Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 26.71 Underlying Price 3490.00 Time to expiry: 18 Days Sep 10 1889.64 1.00 101.50 0| 0 0 0 1600 1489.75 1.00 75.09 0| 0 0 0 2000 1289.82 1.00 64.82 0| 0 0 0 2200 1089.95 1.00 56.09 0| 0 0 0 2400 890.31 1.00 49.62 0| 0 21 0 2600 690.80 0.99 41.20 0| 0 61 0 2800 591.91 0.98 39.34 0| 0 11 0 2900 493.73 0.97 36.76 0| 0 145 0 3000 397.58 0.94 34.69 0| 0 0 0 3100 304.98 0.89 32.68 0| 0 195 0 3200 260.72 0.85 31.65 0| 0 6 0 3250 218.41 0.80 30.63 0| 2 121 0 3300 178.64 0.74 29.65 0| 0 123 0 3350 159.73 0.70 29.11 0| 0 0 0 3375 145.00 141.81 0.67 28.63 145.00 145.00 1| 2 1,709 +2 3400 124.00 124.50 0.63 28.05 124.00 124.00 1| 0 0 0 3425 122.70 108.33 0.59 27.52 122.70 106.40 63| 193 3,139 +81 3450 92.90 93.27 0.54 27.00 96.00 85.80 72| 70 88 -15 3475 90.00 79.40 0.49 26.51 91.00 73.50 165| 237 4,567 -14 3500 75.50 66.57 0.44 25.97 75.90 62.20 383| 48 397 +38 3525 67.20 55.00 0.40 25.45 67.20 51.80 197| 94 818 +19 3550 56.20 44.77 0.35 24.95 56.20 45.80 62| 41 159 +3 3575 46.00 36.00 0.30 24.53 46.00 35.00 56| 434 5,497 +86 3600 35.20 28.03 0.25 23.95 35.20 27.70 116| 0 298 0 3625 25.50 21.55 0.21 23.49 25.50 20.50 127| 128 2,560 +19 3650 17.90 12.02 0.13 22.67 17.90 10.50 90| 158 4,725 -39 3700 8.30 6.09 0.08 21.90 8.90 8.30 4| 328 2,001 +212 3750 2.90 3.02 0.04 21.53 3.10 2.90 S 128| 200 6,537 +17 3800 2.30 1.46 0.02 21.37 2.30 1.50 107| 115 3,114 -105 3850 1.00 0.71 0.01 21.39 1.30 0.80 450| 157 5,991 -34 3900 0.56 0.01 22.83 0| 37 1,272 -27 3950 0.40 0.55 0.01 24.79 0.40 0.40 15| 2 9,625 +2 4000 0.10 0.00 22.40 0| 0 2,754 0 4050 0.01 0.00 19.10 0| 0 5,757 0 4100 0.01 0.00 18.65 0| 0 425 0 4150 0.01 0.00 18.24 0| 0 756 0 4200 0.01 0.00 17.84 0| 0 327 0 4250 0.01 0.00 17.47 0| 0 739 0 4300 0.01 0.00 16.79 0| 0 319 0 4400 0.01 0.00 16.20 0| 5 181 +5 4500 0.01 0.00 15.70 0| 0 313 0 4600 0.01 0.00 14.29 0| 0 926 0 4800 0.01 0.00 14.16 0| 0 20 0 5200 0.01 0.00 14.30 0| 0 0 0 5600 Total 2,037| 2,251 65,697 +250 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 27.23 Underlying Price 3490.50 Time to expiry: 46 Days Oct 10 1091.89 0.99 46.43 0| 0 0 0 2400 894.75 0.98 42.68 0| 0 0 0 2600 700.86 0.95 39.01 0| 0 0 0 2800 606.56 0.93 37.47 0| 0 0 0 2900 514.55 0.89 35.82 0| 0 11 0 3000 425.79 0.85 34.12 0| 10 20 +10 3100 341.42 0.79 32.39 0| 0 1 0 3200 262.79 0.71 30.61 0| 10 11 +10 3300 226.20 0.67 29.72 0| 1 18 0 3350 191.76 0.62 28.82 0| 0 6 0 3400 161.10 159.51 0.57 27.87 161.10 161.10 5| 2 95 +2 3450 133.00 130.71 0.51 27.09 133.00 124.60 27| 15 153 +2 3500 107.90 104.12 0.45 26.16 107.90 106.40 32| 21 114 +20 3550 90.00 80.89 0.38 25.30 90.00 82.20 23| 8 593 +6 3600 58.70 60.91 0.32 24.43 58.70 58.70 6| 30 480 +10 3650 45.40 44.33 0.26 23.61 45.40 43.90 S 61| 31 370 -66 3700 38.00 31.10 0.20 22.83 38.00 34.60 15| 41 294 +41 3750 24.30 20.88 0.15 22.08 24.30 20.90 S 45| 8 424 -35 3800 14.20 13.50 0.11 21.42 14.20 S 14.20 S 2| 42 720 +42 3850 10.30 8.34 0.07 20.81 10.30 8.50 31| 0 3,838 0 3900 3.30 2.97 0.03 19.99 3.30 3.30 10| 0 931 -10 4000 1.00 1.06 0.01 19.72 1.00 1.00 4| 0 287 0 4100 0.36 0.00 19.60 0| 0 560 0 4200 0.50 0.10 0.00 19.40 0.50 0.50 15| 0 30 0 4300 0.03 0.00 19.41 0| 0 335 0 4400 0.01 0.00 20.05 0| 0 2 0 4600 0.01 0.00 22.00 0| 0 0 0 4800 Total 276| 219 9,293 +32 Indicative a-t-m Vol 27.43 Underlying Price 3472.50 Time to expiry: 81 Days Nov 10 1072.85 0.99 34.00 0| 0 0 0 2400 882.03 0.96 36.88 0| 0 0 0 2600 699.72 0.91 36.71 0| 0 0 0 2800 611.73 0.87 35.88 0| 0 0 0 2900 526.21 0.83 34.73 0| 0 0 0 3000 443.21 0.79 33.25 0| 0 0 0 3100 364.41 0.73 31.71 0| 0 1 0 3200 290.96 0.67 30.16 0| 6 6 +6 3300 256.56 