Equity Products 15:57 Page 1 Business Day Thu 24 Dec 2009 | Previous Business Day Equity Index Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change FTSE 100 Dividend Index Dec 10 184.000 -3.500 184.900 132.000 184.000 0 0 0 0 0| 0 126,902 0 Dec 11 189.000 +3.500 186.500 127.000 189.000 0 0 0 0 0| 0 85,489 0 Dec 12 186.000 0.000 188.500 128.000 186.000 0 0 0 0 0| 0 51,759 0 Dec 13 183.000 -3.900 188.200 128.500 183.000 0 0 0 0 0| 0 17,254 0 Dec 14 184.000 -3.900 190.900 189.600 184.000 0 0 0 0 0| 0 2,001 0 Dec 15 184.500 -3.900 191.400 189.900 184.500 0 0 0 0 0| 0 1,251 0 Dec 16 185.000 -3.900 185.000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 284,656 0 FTSE 100 Index Mar 10 5333.0 5353.5 +38.5 5363.5 5329.0 5363.5 4046.0 S 5353.5 9,704 0 0 470 10,174| 45,769 623,655 +1,052 Jun 10 5304.5 +38.5 5288.5 4266.0 S 5304.5 0 0 0 0 0| 4 2,229 0 Sep 10 5270.0 +38.5 5248.5 S 5073.0 S 5270.0 0 0 0 0 0| 0 429 0 Dec 10 5253.5 +38.5 5253.5 0 0 0 0 0| 0 0 0 9,704 0 0 470 10,174| 45,773 626,313 +1,052 FTSE 250 Index Mar 10 9179.0 +29.0 9164.0 8923.5 9179.0 0 0 0 0 0| 5 5,918 +1 Jun 10 9179.0 +29.0 9179.0 0 0 0 0 0| 0 0 0 0 0 0 0 0| 5 5,918 +1 FTSE Eurotop 100 Index Mar 10 2208.0 +7.0 2182.0 S 2137.5 S 2208.0 0 0 0 0 0| 0 175 0 Jun 10 2205.0 +7.0 2205.0 0 0 0 0 0| 0 0 0 Sep 10 2205.0 +7.0 2205.0 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 175 0 FTSEurofirst 300 Mar 10 1021.2 +158.3 1021.2 0 0 0 0 0| 0 0 0 Jun 10 1021.2 +158.3 1021.2 0 0 0 0 0| 0 0 0 Sep 10 1021.2 +158.3 1021.2 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 FTSEurofirst 80 Mar 10 3600.000 0.000 3600.000 0 0 0 0 0| 0 0 0 Jun 10 3518.000 0.000 3518.000 0 0 0 0 0| 0 0 0 Sep 10 3518.000 0.000 3518.000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Equity Products 15:57 Page 2 Business Day Thu 24 Dec 2009 | Previous Business Day Equity Index Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change FTSEurofirst 100 Mar 10 3154.500 0.000 3154.500 0 0 0 0 0| 0 0 0 Jun 10 3102.000 0.000 3102.000 0 0 0 0 0| 0 0 0 Sep 10 3102.000 0.000 3102.000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 MSCI Euro Index Mar 10 871.5 -3.0 871.5 0 0 0 0 0| 0 0 0 Jun 10 851.8 -3.0 851.8 0 0 0 0 0| 0 0 0 Sep 10 851.9 -3.0 851.9 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 MSCI Pan-Euro Index Mar 10 840.0 840.0 -3.7 840.0 840.0 847.7 817.4 840.0 22 0 0 0 22| 295 8,460 -37 Jun 10 840.1 -3.7 840.1 0 0 0 0 0| 0 0 0 Sep 10 840.1 -3.7 840.1 0 0 0 0 0| 0 0 0 22 0 0 0 22| 295 8,460 -37 Grand Total 9,726 0 0 470 10,196| 46,073 925,522 +1,016 Equity Products 15:57 Page 3 Business Day Thu 24 Dec 2009 Equity Index Options Volume Summary |Previous Business Day |Wed 23 Dec 2009 Index Basis/ Block | Point Calls Puts Pairs Trade Bclear Total | Official Open Value Volume Volume Volume Volume Volume*** Volume | Volume Interest Change ESX FTSE 100 Index (European) STND OPT 10.00GBP 6,974 3,902 N/A 0 5,000 15,876 | 23,663 3,032,192 +13,608 FLX FTSE 100 Index Flex (European)**** 10.00GBP 0 0 N/A 0 0 0 | 0 1,926,559 -500 6,974 3,902 N/A 0 5,000 15,876 | 23,663 4,958,751 +13,108 Equity Products 15:57 Page 4 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Abertis Infraestructuras SA - STND FUT Jan 10 15.4750 +0.0010 0 0 0 0 0| 0 0 0 Feb 10 15.4840 0.0000 0 0 0 0 0| 0 0 0 Mar 10 15.4960 0.0000 0 0 0 0 0| 0 0 0 Jun 10 15.2430 +0.2900 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Accor SA - STND FUT Jan 10 38.2020 -0.1190 36.7560 36.7560 38.2020 0 0 0 0 0| 0 10 0 Feb 10 38.2250 -0.1210 38.2250 0 0 0 0 0| 0 0 0 Mar 10 38.2540 -0.1210 38.2300 37.5700 38.2540 0 0 0 0 0| 0 30 0 Jun 10 37.0710 -0.1220 37.0710 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 40 0 Aegon NV - STND FUT Jan 10 4.5560 -0.0140 4.5560 0 0 0 0 0| 0 0 0 Feb 10 4.5590 -0.0140 4.5590 0 0 0 0 0| 0 0 0 Mar 10 4.5630 -0.0140 4.6000 4.6000 4.5630 0 0 0 0 0| 0 2,505 0 Jun 10 4.5770 -0.0140 4.5770 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 2,505 0 Air Liquide SA - STND FUT Jan 10 83.5950 -0.0890 83.5950 0 0 0 0 0| 0 0 0 Feb 10 83.6470 -0.0910 83.6470 0 0 0 0 0| 0 0 0 Mar 10 83.7110 -0.0920 83.7110 0 0 0 0 0| 0 70 0 Jun 10 81.6670 -0.0930 81.6670 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 70 0 Akzo Nobel NV - STND FUT Jan 10 46.1640 +0.4810 46.1640 0 0 0 0 0| 0 0 0 Feb 10 46.1920 +0.4790 46.1920 0 0 0 0 0| 0 0 0 Mar 10 46.2280 +0.4800 43.2500 43.2500 46.2280 0 0 0 0 0| 0 81,002 0 Jun 10 45.6950 +0.4810 45.6950 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 81,002 0 Equity Products 15:57 Page 5 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Alcatel-Lucent SA - STND FUT Jan 10 2.2720 -0.0070 2.3330 2.3170 2.2720 0 0 0 0 0| 0 20 0 Feb 10 2.2730 -0.0070 2.2730 0 0 0 0 0| 0 0 0 Mar 10 2.2750 -0.0070 2.2750 0 0 0 0 0| 0 570 0 Jun 10 2.1220 -0.0070 2.1220 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 590 0 Allianz AG - STND FUT Jan 10 87.6285 +0.0237 86.1063 81.2860 0 0 0 0 0| 0 12 0 Feb 10 87.6826 +0.0206 0 0 0 0 0| 0 0 0 Mar 10 87.7497 +0.0203 0 0 0 0 0| 0 370 0 Jun 10 84.5051 +0.0088 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 382 0 Amgen Inc - Physical STND FUT Jan 10 55.277 -1.838 55.277 0 0 0 0 0| 0 0 0 Feb 10 55.255 -1.838 55.255 0 0 0 0 0| 0 0 0 Mar 10 55.232 -1.837 55.232 0 0 0 0 0| 0 0 0 Jun 10 55.137 -1.834 55.137 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 ANHEUSER-BUSCH INBEV NV - STND FUT Jan 10 35.6110 +0.0410 35.6110 0 0 0 0 0| 0 0 0 Feb 10 35.6330 +0.0400 35.6330 0 0 0 0 0| 0 0 0 Mar 10 35.6600 +0.0390 35.6600 0 0 0 0 0| 0 0 0 Jun 10 35.4900 +0.0390 35.4900 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Arcelor Mittal - STND FUT Jan 10 31.3140 +0.1650 31.3140 0 0 0 0 0| 0 0 0 Feb 10 31.2040 +0.1650 27.7600 27.7600 31.2040 0 0 0 0 0| 0 10 0 Mar 10 31.2280 +0.1650 31.2280 0 0 0 0 0| 6 973 -6 Jun 10 31.1940 +0.1650 31.1940 0 0 0 0 0| 0 0 0 0 0 0 0 0| 6 983 -6 Equity Products 15:57 Page 6 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change ASML Holding NV - STND FUT Jan 10 23.9820 -0.0250 23.9820 0 0 0 0 0| 0 0 0 Feb 10 23.9970 -0.0250 23.9970 0 0 0 0 0| 0 0 0 Mar 10 24.0150 -0.0260 24.0150 0 0 0 0 0| 0 940 0 Jun 10 23.8270 -0.0260 23.8270 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 940 0 Assicurazioni Generali SpA - STND FUT Jan 10 18.5060 +0.0010 0 0 0 0 0| 0 0 0 Feb 10 18.5170 0.0000 0 0 0 0 0| 0 0 0 Mar 10 18.5310 -0.0010 17.5500 17.5500 0 0 0 0 0| 0 1 0 Jun 10 18.2370 -0.0020 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 1 0 AT & T INC.