Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor (100) Ex event package (AC1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 Total N/A | N/A N/A 0 Indicative a-t-m Vol 32.67 Underlying Price 37.240 Time to expiry: 24 Days Sep 10 13.25 1.00 65.00 0| 0 0 0 2400 9.28 0.98 52.86 0| 0 0 0 2800 7.32 0.97 47.30 0| 0 0 0 3000 5.41 0.92 43.16 0| 0 0 0 3200 3.50 3.60 0.83 38.09 3.50 3.50 2| 0 72 0 3400 2.05 2.03 0.66 34.44 2.05 2.05 25| 2 64 +2 3600 0.90 0.42 31.59 0| 0 152 0 3800 0.33 0.31 0.20 30.44 0.33 0.31 3| 0 100 0 4000 0.10 0.07 30.96 0| 0 1,562 0 4200 0.04 0.04 29.80 0| 0 310 0 4300 0.02 0.02 29.89 0| 0 51 0 4400 0.01 0.01 30.17 0| 0 0 0 4500 0.01 0.00 30.65 0| 0 61 0 4600 0.01 0.00 32.17 0| 0 46 0 4800 0.01 0.00 45.00 0| 0 40 0 5600 Total 30| 2 2,458 +2 Indicative a-t-m Vol 33.14 Underlying Price 37.240 Time to expiry: 115 Days Dec 10 13.53 0.95 51.00 0| 0 0 0 2400 9.86 0.89 45.61 0| 0 0 0 2800 6.51 0.78 40.73 0| 0 17 0 3200 4.89 0.71 36.62 0| 0 25 0 3400 3.60 0.61 35.14 0| 0 30 0 3600 2.41 2.38 0.50 31.91 2.41 2.40 150| 0 1,625 0 3800 1.61 0.38 31.60 0| 0 1,505 0 4000 0.94 1.01 0.28 30.69 0.94 0.94 25| 30 217 0 4200 0.59 0.55 0.18 29.17 0.59 0.59 1| 0 188 0 4400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.31 0.11 28.63 0| 0 6 0 4600 0.17 0.07 28.44 0| 0 100 0 4800 0.03 0.01 31.00 0| 0 20 0 5600 Total 176| 30 3,733 0 Indicative a-t-m Vol 33.30 Underlying Price 37.240 Time to expiry: 297 Days Jun 11 14.06 0.92 45.00 0| 0 0 0 2400 10.61 0.85 40.15 0| 0 0 0 2800 7.55 0.75 36.81 0| 0 275 0 3200 4.99 0.61 34.03 0| 20 20 -20 3600 3.02 0.46 31.66 0| 59 110 +50 4000 1.67 0.31 29.89 0| 0 110 0 4400 0.86 0.19 28.75 0| 0 70 0 4800 Total 0| 79 585 +30 Indicative a-t-m Vol 33.24 Underlying Price 37.240 Time to expiry: 479 Days Dec 11 14.45 0.89 43.51 0| 0 0 0 2400 8.41 0.72 36.68 0| 0 0 0 3200 5.98 0.61 34.05 0| 0 0 0 3600 4.94 0.55 32.74 0| 0 0 0 3800 3.99 0.49 31.45 0| 0 0 0 4000 2.57 0.36 29.90 0| 0 0 0 4400 1.58 0.26 28.56 0| 0 40 0 4800 Total 0| 0 40 0 Total Calls 206| 111 6,816 +32 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 3 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor (100) Ex event package (AC1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 Total N/A | N/A N/A 0 Indicative a-t-m Vol 32.67 Underlying Price 37.240 Time to expiry: 24 Days Sep 10 0.01 0.00 65.00 0| 0 20 0 2400 0.03 -0.02 52.86 0| 0 95 0 2800 0.07 -0.03 47.30 0| 0 70 0 3000 0.16 -0.08 43.16 0| 0 102 0 3200 0.35 -0.17 38.09 0| 3 106 0 3400 0.80 0.78 -0.34 34.44 0.82 0.80 75| 0 217 0 3600 1.68 1.65 -0.58 31.59 1.68 1.68 6| 1 1,461 0 3800 3.06 -0.80 30.44 0| 0 128 0 4000 4.85 -0.93 30.96 0| 0 297 0 4200 5.79 -0.97 29.80 0| 0 0 0 4300 6.77 -0.98 29.89 0| 0 240 0 4400 7.76 -0.99 30.17 0| 0 0 0 4500 8.76 -1.00 30.65 0| 0 0 0 4600 10.76 -1.00 32.17 0| 0 164 0 4800 18.76 -1.00 45.00 0| 0 0 0 5600 Total 81| 4 2,900 0 Indicative a-t-m Vol 33.14 Underlying Price 37.240 Time to expiry: 115 Days Dec 10 0.23 -0.05 51.00 0| 0 50 0 2400 0.55 -0.11 45.61 0| 0 50 0 2800 1.19 -0.22 40.73 0| 0 482 0 3200 1.56 -0.29 36.62 0| 0 1,705 0 3400 2.22 2.27 -0.39 35.14 2.22 2.22 6| 0 420 0 3600 3.25 3.05 -0.50 31.91 3.25 3.14 171| 0 2,825 0 3800 4.27 -0.62 31.60 0| 0 3,406 0 4000 5.68 -0.73 30.69 0| 0 100 0 4200 7.22 -0.83 29.17 0| 0 535 0 4400 8.99 -0.89 28.63 0| 0 32 0 4600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.86 -0.94 28.44 0| 0 0 0 4800 18.76 -1.00 31.00 0| 0 0 0 5600 Total 177| 0 9,605 0 Indicative a-t-m Vol 33.30 Underlying Price 37.240 Time to expiry: 297 Days Jun 11 0.92 -0.11 45.00 0| 0 0 0 2400 1.56 -0.18 40.15 0| 0 250 0 2800 2.61 -0.29 36.81 0| 0 120 0 3200 4.16 -0.42 34.03 0| 0 80 0 3600 6.29 -0.57 31.66 0| 36 136 +36 4000 9.02 -0.71 29.89 0| 20 341 +20 4400 12.25 -0.82 28.75 0| 0 20 0 4800 Total 0| 56 947 +56 Indicative a-t-m Vol 33.24 Underlying Price 37.240 Time to expiry: 479 Days Dec 11 1.57 -0.13 43.51 0| 0 0 0 2400 3.63 -0.30 36.68 0| 0 0 0 3200 5.22 -0.41 34.05 0| 0 0 0 3600 6.18 -0.47 32.74 0| 0 2,500 0 3800 7.23 -0.53 31.45 0| 0 0 0 4000 9.81 -0.65 29.90 0| 0 0 0 4400 12.81 -0.75 28.56 0| 0 0 0 4800 Total 0| 0 2,500 0 Total Puts 258| 60 15,952 +56 Grand Total 464| 171 22,768 +88 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor European Ex event package (AC2) Indicative a-t-m Vol 32.58 Underlying Price 37.240 Time to expiry: 24 Days Sep 10 21.24 1.00 73.07 0| 0 0 0 1600 17.25 1.00 70.82 0| 0 0 0 2000 13.25 1.00 65.00 0| 0 0 0 2400 9.30 0.98 56.63 0| 0 0 0 2800 7.34 0.96 50.17 0| 0 0 0 3000 5.42 0.92 43.99 0| 0 0 0 3200 3.62 0.83 39.00 0| 0 0 0 3400 2.02 0.67 34.15 0| 0 15 0 3600 0.90 0.42 31.62 0| 0 0 0 3800 0.31 0.20 30.30 0| 0 0 0 4000 0.07 0.06 29.10 0| 0 40 0 4200 Total 0| 0 55 0 Indicative a-t-m Vol 32.93 Underlying Price 37.240 Time to expiry: 206 Days Mar 11 21.47 0.98 62.01 0| 0 0 0 1600 17.68 0.96 55.54 0| 0 0 0 2000 14.00 0.92 49.74 0| 0 0 0 2400 10.49 0.85 43.80 0| 0 0 0 2800 7.29 0.75 38.81 0| 0 0 0 3200 5.85 0.69 36.65 0| 0 0 0 3400 4.51 0.61 34.21 0| 0 0 0 3600 3.35 0.52 32.15 0| 0 0 0 3800 2.50 0.44 31.36 0| 0 0 0 4000 1.84 0.35 30.95 0| 0 0 0 4200 1.39 0.28 31.20 0| 0 140 0 4400 1.06 0.23 31.65 0| 0 0 0 4600 0.74 0.17 31.17 0| 0 5 0 4800 Total 0| 0 145 0 Total Calls 0| 0 200 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor European Ex event package (AC2) Indicative a-t-m Vol 32.58 Underlying Price 37.240 Time to expiry: 24 Days Sep 10 0.01 0.00 73.07 0| 0 0 0 1600 0.01 0.00 70.82 0| 0 10 0 2000 0.01 0.00 65.00 0| 0 500 0 2400 0.05 -0.02 56.63 0| 0 335 0 2800 0.09 -0.04 50.17 0| 0 200 0 3000 0.17 -0.08 43.99 0| 0 255 0 3200 0.37 -0.17 39.00 0| 0 0 0 3400 0.77 -0.33 34.15 0| 0 40 0 3600 1.65 -0.58 31.62 0| 0 635 0 3800 3.06 -0.80 30.30 0| 0 0 0 4000 4.82 -0.94 29.10 0| 0 0 0 4200 Total 0| 0 1,975 0 Indicative a-t-m Vol 32.93 Underlying Price 37.240 Time to expiry: 206 Days Mar 11 0.15 -0.02 62.01 0| 0 60 0 1600 0.33 -0.04 55.54 0| 0 0 0 2000 0.63 -0.08 49.74 0| 0 80 0 2400 1.10 -0.15 43.80 0| 0 515 0 2800 1.87 -0.25 38.81 0| 0 0 0 3200 2.43 -0.31 36.65 0| 0 0 0 3400 3.08 -0.39 34.21 0| 0 0 0 3600 3.91 -0.48 32.15 0| 0 0 0 3800 5.04 -0.56 31.36 0| 0 0 0 4000 6.37 -0.65 30.95 0| 0 0 0 4200 7.91 -0.72 31.20 0| 0 25 0 4400 9.57 -0.77 31.65 0| 0 0 0 4600 11.24 -0.83 31.17 0| 0 0 0 4800 Total 0| 0 680 0 Total Puts 0| 0 2,655 0 Grand Total 0| 0 2,855 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor SA (100) (AH1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2350 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 Total N/A | N/A N/A 0 Indicative a-t-m Vol 37.16 Underlying Price 23.430 Time to expiry: 24 Days Sep 10 3.57 0.91 48.49 0| 0 0 0 2000 2.67 0.84 44.09 0| 0 0 0 2100 1.86 0.74 41.21 0| 0 0 0 2200 1.48 0.67 39.40 0| 30 30 +30 2250 1.16 0.59 38.05 0| 0 40 0 2300 0.88 0.51 37.02 0| 0 70 0 2350 0.65 0.42 36.34 0| 0 11 0 2400 0.48 0.34 36.45 0| 0 0 0 2450 0.32 0.26 35.47 0| 0 41 0 2500 0.14 0.14 34.80 0| 0 40 0 2600 0.06 0.06 34.50 0| 0 0 0 2700 0.02 0.03 34.48 0| 0 0 0 2800 0.01 0.00 35.02 0| 0 0 0 3000 0.01 0.00 36.00 0| 0 0 0 3200 Total 0| 30 232 +30 Indicative a-t-m Vol 39.76 Underlying Price 23.430 Time to expiry: 52 Days Oct 10 3.82 0.84 46.00 0| 0 0 0 2000 3.00 0.77 43.56 0| 0 0 0 2100 2.25 0.69 40.90 0| 0 0 0 2200 1.96 0.63 41.27 0| 0 0 0 2250 1.67 0.58 40.50 0| 0 0 0 2300 1.39 0.52 39.64 0| 0 0 0 2350 1.15 0.47 39.11 0| 0 0 0 2400 0.92 0.41 37.96 0| 0 0 0 2450 0.75 0.36 37.91 0| 0 72 0 2500 0.47 0.25 37.08 0| 0 21 0 2600 0.28 0.17 36.39 0| 0 0 0 2700 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.16 0.11 35.80 0| 0 0 0 2800 0.04 0.04 34.83 0| 0 0 0 3000 0.01 0.01 34.00 0| 0 0 0 3200 Total 0| 0 93 0 Indicative a-t-m Vol 37.13 Underlying Price 23.430 Time to expiry: 87 Days Nov 10 4.09 0.80 44.00 0| 0 0 0 2000 3.30 0.74 41.58 0| 0 0 0 2100 2.65 0.66 41.00 0| 0 0 0 2200 1.97 0.58 37.94 0| 0 0 0 2300 1.68 0.53 37.00 0| 0 0 0 2350 1.43 0.49 36.21 0| 0 0 0 2400 0.74 0.31 35.69 0| 0 0 0 2600 0.32 0.17 34.03 0| 0 0 0 2800 0.14 0.08 34.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 37.94 Underlying Price 23.430 Time to expiry: 115 Days Dec 10 7.74 0.92 53.00 0| 0 0 0 1600 5.93 0.87 47.49 0| 0 0 0 1800 4.29 0.78 43.24 0| 0 21 0 2000 2.87 0.66 39.95 0| 0 60 0 2200 2.27 0.58 38.56 0| 0 0 0 2300 1.73 0.50 37.11 0| 0 0 0 2400 0.96 0.34 35.43 0| 0 1,020 0 2600 0.49 0.21 34.31 0| 0 0 0 2800 0.10 0.06 32.87 0| 0 0 0 3200 0.02 0.01 32.93 0| 0 0 0 3600 0.01 0.00 34.00 0| 0 0 0 4000 Total 0| 0 1,101 0 Indicative a-t-m Vol 36.80 Underlying Price 23.430 Time to expiry: 206 Days Mar 11 8.11 0.89 51.00 0| 0 0 0 1600 6.39 0.83 45.52 0| 0 0 0 1800 4.79 0.75 40.94 0| 0 14 0 2000 3.50 3.46 0.65 38.64 3.50 3.50 20| 0 0 0 2200 2.87 0.59 37.26 0| 0 0 0 2300 2.35 0.53 36.19 0| 0 0 0 2400 1.51 0.40 34.50 0| 0 0 0 2600 0.91 0.28 32.92 0| 0 0 0 2800 0.32 0.13 32.09 0| 0 0 0 3200 0.11 0.05 32.12 0| 0 0 0 3600 0.04 0.02 33.00 0| 0 0 0 4000 Total 20| 0 14 0 Indicative a-t-m Vol 36.00 Underlying Price 23.430 Time to expiry: 297 Days Jun 11 8.26 0.88 49.00 0| 0 0 0 1600 6.54 0.83 43.48 0| 0 0 0 1800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.98 0.75 39.36 0| 0 0 0 2000 3.71 0.65 37.50 0| 0 0 0 2200 3.12 0.60 36.15 0| 0 0 0 2300 2.65 0.54 35.81 0| 0 0 0 2400 1.80 0.43 34.10 0| 0 0 0 2600 1.17 0.32 32.77 0| 0 0 0 2800 0.51 0.17 32.26 0| 0 0 0 3200 0.21 0.08 31.97 0| 0 0 0 3600 0.09 0.04 32.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.26 Underlying Price 23.430 Time to expiry: 479 Days Dec 11 8.58 0.85 46.86 0| 0 0 0 1600 5.53 0.72 39.19 0| 0 0 0 2000 4.34 0.64 37.38 0| 0 0 0 2200 3.33 0.55 35.82 0| 0 0 0 2400 0.91 0.23 31.23 0| 0 0 0 3200 0.28 0.09 31.41 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.57 Underlying Price 23.430 Time to expiry: 661 Days Jun 12 8.87 0.84 47.31 0| 0 0 0 1600 5.94 0.72 39.78 0| 0 0 0 2000 4.78 0.64 37.76 0| 0 0 0 2200 3.79 0.57 36.10 0| 0 0 0 2400 1.27 0.28 31.50 0| 0 0 0 3200 0.52 0.13 32.04 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 20| 30 1,440 +30 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor SA (100) (AH1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2350 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 Total N/A | N/A N/A 0 Indicative a-t-m Vol 37.16 Underlying Price 23.430 Time to expiry: 24 Days Sep 10 0.14 -0.09 48.49 0| 0 0 0 2000 0.23 -0.16 44.09 0| 0 0 0 2100 0.42 -0.26 41.21 0| 0 24 0 2200 0.55 -0.33 39.40 0| 0 0 0 2250 0.72 -0.41 38.05 0| 0 20 0 2300 0.94 -0.49 37.02 0| 0 0 0 2350 1.21 -0.58 36.34 0| 0 0 0 2400 1.54 -0.66 36.45 0| 0 0 0 2450 1.89 -0.74 35.47 0| 0 20 0 2500 2.71 -0.86 34.80 0| 0 20 0 2600 3.62 -0.94 34.50 0| 0 0 0 2700 4.59 -0.98 34.48 0| 0 0 0 2800 6.57 -1.00 35.02 0| 0 0 0 3000 8.57 -1.00 36.00 0| 0 0 0 3200 Total 0| 0 84 0 Indicative a-t-m Vol 39.76 Underlying Price 23.430 Time to expiry: 52 Days Oct 10 0.38 -0.16 46.00 0| 0 0 0 2000 0.56 -0.23 43.56 0| 0 0 0 2100 0.80 -0.31 40.90 0| 0 0 0 2200 1.02 -0.37 41.27 0| 0 14 0 2250 1.22 -0.42 40.50 0| 0 40 0 2300 1.44 -0.48 39.64 0| 0 0 0 2350 1.70 -0.53 39.11 0| 0 13 0 2400 1.97 -0.59 37.96 0| 0 6 0 2450 2.31 -0.65 37.91 0| 0 0 0 2500 3.03 -0.75 37.08 0| 0 1 0 2600 3.83 -0.83 36.39 0| 0 0 0 2700 4.71 -0.89 35.80 0| 0 0 0 2800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 11 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.60 -0.97 34.83 0| 0 0 0 3000 8.57 -0.99 34.00 0| 0 0 0 3200 Total 0| 0 74 0 Indicative a-t-m Vol 37.13 Underlying Price 23.430 Time to expiry: 87 Days Nov 10 0.62 -0.20 44.00 0| 0 0 0 2000 0.84 -0.26 41.58 0| 0 0 0 2100 1.18 -0.34 41.00 0| 0 0 0 2200 1.50 -0.42 37.94 0| 0 0 0 2300 1.71 -0.47 37.00 0| 0 0 0 2350 1.96 -0.52 36.21 0| 0 0 0 2400 3.28 -0.69 35.69 0| 0 0 0 2600 4.85 -0.84 34.03 0| 0 0 0 2800 6.68 -0.92 34.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 37.94 Underlying Price 23.430 Time to expiry: 115 Days Dec 10 0.27 -0.08 53.00 0| 0 0 0 1600 0.46 -0.13 47.49 0| 0 80 0 1800 0.80 -0.22 43.24 0| 0 40 0 2000 1.38 -0.34 39.95 0| 0 193 0 2200 1.78 -0.42 38.56 0| 0 0 0 2300 2.25 -0.50 37.11 0| 0 1,000 0 2400 3.47 -0.66 35.43 0| 0 20 0 2600 5.00 -0.80 34.31 0| 0 12 0 2800 8.62 -0.95 32.87 0| 0 0 0 3200 12.57 -1.00 32.93 0| 0 0 0 3600 16.57 -1.00 34.00 0| 0 0 0 4000 Total 0| 0 1,345 0 Indicative a-t-m Vol 36.80 Underlying Price 23.430 Time to expiry: 206 Days Mar 11 0.60 -0.11 51.00 0| 0 0 0 1600 0.86 -0.17 45.52 0| 0 0 0 1800 1.26 -0.25 40.94 0| 0 0 0 2000 1.92 -0.35 38.64 0| 0 10 0 2200 2.33 -0.41 37.26 0| 0 0 0 2300 2.81 -0.47 36.19 0| 0 10 0 2400 3.95 -0.60 34.50 0| 0 0 0 2600 5.36 -0.72 32.92 0| 0 0 0 2800 8.78 -0.89 32.09 0| 0 0 0 3200 12.60 -0.97 32.12 0| 0 0 0 3600 16.57 -1.00 33.00 0| 0 0 0 4000 Total 0| 0 20 0 Indicative a-t-m Vol 36.00 Underlying Price 23.430 Time to expiry: 297 Days Jun 11 0.99 -0.15 49.00 0| 0 0 0 1600 1.31 -0.21 43.48 0| 0 0 0 1800 1.80 -0.29 39.36 0| 0 0 0 2000 2.61 -0.39 37.50 0| 0 0 0 2200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.04 -0.44 36.15 0| 0 0 0 2300 3.60 -0.50 35.81 0| 0 0 0 2400 4.80 -0.61 34.10 0| 0 0 0 2600 6.21 -0.71 32.77 0| 0 0 0 2800 9.58 -0.85 32.26 0| 0 0 0 3200 13.27 -0.93 31.97 0| 0 0 0 3600 17.13 -0.96 32.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.26 Underlying Price 23.430 Time to expiry: 479 Days Dec 11 1.49 -0.17 46.86 0| 0 0 0 1600 2.49 -0.30 39.19 0| 0 0 0 2000 3.32 -0.38 37.38 0| 0 0 0 2200 4.32 -0.46 35.82 0| 0 0 0 2400 9.89 -0.78 31.23 0| 0 0 0 3200 17.23 -0.92 31.41 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.57 Underlying Price 23.430 Time to expiry: 661 Days Jun 12 2.21 -0.20 47.31 0| 0 0 0 1600 3.34 -0.32 39.78 0| 0 0 0 2000 4.21 -0.39 37.76 0| 0 0 0 2200 5.23 -0.46 36.10 0| 0 0 0 2400 10.71 -0.74 31.50 0| 0 0 0 3200 17.83 -0.87 32.04 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 1,523 0 Grand Total 20| 30 2,963 +30 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 13 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor SA European (AH2) Indicative a-t-m Vol 37.16 Underlying Price 23.430 Time to expiry: 24 Days Sep 10 4.53 0.94 54.45 0| 0 0 0 1900 3.57 0.91 48.49 0| 0 0 0 2000 2.67 0.84 44.09 0| 0 0 0 2100 1.86 0.74 41.21 0| 0 0 0 2200 1.48 0.67 39.40 0| 0 0 0 2250 1.16 0.59 38.05 0| 0 0 0 2300 0.88 0.51 37.02 0| 0 0 0 2350 0.65 0.42 36.34 0| 0 0 0 2400 0.48 0.34 36.45 0| 0 0 0 2450 0.32 0.26 35.47 0| 0 0 0 2500 0.14 0.14 34.80 0| 0 0 0 2600 0.06 0.06 34.50 0| 0 0 0 2700 0.02 0.03 34.48 0| 0 0 0 2800 0.01 0.00 35.02 0| 0 0 0 3000 0.01 0.00 36.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 36.80 Underlying Price 23.430 Time to expiry: 206 Days Mar 11 8.11 0.89 51.00 0| 0 0 0 1600 6.39 0.83 45.52 0| 0 0 0 1800 4.79 0.75 40.94 0| 0 0 0 2000 3.46 0.65 38.64 0| 0 0 0 2200 2.87 0.59 37.26 0| 0 0 0 2300 2.35 0.53 36.19 0| 0 0 0 2400 1.51 0.40 34.50 0| 0 0 0 2600 0.91 0.28 32.92 0| 0 0 0 2800 0.32 0.13 32.09 0| 0 0 0 3200 0.11 0.05 32.12 0| 0 0 0 3600 0.04 0.02 33.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 37.04 Underlying Price 23.430 Time to expiry: 388 Days Sep 11 8.11 0.84 48.11 0| 0 0 0 1600 5.22 0.70 41.49 0| 0 0 0 2000 4.02 0.62 39.01 0| 0 0 0 2200 2.93 0.53 36.25 0| 0 0 0 2400 0.61 0.18 30.25 0| 0 0 0 3200 0.09 0.04 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 37.57 Underlying Price 23.430 Time to expiry: 570 Days Mar 12 8.90 0.82 49.64 0| 0 0 0 1600 6.06 0.70 42.09 0| 0 0 0 2000 4.85 0.64 39.25 0| 0 0 0 2200 3.79 0.56 36.90 0| 0 0 0 2400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 14 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.12 0.26 30.71 0| 0 0 0 3200 0.30 0.09 29.09 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor SA European (AH2) Indicative a-t-m Vol 37.16 Underlying Price 23.430 Time to expiry: 24 Days Sep 10 0.09 -0.06 54.45 0| 0 0 0 1900 0.14 -0.09 48.49 0| 0 0 0 2000 0.23 -0.16 44.09 0| 0 0 0 2100 0.42 -0.26 41.21 0| 0 0 0 2200 0.55 -0.33 39.40 0| 0 0 0 2250 0.72 -0.41 38.05 0| 0 0 0 2300 0.94 -0.49 37.02 0| 0 0 0 2350 1.21 -0.58 36.34 0| 0 0 0 2400 1.54 -0.66 36.45 0| 0 0 0 2450 1.89 -0.74 35.47 0| 0 0 0 2500 2.70 -0.86 34.80 0| 0 0 0 2600 3.62 -0.94 34.50 0| 0 0 0 2700 4.58 -0.97 34.48 0| 0 0 0 2800 6.56 -1.00 35.02 0| 0 0 0 3000 8.56 -1.00 36.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 36.80 Underlying Price 23.430 Time to expiry: 206 Days Mar 11 0.60 -0.11 51.00 0| 0 0 0 1600 0.86 -0.17 45.52 0| 0 0 0 1800 1.25 -0.25 40.94 0| 0 0 0 2000 1.92 -0.35 38.64 0| 0 0 0 2200 2.32 -0.41 37.26 0| 0 0 0 2300 2.80 -0.47 36.19 0| 0 0 0 2400 3.94 -0.60 34.50 0| 0 0 0 2600 5.33 -0.72 32.92 0| 0 0 0 2800 8.72 -0.87 32.09 0| 0 0 0 3200 12.49 -0.95 32.12 0| 0 0 0 3600 16.40 -0.98 33.