0.63 29.38 0| 0 0 0 3350 223.70 0.59 28.57 0| 0 0 0 3400 192.59 0.55 27.73 0| 19 50 +19 3450 164.70 0.50 27.07 0| 250 291 +240 3500 136.40 138.18 0.45 26.28 136.40 136.40 6| 20 20 +20 3550 113.00 113.95 0.41 25.49 113.00 Q 113.00 Q 500| 0 21 0 3600 92.58 0.36 24.76 0| 35 41 +20 3650 73.45 0.31 24.00 0| 0 21 0 3700 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 43.41 0.22 22.61 0| 0 67 0 3800 26.10 23.42 0.14 21.41 26.20 21.50 Q 537| 5 306 +5 3900 12.40 11.14 0.08 20.26 12.40 12.40 139| 600 602 +600 4000 5.20 5.23 0.04 19.66 5.20 5.20 24| 0 0 0 4100 2.18 0.02 19.05 0| 0 0 0 4200 0.35 0.00 18.45 0| 0 0 0 4400 0.03 0.00 20.00 0| 0 0 0 4800 Total 1,206| 935 1,426 +910 Indicative a-t-m Vol 27.68 Underlying Price 3471.00 Time to expiry: 109 Days Dec 10 1868.19 1.00 52.90 0| 0 0 0 1600 1474.25 0.98 50.19 0| 0 0 0 2000 1280.88 0.97 48.06 0| 0 17 0 2200 1090.12 0.95 45.07 0| 0 0 0 2400 902.94 0.92 41.67 0| 0 500 0 2600 718.59 0.87 37.49 0| 0 22 0 2800 631.32 0.84 35.96 0| 0 11 0 2900 547.39 0.81 34.54 0| 0 5,610 0 3000 466.92 0.76 33.11 0| 0 5 0 3100 390.48 0.71 31.66 0| 0 2,931 0 3200 353.96 0.68 30.93 0| 0 95 0 3250 318.85 0.65 30.20 0| 5 586 0 3300 284.88 0.62 29.44 0| 0 201 0 3350 252.70 0.58 28.72 0| 0 3,541 0 3400 221.98 0.55 27.97 0| 12 342 +12 3450 192.00 193.45 0.51 27.27 192.00 192.00 2| 10 1,810 0 3500 166.58 0.47 26.56 0| 0 1,067 0 3550 154.70 141.71 0.43 25.84 154.70 154.70 5| 0 13,239 0 3600 119.14 0.38 25.16 0| 0 432 0 3650 98.42 0.34 24.45 0| 53 1,952 -15 3700 80.30 0.30 23.79 0| 41 1,296 -41 3750 71.00 64.43 0.26 23.16 71.00 71.00 5| 0 18,571 0 3800 53.80 50.66 0.22 22.53 53.80 53.80 10| 0 560 0 3850 38.60 38.89 0.18 21.89 38.60 S 38.60 S 12| 26 18,535 0 3900 30.00 29.52 0.15 21.35 30.20 30.00 2| 3 419 -3 3950 22.00 21.96 0.12 20.84 22.00 21.60 S 32| 2 16,605 0 4000 15.95 0.09 20.34 0| 0 157 0 4050 13.50 11.54 0.07 19.96 13.50 12.60 4| 10 1,061 -2 4100 7.93 0.05 19.47 0| 0 276 0 4150 5.52 0.04 19.15 0| 0 4,211 0 4200 4.15 0.03 19.14 0| 0 538 0 4250 3.21 0.02 19.25 0| 0 2,954 0 4300 1.56 0.01 18.92 0| 0 3,496 0 4400 0.42 0.00 17.61 0| 0 1,293 0 4500 0.15 0.00 17.15 0| 0 1,434 0 4600 0.05 0.00 16.77 0| 0 373 0 4700 0.02 0.00 16.47 0| 0 2,409 0 4800 0.01 0.00 16.25 0| 0 1,647 0 4900 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 16.11 0| 0 9,252 0 5000 0.01 0.00 16.05 0| 0 2,396 0 5100 0.01 0.00 16.06 0| 0 2,800 0 5200 0.01 0.00 16.15 0| 0 42 0 5300 0.01 0.00 16.31 0| 0 7,792 0 5400 0.01 0.00 16.54 0| 0 2,708 0 5500 0.01 0.00 16.85 0| 0 4,000 0 5600 0.01 0.00 17.22 0| 0 1,125 0 5700 0.01 0.00 17.65 0| 0 0 0 5800 0.01 0.00 18.16 0| 0 0 0 5900 0.01 0.00 18.72 0| 0 8,050 0 6000 0.01 0.00 19.35 0| 0 0 0 6100 0.01 0.00 20.04 0| 0 0 0 6200 0.01 0.00 20.79 0| 0 0 0 6300 0.01 0.00 21.60 0| 0 0 0 6400 0.01 0.00 22.46 0| 0 0 0 6500 0.01 0.00 23.38 0| 0 0 0 6600 0.01 0.00 24.35 0| 0 0 0 6700 0.01 0.00 25.37 0| 0 0 0 6800 0.01 0.00 30.00 0| 0 0 0 7200 Total 72| 162 146,361 -49 Indicative a-t-m Vol 28.16 Underlying Price 3475.50 Time to expiry: 200 Days Mar 11 1868.12 1.00 34.00 0| 0 0 0 1600 1481.31 0.97 41.59 0| 0 0 0 2000 1116.32 0.92 40.52 0| 0 0 0 2400 941.30 0.88 38.62 0| 0 0 0 2600 772.58 0.83 36.32 0| 0 25 0 2800 690.78 0.80 35.03 0| 0 0 0 2900 611.72 0.76 33.76 0| 0 0 0 3000 536.35 0.72 32.57 0| 0 0 0 3100 464.13 0.68 31.35 0| 0 0 0 3200 429.42 0.66 30.74 0| 0 0 0 3250 396.41 0.63 30.20 0| 0 220 0 3300 363.50 0.61 29.56 0| 0 80 0 3350 332.80 0.58 29.03 0| 0 162 0 3400 302.80 0.56 28.45 0| 0 219 0 3450 274.40 0.53 27.90 0| 32 344 +32 3500 246.20 246.90 0.50 27.32 246.20 246.20 21| 0 128 0 3550 221.93 0.47 26.85 0| 0 93 0 3600 197.52 0.44 26.30 0| 0 