Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 43.89 Underlying Price 31.220 Time to expiry: 11 Days Feb 10 7.23 1.00 46.00 0| 0 0 0 2400 5.24 0.99 47.30 0| 0 0 0 2600 3.37 0.90 50.03 0| 0 0 0 2800 1.71 0.71 44.08 0| 0 26 0 3000 1.11 0.55 43.94 0| 29 29 +29 3100 0.66 0.39 43.72 0| 0 3 0 3200 0.40 0.27 45.51 0| 0 265 0 3300 0.20 0.16 44.52 0| 0 150 0 3400 0.08 0.07 42.27 0| 0 1,031 0 3500 0.03 0.03 41.30 0| 0 1,120 0 3600 0.01 0.01 40.30 0| 0 750 0 3700 0.01 0.00 39.29 0| 0 227 0 3800 0.01 0.00 37.23 0| 0 0 0 4000 0.01 0.00 35.00 0| 0 0 0 4200 Total 0| 29 3,601 +29 Indicative a-t-m Vol 34.63 Underlying Price 31.220 Time to expiry: 39 Days Mar 10 13.25 0.99 72.00 0| 0 0 0 1800 11.29 0.98 70.00 0| 0 0 0 2000 9.35 0.96 64.75 0| 0 0 0 2200 8.37 0.95 59.43 0| 0 0 0 2300 7.38 0.95 52.79 0| 0 0 0 2400 5.44 0.91 43.59 0| 0 0 0 2600 3.64 0.82 38.30 0| 0 40 0 2800 2.14 0.66 35.47 0| 0 300 0 3000 1.55 0.55 34.65 0| 0 0 0 3100 1.09 0.44 34.53 0| 0 2,012 0 3200 0.74 0.33 34.09 0| 0 3,504 0 3300 0.48 0.24 33.99 0| 0 2,255 0 3400 0.31 0.17 34.10 0| 84 500 0 3500 0.30 0.19 0.12 34.20 0.30 S 0.25 S 2| 17 2,942 0 3600 0.07 0.05 34.42 0| 6 74 0 3800 0.02 0.02 34.47 0| 6 90 0 4000 0.01 0.00 34.16 0| 0 0 0 4200 0.01 0.00 33.37 0| 0 0 0 4400 0.01 0.00 30.00 0| 0 0 0 4800 Total 2| 113 11,717 0 Indicative a-t-m Vol 34.27 Underlying Price 31.220 Time to expiry: 67 Days Apr 10 5.62 0.88 40.00 0| 0 0 0 2600 3.85 0.79 34.53 0| 0 0 0 2800 2.55 0.64 35.04 0| 0 0 0 3000 1.98 0.55 34.48 0| 0 0 0 3100 1.48 0.47 33.51 0| 0 0 0 3200 1.07 0.38 32.80 0| 0 30 0 3300 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.72 0.29 31.40 0| 0 0 0 3400 0.47 0.21 30.39 0| 0 0 0 3500 0.29 0.15 29.38 0| 0 0 0 3600 0.09 0.06 27.86 0| 0 0 0 3800 0.03 0.02 27.31 0| 0 0 0 4000 0.01 0.01 28.00 0| 0 0 0 4200 Total 0| 0 30 0 Indicative a-t-m Vol 32.74 Underlying Price 31.220 Time to expiry: 130 Days Jun 10 15.29 0.99 52.52 0| 0 0 0 1600 13.31 0.99 48.12 0| 0 0 0 1800 11.32 0.99 39.47 0| 0 0 0 2000 9.38 0.97 37.91 0| 0 0 0 2200 8.44 0.95 37.24 0| 0 0 0 2300 7.52 0.93 36.63 0| 0 0 0 2400 5.79 0.86 35.55 0| 0 0 0 2600 4.28 0.75 34.99 0| 0 325 0 2800 2.96 0.63 33.60 0| 0 18 0 3000 1.90 0.49 32.20 0| 29 64 0 3200 1.25 0.36 32.94 0| 0 2,101 0 3400 0.68 0.71 0.24 31.63 0.68 S 0.68 S 1| 55 71 +27 3600 0.38 0.15 30.98 0| 0 5 0 3800 0.19 0.09 30.35 0| 0 1 0 4000 0.04 0.02 29.10 0| 0 111 0 4400 0.01 0.00 27.86 0| 0 226 0 4800 0.01 0.00 24.00 0| 0 0 0 6000 Total 1| 84 2,922 +27 Indicative a-t-m Vol 33.00 Underlying Price 31.220 Time to expiry: 221 Days Sep 10 11.41 0.96 42.99 0| 0 0 0 2000 9.52 0.94 39.79 0| 0 0 0 2200 7.75 0.88 38.28 0| 0 0 0 2400 4.63 0.72 34.29 0| 0 0 0 2800 3.38 0.61 33.01 0| 0 53 0 3000 2.49 0.49 33.00 0| 0 20 0 3200 1.81 0.39 33.00 0| 0 0 0 3400 1.25 1.22 0.29 32.04 1.25 S 1.25 S 1| 0 0 0 3600 0.73 0.21 30.39 0| 0 215 0 3800 0.45 0.14 29.73 0| 0 0 0 4000 0.15 0.06 28.41 0| 0 0 0 4400 0.04 0.02 27.00 0| 0 0 0 4800 Total 1| 0 288 0 Indicative a-t-m Vol 32.82 Underlying Price 31.220 Time to expiry: 312 Days Dec 10 15.31 0.99 45.31 0| 0 0 0 1600 11.47 0.95 40.56 0| 0 0 0 2000 9.66 0.91 38.66 0| 0 0 0 2200 7.97 0.85 36.99 0| 0 0 0 2400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.08 0.69 34.38 0| 0 80 0 2800 3.93 0.60 33.32 0| 0 1,000 0 3000 2.99 0.50 32.50 0| 0 66 0 3200 2.22 0.41 31.65 0| 0 0 0 3400 1.62 0.33 31.00 0| 0 21 0 3600 1.15 0.26 30.39 0| 0 0 0 3800 0.82 0.20 30.01 0| 0 76 0 4000 0.39 0.11 29.36 0| 0 0 0 4400 0.19 0.06 29.00 0| 0 0 0 4800 Total 0| 0 1,243 0 Indicative a-t-m Vol 32.95 Underlying Price 31.220 Time to expiry: 494 Days Jun 11 15.34 0.99 43.49 0| 0 0 0 1600 11.64 0.93 40.12 0| 0 0 0 2000 8.47 0.81 37.61 0| 0 0 0 2400 5.82 0.67 34.77 0| 0 19 0 2800 3.77 0.53 32.51 0| 0 0 0 3200 2.36 0.39 31.25 0| 0 0 0 3600 1.44 0.27 30.48 0| 0 0 0 4000 0.52 0.12 29.91 0| 0 0 0 4800 Total 0| 0 19 0 Indicative a-t-m Vol 33.05 Underlying Price 31.220 Time to expiry: 676 Days Dec 11 11.90 0.89 39.46 0| 0 0 0 2000 9.00 0.78 37.34 0| 0 0 0 2400 4.54 0.55 32.59 0| 0 0 0 3200 3.12 0.43 31.32 0| 0 2,000 0 3600 2.01 0.32 29.89 0| 0 0 0 4000 0.89 0.17 29.22 0| 0 0 0 4800 Total 0| 0 2,000 0 Total Calls 4| 226 21,820 +56 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 43.89 Underlying Price 31.220 Time to expiry: 11 Days Feb 10 0.01 0.00 46.00 0| 0 0 0 2400 0.01 -0.01 47.30 0| 0 0 0 2600 0.15 -0.10 50.03 0| 0 6 0 2800 0.47 0.48 -0.29 44.08 0.51 Q 0.47 400| 0 118 0 3000 0.88 -0.45 43.94 0| 0 388 0 3100 1.44 -0.61 43.72 0| 6 56 +6 3200 2.17 -0.74 45.51 0| 0 508 0 3300 2.80 2.97 -0.85 44.52 2.80 S 2.80 S 50| 6 62 -1 3400 3.85 -0.93 42.27 0| 0 6 0 3500 4.80 -0.97 41.30 0| 0 7 0 3600 5.79 -0.99 40.30 0| 0 0 0 3700 6.78 -1.00 39.29 0| 0 0 0 3800 8.78 -1.00 37.23 0| 0 0 0 4000 10.78 -1.00 35.00 0| 0 0 0 4200 Total 450| 12 1,151 +5 Indicative a-t-m Vol 34.63 Underlying Price 31.220 Time to expiry: 39 Days Mar 10 0.02 -0.01 72.00 0| 0 0 0 1800 0.05 -0.02 68.23 0| 0 101 0 2000 0.12 -0.04 64.75 0| 0 14 0 2200 0.13 -0.05 59.43 0| 0 0 0 2300 0.14 -0.05 52.79 0| 0 13 0 2400 0.20 -0.09 43.59 0| 0 0 0 2600 0.40 -0.18 38.30 0| 0 2,645 0 2800 0.90 -0.34 35.47 0| 0 2,055 0 3000 1.31 -0.45 34.65 0| 0 38 0 3100 1.85 -0.56 34.53 900| 0 1,034 0 3200 2.49 -0.67 34.09 0| 0 78 0 3300 3.05 3.24 -0.76 33.99 3.07 S 3.05 S 51| 0 80 0 3400 4.06 -0.83 34.10 0| 0 105 0 3500 4.95 -0.89 34.20 0| 0 17 0 3600 6.83 -0.95 34.42 0| 24 0 0 3800 8.79 -0.99 34.47 0| 0 40 0 4000 10.78 -1.00 34.16 0| 0 0 0 4200 12.78 -1.00 33.37 0| 0 0 0 4400 16.78 -1.00 30.00 0| 0 0 0 4800 Total 951| 24 6,220 0 Indicative a-t-m Vol 34.27 Underlying Price 31.220 Time to expiry: 67 Days Apr 10 0.36 -0.12 40.00 0| 0 0 0 2600 0.59 -0.21 34.53 0| 0 0 0 2800 1.28 -0.36 35.04 0| 0 2 0 3000 1.72 -0.45 34.48 0| 0 0 0 3100 2.21 -0.54 33.51 0| 0 0 0 3200 2.81 -0.62 32.80 0| 0 4 0 3300 3.46 -0.71 31.40 0| 0 0 0 3400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.21 -0.79 30.39 0| 0 0 0 3500 5.02 -0.86 29.38 0| 0 0 0 3600 6.84 -0.95 27.86 0| 0 0 0 3800 8.79 -0.99 27.31 0| 0 0 0 4000 10.78 -1.00 28.00 0| 0 0 0 4200 Total 0| 0 6 0 Indicative a-t-m Vol 32.74 Underlying Price 31.220 Time to expiry: 130 Days Jun 10 0.05 -0.01 52.52 0| 0 0 0 1600 0.09 -0.03 48.12 0| 0 2 0 1800 0.09 -0.03 39.47 0| 0 0 0 2000 0.21 -0.06 37.91 0| 0 0 0 2200 0.31 -0.09 37.24 0| 0 3 0 2300 0.44 -0.12 36.63 0| 0 1 0 2400 0.84 -0.21 35.55 0| 0 3 0 2600 1.47 -0.32 34.99 0| 0 32 0 2800 2.29 -0.45 33.60 0| 0 36 0 3000 3.37 -0.58 32.20 0| 0 1,437 0 3200 4.83 -0.69 32.94 0| 0 5,251 0 3400 6.36 -0.80 31.63 0| 0 6 0 3600 8.08 -0.87 30.98 0| 0 0 0 3800 9.91 -0.93 30.35 0| 0 0 0 4000 13.77 -0.98 29.10 0| 0 0 0 4400 17.73 -1.00 27.86 0| 0 0 0 4800 29.68 -1.00 24.00 0| 0 0 0 6000 Total 0| 0 6,771 0 Indicative a-t-m Vol 33.00 Underlying Price 31.220 Time to expiry: 221 Days Sep 10 0.42 -0.08 42.99 0| 0 0 0 2000 0.61 -0.12 39.79 0| 0 0 0 2200 0.99 -0.18 38.28 0| 0 0 0 2400 2.07 -0.33 34.29 0| 0 0 0 2800 2.82 2.92 -0.43 33.01 2.82 S 2.82 S 1| 0 0 0 3000 4.09 -0.54 33.00 0| 0 0 0 3200 5.44 -0.63 33.00 0| 0 0 0 3400 6.87 -0.72 32.04 0| 0 0 0 3600 8.40 -0.81 30.39 0| 0 0 0 3800 10.13 -0.87 29.73 0| 0 0 0 4000 13.84 -0.95 28.41 0| 0 0 0 4400 17.73 -0.99 27.00 0| 0 0 0 4800 Total 1| 0 0 0 Indicative a-t-m Vol 32.82 Underlying Price 31.220 Time to expiry: 312 Days Dec 10 0.25 -0.04 45.31 0| 0 58 0 1600 0.60 -0.10 40.56 0| 0 0 0 2000 0.91 -0.14 38.66 0| 0 125 0 2200 1.32 -0.19 36.99 0| 0 105 0 2400 2.59 -0.34 34.38 0| 0 0 0 2800 3.47 -0.42 33.32 0| 0 1,000 0 3000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.54 -0.51 32.50 900| 0 22 0 3200 5.78 -0.60 31.65 0| 0 0 0 3400 7.18 -0.68 31.00 0| 0 0 0 3600 8.73 -0.75 30.39 0| 0 0 0 3800 10.39 -0.82 30.01 0| 0 0 0 4000 13.99 -0.91 29.36 0| 0 0 0 4400 17.80 -0.96 29.00 0| 0 0 0 4800 Total 900| 0 1,310 0 Indicative a-t-m Vol 32.95 Underlying Price 31.220 Time to expiry: 494 Days Jun 11 0.55 -0.07 43.49 0| 0 0 0 1600 1.18 -0.14 40.12 0| 0 0 0 2000 2.24 -0.23 37.61 0| 0 0 0 2400 3.69 -0.36 34.77 0| 0 0 0 2800 5.66 -0.50 32.51 0| 0 0 0 3200 8.25 -0.63 31.25 0| 0 0 0 3600 11.31 -0.74 30.48 0| 0 0 0 4000 18.29 -0.88 29.91 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 33.05 Underlying Price 31.220 Time to expiry: 676 Days Dec 11 1.60 -0.15 39.46 0| 0 0 0 2000 2.77 -0.24 37.34 0| 0 0 0 2400 6.23 -0.47 32.59 0| 0 0 0 3200 8.75 -0.59 31.32 0| 0 250 0 3600 11.58 -0.70 29.89 0| 0 0 0 4000 18.35 -0.85 29.22 0| 0 0 0 4800 Total 0| 0 250 0 Total Puts 2,302| 36 15,708 +5 Grand Total 2,306| 262 37,528 +61 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 34.63 Underlying Price 31.220 Time to expiry: 39 Days Mar 10 13.25 0.99 72.00 0| 0 0 0 1800 11.29 0.98 70.00 0| 0 0 0 2000 9.35 0.96 64.75 0| 0 0 0 2200 8.37 0.95 59.43 0| 0 0 0 2300 7.38 0.95 52.79 0| 0 0 0 2400 5.44 0.91 43.59 0| 0 0 0 2600 3.64 0.82 38.30 0| 0 80 0 2800 2.14 0.66 35.47 0| 0 0 0 3000 1.55 0.55 34.65 0| 0 0 0 3100 1.09 0.44 34.53 0| 0 500 0 3200 0.74 0.33 34.09 0| 0 0 0 3300 0.48 0.24 33.99 0| 0 1,150 0 3400 0.31 0.17 34.10 0| 0 0 0 3500 0.19 0.12 34.20 0| 0 750 0 3600 0.07 0.05 34.42 0| 0 0 0 3800 0.02 0.02 34.47 0| 0 0 0 4000 0.01 0.00 34.16 0| 0 0 0 4200 0.01 0.00 32.76 0| 0 400 0 4500 0.01 0.00 30.00 0| 0 0 0 4800 Total 0| 0 2,880 0 Indicative a-t-m Vol 33.00 Underlying Price 31.220 Time to expiry: 221 Days Sep 10 10.67 0.92 42.99 0| 0 0 0 2000 8.88 0.88 39.79 0| 0 0 0 2200 7.27 0.83 38.28 0| 0 0 0 2400 4.38 0.67 34.29 0| 0 25 0 2800 3.23 0.57 33.01 0| 0 210 0 3000 2.41 0.47 33.00 0| 0 41 0 3200 1.77 0.38 33.00 0| 0 372 0 3400 1.20 0.29 32.04 0| 0 10 0 3600 0.72 0.20 30.39 0| 0 0 0 3800 0.45 0.14 29.73 0| 0 1 0 4000 0.11 0.04 28.07 0| 0 0 0 4500 0.04 0.02 27.00 0| 0 0 0 4800 Total 0| 0 659 0 Indicative a-t-m Vol 35.58 Underlying Price 31.220 Time to expiry: 403 Days Mar 11 14.75 0.95 44.64 0| 0 0 0 1600 11.33 0.88 41.26 0| 0 0 0 2000 9.76 0.84 39.83 0| 0 0 0 2200 8.31 0.79 38.63 0| 0 0 0 2400 5.80 0.66 36.74 0| 0 0 0 2800 4.77 0.60 35.98 0| 0 0 0 3000 3.88 0.53 35.33 0| 0 0 0 3200 3.13 0.46 34.76 0| 0 0 0 3400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.50 0.39 34.26 0| 0 0 0 3600 1.97 0.33 33.82 0| 0 500 0 3800 1.53 0.28 33.43 0| 0 500 0 4000 0.81 0.17 32.65 0| 0 0 0 4500 0.42 0.10 32.06 0| 0 0 0 5000 0.20 0.05 31.61 0| 0 0 0 5500 0.10 0.03 31.28 0| 0 0 0 6000 0.05 0.02 31.03 0| 0 0 0 6500 0.02 0.01 30.85 0| 0 0 0 7000 0.01 0.00 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 33.95 Underlying Price 31.220 Time to expiry: 585 Days Sep 11 14.48 0.92 43.42 0| 0 0 0 1600 11.30 0.86 40.19 0| 0 0 0 2000 9.84 0.81 38.91 0| 0 0 0 2200 8.51 0.76 37.75 0| 0 0 0 2400 6.15 0.65 35.47 0| 0 0 0 2800 4.23 0.53 33.58 0| 0 0 0 3200 2.89 0.41 32.58 0| 0 0 0 3600 1.85 0.30 31.35 0| 0 500 0 4000 0.58 0.12 29.73 0| 0 0 0 5000 0.16 0.04 28.69 0| 0 0 0 6000 0.05 0.01 28.31 0| 0 0 0 7000 0.01 0.00 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 39.34 Underlying Price 31.220 Time to expiry: 767 Days Mar 12 18.46 0.95 51.21 0| 0 0 0 1200 15.21 0.90 46.26 0| 0 0 0 1600 12.51 0.84 45.40 0| 0 0 0 2000 10.06 0.76 43.24 0| 0 0 0 2400 7.85 0.67 40.76 0| 0 0 0 2800 6.02 0.58 39.00 0| 0 500 0 3200 4.54 0.49 37.54 0| 0 500 0 3600 3.07 0.39 34.50 0| 0 500 0 4000 0.91 0.17 28.87 0| 0 0 0 5000 0.33 0.07 27.99 0| 0 0 0 6000 0.12 0.03 27.55 0| 0 0 0 7000 0.05 0.01 27.54 0| 0 0 0 8000 0.02 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 32.65 Underlying Price 31.220 Time to expiry: 956 Days Sep 12 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.63 0.95 42.19 0| 0 0 0 1200 14.49 0.90 39.92 0| 0 0 0 1600 11.65 0.84 37.70 0| 0 0 0 2000 9.14 0.75 35.56 0| 0 0 0 2400 5.22 0.56 32.34 0| 0 0 0 3200 3.82 0.46 31.07 0| 0 0 0 3600 2.75 0.37 30.08 0| 0 0 0 4000 1.34 0.22 28.51 0| 0 0 0 4800 0.42 0.09 26.95 0| 0 0 0 6000 0.08 0.02 26.66 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 32.41 Underlying Price 31.220 Time to expiry: 1131 Days Mar 13 17.87 0.95 41.28 0| 0 0 0 1200 14.88 0.90 39.61 0| 0 0 0 1600 12.17 0.83 37.51 0| 0 0 0 2000 9.74 0.76 35.48 0| 0 0 0 2400 5.81 0.58 32.08 0| 0 0 0 3200 3.22 0.40 29.60 0| 0 0 0 4000 1.67 0.25 27.89 0| 0 0 0 4800 0.58 0.11 26.41 0| 0 0 0 6000 0.13 0.03 25.91 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 31.58 Underlying Price 31.220 Time to expiry: 1320 Days Sep 13 17.29 0.94 40.58 0| 0 0 0 1200 14.44 0.89 38.82 0| 0 0 0 1600 11.84 0.82 36.69 0| 0 0 0 2000 9.50 0.75 34.65 0| 0 0 0 2400 5.77 0.57 31.25 0| 0 0 0 3200 3.25 0.40 28.77 0| 0 0 0 4000 1.72 0.25 27.03 0| 0 0 0 4800 0.62 0.11 25.47 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.79 Underlying Price 31.220 Time to expiry: 1502 Days Mar 14 14.79 0.89 37.89 0| 0 0 0 1600 12.24 0.83 35.76 0| 0 0 0 2000 9.94 0.76 33.78 0| 0 0 0 2400 6.22 0.59 30.47 0| 0 0 0 3200 3.61 0.42 27.97 0| 0 0 0 4000 1.96 0.28 26.11 0| 0 0 0 4800 0.71 0.13 24.22 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.79 Underlying Price 31.220 Time to expiry: 1684 Days Sep 14 12.06 0.82 35.76 0| 0 0 0 2000 9.90 0.75 33.78 0| 0 0 0 2400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.33 0.60 30.47 0| 0 0 0 3200 3.79 0.44 27.97 0| 0 0 0 4000 2.13 0.29 26.11 0| 0 0 0 4800 0.84 0.14 24.22 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 6,539 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 34.63 Underlying Price 31.220 Time to expiry: 39 Days Mar 10 0.02 -0.01 72.00 0| 0 0 0 1800 0.05 -0.02 68.24 0| 0 0 0 2000 0.12 -0.04 64.75 0| 0 950 0 2200 0.13 -0.05 59.43 0| 0 182 0 2300 0.14 -0.05 52.79 0| 0 36 0 2400 0.20 -0.09 43.59 0| 0 45 0 2600 0.40 -0.18 38.30 0| 0 52 0 2800 0.90 -0.34 35.47 0| 0 889 0 3000 1.31 -0.45 34.65 0| 0 0 0 3100 1.85 -0.56 34.53 0| 0 15 0 3200 2.49 -0.67 34.09 0| 0 0 0 3300 3.23 -0.76 33.99 0| 0 140 0 3400 4.06 -0.83 34.10 0| 0 0 0 3500 4.94 -0.88 34.20 0| 0 18 0 3600 6.82 -0.95 34.42 0| 0 0 0 3800 8.77 -0.98 34.47 0| 0 45 0 4000 10.75 -1.00 34.16 0| 0 0 0 4200 13.75 -1.00 32.76 0| 0 0 0 4500 16.74 -1.00 30.00 0| 0 0 0 4800 Total 0| 0 2,372 0 Indicative a-t-m Vol 33.00 Underlying Price 31.220 Time to expiry: 221 Days Sep 10 0.42 -0.08 42.99 0| 0 19 0 2000 0.61 -0.12 39.79 0| 0 0 0 2200 0.98 -0.17 38.28 0| 0 0 0 2400 2.07 -0.33 34.29 0| 0 95 0 2800 2.90 -0.43 33.01 0| 0 25 0 3000 4.07 -0.53 33.00 0| 0 0 0 3200 5.41 -0.62 33.00 0| 0 15 0 3400 6.83 -0.71 32.04 0| 0 0 0 3600 8.34 -0.80 30.39 0| 0 402 0 3800 10.06 -0.86 29.73 0| 0 0 0 4000 14.68 -0.96 28.07 0| 0 1,502 0 4500 17.59 -0.98 27.00 0| 0 0 0 4800 Total 0| 0 2,058 0 Indicative a-t-m Vol 35.58 Underlying Price 31.220 Time to expiry: 403 Days Mar 11 0.38 -0.05 44.64 0| 0 0 0 1600 0.91 -0.12 41.26 0| 0 0 0 2000 1.30 -0.16 39.83 0| 0 0 0 2200 1.82 -0.21 38.63 0| 0 0 0 2400 3.25 -0.34 36.74 0| 0 0 0 2800 4.19 -0.40 35.98 0| 0 0 0 3000 5.28 -0.47 35.33 0| 0 500 0 3200 6.49 -0.54 34.76 0| 0 500 0 3400 7.83 -0.61 34.26 0| 0 0 0 3600 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.27 -0.67 33.82 0| 0 0 0 3800 10.80 -0.72 33.43 0| 0 0 0 4000 15.01 -0.83 32.65 0| 0 0 0 4500 19.54 -0.90 32.06 0| 0 0 0 5000 24.25 -0.95 31.61 0| 0 0 0 5500 29.07 -0.97 31.28 0| 0 0 0 6000 33.94 -0.98 31.03 0| 0 0 0 6500 38.84 -0.99 30.85 0| 0 0 0 7000 48.67 -1.00 30.62 0| 0 0 0 8000 58.52 -1.00 30.53 0| 0 0 0 9000 88.06 -1.00 32.11 0| 0 0 0 12000 Total 0| 0 1,000 0 Indicative a-t-m Vol 33.95 Underlying Price 31.220 Time to expiry: 585 Days Sep 11 0.71 -0.08 43.42 0| 0 0 0 1600 1.42 -0.14 40.19 0| 0 80 0 2000 1.92 -0.19 38.91 0| 0 0 0 2200 2.53 -0.24 37.75 0| 0 500 0 2400 4.07 -0.35 35.47 0| 0 500 0 2800 6.04 -0.47 33.58 0| 0 500 0 3200 8.60 -0.59 32.58 0| 0 500 0 3600 11.45 -0.70 31.35 0| 0 0 0 4000 19.91 -0.88 29.73 0| 0 0 0 5000 29.23 -0.96 28.69 0| 0 0 0 6000 38.85 -0.99 28.31 0| 0 0 0 7000 48.55 -1.00 27.99 0| 0 0 0 8000 58.28 -1.00 28.14 0| 0 0 0 9000 87.48 -1.00 31.75 0| 0 0 0 12000 Total 0| 0 2,080 0 Indicative a-t-m Vol 39.72 Underlying Price 31.220 Time to expiry: 767 Days Mar 12 0.64 -0.05 51.21 0| 0 0 0 1200 1.23 -0.10 46.26 0| 0 0 0 1600 2.38 -0.16 45.40 0| 0 0 0 2000 3.77 -0.24 43.24 0| 0 500 0 2400 5.52 -0.33 41.58 0| 0 0 0 2800 7.46 -0.42 39.27 0| 0 500 0 3200 9.90 -0.51 38.30 0| 0 500 0 3600 12.14 -0.61 34.50 0| 0 0 0 4000 19.59 -0.83 28.87 0| 0 0 0 5000 28.60 -0.93 27.99 0| 0 0 0 6000 38.00 -0.97 27.55 0| 0 0 0 7000 47.53 -0.99 27.54 0| 0 0 0 8000 57.11 -0.99 27.86 0| 0 0 0 9000 85.91 -1.00 30.56 0| 0 0 0 12000 Total 0| 0 1,500 0 Indicative a-t-m Vol 32.65 Underlying Price 31.220 Time to expiry: 956 Days Sep 12 0.49 -0.05 42.19 0| 0 0 0 1200 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.13 -0.10 39.92 0| 0 0 0 1600 2.07 -0.16 37.70 0| 0 0 0 2000 3.34 -0.25 35.56 0| 0 0 0 2400 6.98 -0.44 32.34 0| 0 0 0 3200 9.36 -0.54 31.07 0| 0 0 0 3600 12.07 -0.63 30.08 0| 0 0 0 4000 18.23 -0.78 28.51 0| 0 0 0 4800 28.66 -0.91 26.95 0| 0 0 0 6000 47.22 -0.98 26.66 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 32.41 Underlying Price 31.220 Time to expiry: 1131 Days Mar 13 0.58 -0.05 41.28 0| 0 0 0 1200 1.32 -0.10 39.61 0| 0 0 0 1600 2.34 -0.17 37.51 0| 0 0 0 2000 3.64 -0.24 35.48 0| 0 0 0 2400 7.18 -0.42 32.08 0| 0 0 0 3200 12.05 -0.60 29.60 0| 0 0 0 4000 17.97 -0.75 27.89 0| 0 0 0 4800 28.08 -0.89 26.41 0| 0 0 0 6000 46.29 -0.97 25.91 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 31.58 Underlying Price 31.220 Time to expiry: 1320 Days Sep 13 0.75 -0.06 40.58 0| 0 0 0 1200 1.58 -0.11 38.82 0| 0 0 0 1600 2.67 -0.18 36.69 0| 0 0 0 2000 4.02 -0.25 34.65 0| 0 0 0 2400 7.67 -0.43 31.25 0| 0 0 0 3200 12.51 -0.60 28.77 0| 0 0 0 4000 18.36 -0.75 27.03 0| 0 0 0 4800 28.32 -0.89 25.47 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.79 Underlying Price 31.220 Time to expiry: 1502 Days Mar 14 1.66 -0.11 37.89 0| 0 0 0 1600 2.72 -0.17 35.76 0| 0 0 0 2000 4.04 -0.24 33.78 0| 0 0 0 2400 7.56 -0.41 30.47 0| 0 0 0 3200 12.19 -0.58 27.97 0| 0 0 0 4000 17.78 -0.72 26.11 0| 0 0 0 4800 27.39 -0.87 24.22 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.79 Underlying Price 31.220 Time to expiry: 1684 Days Sep 14 2.98 -0.18 35.76 0| 0 0 0 2000 4.35 -0.25 33.78 0| 0 0 0 2400 7.85 -0.40 30.47 0| 0 0 0 3200 12.37 -0.56 27.97 0| 0 0 0 4000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.78 -0.71 26.11 0| 0 0 0 4800 27.09 -0.86 24.22 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 0 9,010 0 Grand Total 0| 0 15,549 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 34.78 Underlying Price 34.330 Time to expiry: 11 Days Feb 10 10.34 1.00 60.92 0| 0 0 0 2400 8.34 1.00 55.51 0| 0 0 0 2600 6.35 0.99 49.48 0| 0 0 0 2800 4.40 0.95 46.16 0| 0 0 0 3000 3.43 0.92 41.03 0| 0 11 0 3100 2.43 2.53 0.85 38.84 2.43 2.43 100| 0 73 0 3200 1.71 0.74 36.34 0| 0 81 0 3300 1.04 0.57 35.01 0| 490 5,470 -326 3400 0.52 0.57 0.39 34.32 0.52 0.52 8| 244 2,919 +68 3500 0.23 0.27 0.23 33.92 0.23 0.22 100| 418 10,813 -306 3600 0.13 0.13 35.01 0| 0 880 0 3700 0.07 0.06 0.06 36.02 0.07 0.07 100| 386 3,122 0 3800 0.01 0.01 35.94 0| 0 2,409 0 4000 0.01 0.00 39.30 0| 0 0 0 4200 0.01 0.00 43.90 0| 0 0 0 4400 Total 308| 1,538 25,778 -564 Indicative a-t-m Vol 30.67 Underlying Price 34.330 Time to expiry: 39 Days Mar 10 16.34 1.00 61.15 0| 0 0 0 1800 14.35 1.00 59.54 0| 0 0 0 2000 12.36 0.99 55.76 0| 0 0 0 2200 10.38 0.98 52.45 0| 0 0 0 2400 8.42 0.97 47.89 0| 0 51 0 2600 6.48 0.94 41.59 0| 0 2,579 0 2800 4.62 0.88 37.05 0| 0 7,110 0 3000 2.94 0.76 33.71 0| 0 7,879 0 3200 2.21 0.67 32.21 0| 0 427 0 3300 1.40 1.59 0.56 31.05 1.40 1.40 50| 0 14,874 0 3400 1.07 0.44 29.90 0| 0 779 0 3500 0.66 0.69 0.33 29.28 0.66 S 0.62 S 3,500| 360 29,158 +306 3600 0.43 0.23 29.10 0| 0 9,085 0 3700 0.25 0.26 0.16 28.99 0.25 0.24 239| 0 1,887 0 3800 0.09 0.06 29.12 0| 0 11,094 0 4000 0.03 0.02 30.17 0| 0 0 0 4200 0.01 0.00 28.44 0| 0 739 0 4400 0.01 0.00 30.18 0| 0 0 0 4800 Total 3,789| 360 85,662 +306 Indicative a-t-m Vol 30.68 Underlying Price 34.330 Time to expiry: 67 Days Apr 10 6.66 0.90 39.44 0| 0 0 0 2800 4.88 0.83 35.59 0| 0 0 0 3000 3.30 0.72 32.80 0| 33 33 +33 3200 2.59 0.64 31.38 0| 41 41 +41 3300 2.02 0.56 31.02 0| 0 13 0 3400 1.50 0.47 30.00 0| 0 0 0 3500 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.05 1.09 0.38 29.42 1.05 1.05 6| 78 223 0 3600 0.76 0.30 29.00 0| 0 2,567 0 3700 0.52 0.23 28.58 0| 0 2,585 0 3800 0.24 0.12 28.40 0| 0 600 0 4000 0.11 0.06 28.82 0| 0 0 0 4200 0.05 0.03 29.61 0| 0 0 0 4400 Total 6| 152 6,062 +74 Indicative a-t-m Vol 29.28 Underlying Price 34.330 Time to expiry: 130 Days Jun 10 18.37 1.00 49.11 0| 0 0 0 1600 14.40 0.99 47.89 0| 0 0 0 2000 12.43 0.98 44.25 0| 0 0 0 2200 10.47 0.97 40.50 0| 0 25 0 2400 8.55 0.95 37.16 0| 0 198 0 2600 6.70 0.90 34.62 0| 0 6,753 0 2800 4.99 0.82 32.45 0| 0 3,111 0 3000 4.21 0.76 31.48 0| 0 8,500 0 3100 3.49 0.70 30.82 0| 0 2,931 0 3200 2.27 0.56 29.39 0| 34 6,467 -34 3400 1.40 0.40 28.75 0| 0 5,847 0 3600 0.81 0.27 28.40 0| 423 2,151 -189 3800 0.45 0.17 28.01 0| 891 11,101 +16 4000 0.13 0.06 27.96 0| 0 4,248 0 4400 0.01 0.01 24.49 0| 0 196 0 4800 0.01 0.00 23.68 0| 0 0 0 5600 0.01 0.00 27.86 0| 0 110 0 8000 Total 0| 1,348 51,638 -207 Indicative a-t-m Vol 29.51 Underlying Price 34.330 Time to expiry: 221 Days Sep 10 14.40 0.99 42.80 0| 0 0 0 2000 12.44 0.98 40.24 0| 0 0 0 2200 10.52 0.96 37.66 0| 0 75 0 2400 6.92 0.85 33.72 0| 0 66 0 2800 5.34 0.77 32.19 0| 0 125 0 3000 3.98 0.66 30.78 0| 0 103 0 3200 2.86 0.54 29.68 0| 0 166 0 3400 1.97 0.42 28.64 0| 0 3,874 0 3600 1.31 0.32 27.87 0| 0 278 0 3800 0.86 0.23 27.36 0| 0 1,404 0 4000 0.34 0.11 26.69 0| 100 399 +100 4400 0.12 0.05 26.21 0| 0 2,990 0 4800 0.02 0.01 27.19 0| 0 0 0 5600 Total 0| 100 9,480 +100 Indicative a-t-m Vol 29.71 Underlying Price 34.330 Time to expiry: 312 Days Dec 10 18.38 1.00 45.40 0| 0 0 0 1600 14.43 0.98 41.09 0| 0 0 0 2000 12.51 0.96 38.98 0| 0 0 0 2200 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.65 0.93 36.88 0| 0 0 0 2400 7.26 0.81 33.54 0| 0 2,453 0 2800 5.81 0.73 32.19 0| 0 3,004 0 3000 4.54 0.63 30.93 0| 2 16,250 0 3200 3.26 3.47 0.54 29.85 3.26 3.26 802| 4 6,375 +4 3400 2.59 0.45 29.00 0| 70 10,995 +64 3600 1.89 0.36 28.20 0| 0 308 0 3800 1.19 1.33 0.29 27.50 1.21 1.19 90| 0 32,784 0 4000 0.65 0.17 26.80 0| 0 454 0 4400 0.31 0.09 26.52 0| 0 2,313 0 4800 0.21 0.06 26.40 0| 0 1,379 0 5000 0.07 0.02 26.32 0| 0 50 0 5600 0.03 0.01 26.02 0| 0 50 0 6000 0.01 0.00 27.03 0| 0 0 0 7000 0.01 0.00 27.42 0| 0 0 0 8000 0.01 0.00 27.50 0| 0 2 0 12000 Total 892| 76 76,417 +68 Indicative a-t-m Vol 28.71 Underlying Price 34.330 Time to expiry: 494 Days Jun 11 18.39 1.00 41.78 0| 0 0 0 1600 14.46 0.98 38.43 0| 0 15 0 2000 10.77 0.91 34.15 0| 0 15 0 2400 7.59 0.78 31.42 0| 0 25 0 2800 5.09 0.63 29.62 0| 0 15 0 3200 3.19 0.48 28.06 0| 0 15 0 3600 1.89 0.34 26.97 0| 0 15 0 4000 1.04 0.22 25.97 0| 0 205 0 4400 0.53 0.13 25.09 0| 0 15 0 4800 0.06 0.02 23.95 0| 0 0 0 6000 Total 0| 0 320 0 Indicative a-t-m Vol 27.67 Underlying Price 34.330 Time to expiry: 676 Days Dec 11 18.40 1.00 41.50 0| 0 0 0 1600 14.55 0.96 37.50 0| 0 15 0 2000 11.05 0.87 34.00 0| 0 15 0 2400 8.06 0.76 31.00 0| 0 15 0 2800 5.79 0.63 30.00 0| 0 16,535 0 3200 4.60 0.56 28.00 0| 0 3,000 0 3400 3.52 0.49 26.00 0| 0 4,350 0 3600 2.35 0.37 25.97 0| 0 4,520 0 4000 0.75 0.15 25.11 0| 140 1,113 +140 5000 0.21 0.05 24.45 0| 0 0 0 6000 0.06 0.02 24.23 0| 0 0 0 7000 0.02 0.01 24.01 0| 0 0 0 8000 0.01 0.00 25.22 0| 0 2 0 12000 Total 0| 140 29,565 +140 Indicative a-t-m Vol 28.93 Underlying Price 34.330 Time to expiry: 858 Days Jun 12 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 18 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.57 0.95 37.10 0| 0 0 0 2000 11.27 0.85 34.35 0| 0 0 0 2400 8.51 0.75 32.12 0| 0 0 0 2800 6.20 0.64 29.96 0| 0 0 0 3200 4.32 0.52 28.19 0| 0 0 0 3600 2.91 0.40 26.83 0| 0 0 0 4000 1.16 0.21 24.68 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.48 Underlying Price 34.330 Time to expiry: 1047 Days Dec 12 18.43 0.99 41.00 0| 0 0 0 1600 14.67 0.94 36.31 0| 0 0 0 2000 11.49 0.84 33.64 0| 0 0 0 2400 6.59 0.64 29.35 0| 0 0 0 3200 5.62 0.58 28.59 0| 0 3,000 0 3400 4.80 0.53 27.91 0| 0 0 0 3600 3.38 0.42 26.62 0| 0 6,000 0 4000 1.54 0.24 24.57 0| 0 15 0 4800 0.46 0.09 23.40 0| 0 0 0 6000 0.10 0.02 24.00 0| 0 0 0 8000 Total 0| 0 9,015 0 Indicative a-t-m Vol 28.21 Underlying Price 34.330 Time to expiry: 1411 Days Dec 13 18.40 1.00 41.00 0| 0 0 0 1600 14.63 0.94 35.37 0| 0 0 0 2000 11.65 0.83 33.02 0| 0 0 0 2400 7.03 0.64 28.95 0| 0 0 0 3200 3.94 0.45 26.40 0| 0 0 0 4000 1.97 0.28 24.18 0| 0 0 0 4800 0.72 0.13 22.93 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 27.98 Underlying Price 34.330 Time to expiry: 1775 Days Dec 14 14.76 0.93 34.95 0| 0 0 0 2000 11.94 0.82 32.63 0| 0 0 0 2400 7.56 0.65 28.71 0| 0 0 0 3200 4.55 0.48 26.21 0| 0 0 0 4000 2.45 0.32 23.77 0| 0 0 0 4800 1.00 0.16 22.34 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 4,995| 3,714 293,937 -83 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 34.78 Underlying Price 34.330 Time to expiry: 11 Days Feb 10 0.01 0.00 60.92 0| 0 0 0 2400 0.01 0.00 55.51 0| 0 39 0 2600 0.01 -0.01 49.48 0| 0 435 0 2800 0.06 -0.05 46.16 0| 0 836 0 3000 0.09 -0.08 41.03 0| 37 588 +37 3100 0.19 -0.15 38.84 0| 0 11,069 0 3200 0.52 0.37 -0.26 36.34 0.52 0.42 330| 0 193 0 3300 0.78 0.71 -0.43 35.01 0.78 0.78 100| 0 9,194 0 3400 1.23 -0.61 34.32 0| 60 1,034 -38 3500 2.30 1.94 -0.77 33.92 2.30 2.30 250| 0 378 0 3600 2.80 -0.88 35.01 0| 0 158 0 3700 3.73 -0.94 36.02 0| 0 240 0 3800 5.67 -0.99 35.94 0| 0 0 0 4000 7.67 -1.00 39.30 0| 0 0 0 4200 9.67 -1.00 43.90 0| 0 0 0 4400 Total 680| 97 24,164 -1 Indicative a-t-m Vol 30.67 Underlying Price 34.330 Time to expiry: 39 Days Mar 10 0.01 0.00 61.15 0| 0 275 0 1800 0.01 0.00 59.54 0| 0 756 0 2000 0.01 -0.01 55.76 0| 0 540 0 2200 0.03 -0.02 52.45 0| 0 1,344 0 2400 0.07 -0.03 47.89 0| 0 11,595 0 2600 0.13 -0.06 41.59 0| 50 14,433 -50 2800 0.32 0.27 -0.12 37.05 0.32 S 0.31 S 4,000| 2 24,775 0 3000 0.74 0.59 -0.24 33.71 0.74 0.61 S 2,001| 201 19,200 +101 3200 0.85 -0.33 32.21 0| 72 499 +72 3300 1.40 1.23 -0.44 31.05 1.40 S 1.30 4,508| 120 5,944 -120 3400 1.71 -0.56 29.90 0| 0 813 0 3500 2.34 -0.67 29.28 0| 0 8,380 0 3600 3.08 -0.77 29.10 0| 0 40 0 3700 3.91 -0.84 28.99 0| 0 1 0 3800 5.74 -0.94 29.12 0| 0 0 0 4000 7.69 -0.98 30.17 0| 0 0 0 4200 9.67 -1.00 28.44 0| 0 0 0 4400 13.67 -1.00 30.18 0| 0 0 0 4800 Total 10,509| 445 88,595 +3 Indicative a-t-m Vol 30.68 Underlying Price 34.330 Time to expiry: 67 Days Apr 10 0.29 -0.10 39.44 0| 57 57 +57 2800 0.51 -0.17 35.59 0| 0 0 0 3000 0.92 -0.28 32.80 0| 0 130 0 3200 1.21 -0.36 31.38 0| 10 40 0 3300 1.64 -0.44 31.02 0| 0 303 0 3400 2.12 -0.53 30.00 0| 0 287 0 3500 2.71 -0.62 29.42 0| 0 96 0 3600 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.39 -0.70 29.00 0| 0 10 0 3700 4.15 -0.78 28.58 0| 0 0 0 3800 5.86 -0.88 28.40 0| 0 0 0 4000 7.74 -0.95 28.82 0| 0 0 0 4200 9.69 -0.98 29.61 0| 0 0 0 4400 Total 0| 67 923 +57 Indicative a-t-m Vol 29.28 Underlying Price 34.330 Time to expiry: 130 Days Jun 10 0.01 0.00 49.11 0| 0 420 0 1600 0.11 -0.03 47.89 0| 0 766 0 2000 0.18 -0.04 44.25 0| 0 183 0 2200 0.28 -0.07 40.50 0| 0 691 0 2400 0.44 -0.11 37.16 0| 0 1,577 0 2600 0.71 -0.17 34.62 0| 125 7,128 -47 2800 1.15 -0.26 32.45 0| 3 5,324 +3 3000 1.43 -0.32 31.48 0| 4 4,209 0 3100 1.80 -0.38 30.82 0| 2 15,893 0 3200 2.73 -0.51 29.39 0| 0 1,609 0 3400 3.97 -0.65 28.75 0| 0 2,345 0 3600 5.45 -0.76 28.40 0| 500 537 +500 3800 7.13 -0.85 28.01 0| 0 476 0 4000 10.83 -0.95 27.96 0| 0 89 0 4400 14.71 -0.99 24.49 0| 0 114 0 4800 22.68 -1.00 23.68 0| 0 73 0 5600 46.62 -1.00 27.86 0| 0 152 0 8000 Total 0| 634 41,586 +456 Indicative a-t-m Vol 29.51 Underlying Price 34.330 Time to expiry: 221 Days Sep 10 0.23 -0.04 42.80 0| 0 429 0 2000 0.36 -0.07 40.24 0| 0 280 0 2200 0.54 -0.10 37.66 0| 0 684 0 2400 1.25 1.20 -0.21 33.72 1.25 1.25 170| 0 711 0 2800 1.74 -0.29 32.19 0| 10 374 0 3000 2.47 -0.38 30.78 0| 0 865 0 3200 3.41 -0.49 29.68 0| 0 200 0 3400 4.55 -0.59 28.64 0| 0 454 0 3600 5.91 -0.69 27.87 0| 0 46 0 3800 7.47 -0.78 27.36 0| 0 88 0 4000 10.97 -0.90 26.69 0| 0 0 0 4400 14.77 -0.96 26.21 0| 0 0 0 4800 22.68 -1.00 27.19 0| 0 0 0 5600 Total 170| 10 4,131 0 Indicative a-t-m Vol 29.71 Underlying Price 34.330 Time to expiry: 312 Days Dec 10 0.15 -0.02 45.40 0| 0 100 0 1600 0.39 -0.06 41.09 0| 0 236 0 2000 0.58 -0.09 38.98 0| 0 376 0 2200 0.83 -0.13 36.88 0| 0 4,873 0 2400 1.64 -0.23 33.54 0| 0 12,363 0 2800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 21 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.29 2.25 -0.30 32.19 2.29 2.29 2| 300 7,490 +150 3000 3.11 3.01 -0.38 30.93 3.11 3.09 4| 0 20,902 0 3200 4.09 3.95 -0.47 29.85 4.09 4.07 804| 50 2,475 0 3400 5.20 5.08 -0.56 29.00 5.20 5.20 2| 0 12,201 0 3600 6.37 -0.65 28.20 0| 0 5 0 3800 7.82 -0.73 27.50 0| 0 19 0 4000 11.27 11.17 -0.85 26.80 11.27 11.27 50| 0 52 0 4400 14.86 -0.93 26.52 0| 0 0 0 4800 16.78 -0.96 26.40 0| 0 0 0 5000 22.67 -0.99 26.32 0| 0 0 0 5600 26.64 -1.00 26.02 0| 0 0 0 6000 36.61 -1.00 27.03 0| 0 0 0 7000 46.58 -1.00 27.42 0| 0 0 0 8000 86.46 -1.00 27.50 0| 0 34 0 12000 Total 862| 350 61,126 +150 Indicative a-t-m Vol 28.71 Underlying Price 34.330 Time to expiry: 494 Days Jun 11 0.33 -0.04 41.78 0| 0 0 0 1600 0.76 -0.09 38.43 0| 0 1 0 2000 1.36 -0.16 34.15 0| 0 180 0 2400 2.40 -0.27 31.42 0| 0 2 0 2800 4.01 -0.41 29.62 0| 0 0 0 3200 6.19 -0.55 28.06 0| 0 0 0 3600 8.92 -0.69 26.97 0| 0 0 0 4000 12.07 -0.80 25.97 0| 0 0 0 4400 15.52 -0.88 25.09 0| 0 0 0 4800 26.87 -0.98 23.95 0| 0 0 0 6000 Total 0| 0 183 0 Indicative a-t-m Vol 27.67 Underlying Price 34.330 Time to expiry: 676 Days Dec 11 0.57 -0.06 41.50 0| 0 0 0 1600 1.07 -0.11 37.50 0| 0 600 0 2000 1.80 -0.18 34.00 0| 0 560 0 2400 2.89 -0.28 31.00 0| 0 100 0 2800 4.63 -0.39 30.00 0| 0 15,250 0 3200 5.44 -0.46 28.00 0| 0 50 0 3400 6.34 -0.53 26.00 0| 0 4,250 0 3600 9.15 -0.65 25.97 0| 0 1 0 4000 17.42 -0.87 25.11 0| 0 1 0 5000 26.73 -0.96 24.45 0| 0 0 0 6000 36.49 -1.00 24.23 0| 0 0 0 7000 46.44 -1.00 24.01 0| 0 0 0 8000 86.25 -1.00 25.22 0| 0 0 0 12000 Total 0| 0 20,812 0 Indicative a-t-m Vol 28.93 Underlying Price 34.330 Time to expiry: 858 Days Jun 12 1.49 -0.13 37.10 0| 0 0 0 2000 2.45 -0.20 34.35 0| 0 0 0 2400 3.74 -0.29 32.12 0| 0 0 0 2800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 22 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.42 -0.40 29.96 0| 0 0 0 3200 7.49 -0.51 28.19 0| 0 0 0 3600 9.99 -0.62 26.83 0| 0 0 0 4000 16.01 -0.80 24.68 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.48 Underlying Price 34.330 Time to expiry: 1047 Days Dec 12 1.13 -0.08 41.00 0| 0 0 0 1600 1.74 -0.13 36.31 0| 0 0 0 2000 2.72 -0.20 33.64 0| 0 0 0 2400 5.70 -0.39 29.35 0| 0 0 0 3200 6.67 -0.44 28.59 0| 0 0 0 3400 7.79 -0.49 27.91 0| 0 0 0 3600 10.23 -0.60 26.62 0| 0 0 0 4000 16.09 -0.77 24.57 0| 0 0 0 4800 26.63 -0.93 23.40 0| 0 0 0 6000 46.31 -1.00 24.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 28.21 Underlying Price 34.330 Time to expiry: 1411 Days Dec 13 1.70 -0.10 41.00 0| 0 0 0 1600 2.29 -0.15 35.37 0| 0 0 0 2000 3.45 -0.22 33.02 0| 0 0 0 2400 6.56 -0.39 28.95 0| 0 0 0 3200 11.03 -0.57 26.40 0| 0 0 0 4000 16.57 -0.74 24.18 0| 0 0 0 4800 26.74 -0.91 22.93 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 27.98 Underlying Price 34.330 Time to expiry: 1775 Days Dec 14 2.67 -0.16 34.95 0| 0 0 0 2000 3.84 -0.22 32.63 0| 0 0 0 2400 6.86 -0.37 28.71 0| 0 0 0 3200 11.08 -0.54 26.21 0| 0 400 0 4000 16.21 -0.70 23.77 0| 0 0 0 4800 26.44 -0.95 22.34 0| 0 0 0 6000 Total 0| 0 400 0 Total Puts 12,221| 1,603 241,920 +665 Grand Total 17,216| 5,317 535,857 +582 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 31.75 Underlying Price 34.330 Time to expiry: 39 Days Mar 10 16.34 1.00 59.00 0| 0 0 0 1800 14.35 1.00 57.44 0| 0 0 0 2000 12.36 1.00 54.35 0| 0 0 0 2200 10.38 0.99 50.76 0| 0 0 0 2400 8.46 0.96 51.72 0| 0 30 0 2600 6.49 0.94 41.97 0| 0 1,400 0 2800 4.63 0.88 37.28 0| 0 477 0 3000 2.95 0.76 33.87 0| 0 1,081 0 3200 2.23 0.67 32.70 0| 0 643 0 3300 1.62 0.56 31.85 0| 0 93 0 3400 1.14 0.45 31.54 0| 0 459 0 3500 0.74 0.34 30.49 0| 0 2,562 0 3600 0.44 0.24 29.37 0| 0 0 0 3700 0.26 0.16 28.99 0| 0 297 0 3800 0.04 0.03 24.72 0| 0 1,967 0 4000 0.02 0.02 28.70 0| 0 0 0 4200 0.01 0.00 20.83 0| 0 0 0 4400 0.01 0.00 18.07 0| 0 0 0 4800 0.01 0.00 17.09 0| 0 35 0 5000 0.01 0.00 27.00 0| 0 3,000 0 8000 Total 0| 0 12,044 0 Indicative a-t-m Vol 29.51 Underlying Price 34.330 Time to expiry: 221 Days Sep 10 13.55 0.96 42.80 0| 0 10 0 2000 11.69 0.93 40.24 0| 0 500 0 2200 9.88 0.90 37.66 0| 0 34 0 2400 6.57 0.79 33.72 0| 0 315 0 2800 5.11 0.71 32.19 0| 0 1,358 0 3000 3.86 0.62 30.78 0| 0 429 0 3200 2.81 0.52 29.68 0| 0 987 0 3400 1.95 0.41 28.64 0| 0 224 0 3600 1.31 0.31 27.87 0| 30 30 +30 3800 0.86 0.23 27.36 0| 0 510 0 4000 0.34 0.11 26.69 0| 0 1,256 0 4400 0.12 0.05 26.21 0| 0 0 0 4800 0.08 0.03 26.40 0| 0 0 0 5000 0.02 0.01 27.19 0| 0 0 0 5600 0.01 0.00 31.63 0| 0 2,350 0 7000 Total 0| 30 8,003 +30 Indicative a-t-m Vol 29.29 Underlying Price 34.330 Time to expiry: 403 Days Mar 11 17.58 0.98 40.50 0| 0 0 0 1600 13.94 0.93 38.03 0| 0 0 0 2000 10.61 0.86 35.96 0| 0 0 0 2400 7.58 0.76 33.11 0| 0 0 0 2800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 24 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.05 0.63 30.70 0| 0 0 0 3200 3.03 0.47 28.29 0| 0 0 0 3600 1.74 0.32 27.22 0| 0 12 0 4000 0.96 0.21 26.73 0| 0 0 0 4400 0.41 0.11 24.79 0| 0 20,000 0 4800 0.26 0.08 24.25 0| 0 179 0 5000 0.02 0.01 22.13 0| 0 0 0 6000 0.01 0.00 20.81 0| 0 0 0 7000 0.01 0.00 20.08 0| 0 4,210 0 8000 0.01 0.00 19.83 0| 0 0 0 9000 0.01 0.00 21.00 0| 0 0 0 12000 Total 0| 0 24,401 0 Indicative a-t-m Vol 28.20 Underlying Price 34.330 Time to expiry: 585 Days Sep 11 16.77 0.96 37.49 0| 0 15 0 1600 13.38 0.91 36.28 0| 0 0 0 2000 10.25 0.83 33.79 0| 0 0 0 2400 7.49 0.73 31.60 0| 0 0 0 2800 5.13 0.60 29.40 0| 0 0 0 3200 3.28 0.47 27.34 0| 0 15 0 3600 2.06 0.34 26.54 