Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 32.24 Underlying Price 37.950 Time to expiry: 21 Days Sep 10 13.96 1.00 65.00 0| 0 0 0 2400 9.98 0.99 55.36 0| 0 0 0 2800 8.00 0.98 49.84 0| 0 0 0 3000 6.07 0.94 45.73 0| 0 0 0 3200 4.19 0.88 39.81 0| 2 74 +2 3400 2.41 2.46 0.75 34.20 2.41 2.41 21| 58 144 +25 3600 1.18 0.51 32.19 0| 0 152 0 3800 0.40 0.25 29.74 0| 0 100 0 4000 0.12 0.09 30.24 0| 0 1,562 0 4200 0.04 0.04 28.52 0| 0 310 0 4300 0.02 0.02 28.43 0| 0 51 0 4400 0.01 0.01 28.58 0| 0 0 0 4500 0.01 0.00 28.96 0| 0 61 0 4600 0.01 0.00 30.43 0| 0 46 0 4800 0.01 0.00 45.00 0| 0 40 0 5600 Total 21| 60 2,540 +27 Indicative a-t-m Vol 34.52 Underlying Price 37.950 Time to expiry: 112 Days Dec 10 14.20 0.96 51.00 0| 0 0 0 2400 10.49 0.91 46.19 0| 0 0 0 2800 7.02 0.81 40.32 0| 0 17 0 3200 5.47 0.74 38.06 0| 0 25 0 3400 4.10 0.65 36.20 0| 0 30 0 3600 2.60 2.92 0.54 34.47 2.60 2.60 25| 100 1,553 -72 3800 1.90 0.42 31.97 0| 0 1,505 0 4000 1.15 0.31 30.23 0| 0 242 0 4200 0.71 0.21 29.73 0| 25 212 +25 4400 0.40 0.14 29.08 0| 0 6 0 4600 0.22 0.08 28.78 0| 0 100 0 4800 0.03 0.02 31.00 0| 0 20 0 5600 Total 25| 125 3,710 -47 Indicative a-t-m Vol 32.91 Underlying Price 37.950 Time to expiry: 294 Days Jun 11 14.70 0.93 45.00 0| 0 0 0 2400 11.24 0.86 40.71 0| 0 0 0 2800 8.11 0.77 37.19 0| 0 275 0 3200 5.42 0.64 34.06 0| 0 20 0 3600 3.33 0.49 31.71 0| 0 110 0 4000 1.86 0.33 29.72 0| 0 110 0 4400 0.97 0.21 28.57 0| 20 90 +20 4800 Total 0| 20 605 +20 Indicative a-t-m Vol 32.77 Underlying Price 37.950 Time to expiry: 476 Days Dec 11 15.08 0.90 43.51 0| 0 0 0 2400 8.91 0.74 36.68 0| 0 0 0 3200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.42 0.63 34.05 0| 0 0 0 3600 5.32 0.57 32.74 0| 0 0 0 3800 4.32 0.51 31.45 0| 0 0 0 4000 2.83 0.39 29.90 0| 0 0 0 4400 1.74 0.28 28.56 0| 0 40 0 4800 Total 0| 0 40 0 Total Calls 46| 205 6,895 0 | Accor European Ex event package (AC2) Indicative a-t-m Vol 31.68 Underlying Price 37.950 Time to expiry: 21 Days Sep 10 21.95 1.00 73.07 0| 0 0 0 1600 17.96 1.00 70.82 0| 0 0 0 2000 13.96 1.00 65.00 0| 0 0 0 2400 9.98 0.99 56.63 0| 0 0 0 2800 8.00 0.98 50.17 0| 0 0 0 3000 6.05 0.95 43.99 0| 0 0 0 3200 4.17 0.89 39.00 0| 0 0 0 3400 2.45 0.75 34.15 0| 0 15 0 3600 1.15 0.51 31.62 0| 0 0 0 3800 0.41 0.25 30.30 0| 0 0 0 4000 0.10 0.08 29.10 0| 0 40 0 4200 Total 0| 0 55 0 Indicative a-t-m Vol 32.20 Underlying Price 37.950 Time to expiry: 203 Days Mar 11 22.17 0.98 62.01 0| 0 0 0 1600 18.34 0.96 55.54 0| 0 0 0 2000 14.64 0.92 49.74 0| 0 0 0 2400 11.08 0.87 43.80 0| 0 0 0 2800 7.79 0.77 38.81 0| 0 0 0 3200 6.30 0.71 36.65 0| 0 0 0 3400 4.91 0.64 34.21 0| 0 0 0 3600 3.69 0.55 32.15 0| 0 0 0 3800 2.78 0.47 31.36 0| 0 0 0 4000 2.07 0.38 30.95 0| 0 0 0 4200 1.57 0.31 31.20 0| 0 140 0 4400 1.19 0.25 31.65 0| 0 0 0 4600 0.84 0.19 31.17 0| 0 5 0 4800 Total 0| 0 145 0 Total Calls 0| 0 200 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 32.24 Underlying Price 37.950 Time to expiry: 21 Days Sep 10 0.01 0.00 65.00 0| 0 20 0 2400 0.02 -0.01 55.36 0| 0 95 0 2800 0.04 -0.02 49.84 0| 0 70 0 3000 0.11 -0.06 45.73 0| 0 102 0 3200 0.23 -0.12 39.81 0| 30 76 -30 3400 0.50 -0.25 34.20 0| 90 382 +90 3600 1.48 1.22 -0.49 32.19 1.48 1.48 1| 0 1,461 0 3800 2.44 -0.75 29.74 0| 0 128 0 4000 4.16 -0.91 30.24 0| 0 297 0 4200 5.08 -0.96 28.52 0| 0 0 0 4300 6.19 6.06 -0.98 28.43 6.19 S 6.19 S 10| 0 240 0 4400 7.05 -0.99 28.58 0| 0 0 0 4500 8.05 -1.00 28.96 0| 0 0 0 4600 10.05 -1.00 30.43 0| 0 164 0 4800 18.05 -1.00 45.00 0| 0 0 0 5600 Total 11| 120 3,035 +60 Indicative a-t-m Vol 34.52 Underlying Price 37.950 Time to expiry: 112 Days Dec 10 0.18 -0.04 51.00 0| 0 50 0 2400 0.47 -0.09 46.19 0| 0 50 0 2800 1.06 0.98 -0.19 40.32 1.06 1.06 25| 0 482 0 3200 1.43 -0.26 38.06 0| 0 1,705 0 3400 2.06 -0.35 36.20 0| 0 426 0 3600 2.87 -0.46 34.47 0| 50 2,976 +50 3800 3.86 -0.58 31.97 0| 0 3,406 0 4000 5.10 -0.70 30.23 0| 0 100 0 4200 6.76 6.67 -0.79 29.73 6.76 S 6.76 S 10| 0 535 0 4400 8.36 -0.87 29.08 0| 0 32 0 4600 10.20 -0.92 28.78 0| 0 0 0 4800 18.05 -1.00 31.00 0| 0 0 0 5600 Total 35| 50 9,762 +50 Indicative a-t-m Vol 32.91 Underlying Price 37.950 Time to expiry: 294 Days Jun 11 0.84 -0.10 45.00 0| 0 0 0 2400 1.46 -0.17 40.71 0| 0 250 0 2800 2.43 -0.27 37.19 0| 0 120 0 3200 3.86 -0.40 34.06 0| 0 80 0 3600 5.89 -0.55 31.71 0| 0 136 0 4000 8.48 -0.69 29.72 0| 0 421 0 4400 11.64 -0.81 28.57 0| 0 20 0 4800 Total 0| 0 1,027 0 Indicative a-t-m Vol 32.77 Underlying Price 37.950 Time to expiry: 476 Days Dec 11 1.47 -0.13 43.51 0| 0 0 0 2400 3.41 -0.28 36.68 0| 0 0 0 3200 4.93 -0.39 34.05 0| 0 0 0 3600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.84 -0.45 32.74 0| 0 2,500 0 3800 6.84 -0.51 31.45 0| 0 0 0 4000 9.35 -0.63 29.90 0| 0 0 0 4400 12.26 -0.74 28.56 0| 0 0 0 4800 Total 0| 0 2,500 0 Total Puts 46| 170 16,324 +110 Grand Total 92| 375 23,219 +110 Accor European Ex event package (AC2) Indicative a-t-m Vol 31.68 Underlying Price 37.950 Time to expiry: 21 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 0.04 -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 0.50 -0.25 34.15 0| 0 40 0 3600 1.19 -0.49 31.62 0| 0 635 0 3800 2.45 -0.75 30.30 0| 0 0 0 4000 4.14 -0.92 29.10 0| 0 0 0 4200 Total 0| 0 1,975 0 Indicative a-t-m Vol 32.20 Underlying Price 37.950 Time to expiry: 203 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 -0.08 49.74 0| 0 80 0 2400 0.98 -0.13 43.80 0| 0 515 0 2800 1.67 -0.23 38.81 0| 0 0 0 3200 2.17 -0.29 36.65 0| 0 0 0 3400 2.77 -0.36 34.21 0| 0 0 0 3600 3.54 -0.45 32.15 0| 0 0 0 3800 4.62 -0.53 31.36 0| 0 0 0 4000 5.90 -0.62 30.95 0| 0 0 0 4200 7.39 -0.69 31.20 0| 0 25 0 4400 9.00 -0.75 31.65 0| 0 0 0 4600 10.64 -0.81 31.17 0| 0 0 0 4800 Total 0| 0 680 0 Total Puts 0| 0 2,655 0 Grand Total 92| 375 26,074 +110 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 32.33 Underlying Price 24.275 Time to expiry: 21 Days Sep 10 4.33 0.96 48.00 0| 0 0 0 2000 3.37 0.92 42.96 0| 0 0 0 2100 2.45 0.86 38.78 0| 0 0 0 2200 2.02 0.81 37.29 0| 0 30 0 2250 1.62 0.75 35.53 0| 0 40 0 2300 1.24 0.67 33.78 0| 30 70 0 2350 0.92 0.57 32.58 0| 0 11 0 2400 0.66 0.47 32.13 0| 0 0 0 2450 0.45 0.37 31.27 0| 0 41 0 2500 0.18 0.19 30.04 0| 0 40 0 2600 0.06 0.08 29.60 0| 0 0 0 2700 0.02 0.03 29.79 0| 0 0 0 2800 0.01 0.00 31.87 0| 0 0 0 3000 0.01 0.00 36.00 0| 0 0 0 3200 Total 0| 30 232 0 Indicative a-t-m Vol 36.40 Underlying Price 24.275 Time to expiry: 49 Days Oct 10 4.53 0.89 46.00 0| 0 0 0 2000 3.64 0.84 43.06 0| 0 0 0 2100 2.82 0.77 40.55 0| 0 0 0 2200 2.44 0.73 39.49 0| 0 0 0 2250 2.08 0.68 38.40 0| 0 0 0 2300 1.75 0.62 37.40 0| 0 0 0 2350 1.46 0.56 36.81 0| 0 0 0 2400 1.20 0.50 36.08 0| 0 0 0 2450 0.96 0.44 35.24 0| 0 72 0 2500 0.60 0.32 34.29 0| 0 21 0 2600 0.35 0.22 33.56 0| 0 0 0 2700 0.19 0.14 33.13 0| 0 0 0 2800 0.06 0.05 33.07 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 36.88 Underlying Price 24.275 Time to expiry: 84 Days Nov 10 4.76 0.85 44.00 0| 0 0 0 2000 3.96 0.79 42.73 0| 0 0 0 2100 3.18 0.73 40.32 0| 0 0 0 2200 2.51 0.65 38.96 0| 0 0 0 2300 2.20 0.61 38.44 0| 0 0 0 2350 1.90 0.56 37.42 0| 0 0 0 2400 1.62 0.52 36.45 0| 0 0 0 2450 1.29 0.47 33.99 0| 0 0 0 2500 0.91 0.37 33.47 0| 0 0 0 2600 0.39 0.20 31.74 0| 0 0 0 2800 0.17 0.10 32.40 0| 0 0 0 3000 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 36.49 Underlying Price 24.275 Time to expiry: 112 Days Dec 10 8.51 0.94 53.00 0| 0 0 0 1600 6.70 0.89 48.55 0| 0 0 0 1800 4.96 0.82 43.96 0| 0 21 0 2000 3.47 0.71 41.00 0| 0 60 0 2200 2.74 0.65 38.17 0| 0 0 0 2300 2.14 0.57 36.79 0| 0 0 0 2400 1.21 0.40 34.65 0| 0 1,020 0 2600 0.61 0.25 33.07 0| 0 0 0 2800 0.11 0.07 30.99 0| 0 0 0 3200 0.02 0.02 31.48 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 35.24 Underlying Price 24.275 Time to expiry: 203 Days Mar 11 8.86 0.90 51.00 0| 0 0 0 1600 7.08 0.86 45.29 0| 0 0 0 1800 5.42 0.79 40.91 0| 0 14 0 2000 4.00 0.69 38.37 0| 0 20 0 2200 3.34 0.64 36.87 0| 0 0 0 2300 2.75 0.58 35.52 0| 0 0 0 2400 1.79 0.45 33.47 0| 0 0 0 2600 1.18 0.34 33.46 0| 0 0 0 2800 0.43 0.16 32.02 0| 0 0 0 3200 0.16 0.07 32.14 0| 0 0 0 3600 0.06 0.03 33.00 0| 0 0 0 4000 Total 0| 0 34 0 Indicative a-t-m Vol 34.81 Underlying Price 24.275 Time to expiry: 294 Days Jun 11 9.00 0.90 49.00 0| 0 0 0 1600 7.24 0.85 43.53 0| 0 0 0 1800 5.61 0.78 39.34 0| 0 0 0 2000 4.26 0.69 37.50 0| 0 0 0 2200 3.61 0.64 36.00 0| 0 0 0 2300 3.05 0.59 35.00 0| 0 0 0 2400 2.12 0.47 33.65 0| 0 0 0 2600 1.40 0.36 32.28 0| 0 0 0 2800 0.62 0.19 31.60 0| 0 0 0 3200 0.27 0.10 31.53 0| 0 0 0 3600 0.12 0.05 32.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.66 Underlying Price 24.275 Time to expiry: 476 Days Dec 11 9.30 0.87 46.86 0| 0 0 0 1600 6.14 0.75 39.19 0| 0 0 0 2000 4.88 0.67 37.38 0| 0 0 0 2200 3.80 0.59 35.82 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.12 0.26 31.23 0| 0 0 0 3200 0.36 0.10 31.41 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.94 Underlying Price 24.275 Time to expiry: 658 Days Jun 12 9.56 0.86 47.31 0| 0 0 0 1600 6.54 0.74 39.78 0| 0 0 0 2000 5.32 0.67 37.76 0| 0 0 0 2200 4.27 0.60 36.10 0| 0 0 0 2400 1.51 0.31 31.50 0| 0 0 0 3200 0.64 0.15 32.04 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 30 1,460 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 32.33 Underlying Price 24.275 Time to expiry: 21 Days Sep 10 0.05 -0.04 48.00 0| 0 0 0 2000 0.09 -0.08 42.96 0| 0 0 0 2100 0.17 -0.14 38.78 0| 0 24 0 2200 0.24 -0.19 37.29 0| 0 0 0 2250 0.33 -0.25 35.53 0| 0 20 0 2300 0.51 0.46 -0.33 33.78 0.51 0.51 20| 0 0 0 2350 0.64 -0.43 32.58 0| 0 0 0 2400 0.88 -0.53 32.13 0| 0 0 0 2450 1.17 -0.63 31.27 0| 0 20 0 2500 1.90 -0.81 30.04 0| 0 20 0 2600 2.78 -0.92 29.60 0| 0 0 0 2700 3.74 -0.97 29.79 0| 0 0 0 2800 5.73 -1.00 31.87 0| 0 0 0 3000 7.73 -1.00 36.00 0| 0 0 0 3200 Total 20| 0 84 0 Indicative a-t-m Vol 36.40 Underlying Price 24.275 Time to expiry: 49 Days Oct 10 0.24 -0.11 46.00 0| 0 0 0 2000 0.35 -0.16 43.06 0| 0 0 0 2100 0.53 -0.23 40.55 0| 0 0 0 2200 0.65 -0.28 39.49 0| 0 14 0 2250 0.79 -0.32 38.40 0| 0 40 0 2300 0.96 -0.38 37.40 0| 0 0 0 2350 1.17 -0.44 36.81 0| 0 13 0 2400 1.41 -0.50 36.08 0| 0 6 0 2450 1.67 -0.56 35.24 0| 0 0 0 2500 2.31 -0.68 34.29 0| 0 1 0 2600 3.06 -0.79 33.56 0| 0 0 0 2700 3.90 -0.87 33.13 0| 0 0 0 2800 5.77 -0.95 33.07 0| 0 0 0 3000 7.73 -0.99 34.00 0| 0 0 0 3200 Total 0| 0 74 0 Indicative a-t-m Vol 36.88 Underlying Price 24.275 Time to expiry: 84 Days Nov 10 0.45 -0.15 44.00 0| 0 0 0 2000 0.65 -0.21 42.73 0| 0 0 0 2100 0.87 -0.27 40.32 0| 0 0 0 2200 1.19 -0.35 38.96 0| 0 0 0 2300 1.39 -0.39 38.44 0| 