Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | L'Oreal (100) (OR1) Indicative a-t-m Vol 19.27 Underlying Price 77.800 Time to expiry: 22 Days Jan 10 21.82 1.00 30.00 0| 0 0 0 5600 17.82 1.00 30.99 0| 0 0 0 6000 13.83 1.00 29.49 0| 0 0 0 6400 11.84 0.99 28.28 0| 0 0 0 6600 9.89 0.97 29.50 0| 0 0 0 6800 7.91 0.96 25.28 0| 0 0 0 7000 5.99 0.92 22.72 0| 0 1 0 7200 4.23 0.83 21.89 0| 0 51 0 7400 2.69 0.68 20.94 0| 0 308 0 7600 1.40 0.49 19.08 0| 0 0 0 7800 0.67 0.29 19.22 0| 0 2,338 0 8000 0.19 0.09 22.50 0| 32 32 +32 8400 0.01 0.01 19.30 0| 0 0 0 8800 0.01 0.00 20.00 0| 0 0 0 9200 Total 0| 32 2,730 +32 Indicative a-t-m Vol 23.06 Underlying Price 77.800 Time to expiry: 57 Days Feb 10 17.90 0.99 30.00 0| 0 0 0 6000 14.02 0.96 29.49 0| 0 0 0 6400 10.29 0.90 27.84 0| 0 0 0 6800 8.53 0.85 26.89 0| 0 0 0 7000 6.85 0.79 25.75 0| 0 1 0 7200 5.33 0.71 24.89 0| 5 55 0 7400 4.00 0.62 24.34 0| 0 8 0 7600 2.77 0.51 22.92 0| 0 3 0 7800 1.87 0.40 22.30 0| 500 533 +500 8000 0.76 0.21 21.92 0| 0 0 0 8400 0.26 0.09 21.92 0| 0 0 0 8800 0.11 0.04 23.14 0| 0 0 0 9200 Total 0| 505 600 +500 Indicative a-t-m Vol 23.76 Underlying Price 77.800 Time to expiry: 85 Days Mar 10 41.86 1.00 50.00 0| 0 0 0 3600 37.88 1.00 50.88 0| 0 0 0 4000 33.91 0.99 49.21 0| 0 0 0 4400 31.93 0.99 47.79 0| 0 0 0 4600 29.95 0.99 46.14 0| 0 0 0 4800 27.98 0.99 44.33 0| 0 1,510 0 5000 26.01 0.98 42.43 0| 0 15 0 5200 22.08 0.97 38.54 0| 0 21 0 5600 18.20 0.95 34.78 0| 0 1,031 0 6000 14.40 0.91 31.34 0| 0 180 0 6400 10.74 0.86 28.21 0| 0 0 0 6800 9.00 0.82 26.63 0| 0 25 0 7000 7.38 0.76 25.48 0| 0 3,560 0 7200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.02 0.68 25.53 0| 0 0 0 7400 4.65 0.61 24.30 0| 0 1,257 0 7600 3.53 0.52 23.70 0| 0 0 0 7800 2.55 0.43 22.80 0| 0 137 0 8000 1.21 0.26 21.85 0| 0 0 0 8400 0.53 0.13 21.63 0| 0 1,500 0 8800 0.21 0.06 21.64 0| 0 0 0 9200 0.12 0.04 23.16 0| 0 0 0 9600 0.08 0.02 25.00 0| 0 0 0 10000 Total 0| 0 9,236 0 Indicative a-t-m Vol 24.78 Underlying Price 77.800 Time to expiry: 176 Days Jun 10 45.91 1.00 35.00 0| 0 0 0 3200 41.92 1.00 36.75 0| 0 0 0 3600 37.94 1.00 37.09 0| 0 0 0 4000 33.97 1.00 36.59 0| 0 0 0 4400 30.02 0.99 35.59 0| 0 0 0 4800 26.12 0.98 34.31 0| 0 0 0 5200 22.29 0.96 32.88 0| 0 9 0 5600 18.59 0.92 31.74 0| 0 104 0 6000 15.09 0.87 30.66 0| 0 35 0 6400 11.68 0.80 28.37 0| 0 110 0 6800 8.66 0.71 26.83 0| 0 815 0 7200 6.06 0.59 25.40 0| 0 1,046 0 7600 3.94 0.46 24.02 0| 0 1,018 0 8000 1.40 0.22 22.46 0| 500 584 +500 8800 0.42 0.08 21.94 0| 0 60 0 9600 0.22 0.05 21.90 0| 0 0 0 10000 0.01 0.00 20.12 0| 0 0 0 12000 0.01 0.00 25.00 0| 0 0 0 16000 Total 0| 500 3,781 +500 Indicative a-t-m Vol 25.70 Underlying Price 77.800 Time to expiry: 267 Days Sep 10 34.05 0.99 38.00 0| 0 0 0 4400 30.17 0.98 36.37 0| 0 0 0 4800 22.63 0.93 32.97 0| 0 0 0 5600 19.03 0.89 31.15 0| 0 0 0 6000 15.66 0.83 29.74 0| 0 0 0 6400 12.55 0.76 28.41 0| 0 30 0 6800 9.76 0.68 27.18 0| 0 0 0 7200 7.42 0.58 26.44 0| 0 0 0 7600 5.24 0.48 24.81 0| 0 25 0 8000 2.41 0.28 23.05 0| 0 21 0 8800 1.02 0.15 22.47 0| 0 40 0 9600 0.65 0.10 22.38 0| 0 0 0 10000 Total 0| 0 116 0 Indicative a-t-m Vol 26.35 Underlying Price 77.800 Time to expiry: 358 Days Dec 10 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 45.94 1.00 42.00 0| 0 0 0 3200 38.06 0.99 39.87 0| 0 0 0 4000 30.42 0.96 36.69 0| 0 0 0 4800 28.56 0.94 35.88 0| 0 100 0 5000 23.19 0.89 33.50 0| 0 500 0 5600 19.82 0.85 32.04 0| 0 2,014 0 6000 16.65 0.79 30.64 0| 0 63 0 6400 13.74 0.73 29.46 0| 0 4,041 0 6800 12.44 0.69 28.89 0| 0 1,920 0 7000 11.13 0.66 28.36 0| 0 0 0 7200 8.84 0.58 27.40 0| 0 0 0 7600 6.41 0.50 25.06 0| 0 3,780 0 8000 3.36 0.31 25.01 0| 0 500 0 9000 2.07 0.22 24.36 0| 0 206 0 9600 1.50 0.17 24.17 0| 0 250 0 10000 0.30 0.04 24.31 0| 0 0 0 12000 0.07 0.01 30.00 0| 0 0 0 16000 Total 0| 0 13,374 0 Indicative a-t-m Vol 27.13 Underlying Price 77.800 Time to expiry: 540 Days Jun 11 45.96 1.00 37.00 0| 0 0 0 3200 38.13 0.98 36.00 0| 0 10 0 4000 30.66 0.94 33.49 0| 0 0 0 4800 23.89 0.87 31.67 0| 0 10 0 5600 20.77 0.82 30.65 0| 0 0 0 6000 17.87 0.77 29.67 0| 0 9 0 6400 12.41 0.66 27.00 0| 0 0 0 7200 8.79 0.53 27.18 0| 0 0 0 8000 1.68 0.14 29.30 0| 0 52 0 12000 0.92 0.07 36.16 0| 0 0 0 16000 Total 0| 0 81 0 Indicative a-t-m Vol 26.80 Underlying Price 77.800 Time to expiry: 722 Days Dec 11 45.99 1.00 34.00 0| 0 0 0 3200 38.15 0.98 32.42 0| 0 10 0 4000 30.81 0.93 30.55 0| 0 0 0 4800 29.14 0.91 30.36 0| 0 10 0 5000 24.44 0.85 29.70 0| 0 0 0 5600 21.53 0.81 29.09 0| 0 0 0 6000 18.80 0.76 28.52 0| 0 0 0 6400 15.13 0.68 27.63 0| 0 1,000 0 7000 10.20 0.55 26.57 0| 0 10 0 8000 6.54 0.41 25.51 0| 0 10 0 9000 4.11 0.29 25.06 0| 0 0 0 10000 2.44 0.18 28.00 0| 0 0 0 12000 1.70 0.11 35.34 0| 0 10 0 16000 Total 0| 0 1,050 0 Indicative a-t-m Vol 27.31 Underlying Price 77.800 Time to expiry: 904 Days Jun 12 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 45.99 1.00 30.00 0| 0 0 0 3200 38.17 0.98 30.48 0| 0 0 0 4000 31.14 0.92 29.88 0| 0 0 0 4800 25.05 0.84 29.12 0| 0 0 0 5600 22.34 0.80 28.78 0| 0 0 0 6000 19.84 0.76 28.47 0| 0 0 0 6400 15.37 0.66 27.70 0| 0 0 0 7200 11.70 0.57 27.16 0| 0 0 0 8000 3.03 0.21 27.00 0| 0 0 0 12000 2.49 0.15 35.17 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.60 Underlying Price 77.800 Time to expiry: 1093 Days Dec 12 46.03 1.00 33.00 0| 0 0 0 3200 38.43 0.96 31.44 0| 0 0 0 4000 31.89 0.90 30.81 0| 0 10 0 4800 23.41 0.79 28.99 0| 0 0 0 6000 16.26 0.67 26.80 0| 0 0 0 7200 12.78 0.58 26.52 0| 0 10 0 8000 3.94 0.24 26.50 0| 0 0 0 12000 3.41 0.18 34.32 0| 0 0 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 26.37 Underlying Price 77.800 Time to expiry: 1457 Days Dec 13 46.10 0.99 33.40 0| 0 0 0 3200 39.09 0.94 33.05 0| 0 0 0 4000 33.05 0.88 31.57 0| 0 0 0 4800 25.00 0.79 28.99 0| 0 0 0 6000 14.59 0.60 26.04 0| 0 0 0 8000 5.86 0.31 26.74 0| 0 0 0 12000 5.43 0.25 34.39 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.37 Underlying Price 77.800 Time to expiry: 1821 Days Dec 14 33.94 0.87 31.57 0| 0 0 0 4800 26.34 0.79 28.99 0| 0 0 0 6000 16.39 0.62 26.04 0| 0 0 0 8000 8.42 0.38 28.10 0| 0 0 0 12000 7.67 0.31 34.78 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 1,037 30,988 +1,032 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | L'Oreal (100) (OR1) Indicative a-t-m Vol 19.27 Underlying Price 77.800 Time to expiry: 22 Days Jan 10 0.01 0.00 30.00 0| 0 0 0 5600 0.01 0.00 30.99 0| 0 0 0 6000 0.01 0.00 29.49 0| 0 21 0 6400 0.02 -0.01 28.28 0| 0 2 0 6600 0.07 -0.03 29.50 0| 0 2 0 6800 0.09 -0.04 25.28 0| 0 13 0 7000 0.17 -0.08 22.72 0| 0 6 0 7200 0.41 -0.17 21.89 0| 0 358 0 7400 0.86 -0.32 20.94 0| 0 170 0 7600 1.58 -0.51 19.08 0| 0 0 0 7800 2.85 -0.71 19.22 0| 0 0 0 8000 6.37 -0.91 22.50 0| 0 0 0 8400 10.20 -1.00 19.30 0| 0 0 0 8800 14.20 -1.00 20.00 0| 0 0 0 9200 Total 0| 0 572 0 Indicative a-t-m Vol 23.06 Underlying Price 77.800 Time to expiry: 57 Days Feb 10 0.04 -0.01 30.00 0| 0 0 0 6000 0.16 -0.04 29.49 0| 0 0 0 6400 0.52 0.43 -0.10 27.84 0.52 0.52 1| 0 4 0 6800 0.66 -0.15 26.89 0| 0 0 0 7000 0.99 -0.21 25.75 0| 0 2 0 7200 1.40 1.46 -0.29 24.89 1.40 1.40 4| 0 59 0 7400 2.14 -0.38 24.34 0| 0 0 0 7600 2.90 -0.49 22.92 0| 0 0 0 7800 4.00 -0.60 22.30 0| 0 0 0 8000 6.89 -0.80 21.92 0| 0 0 0 8400 10.41 -0.92 21.92 0| 0 0 0 8800 14.26 -0.97 23.14 0| 0 0 0 9200 Total 5| 0 65 0 Indicative a-t-m Vol 23.76 Underlying Price 77.800 Time to expiry: 85 Days Mar 10 0.01 0.00 50.00 0| 0 0 0 3600 0.01 0.00 50.88 0| 0 50 0 4000 0.04 -0.01 49.21 0| 0 10 0 4400 0.05 -0.01 47.79 0| 0 0 0 4600 0.07 -0.01 46.14 0| 0 29 0 4800 0.09 -0.01 44.33 0| 0 1,554 0 5000 0.12 -0.02 42.43 0| 0 1,132 0 5200 0.19 -0.03 38.54 0| 0 7,779 0 5600 0.30 -0.05 34.78 0| 0 4,688 0 6000 0.50 -0.09 31.34 0| 0 4,026 0 6400 0.83 -0.14 28.21 0| 0 2,049 0 6800 1.08 -0.18 26.63 0| 0 1,056 0 7000 1.46 -0.24 25.48 0| 0 105 0 7200 2.10 -0.32 25.53 0| 0 1,500 0 7400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.73 -0.39 24.30 0| 0 52 0 7600 3.61 -0.48 23.70 0| 0 0 0 7800 4.63 -0.57 22.80 0| 0 50 0 8000 7.30 -0.75 21.85 0| 0 0 0 8400 10.62 -0.87 21.63 0| 0 25 0 8800 14.32 -0.95 21.64 0| 0 0 0 9200 18.25 -0.97 23.16 0| 0 0 0 9600 22.22 -0.99 25.00 0| 0 0 0 10000 Total 0| 0 24,105 0 Indicative a-t-m Vol 24.78 Underlying Price 77.800 Time to expiry: 176 Days Jun 10 0.01 0.00 35.00 0| 0 190 0 3200 0.01 0.00 36.75 0| 0 0 0 3600 0.03 0.00 37.09 0| 0 50 0 4000 0.07 -0.01 36.59 0| 0 0 0 4400 0.17 -0.02 35.59 0| 0 140 0 4800 0.32 -0.04 34.31 0| 0 74 0 5200 0.57 -0.07 32.88 0| 0 110 0 5600 1.00 -0.11 31.74 0| 0 86 0 6000 1.63 -0.17 30.66 0| 0 2,769 0 6400 2.34 -0.24 28.37 0| 0 621 0 6800 3.49 -0.33 26.83 0| 0 756 0 7200 5.01 -0.44 25.40 0| 0 0 0 7600 7.02 -0.57 24.02 0| 0 37 0 8000 12.61 -0.79 22.46 0| 0 35 0 8800 19.68 -0.92 21.94 0| 0 0 0 9600 23.48 -0.96 21.90 0| 0 0 0 10000 43.21 -1.00 20.12 0| 0 0 0 12000 83.07 -1.00 25.00 0| 0 0 0 16000 Total 0| 0 4,868 0 Indicative a-t-m Vol 25.70 Underlying Price 77.800 Time to expiry: 267 Days Sep 10 0.33 -0.03 38.00 0| 0 0 0 4400 0.53 -0.05 36.37 0| 0 0 0 4800 1.20 -0.10 32.97 0| 0 0 0 5600 1.70 -0.14 31.15 0| 0 0 0 6000 2.44 -0.20 29.74 0| 0 5 0 6400 3.42 -0.27 28.41 0| 0 0 0 6800 4.69 -0.35 27.18 0| 0 0 0 7200 6.40 -0.44 26.44 0| 0 0 0 7600 8.25 -0.54 24.81 0| 0 0 0 8000 13.45 -0.73 23.05 0| 0 0 0 8800 20.10 -0.87 22.47 0| 0 0 0 9600 23.75 -0.91 22.38 0| 0 0 0 10000 Total 0| 0 5 0 Indicative a-t-m Vol 26.10 Underlying Price 77.800 Time to expiry: 358 Days Dec 10 0.12 -0.01 42.00 0| 0 440 0 3200 0.42 -0.03 39.87 0| 0 50 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.97 -0.07 36.69 0| 0 79 0 4800 1.15 -0.08 35.88 0| 0 72 0 5000 1.91 -0.13 33.50 0| 150 231 +150 5600 2.58 -0.17 32.04 0| 0 2,706 0 6000 3.44 -0.22 30.64 0| 0 966 0 6400 4.54 -0.28 29.46 0| 0 1,320 0 6800 5.23 -0.32 28.89 0| 0 1,500 0 7000 5.81 -0.35 27.94 0| 0 0 0 7200 7.49 -0.43 26.94 0| 0 0 0 7600 9.19 -0.51 25.06 0| 0 750 0 8000 16.14 -0.70 25.01 0| 0 500 0 9000 20.87 -0.80 24.36 0| 0 0 0 9600 24.33 -0.85 24.17 0| 0 0 0 10000 43.31 -0.97 25.34 0| 0 0 0 12000 83.16 -0.97 37.98 0| 0 0 0 16000 Total 0| 150 8,614 +150 Indicative a-t-m Vol 26.26 Underlying Price 77.800 Time to expiry: 540 Days Jun 11 0.21 -0.02 37.00 0| 0 0 0 3200 0.52 -0.04 33.51 0| 0 10 0 4000 1.33 -0.08 32.30 0| 0 0 0 4800 2.62 -0.15 30.48 0| 0 10 0 5600 3.48 -0.20 29.46 0| 0 0 0 6000 4.57 -0.25 28.54 0| 0 0 0 6400 7.46 -0.36 27.00 0| 0 0 0 7200 11.42 -0.49 25.99 0| 0 0 0 8000 44.31 -0.87 29.30 0| 0 0 0 12000 83.24 -0.95 36.16 0| 0 0 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 26.80 Underlying Price 77.800 Time to expiry: 722 Days Dec 11 0.23 -0.02 33.00 0| 0 0 0 3200 0.68 -0.04 31.31 0| 0 10 0 4000 1.67 -0.09 30.55 0| 0 0 0 4800 2.02 -0.11 30.36 0| 0 0 0 5000 3.32 -0.16 29.70 0| 0 0 0 5600 4.37 -0.21 29.09 0| 0 0 0 6000 5.58 -0.25 28.52 0| 0 0 0 6400 7.82 -0.33 27.63 0| 0 250 0 7000 12.71 -0.47 26.57 0| 0 0 0 8000 18.88 -0.61 25.51 0| 0 0 0 9000 26.31 -0.73 25.06 0| 0 0 0 10000 44.38 -0.85 28.00 0| 0 0 0 12000 83.30 -0.93 35.34 0| 0 0 0 16000 Total 0| 0 260 0 Indicative a-t-m Vol 27.34 Underlying Price 77.800 Time to expiry: 904 Days Jun 12 0.26 -0.02 29.92 0| 0 0 0 3200 0.98 -0.05 30.48 0| 0 0 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 8 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.22 -0.11 29.88 0| 0 0 0 4800 4.05 -0.18 29.12 0| 0 0 0 5600 5.28 -0.22 28.78 0| 0 0 0 6000 6.71 -0.26 28.47 0| 0 0 0 6400 10.00 -0.35 27.70 0| 0 0 0 7200 14.11 -0.45 27.20 0| 0 0 0 8000 44.53 -0.83 27.21 0| 0 0 0 12000 83.39 -0.91 35.17 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.61 Underlying Price 77.800 Time to expiry: 1093 Days Dec 12 0.66 -0.03 33.00 0| 0 0 0 3200 1.48 -0.07 31.44 0| 0 0 0 4000 2.93 -0.12 30.81 0| 0 13 0 4800 6.05 -0.22 28.99 0| 0 10 0 6000 10.38 -0.35 26.83 0| 0 0 0 7200 14.54 -0.44 26.52 0| 0 0 0 8000 44.58 -0.81 26.61 0| 0 0 0 12000 83.45 -0.89 34.63 0| 0 0 0 16000 Total 0| 0 23 0 Indicative a-t-m Vol 26.37 Underlying Price 77.800 Time to expiry: 1457 Days Dec 13 1.18 -0.05 33.40 0| 0 0 0 3200 2.58 -0.09 33.05 0| 0 0 0 4000 4.22 -0.14 31.57 0| 0 0 0 4800 7.38 -0.23 28.99 0| 0 0 0 6000 15.51 -0.42 26.04 0| 0 0 0 8000 44.96 -0.77 26.74 0| 0 0 0 12000 83.54 -0.86 34.39 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.37 Underlying Price 77.800 Time to expiry: 1821 Days Dec 14 5.08 -0.14 31.57 0| 0 0 0 4800 8.29 -0.22 28.99 0| 0 0 0 6000 16.27 -0.40 26.04 0| 0 0 0 8000 45.74 -0.72 28.10 0| 0 0 0 12000 83.72 -0.83 34.78 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 5| 150 38,532 +150 Grand Total 5| 1,187 69,520 +1,182 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | L'Oreal European (OR2) Indicative a-t-m Vol 23.76 Underlying Price 77.800 Time to expiry: 85 Days Mar 10 41.86 1.00 50.00 0| 0 0 0 3600 39.87 1.00 50.85 0| 0 0 0 3800 37.88 1.00 50.88 0| 0 0 0 4000 32.92 0.99 48.54 0| 0 0 0 4500 31.93 0.99 47.79 0| 0 0 0 4600 29.95 0.99 46.14 0| 0 0 0 4800 27.98 0.99 44.33 0| 0 7 0 5000 26.01 0.98 42.43 0| 0 30 0 5200 23.06 0.97 39.51 0| 0 0 0 5500 18.20 0.95 34.78 0| 0 58 0 6000 13.46 0.90 30.55 0| 0 10 0 6500 10.74 0.86 28.21 0| 0 0 0 6800 9.00 0.82 26.63 0| 0 150 0 7000 7.38 0.76 25.48 0| 0 3 0 7200 6.02 0.68 25.53 0| 0 0 0 7400 5.26 0.65 24.39 0| 0 40 0 7500 4.65 0.61 24.30 0| 0 0 0 7600 3.53 0.52 23.70 0| 0 0 0 7800 2.55 0.43 22.80 0| 0 434 0 8000 1.00 0.22 21.82 0| 200 12,710 +200 8500 0.53 0.13 21.63 0| 0 0 0 8800 0.36 0.10 21.90 0| 0 0 0 9000 0.21 0.06 21.64 0| 0 0 0 9200 0.14 0.04 22.86 0| 0 0 0 9500 0.08 0.02 25.00 0| 0 30 0 10000 Total 0| 200 13,472 +200 Indicative a-t-m Vol 25.43 Underlying Price 77.800 Time to expiry: 267 Days Sep 10 44.65 1.00 40.09 0| 0 0 0 3200 36.87 0.98 39.32 0| 0 0 0 4000 32.10 0.97 37.59 0| 0 0 0 4500 29.29 0.95 36.37 0| 0 0 0 4800 27.42 0.94 35.53 0| 0 0 0 5000 22.90 0.91 33.39 0| 0 0 0 5500 18.55 0.86 31.15 0| 0 33 0 6000 14.54 0.79 29.42 0| 0 0 0 6500 12.32 0.74 28.41 0| 0 0 0 6800 10.90 0.70 27.71 0| 0 0 0 7000 9.62 0.66 27.18 0| 0 1,390 0 7200 7.79 0.59 26.23 0| 0 300 0 7500 5.20 0.47 24.81 0| 0 6 0 8000 3.35 0.35 23.95 0| 0 230 0 8500 2.01 0.25 23.16 0| 0 52 0 9000 1.16 0.16 22.58 0| 0 0 0 9500 0.65 0.10 22.38 0| 0 2 0 10000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.07 0.01 22.61 0| 0 0 0 12000 0.02 0.00 25.53 0| 0 0 0 14000 0.02 0.00 30.40 0| 0 0 0 16000 Total 0| 0 2,013 0 Indicative a-t-m Vol 26.21 Underlying Price 77.800 Time to expiry: 449 Days Mar 11 44.97 0.99 34.63 0| 0 0 0 3200 37.39 0.97 34.52 0| 0 10 0 4000 32.79 0.95 33.53 0| 0 0 0 4500 30.10 0.93 32.66 0| 0 0 0 4800 28.35 0.92 32.27 0| 0 0 0 5000 24.13 0.88 31.12 0| 0 10 0 5500 20.13 0.83 29.80 0| 0 10 0 6000 16.41 0.76 28.50 0| 0 10 0 6500 13.14 0.69 27.64 0| 0 0 0 7000 10.21 0.61 26.64 0| 0 30 0 7500 7.76 0.52 25.87 0| 0 10 0 8000 5.65 0.43 24.94 0| 0 10 0 8500 4.03 0.34 24.25 0| 0 10 0 9000 2.80 0.26 23.62 0| 0 10 0 9500 1.95 0.20 23.36 0| 0 10 0 10000 0.42 0.06 22.93 0| 0 0 0 12000 0.10 0.01 23.17 0| 0 10 0 14000 0.03 0.00 23.93 0| 0 0 0 16000 Total 0| 0 130 0 Indicative a-t-m Vol 25.83 Underlying Price 77.800 Time to expiry: 631 Days Sep 11 43.95 0.99 32.26 0| 0 0 0 3200 36.68 0.96 32.77 0| 0 0 0 4000 29.88 0.91 32.01 0| 0 0 0 4800 28.21 0.90 31.51 0| 0 0 0 5000 23.54 0.84 30.34 0| 0 0 0 5600 20.57 0.80 29.44 0| 0 0 0 6000 17.79 0.75 28.58 0| 0 10 0 6400 13.90 0.67 27.07 0| 0 10 0 7000 8.79 0.52 25.49 0| 0 0 0 8000 5.23 0.37 24.36 0| 0 1 0 9000 2.97 0.25 23.61 0| 0 0 0 10000 0.91 0.10 23.11 0| 0 0 0 12000 0.31 0.04 23.55 0| 0 0 0 14000 0.17 0.02 25.32 0| 0 0 0 16000 Total 0| 0 21 0 Indicative a-t-m Vol 26.51 Underlying Price 77.800 Time to expiry: 813 Days Mar 12 44.46 0.99 30.66 0| 0 0 0 3200 37.42 0.95 31.25 0| 0 10 0 4000 30.86 0.90 30.67 0| 0 0 0 4800 29.33 0.89 30.48 0| 0 0 0 5000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 24.89 0.84 29.72 0| 0 0 0 5600 22.13 0.80 29.13 0| 0 0 0 6000 19.58 0.75 28.73 0| 0 0 0 6400 16.00 0.68 27.78 0| 0 0 0 7000 10.89 0.55 26.16 0| 0 0 0 8000 7.07 0.42 24.88 0| 0 0 0 9000 4.39 0.31 24.05 0| 0 0 0 10000 1.69 0.15 23.35 0| 0 0 0 12000 0.70 0.07 23.57 0| 0 0 0 14000 0.36 0.04 24.51 0| 0 10 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 26.86 Underlying Price 77.800 Time to expiry: 1002 Days Sep 12 43.48 0.98 28.58 0| 0 0 0 3200 36.72 0.94 29.83 0| 0 10 0 4000 30.55 0.89 29.75 0| 0 0 0 4800 22.41 0.78 28.85 0| 0 0 0 6000 20.00 0.74 28.32 0| 0 0 0 6400 15.68 0.66 27.50 0| 0 0 0 7200 11.97 0.56 26.61 0| 0 0 0 8000 2.73 0.20 24.74 0| 0 0 0 12000 0.75 0.06 25.30 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 26.24 Underlying Price 77.800 Time to expiry: 1177 Days Mar 13 44.40 0.97 32.68 0| 0 0 0 3200 38.07 0.93 32.59 0| 0 0 0 4000 32.31 0.88 32.14 0| 0 0 0 4800 24.05 0.78 29.45 0| 0 0 0 6000 13.12 0.58 25.85 0| 0 0 0 8000 2.49 0.19 21.58 0| 0 0 0 12000 0.34 0.04 20.03 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.68 Underlying Price 77.800 Time to expiry: 1366 Days Sep 13 43.78 0.96 33.77 0| 0 0 0 3200 37.72 0.92 32.95 0| 