Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 27.52 Underlying Price 3463.50 Time to expiry: 22 Days Sep 10 1863.25 1.00 101.00 0| 0 0 0 1600 1463.37 1.00 73.79 0| 0 0 0 2000 1263.49 1.00 63.59 0| 0 0 0 2200 1063.74 1.00 55.05 0| 0 0 0 2400 864.25 0.99 47.46 0| 0 21 0 2600 665.79 0.98 41.47 0| 0 61 0 2800 567.72 0.97 39.13 0| 0 11 0 2900 471.19 0.94 36.93 0| 0 145 0 3000 377.41 0.90 34.87 0| 0 0 0 3100 288.14 0.84 32.86 0| 0 195 0 3200 246.00 0.80 31.89 0| 0 6 0 3250 205.96 0.75 30.88 0| 0 121 -1 3300 168.42 0.69 29.85 0| 140 123 +5 3350 150.83 0.65 29.35 0| 0 0 0 3375 141.00 133.99 0.61 28.83 148.00 138.00 41| 272 1,904 +224 3400 123.20 118.09 0.58 28.32 123.20 S 123.20 S 25| 25 25 +25 3425 100.00 103.15 0.54 27.82 102.50 S 100.00 51| 320 3,031 -3 3450 98.50 89.15 0.49 27.29 98.50 87.30 55| 52 51 -39 3475 84.20 76.25 0.45 26.79 87.00 73.90 172| 307 4,468 +114 3500 63.60 64.55 0.41 26.32 63.60 61.90 35| 248 324 +164 3525 63.00 53.90 0.36 25.83 63.00 51.40 148| 240 876 +34 3550 44.10 44.40 0.32 25.35 44.10 44.10 3| 117 159 +52 3575 42.50 36.00 0.28 24.86 42.80 34.80 235| 123 5,368 +60 3600 31.00 28.80 0.24 24.42 31.00 28.40 255| 126 94 +73 3625 28.00 22.65 0.20 23.98 28.00 20.90 87| 163 2,517 +67 3650 15.80 13.40 0.13 23.22 17.40 13.40 274| 184 4,725 -16 3700 10.00 7.45 0.08 22.58 10.00 7.10 125| 251 1,695 +173 3750 5.20 4.20 0.05 22.38 5.20 4.80 56| 80 6,466 +38 3800 3.00 2.45 0.03 22.51 3.00 2.80 128| 102 3,247 -57 3850 1.20 1.43 0.02 22.73 1.20 S 1.20 S 240| 0 6,214 -6 3900 0.85 0.01 23.05 0| 0 1,299 0 3950 0.20 0.23 0.00 21.44 0.20 S 0.20 S 240| 0 9,863 -7 4000 0.05 0.00 20.22 0| 0 2,754 0 4050 0.02 0.00 19.76 0| 0 5,757 0 4100 0.01 0.00 19.33 0| 0 425 0 4150 0.01 0.00 18.91 0| 0 756 0 4200 0.01 0.00 18.52 0| 0 327 0 4250 0.01 0.00 18.14 0| 0 739 0 4300 0.01 0.00 17.45 0| 0 319 0 4400 0.01 0.00 16.84 0| 0 176 0 4500 0.01 0.00 16.30 0| 0 313 0 4600 0.01 0.00 15.40 0| 0 926 0 4800 0.01 0.00 14.30 0| 0 20 0 5200 0.01 0.00 13.90 0| 0 0 0 5600 Total 2,170| 2,750 65,521 +900 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 2 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 27.89 Underlying Price 3464.00 Time to expiry: 50 Days Oct 10 1066.52 0.99 46.65 0| 0 0 0 2400 870.65 0.97 43.08 0| 0 0 0 2600 679.17 0.93 39.65 0| 0 0 0 2800 586.19 0.91 37.95 0| 0 0 0 2900 495.90 0.87 36.22 0| 0 11 0 3000 409.12 0.82 34.46 0| 0 10 0 3100 326.93 0.76 32.66 0| 0 1 0 3200 250.89 0.68 30.85 0| 1 1 0 3300 228.60 215.73 0.64 29.96 228.60 228.60 17| 1 1 +1 3350 182.61 0.59 29.04 0| 0 6 0 3400 153.00 151.89 0.54 28.12 153.00 153.00 2| 95 94 +63 3450 124.40 0.48 27.31 0| 62 152 +62 3500 99.40 99.30 0.42 26.42 99.40 98.90 40| 3 114 0 3550 84.80 77.50 0.36 25.60 84.80 75.10 89| 52 565 -8 3600 56.90 58.85 0.30 24.80 56.90 56.90 21| 0 470 0 3650 47.30 43.35 0.25 24.04 47.30 S 43.80 180| 6 401 +1 3700 33.90 30.90 0.19 23.31 33.90 S 31.20 30| 1 254 +1 3750 23.20 21.30 0.15 22.64 23.20 21.70 60| 312 439 -220 3800 14.80 14.15 0.11 22.02 14.80 14.80 5| 120 673 -56 3850 11.70 9.25 0.08 21.55 11.70 9.60 S 212| 1,128 3,784 +1,099 3900 4.50 3.35 0.03 20.51 4.50 3.50 24| 17 932 +3 4000 1.35 0.01 20.38 0| 3 290 -6 4100 0.43 0.01 19.93 0| 0 560 0 4200 0.13 0.00 19.67 0| 0 30 0 4300 0.04 0.00 19.60 0| 10 335 0 4400 0.01 0.00 20.07 0| 0 2 0 4600 0.01 0.00 21.60 0| 0 0 0 4800 Total 680| 1,811 9,125 +940 Indicative a-t-m Vol 28.22 Underlying Price 3446.00 Time to expiry: 85 Days Nov 10 1052.25 0.97 40.90 0| 0 0 0 2400 864.49 0.94 40.34 0| 0 0 0 2600 683.12 0.89 38.24 0| 0 0 0 2800 595.46 0.85 36.85 0| 0 0 0 2900 510.20 0.81 35.26 0| 0 0 0 3000 428.38 0.77 33.62 0| 0 0 0 3100 351.62 0.71 32.09 0| 0 1 