Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor (100) (AC1) Indicative a-t-m Vol 27.12 Underlying Price 38.190 Time to expiry: 22 Days Jan 10 12.20 1.00 54.00 0| 0 0 0 2600 10.20 1.00 47.90 0| 0 0 0 2800 8.21 0.99 42.24 0| 0 0 0 3000 7.22 0.98 39.66 0| 0 0 0 3100 6.24 0.97 37.27 0| 0 62 0 3200 5.26 0.96 35.09 0| 0 0 0 3300 4.31 0.93 33.20 0| 0 0 0 3400 3.40 0.87 31.50 0| 0 11 0 3500 2.54 0.80 29.76 0| 0 9 0 3600 1.78 0.69 28.56 0| 0 921 0 3700 1.14 0.54 27.14 0| 0 118 0 3800 0.70 0.39 27.06 0| 0 500 0 3900 0.38 0.26 26.62 0| 0 24 0 4000 0.08 0.08 25.69 0| 0 35 0 4200 0.02 0.02 26.41 0| 0 1 0 4400 Total 0| 0 1,681 0 Indicative a-t-m Vol 32.16 Underlying Price 38.190 Time to expiry: 57 Days Feb 10 8.37 0.95 40.00 0| 0 0 0 3000 6.54 0.89 38.19 0| 0 0 0 3200 4.83 0.81 36.18 0| 0 0 0 3400 4.04 0.76 35.01 0| 0 0 0 3500 3.31 0.70 34.01 0| 0 17 0 3600 2.64 0.62 33.00 0| 0 0 0 3700 2.07 0.54 32.28 0| 0 0 0 3800 1.58 0.46 31.64 0| 0 0 0 3900 1.18 0.38 31.19 0| 0 0 0 4000 0.62 0.24 30.67 0| 0 6 0 4200 0.31 0.14 30.67 0| 0 0 0 4400 Total 0| 0 23 0 Indicative a-t-m Vol 33.67 Underlying Price 38.190 Time to expiry: 85 Days Mar 10 20.24 0.99 65.00 0| 0 0 0 1800 18.26 0.99 60.42 0| 0 0 0 2000 16.29 0.99 56.01 0| 0 0 0 2200 14.32 0.98 51.90 0| 0 0 0 2400 12.38 0.96 48.17 0| 0 4 0 2600 10.48 0.94 44.82 0| 0 57 0 2800 8.62 0.90 41.87 0| 0 26 0 3000 6.88 0.85 39.44 0| 0 2,111 0 3200 5.25 0.77 37.12 0| 0 25 0 3400 3.81 0.67 35.28 0| 0 65 0 3600 3.19 0.61 34.60 0| 0 0 0 3700 2.62 0.55 33.85 0| 0 1,203 0 3800 2.10 0.48 32.89 0| 0 0 0 3900 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.67 0.42 32.24 0| 0 16 0 4000 1.02 0.30 31.63 0| 0 0 0 4200 0.59 0.20 31.05 0| 0 4,110 0 4400 0.19 0.08 31.01 0| 0 0 0 4800 0.02 0.01 32.00 0| 0 0 0 5600 Total 0| 0 7,617 0 Indicative a-t-m Vol 33.81 Underlying Price 38.190 Time to expiry: 176 Days Jun 10 22.28 0.99 60.00 0| 0 0 0 1600 20.30 0.99 55.48 0| 0 0 0 1800 18.34 0.99 51.67 0| 0 0 0 2000 16.39 0.98 48.43 0| 0 0 0 2200 14.47 0.96 45.65 0| 0 60 0 2400 12.59 0.94 43.25 0| 0 0 0 2600 10.77 0.91 41.16 0| 0 140 0 2800 9.02 0.87 39.16 0| 0 100 0 3000 7.42 0.81 37.86 0| 0 25 0 3200 5.93 0.74 36.43 0| 0 100 0 3400 4.62 0.65 35.12 0| 0 11 0 3600 3.48 0.56 33.87 0| 0 150 0 3800 2.57 0.46 33.15 0| 10 11 +10 4000 1.82 0.37 32.24 0| 0 68 0 4200 1.16 1.25 0.28 31.46 1.16 1.16 4| 0 466 0 4400 0.54 0.15 30.37 0| 0 10 0 4800 0.07 0.03 28.59 0| 0 25 0 5600 0.02 0.01 28.24 0| 0 50 0 6000 0.01 0.00 28.00 0| 0 0 0 8000 Total 4| 10 1,216 +10 Indicative a-t-m Vol 33.60 Underlying Price 38.190 Time to expiry: 267 Days Sep 10 16.40 0.98 43.64 0| 0 0 0 2200 14.51 0.96 41.95 0| 0 0 0 2400 10.94 0.89 39.15 0| 0 0 0 2800 9.30 0.84 37.96 0| 0 0 0 3000 7.79 0.78 36.87 0| 0 0 0 3200 6.41 0.71 35.78 0| 0 50 0 3400 5.17 0.64 34.67 0| 0 50 0 3600 4.09 0.56 33.66 0| 0 50 0 3800 3.21 0.48 33.00 0| 0 0 0 4000 2.56 0.40 33.12 0| 0 0 0 4200 1.93 0.33 32.41 0| 0 34 0 4400 1.07 0.22 31.34 0| 0 0 0 4800 0.28 0.07 29.93 0| 0 0 0 5600 Total 0| 0 184 0 Indicative a-t-m Vol 37.88 Underlying Price 38.190 Time to expiry: 358 Days Dec 10 22.42 0.98 62.00 0| 0 0 0 1600 18.46 0.97 48.24 0| 0 0 0 2000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.86 0.92 45.93 0| 0 0 0 2400 11.63 0.84 43.73 0| 0 0 0 2800 8.61 0.74 39.91 0| 0 0 0 3200 6.27 0.63 38.30 0| 0 0 0 3600 5.34 0.57 37.97 0| 0 0 0 3800 4.41 0.51 37.00 0| 0 0 0 4000 3.09 0.40 36.32 0| 0 0 0 4400 1.97 0.29 34.66 0| 0 0 0 4800 0.75 0.14 32.66 0| 0 0 0 5600 0.42 0.09 31.58 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 37.57 Underlying Price 38.190 Time to expiry: 540 Days Jun 11 18.57 0.96 46.36 0| 0 0 0 2000 15.13 0.90 43.80 0| 0 0 0 2400 12.05 0.82 41.22 0| 0 0 0 2800 9.36 0.73 39.01 0| 0 0 0 3200 7.27 0.63 38.25 0| 0 0 0 3600 5.48 0.54 37.00 0| 0 0 0 4000 2.88 0.35 34.69 0| 0 0 0 4800 0.92 0.15 32.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 37.57 Underlying Price 38.190 Time to expiry: 722 Days Dec 11 15.56 0.87 43.80 0| 0 0 0 2400 10.15 0.72 39.01 0| 0 0 0 3200 8.18 0.64 38.25 0| 0 0 0 3600 6.43 0.56 37.00 0| 0 0 0 4000 3.76 0.39 34.69 0| 0 0 0 4800 1.04 0.16 28.51 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 4| 10 10,721 +10 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor (100) (AC1) Indicative a-t-m Vol 27.12 Underlying Price 38.190 Time to expiry: 22 Days Jan 10 0.01 0.00 54.00 0| 0 0 0 2600 0.01 0.00 47.90 0| 0 0 0 2800 0.01 -0.01 42.24 0| 0 152 0 3000 0.02 -0.02 39.66 0| 0 0 0 3100 0.04 -0.03 37.27 0| 0 0 0 3200 0.06 -0.04 35.09 0| 0 0 0 3300 0.11 -0.07 33.20 0| 0 65 0 3400 0.20 -0.13 31.50 0| 4 54 0 3500 0.33 -0.20 29.76 0| 0 536 0 3600 0.58 -0.31 28.56 0| 0 0 0 3700 0.94 -0.46 27.14 0| 0 1 0 3800 1.50 -0.61 27.06 0| 0 0 0 3900 2.18 -0.74 26.62 0| 0 25 0 4000 3.88 -0.93 25.69 0| 0 0 0 4200 5.82 -0.98 26.41 0| 0 0 0 4400 Total 0| 4 833 0 Indicative a-t-m Vol 32.16 Underlying Price 38.190 Time to expiry: 57 Days Feb 10 0.15 -0.05 40.00 0| 0 0 0 3000 0.32 -0.11 38.19 0| 0 13 0 3200 0.61 -0.19 36.18 0| 0 4 0 3400 0.82 -0.24 35.01 0| 0 160 0 3500 1.09 -0.30 34.01 0| 0 100 0 3600 1.42 -0.38 33.00 0| 0 0 0 3700 1.85 -0.46 32.28 0| 0 0 0 3800 2.35 -0.54 31.64 0| 0 0 0 3900 2.95 -0.62 31.19 0| 0 0 0 4000 4.39 -0.76 30.67 0| 0 0 0 4200 6.09 -0.86 30.67 0| 0 0 0 4400 Total 0| 0 277 0 Indicative a-t-m Vol 33.67 Underlying Price 38.190 Time to expiry: 85 Days Mar 10 0.02 -0.01 65.00 0| 0 0 0 1800 0.04 -0.01 60.42 0| 0 0 0 2000 0.06 -0.01 56.01 0| 0 0 0 2200 0.09 -0.02 51.90 0| 0 30 0 2400 0.15 -0.04 48.17 0| 0 30 0 2600 0.24 -0.06 44.82 0| 0 2,473 0 2800 0.38 -0.10 41.87 0| 0 1,910 0 3000 0.63 -0.15 39.44 0| 0 2,100 0 3200 1.00 -0.23 37.12 0| 0 80 0 3400 1.57 -0.33 35.28 0| 0 1 0 3600 1.94 -0.39 34.60 0| 0 0 0 3700 2.37 -0.45 33.85 0| 0 0 0 3800 2.85 -0.52 32.89 0| 0 0 0 3900 3.42 -0.58 32.24 0| 0 0 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.77 -0.70 31.63 0| 0 30 0 4200 6.34 -0.81 31.05 0| 0 0 0 4400 9.95 -0.93 31.01 0| 0 0 0 4800 17.81 -1.00 32.00 0| 0 0 0 5600 Total 0| 0 6,654 0 Indicative a-t-m Vol 33.81 Underlying Price 38.190 Time to expiry: 176 Days Jun 10 0.08 -0.01 60.00 0| 0 0 0 1600 0.11 -0.02 55.48 0| 0 0 0 1800 0.16 -0.03 51.67 0| 0 0 0 2000 0.24 -0.04 48.43 0| 0 0 0 2200 0.35 -0.06 45.65 0| 0 0 0 2400 0.51 -0.09 43.25 0| 0 0 0 2600 0.75 -0.12 41.16 0| 0 2 0 2800 1.07 -0.17 39.16 0| 0 500 0 3000 1.55 -0.24 37.86 0| 0 18 0 3200 2.16 -0.31 36.43 0| 0 80 0 3400 2.86 2.92 -0.39 35.12 2.86 2.86 2| 0 3 0 3600 3.86 -0.48 33.87 0| 0 5 0 3800 5.01 -0.57 33.15 0| 0 12 0 4000 6.31 -0.66 32.24 0| 2 16 +2 4200 7.78 -0.74 31.46 0| 4 4 +4 4400 11.11 -0.86 30.37 0| 0 0 0 4800 18.65 -0.97 28.59 0| 0 0 0 5600 22.58 -0.99 28.24 0| 0 0 0 6000 42.48 -1.00 28.00 0| 0 0 0 8000 Total 2| 6 640 +6 Indicative a-t-m Vol 33.60 Underlying Price 38.190 Time to expiry: 267 Days Sep 10 0.37 -0.05 43.64 0| 0 0 0 2200 0.55 -0.08 41.95 0| 0 0 0 2400 1.16 -0.15 39.15 0| 0 50 0 2800 1.61 -0.20 37.96 0| 0 50 0 3000 2.18 -0.26 36.87 0| 0 0 0 3200 2.87 -0.32 35.78 0| 0 0 0 3400 3.69 -0.39 34.67 0| 0 0 0 3600 4.65 -0.47 33.66 0| 0 0 0 3800 5.79 -0.54 33.00 0| 0 0 0 4000 7.15 -0.61 33.12 0| 0 0 0 4200 8.53 -0.68 32.41 0| 0 0 0 4400 11.66 -0.79 31.34 0| 0 0 0 4800 18.83 -0.93 29.93 0| 0 0 0 5600 Total 0| 0 100 0 Indicative a-t-m Vol 38.79 Underlying Price 38.190 Time to expiry: 358 Days Dec 10 0.55 -0.05 62.00 0| 0 0 0 1600 0.57 -0.06 48.24 0| 0 0 0 2000 1.16 -0.11 45.93 0| 0 0 0 2400 2.07 -0.19 43.73 0| 0 0 0 2800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.12 -0.28 39.91 0| 0 250 0 3200 5.33 -0.38 42.00 0| 0 0 0 3600 6.03 -0.44 38.97 0| 0 0 0 3800 6.95 -0.50 37.00 0| 0 0 0 4000 9.75 -0.60 37.27 0| 0 0 0 4400 12.47 -0.71 34.66 0| 0 0 0 4800 19.22 -0.86 32.81 0| 0 0 0 5600 22.86 -0.92 31.58 0| 0 0 0 6000 Total 0| 0 250 0 Indicative a-t-m Vol 37.57 Underlying Price 38.190 Time to expiry: 540 Days Jun 11 1.05 -0.09 46.36 0| 0 0 0 2000 1.83 -0.14 43.80 0| 0 0 0 2400 2.89 -0.21 41.22 0| 0 0 0 2800 4.26 -0.30 39.01 0| 0 0 0 3200 6.19 -0.39 38.25 0| 0 0 0 3600 8.42 -0.49 37.00 0| 0 0 0 4000 13.79 -0.66 34.69 0| 0 0 0 4800 23.66 -0.86 32.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 37.57 Underlying Price 38.190 Time to expiry: 722 Days Dec 11 2.45 -0.15 43.80 0| 0 0 0 2400 5.02 -0.29 39.01 0| 0 0 0 3200 7.00 -0.38 38.25 0| 0 0 0 3600 9.18 -0.46 37.00 0| 0 0 0 4000 14.36 -0.62 34.69 0| 0 0 0 4800 23.68 -0.83 30.56 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 2| 10 8,754 +6 Grand Total 6| 20 19,475 +16 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor European (AC2) Indicative a-t-m Vol 33.67 Underlying Price 38.190 Time to expiry: 85 Days Mar 10 22.23 1.00 69.54 0| 0 0 0 1600 20.24 0.99 65.00 0| 0 0 0 1800 18.26 0.99 60.42 0| 0 0 0 2000 16.29 0.99 56.01 0| 0 0 0 2200 14.32 0.98 51.90 0| 0 0 0 2400 12.38 0.96 48.17 0| 0 0 0 2600 10.48 0.94 44.82 0| 0 0 0 2800 8.62 0.90 41.87 0| 0 0 0 3000 6.88 0.85 39.44 0| 0 0 0 3200 5.25 0.77 37.12 0| 0 0 0 3400 3.81 0.67 35.28 0| 0 1,000 0 3600 3.19 0.61 34.60 0| 0 0 0 3700 2.62 0.55 33.85 0| 0 4 0 3800 2.10 0.48 32.89 0| 0 0 0 3900 1.67 0.42 32.24 0| 0 4 0 4000 1.02 0.30 31.63 0| 0 0 0 4200 0.59 0.20 31.05 0| 0 20 0 4400 0.19 0.08 31.01 0| 0 0 0 4800 0.02 0.01 32.00 0| 0 9 0 5600 0.01 0.00 34.02 0| 0 0 0 6000 0.01 0.00 51.14 0| 0 0 0 8000 Total 0| 0 1,037 0 Indicative a-t-m Vol 33.60 Underlying Price 38.190 Time to expiry: 267 Days Sep 10 21.22 0.99 50.00 0| 0 0 0 1600 17.40 0.96 45.52 0| 0 0 0 2000 15.55 0.95 43.64 0| 0 0 0 2200 13.75 0.92 41.95 0| 0 0 0 2400 10.39 0.85 39.15 0| 0 0 0 2800 8.85 0.80 37.96 0| 0 0 0 3000 7.44 0.74 36.87 0| 0 0 0 3200 6.15 0.68 35.78 0| 0 0 0 3400 4.98 0.61 34.67 0| 0 135 0 3600 3.95 0.53 33.66 0| 0 0 0 3800 3.11 0.46 33.00 0| 0 0 0 4000 2.49 0.39 33.12 0| 0 0 0 4200 1.89 0.32 32.41 0| 0 0 0 4400 1.05 0.21 31.34 0| 0 0 0 4800 0.27 0.07 29.93 0| 0 0 0 5600 0.15 0.04 29.91 0| 0 0 0 6000 Total 0| 0 135 0 Indicative a-t-m Vol 37.10 Underlying Price 38.190 Time to expiry: 449 Days Mar 11 21.55 0.97 48.00 0| 0 0 0 1600 17.99 0.93 45.30 0| 0 0 0 2000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.68 0.88 42.78 0| 0 0 0 2400 11.67 0.81 40.86 0| 0 0 0 2800 9.02 0.72 38.86 0| 0 0 0 3200 6.86 0.62 37.78 0| 0 0 0 3600 5.03 0.52 36.54 0| 0 0 0 4000 2.51 0.33 34.32 0| 0 0 0 4800 0.63 0.12 31.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 36.97 Underlying Price 38.190 Time to expiry: 631 Days Sep 11 17.67 0.91 45.00 0| 0 0 0 2000 14.69 0.85 43.17 0| 0 0 0 2400 9.58 0.71 39.70 0| 0 0 0 3200 7.50 0.62 38.14 0| 0 0 0 3600 5.63 0.53 36.00 0| 0 0 0 4000 3.17 0.36 34.20 0| 0 0 0 4800 1.17 0.17 32.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 1,172 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor European (AC2) Indicative a-t-m Vol 33.67 Underlying Price 38.190 Time to expiry: 85 Days Mar 10 0.01 0.00 69.54 0| 0 0 0 1600 0.02 -0.01 65.00 0| 0 0 0 1800 0.04 -0.01 60.42 0| 0 0 0 2000 0.06 -0.01 56.01 0| 0 30 0 2200 0.09 -0.02 51.90 0| 0 0 0 2400 0.15 -0.04 48.17 0| 0 49 0 2600 0.24 -0.06 44.82 0| 0 0 0 2800 0.38 -0.10 41.87 0| 0 515 0 3000 0.63 -0.15 39.44 0| 0 474 0 3200 1.00 -0.23 37.12 0| 0 10 0 3400 1.56 -0.33 35.28 0| 0 140 0 3600 1.93 -0.39 34.60 0| 0 0 0 3700 2.37 -0.45 33.85 0| 0 0 0 3800 2.85 -0.52 32.89 0| 0 0 0 3900 3.41 -0.58 32.24 0| 0 628 0 4000 4.76 -0.70 31.63 0| 0 0 0 4200 6.33 -0.80 31.05 0| 0 0 0 4400 9.92 -0.92 31.01 0| 0 60 0 4800 17.73 -0.99 32.00 0| 0 0 0 5600 21.72 -1.00 34.02 0| 0 0 0 6000 41.68 -1.00 51.14 0| 0 0 0 8000 Total 0| 0 1,906 0 Indicative a-t-m Vol 33.60 Underlying Price 38.190 Time to expiry: 267 Days Sep 10 0.09 -0.01 50.00 0| 0 0 0 1600 0.24 -0.04 45.52 0| 0 10 0 2000 0.37 -0.05 43.64 0| 0 0 0 2200 0.55 -0.08 41.95 0| 0 500 0 2400 1.16 -0.15 39.15 0| 0 55 0 2800 1.61 -0.20 37.96 0| 0 0 0 3000 2.18 -0.26 36.87 0| 0 25 0 3200 2.87 -0.32 35.78 0| 0 0 0 3400 3.69 -0.39 34.67 0| 0 20 0 3600 4.65 -0.47 33.66 0| 0 0 0 3800 5.79 -0.54 33.00 0| 0 0 0 4000 7.15 -0.61 33.12 0| 0 0 0 4200 8.53 -0.68 32.41 0| 0 0 0 4400 11.66 -0.79 31.34 0| 0 0 0 4800 18.82 -0.93 29.93 0| 0 0 0 5600 22.66 -0.96 29.91 0| 0 0 0 6000 Total 0| 0 610 0 Indicative a-t-m Vol 37.10 Underlying Price 38.190 Time to expiry: 449 Days Mar 11 0.29 -0.03 48.00 0| 0 60 0 1600 0.66 -0.07 45.30 0| 0 0 0 2000 1.28 -0.12 42.78 0| 0 0 0 2400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.21 -0.19 40.86 0| 0 0 0 2800 3.49 -0.28 38.86 0| 0 0 0 3200 5.26 -0.38 37.78 0| 0 0 0 3600 7.36 -0.48 36.54 0| 0 0 0 4000 12.70 -0.67 34.32 0| 0 0 0 4800 22.63 -0.88 31.00 0| 0 0 0 6000 Total 0| 0 60 0 Indicative a-t-m Vol 36.97 Underlying Price 38.190 Time to expiry: 631 Days Sep 11 1.17 -0.09 45.00 0| 0 0 0 2000 2.08 -0.15 43.17 0| 0 0 0 2400 4.74 -0.29 39.70 0| 0 0 0 3200 6.54 -0.38 38.14 0| 0 0 0 3600 8.56 -0.47 36.00 0| 0 0 0 4000 13.87 -0.64 34.20 0| 0 0 0 4800 23.53 -0.83 32.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 0 2,576 0 Grand Total 0| 0 3,748 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France (100) (AF1) Indicative a-t-m Vol 30.76 Underlying Price 11.160 Time to expiry: 22 Days Jan 10 2.37 0.98 45.00 0| 0 0 0 880 1.97 0.98 39.79 0| 0 0 0 920 1.58 0.96 36.00 0| 0 0 0 960 1.21 0.91 34.58 0| 0 0 0 1000 0.78 0.79 32.46 0| 0 0 0 1050 0.43 0.59 30.82 0| 0 119 0 1100 0.20 0.36 30.61 0| 20 116 +12 1150 0.08 0.19 30.80 0| 0 70 0 1200 0.05 0.11 36.19 0| 0 25 0 1250 0.02 0.04 34.72 0| 0 267 0 1300 0.01 0.01 36.54 0| 0 0 0 1400 0.01 0.00 37.00 0| 0 0 0 1500 Total 0| 20 597 +12 Indicative a-t-m Vol 39.47 Underlying Price 11.160 Time to expiry: 57 Days Feb 10 2.48 0.90 50.00 0| 0 0 0 880 2.11 0.87 46.32 0| 0 0 0 920 1.76 0.83 43.64 0| 0 0 0 960 1.43 0.77 41.67 0| 0 0 0 1000 1.08 0.68 40.44 0| 0 0 0 1050 0.79 0.57 39.54 0| 0 0 0 1100 0.55 0.46 39.32 0| 1 42 +1 1150 0.38 0.35 39.35 0| 0 757 0 1200 0.18 0.19 40.34 0| 0 7 0 1300 0.08 0.10 41.30 0| 0 0 0 1400 0.03 0.05 42.00 0| 0 0 0 1500 Total 0| 1 806 +1 Indicative a-t-m Vol 39.50 Underlying Price 11.160 Time to expiry: 85 Days Mar 10 6.77 1.00 66.00 0| 0 0 0 440 6.37 1.00 62.18 0| 0 0 0 480 5.57 1.00 56.06 0| 0 0 0 560 5.18 0.99 53.60 0| 0 0 0 600 4.78 0.99 51.47 0| 0 0 0 640 4.39 0.99 49.60 0| 0 0 0 680 4.00 0.98 47.97 0| 0 0 0 720 3.61 0.97 46.54 0| 0 0 0 760 3.23 0.95 45.29 0| 0 99 0 800 2.86 0.93 44.20 0| 0 0 0 840 2.51 0.89 43.25 0| 0 0 0 880 2.17 0.85 42.42 0| 0 0 0 920 1.85 0.80 41.70 0| 0 0 0 960 1.56 0.74 41.44 0| 0 2 0 1000 1.23 0.66 40.39 0| 0 0 0 1050 0.94 0.57 39.73 0| 0 371 0 1100 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.70 0.48 39.02 0| 0 0 0 1150 0.52 0.39 39.10 0| 1 243 +1 1200 0.27 0.24 39.11 0| 3 39 +3 1300 0.13 0.13 38.61 0| 0 5,006 0 1400 0.03 0.04 38.97 0| 0 10 0 1600 0.01 0.01 39.95 0| 0 0 0 1800 0.01 0.00 41.36 0| 0 0 0 2000 Total 0| 4 5,770 +4 Indicative a-t-m Vol 41.18 Underlying Price 11.160 Time to expiry: 176 Days Jun 10 6.42 0.98 65.00 0| 0 0 0 480 5.65 0.97 59.18 0| 0 0 0 560 5.27 0.96 56.78 0| 0 0 0 600 4.89 0.95 54.65 0| 0 0 0 640 4.16 0.92 51.06 0| 0 0 0 720 3.46 0.88 48.17 0| 0 1 0 800 3.13 0.85 46.93 0| 0 0 0 840 2.81 0.82 45.81 0| 0 0 0 880 2.50 0.79 44.80 0| 0 0 0 920 2.22 0.75 43.68 0| 0 0 0 960 1.96 0.70 43.25 0| 0 0 0 1000 1.38 0.58 41.52 0| 0 0 0 1100 0.91 0.46 39.37 0| 0 0 0 1200 0.60 0.34 38.97 0| 0 3 0 1300 0.37 0.24 37.87 0| 0 3 0 1400 0.12 0.10 36.67 0| 0 177 0 1600 0.04 0.04 36.01 0| 0 80 0 1800 0.01 0.01 35.75 0| 0 0 0 2000 0.01 0.00 36.00 0| 0 0 0 2400 Total 0| 0 264 0 Indicative a-t-m Vol 40.89 Underlying Price 11.160 Time to expiry: 267 Days Sep 10 4.29 0.90 49.42 0| 0 0 0 720 3.63 0.85 47.00 0| 0 0 0 800 3.02 0.80 44.98 0| 0 0 0 880 2.47 0.73 43.40 0| 0 0 0 960 2.22 0.69 42.48 0| 0 0 0 1000 1.67 0.59 41.11 0| 0 0 0 1100 1.21 0.49 39.74 0| 0 0 0 1200 0.87 0.40 39.05 0| 0 0 0 1300 0.61 0.31 38.33 0| 0 0 0 1400 0.30 0.18 37.65 0| 0 0 0 1600 0.14 0.10 37.61 0| 0 0 0 1800 0.07 0.05 38.05 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 44.46 Underlying Price 11.160 Time to expiry: 358 Days Dec 10 6.54 0.96 59.00 0| 0 0 0 480 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 13 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.49 0.92 55.11 0| 0 0 0 600 5.15 0.91 54.00 0| 0 0 0 640 4.50 0.87 51.46 0| 0 0 0 720 3.89 0.83 49.46 0| 0 0 0 800 3.32 0.78 47.28 0| 0 0 0 880 2.81 0.72 46.00 0| 0 0 0 960 2.59 0.69 45.88 0| 0 0 0 1000 2.07 0.61 44.54 0| 0 0 0 1100 1.65 0.53 44.00 0| 0 0 0 1200 0.98 0.38 41.85 0| 0 0 0 1400 0.58 0.26 41.00 0| 0 1 0 1600 0.33 0.17 40.32 0| 0 0 0 1800 0.19 0.11 40.00 0| 0 0 0 2000 Total 0| 0 1 0 Indicative a-t-m Vol 44.63 Underlying Price 11.160 Time to expiry: 540 Days Jun 11 6.69 0.95 56.00 0| 0 0 0 480 5.68 0.91 51.90 0| 0 0 0 600 4.22 0.82 48.10 0| 0 0 0 800 3.70 0.77 46.78 0| 0 0 0 880 3.25 0.72 45.81 0| 0 0 0 960 2.14 0.57 44.00 0| 0 0 0 1200 1.01 0.34 41.97 0| 0 0 0 1600 0.43 0.18 40.