Equity Index 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 | | CAC 40 Index Option* (10 Euro) (PXA) Indicative a-t-m Vol 25.37 Underlying Price 3607.50 Time to expiry: 11 Days Feb 10 410.49 0.97 36.35 0| 0 0 0 3200 313.81 0.93 33.18 0| 0 0 0 3300 221.12 0.87 30.21 0| 1 1 +1 3400 165.00 177.73 0.81 28.90 165.00 165.00 1| 0 0 0 3450 134.00 137.53 0.73 27.73 140.30 98.10 28| 13 13 +11 3500 98.00 101.39 0.64 26.61 102.70 70.00 75| 191 155 +155 3550 81.10 85.25 0.59 26.09 81.10 70.30 224| 71 35 +35 3575 69.80 70.45 0.53 25.57 74.40 51.80 238| 657 352 +304 3600 58.50 56.90 0.47 24.96 58.50 43.80 236| 125 125 +125 3625 41.90 45.35 0.40 24.53 49.40 31.00 269| 510 273 +78 3650 33.90 35.30 0.34 24.08 39.00 25.00 79| 470 175 +66 3675 28.00 26.95 0.29 23.70 30.80 18.00 947| 1,022 1,422 +265 3700 22.00 20.10 0.23 23.35 22.50 12.60 119| 159 302 +44 3725 16.00 14.75 0.18 23.09 17.50 9.70 222| 243 993 +130 3750 11.00 10.50 0.14 22.79 12.00 7.90 143| 268 764 +177 3775 7.90 7.45 0.11 22.66 8.80 4.70 241| 3,071 3,320 +1,829 3800 5.90 5.25 0.08 22.61 6.20 4.00 310| 308 527 +46 3825 4.30 3.65 0.06 22.60 4.80 2.50 495| 894 1,479 +166 3850 3.00 2.50 0.04 22.59 3.00 2.00 2| 306 959 -50 3875 2.00 1.70 0.03 22.63 2.30 1.50 52| 200 1,936 +10 3900 1.05 0.02 22.39 0| 198 777 -83 3925 1.40 0.85 0.02 23.09 1.40 0.60 141| 210 1,430 -89 3950 0.75 0.01 24.04 0| 13 388 0 3975 0.60 0.45 0.01 23.77 0.60 0.50 136| 100 6,760 -42 4000 0.50 0.40 0.01 24.67 0.50 0.50 2| 1 567 0 4025 0.20 0.00 23.98 0| 50 2,666 -30 4050 0.11 0.00 23.72 0| 0 268 0 4075 0.10 0.00 24.53 0| 124 3,068 -32 4100 0.04 0.00 24.51 0| 0 442 -15 4150 0.02 0.00 25.18 0| 0 2,987 -65 4200 0.01 0.00 26.86 0| 0 8,240 -300 4300 0.01 0.00 28.50 0| 0 614 0 4400 Total 3,960| 9,205 41,038 +2,736 Indicative a-t-m Vol 24.69 Underlying Price 3608.00 Time to expiry: 39 Days Mar 10 2007.07 1.00 56.70 0| 0 0 0 1600 1607.36 1.00 56.37 0| 0 500 0 2000 1407.71 1.00 53.20 0| 0 0 0 2200 1208.74 0.99 51.06 0| 0 147 0 2400 1009.83 0.99 45.20 0| 0 299 0 2600 812.47 0.97 40.56 0| 0 409 0 2800 714.52 0.96 38.06 0| 0 0 0 2900 617.77 0.95 35.84 0| 0 994 0 3000 522.81 0.92 33.79 0| 0 1,372 0 3100 430.36 0.88 31.76 0| 0 1,529 0 3200 Equity Index 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 | | 342.01 0.83 29.89 0| 0 231 0 3300 259.55 0.75 28.12 0| 4 1,392 +4 3400 183.50 185.35 0.65 26.43 183.50 175.00 2| 11 479 +10 3500 153.40 152.27 0.59 25.64 153.40 140.80 54| 0 0 0 3550 119.00 122.10 0.53 24.82 119.00 106.30 33| 563 936 +466 3600 90.80 95.25 0.46 24.02 98.00 87.40 64| 82 100 +50 3650 67.20 72.50 0.39 23.34 67.20 54.60 13| 457 2,359 +23 3700 51.40 53.35 0.32 22.67 54.50 48.40 82| 12 48 -1 3750 35.80 37.90 0.25 22.05 39.20 27.30 75| 981 5,574 +835 3800 25.30 26.05 0.19 21.51 27.50 19.30 159| 259 651 +159 3850 16.00 17.10 0.14 20.96 17.50 14.00 1,025| 1,394 4,415 +412 3900 11.00 10.90 0.10 20.54 11.50 9.50 S 64| 249 680 -25 3950 7.00 6.65 0.07 20.14 7.30 5.00 63| 1,297 6,517 +290 4000 4.15 0.04 20.01 0| 101 198 -36 4050 2.20 2.55 0.03 19.94 2.20 2.20 2| 159 3,267 +17 4100 1.30 0.30 0.00 17.46 1.30 1.30 8| 14 3,649 -5 4200 0.60 0.04 0.00 16.46 0.60 0.40 18| 19 7,399 -19 4300 0.01 0.00 15.60 0| 0 3,951 0 4400 0.01 0.00 14.83 0| 0 1,401 0 4500 0.01 0.00 14.16 0| 0 4,585 0 4600 0.01 0.00 13.58 0| 0 309 0 4700 0.01 0.00 13.09 0| 0 121 0 4800 0.01 0.00 12.68 0| 0 312 0 4900 0.01 0.00 12.37 0| 0 212 0 5000 0.01 0.00 12.13 