Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 20.59 Underlying Price 3668.00 Time to expiry: 14 Days Sep 10 2067.62 1.00 102.30 0| 0 0 0 1600 1667.71 1.00 84.06 0| 0 0 0 2000 1467.76 1.00 74.09 0| 0 0 0 2200 1267.82 1.00 64.42 0| 0 0 0 2400 1067.91 1.00 55.38 0| 0 21 0 2600 868.05 1.00 47.13 0| 0 61 0 2800 768.19 1.00 43.32 0| 0 11 0 2900 668.42 0.99 39.74 0| 0 145 0 3000 569.14 0.99 37.69 0| 0 0 0 3100 469.96 0.98 33.84 0| 0 195 0 3200 420.77 0.97 32.29 0| 0 6 0 3250 372.13 0.96 31.04 0| 1 120 -1 3300 323.59 0.94 29.20 0| 0 123 0 3350 299.65 0.93 28.40 0| 0 20 0 3375 275.95 0.92 27.62 0| 0 1,688 0 3400 252.55 0.90 26.88 0| 0 1 0 3425 229.51 0.88 26.14 0| 0 3,103 0 3450 206.91 0.86 25.42 0| 0 152 0 3475 184.67 0.83 24.62 0| 1 4,625 -6 3500 163.52 0.80 24.08 0| 0 518 0 3525 142.93 0.76 23.42 0| 22 778 -14 3550 123.28 0.72 22.79 0| 0 78 0 3575 100.00 104.74 0.67 22.18 132.10 S 100.00 11| 137 5,401 -202 3600 80.00 87.54 0.61 21.62 110.50 80.00 16| 114 533 -26 3625 58.60 71.50 0.55 20.99 91.30 58.00 90| 563 2,700 -367 3650 51.10 57.25 0.49 20.44 71.70 51.10 59| 111 61 +61 3675 38.20 44.85 0.42 19.97 64.10 37.30 S 2,477| 1,507 3,706 -1,184 3700 28.30 34.35 0.36 19.57 50.20 28.30 52| 0 0 0 3725 20.90 25.65 0.29 19.21 39.00 20.90 411| 86 2,442 +1 3750 11.10 13.40 0.18 18.71 21.50 10.00 431| 632 6,883 +175 3800 6.30 6.40 0.10 18.40 10.70 6.30 418| 1,112 2,337 -944 3850 3.20 2.70 0.05 18.07 5.20 2.70 403| 1,025 5,941 -25 3900 2.30 1.40 0.03 18.73 2.30 1.90 20| 35 1,248 -13 3950 0.40 0.60 0.01 18.90 1.00 0.40 S 1,104| 63 9,678 +40 4000 0.30 0.01 19.50 0| 6 2,748 -6 4050 0.10 0.00 19.32 0| 0 5,757 0 4100 0.10 0.00 21.21 0| 0 425 0 4150 0.10 0.00 23.05 0| 0 756 0 4200 0.01 0.00 13.17 0| 0 327 0 4250 0.01 0.00 12.75 0| 0 739 0 4300 0.01 0.00 12.04 0| 0 319 0 4400 0.01 0.00 11.51 0| 0 181 0 4500 0.01 0.00 11.14 0| 0 313 0 4600 0.01 0.00 10.87 0| 0 926 0 4800 0.01 0.00 12.13 0| 0 20 0 5200 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 15.20 0| 0 0 0 5600 Total 5,492| 5,415 65,086 -2,511 Indicative a-t-m Vol 22.46 Underlying Price 3669.00 Time to expiry: 42 Days Oct 10 1268.58 1.00 43.70 0| 0 0 0 2400 1070.04 0.99 43.50 0| 0 0 0 2600 871.85 0.98 38.82 0| 0 0 0 2800 773.31 0.97 36.46 0| 0 0 0 2900 675.52 0.96 34.24 0| 0 11 0 3000 579.22 0.94 32.37 0| 0 20 0 3100 485.03 0.91 30.61 0| 0 1 0 3200 420.00 393.99 0.87 28.92 420.00 420.00 2| 0 11 0 3300 349.97 0.84 28.04 0| 0 37 0 3350 307.30 0.81 27.18 0| 0 66 0 3400 266.17 0.77 26.31 0| 0 131 0 3450 237.00 227.00 0.72 25.45 237.00 226.00 2| 1 157 0 3500 174.00 189.93 0.67 24.57 180.00 174.00 2| 0 129 -1 3550 142.50 155.46 0.61 23.69 142.50 142.50 1| 25 628 +23 3600 114.10 123.94 0.54 22.81 140.00 114.10 8| 105 527 +60 3650 88.50 95.55 0.47 21.89 114.80 85.00 59| 13 371 -6 3700 85.20 71.25 0.40 21.06 85.20 73.90 61| 84 351 +42 3750 43.40 51.00 0.32 20.27 63.90 43.40 109| 53 521 +46 3800 29.00 34.85 0.25 19.53 44.00 29.00 65| 10 725 +10 3850 20.00 22.90 0.18 18.92 28.60 S 20.00 473| 395 4,257 +353 3900 7.30 8.15 0.08 17.71 10.90 7.30 145| 44 883 -33 4000 2.80 2.50 0.03 17.03 3.10 S 2.80 30| 0 287 0 4100 0.95 0.01 17.39 0| 0 560 0 4200 0.37 0.01 17.87 0| 0 45 0 4300 0.13 0.00 18.19 0| 0 335 0 4400 0.03 0.00 19.68 0| 0 2 0 4600 0.03 0.00 22.90 0| 0 0 0 4800 Total 957| 730 10,055 +494 Indicative a-t-m Vol 23.30 Underlying Price 3650.50 Time to expiry: 77 Days Nov 10 1249.46 1.00 34.20 0| 0 0 0 2400 1053.61 0.98 36.77 0| 0 0 0 2600 862.34 0.95 36.27 0| 0 0 0 2800 768.39 0.93 35.26 0| 0 0 0 2900 674.16 0.91 33.35 0| 0 0 0 3000 582.44 0.88 31.68 0| 0 0 0 3100 494.12 0.84 30.23 0| 0 1 0 3200 409.40 0.80 28.75 0| 0 6 0 3300 368.56 0.77 27.98 0| 0 0 0 3350 329.23 0.73 27.24 0| 0 0 0 3400 291.14 0.70 26.46 0| 0 43 0 3450 254.60 0.66 25.67 0| 0 292 0 3500 220.07 0.62 24.91 0| 0 