337 0 3650 174.00 0.41 25.69 0| 10 553 +10 3700 152.69 0.38 25.16 0| 0 163 0 3750 133.17 0.35 24.65 0| 0 1,018 0 3800 114.96 0.31 24.13 0| 0 290 0 3850 98.39 0.28 23.62 0| 0 145 0 3900 83.73 0.25 23.15 0| 0 671 0 3950 71.98 0.23 22.88 0| 4 668 +4 4000 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 60.45 0.20 22.47 0| 0 51 0 4050 50.32 0.18 22.07 0| 0 107 0 4100 40.50 41.53 0.15 21.69 40.50 S 40.50 S 6| 0 152 0 4150 33.96 0.13 21.33 0| 0 174 0 4200 26.50 27.52 0.11 20.98 26.50 S 26.50 S 6| 0 61 0 4250 22.10 0.09 20.65 0| 0 15 0 4300 13.87 0.07 20.04 0| 0 1,053 0 4400 8.40 0.04 19.49 0| 0 45 0 4500 4.93 0.03 19.01 0| 0 2,042 0 4600 1.57 0.01 18.25 0| 0 125 0 4800 0.15 0.00 17.50 0| 0 10 0 5200 0.02 0.00 17.75 0| 0 0 0 5600 0.01 0.00 21.00 0| 0 0 0 6400 Total 33| 46 8,951 +46 Indicative a-t-m Vol 28.59 Underlying Price 3373.00 Time to expiry: 291 Days Jun 11 2555.70 1.00 34.80 0| 0 0 0 800 1792.51 0.96 55.02 0| 0 0 0 1600 1427.86 0.92 49.16 0| 0 0 0 2000 1072.89 0.86 42.32 0| 0 0 0 2400 902.38 0.82 39.04 0| 0 0 0 2600 739.34 0.77 35.96 0| 0 0 0 2800 661.47 0.74 34.51 0| 0 0 0 2900 586.56 0.71 33.13 0| 0 0 0 3000 515.04 0.67 31.81 0| 0 0 0 3100 446.05 0.63 30.45 0| 0 47 0 3200 414.18 0.61 29.89 0| 0 0 0 3250 382.20 0.58 29.24 0| 0 121 0 3300 352.53 0.56 28.70 0| 0 63 0 3350 327.52 0.54 28.47 0| 0 711 0 3400 300.06 0.51 27.94 0| 250 376 +200 3450 277.60 273.54 0.49 27.40 277.60 277.60 21| 0 504 0 3500 248.58 0.46 26.89 0| 0 388 0 3550 223.82 0.44 26.30 0| 0 885 0 3600 201.35 0.41 25.81 0| 0 553 0 3650 190.70 180.09 0.38 25.31 190.70 190.70 20| 0 301 0 3700 160.08 0.36 24.81 0| 0 213 0 3750 141.56 0.33 24.33 0| 0 585 0 3800 126.81 0.31 24.09 0| 0 63 0 3850 111.69 0.28 23.71 0| 0 0 0 3900 84.77 0.23 22.92 0| 0 334 0 4000 64.01 0.19 22.33 0| 0 0 0 4100 47.05 0.15 21.74 0| 0 292 0 4200 24.02 0.09 20.72 0| 0 422 0 4400 11.49 0.05 19.92 0| 0 25 0 4600 5.25 0.03 19.34 0| 0 1,016 0 4800 1.08 0.01 18.75 0| 0 40 0 5200 0.28 0.00 18.89 0| 0 20 0 5600 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.07 0.00 21.00 0| 0 0 0 6400 Total 41| 250 6,959 +200 Indicative a-t-m Vol 28.55 Underlying Price 3380.50 Time to expiry: 382 Days Sep 11 2556.41 1.00 45.00 0| 0 0 0 800 1784.77 0.97 44.20 0| 0 0 0 1600 1088.34 0.86 38.51 0| 0 0 0 2400 774.60 0.76 34.40 0| 0 0 0 2800 630.19 0.70 32.30 0| 0 0 0 3000 497.43 0.63 30.29 0| 0 0 0 3200 378.32 0.55 28.36 0| 0 292 0 3400 273.63 0.46 26.44 0| 0 0 0 3600 186.31 0.37 24.60 0| 0 21 0 3800 118.89 0.28 22.97 0| 0 121 0 4000 72.38 0.19 21.74 0| 0 483 0 4200 43.34 0.13 20.97 0| 0 2 0 4400 9.87 0.04 18.63 0| 0 1 0 4800 1.88 0.01 17.37 0| 0 0 0 5200 0.31 0.00 16.57 0| 0 0 0 5600 0.03 0.00 17.18 0| 0 0 0 6400 Total 0| 0 920 0 Indicative a-t-m Vol 28.60 Underlying Price 3363.00 Time to expiry: 473 Days Dec 11 2530.93 1.00 47.10 0| 0 0 0 800 1786.85 0.95 47.38 0| 0 0 0 1600 1436.00 0.90 42.90 0| 0 0 0 2000 1265.54 0.88 40.43 0| 0 0 0 2200 1101.25 0.84 38.14 0| 0 0 0 2400 794.39 0.75 33.90 0| 0 350 0 2800 655.07 0.69 31.98 0| 0 0 0 3000 528.47 0.62 30.26 0| 0 50 0 3200 416.00 408.49 0.55 28.23 416.00 Q 416.00 Q 350| 0 1,250 0 3400 306.41 0.47 26.54 0| 0 6,638 0 3600 218.98 0.39 24.88 0| 0 4,021 0 3800 171.00 159.77 0.31 24.20 171.00 171.00 3| 0 3,651 0 4000 103.42 0.23 22.71 0| 0 1 0 4200 65.57 0.17 21.68 0| 0 571 0 4400 19.93 0.07 19.42 0| 0 21 0 4800 14.44 0.05 19.02 0| 0 3 0 4900 9.66 0.04 18.44 0| 0 2,005 0 5000 6.64 0.03 18.04 0| 0 0 0 5100 4.48 0.02 17.67 0| 0 0 0 5200 2.96 0.01 17.32 0| 0 0 0 5300 1.91 0.01 16.98 0| 0 0 0 5400 1.60 0.01 17.18 0| 0 2 0 5500 0.76 0.00 16.37 0| 0 0 0 5600 0.46 0.00 16.09 0| 0 0 0 5700 0.28 0.00 15.83 0| 0 0 0 