Options on Financial Futures Summary 15:57 Page 1 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 | | Contract CONNECT* Basis Block Trd Total | Official Open Volume Volume Volume Volume | Volume Interest Change | Short Term Interest Rate Products | Three Month Euribor 7,106 N/A 26,000 33,106 | 158,208 10,796,707 +45,056 Three Month Euribor Mid-Curve 751 N/A 0 751 | 9,925 2,071,353 +8,625 THREE MONTH EURO (EURIBOR) 2 YEAR MID-CURVE 0 N/A 0 0 | 0 2,300 0 Three Month Eurodollar 0 N/A 0 0 | 0 0 0 Three Month Eurodollar Mid-Curve 0 N/A 0 0 | 0 0 0 Three Month Sterling 9,710 N/A 0 9,710 | 24,208 4,536,089 +11,525 THREE MONTH STERLING 2 YEAR MID-CURVE 0 N/A 0 0 | 0 3,250 0 Three Month Sterling Mid-Curve 0 N/A 27,000 27,000 | 3,097 1,288,260 +2,387 Three Month Euroswiss 0 N/A 0 0 | 0 0 0 | Swapnote Products | 2Yr Euro Swapnote 0 0 0 0 | 0 0 0 5Yr Euro Swapnote 0 0 0 0 | 0 0 0 10Yr Euro Swapnote 0 0 0 0 | 0 0 0 | Bond Products | Long Gilt 0 N/A 0 0 | 0 3,210 -7,661 Comments *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. Options on Financial Futures 15:57 Page 2 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 99.230 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 98875 0.3550 -0.0050 0.99 0.57 0.3150S 0.1700S 0 0 0| 0 31,250 0 0 99000 0.2325 -0.0050 0.96 0.51 0.2000S 0.0950S 0 0 0| 0 33,500 0 0 99125 0.1150 -0.0025 0.83 0.41 0.1250S 0.0450S 0 0 0| 0 57,862 0 0 99250 0.0225 0.0000 0.40 0.29 0.0450S 0.0050 14,000 0 14,000| 2,000 81,441 +450 0 99375 0.0025 0.0000 0.07 0.36 0.0100S 0.0050S 0 0 0| 0 128,295 -3,500 0 99500 CAB 0.0000 0.00 0.31 0 0 0| 0 60,900 0 0 Total 14,000 0 14,000| 2,000 393,248 -3,050 0 | Feb 10 Underlying Price 99.230 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 99000 0.2425 -0.0025 0.88 0.52 0.2350S 0.2350S 0 0 0| 0 1,000 0 0 99125 0.1250 -0.0025 0.77 0.38 0.1300S 0.0700S 0 0 0| 0 3,250 0 0 99250 0.0375 0.0000 0.43 0.31 0.0500S 0.0200S 0 0 0| 0 32,410 0 0 99375 0.0025 0.0000 0.08 0.27 0.0100S 0.0050S 0 0 0| 1,000 81,350 +1,000 0 Total 0 0 0| 1,000 118,010 +1,000 0 Options on Financial Futures 15:57 Page 3 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 99.230 Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 94750 4.4800 -0.0050 1.00 0.74 0.7700S 0.6100S 0 0 0| 0 300 0 0 95000 4.2300 -0.0050 1.00 0.74 3.3200S 0.5000S 0 0 0| 0 4,085 0 0 95250 3.9800 -0.0050 1.00 0.74 3.0700S 0.3800 0 0 0| 0 6,275 0 0 95500 3.7300 -0.0050 1.00 0.74 2.8200S 0.3750 0 0 0| 0 3,311 0 0 95750 3.4800 -0.0050 1.00 0.74 2.6200S 0.3700S 0 0 0| 0 8,425 0 0 96000 3.2300 -0.0050 1.00 0.74 0.8950S 0.1950S 0 0 0| 0 5,565 0 0 96250 2.9800 -0.0050 1.00 0.74 0.6700S 0.3200S 0 0 0| 0 9,925 0 0 96500 2.7300 -0.0050 1.00 0.74 1.8700S 0.1150 0 0 0| 0 4,900 0 0 97000 2.2300 -0.0050 1.00 0.74 0.4050S 0.0500S 0 0 0| 0 6,150 0 0 97250 1.9800 -0.0050 1.00 0.69 1.4000S 0.0500 0 0 0| 0 18,249 0 0 97500 1.7300 -0.0050 1.00 0.58 1.4600 0.1250S 0 0 0| 0 4,449 0 0 97750 1.4800 -0.0050 1.00 0.69 0.7200S 0.2200S 0 0 0| 0 3,500 0 0 98000 1.2300 -0.0050 1.00 0.81 0.8000 0.0150S 0 0 0| 0 8,525 0 0 98250 0.9800 -0.0050 1.00 0.66 0.8800S 0.1850 0 0 0| 0 23,255 0 0 98375 0.8550 -0.0050 1.00 0.70 0.4950S 0.2250S 0 0 0| 0 33,525 0 0 98500 0.7300 -0.0050 0.99 0.67 0.6850S 0.0350S 0 0 0| 0 41,578 0 0 98625 0.6075 -0.0050 0.97 0.67 0.5550S 0.1000S 0 0 0| 0 31,740 0 0 98750 0.4850 -0.0050 0.95 0.60 0.4800S 0.0650S 0 0 0| 0 60,580 0 0 98875 0.3650 -0.0050 0.91 0.55 0.3550S 0.0400S 0 0 0| 0 53,446 0 0 99000 0.2475 -0.0025 0.85 0.47 0.2550S 0.0200 0 0 0| 0 169,880 0 0 99125 0.1450 0.1375 -0.0025 0.72 0.39 0.1450S 0.1450S 0.1700 0.0150S 0 1,500 1,500| 1,000 229,391 0 0 99250 0.0500 0.0450 0.0000 0.44 0.29 0.0500S 0.0450 0.0950S 0.0050S 3,000 4,100 7,100| 2,000 540,379 +1,000 0 99375 0.0100 0.0075 0.0000 0.12 0.27 0.0100S 0.0100S 0.0450S CAB S 6,000 1,000 7,000| 15,046 306,413 +43 0 99500 0.0050 0.0025 0.0000 0.04 0.33 0.0050S 0.0050S 0.0150S CAB 0 500 500| 8,000 240,230 -2,750 0 99625 CAB 0.0000 0.02 0.39 0.0050S 0.0050S 0 0 0| 0 28,550 0 0 99750 CAB 0.0000 0.00 0.20 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 9,000 7,100 16,100| 26,046 1,843,626 -1,707 0 Options on Financial Futures 15:57 Page 4 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 10 Underlying Price 98.910 Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 95000 3.9100 -0.0150 1.00 0.97 0.6600S 0.5500S 0 0 0| 0 180 0 0 95250 3.6600 -0.0150 1.00 0.97 0.6400S 0.5450S 0 0 0| 0 1,450 0 0 95500 3.4100 -0.0150 1.00 1.03 2.7100S 0.4850S 0 0 0| 0 1,225 0 0 95750 3.1600 -0.0150 1.00 1.04 2.4700S 0.4000S 0 0 0| 0 3,250 0 0 96000 2.9100 -0.0150 1.00 1.14 2.2300S 0.4000S 0 0 0| 0 3,450 0 0 96250 2.6600 -0.0150 1.00 1.02 1.9900S 0.5150S 0 0 0| 0 1,600 0 0 96500 2.4100 -0.0150 1.00 0.98 0.9600S 0.1450S 0 0 0| 0 1,300 0 0 96750 2.1600 -0.0150 1.00 0.92 0 0 0| 0 8,750 0 0 97000 1.9100 -0.0150 1.00 0.80 1.2800 0.3050S 0 0 0| 0 22,650 0 0 97250 1.6600 -0.0150 1.00 0.92 0.8250S 0.0400S 0 0 0| 0 22,770 0 0 97500 1.4150 -0.0150 0.98 1.00 0.5000S 0.4400S 0 0 0| 0 3,350 0 0 97750 1.1700 -0.0150 0.96 0.96 0.9600 0.2650S 0 0 0| 0 7,110 0 0 98000 0.9275 -0.0150 0.93 0.89 0.8600 0.1950S 0 0 0| 0 12,060 0 0 98125 0.8100 -0.0150 0.91 0.86 0 0 0| 0 2,500 0 0 98250 0.6950 -0.0125 0.88 0.84 0.6850 0.1400S 0 0 0| 0 11,265 0 0 98375 0.5825 -0.0125 0.84 0.80 0.3850S 0.2600S 0 0 0| 0 10,300 0 0 98500 0.4725 -0.0150 0.79 0.76 0.5100S 0.0850 0 0 0| 20,000 77,535 +16,750 0 98625 0.3700 -0.0125 0.72 0.72 0.4100S 0.1300S 0 0 0| 0 18,025 0 0 98750 0.2750 -0.0125 0.64 0.68 0.3200S 0.0500S 0 0 0| 20,020 66,527 -4,750 0 98875 0.1925 -0.0100 0.53 0.64 0.2350 0.0600S 0 0 0| 11 98,934 -1 0 99000 0.1175 -0.0075 0.41 0.58 0.1650S 0.0200S 0 0 0| 1,000 224,597 +1,000 0 99125 0.0600 -0.0075 0.28 0.53 0.1100S 0.0300S 0 0 0| 7,000 130,691 +7,000 0 99250 0.0225 -0.0025 0.14 0.47 0.0600S 0.0050S 0 0 0| 20,020 270,583 -7,405 0 99375 0.0075 0.0000 0.06 0.43 0.0350S 0.0050S 0 0 0| 0 196,674 -500 0 99500 0.0050 0.0000 0.03 0.46 0.0150S 0.0050 0 0 0| 20,000 170,617 +13,500 0 99625 0.0025 0.0000 0.01 0.47 0.0050S 0.0050S 0 0 0| 0 12,050 -1,000 0 99750 CAB 0.0000 0.00 0.35 0.0050S 0.0050S 0 0 0| 0 1,350 0 0 99875 CAB 0.0000 0.00 0.38 0 0 0| 0 2,000 0 0 Total 0 0 0| 88,051 1,382,793 +24,594 0 Options on Financial Futures 15:57 Page 5 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 98.580 Indicative a-t-m Vol 0.00 Time to expiry: 263 Days | | 95750 2.8300 -0.0300 1.00 1.22 0.6050S 0.5900S 0 0 0| 0 1,000 0 0 96000 2.5800 -0.0300 1.00 1.15 2.0600S 0.3500 0 0 0| 0 4,700 0 0 96250 2.3350 -0.0300 0.99 1.27 1.8100S 0.5650S 0 0 0| 0 1,000 0 0 96500 2.0900 -0.0300 0.98 1.28 1.6000S 0.3000 0 0 0| 0 3,325 0 0 96750 1.8450 -0.0300 0.96 1.24 0.5150S 0.4600S 0 0 0| 0 1,801 0 0 97000 1.6000 -0.0300 0.95 1.16 1.2750S 0.2500S 0 0 0| 0 3,980 0 0 97250 1.3600 -0.0275 0.93 1.11 0.4900S 0.4900S 0 0 0| 0 200 0 0 97500 1.1250 -0.0275 0.89 1.05 0.7300S 0.1700S 0 0 0| 0 4,475 0 0 97750 0.9000 -0.0250 0.84 1.00 0.8400S 0.3750S 0 0 0| 0 8,770 0 0 98000 0.6875 -0.0225 0.77 0.95 0.4650S 0.1050S 0 0 0| 0 7,725 0 0 98125 0.5850 -0.0225 0.73 0.92 0.5400S 0.5000S 0 0 0| 0 1,250 0 0 98250 0.4875 -0.0200 0.68 0.88 0.5550 0.1750 0 0 0| 0 12,960 0 0 98375 0.4000 -0.0175 0.61 0.86 0.4400S 0.3200S 0 0 0| 0 9,629 0 0 98500 0.3150 -0.0175 0.55 0.82 0.3800S 0.0850S 0 0 0| 0 33,583 0 0 98625 0.2400 -0.0125 0.47 0.78 0.3100S 0.2000S 0 0 0| 0 36,700 0 0 98750 0.1725 -0.0125 0.39 0.74 0.2300S 0.0500S 0 0 0| 7,500 170,175 +7,500 0 98875 0.1200 -0.0100 0.31 0.71 0.1550 0.0950S 0 0 0| 0 59,175 0 0 99000 0.0750 -0.0050 0.23 0.67 0.1200S 0.0250S 0 0 0| 0 220,573 0 0 99125 0.0425 -0.0050 0.15 0.63 0.0700S 0.0350S 0 0 0| 501 72,244 +490 0 99250 0.0200 -0.0025 0.09 0.59 0.0450S 0.0100S 0 0 0| 0 93,853 0 0 99375 0.0100 0.0000 0.05 0.56 0.0250S 0.0050S 0 0 0| 0 39,750 0 0 99500 0.0025 -0.0025 0.02 0.54 0.0150S 0.0050S 0 0 0| 0 27,650 0 0 99750 CAB 0.0000 0.00 0.43 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 0 0 0| 8,001 815,518 +7,990 0 Options on Financial Futures 15:57 Page 6 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 98.285 Indicative a-t-m Vol 0.00 Time to expiry: 354 Days | | 96750 1.5925 -0.0400 0.90 1.24 0.6150S 0.5800S 0 0 0| 0 600 0 0 97000 1.3625 -0.0400 0.87 1.20 0.9400S 0.4650 0 0 0| 0 2,255 0 0 97250 1.1400 -0.0375 0.83 1.15 0.6350S 0.4300S 0 0 0| 0 6,925 0 0 97500 0.9275 -0.0350 0.77 1.10 0.6250S 0.2750S 0 0 0| 0 14,100 0 0 97750 0.7275 -0.0325 0.70 1.05 0.6100 0.3300S 0 0 0| 0 5,717 0 0 98000 0.5650 0.5500 -0.0225 0.62 1.01 0.5650 0.5600 0.6200 0.1500S 0 6 6| 0 22,746 0 0 98125 0.4575 -0.0275 0.57 0.96 0.4550S 0.4550S 0 0 0| 0 250 0 0 98250 0.3775 -0.0250 0.52 0.93 0.4350S 0.1250S 0 0 0| 0 28,720 0 0 98375 0.3050 -0.0200 0.46 0.90 0.3500S 0.3500S 0 0 0| 0 25 0 0 98500 0.2400 -0.0200 0.40 0.87 0.2900 0.0600S 0 0 0| 0 43,156 0 0 98625 0.1800 -0.0150 0.34 0.83 0.2100S 0.2100S 0 0 0| 600 7,000 +500 0 98750 0.1350 -0.0150 0.28 0.81 0.1450 0.0200S 0 0 0| 0 25,230 0 0 98875 0.0975 -0.0100 0.22 0.79 0.0950 0.0950 0 0 0| 0 17,000 0 0 99000 0.0675 -0.0075 0.17 0.77 0.0800S 0.0100S 0 0 0| 600 84,760 0 0 99125 0.0425 -0.0050 0.12 0.73 0.0600 0.0600 0 0 0| 0 9,500 0 0 99250 0.0200 -0.0025 0.07 0.67 0.0300S 0.0050S 0 0 0| 600 1,900 +500 0 99375 0.0125 -0.0025 0.05 0.67 0.0150 0.0150 0 0 0| 0 6,500 0 0 99500 0.0075 0.0000 0.03 0.65 0.0150S 0.0050S 0 0 0| 600 26,750 0 0 Total 0 6 6| 2,400 303,134 +1,000 0 | Mar 11 Underlying Price 98.045 Indicative a-t-m Vol 0.00 Time to expiry: 445 Days | | 97250 0.9950 -0.0400 0.74 1.16 0.8600S 0.4600S 0 0 0| 0 19,250 0 0 97500 0.8050 -0.0400 0.68 1.13 0.6400S 0.3900S 0 0 0| 0 11,350 0 0 97750 0.6250 -0.0350 0.60 1.07 0.5900S 0.4050S 0 0 0| 0 10,000 0 0 98000 0.4600 -0.0300 0.52 1.02 0.5200S 0.2700 0 0 0| 0 9,301 0 0 98250 0.3200 -0.0250 0.42 0.96 0.3700S 0.1350 0 0 0| 500 31,775 0 0 98500 0.2150 -0.0200 0.33 0.93 0.2600 0.1000S 0 0 0| 0 34,030 0 0 98750 0.1200 -0.0150 0.22 0.85 0.1600S 0.0500S 0 0 0| 0 58,350 0 0 99000 0.0650 -0.0100 0.14 0.82 0.0900 0.0250S 0 0 0| 0 63,170 0 0 99250 0.0250 -0.0050 0.07 0.75 0.0200S 0.0050S 0 0 0| 0 4,000 0 0 99500 0.0050 -0.0050 0.03 0.68 0.0050S 0.0050S 0 0 0| 0 500 0 0 Total 0 0 0| 500 241,726 0 0 Options on Financial Futures 15:57 Page 7 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 11 Underlying Price 97.810 Indicative a-t-m Vol 0.00 Time to expiry: 536 Days | | 97000 1.0650 -0.0400 0.72 1.21 0.7050S 0.5900S 0 0 0| 0 4,675 0 0 97250 0.8700 -0.0400 0.66 1.16 0.5900S 0.5000S 0 0 0| 0 3,900 0 0 97500 0.7000 -0.0300 0.60 1.12 0.6250S 0.4600S 0 0 0| 0 7,950 0 0 97750 0.5350 -0.0300 0.52 1.07 0.5500S 0.4700S 0 0 0| 0 8,250 0 0 98000 0.3950 -0.0250 0.44 1.02 0.4500 0.4250S 0 0 0| 250 7,002 +250 0 98250 0.2800 -0.0200 0.36 0.98 0.3100S 0.1300S 0 0 0| 0 2,255 0 0 98500 0.1850 -0.0150 0.27 0.94 0.1900S 0.1250S 0 0 0| 0 43,000 0 0 98750 0.1100 -0.0100 0.19 0.89 0.1300S 0.0700 0 0 0| 0 7,530 0 0 99000 0.0600 -0.0050 0.12 0.85 0.0500S 0.0400S 0 0 0| 0 16,750 0 0 99250 0.0250 0.0000 0.06 0.77 0.0250S 0.0250S 0 0 0| 0 14,000 0 0 99500 0.0100 0.0000 0.03 0.74 0.0200S 0.0050S 0 0 0| 0 14,760 0 0 99750 0.0050 0.0000 0.01 0.70 0 0 0| 0 4,000 0 0 Total 0 0 0| 250 134,072 +250 0 | Sep 11 Underlying Price 97.605 Indicative a-t-m Vol 0.00 Time to expiry: 634 Days | | 97250 0.7800 -0.0350 0.60 1.15 0.7150 0.6150S 