0 0 0 4000 31.86 0.87 31.00 0| 0 0 0 4800 24.18 0.78 29.07 0| 0 0 0 6000 13.43 0.58 25.27 0| 0 0 0 8000 2.63 0.20 20.64 0| 0 0 0 12000 0.48 0.05 19.79 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.94 Underlying Price 77.800 Time to expiry: 1548 Days Mar 14 44.89 0.95 36.03 0| 0 0 0 3200 39.09 0.91 34.71 0| 0 0 0 4000 33.40 0.87 32.34 0| 0 0 0 4800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.63 0.78 29.28 0| 0 0 0 6000 14.97 0.61 25.53 0| 0 0 0 8000 4.07 0.25 22.07 0| 0 0 0 12000 1.50 0.11 22.91 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.94 Underlying Price 77.800 Time to expiry: 1730 Days Sep 14 38.66 0.90 34.71 0| 0 0 0 4000 33.21 0.86 32.34 0| 0 0 0 4800 25.67 0.78 29.28 0| 0 0 0 6000 15.40 0.61 25.53 0| 0 0 0 8000 4.54 0.27 22.07 0| 0 0 0 12000 1.52 0.11 21.93 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 200 15,666 +200 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | L'Oreal European (OR2) Indicative a-t-m Vol 23.76 Underlying Price 77.800 Time to expiry: 85 Days Mar 10 0.01 0.00 50.00 0| 0 0 0 3600 0.01 0.00 50.85 0| 0 0 0 3800 0.01 0.00 50.88 0| 0 2,500 0 4000 0.05 -0.01 48.54 0| 0 8 0 4500 0.05 -0.01 47.79 0| 0 0 0 4600 0.07 -0.01 46.14 0| 0 0 0 4800 0.09 -0.01 44.33 0| 0 230 0 5000 0.12 -0.02 42.43 0| 0 200 0 5200 0.17 -0.03 39.51 0| 0 368 0 5500 0.30 -0.05 34.78 0| 0 345 0 6000 0.56 -0.10 30.55 0| 0 1,035 0 6500 0.83 -0.14 28.21 0| 0 90 0 6800 1.08 -0.18 26.63 0| 0 405 0 7000 1.46 -0.24 25.48 0| 0 0 0 7200 2.10 -0.32 25.53 0| 0 0 0 7400 2.34 -0.35 24.39 0| 0 30 0 7500 2.72 -0.39 24.30 0| 0 0 0 7600 3.60 -0.48 23.70 0| 0 0 0 7800 4.61 -0.57 22.80 0| 0 145 0 8000 8.06 -0.78 21.82 0| 0 37 0 8500 10.58 -0.87 21.63 0| 0 0 0 8800 12.41 -0.90 21.90 0| 0 0 0 9000 14.26 -0.94 21.64 0| 0 0 0 9200 17.18 -0.96 22.86 0| 0 0 0 9500 22.11 -0.98 25.00 0| 0 0 0 10000 Total 0| 0 5,393 0 Indicative a-t-m Vol 25.43 Underlying Price 77.800 Time to expiry: 267 Days Sep 10 0.03 0.00 40.09 0| 0 0 0 3200 0.18 -0.02 39.32 0| 0 0 0 4000 0.37 -0.03 37.59 0| 0 0 0 4500 0.53 -0.05 36.37 0| 0 10 0 4800 0.65 -0.06 35.53 0| 0 0 0 5000 1.08 -0.09 33.39 0| 0 270 0 5500 1.69 -0.14 31.15 0| 0 3,090 0 6000 2.64 -0.21 29.42 0| 0 2,303 0 6500 3.40 -0.26 28.41 0| 0 4 0 6800 3.97 -0.30 27.71 0| 0 335 0 7000 4.66 -0.34 27.18 0| 0 0 0 7200 5.82 -0.41 26.23 0| 0 1,124 0 7500 8.18 -0.53 24.81 0| 0 0 0 8000 11.29 -0.65 23.95 0| 0 304 0 8500 14.91 -0.75 23.16 0| 0 0 0 9000 19.02 -0.84 22.58 0| 0 0 0 9500 23.47 -0.90 22.38 0| 0 0 0 10000 42.72 -0.99 22.61 0| 0 0 0 12000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 62.51 -1.00 25.53 0| 0 0 0 14000 82.35 -1.00 30.40 0| 0 0 0 16000 Total 0| 0 7,440 0 Indicative a-t-m Vol 26.21 Underlying Price 77.800 Time to expiry: 449 Days Mar 11 0.07 -0.01 34.63 0| 0 0 0 3200 0.35 -0.03 34.52 0| 0 10 0 4000 0.67 -0.05 33.53 0| 0 0 0 4500 0.93 -0.07 32.66 0| 0 0 0 4800 1.14 -0.08 32.27 0| 0 0 0 5000 1.84 -0.12 31.12 0| 0 10 0 5500 2.75 -0.17 29.80 0| 0 10 0 6000 3.95 -0.24 28.50 0| 0 10 0 6500 5.60 -0.31 27.64 0| 0 0 0 7000 7.59 -0.39 26.64 0| 0 0 0 7500 10.05 -0.48 25.87 0| 0 10 0 8000 12.85 -0.57 24.94 0| 0 10 0 8500 16.15 -0.66 24.25 0| 0 10 0 9000 19.84 -0.74 23.62 0| 0 0 0 9500 23.91 -0.80 23.36 0| 0 10 0 10000 42.04 -0.94 22.93 0| 0 0 0 12000 61.38 -0.99 23.17 0| 0 0 0 14000 80.97 -1.00 23.93 0| 0 0 0 16000 Total 0| 0 80 0 Indicative a-t-m Vol 25.83 Underlying Price 77.800 Time to expiry: 631 Days Sep 11 0.14 -0.01 32.26 0| 0 0 0 3200 0.64 -0.04 32.77 0| 0 0 0 4000 1.60 -0.09 32.01 0| 0 0 0 4800 1.88 -0.10 31.51 0| 0 0 0 5000 3.04 -0.16 30.34 0| 0 0 0 5600 3.95 -0.20 29.44 0| 0 1,040 0 6000 5.06 -0.25 28.58 0| 0 10 0 6400 7.00 -0.33 27.07 0| 0 510 0 7000 11.61 -0.48 25.49 0| 0 0 0 8000 17.76 -0.63 24.36 0| 0 0 0 9000 25.21 -0.75 23.61 0| 0 0 0 10000 42.58 -0.90 23.11 0| 0 0 0 12000 61.41 -0.96 23.55 0| 0 0 0 14000 80.70 -0.98 25.32 0| 0 10 0 16000 Total 0| 0 1,570 0 Indicative a-t-m Vol 26.51 Underlying Price 77.800 Time to expiry: 813 Days Mar 12 0.21 -0.01 30.66 0| 0 0 0 3200 0.83 -0.05 31.25 0| 0 0 0 4000 1.94 -0.10 30.67 0| 0 0 0 4800 2.32 -0.11 30.48 0| 0 10 0 5000 3.64 -0.16 29.72 0| 0 0 0 5600 4.71 -0.20 29.13 0| 0 0 0 6000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.99 -0.25 28.73 0| 0 0 0 6400 8.15 -0.32 27.78 0| 0 0 0 7000 12.62 -0.45 26.16 0| 0 0 0 8000 18.38 -0.58 24.88 0| 0 0 0 9000 25.29 -0.69 24.05 0| 0 0 0 10000 41.75 -0.85 23.35 0| 0 0 0 12000 59.92 -0.93 23.57 0| 0 0 0 14000 78.75 -0.96 24.51 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 26.86 Underlying Price 77.800 Time to expiry: 1002 Days Sep 12 0.26 -0.02 28.58 0| 0 0 0 3200 1.04 -0.06 29.83 0| 0 10 0 4000 2.42 -0.11 29.75 0| 0 0 0 4800 5.59 -0.22 28.85 0| 0 240 0 6000 6.95 -0.26 28.32 0| 0 0 0 6400 10.17 -0.34 27.50 0| 0 0 0 7200 14.00 -0.44 26.61 0| 0 0 0 8000 42.48 -0.80 24.74 0| 0 0 0 12000 78.21 -0.94 25.30 0| 0 0 0 16000 Total 0| 0 250 0 Indicative a-t-m Vol 26.24 Underlying Price 77.800 Time to expiry: 1177 Days Mar 13 0.70 -0.03 32.68 0| 0 0 0 3200 1.79 -0.07 32.59 0| 0 0 0 4000 3.46 -0.12 32.14 0| 0 0 0 4800 6.34 -0.22 29.45 0| 0 0 0 6000 13.96 -0.42 25.85 0| 0 0 0 8000 40.47 -0.81 21.58 0| 0 0 0 12000 75.44 -0.96 20.03 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.68 Underlying Price 77.800 Time to expiry: 1366 Days Sep 13 1.10 -0.04 33.77 0| 0 0 0 3200 2.34 -0.08 32.95 0| 0 0 0 4000 3.77 -0.13 31.00 0| 0 0 0 4800 7.03 -0.22 29.07 0| 0 0 0 6000 14.51 -0.42 25.27 0| 0 0 0 8000 40.18 -0.80 20.64 0| 0 0 0 12000 74.48 -0.95 19.79 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.94 Underlying Price 77.800 Time to expiry: 1548 Days Mar 14 1.67 -0.05 36.03 0| 0 0 0 3200 3.04 -0.09 34.71 0| 0 0 0 4000 4.50 -0.13 32.34 0| 0 0 0 4800 7.47 -0.22 29.28 0| 0 0 0 6000 14.72 -0.39 25.53 0| 0 0 0 8000 39.62 -0.75 22.07 0| 0 0 0 12000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 72.85 -0.89 22.91 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.94 Underlying Price 77.800 Time to expiry: 1730 Days Sep 14 3.50 -0.10 34.71 0| 0 0 0 4000 5.07 -0.14 32.34 0| 0 0 0 4800 8.07 -0.22 29.28 0| 0 0 0 6000 15.37 -0.39 25.53 0| 0 0 0 8000 39.62 -0.73 22.07 0| 0 0 0 12000 71.72 -0.89 21.93 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 14,743 0 Grand Total 0| 200 30,409 +200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lafarge (100) (LG1) Indicative a-t-m Vol 27.31 Underlying Price 57.180 Time to expiry: 22 Days Jan 10 13.20 1.00 40.00 0| 0 0 0 4400 11.21 0.99 37.72 0| 0 0 0 4600 9.24 0.98 35.49 0| 0 0 0 4800 5.44 0.89 31.93 0| 0 0 0 5200 3.73 0.79 29.97 0| 0 48 0 5400 2.27 0.63 28.18 0| 0 1 0 5600 1.17 0.43 26.71 0| 0 170 0 5800 0.53 0.24 26.28 0| 0 15 0 6000 0.21 0.12 26.29 0| 0 95 0 6200 0.06 0.04 25.39 0| 0 229 0 6400 0.02 0.01 25.30 0| 0 0 0 6600 0.01 0.00 25.48 0| 0 0 0 6800 0.01 0.00 26.64 0| 0 0 0 7200 0.01 0.00 28.83 0| 0 0 0 7600 0.01 0.00 32.00 0| 0 0 0 8000 Total 0| 0 558 0 Indicative a-t-m Vol 31.72 Underlying Price 57.180 Time to expiry: 57 Days Feb 10 13.38 0.96 40.00 0| 0 0 0 4400 11.50 0.93 38.89 0| 0 0 0 4600 9.68 0.90 37.54 0| 0 0 0 4800 6.30 0.78 34.45 0| 0 0 0 5200 4.83 0.69 33.24 0| 0 0 0 5400 3.56 0.59 32.31 0| 0 1 0 5600 2.50 0.48 31.31 0| 0 0 0 5800 1.68 0.37 30.76 0| 0 60 0 6000 0.70 0.19 30.31 0| 0 15 0 6400 0.32 0.10 31.92 0| 0 0 0 6800 0.19 0.06 35.00 0| 0 0 0 7200 Total 0| 0 76 0 Indicative a-t-m Vol 33.63 Underlying Price 57.180 Time to expiry: 85 Days Mar 10 38.10 1.00 52.00 0| 0 0 0 1911 36.36 1.00 52.96 0| 0 0 0 2085 32.89 1.00 52.82 0| 0 0 0 2433 29.43 1.00 51.18 0| 0 0 0 2780 27.70 1.00 50.08 0| 0 0 0 2954 25.97 1.00 48.87 0| 0 0 0 3128 24.25 0.99 47.61 0| 0 0 0 3301 22.53 0.99 46.33 0| 0 0 0 3475 19.12 0.98 43.80 0| 0 0 0 3823 15.79 0.95 41.42 0| 0 0 0 4170 13.64 0.93 39.95 0| 0 200 0 4400 10.13 0.85 37.94 0| 0 191 0 4800 4.39 0.59 33.95 0| 0 788 0 5600 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 18 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.29 0.26 31.75 0| 0 1,872 0 6400 0.30 0.08 31.86 0| 2 321 +2 7200 0.05 0.02 31.67 0| 0 70 0 8000 0.01 0.00 32.96 0| 0 110 0 8800 0.01 0.00 35.00 0| 0 0 0 9600 Total 0| 2 3,552 +2 Indicative a-t-m Vol 33.48 Underlying Price 57.180 Time to expiry: 176 Days Jun 10 39.89 1.00 55.00 0| 0 0 0 1738 36.45 1.00 53.73 0| 0 0 0 2085 29.60 0.99 48.85 0| 0 0 0 2780 26.21 0.98 46.23 0| 0 0 0 3128 22.88 0.96 43.76 0| 0 0 0 3475 19.61 0.94 41.50 0| 0 10 0 3823 16.49 0.90 39.48 0| 0 0 0 4170 10.79 0.78 36.19 0| 0 60 0 4865 8.36 0.70 35.08 0| 0 1,081 0 5213 6.26 0.60 33.83 0| 0 459 0 5560 3.21 3.18 0.40 32.29 3.21 3.21 2| 0 512 0 6255 1.45 0.22 31.27 0| 0 183 0 6950 0.61 0.11 30.98 0| 0 84 0 7645 0.29 0.06 31.70 0| 48 604 0 8340 0.22 0.04 32.79 0| 0 50 0 8688 0.04 0.01 35.00 0| 0 0 0 10425 Total 2| 48 3,043 0 Indicative a-t-m Vol 36.94 Underlying Price 57.180 Time to expiry: 267 Days Sep 10 18.59 0.89 45.00 0| 0 0 0 4000 15.30 0.84 42.67 0| 0 0 0 4400 12.27 0.77 40.57 0| 0 0 0 4800 9.58 0.68 38.78 0| 0 0 0 5200 7.30 0.59 37.35 0| 0 0 0 5600 5.38 0.49 35.95 0| 0 3 0 6000 3.94 0.40 35.24 0| 0 0 0 6400 2.84 0.32 34.68 0| 0 500 0 6800 2.05 0.25 34.47 0| 0 49 0 7200 1.09 0.15 34.69 0| 0 0 0 8000 0.66 0.09 35.93 0| 0 0 0 8800 0.47 0.07 38.00 0| 0 0 0 9600 Total 0| 0 552 0 Indicative a-t-m Vol 38.67 Underlying Price 57.180 Time to expiry: 358 Days Dec 10 39.91 1.00 48.00 0| 0 0 0 1738 36.47 1.00 49.19 0| 0 0 0 2085 29.73 0.98 48.31 0| 0 0 0 2780 26.48 0.96 47.21 0| 0 0 0 3128 23.38 0.93 45.98 0| 0 10 0 3475 20.43 0.89 44.70 0| 0 0 0 3823 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 19 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.68 0.85 43.45 0| 0 0 0 4170 12.77 0.73 41.00 0| 0 2,000 0 4865 10.76 0.67 40.40 0| 0 2,200 0 5213 8.80 0.60 39.00 0| 0 4,001 0 5560 6.53 0.50 37.91 0| 0 1,000 0 6081 3.74 0.34 36.26 0| 0 6,701 0 6950 2.03 0.22 35.10 0| 0 1 0 7819 1.80 0.20 34.92 0| 0 522 0 8000 1.39 0.16 34.62 0| 0 0 0 8340 1.10 0.13 34.38 0| 0 2 0 8688 0.32 0.05 34.00 0| 0 0 0 10425 Total 0| 0 16,437 0 Indicative a-t-m Vol 35.74 Underlying Price 57.180 Time to expiry: 540 Days Jun 11 39.94 1.00 50.00 0| 0 0 0 1738 36.53 1.00 48.00 0| 0 0 0 2085 29.94 0.97 46.00 0| 0 0 0 2780 26.79 0.94 44.00 0| 0 0 0 3128 23.87 0.91 43.00 0| 0 0 0 3475 21.14 0.87 42.00 0| 0 0 0 3823 18.42 0.82 40.00 0| 0 0 0 4170 13.89 0.72 38.00 0| 0 0 0 4865 11.76 0.66 36.50 0| 0 0 0 5213 9.99 0.61 35.81 0| 0 19 0 5560 7.37 0.50 35.50 0| 0 1,162 0 6255 5.29 0.40 35.00 0| 0 0 0 6950 3.60 0.30 34.00 0| 0 0 0 7645 2.45 0.23 33.40 0| 0 0 0 8340 2.05 0.20 33.20 0| 0 0 0 8688 Total 0| 0 1,181 0 Indicative a-t-m Vol 38.42 Underlying Price 57.180 Time to expiry: 722 Days Dec 11 39.96 1.00 49.00 0| 0 0 0 1738 36.55 1.00 48.00 0| 0 0 0 2085 30.02 0.96 46.00 0| 0 0 0 2780 26.93 0.94 44.00 0| 0 0 0 3128 24.12 0.90 43.00 0| 0 0 0 3475 21.50 0.86 42.00 0| 0 0 0 3823 19.09 0.81 41.00 0| 0 0 0 4170 13.17 0.67 39.00 0| 0 1 0 5213 6.80 0.44 37.00 0| 0 0 0 6950 4.43 0.33 35.00 0| 0 0 0 7819 2.94 0.24 34.00 0| 0 0 0 8688 Total 0| 0 1 0 Indicative a-t-m Vol 35.54 Underlying Price 57.180 Time to expiry: 904 Days Jun 12 25.91 0.95 35.48 0| 0 0 0 3200 19.95 0.84 35.72 0| 0 0 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 20 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.27 0.77 38.62 0| 0 0 0 4400 15.55 0.72 36.24 0| 0 0 0 4800 11.98 0.62 35.70 0| 0 0 0 5600 10.33 0.57 35.15 0| 0 0 0 6000 9.17 0.52 35.27 0| 0 0 0 6400 5.33 0.35 34.63 0| 0 0 0 8000 0.69 0.07 29.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 35.14 Underlying Price 57.180 Time to expiry: 1093 Days Dec 12 37.39 1.00 37.00 0| 0 0 0 2000 33.44 1.00 36.00 0| 0 0 0 2400 25.92 0.95 35.50 0| 0 0 0 3200 19.95 0.84 35.00 0| 0 0 0 4000 15.60 0.73 35.00 0| 0 0 0 4800 12.33 0.62 35.18 0| 0 0 0 5600 10.89 0.58 35.03 0| 0 0 0 6000 6.18 0.38 35.17 0| 0 0 0 8000 1.69 0.14 33.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 35.59 Underlying Price 57.180 Time to expiry: 1457 Days Dec 13 37.42 1.00 38.50 0| 0 0 0 2000 33.48 1.00 38.00 0| 0 0 0 2400 26.21 0.94 37.50 0| 0 0 0 3200 20.69 0.83 36.00 0| 0 0 0 4000 16.70 0.73 35.73 0| 0 0 0 4800 12.36 0.60 35.55 0| 0 0 0 6000 7.72 0.43 35.40 0| 0 0 0 8000 3.27 0.22 35.20 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 35.59 Underlying Price 57.180 Time to expiry: 1821 Days Dec 14 20.84 0.83 36.00 0| 0 0 0 4000 17.11 0.74 35.73 0| 0 0 0 4800 13.10 0.62 35.55 0| 0 0 0 6000 8.69 0.47 35.40 0| 0 0 0 8000 4.15 0.26 35.20 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 2| 50 25,400 +2 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 21 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lafarge (100) (LG1) Indicative a-t-m Vol 27.80 Underlying Price 57.180 Time to expiry: 22 Days Jan 10 0.01 0.00 40.00 0| 0 0 0 4400 0.02 -0.01 38.19 0| 0 0 0 4600 0.05 -0.02 36.21 0| 0 0 0 4800 0.27 -0.11 32.70 0| 0 202 0 5200 0.57 -0.22 30.68 0| 10 280 0 5400 1.09 -0.37 28.58 0| 0 159 0 5600 2.00 -0.57 27.25 0| 0 255 0 5800 3.33 -0.76 26.19 0| 0 26 0 6000 5.01 -0.88 26.28 0| 0 6 0 6200 6.86 -0.96 25.13 0| 0 0 0 6400 8.83 -0.99 24.90 0| 0 0 0 6600 10.82 -1.00 24.97 0| 0 0 0 6800 14.82 -1.00 26.07 0| 0 0 0 7200 18.82 -1.00 28.42 0| 0 0 0 7600 22.82 -1.00 32.00 0| 0 0 0 8000 Total 0| 10 928 0 Indicative a-t-m Vol 32.50 Underlying Price 57.180 Time to expiry: 57 Days Feb 10 0.16 -0.04 40.00 0| 0 0 0 4400 0.29 -0.07 39.18 0| 0 8 0 4600 0.48 -0.11 38.03 0| 0 25 0 4800 1.14 -0.23 35.38 0| 0 10 0 5200 1.67 -0.31 34.13 0| 0 33 0 5400 2.40 -0.41 33.09 0| 0 2 0 5600 3.34 -0.52 32.08 0| 0 16 0 5800 4.52 -0.62 31.55 0| 0 0 0 6000 7.53 -0.80 31.23 0| 0 0 0 6400 11.11 -0.90 32.35 0| 0 0 0 6800 14.96 -0.95 35.00 0| 0 0 0 7200 Total 0| 0 94 0 Indicative a-t-m Vol 34.36 Underlying Price 57.180 Time to expiry: 85 Days Mar 10 0.01 0.00 52.00 0| 0 0 0 1911 0.01 0.00 50.91 0| 0 0 0 2085 0.01 0.00 48.67 0| 0 0 0 2433 0.01 0.00 46.65 0| 0 0 0 2780 0.01 0.00 45.72 0| 0 0 0 2954 0.01 0.00 44.85 0| 0 0 0 3128 0.01 0.00 44.04 0| 0 0 0 3301 0.03 -0.01 43.28 0| 0 4 0 3475 0.08 -0.02 41.90 0| 0 65 0 3823 0.22 -0.04 40.71 0| 0 218 0 4170 0.47 -0.08 41.84 0| 0 145 0 4400 0.94 -0.15 39.04 0| 0 3,092 0 4800 3.20 -0.41 34.63 0| 0 2,293 0 5600 8.11 -0.73 32.79 0| 3 1,810 -3 6400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 22 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.09 -0.92 33.00 0| 0 20 0 7200 22.87 -0.97 35.60 0| 0 0 0 8000 30.82 -1.00 35.69 0| 0 0 0 8800 38.82 -1.00 35.00 0| 0 0 0 9600 Total 0| 3 7,647 -3 Indicative a-t-m Vol 41.23 Underlying Price 57.180 Time to expiry: 176 Days Jun 10 0.01 0.00 55.00 0| 0 0 0 1738 0.02 0.00 56.72 0| 0 0 0 2085 0.16 -0.02 54.63 0| 0 0 0 2780 0.31 -0.03 52.63 0| 0 0 0 3128 0.53 -0.05 50.52 0| 0 1 0 3475 0.86 -0.08 48.49 0| 0 94 0 3823 1.34 -0.12 46.63 0| 0 1,006 0 4170 2.81 -0.24 42.68 0| 0 10 0 4865 4.01 -0.32 41.67 0| 0 1,042 0 5213 5.56 -0.40 41.18 0| 0 392 0 5560 9.72 -0.56 41.41 0| 0 2,362 0 6255 15.12 -0.69 43.70 0| 19 468 0 6950 21.18 -0.77 46.42 0| 0 224 0 7645 27.15 -0.86 45.00 0| 0 0 0 8340 29.75 -0.97 32.79 0| 0 0 0 8688 47.29 -0.95 50.00 0| 0 0 0 10425 Total 0| 19 5,599 0 Indicative a-t-m Vol 37.45 Underlying Price 57.180 Time to expiry: 267 Days Sep 10 1.70 -0.14 42.88 0| 0 0 0 4000 2.65 -0.20 41.75 0| 0 0 0 4400 3.91 -0.27 40.80 0| 0 15 0 4800 5.35 -0.35 38.93 0| 0 0 0 5200 7.19 -0.44 37.50 0| 0 26 0 5600 9.59 -0.53 37.32 0| 5 570 0 6000 11.69 12.12 -0.61 36.17 11.69 11.69 29| 0 0 0 6400 15.04 -0.69 35.61 0| 48 144 +48 6800 18.23 -0.76 35.29 0| 0 0 0 7200 25.22 -0.85 35.33 0| 0 0 0 8000 32.73 -0.91 36.26 0| 0 0 0 8800 40.48 -0.94 38.00 0| 0 0 0 9600 Total 29| 53 755 +48 Indicative a-t-m Vol 40.48 Underlying Price 57.180 Time to expiry: 358 Days Dec 10 0.03 0.00 48.00 0| 0 1,250 0 1738 0.07 -0.01 45.52 0| 0 0 0 2085 0.34 -0.03 43.17 0| 0 0 0 2780 0.66 -0.06 42.60 0| 0 0 0 3128 1.14 -0.09 42.21 0| 0 0 0 3475 1.83 -0.13 41.93 0| 0 0 0 3823 2.74 -0.18 41.70 0| 0 1,750 0 4170 5.21 -0.29 41.00 0| 0 250 0 4865 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 23 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.99 -0.35 41.68 0| 0 0 0 5213 8.59 -0.42 40.50 0| 0 527 0 5560 11.79 -0.50 40.44 0| 0 1,077 0 6081 17.82 -0.64 39.65 0| 0 2,500 0 6950 24.73 -0.76 38.70 0| 0 17 0 7819 26.24 -0.78 38.48 0| 0 0 0 8000 29.17 -0.82 38.05 0| 0 0 0 8340 32.23 -0.85 37.59 0| 0 1 0 8688 48.47 -0.96 35.00 0| 0 0 0 10425 Total 0| 0 7,372 0 Indicative a-t-m Vol 35.89 Underlying Price 57.180 Time to expiry: 540 Days Jun 11 0.18 -0.01 50.00 0| 0 0 0 1738 0.34 -0.02 48.00 0| 0 0 0 2085 1.10 -0.06 47.00 0| 0 0 0 2780 1.46 -0.08 44.00 0| 0 0 0 3128 2.12 -0.12 43.00 0| 0 0 0 3475 2.93 -0.15 42.00 0| 0 0 0 3823 3.68 -0.19 40.00 0| 0 0 0 4170 6.08 -0.29 38.00 0| 0 0 0 4865 7.40 -0.35 36.50 0| 0 0 0 5213 9.11 -0.40 36.00 0| 0 10 0 5560 13.32 -0.52 35.50 0| 0 10 0 6255 18.14 -0.62 35.00 0| 0 0 0 6950 23.39 -0.72 34.00 0| 0 0 0 7645 29.19 -0.80 33.40 0| 0 0 0 8340 32.31 -0.83 33.42 0| 0 0 0 8688 Total 0| 0 20 0 Indicative a-t-m Vol 38.42 Underlying Price 57.180 Time to expiry: 722 Days Dec 11 0.38 -0.02 49.00 0| 0 0 0 1738 0.70 -0.04 48.00 0| 0 0 0 2085 1.74 -0.08 46.00 0| 0 0 0 2780 2.35 -0.11 44.00 0| 0 0 0 3128 3.20 -0.14 43.00 0| 0 0 0 3475 4.17 -0.18 42.00 0| 0 0 0 3823 5.30 -0.22 41.00 0| 0 0 0 4170 9.83 -0.35 39.00 0| 0 0 0 5213 20.58 -0.58 37.00 0| 0 0 0 6950 26.73 -0.68 35.00 0| 0 0 0 7819 33.75 -0.77 34.00 0| 0 0 0 8688 Total 0| 0 0 0 Indicative a-t-m Vol 35.63 Underlying Price 57.180 Time to expiry: 904 Days Jun 12 1.77 -0.10 35.00 0| 0 0 0 3200 3.97 -0.19 34.50 0| 0 0 0 4000 6.44 -0.24 38.01 0| 0 0 0 4400 8.00 -0.29 36.94 0| 0 0 0 4800 12.04 -0.40 35.78 0| 0 0 0 5600 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.31 -0.45 35.29 0| 0 0 0 6000 16.88 -0.50 34.96 0| 0 0 0 6400 28.29 -0.68 33.17 0| 0 0 0 8000 63.62 -0.95 30.