0 0 0 2350 1.59 -0.44 37.42 0| 0 0 0 2400 1.81 -0.48 36.45 0| 0 0 0 2450 1.98 -0.54 33.99 0| 0 0 0 2500 2.60 -0.63 33.47 0| 0 0 0 2600 4.07 -0.80 31.74 0| 0 0 0 2800 5.87 -0.90 32.40 0| 0 0 0 3000 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 36.49 Underlying Price 24.275 Time to expiry: 112 Days Dec 10 0.20 -0.06 53.00 0| 0 0 0 1600 0.37 -0.11 48.55 0| 0 80 0 1800 0.64 -0.18 43.96 0| 0 40 0 2000 1.14 -0.29 41.00 0| 0 193 0 2200 1.40 -0.36 38.17 0| 0 0 0 2300 1.81 -0.43 36.79 0| 0 1,000 0 2400 2.88 -0.60 34.65 0| 0 20 0 2600 4.28 -0.75 33.07 0| 0 12 0 2800 7.79 -0.94 30.99 0| 0 0 0 3200 11.73 -1.00 31.48 0| 0 0 0 3600 15.73 -1.00 34.00 0| 0 0 0 4000 Total 0| 0 1,345 0 Indicative a-t-m Vol 35.24 Underlying Price 24.275 Time to expiry: 203 Days Mar 11 0.50 -0.10 51.00 0| 0 0 0 1600 0.71 -0.14 45.29 0| 0 0 0 1800 1.04 -0.21 40.91 0| 0 0 0 2000 1.61 -0.31 38.37 0| 0 10 0 2200 1.95 -0.36 36.87 0| 0 0 0 2300 2.36 -0.42 35.52 0| 0 10 0 2400 3.39 -0.55 33.47 0| 0 0 0 2600 4.78 -0.67 33.46 0| 0 0 0 2800 8.03 -0.85 32.02 0| 0 0 0 3200 11.79 -0.95 32.14 0| 0 0 0 3600 15.73 -0.99 33.00 0| 0 0 0 4000 Total 0| 0 20 0 Indicative a-t-m Vol 34.81 Underlying Price 24.275 Time to expiry: 294 Days Jun 11 0.86 -0.13 49.00 0| 0 0 0 1600 1.14 -0.18 43.53 0| 0 0 0 1800 1.56 -0.26 39.34 0| 0 40 0 2000 2.27 -0.35 37.50 0| 0 20 0 2200 2.66 -0.40 36.00 0| 0 0 0 2300 3.13 -0.45 35.00 0| 0 0 0 2400 4.26 -0.56 33.65 0| 0 0 0 2600 5.58 -0.67 32.28 0| 0 0 0 2800 8.84 -0.82 31.60 0| 0 0 0 3200 12.48 -0.91 31.53 0| 0 0 0 3600 16.32 -0.95 32.00 0| 0 0 0 4000 Total 0| 0 60 0 Indicative a-t-m Vol 35.66 Underlying Price 24.275 Time to expiry: 476 Days Dec 11 1.35 -0.16 46.86 0| 0 0 0 1600 2.23 -0.27 39.19 0| 0 0 0 2000 3.00 -0.35 37.38 0| 0 0 0 2200 3.93 -0.43 35.82 0| 0 0 0 2400 9.24 -0.75 31.23 0| 0 0 0 3200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.46 -0.91 31.41 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.94 Underlying Price 24.275 Time to expiry: 658 Days Jun 12 2.03 -0.18 47.31 0| 0 0 0 1600 3.07 -0.29 39.78 0| 0 0 0 2000 3.89 -0.36 37.76 0| 0 0 0 2200 4.86 -0.43 36.10 0| 0 0 0 2400 10.09 -0.71 31.50 0| 0 0 0 3200 17.11 -0.86 32.04 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 20| 0 1,583 0 Grand Total 20| 30 3,043 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 32.33 Underlying Price 24.275 Time to expiry: 21 Days Sep 10 5.32 0.97 54.05 0| 0 0 0 1900 4.33 0.96 48.00 0| 0 0 0 2000 3.37 0.92 42.96 0| 0 0 0 2100 2.45 0.86 38.78 0| 0 0 0 2200 2.02 0.81 37.29 0| 0 0 0 2250 1.62 0.75 35.53 0| 0 0 0 2300 1.24 0.67 33.78 0| 0 0 0 2350 0.92 0.57 32.58 0| 0 0 0 2400 0.66 0.47 32.13 0| 0 0 0 2450 0.45 0.37 31.27 0| 0 0 0 2500 0.18 0.19 30.04 0| 0 0 0 2600 0.06 0.08 29.60 0| 0 0 0 2700 0.02 0.03 29.79 0| 0 0 0 2800 0.01 0.00 31.87 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 35.24 Underlying Price 24.275 Time to expiry: 203 Days Mar 11 8.86 0.90 51.00 0| 0 0 0 1600 7.08 0.86 45.29 0| 0 0 0 1800 5.42 0.79 40.91 0| 0 0 0 2000 4.00 0.69 38.37 0| 0 0 0 2200 3.34 0.64 36.87 0| 0 0 0 2300 2.75 0.58 35.52 0| 0 0 0 2400 1.79 0.45 33.47 0| 0 0 0 2600 1.18 0.34 33.46 0| 0 0 0 2800 0.43 0.16 32.02 0| 0 0 0 3200 0.16 0.07 32.14 0| 0 0 0 3600 0.06 0.03 33.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.04 Underlying Price 24.275 Time to expiry: 385 Days Sep 11 8.80 0.85 48.11 0| 0 0 0 1600 5.80 0.73 41.49 0| 0 0 0 2000 4.54 0.65 39.01 0| 0 0 0 2200 3.38 0.56 36.25 0| 0 0 0 2400 0.76 0.21 30.25 0| 0 0 0 3200 0.12 0.05 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.68 Underlying Price 24.275 Time to expiry: 567 Days Mar 12 9.58 0.83 49.64 0| 0 0 0 1600 6.66 0.73 42.09 0| 0 0 0 2000 5.38 0.66 39.25 0| 0 0 0 2200 4.26 0.59 36.90 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.33 0.29 30.71 0| 0 0 0 3200 0.39 0.11 29.09 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 32.33 Underlying Price 24.275 Time to expiry: 21 Days Sep 10 0.04 -0.03 54.05 0| 0 0 0 1900 0.05 -0.04 48.00 0| 0 0 0 2000 0.09 -0.08 42.96 0| 0 0 0 2100 0.17 -0.14 38.78 0| 0 0 0 2200 0.24 -0.19 37.29 0| 0 0 0 2250 0.33 -0.25 35.53 0| 0 0 0 2300 0.46 -0.33 33.78 0| 0 0 0 2350 0.64 -0.43 32.58 0| 0 0 0 2400 0.88 -0.53 32.13 0| 0 0 0 2450 1.17 -0.63 31.27 0| 0 0 0 2500 1.90 -0.81 30.04 0| 0 0 0 2600 2.78 -0.92 29.60 0| 0 0 0 2700 3.74 -0.97 29.79 0| 0 0 0 2800 5.72 -1.00 31.87 0| 0 0 0 3000 7.72 -1.00 36.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.24 Underlying Price 24.275 Time to expiry: 203 Days Mar 11 0.50 -0.10 51.00 0| 0 0 0 1600 0.71 -0.14 45.29 0| 0 0 0 1800 1.04 -0.21 40.91 0| 0 0 0 2000 1.61 -0.31 38.37 0| 0 0 0 2200 1.94 -0.36 36.87 0| 0 0 0 2300 2.35 -0.42 35.52 0| 0 0 0 2400 3.37 -0.55 33.47 0| 0 0 0 2600 4.76 -0.66 33.46 0| 0 0 0 2800 7.98 -0.84 32.02 0| 0 0 0 3200 11.69 -0.93 32.14 0| 0 0 0 3600 15.58 -0.97 33.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.04 Underlying Price 24.275 Time to expiry: 385 Days Sep 11 1.12 -0.15 48.11 0| 0 0 0 1600 2.08 -0.27 41.49 0| 0 0 0 2000 2.79 -0.35 39.01 0| 0 0 0 2200 3.61 -0.44 36.25 0| 0 0 0 2400 8.88 -0.79 30.25 0| 0 0 0 3200 16.15 -0.95 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.68 Underlying Price 24.275 Time to expiry: 567 Days Mar 12 1.79 -0.17 49.64 0| 0 0 0 1600 2.79 -0.27 42.09 0| 0 0 0 2000 3.47 -0.34 39.25 0| 0 0 0 2200 4.31 -0.41 36.90 0| 0 0 0 2400 9.22 -0.71 30.71 0| 0 0 0 3200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.13 -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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 38.64 Underlying Price 10.420 Time to expiry: 21 Days Sep 10 4.02 1.00 55.00 0| 0 0 0 640 3.22 1.00 51.42 0| 0 0 0 720 2.43 0.99 47.99 0| 0 0 0 800 2.03 0.97 46.39 0| 0 0 0 840 1.65 0.94 44.87 0| 0 0 0 880 1.28 0.89 43.44 0| 0 0 0 920 1.11 0.85 42.77 0| 0 0 0 940 0.95 0.80 42.24 0| 0 0 0 960 0.80 0.74 42.02 0| 0 0 0 980 0.66 0.68 41.43 0| 0 51 0 1000 0.35 0.49 38.11 0| 0 25 0 1050 0.16 0.29 36.92 0| 0 274 0 1100 0.08 0.16 38.50 0| 0 350 0 1150 0.02 0.06 36.08 0| 0 129 0 1200 0.01 0.00 34.49 0| 0 309 0 1300 0.01 0.00 33.41 0| 0 215 0 1400 0.01 0.00 32.77 0| 0 0 0 1500 0.01 0.00 32.54 0| 0 0 0 1600 0.01 0.00 33.16 0| 0 0 0 1800 0.01 0.00 35.00 0| 0 0 0 2000 Total 0| 0 1,353 0 Indicative a-t-m Vol 39.45 Underlying Price 10.420 Time to expiry: 49 Days Oct 10 2.11 0.91 47.00 0| 0 0 0 840 1.76 0.86 45.74 0| 0 0 0 880 1.43 0.80 44.32 0| 0 0 0 920 1.14 0.72 43.74 0| 0 0 0 960 1.00 0.68 42.71 0| 0 0 0 980 0.83 0.64 39.43 0| 0 50 0 1000 0.57 0.51 39.45 0| 0 1 0 1050 0.36 0.38 38.51 0| 0 0 0 1100 0.20 0.26 36.60 0| 0 3 0 1150 0.10 0.16 35.20 0| 0 4 0 1200 0.02 0.04 33.55 0| 0 0 0 1300 0.01 0.01 32.78 0| 0 0 0 1400 0.01 0.00 33.00 0| 0 0 0 1500 Total 0| 0 58 0 Indicative a-t-m Vol 41.14 Underlying Price 10.420 Time to expiry: 84 Days Nov 10 1.87 0.82 43.80 0| 0 0 0 880 1.58 0.76 43.62 0| 0 0 0 920 1.30 0.70 42.58 0| 0 0 0 960 1.17 0.66 41.84 0| 0 0 0 980 1.05 0.62 41.65 0| 0 0 0 1000 0.79 0.53 41.04 0| 0 0 0 1050 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.57 0.43 40.02 0| 0 1 0 1100 0.40 0.34 39.33 0| 0 0 0 1150 0.26 0.25 38.09 0| 0 0 0 1200 0.10 0.12 36.57 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 40.02 Underlying Price 10.420 Time to expiry: 112 Days Dec 10 5.63 1.00 52.00 0| 0 0 0 480 4.46 0.98 52.14 0| 0 0 0 600 4.08 0.97 51.41 0| 0 0 0 640 3.33 0.93 49.43 0| 0 0 0 720 2.63 0.88 47.13 0| 0 0 0 800 2.31 0.84 46.31 0| 0 0 0 840 2.00 0.79 45.28 0| 0 500 0 880 1.71 0.74 44.29 0| 0 0 0 920 1.39 0.69 41.12 0| 0 1 0 960 1.16 0.62 40.80 0| 0 28 0 1000 0.60 0.67 0.45 38.94 0.60 0.60 1| 0 11 0 1100 0.36 0.29 37.78 0| 0 11 0 1200 0.15 0.16 35.43 0| 0 0 0 1300 0.06 0.07 34.18 0| 0 49 0 1400 0.01 0.01 32.85 0| 0 9 0 1600 0.01 0.00 32.87 0| 0 0 0 1800 0.01 0.00 34.00 0| 0 0 0 2000 Total 1| 0 609 0 Indicative a-t-m Vol 40.36 Underlying Price 10.420 Time to expiry: 203 Days Mar 11 4.17 0.94 48.00 0| 0 0 0 640 3.47 0.90 46.55 0| 0 0 0 720 2.82 0.83 44.97 0| 0 0 0 800 2.53 0.80 44.31 0| 0 0 0 840 2.24 0.76 43.31 0| 0 0 0 880 1.97 0.72 42.66 0| 0 0 0 920 1.72 0.67 41.79 0| 0 0 0 960 1.50 0.62 41.09 0| 0 0 0 1000 1.00 0.49 39.35 0| 0 1,500 0 1100 0.64 0.37 37.89 0| 0 285 0 1200 0.38 0.26 36.58 0| 0 78 0 1300 0.21 0.17 35.12 0| 0 12 0 1400 0.06 0.06 33.26 0| 0 85 0 1600 0.01 0.02 31.88 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 40.26 Underlying Price 10.420 Time to expiry: 294 Days Jun 11 5.72 0.97 51.00 0| 0 0 0 480 4.64 0.93 49.69 0| 0 0 0 600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.65 0.87 47.22 0| 0 0 0 720 3.04 0.81 45.41 0| 0 0 0 800 2.48 0.74 43.63 0| 0 0 0 880 2.23 0.71 42.85 0| 0 0 0 920 1.99 0.67 41.99 0| 0 0 0 960 1.76 0.63 41.02 0| 0 0 0 1000 1.26 0.52 39.22 0| 0 0 0 1100 0.87 0.41 37.70 0| 0 0 0 1200 0.58 0.31 36.30 0| 0 0 0 1300 0.37 0.23 35.09 0| 0 0 0 1400 0.14 0.10 33.36 0| 0 0 0 1600 0.05 0.04 32.37 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 40.02 Underlying Price 10.420 Time to expiry: 476 Days Dec 11 4.87 0.90 49.61 0| 0 0 0 600 3.39 0.79 44.82 0| 0 0 0 800 2.88 0.73 43.45 0| 0 0 0 880 2.39 0.67 41.53 0| 0 0 0 960 2.17 0.64 40.65 0| 0 0 0 1000 1.28 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 39.60 Underlying Price 10.420 Time to expiry: 658 Days Jun 12 5.10 0.89 49.59 0| 0 0 0 600 3.69 0.78 44.64 0| 0 0 0 800 2.70 0.68 40.78 0| 0 0 0 960 2.49 0.65 40.12 0| 0 0 0 1000 1.62 0.51 37.64 0| 0 0 0 1200 0.56 0.25 33.40 0| 0 0 0 1600 0.19 0.11 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 1| 0 3,991 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 38.64 Underlying Price 10.420 Time to expiry: 21 Days Sep 10 0.01 0.00 55.00 0| 0 0 0 640 0.01 0.00 51.42 0| 0 0 0 720 0.01 -0.01 47.99 0| 0 0 0 800 0.01 -0.03 46.39 0| 0 0 0 840 0.03 -0.06 44.87 0| 0 33 0 880 0.06 -0.11 43.44 0| 0 12 0 920 0.09 -0.15 42.77 0| 0 0 0 940 0.13 -0.20 42.24 0| 0 100 0 960 0.18 -0.26 42.02 0| 0 0 0 980 0.24 -0.32 41.43 0| 0 49 0 1000 0.43 -0.51 38.11 0| 0 61 0 1050 0.74 -0.71 36.92 0| 0 1,155 0 1100 1.16 -0.84 38.50 0| 0 301 0 1150 1.60 -0.94 36.08 0| 0 130 0 1200 2.58 -1.00 34.49 0| 0 0 0 1300 3.58 -1.00 33.41 0| 0 0 0 1400 4.58 -1.00 32.77 0| 0 0 0 1500 5.58 -1.00 32.54 0| 0 0 0 1600 7.58 -1.00 33.16 0| 0 0 0 1800 9.58 -1.00 35.00 0| 0 0 0 2000 Total 0| 0 1,841 0 Indicative a-t-m Vol 39.45 Underlying Price 10.420 Time to expiry: 49 Days Oct 10 0.08 -0.09 47.00 0| 0 0 0 840 0.13 -0.14 45.74 0| 0 0 0 880 0.21 -0.20 44.32 0| 0 0 0 920 0.32 -0.28 43.74 0| 0 0 0 960 0.37 -0.32 42.71 0| 0 0 0 980 0.41 -0.36 39.43 0| 0 0 0 1000 