Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault (100) (RN1) Indicative a-t-m Vol 50.90 Underlying Price 32.635 Time to expiry: 11 Days Feb 10 6.66 0.99 59.00 0| 0 0 0 2600 4.75 0.93 59.22 0| 0 0 0 2800 3.00 0.81 55.99 0| 0 0 0 3000 2.23 0.72 53.78 0| 50 50 +50 3100 1.54 0.60 51.28 0| 0 0 0 3200 1.03 0.47 50.69 0| 50 50 +50 3300 0.59 0.33 47.15 0| 0 34 0 3400 0.30 0.21 45.09 0| 0 200 0 3500 0.15 0.12 44.80 0| 0 30 0 3600 0.08 0.07 44.88 0| 0 500 0 3700 0.04 0.03 45.22 0| 0 273 0 3800 0.02 0.02 46.90 0| 0 26 0 3900 0.01 0.01 48.17 0| 0 1,579 0 4000 0.01 0.01 49.85 0| 0 0 0 4100 0.01 0.00 51.11 0| 0 75 0 4200 0.01 0.00 53.64 0| 0 0 0 4400 0.01 0.00 55.00 0| 0 0 0 4600 Total 0| 100 2,817 +100 Indicative a-t-m Vol 44.08 Underlying Price 32.635 Time to expiry: 39 Days Mar 10 20.64 1.00 88.00 0| 0 0 0 1200 19.65 1.00 88.29 0| 0 0 0 1300 18.65 1.00 87.37 0| 0 0 0 1400 17.65 1.00 85.71 0| 0 0 0 1500 16.66 1.00 83.55 0| 0 0 0 1600 15.66 1.00 81.06 0| 0 0 0 1700 14.67 0.99 78.37 0| 0 0 0 1800 13.68 0.99 75.58 0| 0 20 0 1900 12.70 0.98 72.75 0| 0 5 0 2000 11.72 0.98 69.93 0| 0 0 0 2100 10.74 0.97 67.16 0| 0 0 0 2200 9.78 0.96 65.15 0| 0 5 0 2300 8.83 0.94 62.85 0| 0 12 0 2400 6.97 0.90 57.88 0| 0 10 0 2600 5.20 0.83 52.53 0| 0 13 0 2800 3.60 0.73 48.18 0| 50 101 +50 3000 2.89 0.66 46.29 0| 0 0 0 3100 2.27 0.58 45.04 0| 0 4,750 0 3200 1.72 0.50 43.55 0| 0 0 0 3300 1.26 0.41 42.03 0| 0 1,980 0 3400 0.94 0.34 42.18 0| 0 0 0 3500 0.63 0.25 40.41 0| 0 12,856 0 3600 0.43 0.19 40.06 0| 0 1,008 0 3700 0.29 0.14 39.96 0| 0 6,912 0 3800 0.20 0.10 40.10 0| 0 10 0 3900 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.05 0.13 0.07 40.04 0.05 S 0.05 S 1| 0 4,737 0 4000 0.10 0.06 41.54 0| 0 0 0 4100 0.05 0.03 39.92 0| 0 2,026 0 4200 0.01 0.01 37.93 0| 0 2,507 0 4400 0.01 0.00 38.16 0| 0 0 0 4600 0.01 0.00 36.00 0| 0 1,552 0 4800 Total 1| 50 38,504 +50 Indicative a-t-m Vol 41.79 Underlying Price 32.635 Time to expiry: 67 Days Apr 10 7.24 0.87 53.43 0| 0 0 0 2600 5.52 0.80 48.37 0| 0 0 0 2800 4.00 0.70 45.24 0| 0 0 0 3000 3.34 0.65 43.91 0| 0 0 0 3100 2.73 0.58 42.69 0| 0 0 0 3200 2.18 0.51 41.29 0| 0 0 0 3300 1.71 0.44 40.25 0| 0 0 0 3400 1.32 0.38 39.48 0| 0 0 0 3500 0.99 0.31 38.65 0| 0 0 0 3600 0.74 0.25 37.96 0| 0 12 0 3700 0.55 0.20 37.70 0| 0 0 0 3800 0.41 0.16 37.59 0| 0 510 0 3900 0.30 0.12 37.60 0| 0 0 0 4000 0.16 0.07 37.75 0| 0 0 0 4200 0.07 0.04 36.81 0| 0 0 0 4400 0.03 0.02 36.50 0| 0 0 0 4600 Total 0| 0 522 0 Indicative a-t-m Vol 42.53 Underlying Price 32.635 Time to expiry: 130 Days Jun 10 24.66 1.00 75.00 0| 0 80 0 800 22.66 1.00 73.83 0| 0 0 0 1000 20.68 1.00 71.16 0| 0 70 0 1200 18.71 0.99 67.97 0| 0 0 0 1400 16.76 0.98 64.64 0| 0 80 0 1600 14.84 0.97 61.38 0| 0 10 0 1800 12.95 0.95 58.26 0| 0 1,010 0 2000 12.04 0.93 56.77 0| 0 0 0 2100 11.13 0.92 55.33 0| 0 80 0 2200 10.25 0.90 53.94 0| 0 14 0 2300 9.43 0.87 53.55 0| 0 0 0 2400 7.77 0.82 50.45 0| 0 0 0 2600 6.23 0.76 47.65 0| 0 4 0 2800 4.84 0.68 45.24 0| 0 0 0 3000 3.64 0.58 43.25 0| 0 3,711 0 3200 2.60 0.48 41.00 0| 0 3,140 0 3400 1.78 0.38 39.13 0| 10 5,254 +10 3600 1.17 0.29 37.52 0| 0 3,081 0 3800 0.75 0.21 36.73 0| 0 4,825 0 4000 0.49 0.15 36.55 0| 0 5,020 -1,000 4200 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.32 0.10 36.65 0| 0 821 0 4400 0.07 0.03 32.65 0| 0 9,003 0 4800 0.01 0.00 29.62 0| 0 0 0 5600 0.01 0.00 28.54 0| 0 382 0 6000 0.01 0.00 26.67 0| 0 142 0 7200 0.01 0.00 26.31 0| 0 196 0 8000 0.01 0.00 26.51 0| 0 49 0 8800 0.01 0.00 27.50 0| 0 30 0 10000 Total 0| 10 37,002 -990 Indicative a-t-m Vol 40.91 Underlying Price 32.635 Time to expiry: 221 Days Sep 10 13.20 0.92 52.50 0| 0 0 0 2000 11.52 0.89 51.20 0| 0 0 0 2200 9.91 0.84 49.33 0| 0 0 0 2400 6.96 0.73 45.33 0| 0 0 0 2800 5.67 0.66 43.41 0| 0 0 0 3000 4.46 0.59 41.12 0| 0 0 0 3200 3.55 0.51 40.49 0| 0 0 0 3400 2.63 0.43 38.30 0| 0 0 0 3600 2.02 0.36 37.95 0| 0 3 0 3800 1.11 1.48 0.29 36.99 1.11 S 1.11 S 1| 0 0 0 4000 1.10 0.23 36.63 0| 0 1 0 4200 0.82 0.18 36.50 0| 0 51 0 4400 0.48 0.12 37.06 0| 0 0 0 4800 0.22 0.05 38.00 0| 0 51 0 5600 Total 1| 0 106 0 Indicative a-t-m Vol 40.54 Underlying Price 32.635 Time to expiry: 312 Days Dec 10 24.68 1.00 70.56 0| 0 0 0 800 22.74 0.99 68.36 0| 0 0 0 1000 20.85 0.98 65.16 0| 0 0 0 1200 19.01 0.96 62.84 0| 0 0 0 1400 17.15 0.95 58.00 0| 0 0 0 1600 15.46 0.92 56.96 0| 0 0 0 1800 13.75 0.89 54.07 0| 0 1,080 0 2000 12.10 0.86 51.35 0| 0 0 0 2200 10.53 0.82 48.85 0| 0 250 0 2400 9.05 0.78 46.56 0| 0 0 0 2600 7.66 0.72 44.50 0| 0 2,250 0 2800 6.38 0.67 42.65 0| 0 0 0 3000 5.25 0.60 41.01 0| 0 9,738 0 3200 4.26 0.54 39.56 0| 0 0 0 3400 3.41 0.47 38.41 0| 0 3,740 0 3600 2.66 0.40 37.20 0| 0 0 0 3800 2.05 0.34 36.27 0| 0 539 0 4000 1.57 0.28 35.49 0| 0 0 0 4200 1.19 0.23 34.84 0| 0 951 0 4400 0.67 0.15 33.93 0| 0 638 0 4800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.28 0.07 35.00 0| 0 3,233 0 5600 0.13 0.04 33.65 0| 0 729 0 6000 0.09 0.03 34.21 0| 0 390 0 6400 0.05 0.02 35.50 0| 0 150 0 7000 Total 0| 0 23,688 0 Indicative a-t-m Vol 42.21 Underlying Price 32.635 Time to expiry: 494 Days Jun 11 24.74 0.99 63.53 0| 0 0 0 800 22.87 0.98 60.73 0| 0 0 0 1000 21.05 0.97 58.00 0| 0 0 0 1200 19.29 0.95 56.00 0| 0 0 0 1400 17.58 0.93 53.87 0| 0 0 0 1600 15.93 0.91 51.98 0| 0 0 0 1800 14.35 0.88 50.26 0| 0 0 0 2000 12.87 0.84 48.70 0| 0 0 0 2200 11.47 0.81 47.34 0| 0 0 0 2400 8.86 0.72 44.23 0| 0 0 0 2800 6.74 0.62 42.59 0| 0 0 0 3200 4.90 0.52 40.22 0| 0 40 0 3600 3.52 0.42 38.75 0| 0 0 0 4000 2.49 0.33 37.66 0| 0 0 0 4400 1.64 0.25 36.01 0| 0 0 0 4800 0.56 0.10 35.07 0| 0 0 0 6000 Total 0| 0 40 0 Indicative a-t-m Vol 42.21 Underlying Price 32.635 Time to expiry: 676 Days Dec 11 23.05 0.97 58.91 0| 0 0 0 1000 21.32 0.96 56.49 0| 0 0 0 1200 19.67 0.94 54.82 0| 0 0 0 1400 18.04 0.92 52.70 0| 0 0 0 1600 16.52 0.89 51.18 0| 0 0 0 1800 15.14 0.86 50.26 0| 0 0 0 2000 13.77 0.83 49.09 0| 0 0 0 2200 12.43 0.80 47.34 0| 0 0 0 2400 10.04 0.72 45.03 0| 0 0 0 2800 7.90 0.64 42.59 0| 0 40 0 3200 6.03 0.55 40.22 0| 0 0 0 3600 4.59 0.47 38.75 0| 0 42 0 4000 2.48 0.31 36.01 0| 0 0 0 4800 1.39 0.19 38.00 0| 0 0 0 6000 Total 0| 0 82 0 Indicative a-t-m Vol 42.21 Underlying Price 32.635 Time to expiry: 858 Days Jun 12 18.44 0.91 52.03 0| 0 0 0 1600 15.71 0.86 50.26 0| 0 0 0 2000 14.45 0.83 49.09 0| 0 0 0 2200 13.12 0.80 47.34 0| 0 0 0 2400 10.83 0.73 45.03 0| 0 0 0 2800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.74 0.66 42.59 0| 0 0 0 3200 6.88 0.58 40.22 0| 0 0 0 3600 5.43 0.50 38.75 0| 0 0 0 4000 3.20 0.35 36.01 0| 0 0 0 4800 2.01 0.24 38.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.21 Underlying Price 32.635 Time to expiry: 1047 Days Dec 12 21.81 0.95 55.03 0| 0 0 0 1200 19.00 0.90 53.24 0| 0 0 0 1600 16.34 0.86 50.26 0| 0 0 0 2000 13.87 0.80 47.34 0| 0 0 0 2400 9.62 0.67 42.59 0| 0 0 0 3200 7.79 0.60 40.22 0| 0 0 0 3600 6.34 0.53 38.75 0| 0 0 0 4000 4.00 0.40 36.01 0| 0 0 0 4800 2.70 0.29 38.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.28 Underlying Price 32.635 Time to expiry: 1411 Days Dec 13 22.05 0.94 54.73 0| 0 0 0 1200 19.41 0.90 52.32 0| 0 0 0 1600 17.06 0.85 50.26 0| 0 0 0 2000 14.78 0.80 47.34 0| 0 0 0 2400 10.77 0.69 42.59 0| 0 0 0 3200 7.55 0.57 38.75 0| 0 0 0 4000 5.11 0.45 36.01 0| 0 0 0 4800 3.84 0.35 38.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.28 Underlying Price 32.635 Time to expiry: 1775 Days Dec 14 17.66 0.86 50.26 0| 0 0 0 2000 15.52 0.82 47.34 0| 0 0 0 2400 11.77 0.71 42.59 0| 0 0 0 3200 8.63 0.60 38.75 0| 0 0 0 4000 6.18 0.50 36.01 0| 0 0 0 4800 4.88 0.41 38.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 2| 160 102,761 -840 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault (100) (RN1) Indicative a-t-m Vol 50.90 Underlying Price 32.635 Time to expiry: 11 Days Feb 10 0.02 -0.01 59.00 0| 0 0 0 2600 0.11 -0.07 59.22 0| 0 0 0 2800 0.53 0.36 -0.19 55.99 0.53 0.53 1| 1 12 +1 3000 0.59 -0.28 53.78 0| 1 15 -1 3100 0.90 -0.40 51.28 0| 50 60 +40 3200 1.39 -0.53 50.69 0| 0 56 0 3300 1.94 -0.67 47.15 0| 0 34 0 3400 2.66 -0.79 45.09 0| 0 845 0 3500 3.99 3.51 -0.88 44.80 3.99 S 3.99 S 10| 0 37 0 3600 4.44 -0.93 44.88 0| 0 1 0 3700 5.88 5.40 -0.97 45.22 5.88 S 5.88 S 10| 0 51 0 3800 6.38 -0.98 46.90 0| 0 15 0 3900 7.37 -0.99 48.17 0| 0 0 0 4000 8.37 -0.99 49.85 0| 0 0 0 4100 9.37 -1.00 51.11 0| 0 0 0 4200 11.37 -1.00 53.64 0| 0 0 0 4400 13.37 -1.00 55.00 0| 0 0 0 4600 Total 21| 52 1,126 +40 Indicative a-t-m Vol 44.08 Underlying Price 32.635 Time to expiry: 39 Days Mar 10 0.01 0.00 88.00 0| 0 80 0 1200 0.01 0.00 88.29 0| 0 40 0 1300 0.01 0.00 87.37 0| 0 40 0 1400 0.01 0.00 85.71 0| 0 160 0 1500 0.01 0.00 83.55 0| 0 12 0 1600 0.01 0.00 81.06 0| 0 0 0 1700 0.02 -0.01 78.37 0| 0 100 0 1800 0.03 -0.01 75.58 0| 0 195 0 1900 0.05 -0.02 72.75 0| 0 2,132 0 2000 0.07 -0.02 69.93 0| 0 2 0 2100 0.09 -0.03 67.16 0| 50 135 +5 2200 0.13 -0.04 65.15 0| 0 58 0 2300 0.18 -0.06 62.85 0| 0 3,500 0 2400 0.32 -0.10 57.88 0| 0 11,570 0 2600 0.54 -0.17 52.53 0| 0 1,683 0 2800 0.94 -0.27 48.18 0| 0 10,010 0 3000 1.23 -0.34 46.29 0| 0 0 0 3100 1.61 -0.42 45.04 500| 0 9,098 0 3200 2.07 -0.50 43.55 0| 0 0 0 3300 2.60 -0.59 42.03 0| 0 2,846 0 3400 3.28 -0.67 42.18 0| 0 460 0 3500 4.65 3.97 -0.75 40.41 4.65 S 4.35 S 11| 0 3,753 0 3600 4.77 -0.81 40.06 0| 0 0 0 3700 6.04 5.63 -0.86 39.96 6.04 S 6.04 S 10| 0 10 0 3800 6.54 -0.90 40.10 0| 0 10 0 3900 7.48 -0.93 40.04 0| 0 10 0 4000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.45 -0.95 41.54 0| 0 0 0 4100 9.40 -0.97 39.92 0| 0 0 0 4200 11.37 -0.99 37.93 0| 0 0 0 4400 13.37 -1.00 38.16 0| 0 0 0 4600 15.37 -1.00 36.00 0| 0 0 0 4800 Total 521| 50 45,904 +5 Indicative a-t-m Vol 41.79 Underlying Price 32.635 Time to expiry: 67 Days Apr 10 0.56 -0.13 53.43 0| 0 0 0 2600 0.84 -0.20 48.37 0| 0 1 0 2800 1.32 -0.30 45.24 0| 0 0 0 3000 1.66 -0.35 43.91 0| 0 0 0 3100 2.05 -0.42 42.69 0| 0 0 0 3200 2.50 -0.49 41.29 0| 0 0 0 3300 3.02 -0.56 40.25 0| 0 0 0 3400 3.63 -0.63 39.48 0| 0 0 0 3500 4.31 -0.69 38.65 0| 0 0 0 3600 5.05 -0.75 37.96 0| 0 0 0 3700 5.87 -0.80 37.70 0| 0 28 0 3800 6.73 -0.85 37.59 0| 0 0 0 3900 7.62 -0.88 37.60 0| 0 0 0 4000 9.49 -0.93 37.75 0| 0 0 0 4200 11.40 -0.97 36.81 0| 0 0 0 4400 13.37 -0.99 36.50 0| 0 0 0 4600 Total 0| 0 29 0 Indicative a-t-m Vol 42.53 Underlying Price 32.635 Time to expiry: 130 Days Jun 10 0.01 0.00 75.00 0| 0 160 0 800 0.01 0.00 73.83 0| 0 0 0 1000 0.03 -0.01 71.16 0| 0 80 0 1200 0.06 -0.01 67.97 0| 0 289 0 1400 0.11 -0.02 64.64 0| 0 120 0 1600 0.19 -0.04 61.38 0| 0 0 0 1800 0.32 -0.06 58.26 0| 0 50 0 2000 0.41 -0.07 56.77 0| 0 11 0 2100 0.50 -0.09 55.33 0| 0 6,500 0 2200 0.63 -0.11 53.94 0| 0 30 0 2300 0.81 -0.13 53.55 0| 0 2,745 0 2400 1.15 -0.18 50.45 0| 0 1,024 0 2600 1.61 -0.25 47.65 0| 0 2,000 0 2800 2.23 -0.33 45.24 0| 0 6,239 0 3000 3.20 3.04 -0.42 43.25 3.20 3.20 1| 0 5,208 0 3200 3.99 -0.52 41.00 0| 0 2,937 0 3400 5.17 -0.62 39.13 0| 0 137 0 3600 6.56 -0.72 37.52 0| 0 15 0 3800 8.14 -0.80 36.73 0| 0 3,601 0 4000 9.88 -0.86 36.55 0| 0 0 0 4200 11.71 -0.90 36.65 0| 0 0 0 4400 15.45 -0.97 32.65 0| 0 209 0 4800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 8 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 23.37 -1.00 29.62 0| 0 0 0 5600 27.37 -1.00 28.54 0| 0 110 0 6000 39.37 -1.00 26.67 0| 0 0 0 7200 47.37 -1.00 26.31 0| 0 0 0 8000 55.37 -1.00 26.51 0| 0 0 0 8800 67.36 -1.00 27.50 0| 0 95 0 10000 Total 1| 0 31,560 0 Indicative a-t-m Vol 40.91 Underlying Price 32.635 Time to expiry: 221 Days Sep 10 0.57 -0.08 52.50 0| 0 0 0 2000 0.89 -0.12 51.20 0| 0 0 0 2200 1.26 -0.16 49.33 0| 0 0 0 2400 2.29 -0.27 45.33 0| 0 0 0 2800 2.99 -0.34 43.41 0| 0 0 0 3000 4.10 3.77 -0.41 41.12 4.10 S 4.10 S 1| 0 2,014 0 3200 4.85 -0.49 40.49 0| 0 0 0 3400 5.92 -0.57 38.30 0| 0 52 0 3600 7.32 -0.64 37.95 0| 0 131 0 3800 8.78 -0.72 36.99 0| 0 203 0 4000 10.40 -0.77 36.63 0| 0 0 0 4200 12.12 -0.82 36.50 0| 0 0 0 4400 15.78 -0.89 37.06 0| 0 1 0 4800 23.48 -0.96 38.00 0| 0 0 0 5600 Total 1| 0 2,401 0 Indicative a-t-m Vol 40.54 Underlying Price 32.635 Time to expiry: 312 Days Dec 10 0.05 -0.01 70.56 0| 0 0 0 800 0.13 -0.01 68.36 0| 0 230 0 1000 0.23 -0.02 65.16 0| 0 96 0 1200 0.38 -0.04 62.84 0| 0 220 0 1400 0.50 -0.05 58.00 0| 0 150 0 1600 0.79 -0.08 56.96 0| 0 3,000 0 1800 1.06 -0.11 54.07 0| 0 1,055 0 2000 1.39 -0.14 51.35 0| 0 0 0 2200 1.80 -0.18 48.85 0| 0 290 0 2400 2.30 -0.23 46.56 0| 0 2,035 0 2600 2.89 -0.28 44.50 0| 0 2,886 0 2800 3.60 -0.34 42.65 0| 0 800 0 3000 4.46 -0.40 41.01 0| 0 7,005 0 3200 5.45 -0.47 39.56 0| 0 0 0 3400 6.59 -0.54 38.41 0| 0 3,500 0 3600 7.84 -0.61 37.20 0| 0 0 0 3800 9.23 -0.67 36.27 0| 0 1,640 0 4000 10.74 -0.73 35.49 0| 0 0 0 4200 12.37 -0.79 34.84 0| 0 0 0 4400 15.87 -0.87 33.93 0| 0 20 0 4800 23.51 -0.95 35.00 0| 0 50 0 5600 27.39 -0.98 33.65 0| 0 60 0 6000 31.37 -0.99 34.21 0| 0 20 0 6400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 37.37 -1.00 35.50 0| 0 10 0 7000 Total 0| 0 23,067 0 Indicative a-t-m Vol 42.21 Underlying Price 32.635 Time to expiry: 494 Days Jun 11 0.12 -0.01 63.53 0| 0 0 0 800 0.23 -0.02 60.73 0| 0 0 0 1000 0.37 -0.03 58.00 0| 0 0 0 1200 0.59 -0.05 56.00 0| 0 0 0 1400 0.85 -0.07 53.87 0| 0 10 0 1600 1.17 -0.10 51.98 0| 0 0 0 1800 1.57 -0.13 50.26 0| 0 0 0 2000 2.06 -0.16 48.70 0| 0 0 0 2200 2.63 -0.20 47.34 0| 0 0 0 2400 3.95 -0.28 44.23 0| 0 0 0 2800 5.78 -0.38 42.59 0| 0 0 0 3200 7.89 -0.48 40.22 0| 0 0 0 3600 10.46 -0.59 38.75 0| 0 0 0 4000 13.40 -0.68 37.66 0| 0 0 0 4400 16.54 -0.77 36.01 0| 0 0 0 4800 27.52 -0.93 35.07 0| 0 0 0 6000 Total 0| 0 10 0 Indicative a-t-m Vol 42.21 Underlying Price 32.635 Time to expiry: 676 Days Dec 11 0.39 -0.03 58.91 0| 0 0 0 1000 0.61 -0.04 56.49 0| 0 0 0 1200 0.91 -0.06 54.82 0| 0 0 0 1400 1.23 -0.08 52.70 0| 0 7,500 0 1600 1.65 -0.11 51.18 0| 0 0 0 1800 2.20 -0.14 50.26 0| 0 0 0 2000 2.78 -0.17 49.09 0| 0 0 0 2200 3.38 -0.20 47.34 0| 0 0 0 2400 4.88 -0.28 45.03 0| 0 0 0 2800 6.64 -0.36 42.59 0| 0 0 0 3200 8.68 -0.46 40.22 0| 0 0 0 3600 11.18 -0.55 38.75 0| 0 0 0 4000 17.00 -0.72 36.01 0| 0 10 0 4800 27.91 -0.86 38.00 0| 0 0 0 6000 Total 0| 0 7,510 0 Indicative a-t-m Vol 42.21 Underlying Price 32.635 Time to expiry: 858 Days Jun 12 1.63 -0.09 52.03 0| 0 0 0 1600 2.76 -0.15 50.26 0| 0 0 0 2000 3.44 -0.18 49.09 0| 0 0 0 2200 4.04 -0.21 47.34 0| 0 0 0 2400 5.60 -0.27 45.03 0| 0 0 0 2800 7.37 -0.35 42.59 0| 0 0 0 3200 9.37 -0.43 40.22 0| 0 0 0 3600 11.80 -0.51 38.75 0| 0 0 0 4000 17.42 -0.68 36.01 0| 0 0 0 4800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 28.15 -0.82 38.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.21 Underlying Price 32.635 Time to expiry: 1047 Days Dec 12 1.11 -0.06 55.03 0| 0 0 0 1200 2.13 -0.10 53.24 0| 0 0 0 1600 3.29 -0.15 50.26 0| 0 0 0 2000 4.62 -0.21 47.34 0| 0 0 0 2400 7.98 -0.34 42.59 0| 0 0 0 3200 9.96 -0.41 40.22 0| 0 0 0 3600 12.35 -0.49 38.75 0| 0 0 0 4000 17.79 -0.64 36.01 0| 0 1 0 4800 28.37 -0.78 38.00 0| 0 0 0 6000 Total 0| 0 1 0 Indicative a-t-m Vol 42.28 Underlying Price 32.635 Time to expiry: 1411 Days Dec 13 1.64 -0.07 54.73 0| 0 0 0 1200 2.80 -0.11 52.32 0| 0 0 0 1600 4.21 -0.15 50.26 0| 0 0 0 2000 5.65 -0.20 47.34 0| 0 0 0 2400 9.09 -0.32 42.59 0| 0 0 0 3200 13.34 -0.45 38.75 0| 0 0 0 4000 18.52 -0.59 36.01 0| 0 0 0 4800 28.90 -0.72 38.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.28 Underlying Price 32.635 Time to expiry: 1775 Days Dec 14 4.78 -0.15 50.26 0| 0 0 0 2000 6.23 -0.19 47.34 0| 0 0 0 2400 9.61 -0.30 42.59 0| 0 0 0 3200 13.67 -0.42 38.75 0| 0 0 0 4000 18.66 -0.56 36.01 0| 0 0 0 4800 28.89 -0.70 38.