5800 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.23 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 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 353| 0 22,563 0 Indicative a-t-m Vol 28.48 Underlying Price 3372.50 Time to expiry: 564 Days Mar 12 2531.97 1.00 48.82 0| 0 0 0 800 2152.79 0.98 46.77 0| 0 0 0 1200 1789.43 0.95 43.60 0| 0 0 0 1600 1445.06 0.90 40.20 0| 0 0 0 2000 1124.76 0.83 36.91 0| 0 0 0 2400 831.08 0.74 33.54 0| 0 0 0 2800 694.91 0.69 31.77 0| 0 0 0 3000 568.10 0.63 30.02 0| 0 0 0 3200 450.82 0.56 28.24 0| 0 0 0 3400 350.58 0.49 26.80 0| 0 0 0 3600 259.98 0.41 25.19 0| 0 42 0 3800 187.45 0.34 23.88 0| 0 0 0 4000 132.10 0.26 22.85 0| 0 0 0 4200 91.06 0.20 22.04 0| 0 0 0 4400 33.53 0.10 19.87 0| 0 0 0 4800 9.45 0.03 18.05 0| 0 0 0 5200 1.93 0.01 16.52 0| 0 20 0 5600 0.34 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 28.78 Underlying Price 3286.00 Time to expiry: 655 Days Jun 12 2436.28 1.00 45.35 0| 0 0 0 800 1708.94 0.94 42.03 0| 0 0 0 1600 1065.50 0.82 35.64 0| 0 0 0 2400 790.09 0.72 32.84 0| 0 0 0 2800 661.52 0.67 31.21 0| 0 0 0 3000 540.37 0.60 29.48 0| 0 0 0 3200 430.80 0.54 27.85 0| 0 0 0 3400 336.00 0.47 26.45 0| 0 0 0 3600 254.50 0.40 25.14 0| 0 0 0 3800 186.56 0.33 23.92 0| 0 0 0 4000 134.27 0.26 22.96 0| 0 0 0 4200 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 94.10 0.20 22.12 0| 0 0 0 4400 35.89 0.10 19.87 0| 0 0 0 4800 2.87 0.01 16.83 0| 0 0 0 5600 0.17 0.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 29.08 Underlying Price 3284.00 Time to expiry: 844 Days Dec 12 2414.71 0.99 43.53 0| 0 0 0 800 1721.04 0.93 41.76 0| 0 0 0 1600 1409.24 0.87 39.20 0| 0 0 0 2000 1257.21 0.84 37.42 0| 0 0 0 2200 1112.17 0.80 35.79 0| 0 0 0 2400 840.21 0.72 32.53 0| 0 0 0 2800 717.32 0.67 31.08 0| 0 0 0 3000 602.64 0.61 29.65 0| 0 2,250 0 3200 402.28 0.49 26.95 0| 0 9,100 0 3600 250.22 0.37 24.77 0| 0 5,500 0 4000 138.24 0.25 22.62 0| 0 100 0 4400 70.38 0.15 21.02 0| 0 0 0 4800 48.11 0.11 20.31 0| 0 500 0 5000 35.89 0.09 20.16 0| 0 15 0 5200 15.14 0.04 19.00 0| 0 0 0 5600 8.29 0.03 18.99 0| 0 0 0 6000 4.18 0.01 18.79 0| 0 0 0 6400 Total 0| 0 17,465 0 Indicative a-t-m Vol 27.03 Underlying Price 3285.50 Time to expiry: 1208 Days Dec 13 2388.31 0.99 41.09 0| 0 0 0 800 1707.58 0.92 36.12 0| 0 0 0 1600 1402.88 0.87 33.80 0| 0 0 0 2000 1124.96 0.80 31.64 0| 0 0 0 2400 873.39 0.71 29.47 0| 0 0 0 2800 758.85 0.67 28.43 0| 0 3,750 0 3000 652.87 0.62 27.44 0| 0 500 0 3200 465.92 0.51 25.54 0| 0 3,250 0 3600 315.58 0.41 23.83 0| 0 3,250 0 4000 203.82 0.30 22.42 0| 0 0 0 4400 125.45 0.22 21.25 0| 0 0 0 4800 38.80 0.09 19.16 0| 0 0 0 5600 7.45 0.02 17.00 0| 0 0 0 6400 Total 0| 0 10,750 0 Indicative a-t-m Vol 26.62 Underlying Price 3267.50 Time to expiry: 1572 Days Dec 14 2348.33 0.98 40.60 0| 0 0 0 800 1706.87 0.91 35.64 0| 0 0 0 1600 1158.79 0.79 31.20 0| 0 0 0 2400 918.29 0.71 29.02 0| 0 0 0 2800 702.79 0.62 26.92 0| 0 0 0 3200 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 520.70 0.53 25.15 0| 0 250 0 3600 366.02 0.43 23.37 0| 0 0 0 4000 251.08 0.34 22.08 0| 0 0 0 4400 164.49 0.25 20.91 0| 0 0 0 4800 61.90 0.12 19.00 0| 0 0 0 5600 17.37 0.04 17.17 0| 0 0 0 6400 Total 0| 0 250 0 Total Calls 4,018| 3,863 290,697 +1,389 | Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 26.71 Underlying Price 3490.00 Time to expiry: 18 Days Sep 10 0.05 0.00 101.50 0| 0 318 0 1600 0.07 0.00 75.09 0| 0 384 0 2000 0.10 0.00 64.82 0| 0 919 0 2200 0.18 0.00 56.09 0| 0 1,418 0 2400 0.50 0.00 49.62 0| 12 22,887 +12 2600 0.95 -0.01 41.20 0| 0 5,039 0 2800 2.00 2.04 -0.02 39.34 2.00 2.00 4| 81 3,172 +78 2900 4.00 3.83 -0.03 36.76 4.20 3.50 47| 