Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 25.62 Underlying Price 3502.50 Time to expiry: 21 Days Sep 10 1902.18 1.00 101.30 0| 0 0 0 1600 1502.34 1.00 76.38 0| 0 0 0 2000 1302.47 1.00 66.11 0| 0 0 0 2200 1102.68 1.00 57.15 0| 0 0 0 2400 903.38 0.99 51.03 0| 0 21 0 2600 704.08 0.99 42.11 0| 0 61 0 2800 604.85 0.98 38.30 0| 0 11 0 2900 507.06 0.96 36.11 0| 0 145 0 3000 410.97 0.93 33.82 0| 0 0 0 3100 318.22 0.88 31.68 0| 0 195 0 3200 274.06 0.85 30.78 0| 0 6 0 3250 192.50 231.55 0.80 29.78 192.50 192.50 2| 0 121 0 3300 191.24 0.75 28.75 0| 0 123 0 3350 172.08 0.72 28.24 0| 0 0 0 3375 124.30 153.82 0.68 27.77 126.00 124.30 2| 41 1,707 -197 3400 136.30 0.64 27.26 0| 25 0 -25 3425 101.30 119.54 0.60 26.71 117.00 90.00 193| 51 3,058 +27 3450 84.60 103.92 0.56 26.21 84.60 75.00 70| 55 103 +52 3475 73.70 89.26 0.52 25.67 87.40 61.00 237| 172 4,581 +113 3500 53.80 75.89 0.47 25.19 57.20 53.80 48| 35 359 +35 3525 52.90 63.56 0.42 24.68 64.40 48.40 94| 148 799 -77 3550 38.70 52.49 0.38 24.18 50.40 38.60 41| 3 156 -3 3575 33.30 42.56 0.33 23.67 41.50 29.00 434| 235 5,411 +43 3600 33.79 0.28 23.12 0| 255 298 +204 3625 21.80 26.67 0.24 22.74 27.00 17.00 128| 87 2,541 +24 3650 12.80 15.58 0.16 21.94 15.90 9.50 158| 274 4,764 +39 3700 7.30 8.45 0.10 21.25 9.00 6.20 328| 125 1,789 +94 3750 4.10 4.48 0.06 20.91 4.10 3.50 200| 56 6,520 +54 3800 2.20 2.22 0.03 20.60 2.20 1.50 115| 128 3,219 -28 3850 1.50 1.31 0.02 21.06 1.50 1.00 157| 240 6,025 -189 3900 0.80 0.29 0.01 19.11 0.80 0.50 37| 0 1,299 0 3950 0.50 0.20 0.00 20.09 0.50 0.50 2| 240 9,623 -240 4000 0.10 0.00 20.36 0| 0 2,754 0 4050 0.01 0.00 17.54 0| 0 5,757 0 4100 0.01 0.00 17.08 0| 0 425 0 4150 0.01 0.00 16.65 0| 0 756 0 4200 0.01 0.00 16.24 0| 0 327 0 4250 0.01 0.00 15.87 0| 0 739 0 4300 0.01 0.00 15.20 0| 0 319 0 4400 1.20 0.01 0.00 14.63 1.20 1.20 5| 0 176 0 4500 0.01 0.00 14.16 0| 0 313 0 4600 0.01 0.00 13.51 0| 0 926 0 4800 0.01 0.00 13.23 0| 0 20 0 5200 0.01 0.00 14.00 0| 0 0 0 5600 Total 2,251| 2,170 65,447 -74 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 26.55 Underlying Price 3503.00 Time to expiry: 49 Days Oct 10 1103.41 0.99 41.97 0| 0 0 0 2400 907.42 0.98 42.07 0| 0 0 0 2600 713.93 0.95 38.74 0| 0 0 0 2800 619.53 0.93 37.11 0| 0 0 0 2900 527.33 0.89 35.41 0| 0 11 0 3000 395.90 438.22 0.85 33.69 395.90 S 395.90 S 10| 0 10 0 3100 353.56 0.79 32.01 0| 0 1 0 3200 240.90 273.88 0.72 30.17 240.90 S 240.90 S 10| 0 1 0 3300 210.00 236.79 0.68 29.28 210.00 210.00 1| 17 18 +17 3350 201.75 0.63 28.38 0| 0 6 0 3400 154.70 169.11 0.58 27.51 154.70 154.70 2| 2 93 -1 3450 116.00 138.86 0.52 26.59 140.30 116.00 15| 0 151 -1 3500 91.60 111.93 0.46 25.78 109.80 91.60 21| 40 94 -20 3550 76.60 87.65 0.40 24.90 77.40 71.50 8| 89 587 +22 3600 57.80 66.67 0.34 24.04 57.80 S 55.60 30| 21 470 0 3650 42.00 49.24 0.28 23.25 48.50 S 39.80 31| 180 436 +35 3700 27.90 34.66 0.22 22.39 27.90 25.90 41| 30 253 -1 3750 18.90 23.73 0.17 21.69 24.00 18.50 8| 60 459 +20 3800 13.50 15.71 0.12 21.08 13.50 13.50 42| 5 678 +5 3850 10.04 0.08 20.55 0| 212 3,838 +54 3900 3.77 0.04 19.76 0| 24 941 +9 4000 1.43 0.02 19.53 0| 0 287 -3 4100 0.60 0.01 19.79 0| 0 560 0 4200 0.14 0.00 18.99 0| 0 30 0 4300 0.05 0.00 19.08 0| 0 335 0 4400 0.01 0.00 19.99 0| 0 2 0 4600 0.01 0.00 21.90 0| 0 0 0 4800 Total 219| 680 9,261 +136 Indicative a-t-m Vol 27.18 Underlying Price 3485.00 Time to expiry: 84 Days Nov 10 1085.24 0.99 33.57 0| 0 0 0 2400 894.26 0.96 36.43 0| 0 0 0 2600 711.71 0.91 36.31 0| 0 0 0 2800 623.60 0.88 35.53 0| 0 0 0 2900 537.91 0.84 34.43 0| 0 0 0 3000 455.23 0.79 33.11 0| 0 0 0 3100 376.34 0.74 31.65 0| 0 1 0 3200 272.00 301.79 0.67 30.04 274.00 S 