Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 22.64 Underlying Price 3635.50 Time to expiry: 15 Days Sep 10 2035.16 1.00 102.00 0| 0 0 0 1600 1635.26 1.00 83.53 0| 0 0 0 2000 1435.32 1.00 73.71 0| 0 0 0 2200 1235.40 1.00 64.27 0| 0 0 0 2400 1035.53 1.00 55.49 0| 0 21 0 2600 835.78 1.00 47.48 0| 0 61 0 2800 736.18 0.99 44.80 0| 0 11 0 2900 636.70 0.99 41.28 0| 0 145 0 3000 537.57 0.98 37.76 0| 0 0 0 3100 439.09 0.97 34.24 0| 0 195 0 3200 390.26 0.95 32.46 0| 0 6 0 3250 336.00 342.17 0.94 31.02 336.00 336.00 1| 0 121 0 3300 294.95 0.91 29.65 0| 0 123 0 3350 271.76 0.90 28.97 0| 0 20 0 3375 248.87 0.88 28.27 0| 1 1,688 -1 3400 226.49 0.86 27.63 0| 1 1 -1 3425 204.55 0.83 26.97 0| 15 3,103 0 3450 183.22 0.80 26.32 0| 87 152 +51 3475 170.00 162.69 0.77 25.73 170.00 170.00 1| 257 4,631 +50 3500 142.97 0.73 25.14 0| 64 518 -59 3525 104.60 124.19 0.69 24.57 131.00 104.60 S 22| 169 792 +9 3550 106.52 0.64 24.01 0| 143 78 -37 3575 73.50 90.15 0.59 23.50 93.00 72.80 137| 730 5,603 +18 3600 62.00 74.88 0.53 22.93 77.50 61.70 114| 156 559 +121 3625 50.00 60.76 0.48 22.28 66.20 46.90 563| 441 3,067 +359 3650 51.30 48.64 0.42 21.80 52.30 46.80 111| 0 0 0 3675 30.70 38.07 0.36 21.33 42.50 29.00 1,507| 662 4,890 +93 3700 16.10 21.83 0.24 20.52 25.00 15.70 86| 666 2,441 +331 3750 9.00 11.33 0.15 19.83 13.20 8.00 632| 305 6,708 +159 3800 4.20 5.61 0.08 19.55 6.20 3.90 S 1,112| 508 3,281 +209 3850 2.00 2.68 0.04 19.50 2.90 2.00 1,025| 52 5,966 +40 3900 0.70 1.24 0.02 19.59 1.60 0.70 35| 1 1,261 -1 3950 0.50 0.59 0.01 19.90 0.70 0.50 63| 0 9,638 0 4000 0.20 0.30 0.01 20.39 0.20 0.20 6| 0 2,754 0 4050 0.10 0.00 20.07 0| 0 5,757 0 4100 0.01 0.00 15.30 0| 0 425 0 4150 0.01 0.00 14.79 0| 0 756 0 4200 0.01 0.00 14.31 0| 0 327 0 4250 0.01 0.00 13.88 0| 0 739 0 4300 0.01 0.00 13.13 0| 0 319 0 4400 0.01 0.00 12.55 0| 0 181 0 4500 0.01 0.00 12.12 0| 0 313 0 4600 0.01 0.00 11.71 0| 0 926 0 4800 0.01 0.00 12.56 0| 0 20 0 5200 0.01 0.00 15.00 0| 0 0 0 5600 Total 5,415| 4,258 67,597 +1,341 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 23.76 Underlying Price 3636.50 Time to expiry: 43 Days Oct 10 1236.24 1.00 43.52 0| 0 0 0 2400 1038.00 0.99 43.28 0| 0 0 0 2600 840.40 0.98 38.93 0| 0 0 0 2800 742.56 0.97 36.90 0| 0 0 0 2900 645.71 0.95 34.90 0| 0 11 0 3000 550.56 0.93 33.03 0| 0 20 0 3100 458.12 0.89 31.33 0| 0 1 0 3200 369.27 0.84 29.63 0| 0 11 0 3300 326.65 0.81 28.77 0| 0 37 0 3350 285.42 0.77 27.89 0| 0 66 0 3400 245.95 0.73 27.01 0| 0 131 0 3450 209.30 208.53 0.68 26.13 209.30 209.30 1| 0 157 0 3500 173.50 0.62 25.25 0| 4 130 0 3550 125.70 141.51 0.56 24.45 134.20 125.70 25| 68 605 +8 3600 98.80 111.95 0.50 23.52 111.50 98.60 105| 52 467 -13 3650 74.50 86.05 0.43 22.65 90.10 74.50 13| 117 377 +16 3700 55.90 63.85 0.36 21.82 65.40 55.90 84| 6 309 +5 3750 39.40 45.35 0.29 20.98 49.00 39.40 53| 145 475 +95 3800 33.00 30.75 0.22 20.19 33.00 33.00 10| 84 715 +33 3850 16.10 19.60 0.16 19.40 22.00 16.00 395| 167 3,904 +135 3900 6.30 6.95 0.07 18.21 8.00 6.30 44| 121 916 -15 4000 2.15 0.03 17.53 0| 0 287 0 4100 0.85 0.01 17.92 0| 0 560 0 4200 0.31 0.00 18.18 0| 0 45 0 4300 0.10 0.00 18.41 0| 0 335 0 4400 0.02 0.00 19.71 0| 0 2 0 4600 0.02 0.00 22.70 0| 0 0 0 4800 Total 730| 764 9,561 +264 Indicative a-t-m Vol 24.41 Underlying Price 3618.00 Time to expiry: 78 Days Nov 10 1217.19 1.00 33.92 0| 0 0 0 2400 1022.24 0.98 36.96 0| 0 0 0 2600 833.92 0.94 37.26 0| 0 0 0 2800 740.04 0.92 35.75 0| 0 0 0 2900 647.10 0.90 33.92 0| 0 0 0 3000 557.27 0.86 32.38 0| 0 0 0 3100 470.74 0.82 30.90 0| 0 1 0 3200 388.11 0.77 29.39 0| 0 6 0 3300 348.52 0.74 28.62 0| 0 0 0 3350 310.28 0.71 27.85 0| 0 0 0 3400 273.49 0.67 27.06 0| 0 43 0 3450 238.51 0.63 26.28 0| 1 292 +1 3500 205.47 0.59 25.51 0| 0 46 0 3550 163.80 