Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 26.98 Underlying Price 3475.00 Time to expiry: 17 Days Sep 10 1874.66 1.00 101.70 0| 0 0 0 1600 1474.76 1.00 75.48 0| 0 0 0 2000 1274.83 1.00 65.21 0| 0 0 0 2200 1074.94 1.00 56.43 0| 0 0 0 2400 875.20 1.00 48.92 0| 0 21 0 2600 675.92 0.99 42.22 0| 0 61 0 2800 576.95 0.98 39.71 0| 0 11 0 2900 478.84 0.97 37.07 0| 0 145 0 3000 382.74 0.94 34.80 0| 0 0 0 3100 290.06 0.88 32.47 0| 0 195 0 3200 246.06 0.84 31.43 0| 0 6 0 3250 204.28 0.79 30.46 0| 0 121 0 3300 165.50 0.72 29.61 0| 0 123 0 3350 132.00 146.94 0.69 29.04 132.00 132.00 20| 0 0 0 3375 117.00 129.54 0.65 28.56 122.00 111.70 82| 1 1,709 0 3400 100.30 112.78 0.60 27.98 100.30 100.30 1| 1 1 +1 3425 80.50 97.33 0.56 27.47 93.00 80.50 85| 63 3,106 -33 3450 69.10 83.04 0.51 26.98 88.30 67.40 145| 72 107 +19 3475 56.00 69.99 0.46 26.51 75.20 56.00 352| 165 4,583 +16 3500 49.90 58.04 0.41 25.99 62.60 46.60 290| 383 555 +158 3525 39.00 47.39 0.36 25.49 51.40 39.00 312| 197 814 -4 3550 30.50 38.08 0.31 25.02 41.40 30.50 9| 62 109 -50 3575 23.00 30.03 0.27 24.55 32.20 23.00 144| 56 5,541 +44 3600 19.90 23.13 0.22 24.05 20.30 18.20 28| 116 411 +113 3625 14.00 17.57 0.18 23.64 19.20 13.30 59| 127 2,685 +125 3650 6.80 9.59 0.11 22.93 10.00 6.80 64| 90 4,778 +53 3700 3.80 4.93 0.07 22.43 5.80 3.80 145| 4 1,998 -3 3750 1.80 2.46 0.04 22.19 1.80 1.80 15| 128 6,554 +17 3800 1.00 1.28 0.02 22.31 1.00 1.00 5| 107 3,077 -37 3850 0.90 0.69 0.01 22.64 0.90 0.90 10| 450 6,026 +35 3900 0.20 0.00 21.52 0| 0 1,272 0 3950 0.10 0.00 21.89 0| 15 9,638 +13 4000 0.01 0.00 19.46 0| 0 2,754 0 4050 0.01 0.00 18.99 0| 0 5,757 0 4100 0.01 0.00 18.54 0| 0 425 0 4150 0.01 0.00 18.12 0| 0 756 0 4200 0.01 0.00 17.73 0| 0 327 0 4250 0.01 0.00 17.36 0| 0 739 0 4300 0.01 0.00 16.69 0| 0 319 0 4400 0.01 0.00 16.11 0| 0 181 0 4500 0.01 0.00 15.62 0| 0 313 0 4600 0.01 0.00 14.87 0| 0 926 0 4800 0.01 0.00 14.22 0| 0 20 0 5200 0.01 0.00 14.50 0| 0 0 0 5600 Total 1,766| 2,037 66,164 +467 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 27.50 Underlying Price 3475.00 Time to expiry: 45 Days Oct 10 1076.27 0.99 46.20 0| 0 0 0 2400 878.91 0.98 42.13 0| 0 0 0 2600 685.17 0.95 38.69 0| 0 0 0 2800 591.06 0.92 37.22 0| 0 0 0 2900 499.31 0.89 35.59 0| 0 11 0 3000 410.97 0.84 33.91 0| 0 20 0 3100 327.49 0.78 32.26 0| 0 1 0 3200 250.03 0.70 30.53 0| 0 11 0 3300 208.30 214.11 0.66 29.64 208.30 208.30 20| 0 17 -1 3350 175.20 180.35 0.60 28.72 180.60 175.20 60| 0 6 0 3400 137.20 149.08 0.55 27.81 151.90 137.20 33| 5 100 +5 3450 108.30 122.01 0.49 27.18 113.30 108.30 43| 27 137 -16 3500 87.10 96.25 0.43 26.22 99.40 87.10 70| 32 146 +32 3550 66.30 74.34 0.36 25.41 70.80 66.30 46| 23 594 +1 3600 48.00 55.55 0.30 24.57 48.00 48.00 20| 6 480 0 3650 33.00 40.06 0.24 23.76 43.60 33.00 16| 61 351 -19 3700 29.80 27.76 0.19 22.98 30.00 29.80 25| 15 279 -15 3750 15.20 18.51 0.14 22.27 20.00 15.20 8| 45 380 -44 3800 10.00 11.85 0.10 21.63 10.40 10.00 110| 2 720 0 3850 6.00 7.23 0.07 21.02 6.30 6.00 124| 31 3,823 -15 3900 2.42 0.03 20.09 0| 10 931 0 4000 0.74 0.01 19.52 0| 4 287 0 4100 0.29 0.00 19.83 0| 0 560 0 4200 0.08 0.00 19.63 0| 15 45 +15 4300 0.03 0.00 19.65 0| 0 335 0 4400 0.01 0.00 20.29 0| 0 2 0 4600 0.01 0.00 22.30 0| 0 0 0 4800 Total 575| 276 9,236 -57 Indicative a-t-m Vol 27.72 Underlying Price 3458.00 Time to expiry: 80 Days Nov 10 1060.62 0.98 38.05 0| 0 0 0 2400 871.41 0.95 39.14 0| 0 0 0 2600 690.37 0.90 38.24 0| 0 0 0 2800 600.03 0.87 36.36 0| 0 0 0 2900 513.90 0.83 34.87 0| 0 0 0 3000 431.82 0.78 33.44 0| 0 0 0 3100 353.70 0.72 31.87 0| 0 1 0 3200 281.35 0.65 30.34 0| 0 6 0 3300 247.40 0.62 29.54 0| 0 0 0 3350 215.25 