Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | CAC 40 Index Option* (10 Euro) (PXA) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3350 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3375 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3425 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3475 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3525 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3550 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3575 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3625 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3650 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3675 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3725 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3750 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3775 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3825 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3850 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3950 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 Total N/A | N/A N/A 0 Indicative a-t-m Vol 27.34 Underlying Price 3488.50 Time to expiry: 24 Days Sep 10 1888.33 1.00 101.70 0| 0 0 0 1600 1488.49 1.00 75.34 0| 0 0 0 2000 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1288.77 1.00 66.45 0| 0 0 0 2200 1088.97 1.00 56.21 0| 0 0 0 2400 889.47 0.99 47.82 0| 0 21 0 2600 691.16 0.98 41.81 0| 0 61 0 2800 593.02 0.97 39.24 0| 10 11 0 2900 496.77 0.94 37.36 0| 0 145 0 3000 402.91 0.91 35.32 0| 0 0 0 3100 313.23 0.85 33.35 0| 0 195 0 3200 270.50 0.81 32.34 0| 0 6 0 3250 238.20 229.62 0.76 31.30 238.20 S 238.20 S 1| 0 121 0 3300 191.07 0.71 30.28 0| 0 118 0 3350 162.50 155.17 0.65 29.23 164.00 141.00 157| 0 1,542 0 3400 128.70 122.16 0.57 28.11 128.70 111.00 213| 0 3,143 -450 3450 113.30 107.28 0.54 27.63 113.30 S 101.70 S 140| 0 0 0 3475 98.50 93.24 0.50 27.12 103.00 78.20 1,830| 78 2,698 -37 3500 90.40 80.15 0.45 26.59 91.10 70.60 383| 0 0 0 3525 77.40 68.06 0.41 26.05 77.40 57.20 353| 170 907 +54 3550 56.00 57.32 0.37 25.59 56.40 53.00 170| 7 7 +7 3575 53.20 47.50 0.33 25.08 53.60 38.70 384| 136 5,215 +37 3600 40.50 38.99 0.29 24.65 42.60 36.60 42| 0 0 0 3625 37.00 31.60 0.25 24.24 37.00 25.00 538| 408 2,102 +209 3650 23.00 20.03 0.18 23.53 24.00 14.40 273| 506 4,767 +18 3700 14.50 11.92 0.12 22.85 14.50 10.20 104| 241 1,486 +178 3750 8.20 6.73 0.08 22.30 8.50 5.50 356| 286 6,556 +129 3800 5.00 3.70 0.05 21.95 5.00 3.70 100| 376 3,263 +179 3850 2.60 2.03 0.03 21.82 2.60 1.70 206| 115 6,371 -3 3900 1.80 1.07 0.02 21.70 1.80 1.80 13| 116 1,312 -116 3950 1.00 0.32 0.01 20.35 1.00 1.00 3| 29 9,871 -2 4000 0.80 0.11 0.00 19.83 0.80 0.80 5| 0 2,754 0 4050 0.04 0.00 19.34 0| 30 5,757 +30 4100 0.01 0.00 18.88 0| 0 425 0 4150 0.01 0.00 18.43 0| 0 756 0 4200 0.01 0.00 18.01 0| 0 327 0 4250 0.01 0.00 17.62 0| 0 739 0 4300 0.01 0.00 16.89 0| 0 319 0 4400 0.01 0.00 16.24 0| 0 176 0 4500 0.01 0.00 15.68 0| 0 313 0 4600 0.01 0.00 14.76 0| 0 926 0 4800 0.01 0.00 13.70 0| 0 20 0 5200 0.01 0.00 13.50 0| 0 0 0 5600 Total 5,271| 2,508 62,430 +233 Indicative a-t-m Vol 27.91 Underlying Price 3489.00 Time to expiry: 52 Days Oct 10 1091.96 0.98 47.41 0| 0 0 0 2400 896.44 0.97 43.94 0| 0 0 0 2600 704.97 0.93 40.34 0| 0 0 0 2800 611.83 0.91 38.57 0| 0 0 0 2900 521.24 0.87 36.81 0| 0 11 0 3000 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 433.86 0.83 35.01 0| 10 10 0 3100 350.87 0.77 33.21 0| 1 1 +1 3200 273.73 0.70 31.46 0| 0 1 0 3300 237.46 0.66 30.51 0| 0 0 0 3350 203.19 0.61 29.57 0| 6 6 +6 3400 171.18 0.56 28.64 0| 0 31 0 3450 151.20 141.60 0.51 27.71 151.20 151.20 19| 29 74 +4 3500 122.40 114.85 0.45 26.81 122.40 113.40 64| 38 58 +25 3550 97.70 91.15 0.39 25.95 99.20 84.80 157| 90 563 0 3600 75.40 70.70 0.34 25.15 76.20 69.60 115| 240 405 +180 3650 57.90 53.25 0.28 24.36 58.00 53.10 121| 63 310 -50 3700 42.60 38.95 0.22 23.61 43.00 37.20 174| 30 156 0 3750 30.00 27.60 0.18 22.92 30.00 27.00 