46 0 3550 203.00 187.28 0.57 24.10 203.00 203.00 5| 516 1,064 +294 3600 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 173.10 156.90 0.52 23.31 173.10 173.10 11| 64 317 +48 3650 146.40 128.90 0.47 22.52 146.40 138.30 25| 19 250 +18 3700 118.50 103.70 0.41 21.74 118.50 118.50 32| 0 0 0 3750 79.20 81.65 0.36 21.02 95.60 79.20 134| 202 453 +202 3800 45.00 46.75 0.25 19.67 55.50 44.20 428| 608 1,892 +316 3900 21.20 23.65 0.15 18.47 24.00 21.20 11| 1,000 5,238 +1,000 4000 9.50 10.90 0.08 17.62 11.80 9.50 1,105| 523 693 +509 4100 5.60 4.70 0.04 17.09 5.60 4.20 44| 2 2 +2 4200 0.70 0.01 16.45 0| 0 0 0 4400 0.24 0.00 17.77 0| 0 0 0 4600 0.17 0.00 20.00 0| 0 0 0 4800 Total 1,795| 2,934 10,297 +2,389 Indicative a-t-m Vol 23.92 Underlying Price 3649.00 Time to expiry: 105 Days Dec 10 2044.78 1.00 56.00 0| 0 0 0 1600 1648.88 0.99 51.21 0| 0 0 0 2000 1452.22 0.98 47.72 0| 0 17 0 2200 1256.84 0.97 44.03 0| 0 0 0 2400 1063.47 0.95 40.32 0| 0 500 0 2600 873.38 0.92 36.73 0| 0 22 0 2800 779.56 0.91 34.81 0| 0 11 0 2900 688.70 0.88 33.30 0| 0 5,610 0 3000 600.18 0.85 31.83 0| 0 5 0 3100 514.82 0.81 30.41 0| 0 2,931 0 3200 495.00 473.24 0.79 29.67 495.00 495.00 30| 0 95 0 3250 432.86 0.76 28.97 0| 0 586 0 3300 393.38 0.74 28.24 0| 0 201 0 3350 355.20 0.71 27.53 0| 0 3,541 0 3400 318.32 0.68 26.81 0| 1 384 +1 3450 282.89 0.64 26.09 0| 48 1,879 +48 3500 249.16 0.61 25.39 0| 0 1,067 0 3550 235.10 216.98 0.57 24.66 239.00 231.30 S 4| 45 13,246 +2 3600 184.60 186.45 0.52 23.90 200.10 183.20 125| 0 437 0 3650 148.50 158.35 0.48 23.19 174.70 148.50 46| 0 1,970 0 3700 125.00 132.55 0.43 22.50 147.00 125.00 12| 66 1,287 +52 3750 109.50 0.39 21.87 0| 120 18,463 +21 3800 84.90 88.65 0.34 21.22 101.30 84.90 13| 166 733 +166 3850 78.50 70.50 0.29 20.60 78.50 70.40 7| 1,015 19,308 +775 3900 52.70 54.70 0.25 19.97 63.40 S 52.70 S 4| 1 429 0 3950 38.00 41.70 0.20 19.42 50.00 38.00 Q 574| 0 16,606 0 4000 28.00 34.93 0.18 19.67 36.00 28.00 8| 7 211 +3 4050 22.70 26.01 0.14 19.21 23.70 S 22.70 S 6| 1,015 1,570 +509 4100 18.91 0.11 18.76 0| 0 286 0 4150 13.39 0.08 18.32 0| 0 4,211 0 4200 7.70 9.22 0.06 17.91 7.90 7.70 90| 1 538 0 4250 5.65 0.04 17.22 0| 0 2,954 0 4300 2.70 2.51 0.02 16.75 2.70 2.70 40| 0 3,496 0 4400 2.25 0.02 18.13 0| 1,000 1,149 -144 4500 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.27 0.00 15.41 0| 0 1,434 0 4600 0.07 0.00 14.84 0| 0 373 0 4700 0.02 0.00 14.32 0| 0 2,409 0 4800 0.01 0.00 13.86 0| 0 1,647 0 4900 0.01 0.00 13.45 0| 0 9,252 0 5000 0.01 0.00 13.09 0| 0 2,396 0 5100 0.01 0.00 12.79 0| 0 2,800 0 5200 0.01 0.00 12.54 0| 0 42 0 5300 0.01 0.00 12.34 0| 0 7,792 0 5400 0.01 0.00 12.19 0| 0 2,708 0 5500 0.01 0.00 12.08 0| 0 4,000 0 5600 0.01 0.00 12.02 0| 0 1,125 0 5700 0.01 0.00 12.01 0| 0 0 0 5800 0.01 0.00 12.04 0| 0 0 0 5900 0.01 0.00 12.11 0| 0 8,050 0 6000 0.01 0.00 12.22 0| 0 0 0 6100 0.01 0.00 12.38 0| 0 0 0 6200 0.01 0.00 12.57 0| 0 0 0 6300 0.01 0.00 12.80 0| 0 0 0 6400 0.01 0.00 13.07 0| 0 0 0 6500 0.01 0.00 13.37 0| 0 0 0 6600 0.01 0.00 13.71 0| 0 0 0 6700 0.01 0.00 14.09 0| 0 0 0 6800 0.01 0.00 15.80 0| 0 0 0 7200 Total 959| 3,485 147,771 +1,433 Indicative a-t-m Vol 25.12 Underlying Price 3656.00 Time to expiry: 196 Days Mar 11 2045.85 1.00 44.00 0| 0 0 0 1600 1659.85 0.97 45.84 0| 0 0 0 2000 1284.31 0.94 41.86 0| 0 0 0 2400 1101.56 0.91 39.33 0| 0 0 0 2600 922.46 0.87 36.47 0| 0 25 0 2800 835.05 0.85 35.03 0| 0 0 0 2900 749.47 0.82 33.61 0| 0 0 0 3000 666.13 0.79 32.20 0| 0 0 0 3100 585.47 0.76 30.83 0| 0 0 0 3200 546.31 0.74 30.16 0| 0 0 0 3250 507.19 0.72 29.41 0| 0 220 0 3300 470.30 0.70 28.81 0| 0 80 0 3350 434.17 0.68 28.19 0| 0 162 0 3400 399.25 0.65 27.60 0| 0 261 0 3450 361.80 365.68 0.63 27.03 361.80 361.80 8| 0 369 0 3500 351.20 333.26 0.60 26.46 351.20 351.20 2| 0 191 0 3550 301.99 