+++ BLE DE MEUNERIE EN EURO (EBM/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 126.00 MAY10 K 129.00 AUG10 Q 128.00 NOV10 X 136.00 JAN11 F 138.00 MAR11 C 139.75 MAY11 = 142.00 AUG11 \ 146.75 +++ COLZA EN EURO (ECO/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAY10 K 289.25 AUG10 Q 287.25 NOV10 X 292.75 FEB11 G 295.50 MAY11 = 298.00 AUG11 \ 299.75 +++ Rapeseed Oil Futures (EHC/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAY10 K 1050.00 AUG10 Q 1050.00 +++ FUTURE MAIS (EMA/F) +++ Expiry Delivery Settlement External Spot Date Month Price Settlement Price EDSP ------- -------- ---------- ---------- ---------- ---------- MAR10 H 133.00 JUN10 M 136.50 AUG10 Q 139.25 NOV10 X 137.50 JAN11 F 142.00 MAR11 C 141.50 JUN11 I 144.00 +++ OPTION BLE (OBM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 21.00 17.29 1.00 MAR10 10500 0.01 17.29 0.00 20.00 17.34 1.00 MAR10 10600 0.01 17.34 0.00 19.00 17.39 1.00 MAR10 10700 0.01 17.39 0.00 18.00 17.51 1.00 MAR10 10800 0.01 17.51 0.00 17.00 17.62 1.00 MAR10 10900 0.01 17.62 0.00 16.00 17.52 1.00 MAR10 11000 0.01 17.52 0.00 15.00 17.49 1.00 MAR10 11100 0.01 17.49 0.00 14.00 17.53 1.00 MAR10 11200 0.01 17.53 0.00 13.00 17.64 1.00 MAR10 11300 0.01 17.64 0.00 12.00 17.55 1.00 MAR10 11400 0.01 17.55 0.00 11.00 17.67 1.00 MAR10 11500 0.01 17.67 0.00 10.00 17.76 1.00 MAR10 11600 0.01 17.76 0.00 9.00 17.86 1.00 MAR10 11700 0.01 17.86 0.00 8.00 17.92 1.00 MAR10 11800 0.01 17.92 0.00 7.01 17.91 0.99 MAR10 11900 0.01 17.91 -0.01 6.03 18.02 0.98 MAR10 12000 0.03 18.02 -0.02 5.07 18.07 0.95 MAR10 12100 0.07 18.07 -0.05 4.15 18.09 0.90 MAR10 12200 0.15 18.09 -0.10 3.28 18.13 0.83 MAR10 12300 0.28 18.13 -0.17 2.50 18.13 0.74 MAR10 12400 0.50 18.13 -0.26 1.79 17.74 0.63 MAR10 12500 0.79 17.74 -0.37 1.23 17.65 0.50 MAR10 12600 1.23 17.65 -0.50 0.81 17.90 0.38 MAR10 12700 1.81 17.90 -0.62 0.50 17.87 0.27 MAR10 12800 2.50 17.87 -0.73 0.30 18.09 0.18 MAR10 12900 3.30 18.09 -0.82 0.16 18.05 0.11 MAR10 13000 4.16 18.05 -0.89 0.08 18.09 0.06 MAR10 13100 5.08 18.09 -0.94 0.04 18.16 0.03 MAR10 13200 6.04 18.16 -0.97 0.02 18.29 0.02 MAR10 13300 7.02 18.29 -0.98 0.01 18.43 0.01 MAR10 13400 8.01 18.43 -0.99 0.01 19.02 0.00 MAR10 13500 9.00 19.02 -1.00 0.01 19.13 0.00 MAR10 13600 10.00 19.13 -1.00 0.01 20.15 0.00 MAR10 13700 11.00 20.15 -1.00 0.01 21.42 0.00 MAR10 13800 12.00 21.42 -1.00 0.01 21.59 0.00 MAR10 13900 13.00 21.59 -1.00 0.01 21.73 0.00 MAR10 14000 14.00 21.73 -1.00 0.01 21.90 0.00 MAR10 14100 15.00 21.90 -1.00 0.01 22.14 0.00 MAR10 14200 16.00 22.14 -1.00 0.01 22.21 0.00 MAR10 14300 17.00 22.21 -1.00 0.01 22.35 0.00 MAR10 14400 18.00 22.35 -1.00 0.01 22.48 0.00 MAR10 14500 19.00 22.48 -1.00 0.01 22.45 0.00 MAR10 14600 20.00 22.45 -1.00 0.01 22.45 0.00 MAR10 14700 21.00 22.45 -1.00 0.01 22.52 0.00 MAR10 14800 22.00 22.52 -1.00 0.01 22.59 0.00 MAR10 14900 23.00 22.59 -1.00 0.01 22.69 0.00 MAR10 15000 24.00 22.69 -1.00 0.01 22.79 0.00 MAR10 15100 25.00 22.79 -1.00 0.01 22.90 0.00 MAR10 15200 26.00 22.90 -1.00 0.01 23.00 0.00 MAR10 15300 27.00 23.00 -1.00 0.01 23.14 0.00 MAR10 15400 28.00 23.14 -1.00 0.01 23.34 0.00 MAR10 15500 29.00 23.34 -1.00 0.01 23.38 0.00 MAR10 15600 30.00 23.38 -1.00 0.01 23.52 0.00 MAR10 15700 31.00 23.52 -1.00 0.01 23.62 0.00 MAR10 15800 32.00 23.62 -1.00 0.01 23.83 0.00 MAR10 15900 33.00 23.83 -1.00 0.01 24.00 0.00 MAR10 16000 34.00 24.00 -1.00 0.01 24.07 0.00 MAR10 16100 35.00 24.07 -1.00 0.01 24.27 0.00 MAR10 16200 36.00 24.27 -1.00 0.01 24.38 0.00 MAR10 16300 37.00 24.38 -1.00 0.01 24.51 0.00 MAR10 16400 38.00 24.51 -1.00 0.01 24.69 0.00 MAR10 16500 39.00 24.69 -1.00 0.01 24.76 0.00 MAR10 16600 40.00 24.76 -1.00 0.01 25.00 0.00 MAR10 16700 41.00 25.00 -1.00 0.01 24.93 0.00 MAR10 16800 42.00 24.93 -1.00 0.01 25.07 0.00 MAR10 16900 43.00 25.07 -1.00 0.01 25.17 0.00 MAR10 17000 44.00 25.17 -1.00 0.01 25.20 0.00 MAR10 17100 45.00 25.20 -1.00 0.01 25.38 0.00 MAR10 17200 46.00 25.38 -1.00 0.01 25.50 0.00 MAR10 17300 47.00 25.50 -1.00 0.01 25.60 0.00 MAR10 17400 48.00 25.60 -1.00 0.01 25.73 0.00 MAR10 17500 49.00 25.73 -1.00 0.01 25.86 0.00 MAR10 17600 50.00 25.86 -1.00 0.01 26.01 0.00 MAR10 17700 51.00 26.01 -1.00 0.01 26.13 0.00 MAR10 17800 52.00 26.13 -1.00 0.01 26.27 0.00 MAR10 17900 53.00 26.27 -1.00 0.01 26.39 0.00 MAR10 18000 54.00 26.39 -1.00 0.01 26.55 0.00 MAR10 18100 55.00 26.55 -1.00 0.01 26.48 0.00 MAR10 18200 56.00 26.48 -1.00 0.01 26.58 0.00 MAR10 18300 57.00 26.58 -1.00 0.01 26.79 0.00 MAR10 18400 58.00 26.79 -1.00 0.01 26.96 0.00 MAR10 18500 59.00 26.96 -1.00 0.01 27.13 0.00 MAR10 18600 60.00 27.13 -1.00 0.01 27.13 0.00 MAR10 18700 61.00 27.13 -1.00 0.01 27.20 0.00 MAR10 18800 62.00 27.20 -1.00 0.01 27.37 0.00 MAR10 18900 63.00 27.37 -1.00 0.01 27.41 0.00 MAR10 19000 64.00 27.41 -1.00 0.01 27.54 0.00 MAR10 19100 65.00 27.54 -1.00 0.01 27.61 0.00 MAR10 19200 66.00 27.61 -1.00 0.01 27.82 0.00 MAR10 19300 67.00 27.82 -1.00 0.01 27.96 0.00 MAR10 19400 68.00 27.96 -1.00 0.01 28.06 0.00 MAR10 19500 69.00 28.06 -1.00 0.01 28.20 0.00 MAR10 19600 70.00 28.20 -1.00 0.01 28.44 0.00 MAR10 19700 71.00 28.44 -1.00 0.01 28.61 0.00 MAR10 19800 72.00 28.61 -1.00 0.01 28.78 0.00 MAR10 19900 73.00 28.78 -1.00 0.01 29.02 0.00 MAR10 20000 74.00 29.02 -1.00 0.01 29.16 0.00 MAR10 20100 75.00 29.16 -1.00 0.01 29.23 0.00 MAR10 20200 76.00 29.23 -1.00 0.01 29.44 0.00 MAR10 20300 77.00 29.44 -1.00 0.01 29.64 0.00 MAR10 20400 78.00 29.64 -1.00 0.01 29.75 0.00 MAR10 20500 79.00 29.75 -1.00 0.01 29.95 0.00 MAR10 20600 80.00 29.95 -1.00 0.01 30.08 0.00 MAR10 20700 81.00 30.08 -1.00 0.01 30.13 0.00 MAR10 20800 82.00 30.13 -1.00 0.01 30.17 0.00 MAR10 20900 83.00 30.17 -1.00 0.01 30.22 0.00 MAR10 21000 84.00 30.22 -1.00 0.01 30.27 0.00 MAR10 21100 85.00 30.27 -1.00 0.01 30.32 0.00 MAR10 21200 86.00 30.32 -1.00 0.01 30.37 0.00 MAR10 21300 87.00 30.37 -1.00 0.01 30.42 0.00 MAR10 21400 88.00 30.42 -1.00 0.01 30.47 0.00 MAR10 21500 89.00 30.47 -1.00 0.01 30.51 0.00 MAR10 21600 90.00 30.51 -1.00 0.01 30.56 0.00 MAR10 21700 91.00 30.56 -1.00 0.01 30.61 0.00 MAR10 21800 92.00 30.61 -1.00 0.01 30.66 0.00 MAR10 21900 93.00 30.66 -1.00 0.01 30.70 0.00 MAR10 22000 94.00 30.70 -1.00 0.01 30.75 0.00 MAR10 22100 95.00 30.75 -1.00 0.01 30.80 0.00 MAR10 22200 96.00 30.80 -1.00 0.01 30.85 0.00 MAR10 22300 97.00 30.85 -1.00 0.01 30.99 0.00 MAR10 22400 98.00 30.99 -1.00 0.01 31.09 0.00 MAR10 22500 99.00 31.09 -1.00 0.01 31.23 0.00 MAR10 22600 100.00 31.23 -1.00 0.01 31.28 0.00 MAR10 22700 101.00 31.28 -1.00 0.01 31.33 0.00 MAR10 22800 102.00 31.33 -1.00 0.01 31.37 0.00 MAR10 22900 103.00 31.37 -1.00 0.01 31.42 0.00 MAR10 23000 104.00 31.42 -1.00 0.01 31.47 0.00 MAR10 23100 105.00 31.47 -1.00 0.01 31.52 0.00 MAR10 23200 106.00 31.52 -1.00 0.01 31.57 0.00 MAR10 23300 107.00 31.57 -1.00 0.01 31.62 0.00 MAR10 23400 108.00 31.62 -1.00 0.01 31.67 0.00 MAR10 23500 109.00 31.67 -1.00 0.01 31.72 0.00 MAR10 23600 110.00 31.72 -1.00 0.01 31.77 0.00 MAR10 23700 111.00 31.77 -1.00 0.01 31.83 0.00 MAR10 23800 112.00 31.83 -1.00 0.01 31.88 0.00 MAR10 23900 113.00 31.88 -1.00 0.01 31.91 0.00 MAR10 24000 114.00 31.91 -1.00 0.01 31.98 0.00 MAR10 24100 115.00 31.98 -1.00 0.01 32.05 0.00 MAR10 24200 116.00 32.05 -1.00 0.01 32.12 0.00 MAR10 24300 117.00 32.12 -1.00 0.01 32.19 0.00 MAR10 24400 118.00 32.19 -1.00 0.01 32.26 0.00 MAR10 24500 119.00 32.26 -1.00 0.01 32.26 0.00 MAR10 24600 120.00 32.26 -1.00 0.01 32.29 0.00 MAR10 24700 121.00 32.29 -1.00 0.01 32.30 0.00 MAR10 24800 122.00 32.30 -1.00 0.01 32.30 0.00 MAR10 24900 123.00 32.30 -1.00 0.01 32.40 0.00 MAR10 25000 124.00 32.40 -1.00 0.01 32.34 0.00 MAR10 25100 125.00 32.34 -1.00 0.01 32.35 0.00 MAR10 25200 126.00 32.35 -1.00 0.01 32.33 0.00 MAR10 25300 127.00 32.33 -1.00 0.01 32.33 0.00 MAR10 25400 128.00 32.33 -1.00 0.01 32.34 0.00 MAR10 25500 129.00 32.34 -1.00 0.01 32.34 0.00 MAR10 25600 130.00 32.34 -1.00 0.01 32.35 0.00 MAR10 25700 131.00 32.35 -1.00 0.01 32.39 0.00 MAR10 25800 132.00 32.39 -1.00 0.01 32.41 0.00 MAR10 25900 133.00 32.41 -1.00 0.01 32.41 0.00 MAR10 26000 134.00 32.41 -1.00 0.01 32.45 0.00 MAR10 26100 135.00 32.45 -1.00 0.01 32.45 0.00 MAR10 26200 136.00 32.45 -1.00 0.01 32.47 0.00 MAR10 26300 137.00 32.47 -1.00 0.01 32.47 0.00 MAR10 26400 138.00 32.47 -1.00 0.01 32.47 0.00 MAR10 26500 139.00 32.47 -1.00 0.01 32.44 0.00 MAR10 26600 140.00 32.44 -1.00 0.01 32.45 0.00 MAR10 26700 141.00 32.45 -1.00 0.01 32.46 0.00 MAR10 26800 142.00 32.46 -1.00 0.01 32.49 0.00 MAR10 26900 143.00 32.49 -1.00 0.01 32.51 0.00 MAR10 27000 144.00 32.51 -1.00 0.01 32.51 0.00 MAR10 27100 145.00 32.51 -1.00 0.01 32.53 0.00 MAR10 27200 146.00 32.53 -1.00 0.01 32.56 0.00 MAR10 27300 147.00 32.56 -1.00 0.01 32.55 0.00 MAR10 27400 148.00 32.55 -1.00 0.01 32.59 0.00 MAR10 27500 149.00 32.59 -1.00 0.01 32.61 0.00 MAR10 27600 150.00 32.61 -1.00 0.01 32.64 0.00 MAR10 27700 151.00 32.64 -1.00 0.01 32.66 0.00 MAR10 27800 152.00 32.66 -1.00 0.01 32.73 0.00 MAR10 27900 153.00 32.73 -1.00 0.01 32.73 0.00 MAR10 28000 154.00 32.73 -1.00 0.01 32.76 0.00 MAR10 28100 155.00 32.76 -1.00 0.01 32.79 0.00 MAR10 28200 156.00 32.79 -1.00 0.01 32.84 0.00 MAR10 28300 157.00 32.84 -1.00 0.01 32.88 0.00 MAR10 28400 158.00 32.88 -1.00 0.01 32.88 0.00 MAR10 28500 159.00 32.88 -1.00 0.01 32.88 0.00 MAR10 28600 160.00 32.88 -1.00 0.01 32.88 0.00 MAR10 28700 161.00 32.88 -1.00 0.01 32.88 0.00 MAR10 28800 162.00 32.88 -1.00 0.01 32.88 0.00 MAR10 28900 163.00 32.88 -1.00 0.01 32.88 0.00 MAR10 29000 164.00 32.88 -1.00 0.01 32.88 0.00 MAR10 29100 165.00 32.88 -1.00 0.01 32.88 0.00 MAR10 29200 166.00 32.88 -1.00 0.01 32.88 0.00 MAR10 29300 167.00 32.88 -1.00 0.01 32.88 0.00 MAR10 29400 168.00 32.88 -1.00 0.01 32.88 0.00 MAR10 29500 169.00 32.88 -1.00 0.01 32.88 0.00 MAR10 29600 170.00 32.88 -1.00 0.01 32.88 0.00 MAR10 29700 171.00 32.88 -1.00 0.01 32.88 0.00 MAR10 29800 172.00 