Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | FTSE 100 Index (European) STND OPT (ESX) Indicative a-t-m Vol 16.83 Underlying Price 5395H Time to expiry: 22 Days Jan 10 996H 0.99 34.28 0 0 0| 0 274 0 0 4400 897 0.99 32.29 0 0 0| 0 7 0 0 4500 798 0.98 30.78 0 0 0| 0 598 -2 0 4600 748 0.98 28.97 0 0 0| 0 0 0 0 4650 698H 0.98 27.90 0 0 0| 0 10 0 0 4700 649H 0.97 26.99 0 0 0| 0 52 0 0 4750 600H 0.97 26.14 0 0 0| 0 279 0 0 4800 552 0.96 25.47 0 0 0| 0 120 -1 0 4850 504 0.94 24.84 0 0 0| 0 131 -1 0 4900 455H 0.93 23.62 0 0 0| 0 135 -3 0 4950 407H 0.91 22.58 0 0 0| 0 2,670 0 0 5000 360H 0.90 21.49 0 0 0| 10 201 0 0 5050 315 0.87 20.75 0 0 0| 3 2,335 -1 0 5100 255 270H 0.83 19.90 255 S 255 S 0 0 1| 0 840 0 0 5150 249 0.81 19.53 0 0 0| 0 20 0 0 5175 223 228 0.79 19.16 223HS 223 0 0 46| 528 18,633 -220 0 5200 192 207H 0.76 18.77 193 S 192 S 0 0 46| 70 178 +56 0 5225 179 187H 0.73 18.43 179 179 0 0 8| 8 7,663 -10 0 5250 168H 0.70 18.09 0 0 0| 25 97 +21 0 5275 137H 150H 0.66 17.80 140 137H 0 0 27| 53 18,000 -35 0 5300 133H 0.63 17.50 0 0 0| 22 44 +22 0 5325 109H 117H 0.59 17.30 114H 109HS 0 0 27| 591 9,152 -119 0 5350 102H 0.54 17.00 0 0 0| 3 23 +3 0 5375 78H 88H 0.50 16.79 90 78H 0 0 207| 430 14,173 -290 0 5400 72H 74H 0.46 16.38 72H 72H 0 0 25| 74 97 +74 0 5425 55 64H 0.41 16.45 62 54HS 0 0 49| 591 2,881 +283 0 5450 39 45 0.33 16.04 47H 38 0 1,750 3,354| 598 18,580 -1,009 0 5500 25H 31 0.25 15.92 30H 25H 0 0 240| 1,454 10,985 +559 0 5550 16H 20H 0.18 15.85 20HS 16H 0 3,250 6,527| 531 29,580 -912 0 5600 11 13H 0.13 15.91 14H 10HS 0 0 54| 61 4,391 +49 0 5650 7 9 0.09 16.12 9 7 S 0 0 286| 109 11,098 +656 0 5700 5 6 0.06 16.24 5 5 0 0 20| 115 1,331 +103 0 5750 4 4 0.04 16.49 4 4 0 0 10| 15 13,421 -750 0 5800 1H 2 0.02 17.28 2 1H 0 0 188| 35 6,694 +35 0 5900 1 0.01 17.84 0 0 0| 1 3,099 0 0 6000 Total 0 5,000 11,115| 5,327 177,792 -1,492 0 Indicative a-t-m Vol 18.91 Underlying Price 5369 Time to expiry: 57 Days Feb 10 979 0.96 29.56 0 0 0| 0 10 0 0 4400 882 0.95 28.20 0 0 0| 0 46 0 0 4500 786H 0.93 27.05 0 0 0| 0 51 0 0 4600 692H 0.91 25.85 0 0 0| 0 63 0 0 4700 645H 0.90 25.17 0 0 0| 0 26 0 0 4750 600H 0.88 24.74 0 0 0| 0 95 0 0 4800 555H 0.86 24.20 0 0 0| 0 58 0 0 4850 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 2 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 511 0.85 23.61 0 0 0| 0 589 0 0 4900 468 0.82 23.15 0 0 0| 0 177 0 0 4950 425H 0.80 22.54 0 0 0| 0 555 0 0 5000 384 0.77 21.97 0 0 0| 2 102 0 0 5050 344 0.74 21.44 0 0 0| 0 110 0 0 5100 306H 0.70 21.04 0 0 0| 2 106 +2 0 5150 269H 0.67 20.52 0 0 0| 0 354 0 0 5200 235 0.63 20.03 0 0 0| 25 202 -25 0 5250 194H 202 0.58 19.53 194HS 194HS 0 0 1| 0 1,339 0 0 5300 162 171H 0.53 19.01 162 162 0 0 60| 15 417 +10 0 5350 138H 145 0.48 18.74 147 138HS 0 0 3| 14 1,713 +8 0 5400 114H 120 0.43 18.32 114HS 114HS 0 0 1| 23 431 +1 0 5450 90H 97 0.38 17.82 98 S 90H 0 0 33| 112 3,670 +575 0 5500 71H 78H 0.33 17.56 71H 71H 0 0 5| 19 392 +10 0 5550 60 62 0.28 17.20 62 58HS 0 0 9| 49 3,082 +546 0 5600 45H 48H 0.24 16.99 46 43H 0 0 25| 29 282 +25 0 5650 34H 37 0.19 16.71 38HS 34H 0 0 190| 146 7,090 +102 0 5700 24H 27H 0.15 16.41 28 24H 0 0 12| 32 588 +8 0 5750 20 21 0.12 16.36 20 20 0 0 17| 75 3,138 +1,055 0 5800 9H 11H 0.08 16.09 11 9H 0 0 23| 365 6,792 +251 0 5900 5 6 0.04 15.90 6HS 5 0 0 40| 14 3,338 +500 0 6000 Total 0 0 419| 922 34,816 +3,068 0 Indicative a-t-m Vol 20.01 Underlying Price 5353H Time to expiry: 85 Days Mar 10 3548H 1.00 56.01 0 0 0| 0 50 0 0 1800 3343H 3348H 1.00 57.21 3343HS 3343HS 0 0 2| 2 2 +2 0 2000 3149 1.00 56.81 0 0 0| 0 10 0 0 2200 2949H 1.00 55.30 0 0 0| 0 25 0 0 2400 2750H 1.00 53.10 0 0 0| 0 0 0 0 2600 2551 1.00 50.48 0 0 0| 0 0 0 0 2800 2451H 1.00 49.09 0 0 0| 0 0 0 0 2900 2352 1.00 47.65 0 0 0| 55 73 +55 0 3000 2252H 0.99 46.19 0 0 0| 0 155 0 0 3100 2153 0.99 44.73 0 0 0| 0 20 0 0 3200 2053H 0.99 43.26 0 0 0| 0 3,250 0 0 3300 1954 0.99 40.96 0 0 0| 0 500 0 0 3400 1854H 0.99 39.35 0 0 0| 0 0 0 0 3500 1756 0.99 38.55 0 0 0| 0 1,625 0 0 3600 1657 0.98 37.19 0 0 0| 0 0 0 0 3700 1559 0.98 36.19 0 0 0| 0 6,505 0 0 3800 1461 0.97 35.08 0 0 0| 0 1,480 0 0 3900 1363H 0.97 33.95 0 0 0| 0 10,363 0 0 4000 1266 0.96 32.71 0 0 0| 0 713 0 0 4100 1169H 0.95 31.66 0 0 0| 0 9,085 0 0 4200 1073H 0.94 30.51 0 0 0| 0 7,416 0 0 4300 978H 0.93 29.31 0 0 0| 0 22,396 0 0 4400 885H 0.91 28.41 0 0 0| 0 9,724 0 0 4500 793H 0.89 27.31 0 0 0| 0 3,600 0 0 4600 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 3 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 703H 0.86 26.25 0 0 0| 0 7,591 0 0 4700 616 0.83 25.22 0 0 0| 10 13,365 0 0 4800 573H 0.81 24.80 0 0 0| 10 20 +10 0 4850 531H 0.79 24.29 0 0 0| 0 9,158 0 0 4900 491 0.77 23.83 0 0 0| 0 0 0 0 4950 450 450H 0.75 23.28 450 450 0 0 1| 5 35,789 0 0 5000 411H 0.72 22.78 0 0 0| 0 17 0 0 5050 374 0.69 22.32 0 0 0| 57 5,060 +57 0 5100 337 338 0.66 21.85 337 337 0 0 2| 0 841 0 0 5150 299 303 0.63 21.37 299 S 299 S 0 0 10| 10 14,553 -19 0 5200 270 0.60 20.91 0 0 0| 0 4,741 0 0 5250 235 238H 0.56 20.49 235 235 0 0 2| 0 13,424 -20 0 5300 209 0.52 20.04 0 0 0| 6 283 0 0 5350 182 0.48 19.69 0 0 0| 25 31,017 0 0 5400 156H 0.44 19.27 0 0 0| 0 285 0 0 5450 133 0.40 18.86 0 0 0| 10 18,724 +10 0 5500 104H 112H 0.36 18.53 109H 104HS 0 0 6| 9 944 +9 0 5550 94 0.32 18.21 0 0 0| 51 20,040 +51 0 5600 77H 0.28 17.85 0 0 0| 1 175 +1 0 5650 61 63 0.24 17.55 61H 61 0 0 37| 64 9,974 0 0 5700 41 41H 0.18 17.17 41 41 0 0 10| 15 38,422 0 0 5800 24 26H 0.13 16.84 25H 24 S 0 0 12| 5 10,845 -55 0 5900 16 0.08 16.51 0 0 0| 20 15,227 0 0 6000 9 9H 0.05 16.37 9 9 0 0 26| 10 3,796 -20 0 6100 6 0.04 16.36 0 0 0| 0 5,463 0 0 6200 3H 0.02 16.25 0 0 0| 20 2,056 +20 0 6300 2 0.01 16.40 0 0 0| 0 9,909 0 0 6400 H 0.00 15.27 0 0 0| 0 6,103 0 0 6500 H 0.00 15.06 0 0 0| 0 5,510 0 0 6600 CAB 0.00 14.89 0 0 0| 0 101 0 0 6700 CAB 0.00 14.76 0 0 0| 0 10 0 0 6800 CAB 0.00 14.59 0 0 0| 55 73 +55 0 7000 CAB 0.00 14.56 0 0 0| 0 100 0 0 7200 CAB 0.00 14.65 0 0 0| 0 27 0 0 7400 CAB 0.00 14.86 0 0 0| 0 0 0 0 7600 CAB 0.00 15.19 0 0 0| 0 0 0 0 7800 CAB 0.00 16.00 0 0 0| 0 32 0 0 8000 Total 0 0 108| 440 360,667 +156 0 Indicative a-t-m Vol 20.50 Underlying Price 5349H Time to expiry: 113 Days Apr 10 796H 0.88 24.88 0 0 0| 0 0 0 0 4600 714 0.84 24.90 0 0 0| 0 0 0 0 4700 633H 0.80 24.62 0 0 0| 0 0 0 0 4800 594 0.78 24.39 0 0 0| 0 0 0 0 4850 555 0.76 24.11 0 0 0| 0 0 0 0 4900 517 0.74 23.79 0 0 0| 0 0 0 0 4950 479 0.72 23.44 0 0 0| 0 0 0 0 5000 441H 0.70 23.01 0 0 0| 0 0 0 0 5050 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 4 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 406 0.67 22.62 0 0 0| 0 0 0 0 5100 372 0.64 22.33 0 0 0| 0 0 0 0 5150 338H 0.62 21.90 0 0 0| 0 0 0 0 5200 304H 0.59 21.37 0 0 0| 0 0 0 0 5250 275 0.55 21.07 0 0 0| 0 100 0 0 5300 243H 0.52 20.49 0 0 0| 0 0 0 0 5350 211 215H 0.49 20.08 211 S 211 S 0 0 25| 0 20 0 0 5400 189H 0.45 19.70 0 0 0| 4 4 +4 0 5450 165H 0.42 19.33 0 0 0| 0 30 0 0 5500 145 0.39 19.09 0 0 0| 0 0 0 0 5550 125 0.35 18.77 0 0 0| 0 0 0 0 5600 103 107 0.32 18.47 103 S 103 S 0 0 50| 0 0 0 0 5650 90H 0.28 18.18 0 0 0| 0 2 0 0 5700 64 0.22 17.71 0 0 0| 1 4 +1 0 5800 45H 0.17 17.53 0 0 0| 0 0 0 0 5900 26H 32H 0.13 17.49 26HS 26HS 0 0 7| 0 0 0 0 6000 Total 0 0 82| 5 160 +5 0 Indicative a-t-m Vol 21.73 Underlying Price 5304H Time to expiry: 176 Days Jun 10 3491H 1.00 39.00 0 0 0| 0 30 0 0 1800 3292H 1.00 42.09 0 0 0| 0 0 0 0 2000 3093H 1.00 43.45 0 0 0| 0 0 0 0 2200 2895H 1.00 43.65 0 0 0| 0 0 0 0 2400 2697H 0.99 43.09 0 0 0| 0 20 0 0 2600 2501 0.99 42.00 0 0 0| 0 0 0 0 2800 2305 0.98 40.72 0 0 0| 0 2,754 0 0 3000 2110 0.98 38.94 0 0 0| 0 1 0 0 3200 2013 0.97 38.06 0 0 0| 0 200 0 0 3300 1916H 0.97 37.17 0 0 0| 0 0 0 0 3400 1820 0.96 36.26 0 0 0| 0 1,800 0 0 3500 1724H 0.96 35.35 0 0 0| 0 100 0 0 3600 1629 0.95 34.43 0 0 0| 0 875 0 0 3700 1534H 0.94 33.51 0 0 0| 0 3 0 0 3800 1440H 0.93 32.60 0 0 0| 0 1,500 0 0 3900 1347H 0.92 31.70 0 0 0| 0 8,181 0 0 4000 1254H 0.91 30.62 0 0 0| 0 2,389 0 0 4100 1164 0.89 29.79 0 0 0| 0 8,025 0 0 4200 1074 0.87 28.93 0 0 0| 0 2,047 0 0 4300 986H 0.85 28.14 0 0 0| 0 4,512 0 0 4400 901H 0.83 27.42 0 0 0| 0 4,010 0 0 4500 817H 0.81 26.62 0 0 0| 0 953 0 0 4600 736 0.78 25.84 0 0 0| 0 2,408 0 0 4700 659H 0.74 25.27 0 0 0| 0 1,412 0 0 4800 584 0.71 24.52 0 0 0| 0 7,540 0 0 4900 511H 0.67 23.78 0 0 0| 0 4,877 0 0 5000 443H 0.63 23.07 0 0 0| 2 5,220 0 0 5100 379H 0.58 22.38 0 0 0| 0 15,029 0 0 5200 321H 0.53 21.76 0 0 0| 26 9,956 +25 0 5300 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 5 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 266H 0.48 21.06 0 0 0| 0 12,700 0 0 5400 211 217H 0.43 20.44 211 S 211 S 0 0 46| 3 9,691 0 0 5500 174H 