+++ RadioShack Corp (AA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.830 +++ Apple Computer Inc (AAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 251.280 +++ ABB Ltd (ABB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.270 +++ ABB Ltd - Amer Phys FLEX Opt (ABQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 190 0.112 31.55 -0.16 17090 200 0.356 28.59 -0.40 0.402 29.82 0.44 17090 205 0.261 31.86 0.31 17090 210 0.128 37.50 0.16 17090 220 0.015 69.34 0.01 17090 280 17120 190 0.767 30.85 -0.32 1.425 29.39 0.57 17120 200 0.614 28.37 0.33 17120 220 3.462 31.30 0.72 17061 180 1.162 31.36 -0.28 +++ ABB Ltd - Euro Phys FLEX Opt (ABX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20120 252 5.054 28.83 -0.90 20120 303 10.029 32.15 -0.99 17061 275 7.461 27.15 -0.87 31081 217 3.251 30.23 -0.53 +++ Abertis Infraestructuras SA (ABE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6000 +++ Abertis Infraestructuras SA - STND FUT (ABE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 13.6030 OCT10 V 13.6080 NOV10 X 13.3160 DEC10 Z 13.3250 +++ Abertis Infraestructuras SA - Amer Phys FLEX Opt (CYQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2049 26.93 0.20 17120 1524 +++ Associated British Foods (ABF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1069.000 +++ Associated British Foods - STND FUT (ABF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1069.320 DEC10 Z 1055.290 MAR11 H 1057.360 JUN11 M 1050.810 +++ Associated British Foods PLC - STND OPT (ABR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 349.250 40.00 1.00 SEP10 720 0.000 38.49 0.00 309.250 36.00 1.00 SEP10 760 0.000 35.56 0.00 269.250 34.18 1.00 SEP10 800 0.000 34.47 0.00 229.250 31.89 1.00 SEP10 840 0.000 31.75 0.00 189.250 33.97 1.00 SEP10 880 0.000 30.85 0.00 149.500 30.84 0.99 SEP10 920 0.250 28.53 -0.01 130.000 30.88 0.98 SEP10 940 0.500 28.34 -0.02 110.250 28.81 0.96 SEP10 960 0.750 27.47 -0.03 91.750 29.06 0.92 SEP10 980 1.750 26.65 -0.06 73.000 26.94 0.88 SEP10 1000 3.250 26.10 -0.11 31.250 22.09 0.66 SEP10 1050 12.250 22.45 -0.34 8.250 21.38 0.28 SEP10 1100 39.000 21.43 -0.72 1.250 21.23 0.06 SEP10 1150 82.000 21.63 -0.94 0.000 20.44 0.00 SEP10 1200 131.250 25.43 -0.98 0.000 20.00 0.00 SEP10 1300 231.000 20.00 -1.00 271.750 29.00 0.98 DEC10 800 2.500 29.52 -0.04 194.500 25.55 0.94 DEC10 880 6.750 26.39 -0.09 158.750 25.46 0.89 DEC10 920 11.000 25.01 -0.14 123.000 23.39 0.83 DEC10 960 16.250 22.89 -0.21 91.000 22.18 0.74 DEC10 1000 26.750 22.24 -0.31 30.500 19.42 0.41 DEC10 1100 69.500 18.61 -0.64 7.250 19.33 0.14 DEC10 1200 147.750 16.05 -0.92 0.000 18.48 0.00 DEC10 1400 344.250 14.78 -1.00 198.500 24.98 0.90 MAR11 880 15.250 25.18 -0.14 163.750 23.97 0.85 MAR11 920 21.250 23.94 -0.19 131.000 22.92 0.78 MAR11 960 29.000 22.47 -0.25 101.750 22.06 0.69 MAR11 1000 41.500 21.85 -0.34 45.250 20.08 0.44 MAR11 1100 85.000 19.20 -0.59 14.750 18.51 0.20 MAR11 1200 158.250 18.74 -0.81 0.750 17.62 0.02 MAR11 1400 344.750 17.56 -0.99 +++ Abengoa SA (ABG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.5950 +++ Abengoa SA - Cash Flex Future (WLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 19.5984 +++ Abbott Laboratories (ABT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.470 +++ Accor SA Ex event package (AC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.8100 +++ Accor SA Ex event package - STND FUT (AC /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 38.8100 DEC10 Z 38.8760 +++ Credit Agricole SA (ACA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.4000 +++ Credit Agricole SA - STND FUT (ACA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.4020 OCT10 V 10.4060 NOV10 X 10.4130 DEC10 Z 10.4200 +++ Credit Agricole SA - Euro Cash FLEX Opt (ACJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0350 38.15 0.09 17090 1159 0.3408 35.33 0.22 17061 1350 3.7484 35.33 -0.78 +++ Credit Agricole SA - Amer Phys FLEX Opt (ACQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 800 0.0200 65.49 -0.02 17090 1100 0.7500 41.11 -0.73 19110 880 0.3800 54.82 -0.21 17120 750 0.2489 61.54 -0.12 0.2304 37.31 0.21 17120 1250 17120 1846 8.0600 28.95 -1.00 1.4200 37.64 0.48 21122 1200 +++ Credit Agricole SA - Euro Phys FLEX Opt (ACX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.8943 49.22 0.75 17120 900 0.5136 51.79 -0.25 1.3492 37.64 0.46 21122 1200 3.6892 37.64 -0.54 +++ Acciona SA (ACC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.6700 +++ ACEA SpA (ACE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.8050 +++ ACE Ltd (ACL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.600 +++ Acanthe Developpement SA (ACN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.2300 +++ Acerinox SA (ACR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.7450 +++ American Capital Ltd (AD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.170 +++ Adecco SA (ADC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.740 +++ Adecco SA - Amer Phys FLEX Opt (QVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 250 0.052 57.78 -0.01 +++ Admiral Group plc - Cash FLEX Fut (ADD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 1562.470 +++ Admiral Group plc (ADM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1562.000 +++ Aeroports de Paris (ADP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.3200 +++ Adidas AG (ADS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.6400 +++ Adidas AG - Amer Phys FLEX Opt (FKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.9707 28.60 0.37 18031 4600 +++ Adidas AG - Cash FLEX Fut (FKY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 41.6471 +++ Aker ASA (AE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 113.5000 +++ AEM SpA (AEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.1300 +++ A2A SpA - Euro Cash FLEX Opt (ASB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0160 25.80 0.38 17090 115 +++ BAE Systems plc (AER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 302.000 +++ BAE Systems plc - STND OPT (AER/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 62.250 47.55 0.99 SEP10 240 0.250 51.70 -0.02 42.250 32.59 0.99 SEP10 260 0.250 38.68 -0.03 22.750 27.14 0.91 SEP10 280 0.750 26.81 -0.09 14.000 24.82 0.79 SEP10 290 2.000 24.75 -0.21 7.250 23.50 0.56 SEP10 300 5.000 22.77 -0.43 3.000 23.16 0.31 SEP10 310 11.000 23.64 -0.69 1.500 26.80 0.17 SEP10 320 19.250 25.64 -0.85 1.500 34.78 0.13 SEP10 330 28.500 27.43 -0.93 0.250 29.21 0.03 SEP10 340 38.250 31.11 -0.96 0.000 34.13 0.01 SEP10 360 58.000 33.89 -0.99 0.000 35.30 0.00 SEP10 380 78.250 49.63 -0.98 0.000 36.15 0.00 SEP10 400 98.250 59.08 -0.99 0.000 39.01 0.00 SEP10 440 138.250 75.78 -0.99 62.750 37.94 0.96 OCT10 240 0.250 33.35 -0.02 43.500 31.92 0.92 OCT10 260 1.000 29.13 -0.06 25.250 26.47 0.81 OCT10 280 3.000 25.92 -0.19 17.750 25.46 0.69 OCT10 290 5.250 24.96 -0.30 11.500 24.25 0.55 OCT10 300 9.250 24.32 -0.45 7.000 24.10 0.40 OCT10 310 14.500 23.41 -0.61 4.000 24.50 0.27 OCT10 320 22.000 25.02 -0.73 2.000 23.72 0.16 OCT10 330 30.000 24.67 -0.84 1.250 25.98 0.11 OCT10 340 38.750 23.65 -0.92 0.750 30.08 0.05 OCT10 360 58.500 29.71 -0.95 0.500 34.30 0.03 OCT10 380 78.250 33.49 -0.97 63.000 34.98 0.96 NOV10 240 1.500 31.89 -0.07 43.500 28.55 0.92 NOV10 260 3.250 28.36 -0.15 26.000 25.29 0.79 NOV10 280 7.500 25.79 -0.31 18.750 24.61 0.68 NOV10 290 11.000 24.86 -0.41 13.250 25.26 0.54 NOV10 300 15.750 24.05 -0.53 8.500 24.43 0.41 NOV10 310 22.250 24.34 -0.64 5.750 24.87 0.30 NOV10 320 28.750 22.74 -0.76 2.000 24.30 0.13 NOV10 340 46.000 22.50 -0.90 63.000 32.67 0.96 DEC10 240 1.500 27.86 -0.07 27.750 26.99 0.74 DEC10 280 9.750 26.08 -0.33 15.000 25.13 0.53 DEC10 300 17.750 23.79 -0.52 7.250 24.55 0.31 DEC10 320 31.250 24.44 -0.71 3.250 24.49 0.17 DEC10 340 47.000 22.48 -0.87 1.500 25.19 0.09 DEC10 360 65.250 22.23 -0.95 0.500 25.00 0.04 DEC10 380 85.000 23.26 -0.98 0.250 25.00 0.02 DEC10 400 104.750 22.49 -0.99 0.000 25.00 0.00 DEC10 440 144.500 18.93 -1.00 63.750 30.09 0.92 MAR11 240 4.500 28.44 -0.13 46.750 28.57 0.82 MAR11 260 8.750 27.23 -0.23 32.000 26.71 0.68 MAR11 280 14.750 25.91 -0.35 20.500 25.36 0.52 MAR11 300 23.250 24.28 -0.49 12.500 24.64 0.37 MAR11 320 36.000 24.24 -0.64 7.000 24.10 0.25 MAR11 340 50.250 23.06 -0.77 4.000 23.92 0.15 MAR11 360 67.250 22.64 -0.87 +++ BAE Systems plc - STND FUT (BA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 302.090 DEC10 Z 295.640 MAR11 H 296.220 JUN11 M 286.820 +++ AGFA-Gevaert NV (AGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4600 +++ Altria Group Inc (AGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.800 +++ Altria Group Inc - Cash FLEX Fut (JLY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 21.794 +++ Aggreko (AGK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1438.000 +++ Aggreko - STND FUT (AGK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1438.430 DEC10 Z 1441.090 MAR11 H 1443.910 JUN11 M 1446.920 +++ Aegon NV - Amer Phys FLEX Opt (AFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 420 0.1200 42.00 -0.42 +++ Aegon NV (AGN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2560 +++ Aegon NV - STND FUT (AGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.2570 OCT10 V 4.2590 NOV10 X 4.2610 DEC10 Z 4.2640 +++ Aegis Group (AGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 114.500 +++ Aegis Group- STND FUT (AGS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 113.400 DEC10 Z 113.610 MAR11 H 113.830 JUN11 M 112.250 +++ Anglo American plc (AHA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2456.500 +++ Anglo American plc - STND OPT (AHA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 857.500 77.13 1.00 SEP10 1600 0.000 68.11 0.00 657.500 59.86 0.99 SEP10 1800 0.500 58.35 -0.01 557.500 50.16 0.99 SEP10 1900 3.500 63.43 -0.03 459.000 47.74 0.98 SEP10 2000 3.500 52.76 -0.03 361.000 43.36 0.96 SEP10 2100 4.500 43.96 -0.04 265.000 37.82 0.92 SEP10 2200 9.000 39.11 -0.09 178.500 36.61 0.81 SEP10 2300 21.000 36.41 -0.19 104.000 34.29 0.64 SEP10 2400 47.000 34.40 -0.36 50.000 32.47 0.42 SEP10 2500 93.000 32.58 -0.58 20.500 32.13 0.22 SEP10 2600 164.500 32.86 -0.78 7.000 32.01 0.09 SEP10 2700 250.500 32.83 -0.90 2.500 32.82 0.03 SEP10 2800 345.500 33.32 -0.96 0.500 36.81 0.01 SEP10 3000 543.500 38.56 -0.99 0.000 36.28 0.00 SEP10 3200 743.500 43.73 -1.00 0.000 37.96 0.00 SEP10 3600 1143.500 47.07 -1.00 565.000 44.29 0.96 OCT10 1900 9.000 46.97 -0.05 470.500 42.25 0.93 OCT10 2000 13.500 43.22 -0.07 379.500 40.11 0.88 OCT10 2100 23.000 41.09 -0.12 293.000 37.67 0.82 OCT10 2200 36.500 38.59 -0.19 216.500 36.28 0.72 OCT10 2300 59.500 36.90 -0.28 150.000 34.85 0.60 OCT10 2400 92.500 35.16 -0.40 97.000 33.50 0.47 OCT10 2500 140.000 33.96 -0.53 58.500 32.64 0.33 OCT10 2600 200.500 32.83 -0.67 32.500 31.83 0.22 OCT10 2700 275.000 32.40 -0.78 17.000 31.61 0.13 OCT10 2800 359.500 31.84 -0.87 4.000 31.38 0.04 OCT10 3000 547.000 32.56 -0.96 583.000 44.80 0.91 NOV10 1900 26.000 46.01 -0.09 495.000 43.36 0.87 NOV10 2000 36.000 43.57 -0.13 408.000 40.43 0.82 NOV10 2100 51.000 41.45 -0.18 330.500 39.36 0.76 NOV10 2200 71.000 39.43 -0.24 258.000 37.43 0.68 NOV10 2300 99.500 37.76 -0.32 195.000 36.01 0.59 NOV10 2400 136.000 36.18 -0.41 142.000 34.76 0.49 NOV10 2500 183.000 34.99 -0.51 98.500 33.67 0.39 NOV10 2600 239.500 33.91 -0.61 42.500 32.13 0.22 NOV10 2800 384.500 32.75 -0.78 1578.500 55.36 1.00 DEC10 880 0.000 64.38 0.00 1498.500 53.65 1.00 DEC10 960 0.500 65.63 0.00 1458.500 53.53 1.00 DEC10 1000 1.000 65.77 0.00 1260.000 53.08 1.00 DEC10 1200 4.000 63.62 -0.01 1064.500 53.02 0.98 DEC10 1400 8.500 58.11 -0.03 872.500 49.75 0.96 DEC10 1600 16.500 52.57 -0.05 690.000 47.73 0.91 DEC10 1800 30.000 47.92 -0.09 600.500 45.41 0.88 DEC10 1900 41.000 45.68 -0.12 512.500 42.59 0.84 DEC10 2000 55.000 43.56 -0.16 356.500 39.57 0.74 DEC10 2200 97.000 39.86 -0.27 224.500 36.46 0.59 DEC10 2400 164.500 36.71 -0.41 127.000 34.32 0.42 DEC10 2600 266.500 34.50 -0.58 65.000 32.92 0.26 DEC10 2800 405.500 33.38 -0.73 30.000 31.94 0.15 DEC10 3000 568.500 31.93 -0.86 13.000 31.41 0.07 DEC10 3200 753.000 31.75 -0.93 3.500 33.54 0.02 DEC10 3600 1145.000 34.98 -0.98 721.000 44.64 0.87 MAR11 1800 68.000 45.02 -0.14 560.000 42.01 0.80 MAR11 2000 109.500 42.44 -0.21 414.000 39.17 0.71 MAR11 2200 164.000 39.18 -0.31 291.000 36.95 0.59 MAR11 2400 245.000 37.15 -0.42 194.500 35.26 0.47 MAR11 2600 348.500 35.15 -0.55 123.000 33.93 0.35 MAR11 2800 480.000 34.01 -0.67 72.500 32.63 0.24 MAR11 3000 635.000 33.52 -0.76 41.000 31.80 0.15 MAR11 3200 804.500 33.00 -0.84 14.000 31.57 0.06 MAR11 3600 1174.000 32.57 -0.93 1082.500 46.12 0.95 JUN11 1400 36.000 48.21 -0.07 910.500 45.76 0.91 JUN11 1600 59.500 45.30 -0.11 744.000 43.25 0.85 JUN11 1800 94.500 42.82 -0.16 590.000 40.63 0.78 JUN11 2000 144.500 40.61 -0.23 450.000 38.00 0.69 JUN11 2200 208.500 38.39 -0.32 336.000 36.63 0.59 JUN11 2400 292.500 36.63 -0.42 240.000 35.06 0.49 JUN11 2600 398.500 35.29 -0.52 172.000 34.46 0.39 JUN11 2800 527.500 34.31 -0.62 116.500 33.45 0.30 JUN11 3000 672.500 33.38 -0.71 75.500 32.45 0.22 JUN11 3200 830.500 32.29 -0.79 1597.000 63.58 0.98 DEC11 880 19.000 55.29 -0.03 1526.500 63.10 0.96 DEC11 960 25.000 53.70 -0.03 1491.000 62.58 0.96 DEC11 1000 29.000 53.54 -0.04 1317.000 58.89 0.93 DEC11 1200 56.500 52.54 -0.07 1146.500 54.59 0.90 DEC11 1400 88.000 49.89 -0.10 992.500 52.04 0.85 DEC11 1600 134.000 48.23 -0.15 844.500 49.13 0.80 DEC11 1800 191.000 46.57 -0.20 715.500 47.41 0.74 DEC11 2000 263.500 45.40 -0.26 485.000 43.41 0.61 DEC11 2400 426.000 41.27 -0.40 301.500 39.37 0.47 DEC11 2800 662.500 39.37 -0.54 187.000 37.74 0.34 DEC11 3200 945.500 37.74 -0.67 794.500 49.17 0.74 JUN12 2000 337.500 45.30 -0.27 551.500 43.21 0.63 JUN12 2400 514.500 41.93 -0.39 376.500 40.00 0.50 JUN12 2800 750.500 40.00 -0.50 254.000 38.31 0.39 JUN12 3200 1022.500 38.31 -0.62 832.500 47.42 0.74 DEC12 2000 386.000 44.34 -0.27 612.000 43.00 0.64 DEC12 2400 588.000 42.64 -0.37 521.000 41.45 0.58 DEC12 2600 697.500 41.45 -0.42 450.000 40.68 0.53 DEC12 2800 822.000 40.68 -0.47 324.500 38.92 0.43 DEC12 3200 1087.500 38.92 -0.57 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 600.450 45.41 0.88 17120 1900 40.600 45.68 -0.12 +++ Anglo American plc - Amer Cash FLEX Opt (AHW/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2000 3.500 52.76 -0.03 17090 2200 9.000 39.12 -0.08 17090 2400 47.000 34.40 -0.36 +++ AEX High Dividend Index (AHI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 82.5000 +++ Koninklijke Ahold NV - Euro Cash FLEX Opt (AHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0136 22.12 0.07 17090 1038 +++ Koninklijke Ahold NV (AHL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.6820 +++ Koninklijke Ahold NV - STND FUT (AHL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.6840 OCT10 V 9.6880 NOV10 X 9.6940 DEC10 Z 9.7000 +++ Koninklijke Ahold NV - Amer Phys FLEX Opt (AHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 800 0.1000 31.16 -0.11 +++ Air Liquide SA (AI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 85.1800 +++ Air Liquide SA - STND FUT (AI /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 85.1960 OCT10 V 85.2330 NOV10 X 85.2830 DEC10 Z 85.3410 +++ Air Liquide - Euro Cash FLEX Opt (AIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5893 21.22 0.26 17090 8771 +++ Allied Irish Banks Plc (AIB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7830 +++ Air France-KLM (AIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.7550 +++ American International Group (AIG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.350 +++ Allied Irish Banks plc (AIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7770 +++ Huntington Bancshares Inc (AJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.400 +++ Arkema (AKE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.1950 +++ Akzo Nobel NV - Amer Phys FLEX Opt (AKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.1000 28.50 0.64 17061 4000 3.4500 28.57 -0.40 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 42.4450 +++ Akzo Nobel NV - STND FUT (AKZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 42.4530 OCT10 V 42.4710 NOV10 X 42.1590 DEC10 Z 42.1870 +++ Allergan Inc (AL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.090 +++ Corp Financiera Alba (ALB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.5500 +++ Alfa Laval AB (ALF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 112.8000 +++ Alliance Oil company Ltd. (ALI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 89.9000 +++ Almirall SA (ALM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.1500 +++ Alpha Bank AE (ALP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2500 +++ Alstom RPGT (ALS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.0500 +++ Alstom SA - Amer Phys FLEX Opt (ZWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0208 32.97 0.02 17090 4500 3.2500 30.33 0.42 16121 4400 +++ Alstom SA - Amer Cash FLEX Opt (ZWU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.2500 30.33 0.42 16121 4400 +++ Alstom SA - Euro Phys FLEX Opt (ZWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5389 28.33 0.35 17090 4000 1.4813 28.33 -0.65 +++ Allianz AG - Euro Cash FLEX Opt (ALJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1864 25.59 0.09 17090 8993 +++ Allianz AG - Amer Phys FLEX Opt (ALQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 7200 0.0310 33.45 -0.01 17090 8000 0.5348 26.29 -0.20 1.5294 24.23 0.48 17090 8400 17120 5000 0.3688 56.56 -0.03 17120 6200 0.5406 39.41 -0.06 17120 7000 1.0578 32.39 -0.13 17120 8000 3.1210 27.14 -0.35 16121 12000 39.8128 20.87 -0.95 10.4469 27.81 0.53 21122 8500 17.0709 27.00 -0.52 +++ Allianz AG (ALV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 83.6300 +++ Allianz AG - STND FUT (ALV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 83.6458 OCT10 V 83.6819 NOV10 X 83.7316 DEC10 Z 83.7883 +++ Allianz AG - Euro Phys FLEX Opt (ALX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.5119 25.33 0.52 17120 8400 4.7107 25.73 -0.48 3.5652 24.91 0.45 17120 8600 5.7549 25.29 -0.55 0.0991 25.42 0.02 17120 11100 27.0495 16.00 -1.00 0.0213 25.71 0.01 17120 12000 36.0223 16.00 -1.00 0.0184 34.73 0.00 17120 14000 55.9643 16.00 -1.00 17120 14130 57.2605 16.00 -1.00 0.0161 41.99 0.00 17120 16000 75.9063 16.00 -1.00 17061 7421 5.3760 29.63 -0.33 7.8473 27.38 0.56 17061 8000 7.6288 27.67 -0.44 16121 8500 12.1528 27.10 -0.50 16121 16000 78.1685 27.83 -0.98 +++ AMG Advanced Metallurgical Group NV (AM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.9370 +++ Anadarko Petroleum Corp (AMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.040 +++ AMBAC Financial Group Inc (AMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.590 +++ Amec (AME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 938.500 +++ Amec - STND FUT (AME/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 938.780 DEC10 Z 940.520 MAR11 H 942.350 JUN11 M 944.320 +++ Amgen Inc - Physical STND FUT (AGX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 52.492 OCT10 V 52.463 NOV10 X 52.429 DEC10 Z 52.403 +++ Amgen Inc (AMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.510 +++ Amlin (AML/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 415.500 +++ Amlin - STND FUT (AML/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 415.630 DEC10 Z 416.390 MAR11 H 417.210 JUN11 M 418.080 +++ Ameren Corp (AMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.890 +++ Amplifon SpA (AMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6350 +++ Amazon.Com Inc (AMZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 130.560 +++ Gannett Co Inc (AN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.670 +++ Andritz AG (AND/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.2700 +++ Ansaldo STS SpA (ANS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.4800 +++ Antofagasta (ANT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1094.000 +++ Antofagasta plc - STND FUT (ANT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1092.080 DEC10 Z 1094.090 MAR11 H 1096.230 JUN11 M 1094.770 +++ Antofagasta PLC - STND OPT (ATT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 414.250 73.11 1.00 SEP10 680 0.000 67.83 0.00 381.250 68.14 1.00 SEP10 713 0.000 65.00 0.00 342.250 62.43 1.00 SEP10 752 0.000 59.33 0.00 302.250 56.88 1.00 SEP10 792 0.000 55.56 0.00 263.500 51.86 1.00 SEP10 831 0.250 50.84 -0.01 223.750 48.46 0.99 SEP10 871 0.250 45.10 -0.01 184.500 47.99 0.97 SEP10 911 0.500 39.67 -0.02 146.250 41.26 0.95 SEP10 950 1.500 37.39 -0.04 108.250 37.76 0.90 SEP10 990 3.750 35.47 -0.09 31.000 30.89 0.54 SEP10 1089 31.250 34.88 -0.47 3.750 31.07 0.11 SEP10 1188 105.750 41.80 -0.81 0.000 37.73 0.00 SEP10 1386 297.250 65.61 -0.95 455.250 50.02 0.99 DEC10 640 1.250 46.64 -0.01 377.750 46.45 0.96 DEC10 720 4.000 45.49 -0.03 339.250 43.91 0.95 DEC10 760 6.000 43.99 -0.05 302.500 42.86 0.93 DEC10 800 9.250 43.02 -0.07 266.250 41.49 0.90 DEC10 840 12.750 41.50 -0.10 239.000 40.43 0.87 DEC10 871 17.750 41.57 -0.13 206.250 39.61 0.83 DEC10 911 23.250 39.38 -0.17 176.250 38.96 0.78 DEC10 950 34.250 39.92 -0.22 147.250 37.95 0.72 DEC10 990 43.000 37.71 -0.28 85.500 35.19 0.55 DEC10 1089 81.250 35.53 -0.45 50.000 36.18 0.37 DEC10 1188 144.250 36.21 -0.63 14.250 36.87 0.14 DEC10 1386 306.250 36.75 -0.87 459.750 44.10 0.97 MAR11 640 6.000 45.00 -0.04 386.250 42.51 0.93 MAR11 720 12.000 42.98 -0.07 350.500 41.54 0.91 MAR11 760 16.250 41.99 -0.09 316.000 40.71 0.89 MAR11 800 21.500 40.99 -0.12 284.500 40.63 0.85 MAR11 840 29.000 40.39 -0.15 253.000 39.79 0.81 MAR11 880 37.250 39.55 -0.18 222.250 38.72 0.78 MAR11 920 47.250 38.88 -0.22 195.250 38.24 0.73 MAR11 960 62.750 39.40 -0.27 169.500 37.55 0.68 MAR11 1000 73.500 37.42 -0.32 114.000 36.06 0.55 MAR11 1100 117.500 35.87 -0.45 75.750 35.86 0.42 MAR11 1200 179.750 35.91 -0.58 +++ Antofagasta plc - Amer Phys FLEX Opt (KFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 978.030 68.80 1.00 04100 116 961.030 66.77 1.00 12100 133 978.030 61.44 1.00 02110 116 +++ Time Warner Inc (AOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.940 +++ Time Warner Inc - Physical STND FUT (AOX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 30.944 OCT10 V 30.950 NOV10 X 30.960 DEC10 Z 30.968 +++ Time Warner Inc - Cash FLEX Fut (ZTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 30.944 +++ Accor SA (AOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.1600 +++ Atlas Copco AB-B (AP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 106.4000 +++ Leggett & Platt Inc (AQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.050 +++ Aareal Bank AG (AR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.1400 +++ Arcadis N.V (ARC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.1600 +++ 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 374.210 DEC10 Z 374.900 MAR11 H 375.640 JUN11 M 374.670 +++ ARM Holdings plc (ARM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 374.100 +++ ARM Holdings plc - STND OPT (ARM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 234.250 71.81 1.00 SEP10 140 0.000 76.22 0.00 214.250 71.25 1.00 SEP10 160 0.000 75.01 0.00 204.250 70.34 1.00 SEP10 170 0.000 73.21 0.00 194.250 69.42 1.00 SEP10 180 0.000 70.20 0.00 184.250 67.04 1.00 SEP10 190 0.000 67.95 0.00 174.250 65.48 1.00 SEP10 200 0.000 65.54 0.00 164.250 63.57 1.00 SEP10 210 0.000 62.39 0.00 154.250 61.49 1.00 SEP10 220 0.000 59.81 0.00 144.250 60.37 1.00 SEP10 230 0.000 56.47 0.00 134.250 58.90 1.00 SEP10 240 0.000 55.03 0.00 114.250 58.53 1.00 SEP10 260 0.000 52.84 0.00 94.250 58.71 0.99 SEP10 280 0.000 50.75 0.00 74.750 57.98 0.97 SEP10 300 0.250 50.31 -0.02 65.250 57.32 0.94 SEP10 310 0.500 49.68 -0.03 56.250 56.92 0.91 SEP10 320 1.250 50.45 -0.07 47.500 55.92 0.87 SEP10 330 2.250 49.75 -0.11 39.250 55.30 0.81 SEP10 340 4.000 50.68 -0.18 31.750 54.26 0.74 SEP10 350 6.750 51.67 -0.26 25.000 53.63 0.65 SEP10 360 10.500 52.48 -0.34 19.250 53.52 0.56 SEP10 370 14.750 52.48 -0.44 14.750 53.82 0.47 SEP10 380 20.250 52.90 -0.53 7.500 52.60 0.30 SEP10 400 33.250 52.48 -0.70 175.000 52.83 0.99 DEC10 200 0.500 54.38 -0.01 155.500 51.11 0.98 DEC10 220 1.000 51.71 -0.02 145.750 50.42 0.97 DEC10 230 1.250 50.75 -0.03 136.250 49.62 0.96 DEC10 240 1.500 49.29 -0.04 117.750 48.54 0.94 DEC10 260 2.750 47.40 -0.06 99.750 46.49 0.90 DEC10 280 4.750 45.84 -0.10 83.000 45.21 0.85 DEC10 300 8.000 45.08 -0.15 67.250 43.95 0.78 DEC10 320 12.750 44.27 -0.22 53.750 43.46 0.70 DEC10 340 19.000 43.47 -0.30 42.000 42.73 0.61 DEC10 360 27.000 42.60 -0.39 32.000 42.24 0.52 DEC10 380 37.000 42.14 -0.48 24.000 41.87 0.43 DEC10 400 49.250 42.13 -0.57 139.500 45.96 0.93 MAR11 240 4.250 45.69 -0.07 122.000 44.59 0.90 MAR11 260 7.000 45.09 -0.10 106.000 44.42 0.86 MAR11 280 10.750 44.48 -0.14 90.750 43.58 0.81 MAR11 300 15.500 43.74 -0.20 76.500 42.72 0.75 MAR11 320 21.500 42.95 -0.25 62.750 40.68 0.69 MAR11 340 28.500 41.98 -0.32 52.500 41.03 0.62 MAR11 360 37.000 41.20 -0.39 42.750 40.63 0.54 MAR11 380 47.500 40.86 -0.46 35.000 40.75 0.48 MAR11 400 59.750 41.13 -0.52 +++ M&T Bank Corp (AS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 87.320 +++ ASML Holding NV (ASL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.4000 +++ ASML Holding NV - STND