796 DEC10 Z 14.1878 +++ Assicurazioni Generali SpA - Amer Phys FLEX Opt (GXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1400 0.9182 32.21 -0.43 +++ Assicurazioni Generali SpA - Euro Phys FLEX Opt (GXX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6093 29.57 0.40 16120 1500 1.4208 29.89 -0.60 0.0393 24.96 0.05 16120 1800 3.8380 25.49 -0.95 0.2945 27.69 0.24 17120 1600 2.1021 28.06 -0.75 +++ Geox SpA (GEO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7200 +++ GAGFAH SA (GF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6370 +++ Surgutneftegaz (GG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.8800 +++ Gildemeister AG (GIL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.2890 +++ Givaudan (GIV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 928.500 +++ EFG Eurobank Ergasias SA (GK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.7000 +++ GKN (GKN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 138.500 +++ GKN -STND FUT (GKN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 138.550 DEC10 Z 138.810 MAR11 H 139.100 JUN11 M 139.400 +++ Societe Generale SA (GLE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.9300 +++ Societe Generale SA - STND FUT (GLE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 39.9400 OCT10 V 39.9570 NOV10 X 39.9850 DEC10 Z 39.9090 +++ Societe Generale - Euro Cash FLEX Opt (GLJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16.0990 73.94 0.92 17120 2464 0.7453 73.94 -0.08 12.7875 67.27 0.87 17120 2843 1.2139 67.27 -0.13 +++ Societe Generale - Amer Phys FLEX Opt (GLQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4170 3.0600 49.39 -0.61 17090 4200 3.2075 49.08 -0.64 0.6100 47.21 0.22 17090 4400 15100 3700 1.9700 55.97 -0.32 1.3400 46.38 0.32 15100 4400 17120 3600 2.9600 55.44 -0.31 1.8700 43.78 0.33 17120 4600 7.8300 43.78 -0.67 1.4600 42.46 0.28 17120 4739 0.7200 39.98 0.16 17120 5100 11.6900 39.98 -0.84 0.0100 32.48 0.01 17120 6400 18021 3200 2.5935 57.88 -0.22 16121 2843 3.7113 53.06 -0.20 2.9300 38.42 0.32 16121 5323 +++ Societe Generale - Amer Cash FLEX Opt (GLU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21122 2843 5.8633 51.37 -0.22 +++ Societe Generale - Euro Phys FLEX Opt (GLX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 9.8572 61.11 0.80 17120 3200 1.8444 61.11 -0.20 5.6563 52.94 0.63 17120 3800 3.6278 52.94 -0.37 3.4135 47.66 0.48 17120 4200 5.3747 47.66 -0.52 1.5341 42.83 0.29 17120 4700 8.4824 42.83 -0.71 0.5503 39.20 0.14 17120 5213 12.6152 39.20 -0.86 0.0000 31.00 0.00 17120 11016 69.9444 31.00 -1.00 +++ Galp Energia, SGPS, S.A. (GLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.4350 +++ Globaltrans Investment PLC GDR (GLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7100 +++ ITV plc - STND FUT (GAA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 55.370 DEC10 Z 55.470 MAR11 H 55.590 JUN11 M 55.710 +++ ITV plc (GME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.350 +++ ITV plc - STND OPT (GME/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15.500 76.51 0.96 SEP10 40 0.000 36.84 0.00 11.500 57.64 0.95 SEP10 44 0.000 23.78 0.00 9.500 48.26 0.94 SEP10 46 0.000 31.55 -0.01 7.750 50.10 0.88 SEP10 48 0.250 37.77 -0.06 4.750 51.41 0.71 SEP10 52 1.250 47.66 -0.28 2.500 50.64 0.49 SEP10 56 3.250 51.96 -0.51 2.000 67.95 0.35 SEP10 60 6.000 54.59 -0.69 1.250 68.88 0.23 SEP10 64 9.500 58.92 -0.81 0.750 84.18 0.13 SEP10 72 17.000 68.04 -0.92 0.250 90.83 0.07 SEP10 80 24.750 67.42 -0.98 0.000 133.27 0.02 SEP10 120 64.750 145.39 -0.97 16.000 46.48 0.92 DEC10 40 0.750 47.75 -0.09 12.750 47.21 0.84 DEC10 44 1.250 46.90 -0.16 9.750 45.67 0.76 DEC10 48 2.500 46.00 -0.24 5.500 46.14 0.54 DEC10 56 6.000 45.36 -0.46 3.750 45.16 0.43 DEC10 60 8.500 45.57 -0.57 2.750 45.12 0.33 DEC10 64 11.250 44.76 -0.67 1.250 44.47 0.18 DEC10 72 18.000 46.96 -0.81 0.250 38.06 0.05 DEC10 80 25.250 47.21 -0.90 0.000 42.27 0.00 DEC10 120 64.750 55.93 -1.00 17.000 46.93 0.87 MAR11 40 1.500 47.61 -0.14 13.750 44.05 0.81 MAR11 44 2.500 45.03 -0.19 11.000 43.23 0.73 MAR11 48 3.500 43.46 -0.27 6.750 42.46 0.55 MAR11 56 7.250 41.76 -0.45 5.250 41.97 0.47 MAR11 60 9.750 42.12 -0.53 3.750 41.11 0.38 MAR11 64 12.500 42.13 -0.61 0.250 30.62 0.07 MAR11 80 25.750 41.96 -0.85 +++ Gemina SpA (GMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.4500 +++ GN Store Nord (GN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.80 +++ Greene King (GNK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 403.800 +++ Greene King - STND FUT (GNK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 403.960 DEC10 Z 404.700 MAR11 H 405.540 JUN11 M 406.420 +++ Diageo plc - STND FUT (DGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1042.910 DEC10 Z 1044.830 MAR11 H 1031.490 JUN11 M 1033.720 +++ Diageo plc - Amer Phys FLEX Opt (DGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 700 3.660 42.16 -0.03 106.350 25.42 0.54 16121 1050 139.620 26.04 -0.49 191.780 23.30 0.73 21122 900 +++ Diageo plc - Euro Phys FLEX Opt (DGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 121.210 28.29 0.75 17120 950 27.860 29.02 -0.25 86.170 21.52 0.44 21122 1100 188.450 21.17 -0.56 +++ Diageo PLC (GNS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1066.000 +++ Diageo PLC - STND OPT (GNS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 186.500 33.43 1.00 SEP10 880 3.000 43.32 -0.06 146.500 32.63 0.99 SEP10 920 3.000 34.07 -0.07 107.500 31.37 0.95 SEP10 960 6.500 31.89 -0.14 69.500 26.39 0.89 SEP10 1000 13.000 28.23 -0.27 30.000 24.22 0.63 SEP10 1050 31.000 25.49 -0.53 8.000 22.95 0.26 SEP10 1100 64.500 24.55 -0.79 2.000 24.34 0.07 SEP10 1150 109.500 26.68 -0.92 1.000 30.06 0.04 SEP10 1200 158.500 31.00 -0.96 1.000 35.68 0.03 SEP10 1250 208.000 36.84 -0.97 0.500 40.28 0.02 SEP10 1300 258.000 43.47 -0.97 0.500 47.12 0.01 SEP10 1400 358.000 55.49 -0.98 147.000 30.32 0.98 OCT10 920 9.500 32.40 -0.14 109.000 28.89 0.92 OCT10 960 15.000 29.85 -0.21 73.500 26.73 0.81 OCT10 1000 23.500 27.34 -0.32 38.500 25.18 0.56 OCT10 1050 43.000 25.12 -0.51 16.000 23.33 0.30 OCT10 1100 74.000 24.37 -0.70 5.500 22.19 0.13 OCT10 1150 111.500 21.68 -0.88 1.500 21.45 0.05 OCT10 1200 158.500 21.93 -0.96 0.500 25.65 0.01 OCT10 1300 258.500 32.34 -0.96 0.500 33.31 0.01 OCT10 1400 358.000 38.98 -0.98 150.000 32.52 0.91 NOV10 920 16.500 30.80 -0.18 113.000 28.61 0.84 NOV10 960 24.500 29.18 -0.25 80.500 26.68 0.72 NOV10 1000 34.500 27.00 -0.35 48.500 24.85 0.53 NOV10 1050 55.000 25.52 -0.49 27.500 24.25 0.35 NOV10 1100 83.000 24.08 -0.65 14.000 23.40 0.22 NOV10 1150 120.000 23.47 -0.79 5.500 21.83 0.11 NOV10 1200 163.000 23.30 -0.88 0.500 20.01 0.01 NOV10 1300 258.500 25.78 -0.96 426.500 58.20 1.00 DEC10 640 2.500 46.75 -0.02 346.500 46.18 1.00 DEC10 720 4.000 40.63 -0.04 266.500 35.53 0.99 DEC10 800 8.000 36.01 -0.08 187.000 29.13 0.97 DEC10 880 16.000 32.32 -0.15 117.000 28.17 0.79 DEC10 960 30.500 28.55 -0.27 