0.65 -0.49 39.45 0| 0 0 0 1050 0.94 -0.62 38.51 0| 0 0 0 1100 1.28 -0.74 36.60 0| 0 0 0 1150 1.68 -0.85 35.20 0| 0 0 0 1200 2.60 -0.96 33.55 0| 0 0 0 1300 3.58 -1.00 32.78 0| 0 0 0 1400 4.58 -1.00 33.00 0| 0 0 0 1500 Total 0| 0 0 0 Indicative a-t-m Vol 41.14 Underlying Price 10.420 Time to expiry: 84 Days Nov 10 0.24 -0.18 43.80 0| 0 0 0 880 0.35 -0.24 43.62 0| 0 0 0 920 0.47 -0.30 42.58 0| 0 0 0 960 0.54 -0.34 41.84 0| 0 0 0 980 0.62 -0.38 41.65 0| 0 0 0 1000 0.86 -0.47 41.04 0| 0 0 0 1050 1.14 -0.57 40.02 0| 0 50 0 1100 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.47 -0.66 39.33 0| 0 0 0 1150 1.83 -0.75 38.09 0| 0 0 0 1200 2.67 -0.88 36.57 0| 0 0 0 1300 3.61 -0.95 36.00 0| 0 0 0 1400 Total 0| 0 50 0 Indicative a-t-m Vol 40.02 Underlying Price 10.420 Time to expiry: 112 Days Dec 10 0.01 0.00 52.00 0| 0 0 0 480 0.02 -0.02 52.14 0| 0 0 0 600 0.04 -0.03 51.41 0| 0 0 0 640 0.10 -0.07 49.43 0| 0 0 0 720 0.19 -0.12 47.13 0| 0 0 0 800 0.27 -0.16 46.31 0| 0 0 0 840 0.36 -0.21 45.28 0| 0 0 0 880 0.47 -0.26 44.29 0| 0 0 0 920 0.55 -0.31 41.12 0| 0 5 0 960 0.72 -0.38 40.80 0| 0 144 0 1000 1.23 -0.55 38.94 0| 0 110 0 1100 1.91 -0.71 37.78 0| 0 3,000 0 1200 2.71 -0.85 35.43 0| 0 0 0 1300 3.62 -0.93 34.18 0| 0 0 0 1400 5.58 -1.00 32.85 0| 0 0 0 1600 7.58 -1.00 32.87 0| 0 0 0 1800 9.58 -1.00 34.00 0| 0 0 0 2000 Total 0| 0 3,259 0 Indicative a-t-m Vol 40.36 Underlying Price 10.420 Time to expiry: 203 Days Mar 11 0.11 -0.06 48.00 0| 0 0 0 640 0.21 -0.11 46.55 0| 0 0 0 720 0.36 -0.17 44.97 0| 0 137 0 800 0.47 -0.20 44.31 0| 0 0 0 840 0.58 -0.24 43.31 0| 0 0 0 880 0.71 -0.29 42.66 0| 0 0 0 920 0.86 -0.33 41.79 0| 0 50 0 960 1.03 -0.38 41.09 0| 0 86 0 1000 1.53 -0.51 39.35 0| 0 9 0 1100 2.17 -0.64 37.89 0| 0 85 0 1200 2.91 -0.75 36.58 0| 0 0 0 1300 3.74 -0.84 35.12 0| 0 0 0 1400 5.60 -0.96 33.26 0| 0 0 0 1600 7.58 -1.00 31.88 0| 0 0 0 1800 9.58 -1.00 31.00 0| 0 0 0 2000 Total 0| 0 367 0 Indicative a-t-m Vol 40.26 Underlying Price 10.420 Time to expiry: 294 Days Jun 11 0.06 -0.03 51.00 0| 0 0 0 480 0.17 -0.07 49.69 0| 0 0 0 600 0.37 -0.13 47.22 0| 0 0 0 720 0.55 -0.19 45.41 0| 0 0 0 800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.79 -0.26 43.63 0| 0 0 0 880 0.94 -0.30 42.85 0| 0 0 0 920 1.09 -0.34 41.99 0| 0 11 0 960 1.26 -0.38 41.02 0| 0 0 0 1000 1.76 -0.48 39.22 0| 0 0 0 1100 2.36 -0.59 37.70 0| 0 10 0 1200 3.07 -0.69 36.30 0| 0 0 0 1300 3.86 -0.78 35.09 0| 0 0 0 1400 5.64 -0.92 33.36 0| 0 10 0 1600 7.58 -0.99 32.37 0| 0 0 0 1800 9.58 -1.00 32.00 0| 0 0 0 2000 Total 0| 0 31 0 Indicative a-t-m Vol 40.02 Underlying Price 10.420 Time to expiry: 476 Days Dec 11 0.36 -0.10 49.61 0| 0 0 0 600 0.85 -0.21 44.82 0| 0 0 0 800 1.13 -0.27 43.45 0| 0 0 0 880 1.43 -0.33 41.53 0| 0 0 0 960 1.60 -0.36 40.65 0| 0 0 0 1000 2.70 -0.54 37.64 0| 0 0 0 1200 5.78 -0.83 33.95 0| 0 0 0 1600 9.58 -0.98 33.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 39.60 Underlying Price 10.420 Time to expiry: 658 Days Jun 12 0.54 -0.12 49.59 0| 0 0 0 600 1.09 -0.22 44.64 0| 0 0 0 800 1.67 -0.32 40.78 0| 0 0 0 960 1.86 -0.35 40.12 0| 0 0 0 1000 2.96 -0.50 37.64 0| 0 10 0 1200 5.90 -0.78 33.40 0| 0 0 0 1600 9.59 -0.96 32.00 0| 0 0 0 2000 Total 0| 0 10 0 Total Puts 0| 0 5,558 0 Grand Total 1| 0 9,549 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 38.64 Underlying Price 10.420 Time to expiry: 21 Days Sep 10 5.62 1.00 61.50 0| 0 0 0 480 4.42 1.00 56.83 0| 0 0 0 600 4.02 1.00 55.00 0| 0 0 0 640 3.22 1.00 51.42 0| 0 0 0 720 2.43 0.99 47.99 0| 0 0 0 800 2.03 0.97 46.39 0| 0 0 0 840 1.65 0.94 44.87 0| 0 0 0 880 1.28 0.89 43.44 0| 0 0 0 920 1.11 0.85 42.77 0| 0 0 0 940 0.95 0.80 42.24 0| 0 369 0 960 0.80 0.74 42.02 0| 0 0 0 980 0.66 0.68 41.43 0| 0 3 0 1000 0.35 0.49 38.11 0| 0 0 0 1050 0.16 0.29 36.92 0| 0 1 0 1100 0.08 0.16 38.50 0| 0 0 0 1150 0.02 0.06 36.08 0| 0 31 0 1200 0.01 0.00 34.49 0| 0 16 0 1300 0.01 0.00 33.41 0| 0 46 0 1400 0.01 0.00 32.77 0| 0 0 0 1500 0.01 0.00 32.54 0| 0 417 0 1600 0.01 0.00 33.16 0| 0 201 0 1800 0.01 0.00 35.00 0| 0 0 0 2000 0.01 0.00 41.62 0| 0 0 0 2400 Total 0| 0 1,084 0 Indicative a-t-m Vol 40.36 Underlying Price 10.420 Time to expiry: 203 Days Mar 11 5.66 0.99 49.70 0| 0 0 0 480 4.53 0.96 48.65 0| 0 0 0 600 4.17 0.94 48.00 0| 0 0 0 640 3.47 0.90 46.55 0| 0 0 0 720 2.82 0.83 44.97 0| 0 0 0 800 2.53 0.80 44.31 0| 0 0 0 840 2.24 0.76 43.31 0| 0 0 0 880 1.97 0.72 42.66 0| 0 0 0 920 1.72 0.67 41.79 0| 0 0 0 960 1.50 0.62 41.09 0| 0 0 0 1000 1.00 0.49 39.35 0| 0 0 0 1100 0.64 0.37 37.89 0| 0 0 0 1200 0.38 0.26 36.58 0| 0 0 0 1300 0.21 0.17 35.12 0| 0 200 0 1400 0.06 0.06 33.26 0| 0 96 0 1600 0.01 0.02 31.88 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 39.12 Underlying Price 10.420 Time to expiry: 385 Days Sep 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.76 0.91 49.66 0| 0 0 0 600 3.21 0.80 44.69 0| 0 0 0 800 2.66 0.74 42.63 0| 0 0 0 880 2.15 0.67 40.63 0| 0 0 0 960 1.93 0.63 39.75 0| 0 0 0 1000 1.05 0.44 36.75 0| 0 0 0 1200 0.23 0.15 33.09 0| 0 0 0 1600 0.04 0.03 31.18 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 38.32 Underlying Price 10.420 Time to expiry: 567 Days Mar 12 4.92 0.90 46.78 0| 0 0 0 600 3.47 0.79 42.85 0| 0 0 0 800 2.95 0.73 41.08 0| 0 0 0 880 2.48 0.68 39.70 0| 0 0 0 960 2.27 0.64 38.93 0| 0 0 0 1000 1.37 0.48 36.02 0| 0 0 0 1200 0.46 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 38.64 Underlying Price 10.420 Time to expiry: 21 Days Sep 10 0.01 0.00 61.50 0| 0 7 0 480 0.01 0.00 56.83 0| 0 0 0 600 0.01 0.00 55.00 0| 0 0 0 640 0.01 0.00 51.42 0| 0 0 0 720 0.01 -0.01 47.99 0| 0 0 0 800 0.01 -0.03 46.39 0| 0 0 0 840 0.03 -0.06 44.87 0| 0 50 0 880 0.06 -0.11 43.44 0| 0 0 0 920 0.09 -0.15 42.77 0| 0 0 0 940 0.13 -0.20 42.24 0| 0 70 0 960 0.18 -0.26 42.02 0| 0 0 0 980 0.24 -0.32 41.43 0| 0 212 0 1000 0.43 -0.51 38.11 0| 0 0 0 1050 0.74 -0.71 36.92 0| 0 13 0 1100 1.16 -0.84 38.50 0| 0 0 0 1150 1.60 -0.94 36.08 0| 0 5 0 1200 2.58 -1.00 34.49 0| 0 0 0 1300 3.58 -1.00 33.41 0| 2,000 100 -2,000 1400 4.58 -1.00 32.77 0| 0 0 0 1500 5.58 -1.00 32.54 0| 0 0 0 1600 7.58 -1.00 33.16 0| 0 225 0 1800 9.57 -1.00 35.00 0| 0 0 0 2000 13.57 -1.00 41.62 0| 0 10 0 2400 Total 0| 2,000 692 -2,000 Indicative a-t-m Vol 40.36 Underlying Price 10.420 Time to expiry: 203 Days Mar 11 0.02 -0.01 49.70 0| 0 0 0 480 0.08 -0.04 48.65 0| 0 0 0 600 0.11 -0.06 48.00 0| 0 250 0 640 0.21 -0.10 46.55 0| 0 0 0 720 0.36 -0.17 44.97 0| 0 0 0 800 0.46 -0.20 44.31 0| 0 0 0 840 0.57 -0.24 43.31 0| 0 0 0 880 0.70 -0.28 42.66 0| 0 1 0 920 0.85 -0.33 41.79 0| 0 40 0 960 1.02 -0.38 41.09 0| 0 30 0 1000 1.53 -0.51 39.35 0| 0 0 0 1100 2.16 -0.63 37.89 0| 0 0 0 1200 2.90 -0.74 36.58 0| 0 0 0 1300 3.72 -0.83 35.12 0| 2,000 2,000 +2,000 1400 5.55 -0.94 33.26 0| 0 340 0 1600 7.50 -0.98 31.88 0| 0 0 0 1800 9.48 -1.00 31.00 0| 0 2,000 0 2000 Total 0| 2,000 4,661 +2,000 Indicative a-t-m Vol 39.12 Underlying Price 10.420 Time to expiry: 385 Days Sep 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 0.69 -0.20 44.69 0| 0 210 0 800 0.93 -0.26 42.63 0| 0 0 0 880 1.22 -0.33 40.63 0| 0 0 0 960 1.39 -0.37 39.75 0| 0 140 0 1000 2.48 -0.56 36.75 0| 0 50 0 1200 5.61 -0.85 33.09 0| 0 0 0 1600 9.37 -0.97 31.18 0| 0 50 0 2000 Total 0| 0 450 0 Indicative a-t-m Vol 38.32 Underlying Price 10.420 Time to expiry: 567 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 1.16 -0.27 41.08 0| 0 0 0 880 1.48 -0.32 39.70 0| 0 0 0 960 1.65 -0.36 38.93 0| 0 0 0 1000 2.72 -0.52 36.02 0| 0 0 0 1200 5.72 -0.78 33.50 0| 0 0 0 1600 9.33 -0.92 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 0| 4,000 5,803 0 Grand Total 0| 4,000 7,183 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 24.44 Underlying Price 82.430 Time to expiry: 21 Days Sep 10 37.44 1.00 66.00 0| 0 0 0 4500 29.95 1.00 65.26 0| 0 0 0 5250 26.46 1.00 61.43 0| 0 0 0 5600 22.48 0.99 56.00 0| 0 0 0 6000 18.49 0.99 48.05 0| 0 0 0 6400 15.02 0.98 41.34 0| 0 0 0 6750 11.33 0.96 35.63 0| 0 38 0 7125 7.78 0.90 31.80 0| 0 889 0 7500 4.53 0.76 27.91 0| 0 80 0 7875 3.57 0.69 26.66 0| 0 65 0 8000 1.94 0.51 24.38 0| 0 1,218 0 8250 1.05 1.23 0.38 23.34 1.05 1.05 30| 1 353 -1 8400 0.42 0.52 0.21 22.17 0.42 0.42 1| 201 1,031 -8 8625 0.25 0.12 21.91 0| 0 803 0 8800 0.10 0.06 22.17 0| 0 678 0 9000 0.05 0.03 23.18 0| 0 149 0 9200 0.02 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 31| 202 5,908 -9 Indicative a-t-m Vol 25.01 Underlying Price 82.430 Time to expiry: 49 Days Oct 10 14.89 0.93 38.20 0| 0 0 0 6800 11.15 0.88 33.63 0| 0 0 0 7200 7.66 0.79 29.99 0| 30 71 +30 7600 5.95 0.73 27.22 0| 20 34 +20 7800 4.58 0.64 26.54 0| 0 0 0 8000 2.86 3.32 0.54 25.28 2.86 2.64 11| 0 24 0 8200 2.25 0.44 24.03 0| 0 126 0 8400 1.19 1.45 0.33 23.04 1.19 1.19 11| 0 74 0 8600 0.74 0.87 0.23 22.37 0.75 0.74 13| 0 731 0 8800 0.47 0.49 0.15 21.64 0.47 0.35 59| 200 297 +147 9000 0.24 0.08 20.89 0| 0 172 0 9200 0.10 0.08 0.03 21.66 0.10 0.08 240| 0 160 0 9600 0.03 0.01 23.00 0| 0 45 0 10000 Total 334| 250 1,734 +197 Indicative a-t-m Vol 26.51 Underlying Price 82.430 Time to expiry: 84 Days Nov 10 15.44 0.88 36.45 0| 0 0 0 6800 11.89 0.83 33.23 0| 0 0 0 7200 8.64 0.74 30.49 0| 0 15 0 7600 7.31 0.68 30.38 0| 0 12 0 7800 4.95 5.79 0.62 28.18 4.95 4.95 12| 0 45 0 8000 4.54 0.55 26.87 0| 0 24 0 8200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 26 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.92 3.36 0.47 25.19 2.92 2.92 12| 0 24 0 8400 1.64 1.68 0.30 23.18 1.73 1.53 56| 2 14 +2 8800 0.81 0.70 0.16 21.54 0.81 0.76 51| 1 72 +1 9200 0.27 0.08 21.03 0| 0 0 0 9600 Total 131| 3 206 +3 Indicative a-t-m Vol 26.08 Underlying Price 82.430 Time to expiry: 112 Days Dec 10 48.46 1.00 62.80 0| 0 0 0 3409 40.08 0.99 59.10 0| 0 0 0 4261 37.74 0.98 57.04 0| 0 0 0 4500 31.75 0.97 51.00 0| 0 32 0 5114 26.99 0.95 44.87 0| 0 0 0 5600 23.54 0.93 42.56 0| 0 0 0 5966 19.52 0.90 39.24 0| 0 0 0 6400 15.65 0.86 35.03 0| 0 60 0 6818 13.00 0.82 33.01 0| 0 0 0 7125 9.93 0.75 30.34 0| 0 139 0 7500 8.66 0.70 29.47 0| 0 760 0 7671 7.21 0.65 28.25 0| 0 10 0 7875 5.20 0.56 26.37 0| 0 3,347 0 8182 3.56 3.82 0.47 25.18 3.56 3.56 13| 0 1,059 0 8438 3.39 0.44 24.69 0| 0 1,647 0 8523 2.24 0.34 23.37 0| 10 101 +10 8800 1.44 1.67 0.27 23.09 1.45 1.44 60| 0 2,377 0 9000 1.12 1.18 0.21 22.58 1.12 1.01 63| 0 71 0 9200 0.72 0.85 0.17 22.16 0.72 0.72 30| 1 3,455 +1 9375 0.15 0.04 21.21 0| 0 489 0 10227 0.03 0.01 23.00 0| 0 63 0 11250 Total 166| 11 13,610 +11 Indicative a-t-m Vol 26.73 Underlying Price 82.430 Time to expiry: 203 Days Mar 11 35.13 0.96 47.48 0| 0 0 0 4800 30.84 0.94 43.80 0| 0 0 0 