+++ RadioShack Corp (AA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.640 +++ Apple Computer Inc (AAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 240.660 +++ ABB Ltd (ABB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.770 +++ ABB Ltd - Amer Phys FLEX Opt (ABQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 190 0.271 31.03 -0.28 17090 200 0.669 28.75 -0.55 0.143 28.43 0.20 17090 210 0.045 29.82 0.07 17090 220 0.011 62.15 0.01 17090 280 17120 190 0.989 31.49 -0.37 1.211 29.97 0.51 17120 200 0.478 28.22 0.27 17120 220 3.173 31.89 0.68 17061 180 1.372 31.92 -0.32 +++ ABB Ltd - Euro Phys FLEX Opt (ABX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20120 252 5.496 27.24 -0.94 20120 303 10.526 32.31 -0.99 17061 275 7.891 26.66 -0.90 31081 217 3.549 30.19 -0.56 +++ Abertis Infraestructuras SA (ABE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.8900 +++ Abertis Infraestructuras SA - STND FUT (ABE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.8930 OCT10 V 12.8980 NOV10 X 12.6070 DEC10 Z 12.6150 +++ Abertis Infraestructuras SA - Amer Phys FLEX Opt (CYQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1119 27.53 0.13 17120 1524 +++ Associated British Foods (ABF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1055.000 +++ Associated British Foods - STND FUT (ABF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1055.400 DEC10 Z 1041.330 MAR11 H 1043.420 JUN11 M 1036.900 +++ Associated British Foods PLC - STND OPT (ABR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 336.000 72.09 0.99 SEP10 720 0.000 41.04 0.00 296.000 62.79 0.99 SEP10 760 0.000 39.94 0.00 255.500 45.34 0.99 SEP10 800 0.000 38.77 0.00 215.500 32.22 1.00 SEP10 840 0.250 40.09 -0.01 175.750 32.32 0.99 SEP10 880 0.250 33.59 -0.01 136.250 29.34 0.97 SEP10 920 1.000 30.04 -0.03 117.250 30.59 0.94 SEP10 940 1.500 28.53 -0.05 98.500 29.06 0.91 SEP10 960 2.500 27.35 -0.07 79.750 26.78 0.88 SEP10 980 4.000 26.01 -0.12 62.250 25.37 0.82 SEP10 1000 6.000 24.28 -0.18 24.500 21.07 0.55 SEP10 1050 19.250 21.22 -0.45 6.500 20.76 0.22 SEP10 1100 51.250 20.94 -0.78 0.500 17.56 0.02 SEP10 1150 95.000 16.89 -0.99 0.000 16.83 0.00 SEP10 1200 145.000 23.80 -0.99 0.000 2.00 0.00 SEP10 1300 245.250 39.34 -0.99 258.250 27.96 0.98 DEC10 800 3.000 28.81 -0.04 182.000 25.49 0.92 DEC10 880 8.250 25.91 -0.11 145.750 24.26 0.87 DEC10 920 13.500 24.63 -0.17 111.750 22.96 0.80 DEC10 960 20.500 23.21 -0.24 81.500 22.04 0.70 DEC10 1000 31.000 21.54 -0.35 26.500 19.58 0.37 DEC10 1100 80.250 18.92 -0.68 5.250 18.55 0.11 DEC10 1200 162.250 17.92 -0.92 0.250 20.50 0.01 DEC10 1400 358.500 22.20 -0.99 186.500 24.70 0.88 MAR11 880 17.250 24.86 -0.16 154.500 24.80 0.82 MAR11 920 24.750 23.87 -0.21 121.000 22.83 0.75 MAR11 960 34.500 22.84 -0.28 94.000 22.32 0.66 MAR11 1000 47.000 21.82 -0.37 39.750 19.97 0.40 MAR11 1100 95.000 19.63 -0.62 13.000 18.77 0.18 MAR11 1200 169.250 18.31 -0.84 1.000 18.61 0.02 MAR11 1400 358.500 17.97 -0.99 +++ Abengoa SA (ABG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.0200 +++ Abengoa SA - Cash Flex Future (WLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 19.0259 +++ Abbott Laboratories (ABT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.730 +++ Accor SA Ex event package (AC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.9500 +++ Accor SA Ex event package - STND FUT (AC /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 37.9500 DEC10 Z 38.0160 +++ Credit Agricole SA (ACA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.2450 +++ Credit Agricole SA - STND FUT (ACA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.2470 OCT10 V 10.2510 NOV10 X 10.2590 DEC10 Z 10.2650 +++ Credit Agricole SA - Euro Cash FLEX Opt (ACJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0762 45.47 0.14 17090 1159 0.3615 36.69 0.22 17061 1350 3.8705 36.69 -0.78 +++ Credit Agricole SA - Amer Phys FLEX Opt (ACQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 800 0.0300 62.42 -0.04 17090 1100 0.9200 42.56 -0.74 19110 880 0.4400 55.16 -0.24 17120 750 0.2979 62.83 -0.14 0.2402 39.00 0.21 17120 1250 17120 1846 8.2200 34.04 -1.00 1.3800 37.64 0.47 21122 1200 +++ Credit Agricole SA - Euro Phys FLEX Opt (ACX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.8749 53.44 0.73 17120 900 0.6029 53.44 -0.27 1.3142 37.64 0.45 21122 1200 3.7498 37.64 -0.55 +++ Acciona SA (ACC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.2400 +++ ACEA SpA (ACE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.7400 +++ ACE Ltd (ACL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.630 +++ Acanthe Developpement SA (ACN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.2700 +++ Acerinox SA (ACR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.3700 +++ American Capital Ltd (AD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.100 +++ Adecco SA (ADC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.660 +++ Adecco SA - Amer Phys FLEX Opt (QVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 250 0.115 60.31 -0.02 +++ Admiral Group plc - Cash FLEX Fut (ADD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 1519.570 +++ Admiral Group plc (ADM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1519.000 +++ Aeroports de Paris (ADP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.5700 +++ Adidas AG (ADS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.0450 +++ Adidas AG - Amer Phys FLEX Opt (FKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.5146 28.94 0.31 18031 4600 +++ Adidas AG - Cash FLEX Fut (FKY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 40.0574 +++ Aker ASA (AE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 113.0000 +++ AEM SpA (AEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0810 +++ A2A SpA - Euro Cash FLEX Opt (ASB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0032 21.26 0.12 17090 115 +++ BAE Systems plc (AER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 296.500 +++ BAE Systems plc - STND OPT (AER/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 37.250 35.24 0.94 SEP10 260 0.750 36.61 -0.07 18.500 26.10 0.82 SEP10 280 2.000 26.17 -0.18 10.750 23.98 0.66 SEP10 290 3.750 23.10 -0.33 5.000 22.29 0.43 SEP10 300 8.250 21.91 -0.57 2.000 22.84 0.22 SEP10 310 15.250 21.73 -0.79 1.000 24.55 0.11 SEP10 320 24.000 22.76 -0.91 0.250 25.18 0.04 SEP10 330 33.750 24.90 -0.96 0.250 27.01 0.02 SEP10 340 43.500 28.02 -0.98 0.000 29.33 0.00 SEP10 360 63.500 36.87 -0.98 0.000 30.25 0.00 SEP10 380 83.500 42.78 -0.99 0.000 31.80 0.00 SEP10 400 103.500 49.64 -0.99 0.000 29.17 0.00 SEP10 440 143.500 50.49 -1.00 38.500 29.48 0.90 OCT10 260 1.750 29.78 -0.10 21.500 26.27 0.74 OCT10 280 4.750 26.27 -0.26 14.500 24.81 0.62 OCT10 290 7.750 24.93 -0.38 9.250 24.28 0.47 OCT10 300 12.000 23.54 -0.53 5.250 23.47 0.32 OCT10 310 18.250 23.17 -0.68 2.750 23.51 0.21 OCT10 320 26.000 22.86 -0.80 1.500 23.84 0.12 OCT10 330 34.500 22.97 -0.89 0.500 22.61 0.06 OCT10 340 44.000 23.49 -0.94 0.000 20.15 0.00 OCT10 360 63.500 25.69 -0.98 0.000 15.77 0.00 OCT10 380 83.500 29.50 -0.99 39.250 30.35 0.87 NOV10 260 4.500 28.55 -0.19 23.000 27.25 0.71 NOV10 280 10.000 26.29 -0.37 16.500 26.36 0.60 NOV10 290 14.500 25.93 -0.48 11.250 25.79 0.47 NOV10 300 20.000 25.20 -0.59 7.500 25.55 0.36 NOV10 310 26.500 24.89 -0.69 4.750 25.41 0.25 NOV10 320 34.000 24.52 -0.78 1.250 23.41 0.09 NOV10 340 51.250 23.52 -0.91 58.000 32.85 0.93 DEC10 240 3.000 30.97 -0.12 24.500 27.35 0.69 DEC10 280 12.250 26.68 -0.38 13.250 26.12 0.47 DEC10 300 22.000 25.41 -0.57 6.500 25.83 0.28 DEC10 320 36.000 24.96 -0.74 3.000 25.41 0.15 DEC10 340 52.500 24.33 -0.87 1.750 27.56 0.09 DEC10 360 71.000 23.96 -0.94 0.750 27.84 0.05 DEC10 380 90.250 23.56 -0.98 0.500 28.86 0.03 DEC10 400 110.000 23.10 -0.99 0.250 30.91 0.01 DEC10 440 150.000 21.82 -1.00 59.500 30.97 0.88 MAR11 240 6.500 29.97 -0.17 43.000 28.84 0.78 MAR11 260 10.750 27.83 -0.26 29.000 27.21 0.63 MAR11 280 17.500 26.58 -0.39 18.500 25.88 0.48 MAR11 300 27.250 25.32 -0.53 11.000 25.01 0.34 MAR11 320 40.000 24.46 -0.67 6.250 24.33 0.22 MAR11 340 55.250 24.01 -0.79 3.250 23.94 0.13 MAR11 360 72.500 23.67 -0.88 +++ BAE Systems plc - STND FUT (BA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 296.610 DEC10 Z 290.150 MAR11 H 290.730 JUN11 M 281.340 +++ AGFA-Gevaert NV (AGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3900 +++ 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 21.535 +++ Aggreko (AGK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1437.000 +++ Aggreko - STND FUT (AGK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1437.540 DEC10 Z 1440.180 MAR11 H 1443.070 JUN11 M 1446.160 +++ Aegon NV - Amer Phys FLEX Opt (AFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 420 0.2100 45.29 -0.53 +++ Aegon NV (AGN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.1420 +++ Aegon NV - STND FUT (AGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.1430 OCT10 V 4.1450 NOV10 X 4.1480 DEC10 Z 4.1500 +++ Aegis Group (AGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 111.700 +++ Aegis Group- STND FUT (AGS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 110.610 DEC10 Z 110.810 MAR11 H 111.030 JUN11 M 109.450 +++ Anglo American plc (AHA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2295.500 +++ Anglo American plc - STND OPT (AHA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 697.000 60.39 0.99 SEP10 1600 0.000 50.00 0.00 498.500 50.01 0.98 SEP10 1800 3.500 53.81 -0.03 400.500 45.80 0.96 SEP10 1900 5.000 46.84 -0.04 306.500 43.18 0.91 SEP10 2000 10.500 43.49 -0.09 220.000 41.78 0.82 SEP10 2100 22.500 40.92 -0.17 140.500 38.07 0.69 SEP10 2200 44.500 38.13 -0.31 80.500 36.59 0.51 SEP10 2300 83.000 36.20 -0.49 40.000 35.37 0.32 SEP10 2400 142.500 34.92 -0.68 17.500 35.00 0.17 SEP10 2500 220.000 34.35 -0.83 6.500 34.52 0.08 SEP10 2600 311.000 35.12 -0.92 3.500 36.95 0.04 SEP10 2700 406.000 33.72 -0.97 3.500 43.54 0.04 SEP10 2800 505.000 35.96 -0.99 0.000 40.00 0.00 SEP10 3000 704.500 2.00 -1.00 0.000 40.00 0.00 SEP10 3200 904.500 2.00 -1.00 0.000 40.00 0.00 SEP10 3600 1305.000 75.49 -0.99 422.000 46.49 0.88 OCT10 1900 23.500 45.96 -0.11 336.000 44.28 0.82 OCT10 2000 36.500 43.27 -0.17 253.500 40.84 0.75 OCT10 2100 55.500 40.58 -0.25 185.500 39.42 0.64 OCT10 2200 85.500 38.67 -0.35 129.500 38.61 0.53 OCT10 2300 128.500 37.58 -0.48 82.000 36.55 0.40 OCT10 2400 184.000 36.40 -0.60 48.500 35.14 0.28 OCT10 2500 252.500 35.72 -0.72 27.500 34.58 0.18 OCT10 2600 330.500 34.84 -0.82 14.500 33.84 0.11 OCT10 2700 417.500 34.15 -0.89 6.500 32.64 0.06 OCT10 2800 511.500 34.66 -0.93 1.500 32.34 0.01 OCT10 3000 706.500 36.67 -0.98 445.000 44.59 0.84 NOV10 1900 48.000 45.32 -0.16 365.000 42.89 0.78 NOV10 2000 68.000 43.47 -0.22 289.500 40.77 0.71 NOV10 2100 93.000 41.38 -0.29 226.000 39.89 0.63 NOV10 2200 127.500 39.97 -0.37 165.000 37.55 0.54 NOV10 2300 172.500 39.00 -0.46 121.500 37.02 0.44 NOV10 2400 222.500 37.00 -0.56 85.000 36.00 0.35 NOV10 2500 283.000 35.42 -0.66 56.000 34.91 0.26 NOV10 2600 360.000 35.74 -0.74 22.000 33.49 0.13 NOV10 2800 524.500 34.24 -0.87 1417.500 48.34 1.00 DEC10 880 0.500 63.14 0.00 1338.000 50.18 1.00 DEC10 960 1.000 63.50 0.00 1298.500 56.25 1.00 DEC10 1000 1.500 63.33 -0.01 1099.000 46.86 1.00 DEC10 1200 5.500 60.60 -0.02 908.500 53.06 0.97 DEC10 1400 12.500 55.83 -0.04 722.000 49.54 0.93 DEC10 1600 24.000 50.12 -0.07 545.500 45.81 0.86 DEC10 1800 48.000 46.52 -0.14 463.000 44.05 0.82 DEC10 1900 65.500 44.71 -0.19 388.000 43.06 0.76 DEC10 2000 88.500 43.11 -0.24 252.000 39.79 0.62 DEC10 2200 152.500 39.99 -0.38 148.500 37.40 0.46 DEC10 2400 249.000 37.54 -0.54 78.000 35.34 0.30 DEC10 2600 378.000 35.49 -0.70 37.500 34.13 0.17 DEC10 2800 536.500 34.01 -0.83 16.000 32.98 0.09 DEC10 3000 718.500 34.43 -0.91 7.000 32.81 0.04 DEC10 3200 908.500 33.60 -0.96 3.500 37.73 0.02 DEC10 3600 1306.000 39.35 -0.98 587.000 44.64 0.82 MAR11 1800 97.000 45.02 -0.19 439.000 42.01 0.73 MAR11 2000 152.000 42.44 -0.28 315.500 39.94 0.62 MAR11 2200 228.500 39.83 -0.40 210.500 37.61 0.50 MAR11 2400 326.500 37.66 -0.52 135.500 36.02 0.37 MAR11 2600 453.000 36.06 -0.64 81.500 34.81 0.26 MAR11 2800 599.000 34.52 -0.75 49.500 34.28 0.18 MAR11 3000 765.500 33.52 -0.84 27.500 33.49 0.11 MAR11 3200 945.000 33.00 -0.90 8.500 32.85 0.04 MAR11 3600 1326.500 32.57 -0.96 935.000 47.12 0.93 JUN11 1400 50.000 48.37 -0.09 768.500 45.54 0.87 JUN11 1600 82.000 45.47 -0.14 611.500 42.96 0.80 JUN11 1800 126.000 42.80 -0.21 476.500 41.29 0.71 JUN11 2000 190.000 40.77 -0.29 352.500 38.69 0.62 JUN11 2200 269.000 38.55 -0.39 254.000 37.15 0.51 JUN11 2400 370.500 36.95 -0.50 182.000 36.43 0.41 JUN11 2600 495.500 35.86 -0.60 124.500 35.30 0.31 JUN11 2800 638.500 34.74 -0.69 82.500 34.38 0.23 JUN11 3000 799.000 34.19 -0.77 51.500 33.25 0.16 JUN11 3200 970.000 33.53 -0.84 1442.000 63.58 0.97 DEC11 880 25.000 55.29 -0.03 1373.000 63.10 0.95 DEC11 960 31.000 53.70 -0.04 1339.000 62.58 0.95 DEC11 1000 37.000 53.54 -0.05 1170.000 58.89 0.91 DEC11 1200 70.000 52.54 -0.09 1006.000 54.59 0.87 DEC11 1400 108.000 49.89 -0.13 859.000 52.04 0.82 DEC11 1600 161.500 48.23 -0.18 719.000 49.13 0.76 DEC11 1800 227.500 46.57 -0.24 600.500 47.41 0.70 DEC11 2000 310.500 45.40 -0.31 395.000 43.41 0.56 DEC11 2400 498.000 41.27 -0.45 234.000 39.37 0.41 DEC11 2800 756.000 39.37 -0.60 138.000 37.74 0.28 DEC11 3200 1057.500 37.74 -0.72 680.500 49.17 0.70 JUN12 2000 384.500 45.30 -0.31 458.000 43.21 0.58 JUN12 2400 583.000 41.93 -0.43 301.000 40.00 0.45 JUN12 2800 836.500 40.00 -0.56 198.500 38.31 0.34 JUN12 3200 1128.500 38.31 -0.67 719.500 47.42 0.71 DEC12 2000 434.000 44.34 -0.30 515.500 43.00 0.60 DEC12 2400 653.000 42.64 -0.41 433.500 41.45 0.54 DEC12 2600 771.500 41.45 -0.47 367.000 40.68 0.49 DEC12 2800 900.500 40.68 -0.52 259.500 38.92 0.39 DEC12 3200 1183.500 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 462.800 44.05 0.82 17120 1900 65.210 44.71 -0.18 +++ Anglo American plc - Amer Cash FLEX Opt (AHW/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2000 10.500 43.49 -0.08 17090 2200 44.500 38.13 -0.30 17090 2400 142.500 34.92 -0.69 +++ AEX High Dividend Index (AHI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.5100 +++ Koninklijke Ahold NV - Euro Cash FLEX Opt (AHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0174 22.18 0.08 17090 1038 +++ Koninklijke Ahold NV (AHL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.6050 +++ Koninklijke Ahold NV - STND FUT (AHL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.6070 OCT10 V 9.6110 NOV10 X 9.6180 DEC10 Z 9.6240 +++ Koninklijke Ahold NV - Amer Phys FLEX Opt (AHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 800 0.1100 30.54 -0.12 +++ Air Liquide SA (AI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 82.4300 +++ Air Liquide SA - STND FUT (AI /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 82.4490 OCT10 V 82.4820 NOV10 X 82.5410 DEC10 Z 82.5910 +++ Air Liquide - Euro Cash FLEX Opt (AIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2657 21.95 0.13 17090 8771 +++ Allied Irish Banks Plc (AIB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7593 +++ Air France-KLM (AIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.4200 +++ American International Group (AIG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.750 +++ Allied Irish Banks plc (AIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7660 +++ Huntington Bancshares Inc (AJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.430 +++ Arkema (AKE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.1850 +++ Akzo Nobel NV - Amer Phys FLEX Opt (AKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.6500 29.31 0.60 17061 4000 4.0000 29.54 -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 ------- -------- ---------- ---------- ---------- ---------- 41.4900 +++ Akzo Nobel NV - STND FUT (AKZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.5000 OCT10 V 41.5160 NOV10 X 41.2080 DEC10 Z 41.2330 +++ Allergan Inc (AL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.150 +++ Corp Financiera Alba (ALB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.1300 +++ Alfa Laval AB (ALF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 108.2000 +++ Alliance Oil company Ltd. (ALI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 87.4500 +++ Almirall SA (ALM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.8600 +++ Alpha Bank AE (ALP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2000 +++ Alstom RPGT (ALS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.2000 +++ Alstom SA - Amer Phys FLEX Opt (ZWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0013 23.76 0.00 17090 4500 2.9400 30.33 0.40 16121 4400 +++ Alstom SA - Amer Cash FLEX Opt (ZWU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.9400 30.33 0.40 16121 4400 +++ Alstom SA - Euro Phys FLEX Opt (ZWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4044 28.67 0.26 17090 4000 2.1909 28.67 -0.74 +++ Allianz AG - Euro Cash FLEX Opt (ALJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1148 25.45 0.06 17090 8993 +++ Allianz AG - Amer Phys FLEX Opt (ALQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 7200 0.1809 34.15 -0.06 17090 8000 1.4107 26.60 -0.38 0.9808 25.23 0.32 17090 8400 17120 5000 0.3851 53.63 -0.04 17120 6200 0.8190 40.15 -0.09 17120 7000 1.6759 34.14 -0.18 17120 8000 4.3157 28.52 -0.42 16121 12000 41.8189 19.96 -0.97 9.8962 29.04 0.51 21122 8500 18.7365 28.13 -0.54 +++ Allianz AG (ALV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.4300 +++ Allianz AG - STND FUT (ALV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 81.4491 OCT10 V 81.4812 NOV10 X 81.5393 DEC10 Z 81.5895 +++ Allianz AG - Euro Phys FLEX Opt (ALX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.7618 26.55 0.45 17120 8400 6.1246 26.80 -0.55 2.9860 26.17 0.39 17120 8600 7.3279 26.34 -0.61 0.0521 24.59 0.01 17120 11100 29.2389 16.94 -1.00 0.0124 25.41 0.00 17120 12000 38.2232 25.41 -1.00 0.0123 34.23 0.00 17120 14000 58.1633 34.23 -1.00 17120 14130 59.4591 34.69 -1.00 0.0111 41.32 0.00 17120 16000 78.1023 41.32 -1.00 17061 7421 6.4557 30.53 -0.37 7.1448 28.67 0.51 17061 8000 8.9389 28.38 -0.49 16121 8500 13.5897 27.73 -0.53 16121 16000 80.1649 24.22 -0.99 +++ AMG Advanced Metallurgical Group NV (AM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.7940 +++ Anadarko Petroleum Corp (AMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.520 +++ AMBAC Financial Group Inc (AMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.510 +++ Amec (AME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 900.000 +++ Amec - STND FUT (AME/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 900.340 DEC10 Z 901.990 MAR11 H 903.800 JUN11 M 905.740 +++ Amgen Inc - Physical STND FUT (AGX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 52.007 OCT10 V 51.978 NOV10 X 51.945 DEC10 Z 51.919 +++ Amgen Inc (AMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.030 +++ Amlin (AML/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 411.000 +++ Amlin - STND FUT (AML/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 411.150 DEC10 Z 411.910 MAR11 H 412.740 JUN11 M 413.620 +++ Ameren Corp (AMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.090 +++ Amplifon SpA (AMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4200 +++ Amazon.Com Inc (AMZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 125.430 +++ Gannett Co Inc (AN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.390 +++ Andritz AG (AND/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.8150 +++ Ansaldo STS SpA (ANS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.1000 +++ Antofagasta (ANT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1024.000 +++ Antofagasta plc - STND FUT (ANT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1022.140 DEC10 Z 1024.010 MAR11 H 1026.060 JUN11 M 1024.510 +++ Antofagasta PLC - STND OPT (ATT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 344.250 47.24 1.00 SEP10 680 0.000 50.14 0.00 311.250 48.97 1.00 SEP10 713 0.000 49.49 0.00 272.500 49.20 1.00 SEP10 752 0.000 46.91 0.00 232.750 47.38 0.99 SEP10 792 0.500 45.62 -0.01 194.500 46.42 0.97 SEP10 831 0.750 42.40 -0.02 155.750 43.43 0.95 SEP10 871 2.500 41.61 -0.05 118.250 39.77 0.90 SEP10 911 6.000 40.54 -0.11 84.000 36.96 0.81 SEP10 950 11.000 37.54 -0.20 53.500 34.72 0.67 SEP10 990 21.000 35.29 -0.34 9.750 31.71 0.22 SEP10 1089 77.000 32.43 -0.78 0.500 29.64 0.02 SEP10 1188 168.750 39.95 -0.93 0.000 43.08 0.00 SEP10 1386 364.000 50.73 -0.99 386.500 47.65 0.97 DEC10 640 3.500 48.58 -0.03 310.750 44.63 0.94 DEC10 720 7.250 44.65 -0.06 274.250 43.25 0.91 DEC10 760 11.000 43.48 -0.09 239.250 42.01 0.88 DEC10 800 15.750 42.14 -0.12 206.000 41.02 0.84 DEC10 840 22.500 41.10 -0.16 181.750 40.19 0.80 DEC10 871 29.250 40.30 -0.20 151.250 38.79 0.74 DEC10 911 39.500 39.28 -0.26 126.000 38.38 0.68 DEC10 950 52.250 38.41 -0.32 101.500 37.41 0.61 DEC10 990 70.000 38.54 -0.40 56.250 36.15 0.42 DEC10 1089 121.500 36.26 -0.58 29.000 35.78 0.26 DEC10 1188 193.000 35.77 -0.74 7.000 36.18 0.08 DEC10 1386 369.250 36.32 -0.92 393.500 44.21 0.95 MAR11 640 9.000 44.32 -0.06 322.750 42.46 0.90 MAR11 720 18.000 42.47 -0.10 288.750 41.37 0.87 MAR11 760 24.000 41.49 -0.13 256.500 40.66 0.84 MAR11 800 31.500 40.70 -0.17 227.250 40.20 0.79 MAR11 840 42.000 40.19 -0.21 198.500 39.33 0.75 MAR11 880 53.250 39.38 -0.25 171.750 38.57 0.70 MAR11 920 69.250 39.64 -0.30 147.750 38.08 0.65 MAR11 960 82.250 38.13 -0.35 125.000 37.10 0.59 MAR11 1000 99.500 37.18 -0.41 80.500 36.00 0.45 MAR11 1100 158.000 37.12 -0.55 48.000 34.79 0.32 MAR11 1200 222.000 34.81 -0.69 +++ Antofagasta plc - Amer Phys FLEX Opt (KFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 908.040 47.32 1.00 04100 116 891.050 47.35 1.00 12100 133 908.040 47.45 1.00 02110 116 +++ Time Warner Inc (AOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.050 +++ Time Warner Inc - Physical STND FUT (AOX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 30.055 OCT10 V 30.061 NOV10 X 30.071 DEC10 Z 30.079 +++ Time Warner Inc - Cash FLEX Fut (ZTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 30.055 +++ Accor SA (AOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.2750 +++ Atlas Copco AB-B (AP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 102.8000 +++ Leggett & Platt Inc (AQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.310 +++ Aareal Bank AG (AR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.8400 +++ Arcadis N.V (ARC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.8200 +++ 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 336.930 DEC10 Z 337.550 MAR11 H 338.220 JUN11 M 337.190 +++ ARM Holdings plc (ARM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 337.800 +++ ARM Holdings plc - STND OPT (ARM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 197.750 65.13 1.00 SEP10 140 0.000 65.13 0.00 177.750 63.92 1.00 SEP10 160 0.000 63.92 0.00 167.750 62.12 1.00 SEP10 170 0.000 62.12 0.00 157.750 59.11 1.00 SEP10 180 0.000 59.11 0.00 147.750 55.19 1.00 SEP10 190 0.000 55.19 0.00 137.750 52.78 1.00 SEP10 200 0.000 52.78 0.00 127.750 49.63 1.00 SEP10 210 0.000 49.63 0.00 117.750 47.05 1.00 SEP10 220 0.000 47.05 0.00 107.750 43.71 1.00 SEP10 230 0.000 43.71 0.00 97.750 42.27 1.00 SEP10 240 0.000 42.27 0.00 77.750 40.08 1.00 SEP10 260 0.000 40.08 0.00 57.750 37.99 0.99 SEP10 280 0.250 37.99 -0.02 39.250 41.78 0.89 SEP10 300 2.000 41.78 -0.12 29.750 35.89 0.85 SEP10 310 2.750 35.89 -0.16 21.750 35.49 0.74 SEP10 320 4.750 35.49 -0.26 15.000 34.49 0.61 SEP10 330 8.250 34.49 -0.39 9.750 33.87 0.47 SEP10 340 12.750 33.87 -0.53 5.750 33.03 0.33 SEP10 350 18.750 33.03 -0.67 3.000 32.20 0.21 SEP10 360 26.250 32.20 -0.79 0.750 31.18 0.06 SEP10 380 43.750 31.18 -0.94 0.000 29.98 0.01 SEP10 400 63.250 29.98 -0.99 138.000 48.81 0.99 DEC10 200 0.750 48.81 -0.02 118.500 45.16 0.97 DEC10 220 1.250 45.16 -0.03 109.250 45.65 0.95 DEC10 230 1.750 44.30 -0.05 100.000 44.50 0.93 DEC10 240 2.750 44.42 -0.07 81.750 41.44 0.89 DEC10 260 4.250 41.36 -0.11 65.000 39.97 0.83 DEC10 280 7.500 39.97 -0.17 50.250 38.88 0.74 DEC10 300 12.500 38.76 -0.26 37.250 37.85 0.64 DEC10 320 19.500 37.71 -0.36 25.500 35.47 0.53 DEC10 340 27.750 35.27 -0.48 17.750 35.66 0.41 DEC10 360 40.000 35.49 -0.59 11.000 33.98 0.30 DEC10 380 53.250 33.98 -0.71 6.750 33.71 0.21 DEC10 400 69.250 33.60 -0.80 104.000 42.13 0.89 MAR11 240 6.250 42.13 -0.11 87.500 40.58 0.85 MAR11 260 9.500 40.58 -0.15 72.250 39.55 0.79 MAR11 280 14.250 39.46 -0.22 58.500 38.64 0.71 MAR11 300 20.500 38.64 -0.29 46.250 37.54 0.63 MAR11 320 28.250 37.54 -0.37 35.750 36.59 0.55 MAR11 340 37.750 36.59 -0.45 27.000 35.59 0.46 MAR11 360 48.750 35.46 -0.54 20.000 34.90 0.38 MAR11 380 61.750 34.90 -0.63 14.250 33.91 0.30 MAR11 400 76.000 33.91 -0.71 +++ M&T Bank Corp (AS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 87.420 +++ ASML Holding NV (ASL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.2050 +++ ASML Holding NV - STND FUT (ASL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.2100 OCT10 V 20.2180 NOV10 X 20.2320 DEC10 Z 20.2450 +++ ASML Holding NV - Amer Phys FLEX Opt (FDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4200 33.98 0.21 17120 2400 0.0300 38.20 0.02 17120 3200 +++ Aspen Insurance Holdings Ltd (ASP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.890 +++ Assa Abloy AB (ASS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 149.3000 +++ Altri SGPS (AT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6000 +++ Atos Origin SA (AT0/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.3000 +++ Atlas Copco AB A shares (ATA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 113.5000 +++ Autogrill SPA (ATG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.1950 +++ Atkins (WS) (ATK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 688.500 +++ Atkins (WS) STND FUT (ATK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 688.760 DEC10 Z 690.020 MAR11 H 691.410 JUN11 M 692.890 +++ Actelion Ltd (ATL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.610 +++ AO Tatneft (ATO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.1200 +++ Atlantia SpA (ATS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.7300 +++ Atlantia SpA - STND FUT (AUT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.7335 OCT10 V 14.7393 NOV10 X 14.7498 DEC10 Z 14.3986 +++ Autonomy Corporation (AUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1570.000 +++ Autonomy Corporation STND FUT (AUC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1570.590 DEC10 Z 1573.470 MAR11 H 1576.630 JUN11 M 1580.010 +++ Grupo Ezentis SA (AVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.5690 +++ Ackermans & Van Haaren (AVH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.2000 +++ Eastman Chemical Co (AW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.890 +++ British Airways PLC (AWS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 209.800 +++ British Airways PLC - STND OPT (AWS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 50.000 45.42 0.99 SEP10 160 0.000 43.27 0.00 40.000 44.12 0.98 SEP10 170 0.250 41.95 -0.02 30.500 43.05 0.93 SEP10 180 0.500 40.64 -0.06 26.000 42.25 0.90 SEP10 185 0.750 39.50 -0.09 21.750 41.99 0.85 SEP10 190 1.500 39.50 -0.14 17.500 40.67 0.78 SEP10 195 2.500 38.77 -0.21 14.000 40.40 0.70 SEP10 200 3.750 38.05 -0.29 10.500 39.08 0.62 SEP10 205 5.250 36.77 -0.38 7.750 37.59 0.52 SEP10 210 7.250 35.52 -0.49 5.500 37.33 0.41 SEP10 215 10.250 35.11 -0.59 3.750 36.79 0.32 SEP10 220 13.500 34.73 -0.70 2.500 36.70 0.23 SEP10 225 17.250 34.01 -0.79 1.500 36.60 0.16 SEP10 230 21.500 34.01 -0.86 1.000 36.50 0.11 SEP10 235 25.750 33.75 -0.91 0.500 36.50 0.07 SEP10 240 31.500 45.01 -0.88 0.000 36.80 0.01 SEP10 260 50.250 34.60 -1.00 0.000 37.90 0.00 SEP10 280 70.250 35.80 -1.00 0.000 40.34 0.00 SEP10 300 90.250 38.45 -1.00 0.000 42.37 0.00 SEP10 310 100.250 39.90 -1.00 0.000 44.35 0.00 SEP10 320 110.250 41.82 -1.00 31.750 36.57 0.89 OCT10 180 1.750 37.62 -0.12 23.250 34.61 0.80 OCT10 190 3.500 36.08 -0.21 19.250 33.49 0.75 OCT10 195 4.750 35.52 -0.26 15.500 32.22 0.68 OCT10 200 6.500 35.22 -0.33 12.250 31.15 0.61 OCT10 205 8.000 34.12 -0.40 9.500 30.87 0.52 OCT10 210 10.250 33.42 -0.48 7.500 30.99 0.44 OCT10 215 13.250 33.46 -0.55 5.750 31.10 0.36 OCT10 220 16.500 33.71 -0.62 4.250 31.10 0.29 OCT10 225 20.000 33.91 -0.69 3.000 31.30 0.23 OCT10 230 24.000 34.26 -0.74 2.250 31.38 0.18 OCT10 235 28.000 34.26 -0.80 1.750 31.52 0.14 OCT10 240 34.000 43.33 -0.78 0.500 32.22 0.04 OCT10 260 50.750 35.94 -0.94 0.000 32.64 0.01 OCT10 280 70.250 36.78 -0.98 26.000 35.28 0.75 NOV10 190 8.750 43.83 -0.28 18.750 33.15 0.65 NOV10 200 11.500 40.48 -0.36 16.000 33.33 0.59 NOV10 205 13.250 38.96 -0.41 13.500 33.53 0.53 NOV10 210 15.500 38.47 -0.46 11.000 32.66 0.47 NOV10 215 18.500 38.78 -0.51 9.250 33.15 0.42 NOV10 220 21.750 39.50 -0.56 7.750 33.05 0.36 NOV10 225 24.750 38.71 -0.61 6.500 33.72 0.32 NOV10 230 28.250 38.88 -0.65 4.500 34.49 0.24 NOV10 240 36.250 40.40 -0.72 1.750 33.68 0.11 NOV10 260 53.250 41.47 -0.83 52.000 38.89 0.92 DEC10 160 2.250 40.75 -0.09 43.500 37.92 0.87 DEC10 170 4.000 40.33 -0.14 35.500 37.07 0.80 DEC10 180 6.250 39.96 -0.21 28.250 36.30 0.73 DEC10 190 9.250 39.74 -0.28 22.000 36.09 0.64 DEC10 200 13.250 39.45 -0.37 16.750 35.98 0.54 DEC10 210 18.000 39.14 -0.45 12.750 36.19 0.45 DEC10 220 23.750 38.78 -0.54 9.500 36.05 0.36 DEC10 230 30.250 38.78 -0.62 7.000 36.25 0.29 DEC10 240 38.250 40.29 -0.69 3.750 37.16 0.18 DEC10 260 54.500 40.28 -0.80 2.250 39.31 0.12 DEC10 280 72.000 38.83 -0.89 0.500 38.09 0.03 DEC10 320 110.500 40.53 -0.97 54.500 36.55 0.87 MAR11 160 6.000 42.09 -0.15 39.250 35.51 0.77 MAR11 180 13.750 45.42 -0.26 32.500 34.94 0.70 MAR11 190 15.500 41.02 -0.31 26.500 34.36 0.63 MAR11 200 20.000 40.87 -0.37 21.500 33.97 0.56 MAR11 210 24.750 40.12 -0.44 17.250 33.73 0.48 MAR11 220 30.000 39.22 -0.50 13.750 33.73 0.41 MAR11 230 36.250 38.67 -0.56 10.750 33.73 0.35 MAR11 240 42.000 36.75 -0.63 4.000 33.99 0.16 MAR11 280 75.750 40.02 -0.79 +++ British Airways plc - STND FUT (BAY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 209.880 DEC10 Z 210.260 MAR11 H 210.690 JUN11 M 211.140 +++ Aker Solutions ASA (AX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 70.4000 +++ Axa SA (AXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.4850 +++ Axa SA - STND FUT (AXA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.4880 OCT10 V 12.4930 NOV10 X 12.5020 DEC10 Z 12.5090 +++ AXA SA - Euro Cash FLEX Opt (CJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0970 43.01 0.15 17090 1396 1.4608 42.97 0.50 17061 1270 2.3155 42.97 -0.50 +++ AXA SA - Amer Phys FLEX Opt (CJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 1200 0.6100 46.39 -0.37 17120 1759 5.1300 34.81 -0.96 17120 2247 9.9850 31.32 -1.00 16091 1300 2.7244 42.22 -0.50 16091 1400 3.3320 40.40 -0.58 0.5500 35.30 0.22 16121 1759 0.5701 33.80 0.23 21122 1900 +++ AXA SA - Euro Phys FLEX Opt (CJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0005 42.51 0.00 17090 1700 4.5098 42.51 -1.00 1.5358 46.61 0.62 17120 1200 1.0149 46.61 -0.38 0.5917 40.64 0.35 17120 1400 2.0648 40.64 -0.65 0.1646 37.05 0.14 17120 1600 3.6317 37.05 -0.86 0.0750 35.81 0.07 17120 1700 4.5392 35.81 -0.93 0.0062 32.84 0.01 17120 1954 7.0027 32.84 -0.99 1.0697 40.95 0.42 17061 1368 2.8961 40.95 -0.58 16121 1563 4.5683 37.73 -0.66 16121 3127 19.0999 39.08 -0.97 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 317.0400 +++ Acergy SA (AY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 97.4000 +++ Azimut Holding SpA (AZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.8800 +++ AstraZeneca plc (AZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3241.000 +++ AstraZeneca plc - STND OPT (AZA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1242.000 44.13 1.00 SEP10 2000 0.000 45.44 0.00 842.000 39.91 1.00 SEP10 2400 0.500 44.85 0.00 642.500 37.19 0.99 SEP10 2600 1.500 40.61 -0.01 444.000 30.34 0.98 SEP10 2800 2.500 31.28 -0.03 346.500 27.70 0.95 SEP10 2900 4.500 27.89 -0.05 251.000 24.66 0.91 SEP10 3000 9.500 25.02 -0.10 164.500 23.26 0.79 SEP10 3100 22.000 23.17 -0.21 89.000 20.73 0.61 SEP10 3200 44.500 20.02 -0.39 35.500 18.78 0.36 SEP10 3300 95.000 19.38 -0.64 12.000 18.82 0.16 SEP10 3400 169.500 18.67 -0.85 1.500 20.86 0.02 SEP10 3600 359.000 18.29 -1.00 0.000 20.83 0.00 SEP10 3800 559.000 18.89 -1.00 645.500 28.44 0.98 OCT10 2600 3.500 30.94 -0.02 452.000 26.14 0.94 OCT10 2800 9.500 26.97 -0.06 270.500 23.22 0.83 OCT10 3000 27.500 23.49 -0.17 188.000 21.38 0.73 OCT10 3100 45.500 21.75 -0.27 121.000 20.44 0.59 OCT10 3200 76.000 20.29 -0.41 66.500 19.02 0.42 OCT10 3300 124.500 19.43 -0.58 33.500 18.52 0.26 OCT10 3400 190.500 18.76 -0.74 6.000 18.09 0.06 OCT10 3600 363.000 18.42 -0.94 1.500 19.68 0.02 OCT10 3800 559.500 20.13 -0.99 468.000 26.00 0.89 NOV10 2800 22.500 26.17 -0.11 294.000 22.87 0.78 NOV10 3000 51.000 23.49 -0.23 218.000 21.74 0.69 NOV10 3100 74.500 22.19 -0.31 156.000 21.16 0.58 NOV10 3200 109.500 21.14 -0.42 102.500 20.29 0.45 NOV10 3300 157.500 20.43 -0.55 64.000 19.69 0.33 NOV10 3400 217.000 19.51 -0.67 20.000 18.96 0.14 NOV10 3600 376.000 19.32 -0.86 5.000 18.73 0.04 NOV10 3800 561.500 19.16 -0.96 1644.500 34.50 1.00 DEC10 1600 1.000 48.90 0.00 1445.500 36.05 1.00 DEC10 1800 1.500 44.55 -0.01 1246.500 35.13 1.00 DEC10 2000 2.500 39.12 -0.01 853.000 30.26 0.97 DEC10 2400 8.000 31.21 -0.03 661.000 27.53 0.94 DEC10 2600 16.500 28.49 -0.07 478.500 25.21 0.87 DEC10 2800 33.500 25.77 -0.13 310.000 22.53 0.76 DEC10 3000 64.500 22.98 -0.25 237.500 21.67 0.67 DEC10 3100 93.000 22.13 -0.33 173.500 20.69 0.57 DEC10 3200 130.500 21.41 -0.43 84.000 20.04 0.36 DEC10 3400 234.000 19.72 -0.64 33.000 19.35 0.18 DEC10 3600 384.500 19.04 -0.83 4.000 19.34 0.03 DEC10 4000 759.000 16.63 -1.00 860.500 29.05 0.96 MAR11 2400 30.000 28.81 -0.09 673.000 26.85 0.91 MAR11 2600 53.000 26.69 -0.15 498.000 25.16 0.84 MAR11 2800 88.000 24.53 -0.24 335.500 22.63 0.73 MAR11 3000 148.000 22.98 -0.37 206.000 21.24 0.57 MAR11 3200 235.500 21.47 -0.52 116.000 20.64 0.40 MAR11 3400 358.000 20.58 -0.67 58.500 20.12 0.24 MAR11 3600 505.500 19.26 -0.81 12.500 19.79 0.07 MAR11 4000 874.000 20.40 -0.94 867.000 29.13 0.94 JUN11 2400 50.500 28.20 -0.12 517.500 25.49 0.81 JUN11 2800 122.000 24.32 -0.26 362.500 23.35 0.70 JUN11 3000 186.000 22.94 -0.37 237.500 21.84 0.56 JUN11 3200 277.000 21.80 -0.50 151.000 21.43 0.41 JUN11 3400 397.500 21.22 -0.63 86.000 20.51 0.28 JUN11 3600 539.000 20.46 -0.75 25.000 19.73 0.10 JUN11 4000 885.500 20.31 -0.90 1452.500 37.15 0.99 DEC11 1800 29.500 33.35 -0.05 1259.000 34.90 0.97 DEC11 2000 40.000 30.16 -0.07 888.000 30.41 0.90 DEC11 2400 91.000 26.77 -0.16 544.500 25.20 0.77 DEC11 2800 195.500 24.42 -0.31 289.500 22.63 0.55 DEC11 3200 363.000 22.05 -0.50 139.000 21.45 0.33 DEC11 3600 617.000 20.54 -0.70 890.500 29.50 0.90 JUN12 2400 142.000 26.00 -0.21 559.500 25.23 0.76 JUN12 2800 270.500 23.88 -0.35 319.500 23.13 0.54 JUN12 3200 473.000 22.71 -0.52 166.500 21.65 0.35 JUN12 3600 768.000 23.82 -0.66 903.000 29.98 0.88 DEC12 2400 178.500 25.22 -0.23 579.000 25.41 0.74 DEC12 2800 305.500 22.60 -0.36 346.500 23.20 0.54 DEC12 3200 518.500 21.91 -0.52 175.000 20.50 0.35 DEC12 3600 810.500 22.81 -0.65 +++ AstraZeneca plc - Euro Cash FLEX Opt (AZJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 8.340 19.11 0.12 17090 3428 +++ AstraZeneca plc - STND FUT (AZN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3242.220 DEC10 Z 3248.170 MAR11 H 3137.820 JUN11 M 3144.540 +++ AstraZeneca plc - Amer Phys FLEX Opt (AZQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.630 19.84 0.06 17090 3500 17120 2200 4.270 35.17 -0.02 122.880 20.36 0.47 17120 3300 711.170 27.81 0.84 16121 2600 136.170 25.60 -0.23 +++ AstraZeneca plc - Euro Phys FLEX Opt (AZX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 2.270 39.12 -0.01 852.760 30.26 0.97 17120 2400 7.690 31.21 -0.03 478.370 25.21 0.87 17120 2800 33.250 25.77 -0.13 172.830 20.69 0.57 17120 3200 122.880 20.36 0.47 17120 3300 3.740 19.34 0.03 17120 4000 529.050 25.41 0.64 21122 2800 298.470 22.60 -0.36 416.050 23.99 0.55 20123 3000 506.450 22.02 -0.47 +++ Bauer AG (BAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.2800 +++ Bank of Ireland (BAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7480 +++ BASF SE (BAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.0250 +++ BASF SE - STND FUT (BAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 42.0349 OCT10 V 42.0514 NOV10 X 42.0814 DEC10 Z 42.1073 +++ BASF SE - Euro Cash FLEX Opt (BJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0770 27.73 0.06 17090 4658 +++ BASF SE - Amer Phys FLEX Opt (BJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 4000 1.0259 31.35 -0.31 16121 4400 7.3985 25.25 -0.61 2.3223 30.62 0.32 16121 5000 +++ BASF SE - Euro Phys FLEX Opt (BJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0377 29.55 0.03 17090 4800 5.9995 29.97 -0.97 17.1664 46.92 0.98 17120 2500 0.1044 50.27 -0.02 4.1066 32.16 0.65 17120 4000 1.9818 32.39 -0.35 1.5553 28.67 0.37 17120 4500 4.4213 28.96 -0.63 17061 3830 3.4290 27.99 -0.41 5.8614 34.57 0.57 16121 4000 5.2526 27.93 -0.45 5.8196 32.80 0.49 20123 4600 12.4966 27.67 -0.56 +++ Banco de Valencia SA (BAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.1700 +++ Societe BIC SA (BB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.4200 +++ BBA Aviation plc (BBA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 175.000 +++ BBA Aviation plc (BBA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 171.400 DEC10 Z 171.710 MAR11 H 172.050 JUN11 M 163.850 +++ Barclays plc - STND FUT (BAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 304.060 DEC10 Z 303.620 MAR11 H 301.730 JUN11 M 301.120 +++ Barclays plc - Euro Cash FLEX Opt (BBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.110 40.00 0.20 17090 331 +++ Barclays PLC (BBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 303.950 +++ Barclays PLC - STND OPT (BBL/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 105.000 97.04 0.97 SEP10 200 0.250 82.76 -0.01 84.500 68.55 0.98 SEP10 220 0.500 71.99 -0.03 65.250 64.65 0.94 SEP10 240 1.000 60.00 -0.05 47.000 59.34 0.87 SEP10 260 3.000 60.00 -0.13 29.750 51.81 0.76 SEP10 280 5.750 51.81 -0.24 22.000 48.04 0.68 SEP10 290 8.000 48.04 -0.32 15.500 44.81 0.57 SEP10 300 11.250 44.81 -0.43 10.000 42.41 0.45 SEP10 310 16.000 42.41 -0.55 6.000 40.28 0.32 SEP10 320 22.000 40.28 -0.68 3.500 40.00 0.22 SEP10 330 29.250 39.34 -0.79 2.000 40.00 0.14 SEP10 340 38.250 41.71 -0.85 1.000 40.00 0.08 SEP10 350 47.000 39.45 -0.92 0.500 40.00 0.05 SEP10 360 56.500 41.31 -0.95 0.250 40.00 0.01 SEP10 380 76.500 47.49 -0.97 0.000 40.00 0.00 SEP10 400 96.250 54.21 -0.98 0.000 40.00 0.00 SEP10 420 116.250 59.92 -0.99 0.000 40.00 0.00 SEP10 440 136.000 62.77 -0.99 0.000 40.00 0.00 SEP10 480 176.000 67.06 -1.00 87.000 66.08 0.93 OCT10 220 3.000 67.75 -0.08 68.750 60.91 0.88 OCT10 240 5.000 62.73 -0.13 50.750 53.13 0.82 OCT10 260 7.500 56.18 -0.19 35.750 50.06 0.71 OCT10 280 12.000 51.16 -0.30 29.000 47.95 0.64 OCT10 290 15.250 49.20 -0.36 22.500 45.73 0.57 OCT10 300 18.750 46.53 -0.43 17.250 43.85 0.49 OCT10 310 23.500 45.33 -0.51 12.250 41.57 0.40 OCT10 320 28.500 42.73 -0.60 9.000 40.94 0.32 OCT10 330 35.500 42.91 -0.67 6.000 39.16 0.24 OCT10 340 42.000 40.04 -0.75 3.750 37.68 0.17 OCT10 350 50.000 38.99 -0.82 2.250 36.23 0.12 OCT10 360 58.250 37.75 -0.87 1.000 36.00 0.05 OCT10 380 76.750 35.80 -0.95 0.250 36.00 0.02 OCT10 400 96.250 37.50 -0.98 0.000 36.00 0.00 OCT10 440 136.000 43.65 -0.99 56.750 55.10 0.77 NOV10 260 13.000 55.51 -0.24 41.750 50.00 0.68 NOV10 280 18.250 50.73 -0.33 35.250 48.38 0.63 NOV10 290 22.000 49.44 -0.38 29.250 46.82 0.57 NOV10 300 25.500 46.88 -0.43 23.500 44.53 0.51 NOV10 310 30.000 45.14 -0.50 18.750 43.39 0.45 NOV10 320 35.250 43.80 -0.56 14.750 42.11 0.38 NOV10 330 41.250 42.57 -0.62 11.250 40.82 0.32 NOV10 340 48.500 42.64 -0.67 6.250 38.95 0.21 NOV10 360 63.000 39.79 -0.79 264.000 87.61 1.00 DEC10 40 0.000 87.61 0.00 256.000 85.17 1.00 DEC10 48 0.000 85.17 0.00 244.000 85.17 1.00 DEC10 60 0.000 85.17 0.00 224.000 84.21 1.00 DEC10 80 0.000 84.21 0.00 216.250 84.21 1.00 DEC10 88 0.000 84.21 0.00 208.250 82.75 1.00 DEC10 96 0.250 82.75 0.00 204.250 81.79 1.00 DEC10 100 0.250 81.79 0.00 184.500 81.02 0.99 DEC10 120 0.500 81.02 -0.01 165.250 78.22 0.98 DEC10 140 1.250 78.22 -0.02 146.250 73.85 0.96 DEC10 160 2.250 73.85 -0.04 128.250 73.19 0.94 DEC10 180 4.500 73.19 -0.07 110.000 68.09 0.91 DEC10 200 6.250 68.09 -0.10 93.000 64.27 0.86 DEC10 220 9.250 64.27 -0.14 76.500 60.38 0.81 DEC10 240 13.000 60.38 -0.19 60.750 55.41 0.75 DEC10 260 17.000 55.41 -0.26 51.250 52.71 0.70 DEC10 273 20.500 52.71 -0.30 46.750 52.00 0.67 DEC10 280 23.000 52.00 -0.34 34.000 48.04 0.57 DEC10 300 30.250 48.04 -0.43 27.250 45.64 0.51 DEC10 312 35.500 45.64 -0.49 23.250 44.50 0.47 DEC10 320 39.500 44.50 -0.54 14.750 41.45 0.36 DEC10 340 51.250 41.45 -0.65 10.750 39.14 0.29 DEC10 351 58.000 39.14 -0.71 8.250 37.94 0.24 DEC10 360 64.500 37.94 -0.76 4.250 35.35 0.15 DEC10 380 80.500 35.35 -0.85 3.500 35.95 0.12 DEC10 390 89.750 35.95 -0.88 0.500 36.37 0.02 DEC10 467 163.750 36.37 -0.98 0.250 36.66 0.02 DEC10 480 177.500 45.30 -0.96 113.500 60.53 0.88 MAR11 200 12.250 63.48 -0.13 81.750 54.44 0.79 MAR11 240 19.750 55.07 -0.22 53.250 47.59 0.66 MAR11 280 32.000 48.97 -0.35 41.500 45.22 0.58 MAR11 300 40.250 46.15 -0.42 31.000 42.44 0.50 MAR11 320 49.250 43.01 -0.51 22.250 40.25 0.41 MAR11 340 60.250 40.37 -0.60 14.750 37.42 0.32 MAR11 360 73.250 38.05 -0.68 6.000 34.23 0.17 MAR11 400 104.250 34.52 -0.83 2.500 33.22 0.08 MAR11 440 140.500 33.73 -0.92 2.500 38.44 0.07 MAR11 480 178.250 30.52 -0.97 117.250 58.56 0.86 JUN11 200 15.750 58.56 -0.15 87.000 52.79 0.77 JUN11 240 25.750 52.79 -0.24 60.500 47.52 0.66 JUN11 280 39.250 47.52 -0.35 48.500 44.95 0.59 JUN11 300 47.250 44.95 -0.42 38.500 42.93 0.52 JUN11 320 57.250 42.93 -0.49 28.000 39.20 0.44 JUN11 340 66.500 39.20 -0.57 22.250 38.89 0.37 JUN11 360 80.750 38.89 -0.63 11.250 35.61 0.23 JUN11 400 109.750 35.61 -0.77 3.000 33.44 0.08 JUN11 480 180.750 32.60 -0.93 264.000 76.20 1.00 DEC11 40 0.250 76.20 0.00 256.000 75.34 1.00 DEC11 48 0.500 75.34 -0.01 244.000 74.06 1.00 DEC11 60 1.250 74.06 -0.01 224.500 72.13 0.99 DEC11 80 2.750 72.13 -0.02 217.000 71.27 0.99 DEC11 88 3.500 71.27 -0.03 209.500 69.88 0.98 DEC11 96 4.250 69.88 -0.03 188.000 67.03 0.96 DEC11 120 7.750 67.03 -0.06 171.000 64.33 0.93 DEC11 140 11.000 64.33 -0.08 154.750 61.62 0.90 DEC11 160 15.000 61.62 -0.11 139.500 59.18 0.87 DEC11 180 19.500 59.18 -0.14 123.000 54.86 0.84 DEC11 200 23.000 54.86 -0.17 93.500 48.74 0.76 DEC11 240 33.250 48.74 -0.25 69.500 45.20 0.66 DEC11 280 49.000 45.20 -0.35 46.500 40.06 0.54 DEC11 320 65.750 40.06 -0.46 37.250 37.99 0.48 DEC11 340 76.250 37.99 -0.53 29.750 36.69 0.41 DEC11 360 88.750 36.69 -0.59 17.750 34.09 0.30 DEC11 400 116.500 34.09 -0.71 5.750 31.00 0.13 DEC11 480 183.500 31.00 -0.88 132.250 57.64 0.83 JUN12 200 34.500 57.64 -0.18 109.000 55.24 0.75 JUN12 240 51.000 55.24 -0.25 84.750 50.02 0.67 JUN12 280 66.000 50.02 -0.33 64.500 46.40 0.58 JUN12 320 85.500 46.40 -0.42 48.000 43.49 0.49 JUN12 360 108.250 43.49 -0.51 35.250 41.50 0.41 JUN12 400 135.000 41.50 -0.60 135.250 54.66 0.82 DEC12 200 38.750 54.66 -0.18 114.750 53.83 0.76 DEC12 240 57.500 53.83 -0.25 93.000 50.08 0.68 DEC12 280 75.000 50.08 -0.32 71.500 45.35 0.60 DEC12 320 92.250 45.35 -0.40 54.000 42.09 0.51 DEC12 360 113.750 42.09 -0.49 38.500 38.69 0.42 DEC12 400 137.250 38.69 -0.58 12.750 29.84 0.21 DEC12 480 189.250 29.84 -0.80 +++ Barclays plc - Amer Phys FLEX Opt (BBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.070 40.00 0.01 17090 385 5.960 36.65 0.19 17120 370 17120 409 107.400 36.05 -0.92 1.230 36.16 0.05 17120 429 17120 487 184.300 45.30 -0.96 16121 273 45.890 45.82 -0.33 16121 340 16121 351 82.690 37.28 -0.56 +++ Barclays plc - Euro Phys FLEX Opt (BBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 300 11.050 44.81 -0.43 0.070 40.00 0.01 17090 385 26.990 45.64 0.51 17120 312 35.340 45.64 -0.49 17120 351 57.800 39.14 -0.71 8.190 37.94 0.24 17120 360 64.430 37.94 -0.76 16121 351 82.450 37.28 -0.56 16121 419 130.470 33.36 -0.75 +++ Banco BPI SA (BBP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.6180 +++ Baywa-Bayerische Warenvermit (BBW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.4750 +++ Balfour Beatty (BBY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 239.300 +++ Balfour Beatty STND FUT (BBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 239.390 DEC10 Z 239.830 MAR11 H 240.310 JUN11 M 240.830 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 96.450 +++ Barratt Developments STND FUT (BDE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 96.490 DEC10 Z 96.660 MAR11 H 96.860 JUN11 M 97.060 +++ Beiersdorf AG (BDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.3500 +++ Benetton Group SpA (BE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3500 +++ Befimmo S.C.A. (BEF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.5400 +++ Bekaert (BEK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 158.8500 +++ Beni Stabili SpA (BEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6240 +++ Banco Espirito Santo SA (BES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4550 +++ Banco Espirito Santo SA - Phys FLEX Fut (YBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16121 3.3654 +++ BTG (BGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 205.600 +++ BTG - STND FUT (BGC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 205.680 DEC10 Z 206.050 MAR11 H 206.470 JUN11 M 206.910 +++ BG Group plc - STND FUT (BG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1066.900 DEC10 Z 1068.860 MAR11 H 1071.000 JUN11 M 1065.530 +++ BG Group plc (BGG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1066.500 +++ BG Group plc - STND OPT (BGG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 227.000 34.86 1.00 SEP10 840 2.500 58.05 -0.04 187.000 35.22 0.99 SEP10 880 2.500 48.75 -0.05 148.500 35.15 0.96 SEP10 920 3.000 40.38 -0.06 113.000 38.29 0.88 SEP10 960 6.500 39.07 -0.13 95.500 37.08 0.84 SEP10 980 8.500 36.53 -0.16 80.500 37.43 0.77 SEP10 1000 13.500 37.62 -0.23 50.000 39.68 0.58 SEP10 1050 32.500 39.10 -0.41 29.500 41.39 0.40 SEP10 1100 62.000 40.81 -0.60 18.500 45.49 0.27 SEP10 1150 101.000 44.89 -0.73 11.500 48.46 0.18 SEP10 1200 144.000 47.94 -0.83 7.500 52.05 0.12 SEP10 1250 190.000 50.98 -0.89 5.000 55.49 0.08 SEP10 1300 237.500 53.14 -0.93 3.500 65.15 0.05 SEP10 1400 334.500 53.95 -0.98 3.000 75.96 0.04 SEP10 1500 433.500 47.86 -1.00 157.500 37.51 0.87 OCT10 920 10.000 37.68 -0.13 125.500 37.58 0.80 OCT10 960 17.000 36.84 -0.20 110.000 36.86 0.76 OCT10 980 23.500 37.60 -0.25 96.500 37.09 0.71 OCT10 1000 29.500 37.45 -0.29 68.000 37.52 0.58 OCT10 1050 51.000 37.84 -0.43 47.500 39.08 0.45 OCT10 1100 79.000 38.30 -0.56 33.000 40.39 0.34 OCT10 1150 114.500 39.68 -0.67 23.500 42.33 0.25 OCT10 1200 154.000 41.03 -0.76 15.500 42.90 0.18 OCT10 1250 197.500 42.76 -0.82 10.500 43.84 0.13 OCT10 1300 243.500 44.76 -0.87 8.500 46.79 0.10 OCT10 1350 291.000 47.02 -0.90 169.500 38.12 0.82 NOV10 920 19.000 36.30 -0.17 138.500 37.00 0.76 NOV10 960 30.000 36.89 -0.24 112.500 36.86 0.68 NOV10 1000 44.500 36.93 -0.32 84.500 36.87 0.57 NOV10 1050 66.500 36.96 -0.43 63.500 37.53 0.47 NOV10 1100 95.000 37.52 -0.53 48.000 38.78 0.38 NOV10 1150 129.500 38.78 -0.62 36.000 39.83 0.31 NOV10 1200 170.500 41.25 -0.69 21.000 42.11 0.19 NOV10 1300 261.500 47.98 -0.77 242.500 39.31 0.89 DEC10 840 11.500 37.15 -0.10 207.500 37.54 0.85 DEC10 880 19.000 37.24 -0.15 175.500 36.50 0.80 DEC10 920 27.000 36.58 -0.20 146.000 35.82 0.74 DEC10 960 39.000 36.54 -0.26 122.000 36.21 0.67 DEC10 1000 53.500 36.41 -0.33 73.000 36.52 0.48 DEC10 1100 103.500 36.23 -0.52 43.500 37.94 0.33 DEC10 1200 173.500 37.29 -0.68 26.000 39.28 0.22 DEC10 1300 262.000 42.04 -0.77 14.500 39.66 0.13 DEC10 1400 351.000 43.52 -0.84 221.000 34.03 0.82 MAR11 880 34.000 35.46 -0.19 168.000 34.52 0.71 MAR11 960 58.500 34.88 -0.29 146.000 34.87 0.65 MAR11 1000 75.000 34.63 -0.35 97.500 34.48 0.51 MAR11 1100 125.500 34.18 -0.49 62.500 34.41 0.38 MAR11 1200 190.500 34.06 -0.63 23.000 33.91 0.18 MAR11 1400 353.500 34.54 -0.82 +++ BG Group plc - Amer Phys FLEX Opt (BGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 700 28.580 36.32 -0.11 88.420 34.24 0.38 16121 1300 +++ Bank BPH (BH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.250 +++ Biogen Idec Inc (BII/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.760 +++ Intesa Sanpaolo SpA - Euro Cash FLEX Opt (BIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1448 40.03 0.44 17120 240 0.2800 40.00 -0.56 +++ Intesa Sanpaolo SpA - STND FUT (BIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.2575 +++ Intesa Sanpaolo SpA - STND FUT (BIN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.2580 OCT10 V 2.2589 NOV10 X 2.2605 DEC10 Z 2.2619 +++ Intesa Sanpaolo SpA - Amer Phys FLEX Opt (BIQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 240 0.2810 40.00 -0.56 0.0284 33.26 0.14 17120 280 0.2197 45.69 0.38 20122 300 +++ Biomerieux (BIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.1200 +++ Boston Properties Inc (BJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.700 +++ Bank Zachodni WBK SA (BK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 187.700 +++ Berkeley Group Holdings (BKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 815.000 +++ Berkeley Group Holdings - STND FUT (BKL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 815.310 DEC10 Z 816.800 MAR11 H 818.440 JUN11 M 820.190 +++ Bankinter SA (BKT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1090 +++ Boliden AB (BL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 83.9000 +++ Boliden AB - Cash FLEX Fut (BLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 