0| 0 71 0 5100 0.01 0.00 11.99 0| 0 45 0 5200 0.01 0.00 11.92 0| 0 0 0 5300 0.01 0.00 11.93 0| 0 0 0 5400 0.01 0.00 12.02 0| 0 0 0 5500 0.01 0.00 12.19 0| 0 0 0 5600 0.01 0.00 12.43 0| 0 0 0 5700 0.01 0.00 12.74 0| 0 0 0 5800 0.01 0.00 13.13 0| 0 0 0 5900 0.01 0.00 13.58 0| 0 0 0 6000 0.01 0.00 14.10 0| 0 0 0 6100 0.01 0.00 14.69 0| 0 0 0 6200 0.01 0.00 15.34 0| 0 0 0 6300 0.01 0.00 16.06 0| 0 0 0 6400 0.01 0.00 16.83 0| 0 0 0 6500 0.01 0.00 17.67 0| 0 0 0 6600 0.01 0.00 18.30 0| 0 0 0 6700 Total 1,662| 5,602 54,152 +2,180 Indicative a-t-m Vol 24.02 Underlying Price 3608.50 Time to expiry: 67 Days Apr 10 366.54 0.78 28.60 0| 0 0 0 3300 287.72 0.72 27.03 0| 0 0 0 3400 216.16 0.63 25.53 0| 3 3 +3 3500 183.65 0.58 24.80 0| 0 0 0 3550 Equity Index 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 | | 140.00 153.89 0.53 24.14 140.00 140.00 2| 0 0 0 3600 128.00 126.70 0.48 23.47 128.00 128.00 6| 0 8 0 3650 88.50 102.55 0.42 22.86 88.50 88.50 2| 0 24 -1 3700 82.50 81.35 0.36 22.27 82.70 82.50 6| 6 11 +6 3750 64.60 62.95 0.31 21.67 64.60 63.10 62| 108 111 +91 3800 42.10 47.75 0.25 21.15 42.10 40.70 15| 103 179 +92 3850 31.00 35.10 0.20 20.60 31.00 31.00 2| 34 216 +30 3900 25.10 0.16 20.09 0| 102 269 +43 3950 18.40 17.65 0.12 19.69 18.40 15.00 1,002| 288 1,723 +130 4000 11.95 0.09 19.27 0| 656 615 +593 4050 6.50 7.85 0.06 18.87 6.50 6.50 10| 1,012 1,201 +980 4100 3.20 0.03 18.29 0| 165 5,284 +30 4200 1.55 0.02 18.49 0| 0 904 0 4300 Total 1,107| 2,477 10,548 +1,997 Indicative a-t-m Vol 24.54 Underlying Price 3504.00 Time to expiry: 130 Days Jun 10 1900.38 1.00 52.54 0| 0 0 0 1600 1505.35 0.99 45.78 0| 0 0 0 2000 1310.65 0.97 43.18 0| 0 0 0 2200 1117.22 0.96 39.68 0| 0 24 0 2400 927.00 0.93 36.31 0| 0 27 0 2600 743.15 0.89 33.41 0| 0 1,140 0 2800 568.24 0.83 30.64 0| 0 594 0 3000 407.43 0.73 28.08 0| 0 1,131 0 3200 240.00 267.02 0.61 25.69 240.00 240.00 1| 8 1,078 -8 3400 186.00 206.99 0.53 24.58 186.00 186.00 1| 9 1,935 +1 3500 153.00 154.80 0.45 23.53 153.00 148.00 3| 92 961 +61 3600 108.00 111.30 0.37 22.56 109.00 108.00 2| 9 672 +9 3700 72.00 76.80 0.29 21.72 72.00 72.00 4| 145 5,440 +42 3800 50.70 0.21 20.98 0| 28 386 +28 3900 30.20 32.15 0.15 20.37 30.20 30.20 20| 677 3,813 -498 4000 20.80 19.45 0.10 19.82 20.80 20.80 5| 3 2,243 -3 4100 11.15 0.07 19.32 0| 60 1,928 -10 4200 6.50 6.44 0.04 19.07 6.50 5.50 10| 61 556 +18 4300 3.43 0.02 18.72 0| 34 771 -7 4400 1.77 0.01 18.43 0| 0 3,657 0 4500 0.89 0.01 18.21 0| 0 284 0 4600 0.44 0.00 18.04 0| 0 93 0 4700 0.22 0.00 17.94 0| 0 103 0 4800 0.11 0.00 17.90 0| 0 254 0 4900 0.05 0.00 17.91 0| 0 1 0 5000 0.03 0.00 17.98 0| 0 22 0 5100 0.02 0.00 18.11 0| 0 1,250 0 5200 0.01 0.00 18.28 0| 0 0 0 5300 0.01 0.00 18.51 0| 0 0 0 5400 0.01 0.00 18.79 0| 0 0 0 5500 0.01 0.00 19.11 0| 0 0 0 5600 0.01 0.00 19.48 0| 0 0 0 5700 Equity Index 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 | | 0.01 0.00 19.90 0| 0 0 0 5800 0.01 0.00 20.36 0| 0 0 0 5900 0.01 0.00 20.87 0| 0 0 0 6000 0.01 0.00 21.41 0| 0 0 0 6100 0.01 0.00 22.00 0| 0 0 0 6200 0.01 0.00 22.62 0| 0 0 0 6300 0.01 0.00 23.29 0| 0 0 0 6400 0.01 0.00 23.99 0| 0 0 0 6500 0.01 0.00 24.73 0| 0 0 0 6600 0.01 0.00 25.60 0| 0 0 0 6700 Total 46| 1,126 28,363 -367 Indicative a-t-m Vol 24.58 Underlying Price 3504.50 Time to expiry: 221 Days Sep 10 1896.43 0.99 44.25 0| 0 0 0 1600 1509.09 0.97 41.08 0| 0 0 0 2000 1319.01 0.95 38.80 0| 0 0 0 2200 1132.39 