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 | | Cap Gemini (100) (CP1) Indicative a-t-m Vol 22.35 Underlying Price 32.060 Time to expiry: 22 Days Jan 10 8.07 1.00 32.00 0| 0 0 0 2400 6.07 1.00 30.05 0| 0 0 0 2600 4.09 0.98 27.48 0| 0 0 0 2800 3.13 0.94 26.75 0| 0 0 0 2900 2.21 0.87 24.73 0| 0 0 0 3000 1.40 0.73 23.59 0| 0 0 0 3100 0.75 0.53 22.38 0| 0 50 0 3200 0.34 0.31 21.87 0| 0 25 0 3300 0.14 0.15 22.06 0| 0 0 0 3400 0.04 0.05 21.05 0| 0 317 0 3500 0.01 0.01 20.89 0| 0 0 0 3600 0.01 0.00 20.96 0| 0 0 0 3700 0.01 0.00 21.27 0| 0 0 0 3800 0.01 0.00 22.65 0| 0 60 0 4000 0.01 0.00 25.00 0| 0 0 0 4200 Total 0| 0 452 0 Indicative a-t-m Vol 32.54 Underlying Price 32.060 Time to expiry: 57 Days Feb 10 8.14 0.97 40.00 0| 0 0 0 2400 6.25 0.93 38.35 0| 0 0 0 2600 4.49 0.84 36.33 0| 0 0 0 2800 2.94 0.71 34.30 0| 0 6 0 3000 2.28 0.63 33.46 0| 0 0 0 3100 1.70 0.53 32.57 0| 0 0 0 3200 1.24 0.44 32.11 0| 0 0 0 3300 0.89 0.35 31.90 0| 0 0 0 3400 0.42 0.20 31.48 0| 0 70 0 3600 0.19 0.10 32.00 0| 0 0 0 3800 Total 0| 0 76 0 Indicative a-t-m Vol 33.35 Underlying Price 32.060 Time to expiry: 85 Days Mar 10 14.10 1.00 47.00 0| 0 0 0 1800 12.12 0.99 45.00 0| 0 0 0 2000 10.17 0.97 43.00 0| 0 0 0 2200 9.21 0.96 42.00 0| 0 0 0 2300 8.27 0.94 40.91 0| 0 0 0 2400 6.46 0.89 38.82 0| 0 1 0 2600 4.79 0.80 36.89 0| 0 4 0 2800 3.36 0.68 35.72 0| 0 300 0 3000 2.69 0.62 34.41 0| 0 0 0 3100 2.12 0.54 33.37 0| 0 2,012 0 3200 1.66 0.46 33.07 0| 0 0 0 3300 1.26 0.39 32.38 0| 0 51 0 3400 0.69 0.25 31.55 0| 0 390 0 3600 0.34 0.15 30.86 0| 0 6 0 3800 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 | | 0.16 0.08 30.42 0| 0 90 0 4000 0.03 0.02 30.25 0| 0 0 0 4400 0.01 0.00 31.00 0| 0 0 0 4800 Total 0| 0 2,854 0 Indicative a-t-m Vol 33.66 Underlying Price 32.060 Time to expiry: 176 Days Jun 10 16.12 1.00 48.00 0| 0 0 0 1600 14.15 0.99 45.21 0| 0 0 0 1800 12.20 0.98 42.78 0| 0 0 0 2000 10.30 0.95 40.64 0| 0 0 0 2200 9.38 0.93 39.67 0| 0 0 0 2300 8.47 0.91 38.77 0| 0 0 0 2400 6.75 0.85 36.74 0| 0 0 0 2600 5.23 0.76 35.72 0| 0 325 0 2800 3.91 0.66 34.91 0| 0 18 0 3000 2.80 0.55 33.68 0| 0 64 0 3200 1.95 0.43 32.98 0| 0 2,047 0 3400 1.21 0.32 31.12 0| 0 82 0 3600 0.81 0.23 31.18 0| 1 2 +1 3800 0.50 0.16 30.66 0| 0 1 0 4000 0.17 0.07 29.94 0| 0 111 0 4400 0.06 0.03 29.55 0| 0 226 0 4800 0.01 0.00 30.00 0| 0 0 0 6000 Total 0| 1 2,876 +1 Indicative a-t-m Vol 33.51 Underlying Price 32.060 Time to expiry: 267 Days Sep 10 12.29 0.96 42.00 0| 0 0 0 2000 10.50 0.92 41.18 0| 0 0 0 2200 8.82 0.86 39.99 0| 0 0 0 2400 5.79 0.73 36.51 0| 0 0 0 2800 4.52 0.64 34.96 0| 0 53 0 3000 3.43 0.55 33.56 0| 0 20 0 3200 2.46 0.45 31.78 0| 0 0 0 3400 1.82 0.36 31.43 0| 0 0 0 3600 1.34 0.29 31.30 0| 0 0 0 3800 0.90 0.22 30.31 0| 0 0 0 4000 0.45 0.12 30.20 0| 0 0 0 4400 0.25 0.07 31.00 0| 0 0 0 4800 Total 0| 0 73 0 Indicative a-t-m Vol 35.04 Underlying Price 32.060 Time to expiry: 358 Days Dec 10 16.19 0.98 46.00 0| 0 0 0 1600 12.56 0.92 44.38 0| 0 0 0 2000 10.87 0.88 42.69 0| 0 0 0 2200 9.27 0.83 40.85 0| 0 0 0 2400 6.43 0.71 37.38 0| 0 80 0 2800 5.18 0.63 35.64 0| 0 1,000 0 3000 4.21 0.56 35.08 0| 0 0 0 3200 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 | | 3.27 0.48 33.73 0| 0 0 0 3400 2.54 0.41 33.02 0| 0 21 0 3600 1.52 0.28 32.23 0| 0 76 0 4000 0.97 0.20 32.71 0| 0 0 0 4400 0.68 0.14 34.00 0| 0 0 0 4800 Total 0| 0 1,177 0 Indicative a-t-m Vol 34.83 Underlying Price 32.060 Time to expiry: 540 Days Jun 11 16.83 0.92 59.13 0| 0 0 0 1600 13.33 0.87 49.76 0| 0 0 0 2000 9.77 0.81 39.60 0| 0 0 0 2400 7.12 0.70 36.95 0| 0 19 0 2800 5.01 0.58 34.86 0| 0 0 0 3200 3.35 0.45 33.20 0| 0 0 0 3600 2.18 0.34 31.92 0| 0 0 0 4000 0.87 0.17 30.55 0| 0 0 0 4800 Total 0| 0 19 0 Indicative a-t-m Vol 34.83 Underlying Price 32.060 Time to expiry: 722 Days Dec 11 13.91 0.85 49.76 0| 0 0 0 2000 10.38 0.79 39.60 0| 0 0 0 2400 5.82 0.59 34.86 0| 0 0 0 3200 2.90 0.38 31.92 0| 0 0 0 4000 1.41 0.23 30.55 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 1 7,527 +1 | 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 | | Cap Gemini (100) (CP1) Indicative a-t-m Vol 22.35 Underlying Price 32.060 Time to expiry: 22 Days Jan 10 0.01 0.00 32.00 0| 0 0 0 2400 0.01 0.00 30.05 0| 0 0 0 2600 0.02 -0.02 27.48 0| 0 89 0 2800 0.06 -0.06 26.75 0| 0 0 0 2900 0.14 -0.13 24.73 0| 0 8 0 3000 0.33 -0.27 23.59 0| 0 0 0 3100 0.68 -0.47 22.38 0| 0 328 0 3200 1.27 -0.69 21.87 0| 0 7 0 3300 2.07 -0.85 22.06 0| 0 50 0 3400 2.97 -0.95 21.05 0| 0 0 0 3500 3.94 -0.99 20.89 0| 0 0 0 3600 4.94 -1.00 20.96 0| 0 0 0 3700 5.94 -1.00 21.27 0| 0 0 0 3800 7.94 -1.00 22.65 0| 0 0 0 4000 9.94 -1.00 25.00 0| 0 0 0 4200 Total 0| 0 482 0 Indicative a-t-m Vol 32.54 Underlying Price 32.060 Time to expiry: 57 Days Feb 10 0.06 -0.03 40.00 0| 0 0 0 2400 0.17 -0.07 38.35 0| 0 0 0 2600 0.40 -0.16 36.33 0| 0 6 0 2800 0.85 -0.29 34.30 0| 0 50 0 3000 1.19 -0.37 33.46 0| 0 0 0 3100 1.61 -0.47 32.57 0| 0 0 0 3200 2.16 -0.56 32.11 0| 0 0 0 3300 2.80 -0.65 31.90 0| 0 0 0 3400 4.33 -0.80 31.48 0| 0 0 0 3600 6.11 -0.90 32.00 0| 0 0 0 3800 Total 0| 0 56 0 Indicative a-t-m Vol 33.35 Underlying Price 32.060 Time to expiry: 85 Days Mar 10 0.01 0.00 47.00 0| 0 0 0 1800 0.03 -0.01 45.00 0| 0 101 0 2000 0.07 -0.03 43.00 0| 0 14 0 2200 0.12 -0.04 42.00 0| 0 0 0 2300 0.17 -0.06 40.91 0| 0 13 0 2400 0.36 -0.11 38.82 0| 0 0 0 2600 0.68 -0.20 36.89 0| 0 2,645 0 2800 1.25 -0.32 35.72 0| 0 2,055 0 3000 1.58 -0.38 34.41 0| 0 0 0 3100 2.01 -0.46 33.37 0| 0 917 0 3200 2.55 -0.54 33.07 0| 0 0 0 3300 3.15 -0.61 32.38 0| 0 80 0 3400 4.58 -0.75 31.55 0| 0 17 0 3600 6.23 -0.86 30.86 0| 0 0 0 3800 8.06 -0.93 30.42 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 | | 11.95 -0.99 30.25 0| 0 0 0 4400 15.94 -1.00 31.00 0| 0 0 0 4800 Total 0| 0 5,842 0 Indicative a-t-m Vol 33.66 Underlying Price 32.060 Time to expiry: 176 Days Jun 10 0.06 -0.01 48.00 0| 0 0 0 1600 0.11 -0.03 45.21 0| 0 0 0 1800 0.21 -0.05 42.78 0| 0 0 0 2000 0.36 -0.08 40.64 0| 0 0 0 2200 0.47 -0.10 39.67 0| 0 3 0 2300 0.61 -0.13 38.77 0| 0 1 0 2400 0.96 -0.19 36.74 0| 0 3 0 2600 1.52 -0.28 35.72 0| 0 30 0 2800 2.29 -0.38 34.91 0| 0 33 0 3000 3.24 -0.48 33.68 0| 0 1,250 0 3200 4.42 -0.59 32.98 0| 0 5,251 0 3400 5.71 -0.70 31.12 0| 0 1 0 3600 7.33 -0.78 31.18 0| 0 0 0 3800 9.02 -0.85 30.66 0| 0 0 0 4000 12.70 -0.94 29.94 0| 0 0 0 4400 16.58 -0.98 29.55 0| 0 0 0 4800 28.49 -1.00 30.00 0| 0 0 0 6000 Total 0| 0 6,572 0 Indicative a-t-m Vol 33.51 Underlying Price 32.060 Time to expiry: 267 Days Sep 10 0.43 -0.07 42.00 0| 0 0 0 2000 0.72 -0.11 41.18 0| 0 0 0 2200 1.12 -0.17 39.99 0| 0 0 0 2400 2.18 -0.30 36.51 0| 0 0 0 2800 2.93 -0.38 34.96 0| 0 0 0 3000 3.85 -0.46 33.56 0| 0 0 0 3200 4.89 -0.56 31.78 0| 0 0 0 3400 6.25 -0.64 31.43 0| 0 0 0 3600 7.77 -0.72 31.30 0| 0 0 0 3800 9.34 -0.79 30.31 0| 0 0 0 4000 12.90 -0.89 30.20 0| 0 0 0 4400 16.70 -0.94 31.00 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 35.04 Underlying Price 32.060 Time to expiry: 358 Days Dec 10 0.29 -0.04 46.00 0| 0 58 0 1600 0.82 -0.10 44.38 0| 0 0 0 2000 1.18 -0.14 42.69 0| 0 125 0 2200 1.61 -0.19 40.85 0| 0 105 0 2400 2.78 -0.30 37.38 0| 0 0 0 2800 3.52 -0.37 35.64 0| 0 1,000 0 3000 4.54 -0.45 35.08 0| 0 22 0 3200 5.59 -0.52 33.72 0| 0 0 0 3400 6.86 -0.60 33.02 0| 0 0 0 3600 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 | | 9.84 -0.73 32.23 0| 0 0 0 4000 13.30 -0.82 32.86 0| 0 0 0 4400 17.02 -0.87 34.28 0| 0 0 0 4800 Total 0| 0 1,310 0 Indicative a-t-m Vol 34.83 Underlying Price 32.060 Time to expiry: 540 Days Jun 11 1.19 -0.09 55.16 0| 0 0 0 1600 1.37 -0.13 42.91 0| 0 0 0 2000 2.36 -0.22 39.60 0| 0 0 0 2400 3.73 -0.32 36.95 0| 0 0 0 2800 5.62 -0.44 34.86 0| 0 0 0 3200 7.95 -0.56 33.20 0| 0 0 0 3600 10.75 -0.67 31.92 0| 0 0 0 4000 17.33 -0.84 30.55 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 34.83 Underlying Price 32.060 Time to expiry: 722 Days Dec 11 1.87 -0.15 42.91 0| 0 0 0 2000 2.93 -0.22 39.60 0| 0 0 0 2400 6.23 -0.42 34.86 0| 0 0 0 3200 11.17 -0.63 31.92 0| 0 0 0 4000 17.54 -0.79 30.55 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 14,262 0 Grand Total 0| 1 21,789 +1 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 | | Cap Gemini European (CA3) Indicative a-t-m Vol 31.27 Underlying Price 32.060 Time to expiry: 85 Days Mar 10 14.10 1.00 47.00 0| 0 0 0 1800 12.12 0.99 44.03 0| 0 0 0 2000 10.16 0.98 41.20 0| 0 0 0 2200 9.19 0.97 39.87 0| 0 0 0 2300 8.23 0.95 38.61 0| 0 0 0 2400 6.39 0.90 36.34 0| 0 0 0 2600 4.69 0.82 34.62 0| 0 80 0 2800 3.18 0.70 32.54 0| 0 0 0 3000 2.56 0.62 32.02 0| 0 0 0 3100 1.99 0.54 31.28 0| 0 500 0 3200 1.54 0.46 31.04 0| 0 0 0 3300 1.16 0.38 30.69 0| 0 1,150 0 3400 0.60 0.24 29.82 0| 0 750 0 3600 0.29 0.13 29.41 0| 0 0 0 3800 0.13 0.07 29.27 0| 0 0 0 4000 0.02 0.01 29.96 0| 0 400 0 4500 0.01 0.00 31.00 0| 0 0 0 4800 Total 0| 0 2,880 0 Indicative a-t-m Vol 33.47 Underlying Price 32.060 Time to expiry: 267 Days Sep 10 11.91 0.93 42.00 0| 0 0 0 2000 10.21 0.89 41.15 0| 0 0 0 2200 8.60 0.84 39.74 0| 0 0 0 2400 5.72 0.71 36.59 0| 0 25 0 2800 4.46 0.63 34.89 0| 0 210 0 3000 3.40 0.54 33.52 0| 0 41 0 3200 2.47 0.45 31.97 0| 0 2 0 3400 1.82 0.36 31.50 0| 0 10 0 3600 1.33 0.29 31.20 0| 0 0 0 3800 0.92 0.22 30.57 0| 0 1 0 4000 0.42 0.11 30.99 0| 0 0 0 4500 0.29 0.08 32.00 0| 0 0 0 4800 Total 0| 0 289 0 Indicative a-t-m Vol 35.31 Underlying Price 32.060 Time to expiry: 449 Days Mar 11 15.99 0.95 44.64 0| 0 0 0 1600 12.55 0.89 41.26 0| 0 0 0 2000 10.95 0.86 39.83 0| 0 0 0 2200 9.47 0.81 38.63 0| 0 0 0 2400 6.89 0.70 36.74 0| 0 0 0 2800 5.79 0.64 35.98 0| 0 0 0 3000 4.81 0.57 35.33 0| 0 0 0 3200 3.96 0.51 34.76 0| 0 0 0 3400 3.25 0.45 34.26 0| 0 0 0 3600 2.65 0.39 33.82 0| 0 500 0 3800 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 | | 2.13 0.33 33.43 0| 0 500 0 4000 1.20 0.22 32.65 0| 0 0 0 4500 0.68 0.14 32.06 0| 0 0 0 5000 0.36 0.08 31.61 0| 0 0 0 5500 0.20 0.05 31.28 0| 0 0 0 6000 0.11 0.03 31.03 0| 0 0 0 6500 0.06 0.02 30.85 0| 0 0 0 7000 0.02 0.01 30.62 0| 0 0 0 8000 0.01 0.00 30.53 0| 0 0 0 9000 0.01 0.00 32.11 0| 0 0 0 12000 Total 0| 0 1,000 0 Indicative a-t-m Vol 33.56 Underlying Price 32.060 Time to expiry: 631 Days Sep 11 15.70 0.93 43.42 0| 0 0 0 1600 12.47 0.87 40.19 0| 0 0 0 2000 11.01 0.83 38.91 0| 0 0 0 2200 9.64 0.79 37.75 0| 0 0 0 2400 7.15 0.69 35.47 0| 0 0 0 2800 5.13 0.57 33.58 0| 0 0 0 3200 3.60 0.46 32.58 0| 0 0 0 3600 2.43 0.35 31.35 0| 0 500 0 4000 0.86 0.16 29.73 0| 0 0 0 5000 0.27 0.06 28.69 0| 0 0 0 6000 0.09 0.02 28.31 0| 0 0 0 7000 0.03 0.01 27.99 0| 0 0 0 8000 0.01 0.00 28.14 0| 0 0 0 9000 0.01 0.00 31.75 0| 0 0 0 12000 Total 0| 0 500 0 Indicative a-t-m Vol 38.98 Underlying Price 32.060 Time to expiry: 813 Days Mar 12 19.68 0.95 51.21 0| 0 0 0 1200 16.41 0.91 46.26 0| 0 0 0 1600 13.69 0.85 45.40 0| 0 0 0 2000 11.16 0.78 43.24 0| 0 0 0 2400 8.87 0.70 40.76 0| 0 0 0 2800 6.96 0.61 39.00 0| 0 500 0 3200 5.38 0.53 37.54 0| 0 500 0 3600 3.77 0.43 34.50 0| 0 500 0 4000 1.24 0.20 28.87 0| 0 0 0 5000 0.48 0.09 27.99 0| 0 0 0 6000 0.19 0.04 27.55 0| 0 0 0 7000 0.08 0.02 27.54 0| 0 0 0 8000 0.04 0.01 27.86 0| 0 0 0 9000 0.01 0.00 30.56 0| 0 0 0 12000 Total 0| 0 1,500 0 Indicative a-t-m Vol 32.32 Underlying Price 32.060 Time to expiry: 1002 Days Sep 12 18.84 0.96 42.19 0| 0 0 0 1200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.68 0.91 39.92 0| 0 0 0 1600 12.79 0.85 37.70 0| 0 0 0 2000 10.20 0.78 35.56 0| 0 0 0 2400 6.09 0.59 32.34 0| 0 0 0 3200 4.54 0.50 31.07 0| 0 0 0 3600 3.33 0.41 30.08 0| 0 0 0 4000 1.72 0.25 28.51 0| 0 0 0 4800 0.59 0.11 26.95 0| 0 0 0 6000 0.13 0.03 26.66 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 32.06 Underlying Price 32.060 Time to expiry: 1177 Days Mar 13 19.10 0.96 41.28 0| 0 0 0 1200 16.10 0.91 39.61 0| 0 0 0 1600 13.32 0.85 37.51 0| 0 0 0 2000 10.83 0.78 35.48 0| 0 0 0 2400 6.74 0.61 32.08 0| 0 0 0 3200 3.88 0.44 29.60 0| 0 0 0 4000 2.11 0.29 27.89 0| 0 0 0 4800 0.81 0.14 26.41 0| 0 0 0 6000 0.19 0.04 25.91 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 31.23 Underlying Price 32.060 Time to expiry: 1366 Days Sep 13 18.57 0.95 40.58 0| 0 0 0 1200 15.69 0.90 38.82 0| 0 0 0 1600 13.06 0.84 36.69 0| 0 0 0 2000 10.67 0.77 34.65 0| 0 0 0 2400 6.71 0.61 31.25 0| 0 0 0 3200 3.93 0.44 28.77 0| 0 0 0 4000 2.19 0.29 27.03 0| 0 0 0 4800 0.87 0.15 25.47 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.45 Underlying Price 32.060 Time to expiry: 1548 Days Mar 14 16.04 0.90 37.89 0| 0 0 0 1600 13.45 0.85 35.76 0| 0 0 0 2000 11.10 0.78 33.78 0| 0 0 0 2400 7.17 0.63 30.47 0| 0 0 0 3200 4.33 0.46 27.97 0| 0 0 0 4000 2.47 0.32 26.11 0| 0 0 0 4800 0.98 0.16 24.22 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.45 Underlying Price 32.060 Time to expiry: 1730 Days Sep 14 13.19 0.84 35.76 0| 0 0 0 2000 10.94 0.77 33.78 0| 0 0 0 2400 7.19 0.63 30.47 0| 0 0 0 3200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.45 0.47 27.97 0| 0 0 0 4000 2.62 0.33 26.11 0| 0 0 0 4800 1.10 0.17 24.22 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 6,169 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 11 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Cap Gemini European (CA3) Indicative a-t-m Vol 31.96 Underlying Price 32.060 Time to expiry: 85 Days Mar 10 0.01 0.00 47.00 0| 0 0 0 1800 0.03 -0.01 44.59 0| 0 0 0 2000 0.07 -0.02 42.04 0| 0 950 0 2200 0.10 -0.04 40.79 0| 0 182 0 2300 0.15 -0.05 39.56 0| 0 36 0 2400 0.31 -0.10 37.28 0| 0 45 0 2600 0.62 -0.19 35.44 0| 0 52 0 2800 1.20 1.12 -0.31 33.43 1.20 1.20 700| 0 1,030 0 3000 1.47 -0.38 32.55 0| 0 0 0 3100 1.92 -0.46 31.99 0| 0 15 0 3200 2.45 -0.54 31.54 0| 0 0 0 3300 3.07 -0.62 31.17 0| 0 200 0 3400 4.49 -0.76 30.17 0| 0 28 0 3600 6.17 -0.86 29.65 0| 0 0 0 3800 8.01 -0.93 29.41 0| 0 45 0 4000 12.88 -0.99 29.97 0| 0 0 0 4500 15.87 -1.00 31.00 0| 0 0 0 4800 Total 700| 0 2,583 0 Indicative a-t-m Vol 33.47 Underlying Price 32.060 Time to expiry: 267 Days Sep 10 0.43 -0.07 42.00 0| 0 19 0 2000 0.72 -0.11 41.15 0| 0 0 0 2200 1.09 -0.16 39.74 0| 0 0 0 2400 2.18 -0.29 36.59 0| 0 70 0 2800 2.91 -0.37 34.89 0| 0 25 0 3000 3.82 -0.46 33.52 0| 0 0 0 3200 4.88 -0.55 31.97 0| 0 15 0 3400 6.21 -0.64 31.50 0| 0 0 0 3600 7.70 -0.71 31.20 0| 0 0 0 3800 9.28 -0.78 30.57 0| 0 0 0 4000 13.73 -0.89 30.99 0| 0 1,502 0 4500 16.58 -0.92 32.00 0| 0 0 0 4800 Total 0| 0 1,631 0 Indicative a-t-m Vol 35.31 Underlying Price 32.060 Time to expiry: 449 Days Mar 11 0.40 -0.05 44.64 0| 0 0 0 1600 0.90 -0.11 41.26 0| 0 0 0 2000 1.27 -0.14 39.83 0| 0 0 0 2200 1.76 -0.19 38.63 0| 0 0 0 2400 3.10 -0.30 36.74 0| 0 0 0 2800 3.97 -0.36 35.98 0| 0 0 0 3000 4.96 -0.43 35.33 0| 0 500 0 3200 6.07 -0.49 34.76 0| 0 500 0 3400 7.33 -0.55 34.26 0| 0 0 0 3600 8.69 -0.61 33.82 0| 0 0 0 3800 10.15 -0.67 33.43 0| 0 0 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.13 -0.78 32.65 0| 0 0 0 4500 18.52 -0.86 32.06 0| 0 0 0 5000 23.12 -0.92 31.61 0| 0 0 0 5500 27.88 -0.95 31.28 0| 0 0 0 6000 32.70 -0.97 31.03 0| 0 0 0 6500 37.57 -0.98 30.85 0| 0 0 0 7000 47.36 -0.99 30.62 0| 0 0 0 8000 57.18 -1.00 30.53 0| 0 0 0 9000 86.67 -1.00 32.11 0| 0 0 0 12000 Total 0| 0 1,000 0 Indicative a-t-m Vol 33.56 Underlying Price 32.060 Time to expiry: 631 Days Sep 11 0.71 -0.07 43.42 0| 0 0 0 1600 1.36 -0.13 40.19 0| 0 80 0 2000 1.85 -0.17 38.91 0| 0 0 0 2200 2.42 -0.21 37.75 0| 0 500 0 2400 3.81 -0.31 35.47 0| 0 500 0 2800 5.68 -0.43 33.58 0| 0 500 0 3200 8.04 -0.54 32.58 0| 0 500 0 3600 10.76 -0.65 31.35 0| 0 0 0 4000 18.90 -0.84 29.73 0| 0 0 0 5000 28.03 -0.94 28.69 0| 0 0 0 6000 37.56 -0.98 28.31 0| 0 0 0 7000 47.21 -0.99 27.99 0| 0 0 0 8000 56.91 -1.00 28.14 0| 0 0 0 9000 86.04 -1.00 31.75 0| 0 0 0 12000 Total 0| 0 2,080 0 Indicative a-t-m Vol 39.25 Underlying Price 32.060 Time to expiry: 813 Days Mar 12 0.65 -0.05 51.21 0| 0 0 0 1200 1.21 -0.09 46.26 0| 0 0 0 1600 2.31 -0.15 45.40 0| 0 0 0 2000 3.62 -0.22 43.24 0| 0 500 0 2400 5.30 -0.30 41.58 0| 0 0 0 2800 7.13 -0.39 39.27 0| 0 500 0 3200 9.47 -0.47 38.30 0| 0 500 0 3600 11.56 -0.57 34.50 0| 0 0 0 4000 18.61 -0.80 28.87 0| 0 0 0 5000 27.43 -0.91 27.99 0| 0 0 0 6000 36.72 -0.96 27.55 0| 0 0 0 7000 46.19 -0.98 27.54 0| 0 0 0 8000 55.73 -0.99 27.86 0| 0 0 0 9000 84.44 -1.00 30.56 0| 0 0 0 12000 Total 0| 0 1,500 0 Indicative a-t-m Vol 32.32 Underlying Price 32.060 Time to expiry: 1002 Days Sep 12 0.47 -0.04 42.19 0| 0 0 0 1200 1.08 -0.09 39.92 0| 0 0 0 1600 1.96 -0.15 37.70 0| 0 0 0 2000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.15 -0.22 35.56 0| 0 0 0 2400 6.58 -0.41 32.34 0| 0 0 0 3200 8.81 -0.50 31.07 0| 0 0 0 3600 11.37 -0.59 30.08 0| 0 0 0 4000 17.30 -0.75 28.51 0| 0 0 0 4800 27.48 -0.89 26.95 0| 0 0 0 6000 45.87 -0.97 26.66 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 32.06 Underlying Price 32.060 Time to expiry: 1177 Days Mar 13 0.55 -0.04 41.28 0| 0 0 0 1200 1.26 -0.09 39.61 0| 