- STND FUT Jan 10 27.926 0.000 27.926 0 0 0 0 0| 0 0 0 Feb 10 27.942 0.000 27.942 0 0 0 0 0| 0 0 0 Mar 10 27.951 -0.001 27.951 0 0 0 0 0| 0 150 0 Jun 10 27.973 0.000 27.973 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 150 0 Atlantia SpA - STND FUT Jan 10 17.9850 0.0000 0 0 0 0 0| 0 0 0 Feb 10 17.9970 0.0000 0 0 0 0 0| 0 0 0 Mar 10 17.6780 0.0000 0 0 0 0 0| 0 0 0 Jun 10 17.7320 +0.3890 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Axa SA - STND FUT Jan 10 16.6450 -0.0200 16.8700 15.6240 16.6450 0 0 0 0 0| 0 14 0 Feb 10 16.6550 -0.0210 16.6550 0 0 0 0 0| 0 0 0 Mar 10 16.6680 -0.0200 15.5400 15.5400 16.6680 0 0 0 0 0| 0 370 0 Jun 10 16.3190 -0.0210 16.3190 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 384 0 Equity Products 15:57 Page 7 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Banco Bilbao Vizcaya Argentaria SA - STND FUT Jan 10 12.7640 0.0000 12.4500 12.4000 0 0 0 0 0| 0 150,150 0 Feb 10 12.7720 0.0000 0 0 0 0 0| 0 0 0 Mar 10 12.7820 0.0000 12.2900 12.2900 0 0 0 0 0| 0 150,036 0 Jun 10 12.8210 +0.1000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 300,186 0 Banco de Sabadell SA - STND FUT Jan 10 3.9210 0.0000 0 0 0 0 0| 0 0 0 Feb 10 3.9240 0.0000 0 0 0 0 0| 0 0 0 Mar 10 3.9270 0.0000 0 0 0 0 0| 0 0 0 Jun 10 3.7710 +0.1000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Banco Popolare Scrl - STND FUT Jan 10 5.2720 +0.0010 0 0 0 0 0| 0 0 0 Feb 10 5.2750 0.0000 0 0 0 0 0| 0 0 0 Mar 10 5.2790 0.0000 0 0 0 0 0| 0 0 0 Jun 10 4.3280 -0.0030 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Banco Popular Espanol SA - STND FUT Jan 10 5.2270 +0.0010 0 0 0 0 0| 0 0 0 Feb 10 5.2300 0.0000 0 0 0 0 0| 0 0 0 Mar 10 5.2340 0.0000 0 0 0 0 0| 0 0 0 Jun 10 5.2500 +0.0760 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Banco Santander SA - STND FUT Jan 10 11.5430 0.0000 0 0 0 0 0| 0 16,200 0 Feb 10 11.4280 0.0000 11.2930 11.2930 0 0 0 0 0| 0 50 0 Mar 10 11.4360 -0.0010 0 0 0 0 0| 0 180,000 0 Jun 10 11.4720 +0.2570 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 196,250 0 Equity Products 15:57 Page 8 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change BASF SE - STND FUT Jan 10 43.8833 +0.0009 41.6500 39.5000 0 0 0 0 0| 0 0 0 Feb 10 43.9104 -0.0007 0 0 0 0 0| 0 0 0 Mar 10 43.9440 -0.0008 41.8900 41.8900 0 0 0 0 0| 0 52 0 Jun 10 43.1760 -0.0038 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 52 0 Bayer AG - STND FUT Jan 10 55.8369 +0.0011 0 0 0 0 0| 0 0 0 Feb 10 55.8714 -0.0009 0 0 0 0 0| 0 0 0 Mar 10 55.9141 -0.0011 0 0 0 0 0| 0 133 0 Jun 10 54.9320 -0.0050 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 133 0 Bayerische Motoren Werke (BMW) AG - STND FUT Jan 10 32.1297 +0.0006 0 0 0 0 0| 0 0 0 Feb 10 32.1496 -0.0005 0 0 0 0 0| 0 0 0 Mar 10 32.1742 -0.0006 0 0 0 0 0| 0 139 0 Jun 10 32.0931 -0.0015 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 139 0 BNP Paribas SA - STND FUT Jan 10 55.5670 -0.0990 58.2400 58.2400 55.5670 0 0 0 0 0| 0 25 0 Feb 10 55.6010 -0.1010 55.6010 0 0 0 0 0| 0 0 0 Mar 10 55.6440 -0.1010 54.4100 54.4100 55.6440 0 0 0 0 0| 0 578 0 Jun 10 54.3150 -0.1020 54.3150 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 603 0 Bouygues SA - STND FUT Jan 10 36.4510 +0.0260 36.4510 0 0 0 0 0| 0 0 0 Feb 10 36.4740 +0.0250 36.4740 0 0 0 0 0| 0 0 0 Mar 10 36.5010 +0.0240 35.5800 35.5800 36.5010 0 0 0 0 0| 0 6 0 Jun 10 35.0120 +0.0250 35.0120 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 6 0 Equity Products 15:57 Page 9 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Bulgari SpA - STND Future Jan 10 5.7720 0.0000 0 0 0 0 0| 0 0 0 Feb 10 5.7750 0.0000 0 0 0 0 0| 0 0 0 Mar 10 5.7800 0.0000 0 0 0 0 0| 0 0 0 Jun 10 5.4800 -0.0010 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Carrefour SA - STND FUT Jan 10 33.6250 +0.0050 32.2970 32.2970 33.6250 0 0 0 0 0| 0 10 0 Feb 10 33.6460 +0.0050 33.6460 0 0 0 0 0| 0 0 0 Mar 10 33.6720 +0.0050 33.3500 33.3500 33.6720 0 0 0 0 0| 0 112 0 Jun 10 32.6940 +0.0040 32.6940 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 122 0 Cisco Systems Inc - Physical STND FUT Jan 10 23.935 +0.190 23.935 0 0 0 0 0| 0 0 0 Feb 10 23.949 +0.190 23.949 0 0 0 0 0| 0 0 0 Mar 10 23.957 +0.190 23.957 0 0 0 0 0| 0 0 0 Jun 10 23.976 +0.191 23.976 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Citigroup Inc Physical - STND FUT Jan 10 3.281 0.000 3.281 0 0 0 0 0| 0 0 0 Feb 10 3.283 0.000 3.283 0 0 0 0 0| 0 0 0 Mar 10 3.284 0.000 3.284 0 0 0 0 0| 0 0 0 Jun 10 3.286 0.000 3.286 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Commerzbank AG - STND FUT Jan 10 5.9618 +0.0001 6.2970 5.9950 0 0 0 0 0| 0 42 0 Feb 10 5.9655 -0.0001 0 0 0 0 0| 0 0 0 Mar 10 5.9700 -0.0002 5.9800 5.9800 0 0 0 0 0| 0 8 0 Jun 10 5.9886 -0.0001 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 50 0 Equity Products 15:57 Page 10 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Compagnie de Saint Gobain STND FUT Jan 10 37.5860 -0.3700 37.5860 0 0 0 0 0| 0 0 0 Feb 10 37.6100 -0.3710 37.6100 0 0 0 0 0| 0 0 0 Mar 10 37.6380 -0.3720 37.6380 0 0 0 0 0| 0 825 0 Jun 10 36.7550 -0.3730 36.7550 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 825 0 Compania Espanola de Petroleos SA (CEPSA) STND FUT Jan 10 22.3370 +0.0010 0 0 0 0 0| 0 0 0 Feb 10 22.3510 0.0000 0 0 0 0 0| 0 0 0 Mar 10 22.3680 0.0000 0 0 0 0 0| 0 0 0 Jun 10 22.4370 -0.0010 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Credit Agricole SA - STND FUT Jan 10 12.1740 -0.0590 14.0510 13.9760 12.1740 0 0 0 0 0| 0 20 0 Feb 10 12.1810 -0.0600 12.1810 0 0 0 0 0| 0 0 0 Mar 10 