272.00 6| 0 0 0 3300 266.89 0.64 29.25 0| 0 0 0 3350 233.64 0.60 28.45 0| 0 0 0 3400 181.00 202.23 0.56 27.65 201.70 181.00 S 19| 0 31 0 3450 150.00 173.66 0.51 26.98 172.30 150.00 250| 10 51 -8 3500 145.00 146.48 0.47 26.20 145.00 145.00 20| 0 0 0 3550 121.66 0.42 25.43 0| 0 21 0 3600 89.60 99.49 0.37 24.70 89.60 84.70 35| 21 21 +21 3650 80.31 0.32 24.06 0| 0 21 0 3700 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 48.67 0.23 22.70 0| 1 67 +1 3800 23.00 27.63 0.15 21.66 23.00 S 23.00 S 5| 0 301 0 3900 12.50 13.83 0.09 20.54 12.50 12.00 600| 0 2 0 4000 6.55 0.05 19.78 0| 0 0 0 4100 2.85 0.02 19.16 0| 0 0 0 4200 0.50 0.01 18.51 0| 0 0 0 4400 0.04 0.00 19.80 0| 0 0 0 4800 Total 935| 32 516 +14 Indicative a-t-m Vol 27.56 Underlying Price 3483.00 Time to expiry: 112 Days Dec 10 1879.67 1.00 48.38 0| 0 0 0 1600 1486.32 0.98 49.93 0| 0 0 0 2000 1292.87 0.97 47.73 0| 0 17 0 2200 1102.13 0.95 44.80 0| 0 0 0 2400 914.95 0.92 41.47 0| 0 500 0 2600 731.20 0.87 37.53 0| 0 22 0 2800 643.38 0.85 35.91 0| 0 11 0 2900 559.11 0.81 34.47 0| 0 5,610 0 3000 478.18 0.77 33.03 0| 0 5 0 3100 401.50 0.72 31.62 0| 0 2,931 0 3200 365.04 0.69 30.93 0| 0 95 0 3250 300.00 329.62 0.66 30.21 300.00 300.00 5| 0 586 0 3300 295.45 0.63 29.48 0| 0 201 0 3350 262.73 0.59 28.73 0| 195 3,541 +194 3400 208.90 231.61 0.56 27.99 208.90 208.90 12| 0 330 0 3450 179.00 202.86 0.52 27.33 179.00 179.00 10| 10 1,810 0 3500 175.34 0.48 26.60 0| 1 1,067 0 3550 149.87 0.44 25.89 0| 51 13,239 +50 3600 126.50 0.40 25.19 0| 0 432 0 3650 92.80 105.08 0.35 24.47 105.00 87.60 53| 200 1,967 +171 3700 75.70 86.41 0.31 23.84 75.70 75.70 41| 0 1,337 0 3750 70.04 0.27 23.24 0| 33 18,571 -33 3800 55.42 0.23 22.58 0| 10 560 +5 3850 37.00 43.20 0.19 21.99 41.90 S 36.90 S 26| 251 18,535 +63 3900 28.00 35.31 0.17 21.91 28.00 28.00 3| 0 422 0 3950 21.00 28.27 0.14 21.74 21.00 21.00 2| 3 16,605 +3 4000 19.56 0.11 20.79 0| 0 157 0 4050 12.50 14.93 0.09 20.56 12.50 12.50 10| 0 1,063 0 4100 10.78 0.07 20.15 0| 0 276 0 4150 7.63 0.05 19.77 0| 0 4,211 0 4200 5.29 0.04 19.40 0| 0 538 0 4250 3.59 0.03 19.06 0| 0 2,954 0 4300 1.56 0.01 18.43 0| 0 3,496 0 4400 0.62 0.01 17.89 0| 0 1,293 0 4500 0.23 0.00 17.43 0| 0 1,434 0 4600 0.08 0.00 17.05 0| 0 373 0 4700 0.03 0.00 16.75 0| 0 2,409 0 4800 0.01 0.00 16.53 0| 0 1,647 0 4900 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 16.38 0| 0 9,252 0 5000 0.01 0.00 16.31 0| 0 2,396 0 5100 0.01 0.00 16.32 0| 0 2,800 0 5200 0.01 0.00 16.39 0| 0 42 0 5300 0.01 0.00 16.54 0| 0 7,792 0 5400 0.01 0.00 16.76 0| 0 2,708 0 5500 0.01 0.00 17.05 0| 0 4,000 0 5600 0.01 0.00 17.40 0| 0 1,125 0 5700 0.01 0.00 17.81 0| 0 0 0 5800 0.01 0.00 18.29 0| 0 0 0 5900 0.01 0.00 18.84 0| 0 8,050 0 6000 0.01 0.00 19.44 0| 0 0 0 6100 0.01 0.00 20.10 0| 0 0 0 6200 0.01 0.00 20.82 0| 0 0 0 6300 0.01 0.00 21.60 0| 0 0 0 6400 0.01 0.00 22.43 0| 0 0 0 6500 0.01 0.00 23.31 0| 0 0 0 6600 0.01 0.00 24.25 0| 0 0 0 6700 0.01 0.00 25.23 0| 0 0 0 6800 0.01 0.00 29.70 0| 0 0 0 7200 Total 162| 754 146,410 +453 Indicative a-t-m Vol 28.09 Underlying Price 3488.00 Time to expiry: 203 Days Mar 11 1880.60 1.00 33.60 0| 0 0 0 1600 1493.51 0.97 41.31 0| 0 0 0 2000 1128.30 0.92 40.36 0| 0 0 0 2400 953.16 0.88 38.51 0| 0 0 0 2600 784.23 0.83 36.25 0| 0 25 0 2800 701.85 0.80 34.92 0| 0 0 0 2900 623.15 0.77 33.75 0| 0 0 0 3000 547.15 0.73 32.53 0| 0 0 0 3100 475.15 0.69 31.39 0| 0 0 0 3200 440.50 0.66 30.81 0| 0 0 0 3250 406.45 0.64 30.19 0| 0 220 0 3300 373.65 0.62 29.60 0| 0 80 0 3350 341.80 0.59 28.98 0| 0 162 0 3400 311.90 0.56 28.45 0| 0 219 0 3450 271.10 283.85 0.54 27.97 271.10 261.90 32| 22 312 +22 3500 256.30 0.51 27.42 0| 0 128 0 3550 229.80 