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 544| 102 111,608 +45 Grand Total 546| 262 214,369 -795 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 44.40 Underlying Price 32.635 Time to expiry: 39 Days Mar 10 20.65 1.00 94.00 0| 0 0 0 1200 19.65 1.00 90.38 0| 0 0 0 1300 18.65 1.00 86.66 0| 0 0 0 1400 17.65 1.00 83.11 0| 0 0 0 1500 16.65 1.00 79.76 0| 0 0 0 1600 15.66 1.00 76.59 0| 0 0 0 1700 14.66 1.00 73.60 0| 0 0 0 1800 13.67 0.99 70.79 0| 0 0 0 1900 12.68 0.99 68.14 0| 0 0 0 2000 11.69 0.98 65.65 0| 0 0 0 2100 10.72 0.98 63.31 0| 0 0 0 2200 9.75 0.97 61.11 0| 0 0 0 2300 8.82 0.95 61.59 0| 0 0 0 2400 6.95 0.91 56.74 0| 0 20 0 2600 5.19 0.84 51.98 0| 0 200 0 2800 3.60 0.73 48.33 0| 0 6 0 3000 2.90 0.66 46.56 0| 0 0 0 3100 2.28 0.58 45.29 0| 0 40 0 3200 1.74 0.50 43.89 0| 0 0 0 3300 1.29 0.42 42.86 0| 0 205 0 3400 0.93 0.33 41.93 0| 0 0 0 3500 0.67 0.26 41.54 0| 0 5 0 3600 0.46 0.20 41.03 0| 0 0 0 3700 0.32 0.15 41.13 0| 0 100 0 3800 0.21 0.11 40.84 0| 0 0 0 3900 0.15 0.08 41.00 0| 0 118 0 4000 0.12 0.06 42.84 0| 0 200 0 4100 0.04 0.03 38.37 0| 0 5,242 0 4200 0.01 0.01 37.41 0| 0 100 0 4400 0.01 0.00 36.64 0| 0 0 0 4600 0.01 0.00 36.04 0| 0 3,155 0 4800 0.01 0.00 35.31 0| 0 30 0 6000 0.01 0.00 41.00 0| 0 1,451 0 8000 Total 0| 0 10,872 0 Indicative a-t-m Vol 41.15 Underlying Price 32.635 Time to expiry: 221 Days Sep 10 13.57 0.90 61.68 0| 0 0 0 2000 11.79 0.87 56.24 0| 0 32,500 0 2200 10.07 0.83 51.87 0| 0 0 0 2400 6.94 0.73 45.10 0| 0 0 0 2800 5.65 0.67 43.29 0| 0 0 0 3000 4.53 0.59 41.87 0| 0 90 0 3200 3.46 0.51 39.62 0| 0 0 0 3400 2.62 0.43 38.25 0| 0 400 0 3600 1.95 0.35 37.14 0| 0 0 0 3800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.40 0.28 36.04 0| 0 0 0 4000 1.01 0.22 35.40 0| 0 0 0 4200 0.74 0.17 35.27 0| 0 12 0 4400 0.41 0.11 35.53 0| 0 367 0 4800 0.09 0.03 34.00 0| 0 0 0 5600 Total 0| 0 33,369 0 Indicative a-t-m Vol 45.72 Underlying Price 32.635 Time to expiry: 403 Days Mar 11 21.01 0.97 63.00 0| 0 0 0 1200 19.24 0.95 60.60 0| 0 0 0 1400 17.47 0.93 57.32 0| 0 0 0 1600 14.28 0.88 54.50 0| 0 0 0 2000 12.79 0.84 52.79 0| 0 0 0 2200 11.36 0.81 51.22 0| 0 0 0 2400 8.81 0.72 48.44 0| 0 0 0 2800 6.62 0.62 46.05 0| 0 0 0 3200 4.84 0.52 44.00 0| 0 6 0 3600 3.45 0.42 42.22 0| 0 0 0 4000 1.59 0.24 39.30 0| 0 0 0 4800 0.41 0.08 36.41 0| 0 0 0 6000 Total 0| 0 6 0 Indicative a-t-m Vol 42.21 Underlying Price 32.635 Time to expiry: 585 Days Sep 11 14.71 0.87 50.26 0| 0 0 0 2000 11.93 0.80 47.34 0| 0 0 0 2400 7.32 0.63 42.59 0| 0 0 0 3200 5.47 0.54 40.22 0| 0 0 0 3600 4.07 0.45 38.75 0| 0 0 0 4000 2.07 0.28 36.01 0| 0 47 0 4800 1.08 0.16 38.00 0| 0 0 0 6000 Total 0| 0 47 0 Total Calls 0| 0 44,294 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault European (RN3) Indicative a-t-m Vol 44.40 Underlying Price 32.635 Time to expiry: 39 Days Mar 10 0.01 0.00 94.00 0| 0 8 0 1200 0.01 0.00 90.38 0| 0 0 0 1300 0.01 0.00 86.66 0| 0 50 0 1400 0.01 0.00 83.11 0| 0 0 0 1500 0.01 0.00 79.76 0| 0 0 0 1600 0.01 0.00 76.59 0| 0 75 0 1700 0.01 0.00 73.60 0| 0 0 0 1800 0.02 -0.01 70.79 0| 0 0 0 1900 0.03 -0.01 68.14 0| 0 0 0 2000 0.04 -0.02 65.65 0| 0 0 0 2100 0.06 -0.02 63.31 0| 0 431 0 2200 0.09 -0.03 61.11 0| 0 75 0 2300 0.16 -0.05 61.59 0| 0 90 0 2400 0.29 -0.09 56.74 0| 0 140 0 2600 0.53 -0.16 51.98 0| 0 60 0 2800 0.94 -0.27 48.33 0| 0 506 0 3000 1.24 -0.34 46.56 0| 0 0 0 3100 1.62 -0.42 45.29 0| 0 0 0 3200 2.08 -0.50 43.89 0| 0 0 0 3300 2.63 -0.58 42.86 0| 0 6,000 0 3400 3.27 -0.67 41.93 0| 0 0 0 3500 4.00 -0.74 41.54 0| 0 0 0 3600 4.80 -0.80 41.03 0| 0 0 0 3700 5.66 -0.85 41.13 0| 0 0 0 3800 6.55 -0.89 40.84 0| 0 0 0 3900 7.48 -0.92 41.00 0| 0 785 0 4000 8.45 -0.94 42.84 0| 0 0 0 4100 9.37 -0.97 38.37 0| 0 0 0 4200 11.34 -0.99 37.41 0| 0 0 0 4400 13.33 -1.00 36.64 0| 0 0 0 4600 15.33 -1.00 36.04 0| 0 0 0 4800 27.32 -1.00 35.31 0| 0 0 0 6000 47.30 -1.00 41.00 0| 0 0 0 8000 Total 0| 0 8,220 0 Indicative a-t-m Vol 41.15 Underlying Price 32.635 Time to expiry: 221 Days Sep 10 0.95 -0.10 61.68 0| 0 0 0 2000 1.15 -0.13 56.24 0| 0 32,600 0 2200 1.42 -0.17 51.87 0| 0 1,106 0 2400 2.27 -0.27 45.10 0| 0 0 0 2800 2.97 -0.33 43.29 0| 0 50 0 3000 3.83 -0.41 41.87 0| 0 45 0 3200 4.75 -0.49 39.62 0| 0 0 0 3400 5.89 -0.57 38.25 0| 0 0 0 3600 7.20 -0.65 37.14 0| 0 0 0 3800 8.64 -0.72 36.04 0| 0 0 0 4000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.24 -0.78 35.40 0| 0 0 0 4200 11.96 -0.83 35.27 0| 0 35 0 4400 15.59 -0.89 35.53 0| 0 0 0 4800 23.22 -0.97 34.00 0| 0 0 0 5600 Total 0| 0 33,836 0 Indicative a-t-m Vol 45.72 Underlying Price 32.635 Time to expiry: 403 Days Mar 11 0.35 -0.03 63.00 0| 0 0 0 1200 0.54 -0.05 60.60 0| 0 0 0 1400 0.74 -0.07 57.32 0| 0 0 0 1600 1.50 -0.12 54.50 0| 0 0 0 2000 1.97 -0.16 52.79 0| 0 0 0 2200 2.51 -0.19 51.22 0| 0 0 0 2400 3.90 -0.28 48.44 0| 0 0 0 2800 5.65 -0.38 46.05 0| 0 0 0 3200 7.81 -0.48 44.00 0| 0 0 0 3600 10.36 -0.58 42.22 0| 0 0 0 4000 16.38 -0.76 39.30 0| 0 0 0 4800 27.02 -0.92 36.41 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.21 Underlying Price 32.635 Time to expiry: 585 Days Sep 11 1.88 -0.13 50.26 0| 0 0 0 2000 3.00 -0.20 47.34 0| 0 0 0 2400 6.19 -0.37 42.59 0| 0 0 0 3200 8.23 -0.46 40.22 0| 0 0 0 3600 10.72 -0.55 38.75 0| 0 0 0 4000 16.50 -0.72 36.01 0| 0 0 0 4800 27.20 -0.84 38.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 0 42,056 0 Grand Total 0| 0 86,350 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Safran SA (100) (SM1) Indicative a-t-m Vol 31.81 Underlying Price 13.965 Time to expiry: 11 Days Feb 10 4.77 1.00 41.63 0| 0 0 0 920 4.37 1.00 41.47 0| 0 0 0 960 3.97 1.00 40.99 0| 0 0 0 1000 3.47 1.00 40.46 0| 0 0 0 1050 2.97 1.00 39.91 0| 0 0 0 1100 2.47 1.00 39.19 0| 0 0 0 1150 1.97 0.99 38.39 0| 0 0 0 1200 1.49 0.95 37.12 0| 0 0 0 1250 1.03 0.87 35.71 0| 0 0 0 1300 0.62 0.72 33.72 0| 0 0 0 1350 0.30 0.50 31.69 0| 0 0 0 1400 0.12 0.26 30.42 0| 0 0 0 1450 0.04 0.10 30.37 0| 0 500 0 1500 0.01 0.04 31.59 0| 0 34 0 1550 0.01 0.01 32.85 0| 0 0 0 1600 0.01 0.00 34.37 0| 0 0 0 1700 0.01 0.00 34.83 0| 0 0 0 1800 Total 0| 0 534 0 Indicative a-t-m Vol 38.16 Underlying Price 13.965 Time to expiry: 39 Days Mar 10 9.57 1.00 52.33 0| 0 0 0 440 9.17 1.00 52.33 0| 0 0 0 480 8.37 1.00 51.95 0| 0 0 0 560 7.57 1.00 51.58 0| 0 0 0 640 7.17 1.00 51.03 0| 0 0 0 680 6.77 1.00 50.47 0| 0 0 0 720 6.37 1.00 49.92 0| 0 0 0 760 5.97 1.00 49.40 0| 0 0 0 800 5.57 1.00 48.90 0| 0 0 0 840 5.17 1.00 48.25 0| 0 0 0 880 4.77 1.00 47.69 0| 0 0 0 920 4.38 0.99 47.14 0| 0 0 0 960 3.98 0.99 46.40 0| 0 0 0 1000 3.01 0.96 44.73 0| 0 0 0 1100 2.11 0.88 42.65 0| 0 4 0 1200 1.69 0.81 41.66 0| 0 0 0 1250 1.31 0.73 40.60 0| 0 2 0 1300 0.98 0.63 39.34 0| 0 0 0 1350 0.69 0.52 38.08 0| 0 53 0 1400 0.46 0.41 36.94 0| 0 0 0 1450 0.30 0.30 36.27 0| 0 0 0 1500 0.19 0.21 35.91 0| 0 0 0 1550 0.11 0.14 35.58 0| 0 0 0 1600 0.04 0.05 35.65 0| 0 0 0 1700 0.01 0.02 36.00 0| 0 0 0 1800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 36.75 0| 0 0 0 2000 Total 0| 0 59 0 Indicative a-t-m Vol 40.73 Underlying Price 13.965 Time to expiry: 67 Days Apr 10 3.11 0.91 45.75 0| 0 0 0 1100 2.28 0.82 44.17 0| 0 0 0 1200 1.55 0.69 42.60 0| 0 0 0 1300 1.24 0.61 41.72 0| 0 0 0 1350 0.97 0.53 40.67 0| 0 0 0 1400 0.74 0.45 39.73 0| 0 0 0 1450 0.55 0.37 39.24 0| 0 0 0 1500 0.42 0.40 0.30 38.80 0.42 0.42 100| 125 1,750 +125 1550 0.30 0.29 0.23 38.47 0.30 0.30 225| 0 2,625 0 1600 0.20 0.18 38.14 0| 0 0 0 1650 0.14 0.13 38.08 0| 0 0 0 1700 0.07 0.07 38.28 0| 0 0 0 1800 Total 325| 125 4,375 +125 Indicative a-t-m Vol 37.74 Underlying Price 13.965 Time to expiry: 130 Days Jun 10 9.18 1.00 49.44 0| 0 0 0 480 7.98 1.00 47.96 0| 0 0 0 600 7.59 1.00 47.57 0| 0 0 0 640 6.79 1.00 46.49 0| 0 0 0 720 6.00 0.99 45.41 0| 0 0 0 800 5.61 0.99 44.82 0| 0 0 0 840 5.22 0.98 44.27 0| 0 0 0 880 4.84 0.97 43.62 0| 0 0 0 920 4.46 0.96 42.94 0| 0 0 0 960 4.09 0.94 42.27 0| 0 0 0 1000 3.21 0.88 40.94 0| 0 0 0 1100 2.42 0.79 39.81 0| 0 0 0 1200 1.74 0.67 38.80 0| 0 0 0 1300 1.19 0.54 37.71 0| 0 9 0 1400 0.77 0.41 36.71 0| 0 0 0 1500 0.47 0.29 35.95 0| 0 0 0 1600 0.16 0.12 34.93 0| 0 0 0 1800 0.05 0.04 34.42 0| 0 0 0 2000 0.01 0.01 34.25 0| 0 0 0 2200 Total 0| 0 9 0 Indicative a-t-m Vol 36.22 Underlying Price 13.965 Time to expiry: 221 Days Sep 10 6.01 0.99 42.70 0| 0 0 0 800 5.25 0.97 41.57 0| 0 0 0 880 4.51 0.93 40.47 0| 0 0 0 960 4.15 0.91 39.97 0| 0 0 0 1000 3.33 0.84 38.97 0| 0 0 0 1100 2.59 0.75 37.97 0| 0 0 0 1200 1.96 0.65 36.97 0| 0 0 0 1300 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.45 0.54 36.20 0| 0 0 0 1400 1.04 0.44 35.53 0| 0 0 0 1500 0.73 0.34 34.97 0| 0 0 0 1600 0.33 0.19 33.97 0| 0 0 0 1800 0.15 0.10 33.47 0| 0 0 0 2000 0.06 0.04 33.04 0| 0 0 0 2200 Total 0| 0 0 0 Indicative a-t-m Vol 37.42 Underlying Price 13.965 Time to expiry: 312 Days Dec 10 9.18 1.00 48.38 0| 0 0 0 480 7.99 1.00 47.00 0| 0 0 0 600 7.60 0.99 46.48 0| 0 0 0 640 6.82 0.98 45.53 0| 0 0 0 720 6.07 0.96 44.68 0| 0 0 0 800 5.35 0.93 43.73 0| 0 0 0 880 4.66 0.89 42.77 0| 0 0 0 960 2.92 0.72 40.09 0| 0 5 0 1200 2.32 0.64 38.74 0| 0 40 0 1300 1.80 0.56 37.38 0| 0 0 0 1400 1.36 0.47 35.92 0| 0 0 0 1500 1.00 0.38 34.76 0| 0 0 0 1600 0.53 0.24 33.70 0| 0 0 0 1800 0.27 0.14 32.92 0| 0 0 0 2000 0.13 0.08 32.43 0| 0 0 0 2200 Total 0| 0 45 0 Indicative a-t-m Vol 36.94 Underlying Price 13.965 Time to expiry: 494 Days Jun 11 8.01 0.99 47.84 0| 0 0 0 600 6.20 0.93 45.35 0| 0 0 0 800 5.54 0.89 43.95 0| 0 0 0 880 4.91 0.85 42.52 0| 0 0 0 960 3.26 0.72 38.67 0| 0 0 0 1200 2.22 0.58 36.91 0| 0 0 0 1400 1.47 0.45 35.87 0| 0 0 0 1600 0.62 0.24 34.86 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 37.77 Underlying Price 13.965 Time to expiry: 676 Days Dec 11 8.04 0.98 47.57 0| 0 0 0 600 6.34 0.90 45.03 0| 0 0 0 800 3.63 0.71 39.55 0| 0 0 0 1200 2.64 0.60 37.74 0| 0 0 0 1400 1.93 0.49 37.05 0| 0 0 0 1600 1.02 0.31 36.37 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 325| 125 5,022 +125 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 31.81 Underlying Price 13.965 Time to expiry: 11 Days Feb 10 0.01 0.00 41.63 0| 0 0 0 920 0.01 0.00 41.47 0| 0 0 0 960 0.01 0.00 40.99 0| 0 0 0 1000 0.01 0.00 40.46 0| 0 0 0 1050 0.01 0.00 39.91 0| 0 0 0 1100 0.01 0.00 39.19 0| 0 0 0 1150 0.01 -0.01 38.39 0| 0 0 0 1200 0.02 -0.05 37.12 0| 0 0 0 1250 0.06 -0.13 35.71 0| 0 0 0 1300 0.15 -0.28 33.72 0| 0 0 0 1350 0.34 -0.50 31.69 0| 0 0 0 1400 0.65 -0.74 30.42 0| 0 1,000 0 1450 1.07 -0.90 30.37 0| 0 0 0 1500 1.54 -0.97 31.59 0| 0 0 0 1550 2.04 -0.99 32.85 0| 0 0 0 1600 3.04 -1.00 34.37 0| 0 0 0 1700 4.04 -1.00 34.83 0| 0 0 0 1800 Total 0| 0 1,000 0 Indicative a-t-m Vol 38.16 Underlying Price 13.965 Time to expiry: 39 Days Mar 10 0.01 0.00 52.33 0| 0 0 0 440 0.01 0.00 52.33 0| 0 0 0 480 0.01 0.00 51.95 0| 0 0 0 560 0.01 0.00 51.58 0| 0 0 0 640 0.01 0.00 51.03 0| 0 11 0 680 0.01 0.00 50.47 0| 0 0 0 720 0.01 0.00 49.92 0| 0 0 0 760 0.01 0.00 49.40 0| 0 0 0 800 0.01 0.00 48.90 0| 0 0 0 840 0.01 0.00 48.25 0| 0 0 0 880 0.01 0.00 47.69 0| 0 0 0 920 0.01 -0.01 47.14 0| 0 0 0 960 0.01 -0.01 46.40 0| 0 0 0 1000 0.04 -0.04 44.73 0| 0 0 0 1100 0.13 -0.12 42.65 0| 0 12 0 1200 0.21 -0.19 41.66 0| 0 0 0 1250 0.34 -0.27 40.60 0| 0 0 0 1300 0.50 -0.37 39.34 0| 0 0 0 1350 0.71 -0.48 38.08 0| 0 0 0 1400 0.99 -0.60 36.94 0| 0 0 0 1450 1.32 -0.70 36.27 0| 0 0 0 1500 1.71 -0.79 35.91 0| 0 0 0 1550 2.13 -0.86 35.58 0| 0 0 0 1600 3.06 -0.95 35.65 0| 0 0 0 1700 4.04 -0.98 36.00 0| 0 0 0 1800 6.04 -1.00 36.75 0| 0 0 0 2000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 23 0 Indicative a-t-m Vol 40.73 Underlying Price 13.965 Time to expiry: 67 Days Apr 10 0.13 -0.09 45.75 0| 0 0 0 1100 0.29 -0.18 44.17 0| 0 0 0 1200 0.57 -0.31 42.60 0| 0 0 0 1300 0.76 -0.39 41.72 0| 0 0 0 1350 0.98 -0.47 40.67 0| 0 0 0 1400 1.25 -0.55 39.73 0| 0 0 0 1450 1.57 -0.63 39.24 0| 0 0 0 1500 1.92 -0.70 38.80 0| 0 0 0 1550 2.31 -0.77 38.47 0| 0 0 0 1600 2.72 -0.83 38.14 0| 0 0 0 1650 3.16 -0.87 38.08 0| 0 0 0 1700 4.09 -0.93 38.28 0| 0 0 0 1800 Total 0| 0 0 0 Indicative a-t-m Vol 37.74 Underlying Price 13.965 Time to expiry: 130 Days Jun 10 0.01 0.00 49.44 0| 0 0 0 480 0.01 0.00 47.96 0| 0 0 0 600 0.01 0.00 47.57 0| 0 0 0 640 0.01 -0.01 46.49 0| 0 0 0 720 0.02 -0.02 45.41 0| 0 0 0 800 0.04 -0.02 44.82 0| 0 0 0 840 0.06 -0.04 44.27 0| 0 0 0 880 0.08 -0.05 43.62 0| 0 9 0 920 0.11 -0.06 42.94 0| 0 0 0 960 0.15 -0.08 42.27 0| 0 0 0 1000 0.30 -0.15 40.94 0| 0 0 0 1100 0.55 -0.25 39.81 0| 0 5 0 1200 0.91 -0.36 38.80 0| 0 0 0 1300 1.39 -0.49 37.71 0| 0 0 0 1400 2.00 -0.62 36.71 0| 0 0 0 1500 2.72 -0.73 35.95 0| 0 0 0 1600 4.42 -0.88 34.93 0| 0 0 0 1800 6.31 -0.96 34.42 0| 0 0 0 2000 8.28 -0.99 34.25 0| 0 0 0 2200 Total 0| 0 14 0 Indicative a-t-m Vol 36.22 Underlying Price 13.965 Time to expiry: 221 Days Sep 10 0.07 -0.04 42.70 0| 0 0 0 800 0.13 -0.06 41.57 0| 0 0 0 880 0.23 -0.10 40.47 0| 0 0 0 960 0.29 -0.12 39.97 0| 0 0 0 1000 0.50 -0.19 38.97 0| 0 0 0 1100 0.79 -0.27 37.97 0| 0 0 0 1200 1.18 -0.37 36.97 0| 0 70 0 1300 1.68 -0.47 36.20 0| 0 0 0 1400 2.28 -0.57 35.53 0| 0 0 0 1500 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.97 -0.67 34.97 0| 0 0 0 1600 4.57 -0.82 33.97 0| 0 0 0 1800 6.39 -0.91 33.47 0| 0 0 0 2000 8.30 -0.96 33.04 0| 0 0 0 2200 Total 0| 0 70 0 Indicative a-t-m Vol 37.42 Underlying Price 13.965 Time to expiry: 312 Days Dec 10 0.01 0.00 48.38 0| 0 0 0 480 0.04 -0.02 47.00 0| 0 0 0 600 0.06 -0.02 46.48 0| 0 0 0 640 0.11 -0.04 45.53 0| 0 0 0 720 0.19 -0.06 44.68 0| 0 6 0 800 0.29 -0.09 43.73 0| 0 0 0 880 0.44 -0.13 42.77 0| 0 0 0 960 1.12 -0.29 40.09 0| 0 0 0 1200 1.53 -0.37 38.74 0| 0 0 0 1300 2.00 -0.45 37.38 0| 0 0 0 1400 2.55 -0.54 35.92 0| 0 3 0 1500 3.19 -0.62 34.76 0| 0 0 0 1600 4.73 -0.77 33.70 0| 0 0 0 1800 6.47 -0.87 32.92 0| 0 0 0 2000 8.34 -0.93 32.43 0| 0 0 0 2200 Total 0| 0 9 0 Indicative a-t-m Vol 36.94 Underlying Price 13.965 Time to expiry: 494 Days Jun 11 0.15 -0.04 47.84 0| 0 0 0 600 0.44 -0.10 45.35 0| 0 0 0 800 0.59 -0.13 43.95 0| 0 0 0 880 0.78 -0.17 42.52 0| 0 0 0 960 1.54 -0.31 38.67 0| 0 0 0 1200 2.51 -0.44 36.91 0| 0 0 0 1400 3.75 -0.57 35.87 0| 0 0 0 1600 6.86 -0.77 34.86 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 37.77 Underlying Price 13.965 Time to expiry: 676 Days Dec 11 0.26 -0.05 47.57 0| 0 0 0 600 0.63 -0.12 45.03 0| 0 0 0 800 1.89 -0.30 39.55 0| 0 0 0 1200 2.88 -0.42 37.74 0| 0 0 0 1400 4.12 -0.53 37.05 0| 0 0 0 1600 7.14 -0.70 36.37 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 0| 0 1,116 0 Grand Total 325| 125 6,138 +125 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 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 39.42 Underlying Price 32.215 Time to expiry: 11 Days Feb 10 6.23 0.99 50.00 0| 0 0 0 2600 4.26 0.96 44.84 0| 0 0 0 2800 2.44 0.84 41.65 0| 0 0 0 3000 1.66 0.71 40.42 0| 0 0 0 3100 1.09 1.04 0.55 39.62 1.09 1.07 110| 0 0 0 3200 0.58 0.38 38.72 0| 0 0 0 3300 0.28 0.23 37.70 0| 0 0 0 3400 0.13 0.12 38.17 0| 0 10 0 3500 0.05 0.05 37.32 0| 8 19 +8 3600 0.02 0.02 36.94 0| 0 1,109 0 3700 0.01 0.01 36.56 0| 0 4,936 0 3800 0.01 0.00 36.18 0| 0 1,605 0 3900 0.01 0.00 35.77 0| 0 207 0 4000 0.01 0.00 34.81 0| 0 2,943 0 4200 0.01 0.00 33.57 0| 0 3,240 0 4400 0.01 0.00 32.00 0| 0 40 0 4600 Total 110| 8 14,109 +8 Indicative a-t-m Vol 41.76 Underlying Price 32.215 Time to expiry: 39 Days Mar 10 18.23 1.00 60.00 0| 0 0 0 1400 16.23 1.00 60.37 0| 0 0 0 1600 14.23 1.00 59.15 0| 0 0 0 1800 13.23 1.00 58.20 0| 0 0 0 1900 12.24 1.00 57.11 0| 0 0 0 2000 11.25 0.99 55.92 0| 0 0 0 2100 10.26 0.99 54.66 0| 0 145 0 2200 9.28 0.98 53.38 0| 0 0 0 2300 8.32 0.96 52.08 0| 0 50 0 2400 6.46 0.92 50.44 0| 0 100 0 2600 4.70 0.84 46.85 0| 0 4,030 0 2800 3.16 0.71 44.52 0| 0 7,801 0 3000 2.49 0.64 43.12 0| 0 0 0 3100 1.90 0.55 41.89 0| 0 170 0 3200 1.42 0.46 41.28 0| 0 0 0 3300 1.02 0.37 40.37 0| 0 327 0 3400 0.72 0.29 39.80 0| 0 9 0 3500 0.61 0.49 0.22 39.35 0.61 0.61 100| 0 13,690 0 3600 0.33 0.16 39.29 0| 0 150 0 3700 0.19 0.10 37.51 0| 0 7,032 0 3800 0.11 0.07 36.86 0| 0 91 0 3900 0.06 0.04 36.26 0| 0 10,337 0 4000 0.02 0.01 35.21 0| 0 1,685 0 4200 0.01 0.00 34.37 0| 0 15,689 0 4400 0.01 0.00 33.72 0| 0 212 0 4600 0.01 0.00 33.26 0| 0 4,800 0 4800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 33.00 0| 0 50 0 5600 Total 100| 0 66,368 0 Indicative a-t-m Vol 39.48 Underlying Price 32.215 Time to expiry: 67 Days Apr 10 6.69 0.88 47.05 0| 0 0 0 2600 5.01 0.80 44.04 0| 0 0 0 2800 3.55 0.69 41.95 0| 0 0 0 3000 2.90 0.62 40.76 0| 0 0 0 3100 2.33 0.55 39.70 0| 0 0 0 3200 1.83 0.48 38.71 0| 0 0 0 3300 1.40 0.41 37.76 0| 0 0 0 3400 1.05 0.33 37.09 0| 0 20 0 3500 0.78 0.27 36.54 0| 0 174 0 3600 0.57 0.21 36.30 0| 0 10 0 3700 0.39 0.16 35.41 0| 0 129 0 3800 0.27 0.12 34.90 0| 0 0 0 3900 0.18 0.08 34.44 0| 0 153 0 4000 0.07 0.04 33.66 0| 0 100 0 4200 0.03 0.02 33.00 0| 0 0 0 4400 Total 0| 0 586 0 Indicative a-t-m Vol 40.83 Underlying Price 32.215 Time to expiry: 130 Days Jun 10 20.26 1.00 60.00 0| 0 0 0 1200 17.74 1.00 58.83 0| 0 0 0 1454 14.19 0.98 55.19 0| 0 5 0 1817 10.79 0.94 52.03 0| 0 0 0 2180 8.81 0.89 48.79 0| 0 0 0 2400 7.57 0.86 46.68 0| 0 150 0 2544 4.79 0.72 42.42 0| 1 427 0 2907 4.26 0.67 42.82 0| 0 0 0 3000 2.73 0.53 40.40 0| 0 291 0 3271 2.17 0.46 39.60 0| 15 15 +15 3400 1.45 0.35 38.52 0| 0 0 0 3600 1.36 0.33 38.40 0| 0 216 0 3634 0.96 0.26 37.79 0| 0 83 0 3800 0.56 0.17 36.11 0| 0 5,774 0 3997 0.19 0.07 34.49 0| 0 1,656 0 4361 0.04 0.02 33.05 0| 0 0 0 4800 0.02 0.01 32.37 0| 0 79 0 5088 0.01 0.00 31.79 0| 0 100 0 5451 0.01 0.00 31.49 0| 0 100 0 5814 0.01 0.00 31.59 0| 0 0 0 6541 0.01 0.00 32.50 0| 0 0 0 7268 0.01 0.00 34.00 0| 0 0 0 7995 Total 0| 16 8,896 +15 Indicative a-t-m Vol 39.44 Underlying Price 32.215 Time to expiry: 221 Days Sep 10 10.73 0.91 48.55 0| 0 0 0 2200 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.02 0.87 46.31 0| 0 100 0 2400 5.98 0.73 42.36 0| 0 0 0 2800 4.70 0.65 40.78 0| 0 0 0 3000 3.63 0.56 39.53 0| 50 202 0 3200 2.77 0.47 38.77 0| 50 91 +41 3400 2.05 0.38 37.79 0| 50 123 0 3600 1.50 0.31 37.09 0| 0 1,000 0 3800 1.08 0.24 36.48 0| 0 50 0 4000 0.78 0.19 36.16 0| 0 869 0 4200 0.53 0.14 35.44 0| 0 2,045 0 4400 0.24 0.07 34.54 0| 0 182 0 4800 0.04 0.02 33.00 0| 0 229 0 5600 Total 0| 150 4,891 +41 Indicative a-t-m Vol 39.33 Underlying Price 32.215 Time to expiry: 312 Days Dec 10 20.28 1.00 62.00 0| 0 0 0 1200 17.79 0.99 57.07 0| 0 0 0 1454 14.34 0.96 51.51 0| 0 0 0 1817 11.10 0.90 47.20 0| 0 3,000 0 2180 9.32 0.84 45.15 0| 0 0 0 2400 8.24 0.80 43.78 0| 0 6,000 0 2544 5.86 0.67 41.33 0| 0 347 0 2907 5.32 0.64 40.64 0| 0 0 0 3000 3.96 0.54 39.05 0| 0 541 0 3271 3.41 0.49 38.41 0| 0 2,612 0 3400 2.56 0.40 37.32 0| 0 45 0 3634 2.08 0.35 36.83 0| 0 160 0 3800 1.61 0.29 36.20 0| 0 6,041 0 3997 0.96 0.20 35.08 0| 0 1,149 0 4361 0.75 0.73 0.16 34.66 0.75 0.75 5| 0 0 0 4543 0.50 0.12 34.15 0| 0 0 0 4800 0.32 0.08 33.70 0| 0 1,101 0 5088 0.18 0.05 33.27 0| 0 51 0 5451 0.10 0.03 33.00 0| 0 0 0 5814 0.04 0.01 32.82 0| 0 2 0 6360 0.01 0.00 33.00 0| 0 1 0 7268 Total 5| 0 21,050 0 Indicative a-t-m Vol 38.75 Underlying Price 32.215 Time to expiry: 494 Days Jun 11 20.28 1.00 53.00 0| 0 0 0 1200 16.44 0.97 50.80 0| 0 0 0 1600 14.64 0.94 49.18 0| 0 0 0 1800 12.95 0.90 47.49 0| 0 0 0 2000 11.37 0.86 45.82 0| 0 0 0 2200 9.91 0.81 44.23 0| 0 0 0 2400 7.31 0.70 41.29 0| 0 0 0 2800 5.22 0.58 38.86 0| 0 0 0 3200 3.54 0.46 36.84 0| 0 0 0 3600 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 24 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.34 0.35 35.23 0| 0 0 0 4000 1.49 0.25 34.00 0| 0 0 0 4400 0.92 0.18 33.10 0| 0 0 0 4800 0.23 0.06 32.