174.28 0.54 24.70 172.90 158.60 516| 796 770 -21 3600 141.20 145.40 0.49 23.89 145.00 141.00 64| 232 269 +224 3650 108.00 119.30 0.44 23.14 124.00 107.80 19| 232 232 +210 3700 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 95.90 0.39 22.40 0| 0 0 0 3750 66.40 75.05 0.33 21.62 77.40 66.40 202| 211 251 +177 3800 42.50 42.85 0.23 20.28 42.50 S 42.00 S 608| 500 1,576 +485 3900 18.50 21.40 0.14 18.98 18.50 18.00 1,000| 2,077 4,238 +2,037 4000 7.80 9.45 0.07 17.95 9.30 7.70 523| 170 184 +160 4100 3.60 3.80 0.03 17.22 3.60 3.60 2| 0 0 0 4200 0.83 0.01 17.39 0| 0 0 0 4400 0.11 0.00 19.80 0| 0 0 0 4800 Total 2,934| 4,219 7,908 +3,273 Indicative a-t-m Vol 24.95 Underlying Price 3615.50 Time to expiry: 106 Days Dec 10 2012.28 1.00 57.97 0| 0 0 0 1600 1614.74 0.99 48.00 0| 0 0 0 2000 1419.65 0.98 47.36 0| 0 17 0 2200 1224.57 0.97 43.68 0| 0 0 0 2400 1031.81 0.95 40.06 0| 0 500 0 2600 842.91 0.92 36.60 0| 0 22 0 2800 751.97 0.89 35.32 0| 0 11 0 2900 662.15 0.87 33.76 0| 0 5,610 0 3000 575.43 0.83 32.36 0| 0 5 0 3100 491.66 0.79 30.91 0| 0 2,931 0 3200 451.33 0.77 30.22 0| 0 95 0 3250 412.00 0.74 29.52 0| 0 586 0 3300 373.72 0.71 28.80 0| 0 201 0 3350 336.70 0.68 28.08 0| 0 3,541 0 3400 296.20 301.07 0.65 27.37 296.20 296.20 1| 0 383 0 3450 256.70 266.94 0.62 26.65 256.70 256.00 48| 1 1,831 -1 3500 234.22 0.58 25.90 0| 0 1,067 0 3550 196.50 203.45 0.54 25.18 208.00 196.50 45| 5 13,244 +5 3600 174.65 0.50 24.46 0| 0 437 0 3650 148.07 0.45 23.76 0| 130 1,970 +2 3700 116.30 123.70 0.41 23.08 124.20 116.30 66| 83 1,235 -61 3750 95.30 101.97 0.36 22.44 101.80 S 95.30 120| 210 18,442 -146 3800 76.70 82.59 0.32 21.81 85.90 76.70 166| 2 567 +2 3850 61.50 65.36 0.27 21.15 70.20 S 61.50 1,015| 21 18,533 +1 3900 45.60 50.84 0.23 20.55 45.60 S 45.60 S 1| 8 429 +8 3950 38.76 0.19 20.00 0| 5 16,606 +1 4000 25.00 33.06 0.16 20.35 32.00 25.00 7| 51 208 +51 4050 19.50 24.82 0.13 19.90 24.40 S 19.50 S 1,015| 2 1,061 0 4100 18.23 0.10 19.47 0| 0 286 0 4150 13.08 0.08 19.05 0| 0 4,211 0 4200 7.80 9.15 0.06 18.65 7.80 7.80 1| 0 538 0 4250 4.93 0.04 17.50 0| 0 2,954 0 4300 2.34 0.02 17.20 0| 0 3,496 0 4400 1.24 0.01 17.31 1,000| 0 1,293 0 4500 0.33 0.00 16.23 0| 0 1,434 0 4600 0.10 0.00 15.67 0| 0 373 0 4700 0.02 0.00 15.15 0| 0 2,409 0 4800 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 14.68 0| 0 1,647 0 4900 0.01 0.00 14.27 0| 0 9,252 0 5000 0.01 0.00 13.90 0| 0 2,396 0 5100 0.01 0.00 13.58 0| 0 2,800 0 5200 0.01 0.00 13.30 0| 0 42 0 5300 0.01 0.00 13.07 0| 0 7,792 0 5400 0.01 0.00 12.88 0| 0 2,708 0 5500 0.01 0.00 12.74 0| 0 4,000 0 5600 0.01 0.00 12.63 0| 0 1,125 0 5700 0.01 0.00 12.57 0| 0 0 0 5800 0.01 0.00 12.54 0| 0 0 0 5900 0.01 0.00 12.55 0| 0 8,050 0 6000 0.01 0.00 12.60 0| 0 0 0 6100 0.01 0.00 12.69 0| 0 0 0 6200 0.01 0.00 12.80 0| 0 0 0 6300 0.01 0.00 12.96 0| 0 0 0 6400 0.01 0.00 13.14 0| 0 0 0 6500 0.01 0.00 13.36 0| 0 0 0 6600 0.01 0.00 13.61 0| 0 0 0 6700 0.01 0.00 13.89 0| 0 0 0 6800 0.01 0.00 15.60 0| 0 0 0 7200 Total 3,485| 518 146,338 -138 Indicative a-t-m Vol 26.09 Underlying Price 3621.00 Time to expiry: 197 Days Mar 11 2012.74 0.99 48.30 0| 0 0 0 1600 1627.28 0.97 46.57 0| 0 0 0 2000 1251.44 0.93 41.68 0| 0 0 0 2400 1066.02 0.91 38.35 0| 0 0 0 2600 890.51 0.86 36.08 0| 0 25 0 2800 804.10 0.84 34.71 0| 0 0 0 2900 719.86 0.81 33.36 0| 0 0 0 3000 638.18 0.78 32.05 0| 0 0 0 3100 559.55 0.74 30.78 0| 0 0 0 3200 523.60 0.72 30.40 0| 0 0 0 3250 485.99 0.70 29.73 0| 0 220 0 3300 450.18 0.68 29.15 0| 0 80 0 3350 415.18 0.66 28.55 0| 0 162 0 3400 381.32 0.63 27.97 0| 42 261 +42 3450 348.46 0.61 27.37 0| 42 369 +25 3500 317.70 0.58 26.87 0| 42 191 +42 3550 280.90 287.30 0.55 26.27 289.20 280.90 42| 21 85 -8 3600 260.70 259.89 0.52 25.84 260.70 260.70 21| 100 315 -22 3650 