199 10,332 -73 3000 7.50 7.67 -0.06 34.69 8.00 7.00 189| 85 3,069 +83 3100 12.80 15.04 -0.11 32.68 16.00 12.40 238| 376 9,086 +139 3200 17.60 20.77 -0.15 31.65 22.00 17.60 192| 238 3,543 +88 3250 25.60 28.45 -0.20 30.63 30.00 24.80 92| 180 5,316 +10 3300 39.60 38.67 -0.26 29.65 39.60 39.60 20| 25 1,542 +20 3350 41.40 44.75 -0.30 29.11 41.40 41.40 5| 12 12 +12 3375 43.00 51.83 -0.33 28.63 55.60 43.00 132| 267 6,877 -156 3400 51.50 59.51 -0.37 28.05 58.60 51.50 67| 76 64 -24 3425 60.80 68.34 -0.41 27.52 70.00 60.50 247| 520 3,295 -123 3450 72.00 78.27 -0.46 27.00 79.40 72.00 103| 55 257 +20 3475 82.00 89.39 -0.51 26.51 90.80 S 77.80 174| 48 7,855 -36 3500 97.00 101.56 -0.56 25.97 107.20 97.00 41| 20 72 +20 3525 102.60 114.98 -0.60 25.45 116.00 102.60 19| 295 1,015 -103 3550 112.00 129.75 -0.65 24.95 112.00 111.50 2| 0 40 0 3575 131.00 145.98 -0.70 24.53 148.10 131.00 12| 40 8,663 -40 3600 163.00 -0.75 23.95 0| 0 0 0 3625 181.52 -0.79 23.49 0| 0 1,372 0 3650 215.00 221.97 -0.87 22.67 215.00 215.00 5| 0 5,191 0 3700 266.03 -0.92 21.90 0| 0 271 0 3750 312.95 -0.96 21.53 0| 0 2,035 0 3800 361.38 -0.98 21.37 0| 0 1,131 0 3850 410.62 -0.99 21.39 0| 0 757 0 3900 460.46 -0.99 22.83 0| 0 57 0 3950 510.44 -0.99 24.79 0| 0 500 0 4000 559.98 -1.00 22.40 0| 0 43 0 4050 609.87 -1.00 19.10 0| 0 105 0 4100 659.86 -1.00 18.65 0| 0 96 0 4150 709.85 -1.00 18.24 0| 0 55 0 4200 759.84 -1.00 17.84 0| 0 0 0 4250 809.82 -1.00 17.47 0| 0 44 0 4300 909.80 -1.00 16.79 0| 0 66 0 4400 1009.78 -1.00 16.20 0| 0 0 0 4500 1109.76 -1.00 15.70 0| 0 0 0 4600 1309.72 -1.00 14.29 0| 0 1 0 4800 1709.63 -1.00 14.16 0| 0 0 0 5200 2109.54 -1.00 14.30 0| 0 0 0 5600 Total 1,589| 2,529 106,899 -73 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 27.23 Underlying Price 3490.50 Time to expiry: 46 Days Oct 10 2.10 2.05 -0.01 46.43 2.10 2.10 40| 0 666 0 2400 4.79 -0.02 42.68 0| 4 1,794 +4 2600 10.70 10.77 -0.05 39.01 10.70 10.70 30| 30 794 +26 2800 14.80 16.41 -0.07 37.47 16.70 14.80 37| 141 322 +99 2900 22.60 24.35 -0.11 35.82 23.70 22.60 201| 113 533 +111 3000 35.80 35.52 -0.15 34.12 35.80 34.60 145| 112 723 +63 3100 47.00 51.09 -0.21 32.39 51.50 47.00 3| 12 626 -1 3200 67.00 72.41 -0.29 30.61 74.20 65.90 22| 561 581 +331 3300 85.78 -0.33 29.72 0| 566 754 +564 3350 101.00 101.31 -0.38 28.82 101.00 S 101.00 S 700| 6 696 +6 3400 111.10 119.03 -0.43 27.87 120.30 109.20 104| 24 358 -23 3450 127.40 140.20 -0.49 27.09 140.50 127.40 21| 0 269 0 3500 163.59 -0.55 26.16 0| 0 209 0 3550 190.33 -0.62 25.30 0| 0 213 0 3600 220.31 -0.68 24.43 0| 0 122 0 3650 253.70 -0.74 23.61 0| 0 50 -144 3700 290.44 -0.80 22.83 0| 0 182 0 3750 330.19 -0.85 22.08 0| 0 41 0 3800 372.79 -0.89 21.42 0| 0 0 0 3850 417.59 -0.93 20.81 0| 0 2 0 3900 512.16 -0.97 19.99 0| 0 1 0 4000 610.19 -0.99 19.72 0| 0 0 0 4100 709.43 -1.00 19.60 0| 0 0 0 4200 809.12 -1.00 19.40 0| 0 0 0 4300 908.98 -1.00 19.41 0| 0 0 0 4400 1108.83 -1.00 20.05 0| 0 0 0 4600 1308.71 -1.00 22.00 0| 0 0 0 4800 Total 1,303| 1,569 8,936 +1,036 Indicative a-t-m Vol 27.43 Underlying Price 3472.50 Time to expiry: 81 Days Nov 10 1.74 -0.01 34.00 0| 0 0 0 2400 10.66 -0.04 36.88 0| 0 0 0 2600 28.09 -0.09 36.71 0| 5 720 +5 2800 39.00 39.97 -0.13 35.88 42.40 39.00 16| 0 0 0 2900 51.00 54.32 -0.17 34.73 52.00 51.00 1,002| 5 609 +5 3000 71.19 -0.21 33.25 0| 0 1 0 3100 92.27 -0.27 31.71 0| 0 7 0 3200 118.70 118.68 -0.33 30.16 121.30 118.70 23| 20 62 +15 3300 134.20 134.21 -0.37 29.38 134.20 132.70 29| 5 5 +5 3350 151.29 -0.41 28.57 0| 27 58 +27 3400 162.60 170.12 -0.45 27.73 168.30 162.60 6| 101 101 +101 3450 192.16 -0.50 27.07 0| 5 29 +5 3500 215.58 -0.55 26.28 0| 0 0 0 3550 241.29 -0.59 