0 3200 280.10 0.64 30.50 0| 0 0 0 3300 246.62 0.61 29.69 0| 0 0 0 3350 214.89 0.57 28.88 0| 0 0 0 3400 185.65 0.52 28.16 0| 1 31 0 3450 157.00 158.05 0.48 27.38 157.00 157.00 10| 3 59 +3 3500 132.80 0.43 26.63 0| 0 0 0 3550 110.10 0.39 25.92 0| 0 21 0 3600 86.80 89.75 0.34 25.21 88.50 86.80 21| 0 0 0 3650 71.85 0.30 24.53 0| 1 21 0 3700 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 46.50 43.35 0.21 23.22 46.50 46.50 1| 4 66 +1 3800 24.82 0.14 22.27 0| 356 301 +300 3900 12.89 0.08 21.34 0| 0 2 0 4000 6.17 0.05 20.55 0| 0 0 0 4100 2.75 0.02 19.92 0| 0 0 0 4200 0.48 0.00 19.14 0| 0 0 0 4400 0.02 0.00 19.60 0| 0 0 0 4800 Total 32| 365 502 +304 Indicative a-t-m Vol 28.53 Underlying Price 3444.00 Time to expiry: 113 Days Dec 10 1842.36 0.99 57.11 0| 0 0 0 1600 1448.60 0.98 50.34 0| 0 0 0 2000 1253.94 0.97 46.63 0| 0 17 0 2200 1062.89 0.95 43.47 0| 0 0 0 2400 878.14 0.91 40.88 0| 0 500 0 2600 699.48 0.86 37.87 0| 0 22 0 2800 613.48 0.83 36.32 0| 0 11 0 2900 531.22 0.79 34.92 0| 0 5,610 0 3000 452.37 0.74 33.47 0| 0 5 0 3100 377.82 0.69 32.03 0| 0 2,931 0 3200 342.07 0.66 31.27 0| 0 95 0 3250 307.92 0.63 30.55 0| 0 586 0 3300 275.06 0.60 29.81 0| 36 201 +31 3350 243.60 243.61 0.56 29.05 243.80 S 243.40 S 195| 0 3,347 0 3400 215.10 0.53 28.46 0| 0 330 0 3450 186.00 187.20 0.49 27.73 186.00 186.00 10| 133 1,810 +133 3500 163.30 161.15 0.45 26.99 163.30 163.30 1| 50 1,067 -50 3550 134.10 137.20 0.41 26.28 134.10 134.00 51| 70 13,189 +20 3600 115.30 0.37 25.58 0| 0 432 0 3650 102.50 95.95 0.33 24.95 102.50 93.40 S 200| 25 1,796 +19 3700 78.75 0.29 24.33 0| 51 1,337 +51 3750 63.20 62.85 0.25 23.60 63.40 63.20 33| 51 18,604 +51 3800 49.40 50.20 0.21 23.08 49.40 49.40 10| 51 555 -51 3850 38.00 39.05 0.18 22.49 40.60 S 38.00 251| 53 18,472 -49 3900 29.95 0.15 21.96 0| 22 422 -2 3950 22.70 22.60 0.12 21.47 22.70 22.70 3| 7 16,602 +3 4000 16.45 0.09 20.92 0| 0 157 0 4050 11.85 0.07 20.46 0| 5 1,063 -6 4100 8.40 0.05 20.04 0| 0 276 -10 4150 5.95 0.04 19.72 0| 12 4,211 -10 4200 5.52 0.04 20.38 0| 10 538 -10 4250 3.45 0.03 19.72 0| 19 2,954 0 4300 1.85 0.01 19.57 0| 0 3,496 0 4400 1.20 0.01 19.96 0| 0 1,293 0 4500 0.35 0.00 18.71 0| 0 1,434 0 4600 0.14 0.00 18.39 0| 0 373 0 4700 0.06 0.00 18.15 0| 0 2,409 0 4800 0.02 0.00 17.97 0| 0 1,647 0 4900 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 17.85 0| 0 9,252 0 5000 0.01 0.00 17.80 0| 0 2,396 0 5100 0.01 0.00 17.81 0| 0 2,800 0 5200 0.01 0.00 17.89 0| 0 42 0 5300 0.01 0.00 18.02 0| 0 7,792 0 5400 0.01 0.00 18.21 0| 0 2,708 0 5500 0.01 0.00 18.46 0| 0 4,000 0 5600 0.01 0.00 18.76 0| 0 1,125 0 5700 0.01 0.00 19.12 0| 0 0 0 5800 0.01 0.00 19.52 0| 0 0 0 5900 0.01 0.00 19.98 0| 0 8,050 0 6000 0.01 0.00 20.49 0| 0 0 0 6100 0.01 0.00 21.05 0| 0 0 0 6200 0.01 0.00 21.65 0| 0 0 0 6300 0.01 0.00 22.30 0| 0 0 0 6400 0.01 0.00 22.99 0| 0 0 0 6500 0.01 0.00 23.72 0| 0 0 0 6600 0.01 0.00 24.50 0| 0 0 0 6700 0.01 0.00 25.32 0| 0 0 0 6800 0.01 0.00 29.40 0| 0 0 0 7200 Total 754| 595 145,957 +120 Indicative a-t-m Vol 28.75 Underlying Price 3449.00 Time to expiry: 204 Days Mar 11 1841.74 1.00 33.40 0| 0 0 0 1600 1455.96 0.97 41.39 0| 0 0 0 2000 1093.92 0.91 40.55 0| 0 0 0 2400 920.82 0.87 38.71 0| 0 0 0 2600 754.26 0.82 36.46 0| 0 25 0 2800 673.19 0.79 35.13 0| 0 0 0 2900 595.80 0.75 33.92 0| 0 0 0 3000 520.95 0.71 32.66 0| 0 0 0 3100 451.15 0.67 31.56 0| 0 0 0 3200 416.75 0.65 30.91 0| 0 0 0 3250 383.85 0.62 30.31 0| 0 220 0 3300 352.05 0.60 29.72 0| 0 80 0 3350 321.40 0.57 29.12 0| 0 162 0 3400 294.20 0.54 28.75 0| 0 219 0 3450 272.10 266.10 0.51 28.16 272.40 272.10 22| 0 290 0 3500 238.91 0.49 27.53 0| 0 128 0 3550 214.05 0.46 27.01 0| 50 93 +50 3600 190.40 0.43 26.46 0| 32 337 0 3650 168.40 0.40 25.94 0| 86 543 +86 3700 146.65 0.36 25.29 0| 0 163 0 3750 127.70 0.33 24.78 0| 3 1,018 +3 3800 110.10 0.30 24.25 0| 0 290 0 3850 94.35 0.27 23.77 0| 0 145 0 3900 80.45 0.25 23.33 0| 0 671 0 3950 69.00 68.00 0.22 22.90 69.00 67.00 6| 8 661 +4 4000 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 56.50 0.19 22.42 0| 0 51 -10 4050 47.81 0.17 22.16 0| 0 107 0 4100 39.36 0.15 21.77 0| 0 152 0 4150 32.10 0.13 21.40 0| 0 174 0 4200 25.94 0.11 21.04 0| 51 61 +41 4250 20.76 0.09 20.70 0| 0 15 0 4300 12.93 0.06 20.07 0| 0 1,053 0 4400 7.75 0.04 19.50 0| 0 45 0 4500 4.49 0.03 18.99 0| 0 2,042 0 4600 1.38 0.01 18.18 0| 0 125 0 4800 0.12 0.00 17.31 0| 0 10 0 5200 0.01 0.00 17.43 0| 0 0 0 5600 0.01 0.00 20.40 0| 0 0 0 6400 Total 28| 230 8,880 +174 Indicative a-t-m Vol 28.81 Underlying Price 3346.50 Time to expiry: 295 Days Jun 11 2529.30 1.00 34.30 0| 0 0 0 800 1757.46 0.97 50.58 0| 0 0 0 1600 1390.07 0.93 45.71 0| 0 0 0 2000 1034.91 0.87 39.71 0| 0 0 0 2400 868.88 0.82 37.26 0| 0 0 0 2600 709.58 0.77 34.68 0| 0 0 0 2800 634.01 0.73 33.46 0| 0 0 0 2900 561.65 0.70 32.29 0| 0 0 0 3000 492.89 0.66 31.17 0| 0 0 0 3100 428.14 0.62 30.11 0| 0 47 0 3200 397.37 0.60 29.60 0| 0 0 0 3250 370.04 0.57 29.30 0| 0 121 0 3300 341.12 0.55 28.78 0| 0 63 0 3350 316.00 0.53 28.48 0| 0 711 0 3400 289.95 0.50 28.02 0| 0 176 0 3450 264.00 0.48 27.48 0| 0 504 0 3500 239.85 0.45 26.99 0| 0 388 0 3550 216.75 0.43 26.49 0| 0 885 0 3600 194.65 0.40 25.97 0| 0 553 0 3650 173.70 0.37 25.45 0| 0 301 0 3700 154.75 0.35 25.00 0| 0 213 0 3750 137.45 0.32 24.58 0| 0 585 0 3800 125.18 0.30 24.54 0| 0 63 0 3850 110.90 0.28 24.20 0| 0 0 0 3900 81.55 0.23 23.08 0| 0 334 0 4000 65.48 0.19 22.98 0| 0 0 0 4100 49.05 0.15 22.44 0| 0 292 0 4200 26.20 0.09 21.50 0| 0 422 0 4400 13.19 0.05 20.75 0| 0 25 0 4600 6.35 0.03 20.17 0| 0 1,016 0 4800 1.39 0.01 19.47 0| 0 40 0 5200 0.34 0.00 19.36 0| 0 20 0 5600 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.05 0.00 20.70 0| 0 0 0 6400 Total 0| 0 6,759 0 Indicative a-t-m Vol 28.81 Underlying Price 3354.00 Time to expiry: 386 Days Sep 11 2530.20 1.00 45.00 0| 0 0 0 800 1759.90 0.97 44.20 0| 0 0 0 1600 1067.50 0.85 38.51 0| 0 0 0 2400 756.63 0.75 34.40 0| 0 0 0 2800 613.93 0.69 32.30 0| 0 0 0 3000 483.07 0.62 30.29 0| 0 0 0 3200 366.02 0.54 28.36 0| 0 292 0 3400 263.53 0.45 26.44 0| 0 0 0 3600 178.44 0.36 24.60 0| 0 21 0 3800 112.08 0.26 22.88 0| 0 121 0 4000 67.70 65.96 0.18 21.47 67.70 67.70 3| 0 480 0 4200 37.05 0.12 20.43 0| 0 2 0 4400 9.11 0.04 18.63 0| 0 1 0 4800 1.71 0.01 17.37 0| 0 0 0 5200 0.28 0.00 16.57 0| 0 0 0 5600 0.03 0.00 17.18 0| 0 0 0 6400 Total 3| 0 917 0 Indicative a-t-m Vol 28.87 Underlying Price 3336.50 Time to expiry: 477 Days Dec 11 2504.97 1.00 47.10 0| 0 0 0 800 1762.90 0.95 47.38 0| 0 0 0 1600 1413.62 0.90 42.90 0| 0 0 0 2000 1244.09 0.87 40.43 0| 0 0 0 2200 1080.88 0.83 38.14 0| 0 0 0 2400 776.68 0.74 33.90 0| 0 350 0 2800 638.96 0.68 31.98 0| 0 0 0 3000 514.11 0.62 30.26 0| 0 50 0 3200 396.01 0.54 28.23 0| 0 1,250 0 3400 295.91 0.46 26.54 0| 0 6,638 0 3600 210.52 0.38 24.88 0| 0 4,021 0 3800 139.89 0.29 23.19 0| 0 3,651 0 4000 92.49 0.22 22.17 0| 0 1 0 4200 57.25 0.15 21.14 0| 0 571 0 4400 18.61 0.06 19.42 0| 0 21 0 4800 13.44 0.05 19.02 0| 0 3 0 4900 8.95 0.04 18.44 0| 0 2,005 0 5000 6.13 0.03 18.04 0| 0 0 0 5100 4.11 0.02 17.67 0| 0 0 0 5200 2.70 0.01 17.32 0| 0 0 0 5300 1.74 0.01 16.98 0| 0 0 0 5400 1.46 0.01 17.18 0| 0 2 0 5500 0.68 0.00 16.37 0| 0 0 0 5600 0.42 0.00 16.09 0| 0 0 0 5700 0.25 0.00 15.83 0| 0 0 0 5800 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.21 0.00 16.02 0| 0 0 