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 | | Renault (100) (RN1) Indicative a-t-m Vol 31.55 Underlying Price 35.950 Time to expiry: 22 Days Jan 10 11.96 1.00 57.00 0| 0 0 0 2400 9.97 0.99 55.19 0| 0 0 0 2600 7.99 0.98 50.46 0| 0 0 0 2800 7.01 0.97 47.60 0| 0 0 0 2900 6.04 0.95 44.43 0| 0 0 0 3000 5.08 0.93 41.42 0| 0 0 0 3100 4.14 0.90 38.69 0| 0 0 0 3200 3.27 0.84 36.90 0| 0 0 0 3300 2.45 0.75 35.29 0| 0 4,350 0 3400 1.73 0.64 33.43 0| 0 118 0 3500 1.11 0.51 31.45 0| 0 520 0 3600 0.68 0.37 30.93 0| 0 40 0 3700 0.38 0.24 29.97 0| 0 35 0 3800 0.11 0.09 30.52 0| 0 10 0 4000 0.06 0.05 36.33 0| 0 0 0 4200 0.04 0.03 41.07 0| 0 0 0 4400 Total 0| 0 5,073 0 Indicative a-t-m Vol 39.18 Underlying Price 35.950 Time to expiry: 57 Days Feb 10 10.15 0.95 53.05 0| 0 0 0 2600 8.29 0.91 50.00 0| 0 0 0 2800 6.52 0.86 47.03 0| 0 0 0 3000 5.65 0.82 44.94 0| 0 0 0 3100 4.87 0.78 43.84 0| 0 0 0 3200 4.11 0.73 42.31 0| 0 0 0 3300 3.43 0.67 41.48 0| 0 34 0 3400 2.81 0.60 40.57 0| 0 0 0 3500 2.10 2.22 0.53 39.11 2.10 2.10 3| 10 27 +10 3600 1.74 0.46 38.27 0| 0 0 0 3700 1.34 0.39 37.43 0| 0 52 0 3800 0.75 0.26 36.46 0| 0 1,500 0 4000 0.39 0.15 35.65 0| 0 0 0 4200 Total 3| 10 1,613 +10 Indicative a-t-m Vol 40.48 Underlying Price 35.950 Time to expiry: 85 Days Mar 10 26.37 1.00 86.00 0| 0 0 0 960 25.97 1.00 85.37 0| 0 0 0 1000 23.98 1.00 81.42 0| 0 0 0 1200 22.98 1.00 79.19 0| 0 0 0 1300 21.99 1.00 76.89 0| 0 0 0 1400 21.00 1.00 74.58 0| 0 0 0 1500 20.01 0.99 72.29 0| 0 0 0 1600 19.02 0.99 70.04 0| 0 0 0 1700 18.03 0.99 67.85 0| 0 0 0 1800 17.05 0.99 65.73 0| 0 20 0 1900 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 | | 16.07 0.98 63.67 0| 0 5 0 2000 15.10 0.98 61.69 0| 0 0 0 2100 14.14 0.97 59.79 0| 0 0 0 2200 13.17 0.96 57.80 0| 0 5 0 2300 12.23 0.95 56.38 0| 0 12 0 2400 10.38 0.92 53.01 0| 0 10 0 2600 8.60 0.88 50.27 0| 0 13 0 2800 6.89 0.82 46.96 0| 0 51 0 3000 5.35 0.74 44.53 0| 0 4,750 0 3200 4.01 0.65 42.75 0| 0 2,005 0 3400 3.41 0.60 41.92 0| 0 0 0 3500 2.81 0.54 40.40 0| 0 10,086 0 3600 2.27 0.48 38.82 0| 0 0 0 3700 1.84 0.42 37.91 0| 0 6,912 0 3800 1.16 0.31 36.85 0| 0 4,612 0 4000 0.69 0.21 35.66 0| 0 0 0 4200 0.44 0.15 36.26 0| 0 2,507 0 4400 0.07 0.03 31.00 0| 0 1,552 0 4800 Total 0| 0 32,540 0 Indicative a-t-m Vol 41.87 Underlying Price 35.950 Time to expiry: 176 Days Jun 10 27.98 1.00 48.96 0| 0 80 0 800 25.99 1.00 58.49 0| 0 0 0 1000 24.00 1.00 62.16 0| 0 70 0 1200 22.04 0.99 62.87 0| 0 0 0 1400 20.10 0.98 62.02 0| 0 80 0 1600 18.20 0.97 60.33 0| 0 10 0 1800 16.33 0.95 58.23 0| 0 1,010 0 2000 15.42 0.94 57.10 0| 0 0 0 2100 14.51 0.93 55.95 0| 0 80 0 2200 13.62 0.92 54.79 0| 0 14 0 2300 12.76 0.90 53.85 0| 0 0 0 2400 11.05 0.87 51.42 0| 0 0 0 2600 9.40 0.82 48.59 0| 0 4 0 2800 7.91 0.77 46.98 0| 0 0 0 3000 6.52 0.71 45.16 0| 0 3,642 0 3200 5.29 0.64 43.74 0| 0 1,040 0 3400 4.14 0.56 41.82 0| 0 1,485 0 3600 3.20 0.48 40.51 0| 0 0 0 3800 2.40 0.40 39.16 0| 0 591 0 4000 1.23 0.25 36.62 0| 0 776 0 4400 0.57 0.14 34.84 0| 33 9,003 0 4800 0.04 0.02 32.46 0| 0 382 0 6000 0.01 0.00 33.00 0| 0 142 0 7200 0.01 0.00 34.64 0| 0 196 0 8000 0.01 0.00 37.09 0| 0 49 0 8800 0.01 0.00 42.00 0| 0 30 0 10000 Total 0| 33 18,684 0 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 | | Indicative a-t-m Vol 41.80 Underlying Price 35.950 Time to expiry: 267 Days Sep 10 16.67 0.93 57.00 0| 0 0 0 2000 14.93 0.90 54.37 0| 0 0 0 2200 13.26 0.87 52.03 0| 0 0 0 2400 10.11 0.80 47.85 0| 0 0 0 2800 8.72 0.75 46.25 0| 0 0 0 3000 7.44 0.69 44.87 0| 0 0 0 3200 6.26 0.64 43.54 0| 0 0 0 3400 5.12 0.57 41.76 0| 0 0 0 3600 4.19 0.51 40.64 0| 0 0 0 3800 3.37 0.45 39.48 0| 0 0 0 4000 2.06 0.32 37.35 0| 0 51 0 4400 1.20 0.22 35.78 0| 0 0 0 4800 Total 0| 0 51 0 Indicative a-t-m Vol 44.27 Underlying Price 35.950 Time to expiry: 358 Days Dec 10 27.99 1.00 61.00 0| 0 0 0 800 26.05 0.99 64.63 0| 0 0 0 1000 24.19 0.98 65.00 0| 0 0 0 1200 22.38 0.97 63.99 0| 0 0 0 1400 20.61 0.95 62.32 0| 0 0 0 1600 18.89 0.93 60.33 0| 0 0 0 1800 17.21 0.91 58.24 0| 0 1,080 0 2000 15.60 0.88 56.15 0| 0 0 0 2200 14.04 0.85 54.11 0| 0 250 0 2400 12.54 0.82 52.22 0| 0 0 0 2600 11.13 0.78 50.35 0| 0 2,250 0 2800 9.78 0.74 48.64 0| 0 0 0 3000 8.53 0.69 47.05 0| 0 7,740 0 3200 7.38 0.64 45.58 0| 0 0 0 3400 6.30 0.59 44.24 0| 0 3,730 0 3600 5.37 0.54 43.00 0| 0 0 0 3800 4.52 0.49 41.87 0| 0 539 0 4000 3.12 0.39 39.92 0| 0 694 0 4400 2.07 0.29 38.33 0| 0 563 0 4800 0.86 0.15 36.10 0| 0 3,233 0 5600 0.54 0.10 35.39 0| 0 729 0 6000 0.34 0.07 34.91 0| 0 390 0 6400 0.16 0.04 34.00 0| 0 150 0 7000 Total 0| 0 21,348 0 Indicative a-t-m Vol 44.03 Underlying Price 35.950 Time to expiry: 540 Days Jun 11 28.11 0.99 68.00 0| 0 0 0 800 26.26 0.98 64.75 0| 0 0 0 1000 24.46 0.97 62.00 0| 0 0 0 1200 22.71 0.96 59.61 0| 0 0 0 1400 21.01 0.94 57.50 0| 0 0 0 1600 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 | | 19.36 0.92 55.61 0| 0 0 0 1800 17.79 0.90 53.89 0| 0 0 0 2000 16.27 0.87 52.33 0| 0 0 0 2200 14.82 0.84 50.88 0| 0 0 0 2400 12.13 0.77 48.29 0| 0 0 0 2800 9.76 0.70 46.02 0| 0 0 0 3200 7.71 0.62 44.00 0| 0 40 0 3600 5.96 0.53 42.18 0| 0 0 0 4000 4.51 0.45 40.52 0| 0 0 0 4400 3.33 0.37 39.00 0| 0 0 0 4800 Total 0| 0 40 0 Indicative a-t-m Vol 43.02 Underlying Price 35.950 Time to expiry: 722 Days Dec 11 26.47 0.97 63.00 0| 0 0 0 1000 24.74 0.96 60.00 0| 0 0 0 1200 23.06 0.95 57.57 0| 0 0 0 1400 21.44 0.93 55.52 0| 0 0 0 1600 19.90 0.91 53.74 0| 0 0 0 1800 18.39 0.89 52.15 0| 0 0 0 2000 16.98 0.86 50.71 0| 0 0 0 2200 15.61 0.83 49.39 0| 0 0 0 2400 13.09 0.77 47.03 0| 0 0 0 2800 10.82 0.71 44.92 0| 0 40 0 3200 8.80 0.64 43.00 0| 0 0 0 3600 7.04 0.56 41.23 0| 0 40 0 4000 4.28 0.41 38.00 0| 0 0 0 4800 Total 0| 0 80 0 Indicative a-t-m Vol 43.34 Underlying Price 35.950 Time to expiry: 904 Days Jun 12 21.86 0.93 55.00 0| 0 0 0 1600 19.02 0.88 52.33 0| 0 0 0 2000 17.68 0.86 51.16 0| 0 0 0 2200 16.45 0.83 50.21 0| 0 0 0 2400 14.09 0.78 48.11 0| 0 0 0 2800 11.81 0.72 45.40 0| 0 0 0 3200 9.81 0.65 43.31 0| 0 0 0 3600 8.01 0.59 41.37 0| 0 0 0 4000 5.21 0.45 38.24 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 43.56 Underlying Price 35.950 Time to expiry: 1093 Days Dec 12 25.29 0.95 59.00 0| 0 0 0 1200 22.35 0.92 55.49 0| 0 0 0 1600 19.57 0.88 51.86 0| 0 0 0 2000 17.15 0.83 49.86 0| 0 0 0 2400 12.82 0.73 45.65 0| 0 0 0 3200 10.85 0.67 43.53 0| 0 0 0 3600 9.15 0.61 41.82 0| 0 0 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.23 0.49 38.39 0| 0 0 0 4800 3.28 0.32 34.84 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.78 Underlying Price 35.950 Time to expiry: 1457 Days Dec 13 25.58 0.95 58.00 0| 0 0 0 1200 22.97 0.92 55.46 0| 0 0 0 1600 20.38 0.88 51.64 0| 0 0 0 2000 18.16 0.84 49.64 0| 0 0 0 2400 14.13 0.74 45.56 0| 0 0 0 3200 10.64 0.64 41.95 0| 0 0 0 4000 7.68 0.53 38.49 0| 0 0 0 4800 4.59 0.38 35.19 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.78 Underlying Price 35.950 Time to expiry: 1821 Days Dec 14 20.79 0.88 51.00 0| 0 0 0 2000 18.85 0.84 49.64 0| 0 0 0 2400 15.07 0.76 45.56 0| 0 0 0 3200 11.73 0.67 41.95 0| 0 0 0 4000 8.81 0.57 38.49 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 3| 43 79,429 +10 | 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 | | Renault (100) (RN1) Indicative a-t-m Vol 31.55 Underlying Price 35.950 Time to expiry: 22 Days Jan 10 0.01 0.00 57.00 0| 0 0 0 2400 0.01 -0.01 55.19 0| 0 0 0 2600 0.04 -0.02 50.46 0| 0 0 0 2800 0.05 -0.03 47.60 0| 0 0 0 2900 0.08 -0.05 44.43 0| 0 116 0 3000 0.12 -0.07 41.42 0| 0 35 0 3100 0.18 -0.10 38.69 0| 0 3,017 0 3200 0.31 -0.16 36.90 0| 0 88 0 3300 0.52 0.49 -0.25 35.29 0.52 0.52 30| 0 617 0 3400 0.77 -0.36 33.43 0| 0 37 0 3500 1.15 -0.49 31.45 0| 0 1 0 3600 1.72 -0.63 30.93 0| 0 2 0 3700 2.42 -0.76 29.97 0| 0 3 0 3800 4.15 -0.91 30.52 0| 0 8 0 4000 6.11 -0.95 36.33 0| 0 0 0 4200 8.08 -0.97 41.07 0| 0 0 0 4400 Total 30| 0 3,924 0 Indicative a-t-m Vol 39.18 Underlying Price 35.950 Time to expiry: 57 Days Feb 10 0.17 -0.05 53.05 0| 0 0 0 2600 0.31 -0.09 50.00 0| 0 0 0 2800 0.54 -0.14 47.03 0| 0 11 0 3000 0.68 -0.18 44.94 0| 10 10 0 3100 0.89 -0.22 43.84 0| 10 10 +10 3200 1.13 -0.28 42.31 0| 0 55 0 3300 1.45 -0.34 41.48 0| 0 30 0 3400 1.83 -0.40 40.57 0| 0 0 0 3500 2.24 -0.47 39.11 0| 0 0 0 3600 2.76 -0.54 38.27 0| 0 0 0 3700 3.35 -0.62 37.43 0| 0 0 0 3800 4.77 -0.74 36.46 0| 0 0 0 4000 6.41 -0.85 35.65 0| 0 0 0 4200 Total 0| 20 116 +10 Indicative a-t-m Vol 40.48 Underlying Price 35.950 Time to expiry: 85 Days Mar 10 0.01 0.00 86.00 0| 0 0 0 960 0.01 0.00 85.37 0| 0 0 0 1000 0.01 0.00 81.42 0| 0 80 0 1200 0.01 0.00 79.19 0| 0 40 0 1300 0.01 0.00 76.89 0| 0 40 0 1400 0.02 0.00 74.58 0| 0 160 0 1500 0.03 -0.01 72.29 0| 0 12 0 1600 0.04 -0.01 70.04 0| 0 0 0 1700 0.05 -0.01 67.85 0| 0 100 0 1800 0.07 -0.01 65.73 0| 0 195 0 1900 0.09 -0.02 63.67 0| 0 2,132 0 2000 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 | | 0.11 -0.02 61.69 0| 0 0 0 2100 0.15 -0.03 59.79 0| 0 130 0 2200 0.18 -0.04 57.80 0| 0 0 0 2300 0.24 -0.05 56.38 0| 0 3,500 0 2400 0.38 -0.08 53.01 0| 0 11,570 0 2600 0.60 -0.12 50.27 0| 0 1,683 0 2800 0.89 -0.18 46.96 0| 0 10,050 0 3000 1.35 -0.26 44.53 0| 0 7,598 0 3200 2.00 -0.35 42.75 0| 0 2,032 0 3400 2.40 -0.40 41.92 0| 0 0 0 3500 2.80 -0.46 40.40 0| 0 3,001 0 3600 3.27 -0.52 38.82 0| 0 0 0 3700 3.83 -0.58 37.91 0| 0 0 0 3800 5.15 -0.69 36.85 0| 0 0 0 4000 6.68 -0.79 35.66 0| 0 0 0 4200 8.44 -0.86 36.26 0| 0 0 0 4400 12.08 -0.97 31.00 0| 0 0 0 4800 Total 0| 0 42,323 0 Indicative a-t-m Vol 41.87 Underlying Price 35.950 Time to expiry: 176 Days Jun 10 0.01 0.00 48.96 0| 0 160 0 800 0.01 0.00 58.49 0| 0 0 0 1000 0.02 0.00 62.16 0| 0 80 0 1200 0.05 -0.01 62.87 0| 0 289 0 1400 0.12 -0.02 62.02 0| 0 120 0 1600 0.21 -0.03 60.33 0| 0 0 0 1800 0.35 -0.05 58.23 0| 0 50 0 2000 0.44 -0.06 57.10 0| 0 11 0 2100 0.53 -0.07 55.95 0| 0 6,500 0 2200 0.64 -0.09 54.79 0| 0 30 0 2300 0.78 -0.10 53.85 0| 0 2,765 0 2400 1.08 -0.14 51.42 0| 0 1,024 0 2600 1.42 -0.18 48.59 0| 0 0 0 2800 1.93 -0.24 46.98 0| 0 6,238 0 3000 2.54 -0.30 45.16 0| 0 2,188 0 3200 3.31 -0.37 43.74 0| 0 2,937 0 3400 4.16 -0.44 41.82 0| 0 137 0 3600 5.22 -0.52 40.51 0| 0 15 0 3800 6.41 -0.60 39.16 0| 0 101 0 4000 9.23 -0.75 36.62 0| 0 0 0 4400 12.57 -0.86 34.84 0| 0 209 0 4800 24.05 -1.00 32.46 0| 0 110 0 6000 36.05 -1.00 33.00 0| 0 0 0 7200 44.05 -1.00 34.64 0| 0 0 0 8000 52.05 -1.00 37.09 0| 0 0 0 8800 64.05 -1.00 42.00 0| 0 95 0 10000 Total 0| 0 23,059 0 Indicative a-t-m Vol 41.80 Underlying Price 35.950 Time to expiry: 267 Days Sep 10 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 8 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.70 -0.07 57.00 0| 0 0 0 2000 0.95 -0.10 54.37 0| 0 0 0 2200 1.26 -0.13 52.03 0| 0 0 0 2400 2.08 -0.20 47.85 0| 0 0 0 2800 2.68 -0.25 46.25 0| 0 0 0 3000 3.39 -0.31 44.87 0| 0 2,014 0 3200 4.20 -0.37 43.54 0| 0 0 0 3400 5.05 -0.43 41.76 0| 0 0 0 3600 6.11 -0.49 40.64 0| 0 0 0 3800 7.28 -0.56 39.48 0| 0 0 0 4000 9.96 -0.68 37.35 0| 0 0 0 4400 13.09 -0.79 35.78 0| 0 1 0 4800 Total 0| 0 2,015 0 Indicative a-t-m Vol 44.27 Underlying Price 35.950 Time to expiry: 358 Days Dec 10 0.02 0.00 61.00 0| 0 0 0 800 0.09 -0.01 64.63 0| 0 230 0 1000 0.23 -0.02 65.00 0| 0 96 0 1200 0.40 -0.03 63.99 0| 0 100 0 1400 0.62 -0.05 62.32 0| 0 0 0 1600 0.88 -0.07 60.33 0| 0 3,000 0 1800 1.17 -0.09 58.24 0| 0 1,055 0 2000 1.54 -0.12 56.15 0| 0 0 0 2200 1.96 -0.15 54.11 0| 0 290 0 2400 2.43 -0.18 52.22 0| 0 2,000 0 2600 3.01 -0.22 50.35 0| 0 2,886 0 2800 3.63 -0.26 48.64 0| 0 800 0 3000 4.37 -0.31 47.05 0| 0 6,000 0 3200 5.20 -0.36 45.58 0| 0 0 0 3400 6.11 -0.41 44.24 0| 0 2,000 0 3600 7.16 -0.46 43.00 0| 0 0 0 3800 8.29 -0.52 41.87 0| 0 140 0 4000 10.87 -0.62 39.92 0| 0 0 0 4400 13.82 -0.72 38.33 0| 0 20 0 4800 20.62 -0.86 36.10 0| 0 50 0 5600 24.32 -0.91 35.39 0| 0 60 0 6000 28.14 -0.95 34.91 0| 0 20 0 6400 34.05 -0.99 34.00 0| 0 10 0 7000 Total 0| 0 18,757 0 Indicative a-t-m Vol 44.03 Underlying Price 35.950 Time to expiry: 540 Days Jun 11 0.17 -0.01 68.00 0| 0 0 0 800 0.29 -0.02 64.75 0| 0 0 0 1000 0.46 -0.03 62.00 0| 0 0 0 1200 0.68 -0.05 59.61 0| 0 0 0 1400 0.94 -0.06 57.50 0| 0 10 0 1600 1.25 -0.08 55.61 0| 0 0 0 1800 1.65 -0.11 53.89 0| 0 0 0 2000 2.10 -0.13 52.33 0| 0 0 0 2200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.61 -0.16 50.88 0| 0 0 0 2400 3.86 -0.23 48.29 0| 0 0 0 2800 5.42 -0.31 46.02 0| 0 0 0 3200 7.30 -0.39 44.00 0| 0 0 0 3600 9.49 -0.47 42.18 0| 0 0 0 4000 11.99 -0.56 40.52 0| 0 0 0 4400 14.78 -0.65 39.00 0| 0 0 0 4800 Total 0| 0 10 0 Indicative a-t-m Vol 43.02 Underlying Price 35.950 Time to expiry: 722 Days Dec 11 0.48 -0.03 63.00 0| 0 0 0 1000 0.69 -0.04 60.00 0| 0 0 0 1200 0.96 -0.05 57.57 0| 0 0 0 1400 1.27 -0.07 55.52 0| 0 7,500 0 1600 1.67 -0.09 53.74 0| 0 0 0 1800 2.10 -0.12 52.15 0| 0 0 0 2000 2.62 -0.14 50.71 0| 0 0 0 2200 3.19 -0.17 49.39 0| 0 0 0 2400 4.54 -0.23 47.03 0| 0 0 0 2800 6.16 -0.30 44.92 0| 0 0 0 3200 8.04 -0.37 43.00 0| 0 0 0 3600 10.18 -0.45 41.23 0| 0 0 0 4000 15.29 -0.61 38.00 0| 0 10 0 4800 Total 0| 0 7,510 0 Indicative a-t-m Vol 43.34 Underlying Price 35.950 Time to expiry: 904 Days Jun 12 1.76 -0.08 55.84 0| 0 0 0 1600 2.71 -0.12 52.33 0| 0 0 0 2000 3.29 -0.15 51.16 0| 0 0 0 2200 3.99 -0.17 50.21 0| 0 0 0 2400 5.47 -0.23 48.11 0| 0 0 0 2800 7.03 -0.29 45.40 0| 0 0 0 3200 8.88 -0.35 43.31 0| 0 0 0 3600 10.94 -0.43 41.37 0| 0 0 0 4000 15.92 -0.57 38.24 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 43.56 Underlying Price 35.950 Time to expiry: 1093 Days Dec 12 1.28 -0.05 59.57 0| 0 0 0 1200 2.12 -0.09 55.49 0| 0 0 0 1600 3.13 -0.13 51.86 0| 0 0 0 2000 4.50 -0.17 49.86 0| 0 0 0 2400 7.74 -0.28 45.65 0| 0 0 0 3200 9.57 -0.34 43.53 0| 0 0 0 3600 11.68 -0.40 41.82 0| 0 0 0 4000 16.45 -0.54 38.39 0| 0 1 0 4800 25.37 -0.75 34.84 0| 0 0 0 6000 Total 0| 0 1 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 43.78 Underlying Price 35.950 Time to expiry: 1457 Days Dec 13 1.86 -0.06 59.70 0| 0 0 0 1200 2.85 -0.09 55.46 0| 0 0 0 1600 3.96 -0.13 51.64 0| 0 0 0 2000 5.41 -0.17 49.64 0| 0 0 0 2400 8.73 -0.26 45.56 0| 0 0 0 3200 12.64 -0.37 41.95 0| 0 0 0 4000 17.21 -0.50 38.49 0| 0 0 0 4800 25.78 -0.70 35.19 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.78 Underlying Price 35.950 Time to expiry: 1821 Days Dec 14 4.62 -0.13 51.64 0| 0 0 0 2000 6.16 -0.17 49.64 0| 0 0 0 2400 9.47 -0.25 45.56 0| 0 0 0 3200 13.30 -0.35 41.95 0| 0 0 0 4000 17.70 -0.46 38.49 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 30| 20 97,715 +10 Grand Total 33| 63 177,144 +20 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 | | Renault European (RN3) Indicative a-t-m Vol 40.48 Underlying Price 35.950 Time to expiry: 85 Days Mar 10 23.98 1.00 81.42 0| 0 0 0 1200 22.98 1.00 79.19 0| 0 0 0 1300 21.99 1.00 76.89 0| 0 0 0 1400 21.00 1.00 74.58 0| 0 0 0 1500 20.01 0.99 72.29 0| 0 0 0 1600 19.02 0.99 70.04 0| 0 0 0 1700 18.03 0.99 67.85 0| 0 0 0 1800 17.05 0.99 65.73 0| 0 0 0 1900 16.07 0.98 63.67 0| 0 0 0 2000 15.10 0.98 61.69 0| 0 0 0 2100 14.14 0.97 59.79 0| 0 0 0 2200 13.17 0.96 57.80 0| 0 0 0 2300 12.23 0.95 56.38 0| 0 0 0 2400 10.38 0.92 53.01 0| 0 20 0 2600 8.60 0.88 50.27 0| 0 200 0 2800 6.89 0.82 46.96 0| 0 6 0 3000 5.35 0.74 44.53 0| 0 40 0 3200 4.01 0.65 42.75 0| 0 205 0 3400 3.41 0.60 41.92 0| 0 0 0 3500 2.81 0.54 40.40 0| 0 200 0 3600 2.27 0.48 38.82 0| 0 0 0 3700 1.84 0.42 37.91 0| 0 0 0 3800 1.16 0.31 36.85 0| 0 118 0 4000 0.69 0.21 35.66 0| 0 0 0 4200 0.44 0.15 36.26 0| 0 100 0 4400 0.07 0.03 31.00 0| 0 3,155 0 4800 0.01 0.00 28.21 0| 0 30 0 6000 0.01 0.00 28.15 0| 0 1,451 0 8000 Total 0| 0 5,525 0 Indicative a-t-m Vol 41.80 Underlying Price 35.950 Time to expiry: 267 Days Sep 10 24.07 0.98 71.65 0| 0 0 0 1200 22.17 0.97 67.14 0| 0 0 0 1400 20.30 0.96 63.28 0| 0 0 0 1600 18.46 0.95 59.92 0| 0 0 0 1800 16.66 0.93 57.00 0| 0 0 0 2000 14.92 0.90 54.37 0| 0 32,500 0 2200 13.25 0.87 52.03 0| 0 0 0 2400 10.11 0.80 47.85 0| 0 0 0 2800 8.72 0.75 46.25 0| 0 0 0 3000 7.44 0.69 44.87 0| 0 90 0 3200 6.26 0.64 43.54 0| 0 0 0 3400 5.12 0.57 41.76 0| 0 400 0 3600 4.19 0.51 40.64 0| 0 0 0 3800 3.37 0.45 39.48 0| 0 0 0 4000 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 | | 2.06 0.32 37.35 0| 0 2 0 4400 1.20 0.22 35.78 0| 0 318 0 4800 Total 0| 0 33,310 0 Indicative a-t-m Vol 44.03 Underlying Price 35.950 Time to expiry: 449 Days Mar 11 24.33 0.97 63.00 0| 0 0 0 1200 22.53 0.96 60.60 0| 0 0 0 1400 20.79 0.94 58.39 0| 0 0 0 1600 17.46 0.90 54.50 0| 0 0 0 2000 15.89 0.88 52.79 0| 0 0 0 2200 14.40 0.85 51.22 0| 0 0 0 2400 11.62 0.78 48.44 0| 0 0 0 2800 9.16 0.70 46.05 0| 0 0 0 3200 7.06 0.61 44.00 0| 0 0 0 3600 5.34 0.51 42.22 0| 0 0 0 4000 2.84 0.34 39.30 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 43.03 Underlying Price 35.950 Time to expiry: 631 Days Sep 11 18.05 0.89 53.00 0| 0 0 0 2000 15.13 0.84 49.73 0| 0 0 0 2400 