Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 28.31 Underlying Price 3454.50 Time to expiry: 23 Days Sep 10 1854.30 1.00 100.82 0| 0 0 0 1600 1454.42 1.00 73.55 0| 0 0 0 2000 1254.56 1.00 63.27 0| 0 0 0 2200 1054.85 1.00 54.77 0| 0 0 0 2400 855.19 0.99 45.79 0| 0 21 0 2600 657.39 0.98 41.59 0| 0 61 0 2800 559.92 0.96 39.60 0| 0 11 0 2900 464.04 0.94 37.40 0| 0 145 0 3000 371.41 0.89 35.46 0| 0 0 0 3100 283.59 0.82 33.50 0| 0 195 0 3200 242.20 0.78 32.51 0| 0 6 0 3250 202.91 0.73 31.47 0| 1 122 +1 3300 155.00 166.32 0.67 30.47 159.00 151.50 140| 0 118 0 3350 144.00 132.74 0.60 29.45 145.00 110.00 272| 157 1,680 +138 3400 112.90 117.24 0.56 28.95 114.40 S 112.90 S 25| 0 0 0 3425 114.10 102.60 0.52 28.42 114.10 88.60 320| 213 3,034 -109 3450 80.60 88.70 0.48 27.83 82.80 79.70 52| 140 90 +90 3475 85.50 76.10 0.44 27.32 87.00 62.30 307| 1,830 4,354 +1,656 3500 74.20 64.60 0.40 26.83 76.50 65.90 248| 383 160 +160 3525 62.20 54.20 0.36 26.35 64.80 43.00 240| 353 842 -65 3550 52.70 44.95 0.31 25.89 52.70 39.20 117| 170 107 +100 3575 42.50 36.75 0.27 25.43 47.50 32.00 123| 384 5,308 +93 3600 34.00 29.75 0.24 25.03 37.60 30.80 126| 42 21 +21 3625 31.00 23.60 0.20 24.59 31.50 21.20 163| 538 2,450 +348 3650 17.00 14.30 0.14 23.83 17.20 12.00 184| 273 4,741 -26 3700 10.40 8.25 0.09 23.23 10.40 6.90 251| 104 1,522 +36 3750 6.00 4.60 0.05 22.82 6.00 4.00 80| 356 6,428 -128 3800 3.20 2.55 0.03 22.65 3.20 2.40 102| 100 3,304 +41 3850 1.35 0.02 22.48 0| 206 6,220 -151 3900 1.00 0.01 23.46 0| 13 1,299 -13 3950 0.30 0.00 21.94 0| 3 9,870 -1 4000 0.08 0.00 20.85 0| 5 2,754 0 4050 0.03 0.00 20.39 0| 0 5,757 0 4100 0.01 0.00 19.96 0| 0 425 0 4150 0.01 0.00 19.54 0| 0 756 0 4200 0.01 0.00 19.13 0| 0 327 0 4250 0.01 0.00 18.75 0| 0 739 0 4300 0.01 0.00 18.04 0| 0 319 0 4400 0.01 0.00 17.39 0| 0 176 0 4500 0.01 0.00 16.80 0| 0 313 0 4600 0.01 0.00 15.79 0| 0 926 0 4800 0.01 0.00 14.36 0| 0 20 0 5200 0.01 0.00 13.70 0| 0 0 0 5600 Total 2,750| 5,271 64,621 +2,191 Indicative a-t-m Vol 28.41 Underlying Price 3456.00 Time to expiry: 51 Days Oct 10 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1059.15 0.98 47.25 0| 0 0 0 2400 863.73 0.97 43.53 0| 0 0 0 2600 673.11 0.93 40.09 0| 0 0 0 2800 580.78 0.90 38.40 0| 0 0 0 2900 491.20 0.86 36.67 0| 0 11 0 3000 405.16 0.81 34.88 0| 0 10 0 3100 323.93 0.75 33.09 0| 0 1 0 3200 235.00 248.75 0.67 31.26 235.00 235.00 1| 0 1 0 3300 220.00 214.08 0.63 30.37 220.00 220.00 1| 0 0 0 3350 181.51 0.58 29.46 0| 0 6 0 3400 167.30 151.20 0.53 28.53 167.30 134.00 95| 0 31 0 3450 134.90 123.15 0.47 27.54 137.80 114.30 62| 19 90 +16 3500 88.00 98.60 0.41 26.69 88.00 88.00 3| 64 114 +56 3550 86.20 77.25 0.36 25.89 86.20 71.00 52| 157 573 +10 3600 58.85 0.30 25.09 0| 115 470 +65 3650 41.00 43.75 0.24 24.38 43.00 40.90 6| 121 400 +90 3700 30.00 31.55 0.19 23.70 30.00 30.00 1| 174 253 +97 3750 25.00 22.00 0.15 23.05 27.20 19.50 312| 30 659 -11 3800 15.20 15.00 0.11 22.51 15.20 15.00 120| 31 729 +30 3850 11.30 10.00 0.08 22.07 11.30 8.80 1,128| 14 2,685 +4 3900 4.70 4.15 0.04 21.37 4.80 3.90 17| 0 929 0 4000 1.30 1.50 0.02 20.72 1.30 S 1.30 S 3| 31 296 0 4100 0.55 0.01 20.48 0| 0 560 0 4200 0.15 0.00 19.87 0| 0 30 0 4300 0.20 0.05 0.00 19.71 0.20 0.20 10| 0 335 0 4400 0.01 0.00 19.94 0| 0 2 0 4600 0.01 0.00 21.00 0| 0 0 0 4800 Total 1,811| 756 8,185 +357 Indicative a-t-m Vol 28.56 Underlying Price 3439.50 Time to expiry: 86 Days Nov 10 1045.95 0.97 40.70 0| 0 0 0 2400 862.37 0.93 41.94 0| 0 0 0 2600 680.91 0.88 39.10 0| 0 0 0 2800 507.39 0.81 35.61 0| 0 0 0 3000 427.03 0.76 34.13 0| 0 0 0 3100 350.97 0.70 32.58 0| 1 1 +1 3200 280.21 0.64 31.01 0| 0 0 0 3300 246.90 0.60 30.17 0| 0 0 0 3350 215.20 0.56 29.32 0| 0 