0 5900 0.16 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 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 28.72 Underlying Price 3346.00 Time to expiry: 568 Days Mar 12 2506.34 1.00 48.82 0| 0 0 0 800 2127.79 0.98 46.77 0| 0 0 0 1200 1765.54 0.95 43.60 0| 0 0 0 1600 1422.75 0.90 40.20 0| 0 0 0 2000 1104.54 0.83 36.91 0| 0 0 0 2400 813.45 0.74 33.54 0| 0 0 0 2800 678.75 0.68 31.77 0| 0 0 0 3000 553.55 0.62 30.02 0| 0 0 0 3200 437.98 0.55 28.24 0| 0 0 0 3400 339.56 0.48 26.80 0| 0 0 0 3600 250.83 0.40 25.19 0| 0 42 0 3800 180.11 0.33 23.88 0| 0 0 0 4000 123.25 0.25 22.61 0| 0 0 0 4200 83.02 0.19 21.71 0| 0 0 0 4400 31.57 0.09 19.87 0| 0 0 0 4800 8.77 0.03 18.05 0| 0 0 0 5200 1.76 0.01 16.52 0| 0 20 0 5600 0.30 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 28.99 Underlying Price 3259.50 Time to expiry: 659 Days Jun 12 2410.91 1.00 45.35 0| 0 0 0 800 1685.50 0.94 42.03 0| 0 0 0 1600 1045.84 0.81 35.64 0| 0 0 0 2400 769.70 0.71 32.61 0| 0 0 0 2800 642.95 0.66 31.02 0| 0 0 0 3000 526.36 0.60 29.48 0| 0 0 0 3200 418.46 0.53 27.85 0| 0 0 0 3400 324.11 0.46 26.37 0| 0 0 0 3600 245.63 0.39 25.14 0| 0 0 0 3800 174.20 0.31 23.58 0| 0 0 0 4000 121.62 0.25 22.45 0| 0 0 0 4200 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 82.92 0.19 21.54 0| 0 0 0 4400 33.84 0.09 19.87 0| 0 0 0 4800 2.63 0.01 16.83 0| 0 0 0 5600 0.15 0.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 29.26 Underlying Price 3257.50 Time to expiry: 848 Days Dec 12 2389.16 0.99 43.53 0| 0 0 0 800 1697.84 0.92 41.76 0| 0 0 0 1600 1387.78 0.87 39.20 0| 0 0 0 2000 1236.70 0.83 37.42 0| 0 0 0 2200 1092.70 0.80 35.79 0| 0 0 0 2400 823.12 0.71 32.53 0| 0 0 0 2800 701.55 0.66 31.08 0| 0 0 0 3000 588.28 0.60 29.65 0| 0 2,250 0 3200 390.92 0.48 26.95 0| 0 9,100 0 3600 241.89 0.36 24.77 0| 0 5,500 0 4000 128.64 0.24 22.34 0| 0 100 0 4400 62.35 0.14 20.59 0| 0 0 0 4800 42.25 0.10 19.92 0| 0 500 0 5000 34.00 0.09 20.16 0| 0 15 0 5200 14.23 0.04 19.00 0| 0 0 0 5600 7.77 0.02 18.99 0| 0 0 0 6000 3.90 0.01 18.79 0| 0 0 0 6400 Total 0| 0 17,465 0 Indicative a-t-m Vol 27.16 Underlying Price 3259.00 Time to expiry: 1212 Days Dec 13 2352.61 0.99 41.09 0| 0 0 0 800 1677.04 0.92 36.12 0| 0 0 0 1600 1375.33 0.86 33.80 0| 0 0 0 2000 1100.60 0.79 31.64 0| 0 0 0 2400 852.40 0.71 29.47 0| 0 0 0 2800 739.58 0.66 28.43 0| 0 3,750 0 3000 635.35 0.61 27.44 0| 0 500 0 3200 451.86 0.51 25.54 0| 0 3,250 0 3600 304.84 0.40 23.83 0| 0 3,250 0 4000 196.03 0.30 22.42 0| 0 0 0 4400 120.09 0.21 21.25 0| 0 0 0 4800 36.73 0.08 19.16 0| 0 0 0 5600 6.94 0.02 17.00 0| 0 0 0 6400 Total 0| 0 10,750 0 Indicative a-t-m Vol 26.74 Underlying Price 3241.00 Time to expiry: 1576 Days Dec 14 2299.80 0.98 40.60 0| 0 0 0 800 1667.15 0.91 35.64 0| 0 0 0 1600 1128.04 0.78 31.20 0| 0 0 0 2400 892.02 0.71 29.02 0| 0 0 0 2800 680.94 0.62 26.92 0| 0 0 0 3200 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 503.06 0.52 25.15 0| 0 250 0 3600 352.38 0.42 23.37 0| 0 0 0 4000 240.85 0.33 22.08 0| 0 0 0 4400 157.16 0.25 20.91 0| 0 0 0 4800 58.61 0.12 19.00 0| 0 0 0 5600 16.26 0.04 17.17 0| 0 0 0 6400 Total 0| 0 250 0 Total Calls 3,667| 5,751 288,751 +2,438 | Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 27.52 Underlying Price 3463.50 Time to expiry: 22 Days Sep 10 0.19 0.00 101.00 0| 0 318 0 1600 0.21 0.00 73.79 0| 0 384 0 2000 0.29 0.00 63.59 0| 0 919 0 2200 0.49 0.00 55.05 0| 0 1,418 0 2400 1.00 0.95 -0.01 47.46 1.00 1.00 10| 35 22,875 +5 2600 2.45 -0.02 41.47 0| 12 5,039 +12 2800 4.30 4.35 -0.03 39.13 4.30 S 3.90 11| 252 3,085 +235 2900 7.00 7.80 -0.06 36.93 8.50 7.00 72| 1,221 10,365 -426 3000 12.30 14.00 -0.10 34.87 14.70 12.30 13| 190 