0.58 28.74 0| 0 0 0 3400 167.70 184.31 0.53 27.83 174.80 167.70 9| 0 50 0 3450 156.85 0.49 27.13 0| 0 291 0 3500 134.10 130.96 0.44 26.33 134.10 134.10 20| 6 26 +6 3550 98.00 107.61 0.39 25.55 110.80 98.00 Q 270| 500 521 +500 3600 79.00 86.91 0.34 24.82 80.10 79.00 24| 0 41 0 3650 63.00 68.61 0.29 24.06 63.00 63.00 20| 0 21 0 3700 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 35.00 40.20 0.20 22.71 36.30 S 35.00 7| 0 67 0 3800 19.30 21.00 0.13 21.39 20.00 19.30 S 315| 537 808 +502 3900 9.40 10.08 0.07 20.39 10.20 9.30 1,535| 139 741 +139 4000 4.78 0.04 19.87 0| 24 24 +24 4100 2.26 0.02 19.63 0| 0 0 0 4200 0.36 0.00 18.92 0| 0 0 0 4400 0.03 0.00 20.50 0| 0 0 0 4800 Total 2,200| 1,206 2,597 +1,171 Indicative a-t-m Vol 27.98 Underlying Price 3456.00 Time to expiry: 108 Days Dec 10 1853.71 1.00 55.51 0| 0 0 0 1600 1459.60 0.98 50.47 0| 0 0 0 2000 1264.56 0.97 46.87 0| 0 17 0 2200 1071.88 0.95 43.22 0| 0 0 0 2400 883.02 0.92 39.68 0| 0 500 0 2600 704.98 0.87 37.52 0| 0 22 0 2800 618.05 0.84 35.98 0| 0 11 0 2900 534.58 0.80 34.55 0| 0 5,610 0 3000 454.91 0.76 33.15 0| 0 5 0 3100 379.26 0.70 31.71 0| 0 2,931 0 3200 343.38 0.67 31.00 0| 0 95 0 3250 308.66 0.64 30.27 0| 0 586 0 3300 275.44 0.61 29.54 0| 0 201 0 3350 229.20 243.47 0.57 28.77 246.10 229.20 44| 0 3,541 0 3400 200.20 213.60 0.54 28.06 200.20 200.20 41| 0 342 0 3450 190.70 186.00 0.50 27.41 190.70 190.70 20| 2 1,812 +2 3500 163.80 159.69 0.46 26.68 163.80 163.80 8| 0 1,067 0 3550 124.60 135.44 0.41 25.96 124.60 124.60 5| 5 13,239 0 3600 105.20 113.53 0.37 25.28 105.20 S 105.20 S 5| 0 432 0 3650 82.00 93.52 0.33 24.57 86.10 S 82.00 16| 0 1,952 0 3700 75.96 0.29 23.91 0| 0 1,296 0 3750 55.50 60.70 0.25 23.28 56.80 55.50 S 17| 5 18,571 0 3800 43.00 47.64 0.21 22.67 45.00 43.00 7| 10 560 0 3850 33.50 36.58 0.17 22.06 33.50 S 33.10 51| 12 18,524 -11 3900 22.50 28.26 0.14 21.66 25.50 S 22.50 4| 2 419 0 3950 20.94 0.11 21.13 0| 32 16,605 0 4000 15.16 0.09 20.62 0| 0 157 0 4050 10.68 0.07 20.12 0| 4 1,061 0 4100 7.20 7.65 0.05 19.81 7.20 7.20 10| 0 276 0 4150 5.26 0.04 19.44 0| 0 4,211 0 4200 3.92 0.03 19.40 0| 0 538 0 4250 3.08 0.02 19.54 0| 0 2,954 0 4300 2.89 0.02 21.04 0| 0 3,496 0 4400 1.24 0.01 20.26 0| 0 1,293 0 4500 1.04 0.01 21.26 0| 0 1,434 0 4600 0.99 0.01 22.51 0| 0 373 0 4700 0.94 0.01 23.71 0| 0 2,409 0 4800 0.89 0.01 24.84 0| 0 1,647 0 4900 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.84 0.01 25.94 0| 0 9,252 0 5000 0.02 0.00 20.19 0| 0 2,396 0 5100 0.01 0.00 20.31 0| 0 2,800 0 5200 0.01 0.00 20.48 0| 0 42 0 5300 0.01 0.00 20.71 0| 0 7,792 0 5400 0.01 0.00 20.99 0| 0 2,708 0 5500 0.01 0.00 21.33 0| 0 4,000 0 5600 0.01 0.00 21.71 0| 0 1,125 0 5700 0.01 0.00 22.14 0| 0 0 0 5800 0.01 0.00 22.61 0| 0 0 0 5900 0.01 0.00 23.13 0| 0 8,050 0 6000 0.01 0.00 23.70 0| 0 0 0 6100 0.01 0.00 24.30 0| 0 0 0 6200 0.01 0.00 24.95 0| 0 0 0 6300 0.01 0.00 25.64 0| 0 0 0 6400 0.01 0.00 26.37 0| 0 0 0 6500 0.01 0.00 27.14 0| 0 0 0 6600 0.01 0.00 27.94 0| 0 0 0 6700 0.01 0.00 28.78 0| 0 0 0 6800 0.01 0.00 30.40 0| 0 0 0 7200 Total 228| 72 146,352 -9 Indicative a-t-m Vol 28.43 Underlying Price 3460.50 Time to expiry: 199 Days Mar 11 1853.27 1.00 34.30 0| 0 0 0 1600 1466.79 0.97 41.68 0| 0 0 0 2000 1102.34 0.91 40.54 0| 0 0 0 2400 927.80 0.87 38.63 0| 0 0 0 2600 759.77 0.82 36.33 0| 0 25 0 2800 678.02 0.79 34.99 0| 0 0 0 2900 600.23 0.76 33.82 0| 0 0 0 3000 525.00 0.72 32.58 0| 0 0 0 3100 453.92 0.67 31.42 0| 0 0 0 3200 419.33 0.65 30.78 0| 0 0 0 3250 385.90 0.63 30.16 0| 0 220 0 3300 354.76 0.60 29.66 0| 0 80 0 3350 322.67 0.58 28.95 0| 0 162 0 3400 294.60 0.55 28.52 0| 0 219 0 3450 267.84 0.52 28.10 0| 0 344 0 3500 241.86 