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 44.72 Underlying Price 11.160 Time to expiry: 722 Days Dec 11 5.92 0.90 51.90 0| 0 0 0 600 4.55 0.81 48.10 0| 0 0 0 800 3.43 0.71 45.72 0| 0 0 0 1000 2.55 0.60 44.00 0| 0 0 0 1200 1.38 0.40 41.97 0| 0 0 0 1600 0.70 0.24 40.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 25 7,438 +17 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France (100) (AF1) Indicative a-t-m Vol 30.76 Underlying Price 11.160 Time to expiry: 22 Days Jan 10 0.01 -0.02 45.00 0| 0 0 0 880 0.01 -0.02 39.79 0| 0 0 0 920 0.02 -0.04 36.00 0| 0 0 0 960 0.04 -0.09 34.58 0| 0 60 0 1000 0.12 -0.21 32.46 0| 0 98 0 1050 0.27 -0.41 30.82 0| 0 86 0 1100 0.50 0.54 -0.64 30.61 0.50 0.50 8| 10 4,091 +10 1150 0.92 -0.82 30.80 0| 0 50 0 1200 1.39 -0.89 36.19 0| 0 0 0 1250 1.85 -0.96 34.72 0| 0 150 0 1300 2.84 -0.99 36.54 0| 0 0 0 1400 3.84 -1.00 37.00 0| 0 0 0 1500 Total 8| 10 4,535 +10 Indicative a-t-m Vol 39.47 Underlying Price 11.160 Time to expiry: 57 Days Feb 10 0.11 -0.10 50.00 0| 0 0 0 880 0.14 -0.13 46.32 0| 0 0 0 920 0.19 -0.17 43.64 0| 0 10 0 960 0.27 -0.23 41.67 0| 0 5 0 1000 0.41 -0.32 40.44 0| 0 0 0 1050 0.62 -0.43 39.54 0| 0 15 0 1100 0.88 -0.54 39.32 0| 0 0 0 1150 1.21 -0.65 39.35 0| 0 0 0 1200 2.01 -0.81 40.34 0| 0 100 0 1300 2.91 -0.90 41.30 0| 0 0 0 1400 3.87 -0.96 42.00 0| 0 0 0 1500 Total 0| 0 130 0 Indicative a-t-m Vol 39.50 Underlying Price 11.160 Time to expiry: 85 Days Mar 10 0.01 0.00 66.00 0| 0 0 0 440 0.01 0.00 62.18 0| 0 0 0 480 0.01 0.00 56.06 0| 0 0 0 560 0.01 -0.01 53.60 0| 0 0 0 600 0.01 -0.01 51.47 0| 0 0 0 640 0.01 -0.01 49.60 0| 0 0 0 680 0.02 -0.02 47.97 0| 0 0 0 720 0.04 -0.03 46.54 0| 0 3,081 0 760 0.06 -0.05 45.29 0| 0 7 0 800 0.09 -0.07 44.20 0| 0 0 0 840 0.13 -0.11 43.25 0| 0 23 0 880 0.19 -0.15 42.42 0| 0 160 0 920 0.27 -0.20 41.70 0| 0 3 0 960 0.39 -0.26 41.44 0| 0 100 0 1000 0.55 -0.34 40.39 0| 0 0 0 1050 0.77 -0.43 39.73 0| 0 0 0 1100 1.03 -0.52 39.02 0| 0 0 0 1150 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.35 -0.61 39.10 0| 0 183 0 1200 2.10 -0.76 39.11 0| 0 0 0 1300 2.95 -0.87 38.61 0| 0 0 0 1400 4.86 -0.97 38.97 0| 0 0 0 1600 6.84 -1.00 39.95 0| 0 0 0 1800 8.84 -1.00 41.36 0| 0 0 0 2000 Total 0| 0 3,557 0 Indicative a-t-m Vol 41.18 Underlying Price 11.160 Time to expiry: 176 Days Jun 10 0.04 -0.02 65.00 0| 0 0 0 480 0.06 -0.03 59.18 0| 0 0 0 560 0.08 -0.04 56.78 0| 0 0 0 600 0.10 -0.05 54.65 0| 0 0 0 640 0.16 -0.08 51.06 0| 0 0 0 720 0.26 -0.12 48.17 0| 0 0 0 800 0.33 -0.15 46.93 0| 0 0 0 840 0.41 -0.18 45.81 0| 0 0 0 880 0.50 -0.21 44.80 0| 0 30 0 920 0.61 -0.25 43.68 0| 0 0 0 960 0.75 -0.30 43.25 0| 0 8 0 1000 1.17 -0.42 41.52 0| 0 0 0 1100 1.70 -0.55 39.37 0| 0 0 0 1200 2.38 -0.66 38.97 0| 0 0 0 1300 3.15 -0.77 37.87 0| 0 0 0 1400 4.92 -0.91 36.67 0| 0 10 0 1600 6.85 -0.98 36.01 0| 0 0 0 1800 8.84 -1.00 35.75 0| 0 0 0 2000 12.84 -1.00 36.00 0| 0 0 0 2400 Total 0| 0 48 0 Indicative a-t-m Vol 40.89 Underlying Price 11.160 Time to expiry: 267 Days Sep 10 0.28 -0.10 49.42 0| 0 0 0 720 0.42 -0.15 47.00 0| 0 0 0 800 0.60 -0.20 44.98 0| 0 0 0 880 0.84 -0.27 43.40 0| 0 0 0 960 0.99 -0.31 42.48 0| 0 0 0 1000 1.43 -0.41 41.11 0| 0 0 0 1100 1.97 -0.51 39.74 0| 0 0 0 1200 2.63 -0.61 39.05 0| 0 0 0 1300 3.37 -0.70 38.33 0| 0 0 0 1400 5.05 -0.84 37.65 0| 0 0 0 1600 6.91 -0.92 37.61 0| 0 0 0 1800 8.85 -0.97 38.05 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 44.46 Underlying Price 11.160 Time to expiry: 358 Days Dec 10 0.13 -0.04 59.00 0| 0 0 0 480 0.27 -0.08 55.11 0| 0 0 0 600 0.33 -0.09 54.00 0| 0 0 0 640 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.47 -0.13 51.46 0| 0 0 0 720 0.65 -0.17 49.46 0| 0 0 0 800 0.87 -0.22 47.28 0| 0 0 0 880 1.15 -0.28 46.00 0| 0 0 0 960 1.33 -0.31 45.88 0| 0 0 0 1000 1.80 -0.39 44.54 0| 0 0 0 1100 2.37 -0.47 44.00 0| 0 0 0 1200 3.69 -0.63 41.85 0| 0 0 0 1400 5.29 -0.75 41.00 0| 0 0 0 1600 7.04 -0.85 40.32 0| 0 0 0 1800 8.92 -0.92 40.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 44.63 Underlying Price 11.160 Time to expiry: 540 Days Jun 11 0.23 -0.05 56.00 0| 0 0 0 480 0.40 -0.09 51.90 0| 0 0 0 600 0.90 -0.19 48.10 0| 0 0 0 800 1.17 -0.23 46.78 0| 0 0 0 880 1.49 -0.28 45.81 0| 0 0 0 960 2.75 -0.44 44.00 0| 0 0 0 1200 5.59 -0.68 41.97 0| 0 10 0 1600 9.02 -0.86 40.00 0| 0 0 0 2000 Total 0| 0 10 0 Indicative a-t-m Vol 44.72 Underlying Price 11.160 Time to expiry: 722 Days Dec 11 0.57 -0.10 51.90 0| 0 0 0 600 1.14 -0.19 48.10 0| 0 0 0 800 1.97 -0.30 45.72 0| 0 0 0 1000 3.04 -0.41 44.00 0| 0 0 0 1200 5.80 -0.63 41.97 0| 0 0 0 1600 9.13 -0.81 40.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 8| 10 8,280 +10 Grand Total 8| 35 15,718 +27 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France European (AF2) Indicative a-t-m Vol 39.50 Underlying Price 11.160 Time to expiry: 85 Days Mar 10 6.77 1.00 66.00 0| 0 0 0 440 6.37 1.00 62.18 0| 0 0 0 480 5.57 1.00 56.06 0| 0 0 0 560 5.18 0.99 53.60 0| 0 0 0 600 4.78 0.99 51.47 0| 0 0 0 640 4.39 0.99 49.60 0| 0 0 0 680 4.00 0.98 47.97 0| 0 0 0 720 3.61 0.97 46.54 0| 0 0 0 760 3.23 0.95 45.29 0| 0 1 0 800 2.86 0.93 44.20 0| 0 0 0 840 2.51 0.89 43.25 0| 0 20 0 880 2.17 0.85 42.42 0| 0 0 0 920 1.85 0.80 41.70 0| 0 150 0 960 1.56 0.74 41.44 0| 0 0 0 1000 1.23 0.66 40.39 0| 0 0 0 1050 0.94 0.57 39.73 0| 0 1,000 0 1100 0.70 0.48 39.02 0| 0 0 0 1150 0.52 0.39 39.10 0| 0 1,014 0 1200 0.27 0.24 39.11 0| 0 1,564 0 1300 0.13 0.13 38.61 0| 0 70 0 1400 0.03 0.04 38.97 0| 0 0 0 1600 0.01 0.01 39.95 0| 0 0 0 1800 0.01 0.00 41.36 0| 0 200 0 2000 0.01 0.00 45.00 0| 0 1 0 2400 Total 0| 0 4,020 0 Indicative a-t-m Vol 40.89 Underlying Price 11.160 Time to expiry: 267 Days Sep 10 6.46 0.97 60.00 0| 0 0 0 480 5.35 0.94 53.98 0| 0 0 0 600 4.99 0.93 52.32 0| 0 0 0 640 4.29 0.90 49.42 0| 0 0 0 720 3.63 0.85 47.00 0| 0 0 0 800 3.02 0.80 44.98 0| 0 0 0 880 2.47 0.73 43.40 0| 0 0 0 960 2.22 0.69 42.48 0| 0 0 0 1000 1.67 0.59 41.11 0| 0 0 0 1100 1.21 0.49 39.74 0| 0 30 0 1200 0.87 0.40 39.05 0| 0 0 0 1300 0.61 0.31 38.33 0| 0 0 0 1400 0.30 0.18 37.65 0| 0 0 0 1600 0.14 0.10 37.61 0| 0 201 0 1800 0.07 0.05 38.05 0| 0 0 0 2000 0.03 0.02 40.00 0| 0 0 0 2400 Total 0| 0 231 0 Indicative a-t-m Vol 45.60 Underlying Price 11.160 Time to expiry: 449 Days Mar 11 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 18 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.63 0.95 59.00 0| 0 0 0 480 5.62 0.91 55.15 0| 0 0 0 600 5.30 0.90 53.84 0| 0 0 0 640 4.69 0.86 52.24 0| 0 0 0 720 4.11 0.82 50.34 0| 0 0 0 800 3.59 0.77 48.95 0| 0 0 0 880 3.11 0.72 47.72 0| 0 0 0 960 1.93 0.55 44.45 0| 0 0 0 1200 0.80 0.30 41.64 0| 0 1 0 1600 0.29 0.14 39.40 0| 0 0 0 2000 Total 0| 0 1 0 Indicative a-t-m Vol 45.15 Underlying Price 11.160 Time to expiry: 631 Days Sep 11 5.83 0.90 53.00 0| 0 0 0 600 4.44 0.81 49.45 0| 0 0 0 800 3.29 0.70 46.75 0| 0 0 0 1000 2.35 0.58 44.00 0| 0 0 0 1200 1.12 0.36 40.63 0| 0 0 0 1600 0.50 0.20 38.50 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 0 4,252 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France European (AF2) Indicative a-t-m Vol 39.50 Underlying Price 11.160 Time to expiry: 85 Days Mar 10 0.01 0.00 66.00 0| 0 0 0 440 0.01 0.00 62.18 0| 0 0 0 480 0.01 0.00 56.06 0| 0 0 0 560 0.01 -0.01 53.60 0| 0 0 0 600 0.01 -0.01 51.47 0| 0 0 0 640 0.01 -0.01 49.60 0| 0 0 0 680 0.02 -0.02 47.97 0| 0 0 0 720 0.04 -0.03 46.54 0| 0 0 0 760 0.06 -0.05 45.29 0| 0 0 0 800 0.09 -0.07 44.20 0| 0 0 0 840 0.13 -0.11 43.25 0| 0 0 0 880 0.19 -0.15 42.42 0| 0 34 0 920 0.27 -0.20 41.70 0| 0 1,000 0 960 0.39 -0.26 41.44 0| 0 1,020 0 1000 0.55 -0.34 40.39 0| 0 0 0 1050 0.77 -0.43 39.73 0| 0 0 0 1100 1.02 -0.52 39.02 0| 0 0 0 1150 1.34 -0.61 39.10 0| 0 101 0 1200 2.09 -0.76 39.11 0| 0 0 0 1300 2.95 -0.87 38.61 0| 0 2,000 0 1400 4.84 -0.96 38.97 0| 0 0 0 1600 6.82 -0.99 39.95 0| 0 2,015 0 1800 8.81 -1.00 41.36 0| 0 300 0 2000 12.80 -1.00 45.00 0| 0 60 0 2400 Total 0| 0 6,530 0 Indicative a-t-m Vol 40.89 Underlying Price 11.160 Time to expiry: 267 Days Sep 10 0.07 -0.03 60.00 0| 0 7 0 480 0.15 -0.06 53.98 0| 0 0 0 600 0.18 -0.07 52.32 0| 0 0 0 640 0.28 -0.10 49.42 0| 0 0 0 720 0.41 -0.15 47.00 0| 0 0 0 800 0.60 -0.20 44.98 0| 0 50 0 880 0.84 -0.27 43.40 0| 0 1 0 960 0.99 -0.31 42.48 0| 0 30 0 1000 1.43 -0.41 41.11 0| 0 13 0 1100 1.96 -0.51 39.74 0| 0 5 0 1200 2.62 -0.60 39.05 0| 0 0 0 1300 3.35 -0.69 38.33 0| 0 100 0 1400 5.02 -0.82 37.65 0| 0 0 0 1600 6.85 -0.90 37.61 0| 0 0 0 1800 8.76 -0.95 38.05 0| 0 0 0 2000 12.68 -0.98 40.00 0| 0 10 0 2400 Total 0| 0 216 0 Indicative a-t-m Vol 45.60 Underlying Price 11.160 Time to expiry: 449 Days Mar 11 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.20 -0.05 59.00 0| 0 0 0 480 0.37 -0.09 55.15 0| 0 0 0 600 0.44 -0.10 53.84 0| 0 250 0 640 0.62 -0.14 52.24 0| 0 0 0 720 0.83 -0.18 50.34 0| 0 0 0 800 1.09 -0.23 48.95 0| 0 0 0 880 1.40 -0.28 47.72 0| 0 0 0 960 2.58 -0.45 44.45 0| 0 0 0 1200 5.38 -0.70 41.64 0| 0 340 0 1600 8.81 -0.86 39.40 0| 0 0 0 2000 Total 0| 0 590 0 Indicative a-t-m Vol 45.15 Underlying Price 11.160 Time to expiry: 631 Days Sep 11 0.52 -0.10 53.00 0| 0 0 0 600 1.07 -0.19 49.45 0| 0 0 0 800 1.87 -0.30 46.75 0| 0 0 0 1000 2.87 -0.42 44.00 0| 0 50 0 1200 5.53 -0.64 40.63 0| 0 0 0 1600 8.79 -0.80 38.50 0| 0 0 0 2000 Total 0| 0 50 0 Total Puts 0| 0 7,386 0 Grand Total 0| 0 11,638 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air Liquide (100) (AI1) Indicative a-t-m Vol 19.80 Underlying Price 83.570 Time to expiry: 22 Days Jan 10 23.60 1.00 50.26 0| 0 0 0 6000 19.61 0.99 42.85 0| 0 0 0 6400 15.62 0.99 37.09 0| 0 0 0 6800 11.62 0.99 27.87 0| 0 0 0 7200 9.70 0.96 28.93 0| 0 0 0 7400 7.76 0.93 26.20 0| 0 1 0 7600 5.90 0.88 24.01 0| 0 543 0 7800 4.16 0.79 22.33 0| 0 7 0 8000 2.63 0.65 20.65 0| 0 40 0 8200 1.45 0.47 19.57 0| 0 889 0 8400 0.69 0.28 19.13 0| 0 1 0 8600 0.30 0.15 19.08 0| 25 41 +25 8800 0.05 0.03 20.28 0| 0 0 0 9200 0.01 0.01 23.00 0| 0 0 0 9600 Total 0| 25 1,522 +25 Indicative a-t-m Vol 23.58 Underlying Price 83.570 Time to expiry: 57 Days Feb 10 19.74 0.98 35.00 0| 0 0 0 6400 15.87 0.95 32.79 0| 0 0 0 6800 12.10 0.91 29.99 0| 0 0 0 7200 8.58 0.82 27.76 0| 0 0 0 7600 6.96 0.76 26.69 0| 0 0 0 7800 5.46 0.69 25.60 0| 0 0 0 8000 4.11 0.60 24.50 0| 0 1 0 8200 2.94 0.50 23.33 0| 0 222 0 8400 2.06 0.40 22.89 0| 0 0 0 8600 1.40 0.30 22.78 0| 0 0 0 8800 0.58 0.15 22.51 0| 0 1 0 9200 0.23 0.07 22.89 0| 0 44 0 9600 Total 0| 0 268 0 Indicative a-t-m Vol 24.68 Underlying Price 83.570 Time to expiry: 85 Days Mar 10 43.65 1.00 55.00 0| 0 0 0 4000 39.67 1.00 52.26 0| 0 0 0 4400 35.70 0.99 48.92 0| 0 0 0 4800 27.78 0.98 41.79 0| 0 0 0 5600 23.86 0.97 38.37 0| 0 15 0 6000 19.98 0.95 35.21 0| 0 0 0 6400 16.20 0.92 32.44 0| 0 0 0 6800 12.55 0.87 29.87 0| 0 20 0 7200 9.19 0.78 27.76 0| 0 2,546 0 7600 6.21 0.66 25.85 0| 0 252 0 8000 4.92 0.59 25.02 0| 0 1,500 0 8200 3.84 0.51 24.59 0| 0 127 0 8400 2.78 0.43 23.26 0| 0 0 0 8600 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.04 0.35 22.92 0| 0 2,559 0 8800 1.04 0.21 22.57 0| 0 3 0 9200 0.49 0.11 22.48 0| 0 123 0 9600 0.18 0.05 21.71 0| 0 40 0 10000 0.01 0.00 25.00 0| 0 0 0 12000 Total 0| 0 7,185 0 Indicative a-t-m Vol 25.74 Underlying Price 83.570 Time to expiry: 176 Days Jun 10 43.75 1.00 48.31 0| 0 13 0 4000 35.83 0.99 42.03 0| 0 0 0 4800 29.41 0.98 37.52 0| 0 15 0 5455 12.84 0.81 29.12 0| 0 205 0 7273 7.58 0.64 26.68 0| 0 2,411 0 8000 3.78 0.43 24.76 0| 10 280 +10 8727 0.27 0.05 24.01 0| 0 150 0 10909 0.06 0.01 23.99 0| 0 0 0 12000 Total 0| 10 3,074 +10 Indicative a-t-m Vol 26.35 Underlying Price 83.570 Time to expiry: 267 Days Sep 10 35.89 0.98 40.00 0| 0 0 0 4800 28.16 0.96 35.71 0| 0 1 0 5600 20.80 0.90 32.20 0| 0 0 0 6400 14.14 0.79 29.28 0| 0 0 0 7200 11.22 0.71 28.06 0| 0 0 0 7600 8.66 0.62 27.01 0| 0 0 0 8000 6.54 0.52 26.27 0| 0 0 0 8400 4.71 0.43 25.24 0| 0 0 0 8800 2.26 0.25 23.89 0| 0 0 0 9600 1.53 0.19 23.55 0| 0 65 0 10000 0.19 0.03 22.97 0| 0 0 0 12000 Total 0| 0 66 0 Indicative a-t-m Vol 27.16 Underlying Price 83.570 Time to expiry: 358 Days Dec 10 47.40 1.00 45.00 0| 0 0 0 3636 38.49 0.98 40.53 0| 0 36 0 4545 29.81 0.95 36.08 0| 0 108 0 5455 21.72 0.87 32.54 0| 0 101 0 6364 14.66 0.74 29.77 0| 0 60 0 7273 9.06 0.57 27.58 0| 0 760 0 8182 6.43 0.47 26.28 0| 0 108 0 8727 5.00 0.40 25.58 0| 0 601 0 9091 1.17 0.13 23.43 0| 0 23 0 10909 0.03 0.00 25.00 0| 0 0 0 16000 Total 0| 0 1,797 0 Indicative a-t-m Vol 27.30 Underlying Price 83.570 Time to expiry: 540 Days Jun 11 43.90 0.99 42.50 0| 0 0 0 4000 36.28 0.96 38.83 0| 0 0 0 4800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 29.00 0.91 35.16 0| 0 0 0 5600 25.60 0.87 33.55 0| 0 0 0 6000 22.41 0.83 32.29 0| 0 0 0 6400 16.57 0.73 29.90 0| 0 0 0 7200 11.69 0.61 27.90 0| 0 0 0 8000 7.91 0.48 26.56 0| 0 0 0 8800 1.01 0.11 23.10 0| 0 0 0 12000 0.35 0.04 28.61 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.10 Underlying Price 83.570 Time to expiry: 722 Days Dec 11 44.04 0.98 42.03 0| 0 0 0 4000 36.57 0.94 37.73 0| 0 0 0 4800 29.58 0.88 34.35 0| 0 0 0 5600 26.25 0.85 32.61 0| 0 0 0 6000 23.17 0.81 31.23 0| 0 0 0 6400 18.90 0.74 29.46 0| 0 0 0 7000 13.11 0.61 27.73 0| 0 0 0 8000 8.51 0.47 25.96 0| 0 0 0 9000 5.41 0.35 25.04 0| 0 0 0 10000 1.78 0.15 23.03 0| 0 0 0 12000 1.01 0.08 29.59 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.17 Underlying Price 83.570 Time to expiry: 904 Days Jun 12 36.67 0.94 37.04 0| 0 0 0 4800 26.77 0.84 32.41 0| 0 0 0 6000 23.77 0.80 31.00 0| 0 0 0 6400 18.40 0.71 28.80 0| 0 0 0 7200 14.08 0.62 27.62 0| 0 0 0 8000 2.24 0.18 22.58 0| 0 0 0 12000 1.67 0.11 30.14 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.90 Underlying Price 83.570 Time to expiry: 1093 Days Dec 12 44.16 0.98 39.59 0| 0 0 0 4000 37.11 0.92 36.87 0| 0 0 0 4800 27.51 0.82 32.05 0| 0 0 0 6000 15.22 0.62 27.31 0| 0 0 0 8000 3.14 0.22 22.70 0| 0 0 0 12000 2.62 0.15 30.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.04 Underlying Price 83.570 Time to expiry: 1457 Days Dec 13 44.31 0.97 39.79 0| 0 0 0 4000 37.61 0.90 36.73 0| 0 0 0 4800 28.56 0.82 31.80 0| 0 0 0 6000 16.76 0.63 26.95 0| 0 0 0 8000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 24 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.29 0.35 28.00 0| 0 0 0 12000 4.44 0.22 31.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.04 Underlying Price 83.570 Time to expiry: 1821 Days Dec 14 38.03 0.89 36.73 0| 0 0 0 4800 29.41 0.81 31.80 0| 0 0 0 6000 18.10 0.65 26.95 0| 0 0 0 8000 8.94 0.39 28.00 0| 0 0 0 12000 6.06 0.27 31.