5250 27.66 0.92 42.27 0| 0 0 0 5600 24.10 0.89 40.09 0| 0 4 0 6000 20.50 0.86 36.91 0| 0 30 0 6400 17.45 0.82 34.45 0| 0 86 0 6750 11.57 0.71 30.53 0| 0 175 0 7500 8.91 0.63 28.39 0| 0 229 0 7875 6.61 0.54 26.69 0| 0 145 0 8250 4.72 0.45 25.33 0| 0 61 0 8625 3.93 0.40 24.63 0| 14 81 +14 8800 3.21 0.35 24.11 0| 0 1,610 0 9000 2.26 2.47 0.30 23.22 2.26 2.26 30| 0 57 0 9200 1.97 0.26 22.67 0| 0 538 0 9375 0.12 0.03 20.43 0| 0 159 0 11250 Total 30| 14 3,175 +14 Indicative a-t-m Vol 26.88 Underlying Price 82.430 Time to expiry: 294 Days Jun 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 27 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 45.33 0.98 53.00 0| 0 0 0 3750 38.08 0.96 46.18 0| 0 0 0 4500 31.06 0.93 41.42 0| 0 0 0 5250 27.66 0.91 39.35 0| 0 0 0 5625 24.30 0.88 36.97 0| 0 6 0 6000 20.88 0.85 35.03 0| 0 0 0 6400 18.02 0.81 33.45 0| 0 35 0 6750 12.35 0.70 29.99 0| 0 67 0 7500 9.05 0.60 27.91 0| 0 48 0 8000 7.57 0.55 26.85 0| 0 180 0 8250 4.87 0.43 25.05 0| 13 39 -13 8800 3.39 0.34 24.02 0| 12 30 0 9200 2.16 0.25 22.68 0| 0 62 0 9600 1.35 0.18 21.83 0| 0 104 0 10000 0.11 0.02 20.51 0| 0 100 0 12000 0.01 0.00 24.00 0| 0 97 0 16000 Total 0| 25 768 -13 Indicative a-t-m Vol 27.21 Underlying Price 82.430 Time to expiry: 476 Days Dec 11 38.67 0.94 45.62 0| 0 0 0 4500 31.90 0.90 40.75 0| 0 0 0 5250 25.54 0.85 36.99 0| 0 0 0 6000 20.88 0.79 33.73 0| 0 0 0 6563 14.12 0.67 29.97 0| 0 64 0 7500 10.95 0.60 28.01 0| 0 150 0 8000 6.81 0.46 25.39 0| 0 0 0 8800 0.54 0.07 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 27.00 Underlying Price 82.430 Time to expiry: 658 Days Jun 12 36.44 0.91 43.27 0| 0 0 0 4800 26.44 0.83 36.75 0| 0 0 0 6000 17.39 0.71 31.08 0| 0 0 0 7200 12.23 0.60 27.82 0| 0 0 0 8000 7.94 0.48 25.12 0| 0 0 0 8800 1.03 0.11 21.44 0| 0 0 0 12000 0.22 0.02 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.76 Underlying Price 82.430 Time to expiry: 847 Days Dec 12 37.20 0.90 43.35 0| 0 0 0 4800 27.46 0.81 36.73 0| 0 0 0 6000 13.42 0.60 27.63 0| 0 0 0 8000 9.04 0.49 24.77 0| 0 0 0 8800 1.64 0.14 21.40 0| 0 0 0 12000 0.50 0.05 24.38 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 26.57 Underlying Price 82.430 Time to expiry: 1029 Days Jun 13 37.44 0.89 43.35 0| 0 0 0 4800 27.94 0.81 36.72 0| 0 0 0 6000 14.05 0.61 27.49 0| 0 0 0 8000 9.58 0.50 24.47 0| 0 0 0 8800 2.05 0.17 21.37 0| 0 0 0 12000 0.77 0.07 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.79 Underlying Price 82.430 Time to expiry: 1211 Days Dec 13 38.06 0.88 43.36 0| 0 0 0 4800 28.66 0.80 36.35 0| 0 0 0 6000 14.91 0.61 27.14 0| 0 0 0 8000 2.67 0.20 21.43 0| 0 0 0 12000 1.29 0.10 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.42 Underlying Price 82.430 Time to expiry: 1575 Days Dec 14 38.59 0.88 43.22 0| 0 0 0 4800 29.38 0.80 35.92 0| 0 0 0 6000 15.87 0.62 26.76 0| 0 0 0 8000 3.54 0.23 21.18 0| 0 0 0 12000 2.27 0.14 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 692| 505 25,615 +203 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 24.44 Underlying Price 82.430 Time to expiry: 21 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 0.00 61.43 0| 0 30 0 5600 0.03 -0.01 56.00 0| 0 572 0 6000 0.05 -0.01 48.05 0| 0 125 0 6400 0.07 -0.02 41.34 0| 0 1,089 0 6750 0.13 -0.04 35.63 0| 0 364 0 7125 0.42 0.33 -0.10 31.80 0.42 0.42 2| 30 1,397 +30 7500 0.98 0.83 -0.24 27.91 0.98 0.80 64| 0 1,298 0 7875 1.33 1.12 -0.31 26.66 1.33 1.33 11| 0 122 0 8000 1.99 -0.49 24.38 0| 0 1,191 0 8250 2.78 -0.62 23.34 0| 0 1,422 0 8400 4.33 -0.79 22.17 0| 0 112 0 8625 5.80 -0.88 21.91 0| 0 30 0 8800 7.66 -0.95 22.17 0| 0 37 0 9000 9.61 -0.97 23.18 0| 0 97 0 9200 11.33 -0.99 23.44 0| 0 54 0 9375 13.57 -1.00 23.69 0| 0 0 0 9600 17.57 -1.00 23.83 0| 0 0 0 10000 37.57 -1.00 33.00 0| 0 0 0 12000 Total 77| 30 8,740 +30 Indicative a-t-m Vol 25.01 Underlying Price 82.430 Time to expiry: 49 Days Oct 10 0.38 0.42 -0.07 38.20 0.38 0.38 30| 0 60 0 6800 0.67 -0.12 33.63 0| 0 122 0 7200 1.31 1.18 -0.21 29.99 1.37 1.13 73| 0 789 0 7600 1.47 -0.27 27.22 0| 16 16 +16 7800 2.10 -0.36 26.54 0| 0 198 0 8000 2.84 -0.46 25.28 0| 0 109 0 8200 3.77 -0.56 24.03 0| 0 61 0 8400 4.96 -0.67 23.04 0| 0 47 0 8600 6.39 -0.77 22.37 0| 0 38 0 8800 8.01 -0.86 21.64 0| 0 1 0 9000 9.76 -0.92 20.89 0| 0 1 0 9200 13.61 -0.97 21.66 0| 0 0 0 9600 17.58 -0.99 23.00 0| 0 0 0 10000 Total 103| 16 1,442 +16 Indicative a-t-m Vol 26.51 Underlying Price 82.430 Time to expiry: 84 Days Nov 10 0.89 0.90 -0.12 36.45 0.98 0.87 103| 29 20 -25 6800 1.45 1.35 -0.17 33.23 1.45 1.41 42| 29 29 +28 7200 2.31 2.09 -0.26 30.49 2.31 2.31 25| 10 61 +10 7600 3.08 2.75 -0.32 30.38 3.08 3.08 11| 43 86 +43 7800 3.24 -0.38 28.18 0| 19 78 +19 8000 4.18 3.98 -0.45 26.87 4.18 4.18 30| 16 64 +16 8200 4.80 -0.53 25.19 0| 30 30 +30 8400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.13 -0.70 23.18 0| 0 0 0 8800 10.15 -0.84 21.54 0| 0 0 0 9200 13.75 -0.93 21.03 0| 0 0 0 9600 Total 211| 176 368 +121 Indicative a-t-m Vol 26.08 Underlying Price 82.430 Time to expiry: 112 Days Dec 10 0.03 0.00 62.80 0| 0 232 0 3409 0.15 -0.01 59.10 0| 0 239 0 4261 0.21 -0.02 57.04 0| 0 405 0 4500 0.35 -0.03 51.00 0| 0 340 0 5114 0.44 -0.05 44.87 0| 0 80 0 5600 0.65 -0.07 42.56 0| 0 1,406 0 5966 0.96 -0.10 39.24 0| 0 115 0 6400 1.30 1.26 -0.14 35.03 1.30 1.30 27| 0 210 0 6818 1.70 1.69 -0.19 33.01 1.75 1.70 26| 0 4,015 0 7125 2.37 -0.26 30.34 0| 1 1,237 +1 7500 2.80 -0.30 29.47 0| 0 2,281 0 7671 3.40 -0.35 28.25 0| 0 235 0 7875 4.47 -0.45 26.37 0| 0 2,895 0 8182 5.65 -0.54 25.18 0| 0 967 0 8438 6.08 -0.57 24.69 0| 0 1,019 0 8523 7.69 -0.67 23.37 0| 0 32 0 8800 9.13 -0.73 23.09 0| 0 0 0 9000 10.65 -0.79 22.58 0| 0 0 0 9200 12.07 -0.84 22.16 0| 0 33 0 9375 19.90 -0.97 21.21 0| 0 46 0 10227 30.07 -1.00 23.00 0| 0 0 0 11250 Total 53| 1 15,787 +1 Indicative a-t-m Vol 26.73 Underlying Price 82.430 Time to expiry: 203 Days Mar 11 0.60 -0.04 47.48 0| 0 20 0 4800 0.80 -0.06 43.80 0| 0 268 0 5250 1.11 -0.08 42.27 0| 0 60 0 5600 1.53 -0.11 40.09 0| 0 167 0 6000 1.91 -0.14 36.91 0| 0 101 0 6400 2.44 2.35 -0.18 34.45 2.44 2.44 30| 0 213 0 6750 4.11 3.95 -0.29 30.53 4.11 4.11 30| 0 1,099 0 7500 5.02 -0.37 28.39 0| 0 119 0 7875 6.47 -0.46 26.69 0| 0 852 0 8250 8.32 -0.55 25.33 0| 0 172 0 8625 9.28 -0.60 24.63 0| 0 51 0 8800 10.55 -0.65 24.11 0| 0 93 0 9000 11.81 -0.71 23.22 0| 0 0 0 9200 13.06 -0.75 22.67 0| 0 2 0 9375 30.07 -0.99 20.43 0| 0 0 0 11250 Total 60| 0 3,217 0 Indicative a-t-m Vol 26.88 Underlying Price 82.430 Time to expiry: 294 Days Jun 11 0.56 -0.03 53.00 0| 0 20 0 3750 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 46.18 0| 0 310 0 4500 1.49 1.45 -0.09 41.42 1.50 1.49 60| 0 394 0 5250 1.84 -0.11 39.35 0| 0 264 0 5625 2.30 -0.14 36.97 0| 0 154 0 6000 3.13 2.98 -0.18 35.03 3.13 3.13 30| 0 87 0 6400 3.69 -0.23 33.45 0| 0 186 0 6750 5.71 -0.34 29.99 0| 0 119 0 7500 7.54 -0.43 27.91 0| 0 26 0 8000 8.65 -0.49 26.85 0| 0 180 0 8250 11.57 -0.61 25.05 0| 0 30 0 8800 14.18 -0.69 24.02 0| 0 0 0 9200 17.03 -0.77 22.68 0| 0 0 0 9600 20.26 -0.84 21.83 0| 0 25 0 10000 38.98 -0.98 20.51 0| 0 0 0 12000 78.58 -1.00 24.00 0| 0 0 0 16000 Total 90| 0 1,795 0 Indicative a-t-m Vol 27.21 Underlying Price 82.430 Time to expiry: 476 Days Dec 11 1.95 -0.08 45.62 0| 0 130 0 4500 2.76 -0.12 40.75 0| 0 42 0 5250 3.98 -0.18 36.99 0| 0 10 0 6000 4.99 -0.23 33.73 0| 0 110 0 6563 7.64 -0.34 29.97 0| 0 71 0 7500 9.48 -0.42 28.01 0| 0 50 0 8000 13.35 -0.56 25.39 0| 0 0 0 8800 39.15 -0.95 21.14 0| 0 0 0 12000 78.47 -0.99 24.25 0| 0 0 0 16000 Total 0| 0 413 0 Indicative a-t-m Vol 27.00 Underlying Price 82.430 Time to expiry: 658 Days Jun 12 3.63 -0.12 43.27 0| 0 0 0 4800 5.82 -0.21 36.75 0| 0 0 0 6000 8.89 -0.33 31.08 0| 0 0 0 7200 11.81 -0.43 27.82 0| 0 0 0 8000 15.58 -0.55 25.12 0| 0 0 0 8800 40.49 -0.90 21.44 0| 0 0 0 12000 78.86 -0.98 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.76 Underlying Price 82.430 Time to expiry: 847 Days Dec 12 4.84 -0.13 43.35 0| 0 0 0 4800 7.13 -0.21 36.73 0| 0 0 0 6000 12.96 -0.42 27.63 0| 0 0 0 8000 16.51 -0.53 24.77 0| 0 0 0 8800 40.70 -0.87 21.40 0| 0 0 0 12000 78.72 -0.96 24.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.57 Underlying Price 82.430 Time to expiry: 1029 Days Jun 13 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 32 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.13 -0.15 43.35 0| 0 0 0 4800 8.66 -0.23 36.72 0| 0 0 0 6000 14.63 -0.42 27.49 0| 0 0 0 8000 18.03 -0.53 24.47 0| 0 0 0 8800 41.73 -0.84 21.37 0| 0 0 0 12000 78.89 -0.94 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.79 Underlying Price 82.430 Time to expiry: 1211 Days Dec 13 7.08 -0.15 43.36 0| 0 0 0 4800 9.50 -0.23 36.35 0| 0 0 0 6000 15.26 -0.41 27.14 0| 0 0 0 8000 41.79 -0.82 21.43 0| 0 0 0 12000 78.76 -0.92 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.42 Underlying Price 82.430 Time to expiry: 1575 Days Dec 14 8.94 -0.16 43.22 0| 0 0 0 4800 11.31 -0.23 35.92 0| 0 0 0 6000 16.93 -0.41 26.76 0| 0 0 0 8000 42.44 -0.78 21.18 0| 0 0 0 12000 78.80 -0.88 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 594| 223 31,762 +168 Grand Total 1,286| 728 57,377 +371 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 24.44 Underlying Price 82.430 Time to expiry: 21 Days Sep 10 37.44 1.00 66.00 0| 0 0 0 4500 29.95 1.00 65.26 0| 0 0 0 5250 26.21 1.00 58.85 0| 0 0 0 5625 22.48 0.99 56.00 0| 0 95 0 6000 18.49 0.99 48.05 0| 0 0 0 6400 15.02 0.98 41.34 0| 0 147 0 6750 11.33 0.96 35.63 0| 0 399 0 7125 7.78 0.90 31.80 0| 0 141 0 7500 4.53 0.76 27.91 0| 0 0 0 7875 3.57 0.69 26.66 0| 0 0 0 8000 1.94 0.51 24.38 0| 0 35,010 0 8250 1.23 0.38 23.34 0| 0 0 0 8400 0.52 0.21 22.17 0| 0 22,815 0 8625 0.25 0.12 21.91 0| 0 207 0 8800 0.10 0.06 22.17 0| 0 850 0 9000 0.05 0.03 23.18 0| 0 0 0 9200 0.02 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 26.73 Underlying Price 82.430 Time to expiry: 203 Days Mar 11 37.84 0.97 48.59 0| 0 0 0 4500 30.76 0.94 43.80 0| 0 0 0 5250 27.35 0.92 42.07 0| 0 0 0 5625 24.02 0.89 40.09 0| 0 0 0 6000 20.43 0.86 36.91 0| 0 0 0 6400 17.39 0.82 34.45 0| 0 0 0 6750 14.35 0.77 32.43 0| 0 9 0 7125 11.52 0.71 30.53 0| 0 10 0 7500 8.10 0.60 27.86 0| 0 50 0 8000 6.58 0.54 26.69 0| 0 0 0 8250 4.70 0.45 25.33 0| 0 20 0 8625 3.91 0.40 24.63 0| 0 0 0 8800 3.19 0.35 24.11 0| 0 572 0 9000 2.46 0.30 23.22 0| 0 0 0 9200 1.49 0.21 22.31 0| 0 0 0 9600 0.83 0.13 21.50 0| 0 0 0 10000 0.04 0.01 20.63 0| 0 0 0 12000 Total 0| 0 661 0 Indicative a-t-m Vol 25.65 Underlying Price 82.430 Time to expiry: 385 Days Sep 11 34.08 0.93 41.00 0| 0 0 0 4800 23.68 0.85 35.05 0| 0 0 0 6000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.45 0.71 29.76 0| 0 0 0 7200 9.18 0.58 26.37 0| 0 0 0 8000 5.27 0.42 24.00 0| 0 0 0 8800 0.24 0.04 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 25.90 Underlying Price 82.430 Time to expiry: 567 Days Mar 12 35.42 0.90 40.64 0| 0 0 0 4800 28.33 0.86 35.90 0| 0 0 0 5625 14.26 0.66 27.91 0| 0 0 0 7500 11.33 0.59 26.59 0| 0 0 0 8000 7.30 0.46 24.32 0| 0 0 0 8800 0.61 0.07 19.74 0| 0 0 0 12000 0.07 0.01 22.