Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 33.85 Underlying Price 37.080 Time to expiry: 23 Days Sep 10 13.09 1.00 65.00 0| 0 0 0 2400 9.12 0.98 53.87 0| 0 0 0 2800 7.16 0.96 48.59 0| 0 0 0 3000 5.28 0.91 45.08 0| 0 0 0 3200 3.49 0.82 39.96 0| 2 72 0 3400 1.90 1.94 0.65 35.50 1.90 1.90 30| 25 89 +25 3600 0.85 0.40 32.44 0| 0 152 0 3800 0.31 0.19 32.15 0| 3 100 0 4000 0.11 0.08 33.08 0| 0 1,562 0 4200 0.04 0.03 31.21 0| 0 310 0 4300 0.02 0.02 31.23 0| 0 51 0 4400 0.01 0.01 31.44 0| 0 0 0 4500 0.01 0.00 31.83 0| 0 61 0 4600 0.01 0.00 33.16 0| 0 46 0 4800 0.01 0.00 45.00 0| 0 40 0 5600 Total 30| 30 2,483 +25 Indicative a-t-m Vol 34.93 Underlying Price 37.080 Time to expiry: 114 Days Dec 10 13.38 0.95 51.00 0| 0 0 0 2400 9.75 0.89 46.65 0| 0 0 0 2800 6.33 0.78 40.00 0| 0 17 0 3200 4.85 0.70 37.98 0| 0 25 0 3400 3.57 0.60 36.02 0| 0 30 0 3600 2.46 0.49 34.00 0| 150 1,625 0 3800 1.59 0.38 32.21 0| 0 1,505 0 4000 0.94 0.27 30.48 0| 25 242 +25 4200 0.52 0.17 29.17 0| 1 187 -1 4400 0.28 0.11 28.49 0| 0 6 0 4600 0.15 0.06 28.23 0| 0 100 0 4800 0.02 0.01 31.00 0| 0 20 0 5600 Total 0| 176 3,757 +24 Indicative a-t-m Vol 33.51 Underlying Price 37.080 Time to expiry: 296 Days Jun 11 13.91 0.92 45.00 0| 0 0 0 2400 10.49 0.85 40.56 0| 0 0 0 2800 7.46 0.74 37.12 0| 0 275 0 3200 4.90 0.61 34.20 0| 0 20 0 3600 2.93 0.45 31.65 0| 0 110 0 4000 1.61 0.30 29.82 0| 0 110 0 4400 0.82 0.18 28.63 0| 0 70 0 4800 Total 0| 0 585 0 Indicative a-t-m Vol 33.34 Underlying Price 37.080 Time to expiry: 478 Days Dec 11 14.30 0.89 43.51 0| 0 0 0 2400 8.29 0.72 36.68 0| 0 0 0 3200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.87 0.61 34.05 0| 0 0 0 3600 4.85 0.54 32.74 0| 0 0 0 3800 3.91 0.48 31.45 0| 0 0 0 4000 2.50 0.36 29.90 0| 0 0 0 4400 1.54 0.25 28.56 0| 0 40 0 4800 Total 0| 0 40 0 Total Calls 30| 206 6,865 +49 | Accor European Ex event package (AC2) Indicative a-t-m Vol 32.78 Underlying Price 37.080 Time to expiry: 23 Days Sep 10 21.08 1.00 73.07 0| 0 0 0 1600 17.09 1.00 70.82 0| 0 0 0 2000 13.09 1.00 65.00 0| 0 0 0 2400 9.13 0.98 56.63 0| 0 0 0 2800 7.18 0.96 50.17 0| 0 0 0 3000 5.26 0.91 43.99 0| 0 0 0 3200 3.47 0.82 39.00 0| 0 0 0 3400 1.90 0.65 34.15 0| 0 15 0 3600 0.82 0.40 31.62 0| 0 0 0 3800 0.26 0.17 30.30 0| 0 0 0 4000 0.06 0.05 29.10 0| 0 40 0 4200 Total 0| 0 55 0 Indicative a-t-m Vol 33.10 Underlying Price 37.080 Time to expiry: 205 Days Mar 11 21.31 0.98 62.01 0| 0 0 0 1600 17.52 0.96 55.54 0| 0 0 0 2000 13.85 0.91 49.74 0| 0 0 0 2400 10.34 0.85 43.80 0| 0 0 0 2800 7.16 0.75 38.81 0| 0 0 0 3200 5.73 0.68 36.65 0| 0 0 0 3400 4.41 0.60 34.21 0| 0 0 0 3600 3.26 0.52 32.15 0| 0 0 0 3800 2.42 0.43 31.36 0| 0 0 0 4000 1.77 0.35 30.95 0| 0 0 0 4200 1.33 0.28 31.20 0| 0 140 0 4400 1.01 0.22 31.65 0| 0 0 0 4600 0.70 0.17 31.17 0| 0 5 0 4800 Total 0| 0 145 0 Total Calls 0| 0 200 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 33.85 Underlying Price 37.080 Time to expiry: 23 Days Sep 10 0.01 0.00 65.00 0| 0 20 0 2400 0.03 -0.02 53.87 0| 0 95 0 2800 0.08 -0.04 48.59 0| 0 70 0 3000 0.19 -0.09 45.08 0| 0 102 0 3200 0.40 -0.18 39.96 0| 0 106 0 3400 0.85 -0.35 35.50 0| 75 292 +75 3600 1.76 -0.60 32.44 0| 6 1,461 0 3800 3.22 -0.81 32.15 0| 0 128 0 4000 5.02 -0.92 33.08 0| 0 297 0 4200 5.95 -0.97 31.21 0| 0 0 0 4300 6.93 -0.98 31.23 0| 0 240 0 4400 7.92 -0.99 31.44 0| 0 0 0 4500 8.92 -1.00 31.83 0| 0 0 0 4600 10.92 -1.00 33.16 0| 0 164 0 4800 18.92 -1.00 45.00 0| 0 0 0 5600 Total 0| 81 2,975 +75 Indicative a-t-m Vol 34.93 Underlying Price 37.080 Time to expiry: 114 Days Dec 10 0.23 -0.05 51.00 0| 0 50 0 2400 0.60 -0.11 46.65 0| 0 50 0 2800 1.16 -0.22 40.00 0| 0 482 0 3200 1.69 -0.30 37.98 0| 0 1,705 0 3400 2.40 -0.40 36.02 0| 6 426 +6 3600 3.29 -0.51 34.00 0| 171 2,926 +101 3800 4.41 -0.63 32.21 0| 0 3,406 0 4000 5.77 -0.74 30.48 0| 0 100 0 4200 7.35 -0.83 29.17 0| 0 535 0 4400 9.12 -0.90 28.49 0| 0 32 0 4600 11.00 -0.95 28.23 0| 0 0 0 4800 18.92 -1.00 31.00 0| 0 0 0 5600 Total 0| 177 9,712 +107 Indicative a-t-m Vol 33.51 Underlying Price 37.080 Time to expiry: 296 Days Jun 11 0.93 -0.11 45.00 0| 0 0 0 2400 1.62 -0.19 40.56 0| 0 250 0 2800 2.68 -0.29 37.12 0| 0 120 0 3200 4.23 -0.43 34.20 0| 0 80 0 3600 6.37 -0.58 31.65 0| 0 136 0 4000 9.20 9.12 -0.72 29.82 9.39 9.19 80| 0 341 0 4400 12.37 -0.83 28.63 0| 0 20 0 4800 Total 80| 0 947 0 Indicative a-t-m Vol 33.34 Underlying Price 37.080 Time to expiry: 478 Days Dec 11 1.58 -0.14 43.51 0| 0 0 0 2400 3.67 -0.30 36.68 0| 0 0 0 3200 5.27 -0.41 34.05 0| 0 0 0 3600 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.25 -0.47 32.74 0| 0 2,500 0 3800 7.31 -0.53 31.45 0| 0 0 0 4000 9.90 -0.65 29.90 0| 0 0 0 4400 12.93 -0.76 28.56 0| 0 0 0 4800 Total 0| 0 2,500 0 Total Puts 80| 258 16,134 +182 Grand Total 110| 464 22,999 +231 Accor European Ex event package (AC2) Indicative a-t-m Vol 32.78 Underlying Price 37.080 Time to expiry: 23 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 -0.09 43.99 0| 0 255 0 3200 0.38 -0.18 39.00 0| 0 0 0 3400 0.81 -0.35 34.15 0| 0 40 0 3600 1.72 -0.60 31.62 0| 0 635 0 3800 3.17 -0.83 30.30 0| 0 0 0 4000 4.97 -0.95 29.10 0| 0 0 0 4200 Total 0| 0 1,975 0 Indicative a-t-m Vol 33.10 Underlying Price 37.080 Time to expiry: 205 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 0.64 -0.09 49.74 0| 0 80 0 2400 1.11 -0.15 43.80 0| 0 515 0 2800 1.91 -0.25 38.81 0| 0 0 0 3200 2.47 -0.32 36.65 0| 0 0 0 3400 3.13 -0.40 34.21 0| 0 0 0 3600 3.98 -0.48 32.15 0| 0 0 0 3800 5.12 -0.57 31.36 0| 0 0 0 4000 6.47 -0.65 30.95 0| 0 0 0 4200 8.02 -0.72 31.20 0| 0 25 0 4400 9.69 -0.78 31.65 0| 0 0 0 4600 11.37 -0.83 31.17 0| 0 0 0 4800 Total 0| 0 680 0 Total Puts 0| 0 2,655 0 Grand Total 110| 464 25,854 +231 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 SA (100) (AH1) Indicative a-t-m Vol 37.11 Underlying Price 23.500 Time to expiry: 23 Days Sep 10 3.62 0.92 48.00 0| 0 0 0 2000 2.73 0.85 44.93 0| 0 0 0 2100 1.91 0.75 42.40 0| 0 0 0 2200 1.55 0.68 40.92 0| 0 30 0 2250 1.18 0.61 38.27 0| 0 40 0 2300 0.89 0.52 37.11 0| 0 70 0 2350 0.66 0.43 36.40 0| 0 11 0 2400 0.48 0.35 36.26 0| 0 0 0 2450 0.31 0.26 34.60 0| 0 41 0 2500 0.12 0.12 33.09 0| 0 40 0 2600 0.04 0.05 32.13 0| 0 0 0 2700 0.01 0.02 31.73 0| 0 0 0 2800 0.01 0.00 32.69 0| 0 0 0 3000 0.01 0.00 36.00 0| 0 0 0 3200 Total 0| 0 232 0 Indicative a-t-m Vol 37.97 Underlying Price 23.500 Time to expiry: 51 Days Oct 10 3.87 0.85 46.00 0| 0 0 0 2000 3.05 0.78 43.64 0| 0 0 0 2100 2.31 0.69 41.64 0| 0 0 0 2200 1.96 0.64 40.18 0| 0 0 0 2250 1.64 0.59 39.07 0| 0 0 0 2300 1.35 0.53 37.97 0| 0 0 0 2350 1.10 0.47 37.21 0| 0 0 0 2400 0.90 0.41 36.75 0| 0 0 0 2450 0.69 0.35 35.71 0| 0 72 0 2500 0.40 0.24 34.42 0| 0 21 0 2600 0.22 0.15 33.46 0| 0 0 0 2700 0.11 0.09 32.86 0| 0 0 0 2800 0.03 0.03 32.71 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 37.68 Underlying Price 23.500 Time to expiry: 86 Days Nov 10 4.13 0.81 44.00 0| 0 0 0 2000 3.38 0.74 42.65 0| 0 0 0 2100 2.67 0.67 40.53 0| 0 0 0 2200 2.05 0.59 39.05 0| 0 0 0 2300 1.74 0.54 37.68 0| 0 0 0 2350 1.48 0.49 36.81 0| 0 0 0 2400 0.75 0.31 35.47 0| 0 0 0 2600 0.32 0.17 33.98 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 37.82 Underlying Price 23.500 Time to expiry: 114 Days Dec 10 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.80 0.93 53.00 0| 0 0 0 1600 6.00 0.87 47.88 0| 0 0 0 1800 4.36 0.79 43.94 0| 0 21 0 2000 2.91 0.66 39.99 0| 0 60 0 2200 2.31 0.59 38.72 0| 0 0 0 2300 1.75 0.51 36.93 0| 0 0 0 2400 0.96 0.34 35.06 0| 0 1,020 0 2600 0.49 0.21 34.17 0| 0 0 0 2800 0.09 0.05 32.28 0| 0 0 0 3200 0.02 0.01 32.48 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 35.97 Underlying Price 23.500 Time to expiry: 205 Days Mar 11 8.17 0.89 51.00 0| 0 0 0 1600 6.44 0.83 45.58 0| 0 0 0 1800 4.86 0.76 41.33 0| 0 14 0 2000 3.48 0.65 38.22 0| 20 20 +20 2200 2.88 0.59 36.80 0| 0 0 0 2300 2.31 0.53 35.13 0| 0 0 0 2400 1.47 0.40 33.62 0| 0 0 0 2600 0.91 0.28 32.64 0| 0 0 0 2800 0.30 0.12 31.31 0| 0 0 0 3200 0.10 0.05 31.61 0| 0 0 0 3600 0.04 0.02 33.00 0| 0 0 0 4000 Total 0| 20 34 +20 Indicative a-t-m Vol 35.95 Underlying Price 23.500 Time to expiry: 296 Days Jun 11 8.32 0.88 49.00 0| 0 0 0 1600 6.60 0.83 43.59 0| 0 0 0 1800 5.04 0.75 39.53 0| 0 0 0 2000 3.75 0.65 37.50 0| 0 0 0 2200 3.15 0.60 36.10 0| 0 0 0 2300 2.68 0.54 35.79 0| 0 0 0 2400 1.82 0.43 34.09 0| 0 0 0 2600 1.17 0.32 32.57 0| 0 0 0 2800 0.50 0.17 32.05 0| 0 0 0 3200 0.21 0.08 31.81 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 36.21 Underlying Price 23.500 Time to expiry: 478 Days Dec 11 8.64 0.85 46.86 0| 0 0 0 1600 5.58 0.73 39.19 0| 0 0 0 2000 4.38 0.64 37.38 0| 0 0 0 2200 3.37 0.55 35.82 0| 0 0 0 2400 0.93 0.23 31.23 0| 0 0 0 3200 0.29 0.09 31.41 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 7 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 36.52 Underlying Price 23.500 Time to expiry: 660 Days Jun 12 8.92 0.84 47.31 0| 0 0 0 1600 5.99 0.72 39.78 0| 0 0 0 2000 4.82 0.65 37.76 0| 0 0 0 2200 3.82 0.57 36.10 0| 0 0 0 2400 1.29 0.28 31.50 0| 0 0 0 3200 0.53 0.13 32.04 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 20 1,460 +20 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 8 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 37.11 Underlying Price 23.500 Time to expiry: 23 Days Sep 10 0.12 -0.08 48.00 0| 0 0 0 2000 0.22 -0.15 44.93 0| 0 0 0 2100 0.41 -0.25 42.40 0| 0 24 0 2200 0.54 -0.32 40.92 0| 0 0 0 2250 0.68 -0.39 38.27 0| 0 20 0 2300 0.89 -0.48 37.11 0| 0 0 0 2350 1.15 -0.57 36.40 0| 0 0 0 2400 1.47 -0.66 36.26 0| 0 0 0 2450 1.81 -0.74 34.60 0| 0 20 0 2500 2.61 -0.88 33.09 0| 0 20 0 2600 3.53 -0.95 32.13 0| 0 0 0 2700 4.51 -0.98 31.73 0| 0 0 0 2800 6.50 -1.00 32.69 0| 0 0 0 3000 8.50 -1.00 36.00 0| 0 0 0 3200 Total 0| 0 84 0 Indicative a-t-m Vol 37.97 Underlying Price 23.500 Time to expiry: 51 Days Oct 10 0.36 -0.15 46.00 0| 0 0 0 2000 0.54 -0.22 43.64 0| 0 0 0 2100 0.79 -0.31 41.64 0| 0 0 0 2200 0.94 -0.36 40.18 0| 0 14 0 2250 1.13 -0.41 39.07 0| 0 40 0 2300 1.33 -0.47 37.97 0| 0 0 0 2350 1.59 -0.53 37.21 0| 0 13 0 2400 1.88 -0.59 36.75 0| 0 6 0 2450 2.18 -0.65 35.71 0| 0 0 0 2500 2.89 -0.76 34.42 0| 0 1 0 2600 3.71 -0.85 33.46 0| 0 0 0 2700 4.60 -0.91 32.86 0| 0 0 0 2800 6.52 -0.98 32.71 0| 0 0 0 3000 8.50 -0.99 34.00 0| 0 0 0 3200 Total 0| 0 74 0 Indicative a-t-m Vol 37.68 Underlying Price 23.500 Time to expiry: 86 Days Nov 10 0.60 -0.19 44.00 0| 0 0 0 2000 0.85 -0.26 42.65 0| 0 0 0 2100 1.13 -0.33 40.53 0| 0 0 0 2200 1.51 -0.41 39.05 0| 0 0 0 2300 1.70 -0.46 37.68 0| 0 0 0 2350 1.95 -0.51 36.81 0| 0 0 0 2400 3.21 -0.69 35.47 0| 0 0 0 2600 4.79 -0.84 33.98 0| 0 0 0 2800 6.61 -0.92 34.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 37.82 Underlying Price 23.500 Time to expiry: 114 Days Dec 10 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.26 -0.07 53.00 0| 0 0 0 1600 0.45 -0.13 47.88 0| 0 80 0 1800 0.81 -0.22 43.94 0| 0 40 0 2000 1.35 -0.34 39.99 0| 0 193 0 2200 1.75 -0.41 38.72 0| 0 0 0 2300 2.19 -0.49 36.93 0| 0 1,000 0 2400 3.40 -0.66 35.06 0| 0 20 0 2600 4.94 -0.79 34.17 0| 0 12 0 2800 8.55 -0.95 32.28 0| 0 0 0 3200 12.50 -1.00 32.48 0| 0 0 0 3600 16.50 -1.00 34.00 0| 0 0 0 4000 Total 0| 0 1,345 0 Indicative a-t-m Vol 35.97 Underlying Price 23.500 Time to expiry: 205 Days Mar 11 0.59 -0.11 51.00 0| 0 0 0 1600 0.85 -0.17 45.58 0| 0 0 0 1800 1.25 -0.24 41.33 0| 0 0 0 2000 1.87 -0.35 38.22 0| 0 10 0 2200 2.26 -0.41 36.80 0| 0 0 0 2300 2.69 -0.47 35.13 0| 0 10 0 2400 3.85 -0.60 33.62 0| 0 0 0 2600 5.29 -0.72 32.64 0| 0 0 0 2800 8.69 -0.89 31.31 0| 0 0 0 3200 12.52 -0.97 31.61 0| 0 0 0 3600 16.50 -1.00 33.00 0| 0 0 0 4000 Total 0| 0 20 0 Indicative a-t-m Vol 35.95 Underlying Price 23.500 Time to expiry: 296 Days Jun 11 0.97 -0.15 49.00 0| 0 0 0 1600 1.29 -0.21 43.59 0| 0 0 0 1800 1.89 1.79 -0.29 39.53 1.89 1.89 40| 0 0 0 2000 2.68 2.57 -0.39 37.50 2.68 2.68 20| 0 0 0 2200 3.00 -0.44 36.10 0| 0 0 0 2300 3.56 -0.49 35.79 0| 0 0 0 2400 4.75 -0.60 34.09 0| 0 0 0 2600 6.15 -0.71 32.57 0| 0 0 0 2800 9.50 -0.85 32.05 0| 0 0 0 3200 13.20 -0.93 31.81 0| 0 0 0 3600 17.06 -0.96 32.00 0| 0 0 0 4000 Total 60| 0 0 0 Indicative a-t-m Vol 36.21 Underlying Price 23.500 Time to expiry: 478 Days Dec 11 1.48 -0.17 46.86 0| 0 0 0 1600 2.46 -0.30 39.19 0| 0 0 0 2000 3.29 -0.38 37.38 0| 0 0 0 2200 4.28 -0.46 35.82 0| 0 0 0 2400 9.83 -0.78 31.23 0| 0 0 0 3200 17.16 -0.92 31.41 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 36.52 Underlying Price 23.500 Time to expiry: 660 Days Jun 12 2.19 -0.20 47.31 0| 0 0 0 1600 3.32 -0.32 39.78 0| 0 0 0 2000 4.18 -0.39 37.76 0| 0 0 0 2200 5.20 -0.46 36.10 0| 0 0 0 2400 10.66 -0.74 31.50 0| 0 0 0 3200 17.77 -0.87 32.04 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 60| 0 1,523 0 Grand Total 60| 20 2,983 +20 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 11 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 36.90 Underlying Price 23.500 Time to expiry: 23 Days Sep 10 4.57 0.95 52.25 0| 0 0 0 1900 3.62 0.92 48.00 0| 0 0 0 2000 2.72 0.85 44.52 0| 0 0 0 2100 1.91 0.75 42.12 0| 0 0 0 2200 1.54 0.68 40.44 0| 0 0 0 2250 1.18 0.61 38.05 0| 0 0 0 2300 0.89 0.52 36.90 0| 0 0 0 2350 0.66 0.43 36.40 0| 0 0 0 2400 0.49 0.35 36.69 0| 0 0 0 2450 0.32 0.26 35.06 0| 0 0 0 2500 0.13 0.13 33.91 0| 0 0 0 2600 0.05 0.06 33.21 0| 0 0 0 2700 0.02 0.02 32.96 0| 0 0 0 2800 0.01 0.00 33.70 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 35.97 Underlying Price 23.500 Time to expiry: 205 Days Mar 11 8.17 0.89 51.00 0| 0 0 0 1600 6.44 0.83 45.58 0| 0 0 0 1800 4.86 0.76 41.33 0| 0 0 0 2000 3.48 0.65 38.22 0| 0 0 0 2200 2.88 0.59 36.80 0| 0 0 0 2300 2.31 0.53 35.13 0| 0 0 0 2400 1.47 0.40 33.62 0| 0 0 0 2600 0.91 0.28 32.64 0| 0 0 0 2800 0.30 0.12 31.31 0| 0 0 0 3200 0.10 0.05 31.61 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 36.94 Underlying Price 23.500 Time to expiry: 387 Days Sep 11 8.16 0.84 48.11 0| 0 0 0 1600 5.27 0.71 41.49 0| 0 0 0 2000 4.06 0.62 39.01 0| 0 0 0 2200 2.97 0.53 36.25 0| 0 0 0 2400 0.62 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 37.49 Underlying Price 23.500 Time to expiry: 569 Days Mar 12 8.96 0.82 49.64 0| 0 0 0 1600 6.11 0.71 42.09 0| 0 0 0 2000 4.89 0.64 39.25 0| 0 0 0 2200 3.83 0.56 36.90 0| 0 0 0 2400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.13 0.26 30.71 0| 0 0 0 3200 0.31 0.09 29.09 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 13 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 36.90 Underlying Price 23.500 Time to expiry: 23 Days Sep 10 0.07 -0.05 52.25 0| 0 0 0 1900 0.12 -0.08 48.00 0| 0 0 0 2000 0.21 -0.15 44.52 0| 0 0 0 2100 0.40 -0.25 42.12 0| 0 0 0 2200 0.53 -0.32 40.44 0| 0 0 0 2250 0.67 -0.39 38.05 0| 0 0 0 2300 0.88 -0.48 36.90 0| 0 0 0 2350 1.15 -0.57 36.40 0| 0 0 0 2400 1.48 -0.65 36.69 0| 0 0 0 2450 1.81 -0.74 35.06 0| 0 0 0 2500 2.62 -0.87 33.91 0| 0 0 0 2600 3.54 -0.94 33.21 0| 0 0 0 2700 4.51 -0.98 32.96 0| 0 0 0 2800 6.49 -1.00 33.70 0| 0 0 0 3000 8.49 -1.00 36.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.97 Underlying Price 23.500 Time to expiry: 205 Days Mar 11 0.59 -0.11 51.00 0| 0 0 0 1600 0.84 -0.17 45.58 0| 0 0 0 1800 1.25 -0.24 41.33 0| 0 0 0 2000 1.86 -0.35 38.22 0| 0 0 0 2200 2.26 -0.41 36.80 0| 0 0 0 2300 2.68 -0.47 35.13 0| 0 0 0 2400 3.83 -0.60 33.62 0| 0 0 0 2600 5.26 -0.72 32.64 0| 0 0 0 2800 8.63 -0.88 31.31 0| 0 0 0 3200 12.41 -0.95 31.61 0| 0 0 0 3600 16.33 -0.98 33.