0.93 36.40 0| 0 0 0 2400 950.50 0.90 33.96 0| 0 20 0 2600 775.68 0.85 31.62 0| 0 60 0 2800 611.22 0.79 29.46 0| 0 146 0 3000 460.40 0.70 27.44 0| 0 170 0 3200 327.78 0.60 25.58 0| 34 448 0 3400 268.60 0.54 24.63 0| 0 0 0 3500 215.26 0.48 23.70 0| 0 554 0 3600 168.15 0.41 22.79 0| 16 60 +16 3700 128.95 0.35 22.06 0| 0 1,869 0 3800 96.40 0.29 21.38 0| 0 5 0 3900 70.10 0.23 20.75 0| 0 616 0 4000 50.00 0.18 20.24 0| 0 40 0 4100 35.00 34.55 0.14 19.74 35.00 35.00 2| 0 191 0 4200 14.50 14.73 0.07 18.77 14.50 14.50 2| 0 209 0 4400 5.06 0.03 17.71 0| 0 111 0 4600 1.58 0.01 16.98 0| 0 846 0 4800 0.10 0.00 15.90 0| 0 0 0 5200 Total 4| 50 5,345 +16 Indicative a-t-m Vol 24.74 Underlying Price 3482.50 Time to expiry: 312 Days Dec 10 1872.18 0.99 40.50 0| 0 0 0 1600 1492.45 0.96 38.16 0| 0 0 0 2000 1307.70 0.94 36.37 0| 0 17 0 2200 1127.49 0.91 34.45 0| 0 0 0 2400 953.04 0.87 32.46 0| 0 500 0 2600 787.23 0.82 30.61 0| 0 22 0 2800 631.36 0.76 28.78 0| 0 5,610 0 3000 488.15 0.68 27.00 0| 0 3,180 0 3200 361.48 0.59 25.37 0| 0 1,671 0 3400 254.05 0.48 23.86 0| 0 6,656 0 3600 167.95 0.38 22.50 0| 0 9,721 0 3800 Equity Index 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 | | 104.90 0.27 21.43 0| 0 8,543 0 4000 80.50 80.45 0.23 20.90 82.50 79.80 15| 2 143 0 4100 52.50 58.75 0.18 20.20 52.50 52.50 1| 51 3,710 +51 4200 43.30 0.14 19.76 0| 21 1,940 +21 4300 27.60 30.95 0.11 19.30 27.60 27.60 5| 20 4,598 +16 4400 22.90 21.60 0.08 18.87 23.50 22.20 90| 0 236 0 4500 14.73 0.06 18.46 0| 0 1,002 0 4600 12.40 9.81 0.04 18.09 13.00 12.20 110| 0 20 0 4700 6.39 0.03 17.74 0| 0 2,257 0 4800 4.07 0.02 17.42 0| 0 1,756 0 4900 2.54 0.01 17.13 0| 0 8,803 0 5000 1.56 0.01 16.87 0| 0 2,250 0 5100 0.94 0.01 16.63 0| 0 2,750 0 5200 0.56 0.00 16.42 0| 0 42 0 5300 0.33 0.00 16.23 0| 0 7,792 0 5400 0.19 0.00 16.07 0| 0 2,708 0 5500 0.11 0.00 15.93 0| 0 4,000 0 5600 0.06 0.00 15.81 0| 0 1,125 0 5700 0.04 0.00 15.72 0| 0 0 0 5800 0.02 0.00 15.65 0| 0 0 0 5900 0.01 0.00 15.60 0| 0 8,050 0 6000 0.01 0.00 15.57 0| 0 0 0 6100 0.01 0.00 15.56 0| 0 0 0 6200 0.01 0.00 15.57 0| 0 0 0 6300 0.01 0.00 15.61 0| 0 0 0 6400 0.01 0.00 15.66 0| 0 0 0 6500 0.01 0.00 15.73 0| 0 0 0 6600 0.01 0.00 15.81 0| 0 0 0 6700 0.01 0.00 15.92 0| 0 0 0 6800 0.01 0.00 16.50 0| 0 0 0 7200 Total 221| 94 89,102 +88 Indicative a-t-m Vol 24.77 Underlying Price 3487.60 Time to expiry: 403 Days Mar 11 1502.11 0.95 36.61 0| 0 0 0 2000 1147.32 0.89 33.40 0| 0 0 0 2400 979.28 0.85 31.75 0| 0 0 0 2600 816.16 0.80 29.79 0| 0 25 0 2800 667.64 0.74 28.36 0| 0 0 0 3000 529.58 0.67 26.83 0| 0 0 0 3200 404.41 0.59 25.26 0| 0 21 0 3400 300.90 0.50 24.14 0| 0 21 0 3600 209.15 0.41 22.68 0| 0 584 0 3800 140.15 0.31 21.60 0| 0 84 0 4000 89.10 0.23 20.65 0| 0 0 0 4200 53.40 0.16 19.80 0| 0 132 0 4400 16.00 0.06 18.38 0| 0 42 0 4800 Total 0| 0 909 0 Indicative a-t-m Vol 25.20 Underlying Price 3399.00 Time to expiry: 494 Days Jun 11 Equity Index Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1424.30 0.93 35.50 0| 0 0 0 2000 1086.32 0.86 32.81 0| 0 0 0 2400 773.23 0.77 29.49 0| 0 0 0 2800 632.16 0.71 27.97 0| 0 0 0 3000 504.79 0.64 26.62 0| 0 0 0 3200 389.17 0.56 25.19 0| 0 0 0 3400 287.10 0.47 23.72 0| 0 500 0 3600 206.70 0.39 22.66 0| 0 0 0 3800 139.20 0.30 21.42 0| 0 166 0 4000 91.60 0.22 20.56 0| 0 0 0 4200 57.50 0.16 19.79 0| 0 69 0 4400 19.60 0.07 18.48 0| 0 954 0 4800 Total 0| 0 1,689 0 Indicative a-t-m Vol 