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 60,845 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 24.44 Underlying Price 82.430 Time to expiry: 21 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 0.01 0.00 58.85 0| 0 809 0 5625 0.03 -0.01 56.00 0| 0 650 0 6000 0.05 -0.01 48.05 0| 0 400 0 6400 0.07 -0.02 41.34 0| 0 779 0 6750 0.13 -0.04 35.63 0| 0 486 0 7125 0.33 -0.10 31.80 0| 0 1,015 0 7500 0.83 -0.24 27.91 0| 0 1,180 0 7875 1.12 -0.31 26.66 0| 0 300 0 8000 1.99 -0.49 24.38 0| 0 35,450 0 8250 2.78 -0.62 23.34 0| 0 650 0 8400 4.32 -0.79 22.17 0| 0 5,084 -100 8625 5.80 -0.88 21.91 0| 0 0 0 8800 7.65 -0.94 22.17 0| 0 0 0 9000 9.60 -0.97 23.18 0| 0 0 0 9200 11.32 -0.99 23.44 0| 0 0 0 9375 13.55 -1.00 23.69 0| 0 0 0 9600 17.54 -1.00 23.83 0| 0 0 0 10000 37.54 -1.00 33.00 0| 0 0 0 12000 Total 0| 0 47,818 -100 Indicative a-t-m Vol 26.73 Underlying Price 82.430 Time to expiry: 203 Days Mar 11 0.42 -0.03 48.59 0| 0 2,935 0 4500 0.80 -0.06 43.80 0| 0 10 0 5250 1.12 -0.08 42.07 0| 0 1,014 0 5625 1.53 -0.11 40.09 0| 0 0 0 6000 1.91 -0.14 36.91 0| 0 0 0 6400 2.35 -0.18 34.45 0| 0 86 0 6750 3.05 -0.23 32.43 0| 0 90 0 7125 3.94 -0.29 30.53 0| 0 252 0 7500 5.50 -0.40 27.86 0| 0 0 0 8000 6.46 -0.46 26.69 0| 0 3,191 0 8250 8.31 -0.55 25.33 0| 0 100 0 8625 9.26 -0.60 24.63 0| 0 0 0 8800 10.53 -0.65 24.11 0| 0 0 0 9000 11.79 -0.70 23.22 0| 0 0 0 9200 14.80 -0.79 22.31 0| 0 0 0 9600 18.12 -0.87 21.50 0| 0 0 0 10000 37.22 -0.99 20.63 0| 0 0 0 12000 Total 0| 0 7,678 0 Indicative a-t-m Vol 25.65 Underlying Price 82.430 Time to expiry: 385 Days Sep 11 1.29 -0.07 41.00 0| 0 0 0 4800 2.74 -0.15 35.05 0| 0 0 0 6000 5.36 -0.29 29.76 0| 0 0 0 7200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.99 -0.42 26.37 0| 0 10 0 8000 11.99 -0.58 24.00 0| 0 0 0 8800 38.57 -0.96 20.31 0| 0 0 0 12000 77.84 -1.00 22.00 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 25.90 Underlying Price 82.430 Time to expiry: 567 Days Mar 12 2.29 -0.10 40.64 0| 0 40 0 4800 3.29 -0.14 35.90 0| 0 30 0 5625 7.60 -0.34 27.91 0| 0 0 0 7500 9.58 -0.41 26.59 0| 0 175 0 8000 13.39 -0.54 24.32 0| 0 0 0 8800 38.07 -0.93 19.74 0| 0 0 0 12000 76.76 -0.99 22.00 0| 0 0 0 16000 Total 0| 0 245 0 Total Puts 0| 0 55,751 -100 Grand Total 0| 0 116,596 -100 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 42.52 Underlying Price 2.031 Time to expiry: 21 Days Sep 10 1.63 1.00 100.00 0| 0 0 0 40 1.23 1.00 67.41 0| 0 0 0 80 0.83 1.00 54.01 0| 0 0 0 120 0.63 1.00 50.04 0| 0 0 0 140 0.43 0.98 47.10 0| 0 68 0 160 0.24 0.89 41.42 0| 0 120 0 180 0.17 0.73 48.87 0| 0 820 0 190 0.10 0.10 0.58 43.58 0.10 0.10 120| 0 691 0 200 0.05 0.39 40.05 0| 0 990 0 210 0.03 0.25 43.73 0| 0 508 0 220 0.01 0.12 41.48 0| 0 10,310 0 230 0.01 0.05 40.03 0| 0 23,423 0 240 0.01 0.01 40.38 0| 0 5,344 0 260 0.01 0.00 39.91 0| 0 1,070 0 280 0.01 0.00 39.60 0| 0 1,159 0 300 0.01 0.00 39.43 0| 0 700 0 320 0.01 0.00 39.37 0| 0 9,000 0 340 0.01 0.00 39.41 0| 0 150 0 360 0.01 0.00 39.71 0| 0 0 0 400 0.01 0.00 40.25 0| 0 0 0 440 0.01 0.00 41.00 0| 0 0 0 480 Total 120| 0 54,353 0 Indicative a-t-m Vol 41.51 Underlying Price 2.031 Time to expiry: 49 Days Oct 10 0.64 0.97 58.00 0| 0 0 0 140 0.45 0.90 54.46 0| 0 0 0 160 0.28 0.78 48.49 0| 0 0 0 180 0.21 0.68 47.64 0| 0 0 0 190 0.14 0.57 41.15 0| 0 0 0 200 0.10 0.45 42.35 0| 0 220 0 210 0.06 0.32 38.95 0| 0 332 0 220 0.03 0.21 37.65 0| 0 1,188 0 230 0.02 0.12 36.62 0| 0 40 0 240 0.01 0.04 36.06 0| 0 0 0 260 0.01 0.01 37.53 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 45.33 Underlying Price 2.031 Time to expiry: 84 Days Nov 10 0.65 0.93 58.00 0| 0 0 0 140 0.48 0.85 56.15 0| 0 0 0 160 0.33 0.73 51.88 0| 0 0 0 180 0.25 0.66 46.43 0| 0 0 0 190 0.20 0.57 46.05 0| 0 0 0 200 0.14 0.48 43.67 0| 0 120 0 210 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.10 0.38 41.43 0| 0 10,000 0 220 0.04 0.21 37.97 0| 0 0 0 240 0.02 0.11 38.05 0| 0 0 0 260 0.01 0.06 40.00 0| 0 0 0 280 Total 0| 0 10,120 0 Indicative a-t-m Vol 44.32 Underlying Price 2.031 Time to expiry: 112 Days Dec 10 1.63 1.00 84.00 0| 0 0 0 40 1.24 0.99 76.30 0| 0 30 0 80 0.85 0.95 64.24 0| 0 0 0 120 0.51 0.82 56.26 0| 0 145 0 160 0.34 0.73 47.85 0| 0 0 0 180 0.22 0.58 44.65 0| 0 670 0 200 0.11 0.13 0.42 42.47 0.11 0.11 5| 0 899 0 220 0.07 0.27 41.10 0| 15 321,669 +15 240 0.03 0.14 36.94 0| 0 10,722 0 260 0.01 0.07 36.93 0| 0 33,757 0 280 0.01 0.00 30.49 0| 0 1,659 0 320 0.01 0.00 28.78 0| 0 304,200 0 340 0.01 0.00 27.26 0| 0 5,737 0 360 0.01 0.00 24.71 0| 0 41,000 0 400 0.01 0.00 22.72 0| 0 15,007 0 440 0.01 0.00 21.19 0| 0 0 0 480 0.01 0.00 20.57 0| 0 0 0 500 0.01 0.00 19.24 0| 0 0 0 560 0.01 0.00 18.71 0| 0 0 0 600 0.01 0.00 19.14 0| 0 0 0 800 0.01 0.00 22.84 0| 0 101 0 1000 0.01 0.00 28.38 0| 0 305 0 1200 0.01 0.00 35.00 0| 0 200 0 1400 Total 5| 15 736,101 +15 Indicative a-t-m Vol 44.24 Underlying Price 2.031 Time to expiry: 203 Days Mar 11 1.63 1.00 78.00 0| 0 0 0 40 1.24 0.98 66.30 0| 0 0 0 80 0.87 0.93 56.37 0| 0 0 0 120 0.54 0.80 49.43 0| 0 0 0 160 0.40 0.70 46.60 0| 0 0 0 180 0.29 0.59 44.62 0| 0 106 0 200 0.19 0.47 42.10 0| 0 560 0 220 0.13 0.36 41.13 0| 0 1,820 0 240 0.08 0.25 39.64 0| 0 600 0 260 0.05 0.17 39.01 0| 0 4,000 0 280 0.02 0.07 37.24 0| 0 1,100 0 320 0.01 0.03 36.40 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 44.68 Underlying Price 2.031 Time to expiry: 294 Days Jun 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.25 0.97 63.00 0| 0 0 0 80 0.91 0.90 58.95 0| 0 0 0 120 0.59 0.78 49.04 0| 0 16 0 160 0.46 0.70 46.94 0| 0 119 0 180 0.35 0.60 45.35 0| 0 1 0 200 0.24 0.50 40.91 0| 0 150 0 220 0.17 0.40 39.64 0| 0 626 0 240 0.12 0.31 39.05 0| 0 100 0 260 0.08 0.23 37.99 0| 0 740 0 280 0.03 0.11 36.20 0| 0 300 0 320 0.01 0.06 36.13 0| 0 0 0 360 0.01 0.03 37.01 0| 0 0 0 400 0.01 0.02 38.68 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 45.61 Underlying Price 2.031 Time to expiry: 476 Days Dec 11 1.29 0.95 66.32 0| 0 0 0 80 0.95 0.88 54.85 0| 0 0 0 120 0.69 0.77 52.24 0| 0 26 0 160 0.45 0.63 45.98 0| 0 0 0 200 0.26 0.47 41.00 0| 0 0 0 240 0.17 0.34 40.55 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 0.04 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 44.91 Underlying Price 2.031 Time to expiry: 658 Days Jun 12 1.32 0.94 65.74 0| 0 0 0 80 0.76 0.77 52.19 0| 0 0 0 160 0.52 0.64 45.21 0| 0 0 0 200 0.34 0.51 41.17 0| 0 0 0 240 0.23 0.39 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 0.08 38.05 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.56 Underlying Price 2.031 Time to expiry: 847 Days Dec 12 1.36 0.93 65.00 0| 0 0 0 80 0.83 0.77 52.06 0| 0 0 0 160 0.58 0.66 44.83 0| 0 0 0 200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.40 0.54 41.24 0| 0 0 0 240 0.30 0.44 41.01 0| 0 0 0 280 0.24 0.38 39.21 0| 0 7,500 0 300 0.22 0.35 40.10 0| 0 0 0 320 0.14 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 44.37 Underlying Price 2.031 Time to expiry: 1029 Days Jun 13 1.39 0.93 64.71 0| 0 0 0 80 0.88 0.78 51.87 0| 0 0 0 160 0.64 0.68 44.61 0| 0 0 0 200 0.46 0.57 41.38 0| 0 0 0 240 0.27 0.40 40.27 0| 0 0 0 320 0.19 0.30 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 46.39 Underlying Price 2.031 Time to expiry: 1211 Days Dec 13 1.42 0.92 64.49 0| 0 0 0 80 0.93 0.78 51.97 0| 0 0 0 160 0.52 0.59 41.59 0| 0 0 0 240 0.33 0.43 40.44 0| 0 0 0 320 0.24 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 47.08 Underlying Price 2.031 Time to expiry: 1575 Days Dec 14 1.48 0.92 64.52 0| 0 0 0 80 1.03 0.80 52.49 0| 0 0 0 160 0.64 0.64 42.43 0| 0 0 0 240 0.43 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 125| 15 878,140 +15 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 42.52 Underlying Price 2.031 Time to expiry: 21 Days Sep 10 0.01 0.00 100.00 0| 0 0 0 40 0.01 0.00 67.41 0| 0 50 0 80 0.01 0.00 54.01 0| 0 408 0 120 0.01 0.00 50.04 0| 0 0 0 140 0.01 -0.02 47.10 0| 0 160 0 160 0.01 -0.11 41.42 0| 0 534 0 180 0.04 -0.27 48.87 0| 0 10 0 190 0.09 0.07 -0.42 43.58 0.09 0.09 120| 0 4,000 0 200 0.12 -0.61 40.05 0| 0 430 0 210 0.20 -0.75 43.73 0| 0 3,558 0 220 0.28 -0.88 41.48 0| 0 5,144 0 230 0.39 0.37 -0.95 40.03 0.39 S 0.39 S 50| 0 9,374 0 240 0.57 -0.99 40.38 0| 39 861 0 260 0.81 0.77 -1.00 39.91 0.81 S 0.81 S 187| 0 4,240 0 280 0.97 -1.00 39.60 0| 0 360 0 300 1.17 -1.00 39.43 0| 0 3 0 320 1.37 -1.00 39.37 0| 0 322 0 340 1.57 -1.00 39.41 0| 0 0 0 360 1.97 -1.00 39.71 0| 0 0 0 400 2.37 -1.00 40.25 0| 0 0 0 440 2.77 -1.00 41.00 0| 0 0 0 480 Total 357| 39 29,454 0 Indicative a-t-m Vol 41.51 Underlying Price 2.031 Time to expiry: 49 Days Oct 10 0.01 -0.03 58.00 0| 0 0 0 140 0.02 -0.10 54.46 0| 0 0 0 160 0.05 -0.22 48.49 0| 0 240 0 180 0.08 -0.32 47.64 0| 0 100 0 190 0.11 -0.43 41.15 0| 0 26,200 0 200 0.19 0.17 -0.55 42.35 0.19 0.19 120| 0 910 0 210 0.23 0.22 -0.68 38.95 0.23 0.23 300| 0 530 0 220 0.30 -0.79 37.65 0| 0 0 0 230 0.38 -0.88 36.62 0| 0 0 0 240 0.57 -0.97 36.06 0| 0 0 0 260 0.77 -0.99 37.53 0| 0 0 0 280 0.97 -1.00 41.00 0| 0 0 0 300 Total 420| 0 27,980 0 Indicative a-t-m Vol 45.33 Underlying Price 2.031 Time to expiry: 84 Days Nov 10 0.02 -0.07 58.00 0| 0 0 0 140 0.05 -0.15 56.15 0| 0 0 0 160 0.10 -0.27 51.88 0| 0 0 0 180 0.11 0.12 -0.34 46.43 0.11 0.11 30| 0 0 0 190 0.16 -0.43 46.05 0| 0 360 0 200 0.21 -0.52 43.67 0| 0 100 0 210 0.26 -0.62 41.43 0| 0 20 0 220 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.41 -0.79 37.97 0| 0 0 0 240 0.58 -0.90 38.05 0| 0 0 0 260 0.78 -0.95 40.00 0| 0 0 0 280 Total 30| 0 480 0 Indicative a-t-m Vol 44.32 Underlying Price 2.031 Time to expiry: 112 Days Dec 10 0.01 0.00 84.00 0| 0 0 0 40 0.01 -0.01 76.30 0| 0 0 0 80 0.02 -0.05 64.24 0| 0 305 0 120 0.07 -0.18 56.26 0| 0 3,050 0 160 0.11 -0.28 47.85 0| 0 820 0 180 0.19 0.18 -0.42 44.65 0.19 0.19 15| 0 2,006 0 200 0.29 -0.58 42.47 0| 0 21,230 0 220 0.43 0.43 -0.73 41.10 0.43 S 0.43 S 50| 0 383 0 240 0.59 -0.87 36.94 0| 0 6,200 0 260 0.78 -0.93 36.93 0| 0 224 0 280 1.17 -1.00 30.49 0| 0 8 0 320 1.37 -1.00 28.78 0| 0 0 0 340 1.57 -1.00 27.26 0| 0 16,300 0 360 1.97 -1.00 24.71 0| 0 202 0 400 2.37 -1.00 22.72 0| 0 2,500 0 