+++ RadioShack Corp (AA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.080 +++ Apple Computer Inc (AAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 250.210 +++ ABB Ltd (ABB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.460 +++ ABB Ltd - Amer Phys FLEX Opt (ABQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 190 0.075 31.30 -0.11 17090 200 0.268 28.24 -0.33 0.454 28.52 0.50 17090 205 0.264 29.08 0.34 17090 210 0.130 35.82 0.17 17090 220 0.019 71.83 0.02 17090 280 17120 190 0.710 31.18 -0.30 1.544 29.73 0.59 17120 200 0.645 27.75 0.34 17120 220 3.612 31.58 0.73 17061 180 1.120 31.64 -0.27 +++ ABB Ltd - Euro Phys FLEX Opt (ABX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20120 252 4.856 27.60 -0.90 20120 303 9.847 33.25 -0.98 17061 275 7.259 26.30 -0.87 31081 217 3.099 29.57 -0.52 +++ Abertis Infraestructuras SA (ABE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7350 +++ Abertis Infraestructuras SA - STND FUT (ABE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 13.7370 OCT10 V 13.7420 NOV10 X 13.4520 DEC10 Z 13.4640 +++ Abertis Infraestructuras SA - Amer Phys FLEX Opt (CYQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1933 25.12 0.21 17120 1524 +++ Associated British Foods (ABF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1072.000 +++ Associated British Foods - STND FUT (ABF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1072.300 DEC10 Z 1058.260 MAR11 H 1060.390 JUN11 M 1053.900 +++ Associated British Foods PLC - STND OPT (ABR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 352.250 40.00 1.00 SEP10 720 0.000 40.40 0.00 312.250 36.00 1.00 SEP10 760 0.000 37.47 0.00 272.250 34.18 1.00 SEP10 800 0.000 36.38 0.00 232.250 31.89 1.00 SEP10 840 0.000 33.66 0.00 192.250 33.97 1.00 SEP10 880 0.000 32.76 0.00 152.500 30.84 0.99 SEP10 920 0.250 30.44 -0.01 132.750 30.88 0.98 SEP10 940 0.500 30.25 -0.02 113.000 28.81 0.97 SEP10 960 0.750 29.38 -0.03 94.250 29.06 0.93 SEP10 980 1.750 28.56 -0.06 75.250 26.94 0.90 SEP10 1000 2.750 26.10 -0.10 32.750 22.09 0.68 SEP10 1050 10.750 22.45 -0.32 8.500 21.38 0.29 SEP10 1100 36.250 21.43 -0.71 1.250 21.23 0.06 SEP10 1150 79.000 21.63 -0.94 0.000 20.44 0.00 SEP10 1200 128.250 25.43 -0.98 0.000 20.00 0.00 SEP10 1300 228.000 20.00 -1.00 275.000 30.25 0.98 DEC10 800 2.500 29.66 -0.03 197.750 26.15 0.94 DEC10 880 6.500 26.39 -0.09 160.750 25.00 0.90 DEC10 920 10.250 24.83 -0.13 125.250 23.38 0.84 DEC10 960 15.000 22.74 -0.20 91.750 21.42 0.76 DEC10 1000 25.500 22.18 -0.30 30.500 18.95 0.42 DEC10 1100 67.750 18.91 -0.63 7.250 19.00 0.14 DEC10 1200 147.000 18.21 -0.89 0.250 21.26 0.01 DEC10 1400 341.500 20.86 -0.99 201.500 25.26 0.90 MAR11 880 14.250 25.01 -0.13 166.250 24.07 0.85 MAR11 920 20.500 23.86 -0.19 133.500 23.07 0.79 MAR11 960 28.750 22.74 -0.25 102.750 21.71 0.70 MAR11 1000 39.750 21.67 -0.33 45.750 19.85 0.44 MAR11 1100 83.500 19.34 -0.58 15.000 18.35 0.20 MAR11 1200 154.250 18.01 -0.81 0.750 17.42 0.02 MAR11 1400 341.500 16.89 -0.99 +++ Abengoa SA (ABG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.9100 +++ Abengoa SA - Cash Flex Future (WLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 19.9129 +++ Abbott Laboratories (ABT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.400 +++ Accor SA Ex event package (AC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.1750 +++ Accor SA Ex event package - STND FUT (AC /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 39.1750 DEC10 Z 39.2410 +++ Credit Agricole SA (ACA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.5400 +++ Credit Agricole SA - STND FUT (ACA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.5420 OCT10 V 10.5460 NOV10 X 10.5530 DEC10 Z 10.5630 +++ Credit Agricole SA - Euro Cash FLEX Opt (ACJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0457 38.15 0.12 17090 1159 0.3615 35.06 0.23 17061 1350 3.6273 35.06 -0.77 +++ Credit Agricole SA - Amer Phys FLEX Opt (ACQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 800 0.0100 65.49 -0.02 17090 1100 0.6400 40.50 -0.68 19110 880 0.3100 52.76 -0.19 17120 750 0.2198 60.72 -0.11 0.2551 37.02 0.23 17120 1250 17120 1846 7.9200 30.56 -1.00 1.4900 37.64 0.49 21122 1200 +++ Credit Agricole SA - Euro Phys FLEX Opt (ACX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.0218 50.65 0.77 17120 900 0.4556 50.65 -0.23 1.4190 37.64 0.47 21122 1200 3.6132 37.64 -0.53 +++ Acciona SA (ACC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.5200 +++ ACEA SpA (ACE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.7750 +++ ACE Ltd (ACL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.560 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 12.8100 +++ American Capital Ltd (AD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.380 +++ Adecco SA (ADC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.400 +++ Adecco SA - Amer Phys FLEX Opt (QVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 250 0.041 55.91 -0.01 +++ Admiral Group plc - Cash FLEX Fut (ADD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 1549.430 +++ Admiral Group plc (ADM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1549.000 +++ Aeroports de Paris (ADP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.6400 +++ Adidas AG (ADS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.5600 +++ Adidas AG - Amer Phys FLEX Opt (FKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.8829 28.11 0.36 18031 4600 +++ Adidas AG - Cash FLEX Fut (FKY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 41.5662 +++ Aker ASA (AE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 112.0000 +++ AEM SpA (AEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.1230 +++ A2A SpA - Euro Cash FLEX Opt (ASB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0078 19.72 0.28 17090 115 +++ BAE Systems plc (AER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 313.300 +++ BAE Systems plc - STND OPT (AER/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 73.250 39.18 1.00 SEP10 240 0.000 35.92 0.00 53.500 33.42 1.00 SEP10 260 0.000 31.04 0.00 33.500 29.10 0.97 SEP10 280 0.250 27.26 -0.02 24.000 26.70 0.92 SEP10 290 0.500 24.53 -0.06 15.000 24.56 0.81 SEP10 300 1.500 23.48 -0.18 7.750 22.49 0.60 SEP10 310 5.000 24.75 -0.41 3.500 24.02 0.35 SEP10 320 10.750 26.16 -0.64 1.500 25.67 0.17 SEP10 330 18.750 29.52 -0.79 0.750 29.37 0.10 SEP10 340 28.000 34.05 -0.87 0.500 40.63 0.06 SEP10 360 47.250 41.87 -0.94 0.500 52.09 0.04 SEP10 380 67.250 53.77 -0.95 0.500 62.93 0.04 SEP10 400 87.250 62.52 -0.97 0.000 66.55 0.01 SEP10 440 126.750 68.35 -0.99 73.500 38.62 0.98 OCT10 240 0.500 41.31 -0.03 54.000 30.67 0.97 OCT10 260 0.500 31.09 -0.04 35.000 26.00 0.90 OCT10 280 1.250 25.75 -0.09 26.000 24.54 0.83 OCT10 290 2.500 24.40 -0.17 18.250 23.60 0.72 OCT10 300 4.750 23.60 -0.28 11.750 23.02 0.57 OCT10 310 8.000 22.56 -0.43 7.250 22.96 0.42 OCT10 320 13.500 22.48 -0.59 4.000 22.49 0.27 OCT10 330 20.250 22.32 -0.73 2.000 22.69 0.16 OCT10 340 28.250 21.42 -0.86 0.500 23.04 0.05 OCT10 360 47.500 27.16 -0.93 0.500 30.60 0.04 OCT10 380 67.500 35.05 -0.94 73.500 21.95 1.00 NOV10 240 1.500 37.20 -0.07 54.000 27.65 0.97 NOV10 260 2.250 30.23 -0.11 35.500 26.29 0.87 NOV10 280 4.750 26.47 -0.21 27.500 26.36 0.79 NOV10 290 7.250 25.24 -0.30 20.250 25.49 0.68 NOV10 300 10.750 24.58 -0.40 14.250 24.94 0.56 NOV10 310 15.500 24.07 -0.52 9.500 24.52 0.43 NOV10 320 21.500 23.74 -0.63 3.750 23.85 0.21 NOV10 340 36.500 23.14 -0.82 73.750 32.23 0.98 DEC10 240 1.500 30.81 -0.06 36.750 27.39 0.83 DEC10 280 6.500 26.26 -0.24 21.750 25.69 0.65 DEC10 300 13.000 24.88 -0.41 11.250 24.53 0.43 DEC10 320 23.750 24.24 -0.60 5.500 24.48 0.25 DEC10 340 38.000 23.73 -0.77 2.250 24.01 0.12 DEC10 360 55.000 22.90 -0.89 1.250 25.68 0.07 DEC10 380 74.000 23.21 -0.95 0.750 28.08 0.05 DEC10 400 93.500 22.93 -0.98 0.250 28.90 0.01 DEC10 440 133.250 20.80 -1.00 74.500 31.18 0.94 MAR11 240 3.500 29.01 -0.10 56.250 28.70 0.87 MAR11 260 6.500 27.38 -0.17 40.250 26.88 0.76 MAR11 280 11.500 26.15 -0.28 26.500 25.16 0.61 MAR11 300 18.500 24.80 -0.41 16.750 24.33 0.45 MAR11 320 28.750 23.93 -0.56 9.750 23.62 0.31 MAR11 340 42.000 23.15 -0.70 5.500 23.23 0.20 MAR11 360 57.750 22.57 -0.81 +++ BAE Systems plc - STND FUT (BA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 313.390 DEC10 Z 306.950 MAR11 H 307.570 JUN11 M 298.210 +++ AGFA-Gevaert NV (AGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4700 +++ Altria Group Inc (AGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.660 +++ Altria Group Inc - Cash FLEX Fut (JLY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 21.774 +++ Aggreko (AGK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1436.000 +++ Aggreko - STND FUT (AGK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1436.400 DEC10 Z 1439.030 MAR11 H 1441.930 JUN11 M 1445.010 +++ Aegon NV - Amer Phys FLEX Opt (AFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 420 0.0900 42.00 -0.36 +++ Aegon NV (AGN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3140 +++ Aegon NV - STND FUT (AGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.3150 OCT10 V 4.3160 NOV10 X 4.3190 DEC10 Z 4.3230 +++ Aegis Group (AGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 115.900 +++ Aegis Group- STND FUT (AGS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 114.800 DEC10 Z 115.010 MAR11 H 115.240 JUN11 M 113.660 +++ Anglo American plc (AHA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2465.000 +++ Anglo American plc - STND OPT (AHA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 867.500 95.34 0.99 SEP10 1600 0.000 64.86 0.00 666.500 66.05 0.99 SEP10 1800 0.500 62.32 -0.01 566.500 55.32 0.99 SEP10 1900 1.500 57.74 -0.01 467.500 49.61 0.98 SEP10 2000 2.500 51.63 -0.02 370.000 45.81 0.96 SEP10 2100 3.500 44.42 -0.04 274.500 41.40 0.91 SEP10 2200 7.000 39.07 -0.07 184.000 36.88 0.83 SEP10 2300 17.500 36.13 -0.17 108.000 34.73 0.66 SEP10 2400 41.000 34.04 -0.34 52.500 32.92 0.43 SEP10 2500 86.000 32.62 -0.57 18.500 30.72 0.21 SEP10 2600 154.500 31.88 -0.78 7.500 32.39 0.10 SEP10 2700 241.500 32.15 -0.91 2.000 32.79 0.03 SEP10 2800 337.000 32.87 -0.97 0.500 38.26 0.01 SEP10 3000 535.000 38.95 -0.99 0.000 43.12 0.00 SEP10 3200 735.000 44.51 -1.00 0.000 45.55 0.00 SEP10 3600 1135.000 53.11 -1.00 570.500 40.89 0.97 OCT10 1900 6.500 44.87 -0.04 476.500 40.99 0.94 OCT10 2000 11.500 42.61 -0.07 384.500 39.08 0.90 OCT10 2100 21.500 41.32 -0.12 299.500 37.96 0.83 OCT10 2200 34.000 38.64 -0.18 221.000 36.27 0.73 OCT10 2300 54.500 36.42 -0.27 154.000 34.91 0.61 OCT10 2400 87.000 34.90 -0.39 98.500 33.21 0.48 OCT10 2500 131.500 33.21 -0.52 58.500 32.04 0.34 OCT10 2600 192.000 32.20 -0.66 32.000 31.34 0.22 OCT10 2700 267.500 32.28 -0.78 16.500 30.93 0.13 OCT10 2800 350.500 31.34 -0.87 4.000 30.91 0.04 OCT10 3000 537.500 30.92 -0.97 591.500 45.43 0.91 NOV10 1900 24.500 46.08 -0.09 502.500 43.57 0.87 NOV10 2000 34.000 43.31 -0.13 417.000 41.44 0.83 NOV10 2100 49.000 41.52 -0.17 335.500 39.07 0.77 NOV10 2200 69.000 39.58 -0.24 262.500 37.37 0.69 NOV10 2300 94.500 37.55 -0.31 197.000 35.61 0.60 NOV10 2400 131.500 36.29 -0.40 144.000 34.46 0.50 NOV10 2500 176.500 34.71 -0.50 100.000 33.34 0.40 NOV10 2600 231.500 33.44 -0.60 43.000 31.96 0.22 NOV10 2800 376.500 32.48 -0.78 1587.000 64.42 1.00 DEC10 880 0.500 72.00 0.00 1507.500 60.58 1.00 DEC10 960 1.000 69.72 0.00 1467.500 59.35 1.00 DEC10 1000 1.500 68.00 0.00 1269.000 55.96 0.99 DEC10 1200 3.500 62.92 -0.01 1072.000 52.27 0.98 DEC10 1400 6.500 55.92 -0.02 879.500 49.02 0.96 DEC10 1600 14.000 51.62 -0.04 695.000 46.41 0.92 DEC10 1800 27.500 47.04 -0.08 605.000 44.23 0.89 DEC10 1900 38.500 45.32 -0.12 519.500 42.75 0.85 DEC10 2000 52.000 43.26 -0.15 360.000 39.12 0.74 DEC10 2200 92.000 39.38 -0.26 226.500 36.08 0.60 DEC10 2400 158.500 36.39 -0.40 128.500 34.06 0.43 DEC10 2600 259.500 34.21 -0.57 64.000 32.31 0.27 DEC10 2800 393.500 32.21 -0.74 27.500 30.96 0.14 DEC10 3000 563.500 32.69 -0.85 12.500 31.10 0.07 DEC10 3200 745.000 31.91 -0.93 3.500 33.01 0.02 DEC10 3600 1135.500 32.61 -0.99 724.000 43.52 0.88 MAR11 1800 65.000 44.75 -0.14 566.500 42.00 0.81 MAR11 2000 104.500 41.88 -0.21 418.000 38.95 0.71 MAR11 2200 158.000 38.77 -0.30 294.500 36.80 0.60 MAR11 2400 236.500 36.53 -0.42 196.500 35.09 0.47 MAR11 2600 341.000 34.87 -0.54 121.000 33.26 0.35 MAR11 2800 467.000 33.00 -0.67 70.500 31.99 0.24 MAR11 3000 623.000 32.54 -0.77 41.000 31.57 0.15 MAR11 3200 789.500 31.31 -0.85 11.500 30.37 0.05 MAR11 3600 1158.000 28.69 -0.96 1090.000 45.81 0.95 JUN11 1400 33.500 47.55 -0.06 911.000 43.64 0.92 JUN11 1600 57.000 44.90 -0.10 745.500 42.16 0.86 JUN11 1800 92.000 42.72 -0.16 595.500 40.53 0.78 JUN11 2000 140.500 40.45 -0.23 457.000 38.23 0.70 JUN11 2200 206.000 38.48 -0.31 341.500 36.72 0.60 JUN11 2400 288.500 36.67 -0.41 244.000 35.13 0.49 JUN11 2600 393.500 35.33 -0.51 169.500 33.83 0.39 JUN11 2800 516.500 33.72 -0.62 112.500 32.64 0.29 JUN11 3000 663.000 32.96 -0.71 74.000 31.96 0.21 JUN11 3200 820.000 31.77 -0.79 1596.000 56.38 0.99 DEC11 880 25.000 58.64 -0.03 1519.500 54.56 0.98 DEC11 960 29.000 56.06 -0.04 1482.000 53.73 0.98 DEC11 1000 31.500 54.91 -0.04 1296.500 50.12 0.95 DEC11 1200 47.500 50.27 -0.06 1120.000 47.21 0.92 DEC11 1400 72.000 46.85 -0.09 954.500 44.76 0.87 DEC11 1600 106.500 44.18 -0.14 802.500 42.78 0.82 DEC11 1800 153.000 41.95 -0.19 663.000 40.88 0.75 DEC11 2000 212.500 40.08 -0.25 429.500 37.65 0.61 DEC11 2400 377.000 36.95 -0.40 256.000 34.90 0.44 DEC11 2800 601.000 34.28 -0.56 137.500 32.46 0.29 DEC11 3200 882.500 31.97 -0.72 801.000 49.17 0.74 JUN12 2000 334.500 45.30 -0.27 556.500 43.21 0.63 JUN12 2400 510.500 41.93 -0.38 381.000 40.00 0.51 JUN12 2800 745.500 40.00 -0.50 257.500 38.31 0.39 JUN12 3200 1016.500 38.31 -0.61 839.000 47.42 0.74 DEC12 2000 383.000 44.34 -0.27 617.500 43.00 0.64 DEC12 2400 583.500 42.64 -0.37 526.500 41.45 0.59 DEC12 2600 693.000 41.45 -0.42 454.500 40.68 0.54 DEC12 2800 816.500 40.68 -0.47 328.500 38.92 0.43 DEC12 3200 1081.000 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 604.030 44.23 0.89 17120 1900 37.930 45.32 -0.11 +++ Anglo American plc - Amer Cash FLEX Opt (AHW/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2000 2.500 51.63 -0.02 17090 2200 7.000 39.07 -0.07 17090 2400 41.000 34.04 -0.34 +++ AEX High Dividend Index (AHI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 82.9200 +++ Koninklijke Ahold NV - Euro Cash FLEX Opt (AHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0092 22.12 0.05 17090 1038 +++ Koninklijke Ahold NV (AHL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.6370 +++ Koninklijke Ahold NV - STND FUT (AHL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.6390 OCT10 V 9.6420 NOV10 X 9.6490 DEC10 Z 9.6580 +++ Koninklijke Ahold NV - Amer Phys FLEX Opt (AHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 800 0.1000 30.92 -0.11 +++ Air Liquide SA (AI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 85.1100 +++ Air Liquide SA - STND FUT (AI /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 85.1240 OCT10 V 85.1550 NOV10 X 85.2140 DEC10 Z 85.2930 +++ Air Liquide - Euro Cash FLEX Opt (AIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5440 21.42 0.25 17090 8771 +++ Allied Irish Banks Plc (AIB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7600 +++ Air France-KLM (AIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.9300 +++ American International Group (AIG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.690 +++ Allied Irish Banks plc (AIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7550 +++ Huntington Bancshares Inc (AJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.570 +++ Arkema (AKE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.7400 +++ Akzo Nobel NV - Amer Phys FLEX Opt (AKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.6800 28.47 0.67 17061 4000 3.1000 28.65 -0.37 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 43.3000 +++ Akzo Nobel NV - STND FUT (AKZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 43.3070 OCT10 V 43.3230 NOV10 X 43.0150 DEC10 Z 43.0550 +++ Allergan Inc (AL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.560 +++ Corp Financiera Alba (ALB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.0500 +++ Alfa Laval AB (ALF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 112.2000 +++ Alliance Oil company Ltd. (ALI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 89.5000 +++ Almirall SA (ALM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.0700 +++ Alpha Bank AE (ALP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4500 +++ Alstom RPGT (ALS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.2150 +++ Alstom SA - Amer Phys FLEX Opt (ZWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0041 26.89 0.01 17090 4500 3.3100 30.33 0.42 16121 4400 +++ Alstom SA - Amer Cash FLEX Opt (ZWU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.3100 30.33 0.42 16121 4400 +++ Alstom SA - Euro Phys FLEX Opt (ZWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5230 26.67 0.37 17090 4000 1.3011 26.67 -0.63 +++ Allianz AG - Euro Cash FLEX Opt (ALJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0806 21.78 0.05 17090 8993 +++ Allianz AG - Amer Phys FLEX Opt (ALQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 7200 0.0327 34.81 -0.02 17090 8000 0.4207 24.80 -0.18 1.3401 22.23 0.47 17090 8400 17120 5000 0.1102 46.40 -0.01 17120 6200 0.4695 38.24 -0.06 17120 7000 0.9634 31.57 -0.13 17120 8000 2.9040 25.95 -0.34 16121 12000 39.7710 20.60 -0.96 10.4741 27.87 0.53 21122 8500 16.9520 26.79 -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 83.6442 OCT10 V 83.6746 NOV10 X 83.7322 DEC10 Z 83.8098 +++ Allianz AG - Euro Phys FLEX Opt (ALX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.2777 24.14 0.52 17120 8400 4.4594 24.45 -0.48 3.3167 23.66 0.45 17120 8600 5.4808 23.90 -0.55 0.0423 22.65 0.01 17120 11100 27.0903 22.65 -0.99 0.0096 23.83 0.00 17120 12000 36.0315 23.83 -1.00 0.0093 32.90 0.00 17120 14000 55.9732 32.90 -1.00 17120 14130 57.2694 33.38 -1.00 0.0092 40.14 0.00 17120 16000 75.9154 40.29 -1.00 17061 7421 5.1419 28.77 -0.33 7.6253 26.61 0.55 17061 8000 7.3685 26.80 -0.45 16121 8500 11.8804 26.40 -0.51 16121 16000 77.9731 20.23 -1.00 +++ AMG Advanced Metallurgical Group NV (AM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.3750 +++ Anadarko Petroleum Corp (AMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.850 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 946.000 +++ Amec - STND FUT (AME/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 946.260 DEC10 Z 948.000 MAR11 H 949.910 JUN11 M 951.940 +++ Amgen Inc - Physical STND FUT (AGX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 52.343 OCT10 V 52.314 NOV10 X 52.280 DEC10 Z 52.254 +++ Amgen Inc (AMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.360 +++ Amlin (AML/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 419.400 +++ Amlin - STND FUT (AML/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 419.520 DEC10 Z 420.290 MAR11 H 421.130 JUN11 M 422.030 +++ Ameren Corp (AMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.550 +++ Amplifon SpA (AMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6000 +++ Amazon.Com Inc (AMZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 134.120 +++ Gannett Co Inc (AN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.350 +++ Andritz AG (AND/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.7500 +++ Ansaldo STS SpA (ANS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.4750 +++ Antofagasta (ANT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1082.000 +++ Antofagasta plc - STND FUT (ANT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1080.050 DEC10 Z 1082.030 MAR11 H 1084.210 JUN11 M 1082.770 +++ Antofagasta PLC - STND OPT (ATT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 402.750 97.65 0.99 SEP10 680 0.000 67.83 0.00 369.750 88.60 0.99 SEP10 713 0.000 65.00 0.00 330.750 78.70 0.99 SEP10 752 0.000 59.33 0.00 290.750 68.75 0.99 SEP10 792 0.000 55.56 0.00 252.000 62.98 0.98 SEP10 831 0.250 50.84 -0.01 212.500 55.96 0.98 SEP10 871 0.250 45.10 -0.01 173.000 49.82 0.96 SEP10 911 0.500 39.67 -0.02 135.250 44.14 0.93 SEP10 950 1.750 37.39 -0.05 98.500 40.67 0.87 SEP10 990 4.500 35.47 -0.11 24.500 31.26 0.47 SEP10 1089 33.500 31.83 -0.54 3.000 32.74 0.09 SEP10 1188 113.250 38.75 -0.87 0.000 43.07 0.00 SEP10 1386 307.500 61.82 -0.97 443.750 50.71 0.98 DEC10 640 2.000 48.95 -0.02 366.500 47.03 0.96 DEC10 720 4.750 46.57 -0.04 328.250 44.72 0.94 DEC10 760 7.000 44.89 -0.06 292.250 43.93 0.92 DEC10 800 10.750 43.87 -0.08 256.500 42.42 0.89 DEC10 840 14.750 42.34 -0.11 229.750 41.31 0.86 DEC10 871 19.000 41.28 -0.14 197.000 40.27 0.82 DEC10 911 26.500 40.37 -0.18 167.750 39.61 0.76 DEC10 950 35.750 39.46 -0.24 139.750 38.69 0.70 DEC10 990 48.000 38.71 -0.30 81.500 36.32 0.53 DEC10 1089 89.000 36.45 -0.47 46.250 36.47 0.35 DEC10 1188 151.000 35.93 -0.65 12.000 36.43 0.12 DEC10 1386 316.500 36.71 -0.88 11.250 36.67 0.12 DEC10 1400 329.750 36.94 -0.89 449.250 45.66 0.96 MAR11 640 6.500 45.09 -0.04 376.000 43.35 0.93 MAR11 720 13.000 43.08 -0.07 341.000 42.56 0.90 MAR11 760 18.000 42.43 -0.10 306.500 41.41 0.88 MAR11 800 23.250 41.25 -0.12 274.250 40.77 0.84 MAR11 840 31.000 40.59 -0.16 244.000 40.17 0.80 MAR11 880 40.250 39.95 -0.20 214.500 39.32 0.76 MAR11 920 50.500 39.09 -0.24 187.250 38.72 0.72 MAR11 960 64.750 39.05 -0.29 163.000 38.21 0.67 MAR11 1000 78.250 37.80 -0.33 108.250 36.35 0.53 MAR11 1100 124.000 36.25 -0.47 69.000 35.45 0.40 MAR11 1200 186.500 36.00 -0.60 25.000 34.26 0.19 MAR11 1400 341.750 34.63 -0.82 +++ Antofagasta plc - Amer Phys FLEX Opt (KFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 966.030 88.88 1.00 04100 116 949.030 84.75 1.00 12100 133 966.030 73.92 1.00 02110 116 +++ Time Warner Inc (AOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.150 +++ Time Warner Inc - Physical STND FUT (AOX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 31.154 OCT10 V 31.160 NOV10 X 31.170 DEC10 Z 31.178 +++ Time Warner Inc - Cash FLEX Fut (ZTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 31.154 +++ Accor SA (AOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.2200 +++ Atlas Copco AB-B (AP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 106.5000 +++ Leggett & Platt Inc (AQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.520 +++ Aareal Bank AG (AR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.1200 +++ Arcadis N.V (ARC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.4000 +++ Arriva (ARI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 773.000 773.000 +++ Arriva - STND FUT (ARI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 764.900 773.000 DEC10 Z 766.310 773.000 MAR11 H 767.850 773.000 JUN11 M 769.490 773.000 +++ ARM Holdings plc - STND FUT (AMR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 360.100 DEC10 Z 360.760 MAR11 H 361.490 JUN11 M 360.510 +++ ARM Holdings plc (ARM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 360.000 +++ ARM Holdings plc - STND OPT (ARM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 220.000 69.94 1.00 SEP10 140 0.000 77.66 0.00 200.000 69.38 1.00 SEP10 160 0.000 76.45 0.00 190.000 68.47 1.00 SEP10 170 0.000 74.65 0.00 180.000 67.55 1.00 SEP10 180 0.000 71.64 0.00 170.000 65.17 1.00 SEP10 190 0.000 69.39 0.00 160.000 63.61 1.00 SEP10 200 0.000 66.98 0.00 150.000 61.70 1.00 SEP10 210 0.000 63.83 0.00 140.000 59.62 1.00 SEP10 220 0.000 61.25 0.00 130.000 58.50 1.00 SEP10 230 0.000 57.91 0.00 120.000 57.03 1.00 SEP10 240 0.000 56.47 0.00 100.000 55.32 1.00 SEP10 260 0.000 52.94 0.00 80.250 54.17 0.99 SEP10 280 0.000 50.85 -0.01 60.750 52.89 0.96 SEP10 300 0.500 50.41 -0.04 51.500 52.15 0.92 SEP10 310 1.250 49.78 -0.07 42.750 51.59 0.87 SEP10 320 2.500 50.55 -0.12 34.250 50.84 0.81 SEP10 330 4.000 49.85 -0.19 27.000 50.28 0.73 SEP10 340 6.250 48.16 -0.27 20.250 49.72 0.63 SEP10 350 10.250 49.59 -0.37 15.250 50.47 0.52 SEP10 360 15.750 52.48 -0.48 11.250 51.65 0.42 SEP10 370 21.500 52.48 -0.58 8.000 51.95 0.33 SEP10 380 28.250 52.90 -0.67 5.500 51.63 0.25 SEP10 390 36.000 53.92 -0.74 3.750 52.74 0.18 SEP10 400 43.750 52.48 -0.82 1.750 54.38 0.10 SEP10 420 62.250 58.25 -0.89 160.750 47.54 0.99 DEC10 200 0.500 50.66 -0.01 141.000 45.77 0.98 DEC10 220 0.750 48.07 -0.02 131.750 48.66 0.97 DEC10 230 1.250 47.09 -0.03 122.250 47.84 0.96 DEC10 240 1.500 46.29 -0.04 103.750 45.82 0.93 DEC10 260 3.250 45.22 -0.07 86.250 44.37 0.88 DEC10 280 5.500 43.55 -0.12 70.250 43.61 0.82 DEC10 300 9.250 42.97 -0.18 55.750 42.75 0.74 DEC10 320 15.000 42.62 -0.26 43.250 42.31 0.65 DEC10 340 23.750 44.01 -0.36 32.750 41.76 0.55 DEC10 360 32.000 41.95 -0.45 24.500 41.63 0.45 DEC10 380 44.000 42.05 -0.55 17.750 41.21 0.36 DEC10 400 57.000 41.39 -0.64 9.000 40.93 0.22 DEC10 440 88.250 41.22 -0.78 126.000 45.11 0.92 MAR11 240 5.000 44.99 -0.08 109.250 44.53 0.88 MAR11 260 8.250 44.66 -0.12 93.500 43.73 0.83 MAR11 280 12.250 43.58 -0.17 78.750 42.81 0.77 MAR11 300 17.500 42.78 -0.23 65.250 41.78 0.71 MAR11 320 24.500 