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 37.96 Underlying Price 32.215 Time to expiry: 676 Days Dec 11 20.29 1.00 49.59 0| 0 0 0 1200 16.46 0.97 46.97 0| 0 0 0 1600 14.71 0.93 45.82 0| 0 0 0 1800 13.11 0.89 44.90 0| 0 0 0 2000 11.62 0.84 43.52 0| 0 0 0 2200 10.23 0.80 42.24 0| 0 0 0 2400 7.84 0.69 39.95 0| 0 0 0 2800 5.86 0.59 38.07 0| 0 0 0 3200 4.18 0.48 36.00 0| 0 1,000 0 3600 2.94 0.38 34.58 0| 0 5,000 0 4000 1.19 0.20 32.56 0| 0 0 0 5000 0.49 0.10 31.99 0| 0 0 0 6000 0.18 0.04 31.00 0| 0 0 0 7000 0.06 0.02 29.65 0| 0 0 0 8000 Total 0| 0 6,000 0 Indicative a-t-m Vol 37.28 Underlying Price 32.215 Time to expiry: 858 Days Jun 12 16.48 0.97 46.48 0| 0 0 0 1600 13.22 0.88 44.12 0| 0 0 0 2000 11.80 0.84 42.83 0| 0 0 0 2200 10.51 0.79 41.64 0| 0 0 0 2400 8.20 0.70 39.36 0| 0 0 0 2800 6.25 0.60 37.36 0| 0 0 0 3200 4.69 0.51 35.86 0| 0 0 0 3600 3.29 0.41 33.50 0| 0 0 0 4000 1.61 0.25 31.15 0| 0 0 0 4800 0.62 0.11 30.50 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 38.23 Underlying Price 32.215 Time to expiry: 1047 Days Dec 12 16.49 0.96 44.91 0| 0 0 0 1600 13.52 0.86 44.37 0| 0 0 0 2000 11.05 0.78 42.42 0| 0 0 0 2400 7.02 0.62 38.37 0| 0 0 0 3200 5.30 0.52 35.82 0| 0 0 0 3600 3.99 0.44 34.16 0| 0 0 0 4000 2.05 0.28 31.00 0| 0 0 0 4800 0.88 0.14 30.00 0| 0 0 0 6000 0.44 0.07 33.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 35.65 Underlying Price 32.215 Time to expiry: 1411 Days Dec 13 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 25 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.53 0.96 44.82 0| 0 0 0 1600 13.57 0.86 42.75 0| 0 0 0 2000 11.08 0.78 39.86 0| 0 0 0 2400 7.16 0.62 35.74 0| 0 0 0 3200 4.31 0.46 32.30 0| 0 0 0 4000 2.46 0.31 29.81 0| 0 0 0 4800 1.35 0.19 30.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 35.85 Underlying Price 32.215 Time to expiry: 1775 Days Dec 14 13.68 0.86 42.00 0| 0 0 0 2000 11.45 0.79 39.84 0| 0 0 0 2400 7.81 0.64 35.97 0| 0 0 0 3200 4.78 0.49 31.55 0| 0 0 0 4000 2.90 0.35 29.06 0| 0 0 0 4800 1.86 0.24 30.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 215| 174 121,900 +64 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 26 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 39.42 Underlying Price 32.215 Time to expiry: 11 Days Feb 10 0.01 -0.01 50.00 0| 0 0 0 2600 0.04 -0.04 44.84 0| 0 0 0 2800 0.22 -0.16 41.65 0| 0 0 0 3000 0.44 -0.29 40.42 0| 0 0 0 3100 0.78 0.82 -0.45 39.62 0.78 0.78 100| 0 263 0 3200 1.28 1.36 -0.62 38.72 1.28 1.28 10| 300 1,530 +300 3300 2.06 -0.78 37.70 0| 9 547 0 3400 2.60 2.91 -0.88 38.17 2.60 2.60 1| 9 3,377 -9 3500 3.83 -0.95 37.32 0| 9 810 -9 3600 4.80 -0.98 36.94 0| 0 379 0 3700 5.79 -0.99 36.56 0| 0 673 0 3800 6.79 -1.00 36.18 0| 0 1,015 0 3900 7.79 -1.00 35.77 0| 0 18 0 4000 9.79 -1.00 34.81 0| 0 159 0 4200 11.79 -1.00 33.57 0| 0 0 0 4400 13.79 -1.00 32.00 0| 0 0 0 4600 Total 111| 327 8,771 +282 Indicative a-t-m Vol 41.76 Underlying Price 32.215 Time to expiry: 39 Days Mar 10 0.01 0.00 60.00 0| 0 0 0 1400 0.01 0.00 60.37 0| 0 0 0 1600 0.01 0.00 59.15 0| 0 125 0 1800 0.01 0.00 58.20 0| 0 87 0 1900 0.01 0.00 57.11 0| 0 50 0 2000 0.02 -0.01 55.92 0| 0 0 0 2100 0.03 -0.01 54.66 0| 0 126 0 2200 0.05 -0.02 53.38 0| 0 0 0 2300 0.08 -0.04 52.08 0| 0 6 0 2400 0.23 -0.08 50.44 0| 0 3,439 0 2600 0.46 -0.16 46.85 0| 0 1,143 0 2800 0.92 -0.29 44.52 0| 0 2,045 0 3000 1.25 -0.36 43.12 0| 0 0 0 3100 1.66 -0.45 41.89 0| 40 9,195 -29 3200 2.18 -0.54 41.28 0| 0 0 0 3300 2.78 -0.63 40.37 0| 0 3,310 0 3400 3.48 -0.71 39.80 0| 0 100 0 3500 4.25 -0.78 39.35 3,000| 0 9,947 0 3600 5.10 -0.84 39.29 0| 0 50 0 3700 5.95 -0.90 37.51 0| 0 400 0 3800 6.87 -0.94 36.86 0| 0 100 0 3900 7.83 -0.96 36.26 0| 0 152 0 4000 9.79 -0.99 35.21 0| 0 0 0 4200 11.79 -1.00 34.37 0| 0 197 0 4400 13.79 -1.00 33.72 0| 0 0 0 4600 15.79 -1.00 33.26 0| 0 0 0 4800 23.79 -1.00 33.00 0| 0 0 0 5600 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 27 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 3,000| 40 30,472 -29 Indicative a-t-m Vol 39.48 Underlying Price 32.215 Time to expiry: 67 Days Apr 10 0.43 -0.12 47.05 0| 0 0 0 2600 0.75 -0.20 44.04 0| 0 5 0 2800 1.29 -0.31 41.95 0| 10 60 +10 3000 1.64 -0.38 40.76 0| 0 0 0 3100 2.06 -0.45 39.70 0| 0 59 0 3200 2.56 -0.52 38.71 0| 0 0 0 3300 3.13 -0.60 37.76 0| 0 292 0 3400 3.79 -0.67 37.09 0| 0 0 0 3500 4.51 -0.73 36.54 0| 0 0 0 3600 5.31 -0.79 36.30 0| 0 0 0 3700 6.13 -0.84 35.41 0| 0 0 0 3800 7.01 -0.89 34.90 0| 0 0 0 3900 7.92 -0.92 34.44 0| 0 0 0 4000 9.82 -0.97 33.66 0| 0 0 0 4200 11.79 -0.99 33.00 0| 0 0 0 4400 Total 0| 10 416 +10 Indicative a-t-m Vol 40.83 Underlying Price 32.215 Time to expiry: 130 Days Jun 10 0.01 0.00 60.00 0| 0 10 0 1200 0.04 -0.01 58.83 0| 0 60 0 1454 0.16 -0.04 55.19 0| 0 190 0 1817 0.50 -0.10 52.03 0| 0 1,160 0 2180 0.81 -0.15 48.79 0| 0 53 0 2400 1.07 -0.19 46.68 0| 0 569 0 2544 2.10 -0.34 42.42 0| 9 4,373 0 2907 2.56 -0.39 42.82 0| 0 0 0 3000 3.89 -0.53 40.40 0| 9 4,354 +9 3271 4.67 -0.60 39.60 0| 9 836 +9 3400 6.05 -0.69 38.52 0| 0 3,000 0 3600 6.31 -0.71 38.40 0| 0 148 0 3634 7.62 -0.78 37.79 0| 0 500 0 3800 9.23 -0.85 36.11 0| 0 190 0 3997 12.56 -0.94 34.49 0| 0 152 0 4361 16.80 -0.98 33.05 0| 0 0 0 4800 19.65 -0.99 32.37 0| 0 4 0 5088 23.26 -1.00 31.79 0| 0 0 0 5451 26.87 -1.00 31.49 0| 0 0 0 5814 34.12 -1.00 31.59 0| 0 0 0 6541 41.36 -1.00 32.50 0| 0 0 0 7268 48.61 -1.00 34.00 0| 0 0 0 7995 Total 0| 27 15,599 +18 Indicative a-t-m Vol 39.44 Underlying Price 32.215 Time to expiry: 221 Days Sep 10 0.93 -0.13 48.55 0| 0 201 0 2200 1.32 -0.18 46.31 0| 0 300 0 2400 2.46 -0.31 42.36 2,500| 0 4,618 0 2800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.26 -0.39 40.78 0| 0 0 0 3000 4.24 -0.47 39.53 3,000| 0 72 0 3200 5.42 -0.55 38.77 0| 0 78 0 3400 6.73 -0.63 37.79 0| 0 100 0 3600 8.20 -0.71 37.09 0| 0 51 0 3800 9.78 -0.77 36.48 0| 0 51 0 4000 11.49 -0.82 36.16 0| 0 0 0 4200 13.24 -0.87 35.44 0| 0 50 0 4400 16.95 -0.93 34.54 0| 0 0 0 4800 24.75 -0.99 33.00 0| 0 0 0 5600 Total 5,500| 0 5,521 0 Indicative a-t-m Vol 39.33 Underlying Price 32.215 Time to expiry: 312 Days Dec 10 0.21 -0.02 62.00 0| 0 0 0 1200 0.35 -0.04 57.07 0| 0 0 0 1454 0.70 -0.08 51.51 0| 0 0 0 1817 1.26 -0.15 47.20 0| 0 3,034 0 2180 1.77 -0.20 45.15 0| 0 2,645 0 2400 2.17 -0.24 43.78 0| 0 90 0 2544 3.50 -0.35 41.33 0| 0 1,721 0 2907 3.91 -0.38 40.64 0| 0 0 0 3000 5.27 -0.48 39.05 0| 0 2,542 0 3271 6.01 -0.52 38.41 0| 0 3,043 0 3400 7.50 -0.60 37.32 0| 0 60 0 3634 8.68 -0.66 36.83 0| 0 1,523 0 3800 10.18 -0.72 36.20 0| 0 10 0 3997 13.18 -0.81 35.08 0| 0 70 0 4361 14.77 -0.85 34.66 0| 0 60 0 4543 17.11 -0.90 34.15 0| 0 0 0 4800 19.82 -0.93 33.70 0| 0 10 0 5088 23.32 -0.96 33.27 0| 0 110 0 5451 26.88 -0.98 33.00 0| 0 10 0 5814 32.28 -0.99 32.82 0| 0 10 0 6360 41.31 -1.00 33.00 0| 0 10 0 7268 Total 0| 0 14,948 0 Indicative a-t-m Vol 38.75 Underlying Price 32.215 Time to expiry: 494 Days Jun 11 0.32 -0.03 53.00 0| 0 0 0 1200 0.87 -0.08 50.80 0| 0 0 0 1600 1.24 -0.11 49.18 0| 0 0 0 1800 1.67 -0.15 47.49 0| 0 0 0 2000 2.18 -0.19 45.82 0| 0 0 0 2200 2.78 -0.23 44.23 0| 0 0 0 2400 4.29 -0.34 41.29 0| 0 0 0 2800 6.22 -0.45 38.86 0| 0 5 0 3200 8.59 -0.57 36.84 0| 0 2 0 3600 11.39 -0.67 35.23 0| 0 4 0 4000 14.51 -0.77 34.00 0| 0 8 0 4400 17.92 -0.84 33.10 0| 0 0 0 4800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 29 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 29.04 -0.95 32.00 0| 0 0 0 6000 Total 0| 0 19 0 Indicative a-t-m Vol 37.96 Underlying Price 32.215 Time to expiry: 676 Days Dec 11 0.44 -0.04 49.59 0| 0 0 0 1200 1.05 -0.09 46.97 0| 0 0 0 1600 1.47 -0.12 45.82 0| 0 0 0 1800 2.02 -0.15 44.90 0| 0 0 0 2000 2.59 -0.19 43.52 0| 0 0 0 2200 3.24 -0.23 42.24 0| 0 0 0 2400 4.85 -0.33 39.95 0| 0 0 0 2800 6.84 -0.43 38.07 0| 0 5 0 3200 9.11 -0.53 36.00 0| 0 2,500 0 3600 11.82 -0.63 34.58 0| 0 0 0 4000 19.89 -0.82 32.56 0| 0 0 0 5000 29.00 -0.91 31.99 0| 0 0 0 6000 38.54 -0.97 31.00 0| 0 0 0 7000 48.40 -1.00 29.65 0| 0 0 0 8000 Total 0| 0 2,505 0 Indicative a-t-m Vol 37.28 Underlying Price 32.215 Time to expiry: 858 Days Jun 12 1.50 -0.11 46.92 0| 0 0 0 1600 2.56 -0.17 44.12 0| 0 0 0 2000 3.18 -0.21 42.83 0| 0 0 0 2200 3.93 -0.25 41.64 0| 0 0 0 2400 5.59 -0.33 39.36 0| 0 0 0 2800 7.56 -0.43 37.36 0| 0 0 0 3200 9.92 -0.52 35.86 0| 0 0 0 3600 12.41 -0.61 33.50 0| 0 0 0 4000 18.46 -0.77 31.15 0| 0 0 0 4800 28.99 -0.89 30.50 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 38.23 Underlying Price 32.215 Time to expiry: 1047 Days Dec 12 1.67 -0.11 44.91 0| 0 0 0 1600 3.03 -0.17 44.37 0| 0 0 0 2000 4.53 -0.24 42.42 0| 0 0 0 2400 8.26 -0.40 38.37 0| 0 0 0 3200 10.38 -0.49 35.82 0| 0 1,000 0 3600 12.90 -0.58 34.16 0| 0 0 0 4000 18.62 -0.73 31.00 0| 0 0 0 4800 28.98 -0.88 30.00 0| 0 0 0 6000 48.38 -0.98 33.49 0| 0 0 0 8000 Total 0| 0 1,000 0 Indicative a-t-m Vol 35.65 Underlying Price 32.215 Time to expiry: 1411 Days Dec 13 2.35 -0.12 44.82 0| 0 0 0 1600 3.69 -0.18 42.75 0| 0 0 0 2000 5.12 -0.25 39.86 0| 0 0 0 2400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.82 -0.40 35.74 0| 0 0 0 3200 13.48 -0.56 32.30 0| 0 0 0 4000 19.09 -0.70 29.81 0| 0 0 0 4800 29.25 -0.83 30.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 35.85 Underlying Price 32.215 Time to expiry: 1775 Days Dec 14 4.14 -0.18 42.00 0| 0 0 0 2000 5.69 -0.24 39.84 0| 0 0 0 2400 9.35 -0.38 35.97 0| 0 0 0 3200 13.50 -0.53 31.55 0| 0 0 0 4000 18.76 -0.67 29.06 0| 0 0 0 4800 28.97 -0.83 30.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 8,611| 404 79,251 +281 Grand Total 8,826| 578 201,151 +345 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Saint Gobain European (SG3) Indicative a-t-m Vol 42.07 Underlying Price 32.215 Time to expiry: 39 Days Mar 10 16.23 1.00 62.00 0| 0 0 0 1600 14.06 1.00 60.73 0| 0 0 0 1817 13.24 1.00 59.85 0| 0 0 0 1900 12.24 0.99 58.64 0| 0 0 0 2000 11.25 0.99 57.30 0| 0 0 0 2100 10.46 0.99 56.18 0| 0 120 0 2180 9.29 0.98 54.44 0| 0 0 0 2300 8.33 0.96 52.98 0| 0 0 0 2400 6.99 0.93 52.12 0| 0 0 0 2544 4.70 0.84 47.05 0| 0 0 0 2800 3.85 0.78 45.68 0| 0 200 0 2907 3.17 0.71 44.81 0| 0 87 0 3000 2.57 0.64 43.64 0| 0 0 0 3089 1.91 0.55 42.27 0| 0 0 0 3200 1.56 0.49 41.60 0| 0 620 0 3271 1.02 0.37 40.49 0| 0 0 0 3400 0.86 0.33 40.20 0| 0 2,009 0 3452 0.73 0.29 40.23 0| 0 0 0 3500 0.51 0.44 0.20 39.43 0.51 0.51 10| 0 250 0 3634 0.34 0.16 39.49 0| 0 90 0 3700 0.20 0.11 37.94 0| 0 20,000 0 3800 0.12 0.07 37.40 0| 0 0 0 3900 0.07 0.04 36.94 0| 0 0 0 4000 0.04 0.03 36.59 0| 0 420 0 4088 0.02 0.02 36.22 0| 0 0 0 4200 0.01 0.01 35.84 0| 0 56 0 4361 0.01 0.00 35.63 0| 0 50 0 4543 0.01 0.00 35.68 0| 0 5 0 4800 0.01 0.00 35.99 0| 0 0 0 4997 0.01 0.00 37.52 0| 0 20 0 5451 0.01 0.00 40.00 0| 0 0 0 5905 Total 10| 0 23,927 0 Indicative a-t-m Vol 39.59 Underlying Price 32.215 Time to expiry: 221 Days Sep 10 19.47 0.97 80.22 0| 0 0 0 1200 16.98 0.96 67.34 0| 0 0 0 1454 13.54 0.93 55.94 0| 0 0 0 1817 11.89 0.90 52.04 0| 0 110 0 2000 10.33 0.87 49.00 0| 0 30 0 2180 8.55 0.82 46.31 0| 0 60 0 2400 7.44 0.78 44.51 0| 0 0 0 2544 5.04 0.65 41.48 0| 0 30 0 2907 4.52 0.61 40.78 0| 0 0 0 3000 4.05 0.58 40.31 0| 500 500 +500 3089 3.20 0.50 39.33 0| 500 931 +500 3271 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.50 0.43 38.48 0| 0 90 0 3452 1.92 0.36 37.74 0| 30 260 +30 3634 1.48 0.30 37.09 0| 0 7 0 3800 1.07 0.24 36.48 0| 0 0 0 4000 0.92 0.21 36.26 0| 0 40 0 4088 0.77 0.18 36.16 0| 0 0 0 4200 0.56 0.14 35.53 0| 0 0 0 4361 0.40 0.11 35.10 0| 0 5,126 0 4543 0.24 0.07 34.54 0| 0 5,000 0 4800 0.16 0.05 34.15 0| 0 97 0 4997 0.06 0.02 33.30 0| 0 0 0 5451 0.02 0.01 32.50 0| 0 80 0 5905 Total 0| 1,030 12,361 +1,030 Indicative a-t-m Vol 41.27 Underlying Price 32.215 Time to expiry: 403 Days Mar 11 19.43 0.98 53.00 0| 0 0 0 1200 17.14 0.96 51.83 0| 0 0 0 1454 14.04 0.91 49.00 0| 0 0 0 1817 12.65 0.87 48.80 0| 0 0 0 2000 11.26 0.84 47.00 0| 0 0 0 2180 9.75 0.79 46.00 0| 0 0 0 2400 8.78 0.76 45.00 0| 0 0 0 2544 6.65 0.66 43.00 0| 0 0 0 2907 4.86 0.55 41.00 0| 0 0 0 3271 3.96 0.49 39.00 0| 0 0 0 3452 3.12 0.43 37.00 0| 0 7 0 3634 2.19 0.33 38.00 0| 0 0 0 4088 1.81 0.28 39.00 0| 0 0 0 4361 1.66 0.26 40.00 0| 0 0 0 4543 1.22 0.20 41.00 0| 0 0 0 4997 0.92 0.15 42.00 0| 0 0 0 5451 0.71 0.12 43.00 0| 0 0 0 5905 Total 0| 0 7 0 Indicative a-t-m Vol 45.13 Underlying Price 32.215 Time to expiry: 585 Days Sep 11 18.74 0.96 54.00 0| 0 0 0 1200 16.68 0.93 53.00 0| 0 0 0 1454 14.03 0.87 52.00 0| 0 0 0 1817 12.77 0.84 51.00 0| 0 0 0 2000 11.61 0.81 50.00 0| 0 0 0 2180 10.29 0.76 49.00 0| 0 0 0 2400 9.44 0.73 48.00 0| 0 0 0 2544 7.54 0.65 46.00 0| 0 0 0 2907 6.03 0.57 45.00 0| 0 0 0 3271 4.85 0.50 44.50 0| 0 20 0 3634 3.88 0.42 44.00 0| 0 30 0 4000 2.92 0.34 44.50 0| 0 0 0 4543 1.83 0.24 45.00 0| 0 0 0 5451 Total 0| 0 50 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 33 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 43.08 Underlying Price 32.215 Time to expiry: 767 Days Mar 12 17.16 0.92 51.54 0| 0 0 0 1454 14.94 0.86 53.44 0| 0 0 0 1817 13.80 0.83 52.50 0| 0 0 0 2000 12.67 0.80 51.26 0| 0 0 0 2180 11.38 0.77 49.60 0| 0 0 0 2400 8.54 0.67 45.45 0| 0 0 0 2907 7.10 0.61 43.20 0| 0 0 0 3200 5.34 0.52 40.86 0| 0 0 0 3634 4.21 0.44 39.65 0| 0 0 0 4000 3.03 0.35 38.92 0| 0 0 0 4543 2.08 0.26 40.66 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 44.09 Underlying Price 32.215 Time to expiry: 956 Days Sep 12 16.94 0.90 54.67 0| 0 0 0 1454 14.71 0.85 53.09 0| 0 0 0 1817 13.68 0.82 52.53 0| 0 0 0 2000 12.70 0.79 51.51 0| 0 0 0 2180 11.44 0.76 49.72 0| 0 0 0 2400 8.77 0.67 45.54 0| 0 0 0 2907 7.57 0.62 44.24 0| 0 0 0 3200 5.76 0.53 41.18 0| 0 0 0 3634 4.69 0.46 40.04 0| 0 0 0 4000 3.81 0.40 39.21 0| 0 0 0 4361 3.08 0.34 39.20 0| 0 0 0 4800 2.62 0.29 41.15 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 44.16 Underlying Price 32.215 Time to expiry: 1131 Days Mar 13 17.40 0.90 54.00 0| 0 0 0 1454 15.34 0.85 53.00 0| 0 0 0 1817 14.29 0.83 52.00 0| 0 0 0 2000 13.36 0.80 51.00 0| 0 0 0 2180 12.16 0.77 49.45 0| 0 0 0 2400 9.58 0.68 45.60 0| 0 0 0 2907 6.78 0.56 42.27 0| 0 0 0 3634 5.65 0.50 41.05 0| 0 0 0 4000 4.76 0.45 40.37 0| 0 0 0 4361 3.93 0.39 39.82 0| 0 0 0 4800 3.08 0.32 39.91 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 46.23 Underlying Price 32.215 Time to expiry: 1320 Days Sep 13 15.74 0.87 51.00 0| 0 0 0 1600 13.70 0.82 50.00 0| 0 0 0 2000 11.84 0.76 48.59 0| 0 0 0 2400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.80 0.64 46.27 0| 0 0 0 3200 6.61 0.54 44.96 0| 0 0 0 4000 5.02 0.44 44.06 0| 0 0 0 4800 3.67 0.35 44.62 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.89 Underlying Price 32.215 Time to expiry: 1502 Days Mar 14 16.18 0.87 50.12 0| 0 0 0 1600 14.40 0.82 50.41 0| 0 0 0 2000 12.54 0.77 48.55 0| 0 0 0 2400 9.09 0.65 43.95 0| 0 0 0 3200 6.64 0.54 41.58 0| 0 0 0 4000 5.17 0.45 41.36 0| 0 0 0 4800 3.68 0.35 41.32 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.89 Underlying Price 32.215 Time to expiry: 1684 Days Sep 14 14.01 0.82 50.41 0| 0 0 0 2000 12.29 0.77 48.55 0| 0 0 0 2400 9.00 0.66 43.95 0| 0 0 0 3200 6.72 0.55 41.58 0| 0 0 0 4000 5.32 0.47 41.36 0| 0 0 0 4800 4.70 0.41 45.14 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 10| 1,030 36,345 +1,030 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Saint Gobain European (SG3) Indicative a-t-m Vol 42.07 Underlying Price 32.215 Time to expiry: 39 Days Mar 10 0.01 0.00 62.00 0| 0 8 0 1600 0.01 0.00 60.73 0| 0 0 0 1817 0.01 0.00 59.85 0| 0 90 0 1900 0.01 -0.01 58.64 0| 0 40 0 2000 0.02 -0.01 57.30 0| 0 11 0 2100 0.03 -0.01 56.18 0| 0 0 0 2180 0.06 -0.02 54.44 0| 0 10 0 2300 0.09 -0.04 52.98 0| 0 210 0 2400 0.19 -0.07 52.12 0| 0 275 0 2544 0.47 -0.16 47.05 0| 0 300 0 2800 0.68 -0.22 45.68 0| 0 1,054 0 2907 0.93 -0.29 44.81 0| 100 200 +100 3000 1.22 -0.36 43.64 0| 0 70 0 3089 1.68 -0.45 42.27 0| 0 0 0 3200 2.03 -0.51 41.60 0| 0 1,085 0 3271 2.78 -0.63 40.49 0| 0 0 0 3400 3.14 -0.67 40.20 0| 0 120 0 3452 3.49 -0.71 40.23 0| 0 0 0 3500 4.16 4.53 -0.80 39.43 4.16 4.16 31| 0 9,286 0 3634 5.10 -0.84 39.49 0| 0 0 0 3700 5.95 -0.89 37.94 0| 0 20,025 0 3800 6.87 -0.93 37.40 0| 0 50 0 3900 7.82 -0.96 36.94 0| 0 0 0 4000 8.67 -0.97 36.59 0| 0 1,220 0 4088 9.77 -0.98 36.22 0| 0 0 0 4200 11.37 -0.99 35.84 0| 0 400 0 4361 13.18 -1.00 35.63 0| 0 1,000 0 4543 15.75 -1.00 35.68 0| 0 0 0 4800 17.72 -1.00 35.99 0| 0 0 0 4997 22.25 -1.00 37.52 0| 0 0 0 5451 26.79 -1.00 40.00 0| 0 195 0 5905 Total 31| 100 35,649 +100 Indicative a-t-m Vol 39.59 Underlying