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.94 Underlying Price 23.500 Time to expiry: 387 Days Sep 11 1.26 -0.16 48.11 0| 0 0 0 1600 2.31 -0.29 41.49 0| 0 0 0 2000 3.08 -0.38 39.01 0| 0 0 0 2200 3.97 -0.47 36.25 0| 0 0 0 2400 9.52 -0.82 30.25 0| 0 0 0 3200 16.89 -0.96 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 37.49 Underlying Price 23.500 Time to expiry: 569 Days Mar 12 1.94 -0.18 49.64 0| 0 0 0 1600 3.01 -0.29 42.09 0| 0 0 0 2000 3.75 -0.36 39.25 0| 0 0 0 2200 4.65 -0.44 36.90 0| 0 0 0 2400 9.80 -0.74 30.71 0| 0 0 0 3200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.82 -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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 15 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 41.07 Underlying Price 10.220 Time to expiry: 23 Days Sep 10 3.82 1.00 55.00 0| 0 0 0 640 3.02 1.00 50.62 0| 0 0 0 720 2.23 0.98 47.17 0| 0 0 0 800 1.84 0.96 45.72 0| 0 0 0 840 1.47 0.92 44.43 0| 0 0 0 880 1.12 0.84 43.28 0| 0 0 0 920 0.95 0.80 41.92 0| 0 0 0 940 0.81 0.74 42.89 0| 0 0 0 960 0.68 0.67 42.29 0| 0 0 0 980 0.56 0.60 42.32 0| 50 51 +50 1000 0.29 0.42 39.48 0| 0 25 0 1050 0.13 0.24 37.22 0| 10 274 +10 1100 0.07 0.14 40.32 0| 0 350 0 1150 0.10 0.02 0.05 37.96 0.10 0.10 10| 14 129 -14 1200 0.01 0.01 36.88 0| 0 309 0 1300 0.01 0.00 36.09 0| 0 215 0 1400 0.01 0.00 35.53 0| 0 0 0 1500 0.01 0.00 35.16 0| 0 0 0 1600 0.01 0.00 34.87 0| 0 0 0 1800 0.01 0.00 35.00 0| 0 0 0 2000 Total 10| 74 1,353 +46 Indicative a-t-m Vol 39.89 Underlying Price 10.220 Time to expiry: 51 Days Oct 10 1.94 0.88 47.00 0| 0 0 0 840 1.60 0.83 46.25 0| 0 0 0 880 1.30 0.76 45.36 0| 0 0 0 920 1.02 0.68 44.34 0| 0 0 0 960 0.87 0.64 42.00 0| 0 0 0 980 0.73 0.59 40.22 0| 0 50 0 1000 0.49 0.46 39.46 0| 0 1 0 1050 0.30 0.33 38.26 0| 0 0 0 1100 0.17 0.22 37.04 0| 0 3 0 1150 0.08 0.13 35.09 0| 0 4 0 1200 0.01 0.03 33.08 0| 0 0 0 1300 0.01 0.01 32.36 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 41.08 Underlying Price 10.220 Time to expiry: 86 Days Nov 10 1.72 0.79 44.05 0| 0 0 0 880 1.44 0.73 43.24 0| 0 0 0 920 1.18 0.66 42.61 0| 0 0 0 960 0.94 0.59 41.52 0| 0 0 0 1000 0.69 0.49 40.52 0| 0 0 0 1050 0.49 0.39 39.80 0| 0 1 0 1100 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.35 0.31 39.48 0| 0 0 0 1150 0.23 0.23 38.45 0| 0 0 0 1200 0.09 0.11 37.22 0| 0 0 0 1300 0.03 0.04 36.00 0| 0 0 0 1400 Total 0| 0 1 0 Indicative a-t-m Vol 40.57 Underlying Price 10.220 Time to expiry: 114 Days Dec 10 5.44 1.00 52.00 0| 0 0 0 480 4.27 0.98 52.53 0| 0 0 0 600 3.89 0.96 51.84 0| 0 0 0 640 3.16 0.92 49.87 0| 0 0 0 720 2.47 0.86 47.52 0| 0 0 0 800 2.15 0.81 46.50 0| 0 0 0 840 1.85 0.77 45.68 0| 0 500 0 880 1.58 0.71 44.61 0| 0 0 0 920 1.28 0.65 41.51 0| 0 1 0 960 1.06 0.59 40.99 0| 0 28 0 1000 0.65 0.60 0.42 39.09 0.65 0.65 1| 3 10 +3 1100 0.30 0.26 37.18 0| 6 11 +6 1200 0.13 0.14 35.73 0| 9 0 -9 1300 0.05 0.06 34.04 0| 0 49 0 1400 0.01 0.01 32.68 0| 0 9 0 1600 0.01 0.00 32.75 0| 0 0 0 1800 0.01 0.00 34.00 0| 0 0 0 2000 Total 1| 18 608 0 Indicative a-t-m Vol 40.93 Underlying Price 10.220 Time to expiry: 205 Days Mar 11 3.98 0.93 48.00 0| 0 0 0 640 3.30 0.88 46.80 0| 0 0 0 720 2.67 0.82 45.32 0| 0 0 0 800 2.37 0.78 44.36 0| 0 0 0 840 2.11 0.74 43.75 0| 0 0 0 880 1.85 0.69 42.96 0| 0 0 0 920 1.61 0.65 42.42 0| 0 0 0 960 1.39 0.60 41.40 0| 0 0 0 1000 0.91 0.47 39.26 0| 0 1,500 0 1100 0.58 0.34 37.88 0| 0 285 0 1200 0.34 0.24 36.42 0| 0 78 0 1300 0.18 0.15 34.97 0| 0 12 0 1400 0.05 0.05 33.00 0| 0 85 0 1600 0.01 0.01 31.68 0| 0 0 0 1800 0.01 0.00 31.00 0| 0 0 0 2000 Total 0| 0 1,960 0 Indicative a-t-m Vol 40.94 Underlying Price 10.220 Time to expiry: 296 Days Jun 11 5.52 0.97 51.00 0| 0 0 0 480 4.47 0.92 50.00 0| 0 0 0 600 3.49 0.85 47.58 0| 0 0 0 720 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.89 0.80 45.74 0| 0 0 0 800 2.35 0.73 43.89 0| 0 0 0 880 2.10 0.69 42.89 0| 0 0 0 920 1.87 0.65 42.22 0| 0 0 0 960 1.65 0.61 41.38 0| 0 0 0 1000 1.17 0.50 39.37 0| 0 0 0 1100 0.80 0.39 37.50 0| 0 0 0 1200 0.53 0.29 36.30 0| 0 0 0 1300 0.33 0.21 34.99 0| 0 0 0 1400 0.12 0.09 33.23 0| 0 0 0 1600 0.04 0.04 32.27 0| 0 0 0 1800 0.01 0.02 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 40.32 Underlying Price 10.220 Time to expiry: 478 Days Dec 11 4.70 0.89 49.61 0| 0 0 0 600 3.23 0.78 44.82 0| 0 0 0 800 2.74 0.72 43.45 0| 0 0 0 880 2.26 0.66 41.53 0| 0 0 0 960 2.04 0.62 40.65 0| 0 0 0 1000 1.19 0.45 37.64 0| 0 10 0 1200 0.33 0.18 33.95 0| 0 0 0 1600 0.09 0.06 33.00 0| 0 0 0 2000 Total 0| 0 10 0 Indicative a-t-m Vol 39.85 Underlying Price 10.220 Time to expiry: 660 Days Jun 12 4.92 0.88 49.59 0| 0 0 0 600 3.53 0.77 44.64 0| 0 0 0 800 2.57 0.67 40.78 0| 0 0 0 960 2.36 0.64 40.12 0| 0 0 0 1000 1.53 0.49 37.64 0| 0 0 0 1200 0.51 0.23 33.40 0| 0 0 0 1600 0.17 0.10 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 11| 92 3,990 +46 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 18 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 41.07 Underlying Price 10.220 Time to expiry: 23 Days Sep 10 0.01 0.00 55.00 0| 0 0 0 640 0.01 0.00 50.62 0| 0 0 0 720 0.01 -0.02 47.17 0| 0 0 0 800 0.02 -0.04 45.72 0| 0 0 0 840 0.05 -0.08 44.43 0| 0 33 0 880 0.06 0.10 -0.16 43.28 0.06 0.06 1,012| 0 1,012 0 920 0.13 -0.20 41.92 0| 0 0 0 940 0.19 -0.26 42.89 0| 0 100 0 960 0.25 -0.33 42.29 0| 0 0 0 980 0.33 -0.40 42.32 0| 0 49 0 1000 0.57 -0.58 39.48 0| 0 61 0 1050 0.91 -0.77 37.22 0| 59 1,155 +50 1100 1.35 -0.86 40.32 0| 0 301 0 1150 1.80 -0.95 37.96 0| 0 130 0 1200 2.78 -1.00 36.88 0| 0 0 0 1300 3.78 -1.00 36.09 0| 0 0 0 1400 4.78 -1.00 35.53 0| 0 0 0 1500 5.78 -1.00 35.16 0| 0 0 0 1600 7.78 -1.00 34.87 0| 0 0 0 1800 9.78 -1.00 35.00 0| 0 0 0 2000 Total 1,012| 59 2,841 +50 Indicative a-t-m Vol 39.89 Underlying Price 10.220 Time to expiry: 51 Days Oct 10 0.11 -0.12 47.00 0| 0 0 0 840 0.18 -0.17 46.25 0| 0 0 0 880 0.27 -0.24 45.36 0| 0 0 0 920 0.39 -0.32 44.34 0| 0 0 0 960 0.44 -0.36 42.00 0| 0 0 0 980 0.51 -0.41 40.22 0| 0 0 0 1000 0.76 -0.54 39.46 0| 0 0 0 1050 1.07 -0.67 38.26 0| 0 0 0 1100 1.44 -0.78 37.04 0| 0 0 0 1150 1.85 -0.88 35.09 0| 0 0 0 1200 2.79 -0.97 33.08 0| 0 0 0 1300 3.78 -1.00 32.36 0| 0 0 0 1400 4.78 -1.00 33.00 0| 0 0 0 1500 Total 0| 0 0 0 Indicative a-t-m Vol 41.08 Underlying Price 10.220 Time to expiry: 86 Days Nov 10 0.29 -0.21 44.05 0| 0 0 0 880 0.40 -0.27 43.24 0| 0 0 0 920 0.54 -0.34 42.61 0| 0 0 0 960 0.71 -0.41 41.52 0| 0 0 0 1000 0.96 -0.51 40.52 0| 0 0 0 1050 1.26 -0.61 39.80 0| 50 50 +50 1100 1.61 -0.70 39.48 0| 0 0 0 1150 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.99 -0.78 38.45 0| 0 0 0 1200 2.86 -0.89 37.22 0| 0 0 0 1300 3.80 -0.96 36.00 0| 0 0 0 1400 Total 0| 50 50 +50 Indicative a-t-m Vol 40.57 Underlying Price 10.220 Time to expiry: 114 Days Dec 10 0.01 0.00 52.00 0| 0 0 0 480 0.03 -0.02 52.53 0| 0 0 0 600 0.05 -0.04 51.84 0| 0 0 0 640 0.12 -0.08 49.87 0| 0 0 0 720 0.23 -0.14 47.52 0| 0 0 0 800 0.31 -0.19 46.50 0| 0 0 0 840 0.41 -0.23 45.68 0| 0 0 0 880 0.53 -0.29 44.61 0| 0 0 0 920 0.63 -0.35 41.51 0| 0 5 0 960 0.81 -0.41 40.99 0| 0 144 0 1000 1.35 -0.59 39.09 0| 0 110 0 1100 2.05 -0.75 37.18 0| 0 3,000 0 1200 2.89 -0.87 35.73 0| 0 0 0 1300 3.81 -0.95 34.04 0| 0 0 0 1400 5.78 -1.00 32.68 0| 0 0 0 1600 7.78 -1.00 32.75 0| 0 0 0 1800 9.78 -1.00 34.00 0| 0 0 0 2000 Total 0| 0 3,259 0 Indicative a-t-m Vol 40.93 Underlying Price 10.220 Time to expiry: 205 Days Mar 11 0.13 -0.07 48.00 0| 0 0 0 640 0.24 -0.12 46.80 0| 0 0 0 720 0.41 -0.18 45.32 0| 0 137 0 800 0.51 -0.22 44.36 0| 0 0 0 840 0.64 -0.26 43.75 0| 0 0 0 880 0.78 -0.31 42.96 0| 0 0 0 920 0.94 -0.36 42.42 0| 0 50 0 960 1.12 -0.41 41.40 0| 0 86 0 1000 1.64 -0.54 39.26 0| 0 9 0 1100 2.30 -0.66 37.88 0| 0 85 0 1200 3.07 -0.77 36.42 0| 0 0 0 1300 3.91 -0.86 34.97 0| 0 0 0 1400 5.79 -0.97 33.00 0| 0 0 0 1600 7.78 -1.00 31.68 0| 0 0 0 1800 9.78 -1.00 31.00 0| 0 0 0 2000 Total 0| 0 367 0 Indicative a-t-m Vol 40.94 Underlying Price 10.220 Time to expiry: 296 Days Jun 11 0.06 -0.03 51.00 0| 0 0 0 480 0.19 -0.08 50.00 0| 0 0 0 600 0.41 -0.15 47.58 0| 0 0 0 720 0.60 -0.21 45.74 0| 0 0 0 800 0.86 -0.28 43.89 0| 0 0 0 880 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.00 -0.31 42.89 0| 0 0 0 920 1.17 -0.35 42.22 0| 0 11 0 960 1.35 -0.40 41.38 0| 0 0 0 1000 1.86 -0.51 39.37 0| 0 0 0 1100 2.49 -0.62 37.50 0| 0 10 0 1200 3.22 -0.72 36.30 0| 0 0 0 1300 4.02 -0.80 34.99 0| 0 0 0 1400 5.83 -0.93 33.23 0| 0 10 0 1600 7.78 -0.99 32.27 0| 0 0 0 1800 9.78 -1.00 32.00 0| 0 0 0 2000 Total 0| 0 31 0 Indicative a-t-m Vol 40.32 Underlying Price 10.220 Time to expiry: 478 Days Dec 11 0.39 -0.11 49.61 0| 0 0 0 600 0.89 -0.22 44.82 0| 0 0 0 800 1.19 -0.28 43.45 0| 0 0 0 880 1.50 -0.35 41.53 0| 0 0 0 960 1.68 -0.38 40.65 0| 0 0 0 1000 2.81 -0.56 37.64 0| 0 0 0 1200 5.95 -0.85 33.95 0| 0 0 0 1600 9.78 -0.99 33.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 39.85 Underlying Price 10.220 Time to expiry: 660 Days Jun 12 0.57 -0.12 49.59 0| 0 0 0 600 1.13 -0.23 44.64 0| 0 0 0 800 1.74 -0.34 40.78 0| 0 0 0 960 1.93 -0.37 40.12 0| 0 0 0 1000 3.07 -0.52 37.64 0| 0 10 0 1200 6.05 -0.80 33.40 0| 0 0 0 1600 9.79 -0.97 32.00 0| 0 0 0 2000 Total 0| 0 10 0 Total Puts 1,012| 109 6,558 +100 Grand Total 1,023| 201 10,548 +146 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 21 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 41.07 Underlying Price 10.220 Time to expiry: 23 Days Sep 10 5.42 1.00 68.19 0| 0 0 0 480 4.22 1.00 57.67 0| 0 0 0 600 3.82 1.00 55.00 0| 0 0 0 640 3.02 1.00 50.62 0| 0 0 0 720 2.23 0.98 47.17 0| 0 0 0 800 1.84 0.96 45.72 0| 0 0 0 840 1.47 0.92 44.43 0| 0 0 0 880 1.12 0.84 43.28 0| 0 0 0 920 0.95 0.80 41.92 0| 0 0 0 940 0.81 0.74 42.89 0| 0 369 0 960 0.68 0.67 42.29 0| 0 0 0 980 0.56 0.60 42.32 0| 0 3 0 1000 0.29 0.42 39.48 0| 0 0 0 1050 0.13 0.24 37.22 0| 0 1 0 1100 0.07 0.14 40.32 0| 0 0 0 1150 0.02 0.05 37.96 0| 0 31 0 1200 0.01 0.01 36.88 0| 0 16 0 1300 0.01 0.00 36.09 0| 0 46 0 1400 0.01 0.00 35.53 0| 0 0 0 1500 0.01 0.00 35.16 0| 0 417 0 1600 0.01 0.00 34.87 0| 0 201 0 1800 0.01 0.00 35.00 0| 0 0 0 2000 0.01 0.00 36.14 0| 0 0 0 2400 Total 0| 0 1,084 0 Indicative a-t-m Vol 40.93 Underlying Price 10.220 Time to expiry: 205 Days Mar 11 5.46 0.99 47.96 0| 0 0 0 480 4.34 0.95 48.37 0| 0 0 0 600 3.98 0.93 48.00 0| 0 0 0 640 3.30 0.88 46.80 0| 0 0 0 720 2.67 0.82 45.32 0| 0 0 0 800 2.37 0.78 44.36 0| 0 0 0 840 2.11 0.74 43.75 0| 0 0 0 880 1.85 0.69 42.96 0| 0 0 0 920 1.61 0.65 42.42 0| 0 0 0 960 1.39 0.60 41.40 0| 0 0 0 1000 0.91 0.47 39.26 0| 0 0 0 1100 0.58 0.34 37.88 0| 0 0 0 1200 0.34 0.24 36.42 0| 0 0 0 1300 0.18 0.15 34.97 0| 0 200 0 1400 0.05 0.05 33.00 0| 0 96 0 1600 0.01 0.01 31.68 0| 0 0 0 1800 0.01 0.00 31.00 0| 0 0 0 2000 Total 0| 0 296 0 Indicative a-t-m Vol 39.42 Underlying Price 10.220 Time to expiry: 387 Days Sep 11 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.58 0.91 49.66 0| 0 0 0 600 3.06 0.79 44.69 0| 0 0 0 800 2.52 0.72 42.63 0| 0 0 0 880 2.03 0.65 40.63 0| 0 0 0 960 1.81 0.61 39.75 0| 0 0 0 1000 0.96 0.42 36.75 0| 0 0 0 1200 0.21 0.13 33.09 0| 0 0 0 1600 0.03 0.03 31.18 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 38.61 Underlying Price 10.220 Time to expiry: 569 Days Mar 12 4.75 0.89 46.78 0| 0 0 0 600 3.32 0.78 42.85 0| 0 0 0 800 2.81 0.72 41.08 0| 0 0 0 880 2.36 0.66 39.70 0| 0 0 0 960 2.14 0.63 38.93 0| 0 0 0 1000 1.28 0.47 36.02 0| 0 0 0 1200 0.42 0.21 33.50 0| 0 0 0 1600 0.12 0.08 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 0 1,380 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 23 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 41.07 Underlying Price 10.220 Time to expiry: 23 Days Sep 10 0.01 0.00 68.19 0| 0 7 0 480 0.01 0.00 57.67 0| 0 0 0 600 0.01 0.00 55.00 0| 0 0 0 640 0.01 0.00 50.62 0| 0 0 0 720 0.01 -0.02 47.17 0| 0 0 0 800 0.02 -0.04 45.72 0| 0 0 0 840 0.05 -0.08 44.43 0| 0 50 0 880 0.10 -0.16 43.28 0| 0 0 0 920 0.13 -0.20 41.92 0| 0 0 0 940 0.19 -0.26 42.89 0| 0 70 0 960 0.25 -0.33 42.29 0| 0 0 0 980 0.33 -0.40 42.32 0| 0 212 0 1000 0.57 -0.58 39.48 0| 0 0 0 1050 0.91 -0.76 37.22 0| 0 13 0 1100 1.35 -0.86 40.32 0| 0 0 0 1150 1.80 -0.95 37.96 0| 0 5 0 1200 2.78 -0.99 36.88 0| 0 0 0 1300 3.78 -1.00 36.09 0| 0 2,100 0 1400 4.78 -1.00 35.53 0| 0 0 0 1500 5.78 -1.00 35.16 0| 0 0 0 1600 7.77 -1.00 34.87 0| 0 225 0 1800 9.77 -1.00 35.00 0| 0 0 0 2000 13.77 -1.00 36.14 0| 0 10 0 2400 Total 0| 0 2,692 0 Indicative a-t-m Vol 40.93 Underlying Price 10.220 Time to expiry: 205 Days Mar 11 0.02 -0.01 47.96 0| 0 0 0 480 0.09 -0.05 48.37 0| 0 0 0 600 0.13 -0.07 48.00 0| 0 250 0 640 0.24 -0.12 46.80 0| 0 0 0 720 0.41 -0.18 45.32 0| 0 0 0 800 0.51 -0.22 44.36 0| 0 0 0 840 0.64 -0.26 43.75 0| 0 0 0 880 0.78 -0.31 42.96 0| 0 1 0 920 0.94 -0.35 42.42 0| 0 40 0 960 1.12 -0.40 41.40 0| 0 30 0 1000 1.64 -0.53 39.26 0| 0 0 0 1100 2.29 -0.66 37.88 0| 0 0 0 1200 3.05 -0.76 36.42 0| 0 0 0 1300 3.89 -0.85 34.97 0| 0 0 0 1400 5.74 -0.95 33.00 0| 0 340 0 1600 7.69 -0.99 31.68 0| 0 0 0 1800 9.68 -1.00 31.00 0| 0 2,000 0 2000 Total 0| 0 2,661 0 Indicative a-t-m Vol 39.42 Underlying Price 10.220 Time to expiry: 387 Days Sep 11 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.29 -0.09 49.66 0| 0 0 0 600 0.74 -0.21 44.69 0| 0 210 0 800 0.99 -0.28 42.63 0| 0 0 0 880 1.29 -0.35 40.63 0| 0 0 0 960 1.47 -0.39 39.75 0| 0 140 0 1000 2.60 -0.58 36.75 0| 0 50 0 1200 5.79 -0.87 33.09 0| 0 0 0 1600 9.57 -0.97 31.18 0| 0 50 0 2000 Total 0| 0 450 0 Indicative a-t-m Vol 38.61 Underlying Price 10.220 Time to expiry: 569 Days Mar 12 0.41 -0.11 46.78 0| 0 0 0 600 0.94 -0.22 42.85 0| 0 0 0 800 1.22 -0.28 41.08 0| 0 0 0 880 1.55 -0.34 39.70 0| 0 0 0 960 1.73 -0.37 38.93 0| 0 0 0 1000 2.83 -0.53 36.02 0| 0 0 0 1200 5.89 -0.79 33.50 0| 0 0 0 1600 9.51 -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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 Liquide (100) (AI1) Indicative a-t-m Vol 26.37 Underlying Price 80.410 Time to expiry: 23 Days Sep 10 35.42 1.00 66.00 0| 0 0 0 4500 27.94 1.00 65.26 0| 0 0 0 5250 24.46 0.99 61.43 0| 0 0 0 5600 20.52 0.98 58.23 0| 0 0 0 6000 16.61 0.96 52.88 0| 0 0 0 6400 13.14 0.95 43.89 0| 0 0 0 6750 9.52 0.91 36.97 0| 0 38 0 7125 6.12 0.82 31.80 0| 0 889 0 7500 3.15 3.22 0.63 27.91 3.15 3.15 30| 5 70 0 7875 2.58 2.41 0.55 26.66 2.58 2.28 59| 0 16 0 8000 1.14 1.20 0.36 24.88 1.14 1.14 20| 0 1,238 0 8250 0.70 0.74 0.25 24.35 0.70 0.70 8| 0 354 0 8400 0.30 0.13 23.33 0| 10 1,039 0 8625 0.16 0.07 23.76 0| 1 803 0 8800 0.04 0.03 22.17 0| 2 678 -2 9000 0.09 0.02 0.01 23.18 0.09 0.09 1| 0 148 0 9200 0.01 0.01 23.44 0| 0 489 0 9375 0.01 0.00 23.69 0| 0 54 0 9600 0.01 0.00 23.83 0| 0 61 0 10000 0.01 0.00 33.00 0| 0 0 0 12000 Total 118| 18 5,877 -2 Indicative a-t-m Vol 26.79 Underlying Price 80.410 Time to expiry: 51 Days Oct 10 13.06 0.90 37.60 0| 0 0 0 6800 9.45 0.83 33.27 0| 0 0 0 7200 6.05 6.19 0.71 29.85 6.10 6.05 41| 0 0 0 7600 4.57 4.78 0.63 28.48 4.57 4.57 14| 0 0 0 7800 3.51 0.54 27.07 0| 0 0 0 8000 2.42 0.44 25.67 0| 0 24 0 8200 1.61 0.34 24.70 0| 70 126 +60 8400 0.99 0.24 23.67 0| 0 74 0 8600 0.58 0.16 23.10 0| 30 731 +6 8800 0.41 0.31 0.10 22.41 0.41 0.41 1| 0 150 0 9000 0.14 0.05 21.28 0| 0 172 0 9200 0.02 0.01 20.13 0| 0 160 0 9600 0.01 0.00 19.00 0| 0 45 0 10000 Total 56| 100 1,482 +66 Indicative a-t-m Vol 27.90 Underlying Price 80.410 Time to expiry: 86 Days Nov 10 13.73 0.85 36.55 0| 0 0 0 6800 10.33 0.78 33.29 0| 0 0 0 7200 7.28 0.68 30.68 0| 15 15 +15 7600 5.93 5.91 0.62 29.47 5.93 5.93 12| 0 0 0 7800 4.68 0.55 28.21 0| 45 45 +45 8000 3.52 3.53 0.47 26.70 3.52 3.52 10| 14 14 +14 8200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 26 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.63 0.39 25.79 0| 0 24 0 8400 1.30 0.24 24.22 0| 12 12 +12 8800 0.54 0.13 22.87 0| 25 71 +25 9200 0.21 0.06 22.26 0| 0 0 0 9600 Total 22| 111 181 +111 Indicative a-t-m Vol 27.61 Underlying Price 80.410 Time to expiry: 114 Days Dec 10 46.48 0.99 68.00 0| 0 0 0 3409 38.14 0.98 60.76 0| 0 0 0 4261 35.80 0.98 58.19 0| 0 0 0 4500 29.84 0.96 51.42 0| 0 32 0 5114 25.13 0.94 45.51 0| 0 0 0 5600 21.70 0.92 42.55 0| 0 0 0 5966 17.72 0.88 38.91 0| 0 0 0 6400 14.04 0.83 35.61 0| 0 60 0 6818 11.48 0.78 33.29 0| 0 0 0 7125 8.58 0.69 30.82 0| 0 139 0 7500 7.37 0.65 29.66 0| 0 760 0 7671 6.04 0.59 28.50 0| 10 10 +10 7875 4.08 4.28 0.49 26.85 4.08 4.08 1| 13 3,348 +13 8182 3.25 3.08 0.40 25.74 3.25 3.25 9| 0 1,050 0 8438 2.73 0.37 25.36 0| 17 1,647 +15 8523 1.79 0.28 24.30 0| 14 91 +14 8800 1.29 0.22 23.74 0| 45 2,377 -14 9000 0.97 0.90 0.17 23.26 0.97 0.93 S 14| 0 85 0 9200 0.65 0.13 22.91 0| 0 3,454 0 9375 0.10 0.03 21.78 0| 0 489 0 10227 0.02 0.01 23.00 0| 0 63 0 11250 Total 24| 99 13,605 +38 Indicative a-t-m Vol 27.86 Underlying Price 80.410 Time to expiry: 205 Days Mar 11 33.22 0.95 47.49 0| 0 0 0 4800 28.99 0.93 43.85 0| 0 0 0 5250 25.79 0.91 41.67 0| 0 0 0 5600 22.23 0.88 39.31 0| 0 4 0 6000 18.76 0.84 36.64 0| 0 30 0 6400 15.86 0.79 34.46 0| 0 86 0 6750 10.19 0.67 30.28 0| 0 175 0 7500 7.77 0.59 28.50 0| 0 229 0 7875 5.70 0.50 27.06 0| 0 145 0 8250 3.97 3.97 0.40 25.68 3.97 3.97 6| 0 55 0 8625 3.31 0.36 25.08 0| 0 67 0 8800 2.64 0.31 24.51 0| 0 1,610 0 9000 2.05 0.26 23.82 0| 0 57 0 9200 1.64 0.22 23.29 0| 0 538 0 9375 0.07 0.02 20.16 0| 0 159 0 11250 Total 6| 0 3,155 0 Indicative a-t-m Vol 28.20 Underlying Price 80.410 Time to expiry: 296 Days Jun 11 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 27 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 43.37 0.98 53.00 0| 0 0 0 3750 36.11 0.96 45.48 0| 0 0 0 4500 29.13 0.93 40.61 0| 0 0 0 5250 25.78 0.90 38.79 0| 0 0 0 5625 22.55 0.87 37.04 0| 0 6 0 6000 19.20 0.83 34.95 0| 0 0 0 6400 16.40 0.78 33.18 0| 0 35 0 6750 11.01 0.66 30.04 0| 0 67 0 7500 8.05 0.56 28.43 0| 0 48 0 8000 6.57 0.51 27.05 0| 0 180 0 8250 4.20 0.39 25.48 0| 0 52 0 8800 2.89 0.30 24.48 0| 0 30 0 9200 1.88 0.22 23.51 0| 0 62 0 9600 1.17 0.16 22.70 0| 0 104 0 10000 0.08 0.02 20.82 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 27.88 Underlying