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 35 13,912 +35 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 25 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air Liquide (100) (AI1) Indicative a-t-m Vol 19.80 Underlying Price 83.570 Time to expiry: 22 Days Jan 10 0.01 0.00 50.26 0| 0 231 0 6000 0.02 -0.01 42.85 0| 0 103 0 6400 0.03 -0.01 37.09 0| 0 59 0 6800 0.03 -0.01 27.87 0| 0 197 0 7200 0.11 -0.04 28.93 0| 0 816 0 7400 0.17 -0.07 26.20 0| 0 15 0 7600 0.30 -0.12 24.01 0| 0 605 0 7800 0.56 -0.21 22.33 0| 0 540 0 8000 1.03 -0.35 20.65 0| 0 20 0 8200 1.86 -0.53 19.57 0| 0 3 0 8400 3.10 -0.72 19.13 0| 0 0 0 8600 4.71 -0.85 19.08 0| 0 0 0 8800 8.47 -0.97 20.28 0| 0 0 0 9200 12.43 -0.99 23.00 0| 0 0 0 9600 Total 0| 0 2,589 0 Indicative a-t-m Vol 23.58 Underlying Price 83.570 Time to expiry: 57 Days Feb 10 0.11 -0.02 35.00 0| 0 1 0 6400 0.23 -0.05 32.79 0| 0 7 0 6800 0.46 -0.09 29.99 0| 0 4 0 7200 0.94 -0.18 27.76 0| 0 0 0 7600 1.32 -0.24 26.69 0| 0 187 0 7800 1.82 -0.31 25.60 0| 0 0 0 8000 2.46 -0.40 24.50 0| 0 0 0 8200 3.29 -0.50 23.33 0| 0 0 0 8400 4.41 -0.60 22.89 0| 0 0 0 8600 5.76 -0.70 22.78 0| 0 0 0 8800 8.95 -0.85 22.51 0| 0 0 0 9200 12.61 -0.93 22.89 0| 0 0 0 9600 Total 0| 0 199 0 Indicative a-t-m Vol 24.68 Underlying Price 83.570 Time to expiry: 85 Days Mar 10 0.01 0.00 55.00 0| 0 0 0 4000 0.03 0.00 52.26 0| 0 54 0 4400 0.05 -0.01 48.92 0| 0 5 0 4800 0.12 -0.02 41.79 0| 0 63 0 5600 0.19 -0.03 38.37 0| 0 45 0 6000 0.31 -0.05 35.21 0| 0 510 0 6400 0.52 -0.08 32.44 0| 0 3,428 0 6800 0.86 -0.13 29.87 0| 0 3,296 0 7200 1.50 -0.22 27.76 0| 1 105 0 7600 2.51 -0.34 25.85 0| 0 133 0 8000 3.22 -0.41 25.02 0| 0 6 0 8200 4.14 -0.49 24.59 0| 0 30 0 8400 5.08 -0.57 23.26 0| 0 0 0 8600 6.34 -0.66 22.92 0| 0 87 0 8800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.34 -0.79 22.57 0| 0 0 0 9200 12.81 -0.89 22.48 0| 0 0 0 9600 16.52 -0.96 21.71 0| 0 0 0 10000 36.43 -1.00 25.00 0| 0 0 0 12000 Total 0| 1 7,762 0 Indicative a-t-m Vol 25.74 Underlying Price 83.570 Time to expiry: 176 Days Jun 10 0.12 -0.01 48.31 0| 0 184 0 4000 0.24 -0.02 42.03 0| 0 199 0 4800 0.46 -0.05 37.52 0| 40 422 0 5455 2.78 -0.25 29.12 0| 1 387 -1 7273 5.23 -0.42 26.68 0| 1 1,512 +1 8000 9.07 -0.62 24.76 0| 0 15 0 8727 27.73 -0.95 24.01 0| 0 27 0 10909 38.41 -0.99 23.99 0| 0 0 0 12000 Total 0| 42 2,746 0 Indicative a-t-m Vol 26.35 Underlying Price 83.570 Time to expiry: 267 Days Sep 10 0.54 -0.04 40.00 0| 0 170 0 4800 1.05 -0.08 35.71 0| 0 160 0 5600 2.02 -0.15 32.20 0| 0 187 0 6400 3.73 -0.26 29.28 0| 0 20 0 7200 4.98 -0.34 28.06 0| 0 0 0 7600 6.57 -0.42 27.01 0| 0 0 0 8000 8.55 -0.51 26.27 0| 0 0 0 8400 10.79 -0.60 25.24 0| 0 0 0 8800 16.43 -0.76 23.89 0| 0 18 0 9600 19.73 -0.82 23.55 0| 0 0 0 10000 38.43 -0.98 22.97 0| 0 0 0 12000 Total 0| 0 555 0 Indicative a-t-m Vol 27.16 Underlying Price 83.570 Time to expiry: 358 Days Dec 10 0.31 -0.02 45.00 0| 0 232 0 3636 0.74 -0.05 40.53 0| 0 191 0 4545 1.48 -0.09 36.08 0| 0 290 0 5455 2.81 -0.17 32.54 0| 0 1,207 0 6364 5.10 -0.29 29.77 0| 0 30 0 7273 8.72 -0.44 27.58 0| 0 755 0 8182 11.57 -0.55 26.28 0| 0 0 0 8727 13.79 -0.62 25.58 0| 0 0 0 9091 28.24 -0.88 23.43 0| 0 0 0 10909 78.06 -1.00 25.00 0| 0 0 0 16000 Total 0| 0 2,705 0 Indicative a-t-m Vol 27.30 Underlying Price 83.570 Time to expiry: 540 Days Jun 11 1.15 -0.05 42.50 0| 0 0 0 4000 1.96 -0.09 38.83 0| 0 0 0 4800 3.04 -0.14 35.16 0| 0 0 0 5600 3.80 -0.18 33.55 0| 0 0 0 6000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 27 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.75 -0.22 32.29 0| 0 0 0 6400 7.09 -0.31 29.82 0| 0 0 0 7200 10.36 -0.43 27.90 0| 0 0 0 8000 14.67 -0.55 26.56 0| 0 0 0 8800 39.63 -0.90 23.10 0| 0 0 0 12000 78.19 -0.97 28.61 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.10 Underlying Price 83.570 Time to expiry: 722 Days Dec 11 1.77 -0.07 42.03 0| 0 0 0 4000 2.65 -0.10 37.73 0| 0 90 0 4800 3.92 -0.16 34.35 0| 0 0 0 5600 4.62 -0.19 32.61 0| 0 0 0 6000 5.59 -0.22 31.23 0| 0 0 0 6400 7.34 -0.29 29.46 0| 0 0 0 7000 11.50 -0.41 27.73 0| 0 0 0 8000 16.79 -0.55 25.96 0| 0 0 0 9000 23.58 -0.67 25.04 0| 0 0 0 10000 39.68 -0.86 23.03 0| 0 0 0 12000 78.19 -0.94 29.59 0| 0 0 0 16000 Total 0| 0 90 0 Indicative a-t-m Vol 27.17 Underlying Price 83.570 Time to expiry: 904 Days Jun 12 3.47 -0.12 37.04 0| 0 0 0 4800 5.89 -0.20 32.41 0| 0 0 0 6000 6.88 -0.24 31.00 0| 0 0 0 6400 9.47 -0.32 28.80 0| 0 0 0 7200 13.06 -0.41 27.62 0| 0 0 0 8000 40.02 -0.83 22.58 0| 0 0 0 12000 78.35 -0.92 30.14 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.90 Underlying Price 83.570 Time to expiry: 1093 Days Dec 12 2.76 -0.08 39.59 0| 0 0 0 4000 4.19 -0.13 36.87 0| 0 0 0 4800 6.57 -0.21 32.05 0| 0 0 0 6000 13.71 -0.40 27.31 0| 0 0 0 8000 40.09 -0.80 22.70 0| 0 0 0 12000 78.44 -0.89 30.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.04 Underlying Price 83.570 Time to expiry: 1457 Days Dec 13 3.98 -0.10 39.79 0| 0 0 0 4000 5.53 -0.14 36.73 0| 0 0 0 4800 8.07 -0.21 31.80 0| 0 0 0 6000 15.05 -0.39 26.95 0| 0 0 0 8000 42.90 -0.68 28.00 0| 0 0 0 12000 78.69 -0.86 31.00 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 27.04 Underlying Price 83.570 Time to expiry: 1821 Days Dec 14 6.72 -0.14 36.73 0| 0 0 0 4800 9.27 -0.22 31.80 0| 0 0 0 6000 16.08 -0.37 26.95 0| 0 0 0 8000 43.25 -0.65 28.00 0| 0 0 0 12000 78.70 -0.84 31.03 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 43 16,646 0 Grand Total 0| 78 30,558 +35 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 29 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air Liquide European (AI2) Indicative a-t-m Vol 24.20 Underlying Price 83.570 Time to expiry: 85 Days Mar 10 43.67 1.00 60.00 0| 0 0 0 4000 39.69 0.99 55.91 0| 0 0 0 4400 35.72 0.99 51.57 0| 0 0 0 4800 27.81 0.98 43.14 0| 0 0 0 5600 23.89 0.97 39.32 0| 0 0 0 6000 20.01 0.95 35.84 0| 0 69 0 6400 16.23 0.92 32.86 0| 0 0 0 6800 12.57 0.87 30.05 0| 0 6 0 7200 9.17 0.78 27.61 0| 0 20 0 7600 6.24 0.66 26.04 0| 0 2,427 0 8000 4.97 0.59 25.31 0| 0 0 0 8200 3.73 0.51 23.90 0| 0 20 0 8400 2.82 0.43 23.51 0| 0 0 0 8600 2.04 0.35 22.89 0| 0 18 0 8800 1.07 0.21 22.86 0| 0 0 0 9200 0.44 0.11 21.81 0| 0 375 0 9600 0.18 0.05 21.65 0| 0 0 0 10000 0.01 0.00 25.00 0| 0 0 0 12000 Total 0| 0 2,935 0 Indicative a-t-m Vol 25.93 Underlying Price 83.570 Time to expiry: 267 Days Sep 10 41.72 0.98 43.36 0| 0 0 0 4000 34.10 0.96 39.79 0| 0 0 0 4800 26.70 0.92 35.96 0| 0 0 0 5600 23.13 0.89 33.90 0| 0 0 0 6000 19.72 0.85 32.25 0| 0 95 0 6400 13.50 0.74 29.36 0| 0 147 0 7200 10.71 0.67 27.89 0| 0 114 0 7600 8.38 0.59 27.09 0| 0 141 0 8000 6.23 0.50 25.79 0| 0 0 0 8400 4.53 0.41 24.99 0| 0 10 0 8800 2.25 0.25 24.01 0| 0 0 0 9600 1.52 0.19 23.55 0| 0 0 0 10000 0.23 0.04 23.65 0| 0 0 0 12000 0.06 0.01 31.09 0| 0 0 0 16000 Total 0| 0 507 0 Indicative a-t-m Vol 27.21 Underlying Price 83.570 Time to expiry: 449 Days Mar 11 35.32 0.93 39.17 0| 0 0 0 4800 25.04 0.85 34.02 0| 0 0 0 6000 21.87 0.81 32.46 0| 0 0 0 6400 16.05 0.72 29.91 0| 0 0 0 7200 11.05 0.60 27.58 0| 0 0 0 8000 0.87 0.10 23.49 0| 0 0 0 12000 0.11 0.01 25.75 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 30 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 27.19 Underlying Price 83.570 Time to expiry: 631 Days Sep 11 34.52 0.90 38.65 0| 0 0 0 4800 24.79 0.82 33.37 0| 0 0 0 6000 16.36 0.69 29.41 0| 0 0 0 7200 11.81 0.59 27.56 0| 0 0 0 8000 1.40 0.13 23.39 0| 0 0 0 12000 0.25 0.03 24.92 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 3,442 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 31 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air Liquide European (AI2) Indicative a-t-m Vol 24.20 Underlying Price 83.570 Time to expiry: 85 Days Mar 10 0.03 0.00 60.00 0| 0 0 0 4000 0.05 -0.01 55.91 0| 0 200 0 4400 0.07 -0.01 51.57 0| 0 86 0 4800 0.15 -0.02 43.14 0| 0 101 0 5600 0.22 -0.03 39.32 0| 0 4,002 0 6000 0.34 -0.05 35.84 0| 0 746 0 6400 0.54 -0.08 32.86 0| 0 995 0 6800 0.88 -0.13 30.05 0| 10 877 +10 7200 1.48 -0.22 27.61 0| 5 290 +2 7600 2.53 -0.34 26.04 0| 0 2,427 0 8000 3.26 -0.41 25.31 0| 0 0 0 8200 4.02 -0.49 23.90 0| 0 0 0 8400 5.11 -0.57 23.51 0| 0 0 0 8600 6.32 -0.65 22.89 0| 0 1,050 0 8800 9.35 -0.79 22.86 0| 0 0 0 9200 12.71 -0.89 21.81 0| 0 0 0 9600 16.44 -0.95 21.65 0| 0 0 0 10000 36.24 -1.00 25.00 0| 0 0 0 12000 Total 0| 15 10,774 +12 Indicative a-t-m Vol 25.93 Underlying Price 83.570 Time to expiry: 267 Days Sep 10 0.21 -0.02 43.36 0| 0 0 0 4000 0.53 -0.04 39.79 0| 0 1,000 0 4800 1.07 -0.08 35.96 0| 0 15 0 5600 1.46 -0.11 33.90 0| 0 9 0 6000 2.02 -0.15 32.25 0| 0 300 0 6400 3.73 -0.26 29.36 0| 0 65 0 7200 4.91 -0.33 27.89 0| 0 200 0 7600 6.55 -0.41 27.09 0| 0 1,062 0 8000 8.36 -0.50 25.79 0| 0 50 0 8400 10.63 -0.59 24.99 0| 0 2,080 0 8800 16.29 -0.75 24.01 0| 0 0 0 9600 19.53 -0.81 23.55 0| 0 0 0 10000 38.06 -0.96 23.65 0| 0 0 0 12000 77.57 -0.99 31.09 0| 0 0 0 16000 Total 0| 0 4,781 0 Indicative a-t-m Vol 27.21 Underlying Price 83.570 Time to expiry: 449 Days Mar 11 1.33 -0.07 39.17 0| 0 35 0 4800 2.85 -0.15 34.02 0| 0 0 0 6000 3.61 -0.19 32.46 0| 0 0 0 6400 5.66 -0.28 29.91 0| 0 50 0 7200 8.52 -0.40 27.58 0| 0 140 0 8000 37.67 -0.90 23.49 0| 0 0 0 12000 76.24 -0.99 25.75 0| 0 0 0 16000 Total 0| 0 225 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 32 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 27.19 Underlying Price 83.570 Time to expiry: 631 Days Sep 11 2.36 -0.10 38.65 0| 0 0 0 4800 4.28 -0.18 33.37 0| 0 0 0 6000 7.52 -0.31 29.41 0| 0 0 0 7200 10.74 -0.41 27.56 0| 0 0 0 8000 39.18 -0.87 23.39 0| 0 0 0 12000 76.88 -0.97 24.92 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 15 15,780 +12 Grand Total 0| 15 19,222 +12 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alcatel-Lucent SA (100) (CG1) Indicative a-t-m Vol 39.90 Underlying Price 2.271 Time to expiry: 22 Days Jan 10 0.67 0.99 60.00 0| 0 50 0 160 0.48 0.95 59.00 0| 0 950 0 180 0.29 0.86 50.00 0| 0 100 0 200 0.21 0.77 46.00 0| 0 159 0 210 0.13 0.64 42.00 0| 0 2,330 0 220 0.08 0.47 39.00 0| 0 320 0 230 0.04 0.31 39.19 0| 0 1,911 0 240 0.02 0.18 40.02 0| 100 207 +100 250 0.01 0.12 43.36 0| 0 2,100 0 260 0.01 0.07 45.72 0| 0 0 0 270 0.01 0.05 48.09 0| 0 0 0 280 0.01 0.03 49.75 0| 0 520 0 290 0.01 0.02 51.56 0| 0 390 0 300 0.01 0.01 52.95 0| 0 165 0 310 0.01 0.01 54.62 0| 0 240 0 320 0.01 0.00 55.04 0| 0 20 0 330 0.01 0.00 55.31 0| 0 100 0 340 0.01 0.00 55.45 0| 0 0 0 360 0.01 0.00 56.00 0| 0 20 0 380 Total 0| 100 9,582 +100 Indicative a-t-m Vol 51.67 Underlying Price 2.271 Time to expiry: 57 Days Feb 10 0.69 0.94 60.00 0| 0 100 0 160 0.51 0.87 57.55 0| 0 0 0 180 0.35 0.76 54.47 0| 0 0 0 200 0.28 0.69 52.71 0| 0 0 0 210 0.22 0.60 52.10 0| 0 0 0 220 0.17 0.52 51.48 0| 0 10 0 230 0.13 0.43 49.00 0| 0 110 0 240 0.09 0.35 48.50 0| 10 10 +10 250 0.07 0.28 50.16 0| 0 32 0 260 0.04 0.18 51.04 0| 0 200 0 280 0.03 0.14 51.66 0| 0 0 0 290 0.02 0.11 52.45 0| 0 0 0 300 0.01 0.06 53.00 0| 0 0 0 320 Total 0| 10 462 +10 Indicative a-t-m Vol 50.08 Underlying Price 2.271 Time to expiry: 85 Days Mar 10 1.87 1.00 80.00 0| 0 2 0 40 1.47 1.00 75.54 0| 0 0 0 80 1.27 1.00 70.33 0| 0 0 0 100 1.08 0.98 68.82 0| 0 0 0 120 0.89 0.96 63.00 0| 0 10 0 140 0.70 0.92 58.00 0| 0 5 0 160 0.53 0.84 55.30 0| 0 150 0 180 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.38 0.74 52.70 0| 0 300 0 200 0.26 0.60 50.50 0| 0 590 0 220 0.21 0.53 49.90 0| 0 0 0 230 0.17 0.46 50.10 0| 0 3,460 0 240 0.11 0.34 50.20 0| 0 8,637 0 260 0.07 0.23 50.30 0| 0 1,951 0 280 0.04 0.16 50.40 0| 0 766 0 300 0.02 0.10 50.50 0| 0 313,030 0 320 0.01 0.06 50.50 0| 0 294,852 0 340 0.01 0.04 50.60 0| 0 106,125 0 360 0.01 0.01 50.70 0| 0 207 0 400 0.01 0.01 50.90 0| 0 0 0 420 0.01 0.01 51.00 0| 0 0 0 440 0.01 0.00 52.00 0| 0 0 0 480 Total 0| 0 730,085 0 Indicative a-t-m Vol 51.65 Underlying Price 2.271 Time to expiry: 176 Days Jun 10 1.87 1.00 65.00 0| 0 0 0 40 1.48 1.00 64.00 0| 0 30 0 80 1.10 0.96 60.00 0| 0 0 0 120 0.92 0.92 58.07 0| 0 0 0 140 0.75 0.86 56.61 0| 0 15 0 160 0.61 0.79 55.42 0| 0 0 0 180 0.48 0.71 54.00 0| 0 0 0 200 0.36 0.61 52.00 0| 0 136 0 220 0.27 0.51 51.00 0| 0 820 0 240 0.20 0.42 50.00 0| 0 2,082 0 260 0.15 0.34 50.50 0| 0 8,634 0 280 0.11 0.27 50.00 0| 0 308,569 0 300 0.09 0.22 51.50 0| 0 306,797 0 320 0.07 0.18 52.00 0| 0 3,000 0 340 0.05 0.14 52.50 0| 0 1,460 0 360 0.03 0.09 53.00 0| 0 900 0 400 0.02 0.06 54.00 0| 0 2,820 0 440 0.01 0.04 55.00 0| 0 2,240 0 480 0.01 0.02 56.00 0| 0 510 0 560 0.01 0.01 57.00 0| 0 190 0 600 0.01 0.01 58.00 0| 0 250 0 640 0.01 0.00 59.00 0| 0 95 0 720 0.01 0.00 60.00 0| 0 5 0 800 0.01 0.00 62.00 0| 0 5 0 880 0.01 0.00 64.00 0| 0 5 0 960 0.01 0.00 65.00 0| 0 5 0 1000 Total 0| 0 638,568 0 Indicative a-t-m Vol 50.65 Underlying Price 2.271 Time to expiry: 267 Days Sep 10 1.48 0.99 60.00 0| 0 0 0 80 1.12 0.94 58.28 0| 0 0 0 120 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 35 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.80 0.84 55.83 0| 0 50 0 160 0.54 0.70 53.00 0| 0 125 0 200 0.43 0.62 51.00 0| 0 0 0 220 0.34 0.54 50.00 0| 0 100 0 240 0.27 0.47 49.50 0| 0 0 0 260 0.21 0.39 49.00 0| 0 200 0 280 0.17 0.33 49.28 0| 0 219 0 300 0.13 0.27 48.00 0| 0 450 0 320 0.11 0.24 49.65 0| 0 9,000 0 340 0.09 0.20 50.00 0| 0 0 0 360 0.06 0.14 50.57 0| 0 0 0 400 0.04 0.11 51.76 0| 0 0 0 440 0.03 0.08 53.00 0| 0 0 0 480 Total 0| 0 10,144 0 Indicative a-t-m Vol 50.04 Underlying Price 2.271 Time to expiry: 358 Days Dec 10 1.49 0.98 59.00 0| 0 0 0 80 1.14 0.93 56.60 0| 0 0 0 120 0.83 0.83 53.34 0| 0 0 0 160 0.58 0.70 50.39 0| 0 100 0 200 0.48 0.63 49.65 0| 0 0 0 220 0.41 0.57 50.76 0| 0 420 0 240 0.33 0.50 49.39 0| 0 0 0 260 0.28 0.44 49.14 0| 0 24,414 0 280 0.19 0.33 48.54 0| 0 1,620 0 320 0.13 0.24 48.47 0| 0 5,000 0 360 0.08 0.17 47.00 0| 0 40,100 0 400 0.06 0.14 49.00 0| 0 15,007 0 440 0.05 0.10 49.50 0| 0 0 0 480 0.04 0.09 50.00 0| 0 0 0 500 0.03 0.06 50.50 0| 0 0 0 560 0.02 0.05 51.00 0| 0 0 0 600 0.01 0.01 51.50 0| 0 0 0 800 0.01 0.00 52.00 0| 0 101 0 1000 0.01 0.00 52.50 0| 0 305 0 1200 0.01 0.00 55.00 0| 0 200 0 1400 Total 0| 0 87,267 0 Indicative a-t-m Vol 51.80 Underlying Price 2.271 Time to expiry: 540 Days Jun 11 1.51 0.97 57.35 0| 0 0 0 80 1.18 0.91 55.00 0| 0 0 0 120 0.90 0.82 53.48 0| 0 1 0 160 0.68 0.71 52.01 0| 0 1 0 200 0.52 0.60 51.69 0| 0 0 0 240 0.38 0.50 50.51 0| 0 0 0 280 0.28 0.40 49.76 0| 0 100 0 320 0.21 0.32 49.00 0| 0 0 0 360 0.15 0.26 48.41 0| 0 0 0 400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 36 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.11 0.20 47.88 0| 0 0 0 440 0.08 0.16 47.35 0| 0 0 0 480 Total 0| 0 102 0 Indicative a-t-m Vol 50.62 Underlying Price 2.271 Time to expiry: 722 Days Dec 11 1.57 0.95 74.00 0| 0 0 0 80 1.30 0.88 70.00 0| 0 0 0 120 1.03 0.81 62.31 0| 0 26 0 160 0.75 0.72 51.94 0| 0 0 0 200 0.58 0.62 49.98 0| 0 0 0 240 0.45 0.52 48.61 0| 0 0 0 280 0.35 0.44 47.95 0| 0 20 0 320 0.22 0.31 47.27 0| 0 25,000 0 400 0.13 0.20 47.29 0| 0 0 0 500 0.11 0.17 52.00 0| 0 0 0 600 0.07 0.12 56.00 0| 0 0 0 800 0.06 0.09 60.00 0| 0 101 0 1000 0.06 0.09 65.00 0| 0 301 0 1200 0.05 0.07 67.00 0| 0 100 0 1400 Total 0| 0 25,548 0 Indicative a-t-m Vol 57.04 Underlying Price 2.271 Time to expiry: 904 Days Jun 12 1.60 0.94 77.71 0| 0 0 0 80 1.07 0.81 61.37 0| 0 0 0 160 0.88 0.74 58.32 0| 0 0 0 200 0.72 0.66 56.43 0| 0 0 0 240 0.61 0.59 55.80 0| 0 0 0 280 0.52 0.53 55.65 0| 0 0 0 320 0.38 0.42 55.16 0| 0 0 0 400 0.29 0.35 55.74 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 56.89 Underlying Price 2.271 Time to expiry: 1093 Days Dec 12 1.62 0.94 77.26 0| 0 0 0 80 1.13 0.82 61.69 0| 0 0 0 160 0.79 0.68 55.96 0| 0 0 0 240 0.62 0.58 54.36 0| 0 7,500 0 300 0.57 0.55 54.17 0| 0 0 0 320 0.44 0.46 53.98 0| 0 0 0 400 0.36 0.39 54.93 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 57.05 Underlying Price 2.271 Time to expiry: 1457 Days Dec 13 1.64 0.94 75.25 0| 0 0 0 80 1.20 0.83 61.11 0| 0 0 0 160 0.90 0.71 56.27 0| 0 0 0 240 0.70 0.61 54.81 0| 0 0 0 320 0.57 0.53 54.74 0| 0 0 0 400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 37 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.49 0.47 55.55 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 57.05 Underlying Price 2.271 Time to expiry: 1821 Days Dec 14 1.66 0.94 75.25 0| 0 0 0 80 1.26 0.84 61.11 0| 0 0 0 160 0.98 0.74 56.27 0| 0 0 0 240 0.80 0.65 54.81 0| 0 0 0 320 0.68 0.58 54.74 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 0| 110 1,509,258 +110 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 38 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alcatel-Lucent SA (100) (CG1) Indicative a-t-m Vol 39.90 Underlying Price 2.271 Time to expiry: 22 Days Jan 10 0.01 -0.01 60.00 0| 0 0 0 160 0.01 -0.05 59.00 0| 0 0 0 180 0.02 -0.14 50.00 0| 0 4,450 0 200 0.04 -0.23 46.00 0| 0 575 0 210 0.06 -0.36 42.00 0| 0 255 0 220 0.10 -0.53 39.00 0| 0 141 0 230 0.17 -0.70 39.19 0| 0 250 0 240 0.25 -0.82 40.02 0| 0 820 0 250 0.34 -0.88 43.36 0| 0 870 0 260 0.44 -0.93 45.72 0| 0 5,000 0 270 0.53 -0.95 48.09 0| 0 2,520 0 280 0.63 -0.97 49.75 0| 0 3,100 0 290 0.73 -0.98 51.56 0| 0 3,000 0 300 0.83 -0.99 52.95 0| 0 12 0 310 0.93 -0.99 54.62 0| 0 2,494 0 320 1.03 -1.00 55.04 0| 0 750 0 330 1.13 -1.00 55.31 0| 0 759 0 340 1.33 -1.00 55.45 0| 0 0 0 360 1.53 -1.00 56.00 0| 0 0 0 380 Total 0| 0 24,996 0 Indicative a-t-m Vol 51.67 Underlying Price 2.271 Time to expiry: 57 Days Feb 10 0.01 -0.06 60.00 0| 0 0 0 160 0.04 -0.13 57.55 0| 0 0 0 180 0.08 -0.24 54.47 0| 0 0 0 200 0.11 -0.31 52.71 0| 0 9 0 210 0.15 -0.40 52.10 0| 0 80 0 220 0.20 -0.48 51.48 0| 0 300 0 230 0.25 -0.57 49.00 0| 0 5 0 240 0.32 -0.65 48.50 0| 0 0 0 250 0.40 -0.72 50.16 0| 0 0 0 260 0.57 -0.82 51.04 0| 0 8,600 0 280 0.66 -0.86 51.66 0| 0 1,600 0 290 0.75 -0.89 52.45 0| 0 3,800 0 300 0.94 -0.94 53.00 0| 0 2,400 0 320 Total 0| 0 16,794 0 Indicative a-t-m Vol 50.08 Underlying Price 2.271 Time to expiry: 85 Days Mar 10 0.01 0.00 80.00 0| 0 0 0 40 0.01 0.00 75.54 0| 0 0 0 80 0.01 0.00 70.33 0| 0 0 0 100 0.01 -0.02 68.82 0| 0 0 0 120 0.01 -0.04 63.00 0| 0 0 0 140 0.03 -0.08 58.00 0| 0 0 0 160 0.06 -0.16 55.30 0| 0 108 0 180 0.11 -0.26 52.70 0| 0 1,215 0 200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 39 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.18 -0.40 50.50 0| 0 150 0 220 0.23 -0.47 49.90 0| 0 0 0 230 0.29 -0.54 50.10 0| 0 10,102 0 240 0.43 -0.67 50.20 0| 0 200 0 260 0.59 -0.77 50.30 0| 0 327 0 280 0.77 -0.85 50.40 0| 0 2,149 0 300 0.95 -0.90 50.50 0| 0 0 0 320 1.14 -0.94 50.50 0| 0 404 0 340 1.33 -0.96 50.60 0| 0 0 0 360 1.73 -0.99 50.70 0| 0 0 0 400 1.93 -1.00 50.90 0| 0 0 0 420 2.13 -1.00 51.00 0| 0 269 0 440 2.53 -1.00 52.00 0| 0 0 0 480 Total 0| 0 14,924 0 Indicative a-t-m Vol 51.65 Underlying Price 2.271 