Price 32.215 Time to expiry: 221 Days Sep 10 0.32 -0.03 80.22 0| 0 10 0 1200 0.35 -0.04 67.34 0| 0 0 0 1454 0.52 -0.07 55.94 0| 0 10 0 1817 0.68 -0.10 52.04 0| 0 10 0 2000 0.91 -0.13 49.00 0| 0 650 0 2180 1.32 -0.18 46.31 0| 0 109 0 2400 1.64 -0.22 44.51 0| 0 430 0 2544 2.84 -0.35 41.48 0| 0 20 0 2907 3.25 -0.39 40.78 0| 0 0 0 3000 3.66 -0.42 40.31 0| 0 210 0 3089 4.62 -0.50 39.33 0| 30 680 +30 3271 5.18 5.72 -0.57 38.48 5.18 5.18 28| 0 88 0 3452 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.94 -0.64 37.74 0| 0 40 0 3634 8.15 -0.70 37.09 0| 0 260 0 3800 9.73 -0.76 36.48 0| 0 0 0 4000 10.45 -0.79 36.26 0| 0 40 0 4088 11.42 -0.82 36.16 0| 0 0 0 4200 12.81 -0.86 35.53 0| 0 20 0 4361 14.45 -0.89 35.10 0| 0 5,000 0 4543 16.85 -0.93 34.54 0| 0 0 0 4800 18.72 -0.95 34.15 0| 0 500 0 4997 23.13 -0.98 33.30 0| 0 170 0 5451 27.60 -0.99 32.50 0| 0 0 0 5905 Total 28| 30 8,247 +30 Indicative a-t-m Vol 41.27 Underlying Price 32.215 Time to expiry: 403 Days Mar 11 0.17 -0.02 53.00 0| 0 0 0 1200 0.39 -0.04 51.83 0| 0 0 0 1454 0.86 -0.09 49.00 0| 0 0 0 1817 1.28 -0.13 48.80 0| 0 400 0 2000 1.66 -0.16 47.00 0| 0 0 0 2180 2.31 -0.21 46.00 0| 0 0 0 2400 2.76 -0.24 45.00 0| 0 0 0 2544 4.21 -0.34 43.00 0| 0 0 0 2907 6.01 -0.45 41.00 0| 0 49 0 3271 6.89 -0.51 39.00 0| 0 0 0 3452 7.84 -0.57 37.00 0| 0 0 0 3634 11.38 -0.67 38.00 0| 0 0 0 4088 13.69 -0.72 39.00 0| 0 0 0 4361 15.33 -0.74 40.00 0| 0 0 0 4543 19.37 -0.80 41.00 0| 0 0 0 4997 23.54 -0.85 42.00 0| 0 0 0 5451 27.80 -0.88 43.00 0| 0 0 0 5905 Total 0| 0 449 0 Indicative a-t-m Vol 45.13 Underlying Price 32.215 Time to expiry: 585 Days Sep 11 0.48 -0.04 54.00 0| 0 0 0 1200 0.89 -0.07 53.00 0| 0 0 0 1454 1.77 -0.13 52.00 0| 0 0 0 1817 2.29 -0.16 51.00 0| 0 0 0 2000 2.89 -0.19 50.00 0| 0 0 0 2180 3.70 -0.24 49.00 0| 0 0 0 2400 4.26 -0.27 48.00 0| 0 0 0 2544 5.89 -0.35 46.00 0| 0 0 0 2907 7.93 -0.43 45.00 0| 0 0 0 3271 10.28 -0.50 44.50 0| 0 0 0 3634 12.87 -0.58 44.00 0| 0 0 0 4000 17.19 -0.66 44.50 0| 0 0 0 4543 24.95 -0.76 45.00 0| 0 0 0 5451 Total 0| 0 0 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 37 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 45.91 Underlying Price 32.215 Time to expiry: 767 Days Mar 12 1.24 -0.08 52.59 0| 0 0 0 1454 2.33 -0.14 52.18 0| 0 0 0 1817 2.92 -0.17 51.28 0| 0 90 0 2000 3.56 -0.20 50.44 0| 0 0 0 2180 4.46 -0.23 49.52 0| 0 0 0 2400 6.80 -0.33 47.30 0| 0 0 0 2907 8.34 -0.38 45.98 0| 0 0 0 3200 10.93 -0.46 44.56 0| 0 0 0 3634 13.35 -0.53 43.63 0| 0 0 0 4000 17.29 -0.62 42.50 0| 0 0 0 4543 24.61 -0.73 41.59 0| 0 0 0 5451 Total 0| 0 90 0 Indicative a-t-m Vol 45.50 Underlying Price 32.215 Time to expiry: 956 Days Sep 12 1.90 -0.10 55.00 0| 0 0 0 1454 2.94 -0.15 51.94 0| 0 0 0 1817 3.65 -0.18 51.41 0| 0 0 0 2000 4.39 -0.21 50.76 0| 0 0 0 2180 5.31 -0.24 49.64 0| 0 0 0 2400 7.72 -0.33 47.22 0| 0 0 0 2907 9.25 -0.38 45.55 0| 0 0 0 3200 11.93 -0.45 44.54 0| 0 0 0 3634 14.36 -0.51 43.67 0| 0 0 0 4000 16.83 -0.57 42.70 0| 0 0 0 4361 20.16 -0.63 42.00 0| 0 0 0 4800 25.48 -0.70 41.99 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 46.40 Underlying Price 32.215 Time to expiry: 1131 Days Mar 13 2.15 -0.10 54.00 0| 0 0 0 1454 3.47 -0.15 53.00 0| 0 0 0 1817 4.13 -0.17 52.00 0| 0 0 0 2000 4.88 -0.20 51.00 0| 0 0 0 2180 5.72 -0.23 49.38 0| 0 0 0 2400 8.17 -0.31 47.16 0| 0 0 0 2907 12.50 -0.42 45.40 0| 0 150 0 3634 14.82 -0.48 44.42 0| 0 0 0 4000 17.31 -0.53 43.61 0| 0 0 0 4361 20.60 -0.58 43.34 0| 0 0 0 4800 25.77 -0.64 43.41 0| 0 0 0 5451 Total 0| 0 150 0 Indicative a-t-m Vol 46.22 Underlying Price 32.215 Time to expiry: 1320 Days Sep 13 2.87 -0.13 51.00 0| 0 0 0 1600 4.52 -0.18 50.00 0| 0 0 0 2000 6.34 -0.24 48.53 0| 0 0 0 2400 10.68 -0.36 46.26 0| 0 0 0 3200 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 38 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.85 -0.46 44.86 0| 0 0 0 4000 21.58 -0.56 43.69 0| 0 0 0 4800 31.10 -0.67 43.26 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 45.98 Underlying Price 32.215 Time to expiry: 1502 Days Mar 14 2.99 -0.13 49.81 0| 0 0 0 1600 4.73 -0.18 49.49 0| 0 0 0 2000 6.62 -0.23 48.49 0| 0 0 0 2400 10.85 -0.34 46.02 0| 0 0 0 3200 15.85 -0.44 44.55 0| 0 0 0 4000 21.48 -0.53 43.65 0| 0 0 0 4800 30.57 -0.64 42.37 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 45.98 Underlying Price 32.215 Time to expiry: 1684 Days Sep 14 5.13 -0.18 49.49 0| 0 0 0 2000 7.07 -0.23 48.49 0| 0 0 0 2400 11.29 -0.33 46.02 0| 0 0 0 3200 16.29 -0.43 44.55 0| 0 0 0 4000 21.81 -0.51 43.65 0| 0 0 0 4800 31.01 -0.60 43.85 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 59| 130 44,585 +130 Grand Total 69| 1,160 80,930 +1,160 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 39 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 30.43 Underlying Price 52.980 Time to expiry: 11 Days Feb 10 9.01 0.99 47.06 0| 0 0 0 4400 7.03 0.97 41.10 0| 0 0 0 4600 5.09 0.94 36.55 0| 0 3 0 4800 4.15 0.90 34.37 0| 0 0 0 4900 3.25 0.85 32.55 0| 0 0 0 5000 1.71 0.65 30.19 0| 0 76 0 5200 1.16 0.51 30.43 2,250| 0 69 0 5300 0.65 0.73 0.38 30.12 0.65 0.65 3,670| 9 146 -7 5400 0.24 0.16 29.98 2,250| 0 2,215 0 5600 0.07 0.06 30.94 0| 0 5,005 0 5800 0.04 0.03 35.52 0| 0 1,688 0 6000 0.01 0.01 41.93 0| 0 382 0 6400 0.01 0.00 47.90 0| 0 400 0 6800 0.01 0.00 46.80 0| 0 100 0 7200 Total 8,170| 9 10,084 -7 Indicative a-t-m Vol 26.18 Underlying Price 52.980 Time to expiry: 39 Days Mar 10 25.00 1.00 61.46 0| 0 3 0 2800 21.01 1.00 56.25 0| 0 0 0 3200 17.02 1.00 46.13 0| 0 0 0 3600 15.03 0.99 42.74 0| 0 11 0 3800 13.04 0.99 39.69 0| 0 10 0 4000 11.09 0.97 38.22 0| 0 59 0 4200 9.14 0.95 35.09 0| 0 292 0 4400 7.24 0.92 32.10 0| 500 9,960 0 4600 5.43 0.85 30.00 0| 0 2,158 0 4800 3.79 0.75 28.13 0| 0 2 0 5000 1.79 2.40 0.60 26.66 2.22 S 1.79 S 6| 13 4,848 -13 5200 1.36 0.43 25.67 0| 0 10 0 5400 0.65 0.71 0.27 25.28 0.65 S 0.65 S 65| 133 8,735 +112 5600 0.34 0.15 25.42 0| 2 575 -2 5800 0.15 0.08 25.62 0| 0 1,173 0 6000 0.02 0.01 25.50 0| 0 2,288 0 6400 0.01 0.01 29.25 0| 0 0 0 6800 0.01 0.00 31.24 0| 0 0 0 7200 0.01 0.00 29.42 0| 0 0 0 8000 Total 71| 648 30,124 +97 Indicative a-t-m Vol 25.10 Underlying Price 52.980 Time to expiry: 67 Days Apr 10 9.30 0.93 31.63 0| 0 0 0 4400 7.47 0.88 29.54 0| 0 0 0 4600 5.75 0.81 28.01 0| 0 0 0 4800 4.20 0.72 26.63 0| 0 0 0 5000 2.88 0.59 25.64 0| 0 0 0 5200 1.34 1.82 0.46 24.53 1.34 1.34 100| 0 78 0 5400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.08 0.32 23.97 0| 0 92 0 5600 0.60 0.21 23.68 0| 0 4,013 0 5800 0.32 0.12 23.79 0| 50 102 +50 6000 0.08 0.04 24.13 0| 0 10 0 6400 0.02 0.01 23.85 0| 0 0 0 6800 0.01 0.00 24.00 0| 0 0 0 7200 Total 100| 50 4,295 +50 Indicative a-t-m Vol 25.63 Underlying Price 52.980 Time to expiry: 130 Days Jun 10 29.05 1.00 44.60 0| 0 0 0 2400 25.06 1.00 41.63 0| 0 0 0 2800 21.08 1.00 40.31 0| 0 0 0 3200 17.13 0.99 36.38 0| 0 0 0 3600 13.22 0.97 32.54 0| 0 24 0 4000 11.31 0.94 30.94 0| 0 98 0 4200 9.45 0.91 29.49 0| 0 717 0 4400 7.69 0.86 28.27 0| 0 68 0 4600 6.06 0.79 27.22 0| 0 2,100 0 4800 4.60 0.70 26.40 0| 0 1,000 0 5000 3.35 0.59 25.80 0| 10 4,326 -10 5200 1.61 0.37 25.13 0| 0 5,217 0 5600 0.58 0.68 0.19 24.90 0.58 0.58 4| 0 4,420 0 6000 0.27 0.09 25.05 0| 25 3,707 0 6400 0.01 0.01 21.95 0| 0 102 0 7200 0.01 0.00 20.75 0| 0 100 0 8000 0.01 0.00 22.10 0| 0 0 0 12000 Total 4| 35 21,879 -10 Indicative a-t-m Vol 25.57 Underlying Price 52.980 Time to expiry: 221 Days Sep 10 17.14 0.99 33.44 0| 0 0 0 3600 13.27 0.95 31.01 0| 0 0 0 4000 9.63 0.88 28.92 0| 0 0 0 4400 7.95 0.82 27.97 0| 0 15 0 4600 6.41 0.75 27.09 0| 0 52 0 4800 3.89 0.57 25.79 0| 0 6 0 5200 2.17 0.38 24.92 0| 0 4,279 0 5600 1.13 0.23 24.32 0| 0 4,000 0 6000 0.58 0.13 24.23 0| 0 37 0 6400 0.15 0.04 24.54 0| 0 0 0 7200 0.06 0.02 26.31 0| 0 0 0 8000 Total 0| 0 8,389 0 Indicative a-t-m Vol 25.77 Underlying Price 52.980 Time to expiry: 312 Days Dec 10 29.06 1.00 40.60 0| 0 0 0 2400 21.11 0.99 34.76 0| 0 0 0 3200 17.18 0.98 32.28 0| 0 0 0 3600 13.40 0.94 30.24 0| 0 1,301 0 4000 9.89 0.85 28.46 0| 0 5,004 0 4400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 41 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.92 0.71 27.23 0| 0 3,756 0 4800 5.66 0.63 26.58 0| 0 5,336 0 5000 4.59 0.55 26.07 0| 0 1,539 0 5200 2.24 2.82 0.40 24.86 2.67 S 2.24 S 6| 13 5,596 +13 5600 1.70 0.27 24.26 0| 0 5,483 0 6000 0.99 0.18 23.87 0| 0 175 0 6400 0.44 0.09 23.77 0| 0 60 0 7000 0.12 0.03 24.53 0| 0 20 0 8000 0.02 0.01 23.98 0| 0 4 0 9000 0.01 0.00 27.20 0| 0 0 0 12000 0.01 0.00 34.11 0| 0 0 0 16000 Total 6| 13 28,274 +13 Indicative a-t-m Vol 25.08 Underlying Price 52.980 Time to expiry: 494 Days Jun 11 29.08 1.00 36.00 0| 0 0 0 2400 21.12 1.00 31.80 0| 0 0 0 3200 13.50 0.92 28.70 0| 0 0 0 4000 10.13 0.82 27.01 0| 0 0 0 4400 7.41 0.68 26.16 0| 0 750 0 4800 3.58 0.43 24.42 0| 0 71 0 5600 2.42 0.32 24.10 0| 0 2,004 0 6000 0.18 0.04 21.80 0| 0 50 0 8000 Total 0| 0 2,875 0 Indicative a-t-m Vol 25.15 Underlying Price 52.980 Time to expiry: 676 Days Dec 11 29.09 1.00 35.00 0| 0 0 0 2400 21.15 0.99 31.50 0| 0 0 0 3200 13.73 0.89 28.65 0| 0 3,000 0 4000 10.61 0.78 27.35 0| 0 0 0 4400 8.04 0.66 26.26 0| 0 26 0 4800 6.97 0.61 25.77 0| 0 1,020 0 5000 4.35 0.45 24.53 500| 0 1,000 0 5600 3.07 0.35 23.83 0| 0 3,500 0 6000 1.18 0.17 22.59 0| 0 50 0 7000 0.41 0.07 21.70 0| 0 0 0 8000 0.13 0.03 21.15 0| 0 0 0 9000 0.01 0.00 20.65 0| 0 0 0 12000 0.01 0.00 21.61 0| 0 0 0 16000 Total 500| 0 8,596 0 Indicative a-t-m Vol 25.74 Underlying Price 52.980 Time to expiry: 858 Days Jun 12 29.09 1.00 34.00 0| 0 0 0 2400 21.14 1.00 31.00 0| 0 0 0 3200 13.76 0.88 28.60 0| 0 0 0 4000 10.87 0.76 27.68 0| 0 0 0 4400 8.46 0.65 26.61 0| 0 0 0 4800 4.96 0.47 25.21 0| 0 0 0 5600 3.54 0.38 24.02 0| 0 1 0 6000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.57 0.09 21.60 0| 0 0 0 8000 Total 0| 0 1 0 Indicative a-t-m Vol 25.12 Underlying Price 52.980 Time to expiry: 1047 Days Dec 12 29.10 1.00 33.00 0| 0 0 0 2400 21.15 1.00 30.50 0| 0 0 0 3200 13.99 0.86 28.50 0| 0 0 0 4000 8.90 0.65 26.40 0| 0 50 0 4800 5.27 0.47 24.34 0| 0 2,650 0 5600 3.97 0.39 23.62 0| 0 56 0 6000 0.84 0.12 21.50 0| 0 0 0 8000 0.05 0.01 21.48 0| 0 0 0 12000 Total 0| 0 2,756 0 Indicative a-t-m Vol 25.55 Underlying Price 52.980 Time to expiry: 1411 Days Dec 13 29.11 1.00 33.00 0| 0 0 0 2400 21.16 1.00 30.50 0| 0 0 0 3200 14.03 0.85 28.40 0| 0 0 0 4000 9.23 0.64 26.51 0| 0 1 0 4800 4.68 0.41 24.20 0| 0 0 0 6000 1.36 0.16 22.35 0| 0 0 0 8000 0.16 0.03 22.05 0| 0 0 0 12000 Total 0| 0 1 0 Indicative a-t-m Vol 25.07 Underlying Price 52.980 Time to expiry: 1775 Days Dec 14 21.15 1.00 30.00 0| 0 0 0 3200 14.10 0.84 28.30 0| 0 0 0 4000 9.48 0.65 26.00 0| 0 0 0 4800 5.06 0.43 23.75 0| 0 0 0 6000 1.57 0.18 21.40 0| 0 0 0 8000 0.29 0.04 21.96 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 8,851| 755 117,274 +143 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis (100) (SA1) Indicative a-t-m Vol 30.43 Underlying Price 52.980 Time to expiry: 11 Days Feb 10 0.02 -0.01 47.06 0| 0 1 0 4400 0.04 -0.03 41.10 0| 0 36 0 4600 0.10 -0.06 36.55 0| 0 97 0 4800 0.16 -0.10 34.37 0| 0 93 0 4900 0.26 -0.15 32.55 0| 250 384 +250 5000 0.72 -0.35 30.19 0| 0 4,785 0 5200 1.31 1.17 -0.49 30.43 1.31 S 1.31 S 10| 0 621 0 5300 1.74 -0.63 30.12 0| 0 4,112 0 5400 3.25 -0.84 29.98 0| 0 1,694 0 5600 5.08 -0.95 30.94 0| 0 15 0 5800 7.05 -0.97 35.52 0| 0 0 0 6000 11.02 -0.99 41.93 0| 0 0 0 6400 15.02 -1.00 47.90 0| 0 0 0 6800 19.02 -1.00 46.80 0| 0 0 0 7200 Total 10| 250 11,838 +250 Indicative a-t-m Vol 26.18 Underlying Price 52.980 Time to expiry: 39 Days Mar 10 0.01 0.00 61.46 0| 0 445 0 2800 0.01 0.00 56.25 0| 0 156 0 3200 0.01 0.00 46.13 0| 0 6,017 0 3600 0.02 -0.01 42.74 0| 0 1,071 0 3800 0.03 -0.01 39.69 0| 0 781 0 4000 0.08 -0.03 38.22 0| 0 10,428 0 4200 0.13 -0.05 35.09 0| 0 2,285 0 4400 0.22 -0.08 32.10 0| 0 16,357 0 4600 0.41 0.41 -0.15 30.00 0.41 S 0.41 S 65| 0 5,131 0 4800 0.77 -0.25 28.13 0| 45 2,865 +45 5000 1.35 1.38 -0.40 26.66 1.35 1.35 51| 0 2,123 0 5200 2.35 -0.57 25.67 0| 0 2,765 0 5400 3.69 -0.73 25.28 0| 0 639 0 5600 5.33 -0.85 25.42 0| 0 27 0 5800 7.14 -0.93 25.62 0| 0 8 0 6000 11.02 -0.99 25.50 0| 0 10 0 6400 15.02 -1.00 29.25 0| 0 0 0 6800 19.02 -1.00 31.24 0| 0 0 0 7200 27.02 -1.00 29.42 0| 0 0 0 8000 Total 116| 45 51,108 +45 Indicative a-t-m Vol 25.10 Underlying Price 52.980 Time to expiry: 67 Days Apr 10 0.26 -0.07 31.63 0| 0 0 0 4400 0.42 -0.12 29.54 0| 0 0 0 4600 0.69 -0.19 28.01 0| 0 228 0 4800 1.14 -0.28 26.63 0| 0 0 0 5000 2.33 1.83 -0.41 25.64 2.33 2.33 50| 0 180 0 5200 2.76 -0.55 24.53 0| 0 20 0 5400 4.02 -0.68 23.97 0| 0 20 0 5600 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.55 -0.80 23.68 0| 0 67 0 5800 7.28 -0.88 23.79 0| 0 0 0 6000 11.06 -0.97 24.13 0| 0 0 0 6400 15.02 -1.00 23.85 0| 0 0 0 6800 19.02 -1.00 24.00 0| 0 0 0 7200 Total 50| 0 515 0 Indicative a-t-m Vol 25.63 Underlying Price 52.980 Time to expiry: 130 Days Jun 10 0.01 0.00 44.60 0| 0 110 0 2400 0.03 -0.01 41.63 0| 0 0 0 2800 0.11 -0.02 40.31 0| 0 106 0 3200 0.23 -0.05 36.38 0| 0 333 0 3600 0.47 -0.09 32.54 0| 0 299 0 4000 0.69 -0.13 30.94 0| 0 930 0 4200 1.00 -0.19 29.49 0| 2 2,088 0 4400 1.44 -0.26 28.27 0| 0 1,132 0 4600 2.28 2.05 -0.34 27.22 2.28 2.28 2| 0 3,803 0 4800 2.85 -0.44 26.40 0| 0 9 0 5000 4.06 3.86 -0.54 25.80 4.06 4.06 5| 8 4,602 0 5200 6.55 -0.72 25.13 0| 0 3,352 0 5600 9.85 -0.86 24.90 0| 0 104 0 6000 13.54 -0.93 25.05 0| 0 130 0 6400 21.31 -1.00 21.60 0| 0 100 0 7200 29.28 -1.00 20.75 0| 0 0 0 8000 69.17 -1.00 22.10 0| 0 134 0 12000 Total 7| 10 17,232 0 Indicative a-t-m Vol 25.57 Underlying Price 52.980 Time to expiry: 221 Days Sep 10 0.48 -0.07 33.44 0| 0 30 0 3600 0.92 -0.13 31.01 0| 0 13 0 4000 1.67 -0.23 28.92 0| 0 0 0 4400 2.21 -0.29 27.97 0| 0 33 0 4600 2.89 -0.36 27.09 0| 0 4,579 0 4800 4.81 4.73 -0.51 25.79 4.81 S 4.81 S 10| 0 30 0 5200 7.23 -0.66 24.92 0| 0 1,030 0 5600 10.30 -0.79 24.32 0| 0 16 0 6000 13.79 -0.88 24.23 0| 0 10 0 6400 21.39 -0.97 24.54 0| 0 50 0 7200 29.30 -0.99 26.31 0| 0 0 0 8000 Total 10| 0 5,791 0 Indicative a-t-m Vol 25.77 Underlying Price 52.980 Time to expiry: 312 Days Dec 10 0.11 -0.01 40.60 0| 0 0 0 2400 0.42 -0.05 34.76 0| 0 1,108 0 3200 0.76 -0.09 32.28 0| 0 50 0 3600 1.33 -0.16 30.24 0| 0 2,453 0 4000 2.23 -0.25 28.46 0| 0 7,232 0 4400 3.58 -0.36 27.23 0| 0 4,964 0 4800 4.45 -0.42 26.58 0| 0 4,402 0 5000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 45 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.46 -0.49 26.07 0| 0 1,451 0 5200 7.80 -0.62 24.86 0| 0 5,022 0 5600 10.71 -0.74 24.26 0| 0 2,425 0 6000 14.04 -0.84 23.87 0| 0 1 0 6400 19.54 -0.93 23.77 0| 0 0 0 7000 29.28 -0.98 24.53 0| 0 0 0 8000 39.19 -1.00 23.98 0| 0 0 0 9000 69.08 -1.00 27.20 0| 0 0 0 12000 108.94 -1.00 34.11 0| 0 0 0 16000 Total 0| 0 29,108 0 Indicative a-t-m Vol 25.23 Underlying Price 52.980 Time to expiry: 494 Days Jun 11 0.25 -0.03 36.00 0| 0 0 0 2400 0.88 -0.09 31.80 0| 0 121 0 3200 2.41 -0.22 28.70 0| 0 0 0 4000 3.58 -0.31 27.01 0| 0 0 0 4400 5.27 -0.41 26.18 0| 0 750 0 4800 9.94 -0.63 24.65 0| 0 0 0 5600 12.83 -0.72 24.10 0| 0 0 0 6000 30.57 -0.97 21.80 0| 0 0 0 8000 Total 0| 0 871 0 Indicative a-t-m Vol 26.17 Underlying Price 52.980 Time to expiry: 676 Days Dec 11 0.43 -0.04 35.00 0| 0 0 0 2400 1.31 -0.11 31.50 0| 0 500 0 3200 3.12 -0.23 28.87 0| 0 0 0 4000 4.52 -0.31 28.01 0| 0 0 0 4400 6.27 -0.40 27.27 0| 0 776 0 4800 7.34 -0.44 27.04 0| 0 750 0 5000 10.68 -0.58 25.30 500| 0 1,000 0 5600 13.40 -0.67 24.56 0| 0 0 0 6000 21.40 -0.84 23.34 0| 0 2 0 7000 30.39 -0.94 21.70 0| 0 24 0 8000 39.94 -0.98 21.30 0| 0 0 0 9000 69.16 -1.00 20.68 0| 0 1 0 12000 108.65 -1.00 20.49 0| 0 1 0 16000 Total 500| 0 3,054 0 Indicative a-t-m Vol 24.89 Underlying Price 52.980 Time to expiry: 858 Days Jun 12 0.71 -0.06 34.00 0| 0 0 0 2400 1.95 -0.14 31.00 0| 0 0 0 3200 4.16 -0.27 28.60 0| 0 0 0 4000 5.51 -0.34 26.87 0| 0 0 0 4400 7.34 -0.43 25.98 0| 0 0 0 4800 11.88 -0.60 24.23 0| 0 0 0 5600 14.52 -0.68 23.23 0| 0 0 0 6000 31.27 -0.92 21.60 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 46 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 24.64 Underlying Price 52.980 Time to expiry: 1047 Days Dec 12 0.88 -0.06 33.00 0| 0 0 0 2400 2.28 -0.15 30.50 0| 0 0 0 3200 4.64 -0.27 28.50 0| 0 500 0 4000 7.77 -0.41 25.77 0| 0 0 0 4800 12.18 -0.57 23.95 0| 0 2,650 0 5600 14.77 -0.65 23.06 0| 0 5 0 6000 31.11 -0.90 21.50 0| 0 0 0 8000 68.74 -1.00 21.29 0| 0 0 0 12000 Total 0| 0 3,155 0 Indicative a-t-m Vol 23.76 Underlying Price 52.980 Time to expiry: 1411 Days Dec 13 1.53 -0.09 33.00 0| 0 0 0 2400 3.35 -0.18 30.50 0| 0 0 0 3200 6.04 -0.29 28.40 0| 0 0 0 4000 8.91 -0.43 24.39 0| 0 0 0 4800 16.27 -0.64 22.88 0| 0 0 0 6000 32.06 -0.87 21.40 0| 0 0 0 8000 68.66 -1.00 20.80 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 24.57 Underlying Price 52.980 Time to expiry: 1775 Days Dec 14 3.96 -0.19 30.00 0| 0 0 0 3200 6.83 -0.30 28.30 0| 0 0 0 4000 9.98 -0.42 25.20 0| 0 0 0 4800 17.02 -0.60 23.69 0| 0 0 0 6000 31.61 -0.83 21.40 0| 0 0 0 8000 68.52 -1.00 21.36 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 693| 305 122,672 +295 Grand Total 9,544| 1,060 239,946 +438 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 