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 37.04 Underlying Price 23.430 Time to expiry: 388 Days Sep 11 1.27 -0.16 48.11 0| 0 0 0 1600 2.34 -0.30 41.49 0| 0 0 0 2000 3.11 -0.38 39.01 0| 0 0 0 2200 4.00 -0.47 36.25 0| 0 0 0 2400 9.57 -0.82 30.25 0| 0 0 0 3200 16.96 -0.96 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 37.57 Underlying Price 23.430 Time to expiry: 570 Days Mar 12 1.95 -0.18 49.64 0| 0 0 0 1600 3.03 -0.30 42.09 0| 0 0 0 2000 3.78 -0.36 39.25 0| 0 0 0 2200 4.68 -0.44 36.90 0| 0 0 0 2400 9.86 -0.74 30.71 0| 0 0 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.88 -0.91 29.09 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France (100) (AF1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 760 N/A N/A N/A N/A N/A N/A | N/A N/A 0 800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 840 N/A N/A N/A N/A N/A N/A | N/A N/A 0 860 N/A N/A N/A N/A N/A N/A | N/A N/A 0 880 N/A N/A N/A N/A N/A N/A | N/A N/A 0 900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 920 N/A N/A N/A N/A N/A N/A | N/A N/A 0 940 N/A N/A N/A N/A N/A N/A | N/A N/A 0 960 N/A N/A N/A N/A N/A N/A | N/A N/A 0 980 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1050 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1150 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1500 Total N/A | N/A N/A 0 Indicative a-t-m Vol 39.20 Underlying Price 10.395 Time to expiry: 24 Days Sep 10 4.00 1.00 75.00 0| 0 0 0 640 3.20 0.99 62.94 0| 0 0 0 720 2.41 0.97 54.15 0| 0 0 0 800 2.03 0.95 50.69 0| 0 0 0 840 1.65 0.92 47.73 0| 0 0 0 880 1.30 0.86 47.10 0| 0 0 0 920 1.12 0.82 44.10 0| 0 0 0 940 0.95 0.78 42.15 0| 0 0 0 960 0.82 0.72 43.11 0| 0 0 0 980 0.80 0.68 0.66 42.14 0.80 0.80 50| 0 1 0 1000 0.37 0.48 38.46 0| 15 25 +15 1050 0.20 0.18 0.30 37.31 0.20 0.20 10| 0 264 0 1100 0.08 0.16 37.37 0| 0 350 0 1150 0.10 0.03 0.07 35.87 0.10 0.10 14| 0 143 0 1200 0.01 0.01 34.80 0| 0 309 0 1300 0.01 0.00 34.44 0| 0 215 0 1400 0.01 0.00 34.63 0| 0 0 0 1500 0.01 0.00 35.22 0| 0 0 0 1600 0.01 0.00 37.25 0| 0 0 0 1800 0.01 0.00 40.00 0| 0 0 0 2000 Total 74| 15 1,307 +15 Indicative a-t-m Vol 39.50 Underlying Price 10.395 Time to expiry: 52 Days Oct 10 2.13 0.88 51.00 0| 0 0 0 840 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 18 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.77 0.84 47.87 0| 0 0 0 880 1.44 0.79 45.27 0| 0 0 0 920 1.13 0.72 43.20 0| 0 0 0 960 1.00 0.67 42.73 0| 0 0 0 980 0.85 0.63 40.54 0| 0 50 0 1000 0.58 0.51 39.24 0| 0 1 0 1050 0.36 0.38 37.93 0| 0 0 0 1100 0.22 0.26 37.48 0| 0 3 0 1150 0.11 0.16 35.58 0| 0 4 0 1200 0.03 0.05 34.60 0| 0 0 0 1300 0.01 0.01 33.70 0| 0 0 0 1400 0.01 0.00 33.00 0| 0 0 0 1500 Total 0| 0 58 0 Indicative a-t-m Vol 39.78 Underlying Price 10.395 Time to expiry: 87 Days Nov 10 1.89 0.81 45.60 0| 0 0 0 880 1.58 0.75 43.75 0| 0 0 0 920 1.31 0.69 43.11 0| 0 0 0 960 1.05 0.62 41.58 0| 0 0 0 1000 0.76 0.52 39.34 0| 0 0 0 1050 0.53 0.42 37.74 0| 1 1 +1 1100 0.38 0.33 37.95 0| 0 0 0 1150 0.24 0.24 36.58 0| 0 0 0 1200 0.10 0.12 35.76 0| 0 0 0 1300 0.04 0.06 36.00 0| 0 0 0 1400 Total 0| 1 1 +1 Indicative a-t-m Vol 40.04 Underlying Price 10.395 Time to expiry: 115 Days Dec 10 5.61 1.00 55.00 0| 0 0 0 480 4.44 0.98 53.28 0| 0 0 0 600 4.06 0.96 52.22 0| 0 0 0 640 3.32 0.93 49.84 0| 0 0 0 720 2.62 0.87 47.34 0| 0 0 0 800 2.29 0.83 46.10 0| 0 0 0 840 1.99 0.78 45.66 0| 0 500 0 880 1.71 0.73 44.49 0| 0 0 0 920 1.40 0.68 41.46 0| 0 1 0 960 1.16 0.62 41.02 0| 0 28 0 1000 0.65 0.67 0.45 38.58 0.65 0.65 3| 0 7 0 1100 0.37 0.35 0.29 37.31 0.37 0.37 6| 0 5 0 1200 0.22 0.16 0.16 35.88 0.22 0.22 9| 0 9 0 1300 0.06 0.07 34.00 0| 0 49 0 1400 0.01 0.01 32.27 0| 0 9 0 1600 0.01 0.00 31.68 0| 0 0 0 1800 0.01 0.00 32.00 0| 0 0 0 2000 Total 18| 0 608 0 Indicative a-t-m Vol 40.19 Underlying Price 10.395 Time to expiry: 206 Days Mar 11 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 19 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.17 0.93 50.00 0| 0 0 0 640 3.47 0.89 47.84 0| 0 0 0 720 2.83 0.83 45.73 0| 0 0 0 800 2.52 0.79 44.72 0| 0 0 0 840 2.24 0.75 43.61 0| 0 0 0 880 1.97 0.71 42.86 0| 0 0 0 920 1.73 0.67 42.33 0| 0 0 0 960 1.49 0.62 41.04 0| 0 0 0 1000 0.99 0.49 38.91 0| 0 1,500 0 1100 0.63 0.36 37.35 0| 0 285 0 1200 0.38 0.25 36.29 0| 0 78 0 1300 0.21 0.16 35.03 0| 0 12 0 1400 0.06 0.06 33.28 0| 0 85 0 1600 0.01 0.02 32.34 0| 0 0 0 1800 0.01 0.00 32.00 0| 0 0 0 2000 Total 0| 0 1,960 0 Indicative a-t-m Vol 40.31 Underlying Price 10.395 Time to expiry: 297 Days Jun 11 5.70 0.97 51.00 0| 0 0 0 480 4.63 0.93 50.13 0| 0 0 0 600 3.64 0.86 47.60 0| 0 0 0 720 3.03 0.81 45.65 0| 0 0 0 800 2.47 0.74 43.72 0| 0 0 0 880 2.21 0.70 42.46 0| 0 0 0 920 1.98 0.66 42.20 0| 0 0 0 960 1.76 0.62 41.17 0| 0 0 0 1000 1.25 0.52 39.03 0| 0 0 0 1100 0.87 0.41 37.58 0| 0 0 0 1200 0.57 0.31 35.99 0| 0 0 0 1300 0.37 0.23 35.07 0| 0 0 0 1400 0.15 0.11 33.78 0| 0 0 0 1600 0.06 0.05 33.47 0| 0 0 0 1800 0.03 0.03 34.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 40.05 Underlying Price 10.395 Time to expiry: 479 Days Dec 11 4.86 0.90 49.61 0| 0 0 0 600 3.37 0.79 44.82 0| 0 0 0 800 2.87 0.73 43.45 0| 0 0 0 880 2.38 0.67 41.53 0| 0 0 0 960 2.16 0.64 40.65 0| 0 0 0 1000 1.27 0.47 37.64 0| 0 10 0 1200 0.36 0.19 33.95 0| 0 0 0 1600 0.10 0.07 33.00 0| 0 0 0 2000 Total 0| 0 10 0 Indicative a-t-m Vol 39.62 Underlying Price 10.395 Time to expiry: 661 Days Jun 12 5.08 0.88 49.59 0| 0 0 0 600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 20 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.67 0.78 44.64 0| 0 0 0 800 2.69 0.68 40.78 0| 0 0 0 960 2.48 0.65 40.12 0| 0 0 0 1000 1.62 0.51 37.64 0| 0 0 0 1200 0.56 0.25 33.40 0| 0 0 0 1600 0.19 0.11 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 92| 16 3,944 +16 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 21 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France (100) (AF1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 760 N/A N/A N/A N/A N/A N/A | N/A N/A 0 800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 840 N/A N/A N/A N/A N/A N/A | N/A N/A 0 860 N/A N/A N/A N/A N/A N/A | N/A N/A 0 880 N/A N/A N/A N/A N/A N/A | N/A N/A 0 900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 920 N/A N/A N/A N/A N/A N/A | N/A N/A 0 940 N/A N/A N/A N/A N/A N/A | N/A N/A 0 960 N/A N/A N/A N/A N/A N/A | N/A N/A 0 980 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1050 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1150 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1500 Total N/A | N/A N/A 0 Indicative a-t-m Vol 39.20 Underlying Price 10.395 Time to expiry: 24 Days Sep 10 0.01 0.00 75.00 0| 0 0 0 640 0.01 -0.01 62.94 0| 0 0 0 720 0.02 -0.03 54.15 0| 0 0 0 800 0.03 -0.05 50.69 0| 0 0 0 840 0.05 -0.08 47.73 0| 0 33 0 880 0.10 -0.14 47.10 0| 0 1,012 0 920 0.12 -0.18 44.10 0| 0 0 0 940 0.15 -0.22 42.15 0| 0 100 0 960 0.22 -0.28 43.11 0| 0 0 0 980 0.28 -0.34 42.14 0| 0 49 0 1000 0.47 -0.52 38.46 0| 10 61 +10 1050 0.80 0.78 -0.70 37.31 0.80 0.67 59| 0 1,105 0 1100 1.19 -0.84 37.37 0| 0 301 0 1150 1.63 -0.93 35.87 0| 0 130 0 1200 2.61 -0.99 34.80 0| 0 0 0 1300 3.61 -1.00 34.44 0| 0 0 0 1400 4.61 -1.00 34.63 0| 0 0 0 1500 5.61 -1.00 35.22 0| 0 0 0 1600 7.61 -1.00 37.25 0| 0 0 0 1800 9.61 -1.00 40.00 0| 0 0 0 2000 Total 59| 10 2,791 +10 Indicative a-t-m Vol 39.50 Underlying Price 10.395 Time to expiry: 52 Days Oct 10 0.12 -0.12 51.00 0| 0 0 0 840 0.17 -0.16 47.87 0| 0 0 0 880 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 22 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.24 -0.21 45.27 0| 0 0 0 920 0.33 -0.28 43.20 0| 0 0 0 960 0.40 -0.33 42.73 0| 0 0 0 980 0.45 -0.37 40.54 0| 0 0 0 1000 0.67 -0.50 39.24 0| 0 0 0 1050 0.96 -0.62 37.93 0| 0 0 0 1100 1.32 -0.74 37.48 0| 0 0 0 1150 1.71 -0.84 35.58 0| 0 0 0 1200 2.63 -0.95 34.60 0| 0 0 0 1300 3.61 -0.99 33.70 0| 0 0 0 1400 4.61 -1.00 33.00 0| 0 0 0 1500 Total 0| 0 0 0 Indicative a-t-m Vol 39.78 Underlying Price 10.395 Time to expiry: 87 Days Nov 10 0.28 -0.19 45.60 0| 0 0 0 880 0.37 -0.25 43.75 0| 0 0 0 920 0.50 -0.31 43.11 0| 0 0 0 960 0.64 -0.38 41.58 0| 0 0 0 1000 0.85 -0.48 39.34 0| 0 0 0 1050 1.05 1.12 -0.58 37.74 1.05 1.05 50| 0 0 0 1100 1.47 -0.67 37.95 0| 0 0 0 1150 1.83 -0.76 36.58 0| 0 0 0 1200 2.69 -0.88 35.76 0| 0 0 0 1300 3.63 -0.95 36.00 0| 0 0 0 1400 Total 50| 0 0 0 Indicative a-t-m Vol 40.04 Underlying Price 10.395 Time to expiry: 115 Days Dec 10 0.01 0.00 55.00 0| 0 0 0 480 0.03 -0.02 53.28 0| 0 0 0 600 0.05 -0.04 52.22 0| 0 0 0 640 0.11 -0.07 49.84 0| 0 0 0 720 0.20 -0.13 47.34 0| 0 0 0 800 0.27 -0.17 46.10 0| 0 0 0 840 0.38 -0.22 45.66 0| 0 0 0 880 0.49 -0.27 44.49 0| 0 0 0 920 0.58 -0.32 41.46 0| 0 5 0 960 0.74 -0.38 41.02 0| 0 144 0 1000 1.25 -0.56 38.58 0| 0 110 0 1100 1.93 -0.72 37.31 0| 0 3,000 0 1200 2.74 -0.84 35.88 0| 0 0 0 1300 3.64 -0.93 34.00 0| 0 0 0 1400 5.61 -1.00 32.27 0| 0 0 0 1600 7.61 -1.00 31.68 0| 0 0 0 1800 9.61 -1.00 32.00 0| 0 0 0 2000 Total 0| 0 3,259 0 Indicative a-t-m Vol 40.19 Underlying Price 10.395 Time to expiry: 206 Days Mar 11 0.14 -0.07 50.00 0| 0 0 0 640 0.24 -0.11 47.84 0| 0 0 0 720 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 23 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.39 -0.17 45.73 0| 0 137 0 800 0.49 -0.21 44.72 0| 0 0 0 840 0.60 -0.25 43.61 0| 0 0 0 880 0.73 -0.29 42.86 0| 0 0 0 920 0.89 -0.34 42.33 0| 0 50 0 960 1.04 -0.38 41.04 0| 0 86 0 1000 1.54 -0.51 38.91 0| 0 9 0 1100 2.18 -0.64 37.35 0| 0 85 0 1200 2.93 -0.75 36.29 0| 0 0 0 1300 3.77 -0.84 35.03 0| 0 0 0 1400 5.62 -0.96 33.28 0| 0 0 0 1600 7.61 -1.00 32.34 0| 0 0 0 1800 9.61 -1.00 32.00 0| 0 0 0 2000 Total 0| 0 367 0 Indicative a-t-m Vol 40.31 Underlying Price 10.395 Time to expiry: 297 Days Jun 11 0.06 -0.03 51.00 0| 0 0 0 480 0.18 -0.07 50.13 0| 0 0 0 600 0.39 -0.14 47.60 0| 0 0 0 720 0.57 -0.19 45.65 0| 0 0 0 800 0.81 -0.26 43.72 0| 0 0 0 880 0.94 -0.30 42.46 0| 0 0 0 920 1.11 -0.34 42.20 0| 0 11 0 960 1.28 -0.38 41.17 0| 0 0 0 1000 1.77 -0.49 39.03 0| 0 0 0 1100 2.38 -0.60 37.58 0| 0 10 0 1200 3.09 -0.70 35.99 0| 0 0 0 1300 3.89 -0.79 35.07 0| 0 0 0 1400 5.67 -0.91 33.78 0| 0 10 0 1600 7.61 -0.98 33.47 0| 0 0 0 1800 9.61 -1.00 34.00 0| 0 0 0 2000 Total 0| 0 31 0 Indicative a-t-m Vol 40.05 Underlying Price 10.395 Time to expiry: 479 Days Dec 11 0.37 -0.10 49.61 0| 0 0 0 600 0.86 -0.21 44.82 0| 0 0 0 800 1.14 -0.27 43.45 0| 0 0 0 880 1.44 -0.33 41.53 0| 0 0 0 960 1.62 -0.37 40.65 0| 0 0 0 1000 2.71 -0.54 37.64 0| 0 0 0 1200 5.81 -0.83 33.95 0| 0 0 0 1600 9.61 -0.98 33.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 39.62 Underlying Price 10.395 Time to expiry: 661 Days Jun 12 0.55 -0.12 49.59 0| 0 0 0 600 1.10 -0.22 44.64 0| 0 0 0 800 1.69 -0.33 40.78 0| 0 0 0 960 1.87 -0.35 40.12 0| 0 0 0 1000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.98 -0.50 37.64 0| 0 10 0 1200 5.92 -0.78 33.40 0| 0 0 0 1600 9.62 -0.96 32.00 0| 0 0 0 2000 Total 0| 0 10 0 Total Puts 109| 10 6,458 +10 Grand Total 201| 26 10,402 +26 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 25 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France European (AF2) Indicative a-t-m Vol 39.20 Underlying Price 10.395 Time to expiry: 24 Days Sep 10 5.60 1.00 115.45 0| 0 0 0 480 4.40 1.00 82.68 0| 0 0 0 600 4.00 1.00 75.00 0| 0 0 0 640 3.20 0.99 62.94 0| 0 0 0 720 2.41 0.97 54.15 0| 0 0 0 800 2.03 0.95 50.69 0| 0 0 0 840 1.65 0.92 47.73 0| 0 0 0 880 1.29 0.86 45.22 0| 0 0 0 920 1.12 0.82 44.10 0| 0 0 0 940 0.95 0.78 42.15 0| 0 369 0 960 0.82 0.72 43.11 0| 0 0 0 980 0.68 0.66 42.14 0| 0 3 0 1000 0.37 0.48 38.46 0| 0 0 0 1050 0.18 0.30 37.31 0| 0 1 0 1100 0.08 0.16 37.37 0| 0 0 0 1150 0.03 0.07 35.87 0| 0 31 0 1200 0.01 0.01 34.80 0| 0 16 0 1300 0.01 0.00 34.44 0| 0 46 0 1400 0.01 0.00 34.63 0| 0 0 0 1500 0.01 0.00 35.22 0| 0 417 0 1600 0.01 0.00 37.25 0| 0 201 0 1800 0.01 0.00 40.00 0| 0 0 0 2000 0.01 0.00 46.50 0| 0 0 0 2400 Total 0| 0 1,084 0 Indicative a-t-m Vol 40.19 Underlying Price 10.395 Time to expiry: 206 Days Mar 11 5.65 0.98 53.84 0| 0 0 0 480 4.53 0.95 51.08 0| 0 0 0 600 4.17 0.93 50.00 0| 0 0 0 640 3.47 0.89 47.84 0| 0 0 0 720 2.83 0.83 45.73 0| 0 0 0 800 2.52 0.79 44.72 0| 0 0 0 840 2.24 0.75 43.61 0| 0 0 0 880 1.97 0.71 42.86 0| 0 0 0 920 1.73 0.67 42.33 0| 0 0 0 960 1.49 0.62 41.04 0| 0 0 0 1000 0.99 0.49 38.91 0| 0 0 0 1100 0.63 0.36 37.35 0| 0 0 0 1200 0.38 0.25 36.29 0| 0 0 0 1300 0.21 0.16 35.03 0| 0 200 0 1400 0.06 0.06 33.28 0| 0 96 0 1600 0.01 0.02 32.34 0| 0 0 0 1800 0.01 0.00 32.00 0| 0 0 0 2000 Total 0| 0 296 0 Indicative a-t-m Vol 39.15 Underlying Price 10.395 Time to expiry: 388 Days Sep 11 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 26 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.74 0.91 49.66 0| 0 0 0 600 3.20 0.80 44.69 0| 0 0 0 800 2.65 0.74 42.63 0| 0 0 0 880 2.14 0.67 40.63 0| 0 0 0 960 1.92 0.63 39.75 0| 0 0 0 1000 1.04 0.44 36.75 0| 0 0 0 1200 0.23 0.15 33.09 0| 0 0 0 1600 0.04 0.03 31.18 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 38.35 Underlying Price 10.395 Time to expiry: 570 Days Mar 12 4.90 0.90 46.78 0| 0 0 0 600 3.46 0.79 42.85 0| 0 0 0 800 2.94 0.73 41.08 0| 0 0 0 880 2.47 0.67 39.70 0| 0 0 0 960 2.26 0.64 38.93 0| 0 0 0 1000 1.37 0.48 36.02 0| 0 0 0 1200 0.45 0.22 33.50 0| 0 0 0 1600 0.13 0.08 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 0 1,380 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 27 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France European (AF2) Indicative a-t-m Vol 39.20 Underlying Price 10.395 Time to expiry: 24 Days Sep 10 0.01 0.00 115.45 0| 0 7 0 480 0.01 0.00 82.68 0| 0 0 0 600 0.01 0.00 75.00 0| 0 0 0 640 0.01 -0.01 62.94 0| 0 0 0 720 0.02 -0.03 54.15 0| 0 0 0 800 0.03 -0.05 50.69 0| 0 0 0 840 0.05 -0.08 47.73 0| 0 50 0 880 0.09 -0.14 45.22 0| 0 0 0 920 0.12 -0.18 44.10 0| 0 0 0 940 0.15 -0.22 42.15 0| 0 70 0 960 0.22 -0.28 43.11 0| 0 0 0 980 0.28 -0.34 42.14 0| 0 212 0 1000 0.47 -0.52 38.46 0| 0 0 0 1050 0.78 -0.70 37.31 0| 0 13 0 1100 1.19 -0.84 37.37 0| 0 0 0 1150 1.63 -0.93 35.87 0| 0 5 0 1200 2.60 -0.99 34.80 0| 0 0 0 1300 3.60 -1.00 34.44 0| 0 2,100 0 1400 4.60 -1.00 34.63 0| 0 0 0 1500 5.60 -1.00 35.22 0| 0 0 0 1600 7.60 -1.00 37.25 0| 0 225 0 1800 9.60 -1.00 40.00 0| 0 0 0 2000 13.60 -1.00 46.50 0| 0 10 0 2400 Total 0| 0 2,692 0 Indicative a-t-m Vol 40.19 Underlying Price 10.395 Time to expiry: 206 Days Mar 11 0.03 -0.02 53.84 0| 0 0 0 480 0.10 -0.05 51.08 0| 0 0 0 600 0.14 -0.07 50.00 0| 0 250 0 640 0.24 -0.11 47.84 0| 0 0 0 720 0.39 -0.17 45.73 0| 0 0 0 800 0.48 -0.21 44.72 0| 0 0 0 840 0.60 -0.25 43.61 0| 0 0 0 880 0.73 -0.29 42.86 0| 0 1 0 920 0.89 -0.33 42.33 0| 0 40 0 960 1.04 -0.38 41.04 0| 0 30 0 1000 1.53 -0.51 38.91 0| 0 0 0 1100 2.17 -0.64 37.35 0| 0 0 0 1200 2.91 -0.75 36.29 0| 0 0 0 1300 3.74 -0.84 35.03 0| 0 0 0 1400 5.58 -0.94 33.28 0| 0 340 0 1600 7.52 -0.98 32.34 0| 0 0 0 1800 9.50 -1.00 32.00 0| 0 2,000 0 2000 Total 0| 0 2,661 0 Indicative a-t-m Vol 39.15 Underlying Price 10.395 Time to expiry: 388 Days Sep 11 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.27 -0.09 49.66 0| 0 0 0 600 0.70 -0.20 44.69 0| 0 210 0 800 0.94 -0.26 42.63 0| 0 0 0 880 1.23 -0.33 40.63 0| 0 0 0 960 1.40 -0.37 39.75 0| 0 140 0 1000 2.50 -0.56 36.75 0| 0 50 0 1200 5.64 -0.85 33.09 0| 0 0 0 1600 9.40 -0.97 31.18 0| 0 50 0 2000 Total 0| 0 450 0 Indicative a-t-m Vol 38.35 Underlying Price 10.395 Time to expiry: 570 Days Mar 12 0.39 -0.10 46.78 0| 0 0 0 600 0.91 -0.21 42.85 0| 0 0 0 800 1.17 -0.27 41.08 0| 0 0 0 880 1.49 -0.33 39.70 0| 0 0 0 960 1.67 -0.36 38.93 0| 0 0 0 1000 2.74 -0.52 36.02 0| 0 0 0 1200 5.75 -0.78 33.50 0| 0 0 0 1600 9.35 -0.92 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 0| 0 5,803 0 Grand Total 0| 0 7,183 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 29 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air Liquide (100) (AI1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6375 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6750 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7125 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7875 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8625 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 10000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 26.20 Underlying Price 81.220 Time to expiry: 24 Days Sep 10 36.23 1.00 66.00 0| 0 0 0 4500 28.76 1.00 67.07 0| 0 0 0 5250 25.28 0.99 63.41 0| 0 0 0 5600 21.37 0.98 61.76 0| 0 0 0 6000 17.41 0.96 