88.000 27.31 0.67 DEC10 1000 42.000 26.95 -0.36 35.500 24.68 0.38 DEC10 1100 91.500 24.97 -0.62 11.500 23.78 0.17 DEC10 1200 167.500 24.09 -0.84 3.000 23.20 0.05 DEC10 1300 259.500 24.24 -0.95 0.500 22.92 0.01 DEC10 1400 358.000 27.71 -0.97 192.500 30.06 0.87 MAR11 880 31.000 30.26 -0.21 130.000 27.78 0.71 MAR11 960 51.500 27.69 -0.33 102.000 26.21 0.63 MAR11 1000 65.000 26.31 -0.40 51.000 24.33 0.42 MAR11 1100 116.500 24.39 -0.60 23.000 23.63 0.24 MAR11 1200 190.500 23.91 -0.78 8.500 22.85 0.11 MAR11 1300 277.000 23.52 -0.89 3.500 23.08 0.05 MAR11 1400 372.000 24.49 -0.94 269.500 32.87 0.92 JUN11 800 25.500 31.40 -0.15 198.500 29.18 0.81 JUN11 880 42.500 29.64 -0.23 140.000 26.97 0.68 JUN11 960 65.500 27.33 -0.34 114.500 26.14 0.62 JUN11 1000 80.500 26.35 -0.40 64.000 24.26 0.44 JUN11 1100 132.000 24.78 -0.57 32.000 23.00 0.27 JUN11 1200 199.000 23.26 -0.73 5.500 21.49 0.07 JUN11 1400 373.000 22.04 -0.93 428.000 43.33 0.96 DEC11 640 21.500 35.83 -0.09 347.500 34.11 0.97 DEC11 720 32.500 33.36 -0.14 274.500 31.10 0.87 DEC11 800 48.000 31.23 -0.20 210.500 28.73 0.77 DEC11 880 69.000 29.17 -0.28 156.000 26.83 0.67 DEC11 960 97.000 27.40 -0.37 131.500 26.00 0.61 DEC11 1000 114.000 26.64 -0.42 50.000 23.69 0.33 DEC11 1200 235.000 24.25 -0.68 15.000 22.29 0.13 DEC11 1400 399.000 22.82 -0.87 157.500 24.43 0.66 JUN12 960 98.000 23.00 -0.38 135.500 24.00 0.61 JUN12 1000 116.000 22.51 -0.43 51.000 21.00 0.33 JUN12 1200 238.500 20.57 -0.69 17.000 20.00 0.14 JUN12 1400 406.500 20.49 -0.86 159.500 23.30 0.66 DEC12 960 118.000 22.99 -0.40 137.500 22.72 0.60 DEC12 1000 135.000 22.11 -0.45 56.500 20.33 0.34 DEC12 1200 258.000 20.23 -0.68 22.000 19.65 0.16 DEC12 1400 422.500 20.00 -0.84 +++ Agricultural Bank Of Greece (GO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0600 +++ Grupo Catalana Occidente SA (GOC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.9300 +++ Go-Ahead Group (GOG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1090.000 +++ Go-Ahead Group - STND FUT (GOG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1090.420 DEC10 Z 1092.430 MAR11 H 1094.700 JUN11 M 1097.070 +++ Google Inc (GOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 454.040 +++ Grafton Group PLC (GP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.4900 +++ Great Portland Estates (GPO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 310.700 +++ Great Portland Estates - STND FUT (GPO/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 310.820 DEC10 Z 311.390 MAR11 H 312.040 JUN11 M 312.710 +++ Gestevision Telecinco SA (GQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.4630 +++ Grifols SA (GRF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.0110 +++ Greggs (GRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 434.200 +++ Greggs - STND FUT (GRG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 434.370 DEC10 Z 435.170 MAR11 H 436.070 JUN11 M 437.010 +++ Grainger Plc (GRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 106.300 +++ Grainger Plc - STND FUT (GRI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 106.340 DEC10 Z 106.540 MAR11 H 106.760 JUN11 M 106.990 +++ Gruppo Editoriale L Espresso SpA (GRU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4510 +++ Goldman Sachs Group Inc/The (GSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 144.340 +++ Globe Trade Centre SA (GT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.650 +++ Getinge AB - Cash Flex Future (GID/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 149.8716 +++ Getinge AB (GTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 149.8000 +++ GlaxoSmithKline plc - Euro Cash FLEX Opt (GSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.910 17.98 0.17 17090 1260 +++ GlaxoSmithKline plc - Amer Phys FLEX Opt (GSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.760 19.03 0.02 17120 1500 309.560 20.36 -0.98 16121 860 22.050 24.14 -0.13 53.250 20.66 0.35 16121 1300 +++ GlaxoSmithKline plc - Euro Phys FLEX Opt (GSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15.670 19.09 0.22 17120 1300 122.860 18.96 -0.78 26.480 19.54 0.21 16121 1400 284.520 19.21 -0.80 18.800 19.21 0.16 16121 1450 327.250 19.18 -0.84 +++ GlaxoSmithKline plc (GXO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1205.500 +++ GlaxoSmithKline plc - STND OPT (GXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 251.500 60.88 0.94 SEP10 960 0.500 37.09 -0.01 209.500 47.70 0.94 SEP10 1000 1.000 38.17 -0.02 159.000 36.26 0.94 SEP10 1050 3.000 36.24 -0.06 110.000 28.50 0.90 SEP10 1100 4.000 28.52 -0.10 65.500 24.23 0.79 SEP10 1150 9.500 24.21 -0.21 28.500 20.46 0.55 SEP10 1200 22.000 20.29 -0.45 7.500 18.42 0.23 SEP10 1250 51.000 18.15 -0.77 0.500 16.20 0.04 SEP10 1300 95.500 18.75 -0.94 0.000 13.72 0.00 SEP10 1350 145.000 23.99 -0.97 0.000 10.53 0.00 SEP10 1400 196.000 33.29 -0.96 0.000 13.98 0.00 SEP10 1500 297.000 48.67 -0.96 0.000 25.60 0.00 SEP10 1600 397.000 60.62 -0.96 251.500 40.81 0.94 OCT10 960 3.500 37.64 -0.05 211.000 33.91 0.94 OCT10 1000 3.500 32.31 -0.05 162.500 28.87 0.91 OCT10 1050 4.500 26.85 -0.08 116.500 25.25 0.85 OCT10 1100 9.000 24.88 -0.15 74.500 22.67 0.73 OCT10 1150 18.000 22.76 -0.27 40.500 20.50 0.54 OCT10 1200 34.000 20.45 -0.46 18.000 19.29 0.33 OCT10 1250 61.500 19.37 -0.67 6.000 17.87 0.14 OCT10 1300 99.500 18.31 -0.86 0.000 15.57 0.01 OCT10 1400 196.000 23.69 -0.95 0.000 12.74 0.00 OCT10 1500 297.000 34.48 -0.95 212.000 30.30 0.93 NOV10 1000 7.000 28.13 -0.09 120.000 24.30 0.82 NOV10 1100 20.000 24.21 -0.23 80.500 22.18 0.70 NOV10 1150 33.000 22.34 -0.35 48.000 20.66 0.54 NOV10 1200 53.000 20.85 -0.51 24.500 19.46 0.36 NOV10 1250 82.000 19.71 -0.68 11.000 18.66 0.20 NOV10 1300 119.000 18.69 -0.82 1.500 17.78 0.04 NOV10 1400 210.000 17.91 -0.97 0.000 17.72 0.00 NOV10 1500 308.500 18.53 -0.99 251.500 31.42 0.94 DEC10 960 7.500 29.32 -0.08 212.500 28.20 0.92 DEC10 1000 11.000 27.63 -0.11 123.000 23.62 0.80 DEC10 1100 26.000 23.88 -0.25 53.000 20.51 0.53 DEC10 1200 60.000 20.88 -0.50 16.000 19.09 0.23 DEC10 1300 123.500 18.96 -0.78 3.500 18.31 0.06 DEC10 1400 212.000 18.64 -0.94 0.000 19.75 0.00 DEC10 1600 409.000 22.08 -0.99 253.500 28.40 0.92 MAR11 960 18.500 27.30 -0.14 214.000 25.22 0.90 MAR11 1000 24.500 26.14 -0.18 134.000 23.86 0.74 MAR11 1100 47.500 23.31 -0.32 68.500 21.28 0.52 MAR11 1200 87.500 20.96 -0.52 29.000 19.85 0.29 MAR11 1300 151.000 19.47 -0.73 10.000 18.86 0.13 MAR11 1400 233.000 18.40 -0.89 0.000 14.14 0.00 MAR11 1600 425.000 18.49 -0.99 254.000 26.65 0.91 JUN11 960 30.000 26.50 -0.18 217.000 24.84 0.88 JUN11 1000 38.000 25.52 -0.22 141.000 23.93 0.71 JUN11 1100 65.500 22.95 -0.36 79.500 21.86 0.52 JUN11 1200 108.500 20.90 -0.53 40.000 20.56 0.33 JUN11 1300 172.000 19.60 -0.71 17.500 19.59 0.18 JUN11 1400 249.000 17.37 -0.87 3.500 19.57 0.04 JUN11 1600 437.000 12.28 -1.00 254.500 24.84 0.90 DEC11 960 47.500 24.14 -0.23 221.000 24.44 0.85 DEC11 