Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.72 Underlying Price 3620.00 Time to expiry: 16 Days Sep 10 2019.63 1.00 101.90 0| 0 0 0 1600 1619.73 1.00 80.33 0| 0 0 0 2000 1419.79 1.00 70.34 0| 0 0 0 2200 1219.87 1.00 61.17 0| 0 0 0 2400 1020.00 1.00 52.90 0| 0 21 0 2600 820.28 1.00 45.52 0| 0 61 0 2800 720.51 0.99 41.69 0| 0 11 0 2900 621.23 0.99 39.47 0| 0 145 0 3000 522.40 0.98 36.66 0| 0 0 0 3100 424.22 0.96 33.30 0| 0 195 0 3200 376.08 0.94 32.14 0| 0 6 0 3250 328.74 0.92 31.01 0| 0 121 0 3300 282.35 0.89 29.78 0| 0 123 0 3350 259.75 0.87 29.23 0| 20 20 +20 3375 148.00 237.61 0.85 28.69 148.00 148.00 1| 82 1,689 -20 3400 135.90 215.81 0.83 28.06 135.90 135.90 1| 1 2 +1 3425 194.00 194.62 0.80 27.46 194.00 194.00 15| 85 3,103 -3 3450 97.80 174.12 0.77 26.88 97.80 97.60 87| 145 101 -6 3475 85.70 154.38 0.73 26.30 150.00 85.70 257| 352 4,581 -2 3500 61.20 135.88 0.69 25.87 97.50 61.20 64| 290 577 +22 3525 58.40 117.64 0.65 25.18 106.40 S 49.00 S 169| 312 783 -31 3550 47.40 100.84 0.60 24.62 96.30 39.00 S 143| 9 115 +6 3575 37.50 85.40 0.55 24.13 86.20 31.00 730| 144 5,585 +44 3600 45.20 71.15 0.50 23.61 72.70 42.70 156| 28 438 +27 3625 18.20 58.25 0.44 23.10 59.80 18.20 S 441| 59 2,708 +23 3650 12.70 36.65 0.33 22.04 37.60 10.30 S 662| 64 4,797 +19 3700 4.70 21.35 0.23 21.22 21.90 4.70 S 666| 145 2,110 +112 3750 2.70 11.10 0.14 20.37 11.00 2.70 305| 15 6,549 -5 3800 1.50 5.40 0.08 19.86 5.40 1.50 508| 5 3,072 -5 3850 0.50 2.40 0.04 19.45 2.60 0.50 52| 10 5,926 -100 3900 0.90 1.20 0.02 19.74 0.90 0.90 1| 0 1,262 -10 3950 0.55 0.01 19.87 0| 0 9,638 0 4000 0.10 0.00 18.30 0| 0 2,754 0 4050 0.01 0.00 17.09 0| 0 5,757 0 4100 0.01 0.00 16.57 0| 0 425 0 4150 0.01 0.00 16.09 0| 0 756 0 4200 0.01 0.00 15.64 0| 0 327 0 4250 0.01 0.00 15.23 0| 0 739 0 4300 0.01 0.00 14.50 0| 0 319 0 4400 0.01 0.00 13.91 0| 0 181 0 4500 0.01 0.00 13.45 0| 0 313 0 4600 0.01 0.00 12.89 0| 0 926 0 4800 0.01 0.00 13.10 0| 0 20 0 5200 0.01 0.00 14.80 0| 0 0 0 5600 Total 4,258| 1,766 66,256 +92 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 24.29 Underlying Price 3621.00 Time to expiry: 44 Days Oct 10 1220.74 1.00 43.61 0| 0 0 0 2400 1022.02 0.99 41.13 0| 0 0 0 2600 824.89 0.98 38.05 0| 0 0 0 2800 727.45 0.96 36.40 0| 0 0 0 2900 631.26 0.95 34.73 0| 0 11 0 3000 537.03 0.92 33.09 0| 0 20 0 3100 445.54 0.88 31.46 0| 0 1 0 3200 357.95 0.83 29.80 0| 0 11 0 3300 316.03 0.79 28.96 0| 20 37 +20 3350 275.76 0.75 28.13 0| 60 66 +60 3400 237.24 0.71 27.28 0| 33 131 +31 3450 200.82 0.66 26.42 0| 43 157 +20 3500 127.10 166.66 0.60 25.52 163.70 127.10 4| 70 130 -16 3550 84.50 135.34 0.54 24.65 134.00 84.50 68| 46 597 +3 3600 82.00 107.15 0.48 23.80 104.50 82.00 52| 20 480 0 3650 46.70 82.35 0.41 22.96 79.50 46.70 S 117| 16 361 +10 3700 34.00 61.10 0.34 22.14 59.00 34.00 6| 25 304 +25 3750 20.10 43.45 0.27 21.31 43.00 20.10 S 145| 8 380 0 3800 18.50 29.60 0.21 20.55 30.00 17.80 84| 110 682 -38 3850 12.00 19.20 0.15 19.84 19.00 12.00 167| 124 3,769 -54 3900 3.60 7.00 0.07 18.67 7.10 3.60 121| 0 931 0 4000 2.35 0.03 18.11 0| 0 287 0 4100 0.70 0.01 17.75 0| 0 560 0 4200 0.29 0.00 18.27 0| 0 45 0 4300 0.10 0.00 18.45 0| 0 335 0 4400 0.02 0.00 19.64 0| 0 2 0 4600 0.01 0.00 22.50 0| 0 0 0 4800 Total 764| 575 9,297 +61 Indicative a-t-m Vol 24.92 Underlying Price 3603.50 Time to expiry: 79 Days Nov 10 1204.95 0.99 40.00 0| 0 0 0 2400 1013.65 0.96 41.50 0| 0 0 0 2600 823.41 0.93 38.48 0| 0 0 0 2800 730.62 0.91 36.99 0| 0 0 0 2900 635.77 0.89 34.22 0| 0 0 0 3000 547.14 0.85 32.80 0| 0 0 0 3100 461.56 0.81 31.30 0| 0 1 0 3200 379.78 0.76 29.74 0| 0 6 0 3300 340.69 0.73 28.95 0| 0 0 0 3350 303.00 0.69 28.16 0| 0 0 0 3400 266.91 0.66 27.38 0| 9 43 -7 3450 195.00 232.42 0.62 