53.06 0| 0 0 0 6400 13.94 0.95 44.54 0| 0 0 0 6750 10.29 0.92 37.32 0| 0 38 0 7125 6.84 0.84 32.15 0| 0 889 0 7500 3.50 3.78 0.68 28.03 3.50 3.50 5| 0 70 0 7875 2.93 0.60 27.00 0| 0 16 0 8000 1.59 0.42 25.36 0| 0 1,238 0 8250 1.03 0.31 24.73 0| 0 354 0 8400 0.40 0.48 0.18 24.05 0.40 0.40 10| 24 1,039 -8 8625 0.19 0.23 0.10 23.34 0.19 0.19 1| 0 803 0 8800 0.11 0.10 0.05 23.32 0.11 0.11 2| 0 680 0 9000 0.01 0.01 19.45 0| 0 148 0 9200 0.01 0.00 18.89 0| 1 489 -1 9375 0.01 0.00 18.46 0| 0 54 0 9600 0.01 0.00 18.51 0| 0 61 0 10000 0.01 0.00 33.00 0| 0 0 0 12000 Total 18| 25 5,879 -9 Indicative a-t-m Vol 26.67 Underlying Price 81.220 Time to expiry: 52 Days Oct 10 13.79 0.90 38.18 0| 0 0 0 6800 10.12 0.84 33.43 0| 0 0 0 7200 6.77 0.74 29.97 0| 0 0 0 7600 3.97 0.58 27.12 0| 0 0 0 8000 2.90 0.48 26.38 0| 0 24 0 8200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 30 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.12 1.97 0.38 25.28 2.12 1.88 70| 10 66 +10 8400 1.25 0.28 24.19 0| 0 74 0 8600 0.76 0.75 0.19 23.26 0.76 0.76 30| 1 725 -1 8800 0.41 0.12 22.61 0| 11 150 0 9000 0.20 0.07 21.49 0| 0 172 0 9200 0.04 0.02 20.32 0| 0 160 0 9600 0.01 0.00 19.00 0| 0 45 0 10000 Total 100| 22 1,416 +9 Indicative a-t-m Vol 27.50 Underlying Price 81.220 Time to expiry: 87 Days Nov 10 14.40 0.86 37.05 0| 0 0 0 6800 10.92 0.79 33.34 0| 0 0 0 7200 7.84 7.80 0.70 30.70 7.84 7.84 15| 0 0 0 7600 5.17 5.08 0.57 28.02 5.17 4.99 45| 0 0 0 8000 4.02 3.98 0.50 27.16 4.02 4.02 14| 0 0 0 8200 3.01 0.42 26.17 0| 31 24 +24 8400 1.45 1.57 0.27 24.64 1.45 1.45 12| 0 0 0 8800 0.70 0.67 0.15 23.01 0.70 0.70 25| 46 46 +46 9200 0.25 0.07 21.92 0| 0 0 0 9600 Total 111| 77 70 +70 Indicative a-t-m Vol 27.52 Underlying Price 81.220 Time to expiry: 115 Days Dec 10 47.20 0.99 68.00 0| 0 0 0 3409 38.85 0.98 61.35 0| 0 0 0 4261 36.52 0.98 58.83 0| 0 0 0 4500 30.56 0.96 52.08 0| 0 32 0 5114 25.89 0.94 47.01 0| 0 0 0 5600 22.39 0.92 42.81 0| 0 0 0 5966 18.39 0.89 39.14 0| 0 0 0 6400 14.70 0.84 35.95 0| 0 60 0 6818 12.09 0.79 33.55 0| 0 0 0 7125 9.12 0.71 30.87 0| 0 139 0 7500 7.88 0.67 29.77 0| 0 760 0 7671 6.61 6.49 0.61 28.57 6.61 6.61 10| 0 0 0 7875 4.84 4.73 0.52 27.27 4.84 4.84 13| 0 3,335 0 8182 3.46 0.43 26.07 0| 11 1,050 +11 8438 3.13 3.10 0.40 25.77 3.13 3.05 17| 20 1,632 +20 8523 2.10 2.10 0.31 24.91 2.10 2.10 14| 49 77 +7 8800 1.35 1.53 0.25 24.18 1.48 1.35 45| 13 2,391 -13 9000 1.10 0.19 23.69 0| 3 85 0 9200 0.79 0.15 23.13 0| 0 3,454 0 9375 0.15 0.04 22.34 0| 0 489 0 10227 0.02 0.01 23.00 0| 0 63 0 11250 Total 99| 96 13,567 +25 Indicative a-t-m Vol 27.39 Underlying Price 81.220 Time to expiry: 206 Days Mar 11 33.92 0.95 47.81 0| 0 0 0 4800 29.67 0.93 44.06 0| 0 0 0 5250 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 26.48 0.91 42.05 0| 0 0 0 5600 22.89 0.88 39.46 0| 0 4 0 6000 19.38 0.84 36.62 0| 0 30 0 6400 16.44 0.80 34.43 0| 0 86 0 6750 10.67 0.68 30.20 0| 0 175 0 7500 8.18 0.60 28.42 0| 0 229 0 7875 6.03 0.51 26.86 0| 0 145 0 8250 4.26 0.42 25.55 0| 0 55 0 8625 3.55 0.37 24.94 0| 0 67 0 8800 2.83 0.32 24.30 0| 0 1,610 0 9000 2.23 0.27 23.65 0| 0 57 0 9200 1.78 0.23 23.20 0| 0 538 0 9375 0.11 0.02 20.91 0| 0 159 0 11250 Total 0| 0 3,155 0 Indicative a-t-m Vol 27.74 Underlying Price 81.220 Time to expiry: 297 Days Jun 11 44.07 0.98 53.00 0| 0 0 0 3750 36.81 0.96 45.61 0| 0 0 0 4500 29.81 0.93 40.77 0| 0 0 0 5250 26.43 0.90 38.79 0| 0 0 0 5625 23.17 0.87 36.95 0| 0 6 0 6000 19.78 0.83 34.79 0| 0 0 0 6400 16.94 0.79 33.07 0| 0 35 0 6750 11.48 0.68 29.99 0| 0 67 0 7500 8.41 0.58 28.25 0| 0 48 0 8000 7.00 0.52 27.20 0| 0 180 0 8250 4.51 0.40 25.58 0| 0 52 0 8800 3.13 0.32 24.53 0| 0 30 0 9200 2.05 0.24 23.45 0| 0 62 0 9600 1.33 0.17 22.82 0| 0 104 0 10000 0.12 0.02 21.46 0| 0 100 0 12000 0.01 0.00 24.00 0| 0 97 0 16000 Total 0| 0 781 0 Indicative a-t-m Vol 26.52 Underlying Price 81.220 Time to expiry: 479 Days Dec 11 37.49 0.93 45.62 0| 0 0 0 4500 30.60 0.90 39.65 0| 0 0 0 5250 24.02 0.85 34.76 0| 0 0 0 6000 19.56 0.79 32.37 0| 0 0 0 6563 12.90 0.66 28.66 0| 0 64 0 7500 9.86 0.58 26.90 0| 0 150 0 8000 5.89 0.43 24.43 0| 0 0 0 8800 0.23 0.04 18.58 0| 0 0 0 12000 0.01 0.00 19.09 0| 0 0 0 16000 Total 0| 0 214 0 Indicative a-t-m Vol 25.84 Underlying Price 81.220 Time to expiry: 661 Days Jun 12 34.60 0.92 38.79 0| 0 0 0 4800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 24.55 0.83 33.55 0| 0 0 0 6000 15.72 0.70 28.83 0| 0 0 0 7200 10.82 0.58 26.18 0| 0 0 0 8000 6.89 0.45 23.94 0| 0 0 0 8800 0.49 0.06 18.83 0| 0 0 0 12000 0.02 0.00 18.99 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.37 Underlying Price 81.220 Time to expiry: 850 Days Dec 12 35.16 0.91 38.98 0| 0 0 0 4800 25.58 0.81 34.00 0| 0 0 0 6000 12.26 0.58 26.71 0| 0 0 0 8000 8.28 0.47 24.48 0| 0 0 0 8800 1.01 0.10 19.44 0| 0 0 0 12000 0.11 0.01 19.95 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.38 Underlying Price 81.220 Time to expiry: 1032 Days Jun 13 35.32 0.90 38.83 0| 0 0 0 4800 25.99 0.81 34.01 0| 0 0 0 6000 12.91 0.59 26.72 0| 0 0 0 8000 8.96 0.48 24.47 0| 0 0 0 8800 1.30 0.13 19.41 0| 0 0 0 12000 0.21 0.02 20.16 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.32 Underlying Price 81.220 Time to expiry: 1214 Days Dec 13 35.81 0.89 38.97 0| 0 0 0 4800 26.71 0.80 33.87 0| 0 0 0 6000 13.80 0.59 26.53 0| 0 0 0 8000 1.79 0.15 19.49 0| 0 0 0 12000 0.41 0.04 20.48 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.56 Underlying Price 81.220 Time to expiry: 1578 Days Dec 14 36.17 0.89 38.71 0| 0 0 0 4800 27.47 0.80 33.79 0| 0 0 0 6000 15.08 0.61 26.76 0| 0 0 0 8000 2.78 0.20 20.08 0| 0 0 0 12000 0.89 0.07 21.11 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 328| 220 25,082 +95 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 33 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air Liquide (100) (AI1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6375 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6750 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7125 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7875 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8625 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 10000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 26.20 Underlying Price 81.220 Time to expiry: 24 Days Sep 10 0.01 0.00 66.00 0| 0 621 0 4500 0.02 0.00 67.07 0| 0 179 0 5250 0.05 -0.01 63.41 0| 0 30 0 5600 0.13 -0.03 61.76 0| 0 572 0 6000 0.18 -0.04 53.06 0| 0 125 0 6400 0.20 -0.05 44.54 0| 0 1,089 0 6750 0.31 -0.08 37.32 0| 16 364 +16 7125 0.56 0.61 -0.16 32.15 0.68 0.56 103| 0 1,318 0 7500 1.44 1.31 -0.32 28.03 1.47 1.44 80| 4 1,282 +2 7875 1.62 1.72 -0.40 27.00 1.62 1.62 28| 2 74 +2 8000 2.72 2.88 -0.58 25.36 2.85 2.72 14| 0 1,205 0 8250 3.82 -0.69 24.73 0| 0 1,400 0 8400 5.53 -0.82 24.05 0| 0 112 0 8625 7.40 7.03 -0.90 23.34 7.40 7.40 1| 1 31 0 8800 8.90 -0.95 23.32 0| 0 37 0 9000 10.81 -0.99 19.45 0| 0 97 0 9200 12.55 -1.00 18.89 0| 0 54 0 9375 14.80 -1.00 18.46 0| 0 0 0 9600 18.80 -1.00 18.51 0| 0 0 0 10000 38.79 -1.00 33.00 0| 0 0 0 12000 Total 226| 23 8,590 +20 Indicative a-t-m Vol 26.67 Underlying Price 81.220 Time to expiry: 52 Days Oct 10 0.50 0.58 -0.10 38.18 0.52 0.50 32| 0 0 0 6800 0.86 0.91 -0.16 33.43 0.86 0.86 23| 0 99 0 7200 1.57 -0.26 29.97 0| 0 789 0 7600 2.88 2.77 -0.42 27.12 2.88 2.88 20| 0 178 0 8000 3.53 3.70 -0.52 26.38 3.53 3.53 20| 0 109 0 8200 4.78 -0.62 25.28 0| 0 61 0 8400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 34 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.06 -0.72 24.19 0| 0 47 0 8600 7.55 -0.81 23.26 0| 0 38 0 8800 9.22 -0.88 22.61 0| 0 1 0 9000 11.00 -0.93 21.49 0| 0 1 0 9200 14.84 -0.98 20.32 0| 0 0 0 9600 18.81 -1.00 19.00 0| 0 0 0 10000 Total 95| 0 1,323 0 Indicative a-t-m Vol 27.50 Underlying Price 81.220 Time to expiry: 87 Days Nov 10 1.08 1.17 -0.14 37.05 1.12 1.08 73| 2 2 +2 6800 1.80 1.68 -0.21 33.34 1.80 1.80 1| 0 0 0 7200 2.51 2.55 -0.30 30.70 2.60 2.51 40| 0 0 0 7600 3.95 3.83 -0.43 28.02 4.01 3.95 33| 26 26 +26 8000 4.77 4.73 -0.50 27.16 4.77 4.77 23| 0 0 0 8200 5.76 -0.58 26.17 0| 0 0 0 8400 8.32 -0.73 24.64 0| 0 0 0 8800 11.43 -0.85 23.01 0| 0 0 0 9200 15.01 -0.94 21.92 0| 0 0 0 9600 Total 170| 28 28 +28 Indicative a-t-m Vol 27.52 Underlying Price 81.220 Time to expiry: 115 Days Dec 10 0.08 -0.01 68.00 0| 0 232 0 3409 0.24 -0.02 61.35 0| 0 239 0 4261 0.29 -0.03 58.83 0| 0 405 0 4500 0.46 -0.04 52.08 0| 0 340 0 5114 0.55 0.64 -0.06 47.01 0.55 0.55 10| 0 80 0 5600 0.74 0.80 -0.08 42.81 0.76 0.74 23| 0 1,392 0 5966 1.07 1.14 -0.12 39.14 1.07 1.07 2| 40 113 +40 6400 1.62 -0.17 35.95 0| 56 210 +15 6818 2.09 -0.22 33.55 0| 20 4,015 +20 7125 2.87 -0.29 30.87 0| 0 1,236 0 7500 3.34 -0.34 29.77 0| 0 2,281 0 7671 3.99 -0.39 28.57 0| 26 237 -26 7875 5.31 -0.49 27.27 0| 30 2,895 -14 8182 6.60 -0.57 26.07 0| 0 967 0 8438 7.09 -0.60 25.77 0| 30 1,019 -17 8523 8.87 -0.69 24.91 0| 0 32 0 8800 10.29 -0.75 24.18 0| 0 0 0 9000 11.87 -0.81 23.69 0| 0 0 0 9200 13.31 -0.85 23.13 0| 0 33 0 9375 21.18 -0.96 22.34 0| 0 46 0 10227 31.28 -1.00 23.00 0| 0 0 0 11250 Total 35| 202 15,772 +18 Indicative a-t-m Vol 27.39 Underlying Price 81.220 Time to expiry: 206 Days Mar 11 0.70 -0.05 47.81 0| 0 20 0 4800 0.94 -0.07 44.06 0| 0 268 0 5250 1.24 -0.09 42.05 0| 0 60 0 5600 1.62 -0.12 39.46 0| 0 167 0 6000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.10 -0.16 36.62 0| 0 101 0 6400 2.65 -0.20 34.43 0| 0 213 0 6750 4.19 4.35 -0.32 30.20 4.19 4.19 6| 0 1,093 0 7500 5.44 5.61 -0.40 28.42 5.55 5.44 52| 0 119 0 7875 7.19 7.20 -0.49 26.86 7.19 7.13 32| 0 884 0 8250 9.16 -0.58 25.55 0| 0 172 0 8625 10.20 -0.63 24.94 0| 0 51 0 8800 11.48 -0.68 24.30 0| 0 93 0 9000 12.88 -0.73 23.65 0| 0 0 0 9200 14.28 14.18 -0.77 23.20 14.28 14.28 2| 0 0 0 9375 31.30 -0.98 20.91 0| 0 0 0 11250 Total 92| 0 3,241 0 Indicative a-t-m Vol 27.74 Underlying Price 81.220 Time to expiry: 297 Days Jun 11 0.63 -0.03 53.00 0| 0 20 0 3750 0.91 -0.06 45.61 0| 0 280 0 4500 1.52 -0.09 40.77 0| 0 394 0 5250 1.96 -0.12 38.79 0| 0 264 0 5625 2.51 -0.16 36.95 0| 0 154 0 6000 3.21 -0.20 34.79 0| 0 87 0 6400 3.96 -0.24 33.07 0| 0 156 0 6750 6.19 -0.36 29.99 0| 0 119 0 7500 8.28 -0.46 28.25 0| 0 26 0 8000 9.41 -0.51 27.20 0| 0 180 0 8250 12.58 -0.63 25.58 0| 0 30 0 8800 15.27 -0.71 24.53 0| 0 0 0 9200 18.23 -0.78 23.45 0| 0 0 0 9600 21.54 -0.84 22.82 0| 0 25 0 10000 40.29 -0.98 21.46 0| 0 0 0 12000 79.88 -1.00 24.00 0| 0 0 0 16000 Total 0| 0 1,735 0 Indicative a-t-m Vol 26.52 Underlying Price 81.220 Time to expiry: 479 Days Dec 11 2.08 -0.09 45.62 0| 0 130 0 4500 2.74 -0.12 39.65 0| 0 42 0 5250 3.71 -0.18 34.76 0| 0 10 0 6000 4.94 -0.24 32.37 0| 0 110 0 6563 7.71 -0.36 28.66 0| 0 71 0 7500 9.70 -0.44 26.90 0| 0 50 0 8000 13.75 -0.59 24.43 0| 0 0 0 8800 40.18 -0.97 18.58 0| 0 0 0 12000 79.69 -1.00 19.09 0| 0 0 0 16000 Total 0| 0 413 0 Indicative a-t-m Vol 25.84 Underlying Price 81.220 Time to expiry: 661 Days Jun 12 2.90 -0.12 38.79 0| 0 0 0 4800 5.16 -0.21 33.55 0| 0 0 0 6000 8.52 -0.34 28.83 0| 0 0 0 7200 11.73 -0.46 26.18 0| 0 0 0 8000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.87 -0.58 23.94 0| 0 0 0 8800 41.29 -0.94 18.83 0| 0 0 0 12000 79.97 -1.00 18.99 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.37 Underlying Price 81.220 Time to expiry: 850 Days Dec 12 3.90 -0.13 38.98 0| 0 0 0 4800 6.49 -0.22 34.00 0| 0 0 0 6000 13.12 -0.44 26.71 0| 0 0 0 8000 17.07 -0.55 24.48 0| 0 0 0 8800 41.43 -0.91 19.44 0| 0 0 0 12000 79.69 -0.99 19.95 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.38 Underlying Price 81.220 Time to expiry: 1032 Days Jun 13 5.06 -0.15 38.83 0| 0 0 0 4800 7.95 -0.23 34.01 0| 0 0 0 6000 14.80 -0.44 26.72 0| 0 0 0 8000 18.75 -0.55 24.47 0| 0 0 0 8800 42.31 -0.88 19.41 0| 0 0 0 12000 79.64 -0.98 20.16 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.32 Underlying Price 81.220 Time to expiry: 1214 Days Dec 13 5.86 -0.15 38.97 0| 0 0 0 4800 8.79 -0.23 33.87 0| 0 0 0 6000 15.48 -0.43 26.53 0| 0 0 0 8000 42.25 -0.86 19.49 0| 0 0 0 12000 79.33 -0.97 20.48 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.56 Underlying Price 81.220 Time to expiry: 1578 Days Dec 14 7.53 -0.16 38.71 0| 0 0 0 4800 10.64 -0.24 33.79 0| 0 0 0 6000 17.48 -0.42 26.76 0| 0 0 0 8000 43.02 -0.81 20.08 0| 0 0 0 12000 79.04 -0.96 21.11 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 618| 253 31,102 +66 Grand Total 946| 473 56,184 +161 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 37 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air Liquide European (AI2) Indicative a-t-m Vol 26.20 Underlying Price 81.220 Time to expiry: 24 Days Sep 10 36.18 1.00 66.00 0| 0 0 0 4500 28.71 1.00 67.07 0| 0 0 0 5250 24.99 0.99 63.10 0| 0 0 0 5625 21.32 0.97 61.76 0| 0 95 0 6000 17.37 0.96 53.06 0| 0 0 0 6400 13.90 0.95 44.54 0| 0 147 0 6750 10.25 0.92 37.32 0| 0 399 0 7125 6.80 0.84 32.15 0| 0 141 0 7500 3.76 0.68 28.03 0| 0 0 0 7875 2.91 0.60 27.00 0| 0 0 0 8000 1.58 0.42 25.36 0| 0 35,010 0 8250 1.02 0.31 24.73 0| 0 0 0 8400 0.47 0.18 24.05 0| 0 22,815 0 8625 0.23 0.10 23.34 0| 0 207 0 8800 0.10 0.05 23.32 0| 0 850 0 9000 0.01 0.01 19.45 0| 0 0 0 9200 0.01 0.00 18.89 0| 0 20 0 9375 0.01 0.00 18.46 0| 0 500 0 9600 0.01 0.00 18.51 0| 0 0 0 10000 0.01 0.00 33.00 0| 0 0 0 12000 Total 0| 0 60,184 0 Indicative a-t-m Vol 27.49 Underlying Price 81.220 Time to expiry: 206 Days Mar 11 36.65 0.96 49.71 0| 0 0 0 4500 29.59 0.93 44.06 0| 0 0 0 5250 26.17 0.91 41.79 0| 0 0 0 5625 22.81 0.88 39.46 0| 0 0 0 6000 19.31 0.84 36.62 0| 0 0 0 6400 16.38 0.80 34.43 0| 0 0 0 6750 13.41 0.75 32.30 0| 0 9 0 7125 10.62 0.68 30.20 0| 0 10 0 7500 7.44 0.57 28.09 0| 0 50 0 8000 6.00 0.51 26.86 0| 0 0 0 8250 4.24 0.42 25.55 0| 0 20 0 8625 3.53 0.37 24.94 0| 0 0 0 8800 2.81 0.32 24.30 0| 0 572 0 9000 2.22 0.27 23.65 0| 0 0 0 9200 1.37 0.19 23.08 0| 0 0 0 9600 0.79 0.13 22.34 0| 0 0 0 10000 0.04 0.01 21.33 0| 0 0 0 12000 Total 0| 0 661 0 Indicative a-t-m Vol 26.01 Underlying Price 81.220 Time to expiry: 388 Days Sep 11 32.90 0.92 41.00 0| 0 0 0 4800 22.63 0.83 35.05 0| 0 0 0 6000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.58 0.69 29.76 0| 0 0 0 7200 8.50 0.55 26.37 0| 0 0 0 8000 4.78 0.39 24.00 0| 0 0 0 8800 0.19 0.03 20.31 0| 0 0 0 12000 0.01 0.00 22.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.24 Underlying Price 81.220 Time to expiry: 570 Days Mar 12 33.55 0.91 36.16 0| 0 0 0 4800 26.73 0.86 33.66 0| 0 0 0 5625 13.46 0.65 27.91 0| 0 0 0 7500 10.63 0.57 26.59 0| 0 0 0 8000 6.72 0.44 24.32 0| 0 0 0 8800 0.53 0.07 19.74 0| 0 0 0 12000 0.06 0.01 22.