Time to expiry: 176 Days Jun 10 0.01 0.00 65.00 0| 0 0 0 40 0.01 0.00 64.00 0| 0 0 0 80 0.02 -0.04 60.00 0| 0 0 0 120 0.04 -0.08 58.07 0| 0 0 0 140 0.07 -0.14 56.61 0| 0 110 0 160 0.13 -0.21 55.42 0| 0 0 0 180 0.20 -0.29 54.00 0| 0 200 0 200 0.28 -0.39 52.00 0| 0 160 0 220 0.39 -0.49 51.00 0| 0 670 0 240 0.52 -0.58 50.00 0| 0 223 0 260 0.67 -0.66 50.50 0| 0 1,350 0 280 0.83 -0.73 50.00 0| 0 200 0 300 1.01 -0.78 51.50 0| 0 200 0 320 1.19 -0.83 52.00 0| 0 210 0 340 1.37 -0.86 52.50 0| 0 300 0 360 1.75 -0.92 53.00 0| 0 200 0 400 2.14 -0.95 54.00 0| 0 0 0 440 2.53 -0.97 55.00 0| 0 0 0 480 3.33 -1.00 56.00 0| 0 5 0 560 3.73 -1.00 57.00 0| 0 5 0 600 4.13 -1.00 58.00 0| 0 0 0 640 4.93 -1.00 59.00 0| 200 200 +200 720 5.73 -1.00 60.00 0| 0 0 0 800 6.53 -1.00 62.00 0| 0 0 0 880 7.33 -1.00 64.00 0| 200 200 +200 960 7.73 -1.00 65.00 0| 0 0 0 1000 Total 0| 400 4,233 +400 Indicative a-t-m Vol 50.65 Underlying Price 2.271 Time to expiry: 267 Days Sep 10 0.01 -0.01 60.00 0| 0 50 0 80 0.04 -0.06 58.28 0| 0 50 0 120 0.12 -0.16 55.83 0| 0 0 0 160 0.26 -0.30 53.00 0| 0 0 0 200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.34 -0.38 51.00 0| 0 0 0 220 0.45 -0.46 50.00 0| 0 20 0 240 0.58 -0.54 49.50 0| 0 250 0 260 0.72 -0.61 49.00 0| 0 0 0 280 0.88 -0.67 49.28 0| 0 0 0 300 1.04 -0.74 48.00 0| 0 0 0 320 1.22 -0.77 49.65 0| 0 0 0 340 1.40 -0.81 50.00 0| 0 0 0 360 1.77 -0.87 50.57 0| 0 0 0 400 2.15 -0.91 51.76 0| 0 0 0 440 2.54 -0.94 53.00 0| 0 0 0 480 Total 0| 0 370 0 Indicative a-t-m Vol 50.04 Underlying Price 2.271 Time to expiry: 358 Days Dec 10 0.01 -0.02 59.00 0| 0 0 0 80 0.06 -0.07 56.60 0| 0 0 0 120 0.14 -0.17 53.34 0| 0 0 0 160 0.29 -0.30 50.39 0| 0 0 0 200 0.39 -0.37 49.65 0| 0 0 0 220 0.52 -0.44 50.76 0| 0 0 0 240 0.64 -0.51 49.39 0| 0 0 0 260 0.78 -0.57 49.14 0| 0 0 0 280 1.08 -0.68 48.54 0| 0 0 0 320 1.42 -0.77 48.47 0| 0 15,500 0 360 1.78 -0.85 47.00 0| 0 100 0 400 2.16 -0.88 49.00 0| 0 2,500 0 440 2.55 -0.92 49.50 0| 0 5 0 480 2.74 -0.93 50.00 0| 0 5 0 500 3.33 -0.97 50.50 0| 0 5 0 560 3.73 -0.99 51.00 0| 0 0 0 600 5.73 -1.00 51.50 0| 0 0 0 800 7.73 -1.00 52.00 0| 0 0 0 1000 9.73 -1.00 52.50 0| 0 0 0 1200 11.73 -1.00 55.00 0| 0 0 0 1400 Total 0| 0 18,115 0 Indicative a-t-m Vol 51.80 Underlying Price 2.271 Time to expiry: 540 Days Jun 11 0.03 -0.03 57.35 0| 0 0 0 80 0.10 -0.10 55.00 0| 0 1 0 120 0.22 -0.19 53.48 0| 0 5 0 160 0.40 -0.30 52.01 0| 0 5 0 200 0.63 -0.41 51.69 0| 0 2 0 240 0.89 -0.51 50.51 0| 0 0 0 280 1.18 -0.60 49.76 0| 0 0 0 320 1.50 -0.68 49.00 0| 0 0 0 360 1.84 -0.75 48.41 0| 0 0 0 400 2.20 -0.81 47.88 0| 0 0 0 440 2.57 -0.87 47.35 0| 0 0 0 480 Total 0| 0 13 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 41 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 60.19 Underlying Price 2.271 Time to expiry: 722 Days Dec 11 0.10 -0.06 74.00 0| 0 21 0 80 0.23 -0.12 70.00 0| 0 0 0 120 0.38 -0.20 65.23 0| 0 0 0 160 0.57 -0.28 61.92 0| 0 0 0 200 0.79 -0.36 59.36 0| 0 0 0 240 1.05 -0.44 57.42 0| 0 0 0 280 1.33 -0.51 55.95 0| 0 0 0 320 1.95 -0.65 54.10 0| 0 0 0 400 2.83 -0.77 53.22 0| 0 0 0 500 3.76 -0.88 52.00 0| 0 0 0 600 5.74 -0.93 60.00 0| 0 200 0 800 7.73 -1.00 60.00 0| 0 0 0 1000 9.73 -1.00 65.00 0| 0 0 0 1200 11.73 -1.00 68.00 0| 0 0 0 1400 Total 0| 0 221 0 Indicative a-t-m Vol 57.04 Underlying Price 2.271 Time to expiry: 904 Days Jun 12 0.15 -0.07 77.71 0| 0 0 0 80 0.40 -0.20 61.37 0| 0 0 0 160 0.59 -0.27 58.32 0| 0 0 0 200 0.82 -0.35 56.43 0| 0 0 0 240 1.09 -0.42 55.80 0| 0 0 0 280 1.38 -0.48 55.65 0| 0 0 0 320 2.07 -0.56 59.00 0| 0 0 0 400 2.71 -0.68 55.74 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 56.89 Underlying Price 2.271 Time to expiry: 1093 Days Dec 12 0.18 -0.07 77.26 0| 0 0 0 80 0.45 -0.19 61.69 0| 0 0 0 160 0.87 -0.33 55.96 0| 0 0 0 240 1.29 -0.42 55.84 0| 0 7,500 0 300 1.41 -0.46 54.17 0| 0 0 0 320 2.12 -0.53 59.00 0| 0 0 0 400 2.74 -0.65 54.93 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 57.05 Underlying Price 2.271 Time to expiry: 1457 Days Dec 13 0.22 -0.07 75.25 0| 0 0 0 80 0.52 -0.18 61.11 0| 0 0 0 160 0.95 -0.30 56.27 0| 0 0 0 240 1.50 -0.41 54.81 0| 0 0 0 320 2.19 -0.47 59.00 0| 0 0 0 400 2.80 -0.58 55.55 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 57.05 Underlying Price 2.271 Time to expiry: 1821 Days Dec 14 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.26 -0.07 75.25 0| 0 0 0 80 0.57 -0.17 61.11 0| 0 0 0 160 1.01 -0.27 56.27 0| 0 0 0 240 1.55 -0.37 54.81 0| 0 0 0 320 2.24 -0.43 59.00 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 0| 400 87,166 +400 Grand Total 0| 510 1,596,424 +510 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 43 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alcatel-Lucent SA European (CG3) Indicative a-t-m Vol 55.85 Underlying Price 2.271 Time to expiry: 85 Days Mar 10 1.87 1.00 90.00 0| 0 0 0 40 1.47 0.99 92.00 0| 0 0 0 80 1.28 0.98 90.00 0| 0 0 0 100 1.09 0.96 86.76 0| 0 6 0 120 0.91 0.92 81.64 0| 0 0 0 140 0.73 0.88 71.41 0| 0 35 0 160 0.53 0.84 56.06 0| 0 700 0 180 0.40 0.73 56.62 0| 0 150 0 200 0.28 0.60 55.49 0| 0 591 0 220 0.23 0.54 56.00 0| 0 0 0 230 0.20 0.48 57.15 0| 0 203 0 240 0.12 0.35 53.75 0| 0 170 0 260 0.09 0.27 56.15 0| 0 40,155 0 280 0.06 0.19 57.19 0| 0 400 0 300 0.05 0.16 61.17 0| 0 2,000 0 320 0.04 0.13 65.02 0| 0 0 0 340 0.03 0.11 67.77 0| 0 3,000 0 360 0.02 0.08 72.52 0| 0 702 0 400 0.02 0.05 76.37 0| 0 0 0 440 0.01 0.04 79.42 0| 0 0 0 480 0.01 0.03 80.68 0| 0 860 0 500 0.01 0.02 83.52 0| 0 0 0 560 0.01 0.02 84.72 0| 0 0 0 600 0.01 0.01 85.44 0| 0 0 0 640 0.01 0.01 88.08 0| 0 0 0 720 0.01 0.00 87.87 0| 0 15,100 0 800 0.01 0.00 87.87 0| 0 0 0 900 0.01 0.00 87.45 0| 0 0 0 960 0.01 0.00 88.08 0| 0 0 0 1000 0.01 0.00 88.08 0| 0 0 0 1200 0.01 0.00 90.00 0| 0 200,000 0 1400 Total 0| 0 264,072 0 Indicative a-t-m Vol 50.02 Underlying Price 2.271 Time to expiry: 267 Days Sep 10 1.49 0.98 72.00 0| 0 0 0 80 1.12 0.93 60.87 0| 0 0 0 120 0.80 0.84 55.80 0| 0 0 0 160 0.53 0.70 51.76 0| 0 545 0 200 0.43 0.62 50.39 0| 0 0 0 220 0.34 0.54 49.34 0| 0 10 0 240 0.27 0.46 48.99 0| 0 0 0 260 0.22 0.40 49.32 0| 0 0 0 280 0.17 0.33 48.75 0| 0 300 0 300 0.12 0.27 47.38 0| 0 1,226 0 320 0.11 0.24 50.18 0| 0 0 0 340 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 44 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.08 0.19 48.68 0| 0 80 0 360 0.05 0.13 49.01 0| 0 110 0 400 0.04 0.09 49.55 0| 0 1 0 440 0.02 0.07 50.23 0| 0 2,000 0 480 0.02 0.06 50.62 0| 0 2,000 0 500 0.01 0.04 51.93 0| 0 0 0 560 0.01 0.03 52.88 0| 0 0 0 600 0.01 0.02 53.89 0| 0 0 0 640 0.01 0.02 56.01 0| 0 0 0 720 0.01 0.01 58.22 0| 0 0 0 800 0.01 0.01 61.04 0| 0 0 0 900 0.01 0.01 63.88 0| 0 0 0 1000 0.01 0.01 69.53 0| 0 0 0 1200 0.01 0.01 75.00 0| 0 0 0 1400 Total 0| 0 6,272 0 Indicative a-t-m Vol 52.10 Underlying Price 2.271 Time to expiry: 449 Days Mar 11 1.50 0.98 57.87 0| 0 0 0 80 1.17 0.91 58.32 0| 0 0 0 120 0.90 0.82 57.37 0| 0 0 0 160 0.67 0.71 54.69 0| 0 0 0 200 0.47 0.59 50.85 0| 0 900 0 240 0.34 0.47 49.83 0| 0 0 0 280 0.24 0.37 49.33 0| 0 210 0 320 0.19 0.31 51.21 0| 0 0 0 360 0.18 0.27 54.62 0| 0 0 0 400 0.17 0.26 59.55 0| 0 0 0 440 0.17 0.25 63.79 0| 0 0 0 480 0.17 0.24 65.12 0| 0 0 0 500 0.17 0.22 73.79 0| 0 0 0 600 0.14 0.18 82.20 0| 0 0 0 800 Total 0| 0 1,110 0 Indicative a-t-m Vol 54.00 Underlying Price 2.271 Time to expiry: 631 Days Sep 11 1.51 0.95 68.00 0| 0 0 0 80 1.22 0.88 63.01 0| 0 0 0 120 0.96 0.80 59.27 0| 0 0 0 160 0.75 0.71 56.09 0| 0 0 0 200 0.57 0.61 53.00 0| 0 0 0 240 0.44 0.52 52.05 0| 0 0 0 280 0.35 0.44 51.86 0| 0 0 0 320 0.23 0.32 52.21 0| 0 0 0 400 0.14 0.22 52.91 0| 0 0 0 500 0.10 0.16 54.44 0| 0 0 0 600 0.07 0.12 59.97 0| 0 0 0 800 0.07 0.10 66.00 0| 0 18,000 0 1000 Total 0| 0 18,000 0 Indicative a-t-m Vol 57.30 Underlying Price 2.271 Time to expiry: 813 Days Mar 12 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.57 0.94 73.00 0| 0 0 0 80 1.30 0.88 67.00 0| 0 0 0 120 1.07 0.81 62.67 0| 0 0 0 160 0.87 0.73 58.79 0| 0 0 0 200 0.70 0.65 56.58 0| 0 0 0 240 0.58 0.58 55.52 0| 0 0 0 280 0.48 0.51 55.06 0| 0 0 0 320 0.35 0.40 55.02 0| 0 0 0 400 0.24 0.30 55.42 0| 0 0 0 500 0.17 0.23 55.68 0| 0 0 0 600 0.17 0.21 63.90 0| 0 0 0 800 0.16 0.19 70.17 0| 0 1 0 1000 0.15 0.18 74.43 0| 0 200 0 1200 Total 0| 0 201 0 Indicative a-t-m Vol 57.57 Underlying Price 2.271 Time to expiry: 1002 Days Sep 12 1.57 0.93 74.00 0| 0 0 0 80 1.11 0.81 63.24 0| 0 0 0 160 0.76 0.67 56.48 0| 0 0 0 240 0.64 0.60 55.31 0| 0 0 0 280 0.54 0.54 54.80 0| 0 0 0 320 0.41 0.44 54.33 0| 0 0 0 400 0.32 0.37 55.03 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 57.66 Underlying Price 2.271 Time to expiry: 1177 Days Mar 13 1.61 0.93 74.00 0| 0 0 0 80 1.17 0.82 63.12 0| 0 0 0 160 0.83 0.69 56.60 0| 0 1 0 240 0.61 0.57 54.46 0| 0 1 0 320 0.47 0.47 53.75 0| 0 0 0 400 0.37 0.40 53.92 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 56.80 Underlying Price 2.271 Time to expiry: 1366 Days Sep 13 1.59 0.93 71.00 0| 0 0 0 80 1.18 0.82 62.03 0| 0 0 0 160 0.86 0.70 55.78 0| 0 0 0 240 0.66 0.59 54.64 0| 0 0 0 320 0.53 0.51 54.41 0| 0 0 0 400 0.43 0.43 54.00 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 55.77 Underlying Price 2.271 Time to expiry: 1548 Days Mar 14 1.61 0.93 68.67 0| 0 0 0 80 1.22 0.83 60.42 0| 0 0 0 160 0.91 0.71 54.87 0| 0 0 0 240 0.71 0.61 53.33 0| 0 30 0 320 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.58 0.53 53.30 0| 0 0 0 400 0.48 0.46 53.06 0| 0 0 0 480 Total 0| 0 30 0 Indicative a-t-m Vol 54.94 Underlying Price 2.271 Time to expiry: 1730 Days Sep 14 1.59 0.93 67.73 0| 0 20 0 80 1.22 0.83 59.51 0| 0 20 0 160 0.92 0.72 54.05 0| 0 20 0 240 0.73 0.62 52.56 0| 0 20 0 320 0.60 0.54 52.07 0| 0 20 0 400 0.51 0.48 52.37 0| 0 0 0 480 Total 0| 0 100 0 Total Calls 0| 0 289,787 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alcatel-Lucent SA European (CG3) Indicative a-t-m Vol 55.85 Underlying Price 2.271 Time to expiry: 85 Days Mar 10 0.01 0.00 90.00 0| 0 0 0 40 0.01 -0.01 92.00 0| 0 0 0 80 0.01 -0.02 90.00 0| 0 0 0 100 0.02 -0.04 86.76 0| 0 50 0 120 0.04 -0.08 81.64 0| 0 110 0 140 0.05 -0.12 71.41 0| 0 155 0 160 0.06 -0.16 56.06 0| 0 210 0 180 0.12 -0.27 56.62 0| 0 40,120 0 200 0.20 -0.40 55.49 0| 0 1,190 0 220 0.26 -0.46 56.00 0| 0 0 0 230 0.32 -0.52 57.15 0| 0 200 0 240 0.45 -0.65 53.75 0| 0 60 0 260 0.61 -0.73 56.15 0| 0 920 0 280 0.78 -0.81 57.19 0| 0 1,050 0 300 0.97 -0.84 61.17 0| 0 439 0 320 1.17 -0.87 65.02 0| 0 0 0 340 1.36 -0.89 67.77 0| 0 0 0 360 1.75 -0.92 72.52 0| 0 15,100 0 400 2.14 -0.95 76.37 0| 0 500 0 440 2.53 -0.96 79.42 0| 0 0 0 480 2.73 -0.97 80.68 0| 0 260 0 500 3.33 -0.98 83.52 0| 0 0 0 560 3.72 -0.98 84.72 0| 0 0 0 600 4.12 -0.99 85.44 0| 0 0 0 640 4.92 -0.99 88.08 0| 0 0 0 720 5.72 -1.00 87.87 0| 0 0 0 800 6.71 -1.00 87.87 0| 0 0 0 900 7.31 -1.00 87.45 0| 0 0 0 960 7.71 -1.00 88.08 0| 0 0 0 1000 9.71 -1.00 88.08 0| 0 0 0 1200 11.71 -1.00 90.00 0| 0 0 0 1400 Total 0| 0 60,364 0 Indicative a-t-m Vol 50.02 Underlying Price 2.271 Time to expiry: 267 Days Sep 10 0.01 -0.02 72.00 0| 0 0 0 80 0.04 -0.07 60.87 0| 1 1 +1 120 0.12 -0.16 55.80 0| 0 100 0 160 0.25 -0.30 51.76 0| 0 600 0 200 0.34 -0.38 50.39 0| 0 0 0 220 0.45 -0.46 49.34 0| 0 146 0 240 0.58 -0.54 48.99 0| 0 0 0 260 0.72 -0.60 49.32 0| 0 220 0 280 0.87 -0.67 48.75 0| 0 1,550 0 300 1.03 -0.73 47.38 0| 0 0 0 320 1.22 -0.76 50.18 0| 0 0 0 340 1.38 -0.81 48.68 0| 0 1,000 0 360 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.75 -0.87 49.01 0| 0 11,000 0 400 2.13 -0.91 49.55 0| 0 0 0 440 2.51 -0.93 50.23 0| 0 0 0 480 2.71 -0.94 50.62 0| 0 40 0 500 3.30 -0.96 51.93 0| 0 1,000 0 560 3.69 -0.97 52.88 0| 0 360 0 600 4.08 -0.98 53.89 0| 0 0 0 640 4.88 -0.98 56.01 0| 0 200 0 720 5.67 -0.99 58.22 0| 0 150 0 800 6.66 -0.99 61.04 0| 0 40,440 0 900 7.65 -0.99 63.88 0| 0 540 0 1000 9.63 -0.99 69.53 0| 0 101 0 1200 11.62 -0.99 75.00 0| 0 800 0 1400 Total 0| 1 58,248 +1 Indicative a-t-m Vol 52.10 Underlying Price 2.271 Time to expiry: 449 Days Mar 11 0.01 -0.02 57.87 0| 0 0 0 80 0.08 -0.09 58.32 0| 0 0 0 120 0.21 -0.18 57.37 0| 0 0 0 160 0.37 -0.29 54.69 0| 0 0 0 200 0.56 -0.41 50.85 0| 0 0 0 240 0.82 -0.53 49.83 0| 0 0 0 280 1.12 -0.63 49.33 0| 0 210 0 320 1.46 -0.69 51.21 0| 0 400 0 360 1.84 -0.73 54.62 0| 0 0 0 400 2.23 -0.74 59.55 0| 0 500 0 440 2.62 -0.75 63.79 0| 0 0 0 480 2.81 -0.76 65.12 0| 0 0 0 500 3.80 -0.78 73.79 0| 0 0 0 600 5.74 -0.82 82.20 0| 0 1,000 0 800 Total 0| 0 2,110 0 Indicative a-t-m Vol 54.00 Underlying Price 2.271 Time to expiry: 631 Days Sep 11 0.07 -0.05 68.00 0| 0 0 0 80 0.16 -0.12 63.01 0| 0 0 0 120 0.29 -0.20 59.27 0| 0 0 0 160 0.47 -0.29 56.09 0| 0 0 0 200 0.68 -0.39 53.00 0| 0 0 0 240 0.94 -0.48 52.05 0| 0 0 0 280 1.24 -0.56 51.86 0| 0 0 0 320 1.89 -0.68 52.21 0| 0 0 0 400 2.78 -0.78 52.91 0| 0 200 0 500 3.71 -0.84 54.44 0| 0 0 0 600 5.62 -0.88 59.97 0| 0 0 0 800 7.56 -0.90 66.00 0| 0 0 0 1000 Total 0| 0 200 0 Indicative a-t-m Vol 57.30 Underlying Price 2.271 Time to expiry: 813 Days Mar 12 0.11 -0.06 73.00 0| 0 0 0 80 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.23 -0.12 67.00 0| 0 0 0 120 0.38 -0.19 62.67 0| 0 0 0 160 0.56 -0.27 58.79 0| 0 0 0 200 0.78 -0.35 56.58 0| 0 0 0 240 1.04 -0.42 55.52 0| 0 0 0 280 1.33 -0.49 55.06 0| 0 0 0 320 1.96 -0.60 55.02 0| 0 0 0 400 2.81 -0.70 55.42 0| 0 0 0 500 3.70 -0.77 55.68 0| 0 0 0 600 5.61 -0.79 63.90 0| 0 0 0 800 7.52 -0.81 70.17 0| 0 0 0 1000 9.43 -0.82 74.43 0| 0 0 0 1200 Total 0| 0 0 0 Indicative a-t-m Vol 57.57 Underlying Price 2.271 Time to expiry: 1002 Days Sep 12 0.15 -0.07 74.00 0| 0 0 0 80 0.44 -0.19 63.24 0| 0 0 0 160 0.85 -0.33 56.48 0| 0 0 0 240 1.10 -0.40 55.31 0| 0 0 0 280 1.38 -0.46 54.80 0| 0 0 0 320 2.00 -0.56 54.33 0| 0 0 0 400 2.67 -0.63 55.03 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 57.66 Underlying Price 2.271 Time to expiry: 1177 Days Mar 13 0.18 -0.07 74.00 0| 0 0 0 80 0.48 -0.18 63.12 0| 0 1 0 160 0.88 -0.31 56.60 0| 0 1 0 240 1.41 -0.43 54.46 0| 0 0 0 320 2.01 -0.53 53.75 0| 0 0 0 400 2.65 -0.60 53.92 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 56.80 Underlying Price 2.271 Time to expiry: 1366 Days Sep 13 0.19 -0.07 71.00 0| 0 0 0 80 0.51 -0.18 62.03 0| 0 0 0 160 0.92 -0.30 55.78 0| 0 1 0 240 1.45 -0.41 54.64 0| 0 1 0 320 2.05 -0.49 54.41 0| 0 1 0 400 2.67 -0.57 54.00 0| 0 0 0 480 Total 0| 0 3 0 Indicative a-t-m Vol 55.77 Underlying Price 2.271 Time to expiry: 1548 Days Mar 14 0.19 -0.07 68.67 0| 0 0 0 80 0.52 -0.17 60.42 0| 0 0 0 160 0.93 -0.29 54.87 0| 0 0 0 240 1.44 -0.39 53.33 0| 0 0 0 320 2.03 -0.47 53.30 0| 0 0 0 400 2.65 -0.54 53.06 0| 0 0 0 480 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 0 0 Indicative a-t-m Vol 54.94 Underlying Price 2.271 Time to expiry: 1730 Days Sep 14 0.21 -0.07 67.73 0| 0 0 0 80 0.53 -0.17 59.51 0| 0 20 0 160 0.94 -0.28 54.05 0| 0 20 0 240 1.45 -0.38 52.56 0| 0 20 0 320 2.02 -0.46 52.07 0| 0 20 0 400 2.64 -0.52 52.37 0| 0 0 0 480 Total 0| 0 80 0 Total Puts 0| 1 121,007 +1 Grand Total 0| 1 410,794 +1 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alstom (100) (AS1) Indicative a-t-m Vol 22.73 Underlying Price 49.200 Time to expiry: 22 Days Jan 10 9.22 0.99 35.00 0| 0 0 0 4000 7.24 0.98 31.43 0| 0 0 0 4200 5.29 0.95 28.35 0| 0 0 0 4400 3.45 0.86 25.77 0| 0 0 0 4600 2.60 0.78 24.40 0| 0 0 0 4700 1.86 0.67 23.63 0| 0 37 0 4800 1.23 0.54 22.79 0| 0 19 0 4900 0.77 0.40 22.47 0| 10 1,853 -10 5000 0.23 0.16 21.85 0| 6 1,313 0 5200 0.03 0.03 20.04 0| 0 18 0 5400 0.01 0.01 20.74 0| 0 0 0 5600 0.01 0.00 22.38 0| 0 0 0 6000 0.01 0.00 26.00 0| 0 0 0 6400 Total 0| 16 3,240 -10 Indicative a-t-m Vol 28.44 Underlying Price 49.200 Time to expiry: 57 Days Feb 10 9.56 0.92 40.00 0| 0 0 0 4000 7.68 0.88 36.06 0| 0 0 0 4200 5.91 0.82 33.00 0| 0 0 0 4400 4.30 0.73 30.71 0| 0 1 0 4600 3.57 0.67 29.84 0| 0 0 0 4700 2.92 0.61 29.15 0| 0 25 0 4800 2.35 0.54 28.56 0| 0 10 0 4900 1.85 0.47 27.97 0| 0 0 0 5000 1.10 0.33 27.44 0| 10 189 +10 5200 0.35 0.13 27.82 0| 0 20 0 5600 0.12 0.05 29.34 0| 0 0 0 6000 0.05 0.02 32.00 0| 0 0 0 6400 Total 0| 10 245 +10 Indicative a-t-m Vol 30.18 Underlying Price 49.200 Time to expiry: 85 Days Mar 10 25.25 1.00 55.00 0| 0 0 0 2400 21.27 0.99 49.62 0| 0 0 0 2800 17.32 0.98 44.50 0| 0 0 0 3200 13.44 0.96 39.99 0| 0 0 0 3600 11.54 0.93 38.00 0| 0 0 0 3800 9.71 0.90 36.19 0| 0 0 0 4000 7.96 0.85 34.58 0| 0 0 0 4200 6.34 0.78 33.14 0| 0 0 0 4400 4.89 0.70 32.24 0| 0 0 0 4600 3.57 0.60 30.72 0| 0 545 0 4800 3.02 0.55 30.35 0| 0 0 0 4900 2.49 0.49 29.50 0| 0 1,513 0 5000 1.67 0.38 28.91 0| 0 1,916 0 5200 0.70 0.20 28.46 0| 0 1,540 0 5600 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.39 0.13 27.79 0| 0 0 0 5800 0.23 0.08 27.61 0| 0 2,506 0 6000 0.13 0.05 27.57 0| 0 0 0 6200 0.07 0.03 27.64 0| 0 20 0 6400 0.01 0.00 29.06 0| 0 1 0 7200 0.01 0.00 32.00 0| 0 0 0 8000 Total 0| 0 8,041 0 Indicative a-t-m Vol 35.29 Underlying Price 49.200 Time to expiry: 176 Days Jun 10 29.38 0.99 61.98 0| 0 0 0 2000 25.54 0.98 59.03 0| 0 0 0 2400 21.75 0.95 54.57 0| 0 0 0 2800 18.04 0.92 49.86 0| 0 0 0 3200 14.47 0.88 45.47 0| 0 0 0 3600 12.77 0.85 43.47 0| 0 0 0 3800 11.13 0.81 41.63 0| 0 0 0 4000 9.57 0.77 39.96 0| 0 0 0 4200 8.11 0.72 38.45 0| 0 0 0 4400 6.79 0.66 37.11 0| 0 0 0 4600 5.59 0.60 35.94 0| 0 0 0 4800 4.52 0.53 34.86 0| 0 3,713 0 5000 3.60 0.46 34.08 0| 0 140 0 5200 2.23 0.34 33.07 0| 14 74 +14 5600 1.29 0.22 32.01 0| 0 3,020 0 6000 0.76 0.15 32.05 0| 0 0 0 6400 0.37 0.08 32.76 0| 0 0 0 7000 0.16 0.04 36.04 0| 0 0 0 8000 Total 0| 14 6,947 +14 Indicative a-t-m Vol 34.76 Underlying Price 49.200 Time to expiry: 267 Days Sep 10 18.38 0.91 50.00 0| 0 0 0 3200 14.78 0.86 44.14 0| 0 0 0 3600 11.48 0.80 39.98 0| 0 0 0 4000 8.53 0.71 36.79 0| 0 0 0 4400 7.29 0.65 35.92 0| 0 0 0 4600 6.18 0.59 35.38 0| 0 0 0 4800 4.20 0.48 33.32 0| 0 0 0 5200 2.84 0.36 32.66 0| 0 0 0 5600 1.23 0.19 31.94 0| 0 0 0 6400 0.55 0.10 32.18 0| 0 0 0 7200 0.26 0.05 33.