0.49 27.62 0| 21 149 +21 3550 216.02 0.46 27.02 0| 0 93 0 3600 191.19 0.43 26.38 0| 0 337 0 3650 168.55 0.40 25.81 0| 0 553 0 3700 147.82 0.37 25.29 0| 0 163 0 3750 128.33 0.34 24.74 0| 0 1,018 0 3800 110.55 0.31 24.21 0| 0 290 0 3850 94.76 0.28 23.74 0| 0 145 0 3900 80.13 0.25 23.23 0| 0 671 0 3950 62.50 69.30 0.22 23.03 66.00 62.50 6| 0 666 -2 4000 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 58.18 0.20 22.62 0| 0 51 0 4050 48.43 0.17 22.23 0| 0 107 0 4100 39.96 0.15 21.86 0| 6 146 -6 4150 32.69 0.13 21.50 0| 0 174 0 4200 26.51 0.11 21.16 0| 6 61 0 4250 21.31 0.09 20.84 0| 0 15 0 4300 13.42 0.06 20.24 0| 0 1,053 0 4400 8.17 0.04 19.71 0| 0 45 0 4500 4.83 0.03 19.25 0| 0 2,042 0 4600 1.57 0.01 18.52 0| 0 125 0 4800 0.16 0.00 17.83 0| 0 10 0 5200 0.02 0.00 18.14 0| 0 0 0 5600 0.01 0.00 21.50 0| 0 0 0 6400 Total 6| 33 8,964 +13 Indicative a-t-m Vol 28.87 Underlying Price 3358.00 Time to expiry: 290 Days Jun 11 2541.12 1.00 46.00 0| 0 0 0 800 1753.17 0.99 41.19 0| 0 0 0 1600 1372.82 0.96 38.00 0| 0 0 0 2000 1013.68 0.89 34.81 0| 0 0 0 2400 848.27 0.84 33.54 0| 0 0 0 2600 695.17 0.78 32.37 0| 0 0 0 2800 623.97 0.74 31.82 0| 0 0 0 2900 556.67 0.71 31.30 0| 0 0 0 3000 493.50 0.67 30.79 0| 0 0 0 3100 431.63 0.62 30.05 0| 0 47 0 3200 401.49 0.60 29.61 0| 0 0 0 3250 373.82 0.58 29.31 0| 0 121 0 3300 346.81 0.56 28.97 0| 0 63 0 3350 318.09 0.53 28.39 0| 0 711 0 3400 292.49 0.51 27.99 0| 0 376 0 3450 266.41 0.48 27.45 0| 21 525 +21 3500 242.04 0.46 26.96 0| 0 388 0 3550 218.37 0.43 26.43 0| 0 885 0 3600 196.00 0.40 25.91 0| 0 553 0 3650 175.27 0.38 25.42 0| 20 321 +20 3700 155.35 0.35 24.90 0| 0 213 0 3750 137.78 0.32 24.47 0| 0 585 0 3800 123.11 0.30 24.21 0| 0 63 0 3850 109.27 0.28 23.92 0| 0 0 0 3900 85.47 0.23 23.42 0| 0 334 0 4000 65.72 0.19 22.93 0| 0 0 0 4100 50.79 0.16 22.63 0| 0 292 0 4200 29.19 0.10 22.06 0| 0 422 0 4400 15.94 0.06 21.54 0| 0 25 0 4600 8.27 0.04 21.06 0| 0 1,016 0 4800 1.93 0.01 20.25 0| 0 40 0 5200 0.38 0.00 19.60 0| 0 20 0 5600 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 19.14 0| 0 0 0 6400 Total 0| 41 7,000 +41 Indicative a-t-m Vol 28.69 Underlying Price 3365.50 Time to expiry: 381 Days Sep 11 2542.05 1.00 45.00 0| 0 0 0 800 1770.57 0.97 44.20 0| 0 0 0 1600 1075.45 0.85 38.51 0| 0 0 0 2400 762.98 0.76 34.40 0| 0 0 0 2800 619.43 0.70 32.30 0| 0 0 0 3000 487.69 0.62 30.29 0| 0 0 0 3200 369.76 0.54 28.36 0| 0 292 0 3400 266.41 0.45 26.44 0| 0 0 0 3600 180.52 0.36 24.60 0| 0 21 0 3800 114.53 0.27 22.97 0| 0 121 0 4000 69.29 0.19 21.74 0| 0 483 0 4200 37.40 0.12 20.41 0| 0 2 0 4400 9.21 0.04 18.63 0| 0 1 0 4800 1.72 0.01 17.37 0| 0 0 0 5200 0.27 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 29.29 Underlying Price 3348.00 Time to expiry: 472 Days Dec 11 2516.60 1.00 47.10 0| 0 0 0 800 1772.92 0.95 47.38 0| 0 0 0 1600 1428.73 0.90 43.84 0| 0 0 0 2000 1259.91 0.87 41.37 0| 0 0 0 2200 1097.42 0.83 39.08 0| 0 0 0 2400 794.47 0.74 34.84 0| 0 350 0 2800 655.65 0.68 32.81 0| 0 0 0 3000 526.03 0.62 30.76 0| 0 50 0 3200 408.09 0.55 28.77 0| 350 1,600 +350 3400 308.49 0.47 27.16 0| 0 6,638 0 3600 222.74 0.39 25.56 0| 0 4,021 0 3800 164.80 153.11 0.30 24.06 164.80 164.80 2| 3 3,654 +3 4000 99.75 0.23 22.71 0| 0 1 0 4200 62.92 0.16 21.68 0| 0 571 0 4400 18.86 0.06 19.42 0| 0 21 0 4800 13.61 0.05 19.02 0| 0 3 0 4900 9.07 0.04 18.44 0| 0 2,005 0 5000 6.21 0.03 18.04 0| 0 0 0 5100 4.16 0.02 17.67 0| 0 0 0 5200 2.74 0.01 17.32 0| 0 0 0 5300 1.76 0.01 16.98 0| 0 0 0 5400 1.07 0.01 16.59 0| 0 2 0 5500 0.69 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.15 0.00 15.60 0| 0 0 0 5900 0.08 0.00 15.32 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 2| 