12.1910 -0.0600 13.3200 13.3200 12.1910 0 0 0 0 0| 0 99 0 Jun 10 11.7280 -0.0600 11.7280 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 119 0 Credit Suisse Group - STND FUT Jan 10 51.550 -0.010 0 0 0 0 0| 0 0 0 Feb 10 51.580 0.000 0 0 0 0 0| 0 0 0 Mar 10 51.600 0.000 50.750 50.750 0 0 0 0 0| 0 3 0 Jun 10 51.130 -0.010 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 3 0 Daimler AG - STND FUT Jan 10 37.4313 +0.0007 0 0 0 0 0| 0 0 0 Feb 10 37.4544 -0.0006 0 0 0 0 0| 0 0 0 Mar 10 37.4831 -0.0007 0 0 0 0 0| 0 243 0 Jun 10 37.0970 -0.0010 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 243 0 Equity Products 15:57 Page 11 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Danone - STND FUT Jan 10 42.3630 -0.0390 42.3630 0 0 0 0 0| 0 0 0 Feb 10 42.3890 -0.0410 42.3890 0 0 0 0 0| 0 0 0 Mar 10 42.4210 -0.0410 41.9900 41.9900 42.4210 0 0 0 0 0| 0 523 0 Jun 10 41.3010 -0.0410 41.3010 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 523 0 Danske Bank A/S Physical - STND FUT Jan 10 118.10 0.00 0 0 0 0 0| 0 0 0 Feb 10 118.10 -0.10 0 0 0 0 0| 0 0 0 Mar 10 118.30 0.00 0 0 0 0 0| 0 0 0 Jun 10 118.90 0.00 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Deutsche Bank AG - STND FUT Jan 10 50.2652 +0.0010 0 0 0 0 0| 0 0 0 Feb 10 50.2963 -0.0008 0 0 0 0 0| 0 0 0 Mar 10 50.3347 -0.0010 48.3100 48.3100 0 0 0 0 0| 0 189 0 Jun 10 49.8880 -0.0037 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 189 0 Deutsche Post AG - STND FUT Jan 10 13.6341 +0.0002 13.4250 13.4250 0 0 0 0 0| 0 20 0 Feb 10 13.6425 -0.0003 0 0 0 0 0| 0 0 0 Mar 10 13.6530 -0.0002 0 0 0 0 0| 0 0 0 Jun 10 13.3437 -0.0003 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 20 0 Deutsche Telekom AG - STND FUT Jan 10 10.4232 +0.0002 0 0 0 0 0| 0 0 0 Feb 10 10.4296 -0.0002 0 0 0 0 0| 0 0 0 Mar 10 10.4376 -0.0002 0 0 0 0 0| 0 2,461 0 Jun 10 9.6862 -0.0003 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 2,461 0 Equity Products 15:57 Page 12 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Dexia - STND FUT Jan 10 4.4530 +0.0950 4.4530 0 0 0 0 0| 0 0 0 Feb 10 4.4560 +0.0950 4.4560 0 0 0 0 0| 0 0 0 Mar 10 4.4600 +0.0960 4.4600 0 0 0 0 0| 0 322 0 Jun 10 4.4730 +0.0950 4.4730 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 322 0 E.ON AG - STND FUT Jan 10 28.5586 +0.0005 0 0 0 0 0| 0 0 0 Feb 10 28.5763 -0.0004 0 0 0 0 0| 0 0 0 Mar 10 28.5981 -0.0006 27.6900 27.6900 0 0 0 0 0| 0 1,933 0 Jun 10 27.1797 -0.0007 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 1,933 0 Electricite de France - STND FUT Jan 10 40.9170 +0.0500 39.6220 38.4880 40.9170 0 0 0 0 0| 0 30 0 Feb 10 40.9430 +0.0500 40.9430 0 0 0 0 0| 0 0 0 Mar 10 40.9740 +0.0490 40.9740 0 0 0 0 0| 0 131 0 Jun 10 40.5000 +0.0490 40.5000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 161 0 Enel SpA - STND FUT Jan 10 4.0760 0.0000 0 0 0 0 0| 0 0 0 Feb 10 4.0790 0.0000 0 0 0 0 0| 0 0 0 Mar 10 4.0820 0.0000 0 0 0 0 0| 0 1,762 0 Jun 10 4.0950 0.0000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 1,762 0 Eni SpA - STND FUT Jan 10 17.7350 0.0000 16.9400 16.9400 0 0 0 0 0| 0 1 0 Feb 10 17.7460 -0.0010 0 0 0 0 0| 0 0 0 Mar 10 17.7600 0.0000 0 0 0 0 0| 0 246 0 Jun 10 17.2620 -0.0030 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 247 0 Equity Products 15:57 Page 13 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Ericsson Telefonaktiebolaget LM - STND FUT Jan 10 66.9150 -0.0010 0 0 0 0 0| 0 0 0 Feb 10 66.9410 0.0000 0 0 0 0 0| 0 0 0 Mar 10 66.9680 -0.0010 0 0 0 0 0| 0 0 0 Jun 10 66.0540 -0.0020 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 European Aeronautic Defence and Space Company Jan 10 13.6240 +0.1100 12.4720 12.4720 13.6240 0 0 0 0 0| 0 10 0 Feb 10 13.6330 +0.1100 13.6330 0 0 0 0 0| 0 0 0 Mar 10 13.5430 +0.1100 13.5430 0 0 0 0 0| 0 0 0 Jun 10 13.3350 +0.1100 13.3350 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 10 0 Exxon Mobil Corp - Physical STND FUT Jan 10 68.404 -0.001 68.404 0 0 0 0 0| 0 0 0 Feb 10 68.444 -0.001 68.444 0 0 0 0 0| 0 0 0 Mar 10 68.467 -0.001 68.467 0 0 0 0 0| 0 0 0 Jun 10 68.520 -0.001 68.520 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Fiat SpA - STND FUT Jan 10 10.2430 0.0000 0 0 0 0 0| 0 0 0 Feb 10 10.2490 -0.0010 0 0 0 0 0| 0 0 0 Mar 10 10.2570 0.0000 0 0 0 0 0| 0 0 0 Jun 10 9.7260 -0.0020 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Fortis - STND FUT Jan 10 2.5870 -0.0240 2.5870 0 0 0 0 0| 0 0 0 Feb 10 2.5880 -0.0240 2.5880 0 0 0 0 0| 0 0 0 Mar 10 2.5900 -0.0240 2.6900 2.6900 2.5900 0 0 0 0 0| 0 607 0 Jun 10 2.5680 -0.0250 2.5680 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 607 0 Equity Products 15:57 Page 14 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change France Telecom SA - STND FUT Jan 10 17.3750 -0.0450 17.1430 17.1430 17.3750 0 0 0 0 0| 0 20 0 Feb 10 17.3860 -0.0450 17.3860 0 0 0 0 0| 0 0 0 Mar 10 17.3990 -0.0460 17.3990 0 0 0 0 0| 0 1,039 0 Jun 10 16.6530 -0.0450 16.6530 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 1,059 0 Gas Natural SDG SA - STND FUT Jan 10 14.6340 0.0000 0 0 0 0 0| 0 0 0 Feb 10 14.6430 -0.0010 0 0 0 0 0| 0 0 0 Mar 10 14.6550 0.0000 0 0 0 0 0| 0 0 0 Jun 10 14.7000 -0.0010 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 General Electric Company - Physical STND FUT Jan 10 15.393 0.000 15.393 0 0 0 0 0| 0 0 0 Feb 10 15.402 0.000 15.402 0 0 0 0 0| 0 0 0 Mar 10 15.407 0.000 15.407 0 0 0 0 0| 0 0 0 Jun 10 15.419 0.000 15.419 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Heineken NV - STND FUT Jan 10 33.3500 +0.2410 33.3500 0 0 0 0 0| 0 0 0 Feb 10 33.3710 +0.2400 33.3710 0 0 0 0 0| 0 0 0 Mar 10 33.3960 +0.2400 33.3960 0 0 0 0 0| 0 50,000 0 Jun 10 33.2220 +0.2410 33.2220 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 50,000 0 Hennes & Mauritz AB - STND FUT Jan 10 403.5900 -0.0040 0 0 0 0 0| 0 0 0 Feb 10 403.7450 -0.0050 0 0 0 0 0| 0 0 0 Mar 10 403.9120 -0.0050 393.6500 393.6500 0 0 0 0 0| 0 77 0 Jun 10 388.9060 -0.0320 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 77 0 Equity Products 15:57 Page 15 