25.14 Underlying Price 3402.50 Time to expiry: 585 Days Sep 11 798.70 0.76 29.20 0| 0 0 0 2800 533.33 0.64 26.31 0| 0 0 0 3200 422.24 0.56 25.16 0| 0 0 0 3400 319.20 0.48 23.71 0| 0 0 0 3600 234.00 0.40 22.49 0| 0 0 0 3800 168.10 0.32 21.60 0| 0 60 0 4000 116.65 0.25 20.80 0| 0 225 0 4200 78.00 0.19 20.06 0| 0 0 0 4400 31.10 0.09 18.80 0| 0 0 0 4800 Total 0| 0 285 0 Indicative a-t-m Vol 25.28 Underlying Price 3397.00 Time to expiry: 676 Days Dec 11 1775.91 0.96 36.30 0| 0 0 0 1600 1432.33 0.91 34.43 0| 0 0 0 2000 1267.87 0.88 33.11 0| 0 0 0 2200 1108.16 0.85 31.60 0| 0 0 0 2400 814.58 0.75 28.94 0| 0 350 0 2800 553.55 0.64 26.08 0| 0 50 0 3200 449.49 0.57 25.27 0| 0 0 0 3400 340.50 0.49 23.50 0| 0 4,388 0 3600 263.95 0.42 22.85 0| 0 3,000 0 3800 196.75 0.35 22.02 0| 0 2,950 0 4000 138.45 0.27 20.98 0| 0 0 0 4200 96.90 0.21 20.29 0| 0 500 0 4400 43.20 0.11 19.08 0| 0 0 0 4800 34.08 0.10 18.74 0| 0 3 0 4900 27.07 0.08 18.48 0| 0 2,000 0 5000 21.37 0.07 18.25 0| 0 0 0 5100 16.78 0.05 18.03 0| 0 0 0 5200 13.11 0.04 17.83 0| 0 0 0 5300 10.20 0.04 17.65 0| 0 0 0 5400 7.91 0.03 17.48 0| 0 2 0 5500 6.12 0.02 17.33 0| 0 0 0 5600 Equity Index Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.73 0.02 17.19 0| 0 0 0 5700 3.65 0.01 17.07 0| 0 0 0 5800 2.81 0.01 16.97 0| 0 0 0 5900 2.17 0.01 16.88 0| 0 4,000 0 6000 1.68 0.01 16.80 0| 0 0 0 6100 1.31 0.01 16.74 0| 0 0 0 6200 1.02 0.00 16.69 0| 0 0 0 6300 0.80 0.00 16.66 0| 0 0 0 6400 0.63 0.00 16.63 0| 0 0 0 6500 0.50 0.00 16.62 0| 0 0 0 6600 0.40 0.00 16.63 0| 0 0 0 6700 0.32 0.00 16.64 0| 0 0 0 6800 0.15 0.00 16.80 0| 0 0 0 7200 Total 0| 0 17,243 0 Indicative a-t-m Vol 25.65 Underlying Price 3387.50 Time to expiry: 1047 Days Dec 12 1766.61 0.93 37.60 0| 0 0 0 1600 1456.21 0.88 35.11 0| 0 0 0 2000 1299.29 0.85 33.05 0| 0 0 0 2200 1157.43 0.82 31.85 0| 0 0 0 2400 896.60 0.74 29.65 0| 0 0 0 2800 783.83 0.69 28.92 0| 0 0 0 3000 649.11 0.64 26.70 0| 0 2,250 0 3200 446.96 0.52 24.47 0| 0 3,100 0 3600 275.00 0.40 21.95 0| 0 1,100 0 4000 175.24 0.29 21.12 0| 0 107 0 4400 100.32 0.19 19.97 0| 0 0 0 4800 74.62 0.16 19.50 0| 0 503 0 5000 55.08 0.12 19.11 0| 0 0 0 5200 29.72 0.07 18.54 0| 0 0 0 5600 16.25 0.04 18.21 0| 0 0 0 6000 9.61 0.03 18.20 0| 0 0 0 6400 Total 0| 0 7,060 0 Indicative a-t-m Vol 25.65 Underlying Price 3439.00 Time to expiry: 1411 Days Dec 13 1800.67 0.92 37.74 0| 0 0 0 1600 1507.04 0.87 34.67 0| 0 0 0 2000 1229.19 0.81 31.70 0| 0 0 0 2400 972.23 0.74 29.01 0| 0 0 0 2800 856.22 0.70 27.91 0| 0 3,750 0 3000 745.62 0.66 26.79 0| 0 500 0 3200 550.86 0.56 24.88 0| 0 1,000 0 3600 393.28 0.46 23.34 0| 0 3,000 0 4000 272.68 0.36 22.15 0| 0 0 0 4400 183.99 0.28 21.20 0| 0 0 0 4800 Total 0| 0 8,250 0 Indicative a-t-m Vol 26.41 Underlying Price 3400.00 Time to expiry: 1775 Days Dec 14 Equity Index Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1226.00 0.80 32.03 0| 0 0 0 2400 785.25 0.66 27.52 0| 0 0 0 3200 593.23 0.57 25.30 0| 0 0 0 3600 434.15 0.48 23.50 0| 0 0 0 4000 313.55 0.39 22.27 0| 0 0 0 4400 231.99 0.32 21.73 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 7,000| 18,554 263,984 +6,650 | Equity Index 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 | | CAC 40 Index Option* (10 Euro) (PXA) Indicative a-t-m Vol 25.37 Underlying Price 3607.50 Time to expiry: 11 Days Feb 10 4.80 3.05 -0.03 36.35 5.40 3.90 85| 0 0 0 3200 9.60 6.35 -0.07 33.18 11.00 6.00 75| 0 0 0 3300 17.80 