353 22,916 +353 Indicative a-t-m Vol 28.61 Underlying Price 3357.50 Time to expiry: 563 Days Mar 12 2517.64 1.00 48.82 0| 0 0 0 800 2138.58 0.98 46.77 0| 0 0 0 1200 1775.53 0.95 43.60 0| 0 0 0 1600 1431.73 0.90 40.20 0| 0 0 0 2000 1112.30 0.83 36.91 0| 0 0 0 2400 819.87 0.74 33.54 0| 0 0 0 2800 684.47 0.69 31.77 0| 0 0 0 3000 558.54 0.62 30.02 0| 0 0 0 3200 442.25 0.56 28.24 0| 0 0 0 3400 343.08 0.48 26.80 0| 0 0 0 3600 253.64 0.41 25.19 0| 0 42 0 3800 182.27 0.33 23.88 0| 0 0 0 4000 127.98 0.26 22.85 0| 0 0 0 4200 87.90 0.20 22.04 0| 0 0 0 4400 32.02 0.09 19.87 0| 0 0 0 4800 8.90 0.03 18.05 0| 0 0 0 5200 1.79 0.01 16.52 0| 0 20 0 5600 0.31 0.00 15.50 0| 0 0 0 6000 0.04 0.00 14.57 0| 0 0 0 6400 0.01 0.00 14.06 0| 0 0 0 6800 Total 0| 0 62 0 Indicative a-t-m Vol 28.90 Underlying Price 3271.00 Time to expiry: 654 Days Jun 12 2421.89 1.00 45.35 0| 0 0 0 800 1695.14 0.94 42.03 0| 0 0 0 1600 1053.34 0.81 35.64 0| 0 0 0 2400 779.25 0.72 32.84 0| 0 0 0 2800 651.48 0.66 31.21 0| 0 0 0 3000 531.21 0.60 29.48 0| 0 0 0 3200 422.61 0.53 27.85 0| 0 0 0 3400 328.85 0.46 26.45 0| 0 0 0 3600 248.43 0.39 25.14 0| 0 0 0 3800 181.56 0.32 23.92 0| 0 0 0 4000 130.26 0.25 22.96 0| 0 0 0 4200 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 90.98 0.20 22.12 0| 0 0 0 4400 34.36 0.10 19.87 0| 0 0 0 4800 2.68 0.01 16.83 0| 0 0 0 5600 0.16 0.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 29.64 Underlying Price 3269.00 Time to expiry: 843 Days Dec 12 2400.88 0.99 44.10 0| 0 0 0 800 1711.36 0.92 42.33 0| 0 0 0 1600 1402.25 0.87 39.77 0| 0 0 0 2000 1251.59 0.84 37.99 0| 0 0 0 2200 1107.97 0.80 36.36 0| 0 0 0 2400 838.89 0.71 33.10 0| 0 0 0 2800 714.94 0.66 31.51 0| 0 0 0 3000 601.73 0.61 30.09 0| 0 2,250 0 3200 404.57 0.49 27.45 0| 0 9,100 0 3600 248.92 0.37 25.00 0| 0 5,500 0 4000 145.10 0.25 23.31 0| 0 100 0 4400 75.81 0.16 21.70 0| 0 0 0 4800 54.19 0.12 21.13 0| 0 500 0 5000 37.60 0.09 20.56 0| 0 15 0 5200 20.11 0.05 20.16 0| 0 0 0 5600 11.63 0.03 20.15 0| 0 0 0 6000 6.26 0.02 19.95 0| 0 0 0 6400 Total 0| 0 17,465 0 Indicative a-t-m Vol 27.10 Underlying Price 3270.50 Time to expiry: 1207 Days Dec 13 2365.88 0.99 41.09 0| 0 0 0 800 1688.35 0.92 36.12 0| 0 0 0 1600 1385.46 0.87 33.80 0| 0 0 0 2000 1109.47 0.80 31.64 0| 0 0 0 2400 859.94 0.71 29.47 0| 0 0 0 2800 746.45 0.66 28.43 0| 0 3,750 0 3000 641.54 0.62 27.44 0| 0 500 0 3200 456.74 0.51 25.54 0| 0 3,250 0 3600 308.49 0.40 23.83 0| 0 3,250 0 4000 198.61 0.30 22.42 0| 0 0 0 4400 121.82 0.21 21.25 0| 0 0 0 4800 37.35 0.09 19.16 0| 0 0 0 5600 7.09 0.02 17.00 0| 0 0 0 6400 Total 0| 0 10,750 0 Indicative a-t-m Vol 26.69 Underlying Price 3252.50 Time to expiry: 1571 Days Dec 14 2312.12 0.98 40.60 0| 0 0 0 800 1677.73 0.91 35.64 0| 0 0 0 1600 1136.52 0.79 31.20 0| 0 0 0 2400 899.38 0.71 29.02 0| 0 0 0 2800 687.16 0.62 26.92 0| 0 0 0 3200 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 508.13 0.53 25.15 0| 0 250 0 3600 356.33 0.43 23.37 0| 0 0 0 4000 243.82 0.33 22.08 0| 0 0 0 4400 159.29 0.25 20.91 0| 0 0 0 4800 59.55 0.12 19.00 0| 0 0 0 5600 16.57 0.04 17.17 0| 0 0 0 6400 Total 0| 0 250 0 Total Calls 4,777| 4,018 292,676 +1,979 | Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 26.98 Underlying Price 3475.00 Time to expiry: 17 Days Sep 10 0.04 0.00 101.70 0| 0 318 0 1600 0.06 0.00 75.48 0| 0 384 0 2000 0.09 0.00 65.21 0| 0 919 0 2200 0.16 0.00 56.43 0| 0 1,418 0 2400 0.50 0.38 0.00 48.92 1.00 0.40 1,320| 0 22,887 0 2600 1.06 -0.01 42.22 0| 0 5,039 0 2800 1.50 2.07 -0.02 39.71 1.50 1.50 15| 4 3,168 -4 2900 5.70 3.93 -0.03 37.07 5.70 4.00 266| 47 10,334 +2 3000 11.70 7.81 -0.06 34.80 11.70 7.50 207| 189 3,057 -12 3100 20.30 15.12 -0.12 