2,992 +70 3100 23.00 24.70 -0.16 32.86 27.20 S 21.20 152| 308 8,923 +20 3200 31.50 32.55 -0.20 31.89 34.60 28.50 95| 334 3,411 +205 3250 37.60 42.50 -0.25 30.88 46.00 37.60 21| 772 5,307 +12 3300 51.80 54.95 -0.31 29.85 56.80 51.80 30| 149 1,567 +51 3350 62.35 -0.35 29.35 0| 0 0 0 3375 65.00 70.50 -0.39 28.83 75.20 S 62.90 429| 718 7,106 -69 3400 74.40 79.60 -0.42 28.32 82.20 74.40 61| 127 77 +77 3425 82.00 89.65 -0.46 27.82 93.60 82.00 72| 2,243 3,469 +1,551 3450 97.70 100.65 -0.51 27.29 97.70 92.90 S 34| 190 246 +51 3475 106.70 112.74 -0.55 26.79 115.20 103.00 38| 1,075 7,874 -615 3500 118.80 126.04 -0.59 26.32 118.80 118.80 1| 1 51 +1 3525 133.30 140.38 -0.64 25.83 138.30 133.30 S 90| 285 1,117 +237 3550 155.87 -0.68 25.35 0| 0 40 0 3575 169.00 172.47 -0.72 24.86 169.00 169.00 1| 207 8,703 -207 3600 190.26 -0.76 24.42 0| 0 0 0 3625 209.11 -0.80 23.98 0| 1 1,372 -1 3650 249.84 -0.87 23.22 0| 361 5,191 -10 3700 293.88 -0.92 22.58 0| 0 271 0 3750 340.62 -0.95 22.38 0| 0 2,035 0 3800 388.86 -0.97 22.51 0| 0 1,131 0 3850 437.83 -0.98 22.73 0| 0 757 0 3900 487.24 -0.99 23.05 0| 0 57 0 3950 536.60 -1.00 21.41 0| 0 500 0 4000 586.42 -1.00 20.22 0| 0 43 0 4050 636.37 -1.00 19.76 0| 0 105 0 4100 686.34 -1.00 19.33 0| 0 96 0 4150 736.33 -1.00 18.91 0| 0 55 0 4200 786.32 -1.00 18.52 0| 0 0 0 4250 836.30 -1.00 18.14 0| 0 44 0 4300 936.28 -1.00 17.45 0| 0 66 0 4400 1036.26 -1.00 16.84 0| 0 0 0 4500 1136.23 -1.00 16.30 0| 0 0 0 4600 1336.19 -1.00 15.40 0| 0 1 0 4800 1736.09 -1.00 14.30 0| 0 0 0 5200 2136.00 -1.00 13.90 0| 0 0 0 5600 Total 1,130| 8,481 107,010 +1,199 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 11 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 27.89 Underlying Price 3464.00 Time to expiry: 50 Days Oct 10 3.40 3.20 -0.01 46.65 3.40 3.40 100| 0 606 0 2400 7.40 7.20 -0.03 43.08 7.70 7.40 200| 44 1,694 +44 2600 15.80 15.60 -0.07 39.65 16.40 15.80 109| 498 783 +117 2800 21.90 22.55 -0.09 37.95 23.50 21.90 83| 109 176 +20 2900 31.60 32.20 -0.13 36.22 32.70 S 31.10 S 90| 22 341 -3 3000 45.35 -0.18 34.46 0| 426 660 +24 3100 63.80 63.10 -0.24 32.66 65.40 S 63.80 22| 41 629 0 3200 87.00 -0.32 30.85 0| 134 260 +30 3300 101.80 -0.36 29.96 0| 42 196 +37 3350 123.10 118.65 -0.41 29.04 123.10 113.30 56| 31 639 0 3400 137.90 -0.46 28.12 0| 33 381 +3 3450 156.80 160.38 -0.52 27.31 161.00 156.80 11| 55 269 +5 3500 182.80 185.24 -0.58 26.42 182.80 182.80 1| 0 209 0 3550 207.00 213.41 -0.64 25.60 207.00 207.00 1| 16 214 +11 3600 244.73 -0.70 24.80 0| 0 122 0 3650 265.00 279.20 -0.75 24.04 281.00 265.00 145| 0 145 0 3700 316.72 -0.81 23.31 0| 0 182 0 3750 357.08 -0.85 22.64 0| 0 41 0 3800 399.90 -0.89 22.02 0| 0 0 0 3850 444.97 -0.92 21.55 0| 0 2 0 3900 539.01 -0.97 20.51 0| 0 1 0 4000 636.94 -0.99 20.38 0| 0 0 0 4100 735.96 -0.99 19.93 0| 0 0 0 4200 835.60 -1.00 19.67 0| 0 0 0 4300 935.44 -1.00 19.60 0| 0 0 0 4400 1135.28 -1.00 20.07 0| 0 0 0 4600 1335.14 -1.00 21.60 0| 0 0 0 4800 Total 818| 1,451 7,550 +288 Indicative a-t-m Vol 28.22 Underlying Price 3446.00 Time to expiry: 85 Days Nov 10 7.67 -0.03 40.90 0| 0 0 0 2400 19.64 -0.06 40.34 0| 0 0 0 2600 38.00 -0.11 38.24 0| 515 715 +515 2800 50.20 -0.15 36.85 0| 0 0 0 2900 64.80 -0.19 35.26 0| 6 604 +3 3000 82.85 -0.23 33.62 0| 1 1 +1 3100 105.95 -0.29 32.09 0| 0 7 0 3200 136.20 134.30 -0.36 30.50 136.20 127.70 16| 1 41 +1 3300 150.75 -0.39 29.69 0| 0 0 0 3350 168.95 -0.43 28.88 0| 11 31 +11 3400 189.64 -0.48 28.16 0| 0 0 0 3450 211.98 -0.52 27.38 0| 4 24 +4 3500 236.66 -0.57 26.63 0| 0 0 0 3550 263.89 -0.61 25.92 0| 0 0 0 3600 293.47 -0.66 25.21 0| 0 0 0 3650 325.51 -0.70 24.53 0| 0 0 0 3700 396.87 -0.79 23.22 0| 0 0 0 3800 