47 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 26.18 Underlying Price 52.980 Time to expiry: 39 Days Mar 10 29.00 1.00 72.93 0| 0 0 0 2400 25.00 1.00 61.46 0| 0 0 0 2800 21.01 1.00 56.25 0| 0 0 0 3200 17.02 1.00 46.13 0| 0 0 0 3600 15.03 0.99 42.74 0| 0 30 0 3800 13.04 0.99 39.69 0| 0 0 0 4000 11.09 0.97 38.22 0| 0 431 0 4200 9.14 0.95 35.09 0| 0 1,000 0 4400 7.24 0.92 32.10 0| 0 30 0 4600 5.43 0.85 30.00 0| 0 0 0 4800 3.79 0.75 28.13 0| 0 28 0 5000 2.40 0.60 26.66 0| 0 205 0 5200 1.36 0.43 25.67 0| 0 0 0 5400 0.71 0.27 25.28 0| 0 6,060 0 5600 0.34 0.15 25.42 0| 0 48 0 5800 0.15 0.08 25.62 0| 0 880 0 6000 0.02 0.01 25.50 0| 0 1,000 0 6400 0.01 0.01 29.25 0| 0 0 0 6800 0.01 0.00 26.98 0| 0 0 0 7000 0.01 0.00 31.24 0| 0 0 0 7200 0.01 0.00 29.42 0| 0 2,477 0 8000 Total 0| 0 12,189 0 Indicative a-t-m Vol 24.97 Underlying Price 52.980 Time to expiry: 221 Days Sep 10 18.94 0.96 36.16 0| 0 0 0 3200 15.21 0.93 33.44 0| 0 0 0 3600 11.67 0.87 31.01 0| 0 0 0 4000 8.45 0.78 28.92 0| 0 0 0 4400 7.00 0.72 27.97 0| 0 0 0 4600 5.69 0.65 27.09 0| 0 253 0 4800 4.43 0.57 25.72 0| 0 14,310 0 5000 3.44 0.49 25.16 0| 0 500 0 5200 1.96 0.34 24.38 0| 0 451 0 5600 0.94 1.10 0.22 24.32 0.94 0.94 100| 0 620 0 6000 0.53 0.12 23.63 0| 0 750 0 6400 0.18 0.05 23.62 0| 0 1,090 0 7000 0.06 0.02 26.31 0| 0 20,000 0 8000 Total 100| 0 37,974 0 Indicative a-t-m Vol 25.25 Underlying Price 52.980 Time to expiry: 403 Days Mar 11 26.89 0.99 31.00 0| 0 0 0 2400 19.35 0.95 30.18 0| 0 0 0 3200 15.84 0.90 29.19 0| 0 0 0 3600 12.64 0.84 28.70 0| 0 0 0 4000 9.79 0.75 27.96 0| 0 0 0 4400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 48 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.19 0.65 26.59 0| 0 0 0 4800 6.12 0.59 26.22 0| 0 0 0 5000 3.34 0.41 24.27 0| 0 0 0 5600 2.20 0.31 23.78 0| 0 100 0 6000 0.71 0.13 23.41 0| 0 4 0 7000 0.17 0.04 22.49 0| 0 16 0 8000 0.04 0.01 21.89 0| 0 0 0 9000 0.01 0.00 22.00 0| 0 0 0 10000 0.01 0.00 22.00 0| 0 0 0 12000 0.01 0.00 22.57 0| 0 0 0 16000 Total 0| 0 120 0 Indicative a-t-m Vol 25.47 Underlying Price 52.980 Time to expiry: 585 Days Sep 11 24.87 0.98 31.53 0| 0 1 0 2400 17.85 0.91 30.29 0| 0 0 0 3200 14.68 0.85 29.44 0| 0 0 0 3600 11.80 0.78 28.45 0| 0 0 0 4000 9.17 0.69 27.23 0| 0 0 0 4400 6.95 0.60 26.36 0| 0 0 0 4800 6.03 0.55 25.99 0| 0 0 0 5000 3.72 0.40 24.95 0| 0 0 0 5600 2.69 0.32 24.76 0| 0 0 0 6000 0.97 0.15 23.25 0| 0 0 0 7000 0.29 0.06 22.21 0| 0 0 0 8000 0.09 0.02 21.75 0| 0 0 0 9000 0.03 0.01 21.66 0| 0 0 0 10000 0.01 0.00 21.70 0| 0 0 0 12000 0.01 0.00 23.84 0| 0 0 0 16000 Total 0| 0 1 0 Indicative a-t-m Vol 25.84 Underlying Price 52.980 Time to expiry: 767 Days Mar 12 25.44 0.96 33.26 0| 0 0 0 2400 18.82 0.89 31.44 0| 0 0 0 3200 15.77 0.84 30.05 0| 0 0 0 3600 12.98 0.77 28.91 0| 0 0 0 4000 10.48 0.70 27.88 0| 0 0 0 4400 8.27 0.62 26.86 0| 0 0 0 4800 7.32 0.58 26.36 0| 0 0 0 5000 4.89 0.45 25.32 0| 0 0 0 5600 3.65 0.37 24.71 0| 0 0 0 6000 1.62 0.21 23.33 0| 0 0 0 7000 0.59 0.09 22.01 0| 0 0 0 8000 0.23 0.04 21.55 0| 0 0 0 9000 0.09 0.02 21.43 0| 0 0 0 10000 0.02 0.00 21.38 0| 0 0 0 12000 0.01 0.00 22.92 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.47 Underlying Price 52.980 Time to expiry: 956 Days Sep 12 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 49 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 23.38 0.96 29.57 0| 0 0 0 2400 17.15 0.87 29.05 0| 0 0 0 3200 11.92 0.74 27.71 0| 0 10 0 4000 7.78 0.59 26.27 0| 0 20 0 4800 4.76 0.43 24.99 0| 0 0 0 5600 3.63 0.36 24.40 0| 0 0 0 6000 0.81 0.11 22.64 0| 0 0 0 8000 0.05 0.01 22.53 0| 0 0 0 12000 Total 0| 0 30 0 Indicative a-t-m Vol 24.96 Underlying Price 52.980 Time to expiry: 1131 Days Mar 13 23.80 0.95 29.14 0| 0 0 0 2400 17.70 0.86 28.14 0| 0 0 0 3200 12.53 0.75 26.70 0| 0 0 0 4000 8.44 0.60 25.47 0| 0 0 0 4800 4.35 0.39 24.25 0| 0 0 0 6000 1.21 0.15 22.81 0| 0 0 0 8000 0.12 0.02 22.81 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 24.87 Underlying Price 52.980 Time to expiry: 1320 Days Sep 13 21.97 0.93 29.83 0| 0 0 0 2400 16.36 0.83 28.76 0| 0 0 0 3200 11.70 0.71 27.41 0| 0 10 0 4000 7.83 0.57 25.60 0| 0 0 0 4800 4.00 0.37 23.83 0| 0 0 0 6000 1.18 0.15 22.51 0| 0 0 0 8000 0.23 0.03 24.29 0| 0 0 0 12000 Total 0| 0 10 0 Indicative a-t-m Vol 25.43 Underlying Price 52.980 Time to expiry: 1502 Days Mar 14 23.24 0.91 34.91 0| 0 0 0 2400 17.80 0.83 31.79 0| 0 0 0 3200 13.00 0.72 28.84 0| 0 0 0 4000 8.90 0.60 26.24 0| 0 0 0 4800 4.89 0.41 24.29 0| 0 0 0 6000 1.77 0.19 23.19 0| 0 0 0 8000 0.30 0.04 23.37 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.23 Underlying Price 52.980 Time to expiry: 1684 Days Sep 14 16.59 0.81 31.59 0| 0 0 0 3200 12.08 0.70 28.64 0| 0 0 0 4000 8.33 0.58 26.04 0| 0 0 0 4800 4.59 0.40 24.09 0| 0 0 0 6000 1.71 0.19 22.99 0| 0 0 0 8000 0.36 0.05 23.61 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 50 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total Calls 100| 0 50,324 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 51 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis European (ex Sanofi Synthelabo Euro (SA3) Indicative a-t-m Vol 26.18 Underlying Price 52.980 Time to expiry: 39 Days Mar 10 0.01 0.00 72.93 0| 0 100 0 2400 0.01 0.00 61.46 0| 0 0 0 2800 0.01 0.00 56.25 0| 0 20 0 3200 0.01 0.00 46.13 0| 0 30 0 3600 0.02 -0.01 42.74 0| 0 250 0 3800 0.03 -0.01 39.69 0| 0 130 0 4000 0.08 -0.03 38.22 0| 0 765 0 4200 0.13 -0.05 35.09 0| 0 247 0 4400 0.22 -0.08 32.10 0| 0 119 0 4600 0.41 -0.15 30.00 0| 0 218 0 4800 0.77 -0.25 28.13 0| 0 5,831 0 5000 1.38 -0.40 26.66 0| 0 122 0 5200 2.34 -0.57 25.67 0| 0 30 0 5400 3.68 -0.73 25.28 0| 0 300 0 5600 5.32 -0.85 25.42 0| 0 0 0 5800 7.13 -0.92 25.62 0| 0 60 0 6000 10.99 -0.99 25.50 0| 0 260 0 6400 14.98 -0.99 29.25 0| 0 0 0 6800 16.97 -1.00 26.98 0| 0 30 0 7000 18.97 -1.00 31.24 0| 0 0 0 7200 26.96 -1.00 29.42 0| 0 0 0 8000 Total 0| 0 8,512 0 Indicative a-t-m Vol 25.57 Underlying Price 52.980 Time to expiry: 221 Days Sep 10 0.23 -0.04 36.16 0| 0 100 0 3200 0.48 -0.07 33.44 0| 0 502 0 3600 0.91 -0.13 31.01 0| 0 11,038 0 4000 1.66 -0.22 28.92 0| 0 143 0 4400 2.20 -0.28 27.97 0| 0 591 0 4600 2.88 -0.35 27.09 0| 0 0 0 4800 3.72 -0.43 26.44 0| 0 1,030 0 5000 4.70 -0.50 25.79 0| 0 100 0 5200 7.18 -0.66 24.92 0| 0 150 0 5600 10.20 -0.78 24.32 0| 0 20 0 6000 13.65 -0.87 24.23 0| 0 40 0 6400 19.25 -0.94 24.40 0| 0 50 0 7000 29.03 -0.98 26.31 0| 0 0 0 8000 Total 0| 0 13,764 0 Indicative a-t-m Vol 26.35 Underlying Price 52.980 Time to expiry: 403 Days Mar 11 0.04 -0.01 31.00 0| 0 0 0 2400 0.50 -0.06 32.16 0| 0 0 0 3200 0.94 -0.10 30.71 0| 0 0 0 3600 1.65 -0.17 29.45 0| 0 50 0 4000 2.73 -0.25 28.55 0| 0 30 0 4400 4.10 -0.35 27.19 0| 0 0 0 4800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 52 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.02 -0.41 26.93 0| 0 7,414 0 5000 8.32 -0.58 25.76 0| 0 45 0 5600 11.07 -0.68 25.20 0| 0 0 0 6000 19.18 -0.87 23.52 0| 0 20 0 7000 28.48 -0.96 22.68 0| 0 0 0 8000 38.19 -0.99 21.95 0| 0 0 0 9000 48.01 -1.00 21.84 0| 0 0 0 10000 67.70 -1.00 20.74 0| 0 0 0 12000 107.10 -1.00 20.93 0| 0 0 0 16000 Total 0| 0 7,559 0 Indicative a-t-m Vol 26.08 Underlying Price 52.980 Time to expiry: 585 Days Sep 11 0.31 -0.03 34.81 0| 0 0 0 2400 1.13 -0.10 32.09 0| 0 0 0 3200 1.87 -0.16 30.73 0| 0 0 0 3600 2.89 -0.23 29.55 0| 0 2,010 0 4000 4.19 -0.31 28.29 0| 0 0 0 4400 5.84 -0.40 27.24 0| 0 0 0 4800 6.83 -0.45 26.70 0| 0 15 0 5000 10.31 -0.59 25.46 0| 0 0 0 5600 12.97 -0.68 24.36 0| 0 20 0 6000 20.91 -0.87 22.15 0| 0 0 0 7000 30.04 -0.96 20.78 0| 0 0 0 8000 39.61 -0.99 19.43 0| 0 0 0 9000 49.31 -1.00 18.30 0| 0 0 0 10000 68.77 -1.00 16.58 0| 0 0 0 12000 107.71 -1.00 17.53 0| 0 0 0 16000 Total 0| 0 2,045 0 Indicative a-t-m Vol 27.92 Underlying Price 52.980 Time to expiry: 767 Days Mar 12 0.57 -0.05 35.34 0| 0 80 0 2400 1.78 -0.12 33.52 0| 0 0 0 3200 2.64 -0.17 32.13 0| 0 0 0 3600 3.77 -0.23 30.99 0| 0 0 0 4000 5.18 -0.30 29.96 0| 0 0 0 4400 6.87 -0.38 28.94 0| 0 0 0 4800 7.85 -0.42 28.44 0| 0 0 0 5000 11.19 -0.53 27.40 0| 0 0 0 5600 13.78 -0.61 26.79 0| 0 0 0 6000 21.20 -0.77 25.41 0| 0 0 0 7000 29.56 -0.89 23.40 0| 0 0 0 8000 38.62 -0.96 21.70 0| 0 0 0 9000 48.04 -0.99 20.12 0| 0 0 0 10000 67.19 -1.00 18.32 0| 0 0 0 12000 105.61 -1.00 19.90 0| 0 0 0 16000 Total 0| 0 80 0 Indicative a-t-m Vol 28.54 Underlying Price 52.980 Time to expiry: 956 Days Sep 12 0.72 -0.06 32.64 0| 0 0 0 2400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 53 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.33 -0.15 32.12 0| 0 0 0 3200 4.89 -0.27 30.78 0| 0 0 0 4000 8.46 -0.40 29.34 0| 0 20 0 4800 13.01 -0.54 28.06 0| 0 0 0 5600 15.60 -0.61 27.47 0| 0 0 0 6000 31.11 -0.86 24.31 0| 0 0 0 8000 67.87 -1.00 19.51 0| 0 0 0 12000 Total 0| 0 20 0 Indicative a-t-m Vol 24.96 Underlying Price 52.980 Time to expiry: 1131 Days Mar 13 0.62 -0.05 29.27 0| 0 0 0 2400 1.99 -0.14 28.27 0| 0 0 0 3200 4.29 -0.25 26.83 0| 0 0 0 4000 7.68 -0.40 25.60 0| 0 0 0 4800 14.68 -0.61 24.05 0| 0 0 0 6000 30.23 -0.85 22.57 0| 0 0 0 8000 66.50 -0.98 22.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 24.94 Underlying Price 52.980 Time to expiry: 1320 Days Sep 13 1.01 -0.07 29.90 0| 0 0 0 2400 2.79 -0.17 28.83 0| 0 0 0 3200 5.50 -0.29 27.48 0| 0 0 0 4000 9.01 -0.43 25.67 0| 0 0 0 4800 16.24 -0.63 23.90 0| 0 0 0 6000 31.82 -0.85 22.35 0| 0 0 0 8000 67.75 -0.97 23.93 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.24 Underlying Price 52.980 Time to expiry: 1502 Days Mar 14 1.82 -0.09 34.72 0| 0 0 0 2400 3.61 -0.17 31.60 0| 0 0 0 3200 6.02 -0.28 28.65 0| 0 0 0 4000 9.16 -0.40 26.05 0| 0 0 0 4800 16.01 -0.59 24.10 0| 0 0 0 6000 30.70 -0.83 21.77 0| 0 0 0 8000 65.54 -0.99 18.51 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.22 Underlying Price 52.980 Time to expiry: 1684 Days Sep 14 4.18 -0.19 31.58 0| 0 0 0 3200 6.74 -0.30 28.63 0| 0 0 0 4000 10.05 -0.42 26.03 0| 0 0 0 4800 16.91 -0.60 24.08 0| 0 0 0 6000 31.41 -0.83 21.77 0| 0 0 0 8000 65.40 -0.98 19.18 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 31,980 0 Grand Total 100| 0 82,304 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Schneider Electric (100) (SU1) Indicative a-t-m Vol 37.40 Underlying Price 73.020 Time to expiry: 11 Days Feb 10 13.07 0.99 51.00 0| 0 0 0 6000 9.17 0.95 45.89 0| 0 0 0 6400 5.51 0.84 41.25 0| 0 0 0 6800 3.90 0.74 39.45 0| 0 0 0 7000 2.15 2.54 0.60 37.93 2.15 2.15 1| 0 10 0 7200 1.51 0.44 36.89 0| 0 0 0 7400 0.80 0.28 35.94 0| 34 787 +12 7600 0.37 0.16 35.03 0| 0 27 0 7800 0.16 0.08 34.90 0| 0 657 0 8000 0.06 0.03 34.71 0| 0 3,261 0 8200 0.02 0.01 34.52 0| 0 3,628 0 8400 0.01 0.00 34.56 0| 0 1,313 0 8800 0.01 0.00 34.82 0| 0 750 0 9200 0.01 0.00 35.38 0| 0 0 0 9600 Total 1| 34 10,433 +12 Indicative a-t-m Vol 33.11 Underlying Price 73.020 Time to expiry: 39 Days Mar 10 37.05 1.00 55.50 0| 0 0 0 3600 33.05 1.00 53.28 0| 0 0 0 4000 29.06 1.00 52.42 0| 0 0 0 4400 27.07 1.00 51.99 0| 0 20 0 4600 25.08 1.00 50.94 0| 0 1,520 0 4800 21.12 0.99 49.03 0| 0 146 0 5200 17.23 0.96 46.64 0| 0 40 0 5600 13.44 0.93 43.46 0| 0 6 0 6000 9.80 0.86 39.76 0| 0 119 0 6400 6.49 0.75 36.18 0| 0 520 0 6800 5.04 0.67 34.72 0| 0 20 0 7000 3.80 0.58 33.69 0| 0 2,888 0 7200 2.73 0.48 32.56 0| 0 30 0 7400 1.87 0.37 31.68 0| 0 784 0 7600 1.23 0.28 31.01 0| 0 0 0 7800 0.70 0.78 0.20 30.41 0.71 Q 0.70 Q 785| 3 3,865 0 8000 0.46 0.13 29.89 0| 0 286 0 8200 0.26 0.08 29.57 0| 0 125 0 8400 0.08 0.03 29.14 0| 0 3,824 0 8800 0.02 0.01 29.22 0| 0 200 0 9200 0.01 0.00 29.18 0| 0 0 0 9600 0.01 0.00 29.00 0| 0 42 0 10000 Total 785| 3 14,435 0 Indicative a-t-m Vol 31.55 Underlying Price 73.020 Time to expiry: 67 Days Apr 10 13.89 0.89 41.00 0| 0 0 0 6000 10.36 0.82 37.18 0| 0 0 0 6400 7.24 0.71 34.54 0| 0 0 0 6800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 55 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.84 0.65 33.15 0| 0 0 0 7000 4.60 0.57 32.06 0| 0 0 0 7200 3.52 0.49 31.06 0| 0 0 0 7400 2.59 0.41 30.00 0| 0 10 0 7600 1.87 0.33 29.36 0| 0 27 0 7800 1.34 0.26 29.07 0| 0 11 0 8000 0.90 0.19 28.46 0| 0 0 0 8200 0.62 0.14 28.41 0| 0 0 0 8400 0.28 0.07 28.28 0| 0 0 0 8800 0.13 0.04 29.00 0| 0 0 0 9200 Total 0| 0 48 0 Indicative a-t-m Vol 32.81 Underlying Price 73.020 Time to expiry: 130 Days Jun 10 41.10 1.00 48.50 0| 0 0 0 3200 37.11 1.00 48.04 0| 0 0 0 3600 33.13 1.00 46.61 0| 0 0 0 4000 29.17 0.99 45.85 0| 0 0 0 4400 25.25 0.98 44.02 0| 0 0 0 4800 21.43 0.96 42.63 0| 0 1,800 0 5200 17.74 0.92 41.08 0| 0 20 0 5600 14.19 0.87 38.63 0| 0 100 0 6000 10.90 0.79 36.44 0| 0 270 0 6400 7.99 0.69 34.71 0| 0 7 0 6800 5.55 0.57 33.13 0| 0 51 0 7200 3.63 0.44 31.88 0| 0 0 0 7600 2.09 2.31 0.32 31.20 2.09 2.09 5| 11 370 +11 8000 1.44 0.22 31.00 0| 0 55 0 8400 0.79 0.14 29.99 0| 0 1,065 0 8800 0.25 0.05 29.45 0| 0 579 0 9600 0.14 0.03 29.64 0| 0 1 0 10000 0.01 0.00 29.50 0| 0 28 0 12000 Total 5| 11 4,346 +11 Indicative a-t-m Vol 34.11 Underlying Price 73.020 Time to expiry: 221 Days Sep 10 29.27 0.98 45.50 0| 0 0 0 4400 25.46 0.96 43.80 0| 0 0 0 4800 18.26 0.88 40.16 0| 0 0 0 5600 11.57 12.01 0.74 36.89 11.57 11.57 20| 0 78 0 6400 9.42 0.65 35.64 0| 0 176 0 6800 7.22 0.55 34.54 0| 0 159 0 7200 5.26 0.46 32.87 0| 0 10 0 7600 3.80 0.37 31.92 0| 0 1 0 8000 2.77 0.29 31.62 0| 0 22 0 8400 1.92 0.22 30.91 0| 0 1 0 8800 0.91 0.12 30.23 0| 0 86 0 9600 0.62 0.09 30.08 0| 0 178 0 10000 0.10 0.02 30.50 0| 0 1 0 12000 Total 20| 0 712 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 56 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 33.22 Underlying Price 73.020 Time to expiry: 312 Days Dec 10 41.11 1.00 47.00 0| 0 0 0 3200 33.21 0.99 44.78 0| 0 0 0 4000 29.36 0.97 43.27 0| 0 0 0 4400 25.64 0.94 41.68 0| 0 1,500 0 4800 18.77 0.84 38.58 0| 0 0 0 5600 15.71 0.78 37.12 0| 0 0 0 6000 12.97 0.71 35.87 0| 0 0 0 6400 10.49 0.63 34.55 0| 0 1,500 0 6800 8.36 0.55 33.47 0| 0 785 0 7200 6.54 0.48 32.47 0| 0 977 0 7600 5.01 0.40 31.59 0| 0 3,050 0 8000 3.77 0.33 30.81 0| 0 3,051 0 8400 2.78 0.27 30.14 0| 0 66 0 8800 1.47 0.16 29.10 0| 0 200 0 9600 1.05 0.13 28.72 0| 0 0 0 10000 0.19 0.03 28.07 0| 0 102 0 12000 0.02 0.00 31.50 0| 0 0 0 16000 Total 0| 0 11,231 0 Indicative a-t-m Vol 33.76 Underlying Price 73.020 Time to expiry: 494 Days Jun 11 33.36 0.97 44.50 0| 0 0 0 4000 26.33 0.90 42.41 0| 0 0 0 4800 20.13 0.80 39.45 0| 0 0 0 5600 17.40 0.74 38.13 0| 0 0 0 6000 14.77 0.69 36.58 0| 0 0 0 6400 10.34 0.57 34.04 0| 0 0 0 7200 6.78 0.45 31.85 0| 0 0 0 8000 0.55 0.07 27.71 0| 0 0 0 12000 0.18 0.02 32.30 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.84 Underlying Price 73.020 Time to expiry: 676 Days Dec 11 27.57 0.86 44.09 0| 0 0 0 4800 19.00 0.73 38.38 0| 0 0 0 6000 12.11 0.58 34.11 0| 0 0 0 7200 8.55 0.48 31.97 0| 0 100 0 8000 1.26 0.12 28.06 0| 0 0 0 12000 0.61 0.05 33.00 0| 0 0 0 16000 Total 0| 0 100 0 Total Calls 811| 48 41,305 +23 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Schneider Electric (100) (SU1) Indicative a-t-m Vol 37.40 Underlying Price 73.020 Time to expiry: 11 Days Feb 10 0.04 -0.01 51.00 0| 0 25 0 6000 0.13 -0.05 45.89 0| 0 26 0 6400 0.48 -0.16 41.25 0| 85 88 +53 6800 0.87 -0.26 39.45 0| 0 0 0 7000 1.51 -0.40 37.93 0| 0 1,244 0 7200 2.48 -0.57 36.89 0| 102 2,367 +102 7400 4.10 3.77 -0.72 35.94 4.10 S 4.10 S 50| 0 1,992 0 7600 5.34 -0.84 35.03 0| 0 10 0 7800 7.13 -0.92 34.90 0| 0 0 0 8000 9.03 -0.97 34.71 0| 0 0 0 8200 10.99 -0.99 34.52 0| 0 20 0 8400 14.98 -1.00 34.56 0| 0 0 0 8800 18.98 -1.00 34.82 0| 0 0 0 9200 22.98 -1.00 35.38 0| 0 0 0 9600 Total 50| 187 5,772 +155 Indicative a-t-m Vol 33.11 Underlying Price 73.020 Time to expiry: 39 Days Mar 10 0.01 0.00 55.50 0| 0 0 0 3600 0.01 0.00 53.28 0| 0 0 0 4000 0.01 0.00 52.42 0| 0 129 0 4400 0.01 0.00 51.99 0| 0 160 0 4600 0.02 0.00 50.94 0| 0 24 0 4800 0.06 -0.01 49.03 0| 25 1,013 -25 5200 0.17 -0.04 46.64 0| 0 143 0 5600 0.37 -0.07 43.46 0| 0 2,137 0 6000 0.73 -0.14 39.76 0| 0 4,757 0 6400 1.41 1.41 -0.25 36.18 1.41 Q 1.37 Q 785| 50 4,656 +50 6800 1.97 -0.33 34.72 0| 0 865 0 7000 2.72 -0.43 33.69 0| 1 1,826 +1 7200 3.80 3.65 -0.53 32.56 3.80 S 3.79 57| 0 129 0 7400 4.79 -0.63 31.68 0| 0 2,775 0 7600 6.16 -0.72 31.01 0| 0 7 0 7800 7.71 -0.80 30.41 0| 0 1,160 0 8000 9.39 -0.87 29.89 0| 0 250 0 8200 11.20 -0.92 29.57 0| 0 20 0 8400 15.02 -0.97 29.14 0| 0 20 0 8800 18.98 -1.00 29.22 0| 0 0 0 9200 22.98 -1.00 29.18 0| 0 60 0 9600 26.98 -1.00 29.00 0| 0 0 0 10000 Total 842| 76 20,131 +26 Indicative a-t-m Vol 31.55 Underlying Price 73.020 Time to expiry: 67 Days Apr 10 0.76 0.78 -0.11 41.00 0.76 0.76 80| 0 0 0 6000 1.24 -0.18 37.18 0| 0 0 0 6400 2.12 -0.29 34.54 0| 0 120 0 6800 2.71 -0.35 33.15 0| 0 0 0 7000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 58 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.47 -0.43 32.06 0| 0 39 0 7200 4.39 -0.51 31.06 0| 0 20 0 7400 5.46 -0.59 30.00 0| 0 30 0 7600 6.74 -0.67 29.36 0| 0 12 0 7800 8.21 -0.75 29.07 0| 0 20 0 8000 9.78 -0.81 28.46 0| 0 0 0 8200 11.50 -0.86 28.41 0| 0 0 0 8400 15.17 -0.93 28.28 0| 0 0 0 8800 19.04 -0.97 29.00 0| 0 0 0 9200 Total 80| 0 241 0 Indicative a-t-m Vol 32.81 Underlying Price 73.020 Time to expiry: 130 Days Jun 10 0.01 0.00 48.50 0| 