0| 0 15 0 4000 0.53 0.12 24.89 0| 0 15 0 5000 0.09 0.03 23.10 0| 0 0 0 6000 0.02 0.01 22.62 0| 0 0 0 7000 0.01 0.00 22.34 0| 0 0 0 8000 0.01 0.00 22.41 0| 0 0 0 9000 0.01 0.00 21.80 0| 0 0 0 12000 Total 0| 0 60 0 Indicative a-t-m Vol 27.70 Underlying Price 34.330 Time to expiry: 767 Days Mar 12 17.08 0.95 35.42 0| 0 15 0 1600 13.76 0.90 33.77 0| 0 0 0 2000 10.74 0.83 31.87 0| 0 0 0 2400 8.12 0.73 30.29 0| 0 0 0 2800 5.87 0.62 28.75 0| 0 0 0 3200 4.01 0.50 26.94 0| 0 105 0 3600 2.71 0.39 26.22 0| 0 15 0 4000 0.88 0.17 24.53 0| 0 15 0 5000 0.21 0.05 22.71 0| 0 0 0 6000 0.05 0.01 22.02 0| 0 0 0 7000 0.01 0.00 21.85 0| 0 0 0 8000 0.01 0.00 22.14 0| 0 0 0 9000 0.01 0.00 22.02 0| 0 0 0 12000 Total 0| 0 150 0 Indicative a-t-m Vol 27.95 Underlying Price 34.330 Time to expiry: 956 Days Sep 12 16.47 0.93 36.35 0| 0 15 0 1600 13.35 0.88 34.24 0| 0 0 0 2000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 25 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.54 0.80 32.11 0| 0 15 0 2400 8.07 0.71 30.44 0| 0 0 0 2800 5.93 0.61 28.47 0| 0 15 0 3200 4.32 0.50 27.57 0| 0 0 0 3600 3.04 0.40 26.71 0| 0 15 0 4000 1.35 0.23 24.81 0| 0 15 0 4800 0.29 0.07 22.38 0| 0 0 0 6000 0.02 0.01 20.65 0| 0 0 0 8000 Total 0| 0 75 0 Indicative a-t-m Vol 28.16 Underlying Price 34.330 Time to expiry: 1131 Days Mar 13 16.90 0.93 37.28 0| 0 0 0 1600 13.94 0.87 35.01 0| 0 0 0 2000 11.19 0.80 32.63 0| 0 0 0 2400 6.66 0.63 28.88 0| 0 0 0 3200 3.57 0.43 26.41 0| 0 0 0 4000 1.73 0.26 24.68 0| 0 0 0 4800 0.44 0.09 22.05 0| 0 0 0 6000 0.04 0.01 20.40 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.99 Underlying Price 34.330 Time to expiry: 1320 Days Sep 13 16.28 0.91 37.86 0| 0 0 0 1600 13.40 0.85 34.96 0| 0 0 0 2000 10.86 0.78 32.83 0| 0 0 0 2400 6.54 0.61 28.81 0| 0 0 0 3200 3.52 0.43 26.01 0| 0 0 0 4000 1.80 0.27 24.41 0| 0 0 0 4800 0.54 0.10 22.31 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 27.81 Underlying Price 34.330 Time to expiry: 1502 Days Mar 14 16.87 0.90 39.38 0| 0 0 0 1600 14.04 0.85 35.62 0| 0 0 0 2000 11.49 0.79 32.98 0| 0 0 0 2400 7.16 0.63 28.70 0| 0 0 0 3200 4.02 0.45 25.66 0| 0 0 0 4000 2.17 0.30 24.07 0| 0 0 0 4800 0.80 0.14 22.58 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 27.61 Underlying Price 34.330 Time to expiry: 1684 Days Sep 14 13.63 0.85 35.62 0| 0 0 0 2000 11.21 0.78 32.98 0| 0 0 0 2400 7.02 0.63 28.48 0| 0 0 0 3200 4.03 0.46 25.51 0| 0 0 0 4000 2.28 0.31 24.14 0| 0 0 0 4800 0.87 0.15 22.40 0| 0 0 0 6000 Total 0| 0 0 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 26 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total Calls 0| 30 44,733 +30 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 27 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 31.75 Underlying Price 34.330 Time to expiry: 39 Days Mar 10 0.01 0.00 59.00 0| 0 200 0 1800 0.01 0.00 57.44 0| 0 200 0 2000 0.01 0.00 54.35 0| 0 1,391 0 2200 0.03 -0.01 50.76 0| 0 159 0 2400 0.11 -0.04 51.72 0| 0 781 0 2600 0.13 -0.06 41.97 0| 0 937 0 2800 0.27 -0.12 37.28 0| 0 2,887 0 3000 0.59 -0.24 33.87 0| 0 20 0 3200 0.87 -0.33 32.70 0| 0 365 0 3300 1.27 -0.44 31.85 0| 0 677 0 3400 1.79 -0.55 31.54 0| 0 356 0 3500 2.39 -0.66 30.49 0| 0 240 0 3600 3.09 -0.76 29.37 0| 0 0 0 3700 3.90 -0.84 28.99 0| 0 0 0 3800 5.68 -0.97 24.72 0| 0 15,650 0 4000 7.64 -1.00 22.63 0| 0 0 0 4200 9.64 -1.00 20.83 0| 0 0 0 4400 13.63 -1.00 18.07 0| 0 0 0 4800 15.63 -1.00 17.09 0| 0 0 0 5000 45.61 -1.00 27.00 0| 0 0 0 8000 Total 0| 0 23,863 0 Indicative a-t-m Vol 29.51 Underlying Price 34.330 Time to expiry: 221 Days Sep 10 0.23 -0.04 42.80 0| 0 200 0 2000 0.36 -0.07 40.24 0| 0 2,256 0 2200 0.54 -0.10 37.66 0| 0 1,132 0 2400 1.19 -0.21 33.72 0| 0 448 0 2800 1.73 -0.29 32.19 0| 0 66 0 3000 2.46 -0.38 30.78 0| 0 3,823 0 3200 3.39 -0.48 29.68 0| 0 0 0 3400 4.52 -0.59 28.64 0| 0 335 0 3600 5.87 -0.69 27.87 0| 0 642 0 3800 7.41 -0.77 27.36 0| 0 50 0 4000 10.86 -0.89 26.69 0| 0 1,061 0 4400 14.61 -0.95 26.21 0| 0 0 0 4800 16.55 -0.97 26.40 0| 0 100 0 5000 22.46 -0.99 27.19 0| 0 0 0 5600 36.35 -1.00 31.63 0| 0 0 0 7000 Total 0| 0 10,113 0 Indicative a-t-m Vol 29.29 Underlying Price 34.330 Time to expiry: 403 Days Mar 11 0.16 -0.02 40.50 0| 0 0 0 1600 0.46 -0.07 38.03 0| 0 0 0 2000 1.06 -0.14 35.96 0| 0 0 0 2400 1.98 -0.24 33.11 0| 0 0 0 2800 3.38 -0.37 30.70 0| 0 75 0 3200 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.30 -0.53 28.29 0| 0 0 0 3600 7.95 -0.68 27.22 0| 0 0 0 4000 11.12 -0.79 26.73 0| 0 0 0 4400 14.50 -0.89 24.79 0| 0 0 0 4800 16.33 -0.92 24.25 0| 0 0 0 5000 25.93 -0.99 22.13 0| 0 0 0 6000 35.76 -1.00 20.81 0| 0 0 0 7000 45.61 -1.00 20.08 0| 0 0 0 8000 55.46 -1.00 19.83 0| 0 0 0 9000 85.01 -1.00 21.00 0| 0 0 0 12000 Total 0| 0 75 0 Indicative a-t-m Vol 28.20 Underlying Price 34.330 Time to expiry: 585 Days Sep 11 0.29 -0.04 37.49 0| 0 0 0 1600 0.80 -0.09 36.28 0| 0 0 0 2000 1.55 -0.17 33.79 0| 0 0 0 2400 2.69 -0.27 31.60 0| 0 0 0 2800 4.22 -0.40 29.40 0| 0 0 0 3200 6.27 -0.53 27.34 0| 0 0 0 3600 8.95 -0.66 26.54 0| 0 0 0 4000 17.14 -0.88 24.89 0| 0 0 0 5000 26.44 -0.97 23.10 0| 0 0 0 6000 36.10 -0.99 22.62 0| 0 0 0 7000 45.82 -1.00 22.34 0| 0 0 0 8000 55.56 -1.00 22.41 0| 0 0 0 9000 84.76 -1.00 21.80 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 27.70 Underlying Price 34.330 Time to expiry: 767 Days Mar 12 0.38 -0.05 35.42 0| 0 0 0 1600 0.91 -0.10 33.77 0| 0 0 0 2000 1.73 -0.17 31.87 0| 0 0 0 2400 2.95 -0.27 30.29 0| 0 0 0 2800 4.54 -0.38 28.75 0| 0 0 0 3200 6.52 -0.50 26.94 0| 0 0 0 3600 9.07 -0.61 26.22 0| 0 0 0 4000 16.84 -0.83 24.53 0| 0 0 0 5000 25.77 -0.95 22.71 0| 0 0 0 6000 35.21 -0.99 22.02 0| 0 0 0 7000 44.78 -1.00 21.85 0| 0 0 0 8000 54.38 -1.00 22.14 0| 0 0 0 9000 83.18 -1.00 22.02 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 27.95 Underlying Price 34.330 Time to expiry: 956 Days Sep 12 0.68 -0.07 36.35 0| 0 0 0 1600 1.34 -0.12 34.24 0| 0 0 0 2000 2.31 -0.20 32.11 0| 0 0 0 2400 3.62 -0.29 30.44 0| 0 0 0 2800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 29 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.26 -0.39 28.47 0| 0 0 0 3200 7.43 -0.50 27.57 0| 0 0 0 3600 9.93 -0.60 26.71 0| 0 0 0 4000 15.81 -0.77 24.81 0| 0 0 0 4800 26.09 -0.93 22.38 0| 0 0 0 6000 44.73 -0.99 20.65 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 28.16 Underlying Price 34.330 Time to expiry: 1131 Days Mar 13 0.91 -0.07 37.28 0| 0 0 0 1600 1.68 -0.13 35.01 0| 0 0 0 2000 2.66 -0.20 32.63 0| 0 0 0 2400 5.59 -0.37 28.88 0| 0 0 0 3200 9.98 -0.57 26.41 0| 0 0 0 4000 15.60 -0.74 24.68 0| 0 0 0 4800 25.50 -0.91 22.05 0| 0 0 0 6000 43.77 -0.99 20.40 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.99 Underlying Price 34.330 Time to expiry: 1320 Days Sep 13 1.27 -0.09 37.86 0| 0 0 0 1600 2.07 -0.15 34.96 0| 0 0 0 2000 3.22 -0.22 32.83 0| 0 0 0 2400 6.28 -0.39 28.81 0| 0 0 0 3200 10.64 -0.57 26.01 0| 0 0 0 4000 16.29 -0.73 24.41 0| 0 0 0 4800 26.09 -0.90 22.31 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 27.81 Underlying Price 34.330 Time to expiry: 1502 Days Mar 14 1.58 -0.10 39.38 0| 0 0 0 1600 2.36 -0.15 35.62 0| 0 0 0 2000 3.43 -0.21 32.98 0| 0 0 0 2400 6.34 -0.37 28.70 0| 0 0 0 3200 10.45 -0.55 25.66 0| 0 0 0 4000 15.83 -0.70 24.07 0| 0 0 0 4800 25.33 -0.86 22.58 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 27.61 Underlying Price 34.330 Time to expiry: 1684 Days Sep 14 2.66 -0.15 35.62 0| 0 0 0 2000 3.77 -0.22 32.98 0| 0 0 0 2400 6.64 -0.37 28.48 0| 0 0 0 3200 10.72 -0.54 25.51 0| 0 0 0 4000 16.03 -0.69 24.14 0| 0 0 0 4800 25.22 -0.85 22.40 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 0 34,051 0 Grand Total 0| 30 78,784 +30 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 30 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 18.14 Underlying Price 57.450 Time to expiry: 11 Days Feb 10 11.46 1.00 25.00 0| 0 0 0 4600 9.46 1.00 20.48 0| 0 0 0 4800 5.46 1.00 20.50 0| 0 0 0 5200 1.78 0.76 20.87 0| 0 0 0 5600 0.48 0.39 17.10 0| 40 40 +40 5800 0.06 0.07 16.37 0| 40 87 +40 6000 0.06 0.05 25.50 0| 0 67 0 6200 0.01 0.00 22.80 0| 0 34 0 6400 0.01 0.00 23.39 0| 0 0 0 6600 0.01 0.00 23.48 0| 0 20 0 6800 0.01 0.00 21.76 0| 0 0 0 7200 0.01 0.00 17.00 0| 0 0 0 7600 Total 0| 80 248 +80 Indicative a-t-m Vol 23.86 Underlying Price 57.450 Time to expiry: 39 Days Mar 10 25.47 1.00 40.00 0| 0 0 0 3200 21.48 1.00 39.53 0| 0 0 0 3600 17.48 1.00 37.25 0| 0 0 0 4000 13.50 0.99 34.19 0| 0 0 0 4400 11.52 0.98 32.56 0| 0 0 0 4600 9.57 0.97 30.95 0| 0 20 0 4800 5.86 0.87 28.38 0| 0 0 0 5200 2.74 0.64 25.34 0| 0 0 0 5600 1.54 0.47 23.29 0| 0 0 0 5800 0.78 0.30 22.68 0| 10 10 0 6000 0.36 0.16 22.44 0| 0 20 0 6200 0.15 0.08 22.31 0| 0 57 0 6400 0.04 0.03 21.07 0| 0 0 0 6600 0.01 0.01 20.69 0| 0 0 0 6800 0.01 0.00 20.38 0| 0 3 0 7200 0.01 0.00 20.68 0| 0 0 0 7600 0.01 0.00 21.57 0| 0 0 0 8000 0.01 0.00 25.00 0| 0 0 0 8800 Total 0| 10 110 0 Indicative a-t-m Vol 21.85 Underlying Price 57.450 Time to expiry: 67 Days Apr 10 11.66 0.96 31.12 0| 0 0 0 4600 9.74 0.93 29.06 0| 0 0 0 4800 6.11 0.84 25.49 0| 0 0 0 5200 3.12 0.63 23.19 0| 0 0 0 5600 1.90 0.48 21.34 0| 0 0 0 5800 1.09 0.34 20.69 0| 0 0 0 6000 0.57 0.21 20.26 0| 0 0 0 6200 0.28 0.12 20.07 0| 0 0 0 6400 0.05 0.03 19.75 0| 0 0 0 6800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.01 20.48 0| 0 0 0 7200 0.01 0.00 22.00 0| 0 0 0 7600 Total 0| 0 0 0 Indicative a-t-m Vol 22.62 Underlying Price 57.450 Time to expiry: 130 Days Jun 10 25.55 1.00 33.00 0| 0 0 0 3200 21.56 1.00 31.98 0| 0 0 0 3600 17.59 0.99 30.29 0| 0 0 0 4000 13.70 0.97 29.24 0| 0 0 0 4400 11.78 0.95 27.99 0| 0 0 0 4600 9.90 0.92 26.43 0| 0 0 0 4800 6.42 0.81 24.28 0| 0 0 0 5200 3.56 0.62 22.59 0| 0 68 0 5600 1.76 0.39 22.67 0| 0 76 0 6000 0.72 0.20 22.23 0| 0 6 0 6400 0.26 0.09 22.13 0| 0 0 0 6800 0.07 0.03 21.19 0| 30 30 +30 7200 0.01 0.00 21.68 0| 0 0 0 8000 0.01 0.00 23.00 0| 0 0 0 8800 Total 0| 30 180 +30 Indicative a-t-m Vol 22.44 Underlying Price 57.450 Time to expiry: 221 Days Sep 10 21.57 1.00 30.00 0| 0 0 0 3600 17.62 0.99 30.07 0| 0 0 0 4000 13.73 0.96 27.59 0| 0 0 0 4400 10.01 0.90 25.55 0| 0 0 0 4800 6.68 0.78 23.94 0| 0 2 0 5200 3.99 0.60 22.67 0| 0 0 0 5600 2.17 0.40 22.02 0| 0 190 0 6000 1.02 0.23 21.03 0| 0 20 0 6400 0.45 0.12 20.56 0| 0 0 0 6800 0.19 0.05 20.26 0| 0 185 0 7200 0.02 0.01 19.65 0| 0 0 0 8000 0.01 0.00 20.00 0| 0 0 0 8800 Total 0| 0 397 0 Indicative a-t-m Vol 22.80 Underlying Price 57.450 Time to expiry: 312 Days Dec 10 25.57 1.00 32.00 0| 0 0 0 3200 17.64 0.99 28.38 0| 0 0 0 4000 13.81 0.95 26.83 0| 0 0 0 4400 10.24 0.87 25.45 0| 0 0 0 4800 7.13 0.74 24.31 0| 0 0 0 5200 4.60 0.57 23.06 0| 0 0 0 5600 2.83 0.41 22.35 0| 0 0 0 6000 1.61 0.27 21.51 0| 0 0 0 6400 0.87 0.17 20.86 0| 0 0 0 6800 0.43 0.10 20.32 0| 0 0 0 7200 0.09 0.03 19.55 0| 0 0 0 8000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.02 0.01 19.13 0| 0 0 0 8800 0.01 0.00 20.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 23.92 Underlying Price 57.450 Time to expiry: 494 Days Jun 11 25.58 1.00 29.88 0| 0 0 0 3200 17.69 0.98 27.81 0| 0 0 0 4000 13.98 0.92 26.75 0| 0 0 0 4400 10.71 0.82 26.00 0| 0 0 0 4800 5.72 0.56 24.21 0| 0 0 0 5600 3.97 0.44 23.42 0| 0 0 0 6000 2.65 0.34 22.71 0| 0 0 0 6400 0.35 0.07 20.65 0| 0 0 0 8000 0.01 0.00 19.50 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 23.76 Underlying Price 57.450 Time to expiry: 676 Days Dec 11 17.79 0.96 28.23 0| 0 0 0 4000 11.04 0.79 25.78 0| 0 0 0 4800 6.29 0.56 23.96 0| 0 0 0 5600 4.65 0.46 23.41 0| 0 0 0 6000 3.32 0.37 22.76 0| 0 0 0 6400 0.69 0.11 20.97 0| 0 0 0 8000 0.01 0.00 19.50 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 120 935 +110 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 33 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 18.14 Underlying Price 57.450 Time to expiry: 11 Days Feb 10 0.01 0.00 25.00 0| 0 4 0 4600 0.01 0.00 20.48 0| 0 0 0 4800 0.01 0.00 20.50 0| 0 0 0 5200 0.32 -0.24 20.87 0| 0 4 0 5600 1.02 -0.61 17.10 0| 40 40 +35 5800 2.60 -0.93 16.37 0| 0 232 0 6000 4.60 -0.95 25.50 0| 0 0 0 6200 6.55 -1.00 22.80 0| 0 0 0 6400 8.55 -1.00 23.39 0| 0 0 0 6600 10.55 -1.00 23.48 0| 0 0 0 6800 14.55 -1.00 21.76 0| 0 0 0 7200 18.55 -1.00 17.00 0| 0 0 0 7600 Total 0| 40 280 +35 Indicative a-t-m Vol 23.86 Underlying Price 57.450 Time to expiry: 39 Days Mar 10 0.01 0.00 40.00 0| 0 0 0 3200 0.01 0.00 39.53 0| 0 0 0 3600 0.01 0.00 37.25 0| 0 0 0 4000 0.02 -0.01 34.19 0| 0 79 0 4400 0.04 -0.02 32.56 0| 0 26 0 4600 0.08 -0.03 30.95 0| 0 0 0 4800 0.37 -0.13 28.38 0| 0 9 0 5200 1.25 -0.36 25.34 0| 0 21 0 5600 2.05 -0.53 23.29 0| 0 0 0 5800 3.29 -0.70 22.68 0| 0 10 0 6000 4.87 -0.84 22.44 0| 0 0 0 6200 6.66 -0.93 22.31 0| 0 0 0 6400 8.56 -0.98 21.07 0| 0 0 0 6600 10.55 -1.00 20.69 0| 0 0 0 6800 14.55 -1.00 20.38 0| 0 0 0 7200 18.55 -1.00 20.68 0| 0 0 0 7600 22.55 -1.00 21.57 0| 0 0 0 8000 30.55 -1.00 25.00 0| 0 0 0 8800 Total 0| 0 145 0 Indicative a-t-m Vol 21.85 Underlying Price 57.450 Time to expiry: 67 Days Apr 10 0.14 -0.04 31.12 0| 0 0 0 4600 0.22 -0.07 29.06 0| 0 0 0 4800 0.58 -0.17 25.49 0| 0 0 0 5200 1.58 -0.38 23.19 0| 0 1 0 5600 2.37 -0.52 21.34 0| 0 0 0 5800 3.56 -0.67 20.69 0| 0 0 0 6000 5.04 -0.80 20.26 0| 0 0 0 6200 6.76 -0.89 20.07 0| 0 0 0 6400 10.56 -0.98 19.75 0| 0 0 0 6800 14.55 -1.00 20.48 0| 0 0 0 7200 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 34 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.55 -1.00 22.00 0| 0 0 0 7600 Total 0| 0 1 0 Indicative a-t-m Vol 22.62 Underlying Price 57.450 Time to expiry: 130 Days Jun 10 0.01 0.00 33.00 0| 0 0 0 3200 0.04 -0.01 31.98 0| 0 0 0 3600 0.14 -0.03 30.29 0| 0 107 0 4000 0.41 -0.09 29.24 0| 0 2 0 4400 0.62 -0.13 27.99 0| 0 0 0 4600 0.88 -0.17 26.43 0| 0 41 0 4800 1.84 -0.32 24.28 0| 0 42 0 5200 3.53 -0.53 22.59 0| 0 26 0 5600 6.24 -0.72 22.67 0| 0 5 0 6000 9.51 -0.86 22.23 0| 0 0 0 6400 13.19 -0.94 22.13 0| 0 0 0 6800 17.05 -0.98 21.19 0| 0 0 0 7200 24.98 -1.00 21.68 0| 0 0 0 8000 32.95 -1.00 23.00 0| 0 0 0 8800 Total 0| 0 223 0 Indicative a-t-m Vol 22.44 Underlying Price 57.450 Time to expiry: 221 Days Sep 10 0.14 -0.03 30.00 0| 0 0 0 3600 0.43 -0.07 30.07 0| 0 0 0 4000 0.79 -0.12 27.59 0| 0 0 0 4400 1.47 -0.21 25.55 0| 0 0 0 4800 2.61 -0.34 23.94 0| 0 270 0 5200 4.36 -0.50 22.67 0| 0 4 0 5600 6.85 -0.66 22.02 0| 0 11 0 6000 9.85 -0.81 21.03 0| 0 3 0 6400 13.34 -0.90 20.56 0| 0 0 0 6800 17.11 -0.96 20.26 0| 0 18 0 7200 24.96 -0.99 19.65 0| 0 2 0 8000 32.92 -1.00 20.00 0| 0 0 0 8800 Total 0| 0 308 0 Indicative a-t-m Vol 22.80 Underlying Price 57.450 Time to expiry: 312 Days Dec 10 0.15 -0.02 32.00 0| 0 0 0 3200 0.63 -0.09 28.38 0| 0 0 0 4000 1.17 -0.15 26.83 0| 0 1 0 4400 2.02 -0.24 25.45 0| 0 1 0 4800 3.31 -0.35 24.31 0| 0 0 0 5200 5.07 -0.49 23.06 0| 0 50 0 5600 7.45 -0.62 22.35 0| 0 0 0 6000 10.29 -0.75 21.51 0| 0 0 0 6400 13.60 -0.85 20.86 0| 0 0 0 6800 17.22 -0.92 20.32 0| 0 0 0 7200 24.95 -0.99 19.55 0| 0 0 0 8000 32.89 -1.00 19.13 0| 0 0 0 8800 64.77 -1.00 20.00 0| 0 0 0 12000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 52 0 Indicative a-t-m Vol 23.92 Underlying Price 57.450 Time to expiry: 494 Days Jun 11 0.44 -0.05 29.88 0| 0 0 0 3200 1.52 -0.15 27.81 0| 0 0 0 4000 2.46 -0.22 26.75 0| 0 0 0 4400 3.80 -0.31 26.00 0| 0 0 0 4800 7.53 -0.52 24.21 0| 0 0 0 5600 9.99 -0.62 23.42 0| 0 0 0 6000 12.80 -0.72 22.71 0| 0 0 0 6400 26.63 -0.94 20.65 0| 0 0 0 8000 65.56 -1.00 19.50 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 23.76 Underlying Price 57.450 Time to expiry: 676 Days Dec 11 2.19 -0.17 28.23 0| 0 0 0 4000 4.48 -0.31 25.78 0| 0 0 0 4800 8.15 -0.49 23.96 0| 0 0 0 5600 10.58 -0.59 23.41 0| 0 0 0 6000 13.29 -0.67 22.76 0| 0 0 0 6400 26.58 -0.91 20.97 0| 0 0 0 8000 65.08 -1.00 19.50 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 40 1,009 +35 Grand Total 0| 160 1,944 +145 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 36 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 24.33 Underlying Price 57.450 Time to expiry: 39 Days Mar 10 25.48 1.00 50.00 0| 0 0 0 3200 23.39 1.00 47.74 0| 0 0 0 3409 21.48 1.00 45.52 0| 0 0 0 3600 19.60 1.00 43.28 0| 0 0 0 3788 17.72 1.00 41.02 0| 0 0 0 3977 15.82 1.00 38.79 0| 0 0 0 4167 13.95 0.99 36.65 0| 0 0 0 4356 12.07 0.98 34.59 0| 0 0 0 4546 9.59 0.96 32.01 0| 0 0 0 4800 8.40 0.94 30.84 0| 0 0 0 4924 4.99 0.82 27.66 0| 0 0 0 5303 2.76 0.64 25.56 0| 0 0 0 5600 2.26 0.57 25.22 0| 0 21 0 5682 1.56 0.47 23.56 0| 0 0 0 5800 0.63 0.25 22.71 0| 0 2 0 6061 0.36 0.16 22.54 0| 0 0 0 6200 0.12 0.07 21.43 0| 0 627 0 6400 0.03 0.02 20.82 0| 0 0 0 6600 0.01 0.01 20.31 0| 0 205 0 6818 0.01 0.00 19.84 0| 0 0 0 7200 0.01 0.00 19.87 0| 0 34 0 7576 0.01 0.00 20.45 0| 0 0 0 8000 0.01 0.00 23.00 0| 0 0 0 8800 Total 0| 0 889 0 Indicative a-t-m Vol 22.51 Underlying Price 57.450 Time to expiry: 221 Days Sep 10 19.25 0.96 33.00 0| 0 0 0 3600 15.49 0.93 30.35 0| 0 0 0 4000 13.96 0.91 29.33 0| 0 0 0 4167 10.66 0.85 27.18 0| 0 1 0 4546 8.58 0.79 25.69 0| 0 50 0 4800 5.12 0.62 23.85 0| 0 74 0 5303 3.15 0.47 22.76 0| 0 808 0 5682 1.68 0.31 21.26 0| 0 1 0 6061 0.92 0.20 20.71 0| 0 7 0 6400 0.42 0.11 20.35 0| 0 200 0 6800 0.18 0.05 20.18 0| 0 512 0 7200 0.08 0.03 20.26 0| 0 1 0 7576 0.04 0.01 20.61 0| 0 1 0 8000 0.01 0.00 22.00 0| 0 0 0 8800 Total 0| 0 1,655 0 Indicative a-t-m Vol 23.72 Underlying Price 57.450 Time to expiry: 403 Days Mar 11 23.54 0.97 31.81 0| 0 0 0 3200 16.25 0.90 27.68 0| 0 0 0 4000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 37 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.92 0.84 26.33 0| 0 0 0 4400 9.94 0.75 25.18 0| 0 0 0 4800 5.36 0.54 24.04 0| 0 0 0 5600 3.63 0.42 23.16 0| 0 0 0 6000 2.38 0.32 22.56 0| 0 0 0 6400 0.31 0.06 21.18 0| 0 0 0 8000 0.01 0.00 20.