83.9433 +++ Belgacom SA (BLG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.2700 +++ BEL 20 Index (BLI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2467.550 +++ British Land Company PLC - STND OPT (BLC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 94.750 37.25 1.00 SEP10 360 0.000 40.50 -0.01 75.000 35.92 0.98 SEP10 380 0.250 36.94 -0.02 55.500 33.25 0.95 SEP10 400 0.750 31.46 -0.04 36.500 27.92 0.88 SEP10 420 1.750 27.64 -0.11 28.000 26.59 0.81 SEP10 430 3.000 25.81 -0.18 20.500 26.66 0.70 SEP10 440 4.750 24.23 -0.28 14.000 25.77 0.58 SEP10 450 8.000 22.93 -0.41 8.750 25.07 0.44 SEP10 460 12.750 21.95 -0.57 5.250 24.57 0.30 SEP10 470 19.250 21.32 -0.73 2.750 24.29 0.19 SEP10 480 27.000 21.13 -0.85 0.250 26.53 0.02 SEP10 520 65.500 24.07 -0.99 0.000 30.23 0.00 SEP10 560 105.500 34.01 -1.00 96.250 32.45 0.95 DEC10 360 3.500 31.65 -0.09 59.500 28.12 0.84 DEC10 400 8.250 27.36 -0.20 43.750 26.74 0.73 DEC10 420 13.000 25.88 -0.30 29.750 24.96 0.61 DEC10 440 20.250 24.81 -0.41 19.250 24.08 0.46 DEC10 460 29.750 23.88 -0.55 12.250 23.80 0.33 DEC10 480 42.750 23.44 -0.67 4.250 23.75 0.15 DEC10 520 75.000 23.13 -0.86 1.750 25.57 0.07 DEC10 560 112.500 23.54 -0.95 64.250 28.92 0.77 MAR11 400 17.000 27.37 -0.27 49.250 26.91 0.68 MAR11 420 23.250 26.21 -0.35 36.500 25.61 0.58 MAR11 440 31.500 25.31 -0.45 26.250 24.82 0.48 MAR11 460 42.000 24.58 -0.54 18.750 24.41 0.38 MAR11 480 54.500 24.15 -0.64 9.250 24.20 0.22 MAR11 520 85.000 23.70 -0.79 4.250 24.30 0.12 MAR11 560 120.500 23.95 -0.89 +++ British Land Co (BLN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 454.600 +++ British Land Co - STND FUT (BLN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 454.770 DEC10 Z 449.100 MAR11 H 443.490 JUN11 M 437.930 +++ British Land Company PLC - Amer Phys FLEX Opt (XBO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 267 8.010 36.18 -0.08 +++ BHP Billiton plc - Euro Cash FLEX Opt (BHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 8.410 31.07 0.13 17090 1929 +++ BHP Billiton - STND FUT (BHP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1769.670 DEC10 Z 1772.920 MAR11 H 1746.210 JUN11 M 1749.950 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.140 33.30 0.00 17090 2200 +++ BHP Billiton plc (BLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1798.000 +++ BHP Billiton plc - STND OPT (BLT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 398.500 49.65 1.00 SEP10 1400 2.000 49.95 -0.02 299.500 45.50 0.98 SEP10 1500 4.000 42.59 -0.05 203.500 41.72 0.92 SEP10 1600 10.500 37.44 -0.13 159.000 40.27 0.86 SEP10 1650 17.500 35.56 -0.20 109.500 31.64 0.82 SEP10 1700 29.000 33.48 -0.30 75.500 32.85 0.66 SEP10 1750 45.500 31.76 -0.43 43.000 29.62 0.49 SEP10 1800 70.000 30.62 -0.58 26.500 31.21 0.33 SEP10 1850 102.000 29.49 -0.72 14.000 31.01 0.20 SEP10 1900 141.000 28.76 -0.84 7.000 31.12 0.12 SEP10 1950 186.000 29.61 -0.90 3.000 30.24 0.05 SEP10 2000 232.000 27.54 -0.96 0.500 31.42 0.01 SEP10 2100 330.500 27.72 -0.99 0.000 33.30 0.00 SEP10 2200 430.500 33.30 -1.00 0.000 41.48 0.00 SEP10 2400 632.000 57.13 -0.98 0.000 47.50 0.00 SEP10 2600 830.500 52.12 -1.00 0.000 52.38 0.00 SEP10 2800 1030.500 63.51 -1.00 301.500 40.65 0.95 OCT10 1500 18.000 41.65 -0.12 210.000 37.43 0.86 OCT10 1600 33.000 38.19 -0.22 132.500 35.32 0.68 OCT10 1700 61.000 35.80 -0.35 100.000 33.97 0.58 OCT10 1750 80.500 34.79 -0.44 73.500 32.91 0.48 OCT10 1800 104.500 33.80 -0.53 52.000 32.16 0.38 OCT10 1850 133.000 32.86 -0.62 35.500 31.38 0.29 OCT10 1900 164.000 31.08 -0.71 24.000 31.21 0.22 OCT10 1950 203.000 30.90 -0.79 15.000 30.34 0.15 OCT10 2000 246.000 31.26 -0.84 5.500 29.76 0.07 OCT10 2100 336.000 30.90 -0.93 2.500 31.18 0.03 OCT10 2200 431.500 28.52 -0.98 0.500 34.58 0.01 OCT10 2400 632.000 39.83 -0.98 312.000 41.00 0.87 NOV10 1500 35.500 40.77 -0.17 231.000 38.74 0.76 NOV10 1600 57.000 38.42 -0.26 161.000 36.55 0.63 NOV10 1700 88.500 36.32 -0.37 131.500 35.42 0.56 NOV10 1750 108.500 35.15 -0.44 103.000 33.87 0.50 NOV10 1800 132.000 34.07 -0.51 82.000 33.56 0.43 NOV10 1850 159.500 33.37 -0.58 64.000 33.10 0.36 NOV10 1900 190.500 32.65 -0.64 35.500 31.95 0.24 NOV10 2000 264.500 32.27 -0.76 9.500 30.73 0.08 NOV10 2200 438.000 30.77 -0.92 1158.000 77.24 1.00 DEC10 640 0.000 63.60 0.00 1078.000 75.40 1.00 DEC10 720 0.500 62.86 0.00 998.000 72.08 1.00 DEC10 800 1.500 61.02 -0.01 918.000 68.39 1.00 DEC10 880 2.500 59.14 -0.01 838.500 62.62 1.00 DEC10 960 4.000 57.12 -0.02 798.500 59.67 1.00 DEC10 1000 5.500 56.21 -0.02 599.000 47.82 0.99 DEC10 1200 13.500 48.96 -0.06 408.000 42.87 0.91 DEC10 1400 33.000 43.41 -0.14 247.000 38.70 0.72 DEC10 1600 75.500 39.11 -0.28 180.500 36.84 0.62 DEC10 1700 108.500 37.02 -0.38 124.000 34.63 0.51 DEC10 1800 153.500 35.14 -0.49 81.500 33.38 0.39 DEC10 1900 211.500 34.19 -0.61 52.500 32.78 0.28 DEC10 2000 278.500 32.45 -0.72 18.000 31.50 0.13 DEC10 2200 445.500 31.54 -0.88 5.500 30.79 0.05 DEC10 2400 633.500 30.85 -0.96 1.500 30.54 0.01 DEC10 2600 830.500 29.24 -1.00 0.500 29.57 0.00 DEC10 2800 1030.500 35.92 -0.99 431.000 41.86 0.83 MAR11 1400 66.500 41.19 -0.19 286.000 38.58 0.70 MAR11 1600 121.500 37.28 -0.33 218.500 36.00 0.62 MAR11 1700 159.500 35.43 -0.41 165.000 34.68 0.53 MAR11 1800 207.000 33.95 -0.50 121.500 33.67 0.44 MAR11 1900 265.000 32.89 -0.59 86.500 32.65 0.35 MAR11 2000 335.500 32.72 -0.67 40.500 31.32 0.20 MAR11 2200 489.000 30.77 -0.81 18.000 30.54 0.10 MAR11 2400 666.000 29.24 -0.91 7.000 29.75 0.05 MAR11 2600 855.000 27.47 -0.97 2.500 29.00 0.02 MAR11 2800 1050.000 36.55 -0.94 799.500 49.73 0.99 JUN11 1000 26.000 48.08 -0.07 615.000 45.40 0.90 JUN11 1200 50.000 43.55 -0.12 450.000 40.89 0.80 JUN11 1400 89.500 39.85 -0.21 312.500 38.05 0.68 JUN11 1600 153.000 36.87 -0.33 248.500 35.85 0.61 JUN11 1700 192.500 35.19 -0.40 197.000 34.65 0.54 JUN11 1800 241.000 33.97 -0.48 154.500 33.86 0.46 JUN11 1900 298.500 33.02 -0.55 118.500 33.03 0.39 JUN11 2000 363.500 32.33 -0.63 66.000 31.67 0.26 JUN11 2200 514.500 31.53 -0.75 35.500 30.80 0.16 JUN11 2400 683.500 30.54 -0.85 9.000 29.72 0.05 JUN11 2800 1052.000 24.60 -0.98 850.500 53.47 0.93 DEC11 960 40.000 44.80 -0.08 812.000 51.00 0.92 DEC11 1000 58.500 48.01 -0.10 637.500 44.46 0.86 DEC11 1200 94.500 43.46 -0.16 500.500 43.35 0.77 DEC11 1400 159.500 42.17 -0.25 385.500 42.00 0.67 DEC11 1600 247.500 41.07 -0.35 304.500 42.50 0.57 DEC11 1800 357.000 40.37 -0.44 227.000 41.17 0.48 DEC11 2000 486.000 39.99 -0.54 124.000 39.64 0.31 DEC11 2400 795.000 40.29 -0.69 66.000 38.59 0.19 DEC11 2800 1121.000 37.00 -0.83 420.500 41.50 0.67 JUN12 1600 350.500 46.77 -0.34 341.500 41.65 0.58 JUN12 1800 424.500 41.33 -0.43 273.000 41.19 0.50 JUN12 2000 555.000 40.95 -0.51 177.000 40.92 0.37 JUN12 2400 853.500 40.58 -0.64 516.000 37.93 0.76 DEC12 1400 272.500 44.44 -0.27 446.000 41.00 0.67 DEC12 1600 370.000 43.07 -0.34 380.000 42.00 0.60 DEC12 1800 487.000 42.37 -0.41 327.000 42.82 0.54 DEC12 2000 618.500 41.99 -0.48 227.500 42.31 0.42 DEC12 2400 905.500 40.90 -0.60 165.000 42.42 0.33 DEC12 2800 1218.000 39.00 -0.71 +++ Bolsas y Mercados Espanoles (BME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.6700 +++ Koninklijke BAM Groep NV (BMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.8440 +++ Koninklijke BAM Groep NV - Cash FLEX Fut (KPD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 3.8452 +++ BMW AG - PFD (BMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.6700 +++ Bayerische Motoren Werke (BMW) AG (BMW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.7600 +++ Bayerische Motoren Werke (BMW) AG - STND FUT (BMW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.7698 OCT10 V 41.7863 NOV10 X 41.8160 DEC10 Z 41.8418 +++ Danone - Euro Cash FLEX Opt (BKJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2333 20.29 0.20 17090 4440 +++ Danone - Euro Phys FLEX Opt (BKX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.1150 23.82 0.51 17120 4300 2.3963 23.82 -0.49 +++ Danone (BN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.5900 +++ Danone - STND FUT (BN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 42.6000 OCT10 V 42.6170 NOV10 X 42.6470 DEC10 Z 42.6730 +++ BNP Paribas - Euro Cash FLEX Opt (BNJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1692 36.75 0.09 17090 5632 +++ BNP Paribas SA (BNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.7450 +++ BNP Paribas SA - STND FUT (BNP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 49.7570 OCT10 V 49.7760 NOV10 X 49.8120 DEC10 Z 49.8420 +++ BNP Paribas - Amer Phys FLEX Opt (BNQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4400 0.5100 50.85 -0.14 21.1559 67.77 0.95 17120 2916 0.4841 67.77 -0.05 17120 6220 13.0000 33.74 -0.87 +++ BNP Paribas - Euro Phys FLEX Opt (BNX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.2606 37.66 0.36 17120 5500 7.3510 37.66 -0.64 +++ Beneteau (BNT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.6600 +++ Bunzl (BNZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 702.000 +++ Bunzl - STND FUT (BNZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 702.260 DEC10 Z 703.550 MAR11 H 704.960 JUN11 M 706.470 +++ Bank of Ireland (BO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7480 +++ Bank of America Corp (BOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.630 +++ Boeing Company (BOE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.040 +++ Boskalis Westminster (BOS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.3200 +++ Bodycote plc (BOY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 221.400 +++ Bodycote plc - STND FUT (BOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 221.480 DEC10 Z 221.890 MAR11 H 222.330 JUN11 M 222.810 +++ BP PLC (BP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 379.650 +++ BP PLC - STND OPT (BP /O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 179.750 70.15 1.00 SEP10 200 0.000 78.77 0.00 159.750 62.65 1.00 SEP10 220 0.000 72.06 0.00 139.750 58.25 1.00 SEP10 240 0.000 68.61 0.00 119.750 54.36 1.00 SEP10 260 0.000 63.08 -0.01 99.750 50.77 0.99 SEP10 280 0.250 56.87 -0.01 80.000 47.56 0.98 SEP10 300 0.500 52.15 -0.03 60.750 45.20 0.95 SEP10 320 1.250 48.00 -0.06 42.500 41.69 0.87 SEP10 340 2.750 42.24 -0.13 26.000 38.45 0.73 SEP10 360 6.250 38.65 -0.27 19.250 37.32 0.63 SEP10 370 9.250 37.01 -0.37 13.000 35.19 0.51 SEP10 380 13.500 36.10 -0.48 8.250 33.60 0.39 SEP10 390 18.500 33.97 -0.61 5.750 35.18 0.29 SEP10 400 25.000 32.29 -0.73 3.250 34.10 0.19 SEP10 410 32.500 29.88 -0.84 1.750 33.79 0.12 SEP10 420 41.250 29.21 -0.92 0.750 30.88 0.05 SEP10 430 50.750 29.04 -0.96 0.250 30.67 0.03 SEP10 440 60.500 27.33 -0.99 0.250 34.26 0.01 SEP10 460 80.250 25.32 -1.00 0.000 36.24 0.00 SEP10 480 100.250 29.37 -1.00 0.000 34.57 0.00 SEP10 500 120.250 30.21 -1.00 0.000 35.01 0.00 SEP10 520 140.250 30.21 -1.00 0.000 36.59 0.00 SEP10 560 180.250 31.73 -1.00 0.000 40.29 0.00 SEP10 600 220.250 35.00 -1.00 0.000 39.65 0.00 SEP10 640 260.250 36.32 -1.00 0.000 40.53 0.00 SEP10 680 300.250 41.37 -1.00 0.000 39.90 0.00 SEP10 720 340.250 42.59 -1.00 64.750 46.16 0.86 OCT10 320 4.750 45.82 -0.13 48.000 42.30 0.79 OCT10 340 7.500 41.56 -0.21 33.000 39.58 0.67 OCT10 360 12.750 38.94 -0.33 26.250 37.97 0.60 OCT10 370 16.250 37.83 -0.40 20.750 37.18 0.53 OCT10 380 20.000 35.93 -0.47 16.250 36.63 0.45 OCT10 390 25.500 35.40 -0.55 12.250 35.91 0.37 OCT10 400 31.500 34.87 -0.63 8.750 34.80 0.30 OCT10 410 38.750 35.16 -0.70 6.500 35.21 0.24 OCT10 420 46.500 34.75 -0.76 4.750 34.73 0.18 OCT10 430 54.250 33.83 -0.83 3.250 34.80 0.14 OCT10 440 63.000 33.58 -0.87 1.750 35.29 0.08 OCT10 460 81.250 32.68 -0.94 1.000 36.38 0.05 OCT10 480 100.750 32.95 -0.97 0.500 38.03 0.03 OCT10 500 120.500 33.21 -0.99 0.250 42.88 0.02 OCT10 540 160.250 33.06 -1.00 0.250 46.02 0.01 OCT10 560 180.250 32.93 -1.00 68.750 44.02 0.82 NOV10 320 8.250 43.21 -0.18 53.000 41.15 0.75 NOV10 340 12.500 40.84 -0.25 39.500 39.59 0.65 NOV10 360 19.000 39.17 -0.35 33.250 38.53 0.60 NOV10 370 22.500 37.89 -0.40 27.750 37.98 0.54 NOV10 380 27.000 37.36 -0.46 22.750 37.05 0.48 NOV10 390 32.250 36.63 -0.52 18.750 36.70 0.42 NOV10 400 37.500 35.38 -0.58 11.750 35.26 0.31 NOV10 420 51.250 34.91 -0.70 7.250 34.73 0.22 NOV10 440 67.000 34.52 -0.79 181.750 65.68 0.97 DEC10 200 2.000 69.75 -0.03 143.250 56.50 0.95 DEC10 240 3.000 56.87 -0.05 124.500 52.57 0.93 DEC10 260 3.750 51.50 -0.07 106.250 49.39 0.90 DEC10 280 6.000 49.56 -0.11 88.750 46.37 0.85 DEC10 300 8.250 46.07 -0.15 71.750 43.08 0.80 DEC10 320 11.250 42.88 -0.20 57.000 41.31 0.73 DEC10 340 16.250 40.72 -0.27 43.750 39.74 0.64 DEC10 360 22.500 38.58 -0.36 32.250 38.00 0.54 DEC10 380 30.750 37.01 -0.46 22.750 36.49 0.44 DEC10 400 41.750 35.96 -0.56 15.250 35.18 0.34 DEC10 420 56.000 36.66 -0.65 10.250 34.62 0.26 DEC10 440 69.500 34.28 -0.75 6.750 34.41 0.18 DEC10 460 85.750 33.53 -0.83 4.250 34.08 0.13 DEC10 480 103.500 33.15 -0.88 3.000 34.65 0.09 DEC10 500 121.750 32.10 -0.93 1.750 34.21 0.06 DEC10 520 140.750 30.71 -0.97 0.750 34.98 0.03 DEC10 560 180.250 30.68 -1.00 0.500 36.36 0.02 DEC10 600 220.250 29.86 -1.00 0.250 38.23 0.01 DEC10 640 260.250 29.13 -1.00 0.250 40.65 0.01 DEC10 680 300.250 28.45 -1.00 0.250 43.39 0.01 DEC10 720 340.250 27.81 -1.00 183.750 60.33 0.96 MAR11 200 5.500 63.83 -0.06 146.750 53.32 0.92 MAR11 240 6.500 51.23 -0.08 111.750 47.47 0.86 MAR11 280 11.250 45.42 -0.15 80.000 42.58 0.76 MAR11 320 19.500 40.94 -0.24 65.500 40.58 0.70 MAR11 340 25.250 39.13 -0.30 53.250 39.31 0.63 MAR11 360 32.750 37.66 -0.38 42.000 37.89 0.56 MAR11 380 41.500 36.21 -0.45 32.500 36.53 0.48 MAR11 400 52.000 34.95 -0.53 24.750 35.66 0.40 MAR11 420 63.500 33.13 -0.62 17.500 34.02 0.32 MAR11 440 77.750 32.59 -0.69 12.750 33.33 0.26 MAR11 460 92.750 31.56 -0.76 9.250 33.05 0.20 MAR11 480 109.000 30.48 -0.83 5.000 33.03 0.12 MAR11 520 144.250 28.45 -0.92 2.500 32.47 0.07 MAR11 560 182.500 27.92 -0.96 1.500 32.99 0.04 MAR11 600 221.500 27.21 -0.99 0.750 33.82 0.03 MAR11 640 261.250 26.50 -1.00 0.500 35.02 0.02 MAR11 680 301.000 26.50 -1.00 0.500 36.54 0.01 MAR11 720 340.750 27.07 -1.00 186.250 59.77 0.94 JUN11 200 5.750 53.74 -0.06 149.250 50.82 0.90 JUN11 240 9.750 47.92 -0.10 114.500 44.58 0.84 JUN11 280 16.000 43.21 -0.17 84.250 40.87 0.75 JUN11 320 26.250 39.97 -0.26 58.750 37.88 0.63 JUN11 360 41.000 36.97 -0.38 48.500 37.06 0.56 JUN11 380 50.250 35.92 -0.45 38.500 35.72 0.49 JUN11 400 61.250 35.04 -0.52 30.750 34.86 0.43 JUN11 420 72.750 33.76 -0.59 24.250 34.16 0.36 JUN11 440 85.750 32.54 -0.65 18.500 33.21 0.30 JUN11 460 100.250 31.80 -0.71 14.500 32.91 0.25 JUN11 480 116.250 31.22 -0.77 4.750 31.68 0.10 JUN11 560 186.000 28.22 -0.93 2.750 31.74 0.07 JUN11 600 224.500 27.84 -0.96 1.750 31.93 0.04 JUN11 640 263.250 26.34 -0.98 0.750 32.26 0.02 JUN11 720 342.500 24.91 -1.00 186.750 53.80 0.93 DEC11 200 11.500 50.86 -0.09 152.750 49.34 0.88 DEC11 240 17.750 45.85 -0.14 121.250 45.12 0.81 DEC11 280 25.000 40.58 -0.21 92.750 41.42 0.73 DEC11 320 41.000 40.19 -0.30 68.750 38.63 0.63 DEC11 360 57.000 37.30 -0.40 49.000 36.34 0.52 DEC11 400 78.000 35.25 -0.50 33.500 34.24 0.41 DEC11 440 101.500 32.54 -0.62 22.750 33.15 0.31 DEC11 480 129.250 30.42 -0.73 9.500 31.34 0.16 DEC11 560 198.250 29.67 -0.86 4.000 30.85 0.08 DEC11 640 272.250 28.43 -0.94 1.500 29.70 0.03 DEC11 720 349.500 27.26 -0.98 156.500 49.66 0.87 JUN12 240 29.250 48.51 -0.17 99.250 41.66 0.72 JUN12 320 53.500 41.01 -0.31 75.250 38.42 0.63 JUN12 360 68.750 37.23 -0.40 55.000 35.66 0.53 JUN12 400 88.250 34.29 -0.49 41.000 34.45 0.44 JUN12 440 111.000 31.58 -0.60 30.250 33.66 0.35 JUN12 480 139.250 30.16 -0.69 158.000 48.19 0.86 DEC12 240 31.750 44.16 -0.18 129.750 44.58 0.79 DEC12 280 48.750 43.89 -0.24 103.500 41.00 0.72 DEC12 320 62.000 39.92 -0.31 80.000 37.71 0.63 DEC12 360 77.750 36.40 -0.40 60.250 35.13 0.54 DEC12 400 97.000 33.58 -0.49 45.250 33.55 0.45 DEC12 440 118.750 30.62 -0.58 32.000 31.49 0.36 DEC12 480 145.250 28.65 -0.68 15.500 28.88 0.22 DEC12 560 208.000 26.15 -0.83 7.750 27.88 0.12 DEC12 640 275.750 18.27 -0.98 4.250 27.71 0.07 DEC12 720 353.500 21.94 -0.97 +++ BP PLC - STND FUT (BPA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 379.790 DEC10 Z 380.490 MAR11 H 378.250 JUN11 M 376.060 +++ BP plc - Amer Phys FLEX Opt (BPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 460 0.930 34.78 0.03 17120 550 170.390 30.69 -0.99 0.540 35.67 0.02 17120 580 200.350 30.27 -1.00 0.210 38.84 0.01 17120 650 270.350 28.96 -1.00 6.830 33.04 0.16 18031 500 8.370 32.30 0.17 17061 520 24.860 33.42 0.33 16121 470 10.680 31.57 0.18 16121 550 6.370 31.09 0.12 16121 600 234.160 29.05 -0.91 2.000 29.99 0.04 16121 700 21122 180 12.810 44.16 -0.09 10.980 28.38 0.17 21122 600 239.200 22.21 -0.91 2.300 27.71 0.04 21122 800 +++ BP plc - Euro Phys FLEX Opt (BPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 260 3.710 51.50 -0.07 22.570 36.49 0.44 17120 400 41.590 35.96 -0.56 10.170 34.62 0.25 17120 440 69.300 34.28 -0.75 6.710 34.41 0.18 17120 460 85.520 33.53 -0.82 4.250 34.08 0.13 17120 480 103.100 33.15 -0.88 2.910 34.65 0.09 17120 500 121.270 32.10 -0.93 0.380 36.36 0.01 17120 600 219.060 29.86 -1.00 0.210 38.84 0.01 17120 650 268.890 28.96 -1.00 0.160 42.02 0.01 17120 700 318.770 28.13 -1.00 10.530 31.57 0.17 16121 550 188.060 29.76 -0.84 9.470 31.34 0.16 16121 560 196.970 29.67 -0.86 9.010 28.13 0.14 21122 620 255.190 20.24 -0.95 +++ Unione Di Banche Italiane Scrl (BPL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.1950 +++ Banca Popolare di Milano (BPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4175 +++ Banca Monte dei Paschi di Siena SpA (BPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.9555 +++ Banca Monte dei Paschi Siena - Euro Phys FLEX Opt (EVX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 140 0.4449 72.09 -0.98 17090 145 0.4945 71.54 -0.99 17090 150 0.5443 71.54 -0.99 17120 140 0.4403 16.00 -1.00 17120 145 0.4902 16.00 -1.00 18031 130 0.3407 24.29 -0.94 18031 150 0.5355 16.00 -1.00 +++ Banco Popolare Scrl (BPV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4125 +++ Banco Popolare Scrl - STND FUT (BPV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.4135 OCT10 V 4.4153 NOV10 X 4.4184 DEC10 Z 4.4211 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 13.550 +++ Burberry Group (BRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 846.500 +++ Burberry Group - STND FUT (BRB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 846.820 DEC10 Z 848.370 MAR11 H 850.070 JUN11 M 851.890 +++ Brit Insurance Holdings NV (BRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 962.000 +++ Brit Insurance Holdings NV - STND FUT (BRE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 962.360 DEC10 Z 964.130 MAR11 H 966.060 JUN11 M 968.130 +++ Barrick Gold Corp (BRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.250 +++ Brembo SpA (BRM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.7050 +++ Brisa Autoestradas de Portugal SA (BRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.9000 +++ Invensys PLC (BRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 230.200 +++ Invensys PLC - STND OPT (BRT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 22.000 37.73 0.85 SEP10 210 1.500 36.03 -0.14 14.000 35.36 0.72 SEP10 220 3.500 34.76 -0.28 10.750 34.84 0.62 SEP10 225 5.000 33.22 -0.37 8.250 35.58 0.52 SEP10 230 7.750 35.09 -0.48 6.000 35.30 0.42 SEP10 235 10.500 34.59 -0.58 4.250 35.46 0.33 SEP10 240 13.750 34.43 -0.67 2.500 33.43 0.24 SEP10 245 17.000 31.34 -0.78 1.500 32.27 0.16 SEP10 250 21.250 33.20 -0.84 0.500 32.68 0.07 SEP10 260 30.500 34.19 -0.92 0.250 32.42 0.02 SEP10 270 40.000 36.42 -0.96 0.000 32.32 0.01 SEP10 280 49.750 35.25 -0.99 0.000 31.38 0.00 SEP10 290 59.750 38.75 -0.99 0.000 31.38 0.00 SEP10 300 69.750 39.89 -1.00 0.000 32.93 0.00 SEP10 310 79.750 42.91 -1.00 0.000 34.47 0.00 SEP10 320 89.750 44.05 -1.00 0.000 34.47 0.00 SEP10 340 109.750 45.56 -1.00 0.000 33.44 0.00 SEP10 360 129.750 46.69 -1.00 0.000 36.21 0.00 SEP10 400 169.750 48.96 -1.00 36.500 37.44 0.79 DEC10 200 7.000 37.87 -0.23 23.500 37.22 0.63 DEC10 220 13.250 35.10 -0.38 18.500 36.91 0.54 DEC10 230 17.750 34.23 -0.47 13.750 35.83 0.45 DEC10 240 23.750 34.11 -0.56 7.500 34.95 0.29 DEC10 260 37.500 33.52 -0.72 3.750 34.66 0.17 DEC10 280 54.000 32.49 -0.85 1.750 34.09 0.09 DEC10 300 72.250 32.28 -0.92 1.000 35.12 0.05 DEC10 320 91.250 30.54 -0.97 0.500 36.48 0.03 DEC10 340 111.000 30.26 -0.99 0.250 36.80 0.02 DEC10 360 130.750 29.10 -1.00 0.000 37.76 0.01 DEC10 400 170.750 30.07 -1.00 41.750 38.00 0.74 MAR11 200 11.500 36.65 -0.26 29.000 35.83 0.62 MAR11 220 18.750 34.71 -0.38 23.750 35.07 0.55 MAR11 230 23.250 33.90 -0.45 19.250 34.47 0.48 MAR11 240 28.500 33.15 -0.52 12.500 34.18 0.36 MAR11 260 42.000 32.63 -0.65 7.500 33.37 0.25 MAR11 280 57.250 32.04 -0.77 5.000 33.85 0.18 MAR11 300 74.500 31.68 -0.85 2.750 33.30 0.11 MAR11 320 92.500 30.37 -0.92 1.000 33.11 0.04 MAR11 360 131.000 27.53 -0.99 +++ Invensys plc - STND FUT (ISY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 230.290 DEC10 Z 229.210 MAR11 H 229.670 JUN11 M 230.160 +++ British Sky Broadcasting Group plc (BSK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 708.000 +++ British Sky Broadcasting Group plc - STND OPT (BSK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 268.250 45.31 1.00 SEP10 440 0.000 45.14 0.00 228.250 42.77 1.00 SEP10 480 0.000 43.32 0.00 188.250 41.32 1.00 SEP10 520 0.000 38.99 0.00 148.250 35.82 1.00 SEP10 560 0.000 33.18 0.00 108.250 28.25 0.99 SEP10 600 0.000 26.04 0.00 68.500 18.23 0.99 SEP10 640 0.250 19.78 -0.02 30.000 14.98 0.87 SEP10 680 1.750 14.79 -0.13 4.500 13.10 0.31 SEP10 720 15.250 11.72 -0.71 0.000 10.52 0.01 SEP10 750 42.000 11.76 -0.98 0.000 10.93 0.00 SEP10 760 52.000 11.76 -1.00 428.250 41.08 1.00 DEC10 280 0.000 42.43 0.00 388.250 39.79 1.00 DEC10 320 0.000 40.84 0.00 348.250 37.91 1.00 DEC10 360 0.000 38.62 0.00 308.500 36.29 1.00 DEC10 400 0.000 36.39 0.00 268.500 34.26 1.00 DEC10 440 0.250 33.23 0.00 228.500 32.01 1.00 DEC10 480 0.500 30.98 -0.01 188.750 27.15 1.00 DEC10 520 1.250 28.85 -0.03 149.000 25.15 0.98 DEC10 560 1.750 24.37 -0.04 109.000 19.13 0.98 DEC10 600 3.500 20.88 -0.09 69.750 14.87 0.95 DEC10 640 7.000 17.96 -0.18 34.750 13.53 0.75 DEC10 680 14.750 14.84 -0.36 8.750 10.60 0.36 DEC10 720 31.250 11.47 -0.68 268.500 33.03 1.00 MAR11 440 0.750 29.22 -0.01 228.750 28.66 1.00 MAR11 480 1.250 26.90 -0.02 189.000 26.02 0.99 MAR11 520 2.250 24.08 -0.04 150.000 24.08 0.96 MAR11 560 4.750 22.62 -0.08 113.500 22.94 0.89 MAR11 600 9.000 21.08 -0.15 80.500 21.76 0.77 MAR11 640 17.000 20.05 -0.25 53.000 20.58 0.62 MAR11 680 30.250 19.06 -0.40 31.250 19.22 0.45 MAR11 720 49.250 17.90 -0.56 309.000 41.21 0.99 JUN11 400 2.500 34.74 -0.03 269.000 35.87 0.99 JUN11 440 5.000 34.00 -0.05 229.500 31.93 0.98 JUN11 480 8.000 32.28 -0.08 153.000 26.13 0.91 JUN11 560 14.750 26.28 -0.15 85.250 22.03 0.73 JUN11 640 30.750 22.19 -0.31 44.500 22.42 0.48 JUN11 720 73.000 23.13 -0.54 349.250 44.27 0.99 DEC11 360 4.750 35.50 -0.04 310.250 41.04 0.97 DEC11 400 8.500 34.95 -0.06 272.000 37.72 0.95 DEC11 440 11.250 32.35 -0.08 232.750 32.80 0.93 DEC11 480 13.500 29.06 -0.11 161.250 27.78 0.83 DEC11 560 25.250 25.23 -0.20 102.500 24.92 0.68 DEC11 640 46.500 22.21 -0.35 64.750 24.92 0.50 DEC11 720 89.000 22.08 -0.53 244.000 34.20 0.86 DEC12 480 24.750 26.66 -0.15 181.250 30.11 0.77 DEC12 560 41.250 23.72 -0.24 126.500 26.79 0.66 DEC12 640 65.500 21.01 -0.37 81.500 24.03 0.52 DEC12 720 106.750 20.20 -0.52 +++ British Sky Broadcasting Group plc - STND FUT (BSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 708.270 DEC10 Z 698.050 MAR11 H 699.450 +++ BB&T Corp (BTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.520 +++ BT Group plc (BTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 134.200 +++ BT Group plc - STND OPT (BTG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 38.500 74.68 0.97 SEP10 96 0.250 70.51 -0.02 34.500 67.45 0.97 SEP10 100 0.250 63.76 -0.02 24.750 53.59 0.94 SEP10 110 0.250 49.14 -0.04 15.000 41.07 0.88 SEP10 120 0.750 38.60 -0.11 10.750 37.63 0.79 SEP10 125 1.250 35.90 -0.20 6.750 33.35 0.67 SEP10 130 2.000 29.20 -0.31 4.000 32.14 0.49 SEP10 135 4.250 29.78 -0.52 2.000 30.99 0.30 SEP10 140 7.500 28.80 -0.71 0.750 30.77 0.16 SEP10 145 11.500 30.03 -0.84 0.250 30.83 0.08 SEP10 150 16.250 32.33 -0.92 0.000 32.29 0.01 SEP10 160 26.000 38.12 -0.97 0.000 35.66 0.00 SEP10 170 36.000 48.76 -0.97 0.000 41.35 0.00 SEP10 180 46.000 58.42 -0.98 25.000 40.76 0.92 OCT10 110 1.000 41.92 -0.09 16.000 35.24 0.82 OCT10 120 2.000 37.00 -0.19 12.250 34.02 0.74 OCT10 125 3.000 34.52 -0.27 8.750 32.42 0.63 OCT10 130 4.250 32.13 -0.37 6.000 31.45 0.51 OCT10 135 6.750 31.71 -0.49 3.750 30.01 0.38 OCT10 140 9.250 29.88 -0.63 2.000 28.29 0.25 OCT10 145 13.000 30.73 -0.73 1.000 28.29 0.16 OCT10 150 17.000 30.19 -0.83 0.250 29.62 0.06 OCT10 160 26.250 31.16 -0.93 0.250 34.65 0.04 OCT10 170 36.000 36.77 -0.96 26.250 40.04 0.87 NOV10 110 1.750 40.31 -0.13 