0 0 3400 174.10 184.71 0.52 28.37 174.10 174.10 1| 31 31 +31 3450 161.70 157.18 0.48 27.56 161.70 S 161.70 S 3| 56 56 +56 3500 131.50 0.43 26.70 0| 0 0 0 3550 109.10 0.38 26.00 0| 41 21 +21 3600 88.90 0.34 25.29 0| 0 0 0 3650 66.00 71.30 0.29 24.62 66.00 66.00 1| 21 21 +21 3700 40.00 43.35 0.21 23.37 40.00 38.90 S 4| 85 65 +63 3800 28.20 23.60 0.13 22.05 28.20 S 23.20 356| 1 1 +1 3900 11.92 0.08 21.04 0| 2 2 +2 4000 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.51 0.04 20.19 0| 0 0 0 4100 2.35 0.02 19.51 0| 0 0 0 4200 0.38 0.00 18.70 0| 0 0 0 4400 0.02 0.00 19.30 0| 0 0 0 4800 Total 365| 238 198 +196 Indicative a-t-m Vol 28.84 Underlying Price 3436.50 Time to expiry: 114 Days Dec 10 1834.10 1.00 53.45 0| 0 0 0 1600 1443.14 0.98 52.04 0| 0 0 0 2000 1251.17 0.96 49.33 0| 0 17 0 2200 1062.02 0.94 46.00 0| 0 0 0 2400 873.71 0.91 41.45 0| 0 500 0 2600 697.91 0.85 38.81 0| 0 22 0 2800 611.20 0.82 36.94 0| 0 11 0 2900 530.09 0.78 35.61 0| 0 5,610 0 3000 450.94 0.74 33.98 0| 0 5 0 3100 376.44 0.69 32.45 0| 0 2,931 0 3200 341.03 0.66 31.69 0| 0 95 0 3250 307.68 0.63 31.03 0| 0 586 0 3300 260.40 274.93 0.59 30.26 260.40 260.40 36| 0 170 0 3350 243.68 0.56 29.49 0| 0 3,347 0 3400 213.30 0.52 28.62 0| 0 330 0 3450 190.00 185.65 0.48 27.88 191.50 S 175.10 S 133| 13 1,677 0 3500 146.20 159.85 0.45 27.14 146.20 146.20 50| 1 1,117 -1 3550 139.30 136.15 0.41 26.43 140.70 S 124.00 70| 1 13,169 +1 3600 114.85 0.37 25.78 0| 0 432 0 3650 105.50 95.00 0.32 25.05 105.50 97.00 S 25| 0 1,777 0 3700 78.50 77.70 0.28 24.39 78.50 78.50 51| 0 1,286 0 3750 65.80 62.85 0.25 23.80 65.80 59.00 51| 231 18,553 -92 3800 50.20 49.80 0.21 23.19 50.20 50.20 51| 0 606 0 3850 40.10 39.60 0.18 22.77 40.40 40.10 53| 1 18,521 +1 3900 28.20 30.65 0.15 22.27 30.00 28.20 22| 6 424 -5 3950 21.60 23.05 0.12 21.73 22.00 21.50 7| 38 16,599 +3 4000 17.00 0.09 21.22 0| 0 157 0 4050 14.00 12.30 0.07 20.74 14.00 11.60 S 5| 1 1,069 0 4100 8.75 0.06 20.31 0| 2 286 -2 4150 7.00 6.45 0.04 20.11 7.00 7.00 12| 23 4,221 -7 4200 4.90 4.92 0.03 20.07 4.90 4.90 10| 0 548 0 4250 3.40 3.35 0.02 19.71 3.40 3.40 19| 10 2,954 -10 4300 1.75 0.01 19.49 0| 0 3,496 0 4400 1.20 0.01 20.02 0| 0 1,293 0 4500 0.24 0.00 18.09 0| 0 1,434 0 4600 0.09 0.00 17.70 0| 0 373 0 4700 0.03 0.00 17.39 0| 0 2,409 0 4800 0.01 0.00 17.15 0| 0 1,647 0 4900 0.01 0.00 16.99 0| 0 9,252 0 5000 0.01 0.00 16.90 0| 0 2,396 0 5100 0.01 0.00 16.88 0| 0 2,800 0 5200 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 16.93 0| 0 42 0 5300 0.01 0.00 17.04 0| 0 7,792 0 5400 0.01 0.00 17.23 0| 0 2,708 0 5500 0.01 0.00 17.47 0| 0 4,000 0 5600 0.01 0.00 17.78 0| 0 1,125 0 5700 0.01 0.00 18.16 0| 0 0 0 5800 0.01 0.00 18.59 0| 0 0 0 5900 0.01 0.00 19.08 0| 0 8,050 0 6000 0.01 0.00 19.62 0| 0 0 0 6100 0.01 0.00 20.23 0| 0 0 0 6200 0.01 0.00 20.88 0| 0 0 0 6300 0.01 0.00 21.59 0| 0 0 0 6400 0.01 0.00 22.35 0| 0 0 0 6500 0.01 0.00 23.17 0| 0 0 0 6600 0.01 0.00 24.03 0| 0 0 0 6700 0.01 0.00 24.94 0| 0 0 0 6800 0.01 0.00 29.00 0| 0 0 0 7200 Total 595| 327 145,837 -112 Indicative a-t-m Vol 28.90 Underlying Price 3443.50 Time to expiry: 205 Days Mar 11 1835.96 1.00 33.09 0| 0 0 0 1600 1451.92 0.97 42.17 0| 0 0 0 2000 1093.29 0.91 41.51 0| 0 0 0 2400 921.50 0.86 39.61 0| 0 0 0 2600 755.76 0.81 37.25 0| 0 25 0 2800 675.82 0.78 35.97 0| 0 0 0 2900 598.32 0.75 34.66 0| 0 0 0 3000 523.91 0.71 33.36 0| 0 0 0 3100 452.63 0.66 32.04 0| 0 0 0 3200 417.89 0.64 31.33 0| 0 0 0 3250 384.90 0.62 30.70 0| 0 220 0 3300 353.06 0.59 30.08 0| 0 80 0 3350 322.52 0.57 29.47 0| 0 162 0 3400 292.70 0.54 28.82 0| 0 219 0 3450 264.60 0.51 28.22 0| 0 290 0 3500 238.00 0.48 27.64 0| 21 128 +21 3550 207.30 212.50 0.45 27.04 207.30 207.30 50| 0 43 0 