25.49 0| 1 1 +1 3600 269.85 -0.64 24.76 0| 0 0 0 3650 300.66 -0.69 24.00 0| 0 0 0 3700 370.48 -0.78 22.61 0| 0 0 0 3800 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 450.37 -0.86 21.41 0| 0 0 0 3900 537.96 -0.92 20.26 0| 0 0 0 4000 631.92 -0.96 19.66 0| 0 0 0 4100 728.74 -0.98 19.05 0| 0 0 0 4200 926.65 -1.00 18.45 0| 0 0 0 4400 1325.81 -1.00 20.00 0| 0 0 0 4800 Total 1,076| 169 1,593 +164 Indicative a-t-m Vol 27.68 Underlying Price 3471.00 Time to expiry: 109 Days Dec 10 0.80 0.00 52.90 0| 0 549 0 1600 6.09 -0.02 50.19 0| 0 591 0 2000 10.00 12.33 -0.03 48.06 10.00 9.90 80| 10 2,837 0 2200 17.20 21.19 -0.05 45.07 17.20 17.00 80| 80 865 -1 2400 28.60 33.62 -0.08 41.67 28.60 28.40 80| 115 2,452 -101 2600 48.00 48.89 -0.13 37.49 50.00 48.00 112| 16 13,652 -7 2800 61.50 61.42 -0.16 35.96 61.50 61.50 41| 1 3,200 0 2900 75.00 77.30 -0.19 34.54 75.00 74.00 4| 28 7,857 0 3000 91.50 96.63 -0.24 33.11 91.50 91.50 5| 1 2,474 +1 3100 120.01 -0.29 31.66 0| 251 5,970 -1 3200 133.39 -0.32 30.93 0| 0 1,046 0 3250 148.18 -0.35 30.20 0| 0 1,376 0 3300 164.11 -0.38 29.44 0| 2 347 +2 3350 172.60 181.84 -0.42 28.72 185.70 172.60 124| 42 3,503 -4 3400 201.80 201.02 -0.45 27.97 201.80 201.80 1| 1 183 0 3450 222.40 -0.49 27.27 0| 16 3,744 -1 3500 245.43 -0.53 26.56 0| 12 338 -1 3550 262.40 270.46 -0.57 25.84 263.40 262.40 2| 16 17,574 0 3600 297.80 -0.62 25.16 0| 0 1,001 0 3650 326.98 -0.66 24.45 0| 0 4,318 0 3700 358.76 -0.70 23.79 0| 0 764 0 3750 392.79 -0.74 23.16 0| 0 15,723 0 3800 428.93 -0.78 22.53 0| 0 212 0 3850 467.06 -0.82 21.89 0| 0 16,535 0 3900 507.60 -0.85 21.35 0| 0 378 0 3950 549.94 -0.88 20.84 0| 0 10,090 0 4000 593.83 -0.91 20.34 0| 0 1 0 4050 639.32 -0.93 19.96 0| 0 61 0 4100 685.62 -0.95 19.47 0| 0 65 0 4150 733.11 -0.96 19.15 0| 0 877 0 4200 781.64 -0.97 19.14 0| 0 0 0 4250 830.61 -0.98 19.25 0| 0 0 0 4300 928.76 -0.99 18.92 0| 0 3,803 0 4400 1027.44 -1.00 17.61 0| 0 0 0 4500 1126.97 -1.00 17.15 0| 0 0 0 4600 1226.68 -1.00 16.77 0| 0 0 0 4700 1326.45 -1.00 16.47 0| 0 2,269 0 4800 1426.25 -1.00 16.25 0| 0 1,500 0 4900 1526.05 -1.00 16.11 0| 0 7,800 0 5000 1625.86 -1.00 16.05 0| 0 2,250 0 5100 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1725.66 -1.00 16.06 0| 0 2,765 0 5200 1825.47 -1.00 16.15 0| 0 0 0 5300 1925.28 -1.00 16.31 0| 0 7,751 0 5400 2025.08 -1.00 16.54 0| 0 2,750 0 5500 2124.89 -1.00 16.85 0| 0 4,000 0 5600 2224.70 -1.00 17.22 0| 0 1,000 0 5700 2324.50 -1.00 17.65 0| 0 0 0 5800 2424.31 -1.00 18.16 0| 0 0 0 5900 2524.12 -1.00 18.72 0| 0 4,550 0 6000 2623.93 -1.00 19.35 0| 0 2,500 0 6100 2723.73 -1.00 20.04 0| 0 0 0 6200 2823.54 -1.00 20.79 0| 0 0 0 6300 2923.35 -1.00 21.60 0| 0 0 0 6400 3023.15 -1.00 22.46 0| 0 0 0 6500 3122.96 -1.00 23.38 0| 0 1 0 6600 3222.77 -1.00 24.35 0| 0 0 0 6700 3322.57 -1.00 25.37 0| 0 0 0 6800 3721.80 -1.00 30.00 0| 0 0 0 7200 Total 529| 591 161,522 -113 Indicative a-t-m Vol 28.16 Underlying Price 3475.50 Time to expiry: 200 Days Mar 11 0.17 0.00 34.00 0| 0 0 0 1600 11.75 -0.03 41.59 0| 0 34 0 2000 47.00 45.14 -0.08 40.52 47.00 47.00 3| 0 159 0 2400 69.33 -0.12 38.62 0| 0 50 0 2600 99.80 -0.17 36.32 0| 10 164 +10 2800 117.60 -0.20 35.03 0| 0 153 0 2900 138.13 -0.24 33.76 0| 2 2,128 +2 3000 162.36 -0.28 32.57 0| 0 34 0 3100 189.74 -0.32 31.35 0| 0 1,053 0 3200 204.83 -0.34 30.74 0| 0 91 0 3250 221.62 -0.37 30.20 0| 0 216 0 3300 238.51 -0.39 29.56 0| 0 238 0 3350 257.60 -0.42 29.03 0| 0 335 0 3400 277.40 -0.44 28.45 0| 0 93 0 3450 300.90 298.80 -0.47 27.90 300.90 300.90 21| 0 132 0 3500 321.10 -0.50 27.32 0| 0 127 0 3550 345.93 -0.53 26.85 0| 0 545 0 3600 371.32 -0.56 26.30 0| 0 182 0 3650 397.60 -0.59 25.69 0| 0 0 0 