0 0 0| 0 1,170 0 0 97500 0.6200 -0.0300 0.53 1.10 0.6450S 0.5700S 0 0 0| 0 6,600 0 0 97750 0.4750 -0.0300 0.46 1.06 0.5200S 0.5200S 0 0 0| 0 250 0 0 98000 0.3500 -0.0250 0.38 1.02 0 0 0| 0 4,500 0 0 98500 0.1600 -0.0150 0.23 0.94 0.1500S 0.1500S 0 0 0| 0 5,750 0 0 98750 0.1000 -0.0100 0.16 0.90 0 0 0| 0 1,000 0 0 99000 0.0550 -0.0050 0.10 0.84 0.0500S 0.0500S 0 0 0| 0 250 0 0 99250 0.0250 -0.0050 0.06 0.81 0.0350S 0.0200S 0 0 0| 0 5,000 0 0 99500 0.0100 -0.0050 0.03 0.77 0.0150S 0.0050S 0 0 0| 0 5,500 0 0 Total 0 0 0| 0 30,020 0 0 | Dec 11 Underlying Price 97.405 Indicative a-t-m Vol 0.00 Time to expiry: 725 Days | | 97500 0.5450 -0.0250 0.48 1.08 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 23,000 7,106 30,106| 128,248 5,262,147 +30,077 0 Options on Financial Futures 15:57 Page 8 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 99.230 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 98500 CAB 0.0000 0.00 0.65 0.0250S 0.0250S 0 0 0| 0 1,500 0 0 98625 CAB 0.0000 0.00 0.68 0.0100S 0.0100S 0 0 0| 0 1,000 0 0 98750 CAB 0.0000 0.00 0.66 0.0750S 0.0100S 0 0 0| 0 10,920 0 0 98875 CAB 0.0000 -0.01 0.57 0.0700S 0.0050S 0 0 0| 0 19,350 0 0 99000 0.0025 0.0000 -0.04 0.51 0.0450 0.0050 0 0 0| 0 51,493 0 0 99125 0.0100 +0.0025 -0.17 0.41 0.0850S 0.0150S 0 0 0| 0 34,274 0 0 99250 0.0425 +0.0050 -0.60 0.29 0.1550 0.0500S 0 0 0| 0 19,650 0 0 Total 0 0 0| 0 138,187 0 0 | Feb 10 Underlying Price 99.230 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 98750 0.0050 0.0000 -0.04 0.72 0.0150S 0.0050 0 0 0| 0 13,750 0 0 98875 0.0075 0.0000 -0.07 0.64 0.0400 0.0100S 0 0 0| 0 24,000 0 0 99000 0.0125 +0.0025 -0.12 0.52 0.0500S 0.0150S 0 0 0| 0 42,500 0 0 99125 0.0200 +0.0025 -0.23 0.38 0.0900S 0.0200S 0 0 0| 2,000 26,500 0 0 99250 0.0575 +0.0050 -0.57 0.31 0 0 0| 0 20,000 0 0 Total 0 0 0| 2,000 126,750 0 0 Options on Financial Futures 15:57 Page 9 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 99.230 Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 90000 CAB 0.0000 0.00 0.74 0.0050 CAB 0 0 0| 0 187 0 0 94000 CAB 0.0000 0.00 0.74 0.2200 0.0050S 0 0 0| 0 2,400 0 0 94250 CAB 0.0000 0.00 0.74 0.0750S 0.0050S 0 0 0| 0 4,250 0 0 94500 CAB 0.0000 0.00 0.74 0.4000S 0.4000S 0 0 0| 0 1,150 0 0 94750 CAB 0.0000 0.00 0.74 0.6700S 0.0050S 0 0 0| 0 1,650 0 0 95000 CAB 0.0000 0.00 0.74 0.6700S 0.0050S 0 0 0| 0 8,815 0 0 95250 CAB 0.0000 0.00 0.74 0.6700S 0.0200S 0 0 0| 0 5,925 0 0 95500 CAB 0.0000 0.00 0.74 0.5200S 0.0050S 0 0 0| 0 3,543 0 0 95750 CAB 0.0000 0.00 0.74 0.5750S 0.0150S 0 0 0| 0 10,129 0 0 96000 CAB 0.0000 0.00 0.74 0.5700S 0.0050 0 0 0| 0 19,895 0 0 96250 CAB 0.0000 0.00 0.74 0.5900S 0.0050 0 0 0| 0 21,075 0 0 96500 CAB 0.0000 0.00 0.74 0.6450S 0.0150S 0 0 0| 0 4,385 0 0 96750 CAB 0.0000 0.00 0.74 0.0450S 0.0300S 0 0 0| 0 6,500 0 0 97000 CAB 0.0000 0.00 0.74 1.0000S 0.0050S 0 0 0| 0 24,535 0 0 97125 CAB 0.0000 0.00 0.74 0.0700S 0.0100 0 0 0| 0 10,250 0 0 97250 CAB 0.0000 0.00 0.69 0.5200S 0.0100 0 0 0| 0 17,200 0 0 97375 CAB 0.0000 0.00 0.64 0.0150 0.0100 0 0 0| 0 25 0 0 97500 CAB 0.0000 0.00 0.58 0.4250S 0.0050S 0 0 0| 0 26,591 0 0 97625 CAB 0.0000 0.00 0.51 0.1550S 0.0150 0 0 0| 0 10,750 0 0 97750 CAB 0.0000 0.00 0.69 0.4100S 0.0050S 0 0 0| 0 20,477 0 0 97875 CAB 0.0000 0.00 0.67 0.1700S 0.0050S 0 0 0| 0 13,350 0 0 98000 CAB 0.0000 0.00 0.81 0.4400S 0.0050S 0 0 0| 0 91,775 0 0 98125 CAB 0.0000 0.00 0.72 0.2400S 0.0050S 0 0 0| 0 26,325 0 0 98250 CAB 0.0000 0.00 0.66 0.4300S 0.0050S 0 0 0| 0 85,430 0 0 98375 CAB 0.0000 0.00 0.70 0.3400S 0.0050S 0 0 0| 0 52,683 -25 0 98500 CAB 0.0000 -0.01 0.67 0.5700 0.0050S 0 0 0| 0 193,504 -25 0 98625 0.0025 0.0000 -0.03 0.67 0.2900S 0.0050S 0 0 0| 0 95,438 -25 0 98750 0.0050 0.0000 -0.05 0.60 0.3900S 0.0050S 0 0 0| 0 158,954 0 0 98875 0.0100 0.0000 -0.09 0.55 0.2500 0.0100S 0 0 0| 1,450 236,366 +1,450 0 99000 0.0175 +0.0025 -0.15 0.47 0.2200S 0.0150S 0 0 0| 7,400 280,176 +6,400 0 99125 0.0325 +0.0025 -0.28 0.39 0.2100 0.0300S 3,000 0 3,000| 6,450 152,978 +5,450 0 99250 0.0650 +0.0050 -0.56 0.29 0.2450 0.0600S 0 0 0| 500 48,475 +500 0 Total 3,000 0 3,000| 15,800 1,635,186 +13,725 0 Options on Financial Futures 15:57 Page 10 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 10 Underlying Price 98.910 Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 90000 CAB 0.0000 0.00 0.97 0.0050 0.0050 0 0 0| 0 55 0 0 90500 CAB 0.0000 0.00 0.97 0.0050S 0.0050S 0 0 0| 0 45 0 0 92000 CAB 0.0000 0.00 0.97 0.0050S 0.0050S 0 0 0| 0 45 0 0 93250 CAB 0.0000 0.00 0.97 0.1400S 0.1400S 0 0 0| 0 1,125 0 0 93500 CAB 0.0000 0.00 0.97 0.1550S 0.0050S 0 0 0| 0 4,000 0 0 93750 CAB 0.0000 0.00 0.97 0.0050S 0.0050S 0 0 0| 0 500 0 0 94125 CAB 0.0000 0.00 0.97 0.0050 0.0050 0 0 0| 0 1,250 0 0 94250 CAB 0.0000 0.00 0.97 0 0 0| 0 600 0 0 94500 CAB 0.0000 0.00 0.97 0.0050S 0.0050S 0 0 0| 0 3,000 0 0 94750 CAB 0.0000 0.00 0.97 0.5150S 0.0050S 0 0 0| 0 7,750 0 0 95000 CAB 0.0000 0.00 0.97 0.6600S 0.0050 0 0 0| 0 640 0 0 95250 CAB 0.0000 0.00 0.97 0.6350S 0.0050 0 0 0| 0 2,754 0 0 95500 CAB 0.0000 0.00 1.03 0.5200S 0.0150S 0 0 0| 0 2,225 0 0 95625 CAB 0.0000 0.00 1.03 0.0100 0.0100 0 0 0| 0 250 0 0 95750 CAB 0.0000 0.00 1.04 0.5400S 0.0050 0 0 0| 0 5,850 0 0 95875 CAB 0.0000 0.00 1.13 0.0100 0.0100 0 0 0| 0 25 0 0 96000 CAB 0.0000 0.00 1.14 0.6100S 0.0050 0 0 0| 0 13,025 0 0 96250 CAB 0.0000 0.00 1.02 0.7000S 0.0400S 0 0 0| 0 1,450 0 0 96500 CAB 0.0000 0.00 0.98 0.5750S 0.0100 0 0 0| 0 21,367 0 0 96625 CAB 0.0000 0.00 0.92 0.0700S 0.0050S 0 0 0| 0 1,500 0 0 96750 CAB 0.0000 0.00 0.92 0.0500S 0.0050 0 0 0| 0 1,540 0 0 96875 CAB 0.0000 0.00 0.85 0 0 0| 0 3,000 0 0 97000 CAB 0.0000 0.00 0.80 0.4850S 0.0050S 0 0 0| 0 51,170 0 0 97125 CAB 0.0000 0.00 0.91 0.0950S 0.0100 0 0 0| 0 3,325 0 0 97250 CAB 0.0000 0.00 0.92 0.6150S 0.0150S 0 0 0| 0 22,000 0 0 97375 0.0025 0.0000 -0.01 0.98 0.1350S 0.0150 0 0 0| 0 7,000 0 0 97500 0.0050 0.0000 -0.02 1.00 0.3800S 0.0100S 0 0 0| 0 61,138 0 0 97625 0.0075 0.0000 -0.03 0.99 0.0950S 0.0100 0 0 0| 0 17,070 0 0 97750 0.0100 0.0000 -0.04 0.96 0.4400S 0.0100 0 0 0| 0 32,259 0 0 97875 0.0125 0.0000 -0.05 0.91 0.2250S 0.0100 0 0 0| 0 12,781 0 0 98000 0.0175 0.0000 -0.07 0.89 0.5050S 0.0200 0 0 0| 0 100,739 0 0 98125 0.0250 0.0000 -0.09 0.86 0.2650S 0.0250S 0 0 0| 0 115,069 0 0 98250 0.0350 +0.0025 -0.12 0.84 0.8000S 0.0300 0 0 0| 1,000 96,438 0 0 98375 0.0475 +0.0025 -0.16 0.80 0.3550S 0.0350S 0 0 0| 2,125 219,282 +450 0 98500 0.0625 0.0000 -0.21 0.76 0.3250S 0.0500S 0 0 0| 0 200,260 -1,000 0 98625 0.0850 +0.0025 -0.28 0.72 0.3150S 0.0700S 0 0 0| 0 237,354 0 0 98750 0.1150 +0.0025 -0.36 0.68 0.3250S 0.1000S 0 0 0| 2,186 172,606 -2,125 0 98875 0.1575 +0.0075 -0.47 0.64 0.3200S 0.1400S 0 0 0| 250 113,669 0 0 99000 0.2075 +0.0075 -0.59 0.58 0.3200S 0.1900 0 0 0| 250 162,700 0 0 99125 0.2750 +0.0075 -0.72 0.53 0.4200S 0.2600S 0 0 0| 0 7,750 0 0 Total 0 0 0| 5,811 1,704,606 -2,675 0 Options on Financial Futures 15:57 Page 11 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 98.580 Indicative a-t-m Vol 0.00 Time to expiry: 263 Days | | 91000 CAB 0.0000 0.00 1.40 0.0050S 0.0050S 0 0 0| 0 523 0 0 92750 CAB 0.0000 0.00 1.40 0.0100S 0.0050 0 0 0| 0 754 0 0 94750 CAB 0.0000 0.00 1.40 0.0450 0.0250 0 0 0| 0 1,025 0 0 95000 CAB 0.0000 0.00 1.37 0.0300S 0.0050S 0 0 0| 0 2,150 0 0 95250 CAB 0.0000 0.00 1.28 0.2650S 0.2650S 0 0 0| 0 250 0 0 95500 CAB 0.0000 0.00 1.18 0.0300S 0.0200S 0 0 0| 0 1,200 0 0 95750 CAB 0.0000 0.00 1.22 0.5900S 0.5650S 0 0 0| 0 1,800 0 0 96000 CAB 0.0000 0.00 1.15 0.4950S 0.0050 0 0 0| 0 53,942 0 0 96250 0.0050 0.0000 -0.01 1.27 0.5650S 0.5300S 0 0 0| 0 6,175 0 0 96375 0.0075 0.0000 -0.02 1.29 0.0150 0.0150 0 0 0| 0 10 0 0 96500 0.0100 0.0000 -0.02 1.28 0.5850S 0.0250 0 0 0| 0 20,620 0 0 96625 0.0125 0.0000 -0.03 1.26 0.0500 0.0500 0 0 0| 0 10 0 0 96750 0.0150 0.0000 -0.04 1.24 0.5800S 0.0450S 0 0 0| 0 9,401 0 0 97000 0.0200 0.0000 -0.05 1.16 0.5650S 0.0400S 0 0 0| 0 39,246 0 0 97125 0.0250 +0.0025 -0.06 1.14 0.0400 0.0400 0 0 0| 0 1,250 0 0 97250 0.0300 +0.0025 -0.07 1.11 1.1300S 0.0300S 0 0 0| 0 30,350 0 0 97375 0.0375 +0.0025 -0.09 1.09 0.1550 0.0350S 0 0 0| 0 8,060 0 0 97500 0.0450 +0.0025 -0.11 1.05 0.5150S 0.0400S 0 0 0| 500 45,050 0 0 97625 0.0575 +0.0050 -0.13 1.03 0.1450S 0.0500S 0 0 0| 1,000 4,611 +1,000 0 97750 0.0700 +0.0050 -0.16 1.00 0.5350S 0.0650S 0 0 0| 0 30,549 0 0 97875 0.0875 +0.0050 -0.19 0.98 0.1850S 0.0750S 0 0 0| 1,000 17,700 +900 0 98000 0.1075 +0.0075 -0.23 0.95 0.5000S 0.0950S 0 0 0| 500 46,170 0 0 98125 0.1300 +0.0075 -0.27 0.92 0.3300S 0.1150S 0 0 0| 1,000 28,500 +1,000 0 98250 0.1575 +0.0100 -0.32 0.88 0.4300S 0.1400S 0 0 0| 0 58,143 0 0 98375 0.1950 +0.0125 -0.39 0.86 0.4150S 0.1700S 0 0 0| 1,000 30,690 +430 0 98500 0.2350 +0.0125 -0.45 0.82 0.4700S 0.2000S 0 0 0| 500 96,837 0 0 98625 0.2850 +0.0175 -0.53 0.78 0.3800S 0.2500S 0 0 0| 0 32,501 0 0 98750 0.3425 +0.0175 -0.61 0.74 0.4600S 0.3200S 0 0 0| 0 54,600 0 0 98875 0.4150 +0.0200 -0.69 0.71 0.5200S 0.3700S 0 0 0| 0 13,750 0 0 99000 0.4950 +0.0250 -0.77 0.67 0.6150S 0.4500S 0 0 0| 0 27,350 0 0 Total 0 0 0| 5,500 663,217 +3,330 0 Options on Financial Futures 15:57 Page 12 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 98.285 Indicative a-t-m Vol 0.00 Time to expiry: 354 Days | | 93000 CAB 0.0000 0.00 1.41 0.0150 CAB 0 0 0| 0 319 0 0 93750 CAB 0.0000 0.00 1.42 0.0100 0.0100 0 0 0| 0 120 0 0 94000 CAB 0.0000 0.00 1.43 0.0350 0.0350 0 0 0| 0 250 0 0 94500 CAB 0.0000 0.00 1.39 0.0350S 0.0050 0 0 0| 0 1,000 0 0 95000 0.0025 0.0000 -0.01 1.38 0.0750 0.0250S 0 0 0| 0 11,300 0 0 95500 0.0125 0.0000 -0.02 1.48 0.0650 0.0650 0 0 0| 0 2,000 0 0 95750 0.0175 0.0000 -0.03 1.45 0.0800S 0.0400S 0 0 0| 0 4,900 0 0 96000 0.0250 +0.0025 -0.04 1.40 0.1300S 0.0250 0 0 0| 0 50,290 0 0 96250 0.0325 +0.0025 -0.06 1.35 0.1150S 0.1100S 0 0 0| 0 7,525 0 0 96500 0.0425 +0.0025 -0.08 1.30 0.1900 0.1000S 0 0 0| 0 8,653 0 0 96750 0.0575 +0.0050 -0.10 1.24 0.5000S 0.0500S 0 0 0| 0 14,250 0 0 97000 0.0775 +0.0050 -0.13 1.20 0.4950S 0.0700 0 0 0| 0 28,628 0 0 97250 0.1050 +0.0075 -0.17 1.15 0.4850S 0.1000 0 0 0| 0 57,660 0 0 97500 0.1425 +0.0100 -0.23 1.10 0.6200S 0.1300S 0 0 0| 0 96,450 0 0 97625 0.1675 +0.0125 -0.26 1.08 0.1500S 0.1500S 0 0 0| 0 400 0 0 97750 0.1925 +0.0125 -0.30 1.05 0.5300S 0.1600S 0 0 0| 0 124,400 0 0 97875 0.2225 +0.0150 -0.34 1.02 0.2050S 0.2050S 0 0 0| 0 200 0 0 98000 0.2650 +0.0225 -0.38 1.01 0.6400S 0.2350S 0 0 0| 0 115,741 0 0 98250 0.3425 +0.0200 -0.48 0.93 0.5350S 0.3450S 0 0 0| 0 16,317 0 0 98375 0.3950 +0.0250 -0.54 0.90 0.3700S 0.3700S 0 0 0| 0 25 0 0 98500 0.4550 +0.0250 -0.60 0.87 0.5850S 0.4950 0 0 0| 0 16,100 0 0 98750 0.6000 +0.0300 -0.72 0.81 0.7300S 0.7300S 0 0 0| 0 36,100 0 0 99000 0.7825 +0.0375 -0.83 0.77 0.9100S 0.9100S 0 0 0| 0 16,100 0 0 Total 0 0 0| 0 608,728 0 0 Options on Financial Futures 15:57 Page 13 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 11 Underlying Price 98.045 Indicative a-t-m Vol 0.00 Time to expiry: 445 Days | | 94000 CAB 0.0000 0.00 1.46 0.0650S 0.0150S 0 0 0| 0 3,750 0 0 94750 0.0150 0.0000 -0.03 1.60 0 0 0| 0 2,000 0 0 95000 0.0250 +0.0050 -0.03 1.57 0.1250S 0.0350S 0 0 0| 0 5,500 0 0 95250 0.0300 +0.0050 -0.04 1.52 0.0600S 0.0600S 0 0 0| 0 1,000 0 0 95500 0.0350 +0.0050 -0.05 1.47 0.1050S 0.0850S 0 0 0| 0 8,875 0 0 95750 0.0400 +0.0050 -0.06 1.40 0.1050S 0.0900S 0 