0.57 25.88 0| 42 127 +42 3600 270.67 0.54 25.18 0| 21 331 +16 3650 243.30 0.51 24.72 0| 0 554 0 3700 216.40 0.48 24.17 0| 0 166 0 3750 191.00 0.45 23.62 0| 0 1,018 0 3800 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 167.35 0.41 23.09 0| 0 290 0 3850 145.90 0.38 22.61 0| 0 145 0 3900 125.70 0.35 22.10 0| 0 681 0 3950 114.00 107.20 0.31 21.60 114.00 114.00 2| 18 687 +8 4000 97.00 90.90 0.28 21.15 97.00 97.00 5| 0 51 0 4050 82.20 76.75 0.25 20.77 82.20 82.20 2| 5 107 0 4100 63.87 0.22 20.35 0| 0 146 0 4150 52.58 0.19 19.95 0| 0 174 0 4200 42.79 0.16 19.57 0| 0 61 0 4250 34.43 0.14 19.19 0| 0 18 0 4300 21.52 0.10 18.50 0| 0 1,056 0 4400 12.80 0.06 17.87 0| 0 45 0 4500 7.24 0.04 17.29 0| 0 2,042 0 4600 2.00 0.01 16.33 0| 0 125 0 4800 0.10 0.00 15.11 0| 0 10 0 5200 0.01 0.00 14.78 0| 0 0 0 5600 0.01 0.00 16.50 0| 0 0 0 6400 Total 19| 86 9,142 +66 Indicative a-t-m Vol 25.88 Underlying Price 3551.00 Time to expiry: 287 Days Jun 11 2729.89 1.00 55.30 0| 0 0 0 800 1966.70 0.96 57.84 0| 0 0 0 1600 1591.47 0.94 49.78 0| 0 0 0 2000 1222.76 0.89 41.97 0| 0 0 0 2400 1043.76 0.86 38.45 0| 0 0 0 2600 870.68 0.82 35.23 0| 0 0 0 2800 787.11 0.80 33.74 0| 0 0 0 2900 705.99 0.77 32.33 0| 0 0 0 3000 627.74 0.74 30.99 0| 0 0 0 3100 551.27 0.70 29.59 0| 0 47 0 3200 515.91 0.68 29.06 0| 0 0 0 3250 481.40 0.66 28.53 0| 0 121 0 3300 448.04 0.64 28.02 0| 0 63 0 3350 414.73 0.62 27.44 0| 0 711 0 3400 383.02 0.59 26.92 0| 0 376 0 3450 352.20 0.57 26.38 0| 0 525 0 3500 322.99 0.55 25.89 0| 0 388 0 3550 298.05 0.52 25.65 0| 0 885 0 3600 271.10 0.50 25.16 0| 0 553 0 3650 245.20 0.47 24.65 0| 0 321 0 3700 221.00 0.44 24.19 0| 0 213 0 3750 197.90 0.41 23.71 0| 0 585 0 3800 176.30 0.39 23.24 0| 0 63 0 3850 157.87 0.36 22.94 0| 0 0 0 3900 120.20 0.30 21.92 0| 1 334 0 4000 95.07 0.26 21.59 0| 0 0 0 4100 71.70 0.21 21.01 0| 0 292 0 4200 38.55 0.13 20.01 0| 0 422 0 4400 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 19.36 0.08 19.24 0| 0 25 0 4600 9.23 0.04 18.66 0| 0 1,016 0 4800 1.99 0.01 18.07 0| 0 40 0 5200 0.49 0.00 18.14 0| 0 20 0 5600 0.10 0.00 20.00 0| 0 0 0 6400 Total 0| 1 7,000 0 Indicative a-t-m Vol 26.36 Underlying Price 3558.50 Time to expiry: 378 Days Sep 11 2729.79 1.00 40.30 0| 0 0 0 800 1958.04 0.97 46.17 0| 0 0 0 1600 1236.70 0.89 38.15 0| 0 0 0 2400 904.82 0.81 33.88 0| 0 0 0 2800 751.23 0.75 31.91 0| 0 0 0 3000 606.90 0.69 29.94 0| 0 0 0 3200 472.17 0.62 27.87 0| 0 292 0 3400 352.71 0.54 25.97 0| 0 0 0 3600 251.56 0.44 24.29 0| 0 21 0 3800 165.51 0.35 22.46 0| 0 121 0 4000 102.31 0.25 20.98 0| 0 483 0 4200 61.88 0.17 20.08 0| 0 2 0 4400 17.01 0.06 18.20 0| 0 1 0 4800 3.97 0.02 17.17 0| 0 0 0 5200 1.75 0.01 17.99 0| 0 0 0 5600 0.50 0.00 19.80 0| 0 0 0 6400 Total 0| 0 920 0 Indicative a-t-m Vol 26.80 Underlying Price 3541.00 Time to expiry: 469 Days Dec 11 2705.90 1.00 54.45 0| 0 0 0 800 1952.20 0.96 47.38 0| 0 0 0 1600 1599.49 0.92 43.84 0| 0 0 0 2000 1425.55 0.89 41.37 0| 0 0 0 2200 1256.50 0.86 39.04 0| 0 0 0 2400 921.42 0.79 33.42 0| 0 350 0 2800 770.65 0.74 31.39 0| 0 0 0 3000 632.25 0.68 29.67 0| 0 50 0 3200 506.12 0.61 28.07 0| 0 1,600 0 3400 388.75 0.54 26.27 0| 250 6,638 0 3600 291.26 0.46 24.88 0| 0 4,021 0 3800 211.00 204.11 0.37 23.22 211.00 211.00 5| 0 3,656 0 4000 139.71 0.29 22.06 0| 0 1 0 4200 89.79 0.21 20.91 0| 1 571 0 4400 34.12 0.10 19.42 0| 0 21 0 4800 25.55 0.08 19.02 0| 0 3 0 4900 17.87 0.06 18.44 0| 0 2,005 0 5000 12.77 0.05 18.04 0| 0 0 0 5100 8.96 0.03 17.67 0| 0 0 0 5200 6.17 0.03 17.32 0| 0 0 0 5300 4.17 0.02 16.98 0| 0 0 0 5400 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.67 0.01 16.59 0| 0 2 0 5500 1.80 0.01 16.37 0| 0 0 0 5600 1.16 0.01 16.09 0| 0 0 0 5700 0.73 0.00 15.83 0| 0 0 0 5800 0.45 0.00 15.60 0| 0 0 0 5900 0.27 0.00 15.32 0| 0 4,000 0 6000 0.17 0.00 15.15 0| 0 0 0 6100 