Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | CAC 40 Index Option* (10 Euro) (PXA) Indicative a-t-m Vol 18.18 Underlying Price 3913.50 Time to expiry: 22 Days Jan 10 913.63 1.00 39.75 0| 0 0 0 3000 714.57 0.99 35.43 0| 0 0 0 3200 615.40 0.98 32.83 0| 0 0 0 3300 516.54 0.97 29.85 0| 0 25 0 3400 419.12 0.95 27.56 0| 0 19 0 3500 370.62 0.94 26.00 0| 0 35 0 3550 323.01 0.92 24.71 0| 0 40 0 3600 275.72 0.89 23.13 0| 0 311 0 3650 230.44 0.85 22.01 0| 0 295 0 3700 187.15 0.80 20.94 0| 0 420 0 3750 166.97 0.77 20.59 0| 0 0 0 3775 147.36 0.73 20.16 0| 0 2,450 0 3800 128.53 0.69 19.69 0| 0 1 0 3825 111.90 110.72 0.64 19.23 111.90 111.90 4| 109 2,052 -4 3850 94.10 0.59 18.79 0| 51 165 +35 3875 78.81 0.54 18.38 0| 22 1,748 +8 3900 65.03 0.48 18.00 0| 153 150 +150 3925 55.50 52.75 0.43 17.65 55.50 55.50 1| 32 1,002 -8 3950 34.00 32.65 0.31 16.97 34.20 33.50 12| 242 2,007 -382 4000 18.66 0.21 16.43 0| 56 374 +56 4050 10.50 9.79 0.13 15.99 11.10 10.50 125| 835 3,933 +510 4100 2.15 0.04 15.48 0| 409 8,701 +171 4200 Total 142| 1,909 23,728 +536 Indicative a-t-m Vol 20.92 Underlying Price 3914.50 Time to expiry: 57 Days Feb 10 533.69 0.91 27.86 0| 0 0 0 3400 443.16 0.87 26.51 0| 0 2 0 3500 356.43 0.81 25.10 0| 0 0 0 3600 315.10 0.78 24.42 0| 0 0 0 3650 275.07 0.74 23.67 0| 0 30 0 3700 237.15 0.70 22.99 0| 0 205 0 3750 201.50 0.65 22.32 0| 0 90 0 3800 168.45 0.59 21.69 0| 0 63 0 3850 140.00 138.16 0.53 21.07 140.00 140.00 1| 6 96 -4 3900 111.23 0.47 20.52 0| 0 0 0 3950 86.38 0.41 19.80 0| 10 208 +10 4000 49.73 0.28 18.92 0| 5 339 +5 4100 26.50 25.35 0.17 18.06 26.50 26.50 1| 150 546 +119 4200 Total 2| 171 1,579 +130 Indicative a-t-m Vol 21.98 Underlying Price 3915.50 Time to expiry: 85 Days Mar 10 2311.74 1.00 58.00 0| 0 0 0 1600 1913.51 1.00 54.17 0| 0 500 0 2000 1714.88 0.99 50.56 0| 0 0 0 2200 1516.66 0.99 46.57 0| 0 147 0 2400 Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1319.08 0.98 42.51 0| 0 299 0 2600 1122.62 0.97 38.56 0| 0 409 0 2800 1025.06 0.96 36.67 0| 0 0 0 2900 928.19 0.95 34.84 0| 0 994 0 3000 832.26 0.94 33.09 0| 0 1,372 0 3100 737.61 0.92 31.42 0| 0 1,533 0 3200 644.73 0.89 29.83 0| 0 232 0 3300 554.26 0.86 28.34 0| 0 1,388 0 3400 467.36 0.82 26.98 0| 0 468 0 3500 384.24 0.77 25.61 0| 0 547 0 3600 307.43 0.70 24.44 0| 13 1,238 0 3700 271.18 0.67 23.82 0| 0 52 0 3750 236.85 0.63 23.23 0| 14 4,650 +14 3800 204.87 0.58 22.68 0| 0 27 0 3850 175.00 0.54 22.14 0| 1 3,740 0 3900 147.68 0.49 21.62 0| 0 0 0 3950 122.40 123.80 0.44 21.25 122.40 122.40 1| 50 2,810 -50 4000 79.80 82.55 0.34 20.38 80.20 79.80 100| 81 1,348 +1 4100 51.66 0.25 19.61 0| 25 661 0 4200 28.90 30.00 0.16 18.89 29.00 28.90 S 80| 572 5,655 -464 4300 16.00 16.32 0.10 18.31 16.00 16.00 14| 3 4,372 -2 4400 8.38 0.06 17.88 0| 2 1,304 +2 4500 3.81 0.03 17.35 0| 1,080 6,469 -974 4600 1.66 0.01 16.99 0| 0 309 0 4700 0.68 0.01 16.71 0| 0 121 0 4800 0.27 0.00 16.51 0| 0 312 0 4900 0.10 0.00 16.38 0| 0 212 0 5000 0.04 0.00 16.32 0| 0 71 