0.48 26.84 0| 0 93 0 3600 204.95 0.45 26.29 0| 0 337 0 3650 164.80 181.85 0.42 25.77 164.80 164.80 10| 0 543 0 3700 159.25 0.39 25.15 0| 0 163 0 3750 140.10 0.36 24.74 0| 0 1,018 0 3800 121.35 0.32 24.21 0| 0 290 0 3850 104.00 0.29 23.67 0| 0 145 0 3900 88.20 0.26 23.13 0| 0 671 0 3950 67.00 76.50 0.24 22.91 73.00 67.00 4| 6 664 +3 4000 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 64.49 0.21 22.50 0| 0 51 0 4050 53.91 0.19 22.10 0| 0 107 0 4100 44.67 0.16 21.72 0| 0 152 0 4150 36.69 0.14 21.35 0| 0 174 0 4200 29.86 0.12 21.00 0| 0 61 0 4250 24.00 0.10 20.65 0| 0 15 0 4300 15.25 0.07 20.05 0| 0 1,053 0 4400 9.32 0.05 19.49 0| 0 45 0 4500 5.51 0.03 19.00 0| 0 2,042 0 4600 1.78 0.01 18.21 0| 0 125 0 4800 0.16 0.00 17.40 0| 0 10 0 5200 0.02 0.00 17.57 0| 0 0 0 5600 0.01 0.00 20.60 0| 0 0 0 6400 Total 46| 28 8,905 +25 Indicative a-t-m Vol 28.51 Underlying Price 3385.50 Time to expiry: 294 Days Jun 11 2567.99 1.00 34.50 0| 0 0 0 800 1794.73 0.97 50.56 0| 0 0 0 1600 1425.43 0.93 45.63 0| 0 0 0 2000 1067.33 0.87 39.58 0| 0 0 0 2400 899.53 0.83 37.15 0| 0 0 0 2600 737.94 0.78 34.57 0| 0 0 0 2800 661.06 0.75 33.35 0| 0 0 0 2900 587.28 0.71 32.18 0| 0 0 0 3000 517.00 0.68 31.07 0| 0 0 0 3100 450.61 0.63 30.01 0| 0 47 0 3200 418.99 0.61 29.50 0| 0 0 0 3250 391.02 0.59 29.22 0| 0 121 0 3300 361.24 0.57 28.70 0| 0 63 0 3350 335.57 0.54 28.43 0| 0 711 0 3400 290.00 307.91 0.52 27.92 290.00 Q 290.00 Q 250| 0 176 0 3450 281.20 0.50 27.39 0| 0 504 0 3500 255.88 0.47 26.88 0| 0 388 0 3550 231.97 0.44 26.39 0| 0 885 0 3600 209.36 0.42 25.92 0| 0 553 0 3650 187.49 0.39 25.40 0| 0 301 0 3700 167.23 0.37 24.92 0| 0 213 0 3750 148.57 0.34 24.47 0| 0 585 0 3800 135.92 0.32 24.46 0| 0 63 0 3850 120.79 0.29 24.13 0| 0 0 0 3900 88.77 0.24 22.92 0| 0 334 0 4000 72.32 0.20 22.92 0| 0 0 0 4100 54.59 0.17 22.39 0| 0 292 0 4200 29.66 0.10 21.47 0| 0 422 0 4400 15.23 0.06 20.74 0| 0 25 0 4600 7.49 0.03 20.17 0| 0 1,016 0 4800 1.73 0.01 19.52 0| 0 40 0 5200 0.44 0.00 19.45 0| 0 20 0 5600 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.08 0.00 20.90 0| 0 0 0 6400 Total 250| 0 6,759 0 Indicative a-t-m Vol 28.43 Underlying Price 3393.00 Time to expiry: 385 Days Sep 11 2568.72 1.00 45.00 0| 0 0 0 800 1797.13 0.97 44.20 0| 0 0 0 1600 1100.09 0.86 38.51 0| 0 0 0 2400 785.45 0.76 34.40 0| 0 0 0 2800 640.38 0.70 32.30 0| 0 0 0 3000 506.78 0.63 30.29 0| 0 0 0 3200 386.66 0.56 28.36 0| 0 292 0 3400 280.78 0.47 26.44 0| 0 0 0 3600 192.15 0.37 24.60 0| 0 21 0 3800 122.26 0.28 22.88 0| 0 121 0 4000 73.00 0.20 21.47 0| 3 483 +3 4200 41.63 0.13 20.43 0| 0 2 0 4400 10.61 0.04 18.63 0| 0 1 0 4800 2.07 0.01 17.37 0| 0 0 0 5200 0.35 0.00 16.57 0| 0 0 0 5600 0.03 0.00 17.18 0| 0 0 0 6400 Total 0| 3 920 +3 Indicative a-t-m Vol 28.47 Underlying Price 3375.50 Time to expiry: 476 Days Dec 11 2543.28 1.00 47.10 0| 0 0 0 800 1799.17 0.95 47.38 0| 0 0 0 1600 1448.03 0.91 42.90 0| 0 0 0 2000 1277.34 0.88 40.43 0| 0 0 0 2200 1112.73 0.84 38.14 0| 0 0 0 2400 804.93 0.75 33.90 0| 0 350 0 2800 664.96 0.69 31.98 0| 0 0 0 3000 537.57 0.63 30.26 0| 0 50 0 3200 416.65 0.56 28.23 0| 0 1,250 0 3400 313.51 0.48 26.54 0| 0 6,638 0 3600 224.93 0.39 24.88 0| 0 4,021 0 3800 151.05 0.31 23.19 0| 0 3,651 0 4000 100.86 0.23 22.17 0| 0 1 0 4200 63.15 0.16 21.14 0| 0 571 0 4400 21.08 0.07 19.42 0| 0 21 0 4800 15.34 0.05 19.02 0| 0 3 0 4900 10.32 0.04 18.44 0| 0 2,005 0 5000 7.13 0.03 18.04 0| 0 0 0 5100 4.83 0.02 17.67 0| 0 0 0 5200 3.21 0.01 17.32 0| 0 0 0 5300 2.09 0.01 16.98 0| 0 0 0 5400 1.74 0.01 17.18 0| 0 2 0 5500 0.84 0.00 16.37 0| 0 0 0 5600 0.51 0.00 16.09 0| 0 0 0 5700 0.31 0.00 15.83 0| 0 0 0 5800 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.26 