232.36 0.49 25.27 0| 1 554 +1 3700 206.47 0.46 24.71 0| 3 166 +3 3750 182.39 0.43 24.19 0| 0 1,018 0 3800 159.95 0.40 23.67 0| 0 290 0 3850 138.77 0.36 23.13 0| 0 145 0 3900 119.79 0.33 22.65 0| 10 681 +10 3950 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 100.00 102.40 0.30 22.17 106.80 100.00 18| 62 679 +12 4000 86.32 0.27 21.65 0| 0 51 0 4050 73.50 75.77 0.24 21.62 73.50 73.50 5| 0 107 0 4100 63.61 0.21 21.23 0| 0 146 0 4150 52.92 0.19 20.86 0| 0 174 0 4200 43.62 0.16 20.51 0| 0 61 0 4250 35.61 0.14 20.17 0| 3 18 +3 4300 23.02 0.10 19.52 0| 50 1,056 +3 4400 14.27 0.07 18.92 0| 0 45 0 4500 8.48 0.04 18.38 0| 0 2,042 0 4600 2.64 0.02 17.44 0| 0 125 0 4800 0.17 0.00 16.13 0| 0 10 0 5200 0.01 0.00 15.53 0| 0 0 0 5600 0.01 0.00 16.30 0| 0 0 0 6400 Total 86| 376 9,076 +111 Indicative a-t-m Vol 26.65 Underlying Price 3518.50 Time to expiry: 288 Days Jun 11 2696.64 1.00 55.00 0| 0 0 0 800 1912.68 0.98 46.00 0| 0 0 0 1600 1536.86 0.95 43.00 0| 0 0 0 2000 1181.39 0.90 39.79 0| 0 0 0 2400 1003.97 0.86 36.70 0| 0 0 0 2600 826.01 0.82 32.98 0| 0 0 0 2800 746.02 0.79 31.97 0| 0 0 0 2900 668.98 0.76 31.01 0| 0 0 0 3000 595.28 0.73 30.10 0| 0 0 0 3100 532.81 0.69 29.92 0| 0 47 0 3200 498.16 0.67 29.38 0| 0 0 0 3250 465.52 0.65 28.95 0| 0 121 0 3300 432.33 0.63 28.39 0| 0 63 0 3350 400.03 0.60 27.83 0| 0 711 0 3400 369.84 0.58 27.36 0| 0 376 0 3450 339.65 0.56 26.80 0| 0 525 0 3500 312.45 0.53 26.41 0| 0 388 0 3550 285.20 0.51 25.91 0| 0 885 0 3600 258.70 0.48 25.39 0| 0 553 0 3650 233.60 0.45 24.88 0| 0 321 0 3700 209.60 0.43 24.36 0| 0 213 0 3750 188.25 0.40 23.96 0| 0 585 0 3800 181.04 0.38 24.64 0| 0 63 0 3850 163.30 0.36 24.36 0| 0 0 0 3900 114.60 114.70 0.29 22.26 114.60 114.60 1| 1 334 0 4000 104.42 0.26 23.31 0| 0 0 0 4100 81.74 0.22 22.84 0| 0 292 0 4200 47.96 0.15 21.99 0| 0 422 0 4400 26.57 0.09 21.26 0| 0 25 0 4600 13.94 0.05 20.64 0| 0 1,016 0 4800 3.36 0.02 19.71 0| 0 40 0 5200 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.73 0.00 19.16 0| 0 20 0 5600 0.07 0.00 19.80 0| 0 0 0 6400 Total 1| 1 7,000 0 Indicative a-t-m Vol 26.82 Underlying Price 3526.00 Time to expiry: 379 Days Sep 11 2696.83 1.00 40.30 0| 0 0 0 800 1926.31 0.97 46.17 0| 0 0 0 1600 1208.26 0.88 38.15 0| 0 0 0 2400 882.92 0.80 34.25 0| 0 0 0 2800 730.87 0.74 32.21 0| 0 0 0 3000 588.71 0.68 30.22 0| 0 0 0 3200 458.25 0.61 28.27 0| 0 292 0 3400 336.10 0.52 25.97 0| 0 0 0 3600 237.90 0.43 24.29 0| 0 21 0 3800 159.35 0.34 22.79 0| 0 121 0 4000 100.50 0.25 21.50 0| 0 483 0 4200 56.66 0.16 20.08 0| 0 2 0 4400 15.14 0.06 18.20 0| 0 1 0 4800 3.43 0.02 17.17 0| 0 0 0 5200 1.51 0.01 17.99 0| 0 0 0 5600 0.43 0.00 19.80 0| 0 0 0 6400 Total 0| 0 920 0 Indicative a-t-m Vol 27.62 Underlying Price 3508.50 Time to expiry: 470 Days Dec 11 2673.36 1.00 54.45 0| 0 0 0 800 1921.20 0.96 47.38 0| 0 0 0 1600 1570.01 0.92 43.84 0| 0 0 0 2000 1396.95 0.89 41.37 0| 0 0 0 2200 1228.95 0.86 39.04 0| 0 0 0 2400 912.09 0.78 34.77 0| 0 350 0 2800 765.39 0.73 32.78 0| 0 0 0 3000 626.46 0.67 30.76 0| 0 50 0 3200 494.06 0.60 28.54 0| 0 1,600 0 3400 370.00 381.30 0.53 26.86 370.00 Q 370.00 Q 250| 0 6,638 0 3600 285.15 0.45 25.40 0| 0 4,021 0 3800 204.86 0.37 24.04 0| 0 3,656 0 4000 139.50 0.28 22.71 0| 0 1 0 4200 87.50 91.20 0.21 21.61 87.50 87.50 1| 0 571 0 4400 31.10 0.09 19.42 0| 0 21 0 4800 23.16 0.08 19.02 0| 0 3 0 4900 16.08 0.06 18.44 0| 0 2,005 0 5000 11.41 0.04 18.04 0| 0 0 0 5100 7.95 0.03 17.67 0| 0 0 0 5200 5.43 0.02 17.32 0| 0 0 0 5300 3.65 0.02 16.98 0| 0 0 0 5400 2.31 0.01 16.59 0| 0 2 0 5500 1.55 0.01 16.37 0| 0 0 0 5600 0.99 0.01 16.09 0| 0 0 0 5700 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.62 0.00 15.83 0| 0 0 0 5800 0.38 0.00 15.60 0| 0 0 0 5900 0.22 0.00 15.32 0| 0 4,000 0 6000 0.14 0.00 15.15 