0 0 0 1600 2.19 -0.15 37.51 0| 0 0 0 2000 3.42 -0.22 35.48 0| 0 0 0 2400 6.75 -0.39 32.08 0| 0 0 0 3200 11.32 -0.56 29.60 0| 0 0 0 4000 16.97 -0.71 27.89 0| 0 0 0 4800 26.81 -0.86 26.41 0| 0 0 0 6000 44.76 -0.96 25.91 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 31.23 Underlying Price 32.060 Time to expiry: 1366 Days Sep 13 0.70 -0.05 40.58 0| 0 0 0 1200 1.46 -0.10 38.82 0| 0 0 0 1600 2.47 -0.16 36.69 0| 0 0 0 2000 3.73 -0.23 34.65 0| 0 0 0 2400 7.07 -0.39 31.25 0| 0 0 0 3200 11.58 -0.56 28.77 0| 0 0 0 4000 17.12 -0.71 27.03 0| 0 0 0 4800 26.75 -0.85 25.47 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.45 Underlying Price 32.060 Time to expiry: 1548 Days Mar 14 1.53 -0.10 37.89 0| 0 0 0 1600 2.53 -0.15 35.76 0| 0 0 0 2000 3.76 -0.22 33.78 0| 0 0 0 2400 6.99 -0.37 30.47 0| 0 0 0 3200 11.31 -0.54 27.97 0| 0 0 0 4000 16.60 -0.68 26.11 0| 0 0 0 4800 25.85 -0.84 24.22 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.45 Underlying Price 32.060 Time to expiry: 1730 Days Sep 14 2.81 -0.16 35.76 0| 0 0 0 2000 4.07 -0.23 33.78 0| 0 0 0 2400 7.34 -0.37 30.47 0| 0 0 0 3200 11.63 -0.53 27.97 0| 0 0 0 4000 16.82 -0.67 26.11 0| 0 0 0 4800 25.84 -0.83 24.22 0| 0 0 0 6000 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 | | Total 0| 0 0 0 Total Puts 700| 0 8,794 0 Grand Total 700| 0 14,963 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Carrefour (100) (CA1) Indicative a-t-m Vol 26.78 Underlying Price 33.615 Time to expiry: 22 Days Jan 10 9.62 1.00 35.70 0| 0 0 0 2400 7.62 1.00 36.78 0| 0 0 0 2600 5.64 0.99 34.31 0| 0 0 0 2800 4.69 0.95 36.58 0| 0 3 0 2900 3.72 0.92 32.66 0| 0 1,125 0 3000 2.62 2.79 0.87 29.69 2.62 2.62 21| 0 110 0 3100 1.91 1.95 0.77 27.79 1.91 1.91 10| 0 8,192 0 3200 1.25 0.62 27.03 1,000| 0 4,589 0 3300 0.80 0.73 0.45 26.63 0.80 0.80 1,030| 0 4,895 0 3400 0.39 0.29 26.78 0| 0 2,822 0 3500 0.19 0.16 26.76 0| 0 4,389 0 3600 0.05 0.05 29.33 0| 0 4,100 0 3800 0.01 0.01 30.00 0| 0 0 0 4000 Total 2,061| 0 30,225 0 Indicative a-t-m Vol 25.28 Underlying Price 33.615 Time to expiry: 57 Days Feb 10 9.66 0.99 38.84 0| 0 0 0 2400 7.69 0.97 34.73 0| 0 0 0 2600 5.78 0.93 32.36 0| 0 0 0 2800 3.95 0.86 28.83 0| 0 0 0 3000 3.10 0.79 27.16 0| 0 11 0 3100 2.35 0.70 26.40 0| 0 73 0 3200 1.70 0.60 25.60 0| 1 67 +1 3300 1.18 0.48 25.09 0| 250 9,612 +52 3400 0.77 0.36 24.57 0| 0 2,075 0 3500 0.48 0.26 24.18 0| 0 801 0 3600 0.17 0.11 24.01 0| 0 1,892 0 3800 0.06 0.04 24.78 0| 0 2,000 0 4000 Total 0| 251 16,531 +53 Indicative a-t-m Vol 25.66 Underlying Price 33.615 Time to expiry: 85 Days Mar 10 15.65 1.00 45.00 0| 0 0 0 1800 13.66 1.00 42.98 0| 0 0 0 2000 11.68 0.99 40.10 0| 0 0 0 2200 9.71 0.98 37.11 0| 0 0 0 2400 7.77 0.95 33.56 0| 0 51 0 2600 5.91 0.90 31.37 0| 0 2,590 0 2800 4.16 0.82 28.55 0| 0 7,110 0 3000 2.66 0.68 26.79 0| 0 7,909 0 3200 2.04 0.59 26.05 0| 0 0 0 3300 1.51 0.49 25.42 0| 0 16,438 0 3400 1.08 0.40 24.94 0| 0 187 0 3500 0.75 0.31 24.65 0| 0 12,476 0 3600 0.34 0.17 24.43 0| 0 0 0 3800 0.14 0.08 24.33 0| 0 11,552 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.03 0.02 26.23 0| 0 739 0 4400 0.01 0.01 30.00 0| 0 0 0 4800 Total 0| 0 59,052 0 Indicative a-t-m Vol 27.70 Underlying Price 33.615 Time to expiry: 176 Days Jun 10 17.67 1.00 40.00 0| 0 0 0 1600 13.70 0.99 36.24 0| 0 0 0 2000 11.73 0.99 34.59 0| 0 0 0 2200 9.82 0.96 34.35 0| 0 25 0 2400 7.95 0.92 32.40 0| 0 198 0 2600 6.22 0.86 31.44 0| 0 6,753 0 2800 4.62 0.77 29.69 0| 0 3,111 0 3000 3.90 0.71 29.06 0| 0 8,500 0 3100 3.25 0.65 28.39 0| 0 3,036 0 3200 2.16 0.51 27.54 0| 0 3,190 0 3400 1.37 0.38 26.89 0| 0 639 0 3600 0.49 0.17 26.38 0| 0 5,710 0 4000 0.16 0.07 26.51 0| 0 3,569 0 4400 0.06 0.03 27.37 0| 0 196 0 4800 0.01 0.00 25.46 0| 0 0 0 5600 0.01 0.00 27.00 0| 0 110 0 8000 Total 0| 0 35,037 0 Indicative a-t-m Vol 28.35 Underlying Price 33.615 Time to expiry: 267 Days Sep 10 13.76 0.98 40.00 0| 0 0 0 2000 11.83 0.96 37.21 0| 0 0 0 2200 9.95 0.93 35.10 0| 0 75 0 2400 6.54 0.82 32.00 0| 0 66 0 2800 5.00 0.73 30.00 0| 25 124 +25 3000 3.74 0.62 29.00 0| 3 103 +3 3200 2.70 0.51 28.20 0| 0 134 0 3400 1.88 0.40 27.37 0| 0 3,663 0 3600 0.85 0.22 26.28 0| 0 1,104 0 4000 0.37 0.11 26.00 0| 0 111 0 4400 0.16 0.05 26.00 0| 0 2,990 0 4800 Total 0| 28 8,370 +28 Indicative a-t-m Vol 28.44 Underlying Price 33.615 Time to expiry: 358 Days Dec 10 17.69 1.00 40.00 0| 0 0 0 1600 13.76 0.98 35.76 0| 0 0 0 2000 11.85 0.96 34.15 0| 0 0 0 2200 10.02 0.92 32.79 0| 0 0 0 2400 6.80 0.79 31.12 0| 0 2,004 0 2800 5.41 0.70 30.04 0| 0 3,000 0 3000 4.21 0.61 29.11 0| 0 16,250 0 3200 3.21 0.52 28.28 0| 0 5,133 0 3400 2.40 0.43 27.61 0| 0 8,889 0 3600 1.28 0.27 26.75 0| 90 25,886 0 4000 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 | | 0.63 0.16 26.06 0| 0 30 0 4400 0.31 0.09 25.76 0| 68 2,110 +68 4800 0.21 0.06 25.65 0| 0 1,371 0 5000 0.07 0.02 25.67 0| 0 50 0 5600 0.03 0.01 24.95 0| 0 50 0 6000 0.01 0.00 24.71 0| 0 0 0 7000 0.01 0.00 24.73 0| 0 0 0 8000 0.01 0.00 26.00 0| 0 2 0 12000 Total 0| 158 64,775 +68 Indicative a-t-m Vol 31.59 Underlying Price 33.615 Time to expiry: 540 Days Jun 11 17.72 0.99 41.00 0| 0 0 0 1600 13.91 0.96 38.30 0| 0 15 0 2000 10.45 0.87 35.40 0| 0 15 0 2400 7.59 0.75 33.70 0| 0 25 0 2800 5.27 0.62 32.00 0| 0 15 0 3200 3.56 0.48 31.00 0| 0 15 0 3600 2.23 0.36 29.60 0| 0 15 0 4000 1.38 0.25 28.80 0| 0 15 0 4400 0.76 0.16 27.50 0| 0 15 0 4800 0.16 0.04 27.00 0| 0 0 0 6000 Total 0| 0 130 0 Indicative a-t-m Vol 32.73 Underlying Price 33.615 Time to expiry: 722 Days Dec 11 17.77 0.98 42.67 0| 0 0 0 1600 14.15 0.92 40.00 0| 0 15 0 2000 10.99 0.83 36.99 0| 0 15 0 2400 8.33 0.73 34.84 0| 0 15 0 2800 6.17 0.62 33.28 0| 0 16,535 0 3200 4.45 0.51 31.93 0| 0 15 0 3600 2.95 0.40 29.83 0| 0 3,025 0 4000 1.05 0.19 27.86 0| 0 17 0 5000 0.41 0.09 27.70 0| 0 0 0 6000 0.20 0.04 28.55 0| 0 0 0 7000 0.09 0.02 28.69 0| 0 0 0 8000 0.01 0.00 31.00 0| 0 2 0 12000 Total 0| 0 19,639 0 Indicative a-t-m Vol 33.18 Underlying Price 33.615 Time to expiry: 904 Days Jun 12 14.20 0.92 38.80 0| 0 0 0 2000 11.15 0.83 36.49 0| 0 0 0 2400 8.67 0.73 34.80 0| 0 0 0 2800 6.66 0.63 33.67 0| 0 0 0 3200 3.64 0.43 31.23 0| 0 0 0 4000 1.80 0.27 29.24 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 33.64 Underlying Price 33.615 Time to expiry: 1093 Days Dec 12 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 | | 17.80 0.98 41.21 0| 0 0 0 1600 14.39 0.90 39.00 0| 0 0 0 2000 11.60 0.81 37.00 0| 0 0 0 2400 7.31 0.64 34.00 0| 0 0 0 3200 4.46 0.47 32.23 0| 0 15 0 4000 2.59 0.32 30.70 0| 0 15 0 4800 1.10 0.17 29.16 0| 0 0 0 6000 0.40 0.07 30.00 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 34.30 Underlying Price 33.615 Time to expiry: 1457 Days Dec 13 17.91 0.97 43.25 0| 0 0 0 1600 14.72 0.88 39.99 0| 0 0 0 2000 12.13 0.81 37.63 0| 0 0 0 2400 8.17 0.65 34.70 0| 0 0 0 3200 5.39 0.51 32.70 0| 0 0 0 4000 3.48 0.38 31.32 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 34.86 Underlying Price 33.615 Time to expiry: 1821 Days Dec 14 14.90 0.88 40.56 0| 0 0 0 2000 12.49 0.81 38.20 0| 0 0 0 2400 8.82 0.67 35.27 0| 0 0 0 3200 6.17 0.54 33.27 0| 0 0 0 4000 4.29 0.42 31.89 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 2,061| 437 233,789 +149 | 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 | | Carrefour (100) (CA1) Indicative a-t-m Vol 26.92 Underlying Price 33.615 Time to expiry: 22 Days Jan 10 0.01 0.00 42.00 0| 0 0 0 2400 0.01 0.00 40.63 0| 0 3 0 2600 0.03 -0.03 38.60 0| 0 77 0 2800 0.04 -0.04 33.92 0| 0 4,522 0 2900 0.08 -0.07 31.34 0| 40 1,272 +40 3000 0.17 -0.13 29.64 0| 0 404 0 3100 0.35 0.34 -0.23 28.36 0.35 0.35 5| 0 1,651 0 3200 0.63 -0.38 27.18 0| 0 1,110 0 3300 1.11 -0.55 26.76 0| 0 50 0 3400 1.76 -0.71 26.75 0| 0 0 0 3500 2.57 -0.84 26.96 0| 0 0 0 3600 4.43 -0.95 29.62 0| 0 0 0 3800 6.40 -0.98 33.64 0| 0 0 0 4000 Total 5| 40 9,089 +40 Indicative a-t-m Vol 25.63 Underlying Price 33.615 Time to expiry: 57 Days Feb 10 0.01 -0.01 35.00 0| 0 0 0 2400 0.06 -0.03 36.31 0| 0 39 0 2600 0.13 -0.06 31.78 0| 0 329 0 2800 0.31 -0.15 28.92 0| 0 842 0 3000 0.48 -0.21 27.75 0| 0 66 0 3100 0.72 -0.30 26.71 0| 2 10,888 0 3200 1.08 -0.41 26.07 0| 106 96 +36 3300 1.55 -0.52 25.36 0| 0 9,510 0 3400 2.14 -0.64 24.97 0| 0 0 0 3500 2.85 -0.74 24.61 0| 0 0 0 3600 4.54 -0.89 24.66 0| 0 0 0 3800 6.43 -0.95 25.62 0| 0 0 0 4000 Total 0| 108 21,770 +36 Indicative a-t-m Vol 26.17 Underlying Price 33.615 Time to expiry: 85 Days Mar 10 0.01 0.00 45.00 0| 0 275 0 1800 0.01 -0.01 43.88 0| 0 756 0 2000 0.03 -0.01 41.33 0| 0 540 0 2200 0.08 -0.03 39.45 0| 0 1,344 0 2400 0.14 -0.05 34.83 0| 0 11,599 0 2600 0.26 -0.10 31.72 0| 0 14,457 0 2800 0.53 -0.19 29.31 0| 0 22,163 0 3000 1.03 -0.33 27.31 0| 0 10,311 0 3200 1.40 -0.41 26.56 0| 0 0 0 3300 1.87 -0.51 25.93 0| 0 311 0 3400 2.45 -0.60 25.53 0| 0 50 0 3500 3.12 -0.69 25.27 0| 0 136 0 3600 4.69 -0.83 24.91 0| 0 0 0 3800 6.50 -0.92 25.31 0| 0 0 0 4000 10.39 -0.99 26.52 0| 0 0 0 4400 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 | | 14.39 -1.00 30.00 0| 0 0 0 4800 Total 0| 0 61,942 0 Indicative a-t-m Vol 27.53 Underlying Price 33.615 Time to expiry: 176 Days Jun 10 0.01 0.00 40.00 0| 0 420 0 1600 0.14 -0.03 41.82 0| 150 616 +150 2000 0.23 -0.05 38.86 0| 0 183 0 2200 0.37 -0.09 36.15 0| 0 691 0 2400 0.59 -0.14 33.60 0| 0 1,577 0 2600 0.93 -0.21 31.40 0| 0 7,127 0 2800 1.46 -0.30 29.84 0| 0 4,054 0 3000 1.81 -0.36 29.09 0| 0 3,548 0 3100 2.21 -0.42 28.36 0| 0 3,449 0 3200 3.23 -0.55 27.34 0| 0 1,543 0 3400 4.51 -0.67 26.58 0| 156 276 0 3600 7.72 -0.85 25.76 0| 0 422 0 4000 11.36 -0.97 22.24 0| 0 89 0 4400 15.29 -1.00 21.12 0| 0 114 0 4800 23.26 -1.00 20.37 0| 0 73 0 5600 47.17 -1.00 27.00 0| 0 152 0 8000 Total 0| 306 24,334 +150 Indicative a-t-m Vol 28.59 Underlying Price 33.615 Time to expiry: 267 Days Sep 10 0.28 -0.05 40.00 0| 0 329 0 2000 0.41 -0.08 37.00 0| 0 280 0 2200 0.64 -0.12 35.14 0| 0 184 0 2400 1.42 -0.24 31.71 0| 0 611 0 2800 2.03 -0.32 30.30 0| 0 562 0 3000 2.82 -0.41 29.00 0| 0 815 0 3200 3.87 -0.51 28.50 0| 0 0 0 3400 5.07 -0.62 27.50 0| 0 81 0 3600 8.11 -0.78 27.00 0| 0 88 0 4000 11.64 -0.89 27.01 0| 0 0 0 4400 15.44 -0.94 28.00 0| 0 0 0 4800 Total 0| 0 2,950 0 Indicative a-t-m Vol 28.96 Underlying Price 33.615 Time to expiry: 358 Days Dec 10 0.17 -0.03 42.58 0| 0 180 0 1600 0.43 -0.07 38.36 0| 0 239 0 2000 0.64 -0.10 36.49 0| 0 0 0 2200 0.93 -0.14 34.72 0| 0 5,141 0 2400 1.83 -0.25 31.76 0| 0 12,279 0 2800 2.50 -0.33 30.63 0| 0 6,086 0 3000 3.34 -0.41 29.65 0| 0 12,801 0 3200 4.35 -0.49 28.80 0| 0 2,600 0 3400 5.55 -0.58 28.20 0| 0 5,500 0 3600 8.42 -0.73 27.25 0| 0 0 0 4000 11.73 -0.86 25.84 0| 0 0 0 4400 15.45 -0.93 25.91 0| 0 0 0 4800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 21 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.33 -0.96 24.69 0| 0 0 0 5000 23.30 -0.97 29.63 0| 0 0 0 5600 27.19 -1.00 23.57 0| 0 0 0 6000 37.14 -1.00 23.15 0| 0 0 0 7000 47.20 -0.97 44.84 0| 0 0 0 8000 86.91 -1.00 26.00 0| 34 34 +34 12000 Total 0| 34 44,860 +34 Indicative a-t-m Vol 31.59 Underlying Price 33.615 Time to expiry: 540 Days Jun 11 0.40 -0.05 41.00 0| 0 0 0 1600 0.91 -0.10 38.30 0| 0 1 0 2000 1.71 -0.19 35.40 0| 0 1 0 2400 3.03 -0.29 33.70 0| 0 2 0 2800 4.78 -0.42 32.00 0| 0 0 0 3200 7.11 -0.55 31.00 0| 0 0 0 3600 9.80 -0.67 29.60 0| 0 0 0 4000 12.92 -0.77 28.82 0| 0 0 0 4400 16.26 -0.85 27.50 0| 0 0 0 4800 27.45 -0.96 27.00 0| 0 0 0 6000 Total 0| 0 4 0 Indicative a-t-m Vol 32.33 Underlying Price 33.615 Time to expiry: 722 Days Dec 11 0.76 -0.07 42.83 0| 0 0 0 1600 1.46 -0.13 40.14 0| 0 50 0 2000 2.40 -0.20 36.92 0| 0 100 0 2400 3.74 -0.29 34.69 0| 0 0 0 2800 5.44 -0.40 32.50 0| 20 15,250 0 3200 7.83 -0.51 32.08 0| 0 0 0 3600 10.32 -0.62 30.31 0| 0 1 0 4000 18.18 -0.83 27.78 0| 0 1 0 5000 27.50 -0.91 29.63 0| 0 0 0 6000 37.17 -0.95 31.94 0| 0 0 0 7000 47.32 -0.92 41.48 0| 0 0 0 8000 86.92 -0.95 53.60 0| 0 0 0 12000 Total 0| 20 15,402 0 Indicative a-t-m Vol 33.34 Underlying Price 33.615 Time to expiry: 904 Days Jun 12 1.81 -0.14 38.48 0| 0 0 0 2000 2.93 -0.22 36.30 0| 0 0 0 2400 4.50 -0.31 34.83 0| 0 0 0 2800 6.48 -0.40 33.83 0| 0 0 0 3200 11.25 -0.59 31.39 0| 0 0 0 4000 17.11 -0.75 29.24 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 33.67 Underlying Price 33.615 Time to expiry: 1093 Days Dec 12 1.27 -0.09 41.32 0| 0 0 0 1600 2.20 -0.15 39.00 0| 0 0 0 2000 3.44 -0.22 37.00 0| 0 0 0 2400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 22 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.93 -0.38 34.00 0| 0 0 0 3200 11.79 -0.55 32.39 0| 0 0 0 4000 17.52 -0.70 30.62 0| 0 0 0 4800 27.64 -0.86 29.55 0| 0 0 0 6000 47.40 -0.88 40.34 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 34.44 Underlying Price 33.615 Time to expiry: 1457 Days Dec 13 1.96 -0.11 42.68 0| 0 0 0 1600 3.01 -0.16 39.81 0| 0 0 0 2000 4.36 -0.22 37.73 0| 0 0 0 2400 7.95 -0.37 34.84 0| 0 0 0 3200 12.60 -0.51 32.87 0| 0 0 0 4000 18.07 -0.64 31.42 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 34.82 Underlying Price 33.615 Time to expiry: 1821 Days Dec 14 3.62 -0.17 40.19 0| 0 0 0 2000 5.03 -0.22 38.11 0| 0 0 0 2400 8.65 -0.35 35.22 0| 0 0 0 3200 13.17 -0.48 33.25 0| 0 0 0 4000 18.42 -0.60 31.80 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 5| 508 180,351 +260 Grand Total 2,066| 945 414,140 +409 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 | | Carrefour European (CA2) Indicative a-t-m Vol 25.56 Underlying Price 33.615 Time to expiry: 85 Days Mar 10 15.67 0.99 55.00 0| 0 0 0 1800 13.67 0.99 46.83 0| 0 0 0 2000 11.68 0.99 40.65 0| 0 0 0 2200 9.70 0.98 35.97 0| 0 0 0 2400 7.75 0.96 32.44 0| 0 30 0 2600 5.87 0.91 29.80 0| 0 1,400 0 2800 4.15 0.82 28.30 0| 0 477 0 3000 2.64 0.68 26.46 0| 0 1,081 0 3200 2.03 0.59 25.90 0| 0 0 0 3300 1.50 0.49 25.35 0| 0 93 0 3400 1.07 0.40 24.86 0| 0 0 0 3500 0.75 0.31 24.65 0| 0 2,562 0 3600 0.34 0.17 24.43 0| 0 0 0 3800 0.16 0.09 25.18 0| 0 1,967 0 4000 0.02 0.02 25.03 0| 0 0 0 4400 0.01 0.00 26.01 0| 0 0 0 4800 0.01 0.00 26.65 0| 0 35 0 5000 0.01 0.00 40.39 0| 0 2,500 0 8000 Total 0| 0 10,145 0 Indicative a-t-m Vol 27.01 Underlying Price 33.615 Time to expiry: 267 Days Sep 10 12.96 0.95 39.00 0| 0 10 0 2000 11.12 0.92 36.63 0| 0 500 0 2200 9.37 0.88 35.14 0| 0 34 0 2400 6.09 0.77 30.67 0| 0 315 0 2800 4.71 0.69 29.36 0| 0 1,358 0 3000 3.49 0.59 28.00 0| 0 429 0 3200 2.47 0.48 26.77 0| 0 494 0 3400 1.77 0.38 26.61 0| 0 205 0 3600 0.80 0.22 25.77 0| 0 510 0 4000 0.31 0.10 24.93 0| 0 1,256 0 4400 0.12 0.05 24.82 0| 0 0 0 4800 0.08 0.03 24.95 0| 0 0 0 5000 0.01 0.00 30.00 0| 0 2,350 0 7000 Total 0| 0 7,461 0 Indicative a-t-m Vol 29.48 Underlying Price 33.615 Time to expiry: 449 Days Mar 11 17.01 0.97 40.00 0| 0 0 0 1600 13.43 0.92 37.19 0| 0 0 0 2000 10.19 0.85 35.38 0| 0 0 0 2400 7.29 0.74 32.88 0| 0 0 0 2800 4.85 0.61 30.34 0| 0 0 0 3200 2.96 0.46 28.23 0| 0 0 0 3600 1.73 0.32 27.12 0| 0 2 0 4000 0.97 0.21 26.56 0| 0 0 0 4400 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 | | 0.59 0.14 26.88 0| 0 20,000 0 4800 0.46 0.11 27.01 0| 0 0 0 5000 0.15 0.04 28.22 0| 0 0 0 6000 0.06 0.02 29.83 0| 0 0 0 7000 0.04 0.01 31.99 0| 0 4,210 0 8000 0.02 0.01 32.96 0| 0 0 0 9000 0.01 0.00 35.87 0| 0 0 0 12000 Total 0| 0 24,212 0 Indicative a-t-m Vol 32.50 Underlying Price 33.615 Time to expiry: 631 Days Sep 11 16.50 0.94 42.24 0| 0 15 0 1600 13.11 0.89 37.85 0| 0 0 0 2000 10.11 0.81 35.46 0| 0 0 0 2400 7.56 0.71 33.72 0| 0 0 0 2800 5.53 0.60 32.73 0| 0 0 0 3200 3.99 0.49 32.15 0| 0 15 0 3600 2.83 0.38 31.73 0| 0 15 0 4000 1.19 0.20 31.23 0| 0 15 0 5000 0.46 0.09 30.70 0| 0 0 0 6000 0.17 0.04 30.16 0| 0 0 0 7000 0.06 0.01 29.23 0| 0 0 0 8000 0.02 0.01 28.76 0| 0 0 0 9000 0.01 0.00 28.12 0| 0 0 0 12000 Total 0| 0 60 0 Indicative a-t-m Vol 32.89 Underlying Price 33.615 Time to expiry: 813 Days Mar 12 17.15 0.92 44.66 0| 0 15 0 1600 13.95 0.87 40.14 0| 0 0 0 2000 11.08 0.80 37.01 0| 0 0 0 2400 8.59 0.72 34.92 0| 0 0 0 2800 6.51 0.62 33.29 0| 0 0 0 3200 4.90 0.52 32.31 0| 0 105 0 3600 3.66 0.43 31.67 0| 0 15 0 4000 1.65 0.24 30.34 0| 0 15 0 5000 0.71 0.12 29.37 0| 0 0 0 6000 0.28 0.06 28.26 0| 0 0 0 7000 0.10 0.02 27.29 0| 0 0 0 8000 0.03 0.01 26.23 0| 0 0 0 9000 0.01 0.00 21.76 0| 0 0 0 12000 Total 0| 0 150 0 Indicative a-t-m Vol 33.07 Underlying Price 33.615 Time to expiry: 1002 Days Sep 12 16.79 0.90 46.31 0| 0 15 0 1600 13.75 0.85 41.25 0| 0 0 0 2000 11.03 0.78 37.74 0| 0 15 0 2400 8.69 0.70 35.31 0| 0 0 0 2800 6.70 0.61 33.43 0| 0 15 0 3200 3.95 0.44 31.69 0| 0 15 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 25 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.38 0.30 31.23 0| 0 15 0 4800 1.05 0.16 30.34 0| 0 0 0 6000 0.22 0.04 28.42 0| 0 0 0 8000 Total 0| 0 75 0 Indicative a-t-m Vol 33.65 Underlying Price 33.615 Time to expiry: 1177 Days Mar 13 17.01 0.91 43.26 0| 0 0 0 1600 14.09 0.85 39.23 0| 0 