+++ RadioShack Corp (AA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.650 +++ Apple Computer Inc (AAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 243.280 +++ ABB Ltd (ABB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.620 +++ ABB Ltd - Amer Phys FLEX Opt (ABQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 190 0.250 30.16 -0.30 17090 200 0.689 27.91 -0.61 0.159 27.37 0.24 17090 205 0.074 27.32 0.13 17090 210 0.029 31.88 0.05 17090 220 0.007 66.35 0.01 17090 280 17120 190 1.014 31.19 -0.39 1.086 29.29 0.49 17120 200 0.387 27.08 0.24 17120 220 3.014 31.19 0.68 17061 180 1.375 31.44 -0.32 +++ ABB Ltd - Euro Phys FLEX Opt (ABX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20120 252 5.643 28.18 -0.94 20120 303 10.671 32.02 -0.99 17061 275 8.015 26.41 -0.90 31081 217 3.599 29.89 -0.57 +++ Abertis Infraestructuras SA (ABE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.0800 +++ Abertis Infraestructuras SA - STND FUT (ABE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 13.0830 OCT10 V 13.0880 NOV10 X 12.7960 DEC10 Z 12.8050 +++ Abertis Infraestructuras SA - Amer Phys FLEX Opt (CYQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1164 26.66 0.13 17120 1524 +++ Associated British Foods (ABF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1058.000 +++ Associated British Foods - STND FUT (ABF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1058.260 DEC10 Z 1044.080 MAR11 H 1046.150 JUN11 M 1039.570 +++ Associated British Foods PLC - STND OPT (ABR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 338.500 71.79 0.99 SEP10 720 0.000 41.04 0.00 298.250 3.33 1.00 SEP10 760 0.000 39.94 0.00 258.250 18.58 1.00 SEP10 800 0.000 38.77 0.00 218.250 26.83 1.00 SEP10 840 0.000 40.09 0.00 178.250 29.94 1.00 SEP10 880 0.250 33.59 -0.01 138.750 30.89 0.98 SEP10 920 0.500 30.04 -0.02 119.250 29.80 0.97 SEP10 940 0.750 28.53 -0.03 100.000 28.26 0.94 SEP10 960 1.250 27.35 -0.05 82.000 29.04 0.89 SEP10 980 2.500 26.01 -0.09 64.000 26.97 0.84 SEP10 1000 4.250 24.28 -0.14 26.000 23.12 0.57 SEP10 1050 16.750 22.17 -0.43 6.500 22.00 0.22 SEP10 1100 47.500 20.94 -0.79 1.250 23.09 0.05 SEP10 1150 92.000 16.89 -0.99 1.000 30.57 0.03 SEP10 1200 142.000 23.80 -1.00 0.750 44.69 0.02 SEP10 1300 242.250 39.34 -0.99 260.750 27.83 0.98 DEC10 800 3.500 30.53 -0.05 185.000 26.33 0.92 DEC10 880 7.500 26.12 -0.10 148.750 24.97 0.88 DEC10 920 12.000 24.50 -0.16 114.250 23.45 0.81 DEC10 960 19.000 23.10 -0.23 82.750 22.02 0.71 DEC10 1000 29.500 21.74 -0.34 26.500 19.44 0.38 DEC10 1100 77.500 18.96 -0.67 5.000 18.37 0.10 DEC10 1200 158.750 17.07 -0.93 0.750 24.15 0.02 DEC10 1400 355.250 11.13 -1.00 190.500 26.03 0.88 MAR11 880 17.750 25.59 -0.16 155.750 24.48 0.83 MAR11 920 23.750 23.92 -0.21 123.250 23.11 0.76 MAR11 960 32.750 22.77 -0.28 94.250 22.03 0.67 MAR11 1000 44.750 21.64 -0.36 40.000 19.87 0.40 MAR11 1100 92.500 19.55 -0.61 13.500 18.88 0.18 MAR11 1200 166.250 18.23 -0.84 1.250 19.33 0.02 MAR11 1400 355.250 14.99 -1.00 +++ Abengoa SA (ABG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.9000 +++ Abengoa SA - Cash Flex Future (WLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 18.9046 +++ Abbott Laboratories (ABT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.280 +++ Accor SA Ex event package (AC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.8100 +++ Accor SA Ex event package - STND FUT (AC /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 37.8100 DEC10 Z 37.8760 +++ Credit Agricole SA (ACA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.9450 +++ Credit Agricole SA - STND FUT (ACA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.9470 OCT10 V 9.9510 NOV10 X 9.9570 DEC10 Z 9.9640 +++ Credit Agricole SA - Euro Cash FLEX Opt (ACJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0261 45.36 0.06 17090 1159 0.2895 37.00 0.19 17061 1350 4.1551 37.00 -0.81 +++ Credit Agricole SA - Amer Phys FLEX Opt (ACQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 800 0.0300 63.29 -0.05 17090 1100 1.1400 45.12 -0.84 19110 880 0.5000 55.26 -0.27 17120 750 0.3326 62.86 -0.16 0.1881 40.02 0.18 17120 1250 17120 1846 8.5200 33.30 -1.00 1.2200 37.64 0.44 21122 1200 +++ Credit Agricole SA - Euro Phys FLEX Opt (ACX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.6466 53.32 0.69 17120 900 0.6751 53.32 -0.31 1.1592 37.64 0.42 21122 1200 3.9671 37.64 -0.58 +++ Acciona SA (ACC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.2900 +++ ACEA SpA (ACE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.7500 +++ ACE Ltd (ACL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.170 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 12.4450 +++ American Capital Ltd (AD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.090 +++ Adecco SA (ADC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.340 +++ Adecco SA - Amer Phys FLEX Opt (QVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 250 0.101 59.70 -0.02 +++ Admiral Group plc - Cash FLEX Fut (ADD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 1522.380 +++ Admiral Group plc (ADM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1522.000 +++ Aeroports de Paris (ADP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.6800 +++ Adidas AG (ADS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.1650 +++ Adidas AG - Amer Phys FLEX Opt (FKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.5161 28.91 0.31 18031 4600 +++ Adidas AG - Cash FLEX Fut (FKY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 40.1748 +++ Aker ASA (AE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 111.0000 +++ AEM SpA (AEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.1020 +++ A2A SpA - Euro Cash FLEX Opt (ASB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0061 22.94 0.20 17090 115 +++ BAE Systems plc (AER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 294.700 +++ BAE Systems plc - STND OPT (AER/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 54.750 37.61 0.99 SEP10 240 0.250 45.77 -0.02 35.000 31.73 0.97 SEP10 260 0.500 34.28 -0.05 16.500 25.91 0.82 SEP10 280 2.000 27.79 -0.19 9.500 26.22 0.62 SEP10 290 4.500 25.62 -0.38 4.000 24.15 0.38 SEP10 300 9.500 25.01 -0.61 1.750 25.49 0.20 SEP10 310 16.500 23.00 -0.83 1.000 29.31 0.11 SEP10 320 26.250 29.03 -0.89 0.750 34.48 0.08 SEP10 330 35.750 30.94 -0.95 0.500 37.96 0.05 SEP10 340 45.500 32.19 -0.98 0.000 29.11 0.00 SEP10 360 65.250 40.01 -0.99 0.000 29.87 0.00 SEP10 380 85.250 41.77 -1.00 0.000 30.73 0.00 SEP10 400 105.250 41.77 -1.00 0.000 31.52 0.00 SEP10 440 145.250 42.06 -1.00 55.250 31.71 0.97 OCT10 240 0.250 31.11 -0.03 36.500 29.63 0.90 OCT10 260 1.500 29.07 -0.10 20.500 28.51 0.71 OCT10 280 5.000 26.73 -0.28 13.500 26.39 0.59 OCT10 290 8.500 25.81 -0.41 8.500 25.68 0.44 OCT10 300 13.500 25.71 -0.56 4.750 25.03 0.30 OCT10 310 19.750 24.71 -0.70 2.500 24.67 0.19 OCT10 320 28.000 25.83 -0.80 1.250 24.32 0.10 OCT10 330 36.750 26.14 -0.88 0.500 24.42 0.05 OCT10 340 46.250 28.20 -0.92 0.000 24.59 0.01 OCT10 360 65.250 26.99 -0.99 0.000 25.76 0.00 OCT10 380 85.250 28.14 -1.00 55.250 29.21 0.97 NOV10 240 1.500 29.51 -0.08 36.750 28.00 0.88 NOV10 260 4.500 28.33 -0.20 21.000 26.48 0.70 NOV10 280 10.500 26.74 -0.39 15.000 26.28 0.58 NOV10 290 15.000 25.67 -0.50 10.000 25.81 0.45 NOV10 300 20.750 25.41 -0.61 6.500 25.69 0.33 NOV10 310 27.750 25.33 -0.71 4.250 25.55 0.23 NOV10 320 35.500 24.81 -0.80 1.500 25.92 0.10 NOV10 340 53.250 25.61 -0.91 56.000 31.73 0.94 DEC10 240 3.000 30.32 -0.12 22.500 26.85 0.67 DEC10 280 12.500 26.62 -0.39 12.000 26.22 0.45 DEC10 300 23.000 25.64 -0.59 5.500 25.35 0.26 DEC10 320 37.000 25.19 -0.76 2.500 25.59 0.13 DEC10 340 54.000 24.39 -0.88 1.000 25.91 0.07 DEC10 360 72.750 25.33 -0.94 0.500 26.36 0.03 DEC10 380 92.250 26.34 -0.97 0.250 26.90 0.02 DEC10 400 112.250 28.30 -0.98 0.000 28.04 0.00 DEC10 440 152.000 34.03 -0.99 57.500 30.63 0.88 MAR11 240 6.000 29.04 -0.17 41.000 28.58 0.77 MAR11 260 10.750 27.59 -0.27 27.000 26.45 0.62 MAR11 280 17.000 25.35 -0.40 17.000 25.55 0.46 MAR11 300 28.250 25.75 -0.54 10.250 25.00 0.32 MAR11 320 41.500 25.18 -0.68 5.750 24.63 0.21 MAR11 340 56.750 24.12 -0.80 3.250 24.78 0.13 MAR11 360 74.250 24.09 -0.88 +++ BAE Systems plc - STND FUT (BA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 294.770 DEC10 Z 288.270 MAR11 H 288.840 JUN11 M 279.430 +++ AGFA-Gevaert NV (AGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4000 +++ Altria Group Inc (AGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.490 +++ Altria Group Inc - Cash FLEX Fut (JLY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 21.434 +++ Aggreko (AGK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1419.000 +++ Aggreko - STND FUT (AGK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1419.350 DEC10 Z 1421.790 MAR11 H 1424.620 JUN11 M 1427.570 +++ Aegon NV - Amer Phys FLEX Opt (AFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 420 0.2500 42.00 -0.65 +++ Aegon NV (AGN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.0380 +++ Aegon NV - STND FUT (AGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.0390 OCT10 V 4.0410 NOV10 X 4.0430 DEC10 Z 4.0460 +++ Aegis Group (AGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 112.600 +++ Aegis Group- STND FUT (AGS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 111.500 DEC10 Z 111.690 MAR11 H 111.910 JUN11 M 110.320 +++ Anglo American plc (AHA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2340.000 +++ Anglo American plc - STND OPT (AHA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 741.000 66.94 1.00 SEP10 1600 0.000 60.41 0.00 541.500 50.80 0.99 SEP10 1800 1.500 54.92 -0.01 442.500 47.72 0.98 SEP10 1900 3.000 51.65 -0.03 346.000 44.78 0.95 SEP10 2000 5.500 45.29 -0.05 251.500 40.12 0.90 SEP10 2100 12.000 41.63 -0.11 167.000 38.38 0.78 SEP10 2200 27.500 38.94 -0.22 97.000 36.56 0.60 SEP10 2300 57.000 36.87 -0.40 47.500 34.93 0.39 SEP10 2400 106.000 34.56 -0.61 21.000 35.09 0.21 SEP10 2500 179.500 34.54 -0.79 8.500 35.77 0.10 SEP10 2600 267.500 35.51 -0.90 3.500 37.18 0.05 SEP10 2700 363.500 37.98 -0.95 1.500 39.81 0.02 SEP10 2800 460.000 2.00 -1.00 0.000 36.69 0.00 SEP10 3000 660.500 46.91 -0.99 0.000 36.41 0.00 SEP10 3200 860.500 57.09 -0.99 0.000 36.98 0.00 SEP10 3600 1260.000 2.00 -1.00 458.500 46.49 0.91 OCT10 1900 16.000 45.90 -0.09 369.500 44.28 0.86 OCT10 2000 26.500 43.45 -0.13 284.000 40.84 0.80 OCT10 2100 44.000 41.58 -0.21 210.000 39.42 0.70 OCT10 2200 69.000 39.70 -0.30 149.000 38.61 0.58 OCT10 2300 105.000 37.96 -0.42 95.500 36.55 0.45 OCT10 2400 156.000 37.30 -0.55 57.500 35.14 0.32 OCT10 2500 214.500 34.77 -0.68 33.500 34.58 0.21 OCT10 2600 292.500 35.09 -0.78 17.500 33.84 0.13 OCT10 2700 377.000 34.60 -0.87 8.000 32.64 0.07 OCT10 2800 468.500 34.76 -0.92 1.500 32.34 0.02 OCT10 3000 661.000 34.40 -0.98 479.000 44.44 0.87 NOV10 1900 38.500 45.32 -0.14 398.500 43.42 0.81 NOV10 2000 56.000 43.66 -0.19 322.000 41.76 0.74 NOV10 2100 78.500 41.68 -0.26 251.500 39.90 0.67 NOV10 2200 108.500 40.04 -0.33 191.500 38.66 0.58 NOV10 2300 148.000 38.68 -0.42 140.000 37.42 0.48 NOV10 2400 196.500 37.50 -0.52 98.500 36.37 0.39 NOV10 2500 255.000 36.41 -0.62 66.500 35.34 0.29 NOV10 2600 322.500 35.22 -0.71 26.500 33.49 0.15 NOV10 2800 484.500 34.08 -0.85 1462.000 58.81 1.00 DEC10 880 1.500 75.60 0.00 1382.500 57.09 1.00 DEC10 960 2.500 72.16 -0.01 1342.500 56.59 1.00 DEC10 1000 2.500 70.57 -0.01 1145.000 55.29 0.99 DEC10 1200 5.500 62.55 -0.02 951.500 53.76 0.97 DEC10 1400 11.000 56.79 -0.03 763.500 50.46 0.94 DEC10 1600 21.500 51.45 -0.07 585.000 46.94 0.88 DEC10 1800 41.000 46.95 -0.12 500.500 45.01 0.84 DEC10 1900 56.500 45.09 -0.16 421.500 43.53 0.79 DEC10 2000 77.500 43.54 -0.22 278.000 39.94 0.66 DEC10 2200 135.500 40.35 -0.34 169.000 37.77 0.50 DEC10 2400 221.500 37.31 -0.51 90.500 35.67 0.33 DEC10 2600 345.000 35.53 -0.67 43.500 34.17 0.20 DEC10 2800 499.500 34.39 -0.81 21.000 33.89 0.11 DEC10 3000 676.500 33.87 -0.90 9.000 33.31 0.05 DEC10 3200 865.500 33.50 -0.95 4.000 37.31 0.02 DEC10 3600 1260.000 33.03 -1.00 621.500 44.64 0.84 MAR11 1800 86.500 45.02 -0.18 470.500 42.01 0.75 MAR11 2000 138.500 42.44 -0.26 340.500 39.94 0.65 MAR11 2200 208.000 39.83 -0.37 231.500 37.61 0.52 MAR11 2400 302.500 37.66 -0.49 149.500 36.02 0.40 MAR11 2600 422.500 36.06 -0.61 92.500 34.81 0.28 MAR11 2800 564.500 34.52 -0.73 54.000 33.82 0.19 MAR11 3000 727.500 33.52 -0.82 32.000 33.49 0.13 MAR11 3200 905.000 33.00 -0.88 10.000 32.85 0.05 MAR11 3600 1283.500 32.57 -0.96 976.000 47.32 0.93 JUN11 1400 43.000 47.76 -0.08 809.000 46.15 0.88 JUN11 1600 76.000 45.75 -0.13 649.500 43.57 0.82 JUN11 1800 118.000 43.15 -0.20 505.500 41.20 0.73 JUN11 2000 176.000 40.99 -0.28 380.000 38.94 0.64 JUN11 2200 253.500 39.01 -0.37 281.000 37.74 0.54 JUN11 2400 351.000 37.32 -0.47 199.000 36.41 0.43 JUN11 2600 469.500 36.05 -0.58 134.000 34.96 0.33 JUN11 2800 607.000 34.92 -0.67 90.500 34.21 0.25 JUN11 3000 763.000 34.10 -0.76 58.500 33.34 0.18 JUN11 3200 930.500 33.20 -0.83 1484.500 63.58 0.97 DEC11 880 23.000 55.29 -0.03 1414.500 63.10 0.96 DEC11 960 29.000 53.70 -0.04 1380.000 62.58 0.95 DEC11 1000 34.000 53.54 -0.05 1209.500 58.89 0.92 DEC11 1200 66.000 52.54 -0.08 1043.000 54.59 0.88 DEC11 1400 101.500 49.89 -0.12 893.500 52.04 0.83 DEC11 1600 153.000 48.23 -0.17 752.500 49.13 0.77 DEC11 1800 216.000 46.57 -0.23 631.000 47.41 0.71 DEC11 2000 296.500 45.40 -0.29 418.500 43.41 0.57 DEC11 2400 477.000 41.27 -0.44 250.000 39.37 0.42 DEC11 2800 727.500 39.37 -0.58 150.000 37.74 0.30 DEC11 3200 1024.500 37.74 -0.71 709.500 49.17 0.71 JUN12 2000 368.500 45.30 -0.30 482.500 43.21 0.59 JUN12 2400 563.000 41.93 -0.42 318.500 40.00 0.46 JUN12 2800 809.500 40.00 -0.54 212.500 38.31 0.35 JUN12 3200 1098.000 38.31 -0.65 749.000 47.42 0.72 DEC12 2000 419.000 44.34 -0.29 541.000 43.00 0.61 DEC12 2400 634.500 42.64 -0.40 455.500 41.45 0.55 DEC12 2600 749.000 41.45 -0.45 389.000 40.68 0.50 DEC12 2800 878.000 40.68 -0.51 274.500 38.92 0.40 DEC12 3200 1154.500 38.92 -0.61 +++ Anglo American plc - Amer Phys FLEX Opt (AHO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2100 +++ Anglo American plc - Euro Phys FLEX Opt (AHV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 499.560 45.01 0.84 17120 1900 55.790 45.09 -0.16 +++ Anglo American plc - Amer Cash FLEX Opt (AHW/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2000 5.500 45.29 -0.05 17090 2200 27.500 38.95 -0.22 17090 2400 106.000 34.56 -0.62 +++ AEX High Dividend Index (AHI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.5800 +++ Koninklijke Ahold NV - Euro Cash FLEX Opt (AHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0182 22.12 0.09 17090 1038 +++ Koninklijke Ahold NV (AHL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.7150 +++ Koninklijke Ahold NV - STND FUT (AHL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.7170 OCT10 V 9.7210 NOV10 X 9.7270 DEC10 Z 9.7340 +++ Koninklijke Ahold NV - Amer Phys FLEX Opt (AHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 800 0.1000 31.11 -0.11 +++ Air Liquide SA (AI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 82.0600 +++ Air Liquide SA - STND FUT (AI /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 82.0770 OCT10 V 82.1130 NOV10 X 82.1630 DEC10 Z 82.2170 +++ Air Liquide - Euro Cash FLEX Opt (AIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1688 22.79 0.09 17090 8771 +++ Allied Irish Banks Plc (AIB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7610 +++ Air France-KLM (AIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.3700 +++ American International Group (AIG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.390 +++ Allied Irish Banks plc (AIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7610 +++ Huntington Bancshares Inc (AJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.360 +++ Arkema (AKE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.8600 +++ Akzo Nobel NV - Amer Phys FLEX Opt (AKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.7200 29.35 0.61 17061 4000 3.9500 29.78 -0.43 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 41.6650 +++ Akzo Nobel NV - STND FUT (AKZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.6740 OCT10 V 41.6920 NOV10 X 41.3800 DEC10 Z 41.4070 +++ Allergan Inc (AL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.020 +++ Corp Financiera Alba (ALB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.9000 +++ Alfa Laval AB (ALF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 108.2000 +++ Alliance Oil company Ltd. (ALI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 86.2000 +++ Almirall SA (ALM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.9900 +++ Alpha Bank AE (ALP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1000 +++ Alstom RPGT (ALS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.6400 +++ Alstom SA - Amer Phys FLEX Opt (ZWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0167 37.83 0.02 17090 4500 2.7000 30.33 0.38 16121 4400 +++ Alstom SA - Amer Cash FLEX Opt (ZWU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.7000 30.33 0.38 16121 4400 +++ Alstom SA - Euro Phys FLEX Opt (ZWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2247 29.42 0.18 17090 4000 2.5728 29.42 -0.82 +++ Allianz AG - Euro Cash FLEX Opt (ALJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0630 26.54 0.03 17090 8993 +++ Allianz AG - Amer Phys FLEX Opt (ALQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 7200 0.1228 33.65 -0.05 17090 8000 1.3771 26.28 -0.41 0.6186 24.37 0.25 17090 8400 17120 5000 0.3046 51.65 -0.03 17120 6200 0.7127 38.77 -0.08 17120 7000 1.5245 32.71 -0.18 17120 8000 4.2291 27.37 -0.43 16121 12000 42.4928 21.94 -0.96 9.2504 28.30 0.50 21122 8500 18.8141 27.59 -0.55 +++ Allianz AG (ALV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.9400 +++ Allianz AG - STND FUT (ALV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 80.9565 OCT10 V 80.9919 NOV10 X 81.0417 DEC10 Z 81.0949 +++ Allianz AG - Euro Phys FLEX Opt (ALX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.2887 25.51 0.43 17120 8400 6.1644 25.88 -0.57 2.4975 24.98 0.36 17120 8600 7.3650 25.33 -0.64 0.0528 25.53 0.01 17120 11100 29.7863 25.53 -0.99 0.0089 25.45 0.00 17120 12000 38.7160 25.45 -1.00 0.0082 34.00 0.00 17120 14000 58.6574 34.42 -1.00 17120 14130 59.9535 34.89 -1.00 0.0072 40.84 0.00 17120 16000 78.5986 41.66 -1.00 17061 7421 6.4182 29.80 -0.38 6.5048 27.54 0.50 17061 8000 8.9836 27.79 -0.50 16121 8500 13.6833 27.20 -0.55 16121 16000 80.8731 27.75 -0.98 +++ AMG Advanced Metallurgical Group NV (AM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.7700 +++ Anadarko Petroleum Corp (AMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.300 +++ AMBAC Financial Group Inc (AMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.560 +++ Amec (AME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 917.000 +++ Amec - STND FUT (AME/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 917.230 DEC10 Z 918.800 MAR11 H 920.630 JUN11 M 922.540 +++ Amgen Inc - Physical STND FUT (AGX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 51.191 OCT10 V 51.163 NOV10 X 51.130 DEC10 Z 51.104 +++ Amgen Inc (AMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.210 +++ Amlin (AML/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 406.400 +++ Amlin - STND FUT (AML/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 406.500 DEC10 Z 407.200 MAR11 H 408.010 JUN11 M 408.860 +++ Ameren Corp (AMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.890 +++ Amplifon SpA (AMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4700 +++ Amazon.Com Inc (AMZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 125.050 +++ Gannett Co Inc (AN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.230 +++ Andritz AG (AND/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.0000 +++ Ansaldo STS SpA (ANS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.4450 +++ Antofagasta (ANT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1032.000 +++ Antofagasta plc - STND FUT (ANT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1030.010 DEC10 Z 1031.770 MAR11 H 1033.830 JUN11 M 1032.220 +++ Antofagasta PLC - STND OPT (ATT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 352.750 83.34 0.99 SEP10 680 0.000 67.83 0.00 319.750 75.13 0.99 SEP10 713 0.250 65.00 0.00 280.750 66.19 0.99 SEP10 752 0.250 59.33 -0.01 241.000 58.00 0.99 SEP10 792 0.750 55.56 -0.01 202.250 51.06 0.98 SEP10 831 1.250 50.84 -0.02 162.750 45.08 0.96 SEP10 871 1.750 45.10 -0.04 124.000 39.79 0.93 SEP10 911 3.000 39.67 -0.07 88.250 36.85 0.86 SEP10 950 7.250 37.39 -0.15 56.000 34.64 0.72 SEP10 990 15.750 35.47 -0.29 10.500 33.49 0.24 SEP10 1089 70.250 34.88 -0.75 1.750 38.08 0.05 SEP10 1188 160.750 41.80 -0.93 1.500 67.51 0.03 SEP10 1386 357.250 65.61 -0.98 394.000 47.42 0.98 DEC10 640 3.000 48.86 -0.03 317.750 44.43 0.95 DEC10 720 7.000 45.46 -0.06 280.250 42.36 0.93 DEC10 760 10.500 44.22 -0.08 245.250 41.68 0.89 DEC10 800 15.000 42.84 -0.11 211.250 40.62 0.85 DEC10 840 21.250 41.81 -0.15 186.250 39.91 0.81 DEC10 871 27.250 40.82 -0.19 157.000 39.38 0.75 DEC10 911 37.250 39.91 -0.25 130.250 38.62 0.69 DEC10 950 49.500 39.12 -0.31 105.750 37.97 0.62 DEC10 990 65.000 38.47 -0.38 59.250 36.72 0.43 DEC10 1089 117.500 37.26 -0.57 30.750 36.23 0.27 DEC10 1188 188.000 36.89 -0.73 7.500 36.70 0.09 DEC10 1386 362.500 37.46 -0.91 399.500 42.67 0.95 MAR11 640 8.750 44.73 -0.05 328.500 41.84 0.91 MAR11 720 17.500 43.08 -0.10 294.250 41.03 0.88 MAR11 760 23.500 42.20 -0.13 262.500 40.59 0.84 MAR11 800 30.750 41.32 -0.16 232.250 40.03 0.80 MAR11 840 41.000 40.83 -0.20 203.250 39.24 0.76 MAR11 880 51.500 39.91 -0.24 177.750 39.18 0.71 MAR11 920 65.250 39.53 -0.29 153.750 38.68 0.66 MAR11 960 81.250 39.06 -0.34 131.250 37.98 0.60 MAR11 1000 98.500 38.30 -0.40 84.750 36.64 0.46 MAR11 1100 151.750 36.94 -0.54 51.750 35.57 0.33 MAR11 1200 219.000 36.02 -0.67 +++ Antofagasta plc - Amer Phys FLEX Opt (KFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 916.020 76.63 1.00 04100 116 899.030 73.48 1.00 12100 133 916.020 65.18 1.00 02110 116 +++ Time Warner Inc (AOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.800 +++ Time Warner Inc - Physical STND FUT (AOX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 29.804 OCT10 V 29.810 NOV10 X 29.819 DEC10 Z 29.827 +++ Time Warner Inc - Cash FLEX Fut (ZTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 29.804 +++ Accor SA (AOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.2100 +++ Atlas Copco AB-B (AP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 101.4000 +++ Leggett & Platt Inc (AQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.450 +++ Aareal Bank AG (AR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.5400 +++ Arcadis N.V (ARC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.0200 +++ 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 365.890 DEC10 Z 366.520 MAR11 H 367.250 JUN11 M 366.260 +++ ARM Holdings plc (ARM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 366.800 +++ ARM Holdings plc - STND OPT (ARM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 226.750 71.81 1.00 SEP10 140 0.000 76.22 0.00 206.750 71.25 1.00 SEP10 160 0.000 75.01 0.00 196.750 70.34 1.00 SEP10 170 0.000 73.21 0.00 186.750 69.42 1.00 SEP10 180 0.000 70.20 0.00 176.750 67.04 1.00 SEP10 190 0.000 67.95 0.00 166.750 65.48 1.00 SEP10 200 0.000 65.54 0.00 156.750 63.57 1.00 SEP10 210 0.000 62.39 0.00 146.750 61.49 1.00 SEP10 220 0.000 59.81 0.00 136.750 59.33 1.00 SEP10 230 0.000 56.47 0.00 126.750 57.17 1.00 SEP10 240 0.000 55.03 0.00 106.750 53.91 1.00 SEP10 260 0.000 52.84 0.00 86.750 51.82 1.00 SEP10 280 0.000 50.75 -0.01 66.750 49.63 1.00 SEP10 300 0.500 50.31 -0.03 57.000 48.97 0.96 SEP10 310 1.000 49.68 -0.06 47.750 48.57 0.91 SEP10 320 1.750 48.44 -0.10 39.000 47.57 0.85 SEP10 330 3.250 47.44 -0.15 31.250 46.95 0.78 SEP10 340 5.250 46.82 -0.22 24.250 47.31 0.68 SEP10 350 8.000 46.41 -0.31 18.250 46.60 0.58 SEP10 360 12.750 47.91 -0.42 10.250 49.01 0.39 SEP10 380 23.750 47.41 -0.62 5.000 49.63 0.23 SEP10 400 38.750 47.83 -0.78 166.750 49.93 0.99 DEC10 200 0.250 50.20 -0.01 146.750 46.05 0.98 DEC10 220 0.750 49.13 -0.02 137.250 47.06 0.97 DEC10 230 1.250 48.41 -0.03 127.750 46.32 0.96 DEC10 240 1.750 47.63 -0.04 109.250 45.43 0.93 DEC10 260 3.000 45.98 -0.07 91.250 43.25 0.90 DEC10 280 5.000 44.13 -0.11 74.500 42.10 0.84 DEC10 300 8.500 42.81 -0.16 59.250 41.27 0.76 DEC10 320 13.000 41.66 -0.24 46.000 40.29 0.67 DEC10 340 20.000 40.87 -0.33 34.500 39.48 0.58 DEC10 360 28.500 40.05 -0.42 26.000 39.70 0.48 DEC10 380 39.500 39.93 -0.52 19.000 39.67 0.38 DEC10 400 52.500 39.99 -0.62 131.000 43.64 0.93 MAR11 240 4.750 45.07 -0.07 113.750 42.74 0.89 MAR11 260 7.000 43.48 -0.11 97.250 41.84 0.85 MAR11 280 11.000 42.91 -0.16 82.250 41.07 0.79 MAR11 300 15.750 41.74 -0.21 68.250 40.26 0.73 MAR11 320 21.750 40.91 -0.27 56.000 39.39 0.66 MAR11 340 29.500 40.21 -0.34 44.750 38.31 0.58 MAR11 360 38.250 39.13 -0.42 36.000 38.22 0.51 MAR11 380 49.250 38.82 -0.49 28.750 