1000 61.000 24.15 -0.28 92.500 21.79 0.51 DEC11 1200 144.500 20.75 -0.55 27.500 19.54 0.22 DEC11 1400 287.000 19.21 -0.80 6.000 18.23 0.06 DEC11 1600 467.500 19.07 -0.93 262.500 27.04 0.85 JUN12 960 81.500 26.28 -0.28 230.500 26.27 0.80 JUN12 1000 93.500 25.33 -0.32 106.500 22.72 0.51 JUN12 1200 180.000 21.40 -0.55 42.000 20.95 0.26 JUN12 1400 324.500 20.57 -0.76 268.000 28.22 0.82 DEC12 960 109.000 27.03 -0.31 238.000 27.29 0.77 DEC12 1000 120.000 25.63 -0.34 113.500 22.80 0.51 DEC12 1200 206.500 21.23 -0.56 51.500 21.42 0.29 DEC12 1400 351.000 20.46 -0.75 20.500 20.27 0.14 DEC12 1600 520.500 20.00 -0.87 +++ GlaxoSmithKline plc - STND FUT (GXW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1205.970 DEC10 Z 1192.170 MAR11 H 1175.630 JUN11 M 1162.150 +++ Emporiki Bank of Greece SA (GY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6100 +++ Gazprom Neft (GZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.2500 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 27.0200 +++ Hays (HAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 89.150 +++ Hays - STND FUT (HAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 89.180 DEC10 Z 89.350 MAR11 H 89.530 JUN11 M 89.730 +++ Havas SA (HAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4820 +++ HBOS ex event Contracts (HAX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 66.000 +++ 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 370 304.000 80.75 -1.00 +++ Hugo Boss AG - PFD (HBF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.8450 +++ Heineken Holding NV (HD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.1600 +++ Heidelberger Druckmaschinen AG (HDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.8250 +++ Home Depot Inc (HDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.160 +++ Heineken NV (HEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.2000 +++ Heineken NV - STND FUT (HEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 35.0140 OCT10 V 35.0280 NOV10 X 35.0530 DEC10 Z 35.0740 +++ Heineken NV - Amer Phys FLEX Opt (HEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4300 23.80 0.18 17120 4000 0.0900 25.06 0.04 17120 4500 +++ Heineken NV - Phys FLEX Fut (HEZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 35.0140 +++ HeidelbergCement AG (HEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.4000 +++ HeidelbergCement AG - Amer Phys Flex Opt (HET/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 3200 2.1780 39.57 -0.52 +++ Henkel AG & Co. KGAA (HEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.2000 +++ Hera SpA (HER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.3770 +++ Hartford Financial Services Inc (HFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.320 +++ Henderson Group PLC (HGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 121.000 +++ Coca Cola Hellenic Bottling Co SA (HK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.4500 +++ Henkel AG & CO KGaA - PFD - Amer Phys FLEX Opt (HHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3600 0.5179 26.09 -0.32 1.6116 24.13 0.38 18031 4000 +++ Henkel AG & CO KGaA - PFD (HKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.0400 +++ Hellenic Duty Free Shops SA (HL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4200 +++ Halma (HLM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 270.000 +++ Halma - STND FUT (HLM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 270.100 DEC10 Z 270.600 MAR11 H 271.160 JUN11 M 271.750 +++ Hammerson (HMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 352.200 +++ Hammerson - STND FUT (HMS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 352.340 DEC10 Z 352.990 MAR11 H 353.720 JUN11 M 326.700 +++ 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 57.250 JUN11 M 57.370 +++ Hennes & Mauritz AB ser. B - Euro Cash FLEX Opt (HMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4100 20.05 0.08 17090 24931 0.2797 20.43 0.06 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 4.9127 30.41 -0.20 +++ Hennes & Mauritz AB (HNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 231.8000 +++ Hennes & Mauritz AB - STND FUT (HNM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 231.9120 OCT10 V 232.0690 NOV10 X 232.3380 DEC10 Z 232.5670 +++ Hannover Rueck AG (HNR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.7250 +++ Thales SA - Amer Phys FLEX Opt (HCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 23.00 0.00 17120 5100 +++ Thales SA (HO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.2400 +++ Holmen AB (HOB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 193.8000 +++ Holcim Ltd (HOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.450 +++ Holcim Ltd - Amer Phys FLEX Opt (HOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 720 11.590 34.58 -0.98 +++ Hochtief AG (HOT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.9000 +++ Hewlett-Packard Company (HPC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.380 +++ Home Retail Group Plc MATCH USF (ARF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 212.180 DEC10 Z 207.820 MAR11 H 199.270 JUN11 M 199.700 +++ Home Retail Group Plc (HRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 212.100 +++ Hiscox Ltd (HS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 360.800 +++ Hiscox Ltd - STND FUT (HS /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 360.940 DEC10 Z 361.610 MAR11 H 362.350 JUN11 M 363.140 +++ HSBC Holdings plc - STND FUT (HSA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 631.750 DEC10 Z 627.660 MAR11 H 620.960 JUN11 M 616.550 +++ HSBC Holdings plc (HSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 631.500 +++ HSBC Holdings plc - STND OPT (HSB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 151.750 28.41 1.00 SEP10 480 0.500 51.01 -0.01 112.000 33.60 0.99 SEP10 520 0.750 40.17 -0.03 73.250 31.28 0.94 SEP10 560 2.000 34.50 -0.08 55.250 31.09 0.87 SEP10 580 3.500 31.34 -0.13 38.750 29.66 0.76 SEP10 600 6.500 28.94 -0.23 23.500 26.58 0.62 SEP10 620 12.000 26.76 -0.38 12.750 25.56 0.43 SEP10 640 21.000 25.72 -0.57 6.000 24.63 0.25 SEP10 660 34.250 24.58 -0.75 2.250 24.32 0.12 SEP10 680 50.750 24.34 -0.88 0.750 23.93 0.05 SEP10 700 69.000 22.55 -0.96 0.500 25.68 0.02 SEP10 720 88.750 26.13 -0.98 0.250 31.19 0.01 SEP10 760 128.500 31.27 -0.99 0.250 40.94 0.01 SEP10 800 168.500 37.59 -1.00 0.000 33.13 0.00 SEP10 880 248.750 56.26 -0.99 114.250 34.67 0.94 OCT10 520 2.750 36.58 -0.07 77.750 31.46 0.86 OCT10 560 5.750 31.75 -0.14 45.750 28.60 0.70 OCT10 600 13.500 28.65 -0.30 32.250 27.36 0.59 OCT10 620 20.250 27.56 -0.41 21.250 26.10 0.47 OCT10 640 29.250 26.30 -0.53 13.250 25.33 0.34 OCT10 660 41.500 25.82 -0.65 6.750 23.75 0.22 OCT10 680 55.750 24.99 -0.77 4.000 24.07 0.14 OCT10 700 71.250 22.80 -0.88 2.500 25.05 0.09 OCT10 720 89.750 23.29 -0.93 2.250 32.07 0.07 OCT10 760 129.000 26.83 -0.97 117.750 34.53 0.90 