0 0 2000 11.54 0.79 36.71 0| 0 0 0 2400 7.55 0.63 34.02 0| 0 0 0 3200 4.75 0.48 32.20 0| 0 0 0 4000 2.85 0.34 30.72 0| 0 0 0 4800 1.28 0.18 29.11 0| 0 0 0 6000 0.30 0.06 27.34 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 34.01 Underlying Price 33.615 Time to expiry: 1366 Days Sep 13 16.53 0.89 43.57 0| 0 0 0 1600 13.79 0.84 39.67 0| 0 0 0 2000 11.38 0.78 37.12 0| 0 0 0 2400 7.63 0.63 34.37 0| 0 0 0 3200 4.99 0.49 32.61 0| 0 0 0 4000 3.25 0.36 31.71 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 34.40 Underlying Price 33.615 Time to expiry: 1548 Days Mar 14 17.06 0.89 44.16 0| 0 0 0 1600 14.44 0.84 40.40 0| 0 0 0 2000 12.10 0.78 37.76 0| 0 0 0 2400 8.39 0.65 34.73 0| 0 0 0 3200 5.76 0.52 33.11 0| 0 0 0 4000 4.01 0.40 32.36 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 34.40 Underlying Price 33.615 Time to expiry: 1730 Days Sep 14 13.99 0.84 40.40 0| 0 0 0 2000 11.76 0.78 37.76 0| 0 0 0 2400 8.26 0.65 34.73 0| 0 0 0 3200 5.79 0.52 33.11 0| 0 0 0 4000 4.11 0.41 32.36 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 42,103 0 | 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 | | Carrefour European (CA2) Indicative a-t-m Vol 26.45 Underlying Price 33.615 Time to expiry: 85 Days Mar 10 0.02 -0.01 55.00 0| 0 200 0 1800 0.03 -0.01 49.60 0| 0 200 0 2000 0.05 -0.02 44.50 0| 0 1,391 0 2200 0.12 -0.04 42.62 0| 0 159 0 2400 0.15 -0.06 35.66 0| 0 781 0 2600 0.26 -0.10 31.73 0| 0 20,437 0 2800 0.53 -0.19 29.33 0| 0 2,887 0 3000 1.02 -0.33 27.25 0| 0 20 0 3200 1.42 -0.41 26.83 0| 0 0 0 3300 1.89 -0.50 26.21 0| 0 677 0 3400 2.45 -0.60 25.69 0| 0 0 0 3500 3.12 -0.68 25.48 0| 0 240 0 3600 4.62 -0.84 23.30 0| 0 0 0 3800 6.41 -0.94 22.40 0| 0 15,750 0 4000 10.32 -0.99 21.38 0| 0 0 0 4400 14.31 -1.00 21.28 0| 0 0 0 4800 16.30 -1.00 21.53 0| 0 0 0 5000 46.25 -1.00 40.39 0| 0 0 0 8000 Total 0| 0 42,742 0 Indicative a-t-m Vol 28.93 Underlying Price 33.615 Time to expiry: 267 Days Sep 10 0.27 -0.05 39.43 0| 0 200 0 2000 0.42 -0.08 37.06 0| 0 2,256 0 2200 0.63 -0.12 34.87 0| 0 1,132 0 2400 1.40 -0.23 31.56 0| 0 406 0 2800 2.04 -0.32 30.46 0| 0 10 0 3000 2.86 -0.41 29.58 0| 0 3,823 0 3200 3.87 -0.51 28.78 0| 0 0 0 3400 5.09 -0.60 28.09 0| 0 335 0 3600 8.04 -0.77 26.98 0| 0 50 0 4000 11.50 -0.88 26.65 0| 0 1,061 0 4400 15.24 -0.94 26.54 0| 0 0 0 4800 17.17 -0.96 26.60 0| 0 100 0 5000 36.89 -1.00 30.00 0| 0 0 0 7000 Total 0| 0 9,373 0 Indicative a-t-m Vol 30.05 Underlying Price 33.615 Time to expiry: 449 Days Mar 11 0.21 -0.03 40.00 0| 0 0 0 1600 0.59 -0.08 37.81 0| 0 0 0 2000 1.21 -0.15 34.92 0| 0 0 0 2400 2.30 -0.26 33.07 0| 0 0 0 2800 3.83 -0.39 30.80 0| 0 50 0 3200 5.92 -0.54 28.94 0| 0 0 0 3600 8.56 -0.68 27.49 0| 0 0 0 4000 11.72 -0.79 26.85 0| 0 0 0 4400 15.28 -0.86 27.25 0| 0 0 0 4800 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 | | 17.09 -0.89 27.17 0| 0 0 0 5000 26.60 -0.96 28.31 0| 0 0 0 6000 36.35 -0.98 30.06 0| 0 0 0 7000 46.14 -0.99 31.25 0| 0 0 0 8000 55.96 -1.00 32.61 0| 0 0 0 9000 85.45 -1.00 35.79 0| 0 0 0 12000 Total 0| 0 50 0 Indicative a-t-m Vol 32.99 Underlying Price 33.615 Time to expiry: 631 Days Sep 11 0.56 -0.06 41.76 0| 0 0 0 1600 1.09 -0.11 38.06 0| 0 0 0 2000 2.01 -0.19 35.95 0| 0 0 0 2400 3.37 -0.29 34.27 0| 0 0 0 2800 5.23 -0.40 33.25 0| 0 0 0 3200 7.57 -0.51 32.61 0| 0 0 0 3600 10.28 -0.61 32.09 0| 0 0 0 4000 18.31 -0.80 31.38 0| 0 0 0 5000 27.28 -0.91 30.73 0| 0 0 0 6000 36.71 -0.96 30.16 0| 0 0 0 7000 46.31 -0.99 29.29 0| 0 0 0 8000 55.98 -1.00 28.22 0| 0 0 0 9000 85.11 -1.00 27.52 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 33.34 Underlying Price 33.615 Time to expiry: 813 Days Mar 12 0.98 -0.08 44.23 0| 0 0 0 1600 1.66 -0.13 40.33 0| 0 0 0 2000 2.66 -0.20 37.45 0| 0 0 0 2400 4.02 -0.28 35.42 0| 0 0 0 2800 5.79 -0.38 33.76 0| 0 0 0 3200 8.00 -0.48 32.71 0| 0 0 0 3600 10.57 -0.57 32.00 0| 0 0 0 4000 18.10 -0.76 30.48 0| 0 0 0 5000 26.73 -0.88 29.40 0| 0 0 0 6000 35.87 -0.94 28.26 0| 0 0 0 7000 45.27 -0.98 27.34 0| 0 0 0 8000 54.79 -0.99 26.41 0| 0 0 0 9000 83.50 -1.00 22.67 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 33.47 Underlying Price 33.615 Time to expiry: 1002 Days Sep 12 1.51 -0.10 45.92 0| 0 0 0 1600 2.29 -0.15 41.43 0| 0 0 0 2000 3.38 -0.22 38.14 0| 0 0 0 2400 4.83 -0.30 35.76 0| 0 0 0 2800 6.62 -0.39 33.85 0| 0 0 0 3200 11.39 -0.56 31.99 0| 0 0 0 4000 17.33 -0.69 31.39 0| 0 0 0 4800 27.29 -0.84 30.36 0| 0 0 0 6000 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 | | 45.32 -0.96 28.47 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 34.03 Underlying Price 33.615 Time to expiry: 1177 Days Mar 13 1.49 -0.09 42.90 0| 0 0 0 1600 2.33 -0.15 39.39 0| 0 0 0 2000 3.53 -0.21 37.07 0| 0 0 0 2400 6.99 -0.36 34.42 0| 0 0 0 3200 11.59 -0.52 32.47 0| 0 0 0 4000 17.09 -0.66 30.86 0| 0 0 0 4800 26.63 -0.82 29.13 0| 0 0 0 6000 44.21 -0.94 27.39 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 34.36 Underlying Price 33.615 Time to expiry: 1366 Days Sep 13 1.88 -0.11 43.23 0| 0 0 0 1600 2.84 -0.16 39.82 0| 0 0 0 2000 4.12 -0.22 37.46 0| 0 0 0 2400 7.68 -0.37 34.74 0| 0 0 0 3200 12.32 -0.51 32.87 0| 0 0 0 4000 17.84 -0.64 31.84 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 34.73 Underlying Price 33.615 Time to expiry: 1548 Days Mar 14 2.14 -0.11 43.84 0| 0 0 0 1600 3.15 -0.16 40.54 0| 0 0 0 2000 4.43 -0.22 38.08 0| 0 0 0 2400 7.90 -0.35 35.08 0| 0 0 0 3200 12.41 -0.48 33.35 0| 0 0 0 4000 17.79 -0.60 32.49 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 34.73 Underlying Price 33.615 Time to expiry: 1730 Days Sep 14 3.50 -0.16 40.54 0| 0 0 0 2000 4.83 -0.22 38.08 0| 0 0 0 2400 8.37 -0.35 35.08 0| 0 0 0 3200 12.90 -0.48 33.35 0| 0 0 0 4000 18.22 -0.59 32.49 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 52,165 0 Grand Total 0| 0 94,268 0 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 | | Casino Guichard Perrachon (100) (CO1) Indicative a-t-m Vol 15.46 Underlying Price 62.160 Time to expiry: 22 Days Jan 10 18.17 1.00 35.00 0| 0 0 0 4400 16.17 1.00 32.93 0| 0 0 0 4600 14.17 1.00 30.52 0| 0 0 0 4800 10.18 1.00 25.70 0| 0 0 0 5200 8.19 0.99 23.96 0| 0 0 0 5400 6.22 0.97 22.81 0| 0 0 0 5600 4.28 0.92 19.75 0| 0 0 0 5800 2.49 0.80 17.50 0| 0 2 0 6000 1.06 0.54 15.49 0| 15 15 +15 6200 0.30 0.23 15.06 0| 0 24 0 6400 0.05 0.04 19.84 0| 0 0 0 6800 0.01 0.00 17.77 0| 0 0 0 7200 0.01 0.00 20.00 0| 0 0 0 7600 Total 0| 15 41 +15 Indicative a-t-m Vol 18.81 Underlying Price 62.160 Time to expiry: 57 Days Feb 10 16.21 1.00 30.00 0| 0 0 0 4600 14.23 0.99 28.71 0| 0 0 0 4800 10.30 0.97 25.63 0| 0 0 0 5200 6.53 0.89 22.69 0| 0 0 0 5600 4.80 0.81 21.39 0| 0 0 0 5800 3.25 0.69 20.06 0| 0 0 0 6000 1.97 0.53 18.86 0| 0 0 0 6200 1.08 0.36 18.31 0| 0 0 0 6400 0.25 0.12 18.10 0| 0 20 0 6800 0.04 0.02 18.34 0| 0 0 0 7200 0.01 0.01 20.00 0| 0 0 0 7600 Total 0| 0 20 0 Indicative a-t-m Vol 21.40 Underlying Price 62.160 Time to expiry: 85 Days Mar 10 30.21 1.00 42.00 0| 0 0 0 3200 26.22 1.00 39.07 0| 0 0 0 3600 22.24 1.00 35.74 0| 0 0 0 4000 18.27 0.99 32.44 0| 0 0 0 4400 16.30 0.98 30.87 0| 0 0 0 4600 14.34 0.97 29.39 0| 0 20 0 4800 10.53 0.93 26.91 0| 0 0 0 5200 6.98 0.83 24.67 0| 0 0 0 5600 5.37 0.75 23.60 0| 0 0 0 5800 3.95 0.65 22.55 0| 0 10 0 6000 2.71 0.54 21.45 0| 0 0 0 6200 1.78 0.41 20.89 0| 0 45 0 6400 0.68 0.20 20.63 0| 0 0 0 6800 0.22 0.08 20.62 0| 0 3 0 7200 0.05 0.02 19.98 0| 0 0 0 7600 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 | | 0.01 0.01 20.34 0| 0 0 0 8000 0.01 0.00 22.00 0| 0 0 0 8800 Total 0| 0 78 0 Indicative a-t-m Vol 22.52 Underlying Price 62.160 Time to expiry: 176 Days Jun 10 30.31 1.00 40.00 0| 0 0 0 3200 26.33 1.00 35.79 0| 0 0 0 3600 22.37 0.99 32.07 0| 0 0 0 4000 18.45 0.98 29.82 0| 0 0 0 4400 16.52 0.97 28.66 0| 0 0 0 4600 14.61 0.95 27.61 0| 0 0 0 4800 10.95 0.89 25.75 0| 0 0 0 5200 7.59 0.79 24.00 0| 0 7 0 5600 4.75 0.64 22.46 0| 0 76 0 6000 2.83 0.46 22.58 0| 0 6 0 6400 1.47 0.29 21.95 0| 0 0 0 6800 0.73 0.17 22.03 0| 0 0 0 7200 0.15 0.04 21.94 0| 0 0 0 8000 0.02 0.01 22.00 0| 0 0 0 8800 Total 0| 0 89 0 Indicative a-t-m Vol 22.70 Underlying Price 62.160 Time to expiry: 267 Days Sep 10 26.34 1.00 32.00 0| 0 0 0 3600 22.39 0.99 30.41 0| 0 0 0 4000 18.50 0.97 29.11 0| 0 0 0 4400 14.71 0.94 27.02 0| 0 0 0 4800 11.15 0.87 25.68 0| 0 2 0 5200 7.95 0.76 24.26 0| 0 0 0 5600 5.24 0.62 22.94 0| 0 190 0 6000 3.30 0.46 22.49 0| 0 0 0 6400 1.94 0.31 21.94 0| 0 0 0 6800 1.07 0.20 21.59 0| 0 180 0 7200 0.31 0.07 21.30 0| 0 0 0 8000 0.07 0.02 20.99 0| 0 0 0 8800 Total 0| 0 372 0 Indicative a-t-m Vol 24.26 Underlying Price 62.160 Time to expiry: 358 Days Dec 10 30.33 1.00 33.00 0| 0 0 0 3200 22.43 0.99 30.00 0| 0 0 0 4000 18.60 0.96 29.00 0| 0 0 0 4400 14.98 0.91 28.00 0| 0 0 0 4800 8.64 0.72 25.58 0| 0 0 0 5600 6.17 0.60 24.68 0| 0 0 0 6000 4.25 0.47 23.90 0| 0 0 0 6400 2.85 0.35 23.47 0| 0 0 0 6800 1.83 0.26 22.90 0| 0 0 0 7200 0.75 0.12 22.59 0| 0 0 0 8000 0.28 0.05 22.40 0| 0 0 0 8800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.02 0.00 25.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.51 Underlying Price 62.160 Time to expiry: 540 Days Jun 11 30.39 1.00 37.25 0| 0 0 0 3200 22.69 0.96 33.90 0| 0 0 0 4000 19.09 0.91 32.39 0| 0 0 0 4400 15.69 0.85 30.65 0| 0 0 0 4800 9.82 0.69 27.40 0| 0 0 0 5600 7.41 0.59 25.93 0| 0 0 0 6000 5.55 0.49 25.15 0| 0 0 0 6400 1.54 0.19 23.81 0| 0 0 0 8000 0.40 0.05 31.87 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.63 Underlying Price 62.160 Time to expiry: 722 Days Dec 11 16.35 0.82 31.77 0| 0 0 0 4800 8.54 0.59 27.05 0| 0 0 0 6000 6.73 0.51 26.27 0| 0 0 0 6400 2.46 0.25 24.93 0| 0 0 0 8000 1.33 0.12 35.20 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 15 600 +15 | 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 | | Casino Guichard Perrachon (100) (CO1) Indicative a-t-m Vol 15.46 Underlying Price 62.160 Time to expiry: 22 Days Jan 10 0.01 0.00 35.00 0| 0 0 0 4400 0.01 0.00 32.93 0| 0 1 0 4600 0.01 0.00 30.52 0| 0 5 0 4800 0.01 0.00 25.70 0| 0 2 0 5200 0.01 -0.01 23.96 0| 0 0 0 5400 0.04 -0.03 22.81 0| 0 7 0 5600 0.11 -0.08 19.75 0| 0 0 0 5800 0.31 -0.20 17.50 0| 0 5 0 6000 0.88 -0.46 15.49 0| 0 0 0 6200 2.13 -0.77 15.06 0| 0 0 0 6400 5.87 -0.97 19.84 0| 0 0 0 6800 9.84 -1.00 17.77 0| 0 0 0 7200 13.84 -1.00 20.00 0| 0 0 0 7600 Total 0| 0 20 0 Indicative a-t-m Vol 18.81 Underlying Price 62.160 Time to expiry: 57 Days Feb 10 0.01 0.00 30.00 0| 0 4 0 4600 0.02 -0.01 28.71 0| 0 0 0 4800 0.09 -0.04 25.63 0| 0 0 0 5200 0.32 -0.11 22.69 0| 0 4 0 5600 0.59 -0.19 21.39 0| 0 0 0 5800 1.04 -0.31 20.06 0| 0 0 0 6000 1.76 -0.47 18.86 0| 0 0 0 6200 2.86 -0.64 18.31 0| 0 0 0 6400 6.04 -0.89 18.10 0| 0 0 0 6800 9.85 -0.98 18.34 0| 0 0 0 7200 13.84 -1.00 20.00 0| 0 0 0 7600 Total 0| 0 8 0 Indicative a-t-m Vol 21.40 Underlying Price 62.160 Time to expiry: 85 Days Mar 10 0.01 0.00 42.00 0| 0 0 0 3200 0.01 0.00 39.07 0| 0 0 0 3600 0.01 0.00 35.74 0| 0 0 0 4000 0.04 -0.01 32.44 0| 0 79 0 4400 0.06 -0.02 30.87 0| 0 26 0 4600 0.10 -0.03 29.39 0| 0 0 0 4800 0.28 -0.07 26.91 0| 0 59 0 5200 0.73 -0.17 24.67 0| 0 12 0 5600 1.12 -0.25 23.60 0| 0 0 0 5800 1.69 -0.35 22.55 0| 0 10 0 6000 2.45 -0.46 21.45 0| 0 0 0 6200 3.52 -0.59 20.89 0| 0 0 0 6400 6.43 -0.80 20.63 0| 0 0 0 6800 9.98 -0.93 20.62 0| 0 0 0 7200 13.85 -0.99 19.98 0| 0 0 0 7600 17.84 -1.00 20.34 0| 0 0 0 8000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 33 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.84 -1.00 22.00 0| 0 0 0 8800 Total 0| 0 186 0 Indicative a-t-m Vol 22.52 Underlying Price 62.160 Time to expiry: 176 Days Jun 10 0.05 -0.01 40.00 0| 0 0 0 3200 0.09 -0.01 35.79 0| 0 0 0 3600 0.15 -0.03 32.07 0| 0 107 0 4000 0.33 -0.06 29.82 0| 0 2 0 4400 0.46 -0.08 28.66 0| 0 0 0 4600 0.65 -0.11 27.61 0| 0 1 0 4800 1.25 -0.19 25.75 0| 0 1 0 5200 2.25 -0.32 24.00 0| 0 13 0 5600 3.84 -0.48 22.46 0| 0 5 0 6000 6.33 -0.64 22.58 0| 0 0 0 6400 9.28 -0.78 21.95 0| 0 0 0 6800 12.73 -0.87 22.03 0| 0 0 0 7200 20.27 -0.97 21.94 0| 0 0 0 8000 28.14 -0.99 22.00 0| 0 0 0 8800 Total 0| 0 129 0 Indicative a-t-m Vol 22.70 Underlying Price 62.160 Time to expiry: 267 Days Sep 10 0.15 -0.02 32.00 0| 0 0 0 3600 0.33 -0.05 30.41 0| 0 0 0 4000 0.65 -0.09 29.11 0| 0 0 0 4400 1.11 -0.14 27.02 0| 0 0 0 4800 1.89 -0.22 25.68 0| 0 270 0 5200 3.07 -0.33 24.26 0| 0 0 0 5600 4.71 -0.47 22.94 0| 0 11 0 6000 7.03 -0.60 22.49 0| 0 3 0 6400 9.85 -0.73 21.94 0| 0 0 0 6800 13.08 -0.82 21.59 0| 0 18 0 7200 20.37 -0.94 21.30 0| 0 2 0 8000 28.14 -0.98 20.99 0| 0 0 0 8800 Total 0| 0 304 0 Indicative a-t-m Vol 24.26 Underlying Price 62.160 Time to expiry: 358 Days Dec 10 0.14 -0.02 33.00 0| 0 0 0 3200 0.56 -0.06 30.00 0| 0 0 0 4000 1.02 -0.11 29.00 0| 0 0 0 4400 1.72 -0.17 28.00 0| 0 0 0 4800 3.98 -0.34 25.58 0| 0 0 0 5600 5.74 -0.45 24.68 0| 0 0 0 6000 7.95 -0.56 23.90 0| 0 0 0 6400 10.63 -0.67 23.47 0| 0 0 0 6800 13.66 -0.77 22.90 0| 0 0 0 7200 20.63 -0.89 22.59 0| 0 0 0 8000 28.21 -0.96 22.40 0| 0 0 0 8800 59.88 -1.00 25.00 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 34 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 25.51 Underlying Price 62.160 Time to expiry: 540 Days Jun 11 0.83 -0.06 37.25 0| 0 0 0 3200 1.92 -0.13 33.90 0| 0 0 0 4000 2.75 -0.18 32.39 0| 0 0 0 4400 3.73 -0.24 30.65 0| 0 0 0 4800 6.44 -0.39 27.40 0| 0 0 0 5600 8.24 -0.48 25.93 0| 0 0 0 6000 10.53 -0.57 25.15 0| 0 0 0 6400 22.78 -0.83 23.81 0| 0 0 0 8000 60.98 -0.95 31.87 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.63 Underlying Price 62.160 Time to expiry: 722 Days Dec 11 4.86 -0.25 31.77 0| 0 0 0 4800 9.40 -0.45 27.05 0| 0 0 0 6000 11.63 -0.53 26.27 0| 0 0 0 6400 23.28 -0.77 24.93 0| 0 0 0 8000 61.23 -0.89 35.20 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 647 0 Grand Total 0| 15 1,247 +15 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 | | Casino Guichard Perrachon European (CO2) Indicative a-t-m Vol 21.40 Underlying Price 62.160 Time to expiry: 85 Days Mar 10 30.21 1.00 42.00 0| 0 0 0 3200 28.13 1.00 40.56 0| 0 0 0 3409 26.22 1.00 39.07 0| 0 0 0 3600 24.35 1.00 37.52 0| 0 0 0 3788 22.47 1.00 35.94 0| 0 0 0 3977 20.58 0.99 34.34 0| 0 0 0 4167 18.71 0.99 32.79 0| 0 0 0 4356 16.83 0.98 31.29 0| 0 0 0 4546 14.34 0.97 29.39 0| 0 0 0 4800 13.14 0.96 28.52 0| 0 0 0 4924 9.57 0.91 26.09 0| 0 0 0 5303 6.29 0.80 24.06 0| 0 21 0 5682 5.37 0.75 23.60 0| 0 0 0 5800 3.57 0.62 22.45 0| 0 2 0 6061 2.71 0.54 21.45 0| 0 0 0 6200 1.78 0.41 20.89 0| 0 627 0 6400 0.63 0.19 20.44 0| 0 0 0 6818 0.22 0.08 20.62 0| 0 0 0 7200 0.05 0.02 19.97 0| 0 34 0 7576 0.01 0.01 20.34 0| 0 0 0 8000 0.01 0.00 22.00 0| 0 0 0 8800 Total 0| 0 684 0 Indicative a-t-m Vol 22.27 Underlying Price 62.160 Time to expiry: 267 Days Sep 10 24.01 0.97 34.23 0| 0 0 0 3600 20.19 0.95 31.31 0| 0 0 0 4000 18.63 0.94 30.41 0| 0 0 0 4167 15.15 0.90 27.78 0| 0 1 0 4546 12.95 0.86 26.68 0| 0 50 0 4800 9.00 0.75 25.01 0| 0 74 0 5303 6.42 0.64 23.74 0| 0 808 0 5682 4.29 0.52 22.45 0| 0 1 0 6061 2.90 0.40 22.05 0| 0 7 0 6400 1.76 0.28 21.69 0| 0 0 0 6800 0.94 0.18 20.91 0| 0 1 0 7200 0.52 0.11 20.75 0| 0 1 0 7576 0.30 0.07 21.30 0| 0 1 0 8000 0.09 0.02 21.62 0| 0 0 0 8800 Total 0| 0 944 0 Indicative a-t-m Vol 23.06 Underlying Price 62.160 Time to expiry: 449 Days Mar 11 28.36 0.97 34.63 0| 0 0 0 3200 20.96 0.92 29.87 0| 0 0 0 4000 17.55 0.88 28.52 0| 0 0 0 4400 14.31 0.82 27.04 0| 0 0 0 4800 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 | | 8.55 0.66 24.04 0| 0 0 0 5600 6.32 0.56 23.16 0| 0 0 0 6000 4.66 0.46 22.97 0| 0 0 0 6400 1.47 0.19 24.49 0| 0 0 0 8000 0.07 0.01 26.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 22.80 Underlying Price 62.160 Time to expiry: 631 Days Sep 11 19.54 0.88 29.87 0| 0 0 0 4000 13.45 0.77 27.04 0| 0 0 0 4800 8.24 0.62 24.04 0| 0 0 0 5600 6.23 0.53 23.16 0| 0 0 0 6000 4.61 0.44 22.50 0| 0 0 0 6400 1.86 0.21 24.49 0| 0 0 0 8000 0.13 0.02 25.00 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 1,628 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 37 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Casino Guichard Perrachon European (CO2) Indicative a-t-m Vol 21.40 Underlying Price 62.160 Time to expiry: 85 Days Mar 10 0.01 0.00 42.00 0| 0 0 0 3200 0.01 0.00 40.56 0| 0 0 0 3409 0.01 0.00 39.07 0| 0 2 0 3600 0.01 0.00 37.52 0| 0 0 0 3788 0.01 0.00 35.94 0| 0 0 0 3977 0.02 -0.01 34.34 0| 0 3 0 4167 0.03 -0.01 32.79 0| 0 21 0 4356 0.06 -0.02 31.29 0| 0 10 0 4546 0.10 -0.03 29.39 0| 0 18 0 4800 0.14 -0.04 28.52 0| 0 12 0 4924 0.35 -0.09 26.09 0| 0 421 0 5303 0.86 -0.20 24.06 0| 0 30 0 5682 1.12 -0.25 23.60 0| 0 0 0 5800 1.92 -0.38 22.45 0| 0 0 0 6061 2.45 -0.46 21.45 0| 0 0 0 6200 3.51 -0.59 20.89 0| 0 0 0 6400 6.54 -0.81 20.44 0| 0 0 0 6818 9.94 -0.92 20.62 0| 0 0 0 7200 13.53 -0.98 19.97 0| 0 0 0 7576 17.72 -0.99 20.34 0| 0 0 0 8000 25.70 -1.00 22.00 0| 0 0 0 8800 Total 0| 0 517 0 Indicative a-t-m Vol 22.27 Underlying Price 62.160 Time to expiry: 267 Days Sep 10 0.22 -0.03 34.23 0| 0 0 0 3600 0.37 -0.05 31.31 0| 0 404 0 4000 0.47 -0.06 30.41 0| 0 400 0 4167 0.74 -0.10 27.78 0| 0 0 0 4546 1.06 -0.14 26.68 0| 0 7 0 4800 2.11 -0.25 25.01 0| 0 0 0 5303 3.29 -0.36 23.74 0| 0 39 0 5682 4.91 -0.48 22.45 0| 0 7 0 6061 6.88 -0.60 22.05 0| 0 0 0 6400 9.71 -0.72 21.69 0| 0 0 0 6800 12.86 -0.82 20.91 0| 0 1 0 7200 16.17 -0.89 20.75 0| 0 0 0 7576 20.16 -0.93 21.30 0| 0 0 0 8000 27.88 -0.98 21.62 0| 0 0 0 8800 Total 0| 0 858 0 Indicative a-t-m Vol 23.06 Underlying Price 62.160 Time to expiry: 449 Days Mar 11 0.33 -0.03 34.63 0| 0 0 0 3200 0.80 -0.08 29.87 0| 0 0 0 4000 1.31 -0.12 28.52 0| 0 0 0 4400 2.01 -0.18 27.04 0| 0 0 0 4800 4.11 -0.34 24.04 0| 0 0 0 5600 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 | | 5.81 -0.44 23.16 0| 0 0 0 6000 8.09 -0.54 22.97 0| 0 0 0 6400 20.63 -0.81 24.49 0| 0 0 0 8000 58.56 -0.99 26.