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 60,845 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 39 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air Liquide European (AI2) Indicative a-t-m Vol 26.20 Underlying Price 81.220 Time to expiry: 24 Days Sep 10 0.01 0.00 66.00 0| 0 1,000 0 4500 0.02 0.00 67.07 0| 0 15 0 5250 0.05 -0.01 63.10 0| 0 809 0 5625 0.13 -0.03 61.76 0| 0 650 0 6000 0.18 -0.04 53.06 0| 0 400 0 6400 0.20 -0.05 44.54 0| 0 779 0 6750 0.31 -0.08 37.32 0| 0 486 0 7125 0.61 -0.16 32.15 0| 0 1,015 0 7500 1.31 -0.32 28.03 0| 0 1,180 0 7875 1.72 -0.40 27.00 0| 0 300 0 8000 2.88 -0.58 25.36 0| 0 35,450 0 8250 3.82 -0.69 24.73 0| 0 650 0 8400 5.53 -0.82 24.05 0| 0 5,184 0 8625 7.03 -0.90 23.34 0| 0 0 0 8800 8.90 -0.95 23.32 0| 0 0 0 9000 10.81 -0.99 19.45 0| 0 0 0 9200 12.55 -1.00 18.89 0| 0 0 0 9375 14.80 -1.00 18.46 0| 0 0 0 9600 18.80 -1.00 18.51 0| 0 0 0 10000 38.79 -1.00 33.00 0| 0 0 0 12000 Total 0| 0 47,918 0 Indicative a-t-m Vol 27.49 Underlying Price 81.220 Time to expiry: 206 Days Mar 11 0.54 -0.04 49.71 0| 0 2,935 0 4500 0.94 -0.07 44.06 0| 0 10 0 5250 1.25 -0.09 41.79 0| 0 1,014 0 5625 1.62 -0.12 39.46 0| 0 0 0 6000 2.10 -0.16 36.62 0| 0 0 0 6400 2.65 -0.20 34.43 0| 0 86 0 6750 3.41 -0.25 32.30 0| 0 90 0 7125 4.35 -0.32 30.20 0| 0 252 0 7500 6.14 -0.43 28.09 0| 0 0 0 8000 7.19 -0.49 26.86 0| 0 3,191 0 8250 9.15 -0.58 25.55 0| 0 0 0 8625 10.18 -0.63 24.94 0| 0 0 0 8800 11.46 -0.68 24.30 0| 0 0 0 9000 12.85 -0.73 23.65 0| 0 0 0 9200 15.99 -0.81 23.08 0| 0 0 0 9600 19.39 -0.87 22.34 0| 0 0 0 10000 38.53 -0.99 21.33 0| 0 0 0 12000 Total 0| 0 7,578 0 Indicative a-t-m Vol 26.01 Underlying Price 81.220 Time to expiry: 388 Days Sep 11 1.41 -0.08 41.00 0| 0 0 0 4800 3.00 -0.17 35.05 0| 0 0 0 6000 5.80 -0.31 29.76 0| 0 0 0 7200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.62 -0.45 26.37 0| 0 10 0 8000 12.80 -0.61 24.00 0| 0 0 0 8800 39.82 -0.97 20.31 0| 0 0 0 12000 79.14 -1.00 22.00 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 26.24 Underlying Price 81.220 Time to expiry: 570 Days Mar 12 1.72 -0.09 36.16 0| 0 40 0 4800 2.99 -0.14 33.66 0| 0 30 0 5625 8.11 -0.35 27.91 0| 0 0 0 7500 10.17 -0.43 26.59 0| 0 175 0 8000 14.11 -0.56 24.32 0| 0 0 0 8800 39.29 -0.93 19.74 0| 0 0 0 12000 78.04 -0.99 22.00 0| 0 0 0 16000 Total 0| 0 245 0 Total Puts 0| 0 55,751 0 Grand Total 0| 0 116,596 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 41 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alcatel-Lucent SA (100) (CG1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 120 N/A N/A N/A N/A N/A N/A | N/A N/A 0 140 N/A N/A N/A N/A N/A N/A | N/A N/A 0 160 N/A N/A N/A N/A N/A N/A | N/A N/A 0 180 N/A N/A N/A N/A N/A N/A | N/A N/A 0 190 N/A N/A N/A N/A N/A N/A | N/A N/A 0 200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 210 N/A N/A N/A N/A N/A N/A | N/A N/A 0 220 N/A N/A N/A N/A N/A N/A | N/A N/A 0 230 N/A N/A N/A N/A N/A N/A | N/A N/A 0 240 N/A N/A N/A N/A N/A N/A | N/A N/A 0 260 N/A N/A N/A N/A N/A N/A | N/A N/A 0 280 N/A N/A N/A N/A N/A N/A | N/A N/A 0 300 Total N/A | N/A N/A 0 Indicative a-t-m Vol 42.69 Underlying Price 2.028 Time to expiry: 24 Days Sep 10 1.63 1.00 100.00 0| 0 0 0 40 1.23 1.00 81.97 0| 0 0 0 80 0.83 1.00 64.78 0| 0 0 0 120 0.63 0.99 58.22 0| 0 0 0 140 0.43 0.96 52.83 0| 0 68 0 160 0.25 0.84 49.61 0| 0 120 0 180 0.16 0.17 0.72 47.52 0.16 0.16 120| 0 580 0 190 0.11 0.57 42.98 0| 0 691 0 200 0.06 0.40 42.01 0| 0 990 0 210 0.03 0.24 40.38 0| 100 508 +100 220 0.02 0.15 44.13 0| 0 10,310 0 230 0.01 0.06 39.97 0| 0 23,423 0 240 0.01 0.01 38.33 0| 0 5,344 0 260 0.01 0.00 37.15 0| 0 1,070 0 280 0.01 0.00 36.37 0| 0 1,159 0 300 0.01 0.00 35.94 0| 0 700 0 320 0.01 0.00 35.81 0| 0 9,000 0 340 0.01 0.00 35.96 0| 0 150 0 360 0.01 0.00 36.95 0| 0 0 0 400 0.01 0.00 38.69 0| 0 0 0 440 0.01 0.00 41.00 0| 0 0 0 480 Total 120| 100 54,113 +100 Indicative a-t-m Vol 42.66 Underlying Price 2.028 Time to expiry: 52 Days Oct 10 0.64 0.96 58.00 0| 0 0 0 140 0.45 0.89 55.37 0| 0 0 0 160 0.29 0.76 50.49 0| 0 0 0 180 0.21 0.68 46.70 0| 0 0 0 190 0.15 0.57 43.37 0| 0 0 0 200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.10 0.44 41.00 0| 0 220 0 210 0.07 0.34 41.80 0| 0 332 0 220 0.04 0.03 0.21 37.31 0.05 0.04 1,168| 0 20 0 230 0.02 0.13 37.14 0| 0 40 0 240 0.01 0.04 36.78 0| 0 0 0 260 0.01 0.02 38.74 0| 0 0 0 280 0.01 0.01 43.00 0| 0 0 0 300 Total 1,168| 0 612 0 Indicative a-t-m Vol 45.98 Underlying Price 2.028 Time to expiry: 87 Days Nov 10 0.65 0.94 55.13 0| 0 0 0 140 0.48 0.85 52.64 0| 0 0 0 160 0.33 0.73 51.15 0| 0 0 0 180 0.20 0.57 47.05 0| 0 0 0 200 0.14 0.14 0.48 43.46 0.14 0.14 120| 0 0 0 210 0.11 0.11 0.39 42.89 0.11 0.10 10,450| 0 0 0 220 0.05 0.24 42.30 0| 0 0 0 240 0.02 0.12 39.13 0| 0 0 0 260 0.01 0.05 37.78 0| 0 0 0 280 Total 10,570| 0 0 0 Indicative a-t-m Vol 44.80 Underlying Price 2.028 Time to expiry: 115 Days Dec 10 1.63 1.00 77.00 0| 0 0 0 40 1.23 0.99 75.09 0| 0 30 0 80 0.85 0.95 64.16 0| 0 0 0 120 0.50 0.82 54.85 0| 0 145 0 160 0.35 0.72 49.14 0| 0 0 0 180 0.23 0.22 0.58 45.32 0.23 0.23 300| 0 470 0 200 0.13 0.41 41.85 0| 0 899 0 220 0.07 0.27 39.76 0| 0 321,654 0 240 0.03 0.13 36.16 0| 0 10,722 0 260 0.01 0.06 33.58 0| 0 33,757 0 280 0.01 0.00 29.17 0| 0 1,659 0 320 0.01 0.00 27.30 0| 0 304,200 0 340 0.01 0.00 25.62 0| 0 5,737 0 360 0.01 0.00 22.78 0| 0 41,000 0 400 0.01 0.00 20.52 0| 0 15,007 0 440 0.01 0.00 18.76 0| 0 0 0 480 0.01 0.00 18.04 0| 0 0 0 500 0.01 0.00 16.43 0| 0 0 0 560 0.01 0.00 15.75 0| 0 0 0 600 0.01 0.00 15.74 0| 0 0 0 800 0.01 0.00 19.36 0| 0 101 0 1000 0.01 0.00 25.05 0| 0 305 0 1200 0.01 0.00 32.00 0| 0 200 0 1400 Total 300| 0 735,886 0 Indicative a-t-m Vol 44.87 Underlying Price 2.028 Time to expiry: 206 Days Mar 11 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 43 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.63 1.00 85.00 0| 0 0 0 40 1.25 0.98 73.54 0| 0 0 0 80 0.88 0.92 60.62 0| 0 0 0 120 0.55 0.80 51.01 0| 0 0 0 160 0.41 0.70 47.49 0| 0 0 0 180 0.29 0.29 0.59 45.27 0.29 0.29 100| 0 6 0 200 0.20 0.20 0.47 42.60 0.20 0.19 400| 0 160 0 220 0.12 0.35 39.81 0| 0 1,820 0 240 0.08 0.25 38.82 0| 0 600 0 260 0.04 0.16 37.67 0| 0 4,000 0 280 0.01 0.06 36.21 0| 0 1,100 0 320 0.01 0.02 35.71 0| 0 0 0 360 0.01 0.01 36.00 0| 0 0 0 400 Total 500| 0 7,686 0 Indicative a-t-m Vol 44.78 Underlying Price 2.028 Time to expiry: 297 Days Jun 11 1.25 0.97 63.00 0| 0 0 0 80 0.90 0.90 56.67 0| 0 0 0 120 0.59 0.78 49.24 0| 0 16 0 160 0.46 0.70 46.98 0| 0 119 0 180 0.35 0.60 45.26 0| 0 1 0 200 0.25 0.50 42.10 0| 0 150 0 220 0.17 0.40 40.03 0| 0 626 0 240 0.12 0.30 38.60 0| 0 100 0 260 0.09 0.24 39.12 0| 0 740 0 280 0.04 0.12 37.23 0| 0 300 0 320 0.02 0.06 37.10 0| 0 0 0 360 0.01 0.04 37.76 0| 0 0 0 400 0.01 0.02 38.95 0| 0 0 0 440 0.01 0.02 41.00 0| 0 0 0 480 Total 0| 0 2,052 0 Indicative a-t-m Vol 45.61 Underlying Price 2.028 Time to expiry: 479 Days Dec 11 1.28 0.96 61.21 0| 0 0 0 80 0.95 0.88 55.28 0| 0 0 0 120 0.66 0.77 48.99 0| 0 26 0 160 0.45 0.63 45.98 0| 0 0 0 200 0.26 0.47 41.00 0| 0 0 0 240 0.17 0.34 40.74 0| 0 0 0 280 0.09 0.22 38.88 0| 0 20 0 320 0.03 0.09 37.26 0| 0 57,500 0 400 0.01 0.03 36.19 0| 0 0 0 500 0.01 0.01 35.90 0| 0 0 0 600 0.01 0.00 36.75 0| 0 0 0 800 0.01 0.00 37.51 0| 0 101 0 1000 0.01 0.00 39.00 0| 0 301 0 1200 0.01 0.00 38.43 0| 0 100 0 1400 Total 0| 0 58,048 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 44 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 45.07 Underlying Price 2.028 Time to expiry: 661 Days Jun 12 1.30 0.95 57.91 0| 0 0 0 80 0.72 0.77 48.01 0| 0 0 0 160 0.51 0.64 45.21 0| 0 0 0 200 0.36 0.52 43.30 0| 0 0 0 240 0.23 0.39 40.59 0| 0 0 0 280 0.15 0.28 38.65 0| 0 0 0 320 0.06 0.14 36.86 0| 0 0 0 400 0.03 0.08 38.05 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.69 Underlying Price 2.028 Time to expiry: 850 Days Dec 12 1.32 0.94 54.98 0| 0 0 0 80 0.78 0.77 47.26 0| 0 0 0 160 0.58 0.66 44.83 0| 0 0 0 200 0.43 0.55 43.00 0| 0 0 0 240 0.30 0.44 40.86 0| 0 0 0 280 0.24 0.38 39.21 0| 0 7,500 0 300 0.20 0.34 38.79 0| 0 0 0 320 0.09 0.19 36.69 0| 0 0 0 400 0.04 0.10 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 44.44 Underlying Price 2.028 Time to expiry: 1032 Days Jun 13 1.34 0.94 55.21 0| 0 0 0 80 0.84 0.78 47.69 0| 0 0 0 160 0.64 0.68 44.61 0| 0 0 0 200 0.48 0.57 42.31 0| 0 0 0 240 0.25 0.38 38.31 0| 0 0 0 320 0.13 0.24 36.62 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 44.61 Underlying Price 2.028 Time to expiry: 1214 Days Dec 13 1.37 0.93 55.45 0| 0 0 0 80 0.89 0.78 48.13 0| 0 0 0 160 0.52 0.59 41.59 0| 0 0 0 240 0.29 0.41 37.81 0| 0 0 0 320 0.17 0.27 36.55 0| 0 0 0 400 0.10 0.18 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.58 Underlying Price 2.028 Time to expiry: 1578 Days Dec 14 1.44 0.93 57.70 0| 0 0 0 80 0.99 0.80 49.24 0| 0 0 0 160 0.63 0.64 42.43 0| 0 0 0 240 0.39 0.47 38.23 0| 0 0 0 320 0.25 0.34 36.55 0| 0 0 0 400 Total 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total Calls 12,658| 100 865,897 +100 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 46 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alcatel-Lucent SA (100) (CG1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 120 N/A N/A N/A N/A N/A N/A | N/A N/A 0 140 N/A N/A N/A N/A N/A N/A | N/A N/A 0 160 N/A N/A N/A N/A N/A N/A | N/A N/A 0 180 N/A N/A N/A N/A N/A N/A | N/A N/A 0 190 N/A N/A N/A N/A N/A N/A | N/A N/A 0 200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 210 N/A N/A N/A N/A N/A N/A | N/A N/A 0 220 N/A N/A N/A N/A N/A N/A | N/A N/A 0 230 N/A N/A N/A N/A N/A N/A | N/A N/A 0 240 N/A N/A N/A N/A N/A N/A | N/A N/A 0 260 N/A N/A N/A N/A N/A N/A | N/A N/A 0 280 N/A N/A N/A N/A N/A N/A | N/A N/A 0 300 Total N/A | N/A N/A 0 Indicative a-t-m Vol 42.69 Underlying Price 2.028 Time to expiry: 24 Days Sep 10 0.01 0.00 100.00 0| 0 0 0 40 0.01 0.00 81.97 0| 0 50 0 80 0.01 0.00 64.78 0| 0 408 0 120 0.01 -0.01 58.22 0| 0 0 0 140 0.01 -0.04 52.83 0| 0 160 0 160 0.02 -0.16 49.61 0| 0 534 0 180 0.05 -0.28 47.52 0| 0 10 0 190 0.08 0.08 -0.43 42.98 0.10 0.08 670| 0 3,410 0 200 0.14 0.13 -0.60 42.01 0.14 S 0.14 S 10| 0 430 0 210 0.20 -0.76 40.38 0| 0 3,558 0 220 0.29 -0.85 44.13 0| 0 5,144 0 230 0.38 -0.94 39.97 0| 0 9,374 0 240 0.57 -0.99 38.33 0| 0 861 0 260 0.77 -1.00 37.15 0| 0 4,240 0 280 0.97 -1.00 36.37 0| 0 360 0 300 1.17 -1.00 35.94 0| 0 3 0 320 1.37 -1.00 35.81 0| 0 322 0 340 1.57 -1.00 35.96 0| 0 0 0 360 1.97 -1.00 36.95 0| 0 0 0 400 2.37 -1.00 38.69 0| 0 0 0 440 2.77 -1.00 41.00 0| 0 0 0 480 Total 680| 0 28,864 0 Indicative a-t-m Vol 42.66 Underlying Price 2.028 Time to expiry: 52 Days Oct 10 0.01 -0.04 58.00 0| 0 0 0 140 0.02 -0.11 55.37 0| 0 0 0 160 0.06 -0.24 50.49 0| 0 240 0 180 0.08 -0.32 46.70 0| 0 100 0 190 0.13 0.12 -0.43 43.37 0.13 0.13 100| 0 26,200 0 200 0.18 0.17 -0.56 41.00 0.18 0.17 400| 0 510 0 210 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.24 -0.67 41.80 0| 0 530 0 220 0.30 -0.79 37.31 0| 0 0 0 230 0.39 -0.87 37.14 0| 0 0 0 240 0.58 -0.96 36.78 0| 0 0 0 260 0.77 -0.99 38.74 0| 0 0 0 280 0.97 -0.99 43.00 0| 0 0 0 300 Total 500| 0 27,580 0 Indicative a-t-m Vol 45.98 Underlying Price 2.028 Time to expiry: 87 Days Nov 10 0.02 -0.06 55.13 0| 0 0 0 140 0.04 -0.15 52.64 0| 0 0 0 160 0.10 -0.27 51.15 0| 0 0 0 180 0.17 0.17 -0.43 47.05 0.17 0.17 320| 40 40 +40 200 0.22 0.21 -0.52 43.46 0.22 0.22 100| 0 0 0 210 0.26 0.27 -0.61 42.89 0.28 0.26 20| 0 0 0 220 0.42 -0.76 42.30 0| 0 0 0 240 0.59 -0.89 39.13 0| 0 0 0 260 0.78 -0.95 37.78 0| 0 0 0 280 Total 440| 40 40 +40 Indicative a-t-m Vol 44.80 Underlying Price 2.028 Time to expiry: 115 Days Dec 10 0.01 0.00 77.00 0| 0 0 0 40 0.01 -0.01 75.09 0| 0 0 0 80 0.02 -0.05 64.16 0| 0 305 0 120 0.07 -0.18 54.85 0| 0 3,050 0 160 0.11 -0.28 49.14 0| 0 820 0 180 0.19 0.19 -0.42 45.32 0.19 0.18 S 510| 0 1,506 0 200 0.30 0.29 -0.59 41.85 0.30 0.30 380| 0 21,510 0 220 0.43 -0.74 39.76 0| 0 383 0 240 0.59 -0.87 36.16 0| 0 6,200 0 260 0.78 -0.95 33.58 0| 0 224 0 280 1.17 -1.00 29.17 0| 0 8 0 320 1.37 -1.00 27.30 0| 0 0 0 340 1.57 -1.00 25.62 0| 0 16,300 0 360 1.97 -1.00 22.78 0| 0 302 0 400 2.37 -1.00 20.52 0| 0 2,500 0 440 2.77 -1.00 18.76 0| 0 5 0 480 2.97 -1.00 18.04 0| 0 5 0 500 3.57 -1.00 16.43 0| 0 5 0 560 3.97 -1.00 15.75 0| 0 0 0 600 5.97 -1.00 15.74 0| 0 0 0 800 7.97 -1.00 19.36 0| 0 0 0 1000 9.97 -1.00 25.05 0| 0 0 0 1200 11.97 -1.00 32.00 0| 0 0 0 1400 Total 890| 0 53,123 0 Indicative a-t-m Vol 44.87 Underlying Price 2.028 Time to expiry: 206 Days Mar 11 0.01 0.00 85.00 0| 0 0 0 40 0.01 -0.02 73.54 0| 0 0 0 80 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.04 -0.08 60.62 0| 0 1,027 0 120 0.11 0.11 -0.20 51.01 0.11 0.11 527| 0 810 0 160 0.17 -0.30 47.49 0| 0 520 0 180 0.25 -0.41 45.27 0| 0 400 0 200 0.36 -0.53 42.60 0| 0 160 0 220 0.48 -0.66 39.81 0| 0 0 0 240 0.64 -0.76 38.82 0| 0 0 0 260 0.81 -0.84 37.67 0| 0 0 0 280 1.18 -0.95 36.21 0| 0 0 0 320 1.57 -1.00 35.71 0| 0 0 0 360 1.97 -1.00 36.00 0| 0 0 0 400 Total 527| 0 2,917 0 Indicative a-t-m Vol 44.78 Underlying Price 2.028 Time to expiry: 297 Days Jun 11 0.01 -0.03 63.00 0| 0 0 0 80 0.06 -0.10 56.67 0| 0 251 0 120 0.14 -0.22 49.24 0| 0 555 0 160 0.21 -0.30 46.98 0| 0 120 0 180 0.31 0.30 -0.40 45.26 0.31 0.31 400| 0 545 0 200 0.40 -0.50 42.10 0| 0 240 0 220 0.53 -0.61 40.03 0| 0 429 0 240 0.67 -0.70 38.60 0| 0 14 0 260 0.84 -0.77 39.12 0| 0 343 0 280 1.19 -0.90 37.23 0| 0 0 0 320 1.58 -0.96 37.10 0| 0 0 0 360 1.97 -0.99 37.76 0| 0 0 0 400 2.37 -1.00 38.95 0| 0 0 0 440 2.77 -1.00 41.00 0| 0 0 0 480 Total 400| 0 2,497 0 Indicative a-t-m Vol 45.61 Underlying Price 2.028 Time to expiry: 479 Days Dec 11 0.04 -0.04 61.21 0| 0 21 0 80 0.10 -0.12 55.28 0| 0 0 0 120 0.21 -0.23 48.99 0| 0 0 0 160 0.39 -0.38 45.98 0| 0 0 0 200 0.60 -0.54 41.00 0| 0 0 0 240 0.91 -0.68 40.74 0| 0 0 0 280 1.23 -0.80 38.88 0| 0 10 0 320 1.98 -0.95 37.26 0| 0 0 0 400 2.97 -1.00 36.19 0| 0 0 0 500 3.97 -1.00 35.90 0| 0 0 0 600 5.97 -1.00 36.75 0| 0 200 0 800 7.97 -1.00 37.51 0| 0 0 0 1000 9.97 -1.00 39.00 0| 0 0 0 1200 11.97 -1.00 38.43 0| 0 0 0 1400 Total 0| 0 231 0 Indicative a-t-m Vol 45.07 Underlying Price 2.028 Time to expiry: 661 Days Jun 12 0.05 -0.05 57.91 0| 0 0 0 80 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.26 -0.24 48.01 0| 0 0 0 160 0.44 -0.36 45.21 0| 0 0 0 200 0.68 -0.49 43.30 0| 0 0 0 240 0.95 -0.62 40.59 0| 0 0 0 280 1.27 -0.74 38.65 0| 0 0 0 320 1.99 -0.91 36.86 0| 0 0 0 400 2.77 -0.99 37.00 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.69 Underlying Price 2.028 Time to expiry: 850 Days Dec 12 0.06 -0.06 54.98 0| 0 0 0 80 0.30 -0.23 47.26 0| 0 0 0 160 0.49 -0.35 44.83 0| 0 0 0 200 0.73 -0.46 43.00 0| 0 0 0 240 1.00 -0.58 40.86 0| 0 0 0 280 1.14 -0.64 39.21 0| 0 7,500 0 300 1.30 -0.69 38.79 0| 0 0 0 320 2.00 -0.87 36.69 0| 0 0 0 400 2.77 -0.98 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 44.44 Underlying Price 2.028 Time to expiry: 1032 Days Jun 13 0.08 -0.06 55.21 0| 0 0 0 80 0.34 -0.23 47.69 0| 0 0 0 160 0.53 -0.33 44.61 0| 0 0 0 200 0.76 -0.44 42.31 0| 0 0 0 240 1.32 -0.66 38.31 0| 0 0 0 320 2.01 -0.84 36.62 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 44.61 Underlying Price 2.028 Time to expiry: 1214 Days Dec 13 0.10 -0.07 55.45 0| 0 0 0 80 0.38 -0.23 48.13 0| 0 0 0 160 0.78 -0.43 41.59 0| 0 0 0 240 1.34 -0.64 37.81 0| 0 0 0 320 2.02 -0.81 36.55 0| 0 0 0 400 2.77 -0.95 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.58 Underlying Price 2.028 Time to expiry: 1578 Days Dec 14 0.15 -0.08 57.70 0| 0 0 0 80 0.45 -0.21 49.24 0| 0 0 0 160 0.85 -0.39 42.43 0| 0 0 0 240 1.38 -0.59 38.23 0| 0 0 0 320 2.04 -0.76 36.55 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 3,437| 40 122,752 +40 Grand Total 16,095| 140 988,649 +140 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 50 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alcatel-Lucent SA European (CG3) Indicative a-t-m Vol 41.97 Underlying Price 2.028 Time to expiry: 24 Days Sep 10 1.63 1.00 75.00 0| 0 0 0 40 1.23 1.00 99.12 0| 0 0 0 80 0.83 1.00 81.29 0| 0 0 0 120 0.63 0.98 70.56 0| 0 0 0 140 0.44 0.94 60.46 0| 0 0 0 160 0.25 0.83 51.38 0| 0 0 0 180 0.17 0.72 47.26 0| 0 0 0 190 0.11 0.57 43.42 0| 0 885 0 200 0.05 0.39 38.60 0| 0 0 0 210 0.02 0.20 35.33 0| 0 150,100 0 220 0.01 0.08 32.96 0| 0 0 0 230 0.01 0.02 30.79 0| 0 210 0 240 0.01 0.00 25.98 0| 0 165 0 260 0.01 0.00 22.07 0| 0 100 0 280 0.01 0.00 18.98 0| 0 300 0 300 0.01 0.00 16.62 0| 0 1,226 0 320 0.01 0.00 14.95 0| 0 0 0 340 0.01 0.00 13.88 0| 0 80 0 360 0.01 0.00 13.37 0| 0 110 0 400 0.01 0.00 14.71 0| 0 1 0 440 0.01 0.00 16.00 0| 0 2,000 0 480 0.01 0.00 17.00 0| 0 2,000 0 500 0.01 0.00 18.00 0| 0 0 0 560 0.01 0.00 20.00 0| 0 0 0 600 0.01 0.00 22.00 0| 0 0 0 640 0.01 0.00 24.00 0| 0 0 0 720 0.01 0.00 26.00 0| 0 0 0 800 0.01 0.00 28.00 0| 0 0 0 900 0.01 0.00 30.00 0| 0 0 0 1000 0.01 0.00 32.00 0| 0 0 0 1200 0.01 0.00 34.00 0| 0 0 0 1400 Total 0| 0 157,177 0 Indicative a-t-m Vol 44.87 Underlying Price 2.028 Time to expiry: 206 Days Mar 11 1.63 1.00 85.00 0| 0 0 0 40 1.25 0.98 73.54 0| 0 0 0 80 0.88 0.92 60.62 0| 0 0 0 120 0.55 0.80 51.01 0| 0 0 0 160 0.41 0.70 47.49 0| 0 0 0 180 0.29 0.59 45.27 0| 0 0 0 200 0.20 0.47 42.60 0| 0 0 0 220 0.12 0.35 39.81 0| 0 900 0 240 0.08 0.25 38.82 0| 0 100 0 260 0.04 0.16 37.67 0| 0 0 0 280 0.01 0.06 36.21 0| 0 210 0 320 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.02 35.71 0| 0 260 0 360 0.01 0.01 36.00 0| 0 0 0 400 0.01 0.00 36.80 0| 0 0 0 440 0.01 0.00 38.14 0| 0 0 0 480 0.01 0.00 38.96 0| 0 0 0 500 0.01 0.00 44.26 0| 0 900 0 600 0.01 0.00 58.67 0| 0 0 0 800 Total 0| 0 2,370 0 Indicative a-t-m Vol 42.49 Underlying Price 2.028 Time to expiry: 388 Days Sep 11 1.25 0.98 54.00 0| 0 0 0 80 0.91 0.90 51.47 0| 0 0 0 120 0.63 0.77 49.03 0| 0 0 0 160 0.37 0.61 42.50 0| 0 0 0 200 0.23 0.45 42.40 0| 0 0 0 240 0.14 0.31 42.30 0| 0 1,000 0 280 0.08 0.20 41.00 0| 0 1,900 0 320 0.03 0.08 40.34 0| 0 0 0 400 0.01 0.02 39.55 0| 0 0 0 500 0.01 0.01 39.67 0| 0 0 0 600 0.01 0.00 41.65 0| 0 0 0 800 0.01 0.00 45.00 0| 0 18,000 0 1000 Total 0| 0 20,900 0 Indicative a-t-m Vol 45.88 Underlying Price 2.028 Time to expiry: 570 Days Mar 12 1.27 0.96 54.25 0| 0 0 0 80 0.96 0.88 51.24 0| 0 0 0 120 0.69 0.77 48.49 0| 0 0 0 160 0.49 0.64 46.00 0| 0 0 0 200 0.33 0.50 44.35 0| 0 0 0 240 0.22 0.38 43.03 0| 0 0 0 280 0.16 0.30 43.16 0| 0 0 0 320 0.07 0.16 41.89 0| 0 0 0 400 0.03 0.08 42.26 0| 0 0 0 500 0.01 0.04 41.80 0| 0 0 0 600 0.01 0.01 41.90 0| 0 0 0 800 0.01 0.00 42.76 0| 0 1 0 1000 0.01 0.00 44.06 0| 0 200 0 1200 Total 0| 0 201 0 