38.25 0.44 MAR11 400 62.250 39.02 -0.56 +++ M&T Bank Corp (AS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 86.240 +++ ASML Holding NV (ASL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.6750 +++ ASML Holding NV - STND FUT (ASL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 19.6790 OCT10 V 19.6880 NOV10 X 19.7000 DEC10 Z 19.7130 +++ ASML Holding NV - Amer Phys FLEX Opt (FDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3300 35.34 0.18 17120 2400 0.0300 41.02 0.02 17120 3200 +++ Aspen Insurance Holdings Ltd (ASP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.230 +++ Assa Abloy AB (ASS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 147.7000 +++ Altri SGPS (AT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5970 +++ Atos Origin SA (AT0/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.5200 +++ Atlas Copco AB A shares (ATA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 112.4000 +++ Autogrill SPA (ATG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.1000 +++ Atkins (WS) (ATK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 680.000 +++ Atkins (WS) STND FUT (ATK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 680.170 DEC10 Z 681.340 MAR11 H 682.690 JUN11 M 684.110 +++ Actelion Ltd (ATL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.520 +++ AO Tatneft (ATO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.8800 +++ Atlantia SpA (ATS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.8700 +++ Atlantia SpA - STND FUT (AUT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.8730 OCT10 V 14.8795 NOV10 X 14.8887 DEC10 Z 14.5583 +++ Autonomy Corporation (AUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1560.000 +++ Autonomy Corporation STND FUT (AUC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1560.390 DEC10 Z 1563.070 MAR11 H 1566.180 JUN11 M 1569.420 +++ Grupo Ezentis SA (AVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.5670 +++ Ackermans & Van Haaren (AVH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.5100 +++ Eastman Chemical Co (AW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.800 +++ British Airways PLC (AWS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 211.000 +++ British Airways PLC - STND OPT (AWS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 51.000 41.96 1.00 SEP10 160 0.000 43.27 0.00 41.000 40.66 0.99 SEP10 170 0.000 41.95 -0.01 31.250 39.59 0.97 SEP10 180 0.250 40.64 -0.03 26.500 38.79 0.94 SEP10 185 0.500 39.50 -0.06 22.000 38.53 0.90 SEP10 190 1.000 39.50 -0.11 17.500 37.21 0.84 SEP10 195 1.750 38.77 -0.17 13.750 36.94 0.76 SEP10 200 2.750 38.05 -0.25 10.000 35.62 0.66 SEP10 205 4.250 36.77 -0.35 7.000 34.13 0.54 SEP10 210 6.000 35.52 -0.46 4.750 33.87 0.42 SEP10 215 8.750 35.11 -0.58 2.750 33.33 0.30 SEP10 220 12.000 34.73 -0.69 1.750 33.24 0.20 SEP10 225 15.750 34.01 -0.79 1.000 33.14 0.13 SEP10 230 20.000 34.01 -0.87 0.500 33.64 0.08 SEP10 235 24.500 33.75 -0.92 0.500 38.56 0.07 SEP10 240 29.250 33.65 -0.96 0.000 33.34 0.00 SEP10 260 49.000 34.60 -1.00 0.000 34.44 0.00 SEP10 280 69.000 35.80 -1.00 0.000 36.88 0.00 SEP10 300 89.000 38.45 -1.00 0.000 38.91 0.00 SEP10 310 99.000 39.90 -1.00 0.000 40.89 0.00 SEP10 320 109.000 41.82 -1.00 32.500 36.57 0.90 OCT10 180 1.750 39.05 -0.11 23.750 34.61 0.82 OCT10 190 3.250 37.51 -0.19 19.750 33.49 0.77 OCT10 195 4.500 36.95 -0.25 16.000 32.22 0.70 OCT10 200 6.000 36.65 -0.31 12.500 31.15 0.63 OCT10 205 7.750 35.55 -0.38 9.750 30.87 0.54 OCT10 210 9.750 34.85 -0.46 7.500 30.99 0.46 OCT10 215 12.500 34.89 -0.53 5.750 31.10 0.38 OCT10 220 15.750 35.14 -0.61 4.250 31.10 0.30 OCT10 225 19.250 35.34 -0.67 3.000 31.30 0.24 OCT10 230 23.000 35.69 -0.73 2.250 31.38 0.18 OCT10 235 27.000 35.69 -0.78 1.500 31.52 0.14 OCT10 240 31.250 35.79 -0.83 0.250 32.22 0.04 OCT10 260 49.500 37.37 -0.94 0.000 32.64 0.01 OCT10 280 69.000 38.21 -0.98 27.250 37.72 0.76 NOV10 190 4.500 32.78 -0.22 19.500 33.61 0.67 NOV10 200 9.750 38.15 -0.35 16.750 33.93 0.61 NOV10 205 12.000 38.12 -0.40 14.000 33.50 0.55 NOV10 210 14.750 38.97 -0.45 11.500 33.28 0.49 NOV10 215 17.500 38.64 -0.50 9.500 33.11 0.43 NOV10 220 20.000 38.07 -0.55 7.750 33.17 0.37 NOV10 225 23.250 37.92 -0.60 7.250 35.64 0.34 NOV10 230 27.000 38.69 -0.65 5.000 36.12 0.25 NOV10 240 34.000 36.90 -0.74 2.250 37.06 0.13 NOV10 260 52.750 44.54 -0.81 53.000 38.89 0.92 DEC10 160 2.500 43.20 -0.10 44.250 37.92 0.88 DEC10 170 4.000 42.44 -0.15 36.250 37.07 0.82 DEC10 180 6.500 42.07 -0.21 28.750 36.30 0.74 DEC10 190 9.500 41.85 -0.28 22.500 36.09 0.65 DEC10 200 13.500 41.56 -0.36 17.250 35.98 0.55 DEC10 210 18.250 41.25 -0.44 13.000 36.19 0.46 DEC10 220 23.750 40.89 -0.53 9.500 36.05 0.37 DEC10 230 30.250 40.89 -0.61 7.000 36.25 0.29 DEC10 240 37.250 40.29 -0.68 3.750 37.16 0.18 DEC10 260 53.250 40.28 -0.80 2.250 39.31 0.12 DEC10 280 70.750 38.83 -0.89 0.500 38.09 0.03 DEC10 320 109.250 40.53 -0.97 56.500 39.39 0.87 MAR11 160 7.000 45.52 -0.16 41.500 38.35 0.76 MAR11 180 13.250 45.42 -0.26 34.750 37.78 0.70 MAR11 190 16.500 44.08 -0.31 28.750 37.20 0.64 MAR11 200 21.000 43.93 -0.37 23.750 36.81 0.57 MAR11 210 25.750 43.18 -0.43 19.250 36.57 0.50 MAR11 220 31.000 42.28 -0.49 15.750 36.57 0.43 MAR11 230 37.000 41.73 -0.55 12.750 36.57 0.37 MAR11 240 43.750 41.30 -0.60 5.250 36.83 0.19 MAR11 280 76.000 42.67 -0.77 +++ British Airways plc - STND FUT (BAY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 211.050 DEC10 Z 211.410 MAR11 H 211.840 JUN11 M 212.270 +++ Aker Solutions ASA (AX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.8800 +++ 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 12.2730 NOV10 X 12.2800 DEC10 Z 12.2880 +++ AXA SA - Euro Cash FLEX Opt (CJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0483 43.81 0.09 17090 1396 1.3197 42.47 0.48 17061 1270 2.4009 42.47 -0.52 +++ AXA SA - Amer Phys FLEX Opt (CJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 1200 0.6400 44.94 -0.41 17120 1759 5.3300 33.88 -0.98 17120 2247 10.2050 30.11 -1.00 16091 1300 2.8296 42.06 -0.52 16091 1400 3.4473 40.14 -0.60 0.4900 35.30 0.21 16121 1759 0.4976 33.47 0.21 21122 1900 +++ AXA SA - Euro Phys FLEX Opt (CJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0003 47.56 0.00 17090 1700 4.7302 47.56 -1.00 1.3554 45.61 0.59 17120 1200 1.0551 45.61 -0.41 0.4783 39.75 0.31 17120 1400 2.1721 39.75 -0.69 0.1171 36.47 0.11 17120 1600 3.8050 36.47 -0.89 0.0474 34.67 0.05 17120 1700 4.7324 34.67 -0.95 0.0028 31.84 0.00 17120 1954 7.2203 31.84 -1.00 0.9542 40.64 0.39 17061 1368 3.0076 40.64 -0.61 16121 1563 4.7238 37.73 -0.68 16121 3127 19.3381 39.08 -0.98 +++ Axel Springer AG (AXE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 92.0000 +++ AEX Index (AXI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 316.4700 +++ Acergy SA (AY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 96.8500 +++ Azimut Holding SpA (AZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.7850 +++ AstraZeneca plc (AZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3228.000 +++ AstraZeneca plc - STND OPT (AZA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1228.500 44.13 1.00 SEP10 2000 0.000 45.44 0.00 829.000 39.91 1.00 SEP10 2400 0.000 44.85 0.00 629.500 37.19 1.00 SEP10 2600 0.500 40.61 -0.01 430.500 30.34 0.98 SEP10 2800 1.500 31.28 -0.02 332.000 27.70 0.96 SEP10 2900 3.000 27.89 -0.04 236.000 24.66 0.92 SEP10 3000 7.500 25.02 -0.09 149.000 23.26 0.79 SEP10 3100 19.500 23.17 -0.21 74.500 20.73 0.59 SEP10 3200 43.500 20.02 -0.41 26.000 18.78 0.31 SEP10 3300 98.500 19.38 -0.69 7.000 18.82 0.11 SEP10 3400 178.000 18.67 -0.89 0.500 20.86 0.01 SEP10 3600 372.000 18.29 -1.00 0.000 20.83 0.00 SEP10 3800 572.000 18.89 -1.00 632.000 28.24 0.99 OCT10 2600 4.000 33.06 -0.03 438.000 26.24 0.94 OCT10 2800 9.000 27.36 -0.06 257.000 23.28 0.83 OCT10 3000 26.500 23.38 -0.17 176.500 21.67 0.72 OCT10 3100 45.500 21.63 -0.28 109.000 20.31 0.57 OCT10 3200 78.000 20.29 -0.43 58.500 19.18 0.39 OCT10 3300 129.000 19.43 -0.61 28.500 18.82 0.23 OCT10 3400 198.500 19.01 -0.77 5.000 18.67 0.05 OCT10 3600 374.500 18.38 -0.95 1.000 20.79 0.01 OCT10 3800 572.000 18.32 -1.00 454.000 25.87 0.89 NOV10 2800 23.000 26.36 -0.11 283.500 23.38 0.77 NOV10 3000 51.000 23.44 -0.23 208.500 22.18 0.68 NOV10 3100 76.500 22.34 -0.33 146.000 21.28 0.56 NOV10 3200 113.000 21.32 -0.44 95.500 20.57 0.44 NOV10 3300 163.000 20.63 -0.57 58.500 19.94 0.31 NOV10 3400 225.500 20.00 -0.69 17.500 19.12 0.12 NOV10 3600 384.000 18.74 -0.89 4.500 19.20 0.04 NOV10 3800 573.500 19.05 -0.97 1632.000 44.10 1.00 DEC10 1600 0.000 39.18 0.00 1432.000 37.67 1.00 DEC10 1800 0.500 39.48 0.00 1233.000 33.59 1.00 DEC10 2000 1.000 36.48 -0.01 840.500 31.09 0.97 DEC10 2400 7.500 31.09 -0.03 649.000 28.21 0.93 DEC10 2600 16.500 28.54 -0.07 466.500 25.47 0.87 DEC10 2800 33.000 25.71 -0.14 300.000 22.99 0.75 DEC10 3000 67.000 23.24 -0.26 228.500 21.96 0.66 DEC10 3100 96.500 22.36 -0.34 168.500 21.41 0.56 DEC10 3200 134.000 21.47 -0.44 78.500 20.23 0.35 DEC10 3400 244.000 20.23 -0.66 30.000 19.58 0.17 DEC10 3600 398.000 20.01 -0.83 4.000 19.95 0.03 DEC10 4000 772.500 19.89 -0.99 848.000 29.53 0.95 MAR11 2400 30.500 29.03 -0.09 662.000 27.28 0.91 MAR11 2600 54.000 26.76 -0.15 486.500 25.31 0.83 MAR11 2800 90.500 24.64 -0.24 328.500 23.17 0.72 MAR11 3000 152.500 23.18 -0.37 201.500 21.85 0.56 MAR11 3200 242.500 21.73 -0.53 112.000 20.98 0.39 MAR11 3400 366.000 20.68 -0.69 54.000 20.14 0.23 MAR11 3600 519.000 19.90 -0.82 11.000 19.78 0.06 MAR11 4000 886.000 20.29 -0.94 853.500 28.96 0.94 JUN11 2400 51.000 28.20 -0.12 505.500 25.49 0.80 JUN11 2800 130.000 24.95 -0.27 351.500 23.27 0.69 JUN11 3000 190.000 23.00 -0.38 229.500 21.96 0.55 JUN11 3200 283.500 21.97 -0.51 144.500 21.46 0.40 JUN11 3400 404.000 21.18 -0.64 80.500 20.45 0.27 JUN11 3600 551.000 20.82 -0.75 24.000 19.89 0.10 JUN11 4000 898.000 20.55 -0.90 1439.500 37.15 0.99 DEC11 1800 31.000 33.58 -0.05 1246.000 34.90 0.97 DEC11 2000 41.500 30.38 -0.08 875.000 30.27 0.90 DEC11 2400 96.000 27.21 -0.16 533.500 25.20 0.77 DEC11 2800 200.000 24.52 -0.31 280.500 22.63 0.54 DEC11 3200 369.500 22.16 -0.51 134.000 21.45 0.32 DEC11 3600 626.500 20.67 -0.71 875.500 29.50 0.90 JUN12 2400 144.500 26.00 -0.21 546.000 25.23 0.75 JUN12 2800 274.500 23.88 -0.36 310.500 23.13 0.53 JUN12 3200 479.500 22.71 -0.53 160.500 21.65 0.34 JUN12 3600 776.000 23.82 -0.67 890.500 29.98 0.88 DEC12 2400 180.500 25.22 -0.23 568.000 25.41 0.73 DEC12 2800 309.500 22.60 -0.37 338.500 23.20 0.53 DEC12 3200 524.500 21.91 -0.53 169.500 20.50 0.34 DEC12 3600 819.000 22.81 -0.66 +++ AstraZeneca plc - Euro Cash FLEX Opt (AZJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.490 19.11 0.08 17090 3428 +++ AstraZeneca plc - STND FUT (AZN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3228.810 DEC10 Z 3234.350 MAR11 H 3123.910 JUN11 M 3130.390 +++ AstraZeneca plc - Amer Phys FLEX Opt (AZQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.650 19.84 0.03 17090 3500 17120 2200 3.120 33.78 -0.01 116.960 20.82 0.45 17120 3300 698.440 27.73 0.84 16121 2600 141.190 25.87 -0.23 +++ AstraZeneca plc - Euro Phys FLEX Opt (AZX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 1.220 36.48 -0.01 840.310 31.09 0.97 17120 2400 7.200 31.09 -0.03 466.090 25.47 0.87 17120 2800 33.060 25.71 -0.14 167.510 21.41 0.56 17120 3200 116.960 20.82 0.45 17120 3300 3.620 19.95 0.03 17120 4000 518.260 25.41 0.64 21122 2800 303.510 22.60 -0.36 407.270 24.00 0.54 20123 3000 514.910 22.02 -0.47 +++ Bauer AG (BAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.9200 +++ Bank of Ireland (BAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7560 +++ BASF SE (BAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.6350 +++ BASF SE - STND FUT (BAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.6435 OCT10 V 41.6617 NOV10 X 41.6873 DEC10 Z 41.7147 +++ BASF SE - Euro Cash FLEX Opt (BJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0442 29.57 0.04 17090 4658 +++ BASF SE - Amer Phys FLEX Opt (BJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 4000 1.0246 30.28 -0.33 16121 4400 7.5996 24.98 -0.62 2.1273 30.29 0.31 16121 5000 +++ BASF SE - Euro Phys FLEX Opt (BJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0167 30.67 0.02 17090 4800 6.3686 30.97 -0.98 16.7604 45.21 0.99 17120 2500 0.0853 48.75 -0.02 3.7412 31.51 0.63 17120 4000 2.0228 31.92 -0.37 1.3610 28.48 0.34 17120 4500 4.6101 28.68 -0.66 17061 3830 3.4559 27.16 -0.43 5.4908 33.90 0.55 16121 4000 5.3558 27.49 -0.47 5.5866 32.87 0.48 20123 4600 12.8790 27.98 -0.57 +++ Banco de Valencia SA (BAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.1800 +++ Societe BIC SA (BB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.8400 +++ BBA Aviation plc (BBA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 177.200 +++ BBA Aviation plc (BBA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 173.570 DEC10 Z 173.870 MAR11 H 174.220 JUN11 M 166.010 +++ Barclays plc - STND FUT (BAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 302.480 DEC10 Z 301.990 MAR11 H 300.090 JUN11 M 299.460 +++ Barclays plc - Euro Cash FLEX Opt (BBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.420 41.99 0.17 17090 331 +++ Barclays PLC (BBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 302.400 +++ Barclays PLC - STND OPT (BBL/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 103.000 99.03 0.98 SEP10 200 0.250 82.76 -0.01 83.250 82.30 0.97 SEP10 220 0.250 71.99 -0.02 63.500 66.64 0.95 SEP10 240 0.500 60.00 -0.04 45.000 61.33 0.88 SEP10 260 2.500 60.00 -0.11 28.000 53.80 0.76 SEP10 280 5.000 51.81 -0.23 20.250 50.03 0.67 SEP10 290 7.250 48.04 -0.33 13.750 46.80 0.55 SEP10 300 10.750 44.81 -0.45 8.750 44.40 0.42 SEP10 310 15.750 42.41 -0.58 5.000 42.27 0.29 SEP10 320 22.000 40.28 -0.72 2.750 41.99 0.19 SEP10 330 29.750 39.34 -0.83 1.500 41.99 0.11 SEP10 340 39.000 41.71 -0.89 0.750 41.99 0.06 SEP10 350 48.000 39.45 -0.95 0.250 41.99 0.03 SEP10 360 57.750 41.31 -0.97 0.000 41.99 0.01 SEP10 380 77.750 47.49 -0.98 0.000 41.99 0.00 SEP10 400 97.750 54.21 -0.99 0.000 41.99 0.00 SEP10 420 117.750 59.92 -0.99 0.000 41.99 0.00 SEP10 440 137.500 62.77 -1.00 0.000 41.99 0.00 SEP10 480 177.500 67.06 -1.00 85.250 68.29 0.92 OCT10 220 2.750 67.88 -0.07 66.750 60.36 0.88 OCT10 240 4.000 60.45 -0.12 49.500 54.98 0.81 OCT10 260 7.000 55.81 -0.19 34.000 50.62 0.70 OCT10 280 11.500 50.55 -0.30 27.250 48.16 0.63 OCT10 290 14.250 47.66 -0.37 21.000 46.06 0.55 OCT10 300 18.500 46.62 -0.45 15.750 44.43 0.47 OCT10 310 23.250 44.61 -0.53 11.250 42.30 0.38 OCT10 320 28.500 42.30 -0.62 7.500 40.32 0.30 OCT10 330 35.000 41.04 -0.70 5.000 39.03 0.22 OCT10 340 42.750 40.23 -0.77 3.500 38.88 0.16 OCT10 350 50.500 38.34 -0.84 3.500 43.72 0.15 OCT10 360 59.000 36.02 -0.91 1.750 45.06 0.09 OCT10 380 78.500 39.62 -0.94 1.250 47.74 0.06 OCT10 400 97.750 35.86 -0.99 0.250 48.63 0.02 OCT10 440 137.500 37.15 -1.00 54.750 54.36 0.77 NOV10 260 12.500 54.54 -0.24 40.000 49.75 0.68 NOV10 280 18.000 50.38 -0.33 33.250 47.85 0.62 NOV10 290 21.500 48.70 -0.39 27.250 46.16 0.56 NOV10 300 25.500 46.97 -0.44 22.000 44.49 0.50 NOV10 310 30.000 44.83 -0.51 17.000 42.46 0.43 NOV10 320 35.250 43.35 -0.57 13.000 41.18 0.36 NOV10 330 41.500 42.32 -0.64 9.750 39.96 0.30 NOV10 340 48.250 41.28 -0.70 5.000 37.67 0.18 NOV10 360 63.250 38.62 -0.81 262.500 87.61 1.00 DEC10 40 0.000 87.61 0.00 254.500 85.17 1.00 DEC10 48 0.000 85.17 0.00 242.500 85.17 1.00 DEC10 60 0.000 85.17 0.00 222.500 84.21 1.00 DEC10 80 0.000 84.21 0.00 214.500 84.21 1.00 DEC10 88 0.000 84.21 0.00 206.750 82.75 1.00 DEC10 96 0.250 82.75 0.00 202.750 81.79 1.00 DEC10 100 0.250 81.79 0.00 183.000 81.02 0.99 DEC10 120 0.500 81.02 -0.01 163.500 78.22 0.98 DEC10 140 1.250 78.22 -0.02 144.500 73.85 0.97 DEC10 160 2.250 73.85 -0.04 126.500 73.19 0.94 DEC10 180 4.250 73.19 -0.07 108.250 68.09 0.91 DEC10 200 6.000 68.09 -0.10 91.250 64.27 0.86 DEC10 220 9.000 64.27 -0.14 74.750 60.38 0.81 DEC10 240 12.750 60.38 -0.19 59.000 55.41 0.74 DEC10 260 16.750 55.41 -0.26 49.500 52.71 0.69 DEC10 273 20.500 52.71 -0.31 44.250 50.35 0.66 DEC10 280 23.000 52.00 -0.34 32.500 48.04 0.56 DEC10 300 30.250 48.04 -0.44 25.750 45.64 0.50 DEC10 312 35.750 45.64 -0.50 22.000 44.50 0.46 DEC10 320 40.000 44.50 -0.55 13.750 41.45 0.34 DEC10 340 51.750 41.45 -0.66 10.000 39.14 0.28 DEC10 351 58.750 39.14 -0.72 7.500 37.94 0.23 DEC10 360 65.500 37.94 -0.77 3.750 35.35 0.14 DEC10 380 81.500 35.35 -0.87 3.000 35.95 0.11 DEC10 390 91.000 35.95 -0.89 0.250 36.37 0.02 DEC10 467 165.250 36.37 -0.98 0.250 36.66 0.01 DEC10 480 179.000 45.30 -0.96 112.500 61.82 0.88 MAR11 200 11.750 62.59 -0.13 80.250 54.44 0.78 MAR11 240 19.250 54.21 -0.22 52.250 48.12 0.65 MAR11 280 31.750 48.33 -0.35 40.500 45.56 0.58 MAR11 300 40.000 45.56 -0.43 30.250 42.97 0.49 MAR11 320 50.000 43.33 -0.52 21.750 40.58 0.40 MAR11 340 61.500 40.88 -0.60 15.000 38.56 0.31 MAR11 360 74.750 38.85 -0.69 6.000 34.69 0.16 MAR11 400 105.750 35.16 -0.84 2.750 34.30 0.08 MAR11 440 141.500 32.91 -0.93 1.000 33.30 0.04 MAR11 480 179.750 30.15 -0.98 115.250 57.99 0.86 JUN11 200 15.750 58.56 -0.15 85.000 52.22 0.77 JUN11 240 25.000 51.74 -0.24 58.500 46.95 0.65 JUN11 280 38.000 46.05 -0.36 46.750 44.38 0.58 JUN11 300 46.500 43.81 -0.42 36.750 42.36 0.51 JUN11 320 57.750 42.93 -0.49 27.750 40.01 0.43 JUN11 340 68.750 40.74 -0.57 20.250 37.85 0.36 JUN11 360 81.000 38.36 -0.64 10.000 34.78 0.22 JUN11 400 110.250 35.08 -0.78 2.750 33.44 0.08 JUN11 480 181.750 32.07 -0.93 262.500 76.20 1.00 DEC11 40 0.250 76.20 0.00 254.500 75.34 1.00 DEC11 48 0.500 75.34 -0.01 242.500 74.06 1.00 DEC11 60 1.250 74.06 -0.01 223.000 72.13 0.99 DEC11 80 2.750 72.13 -0.02 215.500 71.27 0.99 DEC11 88 3.500 71.27 -0.03 207.750 69.88 0.98 DEC11 96 4.250 69.88 -0.03 186.500 67.03 0.96 DEC11 120 7.750 67.03 -0.06 169.500 64.33 0.93 DEC11 140 11.000 64.33 -0.08 153.250 61.62 0.90 DEC11 160 15.000 61.62 -0.11 137.750 59.18 0.87 DEC11 180 19.500 59.18 -0.14 121.500 54.86 0.84 DEC11 200 23.000 54.86 -0.17 92.000 48.74 0.76 DEC11 240 33.500 48.74 -0.25 68.250 45.20 0.65 DEC11 280 49.500 45.20 -0.35 45.500 40.06 0.53 DEC11 320 66.250 40.06 -0.47 36.250 37.99 0.47 DEC11 340 77.000 37.99 -0.53 29.000 36.69 0.41 DEC11 360 89.500 36.69 -0.59 17.250 34.09 0.29 DEC11 400 117.250 34.09 -0.71 5.500 31.00 0.12 DEC11 480 184.750 31.00 -0.88 130.750 57.64 0.82 JUN12 200 34.750 57.64 -0.18 107.500 55.24 0.75 JUN12 240 51.250 55.24 -0.25 83.250 50.02 0.67 JUN12 280 66.500 50.02 -0.34 63.250 46.40 0.58 JUN12 320 85.750 46.40 -0.42 47.000 43.49 0.49 JUN12 360 108.750 43.49 -0.52 34.500 41.50 0.40 JUN12 400 135.750 41.50 -0.60 133.750 54.66 0.82 DEC12 200 38.750 54.66 -0.19 113.500 53.83 0.75 DEC12 240 57.750 53.83 -0.25 91.750 50.08 0.68 DEC12 280 75.250 50.08 -0.32 70.250 45.35 0.60 DEC12 320 92.750 45.35 -0.41 53.000 42.09 0.51 DEC12 360 114.250 42.09 -0.49 37.750 38.69 0.42 DEC12 400 138.000 38.69 -0.58 12.250 29.84 0.20 DEC12 480 190.500 29.84 -0.80 +++ Barclays plc - Amer Phys FLEX Opt (BBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.030 41.99 0.00 17090 385 5.370 36.65 0.18 17120 370 17120 409 108.700 36.05 -0.93 1.010 36.16 0.04 17120 429 17120 487 185.760 45.30 -0.97 16121 273 46.250 45.82 -0.33 16121 340 16121 351 83.400 37.28 -0.57 +++ Barclays plc - Euro Phys FLEX Opt (BBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 300 10.460 44.81 -0.45 0.030 41.99 0.00 17090 385 25.640 45.64 0.50 17120 312 35.570 45.64 -0.50 17120 351 58.620 39.14 -0.73 7.430 37.94 0.23 17120 360 65.260 37.94 -0.77 16121 351 83.180 37.28 -0.57 16121 419 131.710 33.36 -0.76 +++ Banco BPI SA (BBP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.6290 +++ Baywa-Bayerische Warenvermit (BBW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.1300 +++ Balfour Beatty (BBY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 239.700 +++ Balfour Beatty STND FUT (BBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 239.760 DEC10 Z 240.170 MAR11 H 240.650 JUN11 M 241.150 +++ BRE Bank SA (BC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 254.000 +++ Barratt Developments (BDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 96.050 +++ Barratt Developments STND FUT (BDE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 96.070 DEC10 Z 96.240 MAR11 H 96.430 JUN11 M 96.630 +++ Beiersdorf AG (BDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.1850 +++ Benetton Group SpA (BE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3350 +++ Befimmo S.C.A. (BEF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.0000 +++ Bekaert (BEK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 160.0000 +++ Beni Stabili SpA (BEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6305 +++ Banco Espirito Santo SA (BES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4050 +++ Banco Espirito Santo SA - Phys FLEX Fut (YBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16121 3.3116 +++ BTG (BGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 201.000 +++ BTG - STND FUT (BGC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 201.050 DEC10 Z 201.400 MAR11 H 201.800 JUN11 M 202.210 +++ BG Group plc - STND FUT (BG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1049.760 DEC10 Z 1051.560 MAR11 H 1053.650 JUN11 M 1048.080 +++ BG Group plc (BGG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1049.500 +++ BG Group plc - STND OPT (BGG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 210.000 30.73 1.00 SEP10 840 2.500 59.82 -0.04 170.000 32.29 0.99 SEP10 880 2.500 49.54 -0.05 131.500 37.30 0.95 SEP10 920 2.500 39.81 -0.06 95.000 35.77 0.88 SEP10 960 5.500 36.07 -0.12 77.500 34.34 0.83 SEP10 980 8.000 34.87 -0.18 62.500 34.65 0.75 SEP10 1000 13.500 35.76 -0.26 33.500 36.22 0.52 SEP10 1050 34.000 36.61 -0.48 18.500 40.07 0.32 SEP10 1100 69.000 40.66 -0.68 10.500 44.79 0.19 SEP10 1150 112.000 46.30 -0.80 6.500 49.45 0.12 SEP10 1200 159.000 53.35 -0.86 4.500 54.67 0.08 SEP10 1250 207.500 61.11 -0.89 3.500 60.38 0.06 SEP10 1300 257.000 69.28 -0.91 2.000 69.07 0.04 SEP10 1400 356.500 85.74 -0.92 1.000 70.60 0.01 SEP10 1500 456.500 101.05 -0.93 139.500 35.59 0.87 OCT10 920 9.000 34.78 -0.13 107.000 34.32 0.79 OCT10 960 16.500 34.50 -0.21 92.500 34.42 0.74 OCT10 980 21.500 34.19 -0.26 79.500 34.82 0.68 OCT10 1000 28.500 34.45 -0.32 53.500 36.07 0.53 OCT10 1050 51.500 35.03 -0.47 34.000 36.41 0.39 OCT10 1100 83.000 35.96 -0.62 22.500 38.29 0.28 OCT10 1150 120.500 37.09 -0.73 15.500 40.48 0.20 OCT10 1200 165.500 40.80 -0.80 11.500 43.41 0.15 OCT10 1250 212.000 44.74 -0.85 8.000 45.18 0.11 OCT10 1300 261.000 50.14 -0.87 5.500 46.95 0.08 OCT10 1350 312.000 56.82 -0.88 149.000 34.29 0.82 NOV10 920 19.000 35.01 -0.19 121.000 34.80 0.74 NOV10 960 30.000 34.92 -0.26 96.000 34.84 0.65 NOV10 1000 45.500 35.16 -0.35 70.500 35.65 0.54 NOV10 1050 69.500 35.70 -0.46 51.000 36.08 0.43 NOV10 1100 100.500 36.41 -0.57 36.500 36.68 0.33 NOV10 1150 137.000 37.75 -0.66 28.500 38.88 0.26 NOV10 1200 178.500 39.73 -0.73 16.000 41.32 0.16 NOV10 1300 270.500 45.94 -0.81 221.500 34.79 0.90 DEC10 840 11.000 35.26 -0.10 188.500 34.93 0.85 DEC10 880 18.500 35.69 -0.16 158.500 35.07 0.79 DEC10 920 27.000 35.02 -0.21 130.500 34.79 0.72 DEC10 960 39.000 34.75 -0.28 106.000 34.65 0.64 DEC10 1000 54.000 34.62 -0.36 60.000 35.07 0.45 DEC10 1100 109.500 35.49 -0.55 35.000 36.83 0.29 DEC10 1200 187.500 39.28 -0.70 19.000 37.84 0.18 DEC10 1300 276.500 43.37 -0.78 14.500 42.53 0.13 DEC10 1400 378.500 53.40 -0.80 206.500 33.83 0.80 MAR11 880 35.000 34.68 -0.20 154.500 34.17 0.69 MAR11 960 60.000 33.75 -0.31 131.500 34.02 0.63 MAR11 1000 77.500 33.84 -0.37 85.000 33.70 0.48 MAR11 1100 130.500 33.55 -0.52 52.500 33.40 0.34 MAR11 1200 199.500 33.64 -0.66 18.000 33.21 0.15 MAR11 1400 379.500 40.75 -0.79 +++ BG Group plc - Amer Phys FLEX Opt (BGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 700 24.160 33.62 -0.11 77.470 33.39 0.35 16121 1300 +++ Bank BPH (BH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.100 +++ Biogen Idec Inc (BII/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.110 +++ Intesa Sanpaolo SpA - Euro Cash FLEX Opt (BIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1225 39.79 0.40 17120 240 0.3003 39.77 -0.60 +++ Intesa Sanpaolo SpA - STND FUT (BIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.2150 +++ Intesa Sanpaolo SpA - STND FUT (BIN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.2155 OCT10 V 2.2164 NOV10 X 2.2178 DEC10 Z 2.2192 +++ Intesa Sanpaolo SpA - Amer Phys FLEX Opt (BIQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 240 0.3012 39.77 -0.60 0.0213 33.27 0.12 17120 280 0.2033 45.81 0.36 20122 300 +++ Biomerieux (BIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.4500 +++ Boston Properties Inc (BJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.820 +++ Bank Zachodni WBK SA (BK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 187.900 +++ Berkeley Group Holdings (BKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 819.000 +++ Berkeley Group Holdings - STND FUT (BKL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 819.200 DEC10 Z 