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 22.80 Underlying Price 62.160 Time to expiry: 631 Days Sep 11 1.63 -0.12 29.87 0| 0 0 0 4000 3.31 -0.23 27.04 0| 0 0 0 4800 5.87 -0.38 24.04 0| 0 0 0 5600 7.75 -0.47 23.16 0| 0 0 0 6000 10.01 -0.56 22.50 0| 0 0 0 6400 22.81 -0.79 24.49 0| 0 0 0 8000 59.94 -0.98 25.00 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 1,375 0 Grand Total 0| 0 3,003 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Christian Dior (100) (CD1) Indicative a-t-m Vol 25.85 Underlying Price 71.380 Time to expiry: 85 Days Mar 10 43.44 1.00 70.00 0| 0 0 0 2800 39.46 1.00 66.03 0| 0 0 0 3200 35.49 0.99 60.59 0| 0 0 0 3600 33.50 0.99 57.67 0| 0 0 0 3800 31.52 0.99 54.72 0| 0 0 0 4000 29.53 0.99 51.81 0| 0 0 0 4200 27.55 0.99 48.98 0| 0 0 0 4400 25.57 0.98 46.26 0| 0 0 0 4600 23.60 0.98 43.67 0| 0 0 0 4800 19.68 0.96 38.95 0| 0 0 0 5200 15.83 0.94 34.89 0| 0 0 0 5600 12.11 0.89 31.52 0| 0 0 0 6000 8.60 0.81 28.53 0| 0 0 0 6400 5.66 0.67 27.10 0| 0 0 0 6800 4.41 0.59 26.39 0| 0 0 0 7000 3.31 0.50 25.60 0| 0 2 0 7200 2.41 0.41 24.94 0| 0 0 0 7400 1.68 0.32 24.37 0| 0 0 0 7600 0.83 0.19 24.55 0| 0 2 0 8000 0.40 0.10 24.92 0| 0 0 0 8400 0.20 0.05 25.80 0| 0 0 0 8800 0.08 0.02 29.00 0| 0 0 0 9600 Total 0| 0 4 0 Indicative a-t-m Vol 28.95 Underlying Price 71.380 Time to expiry: 176 Days Jun 10 35.62 0.99 50.00 0| 0 0 0 3600 31.71 0.98 47.00 0| 0 0 0 4000 27.80 0.97 43.00 0| 0 0 0 4400 23.99 0.95 40.40 0| 0 0 0 4800 20.26 0.92 37.70 0| 0 0 0 5200 16.66 0.88 35.30 0| 0 0 0 5600 13.28 0.82 33.30 0| 0 0 0 6000 10.26 0.74 32.00 0| 0 0 0 6400 7.49 0.64 30.01 0| 0 0 0 6800 5.25 0.53 28.76 0| 1 1 +1 7200 3.49 0.41 27.81 0| 0 0 0 7600 2.20 0.30 26.85 0| 0 0 0 8000 0.77 0.13 25.81 0| 0 0 0 8800 0.54 0.09 30.00 0| 0 0 0 9600 Total 0| 1 1 +1 Indicative a-t-m Vol 29.01 Underlying Price 71.380 Time to expiry: 267 Days Sep 10 27.99 0.96 41.00 0| 0 0 0 4400 24.34 0.93 39.56 0| 0 0 0 4800 17.38 0.84 35.45 0| 0 0 0 5600 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.20 0.71 31.49 0| 0 0 0 6400 8.57 0.63 29.77 0| 0 0 0 6800 6.46 0.53 28.87 0| 0 0 0 7200 4.71 0.44 28.01 0| 0 0 0 7600 3.34 0.35 27.29 0| 0 0 0 8000 1.85 0.22 27.91 0| 0 0 0 8800 1.20 0.14 30.00 0| 0 0 0 9600 Total 0| 0 0 0 Indicative a-t-m Vol 30.27 Underlying Price 71.380 Time to expiry: 358 Days Dec 10 25.09 0.89 41.97 0| 0 0 0 4800 18.29 0.81 36.61 0| 0 0 0 5600 12.40 0.69 32.57 0| 0 0 0 6400 9.87 0.62 30.95 0| 0 0 0 6800 7.83 0.54 30.14 0| 0 0 0 7200 6.06 0.46 29.26 0| 0 0 0 7600 4.62 0.39 28.59 0| 0 0 0 8000 2.82 0.27 28.79 0| 0 0 0 8800 1.90 0.19 30.00 0| 0 0 0 9600 Total 0| 0 0 0 Total Calls 0| 1 5 +1 | 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 | | Christian Dior (100) (CD1) Indicative a-t-m Vol 27.89 Underlying Price 71.380 Time to expiry: 85 Days Mar 10 0.01 0.00 70.00 0| 0 0 0 2800 0.03 0.00 66.47 0| 0 0 0 3200 0.05 -0.01 61.51 0| 0 0 0 3600 0.07 -0.01 58.82 0| 0 0 0 3800 0.08 -0.01 56.09 0| 0 0 0 4000 0.10 -0.01 53.37 0| 0 0 0 4200 0.12 -0.02 50.72 0| 0 0 0 4400 0.15 -0.02 48.16 0| 0 0 0 4600 0.18 -0.03 45.71 0| 0 0 0 4800 0.28 -0.04 41.20 0| 0 0 0 5200 0.47 -0.07 37.28 0| 0 0 0 5600 0.79 -0.13 33.96 0| 0 0 0 6000 1.39 -0.21 31.18 0| 1 1 +1 6400 2.44 -0.34 29.22 0| 0 0 0 6800 3.19 -0.41 28.42 0| 0 0 0 7000 4.10 -0.49 27.66 0| 0 0 0 7200 5.20 -0.58 27.03 0| 0 0 0 7400 6.47 -0.66 26.59 0| 0 0 0 7600 9.51 -0.80 26.20 0| 0 0 0 8000 13.01 -0.89 26.24 0| 0 0 0 8400 16.77 -0.94 26.73 0| 0 0 0 8800 24.64 -0.99 29.00 0| 0 0 0 9600 Total 0| 1 1 +1 Indicative a-t-m Vol 29.95 Underlying Price 71.380 Time to expiry: 176 Days Jun 10 0.17 -0.02 50.00 0| 0 0 0 3600 0.29 -0.03 47.04 0| 0 0 0 4000 0.45 -0.04 43.98 0| 0 0 0 4400 0.68 -0.07 41.04 0| 0 0 0 4800 1.01 -0.10 38.35 0| 0 0 0 5200 1.51 -0.15 35.96 0| 0 0 0 5600 2.21 -0.21 33.74 0| 0 0 0 6000 3.29 -0.29 32.35 0| 0 0 0 6400 4.75 -0.39 30.96 0| 0 0 0 6800 6.63 -0.50 29.77 0| 0 0 0 7200 8.98 -0.61 29.01 0| 0 0 0 7600 11.83 -0.70 28.73 0| 0 0 0 8000 18.48 -0.84 28.83 0| 0 0 0 8800 25.90 -0.92 30.00 0| 0 0 0 9600 Total 0| 0 0 0 Indicative a-t-m Vol 31.14 Underlying Price 71.380 Time to expiry: 267 Days Sep 10 0.78 -0.06 41.00 0| 0 0 0 4400 1.19 -0.09 39.21 0| 0 0 0 4800 2.45 -0.18 35.79 0| 0 0 0 5600 4.66 -0.31 33.04 0| 0 0 0 6400 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 | | 6.24 -0.39 31.95 0| 0 0 0 6800 8.16 -0.48 30.99 0| 0 0 0 7200 10.48 -0.56 30.36 0| 0 0 0 7600 13.14 -0.64 29.90 0| 0 0 0 8000 19.36 -0.78 29.58 0| 0 0 0 8800 26.41 -0.86 30.00 0| 0 0 0 9600 Total 0| 0 0 0 Indicative a-t-m Vol 31.60 Underlying Price 71.380 Time to expiry: 358 Days Dec 10 1.83 -0.12 38.95 0| 0 0 0 4800 3.45 -0.20 36.18 0| 0 0 0 5600 5.91 -0.32 33.53 0| 0 0 0 6400 7.57 -0.39 32.49 0| 0 0 0 6800 9.47 -0.46 31.44 0| 0 0 0 7200 11.75 -0.54 30.84 0| 0 0 0 7600 14.33 -0.60 30.40 0| 0 0 0 8000 20.34 -0.72 30.23 0| 0 0 0 8800 27.23 -0.81 31.00 0| 0 0 0 9600 Total 0| 0 0 0 Total Puts 0| 1 1 +1 Grand Total 0| 2 6 +2 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 | | Christian Dior European (CD3) Indicative a-t-m Vol 25.85 Underlying Price 71.380 Time to expiry: 85 Days Mar 10 43.44 1.00 70.00 0| 0 0 0 2800 39.46 1.00 66.03 0| 0 0 0 3200 35.49 0.99 60.59 0| 0 0 0 3600 33.50 0.99 57.67 0| 0 0 0 3800 31.52 0.99 54.72 0| 0 0 0 4000 29.53 0.99 51.81 0| 0 0 0 4200 27.55 0.99 48.98 0| 0 0 0 4400 25.57 0.98 46.26 0| 0 0 0 4600 23.60 0.98 43.67 0| 0 0 0 4800 19.68 0.96 38.95 0| 0 0 0 5200 15.83 0.94 34.89 0| 0 0 0 5600 12.11 0.89 31.52 0| 0 0 0 6000 8.60 0.81 28.53 0| 0 0 0 6400 5.66 0.67 27.10 0| 0 0 0 6800 4.41 0.59 26.39 0| 0 0 0 7000 3.31 0.50 25.60 0| 0 0 0 7200 2.41 0.41 24.94 0| 0 0 0 7400 1.68 0.32 24.37 0| 0 0 0 7600 0.83 0.19 24.55 0| 0 10 0 8000 0.40 0.10 24.92 0| 0 0 0 8400 0.20 0.05 25.80 0| 0 0 0 8800 0.08 0.02 29.00 0| 0 0 0 9600 Total 0| 0 10 0 Indicative a-t-m Vol 29.01 Underlying Price 71.380 Time to expiry: 267 Days Sep 10 27.36 0.94 41.00 0| 0 0 0 4400 23.83 0.91 39.56 0| 0 0 0 4800 17.06 0.82 35.45 0| 0 0 0 5600 13.85 0.77 33.00 0| 0 0 0 6000 11.04 0.69 31.49 0| 0 0 0 6400 8.47 0.61 29.77 0| 0 0 0 6800 6.41 0.52 28.87 0| 0 0 0 7200 4.68 0.43 28.01 0| 0 0 0 7600 3.32 0.34 27.29 0| 0 0 0 8000 1.84 0.21 27.91 0| 0 0 0 8800 1.20 0.14 30.00 0| 0 0 0 9600 Total 0| 0 0 0 Indicative a-t-m Vol 32.95 Underlying Price 71.380 Time to expiry: 449 Days Mar 11 46.34 0.99 47.62 0| 0 0 0 2400 38.90 0.97 45.77 0| 0 0 0 3200 31.90 0.92 43.63 0| 0 0 0 4000 28.54 0.90 42.20 0| 0 0 0 4400 25.44 0.86 41.49 0| 0 0 0 4800 19.51 0.78 38.58 0| 0 0 0 5600 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 | | 16.69 0.73 36.86 0| 0 0 0 6000 14.15 0.68 35.56 0| 0 0 0 6400 9.66 0.56 32.73 0| 0 0 0 7200 6.72 0.44 32.38 0| 0 0 0 8000 1.57 0.13 35.95 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 34.66 Underlying Price 71.380 Time to expiry: 631 Days Sep 11 25.36 0.85 37.23 0| 0 0 0 4800 17.61 0.72 35.45 0| 0 0 0 6000 15.41 0.67 34.93 0| 0 0 0 6400 11.88 0.57 34.63 0| 0 0 0 7200 9.26 0.48 34.93 0| 0 0 0 8000 3.72 0.23 39.70 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 10 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 45 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Christian Dior European (CD3) Indicative a-t-m Vol 27.89 Underlying Price 71.380 Time to expiry: 85 Days Mar 10 0.01 0.00 70.00 0| 0 0 0 2800 0.03 0.00 66.47 0| 0 0 0 3200 0.05 -0.01 61.51 0| 0 0 0 3600 0.07 -0.01 58.82 0| 0 0 0 3800 0.08 -0.01 56.09 0| 0 0 0 4000 0.10 -0.01 53.37 0| 0 0 0 4200 0.12 -0.02 50.72 0| 0 0 0 4400 0.15 -0.02 48.16 0| 0 0 0 4600 0.18 -0.03 45.71 0| 0 10 0 4800 0.28 -0.04 41.20 0| 0 0 0 5200 0.47 -0.07 37.28 0| 0 0 0 5600 0.79 -0.13 33.96 0| 0 0 0 6000 1.39 -0.21 31.18 0| 0 0 0 6400 2.44 -0.34 29.22 0| 0 0 0 6800 3.19 -0.41 28.42 0| 0 0 0 7000 4.10 -0.49 27.66 0| 0 0 0 7200 5.18 -0.58 27.03 0| 0 0 0 7400 6.46 -0.66 26.59 0| 0 0 0 7600 9.48 -0.79 26.20 0| 0 0 0 8000 12.96 -0.89 26.24 0| 0 0 0 8400 16.71 -0.94 26.73 0| 0 0 0 8800 24.54 -0.98 29.00 0| 0 0 0 9600 Total 0| 0 10 0 Indicative a-t-m Vol 31.14 Underlying Price 71.380 Time to expiry: 267 Days Sep 10 0.78 -0.06 41.00 0| 0 0 0 4400 1.18 -0.09 39.21 0| 0 0 0 4800 2.44 -0.18 35.79 0| 0 0 0 5600 3.39 -0.24 34.26 0| 0 0 0 6000 4.64 -0.31 33.04 0| 0 0 0 6400 6.21 -0.39 31.95 0| 0 0 0 6800 8.11 -0.47 30.99 0| 0 0 0 7200 10.41 -0.56 30.36 0| 0 0 0 7600 13.05 -0.64 29.90 0| 0 0 0 8000 19.21 -0.77 29.58 0| 0 0 0 8800 26.20 -0.86 30.00 0| 0 0 0 9600 Total 0| 0 0 0 Indicative a-t-m Vol 33.28 Underlying Price 71.380 Time to expiry: 449 Days Mar 11 0.12 -0.01 46.14 0| 0 0 0 2400 0.55 -0.03 45.24 0| 0 0 0 3200 1.40 -0.08 43.27 0| 0 0 0 4000 2.04 -0.10 42.38 0| 0 0 0 4400 2.87 -0.14 41.59 0| 0 0 0 4800 4.84 -0.22 38.81 0| 0 0 0 5600 5.84 -0.27 36.62 0| 0 0 0 6000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 46 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.30 -0.32 35.56 0| 0 0 0 6400 10.78 -0.44 33.09 0| 0 0 0 7200 15.65 -0.56 32.56 0| 0 0 0 8000 49.74 -0.87 35.77 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 34.31 Underlying Price 71.380 Time to expiry: 631 Days Sep 11 3.84 -0.16 39.49 0| 0 0 0 4800 6.78 -0.28 33.89 0| 0 0 0 6000 8.41 -0.33 33.32 0| 0 0 0 6400 13.09 -0.43 34.39 0| 0 0 0 7200 18.05 -0.52 34.16 0| 0 0 0 8000 51.79 -0.77 40.24 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 10 0 Grand Total 0| 0 20 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | CNP Assurances (100) (CN1) Indicative a-t-m Vol 27.54 Underlying Price 68.490 Time to expiry: 85 Days Mar 10 36.54 1.00 49.00 0| 0 0 0 3200 32.56 1.00 45.64 0| 0 0 0 3600 28.57 1.00 42.35 0| 0 0 0 4000 24.60 0.99 39.29 0| 0 0 0 4400 22.62 0.99 37.87 0| 0 0 0 4600 20.65 0.98 36.53 0| 0 0 0 4800 16.77 0.96 34.11 0| 0 0 0 5200 13.02 0.92 32.02 0| 0 0 0 5600 9.52 0.84 30.27 0| 0 0 0 6000 6.45 0.71 28.94 0| 0 0 0 6400 5.12 0.64 28.23 0| 0 0 0 6600 3.96 0.55 27.67 0| 0 0 0 6800 2.98 0.47 27.17 0| 0 0 0 7000 2.18 0.38 26.76 0| 0 1 0 7200 1.11 0.23 26.45 0| 0 1 0 7600 0.50 0.12 25.97 0| 0 2 0 8000 0.09 0.03 25.99 0| 0 0 0 8800 0.02 0.01 26.83 0| 0 0 0 9600 0.01 0.00 27.50 0| 0 0 0 10000 Total 0| 0 4 0 Indicative a-t-m Vol 25.77 Underlying Price 68.490 Time to expiry: 176 Days Jun 10 24.72 0.99 37.00 0| 0 0 0 4400 20.82 0.97 34.49 0| 0 0 0 4800 13.39 0.89 30.22 0| 0 0 0 5600 10.02 0.81 28.43 0| 0 0 0 6000 7.09 0.69 27.23 0| 0 0 0 6400 4.67 0.55 25.88 0| 0 0 0 6800 2.87 0.40 24.99 0| 0 0 0 7200 1.67 0.27 24.47 0| 0 0 0 7600 0.93 0.17 24.11 0| 0 0 0 8000 0.27 0.06 24.05 0| 0 0 0 8800 0.09 0.02 24.83 0| 0 0 0 9600 0.06 0.01 25.50 0| 0 0 0 10000 Total 0| 0 0 0 Indicative a-t-m Vol 30.15 Underlying Price 68.490 Time to expiry: 267 Days Sep 10 24.82 0.97 36.17 0| 0 0 0 4400 21.06 0.94 35.03 0| 0 0 0 4800 14.20 0.83 32.79 0| 0 0 0 5600 11.24 0.75 31.80 0| 0 0 0 6000 8.71 0.65 31.03 0| 0 0 0 6400 6.57 0.55 30.23 0| 0 0 0 6800 4.84 0.45 29.58 0| 0 0 0 7200 3.52 0.36 29.22 0| 0 0 0 7600 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 48 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.52 0.28 28.94 0| 0 0 0 8000 1.22 0.16 28.35 0| 0 0 0 8800 0.54 0.08 27.79 0| 0 0 0 9600 0.37 0.06 27.83 0| 0 0 0 10000 Total 0| 0 0 0 Indicative a-t-m Vol 30.15 Underlying Price 68.490 Time to expiry: 358 Days Dec 10 24.99 0.96 36.17 0| 0 0 0 4400 21.38 0.92 35.03 0| 0 0 0 4800 14.91 0.79 32.79 0| 0 0 0 5600 9.75 0.64 31.03 0| 0 0 0 6400 7.67 0.55 30.23 0| 0 0 0 6800 5.94 0.47 29.58 0| 0 0 0 7200 3.48 0.32 28.94 0| 0 0 0 8000 1.92 0.21 28.35 0| 0 0 0 8800 1.02 0.12 27.79 0| 0 0 0 9600 Total 0| 0 0 0 Total Calls 0| 0 4 0 | 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 | | CNP Assurances (100) (CN1) Indicative a-t-m Vol 28.05 Underlying Price 68.490 Time to expiry: 85 Days Mar 10 0.01 0.00 49.00 0| 0 0 0 3200 0.01 0.00 45.91 0| 0 0 0 3600 0.01 0.00 42.80 0| 0 0 0 4000 0.04 -0.01 39.84 0| 0 0 0 4400 0.06 -0.01 38.45 0| 0 0 0 4600 0.09 -0.02 37.13 0| 0 0 0 4800 0.21 -0.04 34.72 0| 0 0 0 5200 0.46 -0.09 32.63 0| 0 0 0 5600 0.98 -0.17 30.85 0| 0 0 0 6000 1.92 -0.29 29.47 0| 0 1 0 6400 2.59 -0.36 28.72 0| 0 0 0 6600 3.44 -0.45 28.18 0| 0 0 0 6800 4.45 -0.53 27.65 0| 0 0 0 7000 5.64 -0.62 27.17 0| 0 1 0 7200 8.55 -0.77 26.81 0| 0 0 0 7600 11.93 -0.88 26.28 0| 0 0 0 8000 19.54 -0.98 26.18 0| 0 0 0 8800 27.51 -1.00 26.89 0| 0 0 0 9600 31.51 -1.00 27.50 0| 0 0 0 10000 Total 0| 0 2 0 Indicative a-t-m Vol 29.45 Underlying Price 68.490 Time to expiry: 176 Days Jun 10 0.30 -0.04 37.00 0| 0 0 0 4400 0.45 -0.06 33.37 0| 0 4 0 4800 1.45 -0.17 30.38 0| 0 0 0 5600 2.70 -0.27 30.95 0| 0 0 0 6000 4.14 -0.38 30.01 0| 0 0 0 6400 6.12 -0.49 29.43 0| 0 0 0 6800 8.63 -0.61 29.56 0| 0 0 0 7200 11.63 -0.70 30.18 0| 0 0 0 7600 15.03 -0.76 31.63 0| 0 0 0 8000 21.80 -0.90 29.30 0| 0 0 0 8800 29.32 -0.97 27.19 0| 0 0 0 9600 33.21 -0.99 25.50 0| 0 0 0 10000 Total 0| 0 4 0 Indicative a-t-m Vol 30.15 Underlying Price 68.490 Time to expiry: 267 Days Sep 10 0.67 -0.06 36.17 0| 0 0 0 4400 1.13 -0.10 35.03 0| 0 0 0 4800 2.68 -0.22 32.79 0| 0 0 0 5600 3.91 -0.29 31.80 0| 0 0 0 6000 5.49 -0.38 30.95 0| 0 0 0 6400 7.45 -0.47 30.23 0| 0 0 0 6800 9.76 -0.57 29.58 0| 0 0 0 7200 12.47 -0.65 29.22 0| 0 0 0 7600 15.49 -0.73 28.94 0| 0 0 0 8000 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 | | 22.21 -0.85 28.35 0| 0 0 0 8800 29.66 -0.92 29.00 0| 0 0 0 9600 33.53 -0.93 30.00 0| 0 0 0 10000 Total 0| 0 0 0 Indicative a-t-m Vol 30.15 Underlying Price 68.490 Time to expiry: 358 Days Dec 10 1.11 -0.09 36.17 0| 0 0 0 4400 1.71 -0.13 35.03 0| 0 0 0 4800 3.53 -0.23 32.79 0| 0 0 0 5600 6.45 -0.38 30.95 0| 0 0 0 6400 8.40 -0.46 30.23 0| 0 0 0 6800 10.67 -0.54 29.58 0| 0 0 0 7200 16.21 -0.69 28.94 0| 0 0 0 8000 22.67 -0.81 28.35 0| 0 0 0 8800 29.97 -0.88 29.00 0| 0 0 0 9600 Total 0| 0 0 0 Total Puts 0| 0 6 0 Grand Total 0| 0 10 0 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 | | Credit Agricole (100) (CR1) Indicative a-t-m Vol 38.40 Underlying Price 12.170 Time to expiry: 22 Days Jan 10 2.60 0.96 56.00 0| 0 0 0 960 2.22 0.94 54.00 0| 0 20 0 1000 1.27 0.85 40.91 0| 0 50 0 1100 0.90 0.73 41.53 0| 0 0 0 1150 0.57 0.58 39.20 0| 0 775 0 1200 0.31 0.41 36.83 0| 13 50 0 1250 0.15 0.25 35.89 0| 44 210 +30 1300 0.07 0.14 36.19 0| 0 501 0 1350 0.03 0.07 36.24 0| 0 1,907 0 1400 0.01 0.03 36.16 0| 0 8,631 0 1450 0.01 0.01 35.94 0| 0 2,349 0 1500 0.01 0.00 35.49 0| 0 263 0 1550 0.01 0.00 36.00 0| 0 103 0 1600 0.01 0.00 37.00 0| 0 130 0 1700 0.01 0.00 38.00 0| 0 115 0 1800 0.01 0.00 38.00 0| 0 0 0 1900 Total 0| 57 15,104 +30 Indicative a-t-m Vol 43.29 Underlying Price 12.170 Time to expiry: 57 Days Feb 10 2.74 0.89 54.03 0| 0 0 0 960 2.38 0.86 51.65 0| 0 5 0 1000 1.58 0.74 46.85 0| 0 700 0 1100 1.23 0.66 44.96 0| 0 0 0 1150 0.93 0.57 43.61 0| 0 178 0 1200 0.69 0.47 42.65 0| 0 74 0 1250 0.48 0.38 41.61 0| 0 31 0 1300 0.33 0.29 40.77 0| 0 10 0 1350 0.22 0.21 39.94 0| 100 3,200 +90 1400 0.14 0.15 39.39 0| 0 10 0 1450 0.09 0.10 38.90 0| 0 60 0 1500 0.02 0.03 35.25 0| 0 450 0 1600 0.02 0.02 40.96 0| 0 0 0 1700 0.01 0.02 45.40 0| 0 0 0 1800 Total 0| 100 4,718 +90 Indicative a-t-m Vol 45.93 Underlying Price 12.170 Time to expiry: 85 Days Mar 10 6.60 0.99 75.84 0| 0 0 0 560 5.82 0.98 71.63 0| 0 0 0 640 5.05 0.96 67.01 0| 0 0 0 720 4.67 0.95 64.58 0| 0 0 0 760 4.30 0.94 62.67 0| 0 0 0 800 3.93 0.92 60.30 0| 0 0 0 840 3.57 0.90 58.54 0| 0 85 0 880 3.21 0.88 56.55 0| 0 171 0 920 2.86 0.85 54.04 0| 0 317 0 960 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 | | 2.53 0.82 52.25 0| 0 349 0 1000 1.79 0.71 49.03 0| 0 964 0 1100 1.47 0.64 47.61 0| 0 0 0 1150 1.18 0.57 46.32 0| 0 680 0 1200 0.93 0.50 45.19 0| 0 109 0 1250 0.72 0.42 44.12 0| 0 25,275 0 1300 0.40 0.28 42.42 0| 0 898 0 1400 0.22 0.18 41.68 0| 0 15,724 0 1500 0.11 0.10 40.87 0| 3 10,976 -3 1600 0.05 0.05 39.89 0| 0 83 0 1700 0.02 0.02 38.77 0| 0 396 0 1800 0.01 0.02 45.69 0| 0 264 0 2000 0.01 