26.57 195.00 195.00 1| 0 291 0 3500 199.89 0.57 25.77 0| 20 46 +20 3550 156.00 169.55 0.53 24.99 156.20 154.00 Q 796| 270 791 +270 3600 91.80 141.05 0.48 24.14 114.00 91.80 232| 24 45 +4 3650 76.20 115.20 0.43 23.32 105.00 76.20 232| 20 22 +1 3700 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 42.00 72.80 0.32 21.89 73.80 42.00 211| 7 74 +7 3800 21.00 41.85 0.22 20.59 21.00 21.00 500| 315 1,091 +283 3900 10.40 20.90 0.13 19.26 18.50 10.40 2,077| 1,535 2,201 +1,460 4000 6.10 9.50 0.07 18.31 9.20 6.10 170| 0 24 0 4100 3.95 0.03 17.61 0| 0 0 0 4200 0.60 0.01 16.95 0| 0 0 0 4400 0.09 0.00 19.50 0| 0 0 0 4800 Total 4,219| 2,200 4,635 +2,038 Indicative a-t-m Vol 25.46 Underlying Price 3602.50 Time to expiry: 107 Days Dec 10 1999.52 1.00 55.58 0| 0 0 0 1600 1603.12 0.99 49.51 0| 0 0 0 2000 1408.03 0.98 47.89 0| 0 17 0 2200 1213.72 0.96 44.41 0| 0 0 0 2400 1021.93 0.94 40.85 0| 0 500 0 2600 834.14 0.91 37.36 0| 0 22 0 2800 742.12 0.89 35.57 0| 0 11 0 2900 653.61 0.86 34.19 0| 0 5,610 0 3000 566.85 0.83 32.61 0| 0 5 0 3100 484.14 0.78 31.22 0| 0 2,931 0 3200 444.33 0.76 30.54 0| 0 95 0 3250 405.68 0.73 29.88 0| 0 586 0 3300 367.92 0.70 29.16 0| 0 201 0 3350 331.47 0.67 28.45 0| 44 3,541 0 3400 296.21 0.64 27.71 0| 41 383 +41 3450 222.70 262.66 0.61 27.00 222.70 222.70 1| 20 1,832 +20 3500 230.45 0.57 26.25 0| 8 1,067 0 3550 201.30 200.10 0.53 25.51 201.30 201.30 5| 5 13,239 0 3600 171.05 0.49 24.70 0| 5 437 +5 3650 103.20 144.60 0.44 23.95 118.10 103.20 130| 16 1,968 +16 3700 86.90 120.90 0.40 23.29 97.30 86.90 83| 0 1,296 0 3750 67.20 99.25 0.35 22.60 99.00 67.20 S 210| 17 18,588 +17 3800 62.10 80.45 0.31 21.98 62.10 62.10 2| 7 565 +5 3850 41.30 63.85 0.27 21.36 63.50 41.30 S 21| 51 18,532 +8 3900 28.00 49.60 0.22 20.75 43.90 S 28.00 8| 4 421 +2 3950 37.00 37.90 0.18 20.20 37.00 37.00 5| 0 16,605 0 4000 17.80 31.10 0.16 20.28 21.50 17.80 51| 0 157 0 4050 18.40 20.50 0.12 19.14 18.40 18.40 2| 0 1,061 0 4100 14.50 0.09 18.65 0| 10 286 +10 4150 10.25 0.07 18.29 0| 0 4,211 0 4200 7.65 0.05 18.22 0| 0 538 0 4250 5.30 0.04 17.95 0| 0 2,954 0 4300 2.16 0.02 17.19 0| 0 3,496 0 4400 1.40 0.01 17.74 0| 0 1,293 0 4500 0.22 0.00 15.77 0| 0 1,434 0 4600 0.06 0.00 15.15 0| 0 373 0 4700 0.01 0.00 14.59 0| 0 2,409 0 4800 0.01 0.00 14.08 0| 0 1,647 0 4900 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 13.62 0| 0 9,252 0 5000 0.01 0.00 13.22 0| 0 2,396 0 5100 0.01 0.00 12.86 0| 0 2,800 0 5200 0.01 0.00 12.56 0| 0 42 0 5300 0.01 0.00 12.31 0| 0 7,792 0 5400 0.01 0.00 12.10 0| 0 2,708 0 5500 0.01 0.00 11.94 0| 0 4,000 0 5600 0.01 0.00 11.83 0| 0 1,125 0 5700 0.01 0.00 11.76 0| 0 0 0 5800 0.01 0.00 11.73 0| 0 0 0 5900 0.01 0.00 11.75 0| 0 8,050 0 6000 0.01 0.00 11.81 0| 0 0 0 6100 0.01 0.00 11.91 0| 0 0 0 6200 0.01 0.00 12.04 0| 0 0 0 6300 0.01 0.00 12.22 0| 0 0 0 6400 0.01 0.00 12.43 0| 0 0 0 6500 0.01 0.00 12.68 0| 0 0 0 6600 0.01 0.00 12.96 0| 0 0 0 6700 0.01 0.00 13.28 0| 0 0 0 6800 0.01 0.00 15.00 0| 0 0 0 7200 Total 518| 228 146,476 +124 Indicative a-t-m Vol 26.42 Underlying Price 3605.50 Time to expiry: 198 Days Mar 11 2000.72 0.99 48.00 0| 0 0 0 1600 1612.57 0.97 45.00 0| 0 0 0 2000 1237.35 0.93 41.05 0| 0 0 0 2400 1054.57 0.90 38.41 0| 0 0 0 2600 877.34 0.86 35.76 0| 0 25 0 2800 791.49 0.84 34.46 0| 0 0 0 2900 707.95 0.81 33.19 0| 0 0 0 3000 627.12 0.78 31.96 0| 0 0 0 3100 549.48 0.74 30.76 0| 0 0 0 3200 515.35 0.72 30.55 0| 0 0 0 3250 478.54 0.70 29.93 0| 0 220 0 3300 442.99 0.67 29.34 0| 0 80 0 3350 408.39 0.65 28.75 0| 0 162 0 3400 324.50 375.70 0.62 28.24 333.10 324.50 42| 0 219 0 3450 311.90 343.30 0.60 27.65 316.30 311.90 42| 0 344 0 3500 286.80 312.10 0.57 27.06 307.60 286.80 42| 0 149 0 3550 258.90 282.10 0.54 26.47 258.90 258.90 