+++ RadioShack Corp (AA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.520 +++ Apple Computer Inc (AAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 243.870 +++ ABB Ltd (ABB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.740 +++ ABB Ltd - Amer Phys FLEX Opt (ABQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 190 0.233 30.34 -0.27 17090 200 0.627 27.75 -0.57 0.110 28.24 0.17 17090 210 0.041 32.05 0.07 17090 220 0.005 61.18 0.01 17090 280 17120 190 0.973 31.27 -0.38 1.158 29.48 0.50 17120 200 0.450 27.97 0.26 17120 220 3.130 31.67 0.68 17061 180 1.369 31.89 -0.32 +++ ABB Ltd - Euro Phys FLEX Opt (ABX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20120 252 5.531 28.15 -0.93 20120 303 10.558 33.48 -0.99 17061 275 7.901 26.26 -0.90 31081 217 3.549 30.11 -0.56 +++ Abertis Infraestructuras SA (ABE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.8650 +++ Abertis Infraestructuras SA - STND FUT (ABE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.8680 OCT10 V 12.8730 NOV10 X 12.5820 DEC10 Z 12.5900 +++ Abertis Infraestructuras SA - Amer Phys FLEX Opt (CYQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0909 26.71 0.11 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 1055.360 DEC10 Z 1041.300 MAR11 H 1043.380 JUN11 M 1036.860 +++ Associated British Foods PLC - STND OPT (ABR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 335.750 72.09 0.99 SEP10 720 0.000 41.04 0.00 295.750 62.79 0.99 SEP10 760 0.000 39.94 0.00 255.500 45.34 1.00 SEP10 800 0.000 38.77 0.00 215.250 32.22 1.00 SEP10 840 0.250 40.09 -0.01 175.500 32.32 0.99 SEP10 880 0.250 33.59 -0.01 135.750 29.34 0.98 SEP10 920 0.500 30.04 -0.02 116.750 30.59 0.96 SEP10 940 1.000 28.53 -0.03 97.500 29.06 0.93 SEP10 960 1.750 27.35 -0.06 78.750 26.78 0.89 SEP10 980 3.000 26.01 -0.10 61.000 25.37 0.83 SEP10 1000 5.000 24.28 -0.16 23.000 21.07 0.55 SEP10 1050 17.750 21.22 -0.45 5.500 20.76 0.20 SEP10 1100 50.250 20.94 -0.80 0.250 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 -0.99 258.000 27.96 0.98 DEC10 800 2.750 28.81 -0.04 181.500 25.49 0.93 DEC10 880 7.750 25.91 -0.10 145.500 24.26 0.88 DEC10 920 13.000 24.63 -0.16 111.250 22.96 0.81 DEC10 960 20.000 23.21 -0.24 81.000 22.04 0.71 DEC10 1000 30.250 21.54 -0.34 26.000 19.58 0.37 DEC10 1100 79.750 18.92 -0.68 4.750 18.55 0.10 DEC10 1200 162.250 17.92 -0.92 0.250 20.50 0.01 DEC10 1400 358.500 22.20 -0.99 186.000 24.70 0.89 MAR11 880 17.000 24.86 -0.16 154.000 24.80 0.82 MAR11 920 24.500 23.87 -0.21 120.500 22.83 0.75 MAR11 960 34.000 22.84 -0.28 93.250 22.32 0.66 MAR11 1000 46.500 21.82 -0.37 39.250 19.97 0.40 MAR11 1100 94.500 19.63 -0.62 12.750 18.77 0.18 MAR11 1200 169.000 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 ------- -------- ---------- ---------- ---------- ---------- 18.7600 +++ Abengoa SA - Cash Flex Future (WLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 18.7646 +++ Abbott Laboratories (ABT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.670 +++ Accor SA Ex event package (AC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.1600 +++ Accor SA Ex event package - STND FUT (AC /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 38.1600 DEC10 Z 38.2260 +++ Credit Agricole SA (ACA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.1850 +++ Credit Agricole SA - STND FUT (ACA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.1870 OCT10 V 10.1910 NOV10 X 10.1980 DEC10 Z 10.2050 +++ Credit Agricole SA - Euro Cash FLEX Opt (ACJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0576 46.60 0.12 17090 1159 0.3482 37.28 0.22 17061 1350 3.9704 37.28 -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 64.66 -0.04 17090 1100 0.9600 45.63 -0.76 19110 880 0.4400 55.16 -0.24 17120 750 0.2915 62.47 -0.14 0.2391 40.24 0.21 17120 1250 17120 1846 8.2800 37.85 -1.00 1.3300 37.64 0.46 21122 1200 +++ Credit Agricole SA - Euro Phys FLEX Opt (ACX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.8116 53.10 0.72 17120 900 0.6012 53.10 -0.28 1.2593 37.64 0.44 21122 1200 3.8276 37.64 -0.56 +++ Acciona SA (ACC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.8200 +++ ACEA SpA (ACE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.7700 +++ ACE Ltd (ACL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.900 +++ Acanthe Developpement SA (ACN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.2900 +++ Acerinox SA (ACR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.2850 +++ American Capital Ltd (AD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.110 +++ Adecco SA (ADC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.540 +++ Adecco SA - Amer Phys FLEX Opt (QVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 250 0.102 59.91 -0.02 +++ Admiral Group plc - Cash FLEX Fut (ADD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 1519.520 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 54.5200 +++ Adidas AG (ADS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.8600 +++ Adidas AG - Amer Phys FLEX Opt (FKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.4339 28.99 0.30 18031 4600 +++ Adidas AG - Cash FLEX Fut (FKY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 39.8698 +++ Aker ASA (AE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 112.5000 +++ AEM SpA (AEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0850 +++ A2A SpA - Euro Cash FLEX Opt (ASB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0022 19.98 0.10 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 37.000 35.24 0.95 SEP10 260 0.500 36.61 -0.05 18.000 26.10 0.84 SEP10 280 1.500 26.17 -0.16 10.250 23.98 0.67 SEP10 290 3.500 23.10 -0.32 4.500 22.29 0.42 SEP10 300 7.750 21.91 -0.58 1.750 22.84 0.21 SEP10 310 15.000 21.73 -0.81 0.750 24.55 0.09 SEP10 320 24.000 22.76 -0.93 0.250 25.18 0.03 SEP10 330 33.750 24.90 -0.97 0.000 27.01 0.01 SEP10 340 43.500 28.02 -0.99 0.000 29.33 0.00 SEP10 360 63.500 36.87 -0.99 0.000 30.25 0.00 SEP10 380 83.500 42.78 -1.00 0.000 31.80 0.00 SEP10 400 103.500 49.64 -1.00 0.000 29.17 0.00 SEP10 440 143.500 50.49 -1.00 38.250 29.48 0.90 OCT10 260 1.500 29.78 -0.10 21.250 26.27 0.75 OCT10 280 4.500 26.27 -0.25 14.250 24.81 0.62 OCT10 290 7.500 24.93 -0.38 8.750 24.28 0.47 OCT10 300 11.750 23.54 -0.54 5.000 23.47 0.32 OCT10 310 18.000 23.17 -0.69 2.750 23.51 0.20 OCT10 320 25.750 22.86 -0.81 1.500 23.84 0.12 OCT10 330 34.500 22.97 -0.90 0.500 22.61 0.05 OCT10 340 44.000 23.49 -0.95 0.000 20.15 0.00 OCT10 360 63.500 25.69 -0.99 0.000 15.77 0.00 OCT10 380 83.500 29.50 -1.00 39.000 30.35 0.87 NOV10 260 4.500 28.55 -0.19 22.750 27.25 0.71 NOV10 280 9.750 26.29 -0.37 16.250 26.36 0.60 NOV10 290 14.250 25.93 -0.48 11.000 25.79 0.47 NOV10 300 19.750 25.20 -0.59 7.250 25.55 0.35 NOV10 310 26.250 24.89 -0.70 4.500 25.41 0.25 NOV10 320 34.000 24.52 -0.79 1.250 23.41 0.09 NOV10 340 51.250 23.52 -0.92 58.000 32.85 0.94 DEC10 240 3.000 30.97 -0.11 24.250 27.35 0.69 DEC10 280 12.000 26.68 -0.38 13.000 26.12 0.47 DEC10 300 21.750 25.41 -0.57 6.500 25.83 0.28 DEC10 320 35.750 24.96 -0.74 2.750 25.41 0.15 DEC10 340 52.250 24.33 -0.87 1.750 27.56 0.09 DEC10 360 71.000 23.96 -0.95 0.750 27.84 0.04 DEC10 380 90.250 23.56 -0.98 0.500 28.86 0.03 DEC10 400 110.000 23.10 -1.00 0.250 30.91 0.01 DEC10 440 150.000 21.82 -1.00 59.250 30.97 0.89 MAR11 240 6.250 29.97 -0.17 42.750 28.84 0.78 MAR11 260 10.500 27.83 -0.26 29.000 27.21 0.63 MAR11 280 17.500 26.58 -0.39 18.250 25.88 0.48 MAR11 300 27.000 25.32 -0.53 10.750 25.01 0.34 MAR11 320 39.750 24.46 -0.67 6.000 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 296.600 DEC10 Z 290.140 MAR11 H 290.720 JUN11 M 281.330 +++ AGFA-Gevaert NV (AGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.5000 +++ Altria Group Inc (AGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.580 +++ Altria Group Inc - Cash FLEX Fut (JLY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 21.624 +++ 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 1437.500 DEC10 Z 1440.140 MAR11 H 1443.020 JUN11 M 1446.110 +++ Aegon NV - Amer Phys FLEX Opt (AFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 420 0.2300 45.29 -0.59 +++ Aegon NV (AGN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.0820 +++ Aegon NV - STND FUT (AGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.0830 OCT10 V 4.0840 NOV10 X 4.0870 DEC10 Z 4.0900 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 696.500 60.39 1.00 SEP10 1600 0.000 50.00 0.00 497.500 50.01 0.99 SEP10 1800 2.000 53.81 -0.02 399.000 45.80 0.97 SEP10 1900 3.500 46.84 -0.03 304.000 43.18 0.93 SEP10 2000 8.000 43.49 -0.07 216.000 41.78 0.84 SEP10 2100 18.500 40.92 -0.16 135.500 38.07 0.70 SEP10 2200 39.500 38.13 -0.30 74.500 36.59 0.51 SEP10 2300 77.500 36.20 -0.49 35.000 35.37 0.31 SEP10 2400 137.500 34.92 -0.70 14.000 35.00 0.15 SEP10 2500 217.000 34.35 -0.85 4.500 34.52 0.06 SEP10 2600 309.000 35.12 -0.94 2.000 36.95 0.03 SEP10 2700 405.500 33.72 -0.98 2.000 43.54 0.02 SEP10 2800 504.500 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 1304.500 75.49 -1.00 419.500 46.49 0.89 OCT10 1900 21.500 45.96 -0.11 333.500 44.28 0.83 OCT10 2000 34.000 43.27 -0.17 250.000 40.84 0.75 OCT10 2100 52.000 40.58 -0.24 181.500 39.42 0.65 OCT10 2200 82.000 38.67 -0.35 125.500 38.61 0.52 OCT10 2300 124.500 37.58 -0.48 78.500 36.55 0.39 OCT10 2400 180.500 36.40 -0.61 45.500 35.14 0.27 OCT10 2500 249.500 35.72 -0.73 25.000 34.58 0.17 OCT10 2600 328.500 34.84 -0.83 13.000 33.84 0.10 OCT10 2700 416.000 34.15 -0.90 5.500 32.64 0.05 OCT10 2800 510.000 34.66 -0.94 1.000 32.34 0.01 OCT10 3000 706.000 36.67 -0.98 442.500 44.59 0.84 NOV10 1900 46.000 45.32 -0.16 362.500 42.89 0.78 NOV10 2000 65.500 43.47 -0.22 287.000 40.77 0.71 NOV10 2100 90.500 41.38 -0.29 223.000 39.89 0.63 NOV10 2200 124.500 39.97 -0.37 162.000 37.55 0.53 NOV10 2300 169.500 39.00 -0.46 119.000 37.02 0.44 NOV10 2400 219.500 37.00 -0.56 82.000 36.00 0.34 NOV10 2500 281.000 35.42 -0.66 53.500 34.91 0.25 NOV10 2600 357.500 35.74 -0.74 20.500 33.49 0.12 NOV10 2800 523.500 34.24 -0.88 1417.500 48.34 1.00 DEC10 880 0.500 63.14 0.00 1337.500 50.18 1.00 DEC10 960 1.000 63.50 0.00 1298.000 56.25 1.00 DEC10 1000 1.500 63.33 0.00 1099.000 46.86 1.00 DEC10 1200 5.000 60.60 -0.02 908.000 53.06 0.97 DEC10 1400 12.000 55.83 -0.04 721.000 49.54 0.93 DEC10 1600 23.000 50.12 -0.07 543.500 45.81 0.87 DEC10 1800 46.500 46.52 -0.14 461.000 44.05 0.82 DEC10 1900 63.500 44.71 -0.18 386.000 43.06 0.76 DEC10 2000 86.000 43.11 -0.24 249.000 39.79 0.62 DEC10 2200 150.000 39.99 -0.38 146.000 37.40 0.46 DEC10 2400 246.500 37.54 -0.54 76.000 35.34 0.30 DEC10 2600 376.000 35.49 -0.70 36.000 34.13 0.17 DEC10 2800 535.500 34.01 -0.84 15.000 32.98 0.08 DEC10 3000 718.000 34.43 -0.91 6.500 32.81 0.04 DEC10 3200 908.000 33.60 -0.96 3.000 37.73 0.02 DEC10 3600 1305.500 39.35 -0.98 585.500 44.64 0.82 MAR11 1800 95.500 45.02 -0.19 437.500 42.01 0.73 MAR11 2000 150.500 42.44 -0.28 313.500 39.94 0.62 MAR11 2200 226.500 39.83 -0.40 209.000 37.61 0.50 MAR11 2400 324.500 37.66 -0.52 133.500 36.02 0.37 MAR11 2600 451.500 36.06 -0.64 80.000 34.81 0.26 MAR11 2800 597.500 34.52 -0.75 48.500 34.28 0.18 MAR11 3000 765.000 33.52 -0.84 26.500 33.49 0.11 MAR11 3200 944.500 33.00 -0.90 8.500 32.85 0.04 MAR11 3600 1326.500 32.57 -0.96 934.500 47.12 0.93 JUN11 1400 49.500 48.37 -0.09 767.500 45.54 0.87 JUN11 1600 81.000 45.47 -0.14 610.000 42.96 0.80 JUN11 1800 124.500 42.80 -0.21 475.000 41.29 0.72 JUN11 2000 188.500 40.77 -0.29 351.000 38.69 0.62 JUN11 2200 267.500 38.55 -0.39 252.500 37.15 0.51 JUN11 2400 369.000 36.95 -0.50 180.500 36.43 0.41 JUN11 2600 494.500 35.86 -0.60 123.000 35.30 0.31 JUN11 2800 637.500 34.74 -0.70 81.500 34.38 0.23 JUN11 3000 798.000 34.19 -0.77 50.500 33.25 0.16 JUN11 3200 969.500 33.53 -0.84 1441.500 63.58 0.97 DEC11 880 24.500 55.29 -0.03 1372.000 63.10 0.95 DEC11 960 30.500 53.70 -0.04 1338.500 62.58 0.95 DEC11 1000 36.500 53.54 -0.05 1169.500 58.89 0.91 DEC11 1200 69.500 52.54 -0.09 1005.000 54.59 0.87 DEC11 1400 107.000 49.89 -0.13 857.500 52.04 0.82 DEC11 1600 160.500 48.23 -0.18 718.000 49.13 0.76 DEC11 1800 226.000 46.57 -0.24 599.500 47.41 0.70 DEC11 2000 309.000 45.40 -0.31 393.500 43.41 0.56 DEC11 2400 496.500 41.27 -0.45 232.500 39.37 0.41 DEC11 2800 754.500 39.37 -0.60 137.000 37.74 0.28 DEC11 3200 1056.500 37.74 -0.72 679.500 49.17 0.70 JUN12 2000 383.500 45.30 -0.31 456.500 43.21 0.58 JUN12 2400 582.000 41.93 -0.43 300.000 40.00 0.45 JUN12 2800 835.500 40.00 -0.56 197.500 38.31 0.34 JUN12 3200 1127.500 38.31 -0.67 718.500 47.42 0.71 DEC12 2000 433.500 44.34 -0.30 514.000 43.00 0.60 DEC12 2400 652.000 42.64 -0.41 432.000 41.45 0.54 DEC12 2600 770.500 41.45 -0.47 366.000 40.68 0.49 DEC12 2800 900.000 40.68 -0.52 258.500 38.92 0.39 DEC12 3200 1183.000 38.92 -0.62 +++ Anglo American plc - Amer Phys FLEX Opt (AHO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2100 +++ Anglo American plc - Euro Phys FLEX Opt (AHV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 460.740 44.05 0.82 17120 1900 63.210 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 8.000 43.49 -0.07 17090 2200 39.500 38.13 -0.29 17090 2400 137.500 34.92 -0.70 +++ AEX High Dividend Index (AHI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.1600 +++ Koninklijke Ahold NV - Euro Cash FLEX Opt (AHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0196 22.18 0.09 17090 1038 +++ Koninklijke Ahold NV (AHL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.7050 +++ Koninklijke Ahold NV - STND FUT (AHL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.7070 OCT10 V 9.7110 NOV10 X 9.7180 DEC10 Z 9.7240 +++ Koninklijke Ahold NV - Amer Phys FLEX Opt (AHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 800 0.1000 31.30 -0.11 +++ Air Liquide SA (AI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.6700 +++ Air Liquide SA - STND FUT (AI /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 81.6880 OCT10 V 81.7190 NOV10 X 81.7760 DEC10 Z 81.8280 +++ Air Liquide - Euro Cash FLEX Opt (AIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1409 22.23 0.08 17090 8771 +++ Allied Irish Banks Plc (AIB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7790 +++ Air France-KLM (AIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.4350 +++ American International Group (AIG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.170 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 5.350 +++ Arkema (AKE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.0850 +++ Akzo Nobel NV - Amer Phys FLEX Opt (AKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.5000 29.31 0.59 17061 4000 4.0800 29.59 -0.45 +++ Akzo Nobel NV - Cash FLEX Fut (AKY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 +++ Akzo Nobel NV (AKZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.2800 +++ Akzo Nobel NV - STND FUT (AKZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.2890 OCT10 V 41.3050 NOV10 X 40.9960 DEC10 Z 41.0220 +++ Allergan Inc (AL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.900 +++ Corp Financiera Alba (ALB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.4800 +++ Alfa Laval AB (ALF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 106.8000 +++ Alliance Oil company Ltd. (ALI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 87.1500 +++ Almirall SA (ALM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.9500 +++ Alpha Bank AE (ALP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1100 +++ Alstom RPGT (ALS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.4950 +++ Alstom SA - Amer Phys FLEX Opt (ZWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0005 23.76 0.00 17090 4500 2.9400 30.33 0.39 16121 4400 +++ Alstom SA - Amer Cash FLEX Opt (ZWU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.9400 30.33 0.39 16121 4400 +++ Alstom SA - Euro Phys FLEX Opt (ZWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3450 28.67 0.25 17090 4000 2.1325 28.67 -0.75 +++ Allianz AG - Euro Cash FLEX Opt (ALJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0639 25.37 0.04 17090 8993 +++ Allianz AG - Amer Phys FLEX Opt (ALQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 7200 0.1306 33.70 -0.05 17090 8000 1.3475 26.27 -0.39 0.7128 24.39 0.27 17090 8400 17120 5000 0.4276 55.34 -0.04 17120 6200 0.8495 40.75 -0.09 17120 7000 1.6659 34.04 -0.18 17120 8000 4.3201 28.20 -0.43 16121 12000 42.4203 23.47 -0.94 9.4888 28.59 0.50 21122 8500 18.9211 28.06 -0.54 +++ Allianz AG (ALV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.1400 +++ Allianz AG - STND FUT (ALV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 81.1576 OCT10 V 81.1891 NOV10 X 81.2451 DEC10 Z 81.2969 +++ Allianz AG - Euro Phys FLEX Opt (ALX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.5166 26.28 0.44 17120 8400 6.2160 26.73 -0.56 2.7000 25.59 0.37 17120 8600 7.3945 26.03 -0.62 0.1480 29.27 0.01 17120 11100 29.5947 24.89 -0.99 0.0075 24.86 0.00 17120 12000 38.5289 24.86 -1.00 0.0062 32.85 0.00 17120 14000 58.4731 33.72 -1.00 17120 14130 59.7694 34.18 -1.00 0.0041 38.79 0.00 17120 16000 78.4165 40.86 -1.00 17061 7421 6.5655 30.64 -0.38 6.8639 28.38 0.51 17061 8000 9.1044 28.57 -0.49 16121 8500 13.8191 27.92 -0.54 16121 16000 80.6192 26.92 -0.99 +++ AMG Advanced Metallurgical Group NV (AM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.7810 +++ Anadarko Petroleum Corp (AMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.360 +++ AMBAC Financial Group Inc (AMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.500 +++ 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 900.310 DEC10 Z 901.970 MAR11 H 903.770 JUN11 M 905.700 +++ Amgen Inc - Physical STND FUT (AGX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 52.130 OCT10 V 52.101 NOV10 X 52.067 DEC10 Z 52.042 +++ Amgen Inc (AMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.150 +++ 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 411.140 DEC10 Z 411.900 MAR11 H 412.720 JUN11 M 413.600 +++ Ameren Corp (AMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.940 +++ Amplifon SpA (AMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4650 +++ Amazon.Com Inc (AMZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 124.980 +++ Gannett Co Inc (AN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.280 +++ Andritz AG (AND/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.1750 +++ Ansaldo STS SpA (ANS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.0600 +++ 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 1022.100 DEC10 Z 1023.990 MAR11 H 1026.030 JUN11 M 1024.470 +++ 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 0.00 272.250 49.20 1.00 SEP10 752 0.000 46.91 0.00 232.500 47.38 0.99 SEP10 792 0.250 45.62 -0.01 194.000 46.42 0.98 SEP10 831 0.500 42.40 -0.01 155.000 43.43 0.96 SEP10 871 1.750 41.61 -0.04 117.000 39.77 0.91 SEP10 911 4.500 40.54 -0.10 82.250 36.96 0.83 SEP10 950 9.250 37.54 -0.18 51.250 34.72 0.68 SEP10 990 18.750 35.29 -0.33 8.250 31.71 0.20 SEP10 1089 75.500 32.43 -0.79 0.250 29.64 0.01 SEP10 1188 168.000 39.95 -0.95 0.000 43.08 0.00 SEP10 1386 364.000 50.73 -1.00 386.250 47.65 0.98 DEC10 640 3.250 48.58 -0.03 310.250 44.63 0.94 DEC10 720 7.000 44.65 -0.06 273.750 43.25 0.92 DEC10 760 10.500 43.48 -0.09 238.500 42.01 0.88 DEC10 800 15.250 42.14 -0.12 205.250 41.02 0.84 DEC10 840 21.750 41.10 -0.16 180.750 40.19 0.80 DEC10 871 28.250 40.30 -0.20 150.250 38.79 0.74 DEC10 911 38.500 39.28 -0.26 124.750 38.38 0.68 DEC10 950 51.000 38.41 -0.32 100.250 37.41 0.61 DEC10 990 69.000 38.54 -0.40 55.000 36.15 0.42 DEC10 1089 120.250 36.26 -0.58 28.000 35.78 0.25 DEC10 1188 192.000 35.77 -0.75 6.500 36.18 0.08 DEC10 1386 369.000 36.32 -0.93 393.250 44.21 0.95 MAR11 640 8.750 44.32 -0.05 322.250 42.46 0.90 MAR11 720 17.500 42.47 -0.10 288.250 41.37 0.87 MAR11 760 23.500 41.49 -0.13 256.000 40.66 0.84 MAR11 800 31.000 40.70 -0.16 226.500 40.20 0.79 MAR11 840 41.250 40.19 -0.21 197.750 39.33 0.75 MAR11 880 52.500 39.38 -0.25 171.000 38.57 0.70 MAR11 920 68.250 39.64 -0.30 147.000 38.08 0.65 MAR11 960 81.500 38.13 -0.35 124.250 37.10 0.59 MAR11 1000 98.750 37.18 -0.41 79.750 36.00 0.45 MAR11 1100 157.000 37.12 -0.55 47.250 34.79 0.32 MAR11 1200 221.500 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 ------- -------- ---------- ---------- ---------- ---------- 29.930 +++ Time Warner Inc - Physical STND FUT (AOX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 29.934 OCT10 V 29.940 NOV10 X 29.950 DEC10 Z 29.958 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 24.4000 +++ Atlas Copco AB-B (AP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 100.8000 +++ Leggett & Platt Inc (AQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.230 +++ Aareal Bank AG (AR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.6750 +++ Arcadis N.V (ARC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.9550 +++ 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 336.920 DEC10 Z 337.540 MAR11 H 338.210 JUN11 M 337.180 +++ 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 1.00 SEP10 280 0.250 37.99 -0.01 38.500 41.78 0.91 SEP10 300 1.500 41.78 -0.10 29.000 35.89 0.86 SEP10 310 2.000 35.89 -0.14 21.250 35.49 0.75 SEP10 320 4.250 35.49 -0.25 14.250 34.49 0.62 SEP10 330 7.500 34.49 -0.38 9.000 33.87 0.47 SEP10 340 12.000 33.87 -0.53 5.000 33.03 0.32 SEP10 350 18.250 33.03 -0.68 2.500 32.20 0.19 SEP10 360 25.750 