0 0 0 3200 0.05 -0.01 48.04 0| 0 48 0 3600 0.11 -0.01 46.61 0| 0 196 0 4000 0.26 -0.03 45.85 0| 0 285 0 4400 0.48 -0.05 44.02 0| 0 21 0 4800 0.85 -0.09 42.63 0| 0 1,527 0 5200 1.42 -0.14 41.08 0| 0 13 0 5600 2.12 -0.21 38.63 0| 0 25 0 6000 3.10 -0.29 36.44 0| 24 1,941 +8 6400 4.49 -0.39 34.71 0| 1 119 0 6800 6.33 -0.50 33.13 0| 0 112 0 7200 8.62 -0.61 31.88 0| 0 1,046 0 7600 11.46 -0.72 31.20 0| 0 62 0 8000 14.67 -0.80 31.00 0| 0 10 0 8400 18.08 -0.87 29.99 0| 0 46 0 8800 25.56 -0.95 29.45 0| 0 0 0 9600 29.46 -0.97 29.64 0| 0 0 0 10000 49.29 -1.00 29.50 0| 0 0 0 12000 Total 0| 25 5,451 +8 Indicative a-t-m Vol 34.11 Underlying Price 73.020 Time to expiry: 221 Days Sep 10 0.81 -0.06 45.50 0| 0 0 0 4400 1.24 -0.09 43.80 0| 0 80 0 4800 2.55 -0.18 40.16 0| 0 22 0 5600 4.74 -0.31 36.89 0| 0 611 0 6400 6.31 -0.39 35.64 0| 0 139 0 6800 8.21 -0.47 34.54 0| 0 0 0 7200 10.31 -0.56 32.87 0| 0 142 0 7600 12.88 -0.65 31.92 0| 0 600 0 8000 15.87 -0.72 31.62 0| 0 0 0 8400 19.03 -0.79 30.91 0| 0 9 0 8800 26.05 -0.89 30.23 0| 0 0 0 9600 29.78 -0.92 30.08 0| 0 0 0 10000 49.30 -0.99 30.50 0| 0 0 0 12000 Total 0| 0 1,603 0 Indicative a-t-m Vol 33.22 Underlying Price 73.020 Time to expiry: 312 Days Dec 10 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 59 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.26 -0.02 47.00 0| 0 0 0 3200 0.81 -0.05 44.78 0| 0 0 0 4000 1.23 -0.08 43.27 0| 0 1 0 4400 1.76 -0.11 41.68 0| 0 1,003 0 4800 3.34 -0.20 38.58 0| 0 502 0 5600 4.42 -0.25 37.12 0| 0 32 0 6000 5.77 -0.32 35.87 0| 0 2,002 0 6400 7.34 -0.38 34.55 0| 0 22 0 6800 9.22 -0.46 33.47 0| 0 75 0 7200 11.40 -0.53 32.47 0| 0 1,017 0 7600 13.87 -0.61 31.59 0| 0 501 0 8000 16.63 -0.68 30.81 0| 0 1,501 0 8400 19.65 -0.75 30.14 0| 0 0 0 8800 26.38 -0.85 29.10 0| 0 0 0 9600 30.00 -0.89 28.72 0| 0 0 0 10000 49.29 -0.99 28.07 0| 0 0 0 12000 89.10 -1.00 31.50 0| 0 0 0 16000 Total 0| 0 6,656 0 Indicative a-t-m Vol 33.76 Underlying Price 73.020 Time to expiry: 494 Days Jun 11 1.91 -0.09 44.50 0| 0 0 0 4000 3.61 -0.16 42.41 0| 0 45 0 4800 5.73 -0.24 39.45 0| 0 0 0 5600 7.10 -0.29 38.13 0| 0 30 0 6000 8.54 -0.34 36.58 0| 0 0 0 6400 12.17 -0.46 34.04 0| 0 0 0 7200 16.67 -0.58 31.85 0| 0 0 0 8000 50.08 -0.94 27.71 0| 0 0 0 12000 89.07 -0.98 32.30 0| 0 0 0 16000 Total 0| 0 75 0 Indicative a-t-m Vol 33.84 Underlying Price 73.020 Time to expiry: 676 Days Dec 11 5.24 -0.17 44.09 0| 0 0 0 4800 8.64 -0.29 38.38 0| 0 0 0 6000 13.62 -0.43 34.11 0| 0 0 0 7200 17.95 -0.54 31.97 0| 0 100 0 8000 50.13 -0.90 28.06 0| 0 0 0 12000 88.99 -0.97 33.00 0| 0 0 0 16000 Total 0| 0 100 0 Total Puts 972| 288 40,029 +189 Grand Total 1,783| 336 81,334 +212 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 60 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 33.11 Underlying Price 73.020 Time to expiry: 39 Days Mar 10 41.04 1.00 49.94 0| 0 0 0 3200 37.05 1.00 55.50 0| 0 0 0 3600 33.05 1.00 53.28 0| 0 100 0 4000 29.06 1.00 52.42 0| 0 1,010 0 4400 27.07 1.00 51.99 0| 0 0 0 4600 25.08 1.00 50.94 0| 0 5 0 4800 21.12 0.99 49.03 0| 0 624 0 5200 17.23 0.96 46.64 0| 0 0 0 5600 13.44 0.93 43.46 0| 0 7 0 6000 9.80 0.86 39.76 0| 0 60 0 6400 6.49 0.75 36.18 0| 0 3 0 6800 5.04 0.67 34.72 0| 0 0 0 7000 3.80 0.58 33.69 0| 2,500 1,469 -1,033 7200 2.73 0.48 32.56 0| 0 0 0 7400 1.87 0.37 31.68 0| 3 15,016 0 7600 1.23 0.28 31.01 0| 0 0 0 7800 0.78 0.20 30.41 0| 7 14 -7 8000 0.46 0.13 29.89 0| 0 0 0 8200 0.26 0.08 29.57 0| 0 0 0 8400 0.08 0.03 29.14 0| 0 96 0 8800 0.02 0.01 29.22 0| 0 0 0 9200 0.01 0.00 29.18 0| 0 200 0 9600 0.01 0.00 29.00 0| 0 0 0 10000 Total 0| 2,510 18,604 -1,040 Indicative a-t-m Vol 34.11 Underlying Price 73.020 Time to expiry: 221 Days Sep 10 38.77 0.99 49.35 0| 0 0 0 3200 31.20 0.96 47.26 0| 0 30 0 4000 27.53 0.94 45.50 0| 0 0 0 4400 23.99 0.91 43.80 0| 0 0 0 4800 17.35 0.82 40.16 0| 0 0 0 5600 14.33 0.76 38.45 0| 0 4,000 0 6000 11.58 0.69 36.89 0| 0 5,078 0 6400 9.17 0.61 35.64 0| 0 96 0 6800 7.09 0.53 34.54 0| 2,500 2,610 +2,500 7200 5.20 0.44 32.87 0| 0 324 0 7600 3.77 0.36 31.92 0| 0 0 0 8000 2.76 0.29 31.62 0| 0 0 0 8400 1.91 0.22 30.91 0| 0 5,072 0 8800 0.91 0.12 30.23 0| 0 255 0 9600 0.62 0.09 30.08 0| 0 226 0 10000 0.10 0.02 30.50 0| 0 2,543 0 12000 Total 0| 2,500 20,234 +2,500 Indicative a-t-m Vol 34.47 Underlying Price 73.020 Time to expiry: 403 Days Mar 11 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 61 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 32.32 0.93 45.00 0| 0 0 0 4000 25.69 0.87 42.08 0| 0 0 0 4800 19.64 0.79 39.29 0| 0 0 0 5600 16.90 0.74 38.15 0| 0 0 0 6000 14.37 0.68 36.84 0| 0 7 0 6400 10.04 0.57 34.80 0| 0 0 0 7200 6.40 0.44 32.23 0| 0 0 0 8000 0.38 0.05 27.56 0| 0 4 0 12000 0.03 0.01 28.50 0| 0 0 0 16000 Total 0| 0 11 0 Indicative a-t-m Vol 34.28 Underlying Price 73.020 Time to expiry: 585 Days Sep 11 25.73 0.84 42.44 0| 0 0 0 4800 17.65 0.71 38.24 0| 0 0 0 6000 15.29 0.67 36.98 0| 0 0 0 6400 11.11 0.56 34.58 0| 0 0 0 7200 7.57 0.45 32.21 0| 0 0 0 8000 1.10 0.10 29.45 0| 0 0 0 12000 0.30 0.03 31.85 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 5,010 38,849 +1,460 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 62 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 33.11 Underlying Price 73.020 Time to expiry: 39 Days Mar 10 0.01 0.00 49.94 0| 0 400 0 3200 0.01 0.00 55.50 0| 0 400 0 3600 0.01 0.00 53.28 0| 0 148 0 4000 0.01 0.00 52.42 0| 0 1,408 0 4400 0.01 0.00 51.99 0| 0 4 0 4600 0.02 0.00 50.94 0| 0 10,536 0 4800 0.06 -0.01 49.03 0| 0 495 0 5200 0.17 -0.04 46.64 0| 0 20 0 5600 0.37 -0.07 43.46 0| 0 200 0 6000 0.73 -0.14 39.76 0| 0 64 0 6400 1.41 -0.25 36.18 0| 0 85 0 6800 1.97 -0.33 34.72 0| 0 0 0 7000 2.72 -0.42 33.69 0| 0 9 0 7200 3.65 -0.52 32.56 0| 0 0 0 7400 4.94 4.79 -0.63 31.68 4.94 4.94 6| 0 15,009 0 7600 6.15 -0.72 31.01 0| 0 0 0 7800 7.69 -0.80 30.41 0| 0 122 0 8000 9.38 -0.87 29.89 0| 0 0 0 8200 11.18 -0.92 29.57 0| 0 0 0 8400 14.99 -0.97 29.14 0| 0 0 0 8800 18.93 -0.99 29.22 0| 0 0 0 9200 22.91 -1.00 29.18 0| 0 0 0 9600 26.90 -1.00 29.00 0| 0 0 0 10000 Total 6| 0 28,900 0 Indicative a-t-m Vol 34.11 Underlying Price 73.020 Time to expiry: 221 Days Sep 10 0.12 -0.01 49.35 0| 0 0 0 3200 0.50 -0.04 47.26 0| 0 0 0 4000 0.81 -0.06 45.50 0| 0 5 0 4400 1.24 -0.09 43.80 0| 0 275 0 4800 2.55 -0.18 40.16 0| 0 280 0 5600 3.50 -0.24 38.45 0| 0 20 0 6000 4.72 -0.31 36.89 0| 0 81 0 6400 6.28 -0.39 35.64 0| 0 256 0 6800 8.18 -0.47 34.54 0| 0 70 0 7200 10.26 -0.56 32.87 0| 0 25 0 7600 12.80 -0.64 31.92 0| 0 36 0 8000 15.76 -0.71 31.62 0| 0 0 0 8400 18.89 -0.78 30.91 0| 0 0 0 8800 25.83 -0.88 30.23 0| 0 0 0 9600 29.52 -0.91 30.08 0| 0 0 0 10000 48.86 -0.98 30.50 0| 0 0 0 12000 Total 0| 0 1,048 0 Indicative a-t-m Vol 34.47 Underlying Price 73.020 Time to expiry: 403 Days Mar 11 1.28 -0.07 45.00 0| 0 0 0 4000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 63 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.53 -0.13 42.08 0| 0 13 0 4800 4.36 -0.21 39.29 0| 0 0 0 5600 5.56 -0.26 38.15 0| 0 0 0 6000 6.98 -0.32 36.84 0| 0 0 0 6400 10.53 -0.43 34.80 0| 0 8 0 7200 14.76 -0.56 32.23 0| 0 0 0 8000 48.24 -0.94 28.73 0| 0 10 0 12000 87.19 -0.99 28.50 0| 0 0 0 16000 Total 0| 0 31 0 Indicative a-t-m Vol 34.28 Underlying Price 73.020 Time to expiry: 585 Days Sep 11 4.23 -0.16 42.44 0| 0 0 0 4800 7.84 -0.29 38.24 0| 0 0 0 6000 9.37 -0.33 36.98 0| 0 0 0 6400 12.97 -0.44 34.58 0| 0 0 0 7200 17.23 -0.55 32.21 0| 0 0 0 8000 49.69 -0.90 29.45 0| 0 0 0 12000 87.84 -0.97 31.85 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 6| 0 29,979 0 Grand Total 6| 5,010 68,828 +1,460 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 64 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Scor (100) (SC1) Indicative a-t-m Vol 23.22 Underlying Price 16.575 Time to expiry: 39 Days Mar 10 6.98 1.00 30.00 0| 0 0 0 960 6.58 1.00 29.45 0| 0 0 0 1000 4.58 1.00 26.97 0| 0 0 0 1200 3.59 1.00 25.92 0| 0 0 0 1300 2.59 0.98 25.00 0| 0 0 0 1400 1.65 0.90 24.21 0| 0 0 0 1500 0.85 0.69 23.55 0| 0 1 0 1600 0.55 0.54 23.26 0| 0 0 0 1650 0.33 0.39 23.00 0| 0 0 0 1700 0.18 0.25 22.77 0| 0 40 0 1750 0.09 0.15 22.56 0| 0 132 0 1800 0.04 0.08 22.39 0| 0 0 0 1850 0.02 0.03 22.23 0| 0 0 0 1900 0.01 0.01 22.00 0| 0 0 0 2000 0.01 0.00 21.86 0| 0 0 0 2100 0.01 0.00 21.80 0| 0 0 0 2200 0.01 0.00 21.91 0| 0 0 0 2400 0.01 0.00 23.00 0| 0 0 0 2800 Total 0| 0 173 0 Indicative a-t-m Vol 24.33 Underlying Price 16.575 Time to expiry: 130 Days Jun 10 7.00 1.00 27.20 0| 0 0 0 960 6.60 1.00 27.00 0| 0 0 0 1000 4.61 1.00 27.44 0| 0 0 0 1200 3.63 0.98 26.97 0| 0 0 0 1300 2.69 0.92 26.33 0| 0 0 0 1400 1.84 0.81 25.60 0| 0 0 0 1500 1.14 0.64 24.84 0| 0 0 0 1600 0.62 0.44 23.97 0| 0 0 0 1700 0.29 0.26 23.35 0| 0 60 0 1800 0.12 0.13 23.00 0| 0 0 0 1900 0.04 0.05 22.05 0| 0 47 0 2000 0.01 0.01 21.03 0| 0 0 0 2200 0.01 0.00 20.00 0| 0 0 0 2400 0.01 0.00 20.00 0| 0 0 0 2800 Total 0| 0 107 0 Indicative a-t-m Vol 25.60 Underlying Price 16.575 Time to expiry: 221 Days Sep 10 6.60 1.00 32.00 0| 0 0 0 1000 4.63 0.98 31.33 0| 0 0 0 1200 2.80 0.86 28.98 0| 0 0 0 1400 2.01 0.75 27.65 0| 0 0 0 1500 1.35 0.61 26.38 0| 0 0 0 1600 0.84 0.45 25.04 0| 0 0 0 1700 0.49 0.30 24.06 0| 0 0 0 1800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 65 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.26 0.19 23.06 0| 0 0 0 1900 0.13 0.11 22.26 0| 0 0 0 2000 0.03 0.03 21.18 0| 0 0 0 2200 0.01 0.01 20.80 0| 0 0 0 2400 0.01 0.00 22.00 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 25.53 Underlying Price 16.575 Time to expiry: 312 Days Dec 10 6.61 1.00 33.00 0| 0 0 0 1000 4.64 0.97 29.49 0| 0 0 0 1200 2.85 0.84 27.34 0| 0 0 0 1400 2.11 0.72 26.54 0| 0 0 0 1500 1.52 0.58 25.87 0| 0 0 0 1600 1.06 0.45 25.28 0| 0 0 0 1700 0.72 0.34 24.79 0| 0 280 0 1800 0.47 0.25 24.16 0| 0 290 0 1900 0.30 0.18 23.85 0| 0 80 0 2000 0.11 0.08 22.90 0| 0 0 0 2200 0.03 0.03 22.00 0| 0 0 0 2400 Total 0| 0 650 0 Total Calls 0| 0 930 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Scor (100) (SC1) Indicative a-t-m Vol 23.22 Underlying Price 16.575 Time to expiry: 39 Days Mar 10 0.01 0.00 30.00 0| 0 0 0 960 0.01 0.00 29.45 0| 0 0 0 1000 0.01 0.00 26.97 0| 0 0 0 1200 0.01 0.00 25.92 0| 0 0 0 1300 0.01 -0.02 25.00 0| 0 0 0 1400 0.06 -0.10 24.21 0| 0 1 0 1500 0.27 -0.31 23.55 0| 0 655 0 1600 0.47 -0.46 23.26 0| 0 0 0 1650 0.74 -0.61 23.00 0| 0 10 0 1700 1.09 -0.75 22.77 0| 0 0 0 1750 1.50 -0.86 22.56 0| 0 0 0 1800 1.96 -0.93 22.39 0| 0 0 0 1850 2.43 -0.97 22.23 0| 0 10 0 1900 3.43 -1.00 22.00 0| 0 0 0 2000 4.43 -1.00 21.86 0| 0 0 0 2100 5.43 -1.00 21.80 0| 0 0 0 2200 7.43 -1.00 21.91 0| 0 0 0 2400 11.43 -1.00 23.00 0| 0 0 0 2800 Total 0| 0 676 0 Indicative a-t-m Vol 24.33 Underlying Price 16.575 Time to expiry: 130 Days Jun 10 0.01 0.00 27.20 0| 0 0 0 960 0.01 0.00 27.00 0| 0 0 0 1000 0.04 -0.04 27.44 0| 0 0 0 1200 0.13 -0.10 26.97 0| 0 0 0 1300 0.30 -0.20 26.33 0| 0 0 0 1400 0.59 -0.34 25.60 0| 0 0 0 1500 1.05 -0.51 24.84 0| 0 10 0 1600 1.66 -0.67 23.97 0| 0 0 0 1700 2.42 -0.81 23.35 0| 0 0 0 1800 3.30 -0.90 23.00 0| 0 0 0 1900 4.23 -0.96 22.05 0| 0 0 0 2000 6.20 -1.00 21.03 0| 0 0 0 2200 8.19 -1.00 20.00 0| 0 0 0 2400 12.18 -1.00 20.00 0| 0 0 0 2800 Total 0| 0 10 0 Indicative a-t-m Vol 25.60 Underlying Price 16.575 Time to expiry: 221 Days Sep 10 0.04 -0.02 32.00 0| 0 0 0 1000 0.21 -0.10 31.33 0| 0 0 0 1200 0.61 -0.25 28.98 0| 0 0 0 1400 0.94 -0.36 27.65 0| 0 0 0 1500 1.38 -0.48 26.38 0| 0 0 0 1600 1.93 -0.61 25.04 0| 0 0 0 1700 2.62 -0.73 24.06 0| 0 0 0 1800 3.41 -0.83 23.06 0| 0 0 0 1900 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 67 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.29 -0.91 22.26 0| 0 0 0 2000 6.20 -0.98 21.18 0| 0 0 0 2200 8.19 -1.00 20.80 0| 0 0 0 2400 12.17 -1.00 22.00 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 25.53 Underlying Price 16.575 Time to expiry: 312 Days Dec 10 0.11 -0.05 33.00 0| 0 0 0 1000 0.29 -0.12 29.49 0| 0 0 0 1200 0.74 -0.27 27.34 0| 0 0 0 1400 1.09 -0.36 26.54 0| 0 0 0 1500 1.57 -0.47 25.87 0| 0 0 0 1600 2.14 -0.57 25.28 0| 0 80 0 1700 2.81 -0.68 24.79 0| 0 0 0 1800 3.57 -0.77 24.16 0| 0 80 0 1900 4.41 -0.84 23.85 0| 0 42 0 2000 6.24 -0.94 22.90 0| 0 0 0 2200 8.19 -0.99 22.00 0| 0 0 0 2400 Total 0| 0 202 0 Total Puts 0| 0 888 0 Grand Total 0| 0 1,818 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 68 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 54.49 Underlying Price 38.800 Time to expiry: 11 Days Feb 10 6.99 0.93 77.92 0| 0 0 0 3200 5.14 0.87 69.65 0| 0 0 0 3400 2.75 3.42 0.77 61.80 2.75 2.75 10| 0 78 0 3600 1.52 1.98 0.60 56.15 1.52 1.33 60| 0 28 0 3800 1.42 0.50 54.08 0| 10 10 +10 3900 0.70 0.98 0.39 52.89 0.72 0.70 50| 753 783 +753 4000 0.65 0.29 52.26 0| 6 6 0 4100 0.25 0.40 0.21 51.00 0.43 0.25 1,162| 0 81 0 4200 0.24 0.14 50.54 0| 0 57 0 4300 0.13 0.09 49.73 0| 0 369 0 4400 0.07 0.05 48.68 0| 0 2,671 0 4500 0.04 0.03 48.67 0| 0 2,367 0 4600 0.02 0.01 48.26 0| 0 767 0 4700 0.01 0.01 47.90 0| 0 121 0 4800 0.01 0.00 47.56 0| 0 83 0 4900 0.01 0.00 47.23 0| 0 2,002 0 5000 0.01 0.00 46.51 0| 0 4,599 0 5200 0.01 0.00 45.66 0| 0 147 0 5400 0.01 0.00 44.58 0| 0 3,680 0 5600 0.01 0.00 41.52 0| 0 2,214 0 6000 0.01 0.00 37.00 0| 0 0 0 6400 Total 1,282| 769 20,063 +763 Indicative a-t-m Vol 48.34 Underlying Price 38.800 Time to expiry: 39 Days Mar 10 19.85 1.00 85.00 0| 0 0 0 1896 17.98 0.99 85.95 0| 0 0 0 2085 16.11 0.98 82.78 0| 0 0 0 2275 14.32 0.96 84.73 0| 0 0 0 2464 12.50 0.94 78.90 0| 0 30 0 2654 10.73 0.92 73.41 0| 0 30 0 2843 8.98 0.89 68.00 0| 0 319 0 3033 7.30 0.84 62.59 0| 0 90 0 3222 5.69 0.78 57.34 0| 0 180 0 3412 4.21 0.70 52.88 0| 0 40 0 3602 2.89 0.59 47.99 0| 0 196 0 3791 2.38 0.52 48.42 0| 0 0 0 3900 1.97 1.93 0.46 46.55 1.97 1.97 50| 0 550 0 3981 1.45 0.38 45.53 0| 0 0 0 4100 1.00 1.23 0.34 45.40 1.00 1.00 10| 0 1,492 0 4170 0.88 0.27 44.95 0| 0 2,024 0 4300 0.71 0.23 44.05 0| 0 4,170 0 4360 0.46 0.17 43.27 0| 0 411 0 4500 0.39 0.15 42.92 0| 0 4,546 0 4549 0.28 0.12 40.98 0| 0 82 0 4600 0.24 0.10 42.57 0| 0 1,030 0 4700 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.17 0.07 42.47 0| 0 505 0 4800 0.11 0.05 42.34 0| 20 13,071 0 4929 0.01 0.01 34.57 0| 0 2,929 0 5200 0.01 0.00 33.62 0| 0 18,314 0 5308 0.01 0.00 32.86 0| 0 2 0 5400 0.01 0.00 30.77 0| 0 17,152 0 5687 0.01 0.00 28.60 0| 0 8,725 0 6066 0.01 0.00 37.00 0| 0 0 0 6400 0.01 0.00 26.53 0| 0 7,766 0 6635 0.01 0.00 26.13 0| 0 150 0 6824 0.01 0.00 25.82 0| 0 80 0 7582 0.01 0.00 25.00 0| 0 0 0 8000 Total 60| 20 83,884 0 Indicative a-t-m Vol 43.34 Underlying Price 38.800 Time to expiry: 67 Days Apr 10 7.77 0.83 55.02 0| 0 0 0 3200 6.09 0.77 50.03 0| 0 0 0 3400 4.62 0.68 46.91 0| 0 0 0 3600 3.39 0.58 44.93 0| 0 0 0 3800 2.90 2.77 0.53 42.94 2.90 2.90 5| 0 0 0 3900 2.34 0.47 42.88 0| 0 0 0 4000 1.93 0.42 42.20 0| 0 0 0 4100 1.08 1.57 0.36 41.66 1.30 1.08 100| 0 0 0 4200 1.21 0.31 40.30 0| 0 25 0 4300 0.92 0.26 39.14 0| 0 17 0 4400 0.70 0.21 38.32 0| 0 850 0 4500 0.58 0.53 0.17 37.87 0.58 0.58 27| 0 1,510 0 4600 0.40 0.13 37.60 0| 0 0 0 4700 0.29 0.29 0.10 36.95 0.32 0.28 69| 0 499 0 4800 0.26 0.22 0.08 36.71 0.28 0.26 112| 0 36 0 4900 0.15 0.06 36.34 0| 0 31 0 5000 0.08 0.03 35.67 0| 0 26 0 5200 0.02 0.01 34.79 0| 0 0 0 5600 0.01 0.01 40.00 0| 0 0 0 6000 0.01 0.00 37.00 0| 0 0 0 6400 Total 313| 0 2,994 0 Indicative a-t-m Vol 43.09 Underlying Price 38.800 Time to expiry: 130 Days Jun 10 27.43 1.00 70.00 0| 0 50 0 1137 23.66 1.00 70.77 0| 0 0 0 1516 19.95 0.98 67.12 0| 0 0 0 1896 16.40 0.95 64.69 0| 0 0 0 2275 11.64 0.88 55.92 0| 0 50 0 2800 9.65 0.84 52.40 0| 0 144 0 3033 8.27 0.80 49.56 0| 20 20 +20 3200 5.32 0.67 44.05 0| 0 100 0 3600 4.65 4.31 0.59 43.87 4.65 4.01 204| 200 520 +200 3791 3.35 3.22 0.50 42.03 3.35 3.35 40| 0 32 0 4000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.13 0.39 39.84 0| 0 1,051 0 4258 1.68 0.33 39.16 0| 89 289 +89 4400 1.17 0.25 38.17 0| 0 37 0 4600 0.92 0.92 0.21 37.90 0.92 0.91 2,005| 0 5,462 0 4739 0.29 0.08 36.67 0| 0 7,151 0 5323 0.08 0.03 32.25 0| 0 77 0 5600 0.01 0.00 29.35 0| 0 3,335 0 6388 0.01 0.00 27.71 0| 0 846 0 7097 0.01 0.00 26.82 0| 0 666 0 7807 0.01 0.00 26.59 0| 0 133 0 8517 0.01 0.00 26.00 0| 0 43 0 8872 Total 2,249| 309 20,006 +309 Indicative a-t-m Vol 40.57 Underlying Price 38.800 Time to expiry: 221 Days Sep 10 12.00 0.86 50.72 0| 0 0 0 2800 8.85 0.77 45.86 0| 0 0 0 3200 7.47 0.70 44.84 0| 0 0 0 3412 6.17 0.65 42.38 0| 0 0 0 3600 5.07 0.58 40.86 0| 0 50 0 3791 4.22 4.12 0.51 40.18 4.22 4.22 50| 0 0 0 4000 3.20 3.29 0.45 38.37 3.20 2.93 550| 0 51 0 4170 2.47 0.38 37.29 0| 0 0 0 4400 2.02 0.33 36.75 0| 0 1,125 0 4549 1.40 0.25 35.55 0| 0 1,000 0 4800 1.15 0.22 35.00 0| 0 500 0 4929 0.62 0.14 33.68 0| 0 44 0 5308 0.32 0.08 32.82 0| 0 350 0 5687 0.13 0.04 31.07 0| 0 123 0 6066 0.06 0.02 30.01 0| 0 0 0 6400 0.02 0.01 28.68 0| 0 6 0 6824 0.01 0.00 27.53 0| 0 0 0 7200 0.01 0.00 26.36 0| 0 587 0 7582 0.01 0.00 25.00 0| 0 120 0 8000 Total 600| 0 3,956 0 Indicative a-t-m Vol 40.20 Underlying Price 38.800 Time to expiry: 312 Days Dec 10 27.43 1.00 60.00 0| 0 0 0 1137 23.73 0.99 61.56 0| 0 0 0 1516 20.15 0.96 56.83 0| 0 90 0 1896 16.76 0.92 52.99 0| 0 0 0 2275 12.42 0.83 47.62 0| 0 0 0 2800 10.68 0.79 45.64 0| 0 2,939 