32.88 -1.00 0.01 32.88 0.00 MAR10 29900 173.00 32.88 -1.00 0.01 32.88 0.00 MAR10 30000 174.00 32.88 -1.00 +++ OPTION BLE (OBM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 24.00 15.69 1.00 MAY10 10500 0.01 15.69 0.00 23.00 15.66 1.00 MAY10 10600 0.01 15.66 0.00 22.01 15.68 1.00 MAY10 10700 0.01 15.68 0.00 21.01 15.73 1.00 MAY10 10800 0.01 15.73 0.00 20.02 15.79 0.99 MAY10 10900 0.02 15.79 -0.01 19.03 15.91 0.99 MAY10 11000 0.03 15.91 -0.01 18.04 15.95 0.99 MAY10 11100 0.04 15.95 -0.01 17.06 16.01 0.98 MAY10 11200 0.06 16.01 -0.02 16.09 16.09 0.97 MAY10 11300 0.09 16.09 -0.03 15.13 16.20 0.97 MAY10 11400 0.13 16.20 -0.03 14.17 16.25 0.95 MAY10 11500 0.17 16.25 -0.05 13.24 16.28 0.94 MAY10 11600 0.24 16.28 -0.06 12.32 16.30 0.92 MAY10 11700 0.32 16.30 -0.08 11.42 16.35 0.90 MAY10 11800 0.42 16.35 -0.10 10.54 16.42 0.88 MAY10 11900 0.54 16.42 -0.12 9.70 16.52 0.85 MAY10 12000 0.70 16.52 -0.15 8.89 16.59 0.83 MAY10 12100 0.89 16.59 -0.17 8.13 16.77 0.79 MAY10 12200 1.13 16.77 -0.21 7.40 16.93 0.76 MAY10 12300 1.40 16.93 -0.24 6.71 17.03 0.72 MAY10 12400 1.71 17.03 -0.28 6.06 17.14 0.68 MAY10 12500 2.06 17.14 -0.32 5.44 17.22 0.64 MAY10 12600 2.44 17.22 -0.36 4.86 17.28 0.60 MAY10 12700 2.86 17.28 -0.40 4.17 16.63 0.56 MAY10 12800 3.17 16.63 -0.44 3.33 15.10 0.51 MAY10 12900 3.33 15.10 -0.49 3.00 15.71 0.47 MAY10 13000 4.00 15.71 -0.53 2.86 16.99 0.43 MAY10 13100 4.86 16.99 -0.57 2.67 17.88 0.40 MAY10 13200 5.67 17.88 -0.60 2.37 18.15 0.36 MAY10 13300 6.37 18.15 -0.64 2.10 18.35 0.33 MAY10 13400 7.10 18.35 -0.67 1.53 16.86 0.28 MAY10 13500 7.53 16.86 -0.72 1.18 16.16 0.23 MAY10 13600 8.18 16.16 -0.77 1.06 16.68 0.21 MAY10 13700 9.06 16.68 -0.79 0.95 17.17 0.19 MAY10 13800 9.95 17.17 -0.81 0.86 17.60 0.17 MAY10 13900 10.86 17.60 -0.83 0.77 18.00 0.15 MAY10 14000 11.77 18.00 -0.85 0.68 18.30 0.14 MAY10 14100 12.68 18.30 -0.86 0.57 18.33 0.12 MAY10 14200 13.57 18.33 -0.88 0.52 18.85 0.11 MAY10 14300 14.52 18.85 -0.89 0.50 19.47 0.10 MAY10 14400 15.50 19.47 -0.90 0.47 20.07 0.09 MAY10 14500 16.47 20.07 -0.91 0.45 20.71 0.09 MAY10 14600 17.45 20.71 -0.91 0.39 20.79 0.08 MAY10 14700 18.39 20.79 -0.92 0.33 20.89 0.07 MAY10 14800 19.33 20.89 -0.93 0.28 20.93 0.06 MAY10 14900 20.28 20.93 -0.94 0.24 21.04 0.05 MAY10 15000 21.24 21.04 -0.95 0.21 21.10 0.04 MAY10 15100 22.21 21.10 -0.96 0.18 21.18 0.04 MAY10 15200 23.18 21.18 -0.96 0.15 21.29 0.03 MAY10 15300 24.15 21.29 -0.97 0.13 21.39 0.03 MAY10 15400 25.13 21.39 -0.97 0.11 21.46 0.03 MAY10 15500 26.11 21.46 -0.97 0.09 21.54 0.02 MAY10 15600 27.09 21.54 -0.98 0.08 21.65 0.02 MAY10 15700 28.08 21.65 -0.98 0.07 21.74 0.02 MAY10 15800 29.07 21.74 -0.98 0.06 21.90 0.01 MAY10 15900 30.06 21.90 -0.99 0.05 22.12 0.01 MAY10 16000 31.05 22.12 -0.99 0.05 22.18 0.01 MAY10 16100 32.05 22.18 -0.99 0.04 22.29 0.01 MAY10 16200 33.04 22.29 -0.99 0.03 22.36 0.01 MAY10 16300 34.03 22.36 -0.99 0.03 22.45 0.01 MAY10 16400 35.03 22.45 -0.99 0.02 22.56 0.01 MAY10 16500 36.02 22.56 -0.99 0.02 22.57 0.01 MAY10 16600 37.02 22.57 -0.99 0.02 22.74 0.00 MAY10 16700 38.02 22.74 -1.00 0.02 22.88 0.00 MAY10 16800 39.02 22.88 -1.00 0.01 23.21 0.00 MAY10 16900 40.01 23.21 -1.00 0.01 23.32 0.00 MAY10 17000 41.01 23.32 -1.00 0.01 23.23 0.00 MAY10 17100 42.01 23.23 -1.00 0.01 23.11 0.00 MAY10 17200 43.01 23.11 -1.00 0.01 23.11 0.00 MAY10 17300 44.01 23.11 -1.00 0.01 23.20 0.00 MAY10 17400 45.01 23.20 -1.00 0.01 23.20 0.00 MAY10 17500 46.00 23.20 -1.00 0.01 23.25 0.00 MAY10 17600 47.00 23.25 -1.00 0.01 23.17 0.00 MAY10 17700 48.00 23.17 -1.00 0.01 23.14 0.00 MAY10 17800 49.00 23.14 -1.00 0.01 23.14 0.00 MAY10 17900 50.00 23.14 -1.00 0.01 22.97 0.00 MAY10 18000 51.00 22.97 -1.00 0.01 22.93 0.00 MAY10 18100 52.00 22.93 -1.00 0.01 22.82 0.00 MAY10 18200 53.00 22.82 -1.00 0.01 22.75 0.00 MAY10 18300 54.00 22.75 -1.00 0.01 22.75 0.00 MAY10 18400 55.00 22.75 -1.00 0.01 22.67 0.00 MAY10 18500 56.00 22.67 -1.00 0.01 22.53 0.00 MAY10 18600 57.00 22.53 -1.00 0.01 22.60 0.00 MAY10 18700 58.00 22.60 -1.00 0.01 22.60 0.00 MAY10 18800 59.00 22.60 -1.00 0.01 22.47 0.00 MAY10 18900 60.00 22.47 -1.00 0.01 22.52 0.00 MAY10 19000 61.00 22.52 -1.00 0.01 22.57 0.00 MAY10 19100 62.00 22.57 -1.00 0.01 22.61 0.00 MAY10 19200 63.00 22.61 -1.00 0.01 22.67 0.00 MAY10 19300 64.00 22.67 -1.00 0.01 22.65 0.00 MAY10 19400 65.00 22.65 -1.00 0.01 22.69 0.00 MAY10 19500 66.00 22.69 -1.00 0.01 22.72 0.00 MAY10 19600 67.00 22.72 -1.00 0.01 22.75 0.00 MAY10 19700 68.00 22.75 -1.00 0.01 22.78 0.00 MAY10 19800 69.00 22.78 -1.00 0.01 22.82 0.00 MAY10 19900 70.00 22.82 -1.00 0.01 22.86 0.00 MAY10 20000 71.00 22.86 -1.00 0.01 22.89 0.00 MAY10 20100 72.00 22.89 -1.00 0.01 22.92 0.00 MAY10 20200 73.00 22.92 -1.00 0.01 22.95 0.00 MAY10 20300 74.00 22.95 -1.00 0.01 22.97 0.00 MAY10 20400 75.00 22.97 -1.00 0.01 23.00 0.00 MAY10 20500 76.00 23.00 -1.00 0.01 23.03 0.00 MAY10 20600 77.00 23.03 -1.00 0.01 23.07 0.00 MAY10 20700 78.00 23.07 -1.00 0.01 23.10 0.00 MAY10 20800 79.00 23.10 -1.00 0.01 23.13 0.00 MAY10 20900 80.00 23.13 -1.00 0.01 23.21 0.00 MAY10 21000 81.00 23.21 -1.00 0.01 23.25 0.00 MAY10 21100 82.00 23.25 -1.00 0.01 23.30 0.00 MAY10 21200 83.00 23.30 -1.00 0.01 23.35 0.00 MAY10 21300 84.00 23.35 -1.00 0.01 23.40 0.00 MAY10 21400 85.00 23.40 -1.00 0.01 23.50 0.00 MAY10 21500 86.00 23.50 -1.00 0.01 23.54 0.00 MAY10 21600 87.00 23.54 -1.00 0.01 23.62 0.00 MAY10 21700 88.00 23.62 -1.00 0.01 23.70 0.00 MAY10 21800 89.00 23.70 -1.00 0.01 23.74 0.00 MAY10 21900 90.00 23.74 -1.00 0.01 23.80 0.00 MAY10 22000 91.00 23.80 -1.00 0.01 23.88 0.00 MAY10 22100 92.00 23.88 -1.00 0.01 23.92 0.00 MAY10 22200 93.00 23.92 -1.00 0.01 23.95 0.00 MAY10 22300 94.00 23.95 -1.00 0.01 23.98 0.00 MAY10 22400 95.00 23.98 -1.00 0.01 24.00 0.00 MAY10 22500 96.00 24.00 -1.00 0.01 24.05 0.00 MAY10 22600 97.00 24.05 -1.00 0.01 24.09 0.00 MAY10 22700 98.00 24.09 -1.00 0.01 24.14 0.00 MAY10 22800 99.00 24.14 -1.00 0.01 24.19 0.00 MAY10 22900 100.00 24.19 -1.00 0.01 24.24 0.00 MAY10 23000 101.00 24.24 -1.00 0.01 24.29 0.00 MAY10 23100 102.00 24.29 -1.00 0.01 24.30 0.00 MAY10 23200 103.00 24.30 -1.00 0.01 24.35 0.00 MAY10 23300 104.00 24.35 -1.00 0.01 24.41 0.00 MAY10 23400 105.00 24.41 -1.00 0.01 24.47 0.00 MAY10 23500 106.00 24.47 -1.00 0.01 24.53 0.00 MAY10 23600 107.00 24.53 -1.00 0.01 24.62 0.00 MAY10 23700 108.00 24.62 -1.00 0.01 24.67 0.00 MAY10 23800 109.00 24.67 -1.00 0.01 24.71 0.00 MAY10 23900 110.00 24.71 -1.00 0.01 24.81 0.00 MAY10 24000 111.00 24.81 -1.00 0.01 24.87 0.00 MAY10 24100 112.00 24.87 -1.00 0.01 24.93 0.00 MAY10 24200 113.00 24.93 -1.00 0.01 24.98 0.00 MAY10 24300 114.00 24.98 -1.00 0.01 25.02 0.00 MAY10 24400 115.00 25.02 -1.00 0.01 25.04 0.00 MAY10 24500 116.00 25.04 -1.00 0.01 25.10 0.00 MAY10 24600 117.00 25.10 -1.00 0.01 25.13 0.00 MAY10 24700 118.00 25.13 -1.00 0.01 25.13 0.00 MAY10 24800 119.00 25.13 -1.00 0.01 25.16 0.00 MAY10 24900 120.00 25.16 -1.00 0.01 25.22 0.00 MAY10 25000 121.00 25.22 -1.00 0.01 25.27 0.00 MAY10 25100 122.00 25.27 -1.00 0.01 25.27 0.00 MAY10 25200 123.00 25.27 -1.00 0.01 25.27 0.00 MAY10 25300 124.00 25.27 -1.00 0.01 25.28 0.00 MAY10 25400 125.00 25.28 -1.00 0.01 25.34 0.00 MAY10 25500 126.00 25.34 -1.00 0.01 25.38 0.00 MAY10 25600 127.00 25.38 -1.00 0.01 25.39 0.00 MAY10 25700 128.00 25.39 -1.00 0.01 25.41 0.00 MAY10 25800 129.00 25.41 -1.00 0.01 25.44 0.00 MAY10 25900 130.00 25.44 -1.00 0.01 25.47 0.00 MAY10 26000 131.00 25.47 -1.00 0.01 25.50 0.00 MAY10 26100 132.00 25.50 -1.00 0.01 25.54 0.00 MAY10 26200 133.00 25.54 -1.00 0.01 25.58 0.00 MAY10 26300 134.00 25.58 -1.00 0.01 25.62 0.00 MAY10 26400 135.00 25.62 -1.00 0.01 25.67 0.00 MAY10 26500 136.00 25.67 -1.00 0.01 25.76 0.00 MAY10 26600 137.00 25.76 -1.00 0.01 25.80 0.00 MAY10 26700 138.00 25.80 -1.00 0.01 25.81 0.00 MAY10 26800 139.00 25.81 -1.00 0.01 25.83 0.00 MAY10 26900 140.00 25.83 -1.00 0.01 25.85 0.00 MAY10 27000 141.00 25.85 -1.00 0.01 25.87 0.00 MAY10 27100 142.00 25.87 -1.00 0.01 25.90 0.00 MAY10 27200 143.00 25.90 -1.00 0.01 25.94 0.00 MAY10 27300 144.00 25.94 -1.00 0.01 25.98 0.00 MAY10 27400 145.00 25.98 -1.00 0.01 26.02 0.00 MAY10 27500 146.00 26.02 -1.00 0.01 26.07 0.00 MAY10 27600 147.00 26.07 -1.00 0.01 26.08 0.00 MAY10 27700 148.00 26.08 -1.00 0.01 26.09 0.00 MAY10 27800 149.00 26.09 -1.00 0.01 26.10 0.00 MAY10 27900 150.00 26.10 -1.00 0.01 26.15 0.00 MAY10 28000 151.00 26.15 -1.00 0.01 26.18 0.00 MAY10 28100 152.00 26.18 -1.00 0.01 26.20 0.00 MAY10 28200 153.00 26.20 -1.00 0.01 26.15 0.00 MAY10 28300 154.00 26.15 -1.00 0.01 26.15 0.00 MAY10 28400 155.00 26.15 -1.00 0.01 26.15 0.00 MAY10 28500 156.00 26.15 -1.00 0.01 26.15 0.00 MAY10 28600 157.00 26.15 -1.00 0.01 26.15 0.00 MAY10 28700 158.00 26.15 -1.00 0.01 26.15 0.00 MAY10 28800 159.00 26.15 -1.00 0.01 26.15 0.00 MAY10 28900 160.00 26.15 -1.00 0.01 26.15 0.00 MAY10 29000 161.00 26.15 -1.00 0.01 26.15 0.00 MAY10 29100 162.00 26.15 -1.00 0.01 26.15 0.00 MAY10 29200 163.00 26.15 -1.00 0.01 26.15 0.00 MAY10 29300 164.00 26.15 -1.00 0.01 26.15 0.00 MAY10 29400 165.00 26.15 -1.00 0.01 26.13 0.00 MAY10 29500 166.00 26.13 -1.00 0.01 26.18 0.00 MAY10 29600 167.00 26.18 -1.00 0.01 26.18 0.00 MAY10 29700 168.00 26.18 -1.00 0.01 26.23 0.00 MAY10 29800 169.00 26.23 -1.00 0.01 26.28 0.00 MAY10 29900 170.00 26.28 -1.00 0.01 26.33 0.00 MAY10 30000 171.00 26.33 -1.00 +++ OPTION BLE (OBM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 23.16 16.27 0.97 AUG10 10500 0.16 16.27 -0.03 22.21 16.51 0.96 AUG10 10600 0.21 16.51 -0.04 21.28 16.74 0.95 AUG10 10700 0.28 16.74 -0.05 20.37 16.96 0.94 AUG10 10800 0.37 16.96 -0.06 19.47 17.17 0.93 AUG10 10900 0.47 17.17 -0.07 18.58 17.37 0.92 AUG10 11000 0.58 17.37 -0.08 17.72 17.56 0.90 AUG10 11100 0.72 17.56 -0.10 16.88 17.74 0.89 AUG10 11200 0.88 17.74 -0.11 16.05 17.91 0.87 AUG10 11300 1.05 17.91 -0.13 15.25 18.07 0.85 AUG10 11400 1.25 18.07 -0.15 