0.00 16.02 0| 0 0 0 5900 0.21 0.00 16.14 0| 0 4,000 0 6000 0.06 0.00 15.15 0| 0 0 0 6100 0.04 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 28.37 Underlying Price 3385.00 Time to expiry: 567 Days Mar 12 2544.40 1.00 48.82 0| 0 0 0 800 2165.19 0.98 46.77 0| 0 0 0 1200 1801.69 0.95 43.60 0| 0 0 0 1600 1456.98 0.90 40.20 0| 0 0 0 2000 1136.07 0.84 36.91 0| 0 0 0 2400 841.46 0.75 33.54 0| 0 0 0 2800 704.66 0.69 31.77 0| 0 0 0 3000 577.12 0.63 30.02 0| 0 0 0 3200 458.98 0.56 28.24 0| 0 0 0 3400 357.80 0.49 26.80 0| 0 0 0 3600 266.16 0.42 25.19 0| 0 42 0 3800 192.57 0.34 23.88 0| 0 0 0 4000 132.94 0.27 22.61 0| 0 0 0 4200 90.33 0.20 21.71 0| 0 0 0 4400 35.11 0.10 19.87 0| 0 0 0 4800 10.04 0.04 18.05 0| 0 0 0 5200 2.09 0.01 16.52 0| 0 20 0 5600 0.37 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 28.67 Underlying Price 3298.50 Time to expiry: 658 Days Jun 12 2448.78 1.00 45.35 0| 0 0 0 800 1721.12 0.94 42.03 0| 0 0 0 1600 1076.53 0.82 35.64 0| 0 0 0 2400 796.74 0.72 32.61 0| 0 0 0 2800 667.87 0.67 31.02 0| 0 0 0 3000 548.96 0.61 29.48 0| 0 0 0 3200 438.54 0.54 27.85 0| 0 0 0 3400 341.52 0.47 26.37 0| 0 0 0 3600 260.36 0.40 25.14 0| 0 0 0 3800 186.12 0.33 23.58 0| 0 0 0 4000 130.98 0.26 22.45 0| 0 0 0 4200 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 90.05 0.20 21.54 0| 0 0 0 4400 37.47 0.10 19.87 0| 0 0 0 4800 3.08 0.01 16.83 0| 0 0 0 5600 0.19 0.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 28.99 Underlying Price 3296.50 Time to expiry: 847 Days Dec 12 2426.59 0.99 43.53 0| 0 0 0 800 1732.61 0.93 41.76 0| 0 0 0 1600 1420.38 0.87 39.20 0| 0 0 0 2000 1268.05 0.84 37.42 0| 0 0 0 2200 1122.65 0.80 35.79 0| 0 0 0 2400 849.77 0.72 32.53 0| 0 0 0 2800 726.31 0.67 31.08 0| 0 0 0 3000 610.99 0.61 29.65 0| 0 2,250 0 3200 409.16 0.50 26.95 0| 0 9,100 0 3600 255.50 0.37 24.77 0| 0 5,500 0 4000 137.65 0.25 22.34 0| 0 100 0 4400 67.69 0.15 20.59 0| 0 0 0 4800 46.22 0.11 19.92 0| 0 500 0 5000 37.26 0.09 20.16 0| 0 15 0 5200 15.85 0.05 19.00 0| 0 0 0 5600 8.71 0.03 18.99 0| 0 0 0 6000 4.41 0.01 18.79 0| 0 0 0 6400 Total 0| 0 17,465 0 Indicative a-t-m Vol 26.97 Underlying Price 3298.00 Time to expiry: 1211 Days Dec 13 2389.35 0.99 41.09 0| 0 0 0 800 1711.20 0.92 36.12 0| 0 0 0 1600 1407.37 0.87 33.80 0| 0 0 0 2000 1130.00 0.80 31.64 0| 0 0 0 2400 878.66 0.72 29.47 0| 0 0 0 2800 764.11 0.67 28.43 0| 0 3,750 0 3000 658.04 0.62 27.44 0| 0 500 0 3200 470.67 0.52 25.54 0| 0 3,250 0 3600 319.66 0.41 23.83 0| 0 3,250 0 4000 207.09 0.31 22.42 0| 0 0 0 4400 127.91 0.22 21.25 0| 0 0 0 4800 39.89 0.09 19.16 0| 0 0 0 5600 7.76 0.02 17.00 0| 0 0 0 6400 Total 0| 0 10,750 0 Indicative a-t-m Vol 26.57 Underlying Price 3280.00 Time to expiry: 1575 Days Dec 14 2335.56 0.98 40.60 0| 0 0 0 800 1700.14 0.91 35.64 0| 0 0 0 1600 1156.53 0.79 31.20 0| 0 0 0 2400 917.69 0.71 29.02 0| 0 0 0 2800 703.42 0.63 26.92 0| 0 0 0 3200 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 522.10 0.53 25.15 0| 0 250 0 3600 367.82 0.43 23.37 0| 0 0 0 4000 252.91 0.34 22.08 0| 0 0 0 4400 166.14 0.25 20.91 0| 0 0 0 4800 62.92 0.12 19.00 0| 0 0 0 5600 17.81 0.04 17.17 0| 0 0 0 6400 Total 0| 0 250 0 Total Calls 3,863| 3,667 289,308 +557 | Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 25.62 Underlying Price 3502.50 Time to expiry: 21 Days Sep 10 0.13 0.00 101.30 0| 0 318 0 1600 0.20 0.00 76.38 0| 0 384 0 2000 0.27 0.00 66.11 0| 0 919 0 2200 0.44 0.00 57.15 0| 0 1,418 0 2400 0.80 1.10 -0.01 51.03 0.80 0.80 12| 10 22,875 0 2600 1.74 -0.01 42.11 0| 0 5,039 0 2800 4.20 2.49 -0.02 38.30 4.30 3.00 81| 11 3,094 +9 2900 7.70 4.68 -0.04 36.11 8.10 5.00 199| 72 10,405 +40 3000 15.00 8.57 -0.07 33.82 