0 3033 9.51 0.75 44.45 0| 0 0 0 3200 7.00 0.65 41.66 0| 0 0 0 3600 5.96 0.59 40.59 0| 0 1,000 0 3791 4.99 0.53 39.67 0| 0 850 0 4000 3.82 0.46 37.81 1,000| 2,000 4,075 +2,000 4258 3.42 0.43 37.36 0| 0 1,000 0 4360 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.80 0.37 36.48 0| 0 54 0 4549 2.25 0.32 35.68 0| 0 6,605 0 4739 1.78 0.27 34.97 0| 17 2,539 0 4929 1.43 0.23 34.17 0| 0 2,250 0 5100 1.06 0.19 33.44 0| 20 336 0 5323 0.61 0.12 32.05 0| 0 1,922 0 5687 0.19 0.05 30.38 0| 0 747 0 6388 0.19 0.05 30.32 0| 0 1,000 0 6400 0.05 0.02 28.88 0| 0 260 0 7097 0.04 0.01 28.73 0| 0 193 0 7203 0.02 0.01 28.28 0| 0 311 0 7582 0.01 0.00 27.94 0| 0 717 0 7984 0.01 0.00 27.68 0| 0 262 0 8517 0.01 0.00 27.61 0| 0 1,060 0 8872 0.01 0.00 28.00 0| 0 120 0 10647 Total 1,000| 2,037 28,330 +2,000 Indicative a-t-m Vol 37.88 Underlying Price 38.800 Time to expiry: 494 Days Jun 11 27.44 1.00 60.00 0| 0 0 0 1137 23.78 0.98 55.97 0| 0 0 0 1516 22.02 0.97 54.00 0| 0 0 0 1706 20.31 0.95 52.11 0| 0 0 0 1896 18.66 0.93 50.33 0| 0 0 0 2085 17.08 0.90 48.64 0| 0 0 0 2275 14.07 0.85 45.56 0| 0 0 0 2654 11.34 0.78 42.84 0| 0 0 0 3033 8.91 0.70 40.34 0| 0 0 0 3412 6.83 0.61 38.39 0| 0 0 0 3791 5.77 0.56 37.20 0| 0 0 0 4000 5.03 0.51 36.37 0| 0 0 0 4170 3.59 0.42 34.66 0| 0 0 0 4549 2.81 0.36 33.59 0| 0 0 0 4800 1.62 0.24 31.77 0| 0 1,000 0 5308 1.03 0.17 30.54 0| 0 0 0 5687 0.63 0.12 29.43 0| 0 5 0 6066 0.21 0.05 27.54 0| 0 0 0 6824 0.06 0.02 26.00 0| 0 50 0 7582 Total 0| 0 1,055 0 Indicative a-t-m Vol 35.72 Underlying Price 38.800 Time to expiry: 676 Days Dec 11 27.45 1.00 56.63 0| 0 0 0 1137 23.79 0.98 51.00 0| 0 0 0 1516 20.32 0.95 47.03 0| 0 0 0 1896 17.13 0.90 44.01 0| 0 0 0 2275 11.64 0.78 39.50 0| 0 0 0 3033 7.37 0.61 36.22 0| 0 2,000 0 3791 6.32 0.56 35.05 0| 0 0 0 4000 5.36 0.51 34.56 0| 0 0 0 4258 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.53 0.39 32.84 0| 0 1,500 0 4800 2.29 0.29 31.37 0| 0 1,000 0 5323 0.35 0.07 27.27 0| 0 0 0 7097 0.21 0.04 28.50 0| 0 0 0 7984 0.11 0.02 28.50 0| 0 0 0 8872 Total 0| 0 4,500 0 Indicative a-t-m Vol 35.98 Underlying Price 38.800 Time to expiry: 858 Days Jun 12 17.40 0.89 44.00 0| 0 0 0 2275 12.17 0.77 39.78 0| 0 0 0 3033 9.99 0.70 38.10 0| 0 0 0 3412 8.05 0.62 36.41 0| 0 0 0 3791 7.05 0.58 35.41 0| 0 0 0 4000 6.42 0.55 35.08 0| 0 0 0 4170 4.95 0.47 33.44 0| 0 1,000 0 4549 4.15 0.42 32.67 0| 0 0 0 4800 2.64 0.31 30.14 0| 0 0 0 5308 1.88 0.25 28.98 0| 0 0 0 5687 0.38 0.07 27.00 0| 0 0 0 7582 Total 0| 0 1,000 0 Indicative a-t-m Vol 35.78 Underlying Price 38.800 Time to expiry: 1047 Days Dec 12 31.22 1.00 64.00 0| 0 0 0 758 27.50 0.99 59.74 0| 0 0 0 1137 24.04 0.96 54.00 0| 0 0 0 1516 20.75 0.93 48.00 0| 0 0 0 1896 17.73 0.88 43.88 0| 0 0 0 2275 12.84 0.77 40.14 0| 0 0 0 3033 8.85 0.63 36.57 0| 0 2,000 0 3791 7.64 0.59 34.71 0| 500 500 +500 4000 6.74 0.54 34.26 0| 0 0 0 4258 4.88 0.45 32.52 0| 0 0 0 4800 3.36 0.35 30.61 0| 0 26 0 5323 1.16 0.16 27.08 0| 500 4,500 0 6635 1.00 0.14 28.00 0| 0 0 0 7097 0.70 0.10 29.00 0| 0 0 0 8000 Total 0| 1,000 7,026 +500 Indicative a-t-m Vol 36.52 Underlying Price 38.800 Time to expiry: 1411 Days Dec 13 27.49 0.99 62.00 0| 0 0 0 1137 24.07 0.96 54.00 0| 0 0 0 1516 20.88 0.92 47.55 0| 0 0 0 1896 18.18 0.87 44.67 0| 0 0 0 2275 13.57 0.77 40.36 0| 0 0 0 3033 9.82 0.65 36.84 0| 0 0 0 3791 6.84 0.53 34.09 0| 0 0 0 4549 3.24 0.33 28.85 0| 0 0 0 5687 1.12 0.15 27.00 0| 0 0 0 7582 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 73 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.24 0.04 24.06 0| 0 1,000 0 9478 Total 0| 0 1,000 0 Indicative a-t-m Vol 36.51 Underlying Price 38.800 Time to expiry: 1775 Days Dec 14 16.92 0.87 38.70 0| 0 0 0 2400 13.40 0.75 39.58 0| 0 0 0 3200 9.80 0.64 35.97 0| 0 0 0 4000 6.97 0.52 33.15 0| 0 0 0 4800 3.68 0.35 29.08 0| 0 0 0 6000 1.91 0.21 29.50 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 5,504| 4,135 173,814 +3,572 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Societe Generale (100) (GL1) Indicative a-t-m Vol 54.49 Underlying Price 38.800 Time to expiry: 11 Days Feb 10 0.22 0.20 -0.08 77.92 0.22 0.22 50| 0 0 0 3200 0.41 0.35 -0.14 69.65 0.41 0.41 59| 0 0 0 3400 0.91 0.64 -0.24 61.80 0.91 0.91 50| 62 129 -4 3600 1.21 -0.40 56.15 0| 105 341 +102 3800 1.65 -0.51 54.08 0| 0 0 0 3900 2.21 -0.61 52.89 0| 1,500 3,890 +1,500 4000 2.88 -0.71 52.26 0| 6 365 0 4100 3.35 3.64 -0.79 51.00 4.30 3.35 750| 0 8,009 0 4200 4.48 -0.86 50.54 0| 3 316 0 4300 5.37 -0.91 49.73 0| 7 2,413 -7 4400 6.31 -0.95 48.68 0| 0 2,394 0 4500 6.89 7.28 -0.97 48.67 6.89 6.89 50| 14 692 0 4600 8.25 8.26 -0.99 48.26 8.25 8.25 2| 1,375 305 -1,375 4700 9.25 -0.99 47.90 0| 0 1,055 0 4800 10.24 -1.00 47.56 0| 0 777 0 4900 11.24 -1.00 47.23 0| 0 1,504 0 5000 13.24 -1.00 46.51 0| 0 62 0 5200 15.24 -1.00 45.66 0| 0 5 0 5400 17.24 -1.00 44.58 0| 0 0 0 5600 21.24 -1.00 41.52 0| 0 36 0 6000 25.24 -1.00 37.00 0| 0 0 0 6400 Total 961| 3,072 22,293 +216 Indicative a-t-m Vol 48.34 Underlying Price 38.800 Time to expiry: 39 Days Mar 10 0.01 0.00 85.00 0| 0 90 0 1896 0.04 -0.01 85.95 0| 0 50 0 2085 0.08 -0.02 82.78 0| 0 4,500 0 2275 0.19 -0.04 84.73 0| 2 356 +2 2464 0.27 -0.06 78.90 0| 2 240 +2 2654 0.32 0.38 -0.08 73.41 0.35 0.32 4| 2 227 +2 2843 0.47 0.54 -0.11 68.00 0.47 0.47 2| 2 273 +2 3033 0.74 -0.16 62.59 0| 0 4,909 0 3222 1.03 -0.22 57.34 0| 280 2,494 -3 3412 1.45 -0.30 52.88 0| 371 5,408 -125 3602 2.02 -0.41 47.99 0| 600 9,562 0 3791 2.60 -0.48 48.42 0| 0 0 0 3900 2.96 -0.54 46.55 0| 0 9,205 0 3981 3.43 3.67 -0.62 45.53 3.43 3.43 50| 0 12 0 4100 4.15 -0.66 45.40 0| 60 1,863 -60 4170 5.10 -0.73 44.95 0| 0 5,189 0 4300 5.19 5.53 -0.77 44.05 5.19 5.19 65| 0 2,990 0 4360 6.68 -0.83 43.27 0| 0 929 0 4500 7.10 -0.86 42.92 0| 6 6,565 -6 4549 7.51 -0.89 40.98 0| 0 0 0 4600 8.46 -0.90 42.57 0| 0 0 0 4700 9.40 -0.93 42.47 0| 0 72 0 4800 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.63 -0.95 42.34 0| 0 10,828 0 4929 13.24 -1.00 34.57 0| 0 22 0 5200 14.32 -1.00 33.62 0| 0 166 0 5308 15.24 -1.00 32.86 0| 0 0 0 5400 18.11 -1.00 30.77 0| 0 1,501 0 5687 21.90 -1.00 28.60 0| 0 0 0 6066 25.24 -1.00 37.00 0| 0 0 0 6400 27.59 -1.00 26.53 0| 0 0 0 6635 29.48 -1.00 26.13 0| 0 0 0 6824 37.05 -1.00 25.82 0| 0 0 0 7582 41.23 -1.00 25.00 0| 0 0 0 8000 Total 121| 1,325 67,451 -186 Indicative a-t-m Vol 43.34 Underlying Price 38.800 Time to expiry: 67 Days Apr 10 0.97 -0.17 55.02 0| 0 0 0 3200 1.27 1.28 -0.23 50.03 1.27 1.27 75| 0 0 0 3400 1.94 1.82 -0.32 46.91 1.95 1.75 153| 489 4,624 +489 3600 2.70 2.59 -0.42 44.93 2.70 2.42 127| 186 504 +186 3800 2.97 -0.47 42.94 0| 0 0 0 3900 3.54 -0.53 42.88 0| 0 467 0 4000 4.13 -0.58 42.20 0| 0 50 0 4100 4.77 -0.64 41.66 0| 0 229 0 4200 5.40 -0.69 40.30 0| 0 0 0 4300 6.12 -0.75 39.14 0| 0 156 0 4400 6.90 -0.79 38.32 0| 0 500 0 4500 7.73 -0.83 37.87 0| 0 251 0 4600 8.60 -0.87 37.60 0| 0 0 0 4700 9.49 -0.90 36.95 0| 0 28 0 4800 10.42 -0.92 36.71 0| 0 0 0 4900 11.36 -0.94 36.34 0| 0 0 0 5000 13.29 -0.97 35.67 0| 0 0 0 5200 17.24 -1.00 34.79 0| 0 0 0 5600 21.24 -1.00 40.00 0| 0 0 0 6000 25.23 -1.00 37.00 0| 0 0 0 6400 Total 355| 675 6,809 +675 Indicative a-t-m Vol 43.09 Underlying Price 38.800 Time to expiry: 130 Days Jun 10 0.01 0.00 70.00 0| 0 385 0 1137 0.13 0.05 -0.01 70.77 0.13 0.13 40| 0 172 0 1516 0.18 0.18 -0.03 67.63 0.18 0.18 40| 15 91 0 1896 0.45 0.47 -0.06 64.69 0.51 0.45 60| 0 694 0 2275 1.03 -0.14 55.92 0| 0 0 0 2800 1.41 -0.18 52.40 0| 0 1,608 0 3033 1.83 1.72 -0.23 49.56 1.83 1.80 44| 0 71 0 3200 2.85 -0.36 44.05 0| 0 56 0 3600 3.79 -0.43 43.87 0| 50 5,441 0 3791 4.82 -0.52 42.03 0| 0 444 0 4000 6.35 -0.63 39.84 0| 7 9,761 0 4258 7.33 -0.68 39.16 0| 0 200 0 4400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 76 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.83 -0.76 38.17 0| 14 641 +14 4600 9.88 9.98 -0.80 37.90 9.88 9.88 1,356| 900 10,040 -900 4739 15.20 -0.92 36.67 0| 0 1,811 0 5323 17.75 -0.97 32.25 0| 0 0 0 5600 25.54 -1.00 29.35 0| 0 181 0 6388 32.60 -1.00 27.71 0| 0 325 0 7097 39.68 -1.00 26.82 0| 0 85 0 7807 46.76 -1.00 26.59 0| 0 152 0 8517 50.30 -1.00 26.00 0| 0 75 0 8872 Total 1,540| 986 32,233 -886 Indicative a-t-m Vol 40.57 Underlying Price 38.800 Time to expiry: 221 Days Sep 10 1.59 1.53 -0.16 50.72 1.59 1.59 50| 0 94 0 2800 2.42 -0.25 45.86 0| 0 800 0 3200 3.17 -0.30 44.84 0| 0 825 0 3412 3.76 -0.36 42.38 0| 0 224 0 3600 4.57 -0.42 40.86 0| 0 246 0 3791 5.71 -0.49 40.18 0| 0 75 0 4000 6.58 -0.55 38.37 0| 0 934 0 4170 8.06 -0.63 37.29 0| 0 10 0 4400 9.10 -0.68 36.75 0| 0 235 0 4549 10.99 -0.75 35.55 0| 0 0 0 4800 12.03 -0.79 35.00 0| 0 110 0 4929 15.29 -0.87 33.68 0| 0 0 0 5308 18.79 -0.93 32.82 0| 0 0 0 5687 22.40 -0.97 31.07 0| 0 1,250 0 6066 25.67 -0.99 30.01 0| 0 0 0 6400 29.87 -1.00 28.68 0| 0 0 0 6824 33.61 -1.00 27.53 0| 0 0 0 7200 37.41 -1.00 26.36 0| 0 75 0 7582 41.58 -1.00 25.00 0| 0 0 0 8000 Total 50| 0 4,878 0 Indicative a-t-m Vol 40.20 Underlying Price 38.800 Time to expiry: 312 Days Dec 10 0.05 -0.01 60.00 0| 0 138 0 1137 0.28 -0.03 61.56 0| 0 121 0 1516 0.57 -0.05 56.83 0| 0 1,418 0 1896 1.01 1.02 -0.09 52.99 1.09 1.01 190| 0 3,313 0 2275 1.95 -0.17 47.62 0| 0 100 0 2800 2.53 -0.22 45.64 0| 0 1,229 0 3033 3.02 -0.26 44.45 0| 0 1,520 0 3200 4.50 -0.36 41.66 0| 0 2 0 3600 5.35 -0.41 40.59 0| 0 7,338 0 3791 6.46 -0.47 39.67 0| 0 2,050 0 4000 7.86 -0.55 37.81 0| 2,000 4,757 -1,000 4258 8.48 -0.58 37.36 0| 0 1,341 0 4360 9.74 -0.63 36.48 0| 0 1,944 0 4549 11.09 -0.69 35.68 0| 0 18,492 0 4739 12.52 -0.74 34.97 0| 0 6,106 0 4929 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 77 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.88 -0.78 34.17 0| 0 0 0 5100 15.75 -0.83 33.44 0| 0 226 0 5323 18.96 -0.89 32.05 0| 0 1,664 0 5687 25.60 -0.97 30.38 0| 0 100 0 6388 25.71 -0.97 30.32 0| 0 0 0 6400 32.57 -0.99 28.88 0| 0 101 0 7097 33.62 -0.99 28.73 0| 0 40 0 7203 37.39 -1.00 28.28 0| 0 2 0 7582 41.39 -1.00 27.94 0| 0 6 0 7984 46.70 -1.00 27.68 0| 0 0 0 8517 50.23 -1.00 27.61 0| 0 51 0 8872 67.92 -1.00 28.00 0| 0 1 0 10647 Total 190| 2,000 52,060 -1,000 Indicative a-t-m Vol 37.88 Underlying Price 38.800 Time to expiry: 494 Days Jun 11 0.24 -0.02 60.00 0| 0 0 0 1137 0.55 -0.04 55.97 0| 0 0 0 1516 0.75 -0.06 54.00 0| 0 0 0 1706 1.01 -0.08 52.11 0| 0 0 0 1896 1.29 -0.10 50.33 0| 0 0 0 2085 1.63 -0.12 48.64 0| 0 50 0 2275 2.47 -0.18 45.56 0| 0 0 0 2654 3.58 -0.25 42.84 0| 0 0 0 3033 4.97 -0.33 40.34 0| 0 0 0 3412 6.72 -0.42 38.39 0| 0 30 0 3791 7.76 -0.47 37.20 0| 0 0 0 4000 8.75 -0.51 36.37 0| 0 0 0 4170 11.11 -0.61 34.66 0| 0 1,000 0 4549 12.84 -0.67 33.59 0| 0 0 0 4800 16.71 -0.77 31.77 0| 0 0 0 5308 19.87 -0.84 30.54 0| 0 0 0 5687 23.22 -0.89 29.43 0| 0 0 0 6066 30.26 -0.96 27.54 0| 0 0 0 6824 37.55 -0.99 26.00 0| 0 0 0 7582 Total 0| 0 1,080 0 Indicative a-t-m Vol 35.55 Underlying Price 38.800 Time to expiry: 676 Days Dec 11 0.37 -0.03 56.63 0| 0 0 0 1137 0.67 -0.05 51.00 0| 0 0 0 1516 1.13 -0.08 47.03 0| 0 0 0 1896 1.80 -0.12 44.01 0| 0 0 0 2275 3.91 -0.25 39.50 0| 0 2,000 0 3033 7.19 -0.41 36.22 0| 0 3,500 0 3791 8.12 -0.46 34.63 0| 0 0 0 4000 9.79 -0.51 34.56 0| 0 0 0 4258 13.31 -0.63 32.84 0| 0 0 0 4800 17.22 -0.73 31.37 0| 0 0 0 5323 32.76 -0.94 27.27 0| 0 0 0 7097 41.32 -0.97 28.50 0| 0 0 0 7984 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 78 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 50.15 -0.97 33.13 0| 0 1 0 8872 Total 0| 0 5,501 0 Indicative a-t-m Vol 35.96 Underlying Price 38.800 Time to expiry: 858 Days Jun 12 2.45 -0.14 44.00 0| 0 0 0 2275 4.82 -0.26 39.78 0| 0 0 0 3033 6.39 -0.33 38.10 0| 0 0 0 3412 8.16 -0.40 36.41 0| 0 0 0 3791 9.18 -0.44 35.36 0| 0 0 0 4000 10.23 -0.47 35.08 0| 0 0 0 4170 12.44 -0.55 33.44 0| 0 0 0 4549 14.05 -0.60 32.67 0| 0 0 0 4800 17.47 -0.70 30.14 0| 0 0 0 5308 20.37 -0.76 28.98 0| 0 0 0 5687 37.39 -0.94 28.09 0| 0 0 0 7582 Total 0| 0 0 0 Indicative a-t-m Vol 35.78 Underlying Price 38.800 Time to expiry: 1047 Days Dec 12 0.47 -0.02 64.00 0| 0 2,500 0 758 1.05 -0.04 59.74 0| 0 0 0 1137 1.61 -0.07 54.00 0| 0 0 0 1516 2.15 -0.10 48.00 0| 0 500 0 1896 2.89 -0.15 43.88 0| 0 0 0 2275 5.46 -0.25 40.14 0| 0 18,000 0 3033 8.79 -0.38 36.57 0| 0 3,000 0 3791 9.59 -0.43 34.71 0| 0 0 0 4000 11.17 -0.47 34.26 0| 0 1,230 0 4258 14.49 -0.57 32.52 0| 0 0 0 4800 18.00 -0.67 30.61 0| 0 8,500 0 5323 28.48 -0.86 27.08 0| 0 0 0 6635 32.81 -0.89 28.00 0| 0 0 0 7097 41.44 -0.95 29.00 0| 0 0 0 8000 Total 0| 0 33,730 0 Indicative a-t-m Vol 36.52 Underlying Price 38.800 Time to expiry: 1411 Days Dec 13 1.80 -0.06 62.00 0| 0 0 0 1137 2.34 -0.08 54.00 0| 0 0 0 1516 2.94 -0.12 47.55 0| 0 0 0 1896 4.01 -0.16 44.67 0| 0 0 0 2275 6.70 -0.26 40.36 0| 0 0 0 3033 10.09 -0.37 36.84 0| 0 0 0 3791 14.21 -0.49 34.09 0| 0 1,000 0 4549 21.25 -0.68 28.85 0| 0 0 0 5687 37.59 -0.89 28.31 0| 0 0 0 7582 55.98 -1.00 24.06 0| 0 0 0 9478 Total 0| 0 1,000 0 Indicative a-t-m Vol 36.51 Underlying Price 38.800 Time to expiry: 1775 Days Dec 14 4.06 -0.17 38.70 0| 0 0 0 2400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 79 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.03 -0.27 39.58 0| 0 0 0 3200 11.61 -0.38 35.97 0| 0 0 0 4000 15.92 -0.49 33.15 0| 0 0 0 4800 23.62 -0.69 29.08 0| 0 0 0 6000 41.31 -0.91 29.50 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 3,217| 8,058 227,035 -1,181 Grand Total 8,721| 12,193 400,849 +2,391 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 80 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Societe Generale European (GL3) Indicative a-t-m Vol 47.46 Underlying Price 38.800 Time to expiry: 39 Days Mar 10 19.82 1.00 85.00 0| 0 0 0 1896 17.96 0.99 86.07 0| 0 0 0 2085 16.10 0.98 83.04 0| 0 0 0 2275 14.32 0.96 84.73 0| 0 0 0 2464 12.50 0.94 78.90 0| 0 0 0 2654 10.73 0.92 73.41 0| 0 0 0 2843 8.98 0.89 68.00 0| 0 0 0 3033 7.30 0.84 62.59 0| 0 0 0 3222 5.69 0.78 57.34 0| 0 0 0 3412 4.21 0.70 52.88 0| 0 0 0 3602 2.89 0.59 47.99 0| 0 0 0 3791 2.17 2.32 0.52 47.35 2.17 2.17 1| 2 2 +2 3900 1.51 1.93 0.46 46.55 1.51 1.51 1| 0 0 0 3981 1.45 0.38 45.53 0| 0 0 0 4100 1.23 0.34 45.40 0| 0 0 0 4170 0.96 0.29 44.79 0| 0 30 0 4258 0.85 0.26 44.17 0| 0 0 0 4300 0.68 0.23 43.17 0| 0 0 0 4360 0.42 0.16 42.04 0| 0 0 0 4500 0.28 0.12 39.10 0| 0 83 0 4549 0.26 0.11 40.07 0| 0 0 0 4600 0.20 0.09 40.95 0| 0 0 0 4700 0.17 0.07 42.47 0| 0 0 0 4800 0.11 0.05 42.34 0| 0 0 0 4929 0.01 0.00 33.50 0| 0 4,649 0 5200 0.01 0.00 32.41 0| 0 316 0 5323 0.01 0.00 29.68 0| 0 15 0 5687 0.01 0.00 27.56 0| 0 0 0 6066 0.01 0.00 26.31 0| 0 10 0 6388 0.01 0.00 25.14 0| 0 0 0 7097 0.01 0.00 25.48 0| 0 10 0 7582 0.01 0.00 26.38 0| 0 0 0 7984 0.01 0.00 28.35 0| 0 0 0 8517 0.01 0.00 30.11 0| 0 0 0 8872 0.01 0.00 43.42 0| 0 40 0 10647 Total 2| 2 5,155 +2 Indicative a-t-m Vol 40.77 Underlying Price 38.800 Time to expiry: 221 Days Sep 10 19.67 0.96 60.00 0| 0 0 0 1896 17.96 0.94 58.12 0| 0 0 0 2085 16.26 0.92 56.03 0| 0 0 0 2275 13.03 0.87 51.77 0| 0 0 0 2654 10.02 0.79 47.80 0| 0 0 0 3033 8.81 0.75 46.20 0| 0 0 0 3200 7.36 0.70 44.25 0| 0 0 0 3412 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 81 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.18 0.64 42.76 0| 0 0 0 3600 5.10 0.58 41.27 0| 0 0 0 3791 4.10 0.51 40.10 0| 0 0 0 4000 3.02 0.42 38.56 0| 0 0 0 4258 2.52 0.38 37.75 0| 0 0 0 4400 2.07 0.33 37.22 0| 0 0 0 4549 1.46 0.26 36.23 0| 0 0 0 4800 1.23 0.23 35.85 0| 0 0 0 4929 0.68 0.14 34.96 0| 0 0 0 5323 0.40 0.09 34.54 0| 0 0 0 5687 0.23 0.06 34.48 0| 0 0 0 6066 0.15 0.04 34.69 0| 0 28 0 6388 0.07 0.02 35.93 0| 0 0 0 7097 0.05 0.01 37.32 0| 0 0 0 7582 0.04 0.01 38.77 0| 0 20 0 7984 0.04 0.01 41.04 0| 0 0 0 8517 0.03 0.01 50.02 0| 0 0 0 10647 Total 0| 0 48 0 Indicative a-t-m Vol 39.45 Underlying Price 38.800 Time to expiry: 403 Days Mar 11 20.19 0.94 53.60 0| 0 0 0 1896 18.56 0.92 51.69 0| 0 0 0 2085 16.96 0.90 49.94 0| 0 0 0 2275 13.97 0.85 46.86 0| 0 0 0 2654 11.24 0.78 44.24 0| 0 0 0 3033 8.80 0.70 41.98 0| 0 0 0 3412 6.70 0.60 40.02 0| 0 0 0 3791 5.66 0.55 38.67 0| 0 0 0 4000 4.63 0.49 37.94 0| 0 0 0 4258 3.58 0.41 36.79 0| 0 0 0 4549 2.75 0.35 35.44 0| 0 0 0 4800 1.66 0.24 34.21 0| 0 0 0 5323 0.69 0.12 32.24 0| 0 0 0 6066 0.25 0.05 32.17 0| 0 0 0 7097 0.16 0.03 32.32 0| 0 0 0 7582 0.12 0.03 32.63 0| 0 0 0 7984 0.05 0.01 38.44 0| 0 0 0 10647 Total 0| 0 0 0 Indicative a-t-m Vol 37.41 Underlying Price 38.800 Time to expiry: 585 Days Sep 11 19.55 0.92 50.90 0| 0 0 0 1896 18.01 0.90 48.87 0| 0 0 0 2085 16.50 0.88 47.23 0| 0 0 0 2275 13.74 0.82 44.55 0| 0 0 0 2654 11.23 0.75 42.27 0| 0 0 0 3033 9.00 0.68 40.23 0| 0 0 0 3412 7.00 0.59 38.07 0| 0 0 0 3791 5.92 0.54 36.51 0| 0 0 0 4000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 82 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.79 0.48 34.89 0| 0 0 0 4258 3.82 0.42 34.04 0| 0 0 0 4549 3.13 0.36 33.55 0| 0 0 0 4800 1.97 0.26 32.07 0| 0 0 0 5323 1.06 0.16 31.41 0| 0 0 0 6066 0.32 0.06 29.00 0| 0 209 0 7097 0.28 0.05 32.14 0| 0 0 0 7984 Total 0| 0 209 0 Indicative a-t-m Vol 33.69 Underlying Price 38.800 Time to expiry: 767 Days Mar 12 19.70 0.92 43.76 0| 0 0 0 1896 16.62 0.88 40.24 0| 0 0 0 2275 13.81 0.83 37.89 0| 0 0 0 2654 11.40 0.76 36.54 0| 0 0 0 3033 9.21 0.69 35.09 0| 0 0 0 3412 7.34 0.61 33.90 0| 0 0 0 