Price 80.410 Time to expiry: 478 Days Dec 11 36.81 0.93 45.62 0| 0 0 0 4500 30.13 0.89 40.75 0| 0 0 0 5250 23.88 0.83 36.99 0| 0 0 0 6000 19.35 0.77 33.73 0| 0 0 0 6563 12.86 0.65 29.97 0| 0 64 0 7500 9.84 0.57 28.01 0| 0 150 0 8000 5.91 0.42 25.39 0| 0 0 0 8800 0.41 0.06 21.14 0| 0 0 0 12000 0.05 0.01 24.25 0| 0 0 0 16000 Total 0| 0 214 0 Indicative a-t-m Vol 27.68 Underlying Price 80.410 Time to expiry: 660 Days Jun 12 34.63 0.90 43.27 0| 0 0 0 4800 24.79 0.81 36.75 0| 0 0 0 6000 16.03 0.68 31.08 0| 0 0 0 7200 11.04 0.57 27.82 0| 0 0 0 8000 7.04 0.45 25.12 0| 0 0 0 8800 0.82 0.09 21.44 0| 0 0 0 12000 0.17 0.02 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.48 Underlying Price 80.410 Time to expiry: 849 Days Dec 12 35.42 0.89 43.35 0| 0 0 0 4800 25.83 0.80 36.73 0| 0 0 0 6000 12.25 0.58 27.63 0| 0 0 0 8000 8.05 0.46 24.77 0| 0 0 0 8800 1.35 0.13 21.40 0| 0 0 0 12000 0.40 0.04 24.38 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 28 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 27.34 Underlying Price 80.410 Time to expiry: 1031 Days Jun 13 35.66 0.88 43.35 0| 0 0 0 4800 26.35 0.80 36.72 0| 0 0 0 6000 12.85 0.59 27.49 0| 0 0 0 8000 8.63 0.47 24.47 0| 0 0 0 8800 1.73 0.15 21.37 0| 0 0 0 12000 0.66 0.06 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.08 Underlying Price 80.410 Time to expiry: 1213 Days Dec 13 36.32 0.87 43.36 0| 0 0 0 4800 27.09 0.79 36.35 0| 0 0 0 6000 13.67 0.59 27.14 0| 0 0 0 8000 2.33 0.18 21.43 0| 0 0 0 12000 1.02 0.08 24.56 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.70 Underlying Price 80.410 Time to expiry: 1577 Days Dec 14 36.82 0.87 43.22 0| 0 0 0 4800 27.75 0.79 35.92 0| 0 0 0 6000 14.66 0.60 26.76 0| 0 0 0 8000 3.06 0.21 21.18 0| 0 0 0 12000 1.99 0.13 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 226| 328 25,295 +213 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 29 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 26.37 Underlying Price 80.410 Time to expiry: 23 Days Sep 10 0.01 0.00 66.00 0| 0 621 0 4500 0.02 0.00 65.26 0| 0 179 0 5250 0.04 -0.01 61.43 0| 0 30 0 5600 0.10 -0.02 58.23 0| 0 572 0 6000 0.08 0.18 -0.04 52.88 0.08 0.08 10| 0 125 0 6400 0.12 0.21 -0.05 43.89 0.12 0.12 2| 0 1,089 0 6750 0.34 -0.09 36.97 0| 0 364 0 7125 0.64 0.69 -0.18 31.80 0.64 0.64 40| 103 1,391 +73 7500 1.50 1.53 -0.37 27.91 1.67 1.50 32| 80 1,302 +20 7875 1.98 1.98 -0.46 26.66 2.13 1.98 68| 28 102 +28 8000 3.48 3.26 -0.64 24.88 3.48 3.48 3| 14 1,191 -14 8250 3.73 4.31 -0.75 24.35 4.52 3.73 57| 0 1,400 0 8400 6.12 -0.87 23.33 0| 0 112 0 8625 7.73 -0.93 23.76 0| 1 30 -1 8800 9.62 -0.98 22.17 0| 0 37 0 9000 11.60 -0.99 23.18 0| 0 97 0 9200 13.34 -1.00 23.44 0| 0 54 0 9375 15.59 -1.00 23.69 0| 0 0 0 9600 19.59 -1.00 23.83 0| 0 0 0 10000 39.59 -1.00 33.00 0| 0 0 0 12000 Total 212| 226 8,696 +106 Indicative a-t-m Vol 26.79 Underlying Price 80.410 Time to expiry: 51 Days Oct 10 0.51 0.60 -0.10 37.60 0.56 0.51 28| 32 32 +32 6800 0.99 -0.17 33.27 0| 23 122 +23 7200 1.73 -0.29 29.85 0| 0 789 0 7600 2.31 -0.37 28.48 0| 0 0 0 7800 3.04 -0.46 27.07 0| 20 198 +20 8000 3.96 -0.56 25.67 0| 20 109 0 8200 5.15 -0.66 24.70 0| 0 61 0 8400 6.73 6.52 -0.76 23.67 6.75 6.73 5| 0 47 0 8600 8.12 -0.84 23.10 0| 0 38 0 8800 9.85 -0.90 22.41 0| 0 1 0 9000 11.69 -0.95 21.28 0| 0 1 0 9200 15.59 -1.00 20.13 0| 0 0 0 9600 19.59 -1.00 19.00 0| 0 0 0 10000 Total 33| 95 1,398 +75 Indicative a-t-m Vol 27.90 Underlying Price 80.410 Time to expiry: 86 Days Nov 10 1.21 -0.15 36.55 0| 73 45 +43 6800 1.80 -0.22 33.29 0| 1 1 +1 7200 2.63 2.74 -0.32 30.68 2.63 2.63 11| 40 40 +40 7600 3.32 3.38 -0.38 29.47 3.32 3.32 43| 0 0 0 7800 4.33 4.14 -0.45 28.21 4.33 4.33 17| 33 59 +33 8000 4.99 5.00 -0.53 26.70 5.17 4.99 25| 23 23 +23 8200 6.09 -0.61 25.79 0| 0 0 0 8400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.77 -0.76 24.22 0| 0 0 0 8800 12.02 -0.88 22.87 0| 0 0 0 9200 15.71 -0.95 22.26 0| 0 0 0 9600 Total 96| 170 168 +140 Indicative a-t-m Vol 27.61 Underlying Price 80.410 Time to expiry: 114 Days Dec 10 0.08 -0.01 68.00 0| 0 232 0 3409 0.24 -0.02 60.76 0| 0 239 0 4261 0.29 -0.03 58.19 0| 0 405 0 4500 0.45 -0.04 51.42 0| 0 340 0 5114 0.59 -0.06 45.51 0| 10 80 0 5600 0.79 0.82 -0.08 42.55 0.79 0.79 20| 23 1,406 +14 5966 1.18 -0.12 38.91 0| 2 115 +2 6400 1.67 -0.18 35.61 0| 0 210 0 6818 2.18 -0.23 33.29 0| 0 4,015 0 7125 3.04 -0.31 30.82 0| 0 1,236 0 7500 3.55 -0.36 29.66 0| 0 2,281 0 7671 4.27 4.26 -0.41 28.50 4.27 S 4.27 S 2| 0 237 0 7875 5.57 -0.51 26.85 0| 0 2,895 0 8182 6.94 -0.60 25.74 0| 0 967 0 8438 7.43 -0.63 25.36 0| 0 1,019 0 8523 9.27 -0.72 24.30 0| 0 32 0 8800 10.77 -0.78 23.74 0| 0 0 0 9000 12.39 -0.83 23.26 0| 0 0 0 9200 13.88 -0.87 22.91 0| 0 33 0 9375 21.88 -0.98 21.78 0| 0 46 0 10227 32.09 -1.00 23.00 0| 0 0 0 11250 Total 22| 35 15,788 +16 Indicative a-t-m Vol 27.86 Underlying Price 80.410 Time to expiry: 205 Days Mar 11 0.71 -0.05 47.49 0| 0 20 0 4800 0.96 -0.07 43.85 0| 0 268 0 5250 1.26 -0.09 41.67 0| 0 60 0 5600 1.69 -0.12 39.31 0| 0 167 0 6000 2.19 -0.16 36.64 0| 0 101 0 6400 2.78 -0.21 34.46 0| 0 213 0 6750 4.53 4.59 -0.33 30.28 4.53 4.52 53| 6 1,099 +6 7500 5.90 -0.42 28.50 0| 52 119 0 7875 7.58 -0.51 27.06 0| 32 852 -32 8250 9.59 -0.60 25.68 0| 0 172 0 8625 10.68 -0.65 25.08 0| 0 51 0 8800 12.00 -0.70 24.51 0| 0 93 0 9000 13.42 -0.75 23.82 0| 0 0 0 9200 14.75 -0.78 23.29 0| 2 2 +2 9375 32.09 -1.00 20.16 0| 0 0 0 11250 Total 53| 92 3,217 -24 Indicative a-t-m Vol 28.20 Underlying Price 80.410 Time to expiry: 296 Days Jun 11 0.65 -0.04 53.00 0| 0 20 0 3750 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 31 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.92 0.94 -0.06 45.48 0.92 0.92 30| 0 280 0 4500 1.56 -0.10 40.61 0| 0 394 0 5250 2.04 -0.13 38.79 0| 0 264 0 5625 2.62 -0.16 37.04 0| 0 154 0 6000 3.36 -0.21 34.95 0| 0 87 0 6400 4.07 4.15 -0.25 33.18 4.07 4.07 30| 0 156 0 6750 6.47 -0.37 30.04 0| 0 119 0 7500 8.66 -0.47 28.43 0| 0 26 0 8000 9.73 -0.53 27.05 0| 0 180 0 8250 12.99 -0.64 25.48 0| 0 30 0 8800 15.75 -0.72 24.48 0| 0 0 0 9200 18.79 -0.80 23.51 0| 0 0 0 9600 22.11 -0.86 22.70 0| 0 25 0 10000 40.97 -0.98 20.82 0| 0 0 0 12000 80.59 -1.00 24.00 0| 0 0 0 16000 Total 60| 0 1,735 0 Indicative a-t-m Vol 27.88 Underlying Price 80.410 Time to expiry: 478 Days Dec 11 2.13 -0.09 45.62 0| 0 130 0 4500 3.02 -0.13 40.75 0| 0 42 0 5250 4.35 -0.19 36.99 0| 0 10 0 6000 5.48 -0.25 33.73 0| 0 110 0 6563 8.42 -0.37 29.97 0| 0 71 0 7500 10.41 -0.45 28.01 0| 0 50 0 8000 14.49 -0.59 25.39 0| 0 0 0 8800 41.04 -0.96 21.14 0| 0 0 0 12000 80.42 -1.00 24.25 0| 0 0 0 16000 Total 0| 0 413 0 Indicative a-t-m Vol 27.68 Underlying Price 80.410 Time to expiry: 660 Days Jun 12 3.89 -0.13 43.27 0| 0 0 0 4800 6.26 -0.22 36.75 0| 0 0 0 6000 9.63 -0.35 31.08 0| 0 0 0 7200 12.71 -0.46 27.82 0| 0 0 0 8000 16.75 -0.58 25.12 0| 0 0 0 8800 42.31 -0.92 21.44 0| 0 0 0 12000 80.83 -0.98 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.48 Underlying Price 80.410 Time to expiry: 849 Days Dec 12 5.14 -0.14 43.35 0| 0 0 0 4800 7.55 -0.23 36.73 0| 0 0 0 6000 13.84 -0.44 27.63 0| 0 0 0 8000 17.58 -0.56 24.77 0| 0 0 0 8800 42.46 -0.89 21.40 0| 0 0 0 12000 80.65 -0.97 24.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.34 Underlying Price 80.410 Time to expiry: 1031 Days Jun 13 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 32 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.46 -0.16 43.35 0| 0 0 0 4800 9.17 -0.24 36.72 0| 0 0 0 6000 15.47 -0.45 27.49 0| 0 0 0 8000 19.16 -0.56 24.47 0| 0 0 0 8800 43.43 -0.86 21.37 0| 0 0 0 12000 80.79 -0.94 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.08 Underlying Price 80.410 Time to expiry: 1213 Days Dec 13 7.43 -0.16 43.36 0| 0 0 0 4800 9.99 -0.24 36.35 0| 0 0 0 6000 16.09 -0.44 27.14 0| 0 0 0 8000 43.48 -0.84 21.43 0| 0 0 0 12000 80.54 -0.93 24.56 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.70 Underlying Price 80.410 Time to expiry: 1577 Days Dec 14 9.26 -0.17 43.22 0| 0 0 0 4800 11.77 -0.25 35.92 0| 0 0 0 6000 17.80 -0.43 26.76 0| 0 0 0 8000 44.02 -0.80 21.18 0| 0 0 0 12000 80.59 -0.90 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 476| 618 31,415 +313 Grand Total 702| 946 56,710 +526 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 33 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 26.37 Underlying Price 80.410 Time to expiry: 23 Days Sep 10 35.42 1.00 66.00 0| 0 0 0 4500 27.94 1.00 65.26 0| 0 0 0 5250 24.22 0.99 61.11 0| 0 0 0 5625 20.52 0.98 58.23 0| 0 95 0 6000 16.61 0.96 52.88 0| 0 0 0 6400 13.14 0.95 43.89 0| 0 147 0 6750 9.52 0.91 36.97 0| 0 399 0 7125 6.12 0.82 31.80 0| 0 141 0 7500 3.22 0.63 27.91 0| 0 0 0 7875 2.41 0.55 26.66 0| 0 0 0 8000 1.20 0.36 24.88 0| 0 35,010 0 8250 0.74 0.25 24.35 0| 0 0 0 8400 0.30 0.13 23.33 0| 0 22,815 0 8625 0.16 0.07 23.76 0| 0 207 0 8800 0.04 0.03 22.17 0| 0 850 0 9000 0.02 0.01 23.18 0| 0 0 0 9200 0.01 0.01 23.44 0| 0 20 0 9375 0.01 0.00 23.69 0| 0 500 0 9600 0.01 0.00 23.83 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 27.93 Underlying Price 80.410 Time to expiry: 205 Days Mar 11 35.94 0.96 49.36 0| 0 0 0 4500 28.90 0.93 43.85 0| 0 0 0 5250 25.50 0.90 41.58 0| 0 0 0 5625 22.17 0.88 39.31 0| 0 0 0 6000 18.69 0.84 36.64 0| 0 0 0 6400 15.80 0.79 34.46 0| 0 0 0 6750 12.87 0.74 32.32 0| 0 9 0 7125 10.15 0.67 30.28 0| 0 10 0 7500 7.00 0.56 28.10 0| 0 50 0 8000 5.67 0.49 27.06 0| 0 0 0 8250 3.95 0.40 25.68 0| 0 20 0 8625 3.29 0.36 25.08 0| 0 0 0 8800 2.62 0.31 24.51 0| 0 572 0 9000 2.04 0.26 23.82 0| 0 0 0 9200 1.19 0.17 22.76 0| 0 0 0 9600 0.65 0.11 21.88 0| 0 0 0 10000 0.02 0.00 19.82 0| 0 0 0 12000 Total 0| 0 661 0 Indicative a-t-m Vol 26.25 Underlying Price 80.410 Time to expiry: 387 Days Sep 11 32.24 0.92 41.00 0| 0 0 0 4800 22.04 0.83 35.05 0| 0 0 0 6000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.08 0.68 29.76 0| 0 0 0 7200 8.11 0.54 26.37 0| 0 0 0 8000 4.50 0.38 24.00 0| 0 0 0 8800 0.17 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 26.47 Underlying Price 80.410 Time to expiry: 569 Days Mar 12 32.89 0.91 36.16 0| 0 0 0 4800 26.13 0.85 33.66 0| 0 0 0 5625 13.01 0.64 27.91 0| 0 0 0 7500 10.22 0.56 26.59 0| 0 0 0 8000 6.38 0.43 24.32 0| 0 0 0 8800 0.48 0.06 19.74 0| 0 0 0 12000 0.05 0.01 22.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 60,845 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 35 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 26.37 Underlying Price 80.410 Time to expiry: 23 Days Sep 10 0.01 0.00 66.00 0| 0 1,000 0 4500 0.02 0.00 65.26 0| 0 15 0 5250 0.04 -0.01 61.11 0| 0 809 0 5625 0.10 -0.02 58.23 0| 0 650 0 6000 0.18 -0.04 52.88 0| 0 400 0 6400 0.21 -0.05 43.89 0| 0 779 0 6750 0.34 -0.09 36.97 0| 0 486 0 7125 0.69 -0.18 31.80 0| 0 1,015 0 7500 1.53 -0.37 27.91 0| 0 1,180 0 7875 1.98 -0.45 26.66 0| 0 300 0 8000 3.26 -0.64 24.88 0| 0 35,450 0 8250 4.31 -0.75 24.35 0| 0 650 0 8400 5.86 6.11 -0.87 23.33 5.86 5.86 100| 0 5,184 0 8625 7.72 -0.93 23.76 0| 0 0 0 8800 9.61 -0.97 22.17 0| 0 0 0 9000 11.58 -0.99 23.18 0| 0 0 0 9200 13.32 -0.99 23.44 0| 0 0 0 9375 15.56 -1.00 23.69 0| 0 0 0 9600 19.56 -1.00 23.83 0| 0 0 0 10000 39.55 -1.00 33.00 0| 0 0 0 12000 Total 100| 0 47,918 0 Indicative a-t-m Vol 27.93 Underlying Price 80.410 Time to expiry: 205 Days Mar 11 0.54 -0.04 49.36 0| 0 2,935 0 4500 0.96 -0.07 43.85 0| 0 10 0 5250 1.29 -0.10 41.58 0| 0 1,014 0 5625 1.69 -0.12 39.31 0| 0 0 0 6000 2.19 -0.16 36.64 0| 0 0 0 6400 2.78 -0.21 34.46 0| 0 86 0 6750 3.58 -0.26 32.32 0| 0 90 0 7125 4.59 -0.33 30.28 0| 0 252 0 7500 6.41 -0.44 28.10 0| 0 0 0 8000 7.57 -0.51 27.06 0| 0 3,191 0 8250 9.07 9.58 -0.60 25.68 9.07 9.07 100| 0 0 0 8625 10.66 -0.64 25.08 0| 0 0 0 8800 11.98 -0.69 24.51 0| 0 0 0 9000 13.39 -0.74 23.82 0| 0 0 0 9200 16.52 -0.83 22.76 0| 0 0 0 9600 19.96 -0.89 21.88 0| 0 0 0 10000 39.22 -1.00 19.82 0| 0 0 0 12000 Total 100| 0 7,578 0 Indicative a-t-m Vol 26.25 Underlying Price 80.410 Time to expiry: 387 Days Sep 11 1.47 -0.08 41.00 0| 0 0 0 4800 3.12 -0.17 35.05 0| 0 0 0 6000 6.01 -0.32 29.76 0| 0 0 0 7200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.94 -0.46 26.37 0| 0 10 0 8000 13.24 -0.62 24.00 0| 0 0 0 8800 40.51 -0.97 20.31 0| 0 0 0 12000 79.85 -1.00 22.00 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 26.47 Underlying Price 80.410 Time to expiry: 569 Days Mar 12 1.77 -0.09 36.16 0| 0 40 0 4800 3.10 -0.15 33.66 0| 0 30 0 5625 8.36 -0.36 27.91 0| 0 0 0 7500 10.48 -0.44 26.59 0| 0 175 0 8000 14.48 -0.57 24.32 0| 0 0 0 8800 39.95 -0.94 19.74 0| 0 0 0 12000 78.75 -0.99 22.00 0| 0 0 0 16000 Total 0| 0 245 0 Total Puts 200| 0 55,751 0 Grand Total 200| 0 116,596 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 37 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 42.98 Underlying Price 1.997 Time to expiry: 23 Days Sep 10 1.60 1.00 100.00 0| 0 0 0 40 1.20 1.00 81.97 0| 0 0 0 80 0.80 1.00 64.78 0| 0 0 0 120 0.60 0.99 58.22 0| 0 0 0 140 0.40 0.96 52.83 0| 0 68 0 160 0.23 0.81 49.61 0| 0 120 0 180 0.16 0.15 0.68 47.52 0.16 0.16 120| 120 700 +120 190 0.09 0.52 42.98 0| 0 691 0 200 0.05 0.34 42.01 0| 0 990 0 210 0.02 0.19 40.38 0| 0 508 0 220 0.01 0.12 44.13 0| 0 10,310 0 230 0.01 0.04 39.97 0| 0 23,423 0 240 0.01 0.00 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| 120 54,233 +120 Indicative a-t-m Vol 44.27 Underlying Price 1.997 Time to expiry: 51 Days Oct 10 0.61 0.96 58.00 0| 0 0 0 140 0.42 0.89 53.26 0| 0 0 0 160 0.26 0.75 48.38 0| 0 0 0 180 0.19 0.65 46.45 0| 0 0 0 190 0.13 0.53 44.27 0| 0 0 0 200 0.08 0.40 40.82 0| 0 220 0 210 0.06 0.31 43.36 0| 0 332 0 220 0.03 0.19 39.55 0| 1,168 1,188 +1,168 230 0.02 0.12 39.64 0| 0 40 0 240 0.01 0.04 39.43 0| 0 0 0 260 0.01 0.02 40.57 0| 0 0 0 280 0.01 0.01 43.00 0| 0 0 0 300 Total 0| 1,168 1,780 +1,168 Indicative a-t-m Vol 47.38 Underlying Price 1.997 Time to expiry: 86 Days Nov 10 0.62 0.93 55.13 0| 0 0 0 140 0.45 0.84 53.55 0| 0 0 0 160 0.31 0.71 51.85 0| 0 0 0 180 0.24 0.63 48.54 0| 0 0 0 190 0.18 0.55 47.38 0| 0 0 0 200 0.13 0.45 44.47 0| 120 120 +120 210 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.08 0.09 0.36 42.65 0.08 0.08 40| 10,450 10,000 +10,000 220 0.05 0.23 43.92 0| 0 0 0 240 0.02 0.10 39.58 0| 0 0 0 260 0.01 0.04 37.78 0| 0 0 0 280 Total 40| 10,570 10,120 +10,120 Indicative a-t-m Vol 45.93 Underlying Price 1.997 Time to expiry: 114 Days Dec 10 1.60 1.00 77.00 0| 0 0 0 40 1.20 0.99 74.40 0| 0 30 0 80 0.82 0.95 63.86 0| 0 0 0 120 0.48 0.81 55.45 0| 0 145 0 160 0.32 0.70 49.20 0| 0 0 0 180 0.21 0.55 45.93 0| 300 670 +200 200 0.11 0.39 41.73 0| 0 899 0 220 0.06 0.25 41.46 0| 0 321,654 0 240 0.02 0.13 37.23 0| 0 10,722 0 260 0.01 0.05 34.78 0| 0 33,757 0 280 0.05 0.01 0.00 30.59 0.05 0.05 39| 0 1,659 0 320 0.01 0.00 28.80 0| 0 304,200 0 340 0.01 0.00 27.20 0| 0 5,737 0 360 0.01 0.00 24.49 0| 0 41,000 0 400 0.01 0.00 22.32 0| 0 15,007 0 440 0.01 0.00 20.62 0| 0 0 0 480 0.01 0.00 19.92 0| 0 0 0 500 0.01 0.00 18.34 0| 0 0 0 560 0.01 0.00 17.66 0| 0 0 0 600 0.01 0.00 17.41 0| 0 0 0 800 0.01 0.00 20.58 0| 0 101 0 1000 0.01 0.00 25.70 0| 0 305 0 1200 0.01 0.00 32.00 0| 0 200 0 1400 Total 39| 300 736,086 +200 Indicative a-t-m Vol 45.75 Underlying Price 1.997 Time to expiry: 205 Days Mar 11 1.60 1.00 85.00 0| 0 0 0 40 1.21 0.98 72.35 0| 0 0 0 80 0.85 0.91 60.02 0| 0 0 0 120 0.52 0.78 51.30 0| 0 0 0 160 0.38 0.69 47.37 0| 0 0 0 180 0.28 0.57 45.75 0| 100 106 +100 200 0.18 0.45 42.55 0| 400 560 +400 220 0.11 0.33 40.32 0| 0 1,820 0 240 0.07 0.24 39.92 0| 0 600 0 260 0.04 0.15 38.27 0| 0 4,000 0 280 0.01 0.06 36.73 0| 0 1,100 0 320 0.01 0.02 36.04 0| 0 0 0 360 0.01 0.01 36.00 0| 0 0 0 400 Total 0| 500 8,186 +500 Indicative a-t-m Vol 45.68 Underlying Price 1.997 Time to expiry: 296 Days Jun 11 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.22 0.97 63.00 0| 0 0 0 80 0.87 0.90 57.33 0| 0 0 0 120 0.57 0.77 50.31 0| 0 16 0 160 0.43 0.68 46.90 0| 0 119 0 180 0.33 0.59 45.68 0| 0 1 0 200 0.23 0.48 42.08 0| 0 150 0 220 0.16 0.38 40.49 0| 0 626 0 240 0.11 0.30 39.62 0| 0 100 0 260 0.07 0.22 38.29 0| 0 740 0 280 0.03 0.11 37.12 0| 0 300 0 320 0.01 0.06 36.93 0| 0 0 0 360 0.01 0.03 37.59 0| 0 0 0 400 0.01 0.02 38.95 0| 0 0 0 440 0.01 0.01 40.88 0| 0 0 0 480 Total 0| 0 2,052 0 Indicative a-t-m Vol 45.98 Underlying Price 1.997 Time to expiry: 478 Days Dec 11 1.25 0.95 61.21 0| 0 0 0 80 0.92 0.88 55.28 0| 0 0 0 120 0.64 0.76 48.99 0| 0 26 0 160 0.43 0.62 45.98 0| 0 0 0 200 0.25 0.45 41.00 0| 0 0 0 240 0.16 0.32 40.74 0| 0 0 0 280 0.09 0.21 38.88 0| 0 20 0 320 0.03 0.08 37.26 0| 0 57,500 0 400 0.01 0.02 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 Indicative a-t-m Vol 45.21 Underlying Price 1.997 Time to expiry: 660 Days Jun 12 1.27 0.95 57.91 0| 0 0 0 80 