+++ RadioShack Corp (AA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.650 +++ Apple Computer Inc (AAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 242.900 +++ ABB Ltd (ABB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.470 +++ ABB Ltd - Amer Phys FLEX Opt (ABQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 190 0.372 30.57 -0.36 17090 200 0.857 28.57 -0.64 0.100 28.40 0.15 17090 210 0.037 31.16 0.06 17090 220 0.010 62.36 0.01 17090 280 17120 190 1.100 31.01 -0.41 1.052 29.56 0.47 17120 200 0.394 27.76 0.24 17120 220 2.945 31.50 0.67 17061 180 1.452 31.64 -0.34 +++ ABB Ltd - Euro Phys FLEX Opt (ABX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20120 252 5.793 28.15 -0.94 20120 303 10.826 32.82 -0.99 17061 275 8.161 26.42 -0.91 31081 217 3.682 29.71 -0.58 +++ Abertis Infraestructuras SA (ABE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.7100 +++ Abertis Infraestructuras SA - STND FUT (ABE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.7130 OCT10 V 12.7180 NOV10 X 12.4270 DEC10 Z 12.4350 +++ Abertis Infraestructuras SA - Amer Phys FLEX Opt (CYQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0849 27.06 0.10 17120 1524 +++ Associated British Foods (ABF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1052.000 +++ Associated British Foods - STND FUT (ABF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1052.370 DEC10 Z 1038.320 MAR11 H 1040.400 JUN11 M 1033.860 +++ Associated British Foods PLC - STND OPT (ABR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 332.500 62.59 0.99 SEP10 720 0.000 42.31 0.00 292.500 54.11 0.99 SEP10 760 0.000 41.21 0.00 252.500 46.09 0.99 SEP10 800 0.000 38.33 0.00 212.500 36.54 0.99 SEP10 840 0.250 35.49 0.00 172.250 24.97 1.00 SEP10 880 0.250 30.96 -0.01 133.000 28.01 0.97 SEP10 920 0.750 28.50 -0.03 113.750 27.49 0.95 SEP10 940 1.500 27.63 -0.05 94.750 26.15 0.93 SEP10 960 2.500 26.40 -0.08 77.500 26.91 0.86 SEP10 980 4.500 25.60 -0.13 58.750 23.47 0.82 SEP10 1000 7.250 24.78 -0.20 23.500 21.13 0.53 SEP10 1050 21.750 21.80 -0.47 6.250 20.94 0.21 SEP10 1100 51.750 17.71 -0.84 1.250 21.33 0.05 SEP10 1150 98.250 18.71 -0.97 0.250 21.37 0.01 SEP10 1200 148.000 20.25 -1.00 0.000 31.86 0.00 SEP10 1300 248.000 28.79 -1.00 255.250 28.33 0.97 DEC10 800 3.250 28.96 -0.04 179.250 25.64 0.92 DEC10 880 9.000 26.10 -0.11 143.250 24.25 0.87 DEC10 920 14.000 24.66 -0.17 109.500 22.98 0.80 DEC10 960 22.000 23.47 -0.25 79.750 22.11 0.69 DEC10 1000 33.750 22.21 -0.36 25.750 19.75 0.36 DEC10 1100 82.250 18.91 -0.69 5.000 18.57 0.10 DEC10 1200 165.500 18.25 -0.92 0.500 22.81 0.01 DEC10 1400 361.250 19.67 -1.00 184.000 24.74 0.88 MAR11 880 18.000 24.89 -0.16 150.250 23.79 0.82 MAR11 920 25.750 23.94 -0.22 119.000 22.90 0.74 MAR11 960 35.750 22.95 -0.29 92.000 22.32 0.65 MAR11 1000 48.250 21.88 -0.37 39.000 20.12 0.39 MAR11 1100 97.000 19.61 -0.63 12.750 18.79 0.17 MAR11 1200 172.250 18.42 -0.84 0.750 18.29 0.02 MAR11 1400 361.500 17.89 -0.99 +++ Abengoa SA (ABG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.5500 +++ Abengoa SA - Cash Flex Future (WLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 18.5543 +++ Abbott Laboratories (ABT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.660 +++ Accor SA Ex event package (AC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.0850 +++ Accor SA Ex event package - STND FUT (AC /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 38.0850 DEC10 Z 38.1510 +++ Credit Agricole SA (ACA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.1700 +++ Credit Agricole SA - STND FUT (ACA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.1720 OCT10 V 10.1770 NOV10 X 10.1840 DEC10 Z 10.1900 +++ Credit Agricole SA - Euro Cash FLEX Opt (ACJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0830 47.60 0.14 17090 1159 0.3583 37.13 0.22 17061 1350 3.9447 37.13 -0.78 +++ Credit Agricole SA - Amer Phys FLEX Opt (ACQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 800 0.0500 66.05 -0.06 17090 1100 1.0000 45.40 -0.74 19110 880 0.4700 55.76 -0.25 17120 750 0.3143 62.83 -0.14 0.2477 40.26 0.21 17120 1250 17120 1846 8.2900 36.92 -1.00 1.6200 42.62 0.50 21122 1200 +++ Credit Agricole SA - Euro Phys FLEX Opt (ACX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.8238 53.26 0.72 17120 900 0.6277 53.26 -0.28 1.5528 42.62 0.48 21122 1200 4.0772 42.62 -0.52 +++ Acciona SA (ACC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.6100 +++ ACEA SpA (ACE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.6200 +++ ACE Ltd (ACL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.250 +++ Acanthe Developpement SA (ACN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.2500 +++ Acerinox SA (ACR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.2600 +++ American Capital Ltd (AD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.000 +++ Adecco SA (ADC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.040 +++ Adecco SA - Amer Phys FLEX Opt (QVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 250 0.141 61.23 -0.02 +++ Admiral Group plc - Cash FLEX Fut (ADD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 1524.530 +++ Admiral Group plc (ADM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1524.000 +++ Aeroports de Paris (ADP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.0300 +++ Adidas AG (ADS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.5000 +++ Adidas AG - Amer Phys FLEX Opt (FKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.6182 28.44 0.32 18031 4600 +++ Adidas AG - Cash FLEX Fut (FKY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 40.5093 +++ Aker ASA (AE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 111.5000 +++ AEM SpA (AEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0740 +++ A2A SpA - Euro Cash FLEX Opt (ASB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0042 24.30 0.13 17090 115 +++ BAE Systems plc (AER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 300.100 +++ BAE Systems plc - STND OPT (AER/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 40.250 26.65 0.99 SEP10 260 0.750 37.38 -0.06 21.500 25.24 0.87 SEP10 280 1.500 26.70 -0.14 13.250 23.83 0.73 SEP10 290 3.750 26.47 -0.29 7.000 23.01 0.52 SEP10 300 7.000 23.77 -0.48 3.250 23.58 0.30 SEP10 310 13.500 24.56 -0.69 1.500 24.81 0.16 SEP10 320 21.250 23.87 -0.85 0.500 24.96 0.07 SEP10 330 30.750 28.66 -0.90 0.250 27.23 0.04 SEP10 340 40.250 28.19 -0.96 0.000 27.23 0.00 SEP10 360 60.000 30.60 -0.99 0.000 27.23 0.00 SEP10 380 80.000 44.13 -0.98 0.000 27.23 0.00 SEP10 400 100.000 52.26 -0.99 0.000 27.23 0.00 SEP10 440 140.000 66.76 -0.99 41.750 30.33 0.91 OCT10 260 1.500 30.04 -0.09 24.000 25.57 0.78 OCT10 280 4.250 26.82 -0.23 16.500 24.11 0.67 OCT10 290 7.000 26.28 -0.34 11.250 25.03 0.52 OCT10 300 11.000 25.10 -0.48 7.250 25.00 0.39 OCT10 310 17.500 26.24 -0.61 4.250 24.89 0.26 OCT10 320 24.500 26.30 -0.73 2.500 25.37 0.17 OCT10 330 31.750 23.92 -0.85 1.500 25.63 0.11 OCT10 340 41.000 24.70 -0.91 0.250 24.37 0.03 OCT10 360 60.000 24.96 -0.98 0.000 21.11 0.00 OCT10 380 80.000 23.79 -1.00 43.250 32.90 0.87 NOV10 260 3.750 28.11 -0.17 26.000 27.84 0.74 NOV10 280 9.000 26.65 -0.33 19.000 26.66 0.64 NOV10 290 13.000 26.04 -0.44 13.000 25.62 0.52 NOV10 300 18.000 25.18 -0.55 9.000 25.66 0.40 NOV10 310 24.250 25.09 -0.65 5.750 25.35 0.29 NOV10 320 31.500 24.43 -0.75 2.250 25.08 0.13 NOV10 340 48.750 25.35 -0.87 61.000 30.70 0.96 DEC10 240 2.500 29.93 -0.10 26.750 26.98 0.72 DEC10 280 11.000 26.61 -0.35 15.000 25.95 0.51 DEC10 300 20.000 25.23 -0.53 7.500 25.36 0.31 DEC10 320 32.750 24.04 -0.72 3.500 25.34 0.17 DEC10 340 49.250 23.79 -0.85 2.250 27.70 0.11 DEC10 360 68.000 25.93 -0.91 1.500 30.33 0.08 DEC10 380 86.750 23.09 -0.98 1.500 34.67 0.07 DEC10 400 106.500 23.48 -0.99 0.750 37.46 0.03 DEC10 440 146.500 21.98 -1.00 62.500 30.89 0.90 MAR11 240 5.250 28.73 -0.15 45.500 28.32 0.80 MAR11 260 9.750 27.74 -0.24 31.250 27.04 0.66 MAR11 280 16.500 26.78 -0.36 19.500 24.93 0.50 MAR11 300 25.250 25.10 -0.51 12.500 25.12 0.36 MAR11 320 37.250 23.94 -0.65 7.000 24.55 0.24 MAR11 340 52.250 23.45 -0.78 4.000 24.48 0.16 MAR11 360 69.750 24.31 -0.85 +++ BAE Systems plc - STND FUT (BA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 300.210 DEC10 Z 293.760 MAR11 H 294.340 JUN11 M 284.950 +++ AGFA-Gevaert NV (AGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3000 +++ Altria Group Inc (AGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.520 +++ Altria Group Inc - Cash FLEX Fut (JLY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 21.595 +++ Aggreko (AGK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1395.000 +++ Aggreko - STND FUT (AGK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1395.490 DEC10 Z 1398.080 MAR11 H 1400.880 JUN11 M 1403.860 +++ Aegon NV - Amer Phys FLEX Opt (AFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 420 0.2500 45.29 -0.56 +++ Aegon NV (AGN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.1060 +++ Aegon NV - STND FUT (AGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.1070 OCT10 V 4.1090 NOV10 X 4.1120 DEC10 Z 4.1140 +++ Aegis Group (AGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 111.400 +++ Aegis Group- STND FUT (AGS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 110.310 DEC10 Z 110.510 MAR11 H 110.730 JUN11 M 109.140 +++ Anglo American plc (AHA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2302.000 +++ Anglo American plc - STND OPT (AHA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 702.500 50.44 1.00 SEP10 1600 0.500 60.13 -0.01 505.000 50.02 0.98 SEP10 1800 2.500 50.59 -0.02 408.000 46.77 0.96 SEP10 1900 5.500 47.22 -0.05 314.000 43.82 0.91 SEP10 2000 11.500 44.08 -0.09 227.000 41.71 0.82 SEP10 2100 24.000 41.73 -0.18 149.000 39.17 0.70 SEP10 2200 46.500 39.32 -0.30 87.500 37.49 0.52 SEP10 2300 85.000 37.53 -0.48 47.500 37.14 0.35 SEP10 2400 144.000 36.93 -0.66 22.500 36.77 0.20 SEP10 2500 220.500 37.14 -0.80 11.500 38.39 0.11 SEP10 2600 308.500 38.18 -0.89 5.000 38.37 0.05 SEP10 2700 402.000 38.24 -0.95 4.000 43.29 0.04 SEP10 2800 500.000 40.34 -0.97 1.500 46.86 0.01 SEP10 3000 698.500 43.83 -0.99 1.500 58.27 0.01 SEP10 3200 898.000 50.07 -1.00 1.000 71.17 0.01 SEP10 3600 1298.000 66.61 -1.00 428.000 46.49 0.88 OCT10 1900 24.500 46.46 -0.12 342.500 44.28 0.83 OCT10 2000 38.000 44.07 -0.17 264.000 42.39 0.75 OCT10 2100 59.500 42.19 -0.25 194.500 40.58 0.65 OCT10 2200 89.500 40.28 -0.35 134.000 38.61 0.53 OCT10 2300 130.500 38.71 -0.47 88.500 37.28 0.41 OCT10 2400 184.000 37.15 -0.59 54.500 36.28 0.30 OCT10 2500 250.000 36.04 -0.71 30.000 34.58 0.19 OCT10 2600 325.500 34.51 -0.81 16.000 33.84 0.12 OCT10 2700 411.500 33.65 -0.89 7.000 32.64 0.06 OCT10 2800 503.000 32.19 -0.94 1.500 32.34 0.02 OCT10 3000 699.000 33.44 -0.98 454.500 45.96 0.84 NOV10 1900 50.500 46.22 -0.16 374.500 43.99 0.78 NOV10 2000 70.500 44.32 -0.22 300.500 42.26 0.71 NOV10 2100 96.500 42.58 -0.29 234.500 40.65 0.63 NOV10 2200 130.000 40.86 -0.37 176.000 39.05 0.54 NOV10 2300 171.500 39.28 -0.46 129.000 37.83 0.45 NOV10 2400 224.000 38.01 -0.55 91.000 36.75 0.36 NOV10 2500 286.000 36.95 -0.64 60.500 35.49 0.27 NOV10 2600 356.000 35.79 -0.73 23.500 33.72 0.13 NOV10 2800 518.500 33.78 -0.87 1424.000 55.38 1.00 DEC10 880 1.000 68.51 0.00 1344.500 56.79 1.00 DEC10 960 1.500 66.83 -0.01 1305.000 57.13 1.00 DEC10 1000 2.000 65.91 -0.01 1108.000 56.42 0.99 DEC10 1200 6.000 60.82 -0.02 916.000 53.98 0.97 DEC10 1400 13.000 56.16 -0.04 730.000 50.46 0.93 DEC10 1600 26.500 51.47 -0.08 555.000 46.89 0.86 DEC10 1800 51.000 47.51 -0.14 472.500 45.06 0.82 DEC10 1900 68.000 45.54 -0.19 394.500 43.26 0.76 DEC10 2000 90.500 43.77 -0.24 260.000 40.52 0.63 DEC10 2200 155.500 40.90 -0.37 156.000 38.12 0.47 DEC10 2400 250.500 38.38 -0.53 83.000 35.98 0.31 DEC10 2600 377.000 36.18 -0.69 39.500 34.35 0.18 DEC10 2800 534.000 34.65 -0.82 16.500 32.95 0.09 DEC10 3000 711.000 33.20 -0.91 6.500 31.98 0.04 DEC10 3200 901.000 32.06 -0.97 1.000 31.43 0.01 DEC10 3600 1298.000 30.94 -1.00 592.500 44.64 0.82 MAR11 1800 96.500 45.02 -0.19 444.500 42.01 0.74 MAR11 2000 151.000 42.44 -0.28 320.000 39.94 0.62 MAR11 2200 226.500 39.83 -0.39 219.500 38.32 0.50 MAR11 2400 324.000 37.66 -0.51 143.500 36.87 0.38 MAR11 2600 449.500 36.06 -0.64 87.000 35.38 0.27 MAR11 2800 594.500 34.52 -0.75 51.000 34.28 0.18 MAR11 3000 761.000 33.52 -0.83 28.500 33.49 0.11 MAR11 3200 940.000 33.00 -0.89 9.000 32.85 0.04 MAR11 3600 1321.000 32.57 -0.96 944.000 48.07 0.92 JUN11 1400 50.000 48.39 -0.09 775.000 45.61 0.87 JUN11 1600 82.500 45.68 -0.14 618.500 43.28 0.80 JUN11 1800 127.000 43.22 -0.21 481.000 41.18 0.72 JUN11 2000 191.000 41.14 -0.29 361.000 39.22 0.62 JUN11 2200 272.000 39.17 -0.39 263.000 37.72 0.52 JUN11 2400 373.000 37.55 -0.49 185.000 36.47 0.41 JUN11 2600 495.000 36.27 -0.59 127.500 35.36 0.32 JUN11 2800 636.500 35.07 -0.69 84.500 34.35 0.24 JUN11 3000 792.500 33.92 -0.77 54.000 33.49 0.17 JUN11 3200 961.000 32.77 -0.84 1448.500 63.58 0.97 DEC11 880 25.000 55.29 -0.03 1379.000 63.10 0.95 DEC11 960 31.000 53.70 -0.04 1345.500 62.58 0.95 DEC11 1000 36.500 53.54 -0.05 1176.500 58.89 0.91 DEC11 1200 70.000 52.54 -0.09 1011.500 54.59 0.87 DEC11 1400 107.500 49.89 -0.13 864.500 52.04 0.82 DEC11 1600 160.500 48.23 -0.18 724.500 49.13 0.77 DEC11 1800 226.000 46.57 -0.24 606.000 47.41 0.70 DEC11 2000 309.000 45.40 -0.30 399.000 43.41 0.56 DEC11 2400 495.500 41.27 -0.45 237.000 39.37 0.41 DEC11 2800 752.000 39.37 -0.59 140.000 37.74 0.29 DEC11 3200 1052.500 37.74 -0.72 685.500 49.17 0.71 JUN12 2000 383.000 45.30 -0.31 462.000 43.21 0.58 JUN12 2400 580.500 41.93 -0.43 304.000 40.00 0.45 JUN12 2800 833.000 40.00 -0.55 201.000 38.31 0.34 JUN12 3200 1124.500 38.31 -0.66 724.000 47.42 0.71 DEC12 2000 432.500 44.34 -0.30 519.500 43.00 0.60 DEC12 2400 651.000 42.64 -0.41 437.000 41.45 0.54 DEC12 2600 769.000 41.45 -0.46 370.500 40.68 0.49 DEC12 2800 898.000 40.68 -0.52 262.000 38.92 0.39 DEC12 3200 1180.000 38.92 -0.62 +++ Anglo American plc - Amer Phys FLEX Opt (AHO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2100 +++ Anglo American plc - Euro Phys FLEX Opt (AHV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 472.190 45.06 0.82 17120 1900 67.500 45.54 -0.19 +++ Anglo American plc - Amer Cash FLEX Opt (AHW/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2000 11.500 44.08 -0.09 17090 2200 46.500 39.32 -0.30 17090 2400 144.000 36.93 -0.66 +++ AEX High Dividend Index (AHI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.4600 +++ Koninklijke Ahold NV - Euro Cash FLEX Opt (AHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0194 22.18 0.08 17090 1038 +++ Koninklijke Ahold NV (AHL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.6090 +++ Koninklijke Ahold NV - STND FUT (AHL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.6110 OCT10 V 9.6150 NOV10 X 9.6220 DEC10 Z 9.6280 +++ Koninklijke Ahold NV - Amer Phys FLEX Opt (AHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 800 0.1100 30.89 -0.12 +++ Air Liquide SA (AI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.5100 +++ Air Liquide SA - STND FUT (AI /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 81.5290 OCT10 V 81.5620 NOV10 X 81.6210 DEC10 Z 81.6710 +++ Air Liquide - Euro Cash FLEX Opt (AIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2466 23.69 0.11 17090 8771 +++ Allied Irish Banks Plc (AIB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7700 +++ Air France-KLM (AIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.3900 +++ American International Group (AIG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.540 +++ Allied Irish Banks plc (AIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7740 +++ Huntington Bancshares Inc (AJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.280 +++ Arkema (AKE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.3900 +++ Akzo Nobel NV - Amer Phys FLEX Opt (AKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.5300 29.46 0.59 17061 4000 4.1500 29.91 -0.44 +++ Akzo Nobel NV - Cash FLEX Fut (AKY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 +++ Akzo Nobel NV (AKZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.3000 +++ Akzo Nobel NV - STND FUT (AKZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.3100 OCT10 V 41.3270 NOV10 X 41.0180 DEC10 Z 41.0440 +++ Allergan Inc (AL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.190 +++ Corp Financiera Alba (ALB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.8800 +++ Alfa Laval AB (ALF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 107.0000 +++ Alliance Oil company Ltd. (ALI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 89.6500 +++ Almirall SA (ALM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.6300 +++ Alpha Bank AE (ALP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2200 +++ Alstom RPGT (ALS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.8350 +++ Alstom SA - Amer Phys FLEX Opt (ZWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0201 33.19 0.02 17090 4500 2.8000 30.33 0.38 16121 4400 +++ Alstom SA - Amer Cash FLEX Opt (ZWU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.8000 30.33 0.38 16121 4400 +++ Alstom SA - Euro Phys FLEX Opt (ZWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3627 29.52 0.23 17090 4000 2.5172 29.52 -0.77 +++ Allianz AG - Euro Cash FLEX Opt (ALJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1021 26.38 0.05 17090 8993 +++ Allianz AG - Amer Phys FLEX Opt (ALQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 7200 0.3093 35.56 -0.09 17090 8000 1.9087 27.73 -0.44 0.8081 25.96 0.27 17090 8400 17120 5000 0.3946 52.81 -0.04 17120 6200 0.9435 40.63 -0.10 17120 7000 1.9241 34.68 -0.20 17120 8000 4.8709 29.46 -0.45 16121 12000 42.9081 23.05 -0.95 9.3900 28.95 0.50 21122 8500 19.2353 28.09 -0.55 +++ Allianz AG (ALV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.5600 +++ Allianz AG - STND FUT (ALV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 80.5790 OCT10 V 80.6117 NOV10 X 80.6694 DEC10 Z 80.7192 +++ Allianz AG - Euro Phys FLEX Opt (ALX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.5747 27.48 0.43 17120 8400 6.8344 27.85 -0.57 2.7943 26.98 0.37 17120 8600 8.0356 27.27 -0.63 0.0502 25.10 0.01 17120 11100 30.1687 25.10 -0.99 0.0096 25.32 0.00 17120 12000 39.1020 25.32 -1.00 0.0096 34.10 0.00 17120 14000 59.0440 34.10 -1.00 17120 14130 60.3402 34.56 -1.00 0.0096 41.15 0.00 17120 16000 78.9861 41.15 -1.00 17061 7421 6.9903 31.19 -0.39 6.7798 28.97 0.50 17061 8000 9.6181 29.24 -0.50 16121 8500 14.3670 28.51 -0.54 16121 16000 81.2255 29.16 -0.98 +++ AMG Advanced Metallurgical Group NV (AM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.6820 +++ Anadarko Petroleum Corp (AMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.560 +++ AMBAC Financial Group Inc (AMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.530 +++ Amec (AME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 891.500 +++ Amec - STND FUT (AME/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 891.810 DEC10 Z 893.470 MAR11 H 895.260 JUN11 M 897.160 +++ Amgen Inc - Physical STND FUT (AGX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 51.146 OCT10 V 51.118 NOV10 X 51.086 DEC10 Z 51.060 +++ Amgen Inc (AMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.170 +++ Amlin (AML/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 407.100 +++ Amlin - STND FUT (AML/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 407.240 DEC10 Z 408.000 MAR11 H 408.820 JUN11 M 409.680 +++ Ameren Corp (AMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.810 +++ Amplifon SpA (AMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4100 +++ Amazon.Com Inc (AMZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 126.210 +++ Gannett Co Inc (AN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.470 +++ Andritz AG (AND/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.0100 +++ Ansaldo STS SpA (ANS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.1500 +++ Antofagasta (ANT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1012.000 +++ Antofagasta plc - STND FUT (ANT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1010.100 DEC10 Z 1011.980 MAR11 H 1014.010 JUN11 M 1012.410 +++ Antofagasta PLC - STND OPT (ATT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 332.250 48.05 1.00 SEP10 680 0.000 57.71 0.00 299.250 48.33 1.00 SEP10 713 0.250 57.42 -0.01 260.500 46.41 1.00 SEP10 752 0.750 54.87 -0.01 220.750 47.12 0.99 SEP10 792 1.500 52.03 -0.03 182.750 45.37 0.97 SEP10 831 3.250 51.18 -0.06 144.500 42.48 0.93 SEP10 871 4.000 43.02 -0.08 108.000 39.54 0.87 SEP10 911 7.500 39.83 -0.14 75.500 37.55 0.77 SEP10 950 13.500 36.43 -0.24 47.250 35.63 0.62 SEP10 990 26.500 35.70 -0.39 9.000 33.36 0.20 SEP10 1089 88.000 33.73 -0.80 2.000 38.55 0.05 SEP10 1188 179.250 35.66 -0.96 0.250 47.48 0.00 SEP10 1386 376.250 51.76 -0.99 374.750 47.28 0.97 DEC10 640 3.500 47.30 -0.03 300.000 44.93 0.93 DEC10 720 8.750 45.03 -0.07 264.000 43.68 0.90 DEC10 760 12.500 43.58 -0.10 229.000 42.12 0.87 DEC10 800 17.500 42.11 -0.13 196.250 41.13 0.82 DEC10 840 24.750 41.18 -0.18 173.000 40.54 0.78 DEC10 871 32.250 40.54 -0.22 144.500 39.69 0.72 DEC10 911 44.000 39.79 -0.28 119.000 38.70 0.66 DEC10 950 57.250 38.70 -0.34 95.250 37.61 0.58 DEC10 990 73.500 37.64 -0.42 52.750 36.80 0.40 DEC10 1089 129.750 36.75 -0.60 27.000 36.33 0.24 DEC10 1188 203.000 36.28 -0.76 7.000 37.13 0.08 DEC10 1386 381.000 36.89 -0.93 382.750 44.63 0.94 MAR11 640 10.000 44.49 -0.06 312.000 42.36 0.89 MAR11 720 19.500 42.50 -0.11 279.250 41.76 0.86 MAR11 760 26.500 41.83 -0.14 247.500 40.89 0.82 MAR11 800 34.500 40.89 -0.18 217.750 40.24 0.78 MAR11 840 44.500 40.19 -0.22 190.500 39.67 0.73 MAR11 880 57.250 39.69 -0.27 164.750 38.90 0.68 MAR11 920 71.000 38.82 -0.32 140.250 38.08 0.63 MAR11 960 86.750 38.09 -0.37 119.000 37.46 0.58 MAR11 1000 105.500 37.51 -0.43 76.000 36.18 0.44 MAR11 1100 163.500 36.67 -0.56 46.000 35.25 0.31 MAR11 1200 232.000 35.22 -0.70 +++ Antofagasta plc - Amer Phys FLEX Opt (KFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 896.040 47.91 1.00 04100 116 879.050 47.84 1.00 12100 133 896.040 47.66 1.00 02110 116 +++ Time Warner Inc (AOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.080 +++ Time Warner Inc - Physical STND FUT (AOX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 30.085 OCT10 V 30.092 NOV10 X 30.101 DEC10 Z 30.109 +++ Time Warner Inc - Cash FLEX Fut (ZTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 30.085 +++ Accor SA (AOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.4050 +++ Atlas Copco AB-B (AP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 102.5000 +++ Leggett & Platt Inc (AQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.140 +++ Aareal Bank AG (AR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.5400 +++ Arcadis N.V (ARC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.5000 +++ 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 764.960 DEC10 Z 766.380 MAR11 H 767.920 JUN11 M 769.550 +++ ARM Holdings plc - STND FUT (AMR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 332.120 DEC10 Z 332.730 MAR11 H 333.400 JUN11 M 332.360 +++ ARM Holdings plc (ARM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 333.000 +++ ARM Holdings plc - STND OPT (ARM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 193.000 65.13 1.00 SEP10 140 0.000 65.13 0.00 173.000 63.92 1.00 SEP10 160 0.000 63.92 0.00 163.000 62.12 1.00 SEP10 170 0.000 62.12 0.00 153.000 59.11 1.00 SEP10 180 0.000 59.11 0.00 143.000 55.19 1.00 SEP10 190 0.000 55.19 0.00 133.000 52.78 1.00 SEP10 200 0.000 52.78 0.00 123.000 49.63 1.00 SEP10 210 0.000 49.63 0.00 113.000 47.05 1.00 SEP10 220 0.000 47.05 0.00 103.000 43.71 1.00 SEP10 230 0.000 43.71 0.00 93.000 42.27 1.00 SEP10 240 0.000 42.27 0.00 73.000 40.08 1.00 SEP10 260 0.000 40.08 -0.01 53.250 37.99 0.99 SEP10 280 0.500 37.99 -0.03 34.250 37.08 0.89 SEP10 300 2.000 37.08 -0.13 26.000 35.89 0.80 SEP10 310 3.750 35.89 -0.21 18.750 35.49 0.68 SEP10 320 6.500 35.49 -0.32 12.500 34.49 0.55 SEP10 330 10.500 34.49 -0.45 8.000 33.87 0.41 SEP10 340 15.750 33.87 -0.59 4.500 33.03 0.28 SEP10 350 22.500 33.03 -0.72 2.250 32.20 0.17 SEP10 360 30.250 32.20 -0.83 0.500 31.18 0.05 SEP10 380 48.500 31.18 -0.96 0.000 29.98 0.01 SEP10 400 68.000 29.98 -0.99 133.500 50.11 0.98 DEC10 200 0.500 45.82 -0.02 114.000 44.99 0.96 DEC10 220 1.500 44.99 -0.04 104.500 44.68 0.95 DEC10 230 2.000 44.60 -0.05 95.500 43.77 0.93 DEC10 240 3.000 43.68 -0.07 77.500 41.41 0.88 DEC10 260 5.000 41.31 -0.12 61.000 39.70 0.81 DEC10 280 8.250 39.59 -0.19 46.750 38.83 0.72 DEC10 300 14.000 38.71 -0.28 34.250 37.79 0.61 DEC10 320 21.500 37.79 -0.39 23.250 35.59 0.50 DEC10 340 30.500 35.59 -0.50 16.000 35.82 0.38 DEC10 360 43.250 35.82 -0.62 10.000 34.63 0.28 DEC10 380 57.250 34.50 -0.73 6.250 34.17 0.19 DEC10 400 73.500 34.06 -0.81 99.500 41.65 0.89 MAR11 240 6.500 41.55 -0.11 83.250 40.51 0.84 MAR11 260 10.250 40.42 -0.16 68.750 39.65 0.77 MAR11 280 15.500 39.53 -0.23 55.250 38.51 0.70 MAR11 300 21.750 38.33 -0.30 