Equity Index Options 15:07 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Bel 20 Index Option (BXO) Indicative a-t-m Vol 16.89 Underlying Price 2493.30 Time to expiry: 22 Days Jan 10 494.71 0.98 42.00 0| 0 0 0 2000 395.09 0.98 34.96 0| 0 0 0 2100 296.04 0.96 28.72 0| 10 10 +10 2200 198.99 0.92 23.71 0| 0 0 0 2300 152.11 0.87 21.37 0| 0 0 0 2350 108.27 0.79 19.54 0| 0 0 0 2400 88.03 0.73 18.71 0| 0 0 0 2425 69.41 0.66 17.97 0| 2 2 +2 2450 52.79 0.58 17.30 0| 0 0 0 2475 34.50 38.55 0.48 16.73 34.50 34.50 10| 10 20 -10 2500 26.79 0.39 16.20 0| 0 0 0 2525 17.70 0.29 15.76 0| 0 0 0 2550 6.58 0.14 15.12 0| 0 0 0 2600 2.02 0.05 14.80 0| 0 0 0 2650 0.55 0.02 14.80 0| 0 0 0 2700 0.05 0.00 15.77 0| 0 0 0 2800 0.01 0.00 18.00 0| 0 0 0 2900 Total 10| 22 32 +2 Indicative a-t-m Vol 18.91 Underlying Price 2495.30 Time to expiry: 57 Days Feb 10 403.28 0.94 29.39 0| 0 0 0 2100 309.27 0.89 26.59 0| 0 0 0 2200 219.74 0.82 23.83 0| 0 0 0 2300 138.34 0.69 21.12 0| 0 0 0 2400 102.51 0.61 19.81 0| 0 0 0 2450 72.30 0.50 18.81 0| 0 0 0 2500 47.60 0.39 17.88 0| 0 1 0 2550 29.90 0.29 17.33 0| 0 2 0 2600 10.99 0.13 17.18 0| 0 0 0 2700 1.15 0.02 14.19 0| 0 0 0 2800 0.14 0.00 13.80 0| 0 0 0 2900 Total 0| 0 3 0 Indicative a-t-m Vol 19.84 Underlying Price 2496.85 Time to expiry: 85 Days Mar 10 1095.05 1.00 34.00 0| 0 0 0 1400 896.45 0.99 38.56 0| 0 0 0 1600 700.48 0.97 36.56 0| 0 0 0 1800 603.66 0.96 34.46 0| 0 0 0 1900 507.53 0.94 31.74 0| 0 0 0 2000 413.32 0.90 29.08 0| 0 0 0 2100 322.23 0.85 26.52 0| 0 200 0 2200 236.40 0.78 24.12 0| 0 0 0 2300 158.44 0.67 21.76 0| 0 0 0 2400 124.02 0.59 20.69 0| 0 0 0 2450 93.86 0.51 19.76 0| 0 15 0 2500 Equity Index Options 15:07 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 68.69 0.43 19.03 0| 0 0 0 2550 47.65 0.34 18.26 0| 0 0 0 2600 19.98 0.18 17.10 0| 0 0 0 2700 7.02 0.08 16.38 0| 0 15 0 2800 0.74 0.01 16.28 0| 0 0 0 3000 0.17 0.00 18.02 0| 0 0 0 3200 Total 0| 0 230 0 Indicative a-t-m Vol 21.31 Underlying Price 2452.30 Time to expiry: 176 Days Jun 10 1248.17 0.99 45.00 0| 0 0 0 1200 859.47 0.96 37.81 0| 0 0 0 1600 669.96 0.93 33.48 0| 0 0 0 1800 487.69 0.86 29.36 0| 0 0 0 2000 318.80 0.76 25.49 0| 0 0 0 2200 243.05 0.68 23.74 0| 0 0 0 2300 175.29 0.59 22.06 0| 0 1 0 2400 118.54 0.48 20.62 0| 0 0 0 2500 74.53 0.36 19.43 0| 0 2 0 2600 43.52 0.25 18.51 0| 0 20 0 2700 21.84 0.15 17.38 0| 0 58 0 2800 3.97 0.04 15.85 0| 0 40 0 3000 0.46 0.01 14.85 0| 0 130 0 3200 0.01 0.00 14.35 0| 0 10 0 3600 Total 0| 0 261 0 Indicative a-t-m Vol 22.27 Underlying Price 2453.30 Time to expiry: 267 Days Sep 10 685.55 0.90 32.22 0| 0 0 0 