0.70 0.76 48.01 0| 0 0 0 160 0.49 0.63 45.21 0| 0 0 0 200 0.34 0.51 43.30 0| 0 0 0 240 0.22 0.38 40.59 0| 0 0 0 280 0.14 0.27 38.65 0| 0 0 0 320 0.05 0.13 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 44.83 Underlying Price 1.997 Time to expiry: 849 Days Dec 12 1.29 0.94 54.98 0| 0 0 0 80 0.75 0.76 47.26 0| 0 0 0 160 0.56 0.65 44.83 0| 0 0 0 200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.41 0.54 43.00 0| 0 0 0 240 0.29 0.43 40.86 0| 0 0 0 280 0.23 0.37 39.21 0| 0 7,500 0 300 0.19 0.33 38.79 0| 0 0 0 320 0.09 0.18 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 44.61 Underlying Price 1.997 Time to expiry: 1031 Days Jun 13 1.32 0.93 55.21 0| 0 0 0 80 0.81 0.77 47.69 0| 0 0 0 160 0.61 0.67 44.61 0| 0 0 0 200 0.46 0.56 42.31 0| 0 0 0 240 0.24 0.37 38.31 0| 0 0 0 320 0.12 0.23 36.62 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 44.86 Underlying Price 1.997 Time to expiry: 1213 Days Dec 13 1.34 0.93 55.45 0| 0 0 0 80 0.87 0.78 48.13 0| 0 0 0 160 0.50 0.58 41.59 0| 0 0 0 240 0.28 0.40 37.81 0| 0 0 0 320 0.16 0.27 36.55 0| 0 0 0 400 0.09 0.17 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.83 Underlying Price 1.997 Time to expiry: 1577 Days Dec 14 1.41 0.92 57.70 0| 0 0 0 80 0.97 0.79 49.24 0| 0 0 0 160 0.61 0.63 42.43 0| 0 0 0 240 0.37 0.46 38.23 0| 0 0 0 320 0.24 0.34 36.55 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 199| 12,658 878,005 +12,108 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 41 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 42.98 Underlying Price 1.997 Time to expiry: 23 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 0.03 -0.19 49.61 0| 0 534 0 180 0.05 -0.32 47.52 0| 0 10 0 190 0.09 -0.48 42.98 0| 670 4,000 +590 200 0.15 -0.66 42.01 0| 10 430 0 210 0.22 -0.81 40.38 0| 0 3,558 0 220 0.31 -0.88 44.13 0| 0 5,144 0 230 0.41 -0.96 39.97 0| 0 9,374 0 240 0.60 -1.00 38.33 0| 0 861 0 260 0.80 -1.00 37.15 0| 0 4,240 0 280 1.00 -1.00 36.37 0| 0 360 0 300 1.20 -1.00 35.94 0| 0 3 0 320 1.40 -1.00 35.81 0| 0 322 0 340 1.60 -1.00 35.96 0| 0 0 0 360 2.00 -1.00 36.95 0| 0 0 0 400 2.40 -1.00 38.69 0| 0 0 0 440 2.80 -1.00 41.00 0| 0 0 0 480 Total 0| 680 29,454 +590 Indicative a-t-m Vol 44.27 Underlying Price 1.997 Time to expiry: 51 Days Oct 10 0.01 -0.04 58.00 0| 0 0 0 140 0.02 -0.11 53.26 0| 0 0 0 160 0.06 -0.25 48.38 0| 0 240 0 180 0.09 -0.35 46.45 0| 0 100 0 190 0.13 -0.47 44.27 0| 100 26,200 0 200 0.18 -0.60 40.82 0| 400 910 +400 210 0.26 -0.69 43.36 0| 0 530 0 220 0.33 -0.81 39.55 0| 0 0 0 230 0.42 -0.88 39.64 0| 0 0 0 240 0.61 -0.96 39.43 0| 0 0 0 260 0.80 -0.99 40.57 0| 0 0 0 280 1.00 -1.00 43.00 0| 0 0 0 300 Total 0| 500 27,980 +400 Indicative a-t-m Vol 47.38 Underlying Price 1.997 Time to expiry: 86 Days Nov 10 0.02 -0.07 55.13 0| 0 0 0 140 0.06 -0.17 56.62 0| 0 0 0 160 0.11 -0.29 51.85 0| 0 0 0 180 0.14 -0.37 48.54 0| 0 0 0 190 0.18 -0.45 47.38 0| 320 360 +320 200 0.23 -0.55 44.47 0| 100 100 +100 210 0.29 -0.64 42.65 0| 20 20 +20 220 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.45 -0.77 43.92 0| 0 0 0 240 0.62 -0.90 39.58 0| 0 0 0 260 0.81 -0.96 37.78 0| 0 0 0 280 Total 0| 440 480 +440 Indicative a-t-m Vol 45.93 Underlying Price 1.997 Time to expiry: 114 Days Dec 10 0.01 0.00 77.00 0| 0 0 0 40 0.01 -0.01 74.40 0| 0 0 0 80 0.02 -0.05 63.86 0| 0 305 0 120 0.08 -0.19 55.45 0| 0 3,050 0 160 0.12 -0.30 49.20 0| 0 820 0 180 0.20 -0.45 45.93 0| 510 2,006 +500 200 0.31 -0.61 41.73 0| 380 21,230 -280 220 0.46 -0.75 41.46 0| 0 383 0 240 0.62 -0.88 37.23 0| 0 6,200 0 260 0.81 -0.96 34.78 0| 0 224 0 280 1.20 -1.00 30.59 0| 0 8 0 320 1.40 -1.00 28.80 0| 0 0 0 340 1.60 -1.00 27.20 0| 0 16,300 0 360 2.00 -1.00 24.49 0| 0 202 -100 400 2.40 -1.00 22.32 0| 0 2,500 0 440 2.80 -1.00 20.62 0| 0 5 0 480 3.00 -1.00 19.92 0| 0 5 0 500 3.60 -1.00 18.34 0| 0 5 0 560 4.00 -1.00 17.66 0| 0 0 0 600 6.00 -1.00 17.41 0| 0 0 0 800 8.00 -1.00 20.58 0| 0 0 0 1000 10.00 -1.00 25.70 0| 0 0 0 1200 12.00 -1.00 32.00 0| 0 0 0 1400 Total 0| 890 53,243 +120 Indicative a-t-m Vol 45.75 Underlying Price 1.997 Time to expiry: 205 Days Mar 11 0.01 0.00 85.00 0| 0 0 0 40 0.01 -0.02 72.35 0| 0 0 0 80 0.04 -0.09 60.02 0| 0 1,027 0 120 0.12 -0.22 51.30 0| 527 1,037 +227 160 0.18 -0.31 47.37 0| 0 520 0 180 0.27 -0.43 45.75 0| 0 400 0 200 0.37 -0.55 42.55 0| 0 160 0 220 0.50 -0.67 40.32 0| 0 0 0 240 0.67 -0.77 39.92 0| 0 0 0 260 0.83 -0.85 38.27 0| 0 0 0 280 1.21 -0.95 36.73 0| 0 0 0 320 1.60 -1.00 36.04 0| 0 0 0 360 2.00 -1.00 36.00 0| 0 0 0 400 Total 0| 527 3,144 +227 Indicative a-t-m Vol 45.68 Underlying Price 1.997 Time to expiry: 296 Days Jun 11 0.01 -0.03 63.00 0| 0 0 0 80 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.06 -0.10 57.33 0| 0 251 0 120 0.16 -0.23 50.31 0| 0 555 0 160 0.22 -0.32 46.90 0| 0 120 0 180 0.32 -0.41 45.68 0| 400 945 +400 200 0.42 -0.52 42.08 0| 0 240 0 220 0.55 -0.62 40.49 0| 0 429 0 240 0.70 -0.71 39.62 0| 0 14 0 260 0.86 -0.79 38.29 0| 0 343 0 280 1.22 -0.91 37.12 0| 0 0 0 320 1.61 -0.97 36.93 0| 0 0 0 360 2.00 -1.00 37.59 0| 0 0 0 400 2.40 -1.00 38.95 0| 0 0 0 440 2.80 -1.00 40.88 0| 0 0 0 480 Total 0| 400 2,897 +400 Indicative a-t-m Vol 45.98 Underlying Price 1.997 Time to expiry: 478 Days Dec 11 0.04 -0.05 61.21 0| 0 21 0 80 0.11 -0.13 55.28 0| 0 0 0 120 0.22 -0.24 48.99 0| 0 0 0 160 0.40 -0.39 45.98 0| 0 0 0 200 0.62 -0.56 41.00 0| 0 0 0 240 0.93 -0.69 40.74 0| 0 0 0 280 1.26 -0.81 38.88 0| 0 10 0 320 2.01 -0.96 37.26 0| 0 0 0 400 3.00 -1.00 36.19 0| 0 0 0 500 4.00 -1.00 35.90 0| 0 0 0 600 6.00 -1.00 36.75 0| 0 200 0 800 8.00 -1.00 37.51 0| 0 0 0 1000 10.00 -1.00 39.00 0| 0 0 0 1200 12.00 -1.00 38.43 0| 0 0 0 1400 Total 0| 0 231 0 Indicative a-t-m Vol 45.21 Underlying Price 1.997 Time to expiry: 660 Days Jun 12 0.05 -0.06 57.91 0| 0 0 0 80 0.27 -0.24 48.01 0| 0 0 0 160 0.45 -0.37 45.21 0| 0 0 0 200 0.70 -0.50 43.30 0| 0 0 0 240 0.97 -0.64 40.59 0| 0 0 0 280 1.29 -0.75 38.65 0| 0 0 0 320 2.01 -0.92 36.86 0| 0 0 0 400 2.80 -0.99 37.00 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.83 Underlying Price 1.997 Time to expiry: 849 Days Dec 12 0.06 -0.06 54.98 0| 0 0 0 80 0.31 -0.24 47.26 0| 0 0 0 160 0.50 -0.36 44.83 0| 0 0 0 200 0.74 -0.47 43.00 0| 0 0 0 240 1.02 -0.59 40.86 0| 0 0 0 280 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.16 -0.65 39.21 0| 0 7,500 0 300 1.32 -0.70 38.79 0| 0 0 0 320 2.03 -0.88 36.69 0| 0 0 0 400 2.80 -0.99 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 44.61 Underlying Price 1.997 Time to expiry: 1031 Days Jun 13 0.08 -0.07 55.21 0| 0 0 0 80 0.35 -0.24 47.69 0| 0 0 0 160 0.54 -0.34 44.61 0| 0 0 0 200 0.77 -0.45 42.31 0| 0 0 0 240 1.34 -0.67 38.31 0| 0 0 0 320 2.04 -0.85 36.62 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 44.86 Underlying Price 1.997 Time to expiry: 1213 Days Dec 13 0.10 -0.07 55.45 0| 0 0 0 80 0.39 -0.23 48.13 0| 0 0 0 160 0.80 -0.44 41.59 0| 0 0 0 240 1.36 -0.65 37.81 0| 0 0 0 320 2.05 -0.82 36.55 0| 0 0 0 400 2.80 -0.96 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.83 Underlying Price 1.997 Time to expiry: 1577 Days Dec 14 0.15 -0.08 57.70 0| 0 0 0 80 0.46 -0.22 49.24 0| 0 0 0 160 0.86 -0.40 42.43 0| 0 0 0 240 1.40 -0.60 38.23 0| 0 0 0 320 2.06 -0.78 36.55 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 0| 3,437 124,929 +2,177 Grand Total 199| 16,095 1,002,934 +14,285 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 45 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 43.42 Underlying Price 1.997 Time to expiry: 23 Days Sep 10 1.60 1.00 75.00 0| 0 0 0 40 1.20 1.00 99.12 0| 0 0 0 80 0.80 0.99 81.29 0| 0 0 0 120 0.60 0.98 70.56 0| 0 0 0 140 0.41 0.94 60.46 0| 0 0 0 160 0.23 0.81 51.38 0| 0 0 0 180 0.15 0.68 47.26 0| 0 0 0 190 0.09 0.52 43.42 0| 0 885 0 200 0.04 0.32 38.60 0| 0 0 0 210 0.01 0.15 35.33 0| 0 150,100 0 220 0.01 0.05 32.96 0| 0 0 0 230 0.01 0.01 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 45.75 Underlying Price 1.997 Time to expiry: 205 Days Mar 11 1.60 1.00 85.00 0| 0 0 0 40 1.21 0.98 72.35 0| 0 0 0 80 0.85 0.91 60.02 0| 0 0 0 120 0.52 0.78 51.30 0| 0 0 0 160 0.38 0.69 47.37 0| 0 0 0 180 0.28 0.57 45.75 0| 0 0 0 200 0.18 0.45 42.55 0| 0 0 0 220 0.11 0.33 40.32 0| 0 900 0 240 0.07 0.24 39.92 0| 0 100 0 260 0.04 0.15 38.27 0| 0 0 0 280 0.01 0.06 36.73 0| 0 210 0 320 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.02 36.04 0| 0 260 0 360 0.01 0.01 36.00 0| 0 0 0 400 0.01 0.00 36.54 0| 0 0 0 440 0.01 0.00 37.49 0| 0 0 0 480 0.01 0.00 38.10 0| 0 0 0 500 0.01 0.00 42.23 0| 0 900 0 600 0.01 0.00 53.90 0| 0 0 0 800 Total 0| 0 2,370 0 Indicative a-t-m Vol 42.50 Underlying Price 1.997 Time to expiry: 387 Days Sep 11 1.22 0.97 54.00 0| 0 0 0 80 0.88 0.89 51.47 0| 0 0 0 120 0.60 0.76 49.03 0| 0 0 0 160 0.35 0.60 42.50 0| 0 0 0 200 0.22 0.43 42.40 0| 0 0 0 240 0.13 0.30 42.30 0| 0 1,000 0 280 0.07 0.19 41.00 0| 0 1,900 0 320 0.02 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 46.00 Underlying Price 1.997 Time to expiry: 569 Days Mar 12 1.24 0.96 54.25 0| 0 0 0 80 0.93 0.88 51.24 0| 0 0 0 120 0.67 0.76 48.49 0| 0 0 0 160 0.46 0.63 46.00 0| 0 0 0 200 0.32 0.49 44.35 0| 0 0 0 240 0.21 0.37 43.03 0| 0 0 0 280 0.15 0.29 43.16 0| 0 0 0 320 0.07 0.15 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 45.04 Underlying Price 1.997 Time to expiry: 758 Days Sep 12 1.27 0.95 53.43 0| 0 0 0 80 0.73 0.76 47.98 0| 0 0 0 160 0.53 0.64 45.04 0| 0 0 0 200 0.39 0.53 44.25 0| 0 0 0 240 0.29 0.43 43.49 0| 0 0 0 280 0.21 0.35 43.23 0| 0 0 0 320 0.11 0.21 42.06 0| 0 0 0 400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 47 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 45.11 Underlying Price 1.997 Time to expiry: 933 Days Mar 13 1.30 0.94 53.76 0| 0 0 0 80 0.78 0.77 47.65 0| 0 0 0 160 0.59 0.66 45.11 0| 0 0 0 200 0.44 0.56 43.22 0| 0 1 0 240 0.25 0.38 42.03 0| 0 1 0 320 0.16 0.27 42.51 0| 0 0 0 400 0.11 0.20 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.77 Underlying Price 1.997 Time to expiry: 1122 Days Sep 13 1.32 0.93 54.06 0| 0 0 0 80 0.84 0.77 47.82 0| 0 0 0 160 0.51 0.58 43.73 0| 0 0 0 240 0.32 0.43 42.84 0| 0 0 0 320 0.22 0.32 43.20 0| 0 0 0 400 0.16 0.24 43.53 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 46.00 Underlying Price 1.997 Time to expiry: 1304 Days Mar 14 1.35 0.93 53.93 0| 0 0 0 80 0.89 0.78 47.89 0| 0 0 0 160 0.56 0.61 44.11 0| 0 0 0 240 0.38 0.46 43.11 0| 0 30 0 320 0.27 0.36 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 46.37 Underlying Price 1.997 Time to expiry: 1486 Days Sep 14 1.38 0.93 54.26 0| 0 20 0 80 0.94 0.79 48.41 0| 0 20 0 160 0.62 0.63 44.33 0| 0 20 0 240 0.45 0.50 44.32 0| 0 20 0 320 0.33 0.40 44.31 0| 0 20 0 400 0.25 0.33 44.20 0| 0 0 0 480 Total 0| 0 100 0 Indicative a-t-m Vol 46.95 Underlying Price 1.997 Time to expiry: 1668 Days Mar 15 1.41 0.93 55.01 0| 0 0 0 80 0.99 0.80 49.11 0| 0 0 0 160 0.68 0.65 44.78 0| 0 0 0 240 0.50 0.53 44.36 0| 0 0 0 320 0.38 0.43 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 0| 0 180,780 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 48 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 43.42 Underlying Price 1.997 Time to expiry: 23 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 -0.01 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 -0.19 51.38 0| 0 100 0 180 0.05 -0.32 47.26 0| 0 0 0 190 0.09 -0.48 43.42 0| 0 720 0 200 0.14 -0.68 38.60 0| 0 0 0 210 0.22 -0.85 35.33 0| 0 150,200 0 220 0.31 -0.95 32.96 0| 0 0 0 230 0.40 -0.99 30.79 0| 0 346 0 240 0.60 -1.00 25.98 0| 0 200 0 260 0.80 -1.00 22.07 0| 0 1,765 0 280 1.00 -1.00 18.98 0| 0 1,550 0 300 1.20 -1.00 16.62 0| 0 300 0 320 1.40 -1.00 14.95 0| 0 0 0 340 1.60 -1.00 13.88 0| 0 1,000 0 360 2.00 -1.00 13.37 0| 0 11,000 0 400 2.40 -1.00 14.71 0| 0 0 0 440 2.80 -1.00 16.00 0| 0 0 0 480 3.00 -1.00 17.00 0| 0 40 0 500 3.60 -1.00 18.00 0| 0 1,000 0 560 4.00 -1.00 20.00 0| 0 360 0 600 4.40 -1.00 22.00 0| 0 0 0 640 5.20 -1.00 24.00 0| 0 200 0 720 6.00 -1.00 26.00 0| 0 150 0 800 7.00 -1.00 28.00 0| 0 40,440 0 900 8.00 -1.00 30.00 0| 0 540 0 1000 10.00 -1.00 32.00 0| 0 2 0 1200 12.00 -1.00 34.00 0| 0 800 0 1400 Total 0| 0 211,714 0 Indicative a-t-m Vol 45.75 Underlying Price 1.997 Time to expiry: 205 Days Mar 11 0.01 0.00 85.00 0| 0 0 0 40 0.01 -0.02 72.35 0| 0 0 0 80 0.04 -0.09 60.02 0| 0 0 0 120 0.12 -0.22 51.30 0| 0 0 0 160 0.18 -0.31 47.37 0| 0 0 0 180 0.27 -0.43 45.75 0| 0 0 0 200 0.37 -0.55 42.55 0| 0 0 0 220 0.50 -0.67 40.32 0| 0 1,650 0 240 0.66 -0.76 39.92 0| 0 0 0 260 0.83 -0.85 38.27 0| 0 2,615 0 280 1.20 -0.94 36.73 0| 0 210 0 320 1.59 -0.98 36.04 0| 0 400 0 360 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.98 -0.99 36.00 0| 0 0 0 400 2.38 -1.00 36.54 0| 0 500 0 440 2.78 -1.00 37.49 0| 0 0 0 480 2.98 -1.00 38.10 0| 0 0 0 500 3.97 -1.00 42.23 0| 0 0 0 600 5.96 -1.00 53.90 0| 0 1,000 0 800 Total 0| 0 6,375 0 Indicative a-t-m Vol 42.50 Underlying Price 1.997 Time to expiry: 387 Days Sep 11 0.01 -0.03 54.00 0| 0 0 0 80 0.07 -0.11 51.47 0| 0 0 0 120 0.19 -0.24 49.03 0| 0 0 0 160 0.33 -0.40 42.50 0| 290 3,140 +290 200 0.59 -0.57 42.40 0| 0 0 0 240 0.90 -0.70 42.30 0| 0 325 0 280 1.24 -0.81 41.00 0| 0 60 0 320 1.98 -0.92 40.34 0| 0 0 0 400 2.95 -0.98 39.55 0| 0 200 0 500 3.93 -0.99 39.67 0| 0 0 0 600 5.90 -1.00 41.65 0| 0 0 0 800 7.88 -1.00 45.00 0| 0 0 0 1000 Total 0| 290 3,725 +290 Indicative a-t-m Vol 46.00 Underlying Price 1.997 Time to expiry: 569 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 0.24 -0.24 48.49 0| 0 0 0 160 0.43 -0.37 46.00 0| 0 0 0 200 0.67 -0.51 44.35 0| 0 0 0 240 0.96 -0.63 43.03 0| 0 0 0 280 1.29 -0.71 43.16 0| 0 0 0 320 1.99 -0.85 41.89 0| 0 0 0 400 2.93 -0.92 42.26 0| 0 0 0 500 3.90 -0.96 41.80 0| 0 0 0 600 5.85 -0.99 41.90 0| 0 0 0 800 7.81 -1.00 42.76 0| 0 0 0 1000 9.77 -1.00 44.06 0| 0 0 0 1200 Total 0| 0 0 0 Indicative a-t-m Vol 45.04 Underlying Price 1.997 Time to expiry: 758 Days Sep 12 0.05 -0.05 53.43 0| 0 0 0 80 0.29 -0.24 47.98 0| 0 0 0 160 0.47 -0.36 45.04 0| 0 0 0 200 0.73 -0.47 44.25 0| 0 0 0 240 1.01 -0.57 43.49 0| 0 0 0 280 1.33 -0.65 43.23 0| 0 0 0 320 2.00 -0.79 42.06 0| 0 0 0 400 2.73 -0.87 41.14 0| 0 0 0 480 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 45.11 Underlying Price 1.997 Time to expiry: 933 Days Mar 13 0.07 -0.06 53.76 0| 0 0 0 80 0.33 -0.23 47.65 0| 0 1 0 160 0.52 -0.34 45.11 0| 0 0 0 200 0.75 -0.44 43.22 0| 0 1 0 240 1.34 -0.62 42.03 0| 0 0 0 320 2.01 -0.73 42.51 0| 0 0 0 400 2.74 -0.80 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.77 Underlying Price 1.997 Time to expiry: 1122 Days Sep 13 0.09 -0.07 54.06 0| 0 0 0 80 0.36 -0.23 47.82 0| 0 0 0 160 0.79 -0.42 43.73 0| 0 1 0 240 1.37 -0.57 42.84 0| 0 1 0 320 2.03 -0.68 43.20 0| 0 1 0 400 2.72 -0.76 43.53 0| 0 0 0 480 Total 0| 0 3 0 Indicative a-t-m Vol 46.00 Underlying Price 1.997 Time to expiry: 1304 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 0.82 -0.39 44.11 0| 0 0 0 240 1.39 -0.54 43.11 0| 0 0 0 320 2.03 -0.64 43.48 0| 0 0 0 400 2.71 -0.72 43.18 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 46.37 Underlying Price 1.997 Time to expiry: 1486 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 0.85 -0.37 44.33 0| 0 20 0 240 1.42 -0.50 44.32 0| 0 20 0 320 2.04 -0.60 44.31 0| 0 20 0 400 2.70 -0.67 44.20 0| 0 0 0 480 Total 0| 0 80 0 Indicative a-t-m Vol 46.95 Underlying Price 1.997 Time to expiry: 1668 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 0.87 -0.35 44.78 0| 0 0 0 240 1.43 -0.47 44.36 0| 0 0 0 320 2.03 -0.57 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 0| 290 221,899 +290 Grand Total 0| 290 402,679 +290 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 51 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 32.03 Underlying Price 37.610 Time to expiry: 23 Days Sep 10 13.62 1.00 61.00 0| 0 0 0 2400 9.63 0.99 47.96 0| 0 0 0 2800 7.65 0.98 43.25 0| 0 0 0 3000 5.73 0.94 42.10 0| 0 32 0 3200 3.87 3.89 0.86 38.10 3.87 3.87 18| 0 30 0 3400 3.03 3.04 0.79 36.37 3.03 3.03 14| 0 30 0 3500 2.42 2.27 0.71 34.56 2.42 2.39 26| 44 45 +14 3600 1.47 1.59 0.59 32.94 1.47 1.46 30| 0 543 0 3700 1.04 0.47 31.45 0| 30 82 +30 3800 0.60 0.64 0.34 30.65 0.60 0.60 20| 14 26 0 3900 0.35 0.36 0.22 30.00 0.35 0.35 82| 10 2,169 +10 4000 0.18 0.13 29.17 0| 10 1,577 +10 4100 0.09 0.07 28.85 0| 17 1,459 -3 4200 0.04 0.04 28.90 0| 0 1,119 0 4300 0.06 0.02 0.02 28.62 0.06 0.06 8| 0 3,704 0 4400 0.02 0.02 35.78 0| 0 3,092 0 4600 0.01 0.00 29.04 0| 0 65 0 4800 0.01 0.00 28.86 0| 0 95 0 5200 0.01 0.00 29.05 0| 0 4 0 5600 0.01 0.00 29.46 0| 0 0 0 6000 0.01 0.00 29.99 0| 0 0 0 6400 0.01 0.00 31.16 0| 0 0 0 7200 0.01 0.00 32.00 0| 0 0 0 8000 Total 198| 125 14,072 +61 Indicative a-t-m Vol 32.28 Underlying Price 37.610 Time to expiry: 51 Days Oct 10 7.85 