10.25 0.70 45.24 0| 0 0 0 3200 8.18 0.62 43.00 0| 0 0 0 3600 6.34 0.54 40.75 0| 0 0 0 4000 3.71 0.39 38.00 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 38,835 0 | 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 | | Renault European (RN3) Indicative a-t-m Vol 40.48 Underlying Price 35.950 Time to expiry: 85 Days Mar 10 0.01 0.00 81.42 0| 0 8 0 1200 0.01 0.00 79.19 0| 0 0 0 1300 0.01 0.00 76.89 0| 0 50 0 1400 0.02 0.00 74.58 0| 0 0 0 1500 0.03 -0.01 72.29 0| 0 0 0 1600 0.04 -0.01 70.04 0| 0 75 0 1700 0.05 -0.01 67.85 0| 0 0 0 1800 0.07 -0.01 65.73 0| 0 0 0 1900 0.09 -0.02 63.67 0| 0 0 0 2000 0.11 -0.02 61.69 0| 0 0 0 2100 0.15 -0.03 59.79 0| 0 431 0 2200 0.18 -0.04 57.80 0| 0 75 0 2300 0.24 -0.05 56.38 0| 0 90 0 2400 0.38 -0.08 53.01 0| 0 140 0 2600 0.60 -0.12 50.27 0| 0 60 0 2800 0.89 -0.18 46.96 0| 0 506 0 3000 1.35 -0.26 44.53 0| 0 0 0 3200 2.00 -0.35 42.75 0| 0 0 0 3400 2.40 -0.40 41.92 0| 0 0 0 3500 2.80 -0.46 40.40 0| 0 0 0 3600 3.26 -0.52 38.82 0| 0 0 0 3700 3.82 -0.58 37.91 0| 0 0 0 3800 5.14 -0.69 36.85 0| 0 785 0 4000 6.67 -0.79 35.66 0| 0 0 0 4200 8.42 -0.85 36.26 0| 0 0 0 4400 12.04 -0.97 31.00 0| 0 0 0 4800 23.95 -1.00 28.21 0| 0 0 0 6000 43.92 -1.00 28.15 0| 0 0 0 8000 Total 0| 0 2,220 0 Indicative a-t-m Vol 41.80 Underlying Price 35.950 Time to expiry: 267 Days Sep 10 0.17 -0.02 71.65 0| 0 0 0 1200 0.26 -0.03 67.14 0| 0 0 0 1400 0.37 -0.04 63.28 0| 0 0 0 1600 0.51 -0.05 59.92 0| 0 0 0 1800 0.70 -0.07 57.00 0| 0 0 0 2000 0.94 -0.10 54.37 0| 0 32,600 0 2200 1.26 -0.13 52.03 0| 0 0 0 2400 2.08 -0.20 47.85 0| 0 0 0 2800 2.67 -0.25 46.25 0| 0 50 0 3000 3.38 -0.31 44.87 0| 0 45 0 3200 4.18 -0.36 43.54 0| 0 0 0 3400 5.02 -0.43 41.76 0| 0 0 0 3600 6.08 -0.49 40.64 0| 0 0 0 3800 7.24 -0.55 39.48 0| 0 0 0 4000 9.90 -0.68 37.35 0| 0 0 0 4400 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 | | 13.00 -0.78 35.78 0| 0 0 0 4800 Total 0| 0 32,695 0 Indicative a-t-m Vol 44.03 Underlying Price 35.950 Time to expiry: 449 Days Mar 11 0.33 -0.03 63.00 0| 0 0 0 1200 0.50 -0.04 60.60 0| 0 0 0 1400 0.72 -0.06 58.39 0| 0 0 0 1600 1.32 -0.10 54.50 0| 0 0 0 2000 1.72 -0.12 52.79 0| 0 0 0 2200 2.19 -0.15 51.22 0| 0 0 0 2400 3.35 -0.22 48.44 0| 0 0 0 2800 4.82 -0.30 46.05 0| 0 0 0 3200 6.66 -0.39 44.00 0| 0 0 0 3600 8.86 -0.49 42.22 0| 0 0 0 4000 14.23 -0.66 39.30 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 43.03 Underlying Price 35.950 Time to expiry: 631 Days Sep 11 1.88 -0.11 53.00 0| 0 0 0 2000 2.84 -0.16 49.73 0| 0 0 0 2400 5.73 -0.30 45.24 0| 0 0 0 3200 7.54 -0.38 43.00 0| 0 0 0 3600 9.59 -0.46 40.75 0| 0 0 0 4000 14.73 -0.61 38.00 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 34,915 0 Grand Total 0| 0 73,750 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Safran SA (100) (SM1) Indicative a-t-m Vol 32.56 Underlying Price 13.490 Time to expiry: 22 Days Jan 10 4.29 1.00 41.00 0| 0 0 0 920 3.89 1.00 40.00 0| 0 0 0 960 3.49 1.00 39.00 0| 0 0 0 1000 2.99 1.00 38.00 0| 0 0 0 1050 2.50 0.99 37.00 0| 0 0 0 1100 2.01 0.97 36.00 0| 0 0 0 1150 1.54 0.92 35.00 0| 0 0 0 1200 1.11 0.83 34.00 0| 0 0 0 1250 0.73 0.69 33.00 0| 0 0 0 1300 0.44 0.51 32.55 0| 0 0 0 1350 0.23 0.34 32.00 0| 0 0 0 1400 0.03 0.08 29.00 0| 0 0 0 1500 0.01 0.01 30.00 0| 0 0 0 1600 0.01 0.00 29.62 0| 0 0 0 1700 Total 0| 0 0 0 Indicative a-t-m Vol 34.36 Underlying Price 13.490 Time to expiry: 57 Days Feb 10 4.31 0.99 43.00 0| 0 0 0 920 3.91 0.98 42.00 0| 0 0 0 960 3.52 0.97 41.00 0| 0 0 0 1000 3.05 0.95 40.00 0| 0 0 0 1050 2.58 0.92 39.00 0| 0 0 0 1100 2.14 0.87 38.00 0| 0 0 0 1150 1.72 0.81 36.53 0| 0 0 0 1200 1.34 0.73 35.46 0| 0 0 0 1250 1.01 0.63 34.93 0| 0 0 0 1300 0.74 0.53 34.35 0| 0 0 0 1350 0.52 0.42 34.00 0| 0 0 0 1400 0.22 0.23 33.00 0| 0 0 0 1500 0.08 0.10 32.00 0| 0 0 0 1600 0.03 0.04 31.94 0| 0 0 0 1700 Total 0| 0 0 0 Indicative a-t-m Vol 39.31 Underlying Price 13.490 Time to expiry: 85 Days Mar 10 9.10 1.00 59.00 0| 0 0 0 440 8.70 1.00 57.00 0| 0 0 0 480 7.90 1.00 55.00 0| 0 0 0 560 7.10 1.00 53.00 0| 0 0 0 640 6.70 1.00 52.00 0| 0 0 0 680 6.31 1.00 51.00 0| 0 0 0 720 5.91 0.99 50.00 0| 0 0 0 760 5.51 0.99 49.00 0| 0 0 0 800 5.12 0.98 48.00 0| 0 0 0 840 4.73 0.98 47.28 0| 0 0 0 880 4.35 0.97 46.28 0| 0 0 0 920 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.97 0.95 45.28 0| 0 0 0 960 3.60 0.93 44.78 0| 0 0 0 1000 2.73 0.86 43.07 0| 0 0 0 1100 1.94 0.76 41.00 0| 0 40 0 1200 1.59 0.69 40.26 0| 0 0 0 1250 1.26 0.62 38.69 0| 0 2 0 1300 1.03 0.54 39.32 0| 0 0 0 1350 0.77 0.46 37.69 0| 0 53 0 1400 0.48 0.32 38.49 0| 0 0 0 1500 0.26 0.21 38.00 0| 0 0 0 1600 0.15 0.13 38.31 0| 0 0 0 1700 0.08 0.08 39.00 0| 0 0 0 1800 0.02 0.03 40.00 0| 0 0 0 2000 Total 0| 0 95 0 Indicative a-t-m Vol 36.52 Underlying Price 13.490 Time to expiry: 176 Days Jun 10 8.71 1.00 55.00 0| 0 0 0 480 7.52 1.00 52.00 0| 0 0 0 600 7.13 0.99 51.00 0| 0 0 0 640 6.35 0.98 50.00 0| 0 0 0 720 5.59 0.97 49.00 0| 0 0 0 800 5.22 0.95 48.00 0| 0 0 0 840 4.85 0.94 47.00 0| 0 0 0 880 4.49 0.92 46.00 0| 0 0 0 920 4.13 0.91 45.00 0| 0 0 0 960 3.78 0.89 43.50 0| 0 0 0 1000 2.96 0.82 41.50 0| 0 0 0 1100 2.24 0.72 39.83 0| 0 0 0 1200 1.60 0.62 37.50 0| 0 0 0 1300 1.07 0.49 35.50 0| 0 9 0 1400 0.77 0.38 36.58 0| 0 0 0 1500 0.51 0.28 36.00 0| 0 0 0 1600 0.24 0.15 37.00 0| 0 0 0 1800 0.11 0.08 38.00 0| 0 0 0 2000 Total 0| 0 9 0 Indicative a-t-m Vol 39.51 Underlying Price 13.490 Time to expiry: 267 Days Sep 10 5.64 0.95 47.00 0| 0 0 0 800 4.91 0.92 45.00 0| 0 0 0 880 4.23 0.88 43.50 0| 0 0 0 960 3.91 0.86 43.00 0| 0 0 0 1000 3.17 0.78 42.00 0| 0 0 0 1100 2.52 0.70 41.00 0| 0 0 0 1200 1.96 0.61 40.00 0| 0 0 0 1300 1.49 0.52 39.00 0| 0 0 0 1400 1.13 0.43 38.56 0| 0 0 0 1500 0.83 0.35 38.00 0| 0 0 0 1600 0.44 0.21 37.00 0| 0 0 0 1800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.23 0.13 36.50 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 40.10 Underlying Price 13.490 Time to expiry: 358 Days Dec 10 8.72 1.00 50.00 0| 0 0 0 480 7.54 0.99 47.00 0| 0 0 0 600 7.15 0.99 46.00 0| 0 0 0 640 6.39 0.97 45.00 0| 0 0 0 720 5.67 0.94 44.00 0| 0 0 0 800 4.98 0.91 43.00 0| 0 0 0 880 4.33 0.86 42.00 0| 0 0 0 960 2.77 0.69 41.00 0| 0 5 0 1200 2.24 0.61 40.19 0| 0 0 0 1300 1.82 0.53 40.00 0| 0 0 0 1400 1.47 0.46 39.71 0| 0 0 0 1500 1.16 0.39 39.00 0| 0 0 0 1600 0.76 0.29 39.58 0| 0 0 0 1800 0.51 0.21 40.00 0| 0 0 0 2000 Total 0| 0 5 0 Indicative a-t-m Vol 40.13 Underlying Price 13.490 Time to expiry: 540 Days Jun 11 7.58 0.98 48.00 0| 0 0 0 600 5.78 0.92 43.00 0| 0 0 0 800 5.14 0.88 42.00 0| 0 0 0 880 4.54 0.84 41.00 0| 0 0 0 960 3.13 0.69 40.50 0| 0 0 0 1200 2.25 0.56 40.00 0| 0 0 0 1400 1.66 0.45 40.50 0| 0 0 0 1600 0.90 0.29 41.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 40.41 Underlying Price 13.490 Time to expiry: 722 Days Dec 11 7.63 0.97 48.00 0| 0 0 0 600 5.92 0.90 43.00 0| 0 0 0 800 3.46 0.69 40.50 0| 0 0 0 1200 2.65 0.58 40.38 0| 0 0 0 1400 2.04 0.49 40.50 0| 0 0 0 1600 1.26 0.34 41.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 0 109 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Safran SA (100) (SM1) Indicative a-t-m Vol 32.56 Underlying Price 13.490 Time to expiry: 22 Days Jan 10 0.01 0.00 41.00 0| 0 0 0 920 0.01 0.00 40.00 0| 0 0 0 960 0.01 0.00 39.00 0| 0 0 0 1000 0.01 0.00 38.00 0| 0 0 0 1050 0.01 -0.01 37.00 0| 0 0 0 1100 0.02 -0.03 36.00 0| 0 0 0 1150 0.05 -0.08 35.00 0| 0 50 0 1200 0.11 -0.17 34.00 0| 0 0 0 1250 0.23 -0.31 33.00 0| 0 0 0 1300 0.44 -0.49 32.55 0| 0 0 0 1350 0.74 -0.66 32.00 0| 0 0 0 1400 1.54 -0.92 29.00 0| 0 0 0 1500 2.51 -0.99 30.00 0| 0 0 0 1600 3.51 -1.00 29.62 0| 0 0 0 1700 Total 0| 0 50 0 Indicative a-t-m Vol 34.36 Underlying Price 13.490 Time to expiry: 57 Days Feb 10 0.01 -0.01 43.00 0| 0 0 0 920 0.01 -0.02 42.00 0| 0 0 0 960 0.02 -0.03 41.00 0| 0 0 0 1000 0.05 -0.05 40.00 0| 0 0 0 1050 0.08 -0.08 39.00 0| 0 0 0 1100 0.14 -0.13 38.00 0| 0 0 0 1150 0.22 -0.19 36.53 0| 0 0 0 1200 0.34 -0.27 35.46 0| 0 0 0 1250 0.51 -0.37 34.93 0| 0 0 0 1300 0.73 -0.47 34.35 0| 0 0 0 1350 1.02 -0.58 34.00 0| 0 0 0 1400 1.72 -0.77 33.00 0| 0 0 0 1500 2.58 -0.90 32.00 0| 0 0 0 1600 3.53 -0.96 31.94 0| 0 0 0 1700 Total 0| 0 0 0 Indicative a-t-m Vol 39.31 Underlying Price 13.490 Time to expiry: 85 Days Mar 10 0.01 0.00 59.00 0| 0 0 0 440 0.01 0.00 57.00 0| 0 0 0 480 0.01 0.00 55.00 0| 0 0 0 560 0.01 0.00 53.00 0| 0 0 0 640 0.01 0.00 52.00 0| 0 11 0 680 0.01 0.00 51.00 0| 0 0 0 720 0.01 -0.01 50.00 0| 0 0 0 760 0.01 -0.01 49.00 0| 0 0 0 800 0.02 -0.02 48.00 0| 0 0 0 840 0.03 -0.02 47.28 0| 0 0 0 880 0.04 -0.03 46.28 0| 0 0 0 920 0.06 -0.05 45.28 0| 0 0 0 960 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.09 -0.07 44.78 0| 0 0 0 1000 0.22 -0.14 43.07 0| 0 0 0 1100 0.43 -0.24 41.00 0| 0 12 0 1200 0.58 -0.31 40.26 0| 0 0 0 1250 0.75 -0.38 38.69 0| 0 0 0 1300 1.02 -0.46 39.32 0| 0 0 0 1350 1.26 -0.54 37.69 0| 0 0 0 1400 1.97 -0.68 38.49 0| 0 0 0 1500 2.75 -0.80 38.00 0| 0 0 0 1600 3.64 -0.88 38.31 0| 0 0 0 1700 4.57 -0.93 39.00 0| 0 0 0 1800 6.52 -0.98 40.00 0| 0 0 0 2000 Total 0| 0 23 0 Indicative a-t-m Vol 36.52 Underlying Price 13.490 Time to expiry: 176 Days Jun 10 0.01 0.00 55.00 0| 0 0 0 480 0.02 -0.01 52.00 0| 0 0 0 600 0.02 -0.01 51.00 0| 0 0 0 640 0.05 -0.03 50.00 0| 0 0 0 720 0.11 -0.05 49.00 0| 0 0 0 800 0.14 -0.06 48.00 0| 0 0 0 840 0.18 -0.08 47.00 0| 0 0 0 880 0.22 -0.10 46.00 0| 0 9 0 920 0.27 -0.12 45.00 0| 0 0 0 960 0.33 -0.14 43.50 0| 0 0 0 1000 0.54 -0.21 41.50 0| 0 0 0 1100 0.85 -0.31 39.83 0| 0 5 0 1200 1.24 -0.42 37.50 0| 0 0 0 1300 1.74 -0.54 35.50 0| 0 0 0 1400 2.46 -0.64 36.58 0| 0 0 0 1500 3.21 -0.73 36.00 0| 0 0 0 1600 4.95 -0.86 37.00 0| 0 0 0 1800 6.83 -0.92 38.00 0| 0 0 0 2000 Total 0| 0 14 0 Indicative a-t-m Vol 39.51 Underlying Price 13.490 Time to expiry: 267 Days Sep 10 0.20 -0.07 47.00 0| 0 0 0 800 0.30 -0.10 45.00 0| 0 0 0 880 0.44 -0.14 43.50 0| 0 0 0 960 0.53 -0.17 43.00 0| 0 0 0 1000 0.82 -0.24 42.00 0| 0 0 0 1100 1.19 -0.32 41.00 0| 0 0 0 1200 1.64 -0.41 40.00 0| 0 70 0 1300 2.17 -0.50 39.00 0| 0 0 0 1400 2.82 -0.58 38.56 0| 0 0 0 1500 3.52 -0.66 38.00 0| 0 0 0 1600 5.13 -0.79 37.00 0| 0 0 0 1800 6.91 -0.88 36.50 0| 0 0 0 2000 Total 0| 0 70 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 40.10 Underlying Price 13.490 Time to expiry: 358 Days Dec 10 0.03 -0.01 50.00 0| 0 0 0 480 0.07 -0.03 47.00 0| 0 0 0 600 0.09 -0.03 46.00 0| 0 0 0 640 0.16 -0.05 45.00 0| 0 0 0 720 0.26 -0.08 44.00 0| 0 6 0 800 0.39 -0.12 43.00 0| 0 0 0 880 0.56 -0.16 42.00 0| 0 0 0 960 1.43 -0.32 41.00 0| 0 0 0 1200 1.90 -0.40 40.19 0| 0 0 0 1300 2.48 -0.47 40.00 0| 0 0 0 1400 3.12 -0.54 39.71 0| 0 0 0 1500 3.80 -0.61 39.00 0| 0 0 0 1600 5.40 -0.72 39.58 0| 0 0 0 1800 7.14 -0.80 40.00 0| 0 0 0 2000 Total 0| 0 6 0 Indicative a-t-m Vol 40.13 Underlying Price 13.490 Time to expiry: 540 Days Jun 11 0.21 -0.05 48.00 0| 0 0 0 600 0.47 -0.11 43.00 0| 0 0 0 800 0.65 -0.15 42.00 0| 0 0 0 880 0.87 -0.19 41.00 0| 0 0 0 960 1.88 -0.33 40.50 0| 0 0 0 1200 2.99 -0.45 40.00 0| 0 0 0 1400 4.39 -0.56 40.50 0| 0 0 0 1600 7.58 -0.72 41.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 40.41 Underlying Price 13.490 Time to expiry: 722 Days Dec 11 0.33 -0.06 48.00 0| 0 0 0 600 0.66 -0.13 43.00 0| 0 0 0 800 2.18 -0.32 40.50 0| 0 0 0 1200 3.33 -0.43 40.38 0| 0 0 0 1400 4.68 -0.52 40.50 0| 0 0 0 1600 7.81 -0.67 41.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 0| 0 163 0 Grand Total 0| 0 272 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Saint Gobain (100) (SG1) Indicative a-t-m Vol 31.77 Underlying Price 37.575 Time to expiry: 22 Days Jan 10 9.58 1.00 36.00 0| 0 0 0 2800 7.60 0.99 40.36 0| 0 0 0 3000 5.66 0.95 39.90 0| 0 0 0 3200 4.74 0.91 39.27 0| 0 0 0 3300 3.82 0.87 36.95 0| 0 0 0 3400 2.96 0.80 35.00 0| 0 55 0 3500 2.19 0.71 33.58 0| 0 34 0 3600 1.52 0.59 32.24 0| 0 50 0 3700 1.00 0.46 31.43 0| 0 395 0 3800 0.61 0.33 30.75 0| 25 1,332 +12 3900 0.34 0.22 30.38 0| 40 251 +40 4000 0.11 0.08 31.17 0| 0 1,436 0 4200 0.05 0.04 35.16 0| 0 13 0 4400 0.05 0.03 41.85 0| 0 252 0 4600 Total 0| 65 3,818 +52 Indicative a-t-m Vol 36.40 Underlying Price 37.575 Time to expiry: 57 Days Feb 10 7.83 0.92 42.00 0| 0 0 0 3000 6.11 0.85 41.75 0| 0 0 0 3200 4.47 0.77 38.89 0| 0 0 0 3400 3.76 0.71 38.51 0| 0 0 0 3500 3.10 0.64 37.54 0| 0 0 0 3600 2.50 0.57 36.77 0| 0 20 0 3700 1.98 0.50 36.13 0| 0 3,110 0 3800 1.53 0.43 35.43 0| 0 200 0 3900 1.16 0.35 34.80 0| 4 4 +4 4000 0.63 0.23 34.16 0| 1,400 1,410 +1,400 4200 0.33 0.14 33.97 0| 0 2,950 0 4400 0.19 0.08 34.69 0| 0 40 0 4600 Total 0| 1,404 7,734 +1,404 Indicative a-t-m Vol 40.56 Underlying Price 37.575 Time to expiry: 85 Days Mar 10 23.60 1.00 60.00 0| 0 0 0 1400 21.61 1.00 63.33 0| 0 0 0 1600 19.63 0.99 63.51 0| 0 0 0 1800 18.64 0.99 62.88 0| 0 0 0 1900 17.66 0.99 61.94 0| 0 0 0 2000 16.68 0.98 60.78 0| 0 0 0 2100 15.71 0.98 59.46 0| 0 145 0 2200 14.75 0.97 58.04 0| 0 0 0 2300 13.79 0.96 56.57 0| 0 50 0 2400 11.90 0.94 53.56 0| 0 100 0 2600 10.06 0.91 50.65 0| 0 4,030 0 2800 8.30 0.86 47.86 0| 0 7,801 0 3000 6.66 0.80 45.42 0| 0 170 0 3200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.17 0.72 43.48 0| 0 252 0 3400 3.85 0.63 41.79 0| 0 6,265 0 3600 3.28 0.57 40.95 0| 0 50 0 3700 2.77 0.52 40.28 0| 0 7,032 0 3800 2.30 0.46 39.65 0| 0 50 0 3900 1.88 0.41 38.79 0| 0 3,241 0 4000 1.26 0.31 38.34 0| 0 163 0 4200 0.83 0.23 38.06 0| 0 9,986 0 4400 0.35 0.11 38.18 0| 0 1,300 0 4800 0.09 0.03 42.00 0| 0 50 0 5600 Total 0| 0 40,685 0 Indicative a-t-m Vol 43.05 Underlying Price 37.575 Time to expiry: 176 Days Jun 10 25.64 1.00 65.00 0| 0 0 0 1200 23.14 0.99 64.09 0| 0 0 0 1454 19.63 0.98 60.54 0| 0 5 0 1817 16.22 0.95 56.75 0| 0 0 0 2180 12.97 0.90 52.87 0| 0 150 0 2544 9.93 0.83 48.77 0| 0 397 0 2907 7.25 0.73 45.93 0| 0 260 0 3271 5.04 0.61 43.54 0| 2 177 +2 3634 4.21 0.55 42.88 0| 0 11 0 3800 3.33 0.48 41.92 0| 0 252 0 3997 2.10 0.35 40.79 0| 1 1,117 0 4361 0.77 0.16 39.62 0| 0 79 0 5088 0.48 0.11 39.87 0| 0 100 0 5451 0.27 0.07 39.41 0| 0 100 0 5814 0.11 0.03 40.51 0| 0 0 0 6541 0.06 0.02 42.50 0| 0 0 0 7268 0.04 0.01 45.00 0| 0 0 0 7995 Total 0| 3 2,648 +2 Indicative a-t-m Vol 43.44 Underlying Price 37.575 Time to expiry: 267 Days Sep 10 16.22 0.93 55.00 0| 0 0 0 2200 14.46 0.91 52.74 0| 0 0 0 2400 11.20 0.83 49.18 0| 0 0 0 2800 8.36 0.74 46.31 0| 0 100 0 3200 7.12 0.68 45.27 0| 0 0 0 3400 6.00 0.62 44.09 0| 0 0 0 3600 5.03 0.56 43.26 0| 0 0 0 3800 4.16 0.50 42.41 0| 0 0 0 4000 3.40 0.44 41.65 0| 0 850 0 4200 2.76 0.38 40.76 0| 0 280 0 4400 1.78 0.28 39.77 0| 0 170 0 4800 0.68 0.13 37.88 0| 0 229 0 5600 Total 0| 0 1,629 0 Indicative a-t-m Vol 43.53 Underlying Price 37.575 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 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.65 1.00 52.00 0| 0 0 0 1200 23.16 0.99 53.93 0| 0 0 0 1454 19.74 0.97 53.78 0| 0 0 0 1817 16.54 0.93 52.20 0| 0 3,000 0 2180 13.62 0.86 50.26 0| 0 6,000 0 2544 10.96 0.79 47.87 0| 0 347 0 2907 8.64 0.70 45.92 0| 0 41 0 3271 7.91 0.67 45.36 0| 0 112 0 3400 6.69 0.61 44.44 0| 0 45 0 3634 5.86 0.57 43.22 0| 0 72 0 3800 5.02 0.52 42.62 0| 0 6,041 0 3997 3.71 0.42 41.26 0| 0 1,099 0 4361 3.16 0.38 40.57 0| 0 0 0 4543 1.92 0.27 39.14 0| 0 1,101 0 5088 1.35 0.20 38.36 0| 0 51 0 5451 0.94 0.15 37.78 0| 0 0 0 5814 0.56 0.10 37.23 0| 0 0 0 6360 0.24 0.05 37.00 0| 0 1 0 7268 Total 0| 0 17,910 0 Indicative a-t-m Vol 43.61 Underlying Price 37.575 Time to expiry: 540 Days Jun 11 25.69 0.99 59.00 0| 0 0 0 1200 21.93 0.97 56.16 0| 0 0 0 1600 20.20 0.95 55.47 0| 0 0 0 1800 18.56 0.92 54.46 0| 0 0 0 2000 16.97 0.89 53.11 0| 0 0 0 2200 15.49 0.86 51.99 0| 0 0 0 2400 12.61 0.79 48.42 0| 0 0 0 2800 10.17 0.72 46.30 0| 0 0 0 3200 8.09 0.64 44.53 0| 0 0 0 3600 6.20 0.55 42.19 0| 0 0 0 4000 4.72 0.46 40.69 0| 0 0 0 4400 3.60 0.39 39.82 0| 0 0 0 4800 1.68 0.22 39.07 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.77 Underlying Price 37.575 Time to expiry: 722 Days Dec 11 25.73 0.99 58.00 0| 0 0 0 1200 22.09 0.96 55.38 0| 0 0 0 1600 20.43 0.93 54.23 0| 0 0 0 1800 18.89 0.91 53.31 0| 0 0 0 2000 17.40 0.88 51.93 0| 0 0 0 2200 15.94 0.85 50.21 0| 0 0 0 2400 13.30 0.79 47.57 0| 0 0 0 2800 10.99 0.72 45.49 0| 0 0 0 3200 8.96 0.64 43.67 0| 0 500 0 3600 7.08 0.57 41.38 0| 0 5,000 0 4000 3.98 0.39 38.74 0| 0 0 0 5000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 24 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.47 0.27 38.85 0| 0 0 0 6000 1.77 0.20 40.61 0| 0 0 0 7000 1.31 0.15 41.94 0| 0 0 0 8000 Total 0| 0 5,500 0 Indicative a-t-m Vol 43.27 Underlying Price 37.575 Time to expiry: 904 Days Jun 12 22.15 0.96 55.26 0| 0 0 0 1600 19.04 0.90 52.46 0| 0 0 0 2000 17.62 0.87 51.17 0| 0 0 0 2200 16.31 0.85 49.98 0| 0 0 0 2400 13.86 0.79 47.70 0| 0 0 0 2800 11.68 0.72 45.70 0| 0 0 0 3200 9.80 0.66 44.20 0| 0 0 0 3600 7.93 0.59 41.84 0| 0 0 0 4000 5.29 0.46 39.43 0| 0 0 0 4800 3.24 