0| 0 0 0 6100 0.08 0.00 14.95 0| 0 0 0 6200 0.05 0.00 14.77 0| 0 0 0 6300 0.03 0.00 14.60 0| 0 0 0 6400 0.02 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 251| 0 22,918 0 Indicative a-t-m Vol 27.40 Underlying Price 3518.00 Time to expiry: 561 Days Mar 12 2672.61 1.00 48.82 0| 0 0 0 800 2291.48 0.98 46.77 0| 0 0 0 1200 1924.10 0.96 43.60 0| 0 0 0 1600 1573.34 0.92 40.20 0| 0 0 0 2000 1243.84 0.86 36.91 0| 0 0 0 2400 937.94 0.78 33.54 0| 0 0 0 2800 794.41 0.73 31.77 0| 0 0 0 3000 659.31 0.67 30.02 0| 0 0 0 3200 533.16 0.61 28.26 0| 0 0 0 3400 422.57 0.54 26.80 0| 0 0 0 3600 321.26 0.46 25.19 0| 0 42 0 3800 237.98 0.39 23.88 0| 0 0 0 4000 172.49 0.31 22.85 0| 0 0 0 4200 122.40 0.25 22.04 0| 0 0 0 4400 49.02 0.13 19.87 0| 0 0 0 4800 15.35 0.05 18.05 0| 0 0 0 5200 3.57 0.02 16.52 0| 0 20 0 5600 0.71 0.00 15.50 0| 0 0 0 6000 0.10 0.00 14.57 0| 0 0 0 6400 0.02 0.00 14.06 0| 0 0 0 6800 Total 0| 0 62 0 Indicative a-t-m Vol 27.83 Underlying Price 3431.50 Time to expiry: 652 Days Jun 12 2577.88 1.00 45.35 0| 0 0 0 800 1842.89 0.95 42.03 0| 0 0 0 1600 1188.51 0.84 36.21 0| 0 0 0 2400 893.84 0.75 32.84 0| 0 0 0 2800 757.74 0.70 31.21 0| 0 0 0 3000 630.35 0.65 29.60 0| 0 0 0 3200 513.66 0.58 28.09 0| 0 0 0 3400 405.03 0.52 26.45 0| 0 0 0 3600 313.49 0.45 25.14 0| 0 0 0 3800 235.49 0.37 23.92 0| 0 0 0 4000 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 173.83 0.31 22.96 0| 0 0 0 4200 125.14 0.24 22.12 0| 0 0 0 4400 51.67 0.13 19.87 0| 0 0 0 4800 5.03 0.02 16.83 0| 0 0 0 5600 0.36 0.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 28.49 Underlying Price 3429.50 Time to expiry: 841 Days Dec 12 2556.97 0.99 44.10 0| 0 0 0 800 1856.76 0.93 42.33 0| 0 0 0 1600 1539.03 0.88 39.77 0| 0 0 0 2000 1383.45 0.85 37.99 0| 0 0 0 2200 1234.26 0.82 36.36 0| 0 0 0 2400 952.15 0.74 33.10 0| 0 0 0 2800 820.69 0.70 31.51 0| 0 0 0 3000 699.31 0.65 30.09 0| 0 2,250 0 3200 481.20 0.54 27.30 0| 0 9,100 0 3600 303.39 0.41 24.70 0| 0 5,500 0 4000 179.85 0.29 22.86 0| 0 100 0 4400 96.45 0.19 21.22 0| 0 0 0 4800 70.27 0.15 20.69 0| 0 500 0 5000 53.83 0.12 20.56 0| 0 15 0 5200 29.92 0.07 20.16 0| 0 0 0 5600 17.78 0.05 20.15 0| 0 0 0 6000 9.89 0.03 19.95 0| 0 0 0 6400 Total 0| 0 17,465 0 Indicative a-t-m Vol 26.34 Underlying Price 3431.00 Time to expiry: 1205 Days Dec 13 2517.15 0.99 41.09 0| 0 0 0 800 1829.92 0.93 36.12 0| 0 0 0 1600 1518.85 0.88 33.80 0| 0 0 0 2000 1232.51 0.82 31.64 0| 0 0 0 2400 970.61 0.74 29.47 0| 0 0 0 2800 850.21 0.70 28.43 0| 0 3,750 0 3000 737.95 0.65 27.44 0| 0 500 0 3200 537.44 0.55 25.54 0| 0 3,250 0 3600 372.86 0.45 23.83 0| 0 3,250 0 4000 247.34 0.34 22.42 0| 0 0 0 4400 156.77 0.25 21.25 0| 0 0 0 4800 52.03 0.11 19.16 0| 0 0 0 5600 11.07 0.03 17.00 0| 0 0 0 6400 Total 0| 0 10,750 0 Indicative a-t-m Vol 25.98 Underlying Price 3413.00 Time to expiry: 1569 Days Dec 14 2454.81 0.98 40.60 0| 0 0 0 800 1811.03 0.92 35.64 0| 0 0 0 1600 1253.25 0.81 31.20 0| 0 0 0 2400 1005.36 0.74 29.02 0| 0 0 0 2800 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 780.81 0.65 26.92 0| 0 0 0 3200 588.27 0.56 25.15 0| 0 250 0 3600 422.09 0.47 23.37 0| 0 0 0 4000 295.81 0.37 22.08 0| 0 0 0 4400 198.53 0.28 20.91 0| 0 0 0 4800 78.94 0.14 19.00 0| 0 0 0 5600 23.82 0.06 17.17 0| 0 0 0 6400 Total 0| 0 250 0 Total Calls 12,902| 10,136 299,845 +4,851 | Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 22.64 Underlying Price 3635.50 Time to expiry: 15 Days Sep 10 0.01 0.00 102.00 0| 0 318 0 1600 0.10 0.04 0.00 83.53 0.10 0.10 1| 0 384 0 2000 0.07 0.00 73.71 0| 0 919 0 2200 0.11 0.00 64.27 0| 0 1,418 0 2400 0.50 0.20 0.00 55.49 0.50 0.50 2| 0 21,612 0 2600 0.50 0.43 0.00 47.48 0.50 0.50 3| 50 5,039 0 2800 0.80 -0.01 44.80 0| 5 3,163 -20 2900 1.40 1.31 -0.01 41.28 1.50 1.00 65| 113 10,185 -13 3000 2.30 2.16 -0.02 37.76 2.50 2.20 67| 115 3,134 -94 3100 4.50 3.67 -0.03 34.24 4.50 3.50 2,962| 507 8,669 -290 3200 4.82 -0.05 32.46 0| 205 3,535 -32 3250 8.40 6.73 -0.06 31.02 8.70 7.00 236| 431 5,407 +38 3300 12.50 9.49 -0.09 29.65 12.50 10.00 88| 101 1,694 +55 3350 13.20 11.30 -0.10 28.97 13.20 13.00 80| 10 171 +6 3375 18.00 13.41 -0.12 28.27 18.80 13.00 1,034| 663 7,875 +417 3400 20.50 16.02 -0.14 27.63 20.60 20.50 10| 60 100 -30 3425 26.70 19.08 -0.17 26.97 26.70 18.80 20| 20 3,127 +1 3450 29.50 22.75 -0.20 26.32 29.50 29.50 5| 50 252 +22 3475 38.10 27.22 -0.23 25.73 38.10 S 26.50 2,835| 2,188 7,025 -718 3500 41.70 32.48 -0.27 25.14 41.70 35.40 S 52| 106 80 +7 3525 52.40 38.71 -0.31 24.57 52.40 S 36.80 361| 183 1,093 +80 3550 46.03 -0.36 24.01 0| 67 96 +54 3575 71.50 54.66 -0.41 23.50 72.00 52.00 5,053| 172 8,724 +52 3600 80.90 64.38 -0.47 22.93 81.20 60.60 57| 0 0 0 3625 95.00 75.26 -0.52 22.28 95.00 72.00 25| 41 1,353 -19 3650 110.00 88.14 -0.58 21.80 110.00 110.00 1| 0 0 0 3675 107.50 102.56 -0.64 21.33 107.50 105.00 14| 212 5,193 -3 3700 136.31 -0.76 20.52 0| 0 271 0 3750 188.20 175.80 -0.85 19.83 188.20 S 175.00 2| 10 2,045 +10 3800 220.07 -0.92 19.55 0| 0 1,131 0 3850 267.13 -0.96 19.50 0| 0 757 0 3900 315.69 -0.98 19.59 0| 0 57 0 3950 365.03 -0.99 19.90 0| 0 500 0 4000 414.73 -0.99 20.39 0| 0 43 0 4050 464.52 -1.00 20.07 0| 0 105 0 4100 514.41 -1.00 15.30 0| 0 96 0 4150 564.40 -1.00 14.79 0| 0 55 0 4200 614.40 -1.00 14.31 0| 0 0 0 4250 664.39 -1.00 13.88 0| 0 44 0 4300 764.37 -1.00 13.13 0| 0 66 0 4400 864.35 -1.00 12.55 0| 0 0 0 4500 964.34 -1.00 12.12 0| 0 0 0 4600 1164.30 -1.00 11.71 0| 0 1 0 4800 1564.23 -1.00 12.56 0| 0 0 0 5200 1964.17 -1.00 15.00 0| 0 0 0 5600 Total 12,973| 5,309 105,737 -477 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 23.76 Underlying Price 3636.50 Time to expiry: 43 Days Oct 10 0.80 0.40 0.00 43.52 0.80 0.80 50| 100 766 +100 2400 2.05 -0.01 43.28 0| 0 1,794 0 2600 4.70 4.35 -0.02 38.93 4.70 4.20 140| 0 1,771 0 2800 7.30 6.45 -0.03 36.90 7.30 7.30 10| 175 453 +127 2900 10.50 9.55 -0.05 34.90 10.70 10.20 76| 485 608 -97 3000 16.00 14.35 -0.07 33.03 16.00 14.30 10| 70 1,010 +2 3100 26.00 21.85 -0.11 31.33 26.00 22.50 198| 55 609 -34 3200 36.20 32.95 -0.16 29.63 36.20 31.80 6| 712 393 -192 3300 43.40 40.30 -0.19 28.77 43.40 43.40 8| 421 964 -170 3350 53.00 49.05 -0.23 27.89 54.30 53.00 4| 401 1,383 +387 3400 61.50 59.55 -0.27 27.01 62.30 S 61.50 203| 655 849 +481 3450 72.10 -0.32 26.13 0| 477 728 +456 3500 98.50 87.05 -0.38 25.25 98.50 95.00 12| 70 279 +70 3550 120.30 105.03 -0.44 24.45 120.30 107.60 53| 2 214 +1 3600 136.20 125.44 -0.50 23.52 136.20 136.20 11| 0 122 0 3650 170.00 149.52 -0.57 22.65 170.00 150.00 60| 0 50 0 3700 180.00 177.29 -0.64 21.82 180.00 175.00 60| 0 182 0 3750 208.76 -0.71 20.98 0| 0 41 0 3800 244.14 -0.78 20.19 0| 0 0 0 3850 282.96 -0.84 19.40 0| 0 2 0 3900 370.26 -0.93 18.21 0| 0 1 0 4000 465.40 -0.97 17.53 0| 0 0 0 4100 564.05 -0.99 17.92 0| 0 0 0 4200 663.45 -1.00 18.18 0| 0 0 0 4300 763.20 -1.00 18.41 0| 0 0 0 4400 963.01 -1.00 19.71 0| 0 0 0 4600 1162.90 -1.00 22.70 0| 0 0 0 4800 Total 901| 3,623 12,219 +1,131 Indicative a-t-m Vol 24.41 Underlying Price 3618.00 Time to expiry: 78 Days Nov 10 0.68 0.00 33.92 0| 0 0 0 2400 5.49 -0.02 36.96 0| 0 0 0 2600 16.92 -0.06 37.26 0| 1 721 +1 2800 22.92 -0.08 35.75 0| 0 26 0 2900 30.50 29.85 -0.10 33.92 30.50 29.10 12| 1,515 1,475 -634 3000 39.90 -0.14 32.38 0| 0 1 0 3100 53.25 -0.18 30.90 0| 1 8 +1 3200 73.00 70.50 -0.23 29.39 76.00 69.10 S 1,103| 80 168 +80 3300 80.85 -0.26 28.62 0| 45 79 +45 3350 95.80 92.55 -0.29 27.85 95.80 95.80 1| 0 58 0 3400 109.80 105.70 -0.33 27.06 109.80 109.80 1| 0 108 0 3450 120.00 120.65 -0.37 26.28 120.00 120.00 10| 