0.01 52.69 0| 0 0 0 2200 Total 0| 3 56,291 -3 Indicative a-t-m Vol 46.86 Underlying Price 12.170 Time to expiry: 176 Days Jun 10 7.41 0.99 73.47 0| 0 0 0 480 6.25 0.97 67.42 0| 0 199 0 600 4.97 0.94 61.03 0| 0 0 0 738 2.05 0.68 48.26 0| 0 10,831 0 1107 0.56 0.30 43.55 0| 324 4,564 +90 1476 0.24 0.16 41.41 0| 0 405 0 1661 0.10 0.08 40.97 0| 0 172 0 1846 0.05 0.04 41.90 0| 0 58 0 2030 0.02 0.02 41.39 0| 0 1 0 2200 Total 0| 324 16,230 +90 Indicative a-t-m Vol 45.41 Underlying Price 12.170 Time to expiry: 267 Days Sep 10 3.82 0.85 52.63 0| 0 0 0 880 3.22 0.80 50.30 0| 0 0 0 960 2.93 0.76 49.31 0| 0 1 0 1000 2.29 0.68 47.05 0| 0 0 0 1100 1.76 0.58 45.50 0| 0 0 0 1200 1.36 0.49 45.00 0| 0 0 0 1300 1.02 0.40 44.01 0| 0 0 0 1400 0.73 0.32 42.40 0| 0 316 0 1500 0.51 0.25 41.12 0| 0 1,110 0 1600 0.35 0.19 40.27 0| 0 650 0 1700 0.25 0.14 39.87 0| 0 434 0 1800 0.12 0.08 38.97 0| 0 238 0 2000 0.05 0.04 37.43 0| 0 359 0 2200 Total 0| 0 3,108 0 Indicative a-t-m Vol 44.92 Underlying Price 12.170 Time to expiry: 358 Days Dec 10 7.42 0.99 62.09 0| 0 0 0 480 6.28 0.96 58.20 0| 0 0 0 600 5.07 0.91 54.46 0| 0 0 0 738 2.49 0.66 46.67 0| 0 6,172 0 1107 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 | | 2.00 0.59 44.90 0| 0 5,748 0 1200 1.64 0.51 45.01 0| 0 1,009 0 1300 1.26 0.43 43.40 0| 0 130 0 1400 1.03 0.38 42.55 0| 0 466 0 1476 0.60 0.26 40.22 0| 0 9,994 0 1661 0.33 0.16 38.66 0| 0 645 0 1846 0.21 0.11 38.01 0| 0 200 0 2000 0.19 0.10 37.74 0| 0 0 0 2030 0.06 0.04 36.86 0| 0 0 0 2400 Total 0| 0 24,364 0 Indicative a-t-m Vol 45.17 Underlying Price 12.170 Time to expiry: 540 Days Jun 11 7.44 0.98 65.00 0| 0 0 0 480 6.32 0.96 57.65 0| 0 0 0 600 5.97 0.94 56.14 0| 0 0 0 640 5.32 0.90 54.59 0| 0 0 0 720 4.71 0.86 53.02 0| 0 0 0 800 4.18 0.81 52.01 0| 0 0 0 880 3.68 0.76 50.64 0| 0 120 0 960 3.42 0.74 49.54 0| 0 1,122 0 1000 2.34 0.60 45.38 0| 0 120 0 1200 1.56 0.47 42.88 0| 0 0 0 1400 1.00 0.35 40.82 0| 0 0 0 1600 0.38 0.17 38.02 0| 0 0 0 2000 0.13 0.07 36.00 0| 0 1,000 0 2400 Total 0| 0 2,362 0 Indicative a-t-m Vol 44.48 Underlying Price 12.170 Time to expiry: 722 Days Dec 11 8.20 1.00 60.00 0| 0 0 0 400 7.46 0.98 63.02 0| 0 0 0 480 6.36 0.95 56.17 0| 0 0 0 600 6.06 0.92 56.46 0| 0 0 0 640 5.42 0.89 53.73 0| 0 0 0 720 4.87 0.84 52.32 0| 0 0 0 800 4.36 0.80 50.92 0| 0 0 0 880 4.23 0.79 50.49 0| 0 0 0 900 3.87 0.75 49.37 0| 0 0 0 960 2.62 0.61 44.72 0| 0 15,000 0 1200 1.82 0.49 41.94 0| 0 0 0 1400 1.23 0.38 39.52 0| 0 2,025 0 1600 0.56 0.21 37.12 0| 0 0 0 2000 0.27 0.12 36.40 0| 0 0 0 2400 Total 0| 0 17,025 0 Indicative a-t-m Vol 42.99 Underlying Price 12.170 Time to expiry: 904 Days Jun 12 6.37 0.95 58.00 0| 0 0 0 600 4.87 0.84 52.00 0| 0 0 0 800 4.40 0.80 51.00 0| 0 0 0 880 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.97 0.76 50.00 0| 0 0 0 960 3.63 0.74 46.87 0| 0 0 0 1000 2.63 0.62 43.23 0| 0 240 0 1200 1.87 0.51 40.46 0| 0 240 0 1400 1.28 0.40 38.11 0| 0 240 0 1600 0.61 0.23 35.86 0| 0 0 0 2000 0.29 0.13 34.59 0| 0 0 0 2400 Total 0| 0 720 0 Indicative a-t-m Vol 42.61 Underlying Price 12.170 Time to expiry: 1093 Days Dec 12 8.20 1.00 62.00 0| 0 0 0 400 7.47 0.98 65.92 0| 0 0 0 480 6.37 0.94 55.84 0| 0 0 0 600 4.96 0.84 50.80 0| 0 0 0 800 3.80 0.73 46.51 0| 0 12,500 0 1000 2.83 0.63 42.85 0| 0 5,000 0 1200 1.44 0.42 37.30 0| 0 0 0 1600 0.77 0.26 35.40 0| 0 0 0 2000 0.49 0.18 36.00 0| 0 0 0 2400 Total 0| 0 17,500 0 Indicative a-t-m Vol 47.52 Underlying Price 12.170 Time to expiry: 1457 Days Dec 13 8.21 1.00 64.00 0| 0 0 0 400 7.48 0.98 74.21 0| 0 0 0 480 6.40 0.94 60.62 0| 0 0 0 600 5.05 0.84 53.75 0| 0 0 0 800 3.29 0.66 47.99 0| 0 0 0 1200 1.58 0.44 37.02 0| 0 0 0 1600 0.92 0.30 35.32 0| 0 0 0 2000 0.51 0.19 33.44 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 48.38 Underlying Price 12.170 Time to expiry: 1821 Days Dec 14 6.41 0.95 69.23 0| 0 0 0 600 5.06 0.85 57.39 0| 0 0 0 800 3.31 0.68 48.50 0| 0 0 0 1200 2.29 0.54 45.57 0| 0 0 0 1600 1.64 0.42 43.90 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 484 157,422 +207 | 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 | | Credit Agricole (100) (CR1) Indicative a-t-m Vol 38.40 Underlying Price 12.170 Time to expiry: 22 Days Jan 10 0.03 -0.04 56.00 0| 0 0 0 960 0.05 -0.06 54.00 0| 0 0 0 1000 0.10 -0.15 40.91 0| 1,140 1,834 +814 1100 0.23 -0.27 41.53 0| 0 0 0 1150 0.39 -0.42 39.20 0| 10 1,899 0 1200 0.64 -0.59 36.83 0| 0 626 0 1250 0.98 -0.75 35.89 0| 0 2,393 0 1300 1.40 -0.86 36.19 0| 0 270 0 1350 1.86 -0.93 36.24 0| 0 3,897 0 1400 2.34 -0.97 36.16 0| 0 248 0 1450 2.83 -0.99 35.94 0| 0 103 0 1500 3.33 -1.00 35.49 0| 0 110 0 1550 3.83 -1.00 36.00 0| 0 0 0 1600 4.83 -1.00 37.00 0| 0 0 0 1700 5.83 -1.00 38.00 0| 0 0 0 1800 6.83 -1.00 38.00 0| 0 0 0 1900 Total 0| 1,150 11,380 +814 Indicative a-t-m Vol 43.29 Underlying Price 12.170 Time to expiry: 57 Days Feb 10 0.16 -0.11 54.03 0| 0 0 0 960 0.20 -0.14 51.65 0| 20 308 0 1000 0.40 -0.26 46.85 0| 0 1,232 0 1100 0.55 -0.34 44.96 0| 110 110 +110 1150 0.75 -0.43 43.61 0| 10 4,128 0 1200 1.01 -0.53 42.65 0| 0 1,210 0 1250 1.30 -0.62 41.61 0| 0 200 0 1300 1.65 -0.71 40.77 0| 0 1,034 0 1350 2.04 -0.79 39.94 0| 0 161 0 1400 2.46 -0.85 39.39 0| 0 133 0 1450 2.91 -0.90 38.90 0| 0 0 0 1500 3.84 -0.97 35.25 0| 0 0 0 1600 4.84 -0.98 40.96 0| 0 0 0 1700 5.84 -0.98 45.40 0| 0 0 0 1800 Total 0| 140 8,516 +110 Indicative a-t-m Vol 45.93 Underlying Price 12.170 Time to expiry: 85 Days Mar 10 0.02 -0.01 75.84 0| 0 170 0 560 0.04 -0.02 71.63 0| 0 75 0 640 0.07 -0.04 67.01 0| 0 305 0 720 0.09 -0.05 64.58 0| 0 80 0 760 0.11 -0.06 62.67 0| 0 440 0 800 0.14 -0.08 60.30 0| 0 0 0 840 0.18 -0.10 58.54 0| 0 417 0 880 0.23 -0.12 56.55 0| 0 446 0 920 0.28 -0.15 54.04 0| 100 460 0 960 0.35 -0.18 52.25 0| 0 10,455 0 1000 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 | | 0.60 0.60 -0.29 49.03 0.61 0.60 65| 0 13,622 0 1100 0.78 -0.36 47.61 0| 0 0 0 1150 0.99 -0.43 46.32 0| 0 39,697 0 1200 1.24 -0.50 45.19 0| 0 0 0 1250 1.53 -0.58 44.12 0| 0 7,399 0 1300 2.21 -0.72 42.42 0| 0 1,840 0 1400 3.03 -0.83 41.68 0| 0 14,297 0 1500 3.92 -0.90 40.87 0| 0 0 0 1600 4.86 -0.95 39.89 0| 0 0 0 1700 5.84 -0.98 38.77 0| 0 0 0 1800 7.83 -0.99 45.69 0| 0 15 0 2000 9.83 -0.99 52.69 0| 0 0 0 2200 Total 65| 100 89,718 0 Indicative a-t-m Vol 46.86 Underlying Price 12.170 Time to expiry: 176 Days Jun 10 0.06 -0.02 73.47 0| 0 60 0 480 0.13 -0.05 67.42 0| 30 941 0 600 0.27 -0.10 61.03 0| 0 3,283 0 738 1.21 -0.37 48.26 0| 30 23,887 0 1107 3.53 -0.73 43.55 0| 0 1,301 0 1476 5.08 -0.86 41.41 0| 0 100 0 1661 6.80 -0.93 40.97 0| 0 5,000 0 1846 8.59 -0.96 41.90 0| 0 0 0 2030 10.26 -0.98 41.39 0| 0 0 0 2200 Total 0| 60 34,572 0 Indicative a-t-m Vol 45.41 Underlying Price 12.170 Time to expiry: 267 Days Sep 10 0.70 -0.19 52.63 0| 150 462 +150 880 0.93 -0.25 50.30 0| 0 700 0 960 1.06 -0.28 49.31 0| 0 661 0 1000 1.46 -0.36 47.05 0| 0 0 0 1100 1.95 -0.44 45.50 0| 0 3,720 0 1200 2.56 -0.53 45.00 0| 0 1,036 0 1300 3.23 -0.61 44.01 0| 0 720 0 1400 3.94 -0.69 42.40 0| 0 790 0 1500 4.73 -0.76 41.12 0| 0 150 0 1600 5.57 -0.82 40.27 0| 0 0 0 1700 6.47 -0.86 39.87 0| 0 0 0 1800 8.34 -0.93 38.97 0| 0 0 0 2000 10.26 -0.97 37.43 0| 0 0 0 2200 Total 0| 150 8,239 +150 Indicative a-t-m Vol 44.92 Underlying Price 12.170 Time to expiry: 358 Days Dec 10 0.14 -0.04 62.09 0| 0 73 0 480 0.28 -0.07 58.20 0| 0 0 0 600 0.52 -0.13 54.46 0| 0 5,046 0 738 1.73 -0.36 46.67 0| 0 21,126 0 1107 2.18 -0.43 44.90 0| 0 313 0 1200 2.82 -0.50 45.01 0| 0 1,604 0 1300 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.44 -0.58 43.40 0| 0 165 0 1400 3.97 -0.63 42.55 0| 0 5,502 0 1476 5.38 -0.75 40.22 0| 0 7,500 0 1661 6.97 -0.85 38.66 0| 0 250 0 1846 8.39 -0.90 38.01 0| 0 2,315 0 2000 8.67 -0.91 37.74 0| 0 0 0 2030 12.24 -0.97 36.86 0| 0 0 0 2400 Total 0| 0 43,894 0 Indicative a-t-m Vol 45.17 Underlying Price 12.170 Time to expiry: 540 Days Jun 11 0.38 -0.07 65.00 0| 0 0 0 480 0.54 -0.10 57.65 0| 0 0 0 600 0.62 -0.12 56.14 0| 0 0 0 640 0.84 -0.15 54.59 0| 0 0 0 720 1.09 -0.19 53.02 0| 0 0 0 800 1.39 -0.24 52.01 0| 0 0 0 880 1.72 -0.28 50.64 0| 0 0 0 960 1.87 -0.30 49.54 0| 0 360 0 1000 2.83 -0.43 45.38 0| 0 300 0 1200 4.06 -0.56 42.88 0| 0 28 0 1400 5.50 -0.67 40.82 0| 0 0 0 1600 8.84 -0.84 38.02 0| 0 0 0 2000 12.52 -0.93 36.00 0| 0 0 0 2400 Total 0| 0 688 0 Indicative a-t-m Vol 44.48 Underlying Price 12.170 Time to expiry: 722 Days Dec 11 0.26 -0.05 60.00 0| 0 0 0 400 0.52 -0.08 63.02 0| 0 0 0 480 0.70 -0.11 56.17 0| 0 0 0 600 0.85 -0.13 56.46 0| 0 0 0 640 1.05 -0.16 53.73 0| 0 0 0 720 1.33 -0.20 52.32 0| 0 0 0 800 1.64 -0.23 50.92 0| 0 0 0 880 1.72 -0.24 50.49 0| 0 0 0 900 1.96 -0.27 49.37 0| 0 0 0 960 3.09 -0.41 44.72 0| 0 15,000 0 1200 4.27 -0.52 41.94 0| 0 1,000 0 1400 5.65 -0.63 39.52 0| 0 2,000 0 1600 8.90 -0.80 37.12 0| 0 0 0 2000 12.53 -0.89 36.40 0| 0 0 0 2400 Total 0| 0 18,000 0 Indicative a-t-m Vol 42.99 Underlying Price 12.170 Time to expiry: 904 Days Jun 12 1.01 -0.13 58.00 0| 0 0 0 600 1.66 -0.21 52.00 0| 0 0 0 800 2.01 -0.25 51.00 0| 0 0 0 880 2.40 -0.29 50.00 0| 0 0 0 960 2.44 -0.31 46.87 0| 0 0 0 1000 3.43 -0.42 43.23 0| 0 500 0 1200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 58 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.63 -0.53 40.46 0| 0 240 0 1400 5.99 -0.63 38.11 0| 0 0 0 1600 9.18 -0.78 35.86 0| 0 0 0 2000 12.70 -0.88 34.59 0| 0 0 0 2400 Total 0| 0 740 0 Indicative a-t-m Vol 42.61 Underlying Price 12.170 Time to expiry: 1093 Days Dec 12 0.56 -0.07 62.00 0| 0 0 0 400 0.97 -0.10 65.92 0| 0 0 0 480 1.11 -0.13 55.84 0| 0 0 0 600 1.80 -0.21 50.80 0| 0 0 0 800 2.62 -0.30 46.51 0| 0 5,000 0 1000 3.60 -0.40 42.85 0| 0 5,000 0 1200 6.06 -0.60 37.30 0| 0 0 0 1600 9.20 -0.75 35.40 0| 0 0 0 2000 12.73 -0.83 36.00 0| 0 0 0 2400 Total 0| 0 10,000 0 Indicative a-t-m Vol 43.35 Underlying Price 12.170 Time to expiry: 1457 Days Dec 13 0.87 -0.08 64.00 0| 0 0 0 400 0.97 -0.10 56.93 0| 0 0 0 480 1.39 -0.14 54.06 0| 0 0 0 600 2.21 -0.22 50.54 0| 0 0 0 800 4.18 -0.39 43.63 0| 0 0 0 1200 6.52 -0.58 37.02 0| 0 0 0 1600 9.56 -0.72 35.32 0| 0 0 0 2000 12.83 -0.82 33.44 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 48.22 Underlying Price 12.170 Time to expiry: 1821 Days Dec 14 2.36 -0.13 69.23 0| 0 0 0 600 2.96 -0.21 57.39 0| 0 0 0 800 4.93 -0.36 48.50 0| 0 0 0 1200 7.24 -0.52 41.87 0| 0 0 0 1600 10.16 -0.63 40.11 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 65| 1,600 225,747 +1,074 Grand Total 65| 2,084 383,169 +1,281 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Credit Agricole European (AC3) Indicative a-t-m Vol 46.22 Underlying Price 12.170 Time to expiry: 85 Days Mar 10 6.59 0.99 72.00 0| 0 0 0 560 6.20 0.99 68.56 0| 0 0 0 600 5.80 0.99 66.35 0| 0 0 0 640 4.84 0.97 57.54 0| 0 0 0 738 4.65 0.96 60.60 0| 0 0 0 760 4.27 0.95 58.93 0| 0 0 0 800 3.90 0.93 57.38 0| 0 0 0 840 3.54 0.91 55.92 0| 0 0 0 880 3.21 0.88 56.62 0| 0 0 0 920 2.87 0.85 54.75 0| 0 0 0 960 2.55 0.82 53.21 0| 0 60 0 1000 1.75 0.70 49.44 0| 0 150 0 1107 1.47 0.64 47.90 0| 0 0 0 1150 1.18 0.57 46.51 0| 40,000 40,000 +40,000 1200 0.94 0.50 45.65 0| 0 0 0 1250 0.73 0.43 44.59 0| 0 11 0 1300 0.41 0.29 42.77 0| 0 681 0 1400 0.25 0.20 41.83 0| 0 0 0 1476 0.10 0.10 40.46 0| 0 400 0 1600 0.06 0.06 39.76 0| 0 0 0 1661 0.02 0.02 38.25 0| 0 30 0 1816 0.01 0.00 36.90 0| 0 224 0 1998 0.01 0.00 35.83 0| 0 0 0 2200 0.01 0.00 35.00 0| 0 0 0 2542 Total 0| 40,000 41,556 +40,000 Indicative a-t-m Vol 45.35 Underlying Price 12.170 Time to expiry: 267 Days Sep 10 4.72 0.89 55.00 0| 0 1 0 738 4.24 0.86 54.41 0| 0 0 0 800 3.63 0.81 52.13 0| 0 100,000 0 880 3.11 0.75 51.21 0| 0 0 0 960 2.85 0.72 50.30 0| 0 0 0 1000 2.22 0.64 48.00 0| 0 90 0 1107 1.70 0.56 45.24 0| 0 262 0 1200 1.37 0.48 45.88 0| 0 2 0 1300 0.92 0.38 41.77 0| 0 2 0 1400 0.80 0.71 0.32 40.88 0.83 0.80 5,000| 0 5,002 0 1476 0.46 0.23 39.60 0| 0 0 0 1600 0.31 0.17 38.59 0| 0 0 0 1700 0.21 0.13 37.82 0| 0 0 0 1800 0.09 0.06 36.98 0| 0 0 0 2000 0.04 0.03 37.00 0| 0 0 0 2200 Total 5,000| 0 105,359 0 Indicative a-t-m Vol 45.74 Underlying Price 12.170 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 60 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.13 0.96 59.00 0| 0 0 0 480 6.14 0.92 57.10 0| 0 0 0 600 5.82 0.90 56.32 0| 0 0 0 640 5.08 0.86 54.32 0| 0 0 0 738 4.64 0.83 53.05 0| 0 0 0 800 4.10 0.79 51.46 0| 0 0 0 880 3.59 0.75 49.95 0| 0 0 0 960 3.35 0.72 49.10 0| 0 0 0 1000 2.76 0.65 47.35 0| 0 1 0 1107 2.30 0.59 45.87 0| 0 2,000 0 1200 1.90 0.53 45.11 0| 0 0 0 1300 1.29 0.41 42.77 0| 0 0 0 1476 0.83 0.30 40.96 0| 0 0 0 1661 0.56 0.23 39.92 0| 0 0 0 1816 0.32 0.15 38.25 0| 0 0 0 2030 0.14 0.07 38.00 0| 0 0 0 2400 Total 0| 0 2,001 0 Indicative a-t-m Vol 42.45 Underlying Price 12.170 Time to expiry: 631 Days Sep 11 6.82 0.93 61.01 0| 0 0 0 480 5.85 0.89 55.74 0| 0 0 0 600 5.54 0.88 54.29 0| 0 0 0 640 4.82 0.84 51.23 0| 0 0 0 738 4.41 0.81 49.60 0| 0 0 0 800 3.89 0.77 47.76 0| 0 0 0 880 3.41 0.72 46.18 0| 0 0 0 960 3.19 0.70 45.48 0| 0 0 0 1000 2.64 0.63 43.82 0| 0 1,875 0 1107 2.24 0.58 42.61 0| 0 0 0 1200 1.32 0.41 39.99 0| 0 50 0 1476 1.03 0.35 39.17 0| 0 0 0 1600 0.66 0.25 38.13 0| 0 0 0 1816 0.45 0.19 37.54 0| 0 0 0 2000 0.21 0.10 36.97 0| 0 0 0 2400 0.09 0.05 37.00 0| 0 89 0 2905 Total 0| 0 2,014 0 Indicative a-t-m Vol 43.88 Underlying Price 12.170 Time to expiry: 813 Days Mar 12 7.65 0.94 64.13 0| 0 0 0 400 7.02 0.92 60.23 0| 0 0 0 480 6.12 0.89 55.66 0| 0 0 0 600 4.77 0.81 50.33 0| 0 0 0 800 4.28 0.77 48.53 0| 0 0 0 880 3.84 0.73 47.33 0| 0 0 0 960 2.72 0.61 44.03 0| 0 0 0 1200 2.00 0.51 42.23 0| 0 0 0 1400 1.44 0.41 40.58 0| 0 0 0 1600 1.11 0.34 40.73 0| 0 0 0 1800 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 | | 0.84 0.27 40.28 0| 0 0 0 2000 0.48 0.17 39.53 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 43.95 Underlying Price 12.170 Time to expiry: 1002 Days Sep 12 7.22 0.93 64.68 0| 0 0 0 400 6.63 0.91 60.51 0| 0 0 0 480 5.80 0.87 56.06 0| 0 0 0 600 4.57 0.79 50.54 0| 0 0 0 800 2.67 0.60 44.12 0| 0 0 0 1200 2.01 0.51 42.16 0| 0 0 0 1400 1.47 0.41 40.20 0| 0 0 0 1600 0.94 0.29 40.51 0| 0 0 0 2000 0.83 0.25 44.66 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 43.73 Underlying Price 12.170 Time to expiry: 1177 Days Mar 13 7.27 0.93 59.80 0| 0 0 0 400 6.68 0.91 56.08 0| 0 0 0 480 5.88 0.87 52.39 0| 0 0 0 600 4.73 0.80 48.64 0| 0 0 0 800 2.96 0.62 43.90 0| 0 0 0 1200 1.72 0.45 39.86 0| 0 0 0 1600 1.22 0.34 40.85 0| 0 0 0 2000 1.10 0.30 45.13 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 44.78 Underlying Price 12.170 Time to expiry: 1366 Days Sep 13 6.69 0.92 60.80 0| 0 0 0 400 6.14 0.90 56.84 0| 0 0 0 480 5.42 0.86 53.15 0| 0 0 0 600 4.38 0.78 49.55 0| 0 0 0 800 2.83 0.61 44.96 0| 0 0 0 1200 1.69 0.45 40.71 0| 0 0 0 1600 1.23 0.35 41.55 0| 0 0 0 2000 1.07 0.30 44.55 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 44.77 Underlying Price 12.170 Time to expiry: 1548 Days Mar 14 6.31 0.90 56.89 0| 0 0 0 480 5.62 0.86 53.20 0| 0 0 0 600 4.63 0.79 49.63 0| 0 0 0 800 3.09 0.64 44.96 0| 0 0 0 1200 1.91 0.48 40.49 0| 0 0 0 1600 1.39 0.37 40.62 0| 0 0 0 2000 1.30 0.34 44.67 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 45.06 Underlying Price 12.170 Time to expiry: 1730 Days Sep 14 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 | | 5.07 0.85 53.49 0| 0 0 0 600 4.19 0.77 49.92 0| 0 0 0 800 2.81 0.62 45.25 0| 0 0 0 1200 1.76 0.47 40.78 0| 0 0 0 1600 1.26 0.36 40.43 0| 0 0 0 2000 1.12 0.32 43.17 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 5,000| 40,000 150,930 +40,000 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 63 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Credit Agricole European (AC3) Indicative a-t-m Vol 46.22 Underlying Price 12.170 Time to expiry: 85 Days Mar 10 0.01 -0.01 72.00 0| 0 0 0 560 0.02 -0.01 68.56 0| 0 10,000 0 600 0.02 -0.01 66.35 0| 0 70 0 640 0.04 -0.03 57.54 0| 0 200 0 738 0.06 -0.04 60.60 0| 0 0 0 760 0.09 -0.05 58.93 0| 0 1,360 0 800 0.12 -0.07 57.38 0| 0 100 0 840 0.15 -0.09 55.92 0| 0 150 0 880 0.23 -0.12 56.62 0| 0 6 0 920 0.29 -0.15 54.75 0| 0 30 0 960 0.36 -0.18 53.21 0| 0 30 0 1000 0.64 -0.30 49.44 0| 0 0 0 1107 0.78 -0.36 47.90 0| 0 0 0 1150 0.99 -0.43 46.51 0| 40,000 40,057 +40,000 1200 1.25 -0.50 45.65 0| 0 0 0 1250 1.54 -0.57 44.59 0| 0 1,420 0 1300 2.22 -0.71 42.77 0| 0 400 0 1400 2.82 -0.80 41.83 0| 0 20,305 0 1476 3.91 -0.90 40.46 0| 0 0 0 1600 4.47 -0.94 39.76 0| 0 8,605 0 1661 5.98 -0.98 38.25 0| 0 100 0 1816 7.78 -1.00 36.90 0| 0 0 0 1998 9.79 -1.00 35.83 0| 0 0 0 2200 13.21 -1.00 35.00 0| 0 10,140 0 2542 Total 0| 40,000 92,973 +40,000 Indicative a-t-m Vol 45.35 Underlying Price 12.170 Time to expiry: 267 Days Sep 10 0.36 -0.11 55.00 0| 0 0 0 738 0.50 -0.14 54.41 0| 0 1,500 0 800 0.69 -0.19 52.13 0| 0 50 0 880 0.96 -0.25 51.21 0| 0 0 0 960 1.09 -0.28 50.30 0| 0 1,750 0 1000 1.52 -0.36 48.00 0| 0 20 0 1107 1.93 -0.44 45.24 0| 0 100 0 1200 2.59 -0.52 45.88 0| 0 0 0 1300 3.13 -0.62 41.77 0| 0 3 0 1400 3.68 -0.68 40.88 0| 0 50 0 1476 4.65 -0.77 39.60 0| 0 0 0 1600 5.50 -0.83 38.59 0| 0 600 0 1700 6.39 -0.87 37.82 0| 0 0 0 1800 8.26 -0.94 36.98 0| 0 0 0 2000 10.19 -0.97 37.00 0| 0 0 0 2200 Total 0| 0 4,073 0 Indicative a-t-m Vol 45.74 Underlying Price 12.170 Time to expiry: 449 Days Mar 11 0.18 -0.04 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 64 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.37 -0.08 57.10 0| 0 0 0 600 0.44 -0.10 56.32 0| 0 0 0 640 0.66 -0.14 54.32 0| 0 0 0 738 0.83 -0.17 53.05 0| 0 0 0 800 1.08 -0.21 51.46 0| 0 0 0 880 1.35 -0.25 49.95 0| 0 0 0 960 1.50 -0.28 49.10 0| 0 0 0 1000 1.97 -0.35 47.35 0| 0 0 0 1107 2.43 -0.41 45.87 0| 0 2,100 0 1200 3.01 -0.47 45.11 0| 0 0 0 1300 4.13 -0.59 42.77 0| 0 0 0 1476 5.48 -0.70 40.96 0| 0 0 0 1661 6.74 -0.77 39.92 0| 0 0 0 1816 8.60 -0.85 38.25 0| 0 300 0 2030 12.06 -0.93 38.00 0| 0 0 0 2400 Total 0| 0 2,400 0 Indicative a-t-m Vol 42.45 Underlying Price 12.170 Time to expiry: 631 Days Sep 11 0.39 -0.07 61.01 0| 0 0 0 480 0.59 -0.11 55.74 0| 0 0 0 600 0.67 -0.12 54.29 0| 0 0 0 640 0.91 -0.16 51.23 0| 0 0 0 738 1.09 -0.19 49.60 0| 0 0 0 800 1.35 -0.23 47.76 0| 0 0 0 880 1.65 -0.28 46.18 0| 0 0 0 960 1.82 -0.30 45.48 0| 0 0 0 1000 2.31 -0.37 43.82 0| 0 1,625 0 1107 2.81 -0.42 42.61 0| 0 0 0 1200 4.57 -0.59 39.99 0| 0 0 0 1476 5.48 -0.65 39.17 0| 0 0 0 1600 7.21 -0.75 38.13 0| 0 0 0 1816 8.79 -0.81 37.54 0| 0 0 0 2000 12.43 -0.90 36.97 0| 0 0 0 2400 17.22 -0.95 37.00 0| 0 0 0 2905 Total 0| 0 1,625 0 Indicative a-t-m Vol 43.88 Underlying Price 12.170 Time to expiry: 813 Days Mar 12 0.39 -0.06 64.13 0| 0 0 0 400 0.52 -0.08 60.23 0| 0 0 0 480 0.77 -0.11 55.66 0| 0 0 0 600 1.34 -0.19 50.33 0| 0 0 0 800 1.62 -0.23 48.53 0| 0 0 0 880 1.94 -0.27 47.33 0| 0 0 0 960 3.12 -0.39 44.03 0| 0 0 0 1200 4.32 -0.49 42.23 0| 0 0 0 1400 5.68 -0.59 40.58 0| 0 0 0 1600 7.27 -0.66 40.73 0| 0 0 0 1800 8.91 -0.73 40.28 0| 0 0 0 2000 12.38 -0.83 39.53 0| 0 0 0 2400 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 | | Total 0| 0 0 0 Indicative a-t-m Vol 43.95 Underlying Price 12.170 Time to expiry: 1002 Days Sep 12 0.57 -0.07 64.68 0| 0 0 0 400 0.72 -0.09 60.51 0| 0 0 0 480 1.03 -0.13 56.06 0| 0 0 0 600 1.68 -0.21 50.54 0| 0 0 0 800 3.56 -0.40 44.12 0| 0 0 0 1200 4.78 -0.49 42.16 0| 0 0 0 1400 6.13 -0.59 40.20 0| 0 0 0 1600 9.37 -0.71 40.51 0| 0 0 0 2000 13.03 -0.75 44.66 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 43.73 Underlying Price 12.170 Time to expiry: 1177 Days Mar 13 0.55 -0.07 59.80 0| 0 0 0 400 0.71 -0.09 56.08 0| 0 0 0 480 1.02 -0.13 52.39 0| 0 0 0 600 1.73 -0.20 48.64 0| 0 0 0 800 3.67 -0.38 43.90 0| 0 0 0 1200 6.13 -0.55 39.86 0| 0 0 0 1600 9.35 -0.66 40.85 0| 0 0 0 2000 12.94 -0.70 45.13 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 44.78 Underlying Price 12.170 Time to expiry: 1366 Days Sep 13 0.73 -0.08 60.80 0| 0 0 0 400 0.91 -0.10 56.84 0| 0 0 0 480 1.28 -0.14 53.15 0| 0 0 0 600 2.07 -0.22 49.55 0| 0 0 0 800 4.16 -0.39 44.96 0| 0 0 0 1200 6.67 -0.55 40.71 0| 0 0 0 1600 9.85 -0.65 41.55 0| 0 0 0 2000 13.34 -0.70 44.55 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 44.77 Underlying Price 12.170 Time to expiry: 1548 Days Mar 14 0.99 -0.10 56.89 0| 0 0 0 480 1.37 -0.14 53.20 0| 0 0 0 600 2.17 -0.21 49.63 0| 0 0 0 800 4.22 -0.36 44.96 0| 0 0 0 1200 6.62 -0.52 40.49 0| 0 0 0 1600 9.68 -0.63 40.62 0| 0 0 0 2000 13.16 -0.66 44.67 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 45.06 Underlying Price 12.170 Time to expiry: 1730 Days Sep 14 1.60 -0.15 53.49 0| 0 0 0 600 2.46 -0.23 49.92 0| 0 0 0 800 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 | | 4.60 -0.38 45.25 0| 0 0 0 1200 7.06 -0.53 40.78 0| 0 0 0 1600 10.07 -0.64 40.43 0| 0 0 0 2000 13.45 -0.68 43.17 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 40,000 101,071 +40,000 Grand Total 5,000| 80,000 252,001 +80,000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Danone (100) (DA1) Indicative a-t-m Vol 18.62 Underlying Price 42.350 Time to expiry: 22 Days Jan 10 8.36 1.00 25.00 0| 0 0 0 3400 6.36 1.00 24.78 0| 0 0 0 3600 4.41 0.96 25.40 0| 0 0 0 3800 3.43 0.93 22.24 0| 0 0 0 3900 2.51 0.87 20.58 0| 0 0 0 4000 1.68 0.75 19.67 0| 0 12 0 4100 0.98 0.58 18.53 0| 0 4,136 0 4200 0.53 0.38 18.78 0| 0 2,289 0 4300 0.25 0.22 18.98 0| 0 1,086 -40 4400 0.10 0.11 18.85 0| 0 100 0 4500 0.02 0.03 17.52 0| 0 50 0 4600 0.01 0.00 17.49 0| 0 0 0 4800 0.01 0.00 20.00 0| 0 0 0 5200 Total 0| 0 7,673 -40 Indicative a-t-m Vol 21.55 Underlying Price 42.350 Time to expiry: 57 Days Feb 10 8.44 0.97 30.00 0| 0 0 0 3400 6.50 0.94 27.06 0| 0 0 0 3600 4.65 0.88 24.76 0| 0 0 0 3800 3.79 0.82 23.82 0| 0 0 0 3900 3.00 0.75 23.30 0| 0 7 0 4000 2.28 0.66 22.47 0| 0 0 0 4100 1.65 0.56 21.58 0| 0 40 0 4200 1.17 0.45 21.50 0| 0 1,516 0 4300 0.79 0.35 21.26 0| 0 2,520 0 4400 0.31 0.17 20.76 0| 0 10 0 4600 0.11 0.07 20.66 0| 0 0 0 4800 Total 0| 0 4,093 0 Indicative a-t-m Vol 23.05 Underlying Price 42.350 Time to expiry: 85 Days Mar 10 21.63 1.00 45.00 0| 0 0 0 2076 19.74 1.00 43.07 0| 0 0 0 2265 15.98 1.00 38.45 0| 0 0 0 2642 12.24 0.98 33.80 0| 0 0 0 3020 10.41 0.97 32.41 0| 0 0 0 3208 8.58 0.95 29.63 0| 0 40 0 3397 6.80 0.91 27.32 0| 0 2,175 0 3586 5.16 0.84 25.98 0| 0 595 0 3774 3.63 0.74 24.36 0| 0 1,792 0 3963 2.38 0.60 23.40 0| 0 8,494 0 4152 0.76 0.29 21.80 0| 0 4,945 0 4529 0.02 0.01 20.03 0| 2,500 3,259 +830 5284 0.01 0.00 22.00 0| 0 0 0 6400 Total 0| 2,500 21,300 +830 Indicative a-t-m Vol 23.54 Underlying Price 42.350 Time to expiry: 176 Days Jun 10 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 | | 23.55 1.00 36.00 0| 0 0 0 1887 19.79 1.00 35.00 0| 0 0 0 2265 12.37 0.97 31.70 0| 0 0 0 3020 8.81 0.92 28.17 0| 0 0 0 3397 7.02 0.86 26.87 0| 0 2,051 0 3600 5.59 0.79 25.79 0| 0 10,025 0 3774 5.38 0.78 25.62 0| 0 27 0 3800 2.98 0.59 23.64 0| 0 7,295 0 4152 1.39 0.36 23.22 0| 34 378 +34 4529 0.20 0.08 22.76 0| 0 474 0 5284 0.01 0.01 21.11 0| 0 50 0 6039 0.01 0.00 23.00 0| 0 70 0 7549 Total 0| 34 20,370 +34 Indicative a-t-m Vol 24.54 Underlying Price 42.350 Time to expiry: 267 Days Sep 10 14.51 0.98 30.00 0| 0 0 0 2800 10.77 0.93 29.56 0| 0 1 0 3200 7.33 0.82 27.41 0| 0 0 0 3600 5.83 0.74 26.46 0| 0 0 0 3800 4.48 0.65 25.45 0| 0 0 0 4000 3.34 0.55 24.59 0| 0 0 0 4200 2.47 0.45 24.31 0| 0 5 0 4400 1.76 0.35 23.92 0| 0 0 0 4600 1.24 0.27 23.66 0| 0 0 0 4800 0.27 0.08 23.20 0| 0 0 0 5600 0.07 0.02 24.15 0| 0 0 0 6400 Total 0| 0 6 0 Indicative a-t-m Vol 25.71 Underlying Price 42.350 Time to expiry: 358 Days Dec 10 23.57 1.00 40.00 0| 0 0 0 1887 19.83 0.99 36.88 0| 0 0 0 2265 14.37 0.95 32.69 0| 0 10 0 2831 12.62 0.93 31.46 0| 0 0 0 3020 9.35 0.85 28.99 0| 0 66 0 3397 7.87 0.79 27.97 0| 0 51 0 3586 6.53 0.72 27.17 0| 0 52 0 3774 3.84 0.53 25.67 0| 450 6,915 +358 4246 3.15 0.47 25.18 0| 0 2,000 0 4400 2.66 0.42 24.95 0| 0 1,253 0 4529 2.04 0.35 24.47 0| 0 80 0 4718 1.34 0.26 23.92 0| 0 70 0 5000 0.86 0.18 23.58 0| 0 425 0 5284 0.47 0.11 23.34 0| 0 1,550 0 5662 0.26 0.07 23.32 0| 0 0 0 6039 0.04 0.01 25.00 0| 0 70 0 7549 Total 0| 450 12,542 +358 Indicative a-t-m Vol 29.62 Underlying Price 42.350 Time to expiry: 540 Days Jun 11 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 | | 23.59 1.00 40.45 0| 0 0 0 1887 19.87 0.99 35.83 0| 0 0 0 2265 12.97 0.89 31.99 0| 0 0 0 3020 10.11 0.79 31.13 0| 0 0 0 3397 7.75 0.69 30.38 0| 0 0 0 3774 5.79 0.58 29.73 0| 0 0 0 4152 4.26 0.48 29.23 0| 0 0 0 4529 2.16 0.30 28.39 0| 0 70 0 5284 1.80 0.25 30.00 0| 0 100 0 5662 0.38 0.07 30.00 0| 0 0 0 7549 Total 0| 0 170 0 Indicative a-t-m Vol 28.55 Underlying Price 42.350 Time to expiry: 722 Days Dec 11 23.61 1.00 36.50 0| 0 0 0 1887 19.88 0.99 33.00 0| 0 0 0 2265 14.65 0.92 30.42 0| 0 0 0 2831 13.12 0.87 30.07 0| 0 20 0 3020 10.41 0.78 29.34 0| 0 0 0 3397 8.17 0.68 28.80 0| 0 0 0 3774 8.02 0.68 28.70 0| 0 0 0 3800 5.98 0.56 28.55 0| 0 0 0 4246 4.28 0.45 28.21 0| 0 8 0 4718 2.38 0.29 29.00 0| 0 1,000 0 5662 0.39 0.07 25.81 0| 0 0 0 7549 Total 0| 0 1,028 0 Indicative a-t-m Vol 28.60 Underlying Price 42.350 Time to expiry: 904 Days Jun 12 18.62 0.98 32.29 0| 0 0 0 2400 12.19 0.81 30.67 0| 0 0 0 3200 9.68 0.72 29.62 0| 0 0 0 3600 7.63 0.63 29.03 0| 0 0 0 4000 5.89 0.54 28.30 0| 0 0 0 4400 4.49 0.45 27.72 0| 0 0 0 4800 1.86 0.24 26.36 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 28.77 Underlying Price 42.350 Time to expiry: 1093 Days Dec 12 18.68 0.97 31.71 0| 0 0 0 2400 12.57 0.80 30.27 0| 0 0 0 3200 8.29 0.64 29.05 0| 0 0 0 4000 6.66 0.55 28.58 0| 0 0 0 4400 5.32 0.48 28.22 0| 0 0 0 4800 2.74 0.30 27.70 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 29.12 Underlying Price 42.350 Time to expiry: 1457 Days Dec 13 18.83 0.95 32.76 0| 0 0 0 2400 13.23 0.79 30.72 0| 0 0 0 3200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.24 0.65 29.38 0| 0 0 0 4000 6.38 0.51 28.50 0| 0 0 0 4800 3.66 0.35 27.73 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 29.12 Underlying Price 42.350 Time to expiry: 1821 Days Dec 14 18.86 0.94 32.76 0| 0 0 0 2400 13.56 0.79 30.72 0| 0 0 0 3200 9.81 0.66 29.38 0| 0 0 0 4000 7.10 0.54 28.50 0| 0 0 0 4800 4.37 0.38 27.73 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 2,984 67,182 +1,182 | 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 | | Danone (100) (DA1) Indicative a-t-m Vol 18.62 Underlying Price 42.350 Time to expiry: 22 Days Jan 10 0.01 0.00 25.00 0| 0 0 0 3400 0.01 0.00 24.78 0| 0 0 0 3600 0.05 -0.04 25.40 0| 0 1,517 0 3800 0.07 -0.07 22.24 0| 0 78 0 3900 0.14 -0.13 20.58 0| 0 1,263 0 4000 0.31 -0.25 19.67 0| 0 1,130 0 4100 0.61 -0.42 18.53 0| 0 0 0 4200 1.16 -0.62 18.78 0| 0 0 0 4300 1.89 -0.78 18.98 0| 0 10 0 4400 2.74 -0.90 18.85 0| 0 0 0 4500 3.67 -0.97 17.52 0| 0 0 0 4600 5.65 -1.00 17.49 0| 0 0 0 4800 9.65 -1.00 20.00 0| 0 0 0 5200 Total 0| 0 3,998 0 Indicative a-t-m Vol 21.55 Underlying Price 42.350 Time to expiry: 57 Days Feb 10 0.06 -0.03 30.00 0| 0 0 0 3400 0.12 -0.06 27.06 0| 0 6 0 3600 0.27 -0.12 24.76 0| 0 135 0 3800 0.40 -0.18 23.82 0| 0 0 0 3900 0.62 -0.25 23.30 0| 0 21 0 4000 0.90 -0.34 22.47 0| 0 0 0 4100 1.27 -0.44 21.58 0| 10 10 -4 4200 1.79 -0.55 21.50 0| 10 10 +10 4300 2.41 -0.66 21.26 0| 0 10 0 4400 3.92 -0.83 20.76 0| 0 0 0 4600 5.73 -0.93 20.66 0| 0 0 0 4800 Total 0| 20 192 +6 Indicative a-t-m Vol 23.05 Underlying Price 42.350 Time to expiry: 85 Days Mar 10 0.01 0.00 45.00 0| 0 0 0 2076 0.01 0.00 43.07 0| 0 140 0 2265 0.01 0.00 38.45 0| 0 50 0 2642 0.04 -0.02 33.80 0| 0 72 0 3020 0.09 -0.03 32.41 0| 0 1,044 0 3208 0.14 -0.05 29.63 0| 0 1,311 0 3397 0.25 -0.09 27.32 0| 0 7,770 0 3586 0.48 -0.16 25.98 0| 0 1,931 0 3774 0.85 -0.26 24.36 0| 0 3,667 0 3963 1.48 -0.40 23.40 0| 0 1,303 0 4152 3.63 -0.72 21.80 0| 0 98 0 4529 10.49 -1.00 20.03 0| 0 0 0 5284 21.65 -1.00 22.00 0| 0 0 0 6400 Total 0| 0 17,386 0 Indicative a-t-m Vol 23.54 Underlying Price 42.350 Time to expiry: 176 Days Jun 10 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 72 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 36.00 0| 0 180 0 1887 0.02 0.00 35.00 0| 0 132 0 2265 0.27 -0.06 31.70 0| 0 30 0 3020 0.61 -0.14 28.17 0| 0 901 0 3397 0.97 -0.20 26.87 0| 0 3,010 0 3600 1.40 -0.28 25.79 0| 0 105 0 3774 1.47 -0.29 25.62 0| 0 3,124 0 3800 2.83 -0.48 23.64 0| 0 18 0 4152 5.21 -0.69 23.22 0| 0 140 0 4529 11.71 -0.93 22.76 0| 0 225 0 5284 19.06 -0.99 21.11 0| 0 0 0 6039 34.09 -1.00 23.00 0| 0 0 0 7549 Total 0| 0 7,865 0 Indicative a-t-m Vol 24.54 Underlying Price 42.350 Time to expiry: 267 Days Sep 10 0.24 -0.05 30.00 0| 0 0 0 2800 0.73 -0.13 29.56 0| 0 0 0 3200 1.52 -0.24 27.41 0| 0 0 0 3600 2.12 -0.31 26.46 0| 0 0 0 3800 2.86 -0.40 25.45 0| 0 10 0 4000 3.79 -0.49 24.59 0| 0 0 0 4200 4.97 -0.58 24.31 0| 0 0 0 4400 6.30 -0.67 23.92 0| 0 0 0 4600 7.80 -0.74 23.66 0| 0 0 0 4800 14.86 -0.93 23.20 0| 0 0 0 5600 22.66 -0.98 24.15 0| 0 0 0 6400 Total 0| 0 10 0 Indicative a-t-m Vol 25.71 Underlying Price 42.350 Time to expiry: 358 Days Dec 10 0.09 -0.01 40.00 0| 0 0 0 1887 0.22 -0.03 36.88 0| 0 100 0 2265 0.63 -0.09 32.69 0| 0 30 0 2831 0.86 -0.12 31.46 0| 0 255 0 3020 1.52 -0.20 28.99 0| 0 2,518 0 3397 1.99 -0.25 27.97 0| 0 2,703 0 3586 2.66 2.59 -0.31 27.17 2.66 2.66 40| 0 889 0 3774 4.70 -0.49 25.67 0| 450 3,809 +360 4246 5.56 -0.55 25.18 0| 0 0 0 4400 6.36 -0.60 24.95 0| 0 0 0 4529 7.64 -0.67 24.47 0| 0 60 0 4718 9.77 -0.76 23.92 0| 0 0 0 5000 12.16 -0.84 23.58 0| 0 0 0 5284 15.57 -0.91 23.34 0| 0 0 0 5662 19.15 -0.95 23.32 0| 0 0 0 6039 34.10 -0.98 30.57 0| 0 0 0 7549 Total 40| 450 10,364 +360 Indicative a-t-m Vol 29.59 Underlying Price 42.350 Time to expiry: 540 Days Jun 11 0.18 -0.02 35.87 0| 0 0 0 1887 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.45 -0.05 34.33 0| 0 0 0 2265 1.69 -0.17 31.98 0| 0 0 0 3020 2.79 -0.25 31.09 0| 0 0 0 3397 4.30 -0.35 30.34 0| 0 0 0 3774 6.20 -0.45 29.71 0| 0 0 0 4152 8.44 -0.55 29.18 0| 0 0 0 4529 13.90 -0.72 28.38 0| 0 0 0 5284 17.28 -0.77 30.00 0| 0 0 0 5662 34.43 -0.94 30.00 0| 0 0 0 7549 Total 0| 0 0 0 Indicative a-t-m Vol 27.71 Underlying Price 42.350 Time to expiry: 722 Days Dec 11 0.20 -0.03 32.16 0| 0 0 0 1887 0.56 -0.06 31.95 0| 0 0 0 2265 1.48 -0.14 30.60 0| 0 20 0 2831 1.94 -0.17 30.09 0| 0 0 0 3020 3.06 -0.25 29.15 0| 0 0 0 3397 4.56 -0.34 28.37 0| 0 34 0 3774 4.68 -0.35 28.32 0| 0 1,750 0 3800 6.96 -0.46 27.69 0| 0 0 0 4246 9.94 -0.57 27.34 0| 0 37 0 4718 17.51 -0.73 29.00 0| 0 0 0 5662 34.61 -0.88 32.00 0| 0 0 0 7549 Total 0| 0 1,841 0 Indicative a-t-m Vol 28.47 Underlying Price 42.350 Time to expiry: 904 Days Jun 12 1.17 -0.10 32.26 0| 0 0 0 2400 3.25 -0.23 30.47 0| 0 0 0 3200 4.80 -0.31 29.63 0| 0 0 0 3600 6.68 -0.40 28.86 0| 0 0 0 4000 8.88 -0.49 28.19 0| 0 0 0 4400 11.39 -0.57 27.60 0| 0 0 0 4800 20.37 -0.77 26.35 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 28.51 Underlying Price 42.350 Time to expiry: 1093 Days Dec 12 1.38 -0.11 31.75 0| 0 0 0 2400 3.56 -0.23 29.93 0| 0 0 0 3200 7.07 -0.39 28.68 0| 0 0 0 4000 9.33 -0.47 28.38 0| 0 0 0 4400 11.91 -0.54 28.30 0| 0 0 0 4800 21.13 -0.70 29.22 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 28.60 Underlying Price 42.350 Time to expiry: 1457 Days Dec 13 2.19 -0.13 33.24 0| 0 0 0 2400 4.53 -0.24 30.59 0| 0 0 0 3200 7.96 -0.38 28.79 0| 0 0 0 4000 12.61 -0.51 28.14 0| 0 0 0 4800 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 | | 21.51 -0.66 29.14 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 28.60 Underlying Price 42.350 Time to expiry: 1821 Days Dec 14 2.74 -0.14 33.24 0| 0 0 0 2400 5.21 -0.24 30.59 0| 0 0 0 3200 8.64 -0.37 28.79 0| 0 0 0 4000 13.19 -0.48 28.14 0| 0 0 0 4800 21.79 -0.62 29.14 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 40| 470 41,656 +366 Grand Total 40| 3,454 108,838 +1,548 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 75 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Danone European (BN2) Indicative a-t-m Vol 22.41 Underlying Price 42.350 Time to expiry: 85 Days Mar 10 21.63 1.00 52.00 0| 0 0 0 2076 19.74 1.00 47.36 0| 0 0 0 2265 18.81 1.00 45.21 0| 0 0 0 2359 16.46 1.00 40.30 0| 0 0 0 2595 14.11 0.99 36.06 0| 0 0 0 2831 11.77 0.98 32.46 0| 0 0 0 3067 10.39 0.98 30.59 0| 0 110 0 3208 9.46 0.97 29.45 0| 0 0 0 3303 8.55 0.95 28.40 0| 0 0 0 3397 7.21 0.93 26.98 0| 0 0 0 3539 5.11 0.85 25.14 0| 0 110 0 3774 4.89 0.83 24.92 0| 0 0 0 3800 3.25 0.71 23.40 0| 0 762 0 4010 2.65 0.64 22.92 0| 0 0 0 4100 2.05 0.56 22.37 0| 0 20,000 0 4200 1.82 0.52 22.43 0| 0 690 0 4246 1.56 0.47 22.24 0| 0 400 0 4300 1.16 0.39 22.01 0| 0 708 0 4400 0.89 0.32 21.87 0| 0 3 0 4482 0.57 0.23 21.48 0| 0 0 0 4600 0.37 0.16 21.34 0| 0 920 0 4718 0.26 0.13 21.29 0| 0 0 0 4800 0.05 0.03 21.55 0| 0 42 0 5190 0.01 0.01 22.83 0| 0 50 0 5662 0.01 0.00 25.00 0| 0 10 0 6133 Total 0| 0 23,805 0 Indicative a-t-m Vol 25.00 Underlying Price 42.350 Time to expiry: 267 Days Sep 10 18.80 0.97 40.00 0| 0 0 0 2265 13.47 0.93 33.99 0| 0 0 0 2831 11.34 0.89 31.76 0| 0 71 0 3067 9.26 0.85 29.29 0| 0 440 0 3303 7.41 0.78 28.21 0| 0 2,400 0 3539 5.75 0.70 27.02 0| 0 7 0 3774 4.26 0.60 25.71 0| 0 270 0 4010 3.07 0.50 24.97 0| 0 507 0 4246 2.42 0.43 24.46 0| 0 2,520 0 4400 2.12 0.39 24.33 0| 0 100 0 4482 1.75 0.34 24.10 0| 0 0 0 4600 1.35 0.29 23.17 0| 0 277 0 4718 0.66 0.16 24.06 0| 0 60 0 5190 0.34 0.09 25.10 0| 0 603 0 5662 0.21 0.06 27.00 0| 0 422 0 6133 Total 0| 0 7,677 0 Indicative a-t-m Vol 27.02 Underlying Price 42.350 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 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.97 0.98 30.41 0| 0 0 0 2265 13.92 0.91 29.75 0| 0 0 0 2831 12.37 0.88 29.50 0| 0 0 0 3020 10.23 0.81 29.08 0| 0 0 0 3303 8.60 0.75 28.66 0| 0 0 0 3539 7.10 0.69 28.00 0| 0 0 0 3774 5.77 0.61 27.42 0| 0 0 0 4010 4.63 0.54 27.00 0| 0 0 0 