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 34.94 Underlying Price 57.180 Time to expiry: 1093 Days Dec 12 0.47 -0.03 37.00 0| 0 0 0 2000 0.87 -0.05 36.00 0| 0 0 0 2400 2.45 -0.12 35.50 0| 0 0 0 3200 4.97 -0.21 35.00 0| 0 0 0 4000 8.59 -0.30 35.00 0| 0 0 0 4800 12.94 -0.40 34.85 0| 0 0 0 5600 15.52 -0.44 35.16 0| 0 0 0 6000 29.42 -0.64 34.00 0| 0 0 0 8000 63.97 -0.90 33.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 35.99 Underlying Price 57.180 Time to expiry: 1457 Days Dec 13 1.00 -0.05 38.50 0| 0 0 0 2000 1.72 -0.07 38.00 0| 0 0 0 2400 3.86 -0.14 37.50 0| 0 0 0 3200 6.59 -0.22 36.00 0| 0 0 0 4000 10.77 -0.30 37.03 0| 0 0 0 4800 17.29 -0.42 35.67 0| 0 0 0 6000 31.06 -0.58 35.40 0| 0 0 0 8000 64.20 -0.85 34.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 35.99 Underlying Price 57.180 Time to expiry: 1821 Days Dec 14 7.68 -0.22 36.00 0| 0 0 0 4000 12.04 -0.30 37.03 0| 0 0 0 4800 18.53 -0.40 35.67 0| 0 0 0 6000 31.93 -0.55 35.40 0| 0 0 0 8000 64.30 -0.81 35.20 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 29| 85 22,415 +45 Grand Total 31| 135 47,815 +47 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 25 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lafarge European (LG2) Indicative a-t-m Vol 32.95 Underlying Price 57.180 Time to expiry: 85 Days Mar 10 36.37 1.00 59.00 0| 0 0 0 2085 35.22 1.00 57.53 0| 0 0 0 2200 32.89 1.00 54.70 0| 0 0 0 2433 29.43 1.00 50.88 0| 0 0 0 2780 27.70 1.00 49.14 0| 0 0 0 2954 25.96 1.00 47.51 0| 0 0 0 3128 24.25 1.00 46.00 0| 0 30 0 3301 22.52 0.99 44.57 0| 0 250 0 3475 21.29 0.99 43.61 0| 0 0 0 3600 19.10 0.98 42.00 0| 0 0 0 3823 17.37 0.97 40.83 0| 0 0 0 4000 15.74 0.96 39.77 0| 0 0 0 4170 13.58 0.93 38.46 0| 0 2,442 0 4400 11.76 0.90 37.42 0| 0 25 0 4600 9.49 0.85 36.17 0| 0 378 0 4865 6.82 0.74 34.97 0| 0 944 0 5213 5.53 0.67 34.10 0| 0 0 0 5400 4.55 0.60 33.50 0| 0 164 0 5560 3.29 0.50 32.66 0| 0 0 0 5800 2.44 0.41 32.04 0| 0 20,518 0 6000 1.60 0.31 31.60 0| 115 1,409 +115 6255 0.41 0.11 30.32 0| 0 1,253 0 6950 0.23 0.07 29.99 0| 0 10,003 0 7200 0.08 0.03 29.53 0| 0 1,210 0 7645 0.03 0.01 29.29 0| 0 1,408 0 8000 0.01 0.00 29.15 0| 0 4 0 8340 0.01 0.00 29.10 0| 0 10 0 8688 0.01 0.00 29.31 0| 0 0 0 9600 0.01 0.00 30.00 0| 0 0 0 10425 0.01 0.00 35.00 0| 0 1 0 13900 Total 0| 115 40,049 +115 Indicative a-t-m Vol 35.84 Underlying Price 57.180 Time to expiry: 267 Days Sep 10 34.89 0.99 60.00 0| 0 0 0 2085 31.84 0.98 55.46 0| 0 0 0 2400 28.21 0.97 51.14 0| 0 0 0 2780 24.96 0.95 47.97 0| 0 0 0 3128 21.82 0.92 45.37 0| 0 0 0 3475 18.80 0.89 43.20 0| 0 0 0 3823 17.34 0.87 42.22 0| 0 0 0 4000 15.95 0.84 41.36 0| 0 0 0 4170 14.20 0.81 40.30 0| 0 40 0 4400 10.90 0.72 38.38 0| 0 2 0 4865 8.80 0.65 37.36 0| 0 128 0 5213 6.94 0.57 36.27 0| 0 612 0 5560 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 26 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.01 0.47 35.08 0| 0 86 0 6000 4.08 0.41 34.63 0| 0 740 0 6255 2.21 0.27 33.26 0| 0 0 0 6950 1.77 0.22 32.89 0| 0 0 0 7200 0.79 0.12 31.84 0| 0 0 0 8000 0.33 0.06 31.05 0| 0 0 0 8800 0.13 0.03 30.45 0| 0 0 0 9600 0.05 0.01 30.00 0| 0 0 0 10425 Total 0| 0 1,608 0 Indicative a-t-m Vol 37.49 Underlying Price 57.180 Time to expiry: 449 Days Mar 11 32.08 0.98 44.00 0| 0 0 0 2400 24.98 0.93 42.08 0| 0 0 0 3200 21.66 0.89 40.66 0| 0 0 0 3600 18.59 0.84 39.58 0| 0 0 0 4000 15.89 0.78 39.26 0| 0 0 0 4400 13.46 0.72 38.85 0| 0 0 0 4800 9.32 0.59 37.69 0| 0 0 0 5600 7.60 0.52 37.00 0| 0 0 0 6000 6.39 0.46 37.26 0| 0 0 0 6400 2.74 0.25 36.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 37.05 Underlying Price 57.180 Time to expiry: 631 Days Sep 11 18.87 0.80 41.70 0| 0 0 0 4000 13.84 0.70 38.85 0| 0 0 0 4800 9.94 0.58 37.07 0| 0 0 0 5600 8.50 0.53 37.00 0| 0 0 0 6000 7.09 0.47 36.37 0| 0 0 0 6400 3.07 0.26 33.39 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 115 41,657 +115 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 27 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lafarge European (LG2) Indicative a-t-m Vol 34.50 Underlying Price 57.180 Time to expiry: 85 Days Mar 10 0.01 0.00 59.00 0| 0 50 0 2085 0.01 0.00 58.02 0| 0 0 0 2200 0.01 0.00 55.94 0| 0 0 0 2433 0.01 0.00 52.83 0| 0 0 0 2780 0.01 0.00 51.31 0| 0 0 0 2954 0.02 0.00 49.83 0| 0 0 0 3128 0.03 -0.01 48.42 0| 0 450 0 3301 0.05 -0.01 47.06 0| 0 110 0 3475 0.07 -0.01 46.12 0| 0 0 0 3600 0.12 -0.02 44.52 0| 0 30 0 3823 0.18 -0.03 43.32 0| 0 126 0 4000 0.26 -0.05 42.23 0| 0 500 0 4170 0.42 -0.08 40.85 0| 6 15 0 4400 0.63 -0.11 39.73 0| 0 328 0 4600 1.03 -0.17 38.36 0| 0 501 0 4865 1.83 -0.27 36.61 0| 0 1,493 0 5213 2.53 -0.34 36.72 0| 0 0 0 5400 3.05 -0.40 35.14 0| 0 20,559 0 5560 4.18 -0.50 34.16 0| 100 100 +100 5800 5.33 -0.58 33.60 0| 0 20,228 0 6000 7.04 -0.68 33.24 0| 0 198 0 6255 12.67 -0.88 31.45 0| 0 30 0 6950 14.97 -0.93 31.00 0| 0 0 0 7200 19.23 -0.97 30.35 0| 0 12 0 7645 22.72 -0.99 29.97 0| 0 0 0 8000 26.10 -0.99 29.71 0| 0 0 0 8340 29.56 -1.00 29.54 0| 0 80 0 8688 38.66 -1.00 29.50 0| 0 0 0 9600 46.90 -1.00 30.00 0| 0 360 0 10425 81.59 -1.00 35.00 0| 0 0 0 13900 Total 0| 106 45,170 +100 Indicative a-t-m Vol 37.37 Underlying Price 57.180 Time to expiry: 267 Days Sep 10 0.18 -0.01 60.00 0| 0 0 0 2085 0.26 -0.02 55.79 0| 0 0 0 2400 0.42 -0.04 51.80 0| 0 0 0 2780 0.65 -0.05 48.89 0| 0 0 0 3128 0.98 -0.08 46.50 0| 0 0 0 3475 1.45 -0.12 44.48 0| 0 0 0 3823 1.77 -0.14 43.57 0| 0 0 0 4000 2.09 -0.16 42.76 0| 0 284 0 4170 2.64 -0.20 41.76 0| 0 0 0 4400 4.03 -0.28 39.98 0| 0 500 0 4865 5.38 -0.35 38.84 0| 4 40 0 5213 6.99 -0.43 37.85 0| 0 494 0 5560 9.40 -0.53 36.53 0| 0 885 0 6000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.02 -0.58 36.18 0| 0 102 0 6255 15.99 -0.72 34.65 0| 0 0 0 6950 17.98 -0.76 34.19 0| 0 0 0 7200 24.85 -0.87 32.89 0| 0 0 0 8000 32.26 -0.94 31.80 0| 0 383 0 8800 39.97 -0.97 30.85 0| 0 0 0 9600 48.05 -0.99 30.00 0| 0 4 0 10425 Total 0| 4 2,692 0 Indicative a-t-m Vol 37.37 Underlying Price 57.180 Time to expiry: 449 Days Mar 11 0.28 -0.02 44.00 0| 0 0 0 2400 1.03 -0.07 41.92 0| 0 0 0 3200 1.83 -0.12 42.00 0| 0 0 0 3600 3.14 -0.17 43.56 0| 0 0 0 4000 4.00 -0.22 40.57 0| 0 0 0 4400 5.22 -0.28 38.66 0| 0 0 0 4800 8.92 -0.41 37.42 0| 0 0 0 5600 11.26 -0.48 37.26 0| 0 0 0 6000 13.86 -0.54 37.02 0| 0 0 0 6400 26.00 -0.75 36.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 37.62 Underlying Price 57.180 Time to expiry: 631 Days Sep 11 3.95 -0.19 40.02 0| 0 10 0 4000 6.97 -0.30 38.66 0| 0 0 0 4800 11.09 -0.41 37.78 0| 0 0 0 5600 13.41 -0.47 37.26 0| 0 0 0 6000 16.01 -0.53 37.02 0| 0 0 0 6400 27.58 -0.73 34.42 0| 0 0 0 8000 Total 0| 0 10 0 Total Puts 0| 110 47,872 +100 Grand Total 0| 225 89,529 +215 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 29 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lagardere (100) (MM1) Indicative a-t-m Vol 23.72 Underlying Price 28.860 Time to expiry: 22 Days Jan 10 5.88 0.99 38.94 0| 0 0 0 2300 4.88 0.99 34.07 0| 0 0 0 2400 2.91 0.95 25.78 0| 0 0 0 2600 2.04 0.84 27.61 0| 0 0 0 2700 1.25 0.69 25.61 0| 0 0 0 2800 0.62 0.48 23.41 0| 0 41 0 2900 0.23 0.25 22.01 0| 0 8 0 3000 0.10 0.12 23.86 0| 0 114 0 3100 0.03 0.04 23.60 0| 0 0 0 3200 0.01 0.01 24.11 0| 0 1,000 0 3300 0.01 0.00 24.82 0| 0 51 0 3400 0.01 0.00 25.67 0| 0 1,000 0 3500 0.01 0.00 26.64 0| 0 0 0 3600 0.01 0.00 28.82 0| 0 0 0 3800 0.01 0.00 31.15 0| 0 0 0 4000 0.01 0.00 33.50 0| 0 0 0 4200 Total 0| 0 2,214 0 Indicative a-t-m Vol 28.90 Underlying Price 28.860 Time to expiry: 57 Days Feb 10 6.02 0.94 39.86 0| 0 0 0 2300 5.07 0.91 36.76 0| 0 0 0 2400 3.31 0.81 32.80 0| 0 0 0 2600 2.52 0.73 31.08 0| 0 0 0 2700 1.84 0.63 29.81 0| 0 0 0 2800 1.27 0.51 28.75 0| 0 0 0 2900 0.82 0.39 27.70 0| 0 0 0 3000 0.51 0.28 27.44 0| 0 0 0 3100 0.32 0.19 27.52 0| 0 205 0 3200 0.12 0.08 28.58 0| 0 0 0 3400 0.05 0.04 30.00 0| 0 0 0 3600 Total 0| 0 205 0 Indicative a-t-m Vol 30.26 Underlying Price 28.860 Time to expiry: 85 Days Mar 10 14.89 1.00 53.00 0| 0 0 0 1400 12.90 0.99 50.36 0| 0 0 0 1600 10.92 0.99 46.89 0| 0 0 0 1800 9.95 0.98 45.10 0| 0 0 0 1900 8.97 0.97 43.34 0| 0 0 0 2000 8.01 0.95 41.64 0| 0 0 0 2100 7.07 0.93 40.02 0| 0 0 0 2200 6.19 0.90 39.94 0| 0 2 0 2300 5.29 0.87 37.91 0| 0 2 0 2400 3.63 0.76 34.37 0| 0 56 0 2600 2.89 0.69 33.02 0| 0 0 0 2700 2.24 0.61 31.96 0| 0 56 0 2800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 30 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.63 0.52 29.98 0| 0 0 0 2900 1.21 0.43 29.74 0| 0 1,443 0 3000 0.60 0.26 29.27 0| 0 305 0 3200 0.31 0.15 30.09 0| 0 0 0 3400 0.17 0.09 31.75 0| 0 104 0 3600 0.05 0.03 29.34 0| 0 15 0 3800 0.02 0.01 29.93 0| 0 300 0 4000 0.01 0.00 32.14 0| 0 1 0 4400 0.01 0.00 35.00 0| 0 0 0 4800 Total 0| 0 2,284 0 Indicative a-t-m Vol 32.14 Underlying Price 28.860 Time to expiry: 176 Days Jun 10 16.90 1.00 47.00 0| 0 0 0 1200 12.93 0.99 44.00 0| 0 0 0 1600 10.98 0.98 41.97 0| 0 0 0 1800 9.06 0.96 39.96 0| 0 0 0 2000 8.13 0.94 38.99 0| 0 0 0 2100 7.26 0.91 39.00 0| 0 0 0 2200 6.39 0.87 37.59 0| 0 0 0 2300 5.55 0.84 36.44 0| 0 0 0 2400 4.00 0.74 34.11 0| 0 0 0 2600 2.72 0.61 32.39 0| 0 2 0 2800 1.77 0.46 31.81 0| 0 3 0 3000 1.05 1.08 0.33 30.84 1.05 1.05 3| 0 100 0 3200 0.63 0.22 30.44 0| 0 103 0 3400 0.37 0.14 30.26 0| 0 0 0 3600 0.22 0.09 30.54 0| 0 50 0 3800 0.10 0.05 29.10 0| 0 50 0 4000 0.03 0.01 28.87 0| 0 50 0 4400 0.01 0.00 29.12 0| 0 50 0 4800 0.01 0.00 32.00 0| 0 0 0 6000 Total 3| 0 408 0 Indicative a-t-m Vol 32.15 Underlying Price 28.860 Time to expiry: 267 Days Sep 10 9.15 0.94 39.67 0| 0 0 0 2000 7.36 0.89 37.34 0| 0 0 0 2200 5.66 0.82 34.42 0| 0 0 0 2400 4.27 0.71 33.58 0| 0 0 0 2600 3.05 0.59 32.03 0| 0 0 0 2800 2.23 0.47 32.32 0| 0 100 0 3000 1.50 0.36 31.23 0| 0 50 0 3200 0.98 0.26 30.35 0| 0 0 0 3400 0.63 0.19 29.79 0| 0 0 0 3600 0.40 0.13 29.35 0| 0 50 0 3800 0.26 0.09 29.23 0| 0 0 0 4000 0.14 0.05 30.84 0| 0 0 0 4400 0.09 0.03 32.70 0| 0 0 0 4800 Total 0| 0 200 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 33.72 Underlying Price 28.860 Time to expiry: 358 Days Dec 10 16.95 0.99 60.55 0| 0 0 0 1200 13.08 0.96 50.66 0| 0 0 0 1600 9.40 0.90 43.08 0| 0 0 0 2000 7.70 0.84 39.98 0| 0 0 0 2200 6.14 0.77 37.45 0| 0 0 0 2400 4.78 0.68 35.53 0| 0 0 0 2600 3.70 0.58 34.68 0| 0 0 0 2800 2.67 0.48 32.46 0| 0 0 0 3000 1.89 0.38 31.00 0| 0 0 0 3200 0.96 0.23 30.00 0| 0 0 0 3600 0.48 0.13 29.50 0| 0 0 0 4000 0.16 0.05 31.00 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 32.33 Underlying Price 28.860 Time to expiry: 540 Days Jun 11 13.25 0.94 53.63 0| 0 0 0 1600 9.56 0.88 42.28 0| 0 0 0 2000 7.79 0.83 37.54 0| 0 0 0 2200 6.29 0.76 35.26 0| 0 0 0 2400 3.97 0.58 32.70 0| 0 0 0 2800 2.38 0.42 30.98 0| 0 0 0 3200 1.42 0.29 30.29 0| 0 0 0 3600 0.80 0.19 29.67 0| 0 0 0 4000 0.33 0.09 30.70 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 32.33 Underlying Price 28.860 Time to expiry: 722 Days Dec 11 9.83 0.85 42.28 0| 0 0 0 2000 6.69 0.73 35.26 0| 0 0 0 2400 4.51 0.58 32.70 0| 0 0 0 2800 2.94 0.45 30.98 0| 0 0 0 3200 1.22 0.23 29.67 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 3| 0 5,311 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 32 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lagardere (100) (MM1) Indicative a-t-m Vol 23.72 Underlying Price 28.860 Time to expiry: 22 Days Jan 10 0.01 -0.01 38.94 0| 0 0 0 2300 0.01 -0.01 34.07 0| 0 0 0 2400 0.04 -0.05 25.78 0| 0 6 0 2600 0.17 -0.16 27.61 0| 0 0 0 2700 0.38 -0.31 25.61 0| 0 1,050 0 2800 0.75 -0.52 23.41 0| 0 140 0 2900 1.37 -0.75 22.01 0| 0 91 0 3000 2.23 -0.88 23.86 0| 0 100 0 3100 3.16 -0.96 23.60 0| 0 35 0 3200 4.14 -0.99 24.11 0| 0 28 0 3300 5.14 -1.00 24.82 0| 0 0 0 3400 6.14 -1.00 25.67 0| 0 0 0 3500 7.14 -1.00 26.64 0| 0 0 0 3600 9.14 -1.00 28.82 0| 0 0 0 3800 11.14 -1.00 31.15 0| 0 0 0 4000 13.14 -1.00 33.50 0| 0 0 0 4200 Total 0| 0 1,450 0 Indicative a-t-m Vol 28.90 Underlying Price 28.860 Time to expiry: 57 Days Feb 10 0.14 -0.06 39.86 0| 0 0 0 2300 0.19 -0.09 36.76 0| 0 0 0 2400 0.42 -0.19 32.80 0| 0 0 0 2600 0.64 -0.27 31.08 0| 0 0 0 2700 0.95 -0.37 29.81 0| 0 0 0 2800 1.38 -0.49 28.75 0| 0 0 0 2900 1.93 -0.61 27.70 0| 0 0 0 3000 2.63 -0.72 27.44 0| 0 0 0 3100 3.43 -0.81 27.52 0| 0 0 0 3200 5.24 -0.92 28.58 0| 0 0 0 3400 7.17 -0.97 30.00 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 30.26 Underlying Price 28.860 Time to expiry: 85 Days Mar 10 0.01 0.00 53.00 0| 0 0 0 1400 0.01 -0.01 50.36 0| 0 0 0 1600 0.03 -0.01 46.89 0| 0 0 0 1800 0.05 -0.02 45.10 0| 0 0 0 1900 0.08 -0.03 43.34 0| 0 0 0 2000 0.12 -0.05 41.64 0| 0 2 0 2100 0.17 -0.07 40.02 0| 0 14 0 2200 0.29 -0.10 39.94 0| 0 78 0 2300 0.39 -0.13 37.91 0| 0 100 0 2400 0.73 -0.24 34.37 0| 0 2 0 2600 0.99 -0.31 33.02 0| 0 0 0 2700 1.34 -0.39 31.96 0| 0 72 0 2800 1.73 -0.48 29.98 0| 0 0 0 2900 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 33 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.30 -0.57 29.74 0| 0 118 0 3000 3.70 -0.74 29.27 0| 0 0 0 3200 5.41 -0.85 30.09 0| 0 82 0 3400 7.27 -0.92 31.75 0| 0 0 0 3600 9.16 -0.98 29.34 0| 0 0 0 3800 11.14 -0.99 29.93 0| 0 50 0 4000 15.14 -1.00 32.14 0| 0 0 0 4400 19.14 -1.00 35.00 0| 0 0 0 4800 Total 0| 0 518 0 Indicative a-t-m Vol 32.14 Underlying Price 28.860 Time to expiry: 176 Days Jun 10 0.01 0.00 47.00 0| 0 0 0 1200 0.09 -0.03 44.00 0| 0 0 0 1600 0.20 -0.05 41.97 0| 0 0 0 1800 0.39 -0.09 39.96 0| 0 0 0 2000 0.52 -0.12 38.99 0| 0 0 0 2100 0.73 -0.16 39.00 0| 0 54 0 2200 0.92 -0.20 37.59 0| 0 100 0 2300 1.16 -0.24 36.44 0| 0 201 0 2400 1.78 -0.35 34.11 0| 0 250 0 2600 2.65 -0.48 32.39 0| 0 200 0 2800 3.85 -0.60 31.81 0| 0 1,030 0 3000 5.25 -0.72 30.84 0| 0 5 0 3200 6.86 -0.81 30.44 0| 0 150 0 3400 8.63 -0.88 30.26 0| 0 200 0 3600 10.49 -0.92 30.54 0| 0 0 0 3800 12.37 -0.96 29.10 0| 0 107 0 4000 16.30 -0.99 28.87 0| 0 0 0 4400 20.27 -1.00 29.12 0| 0 0 0 4800 32.22 -1.00 32.00 0| 0 0 0 6000 Total 0| 0 2,297 0 Indicative a-t-m Vol 32.15 Underlying Price 28.860 Time to expiry: 267 Days Sep 10 0.73 -0.13 39.67 0| 0 0 0 2000 1.10 -0.19 37.34 0| 0 0 0 2200 1.55 -0.27 34.42 0| 0 0 0 2400 2.31 -0.36 33.58 0| 0 0 0 2600 3.22 -0.47 32.03 0| 0 0 0 2800 4.49 -0.56 32.32 0| 0 0 0 3000 5.79 -0.66 31.23 0| 0 0 0 3200 7.29 -0.75 30.35 0| 0 0 0 3400 8.95 -0.82 29.79 0| 0 0 0 3600 10.71 -0.87 29.35 0| 0 0 0 3800 12.56 -0.91 29.23 0| 0 0 0 4000 16.41 -0.95 30.84 0| 0 0 0 4400 20.33 -0.97 32.70 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 33.72 Underlying Price 28.860 Time to expiry: 358 Days Dec 10 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 34 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.39 -0.04 60.55 0| 0 0 0 1200 0.72 -0.09 50.66 0| 0 0 0 1600 1.27 -0.16 43.08 0| 0 90 0 2000 1.68 -0.22 39.98 0| 0 0 0 2200 2.22 -0.28 37.45 0| 0 0 0 2400 2.95 -0.36 35.53 0| 0 0 0 2600 3.94 -0.45 34.68 0| 0 0 0 2800 4.93 -0.54 32.46 0| 0 0 0 3000 6.16 -0.63 31.00 0| 0 0 0 3200 9.23 -0.77 30.00 0| 0 0 0 3600 12.72 -0.87 29.50 0| 0 0 0 4000 20.35 -0.95 31.00 0| 0 0 0 4800 Total 0| 0 90 0 Indicative a-t-m Vol 32.33 Underlying Price 28.860 Time to expiry: 540 Days Jun 11 1.60 -0.13 53.63 0| 0 0 0 1600 2.08 -0.21 42.28 0| 0 0 0 2000 2.40 -0.26 37.54 0| 0 0 0 2200 3.05 -0.32 35.26 0| 0 0 0 2400 4.93 -0.47 32.70 0| 0 0 0 2800 7.43 -0.62 30.98 0| 0 0 0 3200 10.44 -0.74 29.80 0| 0 0 0 3600 13.86 -0.83 29.67 0| 0 0 0 4000 21.27 -0.92 30.70 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 32.33 Underlying Price 28.860 Time to expiry: 722 Days Dec 11 2.59 -0.21 42.28 0| 0 0 0 2000 3.56 -0.32 35.26 0| 0 0 0 2400 5.42 -0.45 32.70 0| 0 0 0 2800 7.83 -0.58 30.98 0| 0 0 0 3200 14.03 -0.78 29.67 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 4,355 0 Grand Total 3| 0 9,666 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 35 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lagardere SCA European (MM3) Indicative a-t-m Vol 30.34 Underlying Price 28.860 Time to expiry: 85 Days Mar 10 14.89 1.00 55.00 0| 0 0 0 1400 12.90 0.99 52.01 0| 0 0 0 1600 10.93 0.98 48.18 0| 0 0 0 1800 9.95 0.98 46.24 0| 0 0 0 1900 8.98 0.97 44.33 0| 0 0 0 2000 8.03 0.95 42.49 0| 0 0 0 2100 7.11 0.93 41.96 0| 0 2 0 2200 6.19 0.90 39.95 0| 0 0 0 2300 5.30 0.87 38.11 0| 0 0 0 2400 3.63 0.76 34.51 0| 0 1 0 2600 