21| 0 93 0 3600 213.70 255.48 0.51 26.07 217.90 213.70 100| 0 337 0 3650 199.00 227.65 0.48 25.43 199.00 199.00 1| 0 553 0 3700 172.40 202.30 0.45 24.89 172.40 172.40 3| 0 163 0 3750 178.80 0.42 24.38 0| 0 1,018 0 3800 155.80 0.39 23.77 0| 0 290 0 3850 135.15 0.36 23.24 0| 0 145 0 3900 100.00 116.40 0.32 22.74 107.50 100.00 10| 0 671 0 3950 79.00 104.18 0.30 22.79 82.00 78.00 62| 6 667 +1 4000 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 89.24 0.27 22.39 0| 0 51 0 4050 75.83 0.24 22.00 0| 0 107 0 4100 63.92 0.21 21.63 0| 0 146 0 4150 50.57 0.18 20.87 0| 0 174 0 4200 44.23 0.16 20.92 0| 0 61 0 4250 24.00 36.97 0.14 20.70 24.00 24.00 3| 0 15 0 4300 15.00 23.75 0.10 19.95 15.00 15.00 50| 0 1,053 0 4400 14.94 0.07 19.36 0| 0 45 0 4500 9.01 0.05 18.81 0| 0 2,042 0 4600 2.90 0.02 17.86 0| 0 125 0 4800 0.19 0.00 16.45 0| 0 10 0 5200 0.01 0.00 15.69 0| 0 0 0 5600 0.01 0.00 16.00 0| 0 0 0 6400 Total 376| 6 8,965 +1 Indicative a-t-m Vol 26.84 Underlying Price 3503.00 Time to expiry: 289 Days Jun 11 2685.52 1.00 40.00 0| 0 0 0 800 1917.85 0.97 55.37 0| 0 0 0 1600 1546.87 0.93 49.07 0| 0 0 0 2000 1183.56 0.88 42.09 0| 0 0 0 2400 1007.60 0.85 38.78 0| 0 0 0 2600 837.87 0.81 35.69 0| 0 0 0 2800 756.09 0.78 34.23 0| 0 0 0 2900 676.85 0.75 32.85 0| 0 0 0 3000 600.55 0.72 31.52 0| 0 0 0 3100 525.94 0.68 30.12 0| 0 47 0 3200 491.56 0.66 29.58 0| 0 0 0 3250 458.19 0.64 29.05 0| 0 121 0 3300 425.51 0.62 28.51 0| 0 63 0 3350 393.58 0.60 27.95 0| 0 711 0 3400 362.91 0.57 27.42 0| 0 376 0 3450 332.88 0.55 26.85 0| 0 525 0 3500 308.10 0.52 26.62 0| 0 388 0 3550 281.35 0.50 26.14 0| 0 885 0 3600 255.30 0.47 25.63 0| 0 553 0 3650 229.47 0.45 25.03 0| 0 321 0 3700 206.90 0.42 24.60 0| 0 213 0 3750 184.70 0.39 24.10 0| 0 585 0 3800 165.31 0.37 23.73 0| 0 63 0 3850 146.93 0.34 23.34 0| 0 0 0 3900 105.00 110.15 0.28 22.19 105.00 105.00 1| 0 334 0 4000 87.36 0.24 21.92 0| 0 0 0 4100 65.35 0.19 21.30 0| 0 292 0 4200 34.41 0.12 20.23 0| 0 422 0 4400 16.80 0.07 19.37 0| 0 25 0 4600 7.71 0.04 18.71 0| 0 1,016 0 4800 1.50 0.01 17.95 0| 0 40 0 5200 0.33 0.00 17.88 0| 0 20 0 5600 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.05 0.00 19.50 0| 0 0 0 6400 Total 1| 0 7,000 0 Indicative a-t-m Vol 27.23 Underlying Price 3510.50 Time to expiry: 380 Days Sep 11 2686.32 1.00 45.00 0| 0 0 0 800 1910.61 0.98 44.20 0| 0 0 0 1600 1199.81 0.88 38.51 0| 0 0 0 2400 874.22 0.79 34.40 0| 0 0 0 2800 722.28 0.74 32.30 0| 0 0 0 3000 580.74 0.68 30.29 0| 0 0 0 3200 449.90 0.60 28.24 0| 0 292 0 3400 335.50 0.52 26.42 0| 0 0 0 3600 236.57 0.42 24.60 0| 0 21 0 3800 157.18 0.33 22.97 0| 0 121 0 4000 99.93 0.24 21.74 0| 0 483 0 4200 57.44 0.16 20.41 0| 0 2 0 4400 16.18 0.06 18.63 0| 0 1 0 4800 3.52 0.02 17.37 0| 0 0 0 5200 0.65 0.00 16.57 0| 0 0 0 5600 0.07 0.00 17.18 0| 0 0 0 6400 Total 0| 0 920 0 Indicative a-t-m Vol 27.76 Underlying Price 3493.00 Time to expiry: 471 Days Dec 11 2662.22 1.00 54.45 0| 0 0 0 800 1909.65 0.96 47.38 0| 0 0 0 1600 1558.68 0.91 43.84 0| 0 0 0 2000 1385.80 0.89 41.37 0| 0 0 0 2200 1218.06 0.86 39.04 0| 0 0 0 2400 902.87 0.78 34.84 0| 0 350 0 2800 756.23 0.72 32.81 0| 0 0 0 3000 617.68 0.66 30.76 0| 0 50 0 3200 486.10 0.60 28.54 0| 0 1,600 0 3400 374.30 0.52 26.86 0| 0 6,638 0 3600 279.20 0.44 25.40 0| 0 4,021 0 3800 200.00 0.36 24.04 0| 2 3,656 +2 4000 135.72 0.28 22.71 0| 0 1 0 4200 89.00 0.21 21.66 0| 0 571 0 4400 29.86 0.09 19.42 0| 0 21 0 4800 22.18 0.07 19.02 0| 0 3 0 4900 15.34 0.05 18.44 0| 0 2,005 0 5000 10.86 0.04 18.04 0| 0 0 0 5100 7.54 0.03 17.67 0| 0 0 0 5200 5.14 0.02 17.32 0| 0 0 0 5300 3.44 0.02 16.98 0| 0 0 0 5400 2.17 0.01 16.59 0| 0 2 0 5500 1.46 0.01 16.37 0| 0 0 0 5600 0.92 0.00 16.09 0| 0 0 0 5700 0.57 0.00 15.83 0| 0 0 0 5800 