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Iberdrola SA - STND FUT Jan 10 6.6020 0.0000 0 0 0 0 0| 0 125,000 0 Feb 10 6.6060 0.0000 0 0 0 0 0| 0 0 0 Mar 10 6.6110 0.0000 0 0 0 0 0| 0 241,104 0 Jun 10 6.6320 0.0000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 366,104 0 IBM Corporation - Physical STND FUT Jan 10 129.947 -0.001 129.947 0 0 0 0 0| 0 0 0 Feb 10 130.022 -0.002 130.022 0 0 0 0 0| 0 0 0 Mar 10 130.066 -0.001 130.066 0 0 0 0 0| 0 32 0 Jun 10 130.167 -0.001 130.167 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 32 0 Inditex SA - STND FUT Jan 10 43.0130 +0.0010 0 0 0 0 0| 0 0 0 Feb 10 43.0400 0.0000 0 0 0 0 0| 0 0 0 Mar 10 43.0720 -0.0010 0 0 0 0 0| 0 0 0 Jun 10 42.8060 -0.0030 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Infineon Technologies AG - STND FUT Jan 10 3.7911 0.0000 0 0 0 0 0| 0 0 0 Feb 10 3.7935 0.0000 0 0 0 0 0| 0 0 0 Mar 10 3.7964 -0.0001 0 0 0 0 0| 0 0 0 Jun 10 3.8082 -0.0001 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 ING Groep NV - STND FUT Jan 10 6.9210 +0.0690 6.9210 0 0 0 0 0| 0 0 0 Feb 10 6.9250 +0.0690 6.9250 0 0 0 0 0| 0 0 0 Mar 10 6.9310 +0.0690 5.7400 5.7400 6.9310 0 0 0 0 0| 25 614 0 Jun 10 6.8390 +0.0690 6.8390 0 0 0 0 0| 0 0 0 0 0 0 0 0| 25 614 0 Equity Products 15:57 Page 16 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Intel Corp - Physical STND FUT Jan 10 20.204 +0.090 20.204 0 0 0 0 0| 0 0 0 Feb 10 20.216 +0.090 20.216 0 0 0 0 0| 0 0 0 Mar 10 20.223 +0.090 20.223 0 0 0 0 0| 0 138 0 Jun 10 20.238 +0.090 20.238 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 138 0 INTESA SANPAOLO SPA - STND FUT Jan 10 3.1180 0.0000 3.0100 3.0100 0 0 0 0 0| 0 6 0 Feb 10 3.1200 0.0000 0 0 0 0 0| 0 0 0 Mar 10 3.1230 0.0000 3.0400 3.0400 0 0 0 0 0| 0 119 0 Jun 10 3.0620 0.0000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 125 0 Johnson & Johnson Physical - STND FUT Jan 10 64.613 -0.001 64.613 0 0 0 0 0| 0 0 0 Feb 10 64.651 0.000 64.651 0 0 0 0 0| 0 0 0 Mar 10 64.672 -0.001 64.672 0 0 0 0 0| 0 0 0 Jun 10 64.723 -0.001 64.723 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 KBC Bancassurance Holding - STND FUT Jan 10 30.3590 -0.1350 30.3590 0 0 0 0 0| 0 0 0 Feb 10 30.3780 -0.1360 30.3780 0 0 0 0 0| 0 0 0 Mar 10 30.4010 -0.1360 30.4010 0 0 0 0 0| 0 0 0 Jun 10 30.4950 -0.1370 30.4950 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Koninklijke Ahold NV - STND FUT Jan 10 9.2140 -0.0180 9.2140 0 0 0 0 0| 0 0 0 Feb 10 9.2190 -0.0190 9.2190 0 0 0 0 0| 0 0 0 Mar 10 9.2270 -0.0180 9.2100 9.2100 9.2270 0 0 0 0 0| 0 48 0 Jun 10 9.1200 -0.0180 9.1200 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 48 0 Equity Products 15:57 Page 17 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change KONINKLIJKE DSM N.V - STND FUT Jan 10 34.4100 -0.1650 34.2700 34.2700 34.4100 0 0 0 0 0| 0 10 0 Feb 10 34.4320 -0.1650 34.4320 0 0 0 0 0| 0 0 0 Mar 10 34.4580 -0.1660 34.4580 0 0 0 0 0| 0 45,000 0 Jun 10 33.9630 -0.1670 33.9630 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 45,010 0 Koninklijke Philips Electronics NV - STND FUT Jan 10 20.5060 -0.0950 19.4850 19.4850 20.5060 0 0 0 0 0| 0 10 0 Feb 10 20.5190 -0.0950 20.5190 0 0 0 0 0| 0 0 0 Mar 10 20.5350 -0.0950 20.6500 20.6500 20.5350 0 0 0 0 0| 0 165,545 0 Jun 10 20.1470 -0.0960 20.1470 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 165,555 0 L'Oreal SA - STND FUT Jan 10 77.8240 +0.2320 77.0590 76.7300 77.8240 0 0 0 0 0| 0 13 0 Feb 10 77.8720 +0.2290 77.8720 0 0 0 0 0| 0 0 0 Mar 10 77.9310 +0.2290 77.4100 77.4100 77.9310 0 0 0 0 0| 0 62 0 Jun 10 76.7300 +0.2290 76.7300 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 75 0 Lafarge SA - STND FUT Jan 10 57.1970 -0.3190 57.1970 0 0 0 0 0| 0 0 0 Feb 10 57.2330 -0.3210 57.2330 0 0 0 0 0| 0 0 0 Mar 10 57.2760 -0.3220 55.3800 55.3800 57.2760 0 0 0 0 0| 0 2 0 Jun 10 57.4540 -0.3230 57.4540 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 2 0 Lagardere SCA - STND FUT Jan 10 28.8690 +0.3210 28.8690 0 0 0 0 0| 0 0 0 Feb 10 28.8870 +0.3200 28.8870 0 0 0 0 0| 0 0 0 Mar 10 28.9090 +0.3200 28.9090 0 0 0 0 0| 0 0 0 Jun 10 27.6960 +0.3210 27.6960 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Equity Products 15:57 Page 18 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change LVMH Moet Hennessey Louis Vuitton SA - STND FUT Jan 10 77.9240 +0.4420 77.9240 0 0 0 0 0| 0 0 0 Feb 10 77.9720 +0.4390 77.9720 0 0 0 0 0| 0 0 0 Mar 10 78.0310 +0.4390 75.3540 75.3350 78.0310 0 0 0 0 0| 0 10 0 Jun 10 76.7720 +0.4400 76.7720 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 10 0 Mediaset SpA - STND FUT Jan 10 5.7670 0.0000 0 0 0 0 0| 0 0 0 Feb 10 5.7700 0.0000 0 0 0 0 0| 0 0 0 Mar 10 5.7750 0.0000 5.4900 5.4900 0 0 0 0 0| 0 6 0 Jun 10 5.5920 -0.0010 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 6 0 Mediobanca SpA - STND FUT Jan 10 8.2980 +0.0010 0 0 0 0 0| 0 0 0 Feb 10 8.3030 0.0000 0 0 0 0 0| 0 0 0 Mar 10 8.3090 0.0000 0 0 0 0 0| 0 0 0 Jun 10 8.3350 0.0000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Merck & Co. Inc - Physical STND FUT Jan 10 37.228 0.000 37.228 0 0 0 0 0| 0 0 0 Feb 10 37.249 -0.001 37.249 0 0 0 0 0| 0 0 0 Mar 10 37.262 0.000 37.262 0 0 0 0 0| 0 0 0 Jun 10 37.291 0.000 37.291 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Metro AG - STND FUT Jan 10 42.9330 +0.0008 0 0 0 0 0| 0 0 0 Feb 10 42.9595 -0.0007 0 0 0 0 0| 0 0 0 Mar 10 42.9924 -0.0008 0 0 0 0 0| 0 0 0 Jun 10 41.9401 -0.0011 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Equity Products 15:57 Page 19 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Microsoft Corp - Physical STND FUT Jan 10 30.876 -0.061 30.876 0 0 0 0 0| 0 0 0 Feb 10 30.894 -0.061 30.894 0 0 0 0 0| 0 0 0 Mar 10 30.905 -0.060 30.905 0 0 0 0 0| 0 0 0 Jun 10 30.929 -0.060 30.929 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Mondadori (Arnoldo) Editore SpA - STND Fut Jan 10 3.0780 0.0000 0 0 0 0 0| 0 0 0 Feb 10 3.0800 0.0000 0 0 0 0 0| 0 0 0 Mar 10 3.0830 0.0000 0 0 0 0 0| 0 0 0 Jun 10 3.0920 0.0000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Munchener