0.37 19.84 0 0 0| 0 9,453 0 0 5600 137 0.32 19.26 0 0 0| 0 15,752 0 0 5700 106 106 0.27 18.76 106 106 0 0 10| 1 14,653 -1 0 5800 80 0.22 18.30 0 0 0| 0 14,178 0 0 5900 57H 60H 0.18 18.00 59 57H 0 0 13| 0 10,482 0 0 6000 43H 0.14 17.55 0 0 0| 2 240 +2 0 6100 30H 0.11 17.13 0 0 0| 0 7,326 0 0 6200 13H 0.06 16.31 0 0 0| 0 7,573 0 0 6400 7 0.03 16.33 0 0 0| 0 180 0 0 6600 3 0.01 16.00 0 0 0| 0 802 0 0 6800 1H 0.01 16.13 0 0 0| 0 5,310 0 0 7000 CAB 0.00 14.19 0 0 0| 0 0 0 0 7200 CAB 0.00 13.88 0 0 0| 0 30 0 0 7400 Total 0 0 69| 34 192,212 +26 0 Indicative a-t-m Vol 22.57 Underlying Price 5270 Time to expiry: 267 Days Sep 10 3451 1.00 49.00 0 0 0| 0 40 0 0 1800 3254H 0.99 48.20 0 0 0| 0 0 0 0 2000 3058H 0.99 46.90 0 0 0| 0 0 0 0 2200 2863 0.99 45.28 0 0 0| 0 0 0 0 2400 2669 0.98 43.49 0 0 0| 0 0 0 0 2600 2475H 0.97 41.60 0 0 0| 0 0 0 0 2800 2283H 0.97 39.70 0 0 0| 0 0 0 0 3000 2092H 0.96 37.80 0 0 0| 0 0 0 0 3200 1997H 0.95 36.87 0 0 0| 0 0 0 0 3300 1903H 0.94 35.96 0 0 0| 0 25 0 0 3400 1808H 0.94 34.85 0 0 0| 0 0 0 0 3500 1715H 0.93 33.91 0 0 0| 0 0 0 0 3600 1624 0.92 33.18 0 0 0| 0 0 0 0 3700 1533H 0.91 32.46 0 0 0| 0 0 0 0 3800 1443 0.89 31.62 0 0 0| 0 0 0 0 3900 1355 0.88 30.95 0 0 0| 0 0 0 0 4000 1266 0.87 30.04 0 0 0| 0 0 0 0 4100 1180 0.85 29.28 0 0 0| 0 0 0 0 4200 1095 0.83 28.54 0 0 0| 10 454 +4 0 4300 1005H 1015H 0.81 28.12 1005H 1005H 0 0 10| 0 7 0 0 4400 931 0.79 27.12 0 0 0| 0 258 0 0 4500 852H 0.76 26.45 0 0 0| 0 35 0 0 4600 780H 0.73 26.08 0 0 0| 0 10 0 0 4700 706H 0.70 25.39 0 0 0| 0 517 0 0 4800 635H 0.67 24.74 0 0 0| 0 17 0 0 4900 567H 0.64 24.10 0 0 0| 0 2,015 0 0 5000 504H 0.60 23.56 0 0 0| 0 5,374 0 0 5100 443 0.57 22.94 0 0 0| 0 3,476 0 0 5200 387 0.53 22.41 0 0 0| 0 3,785 0 0 5300 333H 0.49 21.82 0 0 0| 0 1,686 0 0 5400 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 6 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 285H 0.44 21.31 0 0 0| 0 3,588 0 0 5500 241 0.40 20.78 0 0 0| 0 10,043 0 0 5600 194 201 0.36 20.25 199 194 S 0 0 37| 0 541 0 0 5700 165H 0.32 19.75 0 0 0| 0 6,937 0 0 5800 128H 134 0.27 19.27 134 128HS 0 0 37| 0 137 0 0 5900 103 108 0.24 18.88 105HS 103 0 0 12| 0 9,930 0 0 6000 85H 0.20 18.48 0 0 0| 0 7,501 -1 0 6100 67 0.17 18.12 0 0 0| 10 1,601 0 0 6200 39H 42 0.12 17.77 39HS 39HS 0 0 1| 0 4,511 0 0 6400 23H 0.07 17.17 0 0 0| 0 3,150 0 0 6600 12H 0.04 16.63 0 0 0| 0 1,000 0 0 6800 8 0.03 16.80 0 0 0| 0 1,001 0 0 7000 Total 0 0 97| 20 67,639 +3 0 Indicative a-t-m Vol 23.11 Underlying Price 5253H Time to expiry: 358 Days Dec 10 3424H 0.99 46.23 0 0 0| 0 40 0 0 1800 3230 0.99 45.23 0 0 0| 0 1,000 0 0 2000 3039 0.98 45.36 0 0 0| 0 0 0 0 2200 2846H 0.98 43.52 0 0 0| 0 0 0 0 2400 2655 0.97 41.64 0 0 0| 0 0 0 0 2600 2465 0.96 39.84 0 0 0| 0 3,100 0 0 2800 2276H 0.95 38.16 0 0 0| 0 2,510 0 0 3000 2087 0.94 35.93 0 0 0| 0 0 0 0 3200 1998H 0.93 35.71 0 0 0| 0 0 0 0 3300 1903 0.93 34.35 0 0 0| 0 1,000 0 0 3400 1812H 0.92 33.64 0 0 0| 0 2,629 0 0 3500 1726 0.90 33.29 0 0 0| 0 1,200 0 0 3600 1638 0.89 32.67 0 0 0| 0 10,805 0 0 3700 1550H 0.88 31.96 0 0 0| 0 13,500 0 0 3800 1464H 0.87 31.30 0 0 0| 0 4,675 0 0 3900 1376H 0.85 30.35 0 0 0| 0 13,159 0 0 4000 1294H 0.84 29.86 0 0 0| 0 9,425 0 0 4100 1212H 0.82 29.23 0 0 0| 0 17,959 0 0 4200 1132 0.80 28.60 0 0 0| 0 17,700 0 0 4300 1054 0.78 28.02 0 0 0| 0 14,305 0 0 4400 976H 0.76 27.38 0 0 0| 0 18,285 0 0 4500 903 0.74 26.86 0 0 0| 0 7,200 0 0 4600 823 829 0.71 26.18 823 823 0 0 30| 0 8,425 0 0 4700 753H 0.69 25.32 0 0 0| 0 12,294 0 0 4800 686 0.66 24.76 0 0 0| 0 8,800 0 0 4900 621H 0.63 24.23 0 0 0| 10 13,345 +10 0 5000 560 0.60 23.72 0 0 0| 10 9,738 0 0 5100 501H 0.56 23.22 0 0 0| 10 14,714 0 0 5200 452 0.53 23.02 0 0 0| 45 12,702 +10 0 5300 400 396H 0.49 22.36 400 400 0 0 10| 1,012 20,506 -260 0 5400 348H 347H 0.46 21.86 348H 348H 0 0 10| 0 19,498 0 0 5500 304 301H 0.42 21.34 304 304 0 0 10| 10 13,051 +10 0 5600 259H 0.39 20.85 0 0 0| 10 6,245 +10 0 5700 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 7 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 227 221H 0.35 20.39 227 S 227 S 0 0 2| 1,020 15,429 +221 0 5800 193 0.32 20.26 0 0 0| 0 500 0 0 5900 162 158 0.28 19.59 162 162 0 0 12| 10 44,137 0 0 6000 137H 0.25 19.57 0 0 0| 0 0 0 0 6100 112 0.22 19.07 0 0 0| 10 23,734 0 0 6200 75 0.16 18.46 0 0 0| 2,000 37,796 +2,000 0 6400 47H 50H 0.12 18.11 47H 47H 0 0 10| 0 15,577 0 0 6600 32H 0.08 17.70 0 0 0| 0 14,350 0 0 6800 21 0.06 17.42 0 0 0| 1,000 6,380 +1,000 0 7000 Total 0 0 84| 5,147 435,713 +3,001 0 Indicative a-t-m Vol 23.46 Underlying Price 5229H Time to expiry: 449 Days Mar 11 3387 0.99 44.00 0 0 0| 0 0 0 0 1800 3195H 0.99 43.23 0 0 0| 0 0 0 0 2000 3005 0.98 42.15 0 0 0| 0 0 0 0 2200 2816 0.97 40.91 0 0 0| 0 0 0 0 2400 2628H 0.96 39.58 0 0 0| 0 0 0 0 2600 2444H 0.95 38.37 0 0 0| 0 0 0 0 2800 2261H 0.94 37.03 0 0 0| 0 0 0 0 3000 2079H 0.93 35.40 0 0 0| 0 0 0 0 3200 1990H 0.92 34.75 0 0 0| 0 0 0 0 3300 1901H 0.91 34.03 0 0 0| 0 0 0 0 3400 1812 0.90 33.20 0 0 0| 0 0 0 0 3500 1725H 0.89 32.56 0 0 0| 0 0 0 0 3600 1641H 0.87 32.05 0 0 0| 0 0 0 0 3700 1558 0.86 31.48 0 0 0| 0 0 0 0 3800 1474H 0.85 30.85 0 0 0| 0 1,522 0 0 3900 1392H 0.83 30.24 0 0 0| 0 0 0 0 4000 1312 0.82 29.64 0 0 0| 0 0 0 0 4100 1233 0.80 29.05 0 0 0| 0 0 0 0 4200 1156 0.78 28.47 0 0 0| 0 2 0 0 4300 1080H 0.76 27.91 0 0 0| 0 500 0 0 4400 1007 0.74 27.35 0 0 0| 0 202 0 0 4500 935 0.72 26.81 0 0 0| 0 0 0 0 4600 865H 0.70 26.28 0 0 0| 0 0 0 0 4700 798H 0.67 25.76 0 0 0| 0 20 0 0 4800 735H 0.65 25.34 0 0 0| 0 10 0 0 4900 668H 0.62 24.62 0 0 0| 0 1,020 0 0 5000 608 0.59 24.10 0 0 0| 0 2,250 0 0 5100 550H 0.56 23.61 0 0 0| 0 3,294 0 0 5200 495H 0.53 23.10 0 0 0| 10 20 0 0 5300 450 0.50 22.90 0 0 0| 10 135 +10 0 5400 402 0.47 22.46 0 0 0| 0 2,001 0 0 5500 357 0.44 22.03 0 0 0| 1 1 +1 0 5600 315 0.41 21.61 0 0 0| 0 0 0 0 5700 276H 0.37 21.20 0 0 0| 0 10 0 0 5800 208H 0.31 20.42 0 0 0| 0 1,000 0 0 6000 152H 0.25 19.67 0 0 0| 0 0 0 0 6200 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 8 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 107H 0.20 18.97 0 0 0| 0 15 0 0 6400 73H 0.15 18.30 0 0 0| 0 2,000 0 0 6600 48 0.11 17.66 0 0 0| 0 2 0 0 6800 29H 0.07 17.00 0 0 0| 0 0 0 0 7000 Total 0 0 0| 21 14,004 +11 0 Indicative a-t-m Vol 24.08 Underlying Price 5213H Time to expiry: 540 Days Jun 11 2793H 0.97 39.58 0 0 0| 0 0 0 0 2400 2620H 0.95 40.16 0 0 0| 0 0 0 0 2600 2434H 0.94 37.93 0 0 0| 0 0 0 0 2800 2254H 0.93 36.41 0 0 0| 0 0 0 0 3000 2078H 0.91 35.07 0 0 0| 0 1 0 0 3200 1911 0.89 34.24 0 0 0| 0 0 0 0 3400 1741H 0.87 32.87 0 0 0| 0 0 0 0 3600 1579 0.84 31.74 0 0 0| 0 0 0 0 3800 1501 0.83 31.29 0 0 0| 0 0 0 0 3900 1421H 0.81 30.68 0 0 0| 0 0 0 0 4000 1345 0.80 30.16 0 0 0| 0 10 0 0 4100 1270H 0.78 29.67 0 0 0| 0 250 0 0 4200 1195H 0.76 29.08 0 0 0| 0 0 0 0 4300 1124 0.75 28.60 0 0 0| 0 0 0 0 4400 1054H 0.73 28.12 0 0 0| 0 0 0 0 4500 986H 0.71 27.64 0 0 0| 0 75 0 0 4600 915H 0.68 26.95 0 0 0| 0 200 0 0 4700 848 0.66 26.34 0 0 0| 0 0 0 0 4800 778 0.64 25.56 0 0 0| 0 0 0 0 4900 717H 0.61 25.09 0 0 0| 0 2,232 0 0 5000 654 0.59 24.42 0 0 0| 0 520 0 0 5100 603 0.56 24.16 0 0 0| 0 1,010 0 0 5200 546H 0.53 23.59 0 0 0| 0 760 0 0 5300 498 0.51 23.24 0 0 0| 1,000 1,000 +750 0 5400 448H 0.48 22.76 0 0 0| 0 0 0 0 5500 404 0.45 22.38 0 0 0| 0 0 0 0 5600 360 0.42 21.90 0 0 0| 0 0 0 0 5700 318H 0.39 21.44 0 0 0| 0 0 0 0 5800 249H 0.33 20.75 0 0 0| 0 11 0 0 6000 189H 0.28 20.03 0 0 0| 0 0 0 0 6200 133 0.22 18.94 0 0 0| 0 0 0 0 6400 92 0.17 18.11 0 0 0| 0 0 0 0 6600 60H 0.12 17.31 0 0 0| 0 0 0 0 6800 40H 0.09 16.79 0 0 0| 0 0 0 0 7000 Total 0 0 0| 1,000 6,069 +750 0 Indicative a-t-m Vol 24.33 Underlying Price 5212 Time to expiry: 631 Days Sep 11 1902H 0.89 32.12 0 0 0| 0 0 0 0 3400 1791 0.85 34.62 0 0 0| 0 0 0 0 3600 1641H 0.82 33.86 0 0 0| 0 0 0 0 3800 1486H 0.80 32.52 0 0 0| 0 0 0 0 4000 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 9 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1334H 0.77 31.14 0 0 0| 0 0 0 0 4200 1185H 0.74 29.71 0 0 0| 0 0 0 0 4400 1037 0.70 28.09 0 0 0| 0 0 0 0 4600 963 0.68 27.24 0 0 0| 0 0 0 0 4700 891 0.66 26.42 0 0 0| 0 0 0 0 4800 821H 0.64 25.63 0 0 0| 0 0 0 0 4900 755H 0.61 24.93 0 0 0| 0 0 0 0 5000 700 0.59 24.57 0 0 0| 0 0 0 0 5100 652 0.57 24.40 0 0 0| 0 0 0 0 5200 595H 0.54 23.84 0 0 0| 0 0 0 0 5300 539H 0.51 23.21 0 0 0| 0 0 0 0 5400 491H 0.49 22.81 0 0 0| 0 0 0 0 5500 441 0.46 22.22 0 0 0| 0 0 0 0 5600 395H 0.43 21.75 0 0 0| 0 0 0 0 5700 350H 0.40 21.18 0 0 0| 0 0 0 0 5800 277 0.35 20.41 0 0 0| 0 0 0 0 6000 226 0.30 20.19 0 0 0| 0 0 0 0 6200 171H 0.25 19.46 0 0 0| 0 0 0 0 6400 128 0.20 18.81 0 0 0| 0 0 0 0 6600 84 0.15 17.64 0 0 0| 0 0 0 0 6800 43 0.09 15.83 0 0 0| 0 0 0 0 