+++ RadioShack Corp (AA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.370 +++ Apple Computer Inc (AAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 256.340 +++ ABB Ltd (ABB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.630 +++ ABB Ltd - Amer Phys FLEX Opt (ABQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 190 0.046 30.67 -0.08 17090 200 0.196 27.74 -0.27 0.505 27.09 0.56 17090 205 0.277 26.77 0.38 17090 210 0.082 29.53 0.14 17090 220 0.009 65.95 0.01 17090 280 17120 190 0.631 30.39 -0.28 1.592 28.71 0.61 17120 200 0.659 26.86 0.35 17120 220 3.726 31.38 0.74 17061 180 1.056 31.30 -0.26 +++ ABB Ltd - Euro Phys FLEX Opt (ABX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20120 252 4.672 26.05 -0.91 20120 303 9.664 29.36 -0.99 17061 275 7.098 26.01 -0.87 31081 217 2.994 29.35 -0.51 +++ Abertis Infraestructuras SA (ABE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.6450 +++ Abertis Infraestructuras SA - STND FUT (ABE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 13.6480 OCT10 V 13.6530 NOV10 X 13.3630 DEC10 Z 13.3770 +++ Abertis Infraestructuras SA - Amer Phys FLEX Opt (CYQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1815 25.51 0.19 17120 1524 +++ Associated British Foods (ABF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1065.000 +++ Associated British Foods - STND FUT (ABF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1065.310 DEC10 Z 1051.260 MAR11 H 1053.340 JUN11 M 1046.840 +++ Associated British Foods PLC - STND OPT (ABR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 345.250 40.00 1.00 SEP10 720 0.000 38.15 0.00 305.250 36.00 1.00 SEP10 760 0.000 35.22 0.00 265.250 34.18 1.00 SEP10 800 0.000 34.13 0.00 225.250 31.89 1.00 SEP10 840 0.000 31.41 0.00 185.250 33.97 1.00 SEP10 880 0.000 30.51 0.00 145.500 30.84 0.99 SEP10 920 0.000 28.88 -0.01 125.750 30.88 0.98 SEP10 940 0.500 30.25 -0.02 106.250 28.81 0.97 SEP10 960 1.000 29.38 -0.04 87.250 29.06 0.93 SEP10 980 2.000 28.56 -0.07 68.750 26.94 0.88 SEP10 1000 3.000 26.10 -0.11 27.500 22.09 0.64 SEP10 1050 12.500 22.45 -0.37 6.250 21.38 0.24 SEP10 1100 41.000 21.43 -0.76 0.750 21.23 0.04 SEP10 1150 85.500 21.63 -0.96 0.000 20.44 0.00 SEP10 1200 135.000 25.43 -0.99 0.000 20.00 0.00 SEP10 1300 235.000 20.00 -1.00 268.250 30.25 0.97 DEC10 800 2.750 29.80 -0.04 191.000 26.15 0.93 DEC10 880 6.500 25.88 -0.09 154.500 25.00 0.89 DEC10 920 10.000 24.01 -0.14 119.250 23.38 0.83 DEC10 960 16.250 22.58 -0.21 86.250 21.42 0.74 DEC10 1000 25.500 21.24 -0.31 27.500 18.95 0.40 DEC10 1100 71.750 18.63 -0.66 4.250 17.16 0.10 DEC10 1200 152.000 16.94 -0.92 0.250 21.26 0.01 DEC10 1400 348.250 17.11 -1.00 195.250 25.25 0.89 MAR11 880 15.000 24.83 -0.14 160.000 23.87 0.84 MAR11 920 21.000 23.55 -0.19 127.000 22.63 0.78 MAR11 960 29.750 22.44 -0.26 97.250 21.52 0.69 MAR11 1000 41.250 21.38 -0.34 41.000 19.35 0.42 MAR11 1100 87.000 19.19 -0.60 13.000 18.18 0.18 MAR11 1200 160.250 18.21 -0.83 1.000 18.03 0.02 MAR11 1400 348.500 17.33 -0.99 +++ Abengoa SA (ABG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.0700 +++ Abengoa SA - Cash Flex Future (WLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 20.0729 +++ Abbott Laboratories (ABT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.480 +++ Accor SA Ex event package (AC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 39.0700 +++ Accor SA Ex event package - STND FUT (AC /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 39.0700 DEC10 Z 39.1360 +++ Credit Agricole SA (ACA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.8850 +++ Credit Agricole SA - STND FUT (ACA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.8870 OCT10 V 10.8910 NOV10 X 10.8990 DEC10 Z 10.9110 +++ Credit Agricole SA - Euro Cash FLEX Opt (ACJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0945 38.15 0.21 17090 1159 0.4283 34.45 0.26 17061 1350 3.3502 34.45 -0.74 +++ 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 -0.01 17090 1100 0.4100 39.80 -0.54 19110 880 0.2600 53.65 -0.16 17120 750 0.1805 60.89 -0.09 0.3228 36.17 0.27 17120 1250 17120 1846 7.5800 28.60 -1.00 1.6600 37.64 0.51 21122 1200 +++ Credit Agricole SA - Euro Phys FLEX Opt (ACX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.2895 50.97 0.80 17120 900 0.3792 50.97 -0.20 1.5950 37.64 0.50 21122 1200 3.4310 37.64 -0.50 +++ Acciona SA (ACC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 62.5700 +++ ACEA SpA (ACE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.7650 +++ ACE Ltd (ACL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.870 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 12.8800 +++ American Capital Ltd (AD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.490 +++ Adecco SA (ADC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.000 +++ Adecco SA - Amer Phys FLEX Opt (QVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 250 0.020 53.55 0.00 +++ Admiral Group plc - Cash FLEX Fut (ADD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 1560.450 +++ Admiral Group plc (ADM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1560.000 +++ Aeroports de Paris (ADP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.8600 +++ Adidas AG (ADS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.7300 +++ Adidas AG - Amer Phys FLEX Opt (FKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.8278 27.19 0.36 18031 4600 +++ Adidas AG - Cash FLEX Fut (FKY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 41.7361 +++ Aker ASA (AE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 110.5000 +++ AEM SpA (AEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.1310 +++ A2A SpA - Euro Cash FLEX Opt (ASB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0116 21.96 0.36 17090 115 +++ BAE Systems plc (AER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 321.600 +++ BAE Systems plc - STND OPT (AER/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 81.750 36.56 1.00 SEP10 240 0.000 31.48 0.00 61.750 33.42 1.00 SEP10 260 0.000 26.60 0.00 41.750 29.10 0.99 SEP10 280 0.000 22.82 0.00 31.750 26.70 0.97 SEP10 290 0.000 20.09 0.00 22.250 24.56 0.92 SEP10 300 0.250 19.04 -0.03 13.250 22.49 0.80 SEP10 310 1.250 20.31 -0.18 7.250 24.02 0.55 SEP10 320 4.750 21.72 -0.44 3.000 23.93 0.31 SEP10 330 11.500 25.08 -0.68 2.000 29.37 0.18 SEP10 340 20.250 29.61 -0.81 1.000 40.04 0.09 SEP10 360 39.000 36.77 -0.93 0.750 51.72 0.06 SEP10 380 58.750 43.94 -0.97 0.750 62.34 0.05 SEP10 400 78.500 50.51 -0.98 0.250 64.99 0.01 SEP10 440 118.500 64.84 -0.99 81.750 33.53 1.00 OCT10 240 0.000 29.56 0.00 62.000 30.78 0.98 OCT10 260 0.250 29.86 -0.02 42.750 27.23 0.94 OCT10 280 0.750 26.92 -0.06 33.500 25.77 0.89 OCT10 290 1.500 25.33 -0.11 25.250 25.68 0.80 OCT10 300 3.000 24.61 -0.19 17.500 24.50 0.69 OCT10 310 5.500 24.01 -0.31 11.000 22.89 0.55 OCT10 320 9.250 23.01 -0.46 7.000 23.40 0.39 OCT10 330 14.250 21.74 -0.62 4.250 24.13 0.27 OCT10 340 22.500 24.89 -0.73 1.500 26.00 0.11 OCT10 360 39.000 22.07 -0.93 0.750 30.05 0.06 OCT10 380 59.000 29.96 -0.95 81.750 29.62 1.00 NOV10 240 0.250 29.27 -0.02 62.000 27.35 0.98 NOV10 260 1.250 29.24 -0.07 43.000 25.86 0.93 NOV10 280 3.500 27.30 -0.16 34.250 25.74 0.86 NOV10 290 5.250 26.06 -0.23 25.750 24.10 0.78 NOV10 300 7.750 25.01 -0.31 18.750 24.13 0.66 NOV10 310 11.500 24.23 -0.42 13.000 23.77 0.54 NOV10 320 16.750 24.30 -0.53 5.750 24.07 0.30 NOV10 340 30.000 23.39 -0.74 2.000 23.34 0.13 NOV10 360 46.750 22.81 -0.89 82.000 32.13 0.99 DEC10 240 0.250 23.86 -0.01 43.750 26.94 0.89 DEC10 280 4.750 26.49 -0.18 27.500 25.77 0.74 DEC10 300 10.250 25.32 -0.33 15.500 24.87 0.52 DEC10 320 18.750 23.92 -0.52 7.500 24.23 0.32 DEC10 340 32.250 24.18 -0.70 3.500 24.25 0.17 DEC10 360 48.000 23.59 -0.84 1.750 25.04 0.09 DEC10 380 65.750 21.39 -0.95 1.750 30.27 0.08 DEC10 400 85.500 24.25 -0.97 1.000 34.91 0.05 DEC10 440 125.500 31.40 -0.97 82.000 24.98 0.99 MAR11 240 3.500 31.03 -0.09 63.000 26.52 0.93 MAR11 260 5.500 27.95 -0.15 46.250 26.67 0.81 MAR11 280 9.500 26.54 -0.24 32.500 26.02 0.66 MAR11 300 15.250 24.78 -0.36 21.250 24.96 0.51 MAR11 320 24.500 23.96 -0.50 13.000 24.18 0.37 MAR11 340 37.000 23.80 -0.63 7.500 23.60 0.25 MAR11 360 51.500 23.28 -0.76 +++ BAE Systems plc - STND FUT (BA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 321.690 DEC10 Z 315.280 MAR11 H 315.900 JUN11 M 306.560 +++ AGFA-Gevaert NV (AGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.5700 +++ Altria Group Inc (AGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.950 +++ Altria Group Inc - Cash FLEX Fut (JLY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 21.983 +++ Aggreko (AGK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1515.000 +++ Aggreko - STND FUT (AGK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1515.440 DEC10 Z 1518.220 MAR11 H 1521.230 JUN11 M 1524.480 +++ Aegon NV - Amer Phys FLEX Opt (AFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 420 0.0600 35.54 -0.29 +++ Aegon NV (AGN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3550 +++ Aegon NV - STND FUT (AGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.3560 OCT10 V 4.3570 NOV10 X 4.3610 DEC10 Z 4.3650 +++ Aegis Group (AGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 116.300 +++ Aegis Group- STND FUT (AGS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 115.200 DEC10 Z 115.410 MAR11 H 115.640 JUN11 M 114.070 +++ Anglo American plc (AHA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2511.000 +++ Anglo American plc - STND OPT (AHA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 912.500 93.09 0.99 SEP10 1600 0.000 63.32 0.00 712.000 63.80 1.00 SEP10 1800 0.500 60.78 0.00 612.000 53.07 1.00 SEP10 1900 0.500 56.20 -0.01 512.000 47.36 0.99 SEP10 2000 1.000 50.09 -0.01 413.000 43.56 0.98 SEP10 2100 1.500 42.88 -0.02 315.500 39.15 0.96 SEP10 2200 3.000 37.53 -0.04 220.000 34.63 0.90 SEP10 2300 8.500 34.59 -0.10 135.000 32.48 0.77 SEP10 2400 23.500 32.50 -0.23 68.500 30.67 0.54 SEP10 2500 57.500 31.08 -0.46 25.000 28.47 0.28 SEP10 2600 116.500 30.34 -0.70 9.000 30.14 0.12 SEP10 2700 198.000 30.61 -0.87 2.500 30.54 0.04 SEP10 2800 291.500 31.33 -0.96 0.500 36.01 0.01 SEP10 3000 489.500 37.41 -0.99 0.000 40.87 0.00 SEP10 3200 689.000 42.97 -1.00 0.000 43.30 0.00 SEP10 3600 1089.000 51.57 -1.00 617.000 44.23 0.97 OCT10 1900 6.500 47.50 -0.04 520.000 41.64 0.95 OCT10 2000 10.500 44.61 -0.06 426.000 39.48 0.92 OCT10 2100 16.000 41.34 -0.09 338.500 38.65 0.86 OCT10 2200 24.500 38.16 -0.14 254.500 36.19 0.78 OCT10 2300 42.500 36.34 -0.22 180.500 34.43 0.67 OCT10 2400 67.500 34.33 -0.33 119.500 32.84 0.54 OCT10 2500 106.000 32.75 -0.46 72.000 31.38 0.40 OCT10 2600 159.000 31.45 -0.60 40.500 30.60 0.26 OCT10 2700 227.500 30.66 -0.74 20.500 29.80 0.16 OCT10 2800 308.500 30.41 -0.84 4.500 29.58 0.04 OCT10 3000 492.500 30.07 -0.96 633.000 45.26 0.93 NOV10 1900 20.500 46.01 -0.08 542.500 43.36 0.89 NOV10 2000 29.000 43.59 -0.11 452.500 40.56 0.85 NOV10 2100 40.000 41.04 -0.15 370.500 38.85 0.80 NOV10 2200 57.500 39.27 -0.20 293.500 37.10 0.73 NOV10 2300 79.500 37.23 -0.27 225.000 35.63 0.64 NOV10 2400 111.000 35.71 -0.36 165.500 34.21 0.55 NOV10 2500 151.000 34.30 -0.45 117.000 33.16 0.44 NOV10 2600 202.000 33.09 -0.56 50.500 31.20 0.25 NOV10 2800 335.500 31.03 -0.75 18.000 29.92 0.11 NOV10 3000 503.500 29.75 -0.89 1633.000 57.49 1.00 DEC10 880 1.000 75.35 0.00 1553.000 55.73 1.00 DEC10 960 1.500 72.72 0.00 1513.000 54.56 1.00 DEC10 1000 1.500 70.96 0.00 1314.000 52.51 1.00 DEC10 1200 3.000 63.75 -0.01 1117.000 50.80 0.99 DEC10 1400 6.500 57.53 -0.02 924.000 49.59 0.97 DEC10 1600 13.000 52.60 -0.04 739.500 47.67 0.92 DEC10 1800 24.500 47.52 -0.08 648.000 45.35 0.90 DEC10 1900 33.500 45.42 -0.10 558.500 42.92 0.87 DEC10 2000 43.500 43.02 -0.13 392.500 38.82 0.77 DEC10 2200 80.000 39.53 -0.23 252.500 35.86 0.63 DEC10 2400 139.000 36.37 -0.37 145.500 33.72 0.46 DEC10 2600 230.000 33.82 -0.54 74.500 32.00 0.30 DEC10 2800 358.000 31.91 -0.71 33.500 30.73 0.16 DEC10 3000 519.000 31.04 -0.84 15.000 30.56 0.08 DEC10 3200 700.000 30.71 -0.92 3.000 31.26 0.02 DEC10 3600 1089.000 27.94 -1.00 767.000 44.38 0.89 MAR11 1800 55.500 44.07 -0.12 600.500 41.39 0.82 MAR11 2000 91.000 41.08 -0.19 449.500 38.71 0.74 MAR11 2200 144.000 38.81 -0.28 318.500 36.32 0.63 MAR11 2400 216.000 36.30 -0.39 213.000 34.40 0.50 MAR11 2600 312.500 34.43 -0.52 136.000 33.08 0.37 MAR11 2800 436.500 32.98 -0.64 79.500 31.70 0.26 MAR11 3000 584.500 32.10 -0.75 46.500 31.13 0.17 MAR11 3200 751.000 31.35 -0.83 14.000 30.19 0.06 MAR11 3600 1112.000 27.57 -0.96 1135.500 46.60 0.96 JUN11 1400 29.000 47.18 -0.06 959.000 45.51 0.92 JUN11 1600 50.500 44.44 -0.09 789.500 43.05 0.87 JUN11 1800 84.000 42.50 -0.15 629.500 40.31 0.80 JUN11 2000 127.000 40.14 -0.21 489.500 38.31 0.72 JUN11 2200 187.500 38.02 -0.29 364.500 36.13 0.62 JUN11 2400 266.000 36.18 -0.39 263.000 34.60 0.51 JUN11 2600 364.500 34.63 -0.49 184.000 33.56 0.41 JUN11 2800 484.500 33.41 -0.60 126.000 32.65 0.31 JUN11 3000 629.000 32.81 -0.69 84.000 31.96 0.23 JUN11 3200 786.000 32.03 -0.77 1641.500 56.38 0.99 DEC11 880 23.500 58.64 -0.03 1564.500 54.56 0.98 DEC11 960 27.500 56.06 -0.03 1526.500 53.73 0.98 DEC11 1000 29.500 54.91 -0.04 1340.500 50.12 0.96 DEC11 1200 45.000 50.27 -0.06 1162.500 47.21 0.93 DEC11 1400 68.000 46.85 -0.09 995.000 44.76 0.88 DEC11 1600 101.000 44.18 -0.13 841.000 42.78 0.83 DEC11 1800 144.500 41.95 -0.18 699.000 40.88 0.77 DEC11 2000 202.000 40.08 -0.24 458.500 37.65 0.62 DEC11 2400 359.000 36.95 -0.38 277.500 34.90 0.46 DEC11 2800 576.000 34.28 -0.54 152.000 32.46 0.31 DEC11 3200 850.000 31.97 -0.70 835.000 49.17 0.75 JUN12 2000 322.000 45.30 -0.26 585.500 43.21 0.64 JUN12 2400 492.500 41.93 -0.37 403.500 40.00 0.52 JUN12 2800 722.000 40.00 -0.49 276.500 38.31 0.41 JUN12 3200 989.000 38.31 -0.60 874.000 47.42 0.75 DEC12 2000 371.000 44.34 -0.26 645.500 43.00 0.65 DEC12 2400 565.500 42.64 -0.36 554.000 41.45 0.60 DEC12 2600 674.500 41.45 -0.41 478.000 40.68 0.55 DEC12 2800 794.000 40.68 -0.46 348.500 38.92 0.45 DEC12 3200 1054.500 38.92 -0.56 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 647.320 45.35 0.90 17120 1900 32.390 45.41 -0.10 +++ Anglo American plc - Amer Cash FLEX Opt (AHW/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2000 1.000 50.09 -0.01 17090 2200 3.000 37.53 -0.03 17090 2400 23.500 32.50 -0.23 +++ AEX High Dividend Index (AHI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 83.3600 +++ Koninklijke Ahold NV - Euro Cash FLEX Opt (AHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0128 19.48 0.08 17090 1038 +++ Koninklijke Ahold NV (AHL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.8210 +++ Koninklijke Ahold NV - STND FUT (AHL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.8230 OCT10 V 9.8270 NOV10 X 9.8340 DEC10 Z 9.8450 +++ Koninklijke Ahold NV - Amer Phys FLEX Opt (AHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 800 0.0800 31.00 -0.09 +++ Air Liquide SA (AI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 85.8300 +++ Air Liquide SA - STND FUT (AI /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 85.8460 OCT10 V 85.8790 NOV10 X 85.9410 DEC10 Z 86.0360 +++ Air Liquide - Euro Cash FLEX Opt (AIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6443 20.32 0.30 17090 8771 +++ Allied Irish Banks Plc (AIB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7950 +++ Air France-KLM (AIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.0100 +++ American International Group (AIG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.410 +++ Allied Irish Banks plc (AIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7970 +++ Huntington Bancshares Inc (AJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.660 +++ Arkema (AKE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.3600 +++ Akzo Nobel NV - Amer Phys FLEX Opt (AKQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.4800 28.23 0.66 17061 4000 3.1500 28.74 -0.38 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 43.1500 +++ Akzo Nobel NV - STND FUT (AKZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 43.1580 OCT10 V 43.1750 NOV10 X 42.8680 DEC10 Z 42.9160 +++ Allergan Inc (AL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.490 +++ Corp Financiera Alba (ALB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.1000 +++ Alfa Laval AB (ALF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 113.8000 +++ Alliance Oil company Ltd. (ALI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 91.2000 +++ Almirall SA (ALM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.0000 +++ Alpha Bank AE (ALP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6500 +++ Alstom RPGT (ALS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.7850 +++ Alstom SA - Amer Phys FLEX Opt (ZWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 12.63 0.00 17090 4500 3.1300 30.33 0.41 16121 4400 +++ Alstom SA - Amer Cash FLEX Opt (ZWU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.1300 30.33 0.41 16121 4400 +++ Alstom SA - Euro Phys FLEX Opt (ZWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3470 26.34 0.28 17090 4000 1.5549 26.34 -0.72 +++ Allianz AG - Euro Cash FLEX Opt (ALJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1132 21.33 0.07 17090 8993 +++ Allianz AG - Amer Phys FLEX Opt (ALQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 7200 0.0387 39.19 -0.02 17090 8000 0.2568 25.00 -0.12 1.7404 21.91 0.57 17090 8400 17120 5000 0.1046 46.97 -0.01 17120 6200 0.4160 38.40 -0.05 17120 7000 0.8399 31.69 -0.11 17120 8000 2.5549 25.80 -0.31 16121 12000 38.7956 19.10 -0.97 10.7243 27.33 0.55 21122 8500 16.2109 26.33 -0.51 +++ Allianz AG (ALV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 84.5400 +++ Allianz AG - STND FUT (ALV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 84.5558 OCT10 V 84.5884 NOV10 X 84.6497 DEC10 Z 84.7430 +++ Allianz AG - Euro Phys FLEX Opt (ALX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.7567 24.19 0.55 17120 8400 4.0304 24.47 -0.45 3.7168 23.54 0.48 17120 8600 4.9737 23.76 -0.52 0.0634 23.22 0.02 17120 11100 26.2070 23.03 -0.98 0.0125 23.96 0.00 17120 12000 35.1226 16.00 -1.00 0.0124 33.06 0.00 17120 14000 55.0663 16.00 -1.00 17120 14130 56.3627 16.00 -1.00 0.0111 40.49 0.00 17120 16000 75.0101 16.00 -1.00 17061 7421 4.7371 28.33 -0.31 8.0345 26.28 0.57 17061 8000 6.8671 26.44 -0.43 16121 8500 11.3015 26.04 -0.49 16121 16000 77.0258 20.26 -1.00 +++ AMG Advanced Metallurgical Group NV (AM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.4620 +++ Anadarko Petroleum Corp (AMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.230 +++ AMBAC Financial Group Inc (AMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.560 +++ Amec (AME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 946.000 +++ Amec - STND FUT (AME/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 946.270 DEC10 Z 948.010 MAR11 H 949.890 JUN11 M 951.920 +++ Amgen Inc - Physical STND FUT (AGX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 52.744 OCT10 V 52.714 NOV10 X 52.680 DEC10 Z 52.654 +++ Amgen Inc (AMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.760 +++ Amlin (AML/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 414.800 +++ Amlin - STND FUT (AML/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 414.920 DEC10 Z 415.680 MAR11 H 416.510 JUN11 M 417.400 +++ Ameren Corp (AMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.500 +++ Amplifon SpA (AMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5875 +++ Amazon.Com Inc (AMZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 138.120 +++ Gannett Co Inc (AN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.580 +++ Andritz AG (AND/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.9500 +++ Ansaldo STS SpA (ANS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.4350 +++ Antofagasta (ANT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1092.000 +++ Antofagasta plc - STND FUT (ANT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1090.070 DEC10 Z 1092.070 MAR11 H 1094.230 JUN11 M 1092.820 +++ Antofagasta PLC - STND OPT (ATT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 412.500 97.65 1.00 SEP10 680 0.000 67.83 0.00 379.500 88.60 0.99 SEP10 713 0.000 65.00 0.00 340.500 78.70 0.99 SEP10 752 0.000 59.33 0.00 300.500 68.75 0.99 SEP10 792 0.000 55.56 0.00 261.750 62.98 0.99 SEP10 831 0.000 50.84 0.00 222.000 55.96 0.98 SEP10 871 0.250 45.10 -0.01 182.500 49.82 0.97 SEP10 911 0.250 39.67 -0.01 144.250 44.14 0.95 SEP10 950 1.000 37.39 -0.03 106.500 40.67 0.90 SEP10 990 3.250 35.47 -0.08 27.250 29.72 0.53 SEP10 1089 27.500 31.83 -0.48 3.500 32.74 0.10 SEP10 1188 104.250 38.75 -0.85 0.000 43.07 0.00 SEP10 1386 297.500 61.82 -0.97 453.000 49.02 0.99 DEC10 640 1.750 48.99 -0.02 374.750 44.39 0.97 DEC10 720 4.250 46.17 -0.04 336.000 42.12 0.96 DEC10 760 6.500 45.01 -0.05 298.750 41.13 0.94 DEC10 800 9.500 43.53 -0.07 262.750 40.30 0.91 DEC10 840 13.500 42.24 -0.10 235.500 39.18 0.88 DEC10 871 17.500 41.38 -0.13 202.000 38.27 0.84 DEC10 911 24.250 40.22 -0.17 172.250 37.87 0.78 DEC10 950 33.250 39.44 -0.22 143.500 37.12 0.72 DEC10 990 44.500 38.46 -0.28 84.000 35.41 0.54 DEC10 1089 85.000 37.07 -0.46 45.250 34.60 0.36 DEC10 1188 144.500 36.16 -0.63 10.250 34.04 0.11 DEC10 1386 307.500 36.75 -0.87 9.500 34.29 0.10 DEC10 1400 320.750 36.99 -0.88 458.250 44.75 0.96 MAR11 640 6.000 44.94 -0.04 385.000 43.28 0.93 MAR11 720 12.500 43.43 -0.07 349.250 42.09 0.91 MAR11 760 16.500 42.16 -0.09 314.500 41.07 0.88 MAR11 800 22.250 41.57 -0.12 281.750 40.30 0.85 MAR11 840 29.500 40.70 -0.15 250.250 39.40 0.82 MAR11 880 37.500 39.70 -0.19 219.750 38.49 0.78 MAR11 920 48.000 39.17 -0.23 192.500 37.93 0.73 MAR11 960 60.750 38.64 -0.27 166.000 37.00 0.68 MAR11 1000 74.250 37.67 -0.32 110.750 35.56 0.54 MAR11 1100 118.500 36.09 -0.46 69.250 34.24 0.40 MAR11 1200 177.000 34.83 -0.59 24.750 33.40 0.19 MAR11 1400 332.500 34.24 -0.81 +++ Antofagasta plc - Amer Phys FLEX Opt (KFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 976.030 88.57 1.00 04100 116 959.030 84.29 1.00 12100 133 976.030 73.07 1.00 02110 116 +++ Time Warner Inc (AOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.450 +++ Time Warner Inc - Physical STND FUT (AOX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 31.453 OCT10 V 31.460 NOV10 X 31.470 DEC10 Z 31.478 +++ Time Warner Inc - Cash FLEX Fut (ZTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 31.453 +++ Accor SA (AOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.3150 +++ Atlas Copco AB-B (AP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 107.1000 +++ Leggett & Platt Inc (AQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.750 +++ Aareal Bank AG (AR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.4000 +++ Arcadis N.V (ARC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.2900 +++ Arriva (ARI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 773.000 +++ ARM Holdings plc - STND FUT (AMR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 367.610 DEC10 Z 368.280 MAR11 H 369.010 JUN11 M 368.050 +++ ARM Holdings plc (ARM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 367.500 +++ ARM Holdings plc - STND OPT (ARM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 227.500 69.94 1.00 SEP10 140 0.000 77.66 0.00 207.500 69.38 1.00 SEP10 160 0.000 76.45 0.00 197.500 68.47 1.00 SEP10 170 0.000 74.65 0.00 187.500 67.55 1.00 SEP10 180 0.000 71.64 0.00 177.500 65.17 1.00 SEP10 190 0.000 69.39 0.00 167.500 63.61 1.00 SEP10 200 0.000 66.98 0.00 157.500 61.70 1.00 SEP10 210 0.000 63.83 0.00 147.500 59.62 1.00 SEP10 220 0.000 61.25 0.00 137.500 58.50 1.00 SEP10 230 0.000 57.91 0.00 127.500 57.03 1.00 SEP10 240 0.000 56.47 0.00 107.500 55.32 1.00 SEP10 260 0.000 52.94 0.00 87.750 54.17 0.99 SEP10 280 0.000 50.85 0.00 68.000 52.89 0.97 SEP10 300 0.250 50.41 -0.02 58.500 52.15 0.95 SEP10 310 0.750 49.78 -0.04 49.250 51.59 0.92 SEP10 320 1.500 50.55 -0.08 40.250 50.84 0.86 SEP10 330 2.500 49.85 -0.13 32.250 50.28 0.79 SEP10 340 4.000 48.16 -0.20 25.000 49.72 0.70 SEP10 350 7.250 49.59 -0.30 19.000 50.47 0.60 SEP10 360 12.000 52.48 -0.40 14.250 51.65 0.50 SEP10 370 17.000 52.48 -0.50 10.250 51.95 0.40 SEP10 380 23.000 52.90 -0.60 7.000 51.63 0.30 SEP10 390 30.000 53.92 -0.69 5.000 52.74 0.23 SEP10 400 37.250 52.48 -0.77 2.250 54.38 0.12 SEP10 420 55.500 58.25 -0.86 168.000 25.94 1.00 DEC10 200 0.000 27.80 0.00 148.000 30.11 1.00 DEC10 220 0.000 32.84 0.00 138.000 31.63 1.00 DEC10 230 0.000 34.82 0.00 128.250 33.88 0.99 DEC10 240 0.250 36.50 -0.01 109.000 36.82 0.97 DEC10 260 1.250 39.10 -0.04 91.250 39.13 0.92 DEC10 280 3.500 40.86 -0.09 74.500 39.79 0.86 DEC10 300 7.500 41.84 -0.15 60.500 41.47 0.77 DEC10 320 13.000 42.61 -0.23 48.000 42.19 0.68 DEC10 340 20.250 42.55 -0.32 37.250 42.18 0.59 DEC10 360 29.250 42.62 -0.42 27.750 41.64 0.49 DEC10 380 40.000 42.10 -0.51 20.000 40.70 0.39 DEC10 400 52.000 41.01 -0.61 9.000 38.26 0.22 DEC10 440 81.250 39.38 -0.77 130.000 35.71 0.96 MAR11 240 1.000 32.52 -0.03 113.250 38.98 0.91 MAR11 260 4.000 37.54 -0.08 98.000 40.81 0.86 MAR11 280 9.000 40.40 -0.14 83.750 41.63 0.80 MAR11 300 15.250 41.78 -0.20 71.000 42.04 0.73 MAR11 320 22.250 42.05 -0.27 59.000 41.64 0.66 MAR11 340 30.250 41.85 -0.34 48.250 41.08 0.59 MAR11 360 39.500 41.21 -0.41 38.500 40.02 0.52 MAR11 380 49.750 40.25 -0.48 30.250 