0.32 39.43 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.30 Underlying Price 37.575 Time to expiry: 1093 Days Dec 12 22.30 0.95 54.62 0| 0 0 0 1600 19.37 0.89 52.14 0| 0 0 0 2000 16.78 0.84 49.55 0| 0 0 0 2400 12.40 0.73 45.50 0| 0 0 0 3200 10.36 0.66 42.95 0| 0 0 0 3600 8.64 0.60 41.29 0| 0 0 0 4000 6.10 0.48 39.20 0| 0 0 0 4800 3.91 0.35 38.90 0| 0 0 0 6000 2.57 0.24 41.99 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 43.05 Underlying Price 37.575 Time to expiry: 1457 Days Dec 13 22.46 0.94 54.72 0| 0 0 0 1600 19.80 0.89 52.34 0| 0 0 0 2000 17.38 0.84 49.45 0| 0 0 0 2400 13.38 0.74 45.72 0| 0 0 0 3200 9.92 0.63 41.89 0| 0 0 0 4000 7.33 0.53 39.40 0| 0 0 0 4800 5.18 0.41 39.20 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.05 Underlying Price 37.575 Time to expiry: 1821 Days Dec 14 17.79 0.84 49.45 0| 0 0 0 2400 14.06 0.75 45.72 0| 0 0 0 3200 10.81 0.65 41.89 0| 0 0 0 4000 8.30 0.56 39.40 0| 0 0 0 4800 6.21 0.46 39.20 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 1,472 79,924 +1,458 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 25 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Saint Gobain (100) (SG1) Indicative a-t-m Vol 31.77 Underlying Price 37.575 Time to expiry: 22 Days Jan 10 0.01 0.00 36.00 0| 0 0 0 2800 0.01 -0.01 40.36 0| 0 3 0 3000 0.08 -0.05 39.90 0| 0 61 0 3200 0.15 -0.09 39.27 0| 0 51 0 3300 0.24 -0.13 36.95 0| 18 412 0 3400 0.37 -0.20 35.00 0| 0 799 0 3500 0.60 -0.29 33.58 0| 0 844 0 3600 0.93 -0.41 32.24 0| 0 1,079 0 3700 1.41 -0.54 31.43 0| 0 154 0 3800 2.02 -0.67 30.75 0| 0 0 0 3900 2.76 -0.78 30.38 0| 0 52 0 4000 4.52 -0.92 31.17 0| 0 15 0 4200 6.47 -0.96 35.16 0| 0 0 0 4400 8.46 -0.97 41.85 0| 0 0 0 4600 Total 0| 18 3,470 0 Indicative a-t-m Vol 36.40 Underlying Price 37.575 Time to expiry: 57 Days Feb 10 0.23 -0.08 42.00 0| 0 0 0 3000 0.51 -0.15 41.75 0| 0 225 0 3200 0.86 -0.23 38.89 0| 0 109 0 3400 1.16 -0.29 38.51 0| 0 51 0 3500 1.49 -0.36 37.54 0| 0 100 0 3600 1.89 -0.43 36.77 0| 0 350 0 3700 2.38 -0.50 36.13 0| 0 150 0 3800 2.93 -0.57 35.43 0| 0 0 0 3900 3.55 -0.65 34.80 0| 0 15 0 4000 5.03 -0.77 34.16 0| 9 159 0 4200 6.73 -0.86 33.97 0| 0 0 0 4400 8.58 -0.92 34.69 0| 0 0 0 4600 Total 0| 9 1,159 0 Indicative a-t-m Vol 40.56 Underlying Price 37.575 Time to expiry: 85 Days Mar 10 0.01 0.00 60.00 0| 0 0 0 1400 0.01 0.00 63.33 0| 0 0 0 1600 0.02 -0.01 63.51 0| 0 125 0 1800 0.03 -0.01 62.88 0| 0 87 0 1900 0.05 -0.01 61.94 0| 0 50 0 2000 0.07 -0.02 60.78 0| 0 0 0 2100 0.10 -0.02 59.46 0| 0 126 0 2200 0.13 -0.03 58.04 0| 0 0 0 2300 0.17 -0.04 56.57 0| 0 6 0 2400 0.28 -0.06 53.56 0| 0 3,439 0 2600 0.44 -0.09 50.65 0| 0 1,143 0 2800 0.68 -0.14 47.86 0| 0 2,038 0 3000 1.03 -0.20 45.42 0| 100 6,477 -43 3200 1.54 -0.28 43.48 0| 0 1,391 0 3400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.22 -0.37 41.79 0| 2 7,673 +2 3600 2.65 -0.43 40.95 0| 0 0 0 3700 3.13 -0.48 40.28 0| 0 400 0 3800 3.66 -0.54 39.65 0| 0 0 0 3900 4.25 -0.59 38.79 0| 0 152 0 4000 5.62 -0.69 38.34 0| 0 0 0 4200 7.20 -0.78 38.06 0| 0 197 0 4400 10.72 -0.89 38.18 0| 0 0 0 4800 18.47 -0.97 42.00 0| 0 0 0 5600 Total 0| 102 23,304 -41 Indicative a-t-m Vol 43.05 Underlying Price 37.575 Time to expiry: 176 Days Jun 10 0.02 0.00 65.00 0| 0 10 0 1200 0.07 -0.01 64.09 0| 0 60 0 1454 0.21 -0.03 60.54 0| 0 190 0 1817 0.48 -0.06 56.75 0| 0 1,113 0 2180 0.92 -0.12 52.87 0| 250 469 +128 2544 1.60 -0.19 48.77 0| 50 1,100 +50 2907 2.67 -0.30 45.93 0| 0 1,201 0 3271 4.17 -0.42 43.54 0| 0 131 0 3634 5.07 -0.48 42.88 0| 0 500 0 3800 6.22 -0.56 41.92 0| 0 190 0 3997 8.70 -0.68 40.79 0| 0 152 0 4361 14.73 -0.85 39.62 0| 0 4 0 5088 18.09 -0.90 39.87 0| 0 0 0 5451 21.52 -0.94 39.41 0| 0 0 0 5814 28.61 -0.97 40.51 0| 0 0 0 6541 35.80 -0.98 42.50 0| 0 0 0 7268 43.01 -0.99 45.00 0| 0 0 0 7995 Total 0| 300 5,120 +178 Indicative a-t-m Vol 43.44 Underlying Price 37.575 Time to expiry: 267 Days Sep 10 0.91 -0.09 55.00 0| 0 200 0 2200 1.21 -0.12 52.74 0| 0 300 0 2400 2.05 -0.19 49.18 0| 0 4,627 0 2800 3.31 -0.29 46.31 0| 0 72 0 3200 4.10 -0.34 45.27 0| 0 75 0 3400 5.01 -0.40 44.09 0| 0 94 0 3600 6.07 -0.46 43.26 0| 0 1 0 3800 7.21 -0.52 42.41 0| 0 30 0 4000 8.47 -0.58 41.65 0| 0 0 0 4200 9.83 -0.63 40.76 0| 0 0 0 4400 12.86 -0.73 39.77 0| 0 0 0 4800 19.75 -0.87 37.88 0| 0 0 0 5600 Total 0| 0 5,399 0 Indicative a-t-m Vol 43.53 Underlying Price 37.575 Time to expiry: 358 Days Dec 10 0.05 -0.01 52.00 0| 0 0 0 1200 0.19 -0.02 53.93 0| 0 0 0 1454 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 | | 0.57 -0.05 53.78 0| 0 0 0 1817 1.13 -0.10 52.20 0| 0 3,030 0 2180 1.95 -0.16 50.26 0| 0 65 0 2544 2.98 -0.23 47.87 0| 100 473 +64 2907 4.32 -0.31 45.92 0| 0 75 0 3271 4.89 -0.34 45.36 0| 0 576 0 3400 6.01 -0.40 44.44 0| 0 60 0 3634 6.84 -0.44 43.22 0| 21 23 +21 3800 7.97 -0.49 42.62 0| 0 10 0 3997 10.29 -0.58 41.26 0| 0 10 0 4361 11.55 -0.63 40.57 0| 0 10 0 4543 15.74 -0.74 39.14 0| 0 10 0 5088 18.80 -0.81 38.36 0| 0 10 0 5451 22.02 -0.86 37.78 0| 0 10 0 5814 27.09 -0.91 37.23 0| 0 10 0 6360 35.83 -0.96 37.00 0| 0 10 0 7268 Total 0| 121 4,382 +85 Indicative a-t-m Vol 44.28 Underlying Price 37.575 Time to expiry: 540 Days Jun 11 0.37 -0.03 59.00 0| 0 0 0 1200 0.88 -0.06 56.28 0| 0 0 0 1600 1.25 -0.08 55.47 0| 0 0 0 1800 1.70 -0.11 54.46 0| 0 0 0 2000 2.18 -0.14 53.11 0| 0 0 0 2200 2.73 -0.16 51.99 0| 0 0 0 2400 3.88 -0.23 48.42 0| 0 0 0 2800 5.47 -0.31 46.30 0| 0 0 0 3200 7.58 -0.38 45.65 0| 0 0 0 3600 9.49 -0.47 42.19 0| 0 0 0 4000 11.99 -0.56 40.69 0| 0 0 0 4400 14.83 -0.63 39.82 0| 0 0 0 4800 24.76 -0.79 39.07 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.77 Underlying Price 37.575 Time to expiry: 722 Days Dec 11 0.61 -0.04 58.00 0| 0 0 0 1200 1.27 -0.07 55.38 0| 0 0 0 1600 1.72 -0.09 54.23 0| 0 0 0 1800 2.23 -0.12 53.31 0| 0 0 0 2000 2.77 -0.14 51.93 0| 0 0 0 2200 3.31 -0.17 50.21 0| 0 0 0 2400 4.64 -0.23 47.57 0| 0 0 0 2800 6.42 -0.30 46.30 0| 0 0 0 3200 8.18 -0.37 43.67 0| 0 500 0 3600 10.22 -0.45 41.38 0| 0 0 0 4000 16.92 -0.62 38.74 0| 0 0 0 5000 25.17 -0.74 38.85 0| 0 0 0 6000 34.25 -0.81 40.61 0| 0 0 0 7000 43.62 -0.87 41.94 0| 0 0 0 8000 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 | | Total 0| 0 500 0 Indicative a-t-m Vol 43.27 Underlying Price 37.575 Time to expiry: 904 Days Jun 12 1.77 -0.08 55.26 0| 0 0 0 1600 2.80 -0.13 52.46 0| 0 0 0 2000 3.40 -0.15 51.17 0| 0 0 0 2200 4.07 -0.18 49.98 0| 0 0 0 2400 5.55 -0.24 47.70 0| 0 0 0 2800 7.28 -0.30 45.70 0| 0 0 0 3200 9.28 -0.36 44.20 0| 0 0 0 3600 11.28 -0.43 41.84 0| 0 0 0 4000 16.36 -0.56 39.43 0| 0 0 0 4800 25.82 -0.69 39.43 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.30 Underlying Price 37.575 Time to expiry: 1093 Days Dec 12 2.10 -0.09 54.62 0| 0 0 0 1600 3.25 -0.13 52.14 0| 0 0 0 2000 4.57 -0.18 49.55 0| 0 0 0 2400 7.90 -0.29 45.50 0| 0 0 0 3200 9.67 -0.35 42.95 0| 0 0 0 3600 11.77 -0.41 41.29 0| 0 0 0 4000 16.83 -0.53 39.20 0| 0 0 0 4800 26.08 -0.67 38.90 0| 0 0 0 6000 44.10 -0.80 41.99 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 43.23 Underlying Price 37.575 Time to expiry: 1457 Days Dec 13 2.88 -0.10 54.72 0| 0 0 0 1600 4.22 -0.14 52.34 0| 0 0 0 2000 5.60 -0.18 49.45 0| 0 0 0 2400 9.19 -0.27 46.31 0| 0 0 0 3200 12.99 -0.38 41.89 0| 0 0 0 4000 17.76 -0.49 39.40 0| 0 0 0 4800 26.76 -0.61 39.20 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.23 Underlying Price 37.575 Time to expiry: 1821 Days Dec 14 6.35 -0.18 49.45 0| 0 0 0 2400 9.97 -0.26 46.31 0| 0 0 0 3200 13.70 -0.36 41.89 0| 0 0 0 4000 18.29 -0.45 39.40 0| 0 0 0 4800 27.11 -0.57 39.20 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 550 43,334 +222 Grand Total 0| 2,022 123,258 +1,680 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 | | Saint Gobain European (SG3) Indicative a-t-m Vol 40.57 Underlying Price 37.575 Time to expiry: 85 Days Mar 10 21.60 1.00 58.00 0| 0 0 0 1600 19.45 1.00 59.81 0| 0 0 0 1817 18.63 0.99 59.78 0| 0 0 0 1900 17.65 0.99 59.37 0| 0 0 0 2000 16.67 0.99 58.67 0| 0 0 0 2100 15.89 0.98 57.94 0| 0 120 0 2180 14.73 0.97 56.65 0| 0 0 0 2300 13.77 0.96 55.46 0| 0 0 0 2400 12.41 0.95 53.63 0| 0 0 0 2544 10.05 0.91 50.29 0| 0 0 0 2800 9.10 0.89 48.94 0| 0 0 0 2907 8.30 0.86 47.75 0| 0 87 0 3000 7.55 0.84 46.59 0| 0 0 0 3089 6.11 0.78 44.77 0| 0 620 0 3271 4.81 0.70 43.20 0| 0 2,019 0 3452 3.67 0.61 41.65 0| 0 250 0 3634 3.29 0.57 40.99 0| 0 0 0 3700 2.77 0.52 40.28 0| 20,000 20,010 +20,000 3800 2.30 0.46 39.65 0| 0 0 0 3900 1.89 0.41 38.93 0| 0 0 0 4000 1.59 0.36 38.67 0| 0 420 0 4088 1.26 0.31 38.41 0| 0 0 0 4200 0.90 0.24 38.07 0| 0 56 0 4361 0.60 0.17 37.77 0| 0 50 0 4543 0.34 0.11 37.89 0| 0 5 0 4800 0.22 0.08 38.31 0| 0 0 0 4997 0.10 0.04 40.28 0| 0 20 0 5451 0.06 0.02 43.55 0| 0 0 0 5905 Total 0| 20,000 23,657 +20,000 Indicative a-t-m Vol 42.90 Underlying Price 37.575 Time to expiry: 267 Days Sep 10 24.79 0.99 67.00 0| 0 0 0 1200 22.38 0.98 63.52 0| 0 0 0 1454 19.02 0.95 58.90 0| 0 0 0 1817 17.38 0.93 56.79 0| 0 110 0 2000 15.82 0.91 54.87 0| 0 30 0 2180 13.98 0.88 52.71 0| 0 60 0 2400 12.82 0.86 51.44 0| 0 0 0 2544 10.09 0.78 48.40 0| 0 30 0 2907 8.85 0.74 47.16 0| 0 0 0 3089 7.70 0.69 45.83 0| 0 431 0 3271 6.66 0.64 44.90 0| 0 90 0 3452 5.71 0.59 44.09 0| 0 220 0 3634 4.84 0.54 42.50 0| 0 0 0 3800 4.01 0.48 41.74 0| 0 0 0 4000 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 | | 3.67 0.46 41.32 0| 0 0 0 4088 3.28 0.42 41.06 0| 0 0 0 4200 2.79 0.38 40.46 0| 0 0 0 4361 2.30 0.33 40.02 0| 0 5,126 0 4543 1.67 0.27 38.81 0| 0 0 0 4800 1.32 0.22 38.20 0| 0 0 0 4997 0.73 0.14 37.01 0| 0 0 0 5451 0.39 0.08 36.00 0| 0 80 0 5905 Total 0| 0 6,177 0 Indicative a-t-m Vol 38.73 Underlying Price 37.575 Time to expiry: 449 Days Mar 11 24.88 0.99 51.00 0| 0 0 0 1200 22.55 0.97 51.83 0| 0 0 0 1454 19.31 0.94 49.00 0| 0 0 0 1817 17.79 0.92 48.50 0| 0 0 0 2000 16.28 0.90 47.00 0| 0 0 0 2180 14.57 0.87 46.00 0| 0 0 0 2400 13.49 0.84 45.00 0| 0 0 0 2544 11.06 0.77 44.00 0| 0 0 0 2907 8.79 0.70 42.00 0| 0 0 0 3271 7.62 0.65 40.00 0| 0 0 0 3452 6.63 0.61 39.00 0| 0 0 0 3634 4.78 0.50 38.00 0| 0 0 0 4088 4.09 0.44 39.00 0| 0 0 0 4361 3.81 0.41 40.00 0| 0 0 0 4543 2.98 0.34 41.00 0| 0 0 0 4997 2.37 0.28 42.00 0| 0 0 0 5451 1.90 0.23 43.00 0| 0 0 0 5905 Total 0| 0 0 0 Indicative a-t-m Vol 44.33 Underlying Price 37.575 Time to expiry: 631 Days Sep 11 24.20 0.97 54.00 0| 0 0 0 1200 22.04 0.95 53.00 0| 0 0 0 1454 19.17 0.91 52.00 0| 0 0 0 1817 17.80 0.89 51.00 0| 0 0 0 2000 16.49 0.87 50.00 0| 0 0 0 2180 14.97 0.84 49.00 0| 0 0 0 2400 14.01 0.81 48.00 0| 0 0 0 2544 11.75 0.75 46.00 0| 0 0 0 2907 9.85 0.69 45.00 0| 0 0 0 3271 8.26 0.62 44.50 0| 0 20 0 3634 6.88 0.55 44.00 0| 0 30 0 4000 5.46 0.47 44.50 0| 0 0 0 4543 3.75 0.35 45.00 0| 0 0 0 5451 Total 0| 0 50 0 Indicative a-t-m Vol 40.45 Underlying Price 37.575 Time to expiry: 813 Days Mar 12 22.47 0.95 51.54 0| 0 0 0 1454 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 | | 20.03 0.90 53.44 0| 0 0 0 1817 18.77 0.88 52.50 0| 0 0 0 2000 17.52 0.86 51.26 0| 0 0 0 2180 16.05 0.83 49.60 0| 0 0 0 2400 12.78 0.76 45.45 0| 0 0 0 2907 11.01 0.71 43.20 0| 0 0 0 3200 8.79 0.63 40.86 0| 0 0 0 3634 7.24 0.57 39.65 0| 0 0 0 4000 5.56 0.48 38.92 0| 0 0 0 4543 4.08 0.37 40.66 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.79 Underlying Price 37.575 Time to expiry: 1002 Days Sep 12 22.17 0.93 54.67 0| 0 0 0 1454 19.72 0.89 53.09 0| 0 0 0 1817 18.58 0.87 52.53 0| 0 0 0 2000 17.47 0.85 51.51 0| 0 0 0 2180 16.06 0.82 49.72 0| 0 0 0 2400 12.95 0.75 45.54 0| 0 0 0 2907 11.50 0.71 44.24 0| 0 0 0 3200 9.25 0.64 41.18 0| 0 0 0 3634 7.79 0.58 40.04 0| 0 0 0 4000 6.60 0.52 39.21 0| 0 0 0 4361 5.58 0.46 39.20 0| 0 0 0 4800 4.78 0.40 41.15 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 41.86 Underlying Price 37.575 Time to expiry: 1177 Days Mar 13 22.63 0.93 54.00 0| 0 0 0 1454 20.36 0.89 53.00 0| 0 0 0 1817 19.22 0.87 52.00 0| 0 0 0 2000 18.16 0.85 51.00 0| 0 0 0 2180 16.81 0.83 49.45 0| 0 0 0 2400 13.84 0.76 45.60 0| 0 0 0 2907 10.43 0.66 42.27 0| 0 0 0 3634 8.95 0.60 41.05 0| 0 0 0 4000 7.83 0.56 40.37 0| 0 0 0 4361 6.64 0.50 39.82 0| 0 0 0 4800 5.39 0.43 39.91 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 45.36 Underlying Price 37.575 Time to expiry: 1366 Days Sep 13 20.91 0.91 51.00 0| 0 0 0 1600 18.64 0.87 50.00 0| 0 0 0 2000 16.52 0.82 48.59 0| 0 0 0 2400 12.91 0.72 46.27 0| 0 0 0 3200 10.14 0.63 44.96 0| 0 0 0 4000 8.04 0.54 44.06 0| 0 0 0 4800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.14 0.44 44.62 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.30 Underlying Price 37.575 Time to expiry: 1548 Days Mar 14 21.34 0.91 50.12 0| 0 0 0 1600 19.34 0.87 50.41 0| 0 0 0 2000 17.24 0.83 48.55 0| 0 0 0 2400 13.23 0.73 43.95 0| 0 0 0 3200 10.18 0.63 41.58 0| 0 0 0 4000 8.22 0.55 41.36 0| 0 0 0 4800 6.14 0.45 41.32 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.30 Underlying Price 37.575 Time to expiry: 1730 Days Sep 14 18.93 0.86 50.41 0| 0 0 0 2000 16.97 0.82 48.55 0| 0 0 0 2400 13.13 0.73 43.95 0| 0 0 0 3200 10.27 0.64 41.58 0| 0 0 0 4000 8.42 0.56 41.36 0| 0 0 0 4800 7.46 0.50 45.14 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 20,000 29,884 +20,000 | 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 | | Saint Gobain European (SG3) Indicative a-t-m Vol 40.57 Underlying Price 37.575 Time to expiry: 85 Days Mar 10 0.01 0.00 58.00 0| 0 8 0 1600 0.01 0.00 59.81 0| 0 0 0 1817 0.02 -0.01 59.78 0| 0 90 0 1900 0.04 -0.01 59.37 0| 0 40 0 2000 0.06 -0.01 58.67 0| 0 11 0 2100 0.08 -0.02 57.94 0| 0 0 0 2180 0.11 -0.03 56.65 0| 0 10 0 2300 0.16 -0.04 55.46 0| 0 210 0 2400 0.23 -0.05 53.63 0| 0 275 0 2544 0.43 -0.09 50.29 0| 0 300 0 2800 0.55 -0.11 48.94 0| 0 1,054 0 2907 0.67 -0.14 47.75 0| 0 0 0 3000 0.81 -0.16 46.59 0| 0 70 0 3089 1.19 -0.22 44.77 0| 0 610 0 3271 1.70 -0.30 43.20 0| 20 650 +20 3452 2.37 -0.39 41.65 0| 0 9,286 0 3634 2.65 -0.43 40.99 0| 0 0 0 3700 3.13 -0.48 40.28 0| 20,000 20,025 +20,000 3800 3.66 -0.54 39.65 0| 0 0 0 3900 4.25 -0.59 38.93 0| 0 0 0 4000 4.83 -0.64 38.67 0| 0 1,220 0 4088 5.62 -0.69 38.41 0| 0 0 0 4200 6.86 -0.76 38.07 0| 0 400 0 4361 8.38 -0.83 37.77 0| 0 1,000 0 4543 10.68 -0.89 37.89 0| 0 0 0 4800 12.53 -0.92 38.31 0| 0 0 0 4997 16.94 -0.96 40.28 0| 0 0 0 5451 21.44 -0.98 43.55 0| 0 195 0 5905 Total 0| 20,020 35,454 +20,020 Indicative a-t-m Vol 42.90 Underlying Price 37.575 Time to expiry: 267 Days Sep 10 0.11 -0.01 67.00 0| 0 10 0 1200 0.22 -0.02 63.52 0| 0 0 0 1454 0.46 -0.05 58.90 0| 0 10 0 1817 0.64 -0.07 56.79 0| 0 10 0 2000 0.86 -0.09 54.87 0| 0 0 0 2180 1.20 -0.12 52.71 0| 0 10 0 2400 1.47 -0.14 51.44 0| 0 430 0 2544 2.35 -0.22 48.40 0| 0 0 0 2907 2.91 -0.26 47.16 0| 0 210 0 3089 3.56 -0.31 45.83 0| 0 650 0 3271 4.32 -0.36 44.90 0| 0 20 0 3452 5.17 -0.41 44.09 0| 0 10 0 3634 5.95 -0.46 42.50 0| 0 40 0 3800 7.10 -0.52 41.74 0| 0 0 0 4000 7.64 -0.54 41.32 0| 0 40 0 4088 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 | | 8.35 -0.58 41.06 0| 0 0 0 4200 9.46 -0.62 40.46 0| 0 20 0 4361 10.78 -0.67 40.02 0| 0 5,000 0 4543 12.70 -0.73 38.81 0| 0 0 0 4800 14.30 -0.78 38.20 0| 0 500 0 4997 18.22 -0.86 37.01 0| 0 170 0 5451 22.38 -0.92 36.00 0| 0 0 0 5905 Total 0| 0 7,130 0 Indicative a-t-m Vol 38.73 Underlying Price 37.575 Time to expiry: 449 Days Mar 11 0.10 -0.01 51.00 0| 0 0 0 1200 0.27 -0.03 51.83 0| 0 0 0 1454 0.60 -0.06 49.00 0| 0 0 0 1817 0.87 -0.08 48.50 0| 0 400 0 2000 1.13 -0.10 47.00 0| 0 0 0 2180 1.59 -0.13 46.00 0| 0 0 0 2400 1.92 -0.16 45.00 0| 0 0 0 2544 3.06 -0.23 44.00 0| 0 0 0 2907 4.37 -0.30 42.00 0| 0 49 0 3271 4.97 -0.35 40.00 0| 0 0 0 3452 5.77 -0.39 39.00 0| 0 0 0 3634 8.39 -0.50 38.00 0| 0 0 0 4088 10.39 -0.56 39.00 0| 0 0 0 4361 11.89 -0.59 40.00 0| 0 0 0 4543 15.53 -0.66 41.00 0| 0 0 0 4997 19.38 -0.72 42.00 0| 0 0 0 5451 23.37 -0.77 43.00 0| 0 0 0 5905 Total 0| 0 449 0 Indicative a-t-m Vol 44.33 Underlying Price 37.575 Time to expiry: 631 Days Sep 11 0.35 -0.03 54.00 0| 0 0 0 1200 0.65 -0.05 53.00 0| 0 0 0 1454 1.31 -0.09 52.00 0| 0 0 0 1817 1.72 -0.11 51.00 0| 0 0 0 2000 2.16 -0.13 50.00 0| 0 0 0 2180 2.78 -0.16 49.00 0| 0 0 0 2400 3.22 -0.19 48.00 0| 0 0 0 2544 4.48 -0.25 46.00 0| 0 0 0 2907 6.11 -0.31 45.00 0| 0 0 0 3271 8.06 -0.38 44.50 0| 0 0 0 3634 10.23 -0.45 44.00 0| 0 0 0 4000 14.08 -0.53 44.50 0| 0 0 0 4543 21.19 -0.65 45.00 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 44.24 Underlying Price 37.575 Time to expiry: 813 Days Mar 12 0.95 -0.06 52.59 0| 0 0 0 1454 1.81 -0.10 52.18 0| 0 0 0 1817 2.28 -0.12 51.28 0| 0 90 0 2000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.80 -0.14 50.44 0| 0 0 0 2180 3.52 -0.17 49.52 0| 0 0 0 2400 5.42 -0.24 47.30 0| 0 0 0 2907 6.66 -0.29 45.98 0| 0 0 0 3200 8.82 -0.36 44.56 0| 0 0 0 3634 10.89 -0.42 43.63 0| 0 0 0 4000 14.31 -0.50 42.50 0| 0 0 0 4543 20.97 -0.62 41.59 0| 0 0 0 5451 Total 0| 0 90 0 Indicative a-t-m