0 0| 0 3,500 0 0 96000 0.0550 +0.0050 -0.08 1.37 0.1800S 0.0550 0 0 0| 0 11,875 0 0 96250 0.0700 +0.0050 -0.10 1.32 0.1850S 0.1500S 0 0 0| 0 6,025 0 0 96500 0.0950 +0.0100 -0.13 1.29 0.3150 0.1500S 0 0 0| 0 14,750 0 0 96750 0.1250 +0.0050 -0.17 1.27 0 0 0| 0 2,000 0 0 97000 0.1650 +0.0100 -0.22 1.24 0.3250S 0.1550 0 0 0| 60 34,860 +60 0 97250 0.2000 +0.0150 -0.26 1.16 0.6250S 0.2300S 0 0 0| 0 39,526 0 0 97500 0.2600 +0.0150 -0.32 1.13 0.5800S 0.3300 0 0 0| 0 49,750 0 0 97750 0.3300 +0.0200 -0.40 1.07 0.5700S 0.3650S 0 0 0| 0 35,475 0 0 98000 0.4150 +0.0250 -0.48 1.02 0.6950 0.3850S 0 0 0| 0 24,250 0 0 98250 0.5250 +0.0300 -0.58 0.96 0.4950S 0.4850S 0 0 0| 500 1,000 +250 0 98500 0.6700 +0.0350 -0.67 0.93 0 0 0| 0 16,000 0 0 98750 0.8250 +0.0400 -0.78 0.85 0 0 0| 0 32,000 0 0 99000 1.0200 +0.0450 -0.86 0.82 0 0 0| 0 16,000 0 0 Total 0 0 0| 560 308,136 +310 0 | Jun 11 Underlying Price 97.810 Indicative a-t-m Vol 0.00 Time to expiry: 536 Days | | 94500 0.0250 0.0000 -0.04 1.59 0.0650S 0.0450 0 0 0| 0 10,000 0 0 94750 0.0350 +0.0050 -0.04 1.54 0.0550S 0.0550S 0 0 0| 0 18,000 0 0 95000 0.0450 +0.0050 -0.06 1.52 0.1000S 0.0700S 0 0 0| 0 26,000 0 0 95250 0.0550 +0.0050 -0.07 1.48 0.1050 0.0600S 0 0 0| 0 1,330 0 0 95500 0.0650 +0.0050 -0.08 1.42 0.1400S 0.0850S 0 0 0| 0 7,750 0 0 95750 0.0800 +0.0050 -0.10 1.39 0.1450 0.0950S 0 0 0| 0 305 0 0 96000 0.1000 +0.0050 -0.13 1.35 0.1600S 0.1600S 0 0 0| 0 23,250 0 0 96250 0.1350 +0.0100 -0.16 1.34 0 0 0| 0 1,950 0 0 96500 0.1700 +0.0100 -0.20 1.31 0.2800S 0.1550S 0 0 0| 25 46,455 +25 0 97000 0.2550 +0.0150 -0.28 1.21 0.6650S 0.2700S 0 0 0| 0 68,075 0 0 97250 0.3100 +0.0150 -0.34 1.16 0.6300S 0.4150 0 0 0| 0 50,500 0 0 97500 0.3900 +0.0250 -0.40 1.12 0.6050S 0.4050S 0 0 0| 0 27,281 0 0 97750 0.4750 +0.0250 -0.48 1.07 0.6000S 0.4950S 0 0 0| 0 1,900 0 0 98000 0.5850 +0.0300 -0.56 1.02 0.6000 0.5450S 0 0 0| 264 284 +264 0 98500 0.8750 +0.0400 -0.73 0.94 0 0 0| 0 6,000 0 0 98750 1.0500 +0.0450 -0.81 0.89 0 0 0| 0 12,000 0 0 99000 1.2500 +0.0500 -0.88 0.85 0 0 0| 0 6,000 0 0 Total 0 0 0| 289 307,080 +289 0 Options on Financial Futures 15:57 Page 14 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 11 Underlying Price 97.605 Indicative a-t-m Vol 0.00 Time to expiry: 634 Days | | 92000 CAB 0.0000 0.00 1.27 0.0200 0.0150 0 0 0| 0 250 0 0 94000 0.0250 0.0000 -0.03 1.57 0.0400S 0.0350S 0 0 0| 0 2,000 0 0 94750 0.0500 0.0000 -0.06 1.48 0 0 0| 0 2,000 0 0 95000 0.0650 0.0000 -0.08 1.46 0.0800S 0.0700S 0 0 0| 0 10,000 0 0 95250 0.0850 +0.0050 -0.10 1.43 0.1000S 0.0900S 0 0 0| 0 10,000 0 0 96000 0.1600 +0.0100 -0.17 1.34 0 0 0| 0 6,000 0 0 96250 0.1950 +0.0100 -0.20 1.30 0 0 0| 0 1,100 0 0 96500 0.2350 +0.0100 -0.24 1.26 0.2500S 0.2500S 0 0 0| 0 2,000 0 0 97250 0.4250 +0.0200 -0.40 1.15 0.6150S 0.4600 0 0 0| 0 1,670 0 0 97500 0.5150 +0.0250 -0.47 1.10 0.6300S 0.5100S 0 0 0| 0 6,650 0 0 97750 0.6200 +0.0250 -0.54 1.06 0.6200S 0.6200S 0 0 0| 0 250 0 0 Total 0 0 0| 0 41,920 0 0 | Dec 11 Underlying Price 97.405 Indicative a-t-m Vol 0.00 Time to expiry: 725 Days | | 96500 0.3150 +0.0150 -0.29 1.23 0 0 0| 0 750 0 0 97500 0.6400 +0.0250 -0.52 1.08 0 0 0| 0 0 0 0 Total 0 0 0| 0 750 0 0 | Total Puts 3,000 0 3,000| 29,960 5,534,560 +14,979 0 Options on Financial Futures 15:57 Page 15 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 98.045 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 97750 0.3150 -0.0500 0.85 1.09 0.3300S 0.3300S 0 0 0| 0 1,000 0 0 97875 0.2100 -0.0450 0.75 0.97 0.2550S 0.1400S 0 0 0| 0 12,250 0 0 98000 0.1200 -0.0350 0.58 0.91 0.1750S 0.1300S 0 0 0| 0 15,600 0 0 98125 0.0500 -0.0250 0.36 0.82 0.1250S 0.0500S 0 0 0| 0 5,000 0 0 98250 0.0150 -0.0150 0.16 0.77 0.0650 0.0200S 0 0 0| 0 15,750 0 0 98375 0.0100 0.0050 -0.0050 0.06 0.79 0.0100 0.0100 0.0450 0.0100S 0 1 1| 0 3,001 0 0 98500 CAB -0.0050 0.02 0.86 0 0 0| 0 2,000 0 0 Total 0 1 1| 0 54,601 0 0 | Feb 10 Underlying Price 98.045 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 97750 0.3500 -0.0450 0.77 1.08 0 0 0| 0 11,250 0 0 97875 0.2550 -0.0400 0.67 1.03 0 0 0| 0 3,750 0 0 98000 0.1700 -0.0300 0.55 0.96 0.1900S 0.1900S 0 0 0| 0 25,250 0 0 98125 0.1000 -0.0300 0.41 0.92 0.1250S 0.1250S 0 0 0| 0 15,000 0 0 98250 0.0550 -0.0150 0.27 0.88 0.0750S 0.0700S 0 0 0| 425 37,925 +425 0 98375 0.0250 -0.0100 0.14 0.82 0.0350S 0.0350S 0 0 0| 0 14,750 0 0 Total 0 0 0| 425 107,925 +425 0 | Mar 10 Underlying Price 98.045 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 97375 0.7050 -0.0500 0.88 1.24 0.4650 0.4100 0 0 0| 0 1,160 0 0 97500 0.5950 -0.0450 0.84 1.20 0.4200S 0.2950 0 0 0| 0 250 0 0 97625 0.4850 -0.0450 0.78 1.16 0.3650S 0.3650S 0 0 0| 0 2,000 0 0 97750 0.3850 -0.0400 0.72 1.11 0.3300S 0.1950S 0 0 0| 0 2,250 0 0 97875 0.2950 -0.0350 0.63 1.08 0.2650S 0.1350S 0 0 0| 0 7,450 0 0 98000 0.2150 -0.0300 0.54 1.03 0.2600S 0.1450S 0 0 0| 0 114,530 0 0 98125 0.1400 -0.0250 0.43 0.96 0.1900S 0.1300S 0 0 0| 250 64,600 +250 0 98250 0.0850 -0.0200 0.31 0.91 0.1350S 0.0700S 0 0 0| 0 92,550 0 0 98375 0.0500 -0.0100 0.21 0.89 0.0750S 0.0600S 0 0 0| 0 24,700 0 0 98500 0.0250 -0.0050 0.13 0.85 0.0750S 0.0200S 0 0 0| 0 19,650 0 0 98625 0.0100 -0.0050 0.07 0.83 0 0 0| 0 7,250 0 0 98750 0.0050 -0.0050 0.04 0.88 0 0 0| 0 3,250 0 0 Total 0 0 0| 250 339,640 +250 0 Options on Financial Futures 15:57 Page 16 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 10 Underlying Price 97.810 (Jun 11) Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 97000 0.8800 -0.0500 0.84 1.24 0.8500 0.8500 0 0 0| 0 1 0 0 97125 0.7750 -0.0450 0.80 1.21 0.7450 0.7450 0 0 0| 0 1 0 0 97250 0.6750 -0.0400 0.76 1.19 0.6450 0.6450 0 0 0| 0 6,751 0 0 97375 0.5750 -0.0400 0.71 1.16 0.5500 0.5500 0 0 0| 0 1 0 0 97500 0.4850 -0.0350 0.66 1.13 0.4600 0.4600 0 0 0| 0 1 0 0 97625 0.3950 -0.0300 0.60 1.09 0.3750 0.3750 0 0 0| 0 1 0 0 97750 0.3200 -0.0250 0.53 1.07 0.2500S 0.2500S 0 0 0| 0 1,100 0 0 97875 0.2500 -0.0250 0.46 1.04 0 0 0| 0 300 0 0 98000 0.1950 -0.0200 0.39 1.04 0.2400S 0.1450S 0 0 0| 0 116,600 0 0 98125 0.1400 -0.0150 0.32 0.99 0.1100 0.1100 0 0 0| 0 19,500 0 0 98250 0.0900 -0.0150 0.25 0.94 0.1300 0.0800S 0 0 0| 0 129,000 0 0 98500 0.0350 -0.0050 0.12 0.87 0.0550S 0.0300S 0 0 0| 0 11,500 0 0 Total 0 0 0| 0 284,756 0 0 | Sep 10 Underlying Price 97.605 (Sep 11) Indicative a-t-m Vol 0.00 Time to expiry: 263 Days | | 97250 0.5950 -0.0350 0.64 1.18 0.5350 0.4950 0 0 0| 0 280 0 0 97375 0.5100 -0.0350 0.60 1.17 0.4300 0.4250S 0 0 0| 0 751 0 0 97500 0.4300 -0.0300 0.55 1.14 0.3800S 0.3600 0 0 0| 0 201 0 0 97625 0.3600 -0.0250 0.49 1.11 0.4050S 0.3300S 0 0 0| 0 5,500 0 0 97750 0.2900 -0.0200 0.44 1.07 0.3500S 0.2400S 0 0 0| 0 4,000 0 0 97875 0.2250 -0.0250 0.38 1.04 0.1950S 0.1950S 0 0 0| 0 500 0 0 98000 0.1750 -0.0200 0.32 1.02 0.2200S 0.1350S 0 0 0| 7,500 131,850 +7,500 0 98125 0.1350 -0.0150 0.27 1.00 0.1350S 0.1050S 0 0 0| 0 2,000 0 0 98250 0.0950 -0.0100 0.21 0.96 0.1000S 0.0850 0 0 0| 0 111,600 0 0 98875 0.0100 -0.0050 0.04 0.85 0.0100 0.0100 0 0 0| 0 5,000 0 0 Total 0 0 0| 7,500 261,682 +7,500 0 | Dec 10 Underlying Price 97.405 (Dec 11) Indicative a-t-m Vol 0.00 Time to expiry: 354 Days | | 97500 0.3850 -0.0250 0.47 1.12 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 1 1| 8,175 1,048,604 +8,175 0 Options on Financial Futures 15:57 Page 17 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 98.045 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 95750 CAB 0.0000 0.00 1.29 0 0 0| 0 2,500 0 0 96250 CAB 0.0000 0.00 1.29 0 0 0| 0 5,000 0 0 96750 CAB 0.0000 0.00 1.18 0 0 0| 0 2,500 0 0 97000 CAB 0.0000 0.00 1.20 0.0050S 0.0050S 0 0 0| 0 20,000 0 0 97250 CAB 0.0000 0.00 0.91 0.0200S 0.0200S 0 0 0| 0 21,761 0 0 97375 CAB 0.0000 0.00 0.86 0.1100S 0.0200S 0 0 0| 0 53,000 0 0 97500 0.0050 0.0000 -0.04 1.18 0.1450S 0.0050 0 0 0| 0 15,943 0 0 97625 0.0100 0.0000 -0.08 1.12 0.0900S 0.0150S 0 0 0| 0 103,100 0 0 97750 0.0200 +0.0050 -0.15 1.09 0.2450S 0.0100S 0 0 0| 0 36,000 0 0 97875 0.0400 +0.0100 -0.25 0.97 0.1750S 0.0200S 0 0 0| 0 53,900 0 0 98000 0.0750 +0.0200 -0.42 0.91 0.1950S 0.0400 0 0 0| 0 22,410 0 0 98125 0.1300 +0.0300 -0.64 0.82 0.0950 0.0950 0 0 0| 0 100 0 0 Total 0 0 0| 0 336,214 0 0 | Feb 10 Underlying Price 98.045 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 97625 0.0350 0.0350 +0.0050 -0.16 1.14 0.0350S 0.0350S 0.0700S 0.0350S 0 250 250| 0 20,000 0 0 97750 0.0550 0.0550 +0.0100 -0.23 1.08 0.0550S 0.0550S 0.0550S 0.0550S 0 250 250| 0 20,000 0 0 97875 0.0850 0.0850 +0.0150 -0.33 1.03 0.0850S 0.0850S 0.1350S 0.0850S 0 250 250| 0 20,000 0 0 98000 0.1250 +0.0250 -0.45 0.96 0.1800 0.1800 0 0 0| 0 20,250 0 0 98125 0.1800 +0.0250 -0.59 0.92 0 0 0| 0 0 0 0 Total 0 750 750| 0 80,250 0 0 | Mar 10 Underlying Price 98.045 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 95500 CAB 0.0000 0.00 1.50 0 0 0| 0 5,000 0 0 96000 CAB 0.0000 0.00 1.38 0.0200S 0.0200S 0 0 0| 0 11,000 0 0 96500 CAB 0.0000 0.00 1.10 0.0450S 0.0450S 0 0 0| 0 6,000 0 0 96625 CAB 0.0000 0.00 1.02 0.0650 0.0650 0 0 0| 0 2,000 0 0 96750 CAB 0.0000 0.00 0.95 0.0650S 0.0650S 0 0 0| 0 2,000 0 0 96875 0.0050 0.0000 -0.03 1.33 0.1700S 0.1500S 0 0 0| 0 450 0 0 97000 0.0100 0.0000 -0.04 1.30 0.1100S 0.0150S 0 0 0| 0 11,500 0 0 97125 0.0150 0.0000 -0.06 1.27 0.2100S 0.0400S 0 0 0| 0 4,000 0 0 97250 0.0250 +0.0050 -0.09 1.30 0.1950S 0.0450S 0 0 0| 0 10,900 0 0 97375 0.0350 +0.0050 -0.12 1.24 0.2000S 0.0350S 0 0 0| 0 97,500 0 0 97500 0.0500 +0.0100 -0.16 1.20 0.3000S 0.0400S 0 0 0| 0 41,200 0 0 97625 0.0650 +0.0100 -0.22 1.16 0.2950S 0.0500 0 0 0| 500 136,800 +200 0 97750 0.0900 +0.0150 -0.28 1.11 0.3400S 0.0700S 0 0 0| 500 30,815 -500 0 97875 0.1250 +0.0200 -0.37 1.08 0.3700S 0.1000S 0 0 0| 500 85,400 +500 0 98000 0.1700 +0.0250 -0.46 1.03 0.4650S 0.1400 0 0 0| 0 14,652 0 0 98125 0.2200 +0.0300 -0.57 0.96 0.2850S 0.1800S 0 0 0| 250 2,250 +250 0 Total 0 0 0| 1,750 461,467 +450 0 Options on Financial Futures 15:57 Page 18 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euribor Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 10 Underlying Price 97.810 (Jun 11) Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 96000 0.0100 +0.0050 -0.03 1.42 0.0700S 0.0200S 0 0 0| 0 5,250 0 0 96125 0.0150 +0.0050 -0.04 1.41 0.2100S 0.2050S 0 0 0| 0 1,500 0 0 96500 0.0300 +0.0050 -0.07 1.36 0.1300S 0.0400S 0 0 0| 0 8,500 0 0 96625 0.0400 +0.0100 -0.09 1.35 0.3350S 0.3300S 0 0 0| 0 1,500 0 0 96750 0.0500 +0.0050 -0.11 1.32 0.0400 0.0400 0 0 0| 0 4,000 0 0 97000 0.0700 +0.0050 -0.16 1.24 0.2200S 0.1000S 0 0 0| 0 30,946 0 0 97125 0.0900 +0.0100 -0.20 1.21 0.1450S 0.1450S 0 0 0| 0 103 0 0 97250 0.1150 +0.0100 -0.24 1.19 0.1300S 0.1250S 0 0 0| 0 34,000 0 0 97500 0.1750 +0.0200 -0.34 1.13 0.2100S 0.1550 0 0 0| 0 10,500 0 0 97625 0.2100 +0.0250 -0.40 1.09 0.1900 0.1900 0 0 0| 0 1 0 0 97750 0.2600 +0.0300 -0.47 1.07 0 0 0| 0 3,000 0 0 97875 0.3150 +0.0300 -0.54 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 99,300 0 0 | Sep 10 Underlying Price 97.605 (Sep 11) Indicative a-t-m Vol 0.00 Time to expiry: 263 Days | | 96000 0.0450 +0.0050 -0.08 1.41 0 0 0| 0 20,000 0 0 96500 0.0900 +0.0100 -0.16 1.33 0.2100S 0.1150S 0 0 0| 0 11,000 0 0 96875 0.1450 +0.0100 -0.24 1.25 0.1900 0.1900 0 0 0| 0 1 0 0 97000 0.1700 +0.0150 -0.27 1.22 0.2500 0.1850 0 0 0| 0 267 0 0 97125 0.2000 +0.0200 -0.31 1.19 0.2850 0.2050S 0 0 0| 0 1,590 0 0 97250 