4246 3.71 0.47 26.81 0| 0 0 0 4482 2.90 0.40 26.44 0| 0 0 0 4718 1.73 0.27 26.11 0| 0 0 0 5190 1.05 0.18 26.08 0| 0 0 0 5662 0.60 0.12 25.96 0| 0 0 0 6133 Total 0| 0 0 0 Indicative a-t-m Vol 28.56 Underlying Price 42.350 Time to expiry: 631 Days Sep 11 18.23 0.95 31.17 0| 0 0 0 2265 13.56 0.87 30.09 0| 0 0 0 2831 12.11 0.84 29.44 0| 0 0 0 3020 10.17 0.78 29.06 0| 0 0 0 3303 8.39 0.70 28.79 0| 0 0 0 3600 7.46 0.66 28.69 0| 0 0 0 3774 6.37 0.60 28.60 0| 0 0 0 4000 5.36 0.54 28.55 0| 0 0 0 4246 4.39 0.47 28.56 0| 0 0 0 4529 3.83 0.43 28.58 0| 0 0 0 4718 2.50 0.31 28.48 0| 0 0 0 5284 1.96 0.26 28.97 0| 0 0 0 5662 Total 0| 0 0 0 Indicative a-t-m Vol 28.97 Underlying Price 42.350 Time to expiry: 813 Days Mar 12 18.73 0.94 31.06 0| 0 0 0 2265 14.27 0.86 29.87 0| 0 0 0 2831 12.94 0.83 29.63 0| 0 0 0 3020 11.77 0.79 29.44 0| 0 0 0 3200 10.56 0.75 29.28 0| 0 0 0 3397 9.43 0.71 29.16 0| 0 0 0 3600 8.55 0.67 29.08 0| 0 0 0 3774 7.48 0.62 29.01 0| 0 0 0 4000 6.49 0.57 28.97 0| 0 0 0 4246 4.89 0.47 28.96 0| 0 0 0 4718 2.79 0.31 29.12 0| 0 0 0 5662 Total 0| 0 0 0 Indicative a-t-m Vol 28.79 Underlying Price 42.350 Time to expiry: 1002 Days Sep 12 18.18 0.92 31.86 0| 0 0 0 2265 12.83 0.80 30.21 0| 0 0 0 3020 8.71 0.66 29.31 0| 0 0 0 3774 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 | | 7.67 0.61 28.92 0| 0 0 0 4000 5.74 0.51 28.63 0| 0 0 0 4529 3.16 0.33 28.97 0| 0 0 0 5662 Total 0| 0 0 0 Indicative a-t-m Vol 25.55 Underlying Price 42.350 Time to expiry: 1177 Days Mar 13 17.24 0.91 27.37 0| 0 0 0 2400 11.66 0.79 25.98 0| 0 0 0 3200 7.63 0.62 25.56 0| 0 0 0 4000 4.93 0.47 25.55 0| 0 0 0 4800 2.60 0.29 25.89 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 24.82 Underlying Price 42.350 Time to expiry: 1366 Days Sep 13 16.48 0.90 26.08 0| 0 0 0 2400 11.20 0.77 24.94 0| 0 0 0 3200 7.42 0.61 24.77 0| 0 0 0 4000 4.92 0.46 24.95 0| 0 0 0 4800 2.71 0.30 25.38 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 23.51 Underlying Price 42.350 Time to expiry: 1548 Days Mar 14 16.79 0.91 24.42 0| 0 0 0 2400 11.54 0.78 23.49 0| 0 0 0 3200 7.77 0.63 23.46 0| 0 0 0 4000 5.22 0.48 23.63 0| 0 0 0 4800 2.85 0.31 23.79 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 23.51 Underlying Price 42.350 Time to expiry: 1730 Days Sep 14 15.95 0.90 24.41 0| 0 0 0 2400 11.01 0.77 23.49 0| 0 0 0 3200 7.50 0.62 23.47 0| 0 0 0 4000 5.13 0.48 23.61 0| 0 0 0 4800 2.87 0.31 23.69 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 31,482 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 78 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Danone European (BN2) Indicative a-t-m Vol 22.41 Underlying Price 42.350 Time to expiry: 85 Days Mar 10 0.01 0.00 52.00 0| 0 0 0 2076 0.01 0.00 47.36 0| 0 0 0 2265 0.01 0.00 45.21 0| 0 0 0 2359 0.01 0.00 40.30 0| 0 0 0 2595 0.02 -0.01 36.06 0| 0 30 0 2831 0.04 -0.02 32.46 0| 0 5 0 3067 0.06 -0.02 30.59 0| 0 28 0 3208 0.09 -0.03 29.45 0| 0 10 0 3303 0.12 -0.05 28.40 0| 0 4 0 3397 0.19 -0.07 26.98 0| 0 828 0 3539 0.44 -0.15 25.14 0| 0 635 0 3774 0.48 -0.17 24.92 0| 0 20,000 0 3800 0.93 -0.29 23.40 0| 0 3,672 0 4010 1.23 -0.36 22.92 0| 0 0 0 4100 1.63 -0.44 22.37 0| 0 100 0 4200 1.82 1.86 -0.48 22.43 1.82 1.82 100| 0 2,296 0 4246 2.14 -0.53 22.24 0| 0 0 0 4300 2.73 -0.61 22.01 0| 0 0 0 4400 3.29 -0.68 21.87 0| 0 0 0 4482 4.15 -0.77 21.48 0| 0 0 0 4600 5.12 -0.84 21.34 0| 0 60 0 4718 5.83 -0.87 21.29 0| 0 0 0 4800 9.51 -0.97 21.55 0| 0 50 0 5190 14.18 -0.99 22.83 0| 0 0 0 5662 18.88 -1.00 25.00 0| 0 0 0 6133 Total 100| 0 27,718 0 Indicative a-t-m Vol 25.00 Underlying Price 42.350 Time to expiry: 267 Days Sep 10 0.16 -0.03 40.00 0| 0 0 0 2265 0.44 -0.07 33.99 0| 0 0 0 2831 0.65 -0.11 31.76 0| 0 400 0 3067 0.92 -0.15 29.29 0| 0 2,424 0 3303 1.41 -0.22 28.21 0| 0 17,540 0 3539 2.07 -0.30 27.02 0| 0 2,840 0 3774 2.93 -0.40 25.71 0| 0 1,480 0 4010 4.08 -0.50 24.97 0| 0 1,520 0 4246 4.95 -0.57 24.46 0| 0 100 0 4400 5.47 -0.61 24.33 0| 0 0 0 4482 6.27 -0.66 24.10 0| 0 30 0 4600 7.04 -0.71 23.17 0| 0 10 0 4718 11.03 -0.84 24.06 0| 0 0 0 5190 15.39 -0.91 25.10 0| 0 0 0 5662 19.94 -0.94 27.00 0| 0 0 0 6133 Total 0| 0 26,344 0 Indicative a-t-m Vol 27.02 Underlying Price 42.350 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 79 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.14 -0.02 30.41 0| 0 0 0 2265 0.65 -0.09 29.75 0| 0 0 0 2831 0.96 -0.12 29.50 0| 0 0 0 3020 1.60 -0.19 29.08 0| 0 0 0 3303 2.29 -0.25 28.66 0| 0 0 0 3539 3.10 -0.31 28.00 0| 0 0 0 3774 4.09 -0.39 27.42 0| 0 0 0 4010 5.27 -0.46 27.00 0| 0 0 0 4246 6.67 -0.53 26.81 0| 0 4,210 0 4482 8.18 -0.60 26.44 0| 0 0 0 4718 11.65 -0.73 26.11 0| 0 0 0 5190 15.61 -0.82 26.08 0| 0 0 0 5662 19.80 -0.88 25.96 0| 0 0 0 6133 Total 0| 0 4,210 0 Indicative a-t-m Vol 28.56 Underlying Price 42.350 Time to expiry: 631 Days Sep 11 0.39 -0.05 31.17 0| 0 0 0 2265 1.22 -0.13 30.09 0| 0 0 0 2831 1.61 -0.16 29.44 0| 0 0 0 3020 2.42 -0.22 29.06 0| 0 0 0 3303 3.52 -0.30 28.79 0| 0 0 0 3600 4.28 -0.34 28.69 0| 0 0 0 3774 5.39 -0.40 28.60 0| 0 0 0 4000 6.77 -0.46 28.55 0| 0 0 0 4246 8.55 -0.53 28.56 0| 0 0 0 4529 9.83 -0.57 28.58 0| 0 0 0 4718 13.99 -0.69 28.48 0| 0 0 0 5284 17.13 -0.74 28.97 0| 0 0 0 5662 Total 0| 0 0 0 Indicative a-t-m Vol 28.97 Underlying Price 42.350 Time to expiry: 813 Days Mar 12 0.59 -0.06 31.06 0| 0 0 0 2265 1.55 -0.14 29.87 0| 0 0 0 2831 2.03 -0.17 29.63 0| 0 0 0 3020 2.59 -0.21 29.44 0| 0 0 0 3200 3.26 -0.25 29.28 0| 0 0 0 3397 4.07 -0.29 29.16 0| 0 0 0 3600 4.86 -0.33 29.08 0| 0 0 0 3774 5.96 -0.38 29.01 0| 0 0 0 4000 7.33 -0.43 28.97 0| 0 0 0 4246 10.25 -0.53 28.96 0| 0 0 0 4718 17.19 -0.69 29.12 0| 0 0 0 5662 Total 0| 0 0 0 Indicative a-t-m Vol 28.79 Underlying Price 42.350 Time to expiry: 1002 Days Sep 12 0.97 -0.08 31.86 0| 0 80 0 2265 2.74 -0.20 30.21 0| 0 0 0 3020 5.73 -0.34 29.31 0| 0 0 0 3774 6.82 -0.39 28.92 0| 0 0 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 80 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.87 -0.49 28.63 0| 0 0 0 4529 17.98 -0.67 28.97 0| 0 0 0 5662 Total 0| 0 80 0 Indicative a-t-m Vol 25.55 Underlying Price 42.350 Time to expiry: 1177 Days Mar 13 0.94 -0.09 27.37 0| 0 0 0 2400 2.79 -0.21 25.98 0| 0 0 0 3200 6.19 -0.38 25.56 0| 0 0 0 4000 10.91 -0.53 25.55 0| 0 0 0 4800 19.71 -0.71 25.89 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 24.82 Underlying Price 42.350 Time to expiry: 1366 Days Sep 13 1.06 -0.10 26.08 0| 0 0 0 2400 3.07 -0.23 24.94 0| 0 0 0 3200 6.59 -0.39 24.77 0| 0 0 0 4000 11.38 -0.54 24.95 0| 0 0 0 4800 20.11 -0.70 25.38 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 23.51 Underlying Price 42.350 Time to expiry: 1548 Days Mar 14 0.97 -0.09 24.41 0| 0 0 0 2400 2.88 -0.22 23.49 0| 0 0 0 3200 6.26 -0.37 23.47 0| 0 0 0 4000 10.87 -0.52 23.61 0| 0 0 0 4800 19.22 -0.69 23.69 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 23.51 Underlying Price 42.350 Time to expiry: 1730 Days Sep 14 1.20 -0.10 24.41 0| 0 0 0 2400 3.28 -0.23 23.49 0| 0 0 0 3200 6.80 -0.38 23.47 0| 0 0 0 4000 11.45 -0.52 23.61 0| 0 0 0 4800 19.73 -0.69 23.69 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 100| 0 58,352 0 Grand Total 100| 0 89,834 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 81 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dassault Systemes (100) (DS1) Indicative a-t-m Vol 20.22 Underlying Price 39.105 Time to expiry: 22 Days Jan 10 9.11 1.00 35.00 0| 0 0 0 3000 7.12 1.00 29.31 0| 0 0 0 3200 5.13 0.99 25.64 0| 0 0 0 3400 3.20 0.92 23.81 0| 0 0 0 3600 2.29 0.85 22.23 0| 0 0 0 3700 1.49 0.72 20.97 0| 0 50 0 3800 0.86 0.53 20.33 0| 0 0 0 3900 0.41 0.33 19.34 0| 0 3 0 4000 0.17 0.17 19.17 0| 0 20 0 4100 0.05 0.07 18.69 0| 0 20 0 4200 0.01 0.00 16.00 0| 0 0 0 4400 0.01 0.00 13.38 0| 0 0 0 4600 0.01 0.00 10.00 0| 0 0 0 4800 Total 0| 0 93 0 Indicative a-t-m Vol 24.86 Underlying Price 39.105 Time to expiry: 57 Days Feb 10 9.18 0.98 35.00 0| 0 0 0 3000 7.24 0.95 31.94 0| 0 0 0 3200 5.37 0.90 29.14 0| 0 0 0 3400 3.65 0.80 27.24 0| 0 0 0 3600 2.89 0.72 26.35 0| 0 0 0 3700 2.20 0.63 25.55 0| 0 0 0 3800 1.62 0.53 24.97 0| 0 0 0 3900 1.12 0.43 23.97 0| 0 0 0 4000 0.75 0.33 23.57 0| 0 0 0 4100 0.48 0.24 23.15 0| 0 0 0 4200 0.18 0.11 22.93 0| 0 0 0 4400 0.06 0.04 22.74 0| 0 0 0 4600 Total 0| 0 0 0 Indicative a-t-m Vol 25.02 Underlying Price 39.105 Time to expiry: 85 Days Mar 10 19.14 1.00 40.00 0| 0 0 0 2000 17.14 1.00 39.11 0| 0 0 0 2200 15.15 1.00 37.68 0| 0 0 0 2400 13.16 0.99 36.00 0| 0 0 0 2600 11.19 0.98 34.20 0| 0 1 0 2800 9.25 0.96 32.38 0| 0 3 0 3000 7.38 0.92 31.22 0| 0 3 0 3200 5.58 0.86 29.11 0| 0 50 0 3400 3.94 0.76 27.15 0| 0 126 0 3600 2.55 0.62 25.71 0| 0 80 0 3800 1.98 0.54 25.14 0| 0 0 0 3900 1.44 0.45 24.00 0| 0 3 0 4000 1.06 0.37 23.64 0| 0 0 0 4100 0.75 0.29 23.28 0| 0 1 0 4200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 82 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.35 0.16 22.84 0| 0 224 0 4400 0.15 0.08 22.67 0| 0 0 0 4600 0.04 0.02 20.98 0| 0 300 0 4800 0.01 0.00 19.57 0| 0 0 0 5600 0.01 0.00 20.00 0| 0 0 0 6400 Total 0| 0 791 0 Indicative a-t-m Vol 27.45 Underlying Price 39.105 Time to expiry: 176 Days Jun 10 23.17 1.00 40.00 0| 0 0 0 1600 19.22 0.99 41.67 0| 0 0 0 2000 17.26 0.99 40.71 0| 0 0 0 2200 15.33 0.97 39.21 0| 0 0 0 2400 11.55 0.93 35.59 0| 0 0 0 2800 9.73 0.90 33.52 0| 0 0 0 3000 8.00 0.85 31.83 0| 0 0 0 3200 6.40 0.79 30.42 0| 0 50 0 3400 4.92 0.70 29.00 0| 0 1 0 3600 3.68 0.61 28.00 0| 0 0 0 3800 2.62 0.50 27.00 0| 0 50 0 4000 1.79 0.39 26.30 0| 0 115 0 4200 1.21 0.30 26.00 0| 0 50 0 4400 0.47 0.14 25.10 0| 0 0 0 4800 0.06 0.03 25.13 0| 0 0 0 5600 0.04 0.02 27.47 0| 0 0 0 6000 0.03 0.01 30.00 0| 0 0 0 6400 Total 0| 0 266 0 Indicative a-t-m Vol 28.60 Underlying Price 39.105 Time to expiry: 267 Days Sep 10 15.42 0.96 38.38 0| 0 0 0 2400 11.73 0.91 34.76 0| 0 0 0 2800 8.37 0.82 32.03 0| 0 0 0 3200 5.53 0.68 30.07 0| 0 0 0 3600 4.35 0.60 29.26 0| 0 0 0 3800 3.29 0.51 28.07 0| 0 0 0 4000 2.47 0.43 27.50 0| 0 0 0 4200 1.81 0.34 27.04 0| 0 0 0 4400 0.93 0.21 26.38 0| 0 0 0 4800 0.22 0.06 26.03 0| 0 0 0 5600 0.06 0.02 26.81 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 29.92 Underlying Price 39.105 Time to expiry: 358 Days Dec 10 23.21 1.00 44.00 0| 0 0 0 1600 19.32 0.98 40.50 0| 0 0 0 2000 15.57 0.94 37.51 0| 0 0 0 2400 12.06 0.88 35.00 0| 0 0 0 2800 8.93 0.79 32.97 0| 0 0 0 3200 6.24 0.67 31.00 0| 0 0 0 3600 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 83 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.13 0.60 30.31 0| 0 0 0 3800 4.15 0.53 29.60 0| 0 0 0 4000 3.32 0.46 29.11 0| 0 0 0 4200 2.61 0.39 28.63 0| 0 0 0 4400 1.55 0.27 27.80 0| 0 0 0 4800 0.51 0.11 27.06 0| 0 0 0 5600 0.29 0.07 27.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.48 Underlying Price 39.105 Time to expiry: 540 Days Jun 11 19.64 0.95 40.74 0| 0 0 0 2000 16.16 0.91 38.00 0| 0 0 0 2400 12.94 0.85 35.50 0| 0 0 0 2800 10.06 0.77 33.50 0| 0 0 0 3200 7.58 0.67 32.00 0| 0 0 0 3600 5.42 0.56 30.05 0| 0 0 0 4000 2.47 0.34 27.53 0| 0 0 0 4800 0.75 0.13 27.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.43 Underlying Price 39.105 Time to expiry: 722 Days Dec 11 16.58 0.89 38.00 0| 0 0 0 2400 10.73 0.76 33.50 0| 0 0 0 3200 6.23 0.57 30.05 0| 0 0 0 4000 3.18 0.38 27.53 0| 0 0 0 4800 1.21 0.18 27.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 1,150 0 | 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 | | Dassault Systemes (100) (DS1) Indicative a-t-m Vol 20.22 Underlying Price 39.105 Time to expiry: 22 Days Jan 10 0.01 0.00 35.00 0| 0 0 0 3000 0.01 0.00 29.31 0| 0 0 0 3200 0.01 -0.01 25.64 0| 0 100 0 3400 0.08 -0.08 23.81 0| 0 0 0 3600 0.18 -0.15 22.23 0| 0 0 0 3700 0.37 -0.28 20.97 0| 0 0 0 3800 0.74 -0.47 20.33 0| 0 0 0 3900 1.29 -0.67 19.34 0| 0 0 0 4000 2.05 -0.83 19.17 0| 0 0 0 4100 2.94 -0.93 18.69 0| 0 100 0 4200 4.89 -1.00 16.00 0| 0 0 0 4400 6.90 -1.00 13.38 0| 0 0 0 4600 8.90 -1.00 10.00 0| 0 0 0 4800 Total 0| 0 200 0 Indicative a-t-m Vol 24.86 Underlying Price 39.105 Time to expiry: 57 Days Feb 10 0.05 -0.02 35.00 0| 0 0 0 3000 0.11 -0.05 31.94 0| 0 0 0 3200 0.23 -0.10 29.14 0| 0 0 0 3400 0.52 -0.20 27.24 0| 0 0 0 3600 0.75 -0.28 26.35 0| 0 0 0 3700 1.06 -0.37 25.55 0| 0 10 0 3800 1.48 -0.47 24.97 0| 0 0 0 3900 1.98 -0.57 23.97 0| 0 0 0 4000 2.61 -0.67 23.57 0| 0 0 0 4100 3.34 -0.77 23.15 0| 0 0 0 4200 5.05 -0.89 22.93 0| 0 0 0 4400 6.93 -0.96 22.74 0| 0 0 0 4600 Total 0| 0 10 0 Indicative a-t-m Vol 25.02 Underlying Price 39.105 Time to expiry: 85 Days Mar 10 0.01 0.00 40.00 0| 0 0 0 2000 0.01 0.00 39.11 0| 0 0 0 2200 0.01 0.00 37.68 0| 0 0 0 2400 0.02 -0.01 36.00 0| 0 0 0 2600 0.04 -0.02 34.20 0| 0 0 0 2800 0.10 -0.04 32.38 0| 0 4 0 3000 0.23 -0.08 31.22 0| 0 2 0 3200 0.43 -0.14 29.11 0| 0 58 0 3400 0.78 -0.24 27.15 0| 0 72 0 3600 1.39 -0.38 25.71 0| 0 130 0 3800 1.82 -0.46 25.14 0| 0 0 0 3900 2.28 -0.55 24.00 0| 0 0 0 4000 2.89 -0.64 23.64 0| 0 0 0 4100 3.59 -0.72 23.28 0| 0 100 0 4200 5.19 -0.84 22.84 0| 0 50 0 4400 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 | | 7.00 -0.93 22.67 0| 0 0 0 4600 8.90 -0.99 20.98 0| 0 0 0 4800 16.90 -1.00 19.57 0| 0 0 0 5600 24.90 -1.00 20.00 0| 0 0 0 6400 Total 0| 0 416 0 Indicative a-t-m Vol 27.45 Underlying Price 39.105 Time to expiry: 176 Days Jun 10 0.01 0.00 40.00 0| 0 0 0 1600 0.03 -0.01 41.67 0| 0 0 0 2000 0.06 -0.01 40.71 0| 0 0 0 2200 0.11 -0.03 39.21 0| 0 0 0 2400 0.32 -0.07 35.59 0| 0 0 0 2800 0.49 -0.10 33.52 0| 0 200 0 3000 0.75 -0.15 31.83 0| 0 50 0 3200 1.14 -0.22 30.42 0| 0 50 0 3400 1.65 -0.30 29.00 0| 0 301 0 3600 2.40 -0.40 28.00 0| 0 300 0 3800 3.34 -0.50 27.00 0| 0 0 0 4000 4.51 -0.61 26.30 0| 0 50 0 4200 5.94 -0.71 26.00 0| 0 100 0 4400 9.21 -0.87 25.10 0| 0 100 0 4800 16.90 -1.00 25.13 0| 0 0 0 5600 20.90 -1.00 27.47 0| 0 0 0 6000 24.90 -1.00 30.00 0| 0 0 0 6400 Total 0| 0 1,151 0 Indicative a-t-m Vol 28.60 Underlying Price 39.105 Time to expiry: 267 Days Sep 10 0.31 -0.05 38.38 0| 0 0 0 2400 0.66 -0.10 34.76 0| 0 0 0 2800 1.34 -0.20 32.03 0| 0 0 0 3200 2.54 -0.33 30.07 0| 0 0 0 3600 3.38 -0.41 29.26 0| 0 0 0 3800 4.32 -0.50 28.07 0| 0 0 0 4000 5.50 -0.58 27.50 0| 0 0 0 4200 6.85 -0.66 27.04 0| 0 0 0 4400 9.97 -0.80 26.38 0| 0 0 0 4800 17.25 -0.94 26.03 0| 0 0 0 5600 25.05 -0.98 26.81 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 29.92 Underlying Price 39.105 Time to expiry: 358 Days Dec 10 0.08 -0.01 44.00 0| 0 0 0 1600 0.21 -0.03 40.50 0| 0 0 0 2000 0.50 -0.07 37.51 0| 0 0 0 2400 1.01 -0.13 35.00 0| 0 0 0 2800 1.88 -0.22 32.97 0| 0 0 0 3200 3.18 -0.34 31.00 0| 0 0 0 3600 4.06 -0.41 30.31 0| 0 0 0 3800 5.07 -0.48 29.60 0| 0 0 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 86 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.24 -0.55 29.11 0| 0 0 0 4200 7.52 -0.62 28.63 0| 0 0 0 4400 10.46 -0.74 27.80 0| 0 0 0 4800 17.43 -0.90 27.06 0| 0 0 0 5600 21.22 -0.94 27.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.48 Underlying Price 39.105 Time to expiry: 540 Days Jun 11 0.52 -0.05 40.74 0| 0 0 0 2000 0.98 -0.10 38.00 0| 0 0 0 2400 1.71 -0.16 35.64 0| 0 0 0 2800 2.74 -0.24 33.50 0| 0 0 0 3200 4.19 -0.34 32.00 0| 0 0 0 3600 5.98 -0.45 30.05 0| 0 0 0 4000 11.00 -0.68 27.53 0| 0 0 0 4800 21.35 -0.90 27.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.43 Underlying Price 39.105 Time to expiry: 722 Days Dec 11 1.49 -0.12 38.00 0| 0 0 0 2400 3.46 -0.25 33.50 0| 0 0 0 3200 6.77 -0.43 30.05 0| 0 0 0 4000 11.56 -0.64 27.53 0| 0 0 0 4800 21.52 -0.86 27.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 0 1,777 0 Grand Total 0| 0 2,927 0 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 | | Dassault Systemes European (DS3) Indicative a-t-m Vol 25.02 Underlying Price 39.105 Time to expiry: 85 Days Mar 10 23.12 1.00 38.88 0| 0 0 0 1600 19.13 1.00 40.00 0| 0 0 0 2000 17.13 1.00 39.11 0| 0 0 0 2200 15.14 1.00 37.68 0| 0 0 0 2400 13.16 0.99 36.00 0| 0 0 0 2600 11.18 0.98 34.20 0| 0 0 0 2800 9.24 0.96 32.38 0| 0 2 0 3000 7.38 0.92 31.22 0| 0 3 0 3200 5.58 0.86 29.11 0| 0 2 0 3400 3.93 0.76 27.15 0| 0 2 0 3600 2.55 0.62 25.71 0| 0 0 0 3800 1.98 0.54 25.14 0| 0 0 0 3900 1.44 0.45 24.00 0| 0 90 0 4000 1.05 0.37 23.64 0| 0 0 0 4100 0.75 0.29 23.28 0| 0 0 0 4200 0.35 0.16 22.84 0| 0 0 0 4400 0.15 0.08 22.67 0| 0 0 0 4600 0.04 0.02 20.98 0| 0 0 0 4800 0.01 0.00 19.57 0| 0 0 0 5600 0.01 0.00 19.62 0| 0 0 0 6000 0.01 0.00 20.00 0| 0 0 0 6400 Total 0| 0 99 0 Indicative a-t-m Vol 28.55 Underlying Price 39.105 Time to expiry: 267 Days Sep 10 22.84 0.99 50.00 0| 0 0 0 1600 18.96 0.97 44.21 0| 0 0 0 2000 15.14 0.95 38.40 0| 0 0 0 2400 11.52 0.90 34.71 0| 0 0 0 2800 8.24 0.80 32.08 0| 0 0 0 3200 5.46 0.67 30.04 0| 0 0 0 3600 4.31 0.59 29.31 0| 0 0 0 3800 3.24 0.50 27.93 0| 0 0 0 4000 2.43 0.42 27.38 0| 0 0 0 4200 1.79 0.34 26.97 0| 0 500 0 4400 0.92 0.21 26.32 0| 0 0 0 4800 0.22 0.06 26.03 0| 0 540 0 5600 0.13 0.04 27.05 0| 0 1,003 0 6000 0.04 0.01 25.00 0| 0 1 0 6400 Total 0| 0 2,044 0 Indicative a-t-m Vol 31.03 Underlying Price 39.105 Time to expiry: 449 Days Mar 11 19.31 0.96 40.00 0| 0 0 0 2000 15.74 0.92 37.21 0| 0 0 0 2400 12.44 0.86 35.10 0| 0 0 0 2800 9.52 0.77 33.45 0| 0 0 0 3200 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 | | 6.99 0.66 32.00 0| 0 0 0 3600 4.96 0.55 30.75 0| 0 0 0 4000 2.21 0.32 28.86 0| 0 0 0 4800 0.51 0.10 27.