39.29 0.45 MAR11 400 61.500 39.50 -0.55 17.500 37.58 0.31 MAR11 440 88.750 37.83 -0.69 +++ M&T Bank Corp (AS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 88.250 +++ ASML Holding NV (ASL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.8000 +++ ASML Holding NV - STND FUT (ASL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.8040 OCT10 V 20.8120 NOV10 X 20.8270 DEC10 Z 20.8500 +++ ASML Holding NV - Amer Phys FLEX Opt (FDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4300 30.96 0.22 17120 2400 0.0300 39.63 0.03 17120 3200 +++ Aspen Insurance Holdings Ltd (ASP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.960 +++ Assa Abloy AB (ASS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 158.5000 +++ Altri SGPS (AT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.6500 +++ Atos Origin SA (AT0/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.8450 +++ Atlas Copco AB A shares (ATA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 117.7000 +++ Autogrill SPA (ATG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.4900 +++ Atkins (WS) (ATK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 692.000 +++ Atkins (WS) STND FUT (ATK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 692.200 DEC10 Z 693.470 MAR11 H 694.840 JUN11 M 696.330 +++ Actelion Ltd (ATL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.390 +++ AO Tatneft (ATO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.7000 +++ Atlantia SpA (ATS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.2400 +++ Atlantia SpA - STND FUT (AUT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.2429 OCT10 V 15.2487 NOV10 X 15.2598 DEC10 Z 14.9363 +++ Autonomy Corporation (AUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1775.000 +++ Autonomy Corporation STND FUT (AUC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1775.510 DEC10 Z 1778.770 MAR11 H 1782.300 JUN11 M 1786.110 +++ Grupo Ezentis SA (AVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.5750 +++ Ackermans & Van Haaren (AVH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.0000 +++ Eastman Chemical Co (AW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.600 +++ British Airways PLC (AWS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 223.000 +++ British Airways PLC - STND OPT (AWS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 63.000 36.39 1.00 SEP10 160 0.000 37.10 0.00 53.000 35.09 1.00 SEP10 170 0.000 35.78 0.00 43.000 34.02 1.00 SEP10 180 0.000 34.47 0.00 38.000 33.22 1.00 SEP10 185 0.000 33.33 0.00 33.000 32.96 0.99 SEP10 190 0.000 33.33 -0.01 28.250 31.64 0.98 SEP10 195 0.000 32.60 -0.02 23.250 31.37 0.96 SEP10 200 0.250 31.88 -0.04 18.500 30.05 0.92 SEP10 205 0.500 30.60 -0.08 14.000 28.56 0.86 SEP10 210 1.000 29.35 -0.15 10.000 28.30 0.75 SEP10 215 2.000 28.94 -0.26 6.750 27.76 0.61 SEP10 220 3.750 28.56 -0.39 4.000 27.67 0.45 SEP10 225 6.000 27.84 -0.55 2.250 27.57 0.30 SEP10 230 9.250 27.84 -0.70 1.250 28.32 0.19 SEP10 235 13.250 27.58 -0.82 0.750 28.80 0.11 SEP10 240 17.500 27.48 -0.90 0.000 33.34 0.01 SEP10 260 37.000 28.43 -1.00 0.000 34.44 0.00 SEP10 280 57.000 29.63 -1.00 0.000 36.88 0.00 SEP10 300 77.000 32.28 -1.00 0.000 38.91 0.00 SEP10 310 87.000 33.73 -1.00 0.000 40.89 0.00 SEP10 320 97.000 35.65 -1.00 43.500 34.86 0.97 OCT10 180 0.250 35.10 -0.03 34.000 32.90 0.93 OCT10 190 0.750 33.56 -0.07 29.250 31.78 0.90 OCT10 195 1.250 33.00 -0.11 24.750 30.51 0.86 OCT10 200 2.000 32.70 -0.15 20.500 29.44 0.81 OCT10 205 3.000 32.23 -0.20 16.750 29.16 0.75 OCT10 210 4.250 31.53 -0.27 13.500 29.28 0.66 OCT10 215 6.000 31.57 -0.35 10.500 29.39 0.58 OCT10 220 8.250 31.82 -0.43 8.250 29.39 0.49 OCT10 225 10.750 32.02 -0.51 6.250 29.59 0.40 OCT10 230 13.750 32.37 -0.59 4.500 29.67 0.32 OCT10 235 17.250 32.37 -0.66 3.250 29.81 0.26 OCT10 240 20.750 32.58 -0.72 0.750 30.51 0.08 OCT10 260 38.250 34.83 -0.89 0.250 30.93 0.02 OCT10 280 57.250 35.95 -0.97 36.000 34.33 0.86 NOV10 190 4.250 40.89 -0.17 27.750 32.63 0.79 NOV10 200 6.250 39.20 -0.24 24.000 32.70 0.74 NOV10 205 7.750 38.77 -0.29 20.500 32.10 0.69 NOV10 210 9.250 37.77 -0.33 17.750 32.67 0.63 NOV10 215 11.500 38.05 -0.38 15.250 32.89 0.57 NOV10 220 13.750 37.59 -0.43 12.750 32.62 0.51 NOV10 225 16.250 37.07 -0.48 10.500 32.84 0.45 NOV10 230 19.500 37.98 -0.53 7.000 32.21 0.34 NOV10 240 25.500 37.15 -0.63 2.000 29.09 0.14 NOV10 260 41.000 36.93 -0.79 64.000 36.19 0.97 DEC10 160 1.250 40.60 -0.05 54.500 35.22 0.94 DEC10 170 2.000 39.84 -0.08 45.500 34.37 0.90 DEC10 180 3.500 39.47 -0.13 37.250 33.60 0.84 DEC10 190 5.500 39.25 -0.19 29.500 33.39 0.76 DEC10 200 8.500 38.96 -0.26 23.000 33.28 0.67 DEC10 210 12.000 38.33 -0.34 17.750 33.49 0.57 DEC10 220 16.750 38.51 -0.43 13.250 33.35 0.47 DEC10 230 22.250 38.51 -0.51 9.750 33.55 0.38 DEC10 240 28.500 38.62 -0.60 5.250 34.46 0.23 DEC10 260 44.000 39.98 -0.73 3.000 36.61 0.15 DEC10 280 60.500 39.36 -0.83 1.000 38.26 0.05 DEC10 320 97.750 39.65 -0.95 66.500 37.47 0.91 MAR11 160 4.500 43.76 -0.11 50.000 36.43 0.83 MAR11 180 9.500 43.66 -0.20 42.500 35.86 0.78 MAR11 190 12.000 42.32 -0.25 35.750 35.28 0.71 MAR11 200 15.750 42.17 -0.30 29.750 34.89 0.65 MAR11 210 19.750 41.42 -0.36 24.500 34.65 0.58 MAR11 220 24.250 40.52 -0.42 20.000 34.65 0.51 MAR11 230 29.750 39.97 -0.48 16.250 34.65 0.44 MAR11 240 35.500 39.54 -0.54 6.750 34.91 0.23 MAR11 280 66.000 40.91 -0.73 +++ British Airways plc - STND FUT (BAY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 223.060 DEC10 Z 223.470 MAR11 H 223.920 JUN11 M 224.400 +++ Aker Solutions ASA (AX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.5500 +++ Axa SA (AXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.2200 +++ Axa SA - STND FUT (AXA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 13.2220 OCT10 V 13.2280 NOV10 X 13.2370 DEC10 Z 13.2520 +++ AXA SA - Euro Cash FLEX Opt (CJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1080 34.22 0.22 17090 1396 1.7130 40.17 0.56 17061 1270 1.8359 40.17 -0.44 +++ AXA SA - Amer Phys FLEX Opt (CJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 1200 0.2600 41.36 -0.22 19110 1100 0.2900 47.05 -0.17 17120 1759 4.3800 29.40 -0.97 17120 2247 9.2500 24.32 -1.00 16091 1300 2.2848 40.55 -0.45 16091 1400 2.7973 38.02 -0.53 0.5500 31.36 0.23 16121 1759 0.7296 33.47 0.26 21122 1900 +++ AXA SA - Euro Phys FLEX Opt (CJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 34.82 0.00 17090 1700 3.7770 34.82 -1.00 1.8825 42.78 0.71 17120 1200 0.6287 42.78 -0.29 0.7213 36.10 0.43 17120 1400 1.4619 36.10 -0.57 0.1741 32.21 0.16 17120 1600 2.9091 32.21 -0.84 0.0779 31.41 0.08 17120 1700 3.8101 31.41 -0.92 0.0022 26.79 0.00 17120 1954 6.2673 26.79 -1.00 1.2599 38.23 0.47 17061 1368 2.3546 38.23 -0.53 16121 1563 3.9228 34.47 -0.63 16121 3127 18.3462 34.17 -0.98 +++ Axel Springer AG (AXE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 93.0000 +++ AEX Index (AXI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 329.3500 +++ Acergy SA (AY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 103.6000 +++ Azimut Holding SpA (AZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.2550 +++ AstraZeneca plc (AZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3310.500 +++ AstraZeneca plc - STND OPT (AZA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1311.000 38.95 1.00 SEP10 2000 0.000 45.44 0.00 911.000 37.13 1.00 SEP10 2400 0.000 44.85 0.00 711.500 36.31 1.00 SEP10 2600 0.000 40.61 0.00 511.500 29.46 1.00 SEP10 2800 0.500 33.02 -0.01 411.500 26.82 0.99 SEP10 2900 1.000 29.74 -0.01 312.500 23.78 0.98 SEP10 3000 1.500 25.02 -0.02 216.000 22.38 0.93 SEP10 3100 4.500 22.16 -0.07 126.000 19.85 0.81 SEP10 3200 13.000 19.01 -0.18 52.500 17.32 0.55 SEP10 3300 39.000 16.55 -0.45 13.500 16.46 0.22 SEP10 3400 101.000 15.84 -0.79 3.000 17.45 0.06 SEP10 3500 190.500 15.05 -0.97 0.500 18.50 0.01 SEP10 3600 289.500 16.47 -1.00 0.000 19.95 0.00 SEP10 3800 489.500 17.07 -1.00 713.000 24.96 1.00 OCT10 2600 3.500 35.92 -0.02 516.500 27.19 0.97 OCT10 2800 4.500 28.00 -0.04 325.500 23.09 0.90 OCT10 3000 13.000 23.33 -0.10 236.000 21.16 0.83 OCT10 3100 23.000 21.16 -0.17 155.500 19.62 0.71 OCT10 3200 44.000 20.04 -0.30 90.500 18.52 0.54 OCT10 3300 78.500 18.71 -0.46 46.500 17.98 0.35 OCT10 3400 134.000 18.17 -0.65 7.500 17.20 0.08 OCT10 3600 296.000 17.87 -0.91 1.500 19.04 0.02 OCT10 3800 490.000 19.01 -0.99 527.500 25.75 0.93 NOV10 2800 13.000 26.04 -0.07 346.500 23.04 0.84 NOV10 3000 32.000 23.21 -0.16 264.500 21.85 0.76 NOV10 3100 49.500 21.93 -0.24 190.500 20.73 0.66 NOV10 3200 75.500 20.73 -0.34 128.000 19.70 0.54 NOV10 3300 113.500 19.88 -0.46 81.500 19.16 0.41 NOV10 3400 166.000 19.16 -0.60 24.500 18.15 0.17 NOV10 3600 311.500 18.47 -0.83 6.500 18.26 0.06 NOV10 3800 493.000 18.14 -0.95 1714.000 34.06 1.00 DEC10 1600 0.000 44.31 0.00 1514.500 33.31 1.00 DEC10 1800 0.500 43.05 0.00 1315.000 32.37 1.00 DEC10 2000 1.500 39.26 -0.01 919.500 30.05 0.98 DEC10 2400 5.000 31.18 -0.02 725.000 27.65 0.96 DEC10 2600 10.500 28.31 -0.05 537.000 25.18 0.91 DEC10 2800 21.500 25.39 -0.09 361.500 22.84 0.81 DEC10 3000 45.000 22.89 -0.19 283.500 21.87 0.74 DEC10 3100 67.500 22.07 -0.26 213.500 21.03 0.65 DEC10 3200 97.000 21.11 -0.36 104.000 19.57 0.43 DEC10 3400 186.500 19.51 -0.57 40.500 18.65 0.22 DEC10 3600 326.500 19.13 -0.78 4.500 18.87 0.04 DEC10 4000 691.000 19.13 -0.97 926.000 28.98 0.97 MAR11 2400 22.000 28.59 -0.07 736.000 26.87 0.94 MAR11 2600 40.000 26.44 -0.12 553.000 24.63 0.88 MAR11 2800 69.500 24.41 -0.20 387.000 22.92 0.78 MAR11 3000 120.000 22.83 -0.32 246.500 21.57 0.63 MAR11 3200 194.000 21.11 -0.46 139.500 20.37 0.45 MAR11 3400 308.500 20.46 -0.63 68.500 19.38 0.28 MAR11 3600 451.000 19.56 -0.77 13.000 18.86 0.07 MAR11 4000 805.500 19.34 -0.93 931.000 28.64 0.96 JUN11 2400 40.000 27.86 -0.10 567.500 24.74 0.85 JUN11 2800 102.500 24.41 -0.23 409.500 23.21 0.74 JUN11 3000 157.500 22.72 -0.33 272.000 21.61 0.61 JUN11 3200 243.000 22.10 -0.46 169.500 20.63 0.46 JUN11 3400 352.500 21.20 -0.59 102.500 20.29 0.32 JUN11 3600 489.500 20.74 -0.71 31.000 19.56 0.12 JUN11 4000 821.500 20.06 -0.88 1520.500 37.15 0.99 DEC11 1800 23.000 32.51 -0.04 1326.000 34.90 0.98 DEC11 2000 38.500 31.03 -0.07 949.000 30.27 0.92 DEC11 2400 85.000 27.45 -0.15 596.500 25.20 0.80 DEC11 2800 179.500 25.06 -0.28 327.000 22.63 0.59 DEC11 3200 327.500 22.06 -0.46 161.000 21.45 0.36 DEC11 3600 567.500 20.61 -0.67 950.500 29.50 0.92 JUN12 2400 128.000 26.00 -0.19 610.000 25.23 0.79 JUN12 2800 245.000 23.88 -0.32 355.500 23.13 0.58 JUN12 3200 434.500 22.71 -0.49 188.500 21.65 0.38 JUN12 3600 721.000 23.82 -0.63 963.500 29.98 0.90 DEC12 2400 161.500 25.22 -0.21 629.500 25.41 0.77 DEC12 2800 278.000 22.60 -0.34 383.000 23.20 0.57 DEC12 3200 480.000 21.91 -0.49 198.500 20.50 0.38 DEC12 3600 764.000 22.81 -0.62 +++ AstraZeneca plc - Euro Cash FLEX Opt (AZJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 8.280 16.74 0.15 17090 3428 +++ AstraZeneca plc - STND FUT (AZN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3311.460 DEC10 Z 3317.540 MAR11 H 3207.240 JUN11 M 3214.100 +++ AstraZeneca plc - Amer Phys FLEX Opt (AZQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.000 17.45 0.05 17090 3500 17120 2200 2.630 35.22 -0.01 152.270 20.30 0.54 17120 3300 766.070 27.73 0.87 16121 2600 125.440 26.26 -0.21 +++ AstraZeneca plc - Euro Phys FLEX Opt (AZX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 1.410 39.26 -0.01 919.270 30.05 0.98 17120 2400 4.710 31.18 -0.02 537.080 25.18 0.91 17120 2800 21.240 25.39 -0.09 212.670 21.03 0.65 17120 3200 152.270 20.30 0.54 17120 3300 4.600 18.86 0.04 17120 4000 573.240 25.41 0.67 21122 2800 272.110 22.60 -0.33 454.410 23.93 0.57 20123 3000 471.940 22.03 -0.44 +++ Bauer AG (BAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.5500 +++ Bank of Ireland (BAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7660 +++ BASF SE (BAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.3400 +++ BASF SE - STND FUT (BAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 43.3481 OCT10 V 43.3648 NOV10 X 43.3962 DEC10 Z 43.4441 +++ BASF SE - Euro Cash FLEX Opt (BJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0972 27.27 0.09 17090 4658 +++ BASF SE - Amer Phys FLEX Opt (BJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 4000 0.4635 28.69 -0.19 16121 4400 6.4272 24.16 -0.57 2.4622 29.10 0.35 16121 5000 +++ BASF SE - Euro Phys FLEX Opt (BJX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0561 31.32 0.05 17090 4800 4.7088 31.46 -0.95 18.4618 48.64 0.99 17120 2500 0.0710 51.26 -0.02 4.7426 29.99 0.73 17120 4000 1.3003 30.13 -0.28 1.8212 26.65 0.43 17120 4500 3.3716 26.84 -0.57 17061 3830 2.6277 26.20 -0.36 6.2074 32.62 0.59 16121 4000 4.3832 26.57 -0.41 6.1962 31.67 0.50 20123 4600 11.4377 26.85 -0.54 +++ Banco de Valencia SA (BAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3900 +++ Societe BIC SA (BB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.8300 +++ BBA Aviation plc (BBA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 181.800 +++ BBA Aviation plc (BBA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 178.180 DEC10 Z 178.510 MAR11 H 178.860 JUN11 M 170.670 +++ Barclays plc - STND FUT (BAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 325.090 DEC10 Z 324.690 MAR11 H 322.830 JUN11 M 322.270 +++ Barclays plc - Euro Cash FLEX Opt (BBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 6.350 35.09 0.41 17090 331 +++ Barclays PLC (BBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 325.000 +++ Barclays PLC - STND OPT (BBL/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 125.250 99.03 0.99 SEP10 200 0.500 120.75 -0.02 105.250 82.30 0.99 SEP10 220 0.750 103.97 -0.02 85.250 66.64 0.99 SEP10 240 0.750 86.32 -0.03 65.500 57.49 0.98 SEP10 260 0.750 66.90 -0.04 46.000 49.96 0.94 SEP10 280 1.000 51.81 -0.07 36.500 46.19 0.90 SEP10 290 1.750 48.04 -0.11 27.750 42.96 0.83 SEP10 300 3.000 44.81 -0.18 19.750 40.56 0.73 SEP10 310 5.000 42.41 -0.28 12.750 38.43 0.60 SEP10 320 8.250 40.28 -0.41 7.000 35.17 0.43 SEP10 330 11.500 33.56 -0.57 3.750 34.37 0.27 SEP10 340 18.000 31.59 -0.75 1.500 33.27 0.14 SEP10 350 26.500 32.71 -0.86 0.500 32.13 0.06 SEP10 360 35.750 34.95 -0.92 0.000 32.13 0.01 SEP10 380 55.250 39.43 -0.97 0.000 32.13 0.00 SEP10 400 75.000 41.67 -0.99 0.000 33.17 0.00 SEP10 420 95.000 43.91 -1.00 0.000 33.17 0.00 SEP10 440 115.000 46.14 -1.00 0.000 38.15 0.00 SEP10 480 155.000 47.26 -1.00 105.250 48.33 0.99 OCT10 220 1.000 64.68 -0.03 86.500 56.67 0.95 OCT10 240 1.750 60.76 -0.06 66.750 45.88 0.93 OCT10 260 2.750 52.61 -0.09 49.750 46.87 0.84 OCT10 280 5.000 48.63 -0.16 41.250 44.28 0.80 OCT10 290 6.500 45.45 -0.21 33.500 42.27 0.74 OCT10 300 8.500 43.08 -0.27 25.500 38.76 0.67 OCT10 310 11.250 41.20 -0.34 19.750 38.39 0.58 OCT10 320 15.000 39.38 -0.43 13.750 35.65 0.48 OCT10 330 19.750 38.19 -0.52 9.250 34.29 0.38 OCT10 340 24.500 35.54 -0.62 5.750 32.70 0.28 OCT10 350 31.500 35.23 -0.71 3.500 31.92 0.19 OCT10 360 39.250 34.51 -0.79 2.250 36.95 0.12 OCT10 380 57.000 35.79 -0.89 1.250 38.33 0.07 OCT10 400 76.250 39.83 -0.93 0.250 40.09 0.02 OCT10 440 115.250 42.76 -0.98 71.500 51.35 0.86 NOV10 260 7.000 52.93 -0.15 55.000 47.87 0.79 NOV10 280 10.000 47.46 -0.22 47.500 46.14 0.74 NOV10 290 12.000 45.14 -0.26 39.250 42.81 0.70 NOV10 300 14.500 43.48 -0.31 32.500 41.46 0.64 NOV10 310 17.750 41.81 -0.37 26.000 39.39 0.57 NOV10 320 21.500 39.85 -0.43 20.500 37.69 0.50 NOV10 330 26.500 39.19 -0.50 15.750 36.41 0.43 NOV10 340 31.500 37.65 -0.57 8.250 33.65 0.28 NOV10 360 43.750 34.21 -0.72 285.000 86.13 1.00 DEC10 40 0.000 84.67 0.00 277.000 83.69 1.00 DEC10 48 0.000 82.23 0.00 265.000 83.69 1.00 DEC10 60 0.000 82.23 0.00 245.000 82.73 1.00 DEC10 80 0.000 81.27 0.00 237.250 78.05 1.00 DEC10 88 0.000 81.27 0.00 229.250 76.59 1.00 DEC10 96 0.000 79.81 0.00 225.250 75.63 1.00 DEC10 100 0.000 78.85 0.00 205.250 74.86 1.00 DEC10 120 0.250 78.08 0.00 185.500 72.06 0.99 DEC10 140 0.500 75.28 -0.01 165.750 67.69 0.99 DEC10 160 1.000 70.91 -0.02 146.750 67.03 0.97 DEC10 180 2.250 70.25 -0.04 127.750 61.93 0.95 DEC10 200 3.250 65.15 -0.06 109.250 58.11 0.92 DEC10 220 5.000 61.33 -0.09 91.250 54.22 0.89 DEC10 240 6.750 55.48 -0.12 73.500 49.25 0.84 DEC10 260 9.000 50.51 -0.17 62.500 46.55 0.80 DEC10 273 11.500 47.81 -0.21 56.500 44.19 0.78 DEC10 280 13.250 47.20 -0.24 43.000 43.02 0.68 DEC10 300 19.000 44.20 -0.33 34.500 40.62 0.62 DEC10 312 22.000 41.03 -0.39 29.750 39.48 0.57 DEC10 320 26.000 40.73 -0.43 19.500 36.89 0.45 DEC10 340 34.750 36.86 -0.55 14.750 35.46 0.38 DEC10 351 42.000 37.05 -0.62 11.250 34.26 0.32 DEC10 360 46.500 34.23 -0.68 5.750 31.41 0.20 DEC10 380 62.750 34.97 -0.77 5.000 33.11 0.17 DEC10 390 69.750 32.03 -0.84 0.250 30.21 0.02 DEC10 467 142.750 33.43 -0.97 0.250 30.50 0.01 DEC10 480 156.750 42.36 -0.95 130.500 56.63 0.92 MAR11 200 8.000 60.28 -0.10 95.750 50.35 0.85 MAR11 240 13.250 52.33 -0.17 65.000 44.93 0.73 MAR11 280 22.750 46.41 -0.28 51.500 42.50 0.66 MAR11 300 29.250 43.67 -0.35 39.250 40.02 0.58 MAR11 320 37.000 41.12 -0.43 28.750 37.84 0.49 MAR11 340 46.750 38.93 -0.52 20.500 35.93 0.40 MAR11 360 58.250 36.97 -0.61 8.250 31.96 0.22 MAR11 400 86.750 34.07 -0.77 3.500 30.97 0.11 MAR11 440 121.000 32.45 -0.88 1.000 29.35 0.04 MAR11 480 161.000 38.98 -0.89 133.000 54.32 0.90 JUN11 200 11.750 57.19 -0.12 101.750 50.80 0.82 JUN11 240 18.750 50.37 -0.19 72.500 45.53 0.72 JUN11 280 29.000 44.68 -0.29 59.000 42.96 0.65 JUN11 300 35.500 41.98 -0.35 47.250 40.94 0.58 JUN11 320 43.500 39.79 -0.42 36.750 38.59 0.51 JUN11 340 53.250 37.74 -0.50 27.500 36.43 0.43 JUN11 360 64.750 36.28 -0.57 14.250 33.36 0.28 JUN11 400 92.000 33.71 -0.72 4.000 32.02 0.10 JUN11 480 161.000 31.96 -0.90 285.000 76.20 1.00 DEC11 40 0.250 76.20 0.00 277.000 75.34 1.00 DEC11 48 0.500 75.34 0.00 265.000 74.06 1.00 DEC11 60 1.000 74.06 -0.01 245.500 72.13 1.00 DEC11 80 2.250 72.13 -0.02 237.750 71.27 0.99 DEC11 88 3.000 71.27 -0.02 230.000 69.88 0.99 DEC11 96 3.500 69.88 -0.03 208.250 67.03 0.97 DEC11 120 6.500 67.03 -0.05 190.750 64.33 0.94 DEC11 140 9.250 64.33 -0.07 173.750 61.62 0.92 DEC11 160 12.500 61.62 -0.09 157.500 59.18 0.89 DEC11 180 16.500 59.18 -0.11 140.750 54.86 0.87 DEC11 200 19.500 54.86 -0.14 109.500 48.74 0.80 DEC11 240 28.250 48.74 -0.21 83.250 45.20 0.71 DEC11 280 41.750 45.20 -0.30 58.000 40.06 0.60 DEC11 320 56.250 40.06 -0.41 47.500 37.99 0.54 DEC11 340 65.500 37.99 -0.47 38.750 36.69 0.48 DEC11 360 76.750 36.69 -0.52 24.250 34.09 0.36 DEC11 400 101.750 34.09 -0.65 8.500 31.00 0.17 DEC11 480 165.250 31.00 -0.83 149.250 57.64 0.85 JUN12 200 30.500 57.64 -0.16 124.750 55.24 0.78 JUN12 240 45.500 55.24 -0.22 98.750 50.02 0.71 JUN12 280 59.000 50.02 -0.30 76.750 46.40 0.63 JUN12 320 76.500 46.40 -0.38 58.500 43.49 0.54 JUN12 360 97.500 43.49 -0.46 44.000 41.50 0.45 JUN12 400 122.500 41.50 -0.55 152.500 54.66 0.85 DEC12 200 34.750 54.66 -0.16 131.000 53.83 0.78 DEC12 240 52.500 53.83 -0.22 107.500 50.08 0.72 DEC12 280 68.250 50.08 -0.29 84.000 45.35 0.64 DEC12 320 83.750 45.35 -0.36 65.000 42.09 0.56 DEC12 360 103.500 42.09 -0.45 47.750 38.69 0.47 DEC12 400 125.000 38.69 -0.53 17.250 29.84 0.25 DEC12 480 172.750 29.84 -0.75 +++ Barclays plc - Amer Phys FLEX Opt (BBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.020 32.13 0.00 17090 385 8.130 32.84 0.26 17120 370 17120 409 86.940 32.38 -0.90 1.330 31.64 0.06 17120 429 17120 487 163.490 42.36 -0.96 16121 273 39.080 45.82 -0.28 16121 340 16121 351 71.050 37.28 -0.50 +++ Barclays plc - Euro Phys FLEX Opt (BBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 300 2.660 44.81 -0.17 0.020 32.13 0.00 17090 385 34.380 40.62 0.62 17120 312 21.990 41.03 -0.38 17120 351 41.840 37.05 -0.61 11.280 34.26 0.32 17120 360 46.490 34.23 -0.68 16121 351 70.830 37.28 -0.50 16121 419 115.170 33.36 -0.69 +++ Banco BPI SA (BBP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.6500 +++ Baywa-Bayerische Warenvermit (BBW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.1450 +++ Balfour Beatty (BBY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 246.200 +++ Balfour Beatty STND FUT (BBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 246.270 DEC10 Z 246.720 MAR11 H 247.210 JUN11 M 247.740 +++ BRE Bank SA (BC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 260.000 +++ Barratt Developments (BDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 103.700 +++ Barratt Developments STND FUT (BDE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 103.730 DEC10 Z 103.920 MAR11 H 104.130 JUN11 M 104.350 +++ Beiersdorf AG (BDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.4550 +++ Benetton Group SpA (BE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4400 +++ Befimmo S.C.A. (BEF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.3600 +++ Bekaert (BEK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 168.5500 +++ Beni Stabili SpA (BEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6505 +++ Banco Espirito Santo SA (BES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4990 +++ Banco Espirito Santo SA - Phys FLEX Fut (YBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16121 3.4089 +++ BTG (BGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 200.700 +++ BTG - STND FUT (BGC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 200.760 DEC10 Z 201.130 MAR11 H 201.520 JUN11 M 201.960 +++ BG Group plc - STND FUT (BG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1092.820 DEC10 Z 1094.820 MAR11 H 1096.990 JUN11 M 1091.570 +++ BG Group plc (BGG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1092.500 +++ BG Group plc - STND OPT (BGG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 252.500 39.77 1.00 SEP10 840 0.500 54.67 -0.01 213.000 36.67 1.00 SEP10 880 0.500 47.92 -0.01 173.000 34.68 0.99 SEP10 920 0.500 42.26 -0.02 133.500 33.71 0.97 SEP10 960 1.500 37.07 -0.04 114.000 32.13 0.96 SEP10 980 2.000 35.05 -0.06 95.500 32.68 0.92 SEP10 1000 3.000 33.59 -0.09 55.000 33.34 0.73 SEP10 1050 12.500 33.55 -0.27 28.000 35.15 0.48 SEP10 1100 33.500 33.66 -0.52 13.000 37.73 0.26 SEP10 1150 69.500 36.76 -0.74 7.000 42.43 0.15 SEP10 1200 114.500 42.61 -0.85 4.000 46.55 0.08 SEP10 1250 161.500 48.22 -0.91 3.000 53.27 0.06 SEP10 1300 211.000 55.97 -0.93 1.000 60.19 0.02 SEP10 1400 311.000 74.86 -0.94 0.500 64.02 0.01 SEP10 1500 413.000 97.54 -0.94 176.500 33.68 0.94 OCT10 920 3.000 32.74 -0.06 140.500 32.74 0.89 OCT10 960 7.000 32.57 -0.11 122.500 31.77 0.86 OCT10 980 10.000 32.47 -0.15 107.000 32.41 0.81 OCT10 1000 14.000 32.43 -0.19 72.500 32.45 0.66 OCT10 1050 29.000 32.32 -0.34 46.500 32.99 0.50 OCT10 1100 53.500 33.23 -0.50 29.500 34.53 0.36 OCT10 1150 86.500 34.99 -0.64 19.000 36.53 0.25 OCT10 1200 125.500 36.30 -0.75 12.000 37.77 0.17 OCT10 1250 169.000 38.25 -0.83 8.500 40.22 0.12 OCT10 1300 215.500 40.86 -0.88 6.000 42.38 0.08 OCT10 1350 263.500 43.83 -0.91 183.500 32.96 0.89 NOV10 920 9.000 32.02 -0.11 150.500 32.57 0.83 NOV10 960 17.000 33.06 -0.18 120.500 32.52 0.75 NOV10 1000 27.000 32.91 -0.25 88.500 32.45 0.64 NOV10 1050 45.500 33.02 -0.36 63.500 32.90 0.52 NOV10 1100 69.500 32.94 -0.48 46.000 33.96 0.41 NOV10 1150 102.500 34.27 -0.59 31.500 34.50 0.31 NOV10 1200 139.000 35.27 -0.69 16.000 36.62 0.17 NOV10 1300 228.000 40.99 -0.79 262.500 37.22 0.92 DEC10 840 5.000 32.95 -0.06 225.500 34.85 0.90 DEC10 880 9.000 32.86 -0.09 190.500 33.58 0.85 DEC10 920 15.000 32.71 -0.14 157.000 31.78 0.80 DEC10 960 23.500 32.45 -0.20 128.500 31.91 0.73 DEC10 1000 35.500 32.64 -0.27 73.500 32.39 0.52 DEC10 1100 80.000 32.78 -0.48 41.000 33.89 0.34 DEC10 1200 146.000 33.65 -0.66 23.000 35.38 0.21 DEC10 1300 228.000 35.25 -0.79 14.000 37.91 0.13 DEC10 1400 319.000 37.70 -0.87 238.500 32.55 0.85 MAR11 880 22.500 32.57 -0.15 178.500 31.84 0.75 MAR11 960 42.500 31.98 -0.25 152.000 31.44 0.70 MAR11 1000 57.000 31.97 -0.30 99.000 31.47 0.54 MAR11 1100 105.000 32.23 -0.46 60.000 30.88 0.39 MAR11 1200 165.500 31.65 -0.61 21.000 31.33 0.17 MAR11 1400 325.000 31.53 -0.83 +++ BG Group plc - Amer Phys FLEX Opt (BGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 700 18.850 33.31 -0.09 82.650 31.13 0.38 16121 1300 +++ Bank BPH (BH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.000 +++ Biogen Idec Inc (BII/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.580 +++ Intesa Sanpaolo SpA - Euro Cash FLEX Opt (BIJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2018 39.63 0.54 17120 240 0.2024 39.60 -0.46 +++ Intesa Sanpaolo SpA - STND FUT (BIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.3925 +++ Intesa Sanpaolo SpA - STND FUT (BIN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.3929 OCT10 V 2.3939 NOV10 X 2.3956 DEC10 Z 2.3982 +++ Intesa Sanpaolo SpA - Amer Phys FLEX Opt (BIQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 240 0.2030 39.60 -0.46 0.0508 33.73 0.22 17120 280 0.2667 45.53 0.42 20122 300 +++ Biomerieux (BIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.8400 +++ Boston Properties Inc (BJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 87.590 +++ Bank Zachodni WBK SA (BK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 189.900 +++ Berkeley Group Holdings (BKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 835.500 +++ Berkeley Group Holdings - STND FUT (BKL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 835.740 DEC10 Z 837.280 MAR11 H 838.930 JUN11 