0 5100 0.02 0.00 16.34 0| 0 45 0 5200 0.01 0.00 16.43 0| 0 0 0 5300 0.01 0.00 16.58 0| 0 0 0 5400 0.01 0.00 16.80 0| 0 0 0 5500 0.01 0.00 17.08 0| 0 0 0 5600 0.01 0.00 17.43 0| 0 0 0 5700 0.01 0.00 17.84 0| 0 0 0 5800 0.01 0.00 18.30 0| 0 0 0 5900 0.01 0.00 18.83 0| 0 0 0 6000 0.01 0.00 19.41 0| 0 0 0 6100 0.01 0.00 20.05 0| 0 0 0 6200 0.01 0.00 20.74 0| 0 0 0 6300 0.01 0.00 21.49 0| 0 0 0 6400 0.01 0.00 22.28 0| 0 0 0 6500 0.01 0.00 23.12 0| 0 0 0 6600 0.01 0.00 24.01 0| 0 0 0 6700 Total 195| 1,841 41,285 -1,473 Indicative a-t-m Vol 23.80 Underlying Price 3817.50 Time to expiry: 176 Days Jun 10 2209.09 1.00 51.40 0| 0 0 0 1600 Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1816.56 0.98 46.67 0| 0 0 0 2000 1621.91 0.98 43.73 0| 0 0 0 2200 1428.80 0.96 40.72 0| 0 4 0 2400 1237.98 0.94 37.77 0| 0 7 0 2600 1050.59 0.92 34.95 0| 0 1,140 0 2800 865.74 0.88 31.79 0| 0 534 0 3000 694.99 0.83 30.00 0| 0 1,086 0 3200 532.94 0.76 27.84 0| 0 1,096 0 3400 457.46 0.71 26.81 0| 0 1,184 0 3500 386.44 0.66 25.81 0| 0 900 0 3600 326.10 320.77 0.61 24.87 326.10 326.10 21| 0 402 0 3700 260.67 0.54 23.95 0| 10 5,404 -10 3800 207.13 0.48 23.08 0| 0 204 0 3900 157.60 160.64 0.41 22.29 157.60 157.60 43| 2 3,485 -1 4000 118.10 117.47 0.34 21.17 118.10 118.00 50| 0 214 0 4100 85.35 0.27 20.48 0| 23 411 +22 4200 60.17 0.21 19.87 0| 0 63 0 4300 41.03 0.16 19.32 0| 0 107 0 4400 27.22 0.12 18.86 0| 0 106 0 4500 17.60 0.08 18.47 0| 0 65 0 4600 11.08 0.06 18.14 0| 0 88 0 4700 6.84 0.04 17.88 0| 0 43 0 4800 4.80 4.18 0.02 17.68 4.80 4.80 35| 0 159 0 4900 2.01 0.01 17.01 0| 0 1 0 5000 1.07 0.01 16.73 0| 0 22 0 5100 0.55 0.00 16.48 0| 0 1,250 0 5200 0.28 0.00 16.28 0| 0 0 0 5300 0.14 0.00 16.11 0| 0 0 0 5400 0.07 0.00 15.97 0| 0 0 0 5500 0.03 0.00 15.87 0| 0 0 0 5600 0.02 0.00 15.81 0| 0 0 0 5700 0.01 0.00 15.77 0| 0 0 0 5800 0.01 0.00 15.77 0| 0 0 0 5900 0.01 0.00 15.80 0| 0 0 0 6000 0.01 0.00 15.86 0| 0 0 0 6100 0.01 0.00 15.95 0| 0 0 0 6200 0.01 0.00 16.07 0| 0 0 0 6300 0.01 0.00 16.21 0| 0 0 0 6400 0.01 0.00 16.39 0| 0 0 0 6500 0.01 0.00 16.58 0| 0 0 0 6600 0.01 0.00 16.80 0| 0 0 0 6700 Total 149| 35 17,975 +11 Indicative a-t-m Vol 24.65 Underlying Price 3811.00 Time to expiry: 267 Days Sep 10 2194.85 1.00 41.00 0| 0 0 0 1600 1809.19 0.98 41.31 0| 0 0 0 2000 1619.07 0.96 39.52 0| 0 0 0 2200 1431.84 0.94 37.56 0| 0 0 0 2400 Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1248.33 0.92 35.55 0| 0 20 0 2600 1069.13 0.89 33.44 0| 0 60 0 2800 906.54 0.84 32.72 0| 0 146 0 3000 736.13 0.79 29.90 0| 0 170 0 3200 583.44 0.72 28.04 0| 0 448 0 3400 444.68 0.64 26.29 0| 0 553 0 3600 381.84 0.60 25.48 0| 0 0 0 3700 323.98 0.55 24.73 0| 0 1,868 0 3800 271.00 0.50 24.00 0| 0 0 0 3900 222.87 0.44 23.27 0| 0 261 0 4000 143.10 0.34 21.92 0| 0 137 0 4200 84.00 0.23 20.61 0| 0 80 0 4400 46.24 0.15 19.65 0| 0 0 0 4600 23.50 0.09 18.84 0| 0 841 0 4800 5.73 0.03 18.10 0| 0 0 0 5200 Total 0| 0 4,584 0 Indicative a-t-m Vol 25.07 Underlying Price 