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.35 0.00 15.60 0| 0 0 0 5900 0.21 0.00 15.32 0| 0 4,000 0 6000 0.13 0.00 15.15 0| 0 0 0 6100 0.07 0.00 14.95 0| 0 0 0 6200 0.04 0.00 14.77 0| 0 0 0 6300 0.02 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| 2 22,918 +2 Indicative a-t-m Vol 27.51 Underlying Price 3502.50 Time to expiry: 562 Days Mar 12 2660.21 1.00 48.82 0| 0 0 0 800 2278.94 0.98 46.77 0| 0 0 0 1200 1911.65 0.96 43.60 0| 0 0 0 1600 1561.25 0.91 40.20 0| 0 0 0 2000 1232.42 0.85 36.91 0| 0 0 0 2400 927.51 0.77 33.54 0| 0 0 0 2800 784.60 0.72 31.77 0| 0 0 0 3000 650.23 0.67 30.02 0| 0 0 0 3200 524.91 0.60 28.26 0| 0 0 0 3400 415.25 0.53 26.80 0| 0 0 0 3600 314.94 0.46 25.19 0| 0 42 0 3800 232.70 0.38 23.88 0| 0 0 0 4000 168.22 0.31 22.85 0| 0 0 0 4200 119.05 0.24 22.04 0| 0 0 0 4400 47.30 0.12 19.87 0| 0 0 0 4800 14.67 0.05 18.05 0| 0 0 0 5200 3.37 0.01 16.52 0| 0 20 0 5600 0.66 0.00 15.50 0| 0 0 0 6000 0.09 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 27.96 Underlying Price 3416.00 Time to expiry: 653 Days Jun 12 2563.54 1.00 45.35 0| 0 0 0 800 1829.20 0.95 42.03 0| 0 0 0 1600 1176.50 0.83 36.21 0| 0 0 0 2400 883.07 0.75 32.84 0| 0 0 0 2800 747.72 0.70 31.21 0| 0 0 0 3000 621.15 0.64 29.60 0| 0 0 0 3200 505.36 0.58 28.09 0| 0 0 0 3400 397.71 0.51 26.45 0| 0 0 0 3600 307.19 0.44 25.14 0| 0 0 0 3800 230.23 0.37 23.92 0| 0 0 0 4000 169.53 0.30 22.96 0| 0 0 0 4200 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 121.74 0.24 22.12 0| 0 0 0 4400 49.89 0.13 19.87 0| 0 0 0 4800 4.77 0.02 16.83 0| 0 0 0 5600 0.34 0.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 28.68 Underlying Price 3414.00 Time to expiry: 842 Days Dec 12 2541.88 0.99 44.10 0| 0 0 0 800 1842.77 0.93 42.33 0| 0 0 0 1600 1525.89 0.88 39.77 0| 0 0 0 2000 1370.78 0.85 37.99 0| 0 0 0 2200 1222.12 0.82 36.36 0| 0 0 0 2400 941.25 0.74 33.10 0| 0 0 0 2800 810.49 0.69 31.51 0| 0 0 0 3000 689.88 0.64 30.09 0| 0 2,250 0 3200 476.50 0.53 27.45 0| 0 9,100 0 3600 297.50 0.41 24.70 0| 0 5,500 0 4000 175.70 0.29 22.86 0| 0 100 0 4400 93.80 0.19 21.22 0| 0 0 0 4800 68.20 0.15 20.69 0| 0 500 0 5000 52.17 0.12 20.56 0| 0 15 0 5200 28.91 0.07 20.16 0| 0 0 0 5600 17.14 0.05 20.15 0| 0 0 0 6000 9.51 0.03 19.95 0| 0 0 0 6400 Total 0| 0 17,465 0 Indicative a-t-m Vol 26.41 Underlying Price 3415.50 Time to expiry: 1206 Days Dec 13 2506.66 0.99 41.09 0| 0 0 0 800 1819.26 0.93 36.12 0| 0 0 0 1600 1508.47 0.88 33.80 0| 0 0 0 2000 1222.65 0.82 31.64 0| 0 0 0 2400 961.49 0.74 29.47 0| 0 0 0 2800 841.55 0.69 28.43 0| 0 3,750 0 3000 729.81 0.65 27.44 0| 0 500 0 3200 530.45 0.55 25.54 0| 0 3,250 0 3600 367.14 0.44 23.83 0| 0 3,250 0 4000 242.92 0.34 22.42 0| 0 0 0 4400 153.53 0.25 21.25 0| 0 0 0 4800 50.61 0.11 19.16 0| 0 0 0 5600 10.66 0.03 17.00 0| 0 0 0 6400 Total 0| 0 10,750 0 Indicative a-t-m Vol 26.04 Underlying Price 3397.50 Time to expiry: 1570 Days Dec 14 2444.99 0.98 40.60 0| 0 0 0 800 1801.09 0.92 35.64 0| 0 0 0 1600 1244.00 0.81 31.20 0| 0 0 0 2400 996.74 0.73 29.02 0| 0 0 0 2800 772.98 0.65 26.92 0| 0 0 0 3200 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 581.41 0.56 25.15 0| 0 250 0 3600 416.32 0.46 23.37 0| 0 0 0 4000 291.15 0.37 22.08 0| 0 0 0 4400 194.94 0.28 20.91 0| 0 0 0 4800 77.09 0.14 19.00 0| 0 0 0 5600 23.10 0.05 17.17 0| 0 0 0 6400 Total 0| 0 250 0 Total Calls 10,136| 4,777 294,994 +2,318 | Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.72 Underlying Price 3620.00 Time to expiry: 16 Days Sep 10 0.01 0.00 101.90 0| 0 318 0 1600 0.04 0.00 80.33 0| 0 384 0 2000 0.06 0.00 70.34 0| 0 919 0 2200 0.10 0.00 61.17 0| 0 1,418 0 2400 0.19 0.00 52.90 0| 1,320 21,612 -1,275 2600 0.70 0.44 0.00 45.52 0.70 0.70 50| 0 5,039 0 2800 0.80 0.65 -0.01 