30| 11 670 -3 3800 21.00 19.15 0.13 22.36 21.00 17.00 31| 1 699 +1 3850 15.00 12.85 0.10 21.83 15.00 12.50 14| 69 2,681 +32 3900 5.00 0.05 20.73 0| 24 929 +4 4000 2.20 1.90 0.02 20.20 2.50 2.00 31| 0 296 0 4100 0.80 0.01 20.27 0| 3 560 -3 4200 0.22 0.00 19.56 0| 0 30 0 4300 0.10 0.00 20.04 0| 0 335 0 4400 0.01 0.00 19.60 0| 0 2 0 4600 0.01 0.00 20.80 0| 0 0 0 4800 Total 756| 615 7,828 +197 Indicative a-t-m Vol 28.25 Underlying Price 3474.00 Time to expiry: 87 Days Nov 10 1079.31 0.98 40.30 0| 0 0 0 2400 892.56 0.94 40.79 0| 0 0 0 2600 712.24 0.89 39.14 0| 0 0 0 2800 540.84 0.82 36.60 0| 0 0 0 3000 455.43 0.78 34.31 0| 0 0 0 3100 360.00 377.62 0.72 32.76 360.00 360.00 1| 0 0 0 3200 304.20 0.66 31.09 0| 0 0 0 3300 238.25 0.59 29.64 0| 0 0 0 3400 207.80 207.47 0.55 28.86 207.80 202.50 31| 0 0 0 3450 179.30 175.45 0.51 27.60 179.30 175.10 56| 0 0 0 3500 148.85 0.46 26.85 0| 0 0 0 3550 128.20 124.98 0.42 26.18 128.20 125.10 S 41| 0 0 0 3600 102.90 0.37 25.43 0| 0 0 0 3650 87.70 83.35 0.32 24.72 87.70 S 83.80 S 21| 0 0 0 3700 53.30 51.45 0.23 23.33 54.00 48.00 85| 2 2 +2 3800 31.00 28.94 0.15 22.03 31.00 31.00 1| 0 0 0 3900 16.00 15.18 0.09 21.02 16.00 16.00 2| 0 0 0 4000 7.20 0.05 20.12 0| 0 0 0 4100 3.15 0.03 19.40 0| 0 0 0 4200 0.52 0.01 18.50 0| 0 0 0 4400 0.03 0.00 19.00 0| 0 0 0 4800 Total 238| 2 2 +2 Indicative a-t-m Vol 28.22 Underlying Price 3468.50 Time to expiry: 115 Days Dec 10 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1865.82 1.00 52.90 0| 0 0 0 1600 1474.57 0.98 52.05 0| 0 0 0 2000 1282.20 0.96 49.34 0| 0 17 0 2200 1092.38 0.94 45.98 0| 0 0 0 2400 903.52 0.91 41.53 0| 0 500 0 2600 725.76 0.86 38.75 0| 0 22 0 2800 637.32 0.83 36.72 0| 0 11 0 2900 554.47 0.80 35.31 0| 0 5,610 0 3000 474.72 0.75 33.84 0| 0 5 0 3100 398.62 0.70 32.31 0| 0 2,931 0 3200 362.27 0.68 31.55 0| 0 95 0 3250 327.12 0.65 30.78 0| 0 586 0 3300 293.11 0.61 29.98 0| 0 170 0 3350 260.86 0.58 29.23 0| 0 3,347 0 3400 230.06 0.55 28.46 0| 0 330 0 3450 196.90 202.16 0.51 27.84 199.50 196.90 13| 0 1,677 0 3500 173.70 174.96 0.47 27.09 173.70 173.70 1| 0 1,118 0 3550 154.20 150.00 0.43 26.39 154.20 154.20 1| 0 13,168 0 3600 127.05 0.39 25.69 0| 0 432 -3 3650 106.25 0.35 25.01 0| 0 1,777 0 3700 87.65 0.31 24.36 0| 0 1,286 0 3750 75.50 71.05 0.27 23.70 75.50 67.00 231| 23 18,645 -17 3800 56.55 0.23 23.04 0| 52 606 +52 3850 44.10 44.45 0.19 22.46 44.10 S 44.10 S 1| 45 18,520 +45 3900 38.50 34.35 0.16 21.92 38.50 S 35.00 6| 5 429 +4 3950 30.20 26.40 0.13 21.48 30.20 25.00 38| 38 16,596 +6 4000 19.85 0.11 21.03 0| 5 157 0 4050 16.50 15.00 0.08 20.72 16.50 S 16.50 S 1| 25 1,069 +5 4100 10.50 10.40 0.06 20.11 10.50 10.50 2| 12 288 +10 4150 8.00 7.35 0.05 19.72 8.00 7.90 23| 30 4,228 +30 4200 5.30 0.04 19.49 0| 2 548 0 4250 4.60 3.98 0.03 19.44 4.60 4.60 10| 0 2,964 -3 4300 1.78 0.01 18.81 0| 0 3,496 0 4400 1.45 0.01 19.78 0| 0 1,293 0 4500 0.29 0.00 17.78 0| 0 1,434 0 4600 0.11 0.00 17.38 0| 0 373 0 4700 0.04 0.00 17.07 0| 15 2,409 +15 4800 0.01 0.00 16.82 0| 0 1,647 0 4900 0.01 0.00 16.66 0| 10 9,252 +10 5000 0.01 0.00 16.56 0| 0 2,396 0 5100 0.01 0.00 16.54 0| 0 2,800 0 5200 0.01 0.00 16.59 0| 0 42 0 5300 0.01 0.00 16.70 0| 0 7,792 0 5400 0.01 0.00 16.89 0| 0 2,708 0 5500 0.01 0.00 17.13 0| 0 4,000 0 5600 0.01 0.00 17.45 0| 0 1,125 0 5700 0.01 0.00 17.82 0| 0 0 0 5800 0.01 0.00 18.25 0| 0 0 0 5900 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 18.75 0| 0 8,050 0 6000 0.01 0.00 19.30 0| 0 0 0 6100 0.01 0.00 19.91 0| 0 0 0 6200 0.01 0.00 20.57 0| 0 0 0 6300 0.01 0.00 21.29 0| 0 0 0 6400 0.01 0.00 22.06 0| 0 0 0 6500 0.01 0.00 22.88 0| 0 0 0 6600 0.01 0.00 23.74 0| 0 0 0 6700 0.01 0.00 24.66 0| 0 0 0 6800 0.01 0.00 28.80 0| 0 0 0 7200 Total 327| 262 145,949 +154 Indicative a-t-m Vol 28.32 Underlying Price 3477.00 Time to expiry: 206 Days Mar 11 1879.34 0.98 53.81 0| 0 0 0 1600 1500.90 0.95 49.68 0| 0 0 0 2000 1127.35 0.91 42.26 0| 0 0 0 2400 954.43 0.87 40.22 0| 0 0 0 2600 782.63 0.82 37.09 0| 0 25 0 