820.610 MAR11 H 822.240 JUN11 M 823.950 +++ Bankinter SA (BKT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1310 +++ Boliden AB (BL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 83.7500 +++ Boliden AB - Cash FLEX Fut (BLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 83.7813 +++ Belgacom SA (BLG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.1200 +++ BEL 20 Index (BLI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2457.460 +++ British Land Company PLC - STND OPT (BLC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 100.000 82.74 0.92 SEP10 360 0.000 43.11 -0.01 79.750 67.70 0.90 SEP10 380 0.250 41.76 -0.02 61.000 58.41 0.86 SEP10 400 0.500 32.35 -0.03 40.750 42.03 0.83 SEP10 420 1.250 28.75 -0.09 30.000 31.84 0.81 SEP10 430 2.750 28.79 -0.17 20.750 26.64 0.74 SEP10 440 4.000 26.04 -0.25 13.500 24.69 0.61 SEP10 450 6.750 24.22 -0.38 8.250 24.15 0.46 SEP10 460 11.500 24.06 -0.55 4.500 24.05 0.30 SEP10 470 17.750 23.04 -0.71 2.000 22.71 0.17 SEP10 480 25.500 23.00 -0.83 0.000 7.62 0.00 SEP10 520 64.000 31.49 -0.97 0.000 3.95 0.00 SEP10 560 103.500 23.53 -1.00 100.000 40.32 0.91 DEC10 360 3.500 32.51 -0.09 61.000 28.80 0.85 DEC10 400 8.500 28.79 -0.20 45.000 27.12 0.74 DEC10 420 13.500 27.42 -0.29 31.000 25.66 0.62 DEC10 440 20.000 25.79 -0.40 20.250 24.57 0.48 DEC10 460 29.500 24.82 -0.53 12.750 24.36 0.35 DEC10 480 42.000 24.36 -0.66 4.750 24.51 0.16 DEC10 520 74.000 24.69 -0.84 2.250 26.52 0.08 DEC10 560 111.000 25.31 -0.94 65.750 29.37 0.77 MAR11 400 17.000 28.23 -0.27 50.000 26.91 0.69 MAR11 420 23.250 27.05 -0.35 37.500 25.86 0.59 MAR11 440 31.000 25.80 -0.44 27.000 24.96 0.48 MAR11 460 41.000 24.91 -0.54 19.750 24.84 0.39 MAR11 480 54.250 24.94 -0.63 9.750 24.67 0.23 MAR11 520 84.000 24.21 -0.78 4.750 24.84 0.13 MAR11 560 119.250 24.77 -0.88 +++ British Land Co (BLN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 456.400 +++ British Land Co - STND FUT (BLN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 456.510 DEC10 Z 450.790 MAR11 H 445.170 JUN11 M 439.590 +++ British Land Company PLC - Amer Phys FLEX Opt (XBO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 267 10.150 39.16 -0.09 +++ BHP Billiton plc - Euro Cash FLEX Opt (BHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 10.310 31.07 0.16 17090 1929 +++ BHP Billiton - STND FUT (BHP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1802.950 DEC10 Z 1806.050 MAR11 H 1779.380 JUN11 M 1783.070 +++ BHP Billiton plc - Amer Phys FLEX Opt (BHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15062 1900 471.510 41.14 -0.45 +++ BHP Billiton plc - Euro Phys FLEX Opt (BHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.110 33.30 0.00 17090 2200 +++ BHP Billiton plc (BLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1831.500 +++ BHP Billiton plc - STND OPT (BLT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 431.500 49.65 1.00 SEP10 1400 1.000 54.02 -0.01 332.000 45.50 1.00 SEP10 1500 3.000 48.64 -0.04 233.000 41.72 0.97 SEP10 1600 5.500 39.21 -0.08 185.000 40.27 0.94 SEP10 1650 10.500 37.49 -0.13 136.500 34.39 0.90 SEP10 1700 19.000 36.00 -0.22 94.000 32.85 0.79 SEP10 1750 31.500 34.43 -0.33 58.500 31.69 0.62 SEP10 1800 51.000 32.99 -0.48 33.000 31.21 0.42 SEP10 1850 78.000 31.52 -0.63 17.500 31.01 0.26 SEP10 1900 113.500 30.95 -0.77 8.500 31.12 0.14 SEP10 1950 154.000 29.86 -0.88 3.500 30.24 0.07 SEP10 2000 200.000 29.20 -0.94 0.500 31.42 0.02 SEP10 2100 297.500 26.57 -1.00 0.000 33.30 0.00 SEP10 2200 397.000 23.47 -1.00 0.000 41.48 0.00 SEP10 2400 597.000 13.74 -1.00 0.000 47.50 0.00 SEP10 2600 797.000 33.03 -1.00 0.000 52.38 0.00 SEP10 2800 997.000 35.74 -1.00 334.000 45.60 0.96 OCT10 1500 13.500 42.89 -0.10 238.500 39.66 0.90 OCT10 1600 25.000 38.94 -0.17 154.000 36.37 0.74 OCT10 1700 47.500 36.35 -0.30 119.000 35.21 0.64 OCT10 1750 63.000 34.84 -0.38 88.000 33.54 0.54 OCT10 1800 83.500 33.55 -0.47 63.500 32.56 0.44 OCT10 1850 109.000 32.52 -0.56 44.500 32.03 0.35 OCT10 1900 140.500 31.96 -0.66 30.500 31.66 0.26 OCT10 1950 175.000 30.93 -0.74 20.000 31.06 0.19 OCT10 2000 214.500 30.28 -0.82 7.500 30.32 0.09 OCT10 2100 303.000 29.94 -0.92 2.500 30.08 0.04 OCT10 2200 399.000 29.94 -0.97 0.500 31.72 0.01 OCT10 2400 597.000 29.12 -1.00 341.000 43.06 0.89 NOV10 1500 30.500 41.89 -0.15 254.500 39.17 0.79 NOV10 1600 48.000 39.09 -0.23 181.000 36.83 0.67 NOV10 1700 75.500 36.74 -0.33 149.000 35.87 0.61 NOV10 1750 92.500 35.47 -0.39 119.500 34.61 0.54 NOV10 1800 115.500 35.06 -0.46 95.000 33.79 0.47 NOV10 1850 141.000 34.13 -0.53 73.000 32.84 0.40 NOV10 1900 169.500 33.39 -0.60 42.000 31.85 0.27 NOV10 2000 237.500 32.20 -0.73 12.000 31.16 0.10 NOV10 2200 406.500 30.68 -0.91 1191.500 84.16 1.00 DEC10 640 0.000 65.24 0.00 1111.500 81.64 1.00 DEC10 720 0.500 63.66 0.00 1031.500 78.77 1.00 DEC10 800 1.000 61.12 0.00 951.500 74.47 1.00 DEC10 880 2.000 59.20 -0.01 871.500 71.60 1.00 DEC10 960 3.000 56.59 -0.01 831.500 66.93 1.00 DEC10 1000 4.000 55.47 -0.02 633.000 56.67 0.98 DEC10 1200 10.500 48.92 -0.05 438.000 44.35 0.92 DEC10 1400 28.000 43.78 -0.12 271.500 39.41 0.75 DEC10 1600 63.500 38.91 -0.25 200.500 36.98 0.66 DEC10 1700 93.000 36.59 -0.34 140.500 35.12 0.55 DEC10 1800 135.000 35.29 -0.45 94.000 33.66 0.43 DEC10 1900 186.000 33.14 -0.58 58.000 32.15 0.31 DEC10 2000 252.500 32.37 -0.69 21.000 31.40 0.14 DEC10 2200 414.000 30.98 -0.87 6.000 30.43 0.05 DEC10 2400 599.000 27.97 -0.97 3.000 32.56 0.02 DEC10 2600 797.500 29.62 -0.99 1.500 34.63 0.01 DEC10 2800 997.000 29.89 -1.00 458.000 41.96 0.85 MAR11 1400 57.500 40.92 -0.17 307.500 38.62 0.72 MAR11 1600 108.500 37.20 -0.30 240.000 36.55 0.64 MAR11 1700 145.000 35.66 -0.38 183.500 35.07 0.56 MAR11 1800 190.500 34.25 -0.47 134.500 33.57 0.47 MAR11 1900 245.500 33.07 -0.56 97.000 32.63 0.38 MAR11 2000 310.000 32.23 -0.64 47.000 31.34 0.22 MAR11 2200 461.500 30.73 -0.79 21.000 30.51 0.12 MAR11 2400 637.500 30.13 -0.89 8.000 29.45 0.05 MAR11 2600 824.000 28.60 -0.96 2.500 27.98 0.02 MAR11 2800 1018.000 25.92 -0.99 831.500 47.53 1.00 JUN11 1000 24.500 48.70 -0.06 642.000 44.70 0.91 JUN11 1200 44.500 43.60 -0.11 476.500 40.96 0.82 JUN11 1400 82.500 39.93 -0.20 334.500 38.01 0.70 JUN11 1600 141.000 36.84 -0.31 270.000 36.15 0.63 JUN11 1700 178.500 35.28 -0.38 216.000 35.08 0.56 JUN11 1800 224.500 34.06 -0.45 168.000 33.78 0.48 JUN11 1900 279.000 33.08 -0.53 129.000 32.94 0.41 JUN11 2000 342.000 32.46 -0.60 73.000 31.55 0.27 JUN11 2200 489.500 31.65 -0.73 40.000 30.67 0.17 JUN11 2400 655.500 30.67 -0.83 10.000 29.48 0.06 JUN11 2800 1019.500 24.97 -0.98 880.000 53.47 0.93 DEC11 960 36.500 44.80 -0.07 841.500 51.00 0.92 DEC11 1000 54.000 48.01 -0.09 665.500 44.46 0.87 DEC11 1200 88.000 43.46 -0.15 526.000 43.35 0.78 DEC11 1400 151.000 42.17 -0.24 406.500 42.00 0.68 DEC11 1600 234.000 41.07 -0.33 322.000 42.50 0.59 DEC11 1800 341.000 40.37 -0.43 242.000 41.17 0.49 DEC11 2000 467.500 39.99 -0.52 134.000 39.64 0.33 DEC11 2400 771.500 40.29 -0.67 71.500 38.59 0.20 DEC11 2800 1093.500 37.00 -0.82 442.000 41.50 0.68 JUN12 1600 338.500 46.77 -0.33 360.000 41.65 0.60 JUN12 1800 410.000 41.33 -0.41 289.000 41.19 0.52 JUN12 2000 537.500 40.95 -0.49 187.500 40.92 0.38 JUN12 2400 831.000 40.58 -0.63 541.000 37.93 0.77 DEC12 1400 263.500 44.44 -0.26 468.500 41.00 0.68 DEC12 1600 358.500 43.07 -0.33 399.500 42.00 0.61 DEC12 1800 473.000 42.37 -0.40 344.000 42.82 0.55 DEC12 2000 602.000 41.99 -0.47 241.500 42.31 0.43 DEC12 2400 885.000 40.90 -0.59 174.500 42.42 0.34 DEC12 2800 1194.000 39.00 -0.70 +++ Bolsas y Mercados Espanoles (BME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.5200 +++ Koninklijke BAM Groep NV (BMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.9500 +++ Koninklijke BAM Groep NV - Cash FLEX Fut (KPD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 3.9510 +++ BMW AG - PFD (BMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.2300 +++ Bayerische Motoren Werke (BMW) AG (BMW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.6650 +++ Bayerische Motoren Werke (BMW) AG - STND FUT (BMW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.6735 OCT10 V 41.6917 NOV10 X 41.7174 DEC10 Z 41.7448 +++ Danone - Euro Cash FLEX Opt (BKJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1601 20.90 0.16 17090 4440 +++ Danone - Euro Phys FLEX Opt (BKX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.9409 23.36 0.49 17120 4300 2.4094 23.36 -0.51 +++ Danone (BN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.4050 +++ Danone - STND FUT (BN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 42.4140 OCT10 V 42.4320 NOV10 X 42.4580 DEC10 Z 42.4860 +++ BNP Paribas - Euro Cash FLEX Opt (BNJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0944 37.61 0.06 17090 5632 +++ BNP Paribas SA (BNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.3700 +++ BNP Paribas SA - STND FUT (BNP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 49.3800 OCT10 V 49.4020 NOV10 X 49.4320 DEC10 Z 49.4650 +++ BNP Paribas - Amer Phys FLEX Opt (BNQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4400 0.4400 51.74 -0.14 20.7883 68.66 0.95 17120 2916 0.4929 68.66 -0.05 17120 6220 13.2600 33.83 -0.88 +++ BNP Paribas - Euro Phys FLEX Opt (BNX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.0330 37.29 0.34 17120 5500 7.5012 37.29 -0.66 +++ Beneteau (BNT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.4800 +++ Bunzl (BNZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 711.000 +++ Bunzl - STND FUT (BNZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 711.180 DEC10 Z 712.400 MAR11 H 713.810 JUN11 M 715.300 +++ Bank of Ireland (BO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7290 +++ Bank of America Corp (BOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.460 +++ Boeing Company (BOE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.700 +++ Boskalis Westminster (BOS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.4400 +++ Bodycote plc (BOY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 225.700 +++ Bodycote plc - STND FUT (BOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 225.760 DEC10 Z 226.140 MAR11 H 226.590 JUN11 M 227.060 +++ BP PLC (BP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 380.600 +++ BP PLC - STND OPT (BP /O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 180.750 73.23 1.00 SEP10 200 0.000 78.77 0.00 160.750 65.73 1.00 SEP10 220 0.000 72.06 0.00 140.750 61.33 1.00 SEP10 240 0.000 68.61 0.00 120.750 57.44 1.00 SEP10 260 0.000 63.08 0.00 100.750 53.85 1.00 SEP10 280 0.000 56.87 -0.01 81.000 50.64 0.99 SEP10 300 0.250 52.15 -0.02 61.500 48.28 0.95 SEP10 320 0.750 48.00 -0.05 43.000 44.77 0.88 SEP10 340 1.750 42.24 -0.10 26.500 41.53 0.74 SEP10 360 5.000 38.65 -0.24 19.500 40.40 0.64 SEP10 370 8.500 39.65 -0.36 13.250 38.27 0.53 SEP10 380 11.750 36.10 -0.47 9.000 38.66 0.41 SEP10 390 18.000 37.84 -0.60 5.750 38.19 0.29 SEP10 400 24.250 36.00 -0.72 3.500 38.19 0.20 SEP10 410 31.000 29.88 -0.86 2.250 38.85 0.14 SEP10 420 40.000 29.21 -0.93 1.000 35.94 0.07 SEP10 430 49.500 29.04 -0.97 0.500 36.77 0.04 SEP10 440 59.500 27.33 -0.99 0.000 36.17 0.01 SEP10 460 79.500 25.32 -1.00 0.000 38.15 0.00 SEP10 480 99.500 29.37 -1.00 0.000 36.48 0.00 SEP10 500 119.500 30.21 -1.00 0.000 36.92 0.00 SEP10 520 139.500 30.21 -1.00 0.000 38.50 0.00 SEP10 560 179.500 31.73 -1.00 0.000 42.20 0.00 SEP10 600 219.500 35.00 -1.00 0.000 41.18 0.00 SEP10 640 259.500 36.32 -1.00 0.000 42.06 0.00 SEP10 680 299.500 41.37 -1.00 0.000 41.43 0.00 SEP10 720 339.500 42.59 -1.00 64.750 45.13 0.88 OCT10 320 4.250 46.01 -0.12 48.000 42.46 0.80 OCT10 340 7.250 42.63 -0.20 33.000 40.00 0.68 OCT10 360 12.000 39.66 -0.32 26.250 38.14 0.61 OCT10 370 15.250 38.40 -0.39 20.750 37.57 0.53 OCT10 380 19.750 37.69 -0.47 15.750 36.77 0.45 OCT10 390 24.500 36.20 -0.55 11.750 35.97 0.37 OCT10 400 30.750 36.01 -0.63 8.750 35.89 0.30 OCT10 410 37.500 35.24 -0.70 6.250 35.48 0.24 OCT10 420 45.250 35.32 -0.77 4.250 34.94 0.18 OCT10 430 53.250 34.35 -0.83 3.250 35.23 0.14 OCT10 440 62.250 35.04 -0.87 1.500 34.71 0.07 OCT10 460 80.250 32.75 -0.95 0.500 34.69 0.03 OCT10 480 99.750 35.63 -0.97 0.250 34.69 0.02 OCT10 500 119.500 37.65 -0.98 0.000 35.21 0.00 OCT10 540 159.500 44.35 -0.99 0.000 34.44 0.00 OCT10 560 179.500 48.35 -0.99 69.000 43.70 0.83 NOV10 320 7.750 43.35 -0.17 53.250 41.36 0.75 NOV10 340 12.000 41.52 -0.25 39.750 40.09 0.65 NOV10 360 18.000 39.15 -0.34 33.000 38.46 0.60 NOV10 370 21.750 38.19 -0.40 27.750 38.02 0.54 NOV10 380 26.000 37.41 -0.46 22.750 37.30 0.48 NOV10 390 31.250 36.64 -0.52 18.250 36.22 0.42 NOV10 400 37.250 36.37 -0.58 11.750 35.57 0.31 NOV10 420 50.250 35.10 -0.70 7.250 35.23 0.22 NOV10 440 66.000 35.20 -0.79 182.500 65.68 0.98 DEC10 200 1.750 67.73 -0.03 143.750 56.50 0.95 DEC10 240 2.750 56.89 -0.05 125.000 52.57 0.93 DEC10 260 3.750 52.57 -0.07 106.750 49.39 0.90 DEC10 280 5.500 49.57 -0.10 89.000 46.37 0.86 DEC10 300 7.500 45.47 -0.14 72.250 43.08 0.81 DEC10 320 10.500 42.65 -0.19 57.250 41.31 0.73 DEC10 340 15.500 40.85 -0.27 43.750 39.74 0.65 DEC10 360 21.500 38.52 -0.35 32.000 38.00 0.55 DEC10 380 30.000 37.23 -0.45 22.500 36.49 0.45 DEC10 400 41.000 36.13 -0.56 15.250 35.18 0.34 DEC10 420 53.250 34.64 -0.66 10.000 34.62 0.25 DEC10 440 68.000 33.76 -0.76 6.500 34.41 0.18 DEC10 460 84.500 33.10 -0.83 4.250 34.08 0.13 DEC10 480 102.500 33.19 -0.89 2.750 34.65 0.09 DEC10 500 121.000 32.98 -0.93 1.750 34.21 0.06 DEC10 520 140.000 32.45 -0.96 0.750 34.98 0.03 DEC10 560 179.500 33.18 -0.99 0.250 36.36 0.01 DEC10 600 219.500 30.04 -1.00 0.250 38.23 0.01 DEC10 640 259.500 30.03 -1.00 0.250 40.65 0.01 DEC10 680 299.500 30.29 -1.00 0.250 43.39 0.01 DEC10 720 339.500 30.77 -1.00 184.500 59.71 0.96 MAR11 200 3.000 56.53 -0.04 147.500 53.16 0.92 MAR11 240 6.000 50.74 -0.08 112.000 47.03 0.86 MAR11 280 11.000 45.61 -0.14 80.000 42.35 0.77 MAR11 320 19.000 40.99 -0.24 66.000 40.83 0.71 MAR11 340 24.750 39.18 -0.30 53.250 39.13 0.64 MAR11 360 32.000 37.72 -0.37 41.750 37.39 0.56 MAR11 380 40.750 36.11 -0.45 32.500 36.58 0.48 MAR11 400 51.500 35.20 -0.53 24.250 35.24 0.40 MAR11 420 63.000 33.45 -0.61 17.750 34.23 0.33 MAR11 440 76.750 32.58 -0.69 12.500 33.20 0.26 MAR11 460 92.000 31.68 -0.76 8.750 32.51 0.20 MAR11 480 108.000 30.71 -0.82 5.000 32.94 0.12 MAR11 520 143.500 28.77 -0.92 2.500 32.57 0.07 MAR11 560 181.500 27.45 -0.97 1.250 33.06 0.04 MAR11 600 220.750 26.78 -0.99 0.750 33.97 0.02 MAR11 640 260.250 26.38 -1.00 0.500 35.26 0.02 MAR11 680 300.000 26.78 -1.00 0.500 36.89 0.01 MAR11 720 340.000 27.05 -1.00 186.250 58.02 0.94 JUN11 200 5.000 52.50 -0.06 149.750 50.82 0.90 JUN11 240 9.250 47.46 -0.10 115.000 44.58 0.84 JUN11 280 15.500 43.14 -0.17 84.500 40.87 0.75 JUN11 320 26.000 40.07 -0.26 59.000 37.88 0.63 JUN11 360 40.250 37.00 -0.38 48.500 37.06 0.56 JUN11 380 49.500 35.79 -0.45 38.750 35.72 0.50 JUN11 400 60.250 34.90 -0.51 30.750 34.86 0.43 JUN11 420 72.000 33.83 -0.58 24.250 34.16 0.37 JUN11 440 84.500 32.30 -0.65 18.500 33.21 0.30 JUN11 460 99.250 31.65 -0.71 14.250 32.91 0.25 JUN11 480 114.500 30.56 -0.77 4.750 31.68 0.10 JUN11 560 185.000 28.13 -0.93 2.750 31.74 0.07 JUN11 600 223.500 27.71 -0.96 1.750 31.93 0.04 JUN11 640 262.500 27.85 -0.98 0.500 32.26 0.02 JUN11 720 341.750 28.11 -0.99 187.500 53.80 0.94 DEC11 200 11.250 50.86 -0.09 153.500 49.34 0.88 DEC11 240 17.250 45.85 -0.14 121.750 45.12 0.82 DEC11 280 24.500 40.58 -0.20 93.250 41.42 0.73 DEC11 320 40.500 40.19 -0.30 69.000 38.63 0.63 DEC11 360 56.500 37.30 -0.39 49.250 36.34 0.52 DEC11 400 77.250 35.25 -0.50 33.500 34.24 0.41 DEC11 440 100.750 32.54 -0.62 22.750 33.15 0.31 DEC11 480 128.500 30.42 -0.72 9.500 31.34 0.16 DEC11 560 197.250 29.67 -0.86 4.000 30.85 0.08 DEC11 640 271.500 28.43 -0.94 1.500 29.70 0.03 DEC11 720 348.750 27.26 -0.98 157.000 49.66 0.87 JUN12 240 28.750 48.51 -0.17 99.500 41.66 0.72 JUN12 320 53.000 41.01 -0.31 75.500 38.42 0.63 JUN12 360 68.250 37.23 -0.39 55.500 35.66 0.53 JUN12 400 87.500 34.29 -0.49 41.000 34.45 0.44 JUN12 440 110.250 31.58 -0.60 30.500 33.66 0.35 JUN12 480 138.500 30.16 -0.69 158.750 48.19 0.86 DEC12 240 31.500 44.16 -0.17 130.250 44.58 0.79 DEC12 280 48.500 43.89 -0.24 104.000 41.00 0.72 DEC12 320 61.500 39.92 -0.31 80.250 37.71 0.63 DEC12 360 77.000 36.40 -0.39 60.500 35.13 0.54 DEC12 400 96.500 33.58 -0.48 45.500 33.55 0.45 DEC12 440 118.000 30.62 -0.58 32.250 31.49 0.36 DEC12 480 144.500 28.65 -0.68 15.500 28.88 0.22 DEC12 560 207.250 26.15 -0.82 7.750 27.88 0.13 DEC12 640 274.750 18.27 -0.98 4.250 27.71 0.07 DEC12 720 352.750 21.94 -0.97 +++ BP PLC - STND FUT (BPA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 380.700 DEC10 Z 381.350 MAR11 H 379.100 JUN11 M 376.890 +++ BP plc - Amer Phys FLEX Opt (BPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 460 0.860 34.78 0.03 17120 550 169.600 33.00 -0.98 0.490 35.67 0.02 17120 580 199.400 31.61 -1.00 0.190 38.84 0.01 17120 650 269.400 30.10 -1.00 6.560 32.72 0.15 18031 500 8.310 32.30 0.17 17061 520 24.900 33.42 0.33 16121 470 10.680 31.57 0.18 16121 550 6.360 31.09 0.12 16121 600 233.440 29.05 -0.91 1.990 29.99 0.04 16121 700 21122 180 12.690 44.16 -0.09 11.010 28.38 0.17 21122 600 238.800 22.21 -0.91 2.300 27.71 0.04 21122 800 +++ BP plc - Euro Phys FLEX Opt (BPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 260 3.670 52.57 -0.07 22.410 36.49 0.44 17120 400 40.670 36.13 -0.56 9.970 34.62 0.25 17120 440 67.870 33.76 -0.75 6.530 34.41 0.18 17120 460 84.220 33.10 -0.83 4.100 34.08 0.13 17120 480 102.080 33.19 -0.88 2.780 34.65 0.09 17120 500 120.560 32.98 -0.92 0.340 36.36 0.01 17120 600 218.180 30.04 -1.00 0.190 38.84 0.01 17120 650 268.030 30.10 -1.00 0.130 42.02 0.01 17120 700 317.910 30.53 -1.00 10.530 31.57 0.17 16121 550 187.360 29.76 -0.84 9.470 31.34 0.16 16121 560 196.280 29.67 -0.86 9.010 28.13 0.14 21122 620 254.840 20.24 -0.95 +++ Unione Di Banche Italiane Scrl (BPL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.9200 +++ Banca Popolare di Milano (BPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4300 +++ Banca Monte dei Paschi di Siena SpA (BPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.9440 +++ Banca Monte dei Paschi Siena - Euro Phys FLEX Opt (EVX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 140 0.4559 73.01 -0.99 17090 145 0.5057 72.64 -1.00 17090 150 0.5556 16.00 -1.00 17120 140 0.4519 20.85 -1.00 17120 145 0.5017 20.85 -1.00 18031 130 0.3559 28.82 -0.92 18031 150 0.5495 30.35 -0.97 +++ Banco Popolare Scrl (BPV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4375 +++ Banco Popolare Scrl - STND FUT (BPV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.4384 OCT10 V 4.4403 NOV10 X 4.4431 DEC10 Z 4.4460 +++ Windstream Corp (BQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.480 +++ Host Hotels & Resorts Inc (BR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.240 +++ Burberry Group (BRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 850.000 +++ Burberry Group - STND FUT (BRB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 850.210 DEC10 Z 851.670 MAR11 H 853.360 JUN11 M 855.140 +++ Brit Insurance Holdings NV (BRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 960.000 +++ Brit Insurance Holdings NV - STND FUT (BRE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 960.240 DEC10 Z 961.890 MAR11 H 963.800 JUN11 M 965.800 +++ Barrick Gold Corp (BRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.410 +++ Brembo SpA (BRM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.7100 +++ Brisa Autoestradas de Portugal SA (BRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.9600 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 30.750 39.84 0.95 SEP10 200 0.500 42.54 -0.06 21.500 37.73 0.87 SEP10 210 1.250 37.19 -0.12 13.250 35.36 0.73 SEP10 220 3.000 35.12 -0.27 10.000 34.84 0.63 SEP10 225 4.500 34.02 -0.37 7.500 35.58 0.52 SEP10 230 6.750 34.37 -0.48 5.250 35.30 0.41 SEP10 235 9.500 32.91 -0.60 3.500 35.46 0.31 SEP10 240 12.750 33.28 -0.70 2.000 33.43 0.21 SEP10 245 17.250 36.52 -0.77 1.000 32.27 0.13 SEP10 250 21.500 37.32 -0.83 0.250 32.68 0.05 SEP10 260 30.250 37.18 -0.93 0.000 32.42 0.01 SEP10 270 40.000 40.99 -0.96 0.000 32.32 0.00 SEP10 280 49.750 37.76 -0.99 0.000 31.38 0.00 SEP10 290 59.750 40.80 -1.00 0.000 31.38 0.00 SEP10 300 69.750 42.82 -1.00 0.000 32.93 0.00 SEP10 310 79.750 45.26 -1.00 0.000 34.47 0.00 SEP10 320 89.750 46.48 -1.00 0.000 34.47 0.00 SEP10 340 109.750 49.32 -1.00 0.000 33.44 0.00 SEP10 360 129.750 48.51 -1.00 0.000 36.21 0.00 SEP10 400 169.750 50.54 -1.00 36.250 37.44 0.79 DEC10 200 6.750 37.98 -0.22 23.250 37.22 0.63 DEC10 220 13.250 36.08 -0.38 18.000 36.91 0.54 DEC10 230 17.750 34.94 -0.47 13.500 35.83 0.45 DEC10 240 23.250 33.77 -0.56 7.250 34.95 0.29 DEC10 260 36.750 32.46 -0.73 3.500 34.66 0.17 DEC10 280 54.000 33.30 -0.85 1.500 34.09 0.09 DEC10 300 72.250 32.64 -0.92 0.750 35.12 0.05 DEC10 320 91.250 32.51 -0.97 0.500 36.48 0.03 DEC10 340 111.000 31.19 -0.99 0.250 36.80 0.02 DEC10 360 130.750 31.40 -1.00 0.000 37.76 0.00 DEC10 400 170.750 32.64 -1.00 41.500 37.82 0.74 MAR11 200 11.500 37.08 -0.26 29.000 36.07 0.62 MAR11 220 18.750 35.22 -0.38 23.500 35.20 0.55 MAR11 230 23.500 34.70 -0.45 19.250 35.01 0.48 MAR11 240 29.000 34.14 -0.52 12.250 34.10 0.36 MAR11 260 42.250 33.26 -0.65 7.750 33.92 0.25 MAR11 280 57.250 32.30 -0.77 4.750 33.76 0.17 MAR11 300 74.500 32.07 -0.85 3.000 34.16 0.12 MAR11 320 92.500 31.47 -0.91 1.250 35.46 0.06 MAR11 360 130.750 26.17 -0.99 +++ Invensys plc - STND FUT (ISY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 230.260 DEC10 Z 229.150 MAR11 H 229.610 JUN11 M 230.080 +++ British Sky Broadcasting Group plc (BSK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 707.500 +++ British Sky Broadcasting Group plc - STND OPT (BSK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 267.750 45.31 1.00 SEP10 440 0.000 45.14 0.00 227.750 42.77 1.00 SEP10 480 0.000 43.32 0.00 187.750 41.32 1.00 SEP10 520 0.000 38.99 0.00 147.750 35.82 1.00 SEP10 560 0.000 33.18 0.00 107.750 28.25 1.00 SEP10 600 0.000 26.04 0.00 67.750 18.23 0.99 SEP10 640 0.000 19.78 -0.01 29.000 14.98 0.89 SEP10 680 1.250 14.79 -0.11 3.500 13.10 0.28 SEP10 720 15.250 11.72 -0.74 0.000 10.52 0.01 SEP10 750 42.500 11.76 -1.00 0.000 10.93 0.00 SEP10 760 52.500 11.76 -1.00 427.750 54.73 1.00 DEC10 280 0.000 47.80 0.00 387.750 53.44 1.00 DEC10 320 0.000 46.21 0.00 347.750 51.56 1.00 DEC10 360 0.000 43.99 0.00 308.000 49.94 1.00 DEC10 400 0.250 41.76 -0.01 268.000 37.91 1.00 DEC10 440 0.500 38.60 -0.01 228.250 38.72 0.99 DEC10 480 1.250 36.35 -0.02 190.250 40.80 0.96 DEC10 520 2.000 31.94 -0.04 149.750 31.30 0.96 DEC10 560 3.000 27.46 -0.06 110.250 25.28 0.93 DEC10 600 5.250 23.97 -0.11 72.500 21.02 0.86 DEC10 640 7.000 17.96 -0.18 34.000 13.53 0.75 DEC10 680 14.750 14.84 -0.36 8.250 10.60 0.35 DEC10 720 32.500 12.36 -0.67 268.000 33.03 1.00 MAR11 440 0.750 29.22 -0.01 228.500 32.54 0.99 MAR11 480 1.250 26.90 -0.02 194.000 38.37 0.91 MAR11 520 2.250 24.08 -0.04 150.250 26.16 0.94 MAR11 560 4.500 22.62 -0.08 112.500 22.94 0.89 MAR11 600 8.750 21.08 -0.15 79.750 21.76 0.77 MAR11 640 17.000 20.05 -0.25 52.250 20.58 0.61 MAR11 680 30.000 19.06 -0.40 30.500 19.22 0.45 MAR11 720 49.000 17.90 -0.57 308.250 41.21 0.99 JUN11 400 2.500 34.74 -0.03 268.500 35.87 0.99 JUN11 440 5.000 34.00 -0.05 228.750 31.93 0.98 JUN11 480 8.000 32.28 -0.08 152.000 26.13 0.91 JUN11 560 14.500 26.28 -0.15 84.500 22.03 0.73 JUN11 640 30.500 22.19 -0.31 44.000 22.42 0.47 JUN11 720 73.000 23.13 -0.54 348.750 44.27 0.99 DEC11 360 4.750 35.50 -0.04 309.750 41.04 0.97 DEC11 400 8.250 34.95 -0.06 271.250 37.72 0.95 DEC11 440 11.000 32.35 -0.08 232.000 32.80 0.93 DEC11 480 13.500 29.06 -0.11 160.500 27.78 0.83 DEC11 560 25.250 25.23 -0.20 101.750 24.92 0.68 DEC11 640 46.500 22.21 -0.35 64.000 24.92 0.50 DEC11 720 89.000 22.08 -0.53 243.000 34.20 0.86 DEC12 480 24.750 26.66 -0.15 180.500 30.11 0.77 DEC12 560 41.250 23.72 -0.24 126.000 26.79 0.66 DEC12 640 65.500 21.01 -0.37 81.000 24.03 0.52 DEC12 720 106.750 20.20 -0.52 +++ British Sky Broadcasting Group plc - STND FUT (BSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 707.680 DEC10 Z 697.380 MAR11 H 698.760 +++ BB&T Corp (BTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.190 +++ BT Group plc (BTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 133.200 +++ BT Group plc - STND OPT (BTG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 37.500 74.68 0.98 SEP10 96 0.000 69.20 -0.01 33.500 67.45 0.98 SEP10 100 0.250 66.53 -0.02 23.500 53.59 0.95 SEP10 110 0.250 53.18 -0.05 13.750 38.56 0.90 SEP10 120 0.500 38.80 -0.10 9.500 35.12 0.81 SEP10 125 1.250 35.29 -0.20 5.500 30.84 0.65 SEP10 130 2.250 30.55 -0.35 2.750 29.63 0.43 SEP10 135 4.250 28.19 -0.57 1.000 28.48 0.23 SEP10 140 7.750 27.74 -0.78 0.250 28.26 0.09 SEP10 145 12.000 24.80 -0.94 0.000 28.32 0.03 SEP10 150 17.000 31.60 -0.95 0.000 29.78 0.00 SEP10 160 27.000 42.82 -0.97 0.000 33.15 0.00 SEP10 170 37.000 54.71 -0.98 0.000 38.84 0.00 SEP10 180 47.000 68.62 -0.97 24.000 40.78 0.92 OCT10 110 0.750 42.45 -0.09 15.250 36.09 0.81 OCT10 120 1.750 35.22 -0.18 11.000 32.23 0.73 OCT10 125 3.000 33.94 -0.28 7.500 30.97 0.61 OCT10 130 4.250 31.07 -0.39 5.000 29.88 0.47 OCT10 135 6.500 29.32 -0.53 2.750 28.72 0.33 OCT10 140 9.500 28.07 -0.67 1.500 28.26 0.22 OCT10 145 13.500 30.07 -0.77 0.750 27.71 0.12 OCT10 150 17.500 27.76 -0.88 0.250 27.02 0.03 OCT10 160 27.000 29.19 -0.96 0.000 25.08 0.00 OCT10 170 37.000 39.02 -0.96 24.750 37.26 0.88 NOV10 110 1.750 40.11 -0.13 16.750 35.29 0.77 NOV10 120 3.500 36.36 -0.24 13.000 33.27 0.69 NOV10 125 4.750 34.25 -0.31 10.000 32.84 0.60 NOV10 130 6.500 33.18 -0.40 7.250 31.35 0.50 NOV10 135 8.750 31.77 -0.50 5.000 30.43 0.40 NOV10 140 11.500 30.35 -0.61 2.250 29.25 0.22 NOV10 150 18.750 29.44 -0.78 0.750 28.40 0.10 NOV10 160 27.250 26.48 -0.92 69.750 73.07 0.98 DEC10 64 0.250 63.21 -0.01 62.000 68.58 0.97 DEC10 72 0.250 57.47 -0.02 54.250 61.50 0.95 DEC10 80 0.500 51.93 -0.03 46.500 54.89 0.94 DEC10 88 0.750 48.56 -0.04 39.000 49.02 0.91 DEC10 96 1.250 45.41 -0.07 35.250 47.02 0.90 DEC10 100 1.500 42.67 -0.09 26.250 40.41 0.84 DEC10 110 2.750 39.59 -0.16 17.750 35.11 0.74 DEC10 120 4.750 36.15 -0.26 11.250 33.11 0.59 DEC10 130 8.000 33.51 -0.41 6.250 30.73 0.42 DEC10 140 13.000 31.08 -0.58 3.250 29.99 0.26 DEC10 150 19.250 28.17 -0.76 1.500 29.05 0.14 DEC10 160 27.500 26.19 -0.89 0.250 29.60 0.04 DEC10 180 47.000 31.23 -0.96 0.000 31.02 0.01 DEC10 200 66.750 27.88 -1.00 0.000 35.22 0.01 DEC10 220 86.750 34.02 -1.00 0.000 36.79 0.00 DEC10 240 106.750 42.27 -1.00 39.250 42.07 0.91 MAR11 96 2.500 39.80 -0.11 35.750 40.97 0.88 MAR11 100 3.250 40.07 -0.14 27.250 37.27 0.81 MAR11 110 5.000 36.57 -0.22 19.750 34.75 0.71 MAR11 120 7.500 33.47 -0.31 13.250 32.25 0.58 MAR11 130 11.500 31.62 -0.44 8.500 30.65 0.44 MAR11 140 16.750 29.80 -0.57 5.000 29.06 0.31 MAR11 150 23.750 29.51 -0.70 3.000 28.78 0.21 MAR11 160 31.500 28.45 -0.80 1.250 30.08 0.10 MAR11 180 49.500 27.24 -0.93 40.500 41.62 0.87 JUN11 96 4.000 39.76 -0.14 36.750 39.28 0.85 JUN11 100 4.750 38.40 -0.17 21.750 33.98 0.69 JUN11 120 10.250 34.49 -0.33 16.000 32.77 0.58 JUN11 130 14.500 33.00 -0.43 11.500 31.75 0.47 JUN11 140 19.750 31.70 -0.53 7.500 29.95 0.36 JUN11 150 25.750 29.57 -0.65 5.000 29.29 0.27 JUN11 160 33.250 28.69 -0.75 2.000 28.52 0.13 JUN11 180 50.000 26.43 -0.90 70.250 54.44 0.97 DEC11 64 2.000 45.25 -0.06 62.750 50.97 0.95 DEC11 72 3.000 43.93 -0.08 55.500 48.02 0.92 DEC11 80 4.000 41.87 -0.11 48.500 44.13 0.89 DEC11 88 5.750 40.29 -0.15 41.500 40.44 0.85 DEC11 96 7.250 37.99 -0.19 37.750 37.75 0.83 DEC11 100 8.250 36.90 -0.22 22.750 32.02 0.68 DEC11 120 14.250 31.80 -0.37 13.000 30.08 0.48 DEC11 140 24.250 28.69 -0.55 6.750 28.86 0.31 DEC11 160 38.500 27.27 -0.73 3.250 27.38 0.17 DEC11 180 55.000 25.97 -0.85 40.250 40.77 0.80 JUN12 100 9.250 33.13 -0.23 24.250 31.60 0.67 JUN12 120 17.500 31.28 -0.38 14.250 29.13 0.49 JUN12 140 27.250 27.71 -0.55 8.250 28.09 0.33 JUN12 160 41.250 26.42 -0.70 40.750 40.77 0.80 DEC12 100 13.500 34.92 -0.26 24.750 31.14 0.66 DEC12 120 20.750 30.72 -0.40 14.750 28.11 0.49 DEC12 140 31.250 27.86 -0.55 9.000 27.26 0.35 DEC12 160 45.500 26.77 -0.68 +++ BT Group plc - Euro Cash FLEX Opt (BTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.320 28.26 0.09 17090 145 +++ BT Group plc - STND FUT (BTL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 133.230 DEC10 Z 133.460 MAR11 H 131.220 JUN11 M 131.500 +++ Banco Espanol de Credito SA (BTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.7490 +++ Masco Corp (BV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.620 +++ Banco Bilbao Vizcaya Argent - Amer Phys FLEX Opt (BDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 925 0.2735 48.67 -0.37 0.1759 43.66 0.32 17090 1000 0.6595 43.98 -0.68 1.9398 56.16 0.76 17120 800 17120 1350 4.0655 28.40 -0.99 18031 825 0.7716 49.90 -0.29 0.8662 38.95 0.48 18031 1000 18031 1300 3.6612 33.67 -0.89 16121 800 1.0744 41.97 -0.30 16121 1200 3.4174 35.66 -0.68 0.2811 32.16 0.17 15062 1500 0.2500 31.82 0.15 15062 1525 0.3515 32.20 0.19 21092 1500 6.2203 31.03 -0.83 21092 1550 6.6715 31.03 -0.85 +++ Banco Bilbao Vizcaya Argentaria SA - Cash FLEX Fut (BDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 05100 9.5219 +++ Banco Bilbao Vizcaya Argentaria SA (BVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.5160 +++ Banco Bilbao Vizcaya Argentaria SA - STND FUT (BVA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.5180 OCT10 V 9.4320 NOV10 X 9.4380 DEC10 Z 9.4440 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 353.000 +++ Bovis Homes Group - STND FUT (BVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 353.090 DEC10 Z 353.690 MAR11 H 354.400 JUN11 M 355.130 +++ BWIN Interactive Entertainment AG (BWI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.7150 +++ Brown (N.) Group (BWN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 223.900 +++ Brown (N.) Group - STND FUT (BWN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 223.960 DEC10 Z 224.340 MAR11 H 224.790 JUN11 M 225.250 +++ Bellway (BWY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 523.000 +++ Bellway - STND FUT (BWY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 523.130 DEC10 Z 524.030 MAR11 H 525.070 JUN11 M 526.160 +++ Progress Energy Inc (BY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.840 +++ Bayer AG - Amer Phys FLEX Opt (BQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.9675 31.88 0.42 17090 4900 0.4626 34.01 0.23 17090 5100 0.1697 38.83 0.09 17090 5400 +++ Bayer AG - Amer Cash FLEX Opt (BQU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 2.5688 29.92 -0.28 +++ Bayer AG - Euro Phys FLEX Opt (BQX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 2.5600 29.92 -0.28 +++ Bayer AG - STND FUT (BYA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 48.1898 OCT10 V 48.2109 NOV10 X 48.2405 DEC10 Z 48.2722 +++ BAYER AG (BYR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.1800 +++ Buzzi Unicem SpA RSP (BZU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2125 +++ Buzzi Unicem SPA (BZZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.1600 +++ C & W Communications ex event package (C+W/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 123.200 +++ C & W Communications ex event package (C+W/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.250 30.33 0.67 SEP10 120 2.250 32.88 -0.34 1.000 30.69 0.23 SEP10 130 8.000 32.54 -0.76 0.250 33.14 0.04 SEP10 140 17.000 34.84 -0.95 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 26.21 0.00 17120 210 +++ C & W Communications ex event package - Euro Phys (CWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.210 31.46 0.08 16121 190 82.670 33.91 -0.90 +++ Carrefour SA (CA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.8300 +++ Carrefour SA - STND FUT (CA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 35.8370 OCT10 V 35.8530 NOV10 X 35.8750 DEC10 Z 35.8990 +++ Carrefour SA - Amer Phys FLEX Opt (CMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.7300 25.29 0.48 17090 3600 0.8900 25.29 -0.52 0.0100 23.24 0.00 17090 4200 15100 3400 0.7700 30.69 -0.29 17120 3200 0.9800 33.30 -0.23 3.3900 30.60 0.66 17120 3400 1.5100 30.60 -0.34 2.1800 28.55 0.53 17120 3600 1.2700 27.01 0.38 17120 3800 0.4856 25.48 0.19 17120 4100 5.5500 31.47 0.63 16121 3400 2.8600 28.94 0.42 16121 4000 16121 4800 13.7855 26.87 -0.82 3.2975 28.84 0.44 16032 4000 +++ Carrefour SA - Euro Phys FLEX Opt (CMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.4101 30.60 0.66 17120 3400 1.4801 30.60 -0.34 0.1432 24.41 0.07 17120 4400 8.1838 24.41 -0.93 0.0024 21.06 0.00 17120 5000 14.0254 21.06 -1.00 +++ CAC High Dividend Index (CAH/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.390 +++ Canal + (CAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3990 +++ Castellum AB (CAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.7000 +++ Close Brothers Group (CBG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 665.500 +++ Close Brothers Group - STND FUT (CBG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 665.670 DEC10 Z 666.810 MAR11 H 668.130 JUN11 M 669.520 +++ Commerzbank AG - Euro Cash FLEX Opt (CBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3452 42.20 0.67 17090 600 0.1436 44.64 -0.34 +++ Commerzbank AG (CBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.2120 +++ Commerzbank AG - STND FUT (CBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 6.2133 OCT10 V 6.2160 NOV10 X 6.2198 DEC10 Z 6.2239 +++ Commerzbank AG - Amer Phys FLEX Opt (CBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 500 0.1727 49.24 -0.17 0.1614 34.72 0.25 17120 720 +++ Commerzbank AG - Amer Cash FLEX Opt (CBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.0089 82.12 -0.02 17090 560 0.0596 50.89 -0.16 17090 600 0.1436 44.64 -0.34 0.6513 39.96 0.61 17120 600 0.4582 42.67 -0.39 0.4339 37.59 0.49 17120 640 +++ Commerzbank AG - Euro Phys FLEX Opt (CBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3452 42.20 0.67 17090 600 0.1436 44.64 -0.34 0.1322 35.51 0.21 17120 740 1.3330 38.76 -0.76 +++ Computacenter (CCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 285.600 +++ Computacenter - STND FUT (CCC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 285.670 DEC10 Z 286.160 MAR11 H 286.730 JUN11 M 287.330 +++ CAC 40 - Index (CCI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3490.790 +++ CAC 40 - Amer FLEX Index Opt (XCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 48.580 28.56 -0.33 +++ CAC 40 - Euro FLEX Index Opt (YCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 54.550 28.56 -0.33 +++ Cable & Wireless Communications (CCT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.400 +++ Cable & Wireless Communications - STND OPT (CCT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 8.500 30.19 0.99 SEP10 48 0.250 51.98 -0.07 4.500 21.08 0.96 SEP10 52 0.500 40.78 -0.17 3.000 27.51 0.77 SEP10 54 0.750 32.57 -0.26 1.500 24.75 0.57 SEP10 56 1.250 27.89 -0.44 0.750 25.38 0.32 SEP10 58 2.000 22.07 -0.71 0.500 32.27 0.21 SEP10 60 3.750 23.49 -0.88 0.250 36.85 0.13 SEP10 62 5.750 26.03 -0.95 0.250 39.14 0.08 SEP10 64 8.000 45.40 -0.89 0.000 44.64 0.03 SEP10 68 11.750 45.75 -0.97 0.000 45.51 0.01 SEP10 72 15.750 63.18 -0.95 9.000 32.85 0.87 DEC10 48 1.250 33.71 -0.21 5.750 27.47 0.76 DEC10 52 2.750 34.05 -0.36 3.250 26.67 0.55 DEC10 56 4.750 33.49 -0.51 1.500 25.67 0.34 DEC10 60 7.500 36.03 -0.64 0.750 26.96 0.19 DEC10 64 11.000 38.75 -0.74 0.250 27.68 0.10 DEC10 68 14.750 43.34 -0.79 0.250 29.47 0.06 DEC10 72 17.750 35.50 -0.91 9.250 29.00 0.84 MAR11 48 2.500 34.20 -0.26 6.250 27.46 0.70 MAR11 52 3.750 32.21 -0.37 3.750 25.95 0.53 MAR11 56 6.000 32.51 -0.49 2.250 25.56 0.37 MAR11 60 8.500 33.24 -0.60 1.250 25.13 0.24 MAR11 64 11.750 34.84 -0.68 0.750 29.54 0.13 MAR11 72 18.750 38.56 -0.80 +++ Citigroup Inc Physical (CCX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.690 +++ Citigroup Inc Physical - STND FUT (CCX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.690 OCT10 V 3.691 NOV10 X 3.692 DEC10 Z 3.693 +++ Progressive Corp / The (CD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.860 +++ Cofide SpA (CDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6390 +++ Christian Dior SA (CDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.8200 +++ OJSC Cherkizovo Group (CE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.0000 +++ Cementir Holding SpA (CEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0600 +++ Compania Espanola de Petroleos SA (CEPSA) (CEP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.8400 +++ Compania Espanola de Petroleos SA (CEPSA)STND FUT (CEP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.8430 OCT10 V 16.8510 NOV10 X 16.8610 DEC10 Z 16.8720 +++ Cofina SGPS (CF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8400 +++ CFAO (CFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.0000 +++ CFR ex-event package - Amer Phys FLEX Opt (CFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.486 34.00 0.10 17120 789 0.237 34.00 0.05 17120 838 +++ CFR ex-event package (CFR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.730 +++ ConAgra Foods Inc (CG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.590 +++ Cargotec Corporation (CGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.6200 +++ Alcatel-Lucent SA (CGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0340 +++ Alcatel-Lucent SA - (CGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.0340 OCT10 V 2.0350 NOV10 X 2.0370 DEC10 Z 2.0380 +++ Alcatel-lucent SA - Amer Phys FLEX Opt (CGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 220 0.1900 43.73 -0.78 17120 220 0.2900 42.95 -0.58 18031 241 0.4891 41.13 -0.65 +++ Catlin Group Ltd (CGL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 328.900 +++ Cie Generale de Geophysique-Veritas (CGV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.3500 +++ Clorox Co (CH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.760 +++ Chesapeake Energy Corp (CHK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.910 +++ Charter International plc (CHT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 610.000 +++ Cimpor SGPS (CI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.8400 +++ Ferrovial SA Contracts (CIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.9340 +++ Corio NV -Euro Cash FLEX Opt (CDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0946 22.90 0.09 17090 4840 +++ Corio NV - Cash FLEX Fut (CDD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 45.2910 +++ Corio NV (CIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.2800 +++ CIR SpA (CIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.3690 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 419.200 +++ Cookson Group - STND FUT (CKG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 419.300 DEC10 Z 420.020 MAR11 H 420.860 JUN11 M 421.730 +++ Cephalon Inc (CL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.350 +++ Carlsberg A/S (CLB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 553.50 +++ Carlsberg A/S - Cash FLEX Fut (CLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 553.69 +++ Carillion (CLL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 303.800 +++ Carillion - STND FUT (CLL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 303.880 DEC10 Z 304.400 MAR11 H 305.000 JUN11 M 305.640 +++ Coloplast A/S (CLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 625.00 +++ Celesio AG (CLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.0000 +++ Comstar - United Telesystems (CM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.4700 +++ Ciments Francais SA (CMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.5700 +++ Cairn Energy (CNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 467.400 +++ Cairn Energy plc - STND FUT (CNE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 467.520 DEC10 Z 468.320 MAR11 H 469.250 JUN11 M 470.220 +++ Cairn Energy PLC - STND OPT (CNG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 187.500 85.37 1.00 SEP10 280 0.000 81.41 0.00 167.750 85.27 0.99 SEP10 300 0.250 81.52 -0.01 148.000 84.78 0.98 SEP10 320 0.500 80.74 -0.01 129.000 84.81 0.96 SEP10 340 1.000 80.94 -0.03 110.250 84.02 0.93 SEP10 360 2.250 80.16 -0.06 92.750 83.43 0.89 SEP10 380 4.000 77.26 -0.10 76.250 82.45 0.83 SEP10 400 7.250 77.34 -0.16 68.750 82.35 0.79 SEP10 410 8.750 74.72 -0.19 61.500 82.37 0.75 SEP10 420 11.500 74.55 -0.23 54.750 82.16 0.71 SEP10 430 14.500 73.98 -0.28 48.500 81.68 0.67 SEP10 440 17.750 73.43 -0.32 42.500 81.48 0.62 SEP10 450 21.000 71.49 -0.37 37.250 80.77 0.57 SEP10 460 25.750 71.33 -0.43 32.000 80.03 0.52 SEP10 470 27.750 63.60 -0.49 26.250 76.33 0.47 SEP10 480 38.500 76.07 -0.53 21.750 74.85 0.42 SEP10 490 44.500 75.63 -0.58 18.500 75.59 0.38 SEP10 500 51.000 75.72 -0.62 13.500 76.33 0.29 SEP10 520 65.500 75.03 -0.71 9.250 76.33 0.22 SEP10 540 81.250 74.45 -0.78 6.250 75.89 0.16 SEP10 560 98.500 75.23 -0.84 158.750 66.94 0.89 DEC10 320 8.250 61.56 -0.10 142.500 65.46 0.86 DEC10 340 11.000 59.73 -0.13 127.000 64.20 0.82 DEC10 360 15.500 59.60 -0.16 111.750 62.52 0.78 DEC10 380 19.500 56.75 -0.20 97.500 60.46 0.74 DEC10 400 24.500 54.68 -0.25 84.500 59.44 0.69 DEC10 420 31.250 53.99 -0.30 73.500 59.18 0.64 DEC10 440 40.000 53.85 -0.36 55.500 50.75 0.58 DEC10 460 50.250 53.85 -0.42 46.500 50.40 0.52 DEC10 480 60.250 52.55 -0.48 39.000 57.27 0.43 DEC10 520 85.000 51.87 -0.59 33.000 57.01 0.38 DEC10 540 99.500 51.87 -0.64 27.750 56.88 0.34 DEC10 560 114.500 51.70 -0.69 163.500 55.30 0.87 MAR11 320 13.000 52.88 -0.12 148.000 54.79 0.84 MAR11 340 17.250 52.26 -0.15 133.750 54.29 0.81 MAR11 360 23.000 52.09 -0.19 120.500 53.96 0.77 MAR11 380 29.000 51.52 -0.23 107.750 53.47 0.73 MAR11 400 36.000 51.12 -0.27 96.500 53.28 0.68 MAR11 420 44.750 50.98 -0.31 86.000 52.94 0.64 MAR11 440 54.000 50.78 -0.36 75.750 52.30 0.60 MAR11 460 64.750 50.90 -0.40 66.250 51.40 0.55 MAR11 480 75.500 50.27 -0.45 51.000 50.67 0.47 MAR11 520 99.750 49.40 -0.54 38.500 49.89 0.39 MAR11 560 127.000 48.33 -0.63 +++ Cincinnati Financial Corp (CNN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.820 +++ CNP Assurances (CNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.4000 +++ Casino Guichard Perrachon SA (CO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.8900 +++ Casino Guichard Perrachon SA - Cash FLEX Fut (FBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 63.8088 +++ Casino Guichard Perrachon SA - Phys FLEX Fut (FBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 63.8088 +++ Cobham (COB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 209.000 +++ Cobham - STND FUT (COB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 209.050 DEC10 Z 209.410 MAR11 H 209.830 JUN11 M 210.260 +++ Cofinimmo (COF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 94.3500 +++ Comerica Inc (COM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.770 +++ Continental AG (CON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.7000 +++ Continental AG - Amer Phys FLEX Opt (DVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3800 0.8830 43.53 -0.14 +++ ConocoPhillips (COP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.620 +++ C&C Group PLC (CP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.0800 +++ Compass Group plc - STND FUT (CMP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 533.630 DEC10 Z 534.550 MAR11 H 526.600 JUN11 M 527.690 +++ Compass Group plc (CPG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 533.500 +++ Compass Group plc - STND OPT (CPG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 173.750 42.67 1.00 SEP10 360 0.000 38.00 0.00 133.750 39.01 1.00 SEP10 400 0.000 37.00 0.00 113.750 37.19 1.00 SEP10 420 0.000 36.00 0.00 93.750 35.42 0.99 SEP10 440 0.000 35.00 -0.01 74.000 33.52 0.98 SEP10 460 0.250 34.00 -0.02 54.750 32.38 0.93 SEP10 480 1.000 31.95 -0.06 45.750 32.28 0.89 SEP10 490 2.500 33.66 -0.12 37.000 31.09 0.84 SEP10 500 3.500 32.11 -0.17 21.750 29.67 0.67 SEP10 520 8.000 29.81 -0.33 10.250 27.89 0.44 SEP10 540 17.000 28.82 -0.56 4.000 27.45 0.22 SEP10 560 30.500 27.94 -0.77 1.500 28.17 0.10 SEP10 580 48.250 30.06 -0.89 0.250 26.66 0.02 SEP10 600 67.250 32.90 -0.94 0.000 26.00 0.00 SEP10 640 106.750 40.17 -0.98 98.750 29.79 0.90 DEC10 440 5.250 31.24 -0.11 81.500 28.71 0.85 DEC10 460 8.000 30.04 -0.16 65.500 27.82 0.78 DEC10 480 11.750 28.93 -0.22 37.750 25.99 0.61 DEC10 520 24.250 26.95 -0.40 18.750 24.91 0.39 DEC10 560 45.250 25.89 -0.60 8.000 24.37 0.21 DEC10 600 74.250 25.26 -0.78 3.500 25.09 0.11 DEC10 640 110.000 26.91 -0.88 103.000 29.37 0.86 MAR11 440 12.000 29.59 -0.18 71.750 27.74 0.75 MAR11 480 22.500 28.26 -0.29 45.250 25.83 0.59 MAR11 520 38.000 26.74 -0.44 26.500 24.97 0.43 MAR11 560 59.000 25.08 -0.60 14.500 24.41 0.27 MAR11 600 87.750 24.72 -0.74 7.500 24.28 0.16 MAR11 640 122.250 25.91 -0.82 +++ Compass Group plc - Euro Cash FLEX Opt (CPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 6.640 27.69 0.33 17090 549 +++ Compass Group plc - Amer Phys FLEX Opt (CPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 454.500 10.00 1.00 01090 79 455.520 41.96 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 696.920 DEC10 Z 698.120 MAR11 H 699.510 JUN11 M 688.190 +++ Carpetright (CPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 724.500 +++ Carpetright - STND FUT (CPR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 716.680 DEC10 Z 717.910 MAR11 H 719.340 JUN11 M 720.830 +++ CRH PLC (CR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.1450 +++ Croda International (CRD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1280.000 +++ Croda International - STND FUT (CRD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1269.490 DEC10 Z 1271.670 MAR11 H 1274.190 JUN11 M 1276.840 +++ Credito Emiliano SpA (CRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.6600 +++ Banca Carige SpA (CRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.6730 +++ Criteria Caixacorp SA (CRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7050 +++ Mersen (CRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.2000 +++ CROCS Inc (CRO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.460 +++ Cisco Systems Inc - Physical STND FUT (COX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.133 OCT10 V 20.137 NOV10 X 20.143 DEC10 Z 20.148 +++ Cisco Systems INC (CSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.130 +++ Credit Suisse Group - Euro Cash FLEX Opt (CHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.083 35.36 0.06 17090 504 1.082 34.37 0.13 21122 800 +++ Credit Suisse Group - Amer Phys FLEX Opt (CHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 380 1.427 43.48 -0.21 18031 240 0.152 46.57 -0.02 18031 320 1.142 46.57 -0.13 +++ Credit Suisse Group (CSG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.590 +++ Credit Suisse Group - STND FUT (CSG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 44.600 OCT10 V 44.610 NOV10 X 44.610 DEC10 Z 44.620 +++ CSM (CSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.5200 +++ Societa Cattolica di Assicurazioni SCRL (CSS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.5200 +++ Tullett Prebon plc (CST/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 370.000 +++ Tullett Prebon plc - STND FUT (CST/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 370.090 DEC10 Z 370.730 MAR11 H 371.460 JUN11 M 372.240 +++ Central European Media (CT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 415.00 +++ Colt Group SA - STND FUT (COL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 115.530 DEC10 Z 115.730 MAR11 H 115.960 JUN11 M 116.200 +++ Colt Group SA (CTM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 115.500 +++ Caterpillar Inc (CTP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.560 +++ Centrica plc - STND FUT (CNA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 325.380 DEC10 Z 321.930 MAR11 H 322.570 JUN11 M 312.980 +++ Centrica plc - Euro Cash FLEX Opt (CRJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.910 18.55 0.14 17090 340 +++ Centrica plc - Euro Phys FLEX Opt (CRX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 25.130 22.53 0.59 18031 315 +++ Centrica PLC (CTR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 325.300 +++ Centrica Plc - STND OPT (CTR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 105.500 29.57 1.00 SEP10 220 0.000 26.22 0.00 85.500 29.72 1.00 SEP10 240 0.000 25.74 0.00 65.500 28.56 1.00 SEP10 260 0.000 25.42 0.00 45.500 25.81 1.00 SEP10 280 0.000 23.52 0.00 35.500 24.39 0.98 SEP10 290 0.000 23.52 -0.01 25.750 23.19 0.95 SEP10 300 0.250 22.42 -0.05 16.750 21.76 0.85 SEP10 310 1.250 21.51 -0.15 9.000 20.33 0.65 SEP10 320 3.750 20.93 -0.35 3.500 18.81 0.38 SEP10 330 8.000 18.89 -0.62 1.000 18.55 0.15 SEP10 340 15.500 18.08 -0.86 0.000 17.49 0.00 SEP10 360 34.750 13.78 -1.00 0.000 17.49 0.00 SEP10 380 54.750 8.96 -1.00 105.750 43.72 0.98 DEC10 220 0.250 33.88 -0.02 85.500 33.83 0.99 DEC10 240 0.500 29.08 -0.03 65.750 28.03 0.97 DEC10 260 1.250 26.19 -0.06 46.500 24.77 0.92 DEC10 280 3.000 24.04 -0.13 29.500 22.99 0.77 DEC10 300 7.000 22.81 -0.26 16.500 21.96 0.55 DEC10 320 14.250 21.72 -0.46 7.750 20.98 0.34 DEC10 340 25.750 20.66 -0.67 3.250 20.52 0.17 DEC10 360 41.250 20.28 -0.84 85.750 27.11 0.98 MAR11 240 1.500 26.64 -0.05 49.500 24.54 0.82 MAR11 280 6.500 24.27 -0.19 34.500 23.29 0.70 MAR11 300 11.750 22.98 -0.30 22.250 22.28 0.55 MAR11 320 19.500 22.06 -0.45 13.000 21.15 0.40 MAR11 340 30.250 20.94 -0.61 7.250 20.61 0.26 MAR11 360 44.500 20.28 -0.75 +++ Aviva plc - Amer Phys FLEX Opt (AVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 331.000 10.00 1.00 08090 48 327.010 82.29 1.00 17090 52 331.010 60.43 1.00 07100 48 325.020 46.66 1.00 02110 54 321.020 44.70 1.00 09110 58 325.020 53.27 1.00 01120 54 4.960 35.07 0.15 17120 460 +++ Aviva Plc - STND FUT (CGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 379.090 DEC10 Z 370.230 MAR11 H 370.970 JUN11 M 355.950 +++ Aviva plc (CUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 379.000 +++ Aviva plc - STND OPT (CUA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 139.250 82.29 1.00 SEP10 240 0.000 59.46 0.00 119.250 70.09 0.99 SEP10 260 0.000 59.66 0.00 99.250 62.39 0.99 SEP10 280 0.000 56.33 -0.01 79.500 55.26 0.98 SEP10 300 0.500 54.90 -0.02 69.500 49.09 0.97 SEP10 310 0.750 52.75 -0.04 59.750 43.56 0.96 SEP10 320 1.000 50.59 -0.06 50.250 43.21 0.93 SEP10 330 1.750 47.66 -0.09 41.000 41.72 0.89 SEP10 340 2.500 44.75 -0.13 33.000 42.62 0.81 SEP10 350 3.750 42.28 -0.18 25.500 42.70 0.72 SEP10 360 6.250 41.64 -0.27 18.500 40.60 0.62 SEP10 370 9.500 40.78 -0.38 13.000 39.98 0.51 SEP10 380 13.750 39.32 -0.49 8.750 39.78 0.39 SEP10 390 19.500 39.11 -0.61 5.750 39.73 0.29 SEP10 400 26.000 37.71 -0.73 3.250 45.67 0.17 SEP10 420 42.750 37.77 -0.88 1.500 47.33 0.09 SEP10 440 61.250 33.59 -0.98 0.750 50.27 0.05 SEP10 460 81.000 33.81 -1.00 0.250 51.74 0.02 SEP10 480 101.000 35.01 -1.00 0.000 53.21 0.00 SEP10 560 181.000 49.50 -1.00 99.250 51.68 0.99 OCT10 280 1.000 47.09 -0.04 79.500 44.83 0.98 OCT10 300 2.500 45.73 -0.09 60.750 44.79 0.92 OCT10 320 5.250 44.35 -0.16 51.750 43.16 0.88 OCT10 330 7.250 43.62 -0.21 43.500 42.40 0.82 OCT10 340 9.250 41.70 -0.26 35.500 40.99 0.76 OCT10 350 12.000 40.35 -0.32 28.000 39.31 0.68 OCT10 360 15.750 39.47 -0.40 22.250 39.59 0.59 OCT10 370 19.500 37.19 -0.48 16.750 38.59 0.50 OCT10 380 25.500 37.93 -0.55 12.500 37.82 0.41 OCT10 390 31.750 37.36 -0.63 9.250 37.96 0.33 OCT10 400 38.250 36.09 -0.71 4.250 35.60 0.18 OCT10 420 53.750 34.01 -0.84 1.500 33.48 0.08 OCT10 440 71.500 31.91 -0.93 47.000 41.91 0.76 NOV10 340 15.000 41.14 -0.30 34.000 40.85 0.62 NOV10 360 23.000 40.40 -0.41 28.000 40.07 0.56 NOV10 370 27.750 39.99 -0.46 23.000 39.22 0.49 NOV10 380 32.750 39.06 -0.52 18.750 38.64 0.43 NOV10 390 38.250 37.84 -0.58 15.000 37.95 0.37 NOV10 400 44.250 36.80 -0.64 8.500 35.28 0.25 NOV10 420 57.750 34.41 -0.76 4.750 34.40 0.16 NOV10 440 75.000 35.10 -0.84 219.000 68.42 1.00 DEC10 160 0.000 52.78 0.00 199.000 68.42 1.00 DEC10 180 0.000 51.07 0.00 179.000 65.50 1.00 DEC10 200 0.250 49.59 -0.01 159.250 59.33 1.00 DEC10 220 0.750 47.96 -0.02 139.500 58.25 0.99 DEC10 240 1.750 48.94 -0.04 100.500 48.70 0.95 DEC10 280 5.750 47.02 -0.11 81.750 45.21 0.90 DEC10 300 9.000 45.09 -0.16 64.750 42.96 0.82 DEC10 320 13.250 43.43 -0.23 50.250 42.01 0.72 DEC10 340 19.250 41.78 -0.31 37.750 40.57 0.61 DEC10 360 27.000 40.20 -0.41 27.750 39.63 0.50 DEC10 380 36.750 38.81 -0.51 19.250 38.09 0.40 DEC10 400 48.000 37.07 -0.61 12.500 36.26 0.30 DEC10 420 62.500 36.69 -0.70 8.000 35.60 0.22 DEC10 440 78.250 36.15 -0.78 3.000 34.54 0.10 DEC10 480 111.750 30.48 -0.94 0.250 31.83 0.01 DEC10 560 190.500 34.67 -0.99 139.750 48.95 0.97 MAR11 240 6.000 49.30 -0.08 103.000 44.32 0.88 MAR11 280 11.750 44.81 -0.15 87.500 43.56 0.81 MAR11 300 16.250 43.32 -0.21 73.000 42.33 0.74 MAR11 320 22.000 42.07 -0.26 59.000 40.05 0.67 MAR11 340 28.750 40.71 -0.33 48.250 39.59 0.60 MAR11 360 37.000 39.18 -0.40 37.750 38.17 0.52 MAR11 380 46.750 38.05 -0.48 29.250 37.13 0.45 MAR11 400 57.250 36.33 -0.56 21.500 35.74 0.37 MAR11 420 69.750 34.90 -0.64 15.500 34.50 0.30 MAR11 440 85.250 35.40 -0.70 139.750 49.00 0.97 JUN11 240 10.500 45.90 -0.12 103.500 43.61 0.87 JUN11 280 18.250 41.75 -0.20 87.750 42.21 0.80 JUN11 300 24.500 40.89 -0.26 73.500 40.64 0.73 JUN11 320 31.250 39.28 -0.32 60.250 38.91 0.67 JUN11 340 40.000 38.59 -0.38 50.000 38.62 0.60 JUN11 360 49.250 37.36 -0.45 39.750 37.33 0.52 JUN11 380 60.250 36.35 -0.52 30.750 35.94 0.45 JUN11 400 71.500 34.75 -0.59 23.000 34.37 0.37 JUN11 420 85.000 33.79 -0.66 17.750 33.75 0.31 JUN11 440 100.500 33.73 -0.71 9.500 32.18 0.19 JUN11 480 132.250 31.68 -0.82 1.250 27.09 0.04 JUN11 560 206.250 31.20 -0.93 219.000 59.96 1.00 DEC11 160 8.500 57.65 -0.06 199.000 58.11 1.00 DEC11 180 12.250 56.73 -0.09 179.250 54.42 0.99 DEC11 200 15.000 53.03 -0.11 160.000 52.11 0.97 DEC11 220 19.250 51.19 -0.14 141.000 48.42 0.93 DEC11 240 22.250 47.49 -0.17 109.000 45.18 0.82 DEC11 280 33.250 44.00 -0.25 84.000 43.70 0.71 DEC11 320 54.000 45.00 -0.34 59.750 39.83 0.60 DEC11 360 69.000 39.79 -0.44 41.500 37.32 0.48 DEC11 400 93.500 38.65 -0.54 24.000 32.94 0.35 DEC11 440 121.250 37.68 -0.63 18.750 34.53 0.28 DEC11 480 153.250 37.63 -0.71 13.000 37.97 0.19 DEC11 560 222.750 37.74 -0.82 112.250 46.35 0.80 JUN12 280 48.000 45.00 -0.28 87.750 43.89 0.70 JUN12 320 70.250 45.57 -0.35 64.500 40.02 0.60 JUN12 360 85.250 40.01 -0.45 47.000 37.90 0.49 JUN12 400 109.000 37.90 -0.54 30.500 34.17 0.38 JUN12 440 134.250 35.14 -0.64 156.250 62.48 0.84 DEC12 240 63.500 62.48 -0.21 126.500 54.92 0.78 DEC12 280 76.000 55.87 -0.27 95.500 46.40 0.70 DEC12 320 82.250 45.80 -0.35 69.000 40.23 0.60 DEC12 360 97.250 40.24 -0.44 53.000 38.59 0.51 DEC12 400 121.250 38.36 -0.52 40.000 36.95 0.42 DEC12 440 148.250 36.80 -0.60 31.250 36.46 0.35 DEC12 480 179.000 36.28 -0.66 +++ Chevron Corp (CVX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.330 +++ Costco Wholesale Corp (CWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.820 +++ Cable & Wireless Worldwide (CWT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 66.800 +++ Cable & Wireless Worldwide - STND OPT (CWT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 14.750 47.64 0.99 SEP10 52 0.000 59.97 -0.03 11.000 44.71 0.97 SEP10 56 0.250 53.79 -0.06 7.250 42.19 0.88 SEP10 60 0.500 48.50 -0.14 5.500 41.01 0.81 SEP10 62 0.750 43.13 -0.20 4.000 39.86 0.70 SEP10 64 1.000 38.94 -0.29 2.750 39.24 0.57 SEP10 66 2.000 39.02 -0.43 1.750 38.83 0.44 SEP10 68 3.000 38.74 -0.56 1.000 37.17 0.30 SEP10 70 4.250 39.36 -0.69 0.500 38.00 0.20 SEP10 72 5.750 39.76 -0.79 0.250 37.50 0.07 SEP10 76 9.250 37.51 -0.94 0.000 38.27 0.02 SEP10 80 13.250 39.94 -0.98 0.000 39.52 0.01 SEP10 82 15.250 40.61 -0.99 0.000 38.53 0.00 SEP10 84 17.250 40.61 -1.00 0.000 38.85 0.00 SEP10 86 19.250 40.95 -1.00 0.000 39.06 0.00 SEP10 88 21.250 42.50 -1.00 0.000 40.69 0.00 SEP10 90 23.250 45.55 -1.00 0.000 40.05 0.00 SEP10 92 25.250 48.28 -1.00 0.000 39.53 0.00 SEP10 94 27.250 48.63 -1.00 0.000 40.64 0.00 SEP10 96 29.250 49.64 -1.00 0.000 42.85 0.00 SEP10 100 33.250 50.31 -1.00 19.000 38.59 0.97 DEC10 48 0.750 46.00 -0.09 11.750 36.84 0.86 DEC10 56 2.000 41.11 -0.21 8.750 37.00 0.75 DEC10 60 3.000 39.18 -0.30 6.500 37.18 0.63 DEC10 64 4.500 37.22 -0.42 4.250 36.40 0.50 DEC10 68 6.500 35.70 -0.54 2.500 33.74 0.36 DEC10 72 9.500 37.13 -0.64 1.500 31.95 0.23 DEC10 76 12.500 36.79 -0.74 0.750 30.38 0.14 DEC10 80 15.750 36.67 -0.82 0.250 28.00 0.06 DEC10 84 19.500 38.46 -0.86 0.000 28.00 0.03 DEC10 88 23.250 39.86 -0.90 0.000 28.00 0.02 DEC10 92 27.000 39.65 -0.93 0.000 28.00 0.01 DEC10 96 31.000 43.33 -0.94 0.000 28.00 0.00 DEC10 100 34.750 40.95 -0.96 19.250 38.02 0.94 MAR11 48 1.000 37.64 -0.10 13.000 39.09 0.78 MAR11 56 3.000 38.24 -0.24 10.000 36.27 0.70 MAR11 60 4.500 36.91 -0.32 7.500 35.15 0.60 MAR11 64 6.000 36.01 -0.41 5.500 34.11 0.50 MAR11 68 8.250 35.70 -0.50 4.500 35.64 0.42 MAR11 72 11.000 35.84 -0.59 2.250 33.63 0.25 MAR11 80 16.750 35.00 -0.74 1.750 34.41 0.20 MAR11 84 20.250 35.20 -0.80 1.500 36.44 0.17 MAR11 88 23.500 33.29 -0.86 1.500 39.73 0.16 MAR11 92 27.500 36.15 -0.88 1.500 42.86 0.15 MAR11 96 31.250 36.47 -0.91 1.500 45.86 0.14 MAR11 100 35.000 36.56 -0.93 +++ CBS Corp (CXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.760 +++ JSC Chelyabinsk Zinc Plant (CZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5700 +++ Davide Campari - Milano (DA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.0825 +++ Davide Campari - Milano - Cash FLEX Fut (DAD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 4.0835 +++ Daimler AG (DAI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.650 +++ Danske Bank A/S (DAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 130.70 +++ Danske Bank A/S Physical - STND FUT (DNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 130.70 OCT10 V 130.80 NOV10 X 130.90 DEC10 Z 131.10 +++ Deutsche Bank AG (DB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.140 +++ Deutsche Bank AG - Euro Cash FLEX Opt (DBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5949 30.81 0.15 17120 6000 10.8287 30.64 -0.85 3.8144 36.98 0.31 21122 7000 +++ Deutsche Bank AG (DBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.5800 +++ Deutsche Bank AG - STND FUT (DBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 49.5901 OCT10 V 49.6118 NOV10 X 49.6423 DEC10 Z 49.6749 +++ Deutsche Bank AG - Amer Phys FLEX Opt (DBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3000 0.1571 52.08 -0.03 16121 4400 5.7395 35.94 -0.35 8.8587 41.57 0.61 16121 4800 7.4660 33.76 -0.44 6.9154 39.82 0.53 16121 5200 9.5029 31.59 -0.53 6.0559 38.70 0.49 16121 5400 10.6236 30.46 -0.58 5.2664 37.94 0.45 16121 5600 11.8499 29.30 -0.64 10.1492 44.40 0.62 15062 4800 9.1939 31.60 -0.48 9.7092 44.15 0.57 21122 5200 8.0703 42.15 0.51 21122 5600 15.0360 29.49 -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 61.75 0.00 2.7106 33.99 0.44 17120 5200 5.0137 34.18 -0.56 0.5949 30.81 0.15 17120 6000 10.8866 30.64 -0.86 0.0851 29.35 0.03 17120 6800 16121 4400 5.7395 35.94 -0.35 8.8587 41.57 0.61 16121 4800 7.4660 33.76 -0.44 6.9154 39.82 0.53 16121 5200 9.5029 31.59 -0.53 5.2664 37.94 0.45 16121 5600 11.8499 29.30 -0.64 10.1492 44.40 0.62 15062 4800 9.1939 31.60 -0.48 11.5335 46.00 0.63 21122 4800 10.5987 33.59 -0.45 9.7092 44.15 0.57 21122 5200 8.0703 42.15 0.51 21122 5600 15.0360 29.49 -0.60 +++ Deutsche Bank AG - Euro Phys FLEX Opt (DBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.8546 39.96 0.88 17090 4500 0.2623 40.02 -0.12 0.2388 30.09 0.07 17120 6400 14.4623 29.86 -0.93 0.0095 28.92 0.00 17120 7600 26.2059 28.92 -1.00 0.0092 50.17 0.00 17120 11000 60.1057 50.17 -1.00 17061 4576 4.7510 33.36 -0.40 +++ Deutsche Boerse AG (DBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.2200 +++ Deutsche Boerse AG - Euro Cash FLEX Opt (FVJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0083 46.12 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 3.1380 31.77 -0.45 0.1493 27.01 0.05 17120 6200 +++ DCC PLC (DC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.7600 +++ 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 367.890 DEC10 Z 368.520 MAR11 H 369.260 JUN11 M 370.020 +++ Danisco A/S (DCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 423.90 +++ Danisco A/S Euro Cash FLEX Opt (DOB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 11.23 67.06 0.31 17090 461 +++ Danisco A/S - Cash FLEX Fut (DOD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 424.04 +++ Daimler AG - Amer Phys FLEX Opt (DCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3200 0.0206 40.47 -0.02 17090 3700 0.4938 31.95 -0.29 17090 3900 1.3076 28.82 -0.59 17090 4200 3.7219 29.57 -0.92 0.0103 32.15 0.01 17090 4500 0.1507 29.52 0.06 17120 5000 1.9374 29.16 0.34 17061 4400 1.4189 28.53 0.27 17061 4600 +++ Daimler AG - Euro Phys FLEX Opt (DCX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3531 3.3446 35.64 -0.35 +++ Daimler AG (DCY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.3600 +++ Daimler AG - STND FUT (DCY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 38.3678 OCT10 V 38.3846 NOV10 X 38.4082 DEC10 Z 38.4334 +++ Du Pont (E.I.) De Nemours (DD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.790 +++ Dimension Data Holdings (DDH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 120.400 +++ Dimension Data Holdings - STND FUT (DDH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 120.430 DEC10 Z 120.640 MAR11 H 120.880 JUN11 M 121.130 +++ Deutsche Euroshop AG (DE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.3550 +++ Debenhams PLC (DEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.750 +++ JC Decaux SA (DEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.8550 +++ Dexia (DEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.2890 +++ Dexia - STND FUT (DEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.2900 OCT10 V 3.2910 NOV10 X 3.2930 DEC10 Z 3.2950 +++ Delhaize Group (DEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.9200 +++ Delhaize Group - Amer Phys FLEX Opt (FQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0100 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0936 40.69 0.12 21122 800 +++ Dexia (DEX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.2890 +++ Dexia - Euro Phys FLEX Opt (DEX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0150 33.48 0.03 16121 700 3.6749 33.48 -0.97 +++ Vinci SA - Euro Cash FLEX Opt (DFJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0374 25.83 0.05 17090 3807 +++ Vinci SA - Amer Phys FLEX Opt (DFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 0.7100 32.76 -0.38 +++ Vinci SA (DG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.6250 +++ Dragon Oil Plc (DGO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0700 +++ Americansourcebergen Corp (DH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.570 +++ Douglas Holding AG (DHO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.8600 +++ Amylin Pharmaceuticlas Inc (DI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.540 +++ DSG International plc (DIX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.110 +++ DSG International plc - STND OPT (DIX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 8.250 82.90 0.99 SEP10 16 0.000 82.90 -0.01 4.250 76.49 0.88 SEP10 20 0.250 76.49 -0.12 2.750 74.92 0.74 SEP10 22 0.750 74.92 -0.26 1.500 73.12 0.54 SEP10 24 1.500 73.12 -0.46 0.750 71.35 0.35 SEP10 26 2.750 71.35 -0.65 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 -0.93 0.000 62.90 0.02 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 5.500 58.15 -0.62 1.000 58.39 0.24 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 9.000 61.71 0.87 MAR11 16 1.000 61.75 -0.13 6.000 55.61 0.75 MAR11 20 2.000 55.82 -0.25 3.750 52.59 0.59 MAR11 24 3.500 52.87 -0.41 2.000 47.16 0.40 MAR11 28 5.750 47.35 -0.60 1.250 47.33 0.27 MAR11 32 9.000 47.33 -0.74 0.250 44.34 0.09 MAR11 40 16.000 45.89 -0.91 +++ DSG International plc - STND FUT (DXN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 24.120 DEC10 Z 24.160 MAR11 H 24.210 JUN11 M 24.260 +++ CR Bard Inc (DJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.610 +++ Beckman Coulter Inc (DK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.410 +++ Becton Dickinson & Co (DL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.930 +++ De La Rue (DLA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 700.000 +++ De La Rue - STND FUT (DLA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 700.170 DEC10 Z 701.380 MAR11 H 702.770 JUN11 M 704.230 +++ De'Longhi SpA (DLI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- +++ Dell Inc (DLL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.860 +++ Delta Lloyd NV (DLO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.4550 +++ Celgene Corp (DM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.490 +++ Daily Mail & General Trust (A Shs) (DMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 451.700 +++ Daily Mail & General Trust (A Shs) - STND FUT (DMG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 451.810 DEC10 Z 452.590 MAR11 H 453.490 JUN11 M 454.430 +++ DNO International ASA (DN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.5000 +++ DNB NOR ASA (DNB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.6500 +++ D/S Norden A/S (DNO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 221.50 +++ Cigna Corp (DO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.690 +++ Deutsche Postbank AG (DPB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.9050 +++ Deutsche Postbank AG - Amer Phys FLEX Opt (FJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1600 0.0342 37.42 -0.02 0.1561 29.41 0.09 17120 3000 +++ Deutsche Post AG - Euro Cash FLEX Opt (DPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0596 27.91 0.15 17090 1376 0.0459 27.89 0.12 17090 1387 +++ Deutsche Post AG - Amer Phys FLEX Opt (DPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0325 27.85 0.09 17090 1400 +++ Deutsche Post AG (DPW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.9050 +++ Deutsche Post AG - STND FUT (DPW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.9076 OCT10 V 12.9133 NOV10 X 12.9212 DEC10 Z 12.9297 +++ Coventry Health Care Inc (DQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.730 +++ Drax Group Plc - STND FUT (DQA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 397.000 DEC10 Z 397.680 MAR11 H 398.470 JUN11 M 389.230 +++ Drax Group Plc (DRX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 396.900 +++ Davita Inc (DS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.550 +++ Koninklijke DSM N.V (DSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.7950 +++ Koninklijke DSM N.V - STND FUT (DSM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.8020 OCT10 V 32.8160 NOV10 X 32.8360 DEC10 Z 32.8580 +++ Koninklijke DSM NV - Amer Phys FLEX Opt (DSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1800 25.33 0.09 17120 4000 +++ DSV A/S (DSV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 93.10 +++ Quest Diagnostics (DT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.190 +++ Dow Chemical Co/The (DTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.400 +++ DTE Energy Co (DTC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.760 +++ Deutsche Telekom AG (DTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.3900 +++ Deutsche Telekom AG - STND FUT (DTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.3921 OCT10 V 10.3967 NOV10 X 10.4031 DEC10 Z 10.4099 +++ Deutsche Telekom AG - Euro Cash FLEX Opt (DTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.2652 26.49 0.59 16121 950 0.9455 24.82 -0.41 +++ Deutsche Telekom AG - Amer Phys FLEX Opt (DTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 720 0.0271 38.37 -0.03 17120 900 0.1204 27.09 -0.14 17120 1000 0.3378 23.48 -0.35 0.2664 21.74 0.35 17120 1100 0.0861 22.67 0.14 17120 1200 0.0108 30.85 0.02 17120 1500 18031 900 0.2481 26.75 -0.20 +++ Deutsche Telekom AG - Euro Phys FLEX Opt (DTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.4629 32.75 0.94 17120 800 0.0455 32.16 -0.05 1.5381 27.22 0.86 17120 900 0.1201 27.09 -0.14 0.2664 21.74 0.35 17120 1100 0.8426 21.67 -0.66 0.0325 24.71 0.06 17120 1300 2.5891 22.00 -0.96 17061 909 0.5573 24.85 -0.34 0.3488 23.24 0.31 17061 1100 1.5603 20.15 -0.73 1.0125 25.61 0.52 16121 1000 1.1761 23.79 -0.48 0.6209 24.48 0.39 16121 1100 1.7527 22.08 -0.64 0.3531 23.41 0.26 16121 1200 2.4544 20.04 -0.79 +++ Deutsche Telekom AG - Cash FLEX Fut (DTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 10.4080 +++ Edwards Lifesciences Corp (DU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.490 +++ Gilead Sciences Inc (DV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.250 +++ Devon Energy Corp (DVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.750 +++ Davis Service Group (DVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 380.500 +++ Davis Service Group - STND FUT (DVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 380.600 DEC10 Z 381.250 MAR11 H 382.010 JUN11 M 382.800 +++ 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 1410.350 DEC10 Z 1412.770 MAR11 H 1415.580 JUN11 M 1418.520 +++ Hologic Inc (DX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.270 +++ Duke Energy Corp (DXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.230 +++ Dexia (DXB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.2890 +++ Hospira Inc (DY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.850 +++ Halliburton Co (DYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.340 +++ Intuitive Surgical Inc (DZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 267.020 +++ Archer-Daniels-Midland Co (DZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.750 +++ Elan Corp PLC (EA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3840 +++ East Asiatic Compnay Ltd A/S (EAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 139.50 +++ Laboratory Crp of Amer hldings (EB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.840 +++ Erste Group Bank AG (EBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.6400 +++ Mckesson Corp (EC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.550 +++ Electrocomponents (ECM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 211.000 +++ Electrocomponents - STND FUT (ECM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 211.050 DEC10 Z 211.410 MAR11 H 211.840 JUN11 M 212.270 +++ European Aeronautic Defence and Space Company (EDA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.3650 +++ European Aeronautic Defence and Space Company (EDA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 17.2890 OCT10 V 17.2960 NOV10 X 17.3070 DEC10 Z 17.3180 +++ EDF Energies Nouvelles S.A. (EDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.7350 +++ Electricite de France - Euro Phys FLEX Opt (DAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.7836 25.67 0.30 17120 3400 3.4534 25.67 -0.70 +++ Electricite de France (EDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.4300 +++ Electricite de France - STND FUT (EDF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 31.4360 OCT10 V 31.4500 NOV10 X 31.2690 DEC10 Z 31.2900 +++ Edison SpA (EDN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8795 +++ Energias de Portugal SA (EDP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.4000 +++ Energias de Portugal SA - Euro Phys FLEX Opt (EDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 250 0.1175 25.55 -0.76 17120 250 0.1979 27.68 -0.57 0.0304 25.37 0.14 18031 300 0.1222 27.20 0.30 16121 300 +++ EDP Renovaveis, S.A (EDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3900 +++ Medco Health Solutions Inc (EE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.290 +++ Essilor International SA (EF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.8950 +++ Essilor International SA - Amer Phys FLEX Opt (EFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18031 4800 2.9200 21.08 -0.47 +++ Essilor International SA - Euro Phys FLEX Opt (EFX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.2154 23.98 0.72 17120 4500 1.1882 23.98 -0.28 +++ FTSEurofirst 80 (EFE/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3396.930 +++ FTSEurofirst 80 - Euro FLEX Index Opt (YFE/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.440 19.94 0.00 17120 4500 1137.580 19.94 -0.98 +++ FTSEurofirst 100 (EFP/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3164.240 +++ Mota Engil SGPS (EG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.2210 +++ Mednax Inc (EH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.740 +++ Egis PLC (EI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20300.0 +++ Thermo Fisher Scientific Inc (EK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.240 +++ Ekornes ASA (EKO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 142.5000 +++ Elisa Oyj (EL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.6400 +++ Endesa SA (ELE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.3300 +++ Endesa SA - Cash Flex Future (END/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 18.3345 +++ Elringklinger AG (ELR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.3550 +++ Electrolux AB (ELT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 142.5000 +++ EMC Corp/Massachusetts (EMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.250 +++ Man Group Plc (EMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 208.200 +++ Man Group Plc - STND OPT (EMG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 28.750 42.90 0.94 SEP10 180 0.750 48.48 -0.08 19.750 40.61 0.86 SEP10 190 2.250 47.07 -0.18 12.250 40.16 0.69 SEP10 200 4.000 40.72 -0.31 9.000 39.58 0.59 SEP10 205 6.000 40.66 -0.41 7.000 42.24 0.48 SEP10 210 8.250 40.05 -0.52 4.500 39.56 0.38 SEP10 215 11.500 40.67 -0.62 3.000 39.31 0.28 SEP10 220 14.750 39.74 -0.72 2.500 43.17 0.22 SEP10 225 18.750 40.11 -0.80 1.750 44.39 0.17 SEP10 230 23.000 38.73 -0.87 1.250 45.53 0.13 SEP10 235 27.750 42.50 -0.89 1.000 48.13 0.10 SEP10 240 32.500 44.09 -0.92 0.750 48.13 0.07 SEP10 245 37.250 44.30 -0.95 0.500 49.00 0.05 SEP10 250 41.750 35.90 -0.99 0.250 52.47 0.03 SEP10 260 52.000 48.79 -0.98 0.250 53.34 0.02 SEP10 270 62.000 55.54 -0.98 0.000 55.07 0.01 SEP10 280 72.000 62.02 -0.98 0.000 53.89 0.00 SEP10 300 92.000 74.31 -0.99 0.000 54.83 0.00 SEP10 320 111.750 79.67 -0.99 0.000 55.77 0.00 SEP10 340 131.750 84.99 -1.00 0.000 56.71 0.00 SEP10 360 151.750 90.30 -1.00 31.000 42.68 0.85 OCT10 180 2.750 44.20 -0.16 23.000 41.19 0.76 OCT10 190 5.000 43.18 -0.25 16.500 40.67 0.64 OCT10 200 9.000 43.97 -0.37 13.750 40.66 0.57 OCT10 205 10.500 40.95 -0.43 11.000 39.83 0.51 OCT10 210 12.750 40.55 -0.49 9.000 40.15 0.44 OCT10 215 15.750 40.46 -0.56 7.000 39.18 0.37 OCT10 220 18.750 39.70 -0.62 5.500 39.67 0.32 OCT10 225 22.250 39.43 -0.68 4.500 39.54 0.26 OCT10 230 26.000 39.80 -0.74 3.250 38.97 0.21 OCT10 235 30.000 39.76 -0.78 