3700 420.00 426.08 -0.62 25.16 420.00 420.00 1| 0 40 0 3750 456.37 -0.65 24.65 0| 0 43 0 3800 487.95 -0.69 24.13 0| 0 40 0 3850 521.18 -0.72 23.62 0| 0 120 0 3900 556.32 -0.75 23.15 0| 0 1 0 3950 594.37 -0.77 22.88 0| 0 572 0 4000 632.63 -0.80 22.47 0| 0 0 0 4050 672.31 -0.82 22.07 0| 0 0 0 4100 713.31 -0.85 21.69 0| 0 0 0 4150 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 755.54 -0.87 21.33 0| 0 80 0 4200 798.90 -0.89 20.98 0| 0 0 0 4250 843.28 -0.91 20.65 0| 0 0 0 4300 934.65 -0.93 20.04 0| 0 0 0 4400 1028.78 -0.96 19.49 0| 0 0 0 4500 1124.90 -0.97 19.01 0| 0 0 0 4600 1320.74 -0.99 18.25 0| 0 0 0 4800 1717.70 -1.00 17.50 0| 0 0 0 5200 2115.97 -1.00 17.75 0| 0 0 0 5600 2912.73 -1.00 21.00 0| 0 0 0 6400 Total 25| 12 6,630 +12 Indicative a-t-m Vol 28.59 Underlying Price 3373.00 Time to expiry: 291 Days Jun 11 0.01 0.00 34.80 0| 0 0 0 800 31.43 -0.04 55.02 0| 0 15 0 1600 64.09 -0.08 49.16 0| 0 515 0 2000 106.43 -0.14 42.32 0| 45 242 0 2400 134.57 -0.18 39.04 0| 0 17 0 2600 170.19 -0.23 35.96 0| 0 158 0 2800 191.65 -0.26 34.51 0| 0 0 0 2900 216.07 -0.29 33.13 0| 0 247 0 3000 243.87 -0.33 31.81 0| 0 0 0 3100 274.22 -0.37 30.45 0| 0 76 0 3200 292.00 -0.39 29.89 0| 0 0 0 3250 309.69 -0.42 29.24 0| 0 100 0 3300 329.68 -0.44 28.70 0| 0 50 0 3350 354.34 -0.46 28.47 0| 0 729 0 3400 376.54 -0.49 27.94 0| 250 449 +150 3450 399.69 -0.51 27.40 0| 0 147 0 3500 424.39 -0.54 26.89 0| 0 84 0 3550 442.20 449.29 -0.56 26.30 442.20 442.20 5| 0 632 0 3600 476.49 -0.59 25.81 0| 0 336 0 3650 504.89 -0.62 25.31 0| 0 70 0 3700 534.54 -0.64 24.81 0| 0 74 0 3750 565.69 -0.67 24.33 0| 0 105 0 3800 600.61 -0.69 24.09 0| 0 0 0 3850 635.15 -0.72 23.71 0| 0 0 0 3900 707.55 -0.77 22.92 0| 0 43 0 4000 786.12 -0.81 22.33 0| 0 0 0 4100 868.49 -0.85 21.74 0| 0 0 0 4200 1044.12 -0.91 20.72 0| 0 0 0 4400 1230.24 -0.95 19.92 0| 0 0 0 4600 1422.66 -0.97 19.34 0| 0 0 0 4800 1815.80 -0.99 18.75 0| 0 5 0 5200 2212.31 -1.00 18.89 0| 0 0 0 5600 3006.72 -1.00 21.00 0| 0 0 0 6400 Total 5| 295 4,094 +150 Indicative a-t-m Vol 28.55 Underlying Price 3380.50 Time to expiry: 382 Days Sep 11 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 21.01 -0.03 44.20 0| 0 1 0 1600 117.06 -0.14 38.51 0| 0 110 0 2400 199.56 -0.24 34.40 0| 0 4 0 2800 253.27 -0.30 32.30 0| 0 20 0 3000 318.63 -0.37 30.29 0| 0 57 0 3200 397.64 -0.45 28.36 0| 0 107 0 3400 491.07 -0.54 26.44 0| 0 92 0 3600 601.87 -0.63 24.60 0| 0 21 0 3800 732.56 -0.72 22.97 0| 0 21 0 4000 884.18 -0.81 21.74 0| 0 200 0 4200 1053.25 -0.87 20.97 0| 0 0 0 4400 1416.02 -0.96 18.63 0| 0 1 0 4800 1804.27 -0.99 17.37 0| 0 0 0 5200 2198.93 -1.00 16.57 0| 0 0 0 5600 2991.13 -1.00 17.18 0| 0 0 0 6400 Total 0| 0 634 0 Indicative a-t-m Vol 28.60 Underlying Price 3363.00 Time to expiry: 473 Days Dec 11 0.97 0.00 47.10 0| 0 0 0 800 46.58 -0.05 47.38 0| 0 10 0 1600 90.57 -0.10 42.90 0| 0 58 0 2000 117.53 -0.12 40.43 0| 0 138 0 2200 150.66 -0.16 38.14 0| 0 99 0 2400 238.65 -0.25 33.90 0| 0 665 0 2800 296.75 -0.31 31.98 0| 0 21 0 3000 367.57 -0.38 30.26 0| 0 89 0 3200 448.00 445.01 -0.45 28.23 448.00 Q 448.00 Q 350| 0 1,275 0 3400 540.35 -0.53 26.54 0| 0 7,863 0 3600 650.35 -0.61 24.88 0| 0 4,020 0 3800 788.56 -0.69 24.20 0| 0 4,600 0 4000 929.63 -0.77 22.71 0| 0 0 0 4200 1089.20 -0.83 21.68 0| 0 0 0 4400 1438.40 -0.93 19.42 0| 0 0 0 4800 1531.62 -0.95 19.02 0| 0 0 0 4900 1625.56 -0.96 18.44 0| 0 2,000 0 5000 1721.25 -0.97 18.04 0| 0 0 0 5100 1817.79 -0.98 17.67 0| 0 11 0 5200 1914.99 -0.99 17.32 0| 0 0 0 5300 2012.65 -0.99 16.98 0| 0 0 0 5400 2111.05 -0.99 17.18 0| 0 0 0 5500 2208.92 -1.00 16.37 0| 0 0 0 5600 2307.34 -1.00 16.09 0| 0 0 0 5700 2405.86 -1.00 15.83 0| 0 0 0 