16.00 9.50 85| 13 2,986 -6 3100 25.10 15.79 -0.12 31.68 27.60 17.30 S 376| 152 8,947 +24 3200 34.90 21.62 -0.15 30.78 36.40 21.80 238| 95 3,455 +44 3250 41.90 29.10 -0.20 29.78 46.80 32.50 180| 21 5,306 -1 3300 57.70 38.77 -0.25 28.75 57.70 41.90 25| 30 1,522 -45 3350 60.80 44.61 -0.28 28.24 64.50 60.80 12| 0 0 0 3375 69.60 51.34 -0.32 27.77 80.00 51.00 267| 429 7,033 -73 3400 80.90 58.82 -0.36 27.26 86.40 60.70 76| 61 88 +11 3425 88.20 67.05 -0.40 26.71 96.10 68.80 520| 72 3,418 -51 3450 107.00 76.43 -0.44 26.21 107.00 99.40 55| 34 237 -9 3475 113.20 86.76 -0.48 25.67 120.80 89.00 48| 38 7,891 +17 3500 118.90 98.38 -0.53 25.19 118.90 118.90 20| 1 52 +1 3525 133.70 111.05 -0.58 24.68 133.70 132.30 295| 90 1,118 +1 3550 124.97 -0.62 24.18 0| 0 40 0 3575 142.50 140.04 -0.67 23.67 144.00 142.50 40| 1 8,703 0 3600 156.26 -0.72 23.12 0| 0 0 0 3625 174.13 -0.76 22.74 0| 0 1,372 0 3650 213.03 -0.84 21.94 0| 0 5,191 0 3700 255.89 -0.90 21.25 0| 0 271 0 3750 301.91 -0.94 20.91 0| 0 2,035 0 3800 349.63 -0.97 20.60 0| 0 1,131 0 3850 398.72 -0.98 21.06 0| 0 757 0 3900 447.68 -0.99 19.11 0| 0 57 0 3950 497.58 -1.00 20.09 0| 0 500 0 4000 547.47 -1.00 20.36 0| 0 43 0 4050 597.36 -1.00 17.54 0| 0 105 0 4100 647.35 -1.00 17.08 0| 0 96 0 4150 697.34 -1.00 16.65 0| 0 55 0 4200 747.32 -1.00 16.24 0| 0 0 0 4250 797.31 -1.00 15.87 0| 0 44 0 4300 897.29 -1.00 15.20 0| 0 66 0 4400 997.27 -1.00 14.63 0| 0 0 0 4500 1097.24 -1.00 14.16 0| 0 0 0 4600 1297.20 -1.00 13.51 0| 0 1 0 4800 1697.10 -1.00 13.23 0| 0 0 0 5200 2097.01 -1.00 14.00 0| 0 0 0 5600 Total 2,529| 1,130 106,972 -38 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 26.55 Underlying Price 3503.00 Time to expiry: 49 Days Oct 10 1.10 -0.01 41.97 0| 100 666 +60 2400 7.40 4.99 -0.02 42.07 7.40 7.40 4| 200 1,790 +96 2600 15.90 11.37 -0.05 38.74 15.90 11.00 30| 109 768 -15 2800 24.00 16.91 -0.07 37.11 24.00 18.00 141| 83 223 +47 2900 31.50 24.65 -0.11 35.41 34.00 31.50 S 113| 90 422 +81 3000 44.80 35.48 -0.15 33.69 50.00 36.30 112| 0 660 0 3100 66.60 50.75 -0.21 32.01 66.60 56.20 12| 22 627 -2 3200 86.50 71.01 -0.28 30.17 91.90 S 73.00 561| 0 250 -10 3300 102.70 83.89 -0.32 29.28 102.70 95.20 566| 0 190 -6 3350 119.40 98.82 -0.37 28.38 123.50 119.40 6| 56 690 +51 3400 133.90 116.14 -0.42 27.51 133.90 127.00 24| 0 381 0 3450 135.86 -0.48 26.59 0| 11 269 0 3500 158.90 -0.54 25.78 0| 1 209 0 3550 184.59 -0.60 24.90 0| 1 213 -1 3600 213.58 -0.66 24.04 0| 0 122 0 3650 246.11 -0.72 23.25 0| 145 194 +49 3700 281.50 -0.78 22.39 0| 0 182 0 3750 320.55 -0.83 21.69 0| 0 41 0 3800 362.49 -0.88 21.08 0| 0 0 0 3850 406.79 -0.92 20.55 0| 0 2 0 3900 500.46 -0.96 19.76 0| 0 1 0 4000 598.05 -0.98 19.53 0| 0 0 0 4100 697.17 -0.99 19.79 0| 0 0 0 4200 796.64 -1.00 18.99 0| 0 0 0 4300 896.48 -1.00 19.08 0| 0 0 0 4400 1096.32 -1.00 19.99 0| 0 0 0 4600 1296.19 -1.00 21.90 0| 0 0 0 4800 Total 1,569| 818 7,900 +350 Indicative a-t-m Vol 27.18 Underlying Price 3485.00 Time to expiry: 84 Days Nov 10 1.70 -0.01 33.57 0| 0 0 0 2400 10.45 -0.04 36.43 0| 0 0 0 2600 38.50 27.63 -0.09 36.31 38.50 S 38.50 S 5| 0 715 0 2800 39.38 -0.12 35.53 0| 0 0 0 2900 63.00 53.56 -0.16 34.43 63.00 63.00 5| 0 604 0 3000 70.75 -0.21 33.11 0| 0 1 0 3100 91.72 -0.26 31.65 0| 0 7 0 3200 127.20 117.04 -0.33 30.04 127.20 127.20 20| 16 47 +6 3300 150.60 132.07 -0.36 29.25 150.60 150.60 5| 0 0 0 3350 167.00 148.75 -0.40 28.45 167.00 167.00 27| 0 31 0 3400 192.80 167.28 -0.44 27.65 192.80 S 185.50 101| 0 0 0 3450 214.10 188.64 -0.49 26.98 214.10 214.10 5| 0 24 0 3500 211.40 -0.53 26.20 0| 0 0 0 3550 266.80 236.51 -0.58 25.43 266.80 S 266.80 S 1| 0 0 0 3600 264.26 -0.63 24.70 0| 0 0 0 3650 295.02 -0.68 