3600 182.80 189.50 0.42 26.54 184.60 182.80 32| 0 337 0 3650 162.20 167.45 0.39 26.00 162.90 159.60 86| 0 457 0 3700 145.60 0.36 25.33 0| 11 163 +11 3750 121.80 126.45 0.33 24.78 121.80 121.80 3| 0 1,015 0 3800 109.45 0.30 24.31 0| 0 290 0 3850 93.80 0.27 23.82 0| 5 145 +5 3900 79.60 0.24 23.34 0| 10 671 +10 3950 63.00 66.95 0.22 22.87 68.20 63.00 8| 2 657 0 4000 55.79 0.19 22.41 0| 10 61 0 4050 46.04 0.16 21.98 0| 0 107 0 4100 37.62 0.14 21.56 0| 10 152 0 4150 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 30.42 0.12 21.16 0| 0 174 0 4200 24.50 24.34 0.10 20.77 24.50 24.50 51| 0 20 0 4250 19.27 0.08 20.40 0| 0 15 0 4300 11.70 0.06 19.72 0| 5 1,053 0 4400 6.80 0.04 19.10 0| 0 45 0 4500 3.80 0.02 18.56 0| 0 2,042 0 4600 1.07 0.01 17.68 0| 0 125 0 4800 0.07 0.00 16.74 0| 0 10 0 5200 0.01 0.00 16.85 0| 0 0 0 5600 0.01 0.00 20.00 0| 0 0 0 6400 Total 230| 74 8,706 +47 Indicative a-t-m Vol 29.12 Underlying Price 3339.50 Time to expiry: 296 Days Jun 11 2520.16 1.00 33.90 0| 0 0 0 800 1751.09 0.97 51.33 0| 0 0 0 1600 1379.30 0.93 44.87 0| 0 0 0 2000 1030.41 0.86 40.02 0| 0 0 0 2400 866.62 0.82 37.73 0| 0 0 0 2600 707.73 0.76 35.06 0| 0 0 0 2800 632.29 0.73 33.80 0| 0 0 0 2900 560.02 0.70 32.59 0| 0 0 0 3000 491.31 0.66 31.43 0| 0 0 0 3100 426.55 0.62 30.33 0| 0 47 0 3200 398.62 0.59 30.05 0| 0 0 0 3250 369.75 0.57 29.59 0| 0 121 0 3300 340.30 0.55 29.01 0| 0 63 0 3350 313.60 0.52 28.56 0| 0 711 0 3400 287.55 0.50 28.09 0| 0 176 0 3450 261.90 0.47 27.55 0| 0 504 0 3500 237.90 0.45 27.06 0| 0 388 0 3550 215.35 0.42 26.59 0| 0 885 0 3600 193.60 0.40 26.09 0| 0 553 0 3650 173.40 0.37 25.62 0| 0 301 0 3700 154.55 0.35 25.16 0| 0 213 0 3750 136.50 0.32 24.67 0| 0 585 0 3800 123.19 0.30 24.51 0| 0 63 0 3850 108.91 0.27 24.16 0| 0 0 0 3900 80.55 0.22 23.11 0| 0 334 0 4000 63.59 0.19 22.87 0| 0 0 0 4100 47.28 0.15 22.31 0| 0 292 0 4200 21.13 0.08 20.54 0| 0 422 0 4400 12.15 0.05 20.51 0| 0 25 0 4600 5.66 0.03 19.87 0| 0 1,016 0 4800 1.14 0.01 19.10 0| 0 40 0 5200 0.25 0.00 18.92 0| 0 20 0 5600 0.04 0.00 20.30 0| 0 0 0 6400 Total 0| 0 6,759 0 Indicative a-t-m Vol 28.89 Underlying Price 3345.00 Time to expiry: 387 Days Sep 11 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2519.26 1.00 45.00 0| 0 0 0 800 1749.99 0.97 44.20 0| 0 0 0 1600 1059.46 0.85 38.51 0| 0 0 0 2400 749.79 0.75 34.40 0| 0 0 0 2800 607.78 0.69 32.30 0| 0 0 0 3000 477.67 0.62 30.29 0| 0 0 0 3200 361.43 0.54 28.36 0| 0 292 0 3400 259.77 0.45 26.44 0| 0 0 0 3600 175.54 0.35 24.60 0| 0 21 0 3800 109.98 0.26 22.88 0| 0 121 0 4000 64.55 0.18 21.47 0| 0 480 0 4200 36.16 0.12 20.43 0| 0 2 0 4400 8.84 0.04 18.63 0| 0 1 0 4800 1.65 0.01 17.37 0| 0 0 0 5200 0.26 0.00 16.57 0| 0 0 0 5600 0.02 0.00 17.18 0| 0 0 0 6400 Total 0| 0 917 0 Indicative a-t-m Vol 28.76 Underlying Price 3347.50 Time to expiry: 478 Days Dec 11 2513.88 1.00 47.10 0| 0 0 0 800 1772.02 0.95 47.38 0| 0 0 0 1600 1422.60 0.90 42.90 0| 0 0 0 2000 1252.92 0.87 40.43 0| 0 0 0 2200 1089.49 0.84 38.14 0| 0 0 0 2400 784.57 0.74 33.90 0| 0 350 0 2800 646.33 0.69 31.98 0| 0 0 0 3000 520.86 0.62 30.26 0| 0 50 0 3200 402.03 0.55 28.23 0| 0 1,250 0 3400 301.13 0.47 26.54 0| 0 6,638 0 3600 214.84 0.38 24.88 0| 0 4,021 0 3800 143.28 0.30 23.19 0| 0 3,651 0 4000 95.06 0.22 22.17 0| 0 1 0 4200 59.08 0.16 21.14 0| 0 571 0 4400 19.39 0.07 19.42 0| 0 21 0 4800 14.04 0.05 19.02 0| 0 3 0 4900 9.39 0.04 18.44 0| 0 2,005 0 5000 6.45 0.03 18.04 0| 0 0 0 5100 4.34 0.02 17.67 0| 0 0 0 5200 2.87 0.01 17.32 0| 0 0 0 5300 1.86 0.01 16.98 0| 0 0 0 5400 1.55 0.01 17.18 0| 0 2 0 5500 0.73 0.00 16.37 0| 0 0 0 5600 0.45 0.00 16.09 0| 0 0 0 5700 0.27 0.00 15.83 0| 0 0 0 5800 0.22 0.00 16.02 0| 0 0 0 5900 0.18 0.00 16.14 0| 0 4,000 