NOV10 520 7.000 35.30 -0.12 83.250 31.67 0.81 NOV10 560 12.500 31.76 -0.21 53.000 29.20 0.67 NOV10 600 23.000 29.25 -0.35 40.000 28.01 0.59 NOV10 620 30.750 28.21 -0.44 29.000 26.95 0.49 NOV10 640 40.500 27.49 -0.53 20.500 26.38 0.39 NOV10 660 52.000 26.50 -0.63 13.750 25.61 0.30 NOV10 680 66.000 26.13 -0.72 5.500 24.54 0.15 NOV10 720 97.750 24.97 -0.86 353.250 66.37 0.99 DEC10 279 2.500 79.17 -0.02 318.500 56.78 0.99 DEC10 314 2.500 68.96 -0.02 283.500 48.59 0.99 DEC10 349 2.500 59.43 -0.03 249.750 45.20 0.99 DEC10 383 2.500 51.08 -0.03 215.250 41.24 0.98 DEC10 418 2.500 43.72 -0.04 149.000 37.18 0.92 DEC10 488 6.250 37.29 -0.09 88.000 31.95 0.79 DEC10 558 16.500 32.06 -0.23 57.000 29.49 0.66 DEC10 600 28.250 29.58 -0.36 40.500 28.06 0.55 DEC10 627 39.250 28.24 -0.47 34.000 27.60 0.49 DEC10 640 46.000 27.81 -0.52 17.500 25.79 0.32 DEC10 680 70.000 26.22 -0.68 13.500 25.84 0.26 DEC10 697 82.000 25.45 -0.75 7.750 24.51 0.18 DEC10 720 100.250 24.89 -0.82 2.750 24.09 0.08 DEC10 767 142.250 24.15 -0.92 0.250 22.66 0.01 DEC10 837 209.750 23.79 -0.98 0.000 22.37 0.01 DEC10 871 243.500 25.02 -0.99 0.000 29.94 0.03 DEC10 880 252.500 25.84 -0.99 161.000 36.01 0.89 MAR11 480 13.750 36.29 -0.14 96.500 31.87 0.74 MAR11 560 30.250 31.50 -0.29 69.500 30.02 0.63 MAR11 600 44.500 29.81 -0.40 47.750 28.55 0.51 MAR11 640 63.250 28.31 -0.51 31.000 27.52 0.39 MAR11 680 86.500 26.76 -0.64 18.250 26.04 0.27 MAR11 720 114.250 25.24 -0.75 10.250 25.23 0.18 MAR11 760 146.750 24.17 -0.85 5.250 24.45 0.11 MAR11 800 182.000 22.80 -0.92 199.250 38.09 0.91 JUN11 440 14.250 37.29 -0.12 164.750 35.89 0.86 JUN11 480 20.250 34.78 -0.17 102.250 31.63 0.72 JUN11 560 41.250 31.11 -0.31 76.750 30.04 0.62 JUN11 600 56.250 29.46 -0.41 55.250 28.66 0.52 JUN11 640 75.250 28.04 -0.51 38.250 27.50 0.41 JUN11 680 99.000 26.92 -0.61 25.250 26.53 0.31 JUN11 720 126.500 25.88 -0.71 9.500 24.77 0.15 JUN11 800 190.500 23.39 -0.87 3.000 23.36 0.06 JUN11 880 263.750 20.10 -0.97 354.000 51.32 0.99 DEC11 279 6.750 46.70 -0.04 319.000 44.08 0.99 DEC11 314 9.500 44.17 -0.06 283.500 34.51 0.99 DEC11 349 13.000 41.72 -0.08 250.750 34.90 0.97 DEC11 383 16.750 39.54 -0.10 219.250 34.64 0.93 DEC11 418 22.500 37.71 -0.14 161.500 32.92 0.83 DEC11 488 37.750 34.31 -0.22 113.250 31.13 0.70 DEC11 558 60.250 31.64 -0.34 73.250 28.62 0.55 DEC11 627 90.500 29.12 -0.47 66.750 28.24 0.52 DEC11 640 97.250 28.79 -0.50 36.000 26.26 0.35 DEC11 720 147.250 26.92 -0.65 18.250 25.04 0.21 DEC11 800 207.750 25.23 -0.79 7.750 23.67 0.11 DEC11 880 276.750 24.01 -0.89 176.500 35.06 0.81 JUN12 480 49.000 34.27 -0.24 121.750 31.63 0.68 JUN12 560 76.500 31.06 -0.36 78.500 29.05 0.53 JUN12 640 115.250 28.87 -0.49 47.250 27.06 0.39 JUN12 720 164.500 26.99 -0.63 27.250 25.78 0.26 JUN12 800 224.500 25.90 -0.75 183.500 36.00 0.79 DEC12 480 60.750 34.00 -0.25 143.000 36.38 0.67 DEC12 560 108.250 36.60 -0.35 95.750 31.83 0.55 DEC12 640 140.250 31.99 -0.47 66.500 30.37 0.44 DEC12 720 189.500 30.45 -0.57 44.500 29.13 0.33 DEC12 800 246.750 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 20.800 25.72 -0.57 2.990 24.41 0.15 17090 674 +++ HSBC Holdings plc - Amer Phys FLEX Opt (HSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 181.630 39.21 0.96 17120 453 4.030 40.51 -0.06 120.010 34.79 0.88 17120 520 9.890 34.90 -0.14 50.510 28.96 0.62 17120 610 31.910 29.08 -0.40 24.790 26.69 0.41 17120 660 57.100 27.02 -0.60 5.040 24.32 0.13 17120 741 118.490 24.56 -0.87 2.210 23.90 0.06 17120 776 150.600 24.10 -0.94 2.010 23.82 0.06 17120 780 17120 784 158.250 24.06 -0.95 0.480 22.84 0.02 17120 828 200.940 23.84 -0.98 0.220 29.94 0.01 17120 959 0.020 29.94 0.00 17120 1089 242.270 34.83 0.96 16121 392 138.140 32.10 0.77 16121 520 46.930 33.09 -0.27 111.830 31.05 0.69 16121 560 60.630 31.57 -0.34 42.860 26.75 0.39 16121 700 8.730 23.82 0.12 16121 871 267.420 24.15 -0.88 2.780 23.67 0.05 16121 1000 8.020 25.78 0.10 15062 1000 +++ HSBC Holdings plc - Amer Cash FLEX Opt (HSU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 480 0.500 51.01 -0.01 18031 560 30.250 31.50 -0.29 10.250 25.23 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 6.270 28.94 -0.23 12.450 25.56 0.43 17090 640 20.800 25.72 -0.57 2.230 24.32 0.12 17090 680 15100 640 29.120 26.30 -0.53 3.810 24.07 0.14 15100 700 153.810 37.70 0.92 17120 479 5.670 38.12 -0.08 117.270 34.79 0.86 17120 520 9.880 34.90 -0.14 92.070 32.55 0.79 17120 550 14.630 32.66 -0.21 26.770 26.97 0.42 17120 654 4.990 24.32 0.12 17120 741 118.180 24.56 -0.87 0.480 22.84 0.02 17120 828 200.460 23.84 -0.98 7.550 24.04 0.11 16091 850 1.460 23.51 0.03 16091 1000 3.510 23.67 0.06 16121 970 2.730 23.67 0.04 16121 1000 1.710 23.67 0.03 16121 1050 20.280 25.18 0.22 20012 800 5.470 24.07 0.08 20012 950 6.760 24.72 0.09 16032 970 5.550 24.72 0.07 16032 1000 3.780 24.72 0.05 16032 1050 16.960 25.29 0.19 20042 850 7.560 25.13 0.10 20042 970 +++ HSBC Holdings plc - Cash FLEX Fut (HSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 631.750 +++ Cardinal Health Inc (HTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.640 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 5.7400 +++ Hugo Boss AG - Ord (HUG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.3100 +++ Husqvarna AB (HUS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.0300 +++ Honeywell International Inc (HYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.720 +++ Aryzta UG (IA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.0250 +++ ICAP (IAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 396.200 +++ ICAP - STND FUT (IAP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 396.350 DEC10 Z 397.080 MAR11 H 392.650 JUN11 M 393.500 +++ ICAP PLC - STND OPT (ICA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 156.250 71.25 1.00 SEP10 240 0.500 91.24 -0.01 136.500 62.63 1.00 SEP10 260 0.500 83.41 -0.02 116.500 55.46 0.99 SEP10 280 0.750 74.86 -0.03 96.500 49.27 0.99 SEP10 300 1.250 67.39 -0.04 77.000 48.53 0.96 SEP10 320 1.500 55.29 -0.06 58.000 43.25 0.93 SEP10 340 1.750 44.61 -0.08 39.500 37.80 0.85 SEP10 360 3.000 37.95 -0.15 31.000 35.61 0.79 SEP10 370 4.500 35.60 -0.21 23.250 33.75 0.70 SEP10 380 6.750 33.81 -0.30 16.750 32.89 0.59 SEP10 390 10.000 32.39 -0.41 10.750 30.51 0.47 SEP10 400 14.500 30.99 -0.53 6.500 29.44 0.34 SEP10 410 20.000 29.23 -0.66 3.750 29.24 0.23 SEP10 420 27.500 28.92 -0.77 2.500 30.06 0.15 SEP10 430 35.500 28.02 -0.87 1.000 27.41 0.07 SEP10 440 44.500 27.73 -0.93 0.250 26.65 0.03 SEP10 450 54.250 27.91 -0.96 0.000 25.97 0.01 SEP10 460 64.000 27.98 -0.98 0.000 24.78 0.00 SEP10 480 84.000 35.69 -0.98 0.000 21.93 0.00 SEP10 560 163.750 43.23 -1.00 83.750 39.25 0.86 DEC10 320 6.500 38.75 -0.13 67.250 37.24 0.80 DEC10 340 10.000 37.06 -0.20 52.000 35.28 0.72 DEC10 360 14.750 35.19 -0.28 38.500 33.75 0.63 DEC10 380 21.500 33.60 -0.37 27.250 32.15 0.52 DEC10 400 30.000 31.87 -0.48 18.500 31.23 0.41 DEC10 420 41.250 30.94 -0.59 