18.000 36.82 0.77 NOV10 120 3.500 36.99 -0.23 14.500 36.10 0.69 NOV10 125 4.750 35.16 -0.30 11.000 33.67 0.61 NOV10 130 6.500 33.91 -0.39 8.250 32.69 0.52 NOV10 135 8.500 31.96 -0.48 5.750 31.13 0.42 NOV10 140 11.500 31.49 -0.58 2.500 29.11 0.24 NOV10 150 18.250 30.15 -0.75 1.250 29.64 0.13 NOV10 160 26.750 30.03 -0.88 70.750 73.07 0.98 DEC10 64 0.250 63.21 -0.01 63.250 68.58 0.97 DEC10 72 0.250 57.47 -0.02 55.250 61.50 0.95 DEC10 80 0.500 51.93 -0.03 47.500 54.89 0.94 DEC10 88 0.750 48.56 -0.04 40.000 49.02 0.92 DEC10 96 1.250 45.41 -0.07 36.250 47.02 0.90 DEC10 100 1.500 42.67 -0.09 27.250 40.41 0.84 DEC10 110 2.750 39.59 -0.15 18.750 35.11 0.75 DEC10 120 4.500 36.15 -0.25 12.000 33.11 0.61 DEC10 130 7.750 33.51 -0.39 6.750 30.73 0.44 DEC10 140 12.500 31.08 -0.56 4.000 30.95 0.29 DEC10 150 18.750 28.17 -0.73 1.750 29.05 0.16 DEC10 160 26.750 26.19 -0.88 0.500 29.60 0.04 DEC10 180 46.000 31.23 -0.95 0.000 31.02 0.01 DEC10 200 65.750 27.88 -1.00 0.000 35.22 0.01 DEC10 220 85.750 34.02 -1.00 0.000 36.79 0.00 DEC10 240 105.750 42.27 -1.00 40.250 43.13 0.90 MAR11 96 2.750 41.73 -0.12 37.000 41.97 0.88 MAR11 100 3.250 40.37 -0.14 30.000 44.65 0.79 MAR11 110 5.250 37.56 -0.21 20.500 34.75 0.72 MAR11 120 8.000 35.04 -0.31 14.500 33.37 0.60 MAR11 130 12.000 33.43 -0.42 9.250 31.28 0.46 MAR11 140 17.250 31.96 -0.55 5.750 30.36 0.34 MAR11 150 23.250 29.86 -0.68 3.500 29.43 0.23 MAR11 160 31.000 28.76 -0.79 1.000 27.95 0.09 MAR11 180 48.500 25.69 -0.94 41.500 41.68 0.87 JUN11 96 4.000 40.03 -0.14 38.250 41.11 0.85 JUN11 100 4.750 38.90 -0.16 22.500 33.91 0.70 JUN11 120 10.000 34.39 -0.32 17.000 33.46 0.59 JUN11 130 14.500 33.48 -0.42 12.000 32.09 0.49 JUN11 140 19.500 32.00 -0.52 8.250 30.40 0.38 JUN11 150 25.750 30.64 -0.63 5.250 29.45 0.28 JUN11 160 32.750 29.33 -0.73 2.250 28.55 0.14 JUN11 180 49.250 26.76 -0.88 71.250 54.44 0.97 DEC11 64 2.000 45.25 -0.05 63.750 50.97 0.95 DEC11 72 3.000 43.93 -0.08 56.500 48.02 0.92 DEC11 80 4.000 41.87 -0.11 49.250 44.13 0.89 DEC11 88 5.500 40.29 -0.15 42.250 40.44 0.85 DEC11 96 7.000 37.99 -0.19 38.500 37.75 0.84 DEC11 100 8.000 36.90 -0.21 23.500 32.02 0.69 DEC11 120 14.000 31.80 -0.36 13.500 30.08 0.49 DEC11 140 23.750 28.69 -0.54 7.250 28.86 0.32 DEC11 160 37.750 27.27 -0.71 3.500 27.38 0.18 DEC11 180 54.250 25.97 -0.85 41.000 40.77 0.81 JUN12 100 9.250 33.13 -0.23 25.000 31.60 0.67 JUN12 120 17.000 31.28 -0.37 15.000 29.13 0.50 JUN12 140 26.750 27.71 -0.54 8.750 28.09 0.34 JUN12 160 40.500 26.42 -0.69 41.750 40.77 0.80 DEC12 100 13.250 34.92 -0.26 25.500 31.14 0.67 DEC12 120 20.500 30.72 -0.39 15.250 28.11 0.50 DEC12 140 30.750 27.86 -0.54 9.500 27.26 0.35 DEC12 160 44.750 26.77 -0.67 +++ BT Group plc - Euro Cash FLEX Opt (BTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.790 30.77 0.16 17090 145 +++ BT Group plc - STND FUT (BTL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 134.250 DEC10 Z 134.500 MAR11 H 132.260 JUN11 M 132.550 +++ Banco Espanol de Credito SA (BTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.8690 +++ Masco Corp (BV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.620 +++ Banco Bilbao Vizcaya Argent - Amer Phys FLEX Opt (BDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 925 0.3122 48.00 -0.38 0.1929 41.73 0.33 17090 1000 0.6853 42.05 -0.67 1.9376 55.45 0.76 17120 800 17120 1350 4.0779 27.61 -0.99 18031 825 0.7657 49.10 -0.29 0.8616 38.53 0.48 18031 1000 18031 1300 3.6679 33.21 -0.89 16121 800 1.0989 42.49 -0.30 16121 1200 3.4276 35.77 -0.68 0.3006 32.71 0.18 15062 1500 0.2707 32.41 0.16 15062 1525 0.3617 32.42 0.20 21092 1500 6.2191 31.20 -0.83 21092 1550 6.6697 31.20 -0.84 +++ Banco Bilbao Vizcaya Argentaria SA - Cash FLEX Fut (BDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 05100 9.5128 +++ Banco Bilbao Vizcaya Argentaria SA (BVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.5070 +++ Banco Bilbao Vizcaya Argentaria SA - STND FUT (BVA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.5090 OCT10 V 9.4230 NOV10 X 9.4300 DEC10 Z 9.4350 +++ Bureau Veritas SA (BVI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.0200 +++ Bovis Homes Group (BVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 352.300 +++ Bovis Homes Group - STND FUT (BVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 352.430 DEC10 Z 353.080 MAR11 H 353.790 JUN11 M 354.550 +++ BWIN Interactive Entertainment AG (BWI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.9850 +++ Brown (N.) Group (BWN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 224.400 +++ Brown (N.) Group - STND FUT (BWN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 224.480 DEC10 Z 224.900 MAR11 H 225.350 JUN11 M 225.830 +++ Bellway (BWY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 529.500 +++ Bellway - STND FUT (BWY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 529.700 DEC10 Z 530.670 MAR11 H 531.740 JUN11 M 532.870 +++ Progress Energy Inc (BY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.070 +++ Bayer AG - Amer Phys FLEX Opt (BQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.7477 32.34 0.33 17090 4900 0.3811 34.70 0.18 17090 5100 0.1897 40.97 0.09 17090 5400 +++ Bayer AG - Amer Cash FLEX Opt (BQU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 3.0980 31.21 -0.32 +++ Bayer AG - Euro Phys FLEX Opt (BQX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 3.0878 31.21 -0.32 +++ Bayer AG - STND FUT (BYA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 47.1611 OCT10 V 47.1797 NOV10 X 47.2133 DEC10 Z 47.2423 +++ BAYER AG (BYR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.1500 +++ Buzzi Unicem SpA RSP (BZU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2525 +++ Buzzi Unicem SPA (BZZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.2350 +++ C & W Communications ex event package (C+W/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 123.150 +++ C & W Communications ex event package (C+W/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.500 30.33 0.65 SEP10 120 2.500 32.88 -0.36 1.250 30.69 0.25 SEP10 130 8.250 32.54 -0.74 0.250 33.14 0.06 SEP10 140 17.250 34.84 -0.93 0.000 35.47 0.01 SEP10 150 27.000 37.16 -0.99 0.000 38.07 0.00 SEP10 160 36.750 38.75 -1.00 0.000 39.37 0.00 SEP10 180 56.750 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 25.84 0.00 17120 210 +++ C & W Communications ex event package - Euro Phys (CWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.250 31.59 0.08 16121 190 82.690 34.04 -0.90 +++ Carrefour SA (CA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.7150 +++ Carrefour SA - STND FUT (CA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 35.7230 OCT10 V 35.7370 NOV10 X 35.7630 DEC10 Z 35.7850 +++ Carrefour SA - Amer Phys FLEX Opt (CMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.8000 26.49 0.47 17090 3600 1.0800 26.49 -0.54 0.0100 21.47 0.00 17090 4200 15100 3400 0.8900 31.29 -0.31 17120 3200 1.0800 33.76 -0.24 3.3700 30.85 0.65 17120 3400 1.6100 30.85 -0.35 2.1700 28.74 0.52 17120 3600 1.2800 27.22 0.38 17120 3800 0.4864 25.43 0.19 17120 4100 5.5900 32.20 0.62 16121 3400 2.8300 28.96 0.42 16121 4000 16121 4800 13.7945 26.55 -0.82 3.2979 28.85 0.44 16032 4000 +++ Carrefour SA - Euro Phys FLEX Opt (CMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.3924 30.85 0.65 17120 3400 1.5757 30.85 -0.35 0.1501 24.50 0.07 17120 4400 8.3034 24.50 -0.93 0.0021 20.48 0.00 17120 5000 14.1374 20.48 -1.00 +++ CAC High Dividend Index (CAH/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.580 +++ Canal + (CAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4500 +++ Castellum AB (CAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.7000 +++ Close Brothers Group (CBG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 668.000 +++ Close Brothers Group - STND FUT (CBG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 668.250 DEC10 Z 669.480 MAR11 H 670.820 JUN11 M 672.260 +++ Commerzbank AG - Euro Cash FLEX Opt (CBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3922 39.47 0.70 17090 600 0.1199 39.41 -0.30 +++ Commerzbank AG (CBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.2700 +++ Commerzbank AG - STND FUT (CBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 6.2715 OCT10 V 6.2739 NOV10 X 6.2784 DEC10 Z 6.2823 +++ Commerzbank AG - Amer Phys FLEX Opt (CBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 500 0.1457 46.48 -0.15 0.1727 33.79 0.26 17120 720 +++ Commerzbank AG - Amer Cash FLEX Opt (CBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.0114 78.56 -0.02 17090 560 0.0528 46.25 -0.14 17090 600 0.1199 39.41 -0.30 0.6636 37.57 0.63 17120 600 0.4221 40.96 -0.37 0.4443 35.56 0.50 17120 640 +++ Commerzbank AG - Euro Phys FLEX Opt (CBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3922 39.47 0.70 17090 600 0.1199 39.41 -0.30 0.1365 34.03 0.22 17120 740 1.2878 37.91 -0.75 +++ Computacenter (CCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 280.800 +++ Computacenter - STND FUT (CCC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 280.910 DEC10 Z 281.420 MAR11 H 281.990 JUN11 M 282.590 +++ CAC 40 - Index (CCI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3507.440 +++ CAC 40 - Amer FLEX Index Opt (XCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 49.900 27.77 -0.32 +++ CAC 40 - Euro FLEX Index Opt (YCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 51.340 27.77 -0.32 +++ Cable & Wireless Communications (CCT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.000 +++ Cable & Wireless Communications - STND OPT (CCT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 9.250 45.45 0.95 SEP10 48 0.250 45.54 -0.05 5.250 32.86 0.88 SEP10 52 0.250 35.00 -0.13 3.750 32.39 0.77 SEP10 54 0.500 31.08 -0.23 2.500 33.90 0.60 SEP10 56 1.000 28.27 -0.38 1.000 24.47 0.40 SEP10 58 2.000 26.65 -0.59 1.000 38.62 0.31 SEP10 60 3.500 29.63 -0.75 0.750 40.20 0.21 SEP10 62 5.000 22.66 -0.93 0.250 40.43 0.13 SEP10 64 7.000 28.98 -0.95 0.000 35.01 0.02 SEP10 68 11.000 40.62 -0.96 0.000 19.55 0.00 SEP10 72 15.000 50.70 -0.97 9.750 34.46 0.87 DEC10 48 1.250 33.68 -0.20 6.500 30.29 0.76 DEC10 52 2.250 30.95 -0.33 4.000 29.64 0.58 DEC10 56 4.000 30.56 -0.49 2.250 29.19 0.39 DEC10 60 6.500 30.10 -0.65 1.000 26.77 0.22 DEC10 64 9.750 30.46 -0.78 0.250 21.00 0.05 DEC10 68 13.250 30.79 -0.87 0.000 10.98 0.00 DEC10 72 16.750 28.87 -0.94 10.250 32.70 0.83 MAR11 48 2.250 33.37 -0.24 7.500 32.70 0.70 MAR11 52 3.500 32.38 -0.35 5.000 30.24 0.56 MAR11 56 5.250 30.67 -0.47 2.750 27.04 0.40 MAR11 60 7.750 30.73 -0.59 1.250 24.22 0.25 MAR11 64 10.500 29.82 -0.71 0.250 22.49 0.07 MAR11 72 17.250 29.45 -0.87 +++ Citigroup Inc Physical (CCX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.720 +++ Citigroup Inc Physical - STND FUT (CCX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.721 OCT10 V 3.721 NOV10 X 3.723 DEC10 Z 3.724 +++ Progressive Corp / The (CD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.640 +++ Cofide SpA (CDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6245 +++ Christian Dior SA (CDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.3100 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 2.0400 +++ Compania Espanola de Petroleos SA (CEPSA) (CEP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.8300 +++ Compania Espanola de Petroleos SA (CEPSA)STND FUT (CEP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.8340 OCT10 V 16.8410 NOV10 X 16.8530 DEC10 Z 16.8630 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 23.9400 +++ CFR ex-event package - Amer Phys FLEX Opt (CFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.590 34.19 0.11 17120 789 0.297 34.19 0.06 17120 838 +++ CFR ex-event package (CFR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.240 +++ ConAgra Foods Inc (CG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.600 +++ Cargotec Corporation (CGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.2100 +++ Alcatel-Lucent SA (CGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0310 +++ Alcatel-Lucent SA - (CGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.0310 OCT10 V 2.0320 NOV10 X 2.0340 DEC10 Z 2.0350 +++ Alcatel-lucent SA - Amer Phys FLEX Opt (CGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 220 0.2000 43.73 -0.76 17120 220 0.2900 42.47 -0.58 18031 241 0.4926 41.05 -0.65 +++ Catlin Group Ltd (CGL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 329.800 +++ Cie Generale de Geophysique-Veritas (CGV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.5550 +++ Clorox Co (CH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.630 +++ Chesapeake Energy Corp (CHK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.700 +++ Charter International plc (CHT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 594.500 +++ Cimpor SGPS (CI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.6700 +++ Ferrovial SA Contracts (CIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.8800 +++ Corio NV -Euro Cash FLEX Opt (CDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2661 24.97 0.18 17090 4840 +++ Corio NV - Cash FLEX Fut (CDD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 45.7692 +++ Corio NV (CIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.7550 +++ CIR SpA (CIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.3710 +++ Qwest Communications International (CJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.620 +++ Cersanit-Krasnystaw SA (CK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.710 +++ Cookson Group (CKG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 419.700 +++ Cookson Group - STND FUT (CKG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 419.860 DEC10 Z 420.630 MAR11 H 421.470 JUN11 M 422.370 +++ Cephalon Inc (CL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.310 +++ Carlsberg A/S (CLB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 550.50 +++ Carlsberg A/S - Cash FLEX Fut (CLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 550.74 +++ Carillion (CLL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 311.600 +++ Carillion - STND FUT (CLL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 311.720 DEC10 Z 312.290 MAR11 H 312.920 JUN11 M 313.590 +++ Coloplast A/S (CLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 617.00 +++ Celesio AG (CLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.2800 +++ Comstar - United Telesystems (CM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.4000 +++ Ciments Francais SA (CMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.9500 +++ Cairn Energy (CNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 465.300 +++ Cairn Energy plc - STND FUT (CNE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 465.480 DEC10 Z 466.330 MAR11 H 467.260 JUN11 M 468.270 +++ Cairn Energy PLC - STND OPT (CNG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 185.500 85.37 0.99 SEP10 280 0.000 81.41 0.00 166.000 85.27 0.99 SEP10 300 0.250 81.52 -0.01 146.500 84.78 0.97 SEP10 320 0.750 80.74 -0.02 127.750 84.81 0.95 SEP10 340 2.000 80.94 -0.05 109.750 84.02 0.91 SEP10 360 3.500 80.16 -0.08 92.750 83.43 0.86 SEP10 380 5.750 77.26 -0.12 77.000 82.45 0.80 SEP10 400 9.750 77.34 -0.18 69.750 82.35 0.77 SEP10 410 11.750 74.72 -0.22 63.000 82.37 0.73 SEP10 420 14.500 74.55 -0.26 56.250 82.16 0.69 SEP10 430 17.750 73.98 -0.30 50.250 81.68 0.65 SEP10 440 21.500 73.43 -0.34 44.750 81.48 0.61 SEP10 450 24.750 71.49 -0.39 39.500 80.77 0.56 SEP10 460 29.750 71.33 -0.44 34.500 80.03 0.52 SEP10 470 31.500 63.60 -0.49 28.500 76.33 0.47 SEP10 480 43.000 76.07 -0.53 24.250 74.85 0.43 SEP10 490 49.000 75.63 -0.57 21.000 75.59 0.38 SEP10 500 55.500 75.72 -0.62 15.750 76.33 0.31 SEP10 520 69.750 75.03 -0.70 11.250 76.33 0.24 SEP10 540 85.250 74.45 -0.77 8.000 75.89 0.18 SEP10 560 102.250 75.23 -0.82 157.500 66.94 0.89 DEC10 320 9.000 61.56 -0.10 141.250 65.46 0.85 DEC10 340 12.000 59.73 -0.13 126.000 64.20 0.82 DEC10 360 16.750 59.60 -0.17 111.000 62.52 0.78 DEC10 380 20.500 56.75 -0.21 96.750 60.46 0.73 DEC10 400 25.750 54.68 -0.26 84.250 59.44 0.69 DEC10 420 33.000 53.99 -0.31 73.250 59.18 0.63 DEC10 440 41.750 53.85 -0.37 63.250 58.80 0.58 DEC10 460 52.000 53.85 -0.42 53.750 57.67 0.53 DEC10 480 62.250 52.55 -0.48 39.250 57.27 0.43 DEC10 520 87.250 51.87 -0.59 33.250 57.01 0.38 DEC10 540 101.750 51.87 -0.64 28.000 56.88 0.34 DEC10 560 116.750 51.70 -0.69 162.000 55.30 0.87 MAR11 320 13.500 52.88 -0.12 146.750 54.79 0.84 MAR11 340 18.000 52.26 -0.16 132.500 54.29 0.80 MAR11 360 23.750 52.09 -0.19 119.500 53.96 0.76 MAR11 380 30.000 51.52 -0.23 107.000 53.47 0.72 MAR11 400 37.250 51.12 -0.27 95.750 53.28 0.68 MAR11 420 46.000 50.98 -0.32 85.250 52.94 0.64 MAR11 440 55.500 50.78 -0.36 75.250 52.30 0.59 MAR11 460 66.250 50.90 -0.41 65.750 51.40 0.55 MAR11 480 77.000 50.27 -0.45 50.750 50.67 0.46 MAR11 520 101.500 49.40 -0.54 38.250 49.89 0.38 MAR11 560 128.750 48.33 -0.63 +++ Cincinnati Financial Corp (CNN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.930 +++ CNP Assurances (CNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.3300 +++ Casino Guichard Perrachon SA (CO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.3200 +++ Casino Guichard Perrachon SA - Cash FLEX Fut (FBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 64.2278 +++ Casino Guichard Perrachon SA - Phys FLEX Fut (FBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 64.2278 +++ Cobham (COB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 209.500 +++ Cobham - STND FUT (COB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 209.580 DEC10 Z 209.960 MAR11 H 210.380 JUN11 M 210.840 +++ Cofinimmo (COF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 94.5200 +++ Comerica Inc (COM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.880 +++ Continental AG (CON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.3900 +++ Continental AG - Amer Phys FLEX Opt (DVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3800 0.9735 43.66 -0.15 +++ ConocoPhillips (COP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.430 +++ C&C Group PLC (CP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.1000 +++ Compass Group plc - STND FUT (CMP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 528.700 DEC10 Z 529.670 MAR11 H 521.720 JUN11 M 522.840 +++ Compass Group plc (CPG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 528.500 +++ Compass Group plc - STND OPT (CPG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 169.250 73.96 0.99 SEP10 360 0.000 55.00 0.00 129.250 57.72 0.98 SEP10 400 0.250 50.00 -0.01 109.250 48.71 0.98 SEP10 420 0.250 45.00 -0.02 89.500 42.88 0.96 SEP10 440 0.500 39.74 -0.03 69.750 36.15 0.95 SEP10 460 1.000 34.69 -0.05 50.500 31.29 0.90 SEP10 480 1.500 29.41 -0.08 41.250 28.26 0.87 SEP10 490 2.250 27.65 -0.12 32.000 25.29 0.82 SEP10 500 3.500 26.08 -0.18 17.500 24.67 0.62 SEP10 520 8.500 24.06 -0.38 7.250 23.09 0.36 SEP10 540 18.000 22.15 -0.64 2.250 22.27 0.15 SEP10 560 33.500 21.67 -0.86 0.750 23.92 0.06 SEP10 580 52.000 21.92 -0.96 0.750 30.00 0.05 SEP10 600 71.500 24.65 -0.98 0.000 32.00 0.01 SEP10 640 111.500 33.59 -0.99 94.750 29.87 0.89 DEC10 440 5.500 30.23 -0.12 77.000 27.90 0.84 DEC10 460 8.000 28.56 -0.17 61.000 26.81 0.77 DEC10 480 12.000 27.46 -0.24 34.000 24.92 0.58 DEC10 520 25.000 25.45 -0.42 16.500 24.22 0.36 DEC10 560 47.500 24.66 -0.63 6.500 23.17 0.18 DEC10 600 77.750 24.11 -0.81 2.750 24.24 0.09 DEC10 640 113.750 24.96 -0.91 99.000 29.12 0.85 MAR11 440 13.000 29.24 -0.19 67.750 27.17 0.73 MAR11 480 23.750 27.69 -0.31 41.750 25.17 0.58 MAR11 520 39.750 26.28 -0.46 24.250 24.56 0.40 MAR11 560 61.250 24.37 -0.62 12.750 23.89 0.25 MAR11 600 90.500 23.89 -0.76 6.500 23.77 0.15 MAR11 640 126.500 25.91 -0.83 +++ Compass Group plc - Euro Cash FLEX Opt (CPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.250 22.72 0.25 17090 549 +++ Compass Group plc - Amer Phys FLEX Opt (CPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 449.510 10.00 1.00 01090 79 450.540 71.54 1.00 22090 78 +++ Capita Plc (CPI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 703.000 +++ Capita Plc - STND FUT (CPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 697.010 DEC10 Z 698.290 MAR11 H 699.690 JUN11 M 688.420 +++ Carpetright (CPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 716.000 +++ Carpetright - STND FUT (CPR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 708.270 DEC10 Z 709.570 MAR11 H 710.990 JUN11 M 712.510 +++ CRH PLC (CR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.0800 +++ Croda International (CRD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1277.000 +++ Croda International - STND FUT (CRD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1266.650 DEC10 Z 1268.970 MAR11 H 1271.520 JUN11 M 1274.240 +++ Credito Emiliano SpA (CRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.5475 +++ Banca Carige SpA (CRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.6770 +++ Criteria Caixacorp SA (CRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7130 +++ Mersen (CRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.3800 +++ CROCS Inc (CRO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.320 +++ Cisco Systems Inc - Physical STND FUT (COX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.693 OCT10 V 20.698 NOV10 X 20.704 DEC10 Z 20.710 +++ Cisco Systems INC (CSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.690 +++ Credit Suisse Group - Euro Cash FLEX Opt (CHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.159 35.09 0.09 17090 504 0.495 28.36 0.08 21122 800 +++ Credit Suisse Group - Amer Phys FLEX Opt (CHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 380 1.471 44.34 -0.21 18031 240 0.166 47.29 -0.02 18031 320 1.178 47.29 -0.13 +++ Credit Suisse Group (CSG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.950 +++ Credit Suisse Group - STND FUT (CSG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 44.950 OCT10 V 44.960 NOV10 X 44.970 DEC10 Z 44.970 +++ CSM (CSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.1850 +++ Societa Cattolica di Assicurazioni SCRL (CSS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.7500 +++ Tullett Prebon plc (CST/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 374.000 +++ Tullett Prebon plc - STND FUT (CST/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 374.140 DEC10 Z 374.830 MAR11 H 375.580 JUN11 M 376.380 +++ Central European Media (CT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- +++ Colt Group SA - STND FUT (COL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 114.740 DEC10 Z 114.950 MAR11 H 115.180 JUN11 M 115.430 +++ Colt Group SA (CTM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 114.700 +++ Caterpillar Inc (CTP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.660 +++ Centrica plc - STND FUT (CNA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 329.420 DEC10 Z 326.020 MAR11 H 326.680 JUN11 M 317.110 +++ Centrica plc - Euro Cash FLEX Opt (CRJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.730 17.04 0.23 17090 340 +++ Centrica plc - Euro Phys FLEX Opt (CRX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.170 21.95 0.62 18031 315 +++ Centrica PLC (CTR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 329.300 +++ Centrica Plc - STND OPT (CTR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 109.500 21.71 1.00 SEP10 220 0.000 21.71 0.00 89.500 17.87 1.00 SEP10 240 0.000 17.87 0.00 69.500 15.00 1.00 SEP10 260 0.000 15.00 0.00 49.500 14.36 1.00 SEP10 280 0.000 14.36 0.00 39.500 15.70 1.00 SEP10 290 0.000 15.70 0.00 29.500 18.21 0.98 SEP10 300 0.000 18.21 -0.02 20.250 19.73 0.90 SEP10 310 0.750 19.73 -0.10 11.750 18.46 0.75 SEP10 320 2.250 18.19 -0.25 5.500 17.72 0.49 SEP10 330 6.000 17.72 -0.51 1.750 17.04 0.23 SEP10 340 12.500 17.04 -0.77 0.250 21.07 0.05 SEP10 360 31.000 21.07 -0.96 0.000 24.90 0.01 SEP10 380 50.750 24.90 -0.99 109.500 38.30 1.00 DEC10 220 0.750 38.30 -0.02 89.500 30.65 1.00 DEC10 240 0.750 30.65 -0.03 69.500 26.01 0.99 DEC10 260 1.000 26.01 -0.05 50.500 24.55 0.93 DEC10 280 2.750 24.45 -0.12 32.500 22.34 0.81 DEC10 300 5.750 22.20 -0.23 18.250 20.72 0.60 DEC10 320 12.000 20.54 -0.41 9.000 20.14 0.38 DEC10 340 22.750 19.80 -0.63 3.750 19.48 0.19 DEC10 360 37.750 19.48 -0.81 89.500 24.80 0.99 MAR11 240 1.000 24.80 -0.04 52.250 23.46 0.86 MAR11 280 5.500 23.46 -0.17 36.750 22.23 0.73 MAR11 300 10.000 22.23 -0.28 24.500 21.85 0.58 MAR11 320 18.000 21.85 -0.42 14.250 20.45 0.43 MAR11 340 27.500 20.32 -0.58 7.750 19.89 0.28 MAR11 360 41.250 19.89 -0.73 +++ Aviva plc - Amer Phys FLEX Opt (AVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 333.510 10.00 1.00 08090 48 329.520 78.49 1.00 17090 52 333.520 54.77 1.00 07100 48 327.530 43.69 1.00 02110 54 323.530 43.08 1.00 09110 58 327.520 53.73 1.00 01120 54 5.260 34.33 0.15 17120 460 +++ Aviva Plc - STND FUT (CGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 381.640 DEC10 Z 372.830 MAR11 H 373.580 JUN11 M 358.590 +++ Aviva plc (CUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 