42.28 -0.29 53.750 41.24 0.64 MAR11 340 32.500 41.46 -0.36 43.500 40.72 0.57 MAR11 360 42.250 40.84 -0.44 35.000 40.49 0.49 MAR11 380 53.750 40.56 -0.51 27.750 39.86 0.42 MAR11 400 66.750 40.45 -0.58 17.750 40.10 0.30 MAR11 440 96.500 40.32 -0.70 +++ M&T Bank Corp (AS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 87.770 +++ ASML Holding NV (ASL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.6100 +++ ASML Holding NV - STND FUT (ASL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.6140 OCT10 V 20.6210 NOV10 X 20.6350 DEC10 Z 20.6540 +++ ASML Holding NV - Amer Phys FLEX Opt (FDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4200 31.95 0.22 17120 2400 0.0400 39.46 0.03 17120 3200 +++ Aspen Insurance Holdings Ltd (ASP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.580 +++ Assa Abloy AB (ASS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 153.6000 +++ Altri SGPS (AT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6400 +++ Atos Origin SA (AT0/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.1850 +++ Atlas Copco AB A shares (ATA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 117.1000 +++ Autogrill SPA (ATG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.3100 +++ Atkins (WS) (ATK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 690.000 +++ Atkins (WS) STND FUT (ATK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 690.190 DEC10 Z 691.460 MAR11 H 692.850 JUN11 M 694.330 +++ Actelion Ltd (ATL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.910 +++ AO Tatneft (ATO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.9900 +++ Atlantia SpA (ATS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.2900 +++ Atlantia SpA - STND FUT (AUT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.2926 OCT10 V 15.2981 NOV10 X 15.3087 DEC10 Z 14.9826 +++ Autonomy Corporation (AUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1716.000 +++ Autonomy Corporation STND FUT (AUC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1716.480 DEC10 Z 1719.630 MAR11 H 1723.080 JUN11 M 1726.770 +++ Grupo Ezentis SA (AVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.5740 +++ Ackermans & Van Haaren (AVH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.8200 +++ Eastman Chemical Co (AW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.150 +++ British Airways PLC (AWS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 221.600 +++ British Airways PLC - STND OPT (AWS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 61.750 36.39 1.00 SEP10 160 0.000 41.19 0.00 51.750 35.09 1.00 SEP10 170 0.000 39.87 0.00 41.750 34.02 1.00 SEP10 180 0.000 38.56 0.00 36.750 33.22 1.00 SEP10 185 0.000 37.42 -0.01 31.750 32.96 0.99 SEP10 190 0.250 37.42 -0.02 26.750 31.64 0.98 SEP10 195 0.250 36.69 -0.04 22.000 31.37 0.95 SEP10 200 0.500 35.97 -0.08 17.250 30.05 0.90 SEP10 205 1.000 34.69 -0.13 13.000 28.56 0.82 SEP10 210 2.000 33.44 -0.21 9.250 28.30 0.71 SEP10 215 3.250 33.03 -0.32 6.000 27.76 0.56 SEP10 220 5.250 32.65 -0.44 3.750 27.67 0.41 SEP10 225 7.750 31.93 -0.58 2.000 27.57 0.27 SEP10 230 11.000 31.93 -0.70 1.250 30.00 0.18 SEP10 235 15.000 31.67 -0.80 1.250 34.92 0.15 SEP10 240 19.250 31.57 -0.88 0.000 33.34 0.01 SEP10 260 38.500 32.52 -0.99 0.000 34.44 0.00 SEP10 280 58.500 33.72 -1.00 0.000 36.88 0.00 SEP10 300 78.500 36.37 -1.00 0.000 38.91 0.00 SEP10 310 88.500 37.82 -1.00 0.000 40.89 0.00 SEP10 320 98.500 39.74 -1.00 42.250 34.86 0.96 OCT10 180 1.000 40.91 -0.06 32.750 32.90 0.92 OCT10 190 1.750 39.37 -0.11 28.250 31.78 0.89 OCT10 195 2.500 38.81 -0.15 23.750 30.51 0.85 OCT10 200 3.500 38.51 -0.20 19.500 29.44 0.79 OCT10 205 4.500 37.41 -0.25 15.750 29.16 0.72 OCT10 210 6.000 36.71 -0.31 12.750 29.28 0.64 OCT10 215 8.000 36.75 -0.38 10.000 29.39 0.55 OCT10 220 10.500 37.00 -0.45 7.500 29.39 0.46 OCT10 225 13.250 37.20 -0.52 5.750 29.59 0.38 OCT10 230 16.250 37.55 -0.58 4.250 29.67 0.30 OCT10 235 19.750 37.55 -0.65 3.000 29.81 0.24 OCT10 240 23.250 37.65 -0.71 0.750 30.51 0.07 OCT10 260 40.250 39.23 -0.87 0.250 30.93 0.02 OCT10 280 59.000 40.07 -0.95 35.000 35.49 0.85 NOV10 190 5.000 42.22 -0.19 26.750 33.30 0.77 NOV10 200 6.750 38.94 -0.25 23.000 32.45 0.73 NOV10 205 8.000 38.15 -0.30 19.750 32.32 0.67 NOV10 210 10.000 37.67 -0.34 17.000 32.65 0.61 NOV10 215 11.750 37.19 -0.39 14.250 32.44 0.55 NOV10 220 14.000 36.74 -0.45 12.000 32.27 0.49 NOV10 225 17.250 37.93 -0.50 10.250 33.01 0.44 NOV10 230 20.000 37.61 -0.55 6.500 31.93 0.33 NOV10 240 27.000 38.41 -0.64 2.250 30.25 0.15 NOV10 260 42.250 37.19 -0.80 62.750 36.19 0.96 DEC10 160 1.500 42.32 -0.06 53.250 35.22 0.93 DEC10 170 2.500 41.56 -0.10 44.500 34.37 0.89 DEC10 180 4.250 41.19 -0.15 36.000 33.60 0.83 DEC10 190 6.500 40.97 -0.21 28.750 33.39 0.75 DEC10 200 9.500 40.68 -0.28 22.250 33.28 0.66 DEC10 210 13.500 40.37 -0.36 17.000 33.49 0.56 DEC10 220 18.000 40.01 -0.44 12.500 33.35 0.46 DEC10 230 23.750 40.01 -0.52 9.250 33.55 0.37 DEC10 240 29.750 39.41 -0.60 5.000 34.46 0.23 DEC10 260 44.750 39.40 -0.74 3.000 36.61 0.14 DEC10 280 61.250 37.95 -0.85 0.750 38.26 0.05 DEC10 320 99.000 39.65 -0.95 65.250 37.47 0.91 MAR11 160 4.750 43.76 -0.12 48.750 36.43 0.82 MAR11 180 9.750 43.66 -0.21 41.500 35.86 0.77 MAR11 190 12.500 42.32 -0.25 34.750 35.28 0.71 MAR11 200 16.250 42.17 -0.31 28.750 34.89 0.64 MAR11 210 20.500 41.42 -0.37 23.750 34.65 0.57 MAR11 220 25.000 40.52 -0.43 19.250 34.65 0.50 MAR11 230 30.500 39.97 -0.49 15.750 34.65 0.43 MAR11 240 36.500 39.54 -0.55 6.500 34.91 0.22 MAR11 280 67.000 40.91 -0.73 +++ British Airways plc - STND FUT (BAY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 221.660 DEC10 Z 222.070 MAR11 H 222.510 JUN11 M 222.990 +++ Aker Solutions ASA (AX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.6500 +++ Axa SA (AXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.8850 +++ Axa SA - STND FUT (AXA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.8870 OCT10 V 12.8920 NOV10 X 12.9010 DEC10 Z 12.9130 +++ AXA SA - Euro Cash FLEX Opt (CJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0926 39.87 0.17 17090 1396 1.5637 40.79 0.53 17061 1270 2.0206 40.79 -0.47 +++ AXA SA - Amer Phys FLEX Opt (CJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 1200 0.3800 43.34 -0.29 19110 1100 0.3600 47.64 -0.20 17120 1759 4.7200 31.75 -0.97 17120 2247 9.5850 27.32 -1.00 16091 1300 2.4691 41.15 -0.47 16091 1400 3.0473 39.32 -0.55 0.6500 35.30 0.25 16121 1759 0.6445 33.47 0.24 21122 1900 +++ AXA SA - Euro Phys FLEX Opt (CJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0006 46.62 0.00 17090 1700 4.1126 46.62 -1.00 1.6807 43.56 0.67 17120 1200 0.7608 43.56 -0.33 0.6330 37.73 0.39 17120 1400 1.7074 37.73 -0.61 0.1636 34.40 0.14 17120 1600 3.2322 34.40 -0.86 0.0731 33.44 0.08 17120 1700 4.1388 33.44 -0.92 0.0035 29.46 0.01 17120 1954 6.6018 29.46 -0.99 1.1460 38.97 0.44 17061 1368 2.5747 38.97 -0.56 16121 1563 4.3109 37.73 -0.63 16121 3127 18.7184 39.08 -0.97 +++ Axel Springer AG (AXE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 92.5000 +++ AEX Index (AXI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 326.5700 +++ Acergy SA (AY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 102.3000 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 3280.000 +++ AstraZeneca plc - STND OPT (AZA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1280.500 38.95 1.00 SEP10 2000 0.000 45.44 0.00 880.500 37.13 1.00 SEP10 2400 0.000 44.85 0.00 681.000 36.31 1.00 SEP10 2600 0.000 40.61 0.00 481.000 29.46 1.00 SEP10 2800 1.000 33.02 -0.01 381.500 26.82 0.99 SEP10 2900 1.500 29.74 -0.02 283.000 23.78 0.97 SEP10 3000 3.000 25.02 -0.04 189.000 22.38 0.89 SEP10 3100 8.000 22.16 -0.11 103.500 19.85 0.73 SEP10 3200 21.000 19.01 -0.26 38.500 17.32 0.44 SEP10 3300 60.500 18.37 -0.55 9.000 16.46 0.15 SEP10 3400 130.000 17.66 -0.83 0.500 18.50 0.01 SEP10 3600 320.000 18.29 -1.00 0.000 19.95 0.00 SEP10 3800 520.000 18.89 -1.00 682.500 26.66 1.00 OCT10 2600 1.000 29.60 -0.01 486.500 25.72 0.97 OCT10 2800 4.500 26.18 -0.04 299.500 23.33 0.88 OCT10 3000 16.000 22.86 -0.12 209.500 20.57 0.80 OCT10 3100 29.000 21.11 -0.21 138.000 20.25 0.66 OCT10 3200 54.500 20.01 -0.34 76.500 18.58 0.48 OCT10 3300 95.500 18.94 -0.52 37.500 18.01 0.30 OCT10 3400 156.000 18.34 -0.70 6.000 17.57 0.07 OCT10 3600 325.000 18.14 -0.93 1.500 19.53 0.02 OCT10 3800 520.000 17.26 -1.00 500.000 25.85 0.92 NOV10 2800 16.500 26.28 -0.09 323.000 23.39 0.81 NOV10 3000 38.000 23.24 -0.19 243.500 22.11 0.73 NOV10 3100 59.000 22.11 -0.27 174.500 21.20 0.62 NOV10 3200 89.000 21.08 -0.38 115.500 20.07 0.50 NOV10 3300 130.000 20.00 -0.50 71.500 19.48 0.37 NOV10 3400 186.500 19.40 -0.63 22.500 18.67 0.16 NOV10 3600 338.000 18.53 -0.85 5.500 18.53 0.05 NOV10 3800 523.000 18.96 -0.96 1683.500 41.39 1.00 DEC10 1600 0.500 46.15 0.00 1484.000 39.03 1.00 DEC10 1800 1.000 44.95 0.00 1285.000 35.95 1.00 DEC10 2000 2.500 40.76 -0.01 889.500 29.73 0.98 DEC10 2400 5.000 30.42 -0.02 696.000 27.39 0.95 DEC10 2600 12.000 28.23 -0.05 509.500 25.00 0.90 DEC10 2800 25.000 25.45 -0.11 341.000 23.36 0.78 DEC10 3000 55.000 23.43 -0.22 261.000 21.70 0.71 DEC10 3100 78.500 22.37 -0.29 197.000 21.42 0.61 DEC10 3200 108.500 21.13 -0.39 93.000 19.76 0.40 DEC10 3400 205.000 19.54 -0.61 36.500 19.00 0.20 DEC10 3600 349.000 18.66 -0.81 4.000 18.91 0.03 DEC10 4000 721.500 19.75 -0.98 897.000 29.10 0.96 MAR11 2400 24.000 28.32 -0.07 707.000 26.68 0.93 MAR11 2600 42.000 26.14 -0.13 529.000 25.09 0.86 MAR11 2800 76.500 24.47 -0.22 362.500 22.74 0.76 MAR11 3000 129.000 22.61 -0.34 226.500 21.36 0.61 MAR11 3200 210.000 21.16 -0.49 129.000 20.63 0.43 MAR11 3400 329.000 20.43 -0.65 64.500 19.89 0.26 MAR11 3600 475.000 19.53 -0.79 12.500 19.28 0.07 MAR11 4000 834.000 19.33 -0.94 901.500 28.45 0.95 JUN11 2400 43.500 27.89 -0.10 544.500 25.01 0.83 JUN11 2800 111.000 24.48 -0.24 390.500 23.63 0.72 JUN11 3000 170.500 22.97 -0.35 259.500 22.08 0.59 JUN11 3200 257.000 21.95 -0.48 159.500 20.97 0.44 JUN11 3400 366.000 20.80 -0.61 93.500 20.28 0.30 JUN11 3600 509.500 20.51 -0.73 28.000 19.58 0.11 JUN11 4000 847.500 19.80 -0.90 1490.500 37.15 0.99 DEC11 1800 23.000 32.07 -0.04 1296.500 34.90 0.97 DEC11 2000 39.000 30.70 -0.07 921.500 30.27 0.91 DEC11 2400 89.000 27.39 -0.15 573.000 25.20 0.79 DEC11 2800 181.000 24.38 -0.29 309.500 22.63 0.57 DEC11 3200 341.000 21.95 -0.48 149.500 21.45 0.35 DEC11 3600 587.000 20.48 -0.68 922.500 29.50 0.91 JUN12 2400 133.500 26.00 -0.19 586.000 25.23 0.77 JUN12 2800 254.500 23.88 -0.34 338.000 23.13 0.56 JUN12 3200 450.500 22.71 -0.51 178.000 21.65 0.36 JUN12 3600 740.500 23.82 -0.65 936.500 29.98 0.89 DEC12 2400 168.500 25.22 -0.22 606.500 25.41 0.75 DEC12 2800 289.500 22.60 -0.35 366.500 23.20 0.56 DEC12 3200 496.000 21.91 -0.51 188.000 20.50 0.37 DEC12 3600 783.000 22.81 -0.64 +++ AstraZeneca plc - Euro Cash FLEX Opt (AZJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.260 16.75 0.10 17090 3428 +++ AstraZeneca plc - STND FUT (AZN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3280.910 DEC10 Z 3286.930 MAR11 H 3176.680 JUN11 M 3183.470 +++ AstraZeneca plc - Amer Phys FLEX Opt (AZQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.580 17.48 0.03 17090 3500 17120 2200 3.320 35.59 -0.01 139.280 20.59 0.51 17120 3300 742.280 27.73 0.86 16121 2600 128.740 25.88 -0.21 +++ AstraZeneca plc - Euro Phys FLEX Opt (AZX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 2.170 40.76 -0.01 889.340 29.73 0.98 17120 2400 4.810 30.42 -0.02 509.320 25.00 0.90 17120 2800 24.630 25.45 -0.11 196.150 21.42 0.61 17120 3200 139.280 20.59 0.51 17120 3300 3.770 18.91 0.03 17120 4000 553.060 25.41 0.66 21122 2800 283.460 22.60 -0.34 436.180 23.96 0.56 20123 3000 485.520 22.02 -0.45 +++ Bauer AG (BAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.3100 +++ Bank of Ireland (BAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7400 +++ BASF SE (BAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.0250 +++ BASF SE - STND FUT (BAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 43.0323 OCT10 V 43.0479 NOV10 X 43.0776 DEC10 Z 43.1175 +++ BASF SE - Euro Cash FLEX Opt (BJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0817 27.04 0.08 17090 4658 +++ BASF SE - Amer Phys FLEX Opt (BJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 4000 0.5596 29.17 -0.22 16121 4400 6.6791 24.53 -0.58 2.4160 29.44 0.34 16121 5000 +++ BASF SE - Euro Phys FLEX Opt (BJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0253 27.78 0.03 17090 4800 4.9971 28.65 -0.97 18.1215 43.23 0.99 17120 2500 0.0299 44.64 -0.01 4.5699 30.60 0.71 17120 4000 1.4621 31.00 -0.29 1.7785 27.45 0.42 17120 4500 3.6425 27.67 -0.58 17061 3830 2.8076 26.57 -0.37 6.0664 32.86 0.59 16121 4000 4.5941 26.95 -0.42 6.0554 31.83 0.50 20123 4600 11.7515 27.12 -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 ------- -------- ---------- ---------- ---------- ---------- 59.9400 +++ BBA Aviation plc (BBA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 183.000 +++ BBA Aviation plc (BBA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 179.380 DEC10 Z 179.710 MAR11 H 180.070 JUN11 M 171.880 +++ Barclays plc - STND FUT (BAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 312.090 DEC10 Z 311.660 MAR11 H 309.780 JUN11 M 309.200 +++ Barclays plc - Euro Cash FLEX Opt (BBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.660 35.28 0.22 17090 331 +++ Barclays PLC (BBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 312.000 +++ Barclays PLC - STND OPT (BBL/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 112.250 99.03 0.99 SEP10 200 1.000 120.75 -0.03 92.500 82.30 0.98 SEP10 220 1.250 103.97 -0.04 72.500 66.64 0.97 SEP10 240 1.500 86.32 -0.06 53.000 57.49 0.94 SEP10 260 1.750 66.90 -0.08 34.500 49.96 0.86 SEP10 280 2.750 51.81 -0.14 25.750 46.19 0.79 SEP10 290 4.000 48.04 -0.22 18.000 42.96 0.69 SEP10 300 6.500 44.81 -0.32 11.750 40.56 0.55 SEP10 310 10.000 42.41 -0.45 6.750 38.43 0.39 SEP10 320 15.000 40.28 -0.60 3.000 35.17 0.24 SEP10 330 21.750 39.34 -0.74 1.500 36.32 0.14 SEP10 340 29.750 36.95 -0.86 1.000 38.15 0.08 SEP10 350 38.750 38.25 -0.92 0.500 38.15 0.04 SEP10 360 48.500 41.31 -0.95 0.000 38.15 0.01 SEP10 380 68.250 47.49 -0.98 0.000 38.15 0.00 SEP10 400 88.000 51.28 -0.99 0.000 38.15 0.00 SEP10 420 108.000 56.53 -0.99 0.000 38.15 0.00 SEP10 440 128.000 58.50 -1.00 0.000 38.15 0.00 SEP10 480 168.000 67.06 -1.00 93.750 65.89 0.95 OCT10 220 2.500 72.21 -0.06 74.750 58.92 0.92 OCT10 240 2.750 59.22 -0.08 56.500 52.32 0.87 OCT10 260 4.500 53.09 -0.14 40.250 49.00 0.77 OCT10 280 7.750 48.53 -0.23 32.750 46.90 0.70 OCT10 290 10.500 47.03 -0.30 25.250 43.67 0.63 OCT10 300 13.250 44.29 -0.37 19.000 41.60 0.55 OCT10 310 17.000 41.92 -0.45 13.750 39.67 0.46 OCT10 320 21.750 40.55 -0.54 9.750 38.55 0.36 OCT10 330 27.500 38.90 -0.63 6.500 37.42 0.28 OCT10 340 34.250 37.21 -0.72 3.750 34.98 0.19 OCT10 350 41.750 35.41 -0.81 2.500 35.09 0.13 OCT10 360 50.250 35.43 -0.87 0.500 32.36 0.04 OCT10 380 68.500 32.54 -0.96 0.250 30.89 0.01 OCT10 400 88.250 37.75 -0.97 0.000 29.46 0.00 OCT10 440 128.000 44.82 -0.99 62.000 53.97 0.81 NOV10 260 9.750 53.76 -0.20 45.750 48.67 0.73 NOV10 280 14.000 48.86 -0.28 38.250 46.20 0.68 NOV10 290 16.750 46.88 -0.33 31.500 44.24 0.62 NOV10 300 20.000 44.57 -0.39 25.250 42.03 0.56 NOV10 310 23.750 42.73 -0.45 19.750 40.24 0.49 NOV10 320 28.500 41.06 -0.52 15.250 38.74 0.41 NOV10 330 33.500 38.85 -0.59 11.500 37.66 0.35 NOV10 340 40.000 37.95 -0.66 6.000 35.70 0.22 NOV10 360 54.250 35.65 -0.78 272.000 85.25 1.00 DEC10 40 0.000 87.61 0.00 264.000 82.81 1.00 DEC10 48 0.000 85.17 0.00 252.000 82.81 1.00 DEC10 60 0.000 85.17 0.00 232.250 81.85 1.00 DEC10 80 0.000 84.21 0.00 224.250 81.85 1.00 DEC10 88 0.000 84.21 0.00 216.250 80.39 1.00 DEC10 96 0.000 82.75 0.00 212.250 79.43 1.00 DEC10 100 0.000 81.79 0.00 192.500 78.66 0.99 DEC10 120 0.500 81.02 -0.01 172.750 75.86 0.99 DEC10 140 1.000 78.22 -0.02 153.500 71.49 0.98 DEC10 160 1.750 73.85 -0.03 135.000 70.83 0.95 DEC10 180 3.500 73.19 -0.06 116.250 65.73 0.93 DEC10 200 5.000 68.09 -0.08 98.500 61.91 0.89 DEC10 220 7.500 64.27 -0.12 81.500 58.02 0.84 DEC10 240 9.750 58.42 -0.16 64.750 53.05 0.78 DEC10 260 13.250 53.45 -0.22 54.750 50.35 0.74 DEC10 273 16.250 50.75 -0.27 49.000 47.99 0.71 DEC10 280 18.500 50.14 -0.30 36.250 45.68 0.61 DEC10 300 24.750 45.97 -0.39 29.000 43.28 0.55 DEC10 312 29.750 43.97 -0.45 24.750 42.14 0.50 DEC10 320 33.000 42.11 -0.50 15.750 39.55 0.38 DEC10 340 44.250 39.80 -0.62 12.000 38.12 0.32 DEC10 351 50.250 36.30 -0.70 9.250 36.92 0.27 DEC10 360 57.500 36.67 -0.74 4.500 33.85 0.16 DEC10 380 72.250 32.51 -0.85 3.250 33.59 0.13 DEC10 390 81.500 33.11 -0.88 0.250 34.01 0.02 DEC10 467 155.750 36.37 -0.98 0.250 34.30 0.01 DEC10 480 169.750 45.30 -0.95 120.250 60.71 0.89 MAR11 200 9.750 61.27 -0.12 87.250 53.95 0.81 MAR11 240 16.750 54.03 -0.20 57.750 47.08 0.69 MAR11 280 28.000 47.69 -0.32 44.750 43.89 0.61 MAR11 300 35.250 44.70 -0.40 33.750 41.56 0.53 MAR11 320 43.750 41.83 -0.48 24.250 39.19 0.44 MAR11 340 53.750 38.66 -0.57 16.750 37.16 0.34 MAR11 360 66.500 37.06 -0.66 7.000 34.07 0.19 MAR11 400 97.000 34.22 -0.81 2.500 31.71 0.08 MAR11 440 132.250 31.48 -0.92 0.750 30.62 0.03 MAR11 480 171.250 33.54 -0.95 123.500 57.99 0.87 JUN11 200 13.500 57.19 -0.13 91.250 50.80 0.79 JUN11 240 21.500 50.37 -0.21 63.250 45.53 0.68 JUN11 280 33.000 44.68 -0.33 51.000 42.96 0.61 JUN11 300 40.500 41.98 -0.39 40.250 40.94 0.54 JUN11 320 49.750 39.79 -0.47 30.500 38.59 0.46 JUN11 340 60.250 37.74 -0.55 22.250 36.43 0.38 JUN11 360 72.750 36.28 -0.62 11.000 33.36 0.24 JUN11 400 101.750 33.71 -0.76 2.750 32.02 0.08 JUN11 480 172.500 30.70 -0.93 272.000 76.20 1.00 DEC11 40 0.250 76.20 0.00 264.000 75.34 1.00 DEC11 48 0.500 75.34 0.00 252.250 74.06 1.00 DEC11 60 1.000 74.06 -0.01 232.500 72.13 0.99 DEC11 80 2.500 72.13 -0.02 224.750 71.27 0.99 DEC11 88 3.250 71.27 -0.02 217.250 69.88 0.98 DEC11 96 4.000 69.88 -0.03 195.750 67.03 0.96 DEC11 120 7.000 67.03 -0.05 178.500 64.33 0.94 DEC11 140 10.250 64.33 -0.07 162.000 61.62 0.91 DEC11 160 14.000 61.62 -0.10 146.000 59.18 0.88 DEC11 180 18.000 59.18 -0.13 129.500 54.86 0.85 DEC11 200 21.500 54.86 -0.16 99.250 48.74 0.77 DEC11 240 31.000 48.74 -0.23 74.250 45.20 0.68 DEC11 280 46.000 45.20 -0.33 50.750 40.06 0.56 DEC11 320 62.000 40.06 -0.44 40.750 37.99 0.50 DEC11 340 71.750 37.99 -0.50 32.750 36.69 0.44 DEC11 360 83.750 36.69 -0.57 20.000 34.09 0.32 DEC11 400 110.750 34.09 -0.68 6.750 31.00 0.14 DEC11 480 176.500 31.00 -0.86 138.500 57.64 0.84 JUN12 200 32.750 57.64 -0.17 114.750 55.24 0.77 JUN12 240 48.750 55.24 -0.24 89.750 50.02 0.69 JUN12 280 63.250 50.02 -0.32 69.000 46.40 0.60 JUN12 320 81.750 46.40 -0.40 51.750 43.49 0.51 JUN12 360 104.000 43.49 -0.49 38.500 41.50 0.42 JUN12 400 130.000 41.50 -0.58 141.750 54.66 0.83 DEC12 200 37.000 54.66 -0.18 120.750 53.83 0.77 DEC12 240 55.500 53.83 -0.24 98.500 50.08 0.70 DEC12 280 72.250 50.08 -0.31 76.000 45.35 0.62 DEC12 320 88.750 45.35 -0.39 58.000 42.09 0.53 DEC12 360 109.500 42.09 -0.47 42.000 38.69 0.44 DEC12 400 132.250 38.69 -0.56 14.250 29.84 0.22 DEC12 480 182.750 29.84 -0.78 +++ Barclays plc - Amer Phys FLEX Opt (BBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.020 38.15 0.00 17090 385 6.440 35.38 0.21 17120 370 17120 409 99.260 33.91 -0.92 1.040 33.80 0.05 17120 429 17120 487 176.440 45.30 -0.96 16121 273 42.780 45.82 -0.31 16121 340 16121 351 78.080 37.28 -0.54 +++ Barclays plc - Euro Phys FLEX Opt (BBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 300 6.050 44.81 -0.31 0.020 38.15 0.00 17090 385 28.680 43.28 0.55 17120 312 29.460 43.97 -0.45 17120 351 49.990 36.30 -0.69 9.110 36.92 0.27 17120 360 57.210 36.67 -0.74 16121 351 77.860 37.28 -0.53 16121 419 124.470 33.36 -0.73 +++ Banco BPI SA (BBP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.6490 +++ Baywa-Bayerische Warenvermit (BBW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.0650 +++ Balfour Beatty (BBY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 245.300 +++ Balfour Beatty STND FUT (BBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 245.370 DEC10 Z 245.820 MAR11 H 246.310 JUN11 M 246.840 +++ BRE Bank SA (BC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 257.100 +++ Barratt Developments (BDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 102.000 +++ Barratt Developments STND FUT (BDE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 102.030 DEC10 Z 102.220 MAR11 H 102.420 JUN11 M 102.640 +++ Beiersdorf AG (BDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.2100 +++ Benetton Group SpA (BE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4450 +++ Befimmo S.C.A. (BEF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.5000 +++ Bekaert (BEK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 169.6000 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 3.5130 +++ Banco Espirito Santo SA - Phys FLEX Fut (YBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16121 3.4234 +++ BTG (BGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 201.000 +++ BTG - STND FUT (BGC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 201.060 DEC10 Z 201.420 MAR11 H 201.830 JUN11 M 202.260 +++ BG Group plc - STND FUT (BG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1084.300 DEC10 Z 1086.290 MAR11 H 1088.480 JUN11 M 1083.040 +++ BG Group plc (BGG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1084.000 +++ BG Group plc - STND OPT (BGG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 244.500 39.77 1.00 SEP10 840 0.500 54.67 -0.01 204.500 36.67 1.00 SEP10 880 0.500 47.92 -0.02 164.500 34.68 0.99 SEP10 920 1.000 42.26 -0.03 125.500 33.71 0.96 SEP10 960 2.000 37.07 -0.05 106.500 32.13 0.94 SEP10 980 3.000 35.05 -0.08 88.500 32.68 0.89 SEP10 1000 4.500 33.59 -0.12 50.000 33.34 0.69 SEP10 1050 16.000 33.55 -0.31 24.500 35.15 0.44 SEP10 1100 39.000 33.66 -0.57 11.500 37.73 0.24 SEP10 1150 76.500 36.76 -0.77 6.500 42.43 0.14 SEP10 1200 122.000 42.61 -0.86 3.500 46.55 0.08 SEP10 1250 170.000 48.22 -0.91 3.000 53.27 0.06 SEP10 1300 219.500 55.97 -0.93 1.000 60.19 0.02 SEP10 1400 320.000 74.86 -0.94 0.500 64.02 0.01 SEP10 1500 422.000 97.54 -0.93 168.500 33.21 0.93 OCT10 920 3.500 32.39 -0.06 132.500 32.14 0.88 OCT10 960 8.000 32.51 -0.13 116.500 32.55 0.83 OCT10 980 12.500 33.14 -0.17 100.500 31.98 0.79 OCT10 1000 16.500 32.78 -0.22 67.500 32.56 0.64 OCT10 1050 33.000 32.83 -0.37 43.000 33.28 0.48 OCT10 1100 58.500 33.37 -0.52 27.500 34.82 0.34 OCT10 1150 92.500 34.72 -0.66 17.000 36.23 0.23 OCT10 1200 132.500 36.33 -0.77 12.000 38.78 0.16 OCT10 1250 177.500 39.19 -0.84 8.500 41.24 0.12 OCT10 1300 225.000 42.98 -0.87 6.000 43.29 0.08 OCT10 1350 274.000 47.86 -0.89 176.500 33.04 0.88 NOV10 920 11.000 33.03 -0.12 144.000 32.93 0.81 NOV10 960 18.500 33.06 -0.19 115.000 32.58 0.73 NOV10 1000 30.500 33.17 -0.27 84.500 33.09 0.62 NOV10 1050 49.500 33.25 -0.38 60.500 33.35 0.50 NOV10 1100 75.500 33.46 -0.50 43.500 34.26 0.39 NOV10 1150 107.000 33.81 -0.61 30.500 35.03 0.30 NOV10 1200 145.000 34.96 -0.71 18.000 39.20 0.18 NOV10 1300 230.500 37.56 -0.83 253.500 35.66 0.92 DEC10 840 6.500 34.21 -0.07 217.500 34.46 0.89 DEC10 880 11.500 33.96 -0.11 184.000 33.58 0.84 DEC10 920 18.500 34.20 -0.16 152.000 32.86 0.78 DEC10 960 27.500 33.64 -0.22 124.000 32.60 0.71 DEC10 1000 39.000 32.94 -0.29 70.500 32.64 0.51 DEC10 1100 84.500 32.88 -0.49 38.500 33.80 0.33 DEC10 1200 152.500 33.83 -0.68 22.500 36.02 0.21 DEC10 1300 237.500 36.87 -0.79 14.000 38.67 0.13 DEC10 1400 332.500 42.04 -0.84 233.000 33.17 0.84 MAR11 880 25.000 33.01 -0.16 174.500 32.53 0.74 MAR11 960 47.500 32.85 -0.26 149.000 32.39 0.68 MAR11 1000 60.500 32.24 -0.32 97.500 32.18 0.53 MAR11 1100 108.000 31.85 -0.47 61.000 32.16 0.38 MAR11 1200 170.000 31.36 -0.62 20.500 31.67 0.17 MAR11 1400 334.000 32.47 -0.83 +++ BG Group plc - Amer Phys FLEX Opt (BGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 700 17.730 32.27 -0.08 84.180 32.11 0.38 16121 1300 +++ Bank BPH (BH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.050 +++ Biogen Idec Inc (BII/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.890 +++ Intesa Sanpaolo SpA - Euro Cash FLEX Opt (BIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1685 39.56 0.49 17120 240 0.2373 39.70 -0.51 +++ Intesa Sanpaolo SpA - STND FUT (BIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.3250 +++ Intesa Sanpaolo SpA - STND FUT (BIN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.3254 OCT10 V 2.3262 NOV10 X 2.3278 DEC10 Z 2.3300 +++ Intesa Sanpaolo SpA - Amer Phys FLEX Opt (BIQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 240 0.2380 39.70 -0.51 0.0380 33.66 0.18 17120 280 0.2417 45.60 0.39 20122 300 +++ Biomerieux (BIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.5100 +++ Boston Properties Inc (BJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 85.880 +++ Bank Zachodni WBK SA (BK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 187.000 +++ Berkeley Group Holdings (BKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 831.000 +++ Berkeley Group Holdings - STND FUT (BKL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 831.230 DEC10 Z 832.760 MAR11 H 834.430 JUN11 M 836.210 +++ Bankinter SA (BKT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4280 +++ Boliden AB (BL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 89.2000 +++ Boliden AB - Cash FLEX Fut (BLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 89.2290 +++ Belgacom SA (BLG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.0450 +++ BEL 20 Index (BLI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2537.760 +++ British Land Company PLC - STND OPT (BLC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 107.250 56.50 0.99 SEP10 360 0.250 53.38 -0.01 87.750 55.36 0.97 SEP10 380 0.500 50.54 -0.02 68.000 44.58 0.96 SEP10 400 0.500 41.18 -0.03 48.250 35.20 0.93 SEP10 420 1.000 34.39 -0.06 38.500 30.40 0.91 SEP10 430 1.250 29.84 -0.09 29.000 27.01 0.86 SEP10 440 2.000 26.95 -0.14 20.500 25.24 0.77 SEP10 450 3.500 25.20 -0.23 13.000 23.33 0.63 SEP10 460 6.000 23.29 -0.37 8.000 23.67 0.46 SEP10 470 10.500 22.88 -0.54 4.250 23.41 0.30 SEP10 480 17.000 23.30 -0.70 0.250 26.48 0.03 SEP10 520 53.000 23.01 -0.99 0.000 27.79 0.00 SEP10 560 93.000 23.84 -1.00 107.750 32.38 0.98 DEC10 360 2.500 32.58 -0.07 70.250 29.39 0.88 DEC10 400 6.500 28.77 -0.16 53.000 27.41 0.80 DEC10 420 10.000 26.98 -0.24 37.750 25.64 0.69 DEC10 440 15.500 25.48 -0.34 25.250 24.39 0.55 DEC10 460 23.250 24.12 -0.47 16.000 23.65 0.41 DEC10 480 34.000 23.22 -0.60 5.500 23.13 0.19 DEC10 520 64.000 22.86 -0.82 2.000 24.23 0.08 DEC10 560 100.750 24.17 -0.93 75.250 30.82 0.80 MAR11 400 14.000 28.05 -0.23 58.500 28.01 0.73 MAR11 420 19.500 26.94 -0.30 44.250 26.20 0.64 MAR11 440 26.500 25.85 -0.39 32.250 24.97 0.54 MAR11 460 35.250 24.71 -0.49 23.500 24.54 0.44 MAR11 480 46.500 24.10 -0.58 11.750 24.14 0.26 MAR11 520 77.250 25.64 -0.73 5.500 24.12 0.14 MAR11 560 115.750 31.13 -0.79 +++ British Land Co (BLN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 467.000 +++ British Land Co - STND FUT (BLN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 467.130 DEC10 Z 461.480 MAR11 H 455.900 JUN11 M 450.360 +++ British Land Company PLC - Amer Phys FLEX Opt (XBO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 267 0.580 22.01 -0.01 +++ BHP Billiton plc - Euro Cash FLEX Opt (BHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20.640 28.00 0.31 17090 1929 +++ BHP Billiton - STND FUT (BHP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1872.520 DEC10 Z 1875.960 MAR11 H 1849.470 JUN11 M 1853.420 +++ BHP Billiton plc - Amer Phys FLEX Opt (BHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15062 1900 440.990 41.14 -0.43 +++ BHP Billiton plc - Euro Phys FLEX Opt (BHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.050 27.46 0.00 17090 2200 +++ BHP Billiton plc (BLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1901.000 +++ BHP Billiton plc - STND OPT (BLT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 501.000 69.20 1.00 SEP10 1400 0.500 53.98 0.00 401.000 54.78 1.00 SEP10 1500 0.500 44.60 -0.01 301.500 48.56 0.99 SEP10 1600 1.000 37.42 -0.02 251.500 41.61 0.99 SEP10 1650 2.500 35.77 -0.04 201.500 35.63 0.98 SEP10 1700 7.000 36.78 -0.10 152.000 30.70 0.97 SEP10 1750 11.500 33.66 -0.16 104.000 26.90 0.91 SEP10 1800 20.000 31.41 -0.26 64.000 27.90 0.73 SEP10 1850 36.500 30.11 -0.41 35.000 28.04 0.49 SEP10 1900 60.500 28.83 -0.58 17.000 27.96 0.28 SEP10 1950 94.000 27.97 -0.75 7.000 27.50 0.14 SEP10 2000 135.000 27.93 -0.86 0.500 26.21 0.02 SEP10 2100 228.500 26.84 -0.98 0.000 27.46 0.00 SEP10 2200 328.000 31.51 -0.99 0.000 32.14 0.00 SEP10 2400 527.500 37.69 -1.00 0.000 37.11 0.00 SEP10 2600 727.500 50.75 -1.00 0.000 40.59 0.00 SEP10 2800 928.000 64.33 -1.00 401.000 42.77 1.00 OCT10 1500 6.500 41.67 -0.05 302.500 40.24 0.97 OCT10 1600 12.000 37.34 -0.10 206.000 34.11 0.91 OCT10 1700 25.000 34.54 -0.19 161.500 32.27 0.82 OCT10 1750 37.000 33.78 -0.26 125.000 32.09 0.70 OCT10 1800 51.500 32.61 -0.34 93.000 31.05 0.58 OCT10 1850 70.000 31.49 -0.43 67.000 30.40 0.47 OCT10 1900 94.000 30.52 -0.53 46.000 29.70 0.37 OCT10 1950 122.500 29.61 -0.63 31.000 29.31 0.28 OCT10 2000 157.000 29.12 -0.73 11.500 28.16 0.13 OCT10 2100 237.000 27.24 -0.88 4.500 28.52 0.06 OCT10 2200 330.000 26.25 -0.96 1.000 31.46 0.01 OCT10 2400 527.500 23.30 -1.00 403.500 42.92 0.96 NOV10 1500 19.500 41.34 -0.10 309.000 38.29 0.89 NOV10 1600 31.500 38.23 -0.16 227.000 36.17 0.76 NOV10 1700 50.500 35.60 -0.25 189.500 34.84 0.70 NOV10 1750 63.500 34.37 -0.30 156.000 33.75 0.63 NOV10 1800 80.500 33.43 -0.37 125.500 32.57 0.57 NOV10 1850 100.000 32.35 -0.44 98.000 31.45 0.49 NOV10 1900 123.500 31.53 -0.51 76.500 30.97 0.42 NOV10 1950 151.500 30.98 -0.58 58.500 30.57 0.35 NOV10 2000 182.000 30.00 -0.65 16.000 29.08 0.13 NOV10 2200 339.500 28.08 -0.88 1261.000 81.84 1.00 DEC10 640 0.000 67.29 0.00 1181.000 82.57 1.00 DEC10 720 0.500 66.54 0.00 1101.000 80.39 1.00 DEC10 800 1.000 66.20 -0.01 1021.000 79.66 1.00 DEC10 880 2.500 64.84 -0.01 941.000 75.47 1.00 DEC10 960 4.500 63.47 -0.02 901.000 68.78 1.00 DEC10 1000 6.000 63.03 -0.02 702.000 59.91 0.99 DEC10 1200 8.000 49.46 -0.04 502.000 43.16 0.98 DEC10 1400 18.500 42.88 -0.08 321.000 38.14 0.82 DEC10 1600 45.500 38.34 -0.19 246.000 36.58 0.72 DEC10 1700 69.500 36.28 -0.27 177.000 34.42 0.62 DEC10 1800 100.500 34.15 -0.38 120.000 32.33 0.51 DEC10 1900 144.500 32.40 -0.49 77.000 31.17 0.38 DEC10 2000 201.500 31.25 -0.62 27.500 29.73 0.18 DEC10 2200 351.500 29.70 -0.82 8.500 29.19 0.07 DEC10 2400 532.000 27.67 -0.95 4.500 32.01 0.04 DEC10 2600 728.000 28.25 -0.99 2.500 34.99 0.02 DEC10 2800 929.500 37.26 -0.98 515.500 41.43 0.88 MAR11 1400 45.500 40.67 -0.14 353.000 37.25 0.77 MAR11 1600 86.000 36.58 -0.25 283.000 35.84 0.70 MAR11 1700 117.000 35.06 -0.32 217.000 33.84 0.62 MAR11 1800 156.500 33.71 -0.41 164.000 32.72 0.53 MAR11 1900 204.000 32.36 -0.50 119.000 31.63 0.43 MAR11 2000 261.000 31.24 -0.59 58.500 30.26 0.26 MAR11 2200 404.000 30.01 -0.75 26.000 29.24 0.14 MAR11 2400 572.000 28.59 -0.87 11.000 29.01 0.07 MAR11 2600 757.000 27.61 -0.94 4.000 28.24 0.03 MAR11 2800 956.500 32.57 -0.95 901.500 53.29 1.00 JUN11 1000 18.500 47.78 -0.05 707.500 45.30 0.94 JUN11 1200 37.000 43.27 -0.09 531.500 40.32 0.85 JUN11 1400 66.500 39.31 -0.16 377.500 36.88 0.75 JUN11 1600 118.000 36.50 -0.27 312.500 35.79 0.68 JUN11 1700 152.500 35.22 -0.33 249.000 33.92 0.61 JUN11 1800 192.500 33.77 -0.40 196.500 32.76 0.53 JUN11 1900 240.500 32.57 -0.48 154.500 32.19 0.46 JUN11 2000 297.500 31.76 -0.55 89.500 30.87 0.32 JUN11 2200 434.000 30.63 -0.69 48.000 29.79 0.20 JUN11 2400 593.500 29.63 -0.81 14.000 29.25 0.07 JUN11 2800 958.500 28.85 -0.94 941.000 37.37 0.99 DEC11 960 31.500 44.82 -0.06 912.000 53.49 0.93 DEC11 1000 37.000 44.48 -0.07 713.000 40.75 0.90 DEC11 1200 72.000 42.19 -0.13 561.500 39.86 0.82 DEC11 1400 119.500 39.63 -0.21 426.000 37.81 0.72 DEC11 1600 184.000 37.11 -0.30 308.500 35.59 0.61 DEC11 1800 268.000 34.99 -0.41 214.500 33.62 0.49 DEC11 2000 375.500 33.16 -0.52 93.500 31.18 0.28 DEC11 2400 654.500 30.73 -0.73 44.000 31.10 0.15 DEC11 2800 998.500 29.61 -0.87 488.500 41.50 0.71 JUN12 1600 315.000 46.77 -0.30 401.500 41.65 0.63 JUN12 1800 380.000 41.33 -0.39 324.000 41.19 0.55 JUN12 2000 502.500 40.95 -0.46 215.500 40.92 0.41 JUN12 2400 788.000 40.58 -0.60 594.000 37.93 0.79 DEC12 1400 245.500 44.44 -0.24 516.000 41.00 0.71 DEC12 1600 335.500 43.07 -0.31 442.500 42.00 0.64 DEC12 1800 444.500 42.37 -0.38 381.000 42.82 0.57 DEC12 2000 567.500 41.99 -0.44 272.500 42.31 0.45 DEC12 2400 844.500 40.90 -0.56 200.000 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 ------- -------- ---------- ---------- ---------- ---------- 20.8550 +++ Koninklijke BAM Groep NV (BMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.1110 +++ Koninklijke BAM Groep NV - Cash FLEX Fut (KPD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 4.1116 +++ BMW AG - PFD (BMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.4550 +++ Bayerische Motoren Werke (BMW) AG (BMW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.5950 +++ Bayerische Motoren Werke (BMW) AG - STND FUT (BMW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 43.6024 OCT10 V 43.6182 NOV10 X 43.6483 DEC10 Z 43.6887 +++ Danone - Euro Cash FLEX Opt (BKJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2502 20.02 0.25 17090 4440 +++ Danone - Euro Phys FLEX Opt (BKX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.2449 22.88 0.54 17120 4300 1.9852 22.88 -0.46 +++ Danone (BN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.1350 +++ Danone - STND FUT (BN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 43.1420 OCT10 V 43.1580 NOV10 X 43.1880 DEC10 Z 43.2280 +++ BNP Paribas - Euro Cash FLEX Opt (BNJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3004 34.29 0.16 17090 5632 +++ BNP Paribas SA (BNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.4300 +++ BNP Paribas SA - STND FUT (BNP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 52.4390 OCT10 V 52.4580 NOV10 X 52.4940 DEC10 Z 52.5430 +++ BNP Paribas - Amer Phys FLEX Opt (BNQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4400 0.1300 52.96 -0.05 23.6469 66.74 0.97 17120 2916 0.2925 66.74 -0.03 17120 6220 10.5100 31.79 -0.82 +++ BNP Paribas - Euro Phys FLEX Opt (BNX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.0647 36.17 0.45 17120 5500 5.4752 36.17 -0.55 +++ Beneteau (BNT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.1350 +++ Bunzl (BNZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 746.000 +++ Bunzl - STND FUT (BNZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 746.210 DEC10 Z 747.580 MAR11 H 749.080 JUN11 M 750.680 +++ Bank of Ireland (BO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7360 +++ Bank of America Corp (BOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.370 +++ Boeing Company (BOE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.780 +++ Boskalis Westminster (BOS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.2650 +++ Bodycote plc (BOY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 236.300 +++ Bodycote plc - STND FUT (BOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 236.370 DEC10 Z 236.800 MAR11 H 237.280 JUN11 M 237.780 +++ BP PLC (BP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 392.600 +++ BP PLC - STND OPT (BP /O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 192.750 111.27 1.00 SEP10 200 0.000 80.00 0.00 172.750 97.23 1.00 SEP10 220 0.000 75.00 0.00 152.750 87.65 1.00 SEP10 240 0.000 70.00 0.00 132.750 76.16 1.00 SEP10 260 0.000 65.00 0.00 112.750 67.23 0.99 SEP10 280 0.000 60.00 0.00 92.750 55.95 0.99 SEP10 300 0.250 56.20 -0.01 73.000 48.56 0.98 SEP10 320 0.500 50.92 -0.02 53.250 41.70 0.96 SEP10 340 1.000 44.87 -0.06 34.750 38.46 0.87 SEP10 360 2.500 40.04 -0.14 26.500 37.33 0.79 SEP10 370 3.500 36.46 -0.21 18.750 35.20 0.69 SEP10 380 5.500 32.98 -0.30 12.500 33.94 0.55 SEP10 390 9.500 32.86 -0.45 7.250 31.60 0.40 SEP10 400 15.000 32.88 -0.59 4.250 32.02 0.27 SEP10 410 21.500 32.22 -0.73 2.000 31.38 0.16 SEP10 420 29.750 33.53 -0.82 1.250 32.87 0.10 SEP10 430 38.750 33.53 -0.90 0.750 33.70 0.06 SEP10 440 48.000 33.53 -0.95 0.250 38.97 0.03 SEP10 460 67.500 33.16 -0.99 0.000 40.81 0.01 SEP10 480 87.500 32.02 -1.00 0.000 40.99 0.00 SEP10 500 107.500 32.77 -1.00 0.000 41.43 0.00 SEP10 520 127.500 32.77 -1.00 0.000 39.59 0.00 SEP10 560 167.500 31.73 -1.00 0.000 39.13 0.00 SEP10 600 207.500 35.00 -1.00 0.000 38.11 0.00 SEP10 640 247.500 36.32 -1.00 0.000 38.99 0.00 SEP10 680 287.500 41.37 -1.00 0.000 38.36 0.00 SEP10 720 327.500 42.59 -1.00 75.250 44.07 0.92 OCT10 320 2.500 45.49 -0.08 57.000 40.80 0.86 OCT10 340 4.000 40.68 -0.14 40.250 37.79 0.77 OCT10 360 7.500 38.02 -0.23 32.500 35.64 0.71 OCT10 370 10.000 36.71 -0.30 26.250 35.43 0.63 OCT10 380 13.250 35.66 -0.37 20.250 34.39 0.55 OCT10 390 17.500 34.75 -0.45 15.250 33.81 0.46 OCT10 400 22.000 33.22 -0.54 11.250 33.36 0.38 OCT10 410 28.500 33.54 -0.62 8.000 32.84 0.30 OCT10 420 35.500 33.86 -0.70 5.500 32.54 0.23 OCT10 430 42.750 32.73 -0.77 3.750 32.22 0.17 OCT10 440 51.000 32.44 -0.83 2.000 33.61 0.10 OCT10 460 68.750 32.53 -0.91 1.000 34.83 0.06 OCT10 480 88.000 34.16 -0.95 0.750 37.79 0.04 OCT10 500 108.250 39.68 -0.96 0.250 41.60 0.02 OCT10 540 147.500 38.57 -0.99 0.250 43.77 0.01 OCT10 560 167.750 49.16 -0.98 78.500 42.49 0.87 NOV10 320 5.750 43.43 -0.13 61.750 40.19 0.81 NOV10 340 8.250 39.48 -0.19 46.250 37.93 0.72 NOV10 360 13.000 37.80 -0.28 39.250 36.87 0.67 NOV10 370 16.250 36.96 -0.33 33.000 36.33 0.61 NOV10 380 19.500 35.90 -0.39 27.250 35.31 0.55 NOV10 390 23.750 34.72 -0.45 22.000 34.34 0.49 NOV10 400 29.000 34.45 -0.51 14.250 33.60 0.37 NOV10 420 41.250 34.25 -0.63 8.750 33.12 0.26 NOV10 440 55.250 32.81 -0.75 194.500 69.67 0.98 DEC10 200 0.500 59.75 -0.01 155.000 56.28 0.96 DEC10 240 2.500 58.75 -0.04 135.750 50.58 0.95 DEC10 260 3.500 55.29 -0.06 117.000 47.50 0.93 DEC10 280 4.250 49.46 -0.08 98.750 44.84 0.89 DEC10 300 5.750 45.55 -0.11 81.250 41.80 0.85 DEC10 320 8.250 42.66 -0.16 65.000 39.90 0.78 DEC10 340 12.000 40.29 -0.22 50.250 37.79 0.70 DEC10 360 17.000 38.18 -0.30 37.500 36.43 0.61 DEC10 380 23.250 35.46 -0.39 26.000 34.00 0.50 DEC10 400 33.000 34.40 -0.50 17.750 33.33 0.39 DEC10 420 45.000 33.91 -0.61 12.000 33.12 0.30 DEC10 440 58.750 33.42 -0.70 7.750 32.66 0.21 DEC10 460 74.500 32.81 -0.79 5.250 33.03 0.15 DEC10 480 91.500 32.59 -0.85 3.750 34.20 0.11 DEC10 500 109.750 32.56 -0.90 2.000 32.70 0.07 DEC10 520 128.750 33.02 -0.94 1.000 34.32 0.04 DEC10 560 167.750 34.65 -0.97 0.500 35.00 0.02 DEC10 600 207.750 39.19 -0.98 0.250 36.00 0.01 DEC10 640 247.750 43.98 -0.98 0.000 37.00 0.00 DEC10 680 287.750 49.74 -0.98 0.000 38.00 0.00 DEC10 720 328.000 55.54 -0.98 195.500 57.57 0.97 MAR11 200 3.000 58.22 -0.04 157.750 51.54 0.94 MAR11 240 4.750 49.85 -0.06 122.000 46.32 0.88 MAR11 280 9.000 45.37 -0.12 88.750 41.78 0.80 MAR11 320 16.000 40.91 -0.21 74.000 40.12 0.74 MAR11 340 20.750 38.72 -0.26 60.000 38.23 0.68 MAR11 360 26.250 36.37 -0.33 47.000 36.06 0.60 MAR11 380 34.000 34.80 -0.40 36.500 34.81 0.52 MAR11 400 43.500 33.61 -0.49 27.500 33.67 0.44 MAR11 420 54.250 32.18 -0.57 20.500 33.03 0.36 MAR11 440 68.000 31.86 -0.65 15.000 32.30 0.29 MAR11 460 82.750 31.50 -0.72 10.750 31.93 0.23 MAR11 480 98.000 30.17 -0.79 5.000 30.81 0.13 MAR11 520 132.500 28.71 -0.89 2.250 29.78 0.06 MAR11 560 169.750 27.00 -0.96 1.000 30.13 0.03 MAR11 600 208.500 24.38 -0.99 0.500 30.56 0.02 MAR11 640 248.250 24.06 -1.00 0.250 31.34 0.01 MAR11 680 288.000 19.81 -1.00 0.250 32.44 0.01 MAR11 720 328.000 17.98 -1.00 196.500 54.47 0.96 JUN11 200 6.000 56.38 -0.06 160.000 49.87 0.92 JUN11 240 8.500 48.50 -0.09 124.750 44.26 0.86 JUN11 280 13.500 43.01 -0.15 93.250 40.57 0.78 JUN11 320 22.000 39.26 -0.23 66.500 37.88 0.67 JUN11 360 35.250 36.69 -0.34 54.500 36.46 0.60 JUN11 380 43.500 35.22 -0.41 44.000 35.18 0.54 JUN11 400 53.000 33.91 -0.48 35.000 34.12 0.47 JUN11 420 64.000 32.89 -0.55 27.500 33.27 0.40 JUN11 440 76.750 32.17 -0.61 21.000 32.30 0.33 JUN11 460 90.000 31.02 -0.68 16.250 31.81 0.28 JUN11 480 105.250 30.49 -0.74 4.750 29.95 0.11 JUN11 560 174.250 28.47 -0.91 3.000 30.74 0.07 JUN11 600 211.250 25.01 -0.97 1.750 30.40 0.04 JUN11 640 250.250 22.34 -0.99 0.750 31.52 0.02 JUN11 720 329.500 24.75 -1.00 198.000 52.38 0.95 DEC11 200 10.250 50.86 -0.08 162.750 47.92 0.90 DEC11 240 15.750 45.85 -0.13 130.000 43.70 0.84 DEC11 280 22.250 40.58 -0.18 100.000 40.00 0.76 DEC11 320 34.500 38.37 -0.27 74.500 37.21 0.66 DEC11 360 49.000 35.48 -0.37 53.250 34.92 0.55 DEC11 400 68.250 33.43 -0.48 36.000 32.82 0.43 DEC11 440 90.500 30.72 -0.60 24.250 31.73 0.33 DEC11 480 117.500 28.60 -0.71 10.750 30.54 0.18 DEC11 560 185.500 28.08 -0.85 5.250 30.85 0.10 DEC11 640 260.250 28.43 -0.93 2.000 29.70 0.04 DEC11 720 337.000 27.26 -0.97 167.750 49.66 0.88 JUN12 240 27.000 48.51 -0.15 108.500 41.66 0.74 JUN12 320 49.500 41.01 -0.29 83.250 38.42 0.66 JUN12 360 63.500 37.23 -0.37 61.750 35.66 0.56 JUN12 400 81.500 34.29 -0.46 46.250 34.45 0.47 JUN12 440 103.000 31.58 -0.57 34.500 33.66 0.38 JUN12 480 130.250 30.16 -0.66 169.000 48.19 0.87 DEC12 240 29.250 44.16 -0.16 139.750 44.58 0.81 DEC12 280 45.250 43.89 -0.22 112.500 41.00 0.74 DEC12 320 57.500 39.92 -0.29 87.750 37.71 0.66 DEC12 360 72.000 36.40 -0.37 67.000 35.13 0.57 DEC12 400 90.250 33.58 -0.46 51.000 33.55 0.48 DEC12 440 110.750 30.62 -0.55 36.500 31.49 0.39 DEC12 480 136.250 28.65 -0.65 18.000 28.88 0.24 DEC12 560 197.250 26.15 -0.80 9.250 27.88 0.14 DEC12 640 262.750 18.27 -0.97 5.250 27.71 0.09 DEC12 720 340.750 21.94 -0.97 +++ BP PLC - STND FUT (BPA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 392.710 DEC10 Z 393.430 MAR11 H 391.220 JUN11 M 389.050 +++ BP plc - Amer Phys FLEX Opt (BPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 460 1.100 33.91 0.04 17120 550 157.980 34.24 -0.97 0.600 34.66 0.02 17120 580 187.770 36.92 -0.98 0.150 36.25 0.01 17120 650 257.730 45.42 -0.98 7.470 31.37 0.17 18031 500 9.130 30.88 0.18 17061 520 26.980 32.00 0.36 16121 470 11.870 30.69 0.19 16121 550 7.340 30.69 0.13 16121 600 221.900 28.25 -0.90 2.510 29.99 0.05 16121 700 21122 180 11.630 44.16 -0.08 13.120 28.38 0.19 21122 600 227.400 22.21 -0.90 2.930 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 3.510 55.30 -0.06 25.830 33.99 0.50 17120 400 32.710 34.40 -0.50 11.930 33.12 0.30 17120 440 58.610 33.42 -0.70 7.590 32.66 0.21 17120 460 74.070 32.81 -0.79 5.050 33.03 0.15 17120 480 91.220 32.59 -0.85 3.670 34.20 0.11 17120 500 109.360 32.56 -0.90 0.380 35.00 0.02 17120 600 206.940 39.19 -0.97 0.150 36.25 0.01 17120 650 256.880 45.42 -0.97 0.060 37.50 0.00 17120 700 307.000 52.64 -0.97 11.690 30.69 0.19 16121 550 175.390 28.14 -0.84 10.480 30.54 0.17 16121 560 184.320 28.08 -0.85 10.990 28.13 0.16 21122 620 242.900 20.24 -0.94 +++ Unione Di Banche Italiane Scrl (BPL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.2800 +++ Banca Popolare di Milano (BPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5425 +++ Banca Monte dei Paschi di Siena SpA (BPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0090 +++ Banca Monte dei Paschi Siena - Euro Phys FLEX Opt (EVX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 140 0.3914 70.59 -0.99 17090 145 0.4410 70.47 -0.99 17090 150 0.4909 70.47 -1.00 17120 140 0.3873 25.04 -0.99 17120 145 0.4370 25.42 -1.00 18031 130 0.2882 22.06 -0.93 18031 150 0.4821 16.00 -1.00 +++ Banco Popolare Scrl (BPV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.6200 +++ Banco Popolare Scrl - STND FUT (BPV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.6208 OCT10 V 4.6225 NOV10 X 4.6256 DEC10 Z 4.6299 +++ Windstream Corp (BQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.800 +++ Host Hotels & Resorts Inc (BR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.890 +++ Burberry Group (BRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 859.500 +++ Burberry Group - STND FUT (BRB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 859.740 DEC10 Z 861.320 MAR11 H 863.050 JUN11 M 864.890 +++ Brit Insurance Holdings NV (BRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 975.000 +++ Brit Insurance Holdings NV - STND FUT (BRE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 975.270 DEC10 Z 977.060 MAR11 H 979.030 JUN11 M 981.120 +++ Barrick Gold Corp (BRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.270 +++ Brembo SpA (BRM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.8400 +++ Brisa Autoestradas de Portugal SA (BRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0300 +++ Invensys PLC (BRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 241.800 +++ Invensys PLC - STND OPT (BRT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 42.250 54.93 0.96 SEP10 200 0.500 54.00 -0.04 32.500 47.05 0.93 SEP10 210 0.750 47.00 -0.07 22.750 36.22 0.90 SEP10 220 1.000 36.73 -0.10 18.000 32.98 0.86 SEP10 225 1.250 33.32 -0.14 14.500 35.12 0.76 SEP10 230 2.000 31.34 -0.21 11.000 35.71 0.66 SEP10 235 3.500 31.29 -0.32 8.000 34.91 0.56 SEP10 240 5.250 30.75 -0.44 5.000 31.36 0.44 SEP10 245 8.750 34.79 -0.56 3.750 35.07 0.34 SEP10 250 12.000 34.59 -0.66 1.250 32.12 0.15 SEP10 260 20.500 40.00 -0.79 0.250 30.00 0.04 SEP10 270 29.250 43.00 -0.88 0.000 30.00 0.01 SEP10 280 38.750 44.00 -0.94 0.000 30.00 0.00 SEP10 290 48.500 45.00 -0.97 0.000 30.00 0.00 SEP10 300 58.250 46.00 -0.99 0.000 30.00 0.00 SEP10 310 68.250 47.00 -1.00 0.000 30.00 0.00 SEP10 320 78.250 48.00 -1.00 0.000 30.00 0.00 SEP10 340 98.250 49.00 -1.00 0.000 30.00 0.00 SEP10 360 118.250 50.00 -1.00 0.000 30.00 0.00 SEP10 400 158.250 51.00 -1.00 45.500 37.35 0.86 DEC10 200 3.750 35.82 -0.15 30.250 35.74 0.72 DEC10 220 8.750 34.75 -0.28 24.000 35.11 0.64 DEC10 230 12.250 33.80 -0.37 17.750 33.49 0.55 DEC10 240 16.250 32.15 -0.46 10.000 33.39 0.37 DEC10 260 28.750 32.31 -0.64 5.000 32.56 0.22 DEC10 280 43.750 31.13 -0.79 2.750 33.49 0.13 DEC10 300 61.250 31.51 -0.89 1.500 34.42 0.08 DEC10 320 79.750 28.88 -0.96 0.750 35.00 0.04 DEC10 340 99.250 24.96 -0.99 0.250 35.00 0.02 DEC10 360 119.250 21.04 -1.00 0.000 35.00 0.00 DEC10 400 159.250 26.94 -1.00 50.500 38.24 0.79 MAR11 200 8.500 36.40 -0.20 36.250 36.03 0.69 MAR11 220 14.250 34.56 -0.31 30.000 34.92 0.62 MAR11 230 17.750 33.41 -0.38 24.500 34.16 0.56 MAR11 240 22.500 32.90 -0.44 15.750 32.64 0.42 MAR11 260 34.250 32.15 -0.58 10.250 32.81 0.31 MAR11 280 48.250 31.72 -0.70 6.250 32.32 0.21 MAR11 300 64.500 31.32 -0.80 4.000 32.64 0.14 MAR11 320 81.750 30.30 -0.88 1.750 34.38 0.07 MAR11 360 119.500 27.75 -0.98 +++ Invensys plc - STND FUT (ISY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 241.870 DEC10 Z 240.810 MAR11 H 241.290 JUN11 M 241.810 +++ British Sky Broadcasting Group plc (BSK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 710.500 +++ British Sky Broadcasting Group plc - STND OPT (BSK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 270.750 45.31 1.00 SEP10 440 0.000 45.14 0.00 230.750 42.77 1.00 SEP10 480 0.000 43.32 0.00 190.750 41.32 1.00 SEP10 520 0.000 38.99 0.00 150.750 35.82 1.00 SEP10 560 0.000 33.18 0.00 110.750 28.25 1.00 SEP10 600 0.000 26.04 0.00 70.750 18.23 1.00 SEP10 640 0.000 19.78 -0.01 31.500 14.98 0.92 SEP10 680 0.750 14.79 -0.07 4.000 13.10 0.32 SEP10 720 12.750 11.72 -0.70 0.000 10.52 0.01 SEP10 750 39.500 11.76 -0.99 0.000 10.93 0.00 SEP10 760 49.500 11.76 -1.00 430.750 54.73 1.00 DEC10 280 0.000 47.80 0.00 390.750 53.44 1.00 DEC10 320 0.000 46.21 0.00 350.750 51.56 1.00 DEC10 360 0.000 43.99 0.00 311.000 49.94 1.00 DEC10 400 0.250 41.76 0.00 271.000 37.91 1.00 DEC10 440 0.500 38.60 -0.01 231.250 38.72 0.99 DEC10 480 1.750 38.99 -0.03 193.000 40.80 0.96 DEC10 520 2.000 33.00 -0.04 152.500 31.30 0.96 DEC10 560 3.500 29.49 -0.07 113.000 25.28 0.94 DEC10 600 4.000 22.76 -0.09 75.000 21.02 0.88 DEC10 640 6.250 17.96 -0.16 36.000 13.53 0.78 DEC10 680 13.500 14.84 -0.34 9.250 10.60 0.38 DEC10 720 30.500 12.36 -0.65 271.000 33.03 1.00 MAR11 440 0.500 28.95 -0.01 231.250 32.54 0.99 MAR11 480 2.000 29.43 -0.03 194.000 34.40 0.94 MAR11 520 2.250 24.57 -0.04 153.000 26.16 0.95 MAR11 560 4.250 22.62 -0.08 115.000 22.94 0.90 MAR11 600 8.250 21.08 -0.14 81.750 21.76 0.78 MAR11 640 16.000 20.05 -0.24 53.750 20.58 0.63 MAR11 680 28.750 19.06 -0.39 31.500 19.22 0.46 MAR11 720 47.250 17.90 -0.56 311.250 41.21 0.99 JUN11 400 2.250 34.74 -0.03 271.250 35.87 0.99 JUN11 440 4.750 34.00 -0.05 231.750 31.93 0.98 JUN11 480 7.750 32.28 -0.08 154.750 26.13 0.92 JUN11 560 14.000 26.28 -0.15 86.250 22.03 0.74 JUN11 640 29.250 22.19 -0.30 45.000 22.42 0.48 JUN11 720 71.000 23.13 -0.53 351.500 44.27 0.99 DEC11 360 4.500 35.50 -0.04 312.500 41.04 0.97 DEC11 400 8.000 34.95 -0.06 274.250 37.72 0.95 DEC11 440 10.750 32.35 -0.08 234.750 32.80 0.94 DEC11 480 13.250 29.06 -0.11 163.000 27.78 0.84 DEC11 560 24.500 25.23 -0.20 103.750 24.92 0.68 DEC11 640 45.250 22.21 -0.34 65.250 24.92 0.51 DEC11 720 87.250 22.08 -0.53 245.500 34.20 0.86 DEC12 480 24.250 26.66 -0.14 182.750 30.11 0.77 DEC12 560 40.250 23.72 -0.24 128.000 26.79 0.66 DEC12 640 64.250 21.01 -0.37 82.500 24.03 0.53 DEC12 720 105.000 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 710.700 DEC10 Z 700.490 MAR11 H 701.900 +++ BB&T Corp (BTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.010 +++ BT Group plc (BTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 136.100 +++ BT Group plc - STND OPT (BTG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 40.250 84.63 0.98 SEP10 96 0.000 75.89 -0.01 36.250 76.34 0.98 SEP10 100 0.000 69.15 -0.01 26.500 62.41 0.96 SEP10 110 0.250 55.68 -0.03 16.500 43.29 0.93 SEP10 120 0.250 39.32 -0.06 11.750 37.50 0.87 SEP10 125 0.500 31.14 -0.09 7.500 33.24 0.76 SEP10 130 1.000 28.28 -0.21 3.750 28.49 0.57 SEP10 135 2.250 24.63 -0.43 1.500 27.17 0.32 SEP10 140 5.250 24.74 -0.70 0.500 27.49 0.14 SEP10 145 9.250 22.79 -0.90 0.250 27.19 0.05 SEP10 150 14.000 26.33 -0.96 0.000 33.64 0.01 SEP10 160 24.000 34.03 -0.99 0.000 42.34 0.01 SEP10 170 34.000 43.17 -0.99 0.000 46.16 0.00 SEP10 180 44.000 45.58 -1.00 26.500 37.77 0.96 OCT10 