24.06 0| 0 0 0 3700 363.24 -0.77 22.70 0| 0 0 0 3800 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 442.07 -0.85 21.66 0| 0 0 0 3900 528.14 -0.91 20.54 0| 0 0 0 4000 620.72 -0.95 19.78 0| 0 0 0 4100 716.89 -0.98 19.16 0| 0 0 0 4200 914.27 -0.99 18.51 0| 0 0 0 4400 1313.28 -1.00 19.80 0| 0 0 0 4800 Total 169| 16 1,429 +6 Indicative a-t-m Vol 27.56 Underlying Price 3483.00 Time to expiry: 112 Days Dec 10 0.35 0.00 48.38 0| 0 549 0 1600 6.22 -0.02 49.93 0| 20 591 +13 2000 12.80 12.38 -0.03 47.73 12.80 12.80 10| 10 2,837 -5 2200 21.80 21.25 -0.05 44.80 22.20 19.30 S 80| 66 866 -18 2400 31.60 33.68 -0.08 41.47 38.00 31.00 115| 126 2,553 0 2600 58.70 49.54 -0.13 37.53 58.70 52.00 16| 1,301 13,659 +777 2800 65.00 61.52 -0.15 35.91 65.00 65.00 1| 0 3,200 0 2900 91.00 77.05 -0.19 34.47 91.30 S 83.10 S 28| 352 7,857 +2 3000 97.90 95.93 -0.23 33.03 97.90 97.90 1| 219 2,473 +219 3100 138.80 119.06 -0.28 31.62 138.80 S 130.50 Q 251| 0 5,971 0 3200 132.49 -0.31 30.93 0| 0 1,046 0 3250 146.98 -0.34 30.21 0| 0 1,376 0 3300 164.00 162.71 -0.37 29.48 164.00 164.00 2| 0 345 0 3350 213.60 179.90 -0.41 28.73 213.60 203.00 42| 188 3,507 +122 3400 225.00 198.68 -0.44 27.99 225.00 225.00 1| 0 183 0 3450 239.30 219.82 -0.48 27.33 239.30 220.60 16| 504 3,745 +425 3500 280.40 242.21 -0.52 26.60 280.40 266.70 12| 42 339 +42 3550 292.40 266.64 -0.56 25.89 301.50 292.40 16| 0 17,574 0 3600 293.17 -0.60 25.19 0| 0 1,001 0 3650 321.65 -0.65 24.47 0| 0 4,318 0 3700 352.88 -0.69 23.84 0| 0 764 0 3750 386.42 -0.73 23.24 0| 0 15,723 0 3800 421.70 -0.77 22.58 0| 0 212 0 3850 459.38 -0.81 21.99 0| 0 16,535 0 3900 501.40 -0.83 21.91 0| 0 378 0 3950 544.26 -0.86 21.74 0| 0 10,090 0 4000 585.45 -0.89 20.79 0| 0 1 0 4050 630.72 -0.91 20.56 0| 0 61 0 4100 676.48 -0.93 20.15 0| 0 65 0 4150 723.23 -0.95 19.77 0| 0 877 0 4200 770.79 -0.96 19.40 0| 0 0 0 4250 819.00 -0.97 19.06 0| 0 0 0 4300 916.77 -0.99 18.43 0| 0 3,803 0 4400 1015.64 -0.99 17.89 0| 0 0 0 4500 1115.05 -1.00 17.43 0| 0 0 0 4600 1214.70 -1.00 17.05 0| 0 0 0 4700 1314.45 -1.00 16.75 0| 0 2,269 0 4800 1414.24 -1.00 16.53 0| 0 1,500 0 4900 1514.04 -1.00 16.38 0| 0 7,800 0 5000 1613.84 -1.00 16.31 0| 0 2,250 0 5100 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1713.64 -1.00 16.32 0| 0 2,765 0 5200 1813.45 -1.00 16.39 0| 0 0 0 5300 1913.25 -1.00 16.54 0| 0 7,751 0 5400 2013.06 -1.00 16.76 0| 0 2,750 0 5500 2112.86 -1.00 17.05 0| 0 4,000 0 5600 2212.67 -1.00 17.40 0| 0 1,000 0 5700 2312.47 -1.00 17.81 0| 0 0 0 5800 2412.28 -1.00 18.29 0| 0 0 0 5900 2512.08 -1.00 18.84 0| 0 4,550 0 6000 2611.88 -1.00 19.44 0| 0 2,500 0 6100 2711.69 -1.00 20.10 0| 0 0 0 6200 2811.49 -1.00 20.82 0| 0 0 0 6300 2911.30 -1.00 21.60 0| 0 0 0 6400 3011.10 -1.00 22.43 0| 0 0 0 6500 3110.91 -1.00 23.31 0| 0 1 0 6600 3210.71 -1.00 24.25 0| 0 0 0 6700 3310.52 -1.00 25.23 0| 0 0 0 6800 3709.74 -1.00 29.70 0| 0 0 0 7200 Total 591| 2,828 161,635 +1,577 Indicative a-t-m Vol 28.09 Underlying Price 3488.00 Time to expiry: 203 Days Mar 11 0.16 0.00 33.60 0| 0 0 0 1600 11.46 -0.03 41.31 0| 0 34 0 2000 44.66 -0.08 40.36 0| 3 159 +3 2400 68.72 -0.12 38.51 0| 0 50 0 2600 110.00 98.99 -0.17 36.25 110.00 110.00 10| 0 154 0 2800 116.20 -0.20 34.92 0| 51 153 +51 2900 148.30 137.10 -0.23 33.75 148.30 148.30 2| 1 2,126 +1 3000 160.70 -0.27 32.53 0| 0 34 0 3100 188.30 -0.31 31.39 0| 1 1,053 +1 3200 203.45 -0.34 30.81 0| 0 91 0 3250 219.20 -0.36 30.19 0| 0 216 0 3300 236.20 -0.38 29.60 0| 0 238 0 3350 254.15 -0.41 28.98 0| 0 335 0 3400 274.05 -0.44 28.45 0| 0 93 0 3450 295.80 -0.46 27.97 0| 0 132 0 3500 318.05 -0.49 27.42 0| 0 127 0 3550 341.35 -0.52 26.84 0| 0 545 0 3600 366.30 -0.55 26.29 0| 0 182 0 