3795.50 Time to expiry: 358 Days Dec 10 2176.86 0.99 41.01 0| 0 0 0 1600 1799.60 0.96 40.10 0| 0 0 0 2000 1615.18 0.95 38.61 0| 0 17 0 2200 1433.86 0.92 36.83 0| 0 0 0 2400 1256.45 0.90 34.94 0| 0 500 0 2600 1083.34 0.86 32.93 0| 0 22 0 2800 918.36 0.82 31.16 0| 0 3,160 0 3000 762.40 0.77 29.49 0| 0 3,180 0 3200 617.46 0.70 27.91 0| 0 1,585 0 3400 485.54 0.63 26.43 0| 0 6,656 0 3600 368.84 0.55 25.04 0| 42 6,250 0 3800 269.56 0.46 23.78 0| 21 1,221 0 4000 226.86 0.41 23.20 0| 21 145 +21 4100 190.97 0.37 22.81 0| 113 3,617 +77 4200 158.18 0.33 22.36 0| 42 1,915 -42 4300 129.76 0.28 21.95 0| 21 5,486 0 4400 105.47 0.25 21.57 0| 10 202 +8 4500 84.97 0.21 21.23 0| 0 0 0 4600 67.91 0.18 20.92 0| 0 0 0 4700 53.88 0.15 20.65 0| 0 2,252 0 4800 42.48 0.12 20.41 0| 0 1,750 0 4900 33.34 0.10 20.21 0| 0 8,802 0 5000 26.07 0.08 20.04 0| 0 2,250 0 5100 20.34 0.07 19.91 0| 0 2,750 0 5200 15.87 0.05 19.80 0| 0 42 0 5300 12.41 0.04 19.73 0| 0 1,500 0 5400 9.73 0.04 19.69 0| 0 2,708 0 5500 7.66 0.03 19.68 0| 0 4,000 0 5600 6.08 0.02 19.69 0| 0 1,125 0 5700 4.86 0.02 19.74 0| 0 0 0 5800 Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.93 0.02 19.81 0| 0 0 0 5900 3.21 0.01 19.91 0| 0 14,550 0 6000 2.66 0.01 20.04 0| 0 0 0 6100 2.23 0.01 20.19 0| 0 0 0 6200 1.90 0.01 20.36 0| 0 0 0 6300 1.64 0.01 20.57 0| 0 0 0 6400 1.43 0.01 20.79 0| 0 0 0 6500 1.28 0.01 21.04 0| 0 0 0 6600 1.15 0.00 21.31 0| 0 0 0 6700 1.06 0.00 21.61 0| 0 0 0 6800 0.87 0.00 23.00 0| 0 0 0 7200 Total 0| 270 75,685 +64 Indicative a-t-m Vol 25.45 Underlying Price 3804.50 Time to expiry: 449 Days Mar 11 1797.83 0.97 35.00 0| 0 0 0 2000 1446.39 0.92 34.63 0| 0 0 0 2400 1277.67 0.89 33.63 0| 0 0 0 2600 1114.91 0.85 32.45 0| 0 25 0 2800 955.93 0.81 30.91 0| 0 0 0 3000 805.97 0.76 29.45 0| 0 0 0 3200 668.64 0.70 28.23 0| 0 21 0 3400 538.48 0.63 26.76 0| 0 21 0 3600 423.17 0.56 25.47 0| 0 584 0 3800 322.83 0.48 24.28 0| 0 84 0 4000 238.49 0.40 23.21 0| 0 0 0 4200 170.25 0.32 22.25 0| 0 111 0 4400 78.71 0.19 20.72 0| 0 21 0 4800 Total 0| 0 867 0 Indicative a-t-m Vol 25.83 Underlying Price 3725.50 Time to expiry: 540 Days Jun 11 1717.86 0.96 33.00 0| 0 0 0 2000 1384.34 0.90 33.71 0| 0 0 0 2400 1070.43 0.82 31.94 0| 0 0 0 2800 919.42 0.78 30.50 0| 0 0 0 3000 775.87 0.73 29.03 0| 0 0 0 3200 645.49 0.67 27.82 0| 0 0 0 3400 526.35 0.61 26.65 0| 0 500 0 3600 416.14 0.54 25.33 0| 0 0 0 3800 322.70 0.46 24.27 0| 0 140 0 4000 244.10 0.39 23.33 0| 0 0 0 4200 181.61 0.32 22.60 0| 0 69 0 4400 96.11 0.20 21.55 0| 0 954 0 4800 Total 0| 0 1,663 0 Indicative a-t-m Vol 26.02 Underlying Price 3727.50 Time to expiry: 631 Days Sep 11 1095.70 0.81 31.92 0| 0 0 0 2800 809.07 0.72 29.13 0| 0 0 0 3200 680.30 0.67 27.89 0| 0 0 0 3400 Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 562.75 0.61 26.74 0| 0 0 0 3600 455.90 0.54 25.61 0| 0 0 0 3800 364.63 0.48 24.71 0| 0 0 0 4000 278.31 0.41 23.47 0| 0 0 0 4200 212.88 0.34 22.73 0| 0 0 0 4400 113.21 0.22 21.19 