2.500 38.81 0.17 OCT10 240 34.250 39.75 -0.83 0.750 37.67 0.06 OCT10 260 52.500 41.39 -0.93 33.500 42.02 0.80 NOV10 180 5.250 42.80 -0.20 27.250 43.96 0.71 NOV10 190 8.250 42.39 -0.29 20.750 42.06 0.62 NOV10 200 11.750 40.97 -0.38 18.250 42.16 0.57 NOV10 205 14.000 40.12 -0.43 15.000 39.79 0.52 NOV10 210 16.250 39.72 -0.48 12.750 39.75 0.47 NOV10 215 20.000 41.90 -0.52 11.000 39.80 0.42 NOV10 220 22.250 39.34 -0.58 8.250 40.94 0.34 NOV10 230 29.500 40.02 -0.67 34.250 42.61 0.79 DEC10 180 8.750 42.41 -0.27 27.250 42.00 0.71 DEC10 190 12.250 41.51 -0.35 21.000 40.65 0.62 DEC10 200 16.750 41.02 -0.43 15.500 39.60 0.52 DEC10 210 22.250 40.81 -0.52 11.500 39.48 0.43 DEC10 220 28.000 39.28 -0.61 8.250 38.71 0.34 DEC10 230 34.750 37.90 -0.70 5.750 38.37 0.26 DEC10 240 42.750 37.57 -0.77 2.750 38.04 0.14 DEC10 260 60.000 37.14 -0.87 1.250 37.01 0.07 DEC10 280 78.750 37.67 -0.93 0.250 35.47 0.03 DEC10 300 97.750 35.03 -0.98 0.000 33.27 0.01 DEC10 320 117.500 35.23 -0.99 37.500 41.67 0.74 MAR11 180 13.500 41.26 -0.29 31.000 40.48 0.67 MAR11 190 17.500 40.36 -0.36 25.250 39.50 0.60 MAR11 200 22.250 39.78 -0.42 21.250 40.16 0.53 MAR11 210 27.250 38.59 -0.49 17.500 40.10 0.46 MAR11 220 33.250 38.14 -0.56 13.250 38.47 0.39 MAR11 230 40.500 38.57 -0.62 10.250 37.70 0.32 MAR11 240 47.250 37.27 -0.69 6.250 36.84 0.22 MAR11 260 63.000 36.19 -0.79 3.750 36.65 0.15 MAR11 280 80.500 35.14 -0.87 2.500 41.79 0.09 MAR11 320 118.500 36.08 -0.95 +++ Man Group plc - Euro Cash FLEX Opt (EWJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.700 40.08 0.26 17090 221 +++ Man Group plc - Amer Phys FLEX Opt (EWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 172.200 10.00 1.00 31080 36 174.210 147.81 1.00 13090 34 0.000 33.27 0.00 17120 565 362.100 35.23 -1.00 +++ Man Group plc - STND FUT (MAN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 208.250 DEC10 Z 202.360 MAR11 H 202.760 JUN11 M 203.180 +++ Bouygues - Euro Phys FLEX Opt (EHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6514 34.37 0.21 17120 3800 6.5046 34.37 -0.79 +++ Bouygues SA (EN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.0350 +++ Bouygues SA - STND FUT (EN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.0420 OCT10 V 32.0560 NOV10 X 32.0750 DEC10 Z 32.0960 +++ Enagas (ENG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.9500 +++ Eni SpA (ENI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.6700 +++ Eni SpA - STND FUT (ENI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.6732 OCT10 V 15.1799 NOV10 X 15.1892 DEC10 Z 15.1992 +++ ENI SpA - Euro Cash FLEX Opt (ENJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0421 23.24 0.11 17090 1668 0.0324 24.27 0.09 17090 1685 +++ ENI SpA - Euro Phys FLEX Opt (ENX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6116 21.14 0.31 15121 1700 3.0426 23.41 -0.66 +++ ENI SpA - Cash FLEX Fut (ENY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 04100 15.1792 +++ Enel SpA - Euro Cash FLEX Opt (ECJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0187 23.40 0.18 17090 394 0.0144 23.50 0.15 17090 397 +++ Enel SpA - Amer Phys FLEX Opt (ECQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 360 0.0265 26.26 -0.21 0.0581 23.39 0.43 17090 380 0.0000 20.02 0.00 17120 566 +++ Enel SpA - Euro Phys FLEX Opt (ECX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.6396 31.28 -0.99 0.7022 33.86 0.88 17120 300 0.0429 33.76 -0.12 0.0952 22.97 0.34 17120 389 0.3187 22.27 -0.67 0.0090 20.79 0.05 17120 442 0.7659 20.79 -0.95 +++ Enel SpA (ENL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7600 +++ Enel SpA - STND FUT (ENL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.7608 OCT10 V 3.7624 NOV10 X 3.7647 DEC10 Z 3.6571 +++ Eniro AB (ENR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.4000 +++ Dentsply Intl Inc (EO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.820 +++ E.ON AG (EOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.2050 +++ E.ON AG - STND FUT (EOA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 22.2095 OCT10 V 22.2192 NOV10 X 22.2329 DEC10 Z 22.2475 +++ E.ON AG - Amer Phys FLEX Opt (EOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2200 0.3496 23.49 -0.42 0.0422 24.98 0.08 17090 2400 0.0133 35.57 0.02 17090 2600 0.1875 23.84 0.19 15100 2400 17120 2000 0.4300 27.35 -0.21 +++ E.ON AG - Amer Cash FLEX Opt (EOU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0133 35.57 0.02 17090 2600 +++ E.ON AG - Euro Phys FLEX Opt (EOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0422 24.98 0.08 17090 2400 1.8335 25.47 -0.92 0.4843 22.90 0.30 17120 2400 2.2197 23.16 -0.70 0.0266 26.63 0.02 17120 3000 7.7357 27.02 -0.98 0.0088 29.84 0.01 17120 3333 0.0087 35.75 0.01 17120 3667 14.3659 35.75 -0.99 0.0711 23.01 0.05 18031 3000 17061 2039 1.5646 24.39 -0.42 1.4018 25.56 0.45 17061 2200 2.3653 22.77 -0.57 0.4648 23.85 0.17 16121 2800 7.0613 16.74 -0.92 1.0080 28.33 0.24 20123 3000 11.5920 21.89 -0.85 +++ E.ON AG - Cash FLEX Fut (EOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 22.2434 +++ CME Group Inc (EPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 248.080 +++ Enterprise Porducts Partners LP (EPP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.830 +++ Wellpoint Inc (EQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.430 +++ Edenred (ER /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6000 +++ Eramet (ERA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 200.1500 +++ Ericsson Telefonaktiebolaget LM (ERC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 71.7000 +++ Ericsson Telefonaktiebolaget LM - STND FUT (ERC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 71.7290 OCT10 V 71.7840 NOV10 X 71.8680 DEC10 Z 71.9400 +++ Ericsson Telefonaktiebolaget LM - Amer Phys FLEX O (ERQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0533 59.68 0.02 17090 9500 +++ ERG SpA (ERG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.7350 +++ Euromoney Institutional Investors (ERM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 588.500 +++ Euromoney Institutional Investors - STND FUT (ERM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 588.650 DEC10 Z 589.660 MAR11 H 590.830 JUN11 M 592.060 +++ Zimmer Holdings Inc (ES /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.400 +++ Etablissements Maurel et Prom (ETA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.6530 +++ National Bank of Greece SA (ETE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.9600 +++ E*Trade Financial Corp (ETF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.440 +++ Enterprise Inns (ETI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 88.000 +++ Enterprise Inns - STND FUT (ETI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 88.020 DEC10 Z 88.170 MAR11 H 88.350 JUN11 M 88.530 +++ Enterprise Inns - STND OPT (ETP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 24.250 72.83 0.98 SEP10 64 0.000 72.83 -0.02 16.500 66.69 0.92 SEP10 72 0.500 66.69 -0.08 9.500 57.61 0.79 SEP10 80 1.500 57.61 -0.21 6.500 55.03 0.67 SEP10 84 2.500 55.15 -0.33 4.250 55.24 0.53 SEP10 88 4.250 55.39 -0.47 2.750 56.21 0.39 SEP10 92 6.750 56.21 -0.61 1.250 51.22 0.24 SEP10 96 9.250 51.22 -0.76 0.750 53.87 0.16 SEP10 100 12.750 53.87 -0.84 0.000 50.96 0.03 SEP10 110 22.000 50.96 -0.97 0.000 50.33 0.00 SEP10 120 32.000 50.33 -1.00 0.000 50.04 0.00 SEP10 130 42.000 59.15 -1.00 0.000 49.89 0.00 SEP10 140 52.000 59.15 -1.00 0.000 48.87 0.00 SEP10 150 62.000 48.87 -1.00 0.000 50.21 0.00 SEP10 160 72.000 50.21 -1.00 20.000 58.05 0.79 DEC10 72 3.250 52.40 -0.20 14.750 55.66 0.68 DEC10 80 6.500 55.66 -0.32 12.500 55.51 0.62 DEC10 84 8.500 55.51 -0.38 11.000 57.64 0.57 DEC10 88 11.000 57.64 -0.43 8.750 54.41 0.50 DEC10 92 12.750 54.41 -0.50 7.250 53.67 0.44 DEC10 96 15.000 53.67 -0.56 6.000 54.02 0.39 DEC10 100 18.000 54.02 -0.61 3.750 53.14 0.27 DEC10 110 25.500 53.14 -0.73 2.250 53.12 0.18 DEC10 120 34.000 53.12 -0.82 1.250 51.96 0.11 DEC10 130 43.000 51.96 -0.89 0.500 51.00 0.06 DEC10 140 52.500 51.00 -0.94 0.250 49.50 0.03 DEC10 150 62.250 49.50 -0.97 0.000 47.60 0.02 DEC10 160 72.250 58.10 -0.96 23.250 57.70 0.76 MAR11 72 7.000 57.70 -0.24 18.750 58.18 0.67 MAR11 80 10.500 58.18 -0.33 16.500 56.58 0.63 MAR11 84 12.250 56.58 -0.37 14.750 57.12 0.59 MAR11 88 14.500 57.12 -0.41 13.250 57.13 0.55 MAR11 92 17.000 57.13 -0.45 11.750 57.13 0.51 MAR11 96 19.500 57.13 -0.49 10.500 56.94 0.47 MAR11 100 22.250 56.94 -0.53 7.750 56.50 0.38 MAR11 110 29.250 56.50 -0.62 5.500 55.30 0.29 MAR11 120 37.000 55.30 -0.71 3.000 55.56 0.18 MAR11 140 54.500 55.54 -0.82 +++ Eutelsat Communications (ETL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.3700 +++ Euro Aero Defense and Space (EUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.2850 +++ Euler Hermes SA (EUL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.0000 +++ Eurasian Natural Resources (EUN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 848.000 +++ Eurasian Natural Resources - Amer Phys Flex Opt (ZLO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 52.480 36.44 0.30 16121 1100 +++ Eurasian Natural Resources - Euro Phys Flex Opt (ZLV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 940 104.690 28.60 -0.97 35.480 36.33 0.29 18031 1010 52.390 36.44 0.30 16121 1100 +++ Evraz Group SA (EV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.0400 +++ Ebro Foods SA (EVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.8100 +++ EVN AG (EVN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.5800 +++ 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 621.660 DEC10 Z 622.720 MAR11 H 618.700 JUN11 M 619.980 +++ Experian Plc (EXP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 621.500 +++ Experian Plc (EXP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 142.250 57.20 0.98 SEP10 480 0.500 57.20 -0.02 106.000 64.87 0.91 SEP10 520 0.750 44.73 -0.03 62.750 29.78 0.95 SEP10 560 1.000 29.78 -0.05 43.750 26.74 0.89 SEP10 580 2.000 26.74 -0.11 27.000 24.57 0.75 SEP10 600 5.250 24.57 -0.25 13.750 23.45 0.53 SEP10 620 12.000 23.45 -0.47 5.000 21.68 0.28 SEP10 640 23.500 21.68 -0.72 1.500 21.58 0.11 SEP10 660 40.000 21.58 -0.89 1.250 26.91 0.07 SEP10 680 59.500 26.91 -0.93 0.500 34.68 0.03 SEP10 720 99.000 34.68 -0.97 0.000 13.04 0.00 SEP10 800 178.500 13.04 -1.00 145.250 31.53 0.95 DEC10 480 2.750 31.42 -0.05 74.250 26.50 0.79 DEC10 560 11.500 26.50 -0.21 45.500 24.68 0.64 DEC10 600 22.750 24.68 -0.37 23.750 23.05 0.44 DEC10 640 41.000 23.05 -0.56 10.750 22.04 0.25 DEC10 680 68.000 22.04 -0.75 4.250 21.90 0.12 DEC10 720 101.750 21.90 -0.88 1.250 24.77 0.04 DEC10 800 179.000 24.77 -0.97 148.000 29.89 0.91 MAR11 480 7.500 29.89 -0.10 81.250 25.99 0.74 MAR11 560 21.750 25.99 -0.27 54.500 24.51 0.61 MAR11 600 35.250 24.51 -0.40 34.500 23.79 0.46 MAR11 640 55.500 23.79 -0.54 19.750 22.80 0.32 MAR11 680 80.750 22.80 -0.69 10.750 22.25 0.20 MAR11 720 112.000 22.25 -0.80 +++ Exor SpA (EXS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.5300 +++ Entergy Corp (EYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.730 +++ CEZ AS (EZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 819.00 +++ Easyjet (EZJ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 348.600 +++ Easyjet - STND FUT (EZJ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 348.690 DEC10 Z 349.290 MAR11 H 349.980 JUN11 M 350.710 +++ Faurecia (FA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6950 +++ Aetna Inc (FAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.130 +++ FAES FARMA SA (FAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6200 +++ Farstad Shipping ASA (FAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 149.0000 +++ Frontier Communications Corp (FCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.760 +++ TUI Travel plc (FCD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 201.300 +++ TUI Travel plc - STND FUT (FCD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 201.350 DEC10 Z 201.700 MAR11 H 202.100 JUN11 M 202.520 +++ Fonciere Des Regions (FDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.6000 +++ Fred. Olsen Energy ASA (FE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 180.7500 +++ Fraport AG Frankfurt Airport Srvcs (FF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.0200 +++ FirstGroup (FGP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 347.900 +++ FirstGroup - STND FUT (FGP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 347.990 DEC10 Z 348.580 MAR11 H 349.280 JUN11 M 350.000 +++ Eiffage SA (FGR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.9900 +++ FHB Mortgage Bank PLC (FH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1198.0 +++ First Horizon National Corp (FHN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.210 +++ X5 Retail Group (FI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.4000 +++ Fiat SpA (FIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.2450 +++ Fiat SpA - STND FUT (FIA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.2469 OCT10 V 9.2509 NOV10 X 9.2566 DEC10 Z 9.2627 +++ Fiat SpA - Amer Phys FLEX Opt (FXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3631 35.23 0.25 17061 1200 +++ Fielmann AG (FIE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.0600 +++ Fifth Third Bancorp (FIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.900 +++ Georg Fischer AG (FIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 373.500 +++ Frontline Limited (FL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 167.7000 +++ FLSmidth & Co A/S (FLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 347.00 +++ Flughafen Wien AG (FLU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.0000 +++ Gen-probe Inc (FM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.180 +++ Fresenius Medical Care AG St (FMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.6800 +++ Fresenius Medical Care AG&Co - Amer Phys FLEX Opt (FMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3200 0.4321 29.18 -0.07 17061 4000 1.7689 24.99 -0.26 13.2195 21.14 0.96 16091 3200 8.1614 21.13 0.82 16091 3800 +++ Freenet AG (FN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.9330 +++ Finmeccanica SpA (FNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.9250 +++ Kraft Foods Inc (FOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.900 +++ Fondiaria-SAI SPA - (savings) (FON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.7400 +++ ageas NV/SA - Amer Phys FLEX Opt (FOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0100 46.21 0.00 17120 1674 14.7410 46.21 -1.00 0.0100 46.56 0.00 21122 2400 +++ ageas NV/SA (FOR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.9990 +++ ageas NV/SA - STND FUT (FOR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1.9990 OCT10 V 2.0000 NOV10 X 2.0020 DEC10 Z 2.0030 +++ 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 12.9569 45.22 -1.00 0.0000 45.88 0.00 17120 1600 13.9539 45.88 -1.00 0.0000 46.61 0.00 17120 1700 14.9510 46.61 -1.00 +++ FTSE Eurofirst 300 Index (FOT/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1015.1 +++ Prudential Financial Inc (FPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.790 +++ Forth Ports (FPT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1303.000 +++ Forth Ports - STND FUT (FPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1303.330 DEC10 Z 1305.560 MAR11 H 1308.160 JUN11 M 1310.870 +++ Valeo SA (FR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.5400 +++ Fortis (FRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.9990 +++ Fresenius SE (FRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.9900 +++ Forest Laboratories Inc (FRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.630 +++ Fresnillo PLC (FRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1090.000 +++ Fortum Oyj (FRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.1700 +++ Fortum Oyj - Euro Cash FLEX Opt (FUJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0622 20.33 0.15 17090 1903 0.0514 20.36 0.13 17090 1911 +++ Fondiaria -Sai SpA (FSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.4900 +++ Swedbank AB (FSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 82.9500 +++ PNC Financial Services Group Inc (FSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.360 +++ France Telecom SA (FTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.0400 +++ France Telecom SA - STND FUT (FTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.0430 OCT10 V 16.0500 NOV10 X 16.0600 DEC10 Z 16.0710 +++ France Telecom SA - Euro Cash FLEX Opt (FTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6090 22.31 0.26 21122 1800 4.7621 22.31 -0.74 +++ France Telecom SA - Amer Phys FLEX Opt (FTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3500 23.08 0.53 17090 1600 17090 1700 1.0000 21.74 -0.89 17120 1200 0.0800 35.49 -0.05 17120 1600 0.7700 23.21 -0.46 0.1600 20.86 0.18 17120 1800 18031 1200 0.1800 32.78 -0.09 +++ France Telecom SA - Euro Phys FLEX Opt (FTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.3162 28.59 0.84 17120 1400 0.2350 28.59 -0.16 1.5061 25.52 0.72 17120 1500 0.4220 25.52 -0.28 0.8486 23.21 0.54 17120 1600 0.7615 23.21 -0.46 0.4104 21.88 0.34 17120 1700 1.3204 21.88 -0.66 0.0443 23.82 0.05 17120 2000 3.9455 23.82 -0.95 16121 1200 0.6985 29.72 -0.21 1.1760 24.02 0.45 16121 1600 2.2504 24.02 -0.55 16121 2400 8.9912 20.50 -0.97 +++ France Telecom SA - Cash FLEX Fut (FTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 02090 16.0404 03090 16.0406 06090 16.0412 07090 16.0414 09090 16.0418 13090 16.0428 14090 16.0431 +++ France Telecom SA - Phys FLEX Fut (FTZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17120 16.0710 +++ Franklin Resources Inc (FUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 96.940 +++ Fuchs Petrolub AG - PFD (FUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.0100 +++ Fugro NV (FUR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.4200 +++ FedEx Corp (FXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.470 +++ GEA Group AG (G1A/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.3900 +++ Gas Natural SDG SA (GAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.9350 +++ Gas Natural SDG SA - STND FUT (GAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 11.9370 OCT10 V 11.9430 NOV10 X 11.9500 DEC10 Z 11.9580 +++ Bilfinger Berger AG (GB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.0450 +++ Bourbon SA (GBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.1100 +++ Groupe Bruxelles Lambert SA (GBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.2100 +++ Gecina SA (GCS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.6800 +++ GDF Suez (GD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.4350 +++ GDF Suez - Amer Phys FLEX Opt (GDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2800 3.5700 27.19 -0.99 0.1307 26.25 0.09 17120 2912 5.5741 26.25 -0.92 16121 3000 7.8000 22.81 -0.84 +++ GDF Suez - Euro Phys FLEX Opt (GDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.9430 28.69 0.39 17120 2500 2.2638 28.69 -0.61 0.0768 26.26 0.06 17120 3000 6.3829 26.26 -0.94 1.6473 28.14 0.34 14122 2800 7.8923 28.14 -0.66 1.6627 28.15 0.35 21122 2800 7.8993 28.15 -0.65 1.6780 28.16 0.35 28122 2800 7.9062 28.16 -0.65 +++ GDF Suez - Cash FLEX Fut (GDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10110 23.6433 17110 23.6487 +++ GEM Diamonds Ltd (GDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 199.000 +++ General Electric Company (GE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.460 +++ General Electric Company - Physical STND FUT (GEX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.462 OCT10 V 14.465 NOV10 X 14.469 DEC10 Z 14.473 +++ Geberit AG (GEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 163.600 +++ Geberit AG - Amer Phys FLEX Opt (YMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.218 20.68 0.07 17090 1750 +++ Genzyme Corp (GEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 70.010 +++ Cap Gemini SA (GEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.3600 +++ Assicurazioni Generali SpA (GEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.2700 +++ Assicurazioni Generali SpA - STND FUT (GEN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.2729 OCT10 V 14.2792 NOV10 X 14.2879 DEC10 Z 14.2973 +++ Assicurazioni Generali SpA - Amer Phys FLEX Opt (GXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1400 0.8235 31.57 -0.42 +++ Assicurazioni Generali SpA - Euro Phys FLEX Opt (GXX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6047 28.68 0.41 16120 1500 1.3074 29.23 -0.59 0.0236 22.70 0.04 16120 1800 3.7066 23.63 -0.96 0.2716 26.36 0.24 17120 1600 1.9694 26.96 -0.75 +++ Geox SpA (GEO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7150 +++ GAGFAH SA (GF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6480 +++ Surgutneftegaz (GG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.4000 +++ Gildemeister AG (GIL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.6230 +++ Givaudan (GIV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 970.000 +++ EFG Eurobank Ergasias SA (GK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1400 +++ GKN (GKN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 144.800 +++ GKN -STND FUT (GKN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 144.840 DEC10 Z 145.080 MAR11 H 145.370 JUN11 M 145.670 +++ Societe Generale SA (GLE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.1800 +++ Societe Generale SA - STND FUT (GLE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 40.1880 OCT10 V 40.2060 NOV10 X 40.2300 DEC10 Z 40.1570 +++ Societe Generale - Euro Cash FLEX Opt (GLJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16.2248 72.33 0.93 17120 2464 0.6125 72.33 -0.07 12.8743 65.81 0.88 17120 2843 1.0408 65.81 -0.12 +++ Societe Generale - Amer Phys FLEX Opt (GLQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4170 2.5600 46.74 -0.62 17090 4200 2.8000 48.17 -0.65 0.4200 45.18 0.19 17090 4400 15100 3700 1.5700 53.00 -0.29 1.1300 43.68 0.31 15100 4400 17120 3600 2.5800 53.12 -0.30 1.6800 41.70 0.32 17120 4600 7.4100 41.70 -0.68 1.2900 40.40 0.27 17120 4739 0.6100 38.20 0.15 17120 5100 11.3300 38.20 -0.86 0.0100 30.97 0.00 17120 6400 18021 3200 2.3421 56.49 -0.22 16121 2843 3.5997 52.61 -0.20 2.5100 35.89 0.30 16121 5323 +++ Societe Generale - Amer Cash FLEX Opt (GLU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21122 2843 5.6500 50.37 -0.22 +++ Societe Generale - Euro Phys FLEX Opt (GLX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 9.8527 59.17 0.81 17120 3200 1.5787 59.17 -0.19 5.5268 50.93 0.64 17120 3800 3.2352 50.93 -0.36 3.2485 45.57 0.48 17120 4200 4.9451 45.57 -0.52 1.3767 40.76 0.28 17120 4700 8.0586 40.76 -0.72 0.4352 37.08 0.12 17120 5213 12.2321 37.08 -0.88 0.0000 32.00 0.00 17120 11016 69.6561 32.00 -1.00 +++ Galp Energia, SGPS, S.A. (GLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.8200 +++ Globaltrans Investment PLC GDR (GLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7000 +++ ITV plc - STND FUT (GAA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 56.010 DEC10 Z 56.110 MAR11 H 56.220 JUN11 M 56.340 +++ ITV plc (GME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.000 +++ ITV plc - STND OPT (GME/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16.000 67.27 0.99 SEP10 40 0.000 39.01 0.00 12.000 49.62 0.99 SEP10 44 0.000 35.98 0.00 10.000 42.36 0.98 SEP10 46 0.000 34.47 0.00 8.250 45.73 0.94 SEP10 48 0.000 35.23 -0.02 5.000 49.19 0.77 SEP10 52 0.500 42.48 -0.20 2.750 54.61 0.53 SEP10 56 2.500 51.94 -0.48 1.500 62.42 0.34 SEP10 60 5.250 55.62 -0.69 1.000 69.99 0.22 SEP10 64 8.750 60.75 -0.82 0.250 74.52 0.08 SEP10 72 16.000 54.79 -0.98 0.000 82.46 0.03 SEP10 80 24.000 72.79 -0.99 0.000 88.41 0.00 SEP10 120 64.000 97.19 -1.00 16.500 45.32 0.93 DEC10 40 0.250 40.78 -0.05 13.250 45.31 0.87 DEC10 44 0.750 42.48 -0.12 10.250 45.08 0.78 DEC10 48 1.750 43.21 -0.22 5.500 45.69 0.55 DEC10 56 5.250 43.95 -0.45 4.000 44.99 0.44 DEC10 60 7.750 44.52 -0.56 2.750 44.39 0.34 DEC10 64 10.500 44.07 -0.67 1.000 40.42 0.15 DEC10 72 17.000 43.77 -0.82 0.250 39.58 0.06 DEC10 80 24.500 47.03 -0.90 0.000 34.15 0.00 DEC10 120 64.000 48.20 -1.00 17.750 48.43 0.87 MAR11 40 1.250 46.02 -0.12 14.500 45.11 0.82 MAR11 44 2.250 45.15 -0.18 11.750 45.41 0.74 MAR11 48 3.500 45.69 -0.26 7.500 44.96 0.57 MAR11 56 7.000 43.60 -0.43 5.500 43.14 0.48 MAR11 60 9.250 42.87 -0.52 4.250 42.41 0.40 MAR11 64 12.000 41.94 -0.61 1.000 39.08 0.14 MAR11 80 24.750 37.12 -0.88 +++ Gemina SpA (GMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.4780 +++ GN Store Nord (GN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.80 +++ Greene King (GNK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 413.000 +++ Greene King - STND FUT (GNK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 413.100 DEC10 Z 413.810 MAR11 H 414.630 JUN11 M 415.500 +++ Diageo plc - STND FUT (DGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1035.760 DEC10 Z 1037.540 MAR11 H 1024.100 