2800 699.95 0.79 35.59 0| 0 0 0 2900 619.98 0.76 34.15 0| 0 0 0 3000 543.17 0.72 32.75 0| 0 0 0 3100 474.23 0.68 31.87 0| 0 0 0 3200 438.93 0.66 31.18 0| 0 0 0 3250 404.63 0.63 30.50 0| 0 220 0 3300 372.03 0.61 29.89 0| 0 80 0 3350 340.54 0.58 29.28 0| 0 162 0 3400 310.24 0.56 28.68 0| 0 219 0 3450 280.60 0.53 28.02 0| 0 290 0 3500 251.00 252.95 0.50 27.43 251.00 251.00 21| 21 107 +21 3550 226.55 0.47 26.83 0| 0 43 0 3600 202.10 0.44 26.29 0| 0 337 0 3650 179.15 0.41 25.76 0| 0 457 0 3700 155.90 156.85 0.38 25.15 155.90 155.90 11| 0 152 0 3750 137.25 0.35 24.66 0| 1 1,015 -1 3800 118.90 0.32 24.15 0| 0 290 0 3850 108.60 102.55 0.29 23.69 108.60 S 108.40 S 5| 0 140 0 3900 91.80 87.70 0.26 23.24 91.80 S 91.70 S 10| 0 661 0 3950 78.00 74.45 0.23 22.81 78.00 78.00 2| 0 657 0 4000 66.80 63.05 0.21 22.45 66.80 S 66.80 S 10| 0 61 0 4050 52.65 0.18 22.05 0| 3 107 -1 4100 45.80 43.95 0.16 21.72 45.80 S 45.80 S 10| 0 152 0 4150 35.95 0.14 21.33 0| 0 174 0 4200 29.60 0.12 21.05 0| 0 20 0 4250 25.04 0.10 20.96 0| 0 15 0 4300 16.00 16.21 0.07 20.39 16.00 16.00 5| 0 1,053 0 4400 10.17 0.05 19.87 0| 0 45 0 4500 6.19 0.03 19.42 0| 0 2,042 0 4600 2.13 0.01 18.67 0| 0 125 0 4800 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.22 0.00 17.80 0| 0 10 0 5200 0.03 0.00 17.72 0| 0 0 0 5600 0.01 0.00 19.80 0| 0 0 0 6400 Total 74| 25 8,659 +19 Indicative a-t-m Vol 28.60 Underlying Price 3376.00 Time to expiry: 297 Days Jun 11 2558.64 1.00 33.70 0| 0 0 0 800 1786.75 0.97 50.82 0| 0 0 0 1600 1418.96 0.93 45.96 0| 0 0 0 2000 1062.16 0.87 39.86 0| 0 0 0 2400 895.16 0.83 37.41 0| 0 0 0 2600 734.13 0.77 34.78 0| 0 0 0 2800 657.49 0.74 33.53 0| 0 0 0 2900 583.91 0.71 32.34 0| 0 0 0 3000 513.80 0.67 31.20 0| 0 0 0 3100 447.54 0.63 30.11 0| 0 47 0 3200 415.99 0.61 29.59 0| 0 0 0 3250 390.89 0.59 29.53 0| 0 121 0 3300 361.27 0.56 29.00 0| 0 63 0 3350 329.80 0.54 28.24 0| 0 711 0 3400 303.55 0.52 27.82 0| 0 176 0 3450 277.45 0.49 27.32 0| 0 504 0 3500 252.30 0.47 26.81 0| 0 388 0 3550 228.10 0.44 26.29 0| 0 885 0 3600 206.00 0.41 25.84 0| 0 553 0 3650 184.95 0.39 25.37 0| 0 301 0 3700 164.40 0.36 24.85 0| 0 213 0 3750 146.85 0.34 24.48 0| 0 585 0 3800 133.21 0.31 24.36 0| 0 63 0 3850 118.11 0.29 24.01 0| 0 0 0 3900 86.85 0.24 22.84 0| 0 334 0 4000 69.87 0.20 22.74 0| 0 0 0 4100 52.31 0.16 22.18 0| 0 292 0 4200 27.80 0.10 21.20 0| 0 422 0 4400 13.84 0.06 20.39 0| 0 25 0 4600 6.54 0.03 19.76 0| 0 1,016 0 4800 1.35 0.01 18.99 0| 0 40 0 5200 0.30 0.00 18.79 0| 0 20 0 5600 0.04 0.00 20.00 0| 0 0 0 6400 Total 0| 0 6,759 0 Indicative a-t-m Vol 28.57 Underlying Price 3379.00 Time to expiry: 388 Days Sep 11 2555.02 1.00 45.00 0| 0 0 0 800 1784.20 0.97 44.20 0| 0 0 0 1600 1089.44 0.86 38.51 0| 0 0 0 2400 776.35 0.76 34.40 0| 0 0 0 2800 632.18 0.70 32.30 0| 0 0 0 3000 499.57 0.63 30.29 0| 0 0 0 3200 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 380.52 0.55 28.36 0| 0 292 0 3400 275.76 0.46 26.44 0| 0 0 0 3600 188.25 0.37 24.60 0| 0 21 0 3800 119.44 0.28 22.88 0| 0 121 0 4000 71.11 0.19 21.47 0| 0 480 0 4200 40.44 0.13 20.43 0| 0 2 0 4400 10.25 0.04 18.63 0| 0 1 0 4800 1.99 0.01 17.37 0| 0 0 0 5200 0.33 0.00 16.57 0| 0 0 0 5600 0.03 0.00 17.18 0| 0 0 0 6400 Total 0| 0 917 0 Indicative a-t-m Vol 28.58 Underlying Price 3364.50 Time to expiry: 479 Days Dec 11 2532.53 1.00 47.10 0| 0 0 0 800 1789.47 0.95 47.38 0| 0 0 0 1600 1439.11 0.90 42.90 0| 0 0 0 2000 1268.86 0.87 40.43 0| 0 0 0 2200 1104.74 0.84 38.14 0| 0 0 0 2400 798.10 0.75 33.90 0| 0 350 0 2800 658.80 0.69 31.98 0| 0 0 0 3000 532.15 0.62 30.26 0| 0 50 0 3200 411.98 0.55 28.23 0| 0 1,250 0 3400 309.63 0.47 26.54 0| 0 6,638 0 3600 221.84 0.39 24.88 0| 0 4,021 0 3800 148.72 0.30 23.19 0| 0 3,651 0 4000 99.17 0.23 22.17 0| 0 1 0 4200 62.00 0.16 21.14 0| 0 571 0 4400 20.64 0.07 19.42 0| 0 21 0 4800 15.00 0.05 19.02 0| 0 3 0 4900 10.08 0.04 18.44 0| 0 2,005 0 5000 6.96 0.03 18.04 0| 0 0 0 5100 4.71 0.02 17.67 0| 0 0 0 5200 3.12 0.01 17.32 0| 0 0 0 5300 2.03 0.01 