Indicative a-t-m Vol 44.98 Underlying Price 2.028 Time to expiry: 759 Days Sep 12 1.30 0.95 53.43 0| 0 0 0 80 0.76 0.77 47.98 0| 0 0 0 160 0.55 0.65 45.04 0| 0 0 0 200 0.41 0.54 44.25 0| 0 0 0 240 0.30 0.44 43.49 0| 0 0 0 280 0.22 0.36 43.23 0| 0 0 0 320 0.12 0.22 42.06 0| 0 0 0 400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.06 0.13 41.14 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.97 Underlying Price 2.028 Time to expiry: 934 Days Mar 13 1.32 0.94 53.76 0| 0 0 0 80 0.81 0.77 47.65 0| 0 0 0 160 0.61 0.67 45.11 0| 0 0 0 200 0.46 0.56 43.22 0| 0 1 0 240 0.27 0.39 42.03 0| 0 1 0 320 0.17 0.27 42.51 0| 0 0 0 400 0.12 0.20 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.62 Underlying Price 2.028 Time to expiry: 1123 Days Sep 13 1.35 0.94 54.06 0| 0 0 0 80 0.86 0.78 47.82 0| 0 0 0 160 0.52 0.59 43.73 0| 0 0 0 240 0.33 0.43 42.84 0| 0 0 0 320 0.23 0.33 43.20 0| 0 0 0 400 0.16 0.25 43.53 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.86 Underlying Price 2.028 Time to expiry: 1305 Days Mar 14 1.38 0.93 53.93 0| 0 0 0 80 0.91 0.78 47.89 0| 0 0 0 160 0.58 0.61 44.11 0| 0 0 0 240 0.39 0.47 43.11 0| 0 30 0 320 0.28 0.37 43.48 0| 0 0 0 400 0.20 0.28 43.18 0| 0 0 0 480 Total 0| 0 30 0 Indicative a-t-m Vol 46.22 Underlying Price 2.028 Time to expiry: 1487 Days Sep 14 1.41 0.93 54.26 0| 0 20 0 80 0.96 0.79 48.41 0| 0 20 0 160 0.64 0.64 44.33 0| 0 20 0 240 0.47 0.51 44.32 0| 0 20 0 320 0.35 0.41 44.31 0| 0 20 0 400 0.26 0.33 44.20 0| 0 0 0 480 Total 0| 0 100 0 Indicative a-t-m Vol 46.78 Underlying Price 2.028 Time to expiry: 1669 Days Mar 15 1.43 0.93 55.01 0| 0 0 0 80 1.01 0.80 49.11 0| 0 0 0 160 0.70 0.66 44.78 0| 0 0 0 240 0.52 0.54 44.36 0| 0 0 0 320 0.39 0.44 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 0| 0 180,780 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 53 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alcatel-Lucent SA European (CG3) Indicative a-t-m Vol 41.97 Underlying Price 2.028 Time to expiry: 24 Days Sep 10 0.01 0.00 75.00 0| 0 0 0 40 0.01 0.00 99.12 0| 0 0 0 80 0.01 0.00 81.29 0| 0 1 0 120 0.01 -0.02 70.56 0| 0 0 0 140 0.01 -0.06 60.46 0| 0 1,000 0 160 0.03 -0.17 51.38 0| 0 100 0 180 0.05 -0.28 47.26 0| 0 0 0 190 0.08 -0.43 43.42 0| 0 720 0 200 0.12 -0.61 38.60 0| 0 0 0 210 0.19 -0.80 35.33 0| 0 150,200 0 220 0.28 -0.92 32.96 0| 0 0 0 230 0.37 -0.98 30.79 0| 0 346 0 240 0.57 -1.00 25.98 0| 0 200 0 260 0.77 -1.00 22.07 0| 0 1,765 0 280 0.97 -1.00 18.98 0| 0 1,550 0 300 1.17 -1.00 16.62 0| 0 300 0 320 1.37 -1.00 14.95 0| 0 0 0 340 1.57 -1.00 13.88 0| 0 1,000 0 360 1.97 -1.00 13.37 0| 0 11,000 0 400 2.37 -1.00 14.71 0| 0 0 0 440 2.77 -1.00 16.00 0| 0 0 0 480 2.97 -1.00 17.00 0| 0 40 0 500 3.57 -1.00 18.00 0| 0 1,000 0 560 3.97 -1.00 20.00 0| 0 360 0 600 4.37 -1.00 22.00 0| 0 0 0 640 5.17 -1.00 24.00 0| 0 200 0 720 5.97 -1.00 26.00 0| 0 150 0 800 6.97 -1.00 28.00 0| 0 40,440 0 900 7.97 -1.00 30.00 0| 0 540 0 1000 9.97 -1.00 32.00 0| 0 2 0 1200 11.97 -1.00 34.00 0| 0 800 0 1400 Total 0| 0 211,714 0 Indicative a-t-m Vol 44.87 Underlying Price 2.028 Time to expiry: 206 Days Mar 11 0.01 0.00 85.00 0| 0 0 0 40 0.01 -0.02 73.54 0| 0 0 0 80 0.04 -0.08 60.62 0| 0 0 0 120 0.11 -0.20 51.01 0| 0 0 0 160 0.17 -0.30 47.49 0| 0 0 0 180 0.25 -0.41 45.27 0| 0 0 0 200 0.36 -0.53 42.60 0| 0 0 0 220 0.48 -0.65 39.81 0| 0 1,650 0 240 0.63 -0.75 38.82 0| 0 0 0 260 0.80 -0.84 37.67 0| 0 2,615 0 280 1.17 -0.94 36.21 0| 0 210 0 320 1.56 -0.98 35.71 0| 0 400 0 360 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 54 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.95 -0.99 36.00 0| 0 0 0 400 2.35 -1.00 36.80 0| 0 500 0 440 2.75 -1.00 38.14 0| 0 0 0 480 2.95 -1.00 38.96 0| 0 0 0 500 3.94 -1.00 44.26 0| 0 0 0 600 5.93 -1.00 58.67 0| 0 1,000 0 800 Total 0| 0 6,375 0 Indicative a-t-m Vol 42.49 Underlying Price 2.028 Time to expiry: 388 Days Sep 11 0.01 -0.02 54.00 0| 0 0 0 80 0.07 -0.10 51.47 0| 0 0 0 120 0.18 -0.23 49.03 0| 0 0 0 160 0.32 0.32 -0.39 42.50 0.32 0.30 290| 0 2,850 0 200 0.58 -0.55 42.40 0| 0 0 0 240 0.88 -0.69 42.30 0| 0 325 0 280 1.21 -0.80 41.00 0| 0 60 0 320 1.95 -0.92 40.34 0| 0 0 0 400 2.92 -0.98 39.55 0| 0 200 0 500 3.90 -0.99 39.67 0| 0 0 0 600 5.87 -1.00 41.65 0| 0 0 0 800 7.85 -1.00 45.00 0| 0 0 0 1000 Total 290| 0 3,435 0 Indicative a-t-m Vol 45.88 Underlying Price 2.028 Time to expiry: 570 Days Mar 12 0.03 -0.04 54.25 0| 0 0 0 80 0.11 -0.12 51.24 0| 0 0 0 120 0.23 -0.23 48.49 0| 0 0 0 160 0.42 -0.36 46.00 0| 0 0 0 200 0.66 -0.50 44.35 0| 0 0 0 240 0.94 -0.62 43.03 0| 0 0 0 280 1.27 -0.70 43.16 0| 0 0 0 320 1.97 -0.84 41.89 0| 0 0 0 400 2.91 -0.92 42.26 0| 0 0 0 500 3.87 -0.96 41.80 0| 0 0 0 600 5.82 -0.99 41.90 0| 0 0 0 800 7.78 -1.00 42.76 0| 0 0 0 1000 9.74 -1.00 44.06 0| 0 0 0 1200 Total 0| 0 0 0 Indicative a-t-m Vol 44.98 Underlying Price 2.028 Time to expiry: 759 Days Sep 12 0.05 -0.05 53.43 0| 0 0 0 80 0.28 -0.23 47.98 0| 0 0 0 160 0.46 -0.35 45.04 0| 0 0 0 200 0.71 -0.46 44.25 0| 0 0 0 240 0.99 -0.56 43.49 0| 0 0 0 280 1.31 -0.64 43.23 0| 0 0 0 320 1.98 -0.78 42.06 0| 0 0 0 400 2.70 -0.87 41.14 0| 0 0 0 480 Total 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 44.97 Underlying Price 2.028 Time to expiry: 934 Days Mar 13 0.07 -0.06 53.76 0| 0 0 0 80 0.32 -0.23 47.65 0| 0 1 0 160 0.51 -0.33 45.11 0| 0 0 0 200 0.74 -0.44 43.22 0| 0 1 0 240 1.32 -0.61 42.03 0| 0 0 0 320 1.99 -0.73 42.51 0| 0 0 0 400 2.71 -0.80 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.62 Underlying Price 2.028 Time to expiry: 1123 Days Sep 13 0.09 -0.06 54.06 0| 0 0 0 80 0.36 -0.22 47.82 0| 0 0 0 160 0.78 -0.41 43.73 0| 0 1 0 240 1.35 -0.57 42.84 0| 0 1 0 320 2.01 -0.67 43.20 0| 0 1 0 400 2.70 -0.75 43.53 0| 0 0 0 480 Total 0| 0 3 0 Indicative a-t-m Vol 45.86 Underlying Price 2.028 Time to expiry: 1305 Days Mar 14 0.10 -0.07 53.93 0| 0 0 0 80 0.39 -0.22 47.89 0| 0 0 0 160 0.81 -0.39 44.11 0| 0 0 0 240 1.37 -0.53 43.11 0| 0 0 0 320 2.01 -0.63 43.48 0| 0 0 0 400 2.68 -0.72 43.18 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 46.22 Underlying Price 2.028 Time to expiry: 1487 Days Sep 14 0.12 -0.07 54.26 0| 0 0 0 80 0.42 -0.21 48.41 0| 0 20 0 160 0.83 -0.36 44.33 0| 0 20 0 240 1.40 -0.49 44.32 0| 0 20 0 320 2.02 -0.59 44.31 0| 0 20 0 400 2.68 -0.67 44.20 0| 0 0 0 480 Total 0| 0 80 0 Indicative a-t-m Vol 46.78 Underlying Price 2.028 Time to expiry: 1669 Days Mar 15 0.14 -0.07 55.01 0| 0 0 0 80 0.45 -0.20 49.11 0| 0 0 0 160 0.86 -0.34 44.78 0| 0 0 0 240 1.41 -0.46 44.36 0| 0 0 0 320 2.02 -0.56 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 290| 0 221,609 0 Grand Total 290| 0 402,389 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 56 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alstom (100) (AS1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 Total N/A | N/A N/A 0 Indicative a-t-m Vol 31.83 Underlying Price 38.490 Time to expiry: 24 Days Sep 10 14.50 1.00 61.30 0| 0 0 0 2400 10.51 0.99 50.86 0| 0 0 0 2800 8.57 0.97 54.04 0| 0 0 0 3000 6.59 0.95 44.29 0| 0 32 0 3200 4.70 0.90 39.33 0| 0 30 0 3400 3.81 0.85 37.11 0| 0 30 0 3500 3.09 2.98 0.78 35.43 3.09 2.47 44| 0 31 0 3600 2.21 0.69 33.77 0| 0 543 0 3700 1.48 1.56 0.58 32.28 1.48 1.48 30| 0 52 0 3800 1.26 1.04 0.45 31.37 1.26 1.26 14| 0 26 0 3900 0.77 0.63 0.33 30.21 0.77 0.77 10| 5 2,159 +5 4000 0.46 0.35 0.22 29.19 0.46 0.46 10| 16 1,567 0 4100 0.23 0.18 0.13 28.66 0.23 0.17 17| 33 1,462 -513 4200 0.09 0.07 28.41 0| 2 1,119 +2 4300 0.03 0.03 26.70 0| 5 3,704 -5 4400 0.02 0.02 31.88 0| 0 3,092 0 4600 0.02 0.02 38.36 0| 0 65 0 4800 0.01 0.00 27.93 0| 0 95 0 5200 0.01 0.00 27.73 0| 0 4 0 5600 0.01 0.00 27.90 0| 0 0 0 6000 0.01 0.00 28.36 0| 0 0 0 6400 0.01 0.00 29.81 0| 0 0 0 7200 0.01 0.00 31.00 0| 0 0 0 8000 Total 125| 61 14,011 -511 Indicative a-t-m Vol 31.65 Underlying Price 38.490 Time to expiry: 52 Days Oct 10 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 57 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.71 0.94 45.41 0| 0 0 0 3000 6.84 0.90 41.31 0| 0 70 0 3200 5.07 0.83 37.64 0| 0 45 0 3400 4.23 0.78 35.80 0| 0 11 0 3500 3.47 0.72 34.59 0| 0 11 0 3600 2.76 0.65 33.25 0| 0 14 0 3700 2.15 0.57 32.24 0| 0 20 0 3800 1.60 0.48 31.04 0| 10 50 +10 3900 1.15 0.39 30.11 0| 0 100 0 4000 0.81 0.31 29.56 0| 7 67 +2 4100 0.61 0.54 0.23 28.87 0.61 0.54 72| 10 1,097 +5 4200 0.35 0.17 28.26 0| 0 16 0 4300 0.21 0.21 0.11 27.60 0.21 0.21 20| 0 55 0 4400 0.07 0.04 26.47 0| 0 43 0 4600 0.02 0.02 26.56 0| 0 50 0 4800 0.01 0.00 25.00 0| 0 0 0 5200 Total 92| 27 1,649 +17 Indicative a-t-m Vol 32.80 Underlying Price 38.490 Time to expiry: 87 Days Nov 10 5.54 0.78 37.75 0| 0 0 0 3400 4.05 0.69 35.45 0| 0 0 0 3600 2.79 0.57 33.35 0| 0 0 0 3800 2.16 2.23 0.50 32.23 2.16 2.16 70| 0 0 0 3900 1.74 1.75 0.44 31.34 1.74 1.74 70| 0 0 0 4000 1.36 0.37 30.76 0| 0 0 0 4100 1.14 1.03 0.31 30.13 1.14 1.14 20| 0 0 0 4200 0.55 0.19 28.91 0| 0 0 0 4400 0.26 0.11 27.72 0| 0 0 0 4600 Total 160| 0 0 0 Indicative a-t-m Vol 32.72 Underlying Price 38.490 Time to expiry: 115 Days Dec 10 18.63 0.98 59.35 0| 0 0 0 2000 14.76 0.96 52.88 0| 0 0 0 2400 10.99 0.92 45.72 0| 0 0 0 2800 7.43 0.83 39.27 0| 0 56 0 3200 5.84 0.76 37.22 0| 0 0 0 3400 4.41 0.67 35.13 0| 0 20 0 3600 3.16 0.57 33.17 0| 0 4,940 0 3800 2.31 2.11 0.45 31.33 2.31 2.31 10| 0 616 0 4000 1.34 0.34 29.91 0| 6 1,175 +6 4200 0.79 0.23 28.91 0| 0 636 0 4400 0.43 0.43 0.15 27.79 0.43 0.43 20| 0 4,201 0 4600 0.22 0.09 26.85 0| 0 8,600 0 4800 0.12 0.05 27.00 0| 0 3,218 0 5000 0.07 0.03 27.17 0| 0 320 0 5200 0.01 0.00 24.78 0| 0 20 0 5600 0.01 0.00 24.25 0| 0 1,000 0 6000 0.01 0.00 24.08 0| 0 0 0 6400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 24.67 0| 0 0 0 7200 0.01 0.00 26.00 0| 0 0 0 8000 Total 30| 6 24,802 +6 Indicative a-t-m Vol 33.09 Underlying Price 38.490 Time to expiry: 206 Days Mar 11 15.06 0.94 47.49 0| 0 0 0 2400 11.48 0.88 42.67 0| 0 0 0 2800 8.21 0.79 38.54 0| 0 0 0 3200 6.70 0.73 36.45 0| 0 0 0 3400 5.36 0.66 34.92 0| 0 10 0 3600 4.17 0.58 33.42 0| 0 10 0 3800 3.14 0.49 32.10 0| 0 75 0 4000 2.29 0.41 30.92 0| 0 45 0 4200 1.63 0.32 30.09 0| 0 126 0 4400 1.12 0.25 29.21 0| 0 127 0 4600 0.74 0.18 28.42 0| 0 1,510 0 4800 0.32 0.09 27.57 0| 0 90 0 5200 0.13 0.04 27.05 0| 0 30 0 5600 0.02 0.01 26.38 0| 0 0 0 6400 0.01 0.00 27.00 0| 0 0 0 7200 Total 0| 0 2,023 0 Indicative a-t-m Vol 33.76 Underlying Price 38.490 Time to expiry: 297 Days Jun 11 15.37 0.92 45.46 0| 0 0 0 2400 11.95 0.86 41.45 0| 0 0 0 2800 8.86 0.77 38.03 0| 0 0 0 3200 7.45 0.71 36.54 0| 0 0 0 3400 6.18 0.65 35.31 0| 0 0 0 3600 5.04 0.59 34.06 0| 0 500 0 3800 4.03 0.52 32.86 0| 0 1,105 0 4000 3.16 0.45 31.85 0| 0 1,281 0 4200 2.44 0.38 31.01 0| 0 81 0 4400 1.36 0.25 29.53 0| 0 12 0 4800 0.99 0.20 28.97 0| 0 0 0 5000 0.35 0.09 27.53 0| 0 109 0 5600 0.19 0.05 27.59 0| 0 12 0 6000 0.09 0.03 27.19 0| 0 0 0 6400 0.01 0.00 28.00 0| 0 0 0 8000 Total 0| 0 3,100 0 Indicative a-t-m Vol 33.44 Underlying Price 38.490 Time to expiry: 479 Days Dec 11 15.53 0.91 43.10 0| 0 0 0 2400 9.38 0.75 37.32 0| 0 0 0 3200 6.85 0.65 34.85 0| 0 0 0 3600 4.74 0.53 32.58 0| 0 500 0 4000 3.07 0.41 30.33 0| 0 1,200 0 4400 1.85 0.29 28.48 0| 0 0 0 4800 0.68 0.13 26.98 0| 0 750 0 5600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.42 0.09 26.90 0| 0 0 0 6000 0.07 0.02 28.67 0| 0 0 0 8000 Total 0| 0 2,450 0 Indicative a-t-m Vol 32.79 Underlying Price 38.490 Time to expiry: 661 Days Jun 12 16.01 0.88 42.94 0| 0 0 0 2400 10.13 0.74 36.58 0| 0 0 0 3200 7.70 0.64 34.15 0| 0 0 0 3600 5.62 0.54 31.97 0| 0 750 0 4000 3.90 0.44 29.84 0| 0 0 0 4400 2.60 0.34 28.09 0| 0 0 0 4800 0.82 0.14 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Calls 407| 94 48,785 -488 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alstom (100) (AS1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 Total N/A | N/A N/A 0 Indicative a-t-m Vol 31.83 Underlying Price 38.490 Time to expiry: 24 Days Sep 10 0.01 0.00 61.30 0| 0 0 0 2400 0.01 -0.01 50.86 0| 0 25 0 2800 0.07 -0.03 54.04 0| 0 80 0 3000 0.09 -0.05 44.29 0| 0 811 0 3200 0.20 -0.10 39.33 0| 0 3,655 0 3400 0.34 0.31 -0.15 37.11 0.34 0.34 16| 0 48 0 3500 0.51 0.47 -0.22 35.43 0.53 0.51 90| 0 1,647 0 3600 0.70 0.71 -0.31 33.77 0.70 0.70 30| 0 577 0 3700 1.09 1.06 -0.42 32.28 1.18 1.08 145| 25 63 -20 3800 1.60 1.53 -0.55 31.37 1.60 1.60 13| 0 300 0 3900 1.78 2.13 -0.67 30.21 2.23 1.78 38| 1 1,148 0 4000 2.85 -0.78 29.19 0| 0 47 0 4100 3.68 -0.87 28.66 0| 11 50 -11 4200 4.59 -0.93 28.41 0| 0 39 0 4300 5.53 -0.97 26.70 0| 0 563 0 4400 7.52 -0.98 31.88 0| 0 843 0 4600 9.52 -0.99 38.36 0| 0 410 0 4800 13.51 -1.00 27.93 0| 0 23 0 5200 17.51 -1.00 27.73 0| 0 0 0 5600 21.51 -1.00 27.90 0| 0 0 0 6000 25.51 -1.00 28.36 0| 0 0 0 6400 33.51 -1.00 29.81 0| 0 0 0 7200 41.51 -1.00 31.00 0| 0 0 0 8000 Total 332| 37 10,329 -31 Indicative a-t-m Vol 31.65 Underlying Price 38.490 Time to expiry: 52 Days Oct 10 0.19 -0.06 45.41 0| 0 50 0 3000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 61 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.31 0.32 -0.10 41.31 0.31 0.31 4| 0 27 0 3200 0.58 0.55 -0.17 37.64 0.58 0.58 30| 0 3 0 3400 0.72 -0.22 35.80 0| 0 84 0 3500 0.95 -0.28 34.59 0| 0 31 0 3600 1.25 -0.35 33.25 0| 0 1,272 0 3700 1.63 -0.43 32.24 0| 0 46 0 3800 2.08 -0.52 31.04 0| 0 35 0 3900 2.96 2.64 -0.61 30.11 2.96 2.96 13| 0 36 0 4000 3.80 3.29 -0.69 29.56 3.80 3.80 20| 0 50 0 4100 4.58 4.02 -0.77 28.87 4.58 4.58 20| 0 11 0 4200 4.83 -0.84 28.26 0| 0 0 0 4300 6.35 5.70 -0.89 27.60 6.35 6.35 20| 0 0 0 4400 7.56 -0.96 26.47 0| 0 2 0 4600 9.52 -0.99 26.56 0| 0 94 0 4800 13.51 -1.00 25.00 0| 0 0 0 5200 Total 107| 0 1,741 0 Indicative a-t-m Vol 32.80 Underlying Price 38.490 Time to expiry: 87 Days Nov 10 1.00 -0.22 37.75 0| 0 0 0 3400 1.46 1.50 -0.32 35.45 1.46 1.46 4| 0 0 0 3600 2.12 2.24 -0.43 33.35 2.12 2.12 5| 0 0 0 3800 2.55 2.68 -0.50 32.23 2.74 2.55 150| 0 0 0 3900 3.20 -0.57 31.34 0| 0 0 0 4000 3.81 -0.63 30.76 0| 0 0 0 4100 4.48 -0.70 30.13 0| 0 0 0 4200 6.01 -0.81 28.91 0| 0 0 0 4400 7.72 -0.90 27.72 0| 0 0 0 4600 Total 159| 0 0 0 Indicative a-t-m Vol 32.72 Underlying Price 38.490 Time to expiry: 115 Days Dec 10 0.08 -0.02 59.35 0| 0 20 0 2000 0.21 -0.04 52.88 0| 0 60 0 2400 0.43 -0.08 45.72 0| 0 27 0 2800 0.92 0.86 -0.17 39.27 0.92 0.87 50| 10 4,049 -10 3200 1.26 -0.24 37.22 0| 30 2,048 0 3400 1.65 1.83 -0.33 35.13 1.92 1.65 23| 11 1,819 0 3600 2.51 2.57 -0.43 33.17 2.51 2.51 26| 0 1,919 0 3800 3.52 -0.55 31.33 0| 0 9,876 0 4000 4.75 -0.66 29.91 0| 0 125 0 4200 6.21 -0.77 28.91 0| 0 2,752 0 4400 7.85 -0.86 27.79 0| 0 4,607 0 4600 9.65 -0.92 26.85 0| 0 3,086 0 4800 11.56 -0.96 27.00 0| 0 2,766 0 5000 13.52 -0.98 27.17 0| 0 159 0 5200 17.51 -1.00 24.78 0| 0 0 0 5600 21.51 -1.00 24.25 0| 0 0 0 6000 25.51 -1.00 24.08 0| 0 0 0 6400 33.51 -1.00 24.67 0| 0 0 0 7200 41.51 -1.00 26.00 0| 0 0 0 8000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 62 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 99| 51 33,313 -10 Indicative a-t-m Vol 33.09 Underlying Price 38.490 Time to expiry: 206 Days Mar 11 0.40 0.46 -0.07 47.49 0.40 0.40 6| 0 11 0 2400 0.86 -0.12 42.67 0| 0 98 0 2800 1.57 -0.21 38.54 0| 0 160 0 3200 2.06 -0.27 36.45 0| 12 186 0 3400 2.72 -0.34 34.92 0| 0 915 0 3600 3.52 -0.42 33.42 0| 0 890 0 3800 4.49 -0.51 32.10 0| 0 61 0 4000 5.63 -0.60 30.92 0| 0 65 0 4200 6.97 -0.68 30.09 0| 0 0 0 4400 8.46 -0.76 29.21 0| 0 35 0 4600 10.09 -0.82 28.42 0| 0 0 0 4800 13.68 -0.92 27.57 0| 0 0 0 5200 17.53 -0.98 27.05 0| 0 0 0 5600 25.51 -1.00 26.38 0| 0 0 0 6400 33.51 -1.00 27.00 0| 0 0 0 7200 Total 6| 12 2,421 0 Indicative a-t-m Vol 33.76 Underlying Price 38.490 Time to expiry: 297 Days Jun 11 0.74 -0.08 45.46 0| 0 100 0 2400 1.29 -0.15 41.45 0| 0 128 0 2800 2.16 -0.23 38.03 0| 0 31 0 3200 2.74 -0.29 36.54 0| 0 58 0 3400 3.46 -0.35 35.31 0| 0 580 0 3600 4.31 -0.42 34.06 0| 0 590 0 3800 5.28 -0.49 32.86 0| 0 3,010 0 4000 6.41 -0.56 31.85 0| 0 1,250 0 4200 7.68 -0.63 31.01 0| 0 0 0 4400 10.59 -0.76 29.53 0| 0 0 0 4800 12.23 -0.81 28.97 0| 0 710 0 5000 17.63 -0.93 27.53 0| 0 0 0 5600 21.52 -0.98 27.59 0| 0 0 0 6000 25.51 -1.00 27.19 0| 0 0 0 6400 41.51 -1.00 28.00 0| 0 0 0 8000 Total 0| 0 6,457 0 Indicative a-t-m Vol 33.44 Underlying Price 38.490 Time to expiry: 479 Days Dec 11 1.41 -0.12 43.10 0| 0 0 0 2400 3.42 -0.27 37.32 0| 0 0 0 3200 4.96 -0.38 34.85 0| 0 0 0 3600 6.87 -0.49 32.58 0| 0 500 0 4000 9.23 -0.61 30.33 0| 0 1,000 0 4400 12.01 -0.72 28.48 0| 0 1,600 0 4800 18.81 -0.88 26.98 0| 0 0 0 5600 22.53 -0.92 26.90 0| 0 0 0 6000 42.01 -0.99 28.67 0| 0 0 0 8000 Total 0| 0 3,100 