JUN11 M 1026.220 +++ Diageo plc - Amer Phys FLEX Opt (DGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 700 2.400 39.68 -0.03 99.350 24.93 0.52 16121 1050 138.500 25.16 -0.50 185.780 23.30 0.72 21122 900 +++ Diageo plc - Euro Phys FLEX Opt (DGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 112.370 27.15 0.75 17120 950 25.740 27.64 -0.25 82.250 21.52 0.43 21122 1100 191.950 21.17 -0.57 +++ Diageo PLC (GNS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1059.000 +++ Diageo PLC - STND OPT (GNS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 179.500 45.27 1.00 SEP10 880 0.500 36.88 -0.02 139.000 33.69 1.00 SEP10 920 1.000 29.25 -0.03 99.000 25.99 0.99 SEP10 960 3.000 27.68 -0.10 59.500 21.10 0.96 SEP10 1000 9.000 24.70 -0.25 19.000 21.08 0.60 SEP10 1050 28.000 21.85 -0.60 3.000 21.54 0.14 SEP10 1100 66.500 21.25 -0.90 0.500 24.37 0.03 SEP10 1150 115.500 27.58 -0.95 0.000 27.46 0.01 SEP10 1200 166.500 41.48 -0.94 0.000 30.33 0.00 SEP10 1250 216.000 47.11 -0.96 0.000 32.42 0.00 SEP10 1300 266.000 54.71 -0.97 0.000 32.68 0.00 SEP10 1400 366.000 69.06 -0.97 139.500 34.02 0.98 OCT10 920 7.000 29.96 -0.12 100.000 28.16 0.95 OCT10 960 12.000 27.71 -0.20 63.500 25.15 0.83 OCT10 1000 21.000 25.39 -0.33 29.000 23.46 0.50 OCT10 1050 41.500 23.12 -0.55 11.000 22.11 0.24 OCT10 1100 74.000 21.92 -0.77 3.500 21.66 0.09 OCT10 1150 117.000 21.44 -0.91 1.000 22.25 0.03 OCT10 1200 167.000 27.66 -0.93 0.000 23.44 0.00 OCT10 1300 266.000 35.94 -0.96 0.000 25.11 0.00 OCT10 1400 366.000 45.03 -0.97 139.500 27.46 0.98 NOV10 920 14.000 29.13 -0.17 102.500 27.10 0.87 NOV10 960 21.000 27.08 -0.25 70.000 25.19 0.69 NOV10 1000 32.000 25.24 -0.36 39.500 23.20 0.48 NOV10 1050 53.000 23.64 -0.52 20.000 22.21 0.30 NOV10 1100 83.500 22.67 -0.69 9.000 21.46 0.17 NOV10 1150 122.000 21.40 -0.84 4.000 21.49 0.08 NOV10 1200 168.500 23.23 -0.91 1.500 24.83 0.03 NOV10 1300 266.000 27.71 -0.96 419.000 57.47 1.00 DEC10 640 1.000 40.36 -0.01 339.000 50.91 1.00 DEC10 720 3.500 39.45 -0.04 259.500 40.45 0.99 DEC10 800 6.500 34.22 -0.07 179.500 30.49 0.98 DEC10 880 13.500 30.47 -0.14 106.500 26.67 0.79 DEC10 960 28.500 27.23 -0.28 77.000 25.11 0.65 DEC10 1000 40.000 25.69 -0.37 27.500 22.67 0.34 DEC10 1100 90.500 23.10 -0.66 7.500 22.23 0.13 DEC10 1200 170.500 22.31 -0.88 3.000 24.48 0.05 DEC10 1300 266.000 24.40 -0.96 1.000 26.01 0.02 DEC10 1400 366.000 30.61 -0.97 183.000 29.07 0.87 MAR11 880 29.000 29.18 -0.21 119.000 25.90 0.70 MAR11 960 49.500 26.41 -0.33 93.000 24.89 0.62 MAR11 1000 63.500 25.14 -0.41 44.500 23.36 0.40 MAR11 1100 117.500 23.59 -0.63 18.000 22.45 0.21 MAR11 1200 192.500 22.66 -0.81 6.500 21.98 0.09 MAR11 1300 282.000 23.22 -0.91 2.500 22.71 0.04 MAR11 1400 378.000 24.51 -0.95 261.500 32.87 0.92 JUN11 800 24.000 30.59 -0.15 190.000 28.57 0.79 JUN11 880 41.000 28.83 -0.23 131.500 26.15 0.68 JUN11 960 64.000 26.52 -0.35 106.500 25.30 0.61 JUN11 1000 79.500 25.54 -0.41 58.000 23.64 0.42 JUN11 1100 132.000 23.97 -0.59 27.000 22.22 0.25 JUN11 1200 201.000 22.45 -0.76 5.000 21.49 0.06 JUN11 1400 378.500 21.23 -0.94 419.500 44.54 0.91 DEC11 640 21.500 35.83 -0.09 339.500 35.86 0.89 DEC11 720 30.500 32.48 -0.14 267.000 31.10 0.84 DEC11 800 46.000 30.35 -0.20 202.000 27.98 0.76 DEC11 880 67.000 28.29 -0.28 148.500 26.31 0.66 DEC11 960 95.500 26.52 -0.38 123.500 25.34 0.60 DEC11 1000 112.500 25.76 -0.43 47.000 23.69 0.32 DEC11 1200 236.000 23.37 -0.70 14.000 22.29 0.12 DEC11 1400 403.000 21.94 -0.89 152.000 24.43 0.65 JUN12 960 100.000 23.00 -0.39 130.500 24.00 0.59 JUN12 1000 119.000 22.51 -0.44 48.000 21.00 0.32 JUN12 1200 243.500 20.57 -0.71 15.500 20.00 0.13 JUN12 1400 412.500 20.49 -0.87 154.500 23.30 0.65 DEC12 960 121.000 22.99 -0.41 132.500 22.72 0.59 DEC12 1000 138.000 22.11 -0.46 53.500 20.33 0.33 DEC12 1200 263.000 20.23 -0.69 20.500 19.65 0.16 DEC12 1400 428.500 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 ------- -------- ---------- ---------- ---------- ---------- 1095.000 +++ Go-Ahead Group - STND FUT (GOG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1095.270 DEC10 Z 1097.150 MAR11 H 1099.330 JUN11 M 1101.620 +++ Google Inc (GOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 450.970 +++ Grafton Group PLC (GP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6930 +++ Great Portland Estates (GPO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 316.300 +++ Great Portland Estates - STND FUT (GPO/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 316.380 DEC10 Z 316.920 MAR11 H 317.550 JUN11 M 318.210 +++ Gestevision Telecinco SA (GQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.9900 +++ Grifols SA (GRF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.1890 +++ Greggs (GRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 449.600 +++ Greggs - STND FUT (GRG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 449.710 DEC10 Z 450.480 MAR11 H 451.380 JUN11 M 452.320 +++ Grainger Plc (GRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 109.400 +++ Grainger Plc - STND FUT (GRI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 109.430 DEC10 Z 109.620 MAR11 H 109.830 JUN11 M 110.060 +++ Gruppo Editoriale L Espresso SpA (GRU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5240 +++ Goldman Sachs Group Inc/The (GSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 137.650 +++ Globe Trade Centre SA (GT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.740 +++ Getinge AB - Cash Flex Future (GID/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 148.4555 +++ Getinge AB (GTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 148.4000 +++ GlaxoSmithKline plc - Euro Cash FLEX Opt (GSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.970 18.25 0.22 17090 1260 +++ GlaxoSmithKline plc - Amer Phys FLEX Opt (GSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.050 19.51 0.02 17120 1500 295.590 22.67 -0.96 16121 860 19.910 24.14 -0.11 58.530 20.76 0.37 16121 1300 +++ GlaxoSmithKline plc - Euro Phys FLEX Opt (GSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17.520 18.72 0.25 17120 1300 110.670 19.18 -0.74 29.330 19.61 0.22 16121 1400 272.170 19.21 -0.78 20.870 19.25 0.17 16121 1450 314.200 19.18 -0.83 +++ GlaxoSmithKline plc (GXO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1221.000 +++ GlaxoSmithKline plc - STND OPT (GXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 261.500 45.88 0.99 SEP10 960 0.000 43.02 0.00 221.500 39.21 0.99 SEP10 1000 0.500 42.11 -0.01 171.500 30.18 0.99 SEP10 1050 1.000 35.78 -0.03 123.000 28.95 0.95 SEP10 1100 2.500 31.70 -0.06 76.500 25.66 0.86 SEP10 1150 5.000 25.42 -0.14 34.500 20.49 0.66 SEP10 1200 12.500 20.17 -0.34 9.500 18.69 0.30 SEP10 1250 37.500 18.25 -0.71 1.000 16.48 0.05 SEP10 1300 79.500 15.79 -0.97 0.000 19.39 0.01 SEP10 1350 129.000 17.31 -1.00 0.000 24.35 0.01 SEP10 1400 179.000 21.10 -1.00 0.000 34.07 0.00 SEP10 1500 279.000 34.29 -1.00 0.000 39.30 0.00 SEP10 1600 380.500 63.09 -0.97 263.000 32.91 0.98 OCT10 960 2.000 37.74 -0.03 223.500 31.14 0.97 OCT10 1000 2.500 33.90 -0.04 175.000 27.71 0.94 OCT10 1050 3.500 29.05 -0.06 129.000 26.09 0.88 OCT10 1100 7.000 26.01 -0.12 85.000 23.23 0.78 OCT10 1150 13.000 23.08 -0.22 47.500 20.70 0.61 OCT10 1200 25.500 20.60 -0.39 21.500 19.18 0.38 OCT10 1250 49.000 19.06 -0.62 7.000 18.00 0.17 OCT10 1300 85.000 17.91 -0.83 0.500 17.70 0.02 OCT10 1400 179.000 17.86 -0.99 0.000 20.02 0.00 OCT10 1500 279.000 21.20 -1.00 224.500 28.21 0.96 NOV10 1000 6.000 29.54 -0.08 132.000 24.44 0.86 NOV10 1100 15.500 24.20 -0.19 90.500 22.56 0.75 NOV10 1150 26.000 22.33 -0.30 55.000 20.77 0.59 NOV10 1200 43.500 20.82 -0.46 28.500 19.37 0.40 NOV10 1250 70.000 19.71 -0.63 13.500 18.77 0.23 NOV10 1300 105.500 18.85 -0.79 2.500 19.50 0.06 NOV10 1400 195.500 18.94 -0.95 1.500 23.55 0.03 NOV10 1500 294.000 21.22 -0.98 264.000 29.18 0.97 DEC10 960 6.500 30.10 -0.07 226.000 28.15 0.94 DEC10 1000 9.000 28.40 -0.10 134.500 23.87 0.83 DEC10 1100 21.000 23.79 -0.22 60.500 20.76 0.58 DEC10 1200 51.000 20.94 -0.46 18.000 18.72 0.26 DEC10 1300 111.500 19.18 -0.75 3.500 17.76 0.07 DEC10 1400 196.500 18.08 -0.93 0.500 21.27 0.01 DEC10 1600 395.000 27.27 -0.97 268.000 29.24 0.93 MAR11 960 16.000 27.58 -0.12 229.500 26.56 0.91 MAR11 1000 21.000 26.20 -0.16 143.500 23.63 0.77 MAR11 1100 41.000 23.17 -0.29 74.500 20.92 0.56 MAR11 1200 78.500 21.00 -0.49 32.000 19.64 0.32 MAR11 1300 138.500 19.39 -0.71 11.000 18.67 0.14 MAR11 1400 217.500 17.70 -0.88 0.500 16.85 0.01 MAR11 1600 408.500 14.31 -1.00 270.000 28.39 0.91 JUN11 960 27.000 26.54 -0.16 232.500 26.36 0.88 JUN11 1000 34.000 25.37 -0.20 150.000 23.61 0.74 JUN11 1100 59.000 22.83 -0.33 85.500 21.44 0.54 JUN11 1200 99.500 20.75 -0.51 43.000 20.21 0.35 JUN11 1300 161.000 19.73 -0.69 19.500 19.41 0.19 JUN11 1400 238.000 18.51 -0.83 3.000 18.89 0.04 JUN11 1600 424.000 18.48 -0.96 270.000 25.82 0.91 DEC11 960 43.500 24.14 -0.21 235.000 24.93 0.86 DEC11 1000 56.500 24.15 -0.26 100.500 21.91 0.54 DEC11 1200 135.500 20.75 -0.52 31.000 19.61 0.24 DEC11 1400 274.500 19.21 -0.79 7.000 18.19 0.07 DEC11 1600 453.000 19.07 -0.92 275.000 27.04 0.87 JUN12 960 76.500 26.28 -0.27 242.500 26.27 0.82 JUN12 1000 88.000 25.33 -0.30 114.000 22.72 0.53 JUN12 1200 171.500 21.40 -0.54 45.500 20.95 0.28 JUN12 1400 312.500 20.57 -0.75 280.500 28.22 0.84 DEC12 960 104.000 27.03 -0.30 249.500 27.29 0.79 DEC12 1000 114.000 25.63 -0.33 121.000 22.80 0.53 DEC12 1200 198.000 21.23 -0.55 55.000 21.42 0.30 DEC12 1400 339.500 20.46 -0.73 22.500 20.27 0.15 DEC12 1600 507.500 20.00 -0.86 +++ GlaxoSmithKline plc - STND FUT (GXW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1221.310 DEC10 Z 1207.380 MAR11 H 1190.770 JUN11 M 1177.220 +++ Emporiki Bank of Greece SA (GY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6100 +++ Gazprom Neft (GZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.6500 +++ Hexagon AB (HAB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 120.8000 +++ Hamburger Hafen und Logistik (HAM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.6050 +++ Hays (HAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 90.200 +++ Hays - STND FUT (HAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 90.220 DEC10 Z 90.380 MAR11 H 90.560 JUN11 M 90.740 +++ Havas SA (HAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6200 +++ HBOS ex event Contracts (HAX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.490 +++ 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 370 300.500 80.75 -1.00 +++ Hugo Boss AG - PFD (HBF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.9450 +++ Heineken Holding NV (HD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.3800 +++ Heidelberger Druckmaschinen AG (HDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.1200 +++ Home Depot Inc (HDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.950 +++ Heineken NV (HEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.3400 +++ Heineken NV - STND FUT (HEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 35.3470 OCT10 V 35.3630 NOV10 X 35.3840 DEC10 Z 35.4080 +++ Heineken NV - Amer Phys FLEX Opt (HEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4300 23.61 0.19 17120 4000 0.0800 24.40 0.04 17120 4500 +++ Heineken NV - Phys FLEX Fut (HEZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 35.3470 +++ HeidelbergCement AG (HEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.6500 +++ HeidelbergCement AG - Amer Phys Flex Opt (HET/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 3200 1.8719 38.21 -0.50 +++ Henkel AG & Co. KGAA (HEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.7050 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 20.010 +++ Henderson Group PLC (HGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 124.900 +++ Coca Cola Hellenic Bottling Co SA (HK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.6400 +++ Henkel AG & CO KGaA - PFD - Amer Phys FLEX Opt (HHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3600 0.3608 25.22 -0.28 1.5492 23.72 0.38 18031 4000 +++ Henkel AG & CO KGaA - PFD (HKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.1000 +++ Hellenic Duty Free Shops SA (HL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.6800 +++ Halma (HLM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 274.300 +++ Halma - STND FUT (HLM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 274.370 DEC10 Z 274.840 MAR11 H 275.390 JUN11 M 275.960 +++ Hammerson (HMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 359.600 +++ Hammerson - STND FUT (HMS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 359.690 DEC10 Z 360.310 MAR11 H 361.020 JUN11 M 333.990 +++ 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 59.510 DEC10 Z 59.620 MAR11 H 59.740 JUN11 M 59.860 +++ Hennes & Mauritz AB ser. B - Euro Cash FLEX Opt (HMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.5374 20.15 0.25 17090 24931 1.0215 20.15 0.18 17090 25186 +++ Hennes & Mauritz AB ser. B - Amer Phys FLEX Opt (HMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 20500 2.0707 27.24 -0.11 +++ Hennes & Mauritz AB (HNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 241.8000 +++ Hennes & Mauritz AB - STND FUT (HNM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 241.8990 OCT10 V 242.0830 NOV10 X 242.3650 DEC10 Z 242.6110 +++ Hannover Rueck AG (HNR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.0050 +++ Thales SA - Amer Phys FLEX Opt (HCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 25.00 0.00 17120 5100 +++ Thales SA (HO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.2300 +++ Holmen AB (HOB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 195.6000 +++ Holcim Ltd (HOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.100 +++ Holcim Ltd - Amer Phys FLEX Opt (HOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 720 10.915 34.42 -0.99 +++ Hochtief AG (HOT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.2100 +++ Hewlett-Packard Company (HPC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.800 +++ Home Retail Group Plc MATCH USF (ARF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 218.650 DEC10 Z 214.280 MAR11 H 205.720 JUN11 M 206.150 +++ Home Retail Group Plc (HRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 218.600 +++ Hiscox Ltd (HS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 367.100 +++ Hiscox Ltd - STND FUT (HS /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 367.190 DEC10 Z 367.820 MAR11 H 368.550 JUN11 M 369.320 +++ HSBC Holdings plc - STND FUT (HSA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 643.860 DEC10 Z 639.710 MAR11 H 632.980 JUN11 M 628.540 +++ HSBC Holdings plc (HSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 643.700 +++ HSBC Holdings plc - STND OPT (HSB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 164.000 55.84 0.99 SEP10 480 0.000 37.76 0.00 124.250 44.24 0.99 SEP10 520 0.000 33.38 0.00 84.500 34.37 0.97 SEP10 560 0.250 29.98 -0.02 65.000 30.62 0.94 SEP10 580 1.250 30.69 -0.06 46.250 27.41 0.88 SEP10 600 2.250 26.86 -0.11 29.000 24.64 0.76 SEP10 620 5.250 25.05 -0.24 15.000 22.77 0.56 SEP10 640 11.750 23.88 -0.44 6.500 22.49 0.32 SEP10 660 22.500 22.44 -0.68 2.250 21.92 0.14 SEP10 680 38.500 22.54 -0.86 0.750 22.37 0.05 SEP10 700 57.250 25.29 -0.93 0.250 22.45 0.01 SEP10 720 76.500 24.57 -0.98 0.000 23.41 0.00 SEP10 760 116.250 29.65 -1.00 0.000 25.21 0.00 SEP10 800 156.250 34.99 -1.00 0.000 30.59 0.00 SEP10 880 236.250 40.53 -1.00 125.250 34.64 0.96 OCT10 520 1.250 35.74 -0.04 87.000 30.08 0.91 OCT10 560 3.000 30.50 -0.09 52.250 27.27 0.78 OCT10 600 8.500 27.67 -0.22 37.000 25.71 0.68 OCT10 620 13.000 26.06 -0.32 24.750 24.76 0.55 OCT10 640 21.000 25.23 -0.45 15.000 23.88 0.40 OCT10 660 31.250 24.32 -0.59 8.500 23.42 0.27 OCT10 680 44.500 23.81 -0.73 4.500 23.28 0.17 OCT10 700 60.250 23.24 -0.84 2.750 24.51 0.11 OCT10 720 78.500 24.10 -0.90 0.500 23.16 0.02 OCT10 760 116.500 22.95 -0.98 127.750 33.05 0.93 NOV10 520 4.250 33.73 -0.08 91.750 30.53 0.86 NOV10 560 8.250 30.56 -0.16 59.250 28.07 0.73 NOV10 600 16.750 28.16 -0.29 45.250 27.16 0.65 NOV10 620 23.500 27.38 -0.38 33.500 26.28 0.55 NOV10 640 31.750 26.30 -0.48 23.750 25.54 0.44 NOV10 660 42.250 25.36 -0.58 15.750 24.81 0.34 NOV10 680 55.000 24.80 -0.68 6.250 24.02 0.17 NOV10 720 86.000 23.63 -0.84 365.250 53.69 1.00 DEC10 279 0.000 44.19 0.00 330.250 52.71 1.00 DEC10 314 0.000 44.43 0.00 295.500 49.79 1.00 DEC10 349 0.250 43.46 0.00 261.750 45.24 0.99 DEC10 383 0.500 42.20 -0.01 226.750 37.16 0.99 DEC10 418 1.250 40.88 -0.02 159.500 36.32 0.94 DEC10 488 4.500 36.77 -0.07 96.250 31.33 0.83 DEC10 558 12.000 30.99 -0.19 63.250 28.64 0.71 DEC10 600 22.000 28.68 -0.31 45.250 27.15 0.60 DEC10 627 32.000 27.56 -0.42 38.000 26.77 0.54 DEC10 640 37.500 26.93 -0.47 20.250 25.42 0.36 DEC10 680 60.250 25.49 -0.64 14.500 24.56 0.29 DEC10 697 71.750 24.77 -0.72 9.250 24.14 0.21 DEC10 720 89.500 24.44 -0.79 3.250 23.84 0.09 DEC10 767 130.500 23.85 -0.91 0.500 22.74 0.02 DEC10 837 198.000 25.17 -0.97 0.250 22.49 0.01 DEC10 871 231.500 25.62 -0.99 0.250 22.44 0.01 DEC10 880 240.500 26.44 -0.99 171.000 35.75 0.91 MAR11 480 10.500 35.08 -0.12 104.000 31.20 0.77 MAR11 560 25.750 31.10 -0.26 76.000 29.61 0.67 MAR11 600 38.250 29.32 -0.36 52.750 28.20 0.55 MAR11 640 55.750 27.88 -0.48 34.250 26.93 0.42 MAR11 680 78.000 26.62 -0.60 21.250 26.06 0.30 MAR11 720 105.250 25.43 -0.72 11.250 24.54 0.19 MAR11 760 136.000 23.95 -0.83 6.500 24.43 0.12 MAR11 800 170.500 22.79 -0.90 210.000 37.97 0.93 JUN11 440 12.000 36.77 -0.11 173.750 35.13 0.88 JUN11 480 17.500 34.34 -0.15 109.750 31.25 0.74 JUN11 560 36.000 30.81 -0.29 83.000 29.76 0.65 JUN11 600 50.500 29.30 -0.38 60.750 28.51 0.55 JUN11 640 68.750 28.03 -0.48 42.500 27.40 0.44 JUN11 680 91.000 26.82 -0.58 28.000 26.30 0.33 JUN11 720 117.750 26.06 -0.68 10.750 24.40 0.16 JUN11 800 180.000 23.73 -0.85 3.500 23.21 0.07 JUN11 880 252.750 21.92 -0.95 365.250 39.37 1.00 DEC11 279 6.000 46.22 -0.04 330.500 38.22 1.00 DEC11 314 8.500 43.95 -0.05 296.000 37.28 0.99 DEC11 349 11.250 41.30 -0.07 263.250 36.31 0.97 DEC11 383 15.000 39.23 -0.10 231.000 35.81 0.94 DEC11 418 20.500 37.58 -0.13 172.250 33.68 0.84 DEC11 488 33.500 33.90 -0.21 120.500 30.75 0.72 DEC11 558 54.750 31.17 -0.32 78.750 28.29 0.58 DEC11 627 83.250 28.65 -0.45 72.250 28.00 0.55 DEC11 640 89.750 28.29 -0.47 39.250 25.88 0.37 DEC11 720 138.000 26.45 -0.63 18.750 24.10 0.22 DEC11 800 198.000 25.18 -0.77 9.000 23.46 0.12 DEC11 880 265.500 23.65 -0.88 185.250 34.69 0.82 JUN12 480 44.750 33.79 -0.22 128.500 31.24 0.70 JUN12 560 71.000 30.77 -0.34 83.250 28.65 0.55 JUN12 640 107.500 28.40 -0.47 51.000 26.77 0.41 JUN12 720 155.500 26.59 -0.61 28.750 25.28 0.28 JUN12 800 213.750 25.36 -0.73 192.750 36.00 0.80 DEC12 480 57.250 34.00 -0.24 151.000 36.38 0.69 DEC12 560 104.000 36.60 -0.34 102.000 31.83 0.57 DEC12 640 134.250 31.99 -0.45 71.250 30.37 0.45 DEC12 720 182.250 30.45 -0.56 48.250 29.13 0.35 DEC12 800 238.750 29.46 -0.66 +++ HSBC Holdings plc - Euro Cash FLEX Opt (HSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 640 11.410 23.88 -0.44 2.830 22.09 0.17 17090 674 +++ HSBC Holdings plc - Amer Phys FLEX Opt (HSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 192.420 36.74 0.98 17120 453 2.400 38.83 -0.04 129.580 34.04 0.91 17120 520 7.010 34.13 -0.11 56.070 28.09 0.67 17120 610 25.280 28.27 -0.35 27.980 26.10 0.45 17120 660 47.830 26.21 -0.56 5.870 24.00 0.15 17120 741 107.200 24.18 -0.86 2.670 23.70 0.08 17120 776 139.100 24.02 -0.92 2.370 23.63 0.07 17120 780 17120 784 146.650 24.17 -0.93 0.620 22.88 0.02 17120 828 189.340 25.00 -0.97 0.010 22.44 0.00 17120 959 0.000 22.44 0.00 17120 1089 254.340 36.18 0.96 16121 392 147.400 32.34 0.79 16121 520 41.990 32.65 -0.25 119.030 30.68 0.71 16121 560 55.060 31.10 -0.32 46.220 26.41 0.42 16121 700 9.700 23.53 0.13 16121 871 256.540 23.82 -0.87 7.540 23.46 0.11 16121 900 3.070 23.46 0.05 16121 1000 8.430 25.28 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 37.76 0.00 18031 560 25.750 31.10 -0.26 11.250 24.54 0.19 18031 760 +++ HSBC Holdings plc - Euro Phys FLEX Opt (HSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 600 1.960 26.86 -0.11 14.630 22.77 0.56 17090 640 11.410 23.88 -0.44 1.920 21.92 0.13 17090 680 15100 640 20.690 25.23 -0.45 4.450 23.28 0.16 15100 700 163.980 36.43 0.94 17120 479 3.860 37.30 -0.06 126.500 34.04 0.89 17120 520 7.000 34.13 -0.11 100.450 31.90 0.83 17120 550 10.590 31.65 -0.17 30.220 26.30 0.47 17120 654 5.810 24.00 0.14 17120 741 106.900 24.18 -0.85 0.620 22.88 0.02 17120 828 188.880 25.00 -0.97 8.350 23.68 0.12 16091 850 1.620 23.34 0.03 16091 1000 3.990 23.46 0.06 16121 970 3.020 23.46 0.05 16121 1000 1.880 23.46 0.03 16121 1050 20.730 24.32 0.23 20012 800 5.950 23.81 0.08 20012 950 7.360 24.37 0.10 16032 970 5.910 24.37 0.08 16032 1000 4.050 24.37 0.06 16032 1050 18.150 24.80 0.20 20042 850 8.100 24.72 0.10 20042 970 +++ HSBC Holdings plc - Cash FLEX Fut (HSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 643.860 +++ Cardinal Health Inc (HTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.090 +++ Hellenic Telecommunications Organization SA (HTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4200 +++ Hellenic Petroleum SA (HU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.9100 +++ Hugo Boss AG - Ord (HUG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.5950 +++ Husqvarna AB (HUS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.4100 +++ Honeywell International Inc (HYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.980 +++ Aryzta UG (IA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.3000 +++ ICAP (IAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 410.000 +++ ICAP - STND FUT (IAP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 410.100 DEC10 Z 410.810 MAR11 H 406.360 JUN11 M 407.210 +++ ICAP PLC - STND OPT (ICA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 170.250 92.74 1.00 SEP10 240 0.000 78.60 0.00 150.250 74.45 1.00 SEP10 260 0.000 71.83 0.00 130.250 60.79 1.00 SEP10 280 0.000 64.25 0.00 110.250 51.53 1.00 SEP10 300 0.000 56.63 -0.01 90.250 43.12 1.00 SEP10 320 0.250 49.50 -0.01 70.250 37.65 0.99 SEP10 340 0.250 43.20 -0.02 50.500 33.73 0.96 SEP10 360 0.750 37.93 -0.06 41.000 32.24 0.93 SEP10 370 1.500 35.72 -0.09 32.000 30.75 0.88 SEP10 380 2.500 34.51 -0.15 23.500 29.84 0.79 SEP10 390 4.000 31.84 -0.23 16.750 30.61 0.66 SEP10 400 6.500 30.53 -0.34 10.500 28.48 0.51 SEP10 410 10.750 29.98 -0.48 6.000 27.99 0.36 SEP10 420 16.500 29.24 -0.63 3.250 27.73 0.23 SEP10 430 23.750 29.68 -0.75 1.500 27.46 0.13 SEP10 440 31.750 28.99 -0.86 0.750 27.31 0.07 SEP10 450 40.750 29.29 -0.92 0.250 27.24 0.03 SEP10 460 50.500 29.90 -0.96 0.000 27.28 0.00 SEP10 480 70.000 31.92 -0.99 0.000 28.64 0.00 SEP10 560 150.000 53.34 -1.00 94.750 37.63 0.91 DEC10 320 4.500 38.66 -0.10 77.500 36.27 0.85 DEC10 340 7.250 37.16 -0.15 61.250 34.60 0.79 DEC10 360 11.000 35.55 -0.22 46.750 33.36 0.70 DEC10 380 16.000 33.45 -0.30 33.500 31.43 0.60 DEC10 400 23.250 32.01 -0.41 23.000 30.07 0.48 DEC10 420 32.250 30.36 -0.52 15.000 29.20 0.36 DEC10 440 44.750 29.97 -0.63 9.250 28.34 0.26 DEC10 460 59.000 29.29 -0.74 5.500 27.99 0.17 DEC10 480 75.750 29.78 -0.81 98.500 36.94 0.87 MAR11 320 10.750 37.69 -0.16 67.500 34.67 0.74 MAR11 360 20.000 34.52 -0.27 54.000 33.34 0.67 MAR11 380 26.750 33.17 -0.35 41.750 32.01 0.59 MAR11 400 34.750 31.86 -0.43 31.500 30.81 0.50 MAR11 420 44.500 30.73 -0.51 22.750 29.76 0.41 MAR11 440 56.250 29.92 -0.60 16.000 28.91 0.32 MAR11 460 69.750 29.07 -0.68 11.500 28.66 0.25 MAR11 480 84.750 28.50 -0.76 +++ Iberdrola SA (IBE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.5600 +++ Iberdrola SA - STND FUT (IBE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 5.5610 OCT10 V 5.5640 NOV10 X 5.5670 DEC10 Z 5.4310 +++ Iberia Lineas ereas de Espana SA (IBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5450 +++ International Business Machine Corp (IBM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 123.270 +++ IBM Corporation - Physical STND FUT (IBX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 123.286 OCT10 V 123.312 NOV10 X 123.350 DEC10 Z 123.383 +++ Iberdrola Renovables (IBR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5810 +++ Intercell AG (ICL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.5000 +++ Intermediate Capital Group (ICP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 273.000 +++ Intermediate Capital Group - STND FUT (ICP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 273.070 DEC10 Z 273.540 MAR11 H 274.080 JUN11 M 274.650 +++ Imerys SA (ID /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.1850 +++ Icade (IDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.8200 +++ Indra Sistemas SA (IDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.2050 +++ Industrivarden AB (IDS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 88.2500 +++ Infineon Technologies AG (IF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4010 +++ Infineon Technologies AG - STND FUT (IF /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.4019 