43.250 37.31 0.61 MAR11 320 30.000 37.31 -0.39 33.500 36.58 0.53 MAR11 340 40.250 36.58 -0.48 25.000 35.66 0.44 MAR11 360 51.500 35.44 -0.56 18.500 35.17 0.36 MAR11 380 65.250 35.17 -0.64 13.500 34.69 0.28 MAR11 400 80.000 34.69 -0.72 +++ M&T Bank Corp (AS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 87.220 +++ ASML Holding NV (ASL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.0250 +++ ASML Holding NV - STND FUT (ASL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 21.0300 OCT10 V 21.0380 NOV10 X 21.0540 DEC10 Z 21.0670 +++ ASML Holding NV - Amer Phys FLEX Opt (FDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5800 32.72 0.27 17120 2400 0.0200 32.89 0.01 17120 3200 +++ Aspen Insurance Holdings Ltd (ASP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.500 +++ Assa Abloy AB (ASS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 150.1000 +++ Altri SGPS (AT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6320 +++ Atos Origin SA (AT0/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.5650 +++ Atlas Copco AB A shares (ATA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 113.3000 +++ Autogrill SPA (ATG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.0450 +++ Atkins (WS) (ATK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 684.500 +++ Atkins (WS) STND FUT (ATK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 684.740 DEC10 Z 686.010 MAR11 H 687.390 JUN11 M 688.850 +++ Actelion Ltd (ATL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.430 +++ AO Tatneft (ATO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.9100 +++ Atlantia SpA (ATS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.7200 +++ Atlantia SpA - STND FUT (AUT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.7235 OCT10 V 14.7294 NOV10 X 14.7400 DEC10 Z 14.3889 +++ Autonomy Corporation (AUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1571.000 +++ Autonomy Corporation STND FUT (AUC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1571.550 DEC10 Z 1574.470 MAR11 H 1577.630 JUN11 M 1580.970 +++ Grupo Ezentis SA (AVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.5700 +++ Ackermans & Van Haaren (AVH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.2900 +++ Eastman Chemical Co (AW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.110 +++ British Airways PLC (AWS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 210.600 +++ British Airways PLC - STND OPT (AWS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 50.750 45.42 0.99 SEP10 160 0.000 43.27 0.00 40.750 44.12 0.98 SEP10 170 0.250 41.95 -0.02 31.250 43.05 0.93 SEP10 180 0.500 40.64 -0.06 26.750 42.25 0.90 SEP10 185 0.750 39.50 -0.09 22.500 41.99 0.85 SEP10 190 1.500 39.50 -0.14 18.250 40.67 0.79 SEP10 195 2.500 38.77 -0.20 14.750 40.40 0.71 SEP10 200 3.500 38.05 -0.28 11.250 39.08 0.63 SEP10 205 5.250 36.77 -0.37 8.250 37.59 0.53 SEP10 210 7.250 35.52 -0.47 6.000 37.33 0.43 SEP10 215 9.750 35.11 -0.57 4.250 36.79 0.34 SEP10 220 13.000 34.73 -0.67 2.750 36.70 0.25 SEP10 225 16.750 34.01 -0.77 1.750 36.60 0.18 SEP10 230 20.750 34.01 -0.84 1.250 36.50 0.12 SEP10 235 25.250 33.75 -0.90 0.750 36.50 0.08 SEP10 240 31.000 45.01 -0.86 0.000 36.80 0.01 SEP10 260 49.500 34.60 -0.99 0.000 37.90 0.00 SEP10 280 69.500 35.80 -1.00 0.000 40.34 0.00 SEP10 300 89.500 38.45 -1.00 0.000 42.37 0.00 SEP10 310 99.500 39.90 -1.00 0.000 44.35 0.00 SEP10 320 109.500 41.82 -1.00 32.500 36.57 0.89 OCT10 180 1.750 37.62 -0.12 23.750 34.61 0.81 OCT10 190 3.500 36.08 -0.20 20.000 33.49 0.75 OCT10 195 4.750 35.52 -0.26 16.250 32.22 0.69 OCT10 200 6.250 35.22 -0.32 12.750 31.15 0.62 OCT10 205 8.000 34.12 -0.39 10.000 30.87 0.54 OCT10 210 10.000 33.42 -0.46 7.750 30.99 0.46 OCT10 215 12.750 33.46 -0.54 6.000 31.10 0.38 OCT10 220 16.000 33.71 -0.61 4.500 31.10 0.31 OCT10 225 19.500 33.91 -0.67 3.500 31.30 0.25 OCT10 230 23.500 34.26 -0.73 2.500 31.38 0.19 OCT10 235 27.250 34.26 -0.79 1.750 31.52 0.15 OCT10 240 33.500 43.33 -0.77 0.500 32.22 0.05 OCT10 260 50.000 35.94 -0.94 0.000 32.64 0.01 OCT10 280 69.500 36.78 -0.98 26.000 33.39 0.77 NOV10 190 8.000 42.05 -0.27 19.500 33.42 0.66 NOV10 200 10.500 38.81 -0.35 16.750 33.68 0.60 NOV10 205 12.750 38.61 -0.40 14.250 33.68 0.54 NOV10 210 15.000 38.12 -0.45 11.750 33.11 0.49 NOV10 215 17.750 37.93 -0.51 9.750 33.40 0.43 NOV10 220 21.000 38.47 -0.55 7.750 32.37 0.37 NOV10 225 24.250 38.31 -0.60 6.000 31.81 0.31 NOV10 230 27.750 38.45 -0.65 3.500 30.01 0.21 NOV10 240 35.500 39.12 -0.72 0.500 23.95 0.04 NOV10 260 52.750 41.38 -0.83 52.750 38.89 0.92 DEC10 160 2.250 40.75 -0.09 44.250 37.92 0.87 DEC10 170 3.750 40.33 -0.14 36.000 37.07 0.81 DEC10 180 6.000 39.96 -0.20 28.750 36.30 0.73 DEC10 190 9.250 39.74 -0.28 22.500 36.09 0.64 DEC10 200 13.000 39.45 -0.36 17.250 35.98 0.55 DEC10 210 17.750 39.14 -0.45 13.250 36.19 0.46 DEC10 220 23.250 38.78 -0.53 9.750 36.05 0.37 DEC10 230 30.000 38.78 -0.62 7.250 36.25 0.30 DEC10 240 37.750 40.29 -0.68 4.000 37.16 0.18 DEC10 260 54.000 40.28 -0.79 2.500 39.31 0.12 DEC10 280 71.250 38.83 -0.89 0.500 38.09 0.03 DEC10 320 109.750 40.53 -0.96 55.250 36.55 0.88 MAR11 160 6.000 42.09 -0.15 40.000 35.51 0.77 MAR11 180 13.500 45.42 -0.26 33.250 34.94 0.71 MAR11 190 15.250 41.02 -0.31 27.250 34.36 0.64 MAR11 200 19.750 40.87 -0.37 22.000 33.97 0.56 MAR11 210 24.250 40.12 -0.43 17.500 33.73 0.49 MAR11 220 29.750 39.22 -0.50 14.000 33.73 0.42 MAR11 230 35.750 38.67 -0.56 11.250 33.73 0.35 MAR11 240 41.500 36.75 -0.63 4.250 33.99 0.17 MAR11 280 75.250 40.02 -0.79 +++ British Airways plc - STND FUT (BAY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 210.670 DEC10 Z 211.070 MAR11 H 211.490 JUN11 M 211.940 +++ Aker Solutions ASA (AX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.5500 +++ Axa SA (AXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.4250 +++ Axa SA - STND FUT (AXA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.4280 OCT10 V 12.4330 NOV10 X 12.4420 DEC10 Z 12.4500 +++ AXA SA - Euro Cash FLEX Opt (CJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1002 43.76 0.15 17090 1396 1.4520 43.47 0.50 17061 1270 2.3694 43.47 -0.50 +++ AXA SA - Amer Phys FLEX Opt (CJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 1200 0.6400 46.50 -0.38 17120 1759 5.2000 36.68 -0.95 17120 2247 10.0450 35.47 -1.00 16091 1300 2.7749 42.51 -0.50 16091 1400 3.3756 40.52 -0.58 0.5400 35.30 0.22 16121 1759 0.4958 32.60 0.21 21122 1900 +++ AXA SA - Euro Phys FLEX Opt (CJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0027 49.50 0.01 17090 1700 4.5732 49.50 -0.99 1.5112 46.85 0.61 17120 1200 1.0515 46.85 -0.39 0.5900 41.20 0.35 17120 1400 2.1245 41.20 -0.65 0.1739 38.06 0.14 17120 1600 3.7026 38.06 -0.86 0.0849 37.00 0.08 17120 1700 4.6106 37.00 -0.92 0.0118 35.59 0.01 17120 1954 7.0701 35.59 -0.99 1.0473 41.01 0.41 17061 1368 2.9365 41.01 -0.59 16121 1563 4.6139 37.73 -0.67 16121 3127 19.1382 33.50 -0.99 +++ Axel Springer AG (AXE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 90.0000 +++ AEX Index (AXI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 314.2200 +++ Acergy SA (AY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 95.7500 +++ Azimut Holding SpA (AZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.7900 +++ AstraZeneca plc (AZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3216.500 +++ AstraZeneca plc - STND OPT (AZA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1217.500 44.13 1.00 SEP10 2000 0.000 45.44 0.00 817.500 39.91 1.00 SEP10 2400 0.500 44.85 0.00 618.500 37.19 0.99 SEP10 2600 2.000 40.61 -0.02 420.500 30.34 0.97 SEP10 2800 3.500 31.28 -0.03 324.000 27.70 0.94 SEP10 2900 6.500 27.89 -0.06 230.000 24.66 0.88 SEP10 3000 13.000 25.02 -0.13 147.000 23.26 0.75 SEP10 3100 29.000 23.17 -0.25 76.000 20.73 0.55 SEP10 3200 58.500 20.82 -0.45 31.000 19.54 0.31 SEP10 3300 113.000 19.38 -0.69 9.500 18.82 0.13 SEP10 3400 191.500 18.67 -0.88 1.000 20.86 0.02 SEP10 3600 383.500 18.29 -1.00 0.000 20.83 0.00 SEP10 3800 583.500 18.89 -1.00 621.500 28.89 0.98 OCT10 2600 4.500 31.48 -0.03 430.000 26.72 0.93 OCT10 2800 12.500 27.61 -0.08 252.000 23.63 0.80 OCT10 3000 33.000 23.68 -0.20 176.000 22.49 0.69 OCT10 3100 56.000 22.25 -0.31 111.500 21.17 0.55 OCT10 3200 90.500 20.80 -0.45 62.500 20.06 0.39 OCT10 3300 142.000 19.83 -0.62 31.500 19.48 0.24 OCT10 3400 213.000 19.63 -0.76 6.500 19.28 0.06 OCT10 3600 387.500 19.01 -0.94 1.500 20.79 0.02 OCT10 3800 583.500 20.35 -0.99 448.500 26.57 0.88 NOV10 2800 27.000 26.42 -0.12 280.000 23.86 0.75 NOV10 3000 58.000 23.71 -0.25 208.000 22.72 0.66 NOV10 3100 85.000 22.43 -0.34 145.000 21.54 0.55 NOV10 3200 124.500 21.69 -0.45 96.500 20.89 0.43 NOV10 3300 175.000 20.87 -0.58 60.000 20.29 0.31 NOV10 3400 240.500 20.61 -0.69 18.500 19.39 0.13 NOV10 3600 398.000 19.44 -0.88 6.000 19.74 0.05 NOV10 3800 585.500 19.15 -0.97 1620.000 34.09 1.00 DEC10 1600 0.000 41.54 0.00 1420.500 36.45 1.00 DEC10 1800 1.000 40.40 0.00 1222.000 35.56 0.99 DEC10 2000 2.000 37.17 -0.01 831.500 31.76 0.96 DEC10 2400 9.000 31.25 -0.04 641.500 28.65 0.92 DEC10 2600 19.000 28.62 -0.08 460.000 25.70 0.85 DEC10 2800 38.000 25.85 -0.15 295.500 23.07 0.73 DEC10 3000 74.000 23.27 -0.27 228.500 22.59 0.65 DEC10 3100 104.500 22.46 -0.36 167.000 21.68 0.55 DEC10 3200 145.500 21.91 -0.45 79.500 20.56 0.34 DEC10 3400 255.500 20.37 -0.66 31.000 19.71 0.17 DEC10 3600 411.000 20.27 -0.83 3.500 19.59 0.03 DEC10 4000 785.000 20.81 -0.98 838.000 29.28 0.95 MAR11 2400 33.000 29.01 -0.10 653.000 27.11 0.90 MAR11 2600 58.000 26.85 -0.16 479.000 25.17 0.83 MAR11 2800 96.500 24.72 -0.25 324.500 23.28 0.71 MAR11 3000 159.000 23.13 -0.38 198.000 21.76 0.55 MAR11 3200 250.500 21.72 -0.54 110.000 20.94 0.38 MAR11 3400 376.500 20.77 -0.69 54.500 20.22 0.23 MAR11 3600 529.000 19.71 -0.82 11.500 19.86 0.06 MAR11 4000 896.500 20.04 -0.95 845.000 28.95 0.93 JUN11 2400 53.000 28.07 -0.12 498.500 25.40 0.80 JUN11 2800 135.000 24.96 -0.28 348.000 23.33 0.68 JUN11 3000 199.500 23.27 -0.39 227.500 22.06 0.54 JUN11 3200 292.500 22.09 -0.51 141.000 21.29 0.40 JUN11 3400 412.500 21.14 -0.64 80.500 20.55 0.26 JUN11 3600 560.000 20.75 -0.76 23.500 19.77 0.10 JUN11 4000 908.500 20.54 -0.90 1428.500 37.15 0.99 DEC11 1800 30.500 33.22 -0.05 1235.500 34.90 0.97 DEC11 2000 45.500 30.93 -0.08 866.500 30.41 0.89 DEC11 2400 100.000 27.24 -0.17 526.500 25.20 0.76 DEC11 2800 201.500 24.26 -0.32 276.000 22.63 0.53 DEC11 3200 372.500 21.89 -0.51 132.000 21.45 0.32 DEC11 3600 631.000 20.29 -0.72 868.500 29.50 0.89 JUN12 2400 148.000 26.00 -0.21 541.000 25.23 0.74 JUN12 2800 280.000 23.88 -0.36 307.000 23.13 0.53 JUN12 3200 486.500 22.71 -0.53 158.000 21.65 0.34 JUN12 3600 785.000 23.82 -0.67 881.500 29.98 0.87 DEC12 2400 184.000 25.22 -0.23 561.500 25.41 0.73 DEC12 2800 314.500 22.60 -0.37 334.000 23.20 0.53 DEC12 3200 531.500 21.91 -0.53 166.500 20.50 0.34 DEC12 3600 827.500 22.81 -0.66 +++ AstraZeneca plc - Euro Cash FLEX Opt (AZJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 6.290 19.11 0.09 17090 3428 +++ AstraZeneca plc - STND FUT (AZN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3217.630 DEC10 Z 3223.610 MAR11 H 3113.200 JUN11 M 3119.810 +++ AstraZeneca plc - Amer Phys FLEX Opt (AZQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.780 19.84 0.04 17090 3500 17120 2200 4.060 34.21 -0.02 117.080 21.12 0.44 17120 3300 690.390 27.81 0.84 16121 2600 143.910 25.75 -0.23 +++ AstraZeneca plc - Euro Phys FLEX Opt (AZX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 1.810 37.17 -0.01 831.550 31.75 0.96 17120 2400 8.870 31.25 -0.04 459.630 25.70 0.86 17120 2800 37.370 25.85 -0.15 166.380 21.68 0.55 17120 3200 117.080 21.12 0.44 17120 3300 3.370 19.59 0.03 17120 4000 512.170 25.41 0.63 21122 2800 308.300 22.60 -0.37 402.430 24.01 0.54 20123 3000 521.260 22.02 -0.48 +++ Bauer AG (BAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.2100 +++ Bank of Ireland (BAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7650 +++ BASF SE (BAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.9450 +++ BASF SE - STND FUT (BAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.9549 OCT10 V 41.9719 NOV10 X 42.0019 DEC10 Z 42.0279 +++ BASF SE - Euro Cash FLEX Opt (BJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1189 30.30 0.09 17090 4658 +++ BASF SE - Amer Phys FLEX Opt (BJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 4000 1.0961 31.79 -0.32 16121 4400 7.4339 25.12 -0.61 2.3491 30.95 0.33 16121 5000 +++ BASF SE - Euro Phys FLEX Opt (BJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0563 31.45 0.04 17090 4800 6.0885 30.40 -0.96 17.1445 51.90 0.98 17120 2500 0.1516 53.37 -0.03 4.0866 32.43 0.64 17120 4000 2.0630 32.87 -0.36 1.6043 29.45 0.37 17120 4500 4.5475 29.65 -0.63 17061 3830 3.4497 27.83 -0.42 5.8384 34.69 0.56 16121 4000 5.2837 27.82 -0.46 5.8668 33.22 0.49 20123 4600 12.6793 27.95 -0.56 +++ Banco de Valencia SA (BAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.1400 +++ Societe BIC SA (BB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.1500 +++ BBA Aviation plc (BBA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 179.600 +++ BBA Aviation plc (BBA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 175.990 DEC10 Z 176.320 MAR11 H 176.670 JUN11 M 168.470 +++ Barclays plc - STND FUT (BAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 302.110 DEC10 Z 301.670 MAR11 H 299.770 JUN11 M 299.150 +++ Barclays plc - Euro Cash FLEX Opt (BBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.900 39.74 0.19 17090 331 +++ Barclays PLC (BBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 302.000 +++ Barclays PLC - STND OPT (BBL/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 104.500 116.22 0.94 SEP10 200 2.500 116.03 -0.06 84.500 93.42 0.93 SEP10 220 2.500 93.22 -0.07 64.500 72.66 0.91 SEP10 240 2.500 72.44 -0.09 45.250 57.18 0.87 SEP10 260 3.000 56.93 -0.13 28.750 52.13 0.74 SEP10 280 6.500 51.81 -0.26 21.250 48.17 0.66 SEP10 290 8.750 46.88 -0.34 14.750 45.20 0.55 SEP10 300 12.500 45.20 -0.45 9.500 42.40 0.43 SEP10 310 17.250 42.40 -0.58 5.750 40.88 0.31 SEP10 320 23.500 40.68 -0.70 3.250 39.62 0.20 SEP10 330 31.000 39.32 -0.80 2.000 40.78 0.13 SEP10 340 40.000 40.78 -0.87 1.500 44.44 0.10 SEP10 350 49.500 44.44 -0.90 1.500 49.57 0.09 SEP10 360 59.250 49.57 -0.91 1.500 60.19 0.07 SEP10 380 79.250 60.19 -0.93 1.000 65.59 0.05 SEP10 400 99.000 65.59 -0.95 0.750 68.62 0.03 SEP10 420 118.500 68.62 -0.97 0.500 73.38 0.03 SEP10 440 138.500 73.38 -0.98 0.250 79.24 0.01 SEP10 480 178.250 78.88 -0.99 85.500 67.91 0.92 OCT10 220 3.250 67.76 -0.08 67.500 62.82 0.87 OCT10 240 5.250 62.65 -0.13 50.250 55.65 0.80 OCT10 260 8.000 55.65 -0.20 34.750 50.85 0.69 OCT10 280 12.500 50.85 -0.31 28.000 48.67 0.63 OCT10 290 15.750 48.67 -0.37 22.250 47.03 0.55 OCT10 300 20.000 46.82 -0.45 16.500 44.37 0.47 OCT10 310 24.250 44.05 -0.53 12.000 42.56 0.39 OCT10 320 29.750 42.29 -0.61 8.500 41.05 0.31 OCT10 330 36.250 41.05 -0.69 5.750 39.71 0.24 OCT10 340 43.500 39.50 -0.77 3.750 38.09 0.17 OCT10 350 51.500 38.09 -0.83 2.250 37.43 0.12 OCT10 360 60.000 37.27 -0.88 1.750 42.78 0.09 OCT10 380 79.500 42.78 -0.91 1.250 46.44 0.06 OCT10 400 99.000 46.44 -0.94 0.750 52.17 0.03 OCT10 440 138.500 52.17 -0.97 55.500 55.18 0.76 NOV10 260 13.500 55.18 -0.25 41.000 50.74 0.67 NOV10 280 19.000 50.56 -0.34 34.250 48.69 0.62 NOV10 290 22.500 48.72 -0.39 28.500 47.18 0.56 NOV10 300 26.500 47.03 -0.45 23.000 45.33 0.50 NOV10 310 30.750 44.33 -0.51 17.750 42.80 0.43 NOV10 320 36.000 42.84 -0.57 13.750 41.53 0.37 NOV10 330 42.000 41.53 -0.64 10.500 40.28 0.31 NOV10 340 48.500 40.09 -0.70 5.750 38.80 0.20 NOV10 360 64.000 38.66 -0.80 262.000 87.61 1.00 DEC10 40 0.000 87.61 0.00 254.000 85.17 1.00 DEC10 48 0.000 85.17 0.00 242.000 85.17 1.00 DEC10 60 0.000 85.17 0.00 222.250 84.21 1.00 DEC10 80 0.000 84.21 0.00 214.250 84.21 1.00 DEC10 88 0.000 84.21 0.00 206.250 82.75 1.00 DEC10 96 0.250 82.75 0.00 202.250 81.79 1.00 DEC10 100 0.250 81.79 0.00 182.750 81.02 0.99 DEC10 120 0.750 81.02 -0.01 163.500 78.22 0.98 DEC10 140 1.500 78.22 -0.02 144.250 73.85 0.96 DEC10 160 2.500 73.85 -0.04 126.500 73.19 0.93 DEC10 180 4.500 73.19 -0.07 108.500 68.09 0.90 DEC10 200 6.500 68.09 -0.10 91.250 64.27 0.86 DEC10 220 9.500 64.27 -0.14 75.250 60.38 0.81 DEC10 240 13.500 60.38 -0.20 59.250 55.41 0.74 DEC10 260 17.500 55.41 -0.26 50.000 52.71 0.69 DEC10 273 21.250 52.71 -0.31 45.500 52.00 0.66 DEC10 280 23.750 52.00 -0.34 33.000 48.04 0.56 DEC10 300 31.250 48.04 -0.44 26.250 45.64 0.50 DEC10 312 36.500 45.64 -0.50 22.500 44.50 0.46 DEC10 320 40.750 44.50 -0.55 14.250 41.45 0.35 DEC10 340 52.500 41.45 -0.66 10.250 39.14 0.28 DEC10 351 59.500 39.14 -0.72 8.000 37.94 0.23 DEC10 360 66.250 37.94 -0.77 4.000 35.35 0.14 DEC10 380 82.250 35.35 -0.86 3.250 35.95 0.12 DEC10 390 91.500 35.95 -0.88 0.500 36.37 0.02 DEC10 467 165.750 36.37 -0.98 0.250 36.66 0.01 DEC10 480 179.500 45.30 -0.96 113.000 63.04 0.87 MAR11 200 12.250 62.90 -0.14 80.750 54.85 0.78 MAR11 240 20.250 54.85 -0.23 53.000 48.64 0.65 MAR11 280 32.500 48.50 -0.36 41.000 45.76 0.58 MAR11 300 40.750 45.76 -0.43 30.250 42.64 0.49 MAR11 320 50.000 42.62 -0.52 21.750 40.33 0.40 MAR11 340 61.500 40.25 -0.61 15.000 38.12 0.31 MAR11 360 74.750 38.14 -0.69 5.750 34.27 0.16 MAR11 400 105.750 34.28 -0.84 2.500 33.82 0.08 MAR11 440 142.250 33.46 -0.92 2.500 39.28 0.07 MAR11 480 182.000 38.95 -0.93 115.750 58.56 0.86 JUN11 200 16.250 58.56 -0.15 85.500 52.79 0.77 JUN11 240 26.250 52.79 -0.24 59.250 47.52 0.65 JUN11 280 40.000 47.52 -0.36 47.500 44.95 0.58 JUN11 300 48.250 44.95 -0.42 37.500 42.93 0.51 JUN11 320 58.250 42.93 -0.49 27.250 39.20 0.43 JUN11 340 67.750 39.20 -0.57 21.500 38.89 0.36 JUN11 360 82.000 38.89 -0.64 11.000 35.61 0.23 JUN11 400 111.250 35.61 -0.77 2.750 33.44 0.08 JUN11 480 182.500 32.60 -0.93 262.000 76.20 1.00 DEC11 40 0.250 76.20 0.00 254.000 75.34 1.00 DEC11 48 0.500 75.34 -0.01 242.250 74.06 1.00 DEC11 60 1.250 74.06 -0.01 222.500 72.13 0.99 DEC11 80 2.750 72.13 -0.02 215.000 71.27 0.99 DEC11 88 3.750 71.27 -0.03 207.500 69.88 0.98 DEC11 96 4.500 69.88 -0.03 186.250 67.03 0.96 DEC11 120 7.750 67.03 -0.06 169.250 64.33 0.93 DEC11 140 11.250 64.33 -0.08 153.250 61.62 0.90 DEC11 160 15.250 61.62 -0.11 137.750 59.18 0.87 DEC11 180 20.000 59.18 -0.14 121.250 54.86 0.84 DEC11 200 23.250 54.86 -0.17 92.000 48.74 0.75 DEC11 240 34.000 48.74 -0.25 68.250 45.20 0.65 DEC11 280 49.750 45.20 -0.35 45.500 40.06 0.53 DEC11 320 66.750 40.06 -0.47 36.250 37.99 0.47 DEC11 340 77.500 37.99 -0.53 29.000 36.69 0.41 DEC11 360 90.000 36.69 -0.59 17.250 34.09 0.29 DEC11 400 117.750 34.09 -0.71 5.500 31.00 0.12 DEC11 480 185.000 31.00 -0.88 130.500 57.64 0.82 JUN12 200 35.000 57.64 -0.18 107.500 55.24 0.75 JUN12 240 51.500 55.24 -0.26 83.250 50.02 0.67 JUN12 280 66.750 50.02 -0.34 63.500 46.40 0.58 JUN12 320 86.250 46.40 -0.42 47.000 43.49 0.49 JUN12 360 109.250 43.49 -0.52 34.500 41.50 0.40 JUN12 400 136.000 41.50 -0.60 133.500 54.66 0.82 DEC12 200 39.000 54.66 -0.19 113.500 53.83 0.75 DEC12 240 58.000 53.83 -0.25 91.750 50.08 0.68 DEC12 280 75.500 50.08 -0.32 70.250 45.35 0.60 DEC12 320 93.000 45.35 -0.41 53.000 42.09 0.51 DEC12 360 114.750 42.09 -0.49 37.750 38.69 0.42 DEC12 400 138.500 38.69 -0.58 12.250 29.84 0.20 DEC12 480 191.000 29.84 -0.80 +++ Barclays plc - Amer Phys FLEX Opt (BBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.170 61.54 0.06 17090 385 5.670 36.65 0.18 17120 370 17120 409 109.220 36.05 -0.92 1.140 36.16 0.05 17120 429 17120 487 186.210 45.30 -0.96 16121 273 46.660 45.82 -0.33 16121 340 16121 351 83.840 37.28 -0.57 +++ Barclays plc - Euro Phys FLEX Opt (BBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 300 12.310 45.20 -0.45 1.170 61.54 0.06 17090 385 26.140 45.64 0.50 17120 312 36.430 45.64 -0.50 17120 351 59.340 39.14 -0.72 7.790 37.94 0.23 17120 360 65.980 37.94 -0.77 16121 351 83.620 37.28 -0.56 16121 419 132.120 33.36 -0.76 +++ Banco BPI SA (BBP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5920 +++ Baywa-Bayerische Warenvermit (BBW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.4400 +++ 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 235.180 DEC10 Z 235.620 MAR11 H 236.090 JUN11 M 236.590 +++ BRE Bank SA (BC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 246.900 +++ Barratt Developments (BDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 93.900 +++ Barratt Developments STND FUT (BDE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 93.930 DEC10 Z 94.110 MAR11 H 94.300 JUN11 M 94.500 +++ Beiersdorf AG (BDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.0000 +++ Benetton Group SpA (BE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2800 +++ Befimmo S.C.A. (BEF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.6000 +++ Bekaert (BEK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 157.2500 +++ Beni Stabili SpA (BEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6030 +++ Banco Espirito Santo SA (BES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4260 +++ Banco Espirito Santo SA - Phys FLEX Fut (YBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16121 3.3351 +++ BTG (BGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 207.900 +++ BTG - STND FUT (BGC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 207.970 DEC10 Z 208.360 MAR11 H 208.780 JUN11 M 209.220 +++ BG Group plc - STND FUT (BG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1052.370 DEC10 Z 1054.330 MAR11 H 1056.440 JUN11 M 1050.920 +++ BG Group plc (BGG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1052.000 +++ BG Group plc - STND OPT (BGG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 215.500 56.29 0.95 SEP10 840 2.500 53.54 -0.04 175.500 47.21 0.94 SEP10 880 2.500 44.44 -0.05 137.000 41.50 0.91 SEP10 920 4.500 41.16 -0.09 103.000 41.22 0.83 SEP10 960 10.500 41.03 -0.17 87.000 40.37 0.77 SEP10 980 15.500 41.20 -0.23 73.000 40.38 0.71 SEP10 1000 20.500 40.52 -0.29 45.000 41.54 0.53 SEP10 1050 42.000 41.19 -0.47 29.000 45.69 0.37 SEP10 1100 76.000 45.33 -0.63 21.000 51.70 0.27 SEP10 1150 116.500 49.10 -0.74 14.500 55.11 0.19 SEP10 1200 159.500 52.04 -0.83 10.000 58.87 0.14 SEP10 1250 205.500 54.75 -0.88 7.000 61.80 0.10 SEP10 1300 252.500 56.63 -0.92 3.000 64.54 0.05 SEP10 1400 349.000 57.05 -0.97 1.000 65.48 0.02 SEP10 1500 448.000 52.08 -1.00 147.000 39.37 0.84 OCT10 920 13.500 38.87 -0.16 116.000 38.92 0.76 OCT10 960 23.000 38.76 -0.24 102.000 38.54 0.72 OCT10 980 29.500 38.78 -0.29 89.500 38.73 0.67 OCT10 1000 37.000 39.04 -0.33 63.500 39.77 0.54 OCT10 1050 61.000 39.85 -0.46 45.000 40.93 0.42 OCT10 1100 92.000 41.06 -0.58 32.000 42.69 0.32 OCT10 1150 129.000 42.71 -0.68 22.500 44.31 0.24 OCT10 1200 164.500 39.66 -0.79 15.500 45.26 0.18 OCT10 1250 207.500 39.54 -0.86 11.000 46.27 0.13 OCT10 1300 258.000 46.11 -0.87 9.500 49.98 0.11 OCT10 1350 308.000 51.50 -0.89 159.000 38.86 0.79 NOV10 920 23.000 37.16 -0.20 130.000 37.99 0.73 NOV10 960 36.500 38.00 -0.28 105.500 38.11 0.65 NOV10 1000 51.500 37.91 -0.35 80.000 38.50 0.54 NOV10 1050 76.000 38.30 -0.46 61.000 39.37 0.45 NOV10 1100 107.500 39.43 -0.55 47.000 40.66 0.37 NOV10 1150 142.500 40.33 -0.64 36.000 41.80 0.29 NOV10 1200 183.000 42.29 -0.70 20.500 43.33 0.18 NOV10 1300 264.000 41.10 -0.83 230.500 39.81 0.87 DEC10 840 13.500 37.27 -0.12 197.000 38.60 0.83 DEC10 880 21.500 37.40 -0.17 166.500 37.86 0.77 DEC10 920 31.500 37.22 -0.22 139.000 37.40 0.71 DEC10 960 45.000 37.38 -0.29 115.500 37.52 0.64 DEC10 1000 61.000 37.42 -0.36 70.000 38.06 0.46 DEC10 1100 115.000 37.78 -0.54 41.000 38.79 0.31 DEC10 1200 185.000 38.06 -0.69 26.000 40.82 0.21 DEC10 1300 267.000 38.19 -0.81 15.000 41.37 0.13 DEC10 1400 357.000 38.08 -0.89 211.500 34.82 0.80 MAR11 880 38.000 35.74 -0.21 161.000 35.41 0.69 MAR11 960 65.000 35.44 -0.31 139.000 35.65 0.63 MAR11 1000 82.500 35.43 -0.37 93.500 35.55 0.49 MAR11 1100 136.000 35.21 -0.51 60.000 35.27 0.36 MAR11 1200 204.000 35.24 -0.64 24.500 35.73 0.18 MAR11 1400 368.000 35.60 -0.83 +++ BG Group plc - Amer Phys FLEX Opt (BGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 700 29.990 36.20 -0.12 88.120 35.35 0.37 16121 1300 +++ Bank BPH (BH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.000 +++ Biogen Idec Inc (BII/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.060 +++ Intesa Sanpaolo SpA - Euro Cash FLEX Opt (BIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1652 39.87 0.48 17120 240 0.2560 39.91 -0.52 +++ Intesa Sanpaolo SpA - STND FUT (BIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.3025 +++ Intesa Sanpaolo SpA - STND FUT (BIN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.3030 OCT10 V 2.3040 NOV10 X 2.3056 DEC10 Z 2.3070 +++ Intesa Sanpaolo SpA - Amer Phys FLEX Opt (BIQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 240 0.2568 39.91 -0.53 0.0363 33.31 0.17 17120 280 0.2342 45.51 0.39 20122 300 +++ Biomerieux (BIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.3400 +++ Boston Properties Inc (BJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.040 +++ Bank Zachodni WBK SA (BK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 182.800 +++ Berkeley Group Holdings (BKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 805.500 +++ Berkeley Group Holdings - STND FUT (BKL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 805.780 DEC10 Z 807.280 MAR11 H 808.900 JUN11 M 810.610 +++ Bankinter SA (BKT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0430 +++ Boliden AB (BL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 82.2500 +++ Boliden AB - Cash FLEX Fut (BLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 82.2907 +++ Belgacom SA (BLG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.7350 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 93.000 78.85 0.89 SEP10 360 1.000 50.95 -0.04 73.250 65.75 0.86 SEP10 380 1.000 40.69 -0.05 53.500 52.04 0.82 SEP10 400 1.500 33.02 -0.08 34.000 38.18 0.76 SEP10 420 2.750 27.30 -0.17 23.750 29.65 0.72 SEP10 430 4.500 25.56 -0.25 15.500 25.30 0.62 SEP10 440 7.500 24.22 -0.38 9.500 23.70 0.48 SEP10 450 11.750 23.12 -0.52 5.500 23.28 0.33 SEP10 460 18.000 23.35 -0.67 3.000 23.29 0.21 SEP10 470 25.250 22.92 -0.79 1.250 22.27 0.11 SEP10 480 33.750 23.19 -0.88 0.000 19.70 0.00 SEP10 520 72.500 28.33 -0.98 0.000 13.08 0.00 SEP10 560 112.500 38.48 -0.99 93.750 42.72 0.87 DEC10 360 4.250 31.54 -0.10 53.750 27.89 0.81 DEC10 400 10.250 27.78 -0.24 38.500 26.37 0.69 DEC10 420 16.250 26.66 -0.34 26.000 25.14 0.56 DEC10 440 23.500 24.99 -0.46 16.750 24.60 0.42 DEC10 460 34.750 24.54 -0.59 10.500 24.48 0.30 DEC10 480 48.500 24.21 -0.71 3.750 24.54 0.13 DEC10 520 81.750 24.14 -0.88 1.250 25.32 0.05 DEC10 560 119.750 25.46 -0.95 55.250 24.99 0.77 MAR11 400 18.750 27.20 -0.30 42.750 25.43 0.65 MAR11 420 26.000 26.34 -0.39 32.250 25.41 0.54 MAR11 440 35.250 25.44 -0.48 23.500 25.11 0.44 MAR11 460 46.500 24.92 -0.58 16.750 24.85 0.35 MAR11 480 60.000 24.72 -0.67 8.000 24.52 0.20 MAR11 520 91.250 24.24 -0.81 4.250 25.36 0.11 MAR11 560 127.500 24.95 -0.90 +++ British Land Co (BLN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 447.500 +++ British Land Co - STND FUT (BLN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 447.660 DEC10 Z 441.980 MAR11 H 436.360 JUN11 M 430.770 +++ British Land Company PLC - Amer Phys FLEX Opt (XBO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 267 6.090 32.53 -0.07 +++ BHP Billiton plc - Euro Cash FLEX Opt (BHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 9.790 31.07 0.15 17090 1929 +++ BHP Billiton - STND FUT (BHP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1774.880 DEC10 Z 1778.180 MAR11 H 1750.980 JUN11 M 1754.690 +++ BHP Billiton plc - Amer Phys FLEX Opt (BHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15062 1900 486.710 41.14 -0.47 +++ BHP Billiton plc - Euro Phys FLEX Opt (BHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.210 33.30 0.00 17090 2200 +++ BHP Billiton plc (BLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1802.500 +++ BHP Billiton plc - STND OPT (BLT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 403.000 49.65 0.99 SEP10 1400 2.500 51.00 -0.03 304.500 45.50 0.98 SEP10 1500 5.000 44.41 -0.06 208.500 41.72 0.92 SEP10 1600 13.500 40.10 -0.14 164.000 40.27 0.86 SEP10 1650 20.000 37.32 -0.20 120.000 36.49 0.78 SEP10 1700 31.500 35.63 -0.30 80.000 32.85 0.67 SEP10 1750 47.500 33.52 -0.42 51.000 32.24 0.51 SEP10 1800 72.000 32.63 -0.55 29.500 31.21 0.35 SEP10 1850 102.500 31.64 -0.69 16.000 31.01 0.22 SEP10 1900 140.000 30.91 -0.80 8.500 31.12 0.13 SEP10 1950 184.000 31.78 -0.87 3.500 30.24 0.06 SEP10 2000 228.500 29.99 -0.94 1.000 31.42 0.02 SEP10 2100 326.500 33.48 -0.98 0.500 33.30 0.01 SEP10 2200 426.000 38.38 -0.99 0.000 41.48 0.00 SEP10 2400 625.500 45.87 -1.00 0.000 47.50 0.00 SEP10 2600 826.000 61.74 -0.99 0.000 52.38 0.00 SEP10 2800 1025.500 69.61 -0.99 307.500 42.39 0.94 OCT10 1500 19.500 42.67 -0.13 218.000 39.73 0.84 OCT10 1600 36.000 39.80 -0.22 140.000 36.61 0.68 OCT10 1700 62.000 36.75 -0.35 107.000 35.09 0.59 OCT10 1750 80.500 35.31 -0.43 79.500 34.04 0.49 OCT10 1800 104.000 34.24 -0.52 57.500 33.19 0.40 OCT10 1850 132.500 33.46 -0.60 41.000 32.78 0.31 OCT10 1900 165.000 32.70 -0.69 28.000 32.34 0.24 OCT10 1950 201.500 31.97 -0.77 19.000 32.18 0.18 OCT10 2000 241.500 31.11 -0.84 7.000 30.82 0.08 OCT10 2100 331.500 30.69 -0.92 2.500 30.45 0.03 OCT10 2200 427.000 29.92 -0.97 0.500 30.27 0.00 OCT10 2400 626.000 36.32 -0.99 318.000 41.97 0.86 NOV10 1500 38.000 42.22 -0.18 236.500 39.30 0.76 NOV10 1600 59.000 39.46 -0.26 168.000 37.41 0.64 NOV10 1700 91.000 37.36 -0.37 137.500 36.20 0.57 NOV10 1750 110.500 36.14 -0.43 111.000 35.28 0.50 NOV10 1800 134.000 35.28 -0.50 88.500 34.57 0.44 NOV10 1850 161.500 34.64 -0.56 68.500 33.91 0.37 NOV10 1900 192.000 33.99 -0.63 40.500 32.98 0.26 NOV10 2000 262.500 32.60 -0.75 11.000 31.53 0.09 NOV10 2200 434.000 31.36 -0.91 1162.500 82.71 1.00 DEC10 640 0.500 67.53 0.00 1082.500 79.15 1.00 DEC10 720 1.000 67.37 0.00 1002.500 75.95 1.00 DEC10 800 2.000 65.70 -0.01 922.500 69.55 1.00 DEC10 880 3.500 63.24 -0.01 843.000 65.74 1.00 DEC10 960 6.000 60.96 -0.02 803.000 62.86 1.00 DEC10 1000 6.000 57.73 -0.03 603.500 47.43 0.99 DEC10 1200 15.000 50.58 -0.06 413.500 43.49 0.90 DEC10 1400 34.000 44.09 -0.14 252.500 39.11 0.73 DEC10 1600 76.000 39.46 -0.28 186.500 37.36 0.63 DEC10 1700 108.500 37.32 -0.37 130.500 35.40 0.52 DEC10 1800 152.500 35.39 -0.49 87.500 34.20 0.40 DEC10 1900 209.500 34.20 -0.60 56.000 33.34 0.30 DEC10 2000 277.000 32.92 -0.71 20.000 32.14 0.14 DEC10 2200 442.500 32.14 -0.87 5.500 30.62 0.05 DEC10 2400 628.500 30.57 -0.96 1.500 30.38 0.02 DEC10 2600 826.000 32.17 -0.99 0.000 28.34 0.00 DEC10 2800 1026.000 36.77 -0.99 436.000 41.93 0.83 MAR11 1400 67.000 41.44 -0.19 288.000 38.20 0.70 MAR11 1600 122.500 37.75 -0.32 225.000 36.61 0.62 MAR11 1700 162.000 36.22 -0.40 171.500 35.27 0.53 MAR11 1800 209.500 34.83 -0.49 127.000 34.22 0.45 MAR11 1900 266.500 33.59 -0.58 91.500 33.27 0.36 MAR11 2000 332.000 32.60 -0.66 45.000 32.04 0.21 MAR11 2200 485.500 30.78 -0.81 19.500 30.86 0.11 MAR11 2400 662.500 29.57 -0.91 8.000 30.15 0.05 MAR11 2600 851.000 27.36 -0.97 2.500 28.87 0.02 MAR11 2800 1046.500 24.18 -0.99 804.000 49.94 0.99 JUN11 1000 26.500 48.53 -0.07 618.500 44.79 0.90 JUN11 1200 52.000 44.29 -0.12 455.000 41.07 0.81 JUN11 1400 91.500 40.49 -0.21 316.000 37.98 0.68 JUN11 1600 155.500 37.52 -0.33 256.000 36.49 0.61 JUN11 1700 196.000 36.04 -0.40 204.000 35.33 0.54 JUN11 1800 244.500 34.81 -0.47 160.500 34.41 0.47 JUN11 1900 301.000 33.87 -0.55 124.500 33.64 0.39 JUN11 2000 365.500 33.16 -0.62 70.000 32.21 0.26 JUN11 2200 510.500 31.35 -0.75 39.000 31.36 0.17 JUN11 2400 677.000 29.78 -0.86 10.000 29.94 0.05 JUN11 2800 1048.000 25.28 -0.98 855.000 53.47 0.93 DEC11 960 40.000 44.80 -0.08 816.500 51.00 0.92 DEC11 1000 58.000 48.01 -0.10 641.500 44.46 0.86 DEC11 1200 94.000 43.46 -0.16 504.000 43.35 0.77 DEC11 1400 159.000 42.17 -0.25 388.500 42.00 0.67 DEC11 1600 246.500 41.07 -0.34 307.000 42.50 0.57 DEC11 1800 355.500 40.37 -0.44 229.000 41.17 0.48 DEC11 2000 484.500 39.99 -0.54 125.500 39.64 0.31 DEC11 2400 793.000 40.29 -0.69 67.000 38.59 0.19 DEC11 2800 1118.500 37.00 -0.83 422.500 41.50 0.67 JUN12 1600 350.500 46.77 -0.34 343.000 41.65 0.59 JUN12 1800 424.000 41.33 -0.43 274.500 41.19 0.51 JUN12 2000 554.500 40.95 -0.50 178.000 40.92 0.37 JUN12 2400 852.500 40.58 -0.64 518.000 37.93 0.76 DEC12 1400 273.000 44.44 -0.27 447.000 41.00 0.67 DEC12 1600 370.500 43.07 -0.34 380.500 42.00 0.60 DEC12 1800 487.500 42.37 -0.41 327.500 42.82 0.54 DEC12 2000 619.000 41.99 -0.48 228.000 42.31 0.42 DEC12 2400 906.000 40.90 -0.60 165.500 42.42 0.33 DEC12 2800 1219.000 39.00 -0.71 +++ Bolsas y Mercados Espanoles (BME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.3500 +++ Koninklijke BAM Groep NV (BMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.8540 +++ Koninklijke BAM Groep NV - Cash FLEX Fut (KPD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 3.8549 +++ BMW AG - PFD (BMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.5250 +++ Bayerische Motoren Werke (BMW) AG (BMW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.6850 +++ Bayerische Motoren Werke (BMW) AG - STND FUT (BMW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.6948 OCT10 V 41.7118 NOV10 X 41.7416 DEC10 Z 41.7674 +++ Danone - Euro Cash FLEX Opt (BKJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1929 21.28 0.17 17090 4440 +++ Danone - Euro Phys FLEX Opt (BKX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.9257 24.02 0.48 17120 4300 2.6512 24.02 -0.52 +++ Danone (BN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.1500 +++ Danone - STND FUT (BN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 42.1600 OCT10 V 42.1770 NOV10 X 42.2070 DEC10 Z 42.2330 +++ BNP Paribas - Euro Cash FLEX Opt (BNJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1721 37.48 0.09 17090 5632 +++ BNP Paribas SA (BNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.4300 +++ BNP Paribas SA - STND FUT (BNP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 49.4420 OCT10 V 49.4620 NOV10 X 49.4970 DEC10 Z 49.5280 +++ BNP Paribas - Amer Phys FLEX Opt (BNQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4400 0.6100 51.51 -0.16 20.8918 68.80 0.94 17120 2916 0.5378 68.80 -0.06 17120 6220 13.3300 34.62 -0.87 +++ BNP Paribas - Euro Phys FLEX Opt (BNX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.2327 38.27 0.35 17120 5500 7.6434 38.27 -0.65 +++ Beneteau (BNT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.7000 +++ Bunzl (BNZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 685.000 +++ Bunzl - STND FUT (BNZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 685.240 DEC10 Z 686.510 MAR11 H 687.890 JUN11 M 689.350 +++ Bank of Ireland (BO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7650 +++ Bank of America Corp (BOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.720 +++ Boeing Company (BOE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.850 +++ Boskalis Westminster (BOS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.1250 +++ Bodycote plc (BOY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 216.400 +++ Bodycote plc - STND FUT (BOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 216.480 DEC10 Z 216.880 MAR11 H 217.310 JUN11 M 217.770 +++ BP PLC (BP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 385.600 +++ BP PLC - STND OPT (BP /O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 185.750 70.15 1.00 SEP10 200 0.000 78.77 0.00 165.750 62.65 1.00 SEP10 220 0.000 72.06 0.00 145.750 58.25 1.00 SEP10 240 0.000 68.61 0.00 125.750 54.36 1.00 SEP10 260 0.000 63.08 0.00 105.750 50.77 1.00 SEP10 280 0.250 56.87 -0.01 86.000 47.56 0.99 SEP10 300 0.500 52.15 -0.02 66.500 45.20 0.96 SEP10 320 1.000 48.00 -0.05 47.750 41.69 0.90 SEP10 340 2.250 42.24 -0.11 30.750 38.45 0.78 SEP10 360 5.000 38.65 -0.22 23.250 37.32 0.69 SEP10 370 7.500 37.01 -0.31 16.500 35.19 0.59 SEP10 380 11.250 36.10 -0.42 11.000 33.60 0.47 SEP10 390 15.500 33.97 -0.53 7.000 32.52 0.34 SEP10 400 21.000 32.29 -0.66 4.000 31.44 0.23 SEP10 410 27.750 29.88 -0.78 2.750 33.79 0.17 SEP10 420 36.000 29.21 -0.87 1.250 30.88 0.09 SEP10 430 45.250 29.04 -0.93 0.500 30.67 0.05 SEP10 440 54.500 27.33 -0.97 0.250 34.26 0.02 SEP10 460 74.500 25.32 -1.00 0.000 36.24 0.01 SEP10 480 94.500 29.37 -1.00 0.000 34.57 0.00 SEP10 500 114.500 30.21 -1.00 0.000 35.01 0.00 SEP10 520 134.500 30.21 -1.00 0.000 36.59 0.00 SEP10 560 174.500 31.73 -1.00 0.000 40.29 0.00 SEP10 600 214.500 35.00 -1.00 0.000 39.65 0.00 SEP10 640 254.500 36.32 -1.00 0.000 40.53 0.00 SEP10 680 294.500 41.37 -1.00 0.000 39.90 0.00 SEP10 720 334.500 42.59 -1.00 69.750 44.74 0.89 OCT10 320 4.250 45.64 -0.12 52.500 41.42 0.82 OCT10 340 7.000 42.47 -0.19 37.250 39.21 0.71 OCT10 360 11.750 40.12 -0.29 30.500 38.31 0.64 OCT10 370 14.750 38.59 -0.36 24.000 36.77 0.57 OCT10 380 18.500 37.17 -0.43 19.000 36.39 0.50 OCT10 390 23.500 36.74 -0.50 14.500 35.34 0.42 OCT10 400 28.500 35.41 -0.58 11.000 34.98 0.35 OCT10 410 35.250 35.30 -0.65 8.250 34.89 0.28 OCT10 420 42.000 34.17 -0.73 6.000 34.57 0.22 OCT10 430 49.500 33.61 -0.79 4.000 33.79 0.16 OCT10 440 58.000 33.56 -0.84 2.000 33.68 0.09 OCT10 460 75.750 32.73 -0.92 1.000 33.47 0.05 OCT10 480 94.750 31.95 -0.97 0.500 33.43 0.02 OCT10 500 114.750 36.04 -0.97 0.000 33.69 0.00 OCT10 540 154.500 30.73 -1.00 0.000 33.94 0.00 OCT10 560 174.500 30.31 -1.00 74.000 44.19 0.84 NOV10 320 7.750 43.67 -0.16 57.750 41.72 0.77 NOV10 340 11.500 41.23 -0.23 43.500 39.68 0.68 NOV10 360 17.250 39.33 -0.32 37.250 38.97 0.63 NOV10 370 21.000 38.80 -0.37 31.250 37.90 0.57 NOV10 380 25.000 37.63 -0.43 26.000 36.95 0.51 NOV10 390 29.750 37.07 -0.49 21.000 36.21 0.46 NOV10 400 35.000 36.45 -0.54 13.750 35.22 0.34 NOV10 420 47.750 35.26 -0.66 9.000 35.13 0.25 NOV10 440 62.000 33.89 -0.76 187.000 60.59 0.98 DEC10 200 1.500 65.95 -0.02 148.750 55.81 0.95 DEC10 240 2.750 56.48 -0.05 129.750 51.59 0.94 DEC10 260 3.750 52.55 -0.07 111.250 48.61 0.91 DEC10 280 5.000 48.50 -0.09 93.500 45.62 0.87 DEC10 300 8.000 47.26 -0.14 77.250 44.06 0.81 DEC10 320 10.500 43.39 -0.18 61.000 40.79 0.75 DEC10 340 15.000 41.01 -0.25 47.250 39.11 0.67 DEC10 360 20.750 38.76 -0.33 35.250 37.53 0.57 DEC10 380 28.750 37.24 -0.43 25.000 35.92 0.47 DEC10 400 38.750 36.17 -0.53 17.500 35.12 0.37 DEC10 420 51.750 35.98 -0.62 12.250 34.92 0.29 DEC10 440 65.500 34.46 -0.72 7.500 33.65 0.20 DEC10 460 80.750 33.04 -0.81 4.750 33.06 0.14 DEC10 480 98.000 32.64 -0.87 3.250 33.58 0.10 DEC10 500 116.250 32.13 -0.92 2.500 34.75 0.08 DEC10 520 135.250 31.92 -0.95 1.500 37.29 0.05 DEC10 560 174.500 31.85 -0.99 1.000 40.10 0.03 DEC10 600 214.500 33.68 -1.00 0.750 42.90 0.02 DEC10 640 254.500 35.13 -1.00 0.500 43.69 0.01 DEC10 680 294.500 37.05 -1.00 0.000 38.07 0.00 DEC10 720 334.500 39.39 -1.00 190.000 62.31 0.96 MAR11 200 4.250 61.07 -0.05 152.250 52.96 0.93 MAR11 240 6.250 51.46 -0.08 117.000 47.54 0.87 MAR11 280 10.750 45.69 -0.14 84.000 42.13 0.78 MAR11 320 18.250 41.09 -0.23 69.500 40.29 0.72 MAR11 340 24.000 39.52 -0.29 56.750 38.94 0.65 MAR11 360 31.000 37.95 -0.36 45.000 37.46 0.58 MAR11 380 39.500 36.52 -0.43 35.000 36.09 0.50 MAR11 400 49.250 35.11 -0.51 26.500 34.92 0.42 MAR11 420 60.750 33.76 -0.59 20.000 34.26 0.35 MAR11 440 74.000 32.73 -0.67 14.500 33.25 0.28 MAR11 460 88.750 32.00 -0.74 10.500 32.79 0.22 MAR11 480 104.500 30.97 -0.80 5.750 33.00 0.14 MAR11 520 139.000 28.74 -0.90 2.500 31.46 0.07 MAR11 560 176.750 27.42 -0.96 1.500 32.00 0.04 MAR11 600 215.500 24.04 -0.99 0.750 32.37 0.02 MAR11 640 255.250 21.72 -1.00 0.500 33.01 0.01 MAR11 680 295.000 19.31 -1.00 0.250 33.89 0.01 MAR11 720 335.000 16.81 -1.00 192.000 59.77 0.94 JUN11 200 6.250 55.50 -0.06 154.500 50.82 0.91 JUN11 240 9.500 48.36 -0.10 119.500 44.58 0.85 JUN11 280 15.500 43.71 -0.16 88.750 40.87 0.76 JUN11 320 25.000 40.08 -0.25 62.500 37.88 0.65 JUN11 360 38.750 37.11 -0.37 51.750 37.06 0.58 JUN11 380 47.500 35.83 -0.43 41.750 35.72 0.51 JUN11 400 57.750 34.69 -0.50 33.500 34.86 0.45 JUN11 420 69.500 33.78 -0.56 26.500 34.16 0.38 JUN11 440 82.250 32.66 -0.63 20.250 33.21 0.32 JUN11 460 96.750 32.17 -0.69 16.000 32.91 0.27 JUN11 480 112.000 31.62 -0.75 5.500 31.68 0.12 JUN11 560 181.000 29.14 -0.91 3.250 31.74 0.07 JUN11 600 219.000 28.64 -0.95 2.000 31.93 0.05 JUN11 640 257.500 26.32 -0.98 0.750 32.26 0.02 JUN11 720 336.500 25.21 -1.00 192.250 53.80 0.94 DEC11 200 11.000 50.86 -0.09 158.000 49.34 0.89 DEC11 240 20.000 49.13 -0.14 126.250 45.12 0.82 DEC11 280 23.750 40.58 -0.20 97.250 41.42 0.74 DEC11 320 39.500 40.19 -0.28 72.750 38.63 0.64 DEC11 360 55.000 37.30 -0.38 52.250 36.34 0.53 DEC11 400 75.000 35.25 -0.49 35.750 34.24 0.42 DEC11 440 98.000 32.54 -0.60 24.750 33.15 0.33 DEC11 480 125.250 30.42 -0.71 10.500 31.34 0.17 DEC11 560 193.000 29.67 -0.85 4.750 30.85 0.09 DEC11 640 266.750 28.43 -0.93 1.750 29.70 0.04 DEC11 720 343.750 27.26 -0.98 161.750 49.66 0.87 JUN12 240 28.250 48.51 -0.16 103.500 41.66 0.73 JUN12 320 51.750 41.01 -0.30 79.000 38.42 0.64 JUN12 360 66.500 37.23 -0.38 58.250 35.66 0.54 JUN12 400 85.250 34.29 -0.48 43.500 34.45 0.45 JUN12 440 107.500 31.58 -0.58 32.250 33.66 0.37 JUN12 480 135.250 30.16 -0.67 163.250 48.19 0.87 DEC12 240 30.750 44.16 -0.17 134.500 44.58 0.80 DEC12 280 47.500 43.89 -0.23 107.750 41.00 0.73 DEC12 320 60.000 39.92 -0.30 83.750 37.71 0.64 DEC12 360 75.250 36.40 -0.38 63.500 35.13 0.55 DEC12 400 94.250 33.58 -0.47 48.000 33.55 0.47 DEC12 440 115.250 30.62 -0.57 34.250 31.49 0.38 DEC12 480 141.250 28.65 -0.66 16.750 28.88 0.23 DEC12 560 203.250 26.15 -0.81 8.250 27.88 0.13 DEC12 640 270.000 18.27 -0.97 4.750 27.71 0.08 DEC12 720 347.750 21.94 -0.97 +++ BP PLC - STND FUT (BPA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 385.730 DEC10 Z 386.450 MAR11 H 384.220 JUN11 M 382.040 +++ BP plc - Amer Phys FLEX Opt (BPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 460 1.570 36.66 0.05 17120 550 164.610 31.86 -0.98 1.160 38.70 0.04 17120 580 194.430 32.76 -0.99 0.620 43.10 0.02 17120 650 264.400 35.61 -1.00 7.770 32.89 0.17 18031 500 9.480 32.30 0.18 17061 520 27.060 33.42 0.35 16121 470 11.760 31.57 0.19 16121 550 7.040 31.09 0.13 16121 600 228.990 29.05 -0.90 2.280 29.99 0.05 16121 700 21122 180 12.380 44.16 -0.08 12.000 28.38 0.18 21122 600 234.100 22.21 -0.91 2.620 27.71 0.05 21122 800 +++ BP plc - Euro Phys FLEX Opt (BPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 260 3.640 52.55 -0.07 24.960 35.92 0.47 17120 400 38.670 36.17 -0.53 11.960 34.92 0.28 17120 440 65.050 34.46 -0.72 7.460 33.65 0.20 17120 460 80.470 33.04 -0.80 4.630 33.06 0.14 17120 480 97.760 32.64 -0.86 3.130 33.58 0.10 17120 500 115.900 32.13 -0.91 0.950 40.10 0.03 17120 600 213.320 33.68 -0.99 0.620 43.10 0.02 17120 650 263.050 35.61 -0.99 0.160 40.88 0.01 17120 700 312.900 38.22 -1.00 11.580 31.57 0.19 16121 550 183.200 29.76 -0.83 10.410 31.34 0.17 16121 560 192.110 29.67 -0.85 9.900 28.13 0.15 21122 620 249.950 20.24 -0.94 +++ Unione Di Banche Italiane Scrl (BPL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.1700 +++ Banca Popolare di Milano (BPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5775 +++ Banca Monte dei Paschi di Siena SpA (BPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.9100 +++ Banca Monte dei Paschi Siena - Euro Phys FLEX Opt (EVX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 140 0.4901 72.12 -0.99 17090 145 0.5399 73.88 -0.99 17090 150 0.5896 16.00 -1.00 17120 140 0.4860 25.15 -1.00 17120 145 0.5358 25.15 -1.00 18031 130 0.3824 16.00 -1.00 18031 150 0.5811 16.00 -1.00 +++ Banco Popolare Scrl (BPV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4050 +++ Banco Popolare Scrl - STND FUT (BPV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.4060 OCT10 V 4.4078 NOV10 X 4.4110 DEC10 Z 4.4137 +++ Windstream Corp (BQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.310 +++ Host Hotels & Resorts Inc (BR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.390 +++ Burberry Group (BRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 839.000 +++ Burberry Group - STND FUT (BRB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 839.290 DEC10 Z 840.850 MAR11 H 842.540 JUN11 M 844.330 +++ Brit Insurance Holdings NV (BRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 956.500 +++ Brit Insurance Holdings NV - STND FUT (BRE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 956.830 DEC10 Z 958.610 MAR11 H 960.530 JUN11 M 962.570 +++ Barrick Gold Corp (BRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.940 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 4.9020 +++ Invensys PLC (BRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 230.600 +++ Invensys PLC - STND OPT (BRT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 22.500 38.70 0.85 SEP10 210 1.750 36.84 -0.14 14.750 36.68 0.71 SEP10 220 3.750 34.93 -0.28 8.500 35.43 0.53 SEP10 230 8.000 36.01 -0.47 6.500 36.12 0.44 SEP10 235 10.500 35.00 -0.57 4.500 35.75 0.35 SEP10 240 13.500 34.24 -0.66 3.250 35.58 0.26 SEP10 245 17.250 34.51 -0.74 2.500 37.88 0.21 SEP10 250 21.000 32.74 -0.83 1.500 41.12 0.13 SEP10 260 30.250 35.10 -0.91 1.000 44.87 0.09 SEP10 270 39.500 32.99 -0.97 0.750 48.82 0.06 SEP10 280 49.500 30.94 -1.00 0.500 52.71 0.05 SEP10 290 59.500 35.85 -1.00 0.500 56.36 0.04 SEP10 300 69.500 36.76 -1.00 0.250 59.59 0.03 SEP10 310 79.500 34.95 -1.00 0.250 62.27 0.02 SEP10 320 89.500 37.66 -1.00 0.000 64.68 0.01 SEP10 340 109.500 47.62 -1.00 0.000 67.18 0.01 SEP10 360 129.500 55.76 -1.00 0.000 71.60 0.00 SEP10 400 169.500 72.50 -1.00 36.750 37.44 0.79 DEC10 200 7.000 38.16 -0.23 24.000 37.22 0.63 DEC10 220 13.000 34.98 -0.38 18.750 36.91 0.54 DEC10 230 18.000 35.01 -0.47 14.000 35.83 0.46 DEC10 240 23.750 34.40 -0.55 7.500 34.95 0.30 DEC10 260 37.000 32.96 -0.72 4.000 34.66 0.18 DEC10 280 53.750 32.81 -0.84 1.750 34.09 0.09 DEC10 300 71.750 32.18 -0.92 1.000 35.12 0.06 DEC10 320 91.000 31.66 -0.96 0.500 36.48 0.03 DEC10 340 110.500 30.67 -0.99 0.250 37.85 0.02 DEC10 360 130.500 29.49 -1.00 0.250 41.93 0.01 DEC10 400 170.250 22.15 -1.00 42.250 38.05 0.74 MAR11 200 11.750 37.37 -0.26 29.250 35.72 0.62 MAR11 220 18.500 34.46 -0.38 23.750 34.82 0.55 MAR11 230 23.000 33.63 -0.45 19.500 34.59 0.49 MAR11 240 28.750 33.45 -0.52 12.500 33.89 0.36 MAR11 260 41.750 32.67 -0.65 7.750 33.64 0.26 MAR11 280 57.000 32.05 -0.76 4.750 33.43 0.18 MAR11 300 74.000 31.32 -0.85 2.750 33.10 0.11 MAR11 320 92.250 31.25 -0.91 0.750 31.77 0.04 MAR11 360 130.500 26.22 -0.99 +++ Invensys plc - STND FUT (ISY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 230.680 DEC10 Z 229.610 MAR11 H 230.070 JUN11 M 230.560 +++ British Sky Broadcasting Group plc (BSK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 706.000 +++ British Sky Broadcasting Group plc - STND OPT (BSK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 266.250 45.31 1.00 SEP10 440 0.000 45.14 0.00 226.250 42.77 1.00 SEP10 480 0.000 43.32 0.00 186.250 41.32 1.00 SEP10 520 0.000 38.99 0.00 146.250 35.82 1.00 SEP10 560 0.000 33.18 0.00 106.500 28.25 0.99 SEP10 600 0.000 26.04 -0.01 66.500 18.23 0.99 SEP10 640 0.250 19.78 -0.02 28.500 14.98 0.85 SEP10 680 2.000 14.79 -0.15 4.000 13.10 0.28 SEP10 720 17.000 11.72 -0.74 0.000 10.52 0.01 SEP10 750 44.000 11.76 -0.99 0.000 10.93 0.00 SEP10 760 54.000 11.76 -1.00 426.250 41.08 1.00 DEC10 280 0.000 42.43 0.00 386.250 39.79 1.00 DEC10 320 0.000 40.84 0.00 346.500 37.91 1.00 DEC10 360 0.000 38.62 0.00 306.500 36.29 1.00 DEC10 400 0.000 36.39 0.00 266.500 34.26 1.00 DEC10 440 0.250 33.23 0.00 226.500 32.01 1.00 DEC10 480 0.500 30.98 -0.01 186.750 27.15 1.00 DEC10 520 1.250 28.85 -0.03 147.000 25.15 0.98 DEC10 560 2.000 24.37 -0.05 107.250 19.13 0.98 DEC10 600 3.750 20.88 -0.09 67.750 14.87 0.94 DEC10 640 7.500 17.96 -0.19 33.500 13.53 0.73 DEC10 680 15.750 14.84 -0.38 8.250 10.60 0.34 DEC10 720 32.750 11.47 -0.70 266.500 33.03 1.00 MAR11 440 0.750 29.22 -0.01 226.750 28.66 1.00 MAR11 480 1.500 26.90 -0.02 187.000 26.02 0.99 MAR11 520 2.250 24.08 -0.04 148.000 24.08 0.96 MAR11 560 4.750 22.62 -0.08 111.750 22.94 0.88 MAR11 600 9.250 21.08 -0.15 79.000 21.76 0.76 MAR11 640 17.750 20.05 -0.26 51.750 20.58 0.61 MAR11 680 31.250 19.06 -0.40 30.250 19.22 0.44 MAR11 720 50.500 17.90 -0.57 307.000 41.21 0.99 JUN11 400 2.750 34.74 -0.03 267.250 35.87 0.99 JUN11 440 5.250 34.00 -0.05 227.750 31.93 0.97 JUN11 480 8.250 32.28 -0.08 151.250 26.13 0.91 JUN11 560 15.000 26.28 -0.16 84.000 22.03 0.72 JUN11 640 31.500 22.19 -0.32 43.750 22.42 0.47 JUN11 720 74.250 23.13 -0.54 347.250 44.27 0.99 DEC11 360 4.750 35.50 -0.04 308.250 41.04 0.97 DEC11 400 8.750 34.95 -0.06 270.000 37.72 0.95 DEC11 440 11.500 32.35 -0.08 230.750 32.80 0.93 DEC11 480 13.750 29.06 -0.11 159.500 27.78 0.83 DEC11 560 25.750 25.23 -0.20 101.250 24.92 0.67 DEC11 640 47.250 22.21 -0.35 63.750 24.92 0.50 DEC11 720 90.250 22.08 -0.54 242.250 34.20 0.86 DEC12 480 25.250 26.66 -0.15 179.750 30.11 0.77 DEC12 560 41.750 23.72 -0.25 125.250 26.79 0.66 DEC12 640 66.250 21.01 -0.38 80.500 24.03 0.52 DEC12 720 107.750 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 706.250 DEC10 Z 696.050 MAR11 H 697.440 +++ BB&T Corp (BTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.710 +++ BT Group plc (BTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 130.600 +++ BT Group plc - STND OPT (BTG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 35.000 74.68 0.96 SEP10 96 0.500 76.50 -0.04 31.000 67.45 0.95 SEP10 100 0.750 73.99 -0.06 21.500 53.59 0.91 SEP10 110 0.750 52.59 -0.09 12.000 41.07 0.81 SEP10 120 1.000 36.11 -0.16 8.250 37.63 0.70 SEP10 125 2.250 34.59 -0.29 4.750 33.35 0.54 SEP10 130 3.750 32.02 -0.46 2.500 32.14 0.36 SEP10 135 6.500 30.15 -0.65 1.000 30.99 0.20 SEP10 140 10.250 28.89 -0.82 0.500 30.77 0.09 SEP10 145 14.500 26.55 -0.94 0.250 30.83 0.04 SEP10 150 19.500 27.92 -0.98 0.000 32.29 0.01 SEP10 160 29.500 38.20 -0.98 0.000 35.66 0.00 SEP10 170 39.500 47.77 -0.99 0.000 41.35 0.00 SEP10 180 49.500 56.32 -0.99 22.500 46.35 0.86 OCT10 110 1.250 40.30 -0.11 13.750 38.09 0.75 OCT10 120 2.750 36.73 -0.24 6.750 33.07 0.54 OCT10 130 6.000 33.31 -0.46 4.500 32.01 0.42 