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 23.72 Underlying Price 57.450 Time to expiry: 585 Days Sep 11 14.71 0.85 26.50 0| 0 0 0 4000 9.35 0.69 25.52 0| 0 0 0 4800 5.29 0.50 24.04 0| 0 0 0 5600 3.76 0.40 23.16 0| 0 0 0 6000 2.60 0.31 22.50 0| 0 0 0 6400 0.44 0.08 20.72 0| 0 0 0 8000 0.01 0.00 20.08 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 2,544 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 38 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 24.33 Underlying Price 57.450 Time to expiry: 39 Days Mar 10 0.01 0.00 50.00 0| 0 0 0 3200 0.01 0.00 47.74 0| 0 0 0 3409 0.01 0.00 45.52 0| 0 2 0 3600 0.01 0.00 43.28 0| 0 0 0 3788 0.01 0.00 41.02 0| 0 0 0 3977 0.01 0.00 38.79 0| 0 3 0 4167 0.02 -0.01 36.65 0| 0 21 0 4356 0.04 -0.02 34.59 0| 0 10 0 4546 0.10 -0.04 32.01 0| 0 18 0 4800 0.15 -0.06 30.84 0| 0 12 0 4924 0.53 -0.18 27.66 0| 0 621 0 5303 1.26 -0.36 25.56 0| 0 0 0 5600 1.59 -0.43 25.22 0| 0 205 0 5682 2.06 -0.53 23.56 0| 0 400 0 5800 3.75 -0.75 22.71 0| 0 0 0 6061 4.86 -0.84 22.54 0| 0 0 0 6200 6.62 -0.93 21.43 0| 0 0 0 6400 8.53 -0.98 20.82 0| 0 0 0 6600 10.68 -0.99 20.31 0| 0 0 0 6818 14.49 -1.00 19.84 0| 0 0 0 7200 18.25 -1.00 19.87 0| 0 0 0 7576 22.49 -1.00 20.45 0| 0 0 0 8000 30.48 -1.00 23.00 0| 0 0 0 8800 Total 0| 0 1,292 0 Indicative a-t-m Vol 22.51 Underlying Price 57.450 Time to expiry: 221 Days Sep 10 0.23 -0.04 33.00 0| 0 0 0 3600 0.44 -0.07 30.35 0| 0 404 0 4000 0.57 -0.09 29.33 0| 0 600 0 4167 1.04 -0.15 27.18 0| 0 0 0 4546 1.48 -0.21 25.69 0| 0 25 0 4800 3.01 -0.38 23.85 0| 0 11 0 5303 4.81 -0.53 22.76 0| 0 27 0 5682 7.10 -0.69 21.26 0| 0 7 0 6061 9.71 -0.80 20.71 0| 0 0 0 6400 13.18 -0.89 20.35 0| 0 0 0 6800 16.92 -0.95 20.18 0| 0 1 0 7200 20.55 -0.97 20.26 0| 0 0 0 7576 24.72 -0.99 20.61 0| 0 0 0 8000 32.64 -1.00 22.00 0| 0 0 0 8800 Total 0| 0 1,075 0 Indicative a-t-m Vol 23.72 Underlying Price 57.450 Time to expiry: 403 Days Mar 11 0.28 -0.03 31.81 0| 0 0 0 3200 0.87 -0.10 27.68 0| 0 0 0 4000 1.48 -0.16 26.33 0| 0 0 0 4400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 39 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.44 -0.25 25.18 0| 0 0 0 4800 5.73 -0.46 24.04 0| 0 55 0 5600 7.94 -0.58 23.16 0| 0 8 0 6000 10.63 -0.68 22.56 0| 0 0 0 6400 24.33 -0.94 21.18 0| 0 0 0 8000 63.41 -1.00 20.00 0| 0 0 0 12000 Total 0| 0 63 0 Indicative a-t-m Vol 23.72 Underlying Price 57.450 Time to expiry: 585 Days Sep 11 1.60 -0.15 26.50 0| 0 0 0 4000 4.04 -0.31 25.52 0| 0 0 0 4800 7.76 -0.50 24.04 0| 0 0 0 5600 10.12 -0.60 23.16 0| 0 0 0 6000 12.86 -0.69 22.50 0| 0 0 0 6400 26.28 -0.92 20.72 0| 0 0 0 8000 64.78 -1.00 20.08 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 2,430 0 Grand Total 0| 0 4,974 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 40 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 29.18 Underlying Price 68.970 Time to expiry: 39 Days Mar 10 40.99 1.00 63.00 0| 0 0 0 2800 36.99 1.00 61.16 0| 0 0 0 3200 33.00 1.00 57.82 0| 0 0 0 3600 31.00 1.00 55.87 0| 0 0 0 3800 29.00 1.00 53.82 0| 0 0 0 4000 27.01 1.00 51.73 0| 0 0 0 4200 25.01 1.00 49.63 0| 0 0 0 4400 23.02 1.00 47.56 0| 0 0 0 4600 21.03 0.99 45.53 0| 0 0 0 4800 17.07 0.98 41.66 0| 0 0 0 5200 13.17 0.96 38.12 0| 0 0 0 5600 9.42 0.90 34.94 0| 0 0 0 6000 6.02 0.78 32.25 0| 0 0 0 6400 4.52 0.69 30.93 0| 0 0 0 6600 3.22 0.58 29.61 0| 0 0 0 6800 2.18 0.46 28.71 0| 0 0 0 7000 1.35 0.34 27.61 0| 0 2 0 7200 0.80 0.23 27.10 0| 0 0 0 7400 0.42 0.14 26.13 0| 0 10 0 7600 0.20 0.08 25.44 0| 0 0 0 7800 0.09 0.04 24.85 0| 0 2 0 8000 0.01 0.01 23.92 0| 0 0 0 8400 0.01 0.00 23.31 0| 0 0 0 8800 0.01 0.00 23.00 0| 0 0 0 9600 Total 0| 0 14 0 Indicative a-t-m Vol 28.93 Underlying Price 68.970 Time to expiry: 130 Days Jun 10 33.11 0.99 51.00 0| 0 0 0 3600 29.15 0.99 46.93 0| 0 0 0 4000 25.22 0.98 43.32 0| 0 0 0 4400 21.34 0.96 40.12 0| 0 0 0 4800 17.56 0.93 37.30 0| 0 0 0 5200 13.94 0.88 34.83 0| 0 0 0 5600 10.55 0.81 32.69 0| 0 0 0 6000 7.55 0.70 30.82 0| 0 0 0 6400 5.04 0.57 29.27 0| 0 0 0 6800 3.09 0.42 27.87 0| 0 1 0 7200 1.74 0.29 26.66 0| 0 0 0 7600 0.90 0.17 25.85 0| 0 0 0 8000 0.18 0.05 24.43 0| 0 0 0 8800 0.03 0.01 23.68 0| 0 0 0 9600 0.01 0.00 23.50 0| 0 0 0 10000 Total 0| 0 1 0 Indicative a-t-m Vol 28.77 Underlying Price 68.970 Time to expiry: 221 Days Sep 10 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 41 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.38 0.96 41.00 0| 0 0 0 4400 21.61 0.94 38.29 0| 0 0 0 4800 14.53 0.84 33.70 0| 0 0 0 5600 8.57 0.67 30.14 0| 0 0 0 6400 6.25 0.56 29.03 0| 0 0 0 6800 4.38 0.45 27.96 0| 0 0 0 7200 2.94 0.34 27.08 0| 0 0 0 7600 1.88 0.25 26.39 0| 0 0 0 8000 0.77 0.12 25.94 0| 0 0 0 8800 0.32 0.06 26.14 0| 0 0 0 9600 0.21 0.04 26.50 0| 0 0 0 10000 Total 0| 0 0 0 Indicative a-t-m Vol 29.24 Underlying Price 68.970 Time to expiry: 312 Days Dec 10 26.15 0.91 46.51 0| 0 0 0 4400 22.45 0.89 41.97 0| 0 0 0 4800 15.57 0.80 35.40 0| 0 0 0 5600 9.79 0.65 31.10 0| 0 0 0 6400 7.44 0.56 29.52 0| 0 0 0 6800 5.53 0.47 28.39 0| 0 0 0 7200 3.92 0.38 27.16 0| 0 0 0 7600 2.71 0.30 26.28 0| 0 0 0 8000 1.19 0.16 25.01 0| 0 0 0 8800 0.47 0.08 24.10 0| 0 0 0 9600 0.29 0.05 23.82 0| 0 0 0 10000 Total 0| 0 0 0 Total Calls 0| 0 15 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 42 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 29.21 Underlying Price 68.970 Time to expiry: 39 Days Mar 10 0.01 0.00 63.00 0| 0 0 0 2800 0.01 0.00 61.14 0| 0 0 0 3200 0.01 0.00 57.81 0| 0 0 0 3600 0.01 0.00 55.86 0| 0 0 0 3800 0.01 0.00 53.82 0| 0 0 0 4000 0.01 0.00 51.74 0| 0 0 0 4200 0.01 0.00 49.65 0| 0 0 0 4400 0.01 0.00 47.59 0| 0 0 0 4600 0.02 -0.01 45.57 0| 0 0 0 4800 0.06 -0.02 41.72 0| 0 0 0 5200 0.16 -0.04 38.19 0| 0 0 0 5600 0.41 -0.10 35.03 0| 0 0 0 6000 1.01 -0.22 32.31 0| 0 1 0 6400 1.52 -0.31 31.11 0| 0 0 0 6600 2.21 -0.42 29.67 0| 0 0 0 6800 3.16 -0.54 28.72 0| 0 0 0 7000 4.34 -0.66 27.73 0| 0 3 0 7200 5.79 -0.77 27.20 0| 0 0 0 7400 7.41 -0.86 26.21 0| 0 0 0 7600 9.19 -0.92 25.52 0| 0 0 0 7800 11.08 -0.97 24.93 0| 0 20 0 8000 15.03 -1.00 23.98 0| 0 0 0 8400 19.03 -1.00 23.36 0| 0 0 0 8800 27.03 -1.00 23.00 0| 0 0 0 9600 Total 0| 0 24 0 Indicative a-t-m Vol 29.19 Underlying Price 68.970 Time to expiry: 130 Days Jun 10 0.10 -0.01 51.00 0| 0 0 0 3600 0.16 -0.02 46.62 0| 0 0 0 4000 0.26 -0.03 42.91 0| 0 0 0 4400 0.43 -0.06 39.76 0| 0 0 0 4800 0.72 -0.09 37.06 0| 0 0 0 5200 1.21 -0.15 34.74 0| 0 0 0 5600 1.98 -0.23 32.85 0| 0 0 0 6000 3.13 -0.34 30.92 0| 0 0 0 6400 4.78 -0.47 29.49 0| 0 0 0 6800 6.99 -0.60 28.27 0| 0 233 0 7200 9.73 -0.73 27.28 0| 0 2 0 7600 12.90 -0.83 26.27 0| 0 0 0 8000 20.18 -0.95 24.84 0| 0 0 0 8800 28.00 -0.99 23.86 0| 0 0 0 9600 31.97 -1.00 23.50 0| 0 0 0 10000 Total 0| 0 235 0 Indicative a-t-m Vol 29.75 Underlying Price 68.970 Time to expiry: 221 Days Sep 10 0.67 -0.06 41.00 0| 0 0 0 4400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.00 -0.09 38.36 0| 0 0 0 4800 2.19 -0.19 34.16 0| 0 0 0 5600 4.50 -0.35 31.17 0| 0 0 0 6400 6.22 -0.45 30.01 0| 0 0 0 6800 8.37 -0.55 28.93 0| 0 0 0 7200 10.96 -0.65 28.21 0| 0 0 0 7600 13.91 -0.74 27.60 0| 0 0 0 8000 20.70 -0.88 26.80 0| 0 0 0 8800 28.20 -0.95 26.49 0| 0 0 0 9600 32.08 -0.97 26.50 0| 0 0 0 10000 Total 0| 0 0 0 Indicative a-t-m Vol 29.33 Underlying Price 68.970 Time to expiry: 312 Days Dec 10 1.04 -0.08 38.65 0| 0 0 0 4400 1.47 -0.11 36.40 0| 0 0 0 4800 2.94 -0.21 32.94 0| 0 0 0 5600 5.54 -0.36 30.47 0| 0 0 0 6400 7.35 -0.45 29.52 0| 0 0 0 6800 9.53 -0.53 28.73 0| 0 0 0 7200 12.04 -0.62 28.04 0| 0 0 0 7600 14.86 -0.70 27.47 0| 0 0 0 8000 21.28 -0.83 26.52 0| 0 0 0 8800 28.49 -0.91 26.20 0| 0 0 0 9600 32.23 -0.94 25.75 0| 0 0 0 10000 Total 0| 0 0 0 Total Puts 0| 0 259 0 Grand Total 0| 0 274 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 44 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 29.18 Underlying Price 68.970 Time to expiry: 39 Days Mar 10 40.99 1.00 63.00 0| 0 0 0 2800 36.99 1.00 61.16 0| 0 0 0 3200 33.00 1.00 57.82 0| 0 0 0 3600 31.00 1.00 55.87 0| 0 0 0 3800 29.00 1.00 53.82 0| 0 0 0 4000 27.01 1.00 51.73 0| 0 0 0 4200 25.01 1.00 49.63 0| 0 0 0 4400 23.02 1.00 47.56 0| 0 0 0 4600 21.03 0.99 45.53 0| 0 0 0 4800 17.07 0.98 41.66 0| 0 0 0 5200 13.17 0.96 38.12 0| 0 0 0 5600 9.42 0.90 34.94 0| 0 0 0 6000 6.02 0.78 32.25 0| 0 0 0 6400 4.52 0.69 30.93 0| 0 0 0 6600 3.22 0.58 29.61 0| 0 0 0 6800 2.18 0.46 28.71 0| 0 0 0 7000 1.35 0.34 27.61 0| 0 0 0 7200 0.80 0.23 27.10 0| 0 0 0 7400 0.42 0.14 26.13 0| 0 0 0 7600 0.20 0.08 25.44 0| 0 0 0 7800 0.09 0.04 24.85 0| 0 10 0 8000 0.01 0.01 23.92 0| 0 0 0 8400 0.01 0.00 23.31 0| 0 0 0 8800 0.01 0.00 23.00 0| 0 0 0 9600 Total 0| 0 10 0 Indicative a-t-m Vol 28.77 Underlying Price 68.970 Time to expiry: 221 Days Sep 10 24.72 0.94 41.00 0| 0 0 0 4400 21.07 0.91 38.29 0| 0 0 0 4800 14.24 0.81 33.70 0| 0 0 0 5600 11.20 0.74 31.84 0| 0 0 0 6000 8.47 0.65 30.14 0| 0 0 0 6400 6.20 0.55 29.03 0| 0 0 0 6800 4.36 0.45 27.96 0| 0 0 0 7200 2.93 0.34 27.08 0| 0 0 0 7600 1.88 0.25 26.39 0| 0 0 0 8000 0.77 0.12 25.94 0| 0 0 0 8800 0.32 0.06 26.14 0| 0 0 0 9600 0.21 0.04 26.50 0| 0 0 0 10000 Total 0| 0 0 0 Indicative a-t-m Vol 28.86 Underlying Price 68.970 Time to expiry: 403 Days Mar 11 43.71 0.99 45.44 0| 0 0 0 2400 36.13 0.97 42.95 0| 0 0 0 3200 28.93 0.93 40.46 0| 0 0 0 4000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.54 0.90 39.29 0| 0 0 0 4400 22.17 0.86 37.18 0| 0 0 0 4800 15.96 0.77 33.64 0| 0 0 0 5600 13.13 0.71 31.92 0| 0 0 0 6000 10.62 0.64 30.62 0| 0 0 0 6400 6.33 0.49 27.79 0| 0 0 0 7200 3.47 0.33 26.05 0| 0 0 0 8000 0.10 0.02 24.17 0| 0 0 0 12000 0.02 0.00 28.84 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.28 Underlying Price 68.970 Time to expiry: 585 Days Sep 11 22.81 0.83 37.23 0| 0 0 0 4800 14.10 0.69 31.43 0| 0 0 0 6000 11.71 0.63 30.11 0| 0 0 0 6400 7.42 0.50 27.17 0| 0 0 0 7200 4.35 0.36 25.15 0| 0 0 0 8000 0.29 0.04 23.79 0| 0 0 0 12000 0.28 0.03 32.66 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 10 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 46 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 29.21 Underlying Price 68.970 Time to expiry: 39 Days Mar 10 0.01 0.00 63.00 0| 0 0 0 2800 0.01 0.00 61.14 0| 0 0 0 3200 0.01 0.00 57.81 0| 0 0 0 3600 0.01 0.00 55.86 0| 0 0 0 3800 0.01 0.00 53.82 0| 0 0 0 4000 0.01 0.00 51.74 0| 0 0 0 4200 0.01 0.00 49.65 0| 0 0 0 4400 0.01 0.00 47.59 0| 0 0 0 4600 0.02 -0.01 45.57 0| 0 10 0 4800 0.06 -0.02 41.72 0| 0 0 0 5200 0.16 -0.04 38.19 0| 0 0 0 5600 0.41 -0.10 35.03 0| 0 0 0 6000 1.01 -0.22 32.31 0| 0 0 0 6400 1.52 -0.31 31.11 0| 0 0 0 6600 2.20 -0.42 29.67 0| 0 0 0 6800 3.15 -0.54 28.72 0| 0 0 0 7000 4.34 -0.66 27.73 0| 0 0 0 7200 5.78 -0.77 27.20 0| 0 0 0 7400 7.40 -0.86 26.21 0| 0 0 0 7600 9.17 -0.92 25.52 0| 0 0 0 7800 11.06 -0.96 24.93 0| 0 0 0 8000 14.98 -0.99 23.98 0| 0 0 0 8400 18.96 -1.00 23.36 0| 0 0 0 8800 26.96 -1.00 23.00 0| 0 0 0 9600 Total 0| 0 10 0 Indicative a-t-m Vol 29.75 Underlying Price 68.970 Time to expiry: 221 Days Sep 10 0.67 -0.06 41.00 0| 0 0 0 4400 1.00 -0.09 38.36 0| 0 0 0 4800 2.18 -0.19 34.16 0| 0 0 0 5600 3.15 -0.26 32.46 0| 0 0 0 6000 4.48 -0.35 31.17 0| 0 0 0 6400 6.19 -0.45 30.01 0| 0 0 0 6800 8.32 -0.55 28.93 0| 0 0 0 7200 10.89 -0.65 28.21 0| 0 0 0 7600 13.80 -0.74 27.60 0| 0 0 0 8000 20.52 -0.87 26.80 0| 0 0 0 8800 27.93 -0.94 26.49 0| 0 0 0 9600 31.78 -0.96 26.50 0| 0 0 0 10000 Total 0| 0 0 0 Indicative a-t-m Vol 28.83 Underlying Price 68.970 Time to expiry: 403 Days Mar 11 0.04 0.00 40.94 0| 0 0 0 2400 0.31 -0.02 41.07 0| 0 0 0 3200 0.96 -0.07 39.23 0| 0 0 0 4000 1.47 -0.10 38.03 0| 0 0 0 4400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.07 -0.13 36.39 0| 0 0 0 4800 3.85 -0.23 33.61 0| 0 0 0 5600 4.84 -0.29 31.42 0| 0 0 0 6000 6.33 -0.36 30.36 0| 0 0 0 6400 10.02 -0.51 27.89 0| 0 0 0 7200 15.14 -0.67 26.62 0| 0 0 0 8000 51.14 -0.97 26.79 0| 0 0 0 12000 90.44 -0.98 34.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.82 Underlying Price 68.970 Time to expiry: 585 Days Sep 11 3.28 -0.16 36.19 0| 0 0 0 4800 6.48 -0.31 31.46 0| 0 0 0 6000 8.11 -0.37 30.53 0| 0 0 0 6400 11.68 -0.50 27.78 0| 0 0 0 7200 16.69 -0.63 26.68 0| 0 0 0 8000 51.37 -0.93 27.02 0| 0 0 0 12000 90.34 -0.94 37.09 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 10 0 Grand Total 0| 0 20 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 48 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 29.37 Underlying Price 61.580 Time to expiry: 39 Days Mar 10 29.60 1.00 48.00 0| 0 0 0 3200 25.61 1.00 46.65 0| 0 0 0 3600 21.61 1.00 44.32 0| 0 0 0 4000 17.63 0.99 41.55 0| 0 0 0 4400 15.65 0.99 40.10 0| 0 0 0 4600 13.68 0.98 38.65 0| 0 0 0 4800 9.86 0.93 36.38 0| 0 0 0 5200 6.27 0.83 32.55 0| 0 0 0 5600 3.34 0.62 30.40 0| 0 0 0 6000 2.20 0.49 29.10 0| 0 0 0 6200 1.36 0.36 28.53 0| 0 0 0 6400 0.79 0.24 28.03 0| 0 0 0 6600 0.38 0.14 26.52 0| 0 0 0 6800 0.16 0.07 25.67 0| 0 0 0 7000 0.06 0.03 24.89 0| 0 2 0 7200 0.01 0.00 23.55 0| 0 1 0 7600 0.01 0.00 22.48 0| 0 0 0 8000 0.01 0.00 21.69 0| 0 0 0 8400 0.01 0.00 21.16 0| 0 0 0 8800 0.01 0.00 20.84 0| 0 0 0 9600 0.01 0.00 21.00 0| 0 0 0 10000 Total 0| 0 3 0 Indicative a-t-m Vol 27.13 Underlying Price 61.580 Time to expiry: 130 Days Jun 10 21.73 0.99 44.78 0| 0 0 0 4000 17.76 0.98 38.06 0| 0 0 0 4400 13.86 0.96 33.58 0| 0 0 0 4800 6.80 0.78 28.89 0| 0 0 0 5600 4.08 0.60 27.39 0| 0 0 0 6000 2.22 0.41 26.75 0| 0 0 0 6400 1.09 0.24 26.22 0| 0 0 0 6800 0.50 0.13 25.91 0| 0 0 0 7200 0.21 0.06 25.54 0| 0 0 0 7600 0.08 0.03 25.20 0| 0 0 0 8000 0.01 0.00 21.00 0| 0 0 0 8800 0.01 0.00 22.92 0| 0 0 0 9600 0.01 0.00 22.00 0| 0 0 0 10000 Total 0| 0 0 0 Indicative a-t-m Vol 25.67 Underlying Price 61.580 Time to expiry: 221 Days Sep 10 21.69 0.99 35.25 0| 0 0 0 4000 17.76 0.98 33.00 0| 0 0 0 4400 13.93 0.94 31.09 0| 0 0 0 4800 7.18 0.74 27.63 0| 0 0 0 5600 4.63 0.58 26.10 0| 0 0 0 6000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 49 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.78 0.41 25.00 0| 0 0 0 6400 1.50 0.26 23.76 0| 0 0 0 6800 0.76 0.15 22.83 0| 0 0 0 7200 0.37 0.08 22.24 0| 0 0 0 7600 0.17 0.04 22.00 0| 0 1 0 8000 0.04 0.01 21.83 0| 0 0 0 8800 0.01 0.00 23.00 0| 0 0 0 9600 0.01 0.00 23.00 0| 0 0 0 10000 Total 0| 0 1 0 Indicative a-t-m Vol 25.51 Underlying Price 61.580 Time to expiry: 312 Days Dec 10 21.74 0.99 35.97 0| 0 0 0 4000 17.83 0.97 32.20 0| 0 0 0 4400 14.12 0.91 30.40 0| 0 0 0 4800 7.76 0.70 27.33 0| 0 0 0 5600 5.39 0.56 25.98 0| 0 0 0 6000 3.54 0.42 24.80 0| 0 0 0 6400 2.23 0.30 23.80 0| 0 0 0 6800 1.33 0.21 23.00 0| 0 0 0 7200 0.44 0.09 22.10 0| 0 0 0 8000 0.14 0.03 22.00 0| 0 0 0 8800 0.08 0.02 24.00 0| 0 0 0 9600 Total 0| 0 0 0 Total Calls 0| 0 4 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 50 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 29.37 Underlying Price 61.580 Time to expiry: 39 Days Mar 10 0.01 0.00 48.00 0| 0 0 0 3200 0.01 0.00 46.65 0| 0 0 0 3600 0.01 0.00 44.32 0| 0 0 0 4000 0.02 -0.01 41.55 0| 0 0 0 4400 0.03 -0.01 40.10 0| 0 0 0 4600 0.07 -0.02 38.65 0| 0 0 0 4800 0.24 -0.07 36.38 0| 0 0 0 5200 0.65 -0.17 32.55 0| 0 0 0 5600 1.72 -0.38 30.40 0| 0 0 0 6000 2.57 -0.51 29.10 0| 0 0 0 6200 3.74 -0.64 28.53 0| 0 9 0 6400 5.17 -0.76 28.03 0| 0 0 0 6600 6.75 -0.86 26.52 0| 0 0 0 6800 8.55 -0.93 25.67 0| 0 0 0 7000 10.45 -0.97 24.89 0| 0 0 0 7200 14.42 -1.00 23.55 0| 0 0 0 7600 18.42 -1.00 22.48 0| 0 0 0 8000 22.42 -1.00 21.69 0| 0 0 0 8400 26.42 -1.00 21.16 0| 0 0 0 8800 34.42 -1.00 20.84 0| 0 0 0 9600 38.42 -1.00 21.00 0| 0 0 0 10000 Total 0| 0 9 0 Indicative a-t-m Vol 27.13 Underlying Price 61.580 Time to expiry: 130 Days Jun 10 0.43 -0.06 44.78 0| 0 0 0 4000 0.56 -0.08 38.06 0| 0 0 0 4400 0.86 -0.13 33.58 0| 0 4 0 4800 2.72 -0.36 28.89 0| 0 0 0 5600 4.52 -0.52 27.39 0| 0 0 0 6000 7.06 -0.68 26.75 0| 0 0 0 6400 10.16 -0.81 26.22 0| 0 0 0 6800 13.67 -0.90 25.91 0| 0 0 0 7200 17.42 -0.95 25.54 0| 0 0 0 7600 21.30 -0.98 25.20 0| 0 0 0 8000 29.22 -1.00 21.00 0| 0 0 0 8800 37.20 -1.00 22.92 0| 0 0 0 9600 41.19 -1.00 22.00 0| 0 0 0 10000 Total 0| 0 4 0 Indicative a-t-m Vol 25.67 Underlying Price 61.580 Time to expiry: 221 Days Sep 10 0.47 -0.06 35.25 0| 0 0 0 4000 0.83 -0.10 33.00 0| 0 0 0 4400 1.40 -0.17 31.09 0| 0 0 