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 37.50 Underlying Price 49.200 Time to expiry: 358 Days Dec 10 29.40 0.99 52.00 0| 0 0 0 2000 25.56 0.97 48.92 0| 0 0 0 2400 18.88 0.88 50.00 0| 0 0 0 3200 15.23 0.84 42.90 0| 0 0 0 3600 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.30 0.77 41.00 0| 0 0 0 4000 9.70 0.69 39.27 0| 0 500 0 4400 8.65 0.64 38.98 0| 0 0 0 4600 7.51 0.60 38.00 0| 0 600 0 4800 6.54 0.55 37.17 0| 0 1,000 0 5000 5.66 0.50 36.65 0| 0 0 0 5200 4.22 0.42 35.76 0| 0 0 0 5600 3.12 0.34 35.16 0| 0 0 0 6000 2.14 0.26 33.75 0| 0 0 0 6400 1.06 0.15 32.98 0| 0 0 0 7200 0.54 0.09 32.78 0| 0 0 0 8000 Total 0| 0 2,100 0 Indicative a-t-m Vol 37.76 Underlying Price 49.200 Time to expiry: 540 Days Jun 11 25.97 0.95 49.04 0| 0 0 0 2400 20.11 0.85 50.00 0| 0 0 0 3200 13.87 0.75 41.34 0| 0 0 0 4000 11.48 0.68 39.81 0| 0 0 0 4400 9.34 0.61 38.32 0| 0 0 0 4800 8.36 0.58 37.38 0| 0 0 0 5000 6.05 0.47 36.28 0| 0 0 0 5600 4.77 0.40 35.41 0| 0 0 0 6000 1.20 0.15 32.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.03 Underlying Price 49.200 Time to expiry: 722 Days Dec 11 20.77 0.84 50.00 0| 0 0 0 3200 14.70 0.75 41.34 0| 0 0 0 4000 10.33 0.62 38.32 0| 0 0 0 4800 5.76 0.44 35.41 0| 0 0 0 6000 1.80 0.19 32.00 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 40 20,573 +14 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 54 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alstom (100) (AS1) Indicative a-t-m Vol 22.73 Underlying Price 49.200 Time to expiry: 22 Days Jan 10 0.01 -0.01 35.00 0| 0 0 0 4000 0.03 -0.02 31.43 0| 0 8 0 4200 0.08 -0.05 28.35 0| 0 26 0 4400 0.24 -0.14 25.77 0| 4 1,366 +4 4600 0.39 -0.22 24.40 0| 0 73 0 4700 0.64 -0.33 23.63 0| 0 208 0 4800 1.02 -0.46 22.79 0| 0 0 0 4900 1.56 -0.60 22.47 0| 0 30 0 5000 3.02 -0.84 21.85 0| 0 20 0 5200 4.82 -0.97 20.04 0| 0 0 0 5400 6.80 -1.00 20.74 0| 0 0 0 5600 10.80 -1.00 22.38 0| 0 0 0 6000 14.80 -1.00 26.00 0| 0 0 0 6400 Total 0| 4 1,731 +4 Indicative a-t-m Vol 28.44 Underlying Price 49.200 Time to expiry: 57 Days Feb 10 0.32 -0.08 40.00 0| 0 2 0 4000 0.44 -0.12 36.06 0| 0 0 0 4200 0.67 -0.18 33.00 0| 0 4 0 4400 1.05 -0.27 30.71 0| 0 750 0 4600 1.33 -0.33 29.84 0| 0 4 0 4700 1.68 -0.39 29.15 0| 260 280 +260 4800 2.11 -0.46 28.56 0| 0 0 0 4900 2.61 -0.53 27.97 0| 0 0 0 5000 3.86 -0.67 27.44 0| 0 0 0 5200 7.11 -0.87 27.82 0| 0 0 0 5600 10.89 -0.95 29.34 0| 0 0 0 6000 14.82 -0.98 32.00 0| 0 0 0 6400 Total 0| 260 1,040 +260 Indicative a-t-m Vol 30.18 Underlying Price 49.200 Time to expiry: 85 Days Mar 10 0.01 0.00 55.00 0| 0 0 0 2400 0.03 -0.01 49.62 0| 0 0 0 2800 0.07 -0.02 44.50 0| 0 0 0 3200 0.18 -0.04 39.99 0| 0 0 0 3600 0.28 -0.07 38.00 0| 0 10 0 3800 0.44 -0.10 36.19 0| 0 523 0 4000 0.70 -0.15 34.58 0| 0 58 0 4200 1.06 -0.22 33.14 0| 0 2,057 0 4400 1.61 1.61 -0.30 32.24 1.61 1.61 90| 105 3,014 0 4600 2.30 -0.40 30.72 0| 0 1,601 0 4800 2.75 -0.46 30.35 0| 0 0 0 4900 3.21 -0.51 29.50 0| 0 0 0 5000 4.39 -0.62 28.91 0| 0 155 0 5200 7.42 -0.81 28.46 0| 0 15 0 5600 9.12 -0.88 27.79 0| 0 0 0 5800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.97 -0.93 27.61 0| 0 0 0 6000 12.87 -0.96 27.57 0| 0 0 0 6200 14.83 -0.98 27.64 0| 0 0 0 6400 22.80 -1.00 29.06 0| 0 0 0 7200 30.80 -1.00 32.00 0| 0 0 0 8000 Total 90| 105 7,433 0 Indicative a-t-m Vol 35.29 Underlying Price 49.200 Time to expiry: 176 Days Jun 10 0.09 -0.01 61.98 0| 0 0 0 2000 0.22 -0.02 59.03 0| 0 0 0 2400 0.41 -0.05 54.57 0| 0 0 0 2800 0.68 -0.08 49.86 0| 0 0 0 3200 1.09 -0.12 45.47 0| 0 0 0 3600 1.38 -0.15 43.47 0| 0 0 0 3800 1.74 -0.19 41.63 0| 0 0 0 4000 2.17 -0.23 39.96 0| 0 21 0 4200 2.70 -0.28 38.45 0| 0 0 0 4400 3.37 -0.34 37.11 0| 0 0 0 4600 4.17 -0.41 35.94 0| 0 2,500 0 4800 5.09 -0.47 34.86 0| 0 700 0 5000 6.17 -0.54 34.08 0| 0 140 0 5200 8.80 -0.67 33.07 0| 0 0 0 5600 11.86 -0.78 32.01 0| 0 0 0 6000 15.34 -0.86 32.05 0| 0 6 0 6400 20.98 -0.93 32.76 0| 0 0 0 7000 30.82 -0.98 36.04 0| 0 0 0 8000 Total 0| 0 3,367 0 Indicative a-t-m Vol 34.76 Underlying Price 49.200 Time to expiry: 267 Days Sep 10 1.46 -0.12 50.00 0| 0 0 0 3200 1.91 -0.16 44.14 0| 0 0 0 3600 2.68 -0.23 39.98 0| 0 10 0 4000 3.82 -0.32 36.79 0| 0 0 0 4400 4.61 -0.37 35.92 0| 0 0 0 4600 5.54 -0.43 35.38 0| 0 0 0 4800 7.62 -0.54 33.32 0| 0 0 0 5200 10.29 -0.65 32.66 0| 0 0 0 5600 16.70 -0.81 31.94 0| 0 0 0 6400 24.00 -0.91 32.18 0| 0 0 0 7200 31.68 -0.95 33.00 0| 0 0 0 8000 Total 0| 0 10 0 Indicative a-t-m Vol 37.50 Underlying Price 49.200 Time to expiry: 358 Days Dec 10 0.27 -0.02 52.00 0| 0 0 0 2000 0.52 -0.04 48.92 0| 0 0 0 2400 2.10 -0.14 50.00 0| 0 0 0 3200 2.47 -0.18 42.90 0| 0 69 0 3600 3.59 -0.25 41.00 0| 0 4,270 0 4000 5.02 -0.33 39.27 0| 0 1,500 0 4400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.98 -0.37 38.98 0| 0 0 0 4600 6.84 -0.41 38.00 0| 0 605 0 4800 7.87 -0.46 37.17 0| 0 0 0 5000 8.99 -0.50 36.65 0| 0 0 0 5200 11.55 -0.59 35.76 0| 0 0 0 5600 14.43 -0.67 35.16 0| 0 0 0 6000 17.45 -0.75 33.75 0| 0 0 0 6400 24.37 -0.86 32.98 0| 0 0 0 7200 31.83 -0.92 32.78 0| 0 0 0 8000 Total 0| 0 6,444 0 Indicative a-t-m Vol 37.76 Underlying Price 49.200 Time to expiry: 540 Days Jun 11 1.09 -0.07 49.04 0| 0 0 0 2400 3.28 -0.16 50.00 0| 0 0 0 3200 4.92 -0.26 41.34 0| 0 0 0 4000 6.47 -0.32 39.81 0| 0 0 0 4400 8.27 -0.39 38.32 0| 0 0 0 4800 9.26 -0.43 37.38 0| 0 700 0 5000 12.89 -0.54 36.28 0| 0 0 0 5600 15.59 -0.61 35.41 0| 0 0 0 6000 32.05 -0.88 32.00 0| 0 0 0 8000 Total 0| 0 700 0 Indicative a-t-m Vol 38.03 Underlying Price 49.200 Time to expiry: 722 Days Dec 11 4.46 -0.17 50.00 0| 0 0 0 3200 6.23 -0.27 41.34 0| 0 0 0 4000 9.73 -0.39 38.32 0| 0 0 0 4800 16.92 -0.58 35.41 0| 0 0 0 6000 32.55 -0.83 32.00 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 90| 369 20,725 +264 Grand Total 90| 409 41,298 +278 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 57 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alstom European (AS3) Indicative a-t-m Vol 30.18 Underlying Price 49.200 Time to expiry: 85 Days Mar 10 25.25 1.00 55.00 0| 0 0 0 2400 21.27 0.99 49.62 0| 0 0 0 2800 19.29 0.99 47.00 0| 0 0 0 3000 17.32 0.98 44.50 0| 0 0 0 3200 13.44 0.96 39.99 0| 0 0 0 3600 11.54 0.93 38.00 0| 0 0 0 3800 9.71 0.90 36.19 0| 0 0 0 4000 7.96 0.85 34.58 0| 0 0 0 4200 6.34 0.78 33.14 0| 0 200 0 4400 4.89 0.70 32.24 0| 0 0 0 4600 3.57 0.60 30.72 0| 0 0 0 4800 3.02 0.55 30.35 0| 0 0 0 4900 2.49 0.49 29.50 0| 0 0 0 5000 1.67 0.38 28.91 0| 0 745 0 5200 0.70 0.20 28.46 0| 0 145 0 5600 0.23 0.08 27.61 0| 0 10 0 6000 0.07 0.03 27.64 0| 0 0 0 6400 0.01 0.01 28.55 0| 0 1,100 0 7000 0.01 0.00 32.00 0| 0 0 0 8000 Total 0| 0 2,200 0 Indicative a-t-m Vol 34.76 Underlying Price 49.200 Time to expiry: 267 Days Sep 10 17.81 0.88 50.00 0| 0 0 0 3200 14.29 0.84 44.14 0| 0 868 0 3600 11.09 0.77 39.98 0| 0 1 0 4000 8.25 0.68 36.79 0| 0 63 0 4400 7.05 0.63 35.92 0| 0 1 0 4600 6.00 0.57 35.38 0| 0 0 0 4800 4.09 0.46 33.32 0| 0 0 0 5200 2.79 0.35 32.66 0| 0 9 0 5600 1.83 0.26 32.16 0| 0 0 0 6000 1.22 0.19 31.94 0| 0 0 0 6400 0.54 0.10 32.18 0| 0 0 0 7200 0.26 0.05 33.00 0| 0 0 0 8000 Total 0| 0 942 0 Indicative a-t-m Vol 37.41 Underlying Price 49.200 Time to expiry: 449 Days Mar 11 25.43 0.94 51.24 0| 0 0 0 2400 18.86 0.86 46.22 0| 0 0 0 3200 13.08 0.75 41.64 0| 0 0 0 4000 10.43 0.68 38.84 0| 0 0 0 4400 8.37 0.60 37.84 0| 0 0 0 4800 4.92 0.44 35.00 0| 0 0 0 5600 3.68 0.36 34.00 0| 0 0 0 6000 0.84 0.12 32.27 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 37.72 Underlying Price 49.200 Time to expiry: 631 Days Sep 11 19.21 0.84 46.33 0| 0 0 0 3200 13.76 0.73 41.25 0| 0 0 0 4000 9.44 0.60 38.20 0| 0 0 0 4800 5.94 0.46 35.00 0| 0 0 0 5600 4.69 0.40 34.00 0| 0 0 0 6000 1.42 0.16 32.04 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 3,142 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 59 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alstom European (AS3) Indicative a-t-m Vol 30.18 Underlying Price 49.200 Time to expiry: 85 Days Mar 10 0.01 0.00 55.00 0| 0 0 0 2400 0.03 -0.01 49.62 0| 0 100 0 2800 0.04 -0.01 47.00 0| 0 0 0 3000 0.07 -0.02 44.50 0| 0 0 0 3200 0.18 -0.04 39.99 0| 0 30 0 3600 0.28 -0.07 38.00 0| 0 0 0 3800 0.44 -0.10 36.19 0| 0 120 0 4000 0.69 -0.15 34.58 0| 0 0 0 4200 1.06 -0.22 33.14 0| 0 1,205 0 4400 1.61 -0.30 32.24 0| 0 8,620 0 4600 2.29 -0.40 30.72 0| 0 1,165 0 4800 2.74 -0.45 30.35 0| 0 0 0 4900 3.21 -0.51 29.50 0| 0 0 0 5000 4.38 -0.62 28.91 0| 0 345 0 5200 7.40 -0.80 28.46 0| 0 0 0 5600 10.93 -0.92 27.61 0| 0 9 0 6000 14.77 -0.97 27.64 0| 0 0 0 6400 20.70 -0.99 28.55 0| 0 0 0 7000 30.67 -1.00 32.00 0| 0 0 0 8000 Total 0| 0 11,594 0 Indicative a-t-m Vol 34.76 Underlying Price 49.200 Time to expiry: 267 Days Sep 10 1.46 -0.12 50.00 0| 0 0 0 3200 1.91 -0.16 44.14 0| 0 0 0 3600 2.67 -0.23 39.98 0| 0 11 0 4000 3.80 -0.32 36.79 0| 0 710 0 4400 4.59 -0.37 35.92 0| 0 0 0 4600 5.52 -0.43 35.38 0| 0 25 0 4800 7.58 -0.54 33.32 0| 0 1,000 0 5200 10.24 -0.65 32.66 0| 0 0 0 5600 13.26 -0.74 32.16 0| 0 0 0 6000 16.61 -0.81 31.94 0| 0 0 0 6400 23.87 -0.90 32.18 0| 0 0 0 7200 31.52 -0.95 33.00 0| 0 0 0 8000 Total 0| 0 1,746 0 Indicative a-t-m Vol 37.41 Underlying Price 49.200 Time to expiry: 449 Days Mar 11 0.93 -0.06 51.24 0| 0 0 0 2400 2.23 -0.14 46.22 0| 0 0 0 3200 4.32 -0.25 41.64 0| 0 0 0 4000 5.60 -0.32 38.84 0| 0 0 0 4400 7.47 -0.40 37.84 0| 0 0 0 4800 11.89 -0.56 35.00 0| 0 0 0 5600 14.59 -0.64 34.00 0| 0 0 0 6000 31.41 -0.88 32.27 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 37.72 Underlying Price 49.200 Time to expiry: 631 Days Sep 11 3.38 -0.16 46.33 0| 0 0 0 3200 5.70 -0.27 41.25 0| 0 0 0 4000 9.15 -0.40 38.20 0| 0 0 0 4800 13.42 -0.54 35.00 0| 0 0 0 5600 16.05 -0.60 34.00 0| 0 0 0 6000 32.21 -0.84 32.04 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 13,340 0 Grand Total 0| 0 16,482 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 61 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Arcelor Mittal (100) (MI1) Indicative a-t-m Vol 33.23 Underlying Price 31.300 Time to expiry: 22 Days Jan 10 12.31 1.00 65.00 0| 0 0 0 1900 11.31 1.00 61.45 0| 0 0 0 2000 10.31 1.00 58.07 0| 0 0 0 2100 9.31 1.00 54.76 0| 0 0 0 2200 8.81 1.00 52.47 0| 0 2 0 2250 8.32 0.99 51.58 0| 0 0 0 2300 7.82 0.99 50.06 0| 0 0 0 2350 7.32 0.99 48.58 0| 0 83 0 2400 6.83 0.98 47.15 0| 0 0 0 2450 6.34 0.98 45.78 0| 0 10 0 2500 5.36 0.96 43.20 0| 0 130 0 2600 4.42 0.93 41.76 0| 0 200 0 2700 3.50 0.88 39.41 0| 0 39 0 2800 2.63 0.81 36.95 0| 0 0 0 2900 1.85 0.70 34.94 0| 0 1,235 0 3000 1.21 0.56 33.48 0| 0 10 0 3100 0.73 0.41 32.64 0| 0 25 0 3200 0.21 0.16 32.10 0| 0 0 0 3400 0.04 0.04 31.36 0| 0 0 0 3600 0.01 0.01 32.00 0| 0 0 0 3800 Total 0| 0 1,734 0 Indicative a-t-m Vol 37.36 Underlying Price 31.300 Time to expiry: 57 Days Feb 10 9.39 0.97 50.00 0| 0 0 0 2200 8.44 0.96 48.80 0| 0 0 0 2300 7.50 0.94 47.29 0| 0 0 0 2400 7.03 0.92 46.51 0| 0 0 0 2450 6.59 0.91 46.22 0| 0 0 0 2500 5.69 0.88 44.38 0| 0 0 0 2600 4.82 0.83 42.43 0| 0 0 0 2700 4.01 0.78 40.88 0| 500 89 -500 2800 3.26 0.72 39.44 0| 0 0 0 2900 2.60 0.64 38.63 0| 0 0 0 3000 2.01 0.56 37.45 0| 0 0 0 3100 1.54 0.47 37.17 0| 0 0 0 3200 0.80 0.31 35.76 0| 0 0 0 3400 0.40 0.18 35.41 0| 0 0 0 3600 0.18 0.09 35.37 0| 0 0 0 3800 Total 0| 500 89 -500 Indicative a-t-m Vol 37.72 Underlying Price 31.300 Time to expiry: 85 Days Mar 10 19.31 1.00 65.00 0| 0 0 0 1200 18.32 1.00 64.57 0| 0 0 0 1300 17.32 1.00 63.58 0| 0 0 0 1400 16.32 1.00 62.21 0| 0 0 0 1500 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.33 0.99 60.60 0| 0 0 0 1600 14.34 0.99 58.85 0| 0 0 0 1700 13.36 0.99 57.03 0| 0 0 0 1800 12.38 0.98 55.19 0| 0 0 0 1900 11.40 0.97 53.36 0| 0 0 0 2000 10.44 0.96 51.58 0| 0 0 0 2100 9.49 0.95 49.86 0| 0 50 0 2200 8.56 0.93 48.22 0| 0 50 0 2300 7.64 0.91 46.66 0| 0 0 0 2400 5.91 0.84 44.01 0| 0 16 0 2600 4.33 0.75 41.15 0| 0 4,092 0 2800 3.65 0.69 40.58 0| 0 0 0 2900 3.02 0.62 39.75 0| 0 1,010 0 3000 2.40 0.56 37.93 0| 0 0 0 3100 1.92 0.48 37.24 0| 0 97 0 3200 1.20 0.35 36.80 0| 0 0 0 3400 0.66 0.23 35.58 0| 0 437 0 3600 0.36 0.14 35.11 0| 0 0 0 3800 0.19 0.08 35.01 0| 0 4,000 0 4000 0.05 0.03 35.00 0| 0 0 0 4400 Total 0| 0 9,752 0 Indicative a-t-m Vol 39.89 Underlying Price 31.300 Time to expiry: 176 Days Jun 10 19.33 1.00 62.00 0| 0 25 0 1200 17.36 0.99 59.94 0| 0 0 0 1400 15.42 0.98 57.24 0| 0 0 0 1600 13.52 0.96 54.37 0| 0 0 0 1800 11.68 0.93 51.56 0| 0 0 0 2000 10.79 0.91 50.21 0| 0 0 0 2100 9.91 0.89 48.92 0| 0 0 0 2200 9.07 0.87 47.69 0| 0 1 0 2300 8.25 0.84 46.69 0| 0 50 0 2400 6.70 0.78 44.34 0| 0 50 0 2600 5.99 0.74 43.37 0| 0 0 0 2700 5.31 0.70 42.42 0| 0 50 0 2800 4.09 0.61 40.80 0| 0 6 0 3000 3.07 0.52 39.39 0| 0 6 0 3200 2.25 0.43 38.45 0| 0 0 0 3400 1.59 0.34 37.52 0| 0 54 0 3600 0.76 0.20 36.38 0| 0 220 0 4000 0.34 0.10 35.58 0| 0 0 0 4400 Total 0| 0 462 0 Indicative a-t-m Vol 40.07 Underlying Price 31.300 Time to expiry: 267 Days Sep 10 15.48 0.97 52.00 0| 0 0 0 1600 13.66 0.94 50.47 0| 0 0 0 1800 11.91 0.91 48.69 0| 0 0 0 2000 10.26 0.86 46.89 0| 0 0 0 2200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.52 0.84 46.73 0| 0 0 0 2300 8.68 0.81 44.75 0| 0 0 0 2400 7.24 0.76 43.06 0| 0 20 0 2600 5.99 0.69 42.13 0| 0 10 0 2800 4.85 0.62 40.87 0| 0 0 0 3000 3.85 0.54 39.63 0| 0 0 0 3200 3.03 0.46 38.81 0| 0 0 0 3400 2.30 0.39 37.68 0| 0 0 0 3600 1.35 0.27 37.01 0| 0 0 0 4000 0.74 0.17 35.90 0| 0 0 0 4400 Total 0| 0 30 0 Indicative a-t-m Vol 40.47 Underlying Price 31.300 Time to expiry: 358 Days Dec 10 19.40 0.98 60.00 0| 0 0 0 1200 17.50 0.97 56.31 0| 0 0 0 1400 15.67 0.95 53.22 0| 0 0 0 1600 13.91 0.92 50.59 0| 0 3,000 0 1800 12.23 0.88 48.35 0| 0 0 0 2000 10.64 0.84 46.43 0| 0 0 0 2200 9.16 0.80 44.80 0| 0 1,109 0 2400 6.56 0.68 41.90 0| 0 200 0 2800 5.51 0.62 41.17 0| 0 0 0 3000 4.54 0.56 40.10 0| 0 0 0 3200 3.68 0.49 39.07 0| 0 0 0 3400 2.99 0.43 38.60 0| 0 0 0 3600 1.93 0.31 37.39 0| 0 0 0 4000 1.19 0.22 36.57 0| 0 0 0 4400 0.74 0.15 36.00 0| 0 0 0 4800 Total 0| 0 4,309 0 Indicative a-t-m Vol 41.08 Underlying Price 31.300 Time to expiry: 540 Days Jun 11 15.93 0.93 50.20 0| 0 0 0 1600 12.82 0.86 47.62 0| 0 0 0 2000 11.38 0.82 46.29 0| 0 0 0 2200 10.05 0.78 44.98 0| 0 0 0 2400 7.66 0.68 42.61 0| 0 0 0 2800 6.64 0.63 41.72 0| 0 0 0 3000 5.71 0.58 40.73 0| 0 0 0 3200 2.98 0.38 38.19 0| 0 0 0 4000 1.52 0.23 37.07 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 41.01 Underlying Price 31.300 Time to expiry: 722 Days Dec 11 13.62 0.85 48.38 0| 0 0 0 2000 10.90 0.78 44.55 0| 0 0 0 2400 6.76 0.61 40.67 0| 0 0 0 3200 3.89 0.43 37.69 0| 0 0 0 4000 2.33 0.30 37.10 0| 0 0 0 4800 Total 0| 0 0 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 64 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total Calls 0| 500 16,376 -500 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Arcelor Mittal (100) (MI1) Indicative a-t-m Vol 33.23 Underlying Price 31.300 Time to expiry: 22 Days Jan 10 0.01 0.00 65.00 0| 0 0 0 1900 0.01 0.00 61.45 0| 0 0 0 2000 0.01 0.00 58.07 0| 0 240 0 2100 0.01 0.00 54.76 0| 0 40 0 2200 0.01 0.00 52.47 0| 0 0 0 2250 0.01 -0.01 51.58 0| 0 70 0 2300 0.01 -0.01 50.06 0| 0 20 0 2350 0.02 -0.01 48.58 0| 0 80 0 2400 0.02 -0.02 47.15 0| 0 0 0 2450 0.03 -0.02 45.78 0| 0 0 0 2500 0.05 -0.04 43.20 0| 0 45 0 2600 0.11 -0.07 41.76 0| 0 267 0 2700 0.19 -0.12 39.41 0| 0 4 0 2800 0.32 -0.19 36.95 0| 0 0 0 2900 0.54 -0.30 34.94 0| 20 141 +20 3000 0.90 -0.44 33.48 0| 0 0 0 3100 1.42 -0.59 32.64 0| 0 0 0 3200 2.90 -0.84 32.10 0| 0 0 0 3400 4.73 -0.96 31.36 0| 0 0 0 3600 6.70 -0.99 32.00 0| 0 0 0 3800 Total 0| 20 