440 2.77 -1.00 21.19 0| 0 5 0 480 2.97 -1.00 20.57 0| 0 5 0 500 3.57 -1.00 19.24 0| 0 5 0 560 3.97 -1.00 18.71 0| 0 0 0 600 5.97 -1.00 19.14 0| 0 0 0 800 7.97 -1.00 22.84 0| 0 0 0 1000 9.97 -1.00 28.38 0| 0 0 0 1200 11.97 -1.00 35.00 0| 0 0 0 1400 Total 65| 0 53,243 0 Indicative a-t-m Vol 44.24 Underlying Price 2.031 Time to expiry: 203 Days Mar 11 0.01 0.00 78.00 0| 0 0 0 40 0.01 -0.02 66.30 0| 0 0 0 80 0.03 -0.07 56.37 0| 0 1,027 0 120 0.10 -0.20 49.43 0| 0 1,037 0 160 0.16 -0.30 46.60 0| 0 520 0 180 0.25 -0.41 44.62 0| 0 400 0 200 0.35 -0.53 42.10 0| 0 160 0 220 0.49 -0.65 41.13 0| 0 0 0 240 0.64 -0.75 39.64 0| 0 0 0 260 0.81 -0.83 39.01 0| 0 0 0 280 1.18 -0.94 37.24 0| 0 0 0 320 1.57 -0.99 36.40 0| 0 0 0 360 1.97 -1.00 36.00 0| 0 0 0 400 Total 0| 0 3,144 0 Indicative a-t-m Vol 44.68 Underlying Price 2.031 Time to expiry: 294 Days Jun 11 0.01 -0.03 63.00 0| 0 0 0 80 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.07 -0.10 58.95 0| 0 251 0 120 0.14 -0.22 49.04 0| 0 555 0 160 0.21 -0.30 46.94 0| 0 120 0 180 0.30 -0.40 45.35 0| 0 945 0 200 0.39 -0.51 40.91 0| 0 240 0 220 0.52 -0.61 39.64 0| 0 429 0 240 0.67 -0.70 39.05 0| 0 14 0 260 0.86 0.83 -0.78 37.99 0.86 S 0.86 S 187| 0 343 0 280 1.18 -0.91 36.20 0| 0 0 0 320 1.57 -0.97 36.13 0| 0 0 0 360 1.97 -1.00 37.01 0| 0 0 0 400 2.37 -1.00 38.68 0| 0 0 0 440 2.77 -1.00 40.88 0| 0 0 0 480 Total 187| 0 2,897 0 Indicative a-t-m Vol 45.61 Underlying Price 2.031 Time to expiry: 476 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 0.39 -0.38 45.98 0| 0 0 0 200 0.60 -0.54 41.00 0| 39 39 +39 240 0.90 -0.68 40.55 0| 0 0 0 280 1.23 -0.79 39.61 0| 0 10 0 320 1.98 -0.93 39.23 0| 0 0 0 400 2.97 -1.00 40.10 0| 0 0 0 500 3.97 -1.00 39.81 0| 0 0 0 600 5.97 -1.00 40.66 0| 0 200 0 800 7.97 -1.00 41.42 0| 0 0 0 1000 9.97 -1.00 41.91 0| 0 0 0 1200 11.97 -1.00 42.34 0| 0 0 0 1400 Total 0| 39 270 +39 Indicative a-t-m Vol 44.91 Underlying Price 2.031 Time to expiry: 658 Days Jun 12 0.07 -0.06 65.74 0| 0 0 0 80 0.29 -0.24 52.19 0| 0 0 0 160 0.44 -0.36 45.21 0| 0 0 0 200 0.66 -0.50 41.17 0| 0 0 0 240 0.95 -0.62 40.74 0| 0 0 0 280 1.28 -0.73 39.96 0| 0 0 0 320 2.01 -0.85 41.84 0| 0 0 0 400 2.77 -0.99 37.00 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.56 Underlying Price 2.031 Time to expiry: 847 Days Dec 12 0.10 -0.07 65.00 0| 0 0 0 80 0.35 -0.23 52.06 0| 0 0 0 160 0.49 -0.35 44.83 0| 0 0 0 200 0.71 -0.47 41.24 0| 0 0 0 240 1.00 -0.58 41.01 0| 0 0 0 280 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.14 -0.64 39.21 0| 0 7,500 0 300 1.31 -0.68 40.10 0| 0 0 0 320 2.04 -0.80 42.19 0| 0 0 0 400 2.77 -0.98 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 44.37 Underlying Price 2.031 Time to expiry: 1029 Days Jun 13 0.13 -0.07 64.71 0| 0 0 0 80 0.39 -0.23 51.87 0| 0 0 0 160 0.53 -0.33 44.61 0| 0 0 0 200 0.75 -0.45 41.38 0| 0 0 0 240 1.34 -0.64 40.27 0| 0 0 0 320 2.06 -0.76 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 46.39 Underlying Price 2.031 Time to expiry: 1211 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 -0.43 41.59 0| 0 0 0 240 1.37 -0.61 40.44 0| 0 0 0 320 2.08 -0.73 42.19 0| 0 0 0 400 2.77 -0.95 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 47.08 Underlying Price 2.031 Time to expiry: 1575 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 0.85 -0.39 42.43 0| 0 0 0 240 1.42 -0.56 40.86 0| 0 0 0 320 2.11 -0.68 42.19 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 1,059| 78 124,968 +39 Grand Total 1,184| 93 1,003,108 +54 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 41.97 Underlying Price 2.031 Time to expiry: 21 Days Sep 10 1.63 1.00 75.00 0| 0 0 0 40 1.23 1.00 99.12 0| 0 0 0 80 0.83 1.00 81.29 0| 0 0 0 120 0.63 0.99 70.56 0| 0 0 0 140 0.44 0.95 60.46 0| 0 0 0 160 0.25 0.85 51.38 0| 0 0 0 180 0.17 0.74 47.26 0| 0 0 0 190 0.10 0.58 43.42 0| 0 885 0 200 0.05 0.38 38.60 0| 0 0 0 210 0.02 0.19 35.33 0| 0 150,100 0 220 0.01 0.07 32.96 0| 0 0 0 230 0.01 0.01 30.79 0| 0 210 0 240 0.01 0.00 25.98 0| 0 165 0 260 0.01 0.00 22.07 0| 0 100 0 280 0.01 0.00 18.98 0| 0 300 0 300 0.01 0.00 16.62 0| 0 1,226 0 320 0.01 0.00 14.95 0| 0 0 0 340 0.01 0.00 13.88 0| 0 80 0 360 0.01 0.00 13.37 0| 0 110 0 400 0.01 0.00 14.71 0| 0 1 0 440 0.01 0.00 16.00 0| 0 2,000 0 480 0.01 0.00 17.00 0| 0 2,000 0 500 0.01 0.00 18.00 0| 0 0 0 560 0.01 0.00 20.00 0| 0 0 0 600 0.01 0.00 22.00 0| 0 0 0 640 0.01 0.00 24.00 0| 0 0 0 720 0.01 0.00 26.00 0| 0 0 0 800 0.01 0.00 28.00 0| 0 0 0 900 0.01 0.00 30.00 0| 0 0 0 1000 0.01 0.00 32.00 0| 0 0 0 1200 0.01 0.00 34.00 0| 0 0 0 1400 Total 0| 0 157,177 0 Indicative a-t-m Vol 44.24 Underlying Price 2.031 Time to expiry: 203 Days Mar 11 1.63 1.00 78.00 0| 0 0 0 40 1.24 0.98 66.30 0| 0 0 0 80 0.87 0.93 56.37 0| 0 0 0 120 0.54 0.80 49.43 0| 0 0 0 160 0.40 0.70 46.60 0| 0 0 0 180 0.29 0.59 44.62 0| 0 0 0 200 0.19 0.47 42.10 0| 0 0 0 220 0.13 0.36 41.13 0| 0 900 0 240 0.08 0.25 39.64 0| 40 100 0 260 0.05 0.17 39.01 0| 0 0 0 280 0.02 0.07 37.24 0| 0 210 0 320 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 0.03 36.40 0| 0 260 0 360 0.01 0.01 36.00 0| 0 0 0 400 0.01 0.00 36.10 0| 0 0 0 440 0.01 0.00 36.47 0| 0 0 0 480 0.01 0.00 36.75 0| 0 0 0 500 0.01 0.00 38.97 0| 0 900 0 600 0.01 0.00 45.94 0| 0 0 0 800 Total 0| 40 2,370 0 Indicative a-t-m Vol 42.49 Underlying Price 2.031 Time to expiry: 385 Days Sep 11 1.25 0.98 54.00 0| 0 0 0 80 0.91 0.90 51.47 0| 0 0 0 120 0.63 0.77 49.03 0| 0 0 0 160 0.38 0.61 42.50 0| 0 0 0 200 0.23 0.45 42.40 0| 0 0 0 240 0.14 0.31 42.30 0| 0 1,000 0 280 0.08 0.20 41.00 0| 0 1,900 0 320 0.03 0.08 40.34 0| 0 0 0 400 0.01 0.02 39.55 0| 0 0 0 500 0.01 0.01 39.67 0| 0 0 0 600 0.01 0.00 41.65 0| 0 0 0 800 0.01 0.00 45.00 0| 0 18,000 0 1000 Total 0| 0 20,900 0 Indicative a-t-m Vol 45.88 Underlying Price 2.031 Time to expiry: 567 Days Mar 12 1.28 0.96 54.25 0| 0 0 0 80 0.96 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 0.33 0.51 44.35 0| 0 0 0 240 0.22 0.38 43.03 0| 0 0 0 280 0.16 0.30 43.16 0| 0 0 0 320 0.07 0.16 41.89 0| 0 0 0 400 0.03 0.08 42.26 0| 0 0 0 500 0.01 0.04 41.80 0| 0 0 0 600 0.01 0.01 41.90 0| 0 0 0 800 0.01 0.00 42.76 0| 0 1 0 1000 0.01 0.00 44.06 0| 0 200 0 1200 Total 0| 0 201 0 Indicative a-t-m Vol 44.98 Underlying Price 2.031 Time to expiry: 756 Days Sep 12 1.30 0.95 53.43 0| 0 0 0 80 0.76 0.77 47.98 0| 0 0 0 160 0.55 0.65 45.04 0| 0 0 0 200 0.41 0.54 44.25 0| 0 0 0 240 0.30 0.44 43.49 0| 0 0 0 280 0.22 0.36 43.23 0| 0 0 0 320 0.12 0.22 42.06 0| 0 0 0 400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.06 0.13 41.14 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.97 Underlying Price 2.031 Time to expiry: 931 Days Mar 13 1.33 0.94 53.76 0| 0 0 0 80 0.81 0.77 47.65 0| 0 0 0 160 0.61 0.67 45.11 0| 0 0 0 200 0.46 0.56 43.22 0| 0 1 0 240 0.27 0.39 42.03 0| 0 1 0 320 0.17 0.27 42.51 0| 0 0 0 400 0.12 0.20 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.62 Underlying Price 2.031 Time to expiry: 1120 Days Sep 13 1.35 0.94 54.06 0| 0 0 0 80 0.86 0.78 47.82 0| 0 0 0 160 0.52 0.59 43.73 0| 0 0 0 240 0.33 0.43 42.84 0| 0 0 0 320 0.23 0.33 43.20 0| 0 0 0 400 0.16 0.25 43.53 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.86 Underlying Price 2.031 Time to expiry: 1302 Days Mar 14 1.38 0.93 53.93 0| 0 0 0 80 0.91 0.79 47.89 0| 0 0 0 160 0.58 0.62 44.11 0| 0 0 0 240 0.39 0.47 43.11 0| 0 30 0 320 0.28 0.37 43.48 0| 0 0 0 400 0.20 0.28 43.18 0| 0 0 0 480 Total 0| 0 30 0 Indicative a-t-m Vol 46.22 Underlying Price 2.031 Time to expiry: 1484 Days Sep 14 1.41 0.93 54.26 0| 0 20 0 80 0.96 0.79 48.41 0| 0 20 0 160 0.64 0.64 44.33 0| 0 20 0 240 0.47 0.51 44.32 0| 0 20 0 320 0.35 0.41 44.31 0| 0 20 0 400 0.26 0.33 44.20 0| 0 0 0 480 Total 0| 0 100 0 Indicative a-t-m Vol 46.78 Underlying Price 2.031 Time to expiry: 1666 Days Mar 15 1.44 0.93 55.01 0| 0 0 0 80 1.01 0.80 49.11 0| 0 0 0 160 0.70 0.66 44.78 0| 0 0 0 240 0.52 0.54 44.36 0| 0 0 0 320 0.39 0.44 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 0| 40 180,780 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 41.97 Underlying Price 2.031 Time to expiry: 21 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 -0.05 60.46 0| 0 1,000 0 160 0.02 -0.15 51.38 0| 0 100 0 180 0.04 -0.26 47.26 0| 0 0 0 190 0.07 -0.42 43.42 0| 0 720 0 200 0.12 -0.62 38.60 0| 0 0 0 210 0.19 -0.81 35.33 0| 0 150,200 0 220 0.27 -0.93 32.96 0| 0 0 0 230 0.37 -0.99 30.79 0| 0 346 0 240 0.57 -1.00 25.98 0| 0 200 0 260 0.77 -1.00 22.07 0| 0 1,765 0 280 0.97 -1.00 18.98 0| 0 1,550 0 300 1.17 -1.00 16.62 0| 0 300 0 320 1.37 -1.00 14.95 0| 0 0 0 340 1.57 -1.00 13.88 0| 0 1,000 0 360 1.97 -1.00 13.37 0| 0 11,000 0 400 2.37 -1.00 14.71 0| 0 0 0 440 2.77 -1.00 16.00 0| 0 0 0 480 2.97 -1.00 17.00 0| 0 40 0 500 3.57 -1.00 18.00 0| 0 1,000 0 560 3.97 -1.00 20.00 0| 0 360 0 600 4.37 -1.00 22.00 0| 0 0 0 640 5.17 -1.00 24.00 0| 0 200 0 720 5.97 -1.00 26.00 0| 0 150 0 800 6.97 -1.00 28.00 0| 0 40,440 0 900 7.97 -1.00 30.00 0| 0 540 0 1000 9.97 -1.00 32.00 0| 0 2 0 1200 11.97 -1.00 34.00 0| 0 800 0 1400 Total 0| 0 211,714 0 Indicative a-t-m Vol 44.24 Underlying Price 2.031 Time to expiry: 203 Days Mar 11 0.01 0.00 78.00 0| 0 0 0 40 0.01 -0.02 66.30 0| 0 0 0 80 0.03 -0.07 56.37 0| 0 0 0 120 0.10 -0.20 49.43 0| 0 0 0 160 0.16 -0.30 46.60 0| 0 0 0 180 0.25 -0.41 44.62 0| 0 0 0 200 0.35 -0.53 42.10 0| 0 0 0 220 0.48 -0.64 41.13 0| 0 1,650 0 240 0.63 -0.75 39.64 0| 0 0 0 260 0.80 -0.83 39.01 0| 0 2,615 0 280 1.17 -0.93 37.24 0| 0 210 0 320 1.55 -0.97 36.40 0| 0 400 0 360 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.95 -0.99 36.00 0| 0 0 0 400 2.35 -1.00 36.10 0| 0 500 0 440 2.74 -1.00 36.47 0| 0 0 0 480 2.94 -1.00 36.75 0| 0 0 0 500 3.94 -1.00 38.97 0| 0 0 0 600 5.93 -1.00 45.94 0| 0 1,000 0 800 Total 0| 0 6,375 0 Indicative a-t-m Vol 42.49 Underlying Price 2.031 Time to expiry: 385 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 0.18 -0.23 49.03 0| 0 0 0 160 0.32 -0.39 42.50 0| 0 3,140 0 200 0.57 -0.55 42.40 0| 0 0 0 240 0.88 -0.69 42.30 0| 0 325 0 280 1.21 -0.80 41.00 0| 0 60 0 320 1.95 -0.92 40.34 0| 0 0 0 400 2.91 -0.98 39.55 0| 0 200 0 500 3.90 -0.99 39.67 0| 0 0 0 600 5.87 -1.00 41.65 0| 0 0 0 800 7.85 -1.00 45.00 0| 0 0 0 1000 Total 0| 0 3,725 0 Indicative a-t-m Vol 45.88 Underlying Price 2.031 Time to expiry: 567 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 0.42 -0.36 46.00 0| 0 0 0 200 0.66 -0.49 44.35 0| 0 0 0 240 0.94 -0.62 43.03 0| 0 0 0 280 1.26 -0.70 43.16 0| 0 0 0 320 1.96 -0.84 41.89 0| 0 0 0 400 2.90 -0.92 42.26 0| 0 0 0 500 3.87 -0.96 41.80 0| 0 0 0 600 5.82 -0.99 41.90 0| 