32.20 -0.81 0.500 31.18 0.05 SEP10 380 43.500 31.18 -0.95 0.000 29.98 0.01 SEP10 400 63.250 29.98 -1.00 138.000 48.81 0.98 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 -0.04 99.750 44.50 0.94 DEC10 240 2.500 44.42 -0.06 81.500 41.44 0.90 DEC10 260 4.250 41.36 -0.10 64.750 39.97 0.83 DEC10 280 7.250 39.97 -0.17 49.750 38.88 0.75 DEC10 300 12.250 38.76 -0.25 36.750 37.85 0.64 DEC10 320 19.250 37.71 -0.36 25.000 35.47 0.52 DEC10 340 27.500 35.27 -0.48 17.500 35.66 0.41 DEC10 360 39.750 35.49 -0.59 10.500 33.98 0.29 DEC10 380 53.000 33.98 -0.71 6.500 33.71 0.20 DEC10 400 69.000 33.60 -0.80 104.000 42.13 0.90 MAR11 240 6.000 42.13 -0.10 87.250 40.58 0.85 MAR11 260 9.250 40.58 -0.15 72.000 39.55 0.79 MAR11 280 14.000 39.46 -0.21 58.250 38.64 0.71 MAR11 300 20.250 38.64 -0.29 46.000 37.54 0.63 MAR11 320 28.000 37.54 -0.37 35.500 36.59 0.55 MAR11 340 37.500 36.59 -0.45 26.750 35.59 0.46 MAR11 360 48.500 35.46 -0.54 19.750 34.90 0.37 MAR11 380 61.500 34.90 -0.63 14.000 33.91 0.29 MAR11 400 75.750 33.91 -0.71 +++ M&T Bank Corp (AS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 85.690 +++ ASML Holding NV (ASL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.2900 +++ ASML Holding NV - STND FUT (ASL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.2940 OCT10 V 20.3020 NOV10 X 20.3160 DEC10 Z 20.3290 +++ ASML Holding NV - Amer Phys FLEX Opt (FDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4200 34.05 0.21 17120 2400 0.0400 38.21 0.02 17120 3200 +++ Aspen Insurance Holdings Ltd (ASP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.990 +++ Assa Abloy AB (ASS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 147.9000 +++ Altri SGPS (AT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6040 +++ Atos Origin SA (AT0/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.4750 +++ Atlas Copco AB A shares (ATA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 111.8000 +++ Autogrill SPA (ATG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.0250 +++ 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 688.740 DEC10 Z 690.010 MAR11 H 691.380 JUN11 M 692.860 +++ Actelion Ltd (ATL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.050 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 14.7200 +++ Atlantia SpA - STND FUT (AUT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.7232 OCT10 V 14.7289 NOV10 X 14.7391 DEC10 Z 14.3883 +++ 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 1570.540 DEC10 Z 1573.430 MAR11 H 1576.570 JUN11 M 1579.950 +++ Grupo Ezentis SA (AVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.5650 +++ Ackermans & Van Haaren (AVH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.7600 +++ Eastman Chemical Co (AW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.700 +++ 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 1.00 SEP10 160 0.000 43.27 0.00 40.000 44.12 0.98 SEP10 170 0.000 41.95 -0.01 30.250 43.05 0.95 SEP10 180 0.250 40.64 -0.04 25.750 42.25 0.91 SEP10 185 0.750 39.50 -0.07 21.250 41.99 0.86 SEP10 190 1.250 39.50 -0.13 17.250 40.67 0.80 SEP10 195 2.000 38.77 -0.19 13.500 40.40 0.72 SEP10 200 3.250 38.05 -0.27 10.000 39.08 0.62 SEP10 205 4.750 36.77 -0.37 7.000 37.59 0.51 SEP10 210 6.750 35.52 -0.49 5.000 37.33 0.41 SEP10 215 9.750 35.11 -0.60 3.250 36.79 0.30 SEP10 220 13.000 34.73 -0.71 2.000 36.70 0.21 SEP10 225 16.750 34.01 -0.81 1.250 36.60 0.15 SEP10 230 21.250 34.01 -0.88 0.750 36.50 0.09 SEP10 235 25.750 33.75 -0.93 0.500 36.50 0.06 SEP10 240 31.250 45.01 -0.90 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 31.500 36.57 0.89 OCT10 180 1.750 37.62 -0.11 23.000 34.61 0.81 OCT10 190 3.250 36.08 -0.20 19.000 33.49 0.75 OCT10 195 4.500 35.52 -0.26 15.250 32.22 0.68 OCT10 200 6.000 35.22 -0.33 12.000 31.15 0.61 OCT10 205 7.750 34.12 -0.40 9.250 30.87 0.52 OCT10 210 10.000 33.42 -0.48 7.000 30.99 0.44 OCT10 215 12.750 33.46 -0.56 5.250 31.10 0.36 OCT10 220 16.000 33.71 -0.63 4.000 31.10 0.29 OCT10 225 19.750 33.91 -0.70 3.000 31.30 0.22 OCT10 230 23.500 34.26 -0.75 2.000 31.38 0.17 OCT10 235 27.750 34.26 -0.80 1.500 31.52 0.13 OCT10 240 33.750 43.33 -0.78 0.250 32.22 0.04 OCT10 260 50.750 35.94 -0.95 0.000 32.64 0.01 OCT10 280 70.250 36.78 -0.99 25.750 35.28 0.75 NOV10 190 8.500 43.83 -0.28 18.500 33.15 0.65 NOV10 200 11.250 40.48 -0.36 15.750 33.33 0.59 NOV10 205 12.750 38.96 -0.41 13.250 33.53 0.53 NOV10 210 15.250 38.47 -0.46 10.750 32.66 0.47 NOV10 215 18.250 38.78 -0.51 9.000 33.15 0.42 NOV10 220 21.500 39.50 -0.56 7.500 33.05 0.36 NOV10 225 24.500 38.71 -0.61 6.250 33.72 0.31 NOV10 230 28.000 38.88 -0.66 4.250 34.49 0.23 NOV10 240 36.000 40.40 -0.73 1.500 33.68 0.10 NOV10 260 53.250 41.47 -0.84 52.000 38.89 0.92 DEC10 160 2.250 40.75 -0.09 43.250 37.92 0.87 DEC10 170 3.750 40.33 -0.14 35.250 37.07 0.81 DEC10 180 6.000 39.96 -0.21 28.000 36.30 0.73 DEC10 190 9.000 39.74 -0.28 21.750 36.09 0.64 DEC10 200 13.000 39.45 -0.37 16.500 35.98 0.54 DEC10 210 17.750 39.14 -0.46 12.500 36.19 0.45 DEC10 220 23.500 38.78 -0.54 9.250 36.05 0.36 DEC10 230 30.250 38.78 -0.63 6.750 36.25 0.29 DEC10 240 38.000 40.29 -0.69 3.750 37.16 0.17 DEC10 260 54.250 40.28 -0.81 2.250 39.31 0.11 DEC10 280 72.000 38.83 -0.90 0.500 38.09 0.03 DEC10 320 110.500 40.53 -0.97 54.500 36.55 0.88 MAR11 160 6.000 42.09 -0.15 39.250 35.51 0.77 MAR11 180 13.500 45.42 -0.26 32.500 34.94 0.70 MAR11 190 15.250 41.02 -0.31 26.500 34.36 0.63 MAR11 200 19.750 40.87 -0.37 21.250 33.97 0.56 MAR11 210 24.500 40.12 -0.44 17.000 33.73 0.48 MAR11 220 29.750 39.22 -0.50 13.500 33.73 0.41 MAR11 230 36.000 38.67 -0.57 10.750 33.73 0.35 MAR11 240 41.750 36.75 -0.64 4.000 33.99 0.16 MAR11 280 75.750 40.02 -0.80 +++ British Airways plc - STND FUT (BAY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 209.870 DEC10 Z 210.260 MAR11 H 210.680 JUN11 M 211.130 +++ Aker Solutions ASA (AX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.0000 +++ Axa SA (AXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.2650 +++ Axa SA - STND FUT (AXA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.2680 OCT10 V 12.2720 NOV10 X 12.2810 DEC10 Z 12.2890 +++ AXA SA - Euro Cash FLEX Opt (CJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0500 42.98 0.09 17090 1396 1.3281 42.59 0.48 17061 1270 2.4063 42.59 -0.52 +++ AXA SA - Amer Phys FLEX Opt (CJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 1200 0.6600 45.46 -0.41 17120 1759 5.3300 34.03 -0.98 17120 2247 10.2050 30.12 -1.00 16091 1300 2.8314 42.08 -0.52 16091 1400 3.4340 39.84 -0.60 0.5000 35.30 0.21 16121 1759 0.5126 33.80 0.21 21122 1900 +++ AXA SA - Euro Phys FLEX Opt (CJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0001 43.37 0.00 17090 1700 4.7298 43.37 -1.00 1.3569 45.48 0.59 17120 1200 1.0580 45.48 -0.41 0.4928 40.17 0.32 17120 1400 2.1883 40.17 -0.68 0.1149 36.13 0.11 17120 1600 3.8048 36.13 -0.89 0.0498 34.82 0.05 17120 1700 4.7368 34.82 -0.95 0.0031 31.94 0.00 17120 1954 7.2229 31.94 -1.00 0.9288 39.88 0.39 17061 1368 2.9789 39.88 -0.61 16121 1563 4.7233 37.73 -0.68 16121 3127 19.3325 39.08 -0.98 +++ Axel Springer AG (AXE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 91.4500 +++ AEX Index (AXI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 315.5500 +++ Acergy SA (AY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 98.4500 +++ Azimut Holding SpA (AZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.8200 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1241.500 44.13 1.00 SEP10 2000 0.000 45.44 0.00 842.000 39.91 1.00 SEP10 2400 0.000 44.85 0.00 642.000 37.19 1.00 SEP10 2600 0.500 40.61 -0.01 443.000 30.34 0.98 SEP10 2800 1.500 31.28 -0.02 345.000 27.70 0.96 SEP10 2900 3.000 27.89 -0.04 248.500 24.66 0.92 SEP10 3000 7.000 25.02 -0.08 160.500 23.26 0.81 SEP10 3100 18.500 23.17 -0.19 84.000 20.73 0.62 SEP10 3200 40.000 20.02 -0.38 31.500 18.78 0.35 SEP10 3300 91.000 19.38 -0.65 9.500 18.82 0.14 SEP10 3400 167.500 18.67 -0.87 1.000 20.86 0.01 SEP10 3600 359.000 18.29 -1.00 0.000 20.83 0.00 SEP10 3800 559.000 18.89 -1.00 645.000 28.44 0.99 OCT10 2600 2.500 30.94 -0.02 450.500 26.14 0.95 OCT10 2800 8.000 26.97 -0.06 268.000 23.22 0.84 OCT10 3000 25.000 23.49 -0.17 185.500 21.38 0.74 OCT10 3100 43.000 21.75 -0.27 117.500 20.44 0.59 OCT10 3200 73.000 20.29 -0.41 64.000 19.02 0.41 OCT10 3300 122.000 19.43 -0.58 31.500 18.52 0.25 OCT10 3400 188.500 18.76 -0.75 5.000 18.09 0.06 OCT10 3600 362.500 18.42 -0.95 1.000 19.68 0.01 OCT10 3800 559.000 20.13 -0.99 466.000 26.00 0.90 NOV10 2800 21.000 26.17 -0.10 292.000 22.87 0.78 NOV10 3000 49.000 23.49 -0.22 216.000 21.74 0.69 NOV10 3100 72.500 22.19 -0.31 153.500 21.16 0.58 NOV10 3200 107.500 21.14 -0.42 100.000 20.29 0.45 NOV10 3300 155.000 20.43 -0.55 62.000 19.69 0.33 NOV10 3400 215.000 19.51 -0.68 19.000 18.96 0.13 NOV10 3600 375.000 19.32 -0.87 4.500 18.73 0.04 NOV10 3800 561.500 19.16 -0.96 1644.500 34.50 1.00 DEC10 1600 0.500 48.90 0.00 1445.000 36.05 1.00 DEC10 1800 1.500 44.55 -0.01 1246.500 35.13 1.00 DEC10 2000 2.000 39.12 -0.01 852.500 30.26 0.97 DEC10 2400 7.500 31.21 -0.03 660.500 27.53 0.94 DEC10 2600 15.500 28.49 -0.07 477.500 25.21 0.87 DEC10 2800 32.000 25.77 -0.13 308.000 22.53 0.76 DEC10 3000 63.000 22.98 -0.24 235.500 21.67 0.67 DEC10 3100 91.000 22.13 -0.33 171.500 20.69 0.57 DEC10 3200 128.500 21.41 -0.43 82.000 20.04 0.36 DEC10 3400 232.500 19.72 -0.65 32.000 19.35 0.18 DEC10 3600 383.500 19.04 -0.83 3.500 19.34 0.03 DEC10 4000 759.000 16.63 -1.00 860.000 29.05 0.96 MAR11 2400 29.000 28.81 -0.09 672.500 26.85 0.92 MAR11 2600 52.000 26.69 -0.15 497.000 25.16 0.84 MAR11 2800 86.500 24.53 -0.24 334.500 22.63 0.73 MAR11 3000 146.500 22.98 -0.36 204.500 21.24 0.57 MAR11 3200 234.000 21.47 -0.52 114.500 20.64 0.39 MAR11 3400 357.000 20.58 -0.68 57.500 20.12 0.24 MAR11 3600 505.000 19.26 -0.82 12.000 19.79 0.07 MAR11 4000 874.000 20.40 -0.94 866.500 29.13 0.94 JUN11 2400 50.000 28.20 -0.12 516.500 25.49 0.81 JUN11 2800 121.000 24.32 -0.26 361.500 23.35 0.70 JUN11 3000 184.500 22.94 -0.37 236.000 21.84 0.56 JUN11 3200 275.500 21.80 -0.50 149.500 21.43 0.41 JUN11 3400 396.500 21.22 -0.63 85.000 20.51 0.28 JUN11 3600 538.500 20.46 -0.75 24.500 19.73 0.10 JUN11 4000 885.000 20.31 -0.90 1452.000 37.15 0.99 DEC11 1800 29.000 33.35 -0.05 1259.000 34.90 0.97 DEC11 2000 39.500 30.16 -0.07 887.000 30.27 0.90 DEC11 2400 90.500 26.77 -0.16 544.000 25.20 0.77 DEC11 2800 195.000 24.42 -0.31 288.500 22.63 0.55 DEC11 3200 362.000 22.05 -0.50 138.000 21.45 0.33 DEC11 3600 616.000 20.54 -0.70 887.000 29.50 0.90 JUN12 2400 141.500 26.00 -0.21 556.500 25.23 0.75 JUN12 2800 270.000 23.88 -0.35 317.500 23.13 0.54 JUN12 3200 472.500 22.71 -0.52 165.500 21.65 0.35 JUN12 3600 767.500 23.82 -0.66 902.000 29.98 0.88 DEC12 2400 178.000 25.22 -0.23 578.000 25.41 0.74 DEC12 2800 305.000 22.60 -0.36 345.500 23.20 0.54 DEC12 3200 518.000 21.91 -0.52 174.000 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 0.10 17090 3428 +++ AstraZeneca plc - STND FUT (AZN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3242.120 DEC10 Z 3248.090 MAR11 H 3137.710 JUN11 M 3144.420 +++ AstraZeneca plc - Amer Phys FLEX Opt (AZQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.630 19.84 0.04 17090 3500 17120 2200 4.270 35.17 -0.02 122.880 20.36 0.47 17120 3300 711.170 27.81 0.85 16121 2600 136.170 25.60 -0.22 +++ 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 0.58 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 ------- -------- ---------- ---------- ---------- ---------- 32.3200 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 41.6250 +++ BASF SE - STND FUT (BAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.6340 OCT10 V 41.6502 NOV10 X 41.6789 DEC10 Z 41.7055 +++ BASF SE - Euro Cash FLEX Opt (BJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0377 28.00 0.04 17090 4658 +++ BASF SE - Amer Phys FLEX Opt (BJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 4000 1.0729 30.71 -0.33 16121 4400 7.7252 25.74 -0.62 2.1953 30.72 0.31 16121 5000 +++ BASF SE - Euro Phys FLEX Opt (BJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0169 29.91 0.02 17090 4800 6.3774 30.04 -0.98 16.7601 46.63 0.98 17120 2500 0.1011 49.93 -0.02 3.7460 31.54 0.63 17120 4000 2.0564 32.11 -0.37 1.3691 28.51 0.34 17120 4500 4.6521 28.94 -0.65 17061 3830 3.5468 27.80 -0.43 5.5561 34.26 0.55 16121 4000 5.4616 28.07 -0.47 5.7378 33.44 0.48 20123 4600 12.8814 27.97 -0.57 +++ Banco de Valencia SA (BAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2000 +++ Societe BIC SA (BB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.6000 +++ 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 171.390 DEC10 Z 171.710 MAR11 H 172.050 JUN11 M 163.840 +++ Barclays plc - STND FUT (BAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 304.050 DEC10 Z 303.610 MAR11 H 301.720 JUN11 M 301.110 +++ Barclays plc - Euro Cash FLEX Opt (BBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.560 40.00 0.18 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 104.750 97.04 0.98 SEP10 200 0.250 82.76 -0.01 84.250 68.55 0.98 SEP10 220 0.500 71.99 -0.02 65.000 64.65 0.95 SEP10 240 0.750 60.00 -0.04 46.250 59.34 0.89 SEP10 260 2.500 60.00 -0.11 29.000 51.81 0.78 SEP10 280 5.000 51.81 -0.22 21.250 48.04 0.69 SEP10 290 7.250 48.04 -0.31 14.500 44.81 0.57 SEP10 300 10.500 44.81 -0.43 9.000 42.41 0.44 SEP10 310 15.000 42.41 -0.56 5.250 40.28 0.30 SEP10 320 21.250 40.28 -0.70 3.000 40.00 0.20 SEP10 330 28.750 39.34 -0.81 1.500 40.00 0.12 SEP10 340 37.750 41.71 -0.87 0.750 40.00 0.07 SEP10 350 46.750 39.45 -0.94 0.500 40.00 0.04 SEP10 360 56.500 41.31 -0.96 0.000 40.00 0.01 SEP10 380 76.250 47.49 -0.98 0.000 40.00 0.00 SEP10 400 96.250 54.21 -0.99 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 -1.00 0.000 40.00 0.00 SEP10 480 176.000 67.06 -1.00 86.500 66.08 0.93 OCT10 220 2.750 67.75 -0.07 68.250 60.91 0.88 OCT10 240 4.500 62.73 -0.12 50.250 53.13 0.82 OCT10 260 7.000 56.18 -0.19 35.250 50.06 0.71 OCT10 280 11.500 51.16 -0.29 28.250 47.95 0.64 OCT10 290 14.500 49.20 -0.36 22.000 45.73 0.57 OCT10 300 18.000 46.53 -0.43 16.500 43.85 0.48 OCT10 310 23.000 45.33 -0.51 11.750 41.57 0.40 OCT10 320 28.000 42.73 -0.60 8.500 40.94 0.32 OCT10 330 35.000 42.91 -0.67 5.500 39.16 0.23 OCT10 340 41.500 40.04 -0.76 3.500 37.68 0.17 OCT10 350 49.500 38.99 -0.83 2.000 36.23 0.11 OCT10 360 58.000 37.75 -0.88 0.750 36.00 0.05 OCT10 380 76.500 35.80 -0.96 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 56.250 55.10 0.77 NOV10 260 12.500 55.51 -0.24 41.250 50.00 0.68 NOV10 280 17.750 50.73 -0.32 34.750 48.38 0.63 NOV10 290 21.500 49.44 -0.38 28.750 46.82 0.57 NOV10 300 25.000 46.88 -0.44 23.000 44.53 0.51 NOV10 310 29.500 45.14 -0.50 18.250 43.39 0.44 NOV10 320 35.000 43.80 -0.56 14.250 42.11 0.38 NOV10 330 40.750 42.57 -0.62 10.750 40.82 0.32 NOV10 340 48.000 42.64 -0.68 6.000 38.95 0.21 NOV10 360 62.750 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 -0.02 146.000 73.85 0.97 DEC10 160 2.000 73.85 -0.04 128.000 73.19 0.94 DEC10 180 4.250 73.19 -0.07 109.750 68.09 0.91 DEC10 200 6.000 68.09 -0.10 92.500 64.27 0.87 DEC10 220 9.000 64.27 -0.14 76.250 60.38 0.81 DEC10 240 12.500 60.38 -0.19 60.250 55.41 0.75 DEC10 260 16.500 55.41 -0.25 50.750 52.71 0.70 DEC10 273 20.000 52.71 -0.30 46.250 52.00 0.67 DEC10 280 22.750 52.00 -0.33 33.500 48.04 0.57 DEC10 300 29.750 48.04 -0.43 26.750 45.64 0.51 DEC10 312 35.000 45.64 -0.49 22.750 44.50 0.46 DEC10 320 39.250 44.50 -0.54 14.500 41.45 0.35 DEC10 340 50.750 41.45 -0.65 10.500 39.14 0.29 DEC10 351 57.750 39.14 -0.72 8.000 37.94 0.24 DEC10 360 64.250 37.94 -0.76 4.000 35.35 0.14 DEC10 380 80.250 35.35 -0.86 3.250 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 0.01 DEC10 480 177.500 45.30 -0.96 113.250 60.53 0.88 MAR11 200 12.000 63.48 -0.13 81.500 54.44 0.79 MAR11 240 19.500 55.07 -0.22 53.000 47.59 0.66 MAR11 280 31.750 48.97 -0.35 41.250 45.22 0.58 MAR11 300 39.750 46.15 -0.43 30.750 42.44 0.50 MAR11 320 49.000 43.01 -0.51 22.000 40.25 0.41 MAR11 340 60.000 40.37 -0.60 14.750 37.42 0.31 MAR11 360 73.000 38.05 -0.69 6.000 34.23 0.17 MAR11 400 104.000 34.52 -0.84 2.500 33.22 0.08 MAR11 440 140.500 33.73 -0.92 2.250 38.44 0.07 MAR11 480 178.250 30.52 -0.97 117.000 58.56 0.86 JUN11 200 15.500 58.56 -0.15 86.750 52.79 0.77 JUN11 240 25.500 52.79 -0.24 60.250 47.52 0.66 JUN11 280 39.000 47.52 -0.35 48.250 44.95 0.59 JUN11 300 47.000 44.95 -0.42 38.250 42.93 0.52 JUN11 320 57.000 42.93 -0.49 27.750 39.20 0.44 JUN11 340 66.500 39.20 -0.57 22.000 38.89 0.37 JUN11 360 80.500 38.89 -0.63 11.250 35.61 0.23 JUN11 400 109.750 35.61 -0.77 2.750 33.44 0.08 JUN11 480 180.500 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 7.500 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 14.750 61.62 -0.11 139.250 59.18 0.87 DEC11 180 19.500 59.18 -0.14 122.750 54.86 0.84 DEC11 200 23.000 54.86 -0.17 93.250 48.74 0.76 DEC11 240 33.250 48.74 -0.25 69.250 45.20 0.66 DEC11 280 49.000 45.20 -0.35 46.250 40.06 0.54 DEC11 320 65.750 40.06 -0.46 37.000 37.99 0.47 DEC11 340 76.250 37.99 -0.53 29.750 36.69 0.41 DEC11 360 88.500 36.69 -0.59 17.750 34.09 0.29 DEC11 400 116.250 34.09 -0.71 5.750 31.00 0.12 DEC11 480 183.500 31.00 -0.88 132.000 57.64 0.83 JUN12 200 34.500 57.64 -0.18 108.750 55.24 0.75 JUN12 240 51.000 55.24 -0.25 84.500 50.02 0.67 JUN12 280 66.000 50.02 -0.33 64.250 46.40 0.58 JUN12 320 85.250 46.40 -0.42 47.750 43.49 0.49 JUN12 360 108.000 43.49 -0.51 35.250 41.50 0.40 JUN12 400 134.750 41.50 -0.60 135.000 54.66 0.82 DEC12 200 38.500 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 74.750 50.08 -0.32 71.250 45.35 0.60 DEC12 320 92.000 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 12.500 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.030 40.00 0.00 17090 385 5.730 36.65 0.19 17120 370 17120 409 107.290 36.05 -0.92 1.130 36.16 0.05 17120 429 17120 487 184.250 45.30 -0.96 16121 273 45.720 45.82 -0.33 16121 340 16121 351 82.540 37.28 -0.56 +++ Barclays plc - Euro Phys FLEX Opt (BBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 300 10.090 44.81 -0.43 0.030 40.00 0.00 17090 385 26.570 45.64 0.51 17120 312 34.930 45.64 -0.49 17120 351 57.530 39.14 -0.72 7.910 37.94 0.24 17120 360 64.170 37.94 -0.76 16121 351 82.310 37.28 -0.56 16121 419 130.390 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 ------- -------- ---------- ---------- ---------- ---------- 28.6000 +++ 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 239.380 DEC10 Z 239.820 MAR11 H 240.300 JUN11 M 240.820 +++ BRE Bank SA (BC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 247.400 +++ 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 96.480 DEC10 Z 96.660 MAR11 H 96.850 JUN11 M 97.060 +++ Beiersdorf AG (BDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.0100 +++ Benetton Group SpA (BE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3650 +++ Befimmo S.C.A. (BEF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.7000 +++ Bekaert (BEK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 161.2500 +++ Beni Stabili SpA (BEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6280 +++ Banco Espirito Santo SA (BES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4400 +++ Banco Espirito Santo SA - Phys FLEX Fut (YBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16121 3.3495 +++ 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 205.670 DEC10 Z 206.050 MAR11 H 206.460 JUN11 M 206.900 +++ BG Group plc - STND FUT (BG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1066.870 DEC10 Z 1068.830 MAR11 H 1070.970 JUN11 M 1065.500 +++ 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 1.500 58.05 -0.03 187.000 35.22 0.99 SEP10 880 2.000 48.75 -0.04 148.000 35.15 0.97 SEP10 920 2.000 40.38 -0.05 111.500 38.29 0.90 SEP10 960 5.000 39.07 -0.11 94.000 37.08 0.85 SEP10 980 7.000 36.53 -0.14 78.500 37.43 0.79 SEP10 1000 11.500 37.62 -0.21 47.000 39.68 0.59 SEP10 1050 30.000 39.10 -0.41 26.500 41.39 0.39 SEP10 1100 59.000 40.81 -0.61 16.000 45.49 0.25 SEP10 1150 98.500 44.89 -0.75 9.000 48.46 0.16 SEP10 1200 142.000 47.94 -0.85 6.000 52.05 0.10 SEP10 1250 188.500 50.98 -0.91 4.000 55.49 0.07 SEP10 1300 236.000 53.14 -0.94 2.500 65.15 0.04 SEP10 1400 334.000 53.95 -0.99 2.000 75.96 0.03 SEP10 1500 433.500 47.86 -1.00 156.500 37.51 0.88 OCT10 920 9.000 37.68 -0.12 124.000 37.58 0.80 OCT10 960 16.000 36.84 -0.19 108.500 36.86 0.76 OCT10 980 22.000 37.60 -0.24 95.000 37.09 0.71 OCT10 1000 28.000 37.45 -0.29 66.000 37.52 0.58 OCT10 1050 49.000 37.84 -0.43 45.500 39.08 0.44 OCT10 1100 77.000 38.30 -0.56 31.000 40.39 0.33 OCT10 1150 112.500 39.68 -0.67 21.500 42.33 0.24 OCT10 1200 152.500 41.03 -0.77 14.000 42.90 0.17 OCT10 1250 196.500 42.76 -0.83 9.500 43.84 0.12 OCT10 1300 242.500 44.76 -0.88 7.500 46.79 0.09 OCT10 1350 290.000 47.02 -0.91 168.500 38.12 0.82 NOV10 920 18.000 36.30 -0.17 137.500 37.00 0.76 NOV10 960 29.000 36.89 -0.24 111.000 36.86 0.68 NOV10 1000 43.000 36.93 -0.32 83.500 36.87 0.57 NOV10 1050 65.500 36.96 -0.43 62.000 37.53 0.47 NOV10 1100 93.500 37.52 -0.53 46.500 38.78 0.38 NOV10 1150 128.500 38.78 -0.62 35.000 39.83 0.30 NOV10 1200 169.000 41.25 -0.69 20.000 42.11 0.19 NOV10 1300 260.500 47.98 -0.77 242.000 39.31 0.89 DEC10 840 11.000 37.15 -0.10 207.000 37.54 0.85 DEC10 880 18.000 37.24 -0.15 174.500 36.50 0.80 DEC10 920 26.500 36.58 -0.20 145.000 35.82 0.74 DEC10 960 38.000 36.54 -0.26 121.000 