0 4800 3.57 -0.37 27.63 0| 0 0 0 5600 5.35 -0.50 26.10 0| 0 0 0 6000 7.71 -0.63 25.00 0| 0 0 0 6400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 51 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.52 -0.76 23.76 0| 0 1 0 6800 13.84 -0.86 22.83 0| 0 0 0 7200 17.48 -0.93 22.24 0| 0 0 0 7600 21.32 -0.97 22.00 0| 0 0 0 8000 29.21 -1.00 21.83 0| 0 0 0 8800 37.18 -1.00 23.00 0| 0 0 0 9600 41.17 -1.00 23.00 0| 0 0 0 10000 Total 0| 0 1 0 Indicative a-t-m Vol 25.51 Underlying Price 61.580 Time to expiry: 312 Days Dec 10 0.94 -0.09 35.97 0| 0 0 0 4000 1.26 -0.13 32.20 0| 0 0 0 4400 1.97 -0.19 30.40 0| 0 0 0 4800 4.32 -0.37 27.33 0| 0 0 0 5600 6.12 -0.48 25.98 0| 0 0 0 6000 8.35 -0.60 24.80 0| 0 0 0 6400 11.08 -0.71 23.80 0| 0 0 0 6800 14.21 -0.81 23.00 0| 0 0 0 7200 21.42 -0.94 22.10 0| 0 0 0 8000 29.21 -0.99 22.00 0| 0 0 0 8800 37.17 -0.99 24.00 0| 0 0 0 9600 Total 0| 0 0 0 Total Puts 0| 0 14 0 Grand Total 0| 0 18 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 52 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 58.40 Underlying Price 10.300 Time to expiry: 11 Days Feb 10 1.56 0.91 69.80 0| 0 0 0 880 1.22 0.84 67.93 0| 0 0 0 920 0.89 0.75 63.64 0| 0 0 0 960 0.75 0.69 62.27 0| 0 0 0 980 0.46 0.61 0.63 60.50 0.50 0.46 235| 0 5 0 1000 0.26 0.34 0.45 57.00 0.26 0.26 320| 0 0 0 1050 0.17 0.28 56.22 0| 0 1,060 0 1100 0.06 0.08 0.16 56.90 0.06 0.06 42| 0 109 0 1150 0.03 0.04 0.08 56.89 0.03 0.03 20| 0 336 0 1200 0.02 0.01 0.03 54.85 0.02 0.02 18| 0 260 0 1250 0.01 0.02 62.88 0| 0 462 0 1300 0.01 0.01 61.74 0| 0 714 0 1350 0.01 0.00 64.10 0| 0 3,259 0 1400 0.01 0.00 66.80 0| 0 470 0 1450 0.01 0.00 69.80 0| 0 270 0 1500 0.01 0.00 76.52 0| 0 450 0 1600 0.01 0.00 84.02 0| 0 0 0 1700 0.01 0.00 92.00 0| 0 0 0 1800 Total 635| 0 7,395 0 Indicative a-t-m Vol 54.38 Underlying Price 10.300 Time to expiry: 39 Days Mar 10 4.71 0.99 82.48 0| 0 0 0 560 3.93 0.97 80.04 0| 0 0 0 640 3.18 0.94 75.59 0| 0 0 0 720 2.81 0.92 72.48 0| 0 0 0 760 2.45 0.89 69.14 0| 0 0 0 800 2.10 0.85 65.91 0| 0 7 0 840 1.76 0.81 62.88 0| 0 75 0 880 1.45 0.75 60.47 0| 0 171 0 920 1.16 0.68 57.82 0| 0 317 0 960 1.03 0.64 56.72 0| 0 0 0 980 0.91 0.60 55.49 0| 5 354 +5 1000 0.52 0.65 0.49 53.64 0.56 0.52 131| 0 0 0 1050 0.37 0.45 0.39 52.79 0.37 0.37 220| 57 907 -57 1100 0.23 0.29 0.29 51.57 0.23 0.23 120| 0 120 0 1150 0.18 0.20 50.40 0| 0 6,369 0 1200 0.12 0.14 50.52 0| 0 2,320 0 1250 0.07 0.09 50.04 0| 0 26,200 0 1300 0.04 0.06 50.11 0| 0 123 0 1350 0.02 0.04 49.72 0| 0 3,101 0 1400 0.01 0.02 53.37 0| 0 25,724 0 1500 0.01 0.00 49.13 0| 0 10,976 0 1600 0.01 0.00 50.08 0| 0 83 0 1700 0.01 0.00 51.51 0| 0 396 0 1800 0.01 0.00 55.65 0| 0 264 0 2000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 60.00 0| 0 0 0 2200 Total 471| 62 77,507 -52 Indicative a-t-m Vol 48.91 Underlying Price 10.300 Time to expiry: 67 Days Apr 10 1.85 0.78 55.12 0| 0 0 0 880 1.57 0.73 53.74 0| 0 0 0 920 1.29 0.67 51.58 0| 0 0 0 960 1.16 0.64 50.70 0| 0 0 0 980 1.04 0.60 50.12 0| 0 0 0 1000 0.77 0.51 48.10 1,500| 0 0 0 1050 0.56 0.41 46.74 0| 0 0 0 1100 0.39 0.32 45.53 0| 0 0 0 1150 0.26 0.25 44.74 0| 0 35 0 1200 0.17 0.18 43.53 0| 0 0 0 1250 0.11 0.12 43.12 0| 0 285 0 1300 0.07 0.09 42.76 0| 0 20 0 1350 0.04 0.06 42.61 0| 0 0 0 1400 0.02 0.03 42.88 0| 0 0 0 1500 0.01 0.01 43.87 0| 0 0 0 1600 Total 1,500| 0 340 0 Indicative a-t-m Vol 45.90 Underlying Price 10.300 Time to expiry: 130 Days Jun 10 5.53 0.99 72.35 0| 0 0 0 480 4.37 0.97 63.11 0| 0 199 0 600 3.12 0.90 57.53 0| 0 0 0 738 2.58 0.85 53.77 0| 0 0 0 800 1.96 0.77 50.60 0| 0 0 0 880 1.40 0.66 46.93 0| 0 0 0 960 1.17 0.60 46.27 0| 0 0 0 1000 0.70 0.43 44.95 0| 466 11,194 +213 1107 0.41 0.30 43.12 0| 0 30 0 1200 0.22 0.19 42.34 0| 0 241 0 1300 0.11 0.11 41.52 0| 0 160 0 1400 0.06 0.07 0.07 40.69 0.06 0.03 8| 3,280 11,628 +3,226 1476 0.02 0.02 40.32 0| 0 988 0 1661 0.01 0.01 40.73 0| 0 172 0 1846 0.01 0.00 41.74 0| 0 58 0 2030 0.01 0.00 43.00 0| 0 1 0 2200 Total 8| 3,746 24,671 +3,439 Indicative a-t-m Vol 44.59 Underlying Price 10.300 Time to expiry: 221 Days Sep 10 3.26 3.34 0.88 54.98 3.26 3.12 104| 0 0 0 720 2.69 0.82 51.45 0| 0 0 0 800 2.11 0.74 48.63 0| 0 0 0 880 1.60 0.64 46.26 0| 0 0 0 960 1.38 0.59 45.24 0| 0 120 0 1000 0.93 0.46 43.06 0| 0 195 0 1100 0.59 0.34 41.00 0| 0 170 0 1200 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.38 0.24 40.00 0| 0 1,500 0 1300 0.23 0.16 39.08 0| 0 85 0 1400 0.14 0.11 38.66 0| 0 639 0 1500 0.08 0.07 38.05 0| 0 3,715 0 1600 0.05 0.05 37.62 0| 0 650 0 1700 0.03 0.03 37.32 0| 0 434 0 1800 0.01 0.01 37.01 0| 0 238 0 2000 0.01 0.00 37.00 0| 0 359 0 2200 Total 104| 0 8,105 0 Indicative a-t-m Vol 43.44 Underlying Price 10.300 Time to expiry: 312 Days Dec 10 5.55 0.98 62.49 0| 0 0 0 480 4.40 0.95 53.81 0| 0 0 0 600 3.21 0.86 48.20 0| 0 0 0 738 2.74 0.80 46.58 0| 0 100 0 800 2.25 0.71 46.53 0| 0 0 0 880 1.78 0.63 44.57 0| 0 0 0 960 1.58 0.59 44.05 0| 0 0 0 1000 1.11 0.47 41.86 3,000| 1,000 6,091 -81 1107 0.80 0.38 40.34 0| 0 10,898 0 1200 0.53 0.29 38.85 0| 0 5,330 0 1300 0.35 0.21 37.91 0| 0 218 0 1400 0.25 0.16 37.10 0| 0 547 0 1476 0.14 0.10 37.50 0| 0 10,034 0 1661 0.07 0.06 37.93 0| 0 645 0 1846 0.04 0.03 36.99 0| 0 300 0 2000 0.03 0.03 36.80 0| 0 0 0 2030 0.01 0.00 33.00 0| 0 0 0 2400 Total 3,000| 1,000 34,163 -81 Indicative a-t-m Vol 43.00 Underlying Price 10.300 Time to expiry: 494 Days Jun 11 5.55 0.98 58.00 0| 0 0 0 480 4.43 0.94 50.61 0| 0 0 0 600 4.09 0.91 49.42 0| 0 0 0 640 3.47 0.85 47.71 0| 0 0 0 720 2.94 0.78 46.55 0| 0 0 0 800 2.46 0.71 45.25 0| 0 0 0 880 2.04 0.64 44.01 0| 0 120 0 960 1.85 0.60 43.31 0| 0 8,122 0 1000 1.12 0.44 41.28 0| 0 120 0 1200 0.59 0.28 38.19 0| 0 0 0 1400 0.29 0.17 36.04 0| 0 0 0 1600 0.10 0.07 36.84 0| 0 0 0 2000 0.01 0.01 32.00 0| 0 1,000 0 2400 Total 0| 0 9,362 0 Indicative a-t-m Vol 40.52 Underlying Price 10.300 Time to expiry: 676 Days Dec 11 6.32 1.00 57.51 0| 0 0 0 400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 55 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.55 0.98 54.00 0| 0 0 0 480 4.49 0.91 49.87 0| 0 0 0 600 4.17 0.89 48.71 0| 0 0 0 640 3.58 0.83 46.66 0| 0 0 0 720 3.07 0.76 44.90 0| 0 0 0 800 2.61 0.70 43.35 0| 0 0 0 880 2.50 0.69 43.00 0| 0 0 0 900 2.16 0.64 41.23 0| 0 0 0 960 1.26 0.45 38.78 0| 0 15,000 0 1200 0.75 0.32 36.78 0| 0 90 0 1400 0.44 0.21 35.22 0| 0 2,275 0 1600 0.21 0.11 36.56 0| 0 0 0 2000 0.04 0.03 32.00 0| 0 0 0 2400 Total 0| 0 17,365 0 Indicative a-t-m Vol 38.03 Underlying Price 10.300 Time to expiry: 858 Days Jun 12 4.52 0.91 52.00 0| 0 0 0 600 3.08 0.77 44.50 0| 0 0 0 800 2.64 0.71 43.00 0| 0 0 0 880 2.26 0.65 42.00 0| 0 0 0 960 1.92 0.61 38.21 0| 0 0 0 1000 1.26 0.46 37.00 0| 0 240 0 1200 0.86 0.35 37.00 0| 0 240 0 1400 0.51 0.24 35.00 0| 0 240 0 1600 0.13 0.08 30.87 0| 0 0 0 2000 0.07 0.04 32.00 0| 0 0 0 2400 Total 0| 0 720 0 Indicative a-t-m Vol 38.22 Underlying Price 10.300 Time to expiry: 1047 Days Dec 12 6.33 1.00 51.09 0| 0 0 0 400 5.59 0.97 59.00 0| 0 0 0 480 4.58 0.90 52.00 0| 0 0 0 600 3.11 0.76 42.50 0| 0 0 0 800 2.08 0.62 38.53 0| 0 12,500 0 1000 1.39 0.48 36.49 0| 0 5,000 0 1200 1.02 0.38 37.00 0| 0 0 0 1400 0.60 0.26 34.00 0| 0 0 0 1600 0.24 0.13 31.96 0| 0 0 0 2000 0.14 0.08 33.00 0| 0 0 0 2400 Total 0| 0 17,500 0 Indicative a-t-m Vol 39.26 Underlying Price 10.300 Time to expiry: 1411 Days Dec 13 6.34 0.99 75.00 0| 0 0 0 400 5.60 0.96 65.39 0| 0 0 0 480 4.57 0.90 54.14 0| 0 0 0 600 3.13 0.77 43.00 0| 0 0 0 800 1.50 0.49 36.50 0| 0 0 0 1200 0.69 0.29 33.29 0| 0 0 0 1600 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 56 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.34 0.16 32.04 0| 0 0 0 2000 0.25 0.12 34.07 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 39.80 Underlying Price 10.300 Time to expiry: 1775 Days Dec 14 4.59 0.90 57.40 0| 0 0 0 600 3.15 0.77 43.58 0| 0 0 0 800 1.61 0.52 37.00 0| 0 0 0 1200 0.78 0.32 33.00 0| 0 0 0 1600 0.43 0.20 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 5,718| 4,808 197,128 +3,306 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 57 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 58.40 Underlying Price 10.300 Time to expiry: 11 Days Feb 10 0.06 -0.09 69.80 0| 0 0 0 880 0.15 0.12 -0.16 67.93 0.15 0.15 1| 100 100 +100 920 0.30 0.19 -0.25 63.64 0.30 0.30 1| 220 220 +220 960 0.28 0.25 -0.31 62.27 0.30 0.28 320| 0 0 0 980 0.36 0.31 -0.37 60.50 0.40 0.35 226| 340 917 +262 1000 0.53 -0.55 57.00 0| 220 220 +220 1050 0.87 -0.72 56.22 0| 20 1,524 0 1100 1.40 1.28 -0.85 56.90 1.40 1.40 5| 0 817 0 1150 1.93 1.73 -0.92 56.89 1.93 1.93 2| 0 8,265 0 1200 2.21 -0.97 54.85 0| 0 3,290 0 1250 2.71 -0.98 62.88 0| 0 626 0 1300 3.20 -0.99 61.74 0| 0 1,701 0 1350 3.70 -1.00 64.10 0| 0 161 0 1400 4.20 -1.00 66.80 0| 0 133 0 1450 4.70 -1.00 69.80 0| 0 0 0 1500 5.70 -1.00 76.52 0| 0 0 0 1600 6.70 -1.00 84.02 0| 0 0 0 1700 7.70 -1.00 92.00 0| 0 0 0 1800 Total 555| 900 17,974 +802 Indicative a-t-m Vol 54.38 Underlying Price 10.300 Time to expiry: 39 Days Mar 10 0.01 -0.01 82.48 0| 0 170 0 560 0.03 -0.03 80.04 0| 0 75 0 640 0.08 0.07 -0.06 75.59 0.08 0.08 4| 0 305 0 720 0.10 -0.08 72.48 0| 0 80 0 760 0.14 -0.11 69.14 0| 0 440 0 800 0.19 -0.15 65.91 0| 0 0 0 840 0.28 0.26 -0.19 62.88 0.31 0.27 401| 0 639 0 880 0.38 0.35 -0.25 60.47 0.39 0.38 300| 0 606 0 920 0.50 0.46 -0.32 57.82 0.51 0.50 281| 300 1,389 +95 960 0.53 -0.36 56.72 0| 0 0 0 980 0.75 0.60 -0.40 55.49 0.75 0.66 637| 1,020 11,460 +438 1000 0.83 0.84 -0.51 53.64 0.83 0.83 5| 100 100 +100 1050 1.29 1.14 -0.61 52.79 1.29 S 1.28 S 300| 30 13,177 +1 1100 1.48 -0.71 51.57 0| 0 1,977 0 1150 1.88 -0.80 50.40 4,500| 4,500 42,051 0 1200 2.31 -0.86 50.52 0| 0 2,503 0 1250 2.76 -0.91 50.04 0| 20 8,693 0 1300 3.24 -0.94 50.11 0| 0 0 0 1350 3.72 -0.97 49.72 0| 20 1,820 -20 1400 4.71 -0.98 53.37 0| 0 14,307 0 1500 5.70 -1.00 49.13 0| 0 0 0 1600 6.70 -1.00 50.08 0| 0 0 0 1700 7.70 -1.00 51.51 0| 0 0 0 1800 9.70 -1.00 55.65 0| 0 0 0 2000 11.70 -1.00 60.00 0| 0 0 0 2200 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 58 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 6,428| 5,990 99,792 +614 Indicative a-t-m Vol 48.91 Underlying Price 10.300 Time to expiry: 67 Days Apr 10 0.42 0.34 -0.22 55.12 0.42 0.42 30| 0 0 0 880 0.45 -0.27 53.74 0| 0 0 0 920 0.57 -0.33 51.58 0| 0 316 0 960 0.64 -0.37 50.70 0| 0 0 0 980 0.85 0.73 -0.40 50.12 0.85 S 0.82 S 300| 40 490 0 1000 0.96 -0.49 48.10 1,500| 0 0 0 1050 1.24 -0.59 46.74 0| 0 556 0 1100 1.57 -0.68 45.53 0| 0 1,989 0 1150 1.95 -0.76 44.74 0| 0 0 0 1200 2.35 -0.83 43.53 0| 0 202 0 1250 2.80 -0.88 43.12 0| 0 100 0 1300 3.26 -0.92 42.76 0| 0 0 0 1350 3.73 -0.95 42.61 0| 0 0 0 1400 4.71 -0.98 42.88 0| 0 0 0 1500 5.70 -0.99 43.87 0| 0 0 0 1600 Total 1,830| 40 3,653 0 Indicative a-t-m Vol 45.90 Underlying Price 10.300 Time to expiry: 130 Days Jun 10 0.06 -0.03 72.35 0| 0 60 0 480 0.16 0.13 -0.07 63.11 0.18 0.16 305| 0 941 0 600 0.32 -0.15 57.53 0| 0 3,306 0 738 0.47 0.44 -0.21 53.77 0.47 0.47 160| 0 241 0 800 0.78 0.66 -0.30 50.60 0.78 0.78 100| 0 5,797 0 880 1.13 0.95 -0.40 46.93 1.13 1.09 2,100| 5 739 +5 960 1.21 1.15 -0.46 46.27 1.34 1.21 200| 0 742 0 1000 1.81 -0.61 44.95 0| 0 26,161 0 1107 2.48 -0.73 43.12 0| 0 956 0 1200 3.31 -0.83 42.34 0| 0 1,000 0 1300 4.21 -0.90 41.52 0| 0 0 0 1400 4.92 -0.94 40.69 0| 0 1,301 0 1476 6.73 -0.98 40.32 0| 0 100 0 1661 8.56 -0.99 40.73 0| 0 5,000 0 1846 10.39 -1.00 41.74 0| 0 0 0 2030 12.08 -1.00 43.00 0| 0 0 0 2200 Total 2,865| 5 46,344 +5 Indicative a-t-m Vol 44.59 Underlying Price 10.300 Time to expiry: 221 Days Sep 10 0.50 0.47 -0.17 54.98 0.51 0.50 154| 0 0 0 720 0.66 -0.23 51.45 0| 0 0 0 800 0.92 -0.31 48.63 0| 0 462 0 880 1.22 1.24 -0.39 46.26 1.22 1.22 100| 0 800 0 960 1.42 1.43 -0.44 45.24 1.42 1.42 100| 80 883 +80 1000 2.00 -0.56 43.06 0| 0 268 0 1100 2.66 -0.67 41.00 0| 0 3,816 0 1200 3.45 -0.77 40.00 0| 0 1,863 0 1300 4.31 -0.84 39.08 0| 0 720 0 1400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 59 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.22 -0.90 38.66 0| 0 790 0 1500 6.16 -0.94 38.05 0| 0 150 0 1600 7.13 -0.96 37.62 0| 0 0 0 1700 8.11 -0.98 37.32 0| 0 0 0 1800 10.09 -0.99 37.01 0| 0 0 0 2000 12.08 -1.00 37.00 0| 0 0 0 2200 Total 354| 80 9,752 +80 Indicative a-t-m Vol 43.44 Underlying Price 10.300 Time to expiry: 312 Days Dec 10 0.19 -0.06 62.49 0| 0 123 0 480 0.34 0.30 -0.10 53.81 0.42 0.34 138| 0 328 0 600 0.58 -0.19 48.85 0| 0 5,221 0 738 0.81 -0.24 49.11 0| 0 186 0 800 1.08 -0.31 46.53 0| 0 100 0 880 1.42 -0.39 44.57 0| 0 301 0 960 1.63 -0.43 44.05 0| 0 215 0 1000 2.23 -0.54 41.86 0| 0 21,383 0 1107 2.84 -0.63 40.34 0| 0 11,264 0 1200 3.58 -0.72 38.85 0| 0 3,804 0 1300 4.40 -0.80 37.91 0| 0 165 0 1400 5.06 -0.85 37.10 0| 0 5,502 0 1476 6.80 -0.92 37.50 0| 0 7,500 0 1661 8.59 -0.96 37.93 0| 0 250 0 1846 10.09 -0.98 36.99 0| 0 2,315 0 2000 10.39 -0.98 36.80 0| 0 0 0 2030 14.06 -1.00 33.00 0| 0 0 0 2400 Total 138| 0 58,657 0 Indicative a-t-m Vol 43.00 Underlying Price 10.300 Time to expiry: 494 Days Jun 11 0.35 -0.09 58.00 0| 0 0 0 480 0.52 -0.14 50.61 0| 0 0 0 600 0.62 -0.16 49.42 0| 0 0 0 640 0.87 -0.22 47.71 0| 0 0 0 720 1.18 -0.27 46.55 0| 0 90 0 800 1.53 -0.34 45.25 0| 0 90 0 880 1.92 -0.40 44.01 0| 0 0 0 960 2.30 2.14 -0.44 43.31 2.30 2.30 10| 0 560 0 1000 3.43 -0.59 41.28 0| 0 300 0 1200 4.90 -0.74 38.19 0| 0 28 0 1400 6.59 -0.85 36.04 0| 0 0 0 1600 10.34 -0.94 36.84 0| 0 0 0 2000 14.18 -0.99 32.00 0| 0 0 0 2400 Total 10| 0 1,068 0 Indicative a-t-m Vol 40.52 Underlying Price 10.300 Time to expiry: 676 Days Dec 11 0.29 -0.06 57.51 0| 0 0 0 400 0.43 -0.09 54.00 0| 0 0 0 480 0.69 -0.15 49.87 0| 0 0 0 600 0.80 -0.17 48.71 0| 0 0 0 640 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.05 -0.22 46.66 0| 0 0 0 720 1.35 -0.27 44.90 0| 0 71 0 800 1.70 -0.33 43.35 0| 0 232 0 880 1.79 -0.34 43.00 0| 0 90 0 900 2.05 -0.39 41.23 0| 0 0 0 960 3.53 -0.57 38.78 0| 0 17,000 0 1200 4.99 -0.70 36.78 0| 0 1,000 0 1400 6.65 -0.80 35.22 0| 0 2,000 0 1600 10.35 -0.90 36.56 0| 0 0 0 2000 14.11 -0.98 32.00 0| 0 0 0 2400 Total 0| 0 20,393 0 Indicative a-t-m Vol 38.03 Underlying Price 10.300 Time to expiry: 858 Days Jun 12 1.03 -0.18 52.00 0| 0 0 0 600 1.69 -0.30 44.50 0| 0 0 0 800 2.06 -0.35 43.00 0| 0 0 0 880 2.50 -0.40 42.00 0| 0 0 0 960 2.55 -0.45 38.21 0| 0 0 0 1000 3.88 -0.58 37.00 0| 0 500 0 1200 5.44 -0.68 37.00 0| 0 240 0 1400 7.03 -0.78 35.00 0| 0 0 0 1600 10.51 -0.92 30.87 0| 0 0 0 2000 14.27 -0.96 32.00 0| 0 0 0 2400 Total 0| 0 740 0 Indicative a-t-m Vol 38.22 Underlying Price 10.300 Time to expiry: 1047 Days Dec 12 0.42 -0.08 51.09 0| 0 0 0 400 0.90 -0.12 59.00 0| 0 0 0 480 1.19 -0.18 52.00 0| 0 0 0 600 1.76 -0.29 42.50 0| 0 0 0 800 2.72 -0.42 38.53 0| 0 5,000 0 1000 3.98 -0.55 36.49 0| 0 5,000 0 1200 5.54 -0.65 37.00 0| 0 0 0 1400 7.05 -0.76 34.00 0| 0 0 0 1600 10.51 -0.89 31.96 0| 0 0 0 2000 14.22 -0.93 33.00 0| 0 0 0 2400 Total 0| 0 10,000 0 Indicative a-t-m Vol 39.26 Underlying Price 10.300 Time to expiry: 1411 Days Dec 13 1.32 -0.10 75.00 0| 0 0 0 400 1.44 -0.13 65.39 0| 0 0 0 480 1.65 -0.19 54.14 0| 0 0 0 600 2.20 -0.30 43.00 0| 0 0 0 800 4.45 -0.54 36.50 0| 0 0 0 1200 7.41 -0.73 33.29 0| 0 0 0 1600 10.78 -0.85 32.04 0| 0 0 0 2000 14.41 -0.89 34.07 0| 0 0 0 2400 Total 0| 0 0 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 61 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 39.80 Underlying Price 10.300 Time to expiry: 1775 Days Dec 14 2.03 -0.18 57.40 0| 0 0 0 600 2.49 -0.30 43.58 0| 0 0 0 800 4.68 -0.51 37.00 0| 0 0 0 1200 7.45 -0.70 33.00 0| 0 0 0 1600 10.67 -0.82 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 12,180| 7,015 268,373 +1,501 Grand Total 17,898| 11,823 465,501 +4,807 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 62 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 54.38 Underlying Price 10.300 Time to expiry: 39 Days Mar 10 4.71 0.99 82.48 0| 0 0 0 560 4.32 0.98 81.95 0| 0 0 0 600 3.93 0.97 80.04 0| 0 0 0 640 3.00 0.94 71.60 0| 0 0 0 738 2.81 0.92 72.48 0| 0 0 0 760 2.45 0.89 69.14 0| 0 0 0 800 2.10 0.85 65.91 0| 0 0 0 840 1.76 0.81 62.88 0| 0 0 0 880 1.45 0.75 60.47 0| 0 0 0 920 1.16 0.68 57.82 0| 0 0 0 960 1.03 0.64 56.72 0| 0 0 0 980 0.91 0.60 55.49 0| 0 60 0 1000 0.65 0.49 53.64 0| 0 0 0 1050 0.41 0.37 52.00 0| 0 150 0 1107 0.29 0.29 51.57 0| 0 0 0 1150 0.18 0.20 50.40 0| 0 40,000 0 1200 0.12 0.14 50.52 0| 0 0 0 1250 0.07 0.09 50.04 0| 0 50,011 0 1300 0.04 0.06 50.11 0| 0 0 0 1350 0.02 0.04 49.72 0| 0 681 0 1400 0.01 0.02 48.73 0| 0 0 0 1476 0.01 0.00 49.13 0| 0 400 0 1600 0.01 0.00 49.65 0| 0 0 0 1661 0.01 0.00 51.78 0| 0 30 0 1816 0.01 0.00 55.60 0| 0 224 0 1998 0.01 0.00 60.00 0| 0 0 0 2200 0.01 0.00 73.36 0| 0 0 0 2542 Total 0| 0 91,556 0 Indicative a-t-m Vol 44.65 Underlying Price 10.300 Time to expiry: 221 Days Sep 10 3.03 0.82 54.11 0| 0 1 0 738 2.57 0.77 51.45 0| 0 0 0 800 2.03 0.69 48.63 0| 0 100,000 0 880 1.55 0.61 46.26 0| 0 0 0 960 1.35 0.56 45.24 0| 0 0 0 1000 0.89 0.44 43.12 0| 0 