Rucksversicherungs Gesellschaft AG Jan 10 108.8329 +0.0021 0 0 0 0 0| 0 0 0 Feb 10 108.9001 -0.0018 0 0 0 0 0| 0 0 0 Mar 10 108.9834 -0.0022 0 0 0 0 0| 0 16 0 Jun 10 103.7951 -0.0028 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 16 0 Nestle SA - STND FUT Jan 10 50.850 -0.010 0 0 0 0 0| 0 0 0 Feb 10 50.880 0.000 0 0 0 0 0| 0 0 0 Mar 10 50.900 0.000 50.500 50.500 0 0 0 0 0| 0 122 0 Jun 10 49.580 0.000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 122 0 Nokia OYJ Physical - STND FUT Jan 10 8.8930 0.0000 0 0 0 0 0| 0 0 0 Feb 10 8.8980 0.0000 0 0 0 0 0| 0 0 0 Mar 10 8.9050 0.0000 0 0 0 0 0| 0 13,258 0 Jun 10 8.3600 -0.0010 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 13,258 0 Equity Products 15:57 Page 20 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Nordea AB - STND FUT Jan 10 74.6170 0.0000 0 0 0 0 0| 0 0 0 Feb 10 74.6450 -0.0010 0 0 0 0 0| 0 0 0 Mar 10 74.6760 -0.0010 0 0 0 0 0| 0 0 0 Jun 10 74.6740 -0.0010 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Novartis - STND FUT Jan 10 56.900 -0.010 0 0 0 0 0| 0 0 0 Feb 10 56.930 0.000 0 0 0 0 0| 0 0 0 Mar 10 55.150 0.000 55.000 55.000 0 0 0 0 0| 0 769 0 Jun 10 55.190 0.000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 769 0 Novo Nordisk A/S Physical - STND FUT Jan 10 338.20 0.00 0 0 0 0 0| 0 0 0 Feb 10 338.40 0.00 0 0 0 0 0| 0 0 0 Mar 10 332.90 0.00 0 0 0 0 0| 0 0 0 Jun 10 334.40 0.00 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Pernod Ricard SA - STND FUT Jan 10 59.9880 +0.9410 59.9880 0 0 0 0 0| 0 0 0 Feb 10 60.0250 +0.9400 60.0250 0 0 0 0 0| 0 0 0 Mar 10 60.0710 +0.9400 60.0710 0 0 0 0 0| 0 134 0 Jun 10 60.2570 +0.9420 60.2570 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 134 0 Peugeot SA STND FUT Jan 10 23.4720 +0.0100 23.4720 0 0 0 0 0| 0 0 0 Feb 10 23.4870 +0.0100 23.4870 0 0 0 0 0| 0 0 0 Mar 10 23.5050 +0.0100 23.5050 0 0 0 0 0| 0 0 0 Jun 10 23.5770 +0.0090 23.5770 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Equity Products 15:57 Page 21 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Pfizer Inc - Physical STND FUT Jan 10 18.594 0.000 18.594 0 0 0 0 0| 0 0 0 Feb 10 18.605 0.000 18.605 0 0 0 0 0| 0 0 0 Mar 10 18.611 0.000 18.611 0 0 0 0 0| 0 0 0 Jun 10 18.625 -0.001 18.625 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Porsche Automobil Holding SE - STND FUT Jan 10 43.3531 +0.0008 0 0 0 0 0| 0 0 0 Feb 10 43.3298 -0.0007 0 0 0 0 0| 0 0 0 Mar 10 43.3630 -0.0008 0 0 0 0 0| 0 0 0 Jun 10 43.4975 -0.0012 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 PPR - STND FUT Jan 10 84.0350 +0.9210 83.0000 80.8220 84.0350 0 0 0 0 0| 0 30 0 Feb 10 84.0870 +0.9190 84.0870 0 0 0 0 0| 0 0 0 Mar 10 84.1520 +0.9200 84.1520 0 0 0 0 0| 0 0 0 Jun 10 81.4080 +0.9220 81.4080 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 30 0 Reed Elsevier - STND FUT Jan 10 8.4870 -0.0040 8.4870 0 0 0 0 0| 0 0 0 Feb 10 8.4920 -0.0050 8.4920 0 0 0 0 0| 0 0 0 Mar 10 8.4980 -0.0050 8.4980 0 0 0 0 0| 0 30,000 0 Jun 10 8.3890 -0.0060 8.3890 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 30,000 0 Renault SA - STND FUT Jan 10 35.9610 +0.3160 35.9610 0 0 0 0 0| 0 0 0 Feb 10 35.9830 +0.3150 35.9830 0 0 0 0 0| 0 0 0 Mar 10 36.0110 +0.3150 36.0110 0 0 0 0 0| 5 40 0 Jun 10 35.9720 +0.3150 35.9720 0 0 0 0 0| 0 0 0 0 0 0 0 0| 5 40 0 Equity Products 15:57 Page 22 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Repsol YPF SA - STND FUT Jan 10 18.6060 +0.0010 0 0 0 0 0| 70,000 275,000 0 Feb 10 18.6170 0.0000 0 0 0 0 0| 0 0 0 Mar 10 18.6310 -0.0010 0 0 0 0 0| 0 157,400 0 Jun 10 18.6890 -0.0010 0 0 0 0 0| 0 0 0 0 0 0 0 0| 70,000 432,400 0 Roche Holding AG - STND FUT Jan 10 177.810 -0.010 0 0 0 0 0| 0 0 0 Feb 10 177.890 0.000 0 0 0 0 0| 0 0 0 Mar 10 172.960 -0.010 170.700 165.200 0 0 0 0 0| 0 87 0 Jun 10 173.080 -0.010 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 87 0 Royal Dutch Shell Plc 'A' Shares Euro - STND FUT Jan 10 21.1860 +0.0400 21.1860 0 0 0 0 0| 0 0 0 Feb 10 21.0120 +0.0400 21.0120 0 0 0 0 0| 0 0 0 Mar 10 21.0280 +0.0400 20.0600 20.0600 21.0280 0 0 0 0 0| 0 438 0 Jun 10 20.9050 +0.0390 20.9050 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 438 0 Royal Dutch Shell plc B Share Euro USF STND FUT Jan 10 20.7460 +0.5900 20.7460 0 0 0 0 0| 0 0 0 Feb 10 20.7590 +0.5900 20.7590 0 0 0 0 0| 0 0 0 Mar 10 20.7750 +0.5910 20.7750 0 0 0 0 0| 0 0 0 Jun 10 20.8390 +0.5920 20.8390 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Royal KPN NV - STND FUT Jan 10 11.8440 -0.0540 11.8440 0 0 0 0 0| 0 0 0 Feb 10 11.8510 -0.0550 11.8510 0 0 0 0 0| 0 0 0 Mar 10 11.8600 -0.0550 11.9240 11.9240 11.8600 0 0 0 0 0| 0 1,695 0 Jun 10 11.5430 -0.0560 11.5430 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 1,695 0 Equity Products 15:57 Page 23 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change RWE AG - STND FUT Jan 10 67.8705 +0.0013 0 0 0 0 0| 0 0 0 Feb 10 67.9125 -0.0010 0 0 0 0 0| 0 0 0 Mar 10 67.9644 -0.0013 0 0 0 0 0| 0 78 0 Jun 10 65.0604 -0.0017 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 78 0 Saipem SpA Jan 10 24.1170 0.0000 0 0 0 0 0| 0 0 0 Feb 10 24.1320 -0.0010 0 0 0 0 0| 0 0 0 Mar 10 24.1510 0.0000 0 0 0 0 0| 0 14 0 Jun 10 23.6730 -0.0030 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 14 0 Sanofi-Aventis SA STND FUT Jan 10 55.4270 -0.2390 55.4270 0 0 0 0 0| 0 0 0 Feb 10 55.4610 -0.2410 55.4610 0 0 0 0 0| 0 0 0 Mar 10 55.5030 -0.2420 55.5030 0 0 0 0 0| 0 192 0 Jun 10 53.2700 -0.2430 53.2700 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 192 0 SAP AG - STND FUT Jan 10 32.7299 +0.0006 0 0 0 0 0| 0 0 0 Feb 10 32.7501 -0.0005 0 0 0 0 0| 0 0 0 Mar 10 32.7752 -0.0006 0 0 0 0 0| 0 513 0 Jun 10 32.3744 -0.0009 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 513 0 Schneider Electric SA STND FUT Jan 10 78.9440 -0.5090 72.9320 72.9320 78.9440 0 0 0 0 0| 0 10 0 Feb 10 78.9930 -0.5110 78.9930 0 0 0 0 0| 0 0 0 Mar 10 79.0530 -0.5120 79.0530 0 0 0 0 0| 0 84 0 Jun 10 74.7900 -0.5140 74.7900 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 94 0 