16.98 0| 0 0 0 5400 1.70 0.01 17.18 0| 0 2 0 5500 0.81 0.00 16.37 0| 0 0 0 5600 0.50 0.00 16.09 0| 0 0 0 5700 0.30 0.00 15.83 0| 0 0 0 5800 0.25 0.00 16.02 0| 0 0 0 5900 0.20 0.00 16.14 0| 0 4,000 0 6000 0.06 0.00 15.15 0| 0 0 0 6100 0.03 0.00 14.95 0| 0 0 0 6200 0.02 0.00 14.77 0| 0 0 0 6300 0.01 0.00 14.60 0| 0 0 0 6400 0.01 0.00 14.44 0| 0 0 0 6500 0.01 0.00 14.30 0| 0 0 0 6600 0.01 0.00 14.18 0| 0 0 0 6700 0.01 0.00 14.06 0| 0 0 0 6800 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 13.78 0| 0 0 0 7200 Total 0| 0 22,563 0 Indicative a-t-m Vol 28.50 Underlying Price 3371.00 Time to expiry: 570 Days Mar 12 2530.64 1.00 48.82 0| 0 0 0 800 2151.84 0.98 46.77 0| 0 0 0 1200 1789.03 0.95 43.60 0| 0 0 0 1600 1445.26 0.90 40.20 0| 0 0 0 2000 1125.54 0.83 36.91 0| 0 0 0 2400 832.35 0.74 33.54 0| 0 0 0 2800 696.35 0.69 31.77 0| 0 0 0 3000 569.66 0.63 30.02 0| 0 0 0 3200 452.43 0.56 28.24 0| 0 0 0 3400 352.20 0.49 26.80 0| 0 0 0 3600 261.52 0.41 25.19 0| 0 42 0 3800 188.86 0.34 23.88 0| 0 0 0 4000 130.10 0.26 22.61 0| 0 0 0 4200 88.23 0.20 21.71 0| 0 0 0 4400 34.13 0.10 19.87 0| 0 0 0 4800 9.70 0.04 18.05 0| 0 0 0 5200 2.01 0.01 16.52 0| 0 20 0 5600 0.36 0.00 15.50 0| 0 0 0 6000 0.05 0.00 14.57 0| 0 0 0 6400 0.01 0.00 14.06 0| 0 0 0 6800 Total 0| 0 62 0 Indicative a-t-m Vol 28.76 Underlying Price 3287.50 Time to expiry: 661 Days Jun 12 2437.79 1.00 45.35 0| 0 0 0 800 1711.26 0.94 42.03 0| 0 0 0 1600 1068.54 0.81 35.64 0| 0 0 0 2400 789.94 0.72 32.61 0| 0 0 0 2800 661.71 0.67 31.02 0| 0 0 0 3000 543.47 0.61 29.48 0| 0 0 0 3200 433.75 0.54 27.85 0| 0 0 0 3400 337.44 0.47 26.37 0| 0 0 0 3600 256.98 0.40 25.14 0| 0 0 0 3800 183.43 0.32 23.58 0| 0 0 0 4000 128.92 0.25 22.45 0| 0 0 0 4200 88.51 0.19 21.54 0| 0 0 0 4400 36.72 0.10 19.87 0| 0 0 0 4800 2.99 0.01 16.83 0| 0 0 0 5600 0.18 0.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 29.07 Underlying Price 3285.50 Time to expiry: 850 Days Dec 12 2414.89 0.99 43.53 0| 0 0 0 800 1722.38 0.93 41.76 0| 0 0 0 1600 1411.10 0.87 39.20 0| 0 0 0 2000 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1259.26 0.84 37.42 0| 0 0 0 2200 1114.39 0.80 35.79 0| 0 0 0 2400 842.65 0.72 32.53 0| 0 0 0 2800 719.81 0.67 31.08 0| 0 0 0 3000 605.13 0.61 29.65 0| 0 2,250 0 3200 404.60 0.49 26.95 0| 0 9,100 0 3600 252.22 0.37 24.77 0| 0 5,500 0 4000 135.55 0.25 22.34 0| 0 100 0 4400 66.49 0.15 20.59 0| 0 0 0 4800 45.34 0.11 19.92 0| 0 500 0 5000 31.60 0.08 19.52 0| 0 15 0 5200 15.51 0.05 19.00 0| 0 0 0 5600 8.52 0.03 18.99 0| 0 0 0 6000 4.31 0.01 18.79 0| 0 0 0 6400 Total 0| 0 17,465 0 Indicative a-t-m Vol 27.03 Underlying Price 3287.00 Time to expiry: 1214 Days Dec 13 2374.89 0.99 41.09 0| 0 0 0 800 1698.90 0.92 36.12 0| 0 0 0 1600 1396.32 0.87 33.80 0| 0 0 0 2000 1120.29 0.80 31.64 0| 0 0 0 2400 870.33 0.71 29.47 0| 0 0 0 2800 756.49 0.67 28.43 0| 0 3,750 0 3000 651.13 0.62 27.44 0| 0 500 0 3200 465.16 0.52 25.54 0| 0 3,250 0 3600 315.48 0.41 23.83 0| 0 3,250 0 4000 204.08 0.31 22.42 0| 0 0 0 4400 125.85 0.22 21.25 0| 0 0 0 4800 39.11 0.09 19.16 0| 0 0 0 5600 7.57 0.02 17.00 0| 0 0 0 6400 Total 0| 0 10,750 0 Indicative a-t-m Vol 26.62 Underlying Price 3269.00 Time to expiry: 1578 Days Dec 14 2317.97 0.98 40.60 0| 0 0 0 800 1685.62 0.91 35.64 0| 0 0 0 1600 1145.21 0.79 31.20 0| 0 0 0 2400 907.99 0.71 29.02 0| 0 0 0 2800 695.33 0.62 26.92 0| 0 0 0 3200 515.56 0.53 25.15 0| 0 250 0 3600 362.74 0.43 23.37 0| 0 0 0 4000 249.10 0.34 22.08 0| 0 0 0 4400 163.41 0.25 20.91 0| 0 0 0 4800 61.69 0.12 19.00 0| 0 0 0 5600 17.39 0.04 17.17 0| 0 0 0 6400 Total 0| 0 250 0 Total Calls 6,666| 3,412 283,634 +605 | Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | CAC 40 Index Option* (10 Euro) (PXA) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3350 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3375 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3425 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3475 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3525 