FUT (ASL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.4040 OCT10 V 20.4130 NOV10 X 20.4250 DEC10 Z 20.4390 +++ ASML Holding NV - Amer Phys FLEX Opt (FDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3900 32.66 0.21 17120 2400 0.0400 43.12 0.04 17120 3200 +++ Aspen Insurance Holdings Ltd (ASP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.370 +++ Assa Abloy AB (ASS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 155.4000 +++ Altri SGPS (AT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6350 +++ Atos Origin SA (AT0/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.8100 +++ Atlas Copco AB A shares (ATA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 117.4000 +++ Autogrill SPA (ATG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.4500 +++ Atkins (WS) (ATK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 688.000 +++ Atkins (WS) STND FUT (ATK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 688.210 DEC10 Z 689.480 MAR11 H 690.830 JUN11 M 692.270 +++ Actelion Ltd (ATL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.190 +++ AO Tatneft (ATO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.0000 +++ Atlantia SpA (ATS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.1800 +++ Atlantia SpA - STND FUT (AUT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.1829 OCT10 V 15.1894 NOV10 X 15.1984 DEC10 Z 14.8685 +++ Autonomy Corporation (AUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1631.000 +++ Autonomy Corporation STND FUT (AUC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1631.490 DEC10 Z 1634.500 MAR11 H 1637.700 JUN11 M 1641.120 +++ Grupo Ezentis SA (AVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.5980 +++ Ackermans & Van Haaren (AVH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.8000 +++ Eastman Chemical Co (AW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.920 +++ British Airways PLC (AWS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 220.000 +++ British Airways PLC - STND OPT (AWS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 60.000 36.39 1.00 SEP10 160 0.000 41.19 0.00 50.000 35.09 1.00 SEP10 170 0.000 39.87 0.00 40.000 34.02 1.00 SEP10 180 0.000 38.56 -0.01 35.000 33.22 0.99 SEP10 185 0.000 37.42 -0.01 30.250 32.96 0.98 SEP10 190 0.250 37.42 -0.03 25.250 31.64 0.97 SEP10 195 0.500 36.69 -0.06 20.500 31.37 0.93 SEP10 200 0.750 35.97 -0.10 16.000 30.05 0.87 SEP10 205 1.500 34.69 -0.16 11.750 28.56 0.79 SEP10 210 2.500 33.44 -0.25 8.250 28.30 0.66 SEP10 215 4.000 33.03 -0.36 5.250 27.76 0.51 SEP10 220 6.250 32.65 -0.48 3.250 27.67 0.37 SEP10 225 9.000 31.93 -0.61 1.750 27.57 0.24 SEP10 230 12.500 31.93 -0.73 1.750 33.64 0.19 SEP10 235 16.250 31.67 -0.82 1.500 38.56 0.16 SEP10 240 20.750 31.57 -0.89 0.000 33.34 0.01 SEP10 260 40.000 32.52 -0.99 0.000 34.44 0.00 SEP10 280 60.000 33.72 -1.00 0.000 36.88 0.00 SEP10 300 80.000 36.37 -1.00 0.000 38.91 0.00 SEP10 310 90.000 37.82 -1.00 0.000 40.89 0.00 SEP10 320 100.000 39.74 -1.00 40.750 34.86 0.96 OCT10 180 1.000 40.91 -0.07 31.250 32.90 0.91 OCT10 190 2.000 39.37 -0.13 26.750 31.78 0.87 OCT10 195 3.000 38.81 -0.17 22.500 30.51 0.83 OCT10 200 4.000 38.51 -0.22 18.250 29.44 0.77 OCT10 205 5.250 37.41 -0.27 14.750 29.16 0.70 OCT10 210 6.750 36.71 -0.33 11.750 29.28 0.61 OCT10 215 8.750 36.75 -0.40 9.250 29.39 0.52 OCT10 220 11.250 37.00 -0.47 7.000 29.39 0.44 OCT10 225 14.250 37.20 -0.54 5.250 29.59 0.36 OCT10 230 17.500 37.55 -0.60 3.750 29.67 0.28 OCT10 235 20.750 37.55 -0.67 2.750 29.81 0.22 OCT10 240 24.500 37.65 -0.72 0.750 30.51 0.07 OCT10 260 41.750 39.23 -0.88 0.000 30.93 0.01 OCT10 280 60.500 40.07 -0.95 32.500 30.10 0.87 NOV10 190 5.250 42.32 -0.20 25.250 32.19 0.76 NOV10 200 7.250 39.30 -0.27 22.000 32.84 0.71 NOV10 205 8.750 38.66 -0.31 18.750 32.16 0.65 NOV10 210 10.750 38.00 -0.36 16.000 32.63 0.59 NOV10 215 12.750 37.77 -0.41 13.500 32.41 0.53 NOV10 220 15.500 38.46 -0.46 11.250 32.16 0.47 NOV10 225 18.250 37.71 -0.51 9.500 32.54 0.42 NOV10 230 21.000 37.61 -0.56 6.250 32.31 0.31 NOV10 240 28.250 38.74 -0.65 2.750 33.41 0.16 NOV10 260 43.750 37.93 -0.80 61.000 36.19 0.96 DEC10 160 1.500 42.32 -0.07 51.750 35.22 0.93 DEC10 170 2.750 41.56 -0.10 43.000 34.37 0.88 DEC10 180 4.500 41.19 -0.15 34.750 33.60 0.82 DEC10 190 6.750 40.97 -0.22 27.500 33.39 0.73 DEC10 200 10.000 40.68 -0.29 21.250 33.28 0.64 DEC10 210 14.000 40.37 -0.37 16.250 33.49 0.54 DEC10 220 18.750 40.01 -0.45 12.000 33.35 0.44 DEC10 230 24.500 40.01 -0.54 8.750 33.55 0.35 DEC10 240 31.000 39.41 -0.62 4.750 34.46 0.22 DEC10 260 46.000 39.40 -0.75 2.750 36.61 0.13 DEC10 280 62.750 37.95 -0.86 0.750 38.26 0.04 DEC10 320 100.500 39.65 -0.95 63.750 37.47 0.90 MAR11 160 5.000 43.76 -0.12 47.500 36.43 0.82 MAR11 180 10.000 43.66 -0.21 40.250 35.86 0.76 MAR11 190 13.000 42.32 -0.26 33.750 35.28 0.70 MAR11 200 17.000 42.17 -0.32 27.750 34.89 0.63 MAR11 210 21.000 41.42 -0.38 22.750 34.65 0.56 MAR11 220 25.750 40.52 -0.44 18.500 34.65 0.49 MAR11 230 31.250 39.97 -0.50 15.000 34.65 0.42 MAR11 240 37.250 39.54 -0.56 6.250 34.91 0.21 MAR11 280 68.250 40.91 -0.74 +++ British Airways plc - STND FUT (BAY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 220.070 DEC10 Z 220.470 MAR11 H 220.900 JUN11 M 221.370 +++ Aker Solutions ASA (AX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.1000 +++ Axa SA (AXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.9650 +++ Axa SA - STND FUT (AXA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.9670 OCT10 V 12.9730 NOV10 X 12.9810 DEC10 Z 12.9900 +++ AXA SA - Euro Cash FLEX Opt (CJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1152 39.87 0.20 17090 1396 1.6249 41.16 0.54 17061 1270 2.0035 41.16 -0.46 +++ AXA SA - Amer Phys FLEX Opt (CJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 1200 0.3700 43.69 -0.28 19110 1100 0.3600 48.17 -0.20 17120 1759 4.6400 31.40 -0.97 17120 2247 9.5050 27.54 -1.00 16091 1300 2.4460 41.33 -0.47 16091 1400 3.0047 39.27 -0.55 0.6700 35.30 0.25 16121 1759 0.6648 33.47 0.25 21122 1900 +++ AXA SA - Euro Phys FLEX Opt (CJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0011 46.62 0.00 17090 1700 4.0329 46.62 -1.00 1.7531 44.08 0.68 17120 1200 0.7533 44.08 -0.32 0.6673 37.60 0.40 17120 1400 1.6618 37.60 -0.60 0.1679 33.82 0.15 17120 1600 3.1565 33.82 -0.85 0.0762 32.93 0.08 17120 1700 4.0620 32.93 -0.92 0.0038 29.22 0.01 17120 1954 6.5222 29.22 -0.99 1.1890 39.09 0.45 17061 1368 2.5395 39.09 -0.55 16121 1563 4.2649 37.73 -0.63 16121 3127 18.6452 39.08 -0.97 +++ Axel Springer AG (AXE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 92.3600 +++ AEX Index (AXI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 325.5200 +++ Acergy SA (AY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 101.7000 +++ Azimut Holding SpA (AZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.1950 +++ AstraZeneca plc (AZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3285.000 +++ AstraZeneca plc - STND OPT (AZA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1285.500 39.83 1.00 SEP10 2000 0.000 45.44 0.00 885.500 38.01 1.00 SEP10 2400 0.000 44.85 0.00 686.000 37.19 1.00 SEP10 2600 0.500 40.61 0.00 486.500 30.34 0.99 SEP10 2800 1.000 33.02 -0.01 387.000 27.70 0.98 SEP10 2900 2.000 29.74 -0.02 289.000 24.66 0.96 SEP10 3000 3.000 25.02 -0.04 195.500 23.26 0.88 SEP10 3100 8.000 22.16 -0.11 110.500 20.73 0.73 SEP10 3200 21.000 19.01 -0.25 45.000 18.20 0.46 SEP10 3300 59.500 18.37 -0.54 12.500 17.34 0.19 SEP10 3400 127.000 17.66 -0.81 0.500 19.38 0.01 SEP10 3600 315.000 18.29 -0.99 0.000 20.83 0.00 SEP10 3800 515.000 18.89 -1.00 688.500 29.88 0.99 OCT10 2600 3.000 33.78 -0.02 492.000 26.39 0.96 OCT10 2800 6.000 27.57 -0.04 304.000 23.04 0.88 OCT10 3000 17.000 23.29 -0.12 218.500 21.70 0.79 OCT10 3100 30.500 21.62 -0.21 143.000 20.34 0.66 OCT10 3200 55.500 20.40 -0.34 83.000 19.21 0.49 OCT10 3300 93.500 18.90 -0.51 42.500 18.59 0.32 OCT10 3400 153.000 18.13 -0.69 7.000 17.71 0.08 OCT10 3600 320.000 17.66 -0.93 1.000 17.94 0.01 OCT10 3800 515.000 18.50 -1.00 505.500 26.11 0.92 NOV10 2800 16.500 26.25 -0.08 328.500 23.55 0.81 NOV10 3000 38.500 23.49 -0.19 249.000 22.39 0.73 NOV10 3100 59.500 22.36 -0.27 180.000 21.44 0.63 NOV10 3200 89.000 21.30 -0.37 121.000 20.46 0.51 NOV10 3300 130.000 20.25 -0.50 76.000 19.80 0.38 NOV10 3400 185.500 19.65 -0.62 23.500 18.67 0.16 NOV10 3600 335.500 18.97 -0.84 6.500 18.90 0.06 NOV10 3800 517.500 17.96 -0.96 1688.500 42.70 1.00 DEC10 1600 0.500 49.26 0.00 1489.000 37.96 1.00 DEC10 1800 1.500 45.03 0.00 1290.000 35.65 1.00 DEC10 2000 2.000 39.70 -0.01 896.500 31.81 0.97 DEC10 2400 6.000 31.29 -0.03 703.500 28.64 0.94 DEC10 2600 13.000 28.58 -0.06 517.500 25.88 0.89 DEC10 2800 26.500 25.91 -0.11 345.500 23.38 0.79 DEC10 3000 54.000 23.27 -0.21 271.000 22.64 0.71 DEC10 3100 80.500 22.82 -0.29 202.500 21.67 0.62 DEC10 3200 109.500 21.48 -0.38 99.000 20.24 0.41 DEC10 3400 205.500 19.90 -0.60 40.000 19.41 0.21 DEC10 3600 347.500 19.04 -0.80 5.000 19.38 0.04 DEC10 4000 715.000 17.98 -0.99 903.000 29.84 0.96 MAR11 2400 25.500 28.87 -0.08 713.500 27.33 0.93 MAR11 2600 45.000 26.83 -0.13 534.500 25.25 0.86 MAR11 2800 79.500 24.98 -0.22 371.500 23.42 0.76 MAR11 3000 132.000 23.12 -0.33 233.000 21.75 0.61 MAR11 3200 214.000 21.77 -0.48 134.000 20.92 0.43 MAR11 3400 327.500 20.58 -0.64 67.500 20.09 0.27 MAR11 3600 473.000 19.76 -0.78 13.000 19.33 0.07 MAR11 4000 832.000 20.13 -0.93 908.000 29.13 0.95 JUN11 2400 44.500 28.14 -0.10 550.000 25.22 0.83 JUN11 2800 112.500 24.72 -0.24 392.500 23.36 0.73 JUN11 3000 170.500 23.07 -0.35 261.500 21.97 0.59 JUN11 3200 258.500 22.23 -0.47 164.000 21.14 0.44 JUN11 3400 370.500 21.42 -0.60 96.000 20.36 0.30 JUN11 3600 507.500 20.58 -0.72 29.500 19.78 0.12 JUN11 4000 843.500 19.77 -0.89 1495.500 37.15 0.99 DEC11 1800 23.000 32.04 -0.04 1301.000 34.90 0.97 DEC11 2000 39.000 30.75 -0.07 926.000 30.27 0.91 DEC11 2400 89.000 27.43 -0.15 576.500 25.20 0.79 DEC11 2800 184.000 24.69 -0.29 312.500 22.63 0.57 DEC11 3200 340.000 22.00 -0.48 151.500 21.45 0.35 DEC11 3600 585.500 20.58 -0.68 927.000 29.50 0.91 JUN12 2400 133.000 26.00 -0.19 589.500 25.23 0.77 JUN12 2800 254.000 23.88 -0.33 340.500 23.13 0.56 JUN12 3200 449.000 22.71 -0.50 179.500 21.65 0.37 JUN12 3600 738.500 23.82 -0.64 941.000 29.98 0.89 DEC12 2400 168.000 25.22 -0.21 609.500 25.41 0.75 DEC12 2800 288.500 22.60 -0.35 369.000 23.20 0.56 DEC12 3200 494.500 21.91 -0.51 189.500 20.50 0.37 DEC12 3600 781.500 22.81 -0.63 +++ AstraZeneca plc - Euro Cash FLEX Opt (AZJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 7.720 17.63 0.13 17090 3428 +++ AstraZeneca plc - STND FUT (AZN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3285.990 DEC10 Z 3292.050 MAR11 H 3181.630 JUN11 M 3188.280 +++ AstraZeneca plc - Amer Phys FLEX Opt (AZQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.740 18.36 0.05 17090 3500 17120 2200 3.300 35.50 -0.01 144.970 20.95 0.51 17120 3300 746.650 27.73 0.86 16121 2600 129.800 26.06 -0.21 +++ AstraZeneca plc - Euro Phys FLEX Opt (AZX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 1.850 39.70 -0.01 896.360 31.81 0.97 17120 2400 5.660 31.29 -0.03 516.890 25.88 0.89 17120 2800 25.910 25.91 -0.11 201.440 21.67 0.62 17120 3200 144.970 20.95 0.51 17120 3300 4.660 19.38 0.04 17120 4000 556.440 25.41 0.66 21122 2800 282.030 22.60 -0.34 439.000 23.95 0.56 20123 3000 483.820 22.03 -0.45 +++ Bauer AG (BAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.3000 +++ Bank of Ireland (BAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7610 +++ BASF SE (BAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.0000 +++ BASF SE - STND FUT (BAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 43.0081 OCT10 V 43.0267 NOV10 X 43.0522 DEC10 Z 43.0814 +++ BASF SE - Euro Cash FLEX Opt (BJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1355 29.94 0.11 17090 4658 +++ BASF SE - Amer Phys FLEX Opt (BJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 4000 0.6290 30.33 -0.23 16121 4400 6.7805 24.98 -0.57 2.5529 30.31 0.35 16121 5000 +++ BASF SE - Euro Phys FLEX Opt (BJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0598 31.52 0.05 17090 4800 5.0246 28.38 -0.97 18.1071 45.24 0.99 17120 2500 0.0611 49.00 -0.01 4.6357 31.44 0.70 17120 4000 1.5570 31.88 -0.30 1.8693 28.44 0.42 17120 4500 3.7607 28.68 -0.58 17061 3830 2.9065 27.16 -0.38 6.2392 33.90 0.59 16121 4000 4.7068 27.48 -0.42 6.3081 32.86 0.50 20123 4600 12.0301 27.98 -0.54 +++ Banco de Valencia SA (BAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3200 +++ Societe BIC SA (BB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.9200 +++ BBA Aviation plc (BBA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 181.100 +++ BBA Aviation plc (BBA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 177.480 DEC10 Z 177.810 MAR11 H 178.160 JUN11 M 169.960 +++ Barclays plc - STND FUT (BAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 315.600 DEC10 Z 315.180 MAR11 H 313.290 JUN11 M 312.700 +++ Barclays plc - Euro Cash FLEX Opt (BBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.730 35.28 0.27 17090 331 +++ Barclays PLC (BBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 315.500 +++ Barclays PLC - STND OPT (BBL/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 115.750 99.03 0.99 SEP10 200 0.000 82.76 0.00 96.000 82.30 0.98 SEP10 220 0.250 71.99 -0.01 76.000 66.64 0.98 SEP10 240 0.250 60.00 -0.01 56.500 57.49 0.95 SEP10 260 1.000 60.00 -0.06 37.750 49.96 0.88 SEP10 280 2.500 51.81 -0.13 29.000 46.19 0.82 SEP10 290 3.750 48.04 -0.19 20.750 42.96 0.72 SEP10 300 5.750 44.81 -0.28 14.000 40.56 0.60 SEP10 310 8.750 42.41 -0.40 8.500 38.43 0.45 SEP10 320 13.250 40.28 -0.55 4.250 35.17 0.29 SEP10 330 19.750 39.34 -0.69 2.250 36.32 0.18 SEP10 340 27.750 41.71 -0.78 1.250 38.15 0.11 SEP10 350 36.000 39.45 -0.88 0.750 38.15 0.06 SEP10 360 45.250 41.31 -0.93 0.000 38.15 0.01 SEP10 380 65.000 47.49 -0.96 0.000 38.15 0.00 SEP10 400 84.500 40.01 -1.00 0.000 38.15 0.00 SEP10 420 104.750 59.92 -0.99 0.000 38.15 0.00 SEP10 440 124.500 40.27 -1.00 0.000 38.15 0.00 SEP10 480 164.500 67.06 -1.00 97.250 65.73 0.95 OCT10 220 2.500 73.61 -0.06 78.250 59.16 0.92 OCT10 240 3.000 62.03 -0.09 60.000 53.90 0.87 OCT10 260 4.750 55.59 -0.14 43.000 48.54 0.79 OCT10 280 7.500 49.51 -0.22 35.250 46.58 0.73 OCT10 290 9.750 47.42 -0.28 28.000 44.14 0.66 OCT10 300 12.750 45.21 -0.34 21.500 42.23 0.58 OCT10 310 16.000 42.66 -0.42 15.750 39.95 0.49 OCT10 320 20.500 40.95 -0.51 11.250 38.52 0.40 OCT10 330 25.500 38.69 -0.60 7.500 37.07 0.31 OCT10 340 32.000 37.56 -0.69 4.750 35.67 0.22 OCT10 350 39.250 36.22 -0.77 3.000 34.66 0.15 OCT10 360 47.250 34.84 -0.85 0.750 32.61 0.06 OCT10 380 65.500 34.72 -0.93 0.250 31.28 0.02 OCT10 400 84.750 35.57 -0.97 0.000 30.29 0.00 OCT10 440 124.500 41.03 -0.99 64.500 53.16 0.82 NOV10 260 9.000 53.31 -0.19 48.750 49.00 0.74 NOV10 280 13.250 49.18 -0.27 41.250 46.89 0.69 NOV10 290 16.000 47.13 -0.31 34.250 44.68 0.64 NOV10 300 19.250 45.63 -0.37 27.750 42.69 0.58 NOV10 310 23.000 43.56 -0.43 22.250 41.18 0.51 NOV10 320 27.250 41.57 -0.49 17.500 39.73 0.44 NOV10 330 32.500 40.30 -0.56 13.250 38.57 0.37 NOV10 340 38.250 38.80 -0.63 7.000 35.94 0.24 NOV10 360 52.000 36.53 -0.76 275.500 85.25 1.00 DEC10 40 0.000 87.61 0.00 267.500 82.81 1.00 DEC10 48 0.000 85.17 0.00 255.500 82.81 1.00 DEC10 60 0.000 85.17 0.00 235.750 81.85 1.00 DEC10 80 0.000 84.21 0.00 227.750 81.85 1.00 DEC10 88 0.000 84.21 0.00 219.750 80.39 1.00 DEC10 96 0.000 82.75 0.00 215.750 79.43 1.00 DEC10 100 0.000 81.79 0.00 196.000 78.66 0.99 DEC10 120 0.500 81.02 -0.01 176.250 75.86 0.99 DEC10 140 1.000 78.22 -0.02 157.000 71.49 0.98 DEC10 160 1.750 73.85 -0.03 138.250 70.83 0.95 DEC10 180 3.250 73.19 -0.05 119.750 65.73 0.93 DEC10 200 4.750 68.09 -0.08 101.750 61.91 0.90 DEC10 220 7.250 64.27 -0.11 84.500 58.02 0.85 DEC10 240 10.250 60.38 -0.16 67.750 53.05 0.80 DEC10 260 13.500 55.41 -0.21 57.500 50.35 0.75 DEC10 273 16.500 52.71 -0.26 51.750 47.99 0.72 DEC10 280 17.750 50.14 -0.28 38.500 45.68 0.63 DEC10 300 23.500 45.97 -0.37 31.000 43.28 0.57 DEC10 312 28.250 43.97 -0.44 26.750 42.14 0.52 DEC10 320 31.500 42.11 -0.48 17.250 39.55 0.40 DEC10 340 43.500 41.45 -0.59 13.250 38.12 0.34 DEC10 351 49.750 39.14 -0.66 10.250 36.92 0.29 DEC10 360 55.750 37.94 -0.71 5.000 33.85 0.18 DEC10 380 70.500 35.35 -0.81 3.750 33.59 0.14 DEC10 390 79.500 35.95 -0.84 0.500 34.01 0.02 DEC10 467 152.500 36.37 -0.97 0.250 34.30 0.01 DEC10 480 166.500 45.30 -0.94 123.000 59.85 0.90 MAR11 200 9.500 61.51 -0.11 90.000 53.35 0.82 MAR11 240 16.000 53.57 -0.19 60.000 46.78 0.70 MAR11 280 26.500 47.25 -0.31 47.000 43.94 0.62 MAR11 300 33.500 44.14 -0.38 35.750 41.43 0.54 MAR11 320 42.000 41.48 -0.47 26.000 39.18 0.45 MAR11 340 52.250 39.15 -0.56 18.000 36.86 0.36 MAR11 360 64.500 36.99 -0.65 7.000 32.96 0.19 MAR11 400 93.500 33.00 -0.81 3.000 31.93 0.09 MAR11 440 129.250 31.75 -0.91 1.000 30.69 0.04 MAR11 480 167.000 29.14 -0.97 126.750 57.99 0.88 JUN11 200 13.750 58.56 -0.13 94.000 50.80 0.80 JUN11 240 21.750 51.74 -0.21 65.750 45.53 0.69 JUN11 280 33.500 46.05 -0.32 53.250 42.96 0.62 JUN11 300 40.750 43.35 -0.38 42.250 40.94 0.55 JUN11 320 49.750 41.16 -0.45 32.250 38.59 0.48 JUN11 340 60.000 39.11 -0.53 23.750 36.43 0.40 JUN11 360 72.000 37.65 -0.60 12.000 33.36 0.25 JUN11 400 100.250 35.08 -0.74 3.250 32.02 0.09 JUN11 480 169.750 32.07 -0.91 275.500 76.20 1.00 DEC11 40 0.250 76.20 0.00 267.500 75.34 1.00 DEC11 48 0.500 75.34 0.00 255.750 74.06 1.00 DEC11 60 1.000 74.06 -0.01 236.000 72.13 0.99 DEC11 80 2.500 72.13 -0.02 228.250 71.27 0.99 DEC11 88 3.250 71.27 -0.02 220.750 69.88 0.98 DEC11 96 4.000 69.88 -0.03 199.000 67.03 0.96 DEC11 120 7.000 67.03 -0.05 181.750 64.33 0.94 DEC11 140 10.000 64.33 -0.07 165.250 61.62 0.91 DEC11 160 13.500 61.62 -0.10 149.000 59.18 0.88 DEC11 180 17.750 59.18 -0.12 132.500 54.86 0.85 DEC11 200 21.000 54.86 -0.15 102.000 48.74 0.78 DEC11 240 30.500 48.74 -0.23 76.750 45.20 0.68 DEC11 280 44.750 45.20 -0.32 52.750 40.06 0.57 DEC11 320 60.500 40.06 -0.43 42.500 37.99 0.51 DEC11 340 70.000 37.99 -0.49 34.500 36.69 0.45 DEC11 360 82.000 36.69 -0.55 21.250 34.09 0.33 DEC11 400 108.250 34.09 -0.67 7.250 31.00 0.15 DEC11 480 173.500 31.00 -0.85 141.500 57.64 0.84 JUN12 200 32.250 57.64 -0.17 117.500 55.24 0.77 JUN12 240 48.000 55.24 -0.24 92.250 50.02 0.69 JUN12 280 62.250 50.02 -0.31 71.250 46.40 0.61 JUN12 320 80.500 46.40 -0.40 53.500 43.49 0.52 JUN12 360 102.250 43.49 -0.49 40.000 41.50 0.43 JUN12 400 128.250 41.50 -0.57 144.500 54.66 0.84 DEC12 200 36.500 54.66 -0.17 123.500 53.83 0.77 DEC12 240 54.750 53.83 -0.23 101.000 50.08 0.70 DEC12 280 71.250 50.08 -0.30 78.250 45.35 0.62 DEC12 320 87.500 45.35 -0.38 60.000 42.09 0.54 DEC12 360 108.250 42.09 -0.46 43.500 38.69 0.45 DEC12 400 130.500 38.69 -0.55 15.000 29.84 0.23 DEC12 480 180.000 29.84 -0.77 +++ Barclays plc - Amer Phys FLEX Opt (BBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.050 38.15 0.01 17090 385 7.340 35.38 0.23 17120 370 17120 409 96.680 36.05 -0.90 1.270 33.80 0.06 17120 429 17120 487 173.100 45.30 -0.95 16121 273 41.750 45.82 -0.30 16121 340 16121 351 76.280 37.28 -0.53 +++ Barclays plc - Euro Phys FLEX Opt (BBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 300 5.380 44.81 -0.28 0.050 38.15 0.01 17090 385 30.800 43.28 0.56 17120 312 28.090 43.97 -0.44 17120 351 49.490 39.14 -0.66 10.090 36.92 0.29 17120 360 55.420 37.94 -0.71 16121 351 76.050 37.28 -0.52 16121 419 122.040 33.36 -0.72 +++ Banco BPI SA (BBP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.6510 +++ Baywa-Bayerische Warenvermit (BBW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.2000 +++ Balfour Beatty (BBY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 244.600 +++ Balfour Beatty STND FUT (BBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 244.670 DEC10 Z 245.130 MAR11 H 245.600 JUN11 M 246.120 +++ BRE Bank SA (BC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 254.500 +++ Barratt Developments (BDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 100.800 +++ Barratt Developments STND FUT (BDE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 100.830 DEC10 Z 101.020 MAR11 H 101.210 JUN11 M 101.430 +++ Beiersdorf AG (BDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.1500 +++ Benetton Group SpA (BE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.5150 +++ Befimmo S.C.A. (BEF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.2700 +++ Bekaert (BEK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 168.4500 +++ Beni Stabili SpA (BEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6500 +++ Banco Espirito Santo SA (BES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4760 +++ Banco Espirito Santo SA - Phys FLEX Fut (YBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16121 3.3851 +++ BTG (BGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 200.800 +++ BTG - STND FUT (BGC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 200.860 DEC10 Z 201.230 MAR11 H 201.620 JUN11 M 202.050 +++ BG Group plc - STND FUT (BG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1078.330 DEC10 Z 1080.310 MAR11 H 1082.430 JUN11 M 1076.930 +++ BG Group plc (BGG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1078.000 +++ BG Group plc - STND OPT (BGG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 239.500 58.84 0.98 SEP10 840 0.500 53.96 -0.01 199.000 47.68 0.98 SEP10 880 1.000 47.21 -0.02 159.500 40.46 0.97 SEP10 920 2.500 46.07 -0.05 120.000 34.02 0.95 SEP10 960 2.500 36.36 -0.06 103.000 36.96 0.89 SEP10 980 3.500 34.34 -0.09 85.500 36.17 0.84 SEP10 1000 6.000 34.41 -0.15 48.500 35.10 0.65 SEP10 1050 19.500 34.37 -0.35 25.000 37.11 0.42 SEP10 1100 46.500 36.62 -0.58 13.500 41.06 0.25 SEP10 1150 84.000 39.72 -0.76 7.500 44.94 0.15 SEP10 1200 129.500 45.57 -0.85 5.000 50.73 0.10 SEP10 1250 177.000 51.18 -0.90 4.500 58.62 0.08 SEP10 1300 226.500 58.93 -0.92 2.000 65.86 0.04 SEP10 1400 327.000 77.82 -0.93 1.500 72.87 0.02 SEP10 1500 429.500 100.50 -0.92 164.500 35.35 0.91 OCT10 920 5.000 33.59 -0.08 130.000 34.43 0.85 OCT10 960 10.000 33.38 -0.14 113.000 33.59 0.81 OCT10 980 14.000 33.46 -0.19 98.500 33.85 0.76 OCT10 1000 18.500 32.94 -0.24 67.000 34.40 0.61 OCT10 1050 37.000 33.66 -0.39 43.000 34.83 0.46 OCT10 1100 64.500 34.94 -0.54 28.500 36.43 0.33 OCT10 1150 99.500 36.37 -0.67 19.000 38.73 0.24 OCT10 1200 140.000 38.66 -0.76 13.000 40.42 0.17 OCT10 1250 185.000 41.46 -0.83 9.000 42.61 0.12 OCT10 1300 232.000 44.83 -0.87 6.500 45.12 0.09 OCT10 1350 280.500 48.74 -0.89 173.500 34.89 0.86 NOV10 920 13.500 34.39 -0.14 142.000 34.53 0.79 NOV10 960 22.000 34.31 -0.21 114.500 34.66 0.71 NOV10 1000 34.500 34.51 -0.29 84.500 34.64 0.60 NOV10 1050 54.500 34.27 -0.40 61.000 34.77 0.49 NOV10 1100 82.000 35.05 -0.51 44.000 35.56 0.38 NOV10 1150 115.000 35.98 -0.62 32.500 37.07 0.30 NOV10 1200 154.000 37.76 -0.70 19.000 40.22 0.19 NOV10 1300 241.000 41.57 -0.81 250.000 37.55 0.91 DEC10 840 7.500 34.37 -0.07 214.500 36.08 0.87 DEC10 880 12.500 34.42 -0.12 181.000 35.01 0.83 DEC10 920 20.000 34.22 -0.17 150.000 34.22 0.77 DEC10 960 29.500 33.94 -0.23 123.000 34.03 0.70 DEC10 1000 43.000 33.93 -0.30 71.000 33.97 0.50 DEC10 1100 90.500 33.82 -0.50 40.000 35.25 0.33 DEC10 1200 158.500 34.73 -0.68 24.500 37.76 0.21 DEC10 1300 242.500 36.83 -0.80 16.000 40.55 0.14 DEC10 1400 335.000 40.23 -0.86 230.000 34.30 0.83 MAR11 880 28.000 34.02 -0.17 173.000 33.62 0.73 MAR11 960 51.000 33.53 -0.27 148.000 33.32 0.67 MAR11 1000 65.500 33.14 -0.33 97.000 33.01 0.52 MAR11 1100 114.500 32.81 -0.48 61.000 32.81 0.38 MAR11 1200 177.500 32.52 -0.62 22.000 32.95 0.17 MAR11 1400 339.000 32.31 -0.84 +++ BG Group plc - Amer Phys FLEX Opt (BGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 700 23.770 34.89 -0.10 85.770 32.92 0.38 16121 1300 +++ Bank BPH (BH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.300 +++ Biogen Idec Inc (BII/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.270 +++ Intesa Sanpaolo SpA - Euro Cash FLEX Opt (BIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1654 39.49 0.48 17120 240 0.2415 39.61 -0.52 +++ Intesa Sanpaolo SpA - STND FUT (BIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.3175 +++ Intesa Sanpaolo SpA - STND FUT (BIN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.3179 OCT10 V 2.3189 NOV10 X 2.3203 DEC10 Z 2.3219 +++ Intesa Sanpaolo SpA - Amer Phys FLEX Opt (BIQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 240 0.2422 39.61 -0.52 0.0373 33.71 0.18 17120 280 0.2394 45.62 0.39 20122 300 +++ Biomerieux (BIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.8500 +++ Boston Properties Inc (BJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 83.390 +++ Bank Zachodni WBK SA (BK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 186.000 +++ Berkeley Group Holdings (BKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 839.500 +++ Berkeley Group Holdings - STND FUT (BKL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 839.750 DEC10 Z 841.300 MAR11 H 842.950 JUN11 M 844.710 +++ Bankinter SA (BKT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4100 +++ Boliden AB (BL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 89.0000 +++ Boliden AB - Cash FLEX Fut (BLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 89.0296 +++ Belgacom SA (BLG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.3750 +++ BEL 20 Index (BLI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2531.760 +++ British Land Company PLC - STND OPT (BLC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 110.250 56.50 0.99 SEP10 360 0.250 53.38 -0.01 90.750 55.36 0.97 SEP10 380 0.500 50.54 -0.02 70.750 44.58 0.96 SEP10 400 0.500 41.18 -0.03 51.000 35.20 0.94 SEP10 420 1.000 34.39 -0.06 41.250 30.40 0.92 SEP10 430 1.000 29.84 -0.08 31.750 27.01 0.88 SEP10 440 1.750 26.95 -0.12 23.000 25.24 0.80 SEP10 450 3.000 25.20 -0.20 15.250 23.33 0.68 SEP10 460 5.250 23.29 -0.32 9.500 23.67 0.51 SEP10 470 9.250 22.88 -0.49 5.500 23.41 0.35 SEP10 480 15.250 23.30 -0.65 0.500 26.48 0.04 SEP10 520 50.250 23.01 -0.98 0.000 27.79 0.00 SEP10 560 90.000 23.84 -1.00 111.000 35.00 0.96 DEC10 360 2.500 32.84 -0.06 73.000 29.62 0.89 DEC10 400 6.250 28.82 -0.15 55.500 27.47 0.82 DEC10 420 9.500 27.00 -0.22 40.000 25.91 0.71 DEC10 440 14.750 25.69 -0.32 27.000 24.42 0.57 DEC10 460 22.000 24.06 -0.45 17.250 23.58 0.43 DEC10 480 32.500 23.30 -0.58 6.250 23.06 0.20 DEC10 520 61.500 22.65 -0.81 2.250 23.95 0.08 DEC10 560 98.000 23.63 -0.92 77.250 30.44 0.81 MAR11 400 13.500 28.07 -0.22 60.500 27.88 0.74 MAR11 420 19.000 27.17 -0.29 46.000 26.14 0.65 MAR11 440 25.500 25.85 -0.38 34.000 24.96 0.55 MAR11 460 34.000 24.77 -0.47 24.750 24.47 0.45 MAR11 480 45.000 24.10 -0.57 12.250 23.82 0.27 MAR11 520 73.250 23.75 -0.74 5.750 23.97 0.15 MAR11 560 106.500 23.28 -0.86 +++ British Land Co (BLN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 469.900 +++ British Land Co - STND FUT (BLN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 470.040 DEC10 Z 464.400 MAR11 H 458.800 JUN11 M 453.250 +++ British Land Company PLC - Amer Phys FLEX Opt (XBO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 267 8.130 38.12 -0.08 +++ BHP Billiton plc - Euro Cash FLEX Opt (BHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 22.460 27.98 0.32 17090 1929 +++ BHP Billiton - STND FUT (BHP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1874.570 DEC10 Z 1878.030 MAR11 H 1851.440 JUN11 M 1855.310 +++ BHP Billiton plc - Amer Phys FLEX Opt (BHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15062 1900 440.520 41.14 -0.42 +++ BHP Billiton plc - Euro Phys FLEX Opt (BHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.270 31.01 0.01 17090 2200 +++ BHP Billiton plc (BLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1903.000 +++ BHP Billiton plc - STND OPT (BLT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 504.000 78.37 0.99 SEP10 1400 0.000 46.81 0.00 403.500 52.88 1.00 SEP10 1500 0.500 43.63 -0.01 303.500 39.79 1.00 SEP10 1600 2.500 42.24 -0.04 253.500 35.83 1.00 SEP10 1650 3.500 38.06 -0.05 204.000 34.69 0.98 SEP10 1700 6.500 35.45 -0.09 156.500 35.14 0.93 SEP10 1750 11.500 33.03 -0.16 108.000 28.81 0.89 SEP10 1800 21.000 31.59 -0.26 68.000 28.63 0.72 SEP10 1850 37.000 30.17 -0.41 38.000 28.25 0.50 SEP10 1900 61.000 28.98 -0.57 18.500 27.79 0.29 SEP10 1950 93.500 28.23 -0.73 9.000 28.14 0.16 SEP10 2000 134.000 27.75 -0.85 1.500 27.67 0.03 SEP10 2100 226.000 24.18 -0.99 0.500 31.01 0.01 SEP10 2200 326.000 30.38 -0.99 0.000 36.68 0.00 SEP10 2400 526.000 44.24 -1.00 0.000 42.91 0.00 SEP10 2600 726.000 53.10 -1.00 0.000 48.73 0.00 SEP10 2800 925.500 57.56 -1.00 403.500 42.24 1.00 OCT10 1500 7.000 42.26 -0.06 303.500 34.93 0.99 OCT10 1600 13.500 38.15 -0.10 208.000 33.89 0.90 OCT10 1700 27.000 35.38 -0.20 166.500 33.53 0.81 OCT10 1750 38.000 34.11 -0.26 128.000 32.29 0.70 OCT10 1800 52.000 32.81 -0.34 94.000 30.65 0.59 OCT10 1850 70.500 31.71 -0.43 69.000 30.45 0.48 OCT10 1900 93.500 30.54 -0.53 48.000 29.87 0.38 OCT10 1950 123.000 30.13 -0.62 32.500 29.30 0.28 OCT10 2000 156.000 28.94 -0.72 11.500 27.67 0.13 OCT10 2100 236.500 28.02 -0.87 4.000 27.26 0.05 OCT10 2200 328.500 26.64 -0.96 0.500 27.69 0.01 OCT10 2400 526.500 33.79 -0.98 405.000 41.08 0.97 NOV10 1500 20.000 41.37 -0.10 312.500 38.70 0.88 NOV10 1600 33.000 38.80 -0.17 228.000 35.74 0.77 NOV10 1700 51.500 36.00 -0.25 192.500 35.08 0.70 NOV10 1750 65.500 34.94 -0.31 159.000 33.94 0.64 NOV10 1800 82.000 33.89 -0.37 126.500 32.41 0.57 NOV10 1850 101.500 32.89 -0.43 101.500 31.98 0.50 NOV10 1900 125.000 31.97 -0.50 61.000 30.90 0.36 NOV10 2000 185.000 31.19 -0.64 16.000 28.86 0.13 NOV10 2200 344.500 31.34 -0.85 1263.000 88.35 1.00 DEC10 640 0.500 70.08 0.00 1183.000 85.17 1.00 DEC10 720 0.500 66.00 0.00 1103.000 80.80 1.00 DEC10 800 1.000 64.00 0.00 1023.000 76.04 1.00 DEC10 880 2.000 63.00 -0.01 943.000 72.47 1.00 DEC10 960 3.000 58.86 -0.01 903.000 68.15 1.00 DEC10 1000 3.500 58.12 -0.02 704.000 58.24 0.99 DEC10 1200 7.500 48.75 -0.03 504.500 43.34 0.97 DEC10 1400 19.000 43.16 -0.09 323.500 38.29 0.82 DEC10 1600 46.500 38.57 -0.19 246.000 36.08 0.73 DEC10 1700 69.000 36.12 -0.27 177.500 34.03 0.63 DEC10 1800 100.500 34.20 -0.37 121.000 32.19 0.51 DEC10 1900 144.000 32.37 -0.49 77.500 30.90 0.39 DEC10 2000 203.500 31.79 -0.61 25.000 28.52 0.17 DEC10 2200 353.500 30.66 -0.81 8.500 28.98 0.07 DEC10 2400 531.000 28.59 -0.94 3.500 30.44 0.03 DEC10 2600 729.000 33.22 -0.96 2.000 33.47 0.02 DEC10 2800 925.500 30.19 -1.00 518.000 41.56 0.88 MAR11 1400 46.000 40.74 -0.14 355.000 37.30 0.77 MAR11 1600 88.000 37.08 -0.25 284.500 35.81 0.70 MAR11 1700 119.000 35.41 -0.32 220.000 34.07 0.62 MAR11 1800 158.000 33.99 -0.41 165.500 32.75 0.53 MAR11 1900 203.500 32.34 -0.50 122.000 31.89 0.44 MAR11 2000 263.000 31.74 -0.58 60.500 30.49 0.27 MAR11 2200 404.500 30.41 -0.75 27.000 29.55 0.15 MAR11 2400 571.000 28.90 -0.87 11.000 28.64 0.07 MAR11 2600 756.000 28.27 -0.94 4.000 28.14 0.03 MAR11 2800 948.500 26.92 -0.98 905.500 56.36 0.98 JUN11 1000 19.500 48.61 -0.05 710.000 45.57 0.94 JUN11 1200 38.500 43.81 -0.09 533.500 40.36 0.85 JUN11 1400 69.000 39.94 -0.17 381.000 37.23 0.75 JUN11 1600 119.500 36.83 -0.27 313.500 35.73 0.68 JUN11 1700 153.500 35.41 -0.33 251.500 34.12 0.61 JUN11 1800 194.000 34.07 -0.40 199.000 32.99 0.54 JUN11 1900 242.500 32.97 -0.48 158.000 32.53 0.46 JUN11 2000 299.000 32.08 -0.55 92.000 31.18 0.32 JUN11 2200 436.000 31.11 -0.69 51.500 30.33 0.21 JUN11 2400 592.000 29.66 -0.81 13.500 29.01 0.07 JUN11 2800 956.000 28.14 -0.94 943.000 49.40 0.95 DEC11 960 31.500 44.80 -0.06 910.500 52.31 0.93 DEC11 1000 48.000 48.01 -0.08 727.500 44.46 0.89 DEC11 1200 77.000 43.46 -0.13 582.500 43.35 0.81 DEC11 1400 135.000 42.17 -0.21 456.500 42.00 0.72 DEC11 1600 212.000 41.07 -0.30 364.000 42.50 0.62 DEC11 1800 310.500 40.37 -0.39 276.500 41.17 0.53 DEC11 2000 430.500 39.99 -0.49 157.000 39.64 0.36 DEC11 2400 705.000 37.79 -0.66 86.000 38.59 0.23 DEC11 2800 1035.500 37.00 -0.79 490.000 41.50 0.71 JUN12 1600 315.000 46.77 -0.30 402.500 41.65 0.63 JUN12 1800 380.000 41.33 -0.39 325.500 41.19 0.55 JUN12 2000 502.000 40.95 -0.46 216.500 40.92 0.41 JUN12 2400 787.500 40.58 -0.60 596.000 37.93 0.80 DEC12 1400 245.500 44.44 -0.24 517.500 41.00 0.71 DEC12 1600 335.500 43.07 -0.31 443.500 42.00 0.64 DEC12 1800 444.500 42.37 -0.38 382.000 42.82 0.57 DEC12 2000 568.000 41.99 -0.44 273.500 42.31 0.45 DEC12 2400 845.000 40.90 -0.56 201.000 42.42 0.36 DEC12 2800 1143.000 39.00 -0.68 +++ Bolsas y Mercados Espanoles (BME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.7150 +++ Koninklijke BAM Groep NV (BMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.0420 +++ Koninklijke BAM Groep NV - Cash FLEX Fut (KPD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 4.0427 +++ BMW AG - PFD (BMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.9450 +++ Bayerische Motoren Werke (BMW) AG (BMW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.9100 +++ Bayerische Motoren Werke (BMW) AG - STND FUT (BMW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 42.9181 OCT10 V 42.9366 NOV10 X 42.9621 DEC10 Z 42.9912 +++ Danone - Euro Cash FLEX Opt (BKJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3787 19.52 0.33 17090 4440 +++ Danone - Euro Phys FLEX Opt (BKX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.5436 23.28 0.58 17120 4300 1.8490 23.28 -0.42 +++ Danone (BN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.5700 +++ Danone - STND FUT (BN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 43.5780 OCT10 V 43.5970 NOV10 X 43.6230 DEC10 Z 43.6520 +++ BNP Paribas - Euro Cash FLEX Opt (BNJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3211 34.74 0.16 17090 5632 +++ BNP Paribas SA (BNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.3000 +++ BNP Paribas SA - STND FUT (BNP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 52.3100 OCT10 V 52.3320 NOV10 X 52.3640 DEC10 Z 52.3990 +++ BNP Paribas - Amer Phys FLEX Opt (BNQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4400 0.1500 52.60 -0.05 23.5575 68.26 0.96 17120 2916 0.3333 68.26 -0.04 17120 6220 10.6900 32.58 -0.82 +++ BNP Paribas - Euro Phys FLEX Opt (BNX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.1194 36.99 0.45 17120 5500 5.6600 36.99 -0.55 +++ Beneteau (BNT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.9100 +++ Bunzl (BNZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 737.000 +++ Bunzl - STND FUT (BNZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 737.220 DEC10 Z 738.580 MAR11 H 740.030 JUN11 M 741.570 +++ Bank of Ireland (BO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7600 +++ Bank of America Corp (BOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.070 +++ Boeing Company (BOE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.890 +++ Boskalis Westminster (BOS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.9950 +++ Bodycote plc (BOY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 233.200 +++ Bodycote plc - STND FUT (BOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 233.270 DEC10 Z 233.700 MAR11 H 234.160 JUN11 M 234.650 +++ BP PLC (BP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 388.750 +++ BP PLC - STND OPT (BP /O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 189.000 114.34 1.00 SEP10 200 0.000 80.00 0.00 169.000 100.30 1.00 SEP10 220 0.000 75.00 0.00 149.000 90.72 1.00 SEP10 240 0.000 70.00 0.00 129.000 79.23 0.99 SEP10 260 0.000 65.00 0.00 109.000 70.30 0.99 SEP10 280 0.000 60.00 0.00 89.250 59.02 0.98 SEP10 300 0.250 56.20 -0.01 69.500 51.63 0.96 SEP10 320 0.500 50.92 -0.03 50.250 44.77 0.93 SEP10 340 1.250 44.87 -0.07 32.500 41.53 0.82 SEP10 360 3.000 38.65 -0.17 24.750 40.40 0.73 SEP10 370 4.750 36.46 -0.25 17.500 38.27 0.63 SEP10 380 8.000 36.10 -0.37 11.750 37.01 0.50 SEP10 390 12.750 35.98 -0.50 7.250 35.73 0.37 SEP10 400 18.500 36.00 -0.63 4.250 35.09 0.25 SEP10 410 25.000 33.53 -0.76 2.250 34.45 0.16 SEP10 420 33.250 33.53 -0.85 1.500 35.94 0.10 SEP10 430 42.250 33.53 -0.91 0.750 36.77 0.06 SEP10 440 51.750 33.53 -0.95 0.250 36.17 0.02 SEP10 460 71.250 33.16 -0.99 0.000 38.15 0.01 SEP10 480 91.250 32.02 -1.00 0.000 36.48 0.00 SEP10 500 111.250 32.77 -1.00 0.000 36.92 0.00 SEP10 520 131.250 32.77 -1.00 0.000 38.50 0.00 SEP10 560 171.250 31.73 -1.00 0.000 42.20 0.00 SEP10 600 211.250 35.00 -1.00 0.000 41.18 0.00 SEP10 640 251.250 36.32 -1.00 0.000 42.06 0.00 SEP10 680 291.250 41.37 -1.00 0.000 41.43 0.00 SEP10 720 331.250 42.59 -1.00 71.750 44.42 0.91 OCT10 320 3.250 46.94 -0.10 53.750 40.32 0.85 OCT10 340 5.250 42.05 -0.16 37.750 38.14 0.74 OCT10 360 9.000 38.56 -0.26 31.000 37.52 0.67 OCT10 370 11.750 37.41 -0.33 24.500 36.43 0.60 OCT10 380 15.250 36.20 -0.40 18.750 35.20 0.52 OCT10 390 19.500 35.14 -0.48 14.500 35.09 0.44 OCT10 400 25.250 34.72 -0.57 10.750 34.58 0.36 OCT10 410 31.500 34.30 -0.65 7.500 33.99 0.28 OCT10 420 38.500 33.69 -0.72 5.250 33.54 0.21 OCT10 430 46.000 32.94 -0.79 3.750 33.32 0.16 OCT10 440 54.500 32.74 -0.85 1.750 34.26 0.09 OCT10 460 72.500 33.11 -0.92 1.000 34.86 0.05 OCT10 480 91.750 32.86 -0.97 0.500 35.64 0.03 OCT10 500 111.250 33.24 -0.99 0.250 40.00 0.01 OCT10 540 151.500 46.46 -0.98 0.000 37.36 0.00 OCT10 560 171.750 52.32 -0.97 75.500 42.95 0.86 NOV10 320 6.250 43.00 -0.14 58.750 40.28 0.79 NOV10 340 9.750 40.53 -0.21 44.750 39.69 0.70 NOV10 360 14.750 38.44 -0.30 38.000 38.53 0.65 NOV10 370 18.250 37.70 -0.35 31.500 36.97 0.59 NOV10 380 22.000 36.59 -0.41 26.000 36.33 0.53 NOV10 390 26.250 35.68 -0.47 21.000 35.47 0.47 NOV10 400 31.750 35.41 -0.53 13.500 34.60 0.35 NOV10 420 44.000 34.32 -0.65 8.250 33.87 0.24 NOV10 440 59.000 33.94 -0.76 190.250 65.58 0.98 DEC10 200 1.250 67.71 -0.02 151.250 55.58 0.96 DEC10 240 3.000 60.46 -0.05 132.250 51.26 0.94 DEC10 260 3.250 52.68 -0.06 113.750 48.40 0.92 DEC10 280 5.000 50.68 -0.09 95.750 45.45 0.88 DEC10 300 6.500 46.08 -0.12 78.250 42.17 0.84 DEC10 320 9.500 43.45 -0.17 62.250 40.32 0.77 DEC10 340 12.500 39.80 -0.23 48.500 38.91 0.68 DEC10 360 18.250 38.13 -0.31 35.500 36.65 0.59 DEC10 380 25.750 36.30 -0.41 25.750 35.97 0.49 DEC10 400 35.750 35.33 -0.52 17.500 34.61 0.38 DEC10 420 47.750 34.25 -0.62 11.500 33.75 0.28 DEC10 440 62.000 33.87 -0.72 7.250 33.15 0.20 DEC10 460 78.250 33.77 -0.79 4.750 32.95 0.14 DEC10 480 95.250 33.25 -0.86 3.000 33.21 0.10 DEC10 500 113.750 33.47 -0.91 1.750 32.68 0.06 DEC10 520 132.500 33.39 -0.94 0.750 32.98 0.03 DEC10 560 171.750 34.76 -0.97 0.250 33.77 0.01 DEC10 600 211.750 40.23 -0.98 0.250 34.98 0.01 DEC10 640 251.750 45.20 -0.98 0.000 36.54 0.00 DEC10 680 291.250 44.37 -0.99 0.000 38.37 0.00 DEC10 720 331.250 44.14 -1.00 192.250 60.09 0.96 MAR11 200 2.500 56.11 -0.04 155.000 53.26 0.93 MAR11 240 5.500 50.91 -0.07 118.750 46.72 0.88 MAR11 280 9.750 45.42 -0.13 86.500 42.82 0.79 MAR11 320 17.000 41.16 -0.22 71.500 40.41 0.73 MAR11 340 21.750 38.59 -0.27 57.750 38.42 0.66 MAR11 360 28.500 37.14 -0.34 45.750 36.78 0.59 MAR11 380 36.250 35.35 -0.42 35.000 35.27 0.51 MAR11 400 46.000 34.12 -0.50 26.750 34.48 0.43 MAR11 420 57.750 33.12 -0.58 20.250 33.97 0.36 MAR11 440 70.750 32.17 -0.66 14.500 32.94 0.28 MAR11 460 85.250 31.20 -0.74 10.500 32.40 0.22 MAR11 480 101.750 31.15 -0.79 5.750 32.48 0.13 MAR11 520 136.500 29.64 -0.89 2.750 32.15 0.08 MAR11 560 173.250 25.39 -0.97 1.750 32.96 0.05 MAR11 600 212.750 27.31 -0.98 1.000 34.16 0.03 MAR11 640 252.250 26.87 -0.99 0.750 35.79 0.02 MAR11 680 292.000 26.68 -1.00 0.750 37.80 0.02 MAR11 720 331.750 26.70 -1.00 193.500 56.92 0.95 JUN11 200 4.500 52.49 -0.05 157.000 50.71 0.91 JUN11 240 8.500 47.47 -0.09 122.500 45.47 0.85 JUN11 280 14.250 43.41 -0.15 91.500 41.59 0.77 JUN11 320 23.000 39.33 -0.24 64.750 38.54 0.65 JUN11 360 37.250 37.21 -0.36 53.250 37.25 0.59 JUN11 380 45.000 35.25 -0.42 43.250 36.08 0.52 JUN11 400 55.000 34.12 -0.49 34.750 35.17 0.46 JUN11 420 66.750 33.24 -0.56 27.500 34.26 0.39 JUN11 440 79.250 32.19 -0.63 21.000 33.34 0.33 JUN11 460 93.500 31.56 -0.69 16.250 32.74 0.27 JUN11 480 108.250 30.51 -0.75 5.500 31.58 0.12 JUN11 560 178.000 28.56 -0.91 3.250 31.68 0.08 JUN11 600 215.750 27.94 -0.95 1.750 31.40 0.05 JUN11 640 254.750 27.81 -0.97 0.750 32.48 0.02 JUN11 720 333.750 28.07 -0.99 195.000 53.80 0.94 DEC11 200 10.750 50.86 -0.08 160.500 49.34 0.89 DEC11 240 16.250 45.85 -0.13 128.250 45.12 0.83 DEC11 280 23.000 40.58 -0.19 99.250 41.42 0.75 DEC11 320 38.250 40.19 -0.28 74.250 38.63 0.65 DEC11 360 53.500 37.30 -0.37 53.500 36.34 0.54 DEC11 400 73.250 35.25 -0.48 36.750 34.24 0.43 DEC11 440 95.750 32.54 -0.59 25.250 33.15 0.33 DEC11 480 123.000 30.42 -0.70 10.000 30.54 0.17 DEC11 560 190.250 29.67 -0.84 4.750 30.85 0.09 DEC11 640 264.000 28.43 -0.93 1.750 29.70 0.04 DEC11 720 340.750 27.26 -0.97 164.250 49.66 0.88 JUN12 240 27.750 48.51 -0.16 105.500 41.66 0.74 JUN12 320 50.750 41.01 -0.29 80.750 38.42 0.65 JUN12 360 65.000 37.23 -0.38 59.500 35.66 0.55 JUN12 400 83.500 34.29 -0.47 44.500 34.45 0.46 JUN12 440 105.500 31.58 -0.58 33.000 33.66 0.37 JUN12 480 133.000 30.16 -0.67 165.750 48.19 0.87 DEC12 240 30.000 44.16 -0.17 136.500 44.58 0.80 DEC12 280 46.500 43.89 -0.23 109.500 41.00 0.73 DEC12 320 58.750 39.92 -0.30 85.250 37.71 0.65 DEC12 360 73.750 36.40 -0.38 64.750 35.13 0.56 DEC12 400 92.250 33.58 -0.47 49.000 33.55 0.47 DEC12 440 113.250 30.62 -0.56 35.000 31.49 0.38 DEC12 480 139.000 28.65 -0.66 17.250 28.88 0.23 DEC12 560 200.750 26.15 -0.81 8.750 27.88 0.14 DEC12 640 267.000 18.27 -0.97 4.750 27.71 0.08 DEC12 720 344.750 21.94 -0.97 +++ BP PLC - STND FUT (BPA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 388.870 DEC10 Z 389.580 MAR11 H 387.340 JUN11 M 385.150 +++ BP plc - Amer Phys FLEX Opt (BPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 460 0.820 32.91 0.03 17120 550 161.760 34.42 -0.97 0.400 33.38 0.02 17120 580 191.600 37.50 -0.98 0.100 35.37 0.00 17120 650 261.490 45.00 -0.98 7.630 32.44 0.17 18031 500 9.640 32.16 0.18 17061 520 27.900 33.42 0.36 16121 470 11.300 30.86 0.19 16121 550 6.930 30.69 0.12 16121 600 226.020 29.05 -0.89 2.340 29.99 0.05 16121 700 21122 180 11.970 44.16 -0.08 12.450 28.38 0.18 21122 600 230.870 22.21 -0.90 2.740 27.71 0.05 21122 800 +++ BP plc - Euro Phys FLEX Opt (BPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 260 3.170 52.68 -0.06 25.720 35.97 0.49 17120 400 35.560 35.33 -0.52 11.330 33.75 0.28 17120 440 61.700 33.87 -0.72 7.240 33.15 0.20 17120 460 77.840 33.77 -0.79 4.590 32.95 0.14 17120 480 94.930 33.25 -0.86 2.970 33.21 0.10 17120 500 113.220 33.47 -0.90 0.260 33.77 0.01 17120 600 210.850 40.23 -0.97 0.100 35.37 0.00 17120 650 260.620 45.00 -0.98 0.050 37.46 0.00 17120 700 310.010 44.26 -0.99 11.120 30.86 0.18 16121 550 180.320 29.76 -0.83 9.910 30.54 0.17 16121 560 189.240 29.67 -0.84 10.340 28.13 0.16 21122 620 246.570 20.24 -0.94 +++ Unione Di Banche Italiane Scrl (BPL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.2600 +++ Banca Popolare di Milano (BPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5075 +++ Banca Monte dei Paschi di Siena SpA (BPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.9780 +++ Banca Monte dei Paschi Siena - Euro Phys FLEX Opt (EVX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 140 0.4223 72.33 -0.99 17090 145 0.4721 74.70 -0.99 17090 150 0.5219 74.70 -1.00 17120 140 0.4179 16.00 -1.00 17120 145 0.4678 16.00 -1.00 18031 130 0.3175 21.98 -0.95 18031 150 0.5133 19.05 -1.00 +++ Banco Popolare Scrl (BPV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.5600 +++ Banco Popolare Scrl - STND FUT (BPV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.5609 OCT10 V 4.5628 NOV10 X 4.5655 DEC10 Z 4.5686 +++ Windstream Corp (BQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.600 +++ Host Hotels & Resorts Inc (BR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.510 +++ Burberry Group (BRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 855.000 +++ Burberry Group - STND FUT (BRB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 855.260 DEC10 Z 856.840 MAR11 H 858.510 JUN11 M 860.310 +++ Brit Insurance Holdings NV (BRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 961.500 +++ Brit Insurance Holdings NV - STND FUT (BRE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 961.790 DEC10 Z 963.560 MAR11 H 965.450 JUN11 M 967.470 +++ Barrick Gold Corp (BRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.570 +++ Brembo SpA (BRM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.8000 +++ Brisa Autoestradas de Portugal SA (BRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0180 +++ Invensys PLC (BRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 238.200 +++ Invensys PLC - STND OPT (BRT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 38.500 39.84 0.98 SEP10 200 0.000 13.76 0.00 28.750 37.73 0.94 SEP10 210 0.000 26.19 -0.01 19.500 35.36 0.86 SEP10 220 1.250 33.67 -0.13 15.500 34.84 0.79 SEP10 225 1.750 32.03 -0.19 12.000 35.58 0.69 SEP10 230 4.000 36.22 -0.31 9.000 35.30 0.59 SEP10 235 5.750 36.26 -0.41 6.500 35.46 0.48 SEP10 240 8.500 36.48 -0.52 4.000 33.43 0.36 SEP10 245 11.000 34.87 -0.63 2.500 32.27 0.26 SEP10 250 14.750 34.81 -0.73 1.000 32.68 0.11 SEP10 260 22.750 33.63 -0.88 0.250 32.42 0.04 SEP10 270 32.000 34.78 -0.95 0.000 32.32 0.01 SEP10 280 42.000 35.19 -0.98 0.000 31.38 0.00 SEP10 290 51.750 38.45 -0.99 0.000 31.38 0.00 SEP10 300 61.750 43.69 -0.99 0.000 32.93 0.00 SEP10 310 71.750 45.46 -1.00 0.000 34.47 0.00 SEP10 320 81.750 47.84 -1.00 0.000 34.47 0.00 SEP10 340 101.750 50.62 -1.00 0.000 33.44 0.00 SEP10 360 121.750 50.62 -1.00 0.000 36.21 0.00 SEP10 400 161.750 51.41 -1.00 42.500 37.44 0.84 DEC10 200 4.750 37.11 -0.17 28.500 37.22 0.69 DEC10 220 10.250 35.68 -0.31 21.750 34.89 0.61 DEC10 230 14.000 34.49 -0.40 16.250 33.70 0.52 DEC10 240 19.000 33.85 -0.49 8.750 33.10 0.34 DEC10 260 30.500 31.17 -0.68 5.000 34.66 0.22 DEC10 280 46.750 31.96 -0.81 2.500 34.09 0.12 DEC10 300 64.500 31.73 -0.90 1.250 35.12 0.07 DEC10 320 83.500 31.94 -0.95 0.750 36.48 0.04 DEC10 340 103.000 29.55 -0.99 0.500 36.80 0.02 DEC10 360 122.750 29.44 -1.00 0.000 37.76 0.01 DEC10 400 162.750 24.02 -1.00 47.250 37.64 0.78 MAR11 200 9.000 36.12 -0.22 34.250 36.31 0.66 MAR11 220 15.250 34.22 -0.33 28.250 35.41 0.60 MAR11 230 20.000 34.22 -0.40 22.750 34.32 0.54 MAR11 240 24.500 33.18 -0.47 14.500 33.10 0.40 MAR11 260 36.500 32.58 -0.60 9.750 33.55 0.30 MAR11 280 51.250 32.06 -0.72 6.250 33.83 0.21 MAR11 300 67.250 31.18 -0.82 3.750 33.72 0.14 MAR11 320 85.250 30.66 -0.89 2.000 36.45 0.08 MAR11 360 123.000 25.22 -0.99 +++ Invensys plc - STND FUT (ISY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 238.270 DEC10 Z 237.210 MAR11 H 237.670 JUN11 M 238.170 +++ British Sky Broadcasting Group plc (BSK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 712.000 +++ British Sky Broadcasting Group plc - STND OPT (BSK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 272.250 45.31 1.00 SEP10 440 0.000 45.14 0.00 232.250 42.77 1.00 SEP10 480 0.000 43.32 0.00 192.250 41.32 1.00 SEP10 520 0.000 38.99 0.00 152.250 35.82 1.00 SEP10 560 0.000 33.18 0.00 112.250 28.25 1.00 SEP10 600 0.000 26.04 0.00 72.250 18.23 1.00 SEP10 640 0.000 19.78 -0.01 33.000 14.98 0.93 SEP10 680 0.750 14.79 -0.07 4.750 13.10 0.35 SEP10 720 11.750 11.72 -0.66 0.000 10.52 0.01 SEP10 750 38.000 11.76 -0.99 0.000 10.93 0.00 SEP10 760 48.000 11.76 -1.00 432.250 54.73 1.00 DEC10 280 0.000 47.80 0.00 392.250 53.44 1.00 DEC10 320 0.000 46.21 0.00 352.250 51.56 1.00 DEC10 360 0.000 43.99 0.00 312.500 49.94 1.00 DEC10 400 0.250 41.76 0.00 272.500 37.91 1.00 DEC10 440 0.500 38.60 -0.01 232.750 38.72 0.99 DEC10 480 1.750 38.99 -0.03 194.500 40.80 0.96 DEC10 520 2.000 33.00 -0.04 154.000 31.30 0.96 DEC10 560 3.500 29.49 -0.07 114.500 25.28 0.94 DEC10 600 4.000 22.76 -0.09 76.250 21.02 0.88 DEC10 640 6.000 17.96 -0.16 37.250 13.53 0.79 DEC10 680 13.000 14.84 -0.33 10.000 10.60 0.40 DEC10 720 29.500 12.36 -0.64 272.500 33.03 1.00 MAR11 440 0.500 29.22 -0.01 232.750 32.54 0.99 MAR11 480 2.000 35.00 -0.05 198.000 38.37 0.92 MAR11 520 4.000 28.00 -0.06 154.500 26.16 0.95 MAR11 560 4.250 22.62 -0.07 116.500 22.94 0.90 MAR11 600 8.000 21.08 -0.14 83.000 21.76 0.78 MAR11 640 15.750 20.05 -0.24 54.750 20.58 0.63 MAR11 680 28.250 19.06 -0.38 32.250 19.22 0.47 MAR11 720 46.500 17.90 -0.55 312.750 41.21 0.99 JUN11 400 2.250 34.74 -0.03 272.750 35.87 0.99 JUN11 440 4.750 34.00 -0.05 233.250 31.93 0.98 JUN11 480 7.500 32.28 -0.08 156.000 26.13 0.92 JUN11 560 13.750 26.28 -0.15 87.500 22.03 0.74 JUN11 640 29.000 22.19 -0.30 45.750 22.42 0.48 JUN11 720 70.500 23.13 -0.53 353.000 44.27 0.99 DEC11 360 4.500 35.50 -0.03 314.000 41.04 0.97 DEC11 400 8.000 34.95 -0.06 275.500 37.72 0.95 DEC11 440 10.750 32.35 -0.08 236.250 32.80 0.94 DEC11 480 13.000 29.06 -0.10 164.250 27.78 0.84 DEC11 560 24.250 25.23 -0.19 104.750 24.92 0.68 DEC11 640 45.000 22.21 -0.34 66.000 24.92 0.51 DEC11 720 86.500 22.08 -0.52 247.000 34.20 0.86 DEC12 480 24.000 26.66 -0.14 184.000 30.11 0.78 DEC12 560 40.250 23.72 -0.24 129.000 26.79 0.66 DEC12 640 63.750 21.01 -0.37 83.250 24.03 0.53 DEC12 720 104.500 20.20 -0.52 +++ British Sky Broadcasting Group plc - STND FUT (BSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 712.220 DEC10 Z 702.020 MAR11 H 703.390 +++ BB&T Corp (BTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.830 +++ BT Group plc (BTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 136.700 +++ BT Group plc - STND OPT (BTG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 40.750 77.75 0.99 SEP10 96 0.000 71.11 -0.01 36.750 69.78 0.98 SEP10 100 0.000 66.04 -0.01 27.000 55.19 0.97 SEP10 110 0.000 42.30 -0.01 17.250 43.19 0.93 SEP10 120 0.000 30.70 -0.02 12.500 38.97 0.87 SEP10 125 0.500 31.56 -0.09 8.000 32.62 0.77 SEP10 130 1.000 30.42 -0.21 4.500 30.94 0.59 SEP10 135 2.250 26.77 -0.40 2.000 27.42 0.36 SEP10 140 5.000 26.88 -0.65 0.750 28.08 0.17 SEP10 145 8.750 24.93 -0.86 0.250 30.92 0.09 SEP10 150 14.000 38.43 -0.86 0.250 41.78 0.04 SEP10 160 23.500 43.61 -0.95 0.250 50.47 0.03 SEP10 170 34.000 71.63 -0.91 0.000 56.99 0.01 SEP10 180 43.500 71.18 -0.96 27.250 41.03 0.94 OCT10 110 0.250 32.12 -0.02 18.250 36.95 0.86 OCT10 120 1.000 34.68 -0.13 14.000 34.56 0.79 OCT10 125 1.750 32.77 -0.20 10.000 32.55 0.69 OCT10 130 3.000 31.63 -0.30 6.750 29.87 0.57 OCT10 135 4.750 29.84 -0.43 4.250 29.03 0.43 OCT10 140 7.250 28.16 -0.57 2.250 26.60 0.28 OCT10 145 10.500 27.21 -0.71 1.000 26.44 0.17 OCT10 150 14.250 25.12 -0.84 0.250 26.57 0.05 OCT10 160 23.500 28.54 -0.94 0.250 33.44 0.04 OCT10 170 34.250 45.94 -0.90 28.500 42.02 0.89 NOV10 110 1.250 40.05 -0.10 19.750 36.79 0.80 NOV10 120 