OCT10 135 8.500 31.21 -0.59 2.750 31.47 0.30 OCT10 140 12.000 30.67 -0.71 1.500 30.47 0.20 OCT10 145 15.500 28.83 -0.82 0.750 29.05 0.11 OCT10 150 20.000 29.74 -0.88 0.250 27.33 0.03 OCT10 160 29.500 31.03 -0.96 0.000 25.72 0.00 OCT10 170 39.500 35.09 -0.98 23.250 40.73 0.84 NOV10 110 2.500 40.58 -0.16 15.500 37.56 0.71 NOV10 120 4.500 36.29 -0.28 9.000 34.32 0.55 NOV10 130 7.750 31.85 -0.45 6.500 32.47 0.45 NOV10 135 10.500 31.95 -0.55 4.500 31.69 0.36 NOV10 140 13.250 29.34 -0.66 2.000 30.94 0.20 NOV10 150 21.250 30.13 -0.81 0.750 30.46 0.10 NOV10 160 30.000 29.49 -0.91 67.250 73.07 0.98 DEC10 64 0.250 63.21 -0.01 59.750 68.58 0.96 DEC10 72 0.250 57.47 -0.02 52.000 61.50 0.95 DEC10 80 0.500 51.93 -0.03 44.250 54.89 0.93 DEC10 88 1.000 48.56 -0.05 36.750 49.02 0.90 DEC10 96 1.250 44.12 -0.08 33.250 47.02 0.88 DEC10 100 1.500 41.38 -0.10 24.250 40.41 0.81 DEC10 110 3.000 38.30 -0.18 16.250 35.11 0.71 DEC10 120 5.250 34.86 -0.29 10.000 33.11 0.55 DEC10 130 9.000 32.22 -0.45 5.500 30.73 0.38 DEC10 140 14.250 29.79 -0.63 3.000 30.95 0.24 DEC10 150 21.500 28.17 -0.79 1.250 29.05 0.12 DEC10 160 30.000 26.19 -0.91 0.250 29.60 0.03 DEC10 180 49.500 31.23 -0.97 0.000 31.02 0.01 DEC10 200 69.500 27.88 -1.00 0.000 35.22 0.01 DEC10 220 89.500 34.02 -1.00 0.000 36.79 0.00 DEC10 240 109.500 42.27 -1.00 36.750 41.22 0.89 MAR11 96 3.000 40.96 -0.13 33.250 39.76 0.87 MAR11 100 3.750 40.26 -0.16 25.250 37.19 0.79 MAR11 110 6.000 37.28 -0.24 18.250 35.56 0.68 MAR11 120 9.250 35.28 -0.35 12.500 33.64 0.55 MAR11 130 13.500 33.34 -0.47 7.500 30.72 0.41 MAR11 140 19.250 31.99 -0.59 4.750 30.34 0.29 MAR11 150 26.500 32.06 -0.70 2.750 29.47 0.19 MAR11 160 32.500 22.85 -0.89 0.750 27.99 0.07 MAR11 180 51.500 19.06 -0.99 37.750 39.81 0.87 JUN11 96 4.500 39.83 -0.16 35.000 40.08 0.83 JUN11 100 5.500 39.00 -0.18 20.250 34.84 0.66 JUN11 120 11.250 34.53 -0.35 15.250 34.28 0.56 JUN11 130 15.750 32.82 -0.45 10.500 31.79 0.45 JUN11 140 21.500 31.96 -0.56 6.750 30.25 0.34 JUN11 150 27.750 30.01 -0.67 4.500 29.86 0.25 JUN11 160 34.750 26.99 -0.79 1.750 28.36 0.12 JUN11 180 52.000 23.34 -0.94 67.750 54.44 0.96 DEC11 64 2.000 45.25 -0.06 60.500 50.97 0.94 DEC11 72 3.250 43.93 -0.09 53.250 48.02 0.91 DEC11 80 4.500 41.87 -0.12 46.250 44.13 0.88 DEC11 88 6.250 40.29 -0.16 39.250 40.44 0.84 DEC11 96 7.750 37.99 -0.21 35.750 37.75 0.82 DEC11 100 8.750 36.90 -0.23 21.250 32.02 0.65 DEC11 120 15.250 31.80 -0.39 11.750 30.08 0.46 DEC11 140 25.750 28.69 -0.58 6.000 28.86 0.29 DEC11 160 40.500 27.27 -0.75 2.750 27.38 0.16 DEC11 180 57.250 25.97 -0.87 38.250 40.77 0.79 JUN12 100 10.000 33.13 -0.25 22.500 31.60 0.65 JUN12 120 18.500 31.28 -0.40 13.250 29.13 0.47 JUN12 140 28.500 27.71 -0.57 7.500 28.09 0.31 JUN12 160 43.000 26.42 -0.72 38.750 40.77 0.78 DEC12 100 14.250 34.92 -0.28 23.250 31.14 0.64 DEC12 120 22.000 30.72 -0.41 13.500 28.11 0.47 DEC12 140 33.000 27.86 -0.57 8.250 27.26 0.33 DEC12 160 47.250 26.77 -0.70 +++ BT Group plc - Euro Cash FLEX Opt (BTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.400 30.77 0.09 17090 145 +++ BT Group plc - STND FUT (BTL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 130.650 DEC10 Z 130.890 MAR11 H 128.650 JUN11 M 128.920 +++ Banco Espanol de Credito SA (BTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.8070 +++ Masco Corp (BV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.580 +++ Banco Bilbao Vizcaya Argent - Amer Phys FLEX Opt (BDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 925 0.3070 43.26 -0.40 0.2159 46.14 0.33 17090 1000 0.7377 41.75 -0.69 1.8875 55.26 0.75 17120 800 17120 1350 4.1443 28.12 -0.99 18031 825 0.7925 49.25 -0.29 0.8130 37.85 0.47 18031 1000 18031 1300 3.7380 33.87 -0.89 16121 800 1.1060 42.10 -0.30 16121 1200 3.4611 35.26 -0.69 0.2821 32.48 0.17 15062 1500 0.2486 32.06 0.15 15062 1525 0.3428 32.22 0.19 21092 1500 6.2662 30.63 -0.84 21092 1550 6.7172 30.63 -0.86 +++ Banco Bilbao Vizcaya Argentaria SA - Cash FLEX Fut (BDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 05100 9.4446 +++ Banco Bilbao Vizcaya Argentaria SA (BVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.4400 +++ Banco Bilbao Vizcaya Argentaria SA - STND FUT (BVA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.4420 OCT10 V 9.3560 NOV10 X 9.3630 DEC10 Z 9.3690 +++ Bureau Veritas SA (BVI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.6050 +++ Bovis Homes Group (BVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 346.400 +++ Bovis Homes Group - STND FUT (BVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 346.520 DEC10 Z 347.170 MAR11 H 347.860 JUN11 M 348.600 +++ BWIN Interactive Entertainment AG (BWI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.5150 +++ Brown (N.) Group (BWN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 224.500 +++ Brown (N.) Group - STND FUT (BWN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 224.580 DEC10 Z 225.000 MAR11 H 225.450 JUN11 M 225.930 +++ Bellway (BWY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 527.500 +++ Bellway - STND FUT (BWY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 527.680 DEC10 Z 528.670 MAR11 H 529.730 JUN11 M 530.850 +++ Progress Energy Inc (BY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.720 +++ Bayer AG - Amer Phys FLEX Opt (BQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6859 32.50 0.30 17090 4900 0.3460 34.57 0.17 17090 5100 0.1452 38.95 0.07 17090 5400 +++ Bayer AG - Amer Cash FLEX Opt (BQU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 3.2530 31.53 -0.33 +++ Bayer AG - Euro Phys FLEX Opt (BQX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 3.2427 31.53 -0.33 +++ Bayer AG - STND FUT (BYA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 46.8410 OCT10 V 46.8601 NOV10 X 46.8936 DEC10 Z 46.9225 +++ BAYER AG (BYR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.8300 +++ Buzzi Unicem SpA RSP (BZU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2300 +++ Buzzi Unicem SPA (BZZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.1850 +++ C & W Communications ex event package (C+W/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 119.400 +++ C & W Communications ex event package (C+W/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.250 30.33 0.49 SEP10 120 4.250 32.88 -0.51 0.750 30.69 0.14 SEP10 130 12.000 40.09 -0.79 0.000 33.14 0.03 SEP10 140 21.750 55.04 -0.86 0.000 35.47 0.01 SEP10 150 30.500 37.16 -0.99 0.000 38.07 0.00 SEP10 160 40.500 38.75 -1.00 0.000 39.37 0.00 SEP10 180 60.500 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 25.78 0.00 17120 210 +++ C & W Communications ex event package - Euro Phys (CWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.990 31.65 0.07 16121 190 86.750 36.91 -0.89 +++ Carrefour SA (CA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.5850 +++ Carrefour SA - STND FUT (CA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 34.5930 OCT10 V 34.6070 NOV10 X 34.6320 DEC10 Z 34.6530 +++ Carrefour SA - Amer Phys FLEX Opt (CMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4200 27.38 0.29 17090 3600 1.8300 27.38 -0.71 0.0100 22.84 0.00 17090 4200 15100 3400 1.2800 30.64 -0.42 17120 3200 1.3700 33.29 -0.30 2.6600 30.54 0.58 17120 3400 2.0400 30.54 -0.42 1.6600 28.97 0.44 17120 3600 0.9400 27.63 0.30 17120 3800 0.3556 26.56 0.14 17120 4100 4.9200 32.20 0.59 16121 3400 2.3900 28.96 0.38 16121 4000 16121 4800 14.7534 26.55 -0.85 2.8229 28.85 0.40 16032 4000 +++ Carrefour SA - Euro Phys FLEX Opt (CMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.6834 30.54 0.58 17120 3400 1.9999 30.54 -0.42 0.1307 26.60 0.06 17120 4400 9.4182 26.60 -0.94 0.0008 20.64 0.00 17120 5000 15.2710 20.64 -1.00 +++ CAC High Dividend Index (CAH/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.640 +++ Canal + (CAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4160 +++ Castellum AB (CAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.4000 +++ 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 670.230 DEC10 Z 671.480 MAR11 H 672.830 JUN11 M 674.250 +++ Commerzbank AG - Euro Cash FLEX Opt (CBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5028 41.96 0.75 17090 600 0.0961 40.58 -0.24 +++ Commerzbank AG (CBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.3980 +++ Commerzbank AG - STND FUT (CBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 6.3995 OCT10 V 6.4021 NOV10 X 6.4067 DEC10 Z 6.4106 +++ Commerzbank AG - Amer Phys FLEX Opt (CBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 500 0.1288 46.33 -0.14 0.2073 33.57 0.30 17120 720 +++ Commerzbank AG - Amer Cash FLEX Opt (CBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.0086 76.91 -0.02 17090 560 0.0466 48.62 -0.12 17090 600 0.0961 40.58 -0.24 0.7463 37.24 0.67 17120 600 0.3884 41.63 -0.34 +++ Commerzbank AG - Euro Phys FLEX Opt (CBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5028 41.96 0.75 17090 600 0.0961 40.58 -0.24 0.1578 32.93 0.25 17120 740 1.1951 37.94 -0.72 +++ Computacenter (CCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 276.200 +++ Computacenter - STND FUT (CCC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 276.300 DEC10 Z 276.810 MAR11 H 277.370 JUN11 M 277.950 +++ CAC 40 - Index (CCI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3475.030 +++ CAC 40 - Amer FLEX Index Opt (XCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 66.560 28.83 -0.37 +++ CAC 40 - Euro FLEX Index Opt (YCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 70.500 28.83 -0.37 +++ Cable & Wireless Communications (CCT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.800 +++ Cable & Wireless Communications - STND OPT (CCT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 9.000 44.90 0.94 SEP10 48 0.250 48.04 -0.07 5.250 35.58 0.85 SEP10 52 0.500 39.00 -0.17 3.750 35.92 0.73 SEP10 54 0.750 33.28 -0.26 2.250 33.76 0.59 SEP10 56 1.000 23.40 -0.39 1.500 33.49 0.42 SEP10 58 2.000 24.14 -0.62 0.750 33.77 0.27 SEP10 60 3.750 26.95 -0.78 0.500 34.46 0.17 SEP10 62 5.250 21.48 -0.95 0.250 35.00 0.09 SEP10 64 7.500 41.75 -0.86 0.000 38.00 0.03 SEP10 68 11.250 43.02 -0.95 0.000 40.00 0.01 SEP10 72 15.750 71.13 -0.89 9.500 33.46 0.87 DEC10 48 1.500 34.80 -0.21 6.250 29.30 0.75 DEC10 52 2.250 29.73 -0.33 3.750 28.46 0.57 DEC10 56 4.250 30.79 -0.50 2.000 28.08 0.38 DEC10 60 6.750 29.39 -0.67 0.750 26.25 0.20 DEC10 64 10.250 33.54 -0.76 0.250 21.76 0.06 DEC10 68 13.500 30.77 -0.87 0.000 13.83 0.00 DEC10 72 17.000 28.38 -0.95 10.000 31.99 0.83 MAR11 48 2.250 32.99 -0.24 7.250 31.98 0.69 MAR11 52 3.500 31.70 -0.35 4.750 30.32 0.55 MAR11 56 5.750 31.80 -0.48 3.000 28.22 0.40 MAR11 60 7.750 29.65 -0.60 1.750 26.96 0.27 MAR11 64 10.750 30.11 -0.71 0.750 29.37 0.14 MAR11 72 17.500 29.46 -0.87 +++ Citigroup Inc Physical (CCX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.700 +++ Citigroup Inc Physical - STND FUT (CCX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.701 OCT10 V 3.701 NOV10 X 3.703 DEC10 Z 3.704 +++ Progressive Corp / The (CD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.450 +++ Cofide SpA (CDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6215 +++ Christian Dior SA (CDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.6500 +++ OJSC Cherkizovo Group (CE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.4000 +++ Cementir Holding SpA (CEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0550 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 0.8000 +++ CFAO (CFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.0900 +++ CFR ex-event package - Amer Phys FLEX Opt (CFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.587 34.38 0.11 17120 789 0.298 34.38 0.06 17120 838 +++ CFR ex-event package (CFR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.030 +++ ConAgra Foods Inc (CG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.490 +++ Cargotec Corporation (CGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.3700 +++ Alcatel-Lucent SA (CGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0430 +++ Alcatel-Lucent SA - (CGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.0430 OCT10 V 2.0440 NOV10 X 2.0460 DEC10 Z 2.0470 +++ Alcatel-lucent SA - Amer Phys FLEX Opt (CGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 220 0.1900 40.38 -0.76 17120 220 0.2800 41.75 -0.58 18031 241 0.4780 39.73 -0.66 +++ Catlin Group Ltd (CGL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 333.300 +++ Cie Generale de Geophysique-Veritas (CGV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.4000 +++ Clorox Co (CH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.150 +++ Chesapeake Energy Corp (CHK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.320 +++ Charter International plc (CHT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 583.500 +++ Cimpor SGPS (CI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.6150 +++ Ferrovial SA Contracts (CIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.6870 +++ Corio NV -Euro Cash FLEX Opt (CDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1220 24.80 0.10 17090 4840 +++ Corio NV - Cash FLEX Fut (CDD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 44.6603 +++ Corio NV (CIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.6500 +++ CIR SpA (CIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.3510 +++ Qwest Communications International (CJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.640 +++ Cersanit-Krasnystaw SA (CK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.540 +++ Cookson Group (CKG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 424.900 +++ Cookson Group - STND FUT (CKG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 425.050 DEC10 Z 425.840 MAR11 H 426.690 JUN11 M 427.600 +++ Cephalon Inc (CL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.630 +++ Carlsberg A/S (CLB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 544.00 +++ Carlsberg A/S - Cash FLEX Fut (CLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 544.24 +++ Carillion (CLL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 296.000 +++ Carillion - STND FUT (CLL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 296.100 DEC10 Z 296.650 MAR11 H 297.250 JUN11 M 297.880 +++ Coloplast A/S (CLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 627.00 +++ Celesio AG (CLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.3500 +++ Comstar - United Telesystems (CM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.3800 +++ Ciments Francais SA (CMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.6300 +++ Cairn Energy (CNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 462.500 +++ Cairn Energy plc - STND FUT (CNE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 462.660 DEC10 Z 463.520 MAR11 H 464.450 JUN11 M 465.440 +++ Cairn Energy PLC - STND OPT (CNG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 182.750 85.37 0.99 SEP10 280 0.250 81.41 -0.01 163.250 85.27 0.98 SEP10 300 0.500 81.52 -0.01 144.000 84.78 0.97 SEP10 320 1.000 80.74 -0.03 125.500 84.81 0.94 SEP10 340 2.250 80.94 -0.05 107.500 84.02 0.90 SEP10 360 4.250 80.16 -0.09 90.750 83.43 0.85 SEP10 380 6.500 77.26 -0.13 75.250 82.45 0.79 SEP10 400 11.000 77.34 -0.20 68.250 82.35 0.76 SEP10 410 12.750 74.72 -0.23 61.500 82.37 0.72 SEP10 420 16.000 74.55 -0.27 55.250 82.16 0.68 SEP10 430 19.250 73.98 -0.31 49.250 81.68 0.64 SEP10 440 23.000 73.43 -0.36 44.000 81.48 0.59 SEP10 450 26.750 71.49 -0.40 38.500 80.77 0.55 SEP10 460 31.500 71.33 -0.45 33.750 80.03 0.51 SEP10 470 33.500 63.60 -0.51 28.000 76.33 0.46 SEP10 480 45.000 76.07 -0.54 23.750 74.85 0.42 SEP10 490 51.500 75.63 -0.58 20.750 75.59 0.38 SEP10 500 58.000 75.72 -0.62 15.500 76.33 0.30 SEP10 520 72.250 75.03 -0.70 11.250 76.33 0.24 SEP10 540 88.000 74.45 -0.77 8.000 75.89 0.18 SEP10 560 105.000 75.23 -0.82 155.250 66.94 0.88 DEC10 320 9.500 61.56 -0.11 139.000 65.46 0.85 DEC10 340 12.500 59.73 -0.14 124.000 64.20 0.81 DEC10 360 17.500 59.60 -0.18 109.000 62.52 0.77 DEC10 380 21.250 56.75 -0.22 94.750 60.46 0.73 DEC10 400 26.750 54.68 -0.26 82.500 59.44 0.68 DEC10 420 34.000 53.99 -0.32 71.750 59.18 0.63 DEC10 440 43.000 53.85 -0.37 61.750 58.80 0.57 DEC10 460 53.500 53.85 -0.43 52.500 57.67 0.52 DEC10 480 63.750 52.55 -0.49 38.250 57.27 0.42 DEC10 520 89.000 51.87 -0.60 32.500 57.01 0.38 DEC10 540 103.750 51.87 -0.65 27.250 56.88 0.33 DEC10 560 119.000 51.70 -0.70 159.750 55.30 0.87 MAR11 320 14.000 52.88 -0.13 144.750 54.79 0.83 MAR11 340 18.500 52.26 -0.16 130.500 54.29 0.80 MAR11 360 24.500 52.09 -0.20 117.500 53.96 0.76 MAR11 380 30.750 51.52 -0.24 105.000 53.47 0.72 MAR11 400 38.250 51.12 -0.28 94.000 53.28 0.67 MAR11 420 47.000 50.98 -0.32 83.750 52.94 0.63 MAR11 440 56.750 50.78 -0.37 73.750 52.30 0.59 MAR11 460 67.500 50.90 -0.42 64.500 51.40 0.54 MAR11 480 78.500 50.27 -0.46 49.500 50.67 0.46 MAR11 520 103.250 49.40 -0.55 37.250 49.89 0.38 MAR11 560 130.750 48.33 -0.63 +++ Cincinnati Financial Corp (CNN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.790 +++ CNP Assurances (CNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.2000 +++ Casino Guichard Perrachon SA (CO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.4700 +++ Casino Guichard Perrachon SA - Cash FLEX Fut (FBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 63.3703 +++ Casino Guichard Perrachon SA - Phys FLEX Fut (FBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 63.3703 +++ Cobham (COB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 208.000 +++ Cobham - STND FUT (COB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 208.070 DEC10 Z 208.460 MAR11 H 208.880 JUN11 M 209.320 +++ Cofinimmo (COF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 92.2500 +++ Comerica Inc (COM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.670 +++ Continental AG (CON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.1000 +++ Continental AG - Amer Phys FLEX Opt (DVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3800 0.9271 39.48 -0.16 +++ ConocoPhillips (COP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.720 +++ C&C Group PLC (CP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.0900 +++ Compass Group plc - STND FUT (CMP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 525.180 DEC10 Z 526.160 MAR11 H 518.200 JUN11 M 519.300 +++ Compass Group plc (CPG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 525.000 +++ Compass Group plc - STND OPT (CPG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 165.500 71.08 0.99 SEP10 360 0.000 48.71 0.00 125.750 55.03 0.98 SEP10 400 0.500 51.78 -0.02 105.750 46.23 0.98 SEP10 420 0.750 47.24 -0.03 86.000 40.33 0.96 SEP10 440 1.000 42.20 -0.04 66.500 35.03 0.94 SEP10 460 1.500 36.64 -0.07 47.500 30.72 0.89 SEP10 480 2.500 31.27 -0.12 38.500 29.06 0.84 SEP10 490 2.750 27.20 -0.15 30.250 27.46 0.77 SEP10 500 4.250 25.97 -0.22 15.750 24.67 0.58 SEP10 520 10.000 23.60 -0.42 6.500 23.25 0.33 SEP10 540 20.750 22.29 -0.68 2.250 23.29 0.14 SEP10 560 36.500 21.49 -0.88 1.000 25.80 0.07 SEP10 580 55.250 20.28 -0.98 0.500 28.76 0.03 SEP10 600 75.000 24.88 -0.99 0.500 38.72 0.02 SEP10 640 115.250 37.31 -0.98 91.750 29.94 0.88 DEC10 440 5.750 29.71 -0.12 74.250 28.08 0.83 DEC10 460 8.500 28.37 -0.18 58.750 27.13 0.75 DEC10 480 12.750 27.30 -0.25 32.500 25.25 0.56 DEC10 520 26.500 25.33 -0.44 15.750 24.48 0.35 DEC10 560 49.500 24.43 -0.65 6.250 23.75 0.18 DEC10 600 80.500 23.92 -0.83 2.750 24.61 0.09 DEC10 640 117.000 25.11 -0.92 96.500 29.60 0.84 MAR11 440 13.500 29.00 -0.19 65.750 27.47 0.72 MAR11 480 24.750 27.50 -0.32 40.000 25.17 0.56 MAR11 520 41.500 26.21 -0.47 23.000 24.60 0.39 MAR11 560 63.750 24.52 -0.63 12.250 24.18 0.25 MAR11 600 93.500 23.95 -0.77 6.000 23.93 0.14 MAR11 640 129.750 26.16 -0.84 +++ Compass Group plc - Euro Cash FLEX Opt (CPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.870 23.27 0.23 17090 549 +++ Compass Group plc - Amer Phys FLEX Opt (CPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 446.010 152.63 1.00 01090 79 447.040 68.82 1.00 22090 78 +++ Capita Plc (CPI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 701.500 +++ Capita Plc - STND FUT (CPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 695.490 DEC10 Z 696.790 MAR11 H 698.180 JUN11 M 686.890 +++ Carpetright (CPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 704.000 +++ Carpetright - STND FUT (CPR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 696.250 DEC10 Z 697.540 MAR11 H 698.940 JUN11 M 700.420 +++ CRH PLC (CR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.0600 +++ Croda International (CRD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1253.000 +++ Croda International - STND FUT (CRD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1242.610 DEC10 Z 1244.920 MAR11 H 1247.410 JUN11 M 1250.060 +++ Credito Emiliano SpA (CRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3900 +++ Banca Carige SpA (CRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.6470 +++ Criteria Caixacorp SA (CRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6760 +++ Mersen (CRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.6100 +++ CROCS Inc (CRO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.200 +++ Cisco Systems Inc - Physical STND FUT (COX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.944 OCT10 V 20.948 NOV10 X 20.955 DEC10 Z 20.960 +++ Cisco Systems INC (CSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.940 +++ Credit Suisse Group - Euro Cash FLEX Opt (CHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.213 37.05 0.11 17090 504 0.934 32.69 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 1.474 44.10 -0.21 18031 240 0.172 47.38 -0.02 18031 320 1.196 47.38 -0.13 +++ Credit Suisse Group (CSG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.920 +++ Credit Suisse Group - STND FUT (CSG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 44.920 OCT10 V 44.930 NOV10 X 44.940 DEC10 Z 44.940 +++ CSM (CSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.1450 +++ Societa Cattolica di Assicurazioni SCRL (CSS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.9000 +++ 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 371.130 DEC10 Z 371.820 MAR11 H 372.570 JUN11 M 373.360 +++ Central European Media (CT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 408.00 +++ Colt Group SA - STND FUT (COL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 112.040 DEC10 Z 112.250 MAR11 H 112.470 JUN11 M 112.710 +++ Colt Group SA (CTM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 112.000 +++ Caterpillar Inc (CTP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.090 +++ Centrica plc - STND FUT (CNA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 323.410 DEC10 Z 320.010 MAR11 H 320.650 JUN11 M 311.070 +++ Centrica plc - Euro Cash FLEX Opt (CRJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.370 20.25 0.16 17090 340 +++ Centrica plc - Euro Phys FLEX Opt (CRX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 23.370 21.59 0.58 18031 315 +++ Centrica PLC (CTR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 323.300 +++ Centrica Plc - STND OPT (CTR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 103.500 60.20 1.00 SEP10 220 0.000 60.20 0.00 83.500 47.10 1.00 SEP10 240 0.000 47.10 0.00 63.500 35.04 0.99 SEP10 260 0.000 35.04 -0.01 43.500 26.76 0.99 SEP10 280 0.000 26.75 -0.01 33.750 26.70 0.95 SEP10 290 0.250 22.18 -0.02 24.250 23.67 0.90 SEP10 300 0.750 21.74 -0.08 15.500 21.34 0.79 SEP10 310 2.000 20.81 -0.20 8.250 19.74 0.59 SEP10 320 4.750 19.74 -0.41 3.500 18.96 0.34 SEP10 330 10.000 18.96 -0.66 1.500 20.25 0.17 SEP10 340 18.000 20.01 -0.84 0.250 24.19 0.04 SEP10 360 37.000 24.19 -0.96 0.250 30.81 0.02 SEP10 380 56.750 30.81 -0.98 103.500 27.35 1.00 DEC10 220 0.000 27.35 -0.01 83.500 25.22 1.00 DEC10 240 0.250 25.22 -0.02 63.500 24.61 0.98 DEC10 260 1.250 24.61 -0.06 45.000 24.54 0.90 DEC10 280 3.500 24.33 -0.15 28.250 22.97 0.75 DEC10 300 7.750 22.70 -0.28 15.500 21.79 0.53 DEC10 320 15.500 21.79 -0.48 7.250 20.84 0.32 DEC10 340 27.250 20.54 -0.68 3.000 20.38 0.16 DEC10 360 43.000 20.15 -0.84 83.750 26.84 0.98 MAR11 240 1.750 26.71 -0.06 47.500 23.72 0.82 MAR11 280 6.750 23.55 -0.20 32.750 22.51 0.69 MAR11 300 12.000 22.40 -0.32 20.500 21.29 0.54 MAR11 320 20.000 21.13 -0.47 12.500 21.04 0.38 MAR11 340 31.500 20.77 -0.62 7.000 20.73 0.25 MAR11 360 46.000 20.34 -0.76 +++ Aviva plc - Amer Phys FLEX Opt (AVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 330.310 93.44 1.00 08090 48 326.320 46.60 1.00 17090 52 330.320 46.73 1.00 07100 48 324.320 44.01 1.00 02110 54 320.330 42.92 1.00 09110 58 324.330 61.70 1.00 01120 54 4.800 34.12 0.14 17120 460 +++ Aviva Plc - STND FUT (CGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 378.430 DEC10 Z 369.620 MAR11 H 370.360 JUN11 M 355.360 +++ Aviva plc (CUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 378.300 +++ Aviva plc - STND OPT (CUA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 138.500 46.60 1.00 SEP10 240 0.000 42.87 0.00 118.500 43.68 1.00 SEP10 260 0.000 46.79 0.00 98.500 45.57 1.00 SEP10 280 0.000 47.78 0.00 