36.21 0.67 DEC10 1000 52.500 36.41 -0.33 72.000 36.52 0.48 DEC10 1100 102.500 36.23 -0.52 42.500 37.94 0.33 DEC10 1200 172.500 37.29 -0.68 25.000 39.28 0.21 DEC10 1300 261.000 42.04 -0.77 13.500 39.66 0.13 DEC10 1400 350.000 43.52 -0.85 220.500 34.03 0.82 MAR11 880 33.500 35.46 -0.19 167.500 34.52 0.71 MAR11 960 58.000 34.88 -0.29 145.500 34.87 0.65 MAR11 1000 74.000 34.63 -0.35 96.500 34.48 0.51 MAR11 1100 124.500 34.18 -0.49 62.000 34.41 0.38 MAR11 1200 190.000 34.06 -0.63 22.500 33.91 0.17 MAR11 1400 353.000 34.54 -0.83 +++ BG Group plc - Amer Phys FLEX Opt (BGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 700 28.320 36.32 -0.11 87.920 34.24 0.38 16121 1300 +++ Bank BPH (BH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.550 +++ Biogen Idec Inc (BII/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.710 +++ Intesa Sanpaolo SpA - Euro Cash FLEX Opt (BIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1296 39.58 0.42 17120 240 0.2915 39.84 -0.58 +++ Intesa Sanpaolo SpA - STND FUT (BIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.2325 +++ Intesa Sanpaolo SpA - STND FUT (BIN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.2330 OCT10 V 2.2339 NOV10 X 2.2354 DEC10 Z 2.2368 +++ Intesa Sanpaolo SpA - Amer Phys FLEX Opt (BIQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 240 0.2925 39.84 -0.59 0.0234 33.03 0.13 17120 280 0.2091 45.73 0.37 20122 300 +++ Biomerieux (BIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.2000 +++ Boston Properties Inc (BJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.240 +++ Bank Zachodni WBK SA (BK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 185.000 +++ 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 815.280 DEC10 Z 816.780 MAR11 H 818.410 JUN11 M 820.160 +++ Bankinter SA (BKT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1440 +++ Boliden AB (BL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 83.5000 +++ Boliden AB - Cash FLEX Fut (BLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 83.5401 +++ Belgacom SA (BLG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.3200 +++ BEL 20 Index (BLI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2460.930 +++ 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 0.00 75.000 35.92 0.99 SEP10 380 0.250 36.94 -0.01 55.250 33.25 0.96 SEP10 400 0.500 31.46 -0.03 36.250 27.92 0.90 SEP10 420 1.250 27.64 -0.10 27.250 26.59 0.83 SEP10 430 2.500 25.81 -0.16 19.750 26.66 0.72 SEP10 440 4.250 24.23 -0.27 13.250 25.77 0.58 SEP10 450 7.250 22.93 -0.41 8.000 25.07 0.43 SEP10 460 12.000 21.95 -0.58 4.500 24.57 0.29 SEP10 470 18.500 21.32 -0.74 2.250 24.29 0.17 SEP10 480 26.750 21.13 -0.87 0.250 26.53 0.01 SEP10 520 65.500 24.07 -1.00 0.000 30.23 0.00 SEP10 560 105.500 34.01 -1.00 96.000 32.45 0.95 DEC10 360 3.250 31.65 -0.09 59.250 28.12 0.84 DEC10 400 8.000 27.36 -0.20 43.500 26.74 0.74 DEC10 420 12.750 25.88 -0.29 29.500 24.96 0.61 DEC10 440 20.000 24.81 -0.41 19.000 24.08 0.46 DEC10 460 29.500 23.88 -0.55 11.750 23.80 0.33 DEC10 480 42.500 23.44 -0.68 4.000 23.75 0.14 DEC10 520 74.750 23.13 -0.87 1.750 25.57 0.07 DEC10 560 112.250 23.54 -0.96 64.000 28.92 0.77 MAR11 400 16.750 27.37 -0.27 49.000 26.91 0.68 MAR11 420 23.000 26.21 -0.35 36.250 25.61 0.58 MAR11 440 31.250 25.31 -0.45 26.000 24.82 0.47 MAR11 460 41.750 24.58 -0.55 18.500 24.41 0.38 MAR11 480 54.500 24.15 -0.64 9.000 24.20 0.22 MAR11 520 85.000 23.70 -0.80 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 454.760 DEC10 Z 449.080 MAR11 H 443.470 JUN11 M 437.910 +++ British Land Company PLC - Amer Phys FLEX Opt (XBO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 267 7.910 36.13 -0.08 +++ BHP Billiton plc - Euro Cash FLEX Opt (BHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 6.480 31.07 0.11 17090 1929 +++ BHP Billiton - STND FUT (BHP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1769.610 DEC10 Z 1772.870 MAR11 H 1746.150 JUN11 M 1749.890 +++ BHP Billiton plc - Amer Phys FLEX Opt (BHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15062 1900 485.970 41.14 -0.47 +++ BHP Billiton plc - Euro Phys FLEX Opt (BHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.060 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 1.500 49.95 -0.02 298.500 45.50 0.99 SEP10 1500 3.000 42.59 -0.04 201.500 41.72 0.94 SEP10 1600 8.500 37.44 -0.11 155.500 40.27 0.88 SEP10 1650 15.000 35.56 -0.18 106.500 31.64 0.84 SEP10 1700 25.500 33.48 -0.29 71.000 32.85 0.67 SEP10 1750 41.500 31.76 -0.42 38.500 29.62 0.49 SEP10 1800 66.500 30.62 -0.58 22.000 31.21 0.31 SEP10 1850 99.000 29.49 -0.74 11.000 31.01 0.18 SEP10 1900 139.000 28.76 -0.85 5.500 31.12 0.09 SEP10 1950 184.500 29.61 -0.92 2.000 30.24 0.04 SEP10 2000 231.500 27.54 -0.97 0.500 31.42 0.01 SEP10 2100 330.500 27.72 -1.00 0.000 33.30 0.00 SEP10 2200 430.500 33.30 -1.00 0.000 41.48 0.00 SEP10 2400 631.500 57.13 -0.99 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 -1.00 300.500 40.65 0.96 OCT10 1500 16.500 41.65 -0.12 207.500 37.43 0.87 OCT10 1600 31.000 38.19 -0.21 129.500 35.32 0.68 OCT10 1700 58.000 35.80 -0.35 97.000 33.97 0.58 OCT10 1750 78.000 34.79 -0.44 70.500 32.91 0.47 OCT10 1800 102.000 33.80 -0.53 49.500 32.16 0.37 OCT10 1850 130.500 32.86 -0.62 33.500 31.38 0.28 OCT10 1900 162.000 31.08 -0.72 22.500 31.21 0.21 OCT10 1950 201.500 30.90 -0.79 13.500 30.34 0.14 OCT10 2000 244.500 31.26 -0.85 4.500 29.76 0.06 OCT10 2100 335.500 30.90 -0.93 2.000 31.18 0.03 OCT10 2200 431.500 28.52 -0.99 0.500 34.58 0.01 OCT10 2400 631.500 39.83 -0.98 309.500 41.00 0.88 NOV10 1500 34.000 40.77 -0.17 228.500 38.74 0.76 NOV10 1600 55.000 38.42 -0.26 159.000 36.55 0.63 NOV10 1700 86.500 36.32 -0.37 129.000 35.42 0.56 NOV10 1750 106.500 35.15 -0.44 101.000 33.87 0.49 NOV10 1800 130.000 34.07 -0.51 80.000 33.56 0.42 NOV10 1850 157.500 33.37 -0.58 62.000 33.10 0.36 NOV10 1900 189.000 32.65 -0.65 34.000 31.95 0.23 NOV10 2000 263.000 32.27 -0.77 8.500 30.73 0.08 NOV10 2200 437.500 30.77 -0.93 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 1.000 61.02 -0.01 918.000 68.39 1.00 DEC10 880 2.000 59.14 -0.01 838.000 62.62 1.00 DEC10 960 4.000 57.12 -0.02 798.000 59.67 1.00 DEC10 1000 5.000 56.21 -0.02 598.500 47.82 1.00 DEC10 1200 12.500 48.96 -0.06 406.000 42.87 0.91 DEC10 1400 31.500 43.41 -0.13 245.000 38.70 0.72 DEC10 1600 74.000 39.11 -0.28 178.500 36.84 0.62 DEC10 1700 106.500 37.02 -0.38 122.000 34.63 0.51 DEC10 1800 151.500 35.14 -0.49 79.500 33.38 0.39 DEC10 1900 210.000 34.19 -0.61 51.000 32.78 0.28 DEC10 2000 277.000 32.45 -0.72 17.500 31.50 0.12 DEC10 2200 445.000 31.54 -0.88 5.000 30.79 0.04 DEC10 2400 633.500 30.85 -0.96 1.500 30.54 0.01 DEC10 2600 830.500 29.24 -1.00 0.000 29.57 0.00 DEC10 2800 1031.000 35.92 -0.99 430.000 41.86 0.83 MAR11 1400 65.500 41.19 -0.19 284.500 38.58 0.70 MAR11 1600 120.000 37.28 -0.32 217.500 36.00 0.62 MAR11 1700 158.000 35.43 -0.41 164.000 34.68 0.53 MAR11 1800 205.500 33.95 -0.50 120.500 33.67 0.44 MAR11 1900 263.500 32.89 -0.59 85.000 32.65 0.35 MAR11 2000 334.000 32.72 -0.67 39.500 31.32 0.20 MAR11 2200 488.500 30.77 -0.82 17.500 30.54 0.10 MAR11 2400 666.000 29.24 -0.91 6.500 29.75 0.05 MAR11 2600 855.000 27.47 -0.97 2.500 29.00 0.02 MAR11 2800 1060.000 36.55 -0.95 798.500 49.73 1.00 JUN11 1000 25.500 48.08 -0.06 614.000 45.40 0.89 JUN11 1200 49.000 43.55 -0.12 449.000 40.89 0.81 JUN11 1400 88.500 39.85 -0.21 311.500 38.05 0.68 JUN11 1600 152.000 36.87 -0.33 247.500 35.85 0.61 JUN11 1700 191.500 35.19 -0.40 195.500 34.65 0.53 JUN11 1800 240.000 33.97 -0.48 153.500 33.86 0.46 JUN11 1900 297.500 33.02 -0.55 117.500 33.03 0.39 JUN11 2000 362.500 32.33 -0.63 65.000 31.67 0.25 JUN11 2200 514.000 31.53 -0.75 35.000 30.80 0.16 JUN11 2400 683.000 30.54 -0.85 9.000 29.72 0.05 JUN11 2800 1070.500 36.00 -0.91 849.000 53.47 0.92 DEC11 960 39.500 44.80 -0.08 810.500 51.00 0.92 DEC11 1000 58.000 48.01 -0.10 636.500 44.46 0.86 DEC11 1200 93.500 43.46 -0.16 499.500 43.35 0.77 DEC11 1400 158.500 42.17 -0.25 384.500 42.00 0.67 DEC11 1600 246.500 41.07 -0.35 303.500 42.50 0.57 DEC11 1800 356.000 40.37 -0.44 226.000 41.17 0.48 DEC11 2000 485.500 39.99 -0.54 123.000 39.64 0.31 DEC11 2400 794.000 40.29 -0.69 65.500 38.59 0.19 DEC11 2800 1120.500 37.00 -0.83 419.500 41.50 0.67 JUN12 1600 350.000 46.77 -0.34 340.500 41.65 0.58 JUN12 1800 424.000 41.33 -0.43 272.000 41.19 0.50 JUN12 2000 554.500 40.95 -0.51 176.000 40.92 0.37 JUN12 2400 853.000 40.58 -0.64 515.500 37.93 0.76 DEC12 1400 272.000 44.44 -0.27 445.500 41.00 0.67 DEC12 1600 369.500 43.07 -0.34 379.500 42.00 0.60 DEC12 1800 486.500 42.37 -0.41 326.000 42.82 0.53 DEC12 2000 618.000 41.99 -0.48 227.000 42.31 0.42 DEC12 2400 905.000 40.90 -0.60 164.500 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 ------- -------- ---------- ---------- ---------- ---------- 20.6000 +++ Koninklijke BAM Groep NV (BMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.9600 +++ Koninklijke BAM Groep NV - Cash FLEX Fut (KPD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 3.9610 +++ BMW AG - PFD (BMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.5700 +++ Bayerische Motoren Werke (BMW) AG (BMW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.2050 +++ Bayerische Motoren Werke (BMW) AG - STND FUT (BMW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.2139 OCT10 V 41.2299 NOV10 X 41.2584 DEC10 Z 41.2847 +++ Danone - Euro Cash FLEX Opt (BKJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1721 21.21 0.17 17090 4440 +++ Danone - Euro Phys FLEX Opt (BKX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.9349 23.51 0.49 17120 4300 2.4636 23.51 -0.51 +++ Danone (BN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.3500 +++ Danone - STND FUT (BN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 42.3590 OCT10 V 42.3760 NOV10 X 42.4050 DEC10 Z 42.4320 +++ BNP Paribas - Euro Cash FLEX Opt (BNJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1073 38.79 0.06 17090 5632 +++ BNP Paribas SA (BNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.1200 +++ BNP Paribas SA - STND FUT (BNP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 49.1310 OCT10 V 49.1500 NOV10 X 49.1840 DEC10 Z 49.2150 +++ BNP Paribas - Amer Phys FLEX Opt (BNQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4400 0.5300 52.21 -0.16 20.5567 68.67 0.94 17120 2916 0.5149 68.67 -0.06 17120 6220 13.5000 33.93 -0.89 +++ BNP Paribas - Euro Phys FLEX Opt (BNX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.0106 37.75 0.33 17120 5500 7.7354 37.75 -0.67 +++ Beneteau (BNT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.6000 +++ 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 702.240 DEC10 Z 703.540 MAR11 H 704.940 JUN11 M 706.450 +++ Bank of Ireland (BO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7400 +++ Bank of America Corp (BOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.420 +++ Boeing Company (BOE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.480 +++ Boskalis Westminster (BOS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.0850 +++ 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 221.880 MAR11 H 222.330 JUN11 M 222.800 +++ 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 0.00 99.750 50.77 1.00 SEP10 280 0.250 56.87 -0.01 80.000 47.56 0.99 SEP10 300 0.250 52.15 -0.02 60.500 45.20 0.96 SEP10 320 1.000 48.00 -0.05 41.750 41.69 0.89 SEP10 340 2.250 42.24 -0.12 25.250 38.45 0.74 SEP10 360 5.500 38.65 -0.26 18.250 37.32 0.64 SEP10 370 8.250 37.01 -0.36 12.000 35.19 0.51 SEP10 380 12.500 36.10 -0.49 7.250 33.60 0.38 SEP10 390 17.750 33.97 -0.62 5.000 35.18 0.27 SEP10 400 24.250 32.29 -0.75 2.500 34.10 0.17 SEP10 410 32.000 29.88 -0.86 1.500 33.79 0.10 SEP10 420 41.000 29.21 -0.93 0.500 30.88 0.04 SEP10 430 50.500 29.04 -0.97 0.250 30.67 0.02 SEP10 440 60.250 27.33 -0.99 0.000 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 64.500 46.16 0.87 OCT10 320 4.250 45.82 -0.13 47.250 42.30 0.79 OCT10 340 7.000 41.56 -0.21 32.500 39.58 0.67 OCT10 360 12.000 38.94 -0.32 25.750 37.97 0.60 OCT10 370 15.750 37.83 -0.40 20.250 37.18 0.53 OCT10 380 19.500 35.93 -0.47 15.500 36.63 0.45 OCT10 390 25.000 35.40 -0.56 11.500 35.91 0.37 OCT10 400 31.000 34.87 -0.64 8.250 34.80 0.29 OCT10 410 38.250 35.16 -0.71 6.000 35.21 0.23 OCT10 420 46.000 34.75 -0.77 4.250 34.73 0.18 OCT10 430 54.000 33.83 -0.83 3.000 34.80 0.13 OCT10 440 62.750 33.58 -0.88 1.500 35.29 0.07 OCT10 460 81.250 32.68 -0.95 0.750 36.38 0.04 OCT10 480 100.500 32.95 -0.98 0.500 38.03 0.03 OCT10 500 120.500 33.21 -0.99 0.250 42.88 0.01 OCT10 540 160.250 33.06 -1.00 0.250 46.02 0.01 OCT10 560 180.250 32.93 -1.00 68.500 44.02 0.83 NOV10 320 8.000 43.21 -0.17 52.500 41.15 0.75 NOV10 340 12.000 40.84 -0.25 39.000 39.59 0.65 NOV10 360 18.500 39.17 -0.35 32.750 38.53 0.60 NOV10 370 22.000 37.89 -0.40 27.250 37.98 0.54 NOV10 380 26.750 37.36 -0.46 22.250 37.05 0.48 NOV10 390 31.750 36.63 -0.52 18.250 36.70 0.42 NOV10 400 37.250 35.38 -0.59 11.250 35.26 0.30 NOV10 420 50.750 34.91 -0.70 7.000 34.73 0.21 NOV10 440 66.500 34.52 -0.79 181.500 65.68 0.98 DEC10 200 2.000 69.75 -0.03 143.000 56.50 0.95 DEC10 240 3.000 56.87 -0.05 124.250 52.57 0.93 DEC10 260 3.750 51.50 -0.07 106.000 49.39 0.90 DEC10 280 5.750 49.56 -0.10 88.500 46.37 0.86 DEC10 300 8.000 46.07 -0.14 71.500 43.08 0.80 DEC10 320 11.000 42.88 -0.20 56.500 41.31 0.73 DEC10 340 15.750 40.72 -0.27 43.250 39.74 0.64 DEC10 360 22.000 38.58 -0.36 31.750 38.00 0.54 DEC10 380 30.500 37.01 -0.46 22.250 36.49 0.44 DEC10 400 41.500 35.96 -0.56 15.000 35.18 0.34 DEC10 420 55.750 36.66 -0.65 10.000 34.62 0.25 DEC10 440 69.250 34.28 -0.75 6.500 34.41 0.18 DEC10 460 85.500 33.53 -0.83 4.000 34.08 0.13 DEC10 480 103.250 33.15 -0.89 2.750 34.65 0.09 DEC10 500 121.750 32.10 -0.94 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 0.250 36.36 0.01 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 5.250 63.83 -0.06 146.750 53.32 0.92 MAR11 240 6.250 51.23 -0.08 111.500 47.47 0.86 MAR11 280 11.000 45.42 -0.14 79.500 42.58 0.76 MAR11 320 19.250 40.94 -0.24 65.250 40.58 0.70 MAR11 340 25.000 39.13 -0.30 53.000 39.31 0.63 MAR11 360 32.500 37.66 -0.38 41.750 37.89 0.56 MAR11 380 41.250 36.21 -0.45 32.250 36.53 0.48 MAR11 400 51.750 34.95 -0.54 24.500 35.66 0.40 MAR11 420 63.250 33.13 -0.62 17.250 34.02 0.32 MAR11 440 77.500 32.59 -0.69 12.500 33.33 0.25 MAR11 460 92.500 31.56 -0.77 9.000 33.05 0.20 MAR11 480 108.750 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 1.250 32.99 0.04 MAR11 600 221.750 27.21 -0.99 0.750 33.82 0.02 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 720 341.000 27.07 -1.00 186.000 59.77 0.94 JUN11 200 5.750 53.74 -0.06 149.000 50.82 0.90 JUN11 240 9.500 47.92 -0.10 114.250 44.58 0.84 JUN11 280 15.750 43.21 -0.17 84.000 40.87 0.75 JUN11 320 26.000 39.97 -0.26 58.500 37.88 0.63 JUN11 360 40.750 36.97 -0.38 48.000 37.06 0.56 JUN11 380 50.000 35.92 -0.45 38.250 35.72 0.49 JUN11 400 61.000 35.04 -0.52 30.500 34.86 0.43 JUN11 420 72.500 33.76 -0.59 24.000 34.16 0.36 JUN11 440 85.500 32.54 -0.65 18.250 33.21 0.30 JUN11 460 100.250 31.80 -0.72 14.250 32.91 0.25 JUN11 480 116.000 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 0.500 32.26 0.02 JUN11 720 342.500 24.91 -1.00 186.500 53.80 0.94 DEC11 200 11.500 50.86 -0.09 152.750 49.34 0.88 DEC11 240 17.500 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 68.500 38.63 0.63 DEC11 360 56.750 37.30 -0.40 48.750 36.34 0.52 DEC11 400 77.750 35.25 -0.50 33.250 34.24 0.41 DEC11 440 101.500 32.54 -0.62 22.500 33.15 0.31 DEC11 480 129.250 30.42 -0.73 9.250 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 -0.98 156.250 49.66 0.87 JUN12 240 29.000 48.51 -0.17 99.000 41.66 0.72 JUN12 320 53.500 41.01 -0.31 75.000 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 40.750 34.45 0.44 JUN12 440 111.000 31.58 -0.60 30.000 33.66 0.35 JUN12 480 139.000 30.16 -0.69 158.000 48.19 0.86 DEC12 240 31.750 44.16 -0.18 129.500 44.58 0.79 DEC12 280 48.750 43.89 -0.24 103.250 41.00 0.72 DEC12 320 61.750 39.92 -0.31 79.750 37.71 0.63 DEC12 360 77.500 36.40 -0.40 60.000 35.13 0.54 DEC12 400 97.000 33.58 -0.49 45.250 33.55 0.45 DEC12 440 118.500 30.62 -0.58 32.000 31.49 0.36 DEC12 480 145.000 28.65 -0.68 15.250 28.88 0.22 DEC12 560 208.000 26.15 -0.83 7.500 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 379.780 DEC10 Z 380.480 MAR11 H 378.240 JUN11 M 376.040 +++ 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 0.15 18031 500 8.370 32.30 0.16 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 -0.92 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 -0.83 4.250 34.08 0.12 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 ------- -------- ---------- ---------- ---------- ---------- 6.9950 +++ Banca Popolare di Milano (BPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3600 +++ Banca Monte dei Paschi di Siena SpA (BPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.9455 +++ Banca Monte dei Paschi Siena - Euro Phys FLEX Opt (EVX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 140 0.4544 70.13 -0.99 17090 145 0.5042 70.85 -1.00 17090 150 0.5541 70.25 -1.00 17120 140 0.4517 33.36 -0.98 17120 145 0.5013 34.71 -0.98 18031 130 0.3486 21.95 -0.97 18031 150 0.5455 16.00 -1.00 +++ Banco Popolare Scrl (BPV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4750 +++ Banco Popolare Scrl - STND FUT (BPV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.4760 OCT10 V 4.4777 NOV10 X 4.4808 DEC10 Z 4.4837 +++ Windstream Corp (BQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.360 +++ Host Hotels & Resorts Inc (BR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.160 +++ 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 846.790 DEC10 Z 848.350 MAR11 H 850.040 JUN11 M 851.860 +++ 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 962.330 DEC10 Z 964.100 MAR11 H 966.030 JUN11 M 968.100 +++ Barrick Gold Corp (BRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.540 +++ Brembo SpA (BRM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.7200 +++ Brisa Autoestradas de Portugal SA (BRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.9640 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21.750 37.73 0.87 SEP10 210 1.250 36.03 -0.12 13.500 35.36 0.73 SEP10 220 3.250 34.76 -0.27 10.250 34.84 0.63 SEP10 225 4.500 33.22 -0.37 7.500 35.58 0.52 SEP10 230 7.250 35.09 -0.48 5.250 35.30 0.42 SEP10 235 10.000 34.59 -0.59 3.750 35.46 0.32 SEP10 240 13.250 34.43 -0.69 2.000 33.43 0.22 SEP10 245 16.500 31.34 -0.80 1.250 32.27 0.14 SEP10 250 21.000 33.20 -0.85 0.500 32.68 0.06 SEP10 260 30.250 34.19 -0.94 0.000 32.42 0.02 SEP10 270 40.000 36.42 -0.97 0.000 32.32 0.00 SEP10 280 49.750 35.25 -0.99 0.000 31.38 0.00 SEP10 290 59.750 38.75 -1.00 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 36.250 37.44 0.79 DEC10 200 6.750 37.87 -0.22 23.250 37.22 0.63 DEC10 220 13.000 35.10 -0.38 18.250 36.91 0.54 DEC10 230 17.500 34.23 -0.47 13.500 35.83 0.45 DEC10 240 23.500 34.11 -0.56 7.250 34.95 0.29 DEC10 260 37.500 33.52 -0.72 3.750 34.66 0.17 DEC10 280 53.750 32.49 -0.85 1.750 34.09 0.09 DEC10 300 72.000 32.28 -0.93 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 0.00 DEC10 400 170.750 30.07 -1.00 41.500 38.00 0.74 MAR11 200 11.250 36.65 -0.26 28.750 35.83 0.62 MAR11 220 18.500 34.71 -0.38 23.500 35.07 0.55 MAR11 230 23.250 33.90 -0.45 19.000 34.47 0.48 MAR11 240 28.500 33.15 -0.52 12.500 34.18 0.36 MAR11 260 41.750 32.63 -0.66 7.500 33.37 0.25 MAR11 280 57.250 32.04 -0.77 4.750 33.85 0.17 MAR11 300 74.250 31.68 -0.85 2.750 33.30 0.11 MAR11 320 92.250 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 230.280 DEC10 Z 229.200 MAR11 H 229.660 JUN11 M 230.150 +++ 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 1.00 SEP10 600 0.000 26.04 0.00 68.250 18.23 0.99 SEP10 640 0.250 19.78 -0.01 29.500 14.98 0.89 SEP10 680 1.250 14.79 -0.11 4.000 13.10 0.30 SEP10 720 15.000 11.72 -0.73 0.000 10.52 0.01 SEP10 750 42.000 11.76 -0.99 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 -0.01 188.500 27.15 1.00 DEC10 520 1.250 28.85 -0.03 149.000 25.15 0.99 DEC10 560 1.750 24.37 -0.04 109.000 19.13 0.98 DEC10 600 3.250 20.88 -0.08 69.500 14.87 0.95 DEC10 640 6.750 17.96 -0.18 34.500 13.53 0.76 DEC10 680 14.500 14.84 -0.36 8.500 10.60 0.36 DEC10 720 31.000 11.47 -0.68 268.500 33.03 1.00 MAR11 440 0.750 29.22 -0.01 228.500 28.66 1.00 MAR11 480 1.250 26.90 -0.02 188.750 26.02 0.99 MAR11 520 2.250 24.08 -0.04 149.750 24.08 0.96 MAR11 560 4.500 22.62 -0.08 113.000 22.94 0.89 MAR11 600 8.750 21.08 -0.15 80.000 21.76 0.77 MAR11 640 16.750 20.05 -0.25 52.500 20.58 0.62 MAR11 680 30.000 19.06 -0.40 30.750 19.22 0.45 MAR11 720 49.000 17.90 -0.57 308.750 41.21 0.99 JUN11 400 2.500 34.74 -0.03 269.000 35.87 0.99 JUN11 440 5.000 34.00 -0.05 229.250 31.93 0.98 JUN11 480 8.000 32.28 -0.08 152.500 26.13 0.91 JUN11 560 14.500 26.28 -0.15 84.750 22.03 0.73 JUN11 640 30.500 22.19 -0.31 44.250 22.42 0.47 JUN11 720 72.750 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 8.250 34.95 -0.06 271.750 37.72 0.95 DEC11 440 11.000 32.35 -0.08 232.500 32.80 0.93 DEC11 480 13.500 29.06 -0.11 161.000 27.78 0.83 DEC11 560 25.250 25.23 -0.20 102.250 24.92 0.68 DEC11 640 46.250 22.21 -0.35 64.500 24.92 0.50 DEC11 720 88.750 22.08 -0.53 243.750 34.20 0.86 DEC12 480 24.750 26.66 -0.15 181.000 30.11 0.77 DEC12 560 41.000 23.72 -0.24 126.500 26.79 0.66 DEC12 640 65.250 21.01 -0.37 81.250 24.03 0.52 DEC12 720 106.500 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 708.240 DEC10 Z 698.040 MAR11 H 699.430 +++ BB&T Corp (BTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.140 +++ 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 0.98 SEP10 96 0.000 70.51 -0.01 34.500 67.45 0.98 SEP10 100 0.250 63.76 -0.02 24.500 53.59 0.96 SEP10 110 0.250 49.14 -0.03 15.000 41.07 0.89 SEP10 120 0.500 38.60 -0.09 10.500 37.63 0.81 SEP10 125 1.250 35.90 -0.18 6.500 33.35 0.68 SEP10 130 1.750 29.20 -0.30 3.500 32.14 0.48 SEP10 135 4.000 29.78 -0.52 1.750 30.99 0.29 SEP10 140 7.250 28.80 -0.73 0.750 30.77 0.14 SEP10 145 11.500 30.03 -0.86 0.250 30.83 0.06 SEP10 150 16.000 32.33 -0.93 0.000 32.29 0.01 SEP10 160 25.750 38.12 -0.98 0.000 35.66 0.00 SEP10 170 35.750 48.76 -0.98 0.000 41.35 0.00 SEP10 180 45.750 58.42 -0.99 25.000 40.76 0.93 OCT10 110 0.750 41.92 -0.08 16.000 35.24 0.83 OCT10 120 1.750 37.00 -0.18 12.000 34.02 0.74 OCT10 125 2.750 34.52 -0.26 8.500 32.42 0.63 OCT10 130 4.250 32.13 -0.37 5.750 31.45 0.51 OCT10 135 6.500 31.71 -0.50 3.500 30.01 0.37 OCT10 140 9.250 29.88 -0.63 1.750 28.29 0.24 OCT10 145 13.000 30.73 -0.74 1.000 28.29 0.15 OCT10 150 17.000 30.19 -0.84 0.250 29.62 0.06 OCT10 160 26.000 31.16 -0.94 0.250 34.65 0.03 OCT10 170 36.000 36.77 -0.96 26.000 40.04 0.88 NOV10 110 1.750 40.31 -0.13 17.750 36.82 0.77 NOV10 120 3.500 36.99 -0.23 14.250 36.10 0.70 NOV10 125 4.750 35.16 -0.30 10.750 33.67 0.61 NOV10 130 6.500 33.91 -0.39 8.000 32.69 0.52 NOV10 135 8.500 31.96 -0.48 5.500 31.13 0.42 NOV10 140 11.250 31.49 -0.58 2.250 29.11 0.23 NOV10 150 18.250 30.15 -0.76 1.000 29.64 0.12 NOV10 160 26.750 30.03 -0.88 70.750 73.07 0.98 DEC10 64 0.250 63.21 -0.01 63.000 68.58 0.97 DEC10 72 0.250 57.47 -0.02 55.250 61.50 0.96 DEC10 80 0.500 51.93 -0.02 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 1.250 42.67 -0.08 27.000 40.41 0.85 DEC10 110 2.500 39.59 -0.15 18.500 35.11 0.76 DEC10 120 4.500 36.15 -0.25 12.000 33.11 0.61 DEC10 130 7.500 33.51 -0.39 6.750 30.73 0.44 DEC10 140 12.250 31.08 -0.56 3.750 30.95 0.29 DEC10 150 18.750 28.17 -0.74 1.750 29.05 0.16 DEC10 160 26.750 26.19 -0.88 0.250 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 0.91 MAR11 96 2.750 41.73 -0.12 36.750 41.97 0.88 MAR11 100 3.250 40.37 -0.14 30.000 44.65 0.79 MAR11 110 5.000 37.56 -0.21 20.500 34.75 0.72 MAR11 120 7.750 35.04 -0.31 14.500 33.37 0.60 MAR11 130 11.750 33.43 -0.42 9.250 31.28 0.46 MAR11 140 17.000 31.96 -0.55 5.750 30.36 0.33 MAR11 150 23.250 29.86 -0.68 3.250 29.43 0.23 MAR11 160 31.000 28.76 -0.79 1.000 27.95 0.08 MAR11 180 48.500 25.69 -0.94 41.250 41.68 0.88 JUN11 96 4.000 40.03 -0.14 38.250 41.11 0.85 JUN11 100 4.750 38.90 -0.16 22.250 33.91 0.70 JUN11 120 10.000 34.39 -0.32 17.000 33.46 0.59 JUN11 130 14.250 33.48 -0.42 12.000 32.09 0.48 JUN11 140 19.500 32.00 -0.52 8.000 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 -0.89 71.250 54.44 0.97 DEC11 64 1.750 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 0.86 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 -0.72 3.250 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 9.250 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.610 30.77 0.14 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 134.490 MAR11 H 132.260 JUN11 M 132.540 +++ Banco Espanol de Credito SA (BTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.8100 +++ Masco Corp (BV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.520 +++ Banco Bilbao Vizcaya Argent - Amer Phys FLEX Opt (BDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 925 0.2820 47.68 -0.38 0.1358 37.68 0.29 17090 1000 0.6689 42.53 -0.69 1.9211 55.54 0.76 17120 800 17120 1350 4.0822 25.88 -1.00 18031 825 0.7736 49.70 -0.29 0.8581 38.82 0.48 18031 1000 18031 1300 3.6743 33.43 -0.89 16121 800 1.0998 42.55 -0.30 16121 1200 3.4456 36.17 -0.68 0.2743 32.00 0.17 15062 1500 0.2432 31.66 0.15 15062 1525 0.3347 31.74 0.19 21092 1500 6.2415 31.30 -0.83 21092 1550 6.6928 31.30 -0.84 +++ Banco Bilbao Vizcaya Argentaria SA - Cash FLEX Fut (BDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 05100 9.5059 +++ Banco Bilbao Vizcaya Argentaria SA (BVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.5000 +++ Banco Bilbao Vizcaya Argentaria SA - STND FUT (BVA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.5020 OCT10 V 9.4160 NOV10 X 9.4220 DEC10 Z 9.4280 +++ Bureau Veritas SA (BVI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.0000 +++ 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 352.420 DEC10 Z 353.070 MAR11 H 353.780 JUN11 M 354.530 +++ BWIN Interactive Entertainment AG (BWI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.2200 +++ 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 224.890 MAR11 H 225.340 JUN11 M 225.820 +++ 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 529.680 DEC10 Z 530.660 MAR11 H 531.720 JUN11 M 532.860 +++ Progress Energy Inc (BY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.920 +++ Bayer AG - Amer Phys FLEX Opt (BQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6311 32.70 0.30 17090 4900 0.2978 35.05 0.16 17090 5100 0.1208 40.43 0.07 17090 5400 +++ Bayer AG - Amer Cash FLEX Opt (BQU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 3.1278 31.31 -0.32 +++ Bayer AG - Euro Phys FLEX Opt (BQX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 3.1182 31.31 -0.32 +++ Bayer AG - STND FUT (BYA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 47.0452 OCT10 V 47.0635 NOV10 X 47.0959 DEC10 Z 47.1260 +++ BAYER AG (BYR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.0350 +++ Buzzi Unicem SpA RSP (BZU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2275 +++ Buzzi Unicem SPA (BZZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.2200 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.250 30.33 0.66 SEP10 120 2.250 32.88 -0.35 1.000 30.69 0.23 SEP10 130 8.000 32.54 -0.75 0.250 33.14 0.05 SEP10 140 17.000 34.84 -0.94 0.000 35.47 0.01 SEP10 150 26.750 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 26.11 0.00 17120 210 +++ C & W Communications ex event package - Euro Phys (CWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.220 31.49 0.08 16121 190 82.660 33.94 -0.90 +++ Carrefour SA (CA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.1100 +++ Carrefour SA - STND FUT (CA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 36.1180 OCT10 V 36.1320 NOV10 X 36.1570 DEC10 Z 36.1800 +++ Carrefour SA - Amer Phys FLEX Opt (CMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.9400 26.87 0.53 17090 3600 0.8300 26.87 -0.47 0.0100 27.36 0.01 17090 4200 15100 3400 0.7500 31.66 -0.27 17120 3200 0.9800 34.00 -0.22 3.6100 31.00 0.68 17120 3400 1.4500 31.00 -0.32 2.3700 29.00 0.55 17120 3600 1.4000 27.00 0.40 17120 3800 0.5552 25.75 0.21 17120 4100 5.7100 31.48 0.64 16121 3400 3.0000 29.20 0.43 16121 4000 16121 4800 13.6185 27.46 -0.80 3.4546 28.96 0.45 16032 4000 +++ Carrefour SA - Euro Phys FLEX Opt (CMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.6335 31.00 0.68 17120 3400 1.4276 31.00 -0.32 0.1886 25.00 0.09 17120 4400 7.9545 25.00 -0.91 0.0117 23.99 0.01 17120 5000 13.7606 23.99 -0.99 +++ CAC High Dividend Index (CAH/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.230 +++ Canal + (CAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4140 +++ Castellum AB (CAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.4500 +++ 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 668.230 DEC10 Z 669.460 MAR11 H 670.800 JUN11 M 672.230 +++ Commerzbank AG - Euro Cash FLEX Opt (CBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3647 41.12 0.69 17090 600 0.1229 41.33 -0.32 +++ Commerzbank AG (CBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.2410 +++ Commerzbank AG - STND FUT (CBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 6.2424 OCT10 V 6.2448 NOV10 X 6.2491 DEC10 Z 6.2531 +++ Commerzbank AG - Amer Phys FLEX Opt (CBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 500 0.1697 49.23 -0.17 0.1866 36.23 0.27 17120 720 +++ Commerzbank AG - Amer Cash FLEX Opt (CBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.0064 76.83 -0.02 17090 560 0.0518 48.32 -0.14 17090 600 0.1229 41.33 -0.32 0.6643 39.48 0.62 17120 600 0.4552 43.10 -0.38 0.4473 37.36 0.50 17120 640 +++ Commerzbank AG - Euro Phys FLEX Opt (CBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3647 41.12 0.69 17090 600 0.1229 41.33 -0.32 0.1369 35.20 0.22 17120 740 1.3323 40.43 -0.74 +++ 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 280.900 DEC10 Z 281.410 MAR11 H 281.980 JUN11 M 282.580 +++ CAC 40 - Index (CCI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3487.010 +++ CAC 40 - Amer FLEX Index Opt (XCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 42.210 27.77 -0.30 +++ CAC 40 - Euro FLEX Index Opt (YCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 51.340 27.77 -0.30 +++ 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 0.96 SEP10 48 0.000 45.54 -0.04 5.250 32.86 0.90 SEP10 52 0.250 35.00 -0.12 3.500 32.39 0.78 SEP10 54 0.500 31.08 -0.21 2.250 33.90 0.61 SEP10 56 1.000 28.27 -0.38 1.000 24.47 0.39 SEP10 58 2.000 26.65 -0.60 1.000 38.62 0.30 SEP10 60 3.500 29.63 -0.77 0.500 40.20 0.19 SEP10 62 5.000 22.66 -0.95 0.250 40.43 0.11 SEP10 64 7.000 28.98 -0.96 0.000 35.01 0.01 SEP10 68 11.000 40.62 -0.97 0.000 19.55 0.00 SEP10 72 15.000 50.70 -0.98 9.750 34.46 0.87 DEC10 48 1.250 33.68 -0.19 6.250 30.29 0.76 DEC10 52 2.250 30.95 -0.32 3.750 29.64 0.58 DEC10 56 4.000 30.56 -0.49 2.000 29.19 0.39 DEC10 60 6.500 30.10 -0.66 0.750 26.77 0.21 DEC10 64 9.750 30.46 -0.78 0.000 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 10.000 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 4.750 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 ------- -------- ---------- ---------- ---------- ---------- 3.710 +++ Citigroup Inc Physical - STND FUT (CCX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.711 OCT10 V 3.711 NOV10 X 3.712 DEC10 Z 3.713 +++ Progressive Corp / The (CD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.810 +++ Cofide SpA (CDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6400 +++ Christian Dior SA (CDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.1200 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 2.0150 +++ Compania Espanola de Petroleos SA (CEPSA) (CEP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.8500 +++ Compania Espanola de Petroleos SA (CEPSA)STND FUT (CEP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.8540 OCT10 V 16.8600 NOV10 X 16.8720 DEC10 Z 16.8830 +++ Cofina SGPS (CF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8000 +++ CFAO (CFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.2000 +++ CFR ex-event package - Amer Phys FLEX Opt (CFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.000 34.19 0.00 17120 789 0.000 34.19 0.00 17120 838 +++ CFR ex-event package (CFR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.370 +++ ConAgra Foods Inc (CG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.620 +++ Cargotec Corporation (CGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.4500 +++ Alcatel-Lucent SA (CGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0640 +++ Alcatel-Lucent SA - (CGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.0640 OCT10 V 2.0650 NOV10 X 2.0670 DEC10 Z 2.0680 +++ Alcatel-lucent SA - Amer Phys FLEX Opt (CGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 220 0.1700 43.73 -0.73 17120 220 0.2700 42.38 -0.56 18031 241 0.4654 40.33 -0.64 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 13.2900 +++ Clorox Co (CH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.490 +++ Chesapeake Energy Corp (CHK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.020 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 4.6900 +++ Ferrovial SA Contracts (CIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.9540 +++ Corio NV -Euro Cash FLEX Opt (CDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0494 20.71 0.06 17090 4840 +++ Corio NV - Cash FLEX Fut (CDD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 44.9661 +++ Corio NV (CIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.9550 +++ CIR SpA (CIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.3670 +++ Qwest Communications International (CJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.650 +++ Cersanit-Krasnystaw SA (CK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.760 +++ 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 419.840 DEC10 Z 420.620 MAR11 H 421.460 JUN11 M 422.360 +++ Cephalon Inc (CL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.330 +++ Carlsberg A/S (CLB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 546.50 +++ Carlsberg A/S - Cash FLEX Fut (CLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 546.71 +++ 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 311.710 DEC10 Z 312.280 MAR11 H 312.900 JUN11 M 313.570 +++ Coloplast A/S (CLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 624.00 +++ Celesio AG (CLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.1100 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 59.1100 +++ 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 465.460 DEC10 Z 466.320 MAR11 H 467.250 JUN11 M 468.250 +++ Cairn Energy PLC - STND OPT (CNG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 185.500 85.37 1.00 SEP10 280 0.000 81.41 0.00 165.750 85.27 0.99 SEP10 300 0.250 81.52 -0.01 146.250 84.78 0.98 SEP10 320 0.500 80.74 -0.02 127.000 84.81 0.96 SEP10 340 1.250 80.94 -0.04 108.750 84.02 0.92 SEP10 360 2.750 80.16 -0.07 91.250 83.43 0.88 SEP10 380 4.500 77.26 -0.11 75.000 82.45 0.82 SEP10 400 8.250 77.34 -0.17 67.750 82.35 0.78 SEP10 410 9.750 74.72 -0.20 60.750 82.37 0.74 SEP10 420 12.500 74.55 -0.24 54.000 82.16 0.70 SEP10 430 15.750 73.98 -0.29 48.000 81.68 0.65 SEP10 440 19.250 73.43 -0.34 42.250 81.48 0.61 SEP10 450 22.500 71.49 -0.39 36.750 80.77 0.56 SEP10 460 27.500 71.33 -0.44 31.750 80.03 0.52 SEP10 470 29.500 63.60 -0.50 26.000 76.33 0.46 SEP10 480 40.500 76.07 -0.54 21.750 74.85 0.42 SEP10 490 46.750 75.63 -0.58 18.750 75.59 0.37 SEP10 500 53.250 75.72 -0.63 13.500 76.33 0.29 SEP10 520 67.750 75.03 -0.71 9.500 76.33 0.22 SEP10 540 83.500 74.45 -0.79 6.500 75.89 0.16 SEP10 560 100.750 75.23 -0.84 157.000 66.94 0.89 DEC10 320 8.750 61.56 -0.10 140.750 65.46 0.86 DEC10 340 11.500 59.73 -0.13 125.500 64.20 0.82 DEC10 360 16.250 59.60 -0.17 110.250 62.52 0.78 DEC10 380 20.000 56.75 -0.21 96.000 60.46 0.74 DEC10 400 25.250 54.68 -0.25 83.500 59.44 0.69 DEC10 420 32.250 53.99 -0.31 72.500 59.18 0.63 DEC10 440 41.000 53.85 -0.37 62.500 58.80 0.58 DEC10 460 51.250 53.85 -0.42 53.000 57.67 0.53 DEC10 480 61.500 52.55 -0.48 38.250 57.27 0.43 DEC10 520 86.500 51.87 -0.60 32.500 57.01 0.38 DEC10 540 101.250 51.87 -0.65 27.250 56.88 0.33 DEC10 560 116.250 51.70 -0.69 161.750 55.30 0.87 MAR11 320 13.250 52.88 -0.12 146.500 54.79 0.84 MAR11 340 17.500 52.26 -0.15 132.250 54.29 0.80 MAR11 360 23.500 52.09 -0.19 119.000 53.96 0.76 MAR11 380 29.750 51.52 -0.23 106.500 53.47 0.72 MAR11 400 36.750 51.12 -0.27 95.250 53.28 0.68 MAR11 420 45.500 50.98 -0.32 84.750 52.94 0.64 MAR11 440 55.000 50.78 -0.36 74.750 52.30 0.59 MAR11 460 65.750 50.90 -0.41 65.250 51.40 0.55 MAR11 480 76.750 50.27 -0.45 50.000 50.67 0.46 MAR11 520 101.000 49.40 -0.54 37.750 49.89 0.38 MAR11 560 128.500 48.33 -0.63 +++ Cincinnati Financial Corp (CNN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.790 +++ CNP Assurances (CNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.2850 +++ 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 64.2219 +++ Casino Guichard Perrachon SA - Phys FLEX Fut (FBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 64.2219 +++ 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 209.570 DEC10 Z 209.960 MAR11 H 210.380 JUN11 M 210.830 +++ Cofinimmo (COF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 94.0900 +++ Comerica Inc (COM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.500 +++ Continental AG (CON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.4300 +++ Continental AG - Amer Phys FLEX Opt (DVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3800 1.1196 44.00 -0.17 +++ ConocoPhillips (COP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.850 +++ C&C Group PLC (CP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.0801 +++ Compass Group plc - STND FUT (CMP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 528.680 DEC10 Z 529.660 MAR11 H 521.700 JUN11 M 522.820 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 169.000 73.96 0.99 SEP10 360 0.000 55.00 0.00 129.000 57.72 0.99 SEP10 400 0.000 50.00 -0.01 109.000 48.71 0.98 SEP10 420 0.250 45.00 -0.01 89.250 42.88 0.97 SEP10 440 0.250 39.74 -0.02 69.500 36.15 0.96 SEP10 460 0.500 34.69 -0.04 50.250 31.29 0.92 SEP10 480 1.250 29.41 -0.07 40.500 28.26 0.89 SEP10 490 1.750 27.65 -0.11 31.250 25.29 0.84 SEP10 500 3.000 26.08 -0.17 16.750 24.67 0.63 SEP10 520 7.750 24.06 -0.37 6.500 23.09 0.35 SEP10 540 17.250 22.15 -0.65 1.750 22.27 0.13 SEP10 560 33.000 21.67 -0.88 0.500 23.92 0.05 SEP10 580 51.750 21.92 -0.97 0.500 30.00 0.03 SEP10 600 71.500 24.65 -0.99 0.000 32.00 0.00 SEP10 640 111.500 33.59 -1.00 94.500 29.87 0.89 DEC10 440 5.250 30.23 -0.11 76.750 27.90 0.84 DEC10 460 7.750 28.56 -0.16 60.750 26.81 0.77 DEC10 480 11.750 27.46 -0.23 33.750 24.92 0.58 DEC10 520 24.750 25.45 -0.42 16.250 24.22 0.36 DEC10 560 47.000 24.66 -0.64 6.000 23.17 0.18 DEC10 600 77.500 24.11 -0.81 2.750 24.24 0.09 DEC10 640 113.500 24.96 -0.91 98.750 29.12 0.85 MAR11 440 12.750 29.24 -0.19 67.500 27.17 0.73 MAR11 480 23.250 27.69 -0.31 41.500 25.17 0.58 MAR11 520 39.500 26.28 -0.46 24.000 24.56 0.40 MAR11 560 61.000 24.37 -0.62 12.500 23.89 0.25 MAR11 600 90.250 23.89 -0.76 6.250 23.77 0.15 MAR11 640 126.500 25.91 -0.84 +++ Compass Group plc - Euro Cash FLEX Opt (CPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.250 22.72 0.24 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 0.00 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 696.990 DEC10 Z 698.270 MAR11 H 699.670 JUN11 M 688.400 +++ 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 708.250 DEC10 Z 709.550 MAR11 H 710.970 JUN11 M 712.490 +++ CRH PLC (CR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.0937 +++ 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 1266.610 DEC10 Z 1268.940 MAR11 H 1271.470 JUN11 M 1274.190 +++ Credito Emiliano SpA (CRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.6425 +++ Banca Carige SpA (CRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.6580 +++ Criteria Caixacorp SA (CRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7100 +++ Mersen (CRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.1900 +++ CROCS Inc (CRO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.400 +++ Cisco Systems Inc - Physical STND FUT (COX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.503 OCT10 V 20.507 NOV10 X 20.514 DEC10 Z 20.519 +++ Cisco Systems INC (CSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.500 +++ Credit Suisse Group - Euro Cash FLEX Opt (CHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.113 34.94 0.07 17090 504 1.203 35.01 0.14 21122 800 +++ Credit Suisse Group - Amer Phys FLEX Opt (CHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 380 1.406 43.88 -0.21 18031 240 0.152 46.87 -0.02 18031 320 1.130 46.87 -0.12 +++ Credit Suisse Group (CSG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.920 +++ Credit Suisse Group - STND FUT (CSG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 44.920 OCT10 V 44.930 NOV10 X 44.940 DEC10 Z 44.940 +++ CSM (CSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.0650 +++ Societa Cattolica di Assicurazioni SCRL (CSS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.7400 +++ 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 374.130 DEC10 Z 374.820 MAR11 H 375.570 JUN11 M 376.370 +++ Central European Media (CT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 420.00 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 64.920 +++ Centrica plc - STND FUT (CNA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 329.410 DEC10 Z 326.010 MAR11 H 326.660 JUN11 M 317.100 +++ Centrica plc - Euro Cash FLEX Opt (CRJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.430 17.04 0.21 17090 340 +++ Centrica plc - Euro Phys FLEX Opt (CRX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.010 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 0.99 SEP10 300 0.000 18.21 -0.01 20.000 19.73 0.92 SEP10 310 0.500 19.73 -0.08 11.500 18.46 0.76 SEP10 320 2.000 18.19 -0.24 5.000 17.72 0.49 SEP10 330 5.750 17.72 -0.51 1.500 17.04 0.21 SEP10 340 12.000 17.04 -0.79 0.250 21.07 0.03 SEP10 360 30.750 21.07 -0.97 0.000 24.90 0.01 SEP10 380 50.750 24.90 -1.00 109.500 38.30 1.00 DEC10 220 0.500 38.30 -0.02 89.500 30.65 1.00 DEC10 240 0.500 30.65 -0.03 69.500 26.01 0.99 DEC10 260 1.000 26.01 -0.05 50.250 24.55 0.94 DEC10 280 2.500 24.45 -0.11 32.500 22.34 0.81 DEC10 300 5.500 22.20 -0.23 18.000 20.72 0.60 DEC10 320 11.750 20.54 -0.41 8.750 20.14 0.37 DEC10 340 22.500 19.80 -0.63 3.500 19.48 0.19 DEC10 360 37.500 19.48 -0.81 89.500 24.80 1.00 MAR11 240 1.000 24.80 -0.04 52.250 23.46 0.86 MAR11 280 5.500 23.46 -0.17 36.500 22.23 0.73 