3791 6.44 0.56 33.41 0| 0 0 0 4000 5.61 0.51 33.45 0| 0 0 0 4258 4.54 0.45 32.40 0| 0 0 0 4549 3.75 0.40 31.63 0| 0 0 0 4800 2.65 0.31 31.22 0| 0 0 0 5323 0.61 0.10 28.51 0| 0 150 0 7097 0.29 0.05 27.78 0| 0 0 0 7984 0.15 0.03 27.98 0| 0 0 0 8872 0.05 0.01 28.44 0| 0 0 0 10647 Total 0| 0 150 0 Indicative a-t-m Vol 33.43 Underlying Price 38.800 Time to expiry: 956 Days Sep 12 18.85 0.92 39.09 0| 0 0 0 1896 16.06 0.87 37.59 0| 0 0 0 2275 11.32 0.75 35.53 0| 0 0 0 3033 7.62 0.61 33.62 0| 0 0 0 3791 6.76 0.56 33.19 0| 0 0 0 4000 5.86 0.52 32.70 0| 0 0 0 4258 4.31 0.42 32.09 0| 0 0 0 4800 3.19 0.34 31.64 0| 0 0 0 5323 1.25 0.16 31.39 0| 0 0 0 7097 0.88 0.12 32.17 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 32.05 Underlying Price 38.800 Time to expiry: 1131 Days Mar 13 19.17 0.92 37.26 0| 0 0 0 1896 16.43 0.87 35.85 0| 0 0 0 2275 11.72 0.75 33.65 0| 0 0 0 3033 8.11 0.62 32.17 0| 0 0 0 3791 5.48 0.48 31.16 0| 0 0 0 4549 3.09 0.32 30.58 0| 0 30 0 5687 1.29 0.16 30.76 0| 0 0 0 7582 Total 0| 0 30 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 83 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 31.30 Underlying Price 38.800 Time to expiry: 1320 Days Sep 13 18.41 0.91 36.17 0| 0 0 0 1896 15.79 0.86 34.91 0| 0 0 0 2275 11.33 0.74 32.87 0| 0 0 0 3033 7.94 0.61 31.42 0| 0 0 0 3791 5.48 0.48 30.44 0| 0 0 0 4549 3.12 0.32 29.60 0| 0 0 0 5687 1.29 0.16 29.35 0| 0 0 0 7582 Total 0| 0 0 0 Indicative a-t-m Vol 30.33 Underlying Price 38.800 Time to expiry: 1502 Days Mar 14 18.10 0.90 35.00 0| 0 0 0 2000 15.49 0.85 33.71 0| 0 0 0 2400 11.06 0.72 31.60 0| 0 0 0 3200 7.67 0.59 30.10 0| 0 0 0 4000 5.24 0.46 29.10 0| 0 0 0 4800 2.97 0.31 28.29 0| 0 0 0 6000 1.28 0.16 28.19 0| 0 0 0 8000 0.44 0.06 30.52 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 30.32 Underlying Price 38.800 Time to expiry: 1684 Days Sep 14 15.03 0.84 33.69 0| 0 0 0 2400 10.86 0.72 31.59 0| 0 0 0 3200 7.68 0.59 30.10 0| 0 0 0 4000 5.33 0.47 29.10 0| 0 0 0 4800 3.14 0.32 28.29 0| 0 0 0 6000 1.44 0.17 28.19 0| 0 0 0 8000 0.57 0.07 30.52 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 2| 2 5,592 +2 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 84 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 47.46 Underlying Price 38.800 Time to expiry: 39 Days Mar 10 0.01 0.00 85.00 0| 0 200 0 1896 0.04 -0.01 86.07 0| 0 0 0 2085 0.08 -0.02 83.04 0| 0 0 0 2275 0.19 -0.04 84.73 0| 0 30 0 2464 0.27 -0.06 78.90 0| 0 0 0 2654 0.38 -0.08 73.41 0| 0 0 0 2843 0.54 -0.11 68.00 0| 0 0 0 3033 0.74 -0.16 62.59 0| 0 0 0 3222 1.03 -0.22 57.34 0| 0 60 0 3412 1.45 -0.30 52.88 0| 0 150 0 3602 2.02 -0.41 47.99 0| 0 3 0 3791 2.54 -0.48 47.35 0| 2 2 +2 3900 2.96 -0.54 46.55 0| 0 6 0 3981 3.66 -0.62 45.53 0| 0 0 0 4100 5.00 4.15 -0.66 45.40 5.15 5.00 11| 0 125 0 4170 4.76 -0.71 44.79 0| 0 890 0 4258 5.06 -0.74 44.17 0| 0 100 0 4300 5.50 -0.77 43.17 0| 0 403 0 4360 6.64 -0.84 42.04 0| 0 0 0 4500 6.99 -0.88 39.10 0| 0 27 0 4549 7.48 -0.89 40.07 0| 0 0 0 4600 8.42 -0.91 40.95 0| 13,750 13,750 +13,750 4700 9.38 -0.93 42.47 0| 0 0 0 4800 10.61 -0.95 42.34 0| 0 2 0 4929 13.22 -1.00 33.50 0| 0 0 0 5200 14.44 -1.00 32.41 0| 10 15 0 5323 18.08 -1.00 29.68 0| 0 20 0 5687 21.86 -1.00 27.56 0| 0 905 0 6066 25.08 -1.00 26.31 0| 0 0 0 6388 32.17 -1.00 25.14 0| 0 90 0 7097 37.01 -1.00 25.48 0| 0 65 0 7582 41.03 -1.00 26.38 0| 0 0 0 7984 46.35 -1.00 28.35 0| 0 30 0 8517 49.90 -1.00 30.11 0| 0 21 0 8872 67.64 -1.00 43.42 0| 0 1 0 10647 Total 11| 13,762 16,895 +13,752 Indicative a-t-m Vol 40.77 Underlying Price 38.800 Time to expiry: 221 Days Sep 10 0.35 -0.04 60.00 0| 0 0 0 1896 0.52 -0.06 58.12 0| 0 500 0 2085 0.71 -0.08 56.03 0| 0 0 0 2275 1.24 -0.13 51.77 0| 0 50 0 2654 1.99 -0.21 47.80 0| 0 1,588 0 3033 2.44 -0.25 46.20 0| 0 0 0 3200 3.10 -0.30 44.25 0| 0 0 0 3412 3.79 -0.36 42.76 0| 0 0 0 3600 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.60 -0.42 41.27 0| 0 100 0 3791 5.67 -0.49 40.10 0| 0 0 0 4000 7.16 -0.58 38.56 0| 0 0 0 4258 8.07 -0.62 37.75 0| 0 266 0 4400 9.10 -0.67 37.22 0| 0 500 0 4549 10.99 -0.74 36.23 0| 0 0 0 4800 12.03 -0.77 35.85 0| 0 50 0 4929 15.40 -0.86 34.96 0| 0 0 0 5323 18.74 -0.91 34.54 0| 0 0 0 5687 22.33 -0.94 34.48 0| 0 150 0 6066 25.45 -0.96 34.69 0| 0 120 0 6388 32.41 -0.98 35.93 0| 0 140 0 7097 37.20 -0.99 37.32 0| 0 0 0 7582 41.19 -0.99 38.77 0| 0 0 0 7984 46.48 -0.99 41.04 0| 0 20 0 8517 67.63 -0.99 50.02 0| 0 2,500 0 10647 Total 0| 0 5,984 0 Indicative a-t-m Vol 39.45 Underlying Price 38.800 Time to expiry: 403 Days Mar 11 0.71 -0.06 53.60 0| 0 0 0 1896 0.95 -0.08 51.69 0| 0 0 0 2085 1.22 -0.10 49.94 0| 0 0 0 2275 1.95 -0.15 46.86 0| 0 0 0 2654 2.96 -0.22 44.24 0| 0 0 0 3033 4.26 -0.30 41.98 0| 0 0 0 3412 5.89 -0.40 40.02 0| 0 6 0 3791 6.91 -0.45 38.67 0| 0 0 0 4000 8.41 -0.51 37.94 0| 0 0 0 4258 10.23 -0.59 36.79 0| 0 40 0 4549 11.87 -0.65 35.44 0| 10 10 +10 4800 15.93 -0.76 34.21 0| 0 0 0 5323 22.28 -0.88 32.24 0| 0 0 0 6066 32.00 -0.95 32.17 0| 0 0 0 7097 36.68 -0.97 32.32 0| 0 0 0 7582 40.60 -0.97 32.63 0| 0 0 0 7984 66.76 -0.99 38.44 0| 0 1 0 10647 Total 0| 10 57 +10 Indicative a-t-m Vol 37.41 Underlying Price 38.800 Time to expiry: 585 Days Sep 11 1.18 -0.08 50.90 0| 0 0 0 1896 1.48 -0.10 48.87 0| 0 0 0 2085 1.82 -0.12 47.23 0| 0 0 0 2275 2.74 -0.18 44.55 0| 0 0 0 2654 3.93 -0.25 42.27 0| 0 0 0 3033 5.39 -0.32 40.23 0| 0 0 0 3412 7.07 -0.41 38.07 0| 0 0 0 3791 8.03 -0.46 36.52 0| 0 0 0 4000 9.41 -0.52 34.89 0| 0 0 0 4258 11.27 -0.58 34.04 0| 0 0 0 4549 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 86 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.03 -0.64 33.55 0| 0 0 0 4800 16.96 -0.74 32.07 0| 0 20 0 5323 23.28 -0.84 31.41 0| 0 0 0 6066 32.74 -0.92 31.55 0| 0 0 0 7097 41.17 -0.95 32.14 0| 0 0 0 7984 Total 0| 0 20 0 Indicative a-t-m Vol 33.69 Underlying Price 38.800 Time to expiry: 767 Days Mar 12 1.07 -0.08 43.76 0| 0 0 0 1896 1.63 -0.12 40.24 0| 0 0 0 2275 2.47 -0.17 37.89 0| 0 0 0 2654 3.69 -0.24 36.54 0| 0 0 0 3033 5.15 -0.31 35.09 0| 0 0 0 3412 6.91 -0.39 33.90 0| 0 0 0 3791 8.02 -0.44 33.41 0| 0 0 0 4000 9.66 -0.49 33.45 0| 0 0 0 4258 11.39 -0.55 32.40 0| 0 0 0 4549 13.01 -0.60 31.63 0| 0 0 0 4800 16.93 -0.69 31.22 0| 0 0 0 5323 31.93 -0.90 28.51 0| 0 0 0 7097 40.12 -0.95 27.78 0| 0 0 0 7984 48.52 -0.97 27.98 0| 0 250 0 8872 65.47 -0.99 28.44 0| 0 1 0 10647 Total 0| 0 251 0 Indicative a-t-m Vol 33.43 Underlying Price 38.800 Time to expiry: 956 Days Sep 12 1.08 -0.08 39.09 0| 0 0 0 1896 1.87 -0.13 37.59 0| 0 0 0 2275 4.29 -0.25 35.53 0| 0 0 0 3033 7.76 -0.39 33.62 0| 0 0 0 3791 8.88 -0.44 33.19 0| 0 0 0 4000 10.42 -0.48 32.70 0| 0 0 0 4258 13.99 -0.58 32.09 0| 0 0 0 4800 17.82 -0.66 31.64 0| 0 0 0 5323 32.65 -0.84 31.39 0| 0 2,000 0 7097 40.81 -0.88 32.17 0| 0 0 0 8000 Total 0| 0 2,000 0 Indicative a-t-m Vol 32.05 Underlying Price 38.800 Time to expiry: 1131 Days Mar 13 1.16 -0.08 37.26 0| 0 0 0 1896 1.96 -0.13 35.85 0| 0 0 0 2275 4.32 -0.25 33.65 0| 0 0 0 3033 7.78 -0.38 32.17 0| 0 0 0 3791 12.23 -0.52 31.16 0| 0 0 0 4549 20.46 -0.68 30.58 0| 0 0 0 5687 36.34 -0.84 30.76 0| 0 0 0 7582 Total 0| 0 0 0 Indicative a-t-m Vol 31.30 Underlying Price 38.800 Time to expiry: 1320 Days Sep 13 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 87 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.39 -0.09 36.17 0| 0 0 0 1896 2.27 -0.14 34.91 0| 0 0 0 2275 4.80 -0.26 32.87 0| 0 0 0 3033 8.39 -0.39 31.42 0| 0 0 0 3791 12.92 -0.52 30.44 0| 0 0 0 4549 21.05 -0.68 29.60 0| 0 0 0 5687 36.69 -0.84 29.35 0| 0 0 0 7582 Total 0| 0 0 0 Indicative a-t-m Vol 30.33 Underlying Price 38.800 Time to expiry: 1502 Days Mar 14 1.69 -0.10 35.00 0| 0 0 0 2000 2.70 -0.15 33.71 0| 0 0 0 2400 5.51 -0.28 31.60 0| 0 0 0 3200 9.36 -0.41 30.10 0| 0 0 0 4000 14.17 -0.54 29.10 0| 0 0 0 4800 22.76 -0.69 28.29 0| 0 0 0 6000 39.17 -0.84 28.19 0| 0 0 0 8000 74.54 -0.94 30.52 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 30.32 Underlying Price 38.800 Time to expiry: 1684 Days Sep 14 3.03 -0.16 33.69 0| 0 0 0 2400 5.93 -0.28 31.59 0| 0 0 0 3200 9.81 -0.41 30.10 0| 0 0 0 4000 14.53 -0.53 29.10 0| 0 0 0 4800 22.93 -0.68 28.29 0| 0 0 0 6000 38.90 -0.83 28.19 0| 0 0 0 8000 73.35 -0.93 30.52 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 11| 13,772 25,207 +13,762 Grand Total 13| 13,774 30,799 +13,764 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 88 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 20.63 Underlying Price 38.770 Time to expiry: 11 Days Feb 10 8.78 1.00 33.00 0| 0 0 0 3000 6.78 1.00 29.89 0| 0 0 0 3200 4.78 1.00 25.16 0| 0 0 0 3400 2.80 0.97 22.00 0| 0 0 0 3600 1.86 0.89 21.57 0| 0 0 0 3700 1.06 0.71 21.11 0| 0 0 0 3800 0.47 0.45 20.48 0| 0 0 0 3900 0.15 0.20 19.87 0| 0 5 0 4000 0.04 0.07 20.09 0| 0 0 0 4100 0.01 0.02 20.59 0| 0 35 0 4200 0.01 0.00 21.99 0| 0 0 0 4300 0.01 0.00 23.10 0| 0 0 0 4400 0.01 0.00 27.41 0| 0 0 0 4600 0.01 0.00 33.00 0| 0 0 0 4800 Total 0| 0 40 0 Indicative a-t-m Vol 23.27 Underlying Price 38.770 Time to expiry: 39 Days Mar 10 16.79 1.00 63.46 0| 0 0 0 2200 14.80 1.00 55.33 0| 0 0 0 2400 10.80 0.99 40.88 0| 0 0 0 2800 6.84 0.97 31.02 0| 0 0 0 3200 4.91 0.93 27.87 0| 0 0 0 3400 3.12 0.82 25.52 0| 0 0 0 3600 2.28 0.74 23.48 0| 0 0 0 3700 1.66 0.62 24.04 0| 0 0 0 3800 0.96 1.09 0.49 23.04 0.96 0.96 7| 0 0 0 3900 0.76 0.68 0.36 22.82 0.76 0.76 200| 0 1,215 0 4000 0.40 0.24 22.49 0| 0 0 0 4100 0.22 0.15 22.53 0| 0 22 0 4200 0.11 0.09 22.43 0| 0 0 0 4300 0.06 0.05 22.44 0| 0 2,085 0 4400 0.01 0.01 22.90 0| 0 0 0 4600 0.01 0.00 23.76 0| 0 0 0 4800 0.01 0.00 31.57 0| 0 0 0 5600 0.01 0.00 40.11 0| 0 0 0 6400 Total 207| 0 3,322 0 Indicative a-t-m Vol 22.36 Underlying Price 38.770 Time to expiry: 67 Days Apr 10 6.90 0.96 27.00 0| 0 0 0 3200 5.03 0.90 24.96 0| 0 0 0 3400 3.33 0.79 23.56 0| 0 0 0 3600 2.59 0.70 23.11 0| 0 0 0 3700 1.95 0.61 22.69 0| 0 0 0 3800 1.34 1.41 0.50 22.26 1.34 1.34 5| 0 0 0 3900 0.98 0.40 21.97 0| 0 50 0 4000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 89 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.61 0.66 0.30 21.85 0.61 0.61 2| 0 20 0 4100 0.42 0.21 21.53 0| 0 10 0 4200 0.16 0.10 21.55 0| 0 0 0 4400 0.05 0.04 21.21 0| 0 0 0 4600 0.01 0.01 21.00 0| 0 0 0 4800 Total 7| 0 80 0 Indicative a-t-m Vol 24.57 Underlying Price 38.770 Time to expiry: 130 Days Jun 10 18.84 1.00 36.00 0| 0 0 0 2000 16.85 1.00 33.74 0| 0 0 0 2200 14.87 1.00 31.84 0| 0 0 0 2400 10.93 0.98 28.88 0| 0 0 0 2800 7.19 0.90 26.76 0| 0 0 0 3200 5.50 0.83 26.02 0| 0 0 0 3400 4.00 0.72 25.27 0| 0 0 0 3600 2.75 0.59 24.69 0| 0 0 0 3800 1.78 0.45 24.37 0| 0 0 0 4000 1.06 0.32 23.64 0| 0 0 0 4200 0.61 0.21 23.46 0| 0 2 0 4400 0.18 0.08 23.42 0| 0 10 0 4800 0.01 0.01 23.15 0| 0 0 0 5600 0.01 0.00 23.36 0| 0 0 0 6000 0.01 0.00 23.70 0| 0 0 0 6400 0.01 0.00 26.00 0| 0 0 0 8000 Total 0| 0 12 0 Indicative a-t-m Vol 25.21 Underlying Price 38.770 Time to expiry: 221 Days Sep 10 15.02 0.98 33.00 0| 0 0 0 2400 11.21 0.94 29.64 0| 0 0 0 2800 7.70 0.85 27.35 0| 0 0 0 3200 4.74 0.69 25.89 0| 0 0 0 3600 3.57 0.59 25.43 0| 0 0 0 3800 2.58 0.49 24.86 0| 0 0 0 4000 1.80 0.39 24.42 0| 0 0 0 4200 1.22 0.29 23.97 0| 0 0 0 4400 0.53 0.15 23.75 0| 0 2 0 4800 0.07 0.03 23.15 0| 0 0 0 5600 0.01 0.00 23.00 0| 0 0 0 6400 Total 0| 0 2 0 Indicative a-t-m Vol 26.50 Underlying Price 38.770 Time to expiry: 312 Days Dec 10 19.07 0.98 37.00 0| 0 0 0 2000 15.39 0.94 37.56 0| 0 0 0 2400 11.88 0.89 35.09 0| 0 0 0 2800 8.60 0.80 31.73 0| 0 0 0 3200 5.68 0.67 28.45 0| 0 0 0 3600 4.42 0.60 27.00 0| 0 0 0 3800 3.33 0.51 25.71 0| 0 0 0 4000 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 90 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.42 0.42 24.61 0| 0 0 0 4200 1.70 0.34 23.71 0| 0 0 0 4400 0.78 0.19 22.52 0| 0 0 0 4800 0.17 0.05 22.53 0| 0 0 0 5600 0.10 0.03 23.75 0| 0 0 0 6000 0.08 0.02 25.55 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 27.18 Underlying Price 38.770 Time to expiry: 494 Days Jun 11 15.91 0.91 41.69 0| 0 0 0 2400 8.90 0.79 30.02 0| 0 0 0 3200 6.24 0.67 28.24 0| 0 0 0 3600 4.09 0.53 26.71 0| 0 0 0 4000 2.46 0.38 24.97 0| 0 0 0 4400 1.44 0.26 24.17 0| 0 0 0 4800 0.27 0.07 23.53 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 27.07 Underlying Price 38.770 Time to expiry: 676 Days Dec 11 16.24 0.90 40.00 0| 0 0 0 2400 9.28 0.78 28.25 0| 0 0 0 3200 4.99 0.54 26.85 0| 0 0 0 4000 3.45 0.43 25.90 0| 0 0 0 4400 2.34 0.33 25.24 0| 0 0 0 4800 0.64 0.12 24.02 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 214| 0 3,456 0 | Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 91 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 20.06 Underlying Price 38.770 Time to expiry: 11 Days Feb 10 0.01 0.00 33.00 0| 0 0 0 3000 0.01 0.00 32.00 0| 0 0 0 3200 0.01 0.00 27.08 0| 0 0 0 3400 0.03 -0.04 23.43 0| 0 9 0 3600 0.09 -0.12 22.23 0| 0 5 0 3700 0.24 -0.28 19.64 0| 0 234 0 3800 0.69 -0.56 20.19 0| 0 216 0 3900 1.37 -0.81 19.53 0| 0 1 0 4000 2.27 -0.93 20.46 0| 0 0 0 4100 3.24 -0.98 21.37 0| 0 0 0 4200 4.23 -1.00 22.74 0| 0 0 0 4300 5.23 -1.00 25.03 0| 0 0 0 4400 7.23 -1.00 31.87 0| 0 0 0 4600 9.23 -1.00 33.00 0| 0 0 0 4800 Total 0| 0 465 0 Indicative a-t-m Vol 22.94 Underlying Price 38.770 Time to expiry: 39 Days Mar 10 0.01 0.00 42.58 0| 0 0 0 2200 0.01 0.00 36.80 0| 0 0 0 2400 0.01 0.00 29.87 0| 0 23 0 2800 0.02 -0.01 26.83 0| 0 0 0 3200 0.07 -0.05 24.77 0| 0 5 0 3400 0.29 -0.17 24.49 0| 0 20 0 3600 0.48 -0.26 23.31 0| 0 0 0 3700 0.83 -0.38 23.39 0| 0 36 0 3800 1.28 -0.51 22.81 0| 0 220 0 3900 1.89 -0.64 22.88 0| 0 20 0 4000 2.61 -0.76 22.78 0| 0 0 0 4100 3.45 -0.84 23.40 0| 0 0 0 4200 4.34 -0.90 23.48 0| 0 0 0 4300 5.28 -0.95 23.83 0| 0 2 0 4400 7.24 -0.98 24.97 0| 0 0 0 4600 9.23 -1.00 24.39 0| 0 0 0 4800 17.23 -1.00 26.94 0| 0 0 0 5600 25.23 -1.00 30.00 0| 0 0 0 6400 Total 0| 0 326 0 Indicative a-t-m Vol 22.62 Underlying Price 38.770 Time to expiry: 67 Days Apr 10 0.11 -0.05 28.89 0| 0 0 0 3200 0.22 -0.10 25.59 0| 0 0 0 3400 0.53 -0.22 24.02 0| 0 0 0 3600 0.79 -0.30 23.55 0| 0 0 0 3700 1.14 -0.40 23.02 0| 0 10 0 3800 1.60 -0.50 22.50 0| 0 0 0 3900 2.18 -0.60 22.44 0| 0 0 0 4000 2.86 -0.70 22.34 0| 0 0 0 4100 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.63 -0.78 22.36 0| 0 0 0 4200 5.37 -0.90 22.40 0| 0 0 0 4400 7.25 -0.97 21.75 0| 0 0 0 4600 9.23 -1.00 21.00 0| 0 0 0 4800 Total 0| 0 10 0 Indicative a-t-m Vol 24.79 Underlying Price 38.770 Time to expiry: 130 Days Jun 10 0.01 0.00 36.00 0| 0 0 0 2000 0.01 0.00 34.21 0| 0 0 0 2200 0.01 0.00 32.57 0| 0 0 0 2400 0.07 -0.03 29.85 0| 0 0 0 2800 0.38 -0.11 28.59 0| 0 36 0 3200 0.67 -0.18 27.13 0| 0 52 0 3400 1.14 -0.28 25.79 0| 0 0 0 3600 1.87 -0.41 24.93 0| 0 141 0 3800 2.90 -0.55 24.57 0| 0 2 0 4000 4.24 -0.68 24.61 0| 0 0 0 4200 5.76 -0.79 24.14 0| 0 2 0 4400 9.34 -0.93 24.50 0| 0 0 0 4800 17.23 -1.00 23.41 0| 0 0 0 5600 21.23 -1.00 23.53 0| 0 0 0 6000 25.23 -1.00 23.81 0| 0 0 0 6400 41.23 -1.00 26.00 0| 0 0 0 8000 Total 0| 0 233 0 Indicative a-t-m Vol 25.62 Underlying Price 38.770 Time to expiry: 221 Days Sep 10 0.12 -0.03 34.91 0| 0 0 0 2400 0.33 -0.07 31.44 0| 0 0 0 2800 0.80 -0.16 28.61 0| 0 0 0 3200 1.82 -0.31 26.70 0| 0 0 0 3600 2.58 2.60 -0.41 25.75 2.58 2.58 2| 0 0 0 3800 3.63 -0.51 25.41 0| 0 0 0 4000 4.87 -0.62 25.18 0| 0 0 0 4200 6.30 -0.71 24.93 0| 0 0 0 4400 9.62 -0.85 24.83 0| 0 0 0 4800 17.23 -0.99 24.48 0| 0 0 0 5600 25.23 -1.00 25.00 0| 0 0 0 6400 Total 2| 0 0 0 Indicative a-t-m Vol 25.86 Underlying Price 38.770 Time to expiry: 312 Days Dec 10 0.05 -0.01 34.00 0| 0 0 0 2000 0.20 -0.04 32.82 0| 0 0 0 2400 0.53 -0.09 30.54 0| 0 0 0 2800 1.16 -0.18 28.29 0| 0 0 0 3200 2.35 -0.32 26.88 0| 0 0 0 3600 3.14 -0.41 26.02 0| 0 0 0 3800 4.16 -0.49 25.60 0| 0 0 0 4000 5.32 -0.58 24.99 0| 0 0 0 4200 6.77 -0.66 25.35 0| 0 0 0 4400 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.01 -0.78 25.98 0| 0 0 0 4800 17.44 -0.91 29.11 0| 0 0 0 5600 21.36 -0.94 31.22 0| 0 0 0 6000 25.32 -0.95 34.03 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 27.01 Underlying Price 38.770 Time to expiry: 494 Days Jun 11 0.90 -0.10 37.09 0| 0 0 0 2400 2.21 -0.24 29.17 0| 0 0 0 3200 3.68 -0.37 27.74 0| 0 0 0 3600 5.68 -0.50 26.68 0| 0 0 0 4000 8.19 -0.63 25.60 0| 0 0 0 4400 11.16 -0.75 24.80 0| 0 0 0 4800 21.85 -0.94 24.16 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 27.59 Underlying Price 38.770 Time to expiry: 676 Days Dec 11 0.92 -0.10 32.63 0| 0 0 0 2400 2.82 -0.25 29.56 0| 0 0 0 3200 6.35 -0.47 27.23 0| 0 0 0 4000 8.78 -0.59 26.28 0| 0 0 0 4400 11.64 -0.69 25.62 0| 0 0 0 4800 21.90 -0.90 24.61 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 2| 0 1,034 0 Grand Total 216| 0 4,490 0 Equity Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 94 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sodexo SA European (SW2) Indicative a-t-m Vol 23.27 Underlying Price 38.770 Time to expiry: 39 Days Mar 10 16.79 1.00 63.46 0| 0 0 0 2200 14.80 1.00 55.33 0| 0 0 0 2400 10.80 0.99 40.88 0| 0 0 0 2800 6.84 0.97 31.02 0| 0 780 0 3200 4.91 0.93 27.87 0| 0 750 0 3400 3.12 0.82 25.52 0| 0 620 0 3600 2.28 0.74 23.48 0| 0 0 0 3700 1.66 0.62 24.04 0| 0 290 0 3800 1.09 0.49 23.04 0| 0 0 0 3900 0.68 0.36 22.82 0| 0 225 0 4000 0.40 0.24 22.49 0| 0 200 0 4100 0.22