0 29 0 3500 138.10 137.55 -0.41 25.51 138.10 138.10 21| 0 0 0 3550 167.60 156.30 -0.46 24.70 171.30 157.10 S 201| 0 1 0 3600 196.50 177.36 -0.51 23.89 196.50 180.20 32| 0 0 0 3650 220.20 201.20 -0.56 23.14 222.40 202.60 350| 0 0 0 3700 227.74 -0.61 22.40 0| 0 0 0 3750 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 256.83 -0.67 21.62 0| 1 1 +1 3800 324.51 -0.77 20.28 0| 0 0 0 3900 402.93 -0.86 18.98 0| 0 0 0 4000 490.86 -0.93 17.95 0| 0 0 0 4100 585.09 -0.97 17.22 0| 0 0 0 4200 781.88 -0.99 17.39 0| 0 0 0 4400 1180.67 -1.00 19.80 0| 0 0 0 4800 Total 1,731| 1,643 2,675 -506 Indicative a-t-m Vol 24.95 Underlying Price 3615.50 Time to expiry: 106 Days Dec 10 1.10 0.00 57.97 0| 0 549 0 1600 2.70 -0.01 48.00 0| 0 591 0 2000 6.50 7.19 -0.02 47.36 6.50 6.50 10| 10 2,806 0 2200 11.67 -0.03 43.68 0| 90 783 -41 2400 18.49 -0.05 40.06 0| 63 2,888 +17 2600 33.60 29.16 -0.08 36.60 33.60 S 30.00 12| 8 13,606 -5 2800 40.50 38.00 -0.11 35.32 40.50 S 40.50 S 1| 0 3,242 0 2900 50.00 47.97 -0.13 33.76 50.20 Q 47.40 1,106| 36 7,604 -9 3000 65.00 61.03 -0.17 32.36 65.00 65.00 1| 22 2,471 -9 3100 81.20 77.05 -0.21 30.91 81.40 Q 77.00 318| 49 5,995 +25 3200 86.62 -0.23 30.22 0| 25 1,073 +7 3250 99.10 97.18 -0.26 29.52 99.10 99.10 15| 16 1,388 +16 3300 108.79 -0.29 28.80 0| 0 347 0 3350 126.80 121.66 -0.32 28.08 126.80 S 126.80 S 4| 6 3,503 0 3400 135.92 -0.35 27.37 0| 0 173 0 3450 164.50 151.69 -0.38 26.65 164.50 152.00 3| 9 3,708 0 3500 174.70 168.86 -0.42 25.90 174.70 174.70 41| 6 341 +3 3550 195.60 187.98 -0.46 25.18 197.20 189.20 214| 5 17,578 +4 3600 215.90 209.08 -0.50 24.46 215.90 205.70 82| 60 1,061 0 3650 232.39 -0.55 23.76 0| 60 4,338 +20 3700 257.91 -0.59 23.08 0| 0 764 0 3750 286.07 -0.64 22.44 0| 0 15,723 0 3800 316.59 -0.68 21.81 0| 0 212 0 3850 349.25 -0.73 21.15 0| 0 16,535 0 3900 384.62 -0.77 20.55 0| 0 378 0 3950 422.43 -0.81 20.00 0| 0 10,100 0 4000 466.62 -0.84 20.35 0| 0 1 0 4050 508.28 -0.87 19.90 0| 0 61 0 4100 551.58 -0.90 19.47 0| 0 65 0 4150 596.32 -0.92 19.05 0| 0 877 0 4200 642.29 -0.94 18.65 0| 0 0 0 4250 687.96 -0.96 17.50 0| 0 0 0 4300 785.16 -0.98 17.20 0| 0 3,803 0 4400 883.85 -0.99 17.31 0| 0 0 0 4500 982.72 -1.00 16.23 0| 0 0 0 4600 1082.27 -1.00 15.67 0| 0 0 0 4700 1181.98 -1.00 15.15 0| 0 2,269 0 4800 1281.75 -1.00 14.68 0| 0 1,500 0 4900 1381.53 -1.00 14.27 0| 0 7,800 0 5000 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1481.32 -1.00 13.90 0| 0 2,250 0 5100 1581.10 -1.00 13.58 0| 0 2,765 0 5200 1680.89 -1.00 13.30 0| 0 0 0 5300 1780.67 -1.00 13.07 0| 0 7,751 0 5400 1880.46 -1.00 12.88 0| 0 2,750 0 5500 1980.24 -1.00 12.74 0| 0 4,000 0 5600 2080.03 -1.00 12.63 0| 0 1,000 0 5700 2179.81 -1.00 12.57 0| 0 0 0 5800 2279.60 -1.00 12.54 0| 0 0 0 5900 2379.38 -1.00 12.55 0| 0 4,550 0 6000 2479.17 -1.00 12.60 0| 0 2,500 0 6100 2578.96 -1.00 12.69 0| 0 0 0 6200 2678.74 -1.00 12.80 0| 0 0 0 6300 2778.53 -1.00 12.96 0| 0 0 0 6400 2878.31 -1.00 13.14 0| 0 0 0 6500 2978.10 -1.00 13.36 0| 0 1 0 6600 3077.88 -1.00 13.61 0| 0 0 0 6700 3177.67 -1.00 13.89 0| 0 0 0 6800 3576.81 -1.00 15.60 0| 0 0 0 7200 Total 1,807| 465 161,700 +28 Indicative a-t-m Vol 26.09 Underlying Price 3621.00 Time to expiry: 197 Days Mar 11 3.11 -0.01 48.30 0| 0 0 0 1600 15.40 -0.03 46.57 0| 0 34 0 2000 37.31 -0.07 41.68 0| 0 162 0 2400 50.76 -0.09 38.35 0| 0 50 0 2600 74.13 -0.14 36.08 0| 0 164 0 2800 87.16 -0.16 34.71 0| 0 153 0 2900 102.35 -0.19 33.36 0| 2 2,129 +1 3000 120.12 -0.22 32.05 0| 0 34 0 3100 140.92 -0.26 30.78 0| 2 1,054 +1 3200 154.69 -0.28 30.40 0| 0 91 0 3250 166.80 -0.30 29.73 0| 1 217 +1 3300 180.71 -0.32 29.15 0| 0 238 0 3350 195.42 -0.34 28.55 0| 0 335 0 3400 211.28 -0.37 27.97 0| 0 93 0 3450 228.15 -0.39 27.37 0| 0 111 0 3500 247.10 -0.42 26.87 0| 0 127 0 3550 