MAR11 300 10.000 22.23 -0.28 24.250 21.85 0.58 MAR11 320 17.750 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 0.00 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 381.630 DEC10 Z 372.820 MAR11 H 373.560 JUN11 M 358.580 +++ 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 1.00 SEP10 240 0.000 82.54 -0.01 121.750 71.21 0.99 SEP10 260 0.250 73.86 -0.01 101.750 51.29 1.00 SEP10 280 0.250 63.74 -0.01 81.750 48.87 0.99 SEP10 300 0.500 55.95 -0.03 72.000 48.89 0.97 SEP10 310 0.750 52.58 -0.04 62.500 47.69 0.95 SEP10 320 1.000 50.62 -0.06 53.000 45.67 0.93 SEP10 330 1.500 46.49 -0.08 44.000 44.40 0.88 SEP10 340 2.250 44.06 -0.11 35.250 42.59 0.83 SEP10 350 3.500 41.92 -0.17 27.250 40.83 0.75 SEP10 360 5.500 40.74 -0.25 20.000 39.35 0.65 SEP10 370 8.500 39.71 -0.35 14.000 38.05 0.54 SEP10 380 12.500 38.12 -0.46 9.500 38.10 0.42 SEP10 390 18.250 38.66 -0.58 6.250 37.90 0.31 SEP10 400 24.500 37.58 -0.69 2.500 38.26 0.15 SEP10 420 40.750 38.00 -0.86 0.500 35.93 0.04 SEP10 440 59.750 42.63 -0.92 0.250 36.09 0.01 SEP10 460 78.750 43.09 -0.97 0.000 36.75 0.00 SEP10 480 98.500 43.80 -0.99 0.000 43.17 0.00 SEP10 560 178.500 65.10 -1.00 101.750 45.28 1.00 OCT10 280 1.000 45.71 -0.03 82.500 49.61 0.96 OCT10 300 2.000 43.96 -0.07 63.500 45.88 0.92 OCT10 320 4.000 41.00 -0.13 54.750 45.05 0.88 OCT10 330 6.000 41.17 -0.19 45.750 42.88 0.83 OCT10 340 8.500 40.67 -0.24 37.750 41.44 0.77 OCT10 350 11.500 40.19 -0.31 29.750 38.84 0.70 OCT10 360 14.750 38.82 -0.38 23.500 38.28 0.61 OCT10 370 19.250 38.25 -0.45 17.500 37.09 0.52 OCT10 380 24.250 37.73 -0.53 13.250 36.81 0.43 OCT10 390 30.250 36.94 -0.61 9.750 36.36 0.34 OCT10 400 37.000 36.54 -0.69 4.250 34.02 0.19 OCT10 420 52.000 34.86 -0.82 2.000 33.86 0.10 OCT10 440 69.750 34.34 -0.90 49.250 42.20 0.77 NOV10 340 14.500 41.18 -0.29 34.750 39.59 0.64 NOV10 360 22.000 40.13 -0.39 29.000 39.00 0.58 NOV10 370 26.250 39.21 -0.45 23.750 38.05 0.51 NOV10 380 31.250 38.51 -0.51 19.500 37.69 0.44 NOV10 390 36.750 37.74 -0.57 15.500 37.11 0.38 NOV10 400 43.000 37.21 -0.62 9.250 35.53 0.27 NOV10 420 56.000 34.27 -0.75 5.000 34.00 0.17 NOV10 440 72.500 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 -0.01 181.500 64.23 1.00 DEC10 200 0.500 54.59 -0.01 161.750 60.26 1.00 DEC10 220 1.250 53.16 -0.02 141.750 54.69 0.99 DEC10 240 2.000 51.31 -0.04 102.750 47.76 0.96 DEC10 280 5.500 47.04 -0.11 84.250 45.56 0.90 DEC10 300 8.750 45.11 -0.16 66.750 42.62 0.83 DEC10 320 12.750 43.35 -0.22 51.250 40.53 0.74 DEC10 340 18.500 41.71 -0.30 38.750 39.77 0.62 DEC10 360 26.000 39.90 -0.39 28.000 38.16 0.51 DEC10 380 35.000 38.04 -0.50 19.500 37.12 0.41 DEC10 400 46.750 37.07 -0.60 13.000 35.93 0.31 DEC10 420 59.500 35.02 -0.70 8.250 34.84 0.22 DEC10 440 75.750 35.49 -0.78 3.000 33.82 0.10 DEC10 480 110.500 34.31 -0.90 0.250 31.09 0.01 DEC10 560 188.000 33.13 -0.99 142.250 49.95 0.97 MAR11 240 6.250 50.17 -0.08 105.750 45.22 0.88 MAR11 280 11.500 45.13 -0.15 89.500 43.54 0.82 MAR11 300 16.000 43.52 -0.20 74.750 41.89 0.75 MAR11 320 21.000 41.57 -0.26 60.500 39.71 0.68 MAR11 340 27.750 40.38 -0.32 48.750 38.58 0.61 MAR11 360 35.750 38.94 -0.39 38.500 37.45 0.53 MAR11 380 45.250 37.79 -0.47 29.500 36.38 0.45 MAR11 400 56.500 36.76 -0.55 22.000 35.07 0.37 MAR11 420 68.500 35.24 -0.63 16.250 34.33 0.30 MAR11 440 83.750 35.60 -0.69 142.500 50.47 0.96 JUN11 240 10.750 46.65 -0.12 106.000 44.06 0.87 JUN11 280 18.000 42.07 -0.20 90.000 42.30 0.81 JUN11 300 24.500 41.42 -0.25 75.500 40.68 0.74 JUN11 320 31.000 39.73 -0.31 62.250 39.12 0.68 JUN11 340 39.500 38.85 -0.37 50.250 37.60 0.61 JUN11 360 48.750 37.72 -0.44 39.750 36.28 0.53 JUN11 380 59.000 36.43 -0.51 31.500 35.56 0.46 JUN11 400 71.250 35.65 -0.57 24.250 34.48 0.38 JUN11 420 84.500 34.64 -0.64 18.500 33.67 0.32 JUN11 440 98.750 33.55 -0.70 10.000 32.32 0.20 JUN11 480 130.250 31.51 -0.82 2.500 29.93 0.06 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 12.000 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 18.750 51.19 -0.14 143.500 48.42 0.94 DEC11 240 21.750 47.49 -0.17 111.000 45.18 0.82 DEC11 280 32.750 44.00 -0.24 85.750 43.70 0.71 DEC11 320 53.250 45.00 -0.33 61.250 39.83 0.60 DEC11 360 68.000 39.79 -0.43 42.750 37.32 0.49 DEC11 400 92.250 38.65 -0.53 25.000 32.94 0.35 DEC11 440 120.000 37.68 -0.63 19.500 34.53 0.28 DEC11 480 151.500 37.63 -0.70 13.500 37.97 0.20 DEC11 560 220.750 37.74 -0.81 114.500 46.35 0.80 JUN12 280 47.250 45.00 -0.27 89.750 43.89 0.71 JUN12 320 69.500 45.57 -0.35 66.000 40.02 0.60 JUN12 360 84.250 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 440 132.500 35.14 -0.63 158.500 62.48 0.84 DEC12 240 63.000 62.48 -0.21 128.500 54.92 0.78 DEC12 280 75.250 55.87 -0.27 97.250 46.40 0.70 DEC12 320 81.250 45.80 -0.35 70.500 40.23 0.61 DEC12 360 96.250 40.24 -0.44 54.500 38.59 0.52 DEC12 400 120.000 38.36 -0.52 41.250 36.95 0.43 DEC12 440 146.750 36.80 -0.59 32.250 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 ------- -------- ---------- ---------- ---------- ---------- 74.360 +++ Costco Wholesale Corp (CWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.570 +++ 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 0.99 SEP10 52 0.000 49.24 -0.01 10.250 44.71 0.95 SEP10 56 0.250 44.75 -0.05 6.750 42.19 0.86 SEP10 60 0.500 44.00 -0.15 5.000 41.01 0.77 SEP10 62 1.000 43.13 -0.24 3.500 39.86 0.66 SEP10 64 1.500 38.94 -0.34 2.500 39.24 0.53 SEP10 66 2.250 39.02 -0.47 1.500 38.83 0.40 SEP10 68 3.500 38.74 -0.60 1.000 37.17 0.27 SEP10 70 4.750 39.36 -0.72 0.500 38.00 0.18 SEP10 72 6.500 39.76 -0.81 0.250 37.50 0.06 SEP10 76 10.000 37.51 -0.94 0.000 38.27 0.02 SEP10 80 14.000 39.94 -0.98 0.000 39.52 0.01 SEP10 82 15.750 40.61 -0.99 0.000 38.53 0.00 SEP10 84 17.750 40.61 -1.00 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 18.500 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 8.750 41.18 0.72 DEC10 60 3.000 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 2.500 35.79 0.35 DEC10 72 9.500 34.04 -0.68 1.750 36.44 0.25 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 -0.93 0.250 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 19.000 44.20 0.90 MAR11 48 1.000 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 0.25 MAR11 80 17.000 33.42 -0.77 1.250 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 0.10 MAR11 92 27.500 30.89 -0.93 0.500 33.97 0.08 MAR11 96 31.500 33.57 -0.93 0.250 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 ------- -------- ---------- ---------- ---------- ---------- 13.890 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 4.1125 +++ Davide Campari - Milano - Cash FLEX Fut (DAD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 4.1135 +++ Daimler AG (DAI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.250 +++ Danske Bank A/S (DAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 129.50 +++ Danske Bank A/S Physical - STND FUT (DNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 129.60 OCT10 V 129.60 NOV10 X 129.80 DEC10 Z 129.90 +++ Deutsche Bank AG (DB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.940 +++ Deutsche Bank AG - Euro Cash FLEX Opt (DBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6357 31.19 0.16 17120 6000 10.8441 31.57 -0.84 3.8599 37.06 0.32 21122 7000 +++ Deutsche Bank AG (DBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.6500 +++ Deutsche Bank AG - STND FUT (DBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 49.6608 OCT10 V 49.6800 NOV10 X 49.7143 DEC10 Z 49.7460 +++ Deutsche Bank AG - Amer Phys FLEX Opt (DBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3000 0.1520 51.69 -0.03 16121 4400 5.8891 36.80 -0.35 9.0508 42.26 0.62 16121 4800 7.6366 34.72 -0.43 7.0394 40.19 0.53 16121 5200 9.6368 32.41 -0.53 6.2022 39.18 0.49 16121 5400 10.7519 31.25 -0.58 5.3668 38.20 0.45 16121 5600 11.9469 30.03 -0.63 10.3383 45.03 0.63 15062 4800 9.3592 32.40 -0.47 9.7859 44.28 0.57 21122 5200 8.1488 42.28 0.52 21122 5600 15.1101 29.94 -0.60 +++ Deutsche Bank AG - Amer Cash FLEX Opt (DBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 0.0097 61.50 0.00 2.8213 34.64 0.45 17120 5200 5.0819 35.01 -0.55 0.6357 31.19 0.16 17120 6000 10.9030 31.57 -0.85 0.1031 29.96 0.03 17120 6800 16121 4400 5.8891 36.80 -0.35 9.0508 42.26 0.62 16121 4800 7.6366 34.72 -0.43 7.0394 40.19 0.53 16121 5200 9.6368 32.41 -0.53 5.3668 38.20 0.45 16121 5600 11.9469 30.03 -0.63 10.3383 45.03 0.63 15062 4800 9.3592 32.40 -0.47 11.6255 46.17 0.63 21122 4800 10.6495 33.88 -0.44 9.7859 44.28 0.57 21122 5200 8.1488 42.28 0.52 21122 5600 15.1101 29.94 -0.60 +++ Deutsche Bank AG - Euro Phys FLEX Opt (DBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.9315 39.51 0.88 17090 4500 0.2664 39.46 -0.12 0.2572 30.24 0.07 17120 6400 14.4253 30.21 -0.93 0.0147 29.92 0.01 17120 7600 26.1502 29.92 -0.99 0.0077 48.88 0.00 17120 11000 60.0473 48.88 -1.00 17061 4576 4.8732 34.26 -0.39 +++ Deutsche Boerse AG (DBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.5350 +++ Deutsche Boerse AG - Euro Cash FLEX Opt (FVJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0076 45.07 0.00 17120 10000 +++ Deutsche Boerse AG - Amer Phys FLEX Opt (FVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 4800 3.0590 32.08 -0.44 0.1792 27.30 0.06 17120 6200 +++ DCC PLC (DC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.0780 +++ 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 367.930 DEC10 Z 368.600 MAR11 H 369.340 JUN11 M 370.130 +++ Danisco A/S (DCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 417.40 +++ Danisco A/S Euro Cash FLEX Opt (DOB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.66 43.14 0.18 17090 461 +++ Danisco A/S - Cash FLEX Fut (DOD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 417.56 +++ Daimler AG - Amer Phys FLEX Opt (DCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3200 0.0222 38.77 -0.02 17090 3700 0.6185 32.88 -0.33 17090 3900 1.5108 29.81 -0.62 17090 4200 3.9483 29.55 -0.93 0.0084 31.43 0.01 17090 4500 0.1627 30.46 0.06 17120 5000 1.9480 29.84 0.34 17061 4400 1.4538 29.35 0.27 17061 4600 +++ Daimler AG - Euro Phys FLEX Opt (DCX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3531 3.5583 36.59 -0.35 +++ Daimler AG (DCY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.1250 +++ Daimler AG - STND FUT (DCY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 38.1333 OCT10 V 38.1481 NOV10 X 38.1744 DEC10 Z 38.1987 +++ Du Pont (E.I.) De Nemours (DD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.400 +++ 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 120.340 DEC10 Z 120.560 MAR11 H 120.800 JUN11 M 121.060 +++ Deutsche Euroshop AG (DE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.1500 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 17.9800 +++ Dexia (DEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3230 +++ Dexia - STND FUT (DEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.3240 OCT10 V 3.3250 NOV10 X 3.3270 DEC10 Z 3.3290 +++ Delhaize Group (DEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.0300 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1033 40.64 0.13 21122 800 +++ Dexia (DEX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3230 +++ Dexia - Euro Phys FLEX Opt (DEX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0183 33.48 0.04 16121 700 3.6038 33.48 -0.96 +++ Vinci SA - Euro Cash FLEX Opt (DFJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0796 25.75 0.09 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 -0.30 +++ Vinci SA (DG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.8150 +++ Dragon Oil Plc (DGO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1010 +++ Americansourcebergen Corp (DH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.550 +++ Douglas Holding AG (DHO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.8800 +++ Amylin Pharmaceuticlas Inc (DI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.620 +++ 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 0.99 SEP10 16 0.000 82.90 -0.01 4.250 76.49 0.87 SEP10 20 0.250 76.49 -0.13 2.750 74.92 0.72 SEP10 22 0.750 74.92 -0.28 1.500 73.12 0.53 SEP10 24 1.500 73.12 -0.47 0.750 71.35 0.34 SEP10 26 2.750 71.35 -0.66 0.250 68.39 0.18 SEP10 28 4.250 68.39 -0.82 0.000 65.11 0.08 SEP10 30 6.000 65.11 -0.92 0.000 62.90 0.03 SEP10 32 8.000 62.90 -0.98 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 0.23 DEC10 32 8.750 58.39 -0.77 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 -0.96 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 -0.10 5.500 46.54 0.76 MAR11 20 1.500 49.03 -0.24 3.000 43.47 0.57 MAR11 24 3.000 43.47 -0.43 1.750 42.96 0.38 MAR11 28 5.750 46.31 -0.61 1.000 44.06 0.24 MAR11 32 9.000 46.42 -0.75 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 ------- -------- ---------- ---------- ---------- ---------- 77.570 +++ Beckman Coulter Inc (DK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.100 +++ Becton Dickinson & Co (DL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.690 +++ 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 705.240 DEC10 Z 706.540 MAR11 H 707.950 JUN11 M 709.470 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 12.150 +++ Delta Lloyd NV (DLO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.3200 +++ Celgene Corp (DM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.510 +++ 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 452.860 DEC10 Z 453.690 MAR11 H 454.600 JUN11 M 455.570 +++ DNO International ASA (DN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.2800 +++ DNB NOR ASA (DNB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.9000 +++ D/S Norden A/S (DNO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 222.00 +++ Cigna Corp (DO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.190 +++ Deutsche Postbank AG (DPB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.6950 +++ Deutsche Postbank AG - Amer Phys FLEX Opt (FJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1600 0.0513 39.12 -0.02 0.1321 29.01 0.08 17120 3000 +++ Deutsche Post AG - Euro Cash FLEX Opt (DPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0615 26.69 0.16 17090 1376 0.0461 26.51 0.12 17090 1387 +++ Deutsche Post AG - Amer Phys FLEX Opt (DPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0317 26.30 0.09 17090 1400 +++ Deutsche Post AG (DPW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.9350 +++ Deutsche Post AG - STND FUT (DPW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.9378 OCT10 V 12.9428 NOV10 X 12.9518 DEC10 Z 12.9600 +++ Coventry Health Care Inc (DQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.940 +++ Drax Group Plc - STND FUT (DQA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 393.240 DEC10 Z 393.960 MAR11 H 394.750 JUN11 M 385.530 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 65.500 +++ Koninklijke DSM N.V (DSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.6000 +++ Koninklijke DSM N.V - STND FUT (DSM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.6070 OCT10 V 32.6200 NOV10 X 32.6420 DEC10 Z 32.6630 +++ Koninklijke DSM NV - Amer Phys FLEX Opt (DSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1700 25.48 0.08 17120 4000 +++ DSV A/S (DSV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 94.00 +++ Quest Diagnostics (DT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.650 +++ Dow Chemical Co/The (DTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.480 +++ DTE Energy Co (DTC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.830 +++ Deutsche Telekom AG (DTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.3350 +++ Deutsche Telekom AG - STND FUT (DTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.3372 OCT10 V 10.3413 NOV10 X 10.3484 DEC10 Z 10.3550 +++ Deutsche Telekom AG - Euro Cash FLEX Opt (DTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.2271 26.35 0.59 16121 950 0.9646 24.77 -0.41 +++ Deutsche Telekom AG - Amer Phys FLEX Opt (DTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 720 0.0303 38.46 -0.03 17120 900 0.1356 27.56 -0.16 17120 1000 0.3587 23.45 -0.37 0.2503 21.73 0.33 17120 1100 0.0770 22.39 0.13 17120 1200 0.0080 29.90 0.01 17120 1500 18031 900 0.2589 26.75 -0.20 +++ Deutsche Telekom AG - Euro Phys FLEX Opt (DTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.4080 32.27 0.94 17120 800 0.0612 33.87 -0.07 1.4818 26.45 0.85 17120 900 0.1352 27.56 -0.15 0.2503 21.73 0.33 17120 1100 0.8985 22.44 -0.66 0.0238 23.72 0.05 17120 1300 2.6522 23.73 -0.95 17061 909 0.5847 25.16 -0.35 0.3276 23.04 0.29 17061 1100 1.6039 20.29 -0.74 0.9839 25.59 0.52 16121 1000 1.2067 23.90 -0.49 0.5975 24.35 0.38 16121 1100 1.7969 22.30 -0.64 0.3437 23.53 0.25 16121 1200 2.5093 20.44 -0.79 +++ Deutsche Telekom AG - Cash FLEX Fut (DTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 10.3500 +++ Edwards Lifesciences Corp (DU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.960 +++ Gilead Sciences Inc (DV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.610 +++ Devon Energy Corp (DVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.180 +++ 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 373.130 DEC10 Z 373.820 MAR11 H 374.560 JUN11 M 375.360 +++ 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 1410.490 DEC10 Z 1413.080 MAR11 H 1415.900 JUN11 M 1418.930 +++ Hologic Inc (DX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.090 +++ Duke Energy Corp (DXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.300 +++ Dexia (DXB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3230 +++ Hospira Inc (DY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.360 +++ Halliburton Co (DYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.880 +++ Intuitive Surgical Inc (DZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 266.990 +++ Archer-Daniels-Midland Co (DZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.670 +++ Elan Corp PLC (EA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5010 +++ East Asiatic Compnay Ltd A/S (EAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 140.00 +++ Laboratory Crp of Amer hldings (EB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.340 +++ Erste Group Bank AG (EBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.0650 +++ Mckesson Corp (EC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.780 +++ 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 209.670 DEC10 Z 210.060 MAR11 H 210.480 JUN11 M 210.930 +++ European Aeronautic Defence and Space Company (EDA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.3150 +++ European Aeronautic Defence and Space Company (EDA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 17.2390 OCT10 V 17.2450 NOV10 X 17.2570 DEC10 Z 17.2680 +++ EDF Energies Nouvelles S.A. (EDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.4550 +++ Electricite de France - Euro Phys FLEX Opt (DAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.9479 25.49 0.34 17120 3400 3.0919 25.49 -0.66 +++ Electricite de France (EDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.9600 +++ Electricite de France - STND FUT (EDF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 31.9670 OCT10 V 31.9790 NOV10 X 31.8010 DEC10 Z 31.8220 +++ Edison SpA (EDN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8850 +++ Energias de Portugal SA (EDP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.4280 +++ Energias de Portugal SA - Euro Phys FLEX Opt (EDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 250 0.0980 25.25 -0.69 17120 250 0.1830 27.68 -0.54 0.0346 25.39 0.16 18031 300 0.1232 26.41 0.31 16121 300 +++ EDP Renovaveis, S.A (EDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4490 +++ Medco Health Solutions Inc (EE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.930 +++ Essilor International SA (EF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.0500 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.2810 24.03 0.72 17120 4500 1.1841 24.03 -0.28 +++ FTSEurofirst 80 (EFE/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3388.200 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 3164.170 +++ Mota Engil SGPS (EG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.1800 +++ Mednax Inc (EH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.420 +++ Egis PLC (EI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20405.0 +++ Thermo Fisher Scientific Inc (EK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.830 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 15.6000 +++ Endesa SA (ELE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.4300 +++ Endesa SA - Cash Flex Future (END/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 18.4345 +++ Elringklinger AG (ELR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.3150 +++ Electrolux AB (ELT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 144.5000 +++ EMC Corp/Massachusetts (EMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.500 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.250 40.40 0.94 SEP10 180 0.500 41.04 -0.06 18.750 41.21 0.83 SEP10 190 1.750 40.61 -0.17 11.250 39.75 0.66 SEP10 200 4.000 37.75 -0.33 8.250 39.50 0.56 SEP10 205 6.250 38.15 -0.44 6.250 40.62 0.45 SEP10 210 9.000 37.97 -0.55 4.250 40.50 0.35 SEP10 215 12.250 38.48 -0.66 3.000 41.41 0.27 SEP10 220 16.000 39.38 -0.74 2.500 43.96 0.21 SEP10 225 20.000 38.36 -0.82 1.750 45.13 0.16 SEP10 230 