907 +20 Indicative a-t-m Vol 37.36 Underlying Price 31.300 Time to expiry: 57 Days Feb 10 0.08 -0.03 50.00 0| 0 25 0 2200 0.13 -0.05 48.80 0| 0 0 0 2300 0.19 -0.07 47.29 0| 0 0 0 2400 0.23 -0.08 46.51 0| 0 0 0 2450 0.28 -0.10 46.22 0| 0 0 0 2500 0.39 -0.13 44.38 0| 0 0 0 2600 0.53 -0.17 42.43 0| 0 0 0 2700 0.73 -0.23 40.88 0| 0 0 0 2800 0.99 -0.29 39.44 0| 0 20 0 2900 1.34 -0.37 38.63 0| 0 30 0 3000 1.75 -0.45 37.45 0| 0 20 0 3100 2.29 -0.54 37.17 0| 0 0 0 3200 3.57 -0.70 35.76 0| 0 0 0 3400 5.18 -0.83 35.41 0| 0 0 0 3600 6.97 -0.91 35.37 0| 0 0 0 3800 Total 0| 0 95 0 Indicative a-t-m Vol 37.72 Underlying Price 31.300 Time to expiry: 85 Days Mar 10 0.01 0.00 65.00 0| 0 0 0 1200 0.01 0.00 64.57 0| 0 0 0 1300 0.01 0.00 63.58 0| 0 2 0 1400 0.02 0.00 62.21 0| 0 0 0 1500 0.03 -0.01 60.60 0| 0 0 0 1600 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.04 -0.01 58.85 0| 0 0 0 1700 0.06 -0.02 57.03 0| 0 0 0 1800 0.08 -0.02 55.19 0| 0 0 0 1900 0.11 -0.03 53.36 0| 0 17 0 2000 0.15 -0.04 51.58 0| 0 2,555 0 2100 0.21 -0.06 49.86 0| 0 4,049 0 2200 0.28 -0.08 48.22 0| 0 220 0 2300 0.37 -0.10 46.66 0| 0 26 0 2400 0.66 -0.17 44.01 0| 0 26 0 2600 1.09 -0.26 41.15 0| 50 88 +50 2800 1.41 -0.32 40.58 0| 0 0 0 2900 1.79 -0.38 39.75 0| 0 0 0 3000 2.17 -0.45 37.93 0| 0 0 0 3100 2.69 -0.52 37.24 0| 0 20 0 3200 3.97 -0.65 36.80 0| 0 0 0 3400 5.44 -0.77 35.58 0| 0 0 0 3600 7.14 -0.86 35.11 0| 0 0 0 3800 8.97 -0.92 35.01 0| 0 0 0 4000 12.83 -0.98 35.00 0| 0 0 0 4400 Total 0| 50 7,003 +50 Indicative a-t-m Vol 39.89 Underlying Price 31.300 Time to expiry: 176 Days Jun 10 0.04 -0.01 62.00 0| 0 0 0 1200 0.09 -0.02 59.94 0| 0 0 0 1400 0.17 -0.03 57.24 0| 0 1 0 1600 0.29 -0.05 54.37 0| 0 10 0 1800 0.46 -0.08 51.56 0| 0 20 0 2000 0.57 -0.10 50.21 0| 0 0 0 2100 0.69 -0.12 48.92 0| 0 1 0 2200 0.86 -0.14 47.69 0| 0 1 0 2300 1.04 -0.17 46.69 0| 0 159 0 2400 1.49 -0.23 44.34 0| 0 11 0 2600 1.78 -0.26 43.37 0| 0 0 0 2700 2.10 -0.30 42.42 0| 0 1,610 0 2800 2.89 -0.39 40.80 0| 0 0 0 3000 3.86 -0.48 39.39 0| 0 0 0 3200 5.04 -0.58 38.45 0| 0 0 0 3400 6.39 -0.66 37.52 0| 0 0 0 3600 9.54 -0.81 36.38 0| 0 0 0 4000 13.11 -0.90 35.58 0| 0 0 0 4400 Total 0| 0 1,813 0 Indicative a-t-m Vol 40.07 Underlying Price 31.300 Time to expiry: 267 Days Sep 10 0.29 -0.04 52.00 0| 0 0 0 1600 0.49 -0.07 50.47 0| 0 0 0 1800 0.75 -0.10 48.69 0| 0 0 0 2000 1.10 -0.14 46.89 0| 0 10 0 2200 1.36 -0.17 46.73 0| 0 0 0 2300 1.52 -0.19 44.75 0| 0 20 0 2400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 67 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.08 -0.25 43.06 0| 0 0 0 2600 2.83 -0.32 42.13 0| 0 3 0 2800 3.68 -0.39 40.87 0| 0 0 0 3000 4.67 -0.46 39.63 0| 0 0 0 3200 5.84 -0.54 38.81 0| 0 0 0 3400 7.11 -0.61 37.68 0| 0 0 0 3600 10.13 -0.74 37.01 0| 0 0 0 4000 13.49 -0.83 35.90 0| 0 0 0 4400 Total 0| 0 33 0 Indicative a-t-m Vol 40.47 Underlying Price 31.300 Time to expiry: 358 Days Dec 10 0.25 -0.03 60.00 0| 0 416 0 1200 0.38 -0.04 56.31 0| 0 0 0 1400 0.56 -0.06 53.22 0| 0 0 0 1600 0.80 -0.09 50.59 0| 0 3,000 0 1800 1.12 -0.12 48.35 0| 0 42 0 2000 1.53 -0.16 46.43 0| 0 400 0 2200 2.05 -0.21 44.80 0| 0 0 0 2400 3.41 -0.32 41.90 0| 0 0 0 2800 4.36 -0.38 41.17 0| 0 0 0 3000 5.37 -0.45 40.10 0| 0 0 0 3200 6.50 -0.51 39.07 0| 0 0 0 3400 7.79 -0.58 38.60 0| 0 0 0 3600 10.68 -0.69 37.39 0| 0 0 0 4000 13.91 -0.78 36.57 0| 0 0 0 4400 17.43 -0.85 36.00 0| 0 0 0 4800 Total 0| 0 3,858 0 Indicative a-t-m Vol 41.08 Underlying Price 31.300 Time to expiry: 540 Days Jun 11 0.90 -0.08 50.20 0| 0 0 0 1600 1.77 -0.14 47.62 0| 0 0 0 2000 2.30 -0.18 46.29 0| 0 0 0 2200 2.94 -0.22 44.98 0| 0 0 0 2400 4.49 -0.32 42.61 0| 0 0 0 2800 5.43 -0.37 41.72 0| 0 0 0 3000 6.47 -0.42 40.73 0| 0 0 0 3200 11.58 -0.62 38.19 0| 0 0 0 4000 18.01 -0.77 37.07 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 41.01 Underlying Price 31.300 Time to expiry: 722 Days Dec 11 2.41 -0.16 48.38 0| 0 0 0 2000 3.56 -0.23 44.55 0| 0 0 0 2400 7.20 -0.40 40.67 0| 0 0 0 3200 12.14 -0.58 37.69 0| 0 0 0 4000 18.46 -0.72 37.10 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 70 13,709 +70 Grand Total 0| 570 30,085 -430 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Arcelor Mittal European (MI3) Indicative a-t-m Vol 37.86 Underlying Price 31.300 Time to expiry: 85 Days Mar 10 19.19 1.00 65.00 0| 0 0 0 1200 18.20 1.00 63.83 0| 0 0 0 1300 17.20 1.00 62.33 0| 0 0 0 1400 16.21 1.00 60.68 0| 0 0 0 1500 15.22 0.99 58.95 0| 0 0 0 1600 14.23 0.99 57.20 0| 0 0 0 1700 13.25 0.99 55.45 0| 0 5 0 1800 12.27 0.98 53.74 0| 0 0 0 1900 11.30 0.97 52.09 0| 0 20 0 2000 10.34 0.96 50.50 0| 0 0 0 2100 9.40 0.94 48.98 0| 0 0 0 2200 8.47 0.93 47.54 0| 0 0 0 2300 7.60 0.90 47.15 0| 0 14 0 2400 5.88 0.83 44.30 0| 0 200 0 2600 4.31 0.74 41.27 0| 0 295 0 2800 3.62 0.68 40.34 0| 0 0 0 2900 2.97 0.62 39.25 0| 0 70 0 3000 2.40 0.55 38.14 0| 0 0 0 3100 1.91 0.48 37.21 0| 0 460 0 3200 1.22 0.35 37.21 0| 0 0 0 3400 0.70 0.24 36.41 0| 0 0 0 3600 0.39 0.15 35.93 0| 0 0 0 3800 0.21 0.09 35.91 0| 0 1,080 0 4000 0.05 0.02 34.72 0| 0 0 0 4400 0.01 0.01 35.20 0| 0 10 0 4800 0.01 0.00 38.04 0| 0 0 0 5600 0.01 0.00 40.00 0| 0 15 0 6000 Total 0| 0 2,169 0 Indicative a-t-m Vol 40.02 Underlying Price 31.300 Time to expiry: 267 Days Sep 10 19.20 0.98 65.54 0| 0 0 0 1200 17.31 0.96 60.97 0| 0 0 0 1400 15.46 0.95 56.97 0| 0 0 0 1600 13.65 0.92 53.51 0| 0 0 0 1800 11.91 0.89 50.51 0| 0 8 0 2000 10.26 0.85 47.99 0| 0 18 0 2200 9.47 0.83 46.84 0| 0 0 0 2300 8.67 0.81 45.36 0| 0 0 0 2400 7.29 0.75 44.07 0| 0 0 0 2600 5.96 0.68 42.09 0| 0 414 0 2800 4.82 0.61 40.80 0| 0 300 0 3000 3.83 0.54 39.60 0| 0 100 0 3200 3.01 0.46 38.73 0| 0 0 0 3400 2.28 0.39 37.56 0| 0 0 0 3600 1.34 0.26 36.87 0| 0 1,060 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.74 0.17 35.92 0| 0 0 0 4400 0.42 0.10 35.79 0| 0 5 0 4800 Total 0| 0 1,905 0 Indicative a-t-m Vol 40.57 Underlying Price 31.300 Time to expiry: 449 Days Mar 11 19.12 0.97 54.00 0| 0 0 0 1200 17.37 0.95 53.33 0| 0 0 0 1400 15.69 0.93 52.03 0| 0 0 0 1600 14.06 0.90 50.45 0| 0 0 0 1800 12.49 0.86 48.67 0| 0 0 0 2000 11.02 0.82 47.13 0| 0 0 0 2200 9.64 0.78 45.55 0| 0 0 0 2400 7.20 0.68 43.19 0| 0 0 0 2800 5.08 0.57 40.02 0| 0 100 0 3200 2.39 0.35 37.23 0| 0 0 0 4000 1.05 0.19 35.68 0| 0 0 0 4800 Total 0| 0 100 0 Indicative a-t-m Vol 39.96 Underlying Price 31.300 Time to expiry: 631 Days Sep 11 16.14 0.91 50.82 0| 0 0 0 1600 12.89 0.86 44.71 0| 0 0 0 2000 11.46 0.82 43.28 0| 0 0 0 2200 10.18 0.78 42.41 0| 0 0 0 2400 7.91 0.69 40.77 0| 0 0 0 2800 6.10 0.59 39.79 0| 0 0 0 3200 3.31 0.40 37.12 0| 0 0 0 4000 1.41 0.22 32.99 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 4,174 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 70 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Arcelor Mittal European (MI3) Indicative a-t-m Vol 37.86 Underlying Price 31.300 Time to expiry: 85 Days Mar 10 0.01 0.00 65.00 0| 0 0 0 1200 0.01 0.00 63.83 0| 0 0 0 1300 0.01 0.00 62.33 0| 0 0 0 1400 0.01 0.00 60.68 0| 0 10 0 1500 0.02 -0.01 58.95 0| 0 100 0 1600 0.03 -0.01 57.20 0| 0 0 0 1700 0.05 -0.01 55.45 0| 0 45 0 1800 0.07 -0.02 53.74 0| 0 0 0 1900 0.10 -0.03 52.09 0| 0 300 0 2000 0.14 -0.04 50.50 0| 0 100 0 2100 0.19 -0.06 48.98 0| 0 0 0 2200 0.27 -0.07 47.54 0| 0 0 0 2300 0.39 -0.10 47.15 0| 0 330 0 2400 0.67 -0.17 44.30 0| 0 61 0 2600 1.09 -0.26 41.27 0| 0 125 -75 2800 1.40 -0.32 40.34 0| 460 460 +460 2900 1.75 -0.38 39.25 0| 0 100 0 3000 2.18 -0.45 38.14 0| 0 0 0 3100 2.68 -0.52 37.21 0| 0 260 0 3200 3.99 -0.65 37.21 0| 0 0 0 3400 5.47 -0.76 36.41 0| 0 30 0 3600 7.16 -0.85 35.93 0| 0 0 0 3800 8.98 -0.91 35.91 0| 0 20 0 4000 12.80 -0.98 34.72 0| 0 0 0 4400 16.76 -0.99 35.20 0| 0 0 0 4800 24.74 -1.00 38.04 0| 0 0 0 5600 28.73 -1.00 40.00 0| 0 0 0 6000 Total 0| 460 1,941 +385 Indicative a-t-m Vol 40.02 Underlying Price 31.300 Time to expiry: 267 Days Sep 10 0.19 -0.02 65.54 0| 0 0 0 1200 0.29 -0.04 60.97 0| 0 18 0 1400 0.42 -0.05 56.97 0| 0 0 0 1600 0.59 -0.08 53.51 0| 0 0 0 1800 0.83 -0.11 50.51 0| 0 26 0 2000 1.16 -0.15 47.99 0| 0 240 0 2200 1.37 -0.17 46.84 0| 0 1 0 2300 1.56 -0.19 45.36 0| 0 0 0 2400 2.16 -0.25 44.07 0| 0 10 0 2600 2.82 -0.32 42.09 0| 100 180 0 2800 3.67 -0.39 40.80 0| 0 0 0 3000 4.66 -0.46 39.60 0| 0 0 0 3200 5.82 -0.54 38.73 0| 0 0 0 3400 7.08 -0.61 37.56 0| 0 115 0 3600 10.10 -0.74 36.87 0| 0 0 0 4000 13.47 -0.83 35.92 0| 0 610 0 4400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 71 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.11 -0.90 35.79 0| 0 0 0 4800 Total 0| 100 1,200 0 Indicative a-t-m Vol 40.57 Underlying Price 31.300 Time to expiry: 449 Days Mar 11 0.26 -0.03 54.00 0| 0 0 0 1200 0.48 -0.05 53.33 0| 0 0 0 1400 0.76 -0.07 52.03 0| 0 0 0 1600 1.10 -0.10 50.45 0| 0 0 0 1800 1.49 -0.14 48.67 0| 0 0 0 2000 2.00 -0.18 47.13 0| 0 0 0 2200 2.59 -0.22 45.55 0| 0 0 0 2400 4.08 -0.32 43.19 0| 0 18 0 2800 5.89 -0.43 40.02 0| 0 0 0 3200 11.06 -0.65 37.23 0| 0 0 0 4000 17.58 -0.81 35.68 0| 0 0 0 4800 Total 0| 0 18 0 Indicative a-t-m Vol 41.02 Underlying Price 31.300 Time to expiry: 631 Days Sep 11 1.36 -0.09 53.81 0| 0 0 0 1600 2.02 -0.15 47.25 0| 0 0 0 2000 2.56 -0.18 45.64 0| 0 0 0 2200 3.18 -0.22 44.29 0| 0 0 0 2400 4.92 -0.31 43.11 0| 0 0 0 2800 6.78 -0.41 40.58 0| 0 0 0 3200 11.99 -0.58 39.29 0| 0 0 0 4000 18.01 -0.73 36.94 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 560 3,159 +385 Grand Total 0| 560 7,333 +385 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Atos Origin (100) (AT1) Indicative a-t-m Vol 36.58 Underlying Price 31.530 Time to expiry: 85 Days Mar 10 19.55 1.00 60.20 0| 0 0 0 1200 17.55 1.00 54.27 0| 0 0 0 1400 15.56 1.00 49.78 0| 0 0 0 1600 13.57 1.00 46.33 0| 0 0 0 1800 12.58 0.99 44.90 0| 0 0 0 1900 11.59 0.99 43.64 0| 0 0 0 2000 10.61 0.98 42.53 0| 0 0 0 2100 9.64 0.97 41.55 0| 0 0 0 2200 8.69 0.96 40.69 0| 0 0 0 2300 7.75 0.94 39.92 0| 0 1 0 2400 5.99 0.87 38.66 0| 0 0 0 2600 4.41 0.77 37.65 0| 0 6 0 2800 3.08 0.65 36.99 0| 0 0 0 3000 2.53 0.58 36.71 0| 0 0 0 3100 2.04 0.51 36.47 0| 0 0 0 3200 1.63 0.44 36.29 0| 0 0 0 3300 1.27 0.37 35.89 0| 0 0 0 3400 0.76 0.25 35.73 0| 0 81 0 3600 0.45 0.16 35.87 0| 0 2 0 3800 0.25 0.10 35.90 0| 0 0 0 4000 0.07 0.04 36.22 0| 0 0 0 4400 0.02 0.01 36.82 0| 0 0 0 4800 0.01 0.00 38.60 0| 0 0 0 5600 Total 0| 0 90 0 Indicative a-t-m Vol 40.82 Underlying Price 31.530 Time to expiry: 176 Days Jun 10 15.70 0.98 52.37 0| 0 0 0 1600 13.79 0.97 49.76 0| 0 0 0 1800 11.94 0.94 47.83 0| 0 0 0 2000 10.18 0.90 46.17 0| 0 0 0 2200 9.32 0.88 45.40 0| 0 0 0 2300 8.52 0.85 44.72 0| 0 0 0 2400 6.99 0.79 43.47 0| 0 0 0 2600 5.61 0.72 42.38 0| 0 0 0 2800 4.42 0.63 41.44 0| 0 0 0 3000 3.42 0.54 40.63 0| 0 0 0 3200 2.58 0.46 39.93 0| 0 0 0 3400 1.92 0.37 39.33 0| 0 0 0 3600 1.40 0.30 38.82 0| 0 0 0 3800 1.00 0.23 38.39 0| 0 0 0 4000 0.49 0.13 37.73 0| 0 0 0 4400 0.23 0.07 37.30 0| 0 0 0 4800 0.09 0.03 40.60 0| 0 0 0 5600 Total 0| 0 0 0 Indicative a-t-m Vol 38.76 Underlying Price 31.530 Time to expiry: 267 Days Sep 10 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 73 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.42 0.90 49.31 0| 0 0 0 2000 10.64 0.87 45.30 0| 0 0 0 2200 9.09 0.83 44.04 0| 0 0 0 2400 7.54 0.77 41.45 0| 0 0 0 2600 6.22 0.71 40.37 0| 0 0 0 2800 4.97 0.63 38.50 0| 0 2 0 3000 4.08 0.56 38.84 0| 0 0 0 3200 3.25 0.48 38.40 0| 0 0 0 3400 2.57 0.41 38.09 0| 0 0 0 3600 2.03 0.35 37.86 0| 0 0 0 3800 1.59 0.29 37.67 0| 0 0 0 4000 0.95 0.20 37.34 0| 0 0 0 4400 0.55 0.13 36.88 0| 0 0 0 4800 0.28 0.07 39.73 0| 0 0 0 5600 Total 0| 0 2 0 Indicative a-t-m Vol 38.76 Underlying Price 31.530 Time to expiry: 358 Days Dec 10 12.86 0.89 49.31 0| 0 0 0 2000 11.11 0.85 45.30 0| 0 0 0 2200 9.64 0.81 44.04 0| 0 0 0 2400 6.88 0.70 40.37 0| 0 0 0 2800 5.64 0.64 38.50 0| 0 0 0 3000 4.78 0.57 38.84 0| 0 0 0 3200 3.92 0.51 38.19 0| 0 0 0 3400 3.26 0.45 38.09 0| 0 0 0 3600 2.19 0.34 37.67 0| 0 0 0 4000 1.45 0.25 37.34 0| 0 0 0 4400 Total 0| 0 0 0 Total Calls 0| 0 92 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Atos Origin (100) (AT1) Indicative a-t-m Vol 36.58 Underlying Price 31.530 Time to expiry: 85 Days Mar 10 0.01 0.00 60.20 0| 0 0 0 1200 0.01 0.00 54.27 0| 0 0 0 1400 0.01 0.00 49.78 0| 0 0 0 1600 0.01 0.00 46.33 0| 0 0 0 1800 0.02 -0.01 44.90 0| 0 0 0 1900 0.03 -0.01 43.64 0| 0 0 0 2000 0.05 -0.02 42.53 0| 0 0 0 2100 0.08 -0.03 41.55 0| 0 4 0 2200 0.12 -0.04 40.69 0| 0 0 0 2300 0.19 -0.06 39.92 0| 0 3 0 2400 0.41 -0.13 38.66 0| 0 2 0 2600 0.83 -0.23 37.65 0| 0 0 0 2800 1.50 -0.35 36.99 0| 0 0 0 3000 1.95 -0.42 36.71 0| 0 0 0 3100 2.46 -0.49 36.47 0| 0 0 0 3200 3.05 -0.56 36.29 0| 0 0 0 3300 3.69 -0.63 35.89 0| 0 101 0 3400 5.18 -0.75 35.73 0| 0 0 0 3600 6.87 -0.84 35.87 0| 0 0 0 3800 8.67 -0.90 35.90 0| 0 0 0 4000 12.51 -0.97 36.22 0| 0 0 0 4400 16.47 -1.00 36.82 0| 0 0 0 4800 24.47 -1.00 38.60 0| 0 0 0 5600 Total 0| 0 110 0 Indicative a-t-m Vol 40.82 Underlying Price 31.530 Time to expiry: 176 Days Jun 10 0.09 -0.02 52.37 0| 0 0 0 1600 0.17 -0.03 49.76 0| 0 0 0 1800 0.31 -0.06 47.83 0| 0 0 0 2000 0.54 -0.10 46.17 0| 0 0 0 2200 0.68 -0.12 45.40 0| 0 3 0 2300 0.87 -0.15 44.72 0| 0 0 0 2400 1.33 -0.21 43.47 0| 0 0 0 2600 1.95 -0.29 42.38 0| 0 0 0 2800 2.75 -0.37 41.44 0| 0 0 0 3000 3.74 -0.46 40.63 0| 0 0 0 3200 4.90 -0.55 39.93 0| 0 2 0 3400 6.23 -0.63 39.33 0| 0 0 0 3600 7.71 -0.71 38.82 0| 0 0 0 3800 9.32 -0.78 38.39 0| 0 0 0 4000 12.82 -0.88 37.73 0| 0 0 0 4400 16.58 -0.94 37.30 0| 0 0 0 4800 24.48 -0.99 40.60 0| 0 0 0 5600 Total 0| 0 5 0 Indicative a-t-m Vol 38.76 Underlying Price 31.530 Time to expiry: 267 Days Sep 10 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.72 -0.10 49.31 0| 0 0 0 2000 0.93 -0.13 45.30 0| 0 0 0 2200 1.36 -0.18 44.04 0| 0 500 0 2400 1.80 -0.23 41.45 0| 0 0 0 2600 2.48 -0.30 40.37 0| 0 0 0 2800 3.21 -0.37 38.50 0| 0 0 0 3000 4.31 -0.44 38.84 0| 0 0 0 3200 5.48 -0.52 38.40 0| 0 0 0 3400 6.79 -0.59 38.09 0| 0 0 0 3600 8.24 -0.66 37.86 0| 0 0 0 3800 9.80 -0.72 37.67 0| 0 0 0 4000 13.17 -0.82 37.34 0| 0 0 0 4400 16.78 -0.89 36.88 0| 0 0 0 4800 24.55 -0.95 39.73 0| 0 0 0 5600 Total 0| 0 500 0 Indicative a-t-m Vol 38.76 Underlying Price 31.530 Time to expiry: 358 Days Dec 10 1.09 -0.12 49.31 0| 0 0 0 2000 1.32 -0.15 45.30 0| 0 0 0 2200 1.83 -0.19 44.04 0| 0 0 0 2400 3.03 -0.30 40.37 0| 0 0 0 2800 3.78 -0.36 38.50 0| 0 0 0 3000 4.90 -0.43 38.84 0| 0 0 0 3200 6.02 -0.50 38.19 0| 0 0 0 3400 7.36 -0.56 38.09 0| 0 0 0 3600 10.27 -0.67 37.67 0| 0 0 0 4000 13.54 -0.77 37.34 0| 0 0 0 4400 Total 0| 0 0 0 Total Puts 0| 0 615 0 Grand Total 0| 0 707 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Axa (100) (CS1) Indicative a-t-m Vol 27.38 Underlying Price 16.640 Time to expiry: 22 Days Jan 10 4.64 1.00 42.00 0| 0 0 0 1200 3.95 1.00 40.03 0| 0 0 0 1270 2.97 0.98 37.94 0| 0 0 0 1368 2.02 0.94 33.05 0| 0 0 0 1466 1.71 0.90 32.77 0| 0 0 0 1500 1.16 0.80 30.85 0| 0 67 0 1563 0.80 0.68 30.18 0| 0 899 0 1612 0.47 0.53 27.39 0| 0 3,442 0 1661 0.27 0.36 27.17 0| 100 374 -50 1710 0.15 0.23 27.98 0| 0 5,110 0 1759 0.08 0.13 28.54 0| 0 488 0 1808 0.03 0.06 27.64 0| 0 208 0 1856 0.01 0.03 27.48 0| 0 4,000 0 1905 0.01 0.01 27.43 0| 0 55 0 1954 0.01 0.00 27.64 0| 0 155 0 2052 0.01 0.00 30.17 0| 0 0 0 2150 0.01 0.00 31.00 0| 0 0 0 2247 Total 0| 100 14,798 -50 Indicative a-t-m Vol 34.69 Underlying Price 16.640 Time to expiry: 57 Days Feb 10 4.71 0.96 49.91 0| 0 0 0 1200 3.75 0.93 45.23 0| 0 0 0 1300 2.85 0.87 41.64 0| 0 0 0 1400 2.01 0.78 38.43 0| 0 0 0 1500 1.63 0.71 37.03 0| 0 0 0 1550 1.30 0.64 36.11 0| 0 50 0 1600 1.00 0.55 34.85 0| 0 57 0 1650 0.75 0.47 34.29 0| 3 103 +3 1700 0.56 0.38 33.95 0| 0 940 0 1750 0.41 0.31 33.93 0| 2,000 7,500 +2,000 1800 0.21 0.18 33.84 0| 0 256 0 1900 0.10 0.10 34.04 0| 0 0 0 2000 Total 0| 2,003 8,906 +2,003 Indicative a-t-m Vol 34.87 Underlying Price 16.640 Time to expiry: 85 Days Mar 10 10.40 1.00 60.00 0| 0 0 0 625 9.62 1.00 56.44 0| 0 0 0 703 8.83 1.00 53.54 0| 0 0 0 782 8.45 1.00 52.23 0| 0 0 0 821 8.06 1.00 51.00 0| 0 0 0 860 7.67 1.00 49.83 0| 0 0 0 899 7.28 0.99 48.73 0| 0 0 0 938 6.89 1.00 44.59 0| 0 0 0 977 5.94 0.98 46.03 0| 0 0 0 1075 5.01 0.96 45.10 0| 0 1 0 1172 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.09 0.92 42.67 0| 0 5,100 0 1270 3.23 0.87 40.60 0| 0 549 0 1368 2.44 0.78 38.71 0| 0 4,038 0 1466 1.72 0.68 36.20 0| 0 23,198 -200 1563 1.15 0.54 34.89 0| 0 12,114 0 1661 0.73 0.40 34.08 0| 0 19,812 0 1759 0.41 0.43 0.28 33.38 0.41 0.41 28| 0 13,907 0 1856 0.25 0.18 33.25 0| 0 4,820 0 1954 0.14 0.11 33.08 0| 0 55 0 2052 0.07 0.06 33.01 0| 0 207 0 2150 0.01 0.01 31.16 0| 0 127 0 2345 0.01 0.00 30.00 0| 0 0 0 2736 Total 28| 0 83,928 -200 Indicative a-t-m Vol 36.78 Underlying Price 16.640 Time to expiry: 