2.90 0.69 33.15 0| 0 0 0 2700 2.24 0.61 31.99 0| 0 40 0 2800 1.64 0.52 30.07 0| 0 0 0 2900 1.21 0.43 29.83 0| 0 0 0 3000 0.61 0.26 29.38 0| 0 0 0 3200 0.31 0.15 30.24 0| 0 0 0 3400 0.18 0.09 32.00 0| 0 0 0 3600 0.05 0.03 29.28 0| 0 1 0 3800 0.02 0.01 29.87 0| 0 25 0 4000 0.01 0.00 32.14 0| 0 0 0 4400 0.01 0.00 35.00 0| 0 0 0 4800 Total 0| 0 69 0 Indicative a-t-m Vol 32.15 Underlying Price 28.860 Time to expiry: 267 Days Sep 10 8.26 0.87 39.67 0| 0 0 0 2000 6.65 0.81 37.34 0| 0 179 0 2200 5.11 0.73 34.42 0| 0 0 0 2400 3.89 0.64 33.58 0| 0 0 0 2600 2.82 0.53 32.03 0| 0 0 0 2800 2.10 0.44 32.32 0| 0 0 0 3000 1.42 0.34 31.23 0| 0 500 0 3200 0.94 0.25 30.35 0| 0 503 0 3400 0.61 0.18 29.79 0| 30 40 +30 3600 0.39 0.13 29.35 0| 0 0 0 3800 0.25 0.09 29.23 0| 0 1 0 4000 0.14 0.05 30.84 0| 0 4 0 4400 0.09 0.03 32.70 0| 0 3 0 4800 Total 0| 30 1,230 +30 Indicative a-t-m Vol 32.64 Underlying Price 28.860 Time to expiry: 449 Days Mar 11 15.67 0.98 41.24 0| 0 0 0 1200 12.04 0.93 38.45 0| 0 0 0 1600 8.80 0.85 36.66 0| 0 0 0 2000 7.37 0.79 35.67 0| 0 0 0 2200 6.06 0.72 34.70 0| 0 0 0 2400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 36 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.91 0.57 32.95 0| 0 0 0 2800 2.36 0.41 31.51 0| 0 0 0 3200 1.33 0.28 30.39 0| 0 0 0 3600 0.73 0.17 29.59 0| 0 0 0 4000 0.20 0.06 28.75 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 32.01 Underlying Price 28.860 Time to expiry: 631 Days Sep 11 8.24 0.81 34.98 0| 0 0 0 2000 5.79 0.68 33.44 0| 0 0 0 2400 3.92 0.54 32.23 0| 0 0 0 2800 2.56 0.41 31.22 0| 0 0 0 3200 1.58 0.29 30.29 0| 0 0 0 3600 0.95 0.20 29.41 0| 0 0 0 4000 0.31 0.08 28.16 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 30 1,299 +30 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 37 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lagardere SCA European (MM3) Indicative a-t-m Vol 30.34 Underlying Price 28.860 Time to expiry: 85 Days Mar 10 0.01 0.00 55.00 0| 0 0 0 1400 0.02 -0.01 52.01 0| 0 0 0 1600 0.04 -0.02 48.18 0| 0 0 0 1800 0.06 -0.02 46.24 0| 0 0 0 1900 0.09 -0.03 44.33 0| 0 2 0 2000 0.13 -0.05 42.49 0| 0 6 0 2100 0.21 -0.07 41.96 0| 0 21 0 2200 0.29 -0.10 39.95 0| 0 0 0 2300 0.40 -0.13 38.11 0| 0 30 0 2400 0.73 -0.24 34.51 0| 0 35 0 2600 0.99 -0.31 33.15 0| 0 0 0 2700 1.34 -0.39 31.99 0| 0 2 0 2800 1.73 -0.48 30.07 0| 0 0 0 2900 2.30 -0.57 29.83 0| 0 0 0 3000 3.69 -0.74 29.38 0| 0 1 0 3200 5.40 -0.85 30.24 0| 0 0 0 3400 7.26 -0.91 32.00 0| 0 0 0 3600 9.13 -0.97 29.28 0| 0 0 0 3800 11.09 -0.99 29.87 0| 0 0 0 4000 15.07 -1.00 32.14 0| 0 0 0 4400 19.06 -1.00 35.00 0| 0 0 0 4800 Total 0| 0 97 0 Indicative a-t-m Vol 32.15 Underlying Price 28.860 Time to expiry: 267 Days Sep 10 0.73 -0.13 39.67 0| 0 16 0 2000 1.10 -0.19 37.34 0| 0 0 0 2200 1.55 -0.27 34.42 0| 0 0 0 2400 2.31 -0.36 33.58 0| 0 0 0 2600 3.22 -0.47 32.03 0| 0 1 0 2800 4.49 -0.56 32.32 0| 0 15 0 3000 5.79 -0.66 31.23 0| 0 11 0 3200 7.29 -0.75 30.35 0| 0 2 0 3400 8.95 -0.82 29.79 0| 0 2 0 3600 10.71 -0.87 29.35 0| 0 1 0 3800 12.56 -0.91 29.23 0| 0 1 0 4000 16.41 -0.95 30.84 0| 0 0 0 4400 20.33 -0.97 32.70 0| 0 0 0 4800 Total 0| 0 49 0 Indicative a-t-m Vol 32.64 Underlying Price 28.860 Time to expiry: 449 Days Mar 11 0.10 -0.02 41.24 0| 0 0 0 1200 0.40 -0.07 38.45 0| 0 0 0 1600 1.10 -0.15 36.66 0| 0 0 0 2000 1.63 -0.21 35.67 0| 0 0 0 2200 2.29 -0.28 34.70 0| 0 0 0 2400 4.07 -0.43 32.95 0| 0 0 0 2800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 38 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.45 -0.59 31.51 0| 0 0 0 3200 9.36 -0.72 30.39 0| 0 0 0 3600 12.69 -0.83 29.59 0| 0 0 0 4000 20.03 -0.94 28.75 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 32.01 Underlying Price 28.860 Time to expiry: 631 Days Sep 11 1.62 -0.19 34.98 0| 0 0 0 2000 3.06 -0.32 33.44 0| 0 0 0 2400 5.07 -0.46 32.23 0| 0 0 0 2800 7.59 -0.59 31.22 0| 0 0 0 3200 10.50 -0.71 30.29 0| 0 0 0 3600 13.76 -0.80 29.41 0| 0 0 0 4000 20.89 -0.92 28.16 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 146 0 Grand Total 0| 30 1,445 +30 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | LVMH (100) (MC1) Indicative a-t-m Vol 21.89 Underlying Price 77.900 Time to expiry: 22 Days Jan 10 21.92 1.00 30.00 0| 0 0 0 5600 17.92 1.00 31.64 0| 0 0 0 6000 13.93 1.00 30.56 0| 0 0 0 6400 11.94 0.99 29.45 0| 0 0 0 6600 9.97 0.98 28.15 0| 0 65 0 6800 8.03 0.95 26.75 0| 0 47 0 7000 6.17 0.90 25.36 0| 0 66 0 7200 4.44 0.81 24.33 0| 0 920 0 7400 3.63 0.75 23.53 0| 0 0 0 7500 2.87 0.68 22.65 0| 0 237 0 7600 1.67 0.50 21.84 0| 0 219 0 7800 0.82 0.32 20.93 0| 0 303 0 8000 0.15 0.08 21.14 0| 0 65 0 8400 0.02 0.01 21.64 0| 0 0 0 8800 0.01 0.00 24.00 0| 0 0 0 9200 Total 0| 0 1,922 0 Indicative a-t-m Vol 28.55 Underlying Price 77.900 Time to expiry: 57 Days Feb 10 22.02 0.98 40.00 0| 0 0 0 5600 18.11 0.97 37.25 0| 0 0 0 6000 14.29 0.93 34.62 0| 0 0 0 6400 10.65 0.87 32.25 0| 0 0 0 6800 8.86 0.83 30.12 0| 0 0 0 7000 7.38 0.76 30.58 0| 0 0 0 7200 5.94 0.69 30.00 0| 0 0 0 7400 4.67 0.61 29.50 0| 0 800 0 7600 3.51 0.52 28.50 0| 0 0 0 7800 2.46 0.43 26.89 0| 0 23 0 8000 1.23 0.26 26.65 0| 0 4 0 8400 0.60 0.14 27.21 0| 0 0 0 8800 0.29 0.08 28.00 0| 0 0 0 9200 Total 0| 0 827 0 Indicative a-t-m Vol 28.53 Underlying Price 77.900 Time to expiry: 85 Days Mar 10 45.96 1.00 60.00 0| 0 0 0 3200 41.99 1.00 64.56 0| 0 0 0 3600 38.07 0.99 64.35 0| 0 0 0 4000 34.15 0.98 61.45 0| 0 0 0 4400 32.20 0.98 59.42 0| 0 0 0 4600 30.25 0.97 57.16 0| 0 0 0 4800 26.35 0.96 52.27 0| 0 0 0 5200 22.49 0.94 47.30 0| 0 0 0 5600 18.68 0.92 42.58 0| 0 959 0 6000 14.97 0.88 38.31 0| 0 3,400 0 6400 11.42 0.82 34.62 0| 0 2,888 0 6800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.77 0.78 33.02 0| 0 0 0 7000 8.14 0.73 31.03 0| 0 4,047 0 7200 6.78 0.67 30.48 0| 0 0 0 7400 5.49 0.60 29.58 0| 0 4,439 0 7600 4.30 0.53 28.47 0| 0 0 0 7800 3.30 0.45 27.68 0| 0 5,180 0 8000 1.82 0.30 26.46 0| 0 64 0 8400 1.00 0.19 26.50 0| 0 3,492 0 8800 0.54 0.11 26.77 0| 0 0 0 9200 0.33 0.07 28.10 0| 0 152 0 9600 0.23 0.05 30.00 0| 0 0 0 10000 Total 0| 0 24,621 0 Indicative a-t-m Vol 30.34 Underlying Price 77.900 Time to expiry: 176 Days Jun 10 54.00 1.00 50.00 0| 0 0 0 2400 46.04 1.00 51.02 0| 0 0 0 3200 42.08 1.00 49.72 0| 0 0 0 3600 38.15 0.99 47.92 0| 0 0 0 4000 34.25 0.98 45.88 0| 0 0 0 4400 30.39 0.97 43.75 0| 0 0 0 4800 26.60 0.95 41.63 0| 0 0 0 5200 22.91 0.92 39.57 0| 0 0 0 5600 19.34 0.88 37.60 0| 0 50 0 6000 15.96 0.83 35.76 0| 0 380 0 6400 15.16 0.82 35.47 0| 0 46 0 6500 12.77 0.77 33.88 0| 0 0 0 6800 9.95 0.69 32.53 0| 0 400 0 7200 7.45 0.59 31.13 0| 0 161 0 7600 5.26 0.49 29.48 0| 0 1,305 0 8000 3.63 0.39 28.47 0| 0 0 0 8400 2.41 0.29 27.73 0| 0 263 0 8800 0.85 0.13 25.79 0| 0 24 0 9600 0.47 0.08 25.10 0| 0 0 0 10000 0.01 0.00 23.14 0| 0 0 0 12000 0.01 0.00 25.00 0| 0 0 0 16000 Total 0| 0 2,629 0 Indicative a-t-m Vol 31.16 Underlying Price 77.900 Time to expiry: 267 Days Sep 10 34.33 0.98 42.00 0| 0 35 0 4400 30.62 0.95 41.72 0| 0 40 0 4800 23.52 0.89 39.35 0| 0 11 0 5600 16.97 0.80 36.04 0| 0 0 0 6400 14.01 0.74 34.50 0| 0 0 0 6800 11.38 0.66 33.24 0| 0 0 0 7200 8.95 0.59 31.71 0| 0 500 0 7600 6.90 0.51 30.56 0| 0 33 0 8000 5.19 0.42 29.55 0| 0 0 0 8400 3.85 0.35 28.84 0| 0 50 0 8800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 41 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.94 0.21 27.50 0| 0 67 0 9600 1.51 0.17 28.00 0| 0 2,666 0 10000 Total 0| 0 3,402 0 Indicative a-t-m Vol 31.60 Underlying Price 77.900 Time to expiry: 358 Days Dec 10 54.02 1.00 45.00 0| 0 0 0 2400 46.10 1.00 46.79 0| 0 0 0 3200 38.38 0.97 44.96 0| 0 0 0 4000 34.65 0.96 43.57 0| 0 0 0 4400 31.02 0.93 42.06 0| 0 0 0 4800 29.25 0.92 41.29 0| 0 0 0 5000 24.15 0.87 39.01 0| 0 0 0 5600 20.98 0.82 37.55 0| 0 2 0 6000 18.00 0.77 36.16 0| 0 0 0 6400 15.22 0.72 34.87 0| 0 0 0 6800 13.99 0.69 34.50 0| 0 5,550 0 7000 12.68 0.66 33.66 0| 0 0 0 7200 10.39 0.59 32.55 0| 0 0 0 7600 8.11 0.52 30.55 0| 0 2,721 0 8000 6.69 0.45 30.62 0| 0 0 0 8400 4.57 0.35 29.41 0| 0 2,725 0 9000 3.01 0.26 28.40 0| 0 0 0 9600 2.35 0.22 28.30 0| 0 1,289 0 10000 0.44 0.06 26.12 0| 0 10 0 12000 0.03 0.00 27.00 0| 0 0 0 16000 Total 0| 0 12,297 0 Indicative a-t-m Vol 34.34 Underlying Price 77.900 Time to expiry: 540 Days Jun 11 54.05 1.00 50.00 0| 0 0 0 2400 46.15 0.99 44.00 0| 0 0 0 3200 38.51 0.97 41.14 0| 0 0 0 4000 34.88 0.94 39.94 0| 0 0 0 4400 31.39 0.92 38.67 0| 0 0 0 4800 24.94 0.84 36.43 0| 0 0 0 5600 22.04 0.80 35.60 0| 0 0 0 6000 19.39 0.76 35.01 0| 0 0 0 6400 14.99 0.66 34.58 0| 0 0 0 7200 11.42 0.56 34.26 0| 0 0 0 8000 2.72 0.19 33.79 0| 0 0 0 12000 1.24 0.09 38.53 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.55 Underlying Price 77.900 Time to expiry: 722 Days Dec 11 54.08 1.00 47.46 0| 0 0 0 2400 46.25 0.99 43.35 0| 0 0 0 3200 38.86 0.95 40.84 0| 0 0 0 4000 35.41 0.92 39.71 0| 0 0 0 4400 32.17 0.89 38.89 0| 0 0 0 4800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 26.38 0.82 37.54 0| 0 0 0 5600 23.70 0.78 36.85 0| 0 1 0 6000 21.26 0.74 36.18 0| 0 0 0 6400 17.79 0.68 35.00 0| 0 1,750 0 7000 13.34 0.57 34.43 0| 0 0 0 8000 9.78 0.47 33.78 0| 0 0 0 9000 7.32 0.38 33.69 0| 0 0 0 10000 3.96 0.24 33.23 0| 0 0 0 12000 2.21 0.14 38.00 0| 0 0 0 16000 Total 0| 0 1,751 0 Indicative a-t-m Vol 35.89 Underlying Price 77.900 Time to expiry: 904 Days Jun 12 39.31 0.94 41.87 0| 0 0 0 4000 33.05 0.88 39.81 0| 0 0 0 4800 27.48 0.81 38.00 0| 0 0 0 5600 24.96 0.78 37.24 0| 0 0 0 6000 22.70 0.74 36.83 0| 0 0 0 6400 18.69 0.67 36.11 0| 0 0 0 7200 15.45 0.59 35.81 0| 0 0 0 8000 5.67 0.29 34.33 0| 0 0 0 12000 3.30 0.18 38.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 36.40 Underlying Price 77.900 Time to expiry: 1093 Days Dec 12 54.15 0.99 52.00 0| 0 0 0 2400 46.32 0.98 41.32 0| 0 0 0 3200 39.46 0.93 40.25 0| 0 0 0 4000 33.59 0.87 39.12 0| 0 0 0 4800 26.29 0.77 37.77 0| 0 0 0 6000 17.18 0.61 36.23 0| 0 0 0 8000 7.52 0.34 35.35 0| 0 0 0 12000 4.33 0.21 37.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 37.57 Underlying Price 77.900 Time to expiry: 1457 Days Dec 13 54.22 0.99 52.00 0| 0 0 0 2400 46.62 0.97 43.09 0| 0 0 0 3200 40.28 0.91 41.21 0| 0 0 0 4000 34.93 0.86 39.76 0| 0 0 0 4800 28.45 0.78 38.83 0| 0 0 0 6000 20.20 0.64 37.42 0| 0 0 0 8000 10.67 0.41 36.45 0| 0 0 0 12000 6.84 0.29 37.97 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 37.57 Underlying Price 77.900 Time to expiry: 1821 Days Dec 14 35.92 0.86 39.76 0| 0 0 0 4800 30.06 0.78 38.83 0| 0 0 0 6000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 43 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.36 0.66 37.42 0| 0 0 0 8000 13.11 0.46 36.45 0| 0 0 0 12000 9.08 0.34 37.97 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 47,449 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | LVMH (100) (MC1) Indicative a-t-m Vol 21.89 Underlying Price 77.900 Time to expiry: 22 Days Jan 10 0.01 0.00 30.00 0| 0 0 0 5600 0.01 0.00 31.64 0| 0 145 0 6000 0.01 0.00 30.56 0| 0 40 0 6400 0.02 -0.01 29.45 0| 0 56 0 6600 0.05 -0.02 28.15 0| 0 156 0 6800 0.11 -0.05 26.75 0| 0 1,472 0 7000 0.24 -0.10 25.36 0| 0 290 0 7200 0.51 -0.19 24.33 0| 1 201 0 7400 0.71 -0.25 23.53 0| 4 4 +4 7500 0.95 -0.32 22.65 0| 11 11 +11 7600 1.74 -0.50 21.84 0| 4 4 +4 7800 2.90 -0.68 20.93 0| 0 0 0 8000 6.23 -0.92 21.14 0| 0 0 0 8400 10.11 -0.99 21.64 0| 0 0 0 8800 14.10 -1.00 24.00 0| 0 0 0 9200 Total 0| 20 2,379 +19 Indicative a-t-m Vol 28.55 Underlying Price 77.900 Time to expiry: 57 Days Feb 10 0.07 -0.02 40.00 0| 0 50 0 5600 0.16 -0.03 37.25 0| 0 226 0 6000 0.33 -0.07 34.62 0| 0 73 0 6400 0.69 -0.13 32.25 0| 0 80 0 6800 0.90 -0.17 30.12 0| 0 0 0 7000 1.41 -0.24 30.58 0| 2 42 +2 7200 1.98 -0.31 30.00 0| 0 0 0 7400 2.70 -0.39 29.50 0| 0 0 0 7600 3.54 -0.48 28.50 0| 0 0 0 7800 4.49 -0.57 26.89 0| 0 0 0 8000 7.26 -0.74 26.65 0| 0 0 0 8400 10.64 -0.86 27.21 0| 0 0 0 8800 14.33 -0.93 28.00 0| 0 0 0 9200 Total 0| 2 471 +2 Indicative a-t-m Vol 28.53 Underlying Price 77.900 Time to expiry: 85 Days Mar 10 0.01 0.00 60.00 0| 0 0 0 3200 0.04 0.00 64.56 0| 0 0 0 3600 0.10 -0.01 64.35 0| 0 4 0 4000 0.18 -0.02 61.45 0| 0 734 0 4400 0.22 -0.02 59.42 0| 0 22 0 4600 0.27 -0.03 57.16 0| 0 329 0 4800 0.37 -0.04 52.27 0| 0 716 0 5200 0.50 -0.06 47.30 0| 0 346 0 5600 0.68 -0.08 42.58 0| 0 7,401 0 6000 0.96 -0.12 38.31 0| 0 2,069 0 6400 1.41 -0.18 34.62 0| 0 3,257 0 6800 1.76 -0.22 33.02 0| 0 500 0 7000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 45 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.12 -0.27 31.03 0| 0 2,940 0 7200 2.76 -0.33 30.48 0| 0 0 0 7400 3.47 -0.40 29.58 0| 0 273 0 7600 4.28 -0.47 28.47 0| 0 0 0 7800 5.28 -0.55 27.68 0| 0 21 0 8000 7.80 -0.70 26.46 0| 0 0 0 8400 10.99 -0.81 26.50 0| 0 0 0 8800 14.53 -0.89 26.77 0| 0 0 0 9200 18.33 -0.93 28.10 0| 0 0 0 9600 22.24 -0.95 30.00 0| 0 0 0 10000 Total 0| 0 18,612 0 Indicative a-t-m Vol 30.34 Underlying Price 77.900 Time to expiry: 176 Days Jun 10 0.01 0.00 50.00 0| 0 10 0 2400 0.04 0.00 51.02 0| 0 178 0 3200 0.09 -0.01 49.72 0| 0 40 0 3600 0.17 -0.02 47.92 0| 0 0 0 4000 0.29 -0.03 45.88 0| 0 0 0 4400 0.48 -0.04 43.75 0| 0 0 0 4800 0.73 -0.07 41.63 0| 0 83 0 5200 1.10 -0.10 39.57 0| 0 172 0 5600 1.61 -0.14 37.60 0| 0 94 0 6000 2.31 -0.19 35.76 0| 0 68 0 6400 2.54 -0.21 35.47 0| 0 1,500 0 6500 3.22 -0.26 33.88 0| 0 1,120 0 6800 4.50 -0.34 32.53 0| 0 44 0 7200 6.09 -0.43 31.13 0| 0 152 0 7600 7.98 -0.53 29.48 0| 0 0 0 8000 10.42 -0.63 28.47 0| 0 0 0 8400 13.25 -0.72 27.73 0| 0 0 0 8800 19.74 -0.87 25.79 0| 0 0 0 9600 23.37 -0.92 25.10 0| 0 0 0 10000 42.86 -1.00 23.14 0| 0 0 0 12000 82.68 -1.00 25.00 0| 0 0 0 16000 Total 0| 0 3,461 0 Indicative a-t-m Vol 31.16 Underlying Price 77.900 Time to expiry: 267 Days Sep 10 0.52 -0.04 42.00 0| 0 0 0 4400 0.91 -0.07 41.72 0| 0 500 0 4800 1.99 -0.13 39.35 0| 0 172 0 5600 3.55 -0.22 36.04 0| 0 1 0 6400 4.64 -0.28 34.50 0| 0 0 0 6800 6.04 -0.35 33.24 0| 0 0 0 7200 7.63 -0.42 31.71 0| 0 40 0 7600 9.60 -0.50 30.56 0| 0 40 0 8000 11.90 -0.59 29.55 0| 0 0 0 8400 14.56 -0.66 28.84 0| 0 0 0 8800 20.67 -0.80 27.50 0| 0 0 0 9600 24.24 -0.84 28.00 0| 0 0 0 10000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 46 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 753 0 Indicative a-t-m Vol 31.60 Underlying Price 77.900 Time to expiry: 358 Days Dec 10 0.02 0.00 45.00 0| 0 75 0 2400 0.25 -0.02 46.79 0| 0 50 0 3200 0.75 -0.04 44.96 0| 0 150 0 4000 1.12 -0.06 43.57 0| 0 345 0 4400 1.58 -0.09 42.06 0| 0 190 0 4800 1.84 -0.10 41.29 0| 0 50 0 5000 2.82 -0.15 39.01 0| 0 751 0 5600 3.70 -0.19 37.55 0| 0 2,531 0 6000 4.75 -0.24 36.16 0| 0 0 0 6400 5.99 -0.29 34.87 0| 0 2,002 0 6800 6.75 -0.32 34.50 0| 0 2,280 0 7000 7.43 -0.35 33.66 0| 0 0 0 7200 9.14 -0.42 32.55 0| 0 0 0 7600 10.84 -0.49 30.55 0| 0 800 0 8000 13.40 -0.55 30.62 0| 0 0 0 8400 17.24 -0.65 29.41 0| 0 0 0 9000 21.65 -0.74 28.40 0| 0 0 0 9600 24.97 -0.79 28.30 0| 0 0 0 10000 43.05 -0.95 26.12 0| 0 0 0 12000 82.70 -0.98 35.67 0| 0 0 0 16000 Total 0| 0 9,224 0 Indicative a-t-m Vol 34.34 Underlying Price 77.900 Time to expiry: 540 Days Jun 11 0.27 -0.01 50.00 0| 0 0 0 2400 0.44 -0.02 42.15 0| 0 0 0 3200 1.22 -0.06 41.14 0| 0 0 0 4000 1.73 -0.08 39.94 0| 0 0 0 4400 2.33 -0.11 38.67 0| 0 0 0 4800 3.98 -0.18 36.43 0| 0 0 0 5600 5.11 -0.22 35.60 0| 0 0 0 6000 6.45 -0.26 35.01 0| 0 0 0 6400 10.04 -0.36 34.58 0| 0 0 0 7200 14.42 -0.46 34.26 0| 0 0 0 8000 45.17 -0.81 33.79 0| 0 0 0 12000 83.18 -0.92 38.53 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.55 Underlying Price 77.900 Time to expiry: 722 Days Dec 11 0.43 -0.02 47.46 0| 0 0 0 2400 0.94 -0.04 43.35 0| 0 0 0 3200 1.90 -0.08 40.84 0| 0 0 0 4000 2.54 -0.10 39.71 0| 0 0 0 4400 3.33 -0.13 38.89 0| 0 0 0 4800 5.51 -0.19 37.54 0| 0 0 0 5600 6.77 -0.23 36.85 0| 0 0 0 6000 8.27 -0.27 36.18 0| 0 0 0 6400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.68 -0.33 35.00 0| 0 1,250 0 7000 16.01 -0.44 34.43 0| 0 0 0 8000 22.22 -0.54 33.78 0| 0 0 0 9000 29.51 -0.63 33.69 0| 0 0 0 10000 45.71 -0.77 33.23 0| 0 0 0 12000 83.39 -0.89 38.00 0| 0 0 0 16000 Total 0| 0 1,250 0 Indicative a-t-m Vol 35.89 Underlying Price 77.900 Time to expiry: 904 Days Jun 12 2.87 -0.09 41.87 0| 0 0 0 4000 4.64 -0.14 39.81 0| 0 0 0 4800 6.93 -0.20 38.00 0| 0 0 0 5600 8.32 -0.24 37.24 0| 0 0 0 6000 9.93 -0.27 36.83 0| 0 0 0 6400 13.68 -0.35 36.11 0| 0 0 0 7200 18.16 -0.42 35.81 0| 0 0 0 8000 46.91 -0.72 34.33 0| 0 0 0 12000 83.71 -0.86 38.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 36.40 Underlying Price 77.900 Time to expiry: 1093 Days Dec 12 1.53 -0.04 52.00 0| 0 0 0 2400 1.66 -0.05 41.32 0| 0 0 0 3200 3.21 -0.10 40.25 0| 0 0 0 4000 5.26 -0.15 39.12 0| 0 0 0 4800 9.55 -0.24 37.77 0| 0 0 0 6000 19.47 -0.40 36.23 0| 0 0 0 8000 47.97 -0.68 35.35 0| 0 0 0 12000 83.88 -0.84 37.