78.750 46.62 0.98 SEP10 300 0.250 47.03 -0.02 69.000 43.00 0.97 SEP10 310 0.750 46.28 -0.04 59.500 44.81 0.94 SEP10 320 1.250 45.38 -0.06 50.500 43.92 0.90 SEP10 330 2.250 44.83 -0.10 41.750 43.26 0.85 SEP10 340 3.500 43.97 -0.15 33.500 41.68 0.79 SEP10 350 5.250 42.27 -0.21 26.000 40.35 0.71 SEP10 360 7.750 40.85 -0.30 19.250 39.26 0.61 SEP10 370 11.000 39.69 -0.39 13.750 38.35 0.50 SEP10 380 15.750 39.11 -0.50 9.500 38.01 0.39 SEP10 390 21.500 38.80 -0.60 6.750 38.88 0.30 SEP10 400 28.250 38.98 -0.70 3.250 40.17 0.16 SEP10 420 44.750 40.81 -0.83 1.750 44.00 0.09 SEP10 440 62.750 40.14 -0.93 1.000 46.00 0.05 SEP10 460 82.250 41.80 -0.97 0.500 48.00 0.03 SEP10 480 101.750 43.99 -0.98 0.000 50.00 0.00 SEP10 560 181.750 53.10 -1.00 98.750 46.79 0.99 OCT10 280 1.000 44.14 -0.04 79.250 45.37 0.96 OCT10 300 2.500 43.26 -0.09 60.750 43.76 0.91 OCT10 320 5.500 42.24 -0.16 52.000 42.88 0.86 OCT10 330 7.750 42.20 -0.21 43.500 41.23 0.81 OCT10 340 10.250 40.94 -0.27 35.500 39.66 0.75 OCT10 350 13.250 39.88 -0.33 28.500 38.67 0.67 OCT10 360 17.000 39.06 -0.40 22.250 37.88 0.59 OCT10 370 21.750 38.58 -0.48 17.000 37.37 0.50 OCT10 380 27.250 38.18 -0.55 12.750 36.93 0.41 OCT10 390 33.250 37.61 -0.63 9.500 36.82 0.33 OCT10 400 40.250 37.22 -0.70 4.500 34.93 0.19 OCT10 420 56.000 36.99 -0.81 2.250 35.39 0.11 OCT10 440 73.250 35.59 -0.90 47.000 41.38 0.75 NOV10 340 16.000 41.51 -0.30 34.000 40.07 0.62 NOV10 360 23.750 39.78 -0.41 28.000 39.17 0.56 NOV10 370 28.250 39.27 -0.47 23.250 38.65 0.49 NOV10 380 33.750 38.84 -0.52 19.000 37.99 0.43 NOV10 390 39.750 38.28 -0.58 15.250 37.59 0.37 NOV10 400 45.750 37.55 -0.64 9.000 35.74 0.26 NOV10 420 60.250 36.54 -0.74 5.500 35.29 0.17 NOV10 440 76.250 35.75 -0.82 218.500 88.79 1.00 DEC10 160 0.500 71.51 -0.01 198.500 79.34 1.00 DEC10 180 1.000 68.41 -0.02 178.500 68.77 1.00 DEC10 200 1.250 61.19 -0.02 158.500 61.26 0.99 DEC10 220 1.750 55.78 -0.03 138.750 55.65 0.99 DEC10 240 2.500 51.88 -0.05 99.750 46.44 0.95 DEC10 280 6.500 47.53 -0.12 81.500 44.83 0.89 DEC10 300 9.500 45.33 -0.17 65.250 43.87 0.81 DEC10 320 14.250 43.53 -0.24 50.250 41.54 0.71 DEC10 340 20.000 41.47 -0.32 37.500 39.86 0.60 DEC10 360 28.000 40.06 -0.41 27.250 38.41 0.50 DEC10 380 37.500 38.41 -0.51 19.000 37.27 0.39 DEC10 400 49.750 37.67 -0.61 12.500 35.85 0.30 DEC10 420 63.250 36.44 -0.70 8.000 34.95 0.21 DEC10 440 79.250 36.13 -0.78 2.750 33.29 0.09 DEC10 480 113.750 34.38 -0.90 0.250 29.79 0.01 DEC10 560 191.250 35.46 -0.98 139.250 48.19 0.97 MAR11 240 6.750 49.94 -0.09 103.250 45.20 0.87 MAR11 280 12.500 45.54 -0.16 87.750 44.04 0.81 MAR11 300 17.000 43.85 -0.21 73.000 42.35 0.74 MAR11 320 23.250 42.75 -0.27 59.750 40.77 0.67 MAR11 340 29.250 40.47 -0.33 47.750 38.96 0.60 MAR11 360 37.750 39.14 -0.40 37.000 37.32 0.52 MAR11 380 47.250 37.80 -0.48 28.750 36.57 0.44 MAR11 400 58.750 36.82 -0.56 21.750 35.66 0.37 MAR11 420 72.000 36.24 -0.63 15.750 34.62 0.30 MAR11 440 86.750 36.03 -0.70 139.250 48.38 0.97 JUN11 240 11.500 46.82 -0.13 103.750 44.34 0.86 JUN11 280 19.500 42.92 -0.21 88.500 43.16 0.80 JUN11 300 26.250 42.16 -0.26 74.250 41.44 0.73 JUN11 320 33.250 40.65 -0.32 61.500 39.95 0.66 JUN11 340 41.750 39.42 -0.38 49.750 38.32 0.60 JUN11 360 50.750 37.99 -0.45 40.000 37.42 0.52 JUN11 380 61.500 36.94 -0.52 31.250 36.17 0.45 JUN11 400 73.500 35.73 -0.58 24.250 35.27 0.38 JUN11 420 86.750 34.57 -0.65 18.250 34.12 0.31 JUN11 440 101.000 33.51 -0.71 9.750 32.51 0.20 JUN11 480 133.000 31.64 -0.82 2.250 29.92 0.06 JUN11 560 206.500 30.38 -0.94 218.500 71.05 1.00 DEC11 160 16.500 71.05 -0.09 198.750 63.89 0.99 DEC11 180 17.500 63.89 -0.10 179.250 59.04 0.98 DEC11 200 19.750 59.04 -0.12 160.000 54.18 0.95 DEC11 220 22.250 54.18 -0.15 141.500 50.22 0.92 DEC11 240 25.250 50.22 -0.18 107.500 44.00 0.82 DEC11 280 33.750 44.00 -0.25 83.750 43.70 0.70 DEC11 320 54.500 45.00 -0.34 59.750 39.83 0.59 DEC11 360 69.750 39.79 -0.44 41.250 37.32 0.48 DEC11 400 94.250 38.65 -0.54 24.000 32.94 0.35 DEC11 440 122.000 37.68 -0.63 18.750 34.53 0.28 DEC11 480 154.000 37.63 -0.71 13.000 37.97 0.19 DEC11 560 223.500 37.74 -0.82 112.250 46.35 0.80 JUN12 280 48.250 45.00 -0.28 87.750 43.89 0.70 JUN12 320 70.750 45.57 -0.35 64.250 40.02 0.60 JUN12 360 86.000 40.01 -0.45 47.000 37.90 0.49 JUN12 400 109.500 37.90 -0.54 30.500 34.17 0.38 JUN12 440 134.750 35.14 -0.64 156.000 62.48 0.84 DEC12 240 63.750 62.48 -0.21 126.250 54.92 0.78 DEC12 280 76.500 55.87 -0.27 95.250 46.40 0.70 DEC12 320 82.750 45.80 -0.35 68.750 40.23 0.60 DEC12 360 97.750 40.24 -0.44 53.000 38.59 0.51 DEC12 400 121.750 38.36 -0.52 40.000 36.95 0.42 DEC12 440 148.750 36.80 -0.60 31.250 36.46 0.35 DEC12 480 179.750 36.28 -0.66 +++ Chevron Corp (CVX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.600 +++ Costco Wholesale Corp (CWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.420 +++ Cable & Wireless Worldwide (CWT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.600 +++ Cable & Wireless Worldwide - STND OPT (CWT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 10.750 47.64 0.95 SEP10 52 0.250 49.24 -0.06 7.250 44.71 0.85 SEP10 56 0.500 44.75 -0.15 4.000 42.19 0.68 SEP10 60 1.000 32.33 -0.29 3.000 41.01 0.56 SEP10 62 2.250 40.49 -0.44 2.000 39.86 0.43 SEP10 64 3.250 38.94 -0.57 1.250 39.24 0.31 SEP10 66 4.500 39.02 -0.69 0.750 38.83 0.21 SEP10 68 6.000 38.74 -0.79 0.250 37.17 0.12 SEP10 70 7.750 39.36 -0.86 0.250 38.00 0.08 SEP10 72 9.500 39.76 -0.91 0.000 37.50 0.02 SEP10 76 13.500 37.51 -0.98 0.000 38.27 0.01 SEP10 80 17.500 39.94 -0.99 0.000 39.52 0.00 SEP10 82 19.500 40.61 -1.00 0.000 38.53 0.00 SEP10 84 21.500 40.61 -1.00 0.000 38.85 0.00 SEP10 86 23.500 40.95 -1.00 0.000 39.06 0.00 SEP10 88 25.500 42.50 -1.00 0.000 40.69 0.00 SEP10 90 27.500 45.55 -1.00 0.000 43.02 0.00 SEP10 92 29.500 48.28 -1.00 0.000 45.97 0.00 SEP10 94 31.500 48.63 -1.00 0.000 47.04 0.00 SEP10 96 33.500 49.64 -1.00 0.000 48.04 0.00 SEP10 100 37.500 50.31 -1.00 15.250 42.57 0.91 DEC10 48 1.000 42.19 -0.12 8.750 39.88 0.74 DEC10 56 3.000 40.92 -0.31 6.250 38.90 0.62 DEC10 60 4.500 37.78 -0.42 4.250 37.93 0.49 DEC10 64 6.750 36.93 -0.54 2.750 36.67 0.36 DEC10 68 9.250 35.53 -0.67 1.500 35.53 0.25 DEC10 72 12.250 34.33 -0.77 1.000 35.69 0.17 DEC10 76 15.750 34.70 -0.85 0.500 35.30 0.11 DEC10 80 19.250 32.00 -0.92 0.250 35.41 0.07 DEC10 84 22.750 28.82 -0.97 0.250 35.81 0.04 DEC10 88 27.000 33.23 -0.97 0.250 36.50 0.03 DEC10 92 31.000 36.84 -0.97 0.000 37.46 0.02 DEC10 96 34.750 36.80 -0.98 0.000 38.69 0.02 DEC10 100 38.750 37.80 -0.99 15.750 42.12 0.86 MAR11 48 2.250 43.20 -0.18 10.000 39.74 0.70 MAR11 56 4.250 37.88 -0.32 7.500 37.87 0.60 MAR11 60 6.000 37.50 -0.41 5.500 36.64 0.50 MAR11 64 8.000 35.27 -0.51 4.250 36.93 0.41 MAR11 68 10.500 34.43 -0.61 2.750 34.99 0.32 MAR11 72 13.500 34.56 -0.69 1.250 33.08 0.17 MAR11 80 20.000 33.11 -0.83 0.750 31.64 0.11 MAR11 84 23.500 31.62 -0.89 0.250 29.87 0.07 MAR11 88 27.250 31.30 -0.93 0.250 27.76 0.03 MAR11 92 31.000 31.02 -0.95 0.000 25.30 0.01 MAR11 96 35.000 31.43 -0.97 0.000 22.49 0.00 MAR11 100 39.000 33.92 -0.97 +++ CBS Corp (CXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.720 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 4.0200 +++ Davide Campari - Milano - Cash FLEX Fut (DAD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 4.0209 +++ Daimler AG (DAI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.150 +++ Danske Bank A/S (DAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 126.70 +++ Danske Bank A/S Physical - STND FUT (DNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 126.80 OCT10 V 126.80 NOV10 X 127.00 DEC10 Z 127.10 +++ Deutsche Bank AG (DB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.330 +++ Deutsche Bank AG - Euro Cash FLEX Opt (DBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.8354 32.43 0.18 17120 6000 10.6598 32.54 -0.82 4.3606 38.49 0.34 21122 7000 +++ Deutsche Bank AG (DBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.0100 +++ Deutsche Bank AG - STND FUT (DBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 50.0218 OCT10 V 50.0421 NOV10 X 50.0779 DEC10 Z 50.1088 +++ Deutsche Bank AG - Amer Phys FLEX Opt (DBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3000 0.2268 55.04 -0.03 16121 4400 5.9216 37.48 -0.34 9.4215 42.85 0.62 16121 4800 7.6085 35.24 -0.42 7.4429 40.93 0.54 16121 5200 9.5751 32.95 -0.52 6.5319 39.73 0.50 16121 5400 10.6832 31.75 -0.56 5.7204 38.87 0.46 16121 5600 11.8527 30.62 -0.61 10.6966 45.46 0.63 15062 4800 9.2739 32.68 -0.46 10.2133 45.03 0.58 21122 5200 8.5665 43.00 0.53 21122 5600 15.0398 30.54 -0.59 +++ Deutsche Bank AG - Amer Cash FLEX Opt (DBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 0.0186 64.85 0.00 3.2172 36.09 0.47 17120 5200 5.1063 36.38 -0.53 0.8354 32.43 0.18 17120 6000 10.7158 32.54 -0.82 0.1599 31.26 0.05 17120 6800 16121 4400 5.9216 37.48 -0.34 9.4215 42.85 0.62 16121 4800 7.6085 35.24 -0.42 7.4429 40.93 0.54 16121 5200 9.5751 32.95 -0.52 5.7204 38.87 0.46 16121 5600 11.8527 30.62 -0.61 10.6966 45.46 0.63 15062 4800 9.2739 32.68 -0.46 12.0812 46.94 0.64 21122 4800 10.6716 34.52 -0.44 10.2133 45.03 0.58 21122 5200 8.5665 43.00 0.53 21122 5600 15.0398 30.54 -0.59 +++ Deutsche Bank AG - Euro Phys FLEX Opt (DBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.4222 42.39 0.86 17090 4500 0.3982 42.31 -0.14 0.3660 31.43 0.10 17120 6400 14.1796 31.63 -0.90 0.0210 30.18 0.01 17120 7600 25.8155 33.18 -0.99 0.0101 48.91 0.00 17120 11000 59.7230 57.72 -0.99 17061 4576 4.9534 35.37 -0.38 +++ Deutsche Boerse AG (DBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.8200 +++ Deutsche Boerse AG - Euro Cash FLEX Opt (FVJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0096 44.79 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 3.0738 32.78 -0.42 0.2589 28.46 0.08 17120 6200 +++ DCC PLC (DC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.1000 +++ Dairy Crest Group (DCG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 365.200 +++ Dairy Crest Group - STND FUT (DCG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 365.330 DEC10 Z 366.010 MAR11 H 366.740 JUN11 M 367.520 +++ Danisco A/S (DCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 422.60 +++ Danisco A/S Euro Cash FLEX Opt (DOB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.47 43.14 0.22 17090 461 +++ Danisco A/S - Cash FLEX Fut (DOD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 422.79 +++ Daimler AG - Amer Phys FLEX Opt (DCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3200 0.0903 44.78 -0.05 17090 3700 0.8654 36.41 -0.36 17090 3900 1.7799 33.76 -0.60 17090 4200 4.0983 33.60 -0.87 0.0457 36.58 0.03 17090 4500 0.1888 31.09 0.07 17120 5000 2.0516 30.57 0.35 17061 4400 1.5490 30.10 0.28 17061 4600 +++ Daimler AG - Euro Phys FLEX Opt (DCX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3531 3.6647 37.07 -0.35 +++ Daimler AG (DCY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.0850 +++ Daimler AG - STND FUT (DCY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 38.0940 OCT10 V 38.1094 NOV10 X 38.1367 DEC10 Z 38.1602 +++ Du Pont (E.I.) De Nemours (DD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.700 +++ Dimension Data Holdings (DDH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 120.800 +++ Dimension Data Holdings - STND FUT (DDH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 120.840 DEC10 Z 121.070 MAR11 H 121.310 JUN11 M 121.570 +++ Deutsche Euroshop AG (DE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.9550 +++ Debenhams PLC (DEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.100 +++ JC Decaux SA (DEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.0800 +++ Dexia (DEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3490 +++ Dexia - STND FUT (DEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.3500 OCT10 V 3.3510 NOV10 X 3.3540 DEC10 Z 3.3560 +++ Delhaize Group (DEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.5200 +++ Delhaize Group - Amer Phys FLEX Opt (FQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0300 22.49 0.02 17090 6000 0.0000 20.79 0.00 17120 8500 +++ Dexia - Amer Phys FLEX Opt (DEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0695 37.23 0.10 21122 800 +++ Dexia (DEX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3490 +++ Dexia - Euro Phys FLEX Opt (DEX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0263 35.64 0.05 16121 700 3.6225 35.64 -0.95 +++ Vinci SA - Euro Cash FLEX Opt (DFJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0823 29.96 0.07 17090 3807 +++ Vinci SA - Amer Phys FLEX Opt (DFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 1.0600 33.09 -0.46 +++ Vinci SA (DG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.1450 +++ Dragon Oil Plc (DGO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0900 +++ Americansourcebergen Corp (DH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.660 +++ Douglas Holding AG (DHO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.4350 +++ Amylin Pharmaceuticlas Inc (DI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.780 +++ DSG International plc (DIX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.970 +++ 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 4.250 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 0.53 SEP10 24 1.750 73.12 -0.47 1.000 71.35 0.36 SEP10 26 3.000 71.35 -0.64 0.500 68.39 0.21 SEP10 28 4.500 68.39 -0.79 0.250 65.11 0.10 SEP10 30 6.250 65.11 -0.90 0.250 83.80 0.10 SEP10 32 8.000 64.11 -0.96 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 0.500 71.66 -0.11 5.500 63.42 0.76 DEC10 20 1.500 63.42 -0.24 3.000 58.04 0.57 DEC10 24 3.000 58.04 -0.43 1.750 58.15 0.38 DEC10 28 5.750 58.15 -0.62 1.000 58.39 0.24 DEC10 32 9.000 58.39 -0.76 0.500 55.29 0.12 DEC10 36 12.500 55.29 -0.88 0.250 51.84 0.05 DEC10 40 16.000 51.84 -0.95 0.000 57.01 0.02 DEC10 48 24.000 57.01 -0.99 8.750 57.10 0.88 MAR11 16 0.750 57.10 -0.12 5.750 49.14 0.75 MAR11 20 1.500 49.14 -0.25 3.250 43.49 0.57 MAR11 24 3.000 43.49 -0.43 1.750 42.68 0.38 MAR11 28 5.750 43.67 -0.62 1.000 43.74 0.24 MAR11 32 9.000 43.74 -0.76 0.250 40.47 0.06 MAR11 40 16.000 40.47 -0.95 +++ DSG International plc - STND FUT (DXN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 23.980 DEC10 Z 24.020 MAR11 H 24.070 JUN11 M 24.120 +++ CR Bard Inc (DJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.660 +++ Beckman Coulter Inc (DK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.300 +++ Becton Dickinson & Co (DL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.350 +++ De La Rue (DLA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 699.000 +++ De La Rue - STND FUT (DLA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 699.240 DEC10 Z 700.550 MAR11 H 701.950 JUN11 M 703.440 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 11.860 +++ Delta Lloyd NV (DLO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.4400 +++ Celgene Corp (DM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.590 +++ Daily Mail & General Trust (A Shs) (DMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 446.500 +++ Daily Mail & General Trust (A Shs) - STND FUT (DMG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 446.660 DEC10 Z 447.490 MAR11 H 448.380 JUN11 M 449.330 +++ DNO International ASA (DN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.1600 +++ DNB NOR ASA (DNB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.7500 +++ D/S Norden A/S (DNO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 215.20 +++ Cigna Corp (DO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.290 +++ Deutsche Postbank AG (DPB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.7750 +++ Deutsche Postbank AG - Amer Phys FLEX Opt (FJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1600 0.0469 38.03 -0.02 0.1554 29.26 0.09 17120 3000 +++ Deutsche Post AG - Euro Cash FLEX Opt (DPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1017 28.21 0.21 17090 1376 0.0844 28.39 0.18 17090 1387 +++ Deutsche Post AG - Amer Phys FLEX Opt (DPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0666 28.60 0.15 17090 1400 +++ Deutsche Post AG (DPW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.9700 +++ Deutsche Post AG - STND FUT (DPW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.9731 OCT10 V 12.9783 NOV10 X 12.9876 DEC10 Z 12.9956 +++ Coventry Health Care Inc (DQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.170 +++ Drax Group Plc - STND FUT (DQA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 382.930 DEC10 Z 383.650 MAR11 H 384.410 JUN11 M 375.170 +++ Drax Group Plc (DRX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 382.800 +++ Davita Inc (DS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.270 +++ Koninklijke DSM N.V (DSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.9050 +++ Koninklijke DSM N.V - STND FUT (DSM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.9130 OCT10 V 32.9260 NOV10 X 32.9500 DEC10 Z 32.9700 +++ Koninklijke DSM NV - Amer Phys FLEX Opt (DSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2000 25.37 0.10 17120 4000 +++ DSV A/S (DSV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 96.00 +++ Quest Diagnostics (DT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.000 +++ Dow Chemical Co/The (DTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.720 +++ DTE Energy Co (DTC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.320 +++ Deutsche Telekom AG (DTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.1700 +++ Deutsche Telekom AG - STND FUT (DTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.1724 OCT10 V 10.1765 NOV10 X 10.1838 DEC10 Z 10.1901 +++ Deutsche Telekom AG - Euro Cash FLEX Opt (DTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.1483 26.55 0.57 16121 950 1.0441 24.88 -0.44 +++ Deutsche Telekom AG - Amer Phys FLEX Opt (DTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 720 0.0415 38.94 -0.04 17120 900 0.1604 26.78 -0.18 17120 1000 0.4149 22.59 -0.42 0.1978 21.32 0.28 17120 1100 0.0608 22.37 0.11 17120 1200 0.0087 30.88 0.01 17120 1500 18031 900 0.3135 27.21 -0.23 +++ Deutsche Telekom AG - Euro Phys FLEX Opt (DTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.2703 33.66 0.92 17120 800 0.0743 33.34 -0.08 1.3564 26.80 0.82 17120 900 0.1599 26.78 -0.18 0.1978 21.32 0.28 17120 1100 1.0053 21.78 -0.71 0.0257 25.01 0.05 17120 1300 2.8055 22.28 -0.97 17061 909 0.6559 25.17 -0.38 0.2994 23.43 0.27 17061 1100 1.7265 20.19 -0.77 0.9193 25.99 0.50 16121 1000 1.2905 23.96 -0.51 0.5488 24.48 0.36 16121 1100 1.9067 22.35 -0.67 0.3025 23.44 0.23 16121 1200 2.6359 20.31 -0.81 +++ Deutsche Telekom AG - Cash FLEX Fut (DTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 10.1845 +++ Edwards Lifesciences Corp (DU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.370 +++ Gilead Sciences Inc (DV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.990 +++ Devon Energy Corp (DVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.240 +++ Davis Service Group (DVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 365.800 +++ Davis Service Group - STND FUT (DVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 365.930 DEC10 Z 366.610 MAR11 H 367.340 JUN11 M 368.120 +++ Derwent London plc (DWV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1377.000 +++ Derwent London plc - STND FUT (DWV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1377.480 DEC10 Z 1380.040 MAR11 H 1382.810 JUN11 M 1385.740 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 17.090 +++ Dexia (DXB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3490 +++ Hospira Inc (DY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.310 +++ Halliburton Co (DYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.430 +++ Intuitive Surgical Inc (DZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 272.830 +++ Archer-Daniels-Midland Co (DZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.130 +++ Elan Corp PLC (EA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5500 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 75.740 +++ Erste Group Bank AG (EBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.8900 +++ Mckesson Corp (EC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.110 +++ Electrocomponents (ECM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 206.300 +++ Electrocomponents - STND FUT (ECM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 206.370 DEC10 Z 206.760 MAR11 H 207.170 JUN11 M 207.610 +++ European Aeronautic Defence and Space Company (EDA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.9500 +++ European Aeronautic Defence and Space Company (EDA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 17.8740 OCT10 V 17.8810 NOV10 X 17.8940 DEC10 Z 17.9050 +++ EDF Energies Nouvelles S.A. (EDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.9000 +++ Electricite de France - Euro Phys FLEX Opt (DAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.9692 27.07 0.33 17120 3400 3.4456 27.07 -0.67 +++ Electricite de France (EDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.6250 +++ Electricite de France - STND FUT (EDF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 31.6320 OCT10 V 31.6450 NOV10 X 31.4680 DEC10 Z 31.4870 +++ Edison SpA (EDN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8705 +++ Energias de Portugal SA (EDP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.4240 +++ Energias de Portugal SA - Euro Phys FLEX Opt (EDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 250 0.1098 27.14 -0.67 17120 250 0.1944 28.92 -0.54 0.0374 25.90 0.16 18031 300 0.1291 27.03 0.31 16121 300 +++ EDP Renovaveis, S.A (EDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4500 +++ Medco Health Solutions Inc (EE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.310 +++ Essilor International SA (EF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.2000 +++ Essilor International SA - Amer Phys FLEX Opt (EFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18031 4800 2.8500 21.17 -0.45 +++ Essilor International SA - Euro Phys FLEX Opt (EFX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.5066 24.20 0.73 17120 4500 1.1764 24.20 -0.27 +++ FTSEurofirst 80 (EFE/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3374.400 +++ FTSEurofirst 80 - Euro FLEX Index Opt (YFE/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.670 20.96 0.01 17120 4500 1162.390 20.96 -0.98 +++ FTSEurofirst 100 (EFP/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3151.290 +++ Mota Engil SGPS (EG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.1200 +++ Mednax Inc (EH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.010 +++ Egis PLC (EI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20380.0 +++ Thermo Fisher Scientific Inc (EK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.210 +++ Ekornes ASA (EKO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 140.0000 +++ Elisa Oyj (EL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.2700 +++ Endesa SA (ELE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.4000 +++ Endesa SA - Cash Flex Future (END/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 18.4042 +++ Elringklinger AG (ELR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.4300 +++ Electrolux AB (ELT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 147.1000 +++ EMC Corp/Massachusetts (EMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.270 +++ Man Group Plc (EMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 206.700 +++ Man Group Plc - STND OPT (EMG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.750 41.94 0.91 SEP10 180 1.750 52.11 -0.13 19.500 43.38 0.80 SEP10 190 3.000 44.72 -0.21 12.250 40.90 0.65 SEP10 200 5.750 43.23 -0.36 9.500 40.96 0.55 SEP10 205 7.750 41.94 -0.45 6.750 39.97 0.46 SEP10 210 9.750 38.52 -0.54 5.000 39.77 0.37 SEP10 215 12.750 38.27 -0.64 3.500 39.99 0.28 SEP10 220 16.500 39.03 -0.72 3.000 43.80 0.24 SEP10 225 20.500 39.26 -0.79 2.250 44.95 0.19 SEP10 230 24.750 39.21 -0.85 1.750 46.68 0.15 SEP10 235 29.250 39.34 -0.89 1.500 49.98 0.13 SEP10 240 34.000 40.59 -0.92 1.250 51.48 0.11 SEP10 245 38.750 40.63 -0.95 1.000 52.79 0.09 SEP10 250 43.750 46.78 -0.94 0.750 54.79 0.05 SEP10 260 53.500 44.45 -0.98 0.250 54.79 0.03 SEP10 270 63.250 46.08 -0.99 0.250 54.79 0.02 SEP10 280 73.250 48.63 -0.99 0.000 54.79 0.00 SEP10 300 93.250 53.29 -1.00 0.000 54.79 0.00 SEP10 320 113.250 58.29 -1.00 0.000 54.79 0.00 SEP10 340 133.250 64.00 -1.00 0.000 54.79 0.00 SEP10 360 153.250 66.00 -1.00 30.500 44.86 0.82 OCT10 180 3.500 43.53 -0.17 23.000 43.25 0.73 OCT10 190 6.000 42.42 -0.27 16.500 41.85 0.62 OCT10 200 9.250 41.17 -0.38 13.750 41.28 0.55 OCT10 205 11.500 40.21 -0.45 11.000 40.45 0.49 OCT10 210 14.000 39.40 -0.51 8.750 39.18 0.43 OCT10 215 18.000 42.72 -0.56 7.250 40.32 0.37 OCT10 220 20.500 40.91 -0.63 5.500 38.95 0.31 OCT10 225 23.250 37.28 -0.70 4.750 40.30 0.27 OCT10 230 27.500 39.27 -0.74 3.500 39.73 0.22 OCT10 235 31.500 39.21 -0.79 2.500 38.94 0.17 OCT10 240 35.750 39.03 -0.83 1.500 43.92 0.09 OCT10 260 54.250 41.08 -0.92 32.000 39.07 0.80 