M 840.730 +++ Bankinter SA (BKT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4600 +++ Boliden AB (BL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 89.6000 +++ Boliden AB - Cash FLEX Fut (BLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 89.6311 +++ Belgacom SA (BLG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.9700 +++ BEL 20 Index (BLI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2549.960 +++ British Land Company PLC - STND OPT (BLC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 117.500 56.50 0.99 SEP10 360 0.000 53.38 0.00 97.750 55.36 0.98 SEP10 380 0.250 50.54 -0.01 77.750 44.58 0.98 SEP10 400 0.250 41.18 -0.02 57.750 35.20 0.97 SEP10 420 0.500 34.39 -0.03 47.750 30.40 0.96 SEP10 430 0.500 29.84 -0.04 38.000 27.01 0.94 SEP10 440 0.750 26.95 -0.06 28.750 25.24 0.88 SEP10 450 1.500 25.20 -0.12 20.000 23.33 0.79 SEP10 460 2.750 23.29 -0.21 13.250 23.67 0.64 SEP10 470 5.500 22.88 -0.36 7.750 23.41 0.46 SEP10 480 10.500 23.30 -0.54 0.500 26.48 0.06 SEP10 520 43.000 23.01 -0.97 0.000 27.79 0.00 SEP10 560 82.750 23.84 -1.00 117.750 31.93 0.99 DEC10 360 2.250 34.01 -0.06 79.500 29.38 0.92 DEC10 400 5.250 29.32 -0.13 61.250 26.91 0.86 DEC10 420 7.750 26.91 -0.19 45.000 25.77 0.75 DEC10 440 12.250 25.49 -0.28 30.750 23.98 0.62 DEC10 460 18.500 23.91 -0.40 19.250 22.66 0.48 DEC10 480 27.500 22.66 -0.53 6.500 21.56 0.22 DEC10 520 55.250 22.08 -0.78 2.500 23.09 0.09 DEC10 560 90.750 22.65 -0.92 84.750 32.21 0.82 MAR11 400 12.000 28.32 -0.20 66.750 28.50 0.77 MAR11 420 16.750 27.17 -0.27 50.750 26.11 0.69 MAR11 440 23.000 25.98 -0.35 38.000 24.96 0.59 MAR11 460 30.750 24.81 -0.44 27.250 23.87 0.49 MAR11 480 40.250 23.83 -0.53 14.000 23.68 0.30 MAR11 520 67.500 23.54 -0.71 6.250 23.19 0.16 MAR11 560 100.000 22.89 -0.85 +++ British Land Co (BLN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 477.200 +++ British Land Co - STND FUT (BLN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 477.340 DEC10 Z 471.710 MAR11 H 466.130 JUN11 M 460.620 +++ British Land Company PLC - Amer Phys FLEX Opt (XBO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 16121 267 7.990 38.74 -0.07 +++ BHP Billiton plc - Euro Cash FLEX Opt (BHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 32.020 28.00 0.43 17090 1929 +++ BHP Billiton - STND FUT (BHP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1907.550 DEC10 Z 1911.060 MAR11 H 1884.580 JUN11 M 1888.610 +++ BHP Billiton plc - Amer Phys FLEX Opt (BHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15062 1900 425.830 41.14 -0.41 +++ BHP Billiton plc - Euro Phys FLEX Opt (BHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.130 27.46 0.00 17090 2200 +++ BHP Billiton plc (BLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1936.000 +++ BHP Billiton plc - STND OPT (BLT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 536.000 52.00 1.00 SEP10 1400 0.000 53.98 0.00 436.000 50.00 1.00 SEP10 1500 0.000 44.60 0.00 336.000 48.56 1.00 SEP10 1600 0.500 37.42 -0.01 286.000 41.61 1.00 SEP10 1650 1.000 35.77 -0.02 236.000 35.63 1.00 SEP10 1700 6.000 41.75 -0.08 186.500 30.70 0.99 SEP10 1750 6.000 33.66 -0.10 136.500 26.90 0.98 SEP10 1800 11.500 31.41 -0.17 90.500 27.90 0.87 SEP10 1850 22.500 30.11 -0.30 53.000 28.04 0.66 SEP10 1900 41.000 28.83 -0.46 27.500 27.96 0.41 SEP10 1950 68.000 27.97 -0.64 12.500 27.50 0.22 SEP10 2000 105.000 27.93 -0.79 1.500 26.21 0.04 SEP10 2100 194.500 26.84 -0.96 0.000 27.46 0.01 SEP10 2200 293.000 31.51 -0.99 0.000 32.14 0.00 SEP10 2400 493.000 37.69 -1.00 0.000 37.11 0.00 SEP10 2600 693.000 50.75 -1.00 0.000 37.00 0.00 SEP10 2800 892.500 40.11 -1.00 436.000 47.81 1.00 OCT10 1500 5.000 42.40 -0.04 336.500 40.70 0.99 OCT10 1600 9.000 37.89 -0.08 238.000 34.20 0.96 OCT10 1700 19.000 34.77 -0.15 193.000 34.25 0.87 OCT10 1750 28.500 34.08 -0.21 149.500 31.95 0.78 OCT10 1800 40.500 33.00 -0.28 113.000 31.00 0.66 OCT10 1850 54.500 31.22 -0.37 83.000 30.24 0.54 OCT10 1900 74.500 30.19 -0.46 58.500 29.34 0.44 OCT10 1950 99.500 29.24 -0.57 40.500 29.13 0.34 OCT10 2000 130.000 28.25 -0.67 15.500 27.54 0.17 OCT10 2100 207.500 27.92 -0.83 5.500 27.43 0.07 OCT10 2200 298.500 28.58 -0.92 0.500 27.86 0.01 OCT10 2400 493.000 28.12 -0.99 436.500 40.87 0.99 NOV10 1500 15.500 41.07 -0.09 338.500 36.30 0.95 NOV10 1600 24.000 37.60 -0.13 251.500 35.30 0.81 NOV10 1700 43.500 36.26 -0.22 212.500 34.11 0.75 NOV10 1750 54.000 34.76 -0.27 177.500 33.51 0.68 NOV10 1800 68.000 33.57 -0.32 145.000 32.58 0.61 NOV10 1850 85.500 32.72 -0.39 115.500 31.54 0.54 NOV10 1900 107.000 31.91 -0.46 89.500 30.52 0.47 NOV10 1950 131.500 31.03 -0.53 70.000 30.32 0.40 NOV10 2000 159.000 29.97 -0.61 19.000 28.33 0.16 NOV10 2200 309.500 28.24 -0.85 1296.000 85.40 1.00 DEC10 640 0.000 68.07 0.00 1216.000 80.50 1.00 DEC10 720 0.500 64.75 0.00 1136.000 76.52 1.00 DEC10 800 0.500 61.84 0.00 1056.000 71.01 1.00 DEC10 880 1.000 60.59 -0.01 976.000 68.26 1.00 DEC10 960 2.000 58.03 -0.01 936.000 63.97 1.00 DEC10 1000 2.500 57.09 -0.01 736.000 57.32 1.00 DEC10 1200 6.000 48.51 -0.03 537.000 45.55 0.98 DEC10 1400 14.500 42.34 -0.07 349.000 37.83 0.85 DEC10 1600 37.500 37.73 -0.16 267.500 35.61 0.76 DEC10 1700 57.500 35.77 -0.24 196.000 33.45 0.66 DEC10 1800 87.000 33.90 -0.34 136.000 31.97 0.55 DEC10 1900 127.000 32.36 -0.45 88.500 30.49 0.42 DEC10 2000 177.000 30.33 -0.58 33.500 29.44 0.21 DEC10 2200 318.500 28.01 -0.81 9.500 28.06 0.08 DEC10 2400 500.000 28.46 -0.93 3.500 29.49 0.03 DEC10 2600 693.000 27.27 -0.99 1.500 31.26 0.01 DEC10 2800 893.000 30.94 -1.00 544.500 40.50 0.91 MAR11 1400 40.000 40.63 -0.13 379.500 37.22 0.79 MAR11 1600 76.000 36.40 -0.23 304.500 35.27 0.73 MAR11 1700 105.500 35.05 -0.30 238.500 33.90 0.65 MAR11 1800 141.500 33.57 -0.38 181.500 32.63 0.56 MAR11 1900 186.500 32.35 -0.47 134.500 31.64 0.47 MAR11 2000 239.000 30.90 -0.56 67.500 30.05 0.29 MAR11 2200 374.500 29.19 -0.73 30.000 28.98 0.16 MAR11 2400 542.000 28.81 -0.85 13.500 28.84 0.08 MAR11 2600 725.000 28.20 -0.93 5.500 28.22 0.04 MAR11 2800 916.500 27.05 -0.97 936.000 50.32 0.97 JUN11 1000 16.500 47.53 -0.04 740.500 46.28 0.92 JUN11 1200 34.000 43.51 -0.09 561.000 40.31 0.86 JUN11 1400 62.000 39.63 -0.15 404.500 36.94 0.77 JUN11 1600 108.500 36.41 -0.25 333.500 35.20 0.70 JUN11 1700 140.000 35.06 -0.31 270.000 33.87 0.64 JUN11 1800 178.500 33.82 -0.38 215.500 32.82 0.56 JUN11 1900 224.500 32.73 -0.45 170.000 32.19 0.48 JUN11 2000 275.500 31.45 -0.53 97.000 30.31 0.34 JUN11 2200 403.500 29.70 -0.68 53.500 29.38 0.22 JUN11 2400 567.500 30.02 -0.78 15.500 28.82 0.08 JUN11 2800 925.500 28.64 -0.93 976.000 42.26 0.98 DEC11 960 36.500 47.70 -0.07 936.000 41.42 0.97 DEC11 1000 41.000 46.73 -0.07 744.500 40.75 0.91 DEC11 1200 68.500 42.49 -0.12 585.000 38.93 0.84 DEC11 1400 109.000 39.13 -0.19 445.000 36.88 0.74 DEC11 1600 167.500 36.32 -0.28 323.500 34.66 0.63 DEC11 1800 248.000 34.18 -0.39 223.500 32.69 0.51 DEC11 2000 351.000 32.49 -0.50 97.500 30.25 0.29 DEC11 2400 622.000 29.73 -0.72 38.000 28.81 0.14 DEC11 2800 961.500 28.18 -0.87 513.500 41.50 0.72 JUN12 1600 303.000 46.77 -0.29 423.000 41.65 0.64 JUN12 1800 366.000 41.33 -0.37 343.500 41.19 0.56 JUN12 2000 486.000 40.95 -0.45 230.000 40.92 0.42 JUN12 2400 767.500 40.58 -0.58 622.000 37.93 0.81 DEC12 1400 236.500 44.44 -0.23 540.000 41.00 0.72 DEC12 1600 324.000 43.07 -0.30 463.500 42.00 0.65 DEC12 1800 430.500 42.37 -0.36 401.500 42.82 0.58 DEC12 2000 552.000 41.99 -0.43 288.000 42.31 0.47 DEC12 2400 825.000 40.90 -0.55 213.000 42.42 0.37 DEC12 2800 1120.000 39.00 -0.67 +++ Bolsas y Mercados Espanoles (BME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.7750 +++ Koninklijke BAM Groep NV (BMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.2030 +++ Koninklijke BAM Groep NV - Cash FLEX Fut (KPD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 4.2036 +++ BMW AG - PFD (BMM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.3750 +++ Bayerische Motoren Werke (BMW) AG (BMW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.0950 +++ Bayerische Motoren Werke (BMW) AG - STND FUT (BMW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 44.1032 OCT10 V 44.1202 NOV10 X 44.1522 DEC10 Z 44.2009 +++ Danone - Euro Cash FLEX Opt (BKJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2433 18.90 0.26 17090 4440 +++ Danone - Euro Phys FLEX Opt (BKX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.3012 22.52 0.56 17120 4300 1.8703 22.52 -0.44 +++ Danone (BN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.3100 +++ Danone - STND FUT (BN /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 43.3180 OCT10 V 43.3350 NOV10 X 43.3660 DEC10 Z 43.4140 +++ BNP Paribas - Euro Cash FLEX Opt (BNJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4227 33.05 0.22 17090 5632 +++ BNP Paribas SA (BNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 53.4400 +++ BNP Paribas SA - STND FUT (BNP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 53.4500 OCT10 V 53.4710 NOV10 X 53.5090 DEC10 Z 53.5680 +++ BNP Paribas - Amer Phys FLEX Opt (BNQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4400 0.0600 50.85 -0.02 24.6297 67.37 0.97 17120 2916 0.2679 67.37 -0.03 17120 6220 9.6600 31.35 -0.80 +++ BNP Paribas - Euro Phys FLEX Opt (BNX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.5389 36.26 0.49 17120 5500 4.9443 36.26 -0.51 +++ Beneteau (BNT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.2000 +++ Bunzl (BNZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 758.000 +++ Bunzl - STND FUT (BNZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 758.220 DEC10 Z 759.610 MAR11 H 761.120 JUN11 M 762.740 +++ Bank of Ireland (BO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7750 +++ Bank of America Corp (BOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.420 +++ Boeing Company (BOE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.360 +++ Boskalis Westminster (BOS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.8100 +++ Bodycote plc (BOY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 244.000 +++ Bodycote plc - STND FUT (BOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 244.070 DEC10 Z 244.520 MAR11 H 245.000 JUN11 M 245.530 +++ BP PLC (BP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 401.700 +++ BP PLC - STND OPT (BP /O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 201.750 111.27 1.00 SEP10 200 0.000 84.39 0.00 181.750 97.23 1.00 SEP10 220 0.000 79.39 0.00 161.750 87.65 1.00 SEP10 240 0.000 74.39 0.00 141.750 76.16 1.00 SEP10 260 0.000 69.39 0.00 121.750 67.23 1.00 SEP10 280 0.000 64.39 0.00 101.750 55.95 1.00 SEP10 300 0.000 60.59 -0.01 82.000 48.56 0.99 SEP10 320 0.250 55.31 -0.02 62.000 41.70 0.98 SEP10 340 0.750 49.26 -0.04 42.750 38.46 0.93 SEP10 360 1.250 40.04 -0.08 33.750 37.33 0.87 SEP10 370 2.000 36.46 -0.12 25.250 35.20 0.79 SEP10 380 3.250 34.84 -0.20 17.750 33.94 0.68 SEP10 390 5.750 32.86 -0.32 11.250 31.60 0.54 SEP10 400 9.750 32.88 -0.46 7.000 32.02 0.39 SEP10 410 15.250 32.22 -0.61 3.750 31.38 0.25 SEP10 420 22.500 33.53 -0.73 2.250 32.87 0.16 SEP10 430 30.500 33.53 -0.83 1.250 33.70 0.10 SEP10 440 39.500 33.53 -0.90 0.500 38.97 0.05 SEP10 460 58.500 33.16 -0.98 0.250 40.81 0.02 SEP10 480 78.250 32.02 -1.00 0.000 40.99 0.00 SEP10 500 98.250 32.77 -1.00 0.000 41.43 0.00 SEP10 520 118.250 32.77 -1.00 0.000 39.59 0.00 SEP10 560 158.250 31.73 -1.00 0.000 39.13 0.00 SEP10 600 198.250 35.00 -1.00 0.000 38.11 0.00 SEP10 640 238.250 36.32 -1.00 0.000 38.99 0.00 SEP10 680 278.250 41.37 -1.00 0.000 38.36 0.00 SEP10 720 318.250 42.59 -1.00 83.250 42.77 0.95 OCT10 320 2.000 46.85 -0.07 64.750 40.69 0.90 OCT10 340 3.250 42.11 -0.11 47.000 36.98 0.82 OCT10 360 5.250 37.25 -0.18 38.500 34.22 0.78 OCT10 370 7.000 35.93 -0.23 31.750 35.09 0.70 OCT10 380 9.750 34.94 -0.30 25.000 34.07 0.63 OCT10 390 13.000 33.69 -0.37 19.000 32.68 0.54 OCT10 400 16.750 32.48 -0.46 14.000 31.72 0.45 OCT10 410 22.000 32.07 -0.55 10.000 31.38 0.36 OCT10 420 28.000 31.45 -0.64 7.000 30.75 0.28 OCT10 430 35.000 30.91 -0.72 5.000 31.40 0.22 OCT10 440 42.500 29.67 -0.80 2.250 30.78 0.11 OCT10 460 60.000 30.12 -0.90 1.000 31.63 0.06 OCT10 480 79.000 30.64 -0.95 0.500 32.77 0.03 OCT10 500 98.750 33.58 -0.97 0.250 38.00 0.01 OCT10 540 138.750 43.22 -0.98 0.000 38.00 0.01 OCT10 560 158.500 44.86 -0.98 86.250 42.04 0.90 NOV10 320 4.500 43.07 -0.11 68.250 38.65 0.85 NOV10 340 6.500 39.50 -0.16 52.500 37.18 0.77 NOV10 360 10.000 36.84 -0.23 45.000 36.08 0.72 NOV10 370 12.750 36.09 -0.28 37.750 34.92 0.67 NOV10 380 15.750 35.05 -0.33 31.500 34.08 0.61 NOV10 390 19.000 33.94 -0.39 25.750 33.33 0.55 NOV10 400 23.500 33.33 -0.45 16.500 31.90 0.41 NOV10 420 34.500 32.30 -0.59 10.000 31.24 0.29 NOV10 440 47.750 31.57 -0.71 203.000 66.72 0.98 DEC10 200 1.500 71.57 -0.02 163.750 55.36 0.97 DEC10 240 1.750 57.22 -0.03 144.250 50.42 0.96 DEC10 260 2.250 52.05 -0.04 125.000 46.52 0.94 DEC10 280 3.500 49.15 -0.07 106.500 43.80 0.91 DEC10 300 4.750 45.29 -0.09 88.500 40.90 0.88 DEC10 320 6.500 41.86 -0.13 71.250 38.45 0.82 DEC10 340 9.000 38.72 -0.18 56.250 37.10 0.75 DEC10 360 13.750 37.02 -0.25 42.000 35.11 0.66 DEC10 380 19.500 35.08 -0.35 30.500 33.98 0.55 DEC10 400 27.500 33.48 -0.45 20.500 32.20 0.44 DEC10 420 38.250 32.32 -0.56 14.500 32.69 0.34 DEC10 440 52.000 32.53 -0.66 8.750 31.17 0.24 DEC10 460 66.000 30.73 -0.77 5.500 30.78 0.16 DEC10 480 82.750 30.67 -0.84 3.500 30.89 0.11 DEC10 500 100.750 30.51 -0.90 2.000 30.79 0.07 DEC10 520 119.250 29.55 -0.94 1.250 33.57 0.04 DEC10 560 158.750 33.00 -0.97 0.500 35.42 0.02 DEC10 600 198.500 36.13 -0.98 0.250 37.28 0.01 DEC10 640 238.500 40.93 -0.98 0.250 39.67 0.01 DEC10 680 278.750 47.77 -0.98 0.000 39.93 0.00 DEC10 720 318.750 53.62 -0.98 204.000 55.67 0.98 MAR11 200 2.000 55.58 -0.03 166.250 51.18 0.95 MAR11 240 4.250 50.47 -0.06 129.500 45.34 0.90 MAR11 280 7.750 44.80 -0.11 95.500 41.11 0.82 MAR11 320 13.500 40.02 -0.18 79.000 38.23 0.78 MAR11 340 17.000 37.34 -0.23 64.750 36.76 0.71 MAR11 360 22.750 35.86 -0.30 51.750 35.35 0.64 MAR11 380 29.500 34.22 -0.37 40.000 33.83 0.56 MAR11 400 38.250 32.90 -0.45 30.750 32.95 0.48 MAR11 420 49.250 32.32 -0.53 22.500 31.87 0.39 MAR11 440 61.000 31.03 -0.62 16.500 31.16 0.31 MAR11 460 75.250 30.49 -0.70 11.500 30.41 0.24 MAR11 480 90.250 29.57 -0.77 5.500 29.65 0.14 MAR11 520 124.000 27.97 -0.88 2.750 29.48 0.07 MAR11 560 160.750 25.61 -0.96 1.250 29.84 0.04 MAR11 600 199.750 25.69 -0.98 0.750 30.73 0.02 MAR11 640 239.250 24.76 -0.99 0.500 32.05 0.02 MAR11 680 279.000 25.73 -1.00 0.500 33.75 0.01 MAR11 720 319.000 25.76 -1.00 205.250 54.58 0.96 JUN11 200 3.500 51.13 -0.04 168.000 48.70 0.93 JUN11 240 6.500 46.56 -0.08 132.250 43.65 0.88 JUN11 280 11.750 42.45 -0.13 99.250 39.42 0.80 JUN11 320 18.750 38.30 -0.21 71.750 37.11 0.69 JUN11 360 31.000 35.68 -0.32 59.500 35.89 0.63 JUN11 380 38.750 34.47 -0.38 48.250 34.69 0.56 JUN11 400 48.000 33.48 -0.45 38.750 33.74 0.50 JUN11 420 58.250 32.46 -0.52 30.250 32.63 0.43 JUN11 440 69.750 31.26 -0.59 23.750 31.96 0.36 JUN11 460 83.750 30.95 -0.65 17.750 30.86 0.30 JUN11 480 98.000 30.07 -0.72 5.500 29.43 0.12 JUN11 560 165.500 27.63 -0.90 3.250 29.47 0.07 JUN11 600 202.750 26.13 -0.95 1.750 29.11 0.04 JUN11 640 241.000 22.74 -0.99 0.500 29.65 0.02 JUN11 720 320.750 27.86 -0.99 206.000 51.01 0.96 DEC11 200 9.500 50.86 -0.07 170.250 46.55 0.92 DEC11 240 14.750 45.85 -0.12 136.250 42.33 0.86 DEC11 280 20.500 40.58 -0.17 105.250 38.63 0.78 DEC11 320 32.000 38.37 -0.25 78.250 35.84 0.68 DEC11 360 45.500 35.48 -0.34 56.000 33.55 0.57 DEC11 400 64.000 33.43 -0.45 37.750 31.45 0.45 DEC11 440 85.000 30.72 -0.57 25.250 30.36 0.34 DEC11 480 111.000 28.60 -0.68 10.000 28.48 0.17 DEC11 560 177.750 28.08 -0.84 4.000 28.17 0.08 DEC11 640 251.750 28.43 -0.92 1.750 28.33 0.04 DEC11 720 328.000 27.26 -0.97 173.750 47.42 0.90 JUN12 240 19.750 43.34 -0.13 111.750 39.42 0.76 JUN12 320 41.000 37.44 -0.27 85.250 36.18 0.67 JUN12 360 55.500 34.57 -0.35 62.750 33.42 0.57 JUN12 400 73.750 32.41 -0.45 45.500 31.83 0.47 JUN12 440 97.000 31.12 -0.55 31.500 30.28 0.37 JUN12 480 124.000 30.16 -0.64 176.750 48.19 0.88 DEC12 240 28.000 44.16 -0.15 147.000 44.58 0.82 DEC12 280 37.750 40.50 -0.21 119.250 41.00 0.75 DEC12 320 50.250 37.36 -0.28 94.000 37.71 0.67 DEC12 360 65.500 34.74 -0.36 72.250 35.13 0.59 DEC12 400 84.500 32.78 -0.44 50.500 31.35 0.49 DEC12 440 106.500 30.95 -0.53 40.250 31.49 0.41 DEC12 480 133.500 30.16 -0.61 20.500 28.88 0.26 DEC12 560 191.000 26.76 -0.77 10.750 27.88 0.16 DEC12 640 260.000 25.45 -0.88 6.000 27.71 0.10 DEC12 720 334.000 25.19 -0.93 +++ BP PLC - STND FUT (BPA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 401.820 DEC10 Z 402.550 MAR11 H 400.350 JUN11 M 398.200 +++ BP plc - Amer Phys FLEX Opt (BPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 460 1.230 32.88 0.05 17120 550 148.830 32.14 -0.97 0.790 34.49 0.03 17120 580 178.580 34.57 -0.98 0.310 37.88 0.01 17120 650 248.520 42.64 -0.98 8.080 30.03 0.19 18031 500 10.160 30.14 0.20 17061 520 28.060 30.63 0.37 16121 470 11.260 28.72 0.19 16121 550 6.420 28.32 0.12 16121 600 213.710 28.25 -0.88 2.220 28.29 0.05 16121 700 21122 180 10.850 44.16 -0.07 14.740 28.38 0.20 21122 600 224.140 26.11 -0.83 3.410 27.71 0.06 21122 800 +++ BP plc - Euro Phys FLEX Opt (BPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 260 2.200 52.05 -0.04 30.350 33.98 0.55 17120 400 27.360 33.48 -0.45 14.420 32.69 0.34 17120 440 51.660 32.53 -0.66 8.690 31.17 0.24 17120 460 65.700 30.73 -0.77 5.290 30.78 0.16 17120 480 82.510 30.67 -0.84 3.270 30.89 0.11 17120 500 100.330 30.52 -0.89 0.590 35.42 0.02 17120 600 197.690 36.13 -0.98 0.310 37.88 0.01 17120 650 247.660 42.64 -0.98 0.160 39.80 0.01 17120 700 297.870 50.69 -0.97 11.060 28.72 0.19 16121 550 167.650 28.14 -0.82 9.770 28.48 0.17 16121 560 176.550 28.08 -0.83 12.570 28.13 0.18 21122 620 240.050 25.78 -0.85 +++ Unione Di Banche Italiane Scrl (BPL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.2600 +++ Banca Popolare di Milano (BPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5575 +++ Banca Monte dei Paschi di Siena SpA (BPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.0120 +++ Banca Monte dei Paschi Siena - Euro Phys FLEX Opt (EVX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 140 0.3880 65.16 -0.99 17090 145 0.4380 70.99 -0.99 17090 150 0.4879 73.41 -1.00 17120 140 0.3841 16.00 -1.00 17120 145 0.4339 16.00 -1.00 18031 130 0.2850 21.29 -0.93 18031 150 0.4794 16.00 -1.00 +++ Banco Popolare Scrl (BPV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.6900 +++ Banco Popolare Scrl - STND FUT (BPV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.6909 OCT10 V 4.6927 NOV10 X 4.6961 DEC10 Z 4.7013 +++ Windstream Corp (BQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.880 +++ Host Hotels & Resorts Inc (BR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.090 +++ Burberry Group (BRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 870.500 +++ Burberry Group - STND FUT (BRB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 870.750 DEC10 Z 872.350 MAR11 H 874.080 JUN11 M 875.950 +++ Brit Insurance Holdings NV (BRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 972.000 +++ Brit Insurance Holdings NV - STND FUT (BRE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 972.280 DEC10 Z 974.070 MAR11 H 976.000 JUN11 M 978.080 +++ Barrick Gold Corp (BRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.180 +++ Brembo SpA (BRM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.8900 +++ Brisa Autoestradas de Portugal SA (BRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.0500 +++ Invensys PLC (BRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 246.700 +++ Invensys PLC - STND OPT (BRT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 46.750 44.14 0.99 SEP10 200 0.000 42.24 -0.01 37.000 39.22 0.98 SEP10 210 0.000 35.97 -0.01 27.000 34.82 0.95 SEP10 220 0.250 31.79 -0.03 22.250 32.98 0.92 SEP10 225 0.500 30.06 -0.06 18.000 32.27 0.87 SEP10 230 1.000 29.99 -0.12 13.750 31.42 0.79 SEP10 235 1.750 29.94 -0.20 10.000 30.24 0.69 SEP10 240 3.000 29.40 -0.31 6.750 29.49 0.56 SEP10 245 5.000 29.06 -0.44 4.500 29.39 0.43 SEP10 250 7.750 30.23 -0.57 1.750 30.24 0.21 SEP10 260 15.000 30.56 -0.79 0.500 30.00 0.07 SEP10 270 24.000 33.56 -0.90 0.000 30.00 0.02 SEP10 280 33.500 34.56 -0.96 0.000 30.00 0.00 SEP10 290 43.250 35.56 -0.99 0.000 30.00 0.00 SEP10 300 53.250 36.56 -1.00 0.000 30.00 0.00 SEP10 310 63.250 37.56 -1.00 0.000 30.00 0.00 SEP10 320 73.250 38.56 -1.00 0.000 30.00 0.00 SEP10 340 93.250 39.89 -1.00 0.000 30.00 0.00 SEP10 360 113.250 40.89 -1.00 0.000 30.00 0.00 SEP10 400 153.250 41.89 -1.00 50.000 38.21 0.88 DEC10 200 3.250 36.35 -0.12 33.000 33.51 0.77 DEC10 220 6.750 33.49 -0.24 25.750 32.46 0.69 DEC10 230 10.000 32.54 -0.32 19.750 31.70 0.60 DEC10 240 13.500 31.19 -0.41 10.750 30.94 0.40 DEC10 260 24.500 30.39 -0.61 5.500 31.18 0.24 DEC10 280 39.500 30.28 -0.77 2.750 31.84 0.14 DEC10 300 56.750 30.93 -0.87 1.500 33.16 0.08 DEC10 320 75.500 31.85 -0.93 1.000 35.00 0.05 DEC10 340 95.000 33.38 -0.96 0.500 35.00 0.03 DEC10 360 114.750 35.31 -0.97 0.250 36.91 0.01 DEC10 400 154.500 40.16 -0.99 53.500 36.36 0.82 MAR11 200 7.500 36.51 -0.18 38.500 33.94 0.72 MAR11 220 12.250 33.84 -0.28 32.000 32.99 0.66 MAR11 230 15.750 32.78 -0.34 26.250 32.38 0.59 MAR11 240 20.000 32.18 -0.41 17.000 31.62 0.45 MAR11 260 30.750 31.45 -0.55 10.750 31.23 0.33 MAR11 280 44.500 31.09 -0.68 7.000 31.64 0.23 MAR11 300 60.500 31.32 -0.78 4.500 32.06 0.16 MAR11 320 78.250 31.82 -0.85 2.000 34.06 0.08 MAR11 360 115.750 33.53 -0.93 +++ Invensys plc - STND FUT (ISY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 246.770 DEC10 Z 245.720 MAR11 H 246.210 JUN11 M 246.740 +++ British Sky Broadcasting Group plc (BSK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 708.000 +++ British Sky Broadcasting Group plc - STND OPT (BSK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 268.000 45.31 1.00 SEP10 440 0.000 45.14 0.00 228.250 42.77 1.00 SEP10 480 0.000 43.32 0.00 188.250 41.32 1.00 SEP10 520 0.000 38.99 0.00 148.250 35.82 1.00 SEP10 560 0.000 33.18 0.00 108.250 28.25 1.00 SEP10 600 0.000 26.04 0.00 68.250 18.23 1.00 SEP10 640 0.000 19.78 -0.01 29.000 14.98 0.91 SEP10 680 0.750 14.79 -0.09 3.000 13.10 0.27 SEP10 720 14.250 11.72 -0.76 0.000 10.52 0.00 SEP10 750 42.000 11.76 -1.00 0.000 10.93 0.00 SEP10 760 52.000 11.76 -1.00 428.250 54.73 1.00 DEC10 280 0.000 47.80 0.00 388.250 53.44 1.00 DEC10 320 0.000 46.21 0.00 348.250 51.56 1.00 DEC10 360 0.000 43.99 0.00 308.500 49.94 1.00 DEC10 400 0.250 41.76 0.00 268.500 37.91 1.00 DEC10 440 0.500 38.60 -0.01 228.750 38.72 0.99 DEC10 480 1.750 38.99 -0.03 190.500 40.80 0.96 DEC10 520 2.250 33.00 -0.04 150.000 31.30 0.96 DEC10 560 3.750 29.49 -0.07 110.500 25.28 0.94 DEC10 600 4.000 22.76 -0.10 72.750 21.02 0.87 DEC10 640 6.500 17.96 -0.17 34.250 13.53 0.76 DEC10 680 14.250 14.84 -0.36 8.250 10.60 0.35 DEC10 720 32.000 12.36 -0.67 268.500 33.03 1.00 MAR11 440 0.500 28.95 -0.01 228.750 32.54 0.99 MAR11 480 2.000 29.43 -0.03 191.500 34.40 0.94 MAR11 520 2.250 24.57 -0.04 150.500 26.16 0.95 MAR11 560 4.250 22.62 -0.08 112.500 22.94 0.89 MAR11 600 8.500 21.08 -0.14 79.500 21.76 0.77 MAR11 640 16.500 20.05 -0.25 52.000 20.58 0.61 MAR11 680 29.500 19.06 -0.40 30.500 19.22 0.45 MAR11 720 48.500 17.90 -0.57 308.750 41.21 0.99 JUN11 400 2.500 34.74 -0.03 268.750 35.87 0.99 JUN11 440 4.750 34.00 -0.05 229.250 31.93 0.98 JUN11 480 7.750 32.28 -0.08 152.250 26.13 0.91 JUN11 560 14.250 26.28 -0.15 84.500 22.03 0.73 JUN11 640 30.000 22.19 -0.31 43.750 22.42 0.47 JUN11 720 72.250 23.13 -0.54 348.750 44.27 0.99 DEC11 360 4.500 35.50 -0.04 309.750 41.04 0.97 DEC11 400 8.250 34.95 -0.06 271.250 37.72 0.95 DEC11 440 11.000 32.35 -0.08 232.000 32.80 0.93 DEC11 480 13.250 29.06 -0.11 160.500 27.78 0.83 DEC11 560 25.000 25.23 -0.20 102.000 24.92 0.68 DEC11 640 46.000 22.21 -0.35 64.000 24.92 0.50 DEC11 720 88.500 22.08 -0.53 243.500 34.20 0.86 DEC12 480 24.500 26.66 -0.15 180.750 30.11 0.77 DEC12 560 40.750 23.72 -0.24 126.250 26.79 0.66 DEC12 640 65.000 21.01 -0.37 81.250 24.03 0.52 DEC12 720 106.250 20.20 -0.52 +++ British Sky Broadcasting Group plc - STND FUT (BSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 708.200 DEC10 Z 697.990 MAR11 H 699.370 +++ BB&T Corp (BTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.390 +++ BT Group plc (BTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 137.600 +++ BT Group plc - STND OPT (BTG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 41.750 84.63 0.99 SEP10 96 0.000 75.89 -0.01 37.750 76.34 0.98 SEP10 100 0.000 69.15 -0.01 27.750 62.41 0.97 SEP10 110 0.000 55.68 -0.02 18.000 43.29 0.95 SEP10 120 0.250 39.32 -0.04 13.000 37.50 0.90 SEP10 125 0.250 31.14 -0.06 8.750 33.24 0.81 SEP10 130 0.750 28.28 -0.15 4.750 28.49 0.64 SEP10 135 1.500 24.63 -0.34 2.000 27.17 0.39 SEP10 140 4.000 24.74 -0.62 0.750 27.49 0.18 SEP10 145 7.750 22.79 -0.87 0.250 27.19 0.06 SEP10 150 12.500 26.33 -0.95 0.000 33.64 0.01 SEP10 160 22.500 34.03 -0.99 0.000 42.34 0.01 SEP10 170 32.500 43.17 -0.99 0.000 46.16 0.00 SEP10 180 42.500 45.58 -1.00 28.000 37.38 0.97 OCT10 110 0.000 30.45 -0.01 18.750 35.30 0.88 OCT10 120 0.750 33.76 -0.11 14.500 33.68 0.82 OCT10 125 1.500 32.74 -0.18 10.500 31.28 0.72 OCT10 130 2.250 28.91 -0.26 6.750 28.28 0.60 OCT10 135 4.000 