0.10 0.00 14.95 0| 0 0 0 6200 0.06 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 5| 251 22,918 0 Indicative a-t-m Vol 26.97 Underlying Price 3550.50 Time to expiry: 560 Days Mar 12 2704.73 1.00 48.82 0| 0 0 0 800 2323.10 0.98 46.77 0| 0 0 0 1200 1954.78 0.96 43.60 0| 0 0 0 1600 1602.59 0.92 40.20 0| 0 0 0 2000 1271.08 0.86 36.91 0| 0 0 0 2400 962.53 0.78 33.54 0| 0 0 0 2800 814.12 0.73 31.54 0| 0 0 0 3000 675.95 0.68 29.73 0| 0 0 0 3200 550.65 0.62 28.16 0| 0 0 0 3400 435.93 0.55 26.59 0| 0 0 0 3600 335.91 0.48 25.19 0| 0 42 0 3800 250.22 0.40 23.88 0| 0 0 0 4000 178.53 0.32 22.60 0| 0 0 0 4200 122.96 0.25 21.52 0| 0 0 0 4400 53.06 0.14 19.87 0| 0 0 0 4800 16.98 0.06 18.05 0| 0 0 0 5200 4.06 0.02 16.52 0| 0 20 0 5600 0.83 0.00 15.50 0| 0 0 0 6000 0.12 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 27.56 Underlying Price 3464.00 Time to expiry: 651 Days Jun 12 2609.40 1.00 45.35 0| 0 0 0 800 1872.85 0.95 42.03 0| 0 0 0 1600 1214.81 0.84 36.21 0| 0 0 0 2400 917.47 0.76 32.84 0| 0 0 0 2800 779.78 0.71 31.21 0| 0 0 0 3000 650.62 0.65 29.60 0| 0 0 0 3200 531.98 0.59 28.09 0| 0 0 0 3400 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 421.23 0.53 26.45 0| 0 0 0 3600 324.19 0.46 24.96 0| 0 0 0 3800 243.36 0.38 23.70 0| 0 0 0 4000 175.39 0.31 22.46 0| 0 0 0 4200 122.32 0.24 21.39 0| 0 0 0 4400 55.75 0.14 19.87 0| 0 0 0 4800 5.66 0.02 16.83 0| 0 0 0 5600 0.42 0.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 27.93 Underlying Price 3458.00 Time to expiry: 840 Days Dec 12 2583.11 0.99 43.89 0| 0 0 0 800 1880.31 0.94 42.12 0| 0 0 0 1600 1560.57 0.89 39.56 0| 0 0 0 2000 1403.90 0.86 37.79 0| 0 0 0 2200 1250.10 0.83 35.89 0| 0 0 0 2400 963.65 0.75 32.58 0| 0 0 0 2800 830.65 0.70 31.01 0| 0 0 0 3000 709.36 0.65 29.70 0| 0 2,250 0 3200 488.51 0.54 26.95 0| 0 9,100 0 3600 310.37 0.42 24.49 0| 0 5,500 0 4000 180.93 0.30 22.47 0| 0 100 0 4400 98.66 0.19 21.01 0| 0 0 0 4800 71.80 0.15 20.48 0| 0 500 0 5000 54.92 0.12 20.35 0| 0 15 0 5200 30.41 0.07 19.96 0| 0 0 0 5600 17.99 0.05 19.95 0| 0 0 0 6000 9.96 0.03 19.75 0| 0 0 0 6400 Total 0| 0 17,465 0 Indicative a-t-m Vol 26.19 Underlying Price 3463.50 Time to expiry: 1204 Days Dec 13 2545.78 0.99 41.09 0| 0 0 0 800 1857.23 0.93 36.12 0| 0 0 0 1600 1544.84 0.89 33.80 0| 0 0 0 2000 1256.72 0.82 31.64 0| 0 0 0 2400 992.63 0.75 29.47 0| 0 0 0 2800 870.99 0.70 28.43 0| 0 3,750 0 3000 757.39 0.66 27.44 0| 0 500 0 3200 553.95 0.56 25.54 0| 0 3,250 0 3600 386.24 0.45 23.83 0| 0 3,250 0 4000 257.66 0.35 22.42 0| 0 0 0 4400 164.31 0.26 21.25 0| 0 0 0 4800 55.34 0.11 19.16 0| 0 0 0 5600 12.03 0.03 17.00 0| 0 0 0 6400 Total 0| 0 10,750 0 Indicative a-t-m Vol 25.83 Underlying Price 3445.50 Time to expiry: 1568 Days Dec 14 2484.68 0.98 40.60 0| 0 0 0 800 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1838.83 0.92 35.64 0| 0 0 0 1600 1277.62 0.81 31.20 0| 0 0 0 2400 1027.56 0.74 29.02 0| 0 0 0 2800 800.51 0.66 26.92 0| 0 0 0 3200 605.23 0.57 25.15 0| 0 250 0 3600 436.14 0.47 23.37 0| 0 0 0 4000 307.03 0.38 22.08 0| 0 0 0 4400 207.11 0.29 20.91 0| 0 0 0 4800 83.31 0.15 19.00 0| 0 0 0 5600 25.53 0.06 17.17 0| 0 0 0 6400 Total 0| 0 250 0 Total Calls 9,227| 12,902 301,716 +1,871 | Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 20.59 Underlying Price 3668.00 Time to expiry: 14 Days Sep 10 0.01 0.00 102.30 0| 0 318 0 1600 0.02 0.00 84.06 0| 1 384 0 2000 0.04 0.00 74.09 0| 0 919 0 2200 0.20 0.06 0.00 64.42 0.20 0.20 30| 0 1,418 0 2400 0.10 0.00 55.38 0| 2 21,612 0 2600 0.21 0.00 47.13 0| 3 5,036 -3 2800 0.33 0.00 43.32 0| 0 3,163 0 2900 1.10 0.54 -0.01 39.74 1.10 0.70 97| 65 10,140 -45 3000 1.80 1.25 -0.01 37.69 1.80 1.00 14| 67 3,087 -47 3100 3.70 2.05 -0.02 33.84 3.70 1.70 65| 2,962 6,696 -1,973 3200 4.70 2.85 -0.03 32.29 4.70 2.50 72| 0 3,535 0 3250 5.10 4.20 -0.04 