176 Days Jun 10 12.74 1.00 62.00 0| 0 0 0 391 11.97 1.00 57.09 0| 0 0 0 469 11.19 1.00 53.87 0| 0 0 0 547 10.80 1.00 52.52 0| 0 0 0 586 10.41 1.00 51.31 0| 0 0 0 625 9.64 1.00 49.22 0| 0 0 0 703 8.85 1.00 47.45 0| 0 393 0 782 8.07 1.00 37.07 0| 0 615 0 860 7.31 0.99 43.53 0| 0 0 0 938 6.95 0.98 47.59 0| 0 17 0 977 6.03 0.95 46.30 0| 0 0 0 1075 5.15 0.92 44.99 0| 0 0 0 1172 4.30 0.87 42.93 0| 0 0 0 1270 3.51 0.81 41.39 0| 0 258 0 1368 2.78 0.74 39.59 0| 0 121 0 1466 2.15 0.65 38.11 0| 10 5,197 0 1563 1.61 0.55 36.82 0| 26 28 +26 1661 1.15 0.45 35.47 0| 0 4,327 0 1759 0.76 0.82 0.36 34.92 0.76 0.76 28| 0 4,496 0 1856 0.52 0.58 0.28 34.54 0.52 0.52 65| 64 9,699 0 1954 0.40 0.21 34.28 0| 0 475 0 2052 0.27 0.15 34.13 0| 0 422 0 2150 0.12 0.08 33.93 0| 0 933 0 2345 0.02 0.01 32.62 0| 0 38,000 0 2736 0.01 0.00 33.00 0| 0 0 0 3127 Total 93| 100 64,981 +26 Indicative a-t-m Vol 37.02 Underlying Price 16.640 Time to expiry: 267 Days Sep 10 6.98 0.97 44.98 0| 0 0 0 977 5.27 0.89 43.61 0| 0 84 0 1172 3.76 0.78 41.43 0| 0 214 0 1368 3.09 0.71 40.01 0| 0 246 0 1466 2.49 0.63 38.42 0| 10 0 -10 1563 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.96 0.55 37.05 0| 0 43 0 1661 1.52 0.47 36.02 0| 0 3,100 0 1759 1.17 0.40 35.23 0| 0 75 0 1856 0.88 0.33 34.56 0| 0 153 0 1954 0.65 0.26 34.01 0| 0 230 0 2052 0.49 0.21 33.67 0| 0 0 0 2150 0.26 0.13 32.83 0| 0 163 0 2345 0.09 0.05 34.06 0| 0 0 0 2736 Total 0| 10 4,308 -10 Indicative a-t-m Vol 37.91 Underlying Price 16.640 Time to expiry: 358 Days Dec 10 12.75 1.00 65.00 0| 0 0 0 391 11.97 1.00 58.90 0| 0 0 0 469 11.20 1.00 55.46 0| 0 0 0 547 10.81 1.00 54.02 0| 0 0 0 586 10.42 1.00 52.71 0| 0 0 0 625 9.64 1.00 42.75 0| 0 0 0 703 8.88 0.99 46.63 0| 0 10 0 782 8.15 0.97 48.51 0| 0 0 0 860 7.47 7.45 0.95 47.95 7.58 7.38 110| 0 0 0 938 7.10 0.94 47.15 0| 0 130 0 977 6.31 6.25 0.90 45.66 6.31 6.29 30| 0 2,630 0 1075 5.37 5.46 0.86 44.18 5.37 5.37 50| 0 1,161 0 1172 4.04 0.75 41.66 0| 0 11,200 0 1368 2.85 0.63 38.99 0| 0 28,406 0 1563 1.90 0.50 36.90 0| 6 11,573 +6 1759 1.21 0.37 35.13 0| 0 18,570 0 1954 0.75 0.26 34.08 0| 0 6,469 0 2150 0.44 0.18 33.03 0| 0 1,125 0 2345 0.16 0.08 32.40 0| 0 54,880 0 2736 0.06 0.03 32.17 0| 0 605 0 3127 0.02 0.01 31.28 0| 0 25 0 3517 0.01 0.00 32.00 0| 0 25 0 3908 Total 190| 6 136,809 +6 Indicative a-t-m Vol 41.09 Underlying Price 16.640 Time to expiry: 540 Days Jun 11 12.76 1.00 81.11 0| 0 0 0 391 12.04 0.99 81.59 0| 0 0 0 469 11.25 0.99 68.31 0| 0 0 0 547 10.93 0.97 71.56 0| 0 0 0 586 9.76 0.97 58.62 0| 0 0 0 703 9.10 0.94 59.46 0| 0 0 0 782 8.40 0.93 55.56 0| 0 0 0 860 7.69 0.91 51.78 0| 0 0 0 938 7.63 0.88 57.97 0| 0 0 0 977 6.01 0.82 49.65 0| 0 0 0 1172 4.63 0.74 44.91 0| 0 0 0 1368 3.50 0.64 42.06 0| 0 0 0 1563 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.60 0.54 40.18 0| 0 1,002 0 1759 1.90 0.45 38.80 0| 0 0 0 1954 1.36 0.36 37.63 0| 0 0 0 2150 0.95 0.28 36.52 0| 0 2,984 0 2345 0.13 0.06 31.15 0| 0 0 0 3127 Total 0| 0 3,986 0 Indicative a-t-m Vol 42.45 Underlying Price 16.640 Time to expiry: 722 Days Dec 11 12.05 0.98 74.75 0| 0 0 0 469 11.04 0.96 71.79 0| 0 0 0 586 9.94 0.94 62.06 0| 0 0 0 703 9.31 0.92 60.38 0| 0 0 0 782 8.66 0.90 57.40 0| 0 0 0 860 8.06 0.88 55.17 0| 0 0 0 938 7.69 0.87 52.44 0| 0 0 0 977 6.30 0.81 48.40 0| 0 7,000 0 1172 5.10 0.73 45.76 0| 0 0 0 1368 4.13 0.66 44.21 0| 0 4,750 0 1563 3.12 0.57 40.79 0| 0 41,500 0 1759 2.60 0.50 41.46 0| 0 1,000 0 1954 1.97 0.42 39.54 0| 0 2,500 0 2150 1.57 0.35 39.19 0| 0 0 0 2345 0.96 0.24 38.25 0| 0 0 0 2736 0.55 0.16 36.86 0| 0 0 0 3127 Total 0| 0 56,750 0 Indicative a-t-m Vol 40.09 Underlying Price 16.640 Time to expiry: 904 Days Jun 12 9.36 0.91 63.43 0| 0 0 0 800 6.41 0.81 47.33 0| 0 0 0 1172 5.14 0.74 43.27 0| 0 0 0 1368 4.23 0.66 42.21 0| 0 0 0 1563 3.16 0.57 38.09 0| 0 0 0 1759 2.68 0.51 39.11 0| 0 0 0 1954 1.58 0.36 36.20 0| 0 0 0 2345 0.60 0.17 34.60 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 36.30 Underlying Price 16.640 Time to expiry: 1093 Days Dec 12 9.37 0.91 59.00 0| 0 0 0 800 6.55 0.81 45.51 0| 0 0 0 1172 4.74 0.70 39.92 0| 0 0 0 1466 4.23 0.66 38.49 0| 0 3,500 0 1563 3.66 0.62 36.31 0| 0 2,001 0 1661 2.68 0.51 35.55 0| 1 4,002 +1 1954 1.98 0.42 33.20 0| 0 10,000 0 2150 1.59 0.36 32.84 0| 0 9 0 2345 0.78 0.20 33.71 0| 0 0 0 3127 Total 0| 1 19,512 +1 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 80 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 40.64 Underlying Price 16.640 Time to expiry: 1457 Days Dec 13 9.65 0.90 63.94 0| 0 0 0 800 6.75 0.80 47.38 0| 0 0 0 1200 4.70 0.67 41.23 0| 0 0 0 1600 3.17 0.54 37.55 0| 0 0 0 2000 2.11 0.41 35.02 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 42.41 Underlying Price 16.640 Time to expiry: 1821 Days Dec 14 9.66 0.91 65.71 0| 0 0 0 800 6.98 0.81 49.15 0| 0 0 0 1200 5.06 0.69 43.00 0| 0 0 0 1600 3.64 0.57 39.32 0| 0 0 0 2000 2.59 0.46 36.79 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 311| 2,220 393,978 +1,776 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Axa (100) (CS1) Indicative a-t-m Vol 28.08 Underlying Price 16.640 Time to expiry: 22 Days Jan 10 0.01 0.00 42.00 0| 0 0 0 1200 0.01 0.00 41.07 0| 0 0 0 1270 0.01 -0.01 35.68 0| 0 1,000 0 1368 0.06 -0.08 37.48 0| 0 565 0 1466 0.06 -0.09 32.59 0| 0 800 0 1500 0.14 -0.20 30.71 0| 0 4,215 0 1563 0.30 0.26 -0.32 28.97 0.30 0.30 4| 0 4,415 0 1612 0.45 -0.47 28.06 0| 0 66 0 1661 0.74 -0.64 28.31 0| 0 655 0 1710 1.09 -0.78 27.80 0| 0 486 0 1759 1.51 -0.87 28.06 0| 0 0 0 1808 1.98 -0.90 32.49 0| 0 2,600 0 1856 2.43 -0.95 32.29 0| 0 0 0 1905 2.91 -0.98 32.39 0| 0 3 0 1954 3.88 -1.00 32.29 0| 0 0 0 2052 4.86 -1.00 33.39 0| 0 0 0 2150 5.83 -1.00 31.00 0| 0 0 0 2247 Total 4| 0 14,805 0 Indicative a-t-m Vol 35.16 Underlying Price 16.640 Time to expiry: 57 Days Feb 10 0.06 -0.04 51.23 0| 0 0 0 1200 0.12 -0.08 46.71 0| 0 171 0 1300 0.19 -0.13 41.30 0| 0 229 0 1400 0.38 0.36 -0.22 38.50 0.38 0.38 5| 0 7,262 0 1500 0.49 -0.29 37.32 0| 0 530 0 1550 0.65 -0.36 36.19 0| 0 515 0 1600 0.87 0.86 -0.45 35.31 0.87 0.87 30| 0 440 0 1650 1.11 -0.53 34.76 0| 0 100 0 1700 1.42 -0.62 34.46 0| 0 0 0 1750 1.77 -0.69 34.49 0| 0 0 0 1800 2.56 -0.82 34.26 0| 0 0 0 1900 3.46 -0.90 34.91 0| 0 40 0 2000 Total 35| 0 9,287 0 Indicative a-t-m Vol 35.45 Underlying Price 16.640 Time to expiry: 85 Days Mar 10 0.01 0.00 60.00 0| 0 250 0 625 0.01 0.00 59.23 0| 0 210 0 703 0.01 0.00 57.47 0| 0 20 0 782 0.01 0.00 56.47 0| 0 10 0 821 0.01 0.00 55.42 0| 0 80 0 860 0.01 -0.01 54.34 0| 0 137 0 899 0.01 -0.01 53.25 0| 0 380 0 938 0.02 -0.01 52.15 0| 0 500 0 977 0.05 -0.03 51.28 0| 0 110 0 1075 0.09 -0.05 47.65 0| 0 685 0 1172 0.16 -0.09 44.64 0| 0 7,768 0 1270 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.26 -0.14 41.64 0| 0 6,591 0 1368 0.45 -0.22 39.41 0| 0 6,413 0 1466 0.72 -0.33 37.30 0| 0 25,804 0 1563 1.11 -0.46 35.47 0| 0 9,736 0 1661 1.67 -0.59 34.68 0| 0 14,295 0 1759 2.36 -0.71 34.46 0| 0 2,213 0 1856 3.16 -0.81 34.87 0| 0 102 0 1954 4.00 -0.89 33.48 0| 0 2 0 2052 4.92 -0.93 33.98 0| 0 0 0 2150 6.83 -0.98 36.09 0| 0 0 0 2345 10.72 -1.00 30.00 0| 0 0 0 2736 Total 0| 0 75,306 0 Indicative a-t-m Vol 37.87 Underlying Price 16.640 Time to expiry: 176 Days Jun 10 0.01 0.00 62.00 0| 0 60 0 391 0.01 0.00 64.07 0| 0 60 0 469 0.01 0.00 63.63 0| 0 80 0 547 0.01 -0.01 62.98 0| 0 230 0 586 0.02 -0.01 62.16 0| 0 0 0 625 0.04 -0.01 60.19 0| 0 0 0 703 0.07 -0.02 59.90 0| 0 420 0 782 0.10 -0.03 56.84 0| 0 130 0 860 0.14 -0.05 53.73 0| 0 0 0 938 0.16 -0.06 52.40 0| 0 340 0 977 0.24 -0.08 48.93 0| 0 158 0 1075 0.35 -0.12 46.46 0| 0 12,020 0 1172 0.52 -0.17 44.42 0| 0 545 0 1270 0.75 0.75 -0.23 42.55 0.75 0.75 2| 15 8,513 +10 1368 1.04 -0.30 40.57 0| 0 8,883 0 1466 1.42 -0.39 39.35 0| 0 3,558 0 1563 1.89 -0.48 37.90 0| 0 9,286 0 1661 2.45 -0.57 36.96 0| 0 3,770 0 1759 3.10 -0.65 36.22 0| 0 53 0 1856 3.84 -0.73 35.94 0| 0 200 0 1954 4.66 -0.79 36.20 0| 0 10 0 2052 5.51 -0.84 36.12 0| 0 97 0 2150 7.32 -0.90 37.31 0| 0 31 0 2345 11.06 -0.98 33.83 0| 0 0 0 2736 14.93 -1.00 33.00 0| 0 0 0 3127 Total 2| 15 48,444 +10 Indicative a-t-m Vol 38.41 Underlying Price 16.640 Time to expiry: 267 Days Sep 10 0.29 -0.08 49.63 0| 0 28 0 977 0.59 -0.15 45.94 0| 0 20 0 1172 1.11 1.08 -0.25 42.45 1.12 1.11 20| 0 105 0 1368 1.41 -0.31 40.94 0| 0 162 0 1466 1.81 -0.38 39.63 0| 0 100 0 1563 2.30 2.28 -0.46 38.44 2.30 2.30 27| 0 300 0 1661 2.83 -0.53 37.52 0| 0 530 0 1759 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.46 -0.60 36.87 0| 0 121 0 1856 4.14 -0.67 36.23 0| 0 74 0 1954 4.91 -0.73 35.91 0| 0 0 0 2052 5.72 -0.78 35.78 0| 0 0 0 2150 7.44 -0.85 35.92 0| 0 0 0 2345 11.09 -0.96 33.00 0| 0 0 0 2736 Total 47| 0 1,440 0 Indicative a-t-m Vol 39.27 Underlying Price 16.640 Time to expiry: 358 Days Dec 10 0.02 -0.01 65.00 0| 0 0 0 391 0.04 -0.01 62.24 0| 0 10 0 469 0.07 -0.02 59.82 0| 0 0 0 547 0.08 -0.02 58.66 0| 0 205 0 586 0.09 -0.02 56.32 0| 0 0 0 625 0.15 -0.03 55.03 0| 0 100 0 703 0.22 -0.05 53.88 0| 0 3,500 0 782 0.30 -0.07 52.15 0| 0 30 0 860 0.41 -0.09 50.69 0| 0 0 0 938 0.45 -0.10 49.36 0| 0 0 0 977 0.65 0.62 -0.13 47.54 0.65 0.65 1| 0 2,810 0 1075 0.82 -0.17 45.80 0| 0 3,376 0 1172 1.38 -0.26 42.97 0| 0 5,863 0 1368 2.16 -0.38 40.40 0| 0 4,009 0 1563 3.17 -0.50 38.21 0| 1 5,744 +1 1759 4.44 -0.62 36.83 0| 0 3,568 0 1954 5.93 -0.73 36.02 0| 0 1,051 0 2150 7.59 -0.81 35.63 0| 0 86 0 2345 11.14 -0.93 33.50 0| 0 25 0 2736 14.94 -0.98 32.60 0| 0 0 0 3127 18.79 -0.99 32.14 0| 0 0 0 3517 22.68 -1.00 32.00 0| 0 0 0 3908 Total 1| 1 30,377 +1 Indicative a-t-m Vol 40.78 Underlying Price 16.640 Time to expiry: 540 Days Jun 11 0.19 -0.02 76.24 0| 0 0 0 391 0.20 -0.03 68.08 0| 0 0 0 469 0.28 -0.04 65.48 0| 0 0 0 547 0.31 -0.04 63.42 0| 0 2,100 0 586 0.44 -0.06 58.78 0| 0 0 0 703 0.54 -0.08 56.03 0| 0 0 0 782 0.69 -0.10 54.61 0| 0 0 0 860 0.81 -0.12 52.08 0| 0 0 0 938 0.92 -0.13 51.84 0| 0 80 0 977 1.35 -0.20 46.54 0| 0 84 0 1172 2.05 -0.28 44.05 0| 0 0 0 1368 2.73 -0.38 39.48 0| 0 144 0 1563 4.12 -0.47 42.00 0| 0 3 0 1759 5.24 -0.57 39.00 0| 0 0 0 1954 6.59 -0.66 37.00 0| 0 0 0 2150 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 84 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.24 -0.72 37.94 0| 0 40 0 2345 15.24 -0.88 38.35 0| 0 0 0 3127 Total 0| 0 2,451 0 Indicative a-t-m Vol 38.28 Underlying Price 16.640 Time to expiry: 722 Days Dec 11 0.28 -0.03 64.61 0| 0 0 0 469 0.35 -0.05 57.45 0| 0 0 0 586 0.49 -0.07 53.40 0| 0 0 0 703 0.63 -0.08 51.72 0| 0 0 0 782 0.72 -0.10 48.74 0| 0 0 0 860 0.84 -0.12 46.51 0| 0 0 0 938 0.94 -0.13 45.89 0| 0 10,000 0 977 1.46 -0.20 42.79 0| 0 2,000 0 1172 2.17 -0.28 40.75 0| 0 10,000 0 1368 3.02 -0.37 38.59 0| 0 4,750 0 1563 4.16 -0.46 37.99 0| 0 0 0 1759 5.37 -0.55 36.61 0| 0 1 0 1954 6.71 -0.63 35.20 0| 0 0 0 2150 8.28 -0.70 35.41 0| 0 0 0 2345 11.63 -0.80 35.41 0| 0 0 0 2736 15.31 -0.84 38.00 0| 0 0 0 3127 Total 0| 0 26,751 0 Indicative a-t-m Vol 38.13 Underlying Price 16.640 Time to expiry: 904 Days Jun 12 0.65 -0.09 45.00 0| 0 0 0 800 1.79 -0.21 42.58 0| 0 0 0 1172 2.54 -0.29 40.31 0| 0 0 0 1368 3.47 -0.37 38.81 0| 0 0 0 1563 4.56 -0.45 37.50 0| 0 0 0 1759 5.81 -0.53 36.79 0| 0 0 0 1954 8.57 -0.67 34.85 0| 0 0 0 2345 15.33 -0.82 36.15 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 36.63 Underlying Price 16.640 Time to expiry: 1093 Days Dec 12 1.49 -0.12 59.11 0| 0 0 0 800 2.27 -0.21 45.64 0| 0 0 0 1172 3.29 -0.32 40.09 0| 0 0 0 1466 3.75 -0.35 39.10 0| 0 16 0 1563 4.09 -0.40 36.65 0| 0 1,000 0 1661 5.82 -0.51 34.86 0| 0 3,026 0 1954 7.11 -0.59 33.67 0| 0 0 0 2150 8.60 -0.65 33.60 0| 0 0 0 2345 15.35 -0.81 35.40 0| 0 5 0 3127 Total 0| 0 4,047 0 Indicative a-t-m Vol 40.51 Underlying Price 16.640 Time to expiry: 1457 Days Dec 13 2.27 -0.12 64.80 0| 0 0 0 800 2.98 -0.22 46.59 0| 0 0 0 1200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.68 -0.35 40.67 0| 0 0 0 1600 7.16 -0.47 39.63 0| 0 0 0 2000 9.96 -0.57 38.50 0| 0 38 0 2400 Total 0| 0 38 0 Indicative a-t-m Vol 42.52 Underlying Price 16.640 Time to expiry: 1821 Days Dec 14 2.76 -0.12 66.82 0| 0 0 0 800 3.58 -0.22 48.61 0| 0 0 0 1200 5.30 -0.33 42.69 0| 0 0 0 1600 7.77 -0.43 41.65 0| 0 0 0 2000 10.46 -0.52 40.52 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 89| 16 212,946 +11 Grand Total 400| 2,236 606,924 +1,787 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 86 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Axa European (CS9) Indicative a-t-m Vol 34.94 Underlying Price 16.640 Time to expiry: 85 Days Mar 10 11.96 1.00 67.50 0| 0 0 0 469 10.40 1.00 60.00 0| 0 0 0 625 9.62 1.00 56.44 0| 0 0 0 703 8.83 1.00 53.54 0| 0 0 0 782 8.06 1.00 51.00 0| 0 0 0 860 7.67 1.00 49.83 0| 0 0 0 899 7.28 0.99 48.73 0| 0 0 0 938 6.89 1.00 44.59 0| 0 0 0 977 5.94 0.98 46.03 0| 0 100 0 1075 5.01 0.96 45.10 0| 0 0 0 1172 4.09 0.92 42.67 0| 0 30 0 1270 3.23 0.87 40.60 0| 0 30 0 1368 2.44 0.78 38.71 0| 0 30 0 1466 1.72 0.68 36.20 0| 0 61 0 1563 1.52 0.63 36.64 0| 0 0 0 1600 1.15 0.54 34.89 0| 0 8,103 0 1661 1.00 0.49 35.55 0| 0 0 0 1700 0.73 0.40 34.08 0| 200 9,828 0 1759 0.61 0.35 34.60 0| 0 664 0 1800 0.43 0.28 33.38 0| 0 1,002 0 1856 0.35 0.24 33.76 0| 0 0 0 1900 0.25 0.18 33.25 0| 0 0 0 1954 0.19 0.15 33.03 0| 0 0 0 2000 0.14 0.11 33.08 0| 0 2,305 0 2052 0.07 0.06 33.01 0| 0 1,200 0 2150 0.01 0.01 31.16 0| 0 0 0 2345 0.01 0.00 30.00 0| 0 180 0 2736 Total 0| 200 23,533 0 Indicative a-t-m Vol 36.80 Underlying Price 16.640 Time to expiry: 267 Days Sep 10 7.12 0.94 48.00 0| 0 0 0 938 6.70 0.94 43.26 0| 0 0 0 977 5.15 0.86 44.58 0| 0 0 0 1172 3.68 0.75 41.37 0| 0 4 0 1368 3.03 0.69 39.73 0| 0 150 0 1466 2.45 0.62 38.18 0| 0 831 0 1563 1.93 0.54 36.83 0| 0 12 0 1661 1.51 0.47 35.90 0| 0 20 0 1759 1.35 0.44 35.46 0| 0 0 0 1800 1.16 0.39 35.08 0| 0 200 0 1856 0.88 0.33 34.52 0| 0 0 0 1954 0.66 0.26 34.14 0| 0 0 0 2052 0.51 0.21 34.14 0| 0 1,322 0 2150 0.25 0.12 32.57 0| 0 707 0 2345 0.07 0.04 32.16 0| 0 0 0 2736 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.05 0.03 32.36 0| 0 0 0 2876 0.02 0.02 33.00 0| 0 0 0 3127 Total 0| 0 3,246 0 Indicative a-t-m Vol 36.91 Underlying Price 16.640 Time to expiry: 449 Days Mar 11 11.64 0.99 52.96 0| 0 0 0 469 9.42 0.97 47.02 0| 0 0 0 703 8.70 0.96 45.57 0| 0 0 0 782 8.01 0.94 44.30 0| 0 0 0 860 7.34 0.92 43.18 0| 0 0 0 938 7.01 0.91 42.66 0| 0 0 0 977 5.48 0.84 40.48 0| 0 0 0 1172 4.14 0.74 38.80 0| 0 0 0 1368 3.06 0.63 37.46 0| 0 0 0 1563 2.17 0.52 36.40 0| 0 0 0 1759 1.53 0.41 35.53 0| 0 0 0 1954 1.04 0.31 34.83 0| 0 0 0 2150 0.70 0.23 34.33 0| 0 0 0 2345 0.30 0.12 33.27 0| 0 0 0 2736 0.14 0.06 33.32 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.04 Underlying Price 16.640 Time to expiry: 631 Days Sep 11 11.58 0.96 76.03 0| 0 0 0 469 9.45 0.93 58.64 0| 0 0 0 703 8.77 0.91 55.15 0| 0 0 0 782 8.12 0.90 52.28 0| 0 0 0 860 7.48 0.88 49.90 0| 0 0 0 938 7.18 0.87 48.85 0| 0 0 0 977 5.76 0.80 44.72 0| 0 0 0 1172 4.52 0.72 41.86 0| 0 0 0 1368 3.47 0.63 39.81 0| 0 0 0 1563 2.63 0.54 38.31 0| 0 0 0 1759 1.98 0.45 37.36 0| 0 0 0 1954 1.45 0.36 36.24 0| 0 0 0 2150 1.07 0.29 35.64 0| 0 0 0 2345 0.57 0.18 34.70 0| 0 0 0 2736 0.41 0.13 36.80 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 38.71 Underlying Price 16.640 Time to expiry: 813 Days Mar 12 8.99 0.91 52.42 0| 0 0 0 782 8.36 0.89 50.01 0| 0 0 0 860 7.77 0.87 48.02 0| 0 0 0 938 7.48 0.86 47.15 0| 0 0 0 977 6.13 0.80 43.67 0| 0 0 0 1172 4.97 0.73 41.50 0| 0 0 0 1368 3.98 0.65 39.80 0| 0 0 0 1563 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.07 0.56 37.68 0| 0 0 0 1759 2.37 0.48 36.34 0| 0 0 0 1954 1.25 0.32 33.01 0| 0 0 0 2345 0.70 0.20 32.06 0| 0 0 0 2736 0.35 0.12 30.64 0| 0 0 0 3127 0.14 0.06 28.39 0| 0 50 0 3517 Total 0| 0 50 0 Indicative a-t-m Vol 36.95 Underlying Price 16.640 Time to expiry: 1002 Days Sep 12 8.61 0.90 48.52 0| 0 0 0 782 5.93 0.79 41.49 0| 0 0 0 1172 3.93 0.64 38.16 0| 0 0 0 1563 3.04 0.56 35.81 0| 0 0 0 1759 2.38 0.48 34.65 0| 0 0 0 1954 1.38 0.33 32.55 0| 0 0 0 2345 0.45 0.14 30.42 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 34.47 Underlying Price 16.640 Time to expiry: 1177 Days Mar 13 8.64 0.91 43.65 0| 0 0 0 782 6.06 0.80 38.64 0| 0 0 0 1172 4.02 0.65 35.18 0| 0 0 0 1563 2.51 0.49 32.45 0| 0 0 0 1954 1.52 0.35 30.84 0| 0 0 0 2345 0.45 0.14 27.49 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 33.21 Underlying Price 16.640 Time to expiry: 1366 Days Sep 13 8.20 0.90 43.10 0| 0 0 0 782 5.71 0.78 37.29 0| 0 0 0 1172 3.83 0.64 34.24 0| 0 0 0 1563 2.26 0.47 30.25 0| 0 0 0 1954 1.25 0.32 27.69 0| 0 0 0 2345 0.37 0.13 25.45 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 30.82 Underlying Price 16.640 Time to expiry: 1548 Days Mar 14 8.32 0.90 40.99 0| 0 0 0 782 5.89 0.79 35.85 0| 0 0 0 