Equity Products 15:57 Page 24 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Siemens AG STND FUT Jan 10 63.9393 +0.0012 0 0 0 0 0| 0 0 0 Feb 10 62.3774 -0.0010 0 0 0 0 0| 0 0 0 Mar 10 62.4251 -0.0012 0 0 0 0 0| 0 415 0 Jun 10 62.6187 -0.0017 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 415 0 Snam Rete Gas Spa STND FUT Jan 10 3.4690 +0.0010 0 0 0 0 0| 0 0 0 Feb 10 3.4710 0.0000 0 0 0 0 0| 0 0 0 Mar 10 3.4730 0.0000 0 0 0 0 0| 0 0 0 Jun 10 3.3640 0.0000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Societe Generale SA - STND FUT Jan 10 48.5250 +0.1510 48.0100 48.0100 48.5250 0 0 0 0 0| 0 3 0 Feb 10 48.5550 +0.1500 48.5550 0 0 0 0 0| 0 0 0 Mar 10 48.5920 +0.1500 49.0200 49.0200 48.5920 0 0 0 0 0| 5 63 -5 Jun 10 48.0420 +0.1500 48.0420 0 0 0 0 0| 0 0 0 0 0 0 0 0| 5 66 -5 Societe Television Francaise (T.F.1) STND FUT Jan 10 12.6740 -0.0750 12.2760 11.3800 12.6740 0 0 0 0 0| 0 30 0 Feb 10 12.6820 -0.0750 12.6820 0 0 0 0 0| 0 0 0 Mar 10 12.6910 -0.0760 12.6910 0 0 0 0 0| 0 0 0 Jun 10 12.2300 -0.0750 12.2300 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 30 0 Sodexo SA STND FUT Jan 10 39.8470 -0.2490 40.5540 40.5540 39.8470 0 0 0 0 0| 0 15 0 Feb 10 38.6010 -0.2510 38.6010 0 0 0 0 0| 0 0 0 Mar 10 38.6310 -0.2510 38.6310 0 0 0 0 0| 0 0 0 Jun 10 38.7510 -0.2520 38.7510 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 15 0 Equity Products 15:57 Page 25 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Solvay SA STND FUT Jan 10 73.3520 -0.4390 73.3520 0 0 0 0 0| 0 0 0 Feb 10 73.3980 -0.4410 73.3980 0 0 0 0 0| 0 0 0 Mar 10 73.4540 -0.4420 73.4540 0 0 0 0 0| 0 0 0 Jun 10 71.9490 -0.4440 71.9490 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Statoil ASA Physical STND FUT Jan 10 146.4000 0.0000 0 0 0 0 0| 0 0 0 Feb 10 146.7000 0.0000 0 0 0 0 0| 0 0 0 Mar 10 146.9000 0.0000 0 0 0 0 0| 0 0 0 Jun 10 143.2000 0.0000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 STMicroelectronics NV STND FUT Jan 10 6.3440 +0.0030 0 0 0 0 0| 0 0 0 Feb 10 6.3480 +0.0030 0 0 0 0 0| 0 0 0 Mar 10 6.3230 +0.0030 0 0 0 0 0| 0 0 0 Jun 10 6.3420 +0.0280 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Stora Enso Oyj Physical STND FUT Jan 10 4.8310 0.0000 0 0 0 0 0| 0 0 0 Feb 10 4.8340 -0.0010 0 0 0 0 0| 0 0 0 Mar 10 4.8380 0.0000 0 0 0 0 0| 0 0 0 Jun 10 4.7530 0.0000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Svenska Handelsbanken STND FUT Jan 10 207.7460 -0.0020 0 0 0 0 0| 0 0 0 Feb 10 207.8260 -0.0030 0 0 0 0 0| 0 0 0 Mar 10 207.9120 -0.0030 204.9800 204.9800 0 0 0 0 0| 0 4 0 Jun 10 205.1780 -0.0080 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 4 0 Equity Products 15:57 Page 26 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Swiss Reinsurance AG - STND FUT Jan 10 49.800 -0.010 0 0 0 0 0| 0 0 0 Feb 10 49.820 -0.010 0 0 0 0 0| 0 0 0 Mar 10 49.650 0.000 0 0 0 0 0| 0 62 0 Jun 10 49.680 0.000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 62 0 Swisscom AG - STND FUT Jan 10 395.530 -0.020 390.270 390.270 0 0 0 0 0| 0 0 0 Feb 10 395.700 0.000 0 0 0 0 0| 0 0 0 Mar 10 395.880 0.000 396.100 391.500 0 0 0 0 0| 0 51 0 Jun 10 377.110 -0.040 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 51 0 Telecom Italia SpA (savings shares) STND FUT Jan 10 0.7730 0.0000 0 0 0 0 0| 0 0 0 Feb 10 0.7730 0.0000 0 0 0 0 0| 0 0 0 Mar 10 0.7740 0.0000 0 0 0 0 0| 0 0 0 Jun 10 0.7150 0.0000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Telecom Italia SpA STND FUT Jan 10 1.0820 0.0000 0 0 0 0 0| 0 0 0 Feb 10 1.0830 0.0000 0 0 0 0 0| 0 0 0 Mar 10 1.0840 0.0000 0 0 0 0 0| 0 150 0 Jun 10 1.0370 0.0000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 150 0 Telefonica SA STND FUT Jan 10 19.7360 0.0000 0 0 0 0 0| 0 0 0 Feb 10 19.7480 0.0000 0 0 0 0 0| 0 0 0 Mar 10 19.7630 -0.0010 19.5500 19.5500 0 0 0 0 0| 800 202,364 +800 Jun 10 19.1710 -0.0030 0 0 0 0 0| 0 0 0 0 0 0 0 0| 800 202,364 +800 Equity Products 15:57 Page 27 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change TeliaSonera STND FUT Jan 10 52.5620 0.0000 0 0 0 0 0| 0 0 0 Feb 10 52.5820 -0.0010 0 0 0 0 0| 0 0 0 Mar 10 52.6040 0.0000 0 0 0 0 0| 0 0 0 Jun 10 50.8690 -0.0030 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Terna SpA - STND Future Jan 10 2.9960 0.0000 2.7560 2.7560 0 0 0 0 0| 0 20 0 Feb 10 2.9980 0.0000 0 0 0 0 0| 0 0 0 Mar 10 3.0000 0.0000 0 0 0 0 0| 0 0 0 Jun 10 3.0090 0.0000 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 20 0 ThyssenKrupp AG STND FUT Jan 10 26.2980 +0.0005 24.5540 24.5540 0 0 0 0 0| 0 10 0 Feb 10 26.0139 -0.0004 0 0 0 0 0| 0 0 0 Mar 10 26.0338 -0.0005 0 0 0 0 0| 0 256 0 Jun 10 26.1146 -0.0007 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 266 0 Time Warner Inc - Physical STND FUT Jan 10 29.336 0.000 29.336 0 0 0 0 0| 0 0 0 Feb 10 29.353 0.000 29.353 0 0 0 0 0| 0 0 0 Mar 10 29.363 0.000 29.363 0 0 0 0 0| 0 0 0 Jun 10 29.386 0.000 29.386 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 TNT N.V. STND FUT Jan 10 21.1060 0.0000 19.6220 19.6220 21.1060 0 0 0 0 0| 0 10 0 Feb 10 21.1190 -0.0010 21.1190 0 0 0 0 0| 0 0 0 Mar 10 21.1360 0.0000 21.1360 0 0 0 0 0| 0 0 0 Jun 10 20.9500 -0.0640 20.9500 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 10 0 Equity Products 15:57 Page 28 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Total SA - STND FUT Jan 10 45.0140 +0.1210 42.7290 42.7290 45.0140 0 0 0 0 0| 0 10 0 Feb 10 45.0410 +0.1190 45.0410 0 0 0 0 0| 0 0 0 Mar 10 45.0760 +0.1190 44.9000 44.8000 45.0760 0 0 0 0 0| 4 3,065 -14 Jun 10 44.0740 +0.1190 44.0740 0 0 0 0 0| 0 0 0 0 0 0 0 0| 4 3,075 -14 UBS AG STND FUT Jan 10 16.180 0.000 16.560 S 16.560 S 0 0 0 0 0| 0 0 0 Feb 10 16.190 0.000 0 0 0 0 0| 0 0 0 Mar 10 16.200 0.000 0 0 0 0 0| 0 0 0 Jun 10 13.800 -0.010 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 UNIBAIL-RODAMCO SE STND FUT Jan 10 152.5460 +2.1030 152.5460 0 0 0 0 0| 0 0 0 Feb 10 152.6400 +2.0990 152.6400 0 0 0 0 0| 0 0 0 Mar 10 152.7570 +2.1000 152.7570 0 0 0 0 0| 0 26 0 Jun 10 147.5920 +2.1060 147.5920 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 