90 0 1107 0.58 0.33 41.00 0| 0 262 0 1200 0.37 0.24 40.00 0| 0 2 0 1300 0.20 0.23 0.16 39.08 0.20 0.19 252| 0 2 0 1400 0.16 0.12 38.79 0| 0 5,002 0 1476 0.08 0.07 38.05 0| 0 0 0 1600 0.05 0.05 37.62 0| 0 0 0 1700 0.03 0.03 37.32 0| 0 0 0 1800 0.01 0.01 37.01 0| 0 0 0 2000 0.01 0.00 37.00 0| 0 0 0 2200 Total 252| 0 105,359 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 63 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 41.94 Underlying Price 10.300 Time to expiry: 403 Days Mar 11 5.26 0.95 51.00 0| 0 0 0 480 4.31 0.89 51.24 0| 0 0 0 600 4.01 0.87 50.69 0| 0 0 0 640 3.31 0.80 48.85 0| 0 0 0 738 2.89 0.76 47.26 0| 0 0 0 800 2.40 0.69 45.24 0| 0 0 0 880 1.96 0.63 43.59 0| 0 0 0 960 1.75 0.59 42.57 0| 0 0 0 1000 1.27 0.49 40.31 0| 0 1 0 1107 0.93 0.40 38.57 0| 0 2,000 0 1200 0.65 0.32 36.98 0| 0 17 0 1300 0.32 0.19 34.84 0| 0 0 0 1476 0.15 0.10 33.46 0| 0 0 0 1661 0.08 0.06 32.92 0| 0 0 0 1816 0.04 0.03 33.00 0| 0 0 0 2030 0.02 0.01 35.00 0| 0 0 0 2400 Total 0| 0 2,018 0 Indicative a-t-m Vol 38.84 Underlying Price 10.300 Time to expiry: 585 Days Sep 11 5.07 0.91 55.62 0| 0 0 0 480 4.09 0.86 48.67 0| 0 0 0 600 3.78 0.84 47.00 0| 0 0 0 640 3.09 0.78 43.81 0| 0 0 0 738 2.71 0.73 42.30 0| 0 0 0 800 2.26 0.67 40.77 0| 0 0 0 880 1.86 0.60 39.59 0| 0 0 0 960 1.69 0.57 39.12 0| 0 0 0 1000 1.30 0.48 38.11 0| 0 1,875 0 1107 1.03 0.41 37.50 0| 0 0 0 1200 0.51 0.24 36.59 0| 0 50 0 1476 0.37 0.19 36.47 0| 0 0 0 1600 0.23 0.13 36.51 0| 0 0 0 1816 0.15 0.09 36.71 0| 0 0 0 2000 0.07 0.05 37.57 0| 0 0 0 2400 0.03 0.02 38.56 0| 0 89 0 2905 Total 0| 0 2,014 0 Indicative a-t-m Vol 38.93 Underlying Price 10.300 Time to expiry: 767 Days Mar 12 5.88 0.93 58.07 0| 0 0 0 400 5.25 0.90 54.17 0| 0 0 0 480 4.34 0.85 48.82 0| 0 0 0 600 2.97 0.74 41.60 0| 0 0 0 800 2.54 0.68 40.23 0| 0 0 0 880 2.18 0.62 39.61 0| 0 0 0 960 1.31 0.46 37.27 0| 0 0 0 1200 0.84 0.33 36.09 0| 0 0 0 1400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 64 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.56 0.24 35.96 0| 0 0 0 1600 0.38 0.18 35.96 0| 0 0 0 1800 0.26 0.13 35.83 0| 0 0 0 2000 0.13 0.07 36.35 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 38.86 Underlying Price 10.300 Time to expiry: 956 Days Sep 12 5.42 0.91 57.21 0| 0 0 0 400 4.83 0.88 53.04 0| 0 0 0 480 4.01 0.83 48.59 0| 0 0 0 600 2.83 0.71 43.07 0| 0 0 0 800 1.90 0.57 39.25 0| 0 0 0 1000 1.24 0.44 36.65 0| 0 0 0 1200 0.83 0.33 35.77 0| 0 0 0 1400 0.56 0.25 35.25 0| 0 0 0 1600 0.31 0.15 36.09 0| 0 0 0 2000 0.19 0.10 37.19 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 38.79 Underlying Price 10.300 Time to expiry: 1131 Days Mar 13 5.52 0.91 55.64 0| 0 0 0 400 4.92 0.88 50.76 0| 0 0 0 480 4.15 0.83 47.07 0| 0 0 0 600 3.02 0.72 42.27 0| 0 0 0 800 1.43 0.47 36.21 0| 0 0 0 1200 0.69 0.28 34.54 0| 0 0 0 1600 0.42 0.18 35.53 0| 0 0 0 2000 0.25 0.12 36.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 38.13 Underlying Price 10.300 Time to expiry: 1320 Days Sep 13 5.03 0.90 53.87 0| 0 0 0 400 4.48 0.87 49.91 0| 0 0 0 480 3.76 0.81 46.22 0| 0 0 0 600 2.71 0.69 41.33 0| 0 0 0 800 1.30 0.45 35.76 0| 0 0 0 1200 0.63 0.27 33.78 0| 0 0 0 1600 0.38 0.18 34.62 0| 0 0 0 2000 0.24 0.12 35.04 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 39.20 Underlying Price 10.300 Time to expiry: 1502 Days Mar 14 4.67 0.87 50.52 0| 0 0 0 480 3.97 0.81 46.83 0| 0 0 0 600 3.02 0.71 43.26 0| 0 0 0 800 1.52 0.49 36.20 0| 0 0 0 1200 0.79 0.31 34.12 0| 0 0 0 1600 0.49 0.21 34.25 0| 0 0 0 2000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 65 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.30 0.14 34.13 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 39.30 Underlying Price 10.300 Time to expiry: 1684 Days Sep 14 3.67 0.80 47.15 0| 0 0 0 600 2.81 0.70 43.58 0| 0 0 0 800 1.41 0.47 36.13 0| 0 0 0 1200 0.78 0.31 34.44 0| 0 0 0 1600 0.47 0.21 34.09 0| 0 0 0 2000 0.28 0.14 33.50 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 252| 0 200,947 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 66 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 54.38 Underlying Price 10.300 Time to expiry: 39 Days Mar 10 0.01 -0.01 82.48 0| 0 0 0 560 0.02 -0.02 81.95 0| 0 10,000 0 600 0.03 -0.03 80.04 0| 0 70 0 640 0.07 -0.06 71.60 0| 0 200 0 738 0.10 -0.08 72.48 0| 0 0 0 760 0.14 -0.11 69.14 0| 0 1,360 0 800 0.19 -0.15 65.91 0| 0 100 0 840 0.26 -0.19 62.88 0| 0 150 0 880 0.35 -0.25 60.47 0| 0 6 0 920 0.46 -0.32 57.82 0| 0 30 0 960 0.53 -0.36 56.72 0| 0 0 0 980 0.60 -0.40 55.49 0| 0 30 0 1000 0.84 -0.51 53.64 0| 0 0 0 1050 1.17 -0.63 52.00 0| 0 5,100 0 1107 1.48 -0.71 51.57 0| 0 50,000 0 1150 1.87 -0.80 50.40 0| 0 61,407 0 1200 2.31 -0.86 50.52 0| 0 0 0 1250 2.76 -0.91 50.04 0| 0 50,900 0 1300 3.23 -0.94 50.11 0| 0 0 0 1350 3.71 -0.96 49.72 0| 0 700 0 1400 4.46 -0.98 48.73 0| 30 20,875 0 1476 5.69 -1.00 49.13 0| 0 0 0 1600 6.30 -1.00 49.65 0| 0 8,605 0 1661 7.85 -1.00 51.78 0| 0 100 0 1816 9.66 -1.00 55.60 0| 0 0 0 1998 11.68 -1.00 60.00 0| 0 0 0 2200 15.10 -1.00 73.36 0| 0 10,140 0 2542 Total 0| 30 219,773 0 Indicative a-t-m Vol 44.65 Underlying Price 10.300 Time to expiry: 221 Days Sep 10 0.51 -0.18 54.11 0| 0 0 0 738 0.66 -0.23 51.45 0| 0 1,500 0 800 0.91 -0.31 48.63 0| 0 100,050 0 880 1.24 -0.39 46.26 0| 0 0 0 960 1.43 -0.44 45.24 0| 0 1,750 0 1000 2.04 -0.56 43.12 0| 0 20 0 1107 2.65 -0.67 41.00 0| 0 100 0 1200 3.43 -0.76 40.00 0| 0 0 0 1300 4.28 -0.84 39.08 0| 0 30 0 1400 4.97 -0.88 38.79 0| 30 675 +30 1476 6.12 -0.93 38.05 0| 0 0 0 1600 7.08 -0.95 37.62 0| 0 600 0 1700 8.05 -0.97 37.32 0| 0 0 0 1800 10.02 -0.99 37.01 0| 0 150 0 2000 12.00 -1.00 37.00 0| 0 0 0 2200 Total 0| 30 104,875 +30 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 67 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 41.94 Underlying Price 10.300 Time to expiry: 403 Days Mar 11 0.14 -0.05 51.00 0| 0 0 0 480 0.37 -0.11 51.24 0| 0 0 0 600 0.46 -0.13 50.69 0| 0 0 0 640 0.73 -0.20 48.85 0| 0 0 0 738 0.92 -0.24 47.26 0| 0 0 0 800 1.21 -0.31 45.24 0| 0 0 0 880 1.56 -0.37 43.59 0| 0 0 0 960 1.74 -0.41 42.57 0| 0 0 0 1000 2.32 -0.51 40.31 0| 0 0 0 1107 2.90 -0.60 38.57 0| 0 2,180 0 1200 3.60 -0.68 36.98 0| 0 0 0 1300 5.01 -0.81 34.84 0| 0 0 0 1476 6.66 -0.90 33.46 0| 0 0 0 1661 8.11 -0.94 32.92 0| 0 0 0 1816 10.18 -0.97 33.00 0| 0 300 0 2030 13.80 -0.99 35.00 0| 0 0 0 2400 Total 0| 0 2,480 0 Indicative a-t-m Vol 38.84 Underlying Price 10.300 Time to expiry: 585 Days Sep 11 0.38 -0.09 55.62 0| 0 0 0 480 0.57 -0.14 48.67 0| 0 0 0 600 0.65 -0.16 47.00 0| 0 0 0 640 0.91 -0.22 43.81 0| 0 0 0 738 1.13 -0.27 42.30 0| 0 0 0 800 1.46 -0.33 40.77 0| 0 0 0 880 1.85 -0.40 39.59 0| 0 0 0 960 2.06 -0.43 39.12 0| 0 0 0 1000 2.71 -0.52 38.11 0| 0 1,625 0 1107 3.34 -0.59 37.50 0| 0 0 0 1200 5.51 -0.76 36.59 0| 0 0 0 1476 6.59 -0.81 36.47 0| 0 0 0 1600 8.54 -0.87 36.51 0| 0 0 0 1816 10.26 -0.91 36.71 0| 0 0 0 2000 14.07 -0.95 37.57 0| 0 0 0 2400 18.95 -0.98 38.56 0| 0 0 0 2905 Total 0| 0 1,625 0 Indicative a-t-m Vol 38.93 Underlying Price 10.300 Time to expiry: 767 Days Mar 12 0.35 -0.07 58.07 0| 0 0 0 400 0.49 -0.10 54.17 0| 0 0 0 480 0.73 -0.15 48.82 0| 0 0 0 600 1.29 -0.26 41.60 0| 0 0 0 800 1.62 -0.32 40.23 0| 0 0 0 880 2.03 -0.38 39.61 0| 0 0 0 960 3.47 -0.54 37.27 0| 0 0 0 1200 4.92 -0.67 36.09 0| 0 0 0 1400 6.56 -0.76 35.96 0| 0 0 0 1600 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 68 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.30 -0.82 35.96 0| 0 0 0 1800 10.10 -0.87 35.83 0| 0 0 0 2000 13.82 -0.93 36.35 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 38.86 Underlying Price 10.300 Time to expiry: 956 Days Sep 12 0.50 -0.09 57.21 0| 0 0 0 400 0.67 -0.12 53.04 0| 0 0 0 480 0.98 -0.17 48.59 0| 0 0 0 600 1.70 -0.29 43.07 0| 0 0 0 800 2.66 -0.43 39.25 0| 0 0 0 1000 3.89 -0.56 36.65 0| 0 0 0 1200 5.36 -0.67 35.77 0| 0 0 0 1400 6.99 -0.75 35.25 0| 0 0 0 1600 10.52 -0.85 36.09 0| 0 0 0 2000 14.18 -0.90 37.19 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 38.79 Underlying Price 10.300 Time to expiry: 1131 Days Mar 13 0.55 -0.09 55.64 0| 0 0 0 400 0.70 -0.12 50.76 0| 0 0 0 480 1.04 -0.17 47.07 0| 0 0 0 600 1.78 -0.28 42.27 0| 0 0 0 800 3.93 -0.53 36.21 0| 0 0 0 1200 6.92 -0.72 34.54 0| 0 0 0 1600 10.38 -0.82 35.53 0| 0 0 0 2000 13.94 -0.88 36.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 38.13 Underlying Price 10.300 Time to expiry: 1320 Days Sep 13 0.67 -0.10 53.87 0| 0 0 0 400 0.86 -0.13 49.91 0| 0 0 0 480 1.24 -0.19 46.22 0| 0 0 0 600 2.03 -0.31 41.33 0| 0 0 0 800 4.31 -0.55 35.76 0| 0 0 0 1200 7.33 -0.73 33.78 0| 0 0 0 1600 10.77 -0.82 34.62 0| 0 0 0 2000 14.31 -0.88 35.04 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 39.20 Underlying Price 10.300 Time to expiry: 1502 Days Mar 14 0.95 -0.13 50.52 0| 0 0 0 480 1.35 -0.19 46.83 0| 0 0 0 600 2.20 -0.29 43.26 0| 0 0 0 800 4.32 -0.51 36.20 0| 0 0 0 1200 7.21 -0.69 34.12 0| 0 0 0 1600 10.53 -0.79 34.25 0| 0 0 0 2000 13.96 -0.86 34.13 0| 0 0 0 2400 Total 0| 0 0 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 69 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 39.30 Underlying Price 10.300 Time to expiry: 1684 Days Sep 14 1.52 -0.20 47.15 0| 0 0 0 600 2.43 -0.30 43.58 0| 0 0 0 800 4.56 -0.53 36.13 0| 0 0 0 1200 7.46 -0.69 34.44 0| 0 0 0 1600 10.68 -0.79 34.09 0| 0 0 0 2000 14.03 -0.86 33.50 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 60 328,753 +30 Grand Total 252| 60 529,700 +30 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 70 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 27.63 Underlying Price 40.880 Time to expiry: 11 Days Feb 10 6.89 1.00 31.00 0| 0 0 0 3400 4.90 0.99 30.88 0| 0 0 0 3600 3.00 0.90 31.66 0| 0 0 0 3800 2.12 0.81 30.03 0| 0 0 0 3900 1.35 0.67 28.44 0| 0 12 0 4000 0.76 0.49 27.52 0| 0 60 0 4100 0.38 0.30 27.18 0| 0 1,807 0 4200 0.16 0.16 27.18 0| 36 6,960 0 4300 0.08 0.08 28.97 0| 0 4,865 0 4400 0.02 0.02 26.51 0| 0 40 0 4500 0.01 0.01 25.97 0| 0 4,015 0 4600 0.01 0.00 24.93 0| 0 0 0 4800 0.01 0.00 23.00 0| 0 0 0 5200 Total 0| 36 17,759 0 Indicative a-t-m Vol 23.50 Underlying Price 40.880 Time to expiry: 39 Days Mar 10 20.14 1.00 46.00 0| 0 0 0 2076 18.25 1.00 43.85 0| 0 0 0 2265 14.48 1.00 39.02 0| 0 0 0 2642 10.71 1.00 34.24 0| 0 0 0 3020 8.84 0.99 32.02 0| 0 0 0 3208 6.98 0.97 29.95 0| 0 40 0 3397 5.17 0.93 28.04 0| 0 2,175 0 3586 3.51 0.83 26.69 0| 0 595 0 3774 2.50 0.73 25.31 0| 0 0 0 3900 2.05 0.67 24.69 0| 0 1,614 0 3963 1.22 0.50 23.39 0| 0 0 0 4100 0.97 0.44 23.08 0| 0 7,477 0 4152 0.78 0.38 22.80 0| 0 25 0 4200 0.47 0.26 22.45 0| 0 0 0 4300 0.27 0.17 22.48 0| 0 1,750 0 4400 0.10 0.08 21.17 0| 0 4,965 0 4529 0.01 0.01 19.98 0| 0 0 0 4800 0.01 0.00 18.66 0| 0 3,259 0 5284 0.01 0.00 19.00 0| 0 0 0 6400 Total 0| 0 21,900 0 Indicative a-t-m Vol 23.82 Underlying Price 40.880 Time to expiry: 67 Days Apr 10 7.11 0.93 30.72 0| 0 0 0 3400 5.28 0.87 28.24 0| 0 0 0 3600 3.63 0.76 26.42 0| 0 0 0 3800 2.87 0.69 25.27 0| 0 0 0 3900 2.22 0.61 24.66 0| 0 0 0 4000 1.64 0.52 23.70 0| 0 0 0 4100 1.18 0.42 23.22 0| 0 13 0 4200 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.82 0.33 22.82 0| 0 26 0 4300 0.56 0.25 22.70 0| 0 0 0 4400 0.36 0.18 22.49 0| 0 0 0 4500 0.22 0.12 22.05 0| 0 43 0 4600 0.08 0.05 21.81 0| 0 0 0 4800 0.01 0.01 22.00 0| 0 0 0 5200 Total 0| 0 82 0 Indicative a-t-m Vol 23.16 Underlying Price 40.880 Time to expiry: 130 Days Jun 10 22.06 1.00 36.00 0| 0 0 0 1887 18.29 1.00 33.61 0| 0 0 0 2265 12.96 1.00 30.10 0| 0 0 0 2800 10.78 0.99 28.77 0| 0 0 0 3020 9.04 0.97 27.75 0| 0 0 0 3200 7.21 0.92 27.68 0| 0 0 0 3397 5.40 0.85 25.90 0| 0 2,051 0 3600 4.00 0.76 24.59 0| 0 10,025 0 3774 3.80 0.74 24.43 0| 0 277 0 3800 2.47 0.60 23.28 0| 0 0 0 4000 1.71 0.48 23.07 0| 0 7,295 0 4152 0.83 0.29 22.45 0| 0 3,526 0 4400 0.57 0.21 22.49 0| 0 3,879 0 4529 0.23 0.10 22.43 0| 0 1,001 0 4800 0.02 0.01 20.60 0| 0 474 0 5284 0.01 0.00 19.78 0| 0 50 0 6039 0.01 0.00 19.64 0| 0 0 0 6400 0.01 0.00 20.00 0| 0 70 0 7549 Total 0| 0 28,648 0 Indicative a-t-m Vol 23.45 Underlying Price 40.880 Time to expiry: 221 Days Sep 10 13.00 0.98 32.27 0| 0 0 0 2800 9.17 0.93 28.71 0| 0 1 0 3200 5.70 0.80 25.76 0| 5 5 +5 3600 4.22 0.69 24.71 0| 0 0 0 3800 2.99 0.57 23.70 0| 0 0 0 4000 2.06 0.45 23.13 0| 0 0 0 4200 1.35 0.33 22.62 0| 0 20 0 4400 0.86 0.24 22.22 0| 0 0 0 4600 0.55 0.16 22.13 0| 0 0 0 4800 0.07 0.03 22.16 0| 0 0 0 5600 0.01 0.00 22.00 0| 0 0 0 6400 Total 0| 5 26 +5 Indicative a-t-m Vol 23.91 Underlying Price 40.880 Time to expiry: 312 Days Dec 10 22.07 1.00 34.00 0| 0 0 0 1887 18.30 1.00 32.94 0| 0 0 0 2265 12.73 0.97 30.06 0| 0 10 0 2831 10.95 0.94 29.03 0| 0 0 0 3020 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.32 0.90 28.06 0| 0 0 0 3200 7.66 0.83 27.21 0| 0 66 0 3397 6.20 0.76 26.13 0| 0 51 0 3586 4.91 0.67 25.21 0| 0 52 0 3774 3.60 0.56 24.26 0| 0 1,750 0 4000 2.45 0.44 23.26 0| 0 9,429 0 4246 1.90 0.37 22.82 0| 0 2,004 0 4400 1.51 0.32 22.58 0| 0 1,259 0 4529 1.07 0.24 22.19 0| 0 80 0 4718 0.57 0.15 21.33 0| 0 71 0 5000 0.30 0.09 20.82 0| 0 425 0 5284 0.11 0.04 20.34 0| 0 1,550 0 5662 0.04 0.02 20.09 0| 0 0 0 6039 0.02 0.01 20.04 0| 0 0 0 6400 0.01 0.00 21.00 0| 0 70 0 7549 Total 0| 0 16,817 0 Indicative a-t-m Vol 23.75 Underlying Price 40.880 Time to expiry: 494 Days Jun 11 22.08 1.00 38.92 0| 0 0 0 1887 18.32 1.00 32.70 0| 0 0 0 2265 11.09 0.92 27.25 0| 0 0 0 3020 8.00 0.80 25.46 0| 0 0 0 3397 5.57 0.66 24.71 0| 0 0 0 3774 3.62 0.51 23.55 0| 0 0 0 4152 2.22 0.37 22.80 0| 0 0 0 4529 0.71 0.16 21.58 0| 0 120 0 5284 0.38 0.09 21.33 0| 0 100 0 5662 0.01 0.00 19.55 0| 0 0 0 7549 Total 0| 0 220 0 Indicative a-t-m Vol 24.71 Underlying Price 40.880 Time to expiry: 676 Days Dec 11 22.10 0.99 42.00 0| 0 0 0 1887 18.51 0.96 40.00 0| 0 0 0 2265 13.97 0.85 38.61 0| 0 0 0 2831 12.54 0.81 37.03 0| 0 20 0 3020 9.28 0.74 30.66 0| 0 0 0 3397 6.28 0.65 25.31 0| 0 0 0 3774 6.09 0.64 25.04 0| 0 0 0 3800 5.12 0.57 24.74 0| 0 0 0 4000 4.14 0.50 24.66 0| 0 3,500 0 4246 2.31 0.35 22.54 0| 0 8 0 4718 0.96 0.17 23.40 0| 0 1,050 0 5662 0.16 0.03 24.00 0| 0 0 0 7549 Total 0| 0 4,578 0 Indicative a-t-m Vol 24.51 Underlying Price 40.880 Time to expiry: 858 Days Jun 12 17.06 0.98 31.53 0| 0 0 0 2400 10.35 0.80 27.64 0| 0 0 0 3200 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 73 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.73 0.70 26.05 0| 0 0 0 3600 5.55 0.58 24.73 0| 0 0 0 4000 3.89 0.47 23.74 0| 0 0 0 4400 2.56 0.36 22.65 0| 0 0 0 4800 0.74 0.14 21.80 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 24.39 Underlying Price 40.880 Time to expiry: 1047 Days Dec 12 17.09 0.97 30.67 0| 0 0 0 2400 10.70 0.79 27.37 0| 0 0 0 3200 6.08 0.59 24.62 0| 0 0 0 4000 4.40 0.48 23.56 0| 0 0 0 4400 3.06 0.38 22.51 0| 0 0 0 4800 1.11 0.18 21.96 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 24.36 Underlying Price 40.880 Time to expiry: 1411 Days Dec 13 17.18 0.96 31.32 0| 0 0 0 2400 11.09 0.78 27.48 0| 0 0 0 3200 6.68 0.59 24.60 0| 0 0 0 4000 3.67 0.41 22.44 0| 0 0 0 4800 1.53 0.21 21.67 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 24.18 Underlying Price 40.880 Time to expiry: 1775 Days Dec 14 17.25 0.94 31.58 0| 0 0 0 2400 11.56 0.77 27.53 0| 0 0 0 3200 7.28 0.61 24.39 0| 0 0 0 4000 4.36 0.45 22.51 0| 0 0 0 4800 2.09 0.26 21.74 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 41 90,030 +5 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 74 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 27.63 Underlying Price 40.880 Time to expiry: 11 Days Feb 10 0.01 0.00 31.00 0| 0 0 0 3400 0.01 -0.01 31.69 0| 0 6 0 3600 0.11 -0.10 31.66 0| 0 105 0 3800 0.23 -0.19 30.03 0| 0 3 0 3900 0.46 -0.33 28.44 0| 0 31 0 4000 0.87 -0.51 27.52 0| 0 102 0 4100 1.49 -0.70 27.18 0| 0 186 0 4200 2.28 -0.84 27.18 0| 0 60 0 4300 3.19 -0.92 28.97 0| 0 10 0 4400 4.13 -0.98 26.51 0| 0 0 0 4500 5.12 -1.00 25.97 0| 0 0 0 4600 7.12 -1.00 24.93 0| 0 0 0 4800 11.12 -1.00 23.00 0| 0 0 0 5200 Total 0| 0 503 0 Indicative a-t-m Vol 23.50 Underlying Price 40.880 Time to expiry: 39 Days Mar 10 0.01 0.00 46.00 0| 0 0 0 2076 0.01 0.00 43.85 0| 0 140 0 2265 0.01 0.00 39.02 0| 0 50 0 2642 0.01 0.00 34.24 0| 0 72 0 3020 0.01 -0.01 32.02 0| 0 1,044 0 3208 0.04 -0.03 29.95 0| 0 1,309 0 3397 0.12 -0.07 28.04 0| 0 7,770 0 3586 0.34 -0.17 26.69 0| 0 1,931 0 3774 0.59 -0.27 25.31 0| 0 0 0 3900 0.77 -0.33 24.69 0| 0 3,639 0 3963 1.31 -0.50 23.39 0| 0 0 0 4100 1.58 -0.56 23.08 0| 0 2,292 0 4152 1.87 -0.62 22.80 0| 0 5 0 4200 2.56 -0.74 22.45 0| 0 0 0 4300 3.37 -0.83 22.48 0| 0 1,505 0 4400 4.49 -0.93 21.17 0| 0 98 0 4529 7.12 -1.00 19.98 0| 0 0 0 4800 11.96 -1.00 18.66 0| 0 0 0 5284 23.12 -1.00 19.00 0| 0 0 0 6400 Total 0| 0 19,855 0 Indicative a-t-m Vol 23.82 Underlying Price 40.880 Time to expiry: 67 Days Apr 10 0.18 -0.07 30.72 0| 0 0 0 3400 0.35 -0.13 28.24 0| 0 0 0 3600 0.82 0.69 -0.24 26.42 0.82 0.79 20| 0 100 0 3800 0.94 -0.31 25.27 0| 0 0 0 3900 1.28 -0.39 24.66 0| 0 53 0 4000 1.70 -0.49 23.70 0| 0 0 0 