31.04 5.90 3.20 125| 236 5,425 +18 3300 8.00 5.65 -0.06 29.20 8.30 5.50 73| 88 1,736 +42 3350 9.90 6.70 -0.07 28.40 9.90 5.00 115| 80 231 +60 3375 12.00 8.00 -0.08 27.62 12.50 5.90 485| 1,034 7,110 -765 3400 9.50 9.60 -0.10 26.88 9.50 9.50 9| 10 109 +9 3425 9.30 11.55 -0.12 26.14 12.50 9.30 2,018| 20 3,118 -9 3450 14.50 13.95 -0.14 25.42 14.50 14.50 5| 5 252 0 3475 24.00 16.70 -0.17 24.62 25.90 12.60 157| 2,835 7,099 +74 3500 28.40 20.55 -0.20 24.08 30.80 15.90 58| 52 111 +31 3525 35.20 24.95 -0.24 23.42 35.20 17.90 146| 361 835 -258 3550 41.50 30.30 -0.28 22.79 44.10 21.50 73| 0 96 0 3575 50.00 36.75 -0.33 22.18 52.60 26.50 733| 5,053 5,020 -3,704 3600 41.60 44.55 -0.39 21.62 45.30 34.40 60| 57 45 +45 3625 49.80 53.50 -0.45 20.99 53.60 S 38.90 159| 25 1,341 -12 3650 79.50 64.25 -0.51 20.44 79.50 47.00 43| 1 1 +1 3675 97.00 76.84 -0.58 19.97 98.90 S 58.90 67| 14 5,197 +4 3700 85.00 91.34 -0.64 19.57 89.00 71.00 43| 0 0 0 3725 90.20 107.63 -0.71 19.21 103.40 90.20 S 6| 0 271 0 3750 123.00 145.38 -0.82 18.71 123.00 115.00 4| 2 2,046 +1 3800 188.37 -0.90 18.40 0| 0 1,131 0 3850 234.66 -0.95 18.07 0| 0 757 0 3900 283.35 -0.97 18.73 0| 0 57 0 3950 332.54 -0.99 18.90 0| 0 500 0 4000 382.23 -0.99 19.50 0| 0 43 0 4050 432.02 -1.00 19.32 0| 0 105 0 4100 482.01 -1.00 21.21 0| 0 96 0 4150 532.00 -1.00 23.05 0| 0 55 0 4200 581.89 -1.00 13.17 0| 0 0 0 4250 631.88 -1.00 12.75 0| 0 44 0 4300 731.86 -1.00 12.04 0| 0 66 0 4400 831.84 -1.00 11.51 0| 0 0 0 4500 931.83 -1.00 11.14 0| 0 0 0 4600 1131.79 -1.00 10.87 0| 0 1 0 4800 1531.71 -1.00 12.13 0| 0 0 0 5200 1931.64 -1.00 15.20 0| 0 0 0 5600 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 11 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 4,657| 12,973 99,206 -6,531 Indicative a-t-m Vol 22.46 Underlying Price 3669.00 Time to expiry: 42 Days Oct 10 0.80 0.31 0.00 43.70 0.80 0.80 10| 50 816 +50 2400 1.65 -0.01 43.50 0| 0 1,794 0 2600 3.50 3.35 -0.02 38.82 3.50 3.50 3| 140 1,768 -3 2800 5.90 4.75 -0.03 36.46 5.90 5.90 20| 10 463 +10 2900 8.50 6.90 -0.04 34.24 8.50 8.00 25| 76 633 +25 3000 10.50 10.55 -0.06 32.37 10.50 10.50 5| 10 1,019 +9 3100 18.50 16.30 -0.09 30.61 18.80 S 13.00 17| 198 786 +177 3200 21.10 25.20 -0.13 28.92 21.10 20.50 28| 6 391 -2 3300 27.50 31.15 -0.16 28.04 31.60 25.70 29| 8 963 -1 3350 43.00 38.45 -0.19 27.18 43.00 S 32.00 30| 4 1,383 0 3400 53.70 47.30 -0.23 26.31 53.70 53.70 2| 203 852 +3 3450 69.90 58.10 -0.28 25.45 69.90 50.00 233| 0 728 0 3500 84.80 71.00 -0.33 24.57 86.00 78.50 35| 12 291 +12 3550 100.00 86.50 -0.39 23.69 102.20 72.80 51| 53 205 -9 3600 92.00 104.95 -0.46 22.81 99.70 92.00 44| 11 122 0 3650 124.00 126.53 -0.53 21.89 124.00 124.00 3| 60 61 +11 3700 152.20 -0.60 21.06 0| 60 242 +60 3750 160.00 181.93 -0.68 20.27 160.00 160.00 1| 0 41 0 3800 215.75 -0.75 19.53 0| 0 0 0 3850 253.77 -0.82 18.92 0| 0 2 0 3900 338.96 -0.92 17.71 0| 0 1 0 4000 433.25 -0.97 17.03 0| 0 0 0 4100 531.65 -0.99 17.39 0| 0 0 0 4200 631.01 -0.99 17.87 0| 0 0 0 4300 730.71 -1.00 18.19 0| 0 0 0 4400 930.50 -1.00 19.68 0| 0 0 0 4600 1130.38 -1.00 22.90 0| 0 0 0 4800 Total 536| 901 12,561 +342 Indicative a-t-m Vol 23.30 Underlying Price 3650.50 Time to expiry: 77 Days Nov 10 0.58 0.00 34.20 0| 0 0 0 2400 4.47 -0.02 36.77 0| 0 0 0 2600 12.94 -0.05 36.27 0| 0 721 0 2800 18.86 -0.07 35.26 0| 0 26 0 2900 24.50 -0.09 33.35 0| 12 1,487 +12 3000 35.80 32.65 -0.12 31.68 35.80 28.50 14| 0 1 0 3100 40.20 44.20 -0.16 30.23 43.80 39.80 38| 0 8 0 3200 68.00 59.35 -0.20 28.75 68.00 54.00 314| 1,103 1,158 +990 3300 68.45 -0.23 27.98 0| 0 79 0 3350 79.30 79.05 -0.27 27.24 83.20 Q 79.30 251| 1 59 +1 3400 93.80 90.90 -0.30 26.46 93.80 93.80 1| 1 109 +1 3450 116.60 104.30 -0.34 25.67 116.60 S 116.60 S 10| 10 29 0 3500 109.20 119.70 -0.38 24.91 109.20 109.20 6| 21 21 +21 3550 