12.000 30.46 0.30 DEC10 440 54.750 30.24 -0.70 7.250 29.54 0.21 DEC10 460 70.000 29.23 -0.80 4.750 29.74 0.15 DEC10 480 87.250 29.03 -0.87 88.500 38.58 0.82 MAR11 320 14.000 37.89 -0.19 59.000 35.29 0.69 MAR11 360 25.250 34.99 -0.32 46.250 33.79 0.61 MAR11 380 32.750 33.52 -0.40 35.000 32.30 0.53 MAR11 400 41.750 32.09 -0.48 26.750 31.79 0.44 MAR11 420 53.500 31.45 -0.57 19.500 31.01 0.36 MAR11 440 66.250 30.45 -0.65 14.250 30.61 0.29 MAR11 460 81.250 30.24 -0.72 10.000 30.00 0.22 MAR11 480 97.000 29.68 -0.79 +++ Iberdrola SA (IBE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2820 +++ Iberdrola SA - STND FUT (IBE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 5.2830 OCT10 V 5.2860 NOV10 X 5.2890 DEC10 Z 5.1520 +++ Iberia Lineas ereas de Espana SA (IBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5370 +++ International Business Machine Corp (IBM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 124.830 +++ IBM Corporation - Physical STND FUT (IBX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 124.852 OCT10 V 124.880 NOV10 X 124.920 DEC10 Z 124.953 +++ Iberdrola Renovables (IBR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5200 +++ Intercell AG (ICL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.1700 +++ Intermediate Capital Group (ICP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 275.400 +++ Intermediate Capital Group - STND FUT (ICP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 275.510 DEC10 Z 276.010 MAR11 H 276.590 JUN11 M 277.190 +++ Imerys SA (ID /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.7000 +++ Icade (IDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.6000 +++ Indra Sistemas SA (IDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.9050 +++ Industrivarden AB (IDS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 86.0000 +++ Infineon Technologies AG (IF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4230 +++ Infineon Technologies AG - STND FUT (IF /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.4241 OCT10 V 4.4259 NOV10 X 4.4291 DEC10 Z 4.4317 +++ Infineon Technologies AG - Amer Phys FLEX Opt (IFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2221 42.87 0.35 17120 500 0.7911 43.15 -0.65 18031 500 0.9140 42.59 -0.59 18031 520 1.0583 42.58 -0.63 0.1967 40.69 0.27 18031 560 0.1400 41.21 0.21 18031 600 0.2162 40.37 0.26 17061 600 +++ Interpump Group SpA (IGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2900 +++ SBM Offshore NV (IHC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.9900 +++ InterContinental Hotels Group plc - STND FUT (ICH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 999.890 DEC10 Z 1001.730 MAR11 H 1003.810 JUN11 M 986.190 +++ InterContinental Hotels Group plc (IHG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 999.500 +++ InterContinental Hotels Group plc - STND OPT (IHG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 201.000 44.57 0.98 SEP10 800 1.000 45.92 -0.03 161.500 40.23 0.96 SEP10 840 2.500 43.10 -0.05 124.500 39.01 0.91 SEP10 880 4.500 39.26 -0.09 90.000 37.93 0.82 SEP10 920 10.000 37.82 -0.18 59.500 36.27 0.69 SEP10 960 20.500 37.26 -0.32 47.000 35.77 0.61 SEP10 980 27.500 36.23 -0.40 36.000 35.12 0.52 SEP10 1000 36.500 35.55 -0.48 15.500 33.60 0.30 SEP10 1050 65.000 32.98 -0.71 6.000 33.27 0.14 SEP10 1100 105.500 32.36 -0.87 2.500 34.73 0.06 SEP10 1150 152.500 35.39 -0.93 2.000 40.57 0.04 SEP10 1200 201.000 36.22 -0.98 1.500 45.88 0.03 SEP10 1250 250.500 38.66 -0.99 1.500 52.12 0.03 SEP10 1300 300.500 43.08 -0.99 1.000 60.23 0.02 SEP10 1400 400.500 55.13 -0.99 152.500 36.69 0.77 DEC10 880 30.500 36.39 -0.23 99.000 34.88 0.62 DEC10 960 56.500 34.56 -0.38 76.500 33.93 0.54 DEC10 1000 75.000 34.00 -0.46 35.000 31.55 0.33 DEC10 1100 134.500 32.15 -0.67 14.000 30.50 0.17 DEC10 1200 213.000 31.07 -0.83 5.500 30.83 0.08 DEC10 1300 305.000 31.82 -0.92 2.500 31.33 0.03 DEC10 1400 402.000 32.83 -0.97 173.500 35.78 0.73 MAR11 880 50.000 35.59 -0.27 122.000 33.76 0.62 MAR11 960 80.000 34.20 -0.38 102.000 33.74 0.56 MAR11 1000 98.000 33.53 -0.45 58.000 31.60 0.39 MAR11 1100 155.500 31.95 -0.61 32.000 31.00 0.26 MAR11 1200 226.500 30.19 -0.76 16.500 30.35 0.15 MAR11 1300 312.500 29.91 -0.86 9.000 30.86 0.09 MAR11 1400 405.500 30.32 -0.92 +++ IMMOFINANZ AG (IIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5540 +++ 3i Group plc - STND FUT (II /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 254.200 DEC10 Z 253.670 MAR11 H 254.190 JUN11 M 246.440 +++ 3i Group Plc (III/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 254.100 +++ 3i Group Plc - STND OPT (III/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 34.750 36.71 0.94 SEP10 220 1.000 40.95 -0.08 25.750 36.29 0.87 SEP10 230 1.500 34.93 -0.12 17.750 34.62 0.76 SEP10 240 3.250 33.70 -0.24 10.500 31.64 0.60 SEP10 250 6.500 32.37 -0.40 5.000 29.11 0.40 SEP10 260 11.000 29.82 -0.60 2.250 28.57 0.22 SEP10 270 17.750 27.32 -0.80 0.750 28.44 0.10 SEP10 280 26.750 28.86 -0.90 0.250 29.73 0.05 SEP10 290 36.250 30.34 -0.95 0.250 32.71 0.03 SEP10 300 46.000 30.58 -0.98 0.250 37.55 0.02 SEP10 310 56.000 35.69 -0.99 0.250 45.01 0.03 SEP10 320 66.000 40.59 -0.99 0.250 55.28 0.02 SEP10 340 86.000 49.65 -0.99 0.250 60.72 0.02 SEP10 360 106.000 57.84 -0.99 41.000 35.98 0.80 DEC10 220 7.000 36.59 -0.21 26.500 33.36 0.66 DEC10 240 12.750 34.05 -0.35 15.250 31.27 0.49 DEC10 260 21.750 32.14 -0.52 8.000 30.32 0.31 DEC10 280 34.500 31.14 -0.68 3.750 29.63 0.18 DEC10 300 50.250 30.68 -0.81 1.500 28.35 0.08 DEC10 320 68.500 32.00 -0.89 1.000 35.83 0.05 DEC10 360 106.750 33.65 -0.96 46.000 36.21 0.75 MAR11 220 12.250 36.64 -0.25 33.000 34.36 0.64 MAR11 240 19.250 34.93 -0.36 22.000 32.36 0.51 MAR11 260 28.250 32.83 -0.49 14.500 31.85 0.39 MAR11 280 40.750 32.49 -0.61 9.000 31.14 0.28 MAR11 300 55.500 31.94 -0.72 5.500 31.04 0.19 MAR11 320 71.500 31.32 -0.81 2.500 32.02 0.09 MAR11 360 107.750 30.47 -0.93 +++ Investor AB - B shares (IKA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 126.4000 +++ Irish Life & Permanent Group Holdings plc (IL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4850 +++ Iliad SA (ILA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 67.7000 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 664.500 +++ IMI - STND FUT (IMI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 664.760 DEC10 Z 665.980 MAR11 H 667.360 JUN11 M 668.810 +++ Imperial Tobacco Group plc - Euro Cash FLEX Opt (IMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.570 17.37 0.10 17090 1927 +++ Imperial Tobacco Group plc (IMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1819.000 +++ Imperial Tobacco Group plc - STND OPT (IMP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 419.500 25.70 1.00 SEP10 1400 0.500 42.25 -0.01 220.500 24.67 0.98 SEP10 1600 3.000 30.78 -0.05 125.000 21.48 0.90 SEP10 1700 6.000 22.43 -0.11 81.000 19.72 0.79 SEP10 1750 12.000 20.32 -0.22 46.000 18.95 0.60 SEP10 1800 26.500 19.13 -0.40 21.000 18.15 0.37 SEP10 1850 51.500 18.31 -0.63 7.500 17.63 0.18 SEP10 1900 88.500 18.04 -0.82 2.000 17.14 0.06 SEP10 1950 133.500 19.19 -0.92 0.500 18.42 0.02 SEP10 2000 182.000 20.45 -0.97 0.000 22.53 0.01 SEP10 2100 281.000 2.00 -1.00 0.000 26.11 0.00 SEP10 2200 381.000 2.00 -1.00 0.000 31.50 0.00 SEP10 2400 581.000 2.00 -1.00 0.000 39.47 0.00 SEP10 2800 981.000 2.00 -1.00 429.000 29.94 0.95 DEC10 1400 6.500 29.76 -0.05 244.500 24.69 0.84 DEC10 1600 21.500 24.52 -0.15 163.000 22.37 0.73 DEC10 1700 40.000 22.43 -0.27 94.000 20.19 0.57 DEC10 1800 71.000 20.17 -0.43 48.000 19.40 0.37 DEC10 1900 125.000 19.37 -0.63 21.500 19.00 0.21 DEC10 2000 199.000 18.95 -0.80 5.000 20.73 0.06 DEC10 2200 383.500 20.55 -0.95 3.000 25.20 0.03 DEC10 2400 582.000 25.40 -0.98 254.000 24.21 0.82 MAR11 1600 53.000 23.79 -0.26 177.500 22.72 0.71 MAR11 1700 83.500 22.30 -0.37 112.500 21.05 0.56 MAR11 1800 124.500 20.51 -0.51 66.500 20.34 0.40 MAR11 1900 183.500 19.50 -0.66 36.000 19.76 0.26 MAR11 2000 257.500 18.81 -0.79 10.000 19.85 0.09 MAR11 2200 433.500 16.94 -0.95 4.000 21.67 0.04 MAR11 2400 629.000 15.12 -1.00 +++ Imperial Tobacco Group plc - Amer Phys FLEX Opt (IMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 1880 72.120 18.15 -0.76 17090 1960 143.040 19.44 -0.94 +++ Imperial Tobacco Group plc - STND FUT (IMT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1819.710 DEC10 Z 1823.060 MAR11 H 1771.760 JUN11 M 1775.600 +++ Imperial Tobacco Group plc - Euro Phys FLEX Opt (IMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 47.800 19.40 0.37 17120 1900 124.260 19.37 -0.63 +++ Independent News & Media PLC (IN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6230 +++ Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3700 0.2300 30.09 -0.14 17090 3900 0.5700 25.11 -0.32 +++ Anheuser-Busch InBev NV - Cash FLEX Fut (IGY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 40.1099 +++ Anheuser-Busch InBev NV (INB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.0600 +++ Anheuser-Busch InBev NV - STND FUT (INB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 40.0700 OCT10 V 40.0870 NOV10 X 40.1150 DEC10 Z 40.1390 +++ Inchcape (INC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 253.200 +++ Inchcape - STND FUT (INC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 253.300 DEC10 Z 253.770 MAR11 H 254.290 JUN11 M 254.840 +++ Indesit Company SpA (INE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.6200 +++ Informa plc (INF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 372.000 +++ Informa plc - STND FUT (INF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 372.140 DEC10 Z 372.830 MAR11 H 373.600 JUN11 M 374.410 +++ ING Groep NV - Euro Cash FLEX Opt (IAJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2304 16.2374 96.45 -0.98 +++ ING Groep NV - Amer Phys FLEX Opt (IAQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4700 53.07 0.60 17090 660 17120 580 0.3700 55.07 -0.25 0.3500 43.18 0.35 17120 768 0.1800 41.28 0.21 17120 840 0.0100 83.03 0.01 17120 2457 17.7700 96.51 -0.99 0.0100 88.07 0.01 17120 2688 +++ ING Groep NV - Euro Phys FLEX Opt (IAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0045 75.56 0.01 17120 2150 14.6860 81.91 -0.99 0.0044 84.33 0.01 17120 2534 18.5184 93.70 -0.99 0.0043 87.35 0.01 17120 2688 20.0470 88.07 -0.99 +++ ING Groep NV (ING/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.7680 +++ ING Groep NV - STND FUT (ING/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 6.7700 OCT10 V 6.7720 NOV10 X 6.7770 DEC10 Z 6.7810 +++ Life Technologies Corp (INI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.210 +++ Intel Corporation (INT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.410 +++ Intel Corp - Physical STND FUT (INX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 18.413 OCT10 V 18.417 NOV10 X 18.423 DEC10 Z 18.428 +++ Investec (INV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 461.200 +++ Investec - STND FUT (INV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 461.380 DEC10 Z 462.230 MAR11 H 463.190 JUN11 M 464.190 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 1.4900 +++ IPSEN (IPE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.4000 +++ International Power plc - STND FUT (INP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 366.640 DEC10 Z 363.060 MAR11 H 363.810 JUN11 M 348.090 +++ International Power plc - Amer Phys FLEX Opt (IOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 322.500 172.81 1.00 31080 44 318.520 65.67 1.00 17090 48 322.530 62.21 1.00 28090 44 311.530 53.09 1.00 27100 55 +++ International Power plc (IPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 366.500 +++ International Power plc - STND OPT (IPR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 126.750 65.67 1.00 SEP10 240 0.000 46.02 0.00 106.750 53.67 1.00 SEP10 260 0.000 45.94 0.00 87.000 52.14 0.98 SEP10 280 0.000 43.67 -0.01 77.250 50.78 0.97 SEP10 290 0.250 42.21 -0.01 67.250 44.53 0.97 SEP10 300 0.250 40.76 -0.02 57.750 42.61 0.94 SEP10 310 0.750 39.35 -0.04 48.250 40.08 0.92 SEP10 320 1.250 37.92 -0.07 38.750 35.95 0.88 SEP10 330 2.250 36.61 -0.12 29.750 33.14 0.82 SEP10 340 3.750 35.53 -0.19 21.750 31.61 0.73 SEP10 350 6.000 34.12 -0.28 15.000 30.25 0.61 SEP10 360 9.250 33.47 -0.40 9.500 29.05 0.47 SEP10 370 14.000 32.58 -0.53 5.500 28.43 0.33 SEP10 380 20.000 32.04 -0.65 3.000 27.94 0.20 SEP10 390 27.250 31.71 -0.76 1.250 26.06 0.10 SEP10 400 35.500 30.94 -0.86 0.250 25.57 0.02 SEP10 420 53.750 30.29 -0.96 126.750 37.04 1.00 DEC10 240 1.000 42.09 -0.03 107.000 36.67 0.99 DEC10 260 1.750 38.70 -0.05 87.750 35.70 0.95 DEC10 280 3.000 35.63 -0.08 69.000 32.89 0.90 DEC10 300 4.750 32.71 -0.13 51.500 30.34 0.82 DEC10 320 8.000 30.89 -0.21 36.500 29.24 0.70 DEC10 340 13.250 29.10 -0.31 24.250 27.87 0.56 DEC10 360 21.000 27.77 -0.45 14.750 26.72 0.41 DEC10 380 31.750 26.62 -0.59 8.500 26.05 0.28 DEC10 400 45.500 26.15 -0.72 2.250 25.41 0.10 DEC10 440 79.750 26.31 -0.90 127.500 39.06 0.97 MAR11 240 2.500 37.75 -0.05 90.000 33.62 0.89 MAR11 280 6.000 33.23 -0.12 72.750 31.60 0.83 MAR11 300 8.750 31.15 -0.17 57.250 30.07 0.76 MAR11 320 13.500 29.83 -0.25 43.250 28.59 0.66 MAR11 340 20.000 28.76 -0.34 31.500 27.36 0.56 MAR11 360 27.500 27.20 -0.44 22.000 26.60 0.45 MAR11 380 38.250 26.41 -0.55 16.250 27.14 0.36 MAR11 400 51.250 25.85 -0.66 6.000 25.08 0.18 MAR11 440 82.500 24.88 -0.83 +++ IPSOS (IPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.5750 +++ Intracom Holding SA (IR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6600 +++ Iren Spa (IRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.1780 +++ Inmarsat plc (ISA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 661.000 +++ F & C Asset Management plc (ISI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.750 +++ F & C Asset Management plc - STND FUT (ISI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 61.770 DEC10 Z 61.890 MAR11 H 62.020 JUN11 M 62.150 +++ Inditex SA - Euro Cash FLEX Opt (IJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2904 29.79 0.15 17090 5598 0.2313 29.76 0.12 17090 5647 +++ Inditex SA - Amer Phys FLEX Opt (IJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 24.6680 25.50 1.00 16121 2700 0.0716 26.19 -0.01 +++ Industria de Diseno Textil SA (Inditex) (IT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.6500 +++ Inditex SA - STND FUT (IT /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 51.6630 OCT10 V 51.6840 NOV10 X 51.1210 DEC10 Z 51.1510 +++ Italcementi SpA (ITA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6500 +++ Intertek Group (ITR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1675.000 +++ Intertek Group - STND FUT (ITR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1675.650 DEC10 Z 1670.180 MAR11 H 1673.640 JUN11 M 1658.300 +++ Italcementi SPA - (savings) (ITS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.1900 +++ Intesa Sanpaolo SpA (Savings) (IU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.7600 +++ IVG Immobilien AG (IV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0480 +++ Wetherspoon(J D) (JDW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 402.900 +++ Wetherspoon(J D) - STND FUT (JDW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 403.060 DEC10 Z 391.610 MAR11 H 392.420 JUN11 M 386.670 +++ Colruyt SA (JF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 196.6000 +++ Jardine Lloyd Thompson Group (JLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 577.000 +++ Jardine Lloyd Thompson Group - STND FUT (JLT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 577.220 DEC10 Z 578.290 MAR11 H 579.490 JUN11 M 580.740 +++ Jeronimo Martins SGPS (JM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.5400 +++ Johnson Matthey (JMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1550.000 +++ Johnson Matthey - STND FUT (JMA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1550.600 DEC10 Z 1541.460 MAR11 H 1544.650 JUN11 M 1547.990 +++ JM AB (JMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 115.0000 +++ Johnson & Johnson Physical (JNX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.980 +++ Johnson & Johnson Physical - STND FUT (JNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- AUG10 SEP10 U 57.990 OCT10 V 58.003 NOV10 X 58.022 DEC10 Z 58.037 +++ JPMorgan Chase & Co (JPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.790 +++ Johnson Controls Inc (JSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.350 +++ St Jude Medical Inc (JUD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.990 +++ Jyske Bank A/S (JYS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 191.10 +++ Kazakhmys plc (KA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1073.000 +++ Kazakhmys PLC - STND OPT (KZK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 200.500 60.20 0.91 SEP10 880 7.000 60.54 -0.09 165.500 59.57 0.86 SEP10 920 12.500 59.80 -0.14 133.000 57.68 0.80 SEP10 960 20.000 58.37 -0.21 117.000 56.21 0.76 SEP10 980 24.000 57.00 -0.24 102.000 54.74 0.72 SEP10 1000 26.000 51.93 -0.27 69.000 52.15 0.59 SEP10 1050 42.000 48.93 -0.41 42.500 49.52 0.45 SEP10 1100 69.500 49.69 -0.55 23.000 46.16 0.30 SEP10 1150 98.000 44.97 -0.71 15.500 49.85 0.21 SEP10 1200 138.000 45.13 -0.82 8.500 50.34 0.13 SEP10 1250 181.500 43.11 -0.91 2.500 43.47 0.05 SEP10 1300 228.500 42.18 -0.96 1.000 42.93 0.02 SEP10 1350 277.500 41.72 -0.98 0.500 42.41 0.01 SEP10 1400 327.000 42.75 -0.99 0.000 42.07 0.00 SEP10 1500 427.000 43.44 -1.00 0.000 43.78 0.00 SEP10 1600 527.000 44.13 -1.00 0.000 45.93 0.00 SEP10 1700 627.000 45.14 -1.00 0.000 48.34 0.00 SEP10 1800 727.000 46.17 -1.00 236.000 54.64 0.79 DEC10 880 45.000 53.52 -0.21 207.500 53.23 0.74 DEC10 920 55.500 52.03 -0.25 180.000 51.92 0.70 DEC10 960 68.500 50.92 -0.30 156.000 51.26 0.65 DEC10 1000 84.000 50.09 -0.35 104.000 49.00 0.52 DEC10 1100 132.000 48.00 -0.49 68.000 48.31 0.39 DEC10 1200 195.500 47.17 -0.62 42.500 47.49 0.28 DEC10 1300 269.000 45.67 -0.74 25.500 46.80 0.19 DEC10 1400 354.000 45.75 -0.82 15.000 46.59 0.12 DEC10 1500 444.000 45.36 -0.89 9.000 46.48 0.08 DEC10 1600 538.000 45.01 -0.93 5.000 46.44 0.05 DEC10 1700 635.000 44.65 -0.96 3.000 46.44 0.03 DEC10 1800 733.000 44.26 -0.98 265.500 52.25 0.76 MAR11 880 73.500 51.77 -0.24 238.500 51.35 0.72 MAR11 920 85.500 50.59 -0.28 215.500 50.95 0.68 MAR11 960 100.500 49.53 -0.31 192.000 50.10 0.65 MAR11 1000 116.500 48.59 -0.35 142.500 48.35 0.54 MAR11 1100 167.000 47.07 -0.46 102.500 46.91 0.44 MAR11 1200 227.000 45.68 -0.56 73.000 46.09 0.35 MAR11 1300 298.000 45.03 -0.66 50.500 45.28 0.27 MAR11 1400 376.000 44.26 -0.74 24.500 44.77 0.15 MAR11 1600 549.500 42.76 -0.87 +++ KBC Bankverzekeringsholding (KBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.6850 +++ KBC Bancassurance Holding - STND FUT (KBB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 31.6930 OCT10 V 31.7060 NOV10 X 31.7290 DEC10 Z 31.7470 +++ KBC Bancassurance Holding - Amer Phys FLEX Opt (KBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 2.8300 40.97 -0.74 17090 3600 4.4700 38.76 -0.90 +++ Gamesa Corp Tecnologica SA (KC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1040 +++ Kloeckner & Co AG (KCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.8000 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 129.600 +++ Kesa Electricals - STND FUT (KES/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 129.650 DEC10 Z 129.890 MAR11 H 130.160 JUN11 M 130.440 +++ Kerry Group PLC (KG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.7600 +++ Kingfisher PLC (KGF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 198.500 +++ Kingfisher PLC - STND OPT (KGF/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20.000 37.81 0.86 SEP10 180 1.750 39.49 -0.15 11.500 32.04 0.72 SEP10 190 3.000 32.60 -0.28 7.750 29.04 0.61 SEP10 195 4.750 31.27 -0.39 5.250 28.47 0.48 SEP10 200 6.750 29.37 -0.52 3.000 27.13 0.34 SEP10 205 9.750 29.59 -0.65 1.500 26.67 0.22 SEP10 210 13.250 27.77 -0.78 0.750 25.65 0.12 SEP10 215 17.250 26.61 -0.87 0.250 25.51 0.06 SEP10 220 21.750 23.71 -0.95 0.250 27.41 0.04 SEP10 225 26.500 24.56 -0.98 0.000 25.57 0.01 SEP10 230 31.750 34.99 -0.95 0.000 25.19 0.00 SEP10 235 36.500 27.95 -0.99 0.000 26.08 0.00 SEP10 240 41.500 29.62 -1.00 0.000 31.45 0.00 SEP10 250 51.500 34.38 -1.00 0.000 35.67 0.00 SEP10 260 61.500 41.01 -1.00 0.000 44.28 0.00 SEP10 280 81.500 59.73 -0.99 0.000 70.31 0.01 SEP10 320 122.000 94.92 -0.97 21.500 35.16 0.80 OCT10 180 3.500 34.22 -0.23 13.500 30.99 0.67 OCT10 190 6.250 31.28 -0.36 10.250 29.55 0.59 OCT10 195 8.000 30.11 -0.45 7.750 29.21 0.49 OCT10 200 10.500 29.63 -0.54 5.500 28.54 0.40 OCT10 205 13.500 29.36 -0.63 3.750 28.01 0.30 OCT10 210 17.000 28.48 -0.71 2.500 27.80 0.23 