0 6000 0.05 0.00 15.15 0| 0 0 0 6100 0.03 0.00 14.95 0| 0 0 0 6200 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 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 0.01 0.00 13.78 0| 0 0 0 7200 Total 0| 0 22,563 0 Indicative a-t-m Vol 28.80 Underlying Price 3337.00 Time to expiry: 569 Days Mar 12 2495.91 1.00 48.82 0| 0 0 0 800 2117.81 0.98 46.77 0| 0 0 0 1200 1756.16 0.95 43.60 0| 0 0 0 1600 1414.13 0.90 40.20 0| 0 0 0 2000 1096.83 0.83 36.91 0| 0 0 0 2400 806.80 0.74 33.54 0| 0 0 0 2800 672.70 0.68 31.77 0| 0 0 0 3000 548.12 0.62 30.02 0| 0 0 0 3200 433.23 0.55 28.24 0| 0 0 0 3400 335.49 0.48 26.80 0| 0 0 0 3600 247.47 0.40 25.19 0| 0 42 0 3800 177.43 0.32 23.88 0| 0 0 0 4000 121.20 0.25 22.61 0| 0 0 0 4200 81.50 0.19 21.71 0| 0 0 0 4400 30.86 0.09 19.87 0| 0 0 0 4800 8.53 0.03 18.05 0| 0 0 0 5200 1.70 0.01 16.52 0| 0 20 0 5600 0.29 0.00 15.50 0| 0 0 0 6000 0.04 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 28.90 Underlying Price 3270.50 Time to expiry: 660 Days Jun 12 2420.55 1.00 45.35 0| 0 0 0 800 1695.00 0.94 42.03 0| 0 0 0 1600 1054.41 0.81 35.64 0| 0 0 0 2400 777.41 0.72 32.61 0| 0 0 0 2800 650.13 0.66 31.02 0| 0 0 0 3000 532.93 0.60 29.48 0| 0 0 0 3200 424.35 0.53 27.85 0| 0 0 0 3400 329.26 0.46 26.37 0| 0 0 0 3600 250.03 0.39 25.14 0| 0 0 0 3800 177.78 0.32 23.58 0| 0 0 0 4000 124.46 0.25 22.45 0| 0 0 0 4200 85.10 0.19 21.54 0| 0 0 0 4400 34.96 0.10 19.87 0| 0 0 0 4800 2.77 0.01 16.83 0| 0 0 0 5600 0.16 0.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 29.18 Underlying Price 3268.50 Time to expiry: 849 Days Dec 12 2399.71 0.99 43.53 0| 0 0 0 800 1707.82 0.93 41.76 0| 0 0 0 1600 1397.24 0.87 39.20 0| 0 0 0 2000 1245.83 0.84 37.42 0| 0 0 0 2200 1101.47 0.80 35.79 0| 0 0 0 2400 830.99 0.71 32.53 0| 0 0 0 2800 708.90 0.66 31.08 0| 0 0 0 3000 595.05 0.61 29.65 0| 0 2,250 0 3200 396.41 0.49 26.95 0| 0 9,100 0 3600 246.02 0.36 24.77 0| 0 5,500 0 4000 131.39 0.24 22.34 0| 0 100 0 4400 63.99 0.14 20.59 0| 0 0 0 4800 43.48 0.11 19.92 0| 0 500 0 5000 34.00 0.09 20.03 0| 0 15 0 5200 14.73 0.04 19.00 0| 0 0 0 5600 8.07 0.03 18.99 0| 0 0 0 6000 4.06 0.01 18.79 0| 0 0 0 6400 Total 0| 0 17,465 0 Indicative a-t-m Vol 27.11 Underlying Price 3270.00 Time to expiry: 1213 Days Dec 13 2363.71 0.99 41.09 0| 0 0 0 800 1687.32 0.92 36.12 0| 0 0 0 1600 1384.98 0.87 33.80 0| 0 0 0 2000 1109.47 0.80 31.64 0| 0 0 0 2400 860.33 0.71 29.47 0| 0 0 0 2800 747.00 0.66 28.43 0| 0 3,750 0 3000 642.22 0.62 27.44 0| 0 500 0 3200 457.57 0.51 25.54 0| 0 3,250 0 3600 309.35 0.40 23.83 0| 0 3,250 0 4000 199.40 0.30 22.42 0| 0 0 0 4400 122.48 0.21 21.25 0| 0 0 0 4800 37.70 0.09 19.16 0| 0 0 0 5600 7.20 0.02 17.00 0| 0 0 0 6400 Total 0| 0 10,750 0 Indicative a-t-m Vol 26.69 Underlying Price 3252.00 Time to expiry: 1577 Days Dec 14 2308.51 0.98 40.60 0| 0 0 0 800 1675.57 0.91 35.64 0| 0 0 0 1600 1135.59 0.79 31.20 0| 0 0 0 2400 898.94 0.71 29.02 0| 0 0 0 2800 687.09 0.62 26.92 0| 0 0 0 3200 508.34 0.53 25.15 0| 0 250 0 3600 356.71 0.43 23.37 0| 0 0 0 4000 244.27 0.33 22.08 0| 0 0 0 4400 159.73 0.25 20.91 0| 0 0 0 4800 59.86 0.12 19.00 0| 0 0 0 5600 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.71 0.04 17.17 0| 0 0 0 6400 Total 0| 0 250 0 Total Calls 5,751| 6,666 286,313 +2,679 | Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 28.31 Underlying Price 3454.50 Time to expiry: 23 Days Sep 10 0.25 0.00 100.82 0| 0 318 0 1600 0.27 0.00 73.55 0| 0 384 0 2000 0.36 0.00 63.27 0| 0 919 0 2200 0.60 0.00 54.77 0| 0 1,418 0 2400 1.30 0.90 -0.01 45.79 1.30 1.10 35| 54 22,870 -43 2600 3.50 3.05 -0.02 41.59 3.50 3.50 12| 129 5,027 +129 2800 4.80 5.55 -0.04 39.60 7.00 4.80 252| 348 2,850 +294 2900 8.50 9.65 -0.06 37.40 12.40 