26 0 UniCredit SpA STND FUT Jan 10 2.3280 0.0000 0 0 0 0 0| 0 0 0 Feb 10 2.3300 0.0000 0 0 0 0 0| 0 0 0 Mar 10 2.3310 0.0000 0 0 0 0 0| 0 118 0 Jun 10 2.2580 -0.0010 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 118 0 Unilever NV STND FUT Jan 10 22.7070 +0.0360 21.4430 21.0930 22.7070 0 0 0 0 0| 0 20 0 Feb 10 22.7210 +0.0350 22.7210 0 0 0 0 0| 0 0 0 Mar 10 22.7380 +0.0340 22.7380 0 0 0 0 0| 0 312,927 0 Jun 10 22.6080 -0.0160 22.6080 0 0 0 0 0| 0 28,650 0 0 0 0 0 0| 0 341,597 0 Equity Products 15:57 Page 29 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change UPM - Kymmene Oyj Physical STND FUT Jan 10 8.2520 0.0000 0 0 0 0 0| 0 0 0 Feb 10 8.2580 0.0000 0 0 0 0 0| 0 0 0 Mar 10 8.2640 0.0000 0 0 0 0 0| 0 0 0 Jun 10 8.0890 +0.8260 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Vivendi SA STND FUT Jan 10 20.7960 -0.0600 20.7960 0 0 0 0 0| 0 0 0 Feb 10 20.8090 -0.0610 20.8090 0 0 0 0 0| 0 0 0 Mar 10 21.1300 20.8250 -0.061021.1300 21.1300 21.1300 21.1300 20.8250 15 0 0 0 15| 0 50 0 Jun 10 19.4870 -0.0610 19.4870 0 0 0 0 0| 0 0 0 15 0 0 0 15| 0 50 0 Volkswagen AG STND FUT Jan 10 76.9233 +0.0015 0 0 0 0 0| 0 0 0 Feb 10 76.9708 -0.0012 0 0 0 0 0| 0 0 0 Mar 10 77.0297 -0.0015 0 0 0 0 0| 0 81 0 Jun 10 76.6155 -0.0020 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 81 0 Wal-Mart Stores Inc - Physical STND FUT Jan 10 53.481 -0.001 53.481 0 0 0 0 0| 0 0 0 Feb 10 53.512 -0.001 53.512 0 0 0 0 0| 0 0 0 Mar 10 53.530 -0.001 53.530 0 0 0 0 0| 0 0 0 Jun 10 53.572 0.000 53.572 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Wolters Kluwer NV STND FUT Jan 10 15.6550 +0.1010 15.6550 0 0 0 0 0| 0 0 0 Feb 10 15.6640 +0.0990 15.6640 0 0 0 0 0| 0 0 0 Mar 10 15.6760 +0.0990 15.6760 0 0 0 0 0| 0 0 0 Jun 10 15.2360 +0.1000 15.2360 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Equity Products 15:57 Page 30 Business Day Thu 24 Dec 2009 | Previous Business Day Universal Stock Futures Basis/ Block | Wed 23 Dec 2009 Opening Daily Lifetime Closing CONNECT* Pairs Trade Bclear Total | Official Open Trans Settle Change High Low High Low Price Volume Volume Volume Volume*** Volume| Volume Interest Change Zurich Financial Services AG STND FUT Jan 10 226.220 -0.010 0 0 0 0 0| 0 0 0 Feb 10 226.310 -0.010 0 0 0 0 0| 0 0 0 Mar 10 226.420 0.000 0 0 0 0 0| 0 0 0 Jun 10 216.810 -0.020 0 0 0 0 0| 0 0 0 0 0 0 0 0| 0 0 0 Grand Total 15 0 0 0 15| 70,845 2,251,148 +775 Equity Products 15:57 Page 31 Business Day Thu 24 Dec 2009 Equity Options Volume Summary |Previous Business Day |Wed 23 Dec 2009 Standard Basis/ Block | Contract Calls Puts Pairs Trade Bclear Total | Official Open Size Volume Volume Volume Volume Volume*** Volume | Volume Interest Change III 3i Group Plc - STND OPT 1000 0 0 0 0 0 0 | 4 1,419 +4 AHA Anglo American plc 1000 12 32 0 0 0 44 | 129 25,930 +45 ATT Antofagasta PLC - STND OPT 1000 0 1 0 0 0 1 | 0 934 0 ARM ARM Holdings plc - STND OPT 1000 0 0 0 0 0 0 | 5 1,176 -5 ABR Associated British Foods PLC - STND OPT 1000 0 0 0 0 0 0 | 0 124 0 AZA AstraZeneca plc - STND OPT 1000 67 21 0 0 0 88 | 141 15,785 +61 CUA Aviva Plc - STND OPT 1000 19 4 0 0 0 23 | 492 9,417 +330 AER BAE Systems plc - STND OPT 1000 18 5 0 0 0 23 | 23 11,036 +23 BBL Barclays plc - STND OPT 1000 68 20 0 0 0 88 | 825 329,229 +1,111 BGG BG Group plc - STND OPT 1000 16 8 0 0 0 24 | 78 24,916 +67 BLT BHP Billiton plc - STND OPT 1000 12 28 0 0 0 40 | 233 25,472 +56 BP BP plc - STND OPT 1000 41 135 0 0 0 176 | 538 126,110 +205 AWS British Airways plc - STND OPT 1000 0 0 0 0 0 0 | 45 19,524 +45 TAB British American Tobacco plc STND OPT 1000 15 10 0 0 0 25 | 216 6,464 +118 BLC British Land Company PLC - STND OPT 1000 15 10 0 0 0 25 | 13 1,696 +8 BSK British Sky Broadcasting Group plc - STND OPT 1000 0 0 0 0 0 0 | 57 5,166 +47 BTG BT Group plc - STND OPT 1000 2 13 0 0 0 15 | 85 53,233 +66 C+W Cable & Wireless plc - STND OPT 1000 3 10 0 0 0 13 | 15 6,995 +15 CAB Cadbury Plc 1000 3 53 0 0 0 56 | 63 1,379 +23 CNG Cairn Energy PLC - STND OPT 1000 5 0 0 0 0 5 | 160 391 +133 CPI Capita Group plc - STND OPT 1000 0 0 0 0 0 0 | 2 199 +2 POC Carnival Plc - STND OPT 1000 12 6 0 0 0 18 | 15 368 +2 CTR Centrica plc - STND OPT 1000 0 15 0 0 0 15 | 7 4,176 +4 CPG Compass Group plc - STND OPT 1000 0 0 0 0 0 0 | 0 2,268 0 GNS Diageo plc - STND OPT 1000 27 13 0 0 0 40 | 70 12,439 +66 DIX DSG International plc - STND OPT 1000 0 0 0 0 0 0 | 0 1,335 0 ETP Enterprise Inns - STND OPT 1000 0 0 0 0 0 0 | 10 389 +10 EXP Experian Plc 1000 0 0 0 0 0 0 | 57 549 +14 GXO GlaxoSmithKline plc - STND OPT 1000 5 49 0 0 0 54 | 152 34,516 +96 HAX HBOS ex event Contracts - STND OPT 1000 0 0 0 0 0 0 | 0 1,000 0 HRG Home Retail Group Plc 1000 2 6 0 0 0 8 | 4 224 +4 HSB HSBC Holdings plc - STND OPT 1000 18 43 0 0 0 61 | 404 127,744 +257 ICA ICAP PLC - STND OPT 1000 0 16 0 0 0 16 | 39 950 +39 IMP Imperial Tobacco Group plc - STND OPT 1000 0 0 0 0 0 0 | 22 4,292 +20 IHG InterContinental Hotels Group plc - STND OPT 1000 0 0 0 0 0 0 | 0 1,442 0 IPR International Power plc - STND OPT 1000 0 64 0 0 0 64 | 54 6,703 +17 BRT Invensys plc - STND OPT 1000 0 0 0 0 0 0 | 4 345 +4 GME ITV Plc - STND OPT 1000 0 0 0 0 0 0 | 0 902 0 JMT Johnson Matthey PLC - STND OPT 1000 0 0 0 0 0 0 | 3 12 +3 KZK Kazakhmys PLC - STND OPT 1000 0 0 0 0 0 0 | 114 2,215 +75 KGF Kingfisher plc - STND OPT 1000 1 1 0 0 0 2 | 55 3,131 +20 LDB Ladbrokes PLC - STND OPT 1000 0 2 0 0 0 2 | 4 3,478 +4 Equity Products 15:57 Page 32 Business Day Thu 24 Dec 2009 Equity Options Volume Summary |Previous Business Day |Wed 23 Dec 2009 Standard Basis/ Block | Contract Calls Puts Pairs Trade Bclear Total | Official Open Size Volume Volume Volume Volume Volume*** Volume | Volume Interest Change LS Land Securities plc - STND OPT 1000 0 12 0 0 0 12 | 18 7,599 +16 LGE Legal & General Group plc - STND OPT 1000 0 0 0 0 0 0 | 50 8,440 +42 LIB Liberty International PLC - STND OPT 1000 0 0 0 0 0 0 | 0 249 0 TSB Lloyds Banking Group plc STND OPT 1000 27 13 0 0 0 40 | 541 112,471 +350 LOG Logica plc - STND OPT 1000 0 