Vol 44.24 Underlying Price 37.575 Time to expiry: 1002 Days Sep 12 1.52 -0.07 55.00 0| 0 0 0 1454 2.35 -0.11 51.94 0| 0 0 0 1817 2.92 -0.13 51.41 0| 0 0 0 2000 3.54 -0.15 50.76 0| 0 0 0 2180 4.29 -0.18 49.64 0| 0 0 0 2400 6.28 -0.25 47.22 0| 0 0 0 2907 7.55 -0.29 45.55 0| 0 0 0 3200 9.84 -0.35 44.54 0| 0 0 0 3634 11.92 -0.41 43.67 0| 0 0 0 4000 14.14 -0.46 42.70 0| 0 0 0 4361 17.09 -0.52 42.00 0| 0 0 0 4800 21.98 -0.59 41.99 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 45.07 Underlying Price 37.575 Time to expiry: 1177 Days Mar 13 1.74 -0.07 54.00 0| 0 0 0 1454 2.84 -0.11 53.00 0| 0 0 0 1817 3.39 -0.13 52.00 0| 0 0 0 2000 4.01 -0.15 51.00 0| 0 0 0 2180 4.68 -0.17 49.38 0| 0 0 0 2400 6.73 -0.24 47.16 0| 0 0 0 2907 10.47 -0.33 45.40 0| 0 150 0 3634 12.49 -0.38 44.42 0| 0 0 0 4000 14.71 -0.43 43.61 0| 0 0 0 4361 17.65 -0.48 43.34 0| 0 0 0 4800 22.42 -0.54 43.41 0| 0 0 0 5451 Total 0| 0 150 0 Indicative a-t-m Vol 45.29 Underlying Price 37.575 Time to expiry: 1366 Days Sep 13 2.30 -0.09 51.00 0| 0 0 0 1600 3.66 -0.13 50.00 0| 0 0 0 2000 5.18 -0.18 48.53 0| 0 0 0 2400 8.87 -0.28 46.26 0| 0 0 0 3200 13.37 -0.37 44.86 0| 0 0 0 4000 18.50 -0.46 43.69 0| 0 0 0 4800 27.29 -0.57 43.26 0| 0 0 0 6000 Total 0| 0 0 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 36 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 44.99 Underlying Price 37.575 Time to expiry: 1548 Days Mar 14 2.41 -0.09 49.81 0| 0 0 0 1600 3.89 -0.13 49.49 0| 0 0 0 2000 5.50 -0.17 48.49 0| 0 0 0 2400 9.12 -0.26 46.02 0| 0 0 0 3200 13.51 -0.35 44.55 0| 0 0 0 4000 18.57 -0.43 43.65 0| 0 0 0 4800 26.91 -0.54 42.37 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 44.99 Underlying Price 37.575 Time to expiry: 1730 Days Sep 14 4.27 -0.14 49.49 0| 0 0 0 2000 5.96 -0.18 48.49 0| 0 0 0 2400 9.62 -0.26 46.02 0| 0 0 0 3200 14.08 -0.35 44.55 0| 0 0 0 4000 19.10 -0.42 43.65 0| 0 0 0 4800 27.72 -0.52 43.85 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 20,020 43,273 +20,020 Grand Total 0| 40,020 73,157 +40,020 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 37 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis (100) (SA1) Indicative a-t-m Vol 19.04 Underlying Price 55.410 Time to expiry: 22 Days Jan 10 13.42 1.00 30.00 0| 0 0 0 4200 11.42 1.00 27.45 0| 0 0 0 4400 9.43 1.00 25.33 0| 0 50 0 4600 7.43 0.99 22.98 0| 0 200 0 4800 6.44 0.99 21.53 0| 0 44 0 4900 5.49 0.96 24.43 0| 0 5 0 5000 3.60 0.89 21.59 0| 0 561 0 5200 1.91 0.71 19.14 0| 0 104 0 5400 0.87 0.80 0.42 19.01 0.87 0.87 50| 4 286 +3 5600 0.24 0.17 18.86 0| 0 0 0 5800 0.06 0.06 19.58 0| 0 376 0 6000 0.01 0.00 19.15 0| 0 0 0 6400 0.01 0.00 20.00 0| 0 0 0 6800 Total 50| 4 1,626 +3 Indicative a-t-m Vol 21.75 Underlying Price 55.410 Time to expiry: 57 Days Feb 10 11.51 0.98 30.00 0| 0 0 0 4400 9.54 0.97 26.65 0| 0 0 0 4600 7.63 0.93 25.20 0| 0 3 0 4800 6.70 0.91 24.52 0| 0 0 0 4900 5.82 0.87 24.14 0| 0 0 0 5000 4.16 0.77 22.92 0| 0 45 0 5200 2.75 0.64 22.14 0| 0 86 0 5400 1.66 0.47 21.59 0| 0 111 0 5600 0.93 0.32 21.50 0| 2 2,002 +2 5800 0.47 0.19 21.33 0| 0 1,604 0 6000 0.10 0.05 21.62 0| 0 0 0 6400 0.05 0.02 25.00 0| 0 0 0 6800 Total 0| 2 3,851 +2 Indicative a-t-m Vol 22.15 Underlying Price 55.410 Time to expiry: 85 Days Mar 10 27.46 1.00 40.00 0| 0 3 0 2800 23.46 1.00 36.61 0| 0 0 0 3200 19.48 1.00 33.12 0| 0 0 0 3600 17.49 0.99 31.47 0| 0 11 0 3800 15.50 0.99 29.91 0| 0 10 0 4000 13.53 0.98 28.47 0| 0 59 0 4200 11.58 0.97 27.16 0| 0 292 0 4400 9.68 0.94 26.15 0| 0 11,394 0 4600 7.84 0.90 25.01 0| 0 2,158 0 4800 6.12 0.83 24.04 0| 0 2 0 5000 4.55 0.74 23.17 0| 0 4,870 0 5200 3.20 0.62 22.45 0| 0 0 0 5400 2.14 0.49 22.02 0| 0 6,250 0 5600 1.33 0.36 21.62 0| 0 0 0 5800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.79 0.24 21.50 0| 65 74 +65 6000 0.25 0.10 21.63 0| 0 2,282 0 6400 0.07 0.03 21.84 0| 0 0 0 6800 0.02 0.01 22.45 0| 0 0 0 7200 0.01 0.00 25.00 0| 0 0 0 8000 Total 0| 65 27,405 +65 Indicative a-t-m Vol 24.12 Underlying Price 55.410 Time to expiry: 176 Days Jun 10 31.49 1.00 36.00 0| 0 0 0 2400 27.50 1.00 34.29 0| 0 0 0 2800 23.52 1.00 32.47 0| 0 0 0 3200 19.54 1.00 30.73 0| 0 0 0 3600 15.60 0.98 29.14 0| 0 24 0 4000 13.67 0.97 28.40 0| 0 98 0 4200 11.78 0.94 27.71 0| 0 718 0 4400 9.99 0.90 27.56 0| 0 13 0 4600 8.26 0.85 26.63 0| 0 2,100 0 4800 5.20 0.70 25.01 0| 0 4,086 0 5200 2.91 0.50 23.96 0| 0 1,039 0 5600 1.50 0.31 23.70 0| 0 2,016 0 6000 0.67 0.17 23.13 0| 2 2,531 +2 6400 0.11 0.04 22.79 0| 0 102 0 7200 0.01 0.00 22.00 0| 0 100 0 8000 0.01 0.00 25.00 0| 0 0 0 12000 Total 0| 2 12,827 +2 Indicative a-t-m Vol 24.65 Underlying Price 55.410 Time to expiry: 267 Days Sep 10 19.58 0.99 32.00 0| 0 0 0 3600 15.70 0.97 29.97 0| 0 0 0 4000 11.98 0.91 28.23 0| 0 0 0 4400 10.23 0.87 27.47 0| 0 0 0 4600 8.62 0.81 26.98 0| 0 52 0 4800 5.76 0.67 25.48 0| 0 1 0 5200 3.60 0.50 24.51 0| 0 4,264 0 5600 2.12 0.34 23.97 0| 0 0 0 6000 1.22 0.22 23.60 0| 0 33 0 6400 0.35 0.08 23.09 0| 0 0 0 7200 0.10 0.03 23.16 0| 0 0 0 8000 Total 0| 0 4,350 0 Indicative a-t-m Vol 24.88 Underlying Price 55.410 Time to expiry: 358 Days Dec 10 31.50 1.00 32.00 0| 0 0 0 2400 23.54 1.00 29.81 0| 0 0 0 3200 15.72 0.96 27.90 0| 0 1,301 0 4000 12.11 0.89 27.09 0| 0 5,004 0 4400 9.05 0.77 27.07 0| 0 3,756 0 4800 7.61 0.71 26.29 0| 0 3,042 0 5000 6.37 0.64 25.72 0| 0 1,149 0 5200 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 | | 4.28 0.50 24.73 0| 0 3,538 0 5600 2.78 0.37 23.97 0| 0 1,670 0 6000 1.75 0.26 23.60 0| 0 140 0 6400 0.90 0.15 23.61 0| 0 50 0 7000 0.27 0.06 23.67 0| 0 20 0 8000 0.05 0.01 22.43 0| 0 4 0 9000 0.01 0.00 22.06 0| 0 0 0 12000 0.01 0.00 23.00 0| 0 0 0 16000 Total 0| 0 19,674 0 Indicative a-t-m Vol 27.33 Underlying Price 55.410 Time to expiry: 540 Days Jun 11 31.52 1.00 34.16 0| 0 0 0 2400 23.57 1.00 32.26 0| 0 0 0 3200 15.90 0.94 29.18 0| 0 0 0 4000 12.54 0.85 28.49 0| 0 0 0 4400 9.80 0.73 28.29 0| 0 750 0 4800 5.68 0.52 27.26 0| 0 0 0 5600 4.09 0.42 26.37 0| 0 2,000 0 6000 0.74 0.11 25.27 0| 0 0 0 8000 Total 0| 0 2,750 0 Indicative a-t-m Vol 26.40 Underlying Price 55.410 Time to expiry: 722 Days Dec 11 31.55 1.00 34.47 0| 0 0 0 2400 23.62 0.99 31.98 0| 0 0 0 3200 16.14 0.91 28.91 0| 0 3,000 0 4000 12.99 0.82 28.20 0| 0 0 0 4400 10.30 0.72 27.34 0| 0 26 0 4800 9.15 0.67 27.02 0| 0 1,020 0 5000 6.35 0.53 26.34 0| 0 1,000 0 5600 4.81 0.44 25.60 0| 0 3,500 0 6000 2.27 0.26 24.36 0| 0 50 0 7000 1.06 0.14 23.91 0| 0 0 0 8000 0.51 0.08 23.91 0| 0 0 0 9000 0.10 0.02 25.59 0| 0 0 0 12000 0.04 0.01 29.88 0| 0 0 0 16000 Total 0| 0 8,596 0 Indicative a-t-m Vol 28.92 Underlying Price 55.410 Time to expiry: 904 Days Jun 12 31.55 1.00 35.80 0| 0 0 0 2400 23.65 0.99 34.07 0| 0 0 0 3200 16.60 0.87 32.37 0| 0 0 0 4000 13.69 0.78 31.10 0| 0 0 0 4400 11.20 0.70 30.03 0| 0 0 0 4800 7.47 0.55 28.83 0| 0 0 0 5600 5.93 0.47 28.00 0| 0 1 0 6000 1.76 0.19 26.03 0| 0 0 0 8000 Total 0| 0 1 0 Indicative a-t-m Vol 28.96 Underlying Price 55.410 Time to expiry: 1093 Days Dec 12 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 31.58 1.00 44.97 0| 0 0 0 2400 23.77 0.97 36.13 0| 0 0 0 3200 17.15 0.84 33.40 0| 0 0 0 4000 12.09 0.69 30.86 0| 0 50 0 4800 8.26 0.55 28.80 0| 0 0 0 5600 6.75 0.49 28.08 0| 0 56 0 6000 2.28 0.23 25.67 0| 0 0 0 8000 0.17 0.03 22.83 0| 0 0 0 12000 Total 0| 0 106 0 Indicative a-t-m Vol 29.43 Underlying Price 55.410 Time to expiry: 1457 Days Dec 13 31.61 1.00 45.62 0| 0 0 0 2400 23.86 0.97 37.00 0| 0 0 0 3200 17.60 0.82 34.00 0| 0 0 0 4000 12.60 0.69 30.40 0| 0 1 0 4800 7.89 0.52 28.83 0| 0 0 0 6000 3.43 0.29 26.98 0| 0 0 0 8000 0.50 0.06 24.23 0| 0 0 0 12000 Total 0| 0 1 0 Indicative a-t-m Vol 30.69 Underlying Price 55.410 Time to expiry: 1821 Days Dec 14 18.06 0.81 35.26 0| 0 0 0 4000 13.39 0.70 31.66 0| 0 0 0 4800 9.01 0.54 30.09 0| 0 0 0 6000 4.56 0.34 28.24 0| 0 0 0 8000 1.01 0.10 25.49 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 50| 73 81,187 +72 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 41 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis (100) (SA1) Indicative a-t-m Vol 18.60 Underlying Price 55.410 Time to expiry: 22 Days Jan 10 0.01 0.00 30.00 0| 0 0 0 4200 0.01 0.00 27.97 0| 0 0 0 4400 0.01 0.00 25.85 0| 0 28 0 4600 0.01 -0.01 23.96 0| 0 163 0 4800 0.02 -0.02 23.12 0| 0 106 0 4900 0.06 -0.04 24.43 0| 0 354 0 5000 0.15 -0.11 20.81 0| 0 29 0 5200 0.50 0.49 -0.29 19.15 0.50 0.50 5| 0 29 0 5400 1.34 -0.58 18.36 0| 0 3 0 5600 2.79 -0.84 18.18 0| 0 0 0 5800 4.51 4.61 -0.97 17.40 4.51 4.51 75| 0 0 0 6000 8.59 -0.99 24.55 0| 0 0 0 6400 12.59 -1.00 20.00 0| 0 0 0 6800 Total 80| 0 712 0 Indicative a-t-m Vol 21.97 Underlying Price 55.410 Time to expiry: 57 Days Feb 10 0.06 -0.02 30.00 0| 0 1 0 4400 0.13 -0.05 28.96 0| 0 6 0 4600 0.19 -0.07 25.93 0| 0 6 0 4800 0.28 -0.10 25.39 0| 0 0 0 4900 0.38 -0.13 24.50 0| 0 0 0 5000 0.73 -0.23 23.34 0| 1 2,044 +1 5200 1.22 1.31 -0.37 22.36 1.22 1.22 10| 0 15 0 5400 2.22 -0.53 21.80 0| 0 0 0 5600 3.47 -0.69 21.47 0| 0 0 0 5800 5.02 -0.81 21.33 0| 0 0 0 6000 8.66 -0.95 21.63 0| 0 0 0 6400 12.61 -0.98 25.00 0| 0 0 0 6800 Total 10| 1 2,072 +1 Indicative a-t-m Vol 22.46 Underlying Price 55.410 Time to expiry: 85 Days Mar 10 0.01 0.00 40.00 0| 0 445 0 2800 0.01 0.00 39.20 0| 0 156 0 3200 0.02 -0.01 36.50 0| 0 6,017 0 3600 0.03 -0.01 34.86 0| 0 1,071 0 3800 0.06 -0.02 33.16 0| 0 781 0 4000 0.12 -0.03 32.72 0| 0 10,428 0 4200 0.17 -0.05 30.20 0| 0 2,285 0 4400 0.25 -0.07 27.84 0| 0 14,907 0 4600 0.42 -0.11 26.30 0| 3 4,631 0 4800 0.68 -0.18 24.89 0| 0 1,189 0 5000 1.08 1.12 -0.27 23.88 1.08 1.08 1| 0 1,042 0 5200 1.75 -0.38 22.91 0| 20 20 +20 5400 2.67 -0.51 22.27 0| 0 108 0 5600 3.88 -0.64 22.09 0| 0 0 0 5800 5.33 -0.76 21.82 0| 0 8 0 6000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.80 -0.90 22.17 0| 0 10 0 6400 12.62 -0.97 22.48 0| 0 0 0 6800 16.59 -1.00 21.95 0| 0 0 0 7200 24.59 -1.00 25.00 0| 0 0 0 8000 Total 1| 23 43,098 +20 Indicative a-t-m Vol 23.09 Underlying Price 55.410 Time to expiry: 176 Days Jun 10 0.01 0.00 36.00 0| 0 110 0 2400 0.02 0.00 36.42 0| 0 0 0 2800 0.07 -0.01 35.08 0| 0 106 0 3200 0.22 -0.04 34.52 0| 0 102 0 3600 0.43 -0.08 31.04 0| 0 215 0 4000 0.57 -0.10 29.18 0| 10 86 +10 4200 0.81 -0.14 28.01 0| 0 1,048 0 4400 1.12 -0.19 26.68 0| 0 51 0 4600 1.57 -0.25 25.71 0| 0 564 0 4800 2.92 2.90 -0.41 23.93 2.92 2.92 1| 120 3,201 +91 5200 5.01 -0.60 22.94 0| 0 0 0 5600 7.84 -0.76 22.29 0| 0 0 0 6000 11.09 -0.90 20.03 0| 0 130 0 6400 18.76 -0.99 18.39 0| 0 100 0 7200 26.71 -1.00 17.69 0| 0 0 0 8000 66.58 -1.00 25.00 0| 0 134 0 12000 Total 1| 130 5,847 +101 Indicative a-t-m Vol 24.42 Underlying Price 55.410 Time to expiry: 267 Days Sep 10 0.43 -0.06 32.66 0| 0 30 0 3600 0.78 -0.11 30.15 0| 30 30 +30 4000 1.40 -0.18 28.37 0| 0 0 0 4400 1.83 -0.23 27.52 0| 0 33 0 4600 2.35 -0.28 26.47 0| 0 579 0 4800 3.83 -0.41 25.09 0| 0 0 0 5200 5.93 -0.55 24.30 0| 0 1,010 0 5600 8.62 -0.69 23.94 0| 0 0 0 6000 11.77 -0.80 23.50 0| 0 10 0 6400 19.01 -0.93 23.77 0| 0 50 0 7200 26.78 -0.97 25.00 0| 0 0 0 8000 Total 0| 30 1,742 +30 Indicative a-t-m Vol 25.31 Underlying Price 55.410 Time to expiry: 358 Days Dec 10 0.04 -0.01 35.00 0| 0 0 0 2400 0.28 -0.04 32.05 0| 0 1,030 0 3200 1.20 -0.13 30.33 0| 0 2,405 0 4000 1.94 -0.20 28.54 0| 0 3,132 0 4400 3.05 -0.29 27.11 0| 0 4,977 0 4800 3.77 -0.35 26.55 0| 0 1,648 0 5000 4.62 -0.41 25.96 0| 100 152 +49 5200 6.69 -0.53 25.20 0| 0 502 0 5600 9.28 -0.64 24.68 0| 0 1,405 0 6000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.27 -0.75 24.27 0| 0 1 0 6400 17.31 -0.87 23.37 0| 0 0 0 7000 26.80 -0.96 23.88 0| 0 0 0 8000 36.62 -1.00 22.29 0| 0 0 0 9000 66.60 -0.98 39.81 0| 0 0 0 12000 106.33 -1.00 23.00 0| 0 0 0 16000 Total 0| 100 15,252 +49 Indicative a-t-m Vol 27.26 Underlying Price 55.410 Time to expiry: 540 Days Jun 11 0.27 -0.03 37.00 0| 0 0 0 2400 0.84 -0.08 32.50 0| 0 0 0 3200 2.32 -0.19 30.26 0| 0 0 0 4000 3.54 -0.26 29.51 0| 0 0 0 4400 5.09 -0.35 28.68 0| 0 750 0 4800 9.22 -0.53 27.15 0| 0 0 0 5600 11.76 -0.62 26.37 0| 0 0 0 6000 28.52 -0.89 26.50 0| 0 0 0 8000 Total 0| 0 750 0 Indicative a-t-m Vol 29.60 Underlying Price 55.410 Time to expiry: 722 Days Dec 11 0.45 -0.04 35.98 0| 0 0 0 2400 1.48 -0.10 34.13 0| 0 500 0 3200 3.43 -0.21 32.41 0| 0 0 0 4000 4.79 -0.27 31.55 0| 0 0 0 4400 6.44 -0.34 30.81 0| 0 776 0 4800 7.36 -0.38 30.47 0| 0 750 0 5000 10.59 -0.49 29.50 0| 0 1,000 0 5600 13.05 -0.56 28.84 0| 0 0 0 6000 20.40 -0.72 28.03 0| 0 2 0 7000 29.06 -0.81 28.81 0| 0 24 0 8000 38.24 -0.87 30.00 0| 0 0 0 9000 66.60 -0.97 29.24 0| 0 1 0 12000 106.33 -0.95 44.77 0| 0 1 0 16000 Total 0| 0 3,054 0 Indicative a-t-m Vol 28.68 Underlying Price 55.410 Time to expiry: 904 Days Jun 12 0.89 -0.06 37.14 0| 0 0 0 2400 2.23 -0.13 34.34 0| 0 0 0 3200 4.32 -0.23 31.64 0| 0 0 0 4000 5.76 -0.30 30.64 0| 0 0 0 4400 7.48 -0.36 29.75 0| 0 0 0 4800 11.83 -0.50 28.59 0| 0 0 0 5600 14.40 -0.56 28.25 0| 0 0 0 6000 29.42 -0.83 25.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 29.84 Underlying Price 55.410 Time to expiry: 1093 Days Dec 12 1.41 -0.07 39.18 0| 0 0 0 2400 2.95 -0.14 35.81 0| 0 0 0 3200 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 | | 5.40 -0.24 33.65 0| 0 500 0 4000 8.58 -0.35 31.52 0| 0 0 0 4800 12.70 -0.47 29.70 0| 0 0 0 5600 15.29 -0.53 29.65 0| 0 5 0 6000 30.38 -0.75 28.96 0| 0 0 0 8000 67.57 -0.85 37.84 0| 0 0 0 12000 Total 0| 0 505 0 Indicative a-t-m Vol 28.93 Underlying Price 55.410 Time to expiry: 1457 Days Dec 13 2.74 -0.10 42.90 0| 0 0 0 2400 4.43 -0.16 37.56 0| 0 0 0 3200 6.44 -0.25 32.72 0| 0 0 0 4000 9.51 -0.36 29.86 0| 0 0 0 4800 16.23 -0.52 28.35 0| 0 0 0 6000 30.55 -0.73 26.87 0| 0 0 0 8000 67.61 -0.81 37.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 30.82 Underlying Price 55.410 Time to expiry: 1821 Days Dec 14 8.07 -0.25 34.61 0| 0 0 0 4000 11.22 -0.35 31.75 0| 0 0 0 4800 17.86 -0.48 30.24 0| 0 0 0 6000 31.47 -0.67 28.76 0| 0 0 0 8000 67.71 -0.78 38.43 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 92| 284 73,032 +201 Grand Total 142| 357 154,219 +273 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis European (ex Sanofi Synthelabo Euro (SA3) Indicative a-t-m Vol 22.15 Underlying Price 55.410 Time to expiry: 85 Days Mar 10 31.45 1.00 42.56 0| 0 0 0 2400 27.46 1.00 40.00 0| 0 0 0 2800 23.46 1.00 36.61 0| 0 0 0 3200 19.48 1.00 33.12 0| 0 0 0 3600 17.49 0.99 31.47 0| 0 30 0 3800 15.50 0.99 29.91 0| 0 0 0 4000 13.53 0.98 28.47 0| 0 431 0 4200 11.58 0.97 27.16 0| 0 1,000 0 4400 9.68 0.94 26.15 0| 0 30 0 4600 7.84 0.90 25.01 0| 0 0 0 4800 6.12 0.83 24.04 0| 0 28 0 5000 4.55 0.74 23.17 0| 0 255 0 5200 3.20 0.62 22.45 0| 0 0 0 5400 2.14 0.49 22.02 0| 0 6,075 0 5600 1.33 0.36 21.62 0| 0 0 0 5800 0.79 0.24 21.50 0| 0 190 0 6000 0.25 0.10 21.63 0| 0 1,000 0 6400 0.07 0.03 21.84 0| 0 0 0 6800 0.03 0.02 22.03 0| 0 0 0 7000 0.01 0.00 25.00 0| 0 2,477 0 8000 Total 0| 0 11,516 0 Indicative a-t-m Vol 24.65 Underlying Price 55.410 Time to expiry: 267 Days Sep 10 21.48 0.97 34.37 0| 0 0 0 3200 17.70 0.94 32.00 0| 0 0 0 3600 14.11 0.90 29.97 0| 0 0 0 4000 10.76 0.82 28.23 0| 0 0 0 4400 9.21 0.78 27.47 0| 0 0 0 4600 7.82 0.72 26.98 0| 0 120 0 4800 6.50 0.66 26.16 0| 0 14,310 0 5000 5.32 0.59 25.48 0| 0 500 0 5200 3.40 0.45 24.51 0| 0 501 0 5600 2.05 0.32 23.97 0| 0 500 0 6000 1.20 0.22 23.60 0| 0 50 0 6400 0.47 0.10 23.08 0| 0 1,090 0 7000 0.10 0.03 23.16 0| 0 20,000 0 8000 Total 0| 0 37,071 0 Indicative a-t-m Vol 25.38 Underlying Price 55.410 Time to expiry: 449 Days Mar 11 29.58 0.98 38.30 0| 0 0 0 2400 21.98 0.95 31.50 0| 0 0 0 3200 18.35 0.92 29.48 0| 0 0 0 3600 14.96 0.87 28.00 0| 0 0 0 4000 11.85 0.80 26.91 0| 0 0 0 4400 9.14 0.71 26.06 0| 0 0 0 4800 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.20 0.66 27.00 0| 0 0 0 5000 5.04 0.50 25.20 0| 0 0 0 5600 3.57 0.40 24.66 0| 0 100 0 6000 1.41 0.20 24.12 0| 0 4 0 7000 0.51 0.09 23.88 0| 0 16 0 8000 0.17 0.03 23.79 0| 0 0 0 9000 0.06 0.01 23.76 0| 0 0 0 10000 0.01 0.00 23.76 0| 0 0 0 12000 0.01 0.00 23.56 0| 0 0 0 16000 Total 0| 0 120 0 Indicative a-t-m Vol 27.42 Underlying Price 55.410 Time to expiry: 631 Days Sep 11 27.75 0.97 37.02 0| 0 1 0 2400 20.82 0.91 34.14 0| 0 0 0 3200 17.55 0.86 32.26 0| 0 0 0 3600 14.55 0.81 30.81 0| 0 0 0 4000 11.85 0.74 29.59 0| 0 0 0 4400 9.50 0.66 28.72 0| 0 0 0 4800 8.45 0.62 28.35 0| 0 0 0 5000 5.79 0.49 27.31 0| 0 0 0 5600 4.50 0.42 27.12 0| 0 0 0 6000 2.07 0.24 25.61 0| 0 0 0 7000 0.86 0.12 24.57 0| 0 0 0 8000 0.36 0.06 24.11 0| 0 0 0 9000 0.16 0.03 24.02 0| 0 0 0 10000 0.03 0.01 24.06 0| 0 0 0 12000 0.01 0.00 26.20 0| 0 0 0 16000 Total 0| 0 1 0 Indicative a-t-m Vol 27.50 Underlying Price 55.410 Time to expiry: 813 Days Mar 12 28.20 0.96 35.34 0| 0 0 0 2400 21.63 0.90 33.52 0| 0 0 0 3200 18.57 0.85 32.13 0| 0 0 0 3600 15.75 0.80 30.99 0| 0 0 0 4000 13.17 0.74 29.96 0| 0 0 0 4400 10.84 0.67 28.94 0| 0 0 0 4800 9.75 