146.90 136.85 -0.43 24.10 146.90 125.20 99| 201 200 +199 3600 141.70 156.40 -0.48 23.31 143.90 141.60 90| 32 32 +32 3650 196.70 178.34 -0.53 22.52 196.70 S 162.00 35| 350 350 +350 3700 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 203.07 -0.59 21.74 0| 0 0 0 3750 230.96 -0.64 21.02 0| 0 1 0 3800 295.93 -0.75 19.67 0| 0 0 0 3900 372.70 -0.85 18.47 0| 0 0 0 4000 459.82 -0.92 17.62 0| 0 0 0 4100 553.49 -0.96 17.09 0| 0 0 0 4200 749.23 -0.99 16.45 0| 0 0 0 4400 948.51 -1.00 17.77 0| 0 0 0 4600 1148.18 -1.00 20.00 0| 0 0 0 4800 Total 858| 1,731 4,281 +1,606 Indicative a-t-m Vol 23.92 Underlying Price 3649.00 Time to expiry: 105 Days Dec 10 0.69 0.00 56.00 0| 0 549 0 1600 3.83 -0.01 51.21 0| 0 591 0 2000 6.69 -0.02 47.72 0| 10 2,797 -9 2200 11.50 10.83 -0.03 44.03 11.50 S 11.50 S 3| 0 778 -5 2400 16.98 -0.05 40.32 0| 0 2,888 0 2600 27.00 26.41 -0.08 36.73 27.00 S 23.00 12| 12 13,608 +2 2800 29.90 32.35 -0.09 34.81 29.90 29.90 1| 1 3,243 +1 2900 47.00 41.25 -0.12 33.30 48.00 37.40 88| 1,106 7,522 -82 3000 59.70 52.50 -0.15 31.83 59.70 47.80 51| 1 2,470 -1 3100 72.10 66.90 -0.19 30.41 72.10 58.90 S 103| 318 5,995 0 3200 70.00 75.20 -0.21 29.67 70.00 68.60 3| 0 1,073 0 3250 84.70 -0.24 28.97 0| 15 1,388 0 3300 104.00 95.10 -0.26 28.24 104.00 86.00 50| 0 347 0 3350 116.50 106.80 -0.29 27.53 116.50 97.70 81| 4 3,499 -4 3400 134.20 119.80 -0.32 26.81 134.20 111.20 16| 0 173 0 3450 125.50 134.25 -0.36 26.09 127.80 125.50 27| 3 3,711 +3 3500 150.10 150.40 -0.39 25.39 150.10 142.00 45| 41 341 0 3550 183.20 168.10 -0.43 24.66 186.60 155.00 86| 214 17,630 +52 3600 204.00 187.45 -0.48 23.90 207.80 173.20 246| 82 1,143 +82 3650 222.00 209.23 -0.52 23.19 222.00 196.00 2,041| 0 4,338 0 3700 233.31 -0.57 22.50 0| 0 764 0 3750 279.40 260.14 -0.61 21.87 279.40 S 242.00 61| 0 15,723 0 3800 289.17 -0.66 21.22 0| 0 212 0 3850 293.00 320.90 -0.71 20.60 307.00 293.00 4| 0 16,535 0 3900 354.98 -0.75 19.97 0| 0 378 0 3950 391.86 -0.80 19.42 0| 0 10,100 0 4000 434.96 -0.82 19.67 0| 0 1 0 4050 475.93 -0.86 19.21 0| 0 61 0 4100 518.71 -0.89 18.76 0| 0 65 0 4150 563.07 -0.92 18.32 0| 0 877 0 4200 608.78 -0.94 17.91 0| 0 0 0 4250 655.09 -0.96 17.22 0| 0 0 0 4300 751.71 -0.98 16.75 0| 0 3,803 0 4400 851.21 -0.98 18.13 0| 0 0 0 4500 948.99 -1.00 15.41 0| 0 0 0 4600 1048.55 -1.00 14.84 0| 0 0 0 4700 1175.40 1148.26 -1.00 14.32 1175.40 S 1175.40 S 1| 0 2,269 0 4800 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1248.01 -1.00 13.86 0| 0 1,500 0 4900 1347.76 -1.00 13.45 0| 0 7,800 0 5000 1447.52 -1.00 13.09 0| 0 2,250 0 5100 1547.28 -1.00 12.79 0| 0 2,765 0 5200 1647.04 -1.00 12.54 0| 0 0 0 5300 1746.81 -1.00 12.34 0| 0 7,751 0 5400 1846.57 -1.00 12.19 0| 0 2,750 0 5500 1946.33 -1.00 12.08 0| 0 4,000 0 5600 2046.09 -1.00 12.02 0| 0 1,000 0 5700 2145.85 -1.00 12.01 0| 0 0 0 5800 2245.61 -1.00 12.04 0| 0 0 0 5900 2345.37 -1.00 12.11 0| 0 4,550 0 6000 2445.13 -1.00 12.22 0| 0 2,500 0 6100 2544.89 -1.00 12.38 0| 0 0 0 6200 2644.65 -1.00 12.57 0| 0 0 0 6300 2744.41 -1.00 12.80 0| 0 0 0 6400 2844.17 -1.00 13.07 0| 0 0 0 6500 2943.93 -1.00 13.37 0| 0 1 0 6600 3043.69 -1.00 13.71 0| 0 0 0 6700 3143.45 -1.00 14.09 0| 0 0 0 6800 3542.49 -1.00 15.80 0| 0 0 0 7200 Total 2,919| 1,807 161,739 +39 Indicative a-t-m Vol 25.12 Underlying Price 3656.00 Time to expiry: 196 Days Mar 11 1.29 0.00 44.00 0| 0 0 0 1600 13.07 -0.03 45.84 0| 0 34 0 2000 35.30 -0.06 41.86 0| 0 162 0 2400 51.44 -0.09 39.33 0| 0 50 0 2600 71.22 -0.13 36.47 0| 0 164 0 2800 83.26 -0.15 35.03 0| 0 153 0 2900 97.12 -0.18 33.61 0| 0 2,129 0 3000 113.22 -0.21 32.20 0| 0 34 0 3100 132.01 -0.24 30.83 0| 0 1,054 0 3200 142.57 -0.26 30.16 0| 0 91 0 3250 153.17 -0.28 29.41 0| 0 217 0 3300 166.00 -0.30 28.81 0| 0 238 0 3350 179.60 -0.32 28.19 0| 0 335 0 3400 194.40 -0.35 27.60 0| 0 93 0 3450 