1800 514.95 0.83 29.47 0| 0 0 0 2000 355.53 0.72 26.19 0| 0 0 0 2200 216.30 0.58 22.97 0| 0 0 0 2400 159.36 0.50 21.66 0| 0 0 0 2500 111.48 0.40 20.42 0| 0 0 0 2600 45.99 0.22 18.41 0| 0 0 0 2800 14.76 0.09 16.94 0| 0 0 0 3000 3.62 0.03 15.87 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 21.87 Underlying Price 2442.10 Time to expiry: 358 Days Dec 10 1247.75 0.96 46.55 0| 0 0 0 1200 1054.03 0.95 39.37 0| 0 0 0 1400 902.98 0.88 43.31 0| 0 0 0 1600 727.75 0.84 38.35 0| 0 0 0 1800 566.73 0.77 34.71 0| 0 0 0 2000 400.09 0.69 29.16 0| 0 0 0 2200 235.93 0.58 22.71 0| 0 0 0 2400 116.28 0.40 18.69 0| 0 0 0 2600 56.08 0.24 17.65 0| 0 0 0 2800 3.82 0.03 14.05 0| 0 0 0 3200 Equity Index Options 15:07 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 8.77 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 20.45 Underlying Price 2430.60 Time to expiry: 722 Days Dec 11 1663.89 0.94 73.17 0| 0 0 0 800 1257.43 0.92 45.62 0| 0 0 0 1200 904.24 0.86 35.22 0| 0 0 0 1600 560.30 0.76 26.00 0| 0 1,320 0 2000 404.81 0.68 22.41 0| 0 0 0 2200 285.04 0.58 20.71 0| 0 0 0 2400 183.94 0.45 18.96 0| 0 0 0 2600 112.02 0.33 17.79 0| 0 0 0 2800 29.40 0.13 15.57 0| 0 0 0 3200 Total 0| 0 1,320 0 Total Calls 10| 22 1,846 +2 | Equity Index Options 15:07 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Bel 20 Index Option (BXO) Indicative a-t-m Vol 16.89 Underlying Price 2493.30 Time to expiry: 22 Days Jan 10 1.56 -0.02 42.00 0| 0 0 0 2000 1.91 -0.02 34.96 0| 0 0 0 2100 2.82 -0.04 28.72 0| 0 240 0 2200 5.75 -0.08 23.71 0| 0 0 0 2300 8.85 -0.13 21.37 0| 0 0 0 2350 15.00 -0.21 19.54 0| 0 2 0 2400 19.75 -0.27 18.71 0| 0 0 0 2425 26.12 -0.34 17.97 0| 0 3 0 2450 33.50 34.50 -0.42 17.30 33.50 33.50 5| 0 5 0 2475 45.25 -0.52 16.73 0| 0 240 0 2500 58.48 -0.61 16.20 0| 0 0 0 2525 74.38 -0.71 15.76 0| 0 0 0 2550 113.25 -0.86 15.12 0| 0 0 0 2600 158.67 -0.95 14.80 0| 0 0 0 2650 207.19 -0.98 14.80 0| 0 0 0 2700 306.66 -1.00 15.77 0| 0 0 0 2800 406.59 -1.00 18.00 0| 0 0 0 2900 Total 5| 0 490 0 Indicative a-t-m Vol 18.91 Underlying Price 2495.30 Time to expiry: 57 Days Feb 10 8.35 -0.06 29.39 0| 0 0 0 2100 14.25 -0.11 26.59 0| 0 0 0 2200 24.62 -0.18 23.83 0| 0 0 0 2300 43.13 -0.31 21.12 0| 0 0 0 2400 57.25 -0.39 19.81 0| 0 2 0 2450 77.00 -0.50 18.81 0| 0 0 0 2500 102.25 -0.61 17.88 0| 0 0 0 2550 134.50 -0.71 17.33 0| 0 0 0 2600 215.50 -0.87 17.18 0| 0 0 0 2700 305.57 -0.98 14.19 0| 0 0 0 2800 404.46 -1.00 13.80 0| 0 0 0 2900 Total 0| 0 2 0 Indicative a-t-m Vol 19.84 Underlying Price 2496.85 Time to expiry: 85 Days Mar 10 0.02 0.00 34.00 0| 0 0 0 1400 1.08 -0.01 38.56 0| 0 