0.93 44.14 0| 0 0 0 3000 6.01 0.88 39.90 0| 0 70 0 3200 4.31 0.79 36.92 0| 0 45 0 3400 3.55 0.73 35.67 0| 0 11 0 3500 2.83 0.66 34.22 0| 0 11 0 3600 2.19 0.58 33.05 0| 0 14 0 3700 1.64 0.49 31.80 0| 0 20 0 3800 1.18 0.40 30.78 1,000| 0 50 0 3900 0.83 0.32 30.12 0| 0 100 0 4000 0.55 0.24 29.35 0| 0 67 0 4100 0.35 0.17 28.91 0| 72 1,127 +30 4200 0.22 0.12 28.38 0| 0 16 0 4300 0.12 0.07 27.54 0| 20 55 0 4400 0.04 0.03 26.90 0| 0 43 0 4600 0.05 0.02 0.02 29.51 0.05 0.05 4| 0 50 0 4800 0.01 0.01 35.00 0| 0 0 0 5200 Total 1,004| 92 1,679 +30 Indicative a-t-m Vol 33.37 Underlying Price 37.610 Time to expiry: 86 Days Nov 10 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.43 0.83 40.07 0| 0 0 0 3200 4.84 0.74 37.44 0| 0 0 0 3400 3.43 0.64 35.04 0| 0 0 0 3600 2.83 0.58 34.12 0| 0 0 0 3700 2.26 0.51 32.89 0| 0 0 0 3800 1.79 0.44 32.14 0| 70 70 +70 3900 1.37 0.38 31.32 0| 70 70 +70 4000 1.06 0.31 30.89 0| 0 0 0 4100 0.79 0.25 30.22 0| 20 20 +20 4200 0.42 0.16 29.41 0| 0 0 0 4400 0.20 0.09 28.62 0| 0 0 0 4600 Total 0| 160 160 +160 Indicative a-t-m Vol 33.34 Underlying Price 37.610 Time to expiry: 114 Days Dec 10 17.76 0.98 59.15 0| 0 0 0 2000 13.90 0.96 51.82 0| 0 0 0 2400 10.16 0.90 45.08 0| 0 0 0 2800 6.71 0.80 39.28 0| 0 56 0 3200 5.17 0.73 36.92 0| 0 0 0 3400 3.81 0.63 35.05 0| 0 20 0 3600 2.64 0.52 32.92 0| 0 4,940 0 3800 1.71 0.40 31.17 0| 10 626 +10 4000 1.08 0.29 30.35 0| 0 1,175 0 4200 0.60 0.19 28.92 0| 0 636 0 4400 0.37 0.32 0.12 27.98 0.37 0.32 65| 20 4,218 +17 4600 0.16 0.07 27.49 0| 0 8,600 0 4800 0.09 0.04 27.76 0| 0 3,218 0 5000 0.06 0.03 28.60 0| 0 320 0 5200 0.01 0.00 26.51 0| 0 20 0 5600 0.01 0.00 26.58 0| 0 1,000 0 6000 0.01 0.00 27.07 0| 0 0 0 6400 0.01 0.00 29.08 0| 0 0 0 7200 0.01 0.00 32.00 0| 0 0 0 8000 Total 65| 30 24,829 +27 Indicative a-t-m Vol 33.71 Underlying Price 37.610 Time to expiry: 205 Days Mar 11 14.23 0.93 47.28 0| 0 0 0 2400 10.69 0.87 42.32 0| 0 0 0 2800 7.50 0.77 38.33 0| 0 0 0 3200 6.07 0.70 36.54 0| 0 0 0 3400 4.79 0.63 35.01 0| 0 10 0 3600 3.66 0.54 33.39 0| 0 10 0 3800 2.73 0.46 32.22 0| 0 75 0 4000 1.96 0.37 31.06 0| 0 45 0 4200 1.38 0.29 30.21 0| 0 126 0 4400 0.92 0.22 29.24 0| 0 127 0 4600 0.62 0.16 28.75 0| 0 1,510 0 4800 0.26 0.08 27.99 0| 0 90 0 5200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.10 0.04 27.51 0| 0 30 0 5600 0.02 0.01 28.06 0| 0 0 0 6400 0.01 0.00 30.00 0| 0 0 0 7200 Total 0| 0 2,023 0 Indicative a-t-m Vol 33.93 Underlying Price 37.610 Time to expiry: 296 Days Jun 11 14.54 0.91 45.07 0| 0 0 0 2400 11.21 0.84 41.56 0| 0 0 0 2800 8.19 0.75 38.07 0| 0 0 0 3200 6.83 0.69 36.51 0| 0 0 0 3400 5.61 0.63 35.16 0| 0 0 0 3600 4.47 0.56 33.63 0| 0 500 0 3800 3.67 3.59 0.49 33.06 3.67 3.67 60| 0 1,105 0 4000 2.78 0.42 32.03 0| 0 1,281 0 4200 2.11 0.35 31.07 0| 0 81 0 4400 1.14 1.15 0.22 29.52 1.14 1.14 20| 0 12 0 4800 0.83 0.18 29.02 0| 0 0 0 5000 0.31 0.08 28.28 0| 0 109 0 5600 0.16 0.04 27.92 0| 0 12 0 6000 0.07 0.02 27.56 0| 0 0 0 6400 0.01 0.00 29.00 0| 0 0 0 8000 Total 80| 0 3,100 0 Indicative a-t-m Vol 33.94 Underlying Price 37.610 Time to expiry: 478 Days Dec 11 14.73 0.90 43.10 0| 0 0 0 2400 8.72 0.73 37.32 0| 0 0 0 3200 6.28 0.62 34.85 0| 0 0 0 3600 4.29 0.50 32.58 0| 0 500 0 4000 2.72 0.38 30.33 0| 0 1,200 0 4400 1.61 0.26 28.48 0| 0 0 0 4800 0.55 0.12 26.98 0| 0 750 0 5600 0.34 0.08 26.90 0| 0 0 0 6000 0.05 0.01 28.67 0| 0 0 0 8000 Total 0| 0 2,450 0 Indicative a-t-m Vol 33.27 Underlying Price 37.610 Time to expiry: 660 Days Jun 12 15.25 0.87 42.94 0| 0 0 0 2400 9.47 0.72 36.58 0| 0 0 0 3200 7.12 0.62 34.15 0| 0 0 0 3600 5.15 0.52 31.97 0| 0 750 0 4000 3.53 0.42 29.84 0| 0 0 0 4400 2.31 0.31 28.09 0| 0 0 0 4800 0.69 0.12 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Calls 1,347| 407 49,063 +278 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 54 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 32.03 Underlying Price 37.610 Time to expiry: 23 Days Sep 10 0.01 0.00 61.00 0| 0 0 0 2400 0.01 -0.01 47.96 0| 0 25 0 2800 0.03 -0.02 43.25 0| 0 80 0 3000 0.11 -0.06 42.10 0| 0 811 0 3200 0.28 0.27 -0.14 38.10 0.28 0.24 3| 0 3,655 0 3400 0.42 -0.21 36.37 0| 16 53 +5 3500 0.60 0.65 -0.29 34.56 0.60 0.60 29| 90 1,655 +8 3600 1.00 0.97 -0.41 32.94 1.01 Q 1.00 330| 30 594 +17 3700 1.42 -0.53 31.45 0| 145 178 +115 3800 2.16 2.02 -0.66 30.65 2.16 1.97 394| 13 300 0 3900 2.74 -0.78 30.00 0| 38 1,151 +3 4000 3.44 3.56 -0.87 29.17 3.80 3.44 23| 0 47 0 4100 3.79 4.47 -0.93 28.85 4.71 3.79 20| 0 50 0 4200 4.69 5.42 -0.96 28.90 4.69 4.69 15| 0 39 0 4300 5.67 6.40 -0.98 28.62 6.26 5.67 35| 0 563 0 4400 8.40 -0.99 35.78 0| 0 843 0 4600 10.39 -1.00 29.04 0| 0 410 0 4800 14.39 -1.00 28.86 0| 0 23 0 5200 18.39 -1.00 29.05 0| 0 0 0 5600 22.39 -1.00 29.46 0| 0 0 0 6000 26.39 -1.00 29.99 0| 0 0 0 6400 34.39 -1.00 31.16 0| 0 0 0 7200 42.39 -1.00 32.00 0| 0 0 0 8000 Total 849| 332 10,477 +148 Indicative a-t-m Vol 32.28 Underlying Price 37.610 Time to expiry: 51 Days Oct 10 0.22 -0.07 44.14 0| 0 50 0 3000 0.38 -0.12 39.90 0| 4 31 +4 3200 0.65 0.68 -0.21 36.92 0.65 0.63 3| 30 30 +27 3400 0.91 -0.27 35.67 0| 0 84 0 3500 1.19 -0.34 34.22 0| 0 31 0 3600 1.56 -0.42 33.05 0| 0 1,272 0 3700 2.00 -0.51 31.80 0| 0 46 0 3800 2.54 -0.60 30.78 0| 0 35 0 3900 3.19 -0.68 30.12 0| 13 36 0 4000 3.91 -0.77 29.35 0| 20 50 0 4100 4.72 -0.83 28.91 0| 20 31 +20 4200 5.59 -0.89 28.38 0| 0 0 0 4300 6.49 -0.93 27.54 0| 20 20 +20 4400 8.41 -0.98 26.90 0| 0 2 0 4600 10.40 -0.99 29.51 0| 0 94 0 4800 14.39 -1.00 35.00 0| 0 0 0 5200 Total 3| 107 1,812 +71 Indicative a-t-m Vol 33.37 Underlying Price 37.610 Time to expiry: 86 Days Nov 10 0.76 -0.18 40.07 0| 0 0 0 3200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.17 -0.26 37.44 0| 0 0 0 3400 1.77 -0.36 35.04 0| 4 4 +4 3600 2.16 -0.42 34.12 0| 0 0 0 3700 2.59 -0.49 32.89 0| 5 5 +5 3800 3.12 -0.56 32.14 0| 150 80 +80 3900 3.71 -0.63 31.32 0| 0 0 0 4000 4.39 -0.69 30.89 0| 0 0 0 4100 5.12 -0.75 30.22 0| 0 0 0 4200 6.75 -0.85 29.41 0| 0 0 0 4400 8.54 -0.92 28.62 0| 0 0 0 4600 Total 0| 159 89 +89 Indicative a-t-m Vol 33.34 Underlying Price 37.610 Time to expiry: 114 Days Dec 10 0.10 -0.02 59.15 0| 0 20 0 2000 0.22 -0.04 51.82 0| 0 60 0 2400 0.48 -0.10 45.08 0| 0 27 0 2800 1.01 -0.20 39.28 0| 50 4,029 -20 3200 1.47 -0.27 36.92 0| 0 2,048 0 3400 2.11 -0.37 35.05 0| 23 1,821 +2 3600 2.94 -0.48 32.92 0| 26 1,945 +26 3800 4.01 -0.60 31.17 0| 0 9,876 0 4000 5.38 -0.71 30.35 0| 0 125 0 4200 6.90 -0.81 28.92 0| 0 2,752 0 4400 8.63 -0.89 27.98 0| 0 4,607 0 4600 10.74 10.48 -0.94 27.49 10.74 10.74 14| 0 3,086 0 4800 12.42 -0.97 27.76 0| 0 2,766 0 5000 14.40 -0.99 28.60 0| 0 159 0 5200 18.39 -1.00 26.51 0| 0 0 0 5600 22.39 -1.00 26.58 0| 0 0 0 6000 26.39 -1.00 27.07 0| 0 0 0 6400 34.39 -1.00 29.08 0| 0 0 0 7200 42.39 -1.00 32.00 0| 0 0 0 8000 Total 14| 99 33,321 +8 Indicative a-t-m Vol 33.71 Underlying Price 37.610 Time to expiry: 205 Days Mar 11 0.51 -0.07 47.28 0| 6 11 0 2400 0.96 -0.14 42.32 0| 0 98 0 2800 1.75 -0.24 38.33 0| 0 160 0 3200 2.31 -0.30 36.54 0| 0 186 0 3400 3.04 -0.38 35.01 0| 0 915 0 3600 3.90 -0.46 33.39 0| 0 890 0 3800 4.96 -0.55 32.22 0| 0 61 0 4000 6.19 -0.63 31.06 0| 0 65 0 4200 7.60 -0.72 30.21 0| 0 0 0 4400 9.15 -0.79 29.24 0| 0 35 0 4600 10.84 -0.85 28.75 0| 0 0 0 4800 14.51 -0.94 27.99 0| 0 0 0 5200 18.40 -0.99 27.51 0| 0 0 0 5600 26.39 -1.00 28.06 0| 0 0 0 6400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 34.39 -1.00 30.00 0| 0 0 0 7200 Total 0| 6 2,421 0 Indicative a-t-m Vol 33.93 Underlying Price 37.610 Time to expiry: 296 Days Jun 11 0.79 -0.09 45.07 0| 0 100 0 2400 1.43 -0.16 41.56 0| 0 128 0 2800 2.38 -0.25 38.07 0| 0 31 0 3200 3.01 -0.31 36.51 0| 0 58 0 3400 3.77 -0.38 35.16 0| 0 580 0 3600 4.62 -0.45 33.63 0| 0 590 0 3800 5.73 -0.52 33.06 0| 0 3,010 0 4000 6.91 -0.59 32.03 0| 0 1,250 0 4200 8.24 -0.66 31.07 0| 0 0 0 4400 11.27 -0.78 29.52 0| 0 0 0 4800 12.96 -0.84 29.02 0| 0 710 0 5000 18.49 -0.94 28.28 0| 0 0 0 5600 22.39 -0.99 27.92 0| 0 0 0 6000 26.39 -1.00 27.56 0| 0 0 0 6400 42.39 -1.00 29.00 0| 0 0 0 8000 Total 0| 0 6,457 0 Indicative a-t-m Vol 33.94 Underlying Price 37.610 Time to expiry: 478 Days Dec 11 1.51 -0.13 43.10 0| 0 0 0 2400 3.68 -0.29 37.32 0| 0 0 0 3200 5.28 -0.40 34.85 0| 0 0 0 3600 7.33 -0.52 32.58 0| 0 500 0 4000 9.77 -0.64 30.33 0| 0 1,000 0 4400 12.66 -0.75 28.48 0| 0 1,600 0 4800 19.58 -0.89 26.98 0| 0 0 0 5600 23.34 -0.93 26.90 0| 0 0 0 6000 42.88 -0.99 28.67 0| 0 0 0 8000 Total 0| 0 3,100 0 Indicative a-t-m Vol 33.27 Underlying Price 37.610 Time to expiry: 660 Days Jun 12 2.15 -0.15 42.94 0| 0 0 0 2400 4.39 -0.29 36.58 0| 0 0 0 3200 6.00 -0.39 34.15 0| 0 0 0 3600 8.00 -0.49 31.97 0| 0 750 0 4000 10.36 -0.60 29.84 0| 0 0 0 4400 13.12 -0.70 28.09 0| 0 0 0 4800 23.49 -0.90 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Puts 866| 703 58,427 +316 Grand Total 2,213| 1,110 107,490 +594 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 57 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 32.03 Underlying Price 37.610 Time to expiry: 23 Days Sep 10 13.62 1.00 61.00 0| 0 0 0 2400 9.63 0.99 47.96 0| 0 0 0 2800 7.65 0.98 43.25 0| 0 0 0 3000 5.73 0.94 42.10 0| 0 0 0 3200 3.89 0.86 38.10 0| 0 0 0 3400 3.04 0.79 36.37 0| 0 0 0 3500 2.27 0.71 34.56 0| 0 868 0 3600 1.59 0.59 32.94 0| 0 0 0 3700 1.04 0.47 31.45 0| 0 0 0 3800 0.64 0.34 30.65 0| 0 0 0 3900 0.36 0.22 30.00 0| 0 1 0 4000 0.18 0.13 29.17 0| 0 0 0 4100 0.09 0.07 28.85 0| 0 100 0 4200 0.04 0.04 28.90 0| 0 0 0 4300 0.02 0.02 28.62 0| 0 78 0 4400 0.02 0.02 35.78 0| 0 200 0 4600 0.01 0.00 29.04 0| 0 330 0 4800 0.01 0.00 28.86 0| 0 1,613 0 5200 0.01 0.00 29.05 0| 0 80 0 5600 0.01 0.00 29.46 0| 0 15 0 6000 0.01 0.00 29.99 0| 0 10 0 6400 0.01 0.00 31.16 0| 0 0 0 7200 0.01 0.00 32.00 0| 0 0 0 8000 Total 0| 0 3,295 0 Indicative a-t-m Vol 33.71 Underlying Price 37.610 Time to expiry: 205 Days Mar 11 14.17 0.93 47.28 0| 0 0 0 2400 10.65 0.86 42.32 0| 0 0 0 2800 7.46 0.76 38.33 0| 0 0 0 3200 6.03 0.70 36.54 0| 0 0 0 3400 4.77 0.62 35.01 0| 0 0 0 3600 3.64 0.54 33.39 0| 0 0 0 3800 2.71 0.45 32.22 0| 0 0 0 4000 1.95 0.37 31.06 0| 0 0 0 4200 1.37 0.29 30.21 0| 0 0 0 4400 0.91 0.21 29.24 0| 0 10 0 4600 0.61 0.16 28.75 0| 0 15 0 4800 0.26 0.08 27.99 0| 0 0 0 5200 0.10 0.04 27.51 0| 0 20 0 5600 0.04 0.02 27.59 0| 0 0 0 6000 0.02 0.01 28.06 0| 0 0 0 6400 0.01 0.00 30.00 0| 0 0 0 7200 0.01 0.00 33.08 0| 0 0 0 8000 Total 0| 0 45 0 Indicative a-t-m Vol 32.43 Underlying Price 37.610 Time to expiry: 387 Days Sep 11 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.60 0.89 40.90 0| 0 0 0 2400 7.64 0.71 35.54 0| 0 0 0 3200 5.27 0.59 33.22 0| 0 0 0 3600 3.43 0.46 31.25 0| 0 0 0 4000 2.07 0.33 29.63 0| 0 30 0 4400 1.18 0.22 28.34 0| 0 45 0 4800 0.33 0.08 26.68 0| 0 0 0 5600 0.17 0.05 26.25 0| 0 0 0 6000 0.01 0.00 27.61 0| 0 0 0 8000 Total 0| 0 75 0 Indicative a-t-m Vol 32.35 Underlying Price 37.610 Time to expiry: 569 Days Mar 12 14.25 0.87 39.35 0| 0 0 0 2400 8.69 0.71 35.19 0| 0 0 0 3200 6.38 0.61 33.10 0| 0 0 0 3600 4.51 0.50 31.24 0| 0 0 0 4000 3.05 0.39 29.67 0| 0 0 0 4400 1.97 0.29 28.41 0| 0 0 0 4800 0.48 0.10 26.41 0| 0 0 0 6000 0.09 0.02 27.89 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 3,415 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 59 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 32.03 Underlying Price 37.610 Time to expiry: 23 Days Sep 10 0.01 0.00 61.00 0| 0 0 0 2400 0.01 -0.01 47.96 0| 0 0 0 2800 0.03 -0.02 43.25 0| 0 0 0 3000 0.11 -0.06 42.10 0| 0 25 0 3200 0.27 -0.14 38.10 0| 0 0 0 3400 0.42 -0.21 36.37 0| 0 0 0 3500 0.65 -0.29 34.56 0| 0 708 0 3600 0.97 -0.41 32.94 0| 0 0 0 3700 1.42 -0.53 31.45 0| 0 0 0 3800 2.02 -0.66 30.65 0| 0 0 0 3900 2.74 -0.78 30.00 0| 0 445 0 4000 3.56 -0.87 29.17 0| 0 0 0 4100 4.47 -0.93 28.85 0| 0 0 0 4200 5.42 -0.96 28.90 0| 0 0 0 4300 6.39 -0.98 28.62 0| 0 916 0 4400 8.39 -0.98 35.78 0| 0 1,316 0 4600 10.38 -1.00 29.04 0| 0 125 0 4800 14.37 -1.00 28.86 0| 0 110 0 5200 18.37 -1.00 29.05 0| 0 0 0 5600 22.37 -1.00 29.46 0| 0 0 0 6000 26.37 -1.00 29.99 0| 0 1,000 0 6400 34.37 -1.00 31.16 0| 0 0 0 7200 42.37 -1.00 32.00 0| 0 0 0 8000 Total 0| 0 4,645 0 Indicative a-t-m Vol 33.71 Underlying Price 37.610 Time to expiry: 205 Days Mar 11 0.51 -0.07 47.28 0| 0 0 0 2400 0.96 -0.14 42.32 0| 0 0 0 2800 1.75 -0.24 38.33 0| 0 200 0 3200 2.31 -0.30 36.54 0| 0 0 0 3400 3.03 -0.38 35.01 0| 0 10 0 3600 3.89 -0.46 33.39 0| 0 0 0 3800 4.96 -0.55 32.22 0| 0 30 0 4000 6.19 -0.63 31.06 0| 0 0 0 4200 7.59 -0.71 30.21 0| 0 15 0 4400 9.13 -0.79 29.24 0| 0 564 0 4600 10.81 -0.84 28.75 0| 0 0 0 4800 14.44 -0.92 27.99 0| 0 0 0 5200 18.26 -0.96 27.51 0| 0 0 0 5600 22.18 -0.98 27.59 0| 0 0 0 6000 26.14 -0.99 28.06 0| 0 0 0 6400 34.08 -1.00 30.00 0| 0 0 0 7200 42.04 -1.00 33.08 0| 0 0 0 8000 Total 0| 0 819 0 Indicative a-t-m Vol 32.43 Underlying Price 37.610 Time to expiry: 387 Days Sep 11 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.99 -0.11 40.90 0| 0 0 0 2400 2.93 -0.29 35.54 0| 0 110 0 3200 4.51 -0.41 33.22 0| 0 0 0 3600 6.62 -0.54 31.25 0| 0 60 0 4000 9.22 -0.67 29.63 0| 0 600 0 4400 12.28 -0.78 28.34 0| 0 0 0 4800 19.33 -0.92 26.68 0| 0 0 0 5600 23.12 -0.95 26.25 0| 0 0 0 6000 42.71 -1.00 27.61 0| 0 0 0 8000 Total 0| 0 770 0 Indicative a-t-m Vol 32.35 Underlying Price 37.610 Time to expiry: 569 Days Mar 12 1.46 -0.13 39.35 0| 0 0 0 2400 3.75 -0.29 35.19 0| 0 0 0 3200 5.37 -0.39 33.10 0| 0 0 0 3600 7.41 -0.50 31.24 0| 0 0 0 4000 9.88 -0.61 29.67 0| 0 0 0 4400 12.72 -0.71 28.41 0| 0 0 0 4800 23.00 -0.90 26.41 0| 0 0 0 6000 42.21 -0.98 27.89 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 6,234 0 Grand Total 0| 0 9,649 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 61 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 39.24 Underlying Price 22.120 Time to expiry: 23 Days Sep 10 6.13 0.99 54.00 0| 0 0 0 1600 4.17 0.96 48.36 0| 0 0 0 1800 3.24 0.91 45.93 0| 0 0 0 1900 2.38 0.83 44.77 0| 0 0 0 2000 1.59 0.71 41.79 0| 0 0 0 2100 1.25 0.63 40.23 0| 0 0 0 2150 0.95 0.54 39.19 0| 0 0 0 2200 0.80 0.72 0.45 39.41 0.80 0.80 20| 0 0 0 2250 0.66 0.52 0.37 38.77 0.66 0.66 10| 0 18 0 2300 0.47 0.37 0.29 38.31 0.47 0.47 1| 0 122 0 2350 0.25 0.21 37.55 0| 1 354 -1 2400 0.16 0.15 36.73 0| 0 0 0 2450 0.10 0.10 36.18 0| 0 53 0 2500 0.06 0.03 0.04 35.22 0.06 0.06 2| 0 11,242 0 2600 0.01 0.01 34.40 0| 0 18 0 2700 0.01 0.00 33.73 0| 0 64 0 2800 0.01 0.00 32.79 0| 0 31 0 3000 0.01 0.00 32.31 0| 0 3,414 0 3200 0.01 0.00 32.24 0| 0 1,210 0 3400 0.01 0.00 32.54 0| 0 9 0 3600 0.01 0.00 34.07 0| 0 5,339 0 4000 0.01 0.00 36.63 0| 0 0 0 4400 0.01 0.00 40.00 0| 0 50 0 4800 Total 33| 1 21,924 -1 Indicative a-t-m Vol 40.68 Underlying Price 22.120 Time to expiry: 51 Days Oct 10 3.54 0.83 47.49 0| 0 0 0 1900 2.73 0.75 44.77 0| 0 0 0 2000 2.02 0.66 42.44 0| 0 0 0 2100 1.42 0.55 40.82 0| 0 0 0 2200 1.18 0.49 40.23 0| 0 0 0 2250 0.96 0.43 39.74 0| 0 0 0 2300 0.77 0.37 39.21 0| 0 0 0 2350 0.61 0.31 38.51 0| 0 10 0 2400 0.48 0.26 38.31 0| 0 0 0 2450 0.37 0.22 38.00 0| 0 0 0 2500 0.22 0.14 37.55 0| 0 0 0 2600 0.12 0.09 37.28 0| 0 0 0 2700 0.07 0.05 37.14 0| 0 0 0 2800 0.02 0.02 37.18 0| 0 90 0 3000 0.01 0.01 37.50 0| 0 0 0 3200 Total 0| 0 100 0 Indicative a-t-m Vol 41.94 Underlying Price 22.120 Time to expiry: 86 Days Nov 10 3.86 0.78 47.78 0| 0 0 0 1900 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.08 0.72 44.50 0| 0 0 0 2000 2.43 0.64 43.36 0| 0 0 0 2100 1.86 0.55 42.17 0| 0 0 0 2200 1.60 0.51 41.20 0| 0 0 0 2250 1.40 0.47 41.30 0| 0 0 0 2300 1.21 0.42 41.11 0| 0 0 0 2350 1.05 0.38 41.18 0| 0 0 0 2400 0.56 0.24 40.96 0| 0 0 0 2600 0.26 0.13 39.66 0| 0 0 0 2800 0.08 0.05 36.50 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 42.13 Underlying Price 22.120 Time to expiry: 114 Days Dec 10 10.26 0.97 68.86 0| 0 0 0 1200 8.34 0.94 60.07 0| 0 0 0 1400 6.50 0.90 53.56 0| 0 0 0 1600 4.81 0.82 48.84 0| 0 3,000 0 1800 3.32 0.70 45.34 0| 0 0 0 2000 2.68 0.63 43.70 0| 0 0 0 2100 2.15 2.11 0.56 42.28 2.15 2.15 2| 0 0 0 2200 1.62 0.48 41.05 0| 0 0 0 2300 1.23 0.40 40.06 0| 20 1,149 +20 2400 0.67 0.26 38.72 0| 0 84 0 2600 0.33 0.15 37.53 0| 0 346 0 2800 0.15 0.08 36.57 0| 0 271 0 3000 0.07 0.04 35.96 0| 0 149 0 3200 0.03 0.02 35.57 0| 0 129 0 3400 0.01 0.01 35.36 0| 0 137 0 3600 0.01 0.00 35.37 0| 0 81 0 4000 0.01 0.00 35.79 0| 0 0 0 4400 0.01 0.00 36.50 0| 0 0 0 4800 Total 2| 20 5,346 +20 Indicative a-t-m Vol 41.54 Underlying Price 22.120 Time to expiry: 205 Days Mar 11 8.49 0.92 54.00 0| 0 0 0 1400 6.77 0.86 50.00 0| 0 0 0 1600 5.23 0.78 47.02 0| 0 0 0 1800 3.86 0.68 44.02 0| 0 0 0 2000 3.25 0.62 42.65 0| 0 0 0 2100 2.71 0.57 41.62 0| 0 0 0 2200 2.26 0.51 40.91 0| 0 0 0 2300 1.84 0.45 39.90 0| 0 0 0 2400 1.19 0.33 38.65 0| 0 10 0 2600 0.75 0.24 37.58 