OCT10 V 4.4038 NOV10 X 4.4065 DEC10 Z 4.4094 +++ Infineon Technologies AG - Amer Phys FLEX Opt (IFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1957 41.82 0.33 17120 500 0.7931 43.05 -0.66 18031 500 0.9100 41.98 -0.60 18031 520 1.0533 41.65 -0.65 0.1786 40.19 0.26 18031 560 0.1214 40.30 0.19 18031 600 0.1882 39.18 0.24 17061 600 +++ Interpump Group SpA (IGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3000 +++ SBM Offshore NV (IHC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.0050 +++ InterContinental Hotels Group plc - STND FUT (ICH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 982.250 DEC10 Z 983.930 MAR11 H 985.890 JUN11 M 968.140 +++ InterContinental Hotels Group plc (IHG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 982.000 +++ InterContinental Hotels Group plc - STND OPT (IHG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 182.500 42.76 0.99 SEP10 800 0.500 45.00 -0.02 143.500 40.39 0.96 SEP10 840 2.000 43.00 -0.05 105.500 36.95 0.92 SEP10 880 4.500 40.39 -0.10 71.000 35.92 0.81 SEP10 920 10.500 38.89 -0.21 44.000 36.91 0.63 SEP10 960 22.500 37.94 -0.38 31.000 34.44 0.53 SEP10 980 29.500 35.41 -0.47 23.500 35.93 0.43 SEP10 1000 41.500 36.33 -0.57 8.500 34.73 0.20 SEP10 1050 76.000 34.40 -0.80 2.500 34.80 0.08 SEP10 1100 120.500 35.44 -0.92 0.500 33.74 0.02 SEP10 1150 169.000 39.78 -0.96 0.000 35.48 0.01 SEP10 1200 218.500 44.14 -0.98 0.000 36.79 0.00 SEP10 1250 269.000 54.05 -0.98 0.000 35.05 0.00 SEP10 1300 319.000 61.02 -0.98 0.000 35.92 0.00 SEP10 1400 418.500 71.44 -0.99 136.000 35.89 0.75 DEC10 880 33.000 36.41 -0.25 84.000 33.79 0.59 DEC10 960 62.000 34.62 -0.41 64.500 33.48 0.50 DEC10 1000 81.000 33.73 -0.50 28.500 31.87 0.29 DEC10 1100 145.500 32.41 -0.71 11.000 31.21 0.14 DEC10 1200 228.500 32.23 -0.85 4.500 31.83 0.06 DEC10 1300 322.000 33.21 -0.93 2.500 34.16 0.04 DEC10 1400 419.000 34.24 -0.97 158.000 35.19 0.72 MAR11 880 53.000 35.40 -0.29 109.500 33.45 0.59 MAR11 960 85.500 34.17 -0.41 89.000 32.80 0.53 MAR11 1000 105.000 33.45 -0.47 50.500 31.67 0.36 MAR11 1100 164.000 31.47 -0.64 26.500 30.76 0.23 MAR11 1200 240.000 30.44 -0.78 13.500 30.59 0.13 MAR11 1300 328.000 30.63 -0.87 8.000 31.44 0.08 MAR11 1400 422.500 31.47 -0.93 +++ IMMOFINANZ AG (IIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5800 +++ 3i Group plc - STND FUT (II /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 260.670 DEC10 Z 260.110 MAR11 H 260.630 JUN11 M 252.870 +++ 3i Group Plc (III/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 260.600 +++ 3i Group Plc - STND OPT (III/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 40.750 38.29 0.98 SEP10 220 0.000 33.88 -0.01 31.250 37.95 0.94 SEP10 230 0.500 34.22 -0.05 22.000 33.93 0.87 SEP10 240 1.250 32.51 -0.12 17.500 31.82 0.82 SEP10 245 1.750 31.45 -0.18 13.750 32.17 0.73 SEP10 250 3.500 33.58 -0.27 6.750 27.30 0.53 SEP10 260 7.000 31.39 -0.47 3.000 28.61 0.30 SEP10 270 12.750 29.99 -0.69 1.000 27.57 0.13 SEP10 280 20.750 31.19 -0.84 0.750 34.95 0.09 SEP10 290 29.750 30.81 -0.94 0.250 34.95 0.04 SEP10 300 39.750 35.59 -0.96 0.000 34.78 0.01 SEP10 310 49.500 40.07 -0.97 0.000 32.78 0.00 SEP10 320 59.500 47.20 -0.97 0.000 32.61 0.00 SEP10 340 79.500 56.76 -0.98 0.000 32.78 0.00 SEP10 360 99.500 61.40 -0.99 45.000 33.63 0.85 DEC10 220 4.750 34.78 -0.16 29.750 32.30 0.72 DEC10 240 9.500 32.89 -0.29 17.500 30.40 0.54 DEC10 260 17.000 30.31 -0.47 9.500 29.60 0.36 DEC10 280 28.500 28.70 -0.65 4.250 28.57 0.21 DEC10 300 44.750 29.99 -0.78 1.750 28.00 0.10 DEC10 320 62.000 29.80 -0.88 0.250 27.60 0.02 DEC10 360 101.250 38.02 -0.93 50.000 34.76 0.79 MAR11 220 9.250 34.62 -0.21 35.750 32.75 0.68 MAR11 240 15.500 33.22 -0.32 24.250 31.34 0.55 MAR11 260 24.250 32.02 -0.45 15.750 30.43 0.42 MAR11 280 35.750 31.29 -0.58 10.000 30.19 0.30 MAR11 300 50.000 31.05 -0.69 5.750 29.30 0.20 MAR11 320 65.500 30.18 -0.79 2.500 30.76 0.10 MAR11 360 101.500 29.61 -0.92 +++ Investor AB - B shares (IKA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 127.6000 +++ Irish Life & Permanent Group Holdings plc (IL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4470 +++ Iliad SA (ILA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.2000 +++ Industria Macchine Automatiche SpA (IMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.5200 +++ IMI (IMI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 683.000 +++ IMI - STND FUT (IMI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 683.170 DEC10 Z 684.340 MAR11 H 685.700 JUN11 M 687.130 +++ Imperial Tobacco Group plc - Euro Cash FLEX Opt (IMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.490 15.60 0.02 17090 1927 +++ Imperial Tobacco Group plc (IMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1800.000 +++ Imperial Tobacco Group plc - STND OPT (IMP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 402.000 55.50 0.98 SEP10 1400 0.500 50.42 -0.01 202.000 29.28 0.97 SEP10 1600 2.500 32.12 -0.04 105.500 22.15 0.88 SEP10 1700 4.500 21.68 -0.11 63.000 20.02 0.75 SEP10 1750 12.500 19.92 -0.25 29.000 18.15 0.51 SEP10 1800 28.500 18.06 -0.49 9.500 16.98 0.24 SEP10 1850 59.000 16.83 -0.76 2.000 15.82 0.07 SEP10 1900 101.500 16.49 -0.93 0.000 15.41 0.01 SEP10 1950 150.500 17.99 -0.98 0.000 15.18 0.00 SEP10 2000 200.000 15.66 -1.00 0.000 15.41 0.00 SEP10 2100 300.000 16.44 -1.00 0.000 16.31 0.00 SEP10 2200 400.000 17.83 -1.00 0.000 19.07 0.00 SEP10 2400 600.000 21.15 -1.00 0.000 24.18 0.00 SEP10 2800 1000.000 24.36 -1.00 411.000 31.10 0.94 DEC10 1400 6.000 29.11 -0.05 226.500 24.58 0.83 DEC10 1600 22.500 24.33 -0.17 149.000 22.99 0.70 DEC10 1700 45.000 22.88 -0.30 86.500 21.57 0.53 DEC10 1800 82.500 21.49 -0.47 44.500 20.82 0.35 DEC10 1900 139.500 20.46 -0.66 21.000 20.60 0.19 DEC10 2000 216.000 20.14 -0.82 3.500 20.60 0.04 DEC10 2200 401.500 20.82 -0.97 0.500 21.22 0.01 DEC10 2400 600.000 20.05 -1.00 238.000 24.29 0.80 MAR11 1600 54.000 23.17 -0.27 163.500 22.83 0.68 MAR11 1700 87.500 21.91 -0.40 104.000 21.76 0.53 MAR11 1800 135.000 20.93 -0.54 60.000 20.77 0.37 MAR11 1900 196.500 19.86 -0.69 32.500 20.37 0.24 MAR11 2000 273.000 19.18 -0.81 9.000 20.26 0.08 MAR11 2200 452.500 18.16 -0.95 3.000 21.54 0.03 MAR11 2400 648.500 17.91 -0.99 +++ Imperial Tobacco Group plc - Amer Phys FLEX Opt (IMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 1880 83.370 16.63 -0.88 17090 1960 160.120 17.53 -0.99 +++ Imperial Tobacco Group plc - STND FUT (IMT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1800.450 DEC10 Z 1803.540 MAR11 H 1752.050 JUN11 M 1755.690 +++ Imperial Tobacco Group plc - Euro Phys FLEX Opt (IMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 44.050 20.82 0.34 17120 1900 138.760 20.46 -0.66 +++ Independent News & Media PLC (IN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6621 +++ Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3700 0.0600 29.61 -0.05 17090 3900 0.2100 24.86 -0.16 +++ Anheuser-Busch InBev NV - Cash FLEX Fut (IGY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 41.1160 +++ Anheuser-Busch InBev NV (INB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.0450 +++ Anheuser-Busch InBev NV - STND FUT (INB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.0530 OCT10 V 41.0710 NOV10 X 41.0970 DEC10 Z 41.1240 +++ Inchcape (INC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 256.000 +++ Inchcape - STND FUT (INC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 256.060 DEC10 Z 256.500 MAR11 H 257.010 JUN11 M 257.550 +++ Indesit Company SpA (INE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.6000 +++ Informa plc (INF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 383.600 +++ Informa plc - STND FUT (INF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 383.700 DEC10 Z 384.350 MAR11 H 385.120 JUN11 M 385.920 +++ ING Groep NV - Euro Cash FLEX Opt (IAJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2304 15.9751 93.73 -0.98 +++ ING Groep NV - Amer Phys FLEX Opt (IAQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5300 51.60 0.73 17090 660 17120 580 0.3000 54.03 -0.21 0.3900 42.38 0.40 17120 768 0.1900 40.01 0.24 17120 840 0.0100 83.48 0.01 17120 2457 17.5520 83.48 -1.00 0.0100 88.67 0.01 17120 2688 +++ ING Groep NV - Euro Phys FLEX Opt (IAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0067 78.35 0.01 17120 2150 14.4341 85.95 -0.98 0.0059 87.08 0.01 17120 2534 18.2524 85.21 -0.99 0.0050 88.67 0.01 17120 2688 19.7879 88.67 -0.99 +++ ING Groep NV (ING/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.0180 +++ ING Groep NV - STND FUT (ING/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 7.0190 OCT10 V 7.0230 NOV10 X 7.0270 DEC10 Z 7.0310 +++ Life Technologies Corp (INI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.180 +++ Intel Corporation (INT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.755 +++ Intel Corp - Physical STND FUT (INX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 17.757 OCT10 V 17.761 NOV10 X 17.766 DEC10 Z 17.771 +++ Intel Corporation - Cash FLEX Fut (IYY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17120 17.771 +++ Investec (INV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 470.300 +++ Investec - STND FUT (INV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 470.420 DEC10 Z 471.220 MAR11 H 472.160 JUN11 M 473.140 +++ Bioton SA (IO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.210 +++ Impressa SGPS (IP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.6100 +++ IPSEN (IPE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.9500 +++ International Power plc - STND FUT (INP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 371.490 DEC10 Z 367.870 MAR11 H 368.600 JUN11 M 352.860 +++ International Power plc - Amer Phys FLEX Opt (IOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 327.400 10.00 1.00 31080 44 323.410 82.91 1.00 17090 48 327.410 78.16 1.00 28090 44 316.420 65.64 1.00 27100 55 +++ International Power plc (IPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 371.400 +++ International Power plc - STND OPT (IPR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 131.750 82.91 0.99 SEP10 240 0.000 46.02 0.00 111.750 68.66 0.99 SEP10 260 0.000 45.94 0.00 92.000 63.90 0.98 SEP10 280 0.000 43.67 0.00 81.500 46.59 0.99 SEP10 290 0.000 42.21 0.00 72.250 54.53 0.97 SEP10 300 0.000 40.76 -0.01 62.000 47.27 0.96 SEP10 310 0.250 39.35 -0.02 52.250 41.46 0.95 SEP10 320 0.500 37.92 -0.03 42.750 39.06 0.92 SEP10 330 1.000 36.61 -0.07 33.500 36.03 0.87 SEP10 340 1.750 35.53 -0.12 24.500 33.07 0.80 SEP10 350 3.250 34.12 -0.20 17.000 31.79 0.69 SEP10 360 6.000 33.47 -0.32 10.500 29.76 0.54 SEP10 370 8.500 28.23 -0.46 6.000 28.94 0.38 SEP10 380 13.750 26.81 -0.64 3.000 27.97 0.23 SEP10 390 22.500 31.71 -0.74 1.250 27.24 0.12 SEP10 400 30.500 30.94 -0.85 0.250 27.29 0.02 SEP10 420 48.750 30.29 -0.97 131.750 43.63 0.99 DEC10 240 1.000 43.09 -0.03 112.750 47.69 0.96 DEC10 260 1.500 39.26 -0.04 92.000 35.26 0.97 DEC10 280 2.250 36.04 -0.07 73.250 33.13 0.93 DEC10 300 4.250 33.87 -0.12 55.250 30.71 0.85 DEC10 320 6.750 31.04 -0.18 39.500 29.23 0.73 DEC10 340 11.500 29.68 -0.29 26.500 28.04 0.59 DEC10 360 18.500 27.97 -0.41 16.250 26.80 0.44 DEC10 380 28.250 26.66 -0.56 9.250 25.93 0.30 DEC10 400 41.500 26.23 -0.70 2.500 25.09 0.11 DEC10 440 74.750 25.16 -0.90 132.000 37.31 0.98 MAR11 240 2.500 39.11 -0.05 94.500 34.14 0.91 MAR11 280 5.750 34.21 -0.11 76.750 31.97 0.85 MAR11 300 8.000 31.66 -0.16 60.750 30.24 0.78 MAR11 320 12.250 30.27 -0.23 46.250 28.72 0.69 MAR11 340 18.000 28.89 -0.31 33.750 27.32 0.59 MAR11 360 25.250 27.41 -0.41 23.750 26.44 0.48 MAR11 380 35.250 26.44 -0.53 16.250 25.90 0.37 MAR11 400 47.750 26.00 -0.63 6.250 24.59 0.19 MAR11 440 78.250 25.01 -0.81 +++ IPSOS (IPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.3700 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 1.2360 +++ Inmarsat plc (ISA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 669.000 +++ F & C Asset Management plc (ISI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.000 +++ F & C Asset Management plc - STND FUT (ISI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 63.020 DEC10 Z 63.120 MAR11 H 63.250 JUN11 M 63.380 +++ Inditex SA - Euro Cash FLEX Opt (IJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2801 28.37 0.17 17090 5598 0.2160 28.62 0.13 17090 5647 +++ Inditex SA - Amer Phys FLEX Opt (IJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 25.6758 25.16 1.00 16121 2700 0.0696 26.87 -0.01 +++ Industria de Diseno Textil SA (Inditex) (IT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.6500 +++ Inditex SA - STND FUT (IT /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 52.6610 OCT10 V 52.6840 NOV10 X 52.1160 DEC10 Z 52.1500 +++ Italcementi SpA (ITA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6700 +++ Intertek Group (ITR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1684.000 +++ Intertek Group - STND FUT (ITR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1684.420 DEC10 Z 1678.750 MAR11 H 1682.090 JUN11 M 1666.620 +++ Italcementi SPA - (savings) (ITS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.2075 +++ Intesa Sanpaolo SpA (Savings) (IU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.7880 +++ IVG Immobilien AG (IV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1700 +++ Wetherspoon(J D) (JDW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 418.800 +++ Wetherspoon(J D) - STND FUT (JDW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 418.900 DEC10 Z 407.430 MAR11 H 408.240 JUN11 M 402.490 +++ Colruyt SA (JF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 195.4000 +++ Jardine Lloyd Thompson Group (JLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 578.500 +++ Jardine Lloyd Thompson Group - STND FUT (JLT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 578.640 DEC10 Z 579.640 MAR11 H 580.790 JUN11 M 581.990 +++ Jeronimo Martins SGPS (JM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.7170 +++ Johnson Matthey (JMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1589.000 +++ Johnson Matthey - STND FUT (JMA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1589.400 DEC10 Z 1580.120 MAR11 H 1583.260 JUN11 M 1586.550 +++ JM AB (JMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 116.2500 +++ Johnson & Johnson Physical (JNX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.290 +++ Johnson & Johnson Physical - STND FUT (JNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 57.297 OCT10 V 57.310 NOV10 X 57.327 DEC10 Z 57.343 +++ JPMorgan Chase & Co (JPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.420 +++ Johnson Controls Inc (JSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.790 +++ St Jude Medical Inc (JUD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.860 +++ Jyske Bank A/S (JYS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 193.50 +++ Kazakhmys plc (KA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1156.000 +++ Kazakhmys PLC - STND OPT (KZK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 276.500 58.93 0.99 SEP10 880 1.000 60.54 -0.02 237.500 58.30 0.98 SEP10 920 2.500 59.80 -0.04 199.000 56.41 0.95 SEP10 960 5.000 58.37 -0.07 180.000 54.94 0.93 SEP10 980 6.000 55.82 -0.08 161.000 53.47 0.91 SEP10 1000 7.000 52.89 -0.10 117.500 50.88 0.82 SEP10 1050 13.000 48.93 -0.18 79.500 48.25 0.70 SEP10 1100 24.500 46.36 -0.31 47.000 44.89 0.53 SEP10 1150 44.500 44.97 -0.47 26.000 43.97 0.36 SEP10 1200 74.500 45.13 -0.64 12.000 42.18 0.21 SEP10 1250 110.000 43.11 -0.79 5.500 42.20 0.11 SEP10 1300 153.000 42.18 -0.89 2.000 41.66 0.05 SEP10 1350 199.500 41.72 -0.95 0.500 41.14 0.02 SEP10 1400 248.500 42.75 -0.98 0.000 40.80 0.00 SEP10 1500 347.500 43.44 -1.00 0.000 42.51 0.00 SEP10 1600 447.500 44.13 -1.00 0.000 44.66 0.00 SEP10 1700 547.500 45.14 -1.00 0.000 48.34 0.00 SEP10 1800 647.500 46.17 -1.00 302.000 53.33 0.86 DEC10 880 29.000 54.22 -0.14 269.500 52.35 0.83 DEC10 920 36.000 52.80 -0.17 240.000 51.68 0.79 DEC10 960 46.000 51.84 -0.21 211.500 50.67 0.75 DEC10 1000 58.000 51.12 -0.26 147.500 48.40 0.62 DEC10 1100 93.500 48.63 -0.38 98.000 46.59 0.49 DEC10 1200 144.000 46.87 -0.51 64.000 46.21 0.37 DEC10 1300 209.000 46.00 -0.64 37.500 44.55 0.25 DEC10 1400 283.500 44.94 -0.75 23.000 44.63 0.17 DEC10 1500 368.500 44.80 -0.83 14.000 44.68 0.11 DEC10 1600 460.000 45.37 -0.89 8.000 44.84 0.07 DEC10 1700 555.000 46.09 -0.93 5.000 45.53 0.05 DEC10 1800 651.500 46.81 -0.95 328.500 51.32 0.82 MAR11 880 53.000 51.59 -0.18 298.500 50.39 0.79 MAR11 920 62.500 50.58 -0.21 271.000 49.56 0.76 MAR11 960 75.500 49.81 -0.24 244.000 48.81 0.72 MAR11 1000 88.000 48.90 -0.28 184.500 46.75 0.63 MAR11 1100 128.000 46.77 -0.38 136.000 45.24 0.52 MAR11 1200 179.500 45.35 -0.48 98.500 44.43 0.43 MAR11 1300 242.000 44.60 -0.58 69.500 43.67 0.33 MAR11 1400 313.000 43.89 -0.67 33.500 42.67 0.19 MAR11 1600 477.000 42.90 -0.81 +++ KBC Bankverzekeringsholding (KBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.7600 +++ KBC Bancassurance Holding - STND FUT (KBB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.7670 OCT10 V 32.7810 NOV10 X 32.8010 DEC10 Z 32.8230 +++ KBC Bancassurance Holding - Amer Phys FLEX Opt (KBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 1.8800 39.35 -0.65 17090 3600 3.4400 38.76 -0.86 +++ Gamesa Corp Tecnologica SA (KC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.3000 +++ Kloeckner & Co AG (KCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.4650 +++ Kesko OYJ (KEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.6400 +++ Kesa Electricals (KES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 133.200 +++ Kesa Electricals - STND FUT (KES/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 133.230 DEC10 Z 133.460 MAR11 H 133.730 JUN11 M 134.000 +++ Kerry Group PLC (KG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.9150 +++ Kingfisher PLC (KGF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 204.500 +++ Kingfisher PLC - STND OPT (KGF/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 25.500 44.91 0.91 SEP10 180 0.750 42.90 -0.08 16.000 35.08 0.84 SEP10 190 1.500 36.08 -0.17 12.250 35.58 0.74 SEP10 195 2.500 34.29 -0.25 8.500 33.71 0.63 SEP10 200 3.750 32.23 -0.36 5.500 31.68 0.50 SEP10 205 5.750 31.17 -0.50 3.250 30.28 0.36 SEP10 210 8.500 29.94 -0.64 1.750 29.36 0.23 SEP10 215 12.250 28.95 -0.77 1.000 29.09 0.14 SEP10 220 16.250 28.67 -0.87 0.500 29.05 0.07 SEP10 225 21.000 31.38 -0.91 0.250 29.22 0.04 SEP10 230 25.750 31.04 -0.95 0.000 29.58 0.02 SEP10 235 30.750 35.35 -0.96 0.000 30.10 0.01 SEP10 240 35.500 36.03 -0.98 0.000 31.04 0.00 SEP10 250 45.500 40.89 -0.99 0.000 32.70 0.00 SEP10 260 55.500 46.42 -0.99 0.000 39.32 0.00 SEP10 280 75.500 60.47 -0.99 0.000 49.26 0.00 SEP10 320 115.500 82.26 -0.99 26.000 34.74 0.88 OCT10 180 2.250 35.32 -0.16 17.500 31.23 0.78 OCT10 190 4.000 32.65 -0.27 13.750 30.39 0.70 OCT10 195 5.500 31.42 -0.34 10.500 29.39 0.61 OCT10 200 7.500 30.59 -0.43 7.500 27.96 0.51 OCT10 205 9.750 29.98 -0.52 5.500 28.09 0.41 OCT10 210 13.000 30.00 -0.61 3.750 27.75 0.31 OCT10 215 16.250 29.41 -0.70 2.250 27.09 0.22 OCT10 220 19.750 28.75 -0.78 1.500 27.39 0.16 OCT10 225 24.250 30.29 -0.82 1.000 27.59 0.11 OCT10 230 28.750 31.06 -0.86 0.500 28.54 0.05 OCT10 240 38.250 33.76 -0.91 0.250 32.49 0.02 OCT10 260 57.750 40.57 -0.95 27.250 33.70 0.83 NOV10 180 4.250 34.30 -0.21 19.250 30.76 0.72 NOV10 190 6.500 31.83 -0.30 15.500 29.48 0.66 NOV10 195 8.000 30.93 -0.37 12.750 29.27 0.58 NOV10 200 10.250 30.55 -0.43 9.750 28.22 0.50 NOV10 205 12.500 29.67 -0.50 7.750 27.87 0.43 NOV10 210 15.500 29.78 -0.57 4.250 27.10 0.29 NOV10 220 22.000 28.63 -0.71 2.250 26.27 0.17 NOV10 230 29.750 28.19 -0.81 28.250 32.67 0.79 DEC10 180 5.500 33.91 -0.23 20.750 31.18 0.69 DEC10 190 8.250 31.95 -0.32 14.500 29.33 0.57 DEC10 200 12.250 31.05 -0.43 9.750 28.98 0.45 DEC10 210 17.250 30.11 -0.55 6.000 27.87 0.33 DEC10 220 23.750 29.63 -0.66 3.750 27.46 0.22 DEC10 230 31.250 29.00 -0.77 2.000 26.72 0.14 DEC10 240 39.750 29.52 -0.84 1.000 29.27 0.07 DEC10 260 58.500 31.82 -0.91 0.500 31.58 0.04 DEC10 280 78.000 35.86 -0.94 0.000 33.88 0.01 DEC10 320 117.750 44.42 -0.96 31.750 31.75 0.74 MAR11 180 9.250 33.04 -0.27 25.250 30.65 0.66 MAR11 190 12.250 31.46 -0.34 19.250 29.47 0.57 MAR11 200 16.500 30.68 -0.43 14.250 28.76 0.48 MAR11 210 22.000 30.17 -0.52 10.250 28.07 0.39 MAR11 220 28.000 29.53 -0.60 7.250 27.53 0.31 MAR11 230 35.000 29.20 -0.68 5.000 27.17 0.23 MAR11 240 42.750 29.20 -0.75 1.250 27.64 0.07 MAR11 280 78.500 30.29 -0.92 +++ Kingfisher plc - Euro Phys FLEX Opt (KGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 26.400 29.37 0.57 16121 200 27.060 30.57 -0.43 +++ Kingfisher plc - STND FUT (KIG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 204.550 DEC10 Z 202.900 MAR11 H 203.300 JUN11 M 198.970 +++ Kudelski SA (KH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.500 +++ KGHM Polska Miedz SA (KHH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 106.900 +++ Kinnevik Investment AB (KIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 134.3000 +++ Klepierre (KLI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.0950 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 66.850 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 36.2900 +++ Kuehne & Nagel Int AG (KNI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 105.900 +++ Coca-Cola Company (KO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.750 +++ Koninklijke KPN NV (KPN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.4400 +++ Royal KPN NV - STND FUT (KPN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 11.4420 OCT10 V 11.4470 NOV10 X 11.4540 DEC10 Z 11.4620 +++ Royal KPN NV - Amer Phys FLEX Opt (KPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19110 1000 0.0800 23.52 -0.10 0.3900 19.64 0.51 19110 1150 0.2100 20.11 0.33 19110 1200 17120 1000 0.1100 23.88 -0.13 17120 1400 2.6000 22.13 -0.96 +++ Royal KPN NV - Euro Phys FLEX Opt (KPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.5777 24.21 0.87 17120 1000 0.1037 23.88 -0.13 1.6822 22.30 0.71 16121 1000 0.5824 21.98 -0.29 +++ Royal KPN NV - Cash FLEX Fut (KPY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18021 11.4919 +++ Krones AG (KR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.5750 +++ Merck KGaA (KS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.5400 +++ Merck KGaA - Amer Phys FLEX Opt (KSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.0907 25.44 0.77 17090 6600 +++ Kingspan Group Plc (KSP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4132 +++ Fomento de Construcciones SA (KW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.5750 +++ Corning Inc (KWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.830 +++ Kimberly-Clark Corp (KYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.530 +++ Landi Renzo SpA (LAD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6575 +++ Laird plc (LAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 130.200 +++ Laird plc - STND FUT (LAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 130.230 DEC10 Z 130.460 MAR11 H 130.720 JUN11 M 130.990 +++ Ladbrokes plc - STND FUT (HG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 131.030 DEC10 Z 131.260 MAR11 H 127.520 JUN11 M 127.780 +++ Ladbrokes plc (LDB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 131.000 +++ Ladbrokes plc - STND OPT (LDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 31.000 33.47 1.00 SEP10 100 0.000 42.49 0.00 21.000 36.61 0.99 SEP10 110 0.000 41.59 -0.03 11.500 32.70 0.90 SEP10 120 0.750 36.55 -0.13 7.500 33.41 0.75 SEP10 125 1.500 34.47 -0.26 4.500 33.29 0.56 SEP10 130 3.250 32.14 -0.44 2.000 31.03 0.35 SEP10 135 6.000 32.21 -0.65 0.750 29.00 0.16 SEP10 140 10.000 33.21 -0.81 0.250 27.28 0.05 SEP10 145 14.500 35.22 -0.90 0.000 25.12 0.01 SEP10 150 19.250 39.41 -0.93 0.000 24.40 0.00 SEP10 160 29.000 44.97 -0.98 0.000 24.40 0.00 SEP10 170 39.000 49.20 -0.99 0.000 23.67 0.00 SEP10 180 49.000 51.31 -1.00 32.250 38.24 0.92 DEC10 100 1.500 41.88 -0.10 16.250 34.85 0.72 DEC10 120 5.250 35.74 -0.29 10.250 33.45 0.56 DEC10 130 9.000 33.78 -0.44 5.750 32.15 0.39 DEC10 140 14.750 32.96 -0.61 3.000 31.36 0.24 DEC10 150 22.000 32.35 -0.75 1.500 31.27 0.14 DEC10 160 30.500 32.66 -0.85 0.750 31.60 0.08 DEC10 170 39.750 33.41 -0.91 0.500 32.53 0.04 DEC10 180 50.500 45.01 -0.88 33.750 39.15 0.88 MAR11 100 3.500 38.49 -0.16 18.750 36.10 0.69 MAR11 120 9.500 35.57 -0.36 13.000 34.57 0.57 MAR11 130 14.250 34.18 -0.48 8.750 33.73 0.44 MAR11 140 20.000 32.95 -0.60 5.500 32.74 0.32 MAR11 150 27.250 32.18 -0.71 3.250 31.70 0.22 MAR11 160 35.250 31.70 -0.80 1.000 29.98 0.08 MAR11 180 53.500 32.04 -0.91 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 12.4550 +++ 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 13.6302 34.76 -1.00 0.0890 31.29 0.04 17120 5000 13.5870 31.29 -0.96 +++ Lafarge SA (LG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.3550 +++ Lafarge SA - STND FUT (LG /F) +++ Expiry Delivery Settlement External Spot Date Month Pri