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 63 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 32.79 Underlying Price 38.490 Time to expiry: 661 Days Jun 12 2.02 -0.14 42.94 0| 0 0 0 2400 4.14 -0.28 36.58 0| 0 0 0 3200 5.69 -0.37 34.15 0| 0 0 0 3600 7.58 -0.47 31.97 0| 0 750 0 4000 9.83 -0.58 29.84 0| 0 0 0 4400 12.51 -0.68 28.09 0| 0 0 0 4800 22.72 -0.88 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Puts 703| 100 58,111 -41 Grand Total 1,110| 194 106,896 -529 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 64 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alstom European (AS3) Indicative a-t-m Vol 31.83 Underlying Price 38.490 Time to expiry: 24 Days Sep 10 14.50 1.00 61.30 0| 0 0 0 2400 10.51 0.99 50.86 0| 0 0 0 2800 8.57 0.97 54.04 0| 0 0 0 3000 6.59 0.95 44.29 0| 0 0 0 3200 4.70 0.90 39.33 0| 0 0 0 3400 3.81 0.85 37.11 0| 0 0 0 3500 2.98 0.78 35.43 0| 0 868 0 3600 2.21 0.69 33.77 0| 0 0 0 3700 1.56 0.58 32.28 0| 0 0 0 3800 1.04 0.45 31.37 0| 0 0 0 3900 0.63 0.33 30.21 0| 0 1 0 4000 0.35 0.22 29.19 0| 0 0 0 4100 0.18 0.13 28.66 0| 0 100 0 4200 0.09 0.07 28.41 0| 0 0 0 4300 0.03 0.03 26.70 0| 0 78 0 4400 0.02 0.02 31.88 0| 0 200 0 4600 0.02 0.02 38.36 0| 0 330 0 4800 0.01 0.00 27.93 0| 0 1,613 0 5200 0.01 0.00 27.73 0| 0 80 0 5600 0.01 0.00 27.90 0| 0 15 0 6000 0.01 0.00 28.36 0| 0 10 0 6400 0.01 0.00 29.81 0| 0 0 0 7200 0.01 0.00 31.00 0| 0 0 0 8000 Total 0| 0 3,295 0 Indicative a-t-m Vol 33.09 Underlying Price 38.490 Time to expiry: 206 Days Mar 11 15.01 0.93 47.49 0| 0 0 0 2400 11.43 0.88 42.67 0| 0 0 0 2800 8.16 0.79 38.54 0| 0 0 0 3200 6.66 0.73 36.45 0| 0 0 0 3400 5.33 0.66 34.92 0| 0 0 0 3600 4.14 0.58 33.42 0| 0 0 0 3800 3.12 0.49 32.10 0| 0 0 0 4000 2.27 0.40 30.92 0| 0 0 0 4200 1.62 0.32 30.09 0| 0 0 0 4400 1.11 0.25 29.21 0| 0 10 0 4600 0.74 0.18 28.42 0| 0 15 0 4800 0.31 0.09 27.57 0| 0 0 0 5200 0.12 0.04 27.05 0| 0 20 0 5600 0.04 0.02 26.41 0| 0 0 0 6000 0.02 0.01 26.38 0| 0 0 0 6400 0.01 0.00 27.00 0| 0 0 0 7200 0.01 0.00 28.67 0| 0 0 0 8000 Total 0| 0 45 0 Indicative a-t-m Vol 31.99 Underlying Price 38.490 Time to expiry: 388 Days Sep 11 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 65 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.39 0.90 40.90 0| 0 0 0 2400 8.27 0.74 35.54 0| 0 0 0 3200 5.83 0.62 33.22 0| 0 0 0 3600 3.84 0.49 31.25 0| 0 0 0 4000 2.39 0.36 29.63 0| 0 30 0 4400 1.40 0.25 28.34 0| 0 45 0 4800 0.42 0.10 26.68 0| 0 0 0 5600 0.22 0.06 26.25 0| 0 0 0 6000 0.02 0.01 27.61 0| 0 0 0 8000 Total 0| 0 75 0 Indicative a-t-m Vol 31.94 Underlying Price 38.490 Time to expiry: 570 Days Mar 12 15.03 0.88 39.35 0| 0 0 0 2400 9.32 0.73 35.19 0| 0 0 0 3200 6.95 0.63 33.10 0| 0 0 0 3600 4.95 0.52 31.24 0| 0 0 0 4000 3.41 0.42 29.67 0| 0 0 0 4400 2.25 0.31 28.41 0| 0 0 0 4800 0.57 0.11 26.41 0| 0 0 0 6000 0.10 0.02 27.89 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 3,415 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alstom European (AS3) Indicative a-t-m Vol 31.83 Underlying Price 38.490 Time to expiry: 24 Days Sep 10 0.01 0.00 61.30 0| 0 0 0 2400 0.01 -0.01 50.86 0| 0 0 0 2800 0.07 -0.03 54.04 0| 0 0 0 3000 0.09 -0.05 44.29 0| 0 25 0 3200 0.20 -0.10 39.33 0| 0 0 0 3400 0.31 -0.15 37.11 0| 0 0 0 3500 0.47 -0.22 35.43 0| 0 708 0 3600 0.71 -0.31 33.77 0| 0 0 0 3700 1.05 -0.42 32.28 0| 0 0 0 3800 1.53 -0.55 31.37 0| 0 0 0 3900 2.13 -0.67 30.21 0| 0 445 0 4000 2.85 -0.78 29.19 0| 0 0 0 4100 3.68 -0.87 28.66 0| 0 0 0 4200 4.59 -0.93 28.41 0| 0 0 0 4300 5.53 -0.97 26.70 0| 0 916 0 4400 7.52 -0.98 31.88 0| 0 1,316 0 4600 9.52 -0.98 38.36 0| 0 125 0 4800 13.49 -1.00 27.93 0| 0 110 0 5200 17.49 -1.00 27.73 0| 0 0 0 5600 21.49 -1.00 27.90 0| 0 0 0 6000 25.49 -1.00 28.36 0| 0 1,000 0 6400 33.49 -1.00 29.81 0| 0 0 0 7200 41.49 -1.00 31.00 0| 0 0 0 8000 Total 0| 0 4,645 0 Indicative a-t-m Vol 33.09 Underlying Price 38.490 Time to expiry: 206 Days Mar 11 0.46 -0.07 47.49 0| 0 0 0 2400 0.86 -0.12 42.67 0| 0 0 0 2800 1.57 -0.21 38.54 0| 0 200 0 3200 2.06 -0.27 36.45 0| 0 0 0 3400 2.72 -0.34 34.92 0| 0 10 0 3600 3.52 -0.42 33.42 0| 0 0 0 3800 4.48 -0.51 32.10 0| 0 30 0 4000 5.63 -0.60 30.92 0| 0 0 0 4200 6.96 -0.68 30.09 0| 0 15 0 4400 8.45 -0.75 29.21 0| 0 564 0 4600 10.06 -0.82 28.42 0| 0 0 0 4800 13.62 -0.91 27.57 0| 0 0 0 5200 17.40 -0.96 27.05 0| 0 0 0 5600 21.30 -0.98 26.41 0| 0 0 0 6000 25.25 -0.99 26.38 0| 0 0 0 6400 33.20 -1.00 27.00 0| 0 0 0 7200 41.15 -1.00 28.67 0| 0 0 0 8000 Total 0| 0 819 0 Indicative a-t-m Vol 31.99 Underlying Price 38.490 Time to expiry: 388 Days Sep 11 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 67 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.90 -0.10 40.90 0| 0 0 0 2400 2.68 -0.26 35.54 0| 80 110 +80 3200 4.19 -0.38 33.22 0| 0 0 0 3600 6.15 -0.51 31.25 0| 0 60 0 4000 8.65 -0.64 29.63 0| 0 600 0 4400 11.61 -0.75 28.34 0| 0 0 0 4800 18.53 -0.90 26.68 0| 0 0 0 5600 22.28 -0.94 26.25 0| 0 0 0 6000 41.83 -0.99 27.61 0| 0 0 0 8000 Total 0| 80 770 +80 Indicative a-t-m Vol 31.94 Underlying Price 38.490 Time to expiry: 570 Days Mar 12 1.36 -0.12 39.35 0| 0 0 0 2400 3.50 -0.27 35.19 0| 0 0 0 3200 5.05 -0.37 33.10 0| 0 0 0 3600 6.98 -0.48 31.24 0| 0 0 0 4000 9.35 -0.58 29.67 0| 0 0 0 4400 12.12 -0.69 28.41 0| 0 0 0 4800 22.21 -0.89 26.41 0| 0 0 0 6000 41.35 -0.98 27.89 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 80 6,234 +80 Grand Total 0| 80 9,649 +80 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Arcelor Mittal (100) (MI1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2150 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2350 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 Total N/A | N/A N/A 0 Indicative a-t-m Vol 39.32 Underlying Price 22.745 Time to expiry: 24 Days Sep 10 6.76 0.99 55.00 0| 0 0 0 1600 4.78 0.97 49.13 0| 0 0 0 1800 3.83 0.94 46.63 0| 0 0 0 1900 2.92 0.88 44.38 0| 0 0 0 2000 2.09 0.78 42.68 0| 0 0 0 2100 1.71 0.72 41.54 0| 0 0 0 2150 1.37 0.65 40.27 0| 0 0 0 2200 1.07 0.56 39.53 0| 0 0 0 2250 0.82 0.48 39.10 0| 0 18 0 2300 0.60 0.39 38.23 0| 0 122 0 2350 0.54 0.42 0.31 37.55 0.54 0.54 1| 3 355 -1 2400 0.30 0.24 37.24 0| 0 0 0 2450 0.19 0.17 36.42 0| 0 53 0 2500 0.08 0.08 35.38 0| 3 11,242 -3 2600 0.02 0.03 34.50 0| 0 18 0 2700 0.01 0.01 33.76 0| 0 64 0 2800 0.01 0.00 32.69 0| 0 31 0 3000 0.01 0.00 32.09 0| 0 3,414 0 3200 0.01 0.00 31.90 0| 0 1,210 0 3400 0.01 0.00 32.09 0| 0 9 0 3600 0.01 0.00 33.41 0| 0 5,339 0 4000 0.01 0.00 35.79 0| 0 0 0 4400 0.01 0.00 39.00 0| 0 50 0 4800 Total 1| 6 21,925 -4 Indicative a-t-m Vol 40.24 Underlying Price 22.745 Time to expiry: 52 Days Oct 10 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.25 0.80 45.57 0| 0 0 0 2000 2.48 0.72 43.12 0| 0 0 0 2100 1.81 0.62 41.32 0| 0 0 0 2200 1.53 0.56 40.45 0| 0 0 0 2250 1.28 0.50 40.02 0| 0 0 0 2300 1.04 0.45 39.38 0| 0 0 0 2350 0.84 0.39 38.72 0| 10 10 +10 2400 0.68 0.33 38.19 0| 0 0 0 2450 0.52 0.28 37.24 0| 0 0 0 2500 0.31 0.19 36.83 0| 0 0 0 2600 0.18 0.12 36.33 0| 0 0 0 2700 0.10 0.07 36.05 0| 0 0 0 2800 0.03 0.03 36.14 0| 0 90 0 3000 0.01 0.01 37.00 0| 0 0 0 3200 Total 0| 10 100 +10 Indicative a-t-m Vol 41.69 Underlying Price 22.745 Time to expiry: 87 Days Nov 10 3.60 0.76 45.88 0| 0 0 0 2000 2.88 0.69 43.90 0| 0 0 0 2100 2.26 0.61 42.48 0| 0 0 0 2200 1.73 0.52 41.43 0| 0 0 0 2300 1.49 0.48 40.93 0| 0 0 0 2350 1.27 0.43 40.19 0| 0 0 0 2400 0.65 0.27 38.62 0| 0 0 0 2600 0.26 0.14 36.18 0| 0 0 0 2800 0.11 0.07 36.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 41.52 Underlying Price 22.745 Time to expiry: 115 Days Dec 10 10.82 0.98 61.00 0| 0 0 0 1200 8.90 0.96 56.71 0| 0 0 0 1400 7.05 0.92 52.57 0| 0 0 0 1600 5.34 0.84 49.29 0| 0 3,000 0 1800 3.80 0.74 45.73 0| 0 0 0 2000 3.11 0.68 43.87 0| 0 0 0 2100 2.49 0.60 42.41 0| 0 0 0 2200 1.96 0.53 41.23 0| 0 0 0 2300 1.53 1.51 0.45 40.12 1.53 1.53 20| 0 1,129 0 2400 0.84 0.30 38.50 0| 0 84 0 2600 0.44 0.19 37.43 0| 0 346 0 2800 0.19 0.10 35.54 0| 0 271 0 3000 0.08 0.05 34.74 0| 0 149 0 3200 0.03 0.02 34.13 0| 0 129 0 3400 0.01 0.01 33.78 0| 0 137 0 3600 0.01 0.00 33.78 0| 0 81 0 4000 0.01 0.00 34.57 0| 0 0 0 4400 0.01 0.00 36.00 0| 0 0 0 4800 Total 20| 0 5,326 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 41.07 Underlying Price 22.745 Time to expiry: 206 Days Mar 11 9.05 0.93 53.00 0| 0 0 0 1400 7.33 0.88 50.00 0| 0 0 0 1600 5.75 0.80 47.51 0| 0 0 0 1800 4.31 0.71 44.25 0| 0 0 0 2000 3.68 0.66 43.10 0| 0 0 0 2100 3.11 0.60 41.87 0| 0 0 0 2200 2.59 0.54 40.80 0| 0 0 0 2300 2.15 0.48 40.11 0| 0 0 0 2400 1.42 0.37 38.49 0| 0 10 0 2600 0.91 0.27 37.58 0| 0 77 0 2800 0.50 0.18 35.31 0| 0 5 0 3000 0.30 0.12 34.91 0| 0 40 0 3200 0.17 0.07 34.26 0| 0 0 0 3400 0.09 0.04 33.84 0| 0 0 0 3600 0.03 0.02 33.58 0| 0 0 0 4000 0.01 0.01 34.00 0| 0 40 0 4400 0.01 0.00 35.00 0| 0 0 0 4800 Total 0| 0 172 0 Indicative a-t-m Vol 40.65 Underlying Price 22.745 Time to expiry: 297 Days Jun 11 9.19 0.91 51.00 0| 0 0 0 1400 7.54 0.86 48.04 0| 0 0 0 1600 6.03 0.78 45.44 0| 0 0 0 1800 4.69 0.70 43.07 0| 0 0 0 2000 4.11 0.65 42.35 0| 0 0 0 2100 3.55 0.60 41.28 0| 0 0 0 2200 3.06 0.56 40.44 0| 0 0 0 2300 2.60 0.50 39.66 0| 0 100 0 2400 1.86 0.41 38.28 0| 0 0 0 2600 1.30 0.32 37.19 0| 0 134 0 2800 0.88 0.24 36.30 0| 0 10 0 3000 0.59 0.18 35.59 0| 0 0 0 3200 0.26 0.09 34.69 0| 0 0 0 3600 0.11 0.04 34.35 0| 0 1,000 0 4000 0.03 0.01 35.00 0| 0 0 0 4800 Total 0| 0 1,244 0 Indicative a-t-m Vol 40.95 Underlying Price 22.745 Time to expiry: 479 Days Dec 11 7.94 0.83 46.76 0| 0 0 0 1600 5.35 0.69 42.84 0| 0 0 0 2000 4.32 0.61 41.67 0| 0 0 0 2200 3.36 0.53 39.74 0| 0 1,250 0 2400 1.91 0.37 36.52 0| 0 1,000 0 2800 1.05 0.24 34.77 0| 0 0 0 3200 0.59 0.15 34.16 0| 0 120 0 3600 0.35 0.10 34.31 0| 0 0 0 4000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.16 0.05 35.91 0| 0 0 0 4800 Total 0| 0 2,370 0 Indicative a-t-m Vol 41.76 Underlying Price 22.745 Time to expiry: 661 Days Jun 12 8.30 0.81 46.39 0| 0 0 0 1600 5.94 0.69 43.50 0| 0 0 0 2000 4.96 0.62 42.28 0| 0 0 0 2200 4.06 0.56 40.88 0| 0 0 0 2400 2.62 0.43 38.07 0| 0 0 0 2800 1.63 0.31 36.30 0| 0 0 0 3200 0.66 0.15 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 21| 16 31,137 +6 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 72 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Arcelor Mittal (100) (MI1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2150 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2350 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 Total N/A | N/A N/A 0 Indicative a-t-m Vol 39.32 Underlying Price 22.745 Time to expiry: 24 Days Sep 10 0.01 -0.01 55.00 0| 0 461 0 1600 0.03 -0.03 49.13 0| 0 12 0 1800 0.08 -0.06 46.63 0| 0 10 0 1900 0.17 -0.12 44.38 0| 0 203 0 2000 0.34 -0.22 42.68 0| 0 225 0 2100 0.40 0.46 -0.28 41.54 0.40 0.40 90| 0 453 0 2150 0.59 0.61 -0.36 40.27 0.59 0.59 138| 20 70 +20 2200 0.82 -0.44 39.53 0| 0 25 0 2250 1.07 -0.52 39.10 0| 0 15,763 0 2300 1.35 -0.61 38.23 0| 0 62 0 2350 1.58 1.67 -0.69 37.55 1.80 1.58 13| 0 224 0 2400 2.05 -0.76 37.24 0| 0 0 0 2450 2.44 -0.83 36.42 0| 0 20 0 2500 3.32 -0.92 35.38 0| 0 1,036 0 2600 4.28 -0.97 34.50 0| 0 0 0 2700 5.26 -0.99 33.76 0| 0 113 0 2800 7.26 -1.00 32.69 0| 0 119 0 3000 9.26 -1.00 32.09 0| 0 24 0 3200 11.26 -1.00 31.90 0| 0 4 0 3400 13.26 -1.00 32.09 0| 0 0 0 3600 17.26 -1.00 33.41 0| 0 0 0 4000 21.26 -1.00 35.79 0| 0 0 0 4400 25.26 -1.00 39.00 0| 0 0 0 4800 Total 241| 20 18,824 +20 Indicative a-t-m Vol 40.24 Underlying Price 22.745 Time to expiry: 52 Days Oct 10 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.49 -0.20 45.57 0| 0 0 0 2000 0.72 -0.28 43.12 0| 0 0 0 2100 1.05 -0.38 41.32 0| 0 0 0 2200 1.27 -0.44 40.45 0| 0 0 0 2250 1.52 -0.50 40.02 0| 0 0 0 2300 1.78 -0.56 39.38 0| 0 0 0 2350 2.08 -0.61 38.72 0| 0 0 0 2400 2.41 -0.67 38.19 0| 0 120 0 2450 2.76 -0.72 37.24 0| 0 0 0 2500 3.55 -0.81 36.83 0| 0 0 0 2600 4.42 -0.88 36.33 0| 0 0 0 2700 5.34 -0.93 36.05 0| 0 0 0 2800 7.27 -0.98 36.14 0| 0 0 0 3000 9.26 -0.99 37.00 0| 0 0 0 3200 Total 0| 0 120 0 Indicative a-t-m Vol 41.69 Underlying Price 22.745 Time to expiry: 87 Days Nov 10 0.87 -0.25 45.88 0| 0 0 0 2000 1.16 -0.32 43.90 0| 0 0 0 2100 1.55 -0.40 42.48 0| 0 0 0 2200 2.03 -0.49 41.43 0| 0 0 0 2300 2.30 -0.53 40.93 0| 0 0 0 2350 2.59 -0.58 40.19 0| 0 0 0 2400 3.98 -0.74 38.62 0| 0 0 0 2600 5.60 -0.87 36.18 0| 0 0 0 2800 7.45 -0.93 36.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 41.52 Underlying Price 22.745 Time to expiry: 115 Days Dec 10 0.07 -0.02 61.00 0| 0 416 0 1200 0.16 -0.05 56.71 0| 0 286 0 1400 0.33 -0.09 52.57 0| 0 460 0 1600 0.63 -0.17 49.29 0| 0 3,000 0 1800 1.11 -0.27 45.73 0| 0 361 0 2000 1.42 -0.33 43.87 0| 0 150 0 2100 1.81 -0.40 42.41 0| 20 489 -20 2200 2.29 -0.48 41.23 0| 0 0 0 2300 2.84 -0.56 40.12 0| 0 1,120 0 2400 4.17 -0.70 38.50 0| 0 95 0 2600 5.77 -0.82 37.43 0| 0 124 0 2800 7.52 -0.91 35.54 0| 0 195 0 3000 9.41 -0.95 34.74 0| 0 24 0 3200 11.36 -0.98 34.13 0| 0 5 0 3400 13.33 -0.99 33.78 0| 0 0 0 3600 17.32 -1.00 33.78 0| 0 0 0 4000 21.31 -1.00 34.57 0| 0 0 0 4400 25.30 -1.00 36.00 0| 0 0 0 4800 Total 0| 20 6,725 -20 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 41.07 Underlying Price 22.745 Time to expiry: 206 Days Mar 11 0.39 -0.08 53.00 0| 0 0 0 1400 0.69 -0.14 50.00 0| 0 0 0 1600 1.14 -0.21 47.51 0| 0 0 0 1800 1.71 -0.30 44.25 0| 0 150 0 2000 2.08 -0.35 43.10 0| 0 0 0 2100 2.51 -0.41 41.87 0| 0 380 0 2200 3.00 -0.46 40.80 0| 0 81 0 2300 3.55 -0.52 40.11 0| 0 235 0 2400 4.83 -0.63 38.49 0| 0 49 0 2600 6.32 -0.73 37.58 0| 0 0 0 2800 7.91 -0.83 35.31 0| 0 2 0 3000 9.70 -0.89 34.91 0| 0 0 0 3200 11.56 -0.93 34.26 0| 0 0 0 3400 13.48 -0.96 33.84 0| 0 0 0 3600 17.39 -0.98 33.58 0| 0 0 0 4000 21.36 -0.99 34.00 0| 0 0 0 4400 25.33 -1.00 35.00 0| 0 0 0 4800 Total 0| 0 897 0 Indicative a-t-m Vol 40.65 Underlying Price 22.745 Time to expiry: 297 Days Jun 11 0.63 -0.10 51.00 0| 0 0 0 1400 1.00 -0.16 48.04 0| 0 0 0 1600 1.51 -0.23 45.44 0| 0 0 0 1800 2.17 -0.31 43.07 0| 0 30 0 2000 2.59 -0.36 42.35 0| 0 0 0 2100 3.03 -0.40 41.28 0| 0 0 0 2200 3.54 -0.45 40.44 0| 0 0 0 2300 4.08 -0.50 39.66 0| 0 25 0 2400 5.34 -0.60 38.28 0| 0 0 0 2600 6.77 -0.69 37.19 0| 0 5 0 2800 8.34 -0.76 36.30 0| 0 0 0 3000 10.04 -0.83 35.59 0| 0 0 0 3200 13.67 -0.91 34.69 0| 0 0 0 3600 17.50 -0.96 34.35 0| 0 100 0 4000 25.35 -0.99 35.00 0| 0 0 0 4800 Total 0| 0 160 0 Indicative a-t-m Vol 40.95 Underlying Price 22.745 Time to expiry: 479 Days Dec 11 1.59 -0.19 46.76 0| 0 0 0 1600 2.99 -0.32 42.84 0| 0 0 0 2000 3.96 -0.39 41.67 0| 0 0 0 2200 4.98 -0.47 39.74 0| 0 1,250 0 2400 7.48 -0.63 36.52 0| 0 1,005 0 2800 10.57 -0.76 34.77 0| 0 0 0 3200 14.06 -0.85 34.16 0| 0 0 0 3600 17.77 -0.90 34.31 0| 0 0 0 4000 25.46 -0.95 35.91 0| 0 0 0 4800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 2,255 0 Indicative a-t-m Vol 41.76 Underlying Price 22.745 Time to expiry: 661 Days Jun 12 2.16 -0.20 46.39 0| 0 0 0 1600 3.78 -0.32 43.50 0| 0 0 0 2000 4.78 -0.38 42.28 0| 0 0 0 2200 5.85 -0.45 40.88 0| 0 0 0 2400 8.34 -0.58 38.07 0| 0 0 0 2800 11.27 -0.70 36.30 0| 0 0 0 3200 18.14 -0.85 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 241| 40 28,981 0 Grand Total 262| 56 60,118 +6 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Arcelor Mittal European (MI3) Indicative a-t-m Vol 39.32 Underlying Price 22.745 Time to expiry: 24 Days Sep 10 10.75 1.00 70.89 0| 0 0 0 1200 8.75 1.00 62.20 0| 0 0 0 1400 6.76 0.99 55.00 0| 0 0 0 1600 4.78 0.97 49.13 0| 0 0 0 1800 3.83 0.94 46.63 0| 0 0 0 1900 2.92 0.88 44.38 0| 0 8 0 2000 2.09 0.78 42.68 0| 0 0 0 2100 1.71 0.72 41.54 0| 0 0 0 2150 1.37 0.65 40.27 0| 0 18 0 2200 1.07 0.56 39.53 0| 0 0 0 2250 0.82 0.48 39.10 0| 0 0 0 2300 0.60 0.39 38.23 0| 0 0 0 2350 0.42 0.31 37.55 0| 0 47,501 0 2400 0.30 0.24 37.24 0| 0 0 0 2450 0.19 0.17 36.42 0| 0 0 0 2500 0.08 0.08 35.38 0| 0 0 0 2600 0.02 0.03 34.50 0| 0 0 0 2700 0.01 0.01 33.76 0| 0 414 0 2800 0.01 0.00 32.69 0| 0 800 0 3000 0.01 0.00 32.09 0| 0 400 0 3200 0.01 0.00 31.90 0| 0 460 0 3400 0.01 0.00 32.09 0| 0 200 0 3600 0.01 0.00 33.41 0| 0 1,060 0 4000 0.01 0.00 35.79 0| 0 0 0 4400 0.01 0.00 39.00 0| 0 5 0 4800 Total 0| 0 50,866 0 Indicative a-t-m Vol 41.07 Underlying Price 22.745 Time to expiry: 206 Days Mar 11 10.71 0.96 56.01 0| 0 0 0 1200 8.91 0.92 53.00 0| 0 0 0 1400 7.23 0.87 50.00 0| 0 0 0 1600 5.68 0.79 47.51 0| 0 0 0 1800 4.26 0.70 44.25 0| 0 0 0 2000 3.63 0.65 43.10 0| 0 0 0 2100 3.07 0.59 41.87 0| 0 0 0 2200 2.56 0.54 40.80 0| 0 0 0 2300 2.12 0.48 40.11 0| 0 75 0 2400 1.40 0.37 38.49 0| 0 0 0 2600 0.90 0.27 37.58 0| 0 100 0 2800 0.50 0.17 35.31 0| 0 