32.47 22.40 14.60 S 119| 238 9,099 +13 3200 31.50 21.11 -0.16 31.43 31.50 20.30 184| 192 3,543 0 3250 41.00 29.31 -0.21 30.46 41.00 26.70 S 1,252| 92 5,270 -46 3300 51.60 40.53 -0.28 29.61 52.40 47.80 105| 20 1,542 0 3350 60.00 46.96 -0.31 29.04 60.00 55.00 210| 5 17 +5 3375 69.00 54.55 -0.35 28.56 69.00 51.00 1,302| 132 6,923 +46 3400 75.40 62.79 -0.40 27.98 78.70 61.50 91| 67 96 +32 3425 90.00 72.34 -0.44 27.47 90.00 73.00 416| 247 3,325 +30 3450 99.00 83.04 -0.49 26.98 99.00 99.00 50| 103 276 +19 3475 112.50 94.98 -0.54 26.51 112.50 93.90 164| 174 7,755 -100 3500 108.03 -0.59 25.99 0| 41 73 +1 3525 122.00 122.37 -0.64 25.49 122.00 120.00 31| 19 982 -33 3550 138.06 -0.69 25.02 0| 2 42 +2 3575 155.01 -0.73 24.55 0| 12 8,672 +9 3600 173.10 -0.78 24.05 0| 0 0 0 3625 210.00 192.53 -0.82 23.64 210.00 210.00 2| 0 1,372 0 3650 250.50 234.54 -0.89 22.93 250.50 Q 250.50 Q 150| 5 5,196 +5 3700 279.88 -0.93 22.43 0| 0 271 0 3750 327.40 -0.96 22.19 0| 0 2,035 0 3800 376.20 -0.98 22.31 0| 0 1,131 0 3850 425.60 -0.99 22.64 0| 0 757 0 3900 475.10 -1.00 21.52 0| 0 57 0 3950 524.99 -1.00 21.89 0| 0 500 0 4000 574.89 -1.00 19.46 0| 0 43 0 4050 624.87 -1.00 18.99 0| 0 105 0 4100 674.86 -1.00 18.54 0| 0 96 0 4150 724.85 -1.00 18.12 0| 0 55 0 4200 774.84 -1.00 17.73 0| 0 0 0 4250 824.83 -1.00 17.36 0| 0 44 0 4300 924.81 -1.00 16.69 0| 0 66 0 4400 1024.79 -1.00 16.11 0| 0 0 0 4500 1124.77 -1.00 15.62 0| 0 0 0 4600 1324.73 -1.00 14.87 0| 0 1 0 4800 1724.65 -1.00 14.22 0| 0 0 0 5200 2124.57 -1.00 14.50 0| 0 0 0 5600 Total 5,884| 1,589 106,868 -31 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 27.50 Underlying Price 3475.00 Time to expiry: 45 Days Oct 10 1.96 -0.01 46.20 0| 40 666 0 2400 4.47 -0.02 42.13 0| 0 1,794 0 2600 12.60 10.60 -0.05 38.69 13.20 12.60 1,004| 30 824 +30 2800 20.20 16.43 -0.08 37.22 20.20 20.20 1| 37 357 +35 2900 32.00 24.61 -0.11 35.59 32.00 24.90 318| 201 584 +51 3000 45.00 36.21 -0.16 33.91 45.00 35.50 165| 145 868 +145 3100 60.30 52.67 -0.22 32.26 60.30 50.50 27| 3 626 0 3200 86.90 75.15 -0.30 30.53 86.90 82.00 14| 22 575 -6 3300 102.40 89.19 -0.34 29.64 102.40 88.00 392| 0 752 -2 3350 120.80 105.39 -0.40 28.72 120.80 107.00 117| 700 896 +200 3400 129.80 124.10 -0.45 27.81 129.80 126.20 49| 104 403 +45 3450 164.50 146.99 -0.51 27.18 164.50 164.50 25| 21 272 +3 3500 171.20 -0.57 26.22 0| 0 209 0 3550 221.00 199.26 -0.64 25.41 221.00 221.00 20| 0 213 0 3600 230.44 -0.70 24.57 0| 0 122 0 3650 264.91 -0.76 23.76 0| 0 50 0 3700 302.59 -0.81 22.98 0| 0 182 0 3750 343.30 -0.86 22.27 0| 0 41 0 3800 386.61 -0.90 21.63 0| 0 0 0 3850 431.96 -0.93 21.02 0| 0 2 0 3900 527.09 -0.97 20.09 0| 0 1 0 4000 625.34 -0.99 19.52 0| 0 0 0 4100 724.83 -1.00 19.83 0| 0 0 0 4200 824.56 -1.00 19.63 0| 0 0 0 4300 924.43 -1.00 19.65 0| 0 0 0 4400 1124.28 -1.00 20.29 0| 0 0 0 4600 1324.15 -1.00 22.30 0| 0 0 0 4800 Total 2,132| 1,303 9,437 +501 Indicative a-t-m Vol 27.72 Underlying Price 3458.00 Time to expiry: 80 Days Nov 10 3.94 -0.02 38.05 0| 0 0 0 2400 14.49 -0.05 39.14 0| 0 0 0 2600 33.20 -0.10 38.24 0| 0 720 0 2800 42.30 42.73 -0.13 36.36 42.30 42.30 10| 16 16 +16 2900 64.00 56.47 -0.17 34.87 64.00 Q 64.00 Q 500| 1,002 1,609 +1,000 3000 74.27 -0.22 33.44 0| 0 1 0 3100 96.03 -0.28 31.87 0| 0 7 0 3200 130.80 123.54 -0.35 30.34 130.80 130.80 3| 23 85 +23 3300 139.53 -0.38 29.54 0| 29 34 +29 3350 157.32 -0.42 28.74 0| 0 58 0 3400 194.30 176.32 -0.47 27.83 194.30 194.30 2| 6 106 +5 3450 209.10 198.80 -0.51 27.13 209.10 209.10 2| 0 29 0 3500 222.84 -0.56 26.33 0| 0 0 0 3550 249.43 -0.61 25.55 0| 0 1 0 3600 278.67 -0.66 24.82 0| 0 0 0 3650 310.30 -0.71 24.06 0| 0 0 0 3700 381.77 -0.80 22.71 0| 0 0 0 3800 