24.250 38.29 -0.88 1.250 46.35 0.12 SEP10 235 28.750 38.23 -0.92 1.000 47.59 0.09 SEP10 240 33.500 38.18 -0.95 0.750 48.83 0.07 SEP10 245 38.500 38.13 -0.97 0.500 50.06 0.05 SEP10 250 43.250 38.07 -0.99 0.500 55.97 0.04 SEP10 260 53.250 38.08 -1.00 0.250 57.49 0.02 SEP10 270 63.250 38.45 -1.00 0.000 56.98 0.01 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 30.000 44.10 0.83 OCT10 180 3.000 42.87 -0.16 22.250 42.45 0.74 OCT10 190 5.000 40.86 -0.26 15.500 40.62 0.62 OCT10 200 8.500 39.66 -0.38 13.000 40.48 0.55 OCT10 205 10.500 38.71 -0.45 10.500 39.78 0.49 OCT10 210 13.250 38.86 -0.52 8.250 39.43 0.42 OCT10 215 16.250 38.48 -0.58 6.500 39.32 0.36 OCT10 220 20.250 41.35 -0.63 5.250 39.77 0.30 OCT10 225 23.250 39.57 -0.70 3.750 37.86 0.24 OCT10 230 27.000 38.66 -0.76 3.000 38.58 0.20 OCT10 235 31.250 39.02 -0.80 2.250 38.52 0.16 OCT10 240 35.250 38.56 -0.84 0.750 38.89 0.06 OCT10 260 53.500 34.26 -0.97 32.500 42.47 0.79 NOV10 180 5.500 42.37 -0.21 25.250 40.94 0.71 NOV10 190 8.000 40.13 -0.29 19.000 39.66 0.61 NOV10 200 11.750 38.94 -0.39 16.250 39.14 0.56 NOV10 205 14.000 38.44 -0.44 14.000 39.20 0.51 NOV10 210 16.500 38.15 -0.50 11.750 38.47 0.45 NOV10 215 19.250 37.81 -0.55 9.750 38.39 0.40 NOV10 220 22.500 37.39 -0.60 7.000 38.54 0.31 NOV10 230 29.250 36.38 -0.70 33.250 43.00 0.78 DEC10 180 8.500 40.55 -0.27 26.000 41.38 0.70 DEC10 190 12.000 39.37 -0.36 20.000 40.22 0.61 DEC10 200 16.250 38.24 -0.45 15.000 39.53 0.51 DEC10 210 21.750 37.32 -0.55 11.000 39.02 0.41 DEC10 220 28.250 36.92 -0.64 8.000 38.87 0.33 DEC10 230 35.500 36.81 -0.72 5.500 38.65 0.25 DEC10 240 44.000 37.49 -0.78 2.750 38.79 0.14 DEC10 260 61.250 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 0.02 DEC10 320 119.000 33.02 -0.99 36.500 41.93 0.73 MAR11 180 13.250 39.81 -0.30 30.000 40.65 0.66 MAR11 190 17.250 39.00 -0.37 24.250 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 15.500 38.07 0.44 MAR11 220 33.250 36.59 -0.58 12.250 37.55 0.37 MAR11 230 40.250 36.31 -0.64 9.500 37.11 0.31 MAR11 240 47.500 35.70 -0.71 5.750 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 1.250 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 0.25 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 0.00 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 206.770 DEC10 Z 200.900 MAR11 H 201.300 JUN11 M 201.730 +++ Bouygues - Euro Phys FLEX Opt (EHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6330 33.77 0.21 17120 3800 6.4758 33.77 -0.79 +++ Bouygues SA (EN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.0500 +++ Bouygues SA - STND FUT (EN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.0570 OCT10 V 32.0690 NOV10 X 32.0920 DEC10 Z 32.1120 +++ Enagas (ENG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.9700 +++ Eni SpA (ENI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.6200 +++ Eni SpA - STND FUT (ENI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.6234 OCT10 V 15.1293 NOV10 X 15.1397 DEC10 Z 15.1494 +++ ENI SpA - Euro Cash FLEX Opt (ENJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0319 21.88 0.09 17090 1668 0.0238 22.64 0.07 17090 1685 +++ ENI SpA - Euro Phys FLEX Opt (ENX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6135 21.39 0.31 15121 1700 3.0947 23.75 -0.66 +++ ENI SpA - Cash FLEX Fut (ENY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 04100 15.1294 +++ Enel SpA - Euro Cash FLEX Opt (ECJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0144 23.82 0.15 17090 394 0.0111 23.93 0.12 17090 397 +++ Enel SpA - Amer Phys FLEX Opt (ECQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 360 0.0408 27.24 -0.28 0.0479 24.39 0.36 17090 380 0.0010 31.16 0.01 17120 566 +++ Enel SpA - Euro Phys FLEX Opt (ECX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.6790 29.34 -0.99 0.6738 35.24 0.86 17120 300 0.0576 35.81 -0.14 0.0871 23.53 0.31 17120 389 0.3533 23.14 -0.69 0.0114 22.78 0.06 17120 442 0.8041 20.64 -0.96 +++ Enel SpA (ENL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7200 +++ Enel SpA - STND FUT (ENL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.7208 OCT10 V 3.7223 NOV10 X 3.7248 DEC10 Z 3.6171 +++ Eniro AB (ENR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.8000 +++ Dentsply Intl Inc (EO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.440 +++ E.ON AG (EOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.3400 +++ E.ON AG - STND FUT (EOA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 22.3448 OCT10 V 22.3535 NOV10 X 22.3689 DEC10 Z 22.3832 +++ E.ON AG - Amer Phys FLEX Opt (EOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2200 0.3088 23.45 -0.37 0.0625 25.22 0.11 17090 2400 0.0203 35.66 0.03 17090 2600 0.2249 24.04 0.21 15100 2400 17120 2000 0.4167 27.57 -0.20 +++ E.ON AG - Amer Cash FLEX Opt (EOU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0203 35.66 0.03 17090 2600 +++ E.ON AG - Euro Phys FLEX Opt (EOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0625 25.22 0.11 17090 2400 1.7137 25.10 -0.90 0.5283 22.84 0.31 17120 2400 2.1379 23.24 -0.68 0.0279 26.27 0.02 17120 3000 7.5980 25.40 -0.98 0.0091 29.46 0.01 17120 3333 0.0089 35.27 0.01 17120 3667 14.2496 39.55 -0.99 0.0775 22.86 0.05 18031 3000 17061 2039 1.5019 24.26 -0.41 1.4692 25.63 0.46 17061 2200 2.2780 22.64 -0.55 0.4989 23.92 0.18 16121 2800 7.2957 23.92 -0.82 1.0834 28.71 0.25 20123 3000 12.0978 28.71 -0.75 +++ E.ON AG - Cash FLEX Fut (EOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 22.3725 +++ CME Group Inc (EPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 252.360 +++ Enterprise Porducts Partners LP (EPP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.210 +++ Wellpoint Inc (EQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.040 +++ Edenred (ER /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7600 +++ Eramet (ERA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 202.9500 +++ Ericsson Telefonaktiebolaget LM (ERC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.4500 +++ Ericsson Telefonaktiebolaget LM - STND FUT (ERC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 72.4850 OCT10 V 72.5400 NOV10 X 72.6250 DEC10 Z 72.6980 +++ Ericsson Telefonaktiebolaget LM - Amer Phys FLEX O (ERQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0003 34.84 0.00 17090 9500 +++ ERG SpA (ERG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.7150 +++ 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 586.200 DEC10 Z 587.280 MAR11 H 588.450 JUN11 M 589.710 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 8.7100 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 12.640 +++ 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 88.840 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 0.96 SEP10 64 0.250 86.90 -0.04 17.250 67.83 0.92 SEP10 72 0.500 67.83 -0.08 10.000 56.66 0.81 SEP10 80 1.250 56.66 -0.19 7.000 53.68 0.69 SEP10 84 2.250 54.97 -0.31 4.500 51.10 0.55 SEP10 88 3.750 51.10 -0.45 2.750 49.54 0.39 SEP10 92 6.000 49.54 -0.61 1.500 48.64 0.26 SEP10 96 8.750 48.64 -0.75 0.750 48.69 0.15 SEP10 100 12.000 48.69 -0.85 0.000 48.28 0.03 SEP10 110 21.500 48.28 -0.97 0.000 50.80 0.01 SEP10 120 31.250 50.80 -1.00 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 3.000 52.40 -0.19 15.250 55.66 0.69 DEC10 80 6.500 55.66 -0.31 13.000 55.51 0.63 DEC10 84 8.250 55.51 -0.37 11.500 57.64 0.58 DEC10 88 10.750 57.64 -0.43 9.250 54.41 0.51 DEC10 92 12.500 54.41 -0.49 7.500 53.67 0.45 DEC10 96 14.750 53.67 -0.55 6.500 54.02 0.40 DEC10 100 17.500 54.02 -0.60 4.000 53.14 0.28 DEC10 110 25.000 53.14 -0.72 2.250 53.12 0.19 DEC10 120 33.500 53.12 -0.81 1.250 51.96 0.12 DEC10 130 42.500 51.96 -0.89 0.750 51.00 0.07 DEC10 140 51.750 51.00 -0.94 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 23.500 57.01 0.76 MAR11 72 6.500 57.01 -0.24 19.000 57.25 0.68 MAR11 80 10.250 57.25 -0.32 17.000 57.09 0.64 MAR11 84 12.250 57.09 -0.36 15.250 56.81 0.59 MAR11 88 14.250 56.81 -0.41 13.500 56.60 0.55 MAR11 92 16.500 56.60 -0.45 12.000 56.12 0.51 MAR11 96 19.000 56.12 -0.49 10.500 55.76 0.47 MAR11 100 21.500 55.76 -0.53 7.750 55.20 0.38 MAR11 110 28.750 55.20 -0.62 5.500 54.72 0.30 MAR11 120 36.500 54.72 -0.71 3.000 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 ------- -------- ---------- ---------- ---------- ---------- 28.1500 +++ Euro Aero Defense and Space (EUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.3000 +++ Euler Hermes SA (EUL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.2500 +++ 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 0.00 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 0.00 38.650 36.33 0.00 18031 1010 55.470 36.44 0.00 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 ------- -------- ---------- ---------- ---------- ---------- 13.7050 +++ EVN AG (EVN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.4450 +++ Exor SpA PRF (EX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.8900 +++ Experian Plc - MATCH USF (EXF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 626.220 DEC10 Z 627.370 MAR11 H 623.360 JUN11 M 624.700 +++ 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 1.00 SEP10 480 0.000 44.90 0.00 106.500 37.11 0.99 SEP10 520 0.250 37.11 -0.01 67.000 28.66 0.96 SEP10 560 0.750 28.66 -0.04 47.750 25.53 0.91 SEP10 580 1.500 25.25 -0.09 30.250 23.70 0.79 SEP10 600 4.000 23.34 -0.20 15.750 21.90 0.59 SEP10 620 9.500 21.90 -0.41 6.250 20.39 0.33 SEP10 640 20.000 20.39 -0.67 1.750 19.77 0.13 SEP10 660 35.500 19.77 -0.88 0.500 21.51 0.05 SEP10 680 54.500 21.51 -0.95 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 -1.00 149.250 30.63 0.95 DEC10 480 2.000 30.41 -0.04 77.250 25.94 0.81 DEC10 560 10.000 25.79 -0.19 47.750 23.98 0.66 DEC10 600 20.500 23.98 -0.34 25.000 22.27 0.46 DEC10 640 37.500 22.27 -0.54 11.250 21.34 0.26 DEC10 680 64.000 21.34 -0.74 4.500 21.16 0.13 DEC10 720 97.250 21.16 -0.88 1.000 23.03 0.03 DEC10 800 174.250 23.03 -0.98 151.750 29.30 0.92 MAR11 480 6.500 29.21 -0.09 84.000 25.40 0.76 MAR11 560 19.750 25.40 -0.25 56.500 24.06 0.63 MAR11 600 32.750 24.06 -0.38 35.250 23.00 0.48 MAR11 640 51.750 23.00 -0.53 20.000 22.05 0.33 MAR11 680 76.750 22.05 -0.68 10.750 21.62 0.21 MAR11 720 107.500 21.62 -0.80 +++ Exor SpA (EXS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.6100 +++ Entergy Corp (EYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.890 +++ CEZ AS (EZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 830.00 +++ 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 349.120 DEC10 Z 349.760 MAR11 H 350.460 JUN11 M 351.210 +++ Faurecia (FA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6200 +++ Aetna Inc (FAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.040 +++ FAES FARMA SA (FAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6150 +++ Farstad Shipping ASA (FAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 151.0000 +++ Frontier Communications Corp (FCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.740 +++ 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 201.070 DEC10 Z 201.440 MAR11 H 201.840 JUN11 M 202.270 +++ Fonciere Des Regions (FDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.7800 +++ Fred. Olsen Energy ASA (FE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 180.8000 +++ Fraport AG Frankfurt Airport Srvcs (FF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.7850 +++ 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 348.320 DEC10 Z 348.960 MAR11 H 349.660 JUN11 M 350.410 +++ Eiffage SA (FGR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.4800 +++ FHB Mortgage Bank PLC (FH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1127.0 +++ First Horizon National Corp (FHN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.080 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 9.3400 +++ Fiat SpA - STND FUT (FIA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.3420 OCT10 V 9.3457 NOV10 X 9.3521 DEC10 Z 9.3581 +++ Fiat SpA - Amer Phys FLEX Opt (FXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3885 35.13 0.26 17061 1200 +++ Fielmann AG (FIE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.3000 +++ Fifth Third Bancorp (FIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.010 +++ Georg Fischer AG (FIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 367.250 +++ Frontline Limited (FL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 163.3000 +++ FLSmidth & Co A/S (FLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 347.40 +++ Flughafen Wien AG (FLU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.4300 +++ Gen-probe Inc (FM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.170 +++ Fresenius Medical Care AG St (FMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.8650 +++ Fresenius Medical Care AG&Co - Amer Phys FLEX Opt (FMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3200 0.4218 29.23 -0.07 17061 4000 1.7671 25.32 -0.26 13.3990 21.03 0.96 16091 3200 8.3342 21.21 0.82 16091 3800 +++ Freenet AG (FN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.8710 +++ Finmeccanica SpA (FNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.9400 +++ Kraft Foods Inc (FOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.970 +++ Fondiaria-SAI SPA - (savings) (FON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.7675 +++ ageas NV/SA - Amer Phys FLEX Opt (FOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0100 46.21 0.00 17120 1674 14.7520 46.21 -1.00 0.0100 43.94 0.00 21122 2400 +++ ageas NV/SA (FOR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.9880 +++ ageas NV/SA - STND FUT (FOR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1.9880 OCT10 V 1.9890 NOV10 X 1.9910 DEC10 Z 1.9920 +++ ageas NV/SA - Euro Phys FLEX Opt (FOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 45.22 0.00 17120 1500 12.9697 45.22 -1.00 0.0000 45.88 0.00 17120 1600 13.9668 45.88 -1.00 0.0000 46.61 0.00 17120 1700 14.9640 46.61 -1.00 +++ FTSE Eurofirst 300 Index (FOT/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1027.8 +++ Prudential Financial Inc (FPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.270 +++ 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 1310.450 DEC10 Z 1312.870 MAR11 H 1315.490 JUN11 M 1318.300 +++ Valeo SA (FR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.8800 +++ Fortis (FRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.9880 +++ Fresenius SE (FRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.9300 +++ Forest Laboratories Inc (FRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.880 +++ Fresnillo PLC (FRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1056.000 +++ Fortum Oyj (FRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.2700 +++ Fortum Oyj - Euro Cash FLEX Opt (FUJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0874 20.60 0.19 17090 1903 0.0745 20.56 0.17 17090 1911 +++ Fondiaria -Sai SpA (FSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.6200 +++ Swedbank AB (FSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.7000 +++ PNC Financial Services Group Inc (FSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.660 +++ France Telecom SA (FTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.9250 +++ France Telecom SA - STND FUT (FTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.9280 OCT10 V 15.9350 NOV10 X 15.9460 DEC10 Z 15.9560 +++ France Telecom SA - Euro Cash FLEX Opt (FTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5821 22.31 0.25 21122 1800 4.8518 22.31 -0.75 +++ France Telecom SA - Amer Phys FLEX Opt (FTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2800 21.34 0.47 17090 1600 17090 1700 1.1100 21.74 -0.91 17120 1200 0.0800 35.18 -0.06 17120 1600 0.8300 23.20 -0.48 0.1500 21.20 0.16 17120 1800 18031 1200 0.2000 33.03 -0.10 +++ France Telecom SA - Euro Phys FLEX Opt (FTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.2170 28.26 0.82 17120 1400 0.2525 28.26 -0.18 1.4250 25.49 0.70 17120 1500 0.4577 25.49 -0.30 0.7912 23.20 0.52 17120 1600 0.8210 23.20 -0.48 0.3774 21.91 0.32 17120 1700 1.4044 21.91 -0.68 0.0231 21.67 0.03 17120 2000 4.0417 21.67 -0.97 16121 1200 0.7480 30.19 -0.22 1.1271 24.01 0.44 16121 1600 2.3141 24.01 -0.56 16121 2400 9.1020 20.74 -0.97 +++ France Telecom SA - Cash FLEX Fut (FTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 02090 15.9255 03090 15.9256 06090 15.9262 07090 15.9264 09090 15.9268 13090 15.9278 14090 15.9281 +++ France Telecom SA - Phys FLEX Fut (FTZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17120 15.9560 +++ Franklin Resources Inc (FUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 96.730 +++ Fuchs Petrolub AG - PFD (FUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 71.5000 +++ Fugro NV (FUR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.4950 +++ FedEx Corp (FXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.430 +++ GEA Group AG (G1A/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.1650 +++ Gas Natural SDG SA (GAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.9150 +++ Gas Natural SDG SA - STND FUT (GAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 11.9180 OCT10 V 11.9220 NOV10 X 11.9300 DEC10 Z 11.9380 +++ Bilfinger Berger AG (GB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.0100 +++ Bourbon SA (GBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.5000 +++ Groupe Bruxelles Lambert SA (GBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.3400 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 24.8400 +++ GDF Suez - Amer Phys FLEX Opt (GDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2800 3.3600 25.84 -0.99 0.1343 25.35 0.10 17120 2912 5.3684 25.35 -0.92 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.0333 28.64 0.42 17120 2500 2.1421 28.64 -0.58 0.0723 25.02 0.05 17120 3000 6.1671 25.02 -0.95 1.7204 28.12 0.35 14122 2800 7.7515 28.12 -0.65 1.7380 28.13 0.35 21122 2800 7.7608 28.13 -0.65 1.7556 28.13 0.36 28122 2800 7.7699 28.13 -0.64 +++ GDF Suez - Cash FLEX Fut (GDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10110 24.0421 17110 24.0476 +++ 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 14.635 NOV10 X 14.640 DEC10 Z 14.644 +++ Geberit AG (GEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 163.500 +++ Geberit AG - Amer Phys FLEX Opt (YMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.267 21.19 0.08 17090 1750 +++ Genzyme Corp (GEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 70.060 +++ Cap Gemini SA (GEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.6600 +++ Assicurazioni Generali SpA (GEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.3000 +++ Assicurazioni Generali SpA - STND FUT (GEN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.3031 OCT10 V 14.3087 NOV10 X 14.3185 DEC10 Z 14.3277 +++ Assicurazioni Generali SpA - Amer Phys FLEX Opt (GXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1400 0.8234 31.79 -0.41 +++ Assicurazioni Generali SpA - Euro Phys FLEX Opt (GXX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6282 28.95 0.42 16120 1500 1.3101 29.73 -0.58 0.0318 23.76 0.04 16120 1800 3.6901 24.74 -0.95 0.2935 26.84 0.25 17120 1600 1.9694 27.70 -0.74 +++ Geox SpA (GEO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7375 +++ GAGFAH SA (GF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.5920 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 9.6270 +++ Givaudan (GIV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 953.000 +++ EFG Eurobank Ergasias SA (GK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1300 +++ 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 143.010 MAR11 H 143.300 JUN11 M 143.600 +++ Societe Generale SA (GLE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.1850 +++ Societe Generale SA - STND FUT (GLE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 40.1940 OCT10 V 40.2090 NOV10 X 40.2370 DEC10 Z 40.1630 +++ Societe Generale - Euro Cash FLEX Opt (GLJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16.2402 72.42 0.93 17120 2464 0.6258 72.42 -0.07 12.8979 66.01 0.88 17120 2843 1.0628 66.01 -0.12 +++ Societe Generale - Amer Phys FLEX Opt (GLQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4170 2.6300 47.61 -0.62 17090 4200 2.7704 47.32 -0.64 0.4700 45.75 0.20 17090 4400 15100 3700 1.6300 53.74 -0.30 1.2000 44.57 0.31 15100 4400 17120 3600 2.6500 53.78 -0.30 1.7700 42.47 0.33 17120 4600 7.4800 42.47 -0.68 1.3500 40.92 0.27 17120 4739 0.6300 38.42 0.15 17120 5100 11.3500 38.42 -0.85 0.0100 31.67 0.00 17120 6400 18021 3200 2.3649 56.63 -0.22 16121 2843 3.6579 53.06 -0.20 2.6300 36.59 0.30 16121 5323 +++ Societe Generale - Amer Cash FLEX Opt (GLU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21122 2843 5.6533 50.37 -0.22 +++ Societe Generale - Euro Phys FLEX Opt (GLX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 9.8615 59.02 0.81 17120 3200 1.5863 59.02 -0.19 5.5867 51.40 0.64 17120 3800 3.2947 51.40 -0.36 3.3496 46.50 0.49 17120 4200 5.0463 46.50 -0.51 1.4313 41.36 0.28 17120 4700 8.1138 41.36 -0.72 0.4990 38.25 0.13 17120 5213 12.2971 38.25 -0.87 0.0000 31.00 0.00 17120 11016 69.6643 31.00 -1.00 +++ Galp Energia, SGPS, S.A. (GLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.6900 +++ 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 56.030 JUN11 M 56.150 +++ 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 -0.01 11.750 52.74 0.98 SEP10 44 