381.500 +++ Aviva plc - STND OPT (CUA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 141.750 78.49 0.99 SEP10 240 0.250 82.54 -0.01 121.750 71.21 0.99 SEP10 260 0.250 73.86 -0.01 101.750 51.29 0.99 SEP10 280 0.500 63.74 -0.02 82.000 48.87 0.98 SEP10 300 0.750 55.95 -0.03 72.250 48.89 0.96 SEP10 310 1.000 52.58 -0.05 62.750 47.69 0.94 SEP10 320 1.500 50.62 -0.07 53.500 45.67 0.91 SEP10 330 2.000 46.49 -0.09 44.500 44.40 0.87 SEP10 340 2.750 44.06 -0.13 36.000 42.59 0.81 SEP10 350 4.250 41.92 -0.19 28.000 40.83 0.74 SEP10 360 6.500 40.74 -0.26 21.000 39.35 0.64 SEP10 370 9.500 39.71 -0.36 15.000 38.05 0.54 SEP10 380 13.500 38.12 -0.46 10.500 38.10 0.43 SEP10 390 19.250 38.66 -0.57 7.250 37.90 0.32 SEP10 400 25.500 37.58 -0.68 3.000 38.26 0.16 SEP10 420 41.250 38.00 -0.84 0.750 35.93 0.06 SEP10 440 60.000 42.63 -0.91 0.250 36.09 0.02 SEP10 460 79.000 43.09 -0.96 0.000 36.75 0.01 SEP10 480 98.750 43.80 -0.98 0.000 43.17 0.00 SEP10 560 178.500 65.10 -0.99 101.750 45.28 0.99 OCT10 280 1.000 45.71 -0.04 82.750 49.61 0.96 OCT10 300 2.250 43.96 -0.08 63.750 45.88 0.91 OCT10 320 4.250 41.00 -0.14 55.000 45.05 0.87 OCT10 330 6.500 41.17 -0.19 46.500 42.88 0.82 OCT10 340 9.000 40.67 -0.25 38.250 41.44 0.77 OCT10 350 12.000 40.19 -0.31 30.500 38.84 0.70 OCT10 360 15.250 38.82 -0.38 24.000 38.28 0.61 OCT10 370 19.750 38.25 -0.45 18.250 37.09 0.52 OCT10 380 25.000 37.73 -0.53 14.000 36.81 0.43 OCT10 390 30.750 36.94 -0.61 10.250 36.36 0.35 OCT10 400 37.500 36.54 -0.68 4.750 34.02 0.20 OCT10 420 52.500 34.86 -0.81 2.250 33.86 0.10 OCT10 440 70.000 34.34 -0.90 49.750 42.20 0.76 NOV10 340 14.750 41.18 -0.29 35.500 39.59 0.64 NOV10 360 22.500 40.13 -0.39 29.750 39.00 0.58 NOV10 370 26.750 39.21 -0.45 24.250 38.05 0.51 NOV10 380 31.750 38.51 -0.51 20.000 37.69 0.45 NOV10 390 37.250 37.74 -0.56 16.000 37.11 0.39 NOV10 400 43.500 37.21 -0.62 9.750 35.53 0.27 NOV10 420 56.250 34.27 -0.74 5.250 34.00 0.18 NOV10 440 72.750 34.04 -0.83 221.500 69.11 1.00 DEC10 160 0.000 54.60 0.00 201.500 67.28 1.00 DEC10 180 0.250 55.26 -0.01 181.750 64.23 1.00 DEC10 200 0.500 54.59 -0.01 161.750 60.26 0.99 DEC10 220 1.250 53.16 -0.03 141.750 54.69 0.99 DEC10 240 2.250 51.31 -0.05 103.000 47.76 0.95 DEC10 280 5.750 47.04 -0.11 84.750 45.56 0.90 DEC10 300 9.000 45.11 -0.16 67.250 42.62 0.83 DEC10 320 13.250 43.35 -0.22 51.750 40.53 0.73 DEC10 340 19.000 41.71 -0.30 39.250 39.77 0.62 DEC10 360 26.500 39.90 -0.39 28.500 38.16 0.51 DEC10 380 35.500 38.04 -0.49 20.000 37.12 0.41 DEC10 400 47.250 37.07 -0.60 13.250 35.93 0.31 DEC10 420 59.750 35.02 -0.70 8.500 34.84 0.22 DEC10 440 76.250 35.49 -0.77 3.250 33.82 0.11 DEC10 480 110.750 34.31 -0.90 0.250 31.09 0.01 DEC10 560 188.000 33.13 -0.99 142.500 49.95 0.97 MAR11 240 6.500 50.17 -0.09 106.000 45.22 0.88 MAR11 280 11.750 45.13 -0.15 89.750 43.54 0.82 MAR11 300 16.250 43.52 -0.20 75.000 41.89 0.75 MAR11 320 21.250 41.57 -0.26 60.750 39.71 0.68 MAR11 340 28.000 40.38 -0.32 49.000 38.58 0.61 MAR11 360 36.000 38.94 -0.39 38.750 37.45 0.53 MAR11 380 45.500 37.79 -0.47 30.000 36.38 0.45 MAR11 400 56.750 36.76 -0.55 22.250 35.07 0.38 MAR11 420 68.750 35.24 -0.63 16.500 34.33 0.31 MAR11 440 84.000 35.60 -0.69 143.000 50.47 0.96 JUN11 240 11.000 46.65 -0.12 106.250 44.06 0.88 JUN11 280 18.250 42.07 -0.20 90.250 42.30 0.81 JUN11 300 24.750 41.42 -0.25 75.750 40.68 0.74 JUN11 320 31.250 39.73 -0.31 62.500 39.12 0.68 JUN11 340 39.750 38.85 -0.37 50.500 37.60 0.61 JUN11 360 49.000 37.72 -0.44 40.000 36.28 0.53 JUN11 380 59.250 36.43 -0.51 31.750 35.56 0.46 JUN11 400 71.500 35.65 -0.57 24.500 34.48 0.39 JUN11 420 84.750 34.64 -0.64 18.500 33.67 0.32 JUN11 440 98.750 33.55 -0.70 10.250 32.32 0.20 JUN11 480 130.250 31.51 -0.82 2.500 29.93 0.07 JUN11 560 204.500 32.62 -0.92 221.500 59.96 1.00 DEC11 160 8.500 57.65 -0.06 201.500 58.11 1.00 DEC11 180 12.250 56.73 -0.09 181.750 54.42 0.99 DEC11 200 14.750 53.03 -0.11 162.500 52.11 0.97 DEC11 220 19.000 51.19 -0.14 143.500 48.42 0.94 DEC11 240 22.000 47.49 -0.17 111.250 45.18 0.82 DEC11 280 33.000 44.00 -0.24 86.000 43.70 0.71 DEC11 320 53.250 45.00 -0.33 61.500 39.83 0.60 DEC11 360 68.250 39.79 -0.43 43.000 37.32 0.49 DEC11 400 92.500 38.65 -0.53 25.250 32.94 0.35 DEC11 440 120.000 37.68 -0.62 19.500 34.53 0.28 DEC11 480 151.750 37.63 -0.70 13.750 37.97 0.20 DEC11 560 220.750 37.74 -0.81 114.500 46.35 0.80 JUN12 280 47.500 45.00 -0.27 89.750 43.89 0.71 JUN12 320 69.750 45.57 -0.35 66.250 40.02 0.60 JUN12 360 84.500 40.01 -0.44 48.500 37.90 0.50 JUN12 400 107.750 37.90 -0.53 31.500 34.17 0.39 JUN12 440 132.750 35.14 -0.63 158.500 62.48 0.84 DEC12 240 63.000 62.48 -0.21 128.750 54.92 0.78 DEC12 280 75.500 55.87 -0.27 97.250 46.40 0.70 DEC12 320 81.500 45.80 -0.35 70.750 40.23 0.61 DEC12 360 96.250 40.24 -0.44 54.500 38.59 0.52 DEC12 400 120.250 38.36 -0.52 41.250 36.95 0.43 DEC12 440 146.750 36.80 -0.59 32.500 36.46 0.36 DEC12 480 177.500 36.28 -0.66 +++ Chevron Corp (CVX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.280 +++ Costco Wholesale Corp (CWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.310 +++ Cable & Wireless Worldwide (CWT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 66.150 +++ Cable & Wireless Worldwide - STND OPT (CWT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 14.250 47.64 0.98 SEP10 52 0.000 49.24 -0.02 10.250 44.71 0.94 SEP10 56 0.250 44.75 -0.06 6.750 42.19 0.84 SEP10 60 0.750 44.00 -0.17 5.250 41.01 0.76 SEP10 62 1.000 43.13 -0.25 3.750 39.86 0.65 SEP10 64 1.500 38.94 -0.35 2.750 39.24 0.53 SEP10 66 2.500 39.02 -0.47 1.750 38.83 0.41 SEP10 68 3.500 38.74 -0.59 1.000 37.17 0.28 SEP10 70 5.000 39.36 -0.70 0.750 38.00 0.20 SEP10 72 6.500 39.76 -0.79 0.250 37.50 0.07 SEP10 76 10.000 37.51 -0.93 0.000 38.27 0.02 SEP10 80 14.000 39.94 -0.97 0.000 39.52 0.01 SEP10 82 15.750 40.61 -0.98 0.000 38.53 0.01 SEP10 84 17.750 40.61 -0.99 0.000 38.85 0.00 SEP10 86 19.750 40.95 -1.00 0.000 39.06 0.00 SEP10 88 21.750 42.50 -1.00 0.000 40.69 0.00 SEP10 90 23.750 45.55 -1.00 0.000 40.05 0.00 SEP10 92 25.750 48.28 -1.00 0.000 39.53 0.00 SEP10 94 27.750 48.63 -1.00 0.000 40.64 0.00 SEP10 96 29.750 49.64 -1.00 0.000 42.85 0.00 SEP10 100 33.750 50.31 -1.00 18.750 45.21 0.94 DEC10 48 0.750 45.15 -0.09 11.750 41.32 0.82 DEC10 56 2.000 40.02 -0.22 9.000 41.18 0.72 DEC10 60 3.250 37.67 -0.32 6.000 36.78 0.61 DEC10 64 4.750 36.50 -0.44 4.250 37.31 0.48 DEC10 68 7.000 35.85 -0.56 2.750 35.79 0.36 DEC10 72 9.500 34.04 -0.68 1.750 36.44 0.26 DEC10 76 12.500 32.24 -0.79 1.250 36.86 0.18 DEC10 80 16.250 36.07 -0.83 0.750 37.34 0.13 DEC10 84 19.500 31.78 -0.92 0.500 38.16 0.09 DEC10 88 23.500 36.15 -0.92 0.500 39.60 0.07 DEC10 92 27.250 32.88 -0.97 0.250 40.02 0.05 DEC10 96 31.250 36.36 -0.97 0.250 40.02 0.03 DEC10 100 35.250 35.57 -0.98 19.250 44.20 0.90 MAR11 48 1.250 37.75 -0.11 12.500 38.48 0.77 MAR11 56 3.250 37.91 -0.25 10.000 38.38 0.68 MAR11 60 4.750 37.54 -0.34 7.250 35.46 0.59 MAR11 64 6.250 35.40 -0.43 5.750 36.27 0.49 MAR11 68 8.500 35.42 -0.52 4.250 35.71 0.40 MAR11 72 11.000 34.08 -0.61 2.250 35.44 0.26 MAR11 80 17.000 33.42 -0.77 1.500 33.09 0.18 MAR11 84 20.500 33.50 -0.82 1.000 33.68 0.14 MAR11 88 24.000 33.01 -0.87 0.750 33.97 0.11 MAR11 92 27.500 30.89 -0.93 0.500 33.97 0.08 MAR11 96 31.500 33.57 -0.93 0.500 34.27 0.06 MAR11 100 35.500 35.91 -0.94 +++ CBS Corp (CXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.700 +++ JSC Chelyabinsk Zinc Plant (CZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5500 +++ Davide Campari - Milano (DA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.0525 +++ Davide Campari - Milano - Cash FLEX Fut (DAD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 4.0538 +++ Daimler AG (DAI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.550 +++ Danske Bank A/S (DAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 129.00 +++ Danske Bank A/S Physical - STND FUT (DNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 129.10 OCT10 V 129.10 NOV10 X 129.30 DEC10 Z 129.40 +++ Deutsche Bank AG (DB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.820 +++ Deutsche Bank AG - Euro Cash FLEX Opt (DBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.7953 31.69 0.18 17120 6000 10.4785 31.73 -0.82 4.0803 37.15 0.33 21122 7000 +++ Deutsche Bank AG (DBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.1400 +++ Deutsche Bank AG - STND FUT (DBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 50.1518 OCT10 V 50.1716 NOV10 X 50.2073 DEC10 Z 50.2382 +++ Deutsche Bank AG - Amer Phys FLEX Opt (DBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3000 0.2004 54.20 -0.03 16121 4400 5.8384 37.37 -0.34 9.4834 42.79 0.63 16121 4800 7.5045 35.10 -0.42 7.4801 40.77 0.55 16121 5200 9.4603 32.82 -0.51 6.5795 39.67 0.51 16121 5400 10.5585 31.59 -0.56 5.7686 38.81 0.47 16121 5600 11.7263 30.49 -0.61 10.7329 45.22 0.63 15062 4800 9.1692 32.58 -0.46 10.1136 44.32 0.58 21122 5200 8.4499 42.27 0.52 21122 5600 14.7474 29.87 -0.59 +++ Deutsche Bank AG - Amer Cash FLEX Opt (DBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 0.0095 61.05 0.00 3.1720 35.24 0.47 17120 5200 4.9214 35.49 -0.53 0.7953 31.69 0.18 17120 6000 10.5378 31.73 -0.83 0.1422 30.54 0.04 17120 6800 16121 4400 5.8384 37.37 -0.34 9.4834 42.79 0.63 16121 4800 7.5045 35.10 -0.42 7.4801 40.77 0.55 16121 5200 9.4603 32.82 -0.51 5.7686 38.81 0.47 16121 5600 11.7263 30.49 -0.61 10.7329 45.22 0.63 15062 4800 9.1692 32.58 -0.46 11.9846 46.18 0.64 21122 4800 10.4055 33.86 -0.44 10.1136 44.32 0.58 21122 5200 8.4499 42.27 0.52 21122 5600 14.7474 29.87 -0.59 +++ Deutsche Bank AG - Euro Phys FLEX Opt (DBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.4485 40.13 0.88 17090 4500 0.3047 40.59 -0.12 0.3363 30.63 0.09 17120 6400 14.0182 30.93 -0.91 0.0203 29.99 0.01 17120 7600 25.6528 29.99 -0.99 0.0097 48.84 0.00 17120 11000 59.5405 48.84 -1.00 17061 4576 4.8258 34.99 -0.38 +++ Deutsche Boerse AG (DBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.8600 +++ Deutsche Boerse AG - Euro Cash FLEX Opt (FVJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0096 44.94 0.00 17120 10000 +++ Deutsche Boerse AG - Amer Phys FLEX Opt (FVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 4800 2.9937 32.35 -0.42 0.2189 27.57 0.07 17120 6200 +++ DCC PLC (DC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.1370 +++ Dairy Crest Group (DCG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 367.800 +++ Dairy Crest Group - STND FUT (DCG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 367.940 DEC10 Z 368.610 MAR11 H 369.350 JUN11 M 370.140 +++ Danisco A/S (DCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 419.50 +++ Danisco A/S Euro Cash FLEX Opt (DOB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.48 43.14 0.20 17090 461 +++ Danisco A/S - Cash FLEX Fut (DOD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 419.68 +++ Daimler AG - Amer Phys FLEX Opt (DCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3200 0.0361 39.91 -0.02 17090 3700 0.5888 32.24 -0.30 17090 3900 1.4193 29.86 -0.57 17090 4200 3.7330 29.91 -0.89 0.0228 32.08 0.02 17090 4500 0.1656 29.49 0.06 17120 5000 2.0716 29.86 0.35 17061 4400 1.5456 29.32 0.29 17061 4600 +++ Daimler AG - Euro Phys FLEX Opt (DCX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3531 3.4175 36.17 -0.34 +++ Daimler AG (DCY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.4050 +++ Daimler AG - STND FUT (DCY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 38.4140 OCT10 V 38.4292 NOV10 X 38.4565 DEC10 Z 38.4802 +++ Du Pont (E.I.) De Nemours (DD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.770 +++ Dimension Data Holdings (DDH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 120.300 +++ Dimension Data Holdings - STND FUT (DDH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 120.350 DEC10 Z 120.570 MAR11 H 120.810 JUN11 M 121.070 +++ Deutsche Euroshop AG (DE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.1700 +++ Debenhams PLC (DEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.750 +++ JC Decaux SA (DEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.1300 +++ Dexia (DEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3620 +++ Dexia - STND FUT (DEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.3630 OCT10 V 3.3640 NOV10 X 3.3670 DEC10 Z 3.3690 +++ Delhaize Group (DEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.2600 +++ Delhaize Group - Amer Phys FLEX Opt (FQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0200 22.49 0.01 17090 6000 0.0000 20.79 0.00 17120 8500 +++ Dexia - Amer Phys FLEX Opt (DEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1046 40.64 0.13 21122 800 +++ Dexia (DEX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3620 +++ Dexia - Euro Phys FLEX Opt (DEX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0188 33.48 0.04 16121 700 3.5999 33.48 -0.96 +++ Vinci SA - Euro Cash FLEX Opt (DFJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1079 25.75 0.11 17090 3807 +++ Vinci SA - Amer Phys FLEX Opt (DFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 0.6000 32.32 -0.32 +++ Vinci SA (DG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.1700 +++ Dragon Oil Plc (DGO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0800 +++ Americansourcebergen Corp (DH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.540 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 20.300 +++ DSG International plc (DIX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.000 +++ DSG International plc - STND OPT (DIX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 8.000 82.90 0.98 SEP10 16 0.000 82.90 -0.02 4.250 76.49 0.86 SEP10 20 0.250 76.49 -0.14 3.000 74.92 0.72 SEP10 22 0.750 74.92 -0.29 1.750 73.12 0.54 SEP10 24 1.750 73.12 -0.46 1.000 71.35 0.36 SEP10 26 3.000 71.35 -0.64 0.500 68.39 0.20 SEP10 28 4.500 68.39 -0.80 0.250 65.11 0.09 SEP10 30 6.250 65.11 -0.91 0.000 62.90 0.04 SEP10 32 8.000 62.90 -0.96 0.000 58.24 0.00 SEP10 36 12.000 58.24 -1.00 0.000 56.38 0.00 SEP10 40 16.000 56.38 -1.00 0.000 58.24 0.00 SEP10 48 24.000 58.24 -1.00 8.250 52.85 0.94 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 12.250 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 8.250 38.90 0.94 MAR11 16 0.500 52.12 -0.11 5.500 46.54 0.76 MAR11 20 1.500 49.03 -0.24 3.250 43.47 0.57 MAR11 24 3.000 43.47 -0.43 1.750 42.96 0.38 MAR11 28 5.750 46.31 -0.60 1.000 44.06 0.24 MAR11 32 9.000 46.42 -0.74 0.250 41.34 0.07 MAR11 40 16.500 52.60 -0.87 +++ DSG International plc - STND FUT (DXN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 24.010 DEC10 Z 24.050 MAR11 H 24.100 JUN11 M 24.150 +++ CR Bard Inc (DJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 77.270 +++ Beckman Coulter Inc (DK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.540 +++ Becton Dickinson & Co (DL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.630 +++ De La Rue (DLA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 705.000 +++ De La Rue - STND FUT (DLA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 705.270 DEC10 Z 706.560 MAR11 H 707.980 JUN11 M 709.490 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 12.020 +++ Delta Lloyd NV (DLO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.4000 +++ Celgene Corp (DM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.010 +++ Daily Mail & General Trust (A Shs) (DMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 452.700 +++ Daily Mail & General Trust (A Shs) - STND FUT (DMG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 452.870 DEC10 Z 453.700 MAR11 H 454.610 JUN11 M 455.590 +++ DNO International ASA (DN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.1300 +++ DNB NOR ASA (DNB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.4500 +++ D/S Norden A/S (DNO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 217.60 +++ Cigna Corp (DO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.350 +++ Deutsche Postbank AG (DPB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.9100 +++ Deutsche Postbank AG - Amer Phys FLEX Opt (FJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1600 0.0554 39.89 -0.03 0.1696 29.49 0.10 17120 3000 +++ Deutsche Post AG - Euro Cash FLEX Opt (DPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0863 26.62 0.19 17090 1376 0.0680 26.40 0.16 17090 1387 +++ Deutsche Post AG - Amer Phys FLEX Opt (DPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0492 26.14 0.12 17090 1400 +++ Deutsche Post AG (DPW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.9950 +++ Deutsche Post AG - STND FUT (DPW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.9981 OCT10 V 13.0032 NOV10 X 13.0124 DEC10 Z 13.0204 +++ Coventry Health Care Inc (DQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.090 +++ Drax Group Plc - STND FUT (DQA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 393.250 DEC10 Z 393.970 MAR11 H 394.760 JUN11 M 385.540 +++ Drax Group Plc (DRX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 393.100 +++ Davita Inc (DS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.040 +++ Koninklijke DSM N.V (DSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.7150 +++ Koninklijke DSM N.V - STND FUT (DSM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.7230 OCT10 V 32.7360 NOV10 X 32.7590 DEC10 Z 32.7790 +++ Koninklijke DSM NV - Amer Phys FLEX Opt (DSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1800 25.24 0.09 17120 4000 +++ DSV A/S (DSV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 93.75 +++ Quest Diagnostics (DT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.690 +++ Dow Chemical Co/The (DTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.570 +++ DTE Energy Co (DTC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.760 +++ Deutsche Telekom AG (DTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.4050 +++ Deutsche Telekom AG - STND FUT (DTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.4074 OCT10 V 10.4115 NOV10 X 10.4190 DEC10 Z 10.4254 +++ Deutsche Telekom AG - Euro Cash FLEX Opt (DTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.2872 26.58 0.60 16121 950 0.9436 24.91 -0.40 +++ Deutsche Telekom AG - Amer Phys FLEX Opt (DTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 720 0.0307 38.59 -0.03 17120 900 0.1200 26.74 -0.14 17120 1000 0.3464 23.70 -0.35 0.2834 21.94 0.35 17120 1100 0.0887 22.32 0.14 17120 1200 0.0146 31.49 0.02 17120 1500 18031 900 0.2472 26.61 -0.20 +++ Deutsche Telekom AG - Euro Phys FLEX Opt (DTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.4717 31.32 0.95 17120 800 0.0531 32.85 -0.06 1.5562 27.10 0.86 17120 900 0.1197 26.74 -0.14 0.2834 21.94 0.35 17120 1100 0.8494 22.13 -0.64 0.0308 23.87 0.06 17120 1300 2.5910 24.51 -0.94 17061 909 0.5611 25.02 -0.34 0.3611 23.27 0.31 17061 1100 1.5426 19.94 -0.73 1.0422 25.92 0.53 16121 1000 1.1852 24.17 -0.48 0.6277 24.35 0.39 16121 1100 1.7390 22.05 -0.63 0.3760 23.76 0.27 16121 1200 2.4305 19.85 -0.79 +++ Deutsche Telekom AG - Cash FLEX Fut (DTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 10.4206 +++ Edwards Lifesciences Corp (DU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.740 +++ Gilead Sciences Inc (DV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.440 +++ Devon Energy Corp (DVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.350 +++ Davis Service Group (DVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 373.000 +++ Davis Service Group - STND FUT (DVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 373.140 DEC10 Z 373.830 MAR11 H 374.570 JUN11 M 375.380 +++ Derwent London plc (DWV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1410.000 +++ Derwent London plc - STND FUT (DWV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1410.530 DEC10 Z 1413.120 MAR11 H 1415.950 JUN11 M 1418.990 +++ Hologic Inc (DX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.210 +++ Duke Energy Corp (DXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.250 +++ Dexia (DXB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3620 +++ Hospira Inc (DY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.540 +++ Halliburton Co (DYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.860 +++ Intuitive Surgical Inc (DZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 271.010 +++ Archer-Daniels-Midland Co (DZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.380 +++ Elan Corp PLC (EA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5400 +++ East Asiatic Compnay Ltd A/S (EAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 138.00 +++ Laboratory Crp of Amer hldings (EB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.950 +++ Erste Group Bank AG (EBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.1000 +++ Mckesson Corp (EC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.470 +++ Electrocomponents (ECM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 209.600 +++ Electrocomponents - STND FUT (ECM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 209.680 DEC10 Z 210.060 MAR11 H 210.490 JUN11 M 210.940 +++ European Aeronautic Defence and Space Company (EDA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.3850 +++ European Aeronautic Defence and Space Company (EDA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 17.3090 OCT10 V 17.3160 NOV10 X 17.3280 DEC10 Z 17.3390 +++ EDF Energies Nouvelles S.A. (EDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.8450 +++ Electricite de France - Euro Phys FLEX Opt (DAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.0206 25.82 0.36 17120 3400 3.0687 25.82 -0.64 +++ Electricite de France (EDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.0500 +++ Electricite de France - STND FUT (EDF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.0580 OCT10 V 32.0700 NOV10 X 31.8930 DEC10 Z 31.9130 +++ Edison SpA (EDN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8775 +++ Energias de Portugal SA (EDP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.4300 +++ Energias de Portugal SA - Euro Phys FLEX Opt (EDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 250 0.1003 25.25 -0.67 17120 250 0.1838 27.68 -0.54 0.0358 25.39 0.16 18031 300 0.1249 26.41 0.31 16121 300 +++ EDP Renovaveis, S.A (EDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4700 +++ Medco Health Solutions Inc (EE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.100 +++ Essilor International SA (EF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.9700 +++ Essilor International SA - Amer Phys FLEX Opt (EFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18031 4800 2.8700 20.64 -0.47 +++ Essilor International SA - Euro Phys FLEX Opt (EFX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.3142 24.03 0.72 17120 4500 1.2097 24.03 -0.28 +++ FTSEurofirst 80 (EFE/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3404.820 +++ FTSEurofirst 80 - Euro FLEX Index Opt (YFE/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.870 20.96 0.01 17120 4500 1131.750 20.96 -0.98 +++ FTSEurofirst 100 (EFP/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3170.540 +++ Mota Engil SGPS (EG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.1400 +++ Mednax Inc (EH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.740 +++ Egis PLC (EI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20680.0 +++ Thermo Fisher Scientific Inc (EK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.080 +++ Ekornes ASA (EKO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 142.0000 +++ Elisa Oyj (EL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.5500 +++ Endesa SA (ELE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.5950 +++ Endesa SA - Cash Flex Future (END/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 18.6008 +++ Elringklinger AG (ELR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.6000 +++ Electrolux AB (ELT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 147.5000 +++ EMC Corp/Massachusetts (EMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.380 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.500 40.40 0.93 SEP10 180 0.750 41.04 -0.08 19.000 41.21 0.81 SEP10 190 2.250 40.61 -0.18 11.750 39.75 0.65 SEP10 200 4.500 37.75 -0.34 9.000 39.50 0.55 SEP10 205 6.750 38.15 -0.44 6.750 40.62 0.46 SEP10 210 9.500 37.97 -0.55 4.750 40.50 0.37 SEP10 215 12.750 38.48 -0.64 3.500 41.41 0.29 SEP10 220 16.500 39.38 -0.72 2.750 43.96 0.23 SEP10 225 20.250 38.36 -0.80 2.250 45.13 0.18 SEP10 230 24.500 38.29 -0.86 1.750 46.35 0.14 SEP10 235 29.000 38.23 -0.91 1.250 47.59 0.11 SEP10 240 33.750 38.18 -0.94 1.000 48.83 0.09 SEP10 245 38.500 38.13 -0.96 0.750 50.06 0.07 SEP10 250 43.500 38.07 -0.98 0.750 55.97 0.05 SEP10 260 53.250 38.08 -0.99 0.500 57.49 0.03 SEP10 270 63.250 38.45 -1.00 0.250 56.98 0.02 SEP10 280 73.250 38.03 -1.00 0.000 56.48 0.00 SEP10 300 93.250 35.92 -1.00 0.000 57.99 0.00 SEP10 320 113.250 34.24 -1.00 0.000 57.99 0.00 SEP10 340 133.250 32.26 -1.00 0.000 59.01 0.00 SEP10 360 153.250 31.03 -1.00 30.250 44.10 0.83 OCT10 180 3.250 42.87 -0.17 22.750 42.45 0.73 OCT10 190 5.250 40.86 -0.26 