28.32 -0.40 4.000 27.15 0.45 OCT10 140 6.250 26.53 -0.55 2.250 25.84 0.30 OCT10 145 9.750 27.38 -0.69 1.250 25.99 0.18 OCT10 150 13.250 24.93 -0.83 0.500 29.21 0.07 OCT10 160 23.000 34.03 -0.89 0.500 37.64 0.06 OCT10 170 33.500 49.02 -0.88 29.000 39.37 0.91 NOV10 110 1.750 44.39 -0.11 20.000 34.22 0.83 NOV10 120 2.250 35.42 -0.18 16.250 33.97 0.76 NOV10 125 3.000 32.57 -0.23 12.250 31.92 0.68 NOV10 130 4.500 31.79 -0.32 9.250 30.82 0.59 NOV10 135 6.250 30.21 -0.41 6.500 29.31 0.48 NOV10 140 8.750 29.22 -0.52 2.750 27.80 0.28 NOV10 150 15.250 28.29 -0.72 1.750 31.90 0.17 NOV10 160 23.000 25.44 -0.89 74.000 71.81 0.99 DEC10 64 0.250 63.21 -0.01 66.250 67.32 0.98 DEC10 72 0.250 57.47 -0.01 58.500 60.24 0.97 DEC10 80 0.250 51.93 -0.02 50.500 53.63 0.96 DEC10 88 0.500 48.56 -0.03 42.750 47.76 0.94 DEC10 96 0.750 45.41 -0.05 39.000 45.76 0.92 DEC10 100 1.000 42.67 -0.06 29.750 39.15 0.88 DEC10 110 1.750 38.13 -0.11 20.750 33.85 0.80 DEC10 120 3.000 34.24 -0.20 13.750 31.85 0.67 DEC10 130 5.750 31.71 -0.33 7.500 28.37 0.49 DEC10 140 10.250 30.58 -0.50 3.500 26.97 0.31 DEC10 150 16.500 29.40 -0.68 1.750 27.79 0.18 DEC10 160 23.750 26.19 -0.84 0.500 28.34 0.05 DEC10 180 42.750 31.23 -0.94 0.000 29.76 0.01 DEC10 200 62.500 27.88 -1.00 0.000 33.96 0.01 DEC10 220 82.500 34.02 -1.00 0.000 35.53 0.00 DEC10 240 102.500 42.27 -1.00 43.000 40.42 0.93 MAR11 96 1.750 38.79 -0.09 39.250 38.46 0.92 MAR11 100 2.250 37.92 -0.11 30.750 36.95 0.85 MAR11 110 3.750 35.66 -0.18 22.500 33.76 0.76 MAR11 120 6.250 33.54 -0.27 15.750 32.18 0.64 MAR11 130 9.750 31.96 -0.38 10.000 29.69 0.50 MAR11 140 14.500 30.02 -0.51 6.000 28.29 0.36 MAR11 150 20.500 28.35 -0.65 3.750 28.09 0.25 MAR11 160 27.750 27.24 -0.77 1.250 28.50 0.11 MAR11 180 45.250 24.98 -0.93 44.000 40.06 0.90 JUN11 96 3.250 38.94 -0.12 40.500 38.93 0.88 JUN11 100 4.000 38.16 -0.14 24.750 34.17 0.73 JUN11 120 8.750 34.37 -0.29 18.250 32.06 0.63 JUN11 130 12.250 32.11 -0.38 13.500 31.64 0.52 JUN11 140 16.750 30.07 -0.49 8.500 28.88 0.40 JUN11 150 22.750 29.12 -0.60 6.000 28.89 0.31 JUN11 160 29.750 28.24 -0.71 2.500 27.69 0.15 JUN11 180 46.000 26.03 -0.87 74.500 54.44 0.97 DEC11 64 1.750 45.25 -0.05 66.750 50.97 0.96 DEC11 72 2.500 43.93 -0.07 59.500 48.02 0.93 DEC11 80 3.500 41.87 -0.10 52.250 44.13 0.90 DEC11 88 5.000 40.29 -0.13 45.250 40.44 0.87 DEC11 96 6.500 37.99 -0.17 41.250 37.75 0.86 DEC11 100 7.250 36.90 -0.19 25.750 32.02 0.71 DEC11 120 12.750 31.80 -0.33 15.000 30.08 0.53 DEC11 140 21.750 28.69 -0.51 8.250 28.86 0.35 DEC11 160 35.250 27.27 -0.69 4.000 27.38 0.20 DEC11 180 51.250 25.97 -0.82 43.750 40.77 0.82 JUN12 100 8.250 33.13 -0.21 27.250 31.60 0.70 JUN12 120 15.750 31.28 -0.34 16.500 29.13 0.53 JUN12 140 24.750 27.71 -0.51 9.750 28.09 0.37 JUN12 160 38.000 26.42 -0.66 44.500 40.77 0.81 DEC12 100 12.250 34.92 -0.24 27.750 31.14 0.70 DEC12 120 19.250 30.72 -0.37 17.000 28.11 0.53 DEC12 140 29.000 27.86 -0.51 10.500 27.26 0.38 DEC12 160 42.500 26.77 -0.65 +++ BT Group plc - Euro Cash FLEX Opt (BTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.680 27.49 0.17 17090 145 +++ BT Group plc - STND FUT (BTL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 137.640 DEC10 Z 137.890 MAR11 H 135.660 JUN11 M 135.950 +++ Banco Espanol de Credito SA (BTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.2290 +++ Masco Corp (BV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.270 +++ Banco Bilbao Vizcaya Argent - Amer Phys FLEX Opt (BDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 925 0.0936 45.43 -0.18 0.3292 43.57 0.51 17090 1000 0.3136 38.82 -0.50 2.2502 53.47 0.82 17120 800 17120 1350 3.6093 25.74 -0.99 18031 825 0.6057 48.46 -0.24 1.0453 37.11 0.55 18031 1000 18031 1300 3.2295 31.81 -0.86 16121 800 1.0727 45.66 -0.27 16121 1200 3.0064 33.10 -0.66 0.3342 31.31 0.19 15062 1500 0.3043 31.03 0.18 15062 1525 0.4213 31.50 0.22 21092 1500 5.7978 30.50 -0.81 21092 1550 6.2459 30.50 -0.82 +++ Banco Bilbao Vizcaya Argentaria SA - Cash FLEX Fut (BDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 05100 9.9810 +++ Banco Bilbao Vizcaya Argentaria SA (BVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.9770 +++ Banco Bilbao Vizcaya Argentaria SA - STND FUT (BVA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.9790 OCT10 V 9.8930 NOV10 X 9.9000 DEC10 Z 9.9110 +++ Bureau Veritas SA (BVI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.0700 +++ Bovis Homes Group (BVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 370.900 +++ Bovis Homes Group - STND FUT (BVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 371.010 DEC10 Z 371.690 MAR11 H 372.420 JUN11 M 373.220 +++ BWIN Interactive Entertainment AG (BWI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.8750 +++ Brown (N.) Group (BWN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 226.900 +++ Brown (N.) Group - STND FUT (BWN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 226.970 DEC10 Z 227.380 MAR11 H 227.830 JUN11 M 228.320 +++ Bellway (BWY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 555.500 +++ Bellway - STND FUT (BWY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 555.660 DEC10 Z 556.680 MAR11 H 557.780 JUN11 M 558.980 +++ Progress Energy Inc (BY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.430 +++ Bayer AG - Amer Phys FLEX Opt (BQQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.2939 26.51 0.59 17090 4900 0.4947 27.45 0.30 17090 5100 0.1318 32.70 0.09 17090 5400 +++ Bayer AG - Amer Cash FLEX Opt (BQU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 2.1834 29.83 -0.25 +++ Bayer AG - Euro Phys FLEX Opt (BQX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 4206 2.1762 29.83 -0.25 +++ Bayer AG - STND FUT (BYA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 49.5093 OCT10 V 49.5283 NOV10 X 49.5642 DEC10 Z 49.6189 +++ BAYER AG (BYR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.5000 +++ Buzzi Unicem SpA RSP (BZU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3375 +++ Buzzi Unicem SPA (BZZ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.5150 +++ C & W Communications ex event package (C+W/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 130.700 +++ C & W Communications ex event package (C+W/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 11.250 36.12 0.89 SEP10 120 0.500 32.88 -0.09 3.500 29.15 0.55 SEP10 130 2.500 27.40 -0.45 0.250 26.99 0.11 SEP10 140 9.750 27.40 -0.89 0.000 26.55 0.01 SEP10 150 19.250 27.91 -0.99 0.000 26.55 0.00 SEP10 160 29.250 28.68 -1.00 0.000 26.12 0.00 SEP10 180 49.250 29.19 -1.00 +++ C & W Communications ex event package - Amer Phys (CWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.000 19.01 0.00 17120 210 +++ C & W Communications ex event package - Euro Phys (CWX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.150 28.05 0.08 16121 190 74.460 27.48 -0.93 +++ Carrefour SA (CA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.8450 +++ Carrefour SA - STND FUT (CA /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 37.8520 OCT10 V 37.8670 NOV10 X 37.8940 DEC10 Z 37.9360 +++ Carrefour SA - Amer Phys FLEX Opt (CMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.0000 24.41 0.86 17090 3600 0.1500 24.41 -0.14 0.0100 23.43 0.01 17090 4200 15100 3400 0.3000 30.84 -0.14 17120 3200 0.5900 33.48 -0.15 4.8100 30.74 0.77 17120 3400 0.9100 30.74 -0.23 3.3400 28.46 0.66 17120 3600 2.1100 26.52 0.53 17120 3800 0.9059 24.71 0.30 17120 4100 6.8700 31.64 0.69 16121 3400 3.7200 28.65 0.49 16121 4000 16121 4800 12.0563 26.04 -0.78 4.2001 28.69 0.50 16032 4000 +++ Carrefour SA - Euro Phys FLEX Opt (CMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.8288 30.74 0.77 17120 3400 0.8882 30.74 -0.23 0.3022 23.44 0.13 17120 4400 6.3335 23.44 -0.87 0.0134 21.50 0.01 17120 5000 12.0278 21.50 -0.99 +++ CAC High Dividend Index (CAH/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 79.800 +++ Canal + (CAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4840 +++ Castellum AB (CAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.1000 +++ Close Brothers Group (CBG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 672.000 +++ Close Brothers Group - STND FUT (CBG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 672.190 DEC10 Z 673.430 MAR11 H 674.760 JUN11 M 676.210 +++ Commerzbank AG - Euro Cash FLEX Opt (CBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4309 35.25 0.83 17090 600 0.0514 38.03 -0.19 +++ Commerzbank AG (CBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.3880 +++ Commerzbank AG - STND FUT (CBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 6.3892 OCT10 V 6.3917 NOV10 X 6.3963 DEC10 Z 6.4033 +++ Commerzbank AG - Amer Phys FLEX Opt (CBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 500 0.1157 46.06 -0.13 0.1836 33.19 0.28 17120 720 +++ Commerzbank AG - Amer Cash FLEX Opt (CBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.0075 94.18 -0.02 17090 560 0.0243 50.29 -0.08 17090 600 0.0514 38.03 -0.19 0.7019 35.63 0.67 17120 600 0.3408 39.09 -0.34 0.4782 34.91 0.54 17120 640 +++ Commerzbank AG - Euro Phys FLEX Opt (CBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4309 35.25 0.83 17090 600 0.0514 38.03 -0.19 0.1435 33.10 0.23 17120 740 1.1679 36.14 -0.74 +++ Computacenter (CCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 290.000 +++ Computacenter - STND FUT (CCC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 290.080 DEC10 Z 290.620 MAR11 H 291.190 JUN11 M 291.810 +++ CAC 40 - Index (CCI/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3672.200 +++ CAC 40 - Amer FLEX Index Opt (XCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 6.710 27.62 -0.07 +++ CAC 40 - Euro FLEX Index Opt (YCC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 8.000 27.62 -0.07 +++ Cable & Wireless Communications (CCT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.750 +++ Cable & Wireless Communications - STND OPT (CCT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 9.750 54.30 0.96 SEP10 48 0.000 55.66 -0.04 6.000 37.07 0.93 SEP10 52 0.250 38.88 -0.08 4.000 32.53 0.86 SEP10 54 0.250 32.56 -0.15 2.250 28.00 0.72 SEP10 56 0.750 28.87 -0.29 1.000 21.09 0.47 SEP10 58 1.500 26.98 -0.52 0.500 24.78 0.23 SEP10 60 2.500 24.82 -0.77 0.250 27.50 0.11 SEP10 62 4.500 29.08 -0.88 0.000 30.22 0.05 SEP10 64 6.250 33.01 -0.93 0.000 37.98 0.02 SEP10 68 10.250 45.12 -0.96 0.000 44.28 0.01 SEP10 72 14.250 56.98 -0.97 10.250 30.91 0.91 DEC10 48 1.000 33.06 -0.17 6.750 29.25 0.80 DEC10 52 2.000 31.35 -0.30 4.000 26.66 0.62 DEC10 56 3.750 31.97 -0.46 2.000 25.87 0.41 DEC10 60 6.500 34.40 -0.61 0.750 25.30 0.22 DEC10 64 9.750 37.45 -0.71 0.500 26.09 0.11 DEC10 68 13.250 41.47 -0.77 0.250 28.17 0.06 DEC10 72 17.000 45.66 -0.81 10.500 31.04 0.86 MAR11 48 2.000 33.12 -0.22 7.500 29.12 0.74 MAR11 52 3.250 31.69 -0.33 4.500 26.41 0.59 MAR11 56 5.000 31.46 -0.45 2.750 25.12 0.42 MAR11 60 7.500 31.86 -0.57 1.500 24.85 0.27 MAR11 64 10.500 33.00 -0.66 1.000 30.89 0.17 MAR11 72 17.500 37.11 -0.78 +++ Citigroup Inc Physical (CCX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.910 +++ Citigroup Inc Physical - STND FUT (CCX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.910 OCT10 V 3.911 NOV10 X 3.912 DEC10 Z 3.913 +++ Progressive Corp / The (CD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.440 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 87.0600 +++ OJSC Cherkizovo Group (CE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.1800 +++ Cementir Holding SpA (CEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.2450 +++ Compania Espanola de Petroleos SA (CEPSA) (CEP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.9800 +++ Compania Espanola de Petroleos SA (CEPSA)STND FUT (CEP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.9830 OCT10 V 16.9900 NOV10 X 17.0020 DEC10 Z 17.0210 +++ Cofina SGPS (CF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8300 +++ CFAO (CFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.1000 +++ CFR ex-event package - Amer Phys FLEX Opt (CFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.699 31.31 0.14 17120 789 0.325 31.31 0.07 17120 838 +++ CFR ex-event package (CFR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 66.320 +++ ConAgra Foods Inc (CG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.930 +++ Cargotec Corporation (CGC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.9900 +++ Alcatel-Lucent SA (CGE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.1590 +++ Alcatel-Lucent SA - (CGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 2.1590 OCT10 V 2.1600 NOV10 X 2.1620 DEC10 Z 2.1640 +++ Alcatel-lucent SA - Amer Phys FLEX Opt (CGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 220 0.0900 37.43 -0.59 17120 220 0.2100 40.49 -0.49 18031 241 0.4028 39.99 -0.59 +++ Catlin Group Ltd (CGL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 342.400 +++ Cie Generale de Geophysique-Veritas (CGV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.5700 +++ Clorox Co (CH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.820 +++ Chesapeake Energy Corp (CHK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.580 +++ Charter International plc (CHT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 669.000 +++ Cimpor SGPS (CI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.7510 +++ Ferrovial SA Contracts (CIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.1300 +++ Corio NV -Euro Cash FLEX Opt (CDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3298 19.82 0.29 17090 4840 +++ Corio NV - Cash FLEX Fut (CDD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 47.3370 +++ Corio NV (CIO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.3300 +++ CIR SpA (CIR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4240 +++ Qwest Communications International (CJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.810 +++ Cersanit-Krasnystaw SA (CK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.850 +++ Cookson Group (CKG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 461.600 +++ Cookson Group - STND FUT (CKG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 461.730 DEC10 Z 462.580 MAR11 H 463.500 JUN11 M 464.490 +++ Cephalon Inc (CL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.960 +++ Carlsberg A/S (CLB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 562.50 +++ Carlsberg A/S - Cash FLEX Fut (CLD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 562.69 +++ Carillion (CLL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 314.400 +++ Carillion - STND FUT (CLL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 314.490 DEC10 Z 315.070 MAR11 H 315.690 JUN11 M 316.370 +++ Coloplast A/S (CLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 654.00 +++ Celesio AG (CLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.5050 +++ Comstar - United Telesystems (CM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.4000 +++ Ciments Francais SA (CMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.0300 +++ Cairn Energy (CNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 460.200 +++ Cairn Energy plc - STND FUT (CNE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 460.330 DEC10 Z 461.180 MAR11 H 462.090 JUN11 M 463.080 +++ Cairn Energy PLC - STND OPT (CNG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 180.250 88.95 1.00 SEP10 280 0.000 87.77 0.00 160.500 88.85 0.99 SEP10 300 0.250 87.88 -0.01 140.750 88.36 0.98 SEP10 320 0.500 87.10 -0.02 121.500 88.39 0.96 SEP10 340 1.250 87.30 -0.04 103.000 87.60 0.93 SEP10 360 2.500 86.52 -0.07 85.500 87.01 0.88 SEP10 380 4.500 83.62 -0.11 69.250 86.03 0.82 SEP10 400 8.250 83.70 -0.18 61.750 85.93 0.77 SEP10 410 10.250 81.08 -0.22 55.000 85.95 0.73 SEP10 420 13.000 80.91 -0.26 48.250 85.74 0.68 SEP10 430 16.250 80.34 -0.31 42.250 85.26 0.64 SEP10 440 20.000 79.79 -0.36 36.750 85.06 0.59 SEP10 450 23.750 77.85 -0.41 31.500 84.35 0.54 SEP10 460 28.750 77.69 -0.47 27.000 83.61 0.49 SEP10 470 35.500 80.70 -0.52 21.500 79.91 0.43 SEP10 480 42.250 82.43 -0.57 17.500 78.43 0.38 SEP10 490 48.500 81.99 -0.62 15.000 79.17 0.33 SEP10 500 55.500 82.08 -0.66 10.250 79.91 0.25 SEP10 520 70.500 81.39 -0.74 6.750 79.91 0.18 SEP10 540 86.750 80.81 -0.81 4.500 79.47 0.13 SEP10 560 104.500 81.59 -0.87 152.000 66.94 0.88 DEC10 320 8.750 61.56 -0.10 132.250 59.07 0.87 DEC10 340 11.750 59.73 -0.13 116.250 57.81 0.83 DEC10 360 16.500 59.60 -0.18 100.750 56.13 0.79 DEC10 380 20.250 56.75 -0.22 86.250 54.07 0.74 DEC10 400 25.500 54.68 -0.26 73.250 53.05 0.68 DEC10 420 33.000 53.99 -0.32 62.250 52.79 0.62 DEC10 440 42.000 53.85 -0.38 42.750 42.95 0.55 DEC10 460 52.250 53.85 -0.44 33.750 42.24 0.48 DEC10 480 63.000 52.55 -0.50 30.000 51.90 0.39 DEC10 520 88.750 51.87 -0.61 24.500 51.64 0.33 DEC10 540 103.500 51.87 -0.67 20.000 51.51 0.29 DEC10 560 119.000 51.70 -0.71 157.000 55.30 0.87 MAR11 320 13.750 52.88 -0.13 141.750 54.79 0.83 MAR11 340 18.000 52.26 -0.16 127.500 54.29 0.80 MAR11 360 23.750 52.09 -0.20 114.500 53.96 0.76 MAR11 380 30.250 51.52 -0.24 102.250 53.47 0.71 MAR11 400 37.750 51.12 -0.28 91.000 53.28 0.67 MAR11 420 46.500 50.98 -0.33 81.000 52.94 0.63 MAR11 440 56.250 50.78 -0.38 70.750 52.30 0.58 MAR11 460 67.000 50.90 -0.42 61.750 51.40 0.54 MAR11 480 78.250 50.27 -0.47 47.000 50.67 0.45 MAR11 520 103.250 49.40 -0.56 35.250 49.89 0.37 MAR11 560 131.000 48.33 -0.64 +++ Cincinnati Financial Corp (CNN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.050 +++ CNP Assurances (CNP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.9850 +++ Casino Guichard Perrachon SA (CO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 66.6000 +++ Casino Guichard Perrachon SA - Cash FLEX Fut (FBY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 66.4906 +++ Casino Guichard Perrachon SA - Phys FLEX Fut (FBZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19110 66.4906 +++ Cobham (COB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 219.500 +++ Cobham - STND FUT (COB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 219.560 DEC10 Z 219.970 MAR11 H 220.400 JUN11 M 220.870 +++ Cofinimmo (COF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 95.9900 +++ Comerica Inc (COM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.650 +++ Continental AG (CON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 51.5500 +++ Continental AG - Amer Phys FLEX Opt (DVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3800 0.4812 44.29 -0.08 +++ ConocoPhillips (COP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.850 +++ C&C Group PLC (CP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.1350 +++ Compass Group plc - STND FUT (CMP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 540.160 DEC10 Z 541.150 MAR11 H 533.210 JUN11 M 534.350 +++ Compass Group plc (CPG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 540.000 +++ Compass Group plc - STND OPT (CPG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 180.000 61.84 1.00 SEP10 360 0.000 47.87 0.00 140.250 52.83 1.00 SEP10 400 0.000 38.38 0.00 120.250 48.87 1.00 SEP10 420 0.000 35.33 0.00 100.250 40.57 0.99 SEP10 440 0.000 32.53 0.00 80.500 38.50 0.98 SEP10 460 0.000 30.64 0.00 60.750 35.04 0.96 SEP10 480 0.250 28.74 -0.02 51.250 32.72 0.93 SEP10 490 0.750 29.89 -0.05 42.000 31.37 0.89 SEP10 500 1.000 27.53 -0.08 25.000 29.12 0.75 SEP10 520 4.000 26.43 -0.23 11.750 26.52 0.51 SEP10 540 10.250 23.82 -0.49 4.250 25.66 0.25 SEP10 560 23.250 23.26 -0.77 1.250 26.50 0.10 SEP10 580 40.500 23.09 -0.94 0.250 27.53 0.03 SEP10 600 60.250 25.78 -0.98 0.000 33.44 0.01 SEP10 640 100.000 27.59 -1.00 104.750 29.97 0.91 DEC10 440 3.250 29.13 -0.08 86.750 28.49 0.87 DEC10 460 5.250 27.85 -0.12 69.750 27.26 0.81 DEC10 480 8.250 26.79 -0.18 40.500 25.18 0.64 DEC10 520 19.000 24.78 -0.36 19.750 23.89 0.42 DEC10 560 38.500 23.62 -0.58 8.250 23.42 0.22 DEC10 600 67.000 23.18 -0.78 3.250 23.55 0.10 DEC10 640 102.000 22.70 -0.91 108.500 29.28 0.87 MAR11 440 9.500 28.17 -0.15 75.750 27.19 0.77 MAR11 480 18.000 26.27 -0.26 48.250 25.43 0.62 MAR11 520 32.250 24.87 -0.41 28.000 24.32 0.45 MAR11 560 52.750 23.68 -0.58 15.000 23.71 0.29 MAR11 600 80.750 23.15 -0.73 7.750 23.57 0.17 MAR11 640 113.750 23.01 -0.84 +++ Compass Group plc - Euro Cash FLEX Opt (CPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 7.280 26.13 0.39 17090 549 +++ Compass Group plc - Amer Phys FLEX Opt (CPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 462.030 60.09 1.00 22090 78 +++ Capita Plc (CPI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 733.500 +++ Capita Plc - STND FUT (CPT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 733.710 DEC10 Z 735.060 MAR11 H 736.520 JUN11 M 725.320 +++ Carpetright (CPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 734.000 +++ Carpetright - STND FUT (CPR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 726.210 DEC10 Z 727.540 MAR11 H 728.990 JUN11 M 730.540 +++ CRH PLC (CR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.3800 +++ Croda International (CRD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1350.000 +++ Croda International - STND FUT (CRD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1350.390 DEC10 Z 1352.870 MAR11 H 1355.550 JUN11 M 1358.450 +++ Credito Emiliano SpA (CRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.8200 +++ Banca Carige SpA (CRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.7300 +++ Criteria Caixacorp SA (CRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.7850 +++ Mersen (CRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.2200 +++ CROCS Inc (CRO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.340 +++ Cisco Systems Inc - Physical STND FUT (COX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 20.982 OCT10 V 20.987 NOV10 X 20.993 DEC10 Z 20.999 +++ Cisco Systems INC (CSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.980 +++ Credit Suisse Group - Euro Cash FLEX Opt (CHJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.208 31.63 0.14 17090 504 1.131 32.26 0.14 21122 800 +++ Credit Suisse Group - Amer Phys FLEX Opt (CHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 380 0.870 42.14 -0.14 18031 240 0.083 45.34 -0.01 18031 320 0.766 45.34 -0.09 +++ Credit Suisse Group (CSG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.090 +++ Credit Suisse Group - STND FUT (CSG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 47.090 OCT10 V 47.100 NOV10 X 47.110 DEC10 Z 47.120 +++ CSM (CSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.6900 +++ Societa Cattolica di Assicurazioni SCRL (CSS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.3500 +++ Tullett Prebon plc (CST/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 389.600 +++ Tullett Prebon plc - STND FUT (CST/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 389.710 DEC10 Z 390.430 MAR11 H 391.200 JUN11 M 392.040 +++ Central European Media (CT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 423.90 +++ Colt Group SA - STND FUT (COL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 119.830 DEC10 Z 120.050 MAR11 H 120.290 JUN11 M 120.550 +++ Colt Group SA (CTM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 119.800 +++ Caterpillar Inc (CTP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 69.940 +++ Centrica plc - STND FUT (CNA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 328.390 DEC10 Z 324.990 MAR11 H 325.640 JUN11 M 316.070 +++ Centrica plc - Euro Cash FLEX Opt (CRJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.000 17.93 0.17 17090 340 +++ Centrica plc - Euro Phys FLEX Opt (CRX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.040 22.85 0.61 18031 315 +++ Centrica PLC (CTR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 328.300 +++ Centrica Plc - STND OPT (CTR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 108.250 61.21 1.00 SEP10 220 0.000 65.15 0.00 88.500 56.46 1.00 SEP10 240 0.000 60.58 0.00 68.500 46.32 0.99 SEP10 260 0.000 50.13 -0.01 48.500 33.00 0.99 SEP10 280 0.250 37.73 -0.02 38.500 27.29 0.99 SEP10 290 0.250 31.85 -0.02 28.500 21.59 0.98 SEP10 300 0.250 25.97 -0.04 18.750 19.22 0.93 SEP10 310 0.750 22.12 -0.10 10.250 18.74 0.76 SEP10 320 2.000 19.90 -0.25 4.000 17.87 0.45 SEP10 330 6.000 19.12 -0.54 1.000 17.93 0.17 SEP10 340 13.000 19.08 -0.81 0.000 19.72 0.01 SEP10 360 31.750 21.54 -0.98 0.000 23.35 0.00 SEP10 380 51.750 32.60 -0.99 108.750 46.57 0.98 DEC10 220 0.000 29.71 -0.01 88.500 35.61 0.99 DEC10 240 0.500 29.51 -0.02 68.750 29.33 0.98 DEC10 260 1.000 25.84 -0.05 49.500 25.65 0.93 DEC10 280 2.500 24.11 -0.11 32.250 24.31 0.79 DEC10 300 6.000 22.91 -0.24 18.500 22.84 0.58 DEC10 320 12.750 21.68 -0.43 9.000 21.48 0.37 DEC10 340 23.750 20.89 -0.64 3.750 20.61 0.19 DEC10 360 38.750 20.40 -0.82 88.500 24.23 1.00 MAR11 240 1.250 26.02 -0.04 52.000 24.93 0.84 MAR11 280 6.250 24.66 -0.18 37.000 23.92 0.71 MAR11 300 11.000 23.45 -0.29 24.250 22.50 0.57 MAR11 320 18.250 22.24 -0.43 14.500 21.60 0.42 MAR11 340 28.750 21.21 -0.58 8.000 20.83 0.28 MAR11 360 42.250 20.46 -0.73 +++ Aviva plc - Amer Phys FLEX Opt (AVQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 347.600 10.00 1.00 08090 48 343.610 72.29 1.00 17090 52 347.620 51.59 1.00 07100 48 341.620 41.30 1.00 02110 54 337.620 40.52 1.00 09110 58 341.620 54.87 1.00 01120 54 4.890 30.07 0.16 17120 460 +++ Aviva Plc - STND FUT (CGN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 395.710 DEC10 Z 386.920 MAR11 H 387.690 JUN11 M 372.740 +++ Aviva plc (CUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 395.600 +++ Aviva plc - STND OPT (CUA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 155.750 72.29 1.00 SEP10 240 0.000 53.28 0.00 135.750 78.76 1.00 SEP10 260 0.000 50.24 0.00 115.750 60.00 1.00 SEP10 280 0.000 48.72 0.00 96.000 61.96 0.99 SEP10 300 0.000 46.44 0.00 86.000 56.39 0.99 SEP10 310 0.000 45.68 0.00 75.750 47.37 0.99 SEP10 320 0.000 42.75 -0.01 66.000 46.16 0.98 SEP10 330 0.250 41.98 -0.01 56.250 43.25 0.96 SEP10 340 0.250 40.46 -0.03 46.500 40.17 0.94 SEP10 350 0.750 38.80 -0.05 37.500 39.15 0.89 SEP10 360 1.250 36.56 -0.09 28.750 38.06 0.82 SEP10 370 2.500 35.30 -0.16 21.000 36.59 0.72 SEP10 380 5.000 35.13 -0.27 14.750 36.83 0.59 SEP10 390 8.000 33.74 -0.40 9.750 36.62 0.46 SEP10 400 13.500 34.58 -0.55 3.250 35.58 0.21 SEP10 420 26.750 31.59 -0.82 1.250 37.87 0.09 SEP10 440 44.750 30.01 -0.96 0.500 39.68 0.03 SEP10 460 64.500 30.89 -0.99 0.000 40.44 0.01 SEP10 480 84.500 30.98 -1.00 0.000 39.68 0.00 SEP10 560 164.500 36.09 -1.00 115.750 43.31 1.00 OCT10 280 0.000 26.15 0.00 96.000 50.91 0.98 OCT10 300 0.250 35.67 -0.02 76.000 39.08 0.99 OCT10 320 1.750 38.78 -0.07 66.500 41.37 0.96 OCT10 330 2.500 38.12 -0.10 56.750 38.83 0.94 OCT10 340 4.500 39.18 -0.15 47.500 36.61 0.90 OCT10 350 6.250 37.88 -0.20 39.000 36.99 0.83 OCT10 360 7.750 35.12 -0.26 30.250 33.77 0.77 OCT10 370 10.750 34.21 -0.33 23.000 32.56 0.68 OCT10 380 14.500 33.23 -0.42 17.000 32.08 0.56 OCT10 390 19.000 32.26 -0.51 12.000 31.82 0.45 OCT10 400 24.750 31.71 -0.60 5.500 31.01 0.25 OCT10 420 39.250 31.64 -0.76 2.750 32.66 0.14 OCT10 440 56.500 32.55 -0.87 58.750 39.40 0.87 NOV10 340 9.500 39.54 -0.21 42.500 37.22 0.75 NOV10 360 14.000 36.68 -0.31 35.000 35.71 0.68 NOV10 370 17.500 35.95 -0.36 28.750 34.83 0.61 NOV10 380 21.500 34.98 -0.43 23.000 34.13 0.53 NOV10 390 26.250 34.16 -0.49 18.500 33.80 0.46 NOV10 400 31.500 33.45 -0.56 11.250 32.60 0.32 NOV10 420 44.250 32.15 -0.69 6.250 31.59 0.21 NOV10 440 59.750 31.80 -0.79 235.750 75.49 1.00 DEC10 160 0.500 72.44 -0.01 215.750 67.22 1.00 DEC10 180 0.500 66.63 -0.01 195.750 61.93 1.00 DEC10 200 0.750 61.59 -0.02 175.750 59.30 1.00 DEC10 220 1.250 57.19 -0.02 155.750 57.38 1.00 DEC10 240 1.750 53.37 -0.04 116.000 46.34 0.99 DEC10 280 4.000 46.83 -0.08 96.500 43.95 0.96 DEC10 300 6.250 44.79 -0.12 78.000 41.93 0.90 DEC10 320 9.250 42.71 -0.17 61.250 40.06 0.81 DEC10 340 13.750 41.01 -0.24 45.250 36.78 0.71 DEC10 360 18.000 36.70 -0.32 32.250 34.82 0.59 DEC10 380 25.500 34.87 -0.43 22.250 33.50 0.46 DEC10 400 37.250 35.81 -0.53 14.750 32.54 0.35 DEC10 420 49.250 34.49 -0.64 8.750 31.23 0.25 DEC10 440 64.750 35.36 -0.72 2.500 28.91 0.09 DEC10 480 97.750 34.07 -0.87 0.250 27.69 0.01 DEC10 560 174.000 32.39 -0.99 155.750 41.21 1.00 MAR11 240 4.250 47.71 -0.06 117.500 44.14 0.93 MAR11 280 8.250 43.45 -0.12 99.500 41.19 0.88 MAR11 300 11.750 41.72 -0.16 83.250 39.62 0.80 MAR11 320 16.000 40.01 -0.21 68.000 37.69 0.73 MAR11 340 21.000 38.21 -0.27 54.750 36.23 0.66 MAR11 360 27.250 36.22 -0.34 42.750 34.74 0.58 MAR11 380 35.500 34.90 -0.42 32.750 33.62 0.50 MAR11 400 45.250 33.70 -0.50 24.750 32.80 0.42 MAR11 420 57.000 32.79 -0.59 17.750 31.87 0.34 MAR11 440 70.750 32.50 -0.66 156.000 48.73 0.99 JUN11 240 8.250 45.51 -0.10 118.000 43.65 0.92 JUN11 280 15.000 41.69 -0.17 101.250 42.22 0.85 JUN11 300 19.500 40.23 -0.22 85.000 40.08 0.79 JUN11 320 25.250 38.71 -0.27 70.250 37.86 0.72 JUN11 340 32.500 37.54 -0.33 58.250 37.18 0.65 JUN11 360 40.500 36.11 -0.39 46.000 35.17 0.58 JUN11 380 50.000 34.94 -0.46 36.750 34.50 0.51 JUN11 400 61.250 34.08 -0.53 29.000 34.07 0.43 JUN11 420 73.500 33.05 -0.60 21.750 32.92 0.36 JUN11 440 86.500 31.77 -0.68 11.750 31.14 0.23 JUN11 480 117.500 30.31 -0.79 3.500 30.31 0.09 JUN11 560 189.500 28.72 -0.93 235.750 62.72 1.00 DEC11 160 7.500 57.65 -0.06 215.750 60.60 1.00 DEC11 180 11.000 56.73 -0.08 196.000 57.60 0.99 DEC11 200 13.000 53.03 -0.10 176.000 52.72 0.98 DEC11 220 16.750 51.19 -0.12 157.000 49.03 0.95 DEC11 240 19.250 47.49 -0.15 123.250 45.79 0.85 DEC11 280 29.500 44.00 -0.22 96.500 44.31 0.74 DEC11 320 48.250 45.00 -0.30 70.500 40.44 0.64 DEC11 360 61.750 39.79 -0.40 47.250 35.88 0.52 DEC11 400 84.750 38.65 -0.50 31.250 33.55 0.40 DEC11 440 111.000 37.68 -0.59 23.500 34.53 0.32 DEC11 480 141.750 37.63 -0.67 16.250 37.97 0.22 DEC11 560 209.250 37.74 -0.79 125.750 46.35 0.83 JUN12 280 43.250 45.00 -0.25 99.500 43.89 0.73 JUN12 320 64.500 45.57 -0.32 74.500 40.02 0.64 JUN12 360 78.250 40.01 -0.41 55.750 37.90 0.54 JUN12 400 100.250 37.90 -0.50 37.000 34.17 0.42 JUN12 440 124.000 35.14 -0.60 168.750 61.46 0.86 DEC12 240 59.750 62.48 -0.20 138.750 54.59 0.80 DEC12 280 71.000 55.87 -0.25 106.750 46.07 0.73 DEC12 320 76.750 45.80 -0.33 78.750 39.90 0.64 DEC12 360 90.250 40.24 -0.41 61.250 38.26 0.55 DEC12 400 113.000 38.36 -0.49 46.750 36.62 0.46 DEC12 440 138.500 36.80 -0.56 36.750 36.13 0.39 DEC12 480 168.000 36.28 -0.63 +++ Chevron Corp (CVX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 77.530 +++ Costco Wholesale Corp (CWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.320 +++ Cable & Wireless Worldwide (CWT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.950 +++ Cable & Wireless Worldwide - STND OPT (CWT/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21.000 73.24 0.99 SEP10 52 0.000 77.38 -0.01 17.000 70.71 0.97 SEP10 56 0.250 76.50 -0.04 13.250 63.13 0.94 SEP10 60 0.500 76.26 -0.09 11.250 54.60 0.94 SEP10 62 0.500 66.87 -0.10 9.250 48.92 0.92 SEP10 64 0.500 54.57 -0.11 7.500 44.50 0.88 SEP10 66 0.500 48.50 -0.14 5.500 40.08 0.82 SEP10 68 0.750 43.17 -0.20 4.000 37.17 0.72 SEP10 70 1.000 39.36 -0.29 2.750 38.00 0.58 SEP10 72 1.750 37.61 -0.42 1.750 39.27 0.45 SEP10 74 2.750 36.60 -0.56 1.000 37.50 0.31 SEP10 76 4.000 37.51 -0.69 0.250 38.27 0.12 SEP10 80 7.500 39.94 -0.86 0.250 39.52 0.08 SEP10 82 9.250 40.61 -0.92 0.000 38.53 0.04 SEP10 84 11.250 40.61 -0.95 0.000 38.85 0.02 SEP10 86 13.000 40.95 -0.98 0.000 39.06 0.01 SEP10 88 15.000 42.50 -0.99 0.000 40.69 0.01 SEP10 90 17.000 45.55 -0.99 0.000 40.05 0.00 SEP10 92 19.000 48.28 -0.99 0.000 39.53 0.00 SEP10 94 21.000 48.63 -1.00 0.000 40.64 0.00 SEP10 96 23.000 49.64 -1.00 0.000 42.85 0.00 SEP10 100 27.000 50.31 -1.00 25.250 51.80 0.97 DEC10 48 0.000 36.58 -0.02 17.500 42.32 0.92 DEC10 56 0.750 37.95 -0.10 14.000 39.97 0.87 DEC10 60 1.500 38.82 -0.17 11.000 39.35 0.78 DEC10 64 2.500 37.48 -0.26 8.250 38.41 0.68 DEC10 68 4.000 37.84 -0.36 6.250 39.39 0.56 DEC10 72 6.250 39.04 -0.47 4.750 40.66 0.46 DEC10 76 9.000 40.92 -0.56 3.500 41.92 0.37 DEC10 80 11.750 42.29 -0.65 2.750 43.89 0.30 DEC10 84 15.250 45.53 -0.70 2.250 46.04 0.25 DEC10 88 19.000 49.30 -0.74 2.000 48.40 0.21 DEC10 92 23.000 53.88 -0.76 1.750 50.92 0.18 DEC10 96 26.500 54.75 -0.80 1.500 53.56 0.16 DEC10 100 30.250 58.79 -0.82 25.250 43.44 0.96 MAR11 48 1.000 44.86 -0.08 18.250 40.51 0.87 MAR11 56 2.250 40.79 -0.16 15.000 39.75 0.80 MAR11 60 2.750 38.05 -0.22 12.250 39.12 0.73 MAR11 64 4.000 36.77 -0.29 10.000 39.31 0.64 MAR11 68 5.750 37.11 -0.37 8.000 39.09 0.56 MAR11 72 7.750 36.37 -0.45 6.500 38.73 0.48 MAR11 76 10.250 36.53 -0.53 5.000 38.42 0.40 MAR11 80 13.000 37.88 -0.60 4.000 38.93 0.34 MAR11 84 16.250 39.46 -0.66 2.750 37.39 0.27 MAR11 88 19.250 38.17 -0.73 2.250 37.05 0.22 MAR11 92 24.500 48.90 -0.70 1.750 38.40 0.19 MAR11 96 28.000 50.87 -0.73 1.500 39.13 0.16 MAR11 100 32.750 58.79 -0.71 +++ CBS Corp (CXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.100 +++ JSC Chelyabinsk Zinc Plant (CZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.8000 +++ Davide Campari - Milano (DA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.1600 +++ Davide Campari - Milano - Cash FLEX Fut (DAD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 4.1606 +++ Daimler AG (DAI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.000 +++ Danske Bank A/S (DAN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 138.00 +++ Danske Bank A/S Physical - STND FUT (DNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 138.00 OCT10 V 138.10 NOV10 X 138.20 DEC10 Z 138.40 +++ Deutsche Bank AG (DB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.220 +++ Deutsche Bank AG - Euro Cash FLEX Opt (DBJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5804 30.01 0.15 17120 6000 10.4067 30.10 -0.85 3.4860 35.05 0.30 21122 7000 +++ Deutsche Bank AG (DBK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 50.0100 +++ Deutsche Bank AG - STND FUT (DBK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 50.0194 OCT10 V 50.0386 NOV10 X 50.0749 DEC10 Z 50.1301 +++ Deutsche Bank AG - Amer Phys FLEX Opt (DBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 3000 0.1130 50.31 -0.02 16121 4400 5.3434 34.91 -0.34 8.8849 40.53 0.62 16121 4800 6.9979 32.64 -0.43 6.8811 38.64 0.54 16121 5200 8.9599 30.31 -0.53 6.0156 37.59 0.49 16121 5400 10.0895 29.26 -0.58 5.2478 36.98 0.45 16121 5600 11.2618 27.92 -0.64 10.1738 43.33 0.63 15062 4800 8.6757 30.47 -0.47 9.4444 42.15 0.57 21122 5200 7.7974 40.26 0.51 21122 5600 14.1126 27.29 -0.62 +++ Deutsche Bank AG - Amer Cash FLEX Opt (DBU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2000 0.0087 62.25 0.00 2.7262 32.92 0.45 17120 5200 4.6119 33.15 -0.55 0.5804 30.01 0.15 17120 6000 10.4702 30.10 -0.86 0.0881 29.20 0.03 17120 6800 16121 4400 5.3434 34.91 -0.34 8.8849 40.53 0.62 16121 4800 6.9979 32.64 -0.43 6.8811 38.64 0.54 16121 5200 8.9599 30.31 -0.53 5.2478 36.98 0.45 16121 5600 11.2618 27.92 -0.64 10.1738 43.33 0.63 15062 4800 8.6757 30.47 -0.47 11.3495 44.15 0.63 21122 4800 9.8363 31.72 -0.45 9.4444 42.15 0.57 21122 5200 7.7974 40.26 0.51 21122 5600 14.1126 27.29 -0.62 +++ Deutsche Bank AG - Euro Phys FLEX Opt (DBX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.1672 39.99 0.92 17090 4500 0.1576 40.52 -0.08 0.2247 29.29 0.07 17120 6400 14.0280 29.07 -0.93 0.0133 29.73 0.01 17120 7600 25.7763 16.00 -1.00 0.0117 51.26 0.00 17120 11000 59.6807 16.00 -1.00 17061 4576 4.3653 32.20 -0.39 +++ Deutsche Boerse AG (DBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.1250 +++ Deutsche Boerse AG - Euro Cash FLEX Opt (FVJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0089 45.85 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 2.5975 30.59 -0.41 0.1495 25.69 0.05 17120 6200 +++ DCC PLC (DC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 20.2100 +++ Dairy Crest Group (DCG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 373.800 +++ Dairy Crest Group - STND FUT (DCG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 373.910 DEC10 Z 374.590 MAR11 H 375.340 JUN11 M 376.140 +++ Danisco A/S (DCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 444.50 +++ Danisco A/S Euro Cash FLEX Opt (DOB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 13.83 59.25 0.40 17090 461 +++ Danisco A/S - Cash FLEX Fut (DOD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 444.65 +++ Daimler AG - Amer Phys FLEX Opt (DCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3200 0.0045 51.06 0.00 17090 3700 0.0703 38.36 -0.05 17090 3900 0.2158 33.34 -0.15 0.8552 30.98 0.46 17090 4200 1.2014 31.23 -0.54 0.1499 32.37 0.12 17090 4500 0.4493 29.33 0.14 17120 5000 3.3133 29.61 0.47 17061 4400 2.5375 28.93 0.40 17061 4600 +++ Daimler AG - Euro Phys FLEX Opt (DCX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3531 2.4315 36.45 -0.26 +++ Daimler AG (DCY/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.6550 +++ Daimler AG - STND FUT (DCY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 41.6628 OCT10 V 41.6788 NOV10 X 41.7090 DEC10 Z 41.7550 +++ Du Pont (E.I.) De Nemours (DD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.440 +++ Dimension Data Holdings (DDH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 120.000 +++ Dimension Data Holdings - STND FUT (DDH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 120.030 DEC10 Z 120.260 MAR11 H 120.490 JUN11 M 120.750 +++ Deutsche Euroshop AG (DE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 23.9750 +++ Debenhams PLC (DEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 61.350 +++ JC Decaux SA (DEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.4300 +++ Dexia (DEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4420 +++ Dexia - STND FUT (DEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.4430 OCT10 V 3.4440 NOV10 X 3.4460 DEC10 Z 3.4500 +++ Delhaize Group (DEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.1500 +++ 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1135 40.59 0.14 21122 800 +++ Dexia (DEX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4420 +++ Dexia - Euro Phys FLEX Opt (DEX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0216 33.48 0.05 16121 700 3.5229 33.48 -0.95 +++ Vinci SA - Euro Cash FLEX Opt (DFJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.3801 25.16 0.33 17090 3807 +++ Vinci SA - Amer Phys FLEX Opt (DFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 0.0700 30.57 -0.06 +++ Vinci SA - Euro Phys FLEX Opt (DFX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.7786 30.58 0.58 17120 3600 2.0169 30.58 -0.42 +++ Vinci SA (DG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 37.1800 +++ Dragon Oil Plc (DGO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.1820 +++ Americansourcebergen Corp (DH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.170 +++ Douglas Holding AG (DHO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.6350 +++ Amylin Pharmaceuticlas Inc (DI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.250 +++ DSG International plc (DIX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.290 +++ DSG International plc - STND OPT (DIX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 10.250 82.90 1.00 SEP10 16 0.000 82.90 0.00 6.250 76.49 0.97 SEP10 20 0.000 76.49 -0.03 4.500 71.93 0.90 SEP10 22 0.250 71.93 -0.10 2.750 65.43 0.78 SEP10 24 0.500 65.43 -0.22 1.500 57.86 0.56 SEP10 26 1.000 57.86 -0.44 0.500 57.86 0.32 SEP10 28 2.250 57.86 -0.68 0.250 56.78 0.14 SEP10 30 4.000 56.78 -0.86 0.000 56.78 0.05 SEP10 32 5.750 56.78 -0.95 0.000 58.24 0.00 SEP10 36 9.750 58.24 -1.00 0.000 56.38 0.00 SEP10 40 13.750 56.38 -1.00 0.000 58.24 0.00 SEP10 48 21.750 58.24 -1.00 10.250 46.85 0.98 DEC10 16 0.000 46.85 -0.02 6.750 43.86 0.90 DEC10 20 0.250 43.86 -0.10 3.750 45.27 0.69 DEC10 24 1.500 45.27 -0.31 2.000 45.38 0.45 DEC10 28 3.500 45.38 -0.55 0.750 45.62 0.25 DEC10 32 6.500 45.62 -0.75 0.250 42.52 0.11 DEC10 36 10.000 42.52 -0.90 0.000 39.07 0.03 DEC10 40 13.750 39.07 -0.98 0.000 44.24 0.01 DEC10 48 21.750 44.24 -1.00 10.750 52.21 0.93 MAR11 16 0.250 49.50 -0.06 7.500 51.19 0.82 MAR11 20 1.000 49.81 -0.17 5.000 49.28 0.67 MAR11 24 2.500 47.49 -0.33 2.750 43.37 0.49 MAR11 28 4.250 43.37 -0.51 1.250 38.81 0.30 MAR11 32 6.750 38.81 -0.71 0.500 41.26 0.11 MAR11 40 14.000 41.26 -0.90 +++ DSG International plc - STND FUT (DXN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 26.300 DEC10 Z 26.350 MAR11 H 26.400 JUN11 M 26.450 +++ CR Bard Inc (DJ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 78.100 +++ Beckman Coulter Inc (DK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.170 +++ Becton Dickinson & Co (DL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 70.050 +++ 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 707.000 MAR11 H 708.400 JUN11 M 709.920 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 12.470 +++ Delta Lloyd NV (DLO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7000 +++ Celgene Corp (DM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.970 +++ Daily Mail & General Trust (A Shs) (DMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 482.600 +++ Daily Mail & General Trust (A Shs) - STND FUT (DMG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 482.740 DEC10 Z 483.630 MAR11 H 484.580 JUN11 M 485.620 +++ DNO International ASA (DN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.5800 +++ DNB NOR ASA (DNB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 73.8500 +++ D/S Norden A/S (DNO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 235.00 +++ Cigna Corp (DO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.720 +++ Deutsche Postbank AG (DPB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.4100 +++ Deutsche Postbank AG - Amer Phys FLEX Opt (FJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1600 0.0324 42.27 -0.01 0.3753 30.41 0.18 17120 3000 +++ Deutsche Post AG - Euro Cash FLEX Opt (DPJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1487 24.14 0.35 17090 1376 0.1143 24.02 0.29 17090 1387 +++ Deutsche Post AG - Amer Phys FLEX Opt (DPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0813 23.87 0.23 17090 1400 +++ Deutsche Post AG (DPW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.5000 +++ Deutsche Post AG - STND FUT (DPW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 13.5025 OCT10 V 13.5077 NOV10 X 13.5175 DEC10 Z 13.5324 +++ Coventry Health Care Inc (DQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.300 +++ Drax Group Plc - STND FUT (DQA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 406.520 DEC10 Z 407.260 MAR11 H 408.070 JUN11 M 398.880 +++ Drax Group Plc (DRX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 406.400 +++ Davita Inc (DS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 64.260 +++ Koninklijke DSM N.V (DSM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.5950 +++ Koninklijke DSM N.V - STND FUT (DSM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 34.6010 OCT10 V 34.6150 NOV10 X 34.6400 DEC10 Z 34.6780 +++ Koninklijke DSM NV - Amer Phys FLEX Opt (DSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.2900 22.87 0.14 17120 4000 +++ DSV A/S (DSV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 99.60 +++ Quest Diagnostics (DT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.910 +++ Dow Chemical Co/The (DTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.150 +++ DTE Energy Co (DTC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.370 +++ Deutsche Telekom AG (DTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.3650 +++ Deutsche Telekom AG - STND FUT (DTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 10.3669 OCT10 V 10.3709 NOV10 X 10.3784 DEC10 Z 10.3899 +++ Deutsche Telekom AG - Euro Cash FLEX Opt (DTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.2574 26.68 0.59 16121 950 0.9161 24.07 -0.41 +++ Deutsche Telekom AG - Amer Phys FLEX Opt (DTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 720 0.0196 36.49 -0.02 17120 900 0.1094 26.27 -0.14 17120 1000 0.3201 22.51 -0.35 0.2260 20.43 0.32 17120 1100 0.0580 20.84 0.11 17120 1200 0.0094 31.00 0.02 17120 1500 18031 900 0.2490 26.78 -0.20 +++ Deutsche Telekom AG - Euro Phys FLEX Opt (DTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.4321 32.25 0.95 17120 800 0.0394 31.45 -0.05 1.5023 26.52 0.86 17120 900 0.1091 26.27 -0.14 0.2260 20.43 0.32 17120 1100 0.8275 20.30 -0.68 0.0193 22.99 0.04 17120 1300 2.6136 21.98 -0.97 17061 909 0.5459 24.38 -0.35 0.3353 23.19 0.30 17061 1100 1.5524 19.38 -0.75 0.9974 25.58 0.52 16121 1000 1.1612 23.36 -0.49 0.6081 24.40 0.38 16121 1100 1.7364 21.50 -0.65 0.3462 23.44 0.26 16121 1200 2.4333 19.04 -0.81 +++ Deutsche Telekom AG - Cash FLEX Fut (DTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 10.3775 +++ Edwards Lifesciences Corp (DU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.440 +++ Gilead Sciences Inc (DV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.630 +++ Devon Energy Corp (DVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.240 +++ Davis Service Group (DVS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 381.000 +++ Davis Service Group - STND FUT (DVS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 381.110 DEC10 Z 381.810 MAR11 H 382.570 JUN11 M 383.380 +++ Derwent London plc (DWV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1436.000 +++ Derwent London plc - STND FUT (DWV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1436.420 DEC10 Z 1439.050 MAR11 H 1441.900 JUN11 M 1444.990 +++ Hologic Inc (DX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.950 +++ Duke Energy Corp (DXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.230 +++ Dexia (DXB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.4420 +++ Hospira Inc (DY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.010 +++ Halliburton Co (DYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.220 +++ Intuitive Surgical Inc (DZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 279.710 +++ Archer-Daniels-Midland Co (DZA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.670 +++ Elan Corp PLC (EA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5300 +++ East Asiatic Compnay Ltd A/S (EAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 141.00 +++ Laboratory Crp of Amer hldings (EB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.920 +++ Erste Group Bank AG (EBO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.7400 +++ Mckesson Corp (EC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.560 +++ Electrocomponents (ECM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 224.000 +++ Electrocomponents - STND FUT (ECM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 224.060 DEC10 Z 224.480 MAR11 H 224.920 JUN11 M 225.400 +++ European Aeronautic Defence and Space Company (EDA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.1450 +++ European Aeronautic Defence and Space Company (EDA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 18.0680 OCT10 V 18.0750 NOV10 X 18.0880 DEC10 Z 18.1080 +++ EDF Energies Nouvelles S.A. (EDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.1100 +++ Electricite de France - Euro Phys FLEX Opt (DAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.9410 25.15 0.35 17120 3400 2.9503 25.15 -0.65 +++ Electricite de France (EDF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.0950 +++ Electricite de France - STND FUT (EDF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 32.1010 OCT10 V 32.1130 NOV10 X 31.9370 DEC10 Z 31.9720 +++ Edison SpA (EDN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.8855 +++ Energias de Portugal SA (EDP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.4190 +++ Energias de Portugal SA - Euro Phys FLEX Opt (EDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 250 0.0941 21.90 -0.77 17120 250 0.1782 26.36 -0.56 0.0291 24.55 0.14 18031 300 0.1222 26.64 0.30 16121 300 +++ EDP Renovaveis, S.A (EDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.3980 +++ Medco Health Solutions Inc (EE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.850 +++ Essilor International SA (EF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.0800 +++ Essilor International SA - Amer Phys FLEX Opt (EFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 18031 4800 2.7700 20.81 -0.46 +++ Essilor International SA - Euro Phys FLEX Opt (EFX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 4.2676 23.35 0.73 17120 4500 1.0613 23.35 -0.27 +++ FTSEurofirst 80 (EFE/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3547.640 +++ FTSEurofirst 80 - Euro FLEX Index Opt (YFE/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.610 20.28 0.01 17120 4500 989.360 20.28 -0.97 +++ FTSEurofirst 100 (EFP/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3290.150 +++ Mota Engil SGPS (EG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.2400 +++ Mednax Inc (EH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.400 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 44.840 +++ Ekornes ASA (EKO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 142.0000 +++ Elisa Oyj (EL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.6200 +++ Endesa SA (ELE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.3400 +++ Endesa SA - Cash Flex Future (END/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 19.3428 +++ Elringklinger AG (ELR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 21.9400 +++ Electrolux AB (ELT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 154.0000 +++ EMC Corp/Massachusetts (EMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.810 +++ Man Group Plc (EMG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 231.900 +++ Man Group Plc - STND OPT (EMG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 52.000 43.13 1.00 SEP10 180 0.000 42.99 0.00 42.000 43.52 0.99 SEP10 190 0.000 38.30 0.00 32.250 40.99 0.97 SEP10 200 0.000 35.23 -0.02 27.500 41.38 0.94 SEP10 205 0.250 34.61 -0.04 22.750 38.60 0.91 SEP10 210 0.500 34.61 -0.07 18.500 38.99 0.84 SEP10 215 1.000 33.69 -0.13 14.750 39.47 0.76 SEP10 220 1.750 31.85 -0.20 11.250 38.71 0.67 SEP10 225 3.000 31.75 -0.31 7.500 35.24 0.56 SEP10 230 4.750 30.84 -0.43 5.000 34.08 0.44 SEP10 235 7.500 31.48 -0.57 4.000 38.58 0.35 SEP10 240 11.000 31.76 -0.69 2.750 38.58 0.25 SEP10 245 15.000 33.68 -0.78 1.750 38.58 0.18 SEP10 250 19.000 32.62 -0.87 0.500 38.58 0.08 SEP10 260 28.500 34.61 -0.95 0.250 38.58 0.03 SEP10 270 38.250 34.61 -0.99 0.000 38.58 0.01 SEP10 280 48.000 34.61 -1.00 0.000 38.58 0.00 SEP10 300 68.000 34.61 -1.00 0.000 38.58 0.00 SEP10 320 88.000 34.61 -1.00 0.000 38.58 0.00 SEP10 340 108.000 34.61 -1.00 0.000 38.58 