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 478.21 -0.86 22.27 0| 0 0 0 3900 566.14 -0.92 21.34 0| 0 0 0 4000 659.28 -0.95 20.55 0| 0 0 0 4100 755.73 -0.98 19.92 0| 0 0 0 4200 953.19 -1.00 19.14 0| 0 0 0 4400 1352.19 -1.00 19.60 0| 0 0 0 4800 Total 16| 538 1,423 +535 Indicative a-t-m Vol 28.53 Underlying Price 3444.00 Time to expiry: 113 Days Dec 10 2.00 -0.01 57.11 0| 0 549 0 1600 7.50 7.44 -0.02 50.34 7.50 7.50 20| 60 578 +48 2000 13.00 12.39 -0.03 46.63 14.00 13.00 10| 0 2,842 0 2200 22.80 20.95 -0.05 43.47 22.80 20.90 66| 20 884 +20 2400 35.20 35.80 -0.09 40.88 35.20 33.80 126| 2 2,553 +2 2600 54.60 56.75 -0.14 37.87 57.00 53.30 S 1,301| 0 12,882 0 2800 70.55 -0.17 36.32 0| 0 3,200 0 2900 86.60 88.10 -0.21 34.92 87.50 83.10 S 352| 2,352 7,855 +918 3000 108.10 109.05 -0.26 33.47 108.10 Q 108.10 Q 219| 397 2,254 +20 3100 134.30 -0.31 32.03 0| 1 5,971 -1 3200 148.45 -0.34 31.27 0| 0 1,046 0 3250 164.20 -0.37 30.55 0| 514 1,376 +490 3300 181.25 -0.40 29.81 0| 0 345 0 3350 195.00 199.70 -0.44 29.05 202.60 194.80 188| 0 3,385 0 3400 221.09 -0.47 28.46 0| 25 183 0 3450 241.10 243.09 -0.51 27.73 242.60 235.10 S 504| 106 3,320 +106 3500 262.00 266.94 -0.55 26.99 269.00 262.00 S 42| 0 297 0 3550 292.89 -0.59 26.28 0| 0 17,574 0 3600 320.89 -0.63 25.58 0| 0 1,001 0 3650 351.45 -0.67 24.95 0| 0 4,318 0 3700 384.15 -0.71 24.33 0| 0 764 0 3750 418.15 -0.75 23.60 0| 0 15,723 0 3800 455.40 -0.79 23.08 0| 0 212 0 3850 494.15 -0.82 22.49 0| 0 16,535 0 3900 534.95 -0.85 21.96 0| 0 378 0 3950 577.50 -0.88 21.47 0| 0 10,090 0 4000 621.26 -0.91 20.92 0| 0 1 0 4050 666.56 -0.93 20.46 0| 0 61 0 4100 713.01 -0.95 20.04 0| 0 65 0 4150 760.46 -0.96 19.72 0| 0 877 0 4200 809.93 -0.96 20.38 0| 0 0 0 4250 857.76 -0.97 19.72 0| 0 0 0 4300 955.96 -0.99 19.57 0| 0 3,803 0 4400 1055.12 -0.99 19.96 0| 0 0 0 4500 1154.07 -1.00 18.71 0| 0 0 0 4600 1253.67 -1.00 18.39 0| 0 0 0 4700 1353.38 -1.00 18.15 0| 0 2,269 0 4800 1453.15 -1.00 17.97 0| 0 1,500 0 4900 1552.94 -1.00 17.85 0| 0 7,800 0 5000 1652.74 -1.00 17.80 0| 0 2,250 0 5100 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1752.54 -1.00 17.81 0| 0 2,765 0 5200 1852.34 -1.00 17.89 0| 0 0 0 5300 1952.14 -1.00 18.02 0| 0 7,751 0 5400 2051.95 -1.00 18.21 0| 0 2,750 0 5500 2151.75 -1.00 18.46 0| 0 4,000 0 5600 2251.55 -1.00 18.76 0| 0 1,000 0 5700 2351.35 -1.00 19.12 0| 0 0 0 5800 2451.16 -1.00 19.52 0| 0 0 0 5900 2550.96 -1.00 19.98 0| 0 4,550 0 6000 2650.76 -1.00 20.49 0| 0 2,500 0 6100 2750.57 -1.00 21.05 0| 0 0 0 6200 2850.37 -1.00 21.65 0| 0 0 0 6300 2950.17 -1.00 22.30 0| 0 0 0 6400 3049.97 -1.00 22.99 0| 0 0 0 6500 3149.78 -1.00 23.72 0| 0 1 0 6600 3249.58 -1.00 24.50 0| 0 0 0 6700 3349.38 -1.00 25.32 0| 0 0 0 6800 3748.59 -1.00 29.40 0| 0 0 0 7200 Total 2,828| 3,477 160,058 +1,603 Indicative a-t-m Vol 28.75 Underlying Price 3449.00 Time to expiry: 204 Days Mar 11 0.17 0.00 33.40 0| 0 0 0 1600 12.79 -0.03 41.39 0| 0 34 0 2000 51.40 49.14 -0.09 40.55 51.40 51.40 3| 0 156 0 2400 75.24 -0.13 38.71 0| 0 50 0 2600 107.87 -0.18 36.46 0| 0 154 0 2800 128.00 126.40 -0.21 35.13 128.00 128.00 51| 0 102 0 2900 152.00 148.60 -0.25 33.92 152.00 152.00 1| 0 2,125 0 3000 173.35 -0.29 32.66 0| 0 34 0 3100 206.00 203.15 -0.33 31.56 206.00 206.00 1| 0 1,052 0 3200 218.55 -0.35 30.91 0| 0 91 0 3250 235.45 -0.38 30.31 0| 0 216 0 3300 253.45 -0.40 29.72 0| 0 238 0 3350 272.60 -0.43 29.12 0| 0 335 0 3400 295.20 -0.46 28.75 0| 0 93 0 3450 316.90 -0.49 28.16 0| 0 132 0 3500 339.50 -0.51 27.53 0| 0 127 0 3550 364.44 -0.54 27.01 0| 0 545 0 3600 390.59 -0.57 26.46 0| 0 182 0 3650 418.39 -0.60 25.94 0| 0 0 0 3700 446.44 -0.64 25.29 0| 0 40 0 3750 477.29 -0.67 24.78 