13.65 -0.13 30.21 26.40 S 12.50 1,381| 2,578 4,706 +925 3400 27.60 20.25 -0.19 28.90 35.50 20.00 147| 0 0 0 3450 37.70 30.05 -0.27 27.73 50.80 28.50 1,527| 5,144 4,813 +1,279 3500 52.30 43.90 -0.36 26.61 73.40 S 41.10 817| 2,781 1,375 +954 3550 54.40 52.75 -0.41 26.09 76.50 51.80 198| 441 310 +310 3575 72.00 62.95 -0.47 25.57 97.70 60.40 839| 4,150 4,366 +738 3600 92.30 74.40 -0.53 24.96 92.30 83.50 6| 97 97 +97 3625 99.00 87.84 -0.60 24.53 129.50 87.60 S 210| 577 1,038 -159 3650 108.10 102.79 -0.66 24.08 132.00 108.10 104| 304 470 -139 3675 130.00 119.44 -0.71 23.70 167.00 113.50 102| 741 5,087 -477 3700 140.50 137.58 -0.77 23.35 167.70 140.50 43| 30 247 -1 3725 203.00 157.23 -0.82 23.09 203.00 203.00 2| 81 2,622 -67 3750 177.98 -0.86 22.79 0| 0 400 0 3775 217.00 199.92 -0.89 22.66 217.00 195.00 10| 1,277 3,294 -433 3800 230.00 222.72 -0.92 22.61 230.00 230.00 3| 0 207 0 3825 246.11 -0.94 22.60 0| 1 1,181 0 3850 269.96 -0.96 22.59 0| 0 138 0 3875 294.16 -0.97 22.63 0| 3 747 0 3900 318.50 -0.98 22.39 0| 0 118 0 3925 343.30 -0.98 23.09 0| 1 1,251 -500 3950 368.20 -0.99 24.04 0| 0 39 0 3975 426.00 392.89 -0.99 23.77 426.00 420.00 3| 0 2,517 0 4000 417.84 -0.99 24.67 0| 0 31 0 4025 450.00 442.64 -1.00 23.98 500.00 450.00 4| 0 395 0 4050 467.54 -1.00 23.72 0| 0 32 0 4075 500.00 492.53 -1.00 24.53 550.00 500.00 4| 0 647 0 4100 542.46 -1.00 24.51 0| 0 7 0 4150 592.43 -1.00 25.18 0| 0 104 0 4200 692.41 -1.00 26.86 0| 0 6 0 4300 792.39 -1.00 28.50 0| 0 0 0 4400 Total 5,560| 18,206 36,245 +2,527 Indicative a-t-m Vol 24.69 Underlying Price 3608.00 Time to expiry: 39 Days Mar 10 0.01 0.00 56.70 0| 0 402 0 1600 0.11 0.00 56.37 0| 0 580 0 2000 0.37 0.00 53.20 0| 15 727 +5 2200 1.10 1.30 -0.01 51.06 1.10 1.10 35| 0 1,878 0 2400 2.30 -0.01 45.20 0| 53 1,447 +18 2600 5.00 4.85 -0.03 40.56 5.00 4.90 19| 102 5,375 +102 2800 8.30 6.85 -0.04 38.06 8.30 8.20 60| 323 945 +293 2900 11.40 10.05 -0.05 35.84 11.50 11.40 S 15| 139 2,699 +119 3000 16.70 15.05 -0.08 33.79 19.40 S 14.50 1,085| 118 6,569 +61 3100 26.60 22.55 -0.12 31.76 29.80 22.00 S 1,161| 1,421 7,360 +793 3200 35.00 34.15 -0.17 29.89 47.50 32.90 31| 1,248 2,471 +197 3300 Equity Index 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 | | 57.00 51.65 -0.25 28.13 66.00 51.10 S 772| 487 3,495 -235 3400 88.60 77.40 -0.35 26.43 102.80 74.70 S 1,275| 686 4,210 -212 3500 98.80 94.30 -0.41 25.64 108.20 92.00 55| 0 0 0 3550 127.70 114.10 -0.47 24.82 146.20 110.70 S 1,680| 213 4,173 -15 3600 142.50 137.23 -0.54 24.02 142.50 142.50 10| 11 1,094 -5 3650 164.46 -0.61 23.34 0| 0 2,908 -225 3700 212.00 195.28 -0.68 22.67 228.90 S 198.90 87| 0 387 0 3750 235.00 229.81 -0.75 22.05 250.00 232.00 8| 22 4,965 0 3800 267.94 -0.81 21.51 0| 0 196 0 3850 308.96 -0.86 20.96 0| 1 671 0 3900 352.74 -0.90 20.54 0| 1 582 +1 3950 398.47 -0.93 20.14 0| 1 1,722 0 4000 445.94 -0.96 20.01 0| 0 26 0 4050 494.32 -0.97 19.94 0| 0 62 0 4100 592.02 -1.00 17.46 0| 0 146 0 4200 691.71 -1.00 16.46 0| 0 0 0 4300 791.63 -1.00 15.60 0| 0 24 0 4400 891.58 -1.00 14.83 0| 0 0 0 4500 991.54 -1.00 14.16 0| 0 0 0 4600 1091.49 -1.00 13.58 0| 0 0 0 4700 1191.44 -1.00 13.09 0| 0 0 0 4800 1291.40 -1.00 12.68 0| 0 20 0 4900 1391.35 -1.00 12.37 0| 0 20 0 5000 1491.31 -1.00 12.13 0| 0 20 0 5100 1591.26 -1.00 11.99 0| 0 58 0 5200 1691.21 -1.00 11.92 0| 0 0 0 5300 1791.17 -1.00 11.93 0| 0 0 0 5400 1891.12 -1.00 12.02 0| 0 0 0 5500 1991.07 -1.00 12.19 