14.48 18.22 0.83 AUG10 11500 1.48 18.22 -0.17 13.72 18.37 0.81 AUG10 11600 1.72 18.37 -0.19 12.99 18.51 0.79 AUG10 11700 1.99 18.51 -0.21 12.29 18.64 0.77 AUG10 11800 2.29 18.64 -0.23 11.61 18.77 0.74 AUG10 11900 2.61 18.77 -0.26 10.95 18.89 0.72 AUG10 12000 2.95 18.89 -0.28 10.32 19.00 0.70 AUG10 12100 3.32 19.00 -0.30 9.72 19.13 0.67 AUG10 12200 3.72 19.13 -0.33 9.13 19.21 0.65 AUG10 12300 4.13 19.21 -0.35 8.58 19.32 0.62 AUG10 12400 4.58 19.32 -0.38 8.06 19.43 0.60 AUG10 12500 5.06 19.43 -0.40 7.56 19.55 0.57 AUG10 12600 5.56 19.55 -0.43 7.08 19.63 0.55 AUG10 12700 6.08 19.63 -0.45 6.60 19.67 0.53 AUG10 12800 6.60 19.67 -0.47 6.18 19.77 0.50 AUG10 12900 7.18 19.77 -0.50 5.75 19.80 0.48 AUG10 13000 7.75 19.80 -0.52 5.38 19.94 0.46 AUG10 13100 8.38 19.94 -0.54 5.00 19.99 0.43 AUG10 13200 9.00 19.99 -0.57 4.66 20.07 0.41 AUG10 13300 9.66 20.07 -0.59 4.32 20.12 0.39 AUG10 13400 10.32 20.12 -0.61 4.03 20.24 0.37 AUG10 13500 11.03 20.24 -0.63 3.76 20.37 0.35 AUG10 13600 11.76 20.37 -0.65 3.50 20.47 0.33 AUG10 13700 12.50 20.47 -0.67 3.26 20.59 0.31 AUG10 13800 13.26 20.59 -0.69 3.00 20.59 0.29 AUG10 13900 14.00 20.59 -0.71 2.79 20.68 0.28 AUG10 14000 14.79 20.68 -0.72 2.57 20.70 0.26 AUG10 14100 15.57 20.70 -0.74 2.38 20.78 0.24 AUG10 14200 16.38 20.78 -0.76 2.17 20.76 0.23 AUG10 14300 17.17 20.76 -0.77 2.02 20.86 0.21 AUG10 14400 18.02 20.86 -0.79 1.88 20.99 0.20 AUG10 14500 18.88 20.99 -0.80 1.72 21.01 0.19 AUG10 14600 19.72 21.01 -0.81 1.61 21.16 0.18 AUG10 14700 20.61 21.16 -0.82 1.47 21.19 0.17 AUG10 14800 21.47 21.19 -0.83 1.36 21.28 0.16 AUG10 14900 22.36 21.28 -0.84 1.26 21.36 0.14 AUG10 15000 23.26 21.36 -0.86 1.16 21.44 0.14 AUG10 15100 24.16 21.44 -0.86 1.08 21.53 0.13 AUG10 15200 25.08 21.53 -0.87 0.99 21.59 0.12 AUG10 15300 25.99 21.59 -0.88 0.91 21.66 0.11 AUG10 15400 26.91 21.66 -0.89 0.85 21.76 0.10 AUG10 15500 27.85 21.76 -0.90 0.78 21.85 0.10 AUG10 15600 28.78 21.85 -0.90 0.72 21.89 0.09 AUG10 15700 29.72 21.89 -0.91 0.67 22.00 0.08 AUG10 15800 30.67 22.00 -0.92 0.62 22.08 0.08 AUG10 15900 31.62 22.08 -0.92 0.57 22.16 0.07 AUG10 16000 32.57 22.16 -0.93 0.52 22.21 0.07 AUG10 16100 33.52 22.21 -0.93 0.49 22.35 0.06 AUG10 16200 34.49 22.35 -0.94 0.46 22.47 0.06 AUG10 16300 35.46 22.47 -0.94 0.43 22.60 0.06 AUG10 16400 36.43 22.60 -0.94 0.40 22.72 0.05 AUG10 16500 37.40 22.72 -0.95 0.37 22.85 0.05 AUG10 16600 38.37 22.85 -0.95 0.35 22.99 0.05 AUG10 16700 39.35 22.99 -0.95 0.32 23.02 0.04 AUG10 16800 40.32 23.02 -0.96 0.29 23.06 0.04 AUG10 16900 41.29 23.06 -0.96 0.28 23.24 0.04 AUG10 17000 42.28 23.24 -0.96 0.26 23.35 0.04 AUG10 17100 43.26 23.35 -0.96 0.24 23.45 0.03 AUG10 17200 44.24 23.45 -0.97 0.23 23.58 0.03 AUG10 17300 45.23 23.58 -0.97 0.21 23.67 0.03 AUG10 17400 46.21 23.67 -0.97 0.20 23.87 0.03 AUG10 17500 47.20 23.87 -0.97 0.19 24.00 0.03 AUG10 17600 48.19 24.00 -0.97 0.18 24.17 0.03 AUG10 17700 49.18 24.17 -0.97 0.17 24.27 0.02 AUG10 17800 50.17 24.27 -0.98 0.16 24.39 0.02 AUG10 17900 51.16 24.39 -0.98 0.15 24.52 0.02 AUG10 18000 52.15 24.52 -0.98 0.14 24.60 0.02 AUG10 18100 53.14 24.60 -0.98 0.14 24.79 0.02 AUG10 18200 54.14 24.79 -0.98 +++ OPTION BLE (OBM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 36.14 18.38 0.98 NOV10 10000 0.14 18.38 -0.02 35.17 18.44 0.98 NOV10 10100 0.17 18.44 -0.02 34.21 18.48 0.97 NOV10 10200 0.21 18.48 -0.03 33.25 18.56 0.97 NOV10 10300 0.25 18.56 -0.03 32.30 18.61 0.97 NOV10 10400 0.30 18.61 -0.03 31.36 18.66 0.96 NOV10 10500 0.36 18.66 -0.04 30.42 18.74 0.95 NOV10 10600 0.42 18.74 -0.05 29.50 18.82 0.95 NOV10 10700 0.50 18.82 -0.05 28.58 18.85 0.94 NOV10 10800 0.58 18.85 -0.06 27.68 18.92 0.93 NOV10 10900 0.68 18.92 -0.07 26.78 18.99 0.92 NOV10 11000 0.78 18.99 -0.08 25.90 19.04 0.91 NOV10 11100 0.90 19.04 -0.09 25.04 19.13 0.90 NOV10 11200 1.04 19.13 -0.10 24.18 19.19 0.89 NOV10 11300 1.18 19.19 -0.11 23.33 19.23 0.88 NOV10 11400 1.33 19.23 -0.12 22.50 19.26 0.87 NOV10 11500 1.50 19.26 -0.13 21.69 19.33 0.86 NOV10 11600 1.69 19.33 -0.14 20.89 19.38 0.85 NOV10 11700 1.89 19.38 -0.15 20.11 19.45 0.83 NOV10 11800 2.11 19.45 -0.17 19.36 19.55 0.82 NOV10 11900 2.36 19.55 -0.18 18.62 19.61 0.80 NOV10 12000 2.62 19.61 -0.20 17.90 19.71 0.79 NOV10 12100 2.90 19.71 -0.21 17.19 19.76 0.77 NOV10 12200 3.19 19.76 -0.23 16.35 19.40 0.76 NOV10 12300 3.35 19.40 -0.24 15.44 18.80 0.75 NOV10 12400 3.44 18.80 -0.25 14.83 19.01 0.73 NOV10 12500 3.83 19.01 -0.27 14.53 19.97 0.71 NOV10 12600 4.53 19.97 -0.29 13.92 20.04 0.69 NOV10 12700 4.92 20.04 -0.31 13.32 20.10 0.67 NOV10 12800 5.32 20.10 -0.33 12.48 19.52 0.66 NOV10 12900 5.48 19.52 -0.34 11.70 19.07 0.64 NOV10 13000 5.70 19.07 -0.36 11.23 19.31 0.62 NOV10 13100 6.23 19.31 -0.38 10.37 18.59 0.61 NOV10 13200 6.37 18.59 -0.39 9.75 18.39 0.59 NOV10 13300 6.75 18.39 -0.41 9.37 18.71 0.57 NOV10 13400 7.37 18.71 -0.43 8.68 18.27 0.55 NOV10 13500 7.68 18.27 -0.45 8.25 18.40 0.53 NOV10 13600 8.25 18.40 -0.47 7.82 18.46 0.51 NOV10 13700 8.82 18.46 -0.49 7.04 17.70 0.49 NOV10 13800 9.04 17.70 -0.51 6.66 17.80 0.47 NOV10 13900 9.66 17.80 -0.53 6.19 17.63 0.45 NOV10 14000 10.19 17.63 -0.55 6.14 18.40 0.44 NOV10 14100 11.14 18.40 -0.56 6.01 18.94 0.42 NOV10 14200 12.01 18.94 -0.58 5.90 19.50 0.41 NOV10 14300 12.90 19.50 -0.59 5.79 20.04 0.40 NOV10 14400 13.79 20.04 -0.60 5.74 20.66 0.39 NOV10 14500 14.74 20.66 -0.61 5.64 21.17 0.38 NOV10 14600 15.64 21.17 -0.62 5.39 21.31 0.36 NOV10 14700 16.39 21.31 -0.64 5.15 21.43 0.35 NOV10 14800 17.15 21.43 -0.65 4.92 21.56 0.34 NOV10 14900 17.92 21.56 -0.66 4.11 20.19 0.31 NOV10 15000 18.11 20.19 -0.69 3.96 20.43 0.30 NOV10 15100 18.96 20.43 -0.70 3.93 20.97 0.29 NOV10 15200 19.93 20.97 -0.71 3.90 21.49 0.28 NOV10 15300 20.90 21.49 -0.72 3.87 22.01 0.28 NOV10 15400 21.87 22.01 -0.72 3.84 22.51 0.27 NOV10 15500 22.84 22.51 -0.73 3.80 22.96 0.27 NOV10 15600 23.80 22.96 -0.73 3.75 23.37 0.26 NOV10 15700 24.75 23.37 -0.74 3.72 23.85 0.25 NOV10 15800 25.72 23.85 -0.75 3.25 23.05 0.23 NOV10 15900 26.25 23.05 -0.77 2.66 21.79 0.21 NOV10 16000 26.66 21.79 -0.79 2.61 22.14 0.20 NOV10 16100 27.61 22.14 -0.80 2.58 22.51 0.20 NOV10 16200 28.58 22.51 -0.80 2.55 22.91 0.19 NOV10 16300 29.55 22.91 -0.81 2.53 23.30 0.19 NOV10 16400 30.53 23.30 -0.81 2.51 23.71 0.19 NOV10 16500 31.51 23.71 -0.81 2.46 24.00 0.18 NOV10 16600 32.46 24.00 -0.82 2.41 24.28 0.18 NOV10 16700 33.41 24.28 -0.82 2.36 24.55 0.17 NOV10 16800 34.36 24.55 -0.83 2.31 24.81 0.17 NOV10 16900 35.31 24.81 -0.83 2.26 25.06 0.17 NOV10 17000 36.26 25.06 -0.83 2.21 25.30 0.16 NOV10 17100 37.21 25.30 -0.84 2.16 25.53 0.16 NOV10 17200 38.16 25.53 -0.84 2.11 25.76 0.15 NOV10 17300 39.11 25.76 -0.85 2.06 25.97 0.15 NOV10 17400 40.06 25.97 -0.85 2.04 26.29 0.15 NOV10 17500 41.04 26.29 -0.85 2.02 26.61 0.14 NOV10 17600 42.02 26.61 -0.86 2.00 26.91 0.14 NOV10 17700 43.00 26.91 -0.86 1.98 27.22 0.14 NOV10 17800 43.98 27.22 -0.86 1.96 27.51 0.14 NOV10 17900 44.96 27.51 -0.86 1.94 27.81 0.14 NOV10 18000 45.94 27.81 -0.86 1.92 28.09 0.13 NOV10 18100 46.92 28.09 -0.87 1.90 28.38 0.13 NOV10 18200 47.90 28.38 -0.87 1.85 28.54 0.13 NOV10 18300 48.85 28.54 -0.87 1.80 28.68 0.12 NOV10 18400 49.80 28.68 -0.88 1.75 28.80 0.12 NOV10 18500 50.75 28.80 -0.88 1.69 28.91 0.12 NOV10 18600 51.69 28.91 -0.88 1.65 29.04 0.11 NOV10 18700 52.65 29.04 -0.89 1.61 29.20 0.11 NOV10 18800 53.61 29.20 -0.89 1.56 29.29 0.11 NOV10 18900 54.56 29.29 -0.89 1.51 29.41 0.11 NOV10 19000 55.51 29.41 -0.89 1.47 29.53 0.10 NOV10 19100 56.47 29.53 -0.90 1.43 29.66 0.10 NOV10 19200 57.43 29.66 -0.90 1.39 29.76 0.10 NOV10 19300 58.39 29.76 -0.90 1.36 29.93 0.10 NOV10 19400 59.36 29.93 -0.90 1.32 30.03 0.09 NOV10 19500 60.32 30.03 -0.91 1.30 30.20 0.09 NOV10 19600 61.30 30.20 -0.91 1.26 30.33 0.09 NOV10 19700 62.26 30.33 -0.91 1.23 30.46 0.09 NOV10 19800 63.23 30.46 -0.91 1.20 30.54 0.08 NOV10 19900 64.20 30.54 -0.92 1.13 30.46 0.08 NOV10 20000 65.13 30.46 -0.92 1.07 30.36 0.08 NOV10 20100 66.07 30.36 -0.92 1.03 30.41 0.07 NOV10 20200 67.03 30.41 -0.93 1.00 30.51 0.07 NOV10 20300 68.00 30.51 -0.93 0.97 30.61 0.07 NOV10 20400 68.97 30.61 -0.93 0.95 30.71 0.07 NOV10 20500 69.95 30.71 -0.93 0.91 30.76 0.07 NOV10 20600 70.91 30.76 -0.93 0.89 30.86 0.06 NOV10 20700 71.89 30.86 -0.94 0.88 31.07 0.06 NOV10 20800 72.88 31.07 -0.94 0.87 31.28 0.06 NOV10 20900 73.87 31.28 -0.94 0.83 31.25 0.06 NOV10 21000 74.83 31.25 -0.94 0.81 31.34 0.06 NOV10 21100 75.81 31.34 -0.94 0.78 31.38 0.06 NOV10 21200 76.78 31.38 -0.94 0.76 31.44 0.06 NOV10 21300 77.76 31.44 -0.94 0.74 31.53 0.05 NOV10 21400 78.74 31.53 -0.95 0.71 31.57 0.05 NOV10 21500 79.71 31.57 -0.95 0.68 31.57 0.05 NOV10 21600 80.68 31.57 -0.95 0.66 31.63 0.05 NOV10 21700 81.66 31.63 -0.95 0.65 31.72 0.05 NOV10 21800 82.65 31.72 -0.95 0.63 31.79 0.05 NOV10 21900 83.63 31.79 -0.95 0.60 31.76 0.04 NOV10 22000 84.60 31.76 -0.96 0.57 31.76 0.04 NOV10 22100 85.57 31.76 -0.96 0.56 31.82 0.04 NOV10 22200 86.56 31.82 -0.96 0.53 31.81 0.04 NOV10 22300 87.53 31.81 -0.96 0.52 31.87 0.04 NOV10 22400 88.52 31.87 -0.96 0.49 31.79 0.04 NOV10 22500 89.49 31.79 -0.96 0.47 31.79 0.04 NOV10 22600 90.47 31.79 -0.96 0.45 31.76 0.03 NOV10 22700 91.45 31.76 -0.97 0.43 31.73 0.03 NOV10 22800 92.43 31.73 -0.97 0.41 31.70 0.03 NOV10 22900 93.41 31.70 -0.97 0.39 31.73 0.03 NOV10 23000 94.39 31.73 -0.97 0.37 31.64 0.03 NOV10 23100 95.37 31.64 -0.97 0.35 31.64 0.03 NOV10 23200 96.35 31.64 -0.97 0.34 31.61 0.03 NOV10 23300 97.34 31.61 -0.97 0.32 31.58 0.03 NOV10 23400 98.32 31.58 -0.97 0.30 31.52 0.02 NOV10 23500 99.30 31.52 -0.98 0.29 31.55 0.02 NOV10 23600 100.29 31.55 -0.98 0.28 31.55 0.02 NOV10 23700 101.28 31.55 -0.98 0.27 31.52 0.02 NOV10 23800 102.27 31.52 -0.98 0.25 31.49 0.02 NOV10 23900 103.25 31.49 -0.98 0.24 31.50 0.02 NOV10 24000 104.24 31.50 -0.98 0.24 31.56 0.02 NOV10 24100 105.24 31.56 -0.98 0.23 31.56 0.02 NOV10 24200 106.23 31.56 -0.98 0.22 31.56 