20 0 1600 4.78 -0.03 36.56 0| 0 2 0 1800 5.00 7.80 -0.04 34.46 5.00 4.50 12| 0 34 0 1900 11.50 -0.06 31.74 0| 0 10 0 2000 13.50 17.13 -0.10 29.08 13.50 13.50 2| 0 122 0 2100 25.87 -0.15 26.52 0| 0 129 0 2200 35.00 39.87 -0.22 24.12 35.00 35.00 10| 0 24 0 2300 61.75 -0.33 21.76 0| 0 50 0 2400 77.25 -0.41 20.69 0| 0 0 0 2450 97.00 -0.49 19.76 0| 0 215 0 2500 121.75 -0.57 19.03 0| 0 0 0 2550 Equity Index Options 15:07 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 150.63 -0.66 18.26 0| 0 0 0 2600 222.79 -0.82 17.10 0| 0 0 0 2700 309.66 -0.92 16.38 0| 0 0 0 2800 503.05 -0.99 16.28 0| 0 0 0 3000 702.15 -1.00 18.02 0| 0 0 0 3200 Total 24| 0 606 0 Indicative a-t-m Vol 21.31 Underlying Price 2452.30 Time to expiry: 176 Days Jun 10 2.05 -0.01 45.00 0| 0 0 0 1200 11.37 -0.04 37.81 0| 0 0 0 1600 20.88 -0.07 33.48 0| 0 50 0 1800 37.62 -0.14 29.36 0| 0 0 0 2000 67.75 -0.24 25.49 0| 0 2 0 2200 91.50 -0.32 23.74 0| 0 0 0 2300 123.25 -0.41 22.06 0| 0 8 0 2400 166.00 -0.52 20.62 0| 0 150 0 2500 221.50 -0.64 19.43 0| 0 0 0 2600 290.00 -0.75 18.51 0| 0 0 0 2700 367.82 -0.85 17.38 0| 0 0 0 2800 548.97 -0.96 15.85 0| 0 0 0 3000 744.47 -0.99 14.85 0| 0 0 0 3200 1142.04 -1.00 14.35 0| 0 0 0 3600 Total 0| 0 210 0 Indicative a-t-m Vol 22.27 Underlying Price 2453.30 Time to expiry: 267 Days Sep 10 37.59 -0.10 32.22 0| 0 0 0 1800 65.35 -0.17 29.47 0| 0 0 0 2000 104.30 -0.28 26.19 0| 0 0 0 2200 163.44 -0.42 22.97 0| 0 0 0 2400 205.68 -0.50 21.66 0| 0 0 0 2500 256.98 -0.60 20.42 0| 0 0 0 2600 389.86 -0.78 18.41 0| 0 0 0 2800 556.99 -0.91 16.94 0| 0 0 0 3000 744.22 -0.97 15.87 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 21.87 Underlying Price 2442.10 Time to expiry: 358 Days Dec 10 20.51 -0.04 46.55 0| 0 0 0 1200 24.41 -0.05 39.37 0| 0 0 0 1400 70.96 -0.12 43.31 0| 0 0 0 1600 93.33 -0.16 38.35 0| 0 0 0 1800 129.92 -0.23 34.71 0| 0 0 0 2000 160.89 -0.31 29.16 0| 0 0 0 2200 194.33 -0.42 22.71 0| 0 0 0 2400 272.29 -0.60 18.69 0| 0 0 0 2600 409.70 -0.76 17.65 0| 0 0 0 2800 752.65 -0.97 14.05 0| 0 0 0 3200 1144.04 -1.00 8.77 0| 0 0 0 3600 Total 0| 0 0 0 Equity Index Options 15:07 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 20.45 Underlying Price 2430.60 Time to expiry: 722 Days Dec 11 90.88 -0.06 73.17 0| 0 0 0 800 70.29 -0.08 45.62 0| 0 0 0 1200 102.98 -0.14 35.22 0| 0 0 0 1600 144.90 -0.24 26.00 0| 0 1,320 0 2000 182.36 -0.32 22.41 0| 0 0 0 2200 255.52 -0.42 20.71 0| 0 0 0 2400 347.36 -0.55 18.96 0| 0 0 0 2600 468.38 -0.67 17.79 0| 0 0 0 2800 771.63 -0.87 15.57 0| 0 0 0 3200 Total 0| 0 1,320 0 Total Puts 29| 0 2,628 0 Grand Total 39| 22 4,474 +2