0.2400 +0.0200 -0.36 1.18 0.4200S 0.2600 0 0 0| 0 1,810 0 0 97375 0.2800 +0.0200 -0.40 1.17 0.4950S 0.4950S 0 0 0| 0 750 0 0 97500 0.3250 +0.0250 -0.45 1.14 0.4200S 0.4200S 0 0 0| 0 200 0 0 97625 0.3800 +0.0300 -0.51 1.11 0.4050S 0.3150S 0 0 0| 0 5,750 0 0 97750 0.4350 +0.0350 -0.56 1.07 0.3700S 0.3700S 0 0 0| 0 150 0 0 Total 0 0 0| 0 41,518 0 0 | Dec 10 Underlying Price 97.405 (Dec 11) Indicative a-t-m Vol 0.00 Time to expiry: 354 Days | | 96500 0.1750 +0.0100 -0.24 1.32 0 0 0| 0 2,000 0 0 97000 0.2950 +0.0150 -0.36 1.23 0 0 0| 0 2,000 0 0 97500 0.4800 +0.0250 -0.53 1.12 0 0 0| 0 0 0 0 Total 0 0 0| 0 4,000 0 0 | Total Puts 0 750 750| 1,750 1,022,749 +450 0 Options on Financial Futures 15:57 Page 19 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 THREE MONTH EURO (EURIBOR) 2 YEAR MID-CURVE | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 97.245 (Mar 12) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 97250 0.0900 -0.0250 0.49 0.87 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 97.245 (Mar 12) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 97250 0.1350 -0.0250 0.49 0.93 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 97.245 (Mar 12) Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 97250 0.1700 -0.0250 0.50 0.95 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 97.090 (Jun 12) Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 97125 0.2600 -0.0100 0.48 1.04 0.2300S 0.2300S 0 0 0| 0 1,100 0 0 97375 0.1550 -0.0050 0.34 1.02 0.1350S 0.1350S 0 0 0| 0 1,100 0 0 97500 0.1200 -0.0050 0.28 1.04 0.1450S 0.1350 0 0 0| 0 50 0 0 98000 0.0300 0.0000 0.10 1.04 0.0650S 0.0450 0 0 0| 0 50 0 0 Total 0 0 0| 0 2,300 0 0 | Sep 10 Underlying Price 96.950 (Sep 12) Indicative a-t-m Vol 0.00 Time to expiry: 263 Days | | 97000 0.3450 -0.0200 0.48 1.12 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 96.810 (Dec 12) Indicative a-t-m Vol 0.00 Time to expiry: 354 Days | | 96875 0.3900 -0.0200 0.48 1.11 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 2,300 0 0 Options on Financial Futures 15:57 Page 20 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 THREE MONTH EURO (EURIBOR) 2 YEAR MID-CURVE | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 97.245 (Mar 12) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 97250 0.0950 +0.0200 -0.51 0.87 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 97.245 (Mar 12) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 97250 0.1400 +0.0200 -0.51 0.93 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 97.245 (Mar 12) Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 97250 0.1750 +0.0200 -0.50 0.95 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 97.090 (Jun 12) Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 97125 0.2950 +0.0300 -0.52 1.04 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 10 Underlying Price 96.950 (Sep 12) Indicative a-t-m Vol 0.00 Time to expiry: 263 Days | | 97000 0.3950 +0.0200 -0.52 1.12 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 96.810 (Dec 12) Indicative a-t-m Vol 0.00 Time to expiry: 354 Days | | 96875 0.4550 +0.0200 -0.52 1.11 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 21 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Eurodollar | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 99.650 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 98250 1.400 0.000 1.00 0.40 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 99.650 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 98625 1.050 +0.050 1.00 0.42 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 99.650 Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 99500 0.200 +0.050 0.77 0.43 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 99.395 Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 99500 0.050 0.000 0.35 0.40 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 10 Underlying Price 99.040 Indicative a-t-m Vol 0.00 Time to expiry: 263 Days | | 99000 0.150 0.000 0.54 0.44 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.645 Indicative a-t-m Vol 0.00 Time to expiry: 354 Days | | 98750 0.150 0.000 0.41 0.47 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.260 Indicative a-t-m Vol 0.00 Time to expiry: 445 Days | | 98250 0.200 0.000 0.51 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.870 Indicative a-t-m Vol 0.00 Time to expiry: 536 Days | | 97750 0.300 0.000 0.59 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 11 Underlying Price 97.515 Indicative a-t-m Vol 0.00 Time to expiry: 634 Days | | 97500 0.250 0.000 0.51 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 22 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Eurodollar | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 11 Underlying Price 97.185 Indicative a-t-m Vol 0.00 Time to expiry: 725 Days | | 97250 0.200 0.000 0.46 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 23 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Eurodollar | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 99.650 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 98250 CAB 0.000 0.00 0.40 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 99.650 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 98625 CAB 0.000 0.00 0.42 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 99.650 Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 99500 0.050 0.000 -0.23 0.43 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 99.395 Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 99500 0.150 -0.050 -0.65 0.40 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 10 Underlying Price 99.040 Indicative a-t-m Vol 0.00 Time to expiry: 263 Days | | 99000 0.150 0.000 -0.46 0.44 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 98.645 Indicative a-t-m Vol 0.00 Time to expiry: 354 Days | | 98750 0.250 0.000 -0.59 0.47 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 11 Underlying Price 98.260 Indicative a-t-m Vol 0.00 Time to expiry: 445 Days | | 98250 0.200 0.000 -0.49 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 11 Underlying Price 97.870 Indicative a-t-m Vol 0.00 Time to expiry: 536 Days | | 97750 0.150 0.000 -0.41 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 11 Underlying Price 97.515 Indicative a-t-m Vol 0.00 Time to expiry: 634 Days | | 97500 0.250 0.000 -0.49 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 24 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Eurodollar | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 11 Underlying Price 97.185 Indicative a-t-m Vol 0.00 Time to expiry: 725 Days | | 97250 0.300 0.000 -0.54 0.46 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 25 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Eurodollar Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 98.260 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 98250 0.100 0.000 0.52 0.71 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 98.260 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 98250 0.100 0.000 0.52 0.70 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 98.260 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 98250 0.150 0.000 0.51 0.71 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 97.870 (Jun 11) Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 97875 0.200 0.000 0.50 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 10 Underlying Price 97.515 (Sep 11) Indicative a-t-m Vol 0.00 Time to expiry: 263 Days | | 97500 0.250 0.000 0.51 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 97.185 (Dec 11) Indicative a-t-m Vol 0.00 Time to expiry: 354 Days | | 97125 0.300 0.000 0.54 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 26 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Eurodollar Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 98.260 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 98250 0.050 0.000 -0.48 0.71 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 98.260 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 98250 0.100 0.000 -0.48 0.70 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 98.260 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 98250 0.150 0.000 -0.49 0.71 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 97.870 (Jun 11) Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 97875 0.200 0.000 -0.50 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 10 Underlying Price 97.515 (Sep 11) Indicative a-t-m Vol 0.00 Time to expiry: 263 Days | | 97500 0.250 0.000 -0.49 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 97.185 (Dec 11) Indicative a-t-m Vol 0.00 Time to expiry: 354 Days | | 97125 0.250 0.000 -0.46 0.72 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 27 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 99.310 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 27 Days | | 99125 0.1950 -0.0025 0.87 0.59 0.2350S 0.1400S 0 0 0| 0 24,175 0 0 99250 0.0900 0.0875 -0.0025 0.68 0.48 0.0900S 0.0900S 0.1300S 0.0600S 0 100 100| 0 48,100 0 0 99375 0.0225 -0.0025 0.29 0.44 0.0500S 0.0100S 0 0 0| 0 29,350 0 0 99500 0.0025 0.0000 0.03 0.38 0.0100S 0.0050S 0 0 0| 0 11,500 0 0 99625 CAB 0.0000 0.00 0.37 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 0 100 100| 0 114,125 0 0 | Feb 10 Underlying Price 99.310 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 55 Days | | 99125 0.2200 -0.0025 0.76 0.66 0.1700S 0.1700S 0 0 0| 0 1,000 0 0 99250 0.1175 -0.0025 0.61 0.55 0.0950S 0.0750S 0 0 0| 0 24,000 0 0 99375 0.0450 0.0000 0.36 0.47 0.0450 0.0200S 0 0 0| 0 51,001 0 0 99500 0.0125 0.0000 0.13 0.44 0.0100S 0.0050S 0 0 0| 1,000 37,000 +1,000 0 Total 0 0 0| 1,000 113,001 +1,000 0 Options on Financial Futures 15:57 Page 28 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 99.310 Indicative a-t-m Vol 0.00 Time to expiry: 83 Days | | 93750 5.5600 0.0000 1.00 1.01 4.2250S 0.7800S 0 0 0| 0 1,125 0 0 94000 5.3100 0.0000 1.00 1.01 3.9750S 0.7000S 0 0 0| 0 1,100 0 0 94250 5.0600 0.0000 1.00 1.01 0.7150S 0.5300S 0 0 0| 0 3,000 0 0 95000 4.3100 0.0000 1.00 1.01 2.1400 0.2900 0 0 0| 0 2,006 0 0 95250 4.0600 0.0000 1.00 1.01 3.9850S 0.4450S 0 0 0| 0 1,050 0 0 95500 3.8100 0.0000 1.00 1.01 3.7400S 0.1800S 0 0 0| 0 3,495 0 0 96000 3.3100 0.0000 1.00 1.01 2.3500 0.1100 0 0 0| 0 1,819 0 0 96250 3.0600 0.0000 1.00 1.01 1.9500S 0.1750 0 0 0| 0 2,900 0 0 96500 2.8100 0.0000 1.00 1.01 1.5650S 0.0750S 0 0 0| 0 850 0 0 96750 2.5600 0.0000 1.00 1.01 0.6250S 0.6250S 0 0 0| 0 100 0 0 97000 2.3100 0.0000 1.00 1.01 1.2900S 0.0400 0 0 0| 0 9,860 0 0 97250 2.0600 0.0000 1.00 1.01 1.5050 0.3300S 0 0 0| 0 410 0 0 97500 1.8100 0.0000 1.00 1.01 0.7500S 0.0350 0 0 0| 0 1,000 0 0 98000 1.3125 0.0000 0.99 1.21 0.9900S 0.0200 0 0 0| 0 5,549 0 0 98125 1.1900 0.0000 0.98 1.24 0.5900 0.3150S 0 0 0| 0 4,900 0 0 98250 1.0675 0.0000 0.97 1.21 0.6600S 0.2250S 0 0 0| 0 5,365 0 0 98375 0.9450 0.0000 0.96 1.14 0.7100S 0.1700S 0 0 0| 0 6,250 0 0 98500 0.8225 0.0000 0.95 1.06 0.8300S 0.0200 0 0 0| 0 16,578 0 0 98625 0.7000 0.0000 0.93 0.97 0.3850S 0.1050S 0 0 0| 0 18,251 0 0 98750 0.5800 0.0000 0.91 0.90 0.5900S 0.0500S 0 0 0| 0 43,193 0 0 98875 0.4625 0.0000 0.87 0.83 0.3950S 0.0500S 0 0 0| 0 15,880 0 0 99000 0.3400 -0.0025 0.83 0.69 0.3550 0.0200S 0 0 0| 0 54,862 0 0 99125 0.2400 0.0000 0.72 0.66 0.2950S 0.0300S 0 0 0| 0 95,381 