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 26.21 Underlying Price 3722.00 Time to expiry: 722 Days Dec 11 2079.57 0.97 37.00 0| 0 0 0 1600 1739.19 0.93 36.51 0| 0 0 0 2000 1576.56 0.90 35.72 0| 0 0 0 2200 1416.42 0.87 34.48 0| 0 0 0 2400 1110.28 0.81 31.73 0| 0 350 0 2800 832.15 0.72 29.12 0| 0 50 0 3200 592.10 0.61 26.86 0| 0 4,388 0 3600 487.24 0.55 25.79 0| 0 0 0 3800 397.85 0.49 24.99 0| 0 3,650 0 4000 310.94 0.42 23.80 0| 0 0 0 4200 244.03 0.36 23.08 0| 0 500 0 4400 140.32 0.25 21.68 0| 0 0 0 4800 120.85 0.22 21.38 0| 0 3 0 4900 103.65 0.20 21.09 0| 0 2,001 0 5000 88.57 0.18 20.83 0| 0 0 0 5100 75.41 0.16 20.59 0| 0 0 0 5200 64.00 0.14 20.36 0| 0 0 0 5300 54.16 0.12 20.15 0| 0 0 0 5400 45.73 0.11 19.96 0| 0 2 0 5500 38.53 0.09 19.78 0| 0 0 0 5600 32.42 0.08 19.62 0| 0 0 0 5700 27.25 0.07 19.48 0| 0 0 0 5800 22.89 0.06 19.35 0| 0 0 0 5900 19.24 0.05 19.24 0| 0 4,000 0 6000 16.18 0.04 19.14 0| 0 0 0 6100 13.62 0.04 19.06 0| 0 0 0 6200 11.49 0.03 19.00 0| 0 0 0 6300 9.71 0.03 18.94 0| 0 0 0 6400 8.24 0.02 18.91 0| 0 0 0 6500 7.01 0.02 18.88 0| 0 0 0 6600 5.99 0.02 18.87 0| 0 0 0 6700 5.15 0.02 18.87 0| 0 0 0 6800 2.95 0.01 19.00 0| 0 0 0 7200 Total 0| 0 14,944 0 Indicative a-t-m Vol 25.07 Underlying Price 3705.50 Time to expiry: 1093 Days Dec 12 2187.87 0.91 54.72 0| 0 0 0 1600 1861.13 0.88 47.08 0| 0 0 0 2000 1717.27 0.86 45.02 0| 0 0 0 2200 Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1553.87 0.83 41.56 0| 0 0 0 2400 1249.67 0.78 36.25 0| 0 0 0 2800 940.67 0.71 30.59 0| 0 2,250 0 3200 669.09 0.61 26.29 0| 0 1,000 0 3600 410.15 0.49 21.61 0| 0 500 0 4000 230.97 0.36 18.74 0| 0 7 0 4400 121.69 0.23 17.04 0| 0 0 0 4800 88.55 0.18 16.59 0| 0 500 0 5000 74.95 0.16 17.02 0| 0 0 0 5200 55.34 0.12 17.85 0| 0 0 0 5600 35.46 0.08 17.93 0| 0 0 0 6000 15.66 0.04 16.84 0| 0 0 0 6400 Total 0| 0 4,257 0 Indicative a-t-m Vol 25.99 Underlying Price 3718.50 Time to expiry: 1457 Days Dec 13 2290.41 0.90 62.76 0| 0 0 0 1600 1959.56 0.87 51.89 0| 0 0 0 2000 1655.75 0.83 44.71 0| 0 0 0 2400 1343.53 0.77 37.88 0| 0 0 0 2800 1059.58 0.71 32.79 0| 0 500 0 3200 765.31 0.63 27.22 0| 0 1,000 0 3600 516.95 0.53 23.05 0| 0 0 0 4000 330.80 0.42 20.27 0| 0 0 0 4400 210.39 0.31 18.79 0| 0 0 0 4800 Total 0| 0 1,500 0 Indicative a-t-m Vol 26.25 Underlying Price 3685.50 Time to expiry: 1821 Days Dec 14 1016.04 0.71 29.98 0| 0 0 0 3200 794.41 0.63 27.13 0| 0 0 0 3600 550.81 0.54 23.00 0| 0 0 0 4000 370.85 0.44 20.41 0| 0 0 0 4400 250.67 0.34 19.02 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 488| 4,226 188,067 -732 | Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 8 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | CAC 40 Index Option* (10 Euro) (PXA) Indicative a-t-m Vol 18.18 Underlying Price 3913.50 Time to expiry: 22 Days Jan 10 0.80 0.41 0.00 39.75 0.80 0.80 200| 55 1,832 +50 3000 1.28 -0.01 35.43 0| 80 3,186 +72 3200 2.00 2.08 -0.02 32.83 2.00 2.00 50| 57 5,612 -4 3300 3.00 3.20 -0.03 29.85 3.00 3.00 10| 63 5,740 +21 