0.02 NOV10 24300 107.22 31.56 -0.98 0.21 31.56 0.02 NOV10 24400 108.21 31.56 -0.98 0.20 31.56 0.02 NOV10 24500 109.20 31.56 -0.98 0.19 31.56 0.02 NOV10 24600 110.19 31.56 -0.98 0.18 31.56 0.02 NOV10 24700 111.18 31.56 -0.98 0.17 31.56 0.02 NOV10 24800 112.17 31.56 -0.98 0.17 31.56 0.01 NOV10 24900 113.17 31.56 -0.99 0.16 31.56 0.01 NOV10 25000 114.16 31.56 -0.99 0.15 31.56 0.01 NOV10 25100 115.15 31.56 -0.99 0.15 31.56 0.01 NOV10 25200 116.15 31.56 -0.99 0.14 31.56 0.01 NOV10 25300 117.14 31.56 -0.99 0.13 31.56 0.01 NOV10 25400 118.13 31.56 -0.99 0.13 31.56 0.01 NOV10 25500 119.13 31.56 -0.99 0.12 31.56 0.01 NOV10 25600 120.12 31.56 -0.99 0.12 31.56 0.01 NOV10 25700 121.12 31.56 -0.99 0.11 31.56 0.01 NOV10 25800 122.11 31.56 -0.99 0.11 31.56 0.01 NOV10 25900 123.11 31.56 -0.99 0.10 31.56 0.01 NOV10 26000 124.10 31.56 -0.99 0.10 31.56 0.01 NOV10 26100 125.10 31.56 -0.99 0.10 31.56 0.01 NOV10 26200 126.10 31.56 -0.99 0.09 31.56 0.01 NOV10 26300 127.09 31.56 -0.99 0.09 31.56 0.01 NOV10 26400 128.09 31.56 -0.99 0.08 31.56 0.01 NOV10 26500 129.08 31.56 -0.99 0.08 31.62 0.01 NOV10 26700 131.08 31.62 -0.99 0.07 31.60 0.01 NOV10 26800 132.07 31.60 -0.99 0.07 31.63 0.01 NOV10 26900 133.07 31.63 -0.99 0.07 31.61 0.01 NOV10 27000 134.07 31.61 -0.99 0.07 31.63 0.01 NOV10 27100 135.07 31.63 -0.99 0.06 31.63 0.01 NOV10 27200 136.06 31.63 -0.99 0.06 31.65 0.01 NOV10 27300 137.06 31.65 -0.99 0.06 31.65 0.01 NOV10 27400 138.06 31.65 -0.99 0.06 31.65 0.01 NOV10 27500 139.06 31.65 -0.99 0.05 31.65 0.01 NOV10 27600 140.05 31.65 -0.99 0.05 31.65 0.00 NOV10 27700 141.05 31.65 -1.00 0.05 31.65 0.00 NOV10 27800 142.05 31.65 -1.00 0.05 31.65 0.00 NOV10 27900 143.05 31.65 -1.00 0.04 31.65 0.00 NOV10 28000 144.04 31.65 -1.00 0.04 31.65 0.00 NOV10 28100 145.04 31.65 -1.00 0.04 31.65 0.00 NOV10 28200 146.04 31.65 -1.00 0.04 31.65 0.00 NOV10 28300 147.04 31.65 -1.00 0.04 31.65 0.00 NOV10 28400 148.04 31.65 -1.00 0.04 31.65 0.00 NOV10 28500 149.04 31.65 -1.00 0.03 31.65 0.00 NOV10 28600 150.03 31.65 -1.00 0.03 31.65 0.00 NOV10 28700 151.03 31.65 -1.00 0.03 31.65 0.00 NOV10 28800 152.03 31.65 -1.00 0.03 31.65 0.00 NOV10 28900 153.03 31.65 -1.00 0.03 31.65 0.00 NOV10 29000 154.03 31.65 -1.00 0.03 31.65 0.00 NOV10 29100 155.03 31.65 -1.00 0.03 31.62 0.00 NOV10 29200 156.03 31.62 -1.00 0.03 31.68 0.00 NOV10 29300 157.03 31.68 -1.00 0.02 31.68 0.00 NOV10 29400 158.02 31.68 -1.00 0.02 31.68 0.00 NOV10 29500 159.02 31.68 -1.00 0.02 31.68 0.00 NOV10 29600 160.02 31.68 -1.00 0.02 31.68 0.00 NOV10 29700 161.02 31.68 -1.00 0.02 31.68 0.00 NOV10 29800 162.02 31.68 -1.00 0.02 31.68 0.00 NOV10 29900 163.02 31.68 -1.00 0.02 31.54 0.00 NOV10 30000 164.02 31.54 -1.00 +++ OPTION BLE (OBM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 38.10 16.23 0.99 JAN11 10000 0.10 16.23 -0.01 37.12 16.31 0.98 JAN11 10100 0.12 16.31 -0.02 36.15 16.33 0.98 JAN11 10200 0.15 16.33 -0.02 35.18 16.35 0.98 JAN11 10300 0.18 16.35 -0.02 34.21 16.37 0.97 JAN11 10400 0.21 16.37 -0.03 33.26 16.41 0.97 JAN11 10500 0.26 16.41 -0.03 32.31 16.51 0.96 JAN11 10600 0.31 16.51 -0.04 31.38 16.62 0.96 JAN11 10700 0.38 16.62 -0.04 30.46 16.78 0.95 JAN11 10800 0.46 16.78 -0.05 29.55 16.93 0.94 JAN11 10900 0.55 16.93 -0.06 28.67 17.20 0.93 JAN11 11000 0.67 17.20 -0.07 27.80 17.37 0.92 JAN11 11100 0.80 17.37 -0.08 26.94 17.58 0.91 JAN11 11200 0.94 17.58 -0.09 26.09 17.71 0.90 JAN11 11300 1.09 17.71 -0.10 25.26 17.87 0.89 JAN11 11400 1.26 17.87 -0.11 24.43 17.96 0.88 JAN11 11500 1.43 17.96 -0.12 23.61 18.03 0.87 JAN11 11600 1.61 18.03 -0.13 22.81 18.12 0.86 JAN11 11700 1.81 18.12 -0.14 22.04 18.25 0.84 JAN11 11800 2.04 18.25 -0.16 21.27 18.33 0.83 JAN11 11900 2.27 18.33 -0.17 20.52 18.40 0.82 JAN11 12000 2.52 18.40 -0.18 19.82 18.57 0.80 JAN11 12100 2.82 18.57 -0.20 19.10 18.64 0.79 JAN11 12200 3.10 18.64 -0.21 18.40 18.71 0.77 JAN11 12300 3.40 18.71 -0.23 17.72 18.79 0.76 JAN11 12400 3.72 18.79 -0.24 17.05 18.86 0.74 JAN11 12500 4.05 18.86 -0.26 16.39 18.90 0.73 JAN11 12600 4.39 18.90 -0.27 15.80 19.06 0.71 JAN11 12700 4.80 19.06 -0.29 15.20 19.15 0.70 JAN11 12800 5.20 19.15 -0.30 14.59 19.17 0.68 JAN11 12900 5.59 19.17 -0.32 13.98 19.17 0.66 JAN11 13000 5.98 19.17 -0.34 13.39 19.17 0.65 JAN11 13100 6.39 19.17 -0.35 12.82 19.17 0.63 JAN11 13200 6.82 19.17 -0.37 12.26 19.17 0.62 JAN11 13300 7.26 19.17 -0.38 11.72 19.17 0.60 JAN11 13400 7.72 19.17 -0.40 11.20 19.17 0.58 JAN11 13500 8.20 19.17 -0.42 10.69 19.17 0.57 JAN11 13600 8.69 19.17 -0.43 10.20 19.17 0.55 JAN11 13700 9.20 19.17 -0.45 9.73 19.17 0.54 JAN11 13800 9.73 19.17 -0.46 9.27 19.17 0.52 JAN11 13900 10.27 19.17 -0.48 8.83 19.17 0.50 JAN11 14000 10.83 19.17 -0.50 8.41 19.17 0.49 JAN11 14100 11.41 19.17 -0.51 8.01 19.19 0.47 JAN11 14200 12.01 19.19 -0.53 7.60 19.17 0.46 JAN11 14300 12.60 19.17 -0.54 7.23 19.17 0.44 JAN11 14400 13.23 19.17 -0.56 6.86 19.17 0.42 JAN11 14500 13.86 19.17 -0.58 6.51 19.17 0.41 JAN11 14600 14.51 19.17 -0.59 6.18 19.17 0.39 JAN11 14700 15.18 19.17 -0.61 5.86 19.17 0.38 JAN11 14800 15.86 19.17 -0.62 5.55 19.17 0.37 JAN11 14900 16.55 19.17 -0.63 5.26 19.17 0.35 JAN11 15000 17.26 19.17 -0.65 4.97 19.17 0.34 JAN11 15100 17.97 19.17 -0.66 4.70 19.17 0.32 JAN11 15200 18.70 19.17 -0.68 4.45 19.17 0.31 JAN11 15300 19.45 19.17 -0.69 4.20 19.17 0.30 JAN11 15400 20.20 19.17 -0.70 3.97 19.17 0.29 JAN11 15500 20.97 19.17 -0.71 3.75 19.17 0.27 JAN11 15600 21.75 19.17 -0.73 3.53 19.17 0.26 JAN11 15700 22.53 19.17 -0.74 3.33 19.17 0.25 JAN11 15800 23.33 19.17 -0.75 3.14 19.17 0.24 JAN11 15900 24.14 19.17 -0.76 2.96 19.17 0.23 JAN11 16000 24.96 19.17 -0.77 2.79 19.17 0.22 JAN11 16100 25.79 19.17 -0.78 2.62 19.17 0.21 JAN11 16200 26.62 19.17 -0.79 2.47 19.17 0.20 JAN11 16300 27.47 19.17 -0.80 2.32 19.17 0.19 JAN11 16400 28.32 19.17 -0.81 2.18 19.17 0.18 JAN11 16500 29.18 19.17 -0.82 2.05 19.17 0.17 JAN11 16600 30.05 19.17 -0.83 1.92 19.17 0.16 JAN11 16700 30.92 19.17 -0.84 1.80 19.17 0.15 JAN11 16800 31.80 19.17 -0.85 1.69 19.17 0.15 JAN11 16900 32.69 19.17 -0.85 1.58 19.17 0.14 JAN11 17000 33.58 19.17 -0.86 1.48 19.17 0.13 JAN11 17100 34.48 19.17 -0.87 1.39 19.17 0.12 JAN11 17200 35.39 19.17 -0.88 1.30 19.17 0.12 JAN11 17300 36.30 19.17 -0.88 1.22 19.17 0.11 JAN11 17400 37.22 19.17 -0.89 1.15 19.21 0.11 JAN11 17500 38.15 19.21 -0.89 1.10 19.32 0.10 JAN11 17600 39.10 19.32 -0.90 1.04 19.39 0.10 JAN11 17700 40.04 19.39 -0.90 1.01 19.54 0.09 JAN11 17800 41.01 19.54 -0.91 0.98 19.72 0.09 JAN11 17900 41.98 19.72 -0.91 0.95 19.87 0.09 JAN11 18000 42.95 19.87 -0.91 0.91 19.98 0.08 JAN11 18100 43.91 19.98 -0.92 0.89 20.17 0.08 JAN11 18200 44.89 20.17 -0.92 0.85 20.28 0.08 JAN11 18300 45.85 20.28 -0.92 0.83 20.42 0.08 JAN11 18400 46.83 20.42 -0.92 0.80 20.57 0.07 JAN11 18500 47.80 20.57 -0.93 0.77 20.68 0.07 JAN11 18600 48.77 20.68 -0.93 0.76 20.87 0.07 JAN11 18700 49.76 20.87 -0.93 0.72 20.94 0.07 JAN11 18800 50.72 20.94 -0.93 0.70 21.05 0.06 JAN11 18900 51.70 21.05 -0.94 0.68 21.19 0.06 JAN11 19000 52.68 21.19 -0.94 0.66 21.35 0.06 JAN11 19100 53.66 21.35 -0.94 0.63 21.40 0.06 JAN11 19200 54.63 21.40 -0.94 0.60 21.45 0.06 JAN11 19300 55.60 21.45 -0.94 0.57 21.50 0.05 JAN11 19400 56.57 21.50 -0.95 0.54 21.56 0.05 JAN11 19500 57.54 21.56 -0.95 0.52 21.62 0.05 JAN11 19600 58.52 21.62 -0.95 0.50 21.68 0.05 JAN11 19700 59.50 21.68 -0.95 0.47 21.74 0.04 JAN11 19800 60.47 21.74 -0.96 0.45 21.81 0.04 JAN11 19900 61.45 21.81 -0.96 0.45 21.99 0.04 JAN11 20000 62.45 21.99 -0.96 +++ OPTION BLE (OBM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 22.84 19.20 0.81 MAR11 12000 3.09 19.20 -0.19 22.10 19.20 0.80 MAR11 12100 3.35 19.20 -0.20 21.36 19.20 0.79 MAR11 12200 3.61 19.20 -0.21 20.64 19.20 0.77 MAR11 12300 3.89 19.20 -0.23 19.93 19.19 0.76 MAR11 12400 4.18 19.19 -0.24 19.24 19.18 0.75 MAR11 12500 4.49 19.18 -0.25 18.64 19.35 0.73 MAR11 12600 4.89 19.35 -0.27 17.98 19.36 0.72 MAR11 12700 5.23 19.36 -0.28 17.33 19.34 0.71 MAR11 12800 5.58 19.34 -0.29 16.71 19.35 0.69 MAR11 12900 5.96 19.35 -0.31 16.09 19.34 0.68 MAR11 13000 6.34 19.34 -0.32 15.48 19.33 0.67 MAR11 13100 6.73 19.33 -0.33 14.90 19.33 0.65 MAR11 13200 7.15 19.33 -0.35 14.33 19.33 0.64 MAR11 13300 7.58 19.33 -0.36 13.77 19.33 0.62 MAR11 13400 8.02 19.33 -0.38 13.23 19.33 0.61 MAR11 13500 8.48 19.33 -0.39 12.73 19.37 0.59 MAR11 13600 8.98 19.37 -0.41 12.22 19.36 0.58 MAR11 13700 9.47 19.36 -0.42 11.76 19.43 0.56 MAR11 13800 10.01 19.43 -0.44 10.81 18.58 0.55 MAR11 13900 10.06 18.58 -0.45 9.84 17.70 0.53 MAR11 14000 10.09 17.70 -0.47 9.77 18.37 0.52 MAR11 14100 11.02 18.37 -0.48 9.65 18.93 0.50 MAR11 14200 11.90 18.93 -0.50 9.53 19.47 0.49 MAR11 14300 12.78 19.47 -0.51 9.29 19.76 0.48 MAR11 14400 13.54 19.76 -0.52 8.89 19.76 0.47 MAR11 14500 14.14 19.76 -0.53 8.51 19.76 0.45 MAR11 14600 14.76 19.76 -0.55 8.17 19.81 0.44 MAR11 14700 15.42 19.81 -0.56 7.82 19.81 0.43 MAR11 14800 16.07 19.81 -0.57 7.54 19.93 0.41 MAR11 14900 16.79 19.93 -0.59 7.21 19.93 0.40 MAR11 15000 17.46 19.93 -0.60 6.91 19.97 0.39 MAR11 15100 18.16 19.97 -0.61 6.60 19.97 0.38 MAR11 15200 18.85 19.97 -0.62 6.30 19.97 0.36 MAR11 15300 19.55 19.97 -0.64 6.02 19.97 0.35 MAR11 15400 20.27 19.97 -0.65 5.74 19.97 0.34 MAR11 15500 20.99 19.97 -0.66 5.48 19.97 0.33 MAR11 15600 21.73 19.97 -0.67 5.22 19.97 0.32 MAR11 15700 22.47 19.97 -0.68 4.98 19.97 0.31 MAR11 15800 23.23 19.97 -0.69 4.81 20.10 0.30 MAR11 15900 24.06 20.10 -0.70 4.58 20.10 0.29 MAR11 16000 24.83 20.10 -0.71 4.37 20.10 0.28 MAR11 16100 25.62 20.10 -0.72 4.15 20.08 0.27 MAR11 16200 26.40 20.08 -0.73 3.95 20.08 0.26 MAR11 16300 27.20 20.08 -0.74 3.79 20.15 0.25 MAR11 16400 28.04 20.15 -0.75 3.61 20.15 0.24 MAR11 16500 28.86 20.15 -0.76 3.43 20.15 0.23 MAR11 16600 29.68 20.15 -0.77 3.26 20.15 0.22 MAR11 16700 30.51 20.15 -0.78 3.10 20.15 0.21 MAR11 16800 31.35 20.15 -0.79 2.95 20.15 0.20 MAR11 16900 32.20 20.15 -0.80 2.80 20.15 