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3550 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3575 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3625 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3650 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3675 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3725 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3750 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3775 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3825 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3850 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3950 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 Total N/A | N/A N/A 0 Indicative a-t-m Vol 27.34 Underlying Price 3488.50 Time to expiry: 24 Days Sep 10 0.31 0.00 101.70 0| 0 318 0 1600 0.37 0.00 75.34 0| 0 384 0 2000 0.60 0.00 66.45 0| 50 919 0 2200 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 11 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.75 0.00 56.21 0| 21 1,418 0 2400 1.90 1.19 -0.01 47.82 1.90 1.30 54| 10 22,913 +10 2600 3.40 2.83 -0.02 41.81 4.10 3.40 129| 12 4,898 -8 2800 5.00 4.67 -0.03 39.24 6.50 5.00 348| 0 2,556 0 2900 7.40 8.39 -0.06 37.36 11.00 7.40 452| 33 10,782 +12 3000 14.00 14.51 -0.09 35.32 18.80 14.00 1,363| 16 2,018 -1 3100 23.30 24.80 -0.15 33.35 30.60 22.00 335| 333 8,869 +22 3200 30.10 32.06 -0.19 32.34 39.80 30.00 188| 16 3,182 +5 3250 35.80 41.16 -0.24 31.30 49.90 35.80 256| 452 5,176 -100 3300 44.90 52.61 -0.29 30.28 63.00 44.90 976| 16 584 0 3350 57.00 66.70 -0.35 29.23 78.80 57.00 499| 568 7,038 -158 3400 72.60 83.67 -0.43 28.11 98.00 72.00 499| 205 1,905 -467 3450 88.80 93.79 -0.46 27.63 105.70 S 88.80 267| 57 49 +49 3475 96.30 104.74 -0.50 27.12 121.20 S 94.00 1,983| 149 6,936 +33 3500 113.40 116.64 -0.55 26.59 113.40 113.40 40| 15 15 +15 3525 120.20 129.55 -0.59 26.05 148.20 S 120.20 S 155| 118 961 +21 3550 129.00 143.80 -0.63 25.59 154.70 129.00 38| 2 2 +2 3575 141.00 158.97 -0.67 25.08 171.00 141.00 35| 61 8,920 +5 3600 175.45 -0.71 24.65 0| 0 0 0 3625 201.00 193.06 -0.75 24.24 201.00 201.00 5| 99 1,373 +4 3650 240.00 231.47 -0.82 23.53 240.00 237.70 S 7| 0 5,203 0 3700 273.35 -0.88 22.85 0| 0 271 0 3750 313.00 318.15 -0.92 22.30 313.00 313.00 5| 5 2,035 0 3800 365.10 -0.95 21.95 0| 0 1,131 0 3850 413.42 -0.97 21.82 0| 0 757 0 3900 462.45 -0.98 21.70 0| 0 57 0 3950 511.69 -0.99 20.35 0| 0 500 0 4000 561.47 -1.00 19.83 0| 0 43 0 4050 611.38 -1.00 19.34 0| 0 105 0 4100 661.34 -1.00 18.88 0| 0 96 0 4150 711.32 -1.00 18.43 0| 0 55 0 4200 761.31 -1.00 18.01 0| 0 0 0 4250 811.29 -1.00 17.62 0| 0 44 0 4300 911.27 -1.00 16.89 0| 0 66 0 4400 1011.24 -1.00 16.24 0| 0 0 0 4500 1111.22 -1.00 15.68 0| 0 0 0 4600 1311.17 -1.00 14.76 0| 0 1 0 4800 1711.07 -1.00 13.70 0| 0 0 0 5200 2110.96 -1.00 13.50 0| 0 0 0 5600 Total 7,634| 2,238 101,580 -556 Indicative a-t-m Vol 27.91 Underlying Price 3489.00 Time to expiry: 52 Days Oct 10 4.10 3.65 -0.02 47.41 4.10 3.80 60| 0 577 0 2400 8.80 8.00 -0.03 43.94 8.80 8.30 320| 0 1,330 0 2600 16.10 16.40 -0.07 40.34 19.60 15.50 145| 63 538 +20 2800 23.70 23.20 -0.09 38.57 25.60 23.00 61| 0 115 0 2900 32.80 32.55 -0.13 36.81 32.80 31.00 37| 101 309 0 3000 43.60 45.10 -0.17 35.01 52.00 S 43.60 250| 37 648 -26 3100 58.00 62.05 -0.23 33.21 70.00 58.00 762| 128 720 0 3200 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 78.00 84.85 -0.30 31.46 95.00 78.00 3| 6 231 +6 3300 89.20 98.55 -0.34 30.51 110.00 89.20 121| 0 89 0 3350 113.60 114.25 -0.39 29.57 128.00 113.60 152| 1 519 -10 3400 132.40 132.20 -0.44 28.64 132.40 126.40 60| 0 438 -4 3450 151.00 152.59 -0.49 27.71 151.00 146.10 50| 34 261 +33 3500 175.81 -0.55 26.81 0| 0 209 0 3550 202.08 -0.61 25.95 0| 0 203 0 3600 231.60 -0.66 25.15 0| 0 122 0 3650 270.00 264.12 -0.72 24.36 270.00 270.00 3| 0 148 0 3700 299.79 -0.78 23.61 0| 0 182 0 3750 338.40 -0.82 22.92 0| 0 41 0 3800 379.92 -0.87 22.36 0| 0 0 0 3850 423.59 -0.90 21.83 0| 0 2 0 3900 515.68 -0.95 20.73 0| 0 1 0 4000 612.52 -0.98 20.20 0| 0 0 0 4100 711.35 -0.99 20.27 0| 0 0 0 4200 810.71 -1.00 19.56 0| 0 0 0 4300 910.53 -1.00 20.04 0| 0 0 0 4400 1110.31 -1.00 19.60 0| 0 0 0 4600 1310.18 -1.00 20.80 0| 0 0 0 4800 Total 2,024| 370 6,683 +19 Indicative a-t-m Vol 28.25 Underlying Price 3474.00 Time to expiry: 87 Days Nov 10 6.81 -0.02 40.30 0| 0 0 0 2400 19.78 -0.06 40.79 0| 0 0 0 2600 40.00 39.18 -0.11 39.14 40.00 S 40.00 S 200| 0 0 0 2800 60.40 67.50 -0.18 36.60 65.00 59.60 S 611| 0 0 0 3000 81.95 -0.22 34.31 0| 0 0 0 3100 102.00 104.00 -0.28 32.76 103.50 102.00 7| 0 0 0 3200 132.40 130.44 -0.34 31.09 132.80 S 130.40 45| 0 0 0 3300 170.80 164.35 -0.41 29.64 170.80 170.80 20| 0 0 0 3400 183.50 -0.45 28.86 0| 0 0 0 3450 206.80 201.41 -0.49 27.60 207.60 S 206.80 S 20| 0 0 0 3500 224.74 -0.54 26.85 0| 0 0 0 3550 250.80 -0.58 26.18 0| 0 0 0 3600 278.66 -0.63 25.43 0| 0 0 0 3650 309.04 -0.68 24.72 0| 0 0 0 3700 377.00 -0.77 23.33 0| 0 0 0 3800 454.35 -0.85 22.03 0| 0 0 0 3900 540.44 -0.91 21.02 0| 0 0 0 4000 632.33 -0.95 20.12 0| 0 0 0 4100 728.14 -0.97 19.40 0| 0 0 0 4200 925.23 -0.99 18.50 0| 0 0 0 4400 1324.18 -1.00 19.00 0| 0 0 0 4800 Total 903| 0 0 0 Indicative a-t-m Vol 28.22 Underlying Price 3468.50 Time to expiry: 115 Days Dec 10 1.04 0.00 52.90 0| 0 549 0 1600 7.60 8.99 -0.02 52.05 7.60 7.50 80| 5 542 -5 2000 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.22 -0.04 49.34 0| 0 2,842 0 2200 25.00 26.00 -0.06 45.98 25.80 22.40 52| 56 914 +54 2400 36.00 36.75 -0.09 41.53 37.70 35.60 434| 98 2,573 +30 2600 58.59 -0.14 38.75 0| 0 12,882 0 2800 68.50 69.95 -0.17 36.72 72.00 68.50 7| 0 3,200 0 2900 85.00 86.90 -0.20 35.31 90.00 84.00 510| 196 6,800 -148 3000 109.90 106.95 -0.25 33.84 113.00 109.90 2| 10 2,234 +7 3100 131.00 130.65 -0.30 32.31 131.00 131.00 1| 0 5,971 0 3200 144.20 -0.32 31.55 0| 0 1,046 0 3250 158.95 -0.35 30.78 0| 0 886 0 3300 190.10 174.85 -0.39 29.98 190.10 190.10 3| 3 342 +2 3350 190.50 192.50 -0.42 29.23 190.50 190.50 1| 0 3,385 0 3400 211.60 -0.45 28.46 0| 50 183 +9 3450 220.80 233.60 -0.49 27.84 241.60 220.80 163| 13 3,207 -1 3500 256.30 -0.53 27.09 0| 0 297 0 3550 281.24 -0.57 26.39 0| 0 17,574 0 3600 308.19 -0.61 25.69 0| 0 1,001 -3 3650 337.29 -0.65 25.01 0| 0 4,318 0 3700 372.50 368.59 -0.69 24.36 372.50 372.50 1| 0 764 0 3750 401.89 -0.73 23.70 0| 0 15,723 0 3800 437.29 -0.77 23.04 0| 0 212 0 3850 475.09 -0.81 22.46 0| 0 16,535 0 3900 514.89 -0.84 21.92 0| 0 378 0 3950 556.84 -0.87 21.48 0| 0 10,090 0 4000 600.19 -0.89 21.03 0| 0 1 0 4050 645.25 -0.92 20.72 0| 0 61 0 4100 690.55 -0.94 20.11 0| 0 65 0 4150 737.40 -0.95 19.72 0| 0 877 0 4200 785.25 -0.96 19.49 0| 0 0 0 4250 833.83 -0.97 19.44 0| 0 0 0 4300 931.43 -0.99 18.81 0| 0 3,803 0 4400 1030.90 -0.99 19.78 0| 0 0 0 4500 1129.54 -1.00 17.78 0| 0 0 0 4600 1229.16 -1.00 17.38 0| 0 0 0 4700 1328.89 -1.00 17.07 0| 0 2,269 0 4800 1428.67 -1.00 16.82 0| 0 1,500 0 4900 1528.46 -1.00 16.66 0| 0 7,800 0 5000 1628.26 -1.00 16.56 0| 0 2,250 0 5100 1728.06 -1.00 16.54 0| 0 2,765 0 5200 1827.86 -1.00 16.59 0| 0 0 0 5300 1927.66 -1.00 16.70 0| 0 7,751 0 5400 2027.46 -1.00 16.89 0| 0 2,750 0 5500 2127.27 -1.00 17.13 0| 0 4,000 0 5600 2227.07 -1.00 17.45 0| 0 1,000 0 5700 2326.87 -1.00 17.82 0| 0 0 0 5800 2426.67 -1.00 18.25 0| 0 0 0 5900 2526.47 -1.00 18.75 0| 0 4,550 0 6000 2626.27 -1.00 19.30 0| 0 2,500 0 6100 2726.07 -1.00 19.91 0| 0 0 0 6200 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2825.88 -1.00 20.57 0| 0 0 0 6300 2925.68 -1.00 21.29 0| 0 0 0 6400 3025.48 -1.00 22.06 0| 0 0 0 6500 3125.28 -1.00 22.88 0| 0 1 0 6600 3225.08 -1.00 23.74 0| 0 0 0 6700 3324.88 -1.00 24.66 0| 0 0 0 6800 3724.09 -1.00 28.80 0| 0 0 0 7200 Total 1,254| 431 158,391 -55 Indicative a-t-m Vol 28.32 Underlying Price 3477.00 Time to expiry: 206 Days Mar 11 9.95 -0.02 53.81 0| 0 0 0 1600 29.89 -0.05 49.68 0| 0 34 0 2000 54.72 -0.09 42.26 0| 19 156 0 2400 80.98 -0.13 40.22 0| 0 50 