0.000 55.32 -0.03 9.750 44.30 0.98 SEP10 46 0.000 51.40 -0.04 8.000 49.66 0.92 SEP10 48 0.250 48.81 -0.08 5.000 53.59 0.74 SEP10 52 0.750 44.79 -0.23 2.750 56.93 0.52 SEP10 56 2.750 50.44 -0.49 1.750 63.53 0.34 SEP10 60 5.250 51.62 -0.71 0.750 62.74 0.19 SEP10 64 8.750 55.46 -0.85 0.250 75.29 0.08 SEP10 72 16.250 60.80 -0.96 0.000 75.29 0.02 SEP10 80 24.250 80.15 -0.97 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 -0.05 13.000 47.05 0.86 DEC10 44 0.750 41.02 -0.12 10.000 45.93 0.77 DEC10 48 1.750 42.13 -0.22 5.500 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 1.000 43.06 0.17 DEC10 72 17.250 44.78 -0.82 0.500 42.49 0.08 DEC10 80 24.500 43.96 -0.92 0.000 43.80 0.00 DEC10 120 64.250 56.38 -1.00 18.000 53.41 0.85 MAR11 40 1.500 48.73 -0.13 14.000 43.86 0.82 MAR11 44 2.000 43.46 -0.18 11.250 43.32 0.74 MAR11 48 3.250 43.10 -0.26 7.250 44.59 0.57 MAR11 56 6.750 41.51 -0.44 5.250 42.00 0.48 MAR11 60 9.250 42.03 -0.53 3.750 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 ------- -------- ---------- ---------- ---------- ---------- 0.4675 +++ GN Store Nord (GN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.60 +++ 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 413.040 DEC10 Z 413.800 MAR11 H 414.630 JUN11 M 415.520 +++ Diageo plc - STND FUT (DGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1038.860 DEC10 Z 1040.780 MAR11 H 1027.350 JUN11 M 1029.550 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 182.500 47.25 0.99 SEP10 880 1.000 40.06 -0.03 142.000 33.77 1.00 SEP10 920 1.500 31.71 -0.04 102.000 25.26 0.99 SEP10 960 3.000 27.04 -0.09 62.500 20.36 0.97 SEP10 1000 7.500 22.97 -0.23 20.000 18.92 0.64 SEP10 1050 25.500 20.21 -0.58 2.000 18.22 0.12 SEP10 1100 64.000 20.26 -0.89 0.500 20.69 0.02 SEP10 1150 112.000 24.77 -0.96 0.000 25.07 0.01 SEP10 1200 162.000 32.98 -0.97 0.000 26.67 0.00 SEP10 1250 211.500 37.44 -0.98 0.000 28.66 0.00 SEP10 1300 261.500 43.92 -0.99 0.000 29.86 0.00 SEP10 1400 362.000 61.51 -0.98 143.000 34.02 0.97 OCT10 920 6.500 29.90 -0.12 103.000 26.55 0.96 OCT10 960 11.000 26.96 -0.19 65.500 23.54 0.86 OCT10 1000 20.000 24.85 -0.32 29.000 21.85 0.54 OCT10 1050 39.000 22.47 -0.53 10.000 20.50 0.24 OCT10 1100 71.500 21.17 -0.76 3.000 20.05 0.08 OCT10 1150 114.000 20.86 -0.91 1.000 20.64 0.03 OCT10 1200 162.500 23.98 -0.95 0.000 21.83 0.00 OCT10 1300 262.000 31.47 -0.98 0.000 23.50 0.00 OCT10 1400 361.500 37.12 -0.99 143.000 28.36 0.97 NOV10 920 13.500 28.85 -0.17 104.500 25.40 0.90 NOV10 960 20.500 26.81 -0.24 71.500 24.14 0.73 NOV10 1000 31.000 25.14 -0.35 40.500 22.81 0.50 NOV10 1050 51.500 23.40 -0.51 20.500 21.70 0.31 NOV10 1100 81.000 22.20 -0.69 9.000 20.97 0.17 NOV10 1150 119.000 21.17 -0.83 4.000 21.69 0.09 NOV10 1200 165.500 23.07 -0.90 1.000 23.46 0.02 NOV10 1300 262.000 25.12 -0.97 422.500 62.10 1.00 DEC10 640 1.500 42.56 -0.01 342.500 49.58 0.99 DEC10 720 3.000 39.11 -0.03 262.000 36.99 1.00 DEC10 800 6.500 34.45 -0.07 182.500 29.85 0.98 DEC10 880 13.000 30.37 -0.14 108.000 25.65 0.83 DEC10 960 27.000 26.92 -0.27 78.500 24.83 0.67 DEC10 1000 39.500 25.65 -0.36 28.500 22.64 0.35 DEC10 1100 88.500 22.97 -0.65 7.500 21.94 0.13 DEC10 1200 169.000 23.17 -0.86 2.500 23.52 0.05 DEC10 1300 263.000 23.92 -0.96 1.000 25.04 0.02 DEC10 1400 362.000 27.53 -0.98 185.500 28.50 0.89 MAR11 880 27.500 28.69 -0.20 121.500 25.82 0.71 MAR11 960 48.500 26.44 -0.33 95.000 24.87 0.63 MAR11 1000 63.000 25.37 -0.41 45.000 23.08 0.40 MAR11 1100 115.500 23.53 -0.62 18.000 22.14 0.21 MAR11 1200 191.500 23.19 -0.79 6.500 21.95 0.09 MAR11 1300 279.000 22.75 -0.91 2.500 22.65 0.04 MAR11 1400 374.500 23.62 -0.95 264.500 32.87 0.92 JUN11 800 24.000 30.59 -0.15 192.500 28.57 0.79 JUN11 880 40.500 28.83 -0.23 133.500 26.15 0.68 JUN11 960 63.000 26.52 -0.34 108.500 25.30 0.61 JUN11 1000 78.500 25.54 -0.41 59.500 23.64 0.43 JUN11 1100 130.500 23.97 -0.58 30.000 23.00 0.26 JUN11 1200 199.000 22.45 -0.75 5.500 21.49 0.07 JUN11 1400 375.500 21.23 -0.94 422.500 44.54 0.91 DEC11 640 21.500 35.83 -0.09 342.000 35.86 0.89 DEC11 720 30.500 32.48 -0.14 269.500 31.10 0.84 DEC11 800 45.500 30.35 -0.20 204.500 27.98 0.77 DEC11 880 66.000 28.29 -0.28 150.500 26.31 0.66 DEC11 960 94.500 26.52 -0.38 128.500 26.00 0.60 DEC11 1000 111.000 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 -0.89 154.500 24.43 0.65 JUN12 960 99.000 23.00 -0.39 132.000 24.00 0.60 JUN12 1000 117.500 22.51 -0.44 49.000 21.00 0.32 JUN12 1200 241.500 20.57 -0.70 16.000 20.00 0.14 JUN12 1400 410.000 20.49 -0.86 156.500 23.30 0.65 DEC12 960 119.500 22.99 -0.40 134.500 22.72 0.60 DEC12 1000 137.000 22.11 -0.45 54.500 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 ------- -------- ---------- ---------- ---------- ---------- 1.1000 +++ Grupo Catalana Occidente SA (GOC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.3300 +++ 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 1111.380 DEC10 Z 1113.430 MAR11 H 1115.650 JUN11 M 1118.040 +++ Google Inc (GOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 454.990 +++ Grafton Group PLC (GP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5500 +++ 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 317.010 DEC10 Z 317.590 MAR11 H 318.230 JUN11 M 318.910 +++ Gestevision Telecinco SA (GQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.7230 +++ Grifols SA (GRF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.3210 +++ 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 434.950 DEC10 Z 435.750 MAR11 H 436.620 JUN11 M 437.560 +++ 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 105.940 JUN11 M 106.170 +++ Gruppo Editoriale L Espresso SpA (GRU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5230 +++ Goldman Sachs Group Inc/The (GSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 137.940 +++ Globe Trade Centre SA (GT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.290 +++ Getinge AB - Cash Flex Future (GID/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 149.9720 +++ Getinge AB (GTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 149.9000 +++ GlaxoSmithKline plc - Euro Cash FLEX Opt (GSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 6.980 16.35 0.23 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 0.26 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 -0.01 176.000 30.72 0.99 SEP10 1050 0.500 33.83 -0.02 128.000 30.04 0.95 SEP10 1100 2.000 30.53 -0.06 79.500 23.87 0.89 SEP10 1150 3.500 23.64 -0.11 37.000 19.47 0.69 SEP10 1200 11.000 19.44 -0.31 10.000 17.28 0.32 SEP10 1250 34.500 17.68 -0.68 0.500 12.60 0.02 SEP10 1300 75.500 17.11 -0.93 0.000 9.58 0.00 SEP10 1350 125.000 22.77 -0.97 0.000 7.54 0.00 SEP10 1400 174.500 27.13 -0.99 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 -1.00 267.500 34.15 0.98 OCT10 960 0.500 29.77 -0.01 227.500 29.10 0.98 OCT10 1000 1.000 29.63 -0.02 179.000 26.97 0.95 OCT10 1050 3.000 27.89 -0.05 131.500 24.16 0.90 OCT10 1100 6.000 25.20 -0.10 87.500 21.96 0.81 OCT10 1150 11.000 22.25 -0.20 49.000 19.67 0.64 OCT10 1200 23.000 20.05 -0.37 22.000 18.21 0.40 OCT10 1250 45.500 18.28 -0.60 7.500 17.43 0.18 OCT10 1300 81.000 17.45 -0.82 0.000 14.61 0.01 OCT10 1400 175.000 20.57 -0.97 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 -0.07 134.500 23.23 0.87 NOV10 1100 14.500 24.13 -0.18 92.500 21.50 0.77 NOV10 1150 25.000 22.23 -0.29 56.500 20.14 0.61 NOV10 1200 41.000 20.37 -0.44 30.500 19.14 0.42 NOV10 1250 66.500 19.21 -0.62 14.000 18.53 0.24 NOV10 1300 101.500 18.47 -0.78 2.000 17.92 0.05 NOV10 1400 192.000 19.78 -0.94 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 -0.06 229.500 27.11 0.95 DEC10 1000 8.000 27.75 -0.09 137.500 23.29 0.84 DEC10 1100 19.500 23.55 -0.21 62.000 20.14 0.60 DEC10 1200 48.500 20.60 -0.44 19.500 18.70 0.27 DEC10 1300 107.500 18.96 -0.74 4.000 17.88 0.08 DEC10 1400 194.000 19.43 -0.91 0.500 20.50 0.01 DEC10 1600 389.500 24.66 -0.98 271.500 28.43 0.94 MAR11 960 15.500 27.46 -0.12 234.500 27.30 0.90 MAR11 1000 21.000 26.47 -0.16 146.500 23.38 0.78 MAR11 1100 40.500 23.29 -0.29 77.500 20.98 0.57 MAR11 1200 76.000 20.75 -0.48 33.000 19.42 0.33 MAR11 1300 134.500 19.06 -0.70 12.000 18.82 0.15 MAR11 1400 214.500 18.11 -0.87 1.500 19.35 0.03 MAR11 1600 405.000 18.51 -0.98 274.500 28.79 0.91 JUN11 960 26.500 26.60 -0.16 235.500 25.71 0.89 JUN11 1000 33.000 25.43 -0.20 153.000 23.31 0.75 JUN11 1100 57.500 22.89 -0.33 88.000 21.39 0.55 JUN11 1200 97.500 20.81 -0.50 44.000 20.08 0.35 JUN11 1300 157.500 19.57 -0.68 20.000 19.32 0.20 JUN11 1400 234.500 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 42.500 24.14 -0.21 238.000 24.42 0.87 DEC11 1000 55.500 24.15 -0.25 102.000 21.78 0.54 DEC11 1200 133.000 20.75 -0.52 32.500 19.78 0.25 DEC11 1400 271.000 19.21 -0.78 7.000 18.27 0.07 DEC11 1600 449.000 19.07 -0.92 279.000 27.04 0.88 JUN12 960 75.000 26.28 -0.26 246.000 26.27 0.82 JUN12 1000 87.000 25.33 -0.30 116.500 22.72 0.54 JUN12 1200 169.000 21.40 -0.53 46.500 20.95 0.29 JUN12 1400 309.000 20.57 -0.74 284.500 28.22 0.84 DEC12 960 103.000 27.03 -0.29 253.000 27.29 0.80 DEC12 1000 112.500 25.63 -0.33 123.500 22.80 0.54 DEC12 1200 195.500 21.23 -0.54 56.500 21.42 0.31 DEC12 1400 336.000 20.46 -0.73 23.000 20.27 0.15 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 1225.920 DEC10 Z 1212.160 MAR11 H 1195.570 JUN11 M 1182.110 +++ Emporiki Bank of Greece SA (GY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6400 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 123.0000 +++ Hamburger Hafen und Logistik (HAM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.6650 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 3.6130 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 33.2800 +++ Heineken Holding NV (HD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.4100 +++ Heidelberger Druckmaschinen AG (HDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.1480 +++ Home Depot Inc (HDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.270 +++ Heineken NV (HEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.2500 +++ Heineken NV - STND FUT (HEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 35.2580 OCT10 V 35.2710 NOV10 X 35.2960 DEC10 Z 35.3180 +++ Heineken NV - Amer Phys FLEX Opt (HEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4300 23.50 0.18 17120 4000 0.0700 24.14 0.04 17120 4500 +++ Heineken NV - Phys FLEX Fut (HEZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 35.2580 +++ HeidelbergCement AG (HEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.6600 +++ HeidelbergCement AG - Amer Phys Flex Opt (HET/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 3200 1.8868 38.16 -0.50 +++ Henkel AG & Co. KGAA (HEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.4650 +++ Hera SpA (HER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4370 +++ Hartford Financial Services Inc (HFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.690 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 18.5000 +++ Henkel AG & CO KGaA - PFD - Amer Phys FLEX Opt (HHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3600 0.4081 25.18 -0.30 1.5324 23.86 0.37 18031 4000 +++ Henkel AG & CO KGaA - PFD (HKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.9950 +++ 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 273.090 DEC10 Z 273.600 MAR11 H 274.140 JUN11 M 274.730 +++ 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 359.020 DEC10 Z 359.680 MAR11 H 360.400 JUN11 M 333.390 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5235 17.45 0.12 17090 24931 0.3799 18.52 0.09 17090 25186 +++ Hennes & Mauritz AB ser. B - Amer Phys FLEX Opt (HMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 20500 3.2755 29.47 -0.15 +++ Hennes & Mauritz AB (HNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 237.8000 +++ Hennes & Mauritz AB - STND FUT (HNM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 237.9140 OCT10 V 238.0960 NOV10 X 238.3740 DEC10 Z 238.6150 +++ Hannover Rueck AG (HNR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.9900 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 25.4000 +++ Holmen AB (HOB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 201.7000 +++ 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 10.573 33.30 -0.98 +++ Hochtief AG (HOT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.2000 +++ Hewlett-Packard Company (HPC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.030 +++ 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 206.470 JUN11 M 206.910 +++ 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 361.720 DEC10 Z 362.390 MAR11 H 363.110 JUN11 M 363.890 +++ HSBC Holdings plc - STND FUT (HSA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 637.220 DEC10 Z 633.140 MAR11 H 626.400 JUN11 M 621.990 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 157.250 52.89 0.99 SEP10 480 0.000 38.85 0.00 117.500 41.33 0.99 SEP10 520 0.000 35.07 0.00 77.750 30.80 0.97 SEP10 560 1.000 33.69 -0.04 58.500 28.94 0.93 SEP10 580 1.250 28.92 -0.07 40.250 26.26 0.85 SEP10 600 3.000 26.23 -0.15 24.250 24.27 0.70 SEP10 620 7.000 24.26 -0.30 12.000 22.98 0.48 SEP10 640 14.750 22.88 -0.52 4.500 21.50 0.24 SEP10 660 27.750 22.39 -0.75 1.500 21.74 0.10 SEP10 680 44.000 20.39 -0.92 0.250 21.03 0.03 SEP10 700 63.000 20.27 -0.98 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 -1.00 118.750 33.68 0.96 OCT10 520 1.500 34.95 -0.04 81.250 30.50 0.89 OCT10 560 3.750 30.61 -0.11 47.000 26.91 0.75 OCT10 600 9.750 27.33 -0.25 33.000 25.63 0.64 OCT10 620 15.750 26.16 -0.37 21.000 24.31 0.50 OCT10 640 24.000 24.81 -0.50 12.500 23.53 0.36 OCT10 660 35.250 23.90 -0.64 6.500 22.85 0.23 OCT10 680 49.750 23.63 -0.77 3.250 22.32 0.13 OCT10 700 65.750 22.60 -0.87 2.000 23.91 0.08 OCT10 720 84.000 22.01 -0.94 0.500 24.81 0.03 OCT10 760 123.000 21.22 -1.00 121.750 33.67 0.92 NOV10 520 5.000 34.27 -0.10 86.500 31.20 0.84 NOV10 560 10.000 31.13 -0.18 54.500 28.07 0.70 NOV10 600 18.750 28.12 -0.32 41.000 26.70 0.62 NOV10 620 26.000 26.99 -0.41 29.500 25.73 0.51 NOV10 640 35.000 25.93 -0.51 20.500 25.19 0.41 NOV10 660 46.250 25.22 -0.62 13.500 24.51 0.31 NOV10 680 59.750 24.62 -0.71 5.250 23.84 0.15 NOV10 720 91.750 23.53 -0.87 358.750 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 -0.01 220.500 41.28 0.98 DEC10 418 1.250 39.54 -0.02 153.000 35.76 0.94 DEC10 488 5.000 36.38 -0.08 90.750 31.02 0.82 DEC10 558 13.750 31.20 -0.21 58.000 27.99 0.69 DEC10 600 23.750 28.26 -0.34 41.250 26.97 0.57 DEC10 627 34.250 27.05 -0.45 34.000 26.27 0.51 DEC10 640 40.750 26.67 -0.50 17.000 24.67 0.33 DEC10 680 64.000 24.96 -0.68 12.500 24.45 0.26 DEC10 697 76.500 24.64 -0.74 7.500 23.79 0.18 DEC10 720 94.500 23.80 -0.82 2.500 23.12 0.07 DEC10 767 136.250 22.99 -0.93 0.000 18.46 0.00 DEC10 837 204.500 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 -0.99 164.750 35.33 0.90 MAR11 480 11.750 35.54 -0.13 99.000 31.17 0.75 MAR11 560 27.000 30.74 -0.27 70.500 28.94 0.65 MAR11 600 39.500 28.63 -0.38 47.250 27.17 0.52 MAR11 640 57.250 26.93 -0.50 30.000 26.11 0.39 MAR11 680 80.500 25.55 -0.63 18.000 25.23 0.28 MAR11 720 108.250 24.28 -0.75 10.000 24.52 0.18 MAR11 760 140.500 22.99 -0.85 5.500 24.30 0.11 MAR11 800 176.000 21.51 -0.93 204.250 38.47 0.92 JUN11 440 12.750 36.73 -0.11 167.750 34.88 0.88 JUN11 480 18.500 34.33 -0.16 105.000 31.34 0.73 JUN11 560 37.750 30.58 -0.30 77.750 29.15 0.63 JUN11 600 51.500 28.52 -0.39 56.000 27.91 0.53 JUN11 640 70.500 27.23 -0.50 38.250 26.80 0.42 JUN11 680 93.250 25.99 -0.61 25.250 25.87 0.31 JUN11 720 120.500 24.94 -0.71 9.500 24.35 0.15 JUN11 800 184.500 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 -0.05 289.000 35.05 0.99 DEC11 349 11.500 41.11 -0.07 256.000 34.71 0.98 DEC11 383 15.500 39.07 -0.10 223.750 34.42 0.94 DEC11 418 21.000 37.31 -0.13 165.750 32.99 0.84 DEC11 488 35.000 33.71 -0.21 116.250 30.99 0.71 DEC11 558 56.500 30.97 -0.33 75.000 28.30 0.56 DEC11 627 85.750 28.42 -0.46 68.500 27.94 0.53 DEC11 640 92.500 28.10 -0.49 37.000 25.98 0.36 DEC11 720 141.500 26.21 -0.65 18.250 24.59 0.22 DEC11 800 202.000 24.71 -0.79 7.750 23.34 0.11 DEC11 880 271.000 23.52 -0.89 180.500 34.91 0.82 JUN12 480 46.250 33.73 -0.23 124.500 31.43 0.69 JUN12 560 72.750 30.57 -0.35 79.750 28.73 0.54 JUN12 640 110.250 28.24 -0.49 48.250 26.75 0.39 JUN12 720 159.000 26.35 -0.63 27.250 25.32 0.27 JUN12 800 218.250 25.16 -0.75 187.500 36.00 0.80 DEC12 480 59.000 34.00 -0.25 146.500 36.38 0.68 DEC12 560 106.250 36.60 -0.35 98.250 31.83 0.56 DEC12 640 137.250 31.99 -0.46 68.500 30.37 0.44 DEC12 720 186.250 30.45 -0.57 46.000 29.13 0.34 DEC12 800 243.000 29.46 -0.67 +++ HSBC Holdings plc - Euro Cash FLEX Opt (HSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 640 15.430 22.88 -0.52 2.430 21.67 0.13 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 0.90 17120 520 8.270 34.01 -0.12 51.710 27.61 0.65 17120 610 27.570 27.81 -0.37 25.090 25.47 0.42 17120 660 51.890 25.82 -0.59 4.970 23.49 0.12 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 -0.14 12.750 22.98 0.48 17090 640 15.430 22.88 -0.52 1.760 21.73 0.09 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 -0.12 95.300 31.56 0.82 17120 550 12.520 31.79 -0.18 26.960 25.71 0.44 17120 654 4.920 23.49 0.12 17120 741 112.450 23.44 -0.88 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 0.09 20042 970 +++ HSBC Holdings plc - Cash FLEX Fut (HSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 637.220 +++ Cardinal Health Inc (HTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.500 +++ Hellenic Telecommunications Organization SA (HTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4700 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 28.0000 +++ Husqvarna AB (HUS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.8500 +++ Honeywell International Inc (HYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.210 +++ Aryzta UG (IA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.8250 +++ 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 405.840 DEC10 Z 406.590 MAR11 H 402.140 JUN11 M 403.000 +++ 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 0.00 125.750 61.62 1.00 SEP10 280 0.000 41.95 0.00 106.000 59.43 0.99 SEP10 300 0.000 37.80 0.00 86.250 52.50 0.98 SEP10 320 0.000 40.91 0.00 66.500 46.24 0.96 SEP10 340 0.250 36.77 -0.02 47.250 40.01 0.91 SEP10 360 0.750 34.47 -0.06 38.000 36.56 0.88 SEP10 370 2.250 36.22 -0.12 29.250 33.72 0.81 SEP10 380 3.250 33.46 -0.18 21.500 32.90 0.72 SEP10 390 5.250 31.56 -0.28 14.000 29.85 0.60 SEP10 400 8.500 30.31 -0.40 8.500 28.31 0.45 SEP10 410 12.750 28.45 -0.55 4.750 27.72 0.30 SEP10 420 18.750 27.14 -0.70 2.250 26.33 0.17 SEP10 430 26.500 26.50 -0.82 1.250 27.46 0.10 SEP10 440 35.000 25.46 -0.92 0.500 27.28 0.05 SEP10 450 44.750 26.63 -0.95 0.250 27.36 0.02 SEP10 460 54.250 22.63 -1.00 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 91.750 39.35 0.89 DEC10 320 5.250 39.06 -0.11 74.250 37.04 0.84 DEC10 340 7.750 36.81 -0.16 58.250 35.34 0.77 DEC10 360 11.750 35.26 -0.23 44.000 33.63 0.68 DEC10 380 17.750 33.75 -0.32 31.750 32.04 0.57 DEC10 400 25.000 31.90 -0.43 21.750 31.01 0.46 DEC10 420 34.750 30.48 -0.55 14.250 30.05 0.35 DEC10 440 47.500 29.76 -0.66 8.750 29.18 0.24 DEC10 460 61.750 28.58 -0.77 5.000 28.33 0.16 DEC10 480 78.500 28.27 -0.84 95.750 38.34 0.85 MAR11 320 11.750 37.82 -0.17 65.000 35.30 0.73 MAR11 360 21.750 35.16 -0.29 51.750 33.86 0.65 MAR11 380 28.750 33.84 -0.36 40.000 32.55 0.57 MAR11 400 37.250 32.36 -0.44 30.000 31.37 0.48 MAR11 420 47.500 31.38 -0.53 22.250 30.74 0.39 MAR11 440 59.000 29.81 -0.62 15.500 29.43 0.31 MAR11 460 73.000 29.17 -0.70 11.500 29.66 0.25 MAR11 480 89.000 29.32 -0.76 +++ Iberdrola SA (IBE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4950 +++ Iberdrola SA - STND FUT (IBE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 5.4960 OCT10 V 5.4980 NOV10 X 5.5020 DEC10 Z 5.3660 +++ Iberia Lineas ereas de Espana SA (IBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5750 +++ International Business Machine Corp (IBM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 124.690 +++ IBM Corporation - Physical STND FUT (IBX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 124.707 OCT10 V 124.734 NOV10 X 124.773 DEC10 Z 124.808 +++ Iberdrola Renovables (IBR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5830 +++ Intercell AG (ICL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.2400 +++ 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 270.890 DEC10 Z 271.390 MAR11 H 271.930 JUN11 M 272.520 +++ Imerys SA (ID /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.9000 +++ Icade (IDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.2500 +++ Indra Sistemas SA (IDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.1600 +++ Industrivarden AB (IDS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 87.3500 +++ Infineon Technologies AG (IF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4400 +++ Infineon Technologies AG - STND FUT (IF /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.4410 OCT10 V 4.4427 NOV10 X 4.4457 DEC10 Z 4.4486 +++ Infineon Technologies AG - Amer Phys FLEX Opt (IFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2003 40.69 0.34 17120 500 0.7611 42.09 -0.65 18031 500 0.8926 42.27 -0.58 18031 520 1.0219 41.08 -0.64 0.1887 40.03 0.27 18031 560 0.1231 39.51 0.19 18031 600 0.1993 39.11 0.25 17061 600 +++ Interpump