50 0 3000 0.30 0.12 34.91 0| 0 60 0 3200 0.17 0.07 34.26 0| 0 0 0 3400 0.09 0.04 33.84 0| 0 0 0 3600 0.03 0.02 33.58 0| 0 0 0 4000 0.01 0.01 34.00 0| 0 0 0 4400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 35.00 0| 0 0 0 4800 Total 0| 0 285 0 Indicative a-t-m Vol 40.64 Underlying Price 22.745 Time to expiry: 388 Days Sep 11 7.61 0.83 46.85 0| 0 0 0 1600 4.94 0.68 42.45 0| 0 0 0 2000 3.88 0.60 41.10 0| 0 0 0 2200 2.99 0.52 39.87 0| 0 10 0 2400 1.62 0.35 37.00 0| 0 0 0 2800 0.79 0.21 34.71 0| 0 624 0 3200 0.37 0.12 33.63 0| 0 90 0 3600 0.18 0.06 33.00 0| 0 0 0 4000 0.05 0.02 33.57 0| 0 0 0 4800 Total 0| 0 724 0 Indicative a-t-m Vol 39.58 Underlying Price 22.745 Time to expiry: 570 Days Mar 12 8.01 0.80 46.82 0| 0 0 0 1600 5.46 0.68 41.98 0| 0 0 0 2000 4.40 0.61 40.09 0| 0 0 0 2200 3.51 0.53 38.73 0| 0 0 0 2400 2.16 0.39 36.46 0| 0 0 0 2800 1.26 0.27 34.73 0| 0 0 0 3200 0.71 0.17 33.64 0| 0 0 0 3600 0.39 0.11 32.61 0| 0 0 0 4000 0.17 0.05 33.33 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 51,875 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 78 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Arcelor Mittal European (MI3) Indicative a-t-m Vol 39.32 Underlying Price 22.745 Time to expiry: 24 Days Sep 10 0.01 0.00 70.89 0| 0 0 0 1200 0.01 0.00 62.20 0| 0 518 0 1400 0.01 -0.01 55.00 0| 0 50 0 1600 0.03 -0.03 49.13 0| 0 500 0 1800 0.08 -0.06 46.63 0| 0 0 0 1900 0.17 -0.12 44.38 0| 0 426 0 2000 0.34 -0.22 42.68 0| 0 0 0 2100 0.46 -0.28 41.54 0| 0 0 0 2150 0.61 -0.35 40.27 0| 0 565 0 2200 0.81 -0.44 39.53 0| 0 0 0 2250 1.06 -0.52 39.10 0| 0 1 0 2300 1.35 -0.61 38.23 0| 0 0 0 2350 1.67 -0.69 37.55 0| 0 47,200 0 2400 2.04 -0.76 37.24 0| 0 0 0 2450 2.44 -0.83 36.42 0| 0 0 0 2500 3.32 -0.92 35.38 0| 0 330 0 2600 4.27 -0.97 34.50 0| 0 0 0 2700 5.25 -0.99 33.76 0| 0 364 0 2800 7.25 -1.00 32.69 0| 0 325 0 3000 9.25 -1.00 32.09 0| 0 889 0 3200 11.24 -1.00 31.90 0| 0 400 0 3400 13.24 -1.00 32.09 0| 0 115 0 3600 17.24 -1.00 33.41 0| 0 0 0 4000 21.24 -1.00 35.79 0| 0 610 0 4400 25.24 -1.00 39.00 0| 0 0 0 4800 Total 0| 0 52,293 0 Indicative a-t-m Vol 41.07 Underlying Price 22.745 Time to expiry: 206 Days Mar 11 0.20 -0.04 56.01 0| 0 2,093 0 1200 0.39 -0.08 53.00 0| 0 500 0 1400 0.69 -0.13 50.00 0| 0 2,500 0 1600 1.14 -0.21 47.51 0| 0 0 0 1800 1.71 -0.30 44.25 0| 0 1,500 0 2000 2.08 -0.35 43.10 0| 0 0 0 2100 2.51 -0.41 41.87 0| 0 200 0 2200 2.99 -0.46 40.80 0| 0 100 0 2300 3.55 -0.52 40.11 0| 0 93 0 2400 4.82 -0.63 38.49 0| 0 50 0 2600 6.30 -0.73 37.58 0| 0 218 0 2800 7.89 -0.83 35.31 0| 0 170 0 3000 9.68 -0.88 34.91 0| 0 0 0 3200 11.54 -0.93 34.26 0| 0 0 0 3400 13.45 -0.96 33.84 0| 0 50 0 3600 17.37 -0.98 33.58 0| 0 0 0 4000 21.33 -0.99 34.00 0| 0 0 0 4400 25.30 -1.00 35.00 0| 0 0 0 4800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 79 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 7,474 0 Indicative a-t-m Vol 40.64 Underlying Price 22.745 Time to expiry: 388 Days Sep 11 1.28 -0.17 46.85 0| 0 0 0 1600 2.56 -0.32 42.45 0| 0 220 0 2000 3.48 -0.40 41.10 0| 0 0 0 2200 4.57 -0.48 39.87 0| 0 0 0 2400 7.14 -0.65 37.00 0| 0 40 0 2800 10.26 -0.79 34.71 0| 0 90 0 3200 13.80 -0.88 33.63 0| 0 0 0 3600 17.56 -0.94 33.00 0| 0 0 0 4000 25.33 -0.98 33.57 0| 0 0 0 4800 Total 0| 0 350 0 Indicative a-t-m Vol 39.58 Underlying Price 22.745 Time to expiry: 570 Days Mar 12 1.91 -0.20 46.82 0| 0 60 0 1600 3.28 -0.32 41.98 0| 0 32 0 2000 4.18 -0.39 40.09 0| 0 0 0 2200 5.25 -0.47 38.73 0| 0 0 0 2400 7.82 -0.61 36.46 0| 0 0 0 2800 10.85 -0.73 34.73 0| 0 0 0 3200 14.22 -0.83 33.64 0| 0 0 0 3600 17.83 -0.89 32.61 0| 0 0 0 4000 25.44 -0.95 33.33 0| 0 0 0 4800 Total 0| 0 92 0 Total Puts 0| 0 60,209 0 Grand Total 0| 0 112,084 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 80 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Atos Origin (100) (AT1) Indicative a-t-m Vol 36.76 Underlying Price 31.065 Time to expiry: 24 Days Sep 10 11.07 1.00 54.65 0| 0 0 0 2000 9.08 1.00 50.06 0| 0 0 0 2200 7.09 0.99 46.19 0| 0 0 0 2400 5.15 0.95 42.89 0| 0 2 0 2600 3.33 0.85 40.04 0| 0 0 0 2800 1.81 0.66 37.70 0| 0 1 0 3000 1.23 0.53 36.82 0| 0 0 0 3100 0.78 0.40 35.96 0| 0 1 0 3200 0.45 0.27 35.12 0| 0 0 0 3300 0.25 0.24 0.17 34.32 0.25 0.25 1| 0 4 0 3400 0.11 0.09 32.83 0| 0 300 0 3500 0.12 0.04 0.04 31.41 0.12 0.12 4| 0 0 0 3600 0.01 0.02 30.49 0| 0 0 0 3700 0.01 0.01 30.04 0| 0 564 0 3800 0.01 0.00 30.51 0| 0 769 0 4000 0.01 0.00 30.91 0| 0 60 0 4200 0.01 0.00 31.29 0| 0 60 0 4400 0.01 0.00 31.73 0| 0 0 0 4800 0.01 0.00 32.13 0| 0 0 0 5600 Total 5| 0 1,761 0 Indicative a-t-m Vol 33.61 Underlying Price 31.065 Time to expiry: 115 Days Dec 10 11.22 0.97 44.77 0| 0 0 0 2000 9.32 0.94 42.01 0| 0 0 0 2200 7.50 0.90 39.75 0| 0 0 0 2400 4.30 0.73 36.30 0| 0 0 0 2800 2.97 0.61 34.41 0| 0 0 0 3000 1.93 0.48 32.92 0| 0 0 0 3200 1.16 0.34 31.55 0| 0 10 0 3400 0.64 0.23 30.54 0| 0 9 0 3600 0.35 0.14 30.20 0| 0 544 0 3800 0.16 0.08 29.29 0| 0 0 0 4000 0.08 0.04 28.93 0| 0 20 0 4200 0.03 0.02 28.67 0| 0 0 0 4400 0.01 0.00 28.58 0| 0 0 0 4800 0.01 0.00 29.21 0| 0 0 0 5600 Total 0| 0 583 0 Indicative a-t-m Vol 32.53 Underlying Price 31.065 Time to expiry: 206 Days Mar 11 9.72 0.90 41.68 0| 0 0 0 2200 8.03 0.85 39.53 0| 0 0 0 2400 4.98 0.71 35.33 0| 0 6 0 2800 3.71 0.61 33.44 0| 0 0 0 3000 2.63 0.51 31.74 0| 0 0 0 3200 1.76 0.40 30.22 0| 0 0 0 3400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 81 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.14 0.30 29.06 0| 0 52 0 3600 0.68 0.20 27.96 0| 0 1 0 3800 0.39 0.13 27.13 0| 0 5 0 4000 0.22 0.08 26.55 0| 0 0 0 4200 0.12 0.05 26.15 0| 0 0 0 4400 0.04 0.02 25.96 0| 0 0 0 4800 0.01 0.00 27.68 0| 0 0 0 5600 Total 0| 0 64 0 Indicative a-t-m Vol 32.46 Underlying Price 31.065 Time to expiry: 297 Days Jun 11 10.16 0.87 41.61 0| 0 0 0 2200 8.54 0.82 39.46 0| 0 0 0 2400 5.61 0.70 35.26 0| 0 0 0 2800 4.35 0.62 33.37 0| 0 0 0 3000 3.26 0.53 31.67 0| 0 0 0 3200 2.35 0.44 30.15 0| 0 0 0 3400 1.64 0.35 28.99 0| 0 0 0 3600 1.09 0.26 27.89 0| 0 0 0 3800 0.71 0.19 27.06 0| 0 0 0 4000 0.29 0.09 26.08 0| 0 0 0 4400 0.12 0.04 25.89 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 5| 0 2,408 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Atos Origin (100) (AT1) Indicative a-t-m Vol 36.76 Underlying Price 31.065 Time to expiry: 24 Days Sep 10 0.01 0.00 54.65 0| 0 0 0 2000 0.01 0.00 50.06 0| 0 0 0 2200 0.02 -0.01 46.19 0| 0 513 0 2400 0.07 -0.05 42.89 0| 0 0 0 2600 0.26 -0.15 40.04 0| 0 0 0 2800 0.74 -0.34 37.70 0| 2 2 -2 3000 1.16 -0.47 36.82 0| 0 0 0 3100 2.00 1.71 -0.60 35.96 2.00 2.00 1| 0 1 0 3200 2.38 -0.73 35.12 0| 0 250 0 3300 3.17 -0.83 34.32 0| 0 100 0 3400 4.03 -0.91 32.83 0| 0 0 0 3500 4.97 -0.96 31.41 0| 0 0 0 3600 5.94 -0.99 30.49 0| 0 0 0 3700 6.94 -1.00 30.04 0| 0 20 0 3800 8.94 -1.00 30.51 0| 0 0 0 4000 10.94 -1.00 30.91 0| 0 3 0 4200 12.94 -1.00 31.29 0| 0 0 0 4400 16.93 -1.00 31.73 0| 0 1 0 4800 24.94 -1.00 32.13 0| 0 0 0 5600 Total 1| 2 890 -2 Indicative a-t-m Vol 33.61 Underlying Price 31.065 Time to expiry: 115 Days Dec 10 0.10 -0.03 44.77 0| 0 0 0 2000 0.19 -0.06 42.01 0| 0 0 0 2200 0.37 -0.10 39.75 0| 0 0 0 2400 1.16 -0.27 36.30 0| 0 0 0 2800 1.83 -0.39 34.41 0| 0 20 0 3000 2.79 -0.52 32.92 0| 0 12 0 3200 4.01 -0.66 31.55 0| 0 0 0 3400 5.50 -0.78 30.54 0| 0 0 0 3600 7.21 -0.87 30.20 0| 0 500 0 3800 9.04 -0.93 29.29 0| 0 0 0 4000 10.96 -0.97 28.93 0| 0 0 0 4200 12.94 -0.99 28.67 0| 0 0 0 4400 16.93 -1.00 28.58 0| 0 0 0 4800 24.94 -1.00 29.21 0| 0 0 0 5600 Total 0| 0 532 0 Indicative a-t-m Vol 32.53 Underlying Price 31.065 Time to expiry: 206 Days Mar 11 0.54 -0.10 41.68 0| 0 3 0 2200 0.84 -0.15 39.53 0| 0 0 0 2400 1.77 -0.29 35.33 0| 0 5 0 2800 2.49 -0.39 33.44 0| 0 0 0 3000 3.41 -0.50 31.74 0| 0 1 0 3200 4.53 -0.61 30.22 0| 0 20 0 3400 5.91 -0.71 29.06 0| 0 243 0 3600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.46 -0.81 27.96 0| 0 0 0 3800 9.19 -0.88 27.13 0| 0 0 0 4000 11.03 -0.93 26.55 0| 0 0 0 4200 12.96 -0.97 26.15 0| 0 0 0 4400 16.93 -1.00 25.96 0| 0 0 0 4800 24.94 -1.00 27.68 0| 0 0 0 5600 Total 0| 0 272 0 Indicative a-t-m Vol 32.46 Underlying Price 31.065 Time to expiry: 297 Days Jun 11 0.91 -0.13 41.61 0| 0 0 0 2200 1.27 -0.18 39.46 0| 0 0 0 2400 2.31 -0.31 35.26 0| 0 0 0 2800 3.04 -0.39 33.37 0| 0 0 0 3000 3.94 -0.48 31.67 0| 0 0 0 3200 5.02 -0.57 30.15 0| 0 0 0 3400 6.31 -0.66 28.99 0| 0 0 0 3600 7.77 -0.75 27.89 0| 0 0 0 3800 9.40 -0.83 27.06 0| 0 0 0 4000 13.03 -0.93 26.08 0| 0 0 0 4400 16.93 -0.99 25.89 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 1| 2 1,694 -2 Grand Total 6| 2 4,102 -2 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 84 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Axa (100) (CS1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 960 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1150 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1350 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1550 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1800 Total N/A | N/A N/A 0 Indicative a-t-m Vol 45.44 Underlying Price 12.450 Time to expiry: 24 Days Sep 10 3.67 0.98 70.00 0| 0 0 0 880 2.89 0.96 60.86 0| 0 0 0 960 2.72 0.95 58.28 0| 0 0 0 977 1.62 0.83 53.14 0| 0 120 0 1100 0.98 1.05 0.71 48.30 1.05 0.98 240| 0 1,340 0 1172 0.86 0.64 47.13 0| 0 240 0 1200 0.53 0.57 0.51 45.25 0.57 0.53 602| 100 892 +33 1250 0.35 0.35 0.37 43.68 0.35 0.35 120| 340 15,125 -44 1300 0.15 0.21 41.65 0| 0 10,137 0 1368 0.12 0.11 0.16 42.92 0.12 0.12 9| 0 5,403 0 1400 0.07 0.10 46.59 0| 0 15,409 0 1466 0.03 0.05 42.67 0| 0 1,837 0 1500 0.01 0.02 43.33 0| 0 13,226 0 1563 0.01 0.01 43.73 0| 0 3,471 0 1661 0.01 0.00 44.38 0| 0 7,634 0 1759 0.01 0.00 44.70 0| 0 652 0 1800 0.01 0.00 45.16 0| 0 20,118 0 1856 0.01 0.00 45.53 0| 0 0 0 1900 0.01 0.00 45.99 0| 0 35,700 0 1954 0.01 0.00 46.83 0| 0 3,030 0 2052 0.01 0.00 47.61 0| 0 0 0 2150 0.01 0.00 48.91 0| 0 363 0 2345 0.01 0.00 50.00 0| 0 0 0 2736 Total 971| 440 134,697 -11 Indicative a-t-m Vol 45.68 Underlying Price 12.450 Time to expiry: 52 Days Oct 10 3.01 0.90 59.20 0| 0 0 0 960 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 85 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.65 0.87 57.10 0| 0 0 0 1000 1.82 0.77 51.28 0| 0 120 0 1100 1.12 0.62 47.14 0| 0 1,620 0 1200 0.84 0.53 45.52 0| 0 181 0 1250 0.60 0.43 43.67 0| 100 302 +85 1300 0.41 0.34 42.11 0| 0 287 0 1350 0.27 0.25 40.73 0| 0 328 0 1400 0.17 0.18 40.24 0| 0 2,423 0 1450 0.10 0.12 39.16 0| 0 313 0 1500 0.07 0.09 39.68 0| 0 1 0 1550 0.04 0.05 38.89 0| 0 900 0 1600 0.01 0.02 39.08 0| 0 21 0 1700 0.01 0.01 40.00 0| 0 0 0 1800 Total 0| 100 6,496 +85 Indicative a-t-m Vol 45.39 Underlying Price 12.450 Time to expiry: 87 Days Nov 10 3.15 0.86 56.90 0| 0 0 0 960 2.81 0.83 54.91 0| 0 0 0 1000 2.03 0.74 50.17 0| 0 0 0 1100 1.37 0.61 46.95 0| 0 0 0 1200 1.09 0.54 45.21 0| 90 90 +90 1250 0.82 0.83 0.46 43.36 0.83 0.82 155| 0 0 0 1300 0.47 0.32 41.13 0| 0 0 0 1400 0.22 0.19 38.53 0| 0 0 0 1500 0.11 0.11 37.87 0| 0 0 0 1600 Total 155| 90 90 +90 Indicative a-t-m Vol 45.29 Underlying Price 12.450 Time to expiry: 115 Days Dec 10 8.58 0.99 100.00 0| 0 0 0 391 7.81 0.99 90.44 0| 0 0 0 469 7.05 0.98 82.87 0| 0 0 0 547 6.68 0.97 79.41 0| 0 0 0 586 6.29 0.97 74.80 0| 0 0 0 625 5.55 0.95 69.65 0| 0 0 0 703 4.83 0.93 65.99 0| 0 0 0 782 4.15 0.89 63.43 0| 0 3 0 860 3.45 0.85 57.12 0| 0 10 0 938 3.13 0.83 55.67 0| 0 0 0 977 2.37 0.75 51.23 0| 120 2,764 +120 1075 1.70 0.64 47.55 0| 68 3,081 +68 1172 1.00 1.00 0.48 43.59 1.00 1.00 10| 0 11,372 0 1300 0.72 0.39 41.88 0| 0 17,227 0 1368 0.34 0.24 39.27 0| 5 20,726 0 1500 0.22 0.17 37.89 0| 70 43,275 -29 1563 0.17 0.14 37.48 0| 10 15,878 +10 1600 0.08 0.08 36.23 0| 0 34,228 0 1700 0.06 0.06 36.36 0| 0 21,031 0 1759 0.04 0.04 36.04 0| 0 15,799 0 1800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 86 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.02 0.02 35.43 0| 0 3,750 0 1900 0.01 0.02 35.19 0| 0 39,420 0 1954 0.01 0.00 34.85 0| 0 7,876 0 2150 0.01 0.00 35.17 0| 0 1,125 0 2345 0.01 0.00 37.39 0| 0 53,880 0 2736 0.01 0.00 41.16 0| 0 605 0 3127 0.01 0.00 46.03 0| 0 25 0 3517 0.01 0.00 52.00 0| 0 25 0 3908 Total 10| 273 292,100 +169 Indicative a-t-m Vol 44.70 Underlying Price 12.450 Time to expiry: 206 Days Mar 11 4.21 0.85 57.05 0| 0 0 0 880 3.59 0.80 54.46 0| 0 0 0 960 3.28 0.78 52.51 0| 0 87 0 1000 2.57 0.70 49.06 0| 0 0 0 1100 1.95 0.62 46.09 0| 0 170 0 1200 1.41 0.52 43.00 0| 3 3,809 +3 1300 0.97 0.42 40.69 0| 0 435 0 1400 0.63 0.31 38.20 0| 0 7,236 0 1500 0.39 0.22 36.34 0| 0 10,932 0 1600 0.21 0.14 34.35 0| 0 12,437 0 1700 0.12 0.09 33.08 0| 0 475 0 1800 0.07 0.06 32.70 0| 0 1,954 0 1900 0.04 0.04 32.32 0| 0 5,435 0 2000 0.01 0.01 32.51 0| 0 85 0 2200 0.01 0.01 34.00 0| 0 229 0 2400 Total 0| 3 43,284 +3 Indicative a-t-m Vol 43.95 Underlying Price 12.450 Time to expiry: 297 Days Jun 11 8.60 0.99 76.00 0| 0 0 0 391 7.87 0.98 72.78 0| 0 0 0 469 7.14 0.97 69.21 0| 0 0 0 547 6.79 0.96 67.37 0| 0 0 0 586 5.74 0.93 61.18 0| 0 0 0 703 5.06 0.90 58.01 0| 0 79 0 782 4.42 0.86 55.05 0| 0 199 0 860 3.81 0.82 52.48 0| 0 111 0 938 3.52 0.79 51.25 0| 0 85 0 977 2.68 0.70 47.73 0| 0 12 0 1100 2.24 0.65 45.80 0| 0 233 0 1172 2.10 2.08 0.62 45.06 2.10 2.04 S 3,500| 0 300 0 1200 1.56 0.53 42.59 0| 0 283 0 1300 1.25 0.47 41.03 0| 0 3,225 0 1368 1.13 0.44 40.58 0| 0 2,831 0 1400 0.77 0.77 0.34 38.08 0.78 0.77 191| 0 8,641 0 1500 0.60 0.29 37.10 0| 0 27,017 0 1563 0.24 0.15 33.89 0| 0 2,083 0 1759 0.08 0.06 31.77 0| 0 1,535 0 1954 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.04 0.03 31.76 0| 0 430 0 2150 0.01 0.01 31.15 0| 0 3,054 0 2345 0.01 0.00 33.00 0| 0 0 0 3127 Total 3,691| 0 50,118 0 Indicative a-t-m Vol 43.42 Underlying Price 12.450 Time to expiry: 479 Days Dec 11 7.88 0.98 65.00 0| 0 0 0 469 6.84 0.95 62.09 0| 0 0 0 586 5.86 0.91 58.39 0| 0 0 0 703 5.24 0.87 55.82 0| 0 0 0 782 4.65 0.83 53.37 0| 0 0 0 860 4.08 0.79 51.07 0| 0 0 0 938 3.81 0.77 49.88 0| 0 0 0 977 2.60 2.61 0.64 44.93 2.60 2.60 100| 0 7,000 0 1172 1.57 1.67 0.50 40.88 1.57 1.57 80| 0 7,950 0 1368 1.15 1.18 0.40 38.53 1.15 1.15 80| 0 2,500 0 1500 0.97 0.99 0.36 37.72 0.97 0.93 380| 0 18,000 0 1563 0.89 0.33 37.07 0| 0 3,000 0 1600 0.55 0.24 35.30 0| 0 60,167 0 1759 0.43 0.20 33.50 0| 0 200 0 1800 0.20 0.12 30.60 0| 0 1,700 0 1954 0.11 0.07 30.00 0| 0 9,107 0 2150 0.07 0.04 30.60 0| 0 0 0 2345 0.02 0.02 31.00 0| 0 0 0 2736 0.01 0.01 32.00 0| 0 0 0 3127 Total 640| 0 109,624 0 Indicative a-t-m Vol 44.14 Underlying Price 12.450 Time to expiry: 661 Days Jun 12 6.70 0.95 61.61 0| 0 0 0 600 5.14 0.86 56.00 0| 0 0 0 800 2.80 0.65 46.00 0| 0 80 0 1172 1.82 0.52 41.00 0| 0 0 0 1368 1.15 0.39 37.84 0| 0 0 0 1563 0.65 0.26 34.88 0| 0 0 0 1759 0.36 0.17 32.80 0| 0 0 0 1954 0.10 0.06 30.02 0| 0 0 0 2345 0.03 0.02 33.00 0| 0 0 0 3127 Total 0| 0 80 0 Indicative a-t-m Vol 42.15 Underlying Price 12.450 Time to expiry: 850 Days Dec 12 6.73 0.94 60.00 0| 0 0 0 600 5.20 0.85 53.85 0| 0 0 0 800 2.88 0.65 43.48 0| 0 0 0 1172 1.62 0.46 38.13 0| 0 132 0 1466 1.29 0.40 36.57 0| 0 3,500 0 1563 1.19 0.38 35.91 0| 0 5,000 0 1600 1.02 0.34 35.13 0| 0 2,001 0 1661 0.73 0.27 33.70 0| 0 8,500 0 1800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.48 0.20 32.00 0| 0 6,502 0 1954 0.27 0.13 30.33 0| 0 12,500 0 2150 0.16 0.09 29.55 0| 0 9 0 2345 0.09 0.04 34.00 0| 0 0 0 3127 Total 0| 0 38,144 0 Indicative a-t-m Vol 41.57 Underlying Price 12.450 Time to expiry: 1032 Days Jun 13 6.65 0.96 60.42 0| 0 0 0 600 5.12 0.87 54.64 0| 0 0 0 800 2.66 0.63 42.43 0| 0 0 0 1200 1.82 0.51 38.61 0| 0 0 0 1400 1.19 0.39 35.91 0| 0 0 0 1600 0.47 0.20 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 41.31 Underlying Price 12.450 Time to expiry: 1214 Days Dec 13 6.67 0.96 60.00 0| 0 0 0 600 5.19 0.86 54.00 0| 0 0 0 800 2.79 0.64 42.00 0| 0 6 0 1200 1.36 0.41 35.91 0| 0 0 0 1600 0.55 0.22 31.35 0| 0 0 0 2000 0.24 0.11 29.65 0| 0 0 0 2400 Total 0| 0 6 0 Indicative a-t-m Vol 42.20 Underlying Price 12.450 Time to expiry: 1578 Days Dec 14 6.57 0.98 60.29 0| 0 0 0 600 5.06 0.87 54.51 0| 0 0 0 800 2.84 0.65 43.00 0| 0 0 0 1200 1.41 0.42 35.91 0| 0 0 0 1600 0.64 0.24 31.59 0| 0 0 0 2000 0.32 0.14 30.07 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 5,467| 906 674,639 +336 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 89 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Axa (100) (CS1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 960 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1150 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1350 