7000 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.60 Underlying Price 5205H Time to expiry: 722 Days Dec 11 1720H 0.87 29.16 0 0 0| 0 1,950 0 0 3600 1611H 0.83 31.01 0 0 0| 0 8,575 0 0 3800 1468H 0.80 30.34 0 0 0| 0 11,000 0 0 4000 1329 0.77 29.57 0 0 0| 0 18,645 0 0 4200 1192H 0.73 28.66 0 0 0| 0 32,200 0 0 4400 1058H 0.70 27.66 0 0 0| 0 1,050 0 0 4600 929 0.66 26.59 0 0 0| 0 700 0 0 4800 868 0.64 26.10 0 0 0| 0 2,500 0 0 4900 808 0.61 25.60 0 0 0| 0 5,550 0 0 5000 750 0.59 25.11 0 0 0| 0 2,400 0 0 5100 693H 0.57 24.63 0 0 0| 0 4,469 0 0 5200 639H 0.55 24.14 0 0 0| 0 6,600 0 0 5300 587 0.52 23.66 0 0 0| 0 11,625 0 0 5400 540H 0.50 23.31 0 0 0| 0 12,500 0 0 5500 493 0.47 22.85 0 0 0| 0 3,500 0 0 5600 461 0.45 22.87 0 0 0| 0 0 0 0 5700 409 0.42 22.12 0 0 0| 0 0 0 0 5800 336 0.37 21.48 0 0 0| 0 10,000 0 0 6000 276 0.33 21.01 0 0 0| 0 0 0 0 6200 225H 0.29 20.64 0 0 0| 0 0 0 0 6400 185 0.25 20.40 0 0 0| 0 0 0 0 6600 132H 0.20 19.26 0 0 0| 0 0 0 0 6800 107H 0.17 19.15 0 0 0| 0 7,750 0 0 7000 Total 0 0 0| 0 141,014 0 0 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 10 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total Calls 0 5,000 11,974| 12,916 1,430,086 +5,528 0 | Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 11 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | FTSE 100 Index (European) STND OPT (ESX) Indicative a-t-m Vol 16.83 Underlying Price 5395H Time to expiry: 22 Days Jan 10 1H 1 -0.01 34.28 1H 1H 0 0 1,194| 383 16,018 -1,121 0 4400 2 1H -0.01 32.29 2 2 0 0 160| 120 7,073 -466 0 4500 2H -0.02 30.78 0 0 0| 92 7,516 +60 0 4600 2H -0.02 28.97 0 0 0| 10 3,685 0 0 4650 4 3 -0.02 27.90 4 4 0 0 75| 69 9,413 -1,504 0 4700 4H 4 -0.03 26.99 4H 4H 0 0 10| 50 1,778 -11 0 4750 5H 5 -0.03 26.14 6 5H 0 0 11| 216 10,299 -112 0 4800 7 6H -0.04 25.47 7H 7 0 0 479| 628 4,058 +150 0 4850 8H 8H -0.06 24.84 9 7H 0 0 230| 110 4,853 +5 0 4900 10H 10 -0.07 23.62 10H 10 0 0 54| 453 2,819 -442 0 4950 13H 12 -0.09 22.58 13H 12 0 0 110| 447 16,932 +151 0 5000 16H 15 -0.10 21.49 17HS 16 0 0 237| 341 5,981 -152 0 5050 21H 19H -0.13 20.75 21HS 20 0 0 298| 877 8,436 +45 0 5100 28 25 -0.17 19.90 28 24H 0 0 52| 582 3,131 +75 0 5150 32 28H -0.19 19.53 32 30H 0 0 36| 20 50 +20 0 5175 35 32H -0.21 19.16 35 32H 0 0 62| 162 24,470 -22 0 5200 38H 37 -0.24 18.77 38H 38H 0 0 25| 124 141 +64 0 5225 48 42 -0.27 18.43 48 S 44 0 0 73| 104 8,816 -12 0 5250 48 -0.30 18.09 0 0 0| 3 41 +3 0 5275 63 55 -0.34 17.80 63 53 0 0 101| 80 14,913 +5 0 5300 63 -0.37 17.50 0 0 0| 213 170 +113 0 5325 79 72 -0.41 17.30 79 73 0 0 30| 255 8,626 +46 0 5350 85 82 -0.46 17.00 85 85 0 0 10| 13 38 +13 0 5375 94 93 -0.50 16.79 95H 87H 0 0 43| 48 817 -8 0 5400 104 -0.54 16.38 0 0 0| 0 23 0 0 5425 123H 119 -0.59 16.45 123HS 122 0 0 26| 4 200 -2 0 5450 155H 149H -0.67 16.05 155HS 155HS 0 0 1| 76 128 +56 0 5500 185H -0.75 15.92 0 0 0| 0 16 0 0 5550 225 -0.82 15.85 0 0 0| 0 8 0 0 5600 268 -0.87 15.91 0 0 0| 0 23 0 0 5650 313H -0.91 16.12 0 0 0| 0 5 0 0 5700 360 -0.94 16.24 0 0 0| 0 51 0 0 5750 408 -0.96 16.49 0 0 0| 0 0 0 0 5800 506 -0.98 17.28 0 0 0| 0 0 0 0 5900 605 -0.99 17.84 0 0 0| 0 0 0 0 6000 Total 0 0 3,317| 5,480 160,528 -3,046 0 Indicative a-t-m Vol 18.91 Underlying Price 5369 Time to expiry: 57 Days Feb 10 10H 10H -0.04 29.56 10H 10 0 0 76| 155 9,088 +4,976 0 4400 13H -0.05 28.20 0 0 0| 112 2,918 -56 0 4500 18H 18 -0.07 27.05 18H 18H 0 0 5| 120 1,692 +120 0 4600 24 24 -0.09 25.85 24H 24 0 0 7| 40 2,940 +5 0 4700 27H 27 -0.10 25.17 27H 27H 0 0 20| 25 640 0 0 4750 32 32 -0.12 24.74 32HS 31H 0 0 36| 50 4,291 +2,512 0 4800 37 37 -0.14 24.20 37 37 0 0 1| 55 560 +25 0 4850 42H 42H -0.15 23.61 42H 42H 0 0 5| 44 1,024 +42 0 4900 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 12 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 51 49H -0.18 23.15 51 51 0 0 3| 9 550 +8 0 4950 60H 56H -0.20 22.54 60HS 56 0 0 38| 2 1,077 +1 0 5000 65 -0.23 21.97 0 0 0| 6 271 +3 0 5050 74H 75 -0.26 21.44 74HS 74HS 0 0 2| 13 3,013 +444 0 5100 91H 87H -0.30 21.04 91H 91H 0 0 4| 39 504 +14 0 5150 108 101 -0.33 20.52 108 98H 0 0 3| 72 963 +44 0 5200 116 -0.37 20.03 0 0 0| 3 354 0 0 5250 131H 133H -0.42 19.53 131H 131 0 0 3| 13 1,408 +12 0 5300 155H 152H -0.47 19.01 155H 155H 0 0 35| 19 667 +3 0 5350 187 176 -0.52 18.74 187 179HS 0 0 11| 16 81 +13 0 5400 201 -0.57 18.32 0 0 0| 14 54 +4 0 5450 228 -0.62 17.82 0 0 0| 5 21 +5 0 5500 267H 259H -0.67 17.56 267H 267H 0 0 5| 17 27 +17 0 5550 288H 292H -0.72 17.20 288H 288H 0 0 5| 0 8 0 0 5600 329H -0.76 16.99 0 0 0| 0 0 0 0 5650 368 -0.81 16.71 0 0 0| 0 0 0 0 5700 408 -0.85 16.41 0 0 0| 0 0 0 0 5750 451H -0.88 16.36 0 0 0| 0 0 0 0 5800 542 -0.92 16.09 0 0 0| 0 0 0 0 5900 636 -0.96 15.90 0 0 0| 0 0 0 0 6000 Total 0 0 259| 829 32,151 +8,192 0 Indicative a-t-m Vol 20.01 Underlying Price 5353H Time to expiry: 85 Days Mar 10 CAB 0.00 56.01 0 0 0| 0 231 0 0 1800 CAB 0.00 57.21 0 0 0| 0 1,002 0 0 2000 CAB 0.00 56.81 0 0 0| 0 592 0 0 2200 H 0.00 55.30 0 0 0| 0 865 0 0 2400 H 0.00 53.10 0 0 0| 0 8,282 0 0 2600 1 0.00 50.48 0 0 0| 0 13,903 0 0 2800 1H 0.00 49.09 0 0 0| 0 447 0 0 2900 2 0.00 47.65 0 0 0| 55 30,267 -55 0 3000 2 -0.01 46.19 0 0 0| 0 8,825 0 0 3100 2H -0.01 44.73 0 0 0| 0 20,342 0 0 3200 3 -0.01 43.26 0 0 0| 0 13,044 0 0 3300 3 -0.01 40.96 0 0 0| 0 10,464 0 0 3400 3H -0.01 39.35 0 0 0| 0 73,709 0 0 3500 5 -0.01 38.55 0 0 0| 0 30,284 0 0 3600 6 6 -0.02 37.19 6 6 0 0 15| 15 5,371 +15 0 3700 7H -0.02 36.19 0 0 0| 0 18,872 0 0 3800 9H -0.03 35.08 0 0 0| 0 11,581 0 0 3900 11 11H -0.03 33.95 11 11 0 0 50| 0 34,238 0 0 4000 14 -0.04 32.71 0 0 0| 0 9,617 -1 0 4100 17H -0.05 31.66 0 0 0| 240 20,868 +23 0 4200 21 21H -0.06 30.51 21 21 0 0 5| 0 5,477 0 0 4300 26H -0.07 29.31 0 0 0| 1,250 26,641 +1,250 0 4400 33H -0.09 28.41 0 0 0| 0 44,112 0 0 4500 41 -0.11 27.31 0 0 0| 17 18,233 +4 0 4600 51 -0.14 26.25 0 0 0| 20 29,300 0 0 4700 63 -0.17 25.22 0 0 0| 72 30,873 +41 0 4800 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 13 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 71 -0.19 24.80 0 0 0| 1 147 +1 0 4850 79 -0.21 24.29 0 0 0| 31 12,262 +29 0 4900 85H 88 -0.23 23.83 85H 85H 0 0 5| 0 125 0 0 4950 97H -0.25 23.28 0 0 0| 105 31,046 +105 0 5000 108H -0.28 22.78 0 0 0| 5 687 +5 0 5050 126 121 -0.31 22.32 126 122 0 0 2| 71 14,185 +37 0 5100 135 -0.34 21.85 0 0 0| 0 1,018 0 0 5150 157H 150 -0.37 21.37 157HS 148 0 0 20| 452 15,128 -18 0 5200 166H -0.40 20.91 0 0 0| 0 1,646 0 0 5250 185H -0.44 20.49 0 0 0| 0 4,296 -20 0 5300 205H -0.48 20.04 0 0 0| 11 1,347 +2 0 5350 230 228H -0.52 19.69 230 230 0 0 8| 6 601 +5 0 5400 253 -0.56 19.27 0 0 0| 0 23 0 0 5450 279H -0.60 18.86 0 0 0| 10 6,772 0 0 5500 309 -0.64 18.53 0 0 0| 0 0 0 0 5550 340H -0.68 18.21 0 0 0| 0 536 -2 0 5600 373H -0.72 17.85 0 0 0| 0 0 0 0 5650 409 -0.76 17.55 0 0 0| 10 61 +9 0 5700 487H -0.82 17.17 0 0 0| 0 0 0 0 5800 572 -0.87 16.84 0 0 0| 0 0 0 0 5900 661H -0.92 16.51 0 0 0| 0 3 0 0 6000 755 -0.95 16.37 0 0 0| 0 0 0 0 6100 851 -0.96 16.36 0 0 0| 0 0 0 0 6200 948H -0.98 16.25 0 0 0| 0 0 0 0 6300 1047 -0.99 16.40 0 0 0| 0 0 0 0 6400 1145H -1.00 15.27 0 0 0| 0 0 0 0 6500 1245 -1.00 15.06 0 0 0| 0 16 0 0 6600 1344H -1.00 14.89 0 0 0| 0 0 0 0 6700 1444H -1.00 14.76 0 0 0| 0 4 0 0 6800 1644 -1.00 14.59 0 0 0| 55 75 +55 0 7000 1844 -1.00 14.56 0 0 0| 0 0 0 0 7200 2043H -1.00 14.65 0 0 0| 0 25 0 0 7400 2243H -1.00 14.86 0 0 0| 0 0 0 0 7600 2443 -1.00 15.19 0 0 0| 0 0 0 0 7800 2648H 2642H -1.00 16.00 2648HS 2648HS 0 0 2| 2 33 +2 0 8000 Total 0 0 107| 2,428 557,476 +1,487 0 Indicative a-t-m Vol 20.50 Underlying Price 5349H Time to expiry: 113 Days Apr 10 63H 48H -0.12 24.88 63HS 63HS 0 0 7| 0 0 0 0 4600 66 -0.16 24.90 0 0 0| 0 0 0 0 4700 85H -0.20 24.62 0 0 0| 0 0 0 0 4800 95H -0.22 24.39 0 0 0| 0 0 0 0 4850 106H -0.24 24.11 0 0 0| 1 1 +1 0 4900 118 -0.26 23.79 0 0 0| 0 0 0 0 4950 130H -0.28 23.44 0 0 0| 0 0 0 0 5000 143 -0.30 23.01 0 0 0| 0 0 0 0 5050 157 -0.33 22.62 0 0 0| 0 0 0 0 5100 173 -0.36 22.33 0 0 0| 0 0 0 0 5150 189 -0.38 21.90 0 0 0| 0 0 0 0 5200 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 14 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 205H -0.41 21.37 0 0 0| 0 0 0 0 5250 225H -0.45 21.07 0 0 0| 8 20 +8 0 5300 244 -0.48 20.49 0 0 0| 0 0 0 0 5350 266 -0.51 20.08 0 0 0| 8 18 +8 0 5400 290 -0.55 19.70 0 0 0| 10 40 +10 0 5450 316 -0.58 19.33 0 0 0| 0 0 0 0 5500 345 -0.61 19.09 0 0 0| 0 0 0 0 5550 375 -0.65 18.77 0 0 0| 0 0 0 0 5600 407 -0.68 18.47 0 0 0| 0 0 0 0 5650 440H -0.72 18.18 0 0 0| 0 0 0 0 5700 513H -0.78 17.71 0 0 0| 0 0 0 0 5800 595 -0.83 17.53 0 0 0| 0 0 0 0 5900 682 -0.87 17.49 0 0 0| 0 0 0 0 6000 Total 0 0 7| 27 79 +27 0 Indicative a-t-m Vol 21.73 Underlying Price 5304H