0| 0 43 0 3800 509.49 -0.70 24.25 0| 0 40 0 3850 543.54 -0.73 23.77 0| 0 120 0 3900 579.44 -0.75 23.33 0| 0 1 0 3950 616.79 -0.78 22.90 0| 0 572 0 4000 655.08 -0.81 22.42 0| 0 0 0 4050 696.19 -0.83 22.16 0| 0 0 0 4100 737.54 -0.85 21.77 0| 0 0 0 4150 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 780.08 -0.87 21.40 0| 0 80 0 4200 823.72 -0.89 21.04 0| 0 0 0 4250 868.34 -0.91 20.70 0| 0 0 0 4300 960.10 -0.94 20.07 0| 0 0 0 4400 1054.53 -0.96 19.50 0| 0 0 0 4500 1150.87 -0.97 18.99 0| 0 0 0 4600 1346.95 -0.99 18.18 0| 0 0 0 4800 1744.08 -1.00 17.31 0| 0 0 0 5200 2142.37 -1.00 17.43 0| 0 0 0 5600 2939.14 -1.00 20.40 0| 0 0 0 6400 Total 56| 0 6,562 0 Indicative a-t-m Vol 28.81 Underlying Price 3346.50 Time to expiry: 295 Days Jun 11 0.01 0.00 34.30 0| 0 0 0 800 22.76 -0.03 50.58 0| 0 15 0 1600 52.66 -0.07 45.71 0| 0 515 0 2000 94.80 -0.13 39.71 0| 3 242 0 2400 127.42 -0.18 37.26 0| 0 17 0 2600 166.77 -0.23 34.68 0| 0 158 0 2800 190.52 -0.27 33.46 0| 0 0 0 2900 217.49 -0.30 32.29 0| 0 247 0 3000 248.06 -0.34 31.17 0| 0 0 0 3100 282.63 -0.38 30.11 0| 0 76 0 3200 301.53 -0.40 29.60 0| 0 0 0 3250 323.85 -0.43 29.30 0| 0 100 0 3300 344.60 -0.45 28.78 0| 0 50 0 3350 369.14 -0.47 28.48 0| 10 729 +10 3400 388.80 392.75 -0.50 28.02 388.80 388.80 21| 0 278 0 3450 412.00 416.46 -0.52 27.48 416.00 412.00 42| 42 105 +28 3500 441.98 -0.55 26.99 0| 0 84 0 3550 468.54 -0.57 26.49 0| 0 632 0 3600 496.10 -0.60 25.97 0| 0 336 0 3650 524.81 -0.63 25.45 0| 0 70 0 3700 555.52 -0.65 25.00 0| 0 74 0 3750 587.89 -0.68 24.58 0| 0 105 0 3800 625.28 -0.70 24.54 0| 0 0 0 3850 660.66 -0.72 24.20 0| 0 0 0 3900 730.64 -0.77 23.08 0| 0 43 0 4000 813.89 -0.81 22.98 0| 0 0 0 4100 896.78 -0.85 22.44 0| 0 0 0 4200 1072.58 -0.91 21.50 0| 0 0 0 4400 1258.22 -0.95 20.75 0| 0 0 0 4600 1450.03 -0.97 20.17 0| 0 0 0 4800 1842.37 -0.99 19.47 0| 0 5 0 5200 2238.62 -1.00 19.36 0| 0 0 0 5600 3032.93 -1.00 20.70 0| 0 0 0 6400 Total 63| 55 3,881 +38 Indicative a-t-m Vol 28.81 Underlying Price 3354.00 Time to expiry: 386 Days Sep 11 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.20 0.00 45.00 0| 0 0 0 800 22.38 -0.03 44.20 0| 0 1 0 1600 122.46 -0.15 38.51 0| 0 110 0 2400 207.83 -0.25 34.40 0| 0 4 0 2800 263.25 -0.31 32.30 0| 0 20 0 3000 330.51 -0.38 30.29 0| 0 57 0 3200 411.59 -0.46 28.36 0| 0 107 0 3400 507.21 -0.55 26.44 0| 0 92 0 3600 620.25 -0.64 24.60 0| 0 21 0 3800 752.01 -0.74 22.88 0| 0 21 0 4000 904.01 -0.82 21.47 0| 0 200 0 4200 1073.22 -0.88 20.43 0| 0 0 0 4400 1441.53 -0.96 18.63 0| 0 1 0 4800 1830.37 -0.99 17.37 0| 0 0 0 5200 2225.17 -1.00 16.57 0| 0 0 0 5600 3017.40 -1.00 17.18 0| 0 0 0 6400 Total 0| 0 634 0 Indicative a-t-m Vol 28.87 Underlying Price 3336.50 Time to expiry: 477 Days Dec 11 1.05 0.00 47.10 0| 0 0 0 800 48.70 -0.05 47.38 0| 0 10 0 1600 94.28 -0.10 42.90 0| 0 58 0 2000 122.19 -0.13 40.43 0| 0 138 0 2200 156.41 -0.17 38.14 0| 0 99 0 2400 247.08 -0.26 33.90 0| 0 665 0 2800 306.78 -0.32 31.98 0| 0 21 0 3000 379.36 -0.38 30.26 0| 0 89 0 3200 458.69 -0.46 28.23 0| 0 1,275 0 3400 556.03 -0.54 26.54 0| 0 7,863 0 3600 668.07 -0.62 24.88 0| 0 4,020 0 3800 794.87 -0.71 23.19 0| 0 4,600 0 4000 944.90 -0.78 22.17 0| 0 0 0 4200 1107.09 -0.85 21.14 0| 0 0 0 4400 1463.31 -0.94 19.42 0| 0 0 0 4800 1556.85 -0.95 19.02 0| 0 0 0 4900 1651.08 -0.96 18.44 0| 0 2,000 0 5000 1746.97 -0.97 18.04 0| 0 0 0 5100 1843.68 -0.98 17.67 0| 0 11 0 5200 1940.98 -0.99 17.32 0| 0 0 0 5300 2038.74 -0.99 16.98 0| 0 0 0 5400 2137.17 -0.99 17.18 0| 0 0 0 5500 2235.11 -1.00 16.37 0| 0 0 0 5600 2333.56 -1.00 16.09 0| 0 0 0 5700 2432.11 -1.00 15.83 0| 0 0 0 5800 2530.78 -1.00 16.02 0| 0 0 0 5900 2629.45 -1.00 16.14 0| 0 4,000 