0| 0 77 0 2800 0.44 0.16 36.54 0| 0 5 0 3000 0.26 0.10 35.86 0| 0 40 0 3200 0.15 0.06 35.37 0| 0 0 0 3400 0.08 0.04 35.03 0| 0 0 0 3600 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.03 0.01 34.78 0| 0 0 0 4000 0.01 0.01 34.97 0| 0 40 0 4400 0.01 0.00 35.50 0| 0 0 0 4800 Total 0| 0 172 0 Indicative a-t-m Vol 41.08 Underlying Price 22.120 Time to expiry: 296 Days Jun 11 8.66 0.90 52.00 0| 0 0 0 1400 7.02 0.84 48.30 0| 0 0 0 1600 5.54 0.76 45.41 0| 0 0 0 1800 4.26 0.67 43.24 0| 0 0 0 2000 3.68 0.62 41.98 0| 0 0 0 2100 3.16 0.57 41.12 0| 0 0 0 2200 2.74 0.52 40.82 0| 0 0 0 2300 2.32 0.47 39.89 0| 0 100 0 2400 1.64 0.38 38.60 0| 0 0 0 2600 1.14 0.29 37.76 0| 0 134 0 2800 0.77 0.22 37.03 0| 0 10 0 3000 0.52 0.16 36.46 0| 0 0 0 3200 0.23 0.08 35.71 0| 0 0 0 3600 0.10 0.04 35.37 0| 0 1,000 0 4000 0.02 0.01 35.50 0| 0 0 0 4800 Total 0| 0 1,244 0 Indicative a-t-m Vol 41.55 Underlying Price 22.120 Time to expiry: 478 Days Dec 11 7.43 0.81 46.76 0| 0 0 0 1600 4.93 0.67 42.84 0| 0 0 0 2000 3.96 0.59 41.67 0| 0 0 0 2200 3.05 0.51 39.74 0| 0 1,250 0 2400 1.68 0.35 36.52 0| 0 1,000 0 2800 0.89 0.22 34.77 0| 0 0 0 3200 0.49 0.14 34.16 0| 0 120 0 3600 0.28 0.09 34.31 0| 0 0 0 4000 0.13 0.04 35.91 0| 0 0 0 4800 Total 0| 0 2,370 0 Indicative a-t-m Vol 42.20 Underlying Price 22.120 Time to expiry: 660 Days Jun 12 7.78 0.80 46.39 0| 0 0 0 1600 5.51 0.67 43.50 0| 0 0 0 2000 4.58 0.60 42.28 0| 0 0 0 2200 3.73 0.54 40.88 0| 0 0 0 2400 2.35 0.40 38.07 0| 0 0 0 2800 1.45 0.29 36.30 0| 0 0 0 3200 0.56 0.14 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 35| 21 31,156 +19 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 64 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 39.24 Underlying Price 22.120 Time to expiry: 23 Days Sep 10 0.01 -0.01 54.00 0| 0 461 0 1600 0.10 0.05 -0.04 48.36 0.10 0.10 3| 0 12 0 1800 0.11 -0.09 45.93 0| 0 10 0 1900 0.25 -0.17 44.77 0| 0 203 0 2000 0.49 0.47 -0.29 41.79 0.49 0.49 5| 0 225 0 2100 0.62 -0.37 40.23 0| 90 521 +68 2150 0.80 0.82 -0.46 39.19 0.80 0.80 100| 138 208 +138 2200 1.10 -0.55 39.41 0| 0 25 0 2250 1.40 -0.63 38.77 0| 0 15,763 0 2300 1.74 -0.71 38.31 0| 0 62 0 2350 2.12 -0.79 37.55 0| 13 221 -3 2400 2.53 -0.85 36.73 0| 0 0 0 2450 2.97 -0.90 36.18 0| 0 20 0 2500 3.91 -0.96 35.22 0| 0 1,036 0 2600 4.89 -0.99 34.40 0| 0 0 0 2700 5.70 5.88 -1.00 33.73 5.70 5.70 10| 0 113 0 2800 7.88 -1.00 32.79 0| 0 119 0 3000 9.88 -1.00 32.31 0| 0 24 0 3200 11.88 -1.00 32.24 0| 0 4 0 3400 13.88 -1.00 32.54 0| 0 0 0 3600 17.88 -1.00 34.07 0| 0 0 0 4000 21.88 -1.00 36.63 0| 0 0 0 4400 25.88 -1.00 40.00 0| 0 0 0 4800 Total 118| 241 19,027 +203 Indicative a-t-m Vol 40.68 Underlying Price 22.120 Time to expiry: 51 Days Oct 10 0.40 -0.17 47.49 0| 0 0 0 1900 0.60 -0.25 44.77 0| 0 0 0 2000 0.88 -0.34 42.44 0| 0 0 0 2100 1.29 -0.45 40.82 0| 0 0 0 2200 1.54 -0.51 40.23 0| 0 0 0 2250 1.83 -0.57 39.74 0| 0 0 0 2300 2.13 -0.63 39.21 0| 0 0 0 2350 2.47 -0.69 38.51 0| 0 0 0 2400 2.85 -0.74 38.31 0| 0 120 0 2450 3.24 -0.78 38.00 0| 0 0 0 2500 4.08 -0.86 37.55 0| 0 0 0 2600 4.99 -0.91 37.28 0| 0 0 0 2700 5.93 -0.95 37.14 0| 0 0 0 2800 7.89 -0.99 37.18 0| 0 0 0 3000 9.88 -1.00 37.50 0| 0 0 0 3200 Total 0| 0 120 0 Indicative a-t-m Vol 41.94 Underlying Price 22.120 Time to expiry: 86 Days Nov 10 0.76 -0.23 47.78 0| 0 0 0 1900 0.98 -0.29 44.50 0| 0 0 0 2000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.35 -0.37 43.36 0| 0 0 0 2100 1.79 -0.46 42.17 0| 0 0 0 2200 2.04 -0.50 41.20 0| 0 0 0 2250 2.34 -0.55 41.30 0| 0 0 0 2300 2.65 -0.59 41.11 0| 0 0 0 2350 3.00 -0.63 41.18 0| 0 0 0 2400 4.52 -0.77 40.96 0| 0 0 0 2600 6.22 -0.87 39.66 0| 0 0 0 2800 8.05 -0.95 36.50 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 42.13 Underlying Price 22.120 Time to expiry: 114 Days Dec 10 0.15 -0.04 68.86 0| 0 416 0 1200 0.24 -0.06 60.07 0| 0 286 0 1400 0.41 -0.11 53.56 0| 0 460 0 1600 0.73 -0.19 48.84 0| 0 3,000 0 1800 1.26 -0.31 45.34 0| 0 361 0 2000 1.62 -0.37 43.70 0| 0 150 0 2100 2.05 -0.45 42.28 0| 0 489 0 2200 2.57 -0.53 41.05 0| 0 0 0 2300 3.18 -0.61 40.06 0| 0 1,120 0 2400 4.62 -0.74 38.72 0| 0 95 0 2600 6.29 -0.85 37.53 0| 0 124 0 2800 8.11 -0.92 36.57 0| 0 195 0 3000 10.02 -0.96 35.96 0| 0 24 0 3200 11.98 -0.98 35.57 0| 0 5 0 3400 13.96 -0.99 35.36 0| 0 0 0 3600 17.94 -1.00 35.37 0| 0 0 0 4000 21.93 -1.00 35.79 0| 0 0 0 4400 25.92 -1.00 36.50 0| 0 0 0 4800 Total 0| 0 6,725 0 Indicative a-t-m Vol 41.54 Underlying Price 22.120 Time to expiry: 205 Days Mar 11 0.47 -0.09 54.00 0| 0 0 0 1400 0.77 -0.15 50.00 0| 0 0 0 1600 1.25 -0.23 47.02 0| 0 0 0 1800 1.89 -0.33 44.02 0| 0 150 0 2000 2.29 -0.38 42.65 0| 0 0 0 2100 2.75 -0.44 41.62 0| 0 380 0 2200 3.30 -0.50 40.91 0| 0 81 0 2300 3.88 -0.56 39.90 0| 0 235 0 2400 5.23 -0.67 38.65 0| 0 49 0 2600 6.79 -0.77 37.58 0| 0 0 0 2800 8.47 -0.84 36.54 0| 0 2 0 3000 10.28 -0.90 35.86 0| 0 0 0 3200 12.17 -0.94 35.37 0| 0 0 0 3400 14.09 -0.96 35.03 0| 0 0 0 3600 18.02 -0.99 34.78 0| 0 0 0 4000 21.98 -0.99 34.97 0| 0 0 0 4400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.96 -1.00 35.50 0| 0 0 0 4800 Total 0| 0 897 0 Indicative a-t-m Vol 41.08 Underlying Price 22.120 Time to expiry: 296 Days Jun 11 0.74 -0.12 52.00 0| 0 0 0 1400 1.12 -0.18 48.30 0| 0 0 0 1600 1.65 -0.25 45.41 0| 0 0 0 1800 2.37 -0.34 43.24 0| 0 30 0 2000 2.80 -0.38 41.98 0| 0 0 0 2100 3.28 -0.43 41.12 0| 0 0 0 2200 3.85 -0.48 40.82 0| 0 0 0 2300 4.43 -0.53 39.89 0| 0 25 0 2400 5.74 -0.63 38.60 0| 0 0 0 2600 7.24 -0.71 37.76 0| 0 5 0 2800 8.86 -0.78 37.03 0| 0 0 0 3000 10.59 -0.84 36.46 0| 0 0 0 3200 14.27 -0.92 35.71 0| 0 0 0 3600 18.12 -0.96 35.37 0| 0 100 0 4000 25.97 -0.99 35.50 0| 0 0 0 4800 Total 0| 0 160 0 Indicative a-t-m Vol 41.55 Underlying Price 22.120 Time to expiry: 478 Days Dec 11 1.72 -0.20 46.76 0| 0 0 0 1600 3.21 -0.34 42.84 0| 0 0 0 2000 4.22 -0.42 41.67 0| 0 0 0 2200 5.30 -0.50 39.74 0| 0 1,250 0 2400 7.89 -0.66 36.52 0| 0 1,005 0 2800 11.05 -0.78 34.77 0| 0 0 0 3200 14.59 -0.86 34.16 0| 0 0 0 3600 18.33 -0.92 34.31 0| 0 0 0 4000 26.05 -0.96 35.91 0| 0 0 0 4800 Total 0| 0 2,255 0 Indicative a-t-m Vol 42.20 Underlying Price 22.120 Time to expiry: 660 Days Jun 12 2.28 -0.22 46.39 0| 0 0 0 1600 3.99 -0.34 43.50 0| 0 0 0 2000 5.03 -0.40 42.28 0| 0 0 0 2200 6.15 -0.47 40.88 0| 0 0 0 2400 8.70 -0.60 38.07 0| 0 0 0 2800 11.73 -0.72 36.30 0| 0 0 0 3200 18.66 -0.86 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 118| 241 29,184 +203 Grand Total 153| 262 60,340 +222 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 67 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 39.19 Underlying Price 22.120 Time to expiry: 23 Days Sep 10 10.12 1.00 69.73 0| 0 0 0 1200 8.13 1.00 61.15 0| 0 0 0 1400 6.13 0.99 54.00 0| 0 0 0 1600 4.17 0.96 48.36 0| 0 0 0 1800 3.24 0.91 45.92 0| 0 0 0 1900 2.38 0.83 44.77 0| 0 8 0 2000 1.59 0.71 41.79 0| 0 0 0 2100 1.25 0.63 40.23 0| 0 0 0 2150 0.95 0.54 39.19 0| 0 18 0 2200 0.72 0.45 39.19 0| 0 0 0 2250 0.52 0.37 38.77 0| 0 0 0 2300 0.37 0.29 38.31 0| 0 0 0 2350 0.25 0.21 37.55 0| 0 47,501 0 2400 0.16 0.15 36.69 0| 0 0 0 2450 0.10 0.10 36.14 0| 0 0 0 2500 0.03 0.04 35.18 0| 0 0 0 2600 0.01 0.01 34.36 0| 0 0 0 2700 0.01 0.00 33.69 0| 0 414 0 2800 0.01 0.00 32.74 0| 0 800 0 3000 0.01 0.00 32.26 0| 0 400 0 3200 0.01 0.00 32.20 0| 0 460 0 3400 0.01 0.00 32.50 0| 0 200 0 3600 0.01 0.00 34.04 0| 0 1,060 0 4000 0.01 0.00 36.61 0| 0 0 0 4400 0.01 0.00 40.00 0| 0 5 0 4800 Total 0| 0 50,866 0 Indicative a-t-m Vol 41.54 Underlying Price 22.120 Time to expiry: 205 Days Mar 11 10.17 0.94 59.10 0| 0 0 0 1200 8.37 0.91 54.00 0| 0 0 0 1400 6.68 0.85 50.00 0| 0 0 0 1600 5.17 0.77 47.02 0| 0 0 0 1800 3.81 0.67 44.02 0| 0 0 0 2000 3.22 0.62 42.65 0| 0 0 0 2100 2.68 0.56 41.62 0| 0 0 0 2200 2.23 0.50 40.91 0| 0 0 0 2300 1.82 0.44 39.90 0| 0 75 0 2400 1.18 0.33 38.65 0| 0 0 0 2600 0.74 0.24 37.58 0| 0 100 0 2800 0.44 0.16 36.54 0| 0 50 0 3000 0.26 0.10 35.86 0| 0 60 0 3200 0.15 0.06 35.37 0| 0 0 0 3400 0.08 0.04 35.03 0| 0 0 0 3600 0.03 0.01 34.78 0| 0 0 0 4000 0.01 0.01 34.97 0| 0 0 0 4400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 35.50 0| 0 0 0 4800 Total 0| 0 285 0 Indicative a-t-m Vol 41.03 Underlying Price 22.120 Time to expiry: 387 Days Sep 11 7.09 0.81 46.85 0| 0 0 0 1600 4.52 0.66 42.45 0| 0 0 0 2000 3.52 0.58 41.10 0| 0 0 0 2200 2.69 0.49 39.87 0| 0 10 0 2400 1.41 0.32 37.00 0| 0 0 0 2800 0.67 0.19 34.71 0| 0 624 0 3200 0.31 0.10 33.63 0| 0 90 0 3600 0.14 0.05 33.00 0| 0 0 0 4000 0.04 0.02 33.57 0| 0 0 0 4800 Total 0| 0 724 0 Indicative a-t-m Vol 40.01 Underlying Price 22.120 Time to expiry: 569 Days Mar 12 7.51 0.79 46.82 0| 0 0 0 1600 5.05 0.66 41.98 0| 0 0 0 2000 4.03 0.59 40.09 0| 0 0 0 2200 3.19 0.51 38.73 0| 0 0 0 2400 1.91 0.37 36.46 0| 0 0 0 2800 1.09 0.24 34.73 0| 0 0 0 3200 0.61 0.16 33.64 0| 0 0 0 3600 0.33 0.09 32.61 0| 0 0 0 4000 0.13 0.04 33.33 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 51,875 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 69 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 39.19 Underlying Price 22.120 Time to expiry: 23 Days Sep 10 0.01 0.00 69.73 0| 0 0 0 1200 0.01 0.00 61.15 0| 0 518 0 1400 0.01 -0.01 54.00 0| 0 50 0 1600 0.05 -0.04 48.36 0| 0 500 0 1800 0.11 -0.09 45.92 0| 0 0 0 1900 0.25 -0.17 44.77 0| 0 426 0 2000 0.47 -0.29 41.79 0| 0 0 0 2100 0.62 -0.37 40.23 0| 0 0 0 2150 0.82 -0.46 39.19 0| 0 565 0 2200 1.09 -0.55 39.19 0| 0 0 0 2250 1.40 -0.63 38.77 0| 0 1 0 2300 1.74 -0.71 38.31 0| 0 0 0 2350 2.12 -0.79 37.55 0| 0 47,200 0 2400 2.53 -0.85 36.69 0| 0 0 0 2450 2.97 -0.90 36.14 0| 0 0 0 2500 3.90 -0.96 35.18 0| 0 330 0 2600 4.88 -0.99 34.36 0| 0 0 0 2700 5.87 -1.00 33.69 0| 0 364 0 2800 7.87 -1.00 32.74 0| 0 325 0 3000 9.87 -1.00 32.26 0| 0 889 0 3200 11.87 -1.00 32.20 0| 0 400 0 3400 13.87 -1.00 32.50 0| 0 115 0 3600 17.87 -1.00 34.04 0| 0 0 0 4000 21.87 -1.00 36.61 0| 0 610 0 4400 25.87 -1.00 40.00 0| 0 0 0 4800 Total 0| 0 52,293 0 Indicative a-t-m Vol 41.54 Underlying Price 22.120 Time to expiry: 205 Days Mar 11 0.28 -0.06 59.10 0| 0 2,093 0 1200 0.47 -0.09 54.00 0| 0 500 0 1400 0.77 -0.15 50.00 0| 0 2,500 0 1600 1.25 -0.23 47.02 0| 0 0 0 1800 1.89 -0.33 44.02 0| 0 1,500 0 2000 2.28 -0.38 42.65 0| 0 0 0 2100 2.75 -0.44 41.62 0| 0 200 0 2200 3.29 -0.50 40.91 0| 0 100 0 2300 3.87 -0.56 39.90 0| 0 93 0 2400 5.22 -0.67 38.65 0| 0 50 0 2600 6.77 -0.76 37.58 0| 0 218 0 2800 8.46 -0.84 36.54 0| 0 170 0 3000 10.26 -0.90 35.86 0| 0 0 0 3200 12.15 -0.94 35.37 0| 0 0 0 3400 14.07 -0.96 35.03 0| 0 50 0 3600 17.99 -0.99 34.78 0| 0 0 0 4000 21.95 -0.99 34.97 0| 0 0 0 4400 25.93 -1.00 35.50 0| 0 0 0 4800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 70 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 41.03 Underlying Price 22.120 Time to expiry: 387 Days Sep 11 1.38 -0.19 46.85 0| 0 0 0 1600 2.76 -0.34 42.45 0| 0 220 0 2000 3.74 -0.42 41.10 0| 0 0 0 2200 4.89 -0.51 39.87 0| 0 0 0 2400 7.56 -0.68 37.00 0| 0 40 0 2800 10.77 -0.81 34.71 0| 0 90 0 3200 14.36 -0.90 33.63 0| 0 0 0 3600 18.14 -0.95 33.00 0| 0 0 0 4000 25.94 -0.98 33.57 0| 0 0 0 4800 Total 0| 0 350 0 Indicative a-t-m Vol 40.01 Underlying Price 22.120 Time to expiry: 569 Days Mar 12 2.03 -0.21 46.82 0| 0 60 0 1600 3.50 -0.34 41.98 0| 0 32 0 2000 4.44 -0.41 40.09 0| 0 0 0 2200 5.56 -0.49 38.73 0| 0 0 0 2400 8.20 -0.63 36.46 0| 0 0 0 2800 11.31 -0.76 34.73 0| 0 0 0 3200 14.75 -0.84 33.64 0| 0 0 0 3600 18.38 -0.91 32.61 0| 0 0 0 4000 26.04 -0.96 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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 71 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 37.69 Underlying Price 30.010 Time to expiry: 23 Days Sep 10 10.02 1.00 54.65 0| 0 0 0 2000 8.02 0.99 50.06 0| 0 0 0 2200 6.05 0.97 46.19 0| 0 0 0 2400 4.16 0.91 42.89 0| 0 2 0 2600 2.46 0.77 40.04 0| 0 0 0 2800 1.16 0.52 37.70 0| 0 1 0 3000 0.73 0.38 36.82 0| 0 0 0 3100 0.41 0.26 35.96 0| 0 1 0 3200 0.21 0.16 35.12 0| 0 0 0 3300 0.10 0.08 34.32 0| 1 3 -1 3400 0.10 0.04 0.04 32.83 0.10 Q 0.10 Q 300| 0 300 0 3500 0.01 0.01 31.41 0| 4 4 +4 3600 0.01 0.00 30.49 0| 0 0 0 3700 0.01 0.00 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 300| 5 1,764 +3 Indicative a-t-m Vol 34.40 Underlying Price 30.010 Time to expiry: 114 Days Dec 10 10.19 0.96 44.77 0| 0 0 0 2000 8.33 0.93 42.01 0| 0 0 0 2200 6.55 0.87 39.75 0| 0 0 0 2400 3.54 0.68 36.30 0| 0 0 0 2800 2.34 0.54 34.41 0| 0 0 0 3000 1.45 0.41 32.92 0| 0 0 0 3200 0.95 0.82 0.27 31.55 0.95 Q 0.95 Q 300| 0 10 0 3400 0.43 0.17 30.54 0| 0 9 0 3600 0.35 0.22 0.10 30.20 0.35 0.35 4| 0 544 0 3800 0.10 0.05 29.29 0| 0 0 0 4000 0.04 0.02 28.93 0| 0 20 0 4200 0.02 0.01 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 304| 0 583 0 Indicative a-t-m Vol 33.43 Underlying Price 30.010 Time to expiry: 205 Days Mar 11 10.51 0.92 43.66 0| 0 0 0 2000 8.77 0.88 41.68 0| 0 0 0 2200 7.14 0.82 39.53 0| 0 0 0 2400 4.26 0.66 35.33 0| 0 6 0 2800 3.07 0.56 33.44 0| 0 0 0 3000 2.12 0.45 31.74 0| 0 0 0 3200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.37 0.34 30.22 0| 0 0 0 3400 0.84 0.24 29.06 0| 0 52 0 3600 0.49 0.16 27.96 0| 0 1 0 3800 0.26 0.10 27.13 0| 0 5 0 4000 0.14 0.06 26.55 0| 0 0 0 4200 0.07 0.03 26.15 0| 0 0 0 4400 0.02 0.01 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 33.36 Underlying Price 30.010 Time to expiry: 296 Days Jun 11 10.89 0.90 43.60 0| 0 0 0 2000 9.24 0.85 41.61 0| 0 0 0 2200 7.68 0.80 39.46 0| 0 0 0 2400 4.88 0.66 35.26 0| 0 0 0 2800 3.70 0.57 33.37 0| 0 0 0 3000 2.71 0.48 31.67 0| 0 0 0 3200 1.91 0.39 30.15 0| 0 0 0 3400 1.30 0.30 28.99 0| 0 0 0 3600 0.84 0.22 27.89 0| 0 0 0 3800 0.53 0.15 27.06 0| 0 0 0 4000 0.20 0.07 26.08 0| 0 0 0 4400 0.08 0.03 25.89 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 604| 5 2,411 +3 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 73 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 37.69 Underlying Price 30.010 Time to expiry: 23 Days Sep 10 0.01 0.00 54.65 0| 0 0 0 2000 0.01 -0.01 50.06 0| 0 0 0 2200 0.04 -0.03 46.19 0| 0 513 0 2400 0.14 -0.09 42.89 0| 0 0 0 2600 0.44 -0.23 40.04 0| 0 0 0 2800 1.15 -0.48 37.70 0| 0 2 0 3000 1.71 -0.62 36.82 0| 0 0 0 3100 2.40 -0.74 35.96 0| 1 0 -1 3200 3.20 -0.84 35.12 0| 0 250 0 3300 4.08 -0.92 34.32 0| 0 100 0 3400 5.02 -0.96 32.83 0| 0 0 0 3500 6.00 -0.99 31.41 0| 0 0 0 3600 6.99 -1.00 30.49 0| 0 0 0 3700 7.99 -1.00 30.04 0| 0 20 0 3800 9.99 -1.00 30.51 0| 0 0 0 4000 11.99 -1.00 30.91 0| 0 3 0 4200 13.99 -1.00 31.29 0| 0 0 0 4400 17.99 -1.00 31.73 0| 0 1 0 4800 25.99 -1.00 32.13 0| 0 0 0 5600 Total 0| 1 889 -1 Indicative a-t-m Vol 34.40 Underlying Price 30.010 Time to expiry: 114 Days Dec 10 0.13 -0.04 44.77 0| 0 0 0 2000 0.26 -0.07 42.01 0| 0 0 0 2200 0.48 -0.13 39.75 0| 0 0 0 2400 1.46 -0.32 36.30 0| 0 0 0 2800 2.26 -0.46 34.41 0| 0 20 0 3000 3.37 -0.60 32.92 0| 0 12 0 3200 4.74 -0.73 31.55 0| 0 0 0 3400 6.35 -0.84 30.54 0| 0 0 0 3600 8.14 -0.91 30.20 0| 0 500 0 3800 10.03 -0.96 29.29 0| 0 0 0 4000 12.00 -0.99 28.93 0| 0 0 0 4200 13.99 -1.00 28.67 0| 0 0 0 4400 17.99 -1.00 28.58 0| 0 0 0 4800 25.99 -1.00 29.21 0| 0 0 0 5600 Total 0| 0 532 0 Indicative a-t-m Vol 33.43 Underlying Price 30.010 Time to expiry: 205 Days Mar 11 0.40 -0.08 43.66 0| 0 0 0 2000 0.65 -0.12 41.68 0| 0 3 0 2200 1.00 -0.18 39.53 0| 0 0 0 2400 2.11 -0.34 35.33 0| 0 5 0 2800 2.91 -0.44 33.44 0| 0 0 0 3000 3.96 -0.55 31.74 0| 0 1 0 3200 5.21 -0.67 30.22 0| 0 20 0 3400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.68 -0.77 29.06 0| 0 243 0 3600 8.34 -0.85 27.96 0| 0 0 0 3800 10.13 -0.92 27.13 0| 0 0 0 4000 12.03 -0.96 26.55 0| 0 0 0 4200 13.99 -0.99 26.15 0| 0 0 0 4400 17.99 -1.00 25.96 0| 0 0 0 4800 25.99 -1.00 27.68 0| 0 0 0 5600 Total 0| 0 272 0 Indicative a-t-m Vol 33.36 Underlying Price 30.010 Time to expiry: 296 Days Jun 11 0.71 -0.11 43.60 0| 0 0 0 2000 1.04 -0.15 41.61 0| 0 0 0 2200 1.46 -0.20 39.46 0| 0 0 0 2400 2.64 -0.34 35.26 0| 0 0 0 2800 3.45 -0.43 33.37 0| 0 0 0 3000 4.45 -0.53 31.67 0| 0 0 0 3200 5.65 -0.62 30.15 0| 0 0 0 3400 7.04 -0.71 28.99 0| 0 0 0 3600 8.59 -0.80 27.89 0| 0 0 0 3800 10.29 -0.87 27.06 0| 0 0 0 4000 14.03 -0.96 26.08 0| 0 0 0 4400 17.99 -1.00 25.89 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 1 1,693 -1 Grand Total 604| 6 4,104 +2 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 75 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 46.69 Underlying Price 12.120 Time to expiry: 23 Days Sep 10 3.35 0.97 69.00 0| 0 0 0 880 2.57 0.94 61.15 0| 0 0 0 960 2.43 0.92 62.84 0| 0 0 0 977 1.34 0.78 52.98 0| 0 120 0 1100 0.81 0.63 48.26 0| 240 1,340 0 1172 0.65 0.56 47.10 0| 0 240 0 1200 0.43 0.40 0.42 45.41 0.43 0.43 10| 602 1,393 +501 1250 0.23 0.29 44.25 0| 120 15,005 -120 1300 0.11 0.16 44.44 0| 0 10,137 