3400 5.75 -0.05 27.56 0| 543 2,406 +412 3500 6.50 7.23 -0.06 26.00 6.80 6.40 84| 425 701 +124 3550 9.00 9.60 -0.08 24.71 9.00 8.60 16| 181 1,288 +87 3600 11.80 12.30 -0.11 23.13 11.80 11.80 20| 410 2,794 +257 3650 17.00 17.00 -0.15 22.01 17.00 17.00 10| 155 3,728 +126 3700 23.00 23.70 -0.20 20.94 23.00 23.00 20| 78 273 -42 3750 28.52 -0.23 20.59 0| 0 47 0 3775 33.50 33.89 -0.27 20.16 33.50 32.80 17| 102 1,361 +61 3800 40.05 -0.31 19.69 0| 67 119 +67 3825 45.70 47.24 -0.36 19.23 46.60 45.70 S 3| 142 1,151 -72 3850 55.61 -0.41 18.79 0| 0 133 0 3875 64.70 65.32 -0.46 18.38 65.10 62.80 8| 60 685 +52 3900 76.53 -0.52 18.00 0| 171 171 +171 3925 89.24 -0.57 17.65 0| 62 153 +30 3950 114.00 119.12 -0.69 16.97 114.00 114.00 50| 121 136 +92 4000 155.11 -0.79 16.43 0| 30 30 +30 4050 196.24 -0.87 15.99 0| 0 25 0 4100 288.56 -0.96 15.48 0| 0 0 0 4200 Total 488| 2,802 31,571 +1,534 Indicative a-t-m Vol 20.92 Underlying Price 3914.50 Time to expiry: 57 Days Feb 10 19.66 -0.09 27.86 0| 128 472 +96 3400 29.04 -0.13 26.51 0| 17 275 +15 3500 42.22 -0.19 25.10 0| 4 144 +3 3600 50.84 -0.22 24.42 0| 0 62 0 3650 60.77 -0.26 23.67 0| 1 5 0 3700 72.80 -0.30 22.99 0| 0 158 0 3750 87.10 -0.35 22.32 0| 0 213 0 3800 104.01 -0.41 21.69 0| 0 200 0 3850 123.68 -0.47 21.07 0| 0 42 0 3900 146.70 -0.53 20.52 0| 10 10 +10 3950 171.80 -0.59 19.80 0| 1 32 0 4000 235.06 -0.72 18.92 0| 0 2 0 4100 310.59 -0.83 18.06 0| 0 0 0 4200 Total 0| 161 1,615 +124 Indicative a-t-m Vol 21.98 Underlying Price 3915.50 Time to expiry: 85 Days Mar 10 0.14 0.00 58.00 0| 0 402 0 1600 0.90 1.23 0.00 54.17 0.90 0.90 10| 0 580 0 2000 1.50 2.26 -0.01 50.56 1.50 1.50 170| 50 457 +15 2200 2.90 3.71 -0.01 46.57 2.90 2.90 222| 0 1,536 0 2400 5.80 -0.02 42.51 0| 50 1,404 0 2600 Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.20 8.99 -0.03 38.56 8.20 8.20 8| 0 3,818 0 2800 11.27 -0.04 36.67 0| 103 326 +86 2900 14.23 -0.05 34.84 0| 111 2,136 -106 3000 17.00 18.13 -0.06 33.09 18.00 17.00 11| 955 4,869 +863 3100 23.31 -0.08 31.42 0| 4 4,550 0 3200 29.90 30.26 -0.11 29.83 29.90 S 29.90 S 2| 30 981 0 3300 40.00 39.63 -0.14 28.34 40.00 39.00 32| 41 537 +10 3400 52.55 -0.18 26.98 0| 12 3,842 +5 3500 69.27 -0.23 25.61 0| 26 2,694 +3 3600 92.29 -0.30 24.44 0| 134 2,291 +82 3700 101.00 105.96 -0.33 23.82 106.00 101.00 75| 0 0 0 3750 121.54 -0.37 23.23 0| 0 2,949 0 3800 139.48 -0.42 22.68 0| 0 26 0 3850 159.52 -0.46 22.14 0| 3 328 +1 3900 182.12 -0.51 21.62 0| 0 0 0 3950 208.16 -0.56 21.25 0| 0 278 0 4000 266.74 -0.66 20.38 0| 0 27 0 4100 335.68 -0.75 19.61 0| 0 99 0 4200 413.85 -0.84 18.89 0| 0 0 0 4300 500.01 -0.90 18.31 0| 0 20 0 4400 591.90 -0.94 17.88 0| 0 0 0 4500 687.16 -0.97 17.35 0| 0 0 0 4600 784.84 -0.99 16.99 0| 0 0 0 4700 883.69 -0.99 16.71 0| 0 0 0 4800 983.11 -1.00 16.51 0| 0 20 0 4900 1082.78 -1.00 16.38 0| 0 20 0 5000 1182.55 -1.00 16.32 0| 0 20 0 5100 1282.35 -1.00 16.34 0| 0 58 0 5200 1382.18 -1.00 16.43 0| 0 0 0 5300 1482.00 -1.00 16.58 0| 0 0 0 5400 1581.83 -1.00 16.80 0| 0 0 0 5500 1681.67 -1.00 17.08 0| 0 0 0 5600 1781.50 -1.00 17.43 0| 0 0 0 5700 1881.33 -1.00 17.84 0| 0 0 0 5800 1981.16 -1.00 18.30 0| 0 0 0 5900 2080.99 -1.00 18.83 0| 0 0 0 6000 2180.82 -1.00 19.41 0| 0 3 0 6100 2280.65 -1.00 20.05 0| 0 0 0 6200 2380.49 -1.00 20.74 0| 0 0 0 6300 2480.32 -1.00 21.49 0| 0 0 0 6400 2580.15 -1.00 22.28 0| 0 0 0 6500 2679.98 -1.00 23.12 0| 0 0 0 6600 2779.81 -1.00 24.01 0| 0 0 0 6700 Total 530| 1,519 34,271 +959 Indicative a-t-m Vol 23.80 Underlying Price 3817.50 Time to expiry: 176 Days Jun 10 1.80 2.16 0.00 51.40 1.80 1.80 50| 51 123 +31 1600 7.73 -0.02 46.67 0| 112 1,650 +92 2000 12.12 -0.02 43.73 0| 104 294 +40 2200 Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.06 -0.04 40.72 0| 50 361 +50 2400 26.28 -0.06 37.77 0| 0 2,264 0 2600 37.94 -0.08 34.95 0| 52 1,376 +2 2800 54.00 52.14 -0.12 31.79 54.00 54.00 1| 2 3,482 -2 3000 80.20 80.44 -0.17 30.00 80.20 80.00 99| 2 4,354 +1 3200 117.43 -0.24 27.84 0| 21 127 +20 3400 141.47 -0.29 26.81 0| 50 2,281 -65 3500 169.97 -0.34 25.81 0| 1 1,668 +1 3600 203.83 -0.39 24.87 0| 0 827 0 3700 243.26 -0.46 23.95 0| 0 3,609 0 3800 289.24 -0.52 23.08 0| 0 94 0 3900 342.27 -0.59 22.29 0| 0 183 0 4000 398.62 -0.66 21.17 0| 0 20 0 4100 466.03 -0.73 20.48 0| 0 22 0 4200 540.37 -0.79 19.87 0| 0 43 0 4300 620.75 -0.84 19.32 0| 0 40 0 4400 706.46 -0.88 18.86 0| 0 20 0 4500 796.37 -0.92 18.47 0| 0 0 0 4600 889.37 -0.94 18.14 0| 0 0 0 4700 984.65 -0.96 17.88 0| 0 10 0 4800 1081.51 -0.98 17.68 0| 0 0 0 4900 1178.87 -0.99 17.01 0| 0 0 0 5000 1277.45 -0.99 16.73 0| 0 0 0 5100 1376.46 -1.00 16.48 0| 0 5 0 5200 1475.71 -1.00 16.28 0| 0 0 0 5300 1575.09 -1.00 16.11 0| 0 0 0 5400 1674.54 -1.00 15.97 0| 0 0 0 5500 1774.03 -1.00 15.87 0| 0 0 0 5600 1873.54 -1.00 15.81 0| 0 0 0 5700 1973.05 -1.00 15.77 0| 0 0 0 5800 2072.57 -1.00 15.77 0| 0 0 0 5900 2172.09 -1.00 15.80 0| 0 0 0 6000 2271.61 -1.00 15.86 0| 0 0 0 6100 2371.14 -1.00 15.95 0| 0 0 0 6200 2470.66 -1.00 16.07 0| 0 0 0 6300 2570.18 -1.00 16.21 0| 0 0 0 6400 2669.70 -1.00 16.39 0| 0 0 0 6500 2769.23 -1.00 16.58 0| 0 0 0 6600 2868.75 -1.00 16.80 0| 0 0 0 6700 Total 150| 445 22,853 +170 Indicative a-t-m Vol 24.65 Underlying Price 3811.00 Time to expiry: 267 Days Sep 10 1.87 0.00 41.00 0| 0 0 0 1600 12.95 -0.02 41.31 0| 0 360 0 2000 21.20 -0.04 39.52 0| 0 23 0 2200 32.34 -0.06 37.56 0| 0 53 0 2400 47.20 -0.08 35.55 0| 0 115 0 2600 66.37 -0.11 33.44 0| 1 139 +1 2800 102.15 -0.16 32.72 0| 0 299 0 3000 Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 11 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 130.11 -0.21 29.90 0| 60 892 +60 3200 175.79 -0.28 28.04 0| 6 386 +6 3400 235.40 -0.36 26.29 0| 0 193 0 3600 271.75 -0.40 25.48 0| 40 40 +40 3700 313.07 -0.45 24.73 0| 1,000 1,659 +990 3800 359.27 -0.50 24.00 0| 0 0 0 3900 410.33 -0.56 23.27 0| 0 38 0 4000 528.93 -0.66 21.92 0| 0 2 0 4200 668.20 -0.77 20.61 0| 0 41 0 4400 828.81 -0.85 19.65 0| 0 0 0 4600 1004.44 -0.91 18.84 0| 