2.750 36.30 -0.19 15.750 35.02 0.74 NOV10 125 3.500 33.63 -0.26 12.250 33.79 0.66 NOV10 130 5.000 32.44 -0.34 9.000 31.66 0.57 NOV10 135 7.000 31.04 -0.43 6.500 30.46 0.47 NOV10 140 9.250 29.78 -0.54 2.750 28.36 0.27 NOV10 150 15.750 28.01 -0.74 1.000 28.18 0.13 NOV10 160 24.000 26.45 -0.89 73.250 73.07 0.98 DEC10 64 0.250 63.21 -0.01 65.500 68.58 0.97 DEC10 72 0.250 57.47 -0.01 57.750 61.50 0.96 DEC10 80 0.250 51.93 -0.02 50.000 54.89 0.95 DEC10 88 0.500 48.56 -0.04 42.250 49.02 0.93 DEC10 96 1.000 45.41 -0.06 38.500 47.02 0.91 DEC10 100 1.000 42.67 -0.07 29.250 40.41 0.87 DEC10 110 2.000 39.59 -0.13 20.500 35.11 0.79 DEC10 120 3.750 36.15 -0.22 13.500 33.11 0.65 DEC10 130 6.500 33.51 -0.35 7.500 29.63 0.48 DEC10 140 11.000 31.08 -0.52 3.750 28.23 0.30 DEC10 150 16.750 28.17 -0.70 2.000 29.05 0.18 DEC10 160 24.500 26.19 -0.85 0.500 29.60 0.05 DEC10 180 43.750 31.23 -0.94 0.000 31.02 0.02 DEC10 200 63.250 27.88 -1.00 0.000 35.22 0.01 DEC10 220 83.250 34.02 -1.00 0.000 36.79 0.00 DEC10 240 103.250 42.27 -1.00 42.250 41.81 0.92 MAR11 96 2.250 41.06 -0.10 38.750 40.11 0.91 MAR11 100 2.750 39.72 -0.12 30.000 37.54 0.84 MAR11 110 4.250 36.86 -0.19 22.250 34.77 0.75 MAR11 120 6.750 34.62 -0.28 15.750 33.05 0.63 MAR11 130 10.250 32.26 -0.39 10.250 31.22 0.49 MAR11 140 15.250 30.74 -0.52 6.500 29.95 0.36 MAR11 150 21.250 29.14 -0.65 3.750 28.98 0.25 MAR11 160 28.500 27.16 -0.78 1.000 27.26 0.09 MAR11 180 45.750 23.71 -0.95 43.500 41.32 0.89 JUN11 96 3.250 38.93 -0.12 39.500 38.75 0.87 JUN11 100 4.000 38.01 -0.15 24.250 34.23 0.72 JUN11 120 8.750 33.65 -0.29 18.250 33.33 0.62 JUN11 130 12.750 32.15 -0.39 12.750 31.12 0.51 JUN11 140 17.500 30.70 -0.50 8.750 30.00 0.40 JUN11 150 23.500 29.33 -0.61 5.750 29.07 0.30 JUN11 160 30.500 28.18 -0.71 2.250 28.01 0.15 JUN11 180 47.500 27.96 -0.86 73.500 54.44 0.97 DEC11 64 1.750 45.25 -0.05 66.000 50.97 0.95 DEC11 72 2.750 43.93 -0.07 58.750 48.02 0.93 DEC11 80 3.750 41.87 -0.10 51.500 44.13 0.90 DEC11 88 5.250 40.29 -0.14 44.250 40.44 0.87 DEC11 96 6.500 37.99 -0.18 40.500 37.75 0.85 DEC11 100 7.500 36.90 -0.20 25.250 32.02 0.71 DEC11 120 13.000 31.80 -0.34 14.750 30.08 0.52 DEC11 140 22.500 28.69 -0.52 8.000 28.86 0.34 DEC11 160 36.000 27.27 -0.69 3.750 27.38 0.20 DEC11 180 52.250 25.97 -0.83 43.000 40.77 0.82 JUN12 100 8.500 33.13 -0.21 26.500 31.60 0.69 JUN12 120 16.250 31.28 -0.35 16.000 29.13 0.52 JUN12 140 25.250 27.71 -0.52 9.500 28.09 0.36 JUN12 160 38.750 26.42 -0.67 43.750 40.77 0.81 DEC12 100 12.500 34.92 -0.24 27.000 31.14 0.69 DEC12 120 19.500 30.72 -0.37 16.500 28.11 0.52 DEC12 140 29.500 27.86 -0.52 10.250 27.26 0.37 DEC12 160 43.250 26.77 -0.66 +++ BT Group plc - Euro Cash FLEX Opt (BTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.700 28.08 0.17 17090 145 +++ BT Group plc - STND FUT (BTL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 136.740 DEC10 Z 136.990 MAR11 H 134.760 JUN11 M 135.040 +++ Banco Espanol de Credito SA (BTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.0480 +++ Masco Corp (BV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.940 +++ Banco Bilbao Vizcaya Argent - Amer Phys FLEX Opt (BDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 925 0.1273 46.87 -0.22 0.3284 42.87 0.49 17090 1000 0.5391 61.04 -0.49 2.2542 55.61 0.81 17120 800 17120 1350 3.6503 26.90 -0.99 18031 825 0.6311 48.98 -0.25 1.0784 38.76 0.54 18031 1000 18031 1300 3.2891 33.40 -0.85 16121 800 0.9409 41.56 -0.26 16121 1200 3.1190 35.14 -0.64 0.3522 32.10 0.20 15062 1500 0.3210 31.76 0.18 15062 1525 0.4391 32.15 0.22 21092 1500 5.8389 30.39 -0.81 21092 1550 6.2885 30.39 -0.83 +++ Banco Bilbao Vizcaya Argentaria SA - Cash FLEX Fut (BDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 05100 9.9420 +++ Banco Bilbao Vizcaya Argentaria SA (BVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.9380 +++ Banco Bilbao Vizcaya Argentaria SA - STND FUT (BVA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.9400 OCT10 V 9.8540 NOV10 X 9.8600 DEC10 Z 9.8670 +++ Bureau Veritas SA (BVI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.5500 +++ Bovis Homes Group (BVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 365.100 +++ Bovis Homes Group - STND FUT (BVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 365.210 DEC10 Z 365.880 MAR11 H 366.600 JUN11 M 367.370 +++ BWIN Interactive Entertainment AG (BWI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.8000 +++ Brown (N.) Group (BWN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 225.900 +++ Brown (N.) Group - STND FUT (BWN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 225.970 DEC10 Z 226.390 MAR11 H 226.830 JUN11 M 227.300 +++ Bellway (BWY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 537.500 +++ Bellway - STND FUT (BWY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 537.660 DEC10 Z 538.650 MAR11 H 539.710 JUN11 M 540.840 +++ Progress Energy Inc (BY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.690 +++ Bayer AG - Amer Phys FLEX Opt (BQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.5807 27.44 0.62 17090 4900 0.7369 29.52 0.36 17090 5100 0.2252 33.59 0.13 17090 5400 +++ Bayer AG - Amer Cash FLEX Opt (BQU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 2.1956 30.33 -0.24 +++ Bayer AG - Euro Phys FLEX Opt (BQX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 2.1888 30.33 -0.24 +++ Bayer AG - STND FUT (BYA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 49.8044 OCT10 V 49.8259 NOV10 X 49.8555 DEC10 Z 49.8893 +++ BAYER AG (BYR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.7950 +++ Buzzi Unicem SpA RSP (BZU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3000 +++ Buzzi Unicem SPA (BZZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.4450 +++ C & W Communications ex event package (C+W/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 129.400 +++ C & W Communications ex event package (C+W/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 10.000 30.33 0.88 SEP10 120 0.750 32.88 -0.13 3.250 30.69 0.49 SEP10 130 4.000 32.54 -0.51 0.750 33.14 0.14 SEP10 140 11.250 34.84 -0.84 0.000 35.47 0.03 SEP10 150 20.750 37.16 -0.97 0.000 38.07 0.01 SEP10 160 30.500 38.75 -1.00 0.000 39.37 0.00 SEP10 180 50.500 41.05 -1.00 +++ C & W Communications ex event package - Amer Phys (CWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.000 26.64 0.00 17120 210 +++ C & W Communications ex event package - Euro Phys (CWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.890 31.86 0.11 16121 190 77.150 34.13 -0.87 +++ Carrefour SA (CA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.8050 +++ Carrefour SA - STND FUT (CA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 37.8120 OCT10 V 37.8280 NOV10 X 37.8510 DEC10 Z 37.8770 +++ Carrefour SA - Amer Phys FLEX Opt (CMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.0200 25.71 0.83 17090 3600 0.2100 25.71 -0.17 0.0200 24.52 0.02 17090 4200 15100 3400 0.3400 31.01 -0.15 17120 3200 0.6300 33.95 -0.15 4.8200 31.16 0.77 17120 3400 0.9600 31.16 -0.23 3.3400 28.63 0.66 17120 3600 2.1300 26.79 0.52 17120 3800 0.9263 24.91 0.30 17120 4100 6.8300 31.47 0.69 16121 3400 3.7600 28.97 0.49 16121 4000 16121 4800 12.3480 27.93 -0.75 4.2118 28.85 0.50 16032 4000 +++ Carrefour SA - Euro Phys FLEX Opt (CMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.8474 31.16 0.77 17120 3400 0.9439 31.16 -0.23 0.3105 23.52 0.13 17120 4400 6.3780 23.52 -0.87 0.0068 19.77 0.01 17120 5000 12.0569 19.77 -0.99 +++ CAC High Dividend Index (CAH/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.980 +++ Canal + (CAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4900 +++ Castellum AB (CAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 77.0000 +++ Close Brothers Group (CBG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 670.000 +++ Close Brothers Group - STND FUT (CBG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 670.200 DEC10 Z 671.440 MAR11 H 672.750 JUN11 M 674.160 +++ Commerzbank AG - Euro Cash FLEX Opt (CBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4191 41.20 0.75 17090 600 0.0978 43.88 -0.26 +++ Commerzbank AG (CBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.3320 +++ Commerzbank AG - STND FUT (CBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 6.3332 OCT10 V 6.3359 NOV10 X 6.3397 DEC10 Z 6.3440 +++ Commerzbank AG - Amer Phys FLEX Opt (CBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 500 0.1380 47.75 -0.15 0.1990 35.55 0.29 17120 720 +++ Commerzbank AG - Amer Cash FLEX Opt (CBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.0062 83.58 -0.01 17090 560 0.0391 51.00 -0.11 17090 600 0.0978 43.88 -0.26 0.7031 38.38 0.65 17120 600 0.3997 41.99 -0.36 0.4783 36.62 0.52 17120 640 +++ Commerzbank AG - Euro Phys FLEX Opt (CBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4191 41.20 0.75 17090 600 0.0978 43.88 -0.26 0.1686 36.33 0.25 17120 740 1.2526 39.75 -0.73 +++ Computacenter (CCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 279.000 +++ Computacenter - STND FUT (CCC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 279.080 DEC10 Z 279.600 MAR11 H 280.150 JUN11 M 280.730 +++ CAC 40 - Index (CCI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3623.840 +++ CAC 40 - Amer FLEX Index Opt (XCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 15.530 28.68 -0.14 +++ CAC 40 - Euro FLEX Index Opt (YCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 17.650 28.68 -0.14 +++ Cable & Wireless Communications (CCT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.450 +++ Cable & Wireless Communications - STND OPT (CCT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 9.750 54.53 0.94 SEP10 48 0.250 61.80 -0.08 5.750 44.09 0.86 SEP10 52 0.250 40.15 -0.12 4.000 38.99 0.78 SEP10 54 0.500 32.56 -0.18 2.500 33.78 0.65 SEP10 56 0.750 28.87 -0.33 1.500 33.69 0.46 SEP10 58 1.750 26.98 -0.55 0.500 28.53 0.25 SEP10 60 3.000 24.82 -0.78 0.250 34.13 0.16 SEP10 62 4.750 29.08 -0.88 0.250 40.59 0.12 SEP10 64 6.750 33.01 -0.93 0.250 50.18 0.07 SEP10 68 10.750 45.12 -0.95 0.000 49.76 0.02 SEP10 72 14.750 62.49 -0.95 10.000 34.37 0.88 DEC10 48 1.250 34.59 -0.18 6.750 31.92 0.77 DEC10 52 2.000 30.73 -0.31 3.750 26.54 0.61 DEC10 56 4.000 32.24 -0.47 2.000 25.96 0.39 DEC10 60 6.250 29.46 -0.65 0.750 24.87 0.20 DEC10 64 9.750 34.25 -0.74 0.750 31.27 0.16 DEC10 68 12.750 30.52 -0.87 0.500 35.80 0.12 DEC10 72 16.250 28.16 -0.94 10.500 34.07 0.83 MAR11 48 2.500 36.12 -0.24 7.500 32.09 0.71 MAR11 52 3.750 34.34 -0.34 5.250 30.78 0.58 MAR11 56 5.000 30.16 -0.46 2.750 26.07 0.41 MAR11 60 7.750 32.18 -0.57 1.000 20.93 0.22 MAR11 64 10.250 29.48 -0.70 0.500 25.00 0.10 MAR11 72 17.000 29.10 -0.86 +++ Citigroup Inc Physical (CCX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.820 +++ Citigroup Inc Physical - STND FUT (CCX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.820 OCT10 V 3.821 NOV10 X 3.822 DEC10 Z 3.823 +++ Progressive Corp / The (CD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.110 +++ Cofide SpA (CDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6495 +++ Christian Dior SA (CDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 83.7600 +++ OJSC Cherkizovo Group (CE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.1000 +++ Cementir Holding SpA (CEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.1550 +++ Compania Espanola de Petroleos SA (CEPSA) (CEP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.1600 +++ Compania Espanola de Petroleos SA (CEPSA)STND FUT (CEP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 17.1630 OCT10 V 17.1710 NOV10 X 17.1810 DEC10 Z 17.1920 +++ Cofina SGPS (CF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8500 +++ CFAO (CFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.8400 +++ CFR ex-event package - Amer Phys FLEX Opt (CFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.733 33.50 0.14 17120 789 0.363 33.50 0.08 17120 838 +++ CFR ex-event package (CFR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.180 +++ ConAgra Foods Inc (CG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.000 +++ Cargotec Corporation (CGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.1400 +++ Alcatel-Lucent SA (CGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.1110 +++ Alcatel-Lucent SA - (CGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.1110 OCT10 V 2.1120 NOV10 X 2.1140 DEC10 Z 2.1150 +++ Alcatel-lucent SA - Amer Phys FLEX Opt (CGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 220 0.1300 43.73 -0.66 17120 220 0.2400 40.89 -0.53 18031 241 0.4342 40.43 -0.61 +++ Catlin Group Ltd (CGL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 334.300 +++ Cie Generale de Geophysique-Veritas (CGV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.9200 +++ Clorox Co (CH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.520 +++ Chesapeake Energy Corp (CHK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.190 +++ Charter International plc (CHT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 641.000 +++ Cimpor SGPS (CI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.7920 +++ Ferrovial SA Contracts (CIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.0470 +++ Corio NV -Euro Cash FLEX Opt (CDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1280 21.20 0.13 17090 4840 +++ Corio NV - Cash FLEX Fut (CDD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 45.9779 +++ Corio NV (CIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.9700 +++ CIR SpA (CIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4220 +++ Qwest Communications International (CJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.730 +++ Cersanit-Krasnystaw SA (CK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.810 +++ Cookson Group (CKG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 443.100 +++ Cookson Group - STND FUT (CKG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 443.230 DEC10 Z 444.050 MAR11 H 444.920 JUN11 M 445.850 +++ Cephalon Inc (CL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.710 +++ Carlsberg A/S (CLB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 569.50 +++ Carlsberg A/S - Cash FLEX Fut (CLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 569.69 +++ Carillion (CLL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 310.000 +++ Carillion - STND FUT (CLL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 310.090 DEC10 Z 310.670 MAR11 H 311.270 JUN11 M 311.920 +++ Coloplast A/S (CLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 642.50 +++ Celesio AG (CLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.1100 +++ Comstar - United Telesystems (CM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.5000 +++ Ciments Francais SA (CMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.4600 +++ Cairn Energy (CNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 472.300 +++ Cairn Energy plc - STND FUT (CNE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 472.440 DEC10 Z 473.310 MAR11 H 474.240 JUN11 M 475.230 +++ Cairn Energy PLC - STND OPT (CNG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 192.500 85.37 1.00 SEP10 280 0.000 81.41 0.00 172.500 85.27 0.99 SEP10 300 0.000 81.52 0.00 152.750 84.78 0.99 SEP10 320 0.250 80.74 -0.01 133.500 84.81 0.97 SEP10 340 0.750 80.94 -0.02 114.500 84.02 0.94 SEP10 360 1.750 80.16 -0.05 96.500 83.43 0.90 SEP10 380 3.250 77.26 -0.08 79.750 82.45 0.85 SEP10 400 6.000 77.34 -0.14 71.750 82.35 0.81 SEP10 410 7.500 74.72 -0.17 64.500 82.37 0.77 SEP10 420 9.750 74.55 -0.21 57.500 82.16 0.73 SEP10 430 12.250 73.98 -0.25 50.750 81.68 0.69 SEP10 440 15.500 73.43 -0.30 44.750 81.48 0.64 SEP10 450 18.500 71.49 -0.35 39.000 80.77 0.60 SEP10 460 22.750 71.33 -0.40 33.750 80.03 0.55 SEP10 470 24.500 63.60 -0.46 27.750 76.33 0.49 SEP10 480 35.250 76.07 -0.51 23.000 74.85 0.44 SEP10 490 40.750 75.63 -0.56 19.750 75.59 0.40 SEP10 500 47.250 75.72 -0.60 14.000 76.33 0.31 SEP10 520 61.250 75.03 -0.70 9.750 76.33 0.23 SEP10 540 76.750 74.45 -0.77 6.500 75.89 0.17 SEP10 560 94.000 75.23 -0.83 163.000 66.94 0.90 DEC10 320 7.750 61.56 -0.09 143.000 59.07 0.88 DEC10 340 10.250 59.73 -0.12 126.750 57.81 0.85 DEC10 360 14.750 59.60 -0.16 111.000 56.13 0.81 DEC10 380 18.250 56.75 -0.19 95.500 54.07 0.76 DEC10 400 23.000 54.68 -0.24 82.000 53.05 0.71 DEC10 420 29.500 53.99 -0.29 70.250 52.79 0.66 DEC10 440 38.250 53.85 -0.35 50.250 42.95 0.59 DEC10 460 48.000 53.85 -0.40 40.250 42.24 0.52 DEC10 480 57.500 52.55 -0.46 35.500 51.90 0.42 DEC10 520 82.250 51.87 -0.58 29.250 51.64 0.37 DEC10 540 96.250 51.87 -0.63 24.000 51.51 0.32 DEC10 560 111.000 51.70 -0.68 167.500 55.30 0.88 MAR11 320 12.250 52.88 -0.11 152.000 54.79 0.85 MAR11 340 16.500 52.26 -0.15 137.750 54.29 0.81 MAR11 360 22.000 52.09 -0.18 124.000 53.96 0.78 MAR11 380 27.750 51.52 -0.22 111.250 53.47 0.74 MAR11 400 34.750 51.12 -0.26 99.750 53.28 0.69 MAR11 420 43.000 50.98 -0.30 88.750 52.94 0.65 MAR11 440 52.000 50.78 -0.35 78.750 52.30 0.61 MAR11 460 62.750 50.90 -0.39 68.750 51.40 0.56 MAR11 480 73.000 50.27 -0.44 53.000 50.67 0.48 MAR11 520 97.000 49.40 -0.53 40.000 49.89 0.40 MAR11 560 123.750 48.33 -0.61 +++ Cincinnati Financial Corp (CNN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.400 +++ CNP Assurances (CNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.8250 +++ Casino Guichard Perrachon SA (CO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.4100 +++ Casino Guichard Perrachon SA - Cash FLEX Fut (FBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 65.3055 +++ Casino Guichard Perrachon SA - Phys FLEX Fut (FBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 65.3055 +++ Cobham (COB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 215.200 +++ Cobham - STND FUT (COB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 215.270 DEC10 Z 215.660 MAR11 H 216.080 JUN11 M 216.540 +++ Cofinimmo (COF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 95.8000 +++ Comerica Inc (COM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.400 +++ Continental AG (CON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.6950 +++ Continental AG - Amer Phys FLEX Opt (DVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3800 0.6465 43.99 -0.10 +++ ConocoPhillips (COP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.840 +++ C&C Group PLC (CP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.1100 +++ Compass Group plc - STND FUT (CMP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 540.660 DEC10 Z 541.660 MAR11 H 533.710 JUN11 M 534.830 +++ Compass Group plc (CPG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 540.500 +++ Compass Group plc - STND OPT (CPG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 180.750 61.84 1.00 SEP10 360 0.000 50.64 0.00 140.750 52.83 1.00 SEP10 400 0.000 41.15 0.00 120.750 48.87 0.99 SEP10 420 0.000 38.10 0.00 100.750 40.57 0.99 SEP10 440 0.000 35.30 0.00 81.000 38.50 0.98 SEP10 460 0.250 33.41 -0.01 61.500 35.04 0.95 SEP10 480 0.500 31.51 -0.04 52.000 32.72 0.92 SEP10 490 1.250 32.66 -0.08 42.750 31.37 0.88 SEP10 500 2.000 30.30 -0.11 26.000 29.12 0.74 SEP10 520 5.500 29.20 -0.26 12.750 26.52 0.52 SEP10 540 12.000 26.59 -0.48 4.750 25.66 0.27 SEP10 560 24.250 26.03 -0.73 1.750 26.50 0.11 SEP10 580 41.000 25.86 -0.89 0.500 27.53 0.04 SEP10 600 60.000 28.55 -0.95 0.250 33.44 0.01 SEP10 640 99.500 2.00 -1.00 105.000 29.51 0.92 DEC10 440 4.500 31.40 -0.10 87.750 29.47 0.87 DEC10 460 6.500 29.60 -0.14 71.000 28.09 0.81 DEC10 480 9.750 28.55 -0.20 41.500 25.58 0.64 DEC10 520 21.250 26.78 -0.36 20.750 24.33 0.43 DEC10 560 40.500 25.50 -0.57 8.750 23.69 0.23 DEC10 600 67.500 23.86 -0.77 3.500 23.92 0.11 DEC10 640 102.000 23.56 -0.90 108.000 28.08 0.88 MAR11 440 10.750 29.51 -0.16 77.000 27.83 0.77 MAR11 480 20.250 27.97 -0.27 49.000 25.54 0.62 MAR11 520 34.500 26.46 -0.41 29.000 24.66 0.45 MAR11 560 55.750 25.68 -0.56 16.500 24.49 0.30 MAR11 600 81.250 23.68 -0.72 8.250 23.82 0.18 MAR11 640 115.750 25.41 -0.81 +++ Compass Group plc - Euro Cash FLEX Opt (CPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 8.210 26.13 0.40 17090 549 +++ Compass Group plc - Amer Phys FLEX Opt (CPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 461.500 10.00 1.00 01090 79 462.530 60.06 1.00 22090 78 +++ Capita Plc (CPI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 733.500 +++ Capita Plc - STND FUT (CPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 733.720 DEC10 Z 735.070 MAR11 H 736.510 JUN11 M 725.280 +++ Carpetright (CPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 731.500 +++ Carpetright - STND FUT (CPR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 723.720 DEC10 Z 725.050 MAR11 H 726.470 JUN11 M 727.990 +++ CRH PLC (CR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.7450 +++ Croda International (CRD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1308.000 +++ Croda International - STND FUT (CRD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1308.400 DEC10 Z 1310.810 MAR11 H 1313.370 JUN11 M 1316.120 +++ Credito Emiliano SpA (CRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.8500 +++ Banca Carige SpA (CRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.7250 +++ Criteria Caixacorp SA (CRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7600 +++ Mersen (CRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.1900 +++ CROCS Inc (CRO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.830 +++ Cisco Systems Inc - Physical STND FUT (COX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.453 OCT10 V 20.457 NOV10 X 20.463 DEC10 Z 20.469 +++ Cisco Systems INC (CSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.450 +++ Credit Suisse Group - Euro Cash FLEX Opt (CHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.199 36.88 0.12 17090 504 1.265 34.57 0.15 21122 800 +++ Credit Suisse Group - Amer Phys FLEX Opt (CHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 380 1.156 43.07 -0.18 18031 240 0.115 45.78 -0.02 18031 320 0.932 45.78 -0.11 +++ Credit Suisse Group (CSG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.850 +++ Credit Suisse Group - STND FUT (CSG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 45.860 OCT10 V 45.870 NOV10 X 45.870 DEC10 Z 45.880 +++ CSM (CSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.6000 +++ Societa Cattolica di Assicurazioni SCRL (CSS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.0600 +++ Tullett Prebon plc (CST/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 374.400 +++ Tullett Prebon plc - STND FUT (CST/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 374.510 DEC10 Z 375.200 MAR11 H 375.940 JUN11 M 376.720 +++ Central European Media (CT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 421.00 +++ Colt Group SA - STND FUT (COL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 119.040 DEC10 Z 119.260 MAR11 H 119.490 JUN11 M 119.740 +++ Colt Group SA (CTM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 119.000 +++ Caterpillar Inc (CTP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.420 +++ Centrica plc - STND FUT (CNA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 331.500 DEC10 Z 328.110 MAR11 H 328.750 JUN11 M 319.170 +++ Centrica plc - Euro Cash FLEX Opt (CRJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.920 18.18 0.26 17090 340 +++ Centrica plc - Euro Phys FLEX Opt (CRX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.610 21.29 0.64 18031 315 +++ Centrica PLC (CTR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 331.400 +++ Centrica Plc - STND OPT (CTR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 111.750 85.50 0.99 SEP10 220 0.000 46.00 0.00 91.500 60.31 0.99 SEP10 240 0.000 42.55 0.00 71.500 45.86 0.99 SEP10 260 0.000 38.93 0.00 51.500 35.51 0.99 SEP10 280 0.000 34.21 -0.01 41.750 30.74 0.98 SEP10 290 0.250 30.00 -0.02 32.000 30.82 0.94 SEP10 300 0.250 26.90 -0.04 22.000 21.38 0.93 SEP10 310 0.750 23.94 -0.09 13.000 19.73 0.80 SEP10 320 1.750 20.05 -0.20 6.000 18.56 0.55 SEP10 330 4.500 17.93 -0.45 2.000 18.18 0.27 SEP10 340 10.250 17.07 -0.75 0.000 18.53 0.02 SEP10 360 28.500 12.10 -1.00 0.000 21.68 0.00 SEP10 380 48.500 9.26 -1.00 111.750 43.58 0.99 DEC10 220 0.250 31.31 -0.01 91.500 30.34 1.00 DEC10 240 0.500 30.88 -0.03 71.750 29.15 0.98 DEC10 260 0.750 25.28 -0.04 52.250 25.70 0.94 DEC10 280 2.500 24.92 -0.11 34.250 23.00 0.83 DEC10 300 5.250 22.61 -0.22 19.250 20.94 0.63 DEC10 320 11.000 20.77 -0.39 9.250 20.03 0.39 DEC10 340 21.000 19.62 -0.61 3.750 19.34 0.20 DEC10 360 35.500 18.67 -0.81 91.750 27.57 0.99 MAR11 240 1.000 25.00 -0.04 54.000 23.83 0.87 MAR11 280 5.000 23.48 -0.16 38.250 22.49 0.74 MAR11 300 9.250 22.21 -0.26 24.500 20.90 0.60 MAR11 320 16.250 21.23 -0.40 15.000 20.40 0.44 MAR11 340 25.750 19.89 -0.57 8.250 19.79 0.29 MAR11 360 39.500 19.65 -0.72 +++ Aviva plc - Amer Phys FLEX Opt (AVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 340.310 10.00 1.00 08090 48 336.320 84.35 1.00 17090 52 340.320 58.39 1.00 07100 48 334.320 44.52 1.00 02110 54 330.320 43.17 1.00 09110 58 334.320 57.07 1.00 01120 54 5.210 32.76 0.16 17120 460 +++ Aviva Plc - STND FUT (CGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 388.420 DEC10 Z 379.620 MAR11 H 380.360 JUN11 M 365.370 +++ Aviva plc (CUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 388.300 +++ Aviva plc - STND OPT (CUA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 148.500 84.35 1.00 SEP10 240 0.000 57.78 0.00 128.500 78.76 0.99 SEP10 260 0.000 54.74 0.00 108.500 60.00 1.00 SEP10 280 0.000 53.22 0.00 88.750 61.96 0.98 SEP10 300 0.000 50.94 -0.01 79.000 56.39 0.97 SEP10 310 0.250 50.18 -0.02 69.000 51.80 0.96 SEP10 320 0.500 47.25 -0.03 59.250 46.16 0.95 SEP10 330 0.750 46.48 -0.05 49.500 43.25 0.93 SEP10 340 1.250 44.96 -0.08 40.250 40.17 0.89 SEP10 350 2.250 43.30 -0.12 31.500 39.15 0.83 SEP10 360 3.500 41.06 -0.18 23.750 38.06 0.74 SEP10 370 5.750 39.80 -0.27 16.750 36.59 0.62 SEP10 380 9.250 39.63 -0.38 11.500 36.83 0.50 SEP10 390 13.750 38.24 -0.50 7.500 36.62 0.37 SEP10 400 19.750 39.08 -0.62 2.500 35.58 0.16 SEP10 420 34.750 38.79 -0.81 1.000 37.87 0.07 SEP10 440 52.250 34.51 -0.95 0.250 39.68 0.03 SEP10 460 71.750 35.39 -0.99 0.000 40.44 0.01 SEP10 480 91.750 35.48 -1.00 0.000 39.68 0.00 SEP10 560 171.750 40.59 -1.00 108.500 48.00 1.00 OCT10 280 0.250 39.17 -0.01 88.750 44.93 0.99 OCT10 300 1.000 41.34 -0.05 69.250 44.15 0.95 OCT10 320 2.750 40.81 -0.10 60.000 42.20 0.93 OCT10 330 4.750 41.59 -0.15 50.750 40.94 0.89 OCT10 340 6.500 40.48 -0.20 42.250 39.80 0.83 OCT10 350 8.750 39.36 -0.26 34.000 38.15 0.77 OCT10 360 11.750 38.31 -0.33 26.750 37.26 0.68 OCT10 370 15.500 37.63 -0.40 20.750 36.92 0.59 OCT10 380 20.000 36.67 -0.48 15.500 36.25 0.49 OCT10 390 25.250 35.87 -0.56 11.500 35.95 0.39 OCT10 400 32.000 36.17 -0.64 6.000 35.47 0.24 OCT10 420 46.250 34.52 -0.78 2.250 33.42 0.12 OCT10 440 63.250 33.45 -0.89 53.750 41.23 0.81 NOV10 340 12.000 40.77 -0.25 39.250 39.69 0.69 NOV10 360 18.500 39.22 -0.35 31.500 37.20 0.63 NOV10 370 22.250 38.11 -0.41 26.750 37.97 0.55 NOV10 380 26.750 37.27 -0.47 21.750 36.92 0.48 NOV10 390 32.000 36.74 -0.53 17.250 36.13 0.42 NOV10 400 38.000 36.24 -0.59 10.250 34.37 0.29 NOV10 420 50.500 33.70 -0.72 5.750 33.33 0.19 NOV10 440 66.500 33.46 -0.81 228.250 78.18 1.00 DEC10 160 0.500 72.44 -0.01 208.250 69.91 1.00 DEC10 180 0.750 66.63 -0.01 188.500 64.62 1.00 DEC10 200 1.000 61.59 -0.02 168.500 61.99 1.00 DEC10 220 1.500 57.19 -0.03 148.750 59.88 0.99 DEC10 240 2.000 53.37 -0.04 109.000 46.57 0.97 DEC10 280 4.750 46.83 -0.09 90.500 46.64 0.92 DEC10 300 7.250 44.79 -0.14 73.000 44.62 0.85 DEC10 320 11.000 42.71 -0.20 57.500 42.75 0.76 DEC10 340 16.000 41.01 -0.27 42.500 39.47 0.66 DEC10 360 22.500 39.05 -0.36 30.750 37.51 0.55 DEC10 380 30.750 37.05 -0.46 21.500 36.19 0.43 DEC10 400 41.500 35.81 -0.57 14.500 35.23 0.33 DEC10 420 54.250 34.49 -0.67 9.000 33.92 0.24 DEC10 440 70.250 35.36 -0.75 2.750 31.60 0.10 DEC10 480 104.250 34.07 -0.88 0.250 30.38 0.01 DEC10 560 181.250 32.39 -0.99 148.750 49.52 0.98 MAR11 240 5.500 49.98 -0.08 111.500 45.10 0.90 MAR11 280 10.500 45.30 -0.14 94.750 43.31 0.84 MAR11 300 14.250 43.41 -0.18 79.000 41.21 0.77 MAR11 320 19.000 41.59 -0.24 64.500 39.39 0.71 MAR11 340 25.000 39.92 -0.30 53.250 39.17 0.63 MAR11 360 33.000 39.20 -0.37 42.000 37.78 0.56 MAR11 380 42.000 37.88 -0.44 32.750 36.65 0.48 MAR11 400 52.750 36.89 -0.52 24.750 35.52 0.40 MAR11 420 64.000 35.27 -0.60 17.750 34.01 0.32 MAR11 440 78.250 34.94 -0.67 148.750 49.51 0.98 JUN11 240 9.500 46.15 -0.11 112.250 45.00 0.89 JUN11 280 17.000 42.36 -0.19 95.500 42.62 0.83 JUN11 300 21.250 40.04 -0.23 80.000 40.34 0.76 JUN11 320 28.000 39.16 -0.29 66.000 38.74 0.70 JUN11 340 35.250 37.80 -0.35 55.000 38.45 0.63 JUN11 360 45.000 37.28 -0.42 44.250 36.96 0.56 JUN11 380 55.250 36.15 -0.49 34.750 35.77 0.48 JUN11 400 67.000 35.35 -0.55 27.000 34.76 0.41 JUN11 420 79.500 34.20 -0.62 21.000 34.30 0.34 JUN11 440 94.000 33.73 -0.68 11.250 32.24 0.22 JUN11 480 125.000 31.94 -0.80 3.500 31.21 0.08 JUN11 560 197.750 31.36 -0.92 228.500 62.72 1.00 DEC11 160 7.750 57.65 -0.06 208.500 60.60 1.00 DEC11 180 11.500 56.73 -0.08 188.750 57.60 0.99 DEC11 200 14.000 53.03 -0.10 169.000 52.72 0.98 DEC11 220 17.750 51.19 -0.13 150.000 49.03 0.94 DEC11 240 20.750 47.49 -0.16 117.250 45.79 0.83 DEC11 280 31.250 44.00 -0.23 91.250 44.31 0.73 DEC11 320 50.750 45.00 -0.32 66.250 40.44 0.62 DEC11 360 65.000 39.79 -0.42 46.750 37.93 0.51 DEC11 400 88.750 38.65 -0.52 28.250 33.55 0.38 DEC11 440 115.750 37.68 -0.61 21.250 34.53 0.30 DEC11 480 147.000 37.63 -0.68 14.750 37.97 0.21 DEC11 560 215.250 37.74 -0.80 119.750 46.35 0.81 JUN12 280 45.500 45.00 -0.26 94.250 43.89 0.72 JUN12 320 67.250 45.57 -0.34 70.000 40.02 0.62 JUN12 360 81.500 40.01 -0.43 52.000 37.90 0.52 JUN12 400 104.250 37.90 -0.52 34.000 34.17 0.40 JUN12 440 128.500 35.14 -0.62 163.000 61.46 0.85 DEC12 240 61.500 62.48 -0.20 133.000 54.59 0.79 DEC12 280 73.250 55.87 -0.26 101.500 46.07 0.72 DEC12 320 79.000 45.80 -0.34 74.250 39.90 0.62 DEC12 360 93.500 40.24 -0.42 57.500 38.26 0.53 DEC12 400 116.750 38.36 -0.50 43.500 36.62 0.44 DEC12 440 142.750 36.80 -0.58 34.250 36.13 0.37 DEC12 480 173.000 36.28 -0.64 +++ Chevron Corp (CVX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.250 +++ Costco Wholesale Corp (CWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.750 +++ Cable & Wireless Worldwide (CWT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 71.950 +++ Cable & Wireless Worldwide - STND OPT (CWT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20.000 73.24 0.98 SEP10 52 0.000 77.38 -0.02 16.250 70.71 0.96 SEP10 56 0.250 76.50 -0.05 12.250 63.13 0.92 SEP10 60 0.500 69.48 -0.10 10.250 54.60 0.91 SEP10 62 0.500 61.30 -0.12 8.500 48.92 0.88 SEP10 64 0.750 54.57 -0.14 6.750 44.50 0.83 SEP10 66 1.000 50.77 -0.20 5.000 40.08 0.76 SEP10 68 1.000 43.17 -0.26 3.500 37.17 0.65 SEP10 70 1.500 39.36 -0.36 2.250 38.00 0.51 SEP10 72 2.250 37.61 -0.49 1.000 37.50 0.26 SEP10 76 5.000 37.51 -0.74 0.250 38.27 0.11 SEP10 80 8.500 39.94 -0.88 0.250 39.52 0.07 SEP10 82 10.250 40.61 -0.93 0.000 38.53 0.03 SEP10 84 12.250 40.61 -0.96 0.000 38.85 0.02 SEP10 86 14.000 40.95 -0.98 0.000 39.06 0.01 SEP10 88 16.000 42.50 -0.99 0.000 40.69 0.01 SEP10 90 18.000 45.55 -0.99 0.000 40.05 0.00 SEP10 92 20.000 48.28 -0.99 0.000 39.53 0.00 SEP10 94 22.000 48.63 -1.00 0.000 40.64 0.00 SEP10 96 24.000 49.64 -1.00 0.000 42.85 0.00 SEP10 100 28.000 50.31 -1.00 24.250 46.59 0.97 DEC10 48 0.500 47.01 -0.05 17.250 49.11 0.88 DEC10 56 1.500 45.16 -0.14 14.000 47.40 0.81 DEC10 60 2.500 45.74 -0.22 10.750 43.30 0.74 DEC10 64 3.750 44.63 -0.30 8.250 43.60 0.64 DEC10 68 5.500 44.52 -0.39 6.000 41.82 0.54 DEC10 72 7.500 44.40 -0.48 4.750 44.33 0.45 DEC10 76 10.000 44.42 -0.57 3.500 43.98 0.36 DEC10 80 13.000 44.88 -0.65 3.250 49.51 0.31 DEC10 84 16.000 45.35 -0.72 1.750 43.21 0.21 DEC10 88 19.250 45.13 -0.78 1.250 42.23 0.15 DEC10 92 22.750 45.40 -0.83 0.750 41.78 0.11 DEC10 96 26.250 44.09 -0.88 0.500 43.23 0.09 DEC10 100 30.000 44.43 -0.91 24.500 44.26 0.95 MAR11 48 1.000 44.41 -0.09 18.000 45.19 0.83 MAR11 56 2.750 43.33 -0.19 14.250 39.19 0.79 MAR11 60 4.000 43.21 -0.25 12.000 40.58 0.70 MAR11 64 5.500 42.60 -0.32 9.750 40.19 0.62 MAR11 68 7.250 41.81 -0.39 8.000 40.91 0.54 MAR11 72 9.250 40.90 -0.46 5.250 41.05 0.40 MAR11 80 14.250 40.04 -0.61 4.000 40.47 0.34 MAR11 84 17.500 41.36 -0.66 2.750 38.13 0.26 MAR11 88 20.500 41.29 -0.72 1.750 36.54 0.20 MAR11 92 23.750 41.07 -0.77 1.250 35.07 0.15 MAR11 96 27.250 41.21 -0.81 0.750 34.00 0.10 MAR11 100 30.750 40.82 -0.85 +++ CBS Corp (CXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.780 +++ JSC Chelyabinsk Zinc Plant (CZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6000 +++ Davide Campari - Milano (DA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.1775 +++ Davide Campari - Milano - Cash FLEX Fut (DAD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 4.1782 +++ Daimler AG (DAI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.530 +++ Danske Bank A/S (DAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 135.00 +++ Danske Bank A/S Physical - STND FUT (DNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 135.00 OCT10 V 135.10 NOV10 X 135.30 DEC10 Z 135.40 +++ Deutsche Bank AG (DB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.180 +++ Deutsche Bank AG - Euro Cash FLEX Opt (DBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.8398 30.93 0.19 17120 6000 9.7053 31.20 -0.81 4.1115 36.31 0.33 21122 7000 +++ Deutsche Bank AG (DBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.9800 +++ Deutsche Bank AG - STND FUT (DBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 50.9897 OCT10 V 51.0117 NOV10 X 51.0419 DEC10 Z 51.0765 +++ Deutsche Bank AG - Amer Phys FLEX Opt (DBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3000 0.1316 52.71 -0.02 16121 4400 5.2101 35.88 -0.32 9.6614 41.38 0.64 16121 4800 6.7959 33.58 -0.41 7.6191 39.40 0.56 16121 5200 8.6489 31.19 -0.50 6.6462 38.29 0.52 16121 5400 9.7504 30.10 -0.55 5.8407 37.50 0.48 16121 5600 10.8197 28.74 -0.61 10.9803 44.20 0.64 15062 4800 8.5004 31.38 -0.45 10.3538 43.48 0.59 21122 5200 8.6282 41.48 0.53 21122 5600 13.9257 28.66 -0.58 +++ Deutsche Bank AG - Amer Cash FLEX Opt (DBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 0.0077 61.96 0.00 3.3882 34.23 0.50 17120 5200 4.2966 34.45 -0.50 0.8398 30.93 0.19 17120 6000 9.7598 31.20 -0.81 0.1368 29.60 0.04 17120 6800 16121 4400 5.2101 35.88 -0.32 9.6614 41.38 0.64 16121 4800 6.7959 33.58 -0.41 7.6191 39.40 0.56 16121 5200 8.6489 31.19 -0.50 5.8407 37.50 0.48 16121 5600 10.8197 28.74 -0.61 10.9803 44.20 0.64 15062 4800 8.5004 31.38 -0.45 12.2668 45.38 0.65 21122 4800 9.7930 32.93 -0.42 10.3538 43.48 0.59 21122 5200 8.6282 41.48 0.53 21122 5600 13.9257 28.66 -0.58 +++ Deutsche Bank AG - Euro Phys FLEX Opt (DBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 6.1130 40.34 0.94 17090 4500 0.1246 40.34 -0.06 0.3673 30.36 0.10 17120 6400 13.1960 30.23 -0.90 0.0180 29.14 0.01 17120 7600 24.7998 16.00 -1.00 0.0144 50.48 0.00 17120 11000 58.7012 16.00 -1.00 17061 4576 4.1565 33.11 -0.36 +++ Deutsche Boerse AG (DBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.0000 +++ Deutsche Boerse AG - Euro Cash FLEX Opt (FVJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0160 46.73 0.00 17120 10000 +++ Deutsche Boerse AG - Amer Phys FLEX Opt (FVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 4800 2.3794 31.63 -0.37 0.2537 26.71 0.08 17120 6200 +++ DCC PLC (DC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.0540 +++ Dairy Crest Group (DCG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 367.200 +++ Dairy Crest Group - STND FUT (DCG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 367.310 DEC10 Z 367.990 MAR11 H 368.710 JUN11 M 369.480 +++ Danisco A/S (DCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 435.20 +++ Danisco A/S Euro Cash FLEX Opt (DOB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 14.31 67.06 0.37 17090 461 +++ Danisco A/S - Cash FLEX Fut (DOD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 435.35 +++ Daimler AG - Amer Phys FLEX Opt (DCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3200 0.0043 42.87 0.00 17090 3700 0.1372 33.95 -0.10 17090 3900 0.4626 31.06 -0.27 17090 4200 2.0294 31.65 -0.70 0.0675 32.01 0.06 17090 4500 0.3562 30.36 0.12 17120 5000 2.7137 29.03 0.42 17061 4400 2.0716 28.55 0.35 17061 4600 +++ Daimler AG - Euro Phys FLEX Opt (DCX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3531 2.6776 35.54 -0.28 +++ Daimler AG (DCY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.4550 +++ Daimler AG - STND FUT (DCY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 40.4627 OCT10 V 40.4801 NOV10 X 40.5042 DEC10 Z 40.5316 +++ Du Pont (E.I.) De Nemours (DD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.980 +++ Dimension Data Holdings (DDH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 120.500 +++ Dimension Data Holdings - STND FUT (DDH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 120.540 DEC10 Z 120.760 MAR11 H 120.990 JUN11 M 121.250 +++ Deutsche Euroshop AG (DE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.7950 +++ Debenhams PLC (DEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.300 +++ JC Decaux SA (DEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.1350 +++ Dexia (DEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4030 +++ Dexia - STND FUT (DEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.4040 OCT10 V 3.4050 NOV10 X 3.4070 DEC10 Z 3.4090 +++ Delhaize Group (DEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.7000 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1084 40.61 0.14 21122 800 +++ Dexia (DEX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4030 +++ Dexia - Euro Phys FLEX Opt (DEX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0200 33.48 0.04 16121 700 3.5629 33.48 -0.96 +++ Vinci SA - Euro Cash FLEX Opt (DFJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2172 26.47 0.20 17090 3807 +++ Vinci SA - Amer Phys FLEX Opt (DFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 0.2500 32.94 -0.16 +++ Vinci SA (DG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.2700 +++ Dragon Oil Plc (DGO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2600 +++ Americansourcebergen Corp (DH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.080 +++ Douglas Holding AG (DHO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.3850 +++ Amylin Pharmaceuticlas Inc (DI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.000 +++ DSG International plc (DIX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.360 +++ DSG International plc - STND OPT (DIX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 9.250 82.90 1.00 SEP10 16 0.000 82.90 0.00 5.500 76.49 0.94 SEP10 20 0.000 76.49 -0.06 3.750 74.92 0.83 SEP10 22 0.500 74.92 -0.17 2.250 73.12 0.67 SEP10 24 1.000 73.12 -0.33 1.250 71.35 0.47 SEP10 26 2.000 71.35 -0.53 0.500 68.39 0.28 SEP10 28 3.250 68.39 -0.72 0.250 65.11 0.13 SEP10 30 4.750 65.11 -0.87 0.000 62.90 0.05 SEP10 32 6.750 62.90 -0.95 0.000 58.24 0.00 SEP10 36 10.750 58.24 -1.00 0.000 56.38 0.00 SEP10 40 14.750 56.38 -1.00 0.000 58.24 0.00 SEP10 48 22.750 58.24 -1.00 9.500 52.85 0.96 DEC10 16 0.500 71.66 -0.08 6.500 63.42 0.81 DEC10 20 1.000 63.42 -0.19 3.750 58.04 0.63 DEC10 24 2.500 58.04 -0.37 2.250 58.15 0.44 DEC10 28 4.750 58.15 -0.56 1.250 58.39 0.29 DEC10 32 7.750 58.39 -0.72 0.500 55.29 0.16 DEC10 36 11.250 55.29 -0.85 0.250 51.84 0.07 DEC10 40 14.750 51.84 -0.93 0.000 57.01 0.03 DEC10 48 22.750 57.01 -0.98 10.000 55.00 0.91 MAR11 16 0.500 55.00 -0.09 7.000 55.04 0.79 MAR11 20 1.500 55.04 -0.21 4.250 46.75 0.64 MAR11 24 2.750 46.75 -0.37 2.250 43.41 0.45 MAR11 28 4.750 43.41 -0.56 1.250 42.20 0.28 MAR11 32 7.750 42.20 -0.72 0.250 40.76 0.09 MAR11 40 14.750 40.76 -0.92 +++ DSG International plc - STND FUT (DXN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 25.370 DEC10 Z 25.410 MAR11 H 25.460 JUN11 M 25.520 +++ CR Bard Inc (DJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.220 +++ Beckman Coulter Inc (DK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.390 +++ Becton Dickinson & Co (DL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.480 +++ De La Rue (DLA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 703.000 +++ De La Rue - STND FUT (DLA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 703.210 DEC10 Z 704.510 MAR11 H 705.890 JUN11 M 707.360 +++ De'Longhi SpA (DLI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- +++ Dell Inc (DLL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.080 +++ Delta Lloyd NV (DLO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.5700 +++ Celgene Corp (DM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.800 +++ Daily Mail & General Trust (A Shs) (DMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 461.700 +++ Daily Mail & General Trust (A Shs) - STND FUT (DMG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 461.840 DEC10 Z 462.690 MAR11 H 463.600 JUN11 M 464.570 +++ DNO International ASA (DN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.5900 +++ DNB NOR ASA (DNB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.3600 +++ D/S Norden A/S (DNO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 231.60 +++ Cigna Corp (DO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.320 +++ Deutsche Postbank AG (DPB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.5650 +++ Deutsche Postbank AG - Amer Phys FLEX Opt (FJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1600 0.0346 39.77 -0.02 0.2307 29.62 0.13 17120 3000 +++ Deutsche Post AG - Euro Cash FLEX Opt (DPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1072 26.10 0.25 17090 1376 0.0885 26.62 0.22 17090 1387 +++ Deutsche Post AG - Amer Phys FLEX Opt (DPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0698 27.24 0.18 17090 1400 +++ Deutsche Post AG (DPW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.2500 +++ Deutsche Post AG - STND FUT (DPW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 13.2525 OCT10 V 13.2582 NOV10 X 13.2661 DEC10 Z 13.2751 +++ Coventry Health Care Inc (DQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.150 +++ Drax Group Plc - STND FUT (DQA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 406.320 DEC10 Z 407.070 MAR11 H 407.870 JUN11 M 398.660 +++ Drax Group Plc (DRX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 406.200 +++ Davita Inc (DS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.980 +++ Koninklijke DSM N.V (DSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.9900 +++ Koninklijke DSM N.V - STND FUT (DSM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 33.9960 OCT10 V 34.0110 NOV10 X 34.0310 DEC10 Z 34.0540 +++ Koninklijke DSM NV - Amer Phys FLEX Opt (DSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2500 23.77 0.12 17120 4000 +++ DSV A/S (DSV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 99.10 +++ Quest Diagnostics (DT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.790 +++ Dow Chemical Co/The (DTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.540 +++ DTE Energy Co (DTC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.830 +++ Deutsche Telekom AG (DTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.4600 +++ Deutsche Telekom AG - STND FUT (DTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.4620 OCT10 V 10.4665 NOV10 X 10.4727 DEC10 Z 10.4798 +++ Deutsche Telekom AG - Euro Cash FLEX Opt (DTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.3131 26.58 0.60 16121 950 0.9179 24.87 -0.40 +++ Deutsche Telekom AG - Amer Phys FLEX Opt (DTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 720 0.0266 39.00 -0.03 17120 900 0.1086 27.03 -0.13 17120 1000 0.3134 23.54 -0.33 0.2823 21.46 0.36 17120 1100 0.0879 22.17 0.14 17120 1200 0.0111 30.59 0.02 17120 1500 18031 900 0.2451 27.31 -0.19 +++ Deutsche Telekom AG - Euro Phys FLEX Opt (DTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.5263 32.59 0.95 17120 800 0.0446 32.81 -0.05 1.5904 26.70 0.87 17120 900 0.1083 27.03 -0.13 0.2823 21.46 0.36 17120 1100 0.7954 21.69 -0.64 0.0224 22.63 0.04 17120 1300 2.5288 23.26 -0.95 17061 909 0.5425 25.15 -0.33 0.3692 23.16 0.32 17061 1100 1.5073 20.21 -0.72 1.0572 25.77 0.54 16121 1000 1.1367 23.72 -0.47 0.6441 24.43 0.39 16121 1100 1.6999 21.99 -0.63 0.3673 23.27 0.27 16121 1200 2.3991 20.21 -0.78 +++ Deutsche Telekom AG - Cash FLEX Fut (DTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 10.4735 +++ Edwards Lifesciences Corp (DU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.640 +++ Gilead Sciences Inc (DV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.890 +++ Devon Energy Corp (DVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.950 +++ Davis Service Group (DVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 381.400 +++ Davis Service Group - STND FUT (DVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 381.520 DEC10 Z 382.220 MAR11 H 382.970 JUN11 M 383.770 +++ Derwent London plc (DWV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1441.000 +++ Derwent London plc - STND FUT (DWV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1441.440 DEC10 Z 1444.090 MAR11 H 1446.920 JUN11 M 1449.940 +++ Hologic Inc (DX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.590 +++ Duke Energy Corp (DXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.440 +++ Dexia (DXB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4030 +++ Hospira Inc (DY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.870 +++ Halliburton Co (DYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.700 +++ Intuitive Surgical Inc (DZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 274.940 +++ Archer-Daniels-Midland Co (DZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.430 +++ Elan Corp PLC (EA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5300 +++ East Asiatic Compnay Ltd A/S (EAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 142.00 +++ Laboratory Crp of Amer hldings (EB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.930 +++ Erste Group Bank AG (EBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.9550 +++ Mckesson Corp (EC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.230 +++ Electrocomponents (ECM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 217.700 +++ Electrocomponents - STND FUT (ECM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 217.770 DEC10 Z 218.170 MAR11 H 218.590 JUN11 M 219.050 +++ European Aeronautic Defence and Space Company (EDA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.8600 +++ European Aeronautic Defence and Space Company (EDA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 17.7830 OCT10 V 17.7910 NOV10 X 17.8020 DEC10 Z 17.8140 +++ EDF Energies Nouvelles S.A. (EDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.4100 +++ Electricite de France - Euro Phys FLEX Opt (DAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.8908 24.91 0.34 17120 3400 3.0571 24.91 -0.66 +++ Electricite de France (EDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.9350 +++ Electricite de France - STND FUT (EDF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 31.9410 OCT10 V 31.9550 NOV10 X 31.7740 DEC10 Z 31.7950 +++ Edison SpA (EDN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8890 +++ Energias de Portugal SA (EDP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.4220 +++ Energias de Portugal SA - Euro Phys FLEX Opt (EDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 250 0.1002 25.55 -0.71 17120 250 0.1846 27.68 -0.55 0.0332 25.37 0.15 18031 300 0.1284 27.20 0.31 16121 300 +++ EDP Renovaveis, S.A (EDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4200 +++ Medco Health Solutions Inc (EE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.470 +++ Essilor International SA (EF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.4300 +++ Essilor International SA - Amer Phys FLEX Opt (EFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18031 4800 2.5300 20.02 -0.44 +++ Essilor International SA - Euro Phys FLEX Opt (EFX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.5548 23.43 0.75 17120 4500 0.9945 23.43 -0.25 +++ FTSEurofirst 80 (EFE/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3510.730 +++ FTSEurofirst 80 - Euro FLEX Index Opt (YFE/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.680 22.37 0.02 17120 4500 1027.350 22.37 -0.97 +++ FTSEurofirst 100 (EFP/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3260.510 +++ Mota Engil SGPS (EG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.2290 +++ Mednax Inc (EH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.860 +++ Egis PLC (EI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20490.0 +++ Thermo Fisher Scientific Inc (EK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.790 +++ Ekornes ASA (EKO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 146.0000 +++ Elisa Oyj (EL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.5900 +++ Endesa SA (ELE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.9600 +++ Endesa SA - Cash Flex Future (END/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 18.9633 +++ Elringklinger AG (ELR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.5400 +++ Electrolux AB (ELT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 152.8000 +++ EMC Corp/Massachusetts (EMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.150 +++ Man Group Plc (EMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 216.500 +++ Man Group Plc - STND OPT (EMG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 36.750 43.13 0.98 SEP10 180 0.500 49.98 -0.04 27.250 43.52 0.93 SEP10 190 0.750 45.29 -0.08 18.500 40.99 0.83 SEP10 200 2.000 42.22 -0.18 14.750 41.38 0.75 SEP10 205 3.000 41.60 -0.26 10.750 38.60 0.66 SEP10 210 4.500 40.33 -0.35 8.000 38.99 0.55 SEP10 215 7.000 41.51 -0.45 5.750 39.47 0.44 SEP10 220 9.250 39.85 -0.56 4.000 39.57 0.34 SEP10 225 12.500 40.11 -0.66 3.000 42.27 0.27 SEP10 230 16.250 40.68 -0.74 2.500 46.27 0.22 SEP10 235 20.500 41.32 -0.81 1.750 46.27 0.16 SEP10 240 24.750 41.60 -0.87 1.250 46.27 0.12 SEP10 245 29.500 43.52 -0.90 0.750 46.27 0.08 SEP10 250 34.250 48.01 -0.91 0.250 46.27 0.04 SEP10 260 44.000 50.00 -0.95 0.000 46.27 0.01 SEP10 270 53.750 50.00 -0.98 0.000 46.27 0.01 SEP10 280 63.500 50.00 -0.99 0.000 46.27 0.00 SEP10 300 83.500 50.00 -1.00 0.000 46.27 0.00 SEP10 320 103.500 50.00 -1.00 0.000 46.27 0.00 SEP10 340 123.500 50.00 -1.00 0.000 46.27 0.00 SEP10 360 143.500 50.00 -1.00 38.750 46.02 0.89 OCT10 180 1.500 42.32 -0.09 