0 0 99250 0.1375 0.0000 0.59 0.55 0.2150S 0.0050S 0 0 0| 500 129,818 -500 0 99375 0.0500 -0.0025 0.37 0.42 0.1400S 0.0100S 0 0 0| 1,000 157,725 0 0 99500 0.0125 -0.0025 0.15 0.38 0.0800S 0.0050 0 0 0| 1,500 225,618 +500 0 99625 0.0050 0.0000 0.06 0.42 0.0300S 0.0050S 0 0 0| 0 77,150 0 0 99750 0.0025 0.0000 0.02 0.46 0.0150S 0.0050S 0 0 0| 0 18,880 0 0 99875 CAB 0.0000 0.00 0.22 0.0050S 0.0050S 0 0 0| 0 1,000 0 0 Total 0 0 0| 3,000 905,115 0 0 Options on Financial Futures 15:57 Page 29 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 10 Underlying Price 99.010 Indicative a-t-m Vol 0.00 Time to expiry: 174 Days | | 93750 5.2600 -0.0200 1.00 1.73 0.8350S 0.8350S 0 0 0| 0 750 0 0 94500 4.5100 -0.0200 1.00 1.73 3.3000S 0.5400S 0 0 0| 0 500 0 0 95250 3.7600 -0.0200 1.00 1.73 0.7200S 0.7200S 0 0 0| 0 250 0 0 95500 3.5100 -0.0200 1.00 1.68 1.0800S 1.0800S 0 0 0| 0 5,250 0 0 95750 3.2625 -0.0200 0.99 1.91 0 0 0| 0 1,250 0 0 96500 2.5275 -0.0200 0.97 2.01 1.4850 0.1950 0 0 0| 0 4,538 0 0 97000 2.0375 -0.0200 0.95 1.83 1.1300 0.0900 0 0 0| 0 250 0 0 97500 1.5475 -0.0200 0.92 1.57 1.0300 0.1600S 0 0 0| 0 2,782 0 0 97750 1.3100 -0.0150 0.90 1.47 0.7150S 0.4000S 0 0 0| 0 1,050 0 0 97875 1.1875 -0.0175 0.89 1.38 0.4900S 0.4900S 0 0 0| 0 500 0 0 98000 1.0700 -0.0175 0.87 1.33 0.9250 0.1200S 0 0 0| 0 6,775 0 0 98125 0.9575 -0.0175 0.84 1.29 0.5750 0.3600 0 0 0| 0 850 0 0 98250 0.8425 -0.0175 0.82 1.23 0.9050S 0.1500S 0 0 0| 0 6,259 0 0 98375 0.7325 -0.0175 0.79 1.17 0.4500S 0.2250S 0 0 0| 0 2,750 0 0 98500 0.6225 -0.0150 0.75 1.11 0.6200S 0.0200S 0 0 0| 0 38,310 0 0 98625 0.5175 -0.0150 0.71 1.04 0.4600S 0.1100S 0 0 0| 0 16,500 0 0 98750 0.4200 -0.0150 0.65 0.99 0.4550S 0.0400S 0 0 0| 0 31,084 0 0 98875 0.3275 -0.0125 0.59 0.93 0.3400S 0.0600S 0 0 0| 0 29,225 0 0 99000 0.2425 -0.0100 0.51 0.87 0.2950S 0.0150S 0 0 0| 0 52,946 0 0 99125 0.1600 -0.0100 0.42 0.78 0.2200 0.0150S 0 0 0| 0 139,575 0 0 99250 0.1000 0.0950 -0.0075 0.31 0.70 0.1000S 0.1000S 0.1400S 0.0050S 0 3,750 3,750| 1,000 117,545 0 0 99375 0.0400 -0.0025 0.18 0.58 0.0750S 0.0050S 0 0 0| 0 120,926 0 0 99500 0.0150 -0.0025 0.09 0.54 0.0450S 0.0050S 0 0 0| 750 144,990 0 0 99625 0.0050 0.0000 0.03 0.49 0.0250S 0.0050S 0 0 0| 0 90,156 0 0 99750 0.0025 0.0000 0.02 0.50 0.0050S 0.0050S 0 0 0| 0 60,800 0 0 Total 0 3,750 3,750| 1,750 875,811 0 0 Options on Financial Futures 15:57 Page 30 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 98.600 Indicative a-t-m Vol 0.00 Time to expiry: 265 Days | | 95000 3.6175 -0.0100 0.98 2.20 0.8250S 0.8250S 0 0 0| 0 200 0 0 95250 3.3725 -0.0100 0.97 2.18 2.5200 0.6300S 0 0 0| 0 1,450 0 0 96000 2.6450 -0.0100 0.94 2.03 1.8650 0.4300S 0 0 0| 0 1,800 0 0 96250 2.4050 -0.0100 0.93 1.96 1.8000 0.3450S 0 0 0| 0 900 0 0 96500 2.1650 -0.0150 0.91 1.88 1.3050 0.3600S 0 0 0| 0 1,750 0 0 96750 1.9275 -0.0075 0.89 1.79 1.1400 0.3950S 0 0 0| 0 350 0 0 97000 1.6950 -0.0100 0.87 1.72 0.9650S 0.1300S 0 0 0| 0 2,925 0 0 97250 1.4650 -0.0100 0.84 1.63 0.6700S 0.5800S 0 0 0| 0 4,500 0 0 97500 1.2350 -0.0100 0.81 1.51 0.8100S 0.4700S 0 0 0| 0 7,100 0 0 97750 1.0200 -0.0075 0.76 1.43 1.0950S 0.2400S 0 0 0| 0 6,260 0 0 98000 0.8100 -0.0075 0.71 1.33 0.9100S 0.1300S 0 0 0| 0 13,360 0 0 98125 0.7125 -0.0100 0.67 1.30 0.5400S 0.5300S 0 0 0| 0 1,040 0 0 98250 0.6175 -0.0075 0.63 1.25 0.6700 0.1400S 0 0 0| 0 14,596 0 0 98375 0.5275 -0.0075 0.59 1.21 0.4450S 0.3850 0 0 0| 0 1,550 0 0 98500 0.4425 -0.0075 0.54 1.17 0.5250S 0.0650S 0 0 0| 0 23,455 0 0 98625 0.3675 -0.0075 0.49 1.13 0.4150S 0.3250S 0 0 0| 0 9,250 0 0 98750 0.2925 -0.0075 0.44 1.08 0.3500S 0.0750S 0 0 0| 0 15,730 0 0 98875 0.2250 -0.0050 0.38 1.03 0.2750 0.2150 0 0 0| 0 750 0 0 99000 0.1650 -0.0050 0.31 0.97 0.2200S 0.0100S 0 0 0| 0 26,994 0 0 99125 0.1175 -0.0025 0.25 0.93 0.1450S 0.0950S 0 0 0| 0 11,000 0 0 99250 0.0725 -0.0025 0.18 0.85 0.1000 0.0100S 0 0 0| 0 80,250 0 0 99375 0.0375 0.0000 0.12 0.77 0.0600 0.0250S 0 0 0| 0 141,200 0 0 99500 0.0175 -0.0025 0.07 0.71 0.0300S 0.0100S 0 0 0| 750 58,905 -250 0 99625 0.0075 0.0000 0.04 0.67 0.0100S 0.0100S 0 0 0| 0 5,000 0 0 99750 0.0050 0.0000 0.02 0.65 0.0100S 0.0100S 0 0 0| 0 1,000 0 0 Total 0 0 0| 750 431,315 -250 0 Options on Financial Futures 15:57 Page 31 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 98.100 Indicative a-t-m Vol 0.00 Time to expiry: 356 Days | | 97000 1.3425 -0.0025 0.75 1.69 1.4150S 0.5600S 0 0 0| 0 10,341 0 0 97250 1.1400 0.0000 0.71 1.62 0.6700 0.4100S 0 0 0| 0 1,954 0 0 97500 0.9425 0.0000 0.66 1.54 0.8100S 0.2650S 0 0 0| 0 8,756 0 0 97750 0.7650 +0.0025 0.60 1.48 0.5650S 0.2250S 0 0 0| 0 2,060 0 0 98000 0.5900 0.0000 0.53 1.39 0.6500S 0.1450S 0 0 0| 0 25,395 0 0 98125 0.5100 +0.0025 0.50 1.35 0 0 0| 0 0 0 0 98250 0.4400 +0.0025 0.46 1.32 0.5100 0.0750S 0 0 0| 8 6,927 +8 0 98375 0.3675 +0.0025 0.41 1.27 0.3700 0.3700 0 0 0| 0 10 0 0 98500 0.3075 +0.0025 0.37 1.24 0.3550S 0.0500S 0 0 0| 0 51,520 0 0 98750 0.1950 +0.0025 0.28 1.15 0.2400 0.0350S 0 0 0| 0 63,302 0 0 98875 0.1550 +0.0025 0.24 1.13 0 0 0| 0 2,000 0 0 99000 0.1200 +0.0025 0.20 1.10 0.1500 0.0050S 0 0 0| 0 78,800 0 0 99125 0.0800 +0.0025 0.15 1.03 0.1050 0.1050 0 0 0| 0 2,000 0 0 99250 0.0525 +0.0025 0.11 0.97 0.0750 0.0050S 0 0 0| 0 94,926 0 0 99375 0.0300 +0.0025 0.07 0.90 0.0400 0.0400 0 0 0| 0 2,000 0 0 99500 0.0175 +0.0025 0.05 0.86 0.0350S 0.0050S 0 0 0| 0 53,600 0 0 99750 0.0050 +0.0025 0.01 0.77 0.0100 0.0050 0 0 0| 0 4,000 0 0 Total 0 0 0| 8 407,591 +8 0 | Mar 11 Underlying Price 97.650 Indicative a-t-m Vol 0.00 Time to expiry: 447 Days | | 96250 1.6600 +0.0050 0.77 1.79 0.8700S 0.7200S 0 0 0| 0 3,150 0 0 96500 1.4550 +0.0050 0.73 1.73 0.7350S 0.7350S 0 0 0| 0 500 0 0 96750 1.2550 +0.0050 0.69 1.67 0.7850S 0.6800S 0 0 0| 0 1,500 0 0 97000 1.0650 +0.0050 0.65 1.61 0.9400S 0.5350S 0 0 0| 0 1,955 0 0 97250 0.8950 +0.0050 0.60 1.57 0.7350 0.5000 0 0 0| 0 4,250 0 0 97500 0.7300 +0.0050 0.54 1.51 0.6500S 0.2400S 0 0 0| 0 8,873 0 0 97750 0.5750 +0.0100 0.48 1.44 0.4250 0.3100 0 0 0| 0 1,760 0 0 98000 0.4400 +0.0100 0.41 1.38 0.4250S 0.1400S 0 0 0| 0 9,735 0 0 98250 0.3200 +0.0050 0.34 1.32 0.3650S 0.1100S 0 0 0| 0 12,000 0 0 98500 0.2250 +0.0050 0.27 1.26 0.2700 0.0500S 0 0 0| 0 11,315 0 0 98750 0.1450 +0.0050 0.20 1.20 0.1900 0.0300S 0 0 0| 0 2,850 0 0 99000 0.0850 0.0000 0.14 1.14 0.1100S 0.0200S 0 0 0| 0 10,750 0 0 99250 0.0400 0.0000 0.08 1.05 0.0550S 0.0300 0 0 0| 0 6,750 0 0 99500 0.0150 0.0000 0.04 0.96 0.0200S 0.0200S 0 0 0| 0 1,500 0 0 Total 0 0 0| 0 76,888 0 0 Options on Financial Futures 15:57 Page 32 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 11 Underlying Price 97.230 Indicative a-t-m Vol 0.00 Time to expiry: 538 Days | | 96250 1.4000 +0.0200 0.69 1.74 0.8850S 0.7400S 0 0 0| 0 870 0 0 96500 1.2200 +0.0200 0.65 1.71 0.8550S 0.5500 0 0 0| 0 2,300 0 0 96750 1.0450 +0.0200 0.60 1.66 0.8150S 0.7050S 0 0 0| 0 1,500 0 0 97000 0.8750 +0.0200 0.55 1.60 0.9500S 0.3700S 0 0 0| 0 5,750 0 0 97250 0.7250 +0.0200 0.50 1.56 0.7950S 0.7500S 0 0 0| 0 3,000 0 0 97500 0.5850 +0.0150 0.44 1.51 0.7000S 0.2250S 0 0 0| 0 12,511 0 0 98000 0.3600 +0.0150 0.33 1.43 0.2800S 0.1350S 0 0 0| 0 6,020 0 0 98250 0.2700 +0.0150 0.27 1.39 0.1050 0.1050 0 0 0| 0 10 0 0 98500 0.1950 +0.0150 0.22 1.34 0.1500S 0.0600S 0 0 0| 0 5,250 0 0 99000 0.0750 +0.0100 0.11 1.20 0.0750S 0.0300S 0 0 0| 0 12,750 0 0 99250 0.0400 +0.0050 0.07 1.13 0.0500S 0.0300S 0 0 0| 0 13,750 0 0 99500 0.0150 0.0000 0.03 1.04 0.0350S 0.0350S 0 0 0| 0 11,000 0 0 99750 0.0050 0.0000 0.02 0.97 0.0250S 0.0250S 0 0 0| 0 11,000 0 0 Total 0 0 0| 0 85,711 0 0 | Sep 11 Underlying Price 96.850 Indicative a-t-m Vol 0.00 Time to expiry: 636 Days | | 96250 1.2050 +0.0150 0.61 1.71 0.9050S 0.9050S 0 0 0| 0 100 0 0 96500 1.0350 +0.0100 0.57 1.67 0.8500S 0.8250S 0 0 0| 0 2,250 0 0 96750 0.8900 +0.0150 0.52 1.64 0.8000S 0.7500S 0 0 0| 0 2,000 0 0 97000 0.7450 +0.0150 0.48 1.60 0.8200S 0.7500S 0 0 0| 0 3,300 0 0 98500 0.1850 +0.0100 0.19 1.42 0.1100S 0.1100S 0 0 0| 0 100 0 0 99000 0.1000 +0.0050 0.12 1.38 0 0 0| 0 2,000 0 0 Total 0 0 0| 0 9,750 0 0 | Dec 11 Underlying Price 96.500 Indicative a-t-m Vol 0.00 Time to expiry: 727 Days | | 96500 0.9050 +0.0200 0.50 1.66 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 3,850 3,850| 6,508 3,019,307 +758 0 Options on Financial Futures 15:57 Page 33 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 99.310 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 27 Days | | 98625 CAB 0.0000 0.00 0.95 0.0300S 0.0150S 0 0 0| 0 6,000 0 0 98750 CAB 0.0000 -0.01 0.80 0.0100 0.0050 0 0 0| 0 4,500 0 0 98875 0.0025 0.0000 -0.03 0.82 0.0800S 0.0150S 0 0 0| 0 7,900 0 0 99000 0.0050 0.0000 -0.06 0.73 0.0500 0.0150S 0 0 0| 0 24,000 0 0 99125 0.0100 -0.0025 -0.13 0.59 0.1000 0.0250 0 0 0| 0 14,000 0 0 99250 0.0350 0.0275 -0.0025 -0.32 0.48 0.0350S 0.0350S 0.1450S 0.0300 0 100 100| 3,000 7,750 +2,500 0 Total 0 100 100| 3,000 64,150 +2,500 0 | Feb 10 Underlying Price 99.310 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 55 Days | | 98500 0.0050 0.0000 -0.03 1.08 0.0150 0.0150 0 0 0| 0 10 0 0 99000 0.0225 0.0000 -0.14 0.75 0 0 0| 0 2,500 0 0 99125 0.0350 -0.0025 -0.24 0.66 0 0 0| 0 2,500 0 0 99250 0.0575 -0.0025 -0.39 0.55 0 0 0| 0 0 0 0 Total 0 0 0| 0 5,010 0 0 Options on Financial Futures 15:57 Page 34 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 99.310 Indicative a-t-m Vol 0.00 Time to expiry: 83 Days | | 91000 CAB 0.0000 0.00 1.01 0.0050S 0.0050S 0 0 0| 0 130 0 0 92000 CAB 0.0000 0.00 1.01 0.1900 0.1900 0 0 0| 0 1,000 0 0 92250 CAB 0.0000 0.00 1.01 0.1450 0.1450 0 0 0| 0 10 0 0 92500 CAB 0.0000 0.00 1.01 0 0 0| 0 500 0 0 92750 CAB 0.0000 0.00 1.01 0.2400 0.2400 0 0 0| 0 10 0 0 93000 CAB 0.0000 0.00 1.01 0.0900S 0.0900S 0 0 0| 0 800 0 0 93250 CAB 0.0000 0.00 1.01 0.5250S 0.5250S 0 0 0| 0 1 0 0 93500 CAB 0.0000 0.00 1.01 0.1450S 0.0200 0 0 0| 0 500 0 0 93750 CAB 0.0000 0.00 1.01 0.8500S 0.0150S 0 0 0| 0 1,125 0 0 94000 CAB 0.0000 0.00 1.01 0.8200S 0.0050 0 0 0| 0 2,748 0 0 94250 CAB 0.0000 0.00 1.01 0.7250 0.0400 0 0 0| 0 4,825 0 0 95000 CAB 0.0000 0.00 1.01 0.7050S 0.0200 0 0 0| 0 1,680 0 0 95250 CAB 0.0000 0.00 1.01 0.7050S 0.5650S 0 0 0| 0 605 0 0 95500 CAB 0.0000 0.00 1.01 0.7300S 0.0050 0 0 0| 0 1,400 0 0 96000 CAB 0.0000 0.00 1.01 0.0700S 0.0400S 0 0 0| 0 6,750 0 0 96250 CAB 0.0000 0.00 1.01 0.0750S 0.0750S 0 0 0| 0 3,000 0 0 96375 CAB 0.0000 0.00 1.01 0.0300 0.0300 0 0 0| 0 20 0 0 96500 CAB 0.0000 0.00 1.01 0.0950S 0.0650S 0 0 0| 0 14,250 0 0 96625 CAB 0.0000 0.00 1.01 0.0350 0.0350 0 0 0| 0 10 0 0 96750 CAB 0.0000 0.00 1.01 0.5650S 0.5650S 0 0 0| 0 100 0 0 96875 CAB 0.0000 0.00 1.01 0.0450 0.0450 0 0 0| 0 10 0 0 97000 CAB 0.0000 0.00 1.01 0.1400 0.0050 0 0 0| 0 16,300 0 0 97125 CAB 0.0000 0.00 1.01 0.0950S 0.0800S 0 0 0| 0 2,000 0 0 97250 CAB 0.0000 0.00 1.01 0.1850S 0.0100S 0 0 0| 0 7,550 0 0 97375 CAB 0.0000 0.00 1.01 0.1200S 0.0450S 0 0 0| 0 5,750 0 0 97500 CAB 0.0000 0.00 1.01 0.2750 0.0050S 0 0 0| 0 37,603 0 0 97625 CAB 0.0000 0.00 0.98 0.0900S 0.0650S 0 0 0| 0 8,000 0 0 97750 CAB 0.0000 0.00 0.91 0.3050S 0.0200S 0 0 0| 0 12,725 0 0 97875 CAB 0.0000 0.00 0.89 0.0900S 0.0350S 0 0 0| 0 7,000 0 0 98000 0.0025 0.0000 -0.01 1.21 0.5200S 0.0050 0 0 0| 0 54,117 0 0 98125 0.0050 0.0000 -0.02 1.24 0.3450S 0.0100 0 0 0| 0 8,335 0 0 98250 0.0075 0.0000 -0.03 1.21 0.2800S 0.0050S 0 0 0| 0 9,425 0 