110 0.750 43.16 -0.07 17.500 36.04 0.86 OCT10 120 1.250 35.11 -0.13 13.250 33.52 0.79 OCT10 125 1.750 31.86 -0.20 9.500 31.63 0.68 OCT10 130 3.000 30.38 -0.31 6.250 29.46 0.56 OCT10 135 4.750 28.31 -0.44 3.500 27.65 0.41 OCT10 140 7.250 27.15 -0.60 2.000 27.66 0.27 OCT10 145 11.000 27.87 -0.73 1.000 26.92 0.16 OCT10 150 14.750 26.08 -0.85 0.250 26.84 0.05 OCT10 160 24.000 27.58 -0.95 0.000 29.42 0.02 OCT10 170 34.000 29.27 -0.99 27.750 39.85 0.89 NOV10 110 1.500 40.17 -0.11 19.000 36.01 0.80 NOV10 120 2.500 35.15 -0.19 15.000 33.88 0.74 NOV10 125 3.500 33.05 -0.26 11.500 32.55 0.65 NOV10 130 5.000 31.15 -0.35 8.500 31.04 0.56 NOV10 135 7.000 30.18 -0.45 6.000 30.15 0.45 NOV10 140 9.500 29.29 -0.55 2.500 28.27 0.25 NOV10 150 16.250 28.08 -0.75 1.000 27.63 0.12 NOV10 160 24.750 27.79 -0.88 72.500 73.07 0.98 DEC10 64 0.250 63.21 -0.01 65.000 68.58 0.97 DEC10 72 0.250 57.47 -0.01 57.000 61.50 0.96 DEC10 80 0.250 51.93 -0.02 49.250 54.89 0.95 DEC10 88 0.500 48.56 -0.04 41.500 49.02 0.93 DEC10 96 1.000 45.41 -0.06 38.000 47.02 0.91 DEC10 100 1.000 42.67 -0.07 28.500 40.41 0.86 DEC10 110 2.000 38.13 -0.13 20.000 35.11 0.78 DEC10 120 3.500 34.24 -0.22 13.000 33.11 0.64 DEC10 130 6.250 31.71 -0.36 7.250 29.63 0.47 DEC10 140 11.000 30.58 -0.53 3.500 28.23 0.29 DEC10 150 17.500 29.40 -0.70 1.750 29.05 0.17 DEC10 160 25.000 26.19 -0.86 0.500 29.60 0.05 DEC10 180 44.250 31.23 -0.95 0.000 31.02 0.01 DEC10 200 64.000 27.88 -1.00 0.000 35.22 0.01 DEC10 220 84.000 34.02 -1.00 0.000 36.79 0.00 DEC10 240 104.000 42.27 -1.00 41.500 40.22 0.93 MAR11 96 2.250 40.04 -0.10 38.000 39.74 0.91 MAR11 100 2.500 38.72 -0.12 30.000 39.40 0.82 MAR11 110 4.250 36.42 -0.19 21.750 35.09 0.74 MAR11 120 6.750 33.63 -0.28 15.250 32.77 0.62 MAR11 130 10.250 31.50 -0.40 9.750 30.44 0.48 MAR11 140 15.250 30.46 -0.53 5.750 28.69 0.34 MAR11 150 21.500 28.78 -0.67 3.250 27.75 0.23 MAR11 160 29.000 27.71 -0.78 1.000 27.50 0.09 MAR11 180 46.750 26.45 -0.93 42.500 39.74 0.89 JUN11 96 3.250 38.61 -0.12 39.250 39.39 0.87 JUN11 100 4.000 37.60 -0.15 23.750 34.43 0.71 JUN11 120 9.000 33.73 -0.30 17.750 32.81 0.61 JUN11 130 12.750 31.77 -0.40 12.500 31.00 0.50 JUN11 140 17.750 30.48 -0.51 8.500 30.02 0.39 JUN11 150 23.750 29.46 -0.62 5.500 28.69 0.29 JUN11 160 31.000 28.67 -0.72 2.250 27.55 0.14 JUN11 180 47.500 26.38 -0.88 73.000 54.44 0.97 DEC11 64 1.750 45.25 -0.05 65.500 50.97 0.95 DEC11 72 2.750 43.93 -0.08 58.250 48.02 0.93 DEC11 80 3.750 41.87 -0.10 51.000 44.13 0.90 DEC11 88 5.250 40.29 -0.14 43.750 40.44 0.86 DEC11 96 6.750 37.99 -0.18 40.000 37.75 0.85 DEC11 100 7.500 36.90 -0.20 24.750 32.02 0.70 DEC11 120 13.250 31.80 -0.34 14.250 30.08 0.51 DEC11 140 22.750 28.69 -0.53 7.750 28.86 0.34 DEC11 160 36.250 27.27 -0.70 3.750 27.38 0.19 DEC11 180 52.750 25.97 -0.83 42.500 40.77 0.82 JUN12 100 8.750 33.13 -0.22 26.250 31.60 0.69 JUN12 120 16.250 31.28 -0.36 15.750 29.13 0.52 JUN12 140 25.500 27.71 -0.52 9.250 28.09 0.36 JUN12 160 39.250 26.42 -0.68 43.250 40.77 0.81 DEC12 100 12.750 34.92 -0.25 26.750 31.14 0.69 DEC12 120 19.750 30.72 -0.38 16.250 28.11 0.52 DEC12 140 29.750 27.86 -0.53 10.000 27.26 0.37 DEC12 160 43.500 26.77 -0.66 +++ BT Group plc - Euro Cash FLEX Opt (BTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.500 27.49 0.13 17090 145 +++ BT Group plc - STND FUT (BTL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 136.140 DEC10 Z 136.390 MAR11 H 134.160 JUN11 M 134.440 +++ Banco Espanol de Credito SA (BTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.0780 +++ Masco Corp (BV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.300 +++ Banco Bilbao Vizcaya Argent - Amer Phys FLEX Opt (BDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 925 0.1809 55.14 -0.26 0.2475 37.04 0.46 17090 1000 0.3750 39.43 -0.54 2.1977 54.63 0.81 17120 800 17120 1350 3.6928 23.67 -1.00 18031 825 0.6167 47.97 -0.25 1.0049 37.14 0.53 18031 1000 18031 1300 3.2975 31.28 -0.88 16121 800 0.9405 41.24 -0.27 16121 1200 3.1351 34.86 -0.65 0.2805 30.05 0.17 15062 1500 0.2507 29.79 0.16 15062 1525 0.3517 30.18 0.20 21092 1500 5.9516 32.43 -0.79 21092 1550 6.3904 32.43 -0.81 +++ Banco Bilbao Vizcaya Argentaria SA - Cash FLEX Fut (BDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 05100 9.8938 +++ Banco Bilbao Vizcaya Argentaria SA (BVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.8900 +++ Banco Bilbao Vizcaya Argentaria SA - STND FUT (BVA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.8920 OCT10 V 9.8050 NOV10 X 9.8120 DEC10 Z 9.8210 +++ Bureau Veritas SA (BVI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.5900 +++ Bovis Homes Group (BVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 366.800 +++ Bovis Homes Group - STND FUT (BVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 366.900 DEC10 Z 367.580 MAR11 H 368.310 JUN11 M 369.100 +++ BWIN Interactive Entertainment AG (BWI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.8650 +++ Brown (N.) Group (BWN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 225.600 +++ Brown (N.) Group - STND FUT (BWN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 225.660 DEC10 Z 226.080 MAR11 H 226.530 JUN11 M 227.020 +++ Bellway (BWY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 550.500 +++ Bellway - STND FUT (BWY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 550.650 DEC10 Z 551.660 MAR11 H 552.770 JUN11 M 553.950 +++ Progress Energy Inc (BY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.410 +++ Bayer AG - Amer Phys FLEX Opt (BQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.1753 27.67 0.53 17090 4900 0.4506 28.34 0.27 17090 5100 0.1291 33.33 0.09 17090 5400 +++ Bayer AG - Amer Cash FLEX Opt (BQU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 2.2385 29.56 -0.26 +++ Bayer AG - Euro Phys FLEX Opt (BQX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 2.2312 29.56 -0.26 +++ Bayer AG - STND FUT (BYA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 49.1484 OCT10 V 49.1662 NOV10 X 49.2000 DEC10 Z 49.2456 +++ BAYER AG (BYR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.1400 +++ Buzzi Unicem SpA RSP (BZU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2450 +++ Buzzi Unicem SPA (BZZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.4200 +++ C & W Communications ex event package (C+W/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 126.700 +++ C & W Communications ex event package (C+W/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 7.500 30.33 0.81 SEP10 120 1.000 32.88 -0.20 2.000 30.69 0.36 SEP10 130 5.250 32.54 -0.63 0.250 33.14 0.08 SEP10 140 13.750 34.84 -0.91 0.000 35.47 0.01 SEP10 150 23.250 37.16 -0.99 0.000 38.07 0.00 SEP10 160 33.250 38.75 -1.00 0.000 39.37 0.00 SEP10 180 53.250 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 26.56 0.00 17120 210 +++ C & W Communications ex event package - Euro Phys (CWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.520 31.57 0.09 16121 190 79.490 33.92 -0.88 +++ Carrefour SA (CA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.9000 +++ Carrefour SA - STND FUT (CA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 37.9060 OCT10 V 37.9200 NOV10 X 37.9460 DEC10 Z 37.9810 +++ Carrefour SA - Amer Phys FLEX Opt (CMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.0900 25.71 0.85 17090 3600 0.1800 25.71 -0.15 0.0100 21.50 0.01 17090 4200 15100 3400 0.3200 31.47 -0.14 17120 3200 0.6100 34.03 -0.15 4.9000 31.43 0.77 17120 3400 0.9500 31.43 -0.23 3.4200 28.95 0.67 17120 3600 2.1600 26.68 0.53 17120 3800 0.9439 24.86 0.31 17120 4100 6.9100 31.64 0.69 16121 3400 3.7900 28.93 0.49 16121 4000 16121 4800 12.0603 26.40 -0.77 4.2488 28.83 0.50 16032 4000 +++ Carrefour SA - Euro Phys FLEX Opt (CMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.9262 31.43 0.77 17120 3400 0.9276 31.43 -0.23 0.3105 23.35 0.14 17120 4400 6.2828 23.35 -0.86 0.0026 17.94 0.00 17120 5000 11.9576 17.94 -1.00 +++ CAC High Dividend Index (CAH/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.190 +++ Canal + (CAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4200 +++ Castellum AB (CAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 77.4000 +++ Close Brothers Group (CBG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 669.500 +++ Close Brothers Group - STND FUT (CBG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 669.690 DEC10 Z 670.910 MAR11 H 672.260 JUN11 M 673.700 +++ Commerzbank AG - Euro Cash FLEX Opt (CBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4341 39.14 0.79 17090 600 0.0667 39.85 -0.22 +++ Commerzbank AG (CBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.3690 +++ Commerzbank AG - STND FUT (CBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 6.3701 OCT10 V 6.3724 NOV10 X 6.3768 DEC10 Z 6.3827 +++ Commerzbank AG - Amer Phys FLEX Opt (CBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 500 0.1236 46.60 -0.14 0.1878 33.85 0.29 17120 720 +++ Commerzbank AG - Amer Cash FLEX Opt (CBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.0073 90.01 -0.02 17090 560 0.0229 47.11 -0.08 17090 600 0.0667 39.85 -0.22 0.7035 36.59 0.66 17120 600 0.3651 40.37 -0.35 0.4768 35.31 0.53 17120 640 +++ Commerzbank AG - Euro Phys FLEX Opt (CBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4341 39.14 0.79 17090 600 0.0667 39.85 -0.22 0.1478 33.75 0.24 17120 740 1.2044 38.06 -0.73 +++ Computacenter (CCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 280.000 +++ Computacenter - STND FUT (CCC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 280.080 DEC10 Z 280.590 MAR11 H 281.160 JUN11 M 281.760 +++ CAC 40 - Index (CCI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3631.430 +++ CAC 40 - Amer FLEX Index Opt (XCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 12.390 28.27 -0.12 +++ CAC 40 - Euro FLEX Index Opt (YCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 13.410 28.27 -0.12 +++ Cable & Wireless Communications (CCT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.900 +++ Cable & Wireless Communications - STND OPT (CCT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 9.000 54.30 0.94 SEP10 48 0.250 55.66 -0.06 5.250 37.07 0.89 SEP10 52 0.250 38.88 -0.12 3.500 32.53 0.79 SEP10 54 0.500 32.56 -0.21 1.750 28.00 0.62 SEP10 56 1.000 28.87 -0.38 0.500 21.09 0.34 SEP10 58 2.000 26.98 -0.62 0.250 24.78 0.16 SEP10 60 3.250 24.82 -0.84 0.000 27.50 0.07 SEP10 62 5.250 29.08 -0.92 0.000 30.22 0.03 SEP10 64 7.250 33.01 -0.95 0.000 37.98 0.01 SEP10 68 11.250 45.12 -0.97 0.000 44.28 0.01 SEP10 72 15.250 56.98 -0.97 9.500 33.72 0.87 DEC10 48 1.000 33.00 -0.19 6.250 31.36 0.75 DEC10 52 2.000 29.12 -0.32 3.500 28.39 0.58 DEC10 56 4.000 29.18 -0.50 1.750 26.16 0.36 DEC10 60 6.500 29.56 -0.67 0.750 25.50 0.19 DEC10 64 9.750 31.04 -0.79 0.250 26.97 0.10 DEC10 68 13.250 31.20 -0.88 0.250 30.86 0.07 DEC10 72 17.000 28.77 -0.95 10.000 33.69 0.82 MAR11 48 2.500 35.58 -0.25 7.000 31.64 0.70 MAR11 52 3.750 32.80 -0.35 4.750 30.11 0.55 MAR11 56 5.500 31.03 -0.48 2.750 28.13 0.40 MAR11 60 8.000 31.07 -0.60 1.250 25.06 0.25 MAR11 64 10.750 30.11 -0.71 0.500 26.45 0.11 MAR11 72 17.500 29.56 -0.87 +++ Citigroup Inc Physical (CCX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.890 +++ Citigroup Inc Physical - STND FUT (CCX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.890 OCT10 V 3.891 NOV10 X 3.892 DEC10 Z 3.894 +++ Progressive Corp / The (CD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.430 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 84.8000 +++ OJSC Cherkizovo Group (CE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.0000 +++ Cementir Holding SpA (CEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.1750 +++ Compania Espanola de Petroleos SA (CEPSA) (CEP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.9900 +++ Compania Espanola de Petroleos SA (CEPSA)STND FUT (CEP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.9930 OCT10 V 16.9990 NOV10 X 17.0110 DEC10 Z 17.0270 +++ Cofina SGPS (CF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8400 +++ CFAO (CFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.6650 +++ CFR ex-event package - Amer Phys FLEX Opt (CFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.738 32.89 0.14 17120 789 0.362 32.89 0.08 17120 838 +++ CFR ex-event package (CFR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.650 +++ ConAgra Foods Inc (CG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.990 +++ Cargotec Corporation (CGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.7700 +++ Alcatel-Lucent SA (CGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.1350 +++ Alcatel-Lucent SA - (CGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.1350 OCT10 V 2.1360 NOV10 X 2.1380 DEC10 Z 2.1400 +++ Alcatel-lucent SA - Amer Phys FLEX Opt (CGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 220 0.1100 39.45 -0.63 17120 220 0.2300 41.85 -0.50 18031 241 0.4214 40.71 -0.60 +++ Catlin Group Ltd (CGL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 335.100 +++ Cie Generale de Geophysique-Veritas (CGV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.8150 +++ Clorox Co (CH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.410 +++ Chesapeake Energy Corp (CHK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.080 +++ Charter International plc (CHT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 648.500 +++ Cimpor SGPS (CI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.8100 +++ Ferrovial SA Contracts (CIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.1250 +++ Corio NV -Euro Cash FLEX Opt (CDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1730 20.22 0.17 17090 4840 +++ Corio NV - Cash FLEX Fut (CDD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 46.5169 +++ Corio NV (CIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.5100 +++ CIR SpA (CIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4210 +++ Qwest Communications International (CJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.800 +++ Cersanit-Krasnystaw SA (CK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.000 +++ Cookson Group (CKG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 454.800 +++ Cookson Group - STND FUT (CKG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 454.930 DEC10 Z 455.760 MAR11 H 456.680 JUN11 M 457.650 +++ Cephalon Inc (CL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.500 +++ Carlsberg A/S (CLB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 558.50 +++ Carlsberg A/S - Cash FLEX Fut (CLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 558.69 +++ Carillion (CLL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 308.100 +++ Carillion - STND FUT (CLL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 308.190 DEC10 Z 308.750 MAR11 H 309.370 JUN11 M 310.030 +++ Coloplast A/S (CLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 642.00 +++ Celesio AG (CLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.3950 +++ Comstar - United Telesystems (CM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.5900 +++ Ciments Francais SA (CMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.0600 +++ Cairn Energy (CNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 455.600 +++ Cairn Energy plc - STND FUT (CNE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 455.730 DEC10 Z 456.560 MAR11 H 457.480 JUN11 M 458.460 +++ Cairn Energy PLC - STND OPT (CNG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 175.750 88.95 1.00 SEP10 280 0.000 87.77 0.00 156.000 88.85 0.99 SEP10 300 0.250 87.88 -0.01 136.500 88.36 0.98 SEP10 320 0.750 87.10 -0.02 117.500 88.39 0.95 SEP10 340 1.500 87.30 -0.04 99.250 87.60 0.92 SEP10 360 3.250 86.52 -0.08 82.000 87.01 0.86 SEP10 380 5.500 83.62 -0.13 66.250 86.03 0.79 SEP10 400 10.000 83.70 -0.20 59.000 85.93 0.75 SEP10 410 11.750 81.08 -0.24 52.500 85.95 0.71 SEP10 420 15.000 80.91 -0.29 46.250 85.74 0.66 SEP10 430 18.500 80.34 -0.33 40.250 85.26 0.61 SEP10 440 22.500 79.79 -0.38 35.250 85.06 0.56 SEP10 450 26.750 77.85 -0.44 30.250 84.35 0.51 SEP10 460 32.000 77.69 -0.49 25.500 83.61 0.46 SEP10 470 38.750 80.70 -0.54 20.500 79.91 0.41 SEP10 480 45.750 82.43 -0.58 16.750 78.43 0.36 SEP10 490 52.250 81.99 -0.63 14.250 79.17 0.32 SEP10 500 59.500 82.08 -0.67 10.000 79.91 0.24 SEP10 520 74.750 81.39 -0.76 6.750 79.91 0.18 SEP10 540 91.250 80.81 -0.82 4.250 79.47 0.12 SEP10 560 109.000 81.59 -0.87 148.000 66.94 0.88 DEC10 320 9.250 61.56 -0.11 128.500 59.07 0.86 DEC10 340 12.500 59.73 -0.14 112.750 57.81 0.82 DEC10 360 17.500 59.60 -0.18 97.250 56.13 0.78 DEC10 380 21.500 56.75 -0.23 83.000 54.07 0.73 DEC10 400 27.000 54.68 -0.28 70.500 53.05 0.67 DEC10 420 34.750 53.99 -0.33 59.750 52.79 0.61 DEC10 440 44.250 53.85 -0.39 40.750 42.95 0.53 DEC10 460 54.750 53.85 -0.45 31.750 42.24 0.46 DEC10 480 65.500 52.55 -0.51 28.500 51.90 0.37 DEC10 520 92.000 51.87 -0.63 23.250 51.64 0.32 DEC10 540 106.750 51.87 -0.68 19.000 51.51 0.28 DEC10 560 122.500 51.70 -0.72 153.000 55.30 0.86 MAR11 320 14.250 52.88 -0.13 138.250 54.79 0.83 MAR11 340 19.000 52.26 -0.17 124.000 54.29 0.79 MAR11 360 24.750 52.09 -0.21 111.250 53.96 0.75 MAR11 380 31.500 51.52 -0.25 99.250 53.47 0.71 MAR11 400 39.250 51.12 -0.29 88.000 53.28 0.66 MAR11 420 48.000 50.98 -0.34 78.250 52.94 0.62 MAR11 440 58.250 50.78 -0.39 68.500 52.30 0.57 MAR11 460 69.250 50.90 -0.43 59.500 51.40 0.53 MAR11 480 80.500 50.27 -0.48 45.000 50.67 0.44 MAR11 520 106.000 49.40 -0.57 33.500 49.89 0.36 MAR11 560 134.000 48.33 -0.65 +++ Cincinnati Financial Corp (CNN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.590 +++ CNP Assurances (CNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.8050 +++ Casino Guichard Perrachon SA (CO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 66.0800 +++ Casino Guichard Perrachon SA - Cash FLEX Fut (FBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 65.9800 +++ Casino Guichard Perrachon SA - Phys FLEX Fut (FBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 65.9800 +++ Cobham (COB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 218.600 +++ Cobham - STND FUT (COB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 218.660 DEC10 Z 219.060 MAR11 H 219.500 JUN11 M 219.970 +++ Cofinimmo (COF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 95.8200 +++ Comerica Inc (COM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.900 +++ Continental AG (CON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.6500 +++ Continental AG - Amer Phys FLEX Opt (DVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3800 0.5371 43.58 -0.09 +++ ConocoPhillips (COP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.070 +++ C&C Group PLC (CP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.1190 +++ Compass Group plc - STND FUT (CMP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 534.150 DEC10 Z 535.130 MAR11 H 527.190 JUN11 M 528.320 +++ Compass Group plc (CPG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 534.000 +++ Compass Group plc - STND OPT (CPG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 174.000 61.84 1.00 SEP10 360 0.000 50.64 0.00 134.250 52.83 1.00 SEP10 400 0.000 41.15 0.00 114.250 48.87 0.99 SEP10 420 0.000 38.10 0.00 94.250 40.57 0.99 SEP10 440 0.000 35.30 0.00 74.750 38.50 0.97 SEP10 460 0.250 33.41 -0.01 55.250 35.04 0.93 SEP10 480 0.750 31.51 -0.05 46.000 32.72 0.90 SEP10 490 1.750 32.66 -0.10 37.000 31.37 0.85 SEP10 500 2.500 30.30 -0.14 21.000 29.12 0.68 SEP10 520 7.000 29.20 -0.32 9.250 26.52 0.43 SEP10 540 15.000 26.59 -0.57 3.000 25.66 0.20 SEP10 560 29.000 26.03 -0.80 1.000 26.50 0.07 SEP10 580 46.750 25.86 -0.93 0.250 27.53 0.02 SEP10 600 66.250 28.55 -0.97 0.000 33.44 0.01 SEP10 640 106.000 2.00 -1.00 98.750 28.79 0.91 DEC10 440 4.250 29.96 -0.10 81.750 28.88 0.85 DEC10 460 6.500 28.45 -0.14 65.500 27.78 0.79 DEC10 480 10.500 27.79 -0.21 37.250 25.61 0.61 DEC10 520 23.000 26.33 -0.39 18.250 24.49 0.39 DEC10 560 44.000 25.22 -0.61 7.500 23.81 0.21 DEC10 600 72.250 23.65 -0.80 3.250 24.53 0.10 DEC10 640 109.000 26.00 -0.89 103.500 29.45 0.86 MAR11 440 11.500 29.33 -0.17 71.750 27.57 0.75 MAR11 480 21.750 27.96 -0.29 45.250 25.79 0.60 MAR11 520 37.250 26.46 -0.43 26.500 24.91 0.43 MAR11 560 59.250 25.51 -0.59 14.250 24.28 0.27 MAR11 600 85.500 23.44 -0.75 7.250 24.05 0.16 MAR11 640 121.000 25.30 -0.83 +++ Compass Group plc - Euro Cash FLEX Opt (CPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.540 26.13 0.31 17090 549 +++ Compass Group plc - Amer Phys FLEX Opt (CPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 456.030 60.02 1.00 22090 78 +++ Capita Plc (CPI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 728.000 +++ Capita Plc - STND FUT (CPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 728.200 DEC10 Z 729.540 MAR11 H 731.010 JUN11 M 719.800 +++ Carpetright (CPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 737.500 +++ Carpetright - STND FUT (CPR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 729.700 DEC10 Z 731.040 MAR11 H 732.510 JUN11 M 734.080 +++ CRH PLC (CR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.8780 +++ Croda International (CRD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1340.000 +++ Croda International - STND FUT (CRD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1340.370 DEC10 Z 1342.830 MAR11 H 1345.530 JUN11 M 1348.410 +++ Credito Emiliano SpA (CRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.8150 +++ Banca Carige SpA (CRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.7210 +++ Criteria Caixacorp SA (CRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7640 +++ Mersen (CRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.2250 +++ CROCS Inc (CRO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.220 +++ Cisco Systems Inc - Physical STND FUT (COX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.442 OCT10 V 20.447 NOV10 X 20.453 DEC10 Z 20.459 +++ Cisco Systems INC (CSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.440 +++ Credit Suisse Group - Euro Cash FLEX Opt (CHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.133 35.60 0.09 17090 504 0.964 32.31 0.12 21122 800 +++ Credit Suisse Group - Amer Phys FLEX Opt (CHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 380 1.135 42.37 -0.18 18031 240 0.116 45.75 -0.02 18031 320 0.947 45.75 -0.11 +++ Credit Suisse Group (CSG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.640 +++ Credit Suisse Group - STND FUT (CSG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 45.640 OCT10 V 45.650 NOV10 X 45.660 DEC10 Z 45.670 +++ CSM (CSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.5700 +++ Societa Cattolica di Assicurazioni SCRL (CSS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.2300 +++ Tullett Prebon plc (CST/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 383.400 +++ Tullett Prebon plc - STND FUT (CST/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 383.510 DEC10 Z 384.210 MAR11 H 384.980 JUN11 M 385.810 +++ Central European Media (CT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 426.00 +++ Colt Group SA - STND FUT (COL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 114.830 DEC10 Z 115.040 MAR11 H 115.270 JUN11 M 115.520 +++ Colt Group SA (CTM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 114.800 +++ Caterpillar Inc (CTP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.170 +++ Centrica plc - STND FUT (CNA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 325.890 DEC10 Z 322.480 MAR11 H 323.130 JUN11 M 313.560 +++ Centrica plc - Euro Cash FLEX Opt (CRJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.730 17.93 0.13 17090 340 +++ Centrica plc - Euro Phys FLEX Opt (CRX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 24.620 21.76 0.60 18031 315 +++ Centrica PLC (CTR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 325.800 +++ Centrica Plc - STND OPT (CTR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 105.750 61.21 1.00 SEP10 220 0.000 65.15 0.00 86.000 56.46 1.00 SEP10 240 0.000 60.58 -0.01 66.000 46.32 0.99 SEP10 260 0.250 50.13 -0.01 46.000 33.00 0.99 SEP10 280 0.250 37.73 -0.02 36.000 27.29 0.98 SEP10 290 0.250 31.85 -0.04 26.000 21.59 0.97 SEP10 300 0.500 25.97 -0.06 16.500 19.22 0.90 SEP10 310 1.000 22.12 -0.13 8.500 18.74 0.69 SEP10 320 3.000 19.90 -0.32 3.000 17.87 0.38 SEP10 330 7.500 19.12 -0.62 0.750 17.93 0.13 SEP10 340 15.000 19.08 -0.85 0.000 19.72 0.01 SEP10 360 34.250 21.54 -0.99 0.000 23.35 0.00 SEP10 380 54.250 32.60 -0.99 106.000 42.50 0.99 DEC10 220 0.250 31.40 -0.01 86.000 34.30 0.99 DEC10 240 0.500 30.09 -0.03 66.250 29.37 0.97 DEC10 260 1.250 27.28 -0.06 47.000 25.79 0.91 DEC10 280 3.000 24.45 -0.13 29.750 23.21 0.77 DEC10 300 6.500 22.46 -0.26 16.250 21.45 0.56 DEC10 320 13.250 20.99 -0.45 7.500 20.55 0.34 DEC10 340 24.750 19.88 -0.67 3.000 19.99 0.17 DEC10 360 40.000 18.55 -0.86 86.250 29.34 0.97 MAR11 240 1.250 25.31 -0.05 49.250 23.93 0.83 MAR11 280 6.000 23.56 -0.18 34.250 22.80 0.70 MAR11 300 11.000 22.39 -0.30 21.750 21.41 0.56 MAR11 320 18.500 21.07 -0.45 12.750 20.76 0.40 MAR11 340 29.500 20.42 -0.61 7.000 20.33 0.26 MAR11 360 43.750 19.85 -0.76 +++ Aviva plc - Amer Phys FLEX Opt (AVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 347.210 10.00 1.00 08090 48 343.210 72.29 1.00 17090 52 347.220 33.60 1.00 07100 48 341.220 29.97 1.00 02110 54 337.220 34.58 1.00 09110 58 341.220 57.03 1.00 01120 54 6.380 32.76 0.19 17120 460 +++ Aviva Plc - STND FUT (CGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 395.310 DEC10 Z 386.520 MAR11 H 387.300 JUN11 M 372.340 +++ Aviva plc (CUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 395.200 +++ Aviva plc - STND OPT (CUA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 155.250 72.29 1.00 SEP10 240 0.000 53.28 0.00 135.250 78.76 1.00 SEP10 260 0.000 50.24 0.00 115.250 60.00 1.00 SEP10 280 0.000 48.72 0.00 95.500 61.96 0.99 SEP10 300 0.000 46.44 0.00 85.500 56.39 0.98 SEP10 310 0.000 45.68 0.00 75.500 47.37 0.99 SEP10 320 0.000 42.75 -0.01 65.750 46.16 0.97 SEP10 330 0.250 41.98 -0.02 56.000 43.25 0.96 SEP10 340 0.500 40.46 -0.03 46.250 40.17 0.93 SEP10 350 1.000 38.80 -0.06 37.250 39.15 0.88 SEP10 360 1.500 36.56 -0.10 28.750 38.06 0.81 SEP10 370 2.750 35.30 -0.18 21.000 36.59 0.71 SEP10 380 5.250 35.13 -0.28 15.000 36.83 0.59 SEP10 390 8.500 33.74 -0.41 10.000 36.62 0.45 SEP10 400 14.000 34.58 -0.55 3.500 35.58 0.22 SEP10 420 27.250 31.59 -0.81 1.250 37.87 0.09 SEP10 440 45.250 30.01 -0.95 0.500 39.68 0.04 SEP10 460 64.750 30.89 -0.99 0.250 40.44 0.01 SEP10 480 84.750 30.98 -1.00 0.000 39.68 0.00 SEP10 560 164.750 36.09 -1.00 115.250 18.12 1.00 OCT10 280 0.500 46.92 -0.02 95.500 48.86 0.99 OCT10 300 1.000 43.49 -0.04 75.500 37.12 0.99 OCT10 320 2.250 41.09 -0.08 65.750 37.67 0.97 OCT10 330 3.000 39.60 -0.11 56.000 34.28 0.96 OCT10 340 4.500 38.39 -0.15 47.000 36.10 0.90 OCT10 350 6.750 38.51 -0.21 39.000 37.19 0.83 OCT10 360 9.000 37.09 -0.27 31.000 35.83 0.75 OCT10 370 12.000 36.21 -0.34 23.750 34.51 0.66 OCT10 380 16.000 35.59 -0.43 17.750 34.10 0.56 OCT10 390 20.750 34.62 -0.51 12.750 33.09 0.45 OCT10 400 26.500 34.20 -0.60 6.500 32.95 0.27 OCT10 420 41.500 35.95 -0.73 3.000 32.64 0.14 OCT10 440 57.750 35.15 -0.85 59.250 41.16 0.85 NOV10 340 10.000 40.14 -0.22 42.250 37.06 0.75 NOV10 360 15.500 38.59 -0.31 36.000 37.52 0.67 NOV10 370 19.000 37.61 -0.37 29.750 36.65 0.60 NOV10 380 23.000 36.73 -0.43 24.250 35.96 0.53 NOV10 390 28.000 36.07 -0.49 19.750 35.49 0.46 NOV10 400 33.250 35.62 -0.55 12.250 34.27 0.33 NOV10 420 45.250 33.05 -0.68 7.250 33.58 0.23 NOV10 440 61.000 33.70 -0.78 235.250 78.18 1.00 DEC10 160 0.500 72.44 -0.01 215.250 69.91 1.00 DEC10 180 0.500 66.63 -0.01 195.250 64.62 1.00 DEC10 200 0.750 61.59 -0.02 175.250 61.99 1.00 DEC10 220 1.250 57.19 -0.02 155.500 60.07 0.99 DEC10 240 1.750 53.37 -0.04 115.750 46.57 0.98 DEC10 280 4.000 46.83 -0.08 96.750 46.64 0.94 DEC10 300 6.250 44.79 -0.12 79.000 44.62 0.88 DEC10 320 9.500 42.71 -0.17 62.500 42.75 0.79 DEC10 340 14.000 41.01 -0.25 47.250 39.47 0.69 DEC10 360 20.000 39.05 -0.33 34.500 37.51 0.58 DEC10 380 27.500 37.05 -0.43 24.250 36.19 0.47 DEC10 400 37.500 35.81 -0.53 16.750 35.23 0.37 DEC10 420 49.750 34.49 -0.64 10.750 33.92 0.27 DEC10 440 65.250 35.36 -0.72 3.500 31.60 0.12 DEC10 480 98.250 34.07 -0.87 0.250 30.38 0.01 DEC10 560 174.250 32.39 -0.99 155.750 50.50 0.98 MAR11 240 4.750 49.22 -0.07 117.750 45.02 0.92 MAR11 280 9.000 44.47 -0.12 100.250 42.91 0.86 MAR11 300 12.250 42.54 -0.16 84.250 41.22 0.80 MAR11 320 16.750 41.02 -0.22 69.250 39.18 0.73 MAR11 340 22.250 39.25 -0.28 56.250 37.84 0.66 MAR11 360 29.250 37.93 -0.34 44.500 36.40 0.58 MAR11 380 37.500 36.58 -0.42 34.750 35.33 0.50 MAR11 400 47.500 35.43 -0.50 26.250 34.21 0.42 MAR11 420 59.000 34.34 -0.58 18.500 32.56 0.34 MAR11 440 73.250 34.36 -0.65 155.750 50.66 0.98 JUN11 240 9.000 46.41 -0.10 118.000 44.19 0.91 JUN11 280 15.500 42.08 -0.17 101.000 42.39 0.85 JUN11 300 19.750 40.18 -0.22 85.500 40.71 0.78 JUN11 320 26.250 39.39 -0.27 71.250 39.16 0.72 JUN11 340 33.000 37.76 -0.33 58.500 37.55 0.65 JUN11 360 41.750 36.86 -0.40 47.500 36.44 0.58 JUN11 380 51.250 35.59 -0.46 37.750 35.37 0.51 JUN11 400 62.250 34.55 -0.53 29.500 34.46 0.43 JUN11 420 75.250 34.25 -0.60 22.250 33.34 0.36 JUN11 440 89.000 33.55 -0.66 12.500 31.92 0.24 JUN11 480 119.000 31.41 -0.78 3.750 30.79 0.09 JUN11 560 190.500 29.90 -0.92 235.250 62.72 1.00 DEC11 160 7.500 57.65 -0.06 215.250 60.60 1.00 DEC11 180 11.000 56.73 -0.08 195.500 57.60 0.99 DEC11 200 13.000 53.03 -0.10 175.750 52.72 0.98 DEC11 220 17.000 51.19 -0.12 156.750 49.03 0.95 DEC11 240 19.500 47.49 -0.15 123.000 45.79 0.84 DEC11 280 29.500 44.00 -0.22 96.250 44.31 0.74 DEC11 320 48.500 45.00 -0.31 70.500 40.44 0.64 DEC11 360 61.750 39.79 -0.40 50.250 37.93 0.53 DEC11 400 85.000 38.65 -0.50 31.000 33.55 0.40 DEC11 440 111.500 37.68 -0.59 23.500 34.53 0.32 DEC11 480 142.000 37.63 -0.67 16.000 37.97 0.22 DEC11 560 209.500 37.74 -0.79 125.500 46.35 0.83 JUN12 280 43.500 45.00 -0.25 99.250 43.89 0.73 JUN12 320 64.750 45.57 -0.32 74.250 40.02 0.64 JUN12 360 78.500 40.01 -0.41 55.500 37.90 0.54 JUN12 400 100.500 37.90 -0.50 37.000 34.17 0.42 JUN12 440 124.250 35.14 -0.60 168.500 61.46 0.86 DEC12 240 60.000 62.48 -0.20 138.500 54.59 0.80 DEC12 280 71.250 55.87 -0.25 106.500 46.07 0.73 DEC12 320 76.750 45.80 -0.33 78.500 39.90 0.64 DEC12 360 90.500 40.24 -0.41 61.250 38.26 0.54 DEC12 400 113.250 38.36 -0.49 46.500 36.62 0.46 DEC12 440 138.750 36.80 -0.57 36.750 36.13 0.39 DEC12 480 168.250 36.28 -0.63 +++ Chevron Corp (CVX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.830 +++ Costco Wholesale Corp (CWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.210 +++ Cable & Wireless Worldwide (CWT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.800 +++ Cable & Wireless Worldwide - STND OPT (CWT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18.000 73.24 0.98 SEP10 52 0.250 77.38 -0.03 14.000 70.71 0.94 SEP10 56 0.500 76.50 -0.07 10.250 63.13 0.89 SEP10 60 0.750 69.48 -0.13 8.500 54.60 0.86 SEP10 62 0.750 61.30 -0.16 6.500 48.92 0.82 SEP10 64 1.000 54.57 -0.21 4.750 44.50 0.74 SEP10 66 1.250 48.50 -0.27 3.250 40.08 0.64 SEP10 68 1.750 43.17 -0.37 2.000 37.17 0.50 SEP10 70 2.500 39.36 -0.50 1.250 38.00 0.36 SEP10 72 3.500 37.61 -0.64 0.750 39.27 0.25 SEP10 74 5.000 41.40 -0.74 0.500 37.50 0.15 SEP10 76 6.500 37.51 -0.85 0.000 38.27 0.05 SEP10 80 10.250 39.94 -0.95 0.000 39.52 0.03 SEP10 82 12.250 40.61 -0.97 0.000 38.53 0.01 SEP10 84 14.250 40.61 -0.99 0.000 38.85 0.01 SEP10 86 16.250 40.95 -0.99 0.000 39.06 0.00 SEP10 88 18.250 42.50 -1.00 0.000 40.69 0.00 SEP10 90 20.250 45.55 -1.00 0.000 40.05 0.00 SEP10 92 22.250 48.28 -1.00 0.000 39.53 0.00 SEP10 94 24.250 48.63 -1.00 0.000 40.64 0.00 SEP10 96 26.250 49.64 -1.00 0.000 42.85 0.00 SEP10 100 30.250 50.31 -1.00 22.250 50.02 0.95 DEC10 48 0.500 43.29 -0.05 15.250 47.85 0.86 DEC10 56 1.500 42.35 -0.16 12.000 46.22 0.78 DEC10 60 2.500 42.61 -0.25 9.500 46.91 0.69 DEC10 64 4.500 45.59 -0.35 7.250 46.26 0.59 DEC10 68 5.500 39.54 -0.45 5.250 44.62 0.49 DEC10 72 8.750 44.96 -0.53 4.000 44.68 0.39 DEC10 76 11.250 43.56 -0.63 2.750 44.40 0.31 DEC10 80 14.250 43.58 -0.71 2.000 44.69 0.24 DEC10 84 17.500 44.61 -0.77 1.500 45.26 0.19 DEC10 88 20.750 42.76 -0.83 1.250 46.08 0.15 DEC10 92 24.500 44.38 -0.87 1.000 47.24 0.12 DEC10 96 28.000 41.14 -0.92 0.750 48.74 0.10 DEC10 100 32.000 42.49 -0.94 22.250 41.28 0.95 MAR11 48 1.250 42.89 -0.10 15.750 42.18 0.82 MAR11 56 3.000 43.17 -0.21 13.000 41.28 0.74 MAR11 60 4.500 43.13 -0.28 10.750 41.99 0.66 MAR11 64 6.000 41.63 -0.35 8.500 40.67 0.58 MAR11 68 8.000 41.41 -0.43 6.750 40.25 0.50 MAR11 72 10.250 40.79 -0.51 5.500 40.88 0.43 MAR11 76 12.750 40.06 -0.58 4.250 40.32 0.36 MAR11 80 15.000 36.62 -0.67 3.250 40.73 0.30 MAR11 84 18.750 40.18 -0.71 2.750 40.88 0.25 MAR11 88 21.750 39.32 -0.77 2.250 41.57 0.21 MAR11 92 25.250 39.53 -0.81 1.750 42.39 0.18 MAR11 96 28.750 38.99 -0.85 1.500 43.43 0.15 MAR11 100 32.500 39.84 -0.88 +++ CBS Corp (CXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.810 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 4.1800 +++ Davide Campari - Milano - Cash FLEX Fut (DAD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 4.1806 +++ Daimler AG (DAI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.750 +++ Danske Bank A/S (DAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 137.00 +++ Danske Bank A/S Physical - STND FUT (DNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 137.00 OCT10 V 137.10 NOV10 X 137.30 DEC10 Z 137.40 +++ Deutsche Bank AG (DB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.410 +++ Deutsche Bank AG - Euro Cash FLEX Opt (DBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4791 29.59 0.13 17120 6000 10.9721 29.72 -0.87 3.5358 36.15 0.30 21122 7000 +++ Deutsche Bank AG (DBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.3400 +++ Deutsche Bank AG - STND FUT (DBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 49.3484 OCT10 V 49.3663 NOV10 X 49.4003 DEC10 Z 49.4461 +++ Deutsche Bank AG - Amer Phys FLEX Opt (DBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3000 0.1394 51.07 -0.02 16121 4400 5.6937 35.39 -0.35 8.5124 40.59 0.61 16121 4800 7.4198 33.15 -0.44 6.5089 38.45 0.52 16121 5200 9.4674 30.93 -0.54 5.7036 37.62 0.48 16121 5400 10.5748 29.73 -0.60 4.8515 36.59 0.44 16121 5600 11.8323 28.58 -0.65 9.7924 43.50 0.62 15062 4800 9.1537 31.13 -0.48 9.3523 43.25 0.57 21122 5200 7.7401 41.38 0.51 21122 5600 15.0808 29.32 -0.61 +++ Deutsche Bank AG - Amer Cash FLEX Opt (DBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 0.0133 63.80 0.00 2.4866 33.10 0.43 17120 5200 5.0397 33.35 -0.58 0.4791 29.59 0.13 17120 6000 11.0398 29.72 -0.88 0.0594 28.35 0.02 17120 6800 16121 4400 5.6937 35.39 -0.35 8.5124 40.59 0.61 16121 4800 7.4198 33.15 -0.44 6.5089 38.45 0.52 16121 5200 9.4674 30.93 -0.54 4.8515 36.59 0.44 16121 5600 11.8323 28.58 -0.65 9.7924 43.50 0.62 15062 4800 9.1537 31.13 -0.48 11.2167 45.33 0.63 21122 4800 10.5423 33.17 -0.45 9.3523 43.25 0.57 21122 5200 7.7401 41.38 0.51 21122 5600 15.0808 29.32 -0.61 +++ Deutsche Bank AG - Euro Phys FLEX Opt (DBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.5512 37.89 0.89 17090 4500 0.2153 38.57 -0.11 0.1776 28.85 0.06 17120 6400 14.6496 28.77 -0.94 0.0044 27.52 0.00 17120 7600 26.4439 27.52 -1.00 0.0040 47.58 0.00 17120 11000 60.3472 49.03 -1.00 17061 4576 4.6871 32.54 -0.40 +++ Deutsche Boerse AG (DBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.2650 +++ Deutsche Boerse AG - Euro Cash FLEX Opt (FVJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0074 44.71 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 2.5734 30.79 -0.40 0.1618 25.71 0.06 17120 6200 +++ DCC PLC (DC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.1850 +++ Dairy Crest Group (DCG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 373.600 +++ Dairy Crest Group - STND FUT (DCG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 373.700 DEC10 Z 374.390 MAR11 H 375.140 JUN11 M 375.940 +++ Danisco A/S (DCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 431.50 +++ Danisco A/S Euro Cash FLEX Opt (DOB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 8.19 53.83 0.29 17090 461 +++ Danisco A/S - Cash FLEX Fut (DOD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 431.64 +++ Daimler AG - Amer Phys FLEX Opt (DCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3200 0.0049 47.10 0.00 17090 3700 0.0961 35.46 -0.07 17090 3900 0.3290 32.03 -0.21 17090 4200 1.5807 29.97 -0.64 0.0989 32.30 0.08 17090 4500 0.3845 29.60 0.13 17120 5000 3.0614 29.82 0.45 17061 4400 2.3323 29.10 0.37 17061 4600 +++ Daimler AG - Euro Phys FLEX Opt (DCX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3531 2.6748 36.93 -0.27 +++ Daimler AG (DCY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.0000 +++ Daimler AG - STND FUT (DCY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.0070 OCT10 V 41.0218 NOV10 X 41.0501 DEC10 Z 41.0881 +++ Du Pont (E.I.) De Nemours (DD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.930 +++ 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 120.530 DEC10 Z 120.750 MAR11 H 121.000 JUN11 M 121.260 +++ Deutsche Euroshop AG (DE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.8500 +++ Debenhams PLC (DEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.050 +++ JC Decaux SA (DEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.3100 +++ Dexia (DEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3750 +++ Dexia - STND FUT (DEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.3760 OCT10 V 3.3770 NOV10 X 3.3790 DEC10 Z 3.3820 +++ Delhaize Group (DEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.0800 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1047 40.63 0.13 21122 800 +++ Dexia (DEX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3750 +++ Dexia - Euro Phys FLEX Opt (DEX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0186 33.48 0.04 16121 700 3.5885 33.48 -0.96 +++ Vinci SA - Euro Cash FLEX Opt (DFJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2988 26.11 0.26 17090 3807 +++ Vinci SA - Amer Phys FLEX Opt (DFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 0.1300 31.50 -0.10 +++ Vinci SA - Euro Phys FLEX Opt (DFX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.5796 31.09 0.56 17120 3600 2.2447 31.09 -0.44 +++ Vinci SA (DG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.7500 +++ Dragon Oil Plc (DGO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1910 +++ Americansourcebergen Corp (DH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.970 +++ Douglas Holding AG (DHO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.3000 +++ Amylin Pharmaceuticlas Inc (DI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.290 +++ DSG International plc (DIX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.190 +++ 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 5.250 76.49 0.94 SEP10 20 0.000 76.49 -0.06 3.500 71.93 0.84 SEP10 22 0.250 71.93 -0.16 2.000 65.43 0.66 SEP10 24 0.750 65.43 -0.34 1.000 57.86 0.42 SEP10 26 1.750 57.86 -0.58 0.250 57.86 0.21 SEP10 28 3.250 57.86 -0.79 0.000 56.78 0.08 SEP10 30 5.000 56.78 -0.92 0.000 56.78 0.02 SEP10 32 6.750 56.78 -0.98 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 9.250 46.85 0.97 DEC10 16 0.000 46.85 -0.03 5.750 43.86 0.86 DEC10 20 0.500 43.86 -0.14 3.000 45.27 0.63 DEC10 24 1.750 45.27 -0.37 1.500 45.38 0.38 DEC10 28 4.250 45.38 -0.62 0.750 45.62 0.20 DEC10 32 7.500 45.62 -0.80 0.250 42.52 0.08 DEC10 36 11.000 42.52 -0.93 0.000 39.07 0.02 DEC10 40 14.750 39.07 -0.99 0.000 44.24 0.00 DEC10 48 22.750 44.24 -1.00 9.750 54.94 0.91 MAR11 16 0.500 54.08 -0.09 6.750 51.96 0.79 MAR11 20 1.500 51.86 -0.21 4.000 45.58 0.63 MAR11 24 2.750 45.58 -0.37 2.000 41.68 0.43 MAR11 28 4.750 41.53 -0.57 1.250 44.46 0.29 MAR11 32 8.000 44.46 -0.71 0.250 41.93 0.09 MAR11 40 15.000 41.93 -0.92 +++ DSG International plc - STND FUT (DXN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 25.200 DEC10 Z 25.240 MAR11 H 25.290 JUN11 M 25.350 +++ CR Bard Inc (DJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.390 +++ Beckman Coulter Inc (DK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.020 +++ Becton Dickinson & Co (DL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.800 +++ De La Rue (DLA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 705.500 +++ De La Rue - STND FUT (DLA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 705.700 DEC10 Z 706.990 MAR11 H 708.410 JUN11 M 709.930 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 12.330 +++ Delta Lloyd NV (DLO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7300 +++ Celgene Corp (DM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.740 +++ Daily Mail & General Trust (A Shs) (DMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 475.900 +++ Daily Mail & General Trust (A Shs) - STND FUT (DMG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 476.030 DEC10 Z 476.910 MAR11 H 477.860 JUN11 M 478.890 +++ DNO International ASA (DN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.5500 +++ DNB NOR ASA (DNB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.5000 +++ D/S Norden A/S (DNO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 231.90 +++ Cigna Corp (DO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.170 +++ Deutsche Postbank AG (DPB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.6900 +++ Deutsche Postbank AG - Amer Phys FLEX Opt (FJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1600 0.0160 38.93 -0.01 0.4030 29.61 0.19 17120 3000 +++ Deutsche Post AG - Euro Cash FLEX Opt (DPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1381 24.97 0.32 17090 1376 0.1047 24.70 0.26 17090 1387 +++ Deutsche Post AG - Amer Phys FLEX Opt (DPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0741 24.38 0.20 17090 1400 +++ Deutsche Post AG (DPW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.4200 +++ Deutsche Post AG - STND FUT (DPW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 13.4223 OCT10 V 13.4272 NOV10 X 13.4364 DEC10 Z 13.4488 +++ Coventry Health Care Inc (DQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.490 +++ Drax Group Plc - STND FUT (DQA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 408.410 DEC10 Z 409.160 MAR11 H 409.990 JUN11 M 400.800 +++ Drax Group Plc (DRX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 408.300 +++ Davita Inc (DS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.880 +++ Koninklijke DSM N.V (DSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.7150 +++ Koninklijke DSM N.V - STND FUT (DSM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 34.7210 OCT10 V 34.7330 NOV10 X 34.7570 DEC10 Z 34.7900 +++ Koninklijke DSM NV - Amer Phys FLEX Opt (DSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3200 23.29 0.15 17120 4000 +++ DSV A/S (DSV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 98.40 +++ Quest Diagnostics (DT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.950 +++ Dow Chemical Co/The (DTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.920 +++ DTE Energy Co (DTC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.300 +++ Deutsche Telekom AG (DTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.3750 +++ Deutsche Telekom AG - STND FUT (DTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.3768 OCT10 V 10.3805 NOV10 X 10.3877 DEC10 Z 10.3973 +++ Deutsche Telekom AG - Euro Cash FLEX Opt (DTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.2489 26.33 0.59 16121 950 0.9374 24.61 -0.41 +++ Deutsche Telekom AG - Amer Phys FLEX Opt (DTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 720 0.0213 36.96 -0.03 17120 900 0.1098 26.31 -0.14 17120 1000 0.3259 22.86 -0.35 0.2319 20.46 0.33 17120 1100 0.0585 20.66 0.11 17120 1200 0.0083 30.22 0.01 17120 1500 18031 900 0.2430 26.53 -0.20 +++ Deutsche Telekom AG - Euro Phys FLEX Opt (DTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.4406 31.86 0.95 17120 800 0.0439 32.09 -0.05 1.5066 25.98 0.87 17120 900 0.1095 26.31 -0.14 0.2319 20.46 0.33 17120 1100 0.8387 21.15 -0.67 0.0167 22.17 0.04 17120 1300 2.6059 22.61 -0.96 17061 909 0.5516 24.64 -0.35 0.3222 22.58 0.29 17061 1100 1.5602 19.92 -0.74 0.9841 25.15 0.52 16121 1000 1.1697 23.60 -0.48 0.6043 24.22 0.38 16121 1100 1.7601 22.17 -0.64 0.3431 23.27 0.26 16121 1200 2.4618 20.11 -0.79 +++ Deutsche Telekom AG - Cash FLEX Fut (DTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 10.3892 +++ Edwards Lifesciences Corp (DU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.730 +++ Gilead Sciences Inc (DV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.240 +++ Devon Energy Corp (DVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.580 +++ Davis Service Group (DVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 378.700 +++ Davis Service Group - STND FUT (DVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 378.810 DEC10 Z 379.500 MAR11 H 380.260 JUN11 M 381.080 +++ Derwent London plc (DWV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1430.000 +++ Derwent London plc - STND FUT (DWV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1430.400 DEC10 Z 1433.020 MAR11 H 1435.900 JUN11 M 1438.970 +++ Hologic Inc (DX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.660 +++ Duke Energy Corp (DXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.280 +++ Dexia (DXB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3750 +++ Hospira Inc (DY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.700 +++ Halliburton Co (DYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.940 +++ Intuitive Surgical Inc (DZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 273.830 +++ Archer-Daniels-Midland Co (DZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.490 +++ Elan Corp PLC (EA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5680 +++ East Asiatic Compnay Ltd A/S (EAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 140.00 +++ Laboratory Crp of Amer hldings (EB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.320 +++ Erste Group Bank AG (EBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.7950 +++ Mckesson Corp (EC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.050 +++ Electrocomponents (ECM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 221.600 +++ Electrocomponents - STND FUT (ECM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 221.660 DEC10 Z 222.070 MAR11 H 222.510 JUN11 M 222.990 +++ European Aeronautic Defence and Space Company (EDA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.3600 +++ European Aeronautic Defence and Space Company (EDA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 18.2830 OCT10 V 18.2900 NOV10 X 18.3020 DEC10 Z 18.3190 +++ EDF Energies Nouvelles S.A. (EDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.4800 +++ Electricite de France - Euro Phys FLEX Opt (DAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.0294 25.15 0.37 17120 3400 2.8156 25.15 -0.63 +++ Electricite de France (EDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.3150 +++ Electricite de France - STND FUT (EDF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.3210 OCT10 V 32.3320 NOV10 X 32.1540 DEC10 Z 32.1840 +++ Edison SpA (EDN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8860 +++ Energias de Portugal SA (EDP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.4090 +++ Energias de Portugal SA - Euro Phys FLEX Opt (EDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 250 0.1048 23.16 -0.78 17120 250 0.1890 27.23 -0.56 0.0264 24.11 0.13 18031 300 0.2087 35.47 0.38 16121 300 +++ EDP Renovaveis, S.A (EDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4000 +++ Medco Health Solutions Inc (EE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.400 +++ Essilor International SA (EF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.2300 +++ Essilor International SA - Amer Phys FLEX Opt (EFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18031 4800 2.6500 20.32 -0.45 +++ Essilor International SA - Euro Phys FLEX Opt (EFX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.3979 23.44 0.74 17120 4500 1.0376 23.44 -0.26 +++ FTSEurofirst 80 (EFE/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3512.780 +++ FTSEurofirst 80 - Euro FLEX Index Opt (YFE/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.370 20.57 0.01 17120 4500 1023.560 20.57 -0.98 +++ FTSEurofirst 100 (EFP/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3255.700 +++ Mota Engil SGPS (EG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.2460 +++ Mednax Inc (EH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.980 +++ Egis PLC (EI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20500.0 +++ Thermo Fisher Scientific Inc (EK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.870 +++ Ekornes ASA (EKO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 148.0000 +++ Elisa Oyj (EL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.5200 +++ Endesa SA (ELE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.9550 +++ Endesa SA - Cash Flex Future (END/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 18.9578 +++ Elringklinger AG (ELR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.5000 +++ Electrolux AB (ELT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 148.6000 +++ EMC Corp/Massachusetts (EMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.520 +++ Man Group Plc (EMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 229.000 +++ Man Group Plc - STND OPT (EMG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 49.000 43.13 1.00 SEP10 180 0.000 49.98 -0.01 39.250 43.52 0.98 SEP10 190 0.250 45.29 -0.02 29.500 40.99 0.95 SEP10 200 0.500 42.22 -0.06 25.000 41.38 0.91 SEP10 205 1.000 41.60 -0.09 20.250 38.60 0.87 SEP10 210 1.500 40.33 -0.14 16.250 38.99 0.79 SEP10 215 2.750 41.51 -0.22 12.750 39.47 0.70 SEP10 220 3.750 39.85 -0.30 9.750 39.57 0.60 SEP10 225 5.750 40.11 -0.40 7.000 38.26 0.50 SEP10 230 8.250 40.68 -0.50 5.000 38.58 0.39 SEP10 235 11.250 41.32 -0.60 3.250 38.58 0.30 SEP10 240 14.750 41.60 -0.69 2.250 38.58 0.21 SEP10 245 18.750 43.52 -0.76 1.500 38.58 0.15 SEP10 250 23.500 48.01 -0.79 0.500 38.58 0.06 SEP10 260 32.250 50.00 -0.88 0.250 38.58 0.02 SEP10 270 41.500 50.00 -0.94 0.000 38.58 0.01 SEP10 280 51.250 50.00 -0.97 0.000 38.58 0.00 SEP10 300 71.000 50.00 -1.00 0.000 38.58 0.00 SEP10 320 91.000 50.00 -1.00 0.000 38.58 0.00 SEP10 340 111.000 50.00 -1.00 0.000 38.58 0.00 SEP10 360 131.000 50.00 -1.00 50.250 48.51 0.94 OCT10 180 1.750 54.78 -0.09 41.000 45.90 0.90 OCT10 190 2.000 46.57 -0.11 32.250 43.26 0.84 OCT10 200 3.000 41.97 -0.16 28.250 42.01 0.80 OCT10 205 3.750 40.57 -0.19 24.250 40.83 0.76 OCT10 210 4.750 39.82 -0.24 20.500 39.80 0.70 OCT10 215 6.250 38.68 -0.29 17.250 38.69 0.65 OCT10 220 7.750 38.12 -0.35 13.750 36.50 0.58 OCT10 225 9.750 37.47 -0.42 11.000 35.97 0.51 OCT10 230 12.500 38.29 -0.48 8.750 35.71 0.44 OCT10 235 14.750 36.44 -0.55 7.250 36.24 0.38 OCT10 240 18.000 36.12 -0.62 2.500 36.65 0.18 OCT10 260 32.250 30.88 -0.87 51.000 40.05 0.92 NOV10 180 1.750 40.44 -0.08 42.500 39.97 0.87 NOV10 190 3.250 40.82 -0.14 34.500 39.31 0.80 NOV10 200 5.250 39.59 -0.20 30.750 38.85 0.76 NOV10 205 6.500 39.47 -0.24 27.500 39.67 0.72 NOV10 210 8.250 39.23 -0.28 24.000 38.53 0.67 NOV10 215 9.500 38.14 -0.33 20.500 37.12 0.63 NOV10 220 12.000 38.84 -0.37 15.750 37.65 0.53 NOV10 230 16.250 37.32 -0.47 11.250 36.62 0.43 NOV10 240 21.750 36.16 -0.57 51.750 43.14 0.90 DEC10 180 3.750 40.79 -0.14 43.250 41.77 0.85 DEC10 190 6.000 40.06 -0.20 35.500 40.51 0.79 DEC10 200 8.500 39.16 -0.27 28.500 39.77 0.71 DEC10 210 12.000 38.39 -0.35 22.250 39.09 0.62 DEC10 220 16.250 37.43 -0.43 16.750 38.11 0.53 DEC10 230 21.750 37.05 -0.52 12.000 36.61 0.43 DEC10 240 27.750 36.47 -0.61 6.750 37.21 0.28 DEC10 260 42.750 36.59 -0.75 3.250 36.75 0.16 DEC10 280 60.250 37.88 -0.84 1.750 36.82 0.09 DEC10 300 79.000 40.49 -0.89 0.750 37.16 0.05 DEC10 320 98.500 44.44 -0.92 54.500 42.86 0.84 MAR11 180 7.250 38.74 -0.18 46.750 41.92 0.79 MAR11 190 10.500 38.99 -0.24 39.250 40.18 0.73 MAR11 200 14.000 38.65 -0.30 32.250 38.37 0.67 MAR11 210 17.750 38.01 -0.36 27.000 38.08 0.60 MAR11 220 22.250 37.16 -0.42 21.500 36.65 0.53 MAR11 230 27.500 36.50 -0.49 17.750 36.67 0.46 MAR11 240 33.250 35.78 -0.56 11.000 35.68 0.33 MAR11 260 47.000 35.23 -0.68 6.500 34.38 0.22 MAR11 280 63.500 35.94 -0.77 2.000 32.64 0.09 MAR11 320 101.250 42.03 -0.85 +++ Man Group plc - Euro Cash FLEX Opt (EWJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 11.900 39.49 0.69 17090 221 +++ Man Group plc - Amer Phys FLEX Opt (EWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 195.010 126.48 1.00 13090 34 0.000 37.16 0.00 17120 565 341.280 44.45 -1.00 +++ Man Group plc - STND FUT (MAN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 229.060 DEC10 Z 223.230 MAR11 H 223.680 JUN11 M 224.160 +++ Bouygues - Euro Phys FLEX Opt (EHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6123 32.36 0.21 17120 3800 6.0971 32.36 -0.79 +++ Bouygues SA (EN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.4050 +++ Bouygues SA - STND FUT (EN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.4110 OCT10 V 32.4220 NOV10 X 32.4450 DEC10 Z 32.4750 +++ Enagas (ENG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.3000 +++ Eni SpA (ENI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.1000 +++ Eni SpA - STND FUT (ENI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.1027 OCT10 V 15.6084 NOV10 X 15.6192 DEC10 Z 15.6336 +++ ENI SpA - Euro Cash FLEX Opt (ENJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0785 20.83 0.21 17090 1668 0.0543 21.35 0.15 17090 1685 +++ ENI SpA - Euro Phys FLEX Opt (ENX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5875 22.31 0.45 16120 1600 0.9470 22.47 -0.55 0.7604 21.11 0.36 15121 1700 2.7510 23.33 -0.62 +++ ENI SpA - Cash FLEX Fut (ENY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 04100 15.6058 +++ Enel SpA - Euro Cash FLEX Opt (ECJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0398 22.46 0.35 17090 394 0.0329 23.18 0.29 17090 397 +++ Enel SpA - Amer Phys FLEX Opt (ECQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 360 0.0101 27.63 -0.10 0.1100 23.34 0.65 17090 380 0.0000 18.12 0.00 17120 566 +++ Enel SpA - Euro Phys FLEX Opt (ECX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.5446 42.54 -0.93 0.7958 34.07 0.91 17120 300 0.0339 34.65 -0.09 0.1330 22.93 0.42 17120 389 0.2534 22.52 -0.58 0.0127 19.82 0.07 17120 442 0.6586 17.29 -0.95 0.1962 23.21 0.36 15121 400 0.6704 23.21 -0.64 +++ Enel SpA (ENL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.8650 +++ Enel SpA - STND FUT (ENL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.8657 OCT10 V 3.8671 NOV10 X 3.8697 DEC10 Z 3.7632 +++ Eniro AB (ENR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.9000 +++ Dentsply Intl Inc (EO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.990 +++ E.ON AG (EOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.7450 +++ E.ON AG - STND FUT (EOA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 22.7489 OCT10 V 22.7571 NOV10 X 22.7728 DEC10 Z 22.7939 +++ E.ON AG - Amer Phys FLEX Opt (EOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2200 0.1457 23.08 -0.23 0.0866 24.82 0.15 17090 2400 0.0245 36.46 0.04 17090 2600 0.2769 23.08 0.26 15100 2400 17120 2000 0.2939 26.58 -0.16 +++ E.ON AG - Amer Cash FLEX Opt (EOU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0245 36.46 0.04 17090 2600 +++ E.ON AG - Euro Phys FLEX Opt (EOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0866 24.82 0.15 17090 2400 1.3355 24.65 -0.85 0.6229 22.35 0.36 17120 2400 1.8053 22.29 -0.64 0.0128 22.56 0.01 17120 3000 7.1807 22.56 -0.99 0.0127 29.70 0.01 17120 3333 0.0114 35.68 0.01 17120 3667 13.8300 35.68 -0.99 0.0854 22.22 0.06 18031 3000 17061 2039 1.3641 24.72 -0.37 1.6368 25.33 0.49 17061 2200 2.0609 22.79 -0.52 0.5482 23.48 0.20 16121 2800 6.5601 16.84 -0.90 1.0144 27.01 0.24 20123 3000 11.5395 27.01 -0.76 +++ E.ON AG - Cash FLEX Fut (EOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 22.7762 +++ CME Group Inc (EPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 261.060 +++ Enterprise Porducts Partners LP (EPP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.570 +++ Wellpoint Inc (EQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.500 +++ Edenred (ER /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.9550 +++ Eramet (ERA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 208.9500 +++ Ericsson Telefonaktiebolaget LM (ERC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.3000 +++ Ericsson Telefonaktiebolaget LM - STND FUT (ERC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 75.3260 OCT10 V 75.3850 NOV10 X 75.4710 DEC10 Z 75.5460 +++ Ericsson Telefonaktiebolaget LM - Amer Phys FLEX O (ERQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 28.53 0.00 17090 9500 +++ ERG SpA (ERG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.9000 +++ Euromoney Institutional Investors (ERM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 584.000 +++ Euromoney Institutional Investors - STND FUT (ERM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 584.160 DEC10 Z 585.230 MAR11 H 586.410 JUN11 M 587.660 +++ Zimmer Holdings Inc (ES /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.400 +++ Etablissements Maurel et Prom (ETA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.6560 +++ National Bank of Greece SA (ETE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.6800 +++ E*Trade Financial Corp (ETF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.280 +++ Enterprise Inns (ETI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 94.050 +++ Enterprise Inns - STND FUT (ETI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 94.080 DEC10 Z 94.250 MAR11 H 94.440 JUN11 M 94.640 +++ Enterprise Inns - STND OPT (ETP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 30.000 79.97 0.99 SEP10 64 0.000 79.97 -0.01 22.250 63.64 0.98 SEP10 72 0.000 63.64 -0.02 14.500 60.16 0.91 SEP10 80 0.500 62.71 -0.10 11.000 57.27 0.84 SEP10 84 1.000 58.15 -0.16 7.750 54.19 0.74 SEP10 88 1.750 54.19 -0.26 5.250 52.44 0.60 SEP10 92 3.000 52.44 -0.40 3.250 52.00 0.45 SEP10 96 5.250 52.00 -0.55 2.000 53.00 0.31 SEP10 100 8.000 53.00 -0.69 0.500 53.00 0.09 SEP10 110 16.250 53.00 -0.91 0.000 53.00 0.02 SEP10 120 26.000 53.00 -0.99 0.000 53.00 0.00 SEP10 130 36.000 53.00 -1.00 0.000 53.00 0.00 SEP10 140 46.000 53.00 -1.00 0.000 53.00 0.00 SEP10 150 56.000 53.00 -1.00 0.000 53.00 0.00 SEP10 160 66.000 53.00 -1.00 25.250 59.84 0.84 DEC10 72 2.000 51.48 -0.13 19.500 58.30 0.75 DEC10 80 5.250 58.01 -0.25 16.750 56.41 0.70 DEC10 84 6.750 57.80 -0.30 14.500 57.33 0.65 DEC10 88 8.500 58.01 -0.35 12.500 56.96 0.59 DEC10 92 10.250 56.44 -0.41 10.750 56.69 0.54 DEC10 96 12.250 55.79 -0.46 9.000 56.50 0.48 DEC10 100 14.750 56.16 -0.52 6.000 56.37 0.36 DEC10 110 22.500 60.41 -0.62 4.000 56.65 0.26 DEC10 120 27.500 41.80 -0.83 2.750 57.30 0.19 DEC10 130 39.000 62.35 -0.79 1.750 58.00 0.14 DEC10 140 48.250 64.12 -0.84 1.250 59.87 0.10 DEC10 150 57.500 65.53 -0.87 1.000 60.73 0.07 DEC10 160 67.000 66.33 -0.91 32.750 82.55 0.77 MAR11 72 6.750 64.27 -0.21 23.500 59.94 0.73 MAR11 80 8.500 57.31 -0.27 20.250 55.50 0.69 MAR11 84 9.750 55.69 -0.31 18.250 55.61 0.65 MAR11 88 12.000 56.31 -0.35 16.500 56.02 0.61 MAR11 92 14.000 55.81 -0.39 14.750 55.76 0.57 MAR11 96 16.250 55.71 -0.43 13.000 54.90 0.52 MAR11 100 18.250 54.00 -0.48 6.750 43.84 0.38 MAR11 110 23.250 47.13 -0.61 4.000 41.69 0.26 MAR11 120 28.750 38.12 -0.77 3.500 53.03 0.21 MAR11 140 49.000 51.85 -0.80 +++ Eutelsat Communications (ETL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.2300 +++ Euro Aero Defense and Space (EUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.3300 +++ Euler Hermes SA (EUL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.0000 +++ Eurasian Natural Resources (EUN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 879.500 +++ Eurasian Natural Resources - Amer Phys Flex Opt (ZLO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 65.790 36.30 0.35 16121 1100 +++ Eurasian Natural Resources - Euro Phys Flex Opt (ZLV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 940 65.360 32.85 -0.83 46.300 35.02 0.35 18031 1010 65.640 36.30 0.35 16121 1100 +++ Evraz Group SA (EV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.7500 +++ Ebro Foods SA (EVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.8700 +++ EVN AG (EVN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.7400 +++ Exor SpA PRF (EX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.2600 +++ Experian Plc - MATCH USF (EXF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 644.180 DEC10 Z 645.360 MAR11 H 641.400 JUN11 M 642.770 +++ Experian Plc (EXP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 644.000 +++ Experian Plc (EXP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 164.250 38.60 1.00 SEP10 480 0.000 38.60 0.00 124.250 37.36 1.00 SEP10 520 0.000 37.36 0.00 84.500 33.53 0.98 SEP10 560 0.250 33.53 -0.02 65.000 30.40 0.95 SEP10 580 0.750 30.40 -0.05 45.250 23.77 0.93 SEP10 600 1.000 23.77 -0.07 27.750 22.95 0.79 SEP10 620 3.750 22.95 -0.21 13.250 20.77 0.57 SEP10 640 9.250 20.77 -0.43 4.750 19.79 0.29 SEP10 660 20.500 19.79 -0.72 1.000 19.13 0.09 SEP10 680 37.000 19.13 -0.91 0.000 18.90 0.00 SEP10 720 76.000 18.90 -1.00 0.000 26.60 0.00 SEP10 800 156.000 26.60 -1.00 166.500 31.19 0.97 DEC10 480 1.500 31.19 -0.03 91.750 25.67 0.86 DEC10 560 6.500 25.67 -0.14 59.500 23.65 0.74 DEC10 600 14.250 23.65 -0.26 33.500 22.22 0.55 DEC10 640 28.250 22.22 -0.45 16.500 21.43 0.35 DEC10 680 51.250 21.43 -0.66 6.750 20.83 0.18 DEC10 720 81.500 20.83 -0.83 1.000 21.14 0.03 DEC10 800 156.250 21.14 -0.98 171.000 33.47 0.92 MAR11 480 8.000 33.47 -0.10 97.750 25.36 0.81 MAR11 560 15.250 25.36 -0.21 67.500 23.77 0.69 MAR11 600 25.750 23.77 -0.32 43.250 22.61 0.55 MAR11 640 41.750 22.61 -0.46 26.500 22.23 0.39 MAR11 680 65.000 22.23 -0.61 14.750 21.55 0.26 MAR11 720 93.250 21.55 -0.75 +++ Exor SpA (EXS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.0600 +++ Entergy Corp (EYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.760 +++ CEZ AS (EZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 834.00 +++ Easyjet (EZJ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 369.500 +++ Easyjet - STND FUT (EZJ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 369.600 DEC10 Z 370.280 MAR11 H 371.030 JUN11 M 371.820 +++ Faurecia (FA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.7050 +++ Aetna Inc (FAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.160 +++ FAES FARMA SA (FAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6550 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 7.880 +++ TUI Travel plc (FCD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 221.200 +++ TUI Travel plc - STND FUT (FCD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 221.260 DEC10 Z 221.670 MAR11 H 222.110 JUN11 M 222.590 +++ Fonciere Des Regions (FDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.8400 +++ Fred. Olsen Energy ASA (FE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 187.6000 +++ Fraport AG Frankfurt Airport Srvcs (FF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.8300 +++ FirstGroup (FGP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 364.400 +++ FirstGroup - STND FUT (FGP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 364.500 DEC10 Z 365.170 MAR11 H 365.900 JUN11 M 366.690 +++ Eiffage SA (FGR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.7750 +++ FHB Mortgage Bank PLC (FH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1189.0 +++ First Horizon National Corp (FHN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.670 +++ X5 Retail Group (FI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.7000 +++ Fiat SpA (FIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.9000 +++ Fiat SpA - STND FUT (FIA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.9017 OCT10 V 9.9053 NOV10 X 9.9121 DEC10 Z 9.9213 +++ Fiat SpA - Amer Phys FLEX Opt (FXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5177 34.35 0.32 17061 1200 +++ Fielmann AG (FIE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.8500 +++ Fifth Third Bancorp (FIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.740 +++ Georg Fischer AG (FIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 386.000 +++ Frontline Limited (FL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 167.1000 +++ FLSmidth & Co A/S (FLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 360.80 +++ Flughafen Wien AG (FLU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.1500 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 44.0450 +++ Fresenius Medical Care AG&Co - Amer Phys FLEX Opt (FMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3200 0.4699 29.06 -0.08 17061 4000 1.9081 24.92 -0.28 12.6108 20.77 0.95 16091 3200 7.6209 20.95 0.80 16091 3800 +++ Freenet AG (FN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.1170 +++ Finmeccanica SpA (FNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.1100 +++ Kraft Foods Inc (FOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.970 +++ Fondiaria-SAI SPA - (savings) (FON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.8050 +++ ageas NV/SA - Amer Phys FLEX Opt (FOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0100 67.65 0.00 17120 1674 14.6500 67.65 -1.00 0.0100 51.85 0.00 21122 2400 +++ ageas NV/SA (FOR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0910 +++ ageas NV/SA - STND FUT (FOR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.0910 OCT10 V 2.0920 NOV10 X 2.0940 DEC10 Z 2.0950 +++ ageas NV/SA - Euro Phys FLEX Opt (FOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 65.69 0.00 17120 1500 12.8655 65.69 -1.00 0.0000 66.34 0.00 17120 1600 13.8626 66.34 -1.00 0.0000 67.65 0.00 17120 1700 14.8597 67.65 -1.00 +++ FTSE Eurofirst 300 Index (FOT/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1052.2 +++ Prudential Financial Inc (FPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.340 +++ Forth Ports (FPT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1358.000 +++ Forth Ports - STND FUT (FPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1358.380 DEC10 Z 1360.870 MAR11 H 1363.610 JUN11 M 1366.520 +++ Valeo SA (FR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.0050 +++ Fortis (FRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.0910 +++ Fresenius SE (FRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.9400 +++ Forest Laboratories Inc (FRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.080 +++ Fresnillo PLC (FRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1097.000 +++ Fortum Oyj (FRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.4500 +++ Fortum Oyj - Euro Cash FLEX Opt (FUJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1000 20.13 0.23 17090 1903 0.0852 20.32 0.20 17090 1911 +++ Fondiaria -Sai SpA (FSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.7500 +++ Swedbank AB (FSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 86.0500 +++ PNC Financial Services Group Inc (FSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.740 +++ France Telecom SA (FTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.1400 16.1400 +++ France Telecom SA - STND FUT (FTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.1430 OCT10 V 16.1490 NOV10 X 16.1600 DEC10 Z 16.1750 +++ France Telecom SA - Euro Cash FLEX Opt (FTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6412 22.31 0.27 21122 1800 4.6678 22.31 -0.73 +++ France Telecom SA - Amer Phys FLEX Opt (FTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3600 20.99 0.59 17090 1600 17090 1700 0.9000 20.80 -0.89 17120 1200 0.0600 35.01 -0.05 17120 1600 0.7000 22.69 -0.44 0.1700 20.48 0.18 17120 1800 18031 1200 0.1600 32.51 -0.08 +++ France Telecom SA - Euro Phys FLEX Opt (FTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.3788 27.78 0.85 17120 1400 0.1982 27.78 -0.15 1.5540 24.84 0.74 17120 1500 0.3705 24.84 -0.26 0.8809 22.69 0.56 17120 1600 0.6945 22.69 -0.44 0.4118 21.10 0.35 17120 1700 1.2225 21.10 -0.65 0.0301 21.90 0.04 17120 2000 3.8321 21.90 -0.96 16121 1200 0.6716 29.72 -0.20 1.2125 23.91 0.46 16121 1600 2.1790 23.91 -0.54 16121 2400 8.8774 20.11 -0.97 +++ France Telecom SA - Cash FLEX Fut (FTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 02090 16.1400 16.1400 03090 16.1401 06090 16.1406 07090 16.1407 09090 16.1410 13090 16.1417 14090 16.1419 +++ France Telecom SA - Phys FLEX Fut (FTZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17120 16.1750 +++ Franklin Resources Inc (FUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 101.080 +++ Fuchs Petrolub AG - PFD (FUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.6300 +++ Fugro NV (FUR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.7650 +++ FedEx Corp (FXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 81.540 +++ GEA Group AG (G1A/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.3250 +++ 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 12.1860 NOV10 X 12.1950 DEC10 Z 12.2060 +++ Bilfinger Berger AG (GB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.5800 +++ Bourbon SA (GBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.7900 +++ Groupe Bruxelles Lambert SA (GBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.9700 +++ Gecina SA (GCS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.9800 +++ GDF Suez (GD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.5400 +++ GDF Suez - Amer Phys FLEX Opt (GDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2800 2.4900 27.19 -0.95 0.2116 24.60 0.14 17120 2912 4.5407 24.60 -0.88 16121 3000 7.1200 25.51 -0.75 +++ GDF Suez - Euro Phys FLEX Opt (GDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.4186 28.53 0.51 17120 2500 1.6356 28.53 -0.49 0.1103 24.10 0.08 17120 3000 5.3128 24.10 -0.92 2.0529 27.96 0.39 14122 2800 7.1507 27.96 -0.61 2.0705 27.96 0.39 21122 2800 7.1591 27.96 -0.61 2.0881 27.97 0.39 28122 2800 7.1675 27.97 -0.61 +++ GDF Suez - Cash FLEX Fut (GDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10110 24.7407 17110 24.7467 +++ GEM Diamonds Ltd (GDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 191.100 +++ General Electric Company (GE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.990 +++ General Electric Company - Physical STND FUT (GEX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.992 OCT10 V 14.995 NOV10 X 15.000 DEC10 Z 15.004 +++ Geberit AG (GEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 167.000 +++ Geberit AG - Amer Phys FLEX Opt (YMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.399 19.57 0.12 17090 1750 +++ Genzyme Corp (GEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 70.540 +++ Cap Gemini SA (GEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.9700 +++ Assicurazioni Generali SpA (GEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.7300 +++ Assicurazioni Generali SpA - STND FUT (GEN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.7325 OCT10 V 14.7378 NOV10 X 14.7480 DEC10 Z 14.7617 +++ Assicurazioni Generali SpA - Amer Phys FLEX Opt (GXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1400 0.6176 30.83 -0.34 +++ Assicurazioni Generali SpA - Euro Phys FLEX Opt (GXX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.7332 26.45 0.49 16120 1500 1.0343 28.79 -0.51 0.0635 24.66 0.08 16120 1800 3.3026 26.33 -0.91 0.3413 24.58 0.30 17120 1600 1.6581 27.85 -0.68 +++ Geox SpA (GEO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.8000 +++ GAGFAH SA (GF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6690 +++ Surgutneftegaz (GG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.7000 +++ Gildemeister AG (GIL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.0200 +++ Givaudan (GIV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 998.500 +++ EFG Eurobank Ergasias SA (GK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2900 +++ GKN (GKN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 151.900 +++ GKN -STND FUT (GKN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 151.940 DEC10 Z 152.220 MAR11 H 152.530 JUN11 M 152.850 +++ Societe Generale SA (GLE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.7850 +++ Societe Generale SA - STND FUT (GLE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 42.7920 OCT10 V 42.8080 NOV10 X 42.8370 DEC10 Z 42.7770 +++ Societe Generale - Euro Cash FLEX Opt (GLJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18.6281 71.59 0.95 17120 2464 0.4118 71.59 -0.05 15.1288 64.61 0.91 17120 2843 0.6915 64.61 -0.09 +++ Societe Generale - Amer Phys FLEX Opt (GLQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4170 1.0800 44.23 -0.37 17090 4200 1.1800 43.65 -0.40 0.9800 41.42 0.39 17090 4400 15100 3700 0.8400 51.90 -0.18 1.9600 41.84 0.45 15100 4400 17120 3600 1.7900 52.06 -0.22 2.4900 40.18 0.42 17120 4600 5.6100 40.18 -0.59 1.9600 38.97 0.36 17120 4739 0.9600 36.32 0.21 17120 5100 9.0700 36.32 -0.79 0.0200 29.75 0.01 17120 6400 18021 3200 1.7323 55.40 -0.17 16121 2843 2.6736 49.30 -0.16 3.3800 36.08 0.36 16121 5323 +++ Societe Generale - Amer Cash FLEX Opt (GLU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21122 2843 5.0365 50.37 -0.20 +++ Societe Generale - Euro Phys FLEX Opt (GLX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 11.9379 57.97 0.86 17120 3200 1.0603 57.97 -0.14 7.1545 49.69 0.72 17120 3800 2.2594 49.69 -0.28 4.5387 44.82 0.58 17120 4200 3.6320 44.82 -0.42 2.0663 39.31 0.37 17120 4700 6.1451 39.31 -0.63 0.7325 35.64 0.18 17120 5213 9.9264 35.64 -0.82 0.0000 32.00 0.00 17120 11016 67.0557 32.00 -1.00 +++ Galp Energia, SGPS, S.A. (GLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.7700 +++ Globaltrans Investment PLC GDR (GLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.8000 +++ ITV plc - STND FUT (GAA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 59.120 DEC10 Z 59.220 MAR11 H 59.340 JUN11 M 59.470 +++ ITV plc (GME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.100 +++ 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 54.28 0.00 15.250 56.66 0.99 SEP10 44 0.000 50.58 0.00 13.250 51.68 0.99 SEP10 46 0.000 46.14 0.00 11.250 49.87 0.98 SEP10 48 0.000 44.66 -0.01 7.500 47.81 0.91 SEP10 52 0.250 42.48 -0.07 4.250 46.78 0.73 SEP10 56 0.750 43.18 -0.26 2.000 47.81 0.46 SEP10 60 2.750 48.36 -0.54 0.750 44.72 0.21 SEP10 64 5.750 48.36 -0.77 0.250 57.08 0.06 SEP10 72 13.000 54.79 -0.95 0.000 62.23 0.01 SEP10 80 21.000 60.94 -0.99 0.000 102.42 0.00 SEP10 120 61.000 97.19 -1.00 19.750 50.92 0.94 DEC10 40 0.500 53.11 -0.07 16.000 45.70 0.91 DEC10 44 1.000 49.23 -0.11 12.750 46.16 0.83 DEC10 48 1.500 46.17 -0.17 7.250 43.55 0.64 DEC10 56 3.750 42.89 -0.36 5.250 43.13 0.52 DEC10 60 5.750 42.50 -0.48 3.500 42.11 0.41 DEC10 64 8.250 41.30 -0.59 1.500 40.00 0.21 DEC10 72 14.250 41.89 -0.77 0.500 38.72 0.09 DEC10 80 21.500 44.29 -0.88 0.000 50.32 0.01 DEC10 120 61.000 58.26 -0.99 20.250 45.27 0.91 MAR11 40 1.250 48.01 -0.10 17.000 45.78 0.85 MAR11 44 1.750 45.13 -0.14 14.000 44.02 0.79 MAR11 48 2.500 43.77 -0.21 8.500 39.95 0.64 MAR11 56 5.250 40.84 -0.37 