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.60 Underlying Price 39.105 Time to expiry: 631 Days Sep 11 16.10 0.89 38.00 0| 0 0 0 2400 10.25 0.75 33.88 0| 0 0 0 3200 7.92 0.66 32.52 0| 0 0 0 3600 5.96 0.56 31.34 0| 0 0 0 4000 3.10 0.37 29.42 0| 0 0 0 4800 1.06 0.17 28.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 2,143 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 89 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dassault Systemes European (DS3) Indicative a-t-m Vol 25.02 Underlying Price 39.105 Time to expiry: 85 Days Mar 10 0.01 0.00 38.88 0| 0 23 0 1600 0.01 0.00 40.00 0| 0 0 0 2000 0.01 0.00 39.11 0| 0 0 0 2200 0.01 0.00 37.68 0| 0 2 0 2400 0.02 -0.01 36.00 0| 0 18 0 2600 0.04 -0.02 34.20 0| 0 5 0 2800 0.10 -0.04 32.38 0| 0 0 0 3000 0.23 -0.08 31.22 0| 0 20 0 3200 0.43 -0.14 29.11 0| 0 0 0 3400 0.78 -0.24 27.15 0| 0 960 0 3600 1.39 -0.38 25.71 0| 0 0 0 3800 1.82 -0.46 25.14 0| 0 0 0 3900 2.28 -0.55 24.00 0| 0 0 0 4000 2.89 -0.63 23.64 0| 0 0 0 4100 3.58 -0.71 23.28 0| 0 0 0 4200 5.18 -0.84 22.84 0| 0 0 0 4400 6.98 -0.92 22.67 0| 0 0 0 4600 8.86 -0.98 20.98 0| 0 0 0 4800 16.81 -1.00 19.57 0| 0 0 0 5600 20.81 -1.00 19.62 0| 0 0 0 6000 24.80 -1.00 20.00 0| 0 0 0 6400 Total 0| 0 1,028 0 Indicative a-t-m Vol 28.55 Underlying Price 39.105 Time to expiry: 267 Days Sep 10 0.07 -0.01 50.00 0| 0 2 0 1600 0.16 -0.03 44.21 0| 0 2,565 0 2000 0.31 -0.05 38.40 0| 0 510 0 2400 0.65 -0.10 34.71 0| 0 0 0 2800 1.34 -0.20 32.08 0| 0 500 0 3200 2.52 -0.33 30.04 0| 0 500 0 3600 3.37 -0.41 29.31 0| 0 510 0 3800 4.28 -0.50 27.93 0| 0 0 0 4000 5.45 -0.58 27.38 0| 0 0 0 4200 6.80 -0.66 26.97 0| 0 0 0 4400 9.89 -0.79 26.32 0| 0 0 0 4800 17.13 -0.94 26.03 0| 0 0 0 5600 21.01 -0.96 27.05 0| 0 0 0 6000 24.88 -0.99 25.00 0| 0 0 0 6400 Total 0| 0 4,587 0 Indicative a-t-m Vol 31.03 Underlying Price 39.105 Time to expiry: 449 Days Mar 11 0.34 -0.04 40.00 0| 0 0 0 2000 0.70 -0.08 37.21 0| 0 0 0 2400 1.33 -0.14 35.10 0| 0 0 0 2800 2.34 -0.23 33.45 0| 0 0 0 3200 3.74 -0.34 32.00 0| 0 0 0 3600 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 | | 5.65 -0.45 30.75 0| 0 0 0 4000 10.77 -0.68 28.86 0| 0 0 0 4800 20.86 -0.90 27.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.60 Underlying Price 39.105 Time to expiry: 631 Days Sep 11 1.26 -0.11 38.00 0| 0 0 0 2400 3.18 -0.25 33.88 0| 0 0 0 3200 4.74 -0.34 32.52 0| 0 0 0 3600 6.66 -0.44 31.34 0| 0 0 0 4000 11.27 -0.64 27.75 0| 0 0 0 4800 21.20 -0.83 28.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 0 5,615 0 Grand Total 0| 0 7,758 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 91 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dexia (100) (DX1) Indicative a-t-m Vol 35.61 Underlying Price 4.452 Time to expiry: 22 Days Jan 10 0.69 0.89 55.30 0| 0 0 0 380 0.50 0.84 45.27 0| 0 0 0 400 0.32 0.75 37.62 0| 0 0 0 420 0.24 0.67 35.44 0| 0 0 0 430 0.19 0.57 37.05 0| 0 0 0 440 0.13 0.47 34.17 0| 0 0 0 450 0.07 0.35 29.86 0| 0 0 0 460 0.04 0.24 28.73 0| 0 0 0 470 0.03 0.18 30.80 0| 0 6 0 480 0.02 0.13 32.17 0| 0 2 0 490 0.01 0.07 30.94 0| 0 0 0 500 0.01 0.03 31.72 0| 0 0 0 520 0.01 0.01 33.04 0| 0 0 0 540 0.01 0.00 34.66 0| 0 30,000 0 560 0.01 0.00 36.41 0| 0 0 0 580 0.01 0.00 38.15 0| 0 0 0 600 0.01 0.00 39.78 0| 0 0 0 620 0.01 0.00 41.21 0| 0 0 0 640 0.01 0.00 42.37 0| 0 0 0 660 0.01 0.00 43.19 0| 0 0 0 680 0.01 0.00 43.64 0| 0 0 0 700 0.01 0.00 43.68 0| 0 0 0 720 0.01 0.00 42.40 0| 0 0 0 760 0.01 0.00 39.20 0| 0 0 0 800 0.01 0.00 34.00 0| 0 0 0 840 Total 0| 0 30,008 0 Indicative a-t-m Vol 38.06 Underlying Price 4.452 Time to expiry: 57 Days Feb 10 0.73 0.84 44.31 0| 0 0 0 380 0.56 0.77 40.40 0| 0 0 0 400 0.42 0.68 39.20 0| 0 0 0 420 0.37 0.62 40.53 0| 0 0 0 430 0.31 0.56 39.24 0| 0 36 0 440 0.24 0.50 36.88 0| 0 0 0 450 0.19 0.44 35.59 0| 0 0 0 460 0.17 0.39 37.85 0| 0 0 0 470 0.13 0.33 36.24 0| 0 0 0 480 0.10 0.27 35.35 0| 0 0 0 490 0.08 0.23 35.49 0| 0 0 0 500 0.05 0.15 35.10 0| 0 0 0 520 0.03 0.09 34.97 0| 0 0 0 540 0.01 0.06 35.07 0| 0 0 0 560 0.01 0.02 35.93 0| 0 0 0 600 0.01 0.01 37.60 0| 0 0 0 640 0.01 0.00 40.00 0| 0 0 0 680 Total 0| 0 36 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 92 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 39.45 Underlying Price 4.452 Time to expiry: 85 Days Mar 10 3.25 1.00 80.00 0| 0 0 0 120 2.85 1.00 68.63 0| 0 0 0 160 2.46 1.00 60.59 0| 0 0 0 200 2.26 1.00 57.42 0| 0 0 0 220 2.06 0.99 54.67 0| 0 0 0 240 1.86 0.99 52.28 0| 0 0 0 260 1.67 0.98 50.18 0| 0 0 0 280 1.47 0.96 48.34 0| 0 0 0 300 1.28 0.94 46.72 0| 0 0 0 320 1.10 0.91 45.28 0| 0 0 0 340 0.93 0.87 44.01 0| 0 0 0 360 0.78 0.80 45.13 0| 0 0 0 380 0.62 0.74 41.97 0| 0 0 0 400 0.50 0.65 42.39 0| 0 0 0 420 0.42 0.61 39.40 0| 0 0 0 430 0.38 0.57 40.64 0| 0 30 0 440 0.31 0.52 38.26 0| 0 0 0 450 0.26 0.47 37.41 0| 0 50 0 460 0.22 0.42 36.86 0| 0 0 0 470 0.21 0.39 39.76 0| 0 0 0 480 0.11 0.24 39.20 0| 0 0 0 520 0.04 0.12 37.22 0| 0 4 0 560 0.02 0.06 36.68 0| 0 260 0 600 0.01 0.03 38.00 0| 0 5,306 0 640 0.01 0.01 36.11 0| 0 30 0 680 0.01 0.00 36.03 0| 0 63 0 720 0.01 0.00 36.17 0| 0 0 0 800 0.01 0.00 36.65 0| 0 64 0 880 0.01 0.00 37.00 0| 0 161 0 960 Total 0| 0 5,968 0 Indicative a-t-m Vol 42.51 Underlying Price 4.452 Time to expiry: 176 Days Jun 10 3.66 1.00 80.00 0| 0 0 0 80 3.26 1.00 77.28 0| 0 0 0 120 2.87 0.99 71.51 0| 0 0 0 160 2.48 0.98 65.60 0| 0 0 0 200 2.10 0.96 60.21 0| 0 0 0 240 1.74 0.92 55.48 0| 0 0 0 280 1.40 0.87 51.72 0| 0 0 0 320 1.08 0.79 48.17 0| 0 0 0 360 0.79 0.70 44.76 0| 0 0 0 400 0.68 0.64 44.80 0| 0 0 0 420 0.57 0.58 43.73 0| 0 0 0 440 0.43 0.51 38.85 0| 0 0 0 460 0.34 0.45 37.53 0| 0 3 0 480 0.20 0.32 36.00 0| 0 120 0 520 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.15 0.24 38.31 0| 0 20 0 560 0.09 0.16 37.43 0| 0 58 0 600 0.04 0.08 34.15 0| 0 2,030 0 640 0.02 0.04 33.26 0| 0 0 0 680 0.01 0.02 32.56 0| 0 920 0 720 0.01 0.01 31.61 0| 0 3,000 0 800 0.01 0.00 31.20 0| 0 50 0 880 0.01 0.00 31.21 0| 0 1,089 0 960 0.01 0.00 31.36 0| 0 26 0 1000 0.01 0.00 33.00 0| 0 405 0 1200 Total 0| 0 7,721 0 Indicative a-t-m Vol 43.51 Underlying Price 4.452 Time to expiry: 267 Days Sep 10 1.48 0.84 50.82 0| 0 0 0 320 1.20 0.77 49.02 0| 0 0 0 360 0.92 0.69 45.66 0| 0 0 0 400 0.82 0.64 45.84 0| 0 0 0 420 0.72 0.60 44.78 0| 0 0 0 440 0.56 0.54 39.73 0| 0 0 0 460 0.48 0.49 39.81 0| 0 3 0 480 0.33 0.39 38.00 0| 0 0 0 520 0.24 0.30 38.01 0| 0 0 0 560 0.17 0.23 37.81 0| 0 0 0 600 0.10 0.15 35.52 0| 0 0 0 640 0.06 0.11 34.92 0| 0 0 0 680 0.04 0.07 34.59 0| 0 0 0 720 0.02 0.04 34.63 0| 0 1,000 0 800 0.01 0.02 35.52 0| 0 0 0 880 0.01 0.01 37.00 0| 0 0 0 960 Total 0| 0 1,003 0 Indicative a-t-m Vol 42.53 Underlying Price 4.452 Time to expiry: 358 Days Dec 10 3.66 1.00 70.00 0| 0 0 0 80 3.30 0.98 77.72 0| 0 0 0 120 2.94 0.96 75.38 0| 0 20 0 160 2.60 0.94 70.41 0| 0 31 0 200 2.26 0.90 64.94 0| 0 46 0 240 1.93 0.87 59.70 0| 0 20 0 280 1.61 0.82 54.93 0| 0 21 0 320 1.31 0.76 49.78 0| 0 21 0 360 1.06 0.69 47.62 0| 0 20 0 400 0.96 0.65 47.31 0| 0 0 0 420 0.79 0.61 42.82 0| 0 0 0 440 0.69 0.56 41.66 0| 0 0 0 460 0.60 0.52 40.94 0| 0 24 0 480 0.43 0.43 38.68 0| 0 0 0 520 0.30 0.34 36.72 0| 0 0 0 560 0.20 0.26 35.09 0| 0 10,020 0 600 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 | | 0.13 0.19 33.76 0| 0 15,000 0 640 0.05 0.09 31.90 0| 0 0 0 720 0.02 0.04 30.93 0| 0 80 0 800 0.01 0.00 35.00 0| 0 0 0 1200 Total 0| 0 25,303 0 Indicative a-t-m Vol 52.11 Underlying Price 4.452 Time to expiry: 540 Days Jun 11 1.67 0.82 49.24 0| 0 0 0 320 1.33 0.70 54.09 0| 0 0 0 400 1.13 0.64 52.26 0| 0 0 0 440 0.97 0.59 51.09 0| 0 0 0 480 0.67 0.47 48.33 0| 0 0 0 560 0.49 0.39 44.01 0| 0 0 0 600 0.43 0.35 44.61 0| 0 0 0 640 0.26 0.25 41.71 0| 0 120 0 720 0.16 0.18 40.44 0| 0 2 0 800 0.04 0.05 42.09 0| 0 0 0 1200 Total 0| 0 122 0 Indicative a-t-m Vol 46.91 Underlying Price 4.452 Time to expiry: 722 Days Dec 11 1.73 0.81 46.47 0| 0 0 0 320 1.37 0.70 48.59 0| 0 0 0 400 1.17 0.65 47.06 0| 0 0 0 440 1.01 0.59 45.88 0| 0 0 0 480 0.55 0.41 40.23 0| 0 0 0 600 0.20 0.20 36.95 0| 0 0 0 800 Total 0| 0 0 0 Total Calls 0| 0 70,161 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 95 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dexia (100) (DX1) Indicative a-t-m Vol 35.61 Underlying Price 4.452 Time to expiry: 22 Days Jan 10 0.04 -0.11 55.30 0| 0 0 0 380 0.04 -0.16 45.27 0| 0 0 0 400 0.07 -0.25 37.62 0| 0 0 0 420 0.09 -0.33 35.44 0| 0 0 0 430 0.14 -0.43 37.05 0| 0 0 0 440 0.18 -0.53 34.17 0| 0 0 0 450 0.22 -0.65 29.86 0| 0 1 0 460 0.29 -0.76 28.73 0| 0 0 0 470 0.38 -0.83 30.80 0| 0 1 0 480 0.47 -0.88 32.17 0| 0 0 0 490 0.56 -0.93 30.94 0| 0 0 0 500 0.75 -0.97 31.72 0| 0 21 0 520 0.95 -0.99 33.04 0| 0 0 0 540 1.15 -1.00 34.66 0| 0 0 0 560 1.35 -1.00 36.41 0| 0 0 0 580 1.55 -1.00 38.15 0| 0 0 0 600 1.75 -1.00 39.78 0| 0 0 0 620 1.95 -1.00 41.21 0| 0 0 0 640 2.15 -1.00 42.37 0| 0 0 0 660 2.35 -1.00 43.19 0| 0 0 0 680 2.55 -1.00 43.64 0| 0 0 0 700 2.75 -1.00 43.68 0| 0 0 0 720 3.15 -1.00 42.40 0| 0 30 0 760 3.55 -1.00 39.20 0| 0 0 0 800 3.95 -1.00 34.00 0| 0 0 0 840 Total 0| 0 53 0 Indicative a-t-m Vol 38.06 Underlying Price 4.452 Time to expiry: 57 Days Feb 10 0.07 -0.16 44.31 0| 0 0 0 380 0.10 -0.23 40.40 0| 0 10 0 400 0.16 -0.32 39.20 0| 0 0 0 420 0.21 -0.38 40.53 0| 0 0 0 430 0.25 -0.44 39.24 0| 0 41 0 440 0.29 -0.50 36.88 0| 0 0 0 450 0.33 -0.56 35.59 0| 0 2 0 460 0.41 -0.61 37.85 0| 0 1 0 470 0.47 -0.67 36.24 0| 0 0 0 480 0.54 -0.73 35.35 0| 0 0 0 490 0.62 -0.77 35.49 0| 0 103 0 500 0.79 -0.85 35.10 0| 0 0 0 520 0.97 -0.91 34.97 0| 0 10 0 540 1.16 -0.94 35.07 0| 0 60 0 560 1.55 -0.98 35.93 0| 0 0 0 600 1.95 -1.00 37.60 0| 0 0 0 640 2.35 -1.00 40.00 0| 0 0 0 680 Total 0| 0 227 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 96 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 39.45 Underlying Price 4.452 Time to expiry: 85 Days Mar 10 0.01 0.00 80.00 0| 0 0 0 120 0.01 0.00 68.63 0| 0 0 0 160 0.01 0.00 60.59 0| 0 0 0 200 0.01 0.00 57.42 0| 0 0 0 220 0.01 -0.01 54.67 0| 0 0 0 240 0.01 -0.01 52.28 0| 0 0 0 260 0.01 -0.02 50.18 0| 0 0 0 280 0.02 -0.04 48.34 0| 0 0 0 300 0.03 -0.06 46.72 0| 0 0 0 320 0.04 -0.09 45.28 0| 0 0 0 340 0.07 -0.13 44.01 0| 0 0 0 360 0.12 -0.20 45.13 0| 0 0 0 380 0.16 -0.26 41.97 0| 0 0 0 400 0.24 -0.35 42.39 0| 0 47 0 420 0.26 -0.39 39.40 0| 0 0 0 430 0.32 -0.43 40.64 0| 0 5 0 440 0.35 -0.48 38.26 0| 0 0 0 450 0.40 -0.53 37.41 0| 0 1 0 460 0.46 -0.58 36.86 0| 0 0 0 470 0.55 -0.61 39.76 0| 0 251 0 480 0.85 -0.76 39.20 0| 0 32 0 520 1.19 -0.88 37.22 0| 0 187 0 560 1.56 -0.95 36.68 0| 0 1,415 0 600 1.95 -0.98 38.00 0| 0 52 0 640 2.35 -1.00 36.11 0| 0 0 0 680 2.75 -1.00 36.03 0| 0 0 0 720 3.55 -1.00 36.17 0| 0 0 0 800 4.35 -1.00 36.65 0| 0 0 0 880 5.15 -1.00 37.00 0| 0 0 0 960 Total 0| 0 1,990 0 Indicative a-t-m Vol 42.51 Underlying Price 4.452 Time to expiry: 176 Days Jun 10 0.01 0.00 80.00 0| 0 0 0 80 0.01 0.00 77.28 0| 0 0 0 120 0.01 -0.01 71.51 0| 0 0 0 160 0.02 -0.02 65.60 0| 0 0 0 200 0.04 -0.04 60.21 0| 0 0 0 240 0.07 -0.08 55.48 0| 0 27 0 280 0.13 -0.13 51.72 0| 0 0 0 320 0.21 -0.21 48.17 0| 0 6 0 360 0.32 -0.30 44.76 0| 0 1 0 400 0.41 -0.36 44.80 0| 0 0 0 420 0.50 -0.42 43.73 0| 0 26 0 440 0.55 -0.49 38.85 0| 0 752 0 460 0.66 -0.56 37.53 0| 0 21 0 480 0.93 -0.69 36.00 0| 0 2 0 520 1.27 -0.77 38.31 0| 0 21 0 560 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 97 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.61 -0.85 37.43 0| 0 25 0 600 1.97 -0.93 34.15 0| 0 90 0 640 2.35 -0.97 33.26 0| 0 10 0 680 2.75 -1.00 32.56 0| 0 16 0 720 3.55 -1.00 31.61 0| 0 27 0 800 4.35 -1.00 31.20 0| 0 0 0 880 5.15 -1.00 31.21 0| 0 0 0 960 5.55 -1.00 31.36 0| 0 5 0 1000 7.55 -1.00 33.00 0| 0 172 0 1200 Total 0| 0 1,201 0 Indicative a-t-m Vol 43.51 Underlying Price 4.452 Time to expiry: 267 Days Sep 10 0.20 -0.16 50.82 0| 0 0 0 320 0.32 -0.23 49.02 0| 0 1 0 360 0.44 -0.31 45.66 0| 0 1 0 400 0.54 -0.36 45.84 0| 0 1 0 420 0.63 -0.41 44.78 0| 0 1 0 440 0.67 -0.46 39.73 0| 0 2 0 460 0.85 0.79 -0.51 39.81 0.85 0.85 47| 0 2 0 480 1.04 -0.62 38.00 0| 0 2 0 520 1.35 -0.70 38.01 0| 0 0 0 560 1.68 -0.78 37.81 0| 0 0 0 600 2.01 -0.86 35.52 0| 0 0 0 640 2.38 -0.91 34.92 0| 0 0 0 680 2.76 -0.95 34.59 0| 0 0 0 720 3.55 -0.99 34.63 0| 0 0 0 800 4.35 -1.00 35.52 0| 0 0 0 880 5.15 -1.00 37.00 0| 0 0 0 960 Total 47| 0 10 0 Indicative a-t-m Vol 42.53 Underlying Price 4.452 Time to expiry: 358 Days Dec 10 0.01 0.00 70.00 0| 0 0 0 80 0.03 -0.02 77.72 0| 0 0 0 120 0.07 -0.04 75.38 0| 0 0 0 160 0.12 -0.06 70.41 0| 0 0 0 200 0.18 -0.10 64.94 0| 0 0 0 240 0.24 -0.14 59.70 0| 0 0 0 280 0.32 -0.18 54.93 0| 0 0 0 320 0.41 -0.24 49.78 0| 0 0 0 360 0.56 -0.31 47.62 0| 0 0 0 400 0.66 -0.35 47.31 0| 0 0 0 420 0.69 -0.40 42.82 0| 0 0 0 440 0.79 -0.44 41.66 0| 0 0 0 460 0.90 -0.49 40.94 0| 0 0 0 480 1.13 -0.58 38.68 0| 0 0 0 520 1.40 -0.67 36.72 0| 0 0 0 560 1.70 -0.76 35.09 0| 0 10,016 0 600 2.03 -0.83 33.76 0| 0 15,000 0 640 2.76 -0.94 31.90 0| 0 0 0 720 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 98 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.55 -1.00 30.93 0| 0 30 0 800 7.55 -1.00 35.00 0| 0 199 0 1200 Total 0| 0 25,245 0 Indicative a-t-m Vol 52.11 Underlying Price 4.452 Time to expiry: 540 Days Jun 11 0.40 -0.20 49.24 0| 0 0 0 320 0.86 -0.31 54.09 0| 0 0 0 400 1.06 -0.37 52.26 0| 0 0 0 440 1.28 -0.42 51.09 0| 0 0 0 480 1.82 -0.53 50.32 0| 0 0 0 560 1.99 -0.61 44.01 0| 0 0 0 600 2.36 -0.64 46.42 0| 0 0 0 640 2.96 -0.75 42.67 0| 0 0 0 720 3.56 -0.95 31.31 0| 0 0 0 800 7.55 -1.00 43.94 0| 0 0 0 1200 Total 0| 0 0 0 Indicative a-t-m Vol 46.91 Underlying Price 4.452 Time to expiry: 722 Days Dec 11 0.45 -0.20 46.47 0| 0 0 0 320 0.88 -0.31 48.59 0| 0 0 0 400 1.07 -0.36 47.06 0| 0 0 0 440 1.30 -0.42 45.88 0| 0 0 0 480 2.01 -0.60 40.23 0| 0 0 0 600 3.63 -0.83 36.95 0| 0 0 0 800 Total 0| 0 0 0 Total Puts 47| 0 28,726 0 Grand Total 47| 0 98,887 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 99 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dexia European (DX2) Indicative a-t-m Vol 40.64 Underlying Price 4.452 Time to expiry: 85 Days Mar 10 3.25 1.00 77.00 0| 0 0 0 120 2.85 1.00 64.40 0| 0 0 0 160 2.46 1.00 56.93 0| 0 0 0 200 2.26 1.00 54.33 0| 0 0 0 220 2.06 1.00 52.22 0| 0 0 0 240 1.86 0.99 50.49 0| 0 0 0 260 1.66 0.98 49.07 0| 0 0 0 280 1.47 0.97 47.88 0| 0 0 0 300 1.28 0.94 46.88 0| 0 0 0 320 1.10 0.91 46.03 0| 0 0 0 340 0.97 0.83 52.42 0| 0 0 0 360 0.79 0.79 46.77 0| 0 0 0 380 0.64 0.73 44.79 0| 0 0 0 400 0.50 0.65 42.42 0| 0 0 0 420 0.44 0.61 41.82 0| 0 0 0 430 0.38 0.57 41.27 0| 0 3 0 440 0.33 0.52 40.00 0| 0 0 0 450 0.28 0.47 39.14 0| 0 0 0 460 0.24 0.43 38.63 0| 0 0 0 470 0.19 0.38 37.86 0| 0 60 0 480 0.14 0.27 44.22 0| 0 0 0 520 0.12 0.21 50.75 0| 0 0 0 560 0.03 0.08 41.27 0| 0 260 0 600 0.01 0.04 40.96 0| 0 0 0 640 0.01 0.02 40.69 0| 0 0 0 680 0.01 0.01 40.45 0| 0 60 0 720 0.01 0.00 40.02 0| 0 120 0 800 0.01 0.00 39.61 0| 0 90 0 880 0.01 0.00 39.21 0| 0 110 0 960 0.01 0.00 39.01 0| 0 130 0 1000 0.01 0.00 37.93 0| 0 740 0 1200 0.01 0.00 36.70 0| 0 40 0 1400 0.01 0.00 35.33 0| 0 0 0 1600 0.01 0.00 33.81 0| 0 0 0 1800 0.01 0.00 32.00 0| 0 0 0 2000 Total 0| 0 1,613 0 Indicative a-t-m Vol 43.54 Underlying Price 4.452 Time to expiry: 267 Days Sep 10 1.49 0.84 51.39 0| 0 0 0 320 1.19 0.77 48.67 0| 0 0 0 360 0.93 0.69 46.15 0| 0 0 0 400 0.81 0.64 44.94 0| 0 0 0 420 0.70 0.60 43.93 0| 0 0 0 440 0.60 0.55 42.37 0| 0 0 0 460 0.51 0.50 41.49 0| 0 20 0 480 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009Page 100 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.35 0.40 39.63 0| 0 0 0 520 0.24 0.30 38.01 0| 0 2,000 0 560 0.16 0.22 36.96 0| 0 1,050 0 600 0.15 0.20 40.65 0| 0 1,025 0 640 0.08 0.13 37.57 0| 0 1,500 0 680 0.06 0.09 37.30 0| 0 5,455 0 720 0.03 0.05 37.12 0| 0 1,500 0 800 0.01 0.03 37.29 0| 0 6 0 880 0.01 0.01 37.73 0| 0 18 0 960 0.01 0.00 40.00 0| 0 10 0 1200 Total 0| 0 12,584 0 Indicative a-t-m Vol 41.98 Underlying Price 4.452 Time to expiry: 449 Days Mar 11 3.67 0.99 73.00 0| 0 0 0 80 2.95 0.96 67.84 0| 0 0 0 160 2.27 0.90 58.74 0| 0 0 0 240 1.95 0.86 54.80 0| 0 0 0 280 1.65 0.82 50.96 0| 0 0 0 320 1.39 0.76 49.11 0| 0 0 0 360 1.15 0.69 47.05 0| 0 0 0 400 0.88 0.62 42.16 0| 0 0 0 440 0.69 0.54 40.73 0| 0 0 0 480 0.42 0.39 38.61 0| 0 0 0 560 0.32 0.32 37.82 0| 0 0 0 600 0.24 0.26 37.16 0| 0 0 0 640 0.12 0.16 35.17 0|