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 37.57 Underlying Price 77.900 Time to expiry: 1457 Days Dec 13 2.37 -0.05 52.00 0| 0 0 0 2400 2.85 -0.07 43.09 0| 0 0 0 3200 4.66 -0.11 41.21 0| 0 0 0 4000 6.99 -0.16 39.76 0| 0 0 0 4800 11.69 -0.23 38.83 0| 0 0 0 6000 21.86 -0.37 37.42 0| 0 0 0 8000 49.61 -0.62 36.45 0| 0 0 0 12000 84.41 -0.79 37.97 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 37.57 Underlying Price 77.900 Time to expiry: 1821 Days Dec 14 8.19 -0.16 39.76 0| 0 0 0 4800 13.15 -0.23 38.83 0| 0 0 0 6000 23.21 -0.35 37.42 0| 0 0 0 8000 50.39 -0.58 36.45 0| 0 0 0 12000 84.63 -0.76 37.97 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total Puts 0| 22 36,150 +21 Grand Total 0| 22 83,599 +21 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 49 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | LVMH European (MC2) Indicative a-t-m Vol 28.53 Underlying Price 77.900 Time to expiry: 85 Days Mar 10 45.96 1.00 60.00 0| 0 0 0 3200 41.99 1.00 64.56 0| 0 0 0 3600 40.03 0.99 64.90 0| 0 0 0 3800 38.07 0.99 64.35 0| 0 0 0 4000 34.15 0.98 61.45 0| 0 0 0 4400 33.18 0.98 60.47 0| 0 0 0 4500 32.20 0.98 59.42 0| 0 0 0 4600 30.25 0.97 57.16 0| 0 0 0 4800 28.30 0.97 54.75 0| 0 0 0 5000 26.35 0.96 52.27 0| 0 400 0 5200 23.46 0.95 48.53 0| 0 0 0 5500 18.68 0.92 42.58 0| 0 1,019 0 6000 14.05 0.87 37.33 0| 0 1,346 0 6500 11.42 0.82 34.62 0| 0 280 0 6800 9.77 0.78 33.02 0| 0 2,725 0 7000 8.14 0.73 31.03 0| 0 111 0 7200 6.78 0.67 30.48 0| 0 0 0 7400 6.12 0.64 30.01 0| 0 15,569 0 7500 5.49 0.60 29.58 0| 0 0 0 7600 4.30 0.53 28.47 0| 0 0 0 7800 3.30 0.45 27.68 0| 0 7,137 0 8000 1.82 0.30 26.46 0| 0 0 0 8400 1.00 0.19 26.50 0| 0 0 0 8800 0.54 0.11 26.77 0| 0 0 0 9200 0.33 0.07 28.10 0| 0 0 0 9600 0.23 0.05 30.00 0| 0 0 0 10000 Total 0| 0 28,587 0 Indicative a-t-m Vol 31.02 Underlying Price 77.900 Time to expiry: 267 Days Sep 10 32.27 0.98 35.00 0| 0 0 0 4500 29.66 0.95 37.88 0| 0 0 0 4800 27.99 0.93 38.96 0| 0 0 0 5000 23.90 0.88 39.57 0| 0 23 0 5500 19.94 0.83 38.35 0| 0 450 0 6000 16.12 0.76 36.27 0| 0 0 0 6500 13.91 0.72 34.87 0| 0 86 0 6800 12.45 0.69 33.50 0| 0 95 0 7000 11.21 0.65 33.03 0| 0 10 0 7200 9.46 0.60 32.11 0| 0 20,000 0 7500 6.77 0.50 30.24 0| 0 1,013 0 8000 4.73 0.40 29.14 0| 0 998 0 8500 3.18 0.30 28.11 0| 0 0 0 9000 2.06 0.22 27.31 0| 0 630 0 9500 1.85 0.19 30.00 0| 0 34,000 0 10000 Total 0| 0 57,305 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 50 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 32.64 Underlying Price 77.900 Time to expiry: 449 Days Mar 11 52.77 0.99 48.21 0| 0 0 0 2400 45.18 0.98 45.36 0| 0 0 0 3200 37.85 0.95 42.48 0| 0 0 0 4000 34.28 0.93 40.84 0| 0 0 0 4400 30.83 0.91 39.18 0| 0 0 0 4800 29.13 0.89 38.48 0| 0 0 0 5000 25.10 0.85 36.99 0| 0 0 0 5500 21.39 0.80 35.86 0| 0 0 0 6000 18.02 0.74 34.93 0| 0 0 0 6500 14.96 0.68 33.97 0| 0 0 0 7000 12.24 0.61 33.05 0| 0 0 0 7500 9.90 0.54 32.35 0| 0 0 0 8000 7.89 0.47 31.66 0| 0 0 0 8500 6.24 0.40 31.18 0| 0 0 0 9000 4.86 0.34 30.72 0| 0 0 0 9500 3.75 0.28 30.36 0| 0 0 0 10000 2.31 0.19 30.10 0| 0 0 0 11000 1.40 0.13 30.07 0| 0 0 0 12000 0.61 0.06 31.05 0| 0 0 0 14000 0.31 0.03 32.29 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.16 Underlying Price 77.900 Time to expiry: 631 Days Sep 11 51.93 0.98 48.87 0| 0 0 0 2400 44.61 0.96 44.52 0| 0 0 0 3200 37.61 0.93 41.22 0| 0 0 0 4000 34.30 0.91 40.19 0| 0 0 0 4400 31.14 0.88 39.00 0| 0 0 0 4800 29.60 0.87 38.62 0| 0 0 0 5000 25.29 0.82 37.42 0| 0 0 0 5600 22.63 0.78 36.59 0| 0 0 0 6000 20.07 0.74 35.69 0| 0 0 0 6400 16.60 0.67 34.57 0| 0 0 0 7000 11.68 0.55 32.78 0| 0 0 0 8000 7.98 0.43 31.54 0| 0 0 0 9000 5.38 0.33 30.74 0| 0 0 0 10000 2.31 0.17 29.76 0| 0 0 0 12000 1.14 0.10 30.19 0| 0 0 0 14000 0.63 0.06 31.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.43 Underlying Price 77.900 Time to expiry: 813 Days Mar 12 51.83 0.98 43.32 0| 0 0 0 2400 44.88 0.96 42.41 0| 0 0 0 3200 38.39 0.92 41.10 0| 0 0 0 4000 32.40 0.87 39.42 0| 0 0 0 4800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 30.98 0.85 38.99 0| 0 0 0 5000 26.87 0.81 37.63 0| 0 0 0 5600 24.40 0.77 37.19 0| 0 0 0 6000 22.08 0.74 36.51 0| 0 0 0 6400 18.85 0.68 35.59 0| 0 0 0 7000 14.15 0.58 34.12 0| 0 0 0 8000 10.50 0.48 33.19 0| 0 177 0 9000 7.88 0.39 32.90 0| 0 0 0 10000 4.46 0.26 32.53 0| 0 0 0 12000 2.60 0.17 32.48 0| 0 0 0 14000 1.62 0.11 32.94 0| 0 0 0 16000 Total 0| 0 177 0 Indicative a-t-m Vol 35.74 Underlying Price 77.900 Time to expiry: 1002 Days Sep 12 51.10 0.98 44.43 0| 0 0 0 2400 44.53 0.95 42.97 0| 0 0 0 3200 38.48 0.90 41.55 0| 0 0 0 4000 32.89 0.85 40.05 0| 0 0 0 4800 25.45 0.77 37.73 0| 0 0 0 6000 23.31 0.73 37.41 0| 0 0 0 6400 19.42 0.66 36.42 0| 0 0 0 7200 16.03 0.60 35.50 0| 0 0 0 8000 6.06 0.30 33.43 0| 0 0 0 12000 2.30 0.14 32.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 36.18 Underlying Price 77.900 Time to expiry: 1177 Days Mar 13 51.45 0.97 46.53 0| 0 0 0 2400 45.15 0.94 44.02 0| 0 0 0 3200 39.29 0.90 41.95 0| 0 0 0 4000 34.01 0.85 40.45 0| 0 0 0 4800 26.90 0.77 38.15 0| 0 0 0 6000 17.79 0.61 35.94 0| 0 0 0 8000 7.57 0.34 33.90 0| 0 0 0 12000 3.69 0.19 34.08 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 37.31 Underlying Price 77.900 Time to expiry: 1366 Days Sep 13 50.27 0.97 42.17 0| 0 0 0 2400 44.31 0.94 41.63 0| 0 0 0 3200 38.97 0.89 40.90 0| 0 0 0 4000 34.05 0.85 39.86 0| 0 0 0 4800 27.62 0.77 38.65 0| 0 0 0 6000 19.35 0.63 37.16 0| 0 0 0 8000 9.40 0.39 35.35 0| 0 0 0 12000 4.82 0.23 34.86 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 37.92 Underlying Price 77.900 Time to expiry: 1548 Days Mar 14 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 44.89 0.93 42.03 0| 0 0 0 3200 39.75 0.89 41.10 0| 0 0 0 4000 35.11 0.85 40.23 0| 0 0 0 4800 28.97 0.77 39.09 0| 0 0 0 6000 21.12 0.65 37.79 0| 0 0 0 8000 11.60 0.43 36.73 0| 0 0 0 12000 7.00 0.29 36.94 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 37.92 Underlying Price 77.900 Time to expiry: 1730 Days Sep 14 39.51 0.89 41.10 0| 0 0 0 4000 35.11 0.84 40.23 0| 0 0 0 4800 29.35 0.77 39.09 0| 0 0 0 6000 21.77 0.65 37.79 0| 0 0 0 8000 12.52 0.45 36.73 0| 0 0 0 12000 7.88 0.32 36.96 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 86,069 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 53 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | LVMH European (MC2) Indicative a-t-m Vol 28.53 Underlying Price 77.900 Time to expiry: 85 Days Mar 10 0.01 0.00 60.00 0| 0 0 0 3200 0.04 0.00 64.56 0| 0 0 0 3600 0.06 -0.01 64.90 0| 0 0 0 3800 0.10 -0.01 64.35 0| 0 0 0 4000 0.18 -0.02 61.45 0| 0 0 0 4400 0.20 -0.02 60.47 0| 0 290 0 4500 0.22 -0.02 59.42 0| 0 19 0 4600 0.27 -0.03 57.16 0| 0 500 0 4800 0.32 -0.03 54.75 0| 0 135 0 5000 0.37 -0.04 52.27 0| 0 1,922 0 5200 0.47 -0.05 48.53 0| 0 950 0 5500 0.68 -0.08 42.58 0| 0 473 0 6000 1.04 -0.13 37.33 0| 0 3,556 0 6500 1.41 -0.18 34.62 0| 0 140 0 6800 1.76 -0.22 33.02 0| 0 40,020 0 7000 2.12 -0.27 31.03 0| 0 1,260 0 7200 2.75 -0.33 30.48 0| 0 0 0 7400 3.09 -0.36 30.01 0| 0 500 0 7500 3.46 -0.40 29.58 0| 0 0 0 7600 4.27 -0.47 28.47 0| 0 0 0 7800 5.27 -0.55 27.68 0| 0 2,545 0 8000 7.78 -0.70 26.46 0| 0 0 0 8400 10.96 -0.81 26.50 0| 0 0 0 8800 14.48 -0.89 26.77 0| 0 0 0 9200 18.27 -0.93 28.10 0| 0 0 0 9600 22.17 -0.95 30.00 0| 0 0 0 10000 Total 0| 0 52,310 0 Indicative a-t-m Vol 31.02 Underlying Price 77.900 Time to expiry: 267 Days Sep 10 0.24 -0.02 35.00 0| 0 0 0 4500 0.61 -0.05 37.88 0| 0 1,000 0 4800 0.92 -0.07 38.96 0| 0 500 0 5000 1.79 -0.12 39.57 0| 0 55 0 5500 2.80 -0.17 38.35 0| 0 531 0 6000 3.94 -0.24 36.27 0| 0 562 0 6500 4.70 -0.28 34.87 0| 0 0 0 6800 5.23 -0.31 33.50 0| 0 0 0 7000 5.96 -0.35 33.03 0| 0 0 0 7200 7.20 -0.40 32.11 0| 0 300 0 7500 9.46 -0.50 30.24 0| 0 0 0 8000 12.38 -0.60 29.14 0| 0 210 0 8500 15.79 -0.70 28.11 0| 0 0 0 9000 19.63 -0.78 27.31 0| 0 0 0 9500 24.37 -0.81 30.00 0| 0 0 0 10000 Total 0| 0 3,158 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 54 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 32.64 Underlying Price 77.900 Time to expiry: 449 Days Mar 11 0.11 -0.01 48.21 0| 0 0 0 2400 0.38 -0.02 45.36 0| 0 0 0 3200 0.92 -0.05 42.48 0| 0 0 0 4000 1.28 -0.07 40.84 0| 0 0 0 4400 1.76 -0.09 39.18 0| 0 0 0 4800 2.02 -0.11 38.48 0| 0 0 0 5000 2.91 -0.15 36.99 0| 0 0 0 5500 4.12 -0.20 35.86 0| 0 0 0 6000 5.67 -0.26 34.93 0| 0 0 0 6500 7.52 -0.32 33.97 0| 0 0 0 7000 9.71 -0.39 33.05 0| 0 0 0 7500 12.30 -0.46 32.35 0| 0 0 0 8000 15.20 -0.53 31.66 0| 0 0 0 8500 18.47 -0.60 31.18 0| 0 0 0 9000 22.01 -0.66 30.72 0| 0 0 0 9500 25.81 -0.72 30.36 0| 0 0 0 10000 34.20 -0.81 30.10 0| 0 0 0 11000 43.13 -0.87 30.07 0| 0 0 0 12000 62.00 -0.94 31.05 0| 0 0 0 14000 81.36 -0.97 32.29 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.16 Underlying Price 77.900 Time to expiry: 631 Days Sep 11 0.35 -0.02 48.87 0| 0 0 0 2400 0.80 -0.04 44.52 0| 0 0 0 3200 1.57 -0.07 41.22 0| 0 0 0 4000 2.15 -0.09 40.19 0| 0 0 0 4400 2.87 -0.12 39.00 0| 0 0 0 4800 3.27 -0.13 38.62 0| 0 40 0 5000 4.79 -0.18 37.42 0| 0 0 0 5600 6.02 -0.22 36.59 0| 0 0 0 6000 7.35 -0.26 35.69 0| 0 0 0 6400 9.71 -0.33 34.57 0| 0 0 0 7000 14.50 -0.45 32.78 0| 0 0 0 8000 20.51 -0.57 31.54 0| 0 0 0 9000 27.63 -0.67 30.74 0| 0 0 0 10000 43.98 -0.83 29.76 0| 0 0 0 12000 62.24 -0.90 30.19 0| 0 0 0 14000 81.16 -0.94 31.00 0| 0 0 0 16000 Total 0| 0 40 0 Indicative a-t-m Vol 34.43 Underlying Price 77.900 Time to expiry: 813 Days Mar 12 0.35 -0.02 43.32 0| 0 0 0 2400 1.07 -0.04 42.41 0| 0 0 0 3200 2.24 -0.08 41.10 0| 0 0 0 4000 3.91 -0.13 39.42 0| 0 0 0 4800 4.41 -0.15 38.99 0| 0 0 0 5000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.05 -0.19 37.63 0| 0 0 0 5600 7.41 -0.23 37.19 0| 0 0 0 6000 8.93 -0.26 36.51 0| 0 0 0 6400 11.44 -0.32 35.59 0| 0 0 0 7000 16.33 -0.42 34.12 0| 0 0 0 8000 22.25 -0.52 33.19 0| 0 0 0 9000 29.22 -0.61 32.90 0| 0 0 0 10000 44.96 -0.74 32.53 0| 0 0 0 12000 62.26 -0.83 32.48 0| 0 0 0 14000 80.43 -0.89 32.94 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 35.74 Underlying Price 77.900 Time to expiry: 1002 Days Sep 12 0.68 -0.02 44.43 0| 0 0 0 2400 1.65 -0.05 42.97 0| 0 0 0 3200 3.14 -0.10 41.55 0| 0 0 0 4000 5.10 -0.15 40.05 0| 0 0 0 4800 8.96 -0.23 37.73 0| 0 0 0 6000 10.60 -0.27 37.41 0| 0 0 0 6400 14.25 -0.34 36.42 0| 0 0 0 7200 18.41 -0.40 35.50 0| 0 0 0 8000 46.14 -0.70 33.43 0| 0 0 0 12000 80.10 -0.86 32.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 36.18 Underlying Price 77.900 Time to expiry: 1177 Days Mar 13 1.13 -0.03 46.53 0| 0 0 0 2400 2.25 -0.06 44.02 0| 0 0 0 3200 3.81 -0.10 41.95 0| 0 0 0 4000 5.97 -0.15 40.45 0| 0 0 0 4800 9.99 -0.23 38.15 0| 0 0 0 6000 19.45 -0.39 35.94 0| 0 0 0 8000 46.34 -0.66 33.90 0| 0 0 0 12000 79.59 -0.81 34.08 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 37.31 Underlying Price 77.900 Time to expiry: 1366 Days Sep 13 1.01 -0.03 42.17 0| 0 0 0 2400 2.34 -0.06 41.63 0| 0 0 0 3200 4.29 -0.11 40.90 0| 0 0 0 4000 6.67 -0.15 39.86 0| 0 0 0 4800 11.18 -0.23 38.65 0| 0 0 0 6000 21.14 -0.37 37.16 0| 0 0 0 8000 47.65 -0.61 35.35 0| 0 0 0 12000 79.53 -0.77 34.86 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 37.92 Underlying Price 77.900 Time to expiry: 1548 Days Mar 14 2.83 -0.07 42.03 0| 0 0 0 3200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.84 -0.11 41.10 0| 0 0 0 4000 7.37 -0.15 40.23 0| 0 0 0 4800 11.97 -0.23 39.09 0| 0 0 0 6000 22.01 -0.35 37.79 0| 0 0 0 8000 48.30 -0.57 36.73 0| 0 0 0 12000 79.51 -0.71 36.94 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 37.92 Underlying Price 77.900 Time to expiry: 1730 Days Sep 14 5.36 -0.11 41.10 0| 0 0 0 4000 7.99 -0.16 40.23 0| 0 0 0 4800 12.77 -0.23 39.09 0| 0 0 0 6000 22.75 -0.35 37.79 0| 0 0 0 8000 48.62 -0.55 36.73 0| 0 0 0 12000 79.10 -0.68 36.96 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 55,508 0 Grand Total 0| 0 141,577 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 57 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Metropole Television (100) (MT1) Indicative a-t-m Vol 27.20 Underlying Price 17.930 Time to expiry: 22 Days Jan 10 4.93 1.00 33.00 0| 0 0 0 1300 3.93 1.00 31.23 0| 0 0 0 1400 2.94 0.99 30.12 0| 0 0 0 1500 1.97 0.95 28.94 0| 0 0 0 1600 1.51 0.89 28.38 0| 0 0 0 1650 1.09 0.79 27.99 0| 0 0 0 1700 0.73 0.65 27.33 0| 0 0 0 1750 0.46 0.49 27.18 0| 0 0 0 1800 0.25 0.33 26.50 0| 0 0 0 1850 0.13 0.20 26.55 0| 0 0 0 1900 0.02 0.05 25.72 0| 0 1 0 2000 0.01 0.01 24.45 0| 0 0 0 2100 0.01 0.00 25.00 0| 0 0 0 2200 Total 0| 0 1 0 Indicative a-t-m Vol 28.99 Underlying Price 17.930 Time to expiry: 57 Days Feb 10 3.99 0.96 38.00 0| 0 0 0 1400 3.06 0.91 35.34 0| 0 0 0 1500 2.18 0.83 32.90 0| 0 0 0 1600 1.40 0.69 30.58 0| 0 0 0 1700 1.07 0.61 29.54 0| 0 0 0 1750 0.80 0.51 28.90 0| 0 0 0 1800 0.57 0.42 28.34 0| 0 0 0 1850 0.41 0.33 28.22 0| 0 1 0 1900 0.18 0.18 27.60 0| 0 1 0 2000 0.07 0.08 27.00 0| 0 0 0 2100 0.03 0.03 27.33 0| 0 0 0 2200 Total 0| 0 2 0 Indicative a-t-m Vol 29.78 Underlying Price 17.930 Time to expiry: 85 Days Mar 10 9.94 1.00 42.00 0| 0 0 0 800 9.14 1.00 41.07 0| 0 0 0 880 8.35 1.00 40.88 0| 0 0 0 960 7.95 1.00 41.05 0| 0 0 0 1000 6.95 1.00 40.43 0| 0 0 0 1100 5.97 0.99 40.00 0| 0 0 0 1200 5.00 0.96 39.07 0| 0 0 0 1300 4.06 0.93 36.85 0| 0 0 0 1400 3.16 0.87 34.95 0| 0 0 0 1500 2.32 0.79 32.74 0| 0 0 0 1600 1.60 0.67 30.99 0| 0 0 0 1700 1.31 0.60 31.05 0| 0 0 0 1750 1.01 0.52 29.57 0| 0 1 0 1800 0.81 0.45 29.99 0| 0 0 0 1850 0.60 0.37 29.06 0| 0 0 0 1900 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.33 0.24 28.58 0| 1 5 +1 2000 0.17 0.14 28.16 0| 0 0 0 2100 0.08 0.08 28.08 0| 0 27 0 2200 0.02 0.02 28.02 0| 0 0 0 2400 0.01 0.00 29.00 0| 0 0 0 2800 Total 0| 1 33 +1 Indicative a-t-m Vol 29.10 Underlying Price 17.930 Time to expiry: 176 Days Jun 10 11.95 1.00 43.00 0| 0 0 0 600 9.96 1.00 41.47 0| 0 0 0 800 9.16 1.00 41.43 0| 0 0 0 880 8.37 1.00 41.20 0| 0 0 0 960 7.97 1.00 41.05 0| 0 0 0 1000 6.99 0.99 40.77 0| 0 0 0 1100 6.02 0.97 39.23 0| 0 0 0 1200 5.08 0.94 37.46 0| 0 0 0 1300 4.17 0.90 35.99 0| 0 0 0 1400 3.32 0.84 34.22 0| 0 0 0 1500 2.53 0.76 32.45 0| 0 0 0 1600 1.82 0.66 30.33 0| 0 0 0 1700 1.24 0.53 29.01 0| 0 1 0 1800 0.83 0.41 28.54 0| 0 0 0 1900 0.53 0.30 28.23 0| 0 2 0 2000 0.20 0.14 27.67 0| 0 2 0 2200 0.07 0.05 27.67 0| 0 2 0 2400 0.01 0.01 28.00 0| 0 0 0 2800 Total 0| 0 7 0 Indicative a-t-m Vol 28.87 Underlying Price 17.930 Time to expiry: 267 Days Sep 10 7.98 0.99 41.00 0| 0 0 0 1000 6.06 0.96 38.63 0| 0 0 0 1200 4.26 0.88 35.43 0| 0 0 0 1400 2.70 0.73 32.52 0| 0 0 0 1600 2.00 0.63 30.12 0| 0 0 0 1700 1.44 0.53 28.78 0| 0 0 0 1800 1.04 0.42 28.31 0| 0 0 0 1900 0.74 0.33 27.99 0| 0 0 0 2000 0.35 0.18 27.43 0| 0 0 0 2200 0.16 0.10 27.14 0| 0 0 0 2400 0.04 0.03 27.50 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 28.97 Underlying Price 17.930 Time to expiry: 358 Days Dec 10 11.96 1.00 42.00 0| 0 0 0 600 9.97 1.00 40.85 0| 0 0 0 800 8.38 0.99 40.67 0| 0 0 0 960 7.99 0.99 40.14 0| 0 0 0 1000 6.11 0.94 38.45 0| 0 0 0 1200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.36 0.85 34.89 0| 0 0 0 1400 2.91 0.70 32.60 0| 0 0 0 1600 2.28 0.62 31.05 0| 0 0 0 1700 1.68 0.52 28.81 0| 0 0 0 1800 1.36 0.44 29.39 0| 0 0 0 1900 0.97 0.36 27.87 0| 0 0 0 2000 0.56 0.23 27.76 0| 0 0 0 2200 0.32 0.15 28.00 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 28.52 Underlying Price 17.930 Time to expiry: 540 Days Jun 11 11.96 1.00 41.56 0| 0 0 0 600 9.97 1.00 40.67 0| 0 0 0 800 6.18 0.92 38.45 0| 0 0 0 1200 4.51 0.82 34.67 0| 0 0 0 1400 3.13 0.69 32.08 0| 0 0 0 1600 1.94 0.53 28.39 0| 0 0 0 1800 1.26 0.39 28.14 0| 0 0 0 2000 0.50 0.19 27.63 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 28.52 Underlying Price 17.930 Time to expiry: 722 Days Dec 11 6.30 0.90 38.45 0| 0 0 0 1200 3.41 0.67 32.08 0| 0 0 0 1600 2.23 0.54 28.39 0| 0 0 0 1800 1.57 0.42 28.14 0| 0 0 0 2000 0.74 0.24 27.63 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 1 43 +1 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Metropole Television (100) (MT1) Indicative a-t-m Vol 27.20 Underlying Price 17.930 Time to expiry: 22 Days Jan 10 0.01 0.00 33.00 0| 0 0 0 1300 0.01 0.00 31.23 0| 0 0 0 1400 0.01 -0.01 30.12 0| 0 0 0 1500 0.03 -0.05 28.94 0| 0 0 0 1600 0.07 -0.11 28.38 0| 0 0 0 1650 0.16 -0.21 27.99 0| 0 0 0 1700 0.30 -0.35 27.33 0| 0 0 0 1750 0.52 -0.51 27.18 0| 0 0 0 1800 0.82 -0.67 26.50 0| 0 0 0 1850 1.20 -0.80 26.55 0| 0 0 0 1900 2.09 -0.95 25.72 0| 0 0 0 2000 3.07 -1.00 24.45 0| 0 0 0 2100 4.07 -1.00 25.00 0| 0 0 0 2200 Total 0| 0 0 0 Indicative a-t-m Vol 28.99 Underlying Price 17.930 Time to expiry: 57 Days Feb 10 0.05 -0.04 38.00 0| 0 0 0 1400 0.11 -0.09 35.34 0| 0 0 0 1500 0.23 -0.17 32.90 0| 0 0 0 1600 0.46 -0.31 30.58 0| 0 0 0 1700 0.63 -0.39 29.54 0| 0 0 0 1750 0.85 -0.49 28.90 0| 0 0 0 1800 1.13 -0.58 28.34 0| 0 0 0 1850 1.46 -0.67 28.22 0| 0 0 0 1900 2.23 -0.83 27.60 0| 0 0 0 2000 3.12 -0.92 27.00 0| 0 0 0 2100 4.09 -0.97 27.33 0| 0 0 0 2200 Total 0| 0 0 0 Indicative a-t-m Vol 29.78 Underlying Price 17.930 Time to expiry: 85 Days Mar 10 0.01 0.00 42.00 0| 0 0 0 800 0.01 0.00 41.07 0| 0 0 0 880 0.01 0.00 40.88 0| 0 0 0 960 0.01 0.00 41.05 0| 0 0 0 1000 0.01 0.00 40.43 0| 0 0 0 1100 0.02 -0.01 40.00 0| 0 0 0 1200 0.05 -0.04 39.07 0| 0 0 0 1300 0.10 -0.07 36.85 0| 