1172 3.89 0.65 31.79 0| 0 0 0 1563 2.30 0.48 28.02 0| 0 0 0 1954 1.27 0.33 25.56 0| 0 0 0 2345 0.15 0.07 19.19 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 30.82 Underlying Price 16.640 Time to expiry: 1730 Days Sep 14 8.38 0.88 50.51 0| 0 1 0 782 5.53 0.77 35.85 0| 0 0 0 1172 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 89 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.66 0.63 31.79 0| 0 0 0 1563 2.18 0.47 28.02 0| 0 0 0 1954 1.22 0.32 25.56 0| 0 0 0 2345 0.28 0.11 21.78 0| 0 0 0 3127 Total 0| 0 1 0 Total Calls 0| 200 26,830 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Axa European (CS9) Indicative a-t-m Vol 35.56 Underlying Price 16.640 Time to expiry: 85 Days Mar 10 0.01 0.00 58.28 0| 0 10 0 469 0.01 0.00 60.00 0| 0 0 0 625 0.01 0.00 59.23 0| 0 0 0 703 0.01 0.00 57.47 0| 0 0 0 782 0.01 0.00 55.42 0| 0 35 0 860 0.01 -0.01 54.34 0| 0 120 0 899 0.01 -0.01 53.25 0| 0 60 0 938 0.02 -0.01 52.15 0| 0 100 0 977 0.05 -0.03 51.28 0| 0 0 0 1075 0.09 -0.05 47.65 0| 0 50 0 1172 0.16 -0.09 44.64 0| 0 2 0 1270 0.26 -0.14 41.64 0| 0 275 0 1368 0.45 -0.22 39.41 0| 0 50 0 1466 0.72 -0.33 37.30 0| 100 55,142 -100 1563 0.89 -0.38 38.06 0| 0 0 0 1600 1.11 -0.46 35.47 0| 100 552 +100 1661 1.37 -0.51 36.62 0| 0 0 0 1700 1.67 -0.59 34.68 0| 0 490 0 1759 1.97 -0.64 35.40 0| 0 0 0 1800 2.35 -0.71 34.46 0| 0 0 0 1856 2.69 -0.76 34.39 0| 0 0 0 1900 3.15 -0.80 34.87 0| 0 680 0 1954 3.52 -0.85 33.58 0| 0 0 0 2000 3.99 -0.88 33.48 0| 0 350 0 2052 4.91 -0.93 33.98 0| 0 0 0 2150 6.80 -0.97 36.09 0| 0 1,200 0 2345 10.67 -1.00 30.00 0| 0 535 0 2736 Total 0| 200 59,651 0 Indicative a-t-m Vol 38.06 Underlying Price 16.640 Time to expiry: 267 Days Sep 10 0.20 -0.06 48.00 0| 0 0 0 938 0.26 -0.07 48.08 0| 0 25 0 977 0.61 -0.15 46.49 0| 0 50 0 1172 1.10 -0.25 42.88 0| 0 762 0 1368 1.42 -0.31 41.16 0| 0 152 0 1466 1.79 -0.38 39.40 0| 100 100 -100 1563 2.25 -0.45 38.09 0| 102 150 +100 1661 2.79 -0.53 37.06 0| 0 250 0 1759 3.05 -0.56 36.77 0| 2 32 +2 1800 3.41 -0.60 36.39 0| 0 0 0 1856 4.11 -0.66 36.16 0| 0 50 0 1954 4.88 -0.72 35.97 0| 0 0 0 2052 5.69 -0.77 36.00 0| 0 0 0 2150 7.42 -0.84 36.73 0| 0 250 0 2345 11.00 -0.95 33.67 0| 0 1 0 2736 12.36 -0.97 33.58 0| 0 21 0 2876 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.82 -0.98 33.00 0| 0 50 0 3127 Total 0| 204 1,893 +2 Indicative a-t-m Vol 36.91 Underlying Price 16.640 Time to expiry: 449 Days Mar 11 0.03 -0.01 52.96 0| 0 0 0 469 0.11 -0.03 47.02 0| 0 0 0 703 0.17 -0.04 45.57 0| 0 0 0 782 0.24 -0.06 44.30 0| 0 0 0 860 0.34 -0.08 43.18 0| 0 100 0 938 0.39 -0.09 42.66 0| 0 0 0 977 0.78 -0.16 40.48 0| 0 0 0 1172 1.37 -0.26 38.80 0| 0 0 0 1368 2.20 -0.37 37.46 0| 0 0 0 1563 3.25 -0.48 36.40 0| 0 160 0 1759 4.52 -0.59 35.53 0| 0 0 0 1954 5.96 -0.69 34.83 0| 0 0 0 2150 7.54 -0.77 34.33 0| 0 0 0 2345 10.97 -0.88 33.27 0| 0 0 0 2736 14.66 -0.94 33.32 0| 0 0 0 3127 Total 0| 0 260 0 Indicative a-t-m Vol 39.04 Underlying Price 16.640 Time to expiry: 631 Days Sep 11 0.40 -0.04 76.03 0| 0 0 0 469 0.54 -0.07 58.64 0| 0 0 0 703 0.63 -0.09 55.15 0| 0 0 0 782 0.74 -0.10 52.28 0| 0 0 0 860 0.86 -0.12 49.90 0| 0 0 0 938 0.94 -0.13 48.85 0| 0 0 0 977 1.41 -0.20 44.72 0| 0 0 0 1172 2.07 -0.28 41.86 0| 0 0 0 1368 2.92 -0.37 39.81 0| 0 0 0 1563 3.98 -0.46 38.31 0| 0 0 0 1759 5.23 -0.55 37.36 0| 0 0 0 1954 6.60 -0.64 36.24 0| 0 0 0 2150 8.12 -0.71 35.64 0| 0 0 0 2345 11.41 -0.82 34.70 0| 0 0 0 2736 15.05 -0.87 36.80 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 38.71 Underlying Price 16.640 Time to expiry: 813 Days Mar 12 0.75 -0.09 52.42 0| 0 0 0 782 0.87 -0.11 50.01 0| 0 0 0 860 1.02 -0.13 48.02 0| 0 0 0 938 1.11 -0.14 47.15 0| 0 0 0 977 1.63 -0.20 43.67 0| 0 0 0 1172 2.34 -0.27 41.50 0| 0 0 0 1368 3.21 -0.35 39.80 0| 0 0 0 1563 4.19 -0.44 37.68 0| 0 0 0 1759 5.35 -0.52 36.34 0| 0 0 0 1954 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.98 -0.68 33.01 0| 0 0 0 2345 11.18 -0.80 32.06 0| 0 0 0 2736 14.58 -0.88 30.64 0| 0 0 0 3127 18.10 -0.94 28.39 0| 0 0 0 3517 Total 0| 0 0 0 Indicative a-t-m Vol 36.95 Underlying Price 16.640 Time to expiry: 1002 Days Sep 12 0.82 -0.10 48.52 0| 0 0 0 782 1.82 -0.21 41.49 0| 0 0 0 1172 3.50 -0.36 38.16 0| 0 0 0 1563 4.46 -0.44 35.81 0| 0 0 0 1759 5.63 -0.52 34.65 0| 0 14,000 0 1954 8.32 -0.67 32.55 0| 0 0 0 2345 14.77 -0.86 30.42 0| 0 0 0 3127 Total 0| 0 14,000 0 Indicative a-t-m Vol 34.47 Underlying Price 16.640 Time to expiry: 1177 Days Mar 13 0.73 -0.09 43.65 0| 0 0 0 782 1.77 -0.20 38.64 0| 0 0 0 1172 3.36 -0.35 35.18 0| 0 0 0 1563 5.47 -0.51 32.45 0| 0 0 0 1954 8.12 -0.65 30.84 0| 0 0 0 2345 14.30 -0.86 27.49 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 33.21 Underlying Price 16.640 Time to expiry: 1366 Days Sep 13 0.89 -0.10 43.10 0| 0 0 0 782 1.96 -0.22 37.29 0| 0 0 0 1172 3.64 -0.36 34.24 0| 0 0 0 1563 5.63 -0.53 30.25 0| 0 0 0 1954 8.19 -0.68 27.69 0| 0 0 0 2345 14.44 -0.87 25.45 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 30.82 Underlying Price 16.640 Time to expiry: 1548 Days Mar 14 0.88 -0.10 40.99 0| 0 0 0 782 1.93 -0.21 35.85 0| 0 0 0 1172 3.43 -0.35 31.79 0| 0 0 0 1563 5.35 -0.52 28.02 0| 0 0 0 1954 7.81 -0.67 25.56 0| 0 0 0 2345 13.70 -0.93 19.19 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 30.82 Underlying Price 16.640 Time to expiry: 1730 Days Sep 14 1.60 -0.12 50.51 0| 0 0 0 782 2.17 -0.23 35.85 0| 0 0 0 1172 3.73 -0.37 31.79 0| 0 0 0 1563 5.69 -0.53 28.02 0| 0 0 0 1954 8.16 -0.68 25.56 0| 0 0 0 2345 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.08 -0.89 21.78 0| 0 0 0 3127 Total 0| 0 0 0 Total Puts 0| 404 75,804 +2 Grand Total 0| 604 102,634 +2 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 94 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | BNP Paribas (100) (BN1) Indicative a-t-m Vol 25.48 Underlying Price 55.550 Time to expiry: 22 Days Jan 10 11.58 0.99 40.00 0| 0 0 0 4400 9.62 0.98 39.27 0| 0 0 0 4600 7.65 0.96 34.69 0| 0 64 0 4800 5.73 0.92 31.04 0| 0 0 0 5000 3.94 0.83 28.75 0| 0 13 0 5200 2.37 0.68 26.56 0| 0 85 0 5400 1.11 1.20 0.46 25.17 1.11 1.11 151| 40 2,571 0 5600 0.54 0.49 0.25 24.21 0.54 0.54 5| 0 3,186 0 5800 0.17 0.11 24.10 0| 0 3,155 0 6000 0.01 0.01 23.65 0| 0 349 0 6400 0.01 0.00 25.87 0| 0 80 0 6800 0.01 0.00 30.00 0| 0 0 0 7200 Total 156| 40 9,503 0 Indicative a-t-m Vol 32.78 Underlying Price 55.550 Time to expiry: 57 Days Feb 10 11.90 0.93 42.35 0| 0 0 0 4400 10.07 0.90 40.45 0| 0 0 0 4600 8.31 0.85 38.57 0| 0 16 0 4800 5.17 0.71 35.51 0| 0 100 0 5200 3.82 0.61 33.98 0| 0 65 0 5400 2.68 0.50 32.43 0| 0 19 0 5600 1.82 0.39 31.62 0| 0 264 0 5800 1.17 0.29 30.97 0| 56 2,756 +56 6000 0.44 0.14 30.46 0| 0 364 0 6400 0.15 0.05 30.45 0| 0 360 0 6800 0.06 0.02 31.86 0| 0 0 0 7200 Total 0| 56 3,944 +56 Indicative a-t-m Vol 35.15 Underlying Price 55.550 Time to expiry: 85 Days Mar 10 36.15 1.00 70.00 0| 0 0 0 1944 34.21 1.00 68.71 0| 0 0 0 2138 32.27 1.00 66.92 0| 0 50 0 2333 28.42 0.99 62.40 0| 0 0 0 2721 26.49 0.99 59.94 0| 0 0 0 2916 24.57 0.99 56.55 0| 0 0 0 3110 22.67 0.98 54.96 0| 0 0 0 3304 20.77 0.97 52.50 0| 0 1 0 3499 18.90 0.96 50.57 0| 0 0 0 3693 17.04 0.95 48.54 0| 0 20 0 3888 15.22 0.93 46.81 0| 0 75 0 4082 13.43 0.91 44.76 0| 0 80 0 4276 11.69 0.88 42.85 0| 0 50 0 4471 10.03 0.84 41.14 0| 0 44 0 4665 6.98 0.73 38.16 0| 0 325 0 5054 4.45 0.58 35.85 0| 0 7,560 0 5443 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.51 0.42 33.43 0| 0 4,707 0 5831 1.29 0.26 32.21 0| 71 13,943 +9 6220 0.60 0.15 31.27 0| 0 1,085 0 6600 0.26 0.07 30.95 0| 0 835 0 6998 0.05 0.02 31.29 0| 0 340 0 7775 0.01 0.00 32.00 0| 0 127 0 8553 Total 0| 71 29,242 +9 Indicative a-t-m Vol 36.77 Underlying Price 55.550 Time to expiry: 176 Days Jun 10 40.06 1.00 66.00 0| 0 0 0 1555 36.20 1.00 63.59 0| 0 0 0 1944 34.28 1.00 61.64 0| 0 0 0 2138 32.36 0.99 60.14 0| 0 0 0 2333 28.55 0.99 56.39 0| 0 0 0 2721 24.80 0.97 53.08 0| 0 4,000 0 3110 21.14 0.95 50.05 0| 0 0 0 3499 17.60 0.91 47.16 0| 0 50 0 3888 15.87 0.89 45.35 0| 0 0 0 4082 14.23 0.86 44.14 0| 0 90 0 4276 12.63 0.83 42.78 0| 0 26 0 4471 11.10 0.79 41.36 0| 0 590 0 4665 9.65 0.75 40.21 0| 0 1,633 0 4860 8.31 0.70 39.03 0| 0 101 0 5054 5.92 0.59 37.04 0| 0 540 0 5443 4.14 0.47 36.09 0| 0 7,392 0 5831 2.75 0.36 35.18 0| 0 3,971 0 6220 1.08 0.18 33.60 0| 0 847 0 6998 0.42 0.08 33.52 0| 0 1,207 0 7775 0.15 0.03 33.44 0| 0 280 0 8553 0.01 0.00 34.00 0| 0 20 0 11663 Total 0| 0 20,747 0 Indicative a-t-m Vol 37.21 Underlying Price 55.550 Time to expiry: 267 Days Sep 10 20.48 0.92 47.64 0| 0 0 0 3600 17.97 0.89 45.46 0| 0 0 0 3888 14.81 0.83 43.29 0| 0 0 0 4276 11.88 0.76 41.14 0| 0 255 0 4665 9.29 0.68 39.29 0| 0 50 0 5054 7.05 0.58 37.52 0| 0 2 0 5443 5.29 0.49 36.44 0| 0 57 0 5831 3.82 0.39 35.22 0| 0 756 0 6220 1.85 0.23 33.41 0| 0 149 0 6998 0.81 0.12 32.01 0| 0 115 0 7775 0.29 0.05 31.77 0| 0 0 0 8800 Total 0| 0 1,384 0 Indicative a-t-m Vol 37.71 Underlying Price 55.550 Time to expiry: 358 Days Dec 10 40.08 1.00 58.85 0| 0 0 0 1555 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 36.23 1.00 55.99 0| 0 0 0 1944 34.32 0.99 54.55 0| 0 0 0 2138 32.41 0.99 53.46 0| 0 40 0 2333 28.70 0.97 50.88 0| 0 0 0 2721 25.10 0.95 48.62 0| 0 25 0 3110 21.67 0.91 46.51 0| 0 0 0 3499 18.45 0.86 44.55 0| 0 75 0 3888 15.49 0.81 42.78 0| 0 2,980 0 4276 12.78 0.74 41.05 0| 0 6,250 0 4665 11.53 0.70 40.22 0| 0 5,883 0 4860 8.26 0.59 38.15 0| 0 4,116 0 5443 6.39 0.51 36.63 0| 0 20,250 0 5831 4.89 0.43 35.54 0| 0 7,175 0 6220 3.13 0.32 33.78 0| 1 1,627 +1 6803 1.33 0.17 31.68 0| 0 3,566 0 7775 0.58 0.09 31.14 0| 0 2,945 0 8747 0.25 0.04 30.85 0| 0 240 0 9719 Total 0| 1 55,172 +1 Indicative a-t-m Vol 38.64 Underlying Price 55.550 Time to expiry: 540 Days Jun 11 40.10 1.00 62.00 0| 0 0 0 1555 36.28 0.99 58.00 0| 0 0 0 1944 34.42 0.99 56.60 0| 0 0 0 2138 32.57 0.98 55.00 0| 0 0 0 2333 29.00 0.96 52.00 0| 0 0 0 2721 25.58 0.92 49.00 0| 0 0 0 3110 21.99 0.90 43.41 0| 0 0 0 3499 19.14 0.84 42.95 0| 0 0 0 3888 16.52 0.79 42.18 0| 0 0 0 4276 14.13 0.73 41.19 0| 0 0 0 4665 9.99 0.61 38.99 0| 0 0 0 5443 8.20 0.54 37.77 0| 0 0 0 5831 6.63 0.48 36.64 0| 0 0 0 6220 4.12 0.35 34.36 0| 0 0 0 6998 2.35 0.24 32.25 0| 0 0 0 7775 Total 0| 0 0 0 Indicative a-t-m Vol 35.70 Underlying Price 55.550 Time to expiry: 722 Days Dec 11 40.14 1.00 62.75 0| 0 0 0 1555 36.40 0.99 58.85 0| 0 0 0 1944 34.58 0.98 56.87 0| 0 0 0 2138 32.78 0.97 54.93 0| 0 0 0 2333 29.34 0.94 51.32 0| 0 0 0 2721 26.03 0.91 48.10 0| 0 0 0 3110 22.91 0.87 45.27 0| 0 0 0 3499 19.99 0.82 42.81 0| 0 4 0 3888 17.28 0.78 40.69 0| 0 0 0 4276 14.77 0.72 38.87 0| 0 0 0 4665 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.54 0.61 36.01 0| 0 0 0 5443 8.77 0.55 34.92 0| 0 0 0 5831 5.44 0.40 32.99 0| 0 4,000 0 6803 3.35 0.28 31.95 0| 0 10 0 7775 2.13 0.20 31.76 0| 0 0 0 8747 1.40 0.14 31.95 0| 0 0 0 9719 Total 0| 0 4,014 0 Indicative a-t-m Vol 33.71 Underlying Price 55.550 Time to expiry: 904 Days Jun 12 26.14 0.91 47.29 0| 0 0 0 3110 20.23 0.82 41.97 0| 0 0 0 3888 17.42 0.78 39.00 0| 0 0 0 4276 14.92 0.73 37.00 0| 0 0 0 4665 10.67 0.61 34.00 0| 0 0 0 5443 8.97 0.56 33.00 0| 0 0 0 5831 3.63 0.30 30.50 0| 0 0 0 7775 Total 0| 0 0 0 Indicative a-t-m Vol 33.52 Underlying Price 55.550 Time to expiry: 1093 Days Dec 12 43.98 1.00 73.13 0| 0 0 0 1166 40.15 1.00 64.07 0| 0 0 0 1555 36.41 0.99 57.54 0| 0 0 0 1944 32.80 0.97 52.28 0| 0 0 0 2333 26.20 0.90 44.95 0| 0 0 0 3110 20.25 0.82 39.09 0| 0 0 0 3888 15.02 0.73 34.55 0| 0 0 0 4665 9.96 0.57 33.20 0| 0 2,550 0 5831 6.11 0.40 32.85 0| 0 2,000 0 7289 4.93 0.35 32.01 0| 0 10 0 7775 3.47 0.27 31.59 0| 0 0 0 8747 1.57 0.14 32.61 0| 0 0 0 11663 Total 0| 0 4,560 0 Indicative a-t-m Vol 34.88 Underlying Price 55.550 Time to expiry: 1457 Days Dec 13 44.01 1.00 77.81 0| 0 0 0 1166 40.19 1.00 70.75 0| 0 0 0 1555 36.47 0.99 61.21 0| 0 0 0 1944 32.99 0.96 55.69 0| 0 0 0 2333 26.74 0.89 47.30 0| 0 0 0 3110 21.26 0.82 41.51 0| 0 0 0 3888 16.59 0.73 37.57 0| 0 0 0 4665 11.25 0.59 34.04 0| 0 0 0 5831 6.13 0.39 32.18 0| 0 0 0 7775 3.50 0.24 36.68 0| 0 0 0 11663 Total 0| 0 0 0 Indicative a-t-m Vol 34.85 Underlying Price 55.550 Time to expiry: 1821 Days Dec 14 20.62 0.81 40.71 0| 0 0 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 98 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.18 0.72 36.89 0| 0 0 0 4800 11.17 0.59 33.64 0| 0 0 0 6000 6.57 0.41 32.32 0| 0 0 0 8000 4.42 0.28 37.33 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 156| 168 128,566 +66 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 99 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | BNP Paribas (100) (BN1) Indicative a-t-m Vol 25.48 Underlying Price 55.550 Time to expiry: 22 Days Jan 10 0.02 -0.01 40.00 0| 0 460 0 4400 0.05 -0.02 39.27 0| 0 1,290 0 4600 0.09 -0.04 34.69 0| 0 1,927 0 4800 0.17 -0.08 31.04 0| 0 1,540 0 5000 0.38 -0.17 28.75 0| 29 3,020 +9 5200 0.80 -0.32 26.56 0| 0 2,202 0 5400 1.64 -0.54 25.17 0| 0 100 0 5600 2.93 -0.75 24.21 0| 0 150 0 5800 4.61 -0.89 24.10 0| 0 1 0 6000 8.45 -0.99 23.65 0| 0 0 0 6400 12.45 -1.00 25.87 0| 0 0 0 6800 16.45 -1.00 30.00 0| 0 0 0 7200 Total 0| 29 10,690 +9 Indicative a-t-m Vol 32.78 Underlying Price 55.550 Time to expiry: 57 Days Feb 10 0.31 -0.07 42.35 0| 0 1 0 4400 0.48 -0.10 40.45 0| 0 155 0 4600 0.72 -0.15 38.57 0| 0 194 0 4800 1.57 -0.29 35.51 0| 14 2,203 +14 5200 2.22 -0.39 33.98 0| 10 129 +10 5400 3.08 -0.50 32.43 0| 2 287 0 5600 4.22 -0.61 31.62 0| 0 0 0 5800 5.57 -0.71 30.97 0| 0 0 0 6000 8.84 -0.87 30.46 0| 0 0 0 6400 12.56 -0.95 30.45 0| 0 0 0 6800 16.48 -0.98 31.86 0| 0 0 0 7200 Total 0| 26 2,969 +24 Indicative a-t-m Vol 35.15 Underlying Price 55.550 Time to expiry: 85 Days Mar 10 0.01 0.00 70.00 0| 0 60 0 1944 0.01 0.00 68.71 0| 0 30 0 2138 0.01 0.00 66.92 0| 0 3,000 0 2333 0.03 -0.01 62.40 0| 0 140 0 2721 0.05 -0.01 59.94 0| 0 12,090 0 2916 0.07 -0.01 56.55 0| 0 1,128 0 3110 0.11 -0.02 54.96 0| 0 97 0 3304 0.15 -0.03 52.50 0| 0 230 0 3499 0.22 -0.04 50.57 0| 0 130 0 3693 0.30 -0.05 48.54 0| 0 6,052 0 3888 0.43 -0.07 46.81 0| 0 538 0 4082 0.57 -0.09 44.76 0| 0 3,427 0 4276 0.78 -0.12 42.85 0| 0 5,686 0 4471 1.05 -0.16 41.14 0| 0 8,690 0 4665 1.89 -0.27 38.16 0| 0 20,917 0 5054 3.25 -0.42 35.85 0| 0 1,594 0 5443 5.18 -0.58 33.43 0| 0 454 0 5831 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009Page 100 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.85 -0.74 32.21 0| 0 310 0 6220 10.97 -0.86 31.27 0| 0 0 0 6600 14.62 -0.93 30.95 0| 0 53 0 6998 22.21 -0.99 31.29 0| 0 0 0 7775 29.98 -1.00 32.00 0| 0 0 0 8553 Total 0| 0 64,626 0 Indicative a-t-m Vol 36.77 Underlying Price 55.550 Time to expiry: 176 Days Jun 10 0.01 0.00 66.00 0| 0 30 0 1555 0.05 -0.01 63.59 0| 0 0 0 1944 0.07 -0.01 61.64 0| 0 85 0 2138 0.11 -0.01 60.14 0| 0 59 0 2333 0.23 -0.02 56.39 0| 0 209 0 2721 0.43 -0.04 53.08 0| 0 5,650 0 3110 0.74 -0.08 50.05 0| 0 264 0 3499 1.19 -0.12 47.16 0| 0 3,170 0 3888 1.47 -0.14 45.35 0| 0 980 0 4082 1.83 -0.18 44.14 0| 0 2,260 0 4276 2.25 -0.21 42.78 0| 0 1,211 0 4471 2.73 -0.25 41.36 0| 0 1,831 0 4665 3.30 -0.30 40.21 0| 0 2,923 0 4860 3.97 -0.34 39.03 0| 0 6,303 0 5054 5.62 -0.45 37.04 0| 0 1,241 0 5443 7.84 -0.56 36.09 0| 0 2,978 0 5831 10.43 -0.67 35.18 0| 0 355 0 6220 16.64 -0.83 33.60 0| 0 110 0 6998 23.76 -0.92 33.52 0| 0 30 0 7775 31.26 -0.97 33.44 0| 0 0 0 8553 62.09 -1.00 34.00 0| 0 0 0 11663 Total 0| 0 29,689 0 Indicative a-t-m Vol 37.21 Underlying Price 55.550 Time to expiry: 267 Days Sep 10 1.42 -0.11 47.64 0| 0 201 0 3600 1.88 -0.14 45.46 0| 0 50 0 3888 2.72 -0.20 43.29 0| 0 50 0 4276 3.80 -0.27 41.14 0| 0 110 0 4665 5.18 -0.35 39.29 0| 0 1,017 0 5054 6.89 -0.44 37.52 0| 0 2 0 5443 9.04 -0.53 36.44 0| 0 21 0 5831 11.48 -0.62 35.22 0| 0 0 0 6220 17.32 -0.77 33.41 0| 0 0 0 6998 24.05 -0.88 32.01 0| 0 0 0 7775 33.77 -0.96 31.77 0| 0 3 0 8800 Total 0| 0 1,454 0 Indicative a-t-m Vol 37.71 Underlying Price 55.550 Time to expiry: 358 Days Dec 10 0.09 -0.01 58.85 0| 0 710 0 1555 0.21 -0.02 55.99 0| 0 265 0 1944 0.30 -0.02 54.55 0| 0 230 0 2138 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009Page 101 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.41 -0.03 53.46 0| 0 300 0 2333 0.71 -0.05 50.88 0| 0 186 0 2721 1.15 -0.08 48.62 0| 0 3,040 0 3110 1.74 -0.12 46.51 0| 1 3,011 +1 3499 2.52 -0.16 44.55 0| 0 2,747 0 3888 3.51 -0.21 42.78 0| 0 4,366 0 4276 4.73 -0.28 41.05 0| 0 4,061 0 4665 5.44 -0.31 40.22 0| 0 7,079 0 4860 8.00 -0.42 38.15 0| 0 2,361 0 5443 10.01 -0.50 36.63 0| 0 1,252 0 5831 12.39 -0.58 35.54 0| 0 19 0 6220 16.44 -0.69 33.78 0| 0 6 0 6803 24.38 -0.85 31.68 0| 0 4 0 7775 33.38 -0.93 31.14 0| 0 0 0 8747 42.79 -0.97 30.85 0| 0 0 0 9719 Total 0| 1 29,637 +1 Indicative a-t-m Vol 38.64 Underlying Price 55.550 Time to expi