4100 2.24 -0.58 23.22 0| 0 20 0 4200 2.88 -0.68 22.82 0| 0 3 0 4300 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.62 -0.76 22.70 0| 0 0 0 4400 4.43 -0.83 22.49 0| 0 0 0 4500 5.29 -0.89 22.05 0| 0 0 0 4600 7.16 -0.96 21.81 0| 0 0 0 4800 11.12 -1.00 22.00 0| 0 0 0 5200 Total 20| 0 176 0 Indicative a-t-m Vol 23.16 Underlying Price 40.880 Time to expiry: 130 Days Jun 10 0.01 0.00 36.00 0| 0 180 0 1887 0.01 0.00 33.61 0| 0 132 0 2265 0.06 -0.02 30.10 0| 0 0 0 2800 0.14 -0.05 28.77 0| 0 30 0 3020 0.27 -0.08 27.75 0| 0 0 0 3200 0.56 -0.15 27.68 0| 0 901 0 3397 0.92 -0.24 25.90 0| 0 3,010 0 3600 1.40 -0.33 24.59 0| 0 5,143 0 3774 1.49 -0.35 24.43 0| 0 3,102 0 3800 2.34 -0.49 23.28 0| 0 105 0 4000 3.22 -0.60 23.07 0| 0 19 0 4152 4.96 -0.76 22.45 0| 0 2,502 0 4400 6.02 -0.82 22.49 0| 0 142 0 4529 8.44 -0.91 22.43 0| 0 50 0 4800 13.09 -0.99 20.60 0| 0 225 0 5284 20.60 -1.00 19.78 0| 0 0 0 6039 24.20 -1.00 19.64 0| 0 0 0 6400 35.66 -1.00 20.00 0| 0 0 0 7549 Total 0| 0 15,541 0 Indicative a-t-m Vol 23.45 Underlying Price 40.880 Time to expiry: 221 Days Sep 10 0.30 -0.06 32.27 0| 0 4 0 2800 0.68 -0.14 28.71 0| 0 1 0 3200 1.48 -0.27 25.76 0| 0 3,000 0 3600 2.13 -0.37 24.71 0| 0 10 0 3800 2.99 -0.47 23.70 0| 0 10 0 4000 4.12 -0.58 23.13 0| 0 10 0 4200 5.44 -0.69 22.62 0| 0 0 0 4400 6.98 -0.78 22.22 0| 0 0 0 4600 8.68 -0.85 22.13 0| 0 0 0 4800 16.25 -0.98 22.16 0| 0 0 0 5600 24.19 -1.00 22.00 0| 0 0 0 6400 Total 0| 0 3,035 0 Indicative a-t-m Vol 23.91 Underlying Price 40.880 Time to expiry: 312 Days Dec 10 0.02 -0.01 34.00 0| 0 0 0 1887 0.11 -0.02 32.94 0| 0 100 0 2265 0.47 -0.08 30.06 0| 0 30 0 2831 0.69 -0.12 29.03 0| 0 255 0 3020 0.99 -0.16 28.06 0| 0 0 0 3200 1.42 -0.22 27.21 0| 0 6,020 0 3397 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 76 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.92 -0.28 26.13 0| 0 4,633 0 3586 2.56 -0.36 25.21 0| 0 931 0 3774 3.55 -0.46 24.26 0| 0 2,250 0 4000 4.88 -0.57 23.26 0| 0 4,309 0 4246 5.87 -0.64 22.82 0| 0 1,500 0 4400 6.79 -0.70 22.58 0| 0 0 0 4529 8.24 -0.77 22.19 0| 0 60 0 4718 10.60 -0.87 21.33 0| 0 0 0 5000 13.21 -0.93 20.82 0| 0 0 0 5284 16.85 -0.98 20.34 0| 0 0 0 5662 20.58 -0.99 20.09 0| 0 0 0 6039 24.17 -1.00 20.04 0| 0 0 0 6400 35.62 -1.00 21.00 0| 0 0 0 7549 Total 0| 0 20,088 0 Indicative a-t-m Vol 23.75 Underlying Price 40.880 Time to expiry: 494 Days Jun 11 0.27 -0.03 38.92 0| 0 0 0 1887 0.37 -0.05 32.70 0| 0 0 0 2265 1.24 -0.16 27.25 0| 0 0 0 3020 2.15 -0.27 25.46 0| 0 0 0 3397 3.67 -0.39 24.71 0| 0 0 0 3774 5.60 -0.53 23.55 0| 0 0 0 4152 8.04 -0.66 22.80 0| 0 0 0 4529 14.09 -0.86 21.58 0| 0 0 0 5284 17.51 -0.92 21.33 0| 0 0 0 5662 35.68 -1.00 19.55 0| 0 0 0 7549 Total 0| 0 0 0 Indicative a-t-m Vol 24.71 Underlying Price 40.880 Time to expiry: 676 Days Dec 11 0.67 -0.06 42.00 0| 0 0 0 1887 1.23 -0.10 40.00 0| 0 0 0 2265 2.66 -0.18 38.61 0| 0 20 0 2831 3.13 -0.22 37.03 0| 0 0 0 3020 3.59 -0.29 30.66 0| 0 0 0 3397 4.33 -0.38 25.31 0| 0 34 0 3774 4.40 -0.39 25.04 0| 0 1,750 0 3800 5.44 -0.45 24.74 0| 0 0 0 4000 6.91 -0.53 24.66 0| 0 0 0 4246 9.79 -0.68 22.54 0| 0 37 0 4718 17.77 -0.85 23.40 0| 0 0 0 5662 35.56 -0.98 24.00 0| 0 0 0 7549 Total 0| 0 1,841 0 Indicative a-t-m Vol 24.51 Underlying Price 40.880 Time to expiry: 858 Days Jun 12 1.17 -0.11 31.53 0| 0 0 0 2400 2.99 -0.25 27.64 0| 0 0 0 3200 4.42 -0.35 26.05 0| 0 0 0 3600 6.23 -0.46 24.73 0| 0 0 0 4000 8.52 -0.56 23.74 0| 0 0 0 4400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 77 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.12 -0.67 22.65 0| 0 0 0 4800 20.92 -0.87 21.80 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 24.39 Underlying Price 40.880 Time to expiry: 1047 Days Dec 12 1.35 -0.11 30.67 0| 0 0 0 2400 3.32 -0.25 27.37 0| 0 0 0 3200 6.56 -0.44 24.62 0| 0 0 0 4000 8.76 -0.54 23.56 0| 0 0 0 4400 11.29 -0.64 22.51 0| 0 0 0 4800 20.89 -0.84 21.96 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 24.36 Underlying Price 40.880 Time to expiry: 1411 Days Dec 13 2.10 -0.14 31.32 0| 0 0 0 2400 4.24 -0.27 27.48 0| 0 0 0 3200 7.56 -0.44 24.60 0| 0 0 0 4000 12.13 -0.61 22.44 0| 1,000 1,000 +1,000 4800 21.26 -0.80 21.67 0| 0 0 0 6000 Total 0| 1,000 1,000 +1,000 Indicative a-t-m Vol 24.18 Underlying Price 40.880 Time to expiry: 1775 Days Dec 14 2.62 -0.15 31.58 0| 0 0 0 2400 4.79 -0.27 27.53 0| 0 0 0 3200 7.90 -0.42 24.39 0| 0 0 0 4000 12.23 -0.58 22.51 0| 0 0 0 4800 20.91 -0.78 21.74 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 20| 1,000 62,039 +1,000 Grand Total 20| 1,041 152,069 +1,005 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 78 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 23.42 Underlying Price 40.880 Time to expiry: 39 Days Mar 10 20.14 1.00 54.58 0| 0 0 0 2076 18.25 1.00 50.76 0| 0 0 0 2265 17.31 1.00 48.84 0| 0 0 0 2359 14.95 1.00 44.14 0| 0 0 0 2595 12.59 1.00 39.75 0| 0 0 0 2831 10.24 0.99 35.77 0| 0 0 0 3067 8.84 0.99 33.60 0| 0 110 0 3208 7.91 0.98 32.24 0| 0 0 0 3303 6.99 0.97 30.96 0| 0 0 0 3397 5.62 0.94 29.18 0| 0 0 0 3539 3.53 0.83 27.14 0| 0 110 0 3774 3.29 0.81 26.40 0| 0 0 0 3800 2.50 0.73 25.21 0| 0 0 0 3900 1.74 0.61 24.21 0| 0 762 0 4010 1.03 1.22 0.50 23.30 1.03 1.03 100| 0 0 0 4100 0.78 0.38 22.80 0| 0 20,000 0 4200 0.62 0.32 22.60 0| 0 540 0 4246 0.47 0.26 22.45 0| 0 500 0 4300 0.28 0.17 22.61 0| 0 708 0 4400 0.14 0.11 21.48 0| 0 3 0 4482 0.06 0.05 20.98 0| 0 0 0 4600 0.02 0.02 20.58 0| 0 920 0 4718 0.01 0.01 20.36 0| 0 0 0 4800 0.01 0.00 19.88 0| 0 42 0 5190 0.01 0.00 20.48 0| 0 50 0 5662 0.01 0.00 22.18 0| 0 10 0 6133 Total 100| 0 23,755 0 Indicative a-t-m Vol 23.56 Underlying Price 40.880 Time to expiry: 221 Days Sep 10 17.21 0.98 36.52 0| 0 0 0 2265 11.81 0.94 31.38 0| 0 0 0 2831 9.67 0.90 29.48 0| 0 71 0 3067 7.64 0.84 27.63 0| 0 440 0 3303 5.81 0.75 26.32 0| 0 2,400 0 3539 4.20 0.65 25.07 0| 0 7 0 3774 2.85 0.53 23.82 0| 0 270 0 4010 1.83 0.40 23.02 0| 0 507 0 4246 1.31 0.32 22.52 0| 0 2,520 0 4400 1.04 1.11 0.28 22.37 1.04 1.04 200| 0 200 0 4482 0.85 0.23 22.14 0| 0 406 0 4600 0.63 0.18 21.85 0| 0 250 0 4718 0.18 0.07 21.34 0| 0 60 0 5190 0.05 0.02 21.43 0| 0 603 0 5662 0.02 0.01 22.05 0| 0 422 0 6133 Total 200| 0 8,156 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 79 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 23.75 Underlying Price 40.880 Time to expiry: 403 Days Mar 11 17.47 0.97 30.64 0| 0 0 0 2265 12.34 0.91 28.48 0| 0 0 0 2831 10.75 0.87 27.74 0| 0 0 0 3020 8.54 0.80 26.82 0| 0 0 0 3303 6.84 0.73 25.75 0| 0 0 0 3539 5.28 0.65 24.47 0| 0 0 0 3774 4.03 0.56 23.89 0| 0 0 0 4010 3.01 0.46 23.47 0| 0 0 0 4246 2.22 0.38 23.28 0| 0 0 0 4482 1.58 0.29 22.91 0| 0 0 0 4718 0.72 0.16 22.07 0| 0 0 0 5190 0.29 0.08 21.30 0| 0 0 0 5662 0.12 0.04 21.16 0| 0 0 0 6133 Total 0| 0 0 0 Indicative a-t-m Vol 24.21 Underlying Price 40.880 Time to expiry: 585 Days Sep 11 16.74 0.94 31.33 0| 0 0 0 2265 11.96 0.86 28.71 0| 0 0 0 2831 10.48 0.82 27.71 0| 0 0 0 3020 8.45 0.76 26.58 0| 0 0 0 3303 6.59 0.67 25.76 0| 0 0 0 3600 5.61 0.62 25.12 0| 0 0 0 3774 4.46 0.54 24.32 0| 0 0 0 4000 3.48 0.46 24.00 0| 0 0 0 4246 2.50 0.37 23.29 0| 0 0 0 4529 2.00 0.32 23.00 0| 0 0 0 4718 0.99 0.19 22.49 0| 0 0 0 5284 0.62 0.13 22.41 0| 0 0 0 5662 Total 0| 0 0 0 Indicative a-t-m Vol 24.42 Underlying Price 40.880 Time to expiry: 767 Days Mar 12 17.31 0.93 31.84 0| 0 0 0 2265 12.73 0.85 28.90 0| 0 0 0 2831 11.32 0.81 28.07 0| 0 0 0 3020 10.05 0.78 27.25 0| 0 0 0 3200 8.75 0.73 26.43 0| 0 0 0 3397 7.50 0.68 25.70 0| 0 0 0 3600 6.58 0.63 25.38 0| 0 0 0 3774 5.44 0.57 24.65 0| 0 0 0 4000 4.36 0.50 24.01 0| 0 0 0 4246 2.77 0.37 23.18 0| 0 0 0 4718 1.18 0.19 23.19 0| 0 0 0 5662 Total 0| 0 0 0 Indicative a-t-m Vol 23.91 Underlying Price 40.880 Time to expiry: 956 Days Sep 12 16.70 0.91 31.70 0| 0 0 0 2265 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 80 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.97 0.79 27.33 0| 0 0 0 3020 6.56 0.62 24.97 0| 0 0 0 3774 5.44 0.56 24.15 0| 0 0 0 4000 3.41 0.42 22.73 0| 0 0 0 4529 1.42 0.21 23.07 0| 0 0 0 5662 Total 0| 0 0 0 Indicative a-t-m Vol 23.51 Underlying Price 40.880 Time to expiry: 1131 Days Mar 13 16.07 0.89 30.23 0| 0 0 0 2400 10.40 0.76 26.28 0| 0 0 0 3200 6.02 0.58 23.67 0| 0 0 0 4000 3.22 0.39 22.24 0| 0 0 0 4800 1.38 0.20 22.58 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 23.15 Underlying Price 40.880 Time to expiry: 1320 Days Sep 13 15.39 0.87 29.78 0| 0 0 0 2400 9.94 0.74 25.77 0| 0 0 0 3200 5.85 0.56 23.30 0| 0 0 0 4000 3.21 0.38 21.91 0| 0 0 0 4800 1.47 0.21 22.34 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 23.29 Underlying Price 40.880 Time to expiry: 1502 Days Mar 14 15.88 0.87 29.20 0| 0 0 0 2400 10.58 0.75 25.59 0| 0 0 0 3200 6.58 0.58 23.46 0| 0 0 0 4000 3.79 0.42 21.91 0| 0 0 0 4800 1.84 0.24 22.06 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 22.97 Underlying Price 40.880 Time to expiry: 1684 Days Sep 14 15.18 0.86 28.93 0| 0 0 0 2400 10.16 0.74 25.29 0| 0 0 0 3200 6.37 0.58 23.16 0| 0 0 0 4000 3.67 0.41 21.43 0| 0 0 0 4800 1.79 0.24 21.51 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 300| 0 31,911 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 81 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 23.42 Underlying Price 40.880 Time to expiry: 39 Days Mar 10 0.01 0.00 54.58 0| 0 0 0 2076 0.01 0.00 50.76 0| 0 0 0 2265 0.01 0.00 48.84 0| 0 0 0 2359 0.01 0.00 44.14 0| 0 0 0 2595 0.01 0.00 39.75 0| 0 30 0 2831 0.01 -0.01 35.77 0| 0 5 0 3067 0.02 -0.01 33.60 0| 0 28 0 3208 0.03 -0.02 32.24 0| 0 10 0 3303 0.05 -0.03 30.96 0| 0 4 0 3397 0.11 -0.06 29.18 0| 0 828 0 3539 0.36 -0.17 27.14 0| 0 635 0 3774 0.38 -0.19 26.40 0| 0 20,000 0 3800 0.59 -0.27 25.21 0| 0 0 0 3900 1.15 0.93 -0.39 24.21 1.15 1.15 1,000| 0 2,872 0 4010 1.30 -0.50 23.30 0| 0 24 0 4100 1.87 -0.62 22.80 0| 0 100 0 4200 2.17 -0.68 22.60 0| 0 2,396 0 4246 2.56 -0.74 22.45 0| 0 200 0 4300 3.36 -0.83 22.61 0| 0 0 0 4400 4.05 -0.89 21.48 0| 0 0 0 4482 5.14 -0.95 20.98 0| 0 0 0 4600 6.28 -0.98 20.58 0| 0 60 0 4718 7.09 -0.99 20.36 0| 0 0 0 4800 10.98 -1.00 19.88 0| 0 50 0 5190 15.70 -1.00 20.48 0| 0 0 0 5662 20.40 -1.00 22.18 0| 0 0 0 6133 Total 1,000| 0 27,242 0 Indicative a-t-m Vol 23.56 Underlying Price 40.880 Time to expiry: 221 Days Sep 10 0.07 -0.02 36.52 0| 0 0 0 2265 0.29 -0.06 31.38 0| 0 0 0 2831 0.50 -0.10 29.48 0| 0 400 0 3067 0.81 -0.16 27.63 0| 0 1,694 0 3303 1.32 -0.25 26.32 0| 0 17,578 0 3539 2.05 -0.35 25.07 0| 0 2,640 0 3774 3.04 -0.47 23.82 0| 0 2,255 0 4010 4.36 -0.60 23.02 0| 0 1,670 0 4246 5.38 -0.68 22.52 0| 0 0 0 4400 5.99 -0.72 22.37 0| 0 1,500 0 4482 6.90 -0.77 22.14 0| 0 30 0 4600 7.85 -0.82 21.85 0| 0 10 0 4718 12.10 -0.93 21.34 0| 0 0 0 5190 16.65 -0.98 21.43 0| 0 0 0 5662 21.30 -0.99 22.05 0| 0 0 0 6133 Total 0| 0 27,777 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 82 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 23.75 Underlying Price 40.880 Time to expiry: 403 Days Mar 11 0.14 -0.03 30.64 0| 0 0 0 2265 0.59 -0.09 28.48 0| 0 0 0 2831 0.86 -0.13 27.74 0| 0 0 0 3020 1.44 -0.20 26.82 0| 0 0 0 3303 2.06 -0.27 25.75 0| 0 0 0 3539 2.82 -0.35 24.47 0| 0 0 0 3774 3.89 -0.44 23.89 0| 0 0 0 4010 5.20 -0.54 23.47 0| 0 0 0 4246 6.73 -0.62 23.28 0| 0 4,210 0 4482 8.41 -0.71 22.91 0| 0 0 0 4718 12.20 -0.84 22.07 0| 0 0 0 5190 16.42 -0.92 21.30 0| 0 0 0 5662 20.89 -0.96 21.16 0| 0 0 0 6133 Total 0| 0 4,210 0 Indicative a-t-m Vol 24.21 Underlying Price 40.880 Time to expiry: 585 Days Sep 11 0.42 -0.06 31.33 0| 0 0 0 2265 1.16 -0.14 28.71 0| 0 0 0 2831 1.52 -0.18 27.71 0| 0 0 0 3020 2.24 -0.24 26.58 0| 0 0 0 3303 3.27 -0.33 25.76 0| 0 0 0 3600 3.99 -0.38 25.12 0| 0 0 0 3774 5.04 -0.46 24.32 0| 0 0 0 4000 6.45 -0.54 24.00 0| 0 0 0 4246 8.22 -0.63 23.29 0| 0 0 0 4529 9.57 -0.68 23.00 0| 0 0 0 4718 14.07 -0.81 22.49 0| 0 0 0 5284 17.37 -0.87 22.41 0| 0 0 0 5662 Total 0| 0 0 0 Indicative a-t-m Vol 24.42 Underlying Price 40.880 Time to expiry: 767 Days Mar 12 0.69 -0.07 31.84 0| 0 0 0 2265 1.55 -0.15 28.90 0| 0 0 0 2831 1.95 -0.19 28.07 0| 0 0 0 3020 2.42 -0.22 27.25 0| 0 0 0 3200 3.00 -0.27 26.43 0| 0 0 0 3397 3.70 -0.32 25.70 0| 0 0 0 3600 4.46 -0.37 25.38 0| 0 0 0 3774 5.48 -0.43 24.65 0| 0 0 0 4000 6.77 -0.50 24.01 0| 0 0 0 4246 9.71 -0.63 23.18 0| 0 0 0 4718 17.19 -0.81 23.19 0| 0 0 0 5662 Total 0| 0 0 0 Indicative a-t-m Vol 23.91 Underlying Price 40.880 Time to expiry: 956 Days Sep 12 1.03 -0.09 31.70 0| 0 80 0 2265 2.44 -0.21 27.33 0| 0 0 0 3020 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.16 -0.38 24.97 0| 0 0 0 3774 6.17 -0.44 24.15 0| 0 0 0 4000 9.14 -0.58 22.73 0| 0 0 0 4529 17.86 -0.79 23.07 0| 0 0 0 5662 Total 0| 0 80 0 Indicative a-t-m Vol 23.51 Underlying Price 40.880 Time to expiry: 1131 Days Mar 13 1.38 -0.11 30.23 0| 0 0 0 2400 3.17 -0.24 26.28 0| 0 0 0 3200 6.26 -0.42 23.67 0| 0 0 0 4000 10.93 -0.61 22.24 0| 0 0 0 4800 20.28 -0.80 22.58 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 23.15 Underlying Price 40.880 Time to expiry: 1320 Days Sep 13 1.72 -0.13 29.78 0| 0 0 0 2400 3.65 -0.26 25.77 0| 0 0 0 3200 6.94 -0.44 23.30 0| 0 0 0 4000 11.67 -0.62 21.91 0| 0 0 0 4800 20.99 -0.79 22.34 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 23.30 Underlying Price 40.880 Time to expiry: 1502 Days Mar 14 1.80 -0.13 29.20 0| 0 0 0 2400 3.74 -0.25 25.59 0| 0 0 0 3200 6.98 -0.42 23.47 0| 0 0 0 4000 11.43 -0.58 21.91 0| 0 0 0 4800 20.34 -0.76 22.06 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 22.97 Underlying Price 40.880 Time to expiry: 1684 Days Sep 14 2.04 -0.14 28.93 0| 0 0 0 2400 4.09 -0.26 25.29 0| 0 0 0 3200 7.37 -0.42 23.16 0| 0 0 0 4000 11.73 -0.59 21.43 0| 0 0 0 4800 20.45 -0.76 21.51 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 1,000| 0 59,309 0 Grand Total 1,300| 0 91,220 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 84 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 32.83 Underlying Price 40.215 Time to expiry: 11 Days Feb 10 10.22 1.00 37.00 0| 0 0 0 3000 8.22 1.00 35.41 0| 0 0 0 3200 6.22 1.00 34.43 0| 0 0 0 3400 4.25 0.97 33.82 0| 0 0 0 3600 3.31 0.92 33.61 0| 0 0 0 3700 2.45 0.83 33.62 0| 0 0 0 3800 1.70 0.70 33.58 0| 0 0 0 3900 1.07 0.55 32.85 0| 0 0 0 4000 0.63 0.39 32.78 0| 0 0 0 4100 0.33 0.24 32.57 0| 0 0 0 4200 0.16 0.13 32.39 0| 0 800 0 4300 0.08 0.07 33.17 0| 0 0 0 4400 0.01 0.01 32.01 0| 0 0 0 4600 0.01 0.00 31.38 0| 0 0 0 4800 0.01 0.00 29.50 0| 0 0 0 5200 Total 0| 0 800 0 Indicative a-t-m Vol 26.64 Underlying Price 40.215 Time to expiry: 39 Days Mar 10 20.23 1.00 42.50 0| 0 0 0 2000 18.23 1.00 40.45 0| 0 0 0 2200 16.23 1.00 38.41 0| 0 0 0 2400 14.23 1.00 36.46 0| 0 0 0 2600 12.24 1.00 34.63 0| 0 1 0 2800 10.24 1.00 32.95 0| 0 3 0 3000 8.26 0.99 31.42 0| 0 3 0 3200 6.31 0.96 30.05 0| 0 50 0 3400 4.46 0.89 28.84 0| 0 126 0 3600 2.83 0.75 28.03 0| 0 80 0 3800 2.14 0.65 27.32 0| 0 0 0 3900 1.54 0.55 26.72 0| 0 3 0 4000 1.06 0.43 26.36 0| 0 0 0 4100 0.70 0.32 25.90 0| 0 1 0 4200 0.44 0.23 25.72 0| 0 50 0 4300 0.26 0.15 25.37 0| 0 224 0 4400 0.08 0.06 25.23 0| 0 150 0 4600 0.02 0.02 24.54 0| 0 300 0 4800 0.01 0.00 24.10 0| 0 0 0 5200 0.01 0.00 24.05 0| 0 0 0 5600 0.01 0.00 25.00 0| 0 0 0 6400 Total 0| 0 991 0 Indicative a-t-m Vol 25.38 Underlying Price 40.215 Time to expiry: 67 Days Apr 10 6.47 0.92 30.00 0| 0 0 0 3400 4.69 0.84 27.81 0| 0 0 0 3600 3.13 0.71 26.32 0| 0 0 0 3800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 85 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.47 0.63 25.87 0| 0 0 0 3900 1.89 0.55 25.46 0| 0 0 0 4000 1.41 0.46 25.10 0| 0 0 0 4100 1.02 0.37 24.78 0| 0 0 0 4200 0.72 0.29 24.55 0| 0 0 0 4300 0.48 0.21 24.15 0| 0 0 0 4400 0.21 0.11 23.95 0| 0 0 0 4600 0.07 0.04 23.37 0| 0 0 0 4800 0.01 0.00 22.00 0| 0 0 0 5200 Total 0| 0 0 0 Indicative a-t-m Vol 26.92 Underlying Price 40.215 Time to expiry: 130 Days Jun 10 24.26 1.00 41.00 0| 0 0 0 1600 20.28 1.00 38.81 0| 0 0 0 2000 18.29 1.00 37.37 0| 0 0 0 2200 16.30 1.00 35.89 0| 0 0 0 2400 12.38 0.98 33.07 0| 0 0 0 2800 10.46 0.96 31.78 0| 0 0 0 3000 8.61 0.92 30.61 0| 0 0 0 3200 6.87 0.86 29.56 0| 0 50 0 3400 5.28 0.78 28.81 0| 0 1 0 3600 3.87 0.67 27.71 0| 0 0 0 3800 2.70 0.55 26.99 0| 0 50 0 4000 1.79 0.43 26.38 0| 0 115 0 4200 0.97 1.13 0.31 25.98 0.97 0.97 6| 0 50 0 4400 0.40 0.14 25.54 0| 0 102 0 4800 0.03 0.02 25.09 0| 0 0 0 5600 0.01 0.00 25.42 0| 0 0 0 6000 0.01 0.00 26.00 0| 0 0 0 6400 Total 6| 0 368 0 Indicative a-t-m Vol 27.96 Underlying Price 40.215 Time to expiry: 221 Days Sep 10 16.39 0.98 39.88 0| 0 0 0 2400 12.58 0.94 36.06 0| 0 0 0 2800 9.01 0.86 32.70 0| 0 0 0 3200 5.87 0.73 29.97 0| 0 0 0 3600 4.56 0.65 28.90 0| 0 0 0 3800 3.45 0.55 28.05 0| 0 0 0 4000 2.52 0.45 27.23 0| 0 0 0 4200 1.81 0.36 26.72 0| 0 0 0 4400 0.86 0.21 26.00 0| 0 0 0 4800 0.17 0.05 25.50 0| 0 0 0 5600 0.05 0.02 27.89 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 29.55 Underlying Price 40.215 Time to expiry: 312 Days Dec 10 24.27 1.00 42.00 0| 0 0 0 1600 20.32 0.99 40.50 0| 0 0 0 2000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 86 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.45 0.97 37.51 0| 0 0 0 2400 12.78 0.92 35.00 0| 0 0 0 2800 9.47 0.82 32.97 0| 0 0 0 3200 6.60 0.70 31.00 0| 0 0 0 3600 5.40 0.63 30.31 0| 0 0 0 3800 4.34 0.56 29.60 0| 0 0 0 4000 3.44 0.48 29.11 0| 0 0 0 4200 2.68 0.41 28.63 0| 0 0 0 4400 1.58 0.28 27.80 0| 0 0 0 4800 0.48 0.11 27.06 0| 0 0 0 5600 0.27 0.07 27.00 0| 0 0 0 6000 0.16 0.04 27.32 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 28.16 Underlying Price 40.215 Time to expiry: 494 Days Jun 11 20.47 0.97 39.37 0| 0 0 0 2000 16.82 0.93 36.63 0| 0 0 0 2400 13.45 0.87 34.27 0| 0 0 0 2800 10.38 0.79 32.13 0| 0 0 0 3200 7.72 0.69 30.41 0| 0 0 0 3600 5.36 0.58 28.22 0| 0 0 0 4000 3.65 0.46 27.19 0| 0 0 0 4400 2.31 0.34 25.97 0| 0 0 0 4800 0.59 0.12 25.44 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 29.24 Underlying Price 40.215 Time to expiry: 676 Days Dec 11 17.20 0.91 37.00 0| 0 0 0 2400 11.25 0.78 33.50 0| 0 0 0 3200 6.39 0.59 29.28 0| 0 0 0 4000 4.75 0.49 28.58 0| 0 0 0 4400 3.36 0.39 27.53 0| 0 0 0 4800 1.11 0.17 26.