OCT10 215 21.000 29.53 -0.77 1.500 26.49 0.15 OCT10 220 25.250 29.67 -0.83 1.250 28.89 0.13 OCT10 225 29.500 29.00 -0.88 1.000 30.73 0.10 OCT10 230 34.250 30.68 -0.90 1.000 36.64 0.09 OCT10 240 43.750 31.61 -0.95 0.750 44.81 0.06 OCT10 260 64.000 45.10 -0.94 22.250 30.97 0.78 NOV10 180 5.500 32.93 -0.26 15.250 29.69 0.64 NOV10 190 8.500 30.66 -0.38 12.250 29.55 0.57 NOV10 195 10.750 30.69 -0.45 9.750 28.93 0.49 NOV10 200 13.000 29.58 -0.52 7.500 28.06 0.42 NOV10 205 16.000 29.30 -0.59 5.750 27.96 0.35 NOV10 210 19.500 29.72 -0.65 3.250 27.32 0.22 NOV10 220 26.500 28.23 -0.77 2.750 32.27 0.18 NOV10 230 35.000 27.83 -0.86 24.000 32.84 0.73 DEC10 180 7.250 33.82 -0.28 17.250 31.07 0.62 DEC10 190 10.500 31.81 -0.39 12.000 30.04 0.50 DEC10 200 15.500 31.29 -0.50 7.750 29.04 0.38 DEC10 210 21.000 29.94 -0.62 4.750 28.03 0.27 DEC10 220 28.250 29.12 -0.73 3.000 28.57 0.19 DEC10 230 36.500 29.88 -0.80 1.250 26.40 0.10 DEC10 240 45.000 28.94 -0.88 1.000 31.64 0.07 DEC10 260 64.250 32.88 -0.93 0.250 31.00 0.03 DEC10 280 83.750 33.75 -0.97 0.000 30.73 0.00 DEC10 320 123.500 40.04 -0.98 27.750 31.77 0.69 MAR11 180 11.000 32.76 -0.31 21.500 30.66 0.61 MAR11 190 14.750 31.44 -0.39 16.500 29.84 0.52 MAR11 200 19.500 30.42 -0.48 12.250 29.27 0.43 MAR11 210 25.250 29.67 -0.57 8.500 28.34 0.34 MAR11 220 31.750 29.26 -0.65 6.000 27.86 0.27 MAR11 230 39.250 28.88 -0.73 4.250 27.62 0.20 MAR11 240 47.250 28.48 -0.80 1.000 27.73 0.06 MAR11 280 84.250 29.95 -0.94 +++ Kingfisher plc - Euro Phys FLEX Opt (KGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 23.820 29.89 0.54 16121 200 29.880 30.49 -0.46 +++ Kingfisher plc - STND FUT (KIG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 198.580 DEC10 Z 196.940 MAR11 H 197.350 JUN11 M 193.020 +++ Kudelski SA (KH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.250 +++ KGHM Polska Miedz SA (KHH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 102.400 +++ Kinnevik Investment AB (KIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 131.7000 +++ Klepierre (KLI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.9800 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 67.130 +++ Natixis (KN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2150 +++ Kone OYJ (KNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.7900 +++ Kuehne & Nagel Int AG (KNI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 103.000 +++ Coca-Cola Company (KO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.220 +++ 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 0.1400 22.53 -0.18 0.2300 19.64 0.33 19110 1150 0.1200 20.39 0.19 19110 1200 17120 1000 0.1800 22.68 -0.21 17120 1400 3.0500 22.67 -0.98 +++ Royal KPN NV - Euro Phys FLEX Opt (KPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.1458 22.21 0.79 17120 1000 0.1777 22.68 -0.21 1.3481 22.07 0.64 16121 1000 0.7664 22.45 -0.36 +++ Royal KPN NV - Cash FLEX Fut (KPY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18021 10.9936 +++ Krones AG (KR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.8900 +++ Merck KGaA (KS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 67.8000 +++ Merck KGaA - Amer Phys FLEX Opt (KSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.7553 25.30 0.68 17090 6600 +++ Kingspan Group Plc (KSP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0470 +++ Fomento de Construcciones SA (KW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.2100 +++ Corning Inc (KWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.020 +++ Kimberly-Clark Corp (KYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.460 +++ Landi Renzo SpA (LAD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4500 +++ Laird plc (LAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 121.500 +++ Laird plc - STND FUT (LAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 121.550 DEC10 Z 121.770 MAR11 H 122.020 JUN11 M 122.290 +++ Ladbrokes plc - STND FUT (HG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 131.450 DEC10 Z 131.690 MAR11 H 127.960 JUN11 M 128.240 +++ Ladbrokes plc (LDB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 131.400 +++ Ladbrokes plc - STND OPT (LDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 31.500 44.26 0.99 SEP10 100 0.250 61.83 -0.04 21.500 29.63 0.99 SEP10 110 0.500 49.64 -0.07 12.250 34.33 0.86 SEP10 120 1.250 40.23 -0.17 8.500 33.83 0.73 SEP10 125 2.250 36.86 -0.28 5.000 32.23 0.57 SEP10 130 4.000 34.32 -0.43 2.750 32.35 0.39 SEP10 135 6.750 34.61 -0.60 1.500 32.73 0.24 SEP10 140 10.000 33.53 -0.76 0.500 29.55 0.10 SEP10 145 14.250 32.10 -0.88 0.250 32.17 0.06 SEP10 150 19.000 35.54 -0.92 0.250 41.37 0.04 SEP10 160 28.750 41.72 -0.97 0.000 47.60 0.02 SEP10 170 38.750 51.87 -0.97 0.000 54.50 0.01 SEP10 180 48.750 66.14 -0.96 33.000 40.32 0.91 DEC10 100 1.750 42.17 -0.10 17.250 36.74 0.71 DEC10 120 5.750 37.33 -0.29 11.000 34.63 0.57 DEC10 130 9.500 35.33 -0.44 6.750 34.57 0.41 DEC10 140 14.750 33.51 -0.59 4.000 34.19 0.28 DEC10 150 22.500 34.47 -0.72 2.250 34.17 0.18 DEC10 160 30.500 33.32 -0.83 1.250 35.03 0.12 DEC10 170 39.500 33.60 -0.90 0.750 36.31 0.08 DEC10 180 49.000 34.03 -0.95 34.500 40.69 0.87 MAR11 100 4.000 40.21 -0.17 19.750 37.07 0.69 MAR11 120 10.000 37.20 -0.36 13.750 35.09 0.57 MAR11 130 14.750 35.41 -0.47 9.250 33.83 0.45 MAR11 140 20.750 34.80 -0.59 6.250 33.71 0.34 MAR11 150 28.000 35.01 -0.68 4.000 33.50 0.24 MAR11 160 36.000 34.38 -0.77 2.000 35.20 0.13 MAR11 180 54.000 36.13 -0.87 +++ Morgan Stanley (LEA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.870 +++ Deutsche Lufthansa AG (LFT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.3000 +++ 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 13.1964 34.76 -1.00 0.1012 30.28 0.04 17120 5000 13.1815 30.28 -0.96 +++ Lafarge SA (LG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.7900 +++ Lafarge SA - STND FUT (LG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 36.7990 OCT10 V 36.8140 NOV10 X 36.8410 DEC10 Z 36.8620 +++ NextEra Energy Inc (LGA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.300 +++ Legal & General Group PLC (LGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 89.400 +++ Legal & General Group PLC - STND OPT (LGE/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 33.500 79.27 1.00 SEP10 56 0.000 75.36 -0.01 25.500 66.45 1.00 SEP10 64 0.000 63.51 -0.02 21.500 57.67 1.00 SEP10 68 0.250 56.82 -0.03 17.500 52.95 0.99 SEP10 72 0.250 51.23 -0.05 13.500 46.20 0.97 SEP10 76 0.500 44.55 -0.09 9.750 42.82 0.91 SEP10 80 1.000 41.65 -0.17 7.750 40.12 0.86 SEP10 82 1.250 40.78 -0.23 6.250 38.78 0.78 SEP10 84 2.000 40.99 -0.30 4.750 38.55 0.67 SEP10 86 2.500 39.27 -0.38 3.250 34.78 0.56 SEP10 88 3.000 35.31 -0.47 2.250 33.63 0.44 SEP10 90 4.000 33.40 -0.58 1.500 33.81 0.34 SEP10 92 5.250 30.65 -0.69 0.750 30.06 0.22 SEP10 94 6.500 29.01 -0.80 0.500 32.07 0.16 SEP10 96 8.750 36.09 -0.81 0.500 33.06 0.11 SEP10 98 10.000 25.82 -0.94 0.250