0 2600 108.37 -0.18 37.09 0| 0 154 0 2800 125.29 -0.21 35.59 0| 0 102 0 2900 144.91 -0.24 34.15 0| 0 2,125 0 3000 167.70 -0.28 32.75 0| 0 34 0 3100 198.35 -0.32 31.87 0| 0 1,052 0 3200 212.85 -0.34 31.18 0| 0 91 0 3250 228.35 -0.37 30.50 0| 0 216 0 3300 245.55 -0.39 29.89 0| 0 238 0 3350 262.00 263.85 -0.42 29.28 262.00 262.00 2| 0 335 0 3400 283.35 -0.44 28.68 0| 0 93 0 3450 303.51 -0.47 28.02 0| 0 132 0 3500 325.65 -0.50 27.43 0| 10 127 +10 3550 349.05 -0.53 26.83 0| 0 545 0 3600 374.40 -0.56 26.29 0| 0 182 0 3650 401.25 -0.59 25.76 0| 0 0 0 3700 428.74 -0.62 25.15 0| 0 40 0 3750 458.94 -0.65 24.66 0| 0 43 0 3800 490.39 -0.68 24.15 0| 0 40 0 3850 523.83 -0.71 23.69 0| 0 120 0 3900 558.78 -0.74 23.24 0| 0 1 0 3950 595.33 -0.77 22.81 0| 0 572 0 4000 633.73 -0.79 22.45 0| 0 0 0 4050 673.12 -0.82 22.05 0| 0 0 0 4100 714.22 -0.84 21.72 0| 0 0 0 4150 756.02 -0.86 21.33 0| 0 80 0 4200 799.47 -0.88 21.05 0| 0 0 0 4250 844.71 -0.90 20.96 0| 0 0 0 4300 935.46 -0.93 20.39 0| 0 0 0 4400 1029.02 -0.95 19.87 0| 0 0 0 4500 1124.64 -0.97 19.42 0| 0 0 0 4600 1319.76 -0.99 18.67 0| 0 0 0 4800 1716.23 -1.00 17.80 0| 0 0 0 5200 2114.42 -1.00 17.72 0| 0 0 0 5600 2911.15 -1.00 19.80 0| 0 0 0 6400 Total 2| 29 6,562 +10 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 28.60 Underlying Price 3376.00 Time to expiry: 297 Days Jun 11 0.01 0.00 33.70 0| 0 0 0 800 22.72 -0.03 50.82 0| 0 15 0 1600 48.20 52.24 -0.07 45.96 48.20 48.20 50| 0 565 0 2000 90.00 92.74 -0.13 39.86 95.00 90.00 106| 50 136 +20 2400 124.39 -0.17 37.41 0| 14 17 -14 2600 162.01 -0.23 34.78 0| 0 158 0 2800 184.69 -0.26 33.53 0| 0 0 0 2900 210.45 -0.29 32.34 0| 0 247 0 3000 239.66 -0.33 31.20 0| 0 0 0 3100 272.73 -0.37 30.11 0| 0 76 0 3200 290.84 -0.39 29.59 0| 0 0 0 3250 315.40 -0.41 29.53 0| 0 100 0 3300 335.45 -0.44 29.00 0| 0 50 0 3350 353.64 -0.46 28.24 0| 0 719 0 3400 377.05 -0.48 27.82 0| 0 278 0 3450 400.61 -0.51 27.32 0| 0 77 0 3500 425.13 -0.53 26.81 0| 0 84 0 3550 450.59 -0.56 26.29 0| 0 632 0 3600 478.15 -0.59 25.84 0| 0 336 0 3650 506.77 -0.61 25.37 0| 0 70 0 3700 535.88 -0.64 24.85 0| 0 74 0 3750 567.99 -0.66 24.48 0| 0 105 0 3800 604.01 -0.69 24.36 0| 0 0 0 3850 638.58 -0.71 24.01 0| 0 0 0 3900 706.65 -0.76 22.84 0| 0 43 0 4000 788.99 -0.80 22.74 0| 0 0 0 4100 870.75 -0.84 22.18 0| 0 0 0 4200 1044.90 -0.90 21.20 0| 0 0 0 4400 1229.60 -0.94 20.39 0| 0 0 0 4600 1420.94 -0.97 19.76 0| 0 0 0 4800 1813.06 -0.99 18.99 0| 0 5 0 5200 2209.31 -1.00 18.79 0| 0 0 0 5600 3003.67 -1.00 20.00 0| 0 0 0 6400 Total 156| 64 3,787 +6 Indicative a-t-m Vol 28.57 Underlying Price 3379.00 Time to expiry: 388 Days Sep 11 0.20 0.00 45.00 0| 0 0 0 800 21.88 -0.03 44.20 0| 0 1 0 1600 119.62 -0.14 38.51 0| 0 110 0 2400 193.60 202.78 -0.24 34.40 193.60 193.60 3| 0 1 0 2800 256.73 -0.30 32.30 0| 0 20 0 3000 322.25 -0.37 30.29 0| 0 57 0 3200 401.32 -0.45 28.36 0| 0 107 0 3400 494.69 -0.54 26.44 0| 0 92 0 3600 605.31 -0.63 24.60 0| 0 21 0 3800 734.62 -0.72 22.88 0| 0 21 0 4000 884.41 -0.81 21.47 0| 0 200 0 4200 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1051.86 -0.87 20.43 0| 0 0 0 4400 1417.93 -0.96 18.63 0| 0 1 0 4800 1805.92 -0.99 17.37 0| 0 0 0 5200 2200.51 -1.00 16.57 0| 0 0 0 5600 2992.71 -1.00 17.18 0| 0 0 0 6400 Total 3| 0 631 0 Indicative a-t-m Vol 28.58 Underlying Price 3364.50 Time to expiry: 479 Days Dec 11 1.03 0.00 47.10 0| 0 0 0 800 47.68 -0.05 47.38 0| 0 10 0 1600 93.50 92.17 -0.10 42.90 93.50 93.50 50| 0 8 0 2000 119.34 -0.13 40.43 0| 0 138 0 2200 152.65 -0.16 38.14 0| 0 99 0 2400 240.86 -0.25 33.90 0| 0 665 0 2800 299.00 -0.31 31.98 0| 0 21 0 3000 369.77 -0.38 30.26 0| 0 89 0 3200 447.02 -0.45 28.23 0| 0 1,275 0 3400 542.10 -0.53 26.54 0| 0 7,863 0 3600 651.73 -0.61 24.88 0| 0 4,020 0 3800 776.04 -0.70 23.19 0| 0 4,600 0 4000 923.92 -0.77 22.17 0| 0 0 0 4200 1084.18 -0.84 21.14 0| 0 0 0 4400 1437.66 -0.93 19.42 0| 0 0 0 4800 1530.74 -0.95 19.02 0| 0 0 0 4900 1624.54 -0.96 18.44 0| 0 2,000 0 5000 1720.13 -0.97 18.04 0| 0 0 0 