0 1368 0.10 0.08 0.12 44.89 0.10 0.09 Q 1,582| 9 5,403 0 1400 0.04 0.07 47.25 0| 0 15,409 0 1466 0.03 0.05 49.49 0| 0 1,837 0 1500 0.01 0.02 47.02 0| 0 13,226 0 1563 0.01 0.01 48.08 0| 0 3,471 0 1661 0.01 0.00 49.24 0| 0 7,634 0 1759 0.01 0.00 49.72 0| 0 652 0 1800 0.01 0.00 50.36 0| 0 20,118 0 1856 0.01 0.00 50.84 0| 0 0 0 1900 0.01 0.00 51.39 0| 0 35,700 0 1954 0.01 0.00 52.25 0| 0 3,030 0 2052 0.01 0.00 52.89 0| 0 0 0 2150 0.01 0.00 53.41 0| 0 363 0 2345 0.01 0.00 51.00 0| 0 0 0 2736 Total 1,592| 971 135,078 +381 Indicative a-t-m Vol 46.09 Underlying Price 12.120 Time to expiry: 51 Days Oct 10 2.70 0.88 57.69 0| 0 0 0 960 2.35 0.85 55.35 0| 0 0 0 1000 1.51 1.55 0.73 50.40 1.51 1.51 82| 0 120 0 1100 0.89 0.91 0.56 46.51 0.89 0.89 120| 0 1,620 0 1200 0.64 0.66 0.46 44.75 0.64 0.64 114| 0 181 0 1250 0.44 0.46 0.37 43.40 0.46 0.44 220| 0 302 0 1300 0.33 0.31 0.28 42.45 0.33 0.33 101| 0 287 0 1350 0.20 0.20 41.67 0| 0 328 0 1400 0.14 0.12 0.14 40.80 0.14 0.14 64| 0 2,423 0 1450 0.08 0.09 40.45 0| 0 313 0 1500 0.04 0.06 39.02 0| 0 1 0 1550 0.03 0.04 39.65 0| 0 900 0 1600 0.01 0.01 39.93 0| 0 21 0 1700 0.01 0.01 41.00 0| 0 0 0 1800 Total 701| 0 6,496 0 Indicative a-t-m Vol 46.30 Underlying Price 12.120 Time to expiry: 86 Days Nov 10 2.86 0.84 56.21 0| 0 0 0 960 2.53 0.81 54.20 0| 0 0 0 1000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.78 0.70 50.01 0| 0 0 0 1100 1.30 1.17 0.57 46.67 1.30 1.30 2| 0 0 0 1200 0.91 0.49 45.10 0| 0 90 0 1250 0.69 0.41 43.48 0| 155 155 +155 1300 0.37 0.27 41.19 0| 0 0 0 1400 0.18 0.16 39.43 0| 0 0 0 1500 0.08 0.08 37.90 0| 0 0 0 1600 Total 2| 155 245 +155 Indicative a-t-m Vol 46.37 Underlying Price 12.120 Time to expiry: 114 Days Dec 10 8.25 0.99 99.00 0| 0 0 0 391 7.49 0.98 90.65 0| 0 0 0 469 6.73 0.97 83.15 0| 0 0 0 547 6.35 0.97 79.71 0| 0 0 0 586 5.98 0.96 76.47 0| 0 0 0 625 5.24 0.95 69.47 0| 0 0 0 703 4.51 0.92 65.17 0| 0 0 0 782 3.83 0.88 61.70 0| 0 3 0 860 3.16 0.84 56.89 0| 0 10 0 938 2.85 0.81 54.97 0| 0 0 0 977 2.11 0.72 50.93 0| 0 2,764 0 1075 1.50 0.61 47.63 0| 0 3,081 0 1172 0.85 0.44 43.62 1,382| 10 11,372 0 1300 0.60 0.35 41.93 0| 0 17,227 0 1368 0.34 0.27 0.20 39.44 0.34 0.34 2| 0 20,726 0 1500 0.18 0.15 38.56 0| 0 43,275 0 1563 0.14 0.12 38.16 0| 0 15,878 0 1600 0.10 0.07 0.06 36.96 0.10 0.10 3| 0 34,228 0 1700 0.04 0.04 36.42 0| 0 21,031 0 1759 0.03 0.03 36.09 0| 0 15,799 0 1800 0.01 0.02 35.48 0| 0 3,750 0 1900 0.01 0.01 35.25 0| 0 39,420 0 1954 0.01 0.00 34.93 0| 0 7,876 0 2150 0.01 0.00 35.29 0| 0 1,125 0 2345 0.01 0.00 37.61 0| 0 53,880 0 2736 0.01 0.00 41.53 0| 0 605 0 3127 0.01 0.00 46.57 0| 0 25 0 3517 0.01 0.00 52.50 0| 0 25 0 3908 Total 1,387| 10 292,100 0 Indicative a-t-m Vol 45.44 Underlying Price 12.120 Time to expiry: 205 Days Mar 11 3.92 0.84 56.74 0| 0 0 0 880 3.31 0.79 53.86 0| 0 0 0 960 3.02 0.76 52.43 0| 0 87 0 1000 2.33 0.68 48.65 0| 0 0 0 1100 1.74 0.59 45.77 0| 0 170 0 1200 1.23 0.48 43.00 0| 0 3,809 0 1300 0.85 0.38 40.96 0| 0 435 0 1400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.54 0.28 38.70 0| 0 7,236 0 1500 0.33 0.20 37.07 0| 0 10,932 0 1600 0.18 0.13 34.81 0| 0 12,437 0 1700 0.10 0.08 33.92 0| 0 475 0 1800 0.06 0.05 33.56 0| 0 1,954 0 1900 0.03 0.03 33.17 0| 0 5,435 0 2000 0.01 0.01 33.27 0| 0 85 0 2200 0.01 0.01 34.50 0| 0 229 0 2400 Total 0| 0 43,284 0 Indicative a-t-m Vol 44.62 Underlying Price 12.120 Time to expiry: 296 Days Jun 11 8.27 0.99 75.00 0| 0 0 0 391 7.54 0.98 71.77 0| 0 0 0 469 6.82 0.96 68.28 0| 0 0 0 547 6.46 0.95 66.49 0| 0 0 0 586 5.41 0.92 60.08 0| 0 0 0 703 4.76 0.89 57.59 0| 0 79 0 782 4.13 0.85 54.96 0| 0 199 0 860 3.54 0.80 52.35 0| 0 111 0 938 3.26 0.77 51.27 0| 0 85 0 977 2.44 0.68 47.43 0| 0 12 0 1100 2.03 0.62 45.77 0| 0 233 0 1172 1.87 0.59 44.92 0| 3,500 3,737 +3,437 1200 1.38 0.50 42.48 0| 0 283 0 1300 1.12 0.44 41.49 0| 0 3,225 0 1368 0.99 0.41 40.49 0| 0 2,831 0 1400 0.68 0.32 38.60 0| 191 8,832 +191 1500 0.52 0.26 37.45 0| 0 27,017 0 1563 0.19 0.13 34.00 0| 0 2,083 0 1759 0.08 0.06 32.90 0| 0 1,535 0 1954 0.03 0.03 32.40 0| 0 430 0 2150 0.01 0.01 31.81 0| 0 3,054 0 2345 0.01 0.00 33.50 0| 0 0 0 3127 Total 0| 3,691 53,746 +3,628 Indicative a-t-m Vol 44.10 Underlying Price 12.120 Time to expiry: 478 Days Dec 11 7.55 0.97 65.00 0| 0 0 0 469 6.53 0.94 62.09 0| 0 0 0 586 5.57 0.90 58.39 0| 0 0 0 703 4.95 0.86 55.82 0| 0 0 0 782 4.37 0.82 53.37 0| 0 0 0 860 3.82 0.78 51.07 0| 0 0 0 938 3.56 0.75 49.88 0| 0 0 0 977 2.40 0.62 44.93 0| 100 7,100 +100 1172 1.50 0.47 40.88 0| 80 8,030 +80 1368 1.04 0.37 38.53 0| 80 2,580 +80 1500 0.88 0.33 37.72 0| 380 18,080 +80 1563 0.78 0.31 37.07 0| 0 3,000 0 1600 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.47 0.21 35.30 0| 0 60,167 0 1759 0.37 0.18 33.50 0| 0 200 0 1800 0.17 0.10 30.60 0| 0 1,700 0 1954 0.08 0.06 30.00 0| 0 9,107 0 2150 0.05 0.04 30.60 0| 0 0 0 2345 0.02 0.01 31.00 0| 0 0 0 2736 0.01 0.01 32.00 0| 0 0 0 3127 Total 0| 640 109,964 +340 Indicative a-t-m Vol 44.98 Underlying Price 12.120 Time to expiry: 660 Days Jun 12 6.38 0.94 61.61 0| 0 0 0 600 4.85 0.85 56.00 0| 0 0 0 800 2.58 0.63 46.00 0| 0 80 0 1172 1.65 0.49 41.00 0| 0 0 0 1368 1.02 0.36 37.84 0| 0 0 0 1563 0.57 0.24 34.88 0| 0 0 0 1759 0.31 0.15 32.80 0| 0 0 0 1954 0.08 0.05 30.02 0| 0 0 0 2345 0.02 0.02 33.00 0| 0 0 0 3127 Total 0| 0 80 0 Indicative a-t-m Vol 42.75 Underlying Price 12.120 Time to expiry: 849 Days Dec 12 6.42 0.94 60.00 0| 0 0 0 600 4.92 0.84 53.85 0| 0 0 0 800 2.67 0.63 43.48 0| 0 0 0 1172 1.47 0.44 38.13 0| 0 132 0 1466 1.17 0.38 36.57 0| 0 3,500 0 1563 1.06 0.36 35.91 0| 0 5,000 0 1600 0.91 0.32 35.13 0| 0 2,001 0 1661 0.64 0.25 33.70 0| 0 8,500 0 1800 0.41 0.18 32.00 0| 0 6,502 0 1954 0.23 0.12 30.33 0| 0 12,500 0 2150 0.14 0.07 29.55 0| 0 9 0 2345 0.08 0.04 34.00 0| 0 0 0 3127 Total 0| 0 38,144 0 Indicative a-t-m Vol 42.20 Underlying Price 12.120 Time to expiry: 1031 Days Jun 13 6.33 0.96 60.42 0| 0 0 0 600 4.83 0.86 54.64 0| 0 0 0 800 2.46 0.62 42.43 0| 0 0 0 1200 1.65 0.49 38.61 0| 0 0 0 1400 1.06 0.36 35.91 0| 0 0 0 1600 0.41 0.18 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 41.82 Underlying Price 12.120 Time to expiry: 1213 Days Dec 13 6.35 0.95 60.00 0| 0 0 0 600 4.90 0.85 54.00 0| 0 0 0 800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.59 0.62 42.00 0| 0 6 0 1200 1.22 0.39 35.91 0| 0 0 0 1600 0.48 0.20 31.35 0| 0 0 0 2000 0.21 0.10 29.65 0| 0 0 0 2400 Total 0| 0 6 0 Indicative a-t-m Vol 42.79 Underlying Price 12.120 Time to expiry: 1577 Days Dec 14 6.25 0.98 60.29 0| 0 0 0 600 4.78 0.86 54.51 0| 0 0 0 800 2.63 0.63 43.00 0| 0 0 0 1200 1.27 0.40 35.91 0| 0 0 0 1600 0.56 0.22 31.59 0| 0 0 0 2000 0.27 0.13 30.07 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 3,682| 5,467 679,143 +4,504 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 80 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 46.69 Underlying Price 12.120 Time to expiry: 23 Days Sep 10 0.02 -0.03 69.00 0| 0 5,305 0 880 0.05 -0.06 61.15 0| 0 320 0 960 0.07 -0.08 62.84 0| 200 6,826 +102 977 0.22 -0.22 52.98 0| 100 2,592 0 1100 0.41 -0.37 48.26 0| 347 14,856 +347 1172 0.50 0.52 -0.44 47.10 0.50 0.50 4,001| 369 1,795 -5 1200 0.75 0.78 -0.58 45.41 0.75 0.74 10| 700 1,880 +546 1250 1.00 1.11 -0.71 44.25 1.00 1.00 5| 220 16,783 +131 1300 1.67 -0.84 44.44 0| 0 7,550 0 1368 1.95 -0.88 44.89 0| 0 810 0 1400 2.58 -0.94 47.25 0| 0 3,580 0 1466 2.91 -0.95 49.49 0| 0 27 0 1500 3.52 -0.98 47.02 0| 0 7,250 0 1563 4.48 4.49 -1.00 48.08 4.48 S 4.48 S 104| 0 637 0 1661 5.47 -1.00 49.24 0| 0 427 0 1759 5.88 -1.00 49.72 0| 0 15 0 1800 6.44 -1.00 50.36 0| 0 1 0 1856 6.88 -1.00 50.84 0| 0 0 0 1900 7.42 -1.00 51.39 0| 0 11 0 1954 8.40 -1.00 52.25 0| 0 175 0 2052 9.38 -1.00 52.89 0| 0 160 0 2150 11.33 -1.00 53.41 0| 0 0 0 2345 15.24 -1.00 51.00 0| 0 0 0 2736 Total 4,120| 1,936 71,000 +1,121 Indicative a-t-m Vol 46.09 Underlying Price 12.120 Time to expiry: 51 Days Oct 10 0.17 -0.12 57.69 0| 0 0 0 960 0.22 0.22 -0.15 55.35 0.22 0.22 130| 0 120 0 1000 0.43 -0.27 50.40 0| 56 240 +56 1100 0.77 0.78 -0.44 46.51 0.77 0.77 2| 100 8,671 +100 1200 1.03 -0.54 44.75 0| 0 240 0 1250 1.33 -0.63 43.40 0| 0 123 0 1300 1.68 -0.72 42.45 0| 0 170 0 1350 2.07 -0.80 41.67 0| 0 54 0 1400 2.50 -0.86 40.80 0| 0 100 0 1450 2.95 -0.91 40.45 0| 0 329 0 1500 3.41 -0.95 39.02 0| 0 0 0 1550 3.90 -0.96 39.65 0| 0 84 0 1600 4.88 -0.99 39.93 0| 0 120 0 1700 5.88 -1.00 41.00 0| 0 0 0 1800 Total 132| 156 10,251 +156 Indicative a-t-m Vol 46.30 Underlying Price 12.120 Time to expiry: 86 Days Nov 10 0.32 -0.16 56.21 0| 0 0 0 960 0.39 -0.19 54.20 0| 0 0 0 1000 0.61 0.64 -0.30 50.01 0.61 0.60 30| 0 120 0 1100 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.03 -0.43 46.67 0| 150 105 +50 1200 1.27 -0.51 45.10 0| 0 69 0 1250 1.55 -0.59 43.48 0| 95 95 +95 1300 2.23 -0.73 41.19 0| 0 0 0 1400 3.04 -0.84 39.43 0| 0 0 0 1500 3.94 -0.92 37.90 0| 0 0 0 1600 Total 30| 245 389 +145 Indicative a-t-m Vol 46.37 Underlying Price 12.120 Time to expiry: 114 Days Dec 10 0.03 -0.01 99.00 0| 0 0 0 391 0.04 -0.02 90.65 0| 0 10 0 469 0.07 -0.03 83.15 0| 0 269 0 547 0.08 -0.03 79.71 0| 0 375 0 586 0.10 -0.04 76.47 0| 0 180 0 625 0.13 -0.05 69.47 0| 0 350 0 703 0.19 -0.08 65.17 0| 0 3,785 0 782 0.29 -0.12 61.70 0| 0 1,203 0 860 0.40 -0.16 56.89 0| 0 1,285 0 938 0.47 -0.19 54.97 0| 80 2,370 0 977 0.72 -0.28 50.93 0| 308 27,599 +308 1075 1.10 1.07 -0.39 47.63 1.10 1.10 3,049| 100 12,154 +26 1172 1.70 -0.56 43.62 0| 0 13,439 0 1300 2.12 -0.65 41.93 0| 0 29,599 0 1368 3.12 -0.80 39.44 0| 0 16,333 0 1500 3.66 -0.86 38.56 0| 0 18,784 0 1563 3.99 -0.89 38.16 0| 0 0 0 1600 4.92 -0.94 36.96 0| 0 10,801 0 1700 5.49 -0.97 36.42 0| 0 5,793 0 1759 5.89 -0.98 36.09 0| 0 1,815 0 1800 6.88 -1.00 35.48 0| 0 3 0 1900 7.42 -1.00 35.25 0| 0 3,750 0 1954 9.38 -1.00 34.93 0| 0 1,097 0 2150 11.33 -1.00 35.29 0| 0 267 -65 2345 15.24 -1.00 37.61 0| 0 25 0 2736 19.15 -1.00 41.53 0| 0 0 0 3127 23.05 -1.00 46.57 0| 0 0 0 3517 26.96 -1.00 52.50 0| 0 0 0 3908 Total 3,049| 488 151,286 +269 Indicative a-t-m Vol 45.44 Underlying Price 12.120 Time to expiry: 205 Days Mar 11 0.56 -0.16 56.74 0| 0 4,287 0 880 0.74 -0.21 53.86 0| 100 636 0 960 0.85 -0.24 52.43 0| 0 3,159 0 1000 1.15 -0.32 48.65 0| 120 2,884 -111 1100 1.56 -0.42 45.77 0| 0 10,949 0 1200 2.05 -0.52 43.00 0| 0 120 0 1300 2.67 -0.62 40.96 0| 0 961 0 1400 3.36 -0.72 38.70 0| 0 4,129 0 1500 4.15 -0.81 37.07 0| 0 95 0 1600 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.00 -0.88 34.81 0| 0 160 0 1700 5.93 -0.93 33.92 0| 0 75 0 1800 6.90 -0.97 33.56 0| 0 0 0 1900 7.88 -0.99 33.17 0| 0 0 0 2000 9.88 -1.00 33.27 0| 0 0 0 2200 11.88 -1.00 34.50 0| 0 0 0 2400 Total 0| 220 27,455 -111 Indicative a-t-m Vol 44.62 Underlying Price 12.120 Time to expiry: 296 Days Jun 11 0.10 -0.02 75.00 0| 0 81 0 391 0.16 -0.04 71.77 0| 0 0 0 469 0.25 -0.06 68.28 0| 0 0 0 547 0.30 -0.07 66.49 0| 0 2,100 0 586 0.45 -0.11 60.08 0| 0 170 0 703 0.61 -0.15 57.59 0| 0 237 0 782 0.79 -0.19 54.96 0| 0 569 0 860 1.01 -0.24 52.35 0| 0 1,508 0 938 1.14 -0.27 51.27 0| 154 5,896 0 977 1.59 -0.36 47.43 0| 0 777 0 1100 1.92 -0.42 45.77 0| 0 22,960 0 1172 2.06 -0.45 44.92 0| 3,500 6,186 +1,750 1200 2.60 -0.54 42.48 0| 0 305 0 1300 3.03 -0.59 41.49 0| 0 5,596 0 1368 3.23 -0.62 40.49 0| 0 268 0 1400 3.93 -0.71 38.60 0| 0 109 0 1500 4.42 -0.76 37.45 0| 0 3,088 0 1563 5.98 6.06 -0.88 34.00 5.98 S 5.98 S 104| 0 172 0 1759 7.89 -0.95 32.90 0| 0 181 0 1954 9.79 -0.98 32.40 0| 0 190 0 2150 11.71 -0.99 31.81 0| 0 163 0 2345 19.46 -1.00 33.50 0| 0 43 0 3127 Total 104| 3,654 50,599 +1,750 Indicative a-t-m Vol 44.10 Underlying Price 12.120 Time to expiry: 478 Days Dec 11 0.27 -0.05 65.00 0| 0 0 0 469 0.49 -0.09 62.09 0| 0 0 0 586 0.74 -0.13 58.39 0| 0 0 0 703 0.93 -0.17 55.82 0| 0 80 0 782 1.16 -0.21 53.37 0| 0 160 0 860 1.40 -0.25 51.07 0| 0 362 0 938 1.54 -0.27 49.88 0| 0 10,758 0 977 2.34 -0.40 44.93 3,000| 100 4,127 +100 1172 3.41 -0.54 40.88 0| 0 17,508 0 1368 4.27 -0.64 38.53 0| 0 0 0 1500 4.73 -0.68 37.72 0| 0 19,252 0 1563 5.00 -0.71 37.07 0| 0 0 0 1600 6.28 -0.80 35.30 0| 0 750 0 1759 6.59 -0.83 33.50 0| 0 0 0 1800 7.93 -0.91 30.60 0| 0 1 0 1954 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.80 -0.96 30.00 0| 0 38 0 2150 11.71 -0.97 30.60 0| 0 0 0 2345 15.56 -0.99 31.00 0| 0 0 0 2736 19.43 -1.00 32.00 0| 0 0 0 3127 Total 3,000| 100 53,036 +100 Indicative a-t-m Vol 44.98 Underlying Price 12.120 Time to expiry: 660 Days Jun 12 0.86 -0.13 61.61 0| 0 0 0 600 1.50 -0.21 56.00 0| 0 0 0 800 3.09 -0.42 46.00 0| 0 0 0 1172 4.16 -0.55 41.00 0| 0 4 0 1368 5.50 -0.67 37.84 0| 0 0 0 1563 7.02 -0.78 34.88 0| 0 0 0 1759 8.69 -0.86 32.80 0| 0 0 0 1954 12.31 -0.96 30.02 0| 0 0 0 2345 19.91 -0.98 33.00 0| 0 0 0 3127 Total 0| 0 4 0 Indicative a-t-m Vol 42.75 Underlying Price 12.120 Time to expiry: 849 Days Dec 12 1.03 -0.13 60.00 0| 0 0 0 600 1.69 -0.21 53.85 0| 0 0 0 800 3.23 -0.41 43.48 0| 0 1 0 1172 4.97 -0.58 38.13 0| 0 0 0 1466 5.63 -0.64 36.57 0| 0 16 0 1563 5.89 -0.66 35.91 0| 0 5,000 0 1600 6.34 -0.70 35.13 0| 0 1,000 0 1661 7.45 -0.77 33.70 0| 0 0 0 1800 8.74 -0.83 32.00 0| 0 3,026 0 1954 10.49 -0.90 30.33 0| 0 0 0 2150 12.31 -0.93 29.55 0| 0 0 0 2345 19.89 -0.97 34.00 0| 0 5 0 3127 Total 0| 0 9,048 0 Indicative a-t-m Vol 42.20 Underlying Price 12.120 Time to expiry: 1031 Days Jun 13 1.36 -0.15 60.42 0| 0 0 0 600 2.12 -0.23 54.64 0| 0 0 0 800 3.90 -0.45 42.43 0| 0 0 0 1200 5.09 -0.56 38.61 0| 0 0 0 1400 6.49 -0.67 35.91 0| 0 0 0 1600 9.74 -0.84 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 41.82 Underlying Price 12.120 Time to expiry: 1213 Days Dec 13 1.51 -0.15 60.00 0| 0 0 0 600 2.28 -0.23 54.00 0| 0 0 0 800 4.04 -0.43 42.00 0| 0 0 0 1200 6.61 -0.64 35.91 0| 0 0 0 1600 9.74 -0.82 31.35 0| 0 0 0 2000 13.30 -0.91 29.65 0| 0 38 0 2400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 84 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 38 0 Indicative a-t-m Vol 42.79 Underlying Price 12.120 Time to expiry: 1577 Days Dec 14 1.93 -0.16 60.29 0| 0 0 0 600 2.81 -0.23 54.51 0| 0 0 0 800 4.69 -0.42 43.00 0| 0 0 0 1200 7.18 -0.63 35.91 0| 0 0 0 1600 10.25 -0.79 31.59 0| 0 0 0 2000 13.71 -0.88 30.07 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 10,435| 6,799 373,106 +3,430 Grand Total 14,117| 12,266 1,052,249 +7,934 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 85 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 46.69 Underlying Price 12.120 Time to expiry: 23 Days Sep 10 3.35 0.97 69.00 0| 0 0 0 880 2.78 0.95 63.50 0| 0 0 0 938 2.57 0.94 61.15 0| 0 0 0 960 2.43 0.92 62.84 0| 0 0 0 977 1.34 0.78 52.98 0| 0 0 0 1100 0.81 0.63 48.26 0| 0 0 0 1172 0.65 0.56 47.10 0| 0 0 0 1200 0.40 0.42 45.41 0| 0 0 0 1250 0.23 0.29 44.25 0| 0 0 0 1300 0.11 0.16 44.44 0| 0 4 0 1368 0.08 0.12 44.89 0| 0 600 0 1400 0.04 0.07 47.25 0| 0 6,551 0 1466 0.03 0.05 49.49 0| 0 0 0 1500 0.01 0.02 47.02 0| 0 43,910 0 1563 0.01 0.01 48.08 0| 0 3,831 0 1661 0.01 0.00 49.24 0| 0 25,418 0 1759 0.01 0.00 49.72 0| 0 34,000 0 1800 0.01 0.00 50.36 0| 0 3,568 0 1856 0.01 0.00 50.84 0| 0 0 0 1900 0.01 0.00 51.39 0| 0 1,117 0 1954 0.01 0.00 52.25 0| 0 857 0 2052 0.01 0.00 52.89 0| 0 1,322 0 2150 0.01 0.00 53.41 0| 0 707 0 2345 0.01 0.00 51.00 0| 0 0 0 2736 0.01 0.00 49.20 0| 0 0 0 2876 0.01 0.00 44.36 0| 0 0 0 3127 Total 0| 0 121,885 0 Indicative a-t-m Vol 45.56 Underlying Price 12.120 Time to expiry: 205 Days Mar 11 5.37 0.92 61.57 0| 0 0 0 703 4.70 0.89 59.69 0| 0 0 0 782 4.07 0.85 57.27 0| 0 0 0 860 3.47 0.80 54.61 0| 0 0 0 938 3.19 0.77 53.25 0| 0 0 0 977 2.33 0.68 48.65 0| 0 0 0 1100 1.90 0.61 46.73 0| 0 0 0 1172 1.23 0.48 43.00 0| 0 500 0 1300 0.95 0.41 41.29 0| 0 0 0 1368 0.54 0.28 38.70 0| 0 0 0 1500 0.39 0.23 37.27 0| 0 0 0 1563 0.18 0.13 34.81 0| 0 2,500 0 1700 0.13 0.10 34.64 0| 0 3,816 0 1759 0.10 0.08 33.92 0| 0 3,975 0 1800 0.06 0.05 33.56 0| 0 30 0 1900 0.04 0.04 33.31 0| 0 110 0 1954 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 33.14 0| 0 0 0 2150 0.01 0.01 34.00 0| 0 0 0 2345 0.01 0.00 38.30 0| 0 0 0 2736 0.01 0.00 45.39 0| 0 0 0 3127 Total 0| 0 10,931 0 Indicative a-t-m Vol 45.71 Underlying Price 12.120 Time to expiry: 387 Days Sep 11 7.14 0.96 65.69 0| 0 0 0 469 6.08 0.91 64.40 0| 0 0 0 600 5.30 0.87 61.93 0| 0 0 0 703 4.75 0.83 60.61 0| 0 0 0 782 4.18 0.79 57.51 0| 0 0 0 860 3.66 0.75 55.08 0| 0 0 0 938 3.40 0.73 53.54 0| 0 0 0 977 2.20 0.60 46.69 0| 0 0 0 1172 1.31 0.44 41.91 0| 0 0 0 1368 0.62 0.28 36.30 0| 0 50 0 1563 0.28 0.16 33.43 0| 0 0 0 1759 0.13 0.08 32.32 0| 0 0 0 1954 0.04 0.03 30.11 0| 0 0 0 2150 0.03 0.02 31.00 0| 0 0 0 2345 0.01 0.00 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 45.10 Underlying Price 12.120 Time to expiry: 569 Days Mar 12 6.35 0.90 62.64 0| 