0.64 28.44 0| 0 0 0 5000 7.06 0.53 27.40 0| 0 0 0 5600 5.58 0.45 26.79 0| 0 0 0 6000 2.94 0.29 25.41 0| 0 0 0 7000 1.38 0.17 24.09 0| 0 0 0 8000 0.66 0.09 23.63 0| 0 0 0 9000 0.33 0.05 23.51 0| 0 0 0 10000 0.08 0.01 23.46 0| 0 0 0 12000 0.01 0.00 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.15 Underlying Price 55.410 Time to expiry: 1002 Days Sep 12 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 26.33 0.95 32.64 0| 0 0 0 2400 20.20 0.88 32.12 0| 0 0 0 3200 14.94 0.77 30.78 0| 0 10 0 4000 10.59 0.65 29.34 0| 0 20 0 4800 7.24 0.52 28.06 0| 0 0 0 5600 5.88 0.45 27.47 0| 0 0 0 6000 1.92 0.20 25.71 0| 0 0 0 8000 0.25 0.04 25.60 0| 0 0 0 12000 Total 0| 0 30 0 Indicative a-t-m Vol 29.00 Underlying Price 55.410 Time to expiry: 1177 Days Mar 13 26.94 0.94 33.42 0| 0 0 0 2400 21.07 0.87 32.42 0| 0 0 0 3200 15.98 0.77 30.98 0| 0 0 0 4000 11.77 0.66 29.75 0| 0 0 0 4800 7.22 0.49 28.53 0| 0 0 0 6000 2.96 0.26 27.09 0| 0 0 0 8000 0.61 0.07 27.09 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 28.75 Underlying Price 55.410 Time to expiry: 1366 Days Sep 13 25.38 0.93 34.07 0| 0 0 0 2400 19.96 0.85 33.00 0| 0 0 0 3200 15.33 0.75 31.65 0| 0 10 0 4000 11.35 0.65 29.84 0| 0 0 0 4800 6.95 0.48 28.07 0| 0 0 0 6000 3.00 0.26 26.75 0| 0 0 0 8000 0.94 0.10 28.53 0| 0 0 0 12000 Total 0| 0 10 0 Indicative a-t-m Vol 28.80 Underlying Price 55.410 Time to expiry: 1548 Days Mar 14 26.64 0.91 38.67 0| 0 0 0 2400 21.36 0.84 35.55 0| 0 0 0 3200 16.53 0.76 32.60 0| 0 0 0 4000 12.38 0.66 30.00 0| 0 0 0 4800 7.87 0.51 28.05 0| 0 0 0 6000 3.72 0.30 26.95 0| 0 0 0 8000 2.00 0.16 31.65 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 28.80 Underlying Price 55.410 Time to expiry: 1730 Days Sep 14 20.15 0.83 35.55 0| 0 0 0 3200 15.69 0.75 32.60 0| 0 0 0 4000 11.76 0.65 30.00 0| 0 0 0 4800 7.58 0.50 28.05 0| 0 0 0 6000 3.72 0.30 26.95 0| 0 0 0 8000 1.96 0.17 30.93 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 48 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total Calls 0| 0 48,748 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis European (ex Sanofi Synthelabo Euro (SA3) Indicative a-t-m Vol 22.46 Underlying Price 55.410 Time to expiry: 85 Days Mar 10 0.01 0.00 37.09 0| 0 100 0 2400 0.01 0.00 40.00 0| 0 0 0 2800 0.01 0.00 39.20 0| 0 20 0 3200 0.02 -0.01 36.50 0| 0 30 0 3600 0.03 -0.01 34.86 0| 0 250 0 3800 0.06 -0.02 33.16 0| 0 130 0 4000 0.12 -0.03 32.72 0| 0 765 0 4200 0.17 -0.05 30.20 0| 0 247 0 4400 0.25 -0.07 27.84 0| 0 1,424 0 4600 0.42 -0.11 26.30 0| 0 218 0 4800 0.68 -0.18 24.89 0| 0 5,831 0 5000 1.12 -0.27 23.88 0| 100 122 -100 5200 1.75 -0.38 22.91 0| 0 0 0 5400 2.66 -0.51 22.27 0| 100 160 +100 5600 3.87 -0.64 22.09 0| 0 0 0 5800 5.31 -0.75 21.82 0| 0 60 0 6000 8.76 -0.90 22.17 0| 0 260 0 6400 12.53 -0.97 21.13 0| 0 0 0 6800 14.50 -0.99 21.46 0| 0 30 0 7000 24.46 -1.00 25.00 0| 0 0 0 8000 Total 0| 200 9,647 0 Indicative a-t-m Vol 24.42 Underlying Price 55.410 Time to expiry: 267 Days Sep 10 0.23 -0.03 35.34 0| 0 100 0 3200 0.43 -0.06 32.66 0| 0 502 0 3600 0.78 -0.11 30.15 0| 0 11,038 0 4000 1.40 -0.18 28.37 0| 0 143 0 4400 1.82 -0.22 27.52 0| 0 591 0 4600 2.34 -0.28 26.47 0| 0 0 0 4800 3.03 -0.34 25.88 0| 0 1,025 0 5000 3.80 -0.41 25.09 0| 100 100 0 5200 5.88 -0.55 24.30 0| 200 200 +200 5600 8.54 -0.68 23.94 0| 0 20 0 6000 11.64 -0.79 23.50 0| 0 40 0 6400 16.92 -0.89 23.61 0| 0 50 0 7000 26.49 -0.96 25.00 0| 0 0 0 8000 Total 0| 300 13,809 +200 Indicative a-t-m Vol 27.96 Underlying Price 55.410 Time to expiry: 449 Days Mar 11 0.17 -0.02 38.56 0| 0 0 0 2400 0.55 -0.06 33.55 0| 0 0 0 3200 0.97 -0.09 31.97 0| 0 0 0 3600 1.62 -0.15 30.74 0| 0 50 0 4000 2.59 -0.22 29.78 0| 0 30 0 4400 3.92 -0.30 28.99 0| 0 0 0 4800 4.71 -0.35 28.71 0| 0 7,414 0 5000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.71 -0.49 27.87 0| 45 45 +45 5600 10.16 -0.58 27.44 0| 0 0 0 6000 17.65 -0.77 26.62 0| 0 20 0 7000 26.36 -0.89 26.04 0| 0 0 0 8000 35.74 -0.95 25.58 0| 0 0 0 9000 45.39 -0.98 25.21 0| 0 0 0 10000 64.97 -1.00 24.56 0| 0 0 0 12000 104.29 -1.00 23.37 0| 0 0 0 16000 Total 0| 45 7,559 +45 Indicative a-t-m Vol 26.21 Underlying Price 55.410 Time to expiry: 631 Days Sep 11 0.34 -0.03 36.12 0| 0 0 0 2400 1.15 -0.09 33.40 0| 0 0 0 3200 1.82 -0.14 32.04 0| 0 0 0 3600 2.74 -0.20 30.86 0| 0 2,010 0 4000 3.92 -0.26 29.60 0| 0 0 0 4400 5.41 -0.34 28.55 0| 0 0 0 4800 6.25 -0.38 28.01 0| 0 0 0 5000 9.17 -0.51 26.01 0| 0 0 0 5600 11.74 -0.60 25.67 0| 0 20 0 6000 19.01 -0.78 23.72 0| 0 0 0 7000 27.60 -0.91 22.09 0| 0 0 0 8000 36.90 -0.97 20.74 0| 0 0 0 9000 46.50 -0.99 19.61 0| 0 0 0 10000 65.90 -1.00 17.89 0| 0 0 0 12000 104.76 -1.00 26.20 0| 0 0 0 16000 Total 0| 0 2,030 0 Indicative a-t-m Vol 27.50 Underlying Price 55.410 Time to expiry: 813 Days Mar 12 0.51 -0.04 35.34 0| 0 80 0 2400 1.61 -0.10 33.52 0| 0 0 0 3200 2.37 -0.15 32.13 0| 0 0 0 3600 3.38 -0.20 30.99 0| 0 0 0 4000 4.64 -0.26 29.96 0| 0 0 0 4400 6.14 -0.33 28.94 0| 0 0 0 4800 6.97 -0.36 28.44 0| 0 0 0 5000 10.03 -0.47 27.40 0| 0 0 0 5600 12.38 -0.55 26.79 0| 0 0 0 6000 19.31 -0.71 25.41 0| 0 0 0 7000 27.34 -0.83 24.09 0| 0 0 0 8000 36.20 -0.91 23.63 0| 0 0 0 9000 45.45 -0.95 23.51 0| 0 0 0 10000 64.37 -0.99 23.46 0| 0 0 0 12000 102.62 -1.00 25.00 0| 0 0 0 16000 Total 0| 0 80 0 Indicative a-t-m Vol 28.15 Underlying Price 55.410 Time to expiry: 1002 Days Sep 12 0.64 -0.05 32.64 0| 0 0 0 2400 2.05 -0.12 32.12 0| 0 0 0 3200 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 51 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.33 -0.23 30.78 0| 0 0 0 4000 7.53 -0.35 29.34 0| 0 20 0 4800 11.72 -0.48 28.06 0| 0 0 0 5600 14.14 -0.55 27.47 0| 0 0 0 6000 29.04 -0.80 25.71 0| 0 0 0 8000 65.08 -0.96 25.60 0| 0 0 0 12000 Total 0| 0 20 0 Indicative a-t-m Vol 29.00 Underlying Price 55.410 Time to expiry: 1177 Days Mar 13 0.89 -0.06 33.42 0| 0 0 0 2400 2.44 -0.13 32.42 0| 0 0 0 3200 4.78 -0.23 30.98 0| 0 0 0 4000 7.99 -0.34 29.75 0| 0 0 0 4800 14.58 -0.51 28.53 0| 0 0 0 6000 28.88 -0.74 27.09 0| 0 0 0 8000 63.65 -0.93 27.09 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 28.75 Underlying Price 55.410 Time to expiry: 1366 Days Sep 13 1.31 -0.07 34.07 0| 0 0 0 2400 3.18 -0.15 33.00 0| 0 0 0 3200 5.84 -0.25 31.65 0| 0 0 0 4000 9.15 -0.35 29.84 0| 0 0 0 4800 15.70 -0.52 28.07 0| 0 0 0 6000 29.97 -0.74 26.75 0| 0 0 0 8000 64.38 -0.90 28.53 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 28.80 Underlying Price 55.410 Time to expiry: 1548 Days Mar 14 2.15 -0.09 38.67 0| 0 0 0 2400 4.02 -0.16 35.55 0| 0 0 0 3200 6.35 -0.24 32.60 0| 0 0 0 4000 9.37 -0.34 30.00 0| 0 0 0 4800 15.60 -0.49 28.05 0| 0 0 0 6000 29.36 -0.70 26.95 0| 0 0 0 8000 63.44 -0.84 31.65 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 28.80 Underlying Price 55.410 Time to expiry: 1730 Days Sep 14 4.60 -0.17 35.55 0| 0 0 0 3200 7.17 -0.25 32.60 0| 0 0 0 4000 10.26 -0.35 30.00 0| 0 0 0 4800 16.62 -0.50 28.05 0| 0 0 0 6000 30.32 -0.70 26.95 0| 0 0 0 8000 63.68 -0.83 30.93 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 545 33,145 +245 Grand Total 0| 545 81,893 +245 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 | | Schneider Electric (100) (SU1) Indicative a-t-m Vol 27.04 Underlying Price 78.920 Time to expiry: 22 Days Jan 10 22.94 1.00 45.00 0| 0 0 0 5600 18.95 1.00 42.52 0| 0 0 0 6000 14.97 0.99 37.69 0| 0 0 0 6400 11.04 0.96 34.01 0| 0 0 0 6800 9.14 0.93 32.96 0| 0 10 0 7000 7.31 0.88 31.79 0| 0 0 0 7200 5.54 0.82 29.50 0| 0 70 0 7400 4.00 0.71 28.66 0| 0 332 0 7600 2.66 0.58 27.50 0| 0 419 0 7800 1.62 0.43 26.50 0| 0 448 0 8000 0.87 0.29 25.44 0| 0 0 0 8200 0.50 0.18 26.32 0| 0 216 0 8400 0.14 0.06 27.54 0| 0 238 0 8800 0.04 0.02 29.00 0| 0 0 0 9200 Total 0| 0 1,733 0 Indicative a-t-m Vol 32.34 Underlying Price 78.920 Time to expiry: 57 Days Feb 10 19.21 0.96 42.00 0| 0 0 0 6000 15.52 0.92 40.88 0| 0 0 0 6400 11.97 0.85 38.66 0| 0 0 0 6800 8.68 0.76 36.00 0| 0 10 0 7200 7.21 0.70 35.00 0| 0 0 0 7400 5.86 0.64 34.00 0| 0 750 0 7600 4.59 0.56 32.60 0| 0 27 0 7800 3.57 0.49 32.04 0| 0 580 0 8000 2.70 0.41 31.46 0| 0 0 0 8200 2.02 0.33 31.16 0| 0 0 0 8400 1.07 0.21 30.84 0| 0 1,160 0 8800 0.49 0.11 30.00 0| 0 0 0 9200 Total 0| 0 2,527 0 Indicative a-t-m Vol 33.82 Underlying Price 78.920 Time to expiry: 85 Days Mar 10 42.98 1.00 51.00 0| 0 0 0 3600 39.00 1.00 50.00 0| 0 0 0 4000 35.02 1.00 49.00 0| 0 0 0 4400 33.04 0.99 48.00 0| 0 20 0 4600 31.07 0.99 47.00 0| 0 1,520 0 4800 27.17 0.98 46.00 0| 0 146 0 5200 23.36 0.95 45.00 0| 0 40 0 5600 19.59 0.93 42.00 0| 0 6 0 6000 16.03 0.88 40.50 0| 0 119 0 6400 12.80 0.81 39.94 0| 0 520 0 6800 11.22 0.77 38.80 0| 0 20 0 7000 9.64 0.73 37.00 0| 0 2,888 0 7200 8.22 0.68 36.00 0| 0 20 0 7400 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.90 0.62 35.00 0| 0 785 0 7600 5.72 0.57 34.10 0| 0 0 0 7800 4.70 4.70 0.50 33.50 4.70 4.70 1| 0 3,064 0 8000 3.80 0.44 33.00 0| 0 0 0 8200 3.01 0.38 32.50 0| 0 2 0 8400 1.83 0.27 31.59 0| 0 664 0 8800 1.04 0.17 31.00 0| 0 200 0 9200 0.61 0.11 31.00 0| 0 0 0 9600 0.39 0.08 32.00 0| 0 42 0 10000 Total 1| 0 10,056 0 Indicative a-t-m Vol 35.70 Underlying Price 78.920 Time to expiry: 176 Days Jun 10 47.05 1.00 53.00 0| 0 0 0 3200 43.08 1.00 52.33 0| 0 0 0 3600 39.15 0.99 51.59 0| 0 0 0 4000 35.26 0.98 50.23 0| 0 0 0 4400 31.43 0.97 48.57 0| 0 0 0 4800 27.68 0.95 46.76 0| 0 1,800 0 5200 24.05 0.92 44.94 0| 0 20 0 5600 20.45 0.88 42.02 0| 0 100 0 6000 17.13 0.83 40.50 0| 0 270 0 6400 14.05 0.77 39.00 0| 0 7 0 6800 11.25 0.70 37.60 0| 0 1 0 7200 8.80 0.61 36.50 0| 0 0 0 7600 6.69 0.52 35.40 0| 0 61 0 8000 4.97 0.43 34.50 0| 0 0 0 8400 3.65 0.35 34.00 0| 0 54 0 8800 1.83 0.21 33.00 0| 0 78 0 9600 1.25 0.16 32.50 0| 0 1 0 10000 0.22 0.03 33.00 0| 0 28 0 12000 Total 0| 0 2,420 0 Indicative a-t-m Vol 36.49 Underlying Price 78.920 Time to expiry: 267 Days Sep 10 35.35 0.98 47.00 0| 0 0 0 4400 31.55 0.96 45.00 0| 0 0 0 4800 24.55 0.89 43.50 0| 0 0 0 5600 18.27 0.79 41.22 0| 0 0 0 6400 15.33 0.74 39.50 0| 0 0 0 6800 12.72 0.67 38.31 0| 0 0 0 7200 10.45 0.60 37.29 0| 0 0 0 7600 8.44 0.53 36.20 0| 0 1 0 8000 6.81 0.46 35.66 0| 0 0 0 8400 5.27 0.39 34.50 0| 0 0 0 8800 3.15 0.27 33.45 0| 0 0 0 9600 2.42 0.22 33.00 0| 0 0 0 10000 Total 0| 0 1 0 Indicative a-t-m Vol 37.46 Underlying Price 78.920 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 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 47.11 0.99 52.00 0| 0 0 0 3200 39.47 0.97 51.17 0| 0 0 0 4000 35.82 0.95 49.97 0| 0 0 0 4400 32.27 0.92 48.46 0| 0 1,500 0 4800 25.59 0.85 44.89 0| 0 0 0 5600 22.50 0.81 43.44 0| 0 0 0 6000 19.52 0.77 41.65 0| 0 0 0 6400 17.00 0.71 40.83 0| 0 1,500 0 6800 14.60 0.66 39.85 0| 0 785 0 7200 12.22 0.60 38.21 0| 0 700 0 7600 10.27 0.54 37.18 0| 0 2,250 0 8000 8.46 0.49 36.10 0| 0 1,500 0 8400 6.94 0.43 35.40 0| 0 0 0 8800 4.59 0.32 34.06 0| 0 0 0 9600 3.65 0.27 33.54 0| 0 0 0 10000 1.16 0.11 32.14 0| 0 102 0 12000 0.25 0.03 35.00 0| 0 0 0 16000 Total 0| 0 8,337 0 Indicative a-t-m Vol 36.50 Underlying Price 78.920 Time to expiry: 540 Days Jun 11 39.86 0.95 51.00 0| 0 0 0 4000 33.15 0.90 48.26 0| 0 0 0 4800 26.89 0.83 44.66 0| 0 0 0 5600 23.86 0.79 42.55 0| 0 0 0 6000 21.13 0.75 41.00 0| 0 0 0 6400 16.34 0.66 38.84 0| 0 0 0 7200 11.99 0.56 36.14 0| 0 0 0 8000 2.26 0.17 32.23 0| 0 0 0 12000 0.75 0.06 35.13 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 36.49 Underlying Price 78.920 Time to expiry: 722 Days Dec 11 34.25 0.87 48.26 0| 0 0 0 4800 25.47 0.78 42.55 0| 0 0 0 6000 14.00 0.58 36.14 0| 0 0 0 8000 3.63 0.23 32.23 0| 0 0 0 12000 1.60 0.11 35.13 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 1| 0 25,074 0 | 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 | | Schneider Electric (100) (SU1) Indicative a-t-m Vol 27.04 Underlying Price 78.920 Time to expiry: 22 Days Jan 10 0.01 0.00 45.00 0| 0 0 0 5600 0.01 0.00 42.52 0| 0 0 0 6000 0.03 -0.01 37.69 0| 0 105 0 6400 0.10 -0.04 34.01 0| 0 1,702 0 6800 0.20 -0.07 32.96 0| 0 0 0 7000 0.37 -0.12 31.79 0| 0 1,260 0 7200 0.60 -0.18 29.50 0| 0 76 0 7400 1.06 -0.29 28.66 0| 0 50 0 7600 1.50 1.72 -0.42 27.50 1.50 1.50 1| 0 0 0 7800 2.68 -0.57 26.50 0| 0 6 0 8000 3.93 -0.71 25.44 0| 0 0 0 8200 5.56 -0.82 26.32 0| 0 0 0 8400 9.20 -0.94 27.54 0| 0 0 0 8800 13.11 -0.98 29.00 0| 0 0 0 9200 Total 1| 0 3,199 0 Indicative a-t-m Vol 32.34 Underlying Price 78.920 Time to expiry: 57 Days Feb 10 0.24 -0.04 42.00 0| 0 0 0 6000 0.54 -0.08 40.88 0| 0 1 0 6400 0.99 -0.15 38.66 0| 0 3 0 6800 1.69 -0.24 36.00 0| 0 15 0 7200 2.12 2.22 -0.30 35.00 2.17 2.12 10| 0 0 0 7400 2.90 2.87 -0.36 34.00 2.90 2.90 1| 0 0 0 7600 3.60 -0.44 32.60 0| 0 0 0 7800 4.58 -0.51 32.04 0| 0 0 0 8000 5.71 -0.59 31.46 0| 0 0 0 8200 7.03 -0.67 31.16 0| 0 0 0 8400 10.09 -0.79 30.84 0| 0 0 0 8800 13.51 -0.89 30.00 0| 0 0 0 9200 Total 11| 0 19 0 Indicative a-t-m Vol 33.82 Underlying Price 78.920 Time to expiry: 85 Days Mar 10 0.01 0.00 51.00 0| 0 0 0 3600 0.01 0.00 50.00 0| 0 0 0 4000 0.03 0.00 49.00 0| 0 129 0 4400 0.05 -0.01 48.00 0| 0 160 0 4600 0.07 -0.01 47.00 0| 0 24 0 4800 0.17 -0.02 46.00 0| 0 1,038 0 5200 0.35 -0.05 45.00 0| 0 143 0 5600 0.57 -0.07 42.00 0| 0 2,137 0 6000 1.01 -0.12 40.50 0| 500 4,757 -355 6400 1.77 -0.19 39.94 0| 0 3,068 0 6800 2.19 -0.23 38.80 0| 0 906 0 7000 2.60 2.60 -0.27 37.00 2.60 2.60 1| 0 1,100 0 7200 3.18 -0.32 36.00 0| 0 90 0 7400 3.86 -0.38 35.00 0| 0 1,026 0 7600 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 | | 4.68 -0.44 34.10 0| 0 6 0 7800 5.65 -0.50 33.50 0| 0 110 0 8000 6.75 -0.56 33.00 0| 0 0 0 8200 7.96 -0.62 32.50 0| 0 20 0 8400 10.79 -0.74 31.59 0| 0 20 0 8800 14.01 -0.83 31.00 0| 0 0 0 9200 17.58 -0.89 31.00 0| 0 60 0 9600 21.37 -0.93 32.00 0| 0 0 0 10000 Total 1| 500 14,794 -355 Indicative a-t-m Vol 35.70 Underlying Price 78.920 Time to expiry: 176 Days Jun 10 0.05 0.00 53.00 0| 0 0 0 3200 0.13 -0.01 52.33 0| 0 48 0 3600 0.26 -0.02 51.59 0| 0 196 0 4000 0.46 -0.04 50.23 0| 0 285 0 4400 0.74 -0.06 48.57 0| 0 21 0 4800 1.12 -0.08 46.76 0| 0 1,527 0 5200 1.62 -0.12 44.94 0| 0 13 0 5600 2.15 -0.16 42.02 0| 0 25 0 6000 3.02 -0.21 40.50 0| 0 16 0 6400 4.12 -0.28 39.00 0| 0 6 0 6800 5.50 -0.35 37.60 0| 0 6 0 7200 7.23 -0.43 36.50 0| 0 1,000 0 7600 9.27 -0.51 35.40 0| 0 52 0 8000 11.66 -0.60 34.50 0| 0 0 0 8400 14.43 -0.67 34.00 0| 0 46 0 8800 20.72 -0.80 33.00 0| 0 0 0 9600 24.16 -0.85 32.50 0| 0 0 0 10000 43.13 -0.97 33.00 0| 0 0 0 12000 Total 0| 0 3,241 0 Indicative a-t-m Vol 36.49 Underlying Price 78.920 Time to expiry: 267 Days Sep 10 0.84 -0.05 47.00 0| 0 0 0 4400 1.19 -0.08 45.00 0| 0 0 0 4800 2.60 2.59 -0.15 43.50 2.60 2.60 1| 0 0 0 5600 4.62 -0.24 41.22 0| 0 0 0 6400 5.79 -0.29 39.50 0| 0 0 0 6800 7.28 -0.35 38.31 0| 0 0 0 7200 9.08 -0.42 37.29 0| 0 0 0 7600 11.10 -0.49 36.20 0| 0 0 0 8000 13.51 -0.55 35.66 0| 0 0 0 8400 15.98 -0.62 34.50 0| 0 0 0 8800 21.88 -0.74 33.45 0| 0 0 0 9600 25.15 -0.79 33.00 0| 0 0 0 10000 Total 1| 0 0 0 Indicative a-t-m Vol 37.46 Underlying Price 78.920 Time to expiry: 358 Days Dec 10 0.44 -0.02 52.00 0| 0 0 0 3200 1.24 -0.06 51.17 0| 0 0 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.78 -0.08 49.97 0| 0 0 0 4400 2.38 -0.11 48.46 0| 0 1,003 0 4800 3.90 -0.17 44.89 0| 0 502 0 5600 4.89 -0.21 43.44 0| 0 32 0 6000 5.97 -0.25 41.65 0| 0 2,002 0 6400 7.47 -0.30 40.83 0| 0 21 0 6800 9.09 -0.35 39.85 0| 0 75 0 7200 10.71 -0.41 38.21 0| 0 700 0 7600 12.75 -0.46 37.18 0| 0 1 0 8000 14.93 -0.52 36.10 0| 0 0 0 8400 17.40 -0.58 35.40 0| 0 0 0 8800 23.04 -0.69 34.06 0| 0 0 0 9600 26.10 -0.74 33.54 0| 0 0 0 10000 43.67 -0.90 32.14 0| 0 0 0 12000 82.76 -0.98 35.00 0| 0 0 0 16000 Total 0| 0 4,336 0 Indicative a-t-m Vol 36.50 Underlying Price 78.920 Time to expiry: 540 Days Jun 11 2.51 -0.09 51.00 0| 0 0 0 4000 4.20 -0.14 48.26 0| 0 45 0 4800 6.12 -0.20 44.66 0| 0 0 0 5600 7.10 -0.24 42.55 0| 0 30 0 6000 8.42 -0.28 41.00 0| 0 0 0 6400 11.68 -0.36 38.84 0| 0 0 0 7200 15.33 -0.46 36.14 0| 0 0 0 8000 45.26 -0.84 32.23 0| 0 0 0 12000 83.04 -0.94 35.13 0| 0 0 0 16000 Total 0| 0 75 0 Indicative a-t-m Vol 36.49 Underlying Price 78.920 Time to expiry: 722 Days Dec 11 5.59 -0.15 48.26 0| 0 0 0 4800 8.72 -0.24 42.55 0| 0 0 0 6000 16.92 -0.44 36.14 0| 0 0 0 8000 45.85 -0.79 32.23 0| 0 0 0 12000 83.16 -0.91 35.13 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 14| 500 25,664 -355 Grand Total 15| 500 50,738 -355 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 | | Schneider Electric European (SU2) Indicative a-t-m Vol 34.27 Underlying Price 78.920 Time to expiry: 85 Days Mar 10 46.98 1.00 60.00 0| 0 0 0 3200 42.99 1.00 59.78 0| 0 0 0 3600 39.02 1.00 58.11 0| 0 100 0 4000 35.08 0.99 55.66 0| 0 1,010 0 4400 33.11 0.99 54.28 0| 0 0 0 4600 31.15 0.98 52.85 0| 0 5 0 4800 27.27 0.97 49.95 0| 0 624 0 5200 23.43 0.95 46.74 0| 0 0 0 5600 19.73 0.92 44.51 0| 0 7 0 6000 16.16 0.87 42.28 0| 0 60 0 6400 12.76 0.81 39.50 0| 