0| 0 0 0 5600 2091.03 -1.00 12.43 0| 0 0 0 5700 2190.98 -1.00 12.74 0| 0 0 0 5800 2290.93 -1.00 13.13 0| 0 0 0 5900 2390.89 -1.00 13.58 0| 0 0 0 6000 2490.84 -1.00 14.10 0| 0 3 0 6100 2590.79 -1.00 14.69 0| 0 0 0 6200 2690.75 -1.00 15.34 0| 0 0 0 6300 2790.70 -1.00 16.06 0| 0 0 0 6400 2890.65 -1.00 16.83 0| 0 0 0 6500 2990.61 -1.00 17.67 0| 0 0 0 6600 3090.56 -1.00 18.30 0| 0 0 0 6700 Total 6,293| 4,841 55,235 +897 Indicative a-t-m Vol 24.02 Underlying Price 3608.50 Time to expiry: 67 Days Apr 10 61.00 58.30 -0.22 28.60 61.00 61.00 3| 335 1,390 +190 3300 79.40 -0.28 27.03 0| 46 1,153 +6 3400 116.40 107.75 -0.37 25.53 124.80 116.40 16| 19 72 0 3500 135.30 125.20 -0.42 24.80 137.60 130.00 31| 0 0 0 3550 163.50 145.40 -0.47 24.14 163.50 163.50 1| 31 113 0 3600 181.20 168.16 -0.52 23.47 181.20 181.20 5| 9 34 +9 3650 Equity Index Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 11 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 198.80 193.97 -0.58 22.86 198.80 198.80 1| 0 74 0 3700 222.73 -0.64 22.27 0| 0 22 0 3750 254.29 -0.69 21.67 0| 0 82 0 3800 289.04 -0.75 21.15 0| 0 39 0 3850 326.35 -0.80 20.60 0| 0 5 0 3900 366.31 -0.84 20.09 0| 0 6 0 3950 408.81 -0.88 19.69 0| 0 1,507 0 4000 453.07 -0.91 19.27 0| 0 60 0 4050 498.93 -0.94 18.87 0| 0 21 0 4100 594.19 -0.97 18.29 0| 0 0 0 4200 692.46 -0.98 18.49 0| 0 0 0 4300 Total 57| 440 4,578 +205 Indicative a-t-m Vol 24.54 Underlying Price 3504.00 Time to expiry: 130 Days Jun 10 1.52 0.00 52.54 0| 0 303 0 1600 6.70 5.41 -0.01 45.78 6.70 6.70 5| 41 1,612 -41 2000 10.18 -0.03 43.18 0| 50 353 -45 2200 16.20 -0.04 39.68 0| 108 480 +56 2400 25.44 -0.07 36.31 0| 91 2,385 +91 2600 41.10 41.05 -0.11 33.41 49.40 41.10 18| 63 1,385 +36 2800 68.00 65.60 -0.17 30.64 68.00 65.50 27| 535 3,740 +490 3000 105.30 104.25 -0.27 28.08 105.30 105.00 251| 373 4,923 +312 3200 172.50 163.30 -0.39 25.69 181.50 172.50 3| 52 1,187 +19 3400 221.10 203.00 -0.47 24.58 225.90 S 221.10 S 80| 50 2,635 0 3500 262.90 250.54 -0.55 23.53 271.40 262.90 10| 19 1,604 +12 3600 306.77 -0.63 22.56 0| 36 1,774 -11 3700 372.00 -0.71 21.72 0| 28 3,702 0 3800 445.63 -0.79 20.98 0| 0 296 0 3900 526.81 -0.85 20.37 0| 0 439 0 4000 613.84 -0.90 19.82 0| 0 53 0 4100 705.27 -0.93 19.32 0| 0 231 0 4200 800.29 -0.96 19.07 0| 0 44 0 4300 897.01 -0.98 18.72 0| 0 40 0 4400 995.08 -0.99 18.43 0| 0 20 0 4500 1093.93 -0.99 18.21 0| 0 0 0 4600 1193.21 -1.00 18.04 0| 0 0 0 4700 1292.72 -1.00 17.94 0| 0 10 0 4800 1392.34 -1.00 17.90 0| 0 0 0 4900 1492.01 -1.00 17.91 0| 0 0 0 5000 1591.72 -1.00 17.98 0| 0 0 0 5100 1691.43 -1.00 18.11 0| 0 5 0 5200 1791.16 -1.00 18.28 0| 0 0 0 5300 1890.88 -1.00 18.51 0| 0 0 0 5400 1990.61 -1.00 18.79 0| 0 0 0 5500 2090.34 -1.00 19.11 0| 0 0 0 5600 2190.07 -1.00 19.48 0| 0 0 0 5700 2289.80 -1.00 19.90 0| 0 0 0 5800 2389.53 -1.00 20.36 0| 0 0 0 5900 2489.26 -1.00 20.87 0| 0 0 0 6000 Equity Index Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2588.99 -1.00 21.41 0| 0 0 0 6100 2688.72 -1.00 22.00 0| 0 0 0 6200 2788.45 -1.00 22.62 0| 0 0 0 6300 2888.18 -1.00 23.29 0| 0 0 0 6400 2987.91 -1.00 23.99 0| 0 0 0 6500 3087.64 -1.00 24.73 0| 0 0 0 6600 3187.37 -1.00 25.60 0| 0 0 0 6700 Total 394| 1,446 27,221 +919 Indicative a-t-m Vol 24.58 Underlying Price 3504.50 Time to expiry: 221 Days Sep 10 4.20 3.19 -0.01 44.25 4.20 4.20 20| 0 20 0 1600 13.48 -0.03 41.08 0| 0 360 0 2000 22.23 -0.05 38.80 0| 7 30 +7 2200 34.42 -0.07 