0 0 0 1400 0.21 -0.13 34.95 0| 0 0 0 1500 0.37 -0.21 32.74 0| 0 0 0 1600 0.64 -0.33 30.99 0| 0 0 0 1700 0.85 -0.40 31.05 0| 0 0 0 1750 1.05 -0.48 29.57 0| 0 5 0 1800 1.35 -0.55 29.99 0| 0 0 0 1850 1.64 -0.63 29.06 0| 0 0 0 1900 2.37 -0.76 28.58 0| 0 0 0 2000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 61 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.21 -0.86 28.16 0| 0 0 0 2100 4.13 -0.93 28.08 0| 0 2 0 2200 6.07 -0.99 28.02 0| 0 0 0 2400 10.07 -1.00 29.00 0| 0 0 0 2800 Total 0| 0 7 0 Indicative a-t-m Vol 29.10 Underlying Price 17.930 Time to expiry: 176 Days Jun 10 0.01 0.00 43.00 0| 0 0 0 600 0.01 0.00 41.47 0| 0 0 0 800 0.01 -0.01 41.43 0| 0 0 0 880 0.03 -0.01 41.20 0| 0 0 0 960 0.04 -0.02 41.05 0| 0 0 0 1000 0.10 -0.04 40.77 0| 0 0 0 1100 0.17 -0.07 39.23 0| 0 0 0 1200 0.28 -0.12 37.46 0| 0 0 0 1300 0.45 -0.17 35.99 0| 0 0 0 1400 0.68 -0.25 34.22 0| 0 0 0 1500 0.98 -0.34 32.45 0| 0 0 0 1600 1.35 -0.44 30.33 0| 0 0 0 1700 1.87 -0.55 29.01 0| 0 0 0 1800 2.53 -0.66 28.54 0| 0 0 0 1900 3.28 -0.76 28.23 0| 0 0 0 2000 5.00 -0.89 27.67 0| 0 0 0 2200 6.89 -0.95 27.67 0| 0 0 0 2400 10.82 -0.99 28.00 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 28.87 Underlying Price 17.930 Time to expiry: 267 Days Sep 10 0.12 -0.04 41.00 0| 0 0 0 1000 0.33 -0.10 38.63 0| 0 0 0 1200 0.69 -0.20 35.43 0| 0 0 0 1400 1.29 -0.34 32.52 0| 0 0 0 1600 1.64 -0.43 30.12 0| 0 0 0 1700 2.14 -0.53 28.78 0| 0 0 0 1800 2.78 -0.62 28.31 0| 0 0 0 1900 3.50 -0.70 27.99 0| 0 0 0 2000 5.13 -0.83 27.43 0| 0 0 0 2200 6.95 -0.92 27.14 0| 0 0 0 2400 10.83 -0.98 27.50 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 28.97 Underlying Price 17.930 Time to expiry: 358 Days Dec 10 0.01 0.00 42.00 0| 0 0 0 600 0.05 -0.02 40.85 0| 0 0 0 800 0.16 -0.05 40.67 0| 0 0 0 960 0.20 -0.06 40.14 0| 0 0 0 1000 0.49 -0.13 38.45 0| 0 0 0 1200 0.88 -0.22 34.89 0| 0 0 0 1400 1.54 -0.35 32.60 0| 0 0 0 1600 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 62 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.95 -0.42 31.05 0| 0 0 0 1700 2.37 -0.51 28.81 0| 0 0 0 1800 3.06 -0.58 29.39 0| 0 0 0 1900 3.68 -0.66 27.87 0| 0 0 0 2000 5.28 -0.78 27.76 0| 0 0 0 2200 7.05 -0.87 28.00 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 28.52 Underlying Price 17.930 Time to expiry: 540 Days Jun 11 0.04 -0.01 41.56 0| 0 0 0 600 0.17 -0.04 40.67 0| 0 0 0 800 0.92 -0.18 38.45 0| 0 0 0 1200 1.43 -0.27 34.67 0| 0 0 0 1400 2.19 -0.39 32.08 0| 0 0 0 1600 3.08 -0.52 28.39 0| 0 0 0 1800 4.44 -0.65 28.14 0| 0 0 0 2000 7.70 -0.82 27.63 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 28.52 Underlying Price 17.930 Time to expiry: 722 Days Dec 11 1.19 -0.19 38.45 0| 0 0 0 1200 2.48 -0.37 32.08 0| 0 0 0 1600 3.32 -0.50 28.39 0| 0 0 0 1800 4.66 -0.61 28.14 0| 0 0 0 2000 7.79 -0.78 27.63 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 0 7 0 Grand Total 0| 1 50 +1 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Michelin (100) (ML1) Indicative a-t-m Vol 29.05 Underlying Price 53.840 Time to expiry: 22 Days Jan 10 9.86 0.99 33.00 0| 0 0 0 4400 7.90 0.97 32.97 0| 0 0 0 4600 6.00 0.93 32.25 0| 0 0 0 4800 5.10 0.89 32.10 0| 0 0 0 4900 4.24 0.84 31.47 0| 0 0 0 5000 2.66 0.70 29.50 0| 0 0 0 5200 1.50 0.50 29.01 0| 0 2 0 5400 0.72 0.69 0.30 27.78 0.72 0.72 40| 0 85 0 5600 0.30 0.15 28.09 0| 0 22 0 5800 0.10 0.06 27.50 0| 0 7 0 6000 0.01 0.01 28.72 0| 0 66 0 6400 0.01 0.00 32.16 0| 0 0 0 6800 0.01 0.00 38.00 0| 0 0 0 7200 Total 40| 0 182 0 Indicative a-t-m Vol 35.68 Underlying Price 53.840 Time to expiry: 57 Days Feb 10 10.22 0.92 39.00 0| 0 0 0 4400 8.48 0.87 38.53 0| 0 0 0 4600 6.89 0.80 38.36 0| 0 0 0 4800 5.39 0.72 37.09 0| 0 12 0 5000 4.08 0.63 36.24 0| 0 11 0 5200 3.00 0.52 35.63 0| 0 5 0 5400 2.12 0.42 35.05 0| 0 144 0 5600 0.97 0.24 34.51 0| 0 200 0 6000 0.36 0.11 33.44 0| 0 33 0 6400 0.12 0.04 33.00 0| 0 0 0 6800 Total 0| 0 405 0 Indicative a-t-m Vol 36.41 Underlying Price 53.840 Time to expiry: 85 Days Mar 10 33.87 1.00 60.00 0| 0 0 0 2000 31.88 1.00 58.73 0| 0 0 0 2200 29.88 1.00 57.14 0| 0 0 0 2400 27.89 1.00 55.37 0| 0 0 0 2600 25.90 1.00 53.53 0| 0 0 0 2800 23.92 0.99 51.69 0| 0 0 0 3000 21.95 0.99 49.89 0| 0 0 0 3200 19.99 0.98 48.15 0| 0 0 0 3400 18.04 0.97 46.50 0| 0 0 0 3600 16.12 0.96 44.94 0| 0 28 0 3800 14.25 0.94 43.49 0| 0 62 0 4000 12.42 0.91 42.15 0| 0 41 0 4200 10.67 0.87 40.91 0| 0 28 0 4400 9.02 0.82 39.77 0| 0 40 0 4600 7.47 0.76 38.72 0| 0 19 0 4800 4.81 0.62 36.96 0| 0 59 0 5200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 64 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.75 0.53 36.36 0| 0 0 0 5400 2.84 0.45 35.63 0| 0 321 0 5600 1.52 0.29 34.57 0| 0 64 0 6000 0.75 0.17 33.94 0| 0 141 0 6400 0.34 0.09 33.56 0| 0 0 0 6800 0.15 0.04 33.46 0| 0 2,141 0 7200 0.03 0.01 34.00 0| 0 124 0 8000 Total 0| 0 3,068 0 Indicative a-t-m Vol 38.45 Underlying Price 53.840 Time to expiry: 176 Days Jun 10 37.90 1.00 49.00 0| 0 0 0 1600 33.92 1.00 48.40 0| 0 0 0 2000 31.93 1.00 48.05 0| 0 0 0 2200 29.95 1.00 47.67 0| 0 0 0 2400 26.01 0.99 46.79 0| 0 0 0 2800 22.16 0.97 45.77 0| 0 0 0 3200 18.46 0.94 44.62 0| 0 50 0 3600 16.69 0.91 44.00 0| 0 0 0 3800 14.98 0.88 43.36 0| 0 49 0 4000 13.35 0.85 42.74 0| 0 0 0 4200 11.81 0.81 42.08 0| 0 0 0 4400 10.32 0.77 41.10 0| 0 0 0 4600 9.00 0.72 40.76 0| 0 0 0 4800 6.57 0.61 39.15 0| 0 0 0 5200 4.56 0.49 37.64 0| 0 98 0 5600 3.01 0.38 36.09 0| 0 67 0 6000 1.83 0.27 34.51 0| 0 29 0 6400 0.51 0.10 31.29 0| 0 49 0 7200 0.09 0.02 28.00 0| 0 39 0 8000 Total 0| 0 381 0 Indicative a-t-m Vol 38.16 Underlying Price 53.840 Time to expiry: 267 Days Sep 10 18.95 0.90 45.38 0| 0 0 0 3600 15.66 0.85 43.36 0| 0 0 0 4000 12.64 0.78 41.49 0| 0 0 0 4400 9.97 0.70 39.93 0| 0 0 0 4800 7.69 0.60 38.67 0| 0 0 0 5200 5.78 0.51 37.56 0| 0 0 0 5600 4.23 0.42 36.56 0| 0 0 0 6000 3.04 0.33 35.73 0| 0 0 0 6400 1.57 1.55 0.20 35.07 1.57 1.57 28| 0 0 0 7200 0.80 0.12 35.00 0| 4 4 +4 8000 Total 28| 4 4 +4 Indicative a-t-m Vol 40.40 Underlying Price 53.840 Time to expiry: 358 Days Dec 10 37.92 1.00 55.00 0| 0 0 0 1600 33.99 0.99 53.15 0| 0 0 0 2000 32.04 0.99 52.14 0| 0 0 0 2200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 65 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 30.13 0.98 51.12 0| 0 0 0 2400 26.42 0.96 49.13 0| 0 0 0 2800 22.88 0.92 47.30 0| 0 0 0 3200 19.58 0.88 45.65 0| 0 0 0 3600 16.54 0.82 44.18 0| 0 0 0 4000 13.79 0.76 42.88 0| 0 0 0 4400 11.36 0.69 41.74 0| 0 0 0 4800 9.23 0.61 40.74 0| 0 0 0 5200 7.44 0.54 40.00 0| 0 0 0 5600 5.86 0.46 39.00 0| 0 2,540 0 6000 4.63 0.39 38.50 0| 0 0 0 6400 2.76 0.27 37.51 0| 0 0 0 7200 1.64 0.18 36.86 0| 0 0 0 8000 Total 0| 0 2,540 0 Indicative a-t-m Vol 41.49 Underlying Price 53.840 Time to expiry: 540 Days Jun 11 30.54 0.96 53.00 0| 0 0 0 2400 23.97 0.89 49.43 0| 0 0 0 3200 21.02 0.85 47.86 0| 0 0 0 3600 18.21 0.80 45.96 0| 0 0 0 4000 15.67 0.75 44.51 0| 0 0 0 4400 13.25 0.69 42.83 0| 0 0 0 4800 9.46 0.57 41.00 0| 0 0 0 5600 7.76 0.51 39.64 0| 0 0 0 6000 3.08 0.26 38.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.49 Underlying Price 53.840 Time to expiry: 722 Days Dec 11 19.43 0.79 45.96 0| 0 0 0 4000 14.76 0.69 42.83 0| 0 0 0 4800 11.08 0.59 41.00 0| 0 0 0 5600 9.37 0.54 39.64 0| 0 0 0 6000 4.41 0.32 38.00 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 68| 4 6,580 +4 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Michelin (100) (ML1) Indicative a-t-m Vol 29.05 Underlying Price 53.840 Time to expiry: 22 Days Jan 10 0.01 -0.01 33.00 0| 0 40 0 4400 0.04 -0.03 32.97 0| 0 42 0 4600 0.14 -0.07 32.25 0| 0 1 0 4800 0.24 -0.11 32.10 0| 0 14 0 4900 0.38 -0.16 31.47 0| 0 66 0 5000 0.81 -0.30 29.50 0| 0 293 0 5200 1.64 -0.50 29.01 0| 0 0 0 5400 2.83 -0.70 27.78 0| 0 0 0 5600 4.44 -0.85 28.09 0| 0 0 0 5800 6.25 -0.94 27.50 0| 0 0 0 6000 10.16 -0.99 28.72 0| 0 0 0 6400 14.16 -1.00 32.16 0| 0 0 0 6800 18.16 -1.00 38.00 0| 0 0 0 7200 Total 0| 0 456 0 Indicative a-t-m Vol 35.68 Underlying Price 53.840 Time to expiry: 57 Days Feb 10 0.34 -0.08 39.00 0| 0 43 0 4400 0.60 -0.13 38.53 0| 0 26 0 4600 1.01 -0.20 38.36 0| 0 0 0 4800 1.51 -0.28 37.09 0| 0 0 0 5000 2.20 -0.37 36.24 0| 0 0 0 5200 3.11 -0.48 35.63 0| 0 0 0 5400 4.24 -0.58 35.05 0| 0 0 0 5600 7.08 -0.76 34.51 0| 0 0 0 6000 10.48 -0.89 33.44 0| 0 0 0 6400 14.24 -0.96 33.00 0| 0 0 0 6800 Total 0| 0 69 0 Indicative a-t-m Vol 36.41 Underlying Price 53.840 Time to expiry: 85 Days Mar 10 0.01 0.00 60.00 0| 0 0 0 2000 0.01 0.00 58.73 0| 0 0 0 2200 0.01 0.00 57.14 0| 0 0 0 2400 0.01 0.00 55.37 0| 0 0 0 2600 0.02 0.00 53.53 0| 0 5 0 2800 0.03 -0.01 51.69 0| 0 0 0 3000 0.05 -0.01 49.89 0| 0 4 0 3200 0.09 -0.02 48.15 0| 0 5 0 3400 0.14 -0.03 46.50 0| 0 6 0 3600 0.22 -0.04 44.94 0| 0 28 0 3800 0.34 -0.06 43.49 0| 0 4 0 4000 0.51 -0.09 42.15 0| 0 20 0 4200 0.76 -0.13 40.91 0| 0 1,291 0 4400 1.10 -0.18 39.77 0| 0 39 0 4600 1.55 -0.24 38.72 0| 0 366 0 4800 2.89 -0.38 36.96 0| 0 79 0 5200 3.83 -0.47 36.36 0| 0 0 0 5400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 67 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.91 -0.55 35.63 0| 8 211 0 5600 7.59 -0.71 34.57 0| 0 0 0 6000 10.82 -0.83 33.94 0| 0 0 0 6400 14.43 -0.92 33.56 0| 0 0 0 6800 18.25 -0.96 33.46 0| 0 0 0 7200 26.16 -1.00 34.00 0| 0 0 0 8000 Total 0| 8 2,058 0 Indicative a-t-m Vol 38.45 Underlying Price 53.840 Time to expiry: 176 Days Jun 10 0.01 0.00 49.00 0| 0 0 0 1600 0.01 0.00 48.40 0| 0 3 0 2000 0.01 0.00 48.05 0| 0 0 0 2200 0.03 0.00 47.67 0| 0 1 0 2400 0.11 -0.02 46.79 0| 0 1 0 2800 0.30 -0.04 45.77 0| 0 0 0 3200 0.66 -0.08 44.62 0| 0 0 0 3600 0.93 -0.10 44.00 0| 0 0 0 3800 1.27 -0.14 43.36 0| 0 0 0 4000 1.67 -0.17 42.74 0| 0 0 0 4200 2.17 -0.21 42.08 0| 0 2,500 0 4400 2.73 -0.26 41.10 0| 0 24 0 4600 3.44 -0.30 40.76 0| 0 283 0 4800 5.08 -0.41 39.15 0| 0 163 0 5200 7.12 -0.52 37.64 0| 8 84 +1 5600 9.61 -0.64 36.09 0| 0 28 0 6000 12.46 -0.74 34.51 0| 0 0 0 6400 19.15 -0.90 31.29 0| 0 0 0 7200 26.71 -0.98 28.00 0| 0 0 0 8000 Total 0| 8 3,087 +1 Indicative a-t-m Vol 38.16 Underlying Price 53.840 Time to expiry: 267 Days Sep 10 1.34 -0.11 45.38 0| 0 21 0 3600 2.10 -0.17 43.36 0| 0 0 0 4000 3.13 -0.23 41.49 0| 0 0 0 4400 4.49 -0.31 39.93 0| 0 0 0 4800 6.21 -0.40 38.67 0| 0 0 0 5200 8.30 -0.50 37.56 0| 0 30 0 5600 10.75 -0.59 36.56 0| 0 0 0 6000 13.55 -0.67 35.73 0| 0 0 0 6400 20.06 -0.81 35.07 0| 0 0 0 7200 27.29 -0.89 35.00 0| 0 0 0 8000 Total 0| 0 51 0 Indicative a-t-m Vol 40.40 Underlying Price 53.840 Time to expiry: 358 Days Dec 10 0.07 -0.01 55.00 0| 0 0 0 1600 0.20 -0.02 53.15 0| 0 0 0 2000 0.30 -0.02 52.14 0| 0 0 0 2200 0.42 -0.03 51.12 0| 0 1 0 2400 0.78 -0.06 49.13 0| 0 1 0 2800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 68 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.30 -0.09 47.30 0| 0 1 0 3200 2.02 -0.13 45.65 0| 0 1 0 3600 2.98 -0.19 44.18 0| 0 3 0 4000 4.22 -0.25 42.88 0| 0 0 0 4400 5.76 -0.32 41.74 0| 0 0 0 4800 7.61 -0.39 40.74 0| 0 0 0 5200 9.79 -0.47 40.00 0| 0 26 0 5600 12.19 -0.54 39.00 0| 0 50 0 6000 14.94 -0.61 38.50 0| 0 0 0 6400 21.06 -0.74 37.51 0| 0 0 0 7200 27.93 -0.83 36.86 0| 0 0 0 8000 Total 0| 0 83 0 Indicative a-t-m Vol 41.49 Underlying Price 53.840 Time to expiry: 540 Days Jun 11 1.13 -0.06 53.00 0| 0 2 0 2400 2.62 -0.13 49.43 0| 0 2 0 3200 3.67 -0.17 47.86 0| 0 0 0 3600 4.85 -0.22 45.96 0| 0 0 0 4000 6.30 -0.27 44.51 0| 0 0 0 4400 7.87 -0.32 42.83 0| 0 0 0 4800 12.00 -0.44 41.00 0| 0 0 0 5600 14.27 -0.50 39.64 0| 0 0 0 6000 29.32 -0.74 38.00 0| 0 0 0 8000 Total 0| 0 4 0 Indicative a-t-m Vol 41.49 Underlying Price 53.840 Time to expiry: 722 Days Dec 11 5.98 -0.22 45.96 0| 0 0 0 4000 9.15 -0.31 42.83 0| 0 0 0 4800 13.28 -0.42 41.00 0| 0 0 0 5600 15.48 -0.47 39.64 0| 0 0 0 6000 30.10 -0.70 38.00 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 16 5,808 +1 Grand Total 68| 20 12,388 +5 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Michelin European (ML2) Indicative a-t-m Vol 36.41 Underlying Price 53.840 Time to expiry: 85 Days Mar 10 37.87 1.00 60.48 0| 0 0 0 1600 33.87 1.00 60.00 0| 0 0 0 2000 31.88 1.00 58.73 0| 0 0 0 2200 29.88 1.00 57.14 0| 0 0 0 2400 27.89 1.00 55.37 0| 0 0 0 2600 25.90 1.00 53.53 0| 0 0 0 2800 23.92 0.99 51.69 0| 0 0 0 3000 21.95 0.99 49.89 0| 0 21 0 3200 19.99 0.98 48.15 0| 0 0 0 3400 18.04 0.97 46.50 0| 0 250 0 3600 16.12 0.96 44.94 0| 0 0 0 3800 14.25 0.94 43.49 0| 0 15 0 4000 12.42 0.91 42.15 0| 0 0 0 4200 10.67 0.87 40.91 0| 0 954 0 4400 9.02 0.82 39.77 0| 0 86 0 4600 7.47 0.76 38.72 0| 0 418 0 4800 4.81 0.62 36.96 0| 0 95 0 5200 3.75 0.53 36.36 0| 0 0 0 5400 2.84 0.45 35.63 0| 0 629 0 5600 1.52 0.29 34.57 0| 0 685 0 6000 0.75 0.17 33.94 0| 0 400 0 6400 0.34 0.09 33.56 0| 0 0 0 6800 0.15 0.04 33.46 0| 0 400 0 7200 0.03 0.01 34.00 0| 0 2 0 8000 0.01 0.00 47.05 0| 0 0 0 12000 Total 0| 0 3,955 0 Indicative a-t-m Vol 38.16 Underlying Price 53.840 Time to expiry: 267 Days Sep 10 37.18 1.00 50.00 0| 0 0 0 1600 33.27 0.99 51.98 0| 0 0 0 2000 31.35 0.99 51.85 0| 0 0 0 2200 29.44 0.98 51.33 0| 0 0 0 2400 25.72 0.96 49.61 0| 0 0 0 2800 22.12 0.93 47.51 0| 0 0 0 3200 18.67 0.89 45.38 0| 0 0 0 3600 15.47 0.83 43.36 0| 0 0 0 4000 12.52 0.77 41.49 0| 0 550 0 4400 9.90 0.69 39.93 0| 0 0 0 4800 7.65 0.60 38.67 0| 0 0 0 5200 5.76 0.51 37.56 0| 0 10 0 5600 4.22 0.42 36.56 0| 0 0 0 6000 3.03 0.33 35.73 0| 0 0 0 6400 1.55 0.20 35.07 0| 0 284 0 7200 0.80 0.12 35.00 0| 0 1 0 8000 Total 0| 0 845 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 41.51 Underlying Price 53.840 Time to expiry: 449 Days Mar 11 33.75 0.98 53.73 0| 0 0 0 2000 30.17 0.96 52.00 0| 0 0 0 2400 26.74 0.93 50.17 0| 0 0 0 2800 23.48 0.89 48.42 0| 0 0 0 3200 20.41 0.85 46.80 0| 0 0 0 3600 17.57 0.80 45.33 0| 0 0 0 4000 14.96 0.75 44.03 0| 0 0 0 4400 12.62 0.69 42.88 0| 0 0 0 4800 8.78 0.56 41.00 0| 0 0 0 5600 7.21 0.49 40.20 0| 0 0 0 6000 2.53 0.23 38.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.27 Underlying Price 53.840 Time to expiry: 631 Days Sep 11 23.62 0.87 47.00 0| 0 0 0 3200 18.14 0.79 44.00 0| 0 0 0 4000 13.62 0.68 42.00 0| 0 0 0 4800 10.15 0.57 41.00 0| 0 0 0 5600 8.57 0.52 40.00 0| 0 0 0 6000 3.73 0.29 38.00 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 4,800 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 71 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Michelin European (ML2) Indicative a-t-m Vol 36.41 Underlying Price 53.840 Time to expiry: 85 Days Mar 10 0.01 0.00 60.48 0| 0 0 0 1600 0.01 0.00 60.00 0| 0 0 0 2000 0.01 0.00 58.73 0| 0 0 0 2200 0.01 0.00 57.14 0| 0 0 0 2400 0.01 0.00 55.37 0| 0 0 0 2600 0.02 0.00 53.53 0| 0 0 0 2800 0.03 -0.01 51.69 0| 0 0 0 3000 0.05 -0.01 49.89 0| 0 35 0 3200 0.09 -0.02 48.15 0| 0 0 0 3400 0.14 -0.03 46.50 0| 0 0 0 3600 0.22 -0.04 44.94 0| 0 0 0 3800 0.34 -0.06 43.49 0| 0 30 0 4000 0.51 -0.09 42.15 0| 0 200 0 4200 0.76 -0.13 40.91 0| 0 500 0 4400 1.10 -0.18 39.77 0| 100 710 +100 4600 1.55 -0.24 38.72 0| 0 40 0 4800 2.89 -0.38 36.96 0| 0 30 0 5200 3.82 -0.47 36.36 0| 0 0 0 5400 4.90 -0.55 35.63 0| 0 0 0 5600 7.58 -0.71 34.57 0| 0 0 0 6000 10.80 -0.83 33.94 0| 0 0 0 6400 14.39 -0.91 33.56 0| 0 0 0 6800 18.19 -0.96 33.46 0| 0 0 0 7200 26.06 -0.99 34.00 0| 0 0 0 8000 65.96 -1.00 47.05 0| 0 0 0 12000 Total 0| 100 1,545 +100 Indicative a-t-m Vol 38.16 Underlying Price 53.840 Time to expiry: 267 Days Sep 10 0.01 0.00 50.00 0| 0 0 0 1600 0.06 -0.01 51.98 0| 0 39 0 2000 0.12 -0.01 51.85 0| 0 0 0 2200 0.20 -0.02 51.33 0| 0 10 0 2400 0.45 -0.04 49.61 0| 0 0 0 2800 0.81 -0.07 47.51 0| 0 0 0 3200 1.33 -0.11 45.38 0| 0 12 0 3600 2.10 -0.17 43.36 0| 0 81 0 4000 3.12 -0.23 41.49 0| 0 0 0 4400 4.47 -0.31 39.93 0| 0 40 0 4800 6.18 -0.40 38.67 0| 0 10 0 5200 8.26 -0.49 37.56 0| 0 0 0 5600 10.69 -0.58 36.56 0| 0 0 0 6000 13.47 -0.67 35.73 0| 0 260 0 6400 19.92 -0.80 35.07 0| 0 0 0 7200 27.10 -0.88 35.00 0| 0 0 0 8000 Total 0| 0 452 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 72 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 41.51 Underlying Price 53.840 Time to expiry: 449 Days Mar 11 0.37 -0.02 53.73 0| 0 0 0 2000 0.72 -0.04 52.00 0| 0 2 0 2400 1.22 -0.07 50.17 0| 0 0 0 2800 1.89 -0.11 48.42 0| 0 0 0 3200 2.76 -0.15 46.80 0| 0 0 0 3600 3.85 -0.20 45.33 0| 0 0 0 4000 5.18 -0.25 44.03 0| 0 0 0 4400 6.77 -0.31 42.88 0| 0 0 0 4800 10.79 -0.44 41.00 0| 0 0 0 5600 13.16 -0.51 40.20 0| 0 0 0 6000 28.14 -0.77 38.00 0| 0 0 0 8000 Total 0| 0 2 0 Indicative a-t-m Vol 41.27 Underlying Price 53.840 Time to expiry: 631 Days Sep 11 2.74 -0.13 47.00 0| 0 0 0 3200 5.03 -0.21 44.00 0| 0 0 0 4000 8.28 -0.32 42.00 0| 0 0 0 4800 12.58 -0.43 41.00 0| 0 0 0 5600 14.89 -0.48 40.00 0| 0 0 0 6000 29.47 -0.71 38.00 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 100 1,999 +100 Grand Total 0| 100 6,799 +100 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 73 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | NYSE Euronext (100) (NY1) Indicative a-t-m Vol 23.08 Underlying Price 17.800 Time to expiry: 22 Days Jan 10 4.81 1.00 45.00 0| 0 0 0 1300 3.81 0.99 39.84 0| 0 0 0 1400 