0 0 0 4800 1383.41 -0.97 18.10 0| 0 0 0 5200 Total 0| 1,107 4,240 +1,097 Indicative a-t-m Vol 25.07 Underlying Price 3795.50 Time to expiry: 358 Days Dec 10 5.90 -0.01 41.01 0| 0 26 0 1600 24.18 -0.04 40.10 0| 0 210 0 2000 37.51 -0.05 38.61 0| 0 1,100 0 2200 53.96 -0.08 36.83 0| 2 72 0 2400 74.31 -0.10 34.94 0| 0 1,527 0 2600 98.97 -0.14 32.93 0| 21 11,834 0 2800 131.76 -0.18 31.16 0| 0 4,014 0 3000 173.56 -0.23 29.49 0| 1 4,376 -1 3200 226.38 -0.30 27.91 0| 168 1,694 +168 3400 292.23 -0.37 26.43 0| 21 10,834 +21 3600 373.29 -0.45 25.04 0| 1,021 8,100 +799 3800 471.77 -0.54 23.78 0| 300 1,471 +271 4000 527.96 -0.59 23.20 0| 22 22 +22 4100 590.95 -0.63 22.81 0| 0 875 0 4200 657.04 -0.67 22.36 0| 0 0 0 4300 727.51 -0.72 21.95 0| 0 3,800 0 4400 802.09 -0.75 21.57 0| 0 0 0 4500 880.48 -0.79 21.23 0| 0 0 0 4600 962.29 -0.82 20.92 0| 0 0 0 4700 1047.15 -0.85 20.65 0| 0 2,263 0 4800 1134.64 -0.88 20.41 0| 0 1,750 0 4900 1224.37 -0.90 20.21 0| 0 8,300 0 5000 1315.98 -0.92 20.04 0| 0 2,250 0 5100 1409.14 -0.93 19.91 0| 0 2,750 0 5200 1503.56 -0.95 19.80 0| 0 0 0 5300 1598.97 -0.96 19.73 0| 0 2,500 0 5400 1695.17 -0.96 19.69 0| 0 2,750 0 5500 1791.99 -0.97 19.68 0| 0 4,000 0 5600 1889.29 -0.98 19.69 0| 0 1,000 0 5700 1986.96 -0.98 19.74 0| 0 0 0 5800 2084.90 -0.98 19.81 0| 0 0 0 5900 2183.07 -0.99 19.91 0| 0 13,550 0 6000 2281.40 -0.99 20.04 0| 0 2,500 0 6100 2379.85 -0.99 20.19 0| 0 0 0 6200 Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2478.40 -0.99 20.36 0| 0 0 0 6300 2577.02 -0.99 20.57 0| 0 0 0 6400 2675.70 -0.99 20.79 0| 0 0 0 6500 2774.42 -0.99 21.04 0| 0 0 0 6600 2873.18 -1.00 21.31 0| 0 0 0 6700 2971.97 -1.00 21.61 0| 0 0 0 6800 3367.31 -1.00 23.00 0| 0 0 0 7200 Total 0| 1,556 93,568 +1,280 Indicative a-t-m Vol 25.45 Underlying Price 3804.50 Time to expiry: 449 Days Mar 11 21.24 -0.03 35.00 0| 0 1 0 2000 63.61 -0.08 34.63 0| 0 0 0 2400 91.80 -0.11 33.63 0| 0 1 0 2600 125.95 -0.15 32.45 0| 0 27 0 2800 163.87 -0.19 30.91 0| 0 52 0 3000 210.82 -0.24 29.45 0| 0 0 0 3200 270.39 -0.30 28.23 0| 0 0 0 3400 337.14 -0.37 26.76 0| 0 27 0 3600 418.74 -0.44 25.47 0| 0 0 0 3800 515.31 -0.52 24.28 0| 0 0 0 4000 627.88 -0.60 23.21 0| 0 0 0 4200 756.54 -0.68 22.25 0| 0 0 0 4400 1058.81 -0.81 20.72 0| 0 0 0 4800 Total 0| 0 108 0 Indicative a-t-m Vol 25.83 Underlying Price 3725.50 Time to expiry: 540 Days Jun 11 27.76 -0.04 33.00 0| 0 0 0 2000 86.03 -0.10 33.71 0| 0 0 0 2400 163.92 -0.18 31.94 0| 0 0 0 2800 208.80 -0.22 30.50 0| 0 0 0 3000 261.15 -0.27 29.03 0| 0 0 0 3200 326.67 -0.33 27.82 0| 0 0 0 3400 403.42 -0.39 26.65 0| 0 1,000 0 3600 489.12 -0.46 25.33 0| 0 0 0 3800 591.57 -0.54 24.27 0| 0 0 0 4000 708.87 -0.61 23.33 0| 0 0 0 4200 842.27 -0.68 22.60 0| 0 0 0 4400 1148.57 -0.80 21.55 0| 0 0 0 4800 Total 0| 0 1,000 0 Indicative a-t-m Vol 26.02 Underlying Price 3727.50 Time to expiry: 631 Days Sep 11 192.50 -0.19 31.92 0| 0 0 0 2800 295.38 -0.28 29.13 0| 0 0 0 3200 361.37 -0.33 27.89 0| 0 0 0 3400 438.59 -0.39 