0 6000 2728.05 -1.00 15.15 0| 0 0 0 6100 2826.75 -1.00 14.95 0| 0 0 0 6200 2925.45 -1.00 14.77 0| 0 0 0 6300 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3024.16 -1.00 14.60 0| 0 0 0 6400 3122.87 -1.00 14.44 0| 0 0 0 6500 3221.58 -1.00 14.30 0| 0 0 0 6600 3320.30 -1.00 14.18 0| 0 0 0 6700 3419.01 -1.00 14.06 0| 0 0 0 6800 3813.87 -1.00 13.78 0| 0 0 0 7200 Total 0| 0 24,849 0 Indicative a-t-m Vol 28.72 Underlying Price 3346.00 Time to expiry: 568 Days Mar 12 3.00 0.00 48.82 0| 0 0 0 800 17.75 -0.02 46.77 0| 0 0 0 1200 48.79 -0.05 43.60 0| 0 0 0 1600 99.30 -0.10 40.20 0| 0 21 0 2000 174.39 -0.17 36.91 0| 0 0 0 2400 276.60 -0.26 33.54 0| 0 0 0 2800 338.55 -0.32 31.77 0| 0 0 0 3000 409.99 -0.38 30.02 0| 0 42 0 3200 491.08 -0.45 28.24 0| 0 61 0 3400 589.30 -0.52 26.80 0| 0 0 0 3600 697.22 -0.60 25.19 0| 0 0 0 3800 823.15 -0.67 23.88 0| 0 0 0 4000 962.94 -0.75 22.61 0| 0 0 0 4200 1119.36 -0.81 21.71 0| 0 0 0 4400 1461.21 -0.91 19.87 0| 0 0 0 4800 1831.70 -0.97 18.05 0| 0 0 0 5200 2218.00 -0.99 16.52 0| 0 0 0 5600 2609.84 -1.00 15.50 0| 0 0 0 6000 3002.87 -1.00 14.57 0| 0 0 0 6400 3396.13 -1.00 14.06 0| 0 0 0 6800 Total 0| 0 124 0 Indicative a-t-m Vol 28.99 Underlying Price 3259.50 Time to expiry: 659 Days Jun 12 3.37 0.00 45.35 0| 0 0 0 800 61.05 -0.06 42.03 0| 0 0 0 1600 204.50 -0.19 35.64 0| 0 0 0 2400 319.90 -0.29 32.61 0| 0 0 0 2800 388.93 -0.34 31.02 0| 0 0 0 3000 468.12 -0.40 29.48 0| 0 0 0 3200 555.99 -0.47 27.85 0| 0 0 0 3400 657.41 -0.54 26.37 0| 0 0 0 3600 774.71 -0.61 25.14 0| 0 0 0 3800 899.06 -0.69 23.58 0| 0 0 0 4000 1042.25 -0.75 22.45 0| 0 0 0 4200 1199.33 -0.81 21.54 0| 0 0 0 4400 1541.80 -0.91 19.87 0| 0 0 0 4800 2293.69 -0.99 16.83 0| 0 0 0 5600 3074.32 -1.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 17 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 29.26 Underlying Price 3257.50 Time to expiry: 848 Days Dec 12 6.17 -0.01 43.53 0| 0 0 0 800 90.59 -0.08 41.76 0| 0 5 0 1600 168.41 -0.13 39.20 0| 0 707 0 2000 211.26 -0.17 37.42 0| 0 26 0 2200 261.20 -0.20 35.79 0| 0 48 0 2400 379.49 -0.29 32.53 0| 0 0 0 2800 451.86 -0.34 31.08 0| 0 42 0 3000 532.53 -0.40 29.65 0| 0 2,250 0 3200 723.04 -0.52 26.95 0| 0 9,100 0 3600 961.88 -0.64 24.77 0| 0 5,479 0 4000 1236.50 -0.76 22.34 0| 0 0 0 4400 1558.09 -0.86 20.59 0| 0 0 0 4800 1731.93 -0.90 19.92 0| 0 500 0 5000 1917.61 -0.91 20.16 0| 0 0 0 5200 2285.71 -0.96 19.00 0| 0 0 0 5600 2667.12 -0.98 18.99 0| 0 0 0 6000 3051.12 -0.99 18.79 0| 0 0 0 6400 Total 0| 0 18,157 0 Indicative a-t-m Vol 27.16 Underlying Price 3259.00 Time to expiry: 1212 Days Dec 13 12.85 -0.01 41.09 0| 0 0 0 800 98.48 -0.08 36.12 0| 0 0 0 1600 177.38 -0.14 33.80 0| 0 0 0 2000 283.26 -0.21 31.64 0| 0 0 0 2400 415.65 -0.29 29.47 0| 0 0 0 2800 493.14 -0.34 28.43 0| 0 0 0 3000 579.21 -0.39 27.44 0| 0 2,500 0 3200 776.32 -0.49 25.54 0| 0 3,500 0 3600 1009.91 -0.60 23.83 0| 0 500 0 4000 1281.70 -0.70 22.42 0| 0 3,000 0 4400 1586.36 -0.79 21.25 0| 0 0 0 4800 2264.21 -0.92 19.16 0| 0 0 0 5600 2995.63 -0.98 17.00 0| 0 0 0 6400 Total 0| 0 9,500 0 Indicative a-t-m Vol 26.74 Underlying Price 3241.00 Time to expiry: 1576 Days Dec 14 24.02 -0.02 40.60 0| 0 0 0 800 137.22 -0.09 35.64 0| 0 0 0 1600 343.96 -0.22 31.20 0| 0 0 0 2400 480.87 -0.29 29.02 0| 0 0 0 2800 642.72 -0.38 26.92 0| 0 0 0 3200 837.76 -0.48 25.15 0| 0 250 0 3600 1060.00 -0.58 23.37 0| 0 0 0 4000 1321.40 -0.67 22.08 0| 0 0 0 4400 1610.64 -0.75 20.91 0| 0 0 0 4800 2257.94 -0.88 19.00 0| 0 0 0 5600 2961.44 -0.96 17.17 0| 0 0 0 6400 Equity Index Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 250 0 Total Puts 4,911| 14,002 339,998 +3,663 Grand Total 8,578| 19,753 628,749 +6,101