0 0 0 800 7.78 -1.00 42.76 0| 0 0 0 1000 9.74 -1.00 44.06 0| 0 0 0 1200 Total 0| 0 0 0 Indicative a-t-m Vol 44.98 Underlying Price 2.031 Time to expiry: 756 Days Sep 12 0.05 -0.05 53.43 0| 0 0 0 80 0.28 -0.23 47.98 0| 0 0 0 160 0.46 -0.35 45.04 0| 0 0 0 200 0.71 -0.46 44.25 0| 0 0 0 240 0.99 -0.56 43.49 0| 0 0 0 280 1.30 -0.64 43.23 0| 0 0 0 320 1.98 -0.78 42.06 0| 0 0 0 400 2.70 -0.87 41.14 0| 0 0 0 480 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 44.97 Underlying Price 2.031 Time to expiry: 931 Days Mar 13 0.07 -0.06 53.76 0| 0 0 0 80 0.32 -0.23 47.65 0| 0 1 0 160 0.50 -0.33 45.11 0| 0 0 0 200 0.74 -0.44 43.22 0| 0 1 0 240 1.32 -0.61 42.03 0| 0 0 0 320 1.99 -0.73 42.51 0| 0 0 0 400 2.71 -0.80 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.62 Underlying Price 2.031 Time to expiry: 1120 Days Sep 13 0.08 -0.06 54.06 0| 0 0 0 80 0.36 -0.22 47.82 0| 0 0 0 160 0.78 -0.41 43.73 0| 0 1 0 240 1.35 -0.57 42.84 0| 0 1 0 320 2.00 -0.67 43.20 0| 0 1 0 400 2.70 -0.75 43.53 0| 0 0 0 480 Total 0| 0 3 0 Indicative a-t-m Vol 45.86 Underlying Price 2.031 Time to expiry: 1302 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 0.81 -0.38 44.11 0| 0 0 0 240 1.37 -0.53 43.11 0| 0 0 0 320 2.01 -0.63 43.48 0| 0 0 0 400 2.68 -0.72 43.18 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 46.22 Underlying Price 2.031 Time to expiry: 1484 Days Sep 14 0.12 -0.07 54.26 0| 0 0 0 80 0.42 -0.21 48.41 0| 0 20 0 160 0.83 -0.36 44.33 0| 0 20 0 240 1.40 -0.49 44.32 0| 0 20 0 320 2.02 -0.59 44.31 0| 0 20 0 400 2.68 -0.67 44.20 0| 0 0 0 480 Total 0| 0 80 0 Indicative a-t-m Vol 46.78 Underlying Price 2.031 Time to expiry: 1666 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 0.86 -0.34 44.78 0| 0 0 0 240 1.41 -0.46 44.36 0| 0 0 0 320 2.02 -0.56 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 0| 0 221,899 0 Grand Total 0| 40 402,679 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 29.90 Underlying Price 38.200 Time to expiry: 21 Days Sep 10 14.21 1.00 55.00 0| 0 0 0 2400 10.21 1.00 47.35 0| 0 0 0 2800 8.22 0.99 43.58 0| 0 0 0 3000 6.26 0.97 40.59 0| 0 32 0 3200 4.37 0.91 37.52 0| 0 48 0 3400 3.46 0.86 34.89 0| 0 30 0 3500 2.62 0.78 33.14 0| 0 59 0 3600 1.58 1.86 0.68 31.43 1.58 1.58 11| 0 560 0 3700 1.17 1.23 0.54 30.00 1.17 1.17 27| 0 82 0 3800 0.77 0.40 29.47 500| 0 46 0 3900 0.29 0.43 0.27 28.67 0.35 0.29 515| 500 2,751 +500 4000 0.20 0.22 0.16 28.13 0.21 0.20 52| 0 1,577 0 4100 0.10 0.10 0.08 27.42 0.10 0.10 11| 90 1,457 -2 4200 0.02 0.03 24.74 0| 0 1,119 0 4300 0.01 0.01 24.52 0| 0 3,704 0 4400 0.01 0.00 22.99 0| 0 3,092 0 4600 0.01 0.00 21.74 0| 0 65 0 4800 0.01 0.00 20.06 0| 0 95 0 5200 0.01 0.00 19.39 0| 0 4 0 5600 0.01 0.00 19.64 0| 0 0 0 6000 0.01 0.00 20.73 0| 0 0 0 6400 0.01 0.00 25.12 0| 0 0 0 7200 0.01 0.00 32.00 0| 0 0 0 8000 Total 1,116| 590 14,721 +498 Indicative a-t-m Vol 30.77 Underlying Price 38.200 Time to expiry: 49 Days Oct 10 8.38 0.94 43.32 0| 0 0 0 3000 6.48 0.91 38.74 0| 0 70 0 3200 4.72 0.83 35.81 0| 0 45 0 3400 3.89 0.78 34.27 0| 0 11 0 3500 3.03 3.13 0.71 32.97 3.03 3.03 30| 0 11 0 3600 2.45 0.63 31.81 0| 0 14 0 3700 1.85 0.54 30.85 0| 0 20 0 3800 1.37 0.45 30.43 0| 10 1,040 -10 3900 0.75 0.95 0.36 29.31 0.79 0.75 2| 0 100 0 4000 0.58 0.63 0.27 28.46 0.58 0.58 13| 0 67 0 4100 0.35 0.40 0.19 27.77 0.38 0.35 38| 0 1,127 0 4200 0.26 0.14 27.68 0| 0 16 0 4300 0.14 0.08 26.54 0| 0 55 0 4400 0.02 0.02 23.16 0| 0 43 0 4600 0.02 0.02 28.29 0| 4 58 +4 4800 0.02 0.01 35.00 0| 0 0 0 5200 Total 83| 14 2,677 -6 Indicative a-t-m Vol 32.15 Underlying Price 38.200 Time to expiry: 84 Days Nov 10 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.86 0.85 39.17 0| 0 0 0 3200 5.22 0.77 36.81 0| 0 0 0 3400 3.75 0.67 34.38 0| 0 0 0 3600 3.08 0.61 33.32 0| 0 0 0 3700 2.50 0.55 32.32 0| 0 0 0 3800 1.99 0.48 31.48 0| 70 140 +70 3900 1.54 0.41 30.63 0| 0 70 0 4000 1.19 0.34 30.15 0| 0 0 0 4100 0.79 0.89 0.28 29.66 0.79 0.79 12| 20 40 +20 4200 0.46 0.17 28.63 0| 0 0 0 4400 0.21 0.09 27.75 0| 0 0 0 4600 Total 12| 90 250 +90 Indicative a-t-m Vol 32.23 Underlying Price 38.200 Time to expiry: 112 Days Dec 10 18.32 0.99 58.41 0| 0 0 0 2000 14.44 0.96 51.43 0| 0 0 0 2400 10.67 0.92 44.45 0| 0 0 0 2800 7.13 0.83 38.80 0| 0 56 0 3200 5.52 0.76 36.18 0| 0 0 0 3400 4.10 0.66 34.15 0| 0 20 0 3600 2.88 0.55 32.40 0| 0 4,940 0 3800 1.90 0.43 30.68 0| 0 626 0 4000 0.99 1.17 0.32 29.46 1.02 0.99 7| 0 1,175 0 4200 0.63 0.67 0.21 28.33 0.63 0.63 8| 0 636 0 4400 0.37 0.13 27.69 0| 0 4,253 0 4600 0.18 0.08 26.85 0| 0 8,600 0 4800 0.12 0.10 0.04 27.11 0.12 0.12 8| 4 3,218 0 5000 0.05 0.02 27.12 0| 0 320 0 5200 0.01 0.00 25.77 0| 0 20 0 5600 0.01 0.00 25.89 0| 0 1,000 0 6000 0.01 0.00 26.46 0| 0 0 0 6400 0.01 0.00 28.71 0| 0 0 0 7200 0.01 0.00 32.00 0| 0 0 0 8000 Total 23| 4 24,864 0 Indicative a-t-m Vol 32.74 Underlying Price 38.200 Time to expiry: 203 Days Mar 11 14.75 0.94 46.78 0| 0 0 0 2400 11.16 0.88 41.78 0| 0 0 0 2800 7.86 0.79 37.50 0| 0 0 0 3200 6.39 0.72 35.72 0| 0 0 0 3400 5.07 0.65 34.24 0| 0 10 0 3600 3.90 0.57 32.85 0| 0 10 0 3800 2.70 2.92 0.48 31.68 2.70 2.70 30| 10 75 0 4000 1.93 2.10 0.39 30.47 1.93 1.93 30| 22 67 +22 4200 1.47 0.31 29.55 0| 0 126 0 4400 1.00 0.23 28.83 0| 0 127 0 4600 0.66 0.17 28.13 0| 10 1,500 -10 4800 0.27 0.08 27.34 0| 0 90 0 5200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.11 0.04 27.19 0| 0 30 0 5600 0.02 0.01 27.86 0| 0 0 0 6400 0.01 0.00 30.00 0| 0 0 0 7200 Total 60| 42 2,035 +12 Indicative a-t-m Vol 33.16 Underlying Price 38.200 Time to expiry: 294 Days Jun 11 15.04 0.92 44.57 0| 0 0 0 2400 11.61 0.85 40.48 0| 0 0 0 2800 8.51 0.76 37.08 0| 0 0 0 3200 7.14 0.71 35.83 0| 0 0 0 3400 5.87 0.64 34.50 0| 0 0 0 3600 4.73 0.58 33.24 0| 0 500 0 3800 3.78 0.50 32.39 0| 0 1,165 0 4000 2.94 0.43 31.33 0| 0 1,281 0 4200 2.22 0.36 30.31 0| 0 81 0 4400 1.22 0.24 29.00 0| 0 32 0 4800 0.81 0.87 0.18 28.35 0.81 0.81 50| 0 0 0 5000 0.32 0.08 27.54 0| 0 109 0 5600 0.16 0.05 27.45 0| 0 12 0 6000 0.08 0.02 27.05 0| 0 0 0 6400 0.01 0.00 29.00 0| 0 0 0 8000 Total 50| 0 3,180 0 Indicative a-t-m Vol 33.60 Underlying Price 38.200 Time to expiry: 476 Days Dec 11 15.26 0.90 43.10 0| 0 0 0 2400 9.15 0.75 37.32 0| 0 0 0 3200 6.65 0.64 34.85 0| 0 0 0 3600 4.57 0.52 32.58 0| 0 500 0 4000 2.94 0.40 30.33 0| 0 1,200 0 4400 1.75 0.28 28.48 0| 0 0 0 4800 0.63 0.13 26.98 0| 0 750 0 5600 0.39 0.08 26.90 0| 0 0 0 6000 0.06 0.02 28.67 0| 0 0 0 8000 Total 0| 0 2,450 0 Indicative a-t-m Vol 32.95 Underlying Price 38.200 Time to expiry: 658 Days Jun 12 15.75 0.88 42.94 0| 0 0 0 2400 9.90 0.73 36.58 0| 0 0 0 3200 7.49 0.64 34.15 0| 0 0 0 3600 5.44 0.54 31.97 0| 0 750 0 4000 3.76 0.43 29.84 0| 0 0 0 4400 2.49 0.33 28.09 0| 0 0 0 4800 0.77 0.13 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Calls 1,344| 740 50,927 +594 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 29.90 Underlying Price 38.200 Time to expiry: 21 Days Sep 10 0.01 0.00 55.00 0| 0 0 0 2400 0.01 0.00 47.35 0| 0 25 0 2800 0.01 -0.01 43.58 0| 0 80 0 3000 0.05 -0.03 40.59 0| 0 811 0 3200 0.16 -0.09 37.52 0| 0 3,656 0 3400 0.25 -0.14 34.89 0| 0 53 0 3500 0.41 -0.22 33.14 1,000| 15 1,669 -15 3600 0.72 0.65 -0.32 31.43 0.72 0.72 14| 0 894 0 3700 1.02 -0.46 30.00 0| 0 178 0 3800 1.56 -0.60 29.47 0| 0 306 0 3900 2.22 -0.73 28.67 0| 12 1,151 0 4000 3.01 -0.84 28.13 0| 0 70 0 4100 3.89 -0.92 27.42 0| 1 65 0 4200 4.82 -0.97 24.74 0| 0 54 0 4300 5.80 -0.99 24.52 0| 0 568 0 4400 7.80 -1.00 22.99 0| 0 843 0 4600 9.80 -1.00 21.74 0| 0 410 0 4800 13.80 -1.00 20.06 0| 0 23 0 5200 17.80 -1.00 19.39 0| 0 0 0 5600 21.80 -1.00 19.64 0| 0 0 0 6000 25.80 -1.00 20.73 0| 0 0 0 6400 33.80 -1.00 25.12 0| 0 0 0 7200 41.80 -1.00 32.00 0| 0 0 0 8000 Total 1,014| 28 10,856 -15 Indicative a-t-m Vol 30.77 Underlying Price 38.200 Time to expiry: 49 Days Oct 10 0.15 -0.06 43.32 0| 0 50 0 3000 0.26 -0.09 38.74 0| 0 31 0 3200 0.50 -0.17 35.81 0| 0 30 0 3400 0.86 0.67 -0.22 34.27 0.86 0.86 30| 0 84 0 3500 1.16 0.91 -0.29 32.97 1.16 1.05 60| 0 31 0 3600 1.22 -0.37 31.81 0| 0 1,272 0 3700 1.63 -0.46 30.85 0| 0 46 0 3800 2.15 -0.55 30.43 0| 0 35 0 3900 2.72 -0.64 29.31 0| 0 36 0 4000 3.41 -0.73 28.46 0| 0 50 0 4100 4.18 -0.81 27.77 0| 0 31 0 4200 5.03 -0.87 27.68 0| 0 0 0 4300 5.91 -0.92 26.54 0| 0 20 0 4400 7.81 -0.99 23.16 0| 0 2 0 4600 9.81 -0.99 28.29 0| 0 94 0 4800 13.80 -0.99 35.00 0| 0 0 0 5200 Total 90| 0 1,812 0 Indicative a-t-m Vol 32.15 Underlying Price 38.200 Time to expiry: 84 Days Nov 10 0.61 -0.15 39.17 0| 0 0 0 3200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.06 0.97 -0.23 36.81 1.06 1.06 11| 0 0 0 3400 1.64 1.49 -0.33 34.38 1.64 1.64 11| 0 4 0 3600 1.83 -0.39 33.32 0| 0 0 0 3700 2.24 -0.45 32.32 0| 0 5 0 3800 2.73 -0.52 31.48 0| 0 80 0 3900 3.28 -0.59 30.63 0| 12 12 +12 4000 3.93 -0.66 30.15 0| 0 0 0 4100 4.63 -0.72 29.66 0| 0 0 0 4200 6.20 -0.83 28.63 0| 0 0 0 4400 7.96 -0.91 27.75 0| 0 0 0 4600 Total 22| 12 101 +12 Indicative a-t-m Vol 32.23 Underlying Price 38.200 Time to expiry: 112 Days Dec 10 0.07 -0.01 58.41 0| 0 20 0 2000 0.18 -0.04 51.43 0| 0 60 0 2400 0.39 -0.08 44.45 0| 0 27 0 2800 0.91 0.85 -0.17 38.80 0.91 0.91 26| 0 4,029 0 3200 1.24 -0.24 36.18 0| 5 2,053 +5 3400 1.81 -0.34 34.15 0| 30 1,845 +24 3600 2.59 -0.45 32.40 0| 0 1,945 0 3800 3.60 -0.57 30.68 0| 0 9,876 0 4000 4.88 -0.69 29.46 0| 0 125 0 4200 6.38 -0.79 28.33 0| 0 2,752 0 4400 8.08 -0.87 27.69 0| 0 4,607 0 4600 9.91 -0.93 26.85 0| 0 3,086 0 4800 11.84 -0.97 27.11 0| 0 2,766 0 5000 13.81 -0.99 27.12 0| 0 159 0 5200 17.80 -1.00 25.77 0| 0 0 0 5600 21.80 -1.00 25.89 0| 0 0 0 6000 25.80 -1.00 26.46 0| 0 0 0 6400 33.80 -1.00 28.71 0| 0 0 0 7200 41.80 -1.00 32.00 0| 0 0 0 8000 Total 26| 35 33,350 +29 Indicative a-t-m Vol 32.74 Underlying Price 38.200 Time to expiry: 203 Days Mar 11 0.44 -0.06 46.78 0| 0 11 0 2400 0.83 -0.12 41.78 0| 0 98 0 2800 1.52 -0.22 37.50 0| 0 160 0 3200 2.04 -0.28 35.72 0| 0 186 0 3400 2.85 2.72 -0.35 34.24 2.85 2.85 11| 0 915 0 3600 3.88 3.54 -0.44 32.85 3.88 3.88 10| 0 890 0 3800 4.55 -0.53 31.68 0| 1 61 0 4000 5.74 -0.61 30.47 0| 0 65 0 4200 7.11 -0.70 29.55 0| 0 0 0 4400 8.64 -0.77 28.83 0| 0 35 0 4600 10.30 -0.84 28.13 0| 0 0 0 4800 13.93 -0.93 27.34 0| 0 0 0 5200 17.81 -0.98 27.19 0| 0 0 0 5600 25.80 -1.00 27.86 0| 0 0 0 6400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 33.80 -1.00 30.00 0| 0 0 0 7200 Total 21| 1 2,421 0 Indicative a-t-m Vol 33.16 Underlying Price 38.200 Time to expiry: 294 Days Jun 11 0.70 -0.08 44.57 0| 24 114 +14 2400 1.24 -0.15 40.48 0| 42 170 +42 2800 2.11 -0.24 37.08 0| 0 31 0 3200 