0 0 0 0 0 | 50 2,499 +50 LSE London Stock Exchange plc - STND OPT 1000 0 0 0 0 0 0 | 78 403 +42 LNM Lonmin PLC - STND OPT 1000 0 0 0 0 0 0 | 2 993 +2 EMG Man Group Plc - STND OPT 1000 11 0 0 0 0 11 | 66 3,523 +60 M+S Marks and Spencer plc - STND OPT 1000 5 5 0 0 0 10 | 41 17,093 +34 MAB Mitchells & Butlers plc - STND OPT 1000 0 0 0 0 0 0 | 0 1,110 0 MWR Morrison (Wm) Supermarkets plc - STND OPT 1000 0 0 0 0 0 0 | 0 1,946 0 NGG National Grid plc - STND OPT 1000 0 0 0 0 0 0 | 207 3,272 +197 NXT Next Plc - STND OPT 1000 0 2 0 0 0 2 | 11 1,602 +11 NKR Northern Rock plc - STND OPT 1000 0 0 0 0 0 0 | 0 5,669 0 OMT Old Mutual PLC - STND OPT 1000 0 0 0 0 0 0 | 0 1,011 0 PTG Party Gaming plc - STND OPT 1000 0 0 0 0 0 0 | 0 282 0 PSO Pearson plc - STND OPT 1000 4 8 0 0 0 12 | 37 531 +22 PER Persimmon PLC - STND OPT 1000 0 0 0 0 0 0 | 0 327 0 PRU Prudential plc - STND OPT 1000 18 2 0 0 0 20 | 94 10,865 +27 RAR Randgold Resources LTD - STND Option 1000 0 0 0 0 0 0 | 1 74 0 RB Reckitt Benckiser Group Plc - STND OPT 1000 0 0 0 0 0 0 | 32 1,868 +32 REI Reed Elsevier PLC - STND OPT 1000 0 0 0 0 0 0 | 15 483 +9 RTO Rentokil Initial plc - STND OPT 1000 0 0 0 0 0 0 | 30 7,681 -10 RTZ Rio Tinto plc - STND OPT 1000 40 11 0 0 0 51 | 127 26,766 +55 RR Rolls-Royce group plc - STND OPT 1000 6 0 0 0 0 6 | 29 3,647 +29 RBS Royal Bank of Scotland plc - STND OPT 1000 25 1 0 0 0 26 | 323 174,809 +233 SHL Royal Dutch Shell Plc 'B' Shares STND OPT 1000 0 0 0 0 0 0 | 97 5,547 +52 SHA Royal Dutch Shell PLC A Shares - STND OPT 1000 2 0 0 0 0 2 | 71 730 +51 RYL RSA Insurance Group Plc - STND OPT 1000 15 16 0 0 0 31 | 146 6,775 +116 SAB SAB Miller Plc - STND OPT 1000 38 0 0 0 0 38 | 37 1,798 +35 SGE Sage Group plc STND OPT 1000 0 0 0 0 0 0 | 0 1,061 0 SAN Sainsbury (J) plc - STND OPT 1000 15 25 0 0 0 40 | 161 3,743 +130 SSE Scottish & Southern Energy Plc STND OPT 1000 0 0 0 0 0 0 | 8 1,216 +8 SVT Severn Trent PLC - STND Option 1000 0 4 0 0 0 4 | 12 1,129 +12 SHP Shire Plc STND OPT 1000 2 2 0 0 0 4 | 1 529 +1 SNP Smith & Nephew plc STND OPT 1000 0 0 0 0 0 0 | 60 2,528 +40 SCB Standard Chartered plc - STND OPT 1000 10 10 0 0 0 20 | 126 8,037 +44 LFI Standard Life PLC - STND Opt 1000 0 0 0 0 0 0 | 17 1,359 +17 TAT Tate & Lyle 1000 20 7 0 0 0 27 | 2 482 +2 TWP Taylor Wimpey PLC - STND OPT 1000 0 0 0 0 0 0 | 0 438 0 TCO Tesco plc STND OPT 1000 67 67 0 0 0 134 | 259 38,899 +179 RUT Thomson Reuters Plc - STND OPT 1000 0 0 0 0 0 0 | 0 1 0 Equity Products 15:57 Page 33 Business Day Thu 24 Dec 2009 Equity Options Volume Summary |Previous Business Day |Wed 23 Dec 2009 Standard Basis/ Block | Contract Calls Puts Pairs Trade Bclear Total | Official Open Size Volume Volume Volume Volume Volume*** Volume | Volume Interest Change TMK Tomkins plc STND OPT 1000 0 0 0 0 0 0 | 29 955 +21 TLO Tullow Oil PLC - STND OPT 1000 0 0 0 0 0 0 | 1 2,969 +1 ULV Unilever plc STND OPT 1000 56 21 0 0 0 77 | 21 1,027 +11 UUL United Utilities plc STND OPT 1000 10 50 0 0 0 60 | 136 4,504 +99 VRS Vedanta Resources PLC - STND OPT 1000 124 45 0 0 0 169 | 24 1,738 +24 VOD Vodafone Group plc STND OPT 1000 305 17 0 0 0 322 | 459 792,489 +20 WTB Whitbread Holdings plc STND OPT 1000 16 13 0 0 0 29 | 126 1,028 +40 WHL William Hill plc STND OPT 1000 0 0 0 0 0 0 | 0 1,647 0 WSY Wolseley plc STND OPT 1000 0 3 0 0 0 3 | 0 127 0 WPP WPP plc STND OPT 1000 0 0 0 0 0 0 | 20 496 0 XST Xstrata plc STND OPT 1000 50 143 0 0 0 193 | 272 34,915 +71 1,227 1,042 0 0 0 2,269 | 7,975 2,186,453 +5,164 Comments |Settlement prices may fall outside te high/low range if they are averages of bids |and asks, not traded prices. | |SEDOL Codes : |Each day the Stock Exchange SEDOL codes of all active option series are published in the |Stock Exchange Daily Official List. When new option series are introduced, the SEDOL codes |are published on TOPIC page 58038 and distributed electronically through CRS - Dataline / |Datafile. Both of these services are operated by the London Stock Exchange. |Enquiries regarding SEDOL codes should be addressed to the Stock Exchange's Masterfile |Department on 020 7588 2355 extension 31904. | |Dividend Information : |To further improve the quality of the dividend information used in the Individual Equity Option pricing model, |Markit Dividends provides consensus market dividend forecasts for use in the Option settlement system. |Further information on the specialist dividend forecasting service provided by Markit Dividends is available |at www.markit.com | |Standard contract sizes for individual equity options are 100 or 1,000 shares per lot. |Adjustments may be made to the standard contract size of an option in the event of a corporate action. |Details of unusual contract sizes can be found on the Euronext.liffe website at www.euronext.com |by following these links: Products & Prices > Equities > Stock Options > News & Notices > Unusual Contract Sizes | |Where an 'S' appears next to the price this indicates that this is a strategy trade and not an outright trade. | |****All volume for the FTSE 100 Flex Index Option (FLX) is displayed in the Bclear volume column. |This includes volume executed through LIFFE CONNECT. | |***Only Bclear volume resulting from published trades is displayed. | |**Open Interest represents the net of activity in the Central Order Book, Block Trade Facility, Bclear and in |respect of exercises and assignments. This figure will be increased or decreased by relevant activity in Bclear. Equity Products 15:57 Page 34 Business Day Thu 24 Dec 2009 |*CONNECT means LIFFE CONNECT | |LIFFE CONNECT is a trade mark of LIFFE and is registered in Australia, |Hong Kong, Singapore, the United States and the United Kingdom, |is a registered Community Trade Mark, and is the |subject of a pending application for registration in Japan. Equity Products 15:57 Appendix A : Page 1 Business Day Thu 24 Dec 2009 DG Stock Contingent Trades Stock Price Quantity No Stock Contingent Trades www.euronext.com www.liffe.com.r company within the Euronext N.V. Group of companies