Time to expiry: 176 Days Jun 10 CAB 0.00 39.00 0 0 0| 0 30 0 0 1800 CAB 0.00 42.09 0 0 0| 0 0 0 0 2000 H 0.00 43.45 0 0 0| 0 925 0 0 2200 1H 0.00 43.65 0 0 0| 0 771 0 0 2400 3 -0.01 43.09 0 0 0| 0 2,198 0 0 2600 5H -0.01 42.00 0 0 0| 0 10,350 0 0 2800 9 -0.02 40.72 0 0 0| 100 10,727 +100 0 3000 13H -0.02 38.94 0 0 0| 0 511 0 0 3200 16 -0.03 38.06 0 0 0| 0 840 0 0 3300 19 -0.03 37.17 0 0 0| 0 9,457 0 0 3400 22H -0.04 36.26 0 0 0| 0 20,597 0 0 3500 26H -0.04 35.35 0 0 0| 0 631 0 0 3600 30H -0.05 34.43 0 0 0| 0 1,095 0 0 3700 35H -0.06 33.51 0 0 0| 0 1,708 0 0 3800 41H -0.07 32.60 0 0 0| 0 4,965 0 0 3900 48 -0.08 31.70 0 0 0| 15 14,554 +2 0 4000 54H -0.09 30.62 0 0 0| 0 3,793 0 0 4100 63H -0.11 29.79 0 0 0| 0 7,301 0 0 4200 73H -0.13 28.93 0 0 0| 0 3,532 0 0 4300 85H -0.15 28.14 0 0 0| 1,250 9,717 +1,245 0 4400 103H 100 -0.17 27.42 103H 102 0 0 20| 1 8,918 0 0 4500 120 115H -0.19 26.62 120 119H 0 0 22| 0 7,644 0 0 4600 140H 133H -0.22 25.84 140H 138HS 0 0 20| 1 16,788 +1 0 4700 158 157 -0.26 25.27 158 158 0 0 3| 1 6,759 0 0 4800 183 181 -0.29 24.52 183 S 183 S 0 0 10| 0 6,467 0 0 4900 208H -0.33 23.78 0 0 0| 4 10,735 -86 0 5000 244 240 -0.37 23.07 244 S 244 S 0 0 10| 0 11,374 0 0 5100 279H 275H -0.42 22.38 279HS 279HS 0 0 10| 306 11,619 +304 0 5200 317 -0.47 21.76 0 0 0| 25 5,572 -25 0 5300 361H -0.52 21.06 0 0 0| 0 1,189 0 0 5400 412H -0.57 20.44 0 0 0| 0 54 0 0 5500 469 -0.63 19.84 0 0 0| 0 4 0 0 5600 531 -0.68 19.26 0 0 0| 0 6 0 0 5700 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 15 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 599H -0.73 18.76 0 0 0| 0 0 0 0 5800 673H -0.78 18.30 0 0 0| 0 0 0 0 5900 753H -0.82 18.00 0 0 0| 0 6 0 0 6000 836 -0.86 17.55 0 0 0| 0 0 0 0 6100 922H -0.89 17.13 0 0 0| 0 6 0 0 6200 1105 -0.94 16.31 0 0 0| 0 88 0 0 6400 1297H -0.97 16.33 0 0 0| 0 2 0 0 6600 1493 -0.99 16.00 0 0 0| 0 0 0 0 6800 1690H -0.99 16.13 0 0 0| 0 2,750 0 0 7000 1888H -1.00 14.19 0 0 0| 0 0 0 0 7200 2088 -1.00 13.88 0 0 0| 0 30 0 0 7400 Total 0 0 95| 1,703 193,713 +1,541 0 Indicative a-t-m Vol 22.57 Underlying Price 5270 Time to expiry: 267 Days Sep 10 2 0.00 49.00 0 0 0| 0 4 0 0 1800 4 -0.01 48.20 0 0 0| 0 1,500 0 0 2000 7 -0.01 46.90 0 0 0| 0 0 0 0 2200 10H -0.01 45.28 0 0 0| 0 3,000 0 0 2400 15 -0.02 43.49 0 0 0| 0 175 0 0 2600 20H -0.03 41.60 0 0 0| 0 1,554 0 0 2800 27 -0.03 39.70 0 0 0| 0 360 0 0 3000 35 -0.04 37.80 0 0 0| 0 302 0 0 3200 39H -0.05 36.87 0 0 0| 0 1,674 0 0 3300 45 -0.06 35.96 0 0 0| 0 1,821 0 0 3400 49H -0.06 34.85 0 0 0| 0 1,670 0 0 3500 55H -0.07 33.91 0 0 0| 0 1,703 0 0 3600 63H -0.08 33.18 0 0 0| 0 541 0 0 3700 72H -0.09 32.46 0 0 0| 0 750 0 0 3800 81H -0.11 31.62 0 0 0| 0 503 0 0 3900 93 -0.12 30.95 0 0 0| 0 7,306 0 0 4000 103H -0.13 30.04 0 0 0| 0 1,551 0 0 4100 116H -0.15 29.28 0 0 0| 0 1,847 0 0 4200 131 -0.17 28.54 0 0 0| 0 450 0 0 4300 151 -0.19 28.12 0 0 0| 0 1,359 0 0 4400 165H -0.21 27.12 0 0 0| 0 1,640 0 0 4500 186H -0.24 26.45 0 0 0| 1 4,086 -1 0 4600 214 -0.27 26.08 0 0 0| 24 6,322 -24 0 4700 239 -0.30 25.39 0 0 0| 0 1,542 0 0 4800 267H -0.33 24.74 0 0 0| 0 140 0 0 4900 299 -0.36 24.10 0 0 0| 1 2,380 0 0 5000 335H -0.40 23.56 0 0 0| 5 10,162 +5 0 5100 373H -0.43 22.94 0 0 0| 0 2,816 0 0 5200 417 -0.47 22.41 0 0 0| 0 922 0 0 5300 463 -0.51 21.82 0 0 0| 0 188 0 0 5400 514H -0.56 21.31 0 0 0| 10 30 +10 0 5500 571H 569 -0.60 20.78 571H 571 0 0 31| 10 10 +10 0 5600 628H -0.64 20.25 0 0 0| 0 1 0 0 5700 692 -0.68 19.75 0 0 0| 0 0 0 0 5800 760H -0.73 19.27 0 0 0| 5 8 +5 0 5900 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 16 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 838H 833H -0.76 18.88 838H 838H 0 0 10| 10 10 +10 0 6000 910H -0.80 18.48 0 0 0| 0 0 0 0 6100 991H -0.83 18.12 0 0 0| 0 0 0 0 6200 1165 -0.88 17.77 0 0 0| 0 75 0 0 6400 1345H -0.93 17.17 0 0 0| 0 0 0 0 6600 1533 -0.96 16.63 0 0 0| 0 0 0 0 6800 1727H -0.97 16.80 0 0 0| 0 0 0 0 7000 Total 0 0 41| 66 58,402 +15 0 Indicative a-t-m Vol 23.11 Underlying Price 5253H Time to expiry: 358 Days Dec 10 4H -0.01 46.23 0 0 0| 0 30 0 0 1800 8 -0.01 45.23 0 0 0| 50 14,401 0 0 2000 15 -0.02 45.36 0 0 0| 0 8,052 0 0 2200 20H -0.02 43.52 0 0 0| 0 2,336 0 0 2400 27 -0.03 41.64 0 0 0| 0 6,914 0 0 2600 35 -0.04 39.84 0 0 0| 0 7,231 0 0 2800 45 -0.05 38.16 0 0 0| 10 66,373 +10 0 3000 54 53H -0.06 35.93 54 54 0 0 10| 10 22,667 +10 0 3200 64 -0.07 35.71 0 0 0| 10 3,256 0 0 3300 68H 67H -0.07 34.35 68H 68H 0 0 10| 10 3,779 -10 0 3400 76 76 -0.08 33.64 79 76 0 0 16| 10 19,528 +10 0 3500 88H -0.10 33.29 0 0 0| 0 8,925 0 0 3600 99H -0.11 32.67 0 0 0| 0 25,721 0 0 3700 111 -0.12 31.96 0 0 0| 0 28,355 0 0 3800 124 -0.13 31.30 0 0 0| 0 11,107 0 0 3900 135 -0.15 30.35 0 0 0| 2 35,548 -2 0 4000 152 -0.16 29.86 0 0 0| 0 10,867 0 0 4100 169 -0.18 29.23 0 0 0| 0 16,423 0 0 4200 187H -0.20 28.60 0 0 0| 0 28,097 0 0 4300 208H -0.22 28.02 0 0 0| 0 21,083 0 0 4400 230H -0.24 27.38 0 0 0| 2 13,865 -2 0 4500 256 -0.26 26.86 0 0 0| 0 15,493 0 0 4600 278 281 -0.29 26.18 278 278 0 0 10| 10 16,115 0 0 4700 304H -0.31 25.32 0 0 0| 0 11,026 0 0 4800 336 -0.34 24.76 0 0 0| 0 16,235 0 0 4900 370 -0.37 24.23 0 0 0| 25 14,635 +10 0 5000 412H 407H -0.40 23.72 412H 412H 0 0 10| 12 14,807 +10 0 5100 452H 448H -0.44 23.22 452H 452H 0 0 10| 10 16,241 +10 0 5200 498H -0.47 23.02 0 0 0| 0 7,396 0 0 5300 542 -0.51 22.36 0 0 0| 0 7,250 0 0 5400 592 -0.54 21.86 0 0 0| 10 2,141 +10 0 5500 645 -0.58 21.34 0 0 0| 10 111 +10 0 5600 702 -0.61 20.85 0 0 0| 0 4,425 0 0 5700 763 -0.65 20.39 0 0 0| 0 30 0 0 5800 833H -0.68 20.26 0 0 0| 0 0 0 0 5900 897H -0.72 19.59 0 0 0| 0 1,014 0 0 6000 976 -0.75 19.57 0 0 0| 0 0 0 0 6100 1049 -0.78 19.07 0 0 0| 0 500 0 0 6200 1210H -0.84 18.46 0 0 0| 0 0 0 0 6400 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 17 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1384 -0.88 18.11 0 0 0| 0 4 0 0 6600 1564 -0.92 17.70 0 0 0| 0 0 0 0 6800 1750H -0.94 17.42 0 0 0| 0 2,500 0 0 7000 Total 0 0 66| 181 484,481 +66 0 Indicative a-t-m Vol 23.46 Underlying Price 5229H Time to expiry: 449 Days Mar 11 7H -0.01 44.00 0 0 0| 0 1 0 0 1800 12H -0.01 43.23 0 0 0| 0 0 0 0 2000 19H -0.02 42.15 0 0 0| 0 0 0 0 2200 27H -0.03 40.91 0 0 0| 0 0 0 0 2400 37H -0.04 39.58 0 0 0| 0 0 0 0 2600 50 -0.05 38.37 0 0 0| 0 1 0 0 2800 64H -0.06 37.03 0 0 0| 0 6,010 0 0 3000 79 -0.07 35.40 0 0 0| 0 10 0 0 3200 89 -0.08 34.75 0 0 0| 0 500 0 0 3300 98H -0.09 34.03 0 0 0| 0 10 0 0 3400 107H -0.10 33.20 0 0 0| 0 10,000 0 0 3500 119H -0.11 32.56 0 0 0| 0 6,004 0 0 3600 134 -0.13 32.05 0 0 0| 0 10 0 0 3700 149 -0.14 31.48 0 0 0| 0 0 0 0 3800 164H -0.15 30.85 0 0 0| 0 500 0 0 3900 181 -0.17 30.24 0 0 0| 0 5,000 0 0 4000 199 -0.18 29.64 0 0 0| 0 0 0 0 4100 218H -0.20 29.05 0 0 0| 0 0 0 0 4200 240 -0.22 28.47 0 0 0| 0 0 0 0 4300 263 -0.24 27.91 0 0 0| 0 500 0 0 4400 288 -0.26 27.35 0 0 0| 0 0 0 0 4500 315 -0.28 26.81 0 0 0| 0 1 0 0 4600 344 -0.30 26.28 0 0 0| 0 0 0 0 4700 375H -0.33 25.76 0 0 0| 0 6 0 0 4800 411 -0.35 25.34 0 0 0| 0 510 0 0 4900 442H -0.38 24.63 0 0 0| 0 4,510 0 0 5000 480H -0.41 24.11 0 0 0| 0 1,562 0 0 5100 521H -0.44 23.61 0 0 0| 1 1,741 +1 0 5200 565 -0.47 23.10 0 0 0| 10 20 0 0 5300 618 -0.50 22.90 0 0 0| 10 135 +10 0 5400 668H -0.53 22.46 0 0 0| 0 0 0 0 5500 722 -0.56 22.03 0 0 0| 0 0 0 0 5600 779 -0.59 21.61 0 0 0| 0 0 0 0 5700 838H -0.63 21.20 0 0 0| 0 0 0 0 5800 967H -0.69 20.42 0 0 0| 0 0 0 0 6000 1108H -0.75 19.67 0 0 0| 0 0 0 0 6200 1261 -0.80 18.97 0 0 0| 0 0 0 0 6400 1424 -0.85 18.30 0 0 0| 0 0 0 0 6600 1596 -0.89 17.66 0 0 0| 0 0 0 0 6800 1774H -0.93 17.00 0 0 0| 0 0 0 0 7000 Total 0 0 0| 21 37,031 +11 0 Indicative a-t-m Vol 24.08 Underlying Price 5213H Time to expiry: 540 Days Jun 11 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 18 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 37 -0.03 39.58 0 0 0| 0 7 0 0 2400 60 -0.05 40.16 0 0 0| 0 0 0 0 2600 70 -0.06 37.93 0 0 0| 0 10 0 0 2800 86 -0.07 36.41 0 0 0| 0 250 0 0 3000 106 -0.09 35.07 0 0 0| 2 20 +2 0 3200 134H -0.11 34.24 0 0 0| 0 0 0 0 3400 161 -0.13 32.87 0 0 0| 0 0 0 0 3600 194 -0.16 31.74 0 0 0| 0 1,000 0 0 3800 214 -0.17 31.29 0 0 0| 0 0 0 0 3900 233 -0.19 30.68 0 0 0| 0 0 0 0 4000 254H -0.20 30.16 0 0 0| 0 0 0 0 4100 277H -0.22 29.67 0 0 0| 0 250 0 0 4200 300H -0.24 29.08 0 0 0| 0 0 0 0 4300 327 -0.25 28.60 0 0 0| 0 0 0 0 4400 355H -0.27 28.12 0 0 0| 0 0 0 0 4500 385 -0.29 27.64 0 0 0| 0 75 0 0 4600 412H -0.32 26.95 0 0 0| 0 200 0 0 4700 443 -0.34 26.34 0 0 0| 0 1 0 0 4800 471 -0.36 25.56 0 0 0| 0 0 0 0 4900 508H -0.39 25.09 0 0 0| 0 760 0 0 5000 543 -0.41 24.42 0 0 0| 0 510 0 0 5100 588 590 -0.44 24.16 588 588 0 0 10| 10 1,030 +10 0 5200 631H -0.47 23.59 0 0 0| 0 750 0 0 5300 681 -0.49 23.24 0 0 0| 0 252 