0 3 0 6800 9.70 0.73 37.50 0| 6 2,502 -6 7200 6.97 0.62 35.50 0| 0 10 0 7600 5.78 0.57 34.50 0| 0 0 0 7800 4.77 0.50 34.00 0| 0 21 0 8000 3.87 0.44 33.50 0| 0 0 0 8200 3.09 0.38 33.00 0| 0 0 0 8400 1.88 0.27 32.00 0| 0 30 0 8800 1.09 0.18 31.50 0| 0 0 0 9200 0.63 0.11 31.31 0| 0 200 0 9600 0.34 0.07 31.00 0| 0 0 0 10000 Total 0| 6 4,572 -6 Indicative a-t-m Vol 36.64 Underlying Price 78.920 Time to expiry: 267 Days Sep 10 45.04 0.99 50.00 0| 0 0 0 3200 37.56 0.96 49.62 0| 0 30 0 4000 33.95 0.94 48.51 0| 0 0 0 4400 30.43 0.92 47.13 0| 0 0 0 4800 23.73 0.85 43.93 0| 0 0 0 5600 20.69 0.81 42.74 0| 0 4,000 0 6000 17.76 0.76 41.23 0| 0 5,078 0 6400 14.84 0.71 39.00 0| 0 4 0 6800 12.39 0.65 38.00 0| 0 110 0 7200 10.21 0.58 37.00 0| 0 124 0 7600 8.41 0.52 36.50 0| 0 0 0 8000 6.84 0.45 36.00 0| 0 0 0 8400 5.35 0.39 35.00 0| 0 4,872 0 8800 3.03 0.26 33.00 0| 0 10 0 9600 2.21 0.21 32.00 0| 10 10 +10 10000 0.59 0.07 32.00 0| 0 2,543 0 12000 Total 0| 10 16,781 +10 Indicative a-t-m Vol 36.17 Underlying Price 78.920 Time to expiry: 449 Days Mar 11 38.73 0.94 48.00 0| 0 0 0 4000 31.60 0.90 42.35 0| 0 0 0 4800 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 | | 25.18 0.84 39.17 0| 0 0 0 5600 22.25 0.80 38.16 0| 0 0 0 6000 19.51 0.75 37.13 0| 0 0 0 6400 15.23 0.66 37.27 0| 0 0 0 7200 11.34 0.55 36.00 0| 0 0 0 8000 2.10 0.16 33.50 0| 0 4 0 12000 0.53 0.05 35.00 0| 0 0 0 16000 Total 0| 0 4 0 Indicative a-t-m Vol 35.94 Underlying Price 78.920 Time to expiry: 631 Days Sep 11 31.53 0.87 43.01 0| 0 0 0 4800 22.88 0.77 38.72 0| 0 0 0 6000 20.43 0.73 37.81 0| 0 0 0 6400 16.10 0.64 36.54 0| 0 0 0 7200 12.61 0.56 35.84 0| 0 0 0 8000 4.23 0.25 36.86 0| 0 0 0 12000 2.25 0.14 41.18 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 16 21,357 +4 | 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 | | Schneider Electric European (SU2) Indicative a-t-m Vol 34.27 Underlying Price 78.920 Time to expiry: 85 Days Mar 10 0.01 0.00 60.00 0| 0 400 0 3200 0.02 0.00 59.78 0| 0 400 0 3600 0.04 0.00 58.11 0| 0 148 0 4000 0.08 -0.01 55.66 0| 0 1,408 0 4400 0.11 -0.01 54.28 0| 0 4 0 4600 0.15 -0.02 52.85 0| 0 10,536 0 4800 0.26 -0.03 49.95 0| 0 495 0 5200 0.42 -0.05 46.74 0| 0 20 0 5600 0.71 -0.08 44.51 0| 0 200 0 6000 1.14 -0.13 42.28 0| 0 64 0 6400 1.72 -0.19 39.50 0| 0 31 0 6800 2.66 -0.27 37.50 0| 0 6 0 7200 3.92 -0.38 35.50 0| 0 9 0 7600 4.73 -0.43 34.50 0| 0 0 0 7800 5.72 -0.50 34.00 0| 6 116 +6 8000 6.81 -0.56 33.50 0| 0 0 0 8200 8.03 -0.62 33.00 0| 0 0 0 8400 10.82 -0.73 32.00 0| 0 0 0 8800 14.02 -0.82 31.50 0| 0 0 0 9200 17.55 -0.89 31.31 0| 0 0 0 9600 21.25 -0.93 31.00 0| 0 0 0 10000 Total 0| 6 13,837 +6 Indicative a-t-m Vol 36.64 Underlying Price 78.920 Time to expiry: 267 Days Sep 10 0.15 -0.01 50.00 0| 0 0 0 3200 0.61 -0.04 49.62 0| 0 0 0 4000 0.96 -0.06 48.51 0| 0 5 0 4400 1.41 -0.08 47.13 0| 0 275 0 4800 2.65 -0.15 43.93 0| 0 280 0 5600 3.57 -0.19 42.74 0| 0 20 0 6000 4.61 -0.24 41.23 0| 0 81 0 6400 5.66 -0.29 39.00 0| 0 256 0 6800 7.17 -0.35 38.00 0| 0 0 0 7200 8.96 -0.42 37.00 0| 0 25 0 7600 11.13 -0.48 36.50 0| 0 36 0 8000 13.52 -0.55 36.00 0| 0 0 0 8400 16.01 -0.61 35.00 0| 0 0 0 8800 21.62 -0.74 33.00 0| 0 0 0 9600 24.76 -0.79 32.00 0| 0 0 0 10000 42.98 -0.93 32.00 0| 0 0 0 12000 Total 0| 0 978 0 Indicative a-t-m Vol 36.57 Underlying Price 78.920 Time to expiry: 449 Days Mar 11 1.43 -0.06 48.00 0| 0 0 0 4000 2.78 -0.11 46.07 0| 0 13 0 4800 4.62 -0.18 43.88 0| 0 0 0 5600 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 | | 5.78 -0.21 42.84 0| 0 0 0 6000 7.07 -0.25 41.88 0| 0 0 0 6400 10.32 -0.34 40.19 0| 0 0 0 7200 13.37 -0.45 36.00 0| 0 0 0 8000 43.46 -0.84 33.50 0| 0 10 0 12000 81.21 -0.95 35.00 0| 0 0 0 16000 Total 0| 0 23 0 Indicative a-t-m Vol 35.94 Underlying Price 78.920 Time to expiry: 631 Days Sep 11 3.73 -0.13 43.01 0| 0 0 0 4800 6.73 -0.23 38.72 0| 0 0 0 6000 8.16 -0.27 37.81 0| 0 0 0 6400 11.61 -0.36 36.54 0| 0 0 0 7200 15.89 -0.44 35.84 0| 0 0 0 8000 46.37 -0.75 36.86 0| 0 0 0 12000 83.24 -0.86 41.18 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 6 14,838 +6 Grand Total 0| 22 36,195 +10 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Scor (100) (SC1) Indicative a-t-m Vol 23.75 Underlying Price 17.450 Time to expiry: 85 Days Mar 10 7.87 0.99 51.00 0| 0 0 0 960 7.49 0.99 53.51 0| 0 0 0 1000 5.53 0.97 45.13 0| 0 0 0 1200 4.57 0.94 41.65 0| 0 0 0 1300 3.65 0.90 39.27 0| 0 0 0 1400 2.79 0.83 37.09 0| 0 0 0 1500 1.91 0.75 31.22 0| 0 1 0 1600 1.45 0.70 26.70 0| 0 0 0 1650 1.12 0.61 25.84 0| 0 0 0 1700 0.78 0.52 23.52 0| 0 40 0 1750 0.56 0.42 23.06 0| 0 132 0 1800 0.13 0.17 17.39 0| 0 0 0 1900 0.01 0.03 14.56 0| 0 0 0 2000 0.01 0.00 14.46 0| 0 0 0 2100 0.01 0.00 11.93 0| 0 0 0 2200 0.01 0.00 13.39 0| 0 0 0 2400 0.01 0.00 19.39 0| 0 0 0 2800 Total 0| 0 173 0 Indicative a-t-m Vol 28.57 Underlying Price 17.450 Time to expiry: 176 Days Jun 10 7.90 0.99 46.00 0| 0 0 0 960 7.50 0.99 43.95 0| 0 0 0 1000 5.54 0.97 36.42 0| 0 0 0 1200 4.58 0.95 33.91 0| 0 0 0 1300 3.67 0.90 32.00 0| 0 0 0 1400 2.82 0.83 30.56 0| 0 0 0 1500 2.07 0.73 29.52 0| 0 0 0 1600 1.45 0.60 28.78 0| 0 0 0 1700 0.97 0.47 28.31 0| 0 60 0 1800 0.63 0.34 28.04 0| 0 0 0 1900 0.40 0.24 27.95 0| 0 47 0 2000 0.15 0.11 28.19 0| 0 0 0 2200 0.06 0.05 28.86 0| 0 0 0 2400 0.01 0.01 31.00 0| 0 0 0 2800 Total 0| 0 107 0 Indicative a-t-m Vol 29.98 Underlying Price 17.450 Time to expiry: 267 Days Sep 10 7.54 0.98 48.00 0| 0 0 0 1000 5.64 0.93 41.46 0| 0 0 0 1200 3.86 0.85 36.00 0| 0 0 0 1400 3.06 0.78 33.79 0| 0 0 0 1500 2.34 0.69 31.95 0| 0 0 0 1600 1.74 0.58 30.48 0| 0 0 0 1700 1.24 0.47 29.36 0| 0 0 0 1800 0.87 0.37 28.58 0| 0 0 0 1900 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 | | 0.60 0.28 28.12 0| 0 0 0 2000 0.30 0.16 28.10 0| 0 0 0 2200 0.17 0.10 29.16 0| 0 0 0 2400 0.10 0.05 34.00 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 29.98 Underlying Price 17.450 Time to expiry: 358 Days Dec 10 7.59 0.96 48.00 0| 0 0 0 1000 5.73 0.91 41.46 0| 0 0 0 1200 4.02 0.81 36.00 0| 0 0 0 1400 2.56 0.66 31.95 0| 0 0 0 1600 1.97 0.57 30.48 0| 0 0 0 1700 1.49 0.48 29.36 0| 0 0 0 1800 1.11 0.40 28.58 0| 0 0 0 1900 0.83 0.32 28.12 0| 0 0 0 2000 0.47 0.20 28.10 0| 0 0 0 2200 0.30 0.14 29.16 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 280 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 64 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Scor (100) (SC1) Indicative a-t-m Vol 23.75 Underlying Price 17.450 Time to expiry: 85 Days Mar 10 0.01 -0.01 51.00 0| 0 0 0 960 0.02 -0.01 53.51 0| 0 0 0 1000 0.12 -0.06 53.27 0| 0 0 0 1200 0.18 -0.08 48.76 0| 0 0 0 1300 0.24 -0.12 43.11 0| 0 0 0 1400 0.32 -0.17 37.09 0| 0 1 0 1500 0.44 -0.25 31.22 0| 0 255 0 1600 0.52 -0.31 28.45 0| 0 0 0 1650 0.64 -0.39 25.84 0| 0 10 0 1700 0.81 -0.48 23.52 0| 0 0 0 1750 1.08 -0.58 23.06 0| 0 0 0 1800 1.66 -0.83 17.39 0| 0 10 0 1900 2.55 -0.99 14.56 0| 0 0 0 2000 3.55 -1.00 12.98 0| 0 0 0 2100 4.55 -1.00 11.93 0| 0 0 0 2200 6.55 -1.00 13.39 0| 0 0 0 2400 10.55 -1.00 19.39 0| 0 0 0 2800 Total 0| 0 276 0 Indicative a-t-m Vol 28.57 Underlying Price 17.450 Time to expiry: 176 Days Jun 10 0.07 -0.03 46.00 0| 0 0 0 960 0.08 -0.03 43.95 0| 0 0 0 1000 0.16 -0.08 36.42 0| 0 0 0 1200 0.26 -0.12 33.91 0| 0 0 0 1300 0.41 -0.18 32.00 0| 0 0 0 1400 0.66 -0.27 30.56 0| 0 0 0 1500 1.01 -0.38 29.52 0| 0 0 0 1600 1.50 -0.50 28.78 0| 0 0 0 1700 2.10 -0.61 28.31 0| 0 0 0 1800 2.82 -0.72 28.04 0| 0 0 0 1900 3.63 -0.80 27.95 0| 0 0 0 2000 5.42 -0.91 28.19 0| 0 0 0 2200 7.34 -0.96 28.86 0| 0 0 0 2400 11.28 -0.99 31.00 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 29.98 Underlying Price 17.450 Time to expiry: 267 Days Sep 10 0.26 -0.07 48.00 0| 0 0 0 1000 0.46 -0.13 41.46 0| 0 0 0 1200 0.81 -0.23 36.00 0| 0 0 0 1400 1.08 -0.30 33.79 0| 0 0 0 1500 1.43 -0.38 31.95 0| 0 0 0 1600 1.88 -0.47 30.48 0| 0 0 0 1700 2.43 -0.57 29.36 0| 0 0 0 1800 3.08 -0.66 28.58 0| 0 0 0 1900 3.83 -0.74 28.12 0| 0 0 0 2000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.54 -0.85 28.10 0| 0 0 0 2200 7.41 -0.92 29.16 0| 0 0 0 2400 11.33 -0.96 34.00 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 29.98 Underlying Price 17.450 Time to expiry: 358 Days Dec 10 0.42 -0.09 48.00 0| 0 0 0 1000 0.66 -0.15 41.46 0| 0 0 0 1200 1.05 -0.25 36.00 0| 0 0 0 1400 1.68 -0.38 31.95 0| 0 0 0 1600 2.12 -0.46 30.48 0| 0 0 0 1700 2.65 -0.54 29.36 0| 0 0 0 1800 3.29 -0.62 28.58 0| 0 0 0 1900 4.01 -0.70 28.12 0| 0 0 0 2000 5.66 -0.81 28.10 0| 0 0 0 2200 7.49 -0.88 29.16 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 0 276 0 Grand Total 0| 0 556 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 66 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Societe Generale (100) (GL1) Indicative a-t-m Vol 30.86 Underlying Price 48.510 Time to expiry: 22 Days Jan 10 10.59 0.97 52.00 0| 0 0 0 3800 8.62 0.96 45.96 0| 0 0 0 4000 6.68 0.93 40.70 0| 0 0 0 4200 5.75 0.90 38.58 0| 0 0 0 4300 4.84 0.87 36.70 0| 0 0 0 4400 3.96 0.82 34.76 0| 0 500 0 4500 3.15 0.75 33.42 0| 0 0 0 4600 2.42 0.67 32.31 0| 0 654 0 4700 1.79 0.57 31.33 0| 0 1,167 0 4800 1.26 0.46 30.42 0| 0 219 0 4900 0.84 0.36 29.78 0| 0 1,649 0 5000 0.32 0.18 28.52 0| 0 781 0 5200 0.03 0.02 27.76 0| 0 100 0 5600 0.01 0.00 28.37 0| 0 90 0 6000 0.01 0.00 30.00 0| 0 0 0 6400 Total 0| 0 5,160 0 Indicative a-t-m Vol 35.87 Underlying Price 48.510 Time to expiry: 57 Days Feb 10 8.99 0.89 41.89 0| 0 0 0 4000 7.27 0.84 40.19 0| 0 0 0 4200 5.67 0.76 38.61 0| 0 19 0 4400 4.95 0.72 37.92 0| 0 0 0 4500 4.26 0.67 37.28 0| 0 35 0 4600 3.62 0.62 36.67 0| 0 55 0 4700 3.07 0.56 36.24 0| 0 36 0 4800 2.54 0.50 35.51 0| 0 27 0 4900 2.07 0.44 35.00 0| 9 30 +9 5000 1.37 0.33 34.39 0| 0 2,957 0 5200 0.50 0.16 33.24 0| 0 290 0 5600 0.16 0.06 32.88 0| 0 112 0 6000 0.05 0.02 33.16 0| 0 0 0 6400 Total 0| 9 3,561 +9 Indicative a-t-m Vol 38.07 Underlying Price 48.510 Time to expiry: 85 Days Mar 10 29.59 1.00 73.50 0| 0 0 0 1896 27.72 1.00 70.19 0| 0 0 0 2085 25.83 0.99 66.94 0| 0 0 0 2275 23.96 0.99 63.84 0| 0 0 0 2464 22.09 0.99 60.89 0| 0 30 0 2654 20.24 0.98 58.13 0| 0 30 0 2843 18.40 0.97 55.53 0| 0 319 0 3033 16.58 0.96 53.13 0| 0 90 0 3222 14.79 0.94 50.89 0| 0 180 0 3412 13.03 0.92 48.83 0| 0 40 0 3602 11.35 0.89 46.93 0| 0 196 0 3791 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.72 0.85 45.18 0| 0 550 0 3981 8.20 0.80 43.84 0| 0 1,492 0 4170 6.75 0.74 42.03 0| 0 3,430 0 4360 5.47 0.67 40.88 0| 0 4,567 0 4549 3.20 0.51 37.35 0| 0 11,571 0 4929 1.75 0.34 36.10 0| 0 15,208 0 5308 0.81 0.19 34.29 0| 0 16,660 -80 5687 0.36 0.10 33.81 0| 0 8,525 0 6066 0.09 0.03 33.12 0| 0 7,766 0 6635 0.05 0.02 32.72 0| 0 150 0 6824 0.01 0.00 32.41 0| 0 80 0 7582 0.01 0.00 32.50 0| 0 0 0 8000 Total 0| 0 70,884 -80 Indicative a-t-m Vol 39.11 Underlying Price 48.510 Time to expiry: 176 Days Jun 10 37.19 1.00 73.00 0| 0 50 0 1137 33.42 1.00 61.01 0| 0 0 0 1516 29.71 0.99 68.61 0| 0 0 0 1896 26.04 0.98 63.60 0| 0 0 0 2275 18.89 0.93 54.02 0| 0 122 0 3033 12.31 0.83 46.36 0| 0 40 0 3791 8.74 0.73 42.53 0| 0 1,051 0 4258 5.74 0.59 39.61 0| 0 1,679 0 4739 3.08 0.41 36.98 0| 0 7,142 0 5323 0.71 0.14 33.63 0| 0 3,040 0 6388 0.24 0.06 32.78 0| 0 745 0 7097 0.08 0.02 32.83 0| 0 666 0 7807 0.03 0.01 33.19 0| 0 133 0 8517 0.02 0.01 34.25 0| 0 43 0 8872 Total 0| 0 14,711 0 Indicative a-t-m Vol 38.27 Underlying Price 48.510 Time to expiry: 267 Days Sep 10 17.79 0.89 50.00 0| 0 0 0 3200 15.97 0.87 47.90 0| 0 0 0 3412 12.92 0.81 44.71 0| 0 50 0 3791 10.12 0.73 41.62 0| 0 51 0 4170 7.76 0.64 39.65 0| 0 125 0 4549 5.75 0.54 37.91 0| 0 0 0 4929 4.12 0.44 36.40 0| 0 0 0 5308 2.82 0.34 34.96 0| 0 0 0 5687 1.84 0.26 33.52 0| 0 0 0 6066 0.72 0.13 31.55 0| 0 0 0 6824 0.29 0.06 31.13 0| 0 587 0 7582 0.18 0.04 31.02 0| 0 120 0 8000 Total 0| 0 933 0 Indicative a-t-m Vol 38.25 Underlying Price 48.510 Time to expiry: 358 Days Dec 10 37.21 1.00 70.00 0| 0 0 0 1137 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 33.52 0.99 66.64 0| 0 0 0 1516 29.89 0.98 62.18 0| 0 90 0 1896 26.36 0.96 57.75 0| 0 0 0 2275 19.67 0.89 50.04 0| 0 2,885 0 3033 13.69 0.79 44.05 0| 0 1,000 0 3791 10.51 0.70 41.13 0| 0 2,075 0 4258 9.81 0.68 40.27 0| 0 500 0 4360 8.71 0.64 39.32 0| 0 51 0 4549 7.72 0.60 38.78 0| 0 6,505 0 4739 6.77 0.56 37.88 0| 0 250 0 4929 5.09 0.47 36.52 0| 0 316 0 5323 3.80 0.39 35.32 0| 0 720 0 5687 2.00 0.25 33.16 0| 0 747 0 6388 1.00 0.15 31.95 0| 0 260 0 7097 0.91 0.14 31.81 0| 0 193 0 7203 0.58 0.09 30.90 0| 0 311 0 7582 0.41 0.07 31.05 0| 0 617 0 7984 0.25 0.05 30.96 0| 0 262 0 8517 0.17 0.03 30.97 0| 0 1,060 0 8872 0.05 0.01 32.00 0| 0 120 0 10647 Total 0| 0 17,962 0 Indicative a-t-m Vol 39.28 Underlying Price 48.510 Time to expiry: 540 Days Jun 11 37.26 1.00 71.00 0| 0 0 0 1137 33.72 0.98 67.93 0| 0 0 0 1516 31.96 0.97 64.85 0| 0 0 0 1706 30.25 0.96 62.43 0| 0 0 0 1896 28.57 0.95 60.01 0| 0 0 0 2085 26.95 0.93 58.26 0| 0 0 0 2275 23.80 0.90 54.52 0| 0 0 0 2654 20.84 0.87 51.66 0| 0 0 0 3033 17.95 0.82 48.37 0| 0 0 0 3412 15.32 0.77 45.95 0| 0 0 0 3791 12.77 0.72 43.09 0| 0 0 0 4170 10.49 0.65 40.68 0| 0 0 0 4549 6.75 0.51 37.16 0| 0 1,000 0 5308 5.10 0.44 34.96 0| 0 0 0 5687 4.05 0.37 34.57 0| 0 10 0 6066 2.13 0.24 31.62 0| 0 0 0 6824 1.12 0.15 30.14 0| 0 50 0 7582 Total 0| 0 1,060 0 Indicative a-t-m Vol 39.15 Underlying Price 48.510 Time to expiry: 722 Days Dec 11 37.37 0.99 72.98 0| 0 0 0 1137 33.99 0.97 68.25 0| 0 0 0 1516 30.70 0.95 62.66 0| 0 0 0 1896 27.58 0.92 58.15 0| 0 0 0 2275 21.86 0.85 52.12 0| 0 0 0 3033 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 | | 16.63 0.77 46.32 0| 0 2,000 0 3791 13.42 0.70 42.02 0| 0 0 0 4258 7.98 0.54 36.86 0| 0 1,000 0 5323 2.55 0.26 30.82 0| 0 0 0 7097 1.49 0.17 30.11 0| 0 0 0 7984 1.04 0.12 31.00 0| 0 0 0 8872 Total 0| 0 3,000 0 Indicative a-t-m Vol 39.19 Underlying Price 48.510 Time to expiry: 904 Days Jun 12 28.12 0.91 59.34 0| 0 0 0 2275 22.73 0.85 53.13 0| 0 0 0 3033 20.01 0.81 49.35 0| 0 0 0 3412 17.68 0.77 47.13 0| 0 0 0 3791 14.96 0.72 42.92 0| 0 0 0 4170 12.67 0.67 40.25 0| 0 1,000 0 4549 9.22 0.56 37.59 0| 0 0 0 5308 7.38 0.50 35.15 0| 0 0 0 5687 2.55 0.24 30.49 0| 0 0 0 7582 Total 0| 0 1,000 0 Indicative a-t-m Vol 40.17 Underlying Price 48.510 Time to expiry: 1093 Days Dec 12 41.00 1.00 71.40 0| 0 0 0 758 37.39 0.99 68.14 0| 0 0 0 1137 34.18 0.96 64.47 0| 0 0 0 1516 31.30 0.94 61.41 0| 0 0 0 1896 28.70 0.91 59.12 0| 0 0 0 2275 23.60 0.84 53.19 0| 0 0 0 3033 18.84 0.77 47.79 0| 0 2,000 0 3791 15.52 0.72 42.40 0| 0 0 0 4258 10.53 0.58 38.39 0| 0 0 0 5323 5.24 0.39 31.82 0| 0 3,000 0 6635 4.35 0.34 31.68 0| 0 0 0 7097 1.21 0.12 33.25 0| 0 0 0 11373 Total 0| 0 5,000 0 Indicative a-t-m Vol 40.12 Underlying Price 48.510 Time to expiry: 1457 Days Dec 13 37.42 0.99 69.01 0| 0 0 0 1137 34.43 0.96 65.24 0| 0 0 0 1516 31.85 0.93 62.23 0| 0 0 0 1896 29.48 0.90 59.79 0| 0 0 0 2275 25.00 0.85 54.71 0| 0 0 0 3033 20.71 0.78 49.63 0| 0 0 0 3791 15.46 0.70 40.97 0| 0 0 0 4549 10.98 0.58 37.78 0| 0 0 0 5687 4.85 0.35 31.12 0| 0 0 0 7582 2.84 0.23 31.35 0| 0 1,000 0 9478 1.84 0.16 31.87 0| 0 0 0 11373 Total 0| 0 1,000 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 39.91 Underlying Price 48.510 Time to expiry: 1821 Days Dec 14 24.95 0.84 53.88 0| 0 0 0 3200 20.44 0.78 47.40 0| 0 0 0 4000 15.55 0.69 40.02 0| 0 0 0 4800 11.33 0.58 37.33 0| 0 0 0 6000 5.40 0.37 31.03 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 9 124,271 -71 | 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 | | Societe Generale (100) (GL1) Indicative a-t-m Vol 30.73 Underlying Price 48.510 Time to expiry: 22 Days Jan 10 0.06 -0.02 50.81 0| 0 536 0 3800 0.10 -0.04 45.92 0| 0 375 0 4000 0.16 -0.07 40.70 0| 0 67 0 4200 0.22 -0.10 38.59 0| 26 1,181 0 4300 0.31 -0.13 36.39 0| 7 2,214 -6 4400 0.44 -0.18 34.78 0| 0 1,060 0 4500 0.63 -0.25 33.33 0| 0 3,318 0 4600 0.89 -0.33 32.11 0| 0 521 0 4700 1.26 -0.43 31.25 0| 200 962 +81 4800 1.73 -0.54 30.23 0| 1 289 0 4900 2.31 -0.64 29.46 0| 0 78 0 5000 3.79 -0.83 28.34 0| 0 100 0 5200 7.50 -0.98 27.24 0| 0 50 0 5600 11.49 -1.00 27.95 0| 0 0 0 6000 15.49 -1.00 30.00 0| 0 0 0 6400 Total 0| 234 10,751 +75 Indicative a-t-m Vol 36.07 Underlying Price 48.510 Time to expiry: 57 Days Feb 10 0.47 -0.11 42.41 0| 0 51 0 4000 0.74 -0.16 40.53 0| 0 4,340 0 4200 1.14 -0.24 38.96 0| 20 316 +9 4400 1.42 -0.28 38.28 0| 0 104 0 4500 1.89 1.72 -0.33 37.48 1.89 1.82 300| 9 184 +2 4600 2.09 -0.38 36.86 0| 0 115 0 4700 2.53 -0.44 36.37 0| 0 0 0 4800 3.01 -0.50 35.78 0| 0 0 0 4900 3.54 -0.56 35.21 0| 0 9 0 5000 4.82 -0.67 34.54 0| 0 0 0 5200 7.95 -0.84 33.41 0| 0 0 0 5600 11.61 -0.94 32.91 0| 0 0 0 6000 15.51 -0.98 33.00 0| 0 0 0 6400 Total 300| 29 5,119 +11 Indicative a-t-m Vol 38.00 Underlying Price 48.510 Time to expiry: 85 Days Mar 10 0.01 0.00 72.00 0| 0 90 0 1896 0.02 0.00 69.40 0| 0 50 0 2085 0.03 -0.01 66.70 0| 0 4,500 0 2275 0.05 -0.01 63.06 0| 0 200 0 2464 0.08 -0.01 61.39 0| 0 105 0 2654 0.12 -0.02 58.43 0| 0 40 0 2843 0.17 -0.03 55.98 0| 0 240 0 3033 0.25 -0.04 53.62 0| 0 2,740 0 3222 0.35 -0.06 51.41 0| 0 1,175 0 3412 0.49 -0.08 48.92 0| 0 4,717 0 3602 0.68 -0.11 46.77 0| 0 8,558 0 3791 0.99 0.92 -0.15 44.61 0.99 0.98 60| 0 6,473 0 3981 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 | | 1.25 -0.20 42.75 0| 0 1,718 0 4170 1.70 -0.26 41.16 0| 0 2,284 0 4360 2.28 -0.33 39.73 0| 0 6,161 0 4549 3.92 -0.50 37.56 0| 0 9,480 0 4929 6.22 -0.66 35.89 0| 0 168 0 5308 9.11 -0.81 34.52 0| 0 1,001 0 5687 12.41 -0.91 33.11 0| 0 225 0 6066 17.87 -0.98 32.24 0| 0 0 0 6635 19.74 -0.99 32.12 0| 0 250 0 6824 27.31 -1.00 32.43 0| 0 0 0 7582 31.49 -1.00 33.00 0| 0 0 0 8000 Total 60| 0 50,175 0 Indicative a-t-m Vol 39.86 Underlying Price 48.510 Time to expiry: 176 Days Jun 10 0.01 0.00 70.00 0| 0 385 0 1137 0.04 0.00 70.92 0| 0 172 0 1516 0.13 -0.01 67.87 0| 0 127 0 1896 0.25 -0.03 62.74 0| 0 733 0 2275 0.76 0.77 -0.08 54.43 0.76 0.76 37| 0 2,538 0 3033 1.89 -0.19 46.84 0| 0 4,245 0 3791 3.09 -0.29 43.14 0| 0 3,840 0 4258 5.00 -0.43 40.37 0| 0 6,212 0 4739 8.24 -0.60 37.69 0| 0 1,349 0 5323 16.54 -0.86 34.64 0| 0 181 0 6388 23.12 -0.94 33.85 0| 0 215 0 7097 30.02 -0.97 33.84 0| 0 135 0 7807 37.03 -0.99 34.48 0| 0 152 0 8517 40.55 -0.99 35.00 0| 0 75 0 8872 Total 37| 0 20,359 0 Indicative a-t-m Vol 40.28 Underlying Price 48.510 Time to expiry: 267 Days Sep 10 1.55 -0.12 50.60 0| 0 800 0 3200 1.95 -0.15 49.37 0| 0 1,150 0 3412 2.76 -0.21 46.14 0| 0 171 0 3791 3.90 -0.28 43.73 0| 0 934 0 4170 5.31 -0.37 41.39 0| 0 1 0 4549 7.18 -0.46 40.00 0| 0 110 0 4929 9.25 -0.56 38.00 0| 0 0 0 5308 11.72 -0.65 36.55 0| 0 0 0 5687 14.50 -0.74 35.20 0| 0 1,250 0 6066 20.94 -0.86 34.00 0| 0 0 0 6824 27.97 -0.94 33.00 0| 0 75 0 7582 32.05 -0.95 34.00 0| 0 0 0 8000 Total 0| 0 4,491 0 Indicative a-t-m Vol 40.15 Underlying Price 48.510 Time to expiry: 358 Days Dec 10 0.03 0.00 59.09 0| 0 138 0 1137 0.12 -0.01 58.10 0| 0 121 0 1516 0.29 -0.02 55.57 0| 0 1,293 0 1896 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.57 -0.04 53.27 0| 0 597 0 2275 1.59 -0.11 48.57 0| 0 1,155 0 3033 3.38 -0.22 44.52 0| 0 3,000 0 3791 4.99 -0.30 42.39 0| 0 3,101 0 4258 5.40 -0.32 42.07 0| 0 788 0 4360 6.19 -0.36 41.09 0| 0 1,905 0 4549 7.15 -0.40 40.84 0| 0 16,804 0 4739 8.05 -0.44 39.67 0| 0 5,208 0 4929 10.34 -0.53 38.66 0| 0 226 0 5323 12.70 -0.60 37.65 0| 0 1,650 0 5687 17.89 -0.74 36.00 0| 0 100 0 6388 23.89 -0.84 34.70 0| 0 50 0 7097 24.82 -0.85 34.54 0| 0 0 0 7203 28.27 -0.89 33.99 0| 0 0 0 7582 32.03 -0.92 33.50 0| 0 6 0 7984 37.14 -0.95 32.98 0| 0 0 0 8517 40.59 -0.97 32.70 0| 0 51 0 8872 58.14 -0.99 35.00 0| 0 1 0 10647 Total 0| 0 36,194 0 Indicative a-t-m Vol 38.00 Underlying Price 48.510 Time to expiry: 540 Days Jun 11 0.36 -0.02 70.92 0| 0 0 0 1137 0.53 -0.03 62.18 0| 0 0 0 1516 0.64 -0.04 59.10 0| 0 0 0 1706 0.78 -0.04 56.09 0| 0 0 0 1896 0.95 -0.05 53.87 0| 0 0 0 2085 1.16 -0.07 51.84 0| 0 50 0 2275 1.70 -0.10 48.75 0| 0 0 0 2654 2.60 -0.14 47.63 0| 0 0 0 3033 3.55 -0.19 45.51 0| 0 0 0 3412 4.40 -0.24 41.84 0| 0 30 0 3791 5.76 -0.30 40.11 0| 0 0 0 4170 7.47 -0.36 39.03 0| 0 1,000 0 4549 11.47 -0.50 36.44 0| 0 0 0 5308 13.92 -0.57 35.79 0| 0 0 0 5687 16.46 -0.64 34.71 0| 0 0 0 6066 21.75 -0.78 30.24 0| 0 0 0 6824 28.35 -0.87 29.33 0| 0 0 0 7582 Total 0| 0 1,080 0 Indicative a-t-m Vol 33.11 Underlying Price 48.510 Time to expiry: 722 Days Dec 11 0.36 -0.02 62.00 0| 0 0 0 1137 0.67 -0.03 57.47 0| 0 0 0 1516 1.01 -0.05 52.73 0| 0 0 0 1896 1.69 -0.08 51.40 0| 0 0 0 2275 2.75 -0.14 42.90 0| 0 2,000 0 3033 4.51 -0.23 37.57 0| 0 3,000 0 3791 6.06 -0.31 35.09 0| 0 0 0 4258 11.27 -0.50 31.53 0| 0 0 0 5323 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 24.25 -0.79 28.91 0| 0 0 0 7097 32.28 -0.87 29.52 0| 0 0 0 7984 40.74 -0.91 31.00 0| 0 1 0 8872 Total 0| 0 5,001 0 Indicative a-t-m Vol 33.95 Underlying Price 48.510 Time to expiry: 904 Days Jun 12 1.83 -0.08 47.04 0| 0 0 0 2275 3.19 -0.15 41.03 0| 0 0 0 3033 4.25 -0.19 39.29 0| 0 0 0 3412 5.52 -0.24 37.89 0| 0 0 0 3791 6.80 -0.30 35.97 0| 0 0 0 4170 8.49 -0.35 35.02 0| 0 0 0 4549 12.28 -0.48 32.33 0| 0 0 0 5308 14.56 -0.54 31.54 0| 0 0 0 5687 28.69 -0.81 28.27 0| 0 0 0 7582 Total 0| 0 0 0 Indicative a-t-m Vol 36.07 Underlying Price 48.510 Time to expiry: 1093 Days Dec 12 0.37 -0.01 65.24 0| 0 2,500 0 758 0.85 -0.03 61.66 0| 0 0 0 1137 1.43 -0.05 57.92 0| 0 0 0 1516 2.12 -0.07 54.68 0| 0 500 0 1896 2.94 -0.10 51.97 0| 0 0 0 2275 4.62 -0.16 45.44 0| 0 18,000 0 3033 6.20 -0.24 38.00 0| 0 2,000 0 3791 8.47 -0.30 37.94 0| 0 1,100 0 4258 13.66 -0.45 34.59 0| 0 8,500 0 5323 22.08 -0.63 31.82 0| 0 0 0 6635 25.62 -0.68 31.53 0| 0 0 0 7097 65.22 -0.98 33.09 0| 0 0 0 11373 Total 0| 0 32,600 0 Indicative a-t-m Vol 31.78 Underlying Price 48.510 Time to expiry: 1457 Days Dec 13 0.87 -0.03 54.46 0| 0 0 0 1137 1.45 -0.05 51.17 0| 0 0 0 1516 2.17 -0.07 48.45 0| 0 0 0 1896 2.99 -0.10 46.07 0| 0 0 0 2275 4.68 -0.16 40.54 0| 0 0 0 3033 7.30 -0.24 38.00 0| 0 0 0 3791 9.54 -0.33 32.65 0| 0 1,000 0 4549 15.21 -0.49 29.38 0| 0 0 0 5687 28.89 -0.76 27.31 0| 0 0 0 7582 46.27 -0.96 27.09 0| 0 0 0 9478 65.33 -0.92 36.35 0| 0 0 0 11373 Total 0| 0 1,000 0 Indicative a-t-m Vol 31.38 Underlying Price 48.510 Time to expiry: 1821 Days Dec 14 5.82 -0.18 39.17 0| 0 0 0 3200 8.16 -0.26 34.63 0| 0 0 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.22 -0.35 31.49 0| 0 0 0 4800 17.59 -0.51 28.87 0| 0 0 0 6000 32.78 -0.76 28.37 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 397| 263 166,770 +86 Grand Total 397| 272 291,041 +15 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Societe Generale European (GL3) Indicative a-t-m Vol 37.83 Underlying Price 48.510 Time to expiry: 85 Days Mar 10 29.59 1.00 70.00 0| 0 0 0 1896 27.71 1.00 66.16 0| 0 0 0 2085 25.82 1.00 62.72 0| 0 0 0 2275 23.94 0.99 59.65 0| 0 0 0 2464 22.06 0.99 56.86 0| 0 0 0 2654 20.20 0.99 54.35 0| 0 0 0 2843 18.35 0.98 52.05 0| 0 0 0 3033 16.52 0.97 49.97 0| 0 0 0 3222 14.71 0.95 48.05 0| 0 0 0 3412 12.95 0.93 46.29 0| 0 0 0 3602 11.25 0.90 44.68 0| 0 0 0 3791 9.61 0.85 43.19 0| 0 0 0 3981 8.07 0.80 41.82 0| 0 0 0 4170 7.39 0.78 41.22 0| 0 30 0 4258 6.61 0.74 40.29 0| 0 0 0 4360 5.31 0.67 39.08 0| 0 83 0 4549 5.06 0.65 39.63 0| 0 0 0 4600 4.42 0.61 38.74 0| 0 0 0 4700 3.87 0.56 38.25 0| 0 0 0 4800 3.18 0.50 37.18 0| 0 0 0 4929 1.58 0.32 34.65 0| 0 316 0 5323 0.77 0.19 33.80 0| 0 15 0 5687 0.32 0.09 32.94 0| 0 0 0 6066 0.12 0.04 31.55 0| 0 10 0 6388 0.01 0.01 29.75 0| 0 0 0 7097 0.01 0.00 28.78 0| 0 10 0 7582 0.01 0.00 28.12 0| 0 0 0 7984 0.01 0.00 27.41 0| 0 0 0 8517 0.01 0.00 27.03 0| 0 0 0 8872 0.01 0.00 26.00 0| 0 40 0 10647 Total 0| 0 504 0 Indicative a-t-m Vol 38.04 Underlying Price 48.510 Time to expiry: 267 Days Sep 10 36.55 1.00 65.00 0| 0 0 0 1137 32.86 0.99 63.43 0| 0 0 0 1516 31.03 0.99 61.82 0| 0 0 0 1706 29.21 0.98 60.01 0| 0 0 0 1896 27.42 0.97 58.13 0| 0 0 0 2085 25.65 0.96 56.23 0| 0 0 0 2275 22.17 0.94 52.58 0| 0 0 0 2654 18.82 0.91 49.23 0| 0 0 0 3033 17.39 0.89 47.87 0| 0 0 0 3200 15.64 0.86 46.23 0| 0 0 0 3412 14.14 0.83 44.88 0| 0 0 0 3600 12.67 0.80 43.59 0| 0 0 0 3791 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.17 0.76 42.28 0| 0 0 0 4000 9.43 0.70 40.80 0| 0 0 0 4258 8.54 0.67 40.04 0| 0 0 0 4400 7.63 0.63 39.12 0| 0 0 0 4549 6.30 0.57 38.23 0| 0 0 0 4800 5.71 0.54 37.76 0| 0 0 0 4929 3.98 0.43 35.90 0| 0 0 0 5323 2.80 0.34 34.85 0| 0 0 0 5687 1.87 0.26 33.82 0| 0 0 0 6066 1.30 0.20 33.09 0| 0 28 0 6388 0.56 0.10 31.89 0| 0 0 0 7097 0.30 0.06 31.37 0| 0 0 0 7582 0.18 0.04 31.09 0| 0 20 0 7984 0.09 0.02 30.92 0| 0 0 0 8517 0.01 0.00 32.00 0| 0 0 0 10647 Total 0| 0 48 0 Indicative a-t-m Vol 35.32 Underlying Price 48.510 Time to expiry: 449 Days Mar 11 36.74 0.99 63.51 0| 0 0 0 1137 33.14 0.98 58.04 0| 0 0 0 1516 31.35 0.98 55.71 0| 0 0 0 1706 29.59 0.97 53.60 0| 0 0 0 1896 27.85 0.96 51.69 0| 0 0 0 2085 26.14 0.95 49.94 0| 0 0 0 2275 22.81 0.92 46.86 0| 0 0 0 2654 19.63 0.89 44.24 0| 0 0 0 3033 16.65 0.84 41.98 0| 0 0 0 3412 13.88 0.78 40.02 0| 0 0 0 3791 10.83 0.70 37.94 0| 0 0 0 4258 9.15 0.64 36.79 0| 0 0 0 4549 7.71 0.59 35.44 0| 0 0 0 4800 5.51 0.48 34.21 0| 0 0 0 5323 3.12 0.33 32.24 0| 0 0 0 6066 1.53 0.19 32.17 0| 0 0 0 7097 1.10 0.15 32.32 0| 0 0 0 7582 0.85 0.12 32.63 0| 0 0 0 7984 0.38 0.05 38.44 0| 0 0 0 10647 Total 0| 0 0 0 Indicative a-t-m Vol 33.41 Underlying Price 48.510 Time to expiry: 631 Days Sep 11 35.97 0.99 57.51 0| 0 0 0 1137 32.41 0.98 51.43 0| 0 0 0 1516 30.66 0.97 49.16 0| 0 0 0 1706 28.93 0.97 47.23 0| 0 0 0 1896 27.24 0.96 45.55 0| 0 0 0 2085 25.57 0.94 44.09 0| 0 0 0 2275 22.35 0.91 41.61 0| 0 0 0 2654 19.31 0.88 39.59 0| 0 0 0 3033 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.48 0.83 37.90 0| 0 0 0 3412 13.89 0.77 36.44 0| 0 0 0 3791 11.02 0.69 34.89 0| 0 0 0 4258 9.47 0.64 34.04 0| 0 0 0 4549 8.28 0.59 33.55 0| 0 0 0 4800 6.04 0.49 32.07 0| 0 0 0 5323 3.89 0.36 31.41 0| 0 0 0 6066 2.19 0.23 31.55 0| 0 0 0 7097 1.43 0.16 32.14 0| 0 0 0 7984 Total 0| 0 0 0 Indicative a-t-m Vol 31.59 Underlying Price 48.510 Time to expiry: 813 Days Mar 12 36.18 0.99 53.86 0| 0 0 0 1137 32.69 0.98 47.93 0| 0 0 0 1516 29.27 0.96 43.76 0| 0 0 0 1896 25.93 0.94 40.24 0| 0 0 0 2275 22.76 0.91 37.89 0| 0 0 0 2654 19.84 0.88 36.54 0| 0 0 0 3033 17.08 0.83 35.09 0| 0 0 0 3412 14.56 0.78 33.90 0| 0 0 0 3791 11.97 0.70 33.45 0| 0 0 0 4258 10.38 0.65 32.40 0| 0 0 0 4549 9.11 0.61 31.63 0| 0 0 0 4800 7.10 0.52 31.22 0| 0 0 0 5323 2.48 0.25 28.51 0| 0 150 0 7097 1.43 0.16 27.78 0| 0 0 0 7984 0.90 0.11 27.98 0| 0 0 0 8872 0.38 0.05 28.44 0| 0 0 0 10647 Total 0| 0 150 0 Indicative a-t-m Vol 32.05 Underlying Price 48.510 Time to expiry: 1002 Days Sep 12 35.09 0.99 42.60 0| 0 0 0 1137 31.69 0.98 40.58 0| 0 0 0 1516 28.42 0.96 39.09 0| 0 0 0 1896 25.29 0.94 37.59 0| 0 0 0 2275 19.63 0.86 35.53 0| 0 0 0 3033 14.76 0.76 33.62 0| 0 0 0 3791 12.22 0.70 32.70 0| 0 0 0 4258 9.79 0.61 32.09 0| 0 0 0 4800 7.85 0.53 31.64 0| 0 0 0 5323 3.82 0.32 31.39 0| 0 0 0 7097 2.86 0.25 32.17 0| 0 0 0 8000 1.36 0.13 35.81 0| 0 0 0 11373 Total 0| 0 0 0 Indicative a-t-m Vol 31.01 Underlying Price 48.510 Time to expiry: 1177 Days Mar 13 35.29 0.99 40.84 0| 0 0 0 1137 31.96 0.98 38.85 0| 0 0 0 1516 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 | | 28.75 0.96 37.26 0| 0 0 0 1896 25.69 0.94 35.85 0| 0 0 0 2275 20.10 0.87 33.65 0| 0 0 0 3033 15.38 0.77 32.17 0| 0 0 0 3791 11.52 0.66 31.16 0| 0 0 0 4549 7.45 0.50 30.58 0| 0 30 0 5687 3.82 0.31 30.76 0| 0 0 0 7582 1.69 0.15 34.45 0| 0 0 0 11373 Total 0| 0 30 0 Indicative a-t-m Vol 30.22 Underlying Price 48.510 Time to expiry: 1366 Days Sep 13 34.31 0.99 38.81 0| 0 0 0 1137 31.10 0.98 37.54 0| 0 0 0 1516 28.00 0.96 36.17 0| 0 0 0 1896 25.05 0.93 34.91 0| 0 0 0 2275 19.71 0.86 32.87 0| 0 0 0 3033 15.22 0.76 31.42 0| 0 0 0 3791 11.56 0.66 30.44 0| 0 0 0 4549 7.57 0.51 29.60 0| 0 0 0 5687 3.88 0.31 29.35 0| 0 0 0 7582 1.63 0.15 32.10 0| 0 0 0 11373 Total 0| 0 0 0 Indicative a-t-m Vol 29.07 Underlying Price 48.510 Time to expiry: 1548 Days Mar 14 30.72 0.97 36.36 0| 0 0 0 1600 27.60 0.95 35.00 0| 0 0 0 2000 24.63 0.92 33.71 0| 0 0 0 2400 19.26 0.84 31.60 0| 0 0 0 3200 14.72 0.75 30.10 0| 0 0 0 4000 11.13 0.64 29.10 0| 0 0 0 4800 7.26 0.49 28.29 0| 0 0 0 6000 3.70 0.30 28.19 0| 0 0 0 8000 1.52 0.14 30.52 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 29.07 Underlying Price 48.510 Time to expiry: 1730 Days Sep 14 18.88 0.83 31.59 0| 0 0 0 3200 14.61 0.74 30.10 0| 0 0 0 4000 11.16 0.64 29.10 0| 0 0 0 4800 7.46 0.49 28.29 0| 0 0 0 6000 3.98 0.31 28.19 0| 0 0 0 8000 1.80 0.16 30.52 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 732 0 | Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 80 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Societe Generale European (GL3) Indicative a-t-m Vol 37.29 Underlying Price 48.510 Time to expiry: 85 Days Mar 10 0.01 0.00 70.00 0| 0 200 0 1896 0.01 0.00 66.19 0| 0 0 0 2085 0.02 0.00 62.75 0| 0 0 0 2275 0.03 -0.01 59.68 0| 0 30 0 2464 0.05 -0.01 56.88 0| 0 0 0 2654 0.07 -0.01 54.36 0| 0 0 0 2843 0.12 -0.02 52.04 0| 0 0 0 3033 0.18 -0.03 49.94 0| 0 0 0 3222 0.27 -0.05 48.00 0| 0 60 0 3412 0.40 -0.07 46.23 0| 0 90 0 3602 0.58 -0.10 44.60 0| 0 3 0 3791 0.84 -0.14 43.09 0| 0 18 0 3981 1.18 -0.20 41.70 0| 0 46 0 4170 1.38 -0.22 41.09 0| 0 470 0 4258 1.68 -0.26 40.87 0| 0 403 0 4360 2.28 -0.33 39.75 0| 0 27 0 4549 2.39 -0.35 38.57 0| 0 0 0 4600 2.75 -0.39 37.76 0| 0 0 0 4700 3.19 -0.44 37.19 0| 0 0 0 4800 3.91 -0.49 37.44 0| 0 2 0 4929 6.26 -0.67 35.21 0| 0 15 0 5323 9.05 -0.81 33.93 0| 0 20 0 5687 12.35 -0.91 32.34 0| 0 905 0 6066 15.38 -0.96 31.34 0| 0 0 0 6388 22.35 -1.00 29.54 0| 0 90 0 7097 27.19 -1.00 28.59 0| 0 65 0 7582 31.20 -1.00 27.94 0| 0 0 0 7984 36.52 -1.00 27.25 0| 80 30 -50 8517 40.06 -1.00 26.89 0| 0 21 0 8872 57.78 -1.00 26.00 0| 0 1 0 10647 Total 0| 80 2,496 -50 Indicative a-t-m Vol 39.18 Underlying Price 48.510 Time to expiry: 267 Days Sep 10 0.02 0.00 65.00 0| 0 0 0 1137 0.09 -0.01 64.20 0| 0 0 0 1516 0.15 -0.01 62.82 0| 0 0 0 1706 0.23 -0.02 61.19 0| 0 0 0 1896 0.32 -0.03 59.43 0| 0 500 0 2085 0.44 -0.04 57.63 0| 0 0 0 2275 0.76 -0.06 54.09 0| 0 50 0 2654 1.20 -0.10 50.79 0| 0 1,300 0 3033 1.45 -0.12 49.44 0| 0 0 0 3200 1.80 -0.15 47.80 0| 0 0 0 3412 2.20 -0.18 46.44 0| 0 0 0 3600 2.63 -0.21 45.14 0| 0 0 0 3791 3.23 -0.25 43.80 0| 0 0 0 4000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.04 -0.30 42.13 0| 0 0 0 4258 4.58 -0.33 41.54 0| 0 266 0 4400 5.23 -0.37 41.01 0| 0 0 0 4549 6.28 -0.43 39.34 0| 0 0 0 4800 6.97 -0.46 38.92 0| 0 0 0 4929 9.19 -0.56 37.32 0| 0 0 0 5323 11.58 -0.65 36.05 0| 0 0 0 5687 14.37 -0.73 34.93 0| 0 150 0 6066 16.96 -0.79 34.12 0| 0 120 0 6388 23.19 -0.89 32.76 0| 0 140 0 7097 27.73 -0.93 32.11 0| 0 0 0 7582 31.58 -0.96 31.73 0| 0 0 0 7984 36.77 -0.98 31.43 0| 0 20 0 8517 57.80 -1.00 32.00 0| 0 2,500 0 10647 Total 0| 0 5,046 0 Indicative a-t-m Vol 35.32 Underlying Price 48.510 Time to expiry: 449 Days Mar 11 0.11 -0.01 63.51 0| 0 0 0 1137 0.23 -0.02 58.04 0| 0 0 0 1516 0.31 -0.02 55.71 0| 0 0 0 1706 0.41 -0.03 53.60 0| 0 0 0 1896 0.54 -0.04 51.69 0| 0 0 0 2085 0.69 -0.05 49.94 0| 0 0 0 2275 1.09 -0.08 46.86 0| 0 0 0 2654 1.64 -0.11 44.24 0| 0 0 0 3033 2.38 -0.16 41.98 0| 0 0 0 3412 3.34 -0.22 40.02 0| 0 6 0 3791 4.88 -0.30 37.94 0| 0 0 0 4258 6.06 -0.36 36.79 0| 0 40 0 4549 7.09 -0.41 35.44 0| 0 0 0 4800 10.03 -0.52 34.21 0| 0 0 0 5323 14.94 -0.67 32.24 0| 0 0 0 6066 23.49 -0.81 32.17 0| 0 0 0 7097 27.84 -0.85 32.32 0| 0 0 0 7582 31.54 -0.88 32.63 0| 0 0 0 7984 57.25 -0.95 38.44 0| 0 1 0 10647 Total 0| 0 47 0 Indicative a-t-m Vol 33.41 Underlying Price 48.510 Time to expiry: 631 Days Sep 11 0.17 -0.01 57.51 0| 0 0 0 1137 0.30 -0.02 51.43 0| 0 0 0 1516 0.40 -0.03 49.16 0| 0 0 0 1706 0.51 -0.03 47.23 0| 0 0 0 1896 0.66 -0.04 45.55 0| 0 0 0 2085 0.83 -0.06 44.09 0| 0 0 0 2275 1.30 -0.09 41.61 0| 0 0 0 2654 1.94 -0.12 39.59 0| 0 0 0 3033 2.79 -0.17 37.90 0| 0 0 0 3412 3.88 -0.23 36.44 0| 0 0 0 3791 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 | | 5.54 -0.31 34.89 0| 0 0 0 4258 6.82 -0.36 34.04 0| 0 0 0 4549 8.07 -0.41 33.55 0| 0 0 0 4800 10.91 -0.51 32.07 0| 0 20 0 5323 15.97 -0.64 31.41 0| 0 0 0 6066 24.29 -0.77 31.55 0| 0 0 0 7097 32.15 -0.84 32.14 0| 0 0 0 7984 Total 0| 0 20 0 Indicative a-t-m Vol 31.59 Underlying Price 48.510 Time to expiry: 813 Days Mar 12 0.23 -0.01 53.86 0| 0 0 0 1137 0.38 -0.02 47.93 0| 0 0 0 1516 0.60 -0.04 43.76 0| 0 0 0 1896 0.89 -0.06 40.24 0| 0 0 0 2275 1.35 -0.09 37.89 0| 0 0 0 2654 2.06 -0.12 36.54 0| 0 0 0 3033 2.93 -0.17 35.09 0| 0 0 0 3412 4.04 -0.22 33.90 0| 0 0 0 3791 5.93 -0.30 33.45 0| 0 0 0 4258 7.12 -0.35 32.40 0| 0 0 0 4549 8.25 -0.39 31.63 0| 0 0 0 4800 11.26 -0.48 31.22 0| 0 0 0 5323 23.63 -0.75 28.51 0| 0 0 0 7097 31.08 -0.84 27.78 0| 0 0 0 7984 39.05 -0.89 27.98 0| 0 250 0 8872 55.54 -0.95 28.44 0| 0 1 0 10647 Total 0| 0 251 0 Indicative a-t-m Vol 32.05 Underlying Price 48.510 Time to expiry: 1002 Days Sep 12 0.11 -0.01 42.60 0| 0 0 0 1137 0.28 -0.02 40.58 0| 0 0 0 1516 0.59 -0.04 39.09 0| 0 0 0 1896 1.03 -0.06 37.59 0| 0 0 0 2275 2.52 -0.14 35.53 0| 0 0 0 3033 4.80 -0.24 33.62 0| 0 0 0 3791 6.66 -0.30 32.70 0| 0 0 0 4258 9.34 -0.39 32.09 0| 0 0 0 4800 12.33 -0.47 31.64 0| 0 0 0 5323 25.02 -0.68 31.39 0| 0 2,000 0 7097 32.58 -0.75 32.17 0| 0 0 0 8000 62.88 -0.87 35.81 0| 0 0 0 11373 Total 0| 0 2,000 0 Indicative a-t-m Vol 31.01 Underlying Price 48.510 Time to expiry: 1177 Days Mar 13 0.13 -0.01 40.84 0| 0 0 0 1137 0.31 -0.02 38.85 0| 0 0 0 1516 0.63 -0.04 37.26 0| 0 0 0 1896 1.09 -0.06 35.85 0| 0 0 0 2275 2.54 -0.13 33.65 0| 0 0 0 3033 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 | | 4.85 -0.23 32.17 0| 0 0 0 3791 8.02 -0.34 31.16 0| 