NOV10 180 8.000 49.44 -0.24 25.750 41.46 0.70 NOV10 190 9.250 42.64 -0.30 19.250 39.72 0.61 NOV10 200 12.750 40.84 -0.39 17.750 41.73 0.56 NOV10 205 14.500 38.73 -0.44 15.000 40.99 0.51 NOV10 210 18.000 40.53 -0.49 12.750 40.60 0.46 NOV10 215 20.750 40.77 -0.54 11.000 40.20 0.42 NOV10 220 24.250 41.03 -0.58 7.750 39.62 0.33 NOV10 230 31.750 42.53 -0.66 33.750 43.74 0.77 DEC10 180 9.500 42.81 -0.28 26.500 41.95 0.69 DEC10 190 13.000 41.30 -0.36 19.500 38.56 0.61 DEC10 200 16.750 38.81 -0.45 15.500 40.42 0.51 DEC10 210 23.500 40.58 -0.53 11.250 39.26 0.42 DEC10 220 29.250 38.53 -0.62 8.250 39.04 0.33 DEC10 230 37.250 40.57 -0.69 6.000 38.95 0.26 DEC10 240 44.250 37.99 -0.77 3.000 39.05 0.15 DEC10 260 61.500 37.14 -0.87 2.500 43.96 0.11 DEC10 280 80.250 37.52 -0.93 1.750 46.20 0.08 DEC10 300 99.750 39.08 -0.96 1.500 50.83 0.07 DEC10 320 119.750 44.01 -0.96 37.000 42.42 0.73 MAR11 180 14.000 40.88 -0.30 30.750 41.52 0.66 MAR11 190 18.000 39.78 -0.37 25.000 40.33 0.59 MAR11 200 23.000 39.62 -0.43 21.000 40.84 0.52 MAR11 210 28.250 38.65 -0.50 16.000 38.49 0.44 MAR11 220 34.500 38.43 -0.57 13.000 38.40 0.38 MAR11 230 42.250 39.38 -0.62 10.500 38.49 0.32 MAR11 240 48.000 36.33 -0.70 6.250 37.21 0.22 MAR11 260 64.250 35.84 -0.80 3.750 37.16 0.15 MAR11 280 82.000 35.61 -0.87 2.250 41.37 0.09 MAR11 320 120.000 36.21 -0.95 +++ Man Group plc - Euro Cash FLEX Opt (EWJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.220 40.75 0.27 17090 221 +++ Man Group plc - Amer Phys FLEX Opt (EWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 170.700 53.87 1.00 31080 36 172.710 131.31 1.00 13090 34 0.000 50.83 0.00 17120 565 363.540 44.01 -1.00 +++ Man Group plc - STND FUT (MAN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 206.770 DEC10 Z 200.900 MAR11 H 201.310 JUN11 M 201.730 +++ Bouygues - Euro Phys FLEX Opt (EHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6651 34.17 0.21 17120 3800 6.5900 34.17 -0.79 +++ Bouygues SA (EN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.9650 +++ Bouygues SA - STND FUT (EN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 31.9730 OCT10 V 31.9860 NOV10 X 32.0080 DEC10 Z 32.0280 +++ Enagas (ENG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7100 +++ Eni SpA (ENI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.6100 +++ Eni SpA - STND FUT (ENI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.6137 OCT10 V 15.1198 NOV10 X 15.1306 DEC10 Z 15.1400 +++ ENI SpA - Euro Cash FLEX Opt (ENJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0740 25.30 0.15 17090 1668 0.0589 25.99 0.12 17090 1685 +++ ENI SpA - Euro Phys FLEX Opt (ENX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5998 21.08 0.31 15121 1700 3.1008 23.71 -0.66 +++ ENI SpA - Cash FLEX Fut (ENY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 04100 15.1173 +++ Enel SpA - Euro Cash FLEX Opt (ECJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0190 25.40 0.16 17090 394 0.0148 25.38 0.13 17090 397 +++ Enel SpA - Amer Phys FLEX Opt (ECQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 23.04 0.00 17120 566 +++ Enel SpA - Euro Phys FLEX Opt (ECX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.7051 31.64 -0.99 0.6556 35.40 0.85 17120 300 0.0621 35.46 -0.15 0.0850 23.91 0.30 17120 389 0.3734 23.19 -0.71 0.0087 21.79 0.05 17120 442 0.8237 16.64 -0.99 +++ Enel SpA (ENL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6950 +++ Enel SpA - STND FUT (ENL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.6959 OCT10 V 3.6974 NOV10 X 3.7000 DEC10 Z 3.5922 +++ Eniro AB (ENR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.0000 +++ Dentsply Intl Inc (EO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.240 +++ E.ON AG (EOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.0650 +++ E.ON AG - STND FUT (EOA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 22.0702 OCT10 V 22.0792 NOV10 X 22.0950 DEC10 Z 22.1086 +++ E.ON AG - Amer Phys FLEX Opt (EOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2200 0.5134 25.37 -0.47 0.0793 27.40 0.11 17090 2400 0.0258 35.92 0.03 17090 2600 0.2160 25.21 0.20 15100 2400 17120 2000 0.5334 28.61 -0.24 +++ E.ON AG - Amer Cash FLEX Opt (EOU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0258 35.92 0.03 17090 2600 +++ E.ON AG - Euro Phys FLEX Opt (EOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0793 27.40 0.11 17090 2400 2.0033 26.95 -0.89 0.5148 24.09 0.30 17120 2400 2.3834 24.16 -0.70 0.0377 28.00 0.03 17120 3000 7.8792 27.26 -0.97 0.0191 32.51 0.01 17120 3333 0.0188 38.64 0.01 17120 3667 14.5176 38.64 -0.99 0.0872 23.96 0.06 18031 3000 17061 2039 1.6679 24.88 -0.43 1.4196 26.39 0.45 17061 2200 2.4736 23.01 -0.58 0.4871 24.46 0.18 16121 2800 7.5499 24.46 -0.82 0.9393 27.95 0.23 20123 3000 12.2106 27.95 -0.77 +++ E.ON AG - Cash FLEX Fut (EOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 22.0965 +++ CME Group Inc (EPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 250.860 +++ Enterprise Porducts Partners LP (EPP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.960 +++ Wellpoint Inc (EQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.020 +++ Edenred (ER /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6800 +++ Eramet (ERA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 201.8500 +++ Ericsson Telefonaktiebolaget LM (ERC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.4000 +++ Ericsson Telefonaktiebolaget LM - STND FUT (ERC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 73.4360 OCT10 V 73.4860 NOV10 X 73.5700 DEC10 Z 73.6430 +++ Ericsson Telefonaktiebolaget LM - Amer Phys FLEX O (ERQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0495 48.08 0.02 17090 9500 +++ ERG SpA (ERG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.5600 +++ Euromoney Institutional Investors (ERM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 586.000 +++ Euromoney Institutional Investors - STND FUT (ERM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 586.210 DEC10 Z 587.300 MAR11 H 588.470 JUN11 M 589.720 +++ Zimmer Holdings Inc (ES /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.410 +++ Etablissements Maurel et Prom (ETA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.8840 +++ National Bank of Greece SA (ETE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.1500 +++ E*Trade Financial Corp (ETF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.900 +++ Enterprise Inns (ETI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 86.300 +++ Enterprise Inns - STND FUT (ETI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 86.330 DEC10 Z 86.490 MAR11 H 86.660 JUN11 M 86.850 +++ Enterprise Inns - STND OPT (ETP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 22.250 52.17 0.99 SEP10 64 0.000 52.17 -0.01 14.750 55.03 0.92 SEP10 72 0.500 55.03 -0.08 8.250 53.59 0.74 SEP10 80 2.000 53.59 -0.26 5.750 52.77 0.61 SEP10 84 3.500 52.77 -0.39 3.750 50.72 0.47 SEP10 88 5.500 53.09 -0.53 2.250 51.05 0.33 SEP10 92 8.000 51.05 -0.67 1.250 51.16 0.22 SEP10 96 11.000 51.16 -0.78 0.750 52.18 0.15 SEP10 100 14.500 52.18 -0.86 0.250 55.89 0.05 SEP10 110 24.000 55.89 -0.95 0.000 61.51 0.02 SEP10 120 33.750 61.51 -0.98 0.000 71.28 0.01 SEP10 130 43.750 71.28 -0.99 0.000 82.04 0.01 SEP10 140 53.750 82.04 -0.99 0.000 87.90 0.01 SEP10 150 63.750 87.90 -0.99 0.000 95.72 0.01 SEP10 160 73.750 95.72 -0.99 19.000 58.05 0.77 DEC10 72 3.750 52.40 -0.22 13.750 55.66 0.66 DEC10 80 7.250 55.66 -0.34 11.750 55.51 0.60 DEC10 84 9.250 55.51 -0.40 10.500 57.64 0.54 DEC10 88 12.000 57.64 -0.46 8.250 54.41 0.48 DEC10 92 13.750 54.41 -0.52 6.750 53.67 0.42 DEC10 96 16.250 53.67 -0.58 5.750 54.02 0.37 DEC10 100 19.250 54.02 -0.63 3.500 53.14 0.25 DEC10 110 27.000 53.14 -0.75 2.000 53.12 0.17 DEC10 120 35.500 53.12 -0.83 1.000 51.96 0.10 DEC10 130 44.500 51.96 -0.90 0.500 51.00 0.06 DEC10 140 54.000 51.00 -0.94 0.250 49.50 0.03 DEC10 150 63.750 49.50 -0.98 0.000 47.60 0.01 DEC10 160 74.000 58.10 -0.96 21.750 56.65 0.74 MAR11 72 7.250 56.65 -0.26 17.500 56.83 0.66 MAR11 80 11.000 56.83 -0.34 15.750 57.27 0.61 MAR11 84 13.250 57.27 -0.39 14.250 57.28 0.57 MAR11 88 15.500 57.28 -0.43 12.250 56.30 0.53 MAR11 92 17.750 56.30 -0.47 11.000 56.76 0.49 MAR11 96 20.500 56.76 -0.51 9.750 56.46 0.45 MAR11 100 23.250 56.46 -0.55 7.000 55.40 0.36 MAR11 110 30.250 55.40 -0.65 5.250 55.78 0.28 MAR11 120 38.500 55.78 -0.72 2.750 55.05 0.17 MAR11 140 56.000 55.05 -0.84 +++ Eutelsat Communications (ETL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.7300 +++ Euro Aero Defense and Space (EUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.9800 +++ Euler Hermes SA (EUL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.4200 +++ Eurasian Natural Resources (EUN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 852.000 +++ Eurasian Natural Resources - Amer Phys Flex Opt (ZLO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 56.210 37.04 0.31 16121 1100 +++ Eurasian Natural Resources - Euro Phys Flex Opt (ZLV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 940 101.910 30.71 -0.93 38.940 37.02 0.30 18031 1010 56.100 37.04 0.31 16121 1100 +++ Evraz Group SA (EV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.3500 +++ Ebro Foods SA (EVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.4000 +++ EVN AG (EVN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.4000 +++ Exor SpA PRF (EX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.7400 +++ Experian Plc - MATCH USF (EXF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 616.720 DEC10 Z 617.860 MAR11 H 613.840 JUN11 M 615.140 +++ Experian Plc (EXP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 616.500 +++ Experian Plc (EXP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 136.750 37.04 1.00 SEP10 480 0.000 37.04 0.00 97.000 30.88 0.99 SEP10 520 0.250 30.88 -0.01 58.250 27.48 0.93 SEP10 560 1.500 27.48 -0.07 40.000 25.19 0.84 SEP10 580 3.250 25.19 -0.16 24.250 23.70 0.69 SEP10 600 7.500 23.70 -0.31 12.250 22.25 0.47 SEP10 620 15.500 22.25 -0.53 5.250 22.02 0.26 SEP10 640 28.500 22.02 -0.74 1.750 21.89 0.11 SEP10 660 45.250 21.89 -0.89 0.750 23.64 0.05 SEP10 680 64.250 23.64 -0.95 0.000 25.79 0.01 SEP10 720 103.500 25.79 -0.99 0.000 30.88 0.00 SEP10 800 183.500 30.88 -1.00 140.500 30.55 0.94 DEC10 480 2.750 30.33 -0.06 70.500 26.18 0.77 DEC10 560 12.750 26.00 -0.23 42.250 24.10 0.61 DEC10 600 24.250 23.87 -0.39 22.250 22.89 0.42 DEC10 640 44.500 22.89 -0.59 10.250 22.38 0.24 DEC10 680 72.250 22.21 -0.77 4.500 22.29 0.12 DEC10 720 106.750 22.29 -0.89 0.750 23.24 0.03 DEC10 800 183.750 23.24 -0.99 142.750 28.55 0.91 MAR11 480 7.250 28.46 -0.10 77.000 25.24 0.73 MAR11 560 22.500 25.24 -0.28 50.750 23.71 0.60 MAR11 600 36.500 23.71 -0.42 31.500 23.05 0.44 MAR11 640 57.250 22.87 -0.57 17.750 22.32 0.30 MAR11 680 83.750 22.18 -0.71 9.000 21.58 0.18 MAR11 720 115.250 21.35 -0.83 +++ Exor SpA (EXS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.4200 +++ Entergy Corp (EYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.070 +++ CEZ AS (EZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 827.00 +++ Easyjet (EZJ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 351.200 +++ Easyjet - STND FUT (EZJ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 351.320 DEC10 Z 351.980 MAR11 H 352.680 JUN11 M 353.430 +++ Faurecia (FA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.4350 +++ Aetna Inc (FAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.010 +++ FAES FARMA SA (FAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5850 +++ Farstad Shipping ASA (FAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 151.0000 +++ Frontier Communications Corp (FCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.680 +++ TUI Travel plc (FCD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 199.100 +++ TUI Travel plc - STND FUT (FCD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 199.170 DEC10 Z 199.540 MAR11 H 199.940 JUN11 M 200.360 +++ Fonciere Des Regions (FDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.0500 +++ Fred. Olsen Energy ASA (FE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 176.1000 +++ Fraport AG Frankfurt Airport Srvcs (FF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.4800 +++ FirstGroup (FGP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 342.800 +++ FirstGroup - STND FUT (FGP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 342.920 DEC10 Z 343.560 MAR11 H 344.250 JUN11 M 344.980 +++ Eiffage SA (FGR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.9900 +++ FHB Mortgage Bank PLC (FH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1111.0 +++ First Horizon National Corp (FHN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.160 +++ X5 Retail Group (FI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.5000 +++ Fiat SpA (FIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.2600 +++ Fiat SpA - STND FUT (FIA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.2622 OCT10 V 9.2659 NOV10 X 9.2726 DEC10 Z 9.2783 +++ Fiat SpA - Amer Phys FLEX Opt (FXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3787 35.32 0.25 17061 1200 +++ Fielmann AG (FIE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.4000 +++ Fifth Third Bancorp (FIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.250 +++ Georg Fischer AG (FIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 378.500 +++ Frontline Limited (FL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 171.9000 +++ FLSmidth & Co A/S (FLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 350.10 +++ Flughafen Wien AG (FLU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.7500 +++ Gen-probe Inc (FM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.050 +++ Fresenius Medical Care AG St (FMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.8850 +++ Fresenius Medical Care AG&Co - Amer Phys FLEX Opt (FMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3200 0.4186 29.01 -0.07 17061 4000 1.6966 24.63 -0.25 13.3936 20.01 0.96 16091 3200 8.3245 20.83 0.83 16091 3800 +++ Freenet AG (FN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.6600 +++ Finmeccanica SpA (FNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.9100 +++ Kraft Foods Inc (FOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.270 +++ Fondiaria-SAI SPA - (savings) (FON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.6650 +++ 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 14.7420 46.21 -1.00 0.0100 31.89 0.00 21122 2400 +++ ageas NV/SA (FOR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.9980 +++ ageas NV/SA - STND FUT (FOR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1.9980 OCT10 V 1.9990 NOV10 X 2.0010 DEC10 Z 2.0020 +++ 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 12.9585 45.22 -1.00 0.0000 45.88 0.00 17120 1600 13.9556 45.88 -1.00 0.0000 46.61 0.00 17120 1700 14.9527 46.61 -1.00 +++ FTSE Eurofirst 300 Index (FOT/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1017.8 +++ Prudential Financial Inc (FPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.480 +++ Forth Ports (FPT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1289.000 +++ Forth Ports - STND FUT (FPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1289.450 DEC10 Z 1291.850 MAR11 H 1294.440 JUN11 M 1297.180 +++ Valeo SA (FR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.3400 +++ Fortis (FRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.9980 +++ Fresenius SE (FRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.2100 +++ Forest Laboratories Inc (FRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.730 +++ Fresnillo PLC (FRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- +++ Fortum Oyj (FRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.9700 +++ Fortum Oyj - Euro Cash FLEX Opt (FUJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0616 20.77 0.14 17090 1903 0.0520 20.64 0.12 17090 1911 +++ Fondiaria -Sai SpA (FSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.4650 +++ Swedbank AB (FSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.2000 +++ PNC Financial Services Group Inc (FSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.710 +++ France Telecom SA (FTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.1250 +++ France Telecom SA - STND FUT (FTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.5790 OCT10 V 15.5850 NOV10 X 15.5960 DEC10 Z 15.6060 +++ France Telecom SA - Euro Cash FLEX Opt (FTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5072 22.31 0.23 21122 1800 5.1140 22.31 -0.77 +++ France Telecom SA - Amer Phys FLEX Opt (FTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2100 19.00 0.61 17090 1600 17090 1700 1.4800 20.00 -0.96 17120 1200 0.1100 34.55 -0.07 17120 1600 1.0500 23.13 -0.55 0.1100 21.53 0.13 17120 1800 18031 1200 0.2300 32.16 -0.11 +++ France Telecom SA - Euro Phys FLEX Opt (FTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.9317 27.65 0.79 17120 1400 0.3161 27.65 -0.21 1.1931 25.04 0.64 17120 1500 0.5747 25.04 -0.36 0.6322 23.13 0.45 17120 1600 1.0108 23.13 -0.55 0.2891 22.04 0.26 17120 1700 1.6649 22.04 -0.74 0.0357 24.98 0.04 17120 2000 4.4028 24.98 -0.96 16121 1200 0.8296 30.19 -0.24 0.9802 24.01 0.41 16121 1600 2.5122 24.01 -0.59 16121 2400 9.4364 20.74 -0.98 +++ France Telecom SA - Cash FLEX Fut (FTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 02090 15.5760 03090 15.5761 06090 15.5766 07090 15.5768 09090 15.5771 13090 15.5778 14090 15.5780 +++ France Telecom SA - Phys FLEX Fut (FTZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17120 15.6060 +++ Franklin Resources Inc (FUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 96.890 +++ Fuchs Petrolub AG - PFD (FUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.5900 +++ Fugro NV (FUR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.1250 +++ FedEx Corp (FXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.090 +++ GEA Group AG (G1A/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.0550 +++ Gas Natural SDG SA (GAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.7000 +++ Gas Natural SDG SA - STND FUT (GAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 11.7030 OCT10 V 11.7080 NOV10 X 11.7160 DEC10 Z 11.7230 +++ Bilfinger Berger AG (GB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.0650 +++ Bourbon SA (GBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.2500 +++ Groupe Bruxelles Lambert SA (GBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.8900 +++ Gecina SA (GCS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 77.4300 +++ GDF Suez (GD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.3400 +++ GDF Suez - Amer Phys FLEX Opt (GDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2800 3.6800 30.01 -0.97 0.1572 27.29 0.10 17120 2912 5.6992 27.29 -0.91 16121 3000 8.1600 27.07 -0.78 +++ GDF Suez - Euro Phys FLEX Opt (GDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.0273 30.46 0.40 17120 2500 2.4443 30.46 -0.60 0.0898 26.91 0.06 17120 3000 6.4923 26.91 -0.94 1.6312 28.15 0.34 14122 2800 7.9520 28.15 -0.66 1.6466 28.16 0.34 21122 2800 7.9587 28.16 -0.66 1.6620 28.16 0.35 28122 2800 7.9654 28.16 -0.65 +++ GDF Suez - Cash FLEX Fut (GDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10110 23.5403 17110 23.5464 +++ GEM Diamonds Ltd (GDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 199.400 +++ General Electric Company (GE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.690 +++ General Electric Company - Physical STND FUT (GEX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.692 OCT10 V 14.696 NOV10 X 14.700 DEC10 Z 14.704 +++ Geberit AG (GEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 162.200 +++ Geberit AG - Amer Phys FLEX Opt (YMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.256 20.71 0.07 17090 1750 +++ Genzyme Corp (GEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 66.670 +++ Cap Gemini SA (GEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.8800 +++ Assicurazioni Generali SpA (GEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.2400 +++ Assicurazioni Generali SpA - STND FUT (GEN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.2434 OCT10 V 14.2491 NOV10 X 14.2593 DEC10 Z 14.2681 +++ Assicurazioni Generali SpA - Amer Phys FLEX Opt (GXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1400 0.8936 32.70 -0.42 +++ Assicurazioni Generali SpA - Euro Phys FLEX Opt (GXX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6478 29.85 0.42 16120 1500 1.3815 30.39 -0.58 0.0473 25.45 0.06 16120 1800 3.7628 26.24 -0.94 0.3214 28.06 0.26 17120 1600 2.0500 28.66 -0.74 +++ Geox SpA (GEO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7825 +++ GAGFAH SA (GF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.7000 +++ Surgutneftegaz (GG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.0700 +++ Gildemeister AG (GIL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.5040 +++ Givaudan (GIV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 952.500 +++ EFG Eurobank Ergasias SA (GK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0800 +++ GKN (GKN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 141.000 +++ GKN -STND FUT (GKN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 141.050 DEC10 Z 141.310 MAR11 H 141.590 JUN11 M 141.900 +++ Societe Generale SA (GLE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.1200 +++ Societe Generale SA - STND FUT (GLE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 40.1290 OCT10 V 40.1460 NOV10 X 40.1740 DEC10 Z 40.0990 +++ Societe Generale - Euro Cash FLEX Opt (GLJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16.2574 73.52 0.92 17120 2464 0.7062 73.52 -0.08 12.9485 67.26 0.87 17120 2843 1.1763 67.26 -0.13 +++ Societe Generale - Amer Phys FLEX Opt (GLQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4170 3.0000 51.76 -0.59 17090 4200 3.1315 51.21 -0.62 0.5200 43.82 0.21 17090 4400 15100 3700 1.8000 54.59 -0.31 1.2000 43.15 0.31 15100 4400 17120 3600 2.8000 54.49 -0.30 1.8000 42.38 0.33 17120 4600 7.8000 45.04 -0.66 1.4000 41.15 0.27 17120 4739 0.7000 39.16 0.16 17120 5100 11.7000 43.14 -0.81 0.0100 30.98 0.00 17120 6400 18021 3200 2.5774 58.38 -0.22 16121 2843 3.6663 53.06 -0.20 2.6900 36.59 0.31 16121 5323 +++ Societe Generale - Amer Cash FLEX Opt (GLU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21122 2843 5.6452 50.37 -0.22 +++ Societe Generale - Euro Phys FLEX Opt (GLX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 9.9970 61.18 0.80 17120 3200 1.7844 61.18 -0.20 5.5260 50.21 0.64 17120 3800 3.5004 52.62 -0.37 3.2827 45.28 0.48 17120 4200 5.3104 48.28 -0.51 1.4774 41.49 0.29 17120 4700 8.4541 44.45 -0.69 0.5238 38.26 0.13 17120 5213 12.6428 43.35 -0.83 0.0000 31.00 0.00 17120 11016 69.7210 31.00 -1.00 +++ Galp Energia, SGPS, S.A. (GLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.5400 +++ Globaltrans Investment PLC GDR (GLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.5000 +++ ITV plc - STND FUT (GAA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 55.720 DEC10 Z 55.820 MAR11 H 55.930 JUN11 M 56.050 +++ ITV plc (GME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.700 +++ ITV plc - STND OPT (GME/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15.750 51.39 1.00 SEP10 40 0.000 53.83 -0.01 11.750 53.48 0.97 SEP10 44 0.000 46.91 -0.02 10.000 54.45 0.93 SEP10 46 0.000 43.45 -0.03 8.250 54.52 0.88 SEP10 48 0.250 42.30 -0.07 5.250 55.22 0.72 SEP10 52 1.000 44.24 -0.25 2.750 50.25 0.51 SEP10 56 3.000 50.17 -0.49 1.500 54.66 0.32 SEP10 60 5.500 50.56 -0.70 0.500 52.37 0.16 SEP10 64 8.750 50.19 -0.85 0.000 48.58 0.02 SEP10 72 16.250 41.94 -0.99 0.000 43.69 0.00 SEP10 80 24.250 40.06 -1.00 0.000 48.23 0.00 SEP10 120 64.250 54.26 -1.00 16.500 51.18 0.91 DEC10 40 0.750 48.52 -0.09 13.250 48.78 0.84 DEC10 44 1.250 46.47 -0.15 10.250 47.10 0.76 DEC10 48 2.500 47.37 -0.24 5.250 43.25 0.54 DEC10 56 5.500 44.20 -0.46 4.000 45.37 0.44 DEC10 60 8.000 43.49 -0.57 2.500 43.26 0.33 DEC10 64 10.750 43.75 -0.67 1.000 42.66 0.17 DEC10 72 17.250 42.87 -0.83 0.500 43.65 0.09 DEC10 80 24.750 45.54 -0.91 0.000 55.40 0.01 DEC10 120 64.250 56.26 -1.00 17.500 48.20 0.87 MAR11 40 1.750 48.36 -0.13 14.250 45.14 0.81 MAR11 44 2.500 45.45 -0.19 11.500 44.23 0.74 MAR11 48 3.750 44.58 -0.27 7.000 42.01 0.56 MAR11 56 7.000 42.41 -0.44 5.500 42.38 0.48 MAR11 60 9.500 42.17 -0.53 4.000 40.81 0.39 MAR11 64 12.000 41.34 -0.61 0.500 33.00 0.09 MAR11 80 25.000 38.23 -0.87 +++ Gemina SpA (GMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.4620 +++ GN Store Nord (GN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.10 +++ Greene King (GNK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 404.700 +++ Greene King - STND FUT (GNK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 404.840 DEC10 Z 405.590 MAR11 H 406.410 JUN11 M 407.270 +++ Diageo plc - STND FUT (DGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1026.860 DEC10 Z 1028.770 MAR11 H 1015.330 JUN11 M 1017.480 +++ Diageo plc - Amer Phys FLEX Opt (DGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 700 3.220 40.09 -0.03 97.400 25.42 0.51 16121 1050 143.200 25.16 -0.52 180.270 23.30 0.71 21122 900 +++ Diageo plc - Euro Phys FLEX Opt (DGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 107.440 27.43 0.73 17120 950 28.690 27.38 -0.27 79.060 21.52 0.42 21122 1100 197.440 21.17 -0.58 +++ Diageo PLC (GNS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1050.000 +++ Diageo PLC - STND OPT (GNS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 170.500 39.99 0.99 SEP10 880 2.500 39.58 -0.05 131.000 35.64 0.97 SEP10 920 3.000 31.61 -0.08 91.000 27.55 0.96 SEP10 960 5.500 26.71 -0.15 53.000 22.55 0.87 SEP10 1000 13.000 23.50 -0.32 17.500 21.23 0.50 SEP10 1050 35.000 20.69 -0.66 2.500 20.07 0.12 SEP10 1100 75.000 19.64 -0.92 0.500 20.22 0.02 SEP10 1150 123.500 20.93 -0.98 0.000 24.26 0.01 SEP10 1200 175.000 35.77 -0.96 0.000 29.30 0.00 SEP10 1250 223.500 33.71 -0.99 0.000 37.37 0.01 SEP10 1300 273.500 39.58 -0.99 0.000 44.94 0.00 SEP10 1400 373.500 43.27 -1.00 131.500 32.00 0.95 OCT10 920 8.500 29.31 -0.14 93.000 27.07 0.91 OCT10 960 15.500 27.35 -0.24 58.500 24.91 0.76 OCT10 1000 26.000 25.02 -0.37 27.000 23.36 0.47 OCT10 1050 48.000 22.83 -0.59 9.500 21.51 0.21 OCT10 1100 82.000 21.52 -0.79 2.500 20.37 0.07 OCT10 1150 125.500 20.84 -0.92 0.500 19.63 0.02 OCT10 1200 175.000 24.73 -0.95 0.000 23.83 0.00 OCT10 1300 273.500 28.31 -0.99 0.000 31.49 0.00 OCT10 1400 373.500 32.03 -1.00 133.000 29.88 0.91 NOV10 920 16.500 28.73 -0.19 96.000 25.76 0.84 NOV10 960 25.000 26.99 -0.28 66.000 25.16 0.67 NOV10 1000 36.500 25.23 -0.39 37.500 23.76 0.46 NOV10 1050 59.000 23.50 -0.55 19.000 22.64 0.29 NOV10 1100 90.500 22.23 -0.72 8.500 21.78 0.16 NOV10 1150 130.500 21.50 -0.85 4.000 22.27 0.08 NOV10 1200 177.500 23.64 -0.91 0.500 20.98 0.01 NOV10 1300 274.000 24.46 -0.98 410.000 55.94 1.00 DEC10 640 2.000 43.37 -0.02 330.500 47.29 0.99 DEC10 720 4.000 39.00 -0.04 251.000 39.28 0.98 DEC10 800 7.500 34.25 -0.08 172.000 30.80 0.94 DEC10 880 16.000 30.61 -0.16 101.500 26.95 0.76 DEC10 960 31.500 26.92 -0.30 73.000 25.41 0.62 DEC10 1000 43.500 25.15 -0.39 26.500 23.13 0.33 DEC10 1100 97.000 22.81 -0.68 7.000 22.27 0.12 DEC10 1200 178.500 21.88 -0.89 3.000 24.54 0.05 DEC10 1300 274.500 23.39 -0.97 1.000 26.04 0.02 DEC10 1400 373.500 24.37 -0.99 178.000 29.32 0.85 MAR11 880 31.000 28.83 -0.22 115.500 26.46 0.68 MAR11 960 52.500 26.17 -0.35 89.500 25.28 0.60 MAR11 1000 68.000 25.13 -0.43 42.500 23.55 0.38 MAR11 1100 123.500 23.40 -0.64 17.500 22.83 0.20 MAR11 1200 200.000 22.52 -0.82 6.000 22.22 0.09 MAR11 1300 290.000 22.62 -0.92 3.000 23.36 0.04 MAR11 1400 386.000 23.07 -0.96 255.000 32.87 0.90 JUN11 800 26.000 30.59 -0.16 184.500 28.57 0.79 JUN11 880 44.000 28.83 -0.25 126.000 26.15 0.66 JUN11 960 67.500 26.52 -0.36 102.000 25.30 0.59 JUN11 1000 84.000 25.54 -0.43 54.500 23.64 0.40 JUN11 1100 138.000 23.97 -0.60 27.500 23.00 0.25 JUN11 1200 208.500 22.45 -0.77 4.500 21.49 0.06 JUN11 1400 387.000 21.23 -0.95 412.500 43.33 0.95 DEC11 640 22.500 35.83 -0.10 332.000 34.11 0.95 DEC11 720 32.000 32.48 -0.14 260.500 31.10 0.84 DEC11 800 48.000 30.35 -0.21 196.000 27.98 0.75 DEC11 880 70.000 28.29 -0.29 143.000 26.31 0.65 DEC11 960 99.500 26.52 -0.39 122.000 26.00 0.59 DEC11 1000 117.000 25.76 -0.45 45.000 23.69 0.31 DEC11 1200 242.500 23.37 -0.71 13.000 22.29 0.12 DEC11 1400 411.000 21.94 -0.89 147.000 24.43 0.64 JUN12 960 104.000 23.00 -0.40 126.000 24.00 0.58 JUN12 1000 123.000 22.51 -0.46 45.500 21.00 0.31 JUN12 1200 249.500 20.57 -0.72 14.500 20.00 0.13 JUN12 1400 420.000 20.49 -0.87 149.500 23.30 0.64 DEC12 960 125.000 22.99 -0.42 128.000 22.72 0.58 DEC12 1000 142.500 22.11 -0.47 51.000 20.33 0.32 DEC12 1200 269.000 20.23 -0.70 19.000 19.65 0.15 DEC12 1400 436.500 20.00 -0.85 +++ Agricultural Bank Of Greece (GO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0800 +++ Grupo Catalana Occidente SA (GOC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.1900 +++ Go-Ahead Group (GOG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1099.000 +++ Go-Ahead Group - STND FUT (GOG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1099.380 DEC10 Z 1101.430 MAR11 H 1103.640 JUN11 M 1105.980 +++ Google Inc (GOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 453.410 +++ Grafton Group PLC (GP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5300 +++ 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 310.810 DEC10 Z 311.390 MAR11 H 312.010 JUN11 M 312.670 +++ Gestevision Telecinco SA (GQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.7110 +++ Grifols SA (GRF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.0740 +++ Greggs (GRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 439.400 +++ Greggs - STND FUT (GRG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 439.550 DEC10 Z 440.370 MAR11 H 441.250 JUN11 M 442.190 +++ Grainger Plc (GRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 105.300 +++ Grainger Plc - STND FUT (GRI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 105.340 DEC10 Z 105.530 MAR11 H 105.740 JUN11 M 105.970 +++ Gruppo Editoriale L Espresso SpA (GRU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4810 +++ Goldman Sachs Group Inc/The (GSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 143.930 +++ Globe Trade Centre SA (GT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.060 +++ Getinge AB - Cash Flex Future (GID/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 150.3743 +++ Getinge AB (GTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 150.3000 +++ GlaxoSmithKline plc - Euro Cash FLEX Opt (GSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.420 18.05 0.19 17090 1260 +++ GlaxoSmithKline plc - Amer Phys FLEX Opt (GSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.470 20.81 0.03 17120 1500 306.320 22.84 -0.96 16121 860 21.500 24.14 -0.12 55.210 20.76 0.36 16121 1300 +++ GlaxoSmithKline plc - Euro Phys FLEX Opt (GSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16.080 18.86 0.23 17120 1300 118.750 18.68 -0.77 27.650 19.64 0.21 16121 1400 281.140 19.21 -0.79 19.560 19.28 0.16 16121 1450 323.650 19.18 -0.84 +++ GlaxoSmithKline plc (GXO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1210.000 +++ GlaxoSmithKline plc - STND OPT (GXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 251.000 44.86 0.98 SEP10 960 1.000 45.76 -0.02 211.500 40.63 0.97 SEP10 1000 1.500 40.99 -0.03 162.500 34.40 0.96 SEP10 1050 2.000 34.75 -0.05 115.000 30.29 0.90 SEP10 1100 3.500 28.74 -0.09 69.000 24.96 0.80 SEP10 1150 7.500 23.73 -0.19 30.000 20.30 0.58 SEP10 1200 18.500 19.41 -0.42 8.000 18.17 0.25 SEP10 1250 46.500 16.97 -0.77 1.000 17.57 0.05 SEP10 1300 90.500 15.14 -0.97 0.500 21.81 0.02 SEP10 1350 140.000 9.92 -1.00 0.000 23.39 0.01 SEP10 1400 190.000 2.00 -1.00 0.000 26.23 0.00 SEP10 1500 290.000 27.57 -1.00 0.000 27.34 0.00 SEP10 1600 390.000 33.51 -1.00 253.000 35.59 0.97 OCT10 960 2.000 35.09 -0.03 214.000 32.07 0.95 OCT10 1000 3.000 32.25 -0.05 166.000 28.40 0.92 OCT10 1050 5.000 28.16 -0.08 120.500 26.17 0.85 OCT10 1100 8.500 25.17 -0.14 78.000 23.05 0.74 OCT10 1150 16.500 22.72 -0.26 43.000 20.73 0.56 OCT10 1200 31.500 20.46 -0.44 18.500 18.94 0.34 OCT10 1250 57.000 18.61 -0.66 6.500 18.21 0.16 OCT10 1300 95.000 17.40 -0.86 0.500 17.11 0.01 OCT10 1400 190.000 2.00 -1.00 0.000 18.01 0.00 OCT10 1500 290.000 22.57 -1.00 215.500 29.49 0.94 NOV10 1000 7.500 28.84 -0.09 124.500 24.72 0.82 NOV10 1100 18.500 24.08 -0.22 84.000 22.54 0.71 NOV10 1150 30.500 22.18 -0.34 50.500 20.91 0.55 NOV10 1200 49.500 20.52 -0.49 26.500 19.75 0.37 NOV10 1250 77.500 19.22 -0.67 12.000 18.85 0.21 NOV10 1300 114.500 18.17 -0.82 1.500 18.14 0.04 NOV10 1400 206.000 18.59 -0.96 0.500 19.20 0.01 NOV10 1500 304.500 19.46 -0.99 254.500 30.16 0.95 DEC10 960 7.500 29.61 -0.08 217.000 28.41 0.92 DEC10 1000 10.500 28.01 -0.11 127.500 24.21 0.80 DEC10 1100 24.000 23.72 -0.24 55.500 20.71 0.54 DEC10 1200 56.500 20.48 -0.49 16.500 18.86 0.24 DEC10 1300 119.500 18.68 -0.78 3.500 18.45 0.07 DEC10 1400 208.000 19.13 -0.93 1.000 23.16 0.01 DEC10 1600 405.500 26.56 -0.97 258.500 29.21 0.92 MAR11 960 18.000 27.51 -0.13 220.000 26.57 0.89 MAR11 1000 23.000 25.95 -0.17 136.000 23.49 0.75 MAR11 1100 45.000 23.18 -0.31 70.000 21.11 0.53 MAR11 1200 84.500 20.80 -0.51 30.000 19.67 0.30 MAR11 1300 145.500 18.84 -0.73 10.500 18.96 0.14 MAR11 1400 228.500 18.00 -0.89 1.500 20.00 0.03 MAR11 1600 420.500 18.55 -0.98 261.500 28.77 0.89 JUN11 960 29.000 26.49 -0.17 223.500 26.28 0.87 JUN11 1000 37.000 25.46 -0.22 143.500 23.69 0.72 JUN11 1100 63.500 22.92 -0.35 81.500 21.72 0.52 JUN11 1200 106.000 20.86 -0.52 41.000 20.41 0.33 JUN11 1300 168.000 19.40 -0.71 18.000 19.50 0.18 JUN11 1400 247.000 18.23 -0.85 3.000 18.87 0.04 JUN11 1600 434.500 18.56 -0.97 264.500 27.50 0.87 DEC11 960 46.500 24.14 -0.22 225.500 24.77 0.85 DEC11 1000 60.000 24.15 -0.27 95.500 21.87 0.52 DEC11 1200 142.000 20.75 -0.54 29.000 19.65 0.22 DEC11 1400 283.500 19.21 -0.80 6.000 18.19 0.07 DEC11 1600 463.000 19.07 -0.93 266.000 27.04 0.86 JUN12 960 80.000 26.28 -0.28 234.000 26.27 0.80 JUN12 1000 92.000 25.33 -0.31 108.500 22.72 0.52 JUN12 1200 177.500 21.40 -0.55 43.000 20.95 0.27 JUN12 1400 321.000 20.57 -0.76 271.500 28.22 0.83 DEC12 960 107.500 27.03 -0.31 241.500 27.29 0.78 DEC12 1000 118.500 25.63 -0.34 115.500 22.80 0.52 DEC12 1200 204.000 21.23 -0.56 52.500 21.42 0.29 DEC12 1400 348.000 20.46 -0.74 21.000 20.27 0.14 DEC12 1600 517.500 20.00 -0.87 +++ GlaxoSmithKline plc - STND FUT (GXW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1210.420 DEC10 Z 1196.660 MAR11 H 1180.040 JUN11 M 1166.530 +++ Emporiki Bank of Greece SA (GY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6300 +++ Gazprom Neft (GZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.6100 +++ Hexagon AB (HAB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 124.6000 +++ Hamburger Hafen und Logistik (HAM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.1800 +++ Hays (HAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 89.900 +++ Hays - STND FUT (HAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 89.930 DEC10 Z 90.100 MAR11 H 90.280 JUN11 M 90.470 +++ Havas SA (HAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5310 +++ HBOS ex event Contracts (HAX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 67.880 +++ HBOS ex event Contracts - STND OPT (HAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.000 80.75 0.00 DEC10 370 302.000 80.75 -1.00 +++ Hugo Boss AG - PFD (HBF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.5200 +++ Heineken Holding NV (HD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.2100 +++ Heidelberger Druckmaschinen AG (HDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.0290 +++ Home Depot Inc (HDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.380 +++ Heineken NV (HEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.9900 +++ Heineken NV - STND FUT (HEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 34.9980 OCT10 V 35.0120 NOV10 X 35.0370 DEC10 Z 35.0590 +++ Heineken NV - Amer Phys FLEX Opt (HEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4200 23.82 0.18 17120 4000 0.0900 25.34 0.04 17120 4500 +++ Heineken NV - Phys FLEX Fut (HEZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 34.9980 +++ HeidelbergCement AG (HEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.7050 +++ HeidelbergCement AG - Amer Phys Flex Opt (HET/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 3200 1.9661 38.77 -0.50 +++ Henkel AG & Co. KGAA (HEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.7350 +++ Hera SpA (HER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.3860 +++ Hartford Financial Services Inc (HFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.660 +++ Henderson Group PLC (HGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 121.700 +++ Coca Cola Hellenic Bottling Co SA (HK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.3100 +++ Henkel AG & CO KGaA - PFD - Amer Phys FLEX Opt (HHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3600 0.4278 26.15 -0.28 1.7169 24.16 0.40 18031 4000 +++ Henkel AG & CO KGaA - PFD (HKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.3000 +++ Hellenic Duty Free Shops SA (HL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4000 +++ Halma (HLM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 270.100 +++ Halma - STND FUT (HLM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 270.190 DEC10 Z 270.700 MAR11 H 271.240 JUN11 M 271.810 +++ Hammerson (HMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 354.200 +++ Hammerson - STND FUT (HMS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 354.320 DEC10 Z 354.980 MAR11 H 355.690 JUN11 M 328.660 +++ HMV Group (HMV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.000 +++ HMV Group - STND FUT (HMV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 58.020 DEC10 Z 58.130 MAR11 H 58.240 JUN11 M 58.370 +++ Hennes & Mauritz AB ser. B - Euro Cash FLEX Opt (HMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2868 18.08 0.06 17090 24931 0.1648 18.08 0.04 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 4.1507 28.90 -0.19 +++ Hennes & Mauritz AB (HNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 232.8000 +++ Hennes & Mauritz AB - STND FUT (HNM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 232.9140 OCT10 V 233.0730 NOV10 X 233.3400 DEC10 Z 233.5700 +++ Hannover Rueck AG (HNR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.8100 +++ Thales SA - Amer Phys FLEX Opt (HCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 27.56 0.00 17120 5100 +++ Thales SA (HO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.3050 +++ Holmen AB (HOB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 194.3000 +++ Holcim Ltd (HOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.800 +++ Holcim Ltd - Amer Phys FLEX Opt (HOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 720 11.221 31.57 -0.99 +++ Hochtief AG (HOT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.6100 +++ Hewlett-Packard Company (HPC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.350 +++ Home Retail Group Plc MATCH USF (ARF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 215.580 DEC10 Z 211.220 MAR11 H 202.660 JUN11 M 203.090 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 368.900 +++ Hiscox Ltd - STND FUT (HS /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 369.030 DEC10 Z 369.720 MAR11 H 370.460 JUN11 M 371.240 +++ HSBC Holdings plc - STND FUT (HSA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 633.120 DEC10 Z 629.050 MAR11 H 622.310 JUN11 M 617.870 +++ HSBC Holdings plc (HSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 632.900 +++ HSBC Holdings plc - STND OPT (HSB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 153.250 45.48 0.99 SEP10 480 0.000 43.83 0.00 113.500 38.24 0.98 SEP10 520 0.500 39.47 -0.02 74.750 33.27 0.94 SEP10 560 1.500 33.02 -0.06 55.750 29.92 0.89 SEP10 580 3.000 30.79 -0.12 38.750 28.05 0.79 SEP10 600 5.250 27.64 -0.21 24.000 26.22 0.64 SEP10 620 10.500 25.98 -0.36 12.500 24.54 0.44 SEP10 640 19.000 24.20 -0.56 5.500 23.67 0.25 SEP10 660 32.250 23.47 -0.75 2.000 23.04 0.11 SEP10 680 49.000 23.87 -0.88 0.750 23.08 0.04 SEP10 700 67.500 21.90 -0.97 0.250 23.23 0.01 SEP10 720 87.250 23.70 -0.99 0.000 25.04 0.00 SEP10 760 127.000 26.00 -1.00 0.000 28.55 0.00 SEP10 800 167.000 29.26 -1.00 0.000 40.43 0.00 SEP10 880 247.000 37.27 -1.00 115.500 35.05 0.94 OCT10 520 2.500 35.98 -0.06 78.750 31.62 0.87 OCT10 560 5.500 31.77 -0.14 45.750 27.79 0.72 OCT10 600 12.250 27.69 -0.28 32.250 26.70 0.60 OCT10 620 18.500 26.46 -0.40 20.750 25.12 0.48 OCT10 640 27.750 25.48 -0.52 12.750 24.46 0.34 OCT10 660 39.500 24.85 -0.66 7.250 24.04 0.23 OCT10 680 53.750 24.12 -0.77 3.750 23.49 0.14 OCT10 700 70.000 22.85 -0.87 2.750 25.47 0.10 OCT10 720 88.250 22.43 -0.94 1.250 27.98 0.05 OCT10 760 127.250 22.41 -0.99 118.750 34.41 0.90 NOV10 520 6.250 34.77 -0.11 83.750 31.21 0.82 NOV10 560 11.750 31.51 -0.20 53.000 28.64 0.68 NOV10 600 21.500 28.54 -0.34 40.000 27.31 0.59 NOV10 620 29.000 27.42 -0.43 29.000 26.48 0.49 NOV10 640 38.500 26.52 -0.53 20.000 25.65 0.39 NOV10 660 50.000 25.65 -0.63 13.500 25.09 0.30 NOV10 680 64.000 25.40 -0.72 5.250 24.36 0.15 NOV10 720 95.750 23.78 -0.87 354.500 59.41 1.00 DEC10 279 2.250 79.18 -0.02 319.500 53.27 1.00 DEC10 314 2.250 68.89 -0.02 284.750 49.33 0.99 DEC10 349 2.250 59.32 -0.03 251.000 44.60 0.99 DEC10 383 2.250 50.45 -0.03 216.750 42.16 0.98 DEC10 418 2.250 43.53 -0.04 150.250 37.30 0.92 DEC10 488 5.750 36.53 -0.09 88.250 31.29 0.80 DEC10 558 15.500 31.70 -0.22 57.000 28.87 0.66 DEC10 600 26.750 28.91 -0.35 40.750 27.76 0.56 DEC10 627 37.750 27.78 -0.46 33.750 27.08 0.50 DEC10 640 44.250 27.14 -0.52 17.000 25.12 0.32 DEC10 680 68.000 25.38 -0.69 12.500 24.99 0.26 DEC10 697 80.500 24.96 -0.75 7.750 24.29 0.18 DEC10 720 98.500 24.05 -0.83 3.250 24.53 0.08 DEC10 767 140.750 23.83 -0.92 0.250 22.27 0.01 DEC10 837 208.750 25.81 -0.97 0.000 21.92 0.00 DEC10 871 242.000 22.59 -0.99 0.000 21.84 0.00 DEC10 880 251.000 18.26 -1.00 161.750 35.68 0.89 MAR11 480 13.000 35.96 -0.14 96.500 31.35 0.74 MAR11 560 29.000 31.05 -0.28 69.000 29.29 0.64 MAR11 600 42.250 28.94 -0.39 46.500 27.59 0.51 MAR11 640 60.500 27.26 -0.51 30.000 26.69 0.39 MAR11 680 83.750 25.77 -0.64 18.000 25.67 0.27 MAR11 720 112.000 24.39 -0.76 10.500 25.14 0.18 MAR11 760 144.250 22.96 -0.86 5.750 24.78 0.11 MAR11 800 180.250 22.13 -0.92 200.750 38.18 0.91 JUN11 440 13.750 37.02 -0.12 164.750 34.98 0.87 JUN11 480 19.250 34.36 -0.17 102.500 31.23 0.72 JUN11 560 39.750 30.68 -0.31 76.250 29.46 0.62 JUN11 600 54.500 28.90 -0.40 55.000 28.24 0.52 JUN11 640 73.500 27.58 -0.51 37.500 27.02 0.41 JUN11 680 96.750 26.35 -0.61 25.000 26.15 0.31 JUN11 720 124.250 25.20 -0.71 9.250 24.53 0.15 JUN11 800 188.250 22.69 -0.88 3.250 23.68 0.06 JUN11 880 262.000 19.77 -0.97 354.500 38.31 1.00 DEC11 279 6.750 46.70 -0.04 319.500 36.75 1.00 DEC11 314 9.500 44.10 -0.06 285.000 35.92 0.99 DEC11 349 12.750 41.68 -0.08 252.250 34.87 0.97 DEC11 383 16.500 39.49 -0.10 220.500 34.65 0.93 DEC11 418 22.250 37.65 -0.14 163.250 33.29 0.83 DEC11 488 37.000 34.17 -0.22 114.750 31.39 0.70 DEC11 558 59.250 31.50 -0.33 74.500 28.77 0.55 DEC11 627 89.500 29.00 -0.47 68.000 28.44 0.53 DEC11 640 96.000 28.64 -0.49 37.000 26.42 0.36 DEC11 720 145.750 26.73 -0.65 18.500 25.11 0.22 DEC11 800 206.500 25.23 -0.79 8.250 23.78 0.11 DEC11 880 275.500 24.04 -0.89 177.750 35.18 0.81 JUN12 480 48.250 34.17 -0.24 122.500 31.66 0.68 JUN12 560 76.000 31.03 -0.35 79.250 29.12 0.54 JUN12 640 114.000 28.70 -0.49 47.750 27.06 0.39 JUN12 720 163.250 26.86 -0.63 27.500 25.73 0.26 JUN12 800 222.750 25.68 -0.75 184.500 36.00 0.79 DEC12 480 60.250 34.00 -0.25 144.000 36.38 0.67 DEC12 560 107.750 36.60 -0.35 96.250 31.83 0.55 DEC12 640 139.500 31.99 -0.47 67.000 30.37 0.44 DEC12 720 188.750 30.45 -0.57 44.750 29.13 0.33 DEC12 800 246.000 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 18.750 24.20 -0.56 2.550 23.23 0.14 17090 674 +++ HSBC Holdings plc - Amer Phys FLEX Opt (HSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 183.060 39.73 0.96 17120 453 3.690 40.03 -0.06 120.980 34.55 0.88 17120 520 9.160 34.32 -0.14 50.500 28.46 0.63 17120 610 30.360 28.49 -0.39 24.390 26.10 0.41 17120 660 55.110 26.26 -0.60 5.190 24.40 0.13 17120 741 116.780 23.95 -0.88 2.380 24.24 0.07 17120 776 149.260 24.08 -0.94 2.160 24.11 0.06 17120 780 17120 784 157.000 24.31 -0.94 0.440 22.56 0.02 17120 828 199.940 25.55 -0.97 0.010 21.84 0.00 17120 959 0.000 21.84 0.00 17120 1089 243.350 34.81 0.97 16121 392 139.650 32.42 0.77 16121 520 46.160 32.95 -0.27 113.240 31.32 0.69 16121 560 59.720 31.42 -0.34 43.680 26.92 0.40 16121 700 8.990 23.93 0.12 16121 871 266.390 24.17 -0.88 6.990 23.78 0.10 16121 900 2.890 23.78 0.05 16121 1000 8.050 25.73 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 0.000 43.83 0.00 18031 560 29.000 31.05 -0.28 10.500 25.14 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 5.120 27.64 -0.20 12.120 24.54 0.44 17090 640 18.750 24.20 -0.56 1.840 23.04 0.11 17090 680 15100 640 27.380 25.48 -0.52 3.590 23.49 0.13 15100 700 155.090 37.93 0.92 17120 479 5.060 37.43 -0.08 118.160 34.55 0.86 17120 520 9.150 34.32 -0.14 92.500 31.98 0.80 17120 550 13.860 32.25 -0.20 26.390 26.39 0.42 17120 654 5.140 24.40 0.13 17120 741 116.480 23.95 -0.88 0.440 22.56 0.02 17120 828 199.500 25.55 -0.97 7.750 24.14 0.12 16091 850 1.550 23.73 0.03 16091 1000 3.680 23.78 0.06 16121 970 2.840 23.78 0.05 16121 1000 1.780 23.78 0.03 16121 1050 20.590 25.23 0.23 20012 800 5.610 24.16 0.08 20012 950 6.910 24.75 0.09 16032 970 5.650 24.75 0.08 16032 1000 3.850 24.75 0.05 16032 1050 17.180 25.28 0.19 20042 850 7.670 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 633.120 +++ Cardinal Health Inc (HTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.620 +++ Hellenic Telecommunications Organization SA (HTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3500 +++ Hellenic Petroleum SA (HU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.8500 +++ Hugo Boss AG - Ord (HUG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.3300 +++ Husqvarna AB (HUS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.9400 +++ Honeywell International Inc (HYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.870 +++ Aryzta UG (IA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.5000 +++ ICAP (IAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 401.500 +++ ICAP - STND FUT (IAP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 401.640 DEC10 Z 402.390 MAR11 H 397.940 JUN11 M 398.780 +++ ICAP PLC - STND OPT (ICA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 161.750 78.32 1.00 SEP10 240 0.000 78.87 0.00 141.750 66.28 1.00 SEP10 260 0.250 76.81 -0.01 122.000 66.63 0.99 SEP10 280 0.500 70.64 -0.02 102.000 55.05 0.99 SEP10 300 0.500 60.86 -0.02 82.250 48.62 0.97 SEP10 320 0.500 48.00 -0.03 62.750 44.46 0.94 SEP10 340 0.750 39.76 -0.04 44.000 38.81 0.88 SEP10 360 2.250 37.68 -0.11 35.250 36.62 0.83 SEP10 370 3.250 35.15 -0.16 27.000 34.22 0.75 SEP10 380 5.000 33.74 -0.24 19.500 32.49 0.66 SEP10 390 7.750 32.07 -0.34 13.000 30.07 0.54 SEP10 400 11.500 30.75 -0.46 8.500 29.80 0.41 SEP10 410 16.500 29.40 -0.60 5.000 28.96 0.28 SEP10 420 23.000 27.77 -0.73 3.000 29.59 0.19 SEP10 430 30.750 27.70 -0.83 2.250 32.44 0.14 SEP10 440 39.500 26.11 -0.92 1.500 34.06 0.10 SEP10 450 49.000 26.26 -0.96 1.250 36.19 0.07 SEP10 460 58.500 25.62 -0.98 0.750 41.91 0.05 SEP10 480 78.500 29.50 -0.99 0.000 52.97 0.01 SEP10 560 158.500 52.56 -0.99 87.750 38.31 0.88 DEC10 320 5.750 38.47 -0.12 71.000 36.63 0.82 DEC10 340 8.750 36.73 -0.18 55.500 34.91 0.75 DEC10 360 13.250 35.06 -0.25 41.750 33.68 0.66 DEC10 380 19.500 33.50 -0.35 30.000 32.28 0.55 DEC10 400 27.250 31.79 -0.45 20.500 31.18 0.44 DEC10 420 38.250 31.14 -0.56 13.500 30.25 0.33 DEC10 440 51.000 30.25 -0.67 8.000 29.09 0.23 DEC10 460 65.750 29.05 -0.78 5.250 29.41 0.16 DEC10 480 82.500 28.67 -0.85 92.250 37.86 0.84 MAR11 320 12.750 37.86 -0.18 63.250 36.00 0.71 MAR11 360 23.250 34.88 -0.30 49.000 33.53 0.64 MAR11 380 30.500 33.52 -0.38 37.500 32.11 0.55 MAR11 400 39.000 32.01 -0.46 29.000 31.77 0.47 MAR11 420 50.500 31.56 -0.55 21.250 30.91 0.38 MAR11 440 62.500 30.18 -0.63 15.500 30.36 0.30 MAR11 460 76.500 29.52 -0.71 11.000 29.82 0.24 MAR11 480 92.750 29.47 -0.77 +++ Iberdrola SA (IBE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3570 +++ Iberdrola SA - STND FUT (IBE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 5.3580 OCT10 V 5.3600 NOV10 X 5.3640 DEC10 Z 5.2280 +++ Iberia Lineas ereas de Espana SA (IBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5710 +++ International Business Machine Corp (IBM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 124.130 +++ IBM Corporation - Physical STND FUT (IBX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 124.151 OCT10 V 124.178 NOV10 X 124.218 DEC10 Z 124.251 +++ Iberdrola Renovables (IBR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5360 +++ Intercell AG (ICL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.0600 +++ Intermediate Capital Group (ICP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 275.800 +++ Intermediate Capital Group - STND FUT (ICP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 275.900 DEC10 Z 276.410 MAR11 H 276.960 JUN11 M 277.550 +++ Imerys SA (ID /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.7450 +++ Icade (IDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.3000 +++ Indra Sistemas SA (IDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.0500 +++ Industrivarden AB (IDS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 86.5000 +++ Infineon Technologies AG (IF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.6540 +++ Infineon Technologies AG - STND FUT (IF /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.6551 OCT10 V 4.6570 NOV10 X 4.6603 DEC10 Z 4.6632 +++ Infineon Technologies AG - Amer Phys FLEX Opt (IFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3090 42.61 0.43 