0 0 5400 729H -0.52 22.76 0 0 0| 0 10 0 0 5500 783 -0.55 22.38 0 0 0| 0 0 0 0 5600 836H -0.58 21.90 0 0 0| 0 0 0 0 5700 893H -0.61 21.44 0 0 0| 0 0 0 0 5800 1020 -0.67 20.75 0 0 0| 0 1 0 0 6000 1156 -0.72 20.03 0 0 0| 0 1 0 0 6200 1295H -0.78 18.94 0 0 0| 0 4 0 0 6400 1450H -0.83 18.11 0 0 0| 0 0 0 0 6600 1615 -0.88 17.31 0 0 0| 0 0 0 0 6800 1790H -0.91 16.79 0 0 0| 0 0 0 0 7000 Total 0 0 10| 12 5,131 +12 0 Indicative a-t-m Vol 24.33 Underlying Price 5212 Time to expiry: 631 Days Sep 11 139H -0.11 32.12 0 0 0| 0 0 0 0 3400 222H -0.15 34.62 0 0 0| 0 0 0 0 3600 267H -0.18 33.86 0 0 0| 0 0 0 0 3800 307H -0.20 32.52 0 0 0| 0 0 0 0 4000 350 -0.23 31.14 0 0 0| 0 0 0 0 4200 395H -0.26 29.71 0 0 0| 0 0 0 0 4400 441H -0.30 28.09 0 0 0| 0 0 0 0 4600 465 -0.32 27.24 0 0 0| 0 0 0 0 4700 490 -0.34 26.42 0 0 0| 0 0 0 0 4800 518 -0.36 25.63 0 0 0| 0 0 0 0 4900 549 -0.39 24.93 0 0 0| 0 0 0 0 5000 591 -0.41 24.57 0 0 0| 0 0 0 0 5100 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 19 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 640H -0.43 24.40 0 0 0| 0 0 0 0 5200 681 -0.46 23.84 0 0 0| 0 0 0 0 5300 722H -0.49 23.21 0 0 0| 0 0 0 0 5400 772 -0.51 22.81 0 0 0| 0 0 0 0 5500 818H -0.54 22.22 0 0 0| 0 0 0 0 5600 870H -0.57 21.75 0 0 0| 0 2 0 0 5700 922H -0.60 21.18 0 0 0| 0 0 0 0 5800 1044 -0.65 20.41 0 0 0| 0 0 0 0 6000 1187H -0.70 20.19 0 0 0| 0 0 0 0 6200 1327H -0.75 19.46 0 0 0| 0 0 0 0 6400 1478H -0.80 18.81 0 0 0| 0 0 0 0 6600 1629 -0.85 17.64 0 0 0| 0 0 0 0 6800 1783 -0.91 15.83 0 0 0| 0 0 0 0 7000 Total 0 0 0| 0 2 0 0 Indicative a-t-m Vol 24.60 Underlying Price 5205H Time to expiry: 722 Days Dec 11 170H -0.13 29.16 0 0 0| 0 3,450 0 0 3600 254H -0.17 31.01 0 0 0| 0 8,200 -225 0 3800 305 -0.20 30.34 0 0 0| 0 6,950 0 0 4000 358H -0.23 29.57 0 0 0| 0 11,845 0 0 4200 414H -0.27 28.66 0 0 0| 0 13,620 0 0 4400 474 -0.30 27.66 0 0 0| 0 1,250 0 0 4600 537H -0.34 26.59 0 0 0| 0 950 0 0 4800 573 -0.36 26.10 0 0 0| 0 2,750 0 0 4900 609H -0.39 25.60 0 0 0| 0 7,575 0 0 5000 648 -0.41 25.11 0 0 0| 0 2,400 0 0 5100 688H -0.43 24.63 0 0 0| 0 4,319 0 0 5200 730H -0.45 24.14 0 0 0| 0 2,925 0 0 5300 775 -0.48 23.66 0 0 0| 0 3,375 0 0 5400 824H -0.50 23.31 0 0 0| 0 0 0 0 5500 873H -0.53 22.85 0 0 0| 0 3,500 0 0 5600 938 -0.55 22.87 0 0 0| 0 0 0 0 5700 983 -0.58 22.12 0 0 0| 0 3 0 0 5800 1103 -0.63 21.48 0 0 0| 0 0 0 0 6000 1236 -0.67 21.01 0 0 0| 0 0 0 0 6200 1379 -0.71 20.64 0 0 0| 0 0 0 0 6400 1531H -0.75 20.40 0 0 0| 0 0 0 0 6600 1672 -0.80 19.26 0 0 0| 0 0 0 0 6800 1840 -0.83 19.15 0 0 0| 0 0 0 0 7000 Total 0 0 0| 0 73,112 -225 0 Total Puts 0 0 3,902| 10,747 1,602,106 +8,080 0 Grand Total 0 5,000 15,876| 23,663 3,032,192 +13,608 0 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 20 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | FTSE 100 Index Flex (European)**** (FLX) Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 18 Days 11 Jan 10 405 0.93 23.18 0 0 0| 0 1,610 0 0 5000 22 0.06 72.48 0 0 0| 0 1,610 0 0 7000 Total 0 0 0| 0 3,220 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 22 Days 15 Jan 10 CAB 0.00 17.84 0 0 0| 0 3,128 0 0 6414 Total 0 0 0| 0 3,128 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 85 Days 19 Mar 10 2350 0.99 47.64 0 0 0| 0 2,709 0 0 3001 1025 0.93 29.91 0 0 0| 0 0 0 0 4350 772 0.87 27.06 0 0 0| 0 4,705 0 0 4623 658H 0.84 25.74 0 0 0| 0 2,200 0 0 4750 433 0.73 23.08 0 0 0| 0 267 0 0 5020 246H 0.57 20.62 0 0 0| 0 65 0 0 5284 126H 0.39 18.78 0 0 0| 0 380 0 0 5512 113 0.36 18.55 0 0 0| 0 202 0 0 5548 21 0.10 16.71 0 0 0| 0 3 0 0 5940 3H 0.02 16.26 0 0 0| 0 133 0 0 6292 CAB 0.00 16.00 0 0 0| 0 2,709 0 0 9001 Total 0 0 0| 0 13,373 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 113 Days 16 Apr 10 1156H 0.95 24.88 0 0 0| 0 1,335 0 0 4200 753 0.85 24.89 0 0 0| 0 0 -500 0 4650 Total 0 0 0| 0 1,335 -500 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 176 Days 18 Jun 10 1416 0.91 32.38 0 0 0| 0 1,125 0 0 3925 1049H 0.85 28.73 0 0 0| 0 100 0 0 4325 91H 0.24 18.52 0 0 0| 0 24 0 0 5852 74H 0.20 18.22 0 0 0| 0 250 0 0 5925 29H 0.10 17.12 0 0 0| 0 461 0 0 6204 Total 0 0 0| 0 1,960 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 217 Days 29 Jul 10 536H 0.64 23.92 0 0 0| 0 265 0 0 5000 3H 0.02 16.43 0 0 0| 0 265 0 0 7000 Total 0 0 0| 0 530 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 267 Days 17 Sep 10 221 0.37 20.51 0 0 0| 0 1,200 0 0 5650 211H 0.36 20.37 0 0 0| 0 25 0 0 5676 190H 0.34 20.09 0 0 0| 0 1,200 0 0 5732 128H 0.26 19.17 0 0 0| 0 3,000 0 0 5925 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 21 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 112H 0.24 18.94 0 0 0| 0 452 0 0 5984 102 0.22 18.78 0 0 0| 0 1,000 0 0 6025 Total 0 0 0| 0 6,877 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 295 Days 15 Oct 10 638H 0.64 24.63 0 0 0| 0 140 0 0 4920 22H 0.06 17.16 0 0 0| 0 100 0 0 6720 Total 0 0 0| 0 240 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 299 Days 19 Oct 10 171H 0.30 19.83 0 0 0| 0 535 0 0 5842 Total 0 0 0| 0 535 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 314 Days 3 Nov 10 2256H 0.93 38.64 0 0 0| 0 155 0 0 3025 13 0.04 17.12 0 0 0| 0 155 0 0 7025 Total 0 0 0| 0 310 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 358 Days 17 Dec 10 1525 0.85 31.02 0 0 0| 0 775 0 0 3825 1439 0.84 30.28 0 0 0| 0 1,125 0 0 3925 1354 0.83 29.59 0 0 0| 0 625 0 0 4025 1271 0.81 29.08 0 0 0| 0 240 0 0 4125 1189 0.79 28.50 0 0 0| 0 1,000 0 0 4225 1109 0.77 27.82 0 0 0| 0 10,500 0 0 4325 1030 0.75 27.21 0 0 0| 0 625 0 0 4425 954 0.73 26.79 0 0 0| 0 8,750 0 0 4525 791 0.68 25.45 0 0 0| 0 236 0 0 4750 738 0.66 25.08 0 0 0| 0 1,500 0 0 4825 671 0.63 24.43 0 0 0| 0 8,000 0 0 4925 607 0.60 23.90 0 0 0| 0 7,050 0 0 5025 566 0.58 23.58 0 0 0| 0 115 0 0 5090 545 0.57 23.46 0 0 0| 0 1,000 0 0 5125 531 0.56 23.34 0 0 0| 0 9,500 0 0 5150 488 0.54 22.89 0 0 0| 0 4,525 0 0 5225 439 0.51 22.62 0 0 0| 0 500 0 0 5322 433 0.51 22.39 0 0 0| 0 4,125 0 0 5325 407 0.49 22.21 0 0 0| 0 1,125 0 0 5375 387 0.47 22.11 0 0 0| 0 1,000 0 0 5418 382 0.47 21.99 0 0 0| 0 8,225 0 0 5425 367 0.46 21.88 0 0 0| 0 500 0 0 5460 357 0.45 21.65 0 0 0| 0 1,000 0 0 5475 341 0.44 21.53 0 0 0| 0 750 0 0 5512 334 0.44 21.42 0 0 0| 0 10,875 0 0 5525 329 0.43 21.44 0 0 0| 0 500 0 0 5540 327 0.43 21.41 0 0 0| 0 22 0 0 5544 323 0.43 21.32 0 0 0| 0 4,500 0 0 5550 323 0.43 21.37 0 0 0| 0 1,000 0 0 5553 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 22 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 303 0.41 21.14 0 0 0| 0 1,000 0 0 5595 294 0.40 21.07 0 0 0| 0 2,500 0 0 5616 290 0.40 21.03 0 0 0| 0 5,250 0 0 5625 284 0.40 21.01 0 0 0| 0 750 0 0 5640 270 0.38 20.85 0 0 0| 0 1,250 0 0 5673 268 0.38 20.82 0 0 0| 0 500 0 0 5678 250 0.37 20.57 0 0 0| 0 11,935 0 0 5725 242 0.36 20.46 0 0 0| 0 500 0 0 5746 241 0.36 20.44 0 0 0| 0 250 0 0 5748 240 0.36 20.42 0 0 0| 0 1,000 0 0 5750 221 0.34 20.15 0 0 0| 0 500 0 0 5799 220 0.34 20.14 0 0 0| 0 500 0 0 5802 220 0.34 20.16 0 0 0| 0 2,250 0 0 5803 219 0.34 20.18 0 0 0| 0 366 0 0 5808 218 0.34 20.16 0 0 0| 0 100 0 0 5810 213 0.33 20.12 0 0 0| 0 12,075 0 0 5825 203 0.32 20.14 0 0 0| 0 500 0 0 5862 202 0.32 20.16 0 0 0| 0 500 0 0 5867 189 0.30 20.09 0 0 0| 0 2,800 0 0 5909 185 0.30 20.02 0 0 0| 0 250 0 0 5922 181 0.30 19.82 0 0 0| 0 4,875 0 0 5925 161 0.27 19.45 0 0 0| 0 250 0 0 5989 161 0.27 19.46 0 0 0| 0 100 0 0 5990 153 0.26 19.37 0 0 0| 0 500 0 0 6020 152 0.26 19.37 0 0 0| 0 8,798 0 0 6025 152 0.26 19.40 0 0 0| 0 250 0 0 6027 151 0.26 19.38 0 0 0| 0 150 0 0 6030 147 0.26 19.39 0 0 0| 0 150 0 0 6050 146 0.26 19.39 0 0 0| 0 250 0 0 6055 144 0.25 19.40 0 0 0| 0 100 0 0 6065 142 0.25 19.41 0 0 0| 0 3,500 0 0 6075 126 0.23 19.09 0 0 0| 0 9,950 0 0 6125 122 0.23 18.88 0 0 0| 0 1,250 0 0 6128 120 0.22 18.98 0 0 0| 0 4,700 0 0 6150 118 0.22 19.10 0 0 0| 0 2,500 0 0 6175 115 0.22 19.00 0 0 0| 0 1,000 0 0 6185 104 0.20 18.67 0 0 0| 0 11,400 0 0 6225 85 0.17 18.41 0 0 0| 0 4,250 0 0 6325 83 0.17 18.58 0 0 0| 0 250 0 0 6354 81 0.17 18.57 0 0 0| 0 1,000 0 0 6365 76 0.16 18.37 0 0 0| 0 1,000 0 0 6390 75 0.16 18.30 0 0 0| 0 500 0 0 6391 69 0.15 18.09 0 0 0| 0 12,300 0 0 6425 69 0.15 18.22 0 0 0| 0 1,000 0 0 6439 68 0.15 18.28 0 0 0| 0 500 0 0 6455 65 0.14 18.23 0 0 0| 0 500 0 0 6478 63 0.14 18.21 0 0 0| 0 1,000 0 0 6495 59 0.13 17.92 0 0 0| 0 1,750 0 0 6500 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 23 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 59 0.13 17.98 0 0 0| 0 500 0 0 6507 56 0.13 17.88 0 0 0| 0 16,375 0 0 6525 52 0.12 18.07 0 0 0| 0 1,000 0 0 6583 52 0.12 18.09 0 0 0| 0 1,000 0 0 6585 46 0.11 17.79 0 0 0| 0 12,725 0 0 6625 36 0.09 17.46 0 0 0| 0 3,000 0 0 6725 30 0.08 17.57 