5100 1816.59 -0.98 17.67 0| 0 11 0 5200 1913.72 -0.99 17.32 0| 0 0 0 5300 2011.34 -0.99 16.98 0| 0 0 0 5400 2109.72 -0.99 17.18 0| 0 0 0 5500 2207.55 -1.00 16.37 0| 0 0 0 5600 2305.95 -1.00 16.09 0| 0 0 0 5700 2404.46 -1.00 15.83 0| 0 0 0 5800 2503.12 -1.00 16.02 0| 0 0 0 5900 2601.79 -1.00 16.14 0| 0 4,000 0 6000 2700.36 -1.00 15.15 0| 0 0 0 6100 2799.05 -1.00 14.95 0| 0 0 0 6200 2897.75 -1.00 14.77 0| 0 0 0 6300 2996.45 -1.00 14.60 0| 0 0 0 6400 3095.16 -1.00 14.44 0| 0 0 0 6500 3193.87 -1.00 14.30 0| 0 0 0 6600 3292.58 -1.00 14.18 0| 0 0 0 6700 3391.29 -1.00 14.06 0| 0 0 0 6800 3786.15 -1.00 13.78 0| 0 0 0 7200 Total 50| 0 24,799 0 Indicative a-t-m Vol 28.50 Underlying Price 3371.00 Time to expiry: 570 Days Mar 12 2.95 0.00 48.82 0| 0 0 0 800 17.42 -0.02 46.77 0| 0 0 0 1200 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 17 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 47.86 -0.05 43.60 0| 0 0 0 1600 97.35 -0.10 40.20 0| 0 21 0 2000 170.90 -0.17 36.91 0| 0 0 0 2400 270.97 -0.26 33.54 0| 0 0 0 2800 331.60 -0.31 31.77 0| 0 0 0 3000 401.54 -0.37 30.02 0| 0 42 0 3200 480.94 -0.44 28.24 0| 0 61 0 3400 577.34 -0.51 26.80 0| 0 0 0 3600 683.29 -0.59 25.19 0| 0 0 0 3800 807.27 -0.66 23.88 0| 0 0 0 4000 945.14 -0.74 22.61 0| 0 0 0 4200 1099.90 -0.80 21.71 0| 0 0 0 4400 1439.06 -0.90 19.87 0| 0 0 0 4800 1807.89 -0.96 18.05 0| 0 0 0 5200 2193.46 -0.99 16.52 0| 0 0 0 5600 2585.07 -1.00 15.50 0| 0 0 0 6000 2978.02 -1.00 14.57 0| 0 0 0 6400 3371.24 -1.00 14.06 0| 0 0 0 6800 Total 0| 0 124 0 Indicative a-t-m Vol 28.76 Underlying Price 3287.50 Time to expiry: 661 Days Jun 12 3.28 0.00 45.35 0| 0 0 0 800 59.70 -0.06 42.03 0| 0 0 0 1600 199.95 -0.19 35.64 0| 0 0 0 2400 312.82 -0.28 32.61 0| 0 0 0 2800 380.33 -0.33 31.02 0| 0 0 0 3000 457.84 -0.39 29.48 0| 0 0 0 3200 543.85 -0.46 27.85 0| 0 0 0 3400 643.29 -0.53 26.37 0| 0 0 0 3600 758.57 -0.60 25.14 0| 0 0 0 3800 880.76 -0.68 23.58 0| 0 0 0 4000 1021.98 -0.75 22.45 0| 0 0 0 4200 1177.32 -0.81 21.54 0| 0 0 0 4400 1517.00 -0.90 19.87 0| 0 0 0 4800 2266.23 -0.99 16.83 0| 0 0 0 5600 3046.38 -1.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 29.07 Underlying Price 3285.50 Time to expiry: 850 Days Dec 12 6.02 -0.01 43.53 0| 0 0 0 800 88.85 -0.07 41.76 0| 0 5 0 1600 165.24 -0.13 39.20 0| 0 707 0 2000 207.23 -0.16 37.42 0| 0 26 0 2200 256.20 -0.20 35.79 0| 0 48 0 2400 372.12 -0.28 32.53 0| 0 0 0 2800 443.11 -0.33 31.08 0| 0 42 0 3000 522.26 -0.39 29.65 0| 0 2,250 0 3200 709.41 -0.51 26.95 0| 0 9,100 0 3600 944.69 -0.63 24.77 0| 0 5,479 0 4000 Equity Index Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1215.68 -0.75 22.34 0| 0 0 0 4400 1534.29 -0.85 20.59 0| 0 0 0 4800 1706.98 -0.89 19.92 0| 0 500 0 5000 1887.06 -0.92 19.52 0| 0 0 0 5200 2258.64 -0.95 19.00 0| 0 0 0 5600 2639.32 -0.97 18.99 0| 0 0 0 6000 3022.78 -0.99 18.79 0| 0 0 0 6400 Total 0| 0 18,157 0 Indicative a-t-m Vol 27.03 Underlying Price 3287.00 Time to expiry: 1214 Days Dec 13 12.57 -0.01 41.09 0| 0 0 0 800 96.47 -0.08 36.12 0| 0 0 0 1600 173.84 -0.13 33.80 0| 0 0 0 2000 277.75 -0.20 31.64 0| 0 0 0 2400 407.75 -0.29 29.47 0| 0 0 0 2800 483.88 -0.33 28.43 0| 0 0 0 3000 568.49 -0.38 27.44 0| 0 2,500 0 3200 762.46 -0.48 25.54 0| 0 3,500 0 3600 992.74 -0.59 23.83 0| 0 500 0 4000 1261.28 -0.69 22.42 0| 0 3,000 0 4400 1563.00 -0.78 21.25 0| 0 0 0 4800 2236.15 -0.91 19.16 0| 0 0 0 5600 2964.51 -0.98 17.00 0| 0 0 0 6400 Total 0| 0 9,500 0 Indicative a-t-m Vol 26.62 Underlying Price 3269.00 Time to expiry: 1578 Days Dec 14 23.53 -0.02 40.60 0| 0 0 0 800 134.62 -0.09 35.64 0| 0 0 0 1600 337.65 -0.21 31.20 0| 0 0 0 2400 472.14 -0.29 29.02 0| 0 0 0 2800 631.21 -0.38 26.92 0| 0 0 0 3200 823.15 -0.47 25.15 0| 0 250 0 3600 1042.06 -0.57 23.37 0| 0 0 0 4000 1300.14 -0.66 22.08 0| 0 0 0 4400 1586.16 -0.75 20.91 0| 0 0 0 4800 2227.88 -0.88 19.00 0| 0 0 0 5600 2927.03 -0.96 17.17 0| 0 0 0 6400 Total 0| 0 250 0 Total Puts 12,026| 3,132 330,464 -576 Grand Total 18,692| 6,544 614,098 +29