0.19 MAR11 17000 33.05 20.15 -0.81 2.78 20.45 0.19 MAR11 17100 34.03 20.45 -0.81 2.71 20.63 0.19 MAR11 17200 34.96 20.63 -0.81 2.57 20.63 0.18 MAR11 17300 35.82 20.63 -0.82 2.52 20.84 0.17 MAR11 17400 36.77 20.84 -0.83 2.43 20.91 0.17 MAR11 17500 37.68 20.91 -0.83 2.31 20.91 0.16 MAR11 17600 38.56 20.91 -0.84 2.23 21.01 0.16 MAR11 17700 39.48 21.01 -0.84 2.16 21.13 0.15 MAR11 17800 40.41 21.13 -0.85 2.06 21.15 0.15 MAR11 17900 41.31 21.15 -0.85 1.96 21.15 0.14 MAR11 18000 42.21 21.15 -0.86 1.86 21.15 0.14 MAR11 18100 43.11 21.15 -0.86 1.77 21.15 0.13 MAR11 18200 44.02 21.15 -0.87 1.68 21.15 0.12 MAR11 18300 44.93 21.15 -0.88 1.60 21.15 0.12 MAR11 18400 45.85 21.15 -0.88 1.52 21.15 0.11 MAR11 18500 46.77 21.15 -0.89 1.44 21.15 0.11 MAR11 18600 47.69 21.15 -0.89 1.38 21.19 0.11 MAR11 18700 48.63 21.19 -0.89 1.37 21.43 0.10 MAR11 18800 49.62 21.43 -0.90 1.34 21.58 0.10 MAR11 18900 50.59 21.58 -0.90 1.31 21.71 0.10 MAR11 19000 51.56 21.71 -0.90 1.24 21.71 0.09 MAR11 19100 52.49 21.71 -0.91 1.18 21.71 0.09 MAR11 19200 53.43 21.71 -0.91 1.12 21.71 0.09 MAR11 19300 54.37 21.71 -0.91 1.07 21.71 0.08 MAR11 19400 55.32 21.71 -0.92 1.01 21.71 0.08 MAR11 19500 56.26 21.71 -0.92 0.96 21.71 0.08 MAR11 19600 57.21 21.71 -0.92 0.92 21.71 0.07 MAR11 19700 58.17 21.71 -0.93 0.87 21.71 0.07 MAR11 19800 59.12 21.71 -0.93 0.83 21.71 0.07 MAR11 19900 60.08 21.71 -0.93 0.78 21.71 0.06 MAR11 20000 61.03 21.71 -0.94 +++ OPTION BLE (OBM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 24.84 18.21 0.83 MAY11 12000 2.84 18.21 -0.17 24.09 18.25 0.82 MAY11 12100 3.09 18.25 -0.18 23.35 18.29 0.81 MAY11 12200 3.35 18.29 -0.19 22.63 18.34 0.79 MAY11 12300 3.63 18.34 -0.21 21.93 18.39 0.78 MAY11 12400 3.93 18.39 -0.22 21.23 18.41 0.77 MAY11 12500 4.23 18.41 -0.23 20.59 18.53 0.76 MAY11 12600 4.59 18.53 -0.24 19.98 18.68 0.74 MAY11 12700 4.98 18.68 -0.26 19.34 18.72 0.73 MAY11 12800 5.34 18.72 -0.27 18.70 18.75 0.72 MAY11 12900 5.70 18.75 -0.28 18.07 18.77 0.70 MAY11 13000 6.07 18.77 -0.30 17.47 18.80 0.69 MAY11 13100 6.47 18.80 -0.31 16.89 18.85 0.68 MAY11 13200 6.89 18.85 -0.32 16.33 18.92 0.66 MAY11 13300 7.33 18.92 -0.34 15.82 19.03 0.65 MAY11 13400 7.82 19.03 -0.35 15.27 19.05 0.64 MAY11 13500 8.27 19.05 -0.36 14.74 19.09 0.62 MAY11 13600 8.74 19.09 -0.38 14.24 19.15 0.61 MAY11 13700 9.24 19.15 -0.39 13.77 19.23 0.60 MAY11 13800 9.77 19.23 -0.40 13.30 19.28 0.58 MAY11 13900 10.30 19.28 -0.42 12.85 19.35 0.57 MAY11 14000 10.85 19.35 -0.43 12.45 19.49 0.56 MAY11 14100 11.45 19.49 -0.44 12.08 19.64 0.54 MAY11 14200 12.08 19.64 -0.46 11.69 19.74 0.53 MAY11 14300 12.69 19.74 -0.47 11.37 19.93 0.52 MAY11 14400 13.37 19.93 -0.48 10.99 20.00 0.51 MAY11 14500 13.99 20.00 -0.49 10.59 20.03 0.49 MAY11 14600 14.59 20.03 -0.51 10.28 20.17 0.48 MAY11 14700 15.28 20.17 -0.52 9.92 20.22 0.47 MAY11 14800 15.92 20.22 -0.53 9.59 20.29 0.46 MAY11 14900 16.59 20.29 -0.54 9.28 20.39 0.45 MAY11 15000 17.28 20.39 -0.55 8.94 20.41 0.43 MAY11 15100 17.94 20.41 -0.57 8.66 20.51 0.42 MAY11 15200 18.66 20.51 -0.58 8.39 20.61 0.41 MAY11 15300 19.39 20.61 -0.59 8.13 20.73 0.40 MAY11 15400 20.13 20.73 -0.60 7.92 20.90 0.39 MAY11 15500 20.92 20.90 -0.61 7.69 21.02 0.38 MAY11 15600 21.69 21.02 -0.62 7.46 21.14 0.37 MAY11 15700 22.46 21.14 -0.63 7.22 21.21 0.36 MAY11 15800 23.22 21.21 -0.64 7.01 21.33 0.36 MAY11 15900 24.01 21.33 -0.64 6.80 21.43 0.35 MAY11 16000 24.80 21.43 -0.65 6.55 21.45 0.34 MAY11 16100 25.55 21.45 -0.66 6.36 21.57 0.33 MAY11 16200 26.36 21.57 -0.67 6.19 21.69 0.32 MAY11 16300 27.19 21.69 -0.68 6.05 21.87 0.31 MAY11 16400 28.05 21.87 -0.69 5.88 21.99 0.31 MAY11 16500 28.88 21.99 -0.69 5.75 22.16 0.30 MAY11 16600 29.75 22.16 -0.70 5.62 22.33 0.29 MAY11 16700 30.62 22.33 -0.71 5.48 22.47 0.29 MAY11 16800 31.48 22.47 -0.71 5.31 22.54 0.28 MAY11 16900 32.31 22.54 -0.72 5.19 22.69 0.27 MAY11 17000 33.19 22.69 -0.73 5.01 22.72 0.26 MAY11 17100 34.01 22.72 -0.74 4.89 22.84 0.26 MAY11 17200 34.89 22.84 -0.74 4.76 22.96 0.25 MAY11 17300 35.76 22.96 -0.75 4.60 22.99 0.25 MAY11 17400 36.60 22.99 -0.75 4.46 23.06 0.24 MAY11 17500 37.46 23.06 -0.76 4.30 23.06 0.23 MAY11 17600 38.30 23.06 -0.77 4.20 23.20 0.23 MAY11 17700 39.20 23.20 -0.77 4.07 23.25 0.22 MAY11 17800 40.07 23.25 -0.78 3.98 23.38 0.22 MAY11 17900 40.98 23.38 -0.78 3.90 23.53 0.21 MAY11 18000 41.90 23.53 -0.79 3.80 23.63 0.21 MAY11 18100 42.80 23.63 -0.79 3.68 23.68 0.20 MAY11 18200 43.68 23.68 -0.80 3.60 23.82 0.20 MAY11 18300 44.60 23.82 -0.80 3.49 23.87 0.19 MAY11 18400 45.49 23.87 -0.81 3.39 23.92 0.19 MAY11 18500 46.39 23.92 -0.81 3.28 23.97 0.18 MAY11 18600 47.28 23.97 -0.82 3.21 24.09 0.18 MAY11 18700 48.21 24.09 -0.82 3.12 24.16 0.17 MAY11 18800 49.12 24.16 -0.83 3.05 24.26 0.17 MAY11 18900 50.05 24.26 -0.83 3.02 24.46 0.17 MAY11 19000 51.02 24.46 -0.83 2.99 24.67 0.17 MAY11 19100 51.99 24.67 -0.83 2.94 24.81 0.16 MAY11 19200 52.94 24.81 -0.84 2.89 24.96 0.16 MAY11 19300 53.89 24.96 -0.84 2.82 25.06 0.16 MAY11 19400 54.82 25.06 -0.84 2.80 25.26 0.15 MAY11 19500 55.80 25.26 -0.85 2.80 25.52 0.15 MAY11 19600 56.80 25.52 -0.85 2.74 25.64 0.15 MAY11 19700 57.74 25.64 -0.85 2.68 25.71 0.15 MAY11 19800 58.68 25.71 -0.85 2.61 25.78 0.14 MAY11 19900 59.61 25.78 -0.86 2.53 25.81 0.14 MAY11 20000 60.53 25.81 -0.86 1.40 26.40 0.08 MAY11 22000 79.40 26.40 -0.92 +++ OPTION BLE (OBM/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.16 10.63 0.95 AUG11 12000 0.41 10.63 -0.05 26.45 11.62 0.93 AUG11 12100 0.70 11.62 -0.07 25.80 12.53 0.90 AUG11 12200 1.05 12.53 -0.10 25.21 13.37 0.88 AUG11 12300 1.46 13.37 -0.12 24.66 14.14 0.86 AUG11 12400 1.91 14.14 -0.14 24.15 14.84 0.84 AUG11 12500 2.40 14.84 -0.16 23.66 15.49 0.82 AUG11 12600 2.91 15.49 -0.18 23.18 16.08 0.80 AUG11 12700 3.43 16.08 -0.20 22.72 16.62 0.78 AUG11 12800 3.97 16.62 -0.22 22.27 17.11 0.77 AUG11 12900 4.52 17.11 -0.23 21.82 17.55 0.75 AUG11 13000 5.07 17.55 -0.25 21.37 17.96 0.74 AUG11 13100 5.62 17.96 -0.26 20.93 18.32 0.72 AUG11 13200 6.18 18.32 -0.28 20.49 18.65 0.71 AUG11 13300 6.74 18.65 -0.29 20.05 18.94 0.70 AUG11 13400 7.30 18.94 -0.30 19.60 19.21 0.68 AUG11 13500 7.85 19.21 -0.32 19.16 19.44 0.67 AUG11 13600 8.41 19.44 -0.33 18.72 19.66 0.66 AUG11 13700 8.97 19.66 -0.34 18.28 19.85 0.65 AUG11 13800 9.53 19.85 -0.35 17.87 20.06 0.64 AUG11 13900 10.12 20.06 -0.36 17.38 20.13 0.62 AUG11 14000 10.63 20.13 -0.38 16.95 20.27 0.61 AUG11 14100 11.20 20.27 -0.39 16.55 20.42 0.60 AUG11 14200 11.80 20.42 -0.40 16.11 20.52 0.59 AUG11 14300 12.36 20.52 -0.41 15.76 20.71 0.58 AUG11 14400 13.01 20.71 -0.42 15.33 20.78 0.57 AUG11 14500 13.58 20.78 -0.43 14.89 20.81 0.56 AUG11 14600 14.14 20.81 -0.44 14.53 20.95 0.55 AUG11 14700 14.78 20.95 -0.45 14.12 21.00 0.54 AUG11 14800 15.37 21.00 -0.46 13.74 21.07 0.53 AUG11 14900 15.99 21.07 -0.47 13.39 21.17 0.52 AUG11 15000 16.64 21.17 -0.48 12.99 21.19 0.51 AUG11 15100 17.24 21.19 -0.49 12.66 21.29 0.50 AUG11 15200 17.91 21.29 -0.50 12.34 21.39 0.49 AUG11 15300 18.59 21.39 -0.51 12.05 21.51 0.48 AUG11 15400 19.30 21.51 -0.52 11.79 21.68 0.47 AUG11 15500 20.04 21.68 -0.53 11.52 21.80 0.46 AUG11 15600 20.77 21.80 -0.54 11.25 21.92 0.45 AUG11 15700 21.50 21.92 -0.55 10.95 21.99 0.44 AUG11 15800 22.20 21.99 -0.56 10.70 22.11 0.43 AUG11 15900 22.95 22.11 -0.57 +++ OPTION COLZA (OCO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 74.25 12.85 1.00 MAY10 21500 0.01 12.85 0.00 71.75 12.90 1.00 MAY10 21750 0.01 12.90 0.00 69.25 12.95 1.00 MAY10 22000 0.01 12.95 0.00 66.75 12.90 1.00 MAY10 22250 0.01 12.90 0.00 64.25 12.75 1.00 MAY10 22500 0.01 12.75 0.00 61.75 12.90 1.00 MAY10 22750 0.01 12.90 0.00 59.25 12.76 1.00 MAY10 23000 0.01 12.76 0.00 56.75 12.86 1.00 MAY10 23250 0.01 12.86 0.00 54.25 12.97 1.00 MAY10 23500 0.01 12.97 0.00 51.75 13.07 1.00 MAY10 23750 0.01 13.07 0.00 49.25 12.92 1.00 MAY10 24000 0.01 12.92 0.00 46.75 12.95 1.00 MAY10 24250 0.01 12.95 0.00 44.26 12.95 1.00 MAY10 24500 0.01 12.95 0.00 41.76 12.94 1.00 MAY10 24750 0.01 12.94 0.00 39.27 12.96 1.00 MAY10 25000 0.02 12.96 0.00 36.79 12.96 0.99 MAY10 25250 0.04 12.96 -0.01 34.31 12.92 0.99 MAY10 25500 0.06 12.92 -0.01 31.85 12.89 0.98 MAY10 25750 0.10 12.89 -0.02 29.41 12.95 0.97 MAY10 26000 0.16 12.95 -0.03 27.00 12.99 0.96 MAY10 26250 0.25 12.99 -0.04 24.64 13.06 0.94 MAY10 26500 0.39 13.06 -0.06 22.32 13.06 0.92 MAY10 26750 0.57 13.06 -0.08 20.09 13.12 0.89 MAY10 27000 0.84 13.12 -0.11 17.93 13.18 0.86 MAY10 27250 1.18 13.18 -0.14 15.88 13.22 0.82 MAY10 27500 1.63 13.22 -0.18 13.95 13.29 0.78 MAY10 27750 2.20 13.29 -0.22 12.16 13.41 0.72 MAY10 28000 2.91 13.41 -0.28 10.49 13.45 0.67 MAY10 28250 3.74 13.45 -0.33 8.92 13.40 0.61 MAY10 28500 4.67 13.40 -0.39 7.57 13.51 0.55 MAY10 28750 5.82 13.51 -0.45 5.82 12.51 0.49 MAY10 29000 6.57 12.51 -0.51 5.27 13.62 0.44 MAY10 29250 8.52 13.62 -0.56 4.50 14.03 0.38 MAY10 29500 10.25 14.03 -0.62 3.82 14.38 0.34 MAY10 29750 12.07 14.38 -0.66 3.30 14.85 0.29 MAY10 30000 14.05 14.85 -0.71 2.83 15.26 0.26 MAY10 30250 16.08 15.26 -0.74 2.48 15.79 0.23 MAY10 30500 18.23 15.79 -0.77 2.30 16.63 0.21 MAY10 30750 20.55 16.63 -0.79 2.05 17.18 0.18 MAY10 31000 22.80 17.18 -0.82 1.89 17.90 0.17 MAY10 31250 25.14 17.90 -0.83 1.76 18.63 0.15 MAY10 31500 27.51 18.63 -0.85 1.60 19.20 0.14 MAY10 31750 29.85 19.20 -0.86 1.40 19.50 0.12 MAY10 32000 32.15 19.50 -0.88 1.26 19.95 0.11 MAY10 32250 34.51 19.95 -0.89 1.12 20.35 0.10 MAY10 32500 36.87 20.35 -0.90 0.96 20.51 0.09 MAY10 32750 39.21 20.51 -0.91 0.82 20.63 0.07 MAY10 33000 41.57 20.63 -0.93 0.69 20.72 0.06 MAY10 33250 43.94 20.72 -0.94 0.58 20.80 0.05 MAY10 33500 46.33 20.80 -0.95 0.47 20.81 0.05 MAY10 33750 48.72 20.81 -0.95 0.39 20.87 0.04 MAY10 34000 51.14 20.87 -0.96 0.32 20.88 0.03 MAY10 34250 53.57 20.88 -0.97 0.26 20.94 0.03 MAY10 34500 56.01 20.94 -0.97 0.22 20.99 0.02 MAY10 34750 58.47 20.99 -0.98 0.18 21.06 0.02 MAY10 35000 60.93 21.06 -0.98 0.15 21.11 0.02 MAY10 35250 63.40 21.11 -0.98 0.12 21.15 0.01 MAY10 35500 65.87 21.15 -0.99 0.10 21.20 0.01 MAY10 35750 68.35 21.20 -0.99 0.08 21.24 0.01 MAY10 36000 70.83 21.24 -0.99 0.06 21.29 0.01 MAY10 36250 73.31 21.29 -0.99 0.05 21.32 0.01 MAY10 36500 75.80 21.32 -0.99 0.04 21.36 0.01 MAY10 36750 78.29 21.36 -0.99 0.03 21.39 0.00 MAY10 37000 80.78 21.39 -1.00 0.03 21.42 0.00 MAY10 37250 83.28 21.42 -1.00 0.02 21.45 0.00 MAY10 37500 85.77 21.45 -1.00 0.02 21.47 0.00 MAY10 37750 88.27 21.47 -1.00 0.01 21.48 0.00 MAY10 38000 90.76 21.48 -1.00 0.01 21.50 0.00 MAY10 38250 93.26 21.50 -1.00 0.01 21.50 0.00 MAY10 38500 95.76 21.50 -1.00 0.01 21.51 0.00 MAY10 38750 98.26 21.51 -1.00 0.01 21.50 0.00 MAY10 39000 100.75 21.50 -1.00 0.01 21.50 0.00 MAY10 39250 103.25 21.50 -1.00 0.01 21.48 0.00 MAY10 39500 105.75 21.48 -1.00 0.01 21.46 0.00 MAY10 39750 108.25 21.46 -1.00 0.01 21.78 0.00 MAY10 40000 110.75 21.78 -1.00 +++ OPTION COLZA (OCO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 52.37 13.92 0.99 AUG10 23500 0.12 13.92 -0.01 49.91 13.92 0.98 AUG10 23750 0.16 13.92 -0.02 47.48 13.92 0.98 AUG10 24000 0.23 13.92 -0.02 45.05 13.92 0.97 AUG10 24250 0.30 13.92 -0.03 42.66 13.92 0.96 AUG10 24500 0.41 13.92 -0.04 40.28 13.92 0.95 AUG10 24750 0.53 13.92 -0.05 37.95 13.96 0.94 AUG10 25000 0.70 13.96 -0.06 35.66 14.01 0.93 AUG10 25250 0.91 14.01 -0.07 33.44 14.14 0.91 AUG10 25500 1.19 14.14 -0.09 31.31 14.32 0.89 AUG10 25750 1.56 14.32 -0.11 29.21 14.42 0.86 AUG10 26000 1.96 14.42 -0.14 27.16 14.48 0.84 AUG10 26250 2.41 14.48 -0.16 25.18 14.52 0.81 AUG10 26500 2.93 14.52 -0.19 23.28 14.58 0.79 AUG10 26750 3.53 14.58 -0.21 21.46 14.64 0.76 AUG10 27000 4.21 14.64 -0.24 19.72 14.68 0.72 AUG10 27250 4.97 14.68 -0.28 18.08 14.74 0.69 AUG10 27500 5.83 14.74 -0.31 16.56 14.86 0.66 AUG10 27750 6.81 14.86 -0.34 15.09 14.90 0.62 AUG10 28000 7.84 14.90 -0.38 13.72 14.97 0.59 AUG10 28250 8.97 14.97 -0.41 12.99 15.76 0.55 AUG10 28500 10.74 15.76 -0.45 11.99 16.07 0.52 AUG10 28750 12.24 16.07 -0.48 10.84 16.07 0.49 AUG10 29000 13.59 16.07 -0.51 9.83 16.15 0.45 AUG10 29250 15.08 16.15 -0.55 8.82 16.12 0.42 AUG10 29500 16.57 16.12 -0.58 8.05 16.31 0.39 AUG10 29750 18.30 16.31 -0.61 7.20 16.31 0.36 AUG10 30000 19.95 16.31 -0.64 6.24 16.04 0.33 AUG10 30250 21.49 16.04 -0.67 5.83 16.48 0.31 AUG10 30500 23.58 16.48 -0.69 5.22 16.53 0.28 AUG10 30750 25.47 16.53 -0.72 4.64 16.55 0.26 AUG10 31000 27.39 16.55 -0.74 4.14 16.62 0.24 AUG10 31250 29.39 16.62 -0.76 3.67 16.64 0.22 AUG10 31500 31.42 16.64 -0.78 3.23 16.64 0.19 AUG10 31750 33.48 16.64 -0.81 2.85 16.67 0.18 AUG10 32000 35.60 16.67 -0.82 2.51 16.70 0.16 AUG10 32250 37.76 16.70 -0.84 2.20 16.71 0.14 AUG10 32500 39.95 16.71 -0.86 1.93 16.74 0.13 AUG10 32750 42.18 16.74 -0.87 1.69 16.77 0.11 AUG10 33000 44.44 16.77 -0.89 1.48 16.82 0.10 AUG10 33250 46.73 16.82 -0.90 1.29 16.83 0.09 AUG10 33500 49.04 16.83 -0.91 1.14 16.90 0.08 AUG10 33750 51.39 16.90 -0.92 0.99 16.92 0.07 AUG10 34000 53.74 16.92 -0.93 0.87 17.02 0.06 AUG10 34250 56.12 17.02 -0.94 0.76 17.06 0.06 AUG10 34500 58.51 17.06 -0.94 0.66 17.09 0.05 AUG10 34750 60.91 17.09 -0.95 0.58 17.16 0.05 AUG10 35000 63.33 17.16 -0.95 0.49 17.14 0.04 AUG10 35250 65.74 17.14 -0.96 0.43 17.18 0.03 AUG10 35500 68.18 17.18 -0.97 +++ OPTION COLZA (OCO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 55.97 15.44 0.96 NOV10 23750 0.72 15.44 -0.04 53.62 15.44 0.95 NOV10 24000 0.87 15.44 -0.05 51.33 15.51 0.94 NOV10 24250 1.08 15.51 -0.06 49.06 15.56 0.93 NOV10 24500 1.31 15.56 -0.07 46.81 15.56 0.91 NOV10 24750 1.56 15.56 -0.09 44.60 15.56 0.90 NOV10 25000 1.85 15.56 -0.10 42.45 15.61 0.89 NOV10 25250 2.20 15.61 -0.11 40.32 15.61 0.87 NOV10 25500 2.57 15.61 -0.13 38.24 15.61 0.85 NOV10 25750 2.99 15.61 -0.15 36.23 15.65 0.84 NOV10 26000 3.48 15.65 -0.16 34.24 15.64 0.82 NOV10 26250 3.99 15.64 -0.18 32.37 15.72 0.80 NOV10 26500 4.62 15.72 -0.20 30.53 15.76 0.78 NOV10 26750 5.28 15.76 -0.22 28.77 15.82 0.75 NOV10 27000 6.02 15.82 -0.25 27.03 15.82 0.73 NOV10 27250 6.78 15.82 -0.27 25.35 15.82 0.71 NOV10 27500 7.60 15.82 -0.29 23.73 15.82 0.68 NOV10 27750 8.48 15.82 -0.32 22.18 15.82 0.66 NOV10 28000 9.43 15.82 -0.34 20.75 15.89 0.63 NOV10 28250 10.50 15.89 -0.37 19.38 15.94 0.61 NOV10 28500 11.63 15.94 -0.39 17.85 15.75 0.58 NOV10 28750 12.60 15.75 -0.42 16.35 15.54 0.55 NOV10 29000 13.60 15.54 -0.45 14.97 15.37 0.53 NOV10 29250 14.72 15.37 -0.47 13.85 15.42 0.50 NOV10 29500 16.10 15.42 -0.50 12.81 15.47 0.48 NOV10 29750 17.56 15.47 -0.52 11.80 15.49 0.45 NOV10 30000 19.05 15.49 -0.55 10.89 15.55 0.42 NOV10 30250 20.64 15.55 -0.58 10.15 15.73 0.40 NOV10 30500 22.40 15.73 -0.60 9.55 16.00 0.38 NOV10 30750 24.30 16.00 -0.62 8.90 16.17 0.36 NOV10 31000 26.15 16.17 -0.64 8.33 16.37 0.34 NOV10 31250 28.08 16.37 -0.66 7.62 16.37 0.32 NOV10 31500 29.87 16.37 -0.68 6.97 16.37 0.30 NOV10 31750 31.72 16.37 -0.70 6.36 16.37 0.28 NOV10 32000 33.61 16.37 -0.72 5.80 16.37 0.26 NOV10 32250 35.55 16.37 -0.74 5.34 16.45 0.24 NOV10 32500 37.59 16.45 -0.76 4.88 16.49 0.23 NOV10 32750 39.63 16.49 -0.77 4.43 16.49 0.21 NOV10 33000 41.68 16.49 -0.79 4.02 16.49 0.19 NOV10 33250 43.77 16.49 -0.81 3.66 16.52 0.18 NOV10 33500 45.91 16.52 -0.82 3.33 16.56 0.17 NOV10 33750 48.08 16.56 -0.83 3.02 16.58 0.15 NOV10 34000 50.27 16.58 -0.85 2.74 16.61 0.14 NOV10 34250 52.49 16.61 -0.86 2.50 16.67 0.13 NOV10 34500 54.75 16.67 -0.87 2.29 16.73 0.12 NOV10 34750 57.04 16.73 -0.88 2.08 16.77 0.11 NOV10 35000 59.33 16.77 -0.89 1.87 16.77 0.10 NOV10 35250 61.62 16.77 -0.90 1.68 16.77 0.09 NOV10 35500 63.93 16.77 -0.91 1.52 16.82 0.09 NOV10 35750 66.27 16.82 -0.91 1.35 16.78 0.08 NOV10 36000 68.60 16.78 -0.92 +++ OPTION COLZA (OCO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 55.42 16.95 0.90 FEB11 24250 2.42 16.95 -0.10 53.27 16.95 0.89 FEB11 24500 2.77 16.95 -0.11 51.14 16.95 0.88 FEB11 24750 3.14 16.95 -0.12 49.06 16.95 0.86 FEB11 25000 3.56 16.95 -0.14 47.01 16.95 0.85 FEB11 25250 4.01 16.95 -0.15 45.01 16.95 0.84 FEB11 25500 4.51 16.95 -0.16 43.05 16.95 0.82 FEB11 25750 5.05 16.95 -0.18 41.13 16.95 0.81 FEB11 26000 5.63 16.95 -0.19 39.26 16.95 0.79 FEB11 26250 6.26 16.95 -0.21 37.44 16.95 0.77 FEB11 26500 6.94 16.95 -0.23 35.66 16.95 0.75 FEB11 26750 7.66 16.95 -0.25 33.93 16.95 0.74 FEB11 27000 8.43 16.95 -0.26 32.26 16.95 0.72 FEB11 27250 9.26 16.95 -0.28 30.63 16.95 0.70 FEB11 27500 10.13 16.95 -0.30 29.06 16.95 0.68 FEB11 27750 11.06 16.95 -0.32 27.54 16.95 0.66 FEB11 28000 12.04 16.95 -0.34 26.07 16.95 0.64 FEB11 28250 13.07 16.95 -0.36 24.66 16.95 0.62 FEB11 28500 14.16 16.95 -0.38 23.30 16.95 0.60 FEB11 28750 15.30 16.95 -0.40 21.99 16.95 0.58 FEB11 29000 16.49 16.95 -0.42 20.73 16.95 0.56 FEB11 29250 17.73 16.95 -0.44 19.53 16.95 0.54 FEB11 29500 19.03 16.95 -0.46 18.83 17.35 0.52 FEB11 29750 20.83 17.35 -0.48 18.65 18.16 0.50 FEB11 30000 23.15 18.16 -0.50 17.66 18.22 0.48 FEB11 30250 24.66 18.22 -0.52 16.78 18.33 0.46 FEB11 30500 26.28 18.33 -0.54 15.82 18.33 0.45 FEB11 30750 27.82 18.33 -0.55 14.89 18.33 0.43 FEB11 31000 29.39 18.33 -0.57 14.02 18.33 0.41 FEB11 31250 31.02 18.33 -0.59 13.18 18.33 0.39 FEB11 31500 32.68 18.33 -0.61 12.38 18.33 0.38 FEB11 31750 34.38 18.33 -0.62 11.63 18.33 0.36 FEB11 32000 36.13 18.33 -0.64 10.91 18.33 0.34 FEB11 32250 37.91 18.33 -0.66 10.22 18.33 0.33 FEB11 32500 39.72 18.33 -0.67 9.58 18.33 0.31 FEB11 32750 41.58 18.33 -0.69 8.96 18.33 0.30 FEB11 33000 43.46 18.33 -0.70 8.39 18.33 0.28 FEB11 33250 45.39 18.33 -0.72 +++ OPTION COLZA (OCO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 58.82 19.92 0.84 MAY11 24500 5.82 19.92 -0.16 56.87 19.92 0.83 MAY11 24750 6.37 19.92 -0.17 54.96 19.92 0.82 MAY11 25000 6.96 19.92 -0.18 53.08 19.92 0.81 MAY11 25250 7.58 19.92 -0.19 51.24 19.92 0.80 MAY11 25500 8.24 19.92 -0.20 49.43 19.92 0.78 MAY11 25750 8.93 19.92 -0.22 47.67 19.92 0.77 MAY11 26000 9.67 19.92 -0.23 45.94 19.92 0.76 MAY11 26250 10.44 19.92 -0.24 44.25 19.92 0.74 MAY11 26500 11.25 19.92 -0.26 42.60 19.92 0.73 MAY11 26750 12.10 19.92 -0.27 40.99 19.92 0.71 MAY11 27000 12.99 19.92 -0.29 39.42 19.92 0.70 MAY11 27250 13.92 19.92 -0.30 37.89 19.92 0.68 MAY11 27500 14.89 19.92 -0.32 36.40 19.92 0.67 MAY11 27750 15.90 19.92 -0.33 34.96 19.92 0.65 MAY11 28000 16.96 19.92 -0.35 33.55 19.92 0.64 MAY11 28250 18.05 19.92 -0.36 32.18 19.92 0.62 MAY11 28500 19.18 19.92 -0.38 30.85 19.92 0.61 MAY11 28750 20.35 19.92 -0.39 29.57 19.92 0.59 MAY11 29000 21.57 19.92 -0.41 28.32 19.92 0.58 MAY11 29250 22.82 19.92 -0.42 27.11 19.92 0.56 MAY11 29500 24.11 19.92 -0.44 25.94 19.92 0.55 MAY11 29750 25.44 19.92 -0.45 24.81 19.92 0.53 MAY11 30000 26.81 19.92 -0.47 23.72 19.92 0.52 MAY11 30250 28.22 19.92 -0.48 22.66 19.92 0.50 MAY11 30500 29.66 19.92 -0.50 21.65 19.92 0.49 MAY11 30750 31.15 19.92 -0.51 20.66 19.92 0.47 MAY11 31000 32.66 19.92 -0.53 19.72 19.92 0.46 MAY11 31250 34.22 19.92 -0.54 18.81 19.92 0.44 MAY11 31500 35.81 19.92 -0.56 17.93 19.92 0.43 MAY11 31750 37.43 19.92 -0.57 17.08 19.92 0.41 MAY11 32000 39.08 19.92 -0.59 16.27 19.92 0.40 MAY11 32250 40.77 19.92 -0.60 15.49 19.92 0.39 MAY11 32500 42.49 19.92 -0.61 14.74 19.92 0.37 MAY11 32750 44.24 19.92 -0.63 14.03 19.92 0.36 MAY11 33000 46.03 19.92 -0.64 13.34 19.92 0.35 MAY11 33250 47.84 19.92 -0.65 12.68 19.92 0.33 MAY11 33500 49.68 19.92 -0.67 12.05 19.92 0.32 MAY11 33750 51.55 19.92 -0.68 11.44 19.92 0.31 MAY11 34000 53.44 19.92 -0.69 10.86 19.92 0.30 MAY11 34250 55.36 19.92 -0.70 10.31 19.92 0.29 MAY11 34500 57.31 19.92 -0.71 9.78 19.92 0.27 MAY11 34750 59.28 19.92 -0.73 9.27 19.92 0.26 MAY11 35000 61.27 19.92 -0.74 +++ OPTION COLZA (OCO/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 59.98 19.92 0.82 AUG11 24750 7.73 19.92 -0.18 58.11 19.92 0.81 AUG11 25000 8.36 19.92 -0.19 56.28 19.92 0.80 AUG11 25250 9.03 19.92 -0.20 54.49 19.92 0.79 AUG11 25500 