0 0 0| 0 5,150 0 0 6825 19 0.05 17.25 0 0 0| 0 8,475 0 0 7025 18 0.05 17.27 0 0 0| 0 250 0 0 7050 15 0.04 17.10 0 0 0| 0 3,750 0 0 7125 13 0.04 17.11 0 0 0| 0 9,500 0 0 7200 12 0.04 17.04 0 0 0| 0 13,750 0 0 7225 10 0.03 17.20 0 0 0| 0 2,000 0 0 7325 8 0.02 17.06 0 0 0| 0 500 0 0 7425 6 0.02 16.92 0 0 0| 0 2,350 0 0 7525 2 0.01 16.92 0 0 0| 0 6,875 0 0 8025 1 0.00 17.42 0 0 0| 0 5,000 0 0 8525 H 0.00 17.42 0 0 0| 0 3,000 0 0 8625 H 0.00 17.42 0 0 0| 0 250 0 0 9025 CAB 0.00 17.42 0 0 0| 0 15,000 0 0 9625 CAB 0.00 17.42 0 0 0| 0 1,750 0 0 10025 Total 0 0 0| 0 320,437 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 449 Days 18 Mar 11 727 0.62 25.14 0 0 0| 0 15 0 0 4928 540 0.53 23.42 0 0 0| 0 398 0 0 5236 Total 0 0 0| 0 413 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 477 Days 15 Apr 11 1373 0.78 30.09 0 0 0| 0 777 0 0 4050 Total 0 0 0| 0 777 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 481 Days 19 Apr 11 696 0.59 24.79 0 0 0| 0 1,545 0 0 5000 34H 0.08 16.93 0 0 0| 0 1,545 0 0 7000 Total 0 0 0| 0 3,090 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 495 Days 3 May 11 704 0.59 24.86 0 0 0| 0 255 0 0 5000 36H 0.08 16.89 0 0 0| 0 255 0 0 7000 Total 0 0 0| 0 510 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 540 Days 17 Jun 11 1046 0.69 27.97 0 0 0| 0 24 0 0 4532 803 0.62 25.68 0 0 0| 0 357 0 0 4884 532H 0.50 23.41 0 0 0| 0 750 0 0 5350 Total 0 0 0| 0 1,131 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 722 Days 16 Dec 11 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 24 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1917 0.82 31.46 0 0 0| 0 2,750 0 0 3400 1836 0.81 30.91 0 0 0| 0 3,500 0 0 3500 1678 0.79 30.11 0 0 0| 0 925 0 0 3700 1525 0.77 28.99 0 0 0| 0 5,125 0 0 3900 1377 0.74 28.18 0 0 0| 0 8,425 0 0 4100 1287 0.72 27.57 0 0 0| 0 5,375 0 0 4225 1235 0.71 27.22 0 0 0| 0 9,100 0 0 4300 1218 0.71 27.11 0 0 0| 0 6,500 0 0 4325 1149 0.69 26.66 0 0 0| 0 750 0 0 4425 1099 0.68 26.40 0 0 0| 0 5,050 0 0 4500 1018 0.65 25.95 0 0 0| 0 400 0 0 4625 970 0.64 25.55 0 0 0| 0 1,575 0 0 4700 721 0.55 23.89 0 0 0| 0 1,000 0 0 5125 708 0.55 23.80 0 0 0| 0 200 0 0 5150 668 0.53 23.50 0 0 0| 0 375 0 0 5225 655 0.53 23.41 0 0 0| 0 3,500 0 0 5250 617 0.51 23.19 0 0 0| 0 1,000 0 0 5325 568 0.49 22.89 0 0 0| 0 250 0 0 5425 556 0.48 22.76 0 0 0| 0 3,500 0 0 5450 521 0.46 22.43 0 0 0| 0 500 0 0 5525 477 0.44 22.08 0 0 0| 0 600 0 0 5625 N/A 0.00 0 0 0| 0 1,125 0 0 5700 435 0.42 21.81 0 0 0| 0 1,850 0 0 5725 432 0.41 22.01 0 0 0| 0 1,250 0 0 5750 395 0.39 21.49 0 0 0| 0 1,925 0 0 5825 358 0.37 21.11 0 0 0| 0 2,375 0 0 5925 323 0.35 20.80 0 0 0| 0 750 0 0 6025 291 0.32 20.61 0 0 0| 0 3,250 0 0 6125 280 0.32 20.64 0 0 0| 0 1,250 0 0 6175 261 0.30 20.27 0 0 0| 0 3,500 0 0 6225 233 0.28 19.95 0 0 0| 0 2,750 0 0 6325 208 0.26 19.75 0 0 0| 0 1,925 0 0 6425 190 0.24 19.63 0 0 0| 0 6,250 0 0 6500 185 0.24 19.57 0 0 0| 0 6,230 0 0 6525 163 0.22 19.22 0 0 0| 0 7,000 0 0 6625 160 0.21 19.59 0 0 0| 0 500 0 0 6700 144 0.20 19.01 0 0 0| 0 2,250 0 0 6725 50 0.09 17.86 0 0 0| 0 250 0 0 7525 1H 0.00 19.15 0 0 0| 0 3,750 0 0 11000 1H 0.00 19.15 0 0 0| 0 8,250 0 0 11200 Total 0 0 0| 0 116,830 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 813 Days 16 Mar 12 21 0.04 17.94 0 0 0| 0 6,550 0 0 8625 Total 0 0 0| 0 6,550 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 848 Days 20 Apr 12 1268H 0.69 27.88 0 0 0| 0 364 0 0 4350 Total 0 0 0| 0 364 0 0 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 25 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 872 Days 14 May 12 420 0.38 21.89 0 0 0| 0 145 0 0 6000 52H 0.08 18.31 0 0 0| 0 145 0 0 8000 Total 0 0 0| 0 290 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1093 Days 21 Dec 12 3073 0.87 37.57 0 0 0| 0 875 0 0 2000 1916 0.77 31.53 0 0 0| 0 1,500 0 0 3500 1825 0.76 30.14 0 0 0| 0 550 0 0 3600 1775 0.75 30.76 0 0 0| 0 1,250 0 0 3700 1685 0.74 29.45 0 0 0| 0 4,750 0 0 3800 1617 0.73 29.05 0 0 0| 0 1,750 0 0 3900 1551 0.72 28.63 0 0 0| 0 16,075 0 0 4000 1534 0.71 28.50 0 0 0| 0 6,000 0 0 4025 1485 0.70 28.21 0 0 0| 0 6,500 0 0 4100 1421 0.69 27.89 0 0 0| 0 29,450 0 0 4200 1357 0.68 27.56 0 0 0| 0 2,000 0 0 4300 1342 0.67 27.52 0 0 0| 0 125 0 0 4325 1326 0.67 27.45 0 0 0| 0 18,000 0 0 4350 1296 0.66 27.29 0 0 0| 0 13,230 0 0 4400 1235 0.65 26.83 0 0 0| 0 7,575 0 0 4500 1220 0.65 26.73 0 0 0| 0 3,000 0 0 4525 1205 0.64 26.63 0 0 0| 0 6,500 0 0 4550 1176 0.64 26.45 0 0 0| 0 2,250 0 0 4600 1118 0.62 26.12 0 0 0| 0 8,000 0 0 4700 1061 0.61 25.82 0 0 0| 0 750 0 0 4800 1023 0.59 26.11 0 0 0| 0 1,000 0 0 4900 953 0.58 25.17 0 0 0| 0 21,700 0 0 5000 940 0.57 25.08 0 0 0| 0 300 0 0 5025 901 0.56 24.81 0 0 0| 0 5,275 0 0 5100 850 0.54 24.48 0 0 0| 0 28,900 0 0 5200 801 0.53 24.21 0 0 0| 0 2,750 0 0 5300 793 0.52 24.58 0 0 0| 0 750 0 0 5350 754 0.51 24.01 0 0 0| 0 2,750 0 0 5400 742 0.50 23.90 0 0 0| 0 8,375 0 0 5425 708 0.49 23.62 0 0 0| 0 900 0 0 5500 697 0.49 23.53 0 0 0| 0 4,500 0 0 5525 682H 0.48 23.83 0 0 0| 0 2,300 0 0 5600 653 0.47 23.19 0 0 0| 0 5,000 0 0 5625 611 0.45 22.92 0 0 0| 0 1,075 0 0 5725 605 0.45 22.99 0 0 0| 0 250 0 0 5750 570 0.43 22.68 0 0 0| 0 3,375 0 0 5825 554 0.42 22.94 0 0 0| 0 125 0 0 5900 532 0.42 22.46 0 0 0| 0 2,250 0 0 5925 504 0.40 22.19 0 0 0| 0 3,310 0 0 6000 495 0.40 22.11 0 0 0| 0 6,925 0 0 6025 460 0.38 21.83 0 0 0| 0 2,750 0 0 6125 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 26 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 450 0.38 21.92 0 0 0| 0 750 0 0 6175 440 0.37 21.81 0 0 0| 0 1,000 0 0 6200 426 0.36 21.58 0 0 0| 0 9,075 0 0 6225 395 0.35 21.42 0 0 0| 0 3,800 0 0 6325 365 0.33 21.18 0 0 0| 0 2,625 0 0 6425 344 0.32 20.97 0 0 0| 0 3,500 0 0 6500 337 0.31 20.90 0 0 0| 0 5,750 0 0 6525 311 0.30 20.68 0 0 0| 0 4,625 0 0 6625 305 0.29 20.96 0 0 0| 0 500 0 0 6700 286 0.28 20.50 0 0 0| 0 1,375 0 0 6725 285 0.28 20.95 0 0 0| 0 80 0 0 6800 263 0.26 20.39 0 0 0| 0 2,300 0 0 6825 226 0.24 19.97 0 0 0| 0 3,875 0 0 7000 154 0.18 19.31 0 0 0| 0 2,000 0 0 7425 63 0.09 18.54 0 0 0| 0 375 0 0 8425 59 0.08 18.46 0 0 0| 0 80 0 0 8500 34H 0.05 17.93 0 0 0| 0 750 0 0 9000 9H 0.02 16.85 0 0 0| 0 1,125 0 0 10025 Total 0 0 0| 0 278,275 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1177 Days 15 Mar 13 561 0.42 23.18 0 0 0| 0 250 0 0 6000 428 0.35 22.23 0 0 0| 0 250 0 0 6400 399 0.34 22.03 0 0 0| 0 1,250 0 0 6500 350H 0.31 21.70 0 0 0| 0 250 0 0 6700 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1212 Days 19 Apr 13 1195 0.62 26.93 0 0 0| 0 121 0 0 4650 Total 0 0 0| 0 121 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1457 Days 20 Dec 13 1923H 0.73 30.73 0 0 0| 0 125 0 0 3500 1791 0.71 29.84 0 0 0| 0 300 0 0 3700 1731H 0.70 29.55 0 0 0| 0 2,850 0 0 3800 1611H 0.68 28.96 0 0 0| 0 1,950 0 0 4000 1552 0.67 28.68 0 0 0| 0 1,000 0 0 4100 1490H 0.66 28.33 0 0 0| 0 52,350 0 0 4200 1435H 0.65 27.99 0 0 0| 0 3,500 0 0 4300 1409 0.64 27.87 0 0 0| 0 49,000 0 0 4350 1383 0.64 27.75 0 0 0| 0 17,360 0 0 4400 1330H 0.62 27.51 0 0 0| 0 4,700 0 0 4500 1278 0.61 27.27 0 0 0| 0 1,550 0 0 4600 1225H 0.60 27.03 0 0 0| 0 250 0 0 4700 1172 0.59 26.75 0 0 0| 0 750 0 0 4800 1077H 0.56 26.18 0 0 0| 0 3,250 0 0 5000 1065H 0.56 26.11 0 0 0| 0 750 0 0 5025 1030 0.55 25.90 0 0 0| 0 5,375 0 0 5100 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 27 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 982 0.54 25.61 0 0 0| 0 3,950 0 0 5200 958 0.53 25.47 0 0 0| 0 3,300 0 0 5250 934H 0.52 25.33 0 0 0| 0 1,625 0 0 5300 886H 0.51 25.05 0 0 0| 0 11,400 0 0 5400 876 0.51 24.97 0 0 0| 0 125 0 0 5425 866H 0.50 24.92 0 0 0| 0 3,300 0 0 5450 856H 0.50 24.86 0 0 0| 0 1,000 0 0 5475 808H 0.48 24.58 0 0 0| 0 1,500 0 0 5600 644H 0.43 23.48 0 0 0| 0 100 0 0 6000 320H 0.28 20.44 0 0 0| 0 500 0 0 7000 Total 0 0 0| 0 171,860 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1575 Days 17 Apr 14 1532H 0.66 27.26 0 0 0| 0 500 0 0 4100 1313 0.61 27.53 0 0 0| 0 146 0 0 4600 Total 0 0 0| 0 646 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1639 Days 20 Jun 14 1266 0.62 24.33 0 0 0| 0 1,000 0 0 4500 816H 0.45 26.56 0 0 0| 0 1,000 0 0 6000 Total 0 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1649 Days 30 Jun 14 1018 0.55 23.22 0 0 0| 0 1,550 0 0 5000 569H 0.38 23.23 0 0 0| 0 1,550 0 0 6500 Total 0 0 0| 0 3,100 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1821 Days 19 Dec 14 2250H 0.74 31.60 0 0 0| 0 13,000 0 0 3000 1653H 0.66 28.53 0 0 0| 0 25,050 0 0 4000 1601 0.65 28.35 0 0 0| 0 2,000 0 0 4100 1549 0.64 28.05 0 0 0| 0 1,750 0 0 4200 1497H 0.63 27.77 0 0 0| 0 2,500 0 0 4300 1449 0.62 27.58 0 0 0| 0 625 0 0 4400 1399H 0.61 27.38 0 0 0| 0 2,125 0 0 4500 1376H 0.60 27.32 