26.74 0| 0 0 0 3600 526.51 -0.46 25.61 0| 0 0 0 3800 629.99 -0.52 24.71 0| 0 0 0 4000 738.43 -0.59 23.47 0| 0 0 0 4200 867.77 -0.66 22.73 0| 0 0 0 4400 Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1157.62 -0.78 21.19 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 26.21 Underlying Price 3722.00 Time to expiry: 722 Days Dec 11 26.50 -0.03 37.00 0| 0 0 0 1600 73.13 -0.07 36.51 0| 0 8 0 2000 104.00 -0.10 35.72 0| 0 30 0 2200 137.37 -0.13 34.48 0| 0 23 0 2400 218.23 -0.19 31.73 0| 0 392 0 2800 327.10 -0.28 29.12 0| 0 42 0 3200 474.06 -0.39 26.86 0| 0 4,613 0 3600 562.70 -0.45 25.79 0| 0 0 0 3800 666.82 -0.51 24.99 0| 0 3,650 0 4000 773.41 -0.58 23.80 0| 0 0 0 4200 900.01 -0.64 23.08 0| 0 0 0 4400 1183.30 -0.75 21.68 0| 0 0 0 4800 1260.58 -0.78 21.38 0| 0 0 0 4900 1340.14 -0.80 21.09 0| 0 2,000 0 5000 1421.80 -0.82 20.83 0| 0 0 0 5100 1505.40 -0.84 20.59 0| 0 0 0 5200 1590.74 -0.86 20.36 0| 0 0 0 5300 1677.65 -0.88 20.15 0| 0 0 0 5400 1765.97 -0.89 19.96 0| 0 0 0 5500 1855.52 -0.91 19.78 0| 0 0 0 5600 1946.16 -0.92 19.62 0| 0 0 0 5700 2037.74 -0.93 19.48 0| 0 0 0 5800 2130.14 -0.94 19.35 0| 0 0 0 5900 2223.24 -0.95 19.24 0| 0 4,000 0 6000 2316.93 -0.96 19.14 0| 0 0 0 6100 2411.12 -0.96 19.06 0| 0 0 0 6200 2505.74 -0.97 19.00 0| 0 0 0 6300 2600.72 -0.97 18.94 0| 0 0 0 6400 2696.00 -0.98 18.91 0| 0 0 0 6500 2791.52 -0.98 18.88 0| 0 0 0 6600 2887.25 -0.98 18.87 0| 0 0 0 6700 2983.16 -0.98 18.87 0| 0 0 0 6800 3367.96 -0.99 19.00 0| 0 0 0 7200 Total 0| 0 14,758 0 Indicative a-t-m Vol 25.07 Underlying Price 3705.50 Time to expiry: 1093 Days Dec 12 208.53 -0.09 54.72 0| 0 0 0 1600 257.82 -0.12 47.08 0| 0 700 0 2000 301.98 -0.14 45.02 0| 0 0 0 2200 326.59 -0.17 41.56 0| 0 0 0 2400 398.43 -0.22 36.25 0| 0 0 0 2800 465.46 -0.29 30.59 0| 0 2,250 0 3200 569.91 -0.39 26.29 0| 0 1,000 0 3600 687.00 -0.51 21.61 0| 0 500 0 4000 883.86 -0.64 18.74 0| 0 0 0 4400 Equity Index Options 15:17 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1150.61 -0.77 17.04 0| 0 0 0 4800 1305.48 -0.82 16.59 0| 0 500 0 5000 1479.90 -0.84 17.02 0| 0 0 0 5200 1836.32 -0.88 17.85 0| 0 0 0 5600 2192.47 -0.92 17.93 0| 0 0 0 6000 2548.70 -0.96 16.84 0| 0 0 0 6400 Total 0| 0 4,950 0 Indicative a-t-m Vol 25.99 Underlying Price 3718.50 Time to expiry: 1457 Days Dec 13 372.06 -0.10 62.76 0| 0 0 0 1600 403.42 -0.13 51.89 0| 0 0 0 2000 461.82 -0.17 44.71 0| 0 0 0 2400 511.81 -0.23 37.88 0| 0 0 0 2800 590.07 -0.29 32.79 0| 0 500 0 3200 658.00 -0.37 27.22 0| 0 1,000 0 3600 771.86 -0.47 23.05 0| 0 0 0 4000 947.92 -0.58 20.27 0| 0 0 0 4400 1189.72 -0.69 18.79 0| 0 0 0 4800 Total 0| 0 1,500 0 Indicative a-t-m Vol 26.25 Underlying Price 3685.50 Time to expiry: 1821 Days Dec 14 592.67 -0.29 29.98 0| 0 0 0 3200 719.85 -0.37 27.13 0| 0 0 0 3600 825.06 -0.46 23.00 0| 0 0 0 4000 993.92 -0.56 20.41 0| 0 0 0 4400 1222.56 -0.66 19.02 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 1,168| 7,590 210,434 +5,164 Grand Total 1,656| 11,816 398,501 +4,432