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 462.45 -0.87 21.40 0| 0 0 0 3900 551.40 -0.93 20.39 0| 0 0 0 4000 645.97 -0.96 19.87 0| 0 0 0 4100 743.33 -0.98 19.63 0| 0 0 0 4200 941.18 -1.00 18.92 0| 0 0 0 4400 1340.35 -1.00 20.50 0| 0 0 0 4800 Total 517| 1,076 2,666 +1,073 Indicative a-t-m Vol 27.98 Underlying Price 3456.00 Time to expiry: 108 Days Dec 10 1.30 1.25 0.00 55.51 1.30 1.30 46| 0 549 0 1600 6.38 -0.02 50.47 0| 0 591 0 2000 11.00 10.96 -0.03 46.87 11.20 11.00 83| 80 2,806 -31 2200 20.80 17.89 -0.05 43.22 20.80 S 19.60 6| 80 825 -40 2400 33.00 28.65 -0.08 39.68 33.00 30.00 520| 80 2,372 -80 2600 49.80 50.23 -0.13 37.52 49.80 49.40 40| 112 13,571 -81 2800 67.00 63.11 -0.16 35.98 67.50 S 65.40 22| 41 3,241 +41 2900 87.50 79.45 -0.20 34.55 87.50 87.50 20| 4 7,608 -249 3000 112.30 99.59 -0.24 33.15 112.30 105.90 8| 5 2,473 -1 3100 123.75 -0.30 31.71 0| 0 5,970 0 3200 148.00 137.78 -0.33 31.00 148.00 135.50 20| 0 1,046 0 3250 161.00 152.96 -0.36 30.27 162.40 S 161.00 Q 250| 0 1,376 0 3300 169.64 -0.39 29.54 0| 0 347 0 3350 197.00 187.58 -0.43 28.77 197.00 197.00 4| 124 3,503 0 3400 216.40 207.61 -0.46 28.06 216.40 216.40 10| 1 183 0 3450 245.80 229.92 -0.50 27.41 247.40 224.20 50| 0 3,744 0 3500 253.52 -0.54 26.68 0| 0 338 0 3550 279.16 -0.59 25.96 0| 2 17,574 0 3600 319.10 307.16 -0.63 25.28 319.10 S 316.30 S 60| 0 1,001 0 3650 337.05 -0.67 24.57 0| 0 4,318 0 3700 369.40 -0.71 23.91 0| 0 764 0 3750 404.05 -0.75 23.28 0| 0 15,723 0 3800 440.89 -0.79 22.67 0| 0 212 0 3850 495.10 479.73 -0.83 22.06 495.10 S 492.30 S 60| 0 16,535 0 3900 521.31 -0.86 21.66 0| 0 378 0 3950 586.70 563.90 -0.89 21.13 586.70 S 586.70 S 10| 0 10,090 0 4000 608.03 -0.91 20.62 0| 0 1 0 4050 653.45 -0.93 20.12 0| 0 61 0 4100 700.32 -0.95 19.81 0| 0 65 0 4150 747.84 -0.96 19.44 0| 0 877 0 4200 796.40 -0.97 19.40 0| 0 0 0 4250 845.46 -0.98 19.54 0| 0 0 0 4300 945.09 -0.98 21.04 0| 0 3,803 0 4400 1043.25 -0.99 20.26 0| 0 0 0 4500 1142.86 -0.99 21.26 0| 0 0 0 4600 1242.62 -0.99 22.51 0| 0 0 0 4700 1373.60 1342.38 -0.99 23.71 1373.60 S 1373.60 S 10| 0 2,269 0 4800 1442.13 -0.99 24.84 0| 0 1,500 0 4900 1541.89 -0.99 25.94 0| 0 7,800 0 5000 1640.88 -1.00 20.19 0| 0 2,250 0 5100 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1740.68 -1.00 20.31 0| 0 2,765 0 5200 1840.48 -1.00 20.48 0| 0 0 0 5300 1940.29 -1.00 20.71 0| 0 7,751 0 5400 2040.10 -1.00 20.99 0| 0 2,750 0 5500 2139.91 -1.00 21.33 0| 0 4,000 0 5600 2239.71 -1.00 21.71 0| 0 1,000 0 5700 2339.52 -1.00 22.14 0| 0 0 0 5800 2439.33 -1.00 22.61 0| 0 0 0 5900 2539.14 -1.00 23.13 0| 0 4,550 0 6000 2638.95 -1.00 23.70 0| 0 2,500 0 6100 2738.76 -1.00 24.30 0| 0 0 0 6200 2838.57 -1.00 24.95 0| 0 0 0 6300 2938.38 -1.00 25.64 0| 0 0 0 6400 3038.19 -1.00 26.37 0| 0 0 0 6500 3137.99 -1.00 27.14 0| 0 1 0 6600 3237.80 -1.00 27.94 0| 0 0 0 6700 3337.61 -1.00 28.78 0| 0 0 0 6800 3736.85 -1.00 30.40 0| 0 0 0 7200 Total 1,219| 529 161,081 -441 Indicative a-t-m Vol 28.43 Underlying Price 3460.50 Time to expiry: 199 Days Mar 11 0.20 0.00 34.30 0| 0 0 0 1600 12.12 -0.03 41.68 0| 0 34 0 2000 46.07 -0.09 40.54 0| 3 162 +3 2400 70.73 -0.13 38.63 0| 0 50 0 2600 101.91 -0.18 36.33 0| 0 164 0 2800 119.75 -0.21 34.99 0| 0 153 0 2900 150.00 141.57 -0.24 33.82 151.00 150.00 3| 0 2,128 0 3000 165.94 -0.28 32.58 0| 0 34 0 3100 194.46 -0.33 31.42 0| 0 1,053 0 3200 209.67 -0.35 30.78 0| 0 91 0 3250 226.04 -0.37 30.16 0| 0 216 0 3300 244.70 -0.40 29.66 0| 0 238 0 3350 262.41 -0.42 28.95 0| 0 335 0 3400 284.14 -0.45 28.52 0| 0 93 0 3450 307.18 -0.48 28.10 0| 21 111 -21 3500 331.00 -0.51 27.62 0| 0 127 0 3550 354.96 -0.54 27.02 0| 0 545 0 3600 379.93 -0.57 26.38 0| 0 182 0 