0 0 0 600 5.08 0.83 57.90 0| 0 0 0 782 4.52 0.79 54.79 0| 0 0 0 860 4.01 0.75 52.35 0| 0 0 0 938 3.75 0.73 50.80 0| 0 0 0 977 2.66 0.62 46.13 0| 0 0 0 1172 1.72 0.49 41.07 0| 0 0 0 1368 1.01 0.35 36.84 0| 0 0 0 1563 0.58 0.24 34.55 0| 0 0 0 1759 0.32 0.15 32.71 0| 0 0 0 1954 0.09 0.06 30.85 0| 0 0 0 2345 0.03 0.02 29.67 0| 0 0 0 2736 0.01 0.00 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 40.02 Underlying Price 12.120 Time to expiry: 758 Days Sep 12 5.44 0.89 48.73 0| 0 0 0 600 4.24 0.80 46.50 0| 0 0 0 782 2.21 0.57 40.55 0| 0 0 0 1172 1.39 0.43 37.54 0| 0 0 0 1400 0.95 0.34 35.60 0| 0 0 0 1563 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.58 0.24 33.79 0| 0 0 0 1759 0.34 0.16 32.09 0| 0 0 0 1954 0.11 0.06 30.27 0| 0 0 0 2345 0.01 0.01 28.40 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.99 Underlying Price 12.120 Time to expiry: 933 Days Mar 13 5.55 0.89 46.02 0| 0 0 0 600 4.46 0.80 45.52 0| 0 0 0 782 2.51 0.60 40.51 0| 0 0 0 1172 1.67 0.47 37.53 0| 0 0 0 1400 1.21 0.38 35.73 0| 0 0 0 1563 0.70 0.26 33.25 0| 0 0 0 1800 0.47 0.20 31.79 0| 0 0 0 1954 0.18 0.09 29.67 0| 0 0 0 2345 0.02 0.02 27.64 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.58 Underlying Price 12.120 Time to expiry: 1122 Days Sep 13 5.00 0.86 47.21 0| 0 0 0 600 3.99 0.77 45.37 0| 0 0 0 782 2.25 0.57 40.06 0| 0 0 0 1172 1.09 0.36 35.40 0| 0 0 0 1563 0.47 0.20 32.12 0| 0 0 0 1954 0.19 0.10 29.96 0| 0 0 0 2345 0.03 0.02 27.72 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.55 Underlying Price 12.120 Time to expiry: 1304 Days Mar 14 5.15 0.86 46.37 0| 0 0 0 600 4.21 0.78 45.11 0| 0 0 0 782 2.49 0.59 39.97 0| 0 0 0 1172 1.35 0.40 35.91 0| 0 0 0 1563 0.62 0.23 32.14 0| 0 0 0 1954 0.27 0.12 29.68 0| 0 0 0 2345 0.05 0.03 27.24 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.54 Underlying Price 12.120 Time to expiry: 1486 Days Sep 14 4.51 0.83 45.79 0| 0 0 0 600 3.69 0.75 44.78 0| 0 1 0 782 2.19 0.56 39.96 0| 0 0 0 1172 1.17 0.38 35.90 0| 0 0 0 1563 0.54 0.22 32.13 0| 0 0 0 1954 0.23 0.11 29.67 0| 0 0 0 2345 0.04 0.03 26.92 0| 0 0 0 3127 Total 0| 0 1 0 Indicative a-t-m Vol 39.20 Underlying Price 12.120 Time to expiry: 1668 Days Mar 15 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.69 0.84 46.10 0| 0 0 0 600 3.79 0.75 44.21 0| 0 0 0 800 2.29 0.57 39.33 0| 0 0 0 1200 1.24 0.39 35.02 0| 0 0 0 1600 0.60 0.23 31.59 0| 0 0 0 2000 0.26 0.12 28.91 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 132,917 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 European (CS9) Indicative a-t-m Vol 46.69 Underlying Price 12.120 Time to expiry: 23 Days Sep 10 0.02 -0.03 69.00 0| 0 0 0 880 0.04 -0.05 63.50 0| 0 0 0 938 0.05 -0.06 61.15 0| 0 0 0 960 0.07 -0.08 62.84 0| 0 225 0 977 0.22 -0.22 52.98 0| 0 0 0 1100 0.41 -0.37 48.26 0| 0 450 0 1172 0.52 -0.44 47.10 0| 0 0 0 1200 0.78 -0.58 45.41 0| 0 0 0 1250 1.11 -0.71 44.25 0| 0 763 0 1300 1.67 -0.84 44.44 0| 0 2,156 0 1368 1.95 -0.88 44.89 0| 0 0 0 1400 2.58 -0.93 47.25 0| 0 9,367 0 1466 2.91 -0.95 49.49 0| 0 0 0 1500 3.52 -0.98 47.02 0| 0 40,002 0 1563 4.49 -0.99 48.08 0| 0 1,350 0 1661 5.47 -1.00 49.24 0| 0 25,040 0 1759 5.88 -1.00 49.72 0| 0 30,002 0 1800 6.43 -1.00 50.36 0| 0 2,400 0 1856 6.87 -1.00 50.84 0| 0 0 0 1900 7.41 -1.00 51.39 0| 0 420 0 1954 8.39 -1.00 52.25 0| 0 30 0 2052 9.37 -1.00 52.89 0| 0 0 0 2150 11.32 -1.00 53.41 0| 0 250 0 2345 15.23 -1.00 51.00 0| 0 1 0 2736 16.63 -1.00 49.20 0| 0 21 0 2876 19.14 -1.00 44.36 0| 0 50 0 3127 Total 0| 0 112,527 0 Indicative a-t-m Vol 45.56 Underlying Price 12.120 Time to expiry: 205 Days Mar 11 0.24 -0.08 61.57 0| 0 1 0 703 0.36 -0.11 59.69 0| 0 0 0 782 0.51 -0.15 57.27 0| 0 0 0 860 0.68 -0.20 54.61 0| 0 817 0 938 0.78 -0.23 53.25 0| 0 0 0 977 1.15 -0.32 48.65 0| 0 50 0 1100 1.44 -0.39 46.73 0| 0 225 0 1172 2.04 -0.52 43.00 0| 0 601 0 1300 2.43 -0.59 41.29 0| 0 690 0 1368 3.34 -0.72 38.70 0| 0 2,700 0 1500 3.82 -0.77 37.27 0| 0 4,650 0 1563 4.97 -0.87 34.81 0| 0 0 0 1700 5.51 -0.90 34.64 0| 0 1,260 0 1759 5.89 -0.92 33.92 0| 0 0 0 1800 6.84 -0.95 33.56 0| 0 0 0 1900 7.36 -0.96 33.31 0| 0 0 0 1954 9.28 -0.98 33.14 0| 0 0 0 2150 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.21 -0.99 34.00 0| 0 0 0 2345 15.10 -1.00 38.30 0| 0 0 0 2736 18.99 -1.00 45.39 0| 0 0 0 3127 Total 0| 0 10,994 0 Indicative a-t-m Vol 45.71 Underlying Price 12.120 Time to expiry: 387 Days Sep 11 0.19 -0.04 65.69 0| 0 0 0 469 0.43 -0.09 64.40 0| 0 0 0 600 0.67 -0.13 61.93 0| 0 0 0 703 0.90 -0.17 60.61 0| 0 0 0 782 1.10 -0.21 57.51 0| 0 0 0 860 1.35 -0.25 55.08 0| 0 0 0 938 1.47 -0.27 53.54 0| 0 0 0 977 2.05 2.20 -0.40 46.69 2.05 2.05 1,000| 0 0 0 1172 3.24 -0.56 41.91 0| 0 0 0 1368 4.49 -0.72 36.30 0| 0 0 0 1563 6.08 -0.84 33.43 0| 0 2,400 0 1759 7.86 -0.92 32.32 0| 0 0 0 1954 9.70 -0.97 30.11 0| 0 0 0 2150 11.61 -0.98 31.00 0| 0 0 0 2345 15.45 -1.00 29.67 0| 0 0 0 2736 19.31 -1.00 27.90 0| 0 0 0 3127 Total 1,000| 0 2,400 0 Indicative a-t-m Vol 45.10 Underlying Price 12.120 Time to expiry: 569 Days Mar 12 0.66 -0.10 62.64 0| 0 0 0 600 1.17 -0.17 57.90 0| 0 0 0 782 1.38 -0.21 54.79 0| 0 0 0 860 1.64 -0.25 52.35 0| 0 0 0 938 1.75 -0.27 50.80 0| 0 0 0 977 2.57 -0.38 46.13 0| 0 0 0 1172 3.56 -0.51 41.07 0| 0 0 0 1368 4.76 -0.65 36.84 0| 0 0 0 1563 6.25 -0.76 34.55 0| 0 0 0 1759 7.90 -0.85 32.71 0| 0 70 0 1954 11.51 -0.94 30.85 0| 0 0 0 2345 15.28 -0.98 29.67 0| 0 0 0 2736 19.09 -1.00 28.08 0| 0 50 0 3127 22.91 -1.00 27.42 0| 0 0 0 3517 Total 0| 0 120 0 Indicative a-t-m Vol 40.02 Underlying Price 12.120 Time to expiry: 758 Days Sep 12 0.57 -0.11 48.73 0| 0 0 0 600 1.15 -0.20 46.50 0| 0 0 0 782 2.90 -0.43 40.55 0| 0 0 0 1172 4.30 -0.57 37.54 0| 0 0 0 1400 5.44 -0.66 35.60 0| 0 0 0 1563 6.97 -0.76 33.79 0| 0 0 0 1759 8.63 -0.84 32.09 0| 0 14,000 0 1954 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.20 -0.94 30.27 0| 0 0 0 2345 19.70 -0.99 28.40 0| 0 0 0 3127 Total 0| 0 14,000 0 Indicative a-t-m Vol 39.99 Underlying Price 12.120 Time to expiry: 933 Days Mar 13 0.62 -0.11 46.02 0| 0 0 0 600 1.28 -0.20 45.52 0| 0 0 0 782 3.10 -0.40 40.51 0| 0 0 0 1172 4.44 -0.53 37.53 0| 0 0 0 1400 5.55 -0.62 35.73 0| 0 0 0 1563 7.32 -0.74 33.25 0| 0 0 0 1800 8.58 -0.80 31.79 0| 0 0 0 1954 12.05 -0.91 29.67 0| 0 0 0 2345 19.42 -0.98 27.64 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.58 Underlying Price 12.120 Time to expiry: 1122 Days Sep 13 0.91 -0.14 47.21 0| 0 0 0 600 1.64 -0.23 45.37 0| 0 0 0 782 3.60 -0.43 40.06 0| 0 0 0 1172 6.17 -0.64 35.40 0| 0 0 0 1563 9.26 -0.80 32.12 0| 0 0 0 1954 12.70 -0.90 29.96 0| 0 0 0 2345 19.98 -0.98 27.72 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.55 Underlying Price 12.120 Time to expiry: 1304 Days Mar 14 0.99 -0.14 46.37 0| 0 0 0 600 1.76 -0.22 45.11 0| 0 0 0 782 3.70 -0.41 39.97 0| 0 0 0 1172 6.23 -0.60 35.91 0| 0 0 0 1563 9.18 -0.77 32.14 0| 0 0 0 1954 12.49 -0.88 29.68 0| 0 0 0 2345 19.62 -0.97 27.24 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.54 Underlying Price 12.120 Time to expiry: 1486 Days Sep 14 1.20 -0.17 45.79 0| 0 0 0 600 2.07 -0.25 44.78 0| 0 0 0 782 4.18 -0.44 39.96 0| 0 0 0 1172 6.79 -0.62 35.90 0| 0 0 0 1563 9.78 -0.78 32.13 0| 0 0 0 1954 13.09 -0.89 29.67 0| 0 0 0 2345 20.15 -0.97 26.92 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.20 Underlying Price 12.120 Time to expiry: 1668 Days Mar 15 1.29 -0.16 46.10 0| 0 0 0 600 2.22 -0.25 44.21 0| 0 0 0 800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.37 -0.43 39.33 0| 0 0 0 1200 6.97 -0.61 35.02 0| 0 0 0 1600 9.98 -0.77 31.59 0| 0 0 0 2000 13.29 -0.88 28.91 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 1,000| 0 140,041 0 Grand Total 1,000| 0 272,958 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | BNP Paribas (100) (BN1) Indicative a-t-m Vol 45.26 Underlying Price 49.165 Time to expiry: 23 Days Sep 10 21.18 1.00 81.00 0| 0 0 0 2800 18.19 0.99 76.15 0| 0 9 0 3100 13.27 0.97 66.78 0| 0 2 0 3600 11.33 0.95 63.17 0| 0 0 0 3800 10.52 0.94 63.17 0| 0 0 0 3888 9.48 0.92 61.56 0| 0 0 0 4000 6.98 0.85 55.76 0| 0 101 0 4276 5.91 0.81 53.49 0| 0 1,050 0 4400 5.11 0.77 51.78 0| 0 132 0 4500 4.33 0.72 49.86 0| 0 31 0 4600 3.87 0.69 49.28 0| 30 4,300 0 4665 2.96 0.60 47.11 0| 50 405 +48 4800 2.36 0.54 45.38 0| 0 1,010 0 4900 1.63 0.43 44.28 0| 0 7,545 0 5054 1.12 1.06 0.32 42.31 1.12 Q 1.12 Q 485| 153 706 0 5200 0.42 0.47 0.18 40.67 0.44 0.42 825| 7 5,392 +7 5443 0.26 0.25 0.11 39.54 0.26 0.26 75| 500 11,219 +500 5600 0.12 0.11 0.05 39.95 0.12 0.10 99| 5 7,095 -5 5831 0.07 0.03 41.24 0| 0 4,662 0 6000 0.01 0.01 36.70 0| 0 1,781 0 6220 0.01 0.00 36.06 0| 0 276 0 6400 0.01 0.00 35.23 0| 0 0 0 6800 0.01 0.00 35.10 0| 0 471 0 6998 0.01 0.00 36.29 0| 0 410 0 7775 0.01 0.00 41.00 0| 0 80 0 8800 Total 1,484| 745 46,677 +550 Indicative a-t-m Vol 44.19 Underlying Price 49.165 Time to expiry: 51 Days Oct 10 9.99 0.86 56.66 0| 0 0 0 4000 8.31 0.81 53.92 0| 0 0 0 4200 6.69 0.75 50.67 0| 0 0 0 4400 7.20 5.96 0.71 49.44 7.20 6.00 42| 0 24 0 4500 5.25 0.68 48.24 0| 0 50 0 4600 4.56 0.63 46.71 0| 0 0 0 4700 3.94 0.59 45.61 0| 0 25 0 4800 3.34 0.54 44.35 0| 0 50 0 4900 2.84 0.49 43.40 0| 20 102 0 5000 1.77 1.93 0.39 41.41 1.97 1.77 109| 4 821 0 5200 1.23 0.29 39.52 0| 37 89 +37 5400 0.75 0.20 38.18 0| 30 225 0 5600 0.42 0.13 36.91 0| 0 110 0 5800 0.24 0.08 36.23 0| 125 1,047 +86 6000 0.09 0.05 0.02 34.13 0.09 0.09 4| 0 298 0 6400 0.01 0.01 33.00 0| 0 79 0 6800 Total 155| 216 2,920 +123 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 94 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 44.75 Underlying Price 49.165 Time to expiry: 86 Days Nov 10 7.64 0.72 50.77 0| 0 0 0 4400 6.25 0.66 48.40 0| 0 0 0 4600 4.98 0.59 46.12 0| 0 0 0 4800 4.38 0.55 45.00 0| 0 0 0 4900 3.81 0.51 43.50 0| 0 0 0 5000 2.88 0.43 41.94 0| 0 0 0 5200 2.09 0.35 40.26 0| 0 0 0 5400 1.82 1.45 0.28 38.70 1.82 S 1.82 S 20| 0 63 0 5600 0.63 0.15 36.28 0| 101 128 +101 6000 0.22 0.07 34.00 0| 0 0 0 6400 Total 20| 101 191 +101 Indicative a-t-m Vol 43.54 Underlying Price 49.165 Time to expiry: 114 Days Dec 10 33.65 1.00 86.00 0| 0 0 0 1555 29.86 0.99 85.15 0| 0 0 0 1944 28.01 0.98 83.99 0| 0 50 0 2138 26.14 0.97 80.09 0| 0 0 0 2333 22.45 0.95 72.83 0| 0 0 0 2721 18.82 0.92 65.93 0| 0 25 0 3110 15.36 0.88 60.70 0| 0 0 0 3499 12.06 0.82 55.25 0| 0 75 0 3888 11.13 0.80 53.50 0| 0 18 0 4000 9.01 0.74 50.34 0| 0 2,960 0 4276 8.12 0.71 49.17 0| 0 2,810 0 4400 6.31 0.63 46.15 0| 0 9,583 0 4665 5.13 0.57 44.10 0| 0 5,983 0 4860 4.36 0.52 42.73 1,500| 0 5,322 0 5000 3.38 0.45 41.05 0| 0 2,301 0 5200 2.39 0.36 39.11 0| 0 14,086 0 5443 1.29 0.24 37.03 0| 0 22,925 0 5831 0.93 0.19 35.88 0| 5 4,572 -5 6000 0.60 0.13 34.83 0| 0 8,941 0 6220 0.40 0.10 33.93 0| 0 3,216 0 6400 0.17 0.05 33.03 0| 0 4,585 0 6803 0.07 0.02 32.30 0| 0 419 0 7200 0.02 0.01 31.95 0| 0 3,641 0 7775 0.01 0.00 33.07 0| 0 2,945 0 8747 0.01 0.00 36.00 0| 0 240 0 9719 Total 1,500| 5 94,697 -5 Indicative a-t-m Vol 42.83 Underlying Price 49.165 Time to expiry: 205 Days Mar 11 22.24 0.92 64.22 0| 0 0 0 2800 18.74 0.89 59.14 0| 0 0 0 3200 15.42 0.84 54.71 0| 0 0 0 3600 12.30 0.77 50.56 0| 0 0 0 4000 10.83 0.73 48.62 0| 0 25 0 4200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.46 0.69 46.79 0| 0 126 0 4400 8.17 0.65 45.32 0| 0 225 0 4600 6.98 0.60 43.61 0| 0 133 0 4800 4.90 0.49 40.95 0| 500 2,039 +500 5200 3.25 0.38 38.37 0| 10 6,963 +10 5600 2.02 0.28 36.22 0| 0 1,229 0 6000 1.19 1.16 0.19 34.33 1.19 1.19 137| 15 2,883 0 6400 0.40 0.33 0.07 31.76 0.40 0.40 10| 0 2,695 0 7200 0.08 0.02 29.95 0| 0 289 0 8000 0.02 0.01 29.00 0| 0 369 0 8800 Total 147| 525 16,976 +510 Indicative a-t-m Vol 41.95 Underlying Price 49.165 Time to expiry: 296 Days Jun 11 30.08 0.97 69.00 0| 0 0 0 1944 28.29 0.97 66.76 0| 0 0 0 2138 26.49 0.95 64.32 0| 0 0 0 2333 23.05 0.93 60.42 0| 0 0 0 2721 19.69 0.89 56.06 0| 0 0 0 3110 16.53 0.84 52.50 0| 0 0 0 3499 13.52 0.79 48.87 0| 0 250 0 3888 10.81 0.72 45.92 0| 0 0 0 4276 10.04 0.69 45.35 0| 0 350 0 4400 8.43 0.63 43.52 0| 0 152 0 4665 7.66 0.60 42.71 0| 0 0 0 4800 5.60 0.51 40.12 0| 750 900 +675 5200 4.51 0.45 38.58 0| 75 3,055 0 5443 3.09 0.35 36.48 0| 0 2,625 0 5831 2.54 0.31 35.29 0| 0 250 0 6000 2.04 0.27 34.75 0| 0 1,483 0 6220 0.80 0.13 32.24 0| 50 753 +50 6998 0.26 0.05 30.24 0| 0 1,231 0 7775 Total 0| 875 11,049 +725 Indicative a-t-m Vol 41.67 Underlying Price 49.165 Time to expiry: 478 Days Dec 11 28.74 0.95 66.00 0| 0 0 0 2138 27.03 0.93 63.51 0| 0 0 0 2333 23.79 0.90 59.54 0| 0 0 0 2721 20.66 0.86 55.38 0| 0 0 0 3110 17.70 0.82 51.87 0| 0 0 0 3499 14.85 0.76 48.29 0| 0 4 0 3888 12.26 0.70 45.38 0| 0 1,000 0 4276 9.99 0.63 42.94 0| 0 5,250 0 4665 6.28 0.49 39.01 1,500| 0 510 0 5443 5.68 0.46 38.52 3,500| 0 0 0 5600 4.81 0.41 37.29 0| 0 1,950 0 5831 4.21 0.38 36.45 0| 0 1,000 0 6000 2.25 0.25 33.85 0| 0 4,175 0 6803 1.00 0.13 32.00 0| 0 227 0 7775 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.51 0.07 32.00 0| 0 150 0 8747 Total 5,000| 0 14,266 0 Indicative a-t-m Vol 39.83 Underlying Price 49.165 Time to expiry: 660 Days Jun 12 26.59 0.93 60.57 0| 0 0 0 2400 20.88 0.86 52.67 0| 0 0 0 3110 15.26 0.76 46.03 0| 0 0 0 3888 12.80 0.70 43.37 0| 0 0 0 4276 10.57 0.64 41.09 0| 0 0 0 4665 6.83 0.50 37.19 0| 0 0 0 5443 5.30 0.43 35.33 0| 0 0 0 5831 1.21 0.15 29.87 0| 0 0 0 7775 Total 0| 0 0 0 Indicative a-t-m Vol 39.87 Underlying Price 49.165 Time to expiry: 849 Days Dec 12 27.42 0.92 59.48 0| 0 0 0 2333 21.50 0.85 52.00 0| 0 0 0 3110 16.16 0.75 45.88 0| 0 0 0 3888 13.14 0.68 42.82 0| 0 0 0 4400 11.63 0.65 41.06 0| 0 0 0 4665 6.41 0.46 35.56 0| 0 2,550 0 5831 2.51 0.25 30.82 0| 0 4,000 0 7289 1.84 0.19 30.00 0| 0 10 0 7775 Total 0| 0 6,560 0 Indicative a-t-m Vol 39.82 Underlying Price 49.165 Time to expiry: 1031 Days Jun 13 20.99 0.84 51.45 0| 0 0 0 3200 15.90 0.74 45.63 0| 0 0 0 4000 13.52 0.69 42.92 0| 0 0 0 4400 11.36 0.63 40.42 0| 0 0 0 4800 7.69 0.51 36.32 0| 0 0 0 5600 6.20 0.45 34.61 0| 0 0 0 6000 2.00 0.20 30.14 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.95 Underlying Price 49.165 Time to expiry: 1213 Days Dec 13 27.60 0.92 59.34 0| 0 0 0 2333 22.17 0.84 52.50 0| 0 0 0 3110 17.24 0.76 46.44 0| 0 0 0 3888 12.82 0.66 41.15 0| 0 500 0 4665 7.67 0.49 35.61 0| 0 0 0 5831 2.79 0.25 30.19 0| 0 0 0 7775 0.38 0.05 27.80 0| 0 0 0 12000 Total 0| 0 500 0 Indicative a-t-m Vol 40.09 Underlying Price 49.165 Time to expiry: 1577 Days Dec 14 27.11 0.92 58.86 0| 0 0 0 2400 21.89 0.84 51.85 0| 0 0 0 3200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.52 0.75 43.40 0| 0 0 0 4000 12.94 0.65 40.65 0| 0 0 0 4800 7.94 0.50 34.95 0| 0 0 0 6000 3.09 0.27 29.48 0| 0 0 0 8000 0.77 0.09 28.57 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 8,306| 2,467 193,836 +2,004 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 98 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | BNP Paribas (100) (BN1) Indicative a-t-m Vol 45.26 Underlying Price 49.165 Time to expiry: 23 Days Sep 10 0.01 0.00 81.00 0| 0 206 0 2800 0.02 -0.01 76.15 0| 0 1,455 0 3100 0.10 -0.03 66.78 0| 0 4,935 0 3600 0.16 0.17 -0.05 63.17 0.16 0.16 18| 16 247 +16 3800 0.20 0.23 -0.06 63.17 0.20 0.20 32| 0 682 0 3888 0.32 -0.08 61.56 0| 0 803 0 4000 0.57 0.57 -0.15 55.76 0.57 0.57 114| 71 3,265 +8 4276 0.75 -0.19 53.49 0| 125 5,377 -31 4400 0.81 0.95 -0.23 51.78 0.81 0.81 75| 0 362 0 4500 1.18 -0.28 49.86 0| 117 694 +100 4600 1.16 1.37 -0.32 49.28 1.16 1.16 75| 145 4,506 +49 4665 1.47 1.81 -0.40 47.11 1.47 1.47 34| 0 3,401 0 4800 1.80 2.21 -0.47 45.38 2.63 1.60 92| 0 1,978 0 4900 3.03 -0.58 44.28 0| 500 4,583 +500 5054 3.92 -0.68 42.31 0| 1 4,391 0 5200 5.76 -0.82 40.67 0| 0 3,232 0 5443 7.20 7.12 -0.89 39.54 7.20 7.18 291| 0 1,348 0 5600 7.90 9.29 -0.95 39.95 7.90 7.90 6| 0 63 0 5831 10.93 -0.97 41.24 0| 0 3 0 6000 13.08 -0.99 36.70 0| 0 41 0 6220 14.87 -1.00 36.06 0| 0 0 0 6400 18.87 -1.00 35.23 0| 0 0 0 6800 20.85 -1.00 35.10 0| 0 0 0 6998 28.61 -1.00 36.29 0| 0 0 0 7775 38.86 -1.00 41.00 0| 0 3 0 8800 Total 737| 975 41,575 +642 Indicative a-t-m Vol 44.19 Underlying Price 49.165 Time to expiry: 51 Days Oct 10 0.84 -0.14 56.66 0| 150 835 +75 4000 0.88 1.16 -0.19 53.92 1.17 0.88 133| 105 1,066 +41 4200 1.55 -0.25 50.67 0| 175 2,744 +20 4400 1.81 -0.29 49.44 0| 0 2,266 0 4500 2.20 2.10 -0.32 48.24 2.20 2.13 2,081| 0 2,694 0 4600 2.40 2.41 -0.37 46.71 2.40 2.40 20| 0 243 0 4700 2.62 2.79 -0.41 45.61 2.62 2.62 75| 75 274 0 4800 3.01 3.19 -0.46 44.35 3.01 3.01 75| 0 176 0 4900 3.69 -0.51 43.40 0| 0 122 0 5000 4.78 -0.61 41.41 0| 0 267 0 5200 5.03 6.08 -0.71 39.52 5.03 5.03 21| 0 37 0 5400 7.60 -0.80 38.18 0| 0 3 0 5600 9.27 -0.87 36.91 0| 0 0 0 5800 11.09 -0.92 36.23 0| 0 20 0 6000 14.91 -0.98 34.13 0| 0 0 0 6400 18.87 -1.00 33.00 0| 0 0 0 6800