9.74 19.92 -0.21 52.72 19.92 0.78 AUG11 25750 10.47 19.92 -0.22 51.00 19.92 0.76 AUG11 26000 11.25 19.92 -0.24 49.31 19.92 0.75 AUG11 26250 12.06 19.92 -0.25 47.65 19.92 0.74 AUG11 26500 12.90 19.92 -0.26 46.03 19.92 0.72 AUG11 26750 13.78 19.92 -0.28 44.45 19.92 0.71 AUG11 27000 14.70 19.92 -0.29 42.91 19.92 0.70 AUG11 27250 15.66 19.92 -0.30 41.40 19.92 0.68 AUG11 27500 16.65 19.92 -0.32 39.93 19.92 0.67 AUG11 27750 17.68 19.92 -0.33 38.50 19.92 0.66 AUG11 28000 18.75 19.92 -0.34 37.10 19.92 0.64 AUG11 28250 19.85 19.92 -0.36 35.74 19.92 0.63 AUG11 28500 20.99 19.92 -0.37 34.41 19.92 0.62 AUG11 28750 22.16 19.92 -0.38 33.13 19.92 0.60 AUG11 29000 23.38 19.92 -0.40 31.88 19.92 0.59 AUG11 29250 24.63 19.92 -0.41 30.66 19.92 0.57 AUG11 29500 25.91 19.92 -0.43 29.48 19.92 0.56 AUG11 29750 27.23 19.92 -0.44 28.33 19.92 0.55 AUG11 30000 28.58 19.92 -0.45 27.22 19.92 0.53 AUG11 30250 29.97 19.92 -0.47 26.15 19.92 0.52 AUG11 30500 31.40 19.92 -0.48 25.10 19.92 0.50 AUG11 30750 32.85 19.92 -0.50 24.09 19.92 0.49 AUG11 31000 34.34 19.92 -0.51 23.12 19.92 0.48 AUG11 31250 35.87 19.92 -0.52 22.17 19.92 0.46 AUG11 31500 37.42 19.92 -0.54 21.26 19.92 0.45 AUG11 31750 39.01 19.92 -0.55 20.38 19.92 0.44 AUG11 32000 40.63 19.92 -0.56 19.52 19.92 0.43 AUG11 32250 42.27 19.92 -0.57 +++ Rapeseed Oil Options (OHC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 147.40 25.00 0.95 MAY10 90500 2.40 25.00 -0.05 142.70 25.00 0.94 MAY10 91000 2.70 25.00 -0.06 138.10 25.00 0.93 MAY10 91500 3.10 25.00 -0.07 133.50 25.00 0.92 MAY10 92000 3.50 25.00 -0.08 129.00 25.00 0.92 MAY10 92500 4.00 25.00 -0.08 124.50 25.00 0.91 MAY10 93000 4.50 25.00 -0.09 120.10 25.00 0.90 MAY10 93500 5.10 25.00 -0.10 115.70 25.00 0.89 MAY10 94000 5.70 25.00 -0.11 111.40 25.00 0.88 MAY10 94500 6.40 25.00 -0.12 107.20 25.00 0.86 MAY10 95000 7.20 25.00 -0.14 103.00 25.00 0.85 MAY10 95500 8.00 25.00 -0.15 98.90 25.00 0.84 MAY10 96000 8.90 25.00 -0.16 94.90 25.00 0.82 MAY10 96500 9.90 25.00 -0.18 90.90 25.00 0.81 MAY10 97000 10.90 25.00 -0.19 87.00 25.00 0.80 MAY10 97500 12.00 25.00 -0.20 83.20 25.00 0.78 MAY10 98000 13.20 25.00 -0.22 79.50 25.00 0.76 MAY10 98500 14.50 25.00 -0.24 75.90 25.00 0.75 MAY10 99000 15.90 25.00 -0.25 72.40 25.00 0.73 MAY10 99500 17.40 25.00 -0.27 +++ Rapeseed Oil Options (OHC/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 98.30 25.00 0.67 AUG10 99000 38.30 25.00 -0.33 95.20 25.00 0.66 AUG10 99500 40.20 25.00 -0.34 +++ OPTION MAIS (OMA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20.00 15.89 1.00 MAR10 11300 0.01 15.89 0.00 19.00 15.89 1.00 MAR10 11400 0.01 15.89 0.00 18.00 15.89 1.00 MAR10 11500 0.01 15.89 0.00 17.00 15.89 1.00 MAR10 11600 0.01 15.89 0.00 16.00 15.89 1.00 MAR10 11700 0.01 15.89 0.00 15.00 15.89 1.00 MAR10 11800 0.01 15.89 0.00 14.00 15.89 1.00 MAR10 11900 0.01 15.89 0.00 13.00 15.89 1.00 MAR10 12000 0.01 15.89 0.00 12.00 15.89 1.00 MAR10 12100 0.01 15.89 0.00 11.00 15.89 1.00 MAR10 12200 0.01 15.89 0.00 10.00 15.89 1.00 MAR10 12300 0.01 15.89 0.00 9.00 15.89 1.00 MAR10 12400 0.01 15.89 0.00 8.00 15.89 1.00 MAR10 12500 0.01 15.89 0.00 7.01 15.89 0.99 MAR10 12600 0.01 15.89 -0.01 6.02 15.89 0.98 MAR10 12700 0.02 15.89 -0.02 5.05 15.89 0.96 MAR10 12800 0.05 15.89 -0.04 4.11 15.89 0.92 MAR10 12900 0.11 15.89 -0.08 3.22 15.89 0.85 MAR10 13000 0.22 15.89 -0.15 2.42 15.89 0.76 MAR10 13100 0.42 15.89 -0.24 1.86 17.71 0.63 MAR10 13200 0.86 17.71 -0.37 1.17 15.89 0.50 MAR10 13300 1.17 15.89 -0.50 0.74 15.89 0.37 MAR10 13400 1.74 15.89 -0.63 0.44 15.89 0.25 MAR10 13500 2.44 15.89 -0.75 0.24 15.89 0.16 MAR10 13600 3.24 15.89 -0.84 0.12 15.89 0.09 MAR10 13700 4.12 15.89 -0.91 0.06 15.89 0.05 MAR10 13800 5.06 15.89 -0.95 0.03 15.89 0.02 MAR10 13900 6.03 15.89 -0.98 0.01 15.89 0.01 MAR10 14000 7.01 15.89 -0.99 0.01 15.89 0.00 MAR10 14100 8.00 15.89 -1.00 0.01 15.89 0.00 MAR10 14200 9.00 15.89 -1.00 0.01 15.89 0.00 MAR10 14300 10.00 15.89 -1.00 0.01 15.89 0.00 MAR10 14400 11.00 15.89 -1.00 0.01 15.89 0.00 MAR10 14500 12.00 15.89 -1.00 0.01 15.89 0.00 MAR10 14600 13.00 15.89 -1.00 0.01 15.89 0.00 MAR10 14700 14.00 15.89 -1.00 0.01 15.89 0.00 MAR10 14800 15.00 15.89 -1.00 0.01 15.89 0.00 MAR10 14900 16.00 15.89 -1.00 0.01 15.89 0.00 MAR10 15000 17.00 15.89 -1.00 0.01 15.89 0.00 MAR10 15100 18.00 15.89 -1.00 0.01 15.89 0.00 MAR10 15200 19.00 15.89 -1.00 0.01 15.89 0.00 MAR10 15300 20.00 15.89 -1.00 0.01 15.89 0.00 MAR10 15400 21.00 15.89 -1.00 0.01 15.89 0.00 MAR10 15500 22.00 15.89 -1.00 0.01 15.89 0.00 MAR10 15600 23.00 15.89 -1.00 0.01 15.89 0.00 MAR10 15700 24.00 15.89 -1.00 0.01 15.89 0.00 MAR10 15800 25.00 15.89 -1.00 0.01 15.89 0.00 MAR10 15900 26.00 15.89 -1.00 0.01 15.89 0.00 MAR10 16000 27.00 15.89 -1.00 0.01 15.89 0.00 MAR10 16100 28.00 15.89 -1.00 0.01 15.89 0.00 MAR10 16200 29.00 15.89 -1.00 0.01 15.89 0.00 MAR10 16300 30.00 15.89 -1.00 0.01 15.89 0.00 MAR10 16400 31.00 15.89 -1.00 0.01 15.89 0.00 MAR10 16500 32.00 15.89 -1.00 0.01 15.89 0.00 MAR10 16600 33.00 15.89 -1.00 0.01 15.89 0.00 MAR10 16700 34.00 15.89 -1.00 0.01 15.89 0.00 MAR10 16800 35.00 15.89 -1.00 0.01 15.89 0.00 MAR10 16900 36.00 15.89 -1.00 0.01 15.89 0.00 MAR10 17000 37.00 15.89 -1.00 0.01 15.89 0.00 MAR10 17100 38.00 15.89 -1.00 0.01 15.89 0.00 MAR10 17200 39.00 15.89 -1.00 0.01 15.89 0.00 MAR10 17300 40.00 15.89 -1.00 0.01 15.89 0.00 MAR10 17400 41.00 15.89 -1.00 0.01 15.89 0.00 MAR10 17500 42.00 15.89 -1.00 0.01 15.89 0.00 MAR10 17600 43.00 15.89 -1.00 0.01 15.89 0.00 MAR10 17700 44.00 15.89 -1.00 0.01 15.89 0.00 MAR10 17800 45.00 15.89 -1.00 0.01 15.89 0.00 MAR10 17900 46.00 15.89 -1.00 0.01 15.89 0.00 MAR10 18000 47.00 15.89 -1.00 0.01 15.89 0.00 MAR10 18100 48.00 15.89 -1.00 0.01 15.89 0.00 MAR10 18200 49.00 15.89 -1.00 0.01 15.89 0.00 MAR10 18300 50.00 15.89 -1.00 0.01 15.89 0.00 MAR10 18400 51.00 15.89 -1.00 0.01 15.89 0.00 MAR10 18500 52.00 15.89 -1.00 +++ OPTION MAIS (OMA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 20.96 21.55 0.93 JUN10 11600 0.46 21.55 -0.07 20.06 21.62 0.92 JUN10 11700 0.56 21.62 -0.08 19.16 21.67 0.91 JUN10 11800 0.66 21.67 -0.09 18.29 21.72 0.90 JUN10 11900 0.79 21.72 -0.10 17.43 21.77 0.88 JUN10 12000 0.93 21.77 -0.12 16.58 21.81 0.87 JUN10 12100 1.08 21.81 -0.13 15.75 21.85 0.85 JUN10 12200 1.25 21.85 -0.15 14.95 21.89 0.83 JUN10 12300 1.45 21.89 -0.17 14.16 21.93 0.82 JUN10 12400 1.66 21.93 -0.18 13.39 21.96 0.80 JUN10 12500 1.89 21.96 -0.20 12.65 21.99 0.78 JUN10 12600 2.15 21.99 -0.22 11.92 22.01 0.75 JUN10 12700 2.42 22.01 -0.25 11.23 22.04 0.73 JUN10 12800 2.73 22.04 -0.27 10.55 22.06 0.71 JUN10 12900 3.05 22.06 -0.29 9.91 22.13 0.68 JUN10 13000 3.41 22.13 -0.32 9.29 22.17 0.66 JUN10 13100 3.79 22.17 -0.34 8.70 22.22 0.64 JUN10 13200 4.20 22.22 -0.36 7.86 21.24 0.61 JUN10 13300 4.36 21.24 -0.39 6.93 19.89 0.59 JUN10 13400 4.43 19.89 -0.41 5.99 18.45 0.56 JUN10 13500 4.49 18.45 -0.44 5.66 19.09 0.53 JUN10 13600 5.16 19.09 -0.47 5.30 19.53 0.51 JUN10 13700 5.80 19.53 -0.49 5.08 20.33 0.48 JUN10 13800 6.58 20.33 -0.52 5.00 21.56 0.46 JUN10 13900 7.50 21.56 -0.54 4.90 22.66 0.44 JUN10 14000 8.40 22.66 -0.56 4.53 22.70 0.41 JUN10 14100 9.03 22.70 -0.59 4.21 22.82 0.39 JUN10 14200 9.71 22.82 -0.61 3.87 22.82 0.37 JUN10 14300 10.37 22.82 -0.63 3.56 22.82 0.35 JUN10 14400 11.06 22.82 -0.65 3.26 22.82 0.33 JUN10 14500 11.76 22.82 -0.67 2.99 22.82 0.31 JUN10 14600 12.49 22.82 -0.69 2.74 22.86 0.29 JUN10 14700 13.24 22.86 -0.71 2.50 22.86 0.27 JUN10 14800 14.00 22.86 -0.73 2.28 22.85 0.25 JUN10 14900 14.78 22.85 -0.75 2.07 22.86 0.23 JUN10 15000 15.57 22.86 -0.77 1.88 22.85 0.22 JUN10 15100 16.38 22.85 -0.78 1.71 22.85 0.20 JUN10 15200 17.21 22.85 -0.80 1.54 22.84 0.18 JUN10 15300 18.04 22.84 -0.82 1.40 22.83 0.17 JUN10 15400 18.90 22.83 -0.83 1.26 22.83 0.16 JUN10 15500 19.76 22.83 -0.84 1.13 22.82 0.14 JUN10 15600 20.63 22.82 -0.86 1.02 22.82 0.13 JUN10 15700 21.52 22.82 -0.87 0.92 22.82 0.12 JUN10 15800 22.42 22.82 -0.88 0.83 22.85 0.11 JUN10 15900 23.33 22.85 -0.89 0.74 22.85 0.10 JUN10 16000 24.24 22.85 -0.90 0.66 22.85 0.09 JUN10 16100 25.16 22.85 -0.91 0.59 22.85 0.08 JUN10 16200 26.09 22.85 -0.92 0.53 22.85 0.08 JUN10 16300 27.03 22.85 -0.92 0.47 22.85 0.07 JUN10 16400 27.97 22.85 -0.93 0.42 22.85 0.06 JUN10 16500 28.92 22.85 -0.94 0.37 22.85 0.06 JUN10 16600 29.87 22.85 -0.94 0.33 22.85 0.05 JUN10 16700 30.83 22.85 -0.95 0.29 22.85 0.05 JUN10 16800 31.79 22.85 -0.95 0.26 22.85 0.04 JUN10 16900 32.76 22.85 -0.96 0.23 22.85 0.04 JUN10 17000 33.73 22.85 -0.96 0.20 22.85 0.03 JUN10 17100 34.70 22.85 -0.97 0.18 22.85 0.03 JUN10 17200 35.68 22.85 -0.97 0.16 22.85 0.03 JUN10 17300 36.66 22.85 -0.97 0.14 22.85 0.02 JUN10 17400 37.64 22.85 -0.98 0.12 22.85 0.02 JUN10 17500 38.62 22.85 -0.98 +++ OPTION MAIS (OMA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 22.51 22.52 0.88 AUG10 11800 1.26 22.52 -0.12 21.66 22.52 0.87 AUG10 11900 1.41 22.52 -0.13 20.83 22.52 0.86 AUG10 12000 1.58 22.52 -0.14 20.01 22.52 0.85 AUG10 12100 1.76 22.52 -0.15 19.21 22.52 0.83 AUG10 12200 1.96 22.52 -0.17 18.43 22.52 0.82 AUG10 12300 2.18 22.52 -0.18 17.66 22.52 0.80 AUG10 12400 2.41 22.52 -0.20 16.91 22.52 0.79 AUG10 12500 2.66 22.52 -0.21 16.17 22.52 0.77 AUG10 12600 2.92 22.52 -0.23 15.45 22.52 0.76 AUG10 12700 3.20 22.52 -0.24 14.76 22.52 0.74 AUG10 12800 3.51 22.52 -0.26 14.08 22.52 0.72 AUG10 12900 3.83 22.52 -0.28 13.41 22.52 0.70 AUG10 13000 4.16 22.52 -0.30 12.77 22.52 0.69 AUG10 13100 4.52 22.52 -0.31 12.15 22.52 0.67 AUG10 13200 4.90 22.52 -0.33 11.55 22.52 0.65 AUG10 13300 5.30 22.52 -0.35 10.96 22.52 0.63 AUG10 13400 5.71 22.52 -0.37 10.40 22.52 0.61 AUG10 13500 6.15 22.52 -0.39 9.86 22.52 0.59 AUG10 13600 6.61 22.52 -0.41 9.33 22.52 0.57 AUG10 13700 7.08 22.52 -0.43 8.83 22.52 0.55 AUG10 13800 7.58 22.52 -0.45 7.95 21.45 0.53 AUG10 13900 7.70 21.45 -0.47 7.05 20.27 0.51 AUG10 14000 7.80 