41.69 0.80 0.80 5| 15 3,183 +15 2900 3.20 1.35 -0.01 39.47 3.20 1.30 113| 266 10,198 -136 3000 4.80 2.50 -0.02 36.66 4.80 S 2.00 115| 207 3,228 +171 3100 12.10 4.30 -0.04 33.30 12.70 4.10 507| 119 8,959 -140 3200 13.80 6.15 -0.06 32.14 13.80 5.60 205| 184 3,567 +24 3250 21.70 8.80 -0.08 31.01 27.00 7.80 S 431| 1,252 5,369 +99 3300 31.00 12.40 -0.11 29.78 31.00 12.20 101| 105 1,639 +97 3350 24.80 14.80 -0.13 29.23 24.80 15.20 10| 210 165 +148 3375 44.00 17.65 -0.15 28.69 45.50 S 16.00 663| 1,302 7,458 +535 3400 50.00 20.85 -0.17 28.06 51.80 35.70 60| 91 130 +34 3425 64.50 24.65 -0.20 27.46 64.50 23.70 20| 416 3,126 -199 3450 46.20 29.15 -0.23 26.88 47.20 26.60 50| 50 230 -46 3475 79.40 34.40 -0.27 26.30 79.40 32.90 2,188| 164 7,743 -12 3500 66.10 40.90 -0.31 25.87 66.10 41.50 106| 0 73 0 3525 97.00 47.65 -0.35 25.18 97.00 45.70 183| 31 1,013 +31 3550 67.80 55.85 -0.40 24.62 67.80 53.80 67| 0 42 0 3575 116.00 65.40 -0.45 24.13 116.00 62.20 172| 0 8,672 0 3600 76.15 -0.50 23.61 0| 0 0 0 3625 97.00 88.24 -0.56 23.10 97.00 91.00 41| 2 1,372 0 3650 159.30 116.63 -0.67 22.04 159.30 123.50 212| 150 5,196 0 3700 151.33 -0.77 21.22 0| 0 271 0 3750 194.90 191.07 -0.86 20.37 194.90 194.90 10| 0 2,035 0 3800 235.36 -0.92 19.86 0| 0 1,131 0 3850 282.35 -0.96 19.45 0| 0 757 0 3900 331.14 -0.98 19.74 0| 0 57 0 3950 380.48 -0.99 19.87 0| 0 500 0 4000 430.02 -1.00 18.30 0| 0 43 0 4050 479.92 -1.00 17.09 0| 0 105 0 4100 529.90 -1.00 16.57 0| 0 96 0 4150 579.89 -1.00 16.09 0| 0 55 0 4200 629.88 -1.00 15.64 0| 0 0 0 4250 679.87 -1.00 15.23 0| 0 44 0 4300 779.85 -1.00 14.50 0| 0 66 0 4400 879.83 -1.00 13.91 0| 0 0 0 4500 979.81 -1.00 13.45 0| 0 0 0 4600 1179.78 -1.00 12.89 0| 0 1 0 4800 1579.70 -1.00 13.10 0| 0 0 0 5200 1979.62 -1.00 14.80 0| 0 0 0 5600 Total 5,309| 5,884 106,214 -654 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 24.29 Underlying Price 3621.00 Time to expiry: 44 Days Oct 10 0.80 0.50 0.00 43.61 0.80 0.80 100| 0 666 0 2400 1.65 -0.01 41.13 0| 0 1,794 0 2600 4.40 -0.02 38.05 0| 1,004 1,771 +947 2800 14.30 6.90 -0.04 36.40 14.90 14.30 175| 1 326 -31 2900 21.40 10.65 -0.05 34.73 21.40 11.00 485| 318 705 +121 3000 22.30 16.35 -0.08 33.09 23.50 17.00 70| 165 1,008 +140 3100 41.70 24.80 -0.12 31.46 41.70 24.60 S 55| 27 643 +17 3200 69.70 37.15 -0.17 29.80 69.70 S 37.00 712| 14 585 +10 3300 63.50 45.20 -0.21 28.96 63.50 46.20 421| 392 1,134 +382 3350 95.90 54.90 -0.25 28.13 95.90 53.00 401| 117 996 +100 3400 88.00 66.35 -0.29 27.28 88.00 68.50 Q 655| 49 368 -35 3450 134.00 79.90 -0.34 26.42 134.00 84.30 477| 25 272 0 3500 105.20 95.70 -0.40 25.52 105.30 104.70 70| 0 209 0 3550 123.00 114.35 -0.46 24.65 123.00 115.00 2| 20 213 0 3600 136.13 -0.52 23.80 0| 0 122 0 3650 161.30 -0.59 22.96 0| 0 50 0 3700 190.02 -0.66 22.14 0| 0 182 0 3750 222.34 -0.73 21.31 0| 0 41 0 3800 258.46 -0.79 20.55 0| 0 0 0 3850 298.03 -0.85 19.84 0| 0 2 0 3900 385.76 -0.93 18.67 0| 0 1 0 4000 481.05 -0.97 18.11 0| 0 0 0 4100 579.34 -0.99 17.75 0| 0 0 0 4200 678.87 -1.00 18.27 0| 0 0 0 4300 778.61 -1.00 18.45 0| 0 0 0 4400 978.41 -1.00 19.64 0| 0 0 0 4600 1178.28 -1.00 22.50 0| 0 0 0 4800 Total 3,623| 2,132 11,088 +1,651 Indicative a-t-m Vol 24.92 Underlying Price 3603.50 Time to expiry: 79 Days Nov 10 2.91 -0.01 40.00 0| 0 0 0 2400 11.36 -0.04 41.50 0| 0 0 0 2600 26.00 20.89 -0.07 38.48 26.00 26.00 1| 0 720 0 2800 27.98 -0.09 36.99 0| 10 26 +10 2900 39.50 33.00 -0.11 34.22 41.50 33.10 1,515| 500 2,109 +500 3000 44.25 -0.15 32.80 0| 0 1 0 3100 57.80 58.55 -0.19 31.30 57.80 S 57.80 S 1| 0 7 0 3200 94.60 76.65 -0.24 29.74 95.20 94.60 80| 3 88 +3 3300 106.60 87.50 -0.27 28.95 106.60 94.80 45| 0 34 0 3350 99.75 -0.31 28.16 0| 0 58 0 3400 113.60 -0.34 27.38 0| 2 108 +2 