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1550 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1800 Total N/A | N/A N/A 0 Indicative a-t-m Vol 45.44 Underlying Price 12.450 Time to expiry: 24 Days Sep 10 0.02 -0.02 70.00 0| 0 5,305 0 880 0.04 -0.04 60.86 0| 0 320 0 960 0.07 0.04 -0.05 58.28 0.07 0.07 200| 0 6,724 0 977 0.20 0.17 -0.17 53.14 0.20 0.20 100| 65 2,592 +65 1100 0.36 0.31 -0.29 48.30 0.36 0.33 347| 120 14,509 0 1172 0.40 0.40 -0.36 47.13 0.45 0.40 369| 132 1,800 +12 1200 0.60 0.61 -0.49 45.25 0.64 0.60 700| 0 1,334 0 1250 0.92 0.89 -0.63 43.68 0.92 0.92 220| 120 16,652 +89 1300 1.38 -0.79 41.65 0| 0 7,550 0 1368 1.66 -0.84 42.92 0| 0 810 0 1400 2.28 -0.90 46.59 0| 0 3,580 0 1466 2.58 -0.95 42.67 0| 0 27 0 1500 3.19 -0.98 43.33 0| 0 7,250 0 1563 4.16 -0.99 43.73 0| 100 637 0 1661 5.14 -1.00 44.38 0| 0 427 0 1759 5.55 -1.00 44.70 0| 0 15 0 1800 6.11 -1.00 45.16 0| 0 1 0 1856 6.55 -1.00 45.53 0| 0 0 0 1900 7.09 -1.00 45.99 0| 0 11 0 1954 8.07 -1.00 46.83 0| 0 175 0 2052 9.05 -1.00 47.61 0| 0 160 0 2150 11.00 -1.00 48.91 0| 0 0 0 2345 14.91 -1.00 50.00 0| 0 0 0 2736 Total 1,936| 537 69,879 +166 Indicative a-t-m Vol 45.68 Underlying Price 12.450 Time to expiry: 52 Days Oct 10 0.15 -0.10 59.20 0| 0 0 0 960 0.20 -0.13 57.10 0| 0 120 0 1000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.36 0.36 -0.23 51.28 0.36 0.36 56| 0 184 0 1100 0.67 0.66 -0.38 47.14 0.67 0.67 100| 0 8,571 0 1200 0.88 -0.47 45.52 0| 0 240 0 1250 1.14 -0.57 43.67 0| 0 123 0 1300 1.45 -0.66 42.11 0| 0 170 0 1350 1.81 -0.75 40.73 0| 0 54 0 1400 2.21 -0.82 40.24 0| 0 100 0 1450 2.65 -0.88 39.16 0| 0 329 0 1500 3.11 -0.92 39.68 0| 0 0 0 1550 3.58 -0.95 38.89 0| 0 84 0 1600 4.56 -0.98 39.08 0| 0 120 0 1700 5.55 -0.99 40.00 0| 0 0 0 1800 Total 156| 0 10,095 0 Indicative a-t-m Vol 45.39 Underlying Price 12.450 Time to expiry: 87 Days Nov 10 0.29 -0.14 56.90 0| 0 0 0 960 0.35 -0.17 54.91 0| 0 0 0 1000 0.56 -0.26 50.17 0| 120 120 +120 1100 0.92 0.90 -0.39 46.95 0.92 0.91 150| 55 55 +55 1200 1.12 -0.46 45.21 0| 69 69 +69 1250 1.41 1.36 -0.54 43.36 1.41 1.41 95| 0 0 0 1300 2.00 -0.68 41.13 0| 0 0 0 1400 2.75 -0.81 38.53 0| 0 0 0 1500 3.64 -0.90 37.87 0| 0 0 0 1600 Total 245| 244 244 +244 Indicative a-t-m Vol 45.29 Underlying Price 12.450 Time to expiry: 115 Days Dec 10 0.03 -0.01 100.00 0| 0 0 0 391 0.04 -0.01 90.44 0| 0 10 0 469 0.06 -0.02 82.87 0| 0 269 0 547 0.07 -0.03 79.41 0| 0 375 0 586 0.08 -0.03 74.80 0| 0 180 0 625 0.12 -0.05 69.65 0| 0 350 0 703 0.18 -0.07 65.99 0| 0 3,785 0 782 0.28 -0.11 63.43 0| 0 1,203 0 860 0.36 -0.15 57.12 0| 0 1,285 0 938 0.40 0.43 -0.17 55.67 0.40 0.40 80| 0 2,370 0 977 0.62 0.64 -0.25 51.23 0.68 0.62 308| 0 27,291 0 1075 0.94 0.94 -0.36 47.55 0.94 0.94 100| 320 12,128 -155 1172 1.52 -0.52 43.59 0| 191 13,439 +14 1300 1.91 -0.61 41.88 0| 0 29,599 0 1368 2.86 -0.77 39.27 0| 0 16,333 0 1500 3.37 -0.83 37.89 0| 0 18,784 0 1563 3.69 -0.86 37.48 0| 0 0 0 1600 4.61 -0.93 36.23 0| 0 10,801 0 1700 5.17 -0.95 36.36 0| 0 5,793 0 1759 5.57 -0.96 36.04 0| 0 1,815 0 1800 6.55 -0.99 35.43 0| 0 3 0 1900 7.09 -1.00 35.19 0| 0 3,750 0 1954 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.05 -1.00 34.85 0| 0 1,097 0 2150 11.00 -1.00 35.17 0| 0 332 0 2345 14.91 -1.00 37.39 0| 0 25 0 2736 18.82 -1.00 41.16 0| 0 0 0 3127 22.72 -1.00 46.03 0| 0 0 0 3517 26.63 -1.00 52.00 0| 0 0 0 3908 Total 488| 511 151,017 -141 Indicative a-t-m Vol 44.70 Underlying Price 12.450 Time to expiry: 206 Days Mar 11 0.51 -0.15 57.05 0| 0 4,287 0 880 0.67 0.69 -0.20 54.46 0.67 0.67 100| 0 636 0 960 0.78 -0.22 52.51 0| 0 3,159 0 1000 1.07 1.07 -0.30 49.06 1.07 1.07 120| 240 2,995 0 1100 1.44 -0.38 46.09 0| 120 10,949 +79 1200 1.89 -0.48 43.00 0| 0 120 0 1300 2.46 -0.59 40.69 0| 0 961 0 1400 3.11 -0.69 38.20 0| 0 4,129 0 1500 3.87 -0.78 36.34 0| 0 95 0 1600 4.70 -0.87 34.35 0| 0 160 0 1700 5.61 -0.92 33.08 0| 0 75 0 1800 6.57 -0.96 32.70 0| 0 0 0 1900 7.55 -0.99 32.32 0| 0 0 0 2000 9.55 -1.00 32.51 0| 0 0 0 2200 11.55 -1.00 34.00 0| 0 0 0 2400 Total 220| 360 27,566 +79 Indicative a-t-m Vol 43.95 Underlying Price 12.450 Time to expiry: 297 Days Jun 11 0.09 -0.02 76.00 0| 0 81 0 391 0.16 -0.04 72.78 0| 0 0 0 469 0.24 -0.06 69.21 0| 0 0 0 547 0.29 -0.07 67.37 0| 0 2,100 0 586 0.44 -0.11 61.18 0| 0 170 0 703 0.57 -0.14 58.01 0| 0 237 0 782 0.74 -0.18 55.05 0| 0 569 0 860 0.95 -0.22 52.48 0| 0 1,508 0 938 1.04 1.06 -0.25 51.25 1.05 1.04 154| 120 5,896 +80 977 1.49 -0.34 47.73 0| 0 777 0 1100 1.79 -0.40 45.80 0| 0 22,960 0 1172 1.95 1.92 -0.42 45.06 1.95 1.91 S 3,500| 0 4,436 0 1200 2.43 -0.51 42.59 0| 0 305 0 1300 2.82 -0.57 41.03 0| 0 5,596 0 1368 3.03 -0.59 40.58 0| 0 268 0 1400 3.69 -0.68 38.08 0| 0 109 0 1500 4.15 -0.73 37.10 0| 0 3,088 0 1563 5.77 -0.86 33.89 0| 185 172 +4 1759 7.57 -0.94 31.77 0| 0 181 0 1954 9.47 -0.97 31.76 0| 0 190 0 2150 11.38 -0.99 31.15 0| 0 163 0 2345 19.13 -1.00 33.00 0| 0 43 0 3127 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 3,654| 305 48,849 +84 Indicative a-t-m Vol 43.42 Underlying Price 12.450 Time to expiry: 479 Days Dec 11 0.26 -0.05 65.00 0| 0 0 0 469 0.45 -0.08 62.09 0| 0 0 0 586 0.69 -0.13 58.39 0| 0 0 0 703 0.88 -0.16 55.82 0| 0 80 0 782 1.09 -0.19 53.37 0| 0 160 0 860 1.32 -0.23 51.07 0| 0 362 0 938 1.45 -0.26 49.88 0| 0 10,758 0 977 2.20 2.22 -0.38 44.93 2.20 2.20 100| 0 4,027 0 1172 3.24 -0.52 40.88 0| 0 17,508 0 1368 4.07 -0.61 38.53 0| 0 0 0 1500 4.51 -0.66 37.72 0| 0 19,252 0 1563 4.78 -0.68 37.07 0| 0 0 0 1600 6.02 -0.78 35.30 0| 0 750 0 1759 6.32 -0.81 33.50 0| 0 0 0 1800 7.63 -0.90 30.60 0| 0 1 0 1954 9.49 -0.94 30.00 0| 0 38 0 2150 11.39 -0.97 30.60 0| 0 0 0 2345 15.23 -0.99 31.00 0| 0 0 0 2736 19.10 -1.00 32.00 0| 0 0 0 3127 Total 100| 0 52,936 0 Indicative a-t-m Vol 44.14 Underlying Price 12.450 Time to expiry: 661 Days Jun 12 0.82 -0.12 61.61 0| 0 0 0 600 1.43 -0.20 56.00 0| 0 0 0 800 2.96 -0.40 46.00 0| 0 0 0 1172 3.98 -0.53 41.00 0| 0 4 0 1368 5.29 -0.65 37.84 0| 0 0 0 1563 6.76 -0.76 34.88 0| 0 0 0 1759 8.41 -0.85 32.80 0| 0 0 0 1954 11.99 -0.95 30.02 0| 0 0 0 2345 19.58 -0.98 33.00 0| 0 0 0 3127 Total 0| 0 4 0 Indicative a-t-m Vol 42.15 Underlying Price 12.450 Time to expiry: 850 Days Dec 12 1.00 -0.12 60.00 0| 0 0 0 600 1.61 -0.20 53.85 0| 0 0 0 800 3.10 -0.39 43.48 0| 0 1 0 1172 4.78 -0.56 38.13 0| 0 0 0 1466 5.42 -0.62 36.57 0| 0 16 0 1563 5.68 -0.64 35.91 0| 0 5,000 0 1600 6.12 -0.68 35.13 0| 0 1,000 0 1661 7.20 -0.75 33.70 0| 0 0 0 1800 8.47 -0.82 32.00 0| 0 3,026 0 1954 10.19 -0.88 30.33 0| 0 0 0 2150 12.00 -0.93 29.55 0| 0 0 0 2345 19.57 -0.96 34.00 0| 0 5 0 3127 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 9,048 0 Indicative a-t-m Vol 41.57 Underlying Price 12.450 Time to expiry: 1032 Days Jun 13 1.32 -0.14 60.42 0| 0 0 0 600 2.06 -0.22 54.64 0| 0 0 0 800 3.75 -0.43 42.43 0| 0 0 0 1200 4.91 -0.54 38.61 0| 0 0 0 1400 6.28 -0.65 35.91 0| 0 0 0 1600 9.47 -0.82 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 41.31 Underlying Price 12.450 Time to expiry: 1214 Days Dec 13 1.47 -0.14 60.00 0| 0 0 0 600 2.22 -0.22 54.00 0| 0 0 0 800 3.90 -0.41 42.00 0| 0 0 0 1200 6.40 -0.62 35.91 0| 0 0 0 1600 9.47 -0.80 31.35 0| 0 0 0 2000 13.00 -0.90 29.65 0| 0 38 0 2400 Total 0| 0 38 0 Indicative a-t-m Vol 42.20 Underlying Price 12.450 Time to expiry: 1578 Days Dec 14 1.88 -0.15 60.29 0| 0 0 0 600 2.74 -0.22 54.51 0| 0 0 0 800 4.56 -0.41 43.00 0| 0 0 0 1200 6.98 -0.61 35.91 0| 0 0 0 1600 9.98 -0.78 31.59 0| 0 0 0 2000 13.42 -0.87 30.07 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 6,799| 1,957 369,676 +432 Grand Total 12,266| 2,863 1,044,315 +768 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 94 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Axa European (CS9) Indicative a-t-m Vol 45.44 Underlying Price 12.450 Time to expiry: 24 Days Sep 10 3.67 0.98 70.00 0| 0 0 0 880 3.10 0.96 63.06 0| 0 0 0 938 2.89 0.96 60.86 0| 0 0 0 960 2.72 0.95 58.28 0| 0 0 0 977 1.62 0.83 53.14 0| 0 0 0 1100 1.05 0.71 48.30 0| 0 0 0 1172 0.86 0.64 47.13 0| 0 0 0 1200 0.57 0.51 45.25 0| 0 0 0 1250 0.35 0.37 43.68 0| 0 0 0 1300 0.15 0.21 41.65 0| 0 4 0 1368 0.11 0.16 42.92 0| 0 600 0 1400 0.07 0.10 46.59 0| 0 6,551 0 1466 0.03 0.05 42.67 0| 0 0 0 1500 0.01 0.02 43.33 0| 0 43,910 0 1563 0.01 0.01 43.73 0| 0 3,831 0 1661 0.01 0.00 44.38 0| 0 25,418 0 1759 0.01 0.00 44.70 0| 0 34,000 0 1800 0.01 0.00 45.16 0| 0 3,568 0 1856 0.01 0.00 45.53 0| 0 0 0 1900 0.01 0.00 45.99 0| 0 1,117 0 1954 0.01 0.00 46.83 0| 0 857 0 2052 0.01 0.00 47.61 0| 0 1,322 0 2150 0.01 0.00 48.91 0| 0 707 0 2345 0.01 0.00 50.00 0| 0 0 0 2736 0.01 0.00 49.88 0| 0 0 0 2876 0.01 0.00 48.84 0| 0 0 0 3127 Total 0| 0 121,885 0 Indicative a-t-m Vol 44.70 Underlying Price 12.450 Time to expiry: 206 Days Mar 11 5.66 0.93 60.77 0| 0 0 0 703 5.00 0.90 59.58 0| 0 0 0 782 4.37 0.86 57.52 0| 0 0 0 860 3.76 0.82 55.01 0| 0 0 0 938 3.45 0.79 53.67 0| 0 0 0 977 2.57 0.70 49.06 0| 0 0 0 1100 2.12 0.64 46.96 0| 0 0 0 1172 1.41 0.52 43.00 0| 0 500 0 1300 1.09 0.45 41.13 0| 0 0 0 1368 0.63 0.31 38.20 0| 0 0 0 1500 0.46 0.25 36.75 0| 0 0 0 1563 0.21 0.14 34.35 0| 0 2,500 0 1700 0.16 0.11 33.88 0| 0 3,816 0 1759 0.12 0.09 33.08 0| 0 3,975 0 1800 0.07 0.06 32.70 0| 0 30 0 1900 0.05 0.04 32.46 0| 0 110 0 1954 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.02 0.02 32.35 0| 0 0 0 2150 0.01 0.01 33.41 0| 0 0 0 2345 0.01 0.01 38.56 0| 0 0 0 2736 0.01 0.01 46.98 0| 0 0 0 3127 Total 0| 0 10,931 0 Indicative a-t-m Vol 44.91 Underlying Price 12.450 Time to expiry: 388 Days Sep 11 7.45 0.96 65.69 0| 0 0 0 469 6.39 0.92 64.40 0| 0 0 0 600 5.59 0.88 61.93 0| 0 0 0 703 5.03 0.84 60.61 0| 0 0 0 782 4.45 0.81 57.51 0| 0 0 0 860 3.91 0.77 55.08 0| 0 0 0 938 3.64 0.75 53.54 0| 0 0 0 977 2.40 0.62 46.69 0| 0 0 0 1172 1.47 0.47 41.91 0| 0 0 0 1368 0.73 0.31 36.30 0| 0 50 0 1563 0.34 0.18 33.43 0| 0 0 0 1759 0.17 0.10 32.32 0| 0 0 0 1954 0.06 0.04 30.11 0| 0 0 0 2150 0.04 0.03 31.00 0| 0 0 0 2345 0.01 0.01 29.67 0| 0 0 0 2736 0.01 0.00 27.90 0| 0 0 0 3127 Total 0| 0 50 0 Indicative a-t-m Vol 44.25 Underlying Price 12.450 Time to expiry: 570 Days Mar 12 6.65 0.90 62.64 0| 0 0 0 600 5.35 0.84 57.90 0| 0 0 0 782 4.79 0.80 54.79 0| 0 0 0 860 4.26 0.77 52.35 0| 0 0 0 938 4.00 0.75 50.80 0| 0 0 0 977 2.87 0.64 46.13 0| 0 0 0 1172 1.88 0.51 41.07 0| 0 0 0 1368 1.12 0.38 36.84 0| 0 0 0 1563 0.67 0.26 34.55 0| 0 0 0 1759 0.37 0.17 32.71 0| 0 0 0 1954 0.11 0.06 30.85 0| 0 0 0 2345 0.03 0.02 29.67 0| 0 0 0 2736 0.01 0.01 28.08 0| 0 0 0 3127 0.01 0.00 27.42 0| 0 50 0 3517 Total 0| 0 50 0 Indicative a-t-m Vol 39.59 Underlying Price 12.450 Time to expiry: 759 Days Sep 12 5.74 0.90 48.73 0| 0 0 0 600 4.51 0.81 46.50 0| 0 0 0 782 2.41 0.59 40.55 0| 0 0 0 1172 1.53 0.45 37.54 0| 0 0 0 1400 1.06 0.36 35.60 0| 0 0 0 1563 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.66 0.26 33.79 0| 0 0 0 1759 0.39 0.17 32.09 0| 0 0 0 1954 0.14 0.07 30.27 0| 0 0 0 2345 0.02 0.01 28.40 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.56 Underlying Price 12.450 Time to expiry: 934 Days Mar 13 5.84 0.89 46.02 0| 0 0 0 600 4.73 0.81 45.52 0| 0 0 0 782 2.72 0.62 40.51 0| 0 0 0 1172 1.82 0.49 37.53 0| 0 0 0 1400 1.33 0.40 35.73 0| 0 0 0 1563 0.80 0.28 33.25 0| 0 0 0 1800 0.55 0.21 31.79 0| 0 0 0 1954 0.21 0.10 29.67 0| 0 0 0 2345 0.03 0.02 27.64 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.19 Underlying Price 12.450 Time to expiry: 1123 Days Sep 13 5.28 0.87 47.21 0| 0 0 0 600 4.25 0.78 45.37 0| 0 0 0 782 2.43 0.59 40.06 0| 0 0 0 1172 1.22 0.38 35.40 0| 0 0 0 1563 0.54 0.21 32.12 0| 0 0 0 1954 0.22 0.11 29.96 0| 0 0 0 2345 0.04 0.02 27.72 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.21 Underlying Price 12.450 Time to expiry: 1305 Days Mar 14 5.43 0.87 46.37 0| 0 0 0 600 4.47 0.79 45.11 0| 0 0 0 782 2.68 0.61 39.97 0| 0 0 0 1172 1.48 0.42 35.91 0| 0 0 0 1563 0.70 0.25 32.14 0| 0 0 0 1954 0.31 0.13 29.68 0| 0 0 0 2345 0.06 0.03 27.24 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.20 Underlying Price 12.450 Time to expiry: 1487 Days Sep 14 4.80 0.84 45.79 0| 0 0 0 600 3.93 0.76 44.78 0| 0 1 0 782 2.38 0.58 39.96 0| 0 0 0 1172 1.31 0.40 35.90 0| 0 0 0 1563 0.62 0.24 32.13 0| 0 0 0 1954 0.28 0.13 29.67 0| 0 0 0 2345 0.05 0.03 26.92 0| 0 0 0 3127 Total 0| 0 1 0 Indicative a-t-m Vol 38.85 Underlying Price 12.450 Time to expiry: 1669 Days Mar 15 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.98 0.85 46.10 0| 0 0 0 600 4.04 0.76 44.21 0| 0 0 0 800 2.48 0.59 39.33 0| 0 0 0 1200 1.38 0.41 35.02 0| 0 0 0 1600 0.69 0.25 31.59 0| 0 0 0 2000 0.31 0.14 28.91 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 132,917 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 98 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Axa European (CS9) Indicative a-t-m Vol 45.44 Underlying Price 12.450 Time to expiry: 24 Days Sep 10 0.02 -0.02 70.00 0| 0 0 0 880 0.03 -0.04 63.06 0| 0 0 0 938 0.04 -0.04 60.86 0| 0 0 0 960 0.04 -0.05 58.28 0| 0 225 0 977 0.17 -0.17 53.14 0| 0 0 0 1100 0.31 -0.29 48.30 0| 0 450 0 1172 0.40 -0.36 47.13 0| 0 0 0 1200 0.61 -0.49 45.25 0| 0 0 0 1250 0.89 -0.63 43.68 0| 0 763 0 1300 1.38 -0.79 41.65 0| 0 2,156 0 1368 1.66 -0.84 42.92 0| 0 0 0 1400 2.27 -0.90 46.59 0| 0 9,367 0 1466 2.58 -0.95 42.67 0| 0 0 0 1500 3.19 -0.98 43.33 0| 0 40,002 0 1563 4.16 -0.99 43.73 0| 0 1,350 0 1661 5.14 -1.00 44.38 0| 0 25,040 0 1759 5.54 -1.00 44.70 0| 0 30,002 0 1800 6.10 -1.00 45.16 0| 0 2,400 0 1856 6.54 -1.00 45.53 0| 0 0 0 1900 7.08 -1.00 45.99 0| 0 420 0 1954 8.06 -1.00 46.83 0| 0 30 0 2052 9.04 -1.00 47.61 0| 0 0 0 2150 10.99 -1.00 48.91 0| 0 250 0 2345 14.90 -1.00 50.00 0| 0 1 0 2736 16.30 -1.00 49.88 0| 0 21 0 2876 18.81 -1.00 48.84 0| 0 50 0 3127 Total 0| 0 112,527 0 Indicative a-t-m Vol 44.70 Underlying Price 12.450 Time to expiry: 206 Days Mar 11 0.21 -0.07 60.77 0| 0 1 0 703 0.33 -0.10 59.58 0| 0 0 0 782 0.47 -0.14 57.52 0| 0 0 0 860 0.64 -0.18 55.01 0| 0 817 0 938 0.72 -0.21 53.67 0| 0 0 0 977 1.06 -0.30 49.06 0| 0 50 0 1100 1.32 -0.36 46.96 0| 0 225 0 1172 1.89 -0.48 43.00 0| 0 601 0 1300 2.25 -0.55 41.13 0| 0 690 0 1368 3.10 -0.69 38.20 0| 0 2,700 0 1500 3.55 -0.75 36.75 0| 0 4,650 0 1563 4.67 -0.86 34.35 0| 0 0 0 1700 5.20 -0.89 33.88 0| 0 1,260 0 1759 5.57 -0.91 33.08 0| 0 0 0 1800 6.52 -0.94 32.70 0| 0 0 0 1900 7.04 -0.96 32.46 0| 0 0 0 1954 8.95 -0.98 32.35 0| 0 0 0 2150 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 99 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.88 -0.99 33.41 0| 0 0 0 2345 14.77 -0.99 38.56 0| 0 0 0 2736 18.66 -0.99 46.98 0| 0 0 0 3127 Total 0| 0 10,994 0 Indicative a-t-m Vol 44.91 Underlying Price 12.450 Time to expiry: 388 Days Sep 11 0.18 -0.04 65.69 0| 0 0 0 469 0.41 -0.08 64.40 0| 0 0 0 600 0.63 -0.12 61.93 0| 0 0 0 703 0.85 -0.16 60.61 0| 0 0 0 782 1.04 -0.19 57.51 0| 0 0 0 860 1.27 -0.23 55.08 0| 0 0 0 938 1.38 -0.25 53.54 0| 0 0 0 977 2.08 -0.38 46.69 0| 0 0 0 1172 3.07 -0.53 41.91 0| 0 0 0 1368 4.26 -0.69 36.30 0| 0 0 0 1563 5.81 -0.82 33.43 0| 0 2,400 0 1759 7.56 -0.90 32.32 0| 0 0 0 1954 9.39 -0.96 30.11 0| 0 0 0 2150 11.29 -0.97 31.00 0| 0 0 0 2345 15.12 -0.99 29.67 0| 0 0 0 2736 18.98 -1.00 27.90 0| 0 0 0 3127 Total 0| 0 2,400 0 Indicative a-t-m Vol 44.25 Underlying Price 12.450 Time to expiry: 570 Days Mar 12 0.63 -0.10 62.64 0| 0 0 0 600 1.11 -0.16 57.90 0| 0 0 0 782 1.32 -0.20 54.79 0| 0 0 0 860 1.55 -0.23 52.35 0| 0 0 0 938 1.67 -0.25 50.80 0| 0 0 0 977 2.45 -0.36 46.13 0| 0 0 0 1172 3.39 -0.49 41.07 0| 0 0 0 1368 4.54 -0.62 36.84 0| 0 0 0 1563 6.01 -0.74 34.55 0| 0 0 0 1759 7.62 -0.83 32.71 0| 0 70 0 1954 11.20 -0.94 30.85 0| 0 0 0 2345 14.95 -0.98 29.67 0| 0 0 0 2736 18.76 -0.99 28.08 0| 0 50 0 3127 22.58 -1.00 27.42 0| 0 0 0 3517 Total 0| 0 120 0 Indicative a-t-m Vol 39.59 Underlying Price 12.450 Time to expiry: 759 Days Sep 12 0.54 -0.10 48.73 0| 0 0 0 600 1.09 -0.19 46.50 0| 0 0 0 782 2.77 -0.41 40.55 0| 0 0 0 1172 4.11 -0.55 37.54 0| 0 0 0 1400 5.23 -0.64 35.60 0| 0 0 0 1563 6.73 -0.74 33.79 0| 0 0 0 1759 8.35 -0.83 32.09 0| 0 14,000 0 1954 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010Page 100 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.90 -0.93 30.27 0| 0 0 0 2345 19.38 -0.99 28.40 0| 0 0 0 3127 Total 0| 0 14,000 0 Indicative a-t-m Vol 39.56 Underlying Price 12.450 Time to expiry: 934 Days Mar 13 0.59 -0.11 46.02 0| 0 0 0 600 1.22 -0.19 45.52 0| 0 0 0 782 2.97 -0.38 40.51 0| 0 0 0 1172 4.26 -0.51 37.53 0| 0 0 0 1400 5.34 -0.60 35.73 0| 0 0 0 1563 7.09 -0.72 33.25 0| 0 0 0 1800 8.32 -0.79 31.79 0| 0 0 0 1954 11.75 -0.90 29.67 0| 0 0 0 2345 19.09 -0.98 27.64