0 0 0| 0 18,000 0 0 4550 1353H 0.60 27.27 0 0 0| 0 2,500 0 0 4600 1305 0.59 27.10 0 0 0| 0 18,500 0 0 4700 1223H 0.57 26.83 0 0 0| 0 3,200 0 0 4900 1180H 0.56 26.62 0 0 0| 0 23,875 0 0 5000 1135 0.55 26.35 0 0 0| 0 20,565 0 0 5100 1089 0.54 26.08 0 0 0| 0 17,550 0 0 5200 1068 0.53 25.99 0 0 0| 0 14,000 0 0 5250 1047 0.52 25.91 0 0 0| 0 5,750 0 0 5300 1001 0.51 25.64 0 0 0| 0 2,000 0 0 5400 992 0.51 25.60 0 0 0| 0 1,000 0 0 5425 931H 0.49 25.33 0 0 0| 0 2,000 0 0 5600 922H 0.49 25.28 0 0 0| 0 1,000 0 0 5625 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 28 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 481 0.33 22.47 0 0 0| 0 10,500 0 0 7000 Total 0 0 0| 0 187,490 0 0 Total Calls 0 0 0| 0 1,127,392 -500 0 | Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 29 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | FTSE 100 Index Flex (European)**** (FLX) Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 18 Days 11 Jan 10 8 -0.06 23.18 0 0 0| 0 1,610 0 0 5000 1624H -0.94 72.46 0 0 0| 0 1,610 0 0 7000 Total 0 0 0| 0 3,220 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 22 Days 15 Jan 10 CAB 0.00 34.28 0 0 0| 0 500 0 0 3800 127 -0.62 16.32 0 0 0| 0 2,346 0 0 5467 Total 0 0 0| 0 2,846 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 85 Days 19 Mar 10 H 0.00 53.65 0 0 0| 0 5,500 0 0 2550 1 0.00 51.79 0 0 0| 0 515 0 0 2700 1H 0.00 47.64 0 0 0| 0 2,709 0 0 3001 2H -0.01 43.99 0 0 0| 0 5,500 0 0 3250 11H -0.03 33.74 0 0 0| 0 4,705 0 0 4017 63H -0.17 25.14 0 0 0| 0 380 0 0 4810 82H -0.22 24.06 0 0 0| 0 390 0 0 4925 3640 -0.99 16.00 0 0 0| 0 2,709 0 0 9001 Total 0 0 0| 0 22,408 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 113 Days 16 Apr 10 CAB 0.00 24.88 0 0 0| 0 500 0 0 2900 CAB 0.00 24.88 0 0 0| 0 340 0 0 3000 CAB 0.00 24.88 0 0 0| 0 850 0 0 3550 H 0.00 24.88 0 0 0| 0 500 0 0 3700 Total 0 0 0| 0 2,190 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 176 Days 18 Jun 10 20 -0.03 36.72 0 0 0| 0 2,768 0 0 3450 42H -0.07 32.38 0 0 0| 0 1,125 0 0 3925 257 -0.39 22.72 0 0 0| 0 0 0 0 5150 693 -0.77 18.22 0 0 0| 0 250 0 0 5925 Total 0 0 0| 0 4,143 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 217 Days 29 Jul 10 249H -0.34 23.92 0 0 0| 0 265 0 0 5000 1706H -0.96 16.43 0 0 0| 0 265 0 0 7000 Total 0 0 0| 0 530 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 267 Days 17 Sep 10 196H -0.24 26.27 0 0 0| 0 1,200 0 0 4650 231H -0.28 25.56 0 0 0| 0 1,200 0 0 4775 Total 0 0 0| 0 2,400 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 295 Days 15 Oct 10 293H -0.32 24.63 0 0 0| 0 100 0 0 4920 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 30 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1463 -0.90 17.16 0 0 0| 0 100 0 0 6720 Total 0 0 0| 0 200 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 314 Days 3 Nov 10 36H -0.04 38.64 0 0 0| 0 155 0 0 3025 1757 -0.93 17.12 0 0 0| 0 155 0 0 7025 Total 0 0 0| 0 310 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 358 Days 17 Dec 10 13 -0.01 43.72 0 0 0| 0 250 0 0 2250 21 -0.02 41.42 0 0 0| 0 3,000 0 0 2525 43 -0.04 37.64 0 0 0| 0 6,000 0 0 3025 79 -0.08 33.72 0 0 0| 0 17,000 0 0 3525 88 -0.09 32.91 0 0 0| 0 1,500 0 0 3625 111 -0.11 31.73 0 0 0| 0 1,025 0 0 3825 115H -0.12 31.63 0 0 0| 0 236 0 0 3850 123 -0.13 30.87 0 0 0| 0 2,375 0 0 3925 138 -0.14 30.28 0 0 0| 0 4,500 0 0 4025 153 -0.16 29.70 0 0 0| 0 240 0 0 4125 170 -0.17 29.01 0 0 0| 0 3,250 0 0 4225 189 -0.19 28.33 0 0 0| 0 7,938 0 0 4325 210 -0.21 27.80 0 0 0| 0 1,000 0 0 4425 216 -0.22 27.70 0 0 0| 0 2,800 0 0 4450 232 -0.23 27.25 0 0 0| 0 8,750 0 0 4525 257 -0.26 26.56 0 0 0| 0 375 0 0 4625 284 -0.28 26.00 0 0 0| 0 4,500 0 0 4725 314 -0.31 25.61 0 0 0| 0 7,500 0 0 4825 346 -0.33 24.92 0 0 0| 0 3,250 0 0 4925 381 -0.36 24.39 0 0 0| 0 7,525 0 0 5025 398H -0.38 23.77 0 0 0| 0 100 0 0 5090 419 -0.39 24.01 0 0 0| 0 180 0 0 5125 429 -0.40 23.83 0 0 0| 0 9,500 0 0 5150 460 -0.42 23.37 0 0 0| 0 3,000 0 0 5225 500 -0.45 22.76 0 0 0| 0 500 0 0 5322 504 -0.46 22.88 0 0 0| 0 5,250 0 0 5325 524 -0.47 22.52 0 0 0| 0 1,125 0 0 5375 543 -0.49 22.27 0 0 0| 0 1,000 0 0 5418 552 -0.49 22.49 0 0 0| 0 5,250 0 0 5425 565 -0.50 22.06 0 0 0| 0 500 0 0 5460 578 -0.51 22.23 0 0 0| 0 1,000 0 0 5475 592H -0.52 21.79 0 0 0| 0 750 0 0 5512 604 -0.52 21.97 0 0 0| 0 12,575 0 0 5525 613 -0.53 21.95 0 0 0| 0 500 0 0 5540 617 -0.53 21.84 0 0 0| 0 4,500 0 0 5550 620 -0.53 21.90 0 0 0| 0 1,000 0 0 5553 642 -0.55 21.69 0 0 0| 0 1,000 0 0 5595 654 -0.56 21.63 0 0 0| 0 2,500 0 0 5616 659 -0.56 21.60 0 0 0| 0 4,375 0 0 5625 667 -0.56 21.53 0 0 0| 0 750 0 0 5640 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 31 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 686 -0.58 21.42 0 0 0| 0 1,250 0 0 5673 689 -0.58 21.39 0 0 0| 0 500 0 0 5678 718 -0.59 21.17 0 0 0| 0 6,880 0 0 5725 730 -0.60 21.03 0 0 0| 0 500 0 0 5746 731 -0.60 21.01 0 0 0| 0 250 0 0 5748 735 -0.60 21.14 0 0 0| 0 1,000 0 0 5750 755 -0.62 20.39 0 0 0| 0 500 0 0 5799 757 -0.62 20.39 0 0 0| 0 500 0 0 5802 758 -0.62 20.38 0 0 0| 0 2,250 0 0 5803 762H -0.63 20.38 0 0 0| 0 100 0 0 5810 781 -0.63 20.78 0 0 0| 0 9,600 0 0 5825 798 -0.64 20.31 0 0 0| 0 500 0 0 5862 801H -0.64 20.30 0 0 0| 0 500 0 0 5867 837H -0.66 20.11 0 0 0| 0 250 0 0 5922 847 -0.66 20.51 0 0 0| 0 4,900 0 0 5925 882 -0.69 19.66 0 0 0| 0 250 0 0 5989 882H -0.69 19.65 0 0 0| 0 100 0 0 5990 904H -0.70 19.58 0 0 0| 0 500 0 0 6020 917 -0.69 20.08 0 0 0| 0 5,523 0 0 6025 920 -0.69 20.16 0 0 0| 0 250 0 0 6027 921 -0.69 20.08 0 0 0| 0 150 0 0 6030 928 -0.70 19.58 0 0 0| 0 150 0 0 6050 931H -0.71 19.57 0 0 0| 0 250 0 0 6055 939H -0.71 19.57 0 0 0| 0 100 0 0 6065 947 -0.71 19.57 0 0 0| 0 3,500 0 0 6075 991 -0.72 19.87 0 0 0| 0 10,450 0 0 6125 995 -0.72 19.96 0 0 0| 0 1,250 0 0 6128 1020H -0.74 19.19 0 0 0| 0 2,500 0 0 6175 1028 -0.75 19.14 0 0 0| 0 1,000 0 0 6185 1068 -0.75 19.58 0 0 0| 0 8,425 0 0 6225 1148 -0.78 19.35 0 0 0| 0 4,150 0 0 6325 1161H -0.79 18.60 0 0 0| 0 250 0 0 6354 1170 -0.80 18.57 0 0 0| 0 1,000 0 0 6365 1191 -0.80 18.49 0 0 0| 0 1,000 0 0 6390 1192 -0.80 18.49 0 0 0| 0 500 0 0 6391 1231 -0.80 19.25 0 0 0| 0 5,300 0 0 6425 1233 -0.81 18.39 0 0 0| 0 1,000 0 0 6439 1252 -0.80 19.16 0 0 0| 0 5,000 0 0 6450 1260 -0.80 19.46 0 0 0| 0 500 0 0 6455 1266H -0.82 18.32 0 0 0| 0 500 0 0 6478 1281H -0.83 18.29 0 0 0| 0 1,000 0 0 6495 1291H -0.83 18.27 0 0 0| 0 500 0 0 6507 1317 -0.82 19.07 0 0 0| 0 10,250 0 0 6525 1357 -0.84 18.14 0 0 0| 0 1,000 0 0 6583 1359 -0.84 18.14 0 0 0| 0 1,000 0 0 6585 1405 -0.84 19.05 0 0 0| 0 9,825 0 0 6625 1495 -0.85 19.04 0 0 0| 0 1,750 0 0 6725 1587 -0.87 19.06 0 0 0| 0 500 0 0 6825 1775 -0.89 19.48 0 0 0| 0 600 0 0 7025 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 32 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 2063 -0.91 20.23 0 0 0| 0 2,000 0 0 7325 Total 0 0 0| 0 249,872 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 421 Days 18 Feb 11 583H -0.47 22.73 0 0 0| 0 0 0 0 5401 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 449 Days 18 Mar 11 91H -0.08 34.39 0 0 0| 0 2,123 0 0 3350 Total 0 0 0| 0 2,123 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 477 Days 15 Apr 11 54H -0.05 38.23 0 0 0| 0 73 0 0 2800 Total 0 0 0| 0 73 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 481 Days 19 Apr 11 455H -0.36 24.79 0 0 0| 0 1,545 0 0 5000 1751H -0.87 16.93 0 0 0| 0 1,545 0 0 7000 Total 0 0 0| 0 3,090 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 483 Days 21 Apr 11 249H -0.20 28.87 0 0 0| 0 1,663 0 0 4270 672H -0.49 22.62 0 0 0| 0 1,663 0 0 5490 Total 0 0 0| 0 3,326 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 495 Days 3 May 11 465 -0.36 24.86 0 0 0| 0 255 0 0 5000 1753 -0.87 16.89 0 0 0| 0 255 0 0 7000 Total 0 0 0| 0 510 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 540 Days 17 Jun 11 639 -0.44 23.41 0 0 0| 0 750 0 0 5350 Total 0 0 0| 0 750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 631 Days 16 Sep 11 247 -0.15 34.09 0 0 0| 0 8 0 0 3740 345H -0.22 30.97 0 0 0| 0 410 0 0 4224 Total 0 0 0| 0 418 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 713 Days 7 Dec 11 1309 -0.65 20.61 0 0 0| 0 4,267 0 0 6359 Total 0 0 0| 0 4,267 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 722 Days 16 Dec 11 48 -0.03 40.34 0 0 0| 0 2,500 0 0 2200 58 -0.04 36.52 0 0 0| 0 2,625 0 0 2500 78 -0.05 37.60 0 0 0| 0 3,500 0 0 2600 119 -0.08 35.12 0 0 0| 0 2,725 0 0 3000 144 -0.09 34.06 0 0 0| 0 6,000 0 0 3200 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 33 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 172 -0.11 32.78 0 0 0| 0 2,500 0 0 3400 188 -0.12 32.30 0 0 0| 0 6,125 0 0 3500 198 -0.13 30.62 0 0 0| 0 12 0 0 3652 223 -0.14 