36.40 0| 0 94 0 2400 51.35 -0.10 33.96 0| 0 183 0 2600 75.35 -0.15 31.62 0| 0 178 0 2800 109.70 -0.21 29.46 0| 38 324 -16 3000 157.70 -0.30 27.44 0| 30 1,104 -26 3200 223.90 -0.40 25.58 0| 2 1,474 0 3400 264.13 -0.46 24.63 0| 0 0 0 3500 311.30 310.20 -0.52 23.70 311.30 311.30 6| 35 234 +17 3600 362.49 -0.59 22.79 0| 0 512 0 3700 422.70 -0.65 22.06 0| 0 1,830 0 3800 489.56 -0.71 21.38 0| 4 37 +4 3900 562.67 -0.77 20.75 0| 0 224 0 4000 641.98 -0.82 20.24 0| 0 65 0 4100 725.94 -0.86 19.74 0| 0 53 0 4200 904.94 -0.93 18.77 0| 0 86 0 4400 1094.08 -0.97 17.71 0| 0 0 0 4600 1289.42 -0.99 16.98 0| 0 0 0 4800 1685.58 -1.00 15.90 0| 0 0 0 5200 Total 26| 116 6,808 -14 Indicative a-t-m Vol 24.74 Underlying Price 3482.50 Time to expiry: 312 Days Dec 10 6.02 -0.01 40.50 0| 0 26 0 1600 22.82 -0.04 38.16 0| 0 210 0 2000 36.33 -0.06 36.37 0| 0 600 0 2200 54.38 -0.09 34.45 0| 0 84 0 2400 78.20 -0.13 32.46 0| 0 1,569 0 2600 110.65 -0.18 30.61 0| 16 11,874 +16 2800 153.05 -0.24 28.78 0| 0 6,123 0 3000 208.10 -0.32 27.00 0| 0 4,586 0 3200 279.70 -0.41 25.37 0| 0 1,775 0 3400 370.53 -0.52 23.86 0| 36 10,897 +36 3600 482.69 -0.62 22.50 0| 0 11,450 0 3800 617.91 -0.73 21.43 0| 0 6,498 0 4000 692.59 -0.77 20.90 0| 0 31 0 4100 770.02 -0.82 20.20 0| 0 876 0 4200 853.70 -0.86 19.76 0| 0 0 0 4300 Equity Index 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 | | 940.49 -0.89 19.30 0| 0 3,800 0 4400 1030.27 -0.92 18.87 0| 0 0 0 4500 1122.53 -0.94 18.46 0| 0 0 0 4600 1216.75 -0.96 18.09 0| 0 0 0 4700 1312.46 -0.97 17.74 0| 0 2,263 0 4800 1409.27 -0.98 17.42 0| 0 1,750 0 4900 1506.87 -0.99 17.13 0| 0 8,300 0 5000 1605.02 -0.99 16.87 0| 0 2,250 0 5100 1703.53 -0.99 16.63 0| 0 2,750 0 5200 1802.28 -1.00 16.42 0| 0 0 0 5300 1901.19 -1.00 16.23 0| 0 8,750 0 5400 2000.18 -1.00 16.07 0| 0 2,750 0 5500 2099.23 -1.00 15.93 0| 0 4,000 0 5600 2198.32 -1.00 15.81 0| 0 1,000 0 5700 2297.42 -1.00 15.72 0| 0 0 0 5800 2396.54 -1.00 15.65 0| 0 0 0 5900 2495.66 -1.00 15.60 0| 0 7,050 0 6000 2594.79 -1.00 15.57 0| 0 2,500 0 6100 2693.92 -1.00 15.56 0| 0 0 0 6200 2793.05 -1.00 15.57 0| 0 0 0 6300 2892.18 -1.00 15.61 0| 0 0 0 6400 2991.31 -1.00 15.66 0| 0 0 0 6500 3090.44 -1.00 15.73 0| 0 0 0 6600 3189.58 -1.00 15.81 0| 0 0 0 6700 3288.71 -1.00 15.92 0| 0 0 0 6800 3685.24 -1.00 16.50 0| 0 0 0 7200 Total 0| 52 103,762 +52 Indicative a-t-m Vol 24.77 Underlying Price 3487.60 Time to expiry: 403 Days Mar 11 32.99 -0.05 36.61 0| 0 1 0 2000 73.23 -0.11 33.40 0| 0 0 0 2400 102.70 -0.15 31.75 0| 0 1 0 2600 137.10 -0.20 29.79 0| 0 27 0 2800 186.10 -0.26 28.36 0| 1 105 +1 3000 245.55 -0.33 26.83 0| 0 0 0 3200 317.90 -0.41 25.26 0| 0 0 0 3400 411.90 -0.50 24.14 0| 0 27 0 3600 517.67 -0.59 22.68 0| 0 0 0 3800 646.19 -0.69 21.60 0| 0 0 0 4000 792.65 -0.77 20.65 0| 0 0 0 4200 954.47 -0.84 19.80 0| 0 0 0 4400 1312.10 -0.94 18.38 0| 0 0 0 4800 Total 0| 1 161 +1 Indicative a-t-m Vol 25.20 Underlying Price 3399.00 Time to expiry: 494 Days Jun 11 49.29 -0.07 35.50 0| 1 1 +1 2000 104.45 -0.14 32.81 0| 0 0 0 2400 184.50 -0.23 29.49 0| 0 0 0 2800 240.00 -0.29 27.97 0| 0 0 0 3000 Equity Index 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 | | 309.20 -0.36 26.62 0| 0 0 0 3200 390.15 -0.44 25.19 0| 0 21 0 3400 484.65 -0.53 23.72 0| 0 1,084 0 3600 600.82 -0.61 22.66 0| 0 105 0 3800 729.89 -0.70 21.42 0| 0 42 0 4000 878.86 -0.78 20.56 0| 0 0 0 4200 1041.33 -0.84 19.79 0| 0 0 0 4400 1396.57 -0.93 