0 0 0 4549 14.52 -0.50 30.58 0| 0 0 0 5687 28.48 -0.69 30.76 0| 0 0 0 7582 61.53 -0.85 34.45 0| 0 0 0 11373 Total 0| 0 0 0 Indicative a-t-m Vol 30.22 Underlying Price 48.510 Time to expiry: 1366 Days Sep 13 0.15 -0.01 38.81 0| 0 0 0 1137 0.39 -0.02 37.54 0| 0 0 0 1516 0.75 -0.04 36.17 0| 0 0 0 1896 1.26 -0.07 34.91 0| 0 0 0 2275 2.83 -0.14 32.87 0| 0 0 0 3033 5.26 -0.24 31.42 0| 0 0 0 3791 8.50 -0.34 30.44 0| 0 0 0 4549 14.88 -0.49 29.60 0| 0 0 0 5687 28.47 -0.69 29.35 0| 0 0 0 7582 60.78 -0.85 32.10 0| 0 0 0 11373 Total 0| 0 0 0 Indicative a-t-m Vol 29.07 Underlying Price 48.510 Time to expiry: 1548 Days Mar 14 0.51 -0.03 36.36 0| 0 0 0 1600 0.96 -0.05 35.00 0| 0 0 0 2000 1.57 -0.08 33.71 0| 0 0 0 2400 3.36 -0.16 31.60 0| 0 0 0 3200 5.99 -0.25 30.10 0| 0 0 0 4000 9.56 -0.36 29.10 0| 0 0 0 4800 16.42 -0.51 28.29 0| 0 0 0 6000 30.77 -0.70 28.19 0| 0 0 0 8000 64.39 -0.86 30.52 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 29.07 Underlying Price 48.510 Time to expiry: 1730 Days Sep 14 3.76 -0.17 31.59 0| 0 0 0 3200 6.51 -0.26 30.10 0| 0 0 0 4000 10.08 -0.36 29.10 0| 0 0 0 4800 16.92 -0.51 28.29 0| 0 0 0 6000 31.01 -0.69 28.19 0| 0 0 0 8000 63.94 -0.84 30.52 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 80 9,860 -50 Grand Total 0| 80 10,592 -50 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 84 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sodexo SA (100) (SW1) Indicative a-t-m Vol 24.84 Underlying Price 39.835 Time to expiry: 22 Days Jan 10 9.84 1.00 32.00 0| 0 0 0 3000 7.85 1.00 31.70 0| 0 0 0 3200 5.86 0.98 29.96 0| 0 0 0 3400 3.93 0.93 27.76 0| 0 0 0 3600 3.02 0.87 26.73 0| 0 0 0 3700 2.19 0.78 25.76 0| 0 90 0 3800 1.47 0.65 25.12 0| 0 62 0 3900 0.92 0.49 24.79 0| 0 127 0 4000 0.51 0.33 24.31 0| 0 456 0 4100 0.28 0.21 24.55 0| 0 53 0 4200 0.07 0.07 25.81 0| 0 0 0 4400 0.03 0.02 28.59 0| 0 0 0 4600 0.02 0.01 33.00 0| 0 0 0 4800 Total 0| 0 788 0 Indicative a-t-m Vol 23.12 Underlying Price 39.835 Time to expiry: 57 Days Feb 10 9.86 1.00 32.00 0| 0 0 0 3000 7.87 0.99 29.68 0| 0 0 0 3200 5.91 0.96 27.59 0| 0 0 0 3400 4.04 0.89 25.52 0| 0 0 0 3600 3.17 0.83 24.65 0| 0 3 0 3700 2.39 0.74 24.11 0| 0 4 0 3800 1.71 0.62 23.44 0| 0 3 0 3900 1.16 0.49 23.06 0| 0 5 0 4000 0.78 0.37 23.40 0| 0 0 0 4100 0.49 0.26 23.34 0| 0 15 0 4200 0.17 0.11 23.44 0| 0 0 0 4400 0.07 0.05 24.83 0| 0 0 0 4600 Total 0| 0 30 0 Indicative a-t-m Vol 23.81 Underlying Price 39.835 Time to expiry: 85 Days Mar 10 17.85 1.00 40.00 0| 0 0 0 2200 15.85 1.00 37.42 0| 0 0 0 2400 11.86 1.00 32.76 0| 0 0 0 2800 7.88 0.98 29.84 0| 0 0 0 3200 5.94 0.95 27.74 0| 0 0 0 3400 4.12 0.87 26.14 0| 0 0 0 3600 2.54 0.70 24.79 0| 0 0 0 3800 1.89 0.60 24.23 0| 0 0 0 3900 1.36 0.49 23.73 0| 0 1,215 0 4000 0.97 0.38 23.83 0| 0 0 0 4100 0.79 0.67 0.28 23.69 0.79 0.79 10| 0 0 0 4200 0.30 0.15 23.59 0| 0 1,620 0 4400 0.13 0.07 23.51 0| 0 0 0 4600 0.04 0.03 22.55 0| 0 0 0 4800 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 | | 0.01 0.00 22.97 0| 0 0 0 5600 0.01 0.00 25.00 0| 0 0 0 6400 Total 10| 0 2,835 0 Indicative a-t-m Vol 25.97 Underlying Price 39.835 Time to expiry: 176 Days Jun 10 19.86 1.00 40.00 0| 0 0 0 2000 17.86 1.00 38.02 0| 0 0 0 2200 15.86 1.00 36.07 0| 0 0 0 2400 11.87 1.00 32.97 0| 0 0 0 2800 7.97 0.95 29.78 0| 0 0 0 3200 6.16 0.87 28.52 0| 0 0 0 3400 4.58 0.76 27.54 0| 0 0 0 3600 3.25 0.62 26.57 0| 0 0 0 3800 2.22 0.48 25.91 0| 0 0 0 4000 1.47 0.36 25.21 0| 0 0 0 4200 0.94 0.26 24.88 0| 0 0 0 4400 0.37 0.12 24.64 0| 0 10 0 4800 0.04 0.02 24.09 0| 0 0 0 5600 0.01 0.01 24.50 0| 0 0 0 6000 0.01 0.00 25.18 0| 0 0 0 6400 0.01 0.00 30.00 0| 0 0 0 8000 Total 0| 0 10 0 Indicative a-t-m Vol 27.01 Underlying Price 39.835 Time to expiry: 267 Days Sep 10 15.86 1.00 35.84 0| 0 0 0 2400 11.90 0.98 32.65 0| 0 0 0 2800 8.19 0.88 30.19 0| 0 0 0 3200 5.18 0.69 28.26 0| 0 0 0 3600 4.01 0.59 27.56 0| 0 0 0 3800 3.03 0.49 26.96 0| 0 0 0 4000 2.22 0.41 26.26 0| 0 0 0 4200 1.60 0.32 25.87 0| 0 0 0 4400 0.80 0.19 25.39 0| 0 0 0 4800 0.18 0.05 25.10 0| 0 0 0 5600 0.03 0.01 25.00 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 27.98 Underlying Price 39.835 Time to expiry: 358 Days Dec 10 19.86 1.00 38.00 0| 0 0 0 2000 15.88 0.99 37.06 0| 0 0 0 2400 12.07 0.93 34.67 0| 0 0 0 2800 8.70 0.80 31.93 0| 0 0 0 3200 5.94 0.66 29.63 0| 0 0 0 3600 4.78 0.59 28.61 0| 0 0 0 3800 3.81 0.52 27.93 0| 0 0 0 4000 2.93 0.44 27.01 0| 0 0 0 4200 2.24 0.37 26.43 0| 0 0 0 4400 1.25 0.24 25.57 0| 0 0 0 4800 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 | | 0.49 0.11 27.00 0| 0 0 0 5600 0.28 0.07 27.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.50 Underlying Price 39.835 Time to expiry: 540 Days Jun 11 15.96 0.97 39.72 0| 0 0 0 2400 9.52 0.76 34.66 0| 0 0 0 3200 6.97 0.66 32.31 0| 0 0 0 3600 4.85 0.54 30.42 0| 0 0 0 4000 2.33 0.33 29.18 0| 0 0 0 4800 0.76 0.13 28.95 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.51 Underlying Price 39.835 Time to expiry: 722 Days Dec 11 16.22 0.92 39.72 0| 0 0 0 2400 10.33 0.75 34.66 0| 0 0 0 3200 5.80 0.56 30.42 0| 0 0 0 4000 3.18 0.37 29.18 0| 0 0 0 4800 1.32 0.19 28.95 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 10| 0 3,663 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 | | Sodexo SA (100) (SW1) Indicative a-t-m Vol 24.84 Underlying Price 39.835 Time to expiry: 22 Days Jan 10 0.01 0.00 32.00 0| 0 0 0 3000 0.01 0.00 31.70 0| 0 20 0 3200 0.02 -0.02 29.96 0| 0 0 0 3400 0.09 -0.07 27.76 0| 0 0 0 3600 0.18 -0.13 26.73 0| 0 295 0 3700 0.34 -0.22 25.76 0| 0 1 0 3800 0.63 -0.35 25.12 0| 0 0 0 3900 1.07 -0.51 24.79 0| 6 6 +6 4000 1.67 -0.67 24.31 0| 0 0 0 4100 2.43 -0.80 24.55 0| 0 0 0 4200 4.23 -0.93 25.81 0| 0 40 0 4400 6.18 -0.98 28.59 0| 0 0 0 4600 8.17 -0.99 33.00 0| 0 0 0 4800 Total 0| 6 362 +6 Indicative a-t-m Vol 23.12 Underlying Price 39.835 Time to expiry: 57 Days Feb 10 0.04 -0.02 32.00 0| 0 0 0 3000 0.10 -0.05 29.68 0| 0 0 0 3200 0.26 -0.12 27.59 0| 0 0 0 3400 0.57 -0.24 25.52 0| 0 9 0 3600 0.84 -0.32 24.65 0| 0 5 0 3700 1.22 -0.43 24.11 0| 0 5 0 3800 1.70 -0.53 23.44 0| 0 7 0 3900 2.30 -0.64 23.06 0| 0 0 0 4000 3.04 -0.73 23.40 0| 0 0 0 4100 3.84 -0.81 23.34 0| 0 0 0 4200 5.61 -0.92 23.44 0| 0 0 0 4400 7.54 -0.96 24.83 0| 0 0 0 4600 Total 0| 0 26 0 Indicative a-t-m Vol 23.81 Underlying Price 39.835 Time to expiry: 85 Days Mar 10 0.01 0.00 40.00 0| 0 0 0 2200 0.01 0.00 37.42 0| 0 0 0 2400 0.04 -0.02 32.76 0| 0 23 0 2800 0.24 -0.09 29.84 0| 0 0 0 3200 0.46 -0.16 27.74 0| 0 5 0 3400 0.88 -0.27 26.14 0| 0 20 0 3600 1.58 -0.43 24.79 0| 0 36 0 3800 2.06 -0.52 24.23 0| 0 0 0 3900 2.63 -0.61 23.73 0| 0 0 0 4000 3.32 -0.68 23.83 0| 0 0 0 4100 4.07 -0.76 23.69 0| 0 0 0 4200 5.75 -0.87 23.59 0| 0 2 0 4400 7.59 -0.94 23.51 0| 0 0 0 4600 9.51 -0.98 22.55 0| 0 0 0 4800 17.47 -1.00 22.97 0| 0 0 0 5600 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 | | 25.46 -1.00 25.00 0| 0 0 0 6400 Total 0| 0 86 0 Indicative a-t-m Vol 25.97 Underlying Price 39.835 Time to expiry: 176 Days Jun 10 0.02 -0.01 40.00 0| 0 0 0 2000 0.04 -0.01 38.02 0| 0 0 0 2200 0.08 -0.02 36.07 0| 0 0 0 2400 0.27 -0.06 32.97 0| 0 0 0 2800 0.71 -0.15 29.78 0| 0 36 0 3200 1.11 -0.23 28.52 0| 0 52 0 3400 1.71 -0.32 27.54 0| 0 0 0 3600 2.50 -0.43 26.57 0| 0 0 0 3800 3.54 -0.54 25.91 0| 0 1 0 4000 4.80 -0.65 25.21 0| 0 0 0 4200 6.28 -0.75 24.88 0| 0 2 0 4400 9.73 -0.89 24.64 0| 0 0 0 4800 17.50 -0.97 28.31 0| 0 0 0 5600 21.44 -1.00 24.50 0| 0 0 0 6000 25.47 -0.99 34.46 0| 0 0 0 6400 41.42 -1.00 30.00 0| 0 0 0 8000 Total 0| 0 91 0 Indicative a-t-m Vol 27.01 Underlying Price 39.835 Time to expiry: 267 Days Sep 10 0.23 -0.04 35.84 0| 0 0 0 2400 0.55 -0.10 32.65 0| 0 0 0 2800 1.20 -0.19 30.19 0| 0 0 0 3200 2.37 -0.34 28.26 0| 0 0 0 3600 3.22 -0.42 27.56 0| 0 0 0 3800 4.25 -0.51 26.96 0| 0 0 0 4000 5.43 -0.60 26.26 0| 0 0 0 4200 6.82 -0.69 25.87 0| 0 0 0 4400 10.04 -0.82 25.39 0| 0 0 0 4800 17.50 -0.97 25.10 0| 0 0 0 5600 25.48 -0.98 31.22 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 27.98 Underlying Price 39.835 Time to expiry: 358 Days Dec 10 0.16 -0.02 38.00 0| 0 0 0 2000 0.48 -0.07 37.06 0| 0 0 0 2400 1.01 -0.13 34.67 0| 0 0 0 2800 1.80 -0.22 31.93 0| 0 0 0 3200 3.04 -0.34 29.63 0| 0 0 0 3600 3.87 -0.41 28.61 0| 0 0 0 3800 4.89 -0.49 27.93 0| 0 0 0 4000 6.00 -0.57 27.01 0| 0 0 0 4200 7.31 -0.64 26.43 0| 0 0 0 4400 10.34 -0.78 25.57 0| 0 0 0 4800 17.66 -0.92 27.00 0| 0 0 0 5600 21.51 -0.96 27.00 0| 0 0 0 6000 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 89 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 0 0 Indicative a-t-m Vol 30.50 Underlying Price 39.835 Time to expiry: 540 Days Jun 11 1.29 -0.12 39.72 0| 0 0 0 2400 3.25 -0.27 34.66 0| 0 0 0 3200 4.74 -0.37 32.31 0| 0 0 0 3600 6.66 -0.49 30.42 0| 0 0 0 4000 12.13 -0.69 29.18 0| 0 0 0 4800 22.45 -0.88 28.95 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.51 Underlying Price 39.835 Time to expiry: 722 Days Dec 11 1.78 -0.13 39.72 0| 0 0 0 2400 3.92 -0.27 34.66 0| 0 0 0 3200 7.28 -0.46 30.42 0| 0 0 0 4000 12.56 -0.65 29.18 0| 0 0 0 4800 22.58 -0.84 28.95 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 6 565 +6 Grand Total 10| 6 4,228 +6 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 | | Sodexo SA European (SW2) Indicative a-t-m Vol 23.81 Underlying Price 39.835 Time to expiry: 85 Days Mar 10 16.53 1.00 40.00 0| 0 0 0 2200 14.53 1.00 37.42 0| 0 0 0 2400 10.57 0.98 32.76 0| 0 0 0 2800 6.78 0.91 29.84 0| 0 780 0 3200 5.00 0.84 27.74 0| 0 750 0 3400 3.43 0.73 26.14 0| 0 620 0 3600 2.13 0.57 24.79 0| 0 290 0 3800 1.60 0.48 24.23 0| 0 0 0 3900 1.17 0.40 23.73 0| 0 225 0 4000 0.86 0.32 23.83 0| 0 0 0 4100 0.61 0.25 23.69 0| 0 0 0 4200 0.29 0.14 23.59 0| 0 0 0 4400 0.12 0.07 23.51 0| 0 0 0 4600 0.04 0.02 22.55 0| 0 30 0 4800 0.01 0.00 22.97 0| 0 0 0 5600 0.01 0.00 23.86 0| 0 0 0 6000 0.01 0.00 25.00 0| 0 0 0 6400 Total 0| 0 2,695 0 Indicative a-t-m Vol 26.83 Underlying Price 39.835 Time to expiry: 267 Days Sep 10 14.89 0.96 35.00 0| 0 0 0 2400 11.26 0.91 32.56 0| 0 0 0 2800 7.93 0.81 30.08 0| 0 0 0 3200 5.14 0.67 28.21 0| 0 2 0 3600 3.98 0.58 27.45 0| 0 6 0 3800 3.01 0.49 26.77 0| 0 0 0 4000 2.22 0.41 26.27 0| 0 0 0 4200 1.61 0.32 25.96 0| 0 0 0 4400 0.81 0.19 25.49 0| 0 0 0 4800 0.15 0.05 24.50 0| 0 2 0 5600 0.07 0.02 24.45 0| 0 152 0 6000 0.03 0.01 24.50 0| 0 0 0 6400 Total 0| 0 162 0 Indicative a-t-m Vol 27.99 Underlying Price 39.835 Time to expiry: 449 Days Mar 11 17.78 0.97 35.00 0| 0 0 0 2000 14.42 0.91 36.53 0| 0 0 0 2400 8.21 0.74 31.65 0| 0 0 0 3200 5.83 0.63 30.28 0| 0 0 0 3600 3.74 0.49 27.89 0| 0 0 0 4000 1.44 0.25 26.35 0| 0 0 0 4800 0.76 0.13 32.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.64 Underlying Price 39.835 Time to expiry: 631 Days Sep 11 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 | | 15.29 0.88 38.00 0| 0 0 0 2400 9.57 0.74 33.74 0| 0 0 0 3200 7.24 0.64 32.01 0| 0 0 0 3600 5.29 0.54 30.58 0| 0 0 0 4000 2.80 0.35 29.51 0| 0 0 0 4800 1.09 0.17 29.45 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 2,857 0 | 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 | | Sodexo SA European (SW2) Indicative a-t-m Vol 23.81 Underlying Price 39.835 Time to expiry: 85 Days Mar 10 0.01 0.00 40.00 0| 0 0 0 2200 0.01 0.00 37.42 0| 0 0 0 2400 0.04 -0.02 32.76 0| 0 0 0 2800 0.24 -0.09 29.84 0| 0 0 0 3200 0.46 -0.16 27.74 0| 0 25 0 3400 0.88 -0.27 26.14 0| 0 0 0 3600 1.58 -0.43 24.79 0| 0 20 0 3800 2.05 -0.52 24.23 0| 0 0 0 3900 2.62 -0.60 23.73 0| 0 57 0 4000 3.31 -0.68 23.83 0| 0 0 0 4100 4.06 -0.75 23.69 0| 0 0 0 4200 5.73 -0.86 23.59 0| 0 0 0 4400 7.56 -0.93 23.51 0| 0 0 0 4600 9.47 -0.98 22.55 0| 0 0 0 4800 17.42 -1.00 22.97 0| 0 0 0 5600 21.41 -1.00 23.86 0| 0 0 0 6000 25.41 -1.00 25.00 0| 0 0 0 6400 Total 0| 0 102 0 Indicative a-t-m Vol 26.83 Underlying Price 39.835 Time to expiry: 267 Days Sep 10 0.21 -0.04 35.00 0| 0 0 0 2400 0.54 -0.09 32.56 0| 0 0 0 2800 1.19 -0.19 30.08 0| 0 0 0 3200 2.35 -0.33 28.21 0| 0 2 0 3600 3.19 -0.42 27.45 0| 0 1 0 3800 4.19 -0.51 26.77 0| 0 0 0 4000 5.39 -0.59 26.27 0| 0 0 0 4200 6.77 -0.68 25.96 0| 0 0 0 4400 9.93 -0.81 25.49 0| 0 0 0 4800 17.21 -0.95 24.50 0| 0 0 0 5600 21.09 -0.98 24.45 0| 0 0 0 6000 25.02 -0.99 24.50 0| 0 0 0 6400 Total 0| 0 3 0 Indicative a-t-m Vol 27.99 Underlying Price 39.835 Time to expiry: 449 Days Mar 11 0.21 -0.03 35.00 0| 0 0 0 2000 0.78 -0.09 36.53 0| 0 0 0 2400 2.44 -0.26 31.65 0| 0 0 0 3200 3.99 -0.37 30.28 0| 0 0 0 3600 5.83 -0.51 27.89 0| 0 0 0 4000 11.40 -0.75 26.35 0| 0 0 0 4800 22.51 -0.87 32.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.64 Underlying Price 39.835 Time to expiry: 631 Days Sep 11 1.36 -0.12 38.00 0| 0 0 0 2400 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 | | 3.41 -0.26 33.74 0| 0 0 0 3200 4.97 -0.36 32.01 0| 0 0 0 3600 6.91 -0.46 30.58 0| 0 0 0 4000 12.19 -0.65 29.51 0| 0 0 0 4800 22.13 -0.83 29.45 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 0 105 0 Grand Total 0| 0 2,962 0 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 94 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | ST Microelectronics European (ST3) Indicative a-t-m Vol 33.91 Underlying Price 6.336 Time to expiry: 85 Days Mar 10 4.31 1.00 80.00 0| 0 0 0 200 3.91 1.00 75.91 0| 0 0 0 240 3.51 1.00 67.60 0| 0 0 0 280 3.31 0.99 64.58 0| 0 0 0 300 3.12 0.99 62.65 0| 0 0 0 320 2.92 0.99 60.95 0| 0 0 0 340 2.72 0.98 58.57 0| 0 0 0 360 2.53 0.98 55.90 0| 0 0 0 380 2.33 0.97 53.78 0| 0 40 0 400 2.14 0.96 50.00 0| 0 0 0 420 1.94 0.96 47.27 0| 0 0 0 440 1.76 0.93 47.08 0| 0 0 0 460 1.56 0.92 43.00 0| 0 0 0 480 1.20 0.87 38.48 0| 0 0 0 520 0.87 0.78 35.96 0| 0 800 0 560 0.72 0.72 34.83 0| 0 0 0 580 0.58 0.65 34.16 0| 0 870 0 600 0.47 0.58 34.06 0| 0 0 0 620 0.38 0.50 33.84 0| 0 0 0 640 0.29 0.42 32.91 0| 0 0 0 660 0.22 0.35 33.37 0| 0 0 0 680 0.12 0.23 32.52 0| 0 2,400 0 720 0.06 0.13 31.37 0| 0 0 0 760 0.04 0.08 33.04 0| 0 65 0 800 0.01 0.02 31.91 0| 0 0 0 880 0.01 0.01 35.00 0| 0 50 0 960 0.01 0.01 36.76 0| 0 20 0 1000 Total 0| 0 4,245 0 Indicative a-t-m Vol 35.35 Underlying Price 6.336 Time to expiry: 267 Days Sep 10 2.40 0.91 45.71 0| 0 0 0 400 2.05 0.88 43.41 0| 0 0 0 440 1.73 0.83 41.06 0| 0 0 0 480 1.43 0.77 39.40 0| 0 0 0 520 1.15 0.70 37.49 0| 0 120 0 560 0.92 0.62 36.48 0| 0 30 0 600 0.71 0.54 35.15 0| 0 0 0 640 0.54 0.45 34.24 0| 0 0 0 680 0.40 0.37 33.57 0| 0 50,092 0 720 0.21 0.24 32.63 0| 0 0 0 800 0.11 0.14 32.37 0| 0 0 0 880 0.06 0.09 32.99 0| 0 0 0 960 0.02 0.03 36.93 0| 0 2 0 1200 Total 0| 0 50,244 0 Indicative a-t-m Vol 37.12 Underlying Price 6.336 Time to expiry: 449 Days Mar 11 Equity Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.63 0.99 59.87 0| 0 0 0 160 3.87 0.98 51.06 0| 0 0 0 240 3.14 0.94 45.94 0| 0 0 0 320 2.79 0.92 44.09 0| 0 0 0 360 2.46 0.88 42.58 0| 0 0 0 400 2.15 0.84 41.27 0| 0 0 0 440 1.86 0.80 40.11 0| 0 0 0 480 1.37 0.69 38.45 0| 0 0 0 560 1.15 0.63 37.67 0| 0 0 0 600 0.97 0.57 37.02 0| 0 0 0 640 0.66 0.45 35.94 0| 0 0 0 720 0.44 0.34 35.05 0| 0 200 0 800 0.29 0.25 34.37 0| 0 0 0 880 0.18 0.17 33.79 0| 0 10 0 960 0.15 0.15 33.52 0| 0 0 0 1000 0.04 0.05 32.53 0| 0 0 0 1200 0.01 0.02 31.87 0| 0 0 0 1400 Total 0| 0 210 0 Indicative a-t-m Vol 37.31 Underlying Price 6.336 Time to expiry: 631 Days Sep 11 4.60 0.99 56.00 0| 0 0 0 160 3.88 0.96 51.05 0| 0 0 0 240 3.20 0.92 47.00 0| 0 0 0 320 2.88 0.89 45.22 0| 0 0 0 360 2.58 0.86 43.61 0| 0 0 0 400 2.29 0.82 42.18 0| 0 0 0 440 2.02 0.78 40.91 0| 0 0 0 480 1.54 0.69 38.81 0| 0 0 0 560 1.34 0.64 37.95 0| 0 0 0 600 1.15 0.59 37.20 0| 0 0 0 640 0.84 0.48 36.00 0| 0 0 0 720 0.61 0.39 35.14 0| 0 0 0 800 0.44 0.31 34.55 0| 0 0 0 880 0.27 0.21 34.11 0| 0 0 0 1000 0.13 0.11 34.00 0| 0 0 0 1200 0.06 0.06 34.00 0| 0 0 0 1400 Total 0| 0 0 0 Indicative a-t-m Vol 38.24 Underlying Price 6.336 Time to expiry: 813 Days Mar 12 4.67 0.97 70.00 0| 0 0 0 160 3.95 0.94 55.34 0| 0 0 0 240 3.29 0.90 48.88 0| 0 0 0 320 2.97 0.88 45.62 0| 0 0 0 360 2.68 0.85 43.86 0| 0 0 0 400 2.41 0.81 42.56 0| 0 0 0 440 2.15 0.78 41.28 0| 0 0 0 480 1.71 0.69 39.54 0| 0 0 0 560 1.51 0.65 38.76 0| 0 0 0 600 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 | | 1.34 0.61 38.15 0| 0 0 0 640 1.04 0.52 37.05 0| 0 0 0 720 0.81 0.44 36.50 0| 0 0 0 800 0.41 0.27 34.84 0| 0 0 0 1000 0.22 0.17 34.78 0| 0 0 0 1200 0.10 0.09 33.34 0| 0 200 0 1400 Total 0| 0 200 0 Indicative a-t-m Vol 38.04 Underlying Price 6.336 Time to expiry: 1002 Days Sep 12 4.67 0.96 70.00 0| 0 0 0 160 3.97 0.94 56.00 0| 0 0 0 240 3.33 0.90 48.19 0| 0 0 0 320 2.75 0.84 43.61 0| 0 0 0 400 2.24 0.78 40.67 0| 0 0 0 480 1.82 0.70 39.21 0| 0 0 0 560 1.64 0.66 38.66 0| 0 19 0 600 1.47 0.62 37.93 0| 0 0 0 640 1.19 0.54 37.19 0| 0 0 0 720 0.95 0.47 36.46 0| 0 0 0 800 0.29 0.20 34.00 0| 0 0 0 1200 Total 0| 0 19 0 Indicative a-t-m Vol 38.07 Underlying Price 6.336 Time to expiry: 1177 Days Mar 13 4.67 0.96 70.37