16.000 40.62 0.62 OCT10 200 8.750 39.66 -0.38 13.250 40.48 0.55 OCT10 205 10.750 38.71 -0.45 10.750 39.78 0.49 OCT10 210 13.500 38.86 -0.51 8.750 39.43 0.42 OCT10 215 16.500 38.48 -0.58 7.000 39.32 0.36 OCT10 220 20.500 41.35 -0.63 5.500 39.77 0.31 OCT10 225 23.750 39.57 -0.69 4.000 37.86 0.25 OCT10 230 27.250 38.66 -0.75 3.250 38.58 0.21 OCT10 235 31.500 39.02 -0.79 2.500 38.52 0.17 OCT10 240 35.500 38.56 -0.84 0.750 38.89 0.06 OCT10 260 53.500 34.26 -0.96 32.750 42.47 0.78 NOV10 180 5.750 42.37 -0.22 25.500 40.94 0.70 NOV10 190 8.250 40.13 -0.29 19.250 39.66 0.61 NOV10 200 12.000 38.94 -0.39 16.500 39.14 0.56 NOV10 205 14.250 38.44 -0.44 14.250 39.20 0.51 NOV10 210 16.750 38.15 -0.49 12.000 38.47 0.46 NOV10 215 19.500 37.81 -0.55 10.250 38.39 0.41 NOV10 220 22.750 37.39 -0.60 7.250 38.54 0.32 NOV10 230 29.500 36.38 -0.70 33.500 43.00 0.78 DEC10 180 8.750 40.55 -0.27 26.250 41.38 0.70 DEC10 190 12.250 39.37 -0.36 20.250 40.22 0.61 DEC10 200 16.500 38.24 -0.45 15.250 39.53 0.51 DEC10 210 22.000 37.32 -0.54 11.250 39.02 0.42 DEC10 220 28.500 36.92 -0.63 8.250 38.87 0.33 DEC10 230 35.750 36.81 -0.71 5.750 38.65 0.26 DEC10 240 44.000 37.49 -0.77 3.000 38.79 0.15 DEC10 260 61.500 36.96 -0.88 1.500 39.32 0.08 DEC10 280 80.000 36.40 -0.94 0.750 39.61 0.04 DEC10 300 99.250 35.20 -0.98 0.500 40.55 0.03 DEC10 320 119.000 33.02 -0.99 36.750 41.93 0.73 MAR11 180 13.500 39.81 -0.30 30.250 40.65 0.66 MAR11 190 17.500 39.00 -0.37 24.500 39.54 0.59 MAR11 200 22.000 38.31 -0.44 19.500 38.48 0.51 MAR11 210 27.250 37.22 -0.51 15.750 38.07 0.44 MAR11 220 33.500 36.59 -0.58 12.500 37.55 0.37 MAR11 230 40.250 36.31 -0.64 9.750 37.11 0.31 MAR11 240 47.500 35.70 -0.70 6.000 36.76 0.21 MAR11 260 63.750 35.10 -0.81 3.500 36.77 0.14 MAR11 280 81.750 34.92 -0.88 1.500 37.43 0.06 MAR11 320 119.750 35.79 -0.95 +++ Man Group plc - Euro Cash FLEX Opt (EWJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.250 41.92 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 10.00 1.00 31080 36 172.710 137.32 1.00 13090 34 0.000 40.55 0.00 17120 565 363.540 33.02 -1.00 +++ Man Group plc - STND FUT (MAN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 206.780 DEC10 Z 200.900 MAR11 H 201.310 JUN11 M 201.740 +++ Bouygues - Euro Phys FLEX Opt (EHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.7553 33.89 0.23 17120 3800 6.1965 33.89 -0.77 +++ Bouygues SA (EN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.4450 +++ Bouygues SA - STND FUT (EN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.4530 OCT10 V 32.4650 NOV10 X 32.4890 DEC10 Z 32.5090 +++ Enagas (ENG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.9500 +++ Eni SpA (ENI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.6500 +++ Eni SpA - STND FUT (ENI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.6537 OCT10 V 15.1597 NOV10 X 15.1705 DEC10 Z 15.1798 +++ ENI SpA - Euro Cash FLEX Opt (ENJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0473 21.92 0.12 17090 1668 0.0341 22.43 0.09 17090 1685 +++ ENI SpA - Euro Phys FLEX Opt (ENX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6436 21.63 0.32 15121 1700 3.0773 23.84 -0.66 +++ ENI SpA - Cash FLEX Fut (ENY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 04100 15.1592 +++ Enel SpA - Euro Cash FLEX Opt (ECJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0240 24.77 0.20 17090 394 0.0193 24.80 0.17 17090 397 +++ Enel SpA - Amer Phys FLEX Opt (ECQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 360 0.0402 26.86 -0.26 0.0628 24.69 0.41 17090 380 0.0005 28.41 0.00 17120 566 +++ Enel SpA - Euro Phys FLEX Opt (ECX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.6604 31.89 -0.98 0.6943 35.41 0.86 17120 300 0.0554 35.44 -0.14 0.0968 23.66 0.33 17120 389 0.3401 22.97 -0.68 0.0122 22.34 0.07 17120 442 0.7813 18.55 -0.97 +++ Enel SpA (ENL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7400 +++ Enel SpA - STND FUT (ENL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.7409 OCT10 V 3.7424 NOV10 X 3.7450 DEC10 Z 3.6373 +++ Eniro AB (ENR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.3500 +++ Dentsply Intl Inc (EO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.780 +++ E.ON AG (EOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.3250 +++ E.ON AG - STND FUT (EOA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 22.3302 OCT10 V 22.3390 NOV10 X 22.3550 DEC10 Z 22.3687 +++ E.ON AG - Amer Phys FLEX Opt (EOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2200 0.3751 24.75 -0.39 0.1178 28.39 0.15 17090 2400 0.0378 37.02 0.05 17090 2600 0.2613 24.90 0.23 15100 2400 17120 2000 0.4458 28.00 -0.21 +++ E.ON AG - Amer Cash FLEX Opt (EOU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0378 37.02 0.05 17090 2600 +++ E.ON AG - Euro Phys FLEX Opt (EOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1178 28.39 0.15 17090 2400 1.7851 28.42 -0.85 0.5897 24.00 0.32 17120 2400 2.1904 23.94 -0.68 0.0481 28.26 0.04 17120 3000 7.6151 26.28 -0.97 0.0237 32.76 0.02 17120 3333 0.0226 38.92 0.01 17120 3667 14.2578 38.92 -0.99 0.1049 24.12 0.06 18031 3000 17061 2039 1.5563 24.84 -0.41 1.5307 26.40 0.47 17061 2200 2.3017 22.79 -0.55 0.5498 24.59 0.19 16121 2800 7.3428 24.59 -0.81 1.0938 28.71 0.25 20123 3000 12.0414 28.71 -0.75 +++ E.ON AG - Cash FLEX Fut (EOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 22.3585 +++ CME Group Inc (EPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 253.220 +++ Enterprise Porducts Partners LP (EPP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.390 +++ Wellpoint Inc (EQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.090 +++ Edenred (ER /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6750 +++ Eramet (ERA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 203.9000 +++ Ericsson Telefonaktiebolaget LM (ERC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.3000 +++ Ericsson Telefonaktiebolaget LM - STND FUT (ERC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 73.3330 OCT10 V 73.3840 NOV10 X 73.4680 DEC10 Z 73.5400 +++ Ericsson Telefonaktiebolaget LM - Amer Phys FLEX O (ERQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4608 73.40 0.08 17090 9500 +++ ERG SpA (ERG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.6700 +++ 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 586.220 DEC10 Z 587.300 MAR11 H 588.470 JUN11 M 589.730 +++ Zimmer Holdings Inc (ES /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.740 +++ Etablissements Maurel et Prom (ETA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.7500 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 12.720 +++ Enterprise Inns (ETI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 88.650 +++ Enterprise Inns - STND FUT (ETI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 88.680 DEC10 Z 88.850 MAR11 H 89.020 JUN11 M 89.210 +++ Enterprise Inns - STND OPT (ETP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 25.000 86.90 0.95 SEP10 64 0.500 86.90 -0.05 17.250 67.83 0.91 SEP10 72 0.750 67.83 -0.09 10.250 56.66 0.79 SEP10 80 1.500 56.66 -0.21 7.250 53.68 0.68 SEP10 84 2.750 54.97 -0.32 4.750 51.10 0.55 SEP10 88 4.000 51.10 -0.45 3.000 49.54 0.41 SEP10 92 6.250 49.54 -0.60 1.750 48.64 0.27 SEP10 96 9.000 48.64 -0.73 1.000 48.69 0.17 SEP10 100 12.250 48.69 -0.83 0.250 48.28 0.04 SEP10 110 21.500 48.28 -0.96 0.000 50.80 0.01 SEP10 120 31.250 50.80 -0.99 0.000 53.26 0.00 SEP10 130 41.250 57.67 -1.00 0.000 55.66 0.00 SEP10 140 51.250 55.66 -1.00 0.000 58.55 0.00 SEP10 150 61.250 58.55 -1.00 0.000 59.28 0.00 SEP10 160 71.250 59.28 -1.00 20.750 58.05 0.79 DEC10 72 3.250 52.40 -0.19 15.500 55.66 0.69 DEC10 80 6.500 55.66 -0.31 13.250 55.51 0.63 DEC10 84 8.250 55.51 -0.37 11.750 57.64 0.58 DEC10 88 10.750 57.64 -0.42 9.500 54.41 0.52 DEC10 92 12.500 54.41 -0.49 7.750 53.67 0.46 DEC10 96 15.000 53.67 -0.54 6.500 54.02 0.40 DEC10 100 17.750 54.02 -0.60 4.000 53.14 0.28 DEC10 110 25.250 53.14 -0.72 2.500 53.12 0.19 DEC10 120 33.500 53.12 -0.81 1.250 51.96 0.12 DEC10 130 42.500 51.96 -0.88 0.750 51.00 0.07 DEC10 140 51.750 51.00 -0.93 0.250 49.50 0.04 DEC10 150 61.500 49.50 -0.97 0.250 47.60 0.02 DEC10 160 71.750 58.10 -0.96 23.750 57.01 0.76 MAR11 72 6.750 57.01 -0.24 19.250 57.25 0.68 MAR11 80 10.250 57.25 -0.32 17.250 57.09 0.64 MAR11 84 12.250 57.09 -0.36 15.250 56.81 0.60 MAR11 88 14.250 56.81 -0.41 13.750 56.60 0.55 MAR11 92 16.750 56.60 -0.45 12.000 56.12 0.51 MAR11 96 19.000 56.12 -0.49 10.750 55.76 0.47 MAR11 100 21.750 55.76 -0.53 7.750 55.20 0.38 MAR11 110 28.750 55.20 -0.62 5.750 54.72 0.30 MAR11 120 36.500 54.72 -0.70 3.250 55.53 0.19 MAR11 140 54.000 55.53 -0.82 +++ Eutelsat Communications (ETL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.0650 +++ Euro Aero Defense and Space (EUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.4250 +++ Euler Hermes SA (EUL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.2000 +++ Eurasian Natural Resources (EUN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 856.500 +++ Eurasian Natural Resources - Amer Phys Flex Opt (ZLO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 55.570 36.44 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 96.930 28.60 -0.94 38.650 36.33 0.30 18031 1010 55.470 36.44 0.31 16121 1100 +++ Evraz Group SA (EV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.1000 +++ Ebro Foods SA (EVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6300 +++ EVN AG (EVN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.3300 +++ Exor SpA PRF (EX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.7300 +++ Experian Plc - MATCH USF (EXF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 626.240 DEC10 Z 627.380 MAR11 H 623.380 JUN11 M 624.720 +++ Experian Plc (EXP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 626.000 +++ Experian Plc (EXP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 146.250 44.90 0.99 SEP10 480 0.250 44.90 -0.01 106.500 37.11 0.98 SEP10 520 0.500 37.11 -0.02 67.250 28.66 0.95 SEP10 560 1.000 28.66 -0.05 48.250 25.53 0.90 SEP10 580 2.000 25.25 -0.10 31.000 23.70 0.78 SEP10 600 4.750 23.34 -0.22 16.750 21.90 0.58 SEP10 620 10.500 21.90 -0.42 7.000 20.39 0.34 SEP10 640 20.750 20.39 -0.66 2.250 19.77 0.15 SEP10 660 36.000 19.77 -0.86 0.750 21.51 0.06 SEP10 680 54.750 21.51 -0.94 0.000 19.46 0.00 SEP10 720 94.000 20.98 -1.00 0.000 21.46 0.00 SEP10 800 174.000 21.46 -1.00 149.500 30.63 0.95 DEC10 480 2.250 30.41 -0.05 77.750 25.94 0.81 DEC10 560 10.250 25.79 -0.19 48.000 23.98 0.66 DEC10 600 20.750 23.98 -0.34 25.250 22.27 0.46 DEC10 640 38.000 22.27 -0.54 11.500 21.34 0.27 DEC10 680 64.250 21.34 -0.74 4.750 21.16 0.13 DEC10 720 97.500 21.16 -0.87 1.000 23.03 0.03 DEC10 800 174.250 23.03 -0.98 152.000 29.30 0.92 MAR11 480 6.750 29.21 -0.10 84.250 25.40 0.76 MAR11 560 20.000 25.40 -0.26 56.750 24.06 0.63 MAR11 600 33.000 24.06 -0.38 35.500 23.00 0.48 MAR11 640 52.000 23.00 -0.53 20.250 22.05 0.33 MAR11 680 77.000 22.05 -0.68 11.000 21.62 0.21 MAR11 720 107.750 21.62 -0.80 +++ Exor SpA (EXS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.6000 +++ Entergy Corp (EYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.150 +++ CEZ AS (EZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 826.00 +++ Easyjet (EZJ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 349.000 +++ Easyjet - STND FUT (EZJ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 349.130 DEC10 Z 349.770 MAR11 H 350.470 JUN11 M 351.220 +++ Faurecia (FA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7950 +++ Aetna Inc (FAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.220 +++ FAES FARMA SA (FAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6000 +++ Farstad Shipping ASA (FAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 149.0000 +++ Frontier Communications Corp (FCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.660 +++ TUI Travel plc (FCD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 201.000 +++ TUI Travel plc - STND FUT (FCD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 201.080 DEC10 Z 201.440 MAR11 H 201.850 JUN11 M 202.280 +++ Fonciere Des Regions (FDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.8600 +++ Fred. Olsen Energy ASA (FE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 178.7000 +++ Fraport AG Frankfurt Airport Srvcs (FF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.9250 +++ FirstGroup (FGP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 348.200 +++ FirstGroup - STND FUT (FGP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 348.330 DEC10 Z 348.970 MAR11 H 349.670 JUN11 M 350.420 +++ Eiffage SA (FGR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.6050 +++ FHB Mortgage Bank PLC (FH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1130.0 +++ First Horizon National Corp (FHN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.180 +++ X5 Retail Group (FI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.7200 +++ Fiat SpA (FIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.3500 +++ Fiat SpA - STND FUT (FIA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.3522 OCT10 V 9.3559 NOV10 X 9.3625 DEC10 Z 9.3683 +++ Fiat SpA - Amer Phys FLEX Opt (FXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3995 35.22 0.26 17061 1200 +++ Fielmann AG (FIE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.2200 +++ Fifth Third Bancorp (FIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.050 +++ Georg Fischer AG (FIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 373.750 +++ Frontline Limited (FL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 164.4000 +++ FLSmidth & Co A/S (FLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 345.20 +++ Flughafen Wien AG (FLU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.3700 +++ Gen-probe Inc (FM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.390 +++ Fresenius Medical Care AG St (FMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.7400 +++ Fresenius Medical Care AG&Co - Amer Phys FLEX Opt (FMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3200 0.4474 29.34 -0.08 17061 4000 1.8245 25.42 -0.26 13.3088 21.29 0.96 16091 3200 8.2649 21.32 0.82 16091 3800 +++ Freenet AG (FN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.7930 +++ Finmeccanica SpA (FNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.8950 +++ Kraft Foods Inc (FOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.850 +++ Fondiaria-SAI SPA - (savings) (FON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.7400 +++ 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 14.7130 46.21 -1.00 0.0100 12.24 0.00 21122 2400 +++ ageas NV/SA (FOR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0270 +++ ageas NV/SA - STND FUT (FOR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.0270 OCT10 V 2.0280 NOV10 X 2.0300 DEC10 Z 2.0310 +++ 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 12.9281 45.22 -1.00 0.0000 45.88 0.00 17120 1600 13.9251 45.88 -1.00 0.0000 46.61 0.00 17120 1700 14.9221 46.61 -1.00 +++ FTSE Eurofirst 300 Index (FOT/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1020.0 +++ Prudential Financial Inc (FPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.620 +++ Forth Ports (FPT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1310.000 +++ Forth Ports - STND FUT (FPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1310.490 DEC10 Z 1312.900 MAR11 H 1315.530 JUN11 M 1318.350 +++ Valeo SA (FR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.5400 +++ Fortis (FRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0270 +++ Fresenius SE (FRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.4000 +++ Forest Laboratories Inc (FRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.090 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 18.1600 +++ Fortum Oyj - Euro Cash FLEX Opt (FUJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0910 21.09 0.19 17090 1903 0.0774 20.96 0.16 17090 1911 +++ Fondiaria -Sai SpA (FSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.5250 +++ Swedbank AB (FSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.8000 +++ PNC Financial Services Group Inc (FSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.000 +++ France Telecom SA (FTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.4950 +++ France Telecom SA - STND FUT (FTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.9490 OCT10 V 15.9550 NOV10 X 15.9660 DEC10 Z 15.9760 +++ France Telecom SA - Euro Cash FLEX Opt (FTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5952 22.31 0.26 21122 1800 4.8087 22.31 -0.74 +++ France Telecom SA - Amer Phys FLEX Opt (FTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5000 19.72 0.95 17090 1600 17090 1700 1.1300 20.00 -0.91 17120 1200 0.0900 35.90 -0.06 17120 1600 0.8600 23.18 -0.48 0.1600 21.39 0.17 17120 1800 18031 1200 0.2100 33.16 -0.10 +++ France Telecom SA - Euro Phys FLEX Opt (FTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.2459 28.33 0.82 17120 1400 0.2589 28.33 -0.18 1.4424 25.22 0.70 17120 1500 0.4525 25.22 -0.30 0.8125 23.18 0.52 17120 1600 0.8196 23.18 -0.48 0.3959 21.97 0.33 17120 1700 1.4000 21.97 -0.67 0.0164 20.23 0.03 17120 2000 4.0116 20.23 -0.97 16121 1200 0.7455 30.19 -0.22 1.1450 24.01 0.44 16121 1600 2.3005 24.01 -0.56 16121 2400 9.0670 20.74 -0.97 +++ France Telecom SA - Cash FLEX Fut (FTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 02090 15.9463 03090 15.9465 06090 15.9472 07090 15.9475 09090 15.9479 13090 15.9489 14090 15.9492 +++ France Telecom SA - Phys FLEX Fut (FTZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17120 15.9760 +++ Franklin Resources Inc (FUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 97.390 +++ Fuchs Petrolub AG - PFD (FUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.6400 +++ Fugro NV (FUR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.7000 +++ FedEx Corp (FXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.190 +++ GEA Group AG (G1A/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.1550 +++ Gas Natural SDG SA (GAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.9000 +++ Gas Natural SDG SA - STND FUT (GAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 11.9030 OCT10 V 11.9070 NOV10 X 11.9160 DEC10 Z 11.9230 +++ Bilfinger Berger AG (GB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.8100 +++ Bourbon SA (GBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.7950 +++ Groupe Bruxelles Lambert SA (GBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.5200 +++ Gecina SA (GCS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.5300 +++ GDF Suez (GD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.6500 +++ GDF Suez - Amer Phys FLEX Opt (GDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2800 3.3600 25.84 -0.98 0.1423 25.35 0.10 17120 2912 5.3712 25.35 -0.91 16121 3000 7.9200 27.07 -0.77 +++ GDF Suez - Euro Phys FLEX Opt (GDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.0547 28.64 0.42 17120 2500 2.1590 28.64 -0.58 0.0775 25.02 0.06 17120 3000 6.1669 25.02 -0.94 1.7389 28.12 0.36 14122 2800 7.7168 28.12 -0.64 1.7567 28.13 0.36 21122 2800 7.7257 28.13 -0.64 1.7743 28.13 0.36 28122 2800 7.7346 28.13 -0.64 +++ GDF Suez - Cash FLEX Fut (GDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10110 23.8518 17110 23.8589 +++ GEM Diamonds Ltd (GDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 200.000 +++ General Electric Company (GE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.630 +++ General Electric Company - Physical STND FUT (GEX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.632 OCT10 V 14.636 NOV10 X 14.640 DEC10 Z 14.644 +++ Geberit AG (GEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 163.700 +++ Geberit AG - Amer Phys FLEX Opt (YMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.389 21.30 0.10 17090 1750 +++ Genzyme Corp (GEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 67.340 +++ Cap Gemini SA (GEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.5900 +++ Assicurazioni Generali SpA (GEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.4000 +++ Assicurazioni Generali SpA - STND FUT (GEN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.4034 OCT10 V 14.4091 NOV10 X 14.4193 DEC10 Z 14.4282 +++ Assicurazioni Generali SpA - Amer Phys FLEX Opt (GXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1400 0.7873 31.57 -0.40 +++ Assicurazioni Generali SpA - Euro Phys FLEX Opt (GXX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6885 29.16 0.44 16120 1500 1.2612 29.72 -0.56 0.0580 25.74 0.07 16120 1800 3.6156 26.64 -0.92 0.3468 27.61 0.28 17120 1600 1.9144 28.23 -0.72 +++ Geox SpA (GEO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7975 +++ GAGFAH SA (GF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6540 +++ Surgutneftegaz (GG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.1900 +++ Gildemeister AG (GIL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.5370 +++ Givaudan (GIV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 963.000 +++ EFG Eurobank Ergasias SA (GK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1000 +++ GKN (GKN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 142.700 +++ GKN -STND FUT (GKN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 142.750 DEC10 Z 143.020 MAR11 H 143.300 JUN11 M 143.610 +++ Societe Generale SA (GLE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.4500 +++ Societe Generale SA - STND FUT (GLE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 40.4600 OCT10 V 40.4750 NOV10 X 40.5040 DEC10 Z 40.4290 +++ Societe Generale - Euro Cash FLEX Opt (GLJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16.5537 73.49 0.92 17120 2464 0.6701 73.49 -0.08 13.2107 66.82 0.88 17120 2843 1.1057 66.82 -0.12 +++ Societe Generale - Amer Phys FLEX Opt (GLQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4170 2.5800 47.05 -0.58 17090 4200 2.7098 46.53 -0.61 0.5800 44.35 0.23 17090 4400 15100 3700 1.6600 54.15 -0.29 1.3700 44.63 0.33 15100 4400 17120 3600 2.6800 54.51 -0.29 1.9100 42.50 0.34 17120 4600 7.3600 42.50 -0.66 1.4900 41.24 0.28 17120 4739 0.6900 38.18 0.16 17120 5100 11.1400 38.18 -0.84 0.0100 31.48 0.01 17120 6400 18021 3200 2.4078 57.39 -0.21 16121 2843 3.5941 53.06 -0.20 2.7900 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 5.5536 50.37 -0.22 +++ Societe Generale - Euro Phys FLEX Opt (GLX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 10.2023 60.27 0.81 17120 3200 1.6567 60.27 -0.19 5.7906 51.18 0.65 17120 3800 3.2270 51.18 -0.35 3.5384 46.44 0.50 17120 4200 4.9629 46.44 -0.50 1.5703 41.60 0.30 17120 4700 7.9798 41.60 -0.70 0.5344 37.72 0.14 17120 5213 12.0585 37.72 -0.86 0.0000 31.00 0.00 17120 11016 69.3805 31.00 -1.00 +++ Galp Energia, SGPS, S.A. (GLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.6500 +++ Globaltrans Investment PLC GDR (GLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.2100 +++ ITV plc - STND FUT (GAA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 55.820 DEC10 Z 55.920 MAR11 H 56.040 JUN11 M 56.160 +++ ITV plc (GME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.800 +++ ITV plc - STND OPT (GME/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15.750 63.32 0.99 SEP10 40 0.000 68.41 -0.02 12.000 52.74 0.97 SEP10 44 0.000 55.32 -0.03 10.000 44.30 0.97 SEP10 46 0.250 51.40 -0.05 8.250 49.66 0.90 SEP10 48 0.250 48.81 -0.09 5.250 53.59 0.73 SEP10 52 1.000 44.79 -0.24 3.000 56.93 0.52 SEP10 56 2.750 50.44 -0.49 2.000 63.53 0.35 SEP10 60 5.500 51.62 -0.69 1.000 62.74 0.21 SEP10 64 8.750 55.46 -0.83 0.500 75.29 0.10 SEP10 72 16.250 60.80 -0.95 0.000 75.29 0.03 SEP10 80 24.250 80.15 -0.96 0.000 87.05 0.00 SEP10 120 64.250 93.65 -1.00 16.500 48.52 0.92 DEC10 40 0.250 40.91 -0.06 13.250 47.05 0.85 DEC10 44 0.750 41.02 -0.12 10.250 45.93 0.77 DEC10 48 1.750 42.13 -0.22 5.750 45.99 0.55 DEC10 56 5.500 45.11 -0.45 3.750 43.32 0.43 DEC10 60 7.750 43.50 -0.57 2.500 43.67 0.33 DEC10 64 10.750 43.89 -0.67 1.250 43.06 0.18 DEC10 72 17.250 44.78 -0.82 0.500 42.49 0.08 DEC10 80 24.500 43.96 -0.91 0.000 43.80 0.00 DEC10 120 64.250 56.38 -1.00 18.000 53.41 0.85 MAR11 40 1.750 48.73 -0.13 14.250 43.86 0.82 MAR11 44 2.000 43.46 -0.18 11.500 43.32 0.74 MAR11 48 3.500 43.10 -0.26 7.500 44.59 0.57 MAR11 56 6.750 41.51 -0.44 5.500 42.00 0.48 MAR11 60 9.500 42.03 -0.53 4.000 40.50 0.39 MAR11 64 11.750 40.46 -0.62 1.000 37.56 0.13 MAR11 80 25.000 40.03 -0.86 +++ Gemina SpA (GMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.4685 +++ GN Store Nord (GN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.70 +++ Greene King (GNK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 412.900 +++ Greene King - STND FUT (GNK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 413.060 DEC10 Z 413.810 MAR11 H 414.640 JUN11 M 415.530 +++ Diageo plc - STND FUT (DGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1038.900 DEC10 Z 1040.800 MAR11 H 1027.380 JUN11 M 1029.580 +++ Diageo plc - Amer Phys FLEX Opt (DGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 700 2.660 