3650 407.10 -0.60 25.81 0| 0 0 0 3700 436.16 -0.63 25.29 0| 1 40 0 3750 466.48 -0.66 24.74 0| 0 43 0 3800 498.49 -0.69 24.21 0| 0 40 0 3850 532.51 -0.72 23.74 0| 0 120 0 3900 567.67 -0.75 23.23 0| 0 1 0 3950 606.65 -0.78 23.03 0| 0 572 0 4000 645.33 -0.80 22.62 0| 0 0 0 4050 685.38 -0.83 22.23 0| 0 0 0 4100 726.71 -0.85 21.86 0| 0 0 0 4150 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 769.24 -0.87 21.50 0| 0 80 0 4200 812.86 -0.89 21.16 0| 0 0 0 4250 857.46 -0.91 20.84 0| 0 0 0 4300 949.17 -0.94 20.24 0| 0 0 0 4400 1043.52 -0.96 19.71 0| 0 0 0 4500 1139.78 -0.97 19.25 0| 0 0 0 4600 1335.73 -0.99 18.52 0| 0 0 0 4800 1732.72 -1.00 17.83 0| 0 0 0 5200 2130.99 -1.00 18.14 0| 0 0 0 5600 2927.78 -1.00 21.50 0| 0 0 0 6400 Total 3| 25 6,612 -18 Indicative a-t-m Vol 28.87 Underlying Price 3358.00 Time to expiry: 290 Days Jun 11 0.04 0.00 46.00 0| 0 0 0 800 6.80 -0.01 41.19 0| 0 15 0 1600 23.80 -0.04 38.00 0| 0 515 0 2000 93.00 62.02 -0.11 34.81 93.00 93.00 10| 0 242 0 2400 95.28 -0.16 33.54 0| 0 17 0 2600 140.86 -0.22 32.37 0| 0 158 0 2800 169.00 -0.26 31.82 0| 0 0 0 2900 201.04 -0.29 31.30 0| 0 247 0 3000 237.20 -0.33 30.79 0| 0 0 0 3100 274.67 -0.38 30.05 0| 0 76 0 3200 294.21 -0.40 29.61 0| 0 0 0 3250 316.20 -0.42 29.31 0| 0 100 0 3300 338.87 -0.44 28.97 0| 0 50 0 3350 359.81 -0.47 28.39 0| 0 729 0 3400 383.88 -0.49 27.99 0| 0 449 0 3450 407.47 -0.52 27.45 0| 0 147 0 3500 432.77 -0.54 26.96 0| 0 84 0 3550 458.77 -0.57 26.43 0| 5 637 +5 3600 486.06 -0.60 25.91 0| 0 336 0 3650 515.01 -0.62 25.42 0| 0 70 0 3700 544.76 -0.65 24.90 0| 0 74 0 3750 576.86 -0.68 24.47 0| 0 105 0 3800 611.85 -0.70 24.21 0| 0 0 0 3850 647.69 -0.72 23.92 0| 0 0 0 3900 723.22 -0.77 23.42 0| 0 43 0 4000 802.81 -0.81 22.93 0| 0 0 0 4100 887.22 -0.84 22.63 0| 0 0 0 4200 1064.30 -0.90 22.06 0| 0 0 0 4400 1249.73 -0.94 21.54 0| 0 0 0 4600 1440.74 -0.96 21.06 0| 0 0 0 4800 1831.74 -0.99 20.25 0| 0 5 0 5200 2227.55 -1.00 19.60 0| 0 0 0 5600 3021.89 -1.00 19.14 0| 0 0 0 6400 Total 10| 5 4,099 +5 Indicative a-t-m Vol 28.69 Underlying Price 3365.50 Time to expiry: 381 Days Sep 11 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 21.33 -0.03 44.20 0| 0 1 0 1600 118.84 -0.15 38.51 0| 0 110 0 2400 202.69 -0.24 34.40 0| 0 4 0 2800 257.30 -0.30 32.30 0| 0 20 0 3000 323.72 -0.38 30.29 0| 0 57 0 3200 403.94 -0.46 28.36 0| 0 107 0 3400 498.75 -0.55 26.44 0| 0 92 0 3600 611.02 -0.64 24.60 0| 0 21 0 3800 743.19 -0.73 22.97 0| 0 21 0 4000 896.11 -0.81 21.74 0| 0 200 0 4200 1062.37 -0.88 20.41 0| 0 0 0 4400 1430.49 -0.96 18.63 0| 0 1 0 4800 1819.33 -0.99 17.37 0| 0 0 0 5200 2214.19 -1.00 16.57 0| 0 0 0 5600 3006.58 -1.00 17.18 0| 0 0 0 6400 Total 0| 0 634 0 Indicative a-t-m Vol 29.29 Underlying Price 3348.00 Time to expiry: 472 Days Dec 11 0.98 0.00 47.10 0| 0 0 0 800 47.14 -0.05 47.38 0| 0 10 0 1600 97.86 -0.10 43.84 0| 0 58 0 2000 126.50 -0.13 41.37 0| 0 138 0 2200 161.47 -0.17 39.08 0| 0 99 0 2400 253.43 -0.26 34.84 0| 0 665 0 2800 312.08 -0.32 32.81 0| 0 21 0 3000 379.91 -0.38 30.76 0| 0 89 0 3200 459.43 -0.45 28.77 0| 350 1,625 +350 3400 557.29 -0.53 27.16 0| 0 7,863 0 3600 668.99 -0.61 25.56 0| 0 4,020 0 3800 796.82 -0.70 24.06 0| 0 4,600 0 4000 940.92 -0.77 22.71 0| 0 0 0 4200 1101.55 -0.84 21.68 0| 0 0 0 4400 1473.60 1452.40 -0.94 19.42 1473.60 S 1473.60 S 10| 0 0 0 4800 1545.89 -0.95 19.02 0| 0 0 0 4900 1640.07 -0.96 18.44 0| 0 2,000 0 5000 1735.94 -0.97 18.04 0| 0 0 0 5100 1832.62 -0.98 17.67 0| 0 11 0 5200 1929.93 -0.99 17.32 0| 0 0 0 5300 2027.68 -0.99 16.98 0| 0 0 0 5400 2125.72 -0.99 16.59 0| 0 0 0 5500 2224.07 -1.00 16.37 0| 0 0 0 5600 2322.53 -1.00 16.09 0| 0 0 0 5700 2421.09 -1.00 15.83 0| 0 0 0 5800 2519.71 -1.00 15.60 0| 0 0 0 5900 2618.38 -1.00 15.32 0| 0 4,000 0 6000 2717.07 -1.00 15.15 0| 0 0 0 6100 2815.78 -1.00 14.95 0| 0 0 0 6200 2914.50 -1.00 14.77 0| 0 0 0 6300 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3013.22 -1.00 14.60 0| 0 0 0 6400 3111.94 -1.00 14.44 0| 0 0 0 6500 3210.67 -1.00 14.30 0| 0 0 0 6600 3309.40 -1.00 14.18 0| 0 0 0 6700 3408.13 -1.00 14.06 0| 0 0 0 6800 3803.04 -1.00 13.78 0| 0 0 0 7200 Total 10| 350 25,199 +350 Indicative a-t-m Vol 28.61 Underlying Price 3357.50 Time to expiry: 563 Days Mar 12 2.86 0.00 48.82 0| 0 0 0 800 17.11 -0.02 46.77 0| 0 0 0 1200 47.38 -0.05 43.60 0| 0 0 0 1600 96.90 -0.10 40.20 0| 0 21 0 2000 170.80 -0.17 36.91 0| 0 0 0 2400 271.68 -0.26 33.54 0| 0 0 0 2800 332.94 -0.31 31.77 0| 0 0 0 3000 403.67 -0.38 30.02 0| 0 42 0 3200 484.04 -0.44 28.24 0| 0 61 0 3400 581.53 -0.52 26.80 0| 0 0 0 3600 688.75 -0.59 25.19 0| 0 0 0 3800 814.04 -0.67 23.88 0| 0 0 0 4000 956.41 -0.74 22.85 0| 0 0 0 4200 1112.99 -0.80 22.04 0| 0 0 0 4400 1450.43 -0.91 19.87 0| 0 0 0 4800 1820.63 -0.97 18.05 0| 0 0 0 5200 2206.84 -0.99 16.52 0| 0 0 0 5600 2598.68 -1.00 15.50 0| 0 0 0 6000 2991.72 -1.00 14.57 0| 0 0 0 6400 3385.01 -1.00 14.06 0| 0 0 0 6800 Total 0| 0 124 0 Indicative a-t-m Vol 28.90 Underlying Price 3271.00 Time to expiry: 654 Days Jun 12 3.22 0.00 45.35 0| 0 0 0 800 59.53 -0.06 42.03 0| 0 0 0 1600 200.79 -0.19 35.64 0| 0 0 0 2400 318.23 -0.28 32.84 0| 0 0 0 2800 386.22 -0.34 31.21 0| 0 0 0 3000 461.71 -0.40 29.48 0| 0 0 0 3200 548.88 -0.47 27.85 0| 0 0 0 3400 650.88 -0.54 26.45 0| 0 0 0 3600 766.22 -0.61 25.14 0| 0 0 0 3800 895.12 -0.68 23.92 0| 0 0 0 4000 1039.59 -0.75 22.96 0| 0 0 0 4200 1196.07 -0.80 22.12 0| 0 0 0 4400 1530.98 -0.90 19.87 0| 0 0 0 4800 2282.35 -0.99 16.83 0| 0 0 0 5600 3062.89 -1.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.64 Underlying Price 3269.00 Time to expiry: 843 Days Dec 12 6.52 -0.01 44.10 0| 0 0 0 800 92.81 -0.08 42.33 0| 0 5 0 1600 171.61 -0.13 39.77 0| 0 707 0 2000 214.91 -0.16 37.99 0| 0 26 0 2200 264.80 265.24 -0.20 36.36 264.80 264.80 2| 0 48 0 2400 384.06 -0.29 33.10 0| 0 0 0 2800 454.07 -0.34 31.51 0| 0 42 0 3000 534.81 -0.39 30.09 0| 0 2,250 0 3200 725.57 -0.51 27.45 0| 0 9,100 0 3600 957.82 -0.63 25.00 0| 0 5,479 0 4000 1241.91 -0.75 23.31 0| 0 0 0 4400 1560.52 -0.84 21.70 0| 0 0 0 4800 1732.86 -0.88 21.13 0| 0 500 0 5000 1910.22 -0.91 20.56 0| 0 0 0 5200 2280.65 -0.95 20.16 0| 0 0 0 5600 2660.07 -0.97 20.15 0| 0 0 0 6000 3042.61 -0.98 19.95 0| 0 0 0 6400 Total 2| 0 18,157 0 Indicative a-t-m Vol 27.10 Underlying Price 3270.50 Time to expiry: 1207 Days Dec 13 12.58 -0.01 41.09 0| 0 0 0 800 97.11 -0.08 36.12 0| 0 0 0 1600 175.24 -0.13 33.80 0| 0 0 0 2000 280.27 -0.20 31.64 0| 0 0 0 2400 411.76 -0.29 29.47 0| 0 0 0 2800 488.79 -0.34 28.43 0| 0 0 0 3000 574.39 -0.38 27.44 0| 0 2,500 0 3200 770.61 -0.49 25.54 0| 0 3,500 0 3600 1003.38 -0.60 23.83 0| 0 500 0 4000 1274.52 -0.70 22.42 0| 0 3,000 0 4400 1578.75 -0.79 21.25 0| 0 0 0 4800 2256.33 -0.91 19.16 0| 0 0 0 5600 2988.11 -0.98 17.00 0| 0 0 0 6400 Total 0| 0 9,500 0 Indicative a-t-m Vol 26.69 Underlying Price 3252.50 Time to expiry: 1571 Days Dec 14 23.66 -0.02 40.60 0| 0 0 0 800 135.76 -0.09 35.64 0| 0 0 0 1600 341.04 -0.21 31.20 0| 0 0 0 2400 477.15 -0.29 29.02 0| 0 0 0 2800 638.17 -0.38 26.92 0| 0 0 0 3200 832.39 -0.47 25.15 0| 0 250 0 3600 1053.84 -0.57 23.37 0| 0 0 0 4000 1314.57 -0.67 22.08 0| 0 0 0 4400 1603.28 -0.75 20.91 0| 0 0 0 4800 2250.04 -0.88 19.00 0| 0 0 0 5600 2953.55 -0.96 17.17 0| 0 0 0 6400 Equity Index Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 9,777| 4,877 344,627 +1,439 Grand Total 14,554| 8,895 637,303 +3,418