3450 129.05 -0.38 26.57 0| 2 29 0 3500 146.45 -0.43 25.77 0| 0 0 0 3550 166.05 -0.47 24.99 0| 0 1 0 3600 187.49 -0.52 24.14 0| 0 0 0 3650 211.58 -0.57 23.32 0| 0 0 0 3700 315.00 269.06 -0.68 21.89 315.00 315.00 1| 0 0 0 3800 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 337.99 -0.78 20.59 0| 0 0 0 3900 416.92 -0.87 19.26 0| 0 0 0 4000 505.40 -0.93 18.31 0| 0 0 0 4100 599.73 -0.97 17.61 0| 0 0 0 4200 796.13 -0.99 16.95 0| 0 0 0 4400 1195.14 -1.00 19.50 0| 0 0 0 4800 Total 1,643| 517 3,181 +515 Indicative a-t-m Vol 25.46 Underlying Price 3602.50 Time to expiry: 107 Days Dec 10 0.80 0.00 55.58 0| 46 549 0 1600 3.65 -0.01 49.51 0| 0 591 0 2000 9.50 8.18 -0.02 47.89 9.50 9.50 10| 83 2,806 0 2200 16.40 13.49 -0.04 44.41 16.60 14.40 S 90| 6 824 -1 2400 27.80 21.32 -0.06 40.85 27.80 22.10 63| 520 2,871 +499 2600 42.80 33.16 -0.09 37.36 42.80 32.50 8| 40 13,611 +40 2800 40.95 -0.11 35.57 0| 22 3,242 +1 2900 69.10 52.25 -0.14 34.19 69.10 52.10 36| 20 7,613 +5 3000 76.00 65.30 -0.17 32.61 76.00 68.10 22| 8 2,480 +7 3100 118.20 82.40 -0.22 31.22 118.20 S 85.00 49| 0 5,970 0 3200 111.20 92.50 -0.24 30.54 111.20 100.00 25| 20 1,066 +20 3250 123.60 103.75 -0.27 29.88 123.60 107.00 16| 250 1,372 -4 3300 115.90 -0.30 29.16 0| 0 347 0 3350 175.50 129.35 -0.33 28.45 175.50 126.20 6| 4 3,503 0 3400 144.00 -0.36 27.71 0| 10 173 -10 3450 216.10 160.35 -0.39 27.00 216.10 161.30 9| 50 3,708 -36 3500 237.80 178.05 -0.43 26.25 237.80 201.30 6| 0 338 0 3550 195.80 197.60 -0.47 25.51 195.80 195.80 5| 0 17,574 0 3600 228.00 218.46 -0.51 24.70 228.00 228.00 60| 60 1,061 +60 3650 255.00 241.92 -0.56 23.95 255.00 255.00 60| 0 4,318 0 3700 268.12 -0.60 23.29 0| 0 764 0 3750 296.38 -0.65 22.60 0| 0 15,723 0 3800 327.48 -0.69 21.98 0| 0 212 0 3850 360.79 -0.73 21.36 0| 60 16,535 0 3900 396.44 -0.78 20.75 0| 0 378 0 3950 434.65 -0.82 20.20 0| 10 10,100 +10 4000 477.76 -0.84 20.28 0| 0 1 0 4050 517.06 -0.88 19.14 0| 0 61 0 4100 560.97 -0.91 18.65 0| 0 65 0 4150 606.62 -0.93 18.29 0| 0 877 0 4200 653.93 -0.95 18.22 0| 0 0 0 4250 701.48 -0.96 17.95 0| 0 0 0 4300 798.15 -0.98 17.19 0| 0 3,803 0 4400 897.20 -0.99 17.74 0| 0 0 0 4500 995.84 -1.00 15.77 0| 0 0 0 4600 1095.48 -1.00 15.15 0| 0 0 0 4700 1195.25 -1.00 14.59 0| 10 2,269 0 4800 1295.05 -1.00 14.08 0| 0 1,500 0 4900 1394.86 -1.00 13.62 0| 0 7,800 0 5000 1494.67 -1.00 13.22 0| 0 2,250 0 5100 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1594.48 -1.00 12.86 0| 0 2,765 0 5200 1694.29 -1.00 12.56 0| 0 0 0 5300 1794.10 -1.00 12.31 0| 0 7,751 0 5400 1893.92 -1.00 12.10 0| 0 2,750 0 5500 1993.73 -1.00 11.94 0| 0 4,000 0 5600 2093.54 -1.00 11.83 0| 0 1,000 0 5700 2193.35 -1.00 11.76 0| 0 0 0 5800 2293.16 -1.00 11.73 0| 0 0 0 5900 2392.97 -1.00 11.75 0| 0 4,550 0 6000 2492.78 -1.00 11.81 0| 0 2,500 0 6100 2592.59 -1.00 11.91 0| 0 0 0 6200 2692.40 -1.00 12.04 0| 0 0 0 6300 2792.21 -1.00 12.22 0| 0 0 0 6400 2892.03 -1.00 12.43 0| 0 0 0 6500 2991.84 -1.00 12.68 0| 0 1 0 6600 3091.65 -1.00 12.96 0| 0 0 0 6700 3191.46 -1.00 13.28 0| 0 0 0 6800 3590.70 -1.00 15.00 0| 0 0 0 7200 Total 465| 1,219 161,672 +591 Indicative a-t-m Vol 26.42 Underlying Price 3605.50 Time to expiry: 198 Days Mar 11 3.13 -0.01 48.00 0| 0 0 0 1600 13.41 -0.03 45.00 0| 0 34 0 2000 36.61 -0.07 41.05 0| 0 162 0 2400 53.04 -0.10 38.41 0| 0 50 0 2600 75.02 -0.14 35.76 0| 0 164 0 2800 88.78 -0.16 34.46 0| 0 153 0 2900 124.40 104.84 -0.19 33.19 124.40 124.40 2| 3 2,128 0 3000 123.62 -0.22 31.96 0| 0 34 0 3100 162.00 145.58 -0.26 30.76 162.00 162.00 2| 0 1,053 0 3200 161.25 -0.28 30.55 0| 0 91 0 3250 192.50 174.25 -0.30 29.93 192.50 192.50 1| 0 216 0 3300 188.50 -0.33 29.34 0| 0 238 0 3350 203.70 -0.35 28.75 0| 0 335 0 3400 220.81 -0.38 28.24 0| 0 