8.50 1,221| 452 10,791 +9 3000 15.00 17.00 -0.11 35.46 23.00 15.00 190| 1,363 2,922 +904 3100 25.20 29.15 -0.18 33.50 36.00 22.70 308| 335 8,903 +34 3200 30.00 37.75 -0.22 32.51 48.40 28.60 S 334| 188 3,206 +24 3250 42.50 48.45 -0.27 31.47 62.00 37.10 S 772| 256 5,295 +119 3300 50.70 61.85 -0.33 30.47 73.00 50.70 149| 976 1,516 +932 3350 72.80 78.25 -0.40 29.45 100.00 63.90 718| 499 7,175 +137 3400 80.90 87.75 -0.44 28.95 101.50 S 80.90 127| 0 0 0 3425 88.90 98.10 -0.48 28.42 113.40 79.00 2,243| 499 1,918 +13 3450 99.60 109.20 -0.52 27.83 101.50 92.40 190| 267 195 +146 3475 113.20 121.59 -0.56 27.32 142.70 S 103.80 1,075| 1,983 8,489 +1,553 3500 111.70 135.08 -0.60 26.83 111.70 111.70 1| 40 50 +35 3525 137.50 149.68 -0.64 26.35 170.00 Q 137.50 285| 155 880 -81 3550 165.42 -0.69 25.89 0| 38 40 +38 3575 169.00 182.21 -0.73 25.43 205.00 Q 169.00 207| 35 8,910 -10 3600 200.21 -0.76 25.03 0| 0 0 0 3625 235.50 219.05 -0.80 24.59 235.50 235.50 1| 5 1,373 0 3650 222.50 259.74 -0.86 23.83 285.00 222.50 Q 361| 7 5,201 -2 3700 303.68 -0.91 23.23 0| 0 271 0 3750 350.02 -0.95 22.82 0| 5 2,035 0 3800 397.95 -0.97 22.65 0| 0 1,131 0 3850 446.74 -0.98 22.48 0| 0 757 0 3900 496.38 -0.99 23.46 0| 0 57 0 3950 545.67 -1.00 21.94 0| 0 500 0 4000 595.44 -1.00 20.85 0| 0 43 0 4050 645.37 -1.00 20.39 0| 0 105 0 4100 695.34 -1.00 19.96 0| 0 96 0 4150 745.32 -1.00 19.54 0| 0 55 0 4200 795.31 -1.00 19.13 0| 0 0 0 4250 845.29 -1.00 18.75 0| 0 44 0 4300 945.27 -1.00 18.04 0| 0 66 0 4400 1045.25 -1.00 17.39 0| 0 0 0 4500 1145.22 -1.00 16.80 0| 0 0 0 4600 1345.17 -1.00 15.79 0| 0 1 0 4800 1745.08 -1.00 14.36 0| 0 0 0 5200 2144.98 -1.00 13.70 0| 0 0 0 5600 Total 8,481| 7,634 105,811 +4,231 Indicative a-t-m Vol 28.41 Underlying Price 3456.00 Time to expiry: 51 Days Oct 10 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 11 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.85 -0.02 47.25 0| 60 606 +29 2400 6.90 8.30 -0.03 43.53 9.30 6.90 44| 320 1,650 +320 2600 16.20 17.55 -0.07 40.09 22.00 14.40 498| 145 666 +128 2800 21.20 25.15 -0.10 38.40 28.60 21.20 109| 61 156 +41 2900 31.80 35.50 -0.14 36.67 40.30 31.80 22| 37 344 +35 3000 50.40 49.40 -0.19 34.88 57.00 43.80 426| 250 636 -12 3100 60.20 68.10 -0.25 33.09 79.00 60.20 41| 762 629 -91 3200 82.30 92.85 -0.33 31.26 108.00 82.30 134| 3 230 -1 3300 120.10 108.15 -0.37 30.37 125.00 112.00 42| 121 159 +70 3350 118.60 125.55 -0.42 29.46 135.90 118.60 31| 152 639 +120 3400 131.10 145.20 -0.47 28.53 158.50 S 131.10 33| 60 378 -60 3450 162.20 167.12 -0.53 27.54 182.00 S 162.20 S 55| 50 264 +3 3500 192.54 -0.59 26.69 0| 0 209 0 3550 215.00 221.15 -0.64 25.89 239.00 S 215.00 16| 0 203 0 3600 252.72 -0.70 25.09 0| 0 122 0 3650 287.59 -0.76 24.38 0| 3 145 -3 3700 325.35 -0.81 23.70 0| 0 182 0 3750 365.77 -0.85 23.05 0| 0 41 0 3800 408.74 -0.89 22.51 0| 0 0 0 3850 453.71 -0.92 22.07 0| 0 2 0 3900 547.79 -0.96 21.37 0| 0 1 0 4000 645.07 -0.98 20.72 0| 0 0 0 4100 744.06 -0.99 20.48 0| 0 0 0 4200 843.59 -1.00 19.87 0| 0 0 0 4300 943.42 -1.00 19.71 0| 0 0 0 4400 1143.25 -1.00 19.94 0| 0 0 0 4600 1343.11 -1.00 21.00 0| 0 0 0 4800 Total 1,451| 2,024 7,262 +579 Indicative a-t-m Vol 28.56 Underlying Price 3439.50 Time to expiry: 86 Days Nov 10 7.89 -0.03 40.70 0| 0 0 0 2400 24.04 -0.07 41.94 0| 0 0 0 2600 38.40 42.30 -0.12 39.10 41.40 38.40 S 515| 200 200 +200 2800 67.00 68.50 -0.19 35.61 75.60 S 67.00 S 6| 611 601 +601 3000 81.00 88.00 -0.24 34.13 81.00 81.00 1| 0 0 0 3100 111.80 -0.30 32.58 0| 7 7 +7 3200 131.00 140.90 -0.36 31.01 131.00 131.00 1| 45 40 +40 3300 157.52 -0.40 30.17 0| 0 0 0 3350 170.50 175.75 -0.44 29.32 170.60 170.50 11| 20 20 +20 3400 195.20 -0.48 28.37 0| 0 0 0 3450 210.30 217.60 -0.52 27.56 