39.97 -0.03 103.840 25.42 0.53 16121 1050 137.330 25.16 -0.50 188.840 23.30 0.73 21122 900 +++ Diageo plc - Euro Phys FLEX Opt (DGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 113.790 26.17 0.76 17120 950 25.320 27.35 -0.25 84.300 21.52 0.44 21122 1100 189.930 21.17 -0.57 +++ Diageo PLC (GNS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1062.000 +++ Diageo PLC - STND OPT (GNS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 183.000 47.25 0.98 SEP10 880 2.000 40.06 -0.04 142.500 33.77 0.99 SEP10 920 2.000 31.71 -0.05 102.500 25.26 0.99 SEP10 960 4.000 27.04 -0.11 63.000 20.36 0.95 SEP10 1000 8.500 22.97 -0.24 22.000 18.92 0.63 SEP10 1050 26.500 20.21 -0.58 3.000 18.22 0.16 SEP10 1100 64.500 20.26 -0.87 0.500 20.69 0.03 SEP10 1150 112.500 24.77 -0.95 0.000 25.07 0.01 SEP10 1200 162.500 32.98 -0.96 0.000 26.67 0.00 SEP10 1250 212.000 37.44 -0.98 0.000 28.66 0.00 SEP10 1300 262.000 43.92 -0.98 0.000 29.86 0.00 SEP10 1400 361.000 61.51 -0.97 143.500 34.02 0.96 OCT10 920 7.500 29.90 -0.12 103.500 26.55 0.95 OCT10 960 12.000 26.96 -0.20 66.500 23.54 0.85 OCT10 1000 21.000 24.85 -0.32 30.500 21.85 0.54 OCT10 1050 40.000 22.47 -0.53 11.000 20.50 0.25 OCT10 1100 72.000 21.17 -0.76 3.000 20.05 0.09 OCT10 1150 114.500 20.86 -0.90 1.000 20.64 0.03 OCT10 1200 163.000 23.98 -0.95 0.000 21.83 0.00 OCT10 1300 262.000 31.47 -0.97 0.000 23.50 0.00 OCT10 1400 361.500 37.12 -0.99 143.500 28.36 0.95 NOV10 920 14.000 28.85 -0.17 105.500 25.40 0.89 NOV10 960 21.000 26.81 -0.25 73.000 24.14 0.73 NOV10 1000 32.000 25.14 -0.35 41.500 22.81 0.51 NOV10 1050 52.000 23.40 -0.51 21.000 21.70 0.32 NOV10 1100 82.000 22.20 -0.68 9.500 20.97 0.17 NOV10 1150 119.500 21.17 -0.83 4.500 21.69 0.09 NOV10 1200 166.000 23.07 -0.90 1.000 23.46 0.03 NOV10 1300 262.000 25.12 -0.97 422.500 62.10 0.99 DEC10 640 1.500 42.56 -0.01 342.500 49.58 0.99 DEC10 720 3.500 39.11 -0.04 262.500 36.99 0.99 DEC10 800 7.000 34.45 -0.07 183.000 29.85 0.97 DEC10 880 13.500 30.37 -0.14 109.000 25.65 0.82 DEC10 960 28.000 26.92 -0.27 79.500 24.83 0.67 DEC10 1000 40.000 25.65 -0.36 29.500 22.64 0.35 DEC10 1100 89.500 22.97 -0.65 8.000 21.94 0.13 DEC10 1200 169.500 23.17 -0.86 3.000 23.52 0.05 DEC10 1300 263.000 23.92 -0.95 1.000 25.04 0.02 DEC10 1400 362.000 27.53 -0.98 186.000 28.50 0.89 MAR11 880 28.000 28.69 -0.20 122.000 25.82 0.71 MAR11 960 49.000 26.44 -0.33 95.500 24.87 0.63 MAR11 1000 63.500 25.37 -0.41 45.500 23.08 0.40 MAR11 1100 116.000 23.53 -0.62 18.500 22.14 0.21 MAR11 1200 191.500 23.19 -0.79 7.000 21.95 0.09 MAR11 1300 279.000 22.75 -0.90 3.000 22.65 0.04 MAR11 1400 375.000 23.62 -0.95 266.000 32.87 0.92 JUN11 800 24.000 30.59 -0.15 193.500 28.57 0.81 JUN11 880 41.000 28.83 -0.23 134.000 26.15 0.68 JUN11 960 63.500 26.52 -0.34 109.000 25.30 0.61 JUN11 1000 79.000 25.54 -0.41 59.500 23.64 0.43 JUN11 1100 131.000 23.97 -0.58 30.500 23.00 0.26 JUN11 1200 199.000 22.45 -0.75 5.500 21.49 0.07 JUN11 1400 375.500 21.23 -0.94 424.000 43.33 0.96 DEC11 640 21.500 35.83 -0.09 343.500 34.11 0.97 DEC11 720 30.500 32.48 -0.14 270.500 31.10 0.86 DEC11 800 46.000 30.35 -0.20 204.500 27.98 0.77 DEC11 880 66.500 28.29 -0.28 151.000 26.31 0.66 DEC11 960 94.500 26.52 -0.38 128.500 26.00 0.60 DEC11 1000 111.500 25.76 -0.43 48.500 23.69 0.32 DEC11 1200 234.000 23.37 -0.70 14.500 22.29 0.13 DEC11 1400 400.500 21.94 -0.88 155.000 24.43 0.66 JUN12 960 99.500 23.00 -0.39 133.000 24.00 0.60 JUN12 1000 118.000 22.51 -0.44 49.500 21.00 0.32 JUN12 1200 241.500 20.57 -0.70 16.000 20.00 0.14 JUN12 1400 410.000 20.49 -0.86 157.000 23.30 0.65 DEC12 960 120.000 22.99 -0.40 135.000 22.72 0.60 DEC12 1000 137.000 22.11 -0.45 55.000 20.33 0.33 DEC12 1200 261.000 20.23 -0.69 21.000 19.65 0.16 DEC12 1400 426.000 20.00 -0.85 +++ Agricultural Bank Of Greece (GO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0900 +++ Grupo Catalana Occidente SA (GOC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.3600 +++ Go-Ahead Group (GOG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1111.000 +++ Go-Ahead Group - STND FUT (GOG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1111.420 DEC10 Z 1113.460 MAR11 H 1115.690 JUN11 M 1118.080 +++ Google Inc (GOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 456.400 +++ Grafton Group PLC (GP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5650 +++ Great Portland Estates (GPO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 316.900 +++ Great Portland Estates - STND FUT (GPO/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 317.020 DEC10 Z 317.600 MAR11 H 318.240 JUN11 M 318.920 +++ Gestevision Telecinco SA (GQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.7830 +++ Grifols SA (GRF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.2970 +++ Greggs (GRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 434.800 +++ Greggs - STND FUT (GRG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 434.960 DEC10 Z 435.760 MAR11 H 436.640 JUN11 M 437.570 +++ Grainger Plc (GRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 105.500 +++ Grainger Plc - STND FUT (GRI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 105.540 DEC10 Z 105.730 MAR11 H 105.950 JUN11 M 106.170 +++ Gruppo Editoriale L Espresso SpA (GRU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5060 +++ Goldman Sachs Group Inc/The (GSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 139.650 +++ Globe Trade Centre SA (GT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.100 +++ Getinge AB - Cash Flex Future (GID/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 149.8773 +++ Getinge AB (GTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 149.8000 +++ GlaxoSmithKline plc - Euro Cash FLEX Opt (GSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 6.980 16.35 0.25 17090 1260 +++ GlaxoSmithKline plc - Amer Phys FLEX Opt (GSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.150 19.19 0.02 17120 1500 290.950 22.04 -0.96 16121 860 19.580 24.14 -0.11 61.100 20.78 0.38 16121 1300 +++ GlaxoSmithKline plc - Euro Phys FLEX Opt (GSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19.280 18.70 0.27 17120 1300 107.380 18.96 -0.73 31.260 19.77 0.23 16121 1400 268.340 19.21 -0.78 22.710 19.40 0.18 16121 1450 310.320 19.18 -0.82 +++ GlaxoSmithKline plc (GXO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1225.500 +++ GlaxoSmithKline plc - STND OPT (GXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 266.000 28.94 1.00 SEP10 960 0.000 36.63 0.00 226.000 31.52 1.00 SEP10 1000 0.500 37.76 -0.01 176.500 30.72 0.98 SEP10 1050 1.000 33.83 -0.03 128.500 30.04 0.93 SEP10 1100 3.000 30.53 -0.07 81.000 23.87 0.87 SEP10 1150 4.500 23.64 -0.13 38.500 19.47 0.68 SEP10 1200 12.500 19.44 -0.32 11.000 17.28 0.33 SEP10 1250 35.500 17.68 -0.67 0.500 12.60 0.03 SEP10 1300 76.000 17.11 -0.92 0.000 9.58 0.00 SEP10 1350 125.500 22.77 -0.96 0.000 7.54 0.00 SEP10 1400 175.000 27.13 -0.98 0.000 5.15 0.00 SEP10 1500 274.500 2.00 -1.00 0.000 12.31 0.00 SEP10 1600 374.500 2.00 -1.00 268.000 34.15 0.98 OCT10 960 0.500 29.77 -0.01 228.000 29.10 0.97 OCT10 1000 1.500 29.63 -0.03 179.500 26.97 0.95 OCT10 1050 3.500 27.89 -0.06 132.000 24.16 0.90 OCT10 1100 6.500 25.20 -0.11 88.500 21.96 0.80 OCT10 1150 12.000 22.25 -0.20 50.000 19.67 0.63 OCT10 1200 24.000 20.05 -0.37 23.000 18.21 0.40 OCT10 1250 46.500 18.28 -0.60 8.000 17.43 0.19 OCT10 1300 81.500 17.45 -0.81 0.000 14.61 0.01 OCT10 1400 175.500 20.57 -0.96 0.000 11.74 0.00 OCT10 1500 275.500 29.98 -0.97 229.000 27.83 0.96 NOV10 1000 5.500 28.72 -0.07 135.000 23.23 0.87 NOV10 1100 15.000 24.13 -0.19 93.000 21.50 0.77 NOV10 1150 25.500 22.23 -0.30 57.500 20.14 0.61 NOV10 1200 42.000 20.37 -0.44 31.000 19.14 0.42 NOV10 1250 67.500 19.21 -0.62 14.500 18.53 0.25 NOV10 1300 102.000 18.47 -0.78 2.500 17.92 0.05 NOV10 1400 192.000 19.78 -0.93 0.500 18.29 0.01 NOV10 1500 290.000 23.23 -0.97 268.500 28.43 0.97 DEC10 960 6.000 29.56 -0.07 230.000 27.11 0.95 DEC10 1000 8.500 27.75 -0.09 138.500 23.29 0.84 DEC10 1100 20.000 23.55 -0.21 62.500 20.14 0.59 DEC10 1200 49.500 20.60 -0.44 20.000 18.70 0.28 DEC10 1300 108.000 18.96 -0.73 4.500 17.88 0.08 DEC10 1400 194.000 19.43 -0.90 0.500 20.50 0.01 DEC10 1600 390.000 24.66 -0.98 271.500 28.43 0.94 MAR11 960 16.000 27.46 -0.12 235.000 27.30 0.90 MAR11 1000 21.500 26.47 -0.16 147.000 23.38 0.78 MAR11 1100 41.000 23.29 -0.29 78.000 20.98 0.57 MAR11 1200 76.500 20.75 -0.48 33.500 19.42 0.33 MAR11 1300 134.500 19.06 -0.70 12.500 18.82 0.16 MAR11 1400 214.500 18.11 -0.87 1.500 19.35 0.03 MAR11 1600 405.000 18.51 -0.98 275.500 28.79 0.91 JUN11 960 27.000 26.60 -0.16 236.000 25.71 0.89 JUN11 1000 33.500 25.43 -0.20 153.500 23.31 0.75 JUN11 1100 58.000 22.89 -0.33 88.500 21.39 0.56 JUN11 1200 98.000 20.81 -0.50 44.500 20.08 0.36 JUN11 1300 158.000 19.57 -0.68 20.000 19.32 0.20 JUN11 1400 235.000 18.62 -0.83 3.500 18.97 0.05 JUN11 1600 419.500 18.60 -0.96 276.000 26.73 0.90 DEC11 960 43.000 24.14 -0.21 238.000 24.42 0.87 DEC11 1000 56.000 24.15 -0.25 102.500 21.78 0.54 DEC11 1200 133.500 20.75 -0.52 33.000 19.78 0.25 DEC11 1400 271.500 19.21 -0.78 7.500 18.27 0.08 DEC11 1600 449.000 19.07 -0.92 279.000 27.04 0.87 JUN12 960 75.500 26.28 -0.26 246.500 26.27 0.82 JUN12 1000 87.000 25.33 -0.30 116.500 22.72 0.54 JUN12 1200 169.500 21.40 -0.53 47.000 20.95 0.29 JUN12 1400 309.000 20.57 -0.74 285.000 28.22 0.84 DEC12 960 103.000 27.03 -0.29 253.500 27.29 0.79 DEC12 1000 113.000 25.63 -0.33 124.000 22.80 0.54 DEC12 1200 195.500 21.23 -0.54 57.000 21.42 0.31 DEC12 1400 336.500 20.46 -0.73 23.500 20.27 0.16 DEC12 1600 504.000 20.00 -0.86 +++ GlaxoSmithKline plc - STND FUT (GXW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1225.960 DEC10 Z 1212.190 MAR11 H 1195.610 JUN11 M 1182.150 +++ Emporiki Bank of Greece SA (GY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6100 +++ Gazprom Neft (GZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.9200 +++ Hexagon AB (HAB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 125.0000 +++ Hamburger Hafen und Logistik (HAM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.4750 +++ Hays (HAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 90.900 +++ Hays - STND FUT (HAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 90.930 DEC10 Z 91.100 MAR11 H 91.280 JUN11 M 91.480 +++ Havas SA (HAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5840 +++ HBOS ex event Contracts (HAX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.630 +++ 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 370 301.500 80.75 -1.00 +++ Hugo Boss AG - PFD (HBF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.1600 +++ Heineken Holding NV (HD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.6350 +++ Heidelberger Druckmaschinen AG (HDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.0640 +++ Home Depot Inc (HDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.760 +++ Heineken NV (HEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.3700 +++ Heineken NV - STND FUT (HEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 35.3780 OCT10 V 35.3920 NOV10 X 35.4170 DEC10 Z 35.4390 +++ Heineken NV - Amer Phys FLEX Opt (HEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4800 23.33 0.19 17120 4000 0.0900 24.28 0.04 17120 4500 +++ Heineken NV - Phys FLEX Fut (HEZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 35.3780 +++ HeidelbergCement AG (HEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.7450 +++ HeidelbergCement AG - Amer Phys Flex Opt (HET/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 3200 1.9328 38.88 -0.49 +++ Henkel AG & Co. KGAA (HEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.7200 +++ Hera SpA (HER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4070 +++ Hartford Financial Services Inc (HFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.700 +++ Henderson Group PLC (HGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 124.400 +++ Coca Cola Hellenic Bottling Co SA (HK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.8000 +++ Henkel AG & CO KGaA - PFD - Amer Phys FLEX Opt (HHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3600 0.3708 25.58 -0.26 1.7210 23.96 0.40 18031 4000 +++ Henkel AG & CO KGaA - PFD (HKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.3750 +++ Hellenic Duty Free Shops SA (HL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.6600 +++ Halma (HLM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 273.000 +++ Halma - STND FUT (HLM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 273.100 DEC10 Z 273.600 MAR11 H 274.150 JUN11 M 274.740 +++ Hammerson (HMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 358.900 +++ Hammerson - STND FUT (HMS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 359.040 DEC10 Z 359.690 MAR11 H 360.420 JUN11 M 333.400 +++ HMV Group (HMV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.500 +++ HMV Group - STND FUT (HMV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 59.520 DEC10 Z 59.630 MAR11 H 59.750 JUN11 M 59.880 +++ Hennes & Mauritz AB ser. B - Euro Cash FLEX Opt (HMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.7827 22.77 0.24 17090 24931 1.2775 22.77 0.18 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 1.6946 24.07 -0.10 +++ Hennes & Mauritz AB (HNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 239.3000 +++ Hennes & Mauritz AB - STND FUT (HNM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 239.4070 OCT10 V 239.5750 NOV10 X 239.8490 DEC10 Z 240.0840 +++ Hannover Rueck AG (HNR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.5650 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 25.3100 +++ Holmen AB (HOB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 198.0000 +++ Holcim Ltd (HOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.450 +++ Holcim Ltd - Amer Phys FLEX Opt (HOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 720 10.575 31.33 -0.98 +++ Hochtief AG (HOT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.3300 +++ Hewlett-Packard Company (HPC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.580 +++ Home Retail Group Plc MATCH USF (ARF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 219.380 DEC10 Z 215.030 MAR11 H 206.480 JUN11 M 206.920 +++ Home Retail Group Plc (HRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 219.300 +++ Hiscox Ltd (HS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 361.600 +++ Hiscox Ltd - STND FUT (HS /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 361.740 DEC10 Z 362.400 MAR11 H 363.130 JUN11 M 363.900 +++ HSBC Holdings plc - STND FUT (HSA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 637.240 DEC10 Z 633.160 MAR11 H 626.430 JUN11 M 622.010 +++ HSBC Holdings plc (HSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 637.000 +++ HSBC Holdings plc - STND OPT (HSB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 157.500 52.89 0.99 SEP10 480 0.000 38.85 0.00 117.750 41.33 0.98 SEP10 520 0.250 35.07 -0.01 78.000 30.80 0.96 SEP10 560 1.250 33.69 -0.05 59.000 28.94 0.91 SEP10 580 1.750 28.92 -0.09 41.000 26.26 0.83 SEP10 600 3.750 26.23 -0.17 25.250 24.27 0.69 SEP10 620 8.000 24.26 -0.31 13.000 22.98 0.48 SEP10 640 15.750 22.88 -0.52 5.250 21.50 0.26 SEP10 660 28.500 22.39 -0.73 2.000 21.74 0.12 SEP10 680 44.250 20.39 -0.90 0.500 21.03 0.04 SEP10 700 63.250 20.27 -0.97 0.000 21.11 0.01 SEP10 720 83.000 15.67 -1.00 0.000 22.07 0.00 SEP10 760 123.000 9.72 -1.00 0.000 23.87 0.00 SEP10 800 163.000 2.00 -1.00 0.000 29.25 0.00 SEP10 880 243.000 54.58 -0.99 119.000 33.68 0.96 OCT10 520 1.750 34.95 -0.05 81.750 30.50 0.89 OCT10 560 4.250 30.61 -0.11 47.750 26.91 0.75 OCT10 600 10.500 27.33 -0.26 33.750 25.63 0.63 OCT10 620 16.500 26.16 -0.37 21.750 24.31 0.50 OCT10 640 24.750 24.81 -0.50 13.000 23.53 0.36 OCT10 660 35.750 23.90 -0.64 7.250 22.85 0.24 OCT10 680 50.250 23.63 -0.76 3.500 22.32 0.14 OCT10 700 66.250 22.60 -0.86 2.250 23.91 0.09 OCT10 720 84.250 22.01 -0.93 0.750 24.81 0.03 OCT10 760 123.000 21.22 -0.99 122.000 33.67 0.91 NOV10 520 5.500 34.27 -0.10 87.000 31.20 0.83 NOV10 560 10.500 31.13 -0.19 55.000 28.07 0.70 NOV10 600 19.500 28.12 -0.32 41.500 26.70 0.61 NOV10 620 26.500 26.99 -0.41 30.000 25.73 0.51 NOV10 640 35.500 25.93 -0.51 21.000 25.19 0.41 NOV10 660 46.750 25.22 -0.61 14.000 24.51 0.31 NOV10 680 60.000 24.62 -0.71 5.500 23.84 0.15 NOV10 720 92.000 23.53 -0.86 358.750 66.20 1.00 DEC10 279 0.000 50.05 0.00 323.750 56.33 1.00 DEC10 314 0.000 45.71 0.00 288.750 47.80 1.00 DEC10 349 0.250 43.03 0.00 255.250 46.16 0.99 DEC10 383 0.750 42.70 -0.01 220.750 41.28 0.98 DEC10 418 1.250 39.54 -0.02 153.250 35.76 0.94 DEC10 488 5.250 36.38 -0.08 91.250 31.02 0.81 DEC10 558 14.000 31.20 -0.21 58.500 27.99 0.68 DEC10 600 24.250 28.26 -0.34 41.750 26.97 0.57 DEC10 627 34.750 27.05 -0.44 34.500 26.27 0.51 DEC10 640 41.250 26.67 -0.50 17.500 24.67 0.33 DEC10 680 64.500 24.96 -0.67 13.000 24.45 0.27 DEC10 697 76.750 24.64 -0.74 8.000 23.79 0.19 DEC10 720 94.750 23.80 -0.82 2.750 23.12 0.08 DEC10 767 136.500 22.99 -0.93 0.000 18.46 0.00 DEC10 837 204.250 23.63 -0.98 0.000 16.66 0.00 DEC10 871 238.000 23.77 -0.99 0.000 16.17 0.00 DEC10 880 247.000 24.62 -0.99 165.000 35.33 0.90 MAR11 480 12.000 35.54 -0.13 99.250 31.17 0.75 MAR11 560 27.250 30.74 -0.27 70.750 28.94 0.65 MAR11 600 40.000 28.63 -0.38 47.750 27.17 0.52 MAR11 640 57.750 26.93 -0.50 30.500 26.11 0.40 MAR11 680 80.750 25.55 -0.63 18.250 25.23 0.28 MAR11 720 108.500 24.28 -0.75 10.250 24.52 0.18 MAR11 760 140.750 22.99 -0.85 5.750 24.30 0.11 MAR11 800 176.000 21.51 -0.93 204.500 38.47 0.92 JUN11 440 13.000 36.73 -0.11 168.000 34.88 0.88 JUN11 480 18.500 34.33 -0.16 105.500 31.34 0.73 JUN11 560 38.000 30.58 -0.30 78.250 29.15 0.63 JUN11 600 51.750 28.52 -0.39 56.250 27.91 0.53 JUN11 640 70.750 27.23 -0.50 38.750 26.80 0.42 JUN11 680 93.500 25.99 -0.61 25.500 25.87 0.32 JUN11 720 120.750 24.94 -0.71 9.750 24.35 0.15 JUN11 800 184.750 22.61 -0.87 3.000 23.18 0.06 JUN11 880 258.250 20.03 -0.97 359.000 48.59 0.99 DEC11 279 6.250 46.24 -0.04 323.750 35.15 1.00 DEC11 314 8.750 43.68 -0.06 289.000 35.05 0.99 DEC11 349 11.750 41.11 -0.07 256.000 34.71 0.98 DEC11 383 15.750 39.07 -0.10 224.000 34.42 0.94 DEC11 418 21.250 37.31 -0.13 166.000 32.99 0.84 DEC11 488 35.000 33.71 -0.21 116.750 30.99 0.71 DEC11 558 56.750 30.97 -0.33 75.250 28.30 0.56 DEC11 627 86.000 28.42 -0.46 68.750 27.94 0.53 DEC11 640 92.750 28.10 -0.49 37.250 25.98 0.36 DEC11 720 141.750 26.21 -0.65 18.250 24.59 0.22 DEC11 800 202.250 24.71 -0.79 8.000 23.34 0.11 DEC11 880 271.000 23.52 -0.89 180.500 34.91 0.82 JUN12 480 46.250 33.73 -0.23 124.750 31.43 0.69 JUN12 560 73.000 30.57 -0.35 80.000 28.73 0.54 JUN12 640 110.250 28.24 -0.49 48.500 26.75 0.40 JUN12 720 159.000 26.35 -0.63 27.500 25.32 0.27 JUN12 800 218.250 25.16 -0.75 187.750 36.00 0.80 DEC12 480 59.250 34.00 -0.25 146.750 36.38 0.68 DEC12 560 106.250 36.60 -0.35 98.500 31.83 0.56 DEC12 640 137.500 31.99 -0.46 68.750 30.37 0.45 DEC12 720 186.250 30.45 -0.57 46.250 29.13 0.34 DEC12 800 243.250 29.46 -0.66 +++ HSBC Holdings plc - Euro Cash FLEX Opt (HSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 640 15.430 22.88 -0.52 2.430 21.67 0.15 17090 674 +++ HSBC Holdings plc - Amer Phys FLEX Opt (HSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 186.550 38.52 0.97 17120 453 2.600 37.96 -0.04 123.890 33.59 0.89 17120 520 8.270 34.01 -0.13 51.710 27.61 0.65 17120 610 27.570 27.81 -0.38 25.090 25.47 0.42 17120 660 51.890 25.82 -0.59 4.970 23.49 0.13 17120 741 112.750 23.44 -0.88 1.890 22.52 0.06 17120 776 144.960 23.07 -0.94 1.620 22.25 0.05 17120 780 17120 784 152.640 23.15 -0.95 0.130 19.06 0.01 17120 828 195.490 23.55 -0.98 0.000 16.17 0.00 17120 959 0.000 16.17 0.00 17120 1089 247.230 34.63 0.97 16121 392 142.050 32.07 0.78 16121 520 43.710 32.46 -0.26 115.070 30.91 0.70 16121 560 56.730 30.90 -0.33 44.030 26.47 0.40 16121 700 8.850 23.48 0.12 16121 871 261.800 23.66 -0.88 6.850 23.34 0.10 16121 900 2.780 23.34 0.05 16121 1000 7.890 25.32 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 38.85 0.00 18031 560 27.250 30.74 -0.27 10.250 24.52 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 3.520 26.23 -0.16 12.750 22.98 0.48 17090 640 15.430 22.88 -0.52 1.760 21.73 0.11 17090 680 15100 640 24.380 24.81 -0.50 3.430 22.32 0.13 15100 700 158.020 36.47 0.93 17120 479 4.310 36.79 -0.07 120.880 33.59 0.88 17120 520 8.260 34.01 -0.13 95.300 31.56 0.81 17120 550 12.520 31.79 -0.19 26.960 25.71 0.44 17120 654 4.920 23.49 0.13 17120 741 112.450 23.44 -0.87 0.130 19.06 0.01 17120 828 195.040 23.55 -0.98 7.680 23.71 0.12 16091 850 1.480 23.26 0.03 16091 1000 3.540 23.34 0.06 16121 970 2.730 23.34 0.04 16121 1000 1.700 23.34 0.03 16121 1050 20.420 24.73 0.23 20012 800 5.480 23.72 0.08 20012 950 6.740 24.33 0.09 16032 970 5.510 24.33 0.07 16032 1000 3.730 24.33 0.05 16032 1050 17.090 24.86 0.19 20042 850 7.510 24.71 0.10 20042 970 +++ HSBC Holdings plc - Cash FLEX Fut (HSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 637.240 +++ Cardinal Health Inc (HTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.740 +++ Hellenic Telecommunications Organization SA (HTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4200 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 27.9950 +++ Husqvarna AB (HUS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.1500 +++ Honeywell International Inc (HYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.520 +++ Aryzta UG (IA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.6500 +++ ICAP (IAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 405.700 +++ ICAP - STND FUT (IAP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 405.850 DEC10 Z 406.600 MAR11 H 402.150 JUN11 M 403.020 +++ ICAP PLC - STND OPT (ICA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 165.750 68.43 1.00 SEP10 240 0.000 38.84 0.00 145.750 66.41 1.00 SEP10 260 0.000 41.95 0.00 126.000 61.62 0.99 SEP10 280 0.000 41.95 0.00 106.250 59.43 0.98 SEP10 300 0.000 37.80 0.00 86.500 52.50 0.97 SEP10 320 0.000 40.91 -0.01 67.000 46.24 0.95 SEP10 340 0.250 36.77 -0.02 47.750 40.01 0.90 SEP10 360 1.250 34.47 -0.07 38.500 36.56 0.86 SEP10 370 2.750 36.22 -0.14 29.750 33.72 0.80 SEP10 380 3.750 33.46 -0.20 22.250 32.90 0.70 SEP10 390 6.000 31.56 -0.29 15.000 29.85 0.59 SEP10 400 9.250 30.31 -0.41 9.250 28.31 0.46 SEP10 410 13.500 28.45 -0.54 5.500 27.72 0.32 SEP10 420 19.500 27.14 -0.69 2.750 26.33 0.19 SEP10 430 27.000 26.50 -0.80 1.500 27.46 0.12 SEP10 440 35.500 25.46 -0.90 0.750 27.28 0.07 SEP10 450 44.750 26.63 -0.94 0.250 27.36 0.03 SEP10 460 54.250 22.63 -0.99 0.000 29.59 0.01 SEP10 480 74.250 21.25 -1.00 0.000 41.21 0.00 SEP10 560 154.250 34.08 -1.00 92.000 39.35 0.89 DEC10 320 5.250 39.06 -0.11 74.500 37.04 0.83 DEC10 340 8.000 36.81 -0.16 58.750 35.34 0.76 DEC10 360 12.250 35.26 -0.24 44.500 33.63 0.68 DEC10 380 18.000 33.75 -0.33 32.000 32.04 0.57 DEC10 400 25.500 31.90 -0.43 22.000 31.01 0.46 DEC10 420 35.000 30.48 -0.54 14.500 30.05 0.35 DEC10 440 47.750 29.76 -0.66 9.000 29.18 0.25 DEC10 460 62.000 28.58 -0.76 5.250 28.33 0.17 DEC10 480 78.750 28.27 -0.84 96.000 38.34 0.85 MAR11 320 11.750 37.82 -0.17 65.250 35.30 0.73 MAR11 360 22.000 35.16 -0.29 52.000 33.86 0.65 MAR11 380 29.250 33.84 -0.36 40.250 32.55 0.57 MAR11 400 37.500 32.36 -0.44 30.250 31.37 0.48 MAR11 420 47.750 31.38 -0.53 22.500 30.74 0.40 MAR11 440 59.250 29.81 -0.62 15.750 29.43 0.31 MAR11 460 73.250 29.17 -0.70 11.750 29.66 0.25 MAR11 480 89.250 29.32 -0.76 +++ Iberdrola SA (IBE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4680 +++ Iberdrola SA - STND FUT (IBE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 5.4690 OCT10 V 5.4710 NOV10 X 5.4750 DEC10 Z 5.3390 +++ Iberia Lineas ereas de Espana SA (IBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5640 +++ International Business Machine Corp (IBM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 123.610 +++ IBM Corporation - Physical STND FUT (IBX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 123.630 OCT10 V 123.657 NOV10 X 123.697 DEC10 Z 123.730 +++ Iberdrola Renovables (IBR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5820 +++ Intercell AG (ICL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.0000 +++ Intermediate Capital Group (ICP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 270.800 +++ Intermediate Capital Group - STND FUT (ICP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 270.900 DEC10 Z 271.400 MAR11 H 271.940 JUN11 M 272.530 +++ Imerys SA (ID /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.0900 +++ Icade (IDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.8500 +++ Indra Sistemas SA (IDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.0250 +++ Industrivarden AB (IDS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 87.7500 +++ Infineon Technologies AG (IF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.6100 +++ Infineon Technologies AG - STND FUT (IF /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.6111 OCT10 V 4.6129 NOV10 X 4.6162 DEC10 Z 4.6190 +++ Infineon Technologies AG - Amer Phys FLEX Opt (IFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2702 40.75 0.41 17120 500 0.6533 41.35 -0.59 18031 500 0.7923 41.67 -0.54 18031 520 0.9323 41.95 -0.59 0.2340 39.57 0.31 18031 560 0.1579 39.30 0.23 18031 600 0.2671 40.35 0.30 17061 600 +++ Interpump Group SpA (IGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2100 +++ SBM Offshore NV (IHC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.0600 +++ InterContinental Hotels Group plc - STND FUT (ICH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1012.380 DEC10 Z 1014.240 MAR11 H 1016.270 JUN11 M 998.660 +++ 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 42.32 0.99 SEP10 800 2.500 57.38 -0.04 173.500 39.62 0.98 SEP10 840 2.500 47.61 -0.05 134.500 36.89 0.94 SEP10 880 3.000 39.26 -0.07 98.500 36.42 0.87 SEP10 920 7.000 37.51 -0.14 66.000 35.00 0.75 SEP10 960 14.500 35.76 -0.26 53.000 35.04 0.66 SEP10 980 20.500 35.19 -0.34 40.500 34.31 0.57 SEP10 1000 28.500 34.95 -0.43 18.500 33.43 0.34 SEP10 1050 56.000 33.57 -0.66 6.500 32.21 0.16 SEP10 1100 94.500 32.78 -0.84 2.500 33.38 0.06 SEP10 1150 140.000 34.09 -0.93 0.500 33.36 0.02 SEP10 1200 189.000 37.39 -0.97 0.000 35.05 0.01 SEP10 1250 238.500 41.00 -0.98 0.000 35.05 0.00 SEP10 1300 288.500 47.35 -0.98 0.000 35.47 0.00 SEP10 1400 388.500 59.33 -0.99 160.000 35.52 0.79 DEC10 880 27.500 36.47 -0.21 105.500 34.40 0.65 DEC10 960 51.500 34.44 -0.35 82.000 33.53 0.57 DEC10 1000 68.500 33.82 -0.43 39.000 31.55 0.35 DEC10 1100 126.000 32.14 -0.64 16.000 30.63 0.18 DEC10 1200 202.500 31.19 -0.82 6.500 30.60 0.08 DEC10 1300 294.000 32.32 -0.91 2.000 29.92 0.03 DEC10 1400 390.000 33.74 -0.96 182.000 35.63 0.75 MAR11 880 46.000 35.47 -0.25 129.500 33.84 0.64 MAR11 960 74.000 33.96 -0.36 106.000 32.63 0.58 MAR11 1000 91.500 33.13 -0.43 63.000 31.66 0.41 MAR11 1100 146.000 31.29 -0.59 33.500 30.34 0.27 MAR11 1200 217.000 30.19 -0.74 17.500 29.85 0.16 MAR11 1300 301.500 29.92 -0.85 9.500 30.19 0.10 MAR11 1400 394.500 30.70 -0.91 +++ IMMOFINANZ AG (IIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6350 +++ 3i Group plc - STND FUT (II /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 262.200 DEC10 Z 261.680 MAR11 H 262.200 JUN11 M 254.460 +++ 3i Group Plc (III/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 262.100 +++ 3i Group Plc - STND OPT (III/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 42.250 29.33 0.99 SEP10 220 0.500 42.00 -0.04 33.000 38.13 0.93 SEP10 230 0.750 36.71 -0.07 23.750 34.24 0.86 SEP10 240 1.000 30.64 -0.11 19.250 31.14 0.82 SEP10 245 1.750 29.74 -0.17 15.000 29.75 0.75 SEP10 250 3.000 30.29 -0.25 8.500 28.26 0.56 SEP10 260 6.250 28.65 -0.44 4.000 28.20 0.35 SEP10 270 11.750 27.38 -0.66 1.500 27.17 0.17 SEP10 280 19.500 27.74 -0.83 1.500 34.89 0.13 SEP10 290 28.250 26.09 -0.94 0.750 37.07 0.08 SEP10 300 38.000 27.94 -0.98 0.750 42.09 0.06 SEP10 310 48.000 33.70 -0.98 0.500 44.47 0.04 SEP10 320 58.000 38.86 -0.98 0.000 45.66 0.01 SEP10 340 78.000 48.71 -0.99 0.000 45.66 0.00 SEP10 360 98.000 57.93 -0.99 47.000 35.32 0.84 DEC10 220 4.750 34.94 -0.16 31.500 33.04 0.72 DEC10 240 9.750 33.43 -0.29 19.250 31.22 0.56 DEC10 260 16.500 29.88 -0.45 10.750 30.44 0.38 DEC10 280 29.000 30.94 -0.62 5.250 29.51 0.23 DEC10 300 43.500 29.48 -0.77 2.250 28.41 0.12 DEC10 320 60.750 29.37 -0.88 0.000 24.06 0.01 DEC10 360 99.250 33.36 -0.95 51.500 35.26 0.79 MAR11 220 9.500 35.11 -0.21 37.750 33.80 0.68 MAR11 240 15.500 33.51 -0.32 26.500 32.81 0.56 MAR11 260 24.250 32.60 -0.44 17.000 30.80 0.43 MAR11 280 35.750 32.23 -0.56 11.250 31.23 0.32 MAR11 300 49.000 31.17 -0.68 7.250 30.86 0.23 MAR11 320 64.750 30.57 -0.78 2.500 30.62 0.10 MAR11 360 99.750 28.59 -0.92 +++ Investor AB - B shares (IKA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 129.2000 +++ Irish Life & Permanent Group Holdings plc (IL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4750 +++ Iliad SA (ILA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.8900 +++ Industria Macchine Automatiche SpA (IMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6000 +++ IMI (IMI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 674.500 +++ IMI - STND FUT (IMI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 674.750 DEC10 Z 675.990 MAR11 H 677.350 JUN11 M 678.800 +++ Imperial Tobacco Group plc - Euro Cash FLEX Opt (IMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.470 16.71 0.10 17090 1927 +++ Imperial Tobacco Group plc (IMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1829.000 +++ Imperial Tobacco Group plc - STND OPT (IMP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 430.000 44.76 0.99 SEP10 1400 0.000 25.52 0.00 232.000 31.76 0.96 SEP10 1600 0.000 21.84 -0.01 133.000 21.35 0.92 SEP10 1700 4.500 22.63 -0.09 87.500 19.29 0.83 SEP10 1750 8.500 19.95 -0.18 49.000 18.05 0.65 SEP10 1800 20.500 18.62 -0.35 22.500 17.42 0.41 SEP10 1850 43.500 17.82 -0.59 7.500 16.73 0.18 SEP10 1900 79.000 17.65 -0.80 2.000 16.70 0.06 SEP10 1950 124.000 19.09 -0.91 0.500 18.23 0.02 SEP10 2000 172.500 21.62 -0.95 0.000 20.25 0.00 SEP10 2100 271.500 27.07 -0.98 0.000 25.36 0.00 SEP10 2200 371.500 34.62 -0.99 0.000 33.54 0.00 SEP10 2400 571.500 48.28 -0.99 0.000 40.70 0.00 SEP10 2800 971.500 71.45 -0.99 440.000 31.79 0.95 DEC10 1400 5.500 29.55 -0.04 252.000 24.46 0.86 DEC10 1600 20.000 24.71 -0.14 169.500 22.38 0.75 DEC10 1700 37.000 22.45 -0.25 99.500 20.37 0.59 DEC10 1800 69.000 20.90 -0.42 51.500 19.51 0.39 DEC10 1900 119.000 19.59 -0.61 23.500 19.03 0.22 DEC10 2000 191.500 19.23 -0.78 5.500 20.68 0.06 DEC10 2200 374.000 20.89 -0.95 1.500 22.61 0.02 DEC10 2400 571.500 24.51 -0.98 261.000 23.88 0.83 MAR11 1600 49.500 23.62 -0.24 183.500 22.57 0.72 MAR11 1700 79.500 22.28 -0.36 118.000 21.13 0.58 MAR11 1800 120.000 20.72 -0.50 70.500 20.39 0.42 MAR11 1900 178.000 19.83 -0.64 38.500 19.87 0.27 MAR11 2000 250.000 19.00 -0.78 11.000 19.87 0.10 MAR11 2200 424.500 17.55 -0.94 4.000 21.28 0.04 MAR11 2400 619.000 16.53 -0.99 +++ Imperial Tobacco Group plc - Amer Phys FLEX Opt (IMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 1880 62.820 17.72 -0.73 17090 1960 133.320 19.59 -0.93 +++ Imperial Tobacco Group plc - STND FUT (IMT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1829.690 DEC10 Z 1833.050 MAR11 H 1781.650 JUN11 M 1785.470 +++ Imperial Tobacco Group plc - Euro Phys FLEX Opt (IMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 51.470 19.50 0.39 17120 1900 118.520 19.59 -0.61 +++ 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 0.1400 30.09 -0.09 17090 3900 0.3600 25.11 -0.23 +++ Anheuser-Busch InBev NV - Cash FLEX Fut (IGY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 40.7260 +++ Anheuser-Busch InBev NV (INB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.6650 +++ Anheuser-Busch InBev NV - STND FUT (INB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 40.6750 OCT10 V 40.6910 NOV10 X 40.7200 DEC10 Z 40.7450 +++ Inchcape (INC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 257.700 +++ Inchcape - STND FUT (INC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 257.800 DEC10 Z 258.270 MAR11 H 258.790 JUN11 M 259.340 +++ Indesit Company SpA (INE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.5200 +++ Informa plc (INF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 380.100 +++ Informa plc - STND FUT (INF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 380.240 DEC10 Z 380.940 MAR11 H 381.700 JUN11 M 382.520 +++ ING Groep NV - Euro Cash FLEX Opt (IAJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2304 15.9874 90.12 -0.98 +++ ING Groep NV - Amer Phys FLEX Opt (IAQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5800 51.60 0.71 17090 660 17120 580 0.3100 54.06 -0.21 0.4000 42.22 0.40 17120 768 0.2000 39.65 0.24 17120 840 0.0100 88.58 0.01 17120 2457 17.5693 88.58 -1.00 0.0100 93.24 0.01 17120 2688 +++ ING Groep NV - Euro Phys FLEX Opt (IAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0047 74.52 0.01 17120 2150 14.4522 85.94 -0.98 0.0046 83.30 0.01 17120 2534 18.2732 90.13 -0.99 0.0045 86.34 0.01 17120 2688 19.8083 93.24 -0.99 +++ ING Groep NV (ING/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.0010 +++ ING Groep NV - STND FUT (ING/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 7.0030 OCT10 V 7.0050 NOV10 X 7.0100 DEC10 Z 7.0150 +++ Life Technologies Corp (INI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.240 +++ Intel Corporation (INT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.380 +++ Intel Corp - Physical STND FUT (INX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 18.383 OCT10 V 18.387 NOV10 X 18.393 DEC10 Z 18.398 +++ Investec (INV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 471.900 +++ Investec - STND FUT (INV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 472.080 DEC10 Z 472.940 MAR11 H 473.890 JUN11 M 474.910 +++ Bioton SA (IO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.210 +++ Impressa SGPS (IP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5200 +++ IPSEN (IPE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.8900 +++ International Power plc - STND FUT (INP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 371.340 DEC10 Z 367.760 MAR11 H 368.500 JUN11 M 352.780 +++ International Power plc - Amer Phys FLEX Opt (IOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 327.200 10.00 1.00 31080 44 323.220 64.35 1.00 17090 48 327.230 61.64 1.00 28090 44 316.230 54.50 1.00 27100 55 +++ International Power plc (IPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 371.200 +++ International Power plc - STND OPT (IPR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 131.250 64.35 1.00 SEP10 240 0.000 46.02 0.00 111.500 61.80 0.99 SEP10 260 0.000 45.94 0.00 91.500 49.90 0.99 SEP10 280 0.000 43.67 0.00 81.750 51.39 0.98 SEP10 290 0.000 42.21 -0.01 72.000 49.43 0.97 SEP10 300 0.250 40.76 -0.01 62.250 45.99 0.95 SEP10 310 0.500 39.35 -0.03 52.250 40.40 0.94 SEP10 320 0.750 37.92 -0.05 42.750 37.33 0.91 SEP10 330 1.500 36.61 -0.09 33.500 34.12 0.86 SEP10 340 2.500 35.53 -0.14 24.750 31.19 0.79 SEP10 350 4.250 34.12 -0.23 17.000 29.25 0.68 SEP10 360 7.250 33.47 -0.34 10.750 27.97 0.53 SEP10 370 9.500 28.23 -0.47 6.250 27.37 0.38 SEP10 380 14.750 26.81 -0.63 3.250 26.57 0.24 SEP10 390 23.500 31.71 -0.72 1.250 24.97 0.12 SEP10 400 31.250 30.94 -0.83 0.250 25.14 0.02 SEP10 420 49.250 30.29 -0.95 131.500 41.93 0.99 DEC10 240 1.750 47.17 -0.04 111.750 39.56 0.98 DEC10 260 2.000 40.97 -0.05 92.250 36.42 0.96 DEC10 280 2.500 36.24 -0.07 73.250 33.26 0.92 DEC10 300 4.000 32.95 -0.11 55.000 30.14 0.85 DEC10 320 6.500 30.25 -0.18 40.000 29.51 0.73 DEC10 340 11.500 28.99 -0.29 26.250 27.44 0.59 DEC10 360 18.500 27.43 -0.42 16.750 26.86 0.44 DEC10 380 28.500 26.35 -0.56 9.250 25.41 0.30 DEC10 400 41.750 25.97 -0.70 2.750 25.27 0.11 DEC10 440 75.000 25.22 -0.89 132.000 38.55 0.97 MAR11 240 2.500 38.65 -0.05 94.250 33.67 0.91 MAR11 280 5.500 33.58 -0.11 76.500 31.29 0.85 MAR11 300 8.000 31.24 -0.16 60.750 30.04 0.77 MAR11 320 12.250 29.85 -0.23 46.250 28.53 0.69 MAR11 340 18.000 28.68 -0.32 33.750 27.16 0.59 MAR11 360 25.500 27.10 -0.42 24.000 26.44 0.48 MAR11 380 35.250 26.28 -0.53 16.500 25.91 0.37 MAR11 400 48.000 25.89 -0.63 6.750 24.80 0.19 MAR11 440 78.250 24.67 -0.82 +++ IPSOS (IPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.6450 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 1.2010 +++ Inmarsat plc (ISA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 675.500 +++ F & C Asset Management plc (ISI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.750 +++ F & C Asset Management plc - STND FUT (ISI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 61.770 DEC10 Z 61.890 MAR11 H 62.010 JUN11 M 62.140 +++ Inditex SA - Euro Cash FLEX Opt (IJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3265 28.52 0.17 17090 5598 0.2528 28.52 0.14 17090 5647 +++ Inditex SA - Amer Phys FLEX Opt (IJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 25.3756 28.71 1.00 16121 2700 0.1661 30.62 -0.02 +++ Industria de Diseno Textil SA (Inditex) (IT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.3600 +++ Inditex SA - STND FUT (IT /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 52.3720 OCT10 V 52.3930 NOV10 X 51.8300 DEC10 Z 51.8620 +++ Italcementi SpA (ITA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.7200 +++ Intertek Group (ITR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1699.000 +++ Intertek Group - STND FUT (ITR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1699.640 DEC10 Z 1694.200 MAR11 H 1697.600 JUN11 M 1682.270 +++ Italcementi SPA - (savings) (ITS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.2875 +++ Intesa Sanpaolo SpA (Savings) (IU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.8100 +++ IVG Immobilien AG (IV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1200 +++ Wetherspoon(J D) (JDW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 419.000 +++ Wetherspoon(J D) - STND FUT (JDW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 419.160 DEC10 Z 407.730 MAR11 H 408.550 JUN11 M 402.830 +++ Colruyt SA (JF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 197.4500 +++ Jardine Lloyd Thompson Group (JLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 588.500 +++ Jardine Lloyd Thompson Group - STND FUT (JLT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 588.720 DEC10 Z 589.800 MAR11 H 590.980 JUN11 M 592.250 +++ Jeronimo Martins SGPS (JM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.5850 +++ Johnson Matthey (JMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1586.000 +++ Johnson Matthey - STND FUT (JMA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1586.600 DEC10 Z 1577.500 MAR11 H 1580.670 JUN11 M 1584.050 +++ JM AB (JMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 119.2500 +++ Johnson & Johnson Physical (JNX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.370 +++ Johnson & Johnson Physical - STND FUT (JNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 57.379 OCT10 V 57.392 NOV10 X 57.410 DEC10 Z 57.425 +++ JPMorgan Chase & Co (JPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.160 +++ Johnson Controls Inc (JSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.090 +++ St Jude Medical Inc (JUD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.160 +++ Jyske Bank A/S (JYS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 196.30 +++ Kazakhmys plc (KA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1138.000 +++ Kazakhmys PLC - STND OPT (KZK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 259.500 58.93 0.98 SEP10 880 2.500 60.54 -0.04 221.500 58.30 0.95 SEP10 920 5.000 59.80 -0.07 184.500 56.41 0.91 SEP10 960 9.000 58.37 -0.11 166.000 54.94 0.89 SEP10 980 10.500 55.82 -0.13 148.500 53.47 0.86 SEP10 1000 12.000 52.89 -0.15 107.500 50.88 0.76 SEP10 1050 20.500 48.93 -0.24 72.500 48.25 0.63 SEP10 1100 35.500 46.36 -0.37 43.000 44.89 0.48 SEP10 1150 58.500 44.97 -0.53 24.500 43.97 0.32 SEP10 1200 91.000 45.13 -0.67 11.500 42.18 0.19 SEP10 1250 127.500 43.11 -0.81 5.500 42.20 0.10 SEP10 1300 171.000 42.18 -0.90 2.500 41.66 0.05 SEP10 1350 217.500 41.72 -0.95 1.000 41.14 0.02 SEP10 1400 266.500 42.75 -0.98 0.000 40.80 0.00 SEP10 1500 365.500 43.44 -1.00 0.000 42.51 0.00 SEP10 1600 465.500 44.13 -1.00 0.000 44.66 0.00 SEP10 1700 565.500 45.14 -1.00 0.000 48.34 0.00 SEP10 1800 665.500 46.17 -1.00 288.000 53.34 0.84 DEC10 880 31.500 53.32 -0.16 258.000 52.88 0.81 DEC10 920 40.000 52.00 -0.19 226.500 51.19 0.77 DEC10 960 50.000 51.12 -0.23 199.500 50.44 0.73 DEC10 1000 62.000 50.03 -0.27 137.500 47.85 0.60 DEC10 1100 100.500 47.69 -0.40 90.500 46.39 0.47 DEC10 1200 154.500 46.67 -0.53 57.000 45.21 0.34 DEC10 1300 220.000 45.13 -0.66 36.000 45.25 0.24 DEC10 1400 297.000 44.08 -0.77 21.000 44.34 0.16 DEC10 1500 383.500 43.79 -0.85 13.000 44.68 0.10 DEC10 1600 475.500 44.36 -0.90 8.000 45.07 0.07 DEC10 1700 571.000 44.40 -0.94 4.500 44.60 0.04 DEC10 1800 668.000 44.22 -0.97 315.000 51.37 0.81 MAR11 880 56.500 51.12 -0.19 285.500 50.30 0.78 MAR11 920 67.000 50.12 -0.22 258.500 49.47 0.74 MAR11 960 80.500 49.54 -0.26 232.500 48.53 0.71 MAR11 1000 94.000 48.45 -0.29 174.000 46.44 0.61 MAR11 1100 134.500 46.17 -0.39 132.000 46.43 0.51 MAR11 1200 188.000 45.01 -0.50 92.000 44.33 0.41 MAR11 1300 252.500 44.22 -0.60 67.500 44.35 0.32 MAR11 1400 325.500 43.48 -0.68 31.500 42.83 0.18 MAR11 1600 492.000 42.52 -0.82 +++ KBC Bankverzekeringsholding (KBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.5150 +++ KBC Bancassurance Holding - STND FUT (KBB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.5230 OCT10 V 32.5350 NOV10 X 32.5590 DEC10 Z 32.5790 +++ KBC Bancassurance Holding - Amer Phys FLEX Opt (KBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 2.2000 40.97 -0.66 17090 3600 3.7200 38.76 -0.85 +++ Gamesa Corp Tecnologica SA (KC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3030 +++ Kloeckner & Co AG (KCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.9350 +++ Kesko OYJ (KEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.3900 +++ Kesa Electricals (KES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 130.000 +++ Kesa Electricals - STND FUT (KES/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 130.050 DEC10 Z 130.290 MAR11 H 130.550 JUN11 M 130.830 +++ Kerry Group PLC (KG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.7500 +++ Kingfisher PLC (KGF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 205.300 +++ Kingfisher PLC - STND OPT (KGF/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 26.250 41.13 0.91 SEP10 180 1.500 48.35 -0.12 16.500 31.30 0.85 SEP10 190 1.500 34.10 -0.17 12.750 31.80 0.76 SEP10 195 2.500 33.15 -0.25 9.000 29.93 0.65 SEP10 200 3.500 28.75 -0.34 5.750 27.90 0.52 SEP10 205 5.250 27.45 -0.48 3.500 27.34 0.38 SEP10 210 8.250 27.79 -0.62 1.750 25.58 0.24 SEP10 215 11.750 28.13 -0.74 1.000 25.31 0.14 SEP10 220 16.250 30.17 -0.81 0.500 25.27 0.07 SEP10 225 20.250 28.15 -0.90 0.250 25.44 0.04 SEP10 230 25.000 29.71 -0.94 0.000 25.80 0.02 SEP10 235 29.750 28.66 -0.97 0.000 26.32 0.01 SEP10 240 34.750 32.36 -0.98 0.000 27.26 0.00 SEP10 250 44.750 39.55 -0.98 0.000 28.92 0.00 SEP10 260 54.750 45.93 -0.98 0.000 35.54 0.00 SEP10 280 75.000 62.99 -0.98 0.000 45.48 0.00 SEP10 320 115.000 84.67 -0.98 27.000 34.52 0.88 OCT10 180 2.750 37.43 -0.17 18.250 30.72 0.78 OCT10 190 4.250 32.35 -0.26 14.500 30.00 0.71 OCT10 195 5.250 29.88 -0.33 11.250 29.40 0.62 OCT10 200 7.500 30.43 -0.42 8.250 27.74 0.53 OCT10 205 9.750 29.67 -0.51 6.000 28.06 0.43 OCT10 210 12.500 28.90 -0.60 4.250 27.80 0.33 OCT10 215 16.000 29.24 -0.68 2.750 27.23 0.25 OCT10 220 19.500 28.48 -0.75 1.750 26.69 0.18 OCT10 225 23.500 28.16 -0.82 1.250 27.82 0.13 OCT10 230 28.000 29.37 -0.86 0.750 29.45 0.07 OCT10 240 37.250 30.20 -0.92 0.250 30.76 0.02 OCT10 260 57.000 36.30 -0.96 27.750 32.36 0.84 NOV10 180 4.250 34.38 -0.20 20.250 31.19 0.73 NOV10 190 6.500 32.03 -0.30 16.500 30.03 0.66 NOV10 195 8.250 31.22 -0.36 13.250 28.70 0.59 NOV10 200 10.000 29.98 -0.42 10.500 27.88 0.52 NOV10 205 12.500 29.95 -0.49 8.000 27.45 0.44 NOV10 210 15.000 28.76 -0.56 4.750 26.86 0.30 NOV10 220 21.500 28.36 -0.69 2.500 26.42 0.19 NOV10 230 29.750 29.90 -0.78 29.000 32.46 0.80 DEC10 180 5.250 33.12 -0.22 21.250 30.25 0.70 DEC10 190 8.000 31.95 -0.31 15.250 29.63 0.58 DEC10 200 11.750 30.05 -0.42 10.250 28.80 0.46 DEC10 210 16.500 28.92 -0.54 6.750 28.18 0.34 DEC10 220 23.250 28.80 -0.66 4.000 27.62 0.24 DEC10 230 30.500 27.98 -0.76 2.500 27.53 0.16 DEC10 240 38.750 27.55 -0.84 0.500 25.65 0.05 DEC10 260 57.500 29.97 -0.92 0.000 23.35 0.01 DEC10 280 77.000 31.35 -0.96 0.000 21.68 0.00 DEC10 320 116.500 29.67 -1.00 32.750 32.12 0.74 MAR11 180 9.000 32.75 -0.26 25.750 30.57 0.67 MAR11 190 12.250 31.53 -0.34 20.000 29.79 0.58 MAR11 200 16.250 30.22 -0.42 15.000 28.94 0.49 MAR11 210 21.250 29.62 -0.51 11.000 28.34 0.40 MAR11 220 27.250 29.10 -0.60 8.000 27.87 0.32 MAR11 230 34.000 28.52 -0.68 5.750 27.81 0.25 MAR11 240 41.750 28.05 -0.75 1.250 27.23 0.07 MAR11 280 77.750 28.90 -0.92 +++ Kingfisher plc - Euro Phys FLEX Opt (KGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.190 29.60 0.58 16121 200 26.370 30.13 -0.42 +++ Kingfisher plc - STND FUT (KIG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 205.380 DEC10 Z 203.750 MAR11 H 204.160 JUN11 M 199.840 +++ Kudelski SA (KH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.250 +++ KGHM Polska Miedz SA (KHH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 106.000 +++ Kinnevik Investment AB (KIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 135.5000 +++ Klepierre (KLI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.4900 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 67.560 +++ Natixis (KN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3150 +++ Kone OYJ (KNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.4200 +++ Kuehne & Nagel Int AG (KNI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 104.600 +++ Coca-Cola Company (KO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.760 +++ Koninklijke KPN NV (KPN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.3300 +++ Royal KPN NV - STND FUT (KPN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 11.3330 OCT10 V 11.3370 NOV10 X 11.3450 DEC10 Z 11.3520 +++ Royal KPN NV - Amer Phys FLEX Opt (KPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19110 1000 0.0900 23.52 -0.12 0.3700 19.64 0.46 19110 1150 0.2000 20.11 0.30 19110 1200 17120 1000 0.1300 24.11 -0.15 17120 1400 2.6800 22.39 -0.96 +++ Royal KPN NV - Euro Phys FLEX Opt (KPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.4940 24.56 0.84 17120 1000 0.1279 24.11 -0.15 1.6240 22.52 0.69 16121 1000 0.6355 22.42 -0.31 +++ Royal KPN NV - Cash FLEX Fut (KPY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18021 11.3822 +++ Krones AG (KR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.4600 +++ Merck KGaA (KS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.0000 +++ Merck KGaA - Amer Phys FLEX Opt (KSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.5306 24.43 0.79 17090 6600 +++ Kingspan Group Plc (KSP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2100 +++ Fomento de Construcciones SA (KW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.4450 +++ Corning Inc (KWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.860 +++ Kimberly-Clark Corp (KYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.270 +++ Landi Renzo SpA (LAD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6450 +++ Laird plc (LAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 125.500 +++ Laird plc - STND FUT (LAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 125.550 DEC10 Z 125.780 MAR11 H 126.030 JUN11 M 126.300 +++ Ladbrokes plc - STND FUT (HG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 131.550 DEC10 Z 131.790 MAR11 H 128.050 JUN11 M 128.330 +++ Ladbrokes plc (LDB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 131.500 +++ Ladbrokes plc - STND OPT (LDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 31.500 33.47 1.00 SEP10 100 0.000 35.80 0.00 21.750 36.61 0.98 SEP10 110 0.000 35.75 -0.02 12.250 32.70 0.88 SEP10 120 0.750 33.93 -0.13 8.250 33.41 0.75 SEP10 125 1.750 33.08 -0.25 5.000 33.29 0.57 SEP10 130 3.500 33.68 -0.43 2.500 31.03 0.38 SEP10 135 6.250 32.36 -0.61 1.000 29.00 0.20 SEP10 140 9.750 32.03 -0.78 0.250 27.28 0.08 SEP10 145 14.000 32.74 -0.88 0.000 25.12 0.02 SEP10 150 18.750 36.02 -0.93 0.000 24.40 0.00 SEP10 160 28.500 41.19 -0.97 0.000 24.40 0.00 SEP10 170 38.500 51.81 -0.98 0.000 23.67 0.00 SEP10 180 48.500 61.31 -0.98 33.250 41.08 0.91 DEC10 100 1.500 41.70 -0.10 17.250 37.23 0.71 DEC10 120 5.250 36.23 -0.29 11.000 35.04 0.57 DEC10 130 9.250 35.14 -0.43 6.750 34.00 0.41 DEC10 140 15.000 34.75 -0.59 3.750 33.45 0.27 DEC10 150 22.000 33.60 -0.73 1.750 31.61 0.16 DEC10 160 30.250 33.39 -0.83 0.750 30.07 0.07 DEC10 170 39.250 33.48 -0.90 0.250 28.40 0.03 DEC10 180 48.750 33.69 -0.95 34.500 39.82 0.88 MAR11 100 3.750 40.20 -0.16 19.500 36.58 0.69 MAR11 120 10.000 36.99 -0.35 13.500 34.65 0.57 MAR11 130 14.500 35.53 -0.47 9.500 34.42 0.45 MAR11 140 20.750 34.91 -0.58 6.250 33.92 0.34 MAR11 150 28.000 35.11 -0.68 4.000 33.40 0.24 MAR11 160 35.750 34.46 -0.77 1.750 34.72 0.13 MAR11 180 53.750 36.17 -0.87 +++ Morgan Stanley (LEA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.760 +++ Deutsche Lufthansa AG (LFT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.5850 +++ Lafarge SA - Euro Phys FLEX Opt (LAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 34.76 0.00 17090 5000 13.5632 34.76 -1.00 0.0847 30.30 0.04 17120 5000 13.5151 30.30 -0.96 +++ Lafarge SA (LG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.4200 +++ Lafarge SA - STND FUT (LG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 36.4290 OCT10 V 36.4430 NOV10 X 36.4690 DEC10 Z 36.4910 +++ NextEra Energy Inc (LGA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.670