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 6| 0 2,159 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 87 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 33.48 Underlying Price 40.215 Time to expiry: 11 Days Feb 10 0.01 0.00 37.00 0| 0 0 0 3000 0.01 0.00 36.50 0| 0 0 0 3200 0.01 0.00 35.93 0| 0 0 0 3400 0.04 -0.04 35.33 0| 0 0 0 3600 0.12 -0.09 35.63 0| 0 0 0 3700 0.25 -0.17 34.66 0| 0 10 0 3800 0.49 -0.30 34.17 0| 0 0 0 3900 0.87 -0.45 33.53 0| 0 0 0 4000 1.42 -0.61 33.30 0| 0 0 0 4100 2.12 -0.75 33.19 0| 0 0 0 4200 2.96 -0.86 33.86 0| 0 0 0 4300 3.85 -0.93 32.65 0| 0 0 0 4400 5.79 -0.99 31.91 0| 0 0 0 4600 7.79 -1.00 31.15 0| 0 0 0 4800 11.79 -1.00 29.50 0| 0 0 0 5200 Total 0| 0 10 0 Indicative a-t-m Vol 27.10 Underlying Price 40.215 Time to expiry: 39 Days Mar 10 0.01 0.00 42.50 0| 0 0 0 2000 0.01 0.00 42.25 0| 0 0 0 2200 0.01 0.00 41.15 0| 0 0 0 2400 0.01 0.00 39.58 0| 0 0 0 2600 0.01 0.00 37.76 0| 0 0 0 2800 0.01 -0.01 35.84 0| 0 4 0 3000 0.03 -0.02 33.93 0| 0 2 0 3200 0.10 -0.05 32.43 0| 0 58 0 3400 0.26 -0.12 30.28 0| 0 72 0 3600 0.62 -0.26 28.68 0| 0 130 0 3800 0.92 -0.35 27.83 0| 0 0 0 3900 1.33 -0.46 27.20 0| 0 50 0 4000 1.85 -0.57 26.76 0| 0 50 0 4100 2.49 -0.67 26.42 0| 0 100 0 4200 3.22 -0.77 26.07 0| 0 0 0 4300 4.02 -0.85 25.23 0| 0 50 0 4400 5.84 -0.95 24.41 0| 0 0 0 4600 7.79 -0.99 23.78 0| 0 0 0 4800 11.79 -1.00 23.07 0| 0 0 0 5200 15.79 -1.00 23.08 0| 0 0 0 5600 23.79 -1.00 25.00 0| 0 0 0 6400 Total 0| 0 516 0 Indicative a-t-m Vol 25.91 Underlying Price 40.215 Time to expiry: 67 Days Apr 10 0.23 -0.09 30.36 0| 0 0 0 3400 0.47 -0.17 28.56 0| 0 0 0 3600 0.91 -0.29 27.08 0| 0 0 0 3800 1.25 -0.37 26.50 0| 0 0 0 3900 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 88 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.67 -0.46 25.99 0| 0 20 0 4000 2.18 -0.54 25.62 0| 0 0 0 4100 2.80 -0.63 25.45 0| 0 3 0 4200 3.50 -0.71 25.26 0| 0 0 0 4300 4.26 -0.78 24.85 0| 0 0 0 4400 5.96 -0.89 24.29 0| 0 0 0 4600 7.83 -0.96 23.67 0| 0 0 0 4800 11.79 -1.00 22.00 0| 0 0 0 5200 Total 0| 0 23 0 Indicative a-t-m Vol 24.60 Underlying Price 40.215 Time to expiry: 130 Days Jun 10 0.01 0.00 41.00 0| 0 0 0 1600 0.01 0.00 43.27 0| 0 0 0 2000 0.02 -0.01 42.13 0| 0 0 0 2200 0.05 -0.01 40.30 0| 0 0 0 2400 0.15 -0.04 35.79 0| 0 0 0 2800 0.25 -0.07 33.48 0| 0 200 0 3000 0.40 -0.10 31.06 0| 0 50 0 3200 0.65 -0.16 29.16 0| 0 50 0 3400 1.04 -0.25 27.52 0| 0 302 0 3600 1.64 -0.36 26.07 0| 0 300 0 3800 2.48 -0.49 24.73 0| 0 18 0 4000 3.58 -0.63 23.52 0| 0 50 0 4200 4.91 -0.76 21.86 0| 0 100 0 4400 8.23 -0.99 13.48 0| 0 100 0 4800 16.20 -0.99 22.12 0| 0 0 0 5600 20.18 -1.00 23.68 0| 0 0 0 6000 24.16 -1.00 26.00 0| 0 0 0 6400 Total 0| 0 1,170 0 Indicative a-t-m Vol 27.40 Underlying Price 40.215 Time to expiry: 221 Days Sep 10 0.18 -0.03 38.80 0| 0 0 0 2400 0.41 -0.08 34.88 0| 0 0 0 2800 0.89 -0.16 31.61 0| 0 20 0 3200 1.83 -0.29 29.22 0| 0 0 0 3600 2.56 -0.37 28.37 0| 0 0 0 3800 3.47 -0.47 27.48 0| 0 0 0 4000 4.57 -0.56 26.73 0| 0 0 0 4200 5.86 -0.65 26.18 0| 0 0 0 4400 8.94 -0.81 25.41 0| 0 0 0 4800 16.32 -0.95 25.93 0| 0 0 0 5600 24.17 -0.98 28.00 0| 0 0 0 6400 Total 0| 0 20 0 Indicative a-t-m Vol 29.55 Underlying Price 40.215 Time to expiry: 312 Days Dec 10 0.03 -0.01 42.00 0| 0 0 0 1600 0.13 -0.02 40.50 0| 0 0 0 2000 0.33 -0.05 37.51 0| 0 0 0 2400 0.73 -0.10 35.00 0| 0 0 0 2800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 89 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.46 -0.19 32.97 0| 0 0 0 3200 2.61 -0.31 31.00 0| 0 0 0 3600 3.41 -0.38 30.31 0| 0 0 0 3800 4.34 -0.45 29.60 0| 0 0 0 4000 5.44 -0.52 29.11 0| 0 0 0 4200 6.68 -0.60 28.63 0| 0 0 0 4400 9.57 -0.73 27.80 0| 0 0 0 4800 16.51 -0.90 27.06 0| 0 0 0 5600 20.31 -0.95 27.00 0| 0 0 0 6000 24.20 -0.97 27.32 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 28.16 Underlying Price 40.215 Time to expiry: 494 Days Jun 11 0.34 -0.04 39.37 0| 0 0 0 2000 0.69 -0.08 36.63 0| 0 0 0 2400 1.27 -0.13 34.27 0| 0 0 0 2800 2.13 -0.21 32.13 0| 0 0 0 3200 3.42 -0.31 30.41 0| 0 0 0 3600 5.01 -0.43 28.22 0| 0 0 0 4000 7.27 -0.56 27.19 0| 0 0 0 4400 9.94 -0.68 25.97 0| 0 0 0 4800 20.35 -0.92 25.44 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 29.24 Underlying Price 40.215 Time to expiry: 676 Days Dec 11 1.17 -0.10 37.00 0| 0 0 0 2400 3.07 -0.23 33.50 0| 0 0 0 3200 6.03 -0.42 29.28 0| 0 0 0 4000 8.31 -0.52 28.58 0| 0 0 0 4400 10.86 -0.62 27.53 0| 0 0 0 4800 20.58 -0.87 26.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 0 1,739 0 Grand Total 6| 0 3,898 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 90 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 26.64 Underlying Price 40.215 Time to expiry: 39 Days Mar 10 24.22 1.00 46.11 0| 0 0 0 1600 20.22 1.00 42.50 0| 0 0 0 2000 18.22 1.00 40.45 0| 0 0 0 2200 16.22 1.00 38.41 0| 0 0 0 2400 14.23 1.00 36.46 0| 0 0 0 2600 12.23 1.00 34.63 0| 0 0 0 2800 10.23 1.00 32.95 0| 0 2 0 3000 8.25 0.99 31.42 0| 0 3 0 3200 6.30 0.96 30.05 0| 0 2 0 3400 4.45 0.89 28.84 0| 0 2 0 3600 2.83 0.75 28.03 0| 0 0 0 3800 2.13 0.65 27.32 0| 0 0 0 3900 1.54 0.54 26.72 0| 0 90 0 4000 1.06 0.43 26.36 0| 0 0 0 4100 0.70 0.32 25.90 0| 0 0 0 4200 0.44 0.23 25.72 0| 0 0 0 4300 0.26 0.15 25.37 0| 0 0 0 4400 0.08 0.06 25.23 0| 0 0 0 4600 0.02 0.02 24.54 0| 0 0 0 4800 0.01 0.00 24.10 0| 0 0 0 5200 0.01 0.00 24.05 0| 0 0 0 5600 0.01 0.00 24.37 0| 0 0 0 6000 0.01 0.00 25.00 0| 0 0 0 6400 Total 0| 0 99 0 Indicative a-t-m Vol 27.96 Underlying Price 40.215 Time to expiry: 221 Days Sep 10 23.73 1.00 46.00 0| 0 0 0 1600 19.81 0.99 43.67 0| 0 0 0 2000 15.97 0.96 39.88 0| 0 0 0 2400 12.26 0.92 36.06 0| 0 0 0 2800 8.79 0.84 32.70 0| 0 0 0 3200 5.75 0.71 29.97 0| 0 0 0 3600 4.48 0.63 28.90 0| 0 0 0 3800 3.40 0.54 28.05 0| 0 0 0 4000 2.49 0.45 27.23 0| 0 0 0 4200 1.79 0.36 26.72 0| 0 500 0 4400 0.86 0.21 26.00 0| 0 0 0 4800 0.17 0.05 25.50 0| 0 540 0 5600 0.12 0.04 27.70 0| 0 1,003 0 6000 0.05 0.02 27.89 0| 0 1 0 6400 Total 0| 0 2,044 0 Indicative a-t-m Vol 30.70 Underlying Price 40.215 Time to expiry: 403 Days Mar 11 20.14 0.97 40.00 0| 0 0 0 2000 16.49 0.94 37.21 0| 0 0 0 2400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 91 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.08 0.88 35.10 0| 0 0 0 2800 10.00 0.80 33.45 0| 0 0 0 3200 7.37 0.69 32.00 0| 0 0 0 3600 5.18 0.57 30.75 0| 0 0 0 4000 3.51 0.45 29.76 0| 0 0 0 4400 2.26 0.33 28.86 0| 0 0 0 4800 0.49 0.10 27.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.28 Underlying Price 40.215 Time to expiry: 585 Days Sep 11 16.79 0.91 38.00 0| 0 0 0 2400 10.77 0.77 33.88 0| 0 0 0 3200 8.29 0.68 32.52 0| 0 0 0 3600 6.24 0.58 31.34 0| 0 0 0 4000 4.56 0.48 30.28 0| 0 0 0 4400 3.25 0.39 29.42 0| 0 0 0 4800 1.07 0.17 28.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 2,143 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 92 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 27.10 Underlying Price 40.215 Time to expiry: 39 Days Mar 10 0.01 0.00 38.07 0| 0 23 0 1600 0.01 0.00 42.50 0| 0 0 0 2000 0.01 0.00 42.25 0| 0 0 0 2200 0.01 0.00 41.15 0| 0 2 0 2400 0.01 0.00 39.58 0| 0 18 0 2600 0.01 0.00 37.76 0| 0 5 0 2800 0.01 -0.01 35.84 0| 0 0 0 3000 0.03 -0.02 33.93 0| 0 20 0 3200 0.10 -0.05 32.43 0| 0 0 0 3400 0.26 -0.12 30.28 0| 0 960 0 3600 0.62 -0.26 28.68 0| 0 0 0 3800 0.92 -0.35 27.83 0| 0 0 0 3900 1.33 -0.46 27.20 0| 0 0 0 4000 1.85 -0.57 26.76 0| 0 0 0 4100 2.49 -0.67 26.42 0| 0 0 0 4200 3.21 -0.77 26.07 0| 0 0 0 4300 4.02 -0.85 25.23 0| 0 0 0 4400 5.83 -0.95 24.41 0| 0 0 0 4600 7.77 -0.99 23.78 0| 0 0 0 4800 11.76 -1.00 23.07 0| 0 0 0 5200 15.75 -1.00 23.08 0| 0 0 0 5600 19.75 -1.00 23.74 0| 0 0 0 6000 23.75 -1.00 25.00 0| 0 0 0 6400 Total 0| 0 1,028 0 Indicative a-t-m Vol 27.40 Underlying Price 40.215 Time to expiry: 221 Days Sep 10 0.02 0.00 46.00 0| 0 2 0 1600 0.06 -0.01 42.79 0| 0 2,565 0 2000 0.18 -0.03 38.80 0| 0 510 0 2400 0.41 -0.08 34.88 0| 0 0 0 2800 0.89 -0.15 31.61 0| 0 500 0 3200 1.83 -0.29 29.22 0| 0 500 0 3600 2.55 -0.37 28.37 0| 0 510 0 3800 3.45 -0.46 27.48 0| 0 0 0 4000 4.54 -0.56 26.73 0| 0 0 0 4200 5.83 -0.65 26.18 0| 0 0 0 4400 8.87 -0.80 25.41 0| 0 0 0 4800 16.20 -0.94 25.93 0| 0 0 0 5600 20.08 -0.97 26.76 0| 0 0 0 6000 24.02 -0.98 28.00 0| 0 0 0 6400 Total 0| 0 4,587 0 Indicative a-t-m Vol 30.70 Underlying Price 40.215 Time to expiry: 403 Days Mar 11 0.23 -0.03 40.00 0| 0 0 0 2000 0.52 -0.06 37.21 0| 0 0 0 2400 1.05 -0.12 35.10 0| 0 0 0 2800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.91 -0.20 33.45 0| 0 0 0 3200 3.22 -0.31 32.00 0| 0 0 0 3600 4.97 -0.43 30.75 0| 0 0 0 4000 7.24 -0.55 29.76 0| 0 0 0 4400 9.93 -0.67 28.86 0| 0 0 0 4800 19.98 -0.90 27.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.23 Underlying Price 40.215 Time to expiry: 585 Days Sep 11 1.03 -0.09 38.00 0| 0 0 0 2400 2.80 -0.23 33.88 0| 0 0 0 3200 4.21 -0.32 32.52 0| 0 0 0 3600 6.06 -0.42 31.34 0| 0 0 0 4000 8.08 -0.52 29.28 0| 0 0 0 4400 10.53 -0.63 27.75 0| 0 0 0 4800 20.36 -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 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 94 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 58.24 Underlying Price 4.213 Time to expiry: 11 Days Feb 10 0.84 0.91 92.45 0| 0 0 0 340 0.65 0.88 78.45 0| 0 0 0 360 0.47 0.82 68.45 0| 0 0 0 380 0.31 0.70 62.55 0| 0 0 0 400 0.24 0.62 60.54 0| 0 0 0 410 0.18 0.53 58.42 0| 0 0 0 420 0.13 0.44 56.64 0| 0 0 0 430 0.10 0.35 56.18 0| 0 36 0 440 0.07 0.28 56.18 0| 0 25 0 450 0.05 0.21 56.18 0| 0 0 0 460 0.03 0.15 56.18 0| 0 0 0 470 0.02 0.11 56.18 0| 0 66 0 480 0.01 0.08 56.41 0| 0 22 0 490 0.01 0.05 56.88 0| 0 0 0 500 0.01 0.02 57.11 0| 0 0 0 520 0.01 0.01 58.04 0| 0 0 0 540 0.01 0.00 57.72 0| 0 0 0 560 0.01 0.00 62.67 0| 0 0 0 600 0.01 0.00 66.94 0| 0 0 0 640 0.01 0.00 70.00 0| 0 0 0 680 Total 0| 0 149 0 Indicative a-t-m Vol 53.24 Underlying Price 4.213 Time to expiry: 39 Days Mar 10 3.01 1.00 98.00 0| 0 0 0 120 2.61 1.00 93.73 0| 0 0 0 160 2.22 1.00 86.43 0| 0 0 0 200 2.02 0.99 82.57 0| 0 0 0 220 1.82 0.99 78.76 0| 0 0 0 240 1.62 0.98 75.08 0| 0 0 0 260 1.43 0.97 71.56 0| 0 0 0 280 1.24 0.95 68.24 0| 0 0 0 300 1.05 0.92 65.11 0| 0 0 0 320 0.87 0.88 62.18 0| 0 0 0 340 0.70 0.82 58.36 0| 0 0 0 360 0.55 0.74 56.23 0| 0 0 0 380 0.43 0.65 56.80 0| 0 0 0 400 0.36 0.60 54.33 0| 0 0 0 410 0.30 0.54 53.53 0| 0 0 0 420 0.24 0.49 50.62 0| 0 0 0 430 0.20 0.43 48.99 0| 0 30 0 440 0.16 0.37 48.14 0| 0 0 0 450 0.14 0.33 49.91 0| 0 40 0 460 0.10 0.27 47.00 0| 0 0 0 470 0.08 0.22 46.81 0| 0 0 0 480 0.06 0.18 46.01 0| 0 0 0 490 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.04 0.14 45.25 0| 0 0 0 500 0.02 0.08 43.84 0| 0 0 0 520 0.01 0.02 41.38 0| 0 4 0 560 0.01 0.00 39.39 0| 0 260 0 600 0.01 0.00 37.81 0| 0 5,286 0 640 0.01 0.00 36.61 0| 0 30 0 680 0.01 0.00 35.74 0| 0 63 0 720 0.01 0.00 34.88 0| 0 0 0 800 0.01 0.00 35.01 0| 0 64 0 880 0.01 0.00 36.00 0| 0 161 0 960 Total 0| 0 5,938 0 Indicative a-t-m Vol 47.51 Underlying Price 4.213 Time to expiry: 67 Days Apr 10 0.88 0.87 48.26 0| 0 0 0 340 0.73 0.80 50.43 0| 0 0 0 360 0.60 0.72 50.93 0| 0 0 0 380 0.47 0.64 49.67 0| 0 0 0 400 0.41 0.60 48.88 0| 0 0 0 410 0.35 0.55 47.51 0| 0 0 0 420 0.31 0.50 47.54 0| 0 0 0 430 0.25 0.45 44.44 0| 0 0 0 440 0.22 0.41 45.81 0| 0 0 0 450 0.17 0.35 42.60 0| 0 0 0 460 0.13 0.30 41.56 0| 0 0 0 470 0.11 0.26 41.17 0| 0 0 0 480 0.09 0.22 40.34 0| 0 0 0 490 0.06 0.18 39.12 0| 0 0 0 500 0.04 0.11 37.67 0| 0 0 0 520 0.01 0.04 36.49 0| 0 0 0 560 0.01 0.02 38.00 0| 0 0 0 600 Total 0| 0 0 0 Indicative a-t-m Vol 45.82 Underlying Price 4.213 Time to expiry: 130 Days Jun 10 3.42 1.00 80.00 0| 0 0 0 80 3.02 1.00 79.01 0| 0 0 0 120 2.62 0.99 73.97 0| 0 0 0 160 2.23 0.98 68.37 0| 0 0 0 200 1.85 0.96 63.10 0| 0 0 0 240 1.49 0.92 58.38 0| 0 0 0 280 1.14 0.85 53.96 0| 0 0 0 320 0.84 0.75 51.00 0| 0 0 0 360 0.70 0.69 49.08 0| 0 0 0 380 0.57 0.63 47.12 0| 0 0 0 400 0.46 0.56 45.91 0| 0 0 0 420 0.36 0.49 44.22 0| 0 0 0 440 0.30 0.42 44.34 0| 0 0 0 460 0.23 0.36 43.78 0| 0 3 0 480 0.11 0.22 39.25 0| 0 120 0 520 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.06 0.13 38.77 0| 0 20 0 560 0.03 0.07 37.33 0| 0 258 0 600 0.01 0.03 36.13 0| 0 2,030 0 640 0.01 0.01 35.13 0| 0 0 0 680 0.01 0.01 34.31 0| 0 920 0 720 0.01 0.00 33.17 0| 0 3,000 0 800 0.01 0.00 32.57 0| 0 50 0 880 0.01 0.00 32.42 0| 0 1,089 0 960 0.01 0.00 32.49 0| 0 26 0 1000 0.01 0.00 34.00 0| 0 405 0 1200 Total 0| 0 7,921 0 Indicative a-t-m Vol 44.57 Underlying Price 4.213 Time to expiry: 221 Days Sep 10 1.54 0.88 54.51 0| 0 0 0 280 1.22 0.82 51.12 0| 0 0 0 320 0.94 0.73 48.13 0| 0 0 0 360 0.81 0.68 46.64 0| 0 0 0 380 0.69 0.63 45.40 0| 0 0 0 400 0.59 0.58 44.67 0| 0 0 0 420 0.48 0.52 42.80 0| 0 0 0 440 0.42 0.47 43.40 0| 0 0 0 460 0.33 0.41 41.08 0| 0 3 0 480 0.21 0.30 39.17 0| 0 0 0 520 0.13 0.21 38.13 0| 0 0 0 560 0.08 0.14 37.37 0| 0 0 0 600 0.04 0.09 36.16 0| 0 0 0 640 0.02 0.06 35.39 0| 0 0 0 680 0.01 0.03 34.80 0| 0 0 0 720 0.01 0.01 34.05 0| 0 1,000 0 800 0.01 0.00 33.82 0| 0 0 0 880 0.01 0.00 34.00 0| 0 0 0 960 Total 0| 0 1,003 0 Indicative a-t-m Vol 45.68 Underlying Price 4.213 Time to expiry: 312 Days Dec 10 3.42 1.00 78.00 0| 0 0 0 80 3.03 0.99 70.52 0| 0 0 0 120 2.64 0.98 64.72 0| 0 20 0 160 2.28 0.95 60.12 0| 0 31 0 200 1.93 0.91 56.37 0| 0 46 0 240 1.61 0.86 53.25 0| 0 20 0 280 1.31 0.80 50.62 0| 0 21 0 320 1.05 0.72 48.37 0| 0 21 0 360 0.93 0.68 47.36 0| 0 0 0 380 0.81 0.64 46.15 0| 0 20 0 400 0.72 0.59 45.71 0| 0 0 0 420 0.63 0.55 45.26 0| 0 0 0 440 0.54 0.50 43.66 0| 0 0 0 460 0.47 0.46 43.19 0| 0 28 0 480 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.34 0.37 41.96 0| 0 0 0 520 0.24 0.29 40.82 0| 0 0 0 560 0.17 0.22 39.80 0| 0 10,020 0 600 0.11 0.17 38.89 0| 0 15,000 0 640 0.05 0.09 37.37 0| 0 0 0 720 0.02 0.04 36.15 0| 0 80 0 800 0.01 0.00 33.00 0| 0 0 0 1200 Total 0| 0 25,307 0 Indicative a-t-m Vol 40.93 Underlying Price 4.213 Time to expiry: 494 Days Jun 11 2.00 0.90 53.59 0| 0 0 0 240 1.38 0.80 46.00 0| 0 0 0 320 0.89 0.65 41.62 0| 0 0 0 400 0.70 0.57 40.30 0| 0 0 0 440 0.54 0.48 38.85 0| 0 0 0 480 0.31 0.33 37.08 0| 0 0 0 560 0.23 0.27 36.01 0| 0 0 0 600 0.17 0.22 35.94 0| 0 0 0 640 0.10 0.14 35.52 0| 0 120 0 720 0.05 0.08 34.82 0| 0 2 0 800 0.01 0.01 35.00 0| 0 0 0 1200 Total 0| 0 122 0 Indicative a-t-m Vol 41.71 Underlying Price 4.213 Time to expiry: 676 Days Dec 11 2.02 0.89 49.12 0| 0 0 0 240 1.48 0.79 45.81 0| 0 0 0 320 1.03 0.66 42.49 0| 0 0 0 400 0.85 0.59 41.00 0| 0 0 0 440 0.68 0.52 39.64 0| 0 0 0 480 0.34 0.32 36.35 0| 0 0 0 600 0.09 0.12 33.12 0| 0 0 0 800 Total 0| 0 0 0 Total Calls 0| 0 40,440 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 98 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 58.24 Underlying Price 4.213 Time to expiry: 11 Days Feb 10 0.03 -0.09 92.45 0| 0 0 0 340 0.04 -0.12 78.45 0| 0 0 0 360 0.06 -0.18 68.45 0| 0 0 0 380 0.10 -0.30 62.55 0| 0 10 0 400 0.13 -0.38 60.54 0| 0 0 0 410 0.11 0.17 -0.47 58.42 0.11 0.11 1| 0 2 0 420 0.15 0.22 -0.56 56.64 0.15 0.15 1| 0 200 0 430 0.28 -0.65 56.18 0| 0 41 0 440 0.26 0.36 -0.72 56.18 0.26 0.26 1| 0 0 0 450 0.43 -0.79 56.18 0| 0 2 0 460 0.52 -0.85 56.18 0| 0 21 0 470 0.61 -0.89 56.18 0| 0 0 0 480 0.70 -0.92 56.41 0| 0 0 0 490 0.80 -0.95 56.88 0| 0 103 0 500 0.99 -0.98 57.11 0| 0 0 0 520 1.19 -0.99 58.04 0| 0 10 0 540 1.39 -1.00 57.72 0| 0 60 0 560 1.79 -1.00 62.67 0| 0 0 0 600 2.19 -1.00 66.94 0| 0 0 0 640 2.59 -1.00 70.00 0| 0 0 0 680 Total 3| 0 449 0 Indicative a-t-m Vol 53.24 Underlying Price 4.213 Time to expiry: 39 Days Mar 10 0.01 0.00 98.00 0| 0 0 0 120 0.01 0.00 93.73 0| 0 0 0 160 0.01 0.00 86.43 0| 0 0 0 200 0.01 -0.01 82.57 0| 0 0 0 220 0.01 -0.01 78.76 0| 0 0 0 240 0.01 -0.02 75.08 0| 0 0 0 260 0.01 -0.03 71.56 0| 0 0 0 280 0.02 -0.05 68.24 0| 0 0 0 300 0.04 -0.08 65.11 0| 0 0 0 320 0.06 -0.12 62.18 0| 0 0 0 340 0.09