215.00 210.30 S 4| 20 20 +20 3500 241.85 -0.57 26.70 0| 0 0 0 3550 269.38 -0.62 26.00 0| 0 0 0 3600 299.11 -0.66 25.29 0| 0 0 0 3650 331.44 -0.71 24.62 0| 0 0 0 3700 403.35 -0.79 23.37 0| 0 0 0 3800 483.46 -0.87 22.05 0| 0 0 0 3900 571.65 -0.92 21.04 0| 0 0 0 4000 665.09 -0.96 20.19 0| 0 0 0 4100 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 761.80 -0.98 19.51 0| 0 0 0 4200 959.55 -1.00 18.70 0| 0 0 0 4400 1358.64 -1.00 19.30 0| 0 0 0 4800 Total 538| 903 888 +888 Indicative a-t-m Vol 28.84 Underlying Price 3436.50 Time to expiry: 114 Days Dec 10 1.20 0.00 53.45 0| 0 549 0 1600 7.30 9.46 -0.02 52.04 9.30 7.30 60| 80 530 -12 2000 17.09 -0.04 49.33 0| 0 2,842 0 2200 26.80 27.55 -0.06 46.00 26.80 26.80 20| 52 864 -50 2400 41.00 38.85 -0.09 41.45 41.00 41.00 2| 434 2,551 -22 2600 62.66 -0.15 38.81 0| 0 12,882 0 2800 75.75 -0.18 36.94 0| 7 3,200 0 2900 87.00 94.45 -0.22 35.61 101.50 85.40 2,352| 510 6,937 +137 3000 114.60 115.10 -0.26 33.98 121.80 114.40 S 397| 2 2,234 0 3100 148.70 140.40 -0.31 32.45 148.70 S 148.70 S 1| 1 5,972 +1 3200 154.90 -0.34 31.69 0| 0 1,046 0 3250 171.20 171.45 -0.37 31.03 179.30 169.80 S 514| 0 886 0 3300 188.60 -0.41 30.26 0| 3 345 +3 3350 207.25 -0.44 29.49 0| 1 3,385 0 3400 248.20 226.77 -0.48 28.62 248.20 248.20 25| 0 183 0 3450 260.40 249.03 -0.52 27.88 260.40 S 260.40 S 106| 163 3,214 +7 3500 273.13 -0.55 27.14 0| 0 297 0 3550 299.33 -0.59 26.43 0| 0 17,574 0 3600 327.93 -0.63 25.78 0| 0 1,001 0 3650 357.98 -0.68 25.05 0| 0 4,318 0 3700 390.58 -0.72 24.39 0| 1 764 0 3750 425.64 -0.75 23.80 0| 0 15,723 0 3800 462.49 -0.79 23.19 0| 0 212 0 3850 502.19 -0.82 22.77 0| 0 16,535 0 3900 543.14 -0.85 22.27 0| 0 378 0 3950 585.44 -0.88 21.73 0| 0 10,090 0 4000 629.30 -0.91 21.22 0| 0 1 0 4050 674.50 -0.93 20.74 0| 0 61 0 4100 720.85 -0.94 20.31 0| 0 65 0 4150 768.45 -0.96 20.11 0| 0 877 0 4200 816.82 -0.97 20.07 0| 0 0 0 4250 865.16 -0.98 19.71 0| 0 0 0 4300 963.36 -0.99 19.49 0| 0 3,803 0 4400 1062.61 -0.99 20.02 0| 0 0 0 4500 1161.46 -1.00 18.09 0| 0 0 0 4600 1261.11 -1.00 17.70 0| 0 0 0 4700 1360.86 -1.00 17.39 0| 0 2,269 0 4800 1460.64 -1.00 17.15 0| 0 1,500 0 4900 1560.44 -1.00 16.99 0| 0 7,800 0 5000 1660.24 -1.00 16.90 0| 0 2,250 0 5100 1760.04 -1.00 16.88 0| 0 2,765 0 5200 1859.84 -1.00 16.93 0| 0 0 0 5300 1959.65 -1.00 17.04 0| 0 7,751 0 5400 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2059.45 -1.00 17.23 0| 0 2,750 0 5500 2159.25 -1.00 17.47 0| 0 4,000 0 5600 2259.06 -1.00 17.78 0| 0 1,000 0 5700 2358.86 -1.00 18.16 0| 0 0 0 5800 2458.67 -1.00 18.59 0| 0 0 0 5900 2558.47 -1.00 19.08 0| 0 4,550 0 6000 2658.27 -1.00 19.62 0| 0 2,500 0 6100 2758.08 -1.00 20.23 0| 0 0 0 6200 2857.88 -1.00 20.88 0| 0 0 0 6300 2957.68 -1.00 21.59 0| 0 0 0 6400 3057.49 -1.00 22.35 0| 0 0 0 6500 3157.29 -1.00 23.17 0| 0 1 0 6600 3257.10 -1.00 24.03 0| 0 0 0 6700 3356.90 -1.00 24.94 0| 0 0 0 6800 3756.11 -1.00 29.00 0| 0 0 0 7200 Total 3,477| 1,254 158,455 +64 Indicative a-t-m Vol 28.90 Underlying Price 3443.50 Time to expiry: 205 Days Mar 11 0.16 0.00 33.09 0| 0 0 0 1600 14.45 -0.03 42.17 0| 0 34 0 2000 54.15 -0.09 41.51 0| 0 156 0 2400 81.52 -0.14 39.61 0| 0 50 0 2600 114.95 -0.19 37.25 0| 0 154 0 2800 134.59 -0.22 35.97 0| 0 102 0 2900 156.67 -0.25 34.66 0| 0 2,125 0 3000 181.85 -0.29 33.36 0| 0 34 0 3100 210.15 -0.34 32.04 0| 0 1,052 0 3200 225.20 -0.36 31.33 0| 0 91 0 3250 242.00 -0.38 30.70 0| 0 216 0 3300 259.95 -0.41 30.08 0| 0 238 0 3350 279.20 -0.43 29.47 0| 2 335 0 3400 299.17 -0.46 28.82 0| 0 93 0 3450 320.86 -0.49 28.22 0| 0 132 0 3500 344.05 -0.52 27.64 0| 0 127 0 3550 368.35 -0.55 27.04 0| 0 545 0 3600 395.14 -0.58 26.54 0| 0 182 0 3650 422.88 -0.61 26.00 0| 0 0 0 3700 450.82 -0.64 25.33 0| 0 40 0 3750 481.46 -0.67 24.78 0| 0 43 0 3800 514.25 -0.70 24.31 0| 0 40 0 3850 548.39 -0.73 23.82 0| 0 120 0 3900 583.98 -0.76 23.34 0| 0 1 0 3950 621.13 -0.78 22.87 0| 0 572 0 4000 659.75 -0.81 22.41 0| 0 0 0 4050 699.80 -0.84 21.98 0| 0 0 0 4100 741.16 -0.86 21.56 0| 0 0 0 4150 783.76 -0.88 21.16 0| 0 80 0 4200 827.47 -0.90 20.77 0| 0 0 0 4250 872.19 -0.92 20.40 0| 0 0 0 4300 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 964.20 -0.94 19.72 0| 0 0 0 4400 1058.89 -0.96 19.10 0| 0 0 0 4500 1155.47 -0.98 18.56 0| 0 0 0 4600 1351.90 -0.99 17.68 0| 0 0 0 4800 1749.23 -1.00 16.74 0| 0 0 0 5200 2147.50 -1.00 16.85 0| 0 0 0 5600 2944.15 -1.00 20.00 0| 0 0 0 6400 Total 0| 2 6,562 0 Indicative a-t-m Vol 29.12 Underlying Price 3339.50 Time to expiry: 296 Days Jun 11 0.01 0.00 33.90 0| 0 0 0 800 24.84 -0.03 51.33 0| 0 15 0 1600 50.00 -0.07 44.87 0| 50 515 -50 2000 95.00 98.06 -0.14 40.02 95.00 95.00 3| 106 242 +106 2400 132.75 -0.18 37.73 0| 0 17 0 2600 172.34 -0.24 35.06 0| 0 158 0 2800 196.14 -0.27 33.80 0| 0 0 0 2900 223.11 -0.30 32.59 0| 0 247 0 3000 253.64 -0.34 31.43 0| 0 0 0 3100 288.12 -0.38 30.33 0| 0 76 0 3200 309.80 -0.41 30.05 0| 0 0 0 3250 330.55 -0.43 29.59 0| 0 100 0 3300 350.72 -0.45 29.01 0| 0 50 0 3350 383.00 373.64 -0.48 28.56 383.00 383.00 10| 0 719 0 3400 397.21 -0.50 28.09 0| 0 278 0 3450 413.50 421.18 -0.53 27.55 417.00 413.50 42| 0 77 0 3500 446.80 -0.55 27.06 0| 0 84 0 3550 473.87 -0.58 26.59 0| 0 632 0 3600 501.74 -0.60 26.09 0| 0 336 0 3650 531.15 -0.63 25.62 0| 0 70 0 3700 561.92 -0.65 25.16 0| 0 74 0 3750 593.49 -0.68 24.67 0| 0 105 0 3800 629.80 -0.70 24.51 0| 0 0 0 3850 665.14 -0.73 24.16 0| 0 0 0 3900 736.02 -0.78 23.11 0| 0 43 0 4000 818.30 -0.81 22.87 0| 0 0 0 4100 901.23 -0.85 22.31 0| 0 0 0 4200 1073.55 -0.92 20.54 0| 0 0 0 4400 1263.05 -0.95 20.51 0| 0 0 0 4600 1455.04 -0.97 19.87 0| 0 0 0 4800 1847.47 -0.99 19.10 0| 0 5 0 5200 2243.54 -1.00 18.92 0| 0 0 0 5600 3037.23 -1.00 20.30 0| 0 0 0 6400 Total 55| 156 3,843 +56 Indicative a-t-m Vol 28.89 Underlying Price 3345.00 Time to expiry: 387 Days Sep 11 0.21 0.00 45.00 0| 0 0 0 800 22.79 -0.03 44.20 0| 0 1 0 1600 124.09 -0.15 38.51 0| 0 110 0 2400 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 210.35 -0.25 34.40 0| 3 4 +3 2800 266.30 -0.31 32.30 0| 0 20 0 3000 334.15 -0.38 30.29 0| 0 57 0 3200 415.87 -0.46 28.36 0| 0 107 0 3400 512.17 -0.55 26.44 0| 0 92 0 3600 625.90 -0.65 24.60 0| 0 21 0 3800 758.30 -0.74 22.88 0| 0 21 0 4000 910.83 -0.82 21.47 0| 0 200 0 4200 1080.40 -0.88 20.43 0| 0 0 0 4400 1449.00 -0.96 18.63 0| 0 1 0 4800 1837.74 -0.99 17.37 0| 0 0 0 5200 2232.27 -1.00 16.57 0| 0 0 0 5600 3023.88 -1.00 17.18 0| 0 0 0 6400 Total 0| 3 634 +3 Indicative a-t-m Vol 28.76 Underlying Price 3347.50 Time to expiry: 478 Days Dec 11 1.04 0.00 47.10 0| 0 0 0 800 48.30 -0.05 47.38 0| 0 10 0 1600 93.44 -0.10 42.90 0| 50 58 +50 2000 121.04 -0.13 40.43 0| 0 138 0 2200 154.88 -0.16 38.14 0| 0 99 0 2400 244.52 -0.26 33.90 0| 0 665 0 2800 303.56 -0.31 31.98 0| 0 21 0 3000 375.37 -0.38 30.26 0| 0 89 0 3200 453.82 -0.45 28.23 0| 0 1,275 0 3400 550.19 -0.53 26.54 0| 0 7,863 0 3600 661.19 -0.62 24.88 0| 0 4,020 0 3800 786.90 -0.70 23.19 0| 0 4,600 0 4000 935.96 -0.78 22.17 0| 0 0 0 4200 1097.26 -0.84 21.14 0| 0 0 0 4400 1452.13 -0.93 19.42 0| 0 0 0 4800 1545.41 -0.95 19.02 0| 0 0 0 4900 1639.40 -0.96 18.44 0| 0 2,000 0 5000 1735.10 -0.97 18.04 0| 0 0 0 5100 1831.63 -0.98 17.67 0| 0 11 0 5200 1928.80 -0.99 17.32 0| 0 0 0 5300 2026.43 -0.99 16.98 0| 0 0 0 5400 2124.76 -0.99 17.18 0| 0 0 0 5500 2222.58 -1.00 16.37 0| 0 0 0 5600 2320.94 -1.00 16.09 0| 0 0 0 5700 2419.40 -1.00 15.83 0| 0 0 0 5800 2517.99 -1.00 16.02 0| 0 0 0 5900 