18.48 0| 0 0 0 4800 Total 0| 1 1,253 +1 Indicative a-t-m Vol 25.14 Underlying Price 3402.50 Time to expiry: 585 Days Sep 11 209.80 -0.24 29.20 0| 0 1 0 2800 335.40 -0.36 26.31 0| 0 5 0 3200 419.80 -0.44 25.16 0| 0 5 0 3400 512.24 -0.52 23.71 0| 0 42 0 3600 622.53 -0.60 22.49 0| 0 21 0 3800 752.11 -0.68 21.60 0| 0 21 0 4000 896.15 -0.75 20.80 0| 0 200 0 4200 1052.98 -0.81 20.06 0| 0 0 0 4400 1397.05 -0.91 18.80 0| 0 0 0 4800 Total 0| 0 295 0 Indicative a-t-m Vol 25.28 Underlying Price 3397.00 Time to expiry: 676 Days Dec 11 30.45 -0.04 36.30 0| 0 0 0 1600 75.40 -0.09 34.43 0| 0 8 0 2000 105.20 -0.12 33.11 0| 0 24 0 2200 139.75 -0.15 31.60 0| 0 23 0 2400 234.70 -0.25 28.94 0| 0 392 0 2800 362.20 -0.36 26.08 0| 0 42 0 3200 452.40 -0.43 25.27 0| 0 0 0 3400 537.68 -0.51 23.50 0| 0 4,613 0 3600 655.39 -0.58 22.85 0| 0 3,000 0 3800 782.46 -0.65 22.02 0| 0 3,950 0 4000 918.42 -0.73 20.98 0| 0 0 0 4200 1071.13 -0.79 20.29 0| 0 0 0 4400 1405.96 -0.89 19.08 0| 0 0 0 4800 1493.97 -0.90 18.74 0| 0 0 0 4900 1584.10 -0.92 18.48 0| 0 2,000 0 5000 1675.53 -0.93 18.25 0| 0 0 0 5100 1768.07 -0.95 18.03 0| 0 0 0 5200 1861.54 -0.96 17.83 0| 0 0 0 5300 1955.76 -0.96 17.65 0| 0 0 0 5400 2050.60 -0.97 17.48 0| 0 0 0 5500 2145.94 -0.98 17.33 0| 0 0 0 5600 2241.68 -0.98 17.19 0| 0 0 0 5700 2337.73 -0.99 17.07 0| 0 0 0 5800 2434.03 -0.99 16.97 0| 0 0 0 5900 2530.52 -0.99 16.88 0| 0 4,000 0 6000 2627.16 -0.99 16.80 0| 0 0 0 6100 Equity Index Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2723.92 -0.99 16.74 0| 0 0 0 6200 2820.76 -1.00 16.69 0| 0 0 0 6300 2917.68 -1.00 16.66 0| 0 0 0 6400 3014.64 -1.00 16.63 0| 0 0 0 6500 3111.64 -1.00 16.62 0| 0 0 0 6600 3208.67 -1.00 16.63 0| 0 0 0 6700 3305.73 -1.00 16.64 0| 0 0 0 6800 3694.08 -1.00 16.80 0| 0 0 0 7200 Total 0| 0 18,052 0 Indicative a-t-m Vol 25.65 Underlying Price 3387.50 Time to expiry: 1047 Days Dec 12 79.52 -0.07 37.60 0| 0 0 0 1600 146.66 -0.12 35.11 0| 0 700 0 2000 178.50 -0.15 33.05 0| 0 0 0 2200 225.40 -0.18 31.85 0| 0 30 0 2400 342.10 -0.26 29.65 0| 0 0 0 2800 418.10 -0.31 28.92 0| 0 0 0 3000 472.14 -0.36 26.70 0| 0 2,250 0 3200 647.52 -0.48 24.47 0| 0 3,100 0 3600 853.09 -0.60 21.95 0| 0 500 0 4000 1130.86 -0.71 21.12 0| 0 0 0 4400 1433.47 -0.81 19.97 0| 0 0 0 4800 1596.54 -0.84 19.50 0| 0 500 0 5000 1765.76 -0.88 19.11 0| 0 0 0 5200 2117.93 -0.93 18.54 0| 0 0 0 5600 2481.99 -0.96 18.21 0| 0 0 0 6000 2852.88 -0.97 18.20 0| 0 0 0 6400 Total 0| 0 7,080 0 Indicative a-t-m Vol 25.65 Underlying Price 3439.00 Time to expiry: 1411 Days Dec 13 119.64 -0.08 37.74 0| 0 0 0 1600 191.65 -0.13 34.67 0| 0 0 0 2000 279.44 -0.19 31.70 0| 0 0 0 2400 388.12 -0.26 29.01 0| 0 0 0 2800 454.93 -0.30 27.91 0| 0 0 0 3000 527.15 -0.34 26.79 0| 0 3,000 0 3200 698.03 -0.44 24.88 0| 0 1,000 0 3600 906.09 -0.54 23.34 0| 0 0 0 4000 1151.13 -0.64 22.15 0| 0 3,000 0 4400 1428.08 -0.72 21.20 0| 0 0 0 4800 Total 0| 0 7,000 0 Indicative a-t-m Vol 26.41 Underlying Price 3400.00 Time to expiry: 1775 Days Dec 14 344.64 -0.20 32.03 0| 0 0 0 2400 608.98 -0.34 27.52 0| 0 0 0 3200 769.50 -0.43 25.30 0| 0 0 0 3600 962.96 -0.52 23.50 0| 0 0 0 4000 1194.90 -0.61 22.27 0| 0 0 0 4400 1465.89 -0.68 21.73 0| 0 0 0 4800 Equity Index Options 18:23 Business Day Mon 8 Feb 2010 Previous Business Day Fri 5 Feb 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 0 0 Total Puts 12,330| 25,103 267,690 +4,588 Grand Total 19,330| 43,657 531,674 +11,238