Group SpA (IGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3425 +++ SBM Offshore NV (IHC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.9650 +++ InterContinental Hotels Group plc - STND FUT (ICH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1012.350 DEC10 Z 1014.210 MAR11 H 1016.240 JUN11 M 998.620 +++ 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 1.500 57.38 -0.03 173.000 39.62 0.98 SEP10 840 2.000 47.61 -0.04 134.000 36.89 0.96 SEP10 880 2.000 39.26 -0.05 97.500 36.42 0.88 SEP10 920 5.500 37.51 -0.12 64.500 35.00 0.76 SEP10 960 12.500 35.76 -0.24 50.500 35.04 0.67 SEP10 980 18.000 35.19 -0.33 38.000 34.31 0.58 SEP10 1000 26.500 34.95 -0.42 16.000 33.43 0.33 SEP10 1050 54.000 33.57 -0.67 5.000 32.21 0.14 SEP10 1100 93.000 32.78 -0.86 1.500 33.38 0.05 SEP10 1150 139.500 34.09 -0.95 0.500 33.36 0.01 SEP10 1200 188.500 37.39 -0.98 0.000 35.05 0.00 SEP10 1250 238.000 41.00 -0.99 0.000 35.05 0.00 SEP10 1300 288.000 47.35 -0.99 0.000 35.47 0.00 SEP10 1400 388.000 59.33 -0.99 159.000 35.52 0.80 DEC10 880 26.500 36.47 -0.21 104.500 34.40 0.65 DEC10 960 50.500 34.44 -0.35 81.000 33.53 0.57 DEC10 1000 67.500 33.82 -0.43 38.000 31.55 0.35 DEC10 1100 125.000 32.14 -0.65 15.500 30.63 0.18 DEC10 1200 202.000 31.19 -0.82 6.000 30.60 0.08 DEC10 1300 293.500 32.32 -0.91 2.000 29.92 0.03 DEC10 1400 390.000 33.74 -0.96 181.500 35.63 0.75 MAR11 880 45.500 35.47 -0.25 128.500 33.84 0.64 MAR11 960 73.000 33.96 -0.36 105.000 32.63 0.57 MAR11 1000 90.500 33.13 -0.43 62.500 31.66 0.41 MAR11 1100 145.000 31.29 -0.59 33.000 30.34 0.27 MAR11 1200 216.500 30.19 -0.74 17.000 29.85 0.16 MAR11 1300 301.000 29.92 -0.85 9.000 30.19 0.09 MAR11 1400 394.000 30.70 -0.91 +++ IMMOFINANZ AG (IIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5810 +++ 3i Group plc - STND FUT (II /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 262.190 DEC10 Z 261.670 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 1.00 SEP10 220 0.250 42.00 -0.03 32.750 38.13 0.94 SEP10 230 0.500 36.71 -0.05 23.500 34.24 0.88 SEP10 240 0.750 30.64 -0.10 18.750 31.14 0.84 SEP10 245 1.500 29.74 -0.15 14.750 29.75 0.77 SEP10 250 2.500 30.29 -0.23 8.000 28.26 0.56 SEP10 260 5.750 28.65 -0.44 3.750 28.20 0.34 SEP10 270 11.250 27.38 -0.67 1.250 27.17 0.15 SEP10 280 19.250 27.74 -0.84 1.000 34.89 0.11 SEP10 290 28.250 26.09 -0.95 0.500 37.07 0.06 SEP10 300 38.000 27.94 -0.98 0.500 42.09 0.04 SEP10 310 48.000 33.70 -0.99 0.250 44.47 0.03 SEP10 320 58.000 38.86 -0.99 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 0.85 DEC10 220 4.500 34.94 -0.16 31.500 33.04 0.72 DEC10 240 9.500 33.43 -0.29 19.000 31.22 0.56 DEC10 260 16.250 29.88 -0.45 10.500 30.44 0.38 DEC10 280 28.750 30.94 -0.62 5.000 29.51 0.23 DEC10 300 43.250 29.48 -0.78 2.000 28.41 0.11 DEC10 320 60.500 29.37 -0.88 0.000 24.06 0.01 DEC10 360 99.000 33.36 -0.95 51.500 35.26 0.79 MAR11 220 9.250 35.11 -0.21 37.500 33.80 0.68 MAR11 240 15.250 33.51 -0.32 26.250 32.81 0.56 MAR11 260 24.000 32.60 -0.44 16.750 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 7.000 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 ------- -------- ---------- ---------- ---------- ---------- 127.8000 +++ Irish Life & Permanent Group Holdings plc (IL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4000 +++ Iliad SA (ILA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.5000 +++ 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 674.730 DEC10 Z 675.980 MAR11 H 677.320 JUN11 M 678.770 +++ Imperial Tobacco Group plc - Euro Cash FLEX Opt (IMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.570 16.71 0.08 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 429.500 44.76 1.00 SEP10 1400 0.000 25.52 0.00 231.000 31.76 0.97 SEP10 1600 0.000 21.84 0.00 132.000 21.35 0.94 SEP10 1700 3.000 22.63 -0.07 86.000 19.29 0.85 SEP10 1750 7.000 19.95 -0.16 47.000 18.05 0.66 SEP10 1800 18.000 18.62 -0.34 20.000 17.42 0.40 SEP10 1850 41.000 17.82 -0.60 6.000 16.73 0.16 SEP10 1900 77.500 17.65 -0.82 1.500 16.70 0.05 SEP10 1950 123.000 19.09 -0.93 0.500 18.23 0.02 SEP10 2000 172.000 21.62 -0.97 0.000 20.25 0.00 SEP10 2100 271.000 27.07 -0.99 0.000 25.36 0.00 SEP10 2200 371.000 34.62 -0.99 0.000 33.54 0.00 SEP10 2400 571.000 48.28 -0.99 0.000 40.70 0.00 SEP10 2800 971.000 71.45 -1.00 439.500 31.79 0.95 DEC10 1400 5.000 29.55 -0.04 251.000 24.46 0.86 DEC10 1600 19.000 24.71 -0.14 168.000 22.38 0.75 DEC10 1700 36.000 22.45 -0.25 98.500 20.37 0.59 DEC10 1800 68.000 20.90 -0.42 50.500 19.51 0.39 DEC10 1900 118.000 19.59 -0.61 22.500 19.03 0.22 DEC10 2000 190.500 19.23 -0.79 5.000 20.68 0.06 DEC10 2200 373.500 20.89 -0.95 1.500 22.61 0.02 DEC10 2400 571.500 24.51 -0.99 260.500 23.88 0.83 MAR11 1600 48.500 23.62 -0.24 183.000 22.57 0.72 MAR11 1700 78.500 22.28 -0.36 117.500 21.13 0.58 MAR11 1800 119.500 20.72 -0.50 70.000 20.39 0.42 MAR11 1900 177.500 19.83 -0.65 38.000 19.87 0.27 MAR11 2000 249.500 19.00 -0.78 10.500 19.87 0.09 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 61.000 17.72 -0.75 17090 1960 132.520 19.59 -0.94 +++ Imperial Tobacco Group plc - STND FUT (IMT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1829.630 DEC10 Z 1833.000 MAR11 H 1781.590 JUN11 M 1785.400 +++ Imperial Tobacco Group plc - Euro Phys FLEX Opt (IMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 50.400 19.50 0.39 17120 1900 117.540 19.59 -0.61 +++ Independent News & Media PLC (IN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6600 +++ Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3700 0.0900 30.09 -0.07 17090 3900 0.2900 25.11 -0.20 +++ Anheuser-Busch InBev NV - Cash FLEX Fut (IGY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 40.8242 +++ Anheuser-Busch InBev NV (INB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.7650 +++ Anheuser-Busch InBev NV - STND FUT (INB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 40.7740 OCT10 V 40.7900 NOV10 X 40.8180 DEC10 Z 40.8440 +++ 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 257.790 DEC10 Z 258.260 MAR11 H 258.780 JUN11 M 259.330 +++ Indesit Company SpA (INE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.6300 +++ 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 380.230 DEC10 Z 380.930 MAR11 H 381.690 JUN11 M 382.510 +++ ING Groep NV - Euro Cash FLEX Opt (IAJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2304 16.0295 89.55 -0.99 +++ ING Groep NV - Amer Phys FLEX Opt (IAQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5300 51.60 0.70 17090 660 17120 580 0.3100 54.21 -0.22 0.3900 42.18 0.38 17120 768 0.1800 39.47 0.23 17120 840 0.0100 70.97 0.00 17120 2457 17.6000 95.83 -0.99 0.0100 93.69 0.01 17120 2688 +++ ING Groep NV - Euro Phys FLEX Opt (IAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0500 101.58 0.00 17120 2150 14.5143 95.56 -0.97 0.0190 98.80 0.00 17120 2534 18.3228 95.12 -0.99 0.0084 93.69 0.01 17120 2688 19.8536 93.69 -0.99 +++ ING Groep NV (ING/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.9590 +++ ING Groep NV - STND FUT (ING/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 6.9610 OCT10 V 6.9630 NOV10 X 6.9680 DEC10 Z 6.9720 +++ Life Technologies Corp (INI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.940 +++ Intel Corporation (INT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.030 +++ Intel Corp - Physical STND FUT (INX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 18.032 OCT10 V 18.036 NOV10 X 18.042 DEC10 Z 18.047 +++ 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 472.060 DEC10 Z 472.930 MAR11 H 473.880 JUN11 M 474.890 +++ Bioton SA (IO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.200 +++ Impressa SGPS (IP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5300 +++ IPSEN (IPE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.9200 +++ International Power plc - STND FUT (INP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 371.330 DEC10 Z 367.760 MAR11 H 368.490 JUN11 M 352.770 +++ International Power plc - Amer Phys FLEX Opt (IOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 327.200 10.00 0.00 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 0.00 111.250 61.80 1.00 SEP10 260 0.000 45.94 0.00 91.250 49.90 0.99 SEP10 280 0.000 43.67 0.00 81.500 51.39 0.99 SEP10 290 0.000 42.21 0.00 71.750 49.43 0.97 SEP10 300 0.000 40.76 -0.01 62.000 45.99 0.96 SEP10 310 0.250 39.35 -0.02 52.000 40.40 0.95 SEP10 320 0.500 37.92 -0.04 42.500 37.33 0.92 SEP10 330 1.000 36.61 -0.07 33.000 34.12 0.88 SEP10 340 2.000 35.53 -0.13 24.250 31.19 0.81 SEP10 350 3.500 34.12 -0.21 16.500 29.25 0.69 SEP10 360 6.250 33.47 -0.33 10.000 27.97 0.54 SEP10 370 9.000 28.23 -0.47 5.750 27.37 0.37 SEP10 380 14.250 26.81 -0.64 2.750 26.57 0.22 SEP10 390 22.750 31.71 -0.74 1.000 24.97 0.10 SEP10 400 30.750 30.94 -0.85 0.250 25.14 0.02 SEP10 420 49.000 30.29 -0.96 131.500 41.93 1.00 DEC10 240 1.500 47.17 -0.04 111.750 39.56 0.98 DEC10 260 1.750 40.97 -0.05 92.000 36.42 0.96 DEC10 280 2.500 36.24 -0.07 73.000 33.26 0.92 DEC10 300 4.000 32.95 -0.11 54.750 30.14 0.85 DEC10 320 6.250 30.25 -0.18 39.500 29.51 0.73 DEC10 340 11.250 28.99 -0.28 26.000 27.44 0.59 DEC10 360 18.250 27.43 -0.41 16.250 26.86 0.44 DEC10 380 28.250 26.35 -0.56 9.000 25.41 0.30 DEC10 400 41.500 25.97 -0.70 2.500 25.27 0.11 DEC10 440 75.000 25.22 -0.90 131.750 38.55 0.98 MAR11 240 2.500 38.65 -0.05 94.000 33.67 0.91 MAR11 280 5.500 33.58 -0.11 76.250 31.29 0.85 MAR11 300 8.000 31.24 -0.16 60.500 30.04 0.78 MAR11 320 12.000 29.85 -0.23 46.000 28.53 0.69 MAR11 340 18.000 28.68 -0.31 33.500 27.16 0.59 MAR11 360 25.250 27.10 -0.42 23.750 26.44 0.48 MAR11 380 35.250 26.28 -0.53 16.250 25.91 0.37 MAR11 400 47.750 25.89 -0.63 6.500 24.80 0.19 MAR11 440 78.000 24.67 -0.82 +++ IPSOS (IPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.3400 +++ Intracom Holding SA (IR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6900 +++ Iren Spa (IRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.2230 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2326 28.73 0.14 17090 5598 0.1807 28.77 0.11 17090 5647 +++ Inditex SA - Amer Phys FLEX Opt (IJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 25.1780 27.60 1.00 16121 2700 0.1381 29.50 -0.02 +++ Industria de Diseno Textil SA (Inditex) (IT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.1600 +++ Inditex SA - STND FUT (IT /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 52.1710 OCT10 V 52.1920 NOV10 X 51.6270 DEC10 Z 51.6600 +++ Italcementi SpA (ITA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6850 +++ Intertek Group (ITR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1699.000 +++ Intertek Group - STND FUT (ITR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1699.590 DEC10 Z 1694.160 MAR11 H 1697.540 JUN11 M 1682.210 +++ Italcementi SPA - (savings) (ITS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.2575 +++ Intesa Sanpaolo SpA (Savings) (IU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.7840 +++ IVG Immobilien AG (IV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1070 +++ 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 419.140 DEC10 Z 407.720 MAR11 H 408.540 JUN11 M 402.810 +++ Colruyt SA (JF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 195.6000 +++ 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 588.700 DEC10 Z 589.790 MAR11 H 590.960 JUN11 M 592.230 +++ Jeronimo Martins SGPS (JM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.6660 +++ 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 1586.550 DEC10 Z 1577.460 MAR11 H 1580.610 JUN11 M 1584.000 +++ JM AB (JMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 117.5000 +++ Johnson & Johnson Physical (JNX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.650 +++ Johnson & Johnson Physical - STND FUT (JNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 57.658 OCT10 V 57.670 NOV10 X 57.688 DEC10 Z 57.704 +++ JPMorgan Chase & Co (JPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.320 +++ Johnson Controls Inc (JSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.080 +++ St Jude Medical Inc (JUD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.940 +++ Jyske Bank A/S (JYS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 191.00 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 259.000 58.93 0.98 SEP10 880 2.000 60.54 -0.03 220.000 58.30 0.96 SEP10 920 3.500 59.80 -0.05 182.500 56.41 0.93 SEP10 960 7.000 58.37 -0.09 164.000 54.94 0.91 SEP10 980 8.500 55.82 -0.11 146.000 53.47 0.88 SEP10 1000 10.000 52.89 -0.13 104.500 50.88 0.78 SEP10 1050 17.500 48.93 -0.23 68.500 48.25 0.64 SEP10 1100 32.000 46.36 -0.36 39.500 44.89 0.47 SEP10 1150 55.000 44.97 -0.53 21.000 43.97 0.31 SEP10 1200 87.500 45.13 -0.69 9.500 42.18 0.17 SEP10 1250 125.500 43.11 -0.83 4.000 42.20 0.09 SEP10 1300 169.500 42.18 -0.92 1.500 41.66 0.04 SEP10 1350 217.000 41.72 -0.96 0.500 41.14 0.01 SEP10 1400 266.000 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 -1.00 287.000 53.34 0.85 DEC10 880 30.500 53.32 -0.15 256.500 52.88 0.81 DEC10 920 39.000 52.00 -0.19 225.000 51.19 0.77 DEC10 960 48.500 51.12 -0.23 198.000 50.44 0.73 DEC10 1000 61.000 50.03 -0.27 136.000 47.85 0.60 DEC10 1100 99.000 47.69 -0.40 89.000 46.39 0.47 DEC10 1200 153.000 46.67 -0.53 55.500 45.21 0.34 DEC10 1300 219.000 45.13 -0.66 35.000 45.25 0.24 DEC10 1400 296.000 44.08 -0.77 20.000 44.34 0.15 DEC10 1500 382.500 43.79 -0.85 12.000 44.68 0.10 DEC10 1600 475.000 44.36 -0.91 7.500 45.07 0.07 DEC10 1700 570.500 44.40 -0.94 4.000 44.60 0.04 DEC10 1800 667.500 44.22 -0.97 314.000 51.37 0.81 MAR11 880 55.500 51.12 -0.19 284.500 50.30 0.78 MAR11 920 66.000 50.12 -0.22 257.500 49.47 0.74 MAR11 960 79.500 49.54 -0.26 231.500 48.53 0.71 MAR11 1000 93.000 48.45 -0.29 173.000 46.44 0.61 MAR11 1100 133.500 46.17 -0.39 131.000 46.43 0.51 MAR11 1200 187.000 45.01 -0.50 91.000 44.33 0.41 MAR11 1300 251.500 44.22 -0.60 66.500 44.35 0.32 MAR11 1400 324.500 43.48 -0.69 31.000 42.83 0.18 MAR11 1600 491.000 42.52 -0.83 +++ KBC Bankverzekeringsholding (KBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.3000 +++ KBC Bancassurance Holding - STND FUT (KBB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.3070 OCT10 V 32.3200 NOV10 X 32.3420 DEC10 Z 32.3620 +++ KBC Bancassurance Holding - Amer Phys FLEX Opt (KBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 2.2200 39.35 -0.71 17090 3600 3.8500 38.76 -0.89 +++ Gamesa Corp Tecnologica SA (KC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3110 +++ Kloeckner & Co AG (KCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.2500 +++ Kesko OYJ (KEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.4000 +++ 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 130.040 DEC10 Z 130.280 MAR11 H 130.540 JUN11 M 130.820 +++ Kerry Group PLC (KG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.6200 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 26.000 41.13 0.93 SEP10 180 1.250 48.35 -0.10 16.250 31.30 0.87 SEP10 190 1.250 34.10 -0.15 12.500 31.80 0.77 SEP10 195 2.250 33.15 -0.23 8.500 29.93 0.66 SEP10 200 3.000 28.75 -0.33 5.500 27.90 0.52 SEP10 205 5.000 27.45 -0.48 3.250 27.34 0.37 SEP10 210 8.000 27.79 -0.63 1.500 25.58 0.22 SEP10 215 11.500 28.13 -0.75 0.750 25.31 0.12 SEP10 220 15.750 30.17 -0.83 0.250 25.27 0.06 SEP10 225 20.000 28.15 -0.92 0.000 25.44 0.03 SEP10 230 25.000 29.71 -0.95 0.000 25.80 0.01 SEP10 235 29.750 28.66 -0.98 0.000 26.32 0.00 SEP10 240 34.750 32.36 -0.98 0.000 27.26 0.00 SEP10 250 44.750 39.55 -0.99 0.000 28.92 0.00 SEP10 260 54.750 45.93 -0.99 0.000 35.54 0.00 SEP10 280 74.750 62.99 -0.98 0.000 45.48 0.00 SEP10 320 114.750 84.67 -0.99 26.750 34.52 0.88 OCT10 180 2.500 37.43 -0.16 18.000 30.72 0.79 OCT10 190 4.000 32.35 -0.26 14.250 30.00 0.71 OCT10 195 5.000 29.88 -0.33 11.000 29.40 0.62 OCT10 200 7.250 30.43 -0.42 8.000 27.74 0.52 OCT10 205 9.500 29.67 -0.51 5.750 28.06 0.42 OCT10 210 12.250 28.90 -0.60 4.000 27.80 0.33 OCT10 215 15.750 29.24 -0.68 2.500 27.23 0.24 OCT10 220 19.250 28.48 -0.76 1.750 26.69 0.17 OCT10 225 23.250 28.16 -0.83 1.250 27.82 0.13 OCT10 230 28.000 29.37 -0.87 0.500 29.45 0.07 OCT10 240 37.250 30.20 -0.93 0.000 30.76 0.01 OCT10 260 56.750 36.30 -0.97 27.750 32.36 0.84 NOV10 180 4.000 34.38 -0.20 20.000 31.19 0.73 NOV10 190 6.250 32.03 -0.30 16.500 30.03 0.67 NOV10 195 8.000 31.22 -0.36 13.000 28.70 0.59 NOV10 200 9.750 29.98 -0.42 10.250 27.88 0.52 NOV10 205 12.250 29.95 -0.49 8.000 27.45 0.44 NOV10 210 14.750 28.76 -0.56 4.500 26.86 0.29 NOV10 220 21.250 28.36 -0.70 2.250 26.42 0.18 NOV10 230 29.750 29.90 -0.79 29.000 32.46 0.80 DEC10 180 5.250 33.12 -0.22 21.000 30.25 0.71 DEC10 190 8.000 31.95 -0.31 15.000 29.63 0.58 DEC10 200 11.500 30.05 -0.42 10.000 28.80 0.46 DEC10 210 16.500 28.92 -0.55 6.500 28.18 0.34 DEC10 220 23.000 28.80 -0.66 4.000 27.62 0.23 DEC10 230 30.250 27.98 -0.77 2.250 27.53 0.16 DEC10 240 38.750 27.55 -0.85 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 -0.97 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 16.000 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 7.750 27.87 0.32 MAR11 230 34.000 28.52 -0.68 5.500 27.81 0.25 MAR11 240 41.500 28.05 -0.76 1.250 27.23 0.07 MAR11 280 77.500 28.90 -0.92 +++ Kingfisher plc - Euro Phys FLEX Opt (KGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.100 29.60 0.58 16121 200 26.290 30.13 -0.42 +++ Kingfisher plc - STND FUT (KIG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 205.370 DEC10 Z 203.750 MAR11 H 204.150 JUN11 M 199.830 +++ Kudelski SA (KH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.400 +++ KGHM Polska Miedz SA (KHH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 106.300 +++ Kinnevik Investment AB (KIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 135.2000 +++ Klepierre (KLI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.2850 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 67.410 +++ Natixis (KN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3000 +++ Kone OYJ (KNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.2300 +++ Kuehne & Nagel Int AG (KNI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 104.900 +++ Coca-Cola Company (KO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.710 +++ Koninklijke KPN NV (KPN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.3250 +++ Royal KPN NV - STND FUT (KPN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 11.3270 OCT10 V 11.3320 NOV10 X 11.3400 DEC10 Z 11.3470 +++ 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 -0.11 0.3600 19.64 0.46 19110 1150 0.1900 20.11 0.29 19110 1200 17120 1000 0.1200 23.93 -0.15 17120 1400 2.6800 22.63 -0.96 +++ Royal KPN NV - Euro Phys FLEX Opt (KPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.4814 24.39 0.85 17120 1000 0.1218 23.93 -0.15 1.5909 22.00 0.69 16121 1000 0.6145 21.91 -0.31 +++ Royal KPN NV - Cash FLEX Fut (KPY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18021 11.3750 +++ Krones AG (KR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.1500 +++ Merck KGaA (KS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.8300 +++ Merck KGaA - Amer Phys FLEX Opt (KSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.3331 24.99 0.79 17090 6600 +++ Kingspan Group Plc (KSP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3270 +++ Fomento de Construcciones SA (KW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.4100 +++ Corning Inc (KWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.010 +++ Kimberly-Clark Corp (KYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.340 +++ Landi Renzo SpA (LAD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6175 +++ 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 125.540 DEC10 Z 125.770 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 128.320 +++ 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 21.500 36.61 0.99 SEP10 110 0.000 35.75 -0.01 12.000 32.70 0.90 SEP10 120 0.500 33.93 -0.11 8.000 33.41 0.76 SEP10 125 1.500 33.08 -0.24 4.750 33.29 0.58 SEP10 130 3.250 33.68 -0.42 2.250 31.03 0.37 SEP10 135 6.000 32.36 -0.62 0.750 29.00 0.18 SEP10 140 9.500 32.03 -0.79 0.250 27.28 0.06 SEP10 145 14.000 32.74 -0.90 0.000 25.12 0.01 SEP10 150 18.750 36.02 -0.94 0.000 24.40 0.00 SEP10 160 28.500 41.19 -0.98 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 -0.99 33.000 41.08 0.91 DEC10 100 1.500 41.70 -0.09 17.250 37.23 0.71 DEC10 120 5.250 36.23 -0.28 11.000 35.04 0.57 DEC10 130 9.250 35.14 -0.43 6.500 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 0.15 DEC10 160 30.250 33.39 -0.84 0.750 30.07 0.07 DEC10 170 39.250 33.48 -0.91 0.250 28.40 0.03 DEC10 180 48.750 33.69 -0.95 34.250 39.82 0.88 MAR11 100 3.750 40.20 -0.16 19.500 36.58 0.69 MAR11 120 9.750 36.99 -0.35 13.500 34.65 0.57 MAR11 130 14.500 35.53 -0.47 9.250 34.42 0.45 MAR11 140 20.500 34.91 -0.59 6.250 33.92 0.34 MAR11 150 27.750 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 ------- -------- ---------- ---------- ---------- ---------- 12.5300 +++ 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 13.6243 34.76 -1.00 0.0751 30.24 0.03 17120 5000 13.5740 30.24 -0.97 +++ Lafarge SA (LG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.3600 +++ Lafarge SA - STND FUT (LG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 36.3680 OCT10 V 36.3820 NOV10 X 36.4070 DEC10 Z 36.4300 +++ NextEra Energy Inc (LGA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.680