93 0 3450 238.22 -0.40 27.65 0| 0 111 0 3500 256.82 -0.43 27.06 0| 0 127 0 3550 276.62 -0.46 26.47 0| 0 545 0 3600 299.80 -0.49 26.07 0| 0 182 0 3650 321.78 -0.52 25.43 0| 0 0 0 3700 346.23 -0.55 24.89 0| 0 40 0 3750 372.53 -0.58 24.38 0| 0 43 0 3800 399.33 -0.61 23.77 0| 0 40 0 3850 428.49 -0.64 23.24 0| 0 120 0 3900 459.54 -0.68 22.74 0| 0 1 0 3950 497.12 -0.70 22.79 0| 0 572 0 4000 531.98 -0.73 22.39 0| 0 0 0 4050 568.38 -0.76 22.00 0| 0 0 0 4100 606.27 -0.79 21.63 0| 0 0 0 4150 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 642.72 -0.82 20.87 0| 0 80 0 4200 686.19 -0.84 20.92 0| 0 0 0 4250 728.73 -0.86 20.70 0| 0 0 0 4300 815.12 -0.90 19.95 0| 0 0 0 4400 905.90 -0.93 19.36 0| 0 0 0 4500 999.59 -0.95 18.81 0| 0 0 0 4600 1192.68 -0.98 17.86 0| 0 0 0 4800 1588.39 -1.00 16.45 0| 0 0 0 5200 1986.63 -1.00 15.69 0| 0 0 0 5600 2783.47 -1.00 16.00 0| 0 0 0 6400 Total 5| 3 6,612 0 Indicative a-t-m Vol 26.84 Underlying Price 3503.00 Time to expiry: 289 Days Jun 11 0.01 0.00 40.00 0| 0 0 0 800 27.16 -0.03 55.37 0| 0 15 0 1600 53.60 -0.07 49.07 0| 0 515 0 2000 76.60 87.69 -0.12 42.09 76.60 76.60 2| 10 242 0 2400 110.44 -0.15 38.78 0| 0 17 0 2600 139.41 -0.19 35.69 0| 0 158 0 2800 156.99 -0.22 34.23 0| 0 0 0 2900 177.10 -0.25 32.85 0| 0 247 0 3000 200.16 -0.28 31.52 0| 0 0 0 3100 224.90 -0.32 30.12 0| 0 76 0 3200 240.20 -0.34 29.58 0| 0 0 0 3250 256.50 -0.36 29.05 0| 0 100 0 3300 273.50 -0.38 28.51 0| 0 50 0 3350 291.25 -0.40 27.95 0| 0 729 0 3400 310.25 -0.43 27.42 0| 0 449 0 3450 329.90 -0.45 26.85 0| 0 147 0 3500 354.80 -0.48 26.62 0| 0 84 0 3550 377.72 -0.50 26.14 0| 0 637 0 3600 401.35 -0.53 25.63 0| 0 336 0 3650 425.20 -0.55 25.03 0| 0 70 0 3700 452.30 -0.58 24.60 0| 0 74 0 3750 479.78 -0.61 24.10 0| 0 105 0 3800 510.06 -0.63 23.73 0| 0 0 0 3850 541.37 -0.66 23.34 0| 0 0 0 3900 603.94 -0.72 22.19 0| 0 43 0 4000 680.50 -0.76 21.92 0| 0 0 0 4100 757.84 -0.81 21.30 0| 0 0 0 4200 925.61 -0.88 20.23 0| 0 0 0 4400 1106.70 -0.93 19.37 0| 0 0 0 4600 1296.32 -0.96 18.71 0| 0 0 0 4800 1687.52 -0.99 17.95 0| 0 5 0 5200 2083.76 -1.00 17.88 0| 0 0 0 5600 2878.32 -1.00 19.50 0| 0 0 0 6400 Total 2| 10 4,099 0 Indicative a-t-m Vol 27.23 Underlying Price 3510.50 Time to expiry: 380 Days Sep 11 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.13 0.00 45.00 0| 0 0 0 800 17.25 -0.02 44.20 0| 0 1 0 1600 99.27 -0.12 38.51 0| 0 110 0 2400 170.09 -0.21 34.40 0| 0 4 0 2800 216.36 -0.26 32.30 0| 0 20 0 3000 273.02 -0.32 30.29 0| 0 57 0 3200 340.39 -0.40 28.24 0| 0 107 0 3400 424.20 -0.48 26.42 0| 0 92 0 3600 523.47 -0.58 24.60 0| 0 21 0 3800 642.29 -0.67 22.97 0| 0 21 0 4000 783.25 -0.76 21.74 0| 0 200 0 4200 938.97 -0.84 20.41 0| 0 0 0 4400 1294.11 -0.94 18.63 0| 0 1 0 4800 1677.86 -0.98 17.37 0| 0 0 0 5200 2071.41 -1.00 16.57 0| 0 0 0 5600 2863.65 -1.00 17.18 0| 0 0 0 6400 Total 0| 0 634 0 Indicative a-t-m Vol 27.76 Underlying Price 3493.00 Time to expiry: 471 Days Dec 11 2.84 0.00 54.45 0| 0 0 0 800 40.29 -0.04 47.38 0| 0 10 0 1600 84.32 -0.09 43.84 0| 0 58 0 2000 108.94 -0.11 41.37 0| 0 138 0 2200 138.70 -0.14 39.04 0| 0 99 0 2400 218.52 -0.22 34.84 0| 0 665 0 2800 269.38 -0.28 32.81 0| 0 21 0 3000 328.33 -0.34 30.76 0| 0 89 0 3200 394.26 -0.40 28.54 0| 0 1,625 0 3400 479.96 -0.48 26.86 0| 0 7,863 0 3600 582.37 -0.56 25.40 0| 0 4,020 0 3800 700.67 -0.64 24.04 0| 0 4,600 0 4000 833.89 -0.72 22.71 0| 0 0 0 4200 984.68 -0.79 21.66 0| 0 0 0 4400 1320.54 -0.91 19.42 0| 10 10 +10 4800 1411.61 -0.93 19.02 0| 0 0 0 4900 1503.53 -0.95 18.44 0| 0 2,000 0 5000 1597.80 -0.96 18.04 0| 0 0 0 5100 1693.23 -0.97 17.67 0| 0 11 0 5200 1789.58 -0.98 17.32 0| 0 0 0 5300 1886.63 -0.98 16.98 0| 0 0 0 5400 1984.12 -0.99 16.59 0| 0 0 0 5500 2082.15 -0.99 16.37 0| 0 0 0 