2.82 0.98 34.72 0| 0 0 0 1500 1.85 0.93 30.22 0| 0 0 0 1600 1.41 0.86 29.54 0| 0 0 0 1650 0.98 0.76 26.95 0| 0 0 0 1700 0.62 0.62 25.22 0| 0 20 0 1750 0.30 0.43 21.65 0| 1 3 +1 1800 0.16 0.27 23.31 0| 1 3 +1 1850 0.05 0.11 20.44 0| 0 1 0 1900 0.05 0.09 26.27 0| 0 10 0 1950 0.01 0.02 22.77 0| 0 0 0 2000 0.01 0.01 23.23 0| 0 0 0 2050 0.01 0.00 24.01 0| 0 0 0 2100 0.01 0.00 26.51 0| 0 0 0 2200 0.01 0.00 30.00 0| 0 0 0 2300 Total 0| 2 37 +2 Indicative a-t-m Vol 27.82 Underlying Price 17.800 Time to expiry: 57 Days Feb 10 4.83 0.98 40.00 0| 0 0 0 1300 3.88 0.95 38.77 0| 0 0 0 1400 2.95 0.89 36.76 0| 0 0 0 1500 2.05 0.82 31.94 0| 0 0 0 1600 1.65 0.75 30.72 0| 0 0 0 1650 1.30 0.68 29.85 0| 0 0 0 1700 0.99 0.58 29.29 0| 0 0 0 1750 0.68 0.48 26.84 0| 0 0 0 1800 0.45 0.38 25.84 0| 0 0 0 1850 0.30 0.28 25.69 0| 0 0 0 1900 0.11 0.13 24.95 0| 0 0 0 2000 0.04 0.05 24.84 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 28.74 Underlying Price 17.800 Time to expiry: 85 Days Mar 10 9.01 1.00 45.00 0| 0 0 0 880 8.21 1.00 44.80 0| 0 0 0 960 7.82 1.00 44.40 0| 0 0 0 1000 5.83 0.99 40.88 0| 0 0 0 1200 4.86 0.97 38.72 0| 0 0 0 1300 3.91 0.93 36.52 0| 0 0 0 1400 3.02 0.87 35.25 0| 0 0 0 1500 2.20 0.78 33.26 0| 0 0 0 1600 1.40 0.66 28.70 0| 0 1 0 1700 1.15 0.58 29.76 0| 0 0 0 1750 0.85 0.50 28.06 0| 0 0 0 1800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 74 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.69 0.42 29.16 0| 0 0 0 1850 0.51 0.34 28.69 0| 0 1 0 1900 0.20 0.18 25.55 0| 0 6 0 2000 0.12 0.11 27.17 0| 0 37 0 2100 0.04 0.04 25.25 0| 0 41 0 2200 0.01 0.02 24.86 0| 0 167 0 2300 0.01 0.01 24.68 0| 0 107 0 2400 0.01 0.00 25.97 0| 0 0 0 2800 0.01 0.00 30.00 0| 0 1 0 3200 Total 0| 0 361 0 Indicative a-t-m Vol 32.71 Underlying Price 17.800 Time to expiry: 176 Days Jun 10 11.81 1.00 52.00 0| 0 0 0 600 9.82 1.00 49.24 0| 0 0 0 800 7.84 0.99 45.57 0| 0 0 0 1000 5.92 0.95 42.57 0| 0 0 0 1200 4.14 0.86 39.04 0| 0 0 0 1400 2.63 0.71 36.19 0| 0 0 0 1600 1.91 0.62 32.77 0| 0 0 0 1700 1.43 0.52 32.70 0| 0 11 0 1800 1.00 0.41 31.60 0| 0 65 0 1900 0.63 0.31 29.65 0| 0 37 0 2000 0.44 0.23 30.00 0| 0 0 0 2100 0.29 0.17 29.72 0| 0 53 0 2200 0.09 0.07 28.23 0| 0 0 0 2400 0.01 0.00 24.15 0| 0 0 0 2800 0.01 0.00 22.12 0| 0 0 0 3200 0.01 0.00 20.71 0| 0 0 0 3600 0.01 0.00 19.79 0| 0 0 0 4000 0.01 0.00 19.10 0| 0 0 0 4800 0.01 0.00 20.00 0| 0 0 0 6000 Total 0| 0 166 0 Indicative a-t-m Vol 34.86 Underlying Price 17.800 Time to expiry: 267 Days Sep 10 7.85 0.99 42.85 0| 0 0 0 1000 6.01 0.92 42.76 0| 0 0 0 1200 4.35 0.82 39.84 0| 0 0 0 1400 2.97 0.69 37.62 0| 0 0 0 1600 2.40 0.61 36.59 0| 0 0 0 1700 1.83 0.53 34.43 0| 0 0 0 1800 1.49 0.46 35.00 0| 0 0 0 1900 1.09 0.38 33.42 0| 0 0 0 2000 0.83 0.31 33.00 0| 0 0 0 2100 0.57 0.24 31.59 0| 0 0 0 2200 0.28 0.14 30.37 0| 0 0 0 2400 0.10 0.06 32.00 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 38.18 Underlying Price 17.800 Time to expiry: 358 Days Dec 10 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 75 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.82 1.00 60.00 0| 0 0 0 600 9.83 0.99 52.98 0| 0 0 0 800 6.14 0.89 44.54 0| 0 0 0 1200 4.61 0.79 41.94 0| 0 0 0 1400 3.32 0.67 39.66 0| 0 0 0 1600 2.75 0.61 38.28 0| 0 0 0 1700 2.32 0.55 38.16 0| 0 0 0 1800 1.90 0.48 37.31 0| 0 0 0 1900 1.54 0.42 36.58 0| 0 20 0 2000 0.99 0.31 35.40 0| 0 0 0 2200 0.61 0.22 34.45 0| 0 0 0 2400 0.07 0.04 32.00 0| 0 0 0 3200 Total 0| 0 20 0 Indicative a-t-m Vol 44.74 Underlying Price 17.800 Time to expiry: 540 Days Jun 11 9.94 0.96 61.00 0| 0 0 0 800 6.70 0.84 52.32 0| 0 0 0 1200 4.25 0.67 46.95 0| 0 0 0 1600 3.27 0.58 44.50 0| 0 0 0 1800 2.45 0.49 42.39 0| 0 0 0 2000 1.30 0.32 39.24 0| 0 0 0 2400 0.95 0.22 48.29 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 44.74 Underlying Price 17.800 Time to expiry: 722 Days Dec 11 6.93 0.82 52.32 0| 0 0 0 1200 4.62 0.67 46.95 0| 0 0 0 1600 3.67 0.59 44.50 0| 0 0 0 1800 2.87 0.51 42.39 0| 0 0 0 2000 1.68 0.36 39.24 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 2 584 +2 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 76 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | NYSE Euronext (100) (NY1) Indicative a-t-m Vol 23.08 Underlying Price 17.800 Time to expiry: 22 Days Jan 10 0.01 0.00 45.00 0| 0 0 0 1300 0.01 -0.01 39.84 0| 0 0 0 1400 0.01 -0.02 34.72 0| 0 0 0 1500 0.05 -0.07 30.22 0| 0 20 0 1600 0.10 -0.14 29.54 0| 0 3 0 1650 0.17 -0.24 26.95 0| 0 6 0 1700 0.31 -0.38 25.22 0| 1 5 +1 1750 0.49 -0.57 21.65 0| 1 8 +1 1800 0.86 -0.73 23.31 0| 0 0 0 1850 1.24 -0.89 20.44 0| 0 0 0 1900 1.74 -0.91 26.27 0| 0 0 0 1950 2.21 -0.98 22.77 0| 0 0 0 2000 2.70 -0.99 23.23 0| 0 0 0 2050 3.20 -1.00 24.01 0| 0 0 0 2100 4.20 -1.00 26.51 0| 0 0 0 2200 5.20 -1.00 30.00 0| 0 0 0 2300 Total 0| 2 42 +2 Indicative a-t-m Vol 27.82 Underlying Price 17.800 Time to expiry: 57 Days Feb 10 0.02 -0.02 40.00 0| 0 0 0 1300 0.06 -0.05 38.77 0| 0 250 0 1400 0.14 -0.11 36.76 0| 0 0 0 1500 0.24 -0.18 31.94 0| 0 0 0 1600 0.34 -0.25 30.72 0| 0 1 0 1650 0.48 -0.32 29.85 0| 0 2 0 1700 0.67 -0.42 29.29 0| 0 3 0 1750 0.86 -0.52 26.84 0| 1 2 +1 1800 1.14 -0.62 25.84 0| 0 0 0 1850 1.49 -0.72 25.69 0| 0 0 0 1900 2.30 -0.87 24.95 0| 0 0 0 2000 3.23 -0.95 24.84 0| 0 0 0 2100 Total 0| 1 258 +1 Indicative a-t-m Vol 28.74 Underlying Price 17.800 Time to expiry: 85 Days Mar 10 0.01 0.00 45.00 0| 0 0 0 880 0.01 0.00 44.80 0| 0 0 0 960 0.01 0.00 44.40 0| 0 0 0 1000 0.03 -0.02 40.88 0| 0 0 0 1200 0.06 -0.04 38.72 0| 0 0 0 1300 0.13 -0.08 36.52 0| 0 0 0 1400 0.26 -0.15 35.25 0| 0 0 0 1500 0.45 -0.25 33.26 0| 0 0 0 1600 0.68 -0.37 28.70 0| 0 8 0 1700 0.95 -0.45 29.76 0| 0 0 0 1750 1.16 -0.53 28.06 0| 0 5 0 1800 1.51 -0.61 29.16 0| 0 0 0 1850 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 77 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.84 -0.68 28.69 0| 0 3 0 1900 2.56 -0.83 25.55 0| 0 1 0 2000 3.48 -0.90 27.17 0| 0 0 0 2100 4.40 -0.96 25.25 0| 0 0 0 2200 5.38 -0.98 24.86 0| 0 0 0 2300 6.37 -0.99 24.68 0| 0 0 0 2400 10.36 -1.00 25.97 0| 0 0 0 2800 14.35 -1.00 30.00 0| 0 0 0 3200 Total 0| 0 17 0 Indicative a-t-m Vol 32.71 Underlying Price 17.800 Time to expiry: 176 Days Jun 10 0.01 0.00 52.00 0| 0 0 0 600 0.02 -0.01 49.24 0| 0 0 0 800 0.06 -0.03 45.57 0| 0 0 0 1000 0.21 -0.08 42.57 0| 0 0 0 1200 0.49 -0.17 39.04 0| 0 0 0 1400 1.04 -0.32 36.19 0| 0 0 0 1600 1.33 -0.41 32.77 0| 0 0 0 1700 1.87 -0.51 32.70 0| 0 5 0 1800 2.45 -0.61 31.60 0| 0 3 0 1900 3.10 -0.71 29.65 0| 0 0 0 2000 3.92 -0.78 30.00 0| 0 0 0 2100 4.76 -0.84 29.72 0| 0 0 0 2200 6.57 -0.94 28.23 0| 0 0 0 2400 10.47 -1.00 24.15 0| 0 0 0 2800 14.44 -1.00 22.12 0| 0 0 0 3200 18.42 -1.00 20.71 0| 0 0 0 3600 22.41 -1.00 19.79 0| 0 0 0 4000 30.37 -1.00 19.10 0| 0 0 0 4800 42.31 -1.00 20.00 0| 0 0 0 6000 Total 0| 0 8 0 Indicative a-t-m Vol 34.86 Underlying Price 17.800 Time to expiry: 267 Days Sep 10 0.14 -0.05 42.85 0| 0 0 0 1000 0.43 -0.12 42.76 0| 0 0 0 1200 0.84 -0.21 39.84 0| 0 0 0 1400 1.52 -0.34 37.62 0| 0 0 0 1600 1.96 -0.41 36.59 0| 0 0 0 1700 2.40 -0.49 34.43 0| 0 0 0 1800 3.07 -0.56 35.00 0| 0 0 0 1900 3.68 -0.64 33.42 0| 0 0 0 2000 4.42 -0.70 33.00 0| 0 0 0 2100 5.16 -0.77 31.59 0| 0 0 0 2200 6.87 -0.87 30.37 0| 0 0 0 2400 10.66 -0.95 32.00 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 38.18 Underlying Price 17.800 Time to expiry: 358 Days Dec 10 0.09 -0.02 60.00 0| 0 0 0 600 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 78 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.19 -0.04 52.98 0| 0 0 0 800 0.72 -0.15 44.54 0| 0 0 0 1200 1.26 -0.24 41.94 0| 0 0 0 1400 2.01 -0.35 39.66 0| 0 0 0 1600 2.43 -0.41 38.28 0| 0 0 0 1700 3.02 -0.47 38.16 0| 0 0 0 1800 3.61 -0.53 37.31 0| 0 0 0 1900 4.25 -0.59 36.58 0| 0 0 0 2000 5.69 -0.70 35.40 0| 0 0 0 2200 7.30 -0.79 34.45 0| 0 0 0 2400 14.68 -0.96 32.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 44.74 Underlying Price 17.800 Time to expiry: 540 Days Jun 11 0.65 -0.08 61.00 0| 0 0 0 800 1.60 -0.19 52.32 0| 0 0 0 1200 3.17 -0.35 46.95 0| 0 0 0 1600 4.17 -0.43 44.50 0| 0 0 0 1800 5.33 -0.52 42.39 0| 0 0 0 2000 8.12 -0.69 39.24 0| 0 0 0 2400 15.73 -0.77 50.35 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 44.74 Underlying Price 17.800 Time to expiry: 722 Days Dec 11 2.05 -0.20 52.32 0| 0 0 0 1200 3.71 -0.34 46.95 0| 0 0 0 1600 4.72 -0.42 44.50 0| 0 0 0 1800 5.87 -0.50 42.39 0| 0 0 0 2000 8.58 -0.64 39.24 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 3 325 +3 Grand Total 0| 5 909 +5 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Pernod Ricard (100) (RI1) Indicative a-t-m Vol 23.00 Underlying Price 59.970 Time to expiry: 22 Days Jan 10 15.98 1.00 35.00 0| 0 0 0 4400 13.98 1.00 32.02 0| 0 0 0 4600 11.99 1.00 29.58 0| 0 0 0 4800 8.00 0.99 24.10 0| 0 0 0 5200 6.10 0.94 27.62 0| 0 0 0 5400 4.21 0.88 24.06 0| 0 0 0 5600 2.57 0.73 22.94 0| 0 2 0 5800 1.37 0.51 23.00 0| 0 26 0 6000 0.66 0.30 23.80 0| 0 16 0 6200 0.29 0.15 24.66 0| 0 112 0 6400 0.05 0.03 26.32 0| 0 0 0 6800 0.01 0.01 29.35 0| 0 0 0 7200 Total 0| 0 156 0 Indicative a-t-m Vol 28.55 Underlying Price 59.970 Time to expiry: 57 Days Feb 10 14.06 0.98 32.00 0| 0 0 0 4600 12.11 0.97 31.35 0| 0 0 0 4800 8.40 0.90 30.15 0| 0 0 0 5200 6.77 0.82 30.69 0| 0 0 0 5400 5.02 0.76 27.36 0| 0 0 0 5600 3.81 0.64 28.47 0| 0 2 0 5800 2.73 0.52 28.55 0| 0 0 0 6000 1.81 0.41 27.60 0| 0 4 0 6200 1.07 0.29 26.30 0| 0 504 0 6400 0.33 0.12 25.25 0| 0 1 0 6800 0.06 0.03 23.67 0| 0 0 0 7200 Total 0| 0 511 0 Indicative a-t-m Vol 28.55 Underlying Price 59.970 Time to expiry: 85 Days Mar 10 33.60 1.00 40.00 0| 0 0 0 2641 29.84 1.00 36.68 0| 0 0 0 3018 26.08 1.00 34.41 0| 0 0 0 3395 24.19 1.00 33.55 0| 0 0 0 3584 22.31 1.00 32.81 0| 0 0 0 3773 20.43 1.00 32.19 0| 0 0 0 3961 18.56 0.99 31.65 0| 0 0 0 4150 16.69 0.99 31.18 0| 0 0 0 4339 16.10 0.98 31.04 0| 0 0 0 4400 14.86 0.98 30.77 0| 0 0 0 4527 8.05 0.83 29.50 0| 0 180 0 5282 3.18 0.51 28.50 0| 0 66 0 6036 1.72 0.34 27.63 0| 0 562 0 6400 0.34 0.10 27.30 0| 1 3 +1 7200 0.04 0.01 26.14 0| 0 0 0 8000 0.01 0.00 25.00 0| 0 0 0 8800 Total 0| 1 811 +1 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 80 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 29.29 Underlying Price 59.970 Time to expiry: 176 Days Jun 10 37.44 1.00 44.00 0| 0 0 0 2264 29.97 0.99 41.45 0| 0 0 0 3018 22.61 0.97 37.90 0| 0 0 0 3773 19.06 0.95 36.17 0| 0 0 0 4150 15.63 0.91 34.54 0| 0 40 0 4527 9.50 0.76 31.70 0| 0 1,492 0 5282 7.01 0.66 30.74 0| 0 20 0 5659 4.80 0.54 29.12 0| 0 1 0 6036 0.67 0.13 26.59 0| 0 0 0 7545 0.01 0.00 26.00 0| 0 0 0 11318 Total 0| 0 1,553 0 Indicative a-t-m Vol 29.42 Underlying Price 59.970 Time to expiry: 267 Days Sep 10 24.53 0.96 40.00 0| 0 0 0 3600 20.84 0.93 37.97 0| 0 0 0 4000 17.29 0.89 35.84 0| 0 0 0 4400 13.96 0.83 33.82 0| 0 0 0 4800 11.03 0.75 32.80 0| 0 0 0 5200 7.98 0.66 29.31 0| 0 85 0 5600 5.98 0.55 29.42 0| 0 655 0 6000 4.14 0.44 28.21 0| 0 118 0 6400 1.83 0.25 27.00 0| 0 0 0 7200 0.82 0.13 27.10 0| 0 0 0 8000 0.39 0.07 28.00 0| 0 0 0 8800 Total 0| 0 858 0 Indicative a-t-m Vol 29.74 Underlying Price 59.970 Time to expiry: 358 Days Dec 10 37.49 1.00 45.00 0| 0 0 0 2264 30.21 0.98 44.00 0| 0 0 0 3018 23.16 0.93 39.03 0| 0 0 0 3773 19.82 0.90 36.88 0| 0 20 0 4150 16.66 0.85 35.11 0| 0 5 0 4527 13.02 0.77 33.05 0| 0 500 0 5000 11.01 0.72 31.83 0| 0 154 0 5282 8.54 0.64 30.04 0| 0 700 0 5659 2.09 0.24 28.37 0| 0 0 0 7545 0.23 0.03 35.00 0| 0 0 0 12000 Total 0| 0 1,379 0 Indicative a-t-m Vol 30.01 Underlying Price 59.970 Time to expiry: 540 Days Jun 11 28.70 0.95 39.53 0| 0 0 0 3200 21.63 0.89 35.09 0| 0 0 0 4000 18.37 0.84 33.23 0| 0 0 0 4400 15.46 0.78 32.19 0| 0 0 0 4800 10.51 0.65 30.46 0| 0 0 0 5600 8.56 0.57 30.01 0| 0 1,083 0 6000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 81 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.91 0.50 29.68 0| 0 0 0 6400 2.83 0.26 29.12 0| 0 0 0 8000 0.45 0.05 31.63 0| 0 0 0 12000 Total 0| 0 1,083 0 Indicative a-t-m Vol 30.01 Underlying Price 59.970 Time to expiry: 722 Days Dec 11 22.15 0.87 35.09 0| 0 0 0 4000 16.23 0.77 32.19 0| 0 0 0 4800 11.52 0.65 30.46 0| 0 0 0 5600 9.63 0.59 30.01 0| 0 0 0 6000 3.75 0.31 29.12 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 1 6,351 +1 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Pernod Ricard (100) (RI1) Indicative a-t-m Vol 21.56 Underlying Price 59.970 Time to expiry: 22 Days Jan 10 0.01 0.00 35.00 0| 0 0 0 4400 0.01 0.00 36.46 0| 0 0 0 4600 0.01 -0.01 36.08 0| 0 0 0 4800 0.07 -0.03 31.97 0| 0 1 0 5200 0.12 -0.06 27.85 0| 0 74 0 5400 0.30 -0.14 26.61 0| 0 12 0 5600 0.72 -0.29 25.52 0| 0 67 0 5800 1.30 -0.49 21.50 0| 0 25 0 6000 2.48 -0.74 19.91 0| 0 0 0 6200 4.11 -0.92 17.93 0| 0 0 0 6400 8.03 -1.00 19.95 0| 0 0 0 6800 12.03 -1.00 25.00 0| 0 0 0 7200 Total 0| 0 179 0 Indicative a-t-m Vol 28.86 Underlying Price 59.970 Time to expiry: 57 Days Feb 10 0.04 -0.02 32.00 0| 0 0 0 4600 0.12 -0.04 32.41 0| 0 0 0 4800 0.45 -0.12 31.75 0| 0 0 0 5200 0.78 -0.18 31.33 0| 0 20 0 5400 1.22 -0.26 30.15 0| 0 41 0 5600 1.85 -0.36 29.19 0| 0 0 0 5800 2.73 -0.48 28.86 0| 0 0 0 6000 3.86 -0.59 28.38 0| 0 0 0 6200 5.22 -0.70 28.33 0| 0 0 0 6400 8.48 -0.85 28.44 0| 0 0 0 6800 12.21 -0.93 30.00 0| 0 0 0 7200 Total 0| 0 61 0 Indicative a-t-m Vol 26.92 Underlying Price 59.970 Time to expiry: 85 Days Mar 10 0.01 0.00 40.00 0| 0 0 0 2641 0.01 0.00 46.42 0| 0 18 0 3018 0.02 0.00 47.71 0| 0 0 0 3395 0.04 -0.01 47.20 0| 0 6 0 3584 0.07 -0.01 46.18 0| 0 4 0 3773 0.11 -0.02 44.82 0| 0 21 0 3961 0.16 -0.03 43.22 0| 0 74 0 4150 0.22 -0.04 41.46 0| 0 20 0 4339 0.26 -0.05 41.11 0| 0 519 0 4400 0.30 -0.06 39.34 0| 0 2,743 0 4527 1.03 -0.18 32.44 0| 0 2,784 0 5282 3.25 -0.49 26.62 0| 0 100 0 6036 5.33 -0.68 24.60 0| 0 100 0 6400 12.22 -0.92 25.71 0| 0 0 0 7200 20.03 -1.00 22.29 0| 0 0 0 8000 28.03 -1.00 25.00 0| 0 0 0 8800 Total 0| 0 6,389 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 30.32 Underlying Price 59.970 Time to expiry: 176 Days Jun 10 0.01 0.00 42.00 0| 0 0 0 2264 0.04 -0.01 42.71 0| 0 40 0 3018 0.25 -0.03 39.85 0| 0 40 0 3773 0.47 -0.06 38.08 0| 0 2,002 0 4150 0.84 -0.10 36.24 0| 0 20 0 4527 2.29 -0.25 33.10 0| 0 0 0 5282 3.46 -0.35 31.40 0| 0 0 0 5659 5.09 -0.46 30.19 0| 0 1 0 6036 15.91 -0.88 26.58 0| 0 0 0 7545 53.21 -1.00 27.00 0| 0 0 0 11318 Total 0| 0 2,103 0 Indicative a-t-m Vol 31.71 Underlying Price 59.970 Time to expiry: 267 Days Sep 10 0.52 -0.05 41.00 0| 0 67 0 3600 0.85 -0.08 38.63 0| 0 0 0 4000 1.37 -0.13 36.64 0| 0 0 0 4400 2.15 -0.19 35.12 0| 0 0 0 4800 3.19 -0.26 33.58 0| 0 50 0 5200 4.53 -0.35 31.99 0| 0 29 0 5600 6.50 -0.45 31.70 0| 0 643 0 6000 8.69 -0.55 30.59 0| 0 15 0 6400 14.28 -0.73 29.34 0| 0 0 0 7200 21.00 -0.86 28.51 0| 0 0 0 8000 28.41 -0.94 28.00 0| 0 0 0 8800 Total 0| 0 804 0 Indicative a-t-m Vol 30.90 Underlying Price 59.970 Time to expiry: 358 Days Dec 10 0.20 -0.02 51.32 0| 0 40 0 2264 0.49 -0.04 44.51 0| 0 214 0 3018 1.00 -0.08 38.42 0| 0 0 0 3773 1.45 -0.12 36.18 0| 0 0 0 4150 2.10 -0.17 34.43 0| 0 284 0 4527 3.34 -0.24 33.02 0| 0 500 0 5000 4.36 -0.30 32.67 0| 0 2,500 0 5282 5.82 -0.38 31.47 0| 0 624 0 5659 17.90 -0.76 28.27 0| 0 0 0 7545 60.22 -0.96 36.35 0| 0 0 0 12000 Total 0| 0 4,162 0 Indicative a-t-m Vol 31.51 Underlying Price 59.970 Time to expiry: 540 Days Jun 11 0.95 -0.06 40.00 0| 0 0 0 3200 2.09 -0.13 36.64 0| 0 0 0 4000 2.91 -0.17 35.06 0| 0 0 0 4400 4.00 -0.23 33.85 0| 0 0 0 4800 7.09 -0.36 32.29 0| 0 0 0 5600 9.02 -0.43 31.50 0| 0 0 0 6000 11.24 -0.50 30.86 0| 0 0 0 6400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 84 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.94 -0.74 30.29 0| 0 0 0 8000 60.25 -0.94 35.23 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 31.51 Underlying Price 59.970 Time to expiry: 722 Days Dec 11 3.04 -0.15 36.64 0| 0 0 0 4000 5.18 -0.25 33.85 0| 0 0 0 4800 8.45 -0.36 32.29 0| 0 0 0 5600 10.41 -0.42 31.50 0| 0 0 0 6000 23.87 -0.69 30.29 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 13,698 0 Grand Total 0| 1 20,049 +1 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 85 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Pernod Ricard European (RI2) Indicative a-t-m Vol 28.55 Underlying Price 59.970 Time to expiry: 85 Days Mar 10 37.37 1.00 45.03 0| 0 0 0 2264 33.60 1.00 40.00 0| 0 0 0 2641 29.84 1.00 36.68 0| 0 0 0 3018 28.02 1.00 35.48 0| 0 0 0 3200 26.08 1.00 34.41 0| 0 0 0 3395 24.19 1.00 33.55 0| 0 0 0 3584 22.31 1.00 32.81 0| 0 0 0 3773 20.43 1.00 32.19 0| 0 0 0 3961 18.56 0.99 31.65 0| 0 0 0 4150 16.69 0.99 31.18 0| 0 200 0 4339 14.86 0.98 30.77 0| 0 200 0 4527 12.27 0.95 30.25 0| 0 0 0 4800 8.05 0.83 29.50 0| 0 0 0 5282 5.29 0.69 28.99 0| 0 15,037 0 5659 4.42 0.63 28.82 0| 0 0 0 5800 3.18 0.51 28.50 0| 0 0 0 6036 2.43 0.43 28.00 0| 0 0 0 6200 1.72 0.34 27.63 0| 0 0 0 6400 0.84 0.20 27.64 0| 0 50 0 6791 0.34 0.10 27.30 0| 0 0 0 7200 0.14 0.04 26.73 0| 0 8,500 0 7545 0.04 0.01 26.14 0| 0 0 0 8000 0.01 0.00 25.00 0| 0 0 0 8800 Total 0| 0 23,987 0 Indicative a-t-m Vol 29.21 Underlying