2616.58 -1.00 16.14 0| 0 4,000 0 6000 2715.10 -1.00 15.15 0| 0 0 0 6100 2813.71 -1.00 14.95 0| 0 0 0 6200 2912.34 -1.00 14.77 0| 0 0 0 6300 3010.97 -1.00 14.60 0| 0 0 0 6400 3109.61 -1.00 14.44 0| 0 0 0 6500 3208.24 -1.00 14.30 0| 0 0 0 6600 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3306.88 -1.00 14.18 0| 0 0 0 6700 3405.52 -1.00 14.06 0| 0 0 0 6800 3800.08 -1.00 13.78 0| 0 0 0 7200 Total 0| 50 24,849 +50 Indicative a-t-m Vol 28.80 Underlying Price 3337.00 Time to expiry: 569 Days Mar 12 3.06 0.00 48.82 0| 0 0 0 800 18.00 -0.02 46.77 0| 0 0 0 1200 49.39 -0.05 43.60 0| 0 0 0 1600 100.39 -0.10 40.20 0| 0 21 0 2000 176.13 -0.17 36.91 0| 0 0 0 2400 279.15 -0.26 33.54 0| 0 0 0 2800 341.56 -0.32 31.77 0| 0 0 0 3000 413.50 -0.38 30.02 0| 0 42 0 3200 495.14 -0.45 28.24 0| 0 61 0 3400 593.92 -0.52 26.80 0| 0 0 0 3600 702.41 -0.60 25.19 0| 0 0 0 3800 828.89 -0.68 23.88 0| 0 0 0 4000 969.18 -0.75 22.61 0| 0 0 0 4200 1126.00 -0.81 21.71 0| 0 0 0 4400 1468.41 -0.91 19.87 0| 0 0 0 4800 1839.11 -0.97 18.05 0| 0 0 0 5200 2225.33 -0.99 16.52 0| 0 0 0 5600 2616.96 -1.00 15.50 0| 0 0 0 6000 3009.74 -1.00 14.57 0| 0 0 0 6400 3402.75 -1.00 14.06 0| 0 0 0 6800 Total 0| 0 124 0 Indicative a-t-m Vol 28.90 Underlying Price 3270.50 Time to expiry: 660 Days Jun 12 3.34 0.00 45.35 0| 0 0 0 800 60.53 -0.06 42.03 0| 0 0 0 1600 202.68 -0.19 35.64 0| 0 0 0 2400 317.06 -0.28 32.61 0| 0 0 0 2800 385.46 -0.34 31.02 0| 0 0 0 3000 463.95 -0.40 29.48 0| 0 0 0 3200 551.06 -0.47 27.85 0| 0 0 0 3400 651.65 -0.54 26.37 0| 0 0 0 3600 768.11 -0.61 25.14 0| 0 0 0 3800 891.55 -0.68 23.58 0| 0 0 0 4000 1033.91 -0.75 22.45 0| 0 0 0 4200 1190.24 -0.81 21.54 0| 0 0 0 4400 1531.47 -0.90 19.87 0| 0 0 0 4800 2282.03 -0.99 16.83 0| 0 0 0 5600 3062.17 -1.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 29.18 Underlying Price 3268.50 Time to expiry: 849 Days Dec 12 6.12 -0.01 43.53 0| 0 0 0 800 89.96 -0.07 41.76 0| 0 5 0 1600 Equity Index Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 17 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 167.23 -0.13 39.20 0| 0 707 0 2000 209.76 -0.16 37.42 0| 0 26 0 2200 259.33 -0.20 35.79 0| 0 48 0 2400 376.71 -0.29 32.53 0| 0 0 0 2800 448.55 -0.34 31.08 0| 0 42 0 3000 528.63 -0.39 29.65 0| 0 2,250 0 3200 717.85 -0.51 26.95 0| 0 9,100 0 3600 955.32 -0.64 24.77 0| 0 5,479 0 4000 1228.55 -0.76 22.34 0| 0 0 0 4400 1549.02 -0.86 20.59 0| 0 0 0 4800 1722.43 -0.89 19.92 0| 0 500 0 5000 1906.88 -0.91 20.03 0| 0 0 0 5200 2275.48 -0.96 19.00 0| 0 0 0 5600 2656.67 -0.97 18.99 0| 0 0 0 6000 3040.53 -0.99 18.79 0| 0 0 0 6400 Total 0| 0 18,157 0 Indicative a-t-m Vol 27.11 Underlying Price 3270.00 Time to expiry: 1213 Days Dec 13 12.76 -0.01 41.09 0| 0 0 0 800 97.81 -0.08 36.12 0| 0 0 0 1600 176.19 -0.13 33.80 0| 0 0 0 2000 281.40 -0.20 31.64 0| 0 0 0 2400 412.98 -0.29 29.47 0| 0 0 0 2800 490.02 -0.34 28.43 0| 0 0 0 3000 575.59 -0.38 27.44 0| 0 2,500 0 3200 771.66 -0.49 25.54 0| 0 3,500 0 3600 1004.17 -0.60 23.83 0| 0 500 0 4000 1274.94 -0.70 22.42 0| 0 3,000 0 4400 1578.74 -0.79 21.25 0| 0 0 0 4800 2255.40 -0.91 19.16 0| 0 0 0 5600 2986.34 -0.98 17.00 0| 0 0 0 6400 Total 0| 0 9,500 0 Indicative a-t-m Vol 26.69 Underlying Price 3252.00 Time to expiry: 1577 Days Dec 14 23.85 -0.02 40.60 0| 0 0 0 800 136.31 -0.09 35.64 0| 0 0 0 1600 341.73 -0.21 31.20 0| 0 0 0 2400 477.78 -0.29 29.02 0| 0 0 0 2800 638.64 -0.38 26.92 0| 0 0 0 3200 832.59 -0.47 25.15 0| 0 250 0 3600 1053.66 -0.57 23.37 0| 0 0 0 4000 1313.93 -0.67 22.08 0| 0 0 0 4400 1602.09 -0.75 20.91 0| 0 0 0 4800 2247.62 -0.88 19.00 0| 0 0 0 5600 2949.88 -0.96 17.17 0| 0 0 0 6400 Total 0| 0 250 0 Total Puts 14,002| 12,026 336,335 +5,871 Grand Total 19,753| 18,692 622,648 +8,550