6.750 40.11 0.54 MAR11 60 7.250 40.12 -0.46 5.250 40.26 0.46 MAR11 64 9.750 40.33 -0.54 2.500 45.88 0.24 MAR11 80 22.000 38.10 -0.83 +++ Gemina SpA (GMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.4830 +++ GN Store Nord (GN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.70 +++ Greene King (GNK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 425.000 +++ Greene King - STND FUT (GNK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 425.120 DEC10 Z 425.900 MAR11 H 426.750 JUN11 M 427.670 +++ Diageo plc - STND FUT (DGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1068.800 DEC10 Z 1070.760 MAR11 H 1057.410 JUN11 M 1059.670 +++ Diageo plc - Amer Phys FLEX Opt (DGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 700 1.830 40.55 -0.02 116.870 24.77 0.57 16121 1050 122.010 25.05 -0.46 210.380 23.30 0.76 21122 900 +++ Diageo plc - Euro Phys FLEX Opt (DGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 140.620 28.97 0.80 17120 950 17.730 27.48 -0.19 98.030 21.52 0.47 21122 1100 173.660 21.17 -0.53 +++ Diageo PLC (GNS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1092.000 +++ Diageo PLC - STND OPT (GNS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 212.000 46.85 1.00 SEP10 880 0.500 40.62 -0.01 172.000 37.38 1.00 SEP10 920 0.500 35.55 -0.02 132.000 32.28 1.00 SEP10 960 1.000 30.48 -0.04 92.000 25.36 1.00 SEP10 1000 2.500 25.05 -0.10 43.000 19.42 0.94 SEP10 1050 10.000 20.14 -0.33 7.500 17.95 0.37 SEP10 1100 36.000 17.32 -0.78 0.500 18.79 0.04 SEP10 1150 82.500 21.99 -0.94 0.000 21.93 0.01 SEP10 1200 132.000 27.69 -0.98 0.000 23.00 0.00 SEP10 1250 181.500 30.40 -0.99 0.000 24.00 0.00 SEP10 1300 231.500 35.21 -1.00 0.000 25.00 0.00 SEP10 1400 331.500 41.82 -1.00 173.000 44.54 0.97 OCT10 920 3.500 30.32 -0.07 132.500 32.35 0.98 OCT10 960 7.000 28.15 -0.12 93.000 27.91 0.94 OCT10 1000 11.500 25.15 -0.21 48.500 23.47 0.74 OCT10 1050 24.500 22.57 -0.39 18.500 20.76 0.37 OCT10 1100 48.500 20.70 -0.64 6.000 19.89 0.15 OCT10 1150 85.000 17.95 -0.88 2.000 20.89 0.06 OCT10 1200 133.000 21.36 -0.94 0.000 22.86 0.01 OCT10 1300 233.500 33.00 -0.95 0.000 24.02 0.00 OCT10 1400 332.500 39.92 -0.97 173.000 34.52 0.97 NOV10 920 8.500 28.88 -0.12 133.000 28.14 0.96 NOV10 960 14.000 27.38 -0.18 95.000 25.37 0.86 NOV10 1000 21.500 25.44 -0.26 56.000 22.84 0.62 NOV10 1050 36.500 23.41 -0.41 30.000 21.60 0.41 NOV10 1100 60.000 21.42 -0.59 13.500 20.47 0.24 NOV10 1150 93.500 20.30 -0.77 6.000 20.44 0.12 NOV10 1200 136.000 20.28 -0.88 0.500 17.81 0.01 NOV10 1300 234.000 26.61 -0.94 452.000 53.77 1.00 DEC10 640 1.000 43.65 -0.01 372.000 47.56 1.00 DEC10 720 2.500 39.51 -0.02 292.000 40.75 1.00 DEC10 800 4.500 34.93 -0.05 212.000 33.54 0.99 DEC10 880 9.500 31.02 -0.10 135.000 28.31 0.88 DEC10 960 19.500 26.97 -0.21 100.000 25.51 0.76 DEC10 1000 28.000 25.21 -0.29 38.500 22.07 0.43 DEC10 1100 68.000 22.26 -0.57 11.000 21.12 0.17 DEC10 1200 139.500 20.41 -0.84 3.000 21.80 0.06 DEC10 1300 234.000 23.54 -0.94 0.500 22.23 0.01 DEC10 1400 333.000 27.88 -0.96 213.500 29.72 0.94 MAR11 880 22.000 28.98 -0.17 142.500 25.75 0.76 MAR11 960 39.000 26.37 -0.28 115.000 25.17 0.69 MAR11 1000 50.500 25.08 -0.35 56.500 22.69 0.47 MAR11 1100 94.500 22.56 -0.56 24.000 21.91 0.26 MAR11 1200 163.500 21.42 -0.77 8.500 21.14 0.11 MAR11 1300 251.500 22.35 -0.88 2.000 19.83 0.03 MAR11 1400 346.500 23.61 -0.94 295.000 35.50 0.92 JUN11 800 20.500 31.17 -0.12 217.500 28.34 0.87 JUN11 880 32.000 28.20 -0.19 154.000 26.16 0.73 JUN11 960 51.000 25.98 -0.29 125.000 24.67 0.67 JUN11 1000 64.000 24.94 -0.36 70.000 23.06 0.48 JUN11 1100 109.500 22.94 -0.54 35.000 21.96 0.30 JUN11 1200 175.000 21.77 -0.71 6.000 20.63 0.08 JUN11 1400 349.000 22.15 -0.91 452.000 35.05 0.96 DEC11 640 17.000 35.04 -0.08 372.000 32.64 0.92 DEC11 720 25.500 32.28 -0.12 296.500 31.51 0.86 DEC11 800 39.500 30.29 -0.17 226.500 27.50 0.80 DEC11 880 58.000 28.20 -0.25 170.000 26.30 0.70 DEC11 960 82.500 26.43 -0.34 144.500 25.44 0.65 DEC11 1000 99.000 25.71 -0.39 54.000 22.75 0.35 DEC11 1200 212.000 23.09 -0.66 16.000 21.42 0.14 DEC11 1400 375.500 22.55 -0.85 174.000 24.43 0.69 JUN12 960 87.500 23.00 -0.35 150.500 24.00 0.64 JUN12 1000 104.500 22.51 -0.40 59.000 21.00 0.36 JUN12 1200 220.500 20.57 -0.66 20.000 20.00 0.16 JUN12 1400 384.000 20.49 -0.84 177.000 23.30 0.69 DEC12 960 108.000 22.99 -0.37 152.500 22.72 0.63 DEC12 1000 123.500 22.11 -0.42 65.000 20.33 0.37 DEC12 1200 240.000 20.23 -0.65 26.000 19.65 0.19 DEC12 1400 400.500 20.00 -0.82 +++ Agricultural Bank Of Greece (GO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0900 +++ Grupo Catalana Occidente SA (GOC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.5300 +++ Go-Ahead Group (GOG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1165.000 +++ Go-Ahead Group - STND FUT (GOG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1165.320 DEC10 Z 1167.460 MAR11 H 1169.810 JUN11 M 1172.310 +++ Google Inc (GOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 461.490 +++ Grafton Group PLC (GP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.8220 +++ Great Portland Estates (GPO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 327.300 +++ Great Portland Estates - STND FUT (GPO/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 327.390 DEC10 Z 327.990 MAR11 H 328.650 JUN11 M 329.350 +++ Gestevision Telecinco SA (GQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.5400 +++ Grifols SA (GRF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.0350 +++ Greggs (GRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 446.600 +++ Greggs - STND FUT (GRG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 446.720 DEC10 Z 447.540 MAR11 H 448.440 JUN11 M 449.400 +++ Grainger Plc (GRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 113.500 +++ Grainger Plc - STND FUT (GRI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 113.530 DEC10 Z 113.740 MAR11 H 113.970 JUN11 M 114.210 +++ Gruppo Editoriale L Espresso SpA (GRU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5760 +++ Goldman Sachs Group Inc/The (GSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 139.450 +++ Globe Trade Centre SA (GT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.980 +++ Getinge AB - Cash Flex Future (GID/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 154.4503 +++ Getinge AB (GTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 154.4000 +++ GlaxoSmithKline plc - Euro Cash FLEX Opt (GSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18.870 17.59 0.52 17090 1260 +++ GlaxoSmithKline plc - Amer Phys FLEX Opt (GSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.420 19.69 0.05 17120 1500 254.210 18.43 -0.97 16121 860 16.100 24.51 -0.09 75.170 20.90 0.44 16121 1300 +++ GlaxoSmithKline plc - Euro Phys FLEX Opt (GSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 28.560 18.41 0.36 17120 1300 79.700 18.21 -0.64 40.390 19.80 0.28 16121 1400 236.390 18.14 -0.75 29.620 19.43 0.22 16121 1450 274.390 17.32 -0.81 +++ GlaxoSmithKline plc (GXO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1261.500 +++ GlaxoSmithKline plc - STND OPT (GXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 302.000 52.53 0.99 SEP10 960 0.000 52.01 0.00 262.500 49.14 0.99 SEP10 1000 0.500 48.58 -0.01 212.500 42.02 0.98 SEP10 1050 0.500 41.73 -0.02 163.000 35.27 0.97 SEP10 1100 1.000 34.87 -0.03 114.000 29.47 0.94 SEP10 1150 3.000 31.72 -0.08 65.000 20.77 0.88 SEP10 1200 3.500 21.22 -0.12 25.500 17.96 0.61 SEP10 1250 13.500 17.99 -0.39 4.500 16.07 0.19 SEP10 1300 42.000 15.10 -0.83 0.500 17.29 0.03 SEP10 1350 89.000 17.46 -0.97 0.000 19.94 0.01 SEP10 1400 138.500 21.45 -0.99 0.000 20.00 0.00 SEP10 1500 238.500 30.15 -1.00 0.000 20.00 0.00 SEP10 1600 338.500 37.34 -1.00 303.000 36.08 0.99 OCT10 960 1.000 36.80 -0.01 263.500 32.64 0.98 OCT10 1000 1.000 33.94 -0.02 214.000 29.43 0.97 OCT10 1050 2.000 30.20 -0.03 165.000 25.37 0.95 OCT10 1100 3.000 26.37 -0.06 118.500 23.06 0.89 OCT10 1150 6.000 23.36 -0.12 75.000 20.73 0.77 OCT10 1200 12.500 20.54 -0.23 38.500 18.40 0.57 OCT10 1250 27.000 18.99 -0.43 15.500 17.34 0.32 OCT10 1300 53.500 17.41 -0.68 0.500 15.23 0.03 OCT10 1400 139.500 17.95 -0.95 0.000 14.98 0.00 OCT10 1500 238.500 22.10 -0.99 264.500 30.39 0.97 NOV10 1000 3.500 29.64 -0.05 167.500 24.63 0.92 NOV10 1100 9.500 24.85 -0.13 121.000 21.83 0.86 NOV10 1150 15.500 22.34 -0.20 80.000 20.33 0.74 NOV10 1200 26.500 20.45 -0.32 46.500 18.86 0.56 NOV10 1250 46.000 19.17 -0.49 23.500 18.09 0.36 NOV10 1300 74.000 17.87 -0.68 3.500 16.99 0.08 NOV10 1400 157.000 18.01 -0.91 0.500 17.42 0.01 NOV10 1500 253.500 18.73 -0.98 303.500 29.31 0.98 DEC10 960 3.500 29.71 -0.04 264.500 28.19 0.97 DEC10 1000 6.000 28.69 -0.07 168.000 22.70 0.91 DEC10 1100 13.000 23.64 -0.15 85.000 20.41 0.71 DEC10 1200 33.000 20.35 -0.34 29.500 18.41 0.38 DEC10 1300 80.500 18.21 -0.65 7.000 17.67 0.13 DEC10 1400 159.000 17.40 -0.89 1.000 21.72 0.02 DEC10 1600 353.000 19.47 -0.99 305.000 28.37 0.96 MAR11 960 11.500 27.72 -0.09 266.500 26.91 0.94 MAR11 1000 15.000 26.11 -0.12 176.000 23.67 0.84 MAR11 1100 30.500 23.22 -0.23 98.000 20.78 0.65 MAR11 1200 59.500 20.77 -0.40 45.500 19.26 0.41 MAR11 1300 110.000 19.10 -0.63 17.500 18.43 0.20 MAR11 1400 183.000 17.78 -0.82 2.000 18.46 0.03 MAR11 1600 369.000 16.81 -0.98 306.000 27.37 0.95 JUN11 960 21.000 26.60 -0.13 268.500 26.39 0.92 JUN11 1000 25.500 25.16 -0.16 180.500 23.47 0.81 JUN11 1100 46.500 22.98 -0.27 108.000 21.28 0.63 JUN11 1200 80.500 20.92 -0.43 56.500 19.77 0.42 JUN11 1300 133.500 19.46 -0.62 27.000 19.09 0.25 JUN11 1400 205.000 18.43 -0.78 5.000 18.76 0.06 JUN11 1600 384.500 18.01 -0.95 307.000 26.24 0.94 DEC11 960 37.000 24.51 -0.18 270.000 24.97 0.91 DEC11 1000 45.500 23.89 -0.22 123.500 22.00 0.60 DEC11 1200 115.500 20.72 -0.47 42.000 19.80 0.29 DEC11 1400 239.000 18.14 -0.75 10.500 18.33 0.10 DEC11 1600 408.500 14.85 -0.95 311.000 27.04 0.91 JUN12 960 66.500 26.28 -0.23 276.500 26.27 0.87 JUN12 1000 76.000 25.33 -0.27 136.500 22.72 0.59 JUN12 1200 150.000 21.40 -0.49 58.000 20.95 0.33 JUN12 1400 282.500 20.57 -0.70 315.500 28.22 0.88 DEC12 960 92.500 27.03 -0.27 282.000 27.29 0.83 DEC12 1000 101.000 25.63 -0.30 143.500 22.80 0.58 DEC12 1200 176.000 21.23 -0.50 68.500 21.42 0.35 DEC12 1400 309.500 20.46 -0.69 29.000 20.27 0.18 DEC12 1600 472.500 20.00 -0.83 +++ GlaxoSmithKline plc - STND FUT (GXW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1261.850 DEC10 Z 1248.150 MAR11 H 1231.640 JUN11 M 1218.260 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 19.0300 +++ Hexagon AB (HAB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 125.7000 +++ Hamburger Hafen und Logistik (HAM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.2950 +++ Hays (HAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 97.550 +++ Hays - STND FUT (HAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 97.580 DEC10 Z 97.760 MAR11 H 97.950 JUN11 M 98.160 +++ Havas SA (HAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5000 +++ HBOS ex event Contracts (HAX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.120 +++ 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 370 298.000 80.75 -1.00 +++ Hugo Boss AG - PFD (HBF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.6550 +++ Heineken Holding NV (HD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.6150 +++ Heidelberger Druckmaschinen AG (HDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.3000 +++ Home Depot Inc (HDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.330 +++ Heineken NV (HEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.4550 +++ Heineken NV - STND FUT (HEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 35.4610 OCT10 V 35.4740 NOV10 X 35.4980 DEC10 Z 35.5310 +++ Heineken NV - Amer Phys FLEX Opt (HEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4000 22.56 0.18 17120 4000 0.0600 23.45 0.04 17120 4500 +++ Heineken NV - Phys FLEX Fut (HEZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 35.4610 +++ HeidelbergCement AG (HEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.3450 +++ HeidelbergCement AG - Amer Phys Flex Opt (HET/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 3200 0.8002 38.10 -0.27 +++ Henkel AG & Co. KGAA (HEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.5000 +++ Hera SpA (HER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4520 +++ Hartford Financial Services Inc (HFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.720 +++ Henderson Group PLC (HGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 132.300 +++ Coca Cola Hellenic Bottling Co SA (HK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.2700 +++ Henkel AG & CO KGaA - PFD - Amer Phys FLEX Opt (HHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3600 0.1351 25.80 -0.13 1.8962 23.15 0.43 18031 4000 +++ Henkel AG & CO KGaA - PFD (HKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.1050 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 284.000 +++ Halma - STND FUT (HLM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 284.080 DEC10 Z 284.600 MAR11 H 285.170 JUN11 M 285.780 +++ Hammerson (HMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 368.600 +++ Hammerson - STND FUT (HMS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 368.700 DEC10 Z 369.380 MAR11 H 370.120 JUN11 M 343.130 +++ HMV Group (HMV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.000 +++ HMV Group - STND FUT (HMV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 59.020 DEC10 Z 59.120 MAR11 H 59.240 JUN11 M 59.370 +++ Hennes & Mauritz AB ser. B - Euro Cash FLEX Opt (HMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.6626 20.66 0.38 17090 24931 1.6738 19.66 0.28 17090 25186 +++ Hennes & Mauritz AB ser. B - Amer Phys FLEX Opt (HMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 20500 3.9085 35.86 -0.15 +++ Hennes & Mauritz AB (HNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 245.8000 +++ Hennes & Mauritz AB - STND FUT (HNM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 245.8840 OCT10 V 246.0780 NOV10 X 246.3580 DEC10 Z 246.6040 +++ Hannover Rueck AG (HNR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.1900 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 25.3850 +++ Holmen AB (HOB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 210.7000 +++ Holcim Ltd (HOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.650 +++ Holcim Ltd - Amer Phys FLEX Opt (HOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 720 8.408 33.60 -0.96 +++ Hochtief AG (HOT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.5000 +++ Hewlett-Packard Company (HPC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.400 +++ Home Retail Group Plc MATCH USF (ARF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 221.860 DEC10 Z 217.520 MAR11 H 208.970 JUN11 M 209.420 +++ Home Retail Group Plc (HRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 221.800 +++ Hiscox Ltd (HS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 365.600 +++ Hiscox Ltd - STND FUT (HS /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 365.700 DEC10 Z 366.370 MAR11 H 367.110 JUN11 M 367.890 +++ HSBC Holdings plc - STND FUT (HSA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 652.180 DEC10 Z 648.120 MAR11 H 641.430 JUN11 M 637.040 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 172.250 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 92.250 30.38 0.99 SEP10 560 0.500 37.23 -0.02 72.500 29.49 0.97 SEP10 580 0.500 30.52 -0.03 53.000 25.20 0.95 SEP10 600 1.000 26.85 -0.07 34.250 22.07 0.87 SEP10 620 2.750 24.23 -0.15 18.250 20.61 0.68 SEP10 640 7.250 22.81 -0.34 7.500 20.04 0.40 SEP10 660 16.500 22.15 -0.59 2.250 19.50 0.16 SEP10 680 30.750 21.82 -0.81 0.500 19.98 0.05 SEP10 700 48.500 19.80 -0.96 0.000 20.19 0.01 SEP10 720 68.000 19.56 -1.00 0.000 21.08 0.00 SEP10 760 108.000 22.75 -1.00 0.000 22.30 0.00 SEP10 800 148.000 29.75 -1.00 0.000 24.63 0.00 SEP10 880 228.000 44.40 -1.00 133.250 34.58 0.97 OCT10 520 0.500 32.04 -0.02 94.250 29.20 0.94 OCT10 560 2.000 29.99 -0.06 58.250 26.53 0.83 OCT10 600 5.750 26.49 -0.17 42.000 24.97 0.74 OCT10 620 9.500 25.07 -0.26 28.000 23.74 0.61 OCT10 640 15.500 23.77 -0.39 17.250 22.73 0.46 OCT10 660 24.750 22.79 -0.54 9.500 21.95 0.31 OCT10 680 36.750 21.68 -0.70 4.500 21.32 0.18 OCT10 700 51.750 20.66 -0.83 2.250 21.64 0.10 OCT10 720 69.500 20.74 -0.91 0.500 21.37 0.02 OCT10 760 108.000 21.12 -0.99 135.000 31.97 0.95 NOV10 520 3.250 33.91 -0.07 98.250 29.91 0.88 NOV10 560 6.750 30.68 -0.14 64.000 27.06 0.77 NOV10 600 13.500 27.66 -0.25 49.250 25.99 0.69 NOV10 620 19.250 26.55 -0.34 36.500 25.09 0.59 NOV10 640 26.750 25.49 -0.44 25.500 24.23 0.48 NOV10 660 36.250 24.50 -0.54 17.000 23.59 0.37 NOV10 680 48.250 23.79 -0.65 6.000 21.99 0.18 NOV10 720 77.750 22.32 -0.83 373.500 52.63 1.00 DEC10 279 0.000 35.00 0.00 338.500 50.83 1.00 DEC10 314 0.000 35.00 0.00 303.750 46.94 1.00 DEC10 349 0.000 35.00 0.00 269.750 43.48 1.00 DEC10 383 0.000 35.00 0.00 235.000 39.70 0.99 DEC10 418 0.250 35.32 -0.01 166.500 34.50 0.96 DEC10 488 3.500 35.85 -0.06 102.750 30.86 0.86 DEC10 558 10.000 30.73 -0.16 68.500 28.19 0.74 DEC10 600 18.500 28.12 -0.28 49.250 26.67 0.64 DEC10 627 27.000 26.71 -0.38 41.500 26.16 0.58 DEC10 640 32.250 25.97 -0.44 21.500 24.26 0.39 DEC10 680 52.750 24.19 -0.62 15.500 23.65 0.31 DEC10 697 64.000 23.55 -0.70 9.750 23.16 0.22 DEC10 720 81.000 22.58 -0.79 3.500 22.72 0.10 DEC10 767 122.000 22.19 -0.91 0.250 19.70 0.01 DEC10 837 189.500 22.70 -0.98 0.000 18.71 0.00 DEC10 871 223.250 23.17 -0.99 0.000 18.45 0.00 DEC10 880 232.250 24.02 -0.99 178.750 36.18 0.91 MAR11 480 9.750 35.51 -0.11 109.500 30.83 0.79 MAR11 560 22.000 30.29 -0.23 80.000 28.73 0.69 MAR11 600 34.250 28.83 -0.34 55.750 27.55 0.57 MAR11 640 50.250 27.25 -0.46 36.000 26.04 0.44 MAR11 680 71.250 25.65 -0.58 21.750 25.05 0.32 MAR11 720 97.000 24.11 -0.71 11.750 23.85 0.20 MAR11 760 127.750 22.87 -0.82 6.500 23.53 0.13 MAR11 800 162.000 21.53 -0.91 217.250 37.43 0.94 JUN11 440 10.750 36.46 -0.10 180.750 34.87 0.90 JUN11 480 15.500 33.86 -0.14 115.250 30.99 0.76 JUN11 560 33.000 30.44 -0.27 87.500 29.37 0.67 JUN11 600 46.500 29.07 -0.36 63.750 27.96 0.57 JUN11 640 63.500 27.45 -0.46 45.000 26.94 0.46 JUN11 680 84.750 26.17 -0.57 30.000 25.82 0.35 JUN11 720 109.500 24.81 -0.67 11.250 23.87 0.17 JUN11 800 171.500 22.62 -0.85 4.250 23.71 0.08 JUN11 880 244.250 20.96 -0.95 374.250 51.75 0.99 DEC11 279 4.750 44.62 -0.03 339.750 47.06 0.98 DEC11 314 7.000 42.76 -0.05 305.500 43.23 0.97 DEC11 349 10.250 40.81 -0.07 273.000 40.12 0.96 DEC11 383 13.750 38.72 -0.09 240.250 37.42 0.93 DEC11 418 18.250 36.87 -0.12 178.500 33.17 0.85 DEC11 488 31.000 33.43 -0.19 124.750 30.05 0.74 DEC11 558 50.500 30.50 -0.30 81.750 27.71 0.59 DEC11 627 78.000 28.21 -0.43 74.750 27.28 0.56 DEC11 640 84.250 27.74 -0.46 40.750 25.31 0.39 DEC11 720 131.500 26.00 -0.62 20.250 23.92 0.23 DEC11 800 190.500 24.79 -0.76 9.000 22.82 0.12 DEC11 880 258.750 24.13 -0.86 190.750 34.09 0.84 JUN12 480 41.500 33.26 -0.21 132.750 30.79 0.71 JUN12 560 66.500 30.32 -0.33 86.000 28.00 0.57 JUN12 640 101.750 27.82 -0.46 52.500 26.18 0.42 JUN12 720 149.250 26.27 -0.60 29.250 24.66 0.28 JUN12 800 206.250 24.98 -0.73 199.500 36.00 0.81 DEC12 480 55.000 34.00 -0.23 156.750 36.38 0.70 DEC12 560 100.750 36.60 -0.33 107.000 31.83 0.58 DEC12 640 130.500 31.99 -0.44 74.750 30.37 0.47 DEC12 720 177.000 30.45 -0.55 51.250 29.13 0.36 DEC12 800 232.750 29.46 -0.64 +++ HSBC Holdings plc - Euro Cash FLEX Opt (HSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 640 6.810 22.81 -0.33 3.040 19.66 0.21 17090 674 +++ HSBC Holdings plc - Amer Phys FLEX Opt (HSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 200.540 37.10 0.98 17120 453 1.230 35.58 -0.02 136.470 32.84 0.93 17120 520 5.650 33.51 -0.09 60.930 27.63 0.71 17120 610 21.310 27.60 -0.32 30.480 25.21 0.49 17120 660 41.560 25.08 -0.53 6.100 22.97 0.16 17120 741 98.490 22.41 -0.86 2.520 22.33 0.08 17120 776 130.400 22.26 -0.93 2.170 22.16 0.07 17120 780 17120 784 137.980 22.32 -0.94 0.310 20.09 0.01 17120 828 180.630 22.64 -0.98 0.000 18.45 0.00 17120 959 0.000 18.45 0.00 17120 1089 264.200 39.42 0.95 16121 392 152.820 31.74 0.80 16121 520 38.730 32.09 -0.24 123.360 29.98 0.73 16121 560 50.770 30.43 -0.30 48.140 25.81 0.43 16121 700 9.900 22.94 0.14 16121 871 249.800 24.20 -0.85 7.540 22.82 0.11 16121 900 3.000 22.82 0.05 16121 1000 8.360 24.66 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 22.000 30.29 -0.23 11.750 23.85 0.20 18031 760 +++ HSBC Holdings plc - Euro Phys FLEX Opt (HSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 600 0.920 26.85 -0.06 17.900 20.61 0.68 17090 640 6.810 22.81 -0.33 1.970 19.50 0.15 17090 680 15100 640 15.280 23.77 -0.39 4.460 21.32 0.18 15100 700 171.210 35.17 0.96 17120 479 2.610 35.78 -0.05 133.140 32.84 0.91 17120 520 5.640 33.51 -0.09 106.730 31.28 0.86 17120 550 8.820 31.32 -0.14 32.840 25.50 0.50 17120 654 6.040 22.97 0.15 17120 741 98.200 22.41 -0.85 0.310 20.09 0.01 17120 828 180.170 22.64 -0.98 9.190 23.50 0.13 16091 850 1.890 23.27 0.03 16091 1000 3.920 22.82 0.06 16121 970 2.950 22.82 0.05 16121 1000 1.810 22.82 0.03 16121 1050 21.910 24.06 0.24 20012 800 5.910 23.17 0.08 20012 950 7.300 23.74 0.10 16032 970 5.820 23.74 0.08 16032 1000 3.930 23.74 0.06 16032 1050 18.550 24.22 0.20 20042 850 8.040 24.09 0.10 20042 970 +++ HSBC Holdings plc - Cash FLEX Fut (HSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 652.180 +++ Cardinal Health Inc (HTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.800 +++ Hellenic Telecommunications Organization SA (HTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.5900 +++ Hellenic Petroleum SA (HU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.0000 +++ Hugo Boss AG - Ord (HUG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.1000 +++ Husqvarna AB (HUS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.7900 +++ Honeywell International Inc (HYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.940 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 428.900 +++ ICAP - STND FUT (IAP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 429.020 DEC10 Z 429.810 MAR11 H 425.410 JUN11 M 426.320 +++ ICAP PLC - STND OPT (ICA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 189.000 53.85 1.00 SEP10 240 0.000 50.00 0.00 169.000 52.79 1.00 SEP10 260 0.000 50.00 0.00 149.000 52.40 1.00 SEP10 280 0.000 50.00 0.00 129.000 50.48 1.00 SEP10 300 0.000 50.00 0.00 109.000 48.57 1.00 SEP10 320 0.000 50.00 0.00 89.000 45.86 0.99 SEP10 340 0.250 48.00 -0.01 69.500 44.45 0.97 SEP10 360 0.500 46.00 -0.03 59.500 41.36 0.96 SEP10 370 0.750 42.69 -0.04 50.000 37.88 0.94 SEP10 380 0.750 37.67 -0.06 40.250 34.97 0.91 SEP10 390 1.250 33.87 -0.08 31.250 32.00 0.86 SEP10 400 2.250 32.73 -0.14 22.750 29.99 0.77 SEP10 410 3.750 30.26 -0.23 15.250 28.47 0.65 SEP10 420 6.500 29.11 -0.35 9.500 27.96 0.50 SEP10 430 10.500 28.20 -0.50 5.250 26.70 0.34 SEP10 440 16.250 26.88 -0.66 2.750 26.70 0.20 SEP10 450 24.250 28.80 -0.78 1.000 24.82 0.09 SEP10 460 32.250 26.62 -0.89 0.250 24.82 0.02 SEP10 480 51.250 26.88 -0.98 0.000 30.00 0.00 SEP10 560 131.000 32.21 -1.00 112.750 39.91 0.93 DEC10 320 3.250 39.96 -0.07 94.500 37.76 0.89 DEC10 340 5.000 37.88 -0.11 77.000 35.65 0.85 DEC10 360 7.500 35.79 -0.16 60.750 33.69 0.78 DEC10 380 11.000 33.81 -0.22 46.000 32.35 0.69 DEC10 400 15.750 31.46 -0.31 32.750 30.12 0.59 DEC10 420 23.500 30.56 -0.41 22.750 29.27 0.47 DEC10 440 32.250 28.51 -0.53 14.500 28.21 0.36 DEC10 460 45.000 28.26 -0.65 8.750 27.35 0.25 DEC10 480 59.000 27.21 -0.75 115.750 38.45 0.89 MAR11 320 8.500 38.49 -0.13 82.750 35.46 0.80 MAR11 360 16.000 35.48 -0.22 67.250 33.44 0.74 MAR11 380 21.500 34.15 -0.28 54.250 32.77 0.66 MAR11 400 28.000 32.65 -0.35 42.000 31.26 0.58 MAR11 420 36.000 31.28 -0.43 30.750 29.44 0.49 MAR11 440 46.000 30.12 -0.52 23.500 29.52 0.41 MAR11 460 57.750 29.41 -0.60 16.000 27.89 0.32 MAR11 480 70.000 27.54 -0.69 +++ Iberdrola SA (IBE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6600 +++ Iberdrola SA - STND FUT (IBE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 5.6610 OCT10 V 5.6630 NOV10 X 5.6670 DEC10 Z 5.5320 +++ Iberia Lineas ereas de Espana SA (IBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6570 +++ International Business Machine Corp (IBM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 125.440 +++ IBM Corporation - Physical STND FUT (IBX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 125.455 OCT10 V 125.481 NOV10 X 125.520 DEC10 Z 125.555 +++ Iberdrola Renovables (IBR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5790 +++ Intercell AG (ICL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.5300 +++ Intermediate Capital Group (ICP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 284.600 +++ Intermediate Capital Group - STND FUT (ICP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 284.680 DEC10 Z 285.200 MAR11 H 285.770 JUN11 M 286.390 +++ Imerys SA (ID /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.9800 +++ Icade (IDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.3600 +++ Indra Sistemas SA (IDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.4100 +++ Industrivarden AB (IDS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 92.6500 +++ Infineon Technologies AG (IF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.5960 +++ Infineon Technologies AG - STND FUT (IF /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.5968 OCT10 V 4.5984 NOV10 X 4.6016 DEC10 Z 4.6059 +++ Infineon Technologies AG - Amer Phys FLEX Opt (IFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2231 37.67 0.38 17120 500 0.6264 38.87 -0.61 18031 500 0.7568 38.99 -0.55 18031 520 0.8956 39.25 -0.61 0.1992 37.46 0.29 18031 560 0.1367 37.93 0.21 18031 600 0.2196 37.60 0.27 17061 600 +++ Interpump Group SpA (IGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.5000 +++ SBM Offshore NV (IHC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.7200 +++ InterContinental Hotels Group plc - STND FUT (ICH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1046.290 DEC10 Z 1048.210 MAR11 H 1050.320 JUN11 M 1032.770 +++ InterContinental Hotels Group plc (IHG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1046.000 +++ InterContinental Hotels Group plc - STND OPT (IHG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 246.500 51.01 1.00 SEP10 800 0.500 55.23 -0.01 206.500 46.64 0.99 SEP10 840 0.500 49.21 -0.01 166.500 38.77 0.99 SEP10 880 1.000 42.64 -0.02 128.000 38.36 0.95 SEP10 920 2.000 38.74 -0.05 91.000 35.93 0.88 SEP10 960 4.500 35.63 -0.12 73.500 34.52 0.83 SEP10 980 8.000 35.45 -0.18 59.500 36.15 0.74 SEP10 1000 12.000 34.83 -0.25 28.500 34.35 0.49 SEP10 1050 29.000 31.08 -0.51 10.500 33.43 0.25 SEP10 1100 61.500 29.83 -0.78 2.500 31.86 0.08 SEP10 1150 107.000 34.19 -0.90 1.000 35.00 0.03 SEP10 1200 155.500 38.10 -0.95 0.000 35.00 0.01 SEP10 1250 204.500 42.63 -0.98 0.000 35.00 0.00 SEP10 1300 254.500 50.03 -0.98 0.000 35.00 0.00 SEP10 1400 355.000 66.69 -0.98 187.000 36.17 0.84 DEC10 880 19.500 36.55 -0.16 126.500 34.42 0.71 DEC10 960 39.000 34.62 -0.29 99.000 32.74 0.64 DEC10 1000 53.000 33.73 -0.36 50.500 31.71 0.42 DEC10 1100 101.500 31.26 -0.58 21.000 30.29 0.23 DEC10 1200 173.500 30.62 -0.77 8.500 30.21 0.11 DEC10 1300 261.500 31.04 -0.89 3.500 30.67 0.05 DEC10 1400 356.500 31.95 -0.95 209.000 36.52 0.79 MAR11 880 38.500 36.00 -0.21 149.000 33.15 0.69 MAR11 960 59.000 33.08 -0.31 126.500 33.34 0.63 MAR11 1000 74.500 32.51 -0.37 74.500 31.07 0.47 MAR11 1100 126.000 31.50 -0.54 42.500 30.48 0.31 MAR11 1200 192.000 30.27 -0.69 21.500 29.43 0.19 MAR11 1300 271.000 29.20 -0.82 12.500 30.14 0.12 MAR11 1400 362.000 29.72 -0.89 +++ IMMOFINANZ AG (IIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.7190 +++ 3i Group plc - STND FUT (II /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 266.170 DEC10 Z 265.660 MAR11 H 266.200 JUN11 M 258.460 +++ 3i Group Plc (III/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 266.100 +++ 3i Group Plc - STND OPT (III/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 46.500 47.65 0.98 SEP10 220 0.000 35.17 0.00 36.500 42.05 0.96 SEP10 230 0.250 35.17 -0.02 27.000 36.86 0.92 SEP10 240 0.250 30.06 -0.05 22.000 32.15 0.90 SEP10 245 0.750 31.38 -0.10 17.750 31.05 0.84 SEP10 250 1.500 31.21 -0.16 10.750 32.38 0.65 SEP10 260 4.250 31.34 -0.35 5.000 29.74 0.42 SEP10 270 8.500 28.72 -0.58 1.500 27.18 0.19 SEP10 280 15.500 27.32 -0.80 0.500 27.45 0.07 SEP10 290 24.250 27.15 -0.93 0.250 29.32 0.03 SEP10 300 34.000 25.43 -0.99 0.000 31.19 0.01 SEP10 310 44.000 23.76 -1.00 0.000 33.05 0.00 SEP10 320 54.000 21.78 -1.00 0.000 36.17 0.00 SEP10 340 74.000 16.77 -1.00 0.000 38.66 0.00 SEP10 360 94.000 10.24 -1.00 49.500 33.09 0.88 DEC10 220 3.250 33.41 -0.13 33.750 32.27 0.76 DEC10 240 7.250 31.52 -0.25 20.500 30.28 0.59 DEC10 260 14.750 30.58 -0.42 11.000 29.05 0.41 DEC10 280 25.500 29.48 -0.60 5.250 27.93 0.24 DEC10 300 39.750 28.70 -0.76 2.250 27.24 0.12 DEC10 320 56.500 27.64 -0.88 0.500 28.19 0.03 DEC10 360 95.000 31.07 -0.96 53.500 33.37 0.82 MAR11 220 8.000 34.25 -0.19 39.500 32.80 0.71 MAR11 240 13.250 32.68 -0.29 27.250 31.25 0.59 MAR11 260 21.250 31.44 -0.42 17.750 30.21 0.45 MAR11 280 31.250 29.60 -0.55 11.500 29.85 0.33 MAR11 300 45.250 29.84 -0.67 6.750 28.95 0.22 MAR11 320 59.750 27.45 -0.80 2.250 29.15 0.10 MAR11 360 96.500 29.92 -0.90 +++ Investor AB - B shares (IKA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 131.6000 +++ Irish Life & Permanent Group Holdings plc (IL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5570 +++ Iliad SA (ILA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.9500 +++ Industria Macchine Automatiche SpA (IMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6000 +++ IMI (IMI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 728.500 +++ IMI - STND FUT (IMI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 728.700 DEC10 Z 730.040 MAR11 H 731.510 JUN11 M 733.070 +++ Imperial Tobacco Group plc - Euro Cash FLEX Opt (IMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.700 17.57 0.09 17090 1927 +++ Imperial Tobacco Group plc (IMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1836.000 +++ Imperial Tobacco Group plc - STND OPT (IMP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 436.500 46.65 1.00 SEP10 1400 0.000 38.78 0.00 237.000 29.11 0.99 SEP10 1600 0.000 25.29 0.00 138.000 22.13 0.95 SEP10 1700 1.000 20.65 -0.03 90.500 19.14 0.89 SEP10 1750 3.500 18.56 -0.10 48.000 17.10 0.72 SEP10 1800 12.000 17.13 -0.28 18.500 15.90 0.42 SEP10 1850 32.500 16.21 -0.58 6.000 16.95 0.17 SEP10 1900 68.500 16.12 -0.84 1.500 18.10 0.06 SEP10 1950 115.000 16.93 -0.96 1.500 22.71 0.04 SEP10 2000 164.000 16.29 -1.00 0.000 24.98 0.01 SEP10 2100 264.000 17.91 -1.00 0.000 26.87 0.00 SEP10 2200 364.000 17.91 -1.00 0.000 27.76 0.00 SEP10 2400 564.000 17.91 -1.00 0.000 28.77 0.00 SEP10 2800 964.000 17.91 -1.00 444.500 30.47 0.96 DEC10 1400 4.000 28.73 -0.03 256.500 24.46 0.87 DEC10 1600 15.500 23.84 -0.13 174.000 22.79 0.76 DEC10 1700 32.500 22.22 -0.24 105.500 21.46 0.60 DEC10 1800 64.500 21.11 -0.40 56.500 20.58 0.41 DEC10 1900 115.500 20.23 -0.60 28.000 20.52 0.24 DEC10 2000 186.500 20.03 -0.77 5.000 20.58 0.06 DEC10 2200 365.500 19.49 -0.96 1.000 21.70 0.01 DEC10 2400 564.000 20.42 -1.00 266.500 24.19 0.84 MAR11 1600 43.500 22.91 -0.23 189.000 22.99 0.73 MAR11 1700 72.500 21.66 -0.35 123.500 21.75 0.59 MAR11 1800 114.500 20.58 -0.49 74.000 20.87 0.43 MAR11 1900 172.000 19.78 -0.64 41.000 20.22 0.28 MAR11 2000 243.500 19.04 -0.77 11.500 20.10 0.10 MAR11 2200 418.000 17.67 -0.94 4.500 21.72 0.04 MAR11 2400 612.000 16.23 -0.99 +++ Imperial Tobacco Group plc - Amer Phys FLEX Opt (IMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 1880 52.040 16.16 -0.76 17090 1960 124.400 16.80 -0.97 +++ Imperial Tobacco Group plc - STND FUT (IMT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1836.510 DEC10 Z 1839.880 MAR11 H 1788.510 JUN11 M 1792.330 +++ Imperial Tobacco Group plc - Euro Phys FLEX Opt (IMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 56.190 20.58 0.41 17120 1900 114.760 20.23 -0.59 +++ Independent News & Media PLC (IN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6600 +++ Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3700 0.0200 31.89 -0.01 17090 3900 0.0500 26.61 -0.05 +++ Anheuser-Busch InBev NV - Cash FLEX Fut (IGY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 42.7136 +++ Anheuser-Busch InBev NV (INB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.6550 +++ Anheuser-Busch InBev NV - STND FUT (INB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 42.6620 OCT10 V 42.6780 NOV10 X 42.7070 DEC10 Z 42.7470 +++ Inchcape (INC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 278.300 +++ Inchcape - STND FUT (INC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 278.380 DEC10 Z 278.890 MAR11 H 279.450 JUN11 M 280.050 +++ Indesit Company SpA (INE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.9250 +++ Informa plc (INF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 401.300 +++ Informa plc - STND FUT (INF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 401.410 DEC10 Z 402.150 MAR11 H 402.960 JUN11 M 403.820 +++ ING Groep NV - Euro Cash FLEX Opt (IAJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2304 15.5535 85.18 -0.99 +++ ING Groep NV - Amer Phys FLEX Opt (IAQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.8800 51.60 0.88 17090 660 17120 580 0.1900 52.22 -0.15 0.5300 38.67 0.48 17120 768 0.2600 36.46 0.31 17120 840 0.0100 81.08 0.01 17120 2457 17.1300 95.93 -0.99 0.0100 86.32 0.01 17120 2688 +++ ING Groep NV - Euro Phys FLEX Opt (IAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0081 76.65 0.01 17120 2150 14.0100 72.11 -0.99 0.0052 82.83 0.01 17120 2534 17.8490 92.73 -0.99 0.0051 85.97 0.01 17120 2688 19.3753 86.32 -0.99 +++ ING Groep NV (ING/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.4320 +++ ING Groep NV - STND FUT (ING/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 7.4330 OCT10 V 7.4360 NOV10 X 7.4410 DEC10 Z 7.4480 +++ Life Technologies Corp (INI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.820 +++ Intel Corporation (INT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.180 +++ Intel Corp - Physical STND FUT (INX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 18.182 OCT10 V 18.186 NOV10 X 18.192 DEC10 Z 18.197 +++ Intel Corporation - Cash FLEX Fut (IYY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17120 18.197 +++ Investec (INV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 495.000 +++ Investec - STND FUT (INV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 495.140 DEC10 Z 496.050 MAR11 H 497.040 JUN11 M 498.110 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 27.2000 +++ International Power plc - STND FUT (INP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 387.710 DEC10 Z 384.160 MAR11 H 384.930 JUN11 M 369.250 +++ International Power plc - Amer Phys FLEX Opt (IOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 339.610 77.79 1.00 17090 48 343.620 73.22 1.00 28090 44 332.630 61.17 1.00 27100 55 +++ International Power plc (IPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 387.600 +++ International Power plc - STND OPT (IPR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 147.750 77.79 1.00 SEP10 240 0.000 47.98 0.00 127.750 69.30 1.00 SEP10 260 0.000 47.90 0.00 107.750 64.41 0.99 SEP10 280 0.000 45.63 0.00 97.750 60.47 0.99 SEP10 290 0.000 44.17 0.00 88.000 58.75 0.98 SEP10 300 0.000 42.72 0.00 78.000 53.39 0.98 SEP10 310 0.000 41.31 0.00 68.250 50.09 0.97 SEP10 320 0.000 39.88 -0.01 58.500 47.82 0.95 SEP10 330 0.250 38.57 -0.02 48.750 42.56 0.94 SEP10 340 0.500 37.49 -0.04 39.000 38.32 0.91 SEP10 350 1.000 34.12 -0.07 30.000 35.32 0.85 SEP10 360 2.000 33.47 -0.14 21.250 31.61 0.77 SEP10 370 2.750 28.23 -0.21 14.000 29.94 0.64 SEP10 380 5.250 26.81 -0.35 8.000 28.08 0.47 SEP10 390 11.500 31.71 -0.52 4.000 27.17 0.30 SEP10 400 17.500 30.94 -0.67 1.000 28.43 0.09 SEP10 420 33.500 30.29 -0.89 147.750 39.98 1.00 DEC10 240 1.000 47.69 -0.02 127.750 38.22 1.00 DEC10 260 1.250 42.22 -0.03 108.000 36.55 0.99 DEC10 280 1.750 37.88 -0.05 88.750 35.17 0.95 DEC10 300 2.750 34.39 -0.08 69.750 31.82 0.91 DEC10 320 4.500 31.75 -0.13 51.750 29.11 0.83 DEC10 340 7.250 29.21 -0.20 34.000 24.10 0.74 DEC10 360 12.250 27.85 -0.31 23.750 26.21 0.56 DEC10 380 19.500 26.18 -0.44 13.500 24.00 0.40 DEC10 400 30.250 25.16 -0.59 5.250 26.07 0.19 DEC10 440 59.750 23.64 -0.85 148.000 39.32 0.99 MAR11 240 2.000 39.46 -0.04 109.500 34.99 0.94 MAR11 280 4.250 35.03 -0.09 91.000 32.36 0.89 MAR11 300 6.250 32.40 -0.12 73.750 30.46 0.83 MAR11 320 9.000 30.32 -0.17 58.000 28.76 0.76 MAR11 340 13.250 28.79 -0.24 44.000 27.48 0.67 MAR11 360 19.250 27.55 -0.33 31.750 26.18 0.57 MAR11 380 26.750 26.06 -0.44 22.500 25.60 0.46 MAR11 400 37.500 25.47 -0.55 10.750 25.42 0.27 MAR11 440 65.500 25.08 -0.74 +++ IPSOS (IPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.5000 +++ Intracom Holding SA (IR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7100 +++ Iren Spa (IRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.2440 +++ Inmarsat plc (ISA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 684.000 +++ F & C Asset Management plc (ISI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.000 +++ F & C Asset Management plc - STND FUT (ISI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 65.020 DEC10 Z 65.140 MAR11 H 65.270 JUN11 M 65.410 +++ Inditex SA - Euro Cash FLEX Opt (IJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.8340 27.12 0.40 17090 5598 0.6557 27.07 0.34 17090 5647 +++ Inditex SA - Amer Phys FLEX Opt (IJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 28.1197 20.90 1.00 16121 2700 0.0073 22.02 0.00 +++ Industria de Diseno Textil SA (Inditex) (IT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.1000 +++ Inditex SA - STND FUT (IT /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 55.1090 OCT10 V 55.1290 NOV10 X 54.5670 DEC10 Z 54.6180 +++ Italcementi SpA (ITA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.0200 +++ Intertek Group (ITR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1687.000 +++ Intertek Group - STND FUT (ITR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1687.470 DEC10 Z 1682.010 MAR11 H 1685.390 JUN11 M 1670.030 +++ Italcementi SPA - (savings) (ITS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3825 +++ Intesa Sanpaolo SpA (Savings) (IU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.8500 +++ IVG Immobilien AG (IV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1680 +++ Wetherspoon(J D) (JDW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 436.100 +++ Wetherspoon(J D) - STND FUT (JDW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 436.220 DEC10 Z 424.830 MAR11 H 425.680 JUN11 M 420.000 +++ Colruyt SA (JF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 198.6500 +++ Jardine Lloyd Thompson Group (JLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 575.500 +++ Jardine Lloyd Thompson Group - STND FUT (JLT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 575.660 DEC10 Z 576.720 MAR11 H 577.880 JUN11 M 579.110 +++ Jeronimo Martins SGPS (JM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.9740 +++ Johnson Matthey (JMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1672.000 +++ Johnson Matthey - STND FUT (JMA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1672.470 DEC10 Z 1663.530 MAR11 H 1666.870 JUN11 M 1670.440 +++ JM AB (JMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 123.2500 +++ Johnson & Johnson Physical (JNX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.360 +++ Johnson & Johnson Physical - STND FUT (JNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 58.367 OCT10 V 58.379 NOV10 X 58.397 DEC10 Z 58.413 +++ JPMorgan Chase & Co (JPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.920 +++ Johnson Controls Inc (JSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.150 +++ St Jude Medical Inc (JUD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.180 +++ Jyske Bank A/S (JYS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 198.00 +++ Kazakhmys plc (KA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1247.000 +++ Kazakhmys plc - Euro Phys FLEX Opt (KAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 1200 55.770 45.54 -0.38 32.070 41.12 0.31 15100 1350 +++ Kazakhmys PLC - STND OPT (KZK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 367.000 56.79 1.00 SEP10 880 0.000 61.95 0.00 327.000 56.16 1.00 SEP10 920 0.500 59.82 -0.01 287.000 54.27 1.00 SEP10 960 0.500 57.62 -0.01 267.500 52.80 1.00 SEP10 980 1.000 56.15 -0.02 247.500 51.33 0.99 SEP10 1000 1.500 54.30 -0.02 198.000 48.74 0.97 SEP10 1050 3.000 50.84 -0.05 150.500 46.11 0.92 SEP10 1100 6.500 48.74 -0.10 105.500 42.75 0.84 SEP10 1150 13.500 46.08 -0.19 68.000 41.83 0.68 SEP10 1200 27.500 45.04 -0.33 38.500 40.04 0.49 SEP10 1250 48.000 43.02 -0.50 20.000 40.06 0.31 SEP10 1300 78.500 42.09 -0.68 9.000 39.52 0.17 SEP10 1350 117.000 41.63 -0.82 3.500 39.00 0.08 SEP10 1400 161.500 42.66 -0.90 0.500 38.66 0.01 SEP10 1500 257.500 43.35 -0.98 0.000 39.65 0.00 SEP10 1600 356.500 44.04 -1.00 0.000 41.80 0.00 SEP10 1700 456.500 45.05 -1.00 0.000 44.37 0.00 SEP10 1800 556.500 46.08 -1.00 385.500 56.48 0.90 DEC10 880 18.500 55.03 -0.09 350.000 54.56 0.88 DEC10 920 23.500 53.48 -0.12 316.500 53.28 0.85 DEC10 960 30.000 52.40 -0.14 282.500 51.09 0.83 DEC10 1000 37.500 51.29 -0.18 211.500 49.70 0.73 DEC10 1100 61.500 47.84 -0.27 147.000 46.70 0.61 DEC10 1200 101.500 46.68 -0.39 99.000 45.42 0.48 DEC10 1300 151.000 44.62 -0.52 63.000 44.00 0.36 DEC10 1400 217.000 43.95 -0.65 38.500 43.32 0.25 DEC10 1500 291.500 42.82 -0.76 24.000 43.12 0.17 DEC10 1600 376.500 42.22 -0.84 15.000 43.39 0.11 DEC10 1700 467.500 42.18 -0.90 9.000 43.83 0.08 DEC10 1800 562.000 41.91 -0.94 407.500 52.74 0.86 MAR11 880 39.000 52.11 -0.13 374.500 51.58 0.84 MAR11 920 46.000 50.90 -0.16 345.000 50.91 0.81 MAR11 960 56.500 50.31 -0.19 315.000 49.80 0.79 MAR11 1000 65.000 48.89 -0.21 247.500 47.78 0.70 MAR11 1100 98.500 47.33 -0.30 190.000 46.18 0.61 MAR11 1200 139.500 45.37 -0.39 140.500 44.37 0.52 MAR11 1300 190.500 43.87 -0.49 103.000 43.53 0.42 MAR11 1400 253.000 43.08 -0.58 51.500 42.03 0.26 MAR11 1600 402.000 41.55 -0.75 +++ KBC Bankverzekeringsholding (KBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.7050 +++ KBC Bancassurance Holding - STND FUT (KBB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 33.7110 OCT10 V 33.7230 NOV10 X 33.7460 DEC10 Z 33.7770 +++ KBC Bancassurance Holding - Amer Phys FLEX Opt (KBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 1.2000 37.03 -0.53 17090 3600 2.5800 36.44 -0.80 +++ Gamesa Corp Tecnologica SA (KC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.5620 +++ Kloeckner & Co AG (KCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.0150 +++ Kesko OYJ (KEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.9000 +++ Kesa Electricals (KES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 134.000 +++ Kesa Electricals - STND FUT (KES/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 134.040 DEC10 Z 134.280 MAR11 H 134.550 JUN11 M 134.840 +++ Kerry Group PLC (KG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.1000 +++ Kingfisher PLC (KGF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 215.700 +++ Kingfisher PLC - STND OPT (KGF/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 36.000 44.91 0.98 SEP10 180 0.250 48.44 -0.03 26.000 35.08 0.96 SEP10 190 0.500 39.34 -0.06 21.250 35.58 0.92 SEP10 195 0.500 33.42 -0.07 16.750 33.71 0.87 SEP10 200 1.000 32.35 -0.12 12.500 31.68 0.79 SEP10 205 1.750 30.76 -0.20 8.750 30.28 0.68 SEP10 210 3.000 30.00 -0.32 5.750 29.36 0.54 SEP10 215 4.750 28.31 -0.46 3.500 29.09 0.39 SEP10 220 7.750 29.00 -0.61 2.000 29.05 0.26 SEP10 225 11.250 29.00 -0.75 1.000 29.22 0.16 SEP10 230 15.250 30.00 -0.84 0.500 30.00 0.09 SEP10 235 19.750 30.00 -0.91 0.250 30.00 0.05 SEP10 240 24.500 30.00 -0.95 0.000 30.00 0.01 SEP10 250 34.250 30.00 -0.99 0.000 30.00 0.00 SEP10 260 44.250 30.00 -1.00 0.000 30.00 0.00 SEP10 280 64.250 30.00 -1.00 0.000 30.00 0.00 SEP10 320 104.250 30.00 -1.00 36.750 39.75 0.93 OCT10 180 0.250 28.15 -0.03 27.000 32.19 0.90 OCT10 190 1.250 29.84 -0.12 22.750 32.15 0.85 OCT10 195 2.250 29.73 -0.17 18.250 29.90 0.80 OCT10 200 3.250 29.43 -0.24 14.000 27.42 0.73 OCT10 205 4.500 28.65 -0.32 10.750 26.88 0.64 OCT10 210 6.250 27.74 -0.41 7.750 25.91 0.53 OCT10 215 8.750 27.40 -0.50 5.250 24.85 0.42 OCT10 220 11.250 26.06 -0.61 3.500 25.41 0.32 OCT10 225 14.500 25.77 -0.70 2.250 24.71 0.23 OCT10 230 18.500 26.30 -0.78 1.000 25.00 0.10 OCT10 240 27.000 25.76 -0.89 0.000 25.00 0.01 OCT10 260 46.500 32.23 -0.96 37.250 35.17 0.90 NOV10 180 2.250 35.05 -0.13 28.250 31.92 0.84 NOV10 190 3.500 31.52 -0.19 23.500 29.20 0.80 NOV10 195 4.500 30.64 -0.23 19.750 28.40 0.74 NOV10 200 5.750 29.36 -0.29 16.000 27.07 0.68 NOV10 205 7.000 28.07 -0.35 12.750 26.62 0.60 NOV10 210 9.000 27.90 -0.42 10.250 26.54 0.52 NOV10 215 11.250 26.87 -0.49 7.750 25.66 0.44 NOV10 220 14.000 26.53 -0.57 4.250 24.76 0.29 NOV10 230 20.500 25.87 -0.71 37.500 32.07 0.89 DEC10 180 3.250 33.66 -0.15 29.000 30.50 0.81 DEC10 190 4.750 31.13 -0.21 21.500 29.44 0.71 DEC10 200 7.250 29.44 -0.31 14.750 27.14 0.59 DEC10 210 11.000 28.22 -0.42 9.750 26.69 0.46 DEC10 220 16.250 27.96 -0.54 6.000 25.76 0.33 DEC10 230 22.250 26.67 -0.67 3.750 25.62 0.23 DEC10 240 30.000 26.85 -0.77 1.250 25.78 0.09 DEC10 260 47.250 26.61 -0.90 0.500 27.26 0.04 DEC10 280 66.500 26.60 -0.97 0.250 33.57 0.02 DEC10 320 106.500 37.42 -0.98 40.750 32.30 0.81 MAR11 180 6.750 33.24 -0.20 32.500 29.85 0.75 MAR11 190 9.000 31.44 -0.26 25.750 29.10 0.67 MAR11 200 11.750 29.79 -0.33 20.000 28.19 0.58 MAR11 210 16.000 29.15 -0.42 15.000 27.69 0.49 MAR11 220 21.000 28.61 -0.51 10.750 26.91 0.40 MAR11 230 27.000 27.91 -0.60 7.500 26.26 0.31 MAR11 240 33.500 27.20 -0.68 0.500 20.15 0.04 MAR11 280 67.750 27.84 -0.89 +++ Kingfisher plc - Euro Phys FLEX Opt (KGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 32.510 28.63 0.63 16121 200 21.530 29.37 -0.37 +++ Kingfisher plc - STND FUT (KIG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 215.760 DEC10 Z 214.150 MAR11 H 214.580 JUN11 M 210.290 +++ Kudelski SA (KH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.000 +++ KGHM Polska Miedz SA (KHH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 109.700 +++ Kinnevik Investment AB (KIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 139.0000 +++ Klepierre (KLI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.0150 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 68.220 +++ Natixis (KN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4060 +++ Kone OYJ (KNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.8000 +++ Kuehne & Nagel Int AG (KNI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 107.300 +++ Coca-Cola Company (KO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.020 +++ Koninklijke KPN NV (KPN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.4300 +++ Royal KPN NV - STND FUT (KPN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 11.4320 OCT10 V 11.4360 NOV10 X 11.4440 DEC10 Z 11.4550 +++ Royal KPN NV - Amer Phys FLEX Opt (KPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19110 1000 0.0600 23.45 -0.10 0.3700 18.35 0.50 19110 1150 0.1900 18.26 0.30 19110 1200 17120 1000 0.0900 22.50 -0.12 17120 1400 2.5600 20.56 -0.97 +++ Royal KPN NV - Euro Phys FLEX Opt (KPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.5523 23.23 0.88 17120 1000 0.0835 22.50 -0.12 1.6695 22.14 0.71 16121 1000 0.5855 22.07 -0.29 +++ Royal KPN NV - Cash FLEX Fut (KPY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18021 11.4804 +++ Krones AG (KR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.9600 +++ Merck KGaA (KS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.1200 +++ Merck KGaA - Amer Phys FLEX Opt (KSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.4168 23.57 0.84 17090 6600 +++ Kingspan Group Plc (KSP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.7000 +++ Fomento de Construcciones SA (KW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.1500 +++ Corning Inc (KWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.520 +++ Kimberly-Clark Corp (KYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.600 +++ Landi Renzo SpA (LAD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7625 +++ Laird plc (LAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 133.600 +++ Laird plc - STND FUT (LAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 133.640 DEC10 Z 133.880 MAR11 H 134.150 JUN11 M 134.440 +++ Ladbrokes plc - STND FUT (HG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 135.740 DEC10 Z 135.990 MAR11 H 132.260 JUN11 M 132.540 +++ Ladbrokes plc (LDB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 135.700 +++ Ladbrokes plc - STND OPT (LDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 35.750 58.20 1.00 SEP10 100 0.000 65.17 -0.01 25.750 47.40 0.99 SEP10 110 0.250 57.20 -0.03 16.000 38.76 0.94 SEP10 120 0.500 42.64 -0.08 11.500 36.69 0.87 SEP10 125 0.750 38.27 -0.14 7.250 33.05 0.75 SEP10 130 1.250 30.20 -0.24 4.000 32.43 0.55 SEP10 135 3.250 31.50 -0.45 1.750 29.56 0.32 SEP10 140 6.000 29.30 -0.68 0.500 28.52 0.14 SEP10 145 10.000 31.54 -0.84 0.250 27.64 0.04 SEP10 150 14.500 32.12 -0.93 0.000 26.10 0.00 SEP10 160 24.250 34.92 -0.99 0.000 26.00 0.00 SEP10 170 34.250 38.45 -1.00 0.000 26.00 0.00 SEP10 180 44.250 39.69 -1.00 36.750 38.74 0.94 DEC10 100 1.500 45.43 -0.08 20.000 36.38 0.77 DEC10 120 3.500 34.67 -0.22 13.000 33.82 0.63 DEC10 130 6.750 33.33 -0.37 7.750 32.44 0.47 DEC10 140 11.500 31.68 -0.53 4.500 31.98 0.32 DEC10 150 18.000 30.57 -0.70 2.250 31.77 0.19 DEC10 160 26.000 30.06 -0.83 1.000 30.29 0.10 DEC10 170 35.000 30.21 -0.91 0.500 30.27 0.05 DEC10 180 44.500 30.50 -0.95 38.000 39.39 0.90 MAR11 100 2.750 38.94 -0.13 21.750 34.43 0.75 MAR11 120 7.750 35.35 -0.31 15.750 34.50 0.62 MAR11 130 11.750