266.42 -0.45 26.27 0| 0 545 0 3600 288.73 -0.48 25.84 0| 0 182 0 3650 310.91 -0.51 25.27 0| 0 0 0 3700 334.75 -0.54 24.71 0| 0 40 0 3750 360.38 -0.57 24.19 0| 0 43 0 3800 387.66 -0.60 23.67 0| 0 40 0 3850 416.20 -0.64 23.13 0| 0 120 0 3900 446.93 -0.67 22.65 0| 0 1 0 3950 479.27 -0.70 22.17 0| 0 572 0 4000 512.90 -0.73 21.65 0| 0 0 0 4050 552.07 -0.76 21.62 0| 0 0 0 4100 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 589.63 -0.79 21.23 0| 0 0 0 4150 628.66 -0.81 20.86 0| 0 80 0 4200 669.08 -0.84 20.51 0| 0 0 0 4250 710.78 -0.86 20.17 0| 0 0 0 4300 797.63 -0.90 19.52 0| 0 0 0 4400 888.33 -0.93 18.92 0| 0 0 0 4500 981.97 -0.96 18.38 0| 0 0 0 4600 1175.00 -0.98 17.44 0| 0 0 0 4800 1570.28 -1.00 16.13 0| 0 0 0 5200 1967.87 -1.00 15.53 0| 0 0 0 5600 2763.36 -1.00 16.30 0| 0 0 0 6400 Total 0| 5 6,615 +3 Indicative a-t-m Vol 26.65 Underlying Price 3518.50 Time to expiry: 288 Days Jun 11 0.28 0.00 55.00 0| 0 0 0 800 9.81 -0.02 46.00 0| 0 15 0 1600 33.60 30.72 -0.05 43.00 33.60 33.00 3| 0 515 0 2000 70.60 72.00 -0.10 39.79 70.60 70.00 33| 2 242 0 2400 92.95 -0.14 36.70 0| 0 17 0 2600 113.37 -0.18 32.98 0| 0 158 0 2800 132.55 -0.21 31.97 0| 0 0 0 2900 154.71 -0.24 31.01 0| 0 247 0 3000 180.19 -0.27 30.10 0| 0 0 0 3100 216.90 -0.31 29.92 0| 0 76 0 3200 231.85 -0.33 29.38 0| 0 0 0 3250 248.80 -0.35 28.95 0| 0 100 0 3300 265.20 -0.37 28.39 0| 0 50 0 3350 282.50 -0.40 27.83 0| 0 729 0 3400 301.90 -0.42 27.36 0| 0 449 0 3450 321.30 -0.44 26.80 0| 0 147 0 3500 343.69 -0.47 26.41 0| 0 84 0 3550 366.04 -0.49 25.91 0| 0 637 0 3600 389.13 -0.52 25.39 0| 0 336 0 3650 413.62 -0.55 24.88 0| 0 70 0 3700 439.21 -0.57 24.36 0| 0 74 0 3750 467.46 -0.60 23.96 0| 0 105 0 3800 509.84 -0.62 24.64 0| 0 0 0 3850 541.69 -0.64 24.36 0| 0 0 0 3900 592.28 -0.71 22.26 0| 0 43 0 4000 681.19 -0.74 23.31 0| 0 0 0 4100 757.69 -0.78 22.84 0| 0 0 0 4200 922.28 -0.85 21.99 0| 0 0 0 4400 1099.26 -0.91 21.26 0| 0 0 0 4600 1285.01 -0.95 20.64 0| 0 0 0 4800 1671.16 -0.98 19.71 0| 0 5 0 5200 2065.28 -1.00 19.16 0| 0 0 0 5600 2858.11 -1.00 19.80 0| 0 0 0 6400 Total 36| 2 4,099 0 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 26.82 Underlying Price 3526.00 Time to expiry: 379 Days Sep 11 0.03 0.00 40.30 0| 0 0 0 800 20.94 -0.03 46.17 0| 0 1 0 1600 94.32 -0.12 38.15 0| 0 110 0 2400 164.70 -0.20 34.25 0| 0 4 0 2800 210.50 -0.26 32.21 0| 0 20 0 3000 266.20 -0.32 30.22 0| 0 57 0 3200 333.60 -0.39 28.27 0| 0 107 0 3400 409.31 -0.48 25.97 0| 0 92 0 3600 508.97 -0.57 24.29 0| 0 21 0 3800 628.27 -0.66 22.79 0| 0 21 0 4000 767.28 -0.75 21.50 0| 0 200 0 4200 921.30 -0.84 20.08 0| 0 0 0 4400 1275.50 -0.94 18.20 0| 0 1 0 4800 1659.50 -0.98 17.17 0| 0 0 0 5200 2053.30 -0.99 17.99 0| 0 0 0 5600 2843.65 -1.00 19.80 0| 0 0 0 6400 Total 0| 0 634 0 Indicative a-t-m Vol 27.62 Underlying Price 3508.50 Time to expiry: 470 Days Dec 11 2.75 0.00 54.45 0| 0 0 0 800 39.40 -0.04 47.38 0| 0 10 0 1600 82.61 -0.08 43.84 0| 0 58 0 2000 106.76 -0.11 41.37 0| 0 138 0 2200 135.96 -0.14 39.04 0| 0 99 0 2400 213.50 -0.22 34.77 0| 0 665 0 2800 264.00 -0.27 32.78 0| 0 21 0 3000 322.28 -0.33 30.76 0| 0 89 0 3200 387.08 -0.40 28.54 0| 0 1,625 0 3400 471.00 471.52 -0.47 26.86 471.00 Q 471.00 Q 250| 0 7,863 0 3600 572.57 -0.55 25.40 0| 0 4,020 0 3800 689.49 -0.63 24.04 0| 0 4,600 0 4000 821.33 -0.72 22.71 0| 0 0 0 4200 970.23 -0.79 21.61 0| 0 0 0 4400 1304.54 -0.91 19.42 0| 0 10 0 4800 1395.19 -0.92 19.02 0| 0 0 0 4900 1486.71 -0.94 18.44 0| 0 2,000 0 5000 1580.65 -0.96 18.04 0| 0 0 0 5100 1675.79 -0.97 17.67 0| 0 11 0 5200 1771.87 -0.98 17.32 0| 0 0 0 5300 1868.69 -0.98 16.98 0| 0 0 0 5400 1965.95 -0.99 16.59 0| 0 0 0 5500 2063.80 -0.99 16.37 0| 0 0 0 5600 2161.83 -0.99 16.09 0| 0 0 0 5700 2260.06 -1.00 15.83 0| 0 0 0 5800 2358.43 -1.00 15.60 0| 0 0 0 5900 2456.87 -1.00 15.32 0| 0 4,000 0 6000 2555.38 -1.00 15.15 0| 0 0 0 6100 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2653.93 -1.00 14.95 0| 0 0 0 6200 2752.50 -1.00 14.77 0| 0 0 0 6300 2851.08 -1.00 14.60 0| 0 0 0 6400 2949.67 -1.00 14.44 0| 0 0 0 6500 3048.26 -1.00 14.30 0| 0 0 0 6600 3146.86 -1.00 14.18 0| 0 0 0 6700 3245.46 -1.00 14.06 0| 0 0 0 6800 3639.86 -1.00 13.78 0| 0 0 0 7200 Total 250| 0 25,209 0 Indicative a-t-m Vol 27.40 Underlying Price 3518.00 Time to expiry: 561 Days Mar 12 2.28 0.00 48.82 0| 0 0 0 800 14.14 -0.02 46.77 0| 0 0 0 1200 39.74 -0.04 43.60 0| 0 0 0 1600 81.96 -0.08 40.20 0| 0 21 0 2000 145.45 -0.14 36.91 0| 0 0 0 2400 232.53 -0.22 33.54 0| 0 0 0 2800 285.50 -0.27 31.77 0| 0 0 0 3000 346.89 -0.33 30.02 0| 0 42 0 3200 417.23 -0.39 28.26 0| 0 61 0 3400 503.13 -0.46 26.80 0| 0 0 0 3600 598.31 -0.54 25.19 0| 0 0 0 3800 711.52 -0.61 23.88 0| 0 0 0 4000 842.53 -0.69 22.85 0| 0 0 0 4200 988.93 -0.75 22.04 0| 0 0 0 4400 1308.53 -0.87 19.87 0| 0 0 0 4800 1667.85 -0.95 18.05 0| 0 0 0 5200 2049.06 -0.98 16.52 0| 0 0 0 5600 2439.18 -1.00 15.50 0| 0 0 0 6000 2831.56 -1.00 14.57 0| 0 0 0 6400 3224.46 -1.00 14.06 0| 0 0 0 6800 Total 0| 0 124 0 Indicative a-t-m Vol 27.83 Underlying Price 3431.50 Time to expiry: 652 Days Jun 12 2.57 0.00 45.35 0| 0 0 0 800 50.51 -0.05 42.03 0| 0 0 0 1600 179.04 -0.16 36.21 0| 0 0 0 2400 275.83 -0.25 32.84 0| 0 0 0 2800 335.46 -0.30 31.21 0| 0 0 0 3000 403.80 -0.35 29.60 0| 0 0 0 3200 482.83 -0.42 28.09 0| 0 0 0 3400 569.93 -0.48 26.45 0| 0 0 0 3600 674.12 -0.55 25.14 0| 0 0 0 3800 791.85 -0.63 23.92 0| 0 0 0 4000 925.92 -0.69 22.96 0| 0 0 0 4200 1072.96 -0.76 22.12 0| 0 0 0 4400 1390.95 -0.87 19.87 0| 0 0 0 4800 2127.23 -0.98 16.83 0| 0 0 0 5600 2905.47 -1.00 15.53 0| 0 0 0 6400 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 17 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 0 0 Indicative a-t-m Vol 28.49 Underlying Price 3429.50 Time to expiry: 841 Days Dec 12 5.43 -0.01 44.10 0| 0 0 0 800 81.50 -0.07 42.33 0| 0 5 0 1600 151.91 -0.12 39.77 0| 0 707 0 2000 190.40 -0.15 37.99 0| 0 26 0 2200 235.28 -0.18 36.36 0| 0 50 0 2400 341.31 -0.26 33.10 0| 0 0 0 2800 403.92 -0.30 31.51 0| 0 42 0 3000 476.61 -0.35 30.09 0| 0 2,250 0 3200 646.65 -0.46 27.30 0| 0 9,100 0 3600 856.98 -0.59 24.70 0| 0 5,479 0 4000 1121.58 -0.71 22.86 0| 0 0 0 4400 1426.32 -0.81 21.22 0| 0 0 0 4800 1594.21 -0.85 20.69 0| 0 500 0 5000 1771.84 -0.88 20.56 0| 0 0 0 5200 2136.08 -0.93 20.16 0| 0 0 0 5600 2512.08 -0.95 20.15 0| 0 0 0 6000 2892.33 -0.97 19.95 0| 0 0 0 6400 Total 0| 0 18,159 0 Indicative a-t-m Vol 26.34 Underlying Price 3431.00 Time to expiry: 1205 Days Dec 13 10.84 -0.01 41.09 0| 0 0 0 800 85.70 -0.07 36.12 0| 0 0 0 1600 155.67 -0.12 33.80 0| 0 0 0 2000 250.37 -0.18 31.64 0| 0 0 0 2400 369.51 -0.26 29.47 0| 0 0 0 2800 439.64 -0.30 28.43 0| 0 0 0 3000 517.90 -0.35 27.44 0| 0 2,500 0 3200 698.43 -0.45 25.54 0| 0 3,500 0 3600 914.89 -0.55 23.83 0| 0 500 0 4000 1170.42 -0.66 22.42 0| 0 3,000 0 4400 1460.88 -0.75 21.25 0| 0 0 0 4800 2118.23 -0.89 19.16 0| 0 0 0 5600 2839.35 -0.97 17.00 0| 0 0 0 6400 Total 0| 0 9,500 0 Indicative a-t-m Vol 25.98 Underlying Price 3413.00 Time to expiry: 1569 Days Dec 14 20.97 -0.02 40.60 0| 0 0 0 800 122.33 -0.08 35.64 0| 0 0 0 1600 309.70 -0.19 31.20 0| 0 0 0 2400 434.39 -0.26 29.02 0| 0 0 0 2800 582.41 -0.35 26.92 0| 0 0 0 3200 762.44 -0.44 25.15 0| 0 250 0 3600 968.84 -0.53 23.37 0| 0 0 0 4000 1215.13 -0.63 22.08 0| 0 0 0 4400 1490.43 -0.72 20.91 0| 0 0 0 4800 2115.98 -0.86 19.00 0| 0 0 0 5600 Equity Index Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2806.02 -0.94 17.17 0| 0 0 0 6400 Total 0| 0 250 0 Total Puts 17,698| 11,047 346,921 +179 Grand Total 30,600| 21,183 646,766 +5,030