210.55 -0.37 27.03 0| 0 111 0 3500 227.85 -0.40 26.46 0| 0 127 0 3550 246.30 -0.43 25.88 0| 0 545 0 3600 276.20 264.70 -0.46 25.18 276.20 276.20 21| 0 182 0 3650 287.06 -0.49 24.72 0| 0 0 0 3700 309.88 -0.52 24.17 0| 0 40 0 3750 334.20 -0.55 23.62 0| 0 43 0 3800 360.27 -0.59 23.09 0| 0 40 0 3850 388.54 -0.62 22.61 0| 0 120 0 3900 418.06 -0.65 22.10 0| 0 1 0 3950 449.28 -0.69 21.60 0| 0 572 0 4000 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 482.71 -0.72 21.15 0| 0 0 0 4050 518.28 -0.75 20.77 0| 0 0 0 4100 555.12 -0.78 20.35 0| 0 0 0 4150 593.55 -0.81 19.95 0| 0 80 0 4200 633.48 -0.84 19.57 0| 0 0 0 4250 674.85 -0.86 19.19 0| 0 0 0 4300 761.38 -0.90 18.50 0| 0 0 0 4400 852.10 -0.94 17.87 0| 0 0 0 4500 945.99 -0.96 17.29 0| 0 0 0 4600 1139.63 -0.99 16.33 0| 0 0 0 4800 1535.50 -1.00 15.11 0| 0 0 0 5200 1933.18 -1.00 14.78 0| 0 0 0 5600 2728.72 -1.00 16.50 0| 0 0 0 6400 Total 21| 0 6,615 0 Indicative a-t-m Vol 25.88 Underlying Price 3551.00 Time to expiry: 287 Days Jun 11 0.27 0.00 55.30 0| 0 0 0 800 30.86 -0.04 57.84 0| 0 15 0 1600 52.52 -0.06 49.78 0| 3 518 +3 2000 80.71 -0.11 41.97 0| 33 265 +23 2400 100.15 -0.14 38.45 0| 0 17 0 2600 125.51 -0.18 35.23 0| 0 158 0 2800 141.17 -0.20 33.74 0| 0 0 0 2900 159.27 -0.23 32.33 0| 0 247 0 3000 180.24 -0.26 30.99 0| 0 0 0 3100 203.00 -0.30 29.59 0| 0 76 0 3200 217.25 -0.32 29.06 0| 0 0 0 3250 232.35 -0.34 28.53 0| 0 100 0 3300 248.60 -0.36 28.02 0| 0 50 0 3350 264.90 -0.38 27.44 0| 0 729 0 3400 282.80 -0.41 26.92 0| 0 449 0 3450 301.60 -0.43 26.38 0| 0 147 0 3500 322.00 -0.45 25.89 0| 0 84 0 3550 346.67 -0.48 25.65 0| 0 637 0 3600 369.33 -0.50 25.16 0| 0 336 0 3650 393.04 -0.53 24.65 0| 0 70 0 3700 418.45 -0.56 24.19 0| 0 74 0 3750 444.96 -0.59 23.71 0| 0 105 0 3800 472.98 -0.61 23.24 0| 0 0 0 3850 504.16 -0.64 22.94 0| 0 0 0 3900 565.71 -0.70 21.92 0| 0 43 0 4000 639.81 -0.74 21.59 0| 0 0 0 4100 715.66 -0.79 21.01 0| 0 0 0 4200 880.96 -0.87 20.01 0| 0 0 0 4400 1060.21 -0.92 19.24 0| 0 0 0 4600 1248.53 -0.96 18.66 0| 0 0 0 4800 1638.18 -0.99 18.07 0| 0 5 0 5200 2033.57 -1.00 18.14 0| 0 0 0 5600 2826.96 -1.00 20.00 0| 0 0 0 6400 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 36 4,125 +26 Indicative a-t-m Vol 26.36 Underlying Price 3558.50 Time to expiry: 378 Days Sep 11 0.02 0.00 40.30 0| 0 0 0 800 19.94 -0.03 46.17 0| 0 1 0 1600 90.26 -0.11 38.15 0| 0 110 0 2400 154.22 -0.19 33.88 0| 0 4 0 2800 198.55 -0.25 31.91 0| 0 20 0 3000 252.13 -0.31 29.94 0| 0 57 0 3200 315.32 -0.38 27.87 0| 0 107 0 3400 393.78 -0.46 25.97 0| 0 92 0 3600 490.54 -0.56 24.29 0| 0 21 0 3800 602.41 -0.65 22.46 0| 0 21 0 4000 737.13 -0.75 20.98 0| 0 200 0 4200 894.62 -0.83 20.08 0| 0 0 0 4400 1245.58 -0.94 18.20 0| 0 1 0 4800 1628.37 -0.98 17.17 0| 0 0 0 5200 2021.99 -0.99 17.99 0| 0 0 0 5600 2812.40 -1.00 19.80 0| 0 0 0 6400 Total 0| 0 634 0 Indicative a-t-m Vol 26.80 Underlying Price 3541.00 Time to expiry: 469 Days Dec 11 2.62 0.00 54.45 0| 0 0 0 800 37.91 -0.04 47.38 0| 0 10 0 1600 79.70 -0.08 43.84 0| 0 58 0 2000 103.01 -0.11 41.37 0| 0 138 0 2200 124.00 131.20 -0.14 39.04 124.00 124.00 10| 0 99 0 2400 190.62 -0.21 33.42 0| 0 665 0 2800 237.10 -0.26 31.39 0| 0 21 0 3000 295.94 -0.32 29.67 0| 0 89 0 3200 367.06 -0.39 28.07 0| 0 1,625 0 3400 446.94 -0.46 26.27 0| 250 7,863 0 3600 546.69 -0.54 24.88 0| 0 4,020 0 3800 656.79 -0.63 23.22 0| 0 4,600 0 4000 789.64 -0.71 22.06 0| 0 0 0 4200 936.97 -0.79 20.91 0| 0 0 0 4400 1275.80 -0.90 19.42 0| 0 10 0 4800 1365.85 -0.92 19.02 0| 0 0 0 4900 1456.80 -0.94 18.44 0| 0 2,000 0 5000 1550.31 -0.95 18.04 0| 0 0 0 5100 1645.12 -0.97 17.67 0| 0 11 0 5200 1740.96 -0.97 17.32 0| 0 0 0 5300 1837.59 -0.98 16.98 0| 0 0 0 5400 1934.71 -0.99 16.59 0| 0 0 0 5500 2032.47 -0.99 16.37 0| 0 0 0 5600 2130.44 -0.99 16.09 0| 0 0 0 5700 2228.64 -1.00 15.83 0| 0 0 0 5800 2326.99 -1.00 15.60 0| 0 0 0 5900 2425.43 -1.00 15.32 0| 0 4,000 0 6000 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2523.95 -1.00 15.15 0| 0 0 0 6100 2622.51 -1.00 14.95 0| 0 0 0 6200 2721.09 -1.00 14.77 0| 0 0 0 6300 2819.69 -1.00 14.60 0| 0 0 0 6400 2918.30 -1.00 14.44 0| 0 0 0 6500 3016.91 -1.00 14.30 0| 0 0 0 6600 3115.53 -1.00 14.18 0| 0 0 0 6700 3214.15 -1.00 14.06 0| 0 0 0 6800 3608.65 -1.00 13.78 0| 0 0 0 7200 Total 10| 250 25,209 0 Indicative a-t-m Vol 26.97 Underlying Price 3550.50 Time to expiry: 560 Days Mar 12 2.17 0.00 48.82 0| 0 0 0 800 13.57 -0.02 46.77 0| 0 0 0 1200 38.28 -0.04 43.60 0| 0 0 0 1600 79.11 -0.08 40.20 0| 0 21 0 2000 140.63 -0.14 36.91 0| 0 0 0 2400 225.11 -0.22 33.54 0| 0 0 0 2800 273.22 -0.27 31.54 0| 0 0 0 3000 331.55 -0.32 29.73 0| 0 42 0 3200 402.77 -0.38 28.16 0| 0 61 0 3400 484.57 -0.45 26.59 0| 0 0 0 3600 581.06 -0.52 25.19 0| 0 0 0 3800 691.88 -0.60 23.88 0| 0 0 0 4000 816.71 -0.68 22.60 0| 0 0 0 4200 957.66 -0.75 21.52 0| 0 0 0 4400 1280.78 -0.86 19.87 0| 0 0 0 4800 1637.73 -0.94 18.05 0| 0 0 0 5200 2017.83 -0.98 16.52 0| 0 0 0 5600 2407.64 -1.00 15.50 0| 0 0 0 6000 2799.96 -1.00 14.57 0| 0 0 0 6400 3192.88 -1.00 14.06 0| 0 0 0 6800 Total 0| 0 124 0 Indicative a-t-m Vol 27.56 Underlying Price 3464.00 Time to expiry: 651 Days Jun 12 2.45 0.00 45.35 0| 0 0 0 800 48.77 -0.05 42.03 0| 0 0 0 1600 173.60 -0.16 36.21 0| 0 0 0 2400 267.69 -0.24 32.84 0| 0 0 0 2800 325.72 -0.29 31.21 0| 0 0 0 3000 392.27 -0.35 29.60 0| 0 0 0 3200 469.35 -0.41 28.09 0| 0 0 0 3400 554.32 -0.47 26.45 0| 0 0 0 3600 653.00 -0.54 24.96 0| 0 0 0 3800 767.88 -0.62 23.70 0| 0 0 0 4000 895.63 -0.69 22.46 0| 0 0 0 4200 1038.27 -0.76 21.39 0| 0 0 0 4400 1363.14 -0.86 19.87 0| 0 0 0 4800 2095.91 -0.98 16.83 0| 0 0 0 5600 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 17 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2873.54 -1.00 15.53 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 27.93 Underlying Price 3458.00 Time to expiry: 840 Days Dec 12 5.06 -0.01 43.89 0| 0 0 0 800 78.19 -0.06 42.12 0| 0 5 0 1600 146.43 -0.11 39.56 0| 0 707 0 2000 183.74 -0.14 37.79 0| 0 26 0 2200 223.92 -0.17 35.89 0| 0 50 0 2400 325.44 -0.25 32.58 0| 0 0 0 2800 386.43 -0.30 31.01 0| 0 42 0 3000 459.12 -0.35 29.70 0| 0 2,250 0 3200 626.24 -0.46 26.95 0| 0 9,100 0 3600 836.06 -0.58 24.49 0| 0 5,479 0 4000 1094.59 -0.70 22.47 0| 0 0 0 4400 1400.29 -0.81 21.01 0| 0 0 0 4800 1567.42 -0.85 20.48 0| 0 500 0 5000 1744.52 -0.88 20.35 0| 0 0 0 5200 2107.98 -0.93 19.96 0| 0 0 0 5600 2483.53 -0.95 19.95 0| 0 0 0 6000 2863.46 -0.97 19.75 0| 0 0 0 6400 Total 0| 0 18,159 0 Indicative a-t-m Vol 26.19 Underlying Price 3463.50 Time to expiry: 1204 Days Dec 13 10.50 -0.01 41.09 0| 0 0 0 800 83.44 -0.07 36.12 0| 0 0 0 1600 151.79 -0.11 33.80 0| 0 0 0 2000 244.42 -0.18 31.64 0| 0 0 0 2400 361.07 -0.25 29.47 0| 0 0 0 2800 429.80 -0.30 28.43 0| 0 0 0 3000 506.57 -0.34 27.44 0| 0 2,500 0 3200 683.88 -0.44 25.54 0| 0 3,500 0 3600 896.91 -0.55 23.83 0| 0 500 0 4000 1149.08 -0.65 22.42 0| 0 3,000 0 4400 1436.47 -0.74 21.25 0| 0 0 0 4800 2088.99 -0.89 19.16 0| 0 0 0 5600 2807.17 -0.97 17.00 0| 0 0 0 6400 Total 0| 0 9,500 0 Indicative a-t-m Vol 25.83 Underlying Price 3445.50 Time to expiry: 1568 Days Dec 14 20.46 -0.02 40.60 0| 0 0 0 800 119.79 -0.08 35.64 0| 0 0 0 1600 303.76 -0.19 31.20 0| 0 0 0 2400 426.29 -0.26 29.02 0| 0 0 0 2800 571.83 -0.34 26.92 0| 0 0 0 3200 749.15 -0.43 25.15 0| 0 250 0 3600 952.64 -0.53 23.37 0| 0 0 0 4000 1196.13 -0.62 22.08 0| 0 0 0 4400 1468.80 -0.71 20.91 0| 0 0 0 4800 Equity Index Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2090.17 -0.85 19.00 0| 0 0 0 5600 2777.58 -0.94 17.17 0| 0 0 0 6400 Total 0| 0 250 0 Total Puts 9,001| 17,698 342,403 -4,518 Grand Total 18,228| 30,600 644,119 -2,647