0.00 SEP10 360 128.000 34.61 -1.00 54.000 58.08 0.92 OCT10 180 0.500 42.64 -0.03 44.000 48.41 0.90 OCT10 190 1.000 41.79 -0.07 34.500 41.65 0.87 OCT10 200 2.250 41.15 -0.13 30.000 39.28 0.84 OCT10 205 3.000 39.71 -0.16 25.750 38.47 0.80 OCT10 210 3.750 38.34 -0.20 21.750 36.37 0.75 OCT10 215 4.750 37.23 -0.25 18.500 36.73 0.69 OCT10 220 6.500 37.51 -0.32 15.250 36.44 0.62 OCT10 225 8.000 35.96 -0.38 12.000 34.79 0.55 OCT10 230 10.750 37.12 -0.45 9.750 34.91 0.48 OCT10 235 13.000 35.64 -0.52 8.250 36.43 0.42 OCT10 240 16.250 36.37 -0.58 2.500 34.41 0.18 OCT10 260 30.250 33.04 -0.83 54.000 42.41 0.92 NOV10 180 1.500 40.00 -0.07 45.000 39.90 0.88 NOV10 190 2.750 39.75 -0.12 36.500 38.89 0.82 NOV10 200 4.500 39.25 -0.18 33.000 39.00 0.78 NOV10 205 5.750 38.95 -0.22 28.750 36.93 0.75 NOV10 210 7.000 38.35 -0.26 25.500 37.22 0.70 NOV10 215 8.500 37.86 -0.30 22.750 37.87 0.65 NOV10 220 9.750 36.28 -0.34 19.250 36.43 0.61 NOV10 225 12.250 37.04 -0.39 15.750 34.22 0.56 NOV10 230 14.250 36.02 -0.44 11.750 35.39 0.45 NOV10 240 20.250 37.18 -0.54 5.750 35.27 0.27 NOV10 260 33.750 35.68 -0.73 54.000 40.64 0.92 DEC10 180 3.250 39.76 -0.12 45.250 39.58 0.87 DEC10 190 5.000 39.10 -0.18 37.000 38.27 0.82 DEC10 200 7.500 38.31 -0.24 30.000 38.71 0.73 DEC10 210 10.250 36.65 -0.32 23.250 37.50 0.65 DEC10 220 14.000 35.47 -0.41 17.000 35.48 0.55 DEC10 230 19.750 36.34 -0.50 12.750 35.19 0.46 DEC10 240 25.500 35.39 -0.59 6.500 34.59 0.28 DEC10 260 39.750 34.27 -0.75 3.250 35.08 0.16 DEC10 280 56.500 34.03 -0.86 1.250 33.17 0.07 DEC10 300 75.000 34.12 -0.93 0.500 31.94 0.03 DEC10 320 94.500 34.42 -0.96 57.000 43.63 0.85 MAR11 180 6.750 38.69 -0.17 48.250 40.45 0.81 MAR11 190 9.250 38.01 -0.22 40.250 38.16 0.76 MAR11 200 12.500 37.58 -0.28 33.250 36.66 0.69 MAR11 210 16.750 37.82 -0.34 27.250 35.98 0.62 MAR11 220 20.000 35.43 -0.40 21.000 33.65 0.54 MAR11 230 25.000 34.75 -0.47 17.750 34.85 0.47 MAR11 240 31.250 35.29 -0.54 11.250 34.21 0.34 MAR11 260 44.500 34.02 -0.67 6.750 33.66 0.23 MAR11 280 59.500 32.18 -0.79 2.500 33.89 0.10 MAR11 320 95.500 31.89 -0.92 +++ Man Group plc - Euro Cash FLEX Opt (EWJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 13.770 39.32 0.75 17090 221 +++ Man Group plc - Amer Phys FLEX Opt (EWQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 197.910 168.41 1.00 13090 34 0.000 31.94 0.00 17120 565 338.380 34.42 -1.00 +++ Man Group plc - STND FUT (MAN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 231.970 DEC10 Z 226.140 MAR11 H 226.590 JUN11 M 227.070 +++ Bouygues - Euro Phys FLEX Opt (EHX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5635 31.46 0.20 17120 3800 6.0516 31.46 -0.80 +++ 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 32.4240 NOV10 X 32.4470 DEC10 Z 32.4830 +++ Enagas (ENG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.3500 +++ Eni SpA (ENI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.3900 +++ Eni SpA - STND FUT (ENI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.3931 OCT10 V 15.8992 NOV10 X 15.9107 DEC10 Z 15.9283 +++ ENI SpA - Euro Cash FLEX Opt (ENJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1467 20.63 0.34 17090 1668 0.1052 21.28 0.26 17090 1685 +++ ENI SpA - Euro Phys FLEX Opt (ENX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6976 21.50 0.51 16120 1600 0.7674 21.63 -0.49 0.8451 20.83 0.38 15121 1700 2.5441 23.01 -0.60 +++ ENI SpA - Cash FLEX Fut (ENY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 04100 15.8963 +++ Enel SpA - Euro Cash FLEX Opt (ECJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0457 22.03 0.39 17090 394 0.0360 22.35 0.33 17090 397 +++ Enel SpA - Amer Phys FLEX Opt (ECQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 360 0.0062 26.97 -0.07 0.1207 21.80 0.72 17090 380 0.0000 20.11 0.00 17120 566 +++ Enel SpA - Euro Phys FLEX Opt (ECX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 440 0.5171 39.98 -0.94 0.8151 33.29 0.92 17120 300 0.0279 33.69 -0.08 0.1384 22.47 0.44 17120 389 0.2335 21.97 -0.56 0.0151 20.03 0.08 17120 442 0.6357 17.53 -0.94 0.1928 22.38 0.36 15121 400 0.6410 22.38 -0.64 +++ Enel SpA (ENL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.8900 +++ Enel SpA - STND FUT (ENL/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 3.8907 OCT10 V 3.8922 NOV10 X 3.8950 DEC10 Z 3.7892 +++ Eniro AB (ENR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.8000 +++ Dentsply Intl Inc (EO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.580 +++ E.ON AG (EOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.9300 +++ E.ON AG - STND FUT (EOA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 22.9343 OCT10 V 22.9431 NOV10 X 22.9597 DEC10 Z 22.9851 +++ E.ON AG - Amer Phys FLEX Opt (EOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2200 0.1014 23.42 -0.18 0.0776 22.14 0.15 17090 2400 0.0219 35.04 0.04 17090 2600 0.2933 21.95 0.29 15100 2400 17120 2000 0.2778 27.03 -0.15 +++ E.ON AG - Amer Cash FLEX Opt (EOU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0219 35.04 0.04 17090 2600 +++ E.ON AG - Euro Phys FLEX Opt (EOX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0776 22.14 0.15 17090 2400 1.1544 23.14 -0.84 0.6809 22.14 0.38 17120 2400 1.6888 22.25 -0.62 0.0232 23.95 0.02 17120 3000 7.0089 23.95 -0.98 0.0117 29.00 0.01 17120 3333 0.0109 35.07 0.01 17120 3667 13.6652 39.50 -0.98 0.0906 21.99 0.06 18031 3000 17061 2039 1.2731 24.51 -0.36 1.6910 24.84 0.51 17061 2200 1.9592 22.67 -0.50 0.5692 23.24 0.20 16121 2800 6.4385 17.99 -0.88 1.0648 26.99 0.25 20123 3000 10.8021 21.25 -0.84 +++ E.ON AG - Cash FLEX Fut (EOY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 22.9576 +++ CME Group Inc (EPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 264.350 +++ Enterprise Porducts Partners LP (EPP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.220 +++ Wellpoint Inc (EQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 52.690 +++ Edenred (ER /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7550 +++ Eramet (ERA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 209.5000 +++ Ericsson Telefonaktiebolaget LM (ERC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 75.1500 +++ Ericsson Telefonaktiebolaget LM - STND FUT (ERC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 75.1800 OCT10 V 75.2420 NOV10 X 75.3210 DEC10 Z 75.4010 +++ Ericsson Telefonaktiebolaget LM - Amer Phys FLEX O (ERQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 27.28 0.00 17090 9500 +++ ERG SpA (ERG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.8150 +++ Euromoney Institutional Investors (ERM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 585.000 +++ Euromoney Institutional Investors - STND FUT (ERM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 585.170 DEC10 Z 586.240 MAR11 H 587.400 JUN11 M 588.660 +++ Zimmer Holdings Inc (ES /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 49.060 +++ Etablissements Maurel et Prom (ETA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.0640 +++ National Bank of Greece SA (ETE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.0100 +++ E*Trade Financial Corp (ETF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.940 +++ Enterprise Inns (ETI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 92.600 +++ Enterprise Inns - STND FUT (ETI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 92.630 DEC10 Z 92.800 MAR11 H 92.980 JUN11 M 93.180 +++ Enterprise Inns - STND OPT (ETP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 28.750 79.97 0.99 SEP10 64 0.000 79.97 -0.01 20.750 63.64 0.98 SEP10 72 0.000 63.64 -0.02 13.250 60.16 0.90 SEP10 80 0.750 62.71 -0.11 9.750 57.27 0.82 SEP10 84 1.250 58.15 -0.19 6.750 54.19 0.70 SEP10 88 2.000 54.19 -0.30 4.250 52.44 0.55 SEP10 92 3.500 52.44 -0.45 2.500 52.00 0.39 SEP10 96 6.000 52.00 -0.61 1.500 53.00 0.26 SEP10 100 8.750 53.00 -0.75 0.250 53.00 0.06 SEP10 110 17.750 53.00 -0.94 0.000 53.00 0.01 SEP10 120 27.500 53.00 -0.99 0.000 53.00 0.00 SEP10 130 37.500 53.00 -1.00 0.000 53.00 0.00 SEP10 140 47.500 53.00 -1.00 0.000 53.00 0.00 SEP10 150 57.500 53.00 -1.00 0.000 53.00 0.00 SEP10 160 67.500 53.00 -1.00 23.250 54.20 0.85 DEC10 72 2.750 56.17 -0.16 18.500 59.41 0.73 DEC10 80 5.500 57.52 -0.26 15.250 54.71 0.69 DEC10 84 7.000 56.73 -0.32 13.250 54.99 0.63 DEC10 88 8.750 56.36 -0.37 11.500 56.43 0.57 DEC10 92 10.500 55.54 -0.43 9.750 55.96 0.52 DEC10 96 12.750 55.00 -0.49 8.250 56.11 0.46 DEC10 100 15.250 55.00 -0.54 5.500 55.89 0.34 DEC10 110 22.250 54.14 -0.67 3.250 55.28 0.24 DEC10 120 30.250 53.72 -0.77 2.250 57.28 0.17 DEC10 130 40.000 60.77 -0.81 1.750 59.24 0.13 DEC10 140 49.500 65.15 -0.84 1.250 62.78 0.10 DEC10 150 59.500 73.09 -0.85 1.000 64.82 0.08 DEC10 160 69.750 80.40 -0.85 27.000 59.29 0.79 MAR11 72 5.750 57.43 -0.21 21.750 57.13 0.72 MAR11 80 8.500 55.88 -0.28 19.500 56.94 0.68 MAR11 84 10.250 55.78 -0.33 17.500 56.44 0.63 MAR11 88 12.250 55.32 -0.37 14.750 53.52 0.59 MAR11 92 14.250 55.23 -0.41 13.750 55.53 0.55 MAR11 96 16.500 54.55 -0.45 12.250 55.58 0.51 MAR11 100 19.000 54.66 -0.49 9.000 55.03 0.42 MAR11 110 25.750 54.10 -0.59 6.750 54.79 0.33 MAR11 120 33.500 54.06 -0.67 3.500 53.77 0.20 MAR11 140 50.500 53.92 -0.80 +++ Eutelsat Communications (ETL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.1200 +++ Euro Aero Defense and Space (EUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.1550 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 885.000 +++ Eurasian Natural Resources - Amer Phys Flex Opt (ZLO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 63.120 35.06 0.34 16121 1100 +++ Eurasian Natural Resources - Euro Phys Flex Opt (ZLV/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 940 60.350 33.04 -0.82 45.910 34.16 0.35 18031 1010 62.970 35.06 0.34 16121 1100 +++ Evraz Group SA (EV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.5000 +++ Ebro Foods SA (EVA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.0650 +++ EVN AG (EVN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.7900 +++ Exor SpA PRF (EX /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.2900 +++ Experian Plc - MATCH USF (EXF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 650.190 DEC10 Z 651.380 MAR11 H 647.410 JUN11 M 648.800 +++ Experian Plc (EXP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 650.000 +++ Experian Plc (EXP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 170.250 38.60 1.00 SEP10 480 0.000 38.60 0.00 130.250 37.36 1.00 SEP10 520 0.000 37.36 0.00 90.250 33.53 0.99 SEP10 560 0.250 33.53 -0.01 70.750 30.40 0.97 SEP10 580 0.500 30.40 -0.03 50.750 23.77 0.95 SEP10 600 0.500 23.77 -0.05 32.500 22.95 0.85 SEP10 620 2.250 22.95 -0.15 16.750 20.77 0.65 SEP10 640 6.500 20.77 -0.35 6.250 19.79 0.36 SEP10 660 16.000 19.79 -0.64 1.500 19.13 0.13 SEP10 680 31.500 19.13 -0.87 0.000 18.90 0.00 SEP10 720 70.000 18.90 -1.00 0.000 26.60 0.00 SEP10 800 150.000 26.60 -1.00 174.000 36.56 0.95 DEC10 480 2.750 36.56 -0.05 97.500 26.29 0.87 DEC10 560 6.250 26.29 -0.13 64.000 23.82 0.76 DEC10 600 12.750 23.82 -0.24 36.000 21.66 0.58 DEC10 640 24.750 21.66 -0.42 17.500 20.77 0.37 DEC10 680 46.250 20.77 -0.63 7.000 20.00 0.19 DEC10 720 75.750 20.00 -0.82 1.250 21.24 0.04 DEC10 800 150.500 21.24 -0.97 174.000 29.13 0.95 MAR11 480 4.250 29.13 -0.07 102.250 25.14 0.83 MAR11 560 13.750 25.14 -0.19 71.500 23.72 0.71 MAR11 600 23.500 23.72 -0.30 46.000 22.23 0.57 MAR11 640 38.250 22.23 -0.44 27.250 21.26 0.41 MAR11 680 59.750 21.26 -0.60 14.750 20.68 0.27 MAR11 720 87.500 20.68 -0.74 +++ Exor SpA (EXS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.1700 +++ Entergy Corp (EYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.000 +++ CEZ AS (EZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 832.00 +++ Easyjet (EZJ/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 376.400 +++ Easyjet - STND FUT (EZJ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 376.510 DEC10 Z 377.200 MAR11 H 377.950 JUN11 M 378.760 +++ Faurecia (FA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.6100 +++ Aetna Inc (FAA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.720 +++ FAES FARMA SA (FAE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.8500 +++ Farstad Shipping ASA (FAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 149.5000 +++ Frontier Communications Corp (FCC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.910 +++ TUI Travel plc (FCD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 223.500 +++ TUI Travel plc - STND FUT (FCD/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 223.560 DEC10 Z 223.980 MAR11 H 224.420 JUN11 M 224.900 +++ Fonciere Des Regions (FDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.7100 +++ Fred. Olsen Energy ASA (FE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 190.0000 +++ Fraport AG Frankfurt Airport Srvcs (FF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.8700 +++ FirstGroup (FGP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 359.000 +++ FirstGroup - STND FUT (FGP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 359.100 DEC10 Z 359.760 MAR11 H 360.480 JUN11 M 361.250 +++ Eiffage SA (FGR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.9700 +++ FHB Mortgage Bank PLC (FH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1185.0 +++ First Horizon National Corp (FHN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.570 +++ X5 Retail Group (FI /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.6500 +++ Fiat SpA (FIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.9850 +++ Fiat SpA - STND FUT (FIA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 9.9869 OCT10 V 9.9907 NOV10 X 9.9980 DEC10 Z 10.0090 +++ Fiat SpA - Amer Phys FLEX Opt (FXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.5715 35.13 0.33 17061 1200 +++ Fielmann AG (FIE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 67.0900 +++ Fifth Third Bancorp (FIF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.870 +++ Georg Fischer AG (FIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 391.750 +++ Frontline Limited (FL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 173.4000 +++ FLSmidth & Co A/S (FLS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 371.50 +++ Flughafen Wien AG (FLU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.2000 +++ Gen-probe Inc (FM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 46.810 +++ Fresenius Medical Care AG St (FMC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 43.5250 +++ Fresenius Medical Care AG&Co - Amer Phys FLEX Opt (FMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17061 3200 0.4970 28.84 -0.09 17061 4000 2.0087 24.49 -0.30 12.1412 21.23 0.94 16091 3200 7.1626 20.60 0.79 16091 3800 +++ Freenet AG (FN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.0630 +++ Finmeccanica SpA (FNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.2500 +++ Kraft Foods Inc (FOA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.530 +++ Fondiaria-SAI SPA - (savings) (FON/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.8950 +++ 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 14.6000 67.65 -1.00 0.0100 50.37 0.00 21122 2400 +++ ageas NV/SA (FOR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.1350 +++ ageas NV/SA - STND FUT (FOR/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 +++ 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 12.8228 65.69 -1.00 0.0000 66.34 0.00 17120 1600 13.8200 66.34 -1.00 0.0000 67.65 0.00 17120 1700 14.8172 67.65 -1.00 +++ FTSE Eurofirst 300 Index (FOT/I) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1059.2 +++ Prudential Financial Inc (FPA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.730 +++ 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 1358.390 DEC10 Z 1360.890 MAR11 H 1363.580 JUN11 M 1366.500 +++ Valeo SA (FR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.9350 +++ Fortis (FRB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.1350 +++ Fresenius SE (FRE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 56.3700 +++ Forest Laboratories Inc (FRL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.410 +++ Fresnillo PLC (FRS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1109.000 +++ Fortum Oyj (FRT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.4100 +++ Fortum Oyj - Euro Cash FLEX Opt (FUJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0773 19.57 0.20 17090 1903 0.0643 19.63 0.17 17090 1911 +++ Fondiaria -Sai SpA (FSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.8500 +++ Swedbank AB (FSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 87.1000 +++ PNC Financial Services Group Inc (FSC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.540 +++ France Telecom SA (FTE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.2450 16.2450 +++ France Telecom SA - STND FUT (FTE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 16.2480 OCT10 V 16.2540 NOV10 X 16.2660 DEC10 Z 16.2840 +++ France Telecom SA - Euro Cash FLEX Opt (FTJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.6757 22.31 0.28 21122 1800 4.5771 22.31 -0.72 +++ France Telecom SA - Amer Phys FLEX Opt (FTQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4000 19.98 0.66 17090 1600 17090 1700 0.7900 19.03 -0.89 17120 1200 0.0700 36.74 -0.05 17120 1600 0.6400 22.17 -0.42 0.1700 19.64 0.19 17120 1800 18031 1200 0.1500 32.13 -0.08 +++ France Telecom SA - Euro Phys FLEX Opt (FTX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 2.4488 26.87 0.87 17120 1400 0.1644 26.87 -0.13 1.6165 24.45 0.76 17120 1500 0.3293 24.45 -0.24 0.9194 22.17 0.58 17120 1600 0.6294 22.17 -0.42 0.4303 20.57 0.37 17120 1700 1.1374 20.57 -0.63 0.0250 20.69 0.04 17120 2000 3.7238 20.69 -0.96 16121 1200 0.6104 29.00 -0.19 1.2589 23.91 0.47 16121 1600 2.1163 23.91 -0.53 16121 2400 8.7689 20.11 -0.97 +++ France Telecom SA - Cash FLEX Fut (FTY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 03090 16.2450 16.2450 06090 16.2455 07090 16.2456 09090 16.2459 13090 16.2466 14090 16.2468 +++ France Telecom SA - Phys FLEX Fut (FTZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17120 16.2840 +++ Franklin Resources Inc (FUA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 101.950 +++ Fuchs Petrolub AG - PFD (FUC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.9700 +++ Fugro NV (FUR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 47.3500 +++ FedEx Corp (FXA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 82.770 +++ GEA Group AG (G1A/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17.1900 +++ Gas Natural SDG SA (GAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.2000 +++ Gas Natural SDG SA - STND FUT (GAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 12.2020 OCT10 V 12.2070 NOV10 X 12.2160 DEC10 Z 12.2290 +++ Bilfinger Berger AG (GB /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.4700 +++ Bourbon SA (GBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.0550 +++ Groupe Bruxelles Lambert SA (GBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 60.0000 +++ Gecina SA (GCS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 80.2500 +++ GDF Suez (GD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.9500 +++ GDF Suez - Amer Phys FLEX Opt (GDQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 2800 2.0700 22.97 -0.95 0.2559 24.31 0.17 17120 2912 4.1740 24.31 -0.86 16121 3000 6.8100 25.51 -0.73 +++ GDF Suez - Euro Phys FLEX Opt (GDX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.5899 27.90 0.55 17120 2500 1.3991 27.90 -0.45 0.1360 23.77 0.10 17120 3000 4.9311 23.77 -0.90 2.2157 27.93 0.41 14122 2800 6.8730 27.93 -0.59 2.2336 27.93 0.41 21122 2800 6.8812 27.93 -0.59 2.2514 27.93 0.41 28122 2800 6.8893 27.93 -0.59 +++ GDF Suez - Cash FLEX Fut (GDY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10110 25.1465 17110 25.1531 +++ GEM Diamonds Ltd (GDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 193.500 +++ General Electric Company (GE /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15.330 +++ General Electric Company - Physical STND FUT (GEX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 15.332 OCT10 V 15.335 NOV10 X 15.340 DEC10 Z 15.344 +++ Geberit AG (GEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 168.400 +++ Geberit AG - Amer Phys FLEX Opt (YMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.526 19.28 0.16 17090 1750 +++ Genzyme Corp (GEC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 70.640 +++ Cap Gemini SA (GEM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.7950 +++ Assicurazioni Generali SpA (GEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.8400 +++ Assicurazioni Generali SpA - STND FUT (GEN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 14.8428 OCT10 V 14.8485 NOV10 X 14.8593 DEC10 Z 14.8756 +++ Assicurazioni Generali SpA - Amer Phys FLEX Opt (GXQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 1400 0.5641 30.37 -0.33 +++ Assicurazioni Generali SpA - Euro Phys FLEX Opt (GXX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.8174 27.55 0.51 16120 1500 0.9526 28.08 -0.49 0.0564 23.46 0.07 16120 1800 3.1765 24.28 -0.92 0.4177 26.16 0.33 17120 1600 1.5486 26.72 -0.67 +++ Geox SpA (GEO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.8675 +++ GAGFAH SA (GF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.8750 +++ Surgutneftegaz (GG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.8000 +++ Gildemeister AG (GIL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 10.1600 +++ Givaudan (GIV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 983.500 +++ EFG Eurobank Ergasias SA (GK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6100 +++ GKN (GKN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 151.300 +++ GKN -STND FUT (GKN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 151.340 DEC10 Z 151.620 MAR11 H 151.920 JUN11 M 152.250 +++ Societe Generale SA (GLE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.3750 +++ Societe Generale SA - STND FUT (GLE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 44.3830 OCT10 V 44.4000 NOV10 X 44.4330 DEC10 Z 44.3820 +++ Societe Generale - Euro Cash FLEX Opt (GLJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20.1129 70.85 0.96 17120 2464 0.3088 70.85 -0.04 16.5666 64.20 0.93 17120 2843 0.5418 64.20 -0.07 +++ Societe Generale - Amer Phys FLEX Opt (GLQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 4170 0.5700 44.86 -0.22 17090 4200 0.6200 43.70 -0.25 1.6400 40.12 0.56 17090 4400 15100 3700 0.5600 51.64 -0.13 2.6700 40.68 0.55 15100 4400 17120 3600 1.3400 50.37 -0.18 3.1300 39.66 0.48 17120 4600 4.6500 39.66 -0.52 2.5100 38.38 0.42 17120 4739 1.2900 35.73 0.27 17120 5100 7.8100 35.73 -0.74 0.0300 29.03 0.01 17120 6400 18021 3200 1.3750 54.20 -0.14 16121 2843 2.6941 51.60 -0.15 3.3700 32.73 0.37 16121 5323 +++ Societe Generale - Amer Cash FLEX Opt (GLU/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21122 2843 4.7286 50.37 -0.18 +++ Societe Generale - Euro Phys FLEX Opt (GLX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 13.2724 56.95 0.89 17120 3200 0.8076 56.95 -0.11 8.2587 48.60 0.77 17120 3800 1.7770 48.60 -0.23 5.3922 43.90 0.64 17120 4200 2.8992 43.90 -0.36 2.6545 38.74 0.44 17120 4700 5.1475 38.74 -0.56 0.9996 35.06 0.23 17120 5213 8.6082 35.06 -0.77 0.0000 30.00 0.00 17120 11016 65.4754 30.00 -1.00 +++ Galp Energia, SGPS, S.A. (GLP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.6000 +++ Globaltrans Investment PLC GDR (GLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.5100 +++ ITV plc - STND FUT (GAA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 59.170 DEC10 Z 59.280 MAR11 H 59.390 JUN11 M 59.520 +++ ITV plc (GME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 59.150 +++ ITV plc - STND OPT (GME/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19.250 62.47 1.00 SEP10 40 0.000 54.28 0.00 15.250 56.66 1.00 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 0.92 SEP10 52 0.250 42.48 -0.06 4.000 46.78 0.74 SEP10 56 0.750 43.18 -0.25 2.000 47.81 0.46 SEP10 60 2.750 48.36 -0.54 0.500 44.72 0.21 SEP10 64 5.500 48.36 -0.78 0.250 57.08 0.05 SEP10 72 13.000 54.79 -0.96 0.000 62.23 0.01 SEP10 80 20.750 60.94 -0.99 0.000 102.42 0.00 SEP10 120 60.750 97.19 -1.00 19.500 41.89 0.97 DEC10 40 0.500 52.61 -0.06 15.750 44.57 0.91 DEC10 44 0.750 47.08 -0.10 12.750 45.15 0.84 DEC10 48 1.250 43.60 -0.15 7.250 44.54 0.64 DEC10 56 4.000 43.37 -0.36 5.500 44.91 0.53 DEC10 60 5.750 42.99 -0.48 3.750 42.98 0.42 DEC10 64 8.250 42.07 -0.59 1.250 38.38 0.20 DEC10 72 14.000 38.33 -0.80 0.500 39.00 0.09 DEC10 80 21.500 42.09 -0.89 0.000 39.00 0.00 DEC10 120 60.750 34.65 -1.00 20.000 43.35 0.92 MAR11 40 1.000 45.08 -0.09 17.000 43.96 0.86 MAR11 44 1.750 44.81 -0.14 14.000 44.36 0.79 MAR11 48 2.750 44.10 -0.21 9.000 42.80 0.64 MAR11 56 5.500 42.69 -0.37 7.000 42.01 0.55 MAR11 60 7.500 41.96 -0.45 5.500 41.59 0.46 MAR11 64 10.000 40.85 -0.54 1.500 37.91 0.18 MAR11 80 22.000 37.99 -0.83 +++ Gemina SpA (GMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.4795 +++ GN Store Nord (GN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.40 +++ Greene King (GNK/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 430.000 +++ Greene King - STND FUT (GNK/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 430.120 DEC10 Z 430.910 MAR11 H 