17120 500 0.6588 44.23 -0.56 18031 500 0.7874 43.02 -0.52 18031 520 0.9195 42.70 -0.57 0.2695 41.02 0.33 18031 560 0.1806 40.17 0.25 18031 600 0.2947 41.39 0.32 17061 600 +++ Interpump Group SpA (IGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2950 +++ SBM Offshore NV (IHC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.0000 +++ InterContinental Hotels Group plc - STND FUT (ICH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1012.350 DEC10 Z 1014.240 MAR11 H 1016.270 JUN11 M 998.630 +++ InterContinental Hotels Group plc (IHG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1012.000 +++ InterContinental Hotels Group plc - STND OPT (IHG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 212.500 42.19 0.99 SEP10 800 2.500 55.47 -0.04 173.500 40.05 0.97 SEP10 840 2.500 45.92 -0.05 136.000 40.14 0.93 SEP10 880 3.000 39.02 -0.07 100.000 38.34 0.85 SEP10 920 7.000 37.27 -0.14 68.000 36.24 0.74 SEP10 960 14.500 35.00 -0.26 54.000 35.82 0.66 SEP10 980 21.500 35.68 -0.34 42.000 35.25 0.57 SEP10 1000 28.500 33.87 -0.43 19.000 33.53 0.35 SEP10 1050 57.000 33.65 -0.65 7.000 32.68 0.16 SEP10 1100 94.500 32.82 -0.83 2.500 33.13 0.07 SEP10 1150 140.000 33.25 -0.93 1.500 37.09 0.04 SEP10 1200 188.500 31.59 -0.99 0.500 40.15 0.02 SEP10 1250 238.000 34.93 -0.99 0.500 44.72 0.01 SEP10 1300 288.000 36.24 -1.00 0.000 46.90 0.00 SEP10 1400 388.000 42.98 -1.00 162.500 36.95 0.79 DEC10 880 27.000 36.10 -0.21 106.500 34.88 0.65 DEC10 960 51.500 34.28 -0.35 83.500 34.07 0.57 DEC10 1000 68.500 33.66 -0.43 39.500 31.65 0.36 DEC10 1100 126.000 31.96 -0.64 16.500 30.85 0.19 DEC10 1200 202.000 30.72 -0.82 6.500 30.91 0.09 DEC10 1300 293.000 31.27 -0.92 2.000 30.03 0.03 DEC10 1400 389.000 30.98 -0.97 183.000 35.89 0.75 MAR11 880 46.000 35.34 -0.25 130.000 34.05 0.64 MAR11 960 74.500 34.14 -0.36 106.500 32.84 0.58 MAR11 1000 92.500 33.39 -0.43 64.500 32.02 0.42 MAR11 1100 145.500 31.12 -0.59 34.500 30.59 0.27 MAR11 1200 217.000 30.00 -0.74 18.000 30.17 0.16 MAR11 1300 301.000 29.44 -0.85 10.000 30.49 0.10 MAR11 1400 393.000 29.48 -0.92 +++ IMMOFINANZ AG (IIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6620 +++ 3i Group plc - STND FUT (II /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 257.890 DEC10 Z 257.370 MAR11 H 257.890 JUN11 M 250.130 +++ 3i Group Plc (III/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 257.800 +++ 3i Group Plc - STND OPT (III/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 38.500 39.35 0.95 SEP10 220 0.250 35.06 -0.03 29.000 35.77 0.91 SEP10 230 0.750 33.95 -0.08 20.250 33.41 0.82 SEP10 240 2.000 31.60 -0.17 16.250 33.19 0.75 SEP10 245 3.000 30.71 -0.24 12.500 31.47 0.67 SEP10 250 4.500 30.81 -0.33 6.750 29.48 0.47 SEP10 260 8.750 29.19 -0.53 3.000 28.89 0.28 SEP10 270 14.750 26.44 -0.75 1.250 28.46 0.13 SEP10 280 23.000 26.59 -0.89 0.750 32.75 0.08 SEP10 290 32.250 24.78 -0.97 0.500 34.27 0.04 SEP10 300 42.250 28.53 -0.98 0.250 36.08 0.02 SEP10 310 52.250 34.59 -0.98 0.250 40.09 0.02 SEP10 320 62.250 42.27 -0.98 0.000 41.89 0.00 SEP10 340 82.250 51.73 -0.98 0.000 42.29 0.00 SEP10 360 102.250 52.92 -0.99 43.250 34.97 0.82 DEC10 220 5.500 34.64 -0.18 28.500 33.00 0.69 DEC10 240 11.000 33.04 -0.32 16.750 30.95 0.52 DEC10 260 19.500 31.40 -0.49 9.250 30.68 0.35 DEC10 280 30.750 28.45 -0.67 4.500 29.76 0.20 DEC10 300 47.000 29.97 -0.80 1.750 28.41 0.10 DEC10 320 64.750 29.69 -0.89 0.000 25.38 0.01 DEC10 360 102.750 29.40 -0.98 48.000 34.97 0.77 MAR11 220 10.250 34.96 -0.23 35.000 33.99 0.66 MAR11 240 16.750 33.15 -0.34 24.000 32.56 0.54 MAR11 260 26.250 32.57 -0.47 15.500 31.22 0.41 MAR11 280 38.250 31.94 -0.59 10.250 31.53 0.30 MAR11 300 52.500 31.57 -0.70 6.250 30.79 0.21 MAR11 320 68.250 30.79 -0.80 2.500 31.16 0.09 MAR11 360 103.750 28.20 -0.94 +++ Investor AB - B shares (IKA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 128.0000 +++ Irish Life & Permanent Group Holdings plc (IL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5000 +++ Iliad SA (ILA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.3900 +++ Industria Macchine Automatiche SpA (IMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.2700 +++ IMI (IMI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 657.500 +++ IMI - STND FUT (IMI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 657.730 DEC10 Z 658.950 MAR11 H 660.270 JUN11 M 661.670 +++ Imperial Tobacco Group plc - Euro Cash FLEX Opt (IMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.970 17.52 0.08 17090 1927 +++ Imperial Tobacco Group plc (IMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1814.000 +++ Imperial Tobacco Group plc - STND OPT (IMP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 415.000 43.15 0.99 SEP10 1400 0.000 33.63 0.00 216.000 26.90 0.97 SEP10 1600 1.500 26.91 -0.03 120.500 22.20 0.89 SEP10 1700 5.500 22.07 -0.11 77.500 20.34 0.77 SEP10 1750 12.500 20.26 -0.23 42.500 19.28 0.58 SEP10 1800 27.500 19.09 -0.42 17.000 17.19 0.34 SEP10 1850 54.000 18.32 -0.66 6.500 17.87 0.16 SEP10 1900 92.000 17.87 -0.84 1.500 17.22 0.05 SEP10 1950 138.000 18.94 -0.93 0.500 19.30 0.02 SEP10 2000 186.500 19.83 -0.98 0.500 24.41 0.01 SEP10 2100 286.000 20.44 -1.00 0.500 32.72 0.01 SEP10 2200 386.000 19.07 -1.00 0.000 40.65 0.00 SEP10 2400 586.000 21.00 -1.00 0.000 49.08 0.00 SEP10 2800 986.000 25.69 -1.00 424.500 30.57 0.95 DEC10 1400 7.000 30.00 -0.05 241.500 25.16 0.84 DEC10 1600 23.500 24.95 -0.16 160.000 22.77 0.72 DEC10 1700 42.500 22.74 -0.28 93.000 20.72 0.56 DEC10 1800 74.500 20.59 -0.44 48.000 20.03 0.37 DEC10 1900 130.000 19.89 -0.64 20.500 19.04 0.20 DEC10 2000 204.000 19.40 -0.80 5.000 21.15 0.06 DEC10 2200 388.500 20.73 -0.95 1.500 22.76 0.02 DEC10 2400 586.500 25.29 -0.98 251.000 24.48 0.81 MAR11 1600 55.000 23.90 -0.26 174.500 22.92 0.70 MAR11 1700 85.500 22.45 -0.38 111.500 21.45 0.55 MAR11 1800 128.000 20.74 -0.52 65.000 20.49 0.40 MAR11 1900 188.000 19.79 -0.66 37.000 20.29 0.26 MAR11 2000 262.500 19.12 -0.79 10.500 20.28 0.09 MAR11 2200 438.500 17.14 -0.95 4.000 21.86 0.04 MAR11 2400 634.000 14.99 -1.00 +++ Imperial Tobacco Group plc - Amer Phys FLEX Opt (IMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 1880 75.300 18.05 -0.78 17090 1960 147.390 19.12 -0.95 +++ Imperial Tobacco Group plc - STND FUT (IMT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1814.630 DEC10 Z 1818.010 MAR11 H 1766.580 JUN11 M 1770.330 +++ Imperial Tobacco Group plc - Euro Phys FLEX Opt (IMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 47.890 20.03 0.37 17120 1900 129.050 19.89 -0.63 +++ Independent News & Media PLC (IN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6650 +++ Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3700 0.1600 30.09 -0.10 17090 3900 0.4200 25.11 -0.26 +++ Anheuser-Busch InBev NV - Cash FLEX Fut (IGY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 40.5779 +++ Anheuser-Busch InBev NV (INB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.5200 +++ Anheuser-Busch InBev NV - STND FUT (INB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 40.5300 OCT10 V 40.5460 NOV10 X 40.5750 DEC10 Z 40.6000 +++ Inchcape (INC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 254.300 +++ Inchcape - STND FUT (INC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 254.390 DEC10 Z 254.860 MAR11 H 255.370 JUN11 M 255.910 +++ Indesit Company SpA (INE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.6150 +++ Informa plc (INF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 372.200 +++ Informa plc - STND FUT (INF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 372.330 DEC10 Z 373.020 MAR11 H 373.770 JUN11 M 374.560 +++ ING Groep NV - Euro Cash FLEX Opt (IAJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2304 16.0888 96.14 -0.98 +++ ING Groep NV - Amer Phys FLEX Opt (IAQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5300 51.60 0.67 17090 660 17120 580 0.3400 54.88 -0.23 0.3900 42.55 0.38 17120 768 0.2000 40.95 0.23 17120 840 0.0100 82.39 0.01 17120 2457 17.6500 14.98 -1.00 0.0100 87.46 0.01 17120 2688 +++ ING Groep NV - Euro Phys FLEX Opt (IAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0046 74.89 0.01 17120 2150 14.5267 27.83 -1.00 0.0045 83.56 0.01 17120 2534 18.3556 18.66 -1.00 0.0044 86.59 0.01 17120 2688 19.8911 26.03 -1.00 +++ ING Groep NV (ING/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.9110 +++ ING Groep NV - STND FUT (ING/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 6.9130 OCT10 V 6.9150 NOV10 X 6.9200 DEC10 Z 6.9250 +++ Life Technologies Corp (INI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.690 +++ Intel Corporation (INT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.300 +++ Intel Corp - Physical STND FUT (INX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 18.303 OCT10 V 18.307 NOV10 X 18.313 DEC10 Z 18.318 +++ Investec (INV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 466.800 +++ Investec - STND FUT (INV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 466.960 DEC10 Z 467.830 MAR11 H 468.770 JUN11 M 469.760 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 1.4800 +++ IPSEN (IPE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.2100 +++ International Power plc - STND FUT (INP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 364.730 DEC10 Z 361.150 MAR11 H 361.870 JUN11 M 346.130 +++ International Power plc - Amer Phys FLEX Opt (IOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 320.600 10.00 1.00 31080 44 316.620 78.76 1.00 17090 48 320.630 74.50 1.00 28090 44 309.630 63.27 1.00 27100 55 +++ International Power plc (IPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 364.600 +++ International Power plc - STND OPT (IPR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 125.000 78.76 0.99 SEP10 240 0.000 46.02 0.00 105.000 65.19 0.98 SEP10 260 0.000 45.94 0.00 85.250 57.32 0.97 SEP10 280 0.000 43.67 -0.01 75.250 50.91 0.97 SEP10 290 0.250 42.21 -0.01 65.250 43.81 0.97 SEP10 300 0.250 40.76 -0.02 56.000 44.22 0.94 SEP10 310 0.750 39.35 -0.04 46.500 40.81 0.91 SEP10 320 1.250 37.92 -0.08 37.000 36.27 0.87 SEP10 330 2.250 36.61 -0.13 28.000 33.62 0.81 SEP10 340 3.750 35.53 -0.20 20.000 31.32 0.71 SEP10 350 6.250 34.12 -0.30 13.000 29.16 0.59 SEP10 360 10.000 33.47 -0.42 7.750 28.04 0.43 SEP10 370 13.250 28.23 -0.57 4.500 27.73 0.29 SEP10 380 21.000 32.04 -0.68 2.250 26.94 0.17 SEP10 390 28.750 31.71 -0.79 1.000 26.47 0.09 SEP10 400 37.000 30.94 -0.88 0.250 27.02 0.02 SEP10 420 55.750 30.29 -0.97 125.000 43.51 0.99 DEC10 240 1.000 40.68 -0.03 105.000 36.32 0.99 DEC10 260 1.750 37.73 -0.05 86.000 36.62 0.95 DEC10 280 2.750 35.11 -0.08 67.000 32.35 0.90 DEC10 300 4.750 32.59 -0.13 50.250 31.23 0.81 DEC10 320 8.000 30.44 -0.21 34.750 28.87 0.69 DEC10 340 13.750 29.28 -0.33 23.000 28.06 0.54 DEC10 360 22.000 28.02 -0.46 14.000 26.81 0.40 DEC10 380 32.750 26.56 -0.61 8.000 26.19 0.27 DEC10 400 46.750 25.85 -0.74 2.000 25.55 0.09 DEC10 440 81.500 26.66 -0.90 125.750 39.84 0.96 MAR11 240 2.750 38.21 -0.06 88.500 34.09 0.89 MAR11 280 6.000 32.97 -0.12 71.000 31.30 0.83 MAR11 300 9.250 31.26 -0.18 55.750 30.16 0.75 MAR11 320 13.750 29.71 -0.25 42.000 28.70 0.66 MAR11 340 20.500 28.70 -0.35 30.250 27.29 0.55 MAR11 360 28.250 27.16 -0.45 21.500 26.78 0.44 MAR11 380 39.000 26.23 -0.56 14.000 25.82 0.34 MAR11 400 52.250 25.63 -0.67 5.750 25.05 0.17 MAR11 440 83.750 24.63 -0.84 +++ IPSOS (IPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.7000 +++ Intracom Holding SA (IR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6800 +++ Iren Spa (IRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.1840 +++ Inmarsat plc (ISA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 671.000 +++ F & C Asset Management plc (ISI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.000 +++ F & C Asset Management plc - STND FUT (ISI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 58.020 DEC10 Z 58.130 MAR11 H 58.240 JUN11 M 58.370 +++ Inditex SA - Euro Cash FLEX Opt (IJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2682 29.87 0.14 17090 5598 0.2147 29.86 0.12 17090 5647 +++ Inditex SA - Amer Phys FLEX Opt (IJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 24.6445 26.20 1.00 16121 2700 0.1151 28.08 -0.02 +++ Industria de Diseno Textil SA (Inditex) (IT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.6300 +++ Inditex SA - STND FUT (IT /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 51.6420 OCT10 V 51.6630 NOV10 X 51.1000 DEC10 Z 51.1310 +++ Italcementi SpA (ITA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6400 +++ Intertek Group (ITR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1690.000 +++ Intertek Group - STND FUT (ITR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1690.590 DEC10 Z 1685.180 MAR11 H 1688.550 JUN11 M 1673.170 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 1.8460 +++ IVG Immobilien AG (IV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0640 +++ Wetherspoon(J D) (JDW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 406.200 +++ Wetherspoon(J D) - STND FUT (JDW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 406.340 DEC10 Z 394.910 MAR11 H 395.700 JUN11 M 389.940 +++ Colruyt SA (JF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 196.4000 +++ Jardine Lloyd Thompson Group (JLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 582.500 +++ Jardine Lloyd Thompson Group - STND FUT (JLT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 582.700 DEC10 Z 583.790 MAR11 H 584.960 JUN11 M 586.200 +++ Jeronimo Martins SGPS (JM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.5000 +++ Johnson Matthey (JMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1591.000 +++ Johnson Matthey - STND FUT (JMA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1591.560 DEC10 Z 1582.510 MAR11 H 1585.680 JUN11 M 1589.050 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 57.930 +++ Johnson & Johnson Physical - STND FUT (JNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 57.940 OCT10 V 57.952 NOV10 X 57.971 DEC10 Z 57.987 +++ JPMorgan Chase & Co (JPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.290 +++ Johnson Controls Inc (JSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.030 +++ St Jude Medical Inc (JUD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.090 +++ Jyske Bank A/S (JYS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 189.00 +++ Kazakhmys plc (KA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1129.000 +++ Kazakhmys PLC - STND OPT (KZK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 252.000 58.93 0.96 SEP10 880 3.000 60.54 -0.04 214.500 58.30 0.93 SEP10 920 6.000 59.80 -0.07 178.500 56.41 0.89 SEP10 960 10.500 58.37 -0.12 160.500 54.94 0.86 SEP10 980 12.000 55.82 -0.14 143.500 53.47 0.84 SEP10 1000 14.000 52.89 -0.16 104.000 50.88 0.74 SEP10 1050 22.500 48.93 -0.26 69.500 48.25 0.61 SEP10 1100 38.500 46.36 -0.39 41.500 44.89 0.46 SEP10 1150 62.500 44.97 -0.54 23.500 43.97 0.31 SEP10 1200 95.500 45.13 -0.68 11.500 42.18 0.18 SEP10 1250 132.500 43.11 -0.81 5.500 42.20 0.10 SEP10 1300 176.000 42.18 -0.90 2.500 41.66 0.05 SEP10 1350 223.000 41.72 -0.95 1.000 41.14 0.02 SEP10 1400 272.000 42.75 -0.98 0.000 40.80 0.00 SEP10 1500 371.000 43.44 -1.00 0.000 42.51 0.00 SEP10 1600 471.000 44.13 -1.00 0.000 44.66 0.00 SEP10 1700 571.000 45.14 -1.00 0.000 48.34 0.00 SEP10 1800 671.000 46.17 -1.00 281.000 54.81 0.83 DEC10 880 33.500 53.12 -0.16 251.000 53.81 0.80 DEC10 920 43.000 52.26 -0.20 221.500 52.50 0.76 DEC10 960 53.000 50.89 -0.24 194.000 51.47 0.71 DEC10 1000 64.000 49.28 -0.28 134.000 48.88 0.59 DEC10 1100 105.500 47.67 -0.41 89.000 47.46 0.46 DEC10 1200 159.500 45.88 -0.55 55.500 45.98 0.33 DEC10 1300 227.000 44.78 -0.68 35.000 45.90 0.24 DEC10 1400 305.500 43.63 -0.78 20.500 45.03 0.16 DEC10 1500 391.500 42.95 -0.86 12.500 45.13 0.10 DEC10 1600 484.000 42.28 -0.92 7.500 45.23 0.07 DEC10 1700 579.500 41.71 -0.96 4.500 45.44 0.04 DEC10 1800 676.500 38.37 -0.99 308.000 52.16 0.80 MAR11 880 58.000 50.87 -0.20 280.000 51.26 0.77 MAR11 920 69.500 49.87 -0.23 253.000 50.42 0.73 MAR11 960 82.500 49.24 -0.27 227.000 49.20 0.70 MAR11 1000 97.000 48.25 -0.30 170.000 47.17 0.60 MAR11 1100 139.000 46.11 -0.40 124.500 45.85 0.50 MAR11 1200 193.500 44.91 -0.51 90.500 45.11 0.40 MAR11 1300 259.500 44.07 -0.61 65.500 44.84 0.32 MAR11 1400 333.000 43.22 -0.70 31.000 43.37 0.18 MAR11 1600 500.000 41.85 -0.84 +++ KBC Bankverzekeringsholding (KBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.3950 +++ KBC Bancassurance Holding - STND FUT (KBB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.4030 OCT10 V 32.4160 NOV10 X 32.4390 DEC10 Z 32.4590 +++ KBC Bancassurance Holding - Amer Phys FLEX Opt (KBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 2.3100 40.97 -0.67 17090 3600 3.8300 38.76 -0.86 +++ Gamesa Corp Tecnologica SA (KC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2150 +++ Kloeckner & Co AG (KCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.9000 +++ Kesko OYJ (KEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.3800 +++ Kesa Electricals (KES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 130.500 +++ Kesa Electricals - STND FUT (KES/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 130.550 DEC10 Z 130.790 MAR11 H 131.050 JUN11 M 131.330 +++ Kerry Group PLC (KG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.8040 +++ Kingfisher PLC (KGF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 202.800 +++ Kingfisher PLC - STND OPT (KGF/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 23.750 37.81 0.90 SEP10 180 0.750 37.30 -0.09 14.750 32.04 0.80 SEP10 190 1.750 31.89 -0.19 10.500 29.04 0.72 SEP10 195 3.000 31.26 -0.29 7.250 28.47 0.59 SEP10 200 4.500 29.07 -0.41 4.500 27.13 0.45 SEP10 205 7.000 28.80 -0.54 2.750 26.67 0.32 SEP10 210 9.750 26.51 -0.69 1.250 25.65 0.19 SEP10 215 13.750 28.16 -0.79 0.750 25.51 0.11 SEP10 220 18.000 27.00 -0.88 0.500 27.41 0.07 SEP10 225 22.500 25.24 -0.95 0.250 25.57 0.03 SEP10 230 27.500 30.87 -0.95 0.000 25.19 0.01 SEP10 235 32.500 32.65 -0.96 0.000 26.08 0.01 SEP10 240 37.250 34.68 -0.97 0.000 31.45 0.00 SEP10 250 47.250 39.32 -0.98 0.000 35.67 0.00 SEP10 260 57.250 44.52 -0.99 0.000 44.28 0.00 SEP10 280 77.250 57.91 -0.99 0.000 70.31 0.01 SEP10 320 117.250 77.53 -0.99 24.750 33.26 0.86 OCT10 180 2.500 33.48 -0.17 16.250 29.97 0.75 OCT10 190 4.500 30.98 -0.29 12.750 28.84 0.67 OCT10 195 6.250 30.44 -0.37 9.500 28.47 0.58 OCT10 200 8.250 29.34 -0.46 6.750 27.33 0.47 OCT10 205 11.000 29.31 -0.55 5.000 27.50 0.38 OCT10 210 14.000 28.64 -0.64 3.500 27.39 0.29 OCT10 215 17.500 28.26 -0.72 2.250 26.56 0.21 OCT10 220 21.500 28.45 -0.79 1.750 28.58 0.17 OCT10 225 26.000 29.85 -0.83 1.500 30.33 0.13 OCT10 230 30.500 30.55 -0.87 1.250 35.87 0.11 OCT10 240 40.000 33.13 -0.92 0.500 39.58 0.05 OCT10 260 59.500 39.67 -0.95 26.250 33.48 0.80 NOV10 180 4.500 32.86 -0.22 18.000 29.75 0.70 NOV10 190 6.750 30.47 -0.32 14.500 28.95 0.63 NOV10 195 8.750 29.96 -0.39 11.750 28.47 0.56 NOV10 200 11.000 29.57 -0.46 9.250 28.20 0.48 NOV10 205 13.500 29.15 -0.53 7.000 27.01 0.40 NOV10 210 16.250 28.09 -0.60 4.000 26.45 0.26 NOV10 220 23.500 28.42 -0.72 2.000 26.36 0.16 NOV10 230 31.000 26.73 -0.84 27.000 32.46 0.78 DEC10 180 5.750 32.84 -0.24 19.750 30.49 0.67 DEC10 190 9.000 31.70 -0.34 13.750 29.35 0.55 DEC10 200 13.000 30.60 -0.45 9.000 28.35 0.43 DEC10 210 18.500 29.58 -0.57 5.750 27.62 0.31 DEC10 220 25.000 28.92 -0.68 3.500 27.36 0.21 DEC10 230 32.500 28.44 -0.78 2.000 27.46 0.14 DEC10 240 41.000 27.62 -0.86 1.000 29.09 0.07 DEC10 260 60.000 30.43 -0.93 0.500 32.66 0.04 DEC10 280 79.500 33.88 -0.96 0.250 36.58 0.01 DEC10 320 119.250 41.52 -0.97 30.750 31.56 0.73 MAR11 180 9.750 32.67 -0.28 24.000 30.32 0.65 MAR11 190 13.000 31.43 -0.36 18.500 29.44 0.56 MAR11 200 17.500 30.50 -0.44 13.750 28.79 0.47 MAR11 210 22.750 29.85 -0.53 10.000 28.39 0.38 MAR11 220 29.000 29.49 -0.62 7.000 27.67 0.30 MAR11 230 36.000 28.53 -0.70 4.750 26.93 0.22 MAR11 240 43.750 27.97 -0.77 0.500 23.37 0.04 MAR11 280 80.250 30.47 -0.92 +++ Kingfisher plc - Euro Phys FLEX Opt (KGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 25.660 29.39 0.56 16121 200 27.880 30.48 -0.44 +++ Kingfisher plc - STND FUT (KIG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 202.870 DEC10 Z 201.250 MAR11 H 201.650 JUN11 M 197.320 +++ Kudelski SA (KH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.850 +++ KGHM Polska Miedz SA (KHH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 104.200 +++ Kinnevik Investment AB (KIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 133.2000 +++ Klepierre (KLI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.0650 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 67.240 +++ Natixis (KN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3420 +++ Kone OYJ (KNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.8500 +++ Kuehne & Nagel Int AG (KNI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 102.800 +++ Coca-Cola Company (KO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.210 +++ Koninklijke KPN NV (KPN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.9600 +++ Royal KPN NV - STND FUT (KPN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.9630 OCT10 V 10.9670 NOV10 X 10.9750 DEC10 Z 10.9820 +++ 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 0.2100 19.64 0.33 19110 1150 0.1100 20.39 0.20 19110 1200 17120 1000 0.1800 22.19 -0.20 17120 1400 3.0800 22.86 -0.98 +++ Royal KPN NV - Euro Phys FLEX Opt (KPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.1637 22.76 0.79 17120 1000 0.1651 22.19 -0.20 1.3870 22.79 0.64 16121 1000 0.7488 22.18 -0.36 +++ Royal KPN NV - Cash FLEX Fut (KPY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18021 11.0082 +++ Krones AG (KR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.5350 +++ Merck KGaA (KS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 67.7900 +++ Merck KGaA - Amer Phys FLEX Opt (KSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.7270 25.53 0.68 17090 6600 +++ Kingspan Group Plc (KSP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1640 +++ Fomento de Construcciones SA (KW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.1950 +++ Corning Inc (KWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.010 +++ Kimberly-Clark Corp (KYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.980 +++ Landi Renzo SpA (LAD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5500 +++ Laird plc (LAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 121.100 +++ Laird plc - STND FUT (LAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 121.140 DEC10 Z 121.370 MAR11 H 121.610 JUN11 M 121.870 +++ Ladbrokes plc - STND FUT (HG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 130.450 DEC10 Z 130.690 MAR11 H 126.950 JUN11 M 127.220 +++ Ladbrokes plc (LDB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 130.400 +++ Ladbrokes plc - STND OPT (LDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 30.500 38.25 1.00 SEP10 100 0.000 46.66 -0.01 20.500 35.37 0.98 SEP10 110 0.500 46.97 -0.07 11.500 34.96 0.84 SEP10 120 1.750 43.90 -0.21 7.500 32.01 0.72 SEP10 125 2.750 40.20 -0.32 4.250 31.56 0.53 SEP10 130 4.000 32.98 -0.47 2.250 30.66 0.34 SEP10 135 7.000 33.73 -0.64 1.000 30.10 0.18 SEP10 140 10.750 33.02 -0.79 0.500 30.10 0.09 SEP10 145 15.000 29.96 -0.92 0.250 31.08 0.04 SEP10 150 19.750 33.97 -0.95 0.000 29.38 0.00 SEP10 160 29.750 40.15 -0.98 0.000 36.09 0.00 SEP10 170 39.750 45.11 -0.99 0.000 38.97 0.00 SEP10 180 49.500 50.07 -1.00 32.500 43.17 0.89 DEC10 100 1.500 40.46 -0.10 16.250 36.49 0.70 DEC10 120 5.750 36.41 -0.30 10.500 35.15 0.55 DEC10 130 10.000 35.57 -0.45 6.500 35.00 0.40 DEC10 140 15.250 33.25 -0.61 3.750 34.83 0.27 DEC10 150 23.000 34.29 -0.74 1.750 32.46 0.15 DEC10 160 31.000 32.40 -0.85 0.500 29.84 0.07 DEC10 170 40.500 35.21 -0.90 0.000 25.72 0.02 DEC10 180 50.000 35.71 -0.94 33.500 39.58 0.87 MAR11 100 4.250 40.35 -0.17 18.750 36.34 0.68 MAR11 120 10.500 37.16 -0.37 13.000 34.69 0.56 MAR11 130 14.750 34.63 -0.48 9.000 34.73 0.44 MAR11 140 21.500 35.32 -0.59 5.750 33.82 0.33 MAR11 150 28.750 35.21 -0.69 3.750 33.85 0.24 MAR11 160 36.750 35.02 -0.77 1.750 34.31 0.12 MAR11 180 54.750 36.23 -0.88 +++ Morgan Stanley (LEA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.730 +++ Deutsche Lufthansa AG (LFT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.4700 +++ Lafarge SA - Euro Phys FLEX Opt (LAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0001 34.76 0.00 17090 5000 13.6969 34.76 -1.00 0.0776 30.02 0.03 17120 5000 13.6427 30.02 -0.97 +++ Lafarge SA (LG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.2900 +++ Lafarge SA - STND FUT (LG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 36.2990 OCT10 V 36.3130 NOV10 X 36.3390 DEC10 Z 36.3620 +++ NextEra Energy Inc (LGA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.150 +++ Legal & General Group PLC (LGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 91.050 +++ Legal & General Group PLC - STND OPT (LGE/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement