Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 32.36 Underlying Price 38.085 Time to expiry: 22 Days Sep 10 14.09 1.00 65.00 0| 0 0 0 2400 10.11 0.99 53.18 0| 0 0 0 2800 8.13 0.98 47.72 0| 0 0 0 3000 6.18 0.95 42.88 0| 0 0 0 3200 4.44 4.32 0.88 39.77 4.44 4.44 2| 0 72 0 3400 2.43 2.59 0.76 34.47 2.57 2.43 58| 30 119 +30 3600 1.28 0.53 32.43 0| 0 152 0 3800 0.49 0.28 31.07 0| 0 100 0 4000 0.16 0.11 31.12 0| 0 1,562 0 4200 0.07 0.06 30.25 0| 0 310 0 4300 0.03 0.03 30.32 0| 0 51 0 4400 0.02 0.02 30.58 0| 0 0 0 4500 0.01 0.01 31.02 0| 0 61 0 4600 0.01 0.00 32.47 0| 0 46 0 4800 0.01 0.00 45.00 0| 0 40 0 5600 Total 60| 30 2,513 +30 Indicative a-t-m Vol 33.05 Underlying Price 38.085 Time to expiry: 113 Days Dec 10 14.33 0.96 51.00 0| 0 0 0 2400 10.59 0.91 45.27 0| 0 0 0 2800 7.10 0.82 39.82 0| 0 17 0 3200 5.54 0.75 37.40 0| 0 25 0 3400 4.16 0.65 35.67 0| 0 30 0 3600 3.00 2.89 0.55 33.10 3.00 3.00 100| 0 1,625 0 3800 1.98 0.43 32.15 0| 0 1,505 0 4000 1.23 0.32 30.63 0| 0 242 0 4200 0.72 0.78 0.23 30.30 0.72 0.72 25| 0 187 0 4400 0.44 0.15 29.48 0| 0 6 0 4600 0.25 0.09 29.23 0| 0 100 0 4800 0.04 0.02 31.00 0| 0 20 0 5600 Total 125| 0 3,757 0 Indicative a-t-m Vol 32.68 Underlying Price 38.085 Time to expiry: 295 Days Jun 11 14.83 0.93 45.00 0| 0 0 0 2400 11.43 0.86 41.66 0| 0 0 0 2800 8.27 0.77 37.76 0| 0 275 0 3200 5.53 0.64 34.18 0| 0 20 0 3600 3.36 0.49 31.32 0| 0 110 0 4000 1.95 0.34 30.06 0| 0 110 0 4400 0.96 1.06 0.22 29.15 0.96 0.96 20| 0 70 0 4800 Total 20| 0 585 0 Indicative a-t-m Vol 32.68 Underlying Price 38.085 Time to expiry: 477 Days Dec 11 15.21 0.90 43.51 0| 0 0 0 2400 9.02 0.74 36.68 0| 0 0 0 3200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.51 0.63 34.05 0| 0 0 0 3600 5.40 0.57 32.74 0| 0 0 0 3800 4.39 0.51 31.45 0| 0 0 0 4000 2.89 0.39 29.90 0| 0 0 0 4400 1.78 0.28 28.56 0| 0 40 0 4800 Total 0| 0 40 0 Total Calls 205| 30 6,895 +30 | Accor European Ex event package (AC2) Indicative a-t-m Vol 31.56 Underlying Price 38.085 Time to expiry: 22 Days Sep 10 22.09 1.00 73.07 0| 0 0 0 1600 18.09 1.00 70.82 0| 0 0 0 2000 14.09 1.00 65.00 0| 0 0 0 2400 10.12 0.99 56.63 0| 0 0 0 2800 8.14 0.98 50.17 0| 0 0 0 3000 6.19 0.95 43.99 0| 0 0 0 3200 4.31 0.89 39.00 0| 0 0 0 3400 2.58 0.76 34.15 0| 0 15 0 3600 1.25 0.53 31.62 0| 0 0 0 3800 0.47 0.27 30.30 0| 0 0 0 4000 0.12 0.10 29.10 0| 0 40 0 4200 Total 0| 0 55 0 Indicative a-t-m Vol 32.11 Underlying Price 38.085 Time to expiry: 204 Days Mar 11 22.30 0.98 62.01 0| 0 0 0 1600 18.48 0.96 55.54 0| 0 0 0 2000 14.77 0.93 49.74 0| 0 0 0 2400 11.20 0.87 43.80 0| 0 0 0 2800 7.90 0.78 38.81 0| 0 0 0 3200 6.41 0.72 36.65 0| 0 0 0 3400 5.01 0.64 34.21 0| 0 0 0 3600 3.78 0.56 32.15 0| 0 0 0 3800 2.85 0.47 31.36 0| 0 0 0 4000 2.13 0.39 30.95 0| 0 0 0 4200 1.61 0.32 31.20 0| 0 140 0 4400 1.23 0.26 31.65 0| 0 0 0 4600 0.87 0.20 31.17 0| 0 5 0 4800 Total 0| 0 145 0 Total Calls 0| 0 200 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 32.36 Underlying Price 38.085 Time to expiry: 22 Days Sep 10 0.01 0.00 65.00 0| 0 20 0 2400 0.02 -0.01 53.18 0| 0 95 0 2800 0.03 -0.02 47.72 0| 0 70 0 3000 0.08 -0.05 42.88 0| 0 102 0 3200 0.17 0.23 -0.12 39.77 0.17 0.17 30| 0 106 0 3400 0.57 0.50 -0.24 34.47 0.61 0.54 90| 0 292 0 3600 1.19 -0.47 32.43 0| 0 1,461 0 3800 2.40 -0.72 31.07 0| 0 128 0 4000 4.06 -0.89 31.12 0| 0 297 0 4200 4.98 -0.94 30.25 0| 0 0 0 4300 5.94 -0.97 30.32 0| 0 240 0 4400 6.93 -0.99 30.58 0| 0 0 0 4500 7.92 -0.99 31.02 0| 0 0 0 4600 9.92 -1.00 32.47 0| 0 164 0 4800 17.92 -1.00 45.00 0| 0 0 0 5600 Total 120| 0 2,975 0 Indicative a-t-m Vol 33.05 Underlying Price 38.085 Time to expiry: 113 Days Dec 10 0.18 -0.04 51.00 0| 0 50 0 2400 0.43 -0.09 45.27 0| 0 50 0 2800 0.94 -0.18 39.82 0| 0 482 0 3200 1.36 -0.25 37.40 0| 0 1,705 0 3400 1.98 -0.35 35.67 0| 0 426 0 3600 2.75 2.71 -0.45 33.10 2.75 2.75 50| 0 2,926 0 3800 3.80 -0.57 32.15 0| 0 3,406 0 4000 5.05 -0.68 30.63 0| 0 100 0 4200 6.60 -0.78 30.30 0| 0 535 0 4400 8.27 -0.86 29.48 0| 0 32 0 4600 10.09 -0.91 29.23 0| 0 0 0 4800 17.92 -1.00 31.00 0| 0 0 0 5600 Total 50| 0 9,712 0 Indicative a-t-m Vol 32.68 Underlying Price 38.085 Time to expiry: 295 Days Jun 11 0.83 -0.10 45.00 0| 0 0 0 2400 1.52 -0.17 41.66 0| 0 250 0 2800 2.46 -0.27 37.76 0| 0 120 0 3200 3.83 -0.39 34.18 0| 0 80 0 3600 5.77 -0.54 31.32 0| 0 136 0 4000 8.43 -0.68 30.06 0| 80 421 +80 4400 11.58 -0.80 29.15 0| 0 20 0 4800 Total 0| 80 1,027 +80 Indicative a-t-m Vol 32.68 Underlying Price 38.085 Time to expiry: 477 Days Dec 11 1.46 -0.13 43.51 0| 0 0 0 2400 3.37 -0.28 36.68 0| 0 0 0 3200 4.89 -0.38 34.05 0| 0 0 0 3600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.79 -0.44 32.74 0| 0 2,500 0 3800 6.77 -0.50 31.45 0| 0 0 0 4000 9.27 -0.62 29.90 0| 0 0 0 4400 12.16 -0.73 28.56 0| 0 0 0 4800 Total 0| 0 2,500 0 Total Puts 170| 80 16,214 +80 Grand Total 375| 110 23,109 +110 Accor European Ex event package (AC2) Indicative a-t-m Vol 31.56 Underlying Price 38.085 Time to expiry: 22 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 0.02 -0.01 56.63 0| 0 335 0 2800 0.05 -0.02 50.17 0| 0 200 0 3000 0.09 -0.05 43.99 0| 0 255 0 3200 0.21 -0.11 39.00 0| 0 0 0 3400 0.49 -0.24 34.15 0| 0 40 0 3600 1.16 -0.47 31.62 0| 0 635 0 3800 2.37 -0.73 30.30 0| 0 0 0 4000 4.03 -0.90 29.10 0| 0 0 0 4200 Total 0| 0 1,975 0 Indicative a-t-m Vol 32.11 Underlying Price 38.085 Time to expiry: 204 Days Mar 11 0.13 -0.02 62.01 0| 0 60 0 1600 0.29 -0.04 55.54 0| 0 0 0 2000 0.56 -0.07 49.74 0| 0 80 0 2400 0.97 -0.13 43.80 0| 0 515 0 2800 1.64 -0.22 38.81 0| 0 0 0 3200 2.15 -0.28 36.65 0| 0 0 0 3400 2.74 -0.36 34.21 0| 0 0 0 3600 3.49 -0.44 32.15 0| 0 0 0 3800 4.55 -0.53 31.36 0| 0 0 0 4000 5.82 -0.61 30.95 0| 0 0 0 4200 7.30 -0.68 31.20 0| 0 25 0 4400 8.90 -0.74 31.65 0| 0 0 0 4600 10.53 -0.80 31.17 0| 0 0 0 4800 Total 0| 0 680 0 Total Puts 0| 0 2,655 0 Grand Total 375| 110 25,964 +110 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 32.51 Underlying Price 24.405 Time to expiry: 22 Days Sep 10 4.46 0.96 48.00 0| 0 0 0 2000 3.49 0.93 41.86 0| 0 0 0 2100 2.56 0.88 37.59 0| 0 0 0 2200 2.12 0.83 36.02 0| 0 30 0 2250 1.72 0.77 34.79 0| 0 40 0 2300 1.51 1.36 0.69 34.43 1.51 1.51 30| 0 70 0 2350 1.02 0.60 33.18 0| 0 11 0 2400 0.75 0.50 32.36 0| 0 0 0 2450 0.52 0.40 31.59 0| 0 41 0 2500 0.25 0.23 32.12 0| 0 40 0 2600 0.11 0.12 32.84 0| 0 0 0 2700 0.04 0.05 32.96 0| 0 0 0 2800 0.01 0.01 34.51 0| 0 0 0 3000 0.01 0.00 36.00 0| 0 0 0 3200 Total 30| 0 232 0 Indicative a-t-m Vol 36.09 Underlying Price 24.405 Time to expiry: 50 Days Oct 10 4.65 0.89 46.00 0| 0 0 0 2000 3.76 0.85 42.98 0| 0 0 0 2100 2.93 0.78 40.49 0| 0 0 0 2200 2.55 0.74 39.43 0| 0 0 0 2250 2.18 0.69 38.48 0| 0 0 0 2300 1.86 0.63 37.78 0| 0 0 0 2350 1.58 0.58 37.47 0| 0 0 0 2400 1.27 0.52 35.79 0| 0 0 0 2450 1.03 0.46 35.29 0| 0 72 0 2500 0.66 0.34 34.50 0| 0 21 0 2600 0.41 0.24 34.55 0| 0 0 0 2700 0.23 0.15 33.72 0| 0 0 0 2800 0.07 0.06 33.55 0| 0 0 0 3000 0.02 0.02 34.00 0| 0 0 0 3200 Total 0| 0 93 0 Indicative a-t-m Vol 37.25 Underlying Price 24.405 Time to expiry: 85 Days Nov 10 4.88 0.85 44.00 0| 0 0 0 2000 4.07 0.80 42.70 0| 0 0 0 2100 3.32 0.74 41.08 0| 0 0 0 2200 2.60 0.66 38.86 0| 0 0 0 2300 2.29 0.62 38.57 0| 0 0 0 2350 2.01 0.58 37.99 0| 0 0 0 2400 1.01 0.39 34.39 0| 0 0 0 2600 0.45 0.22 32.65 0| 0 0 0 2800 0.19 0.11 32.40 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 36.13 Underlying Price 24.405 Time to expiry: 113 Days Dec 10 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.64 0.94 53.00 0| 0 0 0 1600 6.82 0.90 48.57 0| 0 0 0 1800 5.09 0.83 44.28 0| 0 21 0 2000 3.57 0.72 41.00 0| 0 60 0 2200 2.86 0.65 38.71 0| 0 0 0 2300 2.22 0.58 36.75 0| 0 0 0 2400 1.23 0.41 33.72 0| 0 1,020 0 2600 0.67 0.26 33.27 0| 0 0 0 2800 0.14 0.08 31.75 0| 0 0 0 3200 0.03 0.02 31.66 0| 0 0 0 3600 0.01 0.01 34.00 0| 0 0 0 4000 Total 0| 0 1,101 0 Indicative a-t-m Vol 35.43 Underlying Price 24.405 Time to expiry: 204 Days Mar 11 8.98 0.91 51.00 0| 0 0 0 1600 7.22 0.86 46.01 0| 0 0 0 1800 5.57 0.79 41.85 0| 0 14 0 2000 4.09 0.70 38.36 0| 0 20 0 2200 3.45 0.65 37.15 0| 0 0 0 2300 2.87 0.59 35.95 0| 0 0 0 2400 1.85 0.46 33.44 0| 0 0 0 2600 1.19 0.34 32.72 0| 0 0 0 2800 0.40 0.15 30.84 0| 0 0 0 3200 0.15 0.06 31.30 0| 0 0 0 3600 0.07 0.03 33.00 0| 0 0 0 4000 Total 0| 0 34 0 Indicative a-t-m Vol 34.89 Underlying Price 24.405 Time to expiry: 295 Days Jun 11 9.12 0.90 49.00 0| 0 0 0 1600 7.37 0.85 43.93 0| 0 0 0 1800 5.76 0.79 40.07 0| 0 0 0 2000 4.31 0.70 36.99 0| 0 0 0 2200 3.70 0.65 36.00 0| 0 0 0 2300 3.15 0.59 35.20 0| 0 0 0 2400 2.19 0.48 33.69 0| 0 0 0 2600 1.46 0.37 32.34 0| 0 0 0 2800 0.59 0.19 30.61 0| 0 0 0 3200 0.26 0.10 31.03 0| 0 0 0 3600 0.13 0.05 32.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.58 Underlying Price 24.405 Time to expiry: 477 Days Dec 11 9.42 0.87 46.86 0| 0 0 0 1600 6.24 0.76 39.19 0| 0 0 0 2000 4.97 0.68 37.38 0| 0 0 0 2200 3.88 0.59 35.82 0| 0 0 0 2400 1.15 0.27 31.23 0| 0 0 0 3200 0.38 0.11 31.41 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 35.86 Underlying Price 24.405 Time to expiry: 659 Days Jun 12 9.68 0.86 47.31 0| 0 0 0 1600 6.64 0.75 39.78 0| 0 0 0 2000 5.42 0.68 37.76 0| 0 0 0 2200 4.36 0.60 36.10 0| 0 0 0 2400 1.55 0.31 31.50 0| 0 0 0 3200 0.66 0.16 32.04 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 30| 0 1,460 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 32.51 Underlying Price 24.405 Time to expiry: 22 Days Sep 10 0.05 -0.04 48.00 0| 0 0 0 2000 0.08 -0.07 41.86 0| 0 0 0 2100 0.15 -0.13 37.59 0| 0 24 0 2200 0.21 -0.17 36.02 0| 0 0 0 2250 0.31 -0.23 34.79 0| 0 20 0 2300 0.45 -0.31 34.43 0| 0 0 0 2350 0.61 -0.40 33.18 0| 0 0 0 2400 0.84 -0.50 32.36 0| 0 0 0 2450 1.11 -0.60 31.59 0| 0 20 0 2500 1.84 -0.77 32.12 0| 0 20 0 2600 2.70 -0.88 32.84 0| 0 0 0 2700 3.63 -0.95 32.96 0| 0 0 0 2800 5.60 -0.99 34.51 0| 0 0 0 3000 7.60 -1.00 36.00 0| 0 0 0 3200 Total 0| 0 84 0 Indicative a-t-m Vol 36.09 Underlying Price 24.405 Time to expiry: 50 Days Oct 10 0.23 -0.11 46.00 0| 0 0 0 2000 0.34 -0.15 42.98 0| 0 0 0 2100 0.51 -0.22 40.49 0| 0 0 0 2200 0.63 -0.26 39.43 0| 0 14 0 2250 0.76 -0.31 38.48 0| 0 40 0 2300 0.94 -0.37 37.78 0| 0 0 0 2350 1.15 -0.42 37.47 0| 0 13 0 2400 1.34 -0.48 35.79 0| 0 6 0 2450 1.61 -0.54 35.29 0| 0 0 0 2500 2.24 -0.66 34.50 0| 0 1 0 2600 2.99 -0.76 34.55 0| 0 0 0 2700 3.81 -0.85 33.72 0| 0 0 0 2800 5.65 -0.95 33.55 0| 0 0 0 3000 7.61 -0.98 34.00 0| 0 0 0 3200 Total 0| 0 74 0 Indicative a-t-m Vol 37.25 Underlying Price 24.405 Time to expiry: 85 Days Nov 10 0.44 -0.15 44.00 0| 0 0 0 2000 0.63 -0.20 42.70 0| 0 0 0 2100 0.88 -0.26 41.08 0| 0 0 0 2200 1.16 -0.34 38.86 0| 0 0 0 2300 1.35 -0.38 38.57 0| 0 0 0 2350 1.57 -0.42 37.99 0| 0 0 0 2400 2.57 -0.61 34.39 0| 0 0 0 2600 4.01 -0.78 32.65 0| 0 0 0 2800 5.75 -0.89 32.40 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 36.13 Underlying Price 24.405 Time to expiry: 113 Days Dec 10 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.20 -0.06 53.00 0| 0 0 0 1600 0.37 -0.10 48.57 0| 0 80 0 1800 0.63 -0.17 44.28 0| 0 40 0 2000 1.11 -0.28 41.00 0| 0 193 0 2200 1.40 -0.35 38.71 0| 0 0 0 2300 1.76 -0.42 36.75 0| 0 1,000 0 2400 2.76 -0.59 33.72 0| 0 20 0 2600 4.20 -0.74 33.27 0| 0 12 0 2800 7.69 -0.93 31.75 0| 0 0 0 3200 11.60 -0.99 31.66 0| 0 0 0 3600 15.60 -1.00 34.00 0| 0 0 0 4000 Total 0| 0 1,345 0 Indicative a-t-m Vol 35.43 Underlying Price 24.405 Time to expiry: 204 Days Mar 11 0.50 -0.09 51.00 0| 0 0 0 1600 0.72 -0.14 46.01 0| 0 0 0 1800 1.07 -0.21 41.85 0| 0 0 0 2000 1.58 -0.30 38.36 0| 0 10 0 2200 1.93 -0.36 37.15 0| 0 0 0 2300 2.34 -0.42 35.95 0| 0 10 0 2400 3.32 -0.55 33.44 0| 0 0 0 2600 4.65 -0.67 32.72 0| 0 0 0 2800 7.88 -0.86 30.84 0| 0 0 0 3200 11.65 -0.95 31.30 0| 0 0 0 3600 15.60 -0.99 33.00 0| 0 0 0 4000 Total 0| 0 20 0 Indicative a-t-m Vol 34.89 Underlying Price 24.405 Time to expiry: 295 Days Jun 11 0.85 -0.13 49.00 0| 0 0 0 1600 1.14 -0.18 43.93 0| 0 0 0 1800 1.58 -0.25 40.07 0| 40 40 +40 2000 2.19 -0.34 36.99 0| 20 20 +20 2200 2.61 -0.39 36.00 0| 0 0 0 2300 3.09 -0.45 35.20 0| 0 0 0 2400 4.20 -0.56 33.69 0| 0 0 0 2600 5.50 -0.66 32.34 0| 0 0 0 2800 8.68 -0.83 30.61 0| 0 0 0 3200 12.35 -0.91 31.03 0| 0 0 0 3600 16.19 -0.95 32.00 0| 0 0 0 4000 Total 0| 60 60 +60 Indicative a-t-m Vol 35.58 Underlying Price 24.405 Time to expiry: 477 Days Dec 11 1.33 -0.15 46.86 0| 0 0 0 1600 2.20 -0.27 39.19 0| 0 0 0 2000 2.95 -0.34 37.38 0| 0 0 0 2200 3.87 -0.42 35.82 0| 0 0 0 2400 9.14 -0.75 31.23 0| 0 0 0 3200 16.34 -0.91 31.41 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 35.86 Underlying Price 24.405 Time to expiry: 659 Days Jun 12 2.01 -0.18 47.31 0| 0 0 0 1600 3.04 -0.29 39.78 0| 0 0 0 2000 3.85 -0.36 37.76 0| 0 0 0 2200 4.81 -0.43 36.10 0| 0 0 0 2400 9.99 -0.71 31.50 0| 0 0 0 3200 17.00 -0.85 32.04 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 60 1,583 +60 Grand Total 30| 60 3,043 +60 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 32.65 Underlying Price 24.405 Time to expiry: 22 Days Sep 10 5.45 0.97 55.94 0| 0 0 0 1900 4.46 0.96 48.00 0| 0 0 0 2000 3.49 0.93 42.27 0| 0 0 0 2100 2.57 0.87 38.14 0| 0 0 0 2200 2.13 0.82 36.58 0| 0 0 0 2250 1.73 0.76 35.31 0| 0 0 0 2300 1.37 0.68 34.88 0| 0 0 0 2350 1.04 0.60 34.01 0| 0 0 0 2400 0.75 0.50 32.36 0| 0 0 0 2450 0.52 0.40 31.59 0| 0 0 0 2500 0.25 0.23 32.12 0| 0 0 0 2600 0.11 0.12 32.84 0| 0 0 0 2700 0.04 0.05 32.69 0| 0 0 0 2800 0.01 0.01 34.19 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 35.43 Underlying Price 24.405 Time to expiry: 204 Days Mar 11 8.98 0.91 51.00 0| 0 0 0 1600 7.22 0.86 46.01 0| 0 0 0 1800 5.57 0.79 41.85 0| 0 0 0 2000 4.09 0.70 38.36 0| 0 0 0 2200 3.45 0.65 37.15 0| 0 0 0 2300 2.87 0.59 35.95 0| 0 0 0 2400 1.85 0.46 33.44 0| 0 0 0 2600 1.19 0.34 32.72 0| 0 0 0 2800 0.40 0.15 30.84 0| 0 0 0 3200 0.15 0.06 31.30 0| 0 0 0 3600 0.07 0.03 33.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.94 Underlying Price 24.405 Time to expiry: 386 Days Sep 11 8.91 0.86 48.11 0| 0 0 0 1600 5.90 0.74 41.49 0| 0 0 0 2000 4.62 0.66 39.01 0| 0 0 0 2200 3.46 0.57 36.25 0| 0 0 0 2400 0.79 0.22 30.25 0| 0 0 0 3200 0.13 0.05 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.58 Underlying Price 24.405 Time to expiry: 568 Days Mar 12 9.70 0.83 49.64 0| 0 0 0 1600 6.76 0.73 42.09 0| 0 0 0 2000 5.47 0.67 39.25 0| 0 0 0 2200 4.34 0.59 36.90 0| 0 0 0 2400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.37 0.29 30.71 0| 0 0 0 3200 0.40 0.11 29.09 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 32.65 Underlying Price 24.405 Time to expiry: 22 Days Sep 10 0.04 -0.03 55.94 0| 0 0 0 1900 0.05 -0.04 48.00 0| 0 0 0 2000 0.08 -0.07 42.27 0| 0 0 0 2100 0.16 -0.13 38.14 0| 0 0 0 2200 0.22 -0.18 36.58 0| 0 0 0 2250 0.32 -0.24 35.31 0| 0 0 0 2300 0.46 -0.32 34.88 0| 0 0 0 2350 0.63 -0.40 34.01 0| 0 0 0 2400 0.84 -0.50 32.36 0| 0 0 0 2450 1.11 -0.60 31.59 0| 0 0 0 2500 1.84 -0.77 32.12 0| 0 0 0 2600 2.70 -0.88 32.84 0| 0 0 0 2700 3.63 -0.95 32.69 0| 0 0 0 2800 5.59 -0.99 34.19 0| 0 0 0 3000 7.59 -1.00 36.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.43 Underlying Price 24.405 Time to expiry: 204 Days Mar 11 0.49 -0.09 51.00 0| 0 0 0 1600 0.72 -0.14 46.01 0| 0 0 0 1800 1.06 -0.21 41.85 0| 0 0 0 2000 1.57 -0.30 38.36 0| 0 0 0 2200 1.92 -0.35 37.15 0| 0 0 0 2300 2.33 -0.41 35.95 0| 0 0 0 2400 3.30 -0.54 33.44 0| 0 0 0 2600 4.63 -0.66 32.72 0| 0 0 0 2800 7.82 -0.85 30.84 0| 0 0 0 3200 11.55 -0.94 31.30 0| 0 0 0 3600 15.45 -0.97 33.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.94 Underlying Price 24.405 Time to expiry: 386 Days Sep 11 1.10 -0.14 48.11 0| 0 0 0 1600 2.04 -0.26 41.49 0| 0 0 0 2000 2.74 -0.34 39.01 0| 0 0 0 2200 3.55 -0.43 36.25 0| 0 0 0 2400 8.78 -0.78 30.25 0| 0 0 0 3200 16.03 -0.95 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.58 Underlying Price 24.405 Time to expiry: 568 Days Mar 12 1.77 -0.17 49.64 0| 0 0 0 1600 2.76 -0.27 42.09 0| 0 0 0 2000 3.43 -0.33 39.25 0| 0 0 0 2200 4.26 -0.41 36.90 0| 0 0 0 2400 9.13 -0.71 30.71 0| 0 0 0 3200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.01 -0.89 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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 39.05 Underlying Price 10.390 Time to expiry: 22 Days Sep 10 3.99 1.00 55.00 0| 0 0 0 640 3.19 1.00 50.69 0| 0 0 0 720 2.40 0.99 47.13 0| 0 0 0 800 2.01 0.97 45.58 0| 0 0 0 840 1.62 0.94 44.18 0| 0 0 0 880 1.26 0.88 42.90 0| 0 0 0 920 1.08 0.85 41.09 0| 0 0 0 940 0.93 0.79 42.57 0| 0 0 0 960 0.79 0.73 42.27 0| 0 0 0 980 0.65 0.66 41.14 0| 0 51 0 1000 0.35 0.48 38.46 0| 0 25 0 1050 0.17 0.29 37.62 0| 0 274 0 1100 0.08 0.16 38.47 0| 0 350 0 1150 0.03 0.07 36.84 0| 10 129 0 1200 0.01 0.01 35.62 0| 0 309 0 1300 0.01 0.00 34.77 0| 0 215 0 1400 0.01 0.00 34.23 0| 0 0 0 1500 0.01 0.00 33.97 0| 0 0 0 1600 0.01 0.00 34.13 0| 0 0 0 1800 0.01 0.00 35.00 0| 0 0 0 2000 Total 0| 10 1,353 0 Indicative a-t-m Vol 39.71 Underlying Price 10.390 Time to expiry: 50 Days Oct 10 2.08 0.90 47.00 0| 0 0 0 840 1.75 0.85 46.52 0| 0 0 0 880 1.41 0.79 44.36 0| 0 0 0 920 1.12 0.72 43.40 0| 0 0 0 960 0.98 0.67 42.74 0| 0 0 0 980 0.83 0.63 40.17 0| 0 50 0 1000 0.57 0.50 39.58 0| 0 1 0 1050 0.36 0.37 38.49 0| 0 0 0 1100 0.21 0.26 37.64 0| 0 3 0 1150 0.11 0.16 35.97 0| 0 4 0 1200 0.02 0.05 34.34 0| 0 0 0 1300 0.01 0.01 33.35 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 40.92 Underlying Price 10.390 Time to expiry: 85 Days Nov 10 1.85 0.82 43.81 0| 0 0 0 880 1.56 0.76 43.47 0| 0 0 0 920 1.28 0.69 42.17 0| 0 0 0 960 1.16 0.65 41.98 0| 0 0 0 980 1.04 0.62 41.55 0| 0 0 0 1000 0.78 0.52 40.74 0| 0 0 0 1050 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.56 0.42 39.70 0| 0 1 0 1100 0.40 0.33 39.28 0| 0 0 0 1150 0.26 0.25 38.37 0| 0 0 0 1200 0.11 0.13 37.10 0| 0 0 0 1300 0.04 0.05 36.00 0| 0 0 0 1400 Total 0| 0 1 0 Indicative a-t-m Vol 40.44 Underlying Price 10.390 Time to expiry: 113 Days Dec 10 5.60 1.00 52.00 0| 0 0 0 480 4.43 0.98 52.22 0| 0 0 0 600 4.05 0.97 51.50 0| 0 0 0 640 3.31 0.93 49.54 0| 0 0 0 720 2.61 0.87 47.25 0| 0 0 0 800 2.29 0.83 46.83 0| 0 0 0 840 1.98 0.79 45.47 0| 0 500 0 880 1.67 0.74 43.43 0| 0 0 0 920 1.39 0.68 41.53 0| 0 1 0 960 1.16 0.62 41.39 0| 0 28 0 1000 0.67 0.44 38.94 0| 1 11 +1 1100 0.34 0.28 37.30 0| 0 11 0 1200 0.16 0.16 36.04 0| 0 0 0 1300 0.06 0.07 34.27 0| 0 49 0 1400 0.01 0.01 32.92 0| 0 9 0 1600 0.01 0.00 32.91 0| 0 0 0 1800 0.01 0.00 34.00 0| 0 0 0 2000 Total 0| 1 609 +1 Indicative a-t-m Vol 40.17 Underlying Price 10.390 Time to expiry: 204 Days Mar 11 4.14 0.94 48.00 0| 0 0 0 640 3.45 0.89 46.69 0| 0 0 0 720 2.81 0.83 45.11 0| 0 0 0 800 2.51 0.79 44.54 0| 0 0 0 840 2.22 0.76 43.34 0| 0 0 0 880 1.96 0.71 42.69 0| 0 0 0 920 1.71 0.67 41.99 0| 0 0 0 960 1.47 0.62 40.77 0| 0 0 0 1000 0.99 0.49 39.22 0| 0 1,500 0 1100 0.63 0.36 37.62 0| 0 285 0 1200 0.36 0.25 35.86 0| 0 78 0 1300 0.21 0.16 35.11 0| 0 12 0 1400 0.05 0.05 32.89 0| 0 85 0 1600 0.01 0.01 31.65 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 40.39 Underlying Price 10.390 Time to expiry: 295 Days Jun 11 5.69 0.97 51.00 0| 0 0 0 480 4.62 0.93 49.49 0| 0 0 0 600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.62 0.86 47.01 0| 0 0 0 720 3.02 0.81 45.24 0| 0 0 0 800 2.46 0.74 43.50 0| 0 0 0 880 2.21 0.70 42.61 0| 0 0 0 920 1.96 0.66 41.90 0| 0 0 0 960 1.74 0.62 41.07 0| 0 0 0 1000 1.25 0.52 39.32 0| 0 0 0 1100 0.87 0.41 37.80 0| 0 0 0 1200 0.58 0.31 36.25 0| 0 0 0 1300 0.37 0.23 35.20 0| 0 0 0 1400 0.14 0.10 33.47 0| 0 0 0 1600 0.05 0.04 32.44 0| 0 0 0 1800 0.02 0.02 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 40.06 Underlying Price 10.390 Time to expiry: 477 Days Dec 11 4.85 0.90 49.61 0| 0 0 0 600 3.37 0.79 44.82 0| 0 0 0 800 2.86 0.73 43.45 0| 0 0 0 880 2.37 0.67 41.53 0| 0 0 0 960 2.15 0.64 40.65 0| 0 0 0 1000 1.27 0.47 37.64 0| 0 10 0 1200 0.36 0.19 33.95 0| 0 0 0 1600 0.10 0.07 33.00 0| 0 0 0 2000 Total 0| 0 10 0 Indicative a-t-m Vol 39.64 Underlying Price 10.390 Time to expiry: 659 Days Jun 12 5.07 0.88 49.59 0| 0 0 0 600 3.66 0.78 44.64 0| 0 0 0 800 2.68 0.68 40.78 0| 0 0 0 960 2.47 0.65 40.12 0| 0 0 0 1000 1.61 0.51 37.64 0| 0 0 0 1200 0.56 0.25 33.40 0| 0 0 0 1600 0.19 0.11 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 11 3,991 +1 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 39.05 Underlying Price 10.390 Time to expiry: 22 Days Sep 10 0.01 0.00 55.00 0| 0 0 0 640 0.01 0.00 50.69 0| 0 0 0 720 0.01 -0.01 47.13 0| 0 0 0 800 0.01 -0.03 45.58 0| 0 0 0 840 0.03 -0.06 44.18 0| 0 33 0 880 0.07 -0.12 42.90 0| 1,012 12 -1,000 920 0.09 -0.15 41.09 0| 0 0 0 940 0.14 -0.21 42.57 0| 0 100 0 960 0.19 -0.27 42.27 0| 0 0 0 980 0.25 -0.34 41.14 0| 0 49 0 1000 0.46 -0.52 38.46 0| 0 61 0 1050 0.78 -0.71 37.62 0| 0 1,155 0 1100 1.19 -0.84 38.47 0| 0 301 0 1150 1.63 -0.94 36.84 0| 0 130 0 1200 2.61 -1.00 35.62 0| 0 0 0 1300 3.61 -1.00 34.77 0| 0 0 0 1400 4.61 -1.00 34.23 0| 0 0 0 1500 5.61 -1.00 33.97 0| 0 0 0 1600 7.61 -1.00 34.13 0| 0 0 0 1800 9.61 -1.00 35.00 0| 0 0 0 2000 Total 0| 1,012 1,841 -1,000 Indicative a-t-m Vol 39.71 Underlying Price 10.390 Time to expiry: 50 Days Oct 10 0.09 -0.10 47.00 0| 0 0 0 840 0.15 -0.15 46.52 0| 0 0 0 880 0.22 -0.21 44.36 0| 0 0 0 920 0.33 -0.28 43.40 0| 0 0 0 960 0.39 -0.33 42.74 0| 0 0 0 980 0.43 -0.37 40.17 0| 0 0 0 1000 0.67 -0.50 39.58 0| 0 0 0 1050 0.96 -0.63 38.49 0| 0 0 0 1100 1.32 -0.74 37.64 0| 0 0 0 1150 1.71 -0.84 35.97 0| 0 0 0 1200 2.63 -0.96 34.34 0| 0 0 0 1300 3.61 -0.99 33.35 0| 0 0 0 1400 4.61 -1.00 33.00 0| 0 0 0 1500 Total 0| 0 0 0 Indicative a-t-m Vol 40.92 Underlying Price 10.390 Time to expiry: 85 Days Nov 10 0.25 -0.18 43.81 0| 0 0 0 880 0.36 -0.24 43.47 0| 0 0 0 920 0.47 -0.31 42.17 0| 0 0 0 960 0.55 -0.35 41.98 0| 0 0 0 980 0.63 -0.38 41.55 0| 0 0 0 1000 0.87 -0.48 40.74 0| 0 0 0 1050 1.15 -0.58 39.70 0| 0 50 0 1100 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.49 -0.67 39.28 0| 0 0 0 1150 1.86 -0.75 38.37 0| 0 0 0 1200 2.70 -0.88 37.10 0| 0 0 0 1300 3.64 -0.95 36.00 0| 0 0 0 1400 Total 0| 0 50 0 Indicative a-t-m Vol 40.44 Underlying Price 10.390 Time to expiry: 113 Days Dec 10 0.01 0.00 52.00 0| 0 0 0 480 0.03 -0.02 52.22 0| 0 0 0 600 0.04 -0.03 51.50 0| 0 0 0 640 0.10 -0.07 49.54 0| 0 0 0 720 0.20 -0.13 47.25 0| 0 0 0 800 0.28 -0.17 46.83 0| 0 0 0 840 0.37 -0.21 45.47 0| 0 0 0 880 0.46 -0.26 43.43 0| 0 0 0 920 0.57 -0.32 41.53 0| 0 5 0 960 0.75 -0.39 41.39 0| 0 144 0 1000 1.25 -0.56 38.94 0| 0 110 0 1100 1.93 -0.72 37.30 0| 0 3,000 0 1200 2.75 -0.85 36.04 0| 0 0 0 1300 3.65 -0.93 34.27 0| 0 0 0 1400 5.61 -1.00 32.92 0| 0 0 0 1600 7.61 -1.00 32.91 0| 0 0 0 1800 9.61 -1.00 34.00 0| 0 0 0 2000 Total 0| 0 3,259 0 Indicative a-t-m Vol 40.17 Underlying Price 10.390 Time to expiry: 204 Days Mar 11 0.12 -0.06 48.00 0| 0 0 0 640 0.22 -0.11 46.69 0| 0 0 0 720 0.37 -0.17 45.11 0| 0 137 0 800 0.48 -0.21 44.54 0| 0 0 0 840 0.59 -0.25 43.34 0| 0 0 0 880 0.72 -0.29 42.69 0| 0 0 0 920 0.87 -0.34 41.99 0| 0 50 0 960 1.03 -0.38 40.77 0| 0 86 0 1000 1.54 -0.51 39.22 0| 0 9 0 1100 2.18 -0.64 37.62 0| 0 85 0 1200 2.92 -0.76 35.86 0| 0 0 0 1300 3.77 -0.85 35.11 0| 0 0 0 1400 5.63 -0.96 32.89 0| 0 0 0 1600 7.61 -1.00 31.65 0| 0 0 0 1800 9.61 -1.00 31.00 0| 0 0 0 2000 Total 0| 0 367 0 Indicative a-t-m Vol 40.39 Underlying Price 10.390 Time to expiry: 295 Days Jun 11 0.06 -0.03 51.00 0| 0 0 0 480 0.17 -0.07 49.49 0| 0 0 0 600 0.37 -0.14 47.01 0| 0 0 0 720 0.56 -0.19 45.24 0| 0 0 0 800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.80 -0.26 43.50 0| 0 0 0 880 0.94 -0.30 42.61 0| 0 0 0 920 1.09 -0.34 41.90 0| 0 11 0 960 1.27 -0.38 41.07 0| 0 0 0 1000 1.78 -0.49 39.32 0| 0 0 0 1100 2.39 -0.60 37.80 0| 0 10 0 1200 3.09 -0.70 36.25 0| 0 0 0 1300 3.89 -0.79 35.20 0| 0 0 0 1400 5.67 -0.92 33.47 0| 0 10 0 1600 7.61 -0.99 32.44 0| 0 0 0 1800 9.61 -1.00 32.00 0| 0 0 0 2000 Total 0| 0 31 0 Indicative a-t-m Vol 40.06 Underlying Price 10.390 Time to expiry: 477 Days Dec 11 0.37 -0.10 49.61 0| 0 0 0 600 0.85 -0.21 44.82 0| 0 0 0 800 1.14 -0.27 43.45 0| 0 0 0 880 1.44 -0.33 41.53 0| 0 0 0 960 1.61 -0.37 40.65 0| 0 0 0 1000 2.71 -0.54 37.64 0| 0 0 0 1200 5.81 -0.83 33.95 0| 0 0 0 1600 9.61 -0.98 33.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 39.64 Underlying Price 10.390 Time to expiry: 659 Days Jun 12 0.55 -0.12 49.59 0| 0 0 0 600 1.10 -0.22 44.64 0| 0 0 0 800 1.68 -0.33 40.78 0| 0 0 0 960 1.87 -0.35 40.12 0| 0 0 0 1000 2.98 -0.50 37.64 0| 0 10 0 1200 5.92 -0.78 33.40 0| 0 0 0 1600 9.62 -0.96 32.00 0| 0 0 0 2000 Total 0| 0 10 0 Total Puts 0| 1,012 5,558 -1,000 Grand Total 0| 1,023 9,549 -999 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 39.05 Underlying Price 10.390 Time to expiry: 22 Days Sep 10 5.59 1.00 66.53 0| 0 0 0 480 4.39 1.00 57.48 0| 0 0 0 600 3.99 1.00 55.00 0| 0 0 0 640 3.19 1.00 50.69 0| 0 0 0 720 2.40 0.99 47.13 0| 0 0 0 800 2.01 0.97 45.58 0| 0 0 0 840 1.62 0.94 44.18 0| 0 0 0 880 1.26 0.88 42.90 0| 0 0 0 920 1.08 0.85 41.09 0| 0 0 0 940 0.93 0.79 42.57 0| 0 369 0 960 0.79 0.73 42.27 0| 0 0 0 980 0.65 0.66 41.14 0| 0 3 0 1000 0.35 0.48 38.46 0| 0 0 0 1050 0.17 0.29 37.62 0| 0 1 0 1100 0.08 0.16 38.47 0| 0 0 0 1150 0.03 0.07 36.84 0| 0 31 0 1200 0.01 0.01 35.62 0| 0 16 0 1300 0.01 0.00 34.77 0| 0 46 0 1400 0.01 0.00 34.23 0| 0 0 0 1500 0.01 0.00 33.97 0| 0 417 0 1600 0.01 0.00 34.13 0| 0 201 0 1800 0.01 0.00 35.00 0| 0 0 0 2000 0.01 0.00 38.32 0| 0 0 0 2400 Total 0| 0 1,084 0 Indicative a-t-m Vol 40.17 Underlying Price 10.390 Time to expiry: 204 Days Mar 11 5.63 0.99 48.78 0| 0 0 0 480 4.50 0.96 48.56 0| 0 0 0 600 4.14 0.94 48.00 0| 0 0 0 640 3.45 0.89 46.69 0| 0 0 0 720 2.81 0.83 45.11 0| 0 0 0 800 2.51 0.79 44.54 0| 0 0 0 840 2.22 0.76 43.34 0| 0 0 0 880 1.96 0.71 42.69 0| 0 0 0 920 1.71 0.67 41.99 0| 0 0 0 960 1.47 0.62 40.77 0| 0 0 0 1000 0.99 0.49 39.22 0| 0 0 0 1100 0.63 0.36 37.62 0| 0 0 0 1200 0.36 0.25 35.86 0| 0 0 0 1300 0.21 0.16 35.11 0| 0 200 0 1400 0.05 0.05 32.89 0| 0 96 0 1600 0.01 0.01 31.65 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 39.17 Underlying Price 10.390 Time to expiry: 386 Days Sep 11 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.74 0.91 49.66 0| 0 0 0 600 3.19 0.80 44.69 0| 0 0 0 800 2.64 0.74 42.63 0| 0 0 0 880 2.14 0.67 40.63 0| 0 0 0 960 1.92 0.63 39.75 0| 0 0 0 1000 1.04 0.44 36.75 0| 0 0 0 1200 0.23 0.14 33.09 0| 0 0 0 1600 0.04 0.03 31.18 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 38.36 Underlying Price 10.390 Time to expiry: 568 Days Mar 12 4.90 0.90 46.78 0| 0 0 0 600 3.45 0.79 42.85 0| 0 0 0 800 2.93 0.73 41.08 0| 0 0 0 880 2.47 0.67 39.70 0| 0 0 0 960 2.25 0.64 38.93 0| 0 0 0 1000 1.36 0.48 36.02 0| 0 0 0 1200 0.45 0.22 33.50 0| 0 0 0 1600 0.13 0.08 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 0 1,380 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 39.05 Underlying Price 10.390 Time to expiry: 22 Days Sep 10 0.01 0.00 66.53 0| 0 7 0 480 0.01 0.00 57.48 0| 0 0 0 600 0.01 0.00 55.00 0| 0 0 0 640 0.01 0.00 50.69 0| 0 0 0 720 0.01 -0.01 47.13 0| 0 0 0 800 0.01 -0.03 45.58 0| 0 0 0 840 0.03 -0.06 44.18 0| 0 50 0 880 0.07 -0.12 42.90 0| 0 0 0 920 0.09 -0.15 41.09 0| 0 0 0 940 0.14 -0.21 42.57 0| 0 70 0 960 0.19 -0.27 42.27 0| 0 0 0 980 0.25 -0.34 41.14 0| 0 212 0 1000 0.46 -0.52 38.46 0| 0 0 0 1050 0.78 -0.71 37.62 0| 0 13 0 1100 1.19 -0.84 38.47 0| 0 0 0 1150 1.63 -0.93 36.84 0| 0 5 0 1200 2.61 -0.99 35.62 0| 0 0 0 1300 3.67 3.61 -1.00 34.77 3.67 S 3.67 S 2,000| 0 2,100 0 1400 4.61 -1.00 34.23 0| 0 0 0 1500 5.61 -1.00 33.97 0| 0 0 0 1600 7.60 -1.00 34.13 0| 0 225 0 1800 9.60 -1.00 35.00 0| 0 0 0 2000 13.60 -1.00 38.32 0| 0 10 0 2400 Total 2,000| 0 2,692 0 Indicative a-t-m Vol 40.17 Underlying Price 10.390 Time to expiry: 204 Days Mar 11 0.02 -0.01 48.78 0| 0 0 0 480 0.08 -0.04 48.56 0| 0 0 0 600 0.12 -0.06 48.00 0| 0 250 0 640 0.22 -0.11 46.69 0| 0 0 0 720 0.37 -0.17 45.11 0| 0 0 0 800 0.48 -0.21 44.54 0| 0 0 0 840 0.58 -0.24 43.34 0| 0 0 0 880 0.72 -0.29 42.69 0| 0 1 0 920 0.87 -0.33 41.99 0| 0 40 0 960 1.03 -0.38 40.77 0| 0 30 0 1000 1.54 -0.51 39.22 0| 0 0 0 1100 2.17 -0.64 37.62 0| 0 0 0 1200 2.90 -0.75 35.86 0| 0 0 0 1300 3.67 3.75 -0.84 35.11 3.67 S 3.67 S 2,000| 0 0 0 1400 5.58 -0.95 32.89 0| 0 340 0 1600 7.53 -0.99 31.65 0| 0 0 0 1800 9.51 -1.00 31.00 0| 0 2,000 0 2000 Total 2,000| 0 2,661 0 Indicative a-t-m Vol 39.17 Underlying Price 10.390 Time to expiry: 386 Days Sep 11 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.27 -0.09 49.66 0| 0 0 0 600 0.70 -0.20 44.69 0| 0 210 0 800 0.94 -0.26 42.63 0| 0 0 0 880 1.23 -0.33 40.63 0| 0 0 0 960 1.40 -0.37 39.75 0| 0 140 0 1000 2.50 -0.56 36.75 0| 0 50 0 1200 5.64 -0.86 33.09 0| 0 0 0 1600 9.40 -0.97 31.18 0| 0 50 0 2000 Total 0| 0 450 0 Indicative a-t-m Vol 38.36 Underlying Price 10.390 Time to expiry: 568 Days Mar 12 0.39 -0.10 46.78 0| 0 0 0 600 0.90 -0.21 42.85 0| 0 0 0 800 1.17 -0.27 41.08 0| 0 0 0 880 1.49 -0.33 39.70 0| 0 0 0 960 1.66 -0.36 38.93 0| 0 0 0 1000 2.74 -0.52 36.02 0| 0 0 0 1200 5.75 -0.78 33.50 0| 0 0 0 1600 9.35 -0.92 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 4,000| 0 5,803 0 Grand Total 4,000| 0 7,183 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 25.58 Underlying Price 81.510 Time to expiry: 22 Days Sep 10 36.52 1.00 66.00 0| 0 0 0 4500 29.04 1.00 65.26 0| 0 0 0 5250 25.55 0.99 61.43 0| 0 0 0 5600 21.59 0.99 58.23 0| 0 0 0 6000 17.65 0.97 52.88 0| 0 0 0 6400 14.17 0.96 43.89 0| 0 0 0 6750 10.51 0.93 36.97 0| 0 38 0 7125 7.01 0.86 31.80 0| 0 889 0 7500 3.90 0.70 27.91 0| 30 80 +10 7875 3.01 0.62 26.66 0| 59 65 +49 8000 1.59 0.44 24.88 0| 20 1,218 -20 8250 0.85 1.02 0.32 24.35 0.85 0.85 1| 8 354 0 8400 0.38 0.44 0.18 23.33 0.40 0.30 201| 0 1,039 0 8625 0.24 0.11 23.76 0| 0 803 0 8800 0.07 0.04 22.17 0| 0 678 0 9000 0.03 0.02 23.18 0| 1 149 +1 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 202| 118 5,917 +40 Indicative a-t-m Vol 25.75 Underlying Price 81.510 Time to expiry: 50 Days Oct 10 14.05 0.91 37.67 0| 0 0 0 6800 10.34 0.86 33.29 0| 0 0 0 7200 7.07 6.94 0.76 29.62 7.07 7.07 30| 41 41 +41 7600 5.37 5.43 0.68 28.23 5.37 5.37 20| 14 14 +14 7800 4.07 0.60 26.83 0| 0 0 0 8000 2.89 0.50 25.40 0| 0 24 0 8200 1.95 0.39 24.33 0| 0 126 0 8400 1.23 0.29 23.52 0| 0 74 0 8600 0.73 0.20 22.65 0| 0 731 0 8800 0.32 0.43 0.13 22.60 0.32 0.32 200| 1 150 0 9000 0.18 0.07 20.83 0| 0 172 0 9200 0.08 0.03 22.59 0| 0 160 0 9600 0.02 0.01 23.00 0| 0 45 0 10000 Total 250| 56 1,537 +55 Indicative a-t-m Vol 26.80 Underlying Price 81.510 Time to expiry: 85 Days Nov 10 14.62 0.87 36.17 0| 0 0 0 6800 11.17 0.81 33.30 0| 0 0 0 7200 7.95 0.71 30.12 0| 0 15 0 7600 6.56 0.65 29.15 0| 12 12 +12 7800 5.22 0.59 27.84 0| 0 45 0 8000 4.01 0.51 26.46 0| 10 24 +10 8200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 26 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.01 0.43 25.46 0| 0 24 0 8400 1.42 1.55 0.28 23.99 1.42 S 1.42 S 2| 0 12 0 8800 0.60 0.70 0.15 22.94 0.60 0.60 1| 0 71 0 9200 0.26 0.07 21.85 0| 0 0 0 9600 Total 3| 22 203 +22 Indicative a-t-m Vol 26.81 Underlying Price 81.510 Time to expiry: 113 Days Dec 10 47.58 0.99 68.00 0| 0 0 0 3409 39.20 0.98 60.34 0| 0 0 0 4261 36.86 0.98 57.72 0| 0 0 0 4500 30.87 0.96 50.90 0| 0 32 0 5114 26.13 0.95 44.93 0| 0 0 0 5600 22.69 0.93 42.23 0| 0 0 0 5966 18.60 0.90 37.96 0| 0 0 0 6400 14.92 0.85 35.37 0| 0 60 0 6818 12.30 0.80 33.07 0| 0 0 0 7125 9.30 0.72 30.44 0| 0 139 0 7500 8.04 0.68 29.49 0| 0 760 0 7671 6.64 0.62 28.33 0| 0 10 0 7875 4.77 0.53 26.63 0| 1 3,347 -1 8182 3.47 0.44 25.46 0| 9 1,059 +9 8438 3.11 0.41 25.13 0| 0 1,647 0 8523 2.04 2.07 0.31 24.12 2.04 2.04 10| 0 91 0 8800 1.52 0.25 23.64 0| 0 2,377 0 9000 1.04 0.19 22.83 0| 14 71 -14 9200 0.70 0.75 0.15 22.39 0.70 0.70 1| 0 3,454 0 9375 0.12 0.03 21.27 0| 0 489 0 10227 0.02 0.01 23.00 0| 0 63 0 11250 Total 11| 24 13,599 -6 Indicative a-t-m Vol 27.23 Underlying Price 81.510 Time to expiry: 204 Days Mar 11 34.25 0.95 47.33 0| 0 0 0 4800 29.98 0.94 43.54 0| 0 0 0 5250 26.78 0.92 41.74 0| 0 0 0 5600 23.17 0.89 39.07 0| 0 4 0 6000 19.66 0.85 36.44 0| 0 30 0 6400 16.68 0.81 34.18 0| 0 86 0 6750 10.87 0.69 30.08 0| 0 175 0 7500 8.36 0.61 28.33 0| 0 229 0 7875 6.19 0.52 26.84 0| 0 145 0 8250 4.38 0.43 25.46 0| 6 61 +6 8625 3.50 3.63 0.38 24.85 3.50 3.50 14| 0 67 0 8800 2.91 0.33 24.17 0| 0 1,610 0 9000 2.29 0.28 23.53 0| 0 57 0 9200 1.85 0.24 23.19 0| 0 538 0 9375 0.09 0.02 20.13 0| 0 159 0 11250 Total 14| 6 3,161 +6 Indicative a-t-m Vol 27.47 Underlying Price 81.510 Time to expiry: 295 Days Jun 11 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 27 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 44.44 0.98 53.00 0| 0 0 0 3750 37.16 0.96 45.41 0| 0 0 0 4500 30.13 0.93 40.57 0| 0 0 0 5250 26.76 0.91 38.71 0| 0 0 0 5625 23.48 0.88 36.86 0| 0 6 0 6000 20.06 0.84 34.68 0| 0 0 0 6400 17.22 0.80 33.07 0| 0 35 0 6750 11.71 0.68 29.96 0| 0 67 0 7500 8.60 0.59 28.22 0| 0 48 0 8000 7.12 0.53 26.98 0| 0 180 0 8250 4.32 4.59 0.41 25.37 4.32 4.32 13| 0 52 0 8800 2.95 3.17 0.32 24.30 2.95 2.95 12| 0 30 0 9200 2.06 0.24 23.19 0| 0 62 0 9600 1.32 0.17 22.52 0| 0 104 0 10000 0.12 0.02 21.28 0| 0 100 0 12000 0.01 0.00 24.00 0| 0 97 0 16000 Total 25| 0 781 0 Indicative a-t-m Vol 27.52 Underlying Price 81.510 Time to expiry: 477 Days Dec 11 37.81 0.94 45.62 0| 0 0 0 4500 31.08 0.90 40.75 0| 0 0 0 5250 24.78 0.84 36.99 0| 0 0 0 6000 20.17 0.78 33.73 0| 0 0 0 6563 13.54 0.66 29.97 0| 0 64 0 7500 10.43 0.58 28.01 0| 0 150 0 8000 6.40 0.44 25.39 0| 0 0 0 8800 0.48 0.06 21.14 0| 0 0 0 12000 0.07 0.01 24.25 0| 0 0 0 16000 Total 0| 0 214 0 Indicative a-t-m Vol 27.31 Underlying Price 81.510 Time to expiry: 659 Days Jun 12 35.60 0.91 43.27 0| 0 0 0 4800 25.69 0.82 36.75 0| 0 0 0 6000 16.77 0.70 31.08 0| 0 0 0 7200 11.69 0.59 27.82 0| 0 0 0 8000 7.50 0.46 25.12 0| 0 0 0 8800 0.93 0.10 21.44 0| 0 0 0 12000 0.20 0.02 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.09 Underlying Price 81.510 Time to expiry: 848 Days Dec 12 36.39 0.89 43.35 0| 0 0 0 4800 26.72 0.81 36.73 0| 0 0 0 6000 12.89 0.59 27.63 0| 0 0 0 8000 8.59 0.48 24.77 0| 0 0 0 8800 1.50 0.14 21.40 0| 0 0 0 12000 0.45 0.04 24.38 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 26.92 Underlying Price 81.510 Time to expiry: 1030 Days Jun 13 36.62 0.89 43.35 0| 0 0 0 4800 27.21 0.80 36.72 0| 0 0 0 6000 13.50 0.60 27.49 0| 0 0 0 8000 9.13 0.49 24.47 0| 0 0 0 8800 1.90 0.16 21.37 0| 0 0 0 12000 0.72 0.06 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.92 Underlying Price 81.510 Time to expiry: 1212 Days Dec 13 37.27 0.88 43.36 0| 0 0 0 4800 27.94 0.80 36.35 0| 0 0 0 6000 14.34 0.60 27.14 0| 0 0 0 8000 2.52 0.19 21.43 0| 0 0 0 12000 1.21 0.09 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.55 Underlying Price 81.510 Time to expiry: 1576 Days Dec 14 37.78 0.87 43.22 0| 0 0 0 4800 28.64 0.79 35.92 0| 0 0 0 6000 15.29 0.61 26.76 0| 0 0 0 8000 3.31 0.22 21.18 0| 0 0 0 12000 2.14 0.14 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 505| 226 25,412 +117 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 25.58 Underlying Price 81.510 Time to expiry: 22 Days Sep 10 0.01 0.00 66.00 0| 0 621 0 4500 0.01 0.00 65.26 0| 0 179 0 5250 0.02 -0.01 61.43 0| 0 30 0 5600 0.07 -0.01 58.23 0| 0 572 0 6000 0.13 -0.03 52.88 0| 10 125 0 6400 0.14 -0.04 43.89 0| 2 1,089 0 6750 0.23 -0.07 36.97 0| 0 364 0 7125 0.43 0.48 -0.14 31.80 0.43 0.43 30| 40 1,367 -24 7500 1.12 -0.30 27.91 0| 32 1,298 -4 7875 1.48 -0.38 26.66 0| 68 122 +20 8000 2.56 -0.56 24.88 0| 3 1,191 0 8250 3.49 -0.68 24.35 0| 57 1,422 +22 8400 5.16 -0.83 23.33 0| 0 112 0 8625 6.71 -0.90 23.76 0| 0 30 0 8800 8.55 -0.96 22.17 0| 0 37 0 9000 10.51 -0.98 23.18 0| 0 97 0 9200 12.24 -0.99 23.44 0| 0 54 0 9375 14.49 -1.00 23.69 0| 0 0 0 9600 18.49 -1.00 23.83 0| 0 0 0 10000 38.49 -1.00 33.00 0| 0 0 0 12000 Total 30| 212 8,710 +14 Indicative a-t-m Vol 25.75 Underlying Price 81.510 Time to expiry: 50 Days Oct 10 0.49 -0.09 37.67 0| 28 60 +28 6800 0.78 -0.14 33.29 0| 0 122 0 7200 1.38 -0.24 29.62 0| 0 789 0 7600 1.78 1.87 -0.32 28.23 1.78 1.78 16| 0 0 0 7800 2.50 -0.40 26.83 0| 0 198 0 8000 3.32 -0.50 25.40 0| 0 109 0 8200 4.38 -0.61 24.33 0| 0 61 0 8400 5.67 -0.71 23.52 0| 5 47 0 8600 7.16 -0.81 22.65 0| 0 38 0 8800 8.87 -0.87 22.60 0| 0 1 0 9000 10.62 -0.94 20.83 0| 0 1 0 9200 14.52 -0.98 21.85 0| 0 0 0 9600 18.49 -1.00 23.00 0| 0 0 0 10000 Total 16| 33 1,426 +28 Indicative a-t-m Vol 26.80 Underlying Price 81.510 Time to expiry: 85 Days Nov 10 1.08 1.00 -0.13 36.17 1.08 S 0.98 29| 0 45 0 6800 1.51 1.54 -0.19 33.30 1.51 1.51 29| 0 1 0 7200 2.43 2.32 -0.29 30.12 2.43 2.43 10| 11 51 +11 7600 3.00 2.92 -0.35 29.15 3.18 2.99 43| 43 43 +43 7800 3.81 3.59 -0.41 27.84 3.81 3.63 19| 17 59 0 8000 4.45 4.38 -0.49 26.46 4.45 4.45 16| 25 48 +25 8200 5.80 5.37 -0.57 25.46 5.80 5.37 30| 0 0 0 8400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.92 -0.72 23.99 0| 0 0 0 8800 11.08 -0.85 22.94 0| 0 0 0 9200 14.65 -0.94 21.85 0| 0 0 0 9600 Total 176| 96 247 +79 Indicative a-t-m Vol 26.81 Underlying Price 81.510 Time to expiry: 113 Days Dec 10 0.07 -0.01 68.00 0| 0 232 0 3409 0.20 -0.02 60.34 0| 0 239 0 4261 0.24 -0.02 57.72 0| 0 405 0 4500 0.38 -0.04 50.90 0| 0 340 0 5114 0.50 -0.05 44.93 0| 0 80 0 5600 0.71 -0.07 42.23 0| 20 1,406 0 5966 0.96 -0.11 37.96 0| 0 115 0 6400 1.46 -0.16 35.37 0| 0 210 0 6818 1.91 -0.20 33.07 0| 0 4,015 0 7125 2.76 2.65 -0.28 30.44 2.76 2.76 1| 0 1,236 0 7500 3.12 -0.32 29.49 0| 0 2,281 0 7671 3.75 -0.38 28.33 0| 2 235 -2 7875 4.96 -0.48 26.63 0| 0 2,895 0 8182 6.23 -0.57 25.46 0| 0 967 0 8438 6.71 -0.60 25.13 0| 0 1,019 0 8523 8.44 -0.69 24.12 0| 0 32 0 8800 9.90 -0.75 23.64 0| 0 0 0 9000 11.42 -0.81 22.83 0| 0 0 0 9200 12.88 -0.85 22.39 0| 0 33 0 9375 20.79 -0.98 21.27 0| 0 46 0 10227 30.99 -1.00 23.00 0| 0 0 0 11250 Total 1| 22 15,786 -2 Indicative a-t-m Vol 27.23 Underlying Price 81.510 Time to expiry: 204 Days Mar 11 0.64 -0.05 47.33 0| 0 20 0 4800 0.85 -0.06 43.54 0| 0 268 0 5250 1.14 -0.09 41.74 0| 0 60 0 5600 1.52 -0.11 39.07 0| 0 167 0 6000 1.99 -0.15 36.44 0| 0 101 0 6400 2.50 -0.19 34.18 0| 0 213 0 6750 4.17 -0.31 30.08 0| 53 1,099 0 7500 5.39 -0.39 28.33 0| 0 119 0 7875 6.97 -0.48 26.84 0| 0 852 0 8250 8.89 -0.58 25.46 0| 0 172 0 8625 9.90 -0.62 24.85 0| 0 51 0 8800 11.17 -0.67 24.17 0| 0 93 0 9000 12.55 -0.72 23.53 0| 0 0 0 9200 13.86 -0.76 23.19 0| 0 2 0 9375 30.99 -1.00 20.13 0| 0 0 0 11250 Total 0| 53 3,217 0 Indicative a-t-m Vol 27.47 Underlying Price 81.510 Time to expiry: 295 Days Jun 11 0.60 -0.03 53.00 0| 0 20 0 3750 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 31 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.86 -0.05 45.41 0| 30 310 +30 4500 1.44 -0.09 40.57 0| 0 394 0 5250 1.87 -0.12 38.71 0| 0 264 0 5625 2.42 -0.15 36.86 0| 0 154 0 6000 3.09 -0.19 34.68 0| 0 87 0 6400 3.84 -0.24 33.07 0| 30 186 +30 6750 6.01 -0.36 29.96 0| 0 119 0 7500 8.06 -0.45 28.22 0| 0 26 0 8000 9.14 -0.50 26.98 0| 0 180 0 8250 12.25 -0.62 25.37 0| 0 30 0 8800 14.91 -0.70 24.30 0| 0 0 0 9200 17.86 -0.78 23.19 0| 0 0 0 9600 21.15 -0.84 22.52 0| 0 25 0 10000 39.91 -0.98 21.28 0| 0 0 0 12000 79.50 -1.00 24.00 0| 0 0 0 16000 Total 0| 60 1,795 +60 Indicative a-t-m Vol 27.52 Underlying Price 81.510 Time to expiry: 477 Days Dec 11 2.03 -0.08 45.62 0| 0 130 0 4500 2.88 -0.13 40.75 0| 0 42 0 5250 4.15 -0.18 36.99 0| 0 10 0 6000 5.21 -0.24 33.73 0| 0 110 0 6563 7.99 -0.36 29.97 0| 0 71 0 7500 9.90 -0.43 28.01 0| 0 50 0 8000 13.87 -0.57 25.39 0| 0 0 0 8800 40.02 -0.95 21.14 0| 0 0 0 12000 79.38 -0.99 24.25 0| 0 0 0 16000 Total 0| 0 413 0 Indicative a-t-m Vol 27.31 Underlying Price 81.510 Time to expiry: 659 Days Jun 12 3.74 -0.13 43.27 0| 0 0 0 4800 6.02 -0.21 36.75 0| 0 0 0 6000 9.23 -0.34 31.08 0| 0 0 0 7200 12.22 -0.44 27.82 0| 0 0 0 8000 16.08 -0.57 25.12 0| 0 0 0 8800 41.32 -0.91 21.44 0| 0 0 0 12000 79.76 -0.98 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.09 Underlying Price 81.510 Time to expiry: 848 Days Dec 12 4.98 -0.14 43.35 0| 0 0 0 4800 7.32 -0.22 36.73 0| 0 0 0 6000 13.36 -0.43 27.63 0| 0 0 0 8000 17.00 -0.54 24.77 0| 0 0 0 8800 41.50 -0.88 21.40 0| 0 0 0 12000 79.59 -0.96 24.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.92 Underlying Price 81.510 Time to expiry: 1030 Days Jun 13 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 32 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.26 -0.15 43.35 0| 0 0 0 4800 8.89 -0.23 36.72 0| 0 0 0 6000 15.01 -0.44 27.49 0| 0 0 0 8000 18.53 -0.54 24.47 0| 0 0 0 8800 42.50 -0.85 21.37 0| 0 0 0 12000 79.76 -0.94 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.92 Underlying Price 81.510 Time to expiry: 1212 Days Dec 13 7.24 -0.16 43.36 0| 0 0 0 4800 9.72 -0.23 36.35 0| 0 0 0 6000 15.63 -0.42 27.14 0| 0 0 0 8000 42.55 -0.83 21.43 0| 0 0 0 12000 79.61 -0.92 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.55 Underlying Price 81.510 Time to expiry: 1576 Days Dec 14 9.08 -0.16 43.22 0| 0 0 0 4800 11.52 -0.24 35.92 0| 0 0 0 6000 17.30 -0.42 26.76 0| 0 0 0 8000 43.15 -0.79 21.18 0| 0 0 0 12000 79.61 -0.89 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 223| 476 31,594 +179 Grand Total 728| 702 57,006 +296 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 25.58 Underlying Price 81.510 Time to expiry: 22 Days Sep 10 36.52 1.00 66.00 0| 0 0 0 4500 29.04 1.00 65.26 0| 0 0 0 5250 25.30 0.99 60.56 0| 0 0 0 5625 21.59 0.99 58.23 0| 0 95 0 6000 17.65 0.97 52.88 0| 0 0 0 6400 14.17 0.96 43.89 0| 0 147 0 6750 10.51 0.93 36.97 0| 0 399 0 7125 7.01 0.86 31.80 0| 0 141 0 7500 3.90 0.70 27.91 0| 0 0 0 7875 3.01 0.62 26.66 0| 0 0 0 8000 1.59 0.44 24.88 0| 0 35,010 0 8250 1.02 0.32 24.35 0| 0 0 0 8400 0.44 0.18 23.33 0| 0 22,815 0 8625 0.24 0.11 23.76 0| 0 207 0 8800 0.07 0.04 22.17 0| 0 850 0 9000 0.03 0.02 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 27.24 Underlying Price 81.510 Time to expiry: 204 Days Mar 11 36.98 0.97 49.13 0| 0 0 0 4500 29.89 0.94 43.54 0| 0 0 0 5250 26.46 0.91 41.43 0| 0 0 0 5625 23.10 0.89 39.07 0| 0 0 0 6000 19.59 0.85 36.44 0| 0 0 0 6400 16.62 0.81 34.18 0| 0 0 0 6750 13.62 0.75 32.10 0| 0 9 0 7125 10.82 0.69 30.08 0| 0 10 0 7500 7.58 0.58 27.86 0| 0 50 0 8000 6.16 0.52 26.84 0| 0 0 0 8250 4.35 0.43 25.46 0| 0 20 0 8625 3.61 0.38 24.85 0| 0 0 0 8800 2.89 0.33 24.17 0| 0 572 0 9000 2.28 0.28 23.53 0| 0 0 0 9200 1.34 0.19 22.56 0| 0 0 0 9600 0.75 0.12 21.71 0| 0 0 0 10000 0.02 0.01 19.90 0| 0 0 0 12000 Total 0| 0 661 0 Indicative a-t-m Vol 25.92 Underlying Price 81.510 Time to expiry: 386 Days Sep 11 33.24 0.92 41.00 0| 0 0 0 4800 22.93 0.84 35.05 0| 0 0 0 6000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.82 0.69 29.76 0| 0 0 0 7200 8.68 0.56 26.37 0| 0 0 0 8000 4.90 0.40 24.00 0| 0 0 0 8800 0.20 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 26.16 Underlying Price 81.510 Time to expiry: 568 Days Mar 12 33.89 0.92 36.16 0| 0 0 0 4800 27.06 0.86 33.66 0| 0 0 0 5625 13.69 0.65 27.91 0| 0 0 0 7500 10.82 0.58 26.59 0| 0 0 0 8000 6.88 0.45 24.32 0| 0 0 0 8800 0.55 0.07 19.74 0| 0 0 0 12000 0.06 0.01 22.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 60,845 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 25.58 Underlying Price 81.510 Time to expiry: 22 Days Sep 10 0.01 0.00 66.00 0| 0 1,000 0 4500 0.01 0.00 65.26 0| 0 15 0 5250 0.02 -0.01 60.56 0| 0 809 0 5625 0.07 -0.01 58.23 0| 0 650 0 6000 0.13 -0.03 52.88 0| 0 400 0 6400 0.14 -0.04 43.89 0| 0 779 0 6750 0.23 -0.07 36.97 0| 0 486 0 7125 0.48 -0.14 31.80 0| 0 1,015 0 7500 1.12 -0.30 27.91 0| 0 1,180 0 7875 1.48 -0.38 26.66 0| 0 300 0 8000 2.56 -0.56 24.88 0| 0 35,450 0 8250 3.49 -0.68 24.35 0| 0 650 0 8400 5.16 -0.82 23.33 0| 100 5,184 0 8625 6.71 -0.89 23.76 0| 0 0 0 8800 8.54 -0.96 22.17 0| 0 0 0 9000 10.50 -0.98 23.18 0| 0 0 0 9200 12.23 -0.99 23.44 0| 0 0 0 9375 14.47 -1.00 23.69 0| 0 0 0 9600 18.46 -1.00 23.83 0| 0 0 0 10000 38.46 -1.00 33.00 0| 0 0 0 12000 Total 0| 100 47,918 0 Indicative a-t-m Vol 27.24 Underlying Price 81.510 Time to expiry: 204 Days Mar 11 0.48 -0.03 49.13 0| 0 2,935 0 4500 0.85 -0.06 43.54 0| 0 10 0 5250 1.15 -0.09 41.43 0| 0 1,014 0 5625 1.52 -0.11 39.07 0| 0 0 0 6000 1.99 -0.15 36.44 0| 0 0 0 6400 2.50 -0.19 34.18 0| 0 86 0 6750 3.24 -0.25 32.10 0| 0 90 0 7125 4.16 -0.31 30.08 0| 0 252 0 7500 5.89 -0.42 27.86 0| 0 0 0 8000 6.96 -0.48 26.84 0| 0 3,191 0 8250 8.88 -0.57 25.46 0| 100 100 +100 8625 9.89 -0.62 24.85 0| 0 0 0 8800 11.15 -0.67 24.17 0| 0 0 0 9000 12.53 -0.72 23.53 0| 0 0 0 9200 15.57 -0.81 22.56 0| 0 0 0 9600 18.96 -0.88 21.71 0| 0 0 0 10000 38.12 -0.99 19.90 0| 0 0 0 12000 Total 0| 100 7,678 +100 Indicative a-t-m Vol 25.92 Underlying Price 81.510 Time to expiry: 386 Days Sep 11 1.37 -0.08 41.00 0| 0 0 0 4800 2.91 -0.16 35.05 0| 0 0 0 6000 5.66 -0.31 29.76 0| 0 0 0 7200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.42 -0.44 26.37 0| 0 10 0 8000 12.54 -0.60 24.00 0| 0 0 0 8800 39.45 -0.97 20.31 0| 0 0 0 12000 78.76 -1.00 22.00 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 26.16 Underlying Price 81.510 Time to expiry: 568 Days Mar 12 1.68 -0.08 36.16 0| 0 40 0 4800 2.93 -0.14 33.66 0| 0 30 0 5625 7.95 -0.35 27.91 0| 0 0 0 7500 9.98 -0.42 26.59 0| 0 175 0 8000 13.89 -0.55 24.32 0| 0 0 0 8800 38.93 -0.93 19.74 0| 0 0 0 12000 77.66 -0.99 22.00 0| 0 0 0 16000 Total 0| 0 245 0 Total Puts 0| 200 55,851 +100 Grand Total 0| 200 116,696 +100 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 42.59 Underlying Price 2.043 Time to expiry: 22 Days Sep 10 1.64 1.00 100.00 0| 0 0 0 40 1.24 1.00 81.97 0| 0 0 0 80 0.84 1.00 64.78 0| 0 0 0 120 0.64 1.00 58.22 0| 0 0 0 140 0.45 0.97 52.83 0| 0 68 0 160 0.26 0.86 49.61 0| 0 120 0 180 0.18 0.75 47.52 0| 120 820 +120 190 0.11 0.60 42.98 0| 0 691 0 200 0.06 0.42 42.01 0| 0 990 0 210 0.03 0.25 40.38 0| 0 508 0 220 0.02 0.16 44.13 0| 0 10,310 0 230 0.01 0.06 39.97 0| 0 23,423 0 240 0.01 0.01 38.33 0| 0 5,344 0 260 0.01 0.00 37.15 0| 0 1,070 0 280 0.01 0.00 36.37 0| 0 1,159 0 300 0.01 0.00 35.94 0| 0 700 0 320 0.01 0.00 35.81 0| 0 9,000 0 340 0.01 0.00 35.96 0| 0 150 0 360 0.01 0.00 36.95 0| 0 0 0 400 0.01 0.00 38.69 0| 0 0 0 440 0.01 0.00 41.00 0| 0 0 0 480 Total 0| 120 54,353 +120 Indicative a-t-m Vol 43.00 Underlying Price 2.043 Time to expiry: 50 Days Oct 10 0.65 0.97 58.00 0| 0 0 0 140 0.46 0.91 52.98 0| 0 0 0 160 0.30 0.78 49.54 0| 0 0 0 180 0.22 0.70 44.80 0| 0 0 0 190 0.15 0.59 43.21 0| 0 0 0 200 0.11 0.46 42.68 0| 0 220 0 210 0.07 0.35 41.67 0| 0 332 0 220 0.04 0.24 40.35 0| 0 1,188 0 230 0.02 0.16 39.45 0| 0 40 0 240 0.01 0.06 38.89 0| 0 0 0 260 0.01 0.02 39.44 0| 0 0 0 280 0.01 0.01 41.00 0| 0 0 0 300 Total 0| 0 1,780 0 Indicative a-t-m Vol 45.14 Underlying Price 2.043 Time to expiry: 85 Days Nov 10 0.66 0.93 58.00 0| 0 0 0 140 0.50 0.85 56.41 0| 0 0 0 160 0.34 0.74 50.49 0| 0 0 0 180 0.27 0.67 49.44 0| 0 0 0 190 0.20 0.59 45.08 0| 0 0 0 200 0.16 0.50 45.23 0| 0 120 0 210 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.11 0.40 41.86 0| 40 10,000 0 220 0.05 0.24 40.19 0| 0 0 0 240 0.02 0.12 39.07 0| 0 0 0 260 0.01 0.06 40.00 0| 0 0 0 280 Total 0| 40 10,120 0 Indicative a-t-m Vol 44.32 Underlying Price 2.043 Time to expiry: 113 Days Dec 10 1.64 1.00 84.00 0| 0 0 0 40 1.25 0.99 72.72 0| 0 30 0 80 0.86 0.96 61.24 0| 0 0 0 120 0.51 0.84 52.90 0| 0 145 0 160 0.35 0.73 48.02 0| 0 0 0 180 0.23 0.59 44.96 0| 0 670 0 200 0.13 0.43 41.75 0| 0 899 0 220 0.06 0.07 0.28 40.66 0.06 0.06 15| 0 321,654 0 240 0.03 0.15 37.58 0| 0 10,722 0 260 0.01 0.07 35.57 0| 0 33,757 0 280 0.01 0.01 32.19 0| 39 1,659 0 320 0.01 0.00 30.77 0| 0 304,200 0 340 0.01 0.00 29.51 0| 0 5,737 0 360 0.01 0.00 27.41 0| 0 41,000 0 400 0.01 0.00 25.76 0| 0 15,007 0 440 0.01 0.00 24.50 0| 0 0 0 480 0.01 0.00 23.99 0| 0 0 0 500 0.01 0.00 22.88 0| 0 0 0 560 0.01 0.00 22.43 0| 0 0 0 600 0.01 0.00 22.68 0| 0 0 0 800 0.01 0.00 25.53 0| 0 101 0 1000 0.01 0.00 29.84 0| 0 305 0 1200 0.01 0.00 35.00 0| 0 200 0 1400 Total 15| 39 736,086 0 Indicative a-t-m Vol 44.39 Underlying Price 2.043 Time to expiry: 204 Days Mar 11 1.65 1.00 78.00 0| 0 0 0 40 1.26 0.98 72.36 0| 0 0 0 80 0.89 0.92 60.39 0| 0 0 0 120 0.56 0.80 50.78 0| 0 0 0 160 0.42 0.71 47.74 0| 0 0 0 180 0.30 0.60 44.88 0| 0 106 0 200 0.20 0.48 42.41 0| 0 560 0 220 0.13 0.36 39.81 0| 0 1,820 0 240 0.08 0.25 38.18 0| 0 600 0 260 0.05 0.17 37.37 0| 0 4,000 0 280 0.01 0.06 35.93 0| 0 1,100 0 320 0.01 0.02 35.52 0| 0 0 0 360 0.01 0.01 36.00 0| 0 0 0 400 Total 0| 0 8,186 0 Indicative a-t-m Vol 43.83 Underlying Price 2.043 Time to expiry: 295 Days Jun 11 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.26 0.97 63.00 0| 0 0 0 80 0.91 0.90 57.34 0| 0 0 0 120 0.60 0.79 50.09 0| 0 16 0 160 0.47 0.70 47.12 0| 0 119 0 180 0.35 0.61 44.15 0| 0 1 0 200 0.26 0.51 42.53 0| 0 150 0 220 0.18 0.41 40.70 0| 0 626 0 240 0.12 0.31 38.72 0| 0 100 0 260 0.09 0.24 38.56 0| 0 740 0 280 0.04 0.12 36.97 0| 0 300 0 320 0.02 0.06 36.83 0| 0 0 0 360 0.01 0.04 37.53 0| 0 0 0 400 0.01 0.02 38.93 0| 0 0 0 440 0.01 0.02 40.88 0| 0 0 0 480 Total 0| 0 2,052 0 Indicative a-t-m Vol 45.48 Underlying Price 2.043 Time to expiry: 477 Days Dec 11 1.30 0.95 66.32 0| 0 0 0 80 0.96 0.88 54.85 0| 0 0 0 120 0.70 0.77 52.24 0| 0 26 0 160 0.45 0.63 45.98 0| 0 0 0 200 0.27 0.47 41.00 0| 0 0 0 240 0.17 0.34 40.55 0| 0 0 0 280 0.10 0.23 39.61 0| 0 20 0 320 0.04 0.11 39.23 0| 0 57,500 0 400 0.01 0.05 40.10 0| 0 0 0 500 0.01 0.02 39.81 0| 0 0 0 600 0.01 0.00 40.66 0| 0 0 0 800 0.01 0.00 41.42 0| 0 101 0 1000 0.01 0.00 41.91 0| 0 301 0 1200 0.01 0.00 42.34 0| 0 100 0 1400 Total 0| 0 58,048 0 Indicative a-t-m Vol 44.81 Underlying Price 2.043 Time to expiry: 659 Days Jun 12 1.34 0.94 65.74 0| 0 0 0 80 0.77 0.77 52.19 0| 0 0 0 160 0.52 0.65 45.21 0| 0 0 0 200 0.34 0.51 41.17 0| 0 0 0 240 0.24 0.40 40.74 0| 0 0 0 280 0.16 0.30 39.96 0| 0 0 0 320 0.09 0.19 41.84 0| 0 0 0 400 0.03 0.09 38.05 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.47 Underlying Price 2.043 Time to expiry: 848 Days Dec 12 1.37 0.93 65.00 0| 0 0 0 80 0.83 0.77 52.06 0| 0 0 0 160 0.59 0.66 44.83 0| 0 0 0 200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 0.55 41.24 0| 0 0 0 240 0.31 0.45 41.01 0| 0 0 0 280 0.25 0.39 39.21 0| 0 7,500 0 300 0.22 0.36 40.10 0| 0 0 0 320 0.15 0.25 42.19 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 44.29 Underlying Price 2.043 Time to expiry: 1030 Days Jun 13 1.40 0.93 64.71 0| 0 0 0 80 0.89 0.78 51.87 0| 0 0 0 160 0.64 0.68 44.61 0| 0 0 0 200 0.47 0.57 41.38 0| 0 0 0 240 0.28 0.40 40.27 0| 0 0 0 320 0.20 0.30 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 46.26 Underlying Price 2.043 Time to expiry: 1212 Days Dec 13 1.43 0.93 64.49 0| 0 0 0 80 0.94 0.79 51.97 0| 0 0 0 160 0.53 0.60 41.59 0| 0 0 0 240 0.33 0.43 40.44 0| 0 0 0 320 0.25 0.34 42.19 0| 0 0 0 400 0.10 0.18 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 46.96 Underlying Price 2.043 Time to expiry: 1576 Days Dec 14 1.49 0.92 64.52 0| 0 0 0 80 1.04 0.80 52.49 0| 0 0 0 160 0.64 0.64 42.43 0| 0 0 0 240 0.44 0.50 40.86 0| 0 0 0 320 0.34 0.41 42.19 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 15| 199 878,125 +120 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 42.59 Underlying Price 2.043 Time to expiry: 22 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 0.00 58.22 0| 0 0 0 140 0.01 -0.03 52.83 0| 0 160 0 160 0.02 -0.14 49.61 0| 0 534 0 180 0.04 -0.25 47.52 0| 0 10 0 190 0.07 -0.40 42.98 0| 0 4,000 0 200 0.12 -0.58 42.01 0| 0 430 0 210 0.19 -0.75 40.38 0| 0 3,558 0 220 0.27 -0.84 44.13 0| 0 5,144 0 230 0.36 -0.94 39.97 0| 0 9,374 0 240 0.58 0.56 -0.99 38.33 0.58 S 0.58 S 39| 0 861 0 260 0.76 -1.00 37.15 0| 0 4,240 0 280 0.96 -1.00 36.37 0| 0 360 0 300 1.16 -1.00 35.94 0| 0 3 0 320 1.36 -1.00 35.81 0| 0 322 0 340 1.56 -1.00 35.96 0| 0 0 0 360 1.96 -1.00 36.95 0| 0 0 0 400 2.36 -1.00 38.69 0| 0 0 0 440 2.76 -1.00 41.00 0| 0 0 0 480 Total 39| 0 29,454 0 Indicative a-t-m Vol 43.00 Underlying Price 2.043 Time to expiry: 50 Days Oct 10 0.01 -0.03 58.00 0| 0 0 0 140 0.02 -0.09 52.98 0| 0 0 0 160 0.05 -0.22 49.54 0| 0 240 0 180 0.07 -0.30 44.80 0| 0 100 0 190 0.11 -0.41 43.21 0| 0 26,200 0 200 0.16 -0.54 42.68 0| 0 910 0 210 0.22 -0.65 41.67 0| 0 530 0 220 0.30 -0.76 40.35 0| 0 0 0 230 0.38 -0.85 39.45 0| 0 0 0 240 0.56 -0.95 38.89 0| 0 0 0 260 0.76 -0.98 39.44 0| 0 0 0 280 0.96 -1.00 41.00 0| 0 0 0 300 Total 0| 0 27,980 0 Indicative a-t-m Vol 45.14 Underlying Price 2.043 Time to expiry: 85 Days Nov 10 0.02 -0.07 58.00 0| 0 0 0 140 0.05 -0.15 56.41 0| 0 0 0 160 0.09 -0.26 50.49 0| 0 0 0 180 0.12 -0.33 49.44 0| 0 0 0 190 0.15 -0.42 45.08 0| 0 360 0 200 0.21 -0.50 45.23 0| 0 100 0 210 0.26 -0.60 41.86 0| 0 20 0 220 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.40 -0.77 40.19 0| 0 0 0 240 0.58 -0.88 39.07 0| 0 0 0 260 0.76 -0.94 40.00 0| 0 0 0 280 Total 0| 0 480 0 Indicative a-t-m Vol 44.32 Underlying Price 2.043 Time to expiry: 113 Days Dec 10 0.01 0.00 84.00 0| 0 0 0 40 0.01 -0.01 72.72 0| 0 0 0 80 0.01 -0.04 61.24 0| 0 305 0 120 0.06 -0.16 52.90 0| 0 3,050 0 160 0.10 -0.27 48.02 0| 0 820 0 180 0.18 -0.41 44.96 0| 0 2,006 0 200 0.28 -0.58 41.75 0| 0 21,230 0 220 0.42 -0.72 40.66 0| 0 383 0 240 0.58 -0.85 37.58 0| 0 6,200 0 260 0.76 -0.94 35.57 0| 0 224 0 280 1.16 -1.00 32.19 0| 0 8 0 320 1.36 -1.00 30.77 0| 0 0 0 340 1.56 -1.00 29.51 0| 0 16,300 0 360 1.96 -1.00 27.41 0| 0 202 0 400 2.36 -1.00 25.76 0| 0 2,500 0 440 2.76 -1.00 24.50 0| 0 5 0 480 2.96 -1.00 23.99 0| 0 5 0 500 3.56 -1.00 22.88 0| 0 5 0 560 3.96 -1.00 22.43 0| 0 0 0 600 5.96 -1.00 22.68 0| 0 0 0 800 7.96 -1.00 25.53 0| 0 0 0 1000 9.96 -1.00 29.84 0| 0 0 0 1200 11.96 -1.00 35.00 0| 0 0 0 1400 Total 0| 0 53,243 0 Indicative a-t-m Vol 44.39 Underlying Price 2.043 Time to expiry: 204 Days Mar 11 0.01 0.00 78.00 0| 0 0 0 40 0.01 -0.02 72.36 0| 0 0 0 80 0.04 -0.08 60.39 0| 0 1,027 0 120 0.10 -0.20 50.78 0| 0 1,037 0 160 0.16 -0.29 47.74 0| 0 520 0 180 0.24 -0.40 44.88 0| 0 400 0 200 0.35 -0.52 42.41 0| 0 160 0 220 0.47 -0.65 39.81 0| 0 0 0 240 0.62 -0.76 38.18 0| 0 0 0 260 0.79 -0.84 37.37 0| 0 0 0 280 1.16 -0.95 35.93 0| 0 0 0 320 1.56 -1.00 35.52 0| 0 0 0 360 1.96 -1.00 36.00 0| 0 0 0 400 Total 0| 0 3,144 0 Indicative a-t-m Vol 43.83 Underlying Price 2.043 Time to expiry: 295 Days Jun 11 0.01 -0.03 63.00 0| 0 0 0 80 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 57.34 0| 0 251 0 120 0.14 -0.22 50.09 0| 0 555 0 160 0.21 -0.30 47.12 0| 0 120 0 180 0.29 -0.39 44.15 0| 0 945 0 200 0.40 -0.49 42.53 0| 0 240 0 220 0.52 -0.60 40.70 0| 0 429 0 240 0.66 -0.70 38.72 0| 0 14 0 260 0.82 -0.77 38.56 0| 0 343 0 280 1.18 -0.89 36.97 0| 0 0 0 320 1.56 -0.96 36.83 0| 0 0 0 360 1.96 -0.99 37.53 0| 0 0 0 400 2.36 -1.00 38.93 0| 0 0 0 440 2.76 -1.00 40.88 0| 0 0 0 480 Total 0| 0 2,897 0 Indicative a-t-m Vol 45.48 Underlying Price 2.043 Time to expiry: 477 Days Dec 11 0.05 -0.05 66.32 0| 0 21 0 80 0.10 -0.12 54.85 0| 0 0 0 120 0.23 -0.23 52.24 0| 0 0 0 160 0.38 -0.37 45.98 0| 0 0 0 200 0.58 0.59 -0.54 41.00 0.58 S 0.58 S 39| 0 0 0 240 0.89 -0.67 40.55 0| 0 0 0 280 1.22 -0.79 39.61 0| 0 10 0 320 1.97 -0.93 39.23 0| 0 0 0 400 2.96 -1.00 40.10 0| 0 0 0 500 3.96 -1.00 39.81 0| 0 0 0 600 5.96 -1.00 40.66 0| 0 200 0 800 7.96 -1.00 41.42 0| 0 0 0 1000 9.96 -1.00 41.91 0| 0 0 0 1200 11.96 -1.00 42.34 0| 0 0 0 1400 Total 39| 0 231 0 Indicative a-t-m Vol 44.81 Underlying Price 2.043 Time to expiry: 659 Days Jun 12 0.07 -0.06 65.74 0| 0 0 0 80 0.29 -0.23 52.19 0| 0 0 0 160 0.44 -0.36 45.21 0| 0 0 0 200 0.65 -0.50 41.17 0| 0 0 0 240 0.94 -0.62 40.74 0| 0 0 0 280 1.27 -0.72 39.96 0| 0 0 0 320 2.00 -0.85 41.84 0| 0 0 0 400 2.76 -0.99 37.00 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.47 Underlying Price 2.043 Time to expiry: 848 Days Dec 12 0.10 -0.07 65.00 0| 0 0 0 80 0.34 -0.23 52.06 0| 0 0 0 160 0.49 -0.34 44.83 0| 0 0 0 200 0.70 -0.47 41.24 0| 0 0 0 240 0.99 -0.57 41.01 0| 0 0 0 280 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.13 -0.64 39.21 0| 0 7,500 0 300 1.30 -0.67 40.10 0| 0 0 0 320 2.03 -0.79 42.19 0| 0 0 0 400 2.76 -0.98 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 44.29 Underlying Price 2.043 Time to expiry: 1030 Days Jun 13 0.13 -0.07 64.71 0| 0 0 0 80 0.38 -0.23 51.87 0| 0 0 0 160 0.52 -0.33 44.61 0| 0 0 0 200 0.74 -0.44 41.38 0| 0 0 0 240 1.34 -0.64 40.27 0| 0 0 0 320 2.05 -0.75 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 46.26 Underlying Price 2.043 Time to expiry: 1212 Days Dec 13 0.15 -0.08 64.49 0| 0 0 0 80 0.42 -0.22 51.97 0| 0 0 0 160 0.78 -0.42 41.59 0| 0 0 0 240 1.36 -0.61 40.44 0| 0 0 0 320 2.07 -0.72 42.19 0| 0 0 0 400 2.76 -0.95 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 46.96 Underlying Price 2.043 Time to expiry: 1576 Days Dec 14 0.19 -0.08 64.52 0| 0 0 0 80 0.49 -0.21 52.49 0| 0 0 0 160 0.84 -0.39 42.43 0| 0 0 0 240 1.41 -0.55 40.86 0| 0 0 0 320 2.10 -0.67 42.19 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 78| 0 124,929 0 Grand Total 93| 199 1,003,054 +120 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 41.49 Underlying Price 2.043 Time to expiry: 22 Days Sep 10 1.64 1.00 75.00 0| 0 0 0 40 1.24 1.00 99.12 0| 0 0 0 80 0.84 1.00 81.29 0| 0 0 0 120 0.65 0.99 70.56 0| 0 0 0 140 0.45 0.96 60.46 0| 0 0 0 160 0.26 0.85 51.38 0| 0 0 0 180 0.18 0.75 47.26 0| 0 0 0 190 0.11 0.60 43.42 0| 0 885 0 200 0.06 0.41 38.60 0| 0 0 0 210 0.02 0.22 35.33 0| 0 150,100 0 220 0.01 0.08 32.96 0| 0 0 0 230 0.01 0.02 30.79 0| 0 210 0 240 0.01 0.00 25.98 0| 0 165 0 260 0.01 0.00 22.07 0| 0 100 0 280 0.01 0.00 18.98 0| 0 300 0 300 0.01 0.00 16.62 0| 0 1,226 0 320 0.01 0.00 14.95 0| 0 0 0 340 0.01 0.00 13.88 0| 0 80 0 360 0.01 0.00 13.37 0| 0 110 0 400 0.01 0.00 14.71 0| 0 1 0 440 0.01 0.00 16.00 0| 0 2,000 0 480 0.01 0.00 17.00 0| 0 2,000 0 500 0.01 0.00 18.00 0| 0 0 0 560 0.01 0.00 20.00 0| 0 0 0 600 0.01 0.00 22.00 0| 0 0 0 640 0.01 0.00 24.00 0| 0 0 0 720 0.01 0.00 26.00 0| 0 0 0 800 0.01 0.00 28.00 0| 0 0 0 900 0.01 0.00 30.00 0| 0 0 0 1000 0.01 0.00 32.00 0| 0 0 0 1200 0.01 0.00 34.00 0| 0 0 0 1400 Total 0| 0 157,177 0 Indicative a-t-m Vol 44.39 Underlying Price 2.043 Time to expiry: 204 Days Mar 11 1.65 1.00 78.00 0| 0 0 0 40 1.26 0.98 72.36 0| 0 0 0 80 0.89 0.92 60.39 0| 0 0 0 120 0.56 0.80 50.78 0| 0 0 0 160 0.42 0.71 47.74 0| 0 0 0 180 0.30 0.60 44.88 0| 0 0 0 200 0.20 0.48 42.41 0| 0 0 0 220 0.13 0.36 39.81 0| 0 900 0 240 0.08 0.08 0.25 38.18 0.08 0.08 40| 0 100 0 260 0.05 0.17 37.37 0| 0 0 0 280 0.01 0.06 35.93 0| 0 210 0 320 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 35.52 0| 0 260 0 360 0.01 0.01 36.00 0| 0 0 0 400 0.01 0.00 36.97 0| 0 0 0 440 0.01 0.00 38.55 0| 0 0 0 480 0.01 0.00 39.51 0| 0 0 0 500 0.01 0.00 45.62 0| 0 900 0 600 0.01 0.00 62.10 0| 0 0 0 800 Total 40| 0 2,370 0 Indicative a-t-m Vol 42.49 Underlying Price 2.043 Time to expiry: 386 Days Sep 11 1.27 0.98 54.00 0| 0 0 0 80 0.92 0.90 51.47 0| 0 0 0 120 0.64 0.78 49.03 0| 0 0 0 160 0.38 0.62 42.50 0| 0 0 0 200 0.24 0.45 42.40 0| 0 0 0 240 0.15 0.32 42.30 0| 0 1,000 0 280 0.08 0.21 41.00 0| 0 1,900 0 320 0.03 0.08 40.34 0| 0 0 0 400 0.01 0.02 39.55 0| 0 0 0 500 0.01 0.01 39.67 0| 0 0 0 600 0.01 0.00 41.65 0| 0 0 0 800 0.01 0.00 45.00 0| 0 18,000 0 1000 Total 0| 0 20,900 0 Indicative a-t-m Vol 45.84 Underlying Price 2.043 Time to expiry: 568 Days Mar 12 1.29 0.96 54.25 0| 0 0 0 80 0.97 0.88 51.24 0| 0 0 0 120 0.70 0.77 48.49 0| 0 0 0 160 0.49 0.64 46.00 0| 0 0 0 200 0.34 0.51 44.35 0| 0 0 0 240 0.23 0.39 43.03 0| 0 0 0 280 0.16 0.30 43.16 0| 0 0 0 320 0.07 0.16 41.89 0| 0 0 0 400 0.03 0.08 42.26 0| 0 0 0 500 0.01 0.04 41.80 0| 0 0 0 600 0.01 0.01 41.90 0| 0 0 0 800 0.01 0.00 42.76 0| 0 1 0 1000 0.01 0.00 44.06 0| 0 200 0 1200 Total 0| 0 201 0 Indicative a-t-m Vol 44.96 Underlying Price 2.043 Time to expiry: 757 Days Sep 12 1.31 0.95 53.43 0| 0 0 0 80 0.77 0.77 47.98 0| 0 0 0 160 0.56 0.66 45.04 0| 0 0 0 200 0.41 0.55 44.25 0| 0 0 0 240 0.31 0.44 43.49 0| 0 0 0 280 0.23 0.36 43.23 0| 0 0 0 320 0.12 0.22 42.06 0| 0 0 0 400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.07 0.14 41.14 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.92 Underlying Price 2.043 Time to expiry: 932 Days Mar 13 1.34 0.94 53.76 0| 0 0 0 80 0.82 0.78 47.65 0| 0 0 0 160 0.62 0.67 45.11 0| 0 0 0 200 0.46 0.57 43.22 0| 0 1 0 240 0.27 0.39 42.03 0| 0 1 0 320 0.17 0.28 42.51 0| 0 0 0 400 0.12 0.20 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.57 Underlying Price 2.043 Time to expiry: 1121 Days Sep 13 1.37 0.94 54.06 0| 0 0 0 80 0.87 0.78 47.82 0| 0 0 0 160 0.53 0.59 43.73 0| 0 0 0 240 0.34 0.44 42.84 0| 0 0 0 320 0.24 0.33 43.20 0| 0 0 0 400 0.17 0.25 43.53 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.81 Underlying Price 2.043 Time to expiry: 1303 Days Mar 14 1.39 0.93 53.93 0| 0 0 0 80 0.92 0.79 47.89 0| 0 0 0 160 0.59 0.62 44.11 0| 0 0 0 240 0.40 0.47 43.11 0| 0 30 0 320 0.29 0.37 43.48 0| 0 0 0 400 0.21 0.29 43.18 0| 0 0 0 480 Total 0| 0 30 0 Indicative a-t-m Vol 46.17 Underlying Price 2.043 Time to expiry: 1485 Days Sep 14 1.42 0.93 54.26 0| 0 20 0 80 0.97 0.79 48.41 0| 0 20 0 160 0.65 0.64 44.33 0| 0 20 0 240 0.47 0.51 44.32 0| 0 20 0 320 0.35 0.41 44.31 0| 0 20 0 400 0.27 0.34 44.20 0| 0 0 0 480 Total 0| 0 100 0 Indicative a-t-m Vol 46.73 Underlying Price 2.043 Time to expiry: 1667 Days Mar 15 1.45 0.93 55.01 0| 0 0 0 80 1.02 0.80 49.11 0| 0 0 0 160 0.71 0.66 44.78 0| 0 0 0 240 0.53 0.54 44.36 0| 0 0 0 320 0.40 0.44 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 40| 0 180,780 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 41.49 Underlying Price 2.043 Time to expiry: 22 Days Sep 10 0.01 0.00 75.00 0| 0 0 0 40 0.01 0.00 99.12 0| 0 0 0 80 0.01 0.00 81.29 0| 0 1 0 120 0.01 -0.01 70.56 0| 0 0 0 140 0.01 -0.04 60.46 0| 0 1,000 0 160 0.02 -0.15 51.38 0| 0 100 0 180 0.04 -0.25 47.26 0| 0 0 0 190 0.07 -0.40 43.42 0| 0 720 0 200 0.11 -0.59 38.60 0| 0 0 0 210 0.18 -0.78 35.33 0| 0 150,200 0 220 0.26 -0.92 32.96 0| 0 0 0 230 0.36 -0.98 30.79 0| 0 346 0 240 0.56 -1.00 25.98 0| 0 200 0 260 0.76 -1.00 22.07 0| 0 1,765 0 280 0.96 -1.00 18.98 0| 0 1,550 0 300 1.16 -1.00 16.62 0| 0 300 0 320 1.36 -1.00 14.95 0| 0 0 0 340 1.56 -1.00 13.88 0| 0 1,000 0 360 1.96 -1.00 13.37 0| 0 11,000 0 400 2.36 -1.00 14.71 0| 0 0 0 440 2.76 -1.00 16.00 0| 0 0 0 480 2.96 -1.00 17.00 0| 0 40 0 500 3.56 -1.00 18.00 0| 0 1,000 0 560 3.96 -1.00 20.00 0| 0 360 0 600 4.36 -1.00 22.00 0| 0 0 0 640 5.15 -1.00 24.00 0| 0 200 0 720 5.95 -1.00 26.00 0| 0 150 0 800 6.95 -1.00 28.00 0| 0 40,440 0 900 7.95 -1.00 30.00 0| 0 540 0 1000 9.95 -1.00 32.00 0| 0 2 0 1200 11.95 -1.00 34.00 0| 0 800 0 1400 Total 0| 0 211,714 0 Indicative a-t-m Vol 44.39 Underlying Price 2.043 Time to expiry: 204 Days Mar 11 0.01 0.00 78.00 0| 0 0 0 40 0.01 -0.02 72.36 0| 0 0 0 80 0.04 -0.08 60.39 0| 0 0 0 120 0.10 -0.20 50.78 0| 0 0 0 160 0.16 -0.29 47.74 0| 0 0 0 180 0.24 -0.40 44.88 0| 0 0 0 200 0.35 -0.52 42.41 0| 0 0 0 220 0.47 -0.64 39.81 0| 0 1,650 0 240 0.62 -0.75 38.18 0| 0 0 0 260 0.79 -0.83 37.37 0| 0 2,615 0 280 1.15 -0.94 35.93 0| 0 210 0 320 1.54 -0.98 35.52 0| 0 400 0 360 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.94 -0.99 36.00 0| 0 0 0 400 2.33 -1.00 36.97 0| 0 500 0 440 2.73 -1.00 38.55 0| 0 0 0 480 2.93 -1.00 39.51 0| 0 0 0 500 3.93 -1.00 45.62 0| 0 0 0 600 5.92 -1.00 62.10 0| 0 1,000 0 800 Total 0| 0 6,375 0 Indicative a-t-m Vol 42.49 Underlying Price 2.043 Time to expiry: 386 Days Sep 11 0.01 -0.02 54.00 0| 0 0 0 80 0.06 -0.10 51.47 0| 0 0 0 120 0.17 -0.22 49.03 0| 0 0 0 160 0.32 -0.38 42.50 0| 0 3,140 0 200 0.57 -0.55 42.40 0| 0 0 0 240 0.87 -0.68 42.30 0| 0 325 0 280 1.20 -0.79 41.00 0| 0 60 0 320 1.94 -0.92 40.34 0| 0 0 0 400 2.90 -0.98 39.55 0| 0 200 0 500 3.88 -0.99 39.67 0| 0 0 0 600 5.86 -1.00 41.65 0| 0 0 0 800 7.83 -1.00 45.00 0| 0 0 0 1000 Total 0| 0 3,725 0 Indicative a-t-m Vol 45.84 Underlying Price 2.043 Time to expiry: 568 Days Mar 12 0.03 -0.04 54.25 0| 0 0 0 80 0.10 -0.12 51.24 0| 0 0 0 120 0.23 -0.23 48.49 0| 0 0 0 160 0.41 -0.36 46.00 0| 0 0 0 200 0.65 -0.49 44.35 0| 0 0 0 240 0.93 -0.61 43.03 0| 0 0 0 280 1.26 -0.70 43.16 0| 0 0 0 320 1.95 -0.84 41.89 0| 0 0 0 400 2.89 -0.92 42.26 0| 0 0 0 500 3.85 -0.96 41.80 0| 0 0 0 600 5.80 -0.99 41.90 0| 0 0 0 800 7.76 -1.00 42.76 0| 0 0 0 1000 9.72 -1.00 44.06 0| 0 0 0 1200 Total 0| 0 0 0 Indicative a-t-m Vol 44.96 Underlying Price 2.043 Time to expiry: 757 Days Sep 12 0.05 -0.05 53.43 0| 0 0 0 80 0.28 -0.23 47.98 0| 0 0 0 160 0.46 -0.34 45.04 0| 0 0 0 200 0.70 -0.45 44.25 0| 0 0 0 240 0.98 -0.56 43.49 0| 0 0 0 280 1.30 -0.64 43.23 0| 0 0 0 320 1.97 -0.78 42.06 0| 0 0 0 400 2.69 -0.86 41.14 0| 0 0 0 480 Total 0| 0 0 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 44.92 Underlying Price 2.043 Time to expiry: 932 Days Mar 13 0.07 -0.06 53.76 0| 0 0 0 80 0.32 -0.22 47.65 0| 0 1 0 160 0.50 -0.33 45.11 0| 0 0 0 200 0.73 -0.43 43.22 0| 0 1 0 240 1.31 -0.61 42.03 0| 0 0 0 320 1.98 -0.72 42.51 0| 0 0 0 400 2.70 -0.80 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.57 Underlying Price 2.043 Time to expiry: 1121 Days Sep 13 0.08 -0.06 54.06 0| 0 0 0 80 0.35 -0.22 47.82 0| 0 0 0 160 0.77 -0.41 43.73 0| 0 1 0 240 1.34 -0.56 42.84 0| 0 1 0 320 2.00 -0.67 43.20 0| 0 1 0 400 2.69 -0.75 43.53 0| 0 0 0 480 Total 0| 0 3 0 Indicative a-t-m Vol 45.81 Underlying Price 2.043 Time to expiry: 1303 Days Mar 14 0.10 -0.07 53.93 0| 0 0 0 80 0.38 -0.21 47.89 0| 0 0 0 160 0.80 -0.38 44.11 0| 0 0 0 240 1.36 -0.53 43.11 0| 0 0 0 320 2.00 -0.63 43.48 0| 0 0 0 400 2.67 -0.71 43.18 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 46.17 Underlying Price 2.043 Time to expiry: 1485 Days Sep 14 0.12 -0.07 54.26 0| 0 0 0 80 0.41 -0.21 48.41 0| 0 20 0 160 0.83 -0.36 44.33 0| 0 20 0 240 1.39 -0.49 44.32 0| 0 20 0 320 2.02 -0.59 44.31 0| 0 20 0 400 2.67 -0.66 44.20 0| 0 0 0 480 Total 0| 0 80 0 Indicative a-t-m Vol 46.73 Underlying Price 2.043 Time to expiry: 1667 Days Mar 15 0.14 -0.07 55.01 0| 0 0 0 80 0.44 -0.20 49.11 0| 0 0 0 160 0.85 -0.34 44.78 0| 0 0 0 240 1.40 -0.46 44.36 0| 0 0 0 320 2.01 -0.56 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 0| 0 221,899 0 Grand Total 40| 0 402,679 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 31.30 Underlying Price 37.835 Time to expiry: 22 Days Sep 10 13.84 1.00 55.00 0| 0 0 0 2400 9.85 1.00 44.86 0| 0 0 0 2800 7.86 0.99 41.05 0| 0 0 0 3000 5.93 0.95 41.76 0| 0 32 0 3200 4.05 0.89 36.98 0| 18 48 +18 3400 3.18 0.82 35.24 0| 14 30 0 3500 2.38 0.74 33.92 0| 26 59 +14 3600 1.68 0.63 32.29 0| 30 560 +17 3700 1.11 0.49 31.12 0| 0 82 0 3800 0.67 0.36 30.12 0| 20 46 +20 3900 0.38 0.24 29.52 500| 82 2,251 +82 4000 0.20 0.14 28.99 0| 0 1,577 0 4100 0.13 0.09 0.08 28.61 0.13 0.10 90| 0 1,459 0 4200 0.04 0.04 28.11 0| 0 1,119 0 4300 0.02 0.02 29.91 0| 8 3,704 0 4400 0.02 0.02 36.48 0| 0 3,092 0 4600 0.01 0.00 29.24 0| 0 65 0 4800 0.01 0.00 29.06 0| 0 95 0 5200 0.01 0.00 29.20 0| 0 4 0 5600 0.01 0.00 29.55 0| 0 0 0 6000 0.01 0.00 30.02 0| 0 0 0 6400 0.01 0.00 31.14 0| 0 0 0 7200 0.01 0.00 32.00 0| 0 0 0 8000 Total 590| 198 14,223 +151 Indicative a-t-m Vol 31.57 Underlying Price 37.835 Time to expiry: 50 Days Oct 10 8.05 0.93 43.93 0| 0 0 0 3000 6.18 0.89 39.30 0| 0 70 0 3200 4.44 0.81 36.05 0| 0 45 0 3400 3.65 0.75 34.76 0| 0 11 0 3500 2.92 0.68 33.53 0| 0 11 0 3600 2.26 0.60 32.33 0| 0 14 0 3700 1.71 0.51 31.42 0| 0 20 0 3800 1.25 1.24 0.42 30.59 1.25 1.25 10| 1,000 1,050 +1,000 3900 0.87 0.33 29.81 0| 0 100 0 4000 0.58 0.25 29.11 0| 0 67 0 4100 0.38 0.18 28.71 0| 0 1,127 0 4200 0.23 0.12 28.01 0| 0 16 0 4300 0.12 0.08 26.99 0| 0 55 0 4400 0.04 0.03 27.10 0| 0 43 0 4600 0.05 0.03 0.02 29.56 0.05 0.05 4| 4 54 +4 4800 0.01 0.01 35.00 0| 0 0 0 5200 Total 14| 1,004 2,683 +1,004 Indicative a-t-m Vol 32.89 Underlying Price 37.835 Time to expiry: 85 Days Nov 10 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.56 0.84 39.12 0| 0 0 0 3200 4.96 0.76 37.00 0| 0 0 0 3400 3.55 0.65 34.74 0| 0 0 0 3600 2.91 0.59 33.58 0| 0 0 0 3700 2.35 0.53 32.76 0| 0 0 0 3800 1.98 1.85 0.46 31.80 1.98 1.98 70| 0 70 0 3900 1.42 0.39 30.92 0| 0 70 0 4000 1.10 0.32 30.47 0| 0 0 0 4100 0.70 0.83 0.26 30.08 0.70 0.70 20| 0 20 0 4200 0.43 0.16 29.17 0| 0 0 0 4400 0.20 0.09 28.17 0| 0 0 0 4600 Total 90| 0 160 0 Indicative a-t-m Vol 32.92 Underlying Price 37.835 Time to expiry: 113 Days Dec 10 17.96 0.99 56.86 0| 0 0 0 2000 14.09 0.96 51.14 0| 0 0 0 2400 10.34 0.91 44.55 0| 0 0 0 2800 6.84 0.82 38.67 0| 0 56 0 3200 5.28 0.74 36.43 0| 0 0 0 3400 3.90 0.64 34.45 0| 0 20 0 3600 2.73 0.53 32.79 0| 0 4,940 0 3800 1.78 0.41 30.98 0| 0 626 0 4000 1.11 0.30 30.06 0| 0 1,175 0 4200 0.64 0.20 28.91 0| 0 636 0 4400 0.33 0.12 27.81 0| 65 4,253 +35 4600 0.18 0.07 27.56 0| 0 8,600 0 4800 0.12 0.09 0.04 27.54 0.12 0.12 4| 0 3,218 0 5000 0.04 0.02 26.61 0| 0 320 0 5200 0.01 0.00 25.89 0| 0 20 0 5600 0.01 0.00 25.96 0| 0 1,000 0 6000 0.01 0.00 26.48 0| 0 0 0 6400 0.01 0.00 28.68 0| 0 0 0 7200 0.01 0.00 32.00 0| 0 0 0 8000 Total 4| 65 24,864 +35 Indicative a-t-m Vol 33.44 Underlying Price 37.835 Time to expiry: 204 Days Mar 11 14.41 0.93 46.62 0| 0 0 0 2400 10.85 0.87 41.82 0| 0 0 0 2800 7.61 0.78 37.80 0| 0 0 0 3200 6.15 0.71 35.94 0| 0 0 0 3400 4.86 0.63 34.41 0| 0 10 0 3600 3.76 0.55 33.35 0| 0 10 0 3800 2.74 2.78 0.46 31.87 2.74 2.74 10| 0 75 0 4000 2.07 2.01 0.38 30.79 2.07 2.01 22| 0 45 0 4200 1.40 0.29 29.82 0| 0 126 0 4400 0.96 0.22 29.21 0| 0 127 0 4600 0.66 0.64 0.16 28.64 0.66 0.66 10| 0 1,510 0 4800 0.27 0.08 27.80 0| 0 90 0 5200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 0.03 27.12 0| 0 30 0 5600 0.02 0.01 27.97 0| 0 0 0 6400 0.01 0.00 30.00 0| 0 0 0 7200 Total 42| 0 2,023 0 Indicative a-t-m Vol 33.77 Underlying Price 37.835 Time to expiry: 295 Days Jun 11 14.72 0.91 44.64 0| 0 0 0 2400 11.33 0.85 40.90 0| 0 0 0 2800 8.28 0.75 37.38 0| 0 0 0 3200 6.91 0.70 35.95 0| 0 0 0 3400 5.67 0.63 34.65 0| 0 0 0 3600 4.59 0.56 33.69 0| 0 500 0 3800 3.65 0.49 32.80 0| 60 1,165 +60 4000 2.82 0.42 31.62 0| 0 1,281 0 4200 2.16 0.35 30.85 0| 0 81 0 4400 1.20 0.23 29.53 0| 20 32 +20 4800 0.87 0.18 29.03 0| 0 0 0 5000 0.31 0.08 27.86 0| 0 109 0 5600 0.15 0.04 27.43 0| 0 12 0 6000 0.09 0.03 27.99 0| 0 0 0 6400 0.01 0.00 29.00 0| 0 0 0 8000 Total 0| 80 3,180 +80 Indicative a-t-m Vol 33.81 Underlying Price 37.835 Time to expiry: 477 Days Dec 11 14.93 0.90 43.10 0| 0 0 0 2400 8.88 0.74 37.32 0| 0 0 0 3200 6.42 0.63 34.85 0| 0 0 0 3600 4.40 0.51 32.58 0| 0 500 0 4000 2.80 0.38 30.33 0| 0 1,200 0 4400 1.66 0.27 28.48 0| 0 0 0 4800 0.58 0.12 26.98 0| 0 750 0 5600 0.36 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 33.15 Underlying Price 37.835 Time to expiry: 659 Days Jun 12 15.44 0.87 42.94 0| 0 0 0 2400 9.64 0.72 36.58 0| 0 0 0 3200 7.26 0.63 34.15 0| 0 0 0 3600 5.25 0.53 31.97 0| 0 750 0 4000 3.62 0.42 29.84 0| 0 0 0 4400 2.38 0.32 28.09 0| 0 0 0 4800 0.72 0.13 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Calls 740| 1,347 50,333 +1,270 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 31.30 Underlying Price 37.835 Time to expiry: 22 Days Sep 10 0.01 0.00 55.00 0| 0 0 0 2400 0.01 0.00 44.86 0| 0 25 0 2800 0.02 -0.01 43.68 0| 0 80 0 3000 0.08 -0.05 41.76 0| 0 811 0 3200 0.20 -0.11 36.98 0| 3 3,656 +1 3400 0.33 -0.18 35.24 0| 0 53 0 3500 0.58 0.54 -0.26 33.92 0.58 0.58 15| 29 1,684 +29 3600 0.84 -0.37 32.29 0| 330 894 +300 3700 1.26 -0.51 31.12 0| 0 178 0 3800 1.82 -0.64 30.12 0| 394 306 +6 3900 2.64 2.54 -0.76 29.52 2.64 S 2.64 S 12| 0 1,151 0 4000 3.35 -0.86 28.99 0| 23 70 +23 4100 4.36 4.25 -0.92 28.61 4.36 4.36 1| 20 65 +15 4200 5.20 -0.96 28.11 0| 15 54 +15 4300 6.18 -0.98 29.91 0| 35 568 +5 4400 8.18 -0.98 36.48 0| 0 843 0 4600 10.16 -1.00 29.24 0| 0 410 0 4800 14.17 -1.00 29.06 0| 0 23 0 5200 18.17 -1.00 29.20 0| 0 0 0 5600 22.17 -1.00 29.55 0| 0 0 0 6000 26.17 -1.00 30.02 0| 0 0 0 6400 34.17 -1.00 31.14 0| 0 0 0 7200 42.17 -1.00 32.00 0| 0 0 0 8000 Total 28| 849 10,871 +394 Indicative a-t-m Vol 31.57 Underlying Price 37.835 Time to expiry: 50 Days Oct 10 0.19 -0.07 43.93 0| 0 50 0 3000 0.32 -0.11 39.30 0| 0 31 0 3200 0.58 -0.19 36.05 0| 3 30 0 3400 0.79 -0.25 34.76 0| 0 84 0 3500 1.06 -0.32 33.53 0| 0 31 0 3600 1.40 -0.40 32.33 0| 0 1,272 0 3700 1.85 -0.49 31.42 0| 0 46 0 3800 2.38 -0.58 30.59 0| 0 35 0 3900 3.01 -0.67 29.81 0| 0 36 0 4000 3.72 -0.75 29.11 0| 0 50 0 4100 4.52 -0.82 28.71 0| 0 31 0 4200 5.37 -0.88 28.01 0| 0 0 0 4300 6.27 -0.93 26.99 0| 0 20 0 4400 8.19 -0.97 27.10 0| 0 2 0 4600 10.18 -0.99 29.56 0| 0 94 0 4800 14.17 -1.00 35.00 0| 0 0 0 5200 Total 0| 3 1,812 0 Indicative a-t-m Vol 32.89 Underlying Price 37.835 Time to expiry: 85 Days Nov 10 0.68 -0.16 39.12 0| 0 0 0 3200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.07 -0.24 37.00 0| 0 0 0 3400 1.65 -0.35 34.74 0| 0 4 0 3600 2.01 -0.41 33.58 0| 0 0 0 3700 2.46 -0.48 32.76 0| 0 5 0 3800 2.95 -0.54 31.80 0| 0 80 0 3900 3.59 3.53 -0.61 30.92 3.59 S 3.59 S 12| 0 0 0 4000 4.20 -0.68 30.47 0| 0 0 0 4100 4.93 -0.74 30.08 0| 0 0 0 4200 6.54 -0.84 29.17 0| 0 0 0 4400 8.32 -0.92 28.17 0| 0 0 0 4600 Total 12| 0 89 0 Indicative a-t-m Vol 32.92 Underlying Price 37.835 Time to expiry: 113 Days Dec 10 0.07 -0.01 56.86 0| 0 20 0 2000 0.19 -0.04 51.14 0| 0 60 0 2400 0.43 -0.09 44.55 0| 0 27 0 2800 0.92 -0.18 38.67 0| 0 4,029 0 3200 1.40 1.36 -0.26 36.43 1.40 1.40 5| 0 2,048 0 3400 2.01 1.97 -0.36 34.45 2.01 2.01 30| 0 1,821 0 3600 2.80 -0.47 32.79 0| 0 1,945 0 3800 3.85 -0.59 30.98 0| 0 9,876 0 4000 5.18 -0.70 30.06 0| 0 125 0 4200 6.72 -0.80 28.91 0| 0 2,752 0 4400 8.42 -0.88 27.81 0| 0 4,607 0 4600 10.27 -0.94 27.56 0| 14 3,086 0 4800 12.20 -0.97 27.54 0| 0 2,766 0 5000 14.17 -0.99 26.61 0| 0 159 0 5200 18.17 -1.00 25.89 0| 0 0 0 5600 22.17 -1.00 25.96 0| 0 0 0 6000 26.17 -1.00 26.48 0| 0 0 0 6400 34.17 -1.00 28.68 0| 0 0 0 7200 42.17 -1.00 32.00 0| 0 0 0 8000 Total 35| 14 33,321 0 Indicative a-t-m Vol 33.44 Underlying Price 37.835 Time to expiry: 204 Days Mar 11 0.46 -0.07 46.62 0| 0 11 0 2400 0.89 -0.13 41.82 0| 0 98 0 2800 1.63 -0.23 37.80 0| 0 160 0 3200 2.17 -0.29 35.94 0| 0 186 0 3400 2.87 -0.37 34.41 0| 0 915 0 3600 3.77 -0.45 33.35 0| 0 890 0 3800 4.84 4.79 -0.54 31.87 4.84 4.84 1| 0 61 0 4000 6.01 -0.63 30.79 0| 0 65 0 4200 7.40 -0.71 29.82 0| 0 0 0 4400 8.96 -0.78 29.21 0| 0 35 0 4600 10.64 -0.84 28.64 0| 0 0 0 4800 14.29 -0.93 27.80 0| 0 0 0 5200 18.17 -0.99 27.12 0| 0 0 0 5600 26.17 -1.00 27.97 0| 0 0 0 6400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 34.17 -1.00 30.00 0| 0 0 0 7200 Total 1| 0 2,421 0 Indicative a-t-m Vol 33.77 Underlying Price 37.835 Time to expiry: 295 Days Jun 11 0.75 0.74 -0.09 44.64 0.75 0.75 24| 0 100 0 2400 1.30 1.33 -0.15 40.90 1.30 1.28 42| 0 128 0 2800 2.24 -0.25 37.38 0| 0 31 0 3200 2.86 -0.30 35.95 0| 0 58 0 3400 3.61 -0.37 34.65 0| 0 580 0 3600 4.52 -0.44 33.69 0| 0 590 0 3800 5.57 -0.51 32.80 0| 0 3,010 0 4000 6.72 -0.58 31.62 0| 0 1,250 0 4200 8.06 -0.65 30.85 0| 0 0 0 4400 11.09 -0.78 29.53 0| 0 0 0 4800 12.77 -0.83 29.03 0| 0 710 0 5000 18.26 -0.94 27.86 0| 0 0 0 5600 22.17 -0.99 27.43 0| 0 0 0 6000 26.17 -1.00 27.99 0| 0 0 0 6400 42.17 -1.00 29.00 0| 0 0 0 8000 Total 66| 0 6,457 0 Indicative a-t-m Vol 33.81 Underlying Price 37.835 Time to expiry: 477 Days Dec 11 1.48 -0.13 43.10 0| 0 0 0 2400 3.60 -0.29 37.32 0| 0 0 0 3200 5.19 -0.39 34.85 0| 0 0 0 3600 7.21 -0.51 32.58 0| 0 500 0 4000 9.62 -0.63 30.33 0| 0 1,000 0 4400 12.49 -0.74 28.48 0| 0 1,600 0 4800 19.38 -0.89 26.98 0| 0 0 0 5600 23.13 -0.93 26.90 0| 0 0 0 6000 42.66 -0.99 28.67 0| 0 0 0 8000 Total 0| 0 3,100 0 Indicative a-t-m Vol 33.15 Underlying Price 37.835 Time to expiry: 659 Days Jun 12 2.12 -0.15 42.94 0| 0 0 0 2400 4.32 -0.29 36.58 0| 0 0 0 3200 5.91 -0.38 34.15 0| 0 0 0 3600 7.88 -0.49 31.97 0| 0 750 0 4000 10.22 -0.59 29.84 0| 0 0 0 4400 12.96 -0.70 28.09 0| 0 0 0 4800 23.29 -0.89 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Puts 142| 866 58,821 +394 Grand Total 882| 2,213 109,154 +1,664 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 31.30 Underlying Price 37.835 Time to expiry: 22 Days Sep 10 13.84 1.00 55.00 0| 0 0 0 2400 9.85 1.00 44.86 0| 0 0 0 2800 7.86 0.99 41.05 0| 0 0 0 3000 5.93 0.95 41.76 0| 0 0 0 3200 4.05 0.89 36.98 0| 0 0 0 3400 3.18 0.82 35.24 0| 0 0 0 3500 2.38 0.74 33.92 0| 0 868 0 3600 1.68 0.63 32.29 0| 0 0 0 3700 1.11 0.49 31.12 0| 0 0 0 3800 0.67 0.36 30.12 0| 0 0 0 3900 0.38 0.24 29.52 0| 0 1 0 4000 0.20 0.14 28.99 0| 0 0 0 4100 0.09 0.08 28.61 0| 0 100 0 4200 0.04 0.04 28.11 0| 0 0 0 4300 0.02 0.02 29.91 0| 0 78 0 4400 0.02 0.02 36.48 0| 0 200 0 4600 0.01 0.00 29.24 0| 0 330 0 4800 0.01 0.00 29.06 0| 0 1,613 0 5200 0.01 0.00 29.20 0| 0 80 0 5600 0.01 0.00 29.55 0| 0 15 0 6000 0.01 0.00 30.02 0| 0 10 0 6400 0.01 0.00 31.14 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 33.44 Underlying Price 37.835 Time to expiry: 204 Days Mar 11 14.35 0.93 46.62 0| 0 0 0 2400 10.80 0.87 41.82 0| 0 0 0 2800 7.57 0.77 37.80 0| 0 0 0 3200 6.12 0.71 35.94 0| 0 0 0 3400 4.83 0.63 34.41 0| 0 0 0 3600 3.74 0.55 33.35 0| 0 0 0 3800 2.76 0.46 31.87 0| 0 0 0 4000 1.99 0.37 30.79 0| 0 0 0 4200 1.39 0.29 29.82 0| 0 0 0 4400 0.95 0.22 29.21 0| 0 10 0 4600 0.63 0.16 28.64 0| 0 15 0 4800 0.26 0.08 27.80 0| 0 0 0 5200 0.10 0.03 27.12 0| 0 20 0 5600 0.04 0.02 27.48 0| 0 0 0 6000 0.02 0.01 27.97 0| 0 0 0 6400 0.01 0.00 30.00 0| 0 0 0 7200 0.01 0.00 33.04 0| 0 0 0 8000 Total 0| 0 45 0 Indicative a-t-m Vol 32.31 Underlying Price 37.835 Time to expiry: 386 Days Sep 11 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.79 0.89 40.90 0| 0 0 0 2400 7.79 0.72 35.54 0| 0 0 0 3200 5.41 0.60 33.22 0| 0 0 0 3600 3.53 0.47 31.25 0| 0 0 0 4000 2.14 0.34 29.63 0| 0 30 0 4400 1.23 0.23 28.34 0| 0 45 0 4800 0.35 0.08 26.68 0| 0 0 0 5600 0.18 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 32.24 Underlying Price 37.835 Time to expiry: 568 Days Mar 12 14.44 0.87 39.35 0| 0 0 0 2400 8.84 0.72 35.19 0| 0 0 0 3200 6.52 0.61 33.10 0| 0 0 0 3600 4.61 0.51 31.24 0| 0 0 0 4000 3.13 0.40 29.67 0| 0 0 0 4400 2.03 0.30 28.41 0| 0 0 0 4800 0.50 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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 31.30 Underlying Price 37.835 Time to expiry: 22 Days Sep 10 0.01 0.00 55.00 0| 0 0 0 2400 0.01 0.00 44.86 0| 0 0 0 2800 0.01 -0.01 41.05 0| 0 0 0 3000 0.08 -0.05 41.76 0| 0 25 0 3200 0.20 -0.11 36.98 0| 0 0 0 3400 0.33 -0.18 35.24 0| 0 0 0 3500 0.54 -0.26 33.92 0| 0 708 0 3600 0.84 -0.37 32.29 0| 0 0 0 3700 1.26 -0.51 31.12 0| 0 0 0 3800 1.82 -0.64 30.12 0| 0 0 0 3900 2.53 -0.76 29.52 0| 0 445 0 4000 3.35 -0.86 28.99 0| 0 0 0 4100 4.25 -0.92 28.61 0| 0 0 0 4200 5.19 -0.96 28.11 0| 0 0 0 4300 6.18 -0.98 29.91 0| 0 916 0 4400 8.17 -0.98 36.48 0| 0 1,316 0 4600 10.15 -1.00 29.24 0| 0 125 0 4800 14.15 -1.00 29.06 0| 0 110 0 5200 18.15 -1.00 29.20 0| 0 0 0 5600 22.15 -1.00 29.55 0| 0 0 0 6000 26.15 -1.00 30.02 0| 0 1,000 0 6400 34.14 -1.00 31.14 0| 0 0 0 7200 42.14 -1.00 32.00 0| 0 0 0 8000 Total 0| 0 4,645 0 Indicative a-t-m Vol 33.44 Underlying Price 37.835 Time to expiry: 204 Days Mar 11 0.46 -0.07 46.62 0| 0 0 0 2400 0.89 -0.13 41.82 0| 0 0 0 2800 1.63 -0.23 37.80 0| 0 200 0 3200 2.17 -0.29 35.94 0| 0 0 0 3400 2.87 -0.37 34.41 0| 0 10 0 3600 3.77 -0.45 33.35 0| 0 0 0 3800 4.79 -0.54 31.87 0| 0 30 0 4000 6.01 -0.63 30.79 0| 0 0 0 4200 7.39 -0.71 29.82 0| 0 15 0 4400 8.94 -0.78 29.21 0| 0 564 0 4600 10.61 -0.84 28.64 0| 0 0 0 4800 14.22 -0.92 27.80 0| 0 0 0 5200 18.04 -0.97 27.12 0| 0 0 0 5600 21.96 -0.98 27.48 0| 0 0 0 6000 25.92 -0.99 27.97 0| 0 0 0 6400 33.86 -1.00 30.00 0| 0 0 0 7200 41.82 -1.00 33.04 0| 0 0 0 8000 Total 0| 0 819 0 Indicative a-t-m Vol 32.31 Underlying Price 37.835 Time to expiry: 386 Days Sep 11 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.96 -0.11 40.90 0| 0 0 0 2400 2.86 -0.28 35.54 0| 0 110 0 3200 4.42 -0.40 33.22 0| 0 0 0 3600 6.50 -0.53 31.25 0| 0 60 0 4000 9.06 -0.66 29.63 0| 0 600 0 4400 12.10 -0.77 28.34 0| 0 0 0 4800 19.12 -0.92 26.68 0| 0 0 0 5600 22.90 -0.95 26.25 0| 0 0 0 6000 42.49 -1.00 27.61 0| 0 0 0 8000 Total 0| 0 770 0 Indicative a-t-m Vol 32.24 Underlying Price 37.835 Time to expiry: 568 Days Mar 12 1.44 -0.13 39.35 0| 0 0 0 2400 3.68 -0.28 35.19 0| 0 0 0 3200 5.28 -0.39 33.10 0| 0 0 0 3600 7.29 -0.49 31.24 0| 0 0 0 4000 9.74 -0.60 29.67 0| 0 0 0 4400 12.56 -0.70 28.41 0| 0 0 0 4800 22.80 -0.90 26.41 0| 0 0 0 6000 41.99 -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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 39.33 Underlying Price 22.455 Time to expiry: 22 Days Sep 10 6.46 1.00 54.00 0| 0 0 0 1600 4.49 0.97 48.46 0| 0 0 0 1800 3.54 0.93 46.03 0| 0 0 0 1900 2.65 0.86 45.12 0| 0 0 0 2000 1.82 0.76 41.58 0| 0 0 0 2100 1.45 0.68 40.57 0| 0 0 0 2150 1.12 0.60 39.12 0| 0 0 0 2200 0.85 0.87 0.51 39.35 0.85 0.85 20| 20 20 +20 2250 0.63 0.42 38.43 0| 10 25 +7 2300 0.45 0.34 38.06 0| 1 123 +1 2350 0.32 0.26 38.03 0| 0 354 0 2400 0.20 0.18 36.68 0| 0 0 0 2450 0.12 0.13 36.12 0| 0 53 0 2500 0.04 0.05 35.11 0| 2 11,242 0 2600 0.01 0.02 34.27 0| 0 18 0 2700 0.01 0.00 33.57 0| 0 64 0 2800 0.01 0.00 32.57 0| 0 31 0 3000 0.01 0.00 32.05 0| 0 3,414 0 3200 0.01 0.00 31.96 0| 0 1,210 0 3400 0.01 0.00 32.25 0| 0 9 0 3600 0.01 0.00 33.81 0| 0 5,339 0 4000 0.01 0.00 36.47 0| 0 0 0 4400 0.01 0.00 40.00 0| 0 50 0 4800 Total 20| 33 21,952 +28 Indicative a-t-m Vol 39.97 Underlying Price 22.455 Time to expiry: 50 Days Oct 10 3.80 0.85 47.00 0| 0 0 0 1900 2.97 0.79 44.14 0| 0 0 0 2000 2.22 0.70 42.01 0| 0 0 0 2100 1.89 0.64 41.15 0| 0 0 0 2150 1.59 0.59 40.36 0| 0 0 0 2200 1.32 0.53 39.93 0| 0 0 0 2250 1.09 0.47 39.52 0| 0 0 0 2300 0.88 0.41 38.74 0| 0 0 0 2350 0.70 0.35 38.26 0| 0 10 0 2400 0.55 0.30 38.08 0| 0 0 0 2450 0.44 0.25 37.80 0| 0 0 0 2500 0.26 0.16 37.40 0| 0 0 0 2600 0.15 0.11 37.15 0| 0 0 0 2700 0.08 0.06 37.01 0| 0 0 0 2800 0.02 0.02 36.94 0| 0 90 0 3000 0.01 0.01 37.00 0| 0 0 0 3200 Total 0| 0 100 0 Indicative a-t-m Vol 40.90 Underlying Price 22.455 Time to expiry: 85 Days Nov 10 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.13 0.80 48.00 0| 0 0 0 1900 3.33 0.74 45.09 0| 0 0 0 2000 2.64 0.67 43.20 0| 0 0 0 2100 2.33 0.63 42.59 0| 0 0 0 2150 2.03 0.58 41.68 0| 0 0 0 2200 1.75 0.54 40.84 0| 0 0 0 2250 1.54 0.49 40.93 0| 0 0 0 2300 1.32 0.45 40.41 0| 0 0 0 2350 1.11 0.40 39.77 0| 0 0 0 2400 0.56 0.25 38.70 0| 0 0 0 2600 0.25 0.13 37.53 0| 0 0 0 2800 0.09 0.06 36.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 41.66 Underlying Price 22.455 Time to expiry: 113 Days Dec 10 10.58 0.97 69.00 0| 0 0 0 1200 8.66 0.95 60.63 0| 0 0 0 1400 6.81 0.90 54.17 0| 0 0 0 1600 5.08 0.83 49.04 0| 0 3,000 0 1800 3.54 0.73 45.14 0| 0 0 0 2000 2.85 0.66 42.82 0| 0 0 0 2100 2.28 0.58 42.00 0| 2 2 +2 2200 1.80 0.50 41.27 0| 0 0 0 2300 1.28 0.42 38.34 0| 0 1,149 0 2400 0.66 0.26 36.39 0| 0 84 0 2600 0.41 0.38 0.17 37.51 0.41 0.41 20| 0 346 0 2800 0.15 0.08 35.30 0| 0 271 0 3000 0.06 0.04 34.58 0| 0 149 0 3200 0.02 0.02 34.13 0| 0 129 0 3400 0.01 0.01 33.92 0| 0 137 0 3600 0.01 0.00 34.06 0| 0 81 0 4000 0.01 0.00 34.81 0| 0 0 0 4400 0.01 0.00 36.00 0| 0 0 0 4800 Total 20| 2 5,348 +2 Indicative a-t-m Vol 40.95 Underlying Price 22.455 Time to expiry: 204 Days Mar 11 8.80 0.92 54.00 0| 0 0 0 1400 7.06 0.87 49.90 0| 0 0 0 1600 5.49 0.79 47.05 0| 0 0 0 1800 4.06 0.70 43.60 0| 0 0 0 2000 3.44 0.64 42.40 0| 0 0 0 2100 2.87 0.58 41.24 0| 0 0 0 2200 2.41 0.53 40.60 0| 0 0 0 2300 1.98 0.47 39.79 0| 0 0 0 2400 1.29 0.35 38.31 0| 0 10 0 2600 0.81 0.25 37.31 0| 0 77 0 2800 0.48 0.17 36.23 0| 0 5 0 3000 0.28 0.11 35.54 0| 0 40 0 3200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.16 0.07 35.03 0| 0 0 0 3400 0.09 0.04 34.68 0| 0 0 0 3600 0.03 0.02 34.39 0| 0 0 0 4000 0.01 0.01 34.53 0| 0 40 0 4400 0.01 0.00 35.00 0| 0 0 0 4800 Total 0| 0 172 0 Indicative a-t-m Vol 40.65 Underlying Price 22.455 Time to expiry: 295 Days Jun 11 8.95 0.90 52.00 0| 0 0 0 1400 7.29 0.85 48.19 0| 0 0 0 1600 5.79 0.78 45.21 0| 0 0 0 1800 4.46 0.69 42.90 0| 0 0 0 2000 3.87 0.64 41.77 0| 0 0 0 2100 3.32 0.59 40.85 0| 0 0 0 2200 2.89 0.54 40.42 0| 0 0 0 2300 2.44 0.49 39.55 0| 0 100 0 2400 1.73 0.39 38.19 0| 0 0 0 2600 1.21 0.30 37.33 0| 0 134 0 2800 0.82 0.23 36.58 0| 0 10 0 3000 0.55 0.17 35.99 0| 0 0 0 3200 0.24 0.09 35.22 0| 0 0 0 3600 0.11 0.04 34.87 0| 0 1,000 0 4000 0.02 0.01 35.00 0| 0 0 0 4800 Total 0| 0 1,244 0 Indicative a-t-m Vol 41.23 Underlying Price 22.455 Time to expiry: 477 Days Dec 11 7.70 0.82 46.76 0| 0 0 0 1600 5.15 0.68 42.84 0| 0 0 0 2000 4.15 0.60 41.67 0| 0 0 0 2200 3.21 0.52 39.74 0| 0 1,250 0 2400 1.79 0.36 36.52 0| 0 1,000 0 2800 0.97 0.23 34.77 0| 0 0 0 3200 0.54 0.15 34.16 0| 0 120 0 3600 0.32 0.09 34.31 0| 0 0 0 4000 0.14 0.05 35.91 0| 0 0 0 4800 Total 0| 0 2,370 0 Indicative a-t-m Vol 41.96 Underlying Price 22.455 Time to expiry: 659 Days Jun 12 8.06 0.81 46.39 0| 0 0 0 1600 5.74 0.68 43.50 0| 0 0 0 2000 4.77 0.62 42.28 0| 0 0 0 2200 3.90 0.55 40.88 0| 0 0 0 2400 2.49 0.41 38.07 0| 0 0 0 2800 1.54 0.30 36.30 0| 0 0 0 3200 0.61 0.15 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 40| 35 31,186 +30 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 39.33 Underlying Price 22.455 Time to expiry: 22 Days Sep 10 0.01 0.00 54.00 0| 0 461 0 1600 0.10 0.03 -0.03 48.46 0.10 0.10 3| 3 15 +3 1800 0.16 -0.10 55.72 0| 0 10 0 1900 0.19 -0.14 45.12 0| 0 203 0 2000 0.36 -0.24 41.58 0| 5 230 +5 2100 0.50 0.49 -0.32 40.57 0.50 0.50 50| 0 521 0 2150 0.77 0.66 -0.40 39.12 0.77 0.72 Q 2,003| 100 308 +100 2200 0.90 -0.49 39.35 0| 0 25 0 2250 1.17 -0.58 38.43 0| 0 15,763 0 2300 1.49 -0.66 38.06 0| 0 62 0 2350 1.77 1.86 -0.74 38.03 1.77 S 1.77 S 15| 0 221 0 2400 2.24 -0.82 36.68 0| 0 0 0 2450 2.66 -0.87 36.12 0| 0 20 0 2500 3.58 -0.95 35.11 0| 0 1,036 0 2600 4.55 -0.98 34.27 0| 0 0 0 2700 5.55 -1.00 33.57 0| 10 113 0 2800 7.55 -1.00 32.57 0| 0 119 0 3000 9.55 -1.00 32.05 0| 0 24 0 3200 11.55 -1.00 31.96 0| 0 4 0 3400 13.55 -1.00 32.25 0| 0 0 0 3600 17.55 -1.00 33.81 0| 0 0 0 4000 21.55 -1.00 36.47 0| 0 0 0 4400 25.55 -1.00 40.00 0| 0 0 0 4800 Total 2,071| 118 19,135 +108 Indicative a-t-m Vol 39.97 Underlying Price 22.455 Time to expiry: 50 Days Oct 10 0.33 -0.15 47.00 0| 0 0 0 1900 0.50 -0.22 44.14 0| 0 0 0 2000 0.75 -0.30 42.01 0| 0 0 0 2100 0.92 -0.36 41.15 0| 0 0 0 2150 1.12 -0.41 40.36 0| 0 0 0 2200 1.35 -0.47 39.93 0| 0 0 0 2250 1.62 -0.53 39.52 0| 0 0 0 2300 1.91 -0.59 38.74 0| 0 0 0 2350 2.23 -0.65 38.26 0| 0 0 0 2400 2.58 -0.71 38.08 0| 0 120 0 2450 2.96 -0.75 37.80 0| 0 0 0 2500 3.79 -0.84 37.40 0| 0 0 0 2600 4.68 -0.90 37.15 0| 0 0 0 2700 5.61 -0.94 37.01 0| 0 0 0 2800 7.56 -0.98 36.94 0| 0 0 0 3000 9.55 -1.00 37.00 0| 0 0 0 3200 Total 0| 0 120 0 Indicative a-t-m Vol 40.90 Underlying Price 22.455 Time to expiry: 85 Days Nov 10 0.69 -0.21 48.00 0| 0 0 0 1900 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.90 -0.27 45.09 0| 0 0 0 2000 1.22 -0.34 43.20 0| 0 0 0 2100 1.41 -0.38 42.59 0| 0 0 0 2150 1.62 -0.43 41.68 0| 0 0 0 2200 1.84 -0.47 40.84 0| 0 0 0 2250 2.14 -0.52 40.93 0| 0 0 0 2300 2.42 -0.56 40.41 0| 0 0 0 2350 2.72 -0.61 39.77 0| 0 0 0 2400 4.18 -0.76 38.70 0| 0 0 0 2600 5.87 -0.87 37.53 0| 0 0 0 2800 7.72 -0.95 36.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 41.66 Underlying Price 22.455 Time to expiry: 113 Days Dec 10 0.14 -0.03 69.00 0| 0 416 0 1200 0.22 -0.06 60.63 0| 0 286 0 1400 0.39 -0.10 54.17 0| 0 460 0 1600 0.66 -0.18 49.04 0| 0 3,000 0 1800 1.16 1.14 -0.28 45.14 1.16 1.16 2| 0 361 0 2000 1.45 -0.35 42.82 0| 0 150 0 2100 1.89 -0.43 42.00 0| 0 489 0 2200 2.41 -0.50 41.27 0| 0 0 0 2300 2.82 2.90 -0.59 38.34 2.82 S 2.82 S 15| 0 1,120 0 2400 4.28 -0.74 36.39 0| 0 95 0 2600 6.00 -0.83 37.51 0| 0 124 0 2800 7.77 -0.92 35.30 0| 0 195 0 3000 9.68 -0.96 34.58 0| 0 24 0 3200 11.64 -0.98 34.13 0| 0 5 0 3400 13.62 -0.99 33.92 0| 0 0 0 3600 17.61 -1.00 34.06 0| 0 0 0 4000 21.60 -1.00 34.81 0| 0 0 0 4400 25.59 -1.00 36.00 0| 0 0 0 4800 Total 17| 0 6,725 0 Indicative a-t-m Vol 40.95 Underlying Price 22.455 Time to expiry: 204 Days Mar 11 0.44 -0.09 54.00 0| 0 0 0 1400 0.72 -0.14 49.90 0| 0 0 0 1600 1.16 -0.22 47.05 0| 0 0 0 1800 1.75 -0.31 43.60 0| 0 150 0 2000 2.13 -0.37 42.40 0| 0 0 0 2100 2.57 -0.42 41.24 0| 0 380 0 2200 3.11 -0.48 40.60 0| 0 81 0 2300 3.68 -0.54 39.79 0| 0 235 0 2400 4.99 -0.65 38.31 0| 0 49 0 2600 6.51 -0.75 37.31 0| 0 0 0 2800 8.18 -0.83 36.23 0| 0 2 0 3000 9.97 -0.89 35.54 0| 0 0 0 3200 11.84 -0.93 35.03 0| 0 0 0 3400 13.77 -0.96 34.68 0| 0 0 0 3600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.69 -0.98 34.39 0| 0 0 0 4000 21.65 -0.99 34.53 0| 0 0 0 4400 25.62 -1.00 35.00 0| 0 0 0 4800 Total 0| 0 897 0 Indicative a-t-m Vol 40.65 Underlying Price 22.455 Time to expiry: 295 Days Jun 11 0.69 -0.11 52.00 0| 0 0 0 1400 1.05 -0.17 48.19 0| 0 0 0 1600 1.55 -0.24 45.21 0| 0 0 0 1800 2.24 -0.32 42.90 0| 0 30 0 2000 2.65 -0.37 41.77 0| 0 0 0 2100 3.10 -0.42 40.85 0| 0 0 0 2200 3.66 -0.47 40.42 0| 0 0 0 2300 4.22 -0.52 39.55 0| 0 25 0 2400 5.50 -0.61 38.19 0| 0 0 0 2600 6.97 -0.70 37.33 0| 0 5 0 2800 8.57 -0.77 36.58 0| 0 0 0 3000 10.29 -0.83 35.99 0| 0 0 0 3200 13.95 -0.92 35.22 0| 0 0 0 3600 17.79 -0.96 34.87 0| 0 100 0 4000 25.64 -0.99 35.00 0| 0 0 0 4800 Total 0| 0 160 0 Indicative a-t-m Vol 41.23 Underlying Price 22.455 Time to expiry: 477 Days Dec 11 1.64 -0.19 46.76 0| 0 0 0 1600 3.09 -0.33 42.84 0| 0 0 0 2000 4.08 -0.40 41.67 0| 0 0 0 2200 5.12 -0.48 39.74 0| 0 1,250 0 2400 7.66 -0.64 36.52 0| 0 1,005 0 2800 10.79 -0.77 34.77 0| 0 0 0 3200 14.30 -0.86 34.16 0| 0 0 0 3600 18.02 -0.91 34.31 0| 0 0 0 4000 25.73 -0.96 35.91 0| 0 0 0 4800 Total 0| 0 2,255 0 Indicative a-t-m Vol 41.96 Underlying Price 22.455 Time to expiry: 659 Days Jun 12 2.21 -0.21 46.39 0| 0 0 0 1600 3.88 -0.33 43.50 0| 0 0 0 2000 4.89 -0.39 42.28 0| 0 0 0 2200 5.98 -0.46 40.88 0| 0 0 0 2400 8.50 -0.59 38.07 0| 0 0 0 2800 11.48 -0.71 36.30 0| 0 0 0 3200 18.38 -0.86 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 2,088| 118 29,292 +108 Grand Total 2,128| 153 60,478 +138 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 39.33 Underlying Price 22.455 Time to expiry: 22 Days Sep 10 10.46 1.00 69.05 0| 0 0 0 1200 8.46 1.00 60.95 0| 0 0 0 1400 6.46 1.00 54.00 0| 0 0 0 1600 4.49 0.97 48.46 0| 0 0 0 1800 3.54 0.93 46.03 0| 0 0 0 1900 2.65 0.86 45.12 0| 0 8 0 2000 1.82 0.76 41.58 0| 0 0 0 2100 1.45 0.68 40.57 0| 0 0 0 2150 1.12 0.60 39.12 0| 0 18 0 2200 0.87 0.51 39.35 0| 0 0 0 2250 0.63 0.42 38.43 0| 0 0 0 2300 0.45 0.34 38.06 0| 0 0 0 2350 0.32 0.26 38.03 0| 0 47,501 0 2400 0.20 0.18 36.68 0| 0 0 0 2450 0.12 0.13 36.12 0| 0 0 0 2500 0.04 0.05 35.11 0| 0 0 0 2600 0.01 0.02 34.27 0| 0 0 0 2700 0.01 0.00 33.57 0| 0 414 0 2800 0.01 0.00 32.57 0| 0 800 0 3000 0.01 0.00 32.05 0| 0 400 0 3200 0.01 0.00 31.96 0| 0 460 0 3400 0.01 0.00 32.25 0| 0 200 0 3600 0.01 0.00 33.81 0| 0 1,060 0 4000 0.01 0.00 36.47 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 40.95 Underlying Price 22.455 Time to expiry: 204 Days Mar 11 10.48 0.95 59.15 0| 0 0 0 1200 8.67 0.91 54.00 0| 0 0 0 1400 6.96 0.86 49.95 0| 0 0 0 1600 5.41 0.78 47.05 0| 0 0 0 1800 4.01 0.69 43.60 0| 0 0 0 2000 3.38 0.64 42.08 0| 0 0 0 2100 2.84 0.58 41.24 0| 0 0 0 2200 2.38 0.52 40.60 0| 0 0 0 2300 1.93 0.46 39.33 0| 0 75 0 2400 1.21 0.34 37.29 0| 0 0 0 2600 0.80 0.25 37.31 0| 0 100 0 2800 0.46 0.16 35.72 0| 0 50 0 3000 0.26 0.10 35.00 0| 0 60 0 3200 0.15 0.07 34.49 0| 0 0 0 3400 0.08 0.04 34.16 0| 0 0 0 3600 0.03 0.01 33.97 0| 0 0 0 4000 0.01 0.01 34.29 0| 0 0 0 4400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 35.00 0| 0 0 0 4800 Total 0| 0 285 0 Indicative a-t-m Vol 40.82 Underlying Price 22.455 Time to expiry: 386 Days Sep 11 7.36 0.82 46.85 0| 0 0 0 1600 4.73 0.67 42.45 0| 0 0 0 2000 3.70 0.59 41.10 0| 0 0 0 2200 2.84 0.50 39.87 0| 0 10 0 2400 1.52 0.33 37.00 0| 0 0 0 2800 0.73 0.20 34.71 0| 0 624 0 3200 0.34 0.11 33.63 0| 0 90 0 3600 0.16 0.06 33.00 0| 0 0 0 4000 0.05 0.02 33.57 0| 0 0 0 4800 Total 0| 0 724 0 Indicative a-t-m Vol 39.78 Underlying Price 22.455 Time to expiry: 568 Days Mar 12 7.77 0.80 46.82 0| 0 0 0 1600 5.26 0.67 41.98 0| 0 0 0 2000 4.22 0.60 40.09 0| 0 0 0 2200 3.36 0.52 38.73 0| 0 0 0 2400 2.03 0.38 36.46 0| 0 0 0 2800 1.18 0.26 34.73 0| 0 0 0 3200 0.66 0.17 33.64 0| 0 0 0 3600 0.36 0.10 32.61 0| 0 0 0 4000 0.15 0.05 33.33 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 51,875 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 39.33 Underlying Price 22.455 Time to expiry: 22 Days Sep 10 0.01 0.00 69.05 0| 0 0 0 1200 0.01 0.00 60.95 0| 0 518 0 1400 0.01 0.00 54.00 0| 0 50 0 1600 0.03 -0.03 48.46 0| 0 500 0 1800 0.08 -0.07 46.03 0| 0 0 0 1900 0.19 -0.14 45.12 0| 0 426 0 2000 0.36 -0.24 41.58 0| 0 0 0 2100 0.49 -0.32 40.57 0| 0 0 0 2150 0.66 -0.40 39.12 0| 0 565 0 2200 0.90 -0.49 39.35 0| 0 0 0 2250 1.17 -0.58 38.43 0| 0 1 0 2300 1.49 -0.66 38.06 0| 0 0 0 2350 1.86 -0.74 38.03 0| 0 47,200 0 2400 2.24 -0.82 36.68 0| 0 0 0 2450 2.66 -0.87 36.12 0| 0 0 0 2500 3.58 -0.95 35.11 0| 0 330 0 2600 4.55 -0.98 34.27 0| 0 0 0 2700 5.54 -1.00 33.57 0| 0 364 0 2800 7.54 -1.00 32.57 0| 0 325 0 3000 9.54 -1.00 32.05 0| 0 889 0 3200 11.54 -1.00 31.96 0| 0 400 0 3400 13.53 -1.00 32.25 0| 0 115 0 3600 17.53 -1.00 33.81 0| 0 0 0 4000 21.53 -1.00 36.47 0| 0 610 0 4400 25.53 -1.00 40.00 0| 0 0 0 4800 Total 0| 0 52,293 0 Indicative a-t-m Vol 40.95 Underlying Price 22.455 Time to expiry: 204 Days Mar 11 0.26 -0.05 59.15 0| 0 2,093 0 1200 0.44 -0.09 54.00 0| 0 500 0 1400 0.72 -0.14 49.95 0| 0 2,500 0 1600 1.16 -0.22 47.05 0| 0 0 0 1800 1.75 -0.31 43.60 0| 0 1,500 0 2000 2.11 -0.36 42.08 0| 0 0 0 2100 2.57 -0.42 41.24 0| 0 200 0 2200 3.10 -0.48 40.60 0| 0 100 0 2300 3.65 -0.54 39.33 0| 0 93 0 2400 4.92 -0.66 37.29 0| 0 50 0 2600 6.50 -0.75 37.31 0| 0 218 0 2800 8.14 -0.84 35.72 0| 0 170 0 3000 9.93 -0.90 35.00 0| 0 0 0 3200 11.81 -0.93 34.49 0| 0 0 0 3400 13.74 -0.96 34.16 0| 0 50 0 3600 17.66 -0.99 33.97 0| 0 0 0 4000 21.62 -0.99 34.29 0| 0 0 0 4400 25.59 -1.00 35.00 0| 0 0 0 4800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 40.82 Underlying Price 22.455 Time to expiry: 386 Days Sep 11 1.33 -0.18 46.85 0| 0 0 0 1600 2.64 -0.33 42.45 0| 0 220 0 2000 3.59 -0.41 41.10 0| 0 0 0 2200 4.71 -0.50 39.87 0| 0 0 0 2400 7.33 -0.67 37.00 0| 0 40 0 2800 10.49 -0.80 34.71 0| 0 90 0 3200 14.06 -0.89 33.63 0| 0 0 0 3600 17.83 -0.94 33.00 0| 0 0 0 4000 25.62 -0.98 33.57 0| 0 0 0 4800 Total 0| 0 350 0 Indicative a-t-m Vol 39.78 Underlying Price 22.455 Time to expiry: 568 Days Mar 12 1.96 -0.20 46.82 0| 0 60 0 1600 3.38 -0.33 41.98 0| 0 32 0 2000 4.30 -0.40 40.09 0| 0 0 0 2200 5.39 -0.48 38.73 0| 0 0 0 2400 7.99 -0.62 36.46 0| 0 0 0 2800 11.06 -0.74 34.73 0| 0 0 0 3200 14.46 -0.83 33.64 0| 0 0 0 3600 18.08 -0.90 32.61 0| 0 0 0 4000 25.72 -0.95 33.33 0| 0 0 0 4800 Total 0| 0 92 0 Total Puts 0| 0 60,209 0 Grand Total 0| 0 112,084 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 37.20 Underlying Price 30.565 Time to expiry: 22 Days Sep 10 10.57 1.00 54.65 0| 0 0 0 2000 8.58 1.00 50.06 0| 0 0 0 2200 6.59 0.98 46.19 0| 0 0 0 2400 4.66 0.94 42.89 0| 0 2 0 2600 2.88 0.82 40.04 0| 0 0 0 2800 2.11 0.72 38.61 0| 0 0 0 2900 1.45 0.60 37.70 0| 0 1 0 3000 0.94 0.46 36.82 0| 0 0 0 3100 0.56 0.32 35.96 0| 0 1 0 3200 0.30 0.21 35.12 0| 0 0 0 3300 0.14 0.12 34.32 0| 0 3 0 3400 0.06 0.05 32.83 0| 300 0 -300 3500 0.02 0.02 31.41 0| 0 4 0 3600 0.01 0.01 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 0| 300 1,464 -300 Indicative a-t-m Vol 33.99 Underlying Price 30.565 Time to expiry: 113 Days Dec 10 10.73 0.97 44.77 0| 0 0 0 2000 8.83 0.94 42.01 0| 0 0 0 2200 7.04 0.89 39.75 0| 0 0 0 2400 3.91 0.71 36.30 0| 0 0 0 2800 2.66 0.58 34.41 0| 0 0 0 3000 1.68 0.44 32.92 0| 0 0 0 3200 0.97 0.31 31.55 0| 300 310 +300 3400 0.52 0.20 30.54 0| 0 9 0 3600 0.28 0.12 30.20 0| 4 542 -2 3800 0.12 0.06 29.29 0| 0 0 0 4000 0.06 0.03 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 0| 304 881 +298 Indicative a-t-m Vol 32.96 Underlying Price 30.565 Time to expiry: 204 Days Mar 11 11.03 0.93 43.66 0| 0 0 0 2000 9.27 0.89 41.68 0| 0 0 0 2200 7.59 0.84 39.53 0| 0 0 0 2400 4.63 0.69 35.33 0| 0 6 0 2800 3.39 0.59 33.44 0| 0 0 0 3000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.36 0.48 31.74 0| 0 0 0 3200 1.56 0.37 30.22 0| 0 0 0 3400 0.98 0.27 29.06 0| 0 52 0 3600 0.58 0.18 27.96 0| 0 1 0 3800 0.32 0.12 27.13 0| 0 5 0 4000 0.17 0.07 26.55 0| 0 0 0 4200 0.09 0.04 26.15 0| 0 0 0 4400 0.03 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 32.89 Underlying Price 30.565 Time to expiry: 295 Days Jun 11 11.39 0.90 43.60 0| 0 0 0 2000 9.72 0.86 41.61 0| 0 0 0 2200 8.13 0.81 39.46 0| 0 0 0 2400 5.26 0.68 35.26 0| 0 0 0 2800 4.04 0.60 33.37 0| 0 0 0 3000 2.99 0.51 31.67 0| 0 0 0 3200 2.12 0.41 30.15 0| 0 0 0 3400 1.46 0.32 28.99 0| 0 0 0 3600 0.97 0.24 27.89 0| 0 0 0 3800 0.62 0.17 27.06 0| 0 0 0 4000 0.24 0.08 26.08 0| 0 0 0 4400 0.10 0.04 25.89 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 604 2,409 -2 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 37.20 Underlying Price 30.565 Time to expiry: 22 Days Sep 10 0.01 0.00 54.65 0| 0 0 0 2000 0.01 0.00 50.06 0| 0 0 0 2200 0.06 0.02 -0.02 46.19 0.06 0.06 2| 0 513 0 2400 0.09 -0.06 42.89 0| 0 0 0 2600 0.31 -0.18 40.04 0| 0 0 0 2800 0.53 -0.28 38.61 0| 0 0 0 2900 0.88 -0.40 37.70 0| 0 2 0 3000 1.36 -0.54 36.82 0| 0 0 0 3100 1.98 -0.68 35.96 0| 0 0 0 3200 2.73 -0.80 35.12 0| 0 250 0 3300 3.57 -0.88 34.32 0| 0 100 0 3400 4.48 -0.95 32.83 0| 0 0 0 3500 5.45 -0.98 31.41 0| 0 0 0 3600 6.44 -1.00 30.49 0| 0 0 0 3700 7.44 -1.00 30.04 0| 0 20 0 3800 9.44 -1.00 30.51 0| 0 0 0 4000 11.44 -1.00 30.91 0| 0 3 0 4200 13.44 -1.00 31.29 0| 0 0 0 4400 17.43 -1.00 31.73 0| 0 1 0 4800 25.44 -1.00 32.13 0| 0 0 0 5600 Total 2| 0 889 0 Indicative a-t-m Vol 33.99 Underlying Price 30.565 Time to expiry: 113 Days Dec 10 0.11 -0.03 44.77 0| 0 0 0 2000 0.21 -0.06 42.01 0| 0 0 0 2200 0.41 -0.11 39.75 0| 0 0 0 2400 1.27 -0.29 36.30 0| 0 0 0 2800 2.02 -0.42 34.41 0| 0 20 0 3000 3.04 -0.56 32.92 0| 0 12 0 3200 4.33 -0.70 31.55 0| 0 0 0 3400 5.88 -0.81 30.54 0| 0 0 0 3600 7.64 -0.89 30.20 0| 0 500 0 3800 9.50 -0.95 29.29 0| 0 0 0 4000 11.45 -0.98 28.93 0| 0 0 0 4200 13.44 -1.00 28.67 0| 0 0 0 4400 17.43 -1.00 28.58 0| 0 0 0 4800 25.44 -1.00 29.21 0| 0 0 0 5600 Total 0| 0 532 0 Indicative a-t-m Vol 32.96 Underlying Price 30.565 Time to expiry: 204 Days Mar 11 0.36 -0.07 43.66 0| 0 0 0 2000 0.59 -0.11 41.68 0| 0 3 0 2200 0.90 -0.16 39.53 0| 0 0 0 2400 1.92 -0.32 35.33 0| 0 5 0 2800 2.68 -0.41 33.44 0| 0 0 0 3000 3.64 -0.52 31.74 0| 0 1 0 3200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.84 -0.63 30.22 0| 0 20 0 3400 6.26 -0.74 29.06 0| 0 243 0 3600 7.86 -0.83 27.96 0| 0 0 0 3800 9.63 -0.90 27.13 0| 0 0 0 4000 11.50 -0.95 26.55 0| 0 0 0 4200 13.45 -0.98 26.15 0| 0 0 0 4400 17.43 -1.00 25.96 0| 0 0 0 4800 25.44 -1.00 27.68 0| 0 0 0 5600 Total 0| 0 272 0 Indicative a-t-m Vol 32.89 Underlying Price 30.565 Time to expiry: 295 Days Jun 11 0.66 -0.10 43.60 0| 0 0 0 2000 0.97 -0.14 41.61 0| 0 0 0 2200 1.36 -0.19 39.46 0| 0 0 0 2400 2.46 -0.32 35.26 0| 0 0 0 2800 3.23 -0.41 33.37 0| 0 0 0 3000 4.17 -0.50 31.67 0| 0 0 0 3200 5.29 -0.60 30.15 0| 0 0 0 3400 6.64 -0.69 28.99 0| 0 0 0 3600 8.15 -0.77 27.89 0| 0 0 0 3800 9.82 -0.85 27.06 0| 0 0 0 4000 13.50 -0.95 26.08 0| 0 0 0 4400 17.43 -1.00 25.89 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 2| 0 1,693 0 Grand Total 2| 604 4,102 -2 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 45.28 Underlying Price 12.425 Time to expiry: 22 Days Sep 10 3.64 0.98 69.00 0| 0 0 0 880 2.86 0.96 59.36 0| 0 0 0 960 2.69 0.96 57.70 0| 0 0 0 977 1.56 0.85 50.96 0| 0 120 0 1100 1.16 0.76 48.92 0| 0 0 0 1150 1.00 0.71 47.86 0| 0 1,340 0 1172 0.81 0.64 46.93 0| 0 240 0 1200 0.57 0.53 0.50 45.01 0.57 0.56 66| 10 1,393 0 1250 0.38 0.31 0.36 43.50 0.38 0.33 620| 0 15,005 0 1300 0.14 0.20 43.03 0| 0 10,137 0 1368 0.10 0.10 0.15 43.87 0.10 0.10 86| 1,582 5,325 -78 1400 0.06 0.09 47.93 0| 0 15,409 0 1466 0.05 0.07 49.19 0| 0 1,837 0 1500 0.02 0.03 47.48 0| 0 13,226 0 1563 0.01 0.01 48.92 0| 0 3,471 0 1661 0.01 0.00 50.38 0| 0 7,634 0 1759 0.01 0.00 50.97 0| 0 652 0 1800 0.01 0.00 51.73 0| 0 20,118 0 1856 0.01 0.00 52.29 0| 0 0 0 1900 0.01 0.00 52.91 0| 0 35,700 0 1954 0.01 0.00 53.84 0| 0 3,030 0 2052 0.01 0.00 54.47 0| 0 0 0 2150 0.01 0.00 54.74 0| 0 363 0 2345 0.01 0.00 51.00 0| 0 0 0 2736 Total 772| 1,592 135,000 -78 Indicative a-t-m Vol 45.19 Underlying Price 12.425 Time to expiry: 50 Days Oct 10 2.96 0.90 57.91 0| 0 0 0 960 2.60 0.88 55.25 0| 0 0 0 1000 1.77 0.77 50.26 0| 82 120 0 1100 1.41 0.70 48.66 0| 0 0 0 1150 1.08 0.62 46.50 0| 120 1,701 +81 1200 0.80 0.52 44.97 0| 114 295 +114 1250 0.57 0.42 43.08 0| 220 405 +103 1300 0.39 0.33 42.03 0| 101 360 +73 1350 0.27 0.26 0.25 41.55 0.27 0.27 120| 0 328 0 1400 0.17 0.18 41.01 0| 64 2,487 +64 1450 0.10 0.12 40.08 0| 0 313 0 1500 0.07 0.09 41.11 0| 0 1 0 1550 0.04 0.05 40.11 0| 0 900 0 1600 0.02 0.02 40.35 0| 0 21 0 1700 0.01 0.01 41.00 0| 0 0 0 1800 Total 120| 701 6,931 +435 Indicative a-t-m Vol 45.24 Underlying Price 12.425 Time to expiry: 85 Days Nov 10 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.11 0.86 56.22 0| 0 0 0 960 2.77 0.83 54.23 0| 0 0 0 1000 2.06 1.99 0.74 49.72 2.06 2.06 65| 0 0 0 1100 1.65 0.68 48.21 0| 0 0 0 1150 1.33 0.61 46.26 0| 2 2 +2 1200 1.06 0.54 45.08 0| 0 90 0 1250 0.80 0.82 0.46 43.64 0.80 0.80 2| 0 155 0 1300 0.50 0.45 0.31 41.35 0.50 0.50 1| 0 0 0 1400 0.22 0.19 39.08 0| 0 0 0 1500 0.11 0.10 38.45 0| 0 0 0 1600 Total 68| 2 247 +2 Indicative a-t-m Vol 45.68 Underlying Price 12.425 Time to expiry: 113 Days Dec 10 8.55 0.99 99.00 0| 0 0 0 391 7.78 0.99 90.10 0| 0 0 0 469 7.02 0.98 82.42 0| 0 0 0 547 6.65 0.97 78.93 0| 0 0 0 586 6.27 0.97 75.67 0| 0 0 0 625 5.52 0.95 68.34 0| 0 0 0 703 4.78 0.93 63.96 0| 0 0 0 782 4.09 0.90 60.67 0| 0 3 0 860 3.42 0.85 56.78 0| 0 10 0 938 3.10 0.83 55.29 0| 0 0 0 977 2.33 0.75 50.56 0| 0 2,764 0 1075 1.72 1.68 0.64 47.61 1.72 1.72 120| 0 3,081 0 1172 1.07 0.99 0.48 44.14 1.07 1.07 120| 1,382 11,372 0 1300 0.70 0.39 41.91 0| 0 17,227 0 1368 0.33 0.23 39.01 0| 2 20,726 0 1500 0.23 0.17 38.77 0| 0 43,275 0 1563 0.17 0.14 38.06 0| 0 15,878 0 1600 0.09 0.08 37.00 0| 3 34,225 -3 1700 0.06 0.06 36.68 0| 0 21,031 0 1759 0.04 0.04 36.37 0| 0 15,799 0 1800 0.02 0.02 35.80 0| 0 3,750 0 1900 0.01 0.01 35.59 0| 0 39,420 0 1954 0.01 0.00 35.29 0| 0 7,876 0 2150 0.01 0.00 35.65 0| 0 1,125 0 2345 0.01 0.00 37.87 0| 0 53,880 0 2736 0.01 0.00 41.59 0| 0 605 0 3127 0.01 0.00 46.35 0| 0 25 0 3517 0.01 0.00 52.00 0| 0 25 0 3908 Total 240| 1,387 292,097 -3 Indicative a-t-m Vol 44.71 Underlying Price 12.425 Time to expiry: 204 Days Mar 11 4.18 0.85 56.95 0| 0 0 0 880 3.56 0.80 54.10 0| 0 0 0 960 3.26 0.78 52.63 0| 0 87 0 1000 2.55 0.70 49.06 0| 0 0 0 1100 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.92 0.61 45.83 0| 0 170 0 1200 1.40 1.39 0.52 43.23 1.40 1.40 5| 0 3,809 0 1300 0.95 0.97 0.41 41.04 0.96 0.95 5| 0 435 0 1400 0.63 0.31 38.61 0| 0 7,236 0 1500 0.39 0.22 36.63 0| 0 10,932 0 1600 0.23 0.15 35.35 0| 0 12,437 0 1700 0.13 0.10 34.27 0| 0 475 0 1800 0.07 0.06 33.17 0| 0 1,954 0 1900 0.04 0.04 33.26 0| 0 5,435 0 2000 0.02 0.02 33.52 0| 0 85 0 2200 0.01 0.01 35.00 0| 0 229 0 2400 Total 10| 0 43,284 0 Indicative a-t-m Vol 44.13 Underlying Price 12.425 Time to expiry: 295 Days Jun 11 8.57 0.99 75.00 0| 0 0 0 391 7.83 0.98 71.64 0| 0 0 0 469 7.11 0.97 68.10 0| 0 0 0 547 6.75 0.96 66.30 0| 0 0 0 586 5.69 0.93 59.85 0| 0 0 0 703 5.02 0.90 57.43 0| 0 79 0 782 4.38 0.86 54.51 0| 0 199 0 860 3.78 0.82 52.10 0| 0 111 0 938 3.50 0.79 51.17 0| 0 85 0 977 2.65 0.70 47.60 0| 0 12 0 1100 2.21 0.64 45.55 0| 0 233 0 1172 2.06 0.62 45.18 0| 0 3,737 0 1200 1.54 0.53 42.74 0| 0 283 0 1300 1.23 0.46 41.01 0| 0 3,225 0 1368 1.12 0.44 40.72 0| 0 2,831 0 1400 0.77 0.34 38.45 0| 0 8,832 0 1500 0.60 0.29 37.39 0| 0 27,017 0 1563 0.23 0.15 33.92 0| 0 2,083 0 1759 0.10 0.07 33.25 0| 0 1,535 0 1954 0.04 0.03 32.64 0| 0 430 0 2150 0.02 0.01 32.11 0| 0 3,054 0 2345 0.01 0.00 34.00 0| 0 0 0 3127 Total 0| 0 53,746 0 Indicative a-t-m Vol 43.46 Underlying Price 12.425 Time to expiry: 477 Days Dec 11 7.85 0.98 65.00 0| 0 0 0 469 6.82 0.95 62.09 0| 0 0 0 586 5.84 0.90 58.39 0| 0 0 0 703 5.21 0.87 55.82 0| 0 0 0 782 4.62 0.83 53.37 0| 0 0 0 860 4.05 0.79 51.07 0| 0 0 0 938 3.79 0.77 49.88 0| 0 0 0 977 2.59 0.64 44.93 0| 0 7,100 0 1172 1.65 0.50 40.88 0| 0 8,030 0 1368 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.16 0.40 38.53 0| 0 2,580 0 1500 0.98 0.35 37.72 0| 0 18,000 -80 1563 0.88 0.33 37.07 0| 0 3,000 0 1600 0.54 0.23 35.30 0| 0 60,167 0 1759 0.42 0.20 33.50 0| 0 200 0 1800 0.20 0.11 30.60 0| 0 1,700 0 1954 0.10 0.07 30.00 0| 0 9,107 0 2150 0.06 0.04 30.60 0| 0 0 0 2345 0.02 0.02 31.00 0| 0 0 0 2736 0.01 0.01 33.50 0| 0 0 0 3127 Total 0| 0 109,884 -80 Indicative a-t-m Vol 44.19 Underlying Price 12.425 Time to expiry: 659 Days Jun 12 6.67 0.95 61.61 0| 0 0 0 600 5.12 0.86 56.00 0| 0 0 0 800 2.78 0.65 46.00 0| 0 80 0 1172 1.80 0.51 41.00 0| 0 0 0 1368 1.14 0.38 37.84 0| 0 0 0 1563 0.64 0.26 34.88 0| 0 0 0 1759 0.36 0.17 32.80 0| 0 0 0 1954 0.09 0.06 30.02 0| 0 0 0 2345 0.03 0.02 33.00 0| 0 0 0 3127 Total 0| 0 80 0 Indicative a-t-m Vol 42.19 Underlying Price 12.425 Time to expiry: 848 Days Dec 12 6.70 0.94 60.00 0| 0 0 0 600 5.17 0.85 53.85 0| 0 0 0 800 2.86 0.65 43.48 0| 0 0 0 1172 1.61 0.46 38.13 0| 0 132 0 1466 1.28 0.40 36.57 0| 0 3,500 0 1563 1.17 0.38 35.91 0| 0 5,000 0 1600 1.01 0.34 35.13 0| 0 2,001 0 1661 0.72 0.27 33.70 0| 0 8,500 0 1800 0.47 0.20 32.00 0| 0 6,502 0 1954 0.27 0.13 30.33 0| 0 12,500 0 2150 0.16 0.08 29.55 0| 0 9 0 2345 0.09 0.04 34.00 0| 0 0 0 3127 Total 0| 0 38,144 0 Indicative a-t-m Vol 41.61 Underlying Price 12.425 Time to expiry: 1030 Days Jun 13 6.62 0.96 60.42 0| 0 0 0 600 5.10 0.87 54.64 0| 0 0 0 800 2.64 0.63 42.43 0| 0 0 0 1200 1.80 0.51 38.61 0| 0 0 0 1400 1.18 0.39 35.91 0| 0 0 0 1600 0.46 0.20 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 41.35 Underlying Price 12.425 Time to expiry: 1212 Days Dec 13 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.64 0.96 60.00 0| 0 0 0 600 5.16 0.86 54.00 0| 0 0 0 800 2.78 0.64 42.00 0| 0 6 0 1200 1.35 0.41 35.91 0| 0 0 0 1600 0.54 0.21 31.35 0| 0 0 0 2000 0.23 0.11 29.65 0| 0 0 0 2400 Total 0| 0 6 0 Indicative a-t-m Vol 42.24 Underlying Price 12.425 Time to expiry: 1576 Days Dec 14 6.55 0.98 60.29 0| 0 0 0 600 5.04 0.87 54.51 0| 0 0 0 800 2.82 0.65 43.00 0| 0 0 0 1200 1.40 0.42 35.91 0| 0 0 0 1600 0.63 0.24 31.59 0| 0 0 0 2000 0.32 0.14 30.07 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 1,210| 3,682 679,419 +276 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 45.28 Underlying Price 12.425 Time to expiry: 22 Days Sep 10 0.02 -0.02 69.00 0| 0 5,305 0 880 0.03 -0.04 59.36 0| 0 320 0 960 0.03 -0.04 57.70 0| 0 6,826 0 977 0.14 -0.15 50.96 0| 0 2,592 0 1100 0.23 -0.24 48.92 0| 0 0 0 1150 0.29 -0.29 47.86 0| 0 14,856 0 1172 0.40 0.39 -0.36 46.93 0.40 0.40 150| 4,001 5,676 +3,881 1200 0.56 0.60 -0.50 45.01 0.56 0.56 120| 10 1,870 -10 1250 0.88 -0.64 43.50 0| 5 16,783 0 1300 1.40 -0.80 43.03 0| 0 7,550 0 1368 1.68 -0.85 43.87 0| 0 810 0 1400 2.20 2.29 -0.91 47.93 2.20 2.20 65| 0 3,580 0 1466 2.62 -0.93 49.19 0| 0 27 0 1500 3.22 -0.97 47.48 0| 0 7,250 0 1563 4.19 -0.99 48.92 0| 104 637 0 1661 5.17 -1.00 50.38 0| 0 427 0 1759 5.58 -1.00 50.97 0| 0 15 0 1800 6.14 -1.00 51.73 0| 0 1 0 1856 6.58 -1.00 52.29 0| 0 0 0 1900 7.12 -1.00 52.91 0| 0 11 0 1954 8.10 -1.00 53.84 0| 0 175 0 2052 9.07 -1.00 54.47 0| 0 160 0 2150 11.03 -1.00 54.74 0| 0 0 0 2345 14.94 -1.00 51.00 0| 0 0 0 2736 Total 335| 4,120 74,871 +3,871 Indicative a-t-m Vol 45.19 Underlying Price 12.425 Time to expiry: 50 Days Oct 10 0.13 -0.10 57.91 0| 0 0 0 960 0.17 -0.12 55.25 0| 130 250 +130 1000 0.34 -0.23 50.26 0| 0 240 0 1100 0.48 -0.30 48.66 0| 0 0 0 1150 0.64 -0.39 46.50 0| 2 8,673 +2 1200 0.87 -0.48 44.97 0| 0 240 0 1250 1.07 1.13 -0.58 43.08 1.07 1.07 78| 0 123 0 1300 1.45 -0.67 42.03 0| 0 170 0 1350 1.83 -0.75 41.55 0| 0 54 0 1400 2.24 -0.82 41.01 0| 0 100 0 1450 2.67 -0.88 40.08 0| 0 329 0 1500 3.14 -0.91 41.11 0| 0 0 0 1550 3.61 -0.95 40.11 0| 0 84 0 1600 4.58 -0.98 40.35 0| 0 120 0 1700 5.58 -0.99 41.00 0| 0 0 0 1800 Total 78| 132 10,383 +132 Indicative a-t-m Vol 45.24 Underlying Price 12.425 Time to expiry: 85 Days Nov 10 0.27 -0.14 56.22 0| 0 0 0 960 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.33 -0.17 54.23 0| 0 0 0 1000 0.58 0.55 -0.26 49.72 0.58 0.58 4| 30 125 +5 1100 0.71 -0.32 48.21 0| 0 0 0 1150 0.89 0.88 -0.39 46.26 0.89 0.89 50| 0 105 0 1200 1.11 -0.46 45.08 0| 0 69 0 1250 1.37 -0.54 43.64 0| 0 95 0 1300 2.01 -0.69 41.35 0| 0 0 0 1400 2.78 -0.82 39.08 0| 0 0 0 1500 3.66 -0.90 38.45 0| 0 0 0 1600 Total 54| 30 394 +5 Indicative a-t-m Vol 45.68 Underlying Price 12.425 Time to expiry: 113 Days Dec 10 0.02 -0.01 99.00 0| 0 0 0 391 0.04 -0.01 90.10 0| 0 10 0 469 0.05 -0.02 82.42 0| 0 269 0 547 0.07 -0.03 78.93 0| 0 375 0 586 0.08 -0.03 75.67 0| 0 180 0 625 0.10 -0.05 68.34 0| 0 350 0 703 0.16 -0.07 63.96 0| 0 3,785 0 782 0.24 -0.10 60.67 0| 0 1,203 0 860 0.35 -0.15 56.78 0| 0 1,285 0 938 0.42 -0.17 55.29 0| 0 2,370 0 977 0.60 0.62 -0.25 50.56 0.60 0.60 70| 0 27,599 0 1075 0.90 0.94 -0.36 47.61 0.90 0.90 51| 3,049 13,154 +1,000 1172 1.54 -0.52 44.14 0| 0 13,439 0 1300 1.92 -0.61 41.91 0| 0 29,599 0 1368 2.87 -0.77 39.01 0| 0 16,333 0 1500 3.40 -0.83 38.77 0| 0 18,784 0 1563 3.72 -0.86 38.06 0| 0 0 0 1600 4.63 -0.93 37.00 0| 0 10,801 0 1700 5.20 -0.95 36.68 0| 0 5,793 0 1759 5.59 -0.97 36.37 0| 0 1,815 0 1800 6.58 -0.99 35.80 0| 0 3 0 1900 7.12 -1.00 35.59 0| 0 3,750 0 1954 9.07 -1.00 35.29 0| 0 1,097 0 2150 11.03 -1.00 35.65 0| 0 267 0 2345 14.94 -1.00 37.87 0| 0 25 0 2736 18.85 -1.00 41.59 0| 0 0 0 3127 22.75 -1.00 46.35 0| 0 0 0 3517 26.66 -1.00 52.00 0| 0 0 0 3908 Total 121| 3,049 152,286 +1,000 Indicative a-t-m Vol 44.71 Underlying Price 12.425 Time to expiry: 204 Days Mar 11 0.51 0.51 -0.15 56.95 0.51 0.51 120| 0 4,287 0 880 0.68 -0.20 54.10 0| 0 636 0 960 0.78 -0.22 52.63 0| 0 3,159 0 1000 1.07 -0.30 49.06 0| 0 2,884 0 1100 1.44 -0.39 45.83 0| 0 10,949 0 1200 1.94 1.91 -0.49 43.23 1.94 1.94 120| 0 120 0 1300 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.37 2.48 -0.59 41.04 2.37 2.37 65| 0 961 0 1400 3.14 -0.69 38.61 0| 0 4,129 0 1500 3.90 -0.78 36.63 0| 0 95 0 1600 4.74 -0.86 35.35 0| 0 160 0 1700 5.65 -0.92 34.27 0| 0 75 0 1800 6.60 -0.96 33.17 0| 0 0 0 1900 7.58 -0.98 33.26 0| 0 0 0 2000 9.57 -1.00 33.52 0| 0 0 0 2200 11.58 -1.00 35.00 0| 0 0 0 2400 Total 305| 0 27,455 0 Indicative a-t-m Vol 44.13 Underlying Price 12.425 Time to expiry: 295 Days Jun 11 0.09 -0.02 75.00 0| 0 81 0 391 0.15 -0.04 71.64 0| 0 0 0 469 0.23 -0.06 68.10 0| 0 0 0 547 0.27 -0.07 66.30 0| 0 2,100 0 586 0.41 -0.10 59.85 0| 0 170 0 703 0.56 -0.14 57.43 0| 0 237 0 782 0.76 0.73 -0.18 54.51 0.76 0.76 100| 0 569 0 860 0.95 0.93 -0.22 52.10 0.95 0.95 120| 0 1,508 0 938 1.03 1.05 -0.25 51.17 1.03 1.03 120| 0 5,896 0 977 1.46 1.49 -0.34 47.60 1.46 1.46 120| 0 777 0 1100 1.79 -0.40 45.55 0| 0 22,960 0 1172 1.90 1.93 -0.42 45.18 1.90 1.90 40| 0 6,186 0 1200 2.44 -0.51 42.74 0| 0 305 0 1300 2.83 -0.57 41.01 0| 0 5,596 0 1368 3.05 -0.60 40.72 0| 0 268 0 1400 3.71 -0.68 38.45 0| 0 109 0 1500 4.18 -0.73 37.39 0| 0 3,088 0 1563 5.79 -0.87 33.92 0| 104 211 +39 1759 7.61 -0.93 33.25 0| 0 181 0 1954 9.50 -0.97 32.64 0| 0 190 0 2150 11.41 -0.99 32.11 0| 0 163 0 2345 19.16 -1.00 34.00 0| 0 43 0 3127 Total 500| 104 50,638 +39 Indicative a-t-m Vol 43.46 Underlying Price 12.425 Time to expiry: 477 Days Dec 11 0.25 -0.05 65.00 0| 0 0 0 469 0.45 -0.08 62.09 0| 0 0 0 586 0.69 -0.13 58.39 0| 0 0 0 703 0.88 -0.16 55.82 0| 0 80 0 782 1.09 -0.20 53.37 0| 0 160 0 860 1.32 -0.24 51.07 0| 0 362 0 938 1.45 -0.26 49.88 0| 0 10,758 0 977 2.22 -0.38 44.93 0| 3,000 6,705 +2,578 1172 3.25 -0.52 40.88 0| 0 17,508 0 1368 4.08 -0.61 38.53 0| 0 0 0 1500 4.52 -0.66 37.72 0| 0 19,252 0 1563 4.79 -0.68 37.07 0| 0 0 0 1600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.04 -0.78 35.30 0| 0 750 0 1759 6.34 -0.81 33.50 0| 0 0 0 1800 7.65 -0.90 30.60 0| 0 1 0 1954 9.51 -0.95 30.00 0| 0 38 0 2150 11.41 -0.97 30.60 0| 0 0 0 2345 15.26 -0.99 31.00 0| 0 0 0 2736 19.13 -0.99 33.50 0| 0 0 0 3127 Total 0| 3,000 55,614 +2,578 Indicative a-t-m Vol 44.19 Underlying Price 12.425 Time to expiry: 659 Days Jun 12 0.82 -0.12 61.61 0| 0 0 0 600 1.43 -0.20 56.00 0| 0 0 0 800 2.97 -0.40 46.00 0| 0 0 0 1172 3.99 -0.53 41.00 0| 0 4 0 1368 5.30 -0.65 37.84 0| 0 0 0 1563 6.77 -0.77 34.88 0| 0 0 0 1759 8.43 -0.85 32.80 0| 0 0 0 1954 12.02 -0.95 30.02 0| 0 0 0 2345 19.61 -0.98 33.00 0| 0 0 0 3127 Total 0| 0 4 0 Indicative a-t-m Vol 42.19 Underlying Price 12.425 Time to expiry: 848 Days Dec 12 1.00 -0.12 60.00 0| 0 0 0 600 1.62 -0.20 53.85 0| 0 0 0 800 3.11 -0.39 43.48 0| 0 1 0 1172 4.80 -0.57 38.13 0| 0 0 0 1466 5.44 -0.62 36.57 0| 0 16 0 1563 5.69 -0.65 35.91 0| 0 5,000 0 1600 6.13 -0.68 35.13 0| 0 1,000 0 1661 7.22 -0.75 33.70 0| 0 0 0 1800 8.49 -0.82 32.00 0| 0 3,026 0 1954 10.21 -0.89 30.33 0| 0 0 0 2150 12.02 -0.93 29.55 0| 0 0 0 2345 19.59 -0.96 34.00 0| 0 5 0 3127 Total 0| 0 9,048 0 Indicative a-t-m Vol 41.61 Underlying Price 12.425 Time to expiry: 1030 Days Jun 13 1.32 -0.14 60.42 0| 0 0 0 600 2.06 -0.22 54.64 0| 0 0 0 800 3.76 -0.43 42.43 0| 0 0 0 1200 4.93 -0.54 38.61 0| 0 0 0 1400 6.30 -0.65 35.91 0| 0 0 0 1600 9.49 -0.82 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 41.35 Underlying Price 12.425 Time to expiry: 1212 Days Dec 13 1.47 -0.14 60.00 0| 0 0 0 600 2.22 -0.22 54.00 0| 0 0 0 800 3.91 -0.41 42.00 0| 0 0 0 1200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 84 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.42 -0.62 35.91 0| 0 0 0 1600 9.49 -0.80 31.35 0| 0 0 0 2000 13.03 -0.90 29.65 0| 0 38 0 2400 Total 0| 0 38 0 Indicative a-t-m Vol 42.24 Underlying Price 12.425 Time to expiry: 1576 Days Dec 14 1.88 -0.15 60.29 0| 0 0 0 600 2.74 -0.22 54.51 0| 0 0 0 800 4.56 -0.41 43.00 0| 0 0 0 1200 7.00 -0.61 35.91 0| 0 0 0 1600 10.00 -0.78 31.59 0| 0 0 0 2000 13.44 -0.87 30.07 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 1,393| 10,435 380,731 +7,625 Grand Total 2,603| 14,117 1,060,150 +7,901 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 45.28 Underlying Price 12.425 Time to expiry: 22 Days Sep 10 3.64 0.98 69.00 0| 0 0 0 880 3.07 0.97 61.75 0| 0 0 0 938 2.86 0.96 59.36 0| 0 0 0 960 2.69 0.96 57.70 0| 0 0 0 977 1.56 0.85 50.96 0| 0 0 0 1100 1.16 0.76 48.92 0| 0 0 0 1150 1.00 0.71 47.86 0| 0 0 0 1172 0.81 0.64 46.93 0| 0 0 0 1200 0.53 0.50 45.01 0| 0 0 0 1250 0.31 0.36 43.50 0| 0 0 0 1300 0.14 0.20 43.03 0| 0 4 0 1368 0.10 0.15 43.87 0| 0 600 0 1400 0.06 0.09 47.93 0| 0 6,551 0 1466 0.05 0.07 49.19 0| 0 0 0 1500 0.02 0.03 47.48 0| 0 43,910 0 1563 0.01 0.01 48.92 0| 0 3,831 0 1661 0.01 0.00 50.38 0| 0 25,418 0 1759 0.01 0.00 50.97 0| 0 34,000 0 1800 0.01 0.00 51.73 0| 0 3,568 0 1856 0.01 0.00 52.29 0| 0 0 0 1900 0.01 0.00 52.91 0| 0 1,117 0 1954 0.01 0.00 53.84 0| 0 857 0 2052 0.01 0.00 54.47 0| 0 1,322 0 2150 0.01 0.00 54.74 0| 0 707 0 2345 0.01 0.00 51.00 0| 0 0 0 2736 0.01 0.00 48.41 0| 0 0 0 2876 0.01 0.00 41.95 0| 0 0 0 3127 Total 0| 0 121,885 0 Indicative a-t-m Vol 44.88 Underlying Price 12.425 Time to expiry: 204 Days Mar 11 5.64 0.93 61.34 0| 0 0 0 703 4.98 0.90 59.73 0| 0 0 0 782 4.34 0.86 57.46 0| 0 0 0 860 3.73 0.82 54.86 0| 0 0 0 938 3.42 0.79 53.51 0| 0 0 0 977 2.55 0.70 49.06 0| 0 0 0 1100 2.09 0.64 46.93 0| 0 0 0 1172 1.39 0.52 43.23 0| 0 500 0 1300 1.08 0.45 41.38 0| 0 0 0 1368 0.63 0.31 38.61 0| 0 0 0 1500 0.46 0.25 37.28 0| 0 0 0 1563 0.23 0.15 35.35 0| 0 2,500 0 1700 0.17 0.12 34.64 0| 0 3,816 0 1759 0.13 0.10 34.27 0| 0 3,975 0 1800 0.07 0.06 33.17 0| 0 30 0 1900 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 86 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.06 0.05 33.37 0| 0 110 0 1954 0.02 0.02 33.34 0| 0 0 0 2150 0.01 0.01 34.40 0| 0 0 0 2345 0.01 0.01 39.32 0| 0 0 0 2736 0.01 0.01 47.24 0| 0 0 0 3127 Total 0| 0 10,931 0 Indicative a-t-m Vol 44.96 Underlying Price 12.425 Time to expiry: 386 Days Sep 11 7.43 0.96 65.69 0| 0 0 0 469 6.36 0.92 64.40 0| 0 0 0 600 5.56 0.88 61.93 0| 0 0 0 703 5.00 0.84 60.61 0| 0 0 0 782 4.42 0.81 57.51 0| 0 0 0 860 3.88 0.77 55.08 0| 0 0 0 938 3.61 0.74 53.54 0| 0 0 0 977 2.38 0.62 46.69 0| 0 0 0 1172 1.45 0.47 41.91 0| 0 0 0 1368 0.72 0.30 36.30 0| 0 50 0 1563 0.33 0.18 33.43 0| 0 0 0 1759 0.16 0.10 32.32 0| 0 0 0 1954 0.06 0.04 30.11 0| 0 0 0 2150 0.03 0.03 31.00 0| 0 0 0 2345 0.01 0.01 29.67 0| 0 0 0 2736 0.01 0.00 27.90 0| 0 0 0 3127 Total 0| 0 50 0 Indicative a-t-m Vol 44.30 Underlying Price 12.425 Time to expiry: 568 Days Mar 12 6.63 0.90 62.64 0| 0 0 0 600 5.32 0.83 57.90 0| 0 0 0 782 4.76 0.80 54.79 0| 0 0 0 860 4.24 0.76 52.35 0| 0 0 0 938 3.97 0.75 50.80 0| 0 0 0 977 2.85 0.64 46.13 0| 0 0 0 1172 1.87 0.51 41.07 0| 0 0 0 1368 1.11 0.37 36.84 0| 0 0 0 1563 0.66 0.26 34.55 0| 0 0 0 1759 0.36 0.17 32.71 0| 0 0 0 1954 0.11 0.06 30.85 0| 0 0 0 2345 0.03 0.02 29.67 0| 0 0 0 2736 0.01 0.01 28.08 0| 0 0 0 3127 0.01 0.00 27.42 0| 0 50 0 3517 Total 0| 0 50 0 Indicative a-t-m Vol 39.61 Underlying Price 12.425 Time to expiry: 757 Days Sep 12 5.71 0.90 48.73 0| 0 0 0 600 4.49 0.81 46.50 0| 0 0 0 782 2.39 0.59 40.55 0| 0 0 0 1172 1.52 0.45 37.54 0| 0 0 0 1400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.05 0.36 35.60 0| 0 0 0 1563 0.65 0.25 33.79 0| 0 0 0 1759 0.38 0.17 32.09 0| 0 0 0 1954 0.13 0.07 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 39.58 Underlying Price 12.425 Time to expiry: 932 Days Mar 13 5.82 0.89 46.02 0| 0 0 0 600 4.70 0.81 45.52 0| 0 0 0 782 2.70 0.61 40.51 0| 0 0 0 1172 1.80 0.48 37.53 0| 0 0 0 1400 1.32 0.40 35.73 0| 0 0 0 1563 0.79 0.28 33.25 0| 0 0 0 1800 0.54 0.21 31.79 0| 0 0 0 1954 0.20 0.10 29.67 0| 0 0 0 2345 0.03 0.02 27.64 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.21 Underlying Price 12.425 Time to expiry: 1121 Days Sep 13 5.26 0.87 47.21 0| 0 0 0 600 4.23 0.78 45.37 0| 0 0 0 782 2.41 0.58 40.06 0| 0 0 0 1172 1.21 0.38 35.40 0| 0 0 0 1563 0.53 0.21 32.12 0| 0 0 0 1954 0.22 0.10 29.96 0| 0 0 0 2345 0.04 0.02 27.72 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.23 Underlying Price 12.425 Time to expiry: 1303 Days Mar 14 5.41 0.87 46.37 0| 0 0 0 600 4.45 0.79 45.11 0| 0 0 0 782 2.67 0.60 39.97 0| 0 0 0 1172 1.46 0.42 35.91 0| 0 0 0 1563 0.69 0.25 32.14 0| 0 0 0 1954 0.31 0.13 29.68 0| 0 0 0 2345 0.06 0.03 27.24 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.22 Underlying Price 12.425 Time to expiry: 1485 Days Sep 14 4.77 0.84 45.79 0| 0 0 0 600 3.91 0.76 44.78 0| 0 1 0 782 2.36 0.58 39.96 0| 0 0 0 1172 1.30 0.39 35.90 0| 0 0 0 1563 0.61 0.23 32.13 0| 0 0 0 1954 0.27 0.13 29.67 0| 0 0 0 2345 0.05 0.03 26.92 0| 0 0 0 3127 Total 0| 0 1 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 88 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 38.87 Underlying Price 12.425 Time to expiry: 1667 Days Mar 15 4.95 0.85 46.10 0| 0 0 0 600 4.02 0.76 44.21 0| 0 0 0 800 2.47 0.58 39.33 0| 0 0 0 1200 1.37 0.40 35.02 0| 0 0 0 1600 0.68 0.25 31.59 0| 0 0 0 2000 0.30 0.14 28.91 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 132,917 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 45.28 Underlying Price 12.425 Time to expiry: 22 Days Sep 10 0.02 -0.02 69.00 0| 0 0 0 880 0.02 -0.03 61.75 0| 0 0 0 938 0.03 -0.04 59.36 0| 0 0 0 960 0.03 -0.04 57.70 0| 0 225 0 977 0.14 -0.15 50.96 0| 0 0 0 1100 0.23 -0.24 48.92 0| 0 0 0 1150 0.29 -0.29 47.86 0| 0 450 0 1172 0.39 -0.36 46.93 0| 0 0 0 1200 0.60 -0.50 45.01 0| 0 0 0 1250 0.88 -0.64 43.50 0| 0 763 0 1300 1.40 -0.80 43.03 0| 0 2,156 0 1368 1.67 -0.85 43.87 0| 0 0 0 1400 2.29 -0.91 47.93 0| 0 9,367 0 1466 2.62 -0.93 49.19 0| 0 0 0 1500 3.22 -0.97 47.48 0| 0 40,002 0 1563 4.19 -0.99 48.92 0| 0 1,350 0 1661 5.16 -1.00 50.38 0| 0 25,040 0 1759 5.57 -1.00 50.97 0| 0 30,002 0 1800 6.13 -1.00 51.73 0| 0 2,400 0 1856 6.57 -1.00 52.29 0| 0 0 0 1900 7.11 -1.00 52.91 0| 0 420 0 1954 8.09 -1.00 53.84 0| 0 30 0 2052 9.07 -1.00 54.47 0| 0 0 0 2150 11.02 -1.00 54.74 0| 0 250 0 2345 14.93 -1.00 51.00 0| 0 1 0 2736 16.33 -1.00 48.41 0| 0 21 0 2876 18.84 -1.00 41.95 0| 0 50 0 3127 Total 0| 0 112,527 0 Indicative a-t-m Vol 44.88 Underlying Price 12.425 Time to expiry: 204 Days Mar 11 0.21 -0.07 61.34 0| 0 1 0 703 0.33 -0.10 59.73 0| 0 0 0 782 0.47 -0.14 57.46 0| 0 0 0 860 0.63 -0.18 54.86 0| 0 817 0 938 0.72 -0.21 53.51 0| 0 0 0 977 1.06 -0.30 49.06 0| 0 50 0 1100 1.33 -0.36 46.93 0| 0 225 0 1172 1.90 -0.48 43.23 0| 0 601 0 1300 2.27 -0.55 41.38 0| 0 690 0 1368 3.12 -0.69 38.61 0| 0 2,700 0 1500 3.58 -0.75 37.28 0| 0 4,650 0 1563 4.71 -0.85 35.35 0| 0 0 0 1700 5.24 -0.88 34.64 0| 0 1,260 0 1759 5.61 -0.90 34.27 0| 0 0 0 1800 6.55 -0.94 33.17 0| 0 0 0 1900 7.07 -0.95 33.37 0| 0 0 0 1954 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.98 -0.98 33.34 0| 0 0 0 2150 10.91 -0.99 34.40 0| 0 0 0 2345 14.80 -0.99 39.32 0| 0 0 0 2736 18.69 -0.99 47.24 0| 0 0 0 3127 Total 0| 0 10,994 0 Indicative a-t-m Vol 44.96 Underlying Price 12.425 Time to expiry: 386 Days Sep 11 0.18 -0.04 65.69 0| 0 0 0 469 0.41 -0.08 64.40 0| 0 0 0 600 0.62 -0.12 61.93 0| 0 0 0 703 0.85 -0.16 60.61 0| 0 0 0 782 1.04 -0.19 57.51 0| 0 0 0 860 1.27 -0.23 55.08 0| 0 0 0 938 1.38 -0.26 53.54 0| 0 0 0 977 2.08 -0.38 46.69 0| 1,000 1,000 +1,000 1172 3.08 -0.53 41.91 0| 0 0 0 1368 4.28 -0.70 36.30 0| 0 0 0 1563 5.83 -0.82 33.43 0| 0 2,400 0 1759 7.58 -0.90 32.32 0| 0 0 0 1954 9.41 -0.96 30.11 0| 0 0 0 2150 11.32 -0.97 31.00 0| 0 0 0 2345 15.15 -0.99 29.67 0| 0 0 0 2736 19.01 -1.00 27.90 0| 0 0 0 3127 Total 0| 1,000 3,400 +1,000 Indicative a-t-m Vol 44.30 Underlying Price 12.425 Time to expiry: 568 Days Mar 12 0.63 -0.10 62.64 0| 0 0 0 600 1.11 -0.17 57.90 0| 0 0 0 782 1.32 -0.20 54.79 0| 0 0 0 860 1.56 -0.24 52.35 0| 0 0 0 938 1.67 -0.25 50.80 0| 0 0 0 977 2.46 -0.36 46.13 0| 0 0 0 1172 3.40 -0.49 41.07 0| 0 0 0 1368 4.55 -0.63 36.84 0| 0 0 0 1563 6.02 -0.74 34.55 0| 0 0 0 1759 7.64 -0.83 32.71 0| 0 70 0 1954 11.22 -0.94 30.85 0| 0 0 0 2345 14.98 -0.98 29.67 0| 0 0 0 2736 18.79 -0.99 28.08 0| 0 50 0 3127 22.61 -1.00 27.42 0| 0 0 0 3517 Total 0| 0 120 0 Indicative a-t-m Vol 39.61 Underlying Price 12.425 Time to expiry: 757 Days Sep 12 0.54 -0.10 48.73 0| 0 0 0 600 1.09 -0.19 46.50 0| 0 0 0 782 2.78 -0.41 40.55 0| 0 0 0 1172 4.12 -0.55 37.54 0| 0 0 0 1400 5.24 -0.64 35.60 0| 0 0 0 1563 6.75 -0.75 33.79 0| 0 0 0 1759 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.37 -0.83 32.09 0| 0 14,000 0 1954 11.92 -0.93 30.27 0| 0 0 0 2345 19.40 -0.99 28.40 0| 0 0 0 3127 Total 0| 0 14,000 0 Indicative a-t-m Vol 39.58 Underlying Price 12.425 Time to expiry: 932 Days Mar 13 0.59 -0.11 46.02 0| 0 0 0 600 1.23 -0.19 45.52 0| 0 0 0 782 2.98 -0.39 40.51 0| 0 0 0 1172 4.27 -0.52 37.53 0| 0 0 0 1400 5.36 -0.60 35.73 0| 0 0 0 1563 7.11 -0.72 33.25 0| 0 0 0 1800 8.34 -0.79 31.79 0| 0 0 0 1954 11.77 -0.90 29.67 0| 0 0 0 2345 19.12 -0.98 27.64 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.21 Underlying Price 12.425 Time to expiry: 1121 Days Sep 13 0.87 -0.13 47.21 0| 0 0 0 600 1.57 -0.22 45.37 0| 0 0 0 782 3.46 -0.42 40.06 0| 0 0 0 1172 5.98 -0.62 35.40 0| 0 0 0 1563 9.02 -0.79 32.12 0| 0 0 0 1954 12.42 -0.90 29.96 0| 0 0 0 2345 19.68 -0.98 27.72 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.23 Underlying Price 12.425 Time to expiry: 1303 Days Mar 14 0.94 -0.13 46.37 0| 0 0 0 600 1.69 -0.21 45.11 0| 0 0 0 782 3.57 -0.40 39.97 0| 0 0 0 1172 6.04 -0.58 35.91 0| 0 0 0 1563 8.95 -0.75 32.14 0| 0 0 0 1954 12.23 -0.87 29.68 0| 0 0 0 2345 19.33 -0.97 27.24 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.22 Underlying Price 12.425 Time to expiry: 1485 Days Sep 14 1.16 -0.16 45.79 0| 0 0 0 600 1.99 -0.24 44.78 0| 0 0 0 782 4.05 -0.42 39.96 0| 0 0 0 1172 6.60 -0.61 35.90 0| 0 0 0 1563 9.54 -0.77 32.13 0| 0 0 0 1954 12.83 -0.87 29.67 0| 0 0 0 2345 19.85 -0.97 26.92 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 38.87 Underlying Price 12.425 Time to expiry: 1667 Days Mar 15 1.25 -0.15 46.10 0| 0 0 0 600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.14 -0.24 44.21 0| 0 0 0 800 4.24 -0.42 39.33 0| 0 0 0 1200 6.79 -0.60 35.02 0| 0 0 0 1600 9.75 -0.75 31.59 0| 0 0 0 2000 13.03 -0.86 28.91 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 1,000 141,041 +1,000 Grand Total 0| 1,000 273,958 +1,000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 43.11 Underlying Price 49.430 Time to expiry: 22 Days Sep 10 21.44 1.00 81.00 0| 0 0 0 2800 18.45 0.99 76.18 0| 0 9 0 3100 13.51 0.98 66.40 0| 0 2 0 3600 11.57 0.96 63.04 0| 0 0 0 3800 10.73 0.95 61.40 0| 0 0 0 3888 9.66 0.94 59.13 0| 0 0 0 4000 7.12 0.88 53.73 0| 0 101 0 4276 6.04 0.83 51.51 0| 0 1,050 0 4400 5.20 0.79 49.74 0| 0 132 0 4500 4.22 4.41 0.75 48.17 4.22 4.22 32| 0 31 0 4600 3.90 0.71 46.66 0| 0 4,300 0 4665 2.98 0.63 44.87 0| 0 355 -50 4800 2.45 2.37 0.55 43.66 2.45 2.32 85| 0 1,010 0 4900 1.54 1.57 0.44 41.69 1.54 1.54 112| 0 7,545 0 5054 1.19 1.01 0.33 40.18 1.27 0.94 688| 485 221 -485 5200 0.47 0.43 0.17 39.01 0.48 0.46 22| 825 6,217 +825 5443 0.22 0.10 37.86 0| 75 11,255 +36 5600 0.05 0.03 35.09 0| 99 7,003 -92 5831 0.02 0.01 35.11 0| 0 4,662 0 6000 0.01 0.00 32.89 0| 0 1,781 0 6220 0.01 0.00 32.25 0| 0 276 0 6400 0.01 0.00 31.57 0| 0 0 0 6800 0.01 0.00 31.58 0| 0 471 0 6998 0.01 0.00 32.50 0| 0 410 0 7775 0.01 0.00 41.00 0| 0 80 0 8800 Total 939| 1,484 46,911 +234 Indicative a-t-m Vol 43.16 Underlying Price 49.430 Time to expiry: 50 Days Oct 10 10.15 0.87 55.70 0| 0 0 0 4000 8.44 0.82 52.82 0| 0 0 0 4200 6.83 0.76 50.01 0| 0 0 0 4400 6.06 0.73 48.46 0| 42 66 +42 4500 5.33 0.69 47.30 0| 0 50 0 4600 4.64 0.65 45.77 0| 0 0 0 4700 3.99 0.60 44.65 0| 0 25 0 4800 3.41 0.55 43.67 0| 0 50 0 4900 3.11 2.87 0.50 42.48 3.11 3.11 33| 0 102 0 5000 2.00 1.96 0.40 40.71 2.00 2.00 20| 109 880 +59 5200 1.38 1.23 0.29 38.65 1.38 1.38 50| 0 89 0 5400 0.75 0.21 37.51 0| 0 225 0 5600 0.43 0.13 36.58 0| 0 110 0 5800 0.20 0.23 0.08 35.47 0.20 0.20 40| 0 1,047 0 6000 0.05 0.02 33.82 0| 4 298 0 6400 0.01 0.01 33.00 0| 0 79 0 6800 Total 143| 155 3,021 +101 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 43.34 Underlying Price 49.430 Time to expiry: 85 Days Nov 10 9.23 0.78 52.02 0| 0 0 0 4200 7.69 0.73 49.24 0| 0 0 0 4400 6.26 0.67 46.81 0| 0 0 0 4600 4.99 0.60 44.77 0| 0 0 0 4800 4.41 0.56 43.92 0| 0 0 0 4900 3.75 3.83 0.52 42.58 3.75 3.75 10| 0 0 0 5000 2.85 0.44 40.74 0| 0 0 0 5200 1.91 2.03 0.36 38.88 1.91 1.91 75| 0 0 0 5400 1.42 0.28 37.57 0| 20 83 +20 5600 0.55 0.62 0.15 35.54 0.55 0.55 75| 0 128 0 6000 0.23 0.07 34.05 0| 0 0 0 6400 Total 160| 20 211 +20 Indicative a-t-m Vol 42.93 Underlying Price 49.430 Time to expiry: 113 Days Dec 10 33.91 1.00 86.00 0| 0 0 0 1555 30.12 0.99 84.82 0| 0 0 0 1944 28.26 0.98 83.63 0| 0 50 0 2138 26.38 0.97 79.74 0| 0 0 0 2333 22.69 0.95 72.64 0| 0 0 0 2721 19.02 0.93 64.98 0| 0 25 0 3110 15.52 0.89 59.50 0| 0 0 0 3499 12.19 0.83 54.37 0| 0 75 0 3888 11.27 0.81 52.82 0| 0 18 0 4000 9.12 0.75 49.56 0| 0 2,960 0 4276 8.26 0.72 48.84 0| 0 2,810 0 4400 6.40 0.64 45.57 0| 0 9,583 0 4665 5.23 0.58 43.78 0| 0 5,983 0 4860 4.43 0.53 42.35 0| 1,500 6,230 +908 5000 3.45 0.46 40.82 0| 0 2,301 0 5200 2.54 2.42 0.37 38.60 2.54 S 2.54 S 18| 0 14,086 0 5443 1.35 1.28 0.24 36.33 1.44 S 1.35 35| 0 22,925 0 5831 0.95 0.19 35.60 0| 0 4,572 0 6000 0.61 0.14 34.62 0| 0 8,941 0 6220 0.43 0.10 34.05 0| 0 3,216 0 6400 0.18 0.05 32.83 0| 0 4,585 0 6803 0.07 0.02 32.15 0| 0 419 0 7200 0.02 0.01 31.88 0| 0 3,641 0 7775 0.01 0.00 33.10 0| 0 2,945 0 8747 0.01 0.00 36.00 0| 0 240 0 9719 Total 53| 1,500 95,605 +908 Indicative a-t-m Vol 42.40 Underlying Price 49.430 Time to expiry: 204 Days Mar 11 22.45 0.93 63.92 0| 0 0 0 2800 18.93 0.89 58.77 0| 0 0 0 3200 15.58 0.84 54.28 0| 0 0 0 3600 12.45 0.78 50.17 0| 0 0 0 4000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.99 0.74 48.37 0| 0 25 0 4200 9.58 0.70 46.42 0| 0 126 0 4400 8.29 0.65 45.04 0| 0 225 0 4600 7.11 0.60 43.48 0| 0 133 0 4800 4.95 0.50 40.47 0| 0 2,039 0 5200 3.25 0.39 37.79 0| 0 6,963 0 5600 2.02 0.28 35.69 0| 0 1,229 0 6000 1.20 1.16 0.19 33.85 1.20 1.20 75| 137 3,005 +122 6400 0.34 0.07 31.61 0| 10 2,695 0 7200 0.08 0.02 29.78 0| 0 289 0 8000 0.02 0.01 29.00 0| 0 369 0 8800 Total 75| 147 17,098 +122 Indicative a-t-m Vol 41.57 Underlying Price 49.430 Time to expiry: 295 Days Jun 11 30.33 0.98 69.00 0| 0 0 0 1944 28.54 0.97 66.88 0| 0 0 0 2138 26.76 0.96 64.71 0| 0 0 0 2333 23.29 0.93 60.43 0| 0 0 0 2721 19.91 0.89 55.94 0| 0 0 0 3110 16.73 0.85 52.33 0| 0 0 0 3499 13.71 0.79 48.79 0| 0 250 0 3888 11.00 0.72 45.95 0| 0 0 0 4276 10.59 10.16 0.70 45.00 10.59 10.59 75| 0 350 0 4400 8.56 0.64 43.33 0| 0 152 0 4665 7.77 0.61 42.46 0| 0 0 0 4800 5.70 0.51 39.97 0| 0 900 0 5200 4.60 0.45 38.44 0| 0 3,055 0 5443 3.17 0.36 36.48 0| 0 2,625 0 5831 2.65 0.32 35.50 0| 0 250 0 6000 2.05 0.27 34.38 0| 0 1,483 0 6220 0.88 0.83 0.13 32.19 0.88 0.88 67| 0 753 0 6998 0.29 0.06 30.55 0| 0 1,231 0 7775 Total 142| 0 11,049 0 Indicative a-t-m Vol 41.54 Underlying Price 49.430 Time to expiry: 477 Days Dec 11 28.99 0.95 66.00 0| 0 0 0 2138 27.27 0.93 63.51 0| 0 0 0 2333 24.03 0.90 59.54 0| 0 0 0 2721 20.88 0.86 55.38 0| 0 0 0 3110 17.90 0.82 51.87 0| 0 0 0 3499 15.04 0.77 48.29 0| 0 4 0 3888 12.45 0.71 45.38 0| 0 1,000 0 4276 10.16 0.64 42.94 0| 0 5,250 0 4665 6.40 0.49 39.01 0| 1,500 1,560 +1,050 5443 5.80 0.46 38.52 0| 3,500 3,500 +3,500 5600 4.91 0.42 37.29 0| 0 1,950 0 5831 4.31 0.39 36.45 0| 0 1,000 0 6000 2.31 0.25 33.85 0| 0 4,175 0 6803 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.03 0.14 32.00 0| 0 227 0 7775 0.53 0.08 32.00 0| 0 150 0 8747 Total 0| 5,000 18,816 +4,550 Indicative a-t-m Vol 39.70 Underlying Price 49.430 Time to expiry: 659 Days Jun 12 26.83 0.93 60.57 0| 0 0 0 2400 21.10 0.86 52.67 0| 0 0 0 3110 15.46 0.76 46.03 0| 0 0 0 3888 12.98 0.71 43.37 0| 0 0 0 4276 10.73 0.64 41.09 0| 0 0 0 4665 6.96 0.51 37.19 0| 0 0 0 5443 5.41 0.44 35.33 0| 0 0 0 5831 1.25 0.15 29.87 0| 0 0 0 7775 Total 0| 0 0 0 Indicative a-t-m Vol 39.75 Underlying Price 49.430 Time to expiry: 848 Days Dec 12 27.66 0.92 59.48 0| 0 0 0 2333 21.72 0.85 52.00 0| 0 0 0 3110 16.35 0.76 45.88 0| 0 0 0 3888 13.32 0.69 42.82 0| 0 0 0 4400 11.78 0.65 41.06 0| 0 0 0 4665 6.52 0.47 35.56 0| 0 2,550 0 5831 2.57 0.25 30.82 0| 0 4,000 0 7289 1.89 0.20 30.00 0| 0 10 0 7775 Total 0| 0 6,560 0 Indicative a-t-m Vol 39.69 Underlying Price 49.430 Time to expiry: 1030 Days Jun 13 21.21 0.84 51.45 0| 0 0 0 3200 16.09 0.75 45.63 0| 0 0 0 4000 13.69 0.69 42.92 0| 0 0 0 4400 11.53 0.64 40.42 0| 0 0 0 4800 7.81 0.52 36.32 0| 0 0 0 5600 6.32 0.45 34.61 0| 0 0 0 6000 2.06 0.21 30.14 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.83 Underlying Price 49.430 Time to expiry: 1212 Days Dec 13 27.84 0.92 59.34 0| 0 0 0 2333 22.39 0.84 52.50 0| 0 0 0 3110 17.43 0.76 46.44 0| 0 0 0 3888 12.99 0.66 41.15 0| 0 500 0 4665 7.79 0.50 35.61 0| 0 0 0 5831 2.85 0.25 30.19 0| 0 0 0 7775 0.39 0.05 27.80 0| 0 0 0 12000 Total 0| 0 500 0 Indicative a-t-m Vol 39.97 Underlying Price 49.430 Time to expiry: 1576 Days Dec 14 27.35 0.92 58.86 0| 0 0 0 2400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.11 0.84 51.85 0| 0 0 0 3200 16.71 0.75 43.36 0| 0 0 0 4000 13.11 0.66 40.65 0| 0 0 0 4800 8.07 0.50 34.95 0| 0 0 0 6000 3.16 0.27 29.48 0| 0 0 0 8000 0.80 0.09 28.57 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 1,512| 8,306 199,771 +5,935 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 43.11 Underlying Price 49.430 Time to expiry: 22 Days Sep 10 0.01 0.00 81.00 0| 0 206 0 2800 0.07 0.02 -0.01 76.18 0.07 0.07 29| 0 1,455 0 3100 0.08 -0.02 66.40 0| 0 4,935 0 3600 0.14 -0.04 63.04 0| 18 265 +18 3800 0.17 -0.05 61.40 0| 32 682 0 3888 0.26 0.23 -0.07 59.13 0.26 0.26 50| 0 803 0 4000 0.45 -0.13 53.73 0| 114 3,289 +24 4276 0.62 0.61 -0.17 51.51 0.62 0.62 27| 0 5,377 0 4400 0.80 0.78 -0.21 49.74 0.80 0.80 575| 75 362 0 4500 0.97 0.99 -0.26 48.17 1.04 0.95 180| 0 694 0 4600 1.16 1.14 -0.29 46.66 1.16 1.15 150| 75 4,581 +75 4665 1.56 -0.38 44.87 0| 34 3,367 -34 4800 1.89 1.96 -0.45 43.66 2.22 1.80 90| 92 2,028 +50 4900 2.75 2.71 -0.57 41.69 2.85 2.75 100| 0 4,583 0 5054 3.75 3.60 -0.68 40.18 3.75 3.75 150| 0 4,391 0 5200 5.00 5.46 -0.83 39.01 5.00 5.00 5| 0 3,232 0 5443 6.82 -0.90 37.86 0| 291 1,241 -107 5600 8.97 -0.97 35.09 0| 6 63 0 5831 10.63 -0.99 35.11 0| 0 3 0 6000 12.81 -1.00 32.89 0| 0 41 0 6220 14.60 -1.00 32.25 0| 0 0 0 6400 18.60 -1.00 31.57 0| 0 0 0 6800 20.58 -1.00 31.58 0| 0 0 0 6998 28.35 -1.00 32.50 0| 0 0 0 7775 38.60 -1.00 41.00 0| 0 3 0 8800 Total 1,356| 737 41,601 +26 Indicative a-t-m Vol 43.16 Underlying Price 49.430