431.770 JUN11 M 432.690 +++ Diageo plc - STND FUT (DGE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1071.810 DEC10 Z 1073.780 MAR11 H 1060.400 JUN11 M 1062.670 +++ Diageo plc - Amer Phys FLEX Opt (DGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 700 1.370 39.34 -0.02 115.680 24.15 0.58 16121 1050 117.690 24.46 -0.46 212.780 23.30 0.77 21122 900 +++ Diageo plc - Euro Phys FLEX Opt (DGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 142.880 29.00 0.81 17120 950 16.340 27.09 -0.18 99.500 21.52 0.48 21122 1100 171.790 21.17 -0.53 +++ Diageo PLC (GNS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1095.000 +++ Diageo PLC - STND OPT (GNS/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 215.000 46.85 1.00 SEP10 880 0.000 40.62 -0.01 175.000 37.38 1.00 SEP10 920 0.500 35.55 -0.02 135.000 32.28 1.00 SEP10 960 1.000 30.48 -0.03 95.000 25.36 1.00 SEP10 1000 2.000 25.05 -0.08 45.500 19.42 0.96 SEP10 1050 8.500 20.14 -0.30 8.000 17.95 0.41 SEP10 1100 33.500 17.32 -0.77 0.500 18.79 0.04 SEP10 1150 79.500 21.99 -0.94 0.000 21.93 0.01 SEP10 1200 129.000 27.69 -0.98 0.000 23.00 0.00 SEP10 1250 178.500 30.40 -0.99 0.000 24.00 0.00 SEP10 1300 228.500 35.21 -1.00 0.000 25.00 0.00 SEP10 1400 328.500 41.82 -1.00 175.500 43.62 0.98 OCT10 920 3.000 30.29 -0.06 135.500 33.64 0.98 OCT10 960 5.500 27.17 -0.11 95.500 26.99 0.97 OCT10 1000 10.500 25.18 -0.20 48.500 21.89 0.80 OCT10 1050 22.500 22.39 -0.38 18.500 20.22 0.38 OCT10 1100 46.500 20.55 -0.63 5.500 19.11 0.15 OCT10 1150 83.000 19.09 -0.85 1.500 20.01 0.05 OCT10 1200 129.500 19.88 -0.95 0.000 22.00 0.01 OCT10 1300 229.000 26.87 -0.98 0.000 22.00 0.00 OCT10 1400 328.500 32.61 -0.99 175.500 34.82 0.97 NOV10 920 8.500 29.00 -0.11 135.500 27.95 0.97 NOV10 960 13.000 26.89 -0.17 96.500 23.59 0.93 NOV10 1000 19.500 24.82 -0.25 57.500 22.76 0.64 NOV10 1050 34.000 22.82 -0.40 30.500 21.24 0.42 NOV10 1100 57.500 21.27 -0.58 14.000 20.37 0.25 NOV10 1150 91.000 20.35 -0.76 5.500 19.76 0.12 NOV10 1200 132.000 18.76 -0.90 0.000 12.24 0.00 NOV10 1300 229.000 22.15 -0.97 455.000 54.83 1.00 DEC10 640 0.500 40.92 -0.01 375.000 49.88 1.00 DEC10 720 2.000 38.82 -0.02 295.000 43.49 1.00 DEC10 800 4.500 34.79 -0.05 215.500 36.55 0.98 DEC10 880 8.500 30.43 -0.10 137.500 27.92 0.90 DEC10 960 18.000 26.61 -0.20 101.000 24.85 0.79 DEC10 1000 26.000 24.82 -0.28 39.000 21.83 0.44 DEC10 1100 65.500 21.89 -0.56 10.000 20.49 0.17 DEC10 1200 136.500 20.27 -0.84 3.000 21.44 0.05 DEC10 1300 230.500 22.71 -0.94 3.000 28.20 0.05 DEC10 1400 329.000 24.73 -0.98 215.500 27.94 0.99 MAR11 880 21.000 28.84 -0.16 144.500 25.72 0.76 MAR11 960 36.500 25.94 -0.27 115.500 24.66 0.69 MAR11 1000 48.000 24.67 -0.34 57.500 22.57 0.47 MAR11 1100 92.500 22.51 -0.56 23.500 21.45 0.26 MAR11 1200 161.000 21.42 -0.76 8.000 20.79 0.11 MAR11 1300 248.500 22.17 -0.88 3.000 20.99 0.04 MAR11 1400 342.000 22.05 -0.95 296.000 35.49 0.87 JUN11 800 19.000 30.78 -0.12 220.000 28.77 0.83 JUN11 880 31.000 28.09 -0.19 155.000 25.70 0.74 JUN11 960 49.500 25.78 -0.29 127.000 24.68 0.67 JUN11 1000 62.000 24.73 -0.35 70.000 22.77 0.48 JUN11 1100 107.000 22.81 -0.53 35.000 21.61 0.30 JUN11 1200 172.500 21.75 -0.71 6.000 20.43 0.08 JUN11 1400 345.000 21.54 -0.92 455.500 37.94 0.95 DEC11 640 16.000 34.67 -0.07 375.500 34.42 0.92 DEC11 720 24.500 32.02 -0.11 296.000 30.48 0.87 DEC11 800 37.500 29.75 -0.17 227.500 27.30 0.81 DEC11 880 55.000 27.66 -0.24 169.500 25.62 0.71 DEC11 960 79.500 25.95 -0.33 143.000 24.75 0.65 DEC11 1000 94.500 25.04 -0.39 53.000 22.35 0.35 DEC11 1200 208.000 22.70 -0.66 15.500 21.12 0.14 DEC11 1400 371.000 21.72 -0.86 176.000 24.43 0.70 JUN12 960 86.500 23.00 -0.35 152.500 24.00 0.64 JUN12 1000 103.000 22.51 -0.40 60.000 21.00 0.36 JUN12 1200 218.000 20.57 -0.66 20.500 20.00 0.16 JUN12 1400 381.000 20.49 -0.84 178.500 23.30 0.69 DEC12 960 107.000 22.99 -0.37 154.000 22.72 0.64 DEC12 1000 122.000 22.11 -0.41 65.500 20.33 0.38 DEC12 1200 238.500 20.23 -0.65 26.500 19.65 0.19 DEC12 1400 398.500 20.00 -0.82 +++ Agricultural Bank Of Greece (GO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.1200 +++ Grupo Catalana Occidente SA (GOC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.9100 +++ Go-Ahead Group (GOG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1178.000 +++ Go-Ahead Group - STND FUT (GOG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1178.340 DEC10 Z 1180.500 MAR11 H 1182.840 JUN11 M 1185.370 +++ Google Inc (GOO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 469.320 +++ Grafton Group PLC (GP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.8400 +++ Great Portland Estates (GPO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 325.200 +++ Great Portland Estates - STND FUT (GPO/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 325.290 DEC10 Z 325.890 MAR11 H 326.540 JUN11 M 327.240 +++ Gestevision Telecinco SA (GQ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.5480 +++ Grifols SA (GRF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 9.8260 +++ Greggs (GRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 442.400 +++ Greggs - STND FUT (GRG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 442.530 DEC10 Z 443.340 MAR11 H 444.220 JUN11 M 445.170 +++ Grainger Plc (GRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 113.600 +++ Grainger Plc - STND FUT (GRI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 113.630 DEC10 Z 113.840 MAR11 H 114.070 JUN11 M 114.310 +++ Gruppo Editoriale L Espresso SpA (GRU/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5400 +++ Goldman Sachs Group Inc/The (GSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 145.610 +++ Globe Trade Centre SA (GT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.750 +++ Getinge AB - Cash Flex Future (GID/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 155.9541 +++ Getinge AB (GTG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 155.9000 +++ GlaxoSmithKline plc - Euro Cash FLEX Opt (GSJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 22.150 17.59 0.59 17090 1260 +++ GlaxoSmithKline plc - Amer Phys FLEX Opt (GSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.480 17.63 0.03 17120 1500 247.990 19.50 -0.96 16121 860 15.380 24.46 -0.09 78.280 20.90 0.45 16121 1300 +++ GlaxoSmithKline plc - Euro Phys FLEX Opt (GSX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 30.350 18.13 0.38 17120 1300 75.610 18.34 -0.62 42.210 19.80 0.28 16121 1400 230.980 18.11 -0.74 30.970 19.43 0.23 16121 1450 268.370 17.24 -0.81 +++ GlaxoSmithKline plc (GXO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1268.500 +++ GlaxoSmithKline plc - STND OPT (GXO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 309.000 52.53 1.00 SEP10 960 0.000 52.01 0.00 269.000 49.14 0.99 SEP10 1000 0.500 48.58 -0.01 219.000 42.02 0.99 SEP10 1050 0.500 41.73 -0.01 169.500 35.27 0.98 SEP10 1100 0.500 34.87 -0.02 120.500 29.47 0.95 SEP10 1150 2.000 31.72 -0.06 71.000 20.77 0.91 SEP10 1200 2.500 21.22 -0.09 29.000 17.96 0.67 SEP10 1250 10.500 17.99 -0.33 5.500 16.07 0.23 SEP10 1300 36.000 15.10 -0.78 0.500 17.29 0.04 SEP10 1350 82.000 17.46 -0.96 0.000 19.94 0.01 SEP10 1400 131.500 21.45 -0.99 0.000 20.00 0.00 SEP10 1500 231.500 30.15 -1.00 0.000 20.00 0.00 SEP10 1600 331.500 37.34 -1.00 309.500 17.02 1.00 OCT10 960 0.500 33.95 -0.01 269.500 22.20 1.00 OCT10 1000 1.000 34.49 -0.02 219.500 24.33 0.99 OCT10 1050 1.500 30.36 -0.03 171.000 24.38 0.96 OCT10 1100 2.500 26.32 -0.05 123.000 21.37 0.92 OCT10 1150 4.500 22.77 -0.10 79.500 20.15 0.80 OCT10 1200 10.000 20.34 -0.20 42.000 18.24 0.61 OCT10 1250 23.000 18.49 -0.39 17.500 17.17 0.35 OCT10 1300 49.000 17.75 -0.64 2.000 18.04 0.06 OCT10 1400 133.000 18.76 -0.94 0.500 20.60 0.01 OCT10 1500 232.500 26.56 -0.97 270.000 23.72 0.99 NOV10 1000 2.500 28.74 -0.04 173.000 23.65 0.94 NOV10 1100 8.000 24.61 -0.11 127.000 21.53 0.88 NOV10 1150 13.500 21.98 -0.18 85.000 20.25 0.76 NOV10 1200 24.000 20.29 -0.30 50.500 19.03 0.59 NOV10 1250 41.500 18.94 -0.47 25.000 17.88 0.38 NOV10 1300 69.000 17.87 -0.65 3.500 16.62 0.09 NOV10 1400 150.000 17.66 -0.91 1.000 18.93 0.02 NOV10 1500 247.500 20.72 -0.97 309.500 25.31 0.99 DEC10 960 3.000 28.83 -0.04 270.000 24.85 0.99 DEC10 1000 5.500 28.92 -0.06 173.500 22.00 0.93 DEC10 1100 12.000 23.80 -0.14 90.000 20.52 0.73 DEC10 1200 30.500 20.32 -0.32 31.500 18.13 0.40 DEC10 1300 76.000 18.34 -0.62 7.000 17.18 0.13 DEC10 1400 151.500 16.59 -0.89 0.500 18.07 0.01 DEC10 1600 347.000 22.41 -0.98 311.000 27.42 0.97 MAR11 960 10.500 27.32 -0.09 272.500 26.33 0.95 MAR11 1000 14.500 26.20 -0.11 180.000 22.66 0.86 MAR11 1100 29.000 23.28 -0.22 104.000 21.21 0.67 MAR11 1200 56.000 20.67 -0.39 48.000 19.23 0.42 MAR11 1300 105.000 18.89 -0.61 19.000 18.42 0.22 MAR11 1400 179.000 18.34 -0.80 2.000 18.07 0.03 MAR11 1600 362.500 17.18 -0.98 312.000 26.71 0.96 JUN11 960 18.500 26.11 -0.12 275.000 26.46 0.93 JUN11 1000 24.000 24.96 -0.15 184.500 22.70 0.83 JUN11 1100 44.000 22.73 -0.26 111.500 21.02 0.64 JUN11 1200 76.000 20.55 -0.42 60.000 19.90 0.44 JUN11 1300 128.000 19.29 -0.60 28.000 18.95 0.26 JUN11 1400 199.000 18.27 -0.77 4.000 17.74 0.05 JUN11 1600 379.000 18.71 -0.94 313.500 26.24 0.94 DEC11 960 35.000 24.46 -0.17 276.000 24.97 0.91 DEC11 1000 43.500 23.78 -0.21 127.500 22.00 0.61 DEC11 1200 112.000 20.77 -0.46 44.000 19.80 0.30 DEC11 1400 233.500 18.11 -0.75 11.000 18.33 0.10 DEC11 1600 401.000 14.65 -0.95 317.500 27.04 0.91 JUN12 960 64.500 26.28 -0.23 282.500 26.27 0.87 JUN12 1000 74.000 25.33 -0.26 140.500 22.72 0.60 JUN12 1200 146.500 21.40 -0.48 60.000 20.95 0.34 JUN12 1400 277.500 20.57 -0.70 321.500 28.22 0.89 DEC12 960 90.500 27.03 -0.26 288.000 27.29 0.84 DEC12 1000 99.000 25.63 -0.29 147.000 22.80 0.59 DEC12 1200 172.500 21.23 -0.49 71.000 21.42 0.36 DEC12 1400 305.000 20.46 -0.69 30.000 20.27 0.19 DEC12 1600 466.500 20.00 -0.83 +++ GlaxoSmithKline plc - STND FUT (GXW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1268.870 DEC10 Z 1255.180 MAR11 H 1238.650 JUN11 M 1225.280 +++ Emporiki Bank of Greece SA (GY /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6900 +++ Gazprom Neft (GZ /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.3000 +++ Hexagon AB (HAB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 128.7000 +++ Hamburger Hafen und Logistik (HAM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.2800 +++ Hays (HAS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 99.000 +++ Hays - STND FUT (HAS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 99.030 DEC10 Z 99.210 MAR11 H 99.410 JUN11 M 99.620 +++ Havas SA (HAV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.5090 +++ HBOS ex event Contracts (HAX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 72.720 +++ 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 370 297.500 80.75 -1.00 +++ Hugo Boss AG - PFD (HBF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.0650 +++ Heineken Holding NV (HD /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.8150 +++ Heidelberger Druckmaschinen AG (HDD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.4880 +++ Home Depot Inc (HDI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 29.630 +++ Heineken NV (HEI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.8250 +++ Heineken NV - STND FUT (HEI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 35.8320 OCT10 V 35.8450 NOV10 X 35.8710 DEC10 Z 35.9110 +++ Heineken NV - Amer Phys FLEX Opt (HEQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.4100 21.36 0.19 17120 4000 0.0600 22.89 0.04 17120 4500 +++ Heineken NV - Phys FLEX Fut (HEZ/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 35.8320 +++ HeidelbergCement AG (HEL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.5200 +++ HeidelbergCement AG - Amer Phys Flex Opt (HET/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 3200 0.7076 37.31 -0.25 +++ Henkel AG & Co. KGAA (HEN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 32.5100 +++ Hera SpA (HER/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.4660 +++ Hartford Financial Services Inc (HFA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 22.200 +++ Henderson Group PLC (HGI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 132.000 +++ Coca Cola Hellenic Bottling Co SA (HK /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.8800 +++ Henkel AG & CO KGaA - PFD - Amer Phys FLEX Opt (HHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3600 0.1022 25.52 -0.11 1.9095 22.85 0.44 18031 4000 +++ Henkel AG & CO KGaA - PFD (HKL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.2400 +++ Hellenic Duty Free Shops SA (HL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.8500 +++ Halma (HLM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 287.400 +++ Halma - STND FUT (HLM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 287.480 DEC10 Z 288.010 MAR11 H 288.580 JUN11 M 289.200 +++ Hammerson (HMS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 373.700 +++ Hammerson - STND FUT (HMS/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 373.810 DEC10 Z 374.490 MAR11 H 375.240 JUN11 M 348.250 +++ 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 59.130 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 ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.2863 24.16 0.40 17090 24931 2.1581 22.71 0.31 17090 25186 +++ Hennes & Mauritz AB ser. B - Amer Phys FLEX Opt (HMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 20500 2.4283 30.95 -0.11 24.7015 25.08 0.65 18031 23500 11.9577 25.08 -0.35 +++ Hennes & Mauritz AB (HNM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 246.1000 +++ Hennes & Mauritz AB - STND FUT (HNM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 246.1990 OCT10 V 246.4020 NOV10 X 246.6600 DEC10 Z 246.9210 +++ Hannover Rueck AG (HNR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.7750 +++ Thales SA - Amer Phys FLEX Opt (HCQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0000 27.00 0.00 17120 5100 +++ Thales SA (HO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.3600 +++ Holmen AB (HOB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 213.7000 +++ Holcim Ltd (HOL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 63.500 +++ Holcim Ltd - Amer Phys FLEX Opt (HOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 720 8.528 31.57 -0.98 6.887 27.14 0.65 18031 600 3.318 27.14 -0.35 +++ Hochtief AG (HOT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 54.7300 +++ Hewlett-Packard Company (HPC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 40.230 +++ Home Retail Group Plc MATCH USF (ARF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 221.360 DEC10 Z 217.020 MAR11 H 208.460 JUN11 M 208.910 +++ Home Retail Group Plc (HRG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 221.300 +++ Hiscox Ltd (HS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 360.500 +++ Hiscox Ltd - STND FUT (HS /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 360.600 DEC10 Z 361.270 MAR11 H 361.980 JUN11 M 362.760 +++ HSBC Holdings plc - STND FUT (HSA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 654.590 DEC10 Z 650.540 MAR11 H 643.830 JUN11 M 639.450 +++ HSBC Holdings plc (HSB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 654.400 +++ HSBC Holdings plc - STND OPT (HSB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 174.750 61.63 0.99 SEP10 480 0.000 41.73 0.00 134.500 40.19 1.00 SEP10 520 0.000 35.11 0.00 94.500 30.38 1.00 SEP10 560 0.000 29.00 0.00 74.750 29.49 0.98 SEP10 580 0.250 26.68 -0.01 55.250 25.20 0.96 SEP10 600 0.250 23.01 -0.03 36.000 22.07 0.89 SEP10 620 1.250 20.39 -0.09 19.500 20.61 0.71 SEP10 640 4.500 19.42 -0.28 7.500 18.63 0.42 SEP10 660 12.750 18.31 -0.58 1.750 18.01 0.15 SEP10 680 27.250 17.98 -0.85 0.250 18.42 0.04 SEP10 700 45.750 15.96 -0.98 0.000 20.19 0.01 SEP10 720 65.500 15.72 -1.00 0.000 21.08 0.00 SEP10 760 105.500 18.91 -1.00 0.000 22.30 0.00 SEP10 800 145.500 25.91 -1.00 0.000 24.63 0.00 SEP10 880 225.500 40.56 -1.00 135.250 32.00 0.98 OCT10 520 0.250 29.83 -0.01 96.250 28.48 0.95 OCT10 560 1.500 28.94 -0.05 58.750 24.34 0.86 OCT10 600 4.500 25.45 -0.15 42.500 23.34 0.77 OCT10 620 8.000 23.95 -0.24 28.000 22.03 0.63 OCT10 640 13.500 22.65 -0.37 16.500 21.08 0.47 OCT10 660 22.250 21.72 -0.53 8.750 20.45 0.31 OCT10 680 34.250 20.80 -0.69 4.000 19.92 0.17 OCT10 700 49.500 20.65 -0.82 1.750 20.10 0.09 OCT10 720 67.000 20.26 -0.91 0.250 21.04 0.02 OCT10 760 105.750 22.47 -0.98 136.500 30.11 0.96 NOV10 520 2.750 32.79 -0.06 99.000 27.65 0.91 NOV10 560 5.750 29.40 -0.12 64.750 25.72 0.79 NOV10 600 12.000 26.65 -0.24 49.500 24.83 0.71 NOV10 620 17.000 25.37 -0.32 36.000 23.59 0.61 NOV10 640 23.750 23.90 -0.42 25.000 22.89 0.49 NOV10 660 33.500 23.44 -0.53 16.000 22.02 0.37 NOV10 680 45.000 22.55 -0.65 5.500 20.76 0.17 NOV10 720 75.000 21.47 -0.84 1.750 21.14 0.07 NOV10 760 111.000 20.42 -0.95 375.750 55.25 1.00 DEC10 279 0.000 40.41 0.00 341.000 52.07 1.00 DEC10 314 0.000 39.62 0.00 306.000 49.16 1.00 DEC10 349 0.000 38.56 0.00 272.250 44.83 0.99 DEC10 383 0.250 37.50 0.00 237.250 39.32 0.99 DEC10 418 0.250 35.32 -0.01 169.500 36.47 0.95 DEC10 488 2.750 34.31 -0.05 102.750 28.42 0.88 DEC10 558 8.250 29.19 -0.15 68.000 26.22 0.76 DEC10 600 16.000 26.58 -0.26 48.500 24.89 0.66 DEC10 627 24.000 25.17 -0.37 40.000 24.18 0.60 DEC10 640 30.000 25.15 -0.43 19.750 22.45 0.39 DEC10 680 49.250 22.65 -0.62 14.250 22.13 0.31 DEC10 697 60.250 22.01 -0.70 8.250 21.35 0.21 DEC10 720 77.500 21.04 -0.80 2.750 21.29 0.08 DEC10 767 119.000 20.65 -0.93 0.250 20.05 0.01 DEC10 837 187.000 21.16 -0.99 0.000 19.86 0.00 DEC10 871 220.750 21.63 -0.99 0.000 19.83 0.00 DEC10 880 229.750 22.48 -0.99 179.250 33.72 0.93 MAR11 480 8.750 34.67 -0.10 109.250 29.21 0.81 MAR11 560 20.000 29.38 -0.22 79.500 27.50 0.70 MAR11 600 30.750 27.25 -0.33 53.750 25.79 0.58 MAR11 640 46.250 25.75 -0.45 34.000 24.52 0.44 MAR11 680 67.250 24.31 -0.59 20.000 23.61 0.31 MAR11 720 94.000 23.39 -0.71 10.750 22.77 0.20 MAR11 760 124.750 22.10 -0.83 5.750 22.55 0.12 MAR11 800 159.250 20.76 -0.91 218.500 35.74 0.95 JUN11 440 9.500 35.43 -0.09 181.750 33.54 0.91 JUN11 480 14.000 33.09 -0.13 115.750 30.13 0.77 JUN11 560 30.500 29.48 -0.26 86.750 28.21 0.68 JUN11 600 43.000 27.84 -0.35 61.750 26.46 0.57 JUN11 640 59.250 26.14 -0.46 42.000 25.16 0.46 JUN11 680 80.250 24.88 -0.57 27.250 24.17 0.34 JUN11 720 105.750 23.83 -0.68 9.750 22.69 0.16 JUN11 800 168.500 21.95 -0.86 3.000 21.62 0.06 JUN11 880 241.250 19.80 -0.96 376.250 49.44 0.99 DEC11 279 4.250 44.24 -0.03 342.250 47.84 0.98 DEC11 314 6.750 42.38 -0.04 308.500 44.92 0.97 DEC11 349 9.750 40.41 -0.06 276.500 42.51 0.95 DEC11 383 13.250 38.47 -0.09 243.500 38.96 0.92 DEC11 418 17.250 36.44 -0.11 181.250 33.70 0.85 DEC11 488 30.000 33.13 -0.19 126.500 30.06 0.74 DEC11 558 48.750 30.09 -0.30 82.500 27.54 0.60 DEC11 627 75.500 27.76 -0.43 75.500 27.04 0.57 DEC11 640 81.500 27.19 -0.46 40.750 24.97 0.39 DEC11 720 128.000 25.30 -0.62 19.500 23.42 0.23 DEC11 800 186.500 23.84 -0.77 8.250 22.13 0.12 DEC11 880 254.750 22.91 -0.87 192.500 33.97 0.84 JUN12 480 40.500 33.05 -0.21 133.500 30.43 0.72 JUN12 560 65.000 30.10 -0.32 86.000 27.63 0.57 JUN12 640 99.750 27.53 -0.46 51.750 25.68 0.42 JUN12 720 146.500 25.84 -0.60 28.750 24.18 0.28 JUN12 800 203.250 24.49 -0.73 201.250 36.00 0.82 DEC12 480 54.500 34.00 -0.23 158.250 36.38 0.70 DEC12 560 100.000 36.60 -0.33 108.250 31.83 0.59 DEC12 640 129.250 31.99 -0.44 75.750 30.37 0.47 DEC12 720 175.750 30.45 -0.54 52.000 29.13 0.36 DEC12 800 231.000 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 4.220 19.42 -0.27 2.760 18.20 0.21 17090 674 +++ HSBC Holdings plc - Amer Phys FLEX Opt (HSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 203.000 37.90 0.98 17120 453 1.000 34.82 -0.02 138.600 32.79 0.93 17120 520 4.460 31.97 -0.08 60.150 25.73 0.73 17120 610 18.390 26.06 -0.30 28.910 23.31 0.50 17120 660 38.530 23.90 -0.52 5.070 21.32 0.14 17120 741 95.230 20.87 -0.87 2.030 21.13 0.07 17120 776 127.420 20.72 -0.94 1.830 21.06 0.06 17120 780 17120 784 135.090 20.77 -0.95 0.340 20.21 0.01 17120 828 178.010 21.09 -0.98 0.000 19.83 0.00 17120 959 0.000 19.83 0.00 17120 1089 267.990 41.60 0.94 16121 392 155.280 32.04 0.80 16121 520 37.380 31.74 -0.23 125.110 29.99 0.74 16121 560 48.980 30.02 -0.30 48.250 25.49 0.43 16121 700 9.120 22.28 0.13 16121 871 245.730 23.01 -0.86 6.900 22.13 0.10 16121 900 2.650 22.13 0.04 16121 1000 7.860 24.18 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 41.73 0.00 18031 560 20.000 29.38 -0.22 10.750 22.77 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 0.290 23.01 -0.02 19.320 20.61 0.72 17090 640 4.220 19.42 -0.27 1.670 18.01 0.14 17090 680 15100 640 13.280 22.65 -0.37 3.950 19.92 0.17 15100 700 174.020 36.84 0.95 17120 479 2.080 34.44 -0.04 135.190 32.79 0.91 17120 520 4.450 31.97 -0.08 107.220 29.34 0.87 17120 550 7.220 29.78 -0.13 31.170 23.57 0.51 17120 654 5.010 21.32 0.14 17120 741 94.940 20.87 -0.87 0.340 20.21 0.01 17120 828 177.550 21.09 -0.98 7.770 22.32 0.12 16091 850 1.330 21.88 0.03 16091 1000 3.430 22.13 0.06 16121 970 2.600 22.13 0.04 16121 1000 1.580 22.13 0.03 16121 1050 21.320 23.57 0.24 20012 800 5.390 22.53 0.08 20012 950 6.700 23.16 0.09 16032 970 5.370 23.16 0.07 16032 1000 3.570 23.16 0.05 16032 1050 17.830 23.70 0.20 20042 850 7.480 23.55 0.10 20042 970 +++ HSBC Holdings plc - Cash FLEX Fut (HSY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17090 654.590 +++ Cardinal Health Inc (HTA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.000 +++ Hellenic Telecommunications Organization SA (HTO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.8000 +++ Hellenic Petroleum SA (HU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 6.1500 +++ Hugo Boss AG - Ord (HUG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.3750 +++ Husqvarna AB (HUS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 48.2900 +++ Honeywell International Inc (HYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.670 +++ Aryzta UG (IA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 33.3500 +++ ICAP (IAP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 438.600 +++ ICAP - STND FUT (IAP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 438.730 DEC10 Z 439.530 MAR11 H 435.140 JUN11 M 436.080 +++ ICAP PLC - STND OPT (ICA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 198.750 53.85 1.00 SEP10 240 0.000 50.00 0.00 178.750 52.79 1.00 SEP10 260 0.000 50.00 0.00 158.750 52.40 1.00 SEP10 280 0.000 50.00 0.00 138.750 50.48 1.00 SEP10 300 0.000 50.00 0.00 118.750 48.57 1.00 SEP10 320 0.000 50.00 0.00 98.750 45.86 1.00 SEP10 340 0.000 48.00 0.00 78.750 44.45 0.99 SEP10 360 0.250 46.00 -0.01 69.000 41.36 0.98 SEP10 370 0.250 42.69 -0.02 59.000 37.88 0.97 SEP10 380 0.250 37.67 -0.03 49.250 34.97 0.96 SEP10 390 0.500 33.87 -0.04 39.750 32.00 0.93 SEP10 400 1.000 32.73 -0.08 30.500 29.99 0.87 SEP10 410 1.750 30.26 -0.13 22.000 28.47 0.78 SEP10 420 3.500 29.11 -0.22 14.750 27.96 0.65 SEP10 430 6.250 28.20 -0.35 8.750 26.70 0.49 SEP10 440 10.250 26.88 -0.51 5.000 26.70 0.33 SEP10 450 17.000 28.80 -0.66 2.000 24.82 0.18 SEP10 460 23.750 26.62 -0.80 0.250 24.82 0.04 SEP10 480 41.750 26.88 -0.95 0.000 30.00 0.00 SEP10 560 121.500 32.21 -1.00 121.750 39.85 0.94 DEC10 320 1.500 35.53 -0.04 103.000 37.18 0.92 DEC10 340 3.000 35.29 -0.07 84.750 34.78 0.88 DEC10 360 5.250 34.20 -0.12 67.500 32.66 0.82 DEC10 380 8.250 32.89 -0.18 51.750 30.85 0.74 DEC10 400 12.500 31.09 -0.26 37.750 29.26 0.64 DEC10 420 18.500 29.50 -0.36 26.250 28.12 0.53 DEC10 440 27.000 28.36 -0.47 17.250 27.06 0.41 DEC10 460 38.000 27.31 -0.59 10.750 26.42 0.29 DEC10 480 51.500 26.67 -0.71 123.250 35.64 0.92 MAR11 320 2.750 29.29 -0.06 89.000 33.56 0.83 MAR11 360 11.250 32.29 -0.18 73.500 32.56 0.77 MAR11 380 16.500 31.88 -0.24 58.750 30.96 0.70 MAR11 400 22.750 30.95 -0.31 46.000 29.87 0.62 MAR11 420 30.000 29.64 -0.39 34.750 28.69 0.53 MAR11 440 39.000 28.49 -0.48 25.500 27.83 0.44 MAR11 460 49.750 27.46 -0.57 18.250 26.99 0.35 MAR11 480 63.000 26.99 -0.66 +++ Iberdrola SA (IBE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.6750 +++ Iberdrola SA - STND FUT (IBE/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 5.6760 OCT10 V 5.6780 NOV10 X 5.6820 DEC10 Z 5.5490 +++ Iberia Lineas ereas de Espana SA (IBL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.6660 +++ International Business Machine Corp (IBM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 127.060 +++ IBM Corporation - Physical STND FUT (IBX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 127.074 OCT10 V 127.100 NOV10 X 127.139 DEC10 Z 127.173 +++ Iberdrola Renovables (IBR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.5770 +++ Intercell AG (ICL/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 14.6900 +++ Intermediate Capital Group (ICP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 285.400 +++ Intermediate Capital Group - STND FUT (ICP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 285.480 DEC10 Z 286.010 MAR11 H 286.570 JUN11 M 287.190 +++ Imerys SA (ID /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 41.2550 +++ Icade (IDE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 76.3800 +++ Indra Sistemas SA (IDR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.5200 +++ Industrivarden AB (IDS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 93.4500 +++ Infineon Technologies AG (IF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.5020 +++ Infineon Technologies AG - STND FUT (IF /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 4.5028 OCT10 V 4.5046 NOV10 X 4.5078 DEC10 Z 4.5128 +++ Infineon Technologies AG - Amer Phys FLEX Opt (IFQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.1858 37.42 0.34 17120 500 0.6782 38.11 -0.66 18031 500 0.8106 39.07 -0.58 18031 520 0.9475 38.65 -0.64 0.1747 37.62 0.26 18031 560 0.1011 36.22 0.18 18031 600 0.1937 37.69 0.25 17061 600 +++ Interpump Group SpA (IGS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.5600 +++ SBM Offshore NV (IHC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 12.7750 +++ InterContinental Hotels Group plc - STND FUT (ICH/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1062.310 DEC10 Z 1064.260 MAR11 H 1066.370 JUN11 M 1048.860 +++ InterContinental Hotels Group plc (IHG/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1062.000 +++ InterContinental Hotels Group plc - STND OPT (IHG/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 262.500 51.01 1.00 SEP10 800 0.000 55.23 0.00 222.500 46.64 0.99 SEP10 840 0.500 49.21 -0.01 182.500 38.77 0.99 SEP10 880 0.500 42.64 -0.01 143.000 35.26 0.98 SEP10 920 1.000 38.74 -0.03 104.000 32.93 0.94 SEP10 960 3.000 37.14 -0.08 85.000 30.35 0.91 SEP10 980 5.000 35.45 -0.12 68.000 30.87 0.84 SEP10 1000 8.000 34.83 -0.19 32.500 30.09 0.59 SEP10 1050 21.000 31.08 -0.41 11.000 29.32 0.29 SEP10 1100 49.000 29.83 -0.71 2.500 28.54 0.09 SEP10 1150 91.000 30.84 -0.89 0.500 29.06 0.02 SEP10 1200 138.500 32.24 -0.97 0.000 29.32 0.00 SEP10 1250 188.000 32.94 -0.99 0.000 29.06 0.00 SEP10 1300 238.000 33.99 -1.00 0.000 28.54 0.00 SEP10 1400 338.000 33.99 -1.00 198.000 34.56 0.87 DEC10 880 15.500 35.45 -0.14 135.000 32.85 0.75 DEC10 960 32.000 33.52 -0.25 107.500 32.04 0.67 DEC10 1000 44.500 32.55 -0.33 54.500 30.65 0.45 DEC10 1100 91.500 31.03 -0.55 22.500 29.14 0.25 DEC10 1200 159.500 29.70 -0.75 8.000 28.55 0.11 DEC10 1300 245.500 29.58 -0.89 2.500 28.05 0.04 DEC10 1400 340.000 30.07 -0.95 216.500 34.08 0.81 MAR11 880 32.000 34.58 -0.19 158.000 32.61 0.71 MAR11 960 53.000 32.90 -0.29 133.000 32.02 0.65 MAR11 1000 68.000 32.34 -0.35 80.500 30.47 0.49 MAR11 1100 115.500 30.83 -0.51 44.000 29.23 0.33 MAR11 1200 179.000 29.57 -0.67 22.500 28.51 0.20 MAR11 1300 257.500 29.02 -0.80 11.000 28.19 0.11 MAR11 1400 346.500 28.96 -0.89 +++ Intercontinental Hotels Grp - Amer Phys FLEX Opt (IHQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 904.300 36.55 1.00 06120 158 904.400 34.47 1.00 04011 158 +++ IMMOFINANZ AG (IIA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 2.7580 +++ 3i Group plc - STND FUT (II /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 269.580 DEC10 Z 269.070 MAR11 H 269.610 JUN11 M 261.880 +++ 3i Group Plc (III/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 269.500 +++ 3i Group Plc - STND OPT (III/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 49.750 44.13 0.99 SEP10 220 0.000 35.17 0.00 39.750 38.53 0.98 SEP10 230 0.000 35.17 -0.01 29.750 33.34 0.96 SEP10 240 0.250 30.06 -0.03 25.000 28.63 0.95 SEP10 245 0.500 31.38 -0.06 20.250 27.53 0.92 SEP10 250 1.000 31.21 -0.11 11.750 26.53 0.76 SEP10 260 3.000 31.34 -0.27 5.500 26.22 0.50 SEP10 270 6.500 28.72 -0.50 1.500 23.66 0.22 SEP10 280 12.750 27.32 -0.75 0.500 23.93 0.07 SEP10 290 21.000 27.15 -0.90 0.000 25.80 0.02 SEP10 300 30.500 25.43 -0.98 0.000 27.67 0.01 SEP10 310 40.500 23.76 -1.00 0.000 29.53 0.00 SEP10 320 50.500 21.78 -1.00 0.000 32.65 0.00 SEP10 340 70.500 16.77 -1.00 0.000 35.14 0.00 SEP10 360 90.500 10.24 -1.00 53.000 34.79 0.89 DEC10 220 3.000 33.82 -0.12 36.000 31.74 0.78 DEC10 240 6.250 31.34 -0.22 22.000 29.60 0.63 DEC10 260 12.250 28.87 -0.38 11.750 27.73 0.43 DEC10 280 22.000 27.21 -0.58 5.250 26.72 0.25 DEC10 300 36.000 26.43 -0.76 2.250 26.30 0.13 DEC10 320 53.000 25.86 -0.88 0.500 27.23 0.03 DEC10 360 91.250 26.78 -0.97 57.000 34.91 0.82 MAR11 220 7.250 34.46 -0.18 42.000 32.93 0.73 MAR11 240 12.250 32.42 -0.27 29.000 30.96 0.61 MAR11 260 19.000 30.42 -0.39 18.500 29.32 0.47 MAR11 280 29.000 29.17 -0.53 11.500 28.27 0.34 MAR11 300 41.500 27.93 -0.67 6.500 27.55 0.23 MAR11 320 56.750 27.16 -0.78 2.250 27.99 0.10 MAR11 360 92.250 26.45 -0.92 +++ Investor AB - B shares (IKA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 132.6000 +++ Irish Life & Permanent Group Holdings plc (IL /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.7250 +++ Iliad SA (ILA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 74.1400 +++ Industria Macchine Automatiche SpA (IMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 13.7500 +++ IMI (IMI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 743.000 +++ IMI - STND FUT (IMI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 743.210 DEC10 Z 744.580 MAR11 H 746.050 JUN11 M 747.650 +++ Imperial Tobacco Group plc - Euro Cash FLEX Opt (IMJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 3.930 16.74 0.13 17090 1927 +++ Imperial Tobacco Group plc (IMP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1856.000 +++ Imperial Tobacco Group plc - STND OPT (IMP/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 456.500 46.65 1.00 SEP10 1400 0.000 38.78 0.00 256.500 29.11 0.99 SEP10 1600 0.000 25.29 0.00 157.000 22.13 0.98 SEP10 1700 0.500 20.65 -0.02 108.500 19.14 0.94 SEP10 1750 1.500 18.56 -0.06 63.000 17.10 0.82 SEP10 1800 6.500 17.13 -0.18 27.500 15.90 0.55 SEP10 1850 21.000 16.21 -0.45 8.000 15.72 0.24 SEP10 1900 52.000 16.12 -0.76 2.500 17.61 0.09 SEP10 1950 96.000 16.93 -0.92 2.000 22.71 0.05 SEP10 2000 144.000 16.29 -0.99 0.000 24.98 0.01 SEP10 2100 244.000 17.91 -1.00 0.000 28.42 0.00 SEP10 2200 344.000 17.91 -1.00 0.000 29.29 0.00 SEP10 2400 544.000 17.91 -1.00 0.000 30.60 0.00 SEP10 2800 944.000 17.91 -1.00 463.000 30.17 0.97 DEC10 1400 3.500 29.12 -0.03 273.500 24.26 0.89 DEC10 1600 13.000 23.74 -0.11 188.500 22.52 0.79 DEC10 1700 28.000 22.27 -0.21 117.000 21.27 0.63 DEC10 1800 56.500 21.05 -0.37 64.000 20.45 0.44 DEC10 1900 103.500 20.30 -0.56 32.000 20.32 0.27 DEC10 2000 171.500 20.00 -0.74 6.500 20.59 0.07 DEC10 2200 347.000 20.05 -0.94 1.500 21.95 0.02 DEC10 2400 544.000 20.60 -1.00 282.500 23.96 0.86 MAR11 1600 38.500 22.71 -0.21 202.000 22.53 0.76 MAR11 1700 64.500 21.47 -0.32 133.500 21.45 0.62 MAR11 1800 104.500 20.60 -0.46 81.000 20.52 0.46 MAR11 1900 158.500 19.62 -0.61 45.500 19.95 0.31 MAR11 2000 228.000 18.96 -0.75 13.000 19.88 0.11 MAR11 2200 400.000 18.16 -0.92 4.500 21.22 0.04 MAR11 2400 593.000 18.13 -0.98 +++ Imperial Tobacco Group plc - Amer Phys FLEX Opt (IMQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 1880 37.200 16.16 -0.65 17090 1960 104.950 16.80 -0.95 +++ Imperial Tobacco Group plc - STND FUT (IMT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1856.540 DEC10 Z 1859.950 MAR11 H 1808.560 JUN11 M 1812.430 +++ Imperial Tobacco Group plc - Euro Phys FLEX Opt (IMX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 63.470 20.45 0.44 17120 1900 102.790 20.30 -0.56 +++ Independent News & Media PLC (IN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.6900 +++ Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3700 0.0200 34.56 -0.02 17090 3900 0.0300 24.15 -0.03 +++ Anheuser-Busch InBev NV - Cash FLEX Fut (IGY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 15110 42.5362 +++ Anheuser-Busch InBev NV (INB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 42.4850 +++ Anheuser-Busch InBev NV - STND FUT (INB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 42.4930 OCT10 V 42.5090 NOV10 X 42.5400 DEC10 Z 42.5870 +++ Inchcape (INC/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 282.900 +++ Inchcape - STND FUT (INC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 282.980 DEC10 Z 283.500 MAR11 H 284.060 JUN11 M 284.670 +++ Indesit Company SpA (INE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.9650 +++ Informa plc (INF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 403.400 +++ Informa plc - STND FUT (INF/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 403.520 DEC10 Z 404.260 MAR11 H 405.060 JUN11 M 405.920 +++ ING Groep NV - Euro Cash FLEX Opt (IAJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17120 2304 15.4519 98.76 -0.97 +++ ING Groep NV - Amer Phys FLEX Opt (IAQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.9800 48.29 0.93 17090 660 17120 580 0.1600 50.63 -0.13 0.5700 38.14 0.52 17120 768 0.2700 34.28 0.32 17120 840 0.0100 23.33 0.00 17120 2457 17.0000 91.10 -0.99 0.0100 21.55 0.00 17120 2688 +++ ING Groep NV - Euro Phys FLEX Opt (IAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.0046 71.69 0.01 17120 2150 13.9028 89.16 -0.97 0.0000 22.74 0.00 17120 2534 17.7023 67.91 -1.00 0.0000 21.55 0.00 17120 2688 19.2374 21.55 -1.00 +++ ING Groep NV (ING/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 7.5670 +++ ING Groep NV - STND FUT (ING/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 7.5680 OCT10 V 7.5710 NOV10 X 7.5770 DEC10 Z 7.5850 +++ Life Technologies Corp (INI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 45.610 +++ Intel Corporation (INT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18.370 +++ Intel Corp - Physical STND FUT (INX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 18.372 OCT10 V 18.376 NOV10 X 18.381 DEC10 Z 18.386 +++ Intel Corporation - Cash FLEX Fut (IYY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 17120 18.386 +++ Investec (INV/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 499.600 +++ Investec - STND FUT (INV/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 499.740 DEC10 Z 500.660 MAR11 H 501.650 JUN11 M 502.730 +++ Bioton SA (IO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.200 +++ Impressa SGPS (IP /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.5800 +++ IPSEN (IPE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 27.1500 +++ International Power plc - STND FUT (INP/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 389.910 DEC10 Z 386.370 MAR11 H 387.140 JUN11 M 371.460 +++ International Power plc - Amer Phys FLEX Opt (IOQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 341.810 77.79 1.00 17090 48 345.820 74.08 1.00 28090 44 334.830 64.31 1.00 27100 55 +++ International Power plc (IPR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 389.800 +++ International Power plc - STND OPT (IPR/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 150.000 77.79 1.00 SEP10 240 0.000 47.98 0.00 130.000 69.30 1.00 SEP10 260 0.000 47.90 0.00 110.000 64.41 1.00 SEP10 280 0.000 45.63 0.00 100.000 60.47 0.99 SEP10 290 0.000 44.17 0.00 90.000 58.75 0.99 SEP10 300 0.000 42.72 0.00 80.000 53.39 0.99 SEP10 310 0.000 41.31 0.00 70.250 50.09 0.98 SEP10 320 0.000 39.88 -0.01 60.500 47.82 0.96 SEP10 330 0.250 38.57 -0.01 50.750 42.56 0.95 SEP10 340 0.500 37.49 -0.03 41.000 38.32 0.92 SEP10 350 0.750 34.12 -0.05 31.750 35.32 0.88 SEP10 360 1.500 33.47 -0.11 22.750 31.61 0.80 SEP10 370 2.250 28.23 -0.17 15.000 29.94 0.68 SEP10 380 4.250 26.81 -0.31 8.750 28.08 0.51 SEP10 390 10.000 31.71 -0.49 4.500 27.17 0.33 SEP10 400 15.750 30.94 -0.65 1.000 28.43 0.10 SEP10 420 31.500 30.29 -0.88 150.000 47.13 1.00 DEC10 240 1.000 47.69 -0.02 130.250 43.52 0.99 DEC10 260 1.250 42.22 -0.03 110.500 39.61 0.98 DEC10 280 1.500 37.88 -0.05 91.000 36.41 0.95 DEC10 300 2.500 34.39 -0.07 72.000 33.28 0.91 DEC10 320 4.000 31.75 -0.12 54.000 29.71 0.84 DEC10 340 6.750 29.21 -0.19 37.500 27.07 0.73 DEC10 360 11.500 27.85 -0.29 25.000 26.14 0.58 DEC10 380 18.500 26.18 -0.43 15.000 24.90 0.43 DEC10 400 28.750 25.16 -0.58 4.000 23.43 0.17 DEC10 440 58.000 23.64 -0.84 150.250 40.42 0.99 MAR11 240 2.500 42.11 -0.04 111.500 35.26 0.94 MAR11 280 4.250 35.12 -0.08 93.250 32.97 0.89 MAR11 300 6.000 32.62 -0.12 75.750 30.79 0.84 MAR11 320 8.500 30.17 -0.17 60.000 29.29 0.76 MAR11 340 12.500 28.74 -0.24 45.500 27.69 0.68 MAR11 360 18.250 27.37 -0.32 33.000 26.28 0.58 MAR11 380 25.750 26.03 -0.43 22.750 25.17 0.47 MAR11 400 35.500 24.96 -0.54 9.750 23.95 0.26 MAR11 440 62.750 23.79 -0.75 +++ IPSOS (IPS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 30.7900 +++ Intracom Holding SA (IR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 0.7300 +++ Iren Spa (IRI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.2460 +++ Inmarsat plc (ISA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 692.500 +++ F & C Asset Management plc (ISI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 67.750 +++ F & C Asset Management plc - STND FUT (ISI/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 67.770 DEC10 Z 67.890 MAR11 H 68.030 JUN11 M 68.170 +++ Inditex SA - Euro Cash FLEX Opt (IJJ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 0.7458 26.48 0.38 17090 5598 0.5777 26.41 0.32 17090 5647 +++ Inditex SA - Amer Phys FLEX Opt (IJQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 28.0556 21.94 1.00 16121 2700 0.0261 25.07 0.00 +++ Industria de Diseno Textil SA (Inditex) (IT /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 55.0400 +++ Inditex SA - STND FUT (IT /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 55.0500 OCT10 V 55.0710 NOV10 X 54.5110 DEC10 Z 54.5710 +++ 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 ------- -------- ---------- ---------- ---------- ---------- 1682.000 +++ Intertek Group - STND FUT (ITR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1682.490 DEC10 Z 1677.020 MAR11 H 1680.340 JUN11 M 1664.970 +++ Italcementi SPA - (savings) (ITS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.3800 +++ Intesa Sanpaolo SpA (Savings) (IU /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1.8790 +++ IVG Immobilien AG (IV /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.2430 +++ Wetherspoon(J D) (JDW/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 431.900 +++ Wetherspoon(J D) - STND FUT (JDW/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 432.020 DEC10 Z 420.630 MAR11 H 421.460 JUN11 M 415.760 +++ Colruyt SA (JF /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 197.2000 +++ Jardine Lloyd Thompson Group (JLT/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 569.000 +++ Jardine Lloyd Thompson Group - STND FUT (JLT/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 569.160 DEC10 Z 570.210 MAR11 H 571.340 JUN11 M 572.560 +++ Jeronimo Martins SGPS (JM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 8.8780 +++ Johnson Matthey (JMA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1688.000 +++ Johnson Matthey - STND FUT (JMA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 1688.490 DEC10 Z 1679.580 MAR11 H 1682.910 JUN11 M 1686.510 +++ JM AB (JMB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 122.5000 +++ Johnson & Johnson Physical (JNX/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 58.770 +++ Johnson & Johnson Physical - STND FUT (JNX/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 58.776 OCT10 V 58.788 NOV10 X 58.806 DEC10 Z 58.822 +++ JPMorgan Chase & Co (JPM/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 38.900 +++ Johnson Controls Inc (JSA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 28.770 +++ St Jude Medical Inc (JUD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 35.270 +++ Jyske Bank A/S (JYS/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 205.00 +++ Kazakhmys plc (KA /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 1285.000 +++ Kazakhmys plc - Euro Phys FLEX Opt (KAX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 15100 1200 35.760 41.37 -0.29 42.610 40.07 0.38 15100 1350 +++ Kazakhmys PLC - STND OPT (KZK/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 405.000 56.79 1.00 SEP10 880 0.000 57.71 0.00 365.000 56.16 1.00 SEP10 920 0.000 55.58 0.00 325.000 54.27 1.00 SEP10 960 0.000 53.38 0.00 305.000 52.80 1.00 SEP10 980 0.000 51.91 0.00 285.000 51.33 1.00 SEP10 1000 0.500 50.06 -0.01 235.500 48.74 0.99 SEP10 1050 0.500 46.60 -0.02 186.000 46.11 0.97 SEP10 1100 2.000 44.50 -0.04 138.000 42.75 0.92 SEP10 1150 5.000 41.84 -0.09 95.000 41.83 0.81 SEP10 1200 12.500 40.80 -0.20 59.000 40.04 0.64 SEP10 1250 26.000 38.78 -0.36 33.000 40.06 0.45 SEP10 1300 49.500 37.85 -0.56 16.500 39.52 0.27 SEP10 1350 83.000 37.39 -0.74 7.000 39.00 0.14 SEP10 1400 125.000 38.42 -0.86 1.000 38.66 0.02 SEP10 1500 219.500 39.11 -0.98 0.000 39.65 0.00 SEP10 1600 318.500 39.80 -1.00 0.000 41.80 0.00 SEP10 1700 418.500 40.81 -1.00 0.000 44.37 0.00 SEP10 1800 518.500 41.84 -1.00 414.000 50.65 0.94 DEC10 880 12.500 52.24 -0.07 377.500 49.10 0.92 DEC10 920 15.000 50.13 -0.08 341.500 47.76 0.90 DEC10 960 19.500 48.46 -0.11 307.000 46.59 0.87 DEC10 1000 24.000 46.76 -0.13 227.500 44.28 0.78 DEC10 1100 44.000 44.19 -0.22 160.500 42.71 0.66 DEC10 1200 76.500 42.67 -0.34 107.500 41.61 0.52 DEC10 1300 123.000 41.37 -0.48 68.500 41.02 0.39 DEC10 1400 184.000 40.71 -0.61 42.500 40.53 0.27 DEC10 1500 258.500 40.50 -0.73 24.500 40.10 0.18 DEC10 1600 341.000 40.17 -0.82 14.500 40.03 0.12 DEC10 1700 430.500 39.86 -0.89 8.000 40.02 0.07 DEC10 1800 524.000 39.52 -0.94 430.500 47.55 0.90 MAR11 880 28.000 48.96 -0.11 398.500 47.40 0.87 MAR11 920 35.000 48.08 -0.13 367.000 47.05 0.85 MAR11 960 42.500 47.22 -0.15 337.000 46.61 0.82 MAR11 1000 51.000 46.34 -0.18 266.000 44.97 0.74 MAR11 1100 78.500 44.32 -0.26 203.000 43.28 0.65 MAR11 1200 116.000 43.04 -0.35 150.500 41.81 0.55 MAR11 1300 164.000 41.60 -0.45 107.000 40.15 0.45 MAR11 1400 221.500 40.43 -0.56 54.500 39.63 0.27 MAR11 1600 367.500 39.63 -0.73 +++ KBC Bankverzekeringsholding (KBB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 34.5850 +++ KBC Bancassurance Holding - STND FUT (KBB/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 34.5910 OCT10 V 34.6050 NOV10 X 34.6300 DEC10 Z 34.6680 +++ KBC Bancassurance Holding - Amer Phys FLEX Opt (KBQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 17090 3400 0.7600 37.03 -0.39 17090 3600 1.8900 36.44 -0.70 +++ Gamesa Corp Tecnologica SA (KC /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.4160 +++ Kloeckner & Co AG (KCO/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.1050 +++ Kesko OYJ (KEB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 31.0800 +++ Kesa Electricals (KES/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 133.400 +++ Kesa Electricals - STND FUT (KES/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 133.440 DEC10 Z 133.680 MAR11 H 133.950 JUN11 M 134.230 +++ Kerry Group PLC (KG /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.7450 +++ Kingfisher PLC (KGF/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 215.500 +++ Kingfisher PLC - STND OPT (KGF/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 35.750 44.91 0.98 SEP10 180 0.250 48.44 -0.03 25.750 35.08 0.97 SEP10 190 0.500 39.34 -0.05 21.000 35.58 0.92 SEP10 195 0.500 33.42 -0.06 16.500 33.71 0.87 SEP10 200 0.750 32.35 -0.12 12.250 31.68 0.79 SEP10 205 1.500 30.76 -0.20 8.500 30.28 0.68 SEP10 210 2.750 30.00 -0.32 5.500 29.36 0.53 SEP10 215 4.750 28.31 -0.47 3.000 27.84 0.37 SEP10 220 7.750 29.00 -0.63 1.750 29.05 0.24 SEP10 225 11.250 29.00 -0.76 1.000 29.22 0.14 SEP10 230 15.500 30.00 -0.85 0.500 30.00 0.08 SEP10 235 20.000 30.00 -0.92 0.250 30.00 0.04 SEP10 240 24.750 30.00 -0.96 0.000 30.00 0.01 SEP10 250 34.500 30.00 -0.99 0.000 30.00 0.00 SEP10 260 44.500 30.00 -1.00 0.000 30.00 0.00 SEP10 280 64.500 30.00 -1.00 0.000 30.00 0.00 SEP10 320 104.500 30.00 -1.00 36.000 34.97 0.95 OCT10 180 0.750 35.08 -0.07 26.500 31.01 0.91 OCT10 190 1.750 32.15 -0.13 22.000 29.65 0.87 OCT10 195 2.250 29.94 -0.17 17.750 28.37 0.81 OCT10 200 3.000 28.41 -0.23 14.000 27.84 0.73 OCT10 205 4.750 28.94 -0.32 10.250 26.58 0.64 OCT10 210 6.000 26.93 -0.41 7.500 25.82 0.53 OCT10 215 8.500 26.80 -0.51 5.000 24.93 0.41 OCT10 220 11.500 26.70 -0.61 3.250 24.84 0.31 OCT10 225 14.750 26.30 -0.70 2.000 23.56 0.21 OCT10 230 19.000 27.92 -0.77 1.000 26.88 0.12 OCT10 240 27.250 26.73 -0.89 0.500 35.06 0.06 OCT10 260 46.750 31.55 -0.96 36.750 33.58 0.91 NOV10 180 2.500 35.77 -0.13 27.500 30.12 0.85 NOV10 190 3.250 30.97 -0.18 23.500 29.80 0.80 NOV10 195 4.250 29.98 -0.23 19.500 28.48 0.74 NOV10 200 5.500 29.08 -0.29 16.000 27.73 0.67 NOV10 205 7.000 28.16 -0.35 12.500 26.71 0.60 NOV10 210 8.750 27.25 -0.42 9.750 26.04 0.52 NOV10 215 11.250 27.08 -0.49 7.500 25.33 0.43 NOV10 220 14.250 26.97 -0.57 4.250 25.25 0.29 NOV10 230 20.750 26.21 -0.71 1.750 23.67 0.16 NOV10 240 28.500 25.41 -0.83 37.250 32.11 0.89 DEC10 180 3.250 33.26 -0.15 28.750 30.62 0.81 DEC10 190 4.750 31.00 -0.21 21.250 29.10 0.71 DEC10 200 7.500 29.81 -0.31 14.500 27.41 0.58 DEC10 210 11.250 28.76 -0.42 9.750 26.78 0.45 DEC10 220 16.250 27.80 -0.55 6.000 25.85 0.33 DEC10 230 22.500 26.96 -0.67 3.500 25.56 0.22 DEC10 240 30.000 26.43 -0.77 1.250 25.48 0.09 DEC10 260 47.750 27.88 -0.89 0.500 27.15 0.04 DEC10 280 67.250 32.57 -0.93 0.250 35.53 0.02 DEC10 320 106.500 35.93 -0.98 40.250 31.75 0.81 MAR11 180 6.500 33.00 -0.20 32.250 29.81 0.75 MAR11 190 8.750 31.00 -0.26 25.500 28.84 0.67 MAR11 200 11.750 29.88 -0.34 19.750 28.18 0.58 MAR11 210 16.000 28.93 -0.42 14.750 27.32 0.49 MAR11 220 21.000 28.24 -0.51 10.500 26.68 0.40 MAR11 230 27.000 27.88 -0.60 7.500 26.33 0.31 MAR11 240 33.750 27.17 -0.68 2.250 28.26 0.12 MAR11 280 68.000 27.83 -0.90 +++ Kingfisher plc - Euro Phys FLEX Opt (KGX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 32.130 28.36 0.63 16121 200 21.580 29.38 -0.37 +++ Kingfisher plc - STND FUT (KIG/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 215.560 DEC10 Z 213.960 MAR11 H 214.380 JUN11 M 210.080 +++ Kudelski SA (KH /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 26.600 +++ KGHM Polska Miedz SA (KHH/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 111.000 +++ Kinnevik Investment AB (KIN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 140.7000 +++ Klepierre (KLI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 25.4700 +++ Komercni Banka AS (KM /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4010.00 +++ Kinder Morgan Energy Partners LP (KME/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 68.630 +++ Natixis (KN /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 4.4220 +++ Kone OYJ (KNE/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 36.8600 +++ Kuehne & Nagel Int AG (KNI/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 105.900 +++ Coca-Cola Company (KO /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 57.260 +++ Koninklijke KPN NV (KPN/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 11.4100 +++ Royal KPN NV - STND FUT (KPN/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 11.4120 OCT10 V 11.4170 NOV10 X 11.4250 DEC10 Z 11.4370 +++ Royal KPN NV - Amer Phys FLEX Opt (KPQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 19110 1000 0.0600 22.53 -0.09 0.3200 17.37 0.49 19110 1150 0.1500 17.42 0.29 19110 1200 17120 1000 0.0900 22.34 -0.12 17120 1400 2.6300 21.44 -0.97 +++ Royal KPN NV - Euro Phys FLEX Opt (KPX/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 1.5208 22.33 0.88 17120 1000 0.0827 22.34 -0.12 1.6381 21.73 0.71 16121 1000 0.5729 21.69 -0.29 +++ Royal KPN NV - Cash FLEX Fut (KPY/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 18021 11.4591 +++ Krones AG (KR /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 44.6050 +++ Merck KGaA (KS /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 71.0200 +++ Merck KGaA - Amer Phys FLEX Opt (KSQ/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 5.1153 24.21 0.94 17090 6600 +++ Kingspan Group Plc (KSP/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 5.5890 +++ Fomento de Construcciones SA (KW /S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 19.2000 +++ Corning Inc (KWA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 16.510 +++ Kimberly-Clark Corp (KYA/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 65.700 +++ Landi Renzo SpA (LAD/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 3.8625 +++ Laird plc (LAR/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 135.000 +++ Laird plc - STND FUT (LAR/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 135.040 DEC10 Z 135.290 MAR11 H 135.550 JUN11 M 135.840 +++ Ladbrokes plc - STND FUT (HG /F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- SEP10 U 135.540 DEC10 Z 135.790 MAR11 H 132.050 JUN11 M 132.340 +++ Ladbrokes plc (LDB/S) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- 135.500 +++ Ladbrokes plc - STND OPT (LDB/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 36.000 94.44 0.95 SEP10 100 0.000 71.93 -0.02 26.250 76.81 0.92 SEP10 110 0.250 60.08 -0.04 16.000 41.31 0.93 SEP10 120 0.500 44.95 -0.08 10.750 25.29 0.95 SEP10 125 0.750 35.97 -0.13 6.750 28.99 0.77 SEP10 130 1.000 28.18 -0.22 3.500 28.66 0.54 SEP10 135 2.500 25.78 -0.46 1.250 26.08 0.28 SEP10 140 5.500 25.40 -0.73 0.500 30.20 0.14 SEP10 145 10.000 29.52 -0.87 0.250 32.96 0.07 SEP10 150 14.750 29.68 -0.95 0.000 40.00 0.02 SEP10 160 24.750 48.04 -0.95 0.000 46.65 0.01 SEP10 170 34.750 65.04 -0.95 0.000 46.65 0.00 SEP10 180 44.750 74.96 -0.96 36.250 36.92 0.95 DEC10 100 0.000 26.07 -0.01 19.000 33.08 0.78 DEC10 120 3.500 34.02 -0.22 12.500 32.46 0.63 DEC10 130 6.500 32.24 -0.37 7.000 29.97 0.46 DEC10 140 11.500