0 98375 0.0100 0.0000 -0.04 1.14 0.3050S 0.0100S 0 0 0| 0 7,130 0 0 98500 0.0125 0.0000 -0.05 1.06 0.3100S 0.0100 0 0 0| 0 46,901 0 0 98625 0.0150 0.0000 -0.07 0.97 0.3100S 0.0100S 0 0 0| 0 8,270 0 0 98750 0.0200 0.0000 -0.09 0.90 0.6800 0.0100S 0 0 0| 826 30,208 -826 0 98875 0.0275 0.0000 -0.13 0.83 0.2400S 0.0200S 0 0 0| 0 39,885 0 0 99000 0.0300 -0.0025 -0.17 0.69 0.2450S 0.0300S 0 0 0| 0 38,550 0 0 99125 0.0550 0.0000 -0.28 0.66 0.2550S 0.0500S 0 0 0| 0 44,273 0 0 99250 0.0775 0.0000 -0.41 0.55 0.2600S 0.0700S 0 0 0| 0 13,012 0 0 99375 0.1150 -0.0025 -0.63 0.42 0.1800S 0.1150S 0 0 0| 0 2,975 0 0 Total 0 0 0| 826 439,483 -826 0 Options on Financial Futures 15:57 Page 35 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 10 Underlying Price 99.010 Indicative a-t-m Vol 0.00 Time to expiry: 174 Days | | 90250 CAB 0.0000 0.00 1.70 0.0050 CAB 0 0 0| 24 850 0 0 91000 CAB 0.0000 0.00 1.73 0.0150S CAB 0 0 0| 0 1,063 0 0 91250 CAB 0.0000 0.00 1.73 0.0050 CAB 0 0 0| 0 9 0 0 92000 CAB 0.0000 0.00 1.73 0.0050S 0.0050S 0 0 0| 0 250 0 0 92500 CAB 0.0000 0.00 1.73 0.3450S 0.0050S 0 0 0| 0 1,750 0 0 92750 CAB 0.0000 0.00 1.73 0.0200 0.0100 0 0 0| 0 30 0 0 93000 CAB 0.0000 0.00 1.73 0.0100 0.0100 0 0 0| 0 10 0 0 93250 CAB 0.0000 0.00 1.73 0.5850S 0.5850S 0 0 0| 0 1 0 0 93500 CAB 0.0000 0.00 1.73 0.4150S 0.4150S 0 0 0| 0 900 0 0 93750 CAB 0.0000 0.00 1.73 0.8750S 0.8700S 0 0 0| 0 750 0 0 94000 CAB 0.0000 0.00 1.73 0.3250S 0.0200 0 0 0| 0 2,000 0 0 94875 CAB 0.0000 0.00 1.73 0.0550 0.0100 0 0 0| 0 80 0 0 95000 CAB 0.0000 0.00 1.73 0.1100S 0.0050 0 0 0| 0 6,798 0 0 95125 CAB 0.0000 0.00 1.73 0.0150 0.0150 0 0 0| 0 300 0 0 95250 CAB 0.0000 0.00 1.73 0.5800S 0.5800S 0 0 0| 0 250 0 0 95500 CAB 0.0000 0.00 1.68 0.0600S 0.0450S 0 0 0| 0 3,000 0 0 95750 0.0025 0.0000 -0.01 1.91 0.0850S 0.0850S 0 0 0| 0 1,000 0 0 95875 0.0050 0.0000 -0.01 2.00 0.0350 0.0350 0 0 0| 0 5 0 0 96000 0.0075 0.0000 -0.01 2.02 0.1950S 0.0050S 0 0 0| 0 28,850 0 0 96125 0.0100 0.0000 -0.02 2.08 0.0100 0.0100 0 0 0| 0 5 0 0 96250 0.0125 0.0000 -0.02 2.06 0.2400 0.0050S 0 0 0| 0 3,625 0 0 96500 0.0175 0.0000 -0.03 2.01 0.6300S 0.0150 0 0 0| 0 13,955 0 0 96625 0.0200 0.0000 -0.04 1.98 0.1050 0.1050 0 0 0| 0 20 0 0 96750 0.0225 0.0000 -0.04 1.94 0.3150S 0.0100S 0 0 0| 0 6,126 0 0 96875 0.0250 0.0000 -0.05 1.89 0.1600 0.0250 0 0 0| 0 1,050 0 0 97000 0.0275 0.0000 -0.05 1.83 0.3750S 0.0200 0 0 0| 0 34,787 0 0 97125 0.0300 0.0000 -0.06 1.78 0.0650 0.0200 0 0 0| 0 210 0 0 97250 0.0325 0.0000 -0.06 1.72 0.2400 0.0300S 0 0 0| 0 20,600 0 0 97375 0.0350 0.0000 -0.07 1.65 0.1000S 0.0200S 0 0 0| 0 10,875 0 0 97500 0.0375 0.0000 -0.08 1.57 0.5550S 0.0300 0 0 0| 0 55,850 0 0 97625 0.0425 +0.0025 -0.09 1.51 0.0550 0.0550 0 0 0| 0 50 0 0 97750 0.0500 +0.0050 -0.10 1.47 0.6000 0.0250S 0 0 0| 0 35,811 0 0 97875 0.0525 +0.0025 -0.11 1.38 0.4100S 0.1550 0 0 0| 0 2,500 0 0 98000 0.0600 +0.0025 -0.13 1.33 0.5100S 0.0400S 0 0 0| 0 65,080 0 0 98125 0.0725 +0.0025 -0.16 1.29 0.4400S 0.0600S 0 0 0| 0 8,605 0 0 98250 0.0825 +0.0025 -0.18 1.23 0.9150S 0.0600S 0 0 0| 0 21,310 0 0 98375 0.0975 +0.0025 -0.21 1.17 0.7350 0.0850S 0 0 0| 2,025 14,173 +1,018 0 98500 0.1125 +0.0050 -0.25 1.11 0.3700S 0.0900S 0 0 0| 0 16,422 0 0 98625 0.1325 +0.0050 -0.29 1.04 0.4300S 0.1100S 0 0 0| 0 25,520 0 0 98750 0.1600 0.1600 +0.0050 -0.35 0.99 0.1600S 0.1600S 0.4900S 0.1450 0 3,750 3,750| 3,025 30,857 +3,025 0 98875 0.1925 +0.0075 -0.41 0.93 0.3650 0.1800S 0 0 0| 0 15,024 0 0 99000 0.2325 +0.0100 -0.49 0.87 0.3750S 0.1900S 0 0 0| 0 15,705 0 0 99375 0.4050 +0.0175 -0.82 0.58 0.4000S 0.4000S 0 0 0| 0 700 0 0 Total 0 3,750 3,750| 5,074 446,756 +4,043 0 Options on Financial Futures 15:57 Page 36 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 98.600 Indicative a-t-m Vol 0.00 Time to expiry: 265 Days | | 90500 CAB 0.0000 0.00 1.92 0.0050 0.0050 0 0 0| 0 200 0 0 91000 CAB 0.0000 0.00 1.94 0.0050 0.0050 0 0 0| 0 65 0 0 92750 CAB 0.0000 0.00 1.94 0.0350 0.0100 0 0 0| 0 759 0 0 93000 CAB 0.0000 0.00 1.94 0.0400 0.0100 0 0 0| 0 170 0 0 93500 0.0100 CAB 0.0000 0.00 2.04 0.0100 0.0100 0.0250S 0.0100 0 10 10| 0 250 0 0 94000 CAB 0.0000 0.00 1.93 0.1400S 0.0300 0 0 0| 0 500 0 0 94500 0.0075 0.0000 -0.01 2.18 0.3000S 0.0600 0 0 0| 0 1,463 0 0 94750 0.0125 0.0000 -0.02 2.21 0.0750 0.0700 0 0 0| 0 23 0 0 95000 0.0175 0.0000 -0.02 2.20 0.5800S 0.0800 0 0 0| 0 220 0 0 95250 0.0225 0.0000 -0.03 2.18 0.7750S 0.1000 0 0 0| 0 3,450 0 0 95500 0.0300 0.0000 -0.04 2.16 0.2050S 0.0700S 0 0 0| 0 6,000 0 0 95625 0.0350 0.0000 -0.05 2.15 0.0400 0.0400 0 0 0| 0 700 0 0 95750 0.0400 0.0000 -0.05 2.13 0.0950S 0.0950S 0 0 0| 0 2,000 0 0 96000 0.0450 0.0000 -0.06 2.03 0.2800S 0.0350 0 0 0| 0 22,850 0 0 96125 0.0500 0.0000 -0.07 2.00 0.0600 0.0600 0 0 0| 0 10 0 0 96250 0.0550 0.0000 -0.07 1.96 0.3000S 0.0650 0 0 0| 0 2,020 0 0 96375 0.0600 0.0000 -0.08 1.92 0.1100 0.0700 0 0 0| 0 510 0 0 96500 0.0650 0.0000 -0.09 1.88 0.3900 0.1250 0 0 0| 0 16,300 0 0 96625 0.0725 0.0000 -0.10 1.84 0.0850 0.0850 0 0 0| 0 4,000 0 0 96750 0.0775 +0.0025 -0.11 1.79 0.2850 0.0800 0 0 0| 0 11,025 0 0 96875 0.0850 0.0000 -0.12 1.76 0.1800 0.0850 0 0 0| 0 3,770 0 0 97000 0.0950 0.0950 0.0000 -0.13 1.72 0.0950S 0.0950S 0.3800S 0.0800S 0 500 500| 300 19,313 0 0 97125 0.1050 0.0000 -0.14 1.68 0.1650S 0.1000 0 0 0| 0 3,785 0 0 97250 0.1150 0.0000 -0.16 1.63 0.5600S 0.0950 0 0 0| 0 17,102 0 0 97375 0.1250 0.0000 -0.17 1.57 0.2500 0.1250 0 0 0| 0 1,020 0 0 97500 0.1400 0.1350 0.0000 -0.19 1.51 0.1400S 0.1400S 0.5400S 0.1350 0 500 500| 0 16,405 0 0 97625 0.1500 +0.0025 -0.21 1.47 0.3050 0.1550S 0 0 0| 300 350 +300 0 97750 0.1700 +0.0025 -0.24 1.43 0.6350S 0.1650S 0 0 0| 0 3,220 0 0 97875 0.1900 +0.0025 -0.26 1.39 0.3700 0.1800 0 0 0| 0 2,557 0 0 98000 0.2150 0.2100 +0.0025 -0.29 1.33 0.2150S 0.2150S 0.9400 0.1900 0 500 500| 300 26,065 +300 0 98125 0.2375 0.0000 -0.33 1.30 0.5250S 0.2100 0 0 0| 0 21,260 0 0 98250 0.2675 +0.0025 -0.37 1.25 0.8700 0.2400 0 0 0| 0 12,501 0 0 98375 0.3025 +0.0025 -0.41 1.21 0.5050S 0.2700S 0 0 0| 0 20,508 0 0 98500 0.3450 0.3425 +0.0025 -0.46 1.17 0.3450S 0.3450S 0.4250S 0.3050S 0 500 500| 0 26,068 0 0 98625 0.3925 +0.0025 -0.51 1.13 0.4050S 0.3550 0 0 0| 300 6,050 +300 0 98750 0.4425 +0.0025 -0.56 1.08 0.4200S 0.4100S 0 0 0| 0 1,500 0 0 99250 0.7225 +0.0075 -0.82 0.85 0.6400S 0.6400S 0 0 0| 0 1 0 0 99375 0.8125 +0.0100 -0.88 0.77 0.7250S 0.7250S 0 0 0| 0 1 0 0 Total 0 2,010 2,010| 1,200 253,991 +900 0 Options on Financial Futures 15:57 Page 37 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Dec 10 Underlying Price 98.100 Indicative a-t-m Vol 0.00 Time to expiry: 356 Days | | 89000 CAB 0.0000 0.00 2.32 0.0150S CAB 0 0 0| 0 365 0 0 89500 CAB 0.0000 0.00 2.33 0.0050 0.0050 0 0 0| 0 200 0 0 92000 CAB 0.0000 0.00 1.98 0.0300 0.0050S 0 0 0| 0 1,550 0 0 93125 0.0125 0.0000 -0.02 2.45 0.0150 0.0150 0 0 0| 0 25 0 0 93750 0.0250 0.0000 -0.03 2.41 0.0800 0.0800 0 0 0| 0 3 0 0 94000 0.0300 0.0000 -0.03 2.37 0.1450 0.0300S 0 0 0| 0 13,335 0 0 94250 0.0350 0.0000 -0.04 2.31 0.1050 0.0400 0 0 0| 0 3,513 0 0 94500 0.0425 0.0000 -0.05 2.27 0.1700S 0.0350S 0 0 0| 0 13,216 0 0 94750 0.0525 +0.0025 -0.06 2.23 0.1600 0.1600 0 0 0| 0 10 0 0 95000 0.0650 +0.0025 -0.07 2.20 0.1800S 0.0550S 0 0 0| 0 13,170 0 0 95250 0.0750 +0.0025 -0.08 2.14 0.1200S 0.1200S 0 0 0| 0 4,000 0 0 95375 0.0825 +0.0025 -0.09 2.11 0.0750 0.0750 0 0 0| 0 25 0 0 95500 0.0875 +0.0025 -0.09 2.07 0.2950S 0.0800S 0 0 0| 1,000 16,375 +1,000 0 95750 0.1050 +0.0050 -0.11 2.01 0.3200S 0.0850S 0 0 0| 0 4,287 0 0 96000 0.1200 +0.0025 -0.13 1.94 0.3400S 0.1000S 0 0 0| 0 27,440 0 0 96125 0.1325 +0.0050 -0.14 1.91 0.1150 0.1150 0 0 0| 0 5 0 0 96250 0.1450 +0.0050 -0.15 1.89 0.2600S 0.1250 0 0 0| 0 13,852 0 0 96375 0.1600 +0.0050 -0.17 1.86 0.1350 0.1350 0 0 0| 0 5 0 0 96500 0.1725 +0.0050 -0.18 1.82 0.6400S 0.1450S 0 0 0| 2,000 25,600 +1,000 0 96750 0.2050 +0.0075 -0.21 1.76 0.6000S 0.1700S 0 0 0| 0 5,291 0 0 96875 0.2200 +0.0075 -0.23 1.71 0.1850 0.1850 0 0 0| 0 25 0 0 97000 0.2425 +0.0075 -0.25 1.69 0.8000S 0.2050 0 0 0| 0 8,350 0 0 97250 0.2900 +0.0100 -0.29 1.62 0.6700S 0.2350S 0 0 0| 1,200 16,700 +1,200 0 97500 0.3425 +0.0100 -0.34 1.54 0.7700S 0.2850S 0 0 0| 2,200 19,220 -250 0 97750 0.4150 +0.0125 -0.40 1.48 0.6850S 0.3800S 0 0 0| 0 1,515 0 0 98000 0.4900 +0.0100 -0.47 1.39 0.8100S 0.4150S 0 0 0| 1,200 7,450 +1,200 0 98125 0.5350 +0.0125 -0.50 1.35 0 0 0| 0 0 0 0 Total 0 0 0| 7,600 195,527 +4,150 0 Options on Financial Futures 15:57 Page 38 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 11 Underlying Price 97.650 Indicative a-t-m Vol 0.00 Time to expiry: 447 Days | | 90000 CAB 0.0000 0.00 2.22 0.0250 0.0150 0 0 0| 0 1,500 0 0 91500 0.0100 0.0000 -0.01 2.54 0.0100 0.0100 0 0 0| 0 10 0 0 92250 0.0250 0.0000 -0.02 2.58 0.0150 0.0150 0 0 0| 0 10 0 0 92500 0.0300 0.0000 -0.03 2.59 0.0450 0.0400 0 0 0| 0 2,020 0 0 94000 0.0650 +0.0050 -0.06 2.23 0.0950 0.0700 0 0 0| 0 6,500 0 0 94500 0.0850 0.0000 -0.08 2.14 0.2350S 0.2350S 0 0 0| 0 500 0 0 95000 0.1200 0.0000 -0.11 2.06 0.2150 0.1100 0 0 0| 0 7,700 0 0 95250 0.1400 0.0000 -0.13 2.01 0.1450 0.1450 0 0 0| 0 10 0 0 95500 0.1650 +0.0050 -0.15 1.95 0.4350S 0.1950 0 0 0| 0 1,700 0 0 95750 0.1900 +0.0050 -0.17 1.89 0.4450S 0.1450S 0 0 0| 0 1,325 0 0 96000 0.2250 +0.0050 -0.20 1.84 0.5600 0.2750S 0 0 0| 0 3,200 0 0 96250 0.2600 +0.0050 -0.23 1.79 0.7950S 0.2250S 0 0 0| 0 6,250 0 0 96500 0.3050 +0.0050 -0.27 1.73 0.7450S 0.2800S 0 0 0| 0 6,350 0 0 96750 0.3550 +0.0050 -0.31 1.67 0.7700S 0.3100 0 0 0| 0 2,510 0 0 97000 0.4150 +0.0050 -0.35 1.61 0.7300S 0.3900S 0 0 0| 0 6,300 0 0 97250 0.4950 +0.0050 -0.40 1.57 0.8000S 0.6100S 0 0 0| 0 2,520 0 0 97500 0.5800 +0.0050 -0.46 1.51 0.8000S 0.5450S 0 0 0| 0 14,350 0 0 97750 0.6750 +0.0100 -0.52 1.44 0.7850S 0.6600S 0 0 0| 0 3,000 0 0 Total 0 0 0| 0 65,755 0 0 | Jun 11 Underlying Price 97.230 Indicative a-t-m Vol 0.00 Time to expiry: 538 Days | | 90000 0.0100 0.0000 -0.01 2.75 0.0250 0.0200 0 0 0| 0 3,000 0 0 92000 0.0550 +0.0050 -0.04 2.66 0.0700 0.0700 0 0 0| 0 250 0 0 93750 0.0900 0.0000 -0.08 2.15 0.2200 0.1500 0 0 0| 0 40 0 0 94000 0.1100 +0.0050 -0.09 2.13 0.1900 0.1900 0 0 0| 0 4,500 0 0 95000 0.2050 +0.0100 -0.16 1.97 0 0 0| 0 500 0 0 95500 0.2700 +0.0050 -0.21 1.88 0 0 0| 0 500 0 0 96250 0.4200 +0.0100 -0.31 1.74 0.8200S 0.7350S 0 0 0| 0 2,520 0 0 96500 0.4900 +0.0100 -0.35 1.71 0.8850S 0.7200S 0 0 0| 0 5,000 0 0 96750 0.5650 +0.0100 -0.40 1.66 0.8200S 0.7150S 0 0 0| 0 1,150 0 0 97000 0.6450 +0.0100 -0.45 1.60 0.7500S 0.6000S 0 0 0| 0 3,000 0 0 97250 0.7450 +0.0100 -0.50 1.56 0.7400S 0.6900S 0 0 0| 0 3,000 0 0 97500 0.8550 +0.0050 -0.56 1.51 0.7800S 0.7000S 0 0 0| 0 8,000 0 0 Total 0 0 0| 0 31,460 0 0 Options on Financial Futures 15:57 Page 39 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 11 Underlying Price 96.850 Indicative a-t-m Vol 0.00 Time to expiry: 636 Days | | 90000 0.0150 0.0000 -0.01 2.56 0.0350 0.0350 0 0 0| 0 500 0 0 93000 0.1400 +0.0050 -0.10 2.38 0.2000 0.1900 0 0 0| 0 2,500 0 0 93500 0.1700 0.0000 -0.12 2.28 0 0 0| 0 1,500 0 0 95000 0.3250 +0.0050 -0.22 1.95 0.3900S 0.3550S 0 0 0| 0 2,000 0 0 96000 0.5300 +0.0050 -0.35 1.75 0 0 0| 0 500 0 0 96250 0.6050 +0.0050 -0.39 1.71 0.8050S 0.8050S 0 0 0| 0 100 0 0 96500 0.6850 0.0000 -0.43 1.67 0.8800S 0.8350S 0 0 0| 0 2,250 0 0 96750 0.7900 +0.0050 -0.48 1.64 0.8600S 