20.27 -0.49 6.90 21.06 0.49 AUG10 14100 8.65 21.06 -0.51 6.74 21.81 0.47 AUG10 14200 9.49 21.81 -0.53 6.59 22.52 0.46 AUG10 14300 10.34 22.52 -0.54 6.20 22.52 0.44 AUG10 14400 10.95 22.52 -0.56 5.83 22.52 0.42 AUG10 14500 11.58 22.52 -0.58 5.47 22.52 0.40 AUG10 14600 12.22 22.52 -0.60 5.13 22.52 0.39 AUG10 14700 12.88 22.52 -0.61 4.81 22.52 0.37 AUG10 14800 13.56 22.52 -0.63 4.51 22.52 0.35 AUG10 14900 14.26 22.52 -0.65 4.22 22.52 0.33 AUG10 15000 14.97 22.52 -0.67 3.94 22.52 0.32 AUG10 15100 15.69 22.52 -0.68 3.68 22.52 0.30 AUG10 15200 16.43 22.52 -0.70 3.44 22.52 0.29 AUG10 15300 17.19 22.52 -0.71 3.20 22.52 0.27 AUG10 15400 17.95 22.52 -0.73 2.99 22.52 0.26 AUG10 15500 18.74 22.52 -0.74 2.78 22.52 0.24 AUG10 15600 19.53 22.52 -0.76 2.58 22.52 0.23 AUG10 15700 20.33 22.52 -0.77 2.40 22.52 0.22 AUG10 15800 21.15 22.52 -0.78 2.23 22.52 0.21 AUG10 15900 21.98 22.52 -0.79 2.07 22.52 0.19 AUG10 16000 22.82 22.52 -0.81 1.92 22.52 0.18 AUG10 16100 23.67 22.52 -0.82 1.78 22.52 0.17 AUG10 16200 24.53 22.52 -0.83 1.64 22.52 0.16 AUG10 16300 25.39 22.52 -0.84 1.52 22.52 0.15 AUG10 16400 26.27 22.52 -0.85 1.41 22.52 0.14 AUG10 16500 27.16 22.52 -0.86 1.30 22.52 0.13 AUG10 16600 28.05 22.52 -0.87 1.20 22.52 0.12 AUG10 16700 28.95 22.52 -0.88 1.10 22.52 0.12 AUG10 16800 29.85 22.52 -0.88 1.02 22.52 0.11 AUG10 16900 30.77 22.52 -0.89 0.94 22.52 0.10 AUG10 17000 31.69 22.52 -0.90 0.86 22.52 0.09 AUG10 17100 32.61 22.52 -0.91 0.79 22.52 0.09 AUG10 17200 33.54 22.52 -0.91 0.73 22.52 0.08 AUG10 17300 34.48 22.52 -0.92 0.67 22.52 0.08 AUG10 17400 35.42 22.52 -0.92 0.61 22.52 0.07 AUG10 17500 36.36 22.52 -0.93 +++ OPTION MAIS (OMA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 24.22 32.44 0.74 NOV10 12000 6.72 32.44 -0.26 23.58 32.44 0.73 NOV10 12100 7.08 32.44 -0.27 22.95 32.44 0.72 NOV10 12200 7.45 32.44 -0.28 22.33 32.44 0.71 NOV10 12300 7.83 32.44 -0.29 21.73 32.44 0.70 NOV10 12400 8.23 32.44 -0.30 21.13 32.44 0.69 NOV10 12500 8.63 32.44 -0.31 20.55 32.44 0.68 NOV10 12600 9.05 32.44 -0.32 19.98 32.44 0.67 NOV10 12700 9.48 32.44 -0.33 19.42 32.44 0.66 NOV10 12800 9.92 32.44 -0.34 18.88 32.44 0.65 NOV10 12900 10.38 32.44 -0.35 18.34 32.44 0.63 NOV10 13000 10.84 32.44 -0.37 17.82 32.44 0.62 NOV10 13100 11.32 32.44 -0.38 17.30 32.44 0.61 NOV10 13200 11.80 32.44 -0.39 16.80 32.44 0.60 NOV10 13300 12.30 32.44 -0.40 16.31 32.44 0.59 NOV10 13400 12.81 32.44 -0.41 15.83 32.44 0.58 NOV10 13500 13.33 32.44 -0.42 15.37 32.44 0.57 NOV10 13600 13.87 32.44 -0.43 14.91 32.44 0.56 NOV10 13700 14.41 32.44 -0.44 14.46 32.44 0.55 NOV10 13800 14.96 32.44 -0.45 14.03 32.44 0.54 NOV10 13900 15.53 32.44 -0.46 13.60 32.44 0.53 NOV10 14000 16.10 32.44 -0.47 13.18 32.44 0.52 NOV10 14100 16.68 32.44 -0.48 12.78 32.44 0.51 NOV10 14200 17.28 32.44 -0.49 12.39 32.44 0.50 NOV10 14300 17.89 32.44 -0.50 12.00 32.44 0.48 NOV10 14400 18.50 32.44 -0.52 11.63 32.44 0.47 NOV10 14500 19.13 32.44 -0.53 11.26 32.44 0.46 NOV10 14600 19.76 32.44 -0.54 10.91 32.44 0.45 NOV10 14700 20.41 32.44 -0.55 10.56 32.44 0.44 NOV10 14800 21.06 32.44 -0.56 10.22 32.44 0.43 NOV10 14900 21.72 32.44 -0.57 9.89 32.44 0.42 NOV10 15000 22.39 32.44 -0.58 9.58 32.44 0.42 NOV10 15100 23.08 32.44 -0.58 9.27 32.44 0.41 NOV10 15200 23.77 32.44 -0.59 8.96 32.44 0.40 NOV10 15300 24.46 32.44 -0.60 8.67 32.44 0.39 NOV10 15400 25.17 32.44 -0.61 8.38 32.43 0.38 NOV10 15500 25.88 32.43 -0.62 8.10 32.41 0.37 NOV10 15600 26.60 32.41 -0.63 7.83 32.41 0.36 NOV10 15700 27.33 32.41 -0.64 7.57 32.41 0.35 NOV10 15800 28.07 32.41 -0.65 7.31 32.41 0.34 NOV10 15900 28.81 32.41 -0.66 7.07 32.41 0.33 NOV10 16000 29.57 32.41 -0.67 6.83 32.41 0.32 NOV10 16100 30.33 32.41 -0.68 6.60 32.41 0.32 NOV10 16200 31.10 32.41 -0.68 6.37 32.41 0.31 NOV10 16300 31.87 32.41 -0.69 6.15 32.41 0.30 NOV10 16400 32.65 32.41 -0.70 5.94 32.41 0.29 NOV10 16500 33.44 32.41 -0.71 5.74 32.41 0.28 NOV10 16600 34.24 32.41 -0.72 5.54 32.41 0.28 NOV10 16700 35.04 32.41 -0.72 5.35 32.41 0.27 NOV10 16800 35.85 32.41 -0.73 5.17 32.43 0.26 NOV10 16900 36.67 32.43 -0.74 4.99 32.43 0.26 NOV10 17000 37.49 32.43 -0.74 4.81 32.43 0.25 NOV10 17100 38.31 32.43 -0.75 4.65 32.43 0.24 NOV10 17200 39.15 32.43 -0.76 4.48 32.43 0.24 NOV10 17300 39.98 32.43 -0.76 4.32 32.43 0.23 NOV10 17400 40.82 32.43 -0.77 4.17 32.43 0.22 NOV10 17500 41.67 32.43 -0.78 +++ OPTION MAIS (OMA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 33.05 34.22 0.80 JAN11 11500 6.05 34.22 -0.20 32.36 34.22 0.79 JAN11 11600 6.36 34.22 -0.21 31.68 34.22 0.78 JAN11 11700 6.68 34.22 -0.22 31.01 34.22 0.77 JAN11 11800 7.01 34.22 -0.23 30.35 34.22 0.76 JAN11 11900 7.35 34.22 -0.24 29.70 34.22 0.76 JAN11 12000 7.70 34.22 -0.24 29.05 34.22 0.75 JAN11 12100 8.05 34.22 -0.25 28.42 34.22 0.74 JAN11 12200 8.42 34.22 -0.26 27.80 34.22 0.73 JAN11 12300 8.80 34.22 -0.27 27.19 34.22 0.72 JAN11 12400 9.19 34.22 -0.28 26.59 34.22 0.71 JAN11 12500 9.59 34.22 -0.29 26.00 34.22 0.70 JAN11 12600 10.00 34.22 -0.30 25.41 34.22 0.70 JAN11 12700 10.41 34.22 -0.30 24.84 34.22 0.69 JAN11 12800 10.84 34.22 -0.31 24.28 34.22 0.68 JAN11 12900 11.28 34.22 -0.32 23.72 34.22 0.67 JAN11 13000 11.72 34.22 -0.33 23.18 34.22 0.66 JAN11 13100 12.18 34.22 -0.34 22.65 34.22 0.65 JAN11 13200 12.65 34.22 -0.35 22.12 34.22 0.64 JAN11 13300 13.12 34.22 -0.36 21.61 34.22 0.63 JAN11 13400 13.61 34.22 -0.37 21.10 34.22 0.62 JAN11 13500 14.10 34.22 -0.38 20.61 34.22 0.62 JAN11 13600 14.61 34.22 -0.38 20.12 34.22 0.61 JAN11 13700 15.12 34.22 -0.39 19.64 34.22 0.60 JAN11 13800 15.64 34.22 -0.40 19.17 34.22 0.59 JAN11 13900 16.17 34.22 -0.41 18.71 34.22 0.58 JAN11 14000 16.71 34.22 -0.42 18.26 34.22 0.57 JAN11 14100 17.26 34.22 -0.43 17.82 34.22 0.56 JAN11 14200 17.82 34.22 -0.44 17.39 34.22 0.55 JAN11 14300 18.39 34.22 -0.45 16.96 34.22 0.55 JAN11 14400 18.96 34.22 -0.45 16.55 34.22 0.54 JAN11 14500 19.55 34.22 -0.46 16.14 34.22 0.53 JAN11 14600 20.14 34.22 -0.47 15.74 34.22 0.52 JAN11 14700 20.74 34.22 -0.48 15.35 34.22 0.51 JAN11 14800 21.35 34.22 -0.49 14.97 34.22 0.50 JAN11 14900 21.97 34.22 -0.50 14.60 34.22 0.49 JAN11 15000 22.60 34.22 -0.51 14.23 34.22 0.49 JAN11 15100 23.23 34.22 -0.51 13.87 34.22 0.48 JAN11 15200 23.87 34.22 -0.52 13.52 34.22 0.47 JAN11 15300 24.52 34.22 -0.53 13.18 34.22 0.46 JAN11 15400 25.18 34.22 -0.54 12.84 34.22 0.45 JAN11 15500 25.84 34.22 -0.55 12.51 34.22 0.44 JAN11 15600 26.51 34.22 -0.56 12.19 34.22 0.44 JAN11 15700 27.19 34.22 -0.56 11.88 34.22 0.43 JAN11 15800 27.88 34.22 -0.57 11.57 34.22 0.42 JAN11 15900 28.57 34.22 -0.58 11.27 34.22 0.41 JAN11 16000 29.27 34.22 -0.59 +++ OPTION MAIS (OMA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.13 34.22 0.69 MAR11 12600 11.63 34.22 -0.31 26.57 34.22 0.69 MAR11 12700 12.07 34.22 -0.31 26.02 34.22 0.68 MAR11 12800 12.52 34.22 -0.32 25.48 34.22 0.67 MAR11 12900 12.98 34.22 -0.33 24.94 34.22 0.66 MAR11 13000 13.44 34.22 -0.34 24.42 34.22 0.65 MAR11 13100 13.92 34.22 -0.35 23.90 34.22 0.65 MAR11 13200 14.40 34.22 -0.35 23.40 34.22 0.64 MAR11 13300 14.90 34.22 -0.36 22.90 34.22 0.63 MAR11 13400 15.40 34.22 -0.37 22.41 34.22 0.62 MAR11 13500 15.91 34.22 -0.38 21.93 34.22 0.61 MAR11 13600 16.43 34.22 -0.39 21.46 34.22 0.61 MAR11 13700 16.96 34.22 -0.39 20.99 34.22 0.60 MAR11 13800 17.49 34.22 -0.40 20.54 34.22 0.59 MAR11 13900 18.04 34.22 -0.41 20.09 34.22 0.58 MAR11 14000 18.59 34.22 -0.42 19.65 34.22 0.57 MAR11 14100 19.15 34.22 -0.43 19.22 34.22 0.56 MAR11 14200 19.72 34.22 -0.44 18.79 34.22 0.56 MAR11 14300 20.29 34.22 -0.44 18.38 34.22 0.55 MAR11 14400 20.88 34.22 -0.45 17.97 34.22 0.54 MAR11 14500 21.47 34.22 -0.46 17.57 34.22 0.53 MAR11 14600 22.07 34.22 -0.47 17.18 34.22 0.53 MAR11 14700 22.68 34.22 -0.47 16.79 34.22 0.52 MAR11 14800 23.29 34.22 -0.48 16.42 34.22 0.51 MAR11 14900 23.92 34.22 -0.49 16.05 34.22 0.50 MAR11 15000 24.55 34.22 -0.50 15.68 34.22 0.49 MAR11 15100 25.18 34.22 -0.51 15.33 34.22 0.49 MAR11 15200 25.83 34.22 -0.51 14.98 34.22 0.48 MAR11 15300 26.48 34.22 -0.52 14.64 34.22 0.47 MAR11 15400 27.14 34.22 -0.53 14.30 34.22 0.46 MAR11 15500 27.80 34.22 -0.54 13.98 34.22 0.46 MAR11 15600 28.48 34.22 -0.54 13.66 34.22 0.45 MAR11 15700 29.16 34.22 -0.55 13.34 34.22 0.44 MAR11 15800 29.84 34.22 -0.56 13.03 34.22 0.43 MAR11 15900 30.53 34.22 -0.57 12.73 34.22 0.43 MAR11 16000 31.23 34.22 -0.57 +++ OPTION MAIS (OMA/O) +++ CALLS PUTS Settlement Volatility Delta Expiry Strike Settlement Volatility Delta ---------- ---------- ------ ------- --------- ---------- ---------- ------ 27.62 34.22 0.66 JUN11 13200 15.62 34.22 -0.34 27.11 34.22 0.66 JUN11 13300 16.11 34.22 -0.34 26.61 34.22 0.65 JUN11 13400 16.61 34.22 -0.35 26.11 34.22 0.64 JUN11 13500 17.11 34.22 -0.36 25.63 34.22 0.63 JUN11 13600 17.63 34.22 -0.37 25.15 34.22 0.63 JUN11 13700 18.15 34.22 -0.37 24.68 34.22 0.62 JUN11 13800 18.68 34.22 -0.38 24.21 34.22 0.61 JUN11 13900 19.21 34.22 -0.39 23.76 34.22 0.60 JUN11 14000 19.76 34.22 -0.40 23.31 34.22 0.60 JUN11 14100 20.31 34.22 -0.40 22.87 34.22 0.59 JUN11 14200 20.87 34.22 -0.41 22.43 34.22 0.58 JUN11 14300 21.43 34.22 -0.42 22.01 34.22 0.58 JUN11 14400 22.01 34.22 -0.42 21.59 34.22 0.57 JUN11 14500 22.59 34.22 -0.43 21.17 34.22 0.56 JUN11 14600 23.17 34.22 -0.44 20.77 34.22 0.56 JUN11 14700 23.77 34.22 -0.44 20.37 34.22 0.55 JUN11 14800 24.37 34.22 -0.45 19.98 34.22 0.54 JUN11 14900 24.98 34.22 -0.46 19.59 34.22 0.53 JUN11 15000 25.59 34.22 -0.47 19.21 34.22 0.53 JUN11 15100 26.21 34.22 -0.47 18.84 34.22 0.52 JUN11 15200 26.84 34.22 -0.48 18.47 34.22 0.51 JUN11 15300 27.47 34.22 -0.49 18.11 34.22 0.51 JUN11 15400 28.11 34.22 -0.49 17.76 34.22 0.50 JUN11 15500 28.76 34.22 -0.50 17.41 34.22 0.49 JUN11 15600 29.41 34.22 -0.51 17.07 34.22 0.49 JUN11 15700 30.07 34.22 -0.51 16.73 34.22 0.48 JUN11 15800 30.73 34.22 -0.52 16.40 34.22 0.47 JUN11 15900 31.40 34.22 -0.53 16.08 34.22 0.47 JUN11 16000 32.08 34.22 -0.53