5600 2180.37 -1.00 16.09 0| 0 0 0 5700 2278.77 -1.00 15.83 0| 0 0 0 5800 2377.31 -1.00 15.60 0| 0 0 0 5900 2475.91 -1.00 15.32 0| 0 4,000 0 6000 2574.58 -1.00 15.15 0| 0 0 0 6100 2673.28 -1.00 14.95 0| 0 0 0 6200 2772.00 -1.00 14.77 0| 0 0 0 6300 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2870.74 -1.00 14.60 0| 0 0 0 6400 2969.48 -1.00 14.44 0| 0 0 0 6500 3068.22 -1.00 14.30 0| 0 0 0 6600 3166.97 -1.00 14.18 0| 0 0 0 6700 3265.72 -1.00 14.06 0| 0 0 0 6800 3660.72 -1.00 13.78 0| 0 0 0 7200 Total 0| 10 25,209 +10 Indicative a-t-m Vol 27.51 Underlying Price 3502.50 Time to expiry: 562 Days Mar 12 2.35 0.00 48.82 0| 0 0 0 800 14.47 -0.02 46.77 0| 0 0 0 1200 40.58 -0.04 43.60 0| 0 0 0 1600 83.57 -0.09 40.20 0| 0 21 0 2000 148.13 -0.15 36.91 0| 0 0 0 2400 236.61 -0.23 33.54 0| 0 0 0 2800 290.40 -0.28 31.77 0| 0 0 0 3000 352.73 -0.33 30.02 0| 0 42 0 3200 424.10 -0.40 28.26 0| 0 61 0 3400 511.14 -0.47 26.80 0| 0 0 0 3600 607.53 -0.54 25.19 0| 0 0 0 3800 721.98 -0.62 23.88 0| 0 0 0 4000 854.20 -0.69 22.85 0| 0 0 0 4200 1001.73 -0.76 22.04 0| 0 0 0 4400 1323.37 -0.88 19.87 0| 0 0 0 4800 1684.13 -0.95 18.05 0| 0 0 0 5200 2066.23 -0.99 16.52 0| 0 0 0 5600 2456.91 -1.00 15.50 0| 0 0 0 6000 2849.74 -1.00 14.57 0| 0 0 0 6400 3243.05 -1.00 14.06 0| 0 0 0 6800 Total 0| 0 124 0 Indicative a-t-m Vol 27.96 Underlying Price 3416.00 Time to expiry: 653 Days Jun 12 2.64 0.00 45.35 0| 0 0 0 800 51.45 -0.05 42.03 0| 0 0 0 1600 181.90 -0.17 36.21 0| 0 0 0 2400 280.05 -0.25 32.84 0| 0 0 0 2800 340.48 -0.30 31.21 0| 0 0 0 3000 409.70 -0.36 29.60 0| 0 0 0 3200 489.70 -0.42 28.09 0| 0 0 0 3400 577.83 -0.49 26.45 0| 0 0 0 3600 683.10 -0.56 25.14 0| 0 0 0 3800 801.92 -0.63 23.92 0| 0 0 0 4000 937.02 -0.70 22.96 0| 0 0 0 4200 1085.02 -0.76 22.12 0| 0 0 0 4400 1404.74 -0.87 19.87 0| 0 0 0 4800 2142.77 -0.98 16.83 0| 0 0 0 5600 2921.48 -1.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.68 Underlying Price 3414.00 Time to expiry: 842 Days Dec 12 5.54 -0.01 44.10 0| 0 0 0 800 82.66 -0.07 42.33 0| 0 5 0 1600 153.90 -0.12 39.77 0| 0 707 0 2000 192.84 -0.15 37.99 0| 0 26 0 2200 238.25 -0.18 36.36 0| 2 50 +2 2400 345.49 -0.26 33.10 0| 0 0 0 2800 408.79 -0.31 31.51 0| 0 42 0 3000 482.24 -0.36 30.09 0| 0 2,250 0 3200 656.97 -0.47 27.45 0| 0 9,100 0 3600 866.09 -0.59 24.70 0| 0 5,479 0 4000 1132.41 -0.71 22.86 0| 0 0 0 4400 1438.63 -0.81 21.22 0| 0 0 0 4800 1607.08 -0.85 20.69 0| 0 500 0 5000 1785.11 -0.88 20.56 0| 0 0 0 5200 2149.97 -0.93 20.16 0| 0 0 0 5600 2526.32 -0.95 20.15 0| 0 0 0 6000 2906.81 -0.97 19.95 0| 0 0 0 6400 Total 0| 2 18,159 +2 Indicative a-t-m Vol 26.41 Underlying Price 3415.50 Time to expiry: 1206 Days Dec 13 11.04 -0.01 41.09 0| 0 0 0 800 86.97 -0.07 36.12 0| 0 0 0 1600 157.85 -0.12 33.80 0| 0 0 0 2000 253.69 -0.18 31.64 0| 0 0 0 2400 374.20 -0.26 29.47 0| 0 0 0 2800 445.09 -0.31 28.43 0| 0 0 0 3000 524.18 -0.35 27.44 0| 0 2,500 0 3200 706.49 -0.45 25.54 0| 0 3,500 0 3600 924.85 -0.56 23.83 0| 0 500 0 4000 1182.29 -0.66 22.42 0| 0 3,000 0 4400 1474.57 -0.75 21.25 0| 0 0 0 4800 2134.98 -0.89 19.16 0| 0 0 0 5600 2858.37 -0.97 17.00 0| 0 0 0 6400 Total 0| 0 9,500 0 Indicative a-t-m Vol 26.04 Underlying Price 3397.50 Time to expiry: 1570 Days Dec 14 21.27 -0.02 40.60 0| 0 0 0 800 123.85 -0.08 35.64 0| 0 0 0 1600 313.24 -0.19 31.20 0| 0 0 0 2400 439.21 -0.27 29.02 0| 0 0 0 2800 588.69 -0.35 26.92 0| 0 0 0 3200 770.36 -0.44 25.15 0| 0 250 0 3600 978.51 -0.54 23.37 0| 0 0 0 4000 1226.58 -0.63 22.08 0| 0 0 0 4400 1503.61 -0.72 20.91 0| 0 0 0 4800 2132.24 -0.86 19.00 0| 0 0 0 5600 2824.73 -0.95 17.17 0| 0 0 0 6400 Equity Index Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 11,047| 9,777 346,742 +2,115 Grand Total 21,183| 14,554 641,736 +4,433