5800 2504.52 -1.00 16.02 0| 0 0 0 5900 2603.19 -1.00 16.14 0| 0 4,000 0 6000 2701.77 -1.00 15.15 0| 0 0 0 6100 2800.46 -1.00 14.95 0| 0 0 0 6200 2899.16 -1.00 14.77 0| 0 0 0 6300 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2997.86 -1.00 14.60 0| 0 0 0 6400 3096.57 -1.00 14.44 0| 0 0 0 6500 3195.27 -1.00 14.30 0| 0 0 0 6600 3293.98 -1.00 14.18 0| 0 0 0 6700 3392.69 -1.00 14.06 0| 0 0 0 6800 3787.54 -1.00 13.78 0| 0 0 0 7200 Total 350| 0 24,849 0 Indicative a-t-m Vol 28.48 Underlying Price 3372.50 Time to expiry: 564 Days Mar 12 2.82 0.00 48.82 0| 0 0 0 800 16.90 -0.02 46.77 0| 0 0 0 1200 46.80 -0.05 43.60 0| 0 0 0 1600 95.69 -0.10 40.20 0| 0 21 0 2000 168.64 -0.17 36.91 0| 0 0 0 2400 268.23 -0.26 33.54 0| 0 0 0 2800 328.69 -0.31 31.77 0| 0 0 0 3000 398.51 -0.37 30.02 0| 0 42 0 3200 477.85 -0.44 28.24 0| 0 61 0 3400 574.25 -0.51 26.80 0| 0 0 0 3600 680.28 -0.59 25.19 0| 0 0 0 3800 804.38 -0.66 23.88 0| 0 0 0 4000 945.65 -0.74 22.85 0| 0 0 0 4200 1101.25 -0.80 22.04 0| 0 0 0 4400 1436.97 -0.90 19.87 0| 0 0 0 4800 1806.15 -0.97 18.05 0| 0 0 0 5200 2191.90 -0.99 16.52 0| 0 0 0 5600 2583.56 -1.00 15.50 0| 0 0 0 6000 2976.53 -1.00 14.57 0| 0 0 0 6400 3369.75 -1.00 14.06 0| 0 0 0 6800 Total 0| 0 124 0 Indicative a-t-m Vol 28.78 Underlying Price 3286.00 Time to expiry: 655 Days Jun 12 3.17 0.00 45.35 0| 0 0 0 800 58.81 -0.06 42.03 0| 0 0 0 1600 198.35 -0.18 35.64 0| 0 0 0 2400 314.43 -0.28 32.84 0| 0 0 0 2800 381.61 -0.33 31.21 0| 0 0 0 3000 456.20 -0.40 29.48 0| 0 0 0 3200 542.37 -0.46 27.85 0| 0 0 0 3400 643.32 -0.53 26.45 0| 0 0 0 3600 757.56 -0.60 25.14 0| 0 0 0 3800 885.37 -0.67 23.92 0| 0 0 0 4000 1028.83 -0.74 22.96 0| 0 0 0 4200 1184.40 -0.80 22.12 0| 0 0 0 4400 1517.68 -0.90 19.87 0| 0 0 0 4800 2267.64 -0.99 16.83 0| 0 0 0 5600 3047.92 -1.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 29.08 Underlying Price 3284.00 Time to expiry: 844 Days Dec 12 5.89 -0.01 43.53 0| 0 0 0 800 88.01 -0.07 41.76 0| 0 5 0 1600 164.10 -0.13 39.20 0| 0 707 0 2000 206.02 -0.16 37.42 0| 0 26 0 2200 254.92 -0.20 35.79 0| 0 48 0 2400 370.86 -0.28 32.53 0| 0 0 0 2800 441.91 -0.33 31.08 0| 0 42 0 3000 521.18 -0.39 29.65 0| 0 2,250 0 3200 708.71 -0.51 26.95 0| 0 9,100 0 3600 944.55 -0.63 24.77 0| 0 5,479 0 4000 1220.46 -0.75 22.62 0| 0 0 0 4400 1540.50 -0.85 21.02 0| 0 0 0 4800 1712.17 -0.89 20.31 0| 0 500 0 5000 1893.90 -0.91 20.16 0| 0 0 0 5200 2261.05 -0.96 19.00 0| 0 0 0 5600 2642.09 -0.97 18.99 0| 0 0 0 6000 3025.87 -0.99 18.79 0| 0 0 0 6400 Total 0| 0 18,157 0 Indicative a-t-m Vol 27.03 Underlying Price 3285.50 Time to expiry: 1208 Days Dec 13 12.49 -0.01 41.09 0| 0 0 0 800 96.45 -0.08 36.12 0| 0 0 0 1600 174.11 -0.13 33.80 0| 0 0 0 2000 278.54 -0.20 31.64 0| 0 0 0 2400 409.31 -0.29 29.47 0| 0 0 0 2800 485.95 -0.33 28.43 0| 0 0 0 3000 571.15 -0.38 27.44 0| 0 2,500 0 3200 766.54 -0.49 25.54 0| 0 3,500 0 3600 998.55 -0.59 23.83 0| 0 500 0 4000 1269.14 -0.70 22.42 0| 0 3,000 0 4400 1573.12 -0.78 21.25 0| 0 0 0 4800 2251.17 -0.91 19.16 0| 0 0 0 5600 2984.52 -0.98 17.00 0| 0 0 0 6400 Total 0| 0 9,500 0 Indicative a-t-m Vol 26.62 Underlying Price 3267.50 Time to expiry: 1572 Days Dec 14 23.66 -0.02 40.60 0| 0 0 0 800 135.90 -0.09 35.64 0| 0 0 0 1600 341.51 -0.21 31.20 0| 0 0 0 2400 477.86 -0.29 29.02 0| 0 0 0 2800 639.20 -0.38 26.92 0| 0 0 0 3200 833.95 -0.47 25.15 0| 0 250 0 3600 1056.11 -0.57 23.37 0| 0 0 0 4000 1318.02 -0.66 22.08 0| 0 0 0 4400 1608.28 -0.75 20.91 0| 0 0 0 4800 2259.38 -0.88 19.00 0| 0 0 0 5600 2968.55 -0.96 17.17 0| 0 0 0 6400 Equity Index Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 4,877| 5,165 343,188 +1,176 Grand Total 8,895| 9,028 633,885 +2,565