31.31 0 0 0| 0 4,175 0 0 3700 263 -0.17 30.25 0 0 0| 0 1,125 0 0 3900 291 -0.18 29.77 0 0 0| 0 2,000 0 0 4025 305 -0.19 30.16 0 0 0| 0 140 0 0 4048 309 -0.19 29.51 0 0 0| 0 8,115 0 0 4100 340 -0.21 28.80 0 0 0| 0 375 0 0 4225 360 -0.22 28.44 0 0 0| 0 5,825 0 0 4300 367 -0.23 28.34 0 0 0| 0 2,250 0 0 4325 395 -0.24 27.93 0 0 0| 0 625 0 0 4425 417 -0.26 27.67 0 0 0| 0 3,975 0 0 4500 457 -0.28 27.14 0 0 0| 0 150 0 0 4625 482 -0.29 26.78 0 0 0| 0 2,075 0 0 4700 643 -0.37 25.14 0 0 0| 0 1,000 0 0 5125 654 -0.38 25.05 0 0 0| 0 200 0 0 5150 686 -0.40 24.76 0 0 0| 0 375 0 0 5225 780 -0.44 24.23 0 0 0| 0 250 0 0 5425 829 -0.46 23.77 0 0 0| 0 500 0 0 5525 882 -0.48 23.47 0 0 0| 0 350 0 0 5625 936 -0.50 23.20 0 0 0| 0 1,650 0 0 5725 942 -0.51 22.87 0 0 0| 0 1,250 0 0 5750 993 -0.52 22.99 0 0 0| 0 1,125 0 0 5825 1053 -0.55 22.65 0 0 0| 0 2,125 0 0 5925 1115 -0.57 22.39 0 0 0| 0 750 0 0 6025 1179 -0.59 22.20 0 0 0| 0 3,250 0 0 6125 1183 -0.61 21.07 0 0 0| 0 1,250 0 0 6175 1245 -0.61 22.05 0 0 0| 0 1,250 0 0 6225 1314 -0.63 21.77 0 0 0| 0 2,750 0 0 6325 1386 -0.65 21.62 0 0 0| 0 1,500 0 0 6425 1459 -0.66 21.52 0 0 0| 0 4,125 0 0 6525 1535 -0.68 21.51 0 0 0| 0 4,750 0 0 6625 1612 -0.70 21.31 0 0 0| 0 2,250 0 0 6725 Total 0 0 0| 0 87,517 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 813 Days 16 Mar 12 182H -0.11 32.60 0 0 0| 0 2,123 0 0 3350 223 -0.14 31.31 0 0 0| 0 1,750 0 0 3600 Total 0 0 0| 0 3,873 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 848 Days 20 Apr 12 116H -0.07 35.59 0 0 0| 0 170 0 0 2800 213 -0.13 31.77 0 0 0| 0 267 0 0 3500 Total 0 0 0| 0 437 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 872 Days 14 May 12 1113 -0.54 21.89 0 0 0| 0 145 0 0 6000 2629H -0.84 18.31 0 0 0| 0 145 0 0 8000 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 34 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 0| 0 290 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 904 Days 15 Jun 12 82 -0.05 37.71 0 0 0| 0 1,000 0 0 2400 150H -0.09 34.32 0 0 0| 0 100 0 0 3000 727 -0.37 24.68 0 0 0| 0 1,000 0 0 5200 1503H -0.64 20.48 0 0 0| 0 1,000 0 0 6600 1521 -0.65 20.40 0 0 0| 0 2,283 0 0 6627 Total 0 0 0| 0 5,383 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1002 Days 21 Sep 12 571H -0.28 26.68 0 0 0| 0 11,000 0 0 4700 Total 0 0 0| 0 11,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1093 Days 21 Dec 12 10 -0.01 45.76 0 0 0| 0 2,500 0 0 1000 68 -0.03 39.41 0 0 0| 0 6,200 0 0 2000 87 -0.04 38.52 0 0 0| 0 1,250 0 0 2200 105H -0.05 36.95 0 0 0| 0 1,000 0 0 2400 121 -0.06 36.74 0 0 0| 0 3,500 0 0 2500 122 -0.06 36.43 0 0 0| 0 3,000 0 0 2525 190 -0.07 34.12 0 0 0| 0 4,500 0 0 3000 195 -0.10 34.07 0 0 0| 0 4,500 0 0 3025 255 -0.13 31.97 0 0 0| 0 1,125 0 0 3400 275H -0.14 31.53 0 0 0| 0 2,000 0 0 3500 302 -0.15 31.39 0 0 0| 0 1,300 0 0 3600 324 -0.16 31.04 0 0 0| 0 1,000 0 0 3700 348 -0.17 30.72 0 0 0| 0 6,000 0 0 3800 373 -0.18 30.24 0 0 0| 0 1,750 0 0 3900 398 -0.19 29.76 0 0 0| 0 8,900 0 0 4000 425 -0.20 29.38 0 0 0| 0 15,450 0 0 4100 454 -0.21 29.09 0 0 0| 0 11,850 0 0 4200 483 -0.23 28.80 0 0 0| 0 3,700 0 0 4300 491 -0.23 28.75 0 0 0| 0 2,450 0 0 4325 514 -0.24 28.39 0 0 0| 0 24,205 0 0 4400 546 -0.25 27.97 0 0 0| 0 8,313 0 0 4500 554 -0.26 27.86 0 0 0| 0 1,000 0 0 4525 579 -0.27 27.58 0 0 0| 0 2,375 0 0 4600 650 -0.29 27.01 0 0 0| 0 250 0 0 4800 668H -0.31 26.11 0 0 0| 0 3,650 0 0 4900 726 -0.32 26.29 0 0 0| 0 4,725 0 0 5000 736 -0.33 26.20 0 0 0| 0 3,750 0 0 5025 767 -0.34 25.95 0 0 0| 0 5,525 0 0 5100 809 -0.36 25.65 0 0 0| 0 5,000 0 0 5200 853 -0.37 25.41 0 0 0| 0 5,000 0 0 5300 860 -0.38 24.84 0 0 0| 0 750 0 0 5350 898 -0.39 25.21 0 0 0| 0 500 0 0 5400 909 -0.39 25.09 0 0 0| 0 5,500 0 0 5425 944 -0.40 24.80 0 0 0| 0 3,900 0 0 5500 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 35 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 971 -0.42 23.83 0 0 0| 0 2,050 0 0 5600 1005 -0.42 24.41 0 0 0| 0 350 0 0 5625 1056 -0.44 24.16 0 0 0| 0 1,075 0 0 5725 1065 -0.45 23.99 0 0 0| 0 250 0 0 5750 1108 -0.46 23.94 0 0 0| 0 2,875 0 0 5825 1118 -0.48 22.94 0 0 0| 0 125 0 0 5900 1162 -0.47 23.79 0 0 0| 0 2,500 0 0 5925 1204 -0.49 23.55 0 0 0| 0 810 0 0 6000 1218 -0.49 23.47 0 0 0| 0 2,800 0 0 6025 1275 -0.51 23.18 0 0 0| 0 2,250 0 0 6125 1277 -0.52 22.23 0 0 0| 0 750 0 0 6175 1335 -0.52 22.99 0 0 0| 0 2,450 0 0 6225 1380 -0.54 22.84 0 0 0| 0 1,250 0 0 6300 1396 -0.54 22.83 0 0 0| 0 3,800 0 0 6325 1458 -0.56 22.70 0 0 0| 0 3,125 0 0 6425 1523 -0.57 22.48 0 0 0| 0 5,500 0 0 6525 1589 -0.59 22.26 0 0 0| 0 3,875 0 0 6625 1657 -0.60 22.11 0 0 0| 0 2,375 0 0 6725 1726 -0.61 21.99 0 0 0| 0 350 0 0 6825 1870 -0.64 21.85 0 0 0| 0 1,000 0 0 7025 Total 0 0 0| 0 195,978 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1148 Days 14 Feb 13 794H -0.37 23.24 0 0 0| 0 4,000 0 0 5300 1189H -0.46 24.69 0 0 0| 0 3,000 0 0 5900 Total 0 0 0| 0 7,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1177 Days 15 Mar 13 295H -0.14 30.81 0 0 0| 0 2,160 0 0 3550 Total 0 0 0| 0 2,160 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1212 Days 19 Apr 13 160 -0.08 33.62 0 0 0| 0 146 0 0 2800 373 -0.17 29.69 0 0 0| 0 243 0 0 3850 Total 0 0 0| 0 389 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1457 Days 20 Dec 13 335H -0.14 30.73 0 0 0| 0 125 0 0 3500 379 -0.16 29.84 0 0 0| 0 300 0 0 3700 407 -0.17 29.55 0 0 0| 0 2,950 0 0 3800 435 -0.18 29.25 0 0 0| 0 9,000 0 0 3900 463 -0.19 28.96 0 0 0| 0 3,450 0 0 4000 491 -0.20 28.68 0 0 0| 0 725 0 0 4100 517H -0.21 28.33 0 0 0| 0 4,450 0 0 4200 550 -0.22 27.99 0 0 0| 0 3,500 0 0 4300 586 -0.23 27.75 0 0 0| 0 17,510 0 0 4400 621H -0.24 27.51 0 0 0| 0 1,850 0 0 4500 656H -0.25 27.27 0 0 0| 0 1,550 0 0 4600 692 -0.27 27.03 0 0 0| 0 250 0 0 4700 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 36 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 807 -0.30 26.18 0 0 0| 0 3,250 0 0 5000 817H -0.31 26.11 0 0 0| 0 750 0 0 5025 847H -0.32 25.90 0 0 0| 0 5,375 0 0 5100 887H -0.33 25.61 0 0 0| 0 3,500 0 0 5200 928 -0.34 25.33 0 0 0| 0 6,000 0 0 5300 967H -0.36 25.05 0 0 0| 0 650 0 0 5400 979 -0.36 24.97 0 0 0| 0 125 0 0 5425 1004 -0.37 24.86 0 0 0| 0 1,000 0 0 5475 1065H -0.38 24.58 0 0 0| 0 1,500 0 0 5600 1126H -0.40 24.30 0 0 0| 0 250 0 0 5725 1253 -0.44 23.48 0 0 0| 0 100 0 0 6000 Total 0 0 0| 0 68,160 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1548 Days 21 Mar 14 399 -0.15 32.06 0 0 0| 0 2,160 0 0 3550 Total 0 0 0| 0 2,160 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1575 Days 17 Apr 14 196H -0.09 30.30 0 0 0| 0 510 0 0 2950 289 -0.13 28.43 0 0 0| 0 534 0 0 3450 Total 0 0 0| 0 1,044 0 0 Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 1821 Days 19 Dec 14 264H -0.10 31.60 0 0 0| 0 11,390 0 0 3000 402 -0.14 29.76 0 0 0| 0 2,500 0 0 3600 506H -0.18 28.53 0 0 0| 0 17,500 0 0 4000 538 -0.19 28.35 0 0 0| 0 2,000 0 0 4100 570 -0.20 28.05 0 0 0| 0 2,000 0 0 4200 602H -0.21 27.77 0 0 0| 0 8,750 0 0 4300 637H -0.22 27.58 0 0 0| 0 3,125 0 0 4400 672H -0.23 27.38 0 0 0| 0 16,500 0 0 4500 710 -0.24 27.27 0 0 0| 0 2,500 0 0 4600 745H -0.25 27.10 0 0 0| 0 750 0 0 4700 831H -0.27 26.83 0 0 0| 0 3,200 0 0 4900 872H -0.28 26.62 0 0 0| 0 9,375 0 0 5000 911 -0.29 26.35 0 0 0| 0 13,710 0 0 5100 949 -0.30 26.08 0 0 0| 0 1,550 0 0 5200 991 -0.31 25.91 0 0 0| 0 16,250 0 0 5300 Total 0 0 0| 0 111,100 0 0 Total Puts 0 0 0| 0 799,167 0 0 Indicative a-t-m Vol 0.00 Underlying Price 3912.730 Time to expiry: 267 Days 17 Sep 10 175.790 -0.26 28.04 0 0 0| 0 180 0 0 3400 Total 0 0 0| 0 180 0 0 Total Puts 0 0 0| 0 180 0 0 Grand Total 0 0 0| 0 1,926,559 -500 0 CAC 40 Index (YCC) Indicative a-t-m Vol 0.00 Underlying Price 3912.730 Time to expiry: 267 Days 17 Sep 10 Equity Index Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 37 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 174.270 -0.26 28.04 0 0 0| 0 0 0 0 3400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 0 0 0 Grand Total 0 0 0| 0 1,926,739 -500 0 FTSE 100 Index (XUK) Indicative a-t-m Vol 0.00 Underlying Price 5402H Time to expiry: 85 Days 19 Mar 10 1H 0.00 47.64 0 0 0| 0 0 0 0 3001 3640 -0.99 16.00 0 0 0| 0 0 0 0 9001 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 9212.0 Time to expiry: 22 Days 15 Jan 10 103.5 -0.32 21.16 0 0 0| 0 0 0 0 9000 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 0 0 0 Grand Total 0 0 0| 0 1,926,739 -500 0 FTSE 250 Index FLEX Option (YFS) Grand Total 0 0 0| 0 1,926,739 -500 0 FTSEurofirst 80 Index (YFE) Indicative a-t-m Vol 0.00 Underlying Price 3761.520 Time to expiry: 358 Days 17 Dec 10 954.410 -0.74 24.61 0 0 0| 0 3,000 0 0 4500 Total 0 0 0| 0 3,000 0 0 Total Puts 0 0 0| 0 3,000 0 0 Grand Total 0 0 0| 0 1,932,739 -500 0