30.000 43.93 0.82 OCT10 190 3.000 42.01 -0.17 22.000 41.05 0.74 OCT10 200 5.500 40.85 -0.26 19.500 43.61 0.67 OCT10 205 6.750 39.84 -0.32 15.750 40.65 0.61 OCT10 210 9.000 40.50 -0.39 12.500 38.87 0.55 OCT10 215 11.250 39.98 -0.45 10.250 38.74 0.48 OCT10 220 13.500 38.61 -0.52 8.500 39.77 0.42 OCT10 225 16.000 36.63 -0.59 6.500 38.14 0.35 OCT10 230 19.000 35.81 -0.66 5.250 38.81 0.30 OCT10 235 22.750 35.47 -0.72 3.750 38.01 0.24 OCT10 240 27.000 36.99 -0.77 1.000 36.57 0.09 OCT10 260 44.250 35.98 -0.92 41.000 44.69 0.84 NOV10 180 3.500 42.07 -0.15 32.750 42.16 0.78 NOV10 190 5.750 40.94 -0.22 26.000 42.02 0.70 NOV10 200 8.500 40.16 -0.30 22.500 40.61 0.65 NOV10 205 10.250 39.12 -0.35 19.750 40.37 0.60 NOV10 210 12.250 38.76 -0.39 16.500 38.69 0.55 NOV10 215 14.000 37.03 -0.45 14.000 38.19 0.50 NOV10 220 17.500 39.02 -0.50 9.750 36.94 0.40 NOV10 230 22.750 36.54 -0.60 41.000 43.17 0.84 DEC10 180 6.250 41.20 -0.21 33.000 41.40 0.77 DEC10 190 9.000 40.37 -0.28 26.500 41.33 0.69 DEC10 200 12.500 39.23 -0.36 20.000 39.09 0.60 DEC10 210 16.750 37.86 -0.45 15.000 38.83 0.51 DEC10 220 22.750 37.88 -0.54 11.000 37.90 0.41 DEC10 230 29.250 37.43 -0.63 7.750 37.31 0.32 DEC10 240 35.750 35.59 -0.72 3.750 36.99 0.19 DEC10 260 52.250 34.57 -0.85 1.750 37.41 0.10 DEC10 280 70.500 34.95 -0.92 1.000 38.97 0.06 DEC10 300 89.500 31.77 -0.98 0.750 41.55 0.04 DEC10 320 109.750 39.64 -0.97 42.750 39.34 0.80 MAR11 180 10.750 40.02 -0.25 36.500 40.13 0.73 MAR11 190 14.500 40.22 -0.31 30.000 38.85 0.66 MAR11 200 18.000 38.21 -0.37 24.750 38.55 0.58 MAR11 210 23.500 39.06 -0.44 20.000 38.05 0.51 MAR11 220 28.000 36.94 -0.51 17.000 38.76 0.45 MAR11 230 35.000 37.90 -0.57 12.500 36.50 0.37 MAR11 240 40.750 35.71 -0.64 7.750 36.31 0.26 MAR11 260 56.000 34.88 -0.76 4.500 35.29 0.17 MAR11 280 72.750 33.42 -0.85 2.500 38.98 0.10 MAR11 320 110.000 32.87 -0.95 +++ Man Group plc - Euro Cash FLEX Opt (EWJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.210 39.49 0.42 17090 221 +++ Man Group plc - Amer Phys FLEX Opt (EWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 182.510 112.45 1.00 13090 34 0.000 41.55 0.00 17120 565 353.770 39.64 -1.00 +++ Man Group plc - STND FUT (MAN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 216.570 DEC10 Z 210.710 MAR11 H 211.120 JUN11 M 211.570 +++ Bouygues - Euro Phys FLEX Opt (EHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5167 30.69 0.19 17120 3800 6.1416 30.69 -0.81 +++ Bouygues SA (EN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.2650 +++ Bouygues SA - STND FUT (EN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.2710 OCT10 V 32.2850 NOV10 X 32.3040 DEC10 Z 32.3260 +++ Enagas (ENG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.4200 +++ Eni SpA (ENI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.0500 +++ Eni SpA - STND FUT (ENI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.0530 OCT10 V 15.5598 NOV10 X 15.5690 DEC10 Z 15.5795 +++ ENI SpA - Euro Cash FLEX Opt (ENJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0996 23.36 0.22 17090 1668 0.0776 24.44 0.18 17090 1685 +++ ENI SpA - Euro Phys FLEX Opt (ENX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.7586 21.35 0.35 15121 1700 2.7985 23.53 -0.62 +++ ENI SpA - Cash FLEX Fut (ENY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 04100 15.5562 +++ Enel SpA - Euro Cash FLEX Opt (ECJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0378 22.49 0.33 17090 394 0.0292 22.44 0.27 17090 397 +++ Enel SpA - Amer Phys FLEX Opt (ECQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 360 0.0129 27.76 -0.11 0.1052 23.63 0.62 17090 380 0.0000 18.48 0.00 17120 566 +++ Enel SpA - Euro Phys FLEX Opt (ECX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.5476 28.23 -0.99 0.7856 34.26 0.90 17120 300 0.0347 34.40 -0.10 0.1345 23.65 0.42 17120 389 0.2649 22.93 -0.59 0.0141 20.51 0.08 17120 442 0.6787 20.51 -0.92 0.2102 24.46 0.37 15121 400 0.6974 24.46 -0.63 +++ Enel SpA (ENL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.8525 +++ Enel SpA - STND FUT (ENL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.8532 OCT10 V 3.8549 NOV10 X 3.8572 DEC10 Z 3.7497 +++ Eniro AB (ENR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.5000 +++ Dentsply Intl Inc (EO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.690 +++ E.ON AG (EOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.4750 +++ E.ON AG - STND FUT (EOA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 22.4793 OCT10 V 22.4890 NOV10 X 22.5023 DEC10 Z 22.5175 +++ E.ON AG - Amer Phys FLEX Opt (EOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2200 0.2556 24.54 -0.33 0.0834 27.37 0.13 17090 2400 0.0246 37.85 0.04 17090 2600 0.2651 24.98 0.24 15100 2400 17120 2000 0.3732 27.31 -0.19 +++ E.ON AG - Amer Cash FLEX Opt (EOU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0246 37.85 0.04 17090 2600 +++ E.ON AG - Euro Phys FLEX Opt (EOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0834 27.37 0.13 17090 2400 1.6135 28.34 -0.86 0.5625 22.84 0.33 17120 2400 2.0248 23.00 -0.67 0.0128 23.31 0.01 17120 3000 7.4683 26.44 -0.97 0.0127 30.40 0.01 17120 3333 0.0114 36.32 0.01 17120 3667 14.1193 41.01 -0.98 0.0852 22.97 0.06 18031 3000 17061 2039 1.4766 24.73 -0.39 1.5278 25.70 0.47 17061 2200 2.2084 22.83 -0.54 0.5407 24.16 0.19 16121 2800 6.8223 17.21 -0.91 0.9554 27.14 0.23 20123 3000 11.7904 27.14 -0.77 +++ E.ON AG - Cash FLEX Fut (EOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 22.5039 +++ CME Group Inc (EPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 253.430 +++ Enterprise Porducts Partners LP (EPP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.650 +++ Wellpoint Inc (EQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.900 +++ Edenred (ER /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6500 +++ Eramet (ERA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 207.1000 +++ Ericsson Telefonaktiebolaget LM (ERC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.1000 +++ Ericsson Telefonaktiebolaget LM - STND FUT (ERC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 75.1280 OCT10 V 75.1860 NOV10 X 75.2750 DEC10 Z 75.3510 +++ Ericsson Telefonaktiebolaget LM - Amer Phys FLEX O (ERQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0645 53.97 0.02 17090 9500 +++ ERG SpA (ERG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.9200 +++ Euromoney Institutional Investors (ERM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 589.000 +++ Euromoney Institutional Investors - STND FUT (ERM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 589.180 DEC10 Z 590.260 MAR11 H 591.420 JUN11 M 592.660 +++ Zimmer Holdings Inc (ES /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.980 +++ Etablissements Maurel et Prom (ETA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.6200 +++ National Bank of Greece SA (ETE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.1000 +++ E*Trade Financial Corp (ETF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.930 +++ Enterprise Inns (ETI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 91.400 +++ Enterprise Inns - STND FUT (ETI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 91.430 DEC10 Z 91.600 MAR11 H 91.780 JUN11 M 91.970 +++ Enterprise Inns - STND OPT (ETP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.500 79.97 0.98 SEP10 64 0.000 79.97 -0.02 19.500 63.64 0.97 SEP10 72 0.250 63.64 -0.03 12.250 60.16 0.86 SEP10 80 1.000 62.71 -0.14 9.000 57.27 0.77 SEP10 84 1.750 58.15 -0.23 6.000 54.19 0.65 SEP10 88 2.750 54.19 -0.35 3.750 52.44 0.50 SEP10 92 4.500 52.44 -0.50 2.250 52.00 0.35 SEP10 96 6.750 52.00 -0.65 1.250 53.00 0.23 SEP10 100 10.000 53.00 -0.77 0.250 53.00 0.06 SEP10 110 18.750 53.00 -0.94 0.000 53.00 0.01 SEP10 120 28.500 53.00 -0.99 0.000 53.00 0.00 SEP10 130 38.500 53.00 -1.00 0.000 53.00 0.00 SEP10 140 48.500 53.00 -1.00 0.000 53.00 0.00 SEP10 150 58.500 53.00 -1.00 0.000 53.00 0.00 SEP10 160 68.500 53.00 -1.00 22.750 58.05 0.82 DEC10 72 2.500 52.40 -0.16 17.000 55.66 0.73 DEC10 80 5.500 55.66 -0.27 14.750 55.51 0.67 DEC10 84 7.250 55.51 -0.33 13.000 57.64 0.61 DEC10 88 9.500 57.64 -0.39 10.500 54.41 0.55 DEC10 92 11.000 54.41 -0.45 8.750 53.67 0.49 DEC10 96 13.250 53.67 -0.51 7.500 54.02 0.44 DEC10 100 16.000 54.02 -0.56 4.500 53.14 0.31 DEC10 110 23.000 53.14 -0.69 2.750 53.12 0.21 DEC10 120 31.250 53.12 -0.79 1.500 51.96 0.14 DEC10 130 40.000 51.96 -0.87 0.750 51.00 0.08 DEC10 140 49.250 51.00 -0.92 0.500 49.50 0.04 DEC10 150 58.750 49.50 -0.96 0.250 47.60 0.02 DEC10 160 69.000 58.10 -0.95 26.000 58.89 0.78 MAR11 72 6.250 58.92 -0.22 21.000 57.45 0.70 MAR11 80 9.000 56.09 -0.29 18.500 56.02 0.66 MAR11 84 11.000 57.00 -0.34 16.500 55.46 0.62 MAR11 88 12.750 55.06 -0.38 14.750 55.60 0.58 MAR11 92 15.000 55.67 -0.42 13.000 54.71 0.54 MAR11 96 17.500 55.76 -0.46 12.000 56.18 0.50 MAR11 100 20.000 55.81 -0.50 8.500 54.38 0.40 MAR11 110 27.000 55.64 -0.59 6.250 54.24 0.32 MAR11 120 34.250 53.62 -0.69 3.250 53.34 0.19 MAR11 140 50.500 48.50 -0.85 +++ Eutelsat Communications (ETL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.9050 +++ Euro Aero Defense and Space (EUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.8700 +++ Euler Hermes SA (EUL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.0000 +++ Eurasian Natural Resources (EUN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 885.000 +++ Eurasian Natural Resources - Amer Phys Flex Opt (ZLO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 69.400 36.68 0.36 16121 1100 +++ Eurasian Natural Resources - Euro Phys Flex Opt (ZLV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 940 61.090 32.49 -0.80 49.720 35.59 0.36 18031 1010 69.240 36.68 0.36 16121 1100 +++ Evraz Group SA (EV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.2700 +++ Ebro Foods SA (EVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.9200 +++ EVN AG (EVN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.5900 +++ Exor SpA PRF (EX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.3100 +++ Experian Plc - MATCH USF (EXF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 644.690 DEC10 Z 645.880 MAR11 H 641.890 JUN11 M 643.230 +++ Experian Plc (EXP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 644.500 +++ Experian Plc (EXP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 164.750 38.60 1.00 SEP10 480 0.000 38.60 0.00 124.750 37.36 1.00 SEP10 520 0.000 37.36 0.00 85.000 33.53 0.98 SEP10 560 0.500 33.53 -0.02 65.500 30.40 0.95 SEP10 580 1.000 30.40 -0.05 45.750 23.77 0.92 SEP10 600 1.250 23.77 -0.08 28.500 22.95 0.79 SEP10 620 3.750 22.95 -0.21 14.000 20.77 0.57 SEP10 640 9.250 20.77 -0.43 5.000 19.79 0.30 SEP10 660 20.500 19.79 -0.70 1.250 19.13 0.10 SEP10 680 36.500 19.13 -0.90 0.000 18.90 0.00 SEP10 720 75.500 18.90 -1.00 0.000 26.60 0.00 SEP10 800 155.500 26.60 -1.00 167.000 31.38 0.97 DEC10 480 1.500 31.22 -0.03 92.750 26.22 0.86 DEC10 560 7.000 26.13 -0.14 60.250 23.91 0.74 DEC10 600 14.500 23.91 -0.26 33.500 21.88 0.55 DEC10 640 27.750 21.88 -0.45 16.750 21.53 0.35 DEC10 680 51.000 21.53 -0.65 6.750 20.57 0.18 DEC10 720 81.000 20.47 -0.83 1.000 20.85 0.03 DEC10 800 155.750 20.85 -0.98 168.750 29.09 0.94 MAR11 480 4.750 28.95 -0.07 98.500 25.57 0.81 MAR11 560 15.500 25.57 -0.21 68.000 23.71 0.69 MAR11 600 25.500 23.71 -0.32 43.250 22.34 0.55 MAR11 640 41.250 22.34 -0.46 25.500 21.58 0.39 MAR11 680 63.500 21.47 -0.62 14.000 20.95 0.25 MAR11 720 92.250 20.95 -0.75 +++ Exor SpA (EXS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.1000 +++ Entergy Corp (EYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.070 +++ CEZ AS (EZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 818.00 +++ Easyjet (EZJ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 359.300 +++ Easyjet - STND FUT (EZJ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 359.410 DEC10 Z 360.070 MAR11 H 360.780 JUN11 M 361.530 +++ Faurecia (FA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.3250 +++ Aetna Inc (FAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.840 +++ FAES FARMA SA (FAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6600 +++ Farstad Shipping ASA (FAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 147.5000 +++ Frontier Communications Corp (FCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.850 +++ TUI Travel plc (FCD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 216.400 +++ TUI Travel plc - STND FUT (FCD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 216.470 DEC10 Z 216.860 MAR11 H 217.290 JUN11 M 217.740 +++ Fonciere Des Regions (FDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.2600 +++ Fred. Olsen Energy ASA (FE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 191.2000 +++ Fraport AG Frankfurt Airport Srvcs (FF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.8100 +++ FirstGroup (FGP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 359.600 +++ FirstGroup - STND FUT (FGP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 359.710 DEC10 Z 360.370 MAR11 H 361.080 JUN11 M 361.830 +++ Eiffage SA (FGR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.8250 +++ FHB Mortgage Bank PLC (FH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1182.0 +++ First Horizon National Corp (FHN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.420 +++ X5 Retail Group (FI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.0000 +++ Fiat SpA (FIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.6500 +++ Fiat SpA - STND FUT (FIA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.6518 OCT10 V 9.6560 NOV10 X 9.6617 DEC10 Z 9.6683 +++ Fiat SpA - Amer Phys FLEX Opt (FXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4653 34.94 0.29 17061 1200 +++ Fielmann AG (FIE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 66.5500 +++ Fifth Third Bancorp (FIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.610 +++ Georg Fischer AG (FIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 384.500 +++ Frontline Limited (FL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 167.5000 +++ FLSmidth & Co A/S (FLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 362.00 +++ Flughafen Wien AG (FLU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.2650 +++ Gen-probe Inc (FM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.510 +++ Fresenius Medical Care AG St (FMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.9550 +++ Fresenius Medical Care AG&Co - Amer Phys FLEX Opt (FMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3200 0.4133 29.31 -0.07 17061 4000 1.6944 25.00 -0.25 13.4881 21.09 0.96 16091 3200 8.3905 21.10 0.83 16091 3800 +++ Freenet AG (FN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.1890 +++ Finmeccanica SpA (FNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.1400 +++ Kraft Foods Inc (FOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.380 +++ Fondiaria-SAI SPA - (savings) (FON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.8500 +++ 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 14.6720 46.21 -1.00 0.0100 60.16 0.01 21122 2400 +++ ageas NV/SA (FOR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0680 +++ ageas NV/SA - STND FUT (FOR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.0680 OCT10 V 2.0690 NOV10 X 2.0710 DEC10 Z 2.0720 +++ 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 12.8885 45.22 -1.00 0.0000 45.88 0.00 17120 1600 13.8856 45.88 -1.00 0.0000 46.61 0.00 17120 1700 14.8827 46.61 -1.00 +++ FTSE Eurofirst 300 Index (FOT/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1038.6 +++ Prudential Financial Inc (FPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.430 +++ Forth Ports (FPT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1341.000 +++ Forth Ports - STND FUT (FPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1341.410 DEC10 Z 1343.880 MAR11 H 1346.510 JUN11 M 1349.320 +++ Valeo SA (FR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.6900 +++ Fortis (FRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0680 +++ Fresenius SE (FRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.2300 +++ Forest Laboratories Inc (FRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.870 +++ Fresnillo PLC (FRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1119.000 +++ Fortum Oyj (FRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.5800 +++ Fortum Oyj - Euro Cash FLEX Opt (FUJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1499 20.67 0.30 17090 1903 0.1272 20.67 0.27 17090 1911 +++ Fondiaria -Sai SpA (FSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.7600 +++ Swedbank AB (FSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 86.8500 +++ PNC Financial Services Group Inc (FSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.890 +++ France Telecom SA (FTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.1900 +++ France Telecom SA - STND FUT (FTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.1930 OCT10 V 16.2000 NOV10 X 16.2100 DEC10 Z 16.2210 +++ France Telecom SA - Euro Cash FLEX Opt (FTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6561 22.31 0.28 21122 1800 4.6407 22.31 -0.72 +++ France Telecom SA - Amer Phys FLEX Opt (FTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4000 20.99 0.62 17090 1600 17090 1700 0.8600 20.80 -0.87 17120 1200 0.0700 35.53 -0.05 17120 1600 0.6900 22.93 -0.43 0.1800 20.35 0.19 17120 1800 18031 1200 0.1600 32.25 -0.08 +++ France Telecom SA - Euro Phys FLEX Opt (FTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.4305 28.09 0.85 17120 1400 0.1999 28.09 -0.15 1.5986 24.99 0.74 17120 1500 0.3651 24.99 -0.26 0.9217 22.93 0.57 17120 1600 0.6853 22.93 -0.43 0.4417 21.34 0.37 17120 1700 1.2025 21.34 -0.63 0.0210 20.17 0.03 17120 2000 3.7731 20.17 -0.97 16121 1200 0.6626 29.72 -0.20 1.2358 23.91 0.47 16121 1600 2.1540 23.91 -0.53 16121 2400 8.8316 20.11 -0.97 +++ France Telecom SA - Cash FLEX Fut (FTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 02090 16.1902 03090 16.1903 06090 16.1908 07090 16.1910 09090 16.1913 13090 16.1920 14090 16.1922 +++ France Telecom SA - Phys FLEX Fut (FTZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17120 16.2210 +++ Franklin Resources Inc (FUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 100.560 +++ Fuchs Petrolub AG - PFD (FUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.2000 +++ Fugro NV (FUR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.7300 +++ FedEx Corp (FXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.480 +++ GEA Group AG (G1A/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.0250 +++ Gas Natural SDG SA (GAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.1800 +++ Gas Natural SDG SA - STND FUT (GAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.1820 OCT10 V 12.1880 NOV10 X 12.1950 DEC10 Z 12.2030 +++ Bilfinger Berger AG (GB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.4000 +++ Bourbon SA (GBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.0000 +++ Groupe Bruxelles Lambert SA (GBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.5300 +++ Gecina SA (GCS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.7800 +++ GDF Suez (GD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.4350 +++ GDF Suez - Amer Phys FLEX Opt (GDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2800 2.5900 27.19 -0.95 0.1990 24.58 0.13 17120 2912 4.6357 24.58 -0.88 16121 3000 7.2000 25.51 -0.76 +++ GDF Suez - Euro Phys FLEX Opt (GDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.3819 28.68 0.50 17120 2500 1.7038 28.68 -0.50 0.1038 24.10 0.08 17120 3000 5.4113 24.10 -0.92 2.0223 28.05 0.39 14122 2800 7.2380 28.05 -0.61 2.0402 28.06 0.39 21122 2800 7.2470 28.06 -0.61 2.0580 28.06 0.39 28122 2800 7.2561 28.06 -0.61 +++ GDF Suez - Cash FLEX Fut (GDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10110 24.6325 17110 24.6397 +++ GEM Diamonds Ltd (GDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 197.000 +++ General Electric Company (GE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.010 +++ General Electric Company - Physical STND FUT (GEX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.012 OCT10 V 15.015 NOV10 X 15.020 DEC10 Z 15.024 +++ Geberit AG (GEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 167.600 +++ Geberit AG - Amer Phys FLEX Opt (YMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.731 21.90 0.18 17090 1750 +++ Genzyme Corp (GEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 70.440 +++ Cap Gemini SA (GEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.5650 +++ Assicurazioni Generali SpA (GEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.7100 +++ Assicurazioni Generali SpA - STND FUT (GEN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.7128 OCT10 V 14.7191 NOV10 X 14.7279 DEC10 Z 14.7378 +++ Assicurazioni Generali SpA - Amer Phys FLEX Opt (GXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1400 0.6462 31.44 -0.35 +++ Assicurazioni Generali SpA - Euro Phys FLEX Opt (GXX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.8226 29.45 0.49 16120 1500 1.0886 30.05 -0.51 0.0954 27.24 0.10 16120 1800 3.3452 28.10 -0.89 0.4408 28.17 0.32 17120 1600 1.7041 28.85 -0.67 +++ Geox SpA (GEO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.8275 +++ GAGFAH SA (GF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6840 +++ Surgutneftegaz (GG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.6600 +++ Gildemeister AG (GIL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.9930 +++ Givaudan (GIV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 992.000 +++ EFG Eurobank Ergasias SA (GK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0800 +++ GKN (GKN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 151.000 +++ GKN -STND FUT (GKN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 151.050 DEC10 Z 151.320 MAR11 H 151.620 JUN11 M 151.940 +++ Societe Generale SA (GLE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.4650 +++ Societe Generale SA - STND FUT (GLE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 42.4730 OCT10 V 42.4910 NOV10 X 42.5170 DEC10 Z 42.4450 +++ Societe Generale - Euro Cash FLEX Opt (GLJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18.3329 71.65 0.95 17120 2464 0.4367 71.65 -0.05 14.8612 65.10 0.91 17120 2843 0.7440 65.10 -0.09 +++ Societe Generale - Amer Phys FLEX Opt (GLQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4170 1.2800 45.25 -0.40 17090 4200 1.4100 45.01 -0.43 0.9200 42.25 0.36 17090 4400 15100 3700 0.9400 52.03 -0.20 1.8500 41.80 0.43 15100 4400 17120 3600 1.9200 52.69 -0.23 2.4100 40.60 0.41 17120 4600 5.8400 40.60 -0.60 1.8800 39.18 0.35 17120 4739 0.9100 36.46 0.21 17120 5100 9.3400 36.46 -0.80 0.0200 30.37 0.01 17120 6400 18021 3200 1.8360 55.95 -0.17 16121 2843 3.1562 52.61 -0.17 3.2500 35.89 0.35 16121 5323 +++ Societe Generale - Amer Cash FLEX Opt (GLU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21122 2843 5.1181 50.37 -0.20 +++ Societe Generale - Euro Phys FLEX Opt (GLX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 11.6964 58.55 0.86 17120 3200 1.1389 58.55 -0.14 6.9884 50.11 0.71 17120 3800 2.4135 50.11 -0.29 4.3950 45.14 0.57 17120 4200 3.8085 45.14 -0.43 1.9955 39.58 0.36 17120 4700 6.3945 39.58 -0.64 0.6977 35.87 0.17 17120 5213 10.2118 35.87 -0.83 0.0000 32.50 0.00 17120 11016 67.3759 32.50 -1.00 +++ Galp Energia, SGPS, S.A. (GLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.9850 +++ Globaltrans Investment PLC GDR (GLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7200 +++ ITV plc - STND FUT (GAA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 59.070 DEC10 Z 59.180 MAR11 H 59.290 JUN11 M 59.420 +++ ITV plc (GME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.050 +++ ITV plc - STND OPT (GME/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19.000 62.47 1.00 SEP10 40 0.000 39.01 0.00 15.000 56.66 0.99 SEP10 44 0.000 35.98 0.00 13.000 51.68 0.99 SEP10 46 0.000 34.47 0.00 11.000 45.32 0.99 SEP10 48 0.000 35.23 0.00 7.500 51.96 0.88 SEP10 52 0.250 42.48 -0.07 4.500 51.52 0.70 SEP10 56 1.250 51.94 -0.30 2.750 60.05 0.48 SEP10 60 3.250 55.62 -0.53 1.750 70.68 0.33 SEP10 64 6.250 60.75 -0.71 1.000 90.77 0.18 SEP10 72 13.000 54.79 -0.95 0.750 108.73 0.12 SEP10 80 21.000 72.79 -0.97 0.000 102.42 0.00 SEP10 120 61.000 97.19 -1.00 19.500 51.00 0.94 DEC10 40 0.500 50.41 -0.06 15.750 43.06 0.92 DEC10 44 0.750 48.10 -0.10 12.500 45.18 0.84 DEC10 48 1.500 46.06 -0.17 7.250 44.71 0.64 DEC10 56 4.250 44.90 -0.36 5.250 42.85 0.52 DEC10 60 6.000 43.18 -0.48 3.500 42.66 0.41 DEC10 64 8.500 43.32 -0.59 1.500 41.65 0.23 DEC10 72 14.500 42.11 -0.77 0.750 44.32 0.13 DEC10 80 21.750 44.22 -0.88 0.000 45.99 0.00 DEC10 120 61.000 60.47 -0.98 20.000 44.53 0.91 MAR11 40 1.000 45.97 -0.09 16.750 43.09 0.86 MAR11 44 1.750 44.51 -0.14 13.750 43.34 0.79 MAR11 48 2.500 42.30 -0.20 8.750 41.62 0.63 MAR11 56 5.750 42.35 -0.37 6.750 40.69 0.54 MAR11 60 7.750 41.60 -0.46 5.250 40.74 0.46 MAR11 64 9.750 39.46 -0.55 1.750 41.50 0.20 MAR11 80 22.250 38.56 -0.82 +++ Gemina SpA (GMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.4880 +++ GN Store Nord (GN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.50 +++ 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 413.120 DEC10 Z 413.890 MAR11 H 414.700 JUN11 M 415.560 +++ Diageo plc - STND FUT (DGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1073.830 DEC10 Z 1075.810 MAR11 H 1062.410 JUN11 M 1064.630 +++ Diageo plc - Amer Phys FLEX Opt (DGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 700 2.490 42.93 -0.02 119.440 24.70 0.58 16121 1050 120.330 25.16 -0.45 214.290 23.30 0.77 21122 900 +++ Diageo plc - Euro Phys FLEX Opt (DGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 142.360 27.37 0.82 17120 950 17.010 27.50 -0.18 100.440 21.52 0.48 21122 1100 171.160 21.17 -0.52 +++ Diageo PLC (GNS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1097.000 +++ Diageo PLC - STND OPT (GNS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 217.500 65.76 0.98 SEP10 880 0.000 35.58 0.00 177.000 43.46 1.00 SEP10 920 0.000 29.36 -0.01 137.000 29.38 1.00 SEP10 960 0.500 26.39 -0.02 97.000 21.43 1.00 SEP10 1000 3.000 25.90 -0.10 47.500 17.22 0.97 SEP10 1050 10.500 22.30 -0.31 10.500 18.56 0.45 SEP10 1100 34.500 19.93 -0.71 1.500 21.32 0.08 SEP10 1150 79.500 25.93 -0.89 0.500 25.28 0.02 SEP10 1200 129.000 34.60 -0.93 0.000 30.00 0.01 SEP10 1250 178.000 40.97 -0.95 0.000 30.00 0.00 SEP10 1300 227.500 46.39 -0.97 0.000 30.00 0.00 SEP10 1400 327.500 61.15 -0.98 177.000 34.02 1.00 OCT10 920 3.500 30.94 -0.07 137.000 28.16 1.00 OCT10 960 6.500 28.01 -0.12 97.500 25.15 0.97 OCT10 1000 11.000 25.43 -0.20 53.000 23.46 0.77 OCT10 1050 23.500 23.12 -0.37 21.000 20.78 0.42 OCT10 1100 47.000 21.49 -0.61 7.000 20.33 0.18 OCT10 1150 84.500 22.08 -0.80 2.500 21.44 0.08 OCT10 1200 129.500 22.97 -0.91 0.500 23.44 0.01 OCT10 1300 228.000 30.74 -0.96 0.000 25.11 0.00 OCT10 1400 328.000 39.90 -0.97 178.000 34.62 0.96 NOV10 920 8.500 29.27 -0.11 138.000 27.72 0.96 NOV10 960 13.000 27.17 -0.17 98.500 23.29 0.92 NOV10 1000 20.500 25.59 -0.25 60.000 22.98 0.65 NOV10 1050 34.500 23.14 -0.39 33.000 21.92 0.43 NOV10 1100 59.000 22.27 -0.57 15.500 20.78 0.26 NOV10 1150 91.000 20.82 -0.74 7.500 20.93 0.14 NOV10 1200 134.000 22.15 -0.85 1.000 20.27 0.02 NOV10 1300 228.500 24.77 -0.95 457.000 56.33 1.00 DEC10 640 2.000 48.36 -0.02 377.000 49.01 1.00 DEC10 720 3.000 41.12 -0.03 297.000 42.50 1.00 DEC10 800 4.500 35.11 -0.05 218.000 35.49 0.97 DEC10 880 9.000 30.71 -0.10 138.500 26.21 0.94 DEC10 960 19.000 27.04 -0.20 103.500 24.73 0.80 DEC10 1000 27.500 25.65 -0.28 41.000 22.30 0.45 DEC10 1100 66.000 22.57 -0.55 12.000 21.25 0.19 DEC10 1200 139.000 22.71 -0.80 3.000 21.72 0.06 DEC10 1300 229.500 23.62 -0.93 1.500 24.71 0.03 DEC10 1400 328.000 27.84 -0.96 218.000 29.26 0.96 MAR11 880 22.000 29.22 -0.16 147.500 26.15 0.76 MAR11 960 38.000 26.45 -0.27 118.000 24.95 0.70 MAR11 1000 49.000 25.13 -0.34 59.500 22.90 0.48 MAR11 1100 94.000 23.20 -0.55 26.000 22.14 0.27 MAR11 1200 161.500 22.10 -0.75 9.500 21.45 0.12 MAR11 1300 246.000 21.36 -0.89 3.500 21.59 0.05 MAR11 1400 342.000 23.69 -0.93 298.000 32.87 0.97 JUN11 800 18.000 29.98 -0.11 222.000 28.57 0.87 JUN11 880 31.500 28.22 -0.19 158.000 26.15 0.73 JUN11 960 49.500 25.91 -0.29 130.500 25.30 0.67 JUN11 1000 62.500 24.93 -0.35 73.000 23.19 0.49 JUN11 1100 108.500 23.36 -0.52 37.500 22.22 0.31 JUN11 1200 171.500 21.84 -0.70 8.000 21.49 0.09 JUN11 1400 342.500 20.62 -0.92 457.000 44.54 0.92 DEC11 640 18.000 35.83 -0.08 377.000 35.86 0.91 DEC11 720 25.500 32.48 -0.12 299.500 31.10 0.87 DEC11 800 39.000 30.35 -0.17 232.000 27.98 0.80 DEC11 880 57.000 28.29 -0.24 174.000 26.31 0.71 DEC11 960 81.500 26.52 -0.33 147.500 25.34 0.65 DEC11 1000 97.500 25.76 -0.38 56.000 22.76 0.36 DEC11 1200 210.000 23.37 -0.65 19.000 22.29 0.16 DEC11 1400 370.000 21.94 -0.86 177.500 24.43 0.70 JUN12 960 86.000 23.00 -0.34 154.000 24.00 0.64 JUN12 1000 103.000 22.51 -0.39 60.500 21.00 0.37 JUN12 1200 217.000 20.57 -0.66 21.000 20.00 0.16 JUN12 1400 380.000 20.49 -0.84 180.000 23.30 0.69 DEC12 960 106.500 22.99 -0.36 155.500 22.72 0.64 DEC12 1000 121.500 22.11 -0.41 66.500 20.33 0.38 DEC12 1200 237.500 20.23 -0.65 27.000 19.65 0.19 DEC12 1400 397.000 20.00 -0.82 +++ Agricultural Bank Of Greece (GO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0800 +++ Grupo Catalana Occidente SA (GOC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.5300 +++ Go-Ahead Group (GOG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1088.000 +++ Go-Ahead Group - STND FUT (GOG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1088.330 DEC10 Z 1090.340 MAR11 H 1092.470 JUN11 M 1094.750 +++ Google Inc (GOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 463.080 +++ Grafton Group PLC (GP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.7800 +++ Great Portland Estates (GPO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 329.000 +++ Great Portland Estates - STND FUT (GPO/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 329.100 DEC10 Z 329.710 MAR11 H 330.350 JUN11 M 331.040 +++ Gestevision Telecinco SA (GQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.4470 +++ Grifols SA (GRF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.5470 +++ Greggs (GRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 441.600 +++ Greggs - STND FUT (GRG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 441.730 DEC10 Z 442.550 MAR11 H 443.410 JUN11 M 444.340 +++ Grainger Plc (GRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 110.000 +++ Grainger Plc - STND FUT (GRI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 110.030 DEC10 Z 110.240 MAR11 H 110.450 JUN11 M 110.680 +++ Gruppo Editoriale L Espresso SpA (GRU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5670 +++ Goldman Sachs Group Inc/The (GSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 140.030 +++ Globe Trade Centre SA (GT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.290 +++ Getinge AB - Cash Flex Future (GID/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 154.1513 +++ Getinge AB (GTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 154.1000 +++ GlaxoSmithKline plc - Euro Cash FLEX Opt (GSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18.240 17.64 0.50 17090 1260 +++ GlaxoSmithKline plc - Amer Phys FLEX Opt (GSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.710 16.14 0.02 17120 1500 256.610 18.36 -0.97 16121 860 16.360 24.50 -0.09 74.130 20.90 0.43 16121 1300 +++ GlaxoSmithKline plc - Euro Phys FLEX Opt (GSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 28.240 18.59 0.35 17120 1300 82.330 18.56 -0.65 39.790 19.80 0.27 16121 1400 237.940 18.05 -0.75 29.180 19.43 0.22 16121 1450 275.480 17.04 -0.82 +++ GlaxoSmithKline plc (GXO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1259.000 +++ GlaxoSmithKline plc - STND OPT (GXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 300.000 60.33 0.98 SEP10 960 0.000 48.35 0.00 260.000 52.37 0.98 SEP10 1000 0.000 43.59 -0.01 210.500 44.01 0.98 SEP10 1050 0.500 40.42 -0.02 159.500 25.91 0.99 SEP10 1100 1.000 33.55 -0.03 111.500 28.06 0.94 SEP10 1150 1.500 25.49 -0.05 64.000 22.01 0.85 SEP10 1200 4.000 20.72 -0.14 24.500 17.90 0.58 SEP10 1250 15.000 17.70 -0.42 4.500 16.59 0.19 SEP10 1300 45.000 16.20 -0.82 1.500 21.35 0.07 SEP10 1350 91.500 16.65 -0.98 1.000 26.11 0.03 SEP10 1400 141.000 20.42 -1.00 0.000 20.61 0.00 SEP10 1500 241.000 36.04 -0.99 0.000 40.67 0.00 SEP10 1600 344.000 63.56 -0.95 301.500 40.34 0.98 OCT10 960 1.500 38.86 -0.02 261.500 34.98 0.97 OCT10 1000 1.500 35.24 -0.03 212.500 31.25 0.96 OCT10 1050 2.500 30.85 -0.04 162.000 24.12 0.95 OCT10 1100 3.500 26.85 -0.07 115.500 22.37 0.89 OCT10 1150 6.500 23.20 -0.12 73.500 20.61 0.76 OCT10 1200 13.000 20.48 -0.24 38.000 18.59 0.56 OCT10 1250 27.500 18.39 -0.44 14.500 16.94 0.31 OCT10 1300 55.000 17.13 -0.69 1.000 16.94 0.04 OCT10 1400 141.500 16.81 -0.97 0.000 15.91 0.00 OCT10 1500 241.000 20.00 -1.00 261.500 29.14 0.98 NOV10 1000 4.000 30.02 -0.05 162.500 20.74 0.95 NOV10 1100 9.500 24.51 -0.13 118.500 21.30 0.86 NOV10 1150 16.000 22.23 -0.21 78.000 19.96 0.73 NOV10 1200 27.500 20.41 -0.33 44.500 18.53 0.55 NOV10 1250 47.500 19.22 -0.50 22.000 17.73 0.35 NOV10 1300 76.000 18.12 -0.68 3.500 16.94 0.08 NOV10 1400 161.000 19.56 -0.89 0.000 14.36 0.00 NOV10 1500 255.500 15.43 -1.00 302.000 31.88 0.97 DEC10 960 4.500 30.21 -0.05 262.000 27.91 0.97 DEC10 1000 6.500 28.93 -0.07 167.000 23.78 0.90 DEC10 1100 13.500 23.65 -0.15 84.500 20.82 0.69 DEC10 1200 34.500 20.47 -0.35 29.500 18.59 0.37 DEC10 1300 83.000 18.56 -0.65 6.500 17.25 0.12 DEC10 1400 161.500 17.37 -0.89 0.000 15.03 0.00 DEC10 1600 355.500 19.35 -0.99 303.500 29.29 0.95 MAR11 960 12.500 27.82 -0.10 263.500 25.72 0.95 MAR11 1000 16.000 26.35 -0.12 173.500 23.34 0.84 MAR11 1100 31.000 23.20 -0.23 96.000 20.56 0.65 MAR11 1200 60.500 20.75 -0.41 45.000 19.36 0.40 MAR11 1300 111.500 19.02 -0.63 17.500 18.57 0.20 MAR11 1400 188.000 18.80 -0.81 2.500 19.37 0.04 MAR11 1600 371.000 15.17 -0.99 304.000 27.77 0.95 JUN11 960 20.000 26.07 -0.13 265.000 25.57 0.93 JUN11 1000 26.500 25.25 -0.16 177.000 22.80 0.81 JUN11 1100 47.000 22.82 -0.28 107.000 21.44 0.62 JUN11 1200 81.500 20.83 -0.44 56.000 19.87 0.42 JUN11 1300 134.500 19.34 -0.62 26.500 19.09 0.24 JUN11 1400 206.500 18.27 -0.79 5.000 18.73 0.06 JUN11 1600 386.000 17.01 -0.96 305.000 26.24 0.93 DEC11 960 37.500 24.51 -0.18 267.500 24.97 0.90 DEC11 1000 45.500 23.73 -0.22 122.000 22.00 0.60 DEC11 1200 116.500 20.67 -0.47 41.500 19.80 0.29 DEC11 1400 241.000 18.05 -0.76 10.000 18.33 0.10 DEC11 1600 410.000 14.03 -0.96 308.500 27.04 0.91 JUN12 960 67.000 26.28 -0.24 274.500 26.27 0.86 JUN12 1000 77.000 25.33 -0.27 135.000 22.72 0.59 JUN12 1200 151.500 21.40 -0.49 57.000 20.95 0.33 JUN12 1400 285.000 20.57 -0.71 313.500 28.22 0.88 DEC12 960 93.500 27.03 -0.27 280.000 27.29 0.83 DEC12 1000 102.000 25.63 -0.30 142.000 22.80 0.58 DEC12 1200 178.000 21.23 -0.50 67.500 21.42 0.35 DEC12 1400 312.000 20.46 -0.70 28.500 20.27 0.18 DEC12 1600 475.500 20.00 -0.84 +++ GlaxoSmithKline plc - STND FUT (GXW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1259.380 DEC10 Z 1245.690 MAR11 H 1229.110 JUN11 M 1215.660 +++ Emporiki Bank of Greece SA (GY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6200 +++ Gazprom Neft (GZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.0000 +++ Hexagon AB (HAB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 124.0000 +++ Hamburger Hafen und Logistik (HAM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.2150 +++ Hays (HAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 94.000 +++ Hays - STND FUT (HAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 94.030 DEC10 Z 94.200 MAR11 H 94.390 JUN11 M 94.580 +++ Havas SA (HAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4790 +++ HBOS ex event Contracts (HAX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 71.480 +++ 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 370 298.500 80.75 -1.00 +++ Hugo Boss AG - PFD (HBF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.5000 +++ Heineken Holding NV (HD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.0500 +++ Heidelberger Druckmaschinen AG (HDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.2670 +++ Home Depot Inc (HDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.520 +++ Heineken NV (HEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.2200 +++ Heineken NV - STND FUT (HEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 36.2270 OCT10 V 36.2420 NOV10 X 36.2640 DEC10 Z 36.2890 +++ Heineken NV - Amer Phys FLEX Opt (HEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5500 22.51 0.23 17120 4000 0.0800 22.55 0.04 17120 4500 +++ Heineken NV - Phys FLEX Fut (HEZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 36.2270 +++ HeidelbergCement AG (HEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.5800 +++ HeidelbergCement AG - Amer Phys Flex Opt (HET/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 3200 1.0303 37.64 -0.33 +++ Henkel AG & Co. KGAA (HEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.5850 +++ Hera SpA (HER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4590 +++ Hartford Financial Services Inc (HFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.310 +++ Henderson Group PLC (HGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 130.200 +++ Coca Cola Hellenic Bottling Co SA (HK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.7000 +++ Henkel AG & CO KGaA - PFD - Amer Phys FLEX Opt (HHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3600 0.1390 26.28 -0.13 2.0216 23.74 0.45 18031 4000 +++ Henkel AG & CO KGaA - PFD (HKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.2400 +++ Hellenic Duty Free Shops SA (HL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.7700 +++ Halma (HLM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 278.300 +++ Halma - STND FUT (HLM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 278.380 DEC10 Z 278.900 MAR11 H 279.440 JUN11 M 280.030 +++ Hammerson (HMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 367.900 +++ Hammerson - STND FUT (HMS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 368.010 DEC10 Z 368.690 MAR11 H 369.410 JUN11 M 342.400 +++ HMV Group (HMV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.000 +++ HMV Group - STND FUT (HMV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 60.020 DEC10 Z 60.130 MAR11 H 60.250 JUN11 M 60.370 +++ Hennes & Mauritz AB ser. B - Euro Cash FLEX Opt (HMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.4123 20.29 0.44 17090 24931 2.3423 19.82 0.35 17090 25186 +++ Hennes & Mauritz AB ser. B - Amer Phys FLEX Opt (HMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 20500 1.6951 28.08 -0.09 +++ Hennes & Mauritz AB (HNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 247.5000 +++ Hennes & Mauritz AB - STND FUT (HNM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 247.5940 OCT10 V 247.7850 NOV10 X 248.0760 DEC10 Z 248.3260 +++ Hannover Rueck AG (HNR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.3700 +++ Thales SA - Amer Phys FLEX Opt (HCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 26.00 0.00 17120 5100 +++ Thales SA (HO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.8700 +++ Holmen AB (HOB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 197.5000 +++ Holcim Ltd (HOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.050 +++ Holcim Ltd - Amer Phys FLEX Opt (HOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 720 8.994 32.92 -0.97 +++ Hochtief AG (HOT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.2200 +++ Hewlett-Packard Company (HPC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.170 +++ Home Retail Group Plc MATCH USF (ARF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 223.870 DEC10 Z 219.530 MAR11 H 210.970 JUN11 M 211.410 +++ Home Retail Group Plc (HRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 223.800 +++ Hiscox Ltd (HS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 366.000 +++ Hiscox Ltd - STND FUT (HS /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 366.110 DEC10 Z 366.790 MAR11 H 367.500 JUN11 M 368.270 +++ HSBC Holdings plc - STND FUT (HSA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 652.200 DEC10 Z 648.150 MAR11 H 641.410 JUN11 M 637.000 +++ HSBC Holdings plc (HSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 652.000 +++ HSBC Holdings plc - STND OPT (HSB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 172.500 61.63 0.99 SEP10 480 0.000 45.57 0.00 132.250 40.19 1.00 SEP10 520 0.250 45.01 -0.01 92.500 32.79 0.99 SEP10 560 0.500 37.23 -0.03 73.000 31.90 0.96 SEP10 580 0.500 30.52 -0.03 53.500 27.61 0.92 SEP10 600 1.250 26.85 -0.07 35.250 24.48 0.84 SEP10 620 3.000 24.23 -0.16 19.750 23.02 0.66 SEP10 640 7.500 22.81 -0.34 9.250 22.45 0.41 SEP10 660 16.750 22.15 -0.59 3.250 21.91 0.20 SEP10 680 31.000 21.82 -0.81 1.000 22.39 0.07 SEP10 700 48.500 19.80 -0.95 0.250 22.60 0.02 SEP10 720 68.000 19.56 -0.99 0.000 23.49 0.00 SEP10 760 108.000 22.75 -1.00 0.000 24.71 0.00 SEP10 800 148.000 29.75 -1.00 0.000 27.04 0.00 SEP10 880 228.000 44.40 -1.00 133.000 32.96 0.98 OCT10 520 2.500 42.80 -0.06 94.500 29.67 0.94 OCT10 560 2.750 32.26 -0.08 58.500 26.92 0.83 OCT10 600 6.000 26.83 -0.17 42.500 25.28 0.73 OCT10 620 10.000 25.48 -0.27 28.750 24.32 0.61 OCT10 640 16.250 24.15 -0.39 17.750 23.07 0.46 OCT10 660 25.000 22.84 -0.54 10.000 22.39 0.31 OCT10 680 37.250 22.27 -0.69 5.000 21.78 0.19 OCT10 700 52.500 21.55 -0.82 2.500 22.06 0.11 OCT10 720 70.000 21.76 -0.90 0.500 22.29 0.03 OCT10 760 108.000 20.18 -0.99 135.750 34.06 0.94 NOV10 520 3.750 34.79 -0.08 98.500 30.37 0.88 NOV10 560 7.250 30.97 -0.14 64.750 27.66 0.77 NOV10 600 13.750 27.76 -0.26 50.000 26.50 0.69 NOV10 620 19.500 26.51 -0.34 37.000 25.43 0.59 NOV10 640 26.750 25.40 -0.44 26.000 24.61 0.48 NOV10 660 36.500 24.53 -0.54 17.750 23.96 0.38 NOV10 680 48.500 23.89 -0.65 6.500 22.51 0.18 NOV10 720 78.000 22.43 -0.83 373.500 57.46 1.00 DEC10 279 0.000 43.00 0.00 338.500 53.31 1.00 DEC10 314 0.000 43.24 0.00 303.750 49.31 1.00 DEC10 349 0.000 42.27 0.00 270.000 46.03 0.99 DEC10 383 0.250 41.01 -0.01 235.250 42.39 0.99 DEC10 418 0.750 39.52 -0.02 167.250 36.36 0.95 DEC10 488 3.500 36.01 -0.06 102.750 30.93 0.86 DEC10 558 10.250 30.89 -0.16 68.750 28.35 0.74 DEC10 600 19.000 28.25 -0.28 49.500 26.75 0.64 DEC10 627 27.500 26.89 -0.38 42.000 26.35 0.58 DEC10 640 32.750 26.28 -0.44 22.000 24.54 0.40 DEC10 680 53.000 24.22 -0.62 15.750 23.79 0.32 DEC10 697 64.250 23.65 -0.69 9.750 23.08 0.22 DEC10 720 81.500 23.08 -0.78 3.750 23.04 0.10 DEC10 767 122.500 22.73 -0.91 0.500 21.53 0.02 DEC10 837 189.250 21.14 -0.99 0.250 21.43 0.01 DEC10 871 223.500 25.88 -0.98 0.000 21.43 0.00 DEC10 880 232.500 26.70 -0.98 178.750 35.81 0.92 MAR11 480 10.000 35.58 -0.11 109.750 30.90 0.79 MAR11 560 22.500 30.49 -0.24 80.250 28.81 0.69 MAR11 600 34.250 28.68 -0.34 55.250 27.29 0.57 MAR11 640 50.500 27.38 -0.46 36.000 25.99 0.44 MAR11 680 70.750 25.36 -0.59 21.500 24.73 0.31 MAR11 720 97.500 24.34 -0.71 12.000 23.95 0.21 MAR11 760 127.750 22.94 -0.82 6.750 23.59 0.13 MAR11 800 162.500 21.91 -0.90 217.500 37.81 0.94 JUN11 440 11.250 36.90 -0.10 180.750 34.87 0.90 JUN11 480 16.250 34.50 -0.14 115.500 31.04 0.76 JUN11 560 33.250 30.57 -0.27 87.750 29.44 0.67 JUN11 600 46.750 29.15 -0.36 64.250 28.15 0.57 JUN11 640 63.500 27.42 -0.46 45.250 26.95 0.46 JUN11 680 84.500 26.04 -0.57 29.500 25.62 0.35 JUN11 720 109.750 24.85 -0.67 11.500 24.04 0.17 JUN11 800 172.000 22.81 -0.85 3.750 23.13 0.07 JUN11 880 244.750 21.53 -0.94 374.250 51.89 0.99 DEC11 279 4.750 44.63 -0.03 340.000 48.02 0.98 DEC11 314 7.250 42.94 -0.05 306.000 44.45 0.97 DEC11 349 10.500 41.01 -0.07 274.250 42.07 0.95 DEC11 383 14.000 39.04 -0.09 241.750 39.10 0.92 DEC11 418 18.750 37.17 -0.12 179.000 33.45 0.85 DEC11 488 31.750 33.73 -0.20 125.750 30.40 0.73 DEC11 558 51.500 30.84 -0.30 82.750 28.09 0.59 DEC11 627 79.000 28.50 -0.43 75.750 27.58 0.56 DEC11 640 85.250 28.01 -0.46 42.000 25.71 0.39 DEC11 720 132.250 26.27 -0.62 21.000 24.29 0.24 DEC11 800 191.500 25.08 -0.76 9.500 23.11 0.13 DEC11 880 259.750 24.69 -0.86 191.750 34.52 0.83 JUN12 480 42.250 33.53 -0.21 133.500 31.09 0.71 JUN12 560 67.750 30.68 -0.33 87.000 28.33 0.57 JUN12 640 103.250 28.21 -0.46 53.500 26.52 0.42 JUN12 720 150.500 26.59 -0.60 30.000 24.93 0.28 JUN12 800 207.500 25.31 -0.72 199.250 36.00 0.81 DEC12 480 55.250 34.00 -0.23 156.750 36.38 0.70 DEC12 560 101.000 36.60 -0.33 107.000 31.83 0.58 DEC12 640 130.750 31.99 -0.44 74.750 30.37 0.47 DEC12 720 177.500 30.45 -0.55 51.250 29.13 0.36 DEC12 800 233.250 29.46 -0.65 +++ HSBC Holdings plc - Euro Cash FLEX Opt (HSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 640 7.170 22.81 -0.34 4.300 22.07 0.25 17090 674 +++ HSBC Holdings plc - Amer Phys FLEX Opt (HSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 201.020 39.37 0.97 17120 453 1.760 37.77 -0.03 137.040 33.88 0.92 17120 520 5.830 33.67 -0.10 61.250 27.76 0.70 17120 610 21.660 27.74 -0.32 30.970 25.45 0.49 17120 660 41.960 25.25 -0.53 6.290 23.06 0.16 17120 741 99.010 22.93 -0.85 2.860 22.84 0.08 17120 776 130.590 22.53 -0.92 2.540 22.76 0.07 17120 780 17120 784 138.020 22.35 -0.94 0.580 21.72 0.02 17120 828 180.430 21.34 -0.98 0.010 21.43 0.00 17120 959 0.000 21.43 0.00 17120 1089 265.540 41.31 0.94 16121 392 153.470 32.06 0.80 16121 520 39.500 32.41 -0.24 124.210 30.33 0.73 16121 560 51.710 30.77 -0.30 49.240 26.17 0.43 16121 700 10.440 23.25 0.14 16121 871 250.760 24.73 -0.84 7.940 23.11 0.11 16121 900 3.200 23.11 0.05 16121 1000 8.810 24.93 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 45.57 0.00 18031 560 22.500 30.49 -0.24 12.000 23.95 0.21 18031 760 +++ HSBC Holdings plc - Euro Phys FLEX Opt (HSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 600 1.070 26.85 -0.06 19.480 23.02 0.66 17090 640 7.170 22.81 -0.34 3.000 21.91 0.19 17090 680 15100 640 15.830 24.15 -0.39 4.870 21.78 0.19 15100 700 172.030 37.14 0.95 17120 479 2.960 36.46 -0.05 133.830 33.88 0.90 17120 520 5.830 33.67 -0.10 107.060 31.55 0.85 17120 550 9.050 31.48 -0.15 33.310 25.72 0.50 17120 654 6.230 23.06 0.16 17120 741 98.740 22.93 -0.85 0.580 21.72 0.02 17120 828 179.960 21.34 -0.98 9.250 23.51 0.13 16091 850 1.820 23.12 0.03 16091 1000 4.220 23.11 0.06 16121 970 3.140 23.11 0.05 16121 1000 1.980 23.11 0.03 16121 1050 22.840 24.41 0.25 20012 800 6.330 23.46 0.09 20012 950 7.730 24.02 0.10 16032 970 6.130 24.02 0.08 16032 1000 4.250 24.02 0.06 16032 1050 19.250 24.51 0.20 20042 850 8.470 24.37 0.10 20042 970 +++ HSBC Holdings plc - Cash FLEX Fut (HSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 652.200 +++ Cardinal Health Inc (HTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.720 +++ Hellenic Telecommunications Organization SA (HTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.5200 +++ Hellenic Petroleum SA (HU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.0600 +++ Hugo Boss AG - Ord (HUG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.5150 +++ Husqvarna AB (HUS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.7000 +++ Honeywell International Inc (HYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.990 +++ Aryzta UG (IA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.5000 +++ ICAP (IAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 425.500 +++ ICAP - STND FUT (IAP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 425.630 DEC10 Z 426.410 MAR11 H 421.990 JUN11 M 422.870 +++ ICAP PLC - STND OPT (ICA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 185.500 53.85 1.00 SEP10 240 0.000 50.00 0.00 165.500 52.79 1.00 SEP10 260 0.000 50.00 0.00 145.500 52.40 1.00 SEP10 280 0.000 50.00 0.00 125.500 50.48 1.00 SEP10 300 0.000 50.00 0.00 105.750 48.57 1.00 SEP10 320 0.000 50.00 0.00 85.750 45.86 0.99 SEP10 340 0.250 48.00 -0.01 66.250 44.45 0.96 SEP10 360 0.750 46.00 -0.04 56.500 41.36 0.95 SEP10 370 1.000 42.69 -0.06 46.750 37.88 0.92 SEP10 380 1.250 37.67 -0.07 37.500 34.97 0.88 SEP10 390 1.750 33.87 -0.11 28.500 32.00 0.82 SEP10 400 3.000 32.73 -0.18 20.250 29.99 0.73 SEP10 410 4.750 30.26 -0.27 13.500 28.47 0.60 SEP10 420 8.000 29.11 -0.40 8.250 27.96 0.44 SEP10 430 12.750 28.20 -0.56 4.250 26.70 0.29 SEP10 440 18.750 26.88 -0.71 2.250 26.70 0.17 SEP10 450 27.250 28.80 -0.81 0.750 24.82 0.08 SEP10 460 35.500 26.62 -0.91 0.000 24.82 0.01 SEP10 480 54.500 26.88 -0.98 0.000 30.00 0.00 SEP10 560 134.500 32.21 -1.00 110.000 40.64 0.92 DEC10 320 3.250 39.40 -0.07 91.500 37.91 0.89 DEC10 340 5.250 37.56 -0.11 74.500 36.13 0.83 DEC10 360 8.000 35.65 -0.17 58.500 34.13 0.76 DEC10 380 12.000 33.90 -0.24 43.750 32.20 0.67 DEC10 400 16.750 31.23 -0.32 31.000 30.05 0.57 DEC10 420 24.750 30.31 -0.43 21.500 29.58 0.45 DEC10 440 35.000 29.48 -0.55 13.500 28.28 0.34 DEC10 460 47.250 28.12 -0.66 8.000 27.40 0.23 DEC10 480 61.500 27.09 -0.77 113.000 38.69 0.89 MAR11 320 9.000 38.33 -0.13 80.000 35.56 0.79 MAR11 360 16.750 35.32 -0.23 64.500 33.28 0.73 MAR11 380 22.250 33.96 -0.29 52.000 32.77 0.65 MAR11 400 29.250 32.65 -0.37 40.000 31.36 0.57 MAR11 420 37.250 31.10 -0.45 29.250 29.46 0.48 MAR11 440 48.000 30.29 -0.53 22.750 29.86 0.39 MAR11 460 58.500 28.06 -0.63 15.250 28.03 0.31 MAR11 480 72.500 27.49 -0.71 +++ Iberdrola SA (IBE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6820 +++ Iberdrola SA - STND FUT (IBE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 5.6830 OCT10 V 5.6860 NOV10 X 5.6890 DEC10 Z 5.5530 +++ Iberia Lineas ereas de Espana SA (IBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6520 +++ International Business Machine Corp (IBM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 125.510 +++ IBM Corporation - Physical STND FUT (IBX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 125.525 OCT10 V 125.552 NOV10 X 125.590 DEC10 Z 125.625 +++ Iberdrola Renovables (IBR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6270 +++ Intercell AG (ICL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.4950 +++ Intermediate Capital Group (ICP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 284.300 +++ Intermediate Capital Group - STND FUT (ICP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 284.390 DEC10 Z 284.910 MAR11 H 285.470 JUN11 M 286.060 +++ Imerys SA (ID /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.0000 +++ Icade (IDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.6900 +++ Indra Sistemas SA (IDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.3900 +++ Industrivarden AB (IDS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 92.4000 +++ Infineon Technologies AG (IF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.5600 +++ Infineon Technologies AG - STND FUT (IF /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.5609 OCT10 V 4.5628 NOV10 X 4.5655 DEC10 Z 4.5686 +++ Infineon Technologies AG - Amer Phys FLEX Opt (IFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2555 42.34 0.39 17120 500 0.6856 42.59 -0.61 18031 500 0.8377 43.47 -0.55 18031 520 0.9790 43.81 -0.59 0.2435 42.19 0.31 18031 560 0.1730 42.35 0.24 18031 600 0.2440 40.06 0.29 17061 600 +++ Interpump Group SpA (IGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4000 +++ SBM Offshore NV (IHC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.4150 +++ InterContinental Hotels Group plc - STND FUT (ICH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1043.320 DEC10 Z 1045.240 MAR11 H 1047.280 JUN11 M 1029.680 +++ InterContinental Hotels Group plc (IHG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1043.000 +++ InterContinental Hotels Group plc - STND OPT (IHG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 244.000 58.78 0.98 SEP10 800 0.500 57.08 -0.01 204.000 49.30 0.98 SEP10 840 1.000 50.19 -0.02 164.500 43.60 0.97 SEP10 880 1.500 44.79 -0.03 126.500 41.54 0.93 SEP10 920 2.500 39.92 -0.07 90.000 37.91 0.86 SEP10 960 6.500 37.99 -0.14 73.000 36.71 0.80 SEP10 980 9.500 36.39 -0.20 58.500 36.52 0.72 SEP10 1000 13.500 34.59 -0.27 28.000 34.56 0.48 SEP10 1050 34.500 34.34 -0.52 10.500 33.29 0.24 SEP10 1100 65.500 31.15 -0.78 3.000 32.23 0.08 SEP10 1150 109.500 32.24 -0.92 0.500 31.79 0.02 SEP10 1200 157.500 32.90 -0.98 0.000 30.53 0.00 SEP10 1250 207.000 33.57 -1.00 0.000 30.53 0.00 SEP10 1300 257.000 2.00 -1.00 0.000 30.21 0.00 SEP10 1400 357.000 2.00 -1.00 185.000 36.40 0.83 DEC10 880 20.500 36.61 -0.17 125.000 34.60 0.71 DEC10 960 40.500 34.82 -0.29 99.000 33.60 0.63 DEC10 1000 54.500 33.85 -0.37 49.500 31.76 0.42 DEC10 1100 104.500 31.80 -0.58 20.500 30.28 0.22 DEC10 1200 176.000 30.59 -0.78 8.500 30.45 0.11 DEC10 1300 264.000 30.97 -0.89 3.500 30.84 0.05 DEC10 1400 359.000 31.32 -0.96 207.000 36.57 0.78 MAR11 880 39.000 35.93 -0.22 148.000 33.59 0.68 MAR11 960 60.500 33.32 -0.32 125.000 33.35 0.62 MAR11 1000 76.500 32.71 -0.38 74.500 31.43 0.46 MAR11 1100 127.500 31.36 -0.54 42.000 30.55 0.31 MAR11 1200 194.000 30.24 -0.70 21.500 29.58 0.19 MAR11 1300 273.500 29.06 -0.82 12.000 30.23 0.12 MAR11 1400 364.500 29.45 -0.90 +++ IMMOFINANZ AG (IIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6500 +++ 3i Group plc - STND FUT (II /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 270.080 DEC10 Z 269.580 MAR11 H 270.110 JUN11 M 262.370 +++ 3i Group Plc (III/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 270.000 +++ 3i Group Plc - STND OPT (III/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 50.250 47.65 0.98 SEP10 220 0.000 35.17 0.00 40.500 42.05 0.97 SEP10 230 0.000 35.17 -0.02 30.750 36.86 0.94 SEP10 240 0.250 30.06 -0.03 25.750 32.15 0.93 SEP10 245 0.500 31.38 -0.07 21.250 31.05 0.88 SEP10 250 1.000 31.21 -0.12 13.500 32.38 0.72 SEP10 260 3.250 31.34 -0.28 7.000 29.74 0.51 SEP10 270 6.500 28.72 -0.49 2.750 27.18 0.28 SEP10 280 12.500 27.32 -0.72 1.000 27.45 0.12 SEP10 290 20.750 27.15 -0.88 0.250 29.32 0.05 SEP10 300 30.000 25.43 -0.97 0.250 31.19 0.02 SEP10 310 40.000 23.76 -1.00 0.000 33.05 0.01 SEP10 320 50.000 21.78 -1.00 0.000 36.17 0.00 SEP10 340 70.000 16.77 -1.00 0.000 38.66 0.00 SEP10 360 90.000 10.24 -1.00 53.500 34.92 0.89 DEC10 220 3.250 34.85 -0.12 37.000 32.54 0.78 DEC10 240 6.750 32.37 -0.23 23.250 30.87 0.63 DEC10 260 13.250 30.91 -0.38 13.000 29.53 0.44 DEC10 280 23.250 29.63 -0.56 6.250 28.15 0.27 DEC10 300 36.000 27.02 -0.74 3.000 28.27 0.15 DEC10 320 53.250 28.06 -0.85 0.750 29.58 0.04 DEC10 360 91.000 29.19 -0.96 57.000 34.26 0.83 MAR11 220 7.250 34.39 -0.17 42.500 32.96 0.73 MAR11 240 12.750 33.28 -0.27 30.000 31.61 0.61 MAR11 260 19.750 31.52 -0.39 20.000 30.68 0.48 MAR11 280 29.250 29.86 -0.52 13.000 30.05 0.36 MAR11 300 43.000 30.09 -0.64 7.750 29.23 0.25 MAR11 320 57.750 29.40 -0.75 2.750 28.77 0.11 MAR11 360 94.000 32.46 -0.87 +++ Investor AB - B shares (IKA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 132.0000 +++ Irish Life & Permanent Group Holdings plc (IL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5470 +++ Iliad SA (ILA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.3900 +++ Industria Macchine Automatiche SpA (IMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7200 +++ IMI (IMI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 725.500 +++ IMI - STND FUT (IMI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 725.720 DEC10 Z 727.060 MAR11 H 728.480 JUN11 M 730.000 +++ Imperial Tobacco Group plc - Euro Cash FLEX Opt (IMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.520 19.08 0.10 17090 1927 +++ Imperial Tobacco Group plc (IMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1830.000 +++ Imperial Tobacco Group plc - STND OPT (IMP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 430.500 47.95 1.00 SEP10 1400 0.000 38.78 0.00 231.500 30.41 0.98 SEP10 1600 0.000 25.29 -0.01 133.500 23.43 0.93 SEP10 1700 1.500 20.65 -0.05 87.000 20.44 0.85 SEP10 1750 4.500 18.56 -0.13 46.500 18.40 0.67 SEP10 1800 14.000 17.13 -0.32 18.500 17.20 0.40 SEP10 1850 36.500 16.21 -0.61 6.500 18.00 0.17 SEP10 1900 74.500 16.12 -0.86 2.500 20.00 0.07 SEP10 1950 121.000 16.93 -0.96 0.500 20.00 0.02 SEP10 2000 170.000 16.29 -1.00 0.000 20.00 0.00 SEP10 2100 270.000 17.91 -1.00 0.000 20.00 0.00 SEP10 2200 370.000 17.91 -1.00 0.000 20.00 0.00 SEP10 2400 570.000 17.91 -1.00 0.000 20.00 0.00 SEP10 2800 970.000 17.91 -1.00 437.000 28.44 0.97 DEC10 1400 4.500 28.88 -0.04 250.000 23.94 0.87 DEC10 1600 16.500 23.87 -0.13 167.500 22.13 0.76 DEC10 1700 34.500 22.29 -0.25 99.000 20.56 0.59 DEC10 1800 66.000 20.72 -0.41 51.000 19.64 0.39 DEC10 1900 117.500 19.66 -0.61 23.000 19.32 0.22 DEC10 2000 189.000 19.00 -0.79 5.000 20.81 0.06 DEC10 2200 372.000 20.18 -0.96 1.500 22.64 0.02 DEC10 2400 570.000 23.37 -0.99 259.000 23.39 0.84 MAR11 1600 45.500 23.03 -0.24 182.000 22.27 0.73 MAR11 1700 76.000 21.87 -0.36 117.500 21.17 0.58 MAR11 1800 118.000 20.61 -0.50 70.000 20.50 0.42 MAR11 1900 176.500 19.85 -0.64 38.500 20.03 0.27 MAR11 2000 248.000 18.84 -0.78 11.000 20.22 0.10 MAR11 2200 423.000 17.23 -0.95 4.000 21.68 0.04 MAR11 2400 618.000 15.66 -1.00 +++ Imperial Tobacco Group plc - Amer Phys FLEX Opt (IMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 1880 57.250 16.16 -0.78 17090 1960 130.350 16.80 -0.98 +++ Imperial Tobacco Group plc - STND FUT (IMT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1830.550 DEC10 Z 1833.930 MAR11 H 1782.450 JUN11 M 1786.170 +++ Imperial Tobacco Group plc - Euro Phys FLEX Opt (IMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 50.590 19.64 0.39 17120 1900 116.560 19.66 -0.61 +++ Independent News & Media PLC (IN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6500 +++ Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3700 0.0200 31.45 -0.01 17090 3900 0.0500 26.01 -0.05 +++ Anheuser-Busch InBev NV - Cash FLEX Fut (IGY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 42.7450 +++ Anheuser-Busch InBev NV (INB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.6900 +++ Anheuser-Busch InBev NV - STND FUT (INB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 42.6980 OCT10 V 42.7170 NOV10 X 42.7420 DEC10 Z 42.7710 +++ Inchcape (INC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 272.500 +++ Inchcape - STND FUT (INC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 272.580 DEC10 Z 273.090 MAR11 H 273.620 JUN11 M 274.190 +++ Indesit Company SpA (INE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.9200 +++ Informa plc (INF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 397.000 +++ Informa plc - STND FUT (INF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 397.120 DEC10 Z 397.850 MAR11 H 398.630 JUN11 M 399.460 +++ ING Groep NV - Euro Cash FLEX Opt (IAJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2304 15.6020 86.17 -0.99 +++ ING Groep NV - Amer Phys FLEX Opt (IAQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.8300 51.60 0.86 17090 660 17120 580 0.2000 51.87 -0.16 0.5300 40.83 0.48 17120 768 0.2600 37.10 0.30 17120 840 0.0100 80.51 0.01 17120 2457 17.2000 95.57 -0.99 0.0100 85.73 0.01 17120 2688 +++ ING Groep NV - Euro Phys FLEX Opt (IAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0047 72.79 0.01 17120 2150 14.0861 91.44 -0.97 0.0046 81.80 0.01 17120 2534 17.8954 92.29 -0.99 0.0045 84.92 0.01 17120 2688 19.4221 85.73 -0.99 +++ ING Groep NV (ING/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.3850 +++ ING Groep NV - STND FUT (ING/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 7.3860 OCT10 V 7.3900 NOV10 X 7.3940 DEC10 Z 7.3990 +++ Life Technologies Corp (INI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.350 +++ Intel Corporation (INT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.150 +++ Intel Corp - Physical STND FUT (INX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 18.152 OCT10 V 18.156 NOV10 X 18.162 DEC10 Z 18.167 +++ Intel Corporation - Cash FLEX Fut (IYY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17120 18.167 +++ Investec (INV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 491.300 +++ Investec - STND FUT (INV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 491.450 DEC10 Z 492.350 MAR11 H 493.320 JUN11 M 494.350 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 1.5800 +++ IPSEN (IPE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.1550 +++ International Power plc - STND FUT (INP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 378.610 DEC10 Z 375.060 MAR11 H 375.790 JUN11 M 360.070 +++ International Power plc - Amer Phys FLEX Opt (IOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 330.520 81.36 1.00 17090 48 334.520 76.47 1.00 28090 44 323.530 63.56 1.00 27100 55 +++ International Power plc (IPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 378.500 +++ International Power plc - STND OPT (IPR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 138.750 81.36 1.00 SEP10 240 0.000 46.02 0.00 118.750 67.73 1.00 SEP10 260 0.000 45.94 0.00 98.750 54.88 1.00 SEP10 280 0.000 43.67 0.00 89.000 60.30 0.98 SEP10 290 0.000 42.21 0.00 79.000 53.58 0.98 SEP10 300 0.000 40.76 0.00 69.250 51.89 0.97 SEP10 310 0.000 39.35 -0.01 59.500 50.08 0.95 SEP10 320 0.250 37.92 -0.02 49.750 44.80 0.93 SEP10 330 0.500 36.61 -0.04 40.250 40.62 0.90 SEP10 340 1.000 35.53 -0.07 31.000 36.45 0.85 SEP10 350 2.000 34.12 -0.13 22.500 33.75 0.77 SEP10 360 3.750 33.47 -0.23 15.000 31.03 0.65 SEP10 370 5.500 28.23 -0.34 8.750 29.09 0.49 SEP10 380 9.500 26.81 -0.51 4.750 27.87 0.32 SEP10 390 17.250 31.71 -0.66 2.250 27.22 0.18 SEP10 400 24.500 30.94 -0.79 0.000 22.29 0.02 SEP10 420 42.000 30.29 -0.94 138.750 40.87 1.00 DEC10 240 1.250 47.00 -0.03 119.000 41.46 0.99 DEC10 260 1.500 41.33 -0.04 99.000 36.76 0.97 DEC10 280 2.000 36.78 -0.06 80.250 35.27 0.93 DEC10 300 3.250 33.61 -0.09 61.750 31.93 0.87 DEC10 320 5.250 30.79 -0.15 44.750 29.65 0.78 DEC10 340 9.000 28.96 -0.24 30.750 28.01 0.64 DEC10 360 15.250 27.53 -0.36 19.250 26.50 0.49 DEC10 380 24.250 26.46 -0.51 11.250 25.48 0.35 DEC10 400 36.000 25.33 -0.66 3.250 24.82 0.13 DEC10 440 67.750 23.80 -0.89 139.250 40.44 0.98 MAR11 240 2.250 38.77 -0.04 101.250 35.23 0.91 MAR11 280 4.750 34.13 -0.10 83.250 32.59 0.87 MAR11 300 7.000 31.74 -0.14 66.750 30.82 0.80 MAR11 320 10.500 30.03 -0.20 51.250 28.86 0.72 MAR11 340 15.500 28.70 -0.28 38.250 27.74 0.62 MAR11 360 22.250 27.21 -0.38 27.000 26.28 0.52 MAR11 380 31.250 26.16 -0.49 18.750 25.73 0.41 MAR11 400 42.500 25.26 -0.60 8.000 24.77 0.22 MAR11 440 72.000 24.31 -0.79 +++ IPSOS (IPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.4500 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 1.2460 +++ Inmarsat plc (ISA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 700.500 +++ F & C Asset Management plc (ISI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.500 +++ F & C Asset Management plc - STND FUT (ISI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 63.520 DEC10 Z 63.640 MAR11 H 63.760 JUN11 M 63.890 +++ Inditex SA - Euro Cash FLEX Opt (IJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.8918 29.56 0.39 17090 5598 0.7211 29.56 0.33 17090 5647 +++ Inditex SA - Amer Phys FLEX Opt (IJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.8842 24.53 1.00 16121 2700 0.0696 28.31 -0.01 +++ Industria de Diseno Textil SA (Inditex) (IT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.8700 +++ Inditex SA - STND FUT (IT /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 54.8800 OCT10 V 54.9040 NOV10 X 54.3360 DEC10 Z 54.3730 +++ Italcementi SpA (ITA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.8400 +++ Intertek Group (ITR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1699.000 +++ Intertek Group - STND FUT (ITR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1699.510 DEC10 Z 1694.090 MAR11 H 1697.400 JUN11 M 1681.990 +++ Italcementi SPA - (savings) (ITS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3425 +++ Intesa Sanpaolo SpA (Savings) (IU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.8530 +++ IVG Immobilien AG (IV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2820 +++ Wetherspoon(J D) (JDW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 427.700 +++ Wetherspoon(J D) - STND FUT (JDW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 427.830 DEC10 Z 416.430 MAR11 H 417.240 JUN11 M 411.510 +++ Colruyt SA (JF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 197.2500 +++ Jardine Lloyd Thompson Group (JLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 571.000 +++ Jardine Lloyd Thompson Group - STND FUT (JLT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 571.170 DEC10 Z 572.230 MAR11 H 573.340 JUN11 M 574.540 +++ Jeronimo Martins SGPS (JM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.8120 +++ Johnson Matthey (JMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1653.000 +++ Johnson Matthey - STND FUT (JMA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1653.500 DEC10 Z 1644.550 MAR11 H 1647.760 JUN11 M 1651.210 +++ JM AB (JMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 120.7500 +++ Johnson & Johnson Physical (JNX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.270 +++ Johnson & Johnson Physical - STND FUT (JNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 58.277 OCT10 V 58.290 NOV10 X 58.307 DEC10 Z 58.323 +++ JPMorgan Chase & Co (JPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.280 +++ Johnson Controls Inc (JSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.750 +++ St Jude Medical Inc (JUD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.510 +++ Jyske Bank A/S (JYS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 197.00 +++ Kazakhmys plc (KA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1236.000 +++ Kazakhmys PLC - STND OPT (KZK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 356.000 58.93 1.00 SEP10 880 0.000 60.54 0.00 316.000 58.30 1.00 SEP10 920 0.500 59.80 -0.01 276.500 56.41 0.99 SEP10 960 1.000 58.37 -0.02 256.500 54.94 0.99 SEP10 980 1.500 55.82 -0.02 237.000 53.47 0.98 SEP10 1000 1.500 52.89 -0.03 188.500 50.88 0.95 SEP10 1050 3.500 48.93 -0.06 142.000 48.25 0.89 SEP10 1100 9.000 48.83 -0.13 99.500 44.89 0.79 SEP10 1150 16.000 44.97 -0.22 64.500 43.97 0.63 SEP10 1200 33.000 45.13 -0.37 37.000 42.18 0.46 SEP10 1250 55.500 43.11 -0.54 20.000 42.20 0.29 SEP10 1300 87.000 42.18 -0.71 9.500 41.66 0.17 SEP10 1350 127.000 41.72 -0.83 4.000 41.14 0.08 SEP10 1400 172.000 42.75 -0.91 0.500 40.80 0.01 SEP10 1500 268.500 43.44 -0.98 0.000 42.51 0.00 SEP10 1600 367.500 44.13 -1.00 0.000 44.66 0.00 SEP10 1700 467.500 45.14 -1.00 0.000 48.34 0.00 SEP10 1800 567.500 46.17 -1.00 375.500 56.12 0.90 DEC10 880 20.000 55.16 -0.10 340.000 54.03 0.88 DEC10 920 24.500 53.01 -0.12 307.000 53.01 0.85 DEC10 960 31.000 51.78 -0.15 275.500 51.90 0.81 DEC10 1000 40.000 51.31 -0.18 203.500 49.52 0.71 DEC10 1100 68.000 49.16 -0.29 142.500 47.19 0.60 DEC10 1200 106.000 46.54 -0.41 95.500 45.87 0.47 DEC10 1300 160.000 45.56 -0.53 61.000 44.53 0.35 DEC10 1400 225.000 44.11 -0.66 37.500 43.66 0.24 DEC10 1500 301.000 42.97 -0.77 23.000 43.58 0.17 DEC10 1600 386.500 42.58 -0.85 14.500 43.92 0.11 DEC10 1700 478.500 42.83 -0.90 8.500 44.06 0.07 DEC10 1800 572.500 42.28 -0.94 398.000 52.64 0.86 MAR11 880 40.500 51.79 -0.14 365.500 51.48 0.83 MAR11 920 48.500 50.84 -0.16 336.500 50.89 0.81 MAR11 960 59.000 50.26 -0.19 307.000 49.91 0.78 MAR11 1000 69.000 49.31 -0.22 240.500 47.83 0.70 MAR11 1100 102.500 47.26 -0.30 182.500 45.82 0.60 MAR11 1200 148.000 46.45 -0.40 136.000 44.55 0.51 MAR11 1300 197.000 44.07 -0.50 99.500 43.77 0.41 MAR11 1400 260.500 43.34 -0.59 50.000 42.21 0.25 MAR11 1600 411.000 41.74 -0.76 +++ KBC Bankverzekeringsholding (KBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.7800 +++ KBC Bancassurance Holding - STND FUT (KBB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 33.7860 OCT10 V 33.8010 NOV10 X 33.8210 DEC10 Z 33.8440 +++ KBC Bancassurance Holding - Amer Phys FLEX Opt (KBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 1.1900 37.03 -0.52 17090 3600 2.5400 36.44 -0.79 +++ Gamesa Corp Tecnologica SA (KC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4990 +++ Kloeckner & Co AG (KCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.0100 +++ Kesko OYJ (KEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.8700 +++ Kesa Electricals (KES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 132.200 +++ Kesa Electricals - STND FUT (KES/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 132.240 DEC10 Z 132.480 MAR11 H 132.740 JUN11 M 133.020 +++ Kerry Group PLC (KG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.8000 +++ Kingfisher PLC (KGF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 212.400 +++ Kingfisher PLC - STND OPT (KGF/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 32.750 44.91 0.96 SEP10 180 0.500 48.44 -0.05 23.000 35.08 0.94 SEP10 190 0.750 39.34 -0.09 18.500 35.58 0.88 SEP10 195 0.750 33.42 -0.11 14.250 33.71 0.81 SEP10 200 1.500 32.35 -0.18 10.250 31.68 0.71 SEP10 205 2.500 30.76 -0.28 6.750 30.28 0.58 SEP10 210 4.250 30.00 -0.42 4.250 29.36 0.44 SEP10 215 6.750 30.00 -0.56 2.500 29.09 0.30 SEP10 220 10.000 29.00 -0.70 1.250 29.05 0.19 SEP10 225 14.000 29.00 -0.81 0.750 29.22 0.11 SEP10 230 18.250 30.00 -0.89 0.250 30.00 0.06 SEP10 235 23.000 30.00 -0.94 0.250 30.00 0.03 SEP10 240 27.750 30.00 -0.97 0.000 30.00 0.01 SEP10 250 37.500 30.00 -1.00 0.000 30.00 0.00 SEP10 260 47.500 30.00 -1.00 0.000 30.00 0.00 SEP10 280 67.500 30.00 -1.00 0.000 30.00 0.00 SEP10 320 107.500 30.00 -1.00 33.250 33.80 0.94 OCT10 180 1.500 37.10 -0.10 24.000 32.33 0.87 OCT10 190 2.000 31.06 -0.16 19.750 31.28 0.81 OCT10 195 3.000 29.96 -0.22 15.750 29.18 0.75 OCT10 200 4.250 29.54 -0.29 12.000 27.99 0.67 OCT10 205 5.750 28.55 -0.38 8.750 26.95 0.57 OCT10 210 8.000 27.83 -0.47 6.250 26.23 0.46 OCT10 215 10.500 26.97 -0.57 4.000 25.16 0.35 OCT10 220 13.750 26.73 -0.66 2.750 25.67 0.26 OCT10 225 17.250 26.83 -0.74 1.500 24.52 0.17 OCT10 230 21.500 27.13 -0.81 0.500 23.89 0.07 OCT10 240 30.500 28.28 -0.90 0.000 25.02 0.01 OCT10 260 49.750 34.32 -0.96 34.000 33.57 0.89 NOV10 180 3.500 37.30 -0.16 25.250 30.83 0.81 NOV10 190 4.250 31.23 -0.22 21.250 29.66 0.76 NOV10 195 5.250 29.92 -0.27 17.250 28.47 0.70 NOV10 200 6.500 29.09 -0.33 14.000 27.88 0.63 NOV10 205 8.250 28.19 -0.39 11.000 27.03 0.55 NOV10 210 10.500 27.75 -0.46 6.500 25.91 0.39 NOV10 220 16.000 26.72 -0.61 3.250 24.92 0.25 NOV10 230 23.000 26.24 -0.74 35.000 33.22 0.86 DEC10 180 3.750 33.52 -0.17 26.500 30.68 0.78 DEC10 190 5.500 30.85 -0.24 19.250 29.00 0.67 DEC10 200 8.750 30.08 -0.34 13.000 27.75 0.54 DEC10 210 12.750 28.66 -0.46 8.500 26.77 0.41 DEC10 220 18.250 27.96 -0.58 5.250 26.15 0.29 DEC10 230 24.750 27.41 -0.70 3.000 25.32 0.19 DEC10 240 32.750 27.31 -0.79 1.500 28.92 0.10 DEC10 260 50.500 28.12 -0.91 1.000 32.60 0.06 DEC10 280 70.000 30.54 -0.95 0.250 33.53 0.01 DEC10 320 109.750 38.54 -0.98 37.750 31.51 0.79 MAR11 180 7.000 32.47 -0.22 30.500 30.49 0.72 MAR11 190 9.750 31.44 -0.28 23.750 29.25 0.64 MAR11 200 13.000 30.09 -0.36 18.000 28.28 0.55 MAR11 210 17.500 29.17 -0.45 13.500 27.74 0.46 MAR11 220 22.750 28.69 -0.54 9.750 27.12 0.37 MAR11 230 29.000 28.06 -0.62 7.000 26.93 0.29 MAR11 240 36.250 27.81 -0.70 2.500 29.65 0.12 MAR11 280 71.000 28.57 -0.90 +++ Kingfisher plc - Euro Phys FLEX Opt (KGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 30.700 28.87 0.61 16121 200 23.130 29.74 -0.38 +++ Kingfisher plc - STND FUT (KIG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 212.460 DEC10 Z 210.850 MAR11 H 211.270 JUN11 M 206.950 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 108.100 +++ Kinnevik Investment AB (KIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 139.2000 +++ Klepierre (KLI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 24.7800 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 68.020 +++ Natixis (KN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4360 +++ Kone OYJ (KNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.8400 +++ Kuehne & Nagel Int AG (KNI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 109.200 +++ Coca-Cola Company (KO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.180 +++ Koninklijke KPN NV (KPN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.4050 +++ Royal KPN NV - STND FUT (KPN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 11.4070 OCT10 V 11.4120 NOV10 X 11.4190 DEC10 Z 11.4270 +++ Royal KPN NV - Amer Phys FLEX Opt (KPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19110 1000 0.0700 23.93 -0.10 0.3600 18.86 0.49 19110 1150 0.1900 18.57 0.30 19110 1200 17120 1000 0.1000 23.52 -0.13 17120 1400 2.6100 19.63 -0.98 +++ Royal KPN NV - Euro Phys FLEX Opt (KPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.5394 23.75 0.87 17120 1000 0.1021 23.52 -0.13 1.6349 21.74 0.70 16121 1000 0.5952 22.09 -0.30 +++ Royal KPN NV - Cash FLEX Fut (KPY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18021 11.4553 +++ Krones AG (KR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.0250 +++ Merck KGaA (KS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.3400 +++ Merck KGaA - Amer Phys FLEX Opt (KSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.6557 24.33 0.84 17090 6600 +++ Kingspan Group Plc (KSP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6080 +++ Fomento de Construcciones SA (KW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.9500 +++ Corning Inc (KWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.450 +++ Kimberly-Clark Corp (KYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.380 +++ Landi Renzo SpA (LAD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7500 +++ Laird plc (LAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 131.000 +++ Laird plc - STND FUT (LAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 131.040 DEC10 Z 131.280 MAR11 H 131.540 JUN11 M 131.810 +++ Ladbrokes plc - STND FUT (HG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 133.940 DEC10 Z 134.190 MAR11 H 130.450 JUN11 M 130.720 +++ Ladbrokes plc (LDB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 133.900 +++ Ladbrokes plc - STND OPT (LDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 34.250 77.47 0.97 SEP10 100 0.000 58.77 -0.01 24.250 51.10 0.97 SEP10 110 0.000 43.66 -0.02 14.500 38.23 0.92 SEP10 120 0.250 36.58 -0.08 10.000 34.83 0.83 SEP10 125 0.750 33.58 -0.16 6.000 33.78 0.67 SEP10 130 2.000 31.43 -0.32 3.250 33.44 0.47 SEP10 135 4.250 31.83 -0.53 1.750 33.72 0.28 SEP10 140 7.500 32.73 -0.72 0.500 31.15 0.12 SEP10 145 11.500 29.13 -0.89 0.500 38.75 0.09 SEP10 150 16.000 24.78 -0.98 0.500 53.95 0.07 SEP10 160 26.250 36.54 -0.99 0.500 66.68 0.06 SEP10 170 36.000 38.62 -1.00 0.500 78.39 0.05 SEP10 180 46.000 44.05 -1.00 35.250 40.12 0.93 DEC10 100 1.000 40.13 -0.07 18.250 35.24 0.75 DEC10 120 4.000 34.80 -0.25 11.750 33.70 0.60 DEC10 130 7.500 33.39 -0.40 7.250 32.93 0.44 DEC10 140 13.000 32.64 -0.56 4.000 32.02 0.29 DEC10 150 19.750 31.71 -0.71 1.750 30.28 0.16 DEC10 160 27.750 31.75 -0.83 0.750 28.44 0.07 DEC10 170 36.750 31.77 -0.91 0.500 33.21 0.06 DEC10 180 46.500 31.66 -0.95 36.000 38.00 0.90 MAR11 100 3.250 39.05 -0.14 20.250 34.26 0.73 MAR11 120 8.250 35.15 -0.33 14.250 33.19 0.60 MAR11 130 12.750 33.75 -0.45 9.250 31.81 0.47 MAR11 140 18.500 32.88 -0.57 5.750 31.05 0.34 MAR11 150 25.250 32.66 -0.68 3.500 30.80 0.24 MAR11 160 33.250 32.13 -0.77 1.250 31.02 0.11 MAR11 180 51.250 33.60 -0.88 +++ Morgan Stanley (LEA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.290 +++ Deutsche Lufthansa AG (LFT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.8700 +++ Lafarge SA - Euro Phys FLEX Opt (LAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0001 34.76 0.00 17090 5000 11.6406 34.76 -1.00 0.1569 29.95 0.06 17120 5000 11.6620 29.95 -0.94 +++ Lafarge SA (LG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.3500 +++ Lafarge SA - STND FUT (LG /F)