0.8000S 0 0 0| 0 2,000 0 0 97000 0.8950 +0.0050 -0.52 1.60 0.8500S 0.7600S 0 0 0| 0 3,300 0 0 Total 0 0 0| 0 14,650 0 0 | Dec 11 Underlying Price 96.500 Indicative a-t-m Vol 0.00 Time to expiry: 727 Days | | 96500 0.9050 +0.0100 -0.50 1.66 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 5,860 5,860| 17,700 1,516,782 +10,767 0 Options on Financial Futures 15:57 Page 40 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 THREE MONTH STERLING 2 YEAR MID-CURVE | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 96.250 (Mar 12) Indicative a-t-m Vol 0.00 Time to expiry: 27 Days | | 96250 0.1500 +0.0100 0.50 1.41 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 96.250 (Mar 12) Indicative a-t-m Vol 0.00 Time to expiry: 55 Days | | 96250 0.2300 +0.0150 0.50 1.52 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 96.250 (Mar 12) Indicative a-t-m Vol 0.00 Time to expiry: 83 Days | | 96250 0.2850 +0.0200 0.50 1.55 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 96.040 (Jun 12) Indicative a-t-m Vol 0.00 Time to expiry: 174 Days | | 95250 0.9250 +0.0250 0.78 1.58 0.5950S 0.5950S 0 0 0| 0 500 0 0 95500 0.7400 +0.0250 0.70 1.58 0.4450S 0.4450S 0 0 0| 0 500 0 0 95750 0.5800 +0.0250 0.61 1.58 0.3700S 0.3700S 0 0 0| 0 500 0 0 96000 0.4400 +0.0250 0.52 1.58 0.2700S 0.2700S 0 0 0| 0 500 0 0 Total 0 0 0| 0 2,000 0 0 | Sep 10 Underlying Price 95.880 (Sep 12) Indicative a-t-m Vol 0.00 Time to expiry: 265 Days | | 95875 0.5300 +0.0250 0.50 1.62 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 95.730 (Dec 12) Indicative a-t-m Vol 0.00 Time to expiry: 356 Days | | 95750 0.6000 +0.0050 0.50 1.62 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 2,000 0 0 Options on Financial Futures 15:57 Page 41 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 THREE MONTH STERLING 2 YEAR MID-CURVE | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 96.250 (Mar 12) Indicative a-t-m Vol 0.00 Time to expiry: 27 Days | | 96250 0.1500 -0.0100 -0.50 1.41 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 96.250 (Mar 12) Indicative a-t-m Vol 0.00 Time to expiry: 55 Days | | 96250 0.2300 -0.0050 -0.50 1.52 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 96.250 (Mar 12) Indicative a-t-m Vol 0.00 Time to expiry: 83 Days | | 96250 0.2850 0.0000 -0.50 1.55 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 96.040 (Jun 12) Indicative a-t-m Vol 0.00 Time to expiry: 174 Days | | 94000 0.0150 +0.0050 -0.03 1.66 0.1950S 0.1950S 0 0 0| 0 500 0 0 94125 0.0200 +0.0050 -0.04 1.69 0.2250S 0.2250S 0 0 0| 0 500 0 0 95500 0.2000 +0.0050 -0.30 1.58 0.4250 0.2900S 0 0 0| 0 250 0 0 96000 0.4000 +0.0050 -0.48 1.58 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,250 0 0 | Sep 10 Underlying Price 95.880 (Sep 12) Indicative a-t-m Vol 0.00 Time to expiry: 265 Days | | 95875 0.5250 -0.0050 -0.50 1.62 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 95.730 (Dec 12) Indicative a-t-m Vol 0.00 Time to expiry: 356 Days | | 95750 0.6200 -0.0150 -0.50 1.62 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 1,250 0 0 Options on Financial Futures 15:57 Page 42 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 97.650 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 27 Days | | 97500 0.2450 0.0000 0.65 1.45 0.2250S 0.1900S 7,000 0 7,000| 0 20,500 0 0 97625 0.1700 0.0000 0.53 1.45 0.1550S 0.1550S 0 0 0| 0 250 0 0 97750 0.1050 -0.0050 0.40 1.40 0.1700S 0.0950S 7,000 0 7,000| 0 22,000 0 0 97875 0.0550 -0.0050 0.26 1.31 0.1750S 0.0700S 0 0 0| 0 8,600 0 0 98000 0.0250 0.0000 0.15 1.23 0.0900S 0.0750S 7,000 0 7,000| 0 26,654 0 0 98125 0.0100 0.0000 0.07 1.17 0.0600S 0.0350S 0 0 0| 0 8,250 0 0 98250 CAB 0.0000 0.02 1.08 0.0150S 0.0150S 0 0 0| 0 2,000 0 0 98375 CAB 0.0000 0.00 1.04 0.0050S 0.0050S 0 0 0| 0 2,000 0 0 Total 21,000 0 21,000| 0 90,254 0 0 | Feb 10 Underlying Price 97.650 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 55 Days | | 97625 0.2400 0.0000 0.52 1.50 0 0 0| 0 0 0 0 97750 0.1800 0.0000 0.43 1.47 0.2750 0.2750 0 0 0| 0 100 0 0 98000 0.0750 0.0000 0.25 1.32 0 0 0| 0 2,000 0 0 98250 0.0200 0.0000 0.10 1.22 0 0 0| 0 2,000 0 0 98500 0.0100 +0.0050 0.05 1.32 0 0 0| 0 2,000 0 0 98750 CAB 0.0000 0.01 1.24 0 0 0| 0 2,000 0 0 Total 0 0 0| 0 8,100 0 0 | Mar 10 Underlying Price 97.650 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 83 Days | | 96125 1.5450 0.0000 0.95 2.02 0.5600S 0.5600S 0 0 0| 0 200 0 0 96250 1.4250 0.0000 0.94 1.98 0.6450S 0.6450S 0 0 0| 0 150 0 0 96625 1.0800 0.0000 0.88 1.91 0 0 0| 0 1,800 0 0 97000 0.7500 +0.0050 0.79 1.75 0.4500S 0.2200S 0 0 0| 0 4,000 0 0 97125 0.6450 0.0000 0.75 1.70 0.4600 0.2250 0 0 0| 0 500 0 0 97250 0.5500 0.0000 0.70 1.67 0.4100S 0.2000S 0 0 0| 0 3,125 0 0 97375 0.4600 +0.0050 0.64 1.62 0.5900 0.2300S 0 0 0| 0 4,000 0 0 97500 0.3750 +0.0050 0.58 1.57 0.3750S 0.2900S 0 0 0| 0 40,000 0 0 97625 0.3000 +0.0050 0.52 1.53 0.4150 0.0800S 0 0 0| 0 7,001 0 0 97750 0.2300 0.0000 0.44 1.49 0.3350S 0.1300S 0 0 0| 0 52,250 0 0 97875 0.1700 0.0000 0.37 1.43 0.3000S 0.1200 0 0 0| 0 11,600 0 0 98000 0.1200 0.0000 0.30 1.39 0.2150 0.0650 0 0 0| 0 32,614 0 0 98125 0.0800 0.0000 0.23 1.34 0.1650S 0.0600S 0 0 0| 0 8,350 0 0 98250 0.0500 0.0000 0.16 1.29 0.1050 0.0200S 0 0 0| 0 22,854 0 0 98375 0.0350 +0.0050 0.11 1.27 0.0900S 0.0200S 0 0 0| 0 19,160 0 0 98500 0.0200 0.0000 0.07 1.24 0.0450S 0.0100S 0 0 0| 0 3,330 0 0 98625 0.0150 0.0000 0.06 1.32 0.0150S 0.0150S 0 0 0| 97 97 +97 0 98750 0.0100 0.0000 0.04 1.32 0.0200S 0.0050S 0 0 0| 0 1,830 0 0 99000 CAB 0.0000 0.01 1.26 0 0 0| 0 1,000 0 0 Total 0 0 0| 97 213,861 +97 0 Options on Financial Futures 15:57 Page 43 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling Mid-Curve | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jun 10 Underlying Price 97.230 (Jun 11) Indicative a-t-m Vol 0.00 Time to expiry: 174 Days | | 96125 1.2450 +0.0150 0.81 1.92 0.6100S 0.6100S 0 0 0| 0 10 0 0 96625 0.8400 +0.0100 0.69 1.79 0.6100S 0.5600S 0 0 0| 0 7,225 0 0 96750 0.7450 +0.0100 0.66 1.75 0.5300S 0.5250S 0 0 0| 0 500 0 0 97000 0.5750 +0.0150 0.58 1.68 0.6500S 0.6500S 0 0 0| 0 250 0 0 97125 0.4800 -0.0050 0.54 1.58 0.4750S 0.4300S 0 0 0| 0 850 -70 0 97250 0.4050 +0.0050 0.49 1.54 0.4650S 0.4100S 0 0 0| 0 336 0 0 97375 0.3400 +0.0050 0.45 1.52 0.4700 0.2700S 0 0 0| 0 1,087 0 0 97500 0.2900 +0.0150 0.40 1.52 0.3900 0.2450S 0 0 0| 0 66,925 -70 0 97625 0.2350 +0.0100 0.35 1.49 0.3300 0.1800S 0 0 0| 0 15,000 0 0 97750 0.1800 +0.0050 0.30 1.43 0.2700 0.1200S 0 0 0| 0 58,250 0 0 97875 0.1450 +0.0100 0.25 1.43 0.2200 0.1250S 0 0 0| 0 9,500 0 0 98000 0.1050 +0.0050 0.21 1.38 0.1400 0.0700S 0 0 0| 0 50,801 0 0 98125 0.0850 +0.0100 0.17 1.38 0.0600S 0.0550S 0 0 0| 0 32,000 0 0 98250 0.0600 +0.0100 0.13 1.33 0.0950 0.0400S 0 0 0| 0 27,300 0 0 98375 0.0400 +0.0050 0.09 1.28 0.0450S 0.0350S 0 0 0| 0 19,000 0 0 98500 0.0300 +0.0050 0.07 1.29 0.0300S 0.0050 0 0 0| 0 108,501 0 0 98625 0.0150 0.0000 0.05 1.23 0.0350 0.0150 0 0 0| 0 53,750 0 0 Total 0 0 0| 0 451,285 -140 0 | Sep 10 Underlying Price 96.850 (Sep 11) Indicative a-t-m Vol 0.00 Time to expiry: 265 Days | | 96250 0.9350 +0.0100 0.66 1.78 0.7250S 0.6700S 0 0 0| 0 1,125 0 0 96750 0.6000 +0.0100 0.53 1.66 0.4750 0.4450 0 0 0| 0 750 0 0 96875 0.5250 +0.0100 0.50 1.63 0 0 0| 0 0 0 0 97000 0.4600 +0.0100 0.46 1.61 0.5900 0.5900 0 0 0| 0 10 0 0 97125 0.4000 +0.0100 0.42 1.59 0.4100 0.4100 0 0 0| 0 500 0 0 97625 0.1900 +0.0050 0.26 1.45 0.2700 0.2700 0 0 0| 0 10 0 0 97750 0.1500 +0.0050 0.22 1.42 0.2250 0.2250 0 0 0| 0 10 0 0 98000 0.0850 +0.0050 0.15 1.33 0.1250S 0.0700S 0 0 0| 0 65,775 0 0 98125 0.0650 +0.0050 0.12 1.31 0 0 0| 0 6,500 0 0 98500 0.0250 0.0000 0.06 1.25 0.0450 0.0100S 0 0 0| 0 65,775 0 0 Total 0 0 0| 0 140,455 0 0 | Dec 10 Underlying Price 96.500 (Dec 11) Indicative a-t-m Vol 0.00 Time to expiry: 356 Days | | 96500 0.6600 +0.0150 0.50 1.74 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 21,000 0 21,000| 97 903,955 -43 0 Options on Financial Futures 15:57 Page 44 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 97.650 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 27 Days | | 96000 CAB 0.0000 0.00 1.85 0.0600 0.0600 0 0 0| 0 9,000 0 0 96250 CAB 0.0000 0.00 1.60 0.0500S 0.0500S 0 0 0| 0 30,000 0 0 96500 CAB 0.0000 0.00 1.35 0.0750S 0.0100 0 0 0| 0 15,000 0 0 96750 0.0050 0.0000 -0.03 1.72 0.1500S 0.0350S 0 0 0| 0 30,000 0 0 96875 0.0100 0.0000 -0.05 1.72 0.1750S 0.1650S 0 0 0| 0 500 0 0 97000 0.0150 0.0000 -0.08 1.70 0.1800S 0.0200S 0 0 0| 0 11,250 0 0 97125 0.0250 0.0000 -0.12 1.65 0.0750S 0.0250S 0 0 0| 0 500 0 0 97250 0.0400 -0.0050 -0.18 1.61 0.3200S 0.0400S 0 0 0| 0 5,550 0 0 97375 0.0650 -0.0050 -0.26 1.57 0.2450S 0.0500S 4,000 0 4,000| 1,000 8,738 +1,000 0 97500 0.0950 0.0000 -0.35 1.45 0.1450 0.0700S 0 0 0| 0 19,002 0 0 97625 0.1450 0.0000 -0.47 1.45 0.1450S 0.0950S 2,000 0 2,000| 500 5,500 0 0 97750 0.2050 -0.0050 -0.60 1.40 0.2450S 0.1400S 0 0 0| 0 5,800 0 0 97875 0.2800 -0.0050 -0.74 1.31 0.1900S 0.1900S 0 0 0| 0 900 0 0 98000 0.3750 0.0000 -0.85 1.23 0.4000S 0.4000S 0 0 0| 0 350 0 0 Total 6,000 0 6,000| 1,500 142,090 +1,000 0 | Feb 10 Underlying Price 97.650 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 55 Days | | 97125 0.0750 0.0000 -0.20 1.67 0.1000S 0.0600S 0 0 0| 500 4,650 +500 0 97250 0.0950 0.0000 -0.26 1.61 0.1300 0.0750S 0 0 0| 500 5,200 +500 0 97375 0.1300 0.0000 -0.33 1.60 0.1250S 0.1000S 0 0 0| 0 7,500 0 0 97500 0.1650 -0.0050 -0.40 1.54 0.2000S 0.1350S 0 0 0| 500 2,300 +500 0 97625 0.2150 0.0000 -0.48 1.50 0.2100S 0.1650S 0 0 0| 0 5,200 0 0 97750 0.2800 0.0000 -0.57 1.47 0 0 0| 0 500 0 0 Total 0 0 0| 1,500 25,350 +1,500 0 Options on Financial Futures 15:57 Page 45 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 97.650 (Mar 11) Indicative a-t-m Vol 0.00 Time to expiry: 83 Days | | 94000 CAB 0.0000 0.00 2.20 0.0950 CAB 0 0 0| 0 741 0 0 94500 CAB 0.0000 0.00 2.21 0.0550S 0.0250S 0 0 0| 0 5,000 0 0 94625 CAB 0.0000 0.00 2.14 0.1100S 0.0900S 0 0 0| 0 500 0 0 95000 CAB 0.0000 0.00 1.91 0.2300 0.0450S 0 0 0| 0 3,750 0 0 95500 CAB 0.0000 0.00 1.59 0.0950S 0.0850S 0 0 0| 0 5,000 0 0 95625 CAB 0.0000 0.00 1.52 0.1500S 0.0850S 0 0 0| 0 1,600 0 0 95750 0.0050 0.0000 -0.02 1.96 0.3200S 0.0150S 0 0 0| 0 2,600 0 0 96000 0.0150 0.0000 -0.04 2.03 0.5100S 0.1000 0 0 0| 0 17,800 0 0 96125 0.0200 0.0000 -0.05 2.02 0.5300S 0.5300S 0 0 0| 0 200 0 0 96250 0.0250 0.0000 -0.06 1.98 0.4650S 0.0250S 0 0 0| 0 23,650 0 0 96375 0.0350 0.0000 -0.08 1.99 0.3150S 0.1950S 0 0 0| 0 1,600 0 0 96500 0.0450 0.0000 -0.11 1.98 0.7600S 0.1000S 0 0 0| 0 9,377 0 0 96625 0.0550 0.0000 -0.12 1.91 0.0500S 0.0450S 0 0 0| 0 3,500 0 0 96750 0.0700 +0.0050 -0.15 1.87 0.5150S 0.0450S 0 0 0| 0 6,600 0 0 97000 0.1000 +0.0050 -0.21 1.75 0.4750S 0.0750S 0 0 0| 0 24,810 0 0 97125 0.1200 0.0000 -0.25 1.70 0.1250 0.1250 0 0 0| 0 1 0 0 97250 0.1500 0.0000 -0.30 1.67 0.4600S 0.1100S 0 0 0| 0 20,700 0 0 97375 0.1850 +0.0050 -0.36 1.62 0.4000S 0.1800 0 0 0| 0 501 0 0 97500 0.2250 +0.0050 -0.42 1.57 0 0 0| 0 8,060 0 0 97625 0.2750 +0.0050 -0.48 1.53 0 0 0| 0 0 0 0 97750 0.3300 0.0000 -0.56 1.49 0.2850S 0.2850S 0 0 0| 0 250 0 0 Total 0 0 0| 0 136,240 0 0 | Jun 10 Underlying Price 97.230 (Jun 11) Indicative a-t-m Vol 0.00 Time to expiry: 174 Days | | 94500 0.0200 0.0000 -0.04 2.28 0.0200S 0.0150S 0 0 0| 0 8,000 0 0 94750 0.0300 0.0000 -0.05 2.28 0 0 0| 0 5,000 0 0 95500 0.0700 0.0000 -0.10 2.08 0.1300S 0.0500S 0 0 0| 0 10,750 0 0 96000 0.1250 +0.0050 -0.17 1.96 0.1050 0.1050 0 0 0| 0 1 0 0 96125 0.1400 +0.0050 -0.19 1.92 0.6200S 0.1200 0 0 0| 0 861 -70 0 96250 0.1600 +0.0050 -0.22 1.89 0.1450S 0.1200S 0 0 0| 0 8,500 0 0 96375 0.1800 +0.0050 -0.24 1.85 0.3450S 0.3450S 0 0 0| 0 1,000 0 0 96500 0.2050 +0.0050 -0.27 1.81 0.3150S 0.1500S 0 0 0| 0 8,000 0 0 96625 0.2350 0.0000 -0.31 1.79 0.6000S 0.5200S 0 0 0| 0 7,225 0 0 96750 0.2650 0.0000 -0.34 1.75 0.5300S 0.5250S 0 0 0| 0 500 0 0 96875 0.3050 +0.0050 -0.38 1.71 0.2300S 0.2300S 0 0 0| 0 1,000 0 0 97000 0.3450 +0.0050 -0.42 1.68 0.3200S 0.2550S 0 0 0| 0 6,500 0 0 97250 0.4250 -0.0050 -0.51 1.54 0.4300S 0.3500S 0 0 0| 0 1,086 0 0 97375 0.4850 -0.0050 -0.55 1.52 0.4900S 0.3850S 0 0 0| 0 62 0 0 Total 0 0 0| 0 58,485 -70 0 Options on Financial Futures 15:57 Page 46 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Sterling Mid-Curve | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Sep 10 Underlying Price 96.850 (Sep 11) Indicative a-t-m Vol 0.00 Time to expiry: 265 Days | | 94875 0.1000 0.0000 -0.12 2.05 0 0 0| 0 4,000 0 0 95000 0.1100 0.0000 -0.13 2.03 0 0 0| 0 7,000 0 0 95125 0.1250 0.0000 -0.15 2.01 0 0 0| 0 2,000 0 0 95750 0.2150 0.0000 -0.23 1.87 0.3350S 0.3350S 0 0 0| 0 1,000 0 0 96000 0.2650 0.0000 -0.28 1.81 0.2200S 0.2200S 0 0 0| 0 3,500 0 0 96125 0.2950 0.0000 -0.31 1.79 0.4600S 0.4600S 0 0 0| 0 3,000 0 0 96250 0.3350 0.0000 -0.34 1.78 0.6850S 0.2750 0 0 0| 0 1,125 0 0 96375 0.3700 0.0000 -0.37 1.75 0.3100 0.3100 0 0 0| 0 10 0 0 96500 0.4100 0.0000 -0.40 1.73 0.3450 0.3400S 0 0 0| 0 505 0 0 96875 0.5500 0.0000 -0.50 1.63 0 0 0| 0 0 0 0 Total 0 0 0| 0 22,140 0 0 | Dec 10 Underlying Price 96.500 (Dec 11) Indicative a-t-m Vol 0.00 Time to expiry: 356 Days | | 96500 0.6600 +0.0050 -0.50 1.74 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 6,000 0 6,000| 3,000 384,305 +2,430 0 Options on Financial Futures 15:57 Page 47 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euroswiss | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 99.730 Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 99750 0.0150 0.0000 0.36 0.12 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 99.660 Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 99625 0.0500 0.0000 0.68 0.11 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 10 Underlying Price 99.490 Indicative a-t-m Vol 0.00 Time to expiry: 263 Days | | 99500 0.0650 -0.0050 0.48 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 99.290 Indicative a-t-m Vol 0.00 Time to expiry: 354 Days | | 99250 0.1000 0.0000 0.58 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 48 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Three Month Euroswiss | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Mar 10 Underlying Price 99.730 Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 99750 0.0350 0.0000 -0.64 0.12 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 99.660 Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 99625 0.0150 0.0000 -0.32 0.11 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Sep 10 Underlying Price 99.490 Indicative a-t-m Vol 0.00 Time to expiry: 263 Days | | 99500 0.0750 +0.0050 -0.52 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Dec 10 Underlying Price 99.290 Indicative a-t-m Vol 0.00 Time to expiry: 354 Days | | 99250 0.0600 0.0000 -0.42 0.20 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 49 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 2Yr Euro Swapnote | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 107.990 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 10800 0.110 -0.002 0.49 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 107.990 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 10800 0.161 -0.001 0.49 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 107.990 Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 10800 0.199 -0.001 0.49 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 107.990 Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 10800 0.292 0.000 0.50 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 50 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 2Yr Euro Swapnote | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 107.990 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 10800 0.120 -0.002 -0.51 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 107.990 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 10800 0.171 -0.001 -0.51 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 107.990 Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 10800 0.209 -0.001 -0.51 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 107.990 Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 10800 0.302 0.000 -0.50 1.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 51 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 5Yr Euro Swapnote | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 114.66 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 11475 1.18 -0.02 0.49 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 114.66 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 11475 1.72 -0.01 0.50 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 114.66 Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 11475 2.12 -0.02 0.50 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 114.66 Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 11475 3.11 0.00 0.51 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 52 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 5Yr Euro Swapnote | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 114.66 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 11475 1.27 -0.02 -0.51 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 114.66 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 11475 1.81 -0.01 -0.50 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 114.66 Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 11475 2.21 -0.02 -0.50 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 114.66 Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 11475 3.20 0.00 -0.49 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 53 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 10Yr Euro Swapnote | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 119.96 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 12000 1.26 -0.02 0.50 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 119.96 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 12000 1.82 -0.02 0.50 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 119.96 Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 12000 2.25 -0.01 0.51 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 119.96 Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 12000 3.28 0.00 0.51 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 54 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 10Yr Euro Swapnote | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price 119.96 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 25 Days | | 12000 1.30 -0.02 -0.50 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Feb 10 Underlying Price 119.96 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 53 Days | | 12000 1.86 -0.02 -0.50 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Mar 10 Underlying Price 119.96 Indicative a-t-m Vol 0.00 Time to expiry: 81 Days | | 12000 2.29 -0.01 -0.49 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 119.96 Indicative a-t-m Vol 0.00 Time to expiry: 172 Days | | 12000 3.32 0.00 -0.49 10.00 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 0 0 0 Options on Financial Futures 15:57 Page 55 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Long Gilt | Calls | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price N/A (Mar 10) Indicative a-t-m Vol N/A Time to expiry: EXPIRED | | 11550 N/A N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 11650 N/A N/A N/A N/A N/A N/A 0.37 0.13 N/A N/A N/A | N/A N/A -865 0 11700 N/A N/A N/A N/A N/A N/A 0.36 0.36 N/A N/A N/A | N/A N/A -100 0 11750 N/A N/A N/A N/A N/A N/A 0.91 0.23 N/A N/A N/A | N/A N/A -1,350 0 11800 N/A N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -500 0 11850 N/A N/A N/A N/A N/A N/A 0.50 0.24 N/A N/A N/A | N/A N/A -850 0 11900 N/A N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -500 0 11950 N/A N/A N/A N/A N/A N/A 0.03 0.03 N/A N/A N/A | N/A N/A -200 0 Total N/A N/A N/A | N/A N/A -4,365 0 | Feb 10 Underlying Price 114.52 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 29 Days | | 11450 0.99 -0.04 0.51 7.45 0 0 0| 0 0 0 0 11700 0.20 -0.02 0.16 7.44 0.54S 0.53S 0 0 0| 0 200 0 0 11800 0.09 -0.01 0.08 7.36 0.28S 0.28S 0 0 0| 0 400 0 0 Total 0 0 0| 0 600 0 0 | Mar 10 Underlying Price 114.52 Indicative a-t-m Vol 0.00 Time to expiry: 57 Days | | 11450 1.38 -0.04 0.51 7.54 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Apr 10 Underlying Price 114.44 (Jun 10) Indicative a-t-m Vol 0.00 Time to expiry: 90 Days | | 11450 1.76 -0.04 0.50 7.86 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 114.44 Indicative a-t-m Vol 0.00 Time to expiry: 148 Days | | 11450 2.43 -0.03 0.51 8.43 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Calls 0 0 0| 0 600 -4,365 0 Options on Financial Futures 15:57 Page 56 Business Day Thu 24 Dec 2009 | Previous Business Day | Wed 23 Dec 2009 Long Gilt | Puts | Exercise Opening Settlement Delta Volat- Daily Lifetime Blk Trd CONNECT* Total| Official Open Price Trans Price Change ility(%) High Low High Low Volume Volume Volume| Volume Interest Change Exercises | | Jan 10 Underlying Price N/A (Mar 10) Indicative a-t-m Vol N/A Time to expiry: EXPIRED | | 11400 N/A N/A N/A N/A N/A N/A 0.03 0.03 N/A N/A N/A | N/A N/A -300 0 11500 N/A N/A N/A N/A N/A N/A 0.12 0.12 N/A N/A N/A | N/A N/A -900 0 11550 N/A N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -400 0 11600 N/A N/A N/A N/A N/A N/A 0.36 0.34 N/A N/A N/A | N/A N/A -962 0 11700 N/A N/A N/A N/A N/A N/A 0.95 0.59 N/A N/A N/A | N/A N/A -500 0 11750 N/A N/A N/A N/A N/A N/A 0.79 0.79 N/A N/A N/A | N/A N/A -134 0 Total N/A N/A N/A | N/A N/A -3,196 0 | Feb 10 Underlying Price 114.52 (Mar 10) Indicative a-t-m Vol 0.00 Time to expiry: 29 Days | | 11350 0.54 0.00 -0.33 7.44 0.42S 0.22S 0 0 0| 0 1,075 -100 0 11400 0.73 +0.01 -0.41 7.39 0.45S 0.45S 0 0 0| 0 250 0 0 11450 0.97 +0.01 -0.49 7.45 0.74S 0.30S 0 0 0| 0 125 0 0 Total 0 0 0| 0 1,450 -100 0 | Mar 10 Underlying Price 114.52 Indicative a-t-m Vol 0.00 Time to expiry: 57 Days | | 11000 0.14 0.00 -0.09 7.54 0.19S 0.19S 0 0 0| 0 480 0 0 11100 0.26 0.00 -0.15 7.54 0.20S 0.20S 0 0 0| 0 100 0 0 11200 0.45 0.00 -0.23 7.54 0.46S 0.40 0 0 0| 0 480 0 0 11300 0.74 +0.01 -0.32 7.54 0.54S 0.54S 0 0 0| 0 50 0 0 11400 1.12 +0.01 -0.43 7.53 0.85 0.85 0 0 0| 0 50 0 0 11450 1.36 +0.01 -0.49 7.54 0 0 0| 0 0 0 0 Total 0 0 0| 0 1,160 0 0 | Apr 10 Underlying Price 114.44 (Jun 10) Indicative a-t-m Vol 0.00 Time to expiry: 90 Days | | 11450 1.82 +0.01 -0.50 7.86 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Jun 10 Underlying Price 114.44 Indicative a-t-m Vol 0.00 Time to expiry: 148 Days | | 11450 2.49 +0.02 -0.49 8.43 0 0 0| 0 0 0 0 Total 0 0 0| 0 0 0 0 | Total Puts 0 0 0| 0 2,610 -3,296 0