Price 59.970 Time to expiry: 267 Days Sep 10 24.19 0.95 40.00 0| 0 0 0 3600 19.23 0.91 37.17 0| 0 0 0 4150 16.00 0.86 35.19 0| 0 0 0 4527 13.78 0.82 33.82 0| 0 0 0 4800 10.19 0.73 31.67 0| 0 0 0 5282 7.74 0.64 30.25 0| 0 3 0 5659 5.71 0.54 29.09 0| 0 62 0 6036 4.12 0.44 28.21 0| 0 203 0 6400 1.82 0.25 27.00 0| 0 0 0 7200 1.28 0.19 26.98 0| 0 0 0 7545 0.81 0.13 27.10 0| 0 0 0 8000 0.39 0.07 28.00 0| 0 0 0 8800 Total 0| 0 268 0 Indicative a-t-m Vol 29.20 Underlying Price 59.970 Time to expiry: 449 Days Mar 11 36.64 0.99 44.83 0| 0 0 0 2264 29.67 0.96 42.10 0| 0 0 0 3018 23.05 0.90 38.48 0| 0 0 0 3773 19.93 0.86 36.70 0| 0 0 0 4150 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 86 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.00 0.82 35.12 0| 0 0 0 4527 14.96 0.78 33.86 0| 0 0 0 4800 9.19 0.63 29.84 0| 0 0 0 5659 5.73 0.48 28.44 0| 0 0 0 6400 1.67 0.20 26.47 0| 0 0 0 8000 0.20 0.03 30.52 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 29.50 Underlying Price 59.970 Time to expiry: 631 Days Sep 11 21.96 0.86 37.38 0| 0 0 0 4000 16.08 0.76 33.86 0| 0 0 0 4800 11.02 0.64 30.67 0| 0 0 0 5600 8.91 0.58 29.50 0| 0 0 0 6000 7.06 0.50 28.42 0| 0 0 0 6400 2.64 0.26 26.47 0| 0 0 0 8000 0.95 0.09 34.29 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 24,255 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 87 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Pernod Ricard European (RI2) Indicative a-t-m Vol 27.04 Underlying Price 59.970 Time to expiry: 85 Days Mar 10 0.01 0.00 24.32 0| 0 5 0 2264 0.01 0.00 40.00 0| 0 0 0 2641 0.01 0.00 46.42 0| 0 0 0 3018 0.01 0.00 47.51 0| 0 0 0 3200 0.02 0.00 47.71 0| 0 22 0 3395 0.04 -0.01 47.20 0| 0 0 0 3584 0.07 -0.01 46.18 0| 0 19 0 3773 0.11 -0.02 44.82 0| 0 0 0 3961 0.16 -0.03 43.22 0| 0 0 0 4150 0.22 -0.04 41.46 0| 0 51 0 4339 0.30 -0.06 39.34 0| 0 71 0 4527 0.48 -0.09 36.93 0| 0 200 0 4800 1.03 -0.18 32.44 0| 0 700 0 5282 1.91 -0.31 30.00 0| 0 18 0 5659 2.40 -0.37 29.19 0| 0 0 0 5800 3.25 -0.49 26.62 0| 0 300 0 6036 4.10 -0.58 25.73 0| 0 0 0 6200 5.32 -0.68 24.60 0| 0 0 0 6400 8.32 -0.85 23.04 0| 0 0 0 6791 12.04 -0.95 22.11 0| 0 0 0 7200 15.39 -0.98 21.87 0| 0 9 0 7545 19.91 -1.00 22.29 0| 0 0 0 8000 27.89 -1.00 25.00 0| 0 0 0 8800 Total 0| 0 1,395 0 Indicative a-t-m Vol 31.40 Underlying Price 59.970 Time to expiry: 267 Days Sep 10 0.52 -0.05 41.00 0| 0 0 0 3600 1.03 -0.10 37.84 0| 0 0 0 4150 1.58 -0.14 36.08 0| 0 1 0 4527 2.14 -0.19 35.12 0| 0 199 0 4800 3.42 -0.28 33.32 0| 0 3,268 0 5282 4.78 -0.36 32.00 0| 0 2,510 0 5659 6.60 -0.46 31.34 0| 0 0 0 6036 8.65 -0.55 30.59 0| 0 0 0 6400 14.20 -0.73 29.34 0| 0 0 0 7200 16.97 -0.79 28.94 0| 0 0 0 7545 20.88 -0.86 28.51 0| 0 0 0 8000 28.25 -0.93 28.00 0| 0 0 0 8800 Total 0| 0 5,978 0 Indicative a-t-m Vol 29.20 Underlying Price 59.970 Time to expiry: 449 Days Mar 11 0.17 -0.01 44.83 0| 0 0 0 2264 0.61 -0.04 42.10 0| 0 0 0 3018 1.41 -0.10 38.48 0| 0 0 0 3773 2.00 -0.14 36.70 0| 0 0 0 4150 2.77 -0.18 35.12 0| 0 0 0 4527 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 88 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.42 -0.22 33.86 0| 0 0 0 4800 6.09 -0.37 29.84 0| 0 0 0 5659 9.92 -0.52 28.44 0| 0 0 0 6400 21.60 -0.80 26.47 0| 0 0 0 8000 59.45 -0.97 30.52 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 29.50 Underlying Price 59.970 Time to expiry: 631 Days Sep 11 2.67 -0.14 37.38 0| 0 0 0 4000 4.56 -0.24 33.86 0| 0 0 0 4800 7.27 -0.36 30.67 0| 0 0 0 5600 9.05 -0.42 29.50 0| 0 0 0 6000 11.09 -0.50 28.42 0| 0 0 0 6400 22.21 -0.74 26.47 0| 0 0 0 8000 59.37 -0.91 34.29 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 7,373 0 Grand Total 0| 0 31,628 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 89 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Peugeot SA (100) (UG1) Indicative a-t-m Vol 32.64 Underlying Price 23.465 Time to expiry: 22 Days Jan 10 4.48 0.99 38.00 0| 0 0 0 1900 3.51 0.96 37.31 0| 0 0 0 2000 2.58 0.90 36.20 0| 0 0 0 2100 2.14 0.85 35.57 0| 0 0 0 2150 1.74 0.78 34.95 0| 0 10 0 2200 1.37 0.70 34.17 0| 0 0 0 2250 1.05 0.61 34.03 0| 0 62 0 2300 0.70 0.75 0.51 32.55 0.70 0.70 50| 0 26 0 2350 0.49 0.53 0.41 32.27 0.49 0.49 50| 0 569 0 2400 0.37 0.31 32.16 0| 0 85 0 2450 0.23 0.22 31.45 0| 0 2,025 0 2500 0.08 0.10 30.77 0| 0 217 0 2600 0.02 0.04 30.44 0| 0 527 0 2700 0.01 0.01 30.49 0| 0 60 0 2800 0.01 0.00 31.85 0| 0 0 0 3000 0.01 0.00 35.00 0| 0 0 0 3200 Total 100| 0 3,581 0 Indicative a-t-m Vol 38.82 Underlying Price 23.465 Time to expiry: 57 Days Feb 10 3.88 0.84 45.00 0| 0 0 0 2000 3.06 0.77 42.54 0| 0 0 0 2100 2.33 0.69 40.77 0| 0 770 0 2200 2.01 0.64 40.18 0| 0 0 0 2250 1.73 0.58 39.92 0| 5 305 +5 2300 1.44 0.53 38.75 0| 15 25 +15 2350 1.20 0.47 38.10 0| 0 28 0 2400 0.99 0.42 37.68 0| 0 80 0 2450 0.78 0.36 36.75 0| 1,000 1,026 +1,000 2500 0.46 0.25 34.78 0| 0 27 0 2600 0.08 0.07 28.96 0| 0 0 0 2800 0.01 0.00 20.00 0| 0 0 0 3000 Total 0| 1,020 2,261 +1,020 Indicative a-t-m Vol 40.12 Underlying Price 23.465 Time to expiry: 85 Days Mar 10 13.89 1.00 75.00 0| 0 0 0 960 13.50 1.00 73.32 0| 0 0 0 1000 11.52 0.99 65.40 0| 0 0 0 1200 10.53 0.98 61.84 0| 0 0 0 1300 9.56 0.98 58.56 0| 0 0 0 1400 8.59 0.96 55.57 0| 0 0 0 1500 7.64 0.95 52.86 0| 0 11 0 1600 6.70 0.93 50.41 0| 0 0 0 1700 5.80 0.90 48.21 0| 0 20 0 1800 4.93 0.86 46.25 0| 0 15 0 1900 4.11 0.80 44.51 0| 0 509 0 2000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 90 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.36 0.74 42.98 0| 0 1,122 0 2100 2.58 2.65 0.67 41.00 2.58 2.55 300| 0 400 0 2200 2.36 0.63 40.98 0| 0 0 0 2250 2.08 2.08 0.58 40.39 2.08 2.08 10| 0 188 0 2300 1.82 0.54 40.10 0| 0 79 0 2350 1.53 0.49 38.52 0| 0 5,479 0 2400 0.82 0.32 37.63 0| 0 3,885 0 2600 0.43 0.19 37.80 0| 0 493 0 2800 0.18 0.10 36.64 0| 0 0 0 3000 0.08 0.05 36.63 0| 0 262 0 3200 0.02 0.01 37.73 0| 0 38 0 3600 0.01 0.00 40.00 0| 0 0 0 4000 Total 310| 0 12,501 0 Indicative a-t-m Vol 40.95 Underlying Price 23.465 Time to expiry: 176 Days Jun 10 17.50 1.00 75.00 0| 0 0 0 600 15.52 0.99 69.94 0| 0 0 0 800 13.56 0.99 64.05 0| 0 0 0 1000 11.63 0.97 58.59 0| 0 0 0 1200 9.75 0.95 53.86 0| 0 0 0 1400 7.94 0.91 49.89 0| 0 0 0 1600 7.08 0.88 48.19 0| 0 0 0 1700 6.24 0.84 46.65 0| 0 9 0 1800 5.47 0.80 45.27 0| 0 160 0 1900 4.72 0.76 43.77 0| 0 2,795 0 2000 4.06 0.71 42.95 0| 0 3 0 2100 3.45 0.65 42.32 0| 0 5,070 0 2200 2.89 0.59 41.36 0| 0 75 0 2300 2.40 0.53 40.49 0| 0 2,030 0 2400 1.50 1.58 0.41 39.08 1.50 1.50 6| 0 11,002 0 2600 1.04 0.30 38.46 0| 0 344 0 2800 0.42 0.15 38.20 0| 0 528 0 3200 0.18 0.07 38.63 0| 0 668 0 3600 0.09 0.04 40.00 0| 0 160 0 4000 Total 6| 0 22,844 0 Indicative a-t-m Vol 40.39 Underlying Price 23.465 Time to expiry: 267 Days Sep 10 9.86 0.93 49.42 0| 0 0 0 1400 8.16 0.88 46.98 0| 0 0 0 1600 6.59 0.82 44.80 0| 0 0 0 1800 5.86 0.78 43.82 0| 0 0 0 1900 5.18 0.74 42.92 0| 0 0 0 2000 4.56 0.69 42.12 0| 0 0 0 2100 3.97 0.64 41.35 0| 0 0 0 2200 3.45 0.59 40.74 0| 0 0 0 2300 2.97 0.54 40.01 0| 0 0 0 2400 2.17 0.45 38.97 0| 80 80 +80 2600 1.55 0.36 38.21 0| 0 0 0 2800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 91 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.77 0.21 37.44 0| 0 129 0 3200 0.38 0.12 37.21 0| 0 81 0 3600 0.20 0.07 37.66 0| 0 0 0 4000 Total 0| 80 290 +80 Indicative a-t-m Vol 40.59 Underlying Price 23.465 Time to expiry: 358 Days Dec 10 17.51 1.00 65.00 0| 0 0 0 600 15.58 0.99 61.39 0| 0 0 0 800 11.88 0.94 53.58 0| 0 68 0 1200 10.14 0.90 50.25 0| 0 7 0 1400 8.51 0.86 47.39 0| 0 50 0 1600 6.98 0.80 44.50 0| 0 0 0 1800 5.67 0.73 42.94 0| 0 0 0 2000 4.51 0.65 41.51 0| 0 90 0 2200 4.00 0.61 40.97 0| 0 0 0 2300 3.52 0.56 40.16 0| 85 151 +85 2400 2.66 0.48 38.66 0| 0 10,026 0 2600 1.92 0.39 36.86 0| 0 0 0 2800 1.09 0.25 36.52 0| 0 246 0 3200 0.58 0.16 35.93 0| 0 0 0 3600 0.33 0.10 36.00 0| 0 33 0 4000 Total 0| 85 10,671 +85 Indicative a-t-m Vol 43.17 Underlying Price 23.465 Time to expiry: 540 Days Jun 11 16.37 0.94 83.08 0| 0 0 0 800 12.83 0.90 63.77 0| 0 0 0 1200 9.26 0.84 47.99 0| 0 0 0 1600 7.88 0.78 45.78 0| 0 0 0 1800 6.79 0.72 45.61 0| 0 0 0 2000 5.67 0.66 43.90 0| 0 0 0 2200 4.74 0.60 42.90 0| 0 4,000 0 2400 2.06 0.35 39.00 0| 0 0 0 3200 0.90 0.19 38.00 0| 0 180 0 4000 Total 0| 0 4,180 0 Indicative a-t-m Vol 43.26 Underlying Price 23.465 Time to expiry: 722 Days Dec 11 9.92 0.83 47.99 0| 0 0 0 1600 7.58 0.73 45.61 0| 0 0 0 2000 5.59 0.62 42.90 0| 0 0 0 2400 2.79 0.41 39.00 0| 0 0 0 3200 1.44 0.25 38.00 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 416| 1,185 56,328 +1,185 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Peugeot SA (100) (UG1) Indicative a-t-m Vol 32.64 Underlying Price 23.465 Time to expiry: 22 Days Jan 10 0.01 -0.01 38.00 0| 0 0 0 1900 0.04 -0.04 37.31 0| 0 0 0 2000 0.11 -0.10 36.20 0| 0 5 0 2100 0.17 -0.15 35.57 0| 0 165 0 2150 0.27 -0.22 34.95 0| 0 208 0 2200 0.40 -0.30 34.17 0| 0 0 0 2250 0.58 -0.39 34.03 0| 0 29 0 2300 0.78 -0.49 32.55 0| 0 55 0 2350 1.06 -0.59 32.27 0| 0 51 0 2400 1.39 -0.69 32.16 0| 0 32 0 2450 1.76 -0.78 31.45 0| 0 1 0 2500 2.61 -0.90 30.77 0| 0 5 0 2600 3.56 -0.97 30.44 0| 0 0 0 2700 4.54 -0.99 30.49 0| 0 0 0 2800 6.54 -1.00 31.85 0| 0 0 0 3000 8.54 -1.00 35.00 0| 0 0 0 3200 Total 0| 0 551 0 Indicative a-t-m Vol 38.82 Underlying Price 23.465 Time to expiry: 57 Days Feb 10 0.39 -0.16 45.00 0| 0 0 0 2000 0.58 -0.23 42.54 0| 12 114 +12 2100 0.84 -0.31 40.77 0| 0 35 0 2200 1.03 -0.36 40.18 0| 30 30 +30 2250 1.21 1.25 -0.42 39.92 1.21 1.21 10| 0 0 0 2300 1.45 -0.47 38.75 0| 0 0 0 2350 1.71 -0.53 38.10 0| 0 0 0 2400 2.00 -0.58 37.68 0| 0 0 0 2450 2.30 -0.64 36.75 0| 0 0 0 2500 2.98 -0.75 34.78 0| 0 0 0 2600 4.60 -0.93 28.96 0| 0 0 0 2800 6.54 -1.00 20.00 0| 0 0 0 3000 Total 10| 42 179 +42 Indicative a-t-m Vol 40.12 Underlying Price 23.465 Time to expiry: 85 Days Mar 10 0.01 0.00 75.00 0| 0 0 0 960 0.01 0.00 73.32 0| 0 0 0 1000 0.03 -0.01 65.40 0| 0 0 0 1200 0.05 -0.02 61.84 0| 0 50 0 1300 0.07 -0.02 58.56 0| 0 10 0 1400 0.10 -0.04 55.57 0| 0 30 0 1500 0.15 -0.05 52.86 0| 0 4 0 1600 0.21 -0.07 50.41 0| 0 145 0 1700 0.30 -0.10 48.21 0| 0 61 0 1800 0.44 -0.14 46.25 0| 0 45 0 1900 0.62 -0.20 44.51 0| 0 4,288 0 2000 0.86 -0.26 42.98 0| 0 849 0 2100 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.15 -0.33 41.00 0| 0 4,747 0 2200 1.36 -0.37 40.98 0| 0 0 0 2250 1.58 -0.42 40.39 0| 0 126 0 2300 1.82 -0.46 40.10 0| 0 0 0 2350 2.03 -0.51 38.52 0| 0 6,371 0 2400 3.32 -0.68 37.63 0| 0 11 0 2600 4.92 -0.81 37.80 0| 0 0 0 2800 6.68 -0.90 36.64 0| 0 0 0 3000 8.59 -0.96 36.63 0| 0 0 0 3200 12.54 -1.00 37.73 0| 0 0 0 3600 16.54 -1.00 40.00 0| 0 0 0 4000 Total 0| 0 16,737 0 Indicative a-t-m Vol 40.95 Underlying Price 23.465 Time to expiry: 176 Days Jun 10 0.01 0.00 75.00 0| 0 376 0 600 0.03 -0.01 69.94 0| 0 0 0 800 0.07 -0.02 64.05 0| 0 0 0 1000 0.14 -0.03 58.59 0| 0 50 0 1200 0.26 -0.06 53.86 0| 0 130 0 1400 0.46 -0.10 49.89 0| 0 0 0 1600 0.60 -0.13 48.19 0| 0 5 0 1700 0.77 -0.16 46.65 0| 0 27 0 1800 1.00 -0.21 45.27 0| 0 6,029 0 1900 1.26 -0.25 43.77 0| 26 2,740 +26 2000 1.60 -0.30 42.95 0| 0 0 0 2100 2.00 -0.36 42.32 0| 1 2,029 +1 2200 2.45 -0.42 41.36 0| 0 0 0 2300 2.96 -0.48 40.49 0| 0 80 0 2400 4.14 -0.60 39.08 0| 0 9,000 0 2600 5.60 -0.70 38.46 0| 0 0 0 2800 8.98 -0.85 38.20 0| 0 25 0 3200 12.72 -0.93 38.63 0| 0 0 0 3600 16.61 -0.96 40.00 0| 0 0 0 4000 Total 0| 27 20,491 +27 Indicative a-t-m Vol 40.39 Underlying Price 23.465 Time to expiry: 267 Days Sep 10 0.40 -0.07 49.42 0| 0 0 0 1400 0.70 -0.12 46.98 0| 0 0 0 1600 1.13 -0.19 44.80 0| 0 0 0 1800 1.40 -0.23 43.82 0| 0 0 0 1900 1.71 -0.27 42.92 0| 25 25 +25 2000 2.09 -0.31 42.12 0| 0 0 0 2100 2.50 -0.36 41.35 0| 0 0 0 2200 2.97 -0.41 40.74 0| 0 0 0 2300 3.49 -0.46 40.01 0| 2 2 +2 2400 4.67 -0.56 38.97 0| 0 0 0 2600 6.05 -0.65 38.21 0| 0 0 0 2800 9.26 -0.80 37.44 0| 0 0 0 3200 12.87 -0.89 37.21 0| 0 0 0 3600 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 94 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.68 -0.94 37.66 0| 0 0 0 4000 Total 0| 27 27 +27 Indicative a-t-m Vol 40.59 Underlying Price 23.465 Time to expiry: 358 Days Dec 10 0.04 -0.01 65.00 0| 0 270 0 600 0.12 -0.02 61.39 0| 0 120 0 800 0.42 -0.06 53.58 0| 0 190 0 1200 0.67 -0.10 50.25 0| 0 130 0 1400 1.02 -0.14 47.39 0| 0 0 0 1600 1.47 -0.20 44.50 0| 0 0 0 1800 2.14 -0.28 42.94 0| 0 0 0 2000 2.96 -0.36 41.51 0| 502 504 +502 2200 3.44 -0.40 40.97 0| 0 0 0 2300 3.95 -0.44 40.16 0| 2 4 +2 2400 5.08 -0.53 38.66 0| 0 6,009 0 2600 6.33 -0.62 36.86 0| 0 0 0 2800 9.50 -0.76 36.52 0| 0 0 0 3200 12.99 -0.86 35.93 0| 0 0 0 3600 16.74 -0.92 36.00 0| 0 4 0 4000 Total 0| 504 7,231 +504 Indicative a-t-m Vol 43.17 Underlying Price 23.465 Time to expiry: 540 Days Jun 11 0.90 -0.06 83.08 0| 0 124 0 800 1.28 -0.10 63.77 0| 0 0 0 1200 1.62 -0.17 47.99 0| 0 0 0 1600 2.20 -0.22 45.78 0| 0 0 0 1800 3.07 -0.28 45.61 0| 0 0 0 2000 3.93 -0.34 43.90 0| 0 2 0 2200 4.96 -0.41 42.90 0| 0 2 0 2400 10.21 -0.67 39.00 0| 0 0 0 3200 17.05 -0.84 38.00 0| 0 0 0 4000 Total 0| 0 128 0 Indicative a-t-m Vol 43.26 Underlying Price 23.465 Time to expiry: 722 Days Dec 11 2.09 -0.17 47.99 0| 0 0 0 1600 3.63 -0.27 45.61 0| 0 0 0 2000 5.54 -0.39 42.90 0| 0 0 0 2400 10.63 -0.62 39.00 0| 0 0 0 3200 17.28 -0.79 38.00 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 10| 600 45,344 +600 Grand Total 426| 1,785 101,672 +1,785 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Peugeot SA European (UG2) Indicative a-t-m Vol 40.12 Underlying Price 23.465 Time to expiry: 85 Days Mar 10 13.89 1.00 75.00 0| 0 0 0 960 13.50 1.00 73.32 0| 0 0 0 1000 11.52 0.99 65.40 0| 0 0 0 1200 10.53 0.98 61.84 0| 0 0 0 1300 9.56 0.98 58.56 0| 0 0 0 1400 8.59 0.96 55.57 0| 0 0 0 1500 7.64 0.95 52.86 0| 0 0 0 1600 6.70 0.93 50.41 0| 0 0 0 1700 5.80 0.90 48.21 0| 0 0 0 1800 4.93 0.86 46.25 0| 0 0 0 1900 4.11 0.80 44.51 0| 0 161 0 2000 3.36 0.74 42.98 0| 0 0 0 2100 2.65 0.67 41.00 0| 0 1 0 2200 2.36 0.63 40.98 0| 0 0 0 2250 2.08 0.58 40.39 0| 0 350 0 2300 1.82 0.54 40.10 0| 0 0 0 2350 1.53 0.49 38.52 0| 0 1,100 0 2400 0.82 0.32 37.63 0| 0 20 0 2600 0.43 0.19 37.80 0| 0 140 0 2800 0.18 0.10 36.64 0| 0 0 0 3000 0.08 0.05 36.63 0| 0 800 0 3200 0.02 0.01 37.73 0| 0 0 0 3600 0.01 0.00 40.00 0| 0 0 0 4000 0.01 0.00 43.35 0| 0 25 0 4400 0.01 0.00 47.44 0| 0 0 0 4800 Total 0| 0 2,597 0 Indicative a-t-m Vol 40.39 Underlying Price 23.465 Time to expiry: 267 Days Sep 10 11.61 0.96 52.00 0| 0 0 0 1200 9.81 0.93 49.42 0| 0 0 0 1400 8.13 0.88 46.98 0| 0 0 0 1600 6.57 0.81 44.80 0| 0 0 0 1800 5.85 0.77 43.82 0| 0 0 0 1900 5.17 0.73 42.92 0| 0 400 0 2000 4.55 0.69 42.12 0| 0 0 0 2100 3.97 0.64 41.35 0| 0 0 0 2200 3.45 0.59 40.74 0| 0 0 0 2300 2.97 0.54 40.01 0| 0 50 0 2400 2.16 0.45 38.97 0| 0 101 0 2600 1.55 0.36 38.21 0| 0 310 0 2800 0.77 0.21 37.44 0| 800 1,420 +800 3200 0.38 0.12 37.21 0| 0 1,887 0 3600 0.20 0.07 37.66 0| 0 5,999 0 4000 0.08 0.03 40.00 0| 0 0 0 4800 Total 0| 800 10,167 +800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 42.30 Underlying Price 23.465 Time to expiry: 449 Days Mar 11 12.14 0.92 54.39 0| 0 0 0 1200 10.50 0.89 51.45 0| 0 0 0 1400 8.97 0.84 48.86 0| 0 0 0 1600 7.55 0.79 46.53 0| 0 0 0 1800 6.28 0.72 44.73 0| 0 0 0 2000 5.15 0.65 43.14 0| 0 0 0 2200 4.18 0.58 42.00 0| 0 0 0 2400 1.63 0.31 38.55 0| 0 1,800 0 3200 0.66 0.15 38.14 0| 0 800 0 4000 Total 0| 0 2,600 0 Indicative a-t-m Vol 41.38 Underlying Price 23.465 Time to expiry: 631 Days Sep 11 12.58 0.91 53.14 0| 0 0 0 1200 9.60 0.83 48.15 0| 0 0 0 1600 7.04 0.73 44.09 0| 0 0 0 2000 5.94 0.67 42.43 0| 0 0 0 2200 4.95 0.61 41.00 0| 0 0 0 2400 2.22 0.37 37.17 0| 0 0 0 3200 0.96 0.20 35.60 0| 0 800 0 4000 Total 0| 0 800 0 Total Calls 0| 800 16,164 +800 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 97 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Peugeot SA European (UG2) Indicative a-t-m Vol 40.12 Underlying Price 23.465 Time to expiry: 85 Days Mar 10 0.01 0.00 75.00 0| 0 0 0 960 0.01 0.00 73.32 0| 0 0 0 1000 0.03 -0.01 65.40 0| 0 0 0 1200 0.05 -0.02 61.84 0| 0 0 0 1300 0.07 -0.02 58.56 0| 0 100 0 1400 0.10 -0.04 55.57 0| 0 0 0 1500 0.15 -0.05 52.86 0| 0 30 0 1600 0.21 -0.07 50.41 0| 0 0 0 1700 0.30 -0.10 48.21 0| 0 200 0 1800 0.44 -0.14 46.25 0| 0 300 0 1900 0.62 -0.20 44.51 0| 0 140 0 2000 0.86 -0.26 42.98 0| 0 200 0 2100 1.15 -0.33 41.00 0| 0 1 0 2200 1.36 -0.37 40.98 0| 0 0 0 2250 1.58 -0.42 40.39 0| 0 1,000 0 2300 1.81 -0.46 40.10 0| 0 0 0 2350 2.03 -0.51 38.52 0| 0 280 0 2400 3.31 -0.68 37.63 0| 0 200 0 2600 4.91 -0.81 37.80 0| 0 1,200 0 2800 6.67 -0.90 36.64 0| 0 0 0 3000 8.56 -0.95 36.63 0| 0 1,001 0 3200 12.49 -0.99 37.73 0| 0 2,140 0 3600 16.47 -1.00 40.00 0| 0 20 0 4000 20.46 -1.00 43.35 0| 0 65 0 4400 24.46 -1.00 47.44 0| 0 100 0 4800 Total 0| 0 6,977 0 Indicative a-t-m Vol 40.39 Underlying Price 23.465 Time to expiry: 267 Days Sep 10 0.21 -0.04 52.00 0| 0 0 0 1200 0.40 -0.07 49.42 0| 0 0 0 1400 0.70 -0.12 46.98 0| 0 0 0 1600 1.12 -0.19 44.80 0| 0 0 0 1800 1.39 -0.23 43.82 0| 0 0 0 1900 1.70 -0.27 42.92 0| 0 110 0 2000 2.08 -0.31