3650 393.00 -0.58 25.77 0| 0 0 0 3700 420.20 -0.61 25.15 0| 0 40 0 3750 450.85 -0.64 24.74 0| 0 43 0 3800 481.90 -0.68 24.21 0| 0 40 0 3850 514.35 -0.71 23.67 0| 0 120 0 3900 548.35 -0.74 23.13 0| 0 1 0 3950 586.45 -0.76 22.91 0| 0 572 0 4000 624.24 -0.79 22.50 0| 0 0 0 4050 663.46 -0.81 22.10 0| 0 0 0 4100 704.02 -0.84 21.72 0| 0 0 0 4150 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 745.84 -0.86 21.35 0| 0 80 0 4200 788.81 -0.88 21.00 0| 0 0 0 4250 832.75 -0.90 20.65 0| 0 0 0 4300 923.60 -0.93 20.05 0| 0 0 0 4400 1017.27 -0.95 19.49 0| 0 0 0 4500 1113.06 -0.97 19.00 0| 0 0 0 4600 1308.52 -0.99 18.21 0| 0 0 0 4800 1705.31 -1.00 17.40 0| 0 0 0 5200 2103.57 -1.00 17.57 0| 0 0 0 5600 2900.35 -1.00 20.60 0| 0 0 0 6400 Total 12| 56 6,618 +56 Indicative a-t-m Vol 28.51 Underlying Price 3385.50 Time to expiry: 294 Days Jun 11 0.01 0.00 34.50 0| 0 0 0 800 21.32 -0.03 50.56 0| 0 15 0 1600 49.32 -0.07 45.63 0| 0 515 0 2000 95.00 88.50 -0.13 39.58 95.00 95.00 45| 0 242 0 2400 119.35 -0.17 37.15 0| 0 17 0 2600 156.41 -0.22 34.57 0| 0 158 0 2800 178.85 -0.25 33.35 0| 0 0 0 2900 204.39 -0.29 32.18 0| 0 247 0 3000 233.43 -0.32 31.07 0| 0 0 0 3100 266.36 -0.37 30.01 0| 0 76 0 3200 284.41 -0.39 29.50 0| 0 0 0 3250 306.10 -0.41 29.22 0| 0 100 0 3300 325.99 -0.43 28.70 0| 0 50 0 3350 349.97 -0.46 28.43 0| 0 729 0 3400 401.50 371.97 -0.48 27.92 401.50 Q 401.50 Q 250| 21 299 +21 3450 394.92 -0.50 27.39 0| 42 147 +42 3500 419.27 -0.53 26.88 0| 0 84 0 3550 445.02 -0.56 26.39 0| 0 632 0 3600 472.07 -0.58 25.92 0| 0 336 0 3650 499.86 -0.61 25.40 0| 0 70 0 3700 529.26 -0.63 24.92 0| 0 74 0 3750 560.26 -0.66 24.47 0| 0 105 0 3800 597.27 -0.68 24.46 0| 0 0 0 3850 631.81 -0.71 24.13 0| 0 0 0 3900 699.11 -0.76 22.92 0| 0 43 0 4000 781.98 -0.80 22.92 0| 0 0 0 4100 863.58 -0.83 22.39 0| 0 0 0 4200 1037.29 -0.90 21.47 0| 0 0 0 4400 1221.51 -0.94 20.74 0| 0 0 0 4600 1412.41 -0.97 20.17 0| 0 0 0 4800 1803.94 -0.99 19.52 0| 0 5 0 5200 2199.94 -1.00 19.45 0| 0 0 0 5600 2994.17 -1.00 20.90 0| 0 0 0 6400 Total 295| 63 3,944 +63 Indicative a-t-m Vol 28.43 Underlying Price 3393.00 Time to expiry: 385 Days Sep 11 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.18 0.00 45.00 0| 0 0 0 800 21.05 -0.03 44.20 0| 0 1 0 1600 116.46 -0.14 38.51 0| 0 110 0 2400 198.04 -0.24 34.40 0| 0 4 0 2800 251.08 -0.30 32.30 0| 0 20 0 3000 315.60 -0.37 30.29 0| 0 57 0 3200 393.59 -0.44 28.36 0| 0 107 0 3400 485.83 -0.53 26.44 0| 0 92 0 3600 595.31 -0.63 24.60 0| 0 21 0 3800 723.53 -0.72 22.88 0| 0 21 0 4000 872.39 -0.80 21.47 0| 0 200 0 4200 1039.13 -0.87 20.43 0| 0 0 0 4400 1404.34 -0.96 18.63 0| 0 1 0 4800 1792.03 -0.99 17.37 0| 0 0 0 5200 2186.53 -1.00 16.57 0| 0 0 0 5600 2978.67 -1.00 17.18 0| 0 0 0 6400 Total 0| 0 634 0 Indicative a-t-m Vol 28.47 Underlying Price 3375.50 Time to expiry: 476 Days Dec 11 0.98 0.00 47.10 0| 0 0 0 800 46.55 -0.05 47.38 0| 0 10 0 1600 90.26 -0.09 42.90 0| 0 58 0 2000 116.99 -0.12 40.43 0| 0 138 0 2200 149.80 -0.16 38.14 0| 0 99 0 2400 236.84 -0.25 33.90 0| 0 665 0 2800 294.30 -0.31 31.98 0| 0 21 0 3000 364.33 -0.37 30.26 0| 0 89 0 3200 440.83 -0.44 28.23 0| 0 1,275 0 3400 535.12 -0.52 26.54 0| 0 7,863 0 3600 643.96 -0.61 24.88 0| 0 4,020 0 3800 767.50 -0.69 23.19 0| 0 4,600 0 4000 914.73 -0.77 22.17 0| 0 0 0 4200 1074.45 -0.84 21.14 0| 0 0 0 4400 1427.22 -0.93 19.42 0| 0 0 0 4800 1520.19 -0.95 19.02 0| 0 0 0 4900 1613.88 -0.96 18.44 0| 0 2,000 0 5000 1709.40 -0.97 18.04 0| 0 0 0 5100 1805.81 -0.98 17.67 0| 0 11 0 5200 1902.90 -0.99 17.32 0| 0 0 0 5300 2000.49 -0.99 16.98 0| 0 0 0 5400 2098.86 -0.99 17.18 0| 0 0 0 5500 2196.67 -1.00 16.37 0| 0 0 0 5600 2295.05 -1.00 16.09 0| 0 0 0 5700 2393.56 -1.00 15.83 0| 0 0 0 5800 2492.22 -1.00 16.02 0| 0 0 0 5900 2590.88 -1.00 16.14 0| 0 4,000 0 6000 2689.45 -1.00 15.15 0| 0 0 0 6100 2788.13 -1.00 14.95 0| 0 0 0 6200 2886.83 -1.00 14.77 0| 0 0 0 6300 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2985.53 -1.00 14.60 0| 0 0 0 6400 3084.24 -1.00 14.44 0| 0 0 0 6500 3182.94 -1.00 14.30 0| 0 0 0 6600 3281.65 -1.00 14.18 0| 0 0 0 6700 3380.36 -1.00 14.06 0| 0 0 0 6800 3775.21 -1.00 13.78 0| 0 0 0 7200 Total 0| 0 24,849 0 Indicative a-t-m Vol 28.37 Underlying Price 3385.00 Time to expiry: 567 Days Mar 12 2.83 0.00 48.82 0| 0 0 0 800 16.91 -0.02 46.77 0| 0 0 0 1200 46.68 -0.05 43.60 0| 0 0 0 1600 95.25 -0.10 40.20 0| 0 21 0 2000 167.63 -0.16 36.91 0| 0 0 0 2400 266.29 -0.25 33.54 0| 0 0 0 2800 326.13 -0.31 31.77 0| 0 0 0 3000 395.23 -0.37 30.02 0| 0 42 0 3200 473.72 -0.44 28.24 0| 0 61 0 3400 569.19 -0.51 26.80 0| 0 0 0 3600 674.18 -0.58 25.19 0| 0 0 0 3800 797.24 -0.66 23.88 0| 0 0 0 4000 934.25 -0.73 22.61 0| 0 0 0 4200 1088.28 -0.80 21.71 0| 0 0 0 4400 1426.33 -0.90 19.87 0| 0 0 0 4800 1794.54 -0.96 18.05 0| 0 0 0 5200 2179.87 -0.99 16.52 0| 0 0 0 5600 2571.43 -1.00 15.50 0| 0 0 0 6000 2964.38 -1.00 14.57 0| 0 0 0 6400 3357.62 -1.00 14.06 0| 0 0 0 6800 Total 0| 0 124 0 Indicative a-t-m Vol 28.67 Underlying Price 3298.50 Time to expiry: 658 Days Jun 12 3.18 0.00 45.35 0| 0 0 0 800 58.58 -0.06 42.03 0| 0 0 0 1600 197.05 -0.18 35.64 0| 0 0 0 2400 308.79 -0.28 32.61 0| 0 0 0 2800 375.69 -0.33 31.02 0| 0 0 0 3000 452.55 -0.39 29.48 0| 0 0 0 3200 537.89 -0.46 27.85 0| 0 0 0 3400 636.64 -0.53 26.37 0| 0 0 0 3600 751.24 -0.60 25.14 0| 0 0 0 3800 872.77 -0.67 23.58 0| 0 0 0 4000 1013.40 -0.74 22.45 0| 0 0 0 4200 1168.23 -0.80 21.54 0| 0 0 0 4400 1507.17 -0.90 19.87 0| 0 0 0 4800 2255.85 -0.99 16.83 0| 0 0 0 5600 3036.02 -1.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.99 Underlying Price 3296.50 Time to expiry: 847 Days Dec 12 5.88 -0.01 43.53 0| 0 0 0 800 87.61 -0.07 41.76 0| 0 5 0 1600 163.24 -0.13 39.20 0| 0 707 0 2000 204.84 -0.16 37.42 0| 0 26 0 2200 253.36 -0.20 35.79 0| 0 48 0 2400 368.34 -0.28 32.53 0| 0 0 0 2800 438.81 -0.33 31.08 0| 0 42 0 3000 517.42 -0.39 29.65 0| 0 2,250 0 3200 703.44 -0.50 26.95 0| 0 9,100 0 3600 937.65 -0.63 24.77 0| 0 5,479 0 4000 1207.65 -0.75 22.34 0| 0 0 0 4400 1525.55 -0.85 20.59 0| 0 0 0 4800 1698.00 -0.89 19.92 0| 0 500 0 5000 1882.98 -0.91 20.16 0| 0 0 0 5200 2249.42 -0.95 19.00 0| 0 0 0 5600 2630.14 -0.97 18.99 0| 0 0 0 6000 3013.70 -0.99 18.79 0| 0 0 0 6400 Total 0| 0 18,157 0 Indicative a-t-m Vol 26.97 Underlying Price 3298.00 Time to expiry: 1211 Days Dec 13 12.38 -0.01 41.09 0| 0 0 0 800 95.47 -0.08 36.12 0| 0 0 0 1600 172.26 -0.13 33.80 0| 0 0 0 2000 275.51 -0.20 31.64 0| 0 0 0 2400 404.79 -0.28 29.47 0| 0 0 0 2800 480.55 -0.33 28.43 0| 0 0 0 3000 564.78 -0.38 27.44 0| 0 2,500 0 3200 758.03 -0.48 25.54 0| 0 3,500 0 3600 987.65 -0.59 23.83 0| 0 500 0 4000 1255.70 -0.69 22.42 0| 0 3,000 0 4400 1557.14 -0.78 21.25 0| 0 0 0 4800 2230.36 -0.91 19.16 0| 0 0 0 5600 2959.46 -0.98 17.00 0| 0 0 0 6400 Total 0| 0 9,500 0 Indicative a-t-m Vol 26.57 Underlying Price 3280.00 Time to expiry: 1575 Days Dec 14 23.31 -0.02 40.60 0| 0 0 0 800 133.78 -0.09 35.64 0| 0 0 0 1600 336.06 -0.21 31.20 0| 0 0 0 2400 470.15 -0.29 29.02 0| 0 0 0 2800 628.83 -0.37 26.92 0| 0 0 0 3200 820.46 -0.47 25.15 0| 0 250 0 3600 1039.12 -0.57 23.37 0| 0 0 0 4000 1297.15 -0.66 22.08 0| 0 0 0 4400 1583.33 -0.75 20.91 0| 0 0 0 4800 2225.98 -0.88 19.00 0| 0 0 0 5600 2926.76 -0.96 17.17 0| 0 0 0 6400 Equity Index Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 5,165| 4,911 342,012 +2,014 Grand Total 9,028| 8,578 631,320 +2,571