2.73 -0.29 35.83 0| 0 58 0 3400 3.44 -0.36 34.50 0| 0 580 0 3600 4.29 -0.43 33.24 0| 0 590 0 3800 5.33 -0.50 32.39 0| 0 3,010 0 4000 6.48 -0.57 31.33 0| 0 1,250 0 4200 7.75 -0.64 30.31 0| 0 0 0 4400 10.75 -0.77 29.00 0| 0 0 0 4800 12.41 -0.83 28.35 0| 0 710 0 5000 17.90 -0.94 27.54 0| 0 0 0 5600 21.80 -0.99 27.45 0| 0 0 0 6000 25.80 -1.00 27.05 0| 0 0 0 6400 41.80 -1.00 29.00 0| 0 0 0 8000 Total 0| 66 6,513 +56 Indicative a-t-m Vol 33.60 Underlying Price 38.200 Time to expiry: 476 Days Dec 11 1.43 -0.12 43.10 0| 0 0 0 2400 3.49 -0.28 37.32 0| 0 0 0 3200 5.05 -0.38 34.85 0| 0 0 0 3600 7.01 -0.50 32.58 0| 0 500 0 4000 9.39 -0.62 30.33 0| 0 1,000 0 4400 12.21 -0.73 28.48 0| 0 1,600 0 4800 19.06 -0.88 26.98 0| 0 0 0 5600 22.80 -0.92 26.90 0| 0 0 0 6000 42.30 -0.99 28.67 0| 0 0 0 8000 Total 0| 0 3,100 0 Indicative a-t-m Vol 32.95 Underlying Price 38.200 Time to expiry: 658 Days Jun 12 2.06 -0.14 42.94 0| 0 0 0 2400 4.21 -0.28 36.58 0| 0 0 0 3200 5.78 -0.37 34.15 0| 0 0 0 3600 7.70 -0.48 31.97 0| 0 750 0 4000 9.99 -0.58 29.84 0| 0 0 0 4400 12.70 -0.69 28.09 0| 0 0 0 4800 22.97 -0.89 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Puts 1,173| 142 58,903 +82 Grand Total 2,517| 882 109,830 +676 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 29.90 Underlying Price 38.200 Time to expiry: 21 Days Sep 10 14.21 1.00 55.00 0| 0 0 0 2400 10.21 1.00 47.35 0| 0 0 0 2800 8.22 0.99 43.58 0| 0 0 0 3000 6.26 0.97 40.59 0| 0 0 0 3200 4.37 0.91 37.52 0| 0 0 0 3400 3.46 0.86 34.89 0| 0 0 0 3500 2.62 0.78 33.14 0| 0 868 0 3600 1.86 0.68 31.43 0| 0 0 0 3700 1.23 0.54 30.00 0| 0 0 0 3800 0.77 0.40 29.47 0| 0 0 0 3900 0.43 0.27 28.67 0| 0 1 0 4000 0.22 0.16 28.13 0| 0 0 0 4100 0.10 0.08 27.42 0| 0 100 0 4200 0.02 0.03 24.74 0| 0 0 0 4300 0.01 0.01 24.52 0| 0 78 0 4400 0.01 0.00 22.99 0| 0 200 0 4600 0.01 0.00 21.74 0| 0 330 0 4800 0.01 0.00 20.06 0| 0 1,613 0 5200 0.01 0.00 19.39 0| 0 80 0 5600 0.01 0.00 19.64 0| 0 15 0 6000 0.01 0.00 20.73 0| 0 10 0 6400 0.01 0.00 25.12 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 32.74 Underlying Price 38.200 Time to expiry: 203 Days Mar 11 14.69 0.94 46.65 0| 0 0 0 2400 11.11 0.88 41.78 0| 0 0 0 2800 7.82 0.78 37.50 0| 0 0 0 3200 6.35 0.72 35.72 0| 0 0 0 3400 5.04 0.65 34.24 0| 0 0 0 3600 3.87 0.56 32.85 0| 0 0 0 3800 2.89 0.48 31.68 0| 0 0 0 4000 2.08 0.39 30.47 0| 0 0 0 4200 1.46 0.30 29.55 0| 0 0 0 4400 1.00 0.23 28.83 0| 0 10 0 4600 0.65 0.17 28.13 0| 0 15 0 4800 0.27 0.08 27.34 0| 0 0 0 5200 0.11 0.04 27.19 0| 0 20 0 5600 0.05 0.02 27.30 0| 0 0 0 6000 0.02 0.01 27.85 0| 0 0 0 6400 0.01 0.00 30.00 0| 0 0 0 7200 0.01 0.00 33.27 0| 0 0 0 8000 Total 0| 0 45 0 Indicative a-t-m Vol 32.14 Underlying Price 38.200 Time to expiry: 385 Days Sep 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.12 0.90 40.90 0| 0 0 0 2400 8.04 0.73 35.54 0| 0 0 0 3200 5.63 0.61 33.22 0| 0 0 0 3600 3.69 0.48 31.25 0| 0 0 0 4000 2.26 0.35 29.63 0| 0 30 0 4400 1.31 0.24 28.34 0| 0 45 0 4800 0.38 0.09 26.68 0| 0 0 0 5600 0.19 0.05 26.25 0| 0 0 0 6000 0.02 0.01 27.61 0| 0 0 0 8000 Total 0| 0 75 0 Indicative a-t-m Vol 32.08 Underlying Price 38.200 Time to expiry: 567 Days Mar 12 14.76 0.88 39.35 0| 0 0 0 2400 9.10 0.72 35.19 0| 0 0 0 3200 6.75 0.62 33.10 0| 0 0 0 3600 4.78 0.52 31.24 0| 0 0 0 4000 3.27 0.41 29.67 0| 0 0 0 4400 2.15 0.31 28.41 0| 0 0 0 4800 0.54 0.11 26.41 0| 0 0 0 6000 0.10 0.02 27.89 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 3,415 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 29.90 Underlying Price 38.200 Time to expiry: 21 Days Sep 10 0.01 0.00 55.00 0| 0 0 0 2400 0.01 0.00 47.35 0| 0 0 0 2800 0.01 -0.01 43.58 0| 0 0 0 3000 0.05 -0.03 40.59 0| 0 25 0 3200 0.16 -0.09 37.52 0| 0 0 0 3400 0.25 -0.14 34.89 0| 0 0 0 3500 0.41 -0.22 33.14 0| 0 708 0 3600 0.65 -0.32 31.43 0| 0 0 0 3700 1.02 -0.46 30.00 0| 0 0 0 3800 1.56 -0.60 29.47 0| 0 0 0 3900 2.22 -0.73 28.67 0| 0 445 0 4000 3.01 -0.84 28.13 0| 0 0 0 4100 3.89 -0.92 27.42 0| 0 0 0 4200 4.81 -0.97 24.74 0| 0 0 0 4300 5.80 -0.99 24.52 0| 0 916 0 4400 7.79 -1.00 22.99 0| 0 1,316 0 4600 9.79 -1.00 21.74 0| 0 125 0 4800 13.79 -1.00 20.06 0| 0 110 0 5200 17.78 -1.00 19.39 0| 0 0 0 5600 21.78 -1.00 19.64 0| 0 0 0 6000 25.78 -1.00 20.73 0| 0 1,000 0 6400 33.78 -1.00 25.12 0| 0 0 0 7200 41.78 -1.00 32.00 0| 0 0 0 8000 Total 0| 0 4,645 0 Indicative a-t-m Vol 32.74 Underlying Price 38.200 Time to expiry: 203 Days Mar 11 0.43 -0.06 46.65 0| 0 0 0 2400 0.83 -0.12 41.78 0| 0 0 0 2800 1.52 -0.22 37.50 0| 0 200 0 3200 2.04 -0.28 35.72 0| 0 0 0 3400 2.72 -0.35 34.24 0| 0 10 0 3600 3.54 -0.44 32.85 0| 0 0 0 3800 4.55 -0.52 31.68 0| 0 30 0 4000 5.73 -0.61 30.47 0| 0 0 0 4200 7.10 -0.70 29.55 0| 0 15 0 4400 8.62 -0.77 28.83 0| 0 564 0 4600 10.27 -0.83 28.13 0| 0 0 0 4800 13.87 -0.92 27.34 0| 0 0 0 5200 17.69 -0.96 27.19 0| 0 0 0 5600 21.60 -0.98 27.30 0| 0 0 0 6000 25.55 -0.99 27.85 0| 0 0 0 6400 33.50 -1.00 30.00 0| 0 0 0 7200 41.45 -1.00 33.27 0| 0 0 0 8000 Total 0| 0 819 0 Indicative a-t-m Vol 32.14 Underlying Price 38.200 Time to expiry: 385 Days Sep 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.92 -0.10 40.90 0| 0 0 0 2400 2.75 -0.27 35.54 0| 0 110 0 3200 4.28 -0.39 33.22 0| 0 0 0 3600 6.29 -0.52 31.25 0| 0 60 0 4000 8.82 -0.65 29.63 0| 0 600 0 4400 11.82 -0.76 28.34 0| 0 0 0 4800 18.79 -0.91 26.68 0| 0 0 0 5600 22.55 -0.95 26.25 0| 0 0 0 6000 42.13 -0.99 27.61 0| 0 0 0 8000 Total 0| 0 770 0 Indicative a-t-m Vol 32.08 Underlying Price 38.200 Time to expiry: 567 Days Mar 12 1.39 -0.12 39.35 0| 0 0 0 2400 3.57 -0.28 35.19 0| 0 0 0 3200 5.15 -0.38 33.10 0| 0 0 0 3600 7.10 -0.48 31.24 0| 0 0 0 4000 9.52 -0.59 29.67 0| 0 0 0 4400 12.31 -0.69 28.41 0| 0 0 0 4800 22.47 -0.89 26.41 0| 0 0 0 6000 41.64 -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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.68 Underlying Price 22.865 Time to expiry: 21 Days Sep 10 6.87 1.00 53.00 0| 0 0 0 1600 4.88 0.99 46.25 0| 0 0 0 1800 3.91 0.96 43.66 0| 0 0 0 1900 2.97 0.91 41.48 0| 0 0 0 2000 2.10 0.82 40.04 0| 0 0 0 2100 1.71 0.76 39.23 0| 0 0 0 2150 1.34 0.68 37.93 0| 0 0 0 2200 1.03 0.59 37.36 0| 20 0 -20 2250 0.76 0.49 36.44 0| 0 25 0 2300 0.40 0.54 0.40 36.06 0.40 0.40 1| 0 123 0 2350 0.38 0.31 35.95 0| 0 354 0 2400 0.26 0.23 36.15 0| 0 0 0 2450 0.16 0.16 35.16 0| 0 53 0 2500 0.11 0.06 0.07 34.54 0.11 0.11 8| 0 11,242 0 2600 0.02 0.03 34.08 0| 0 18 0 2700 0.01 0.01 33.75 0| 0 64 0 2800 0.01 0.00 33.45 0| 0 31 0 3000 0.01 0.00 33.52 0| 0 3,414 0 3200 0.01 0.00 33.89 0| 0 1,210 0 3400 0.01 0.00 34.50 0| 0 9 0 3600 0.01 0.00 36.24 0| 0 5,339 0 4000 0.01 0.00 38.47 0| 0 0 0 4400 0.01 0.00 41.00 0| 0 50 0 4800 Total 9| 20 21,932 -20 Indicative a-t-m Vol 38.30 Underlying Price 22.865 Time to expiry: 49 Days Oct 10 4.16 0.87 48.00 0| 0 0 0 1900 3.29 0.82 44.43 0| 0 0 0 2000 2.49 0.74 41.70 0| 0 0 0 2100 2.13 0.69 40.58 0| 0 0 0 2150 1.80 0.63 39.62 0| 0 0 0 2200 1.50 0.58 38.85 0| 0 0 0 2250 1.23 0.51 38.11 0| 0 0 0 2300 1.00 0.45 37.58 0| 0 0 0 2350 0.80 0.39 37.03 0| 0 10 0 2400 0.64 0.33 36.75 0| 0 0 0 2450 0.50 0.28 36.41 0| 0 0 0 2500 0.29 0.19 36.04 0| 0 0 0 2600 0.17 0.12 35.91 0| 0 0 0 2700 0.10 0.07 35.98 0| 0 0 0 2800 0.03 0.03 36.55 0| 0 90 0 3000 0.01 0.01 37.50 0| 0 0 0 3200 Total 0| 0 100 0 Indicative a-t-m Vol 40.41 Underlying Price 22.865 Time to expiry: 84 Days Nov 10 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.48 0.82 49.00 0| 0 0 0 1900 3.65 0.77 45.69 0| 0 0 0 2000 2.90 0.70 43.16 0| 0 0 0 2100 2.56 0.66 42.06 0| 0 0 0 2150 2.25 0.62 41.34 0| 0 0 0 2200 1.96 0.58 40.69 0| 0 0 0 2250 1.71 0.53 40.31 0| 0 0 0 2300 1.46 0.48 39.59 0| 0 0 0 2350 1.24 0.44 38.93 0| 0 0 0 2400 0.62 0.27 37.73 0| 0 0 0 2600 0.29 0.15 37.28 0| 0 0 0 2800 0.13 0.07 37.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 40.48 Underlying Price 22.865 Time to expiry: 112 Days Dec 10 10.97 0.98 68.00 0| 0 0 0 1200 9.04 0.96 59.54 0| 0 0 0 1400 7.16 0.92 53.16 0| 0 0 0 1600 5.40 0.85 48.34 0| 0 3,000 0 1800 3.83 0.75 44.76 0| 0 0 0 2000 3.12 0.69 43.00 0| 0 0 0 2100 2.50 0.61 41.71 0| 0 2 0 2200 1.95 0.53 40.29 0| 0 0 0 2300 1.49 0.45 39.26 0| 0 1,149 0 2400 0.63 0.82 0.30 37.73 0.63 0.63 1| 0 84 0 2600 0.43 0.18 36.91 0| 20 346 0 2800 0.19 0.10 35.74 0| 0 271 0 3000 0.09 0.05 35.17 0| 0 149 0 3200 0.04 0.02 34.84 0| 0 129 0 3400 0.02 0.01 34.73 0| 0 137 0 3600 0.01 0.00 35.01 0| 0 81 0 4000 0.01 0.00 35.82 0| 0 0 0 4400 0.01 0.00 37.00 0| 0 0 0 4800 Total 1| 20 5,348 0 Indicative a-t-m Vol 40.17 Underlying Price 22.865 Time to expiry: 203 Days Mar 11 9.19 0.93 55.00 0| 0 0 0 1400 7.42 0.88 50.16 0| 0 0 0 1600 5.79 0.81 46.56 0| 0 0 0 1800 4.34 0.72 43.56 0| 0 0 0 2000 3.69 0.67 42.21 0| 0 0 0 2100 3.10 0.61 40.94 0| 0 0 0 2200 2.58 0.55 40.05 0| 0 0 0 2300 2.14 0.49 39.47 0| 0 0 0 2400 1.41 0.37 38.05 0| 0 10 0 2600 0.89 0.27 36.98 0| 0 77 0 2800 0.55 0.19 36.10 0| 0 5 0 3000 0.33 0.12 35.51 0| 0 40 0 3200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.19 0.08 35.10 0| 0 0 0 3400 0.11 0.05 34.85 0| 0 0 0 3600 0.04 0.02 34.71 0| 0 0 0 4000 0.01 0.01 34.96 0| 0 40 0 4400 0.01 0.00 35.50 0| 0 0 0 4800 Total 0| 0 172 0 Indicative a-t-m Vol 40.14 Underlying Price 22.865 Time to expiry: 294 Days Jun 11 9.35 0.91 53.00 0| 0 0 0 1400 7.65 0.86 48.51 0| 0 0 0 1600 6.10 0.79 45.17 0| 0 0 0 1800 4.73 0.71 42.62 0| 0 0 0 2000 4.11 0.66 41.59 0| 0 0 0 2100 3.56 0.61 40.61 0| 0 0 0 2200 3.08 0.56 40.07 0| 0 0 0 2300 2.62 0.51 39.35 0| 0 100 0 2400 1.87 0.41 37.99 0| 0 0 0 2600 1.33 0.32 37.24 0| 0 134 0 2800 0.92 0.25 36.58 0| 0 10 0 3000 0.63 0.18 36.10 0| 0 0 0 3200 0.29 0.10 35.51 0| 0 0 0 3600 0.13 0.05 35.28 0| 0 1,000 0 4000 0.03 0.01 35.50 0| 0 0 0 4800 Total 0| 0 1,244 0 Indicative a-t-m Vol 40.83 Underlying Price 22.865 Time to expiry: 476 Days Dec 11 8.03 0.83 46.76 0| 0 0 0 1600 5.42 0.69 42.84 0| 0 0 0 2000 4.39 0.62 41.67 0| 0 0 0 2200 3.42 0.54 39.74 0| 0 1,250 0 2400 1.94 0.38 36.52 0| 0 1,000 0 2800 1.07 0.25 34.77 0| 0 0 0 3200 0.60 0.16 34.16 0| 0 120 0 3600 0.36 0.10 34.31 0| 0 0 0 4000 0.16 0.05 35.91 0| 0 0 0 4800 Total 0| 0 2,370 0 Indicative a-t-m Vol 41.67 Underlying Price 22.865 Time to expiry: 658 Days Jun 12 8.39 0.82 46.39 0| 0 0 0 1600 6.01 0.69 43.50 0| 0 0 0 2000 5.02 0.63 42.28 0| 0 0 0 2200 4.12 0.56 40.88 0| 0 0 0 2400 2.66 0.43 38.07 0| 0 0 0 2800 1.66 0.31 36.30 0| 0 0 0 3200 0.68 0.15 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 10| 40 31,166 -20 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.68 Underlying Price 22.865 Time to expiry: 21 Days Sep 10 0.01 0.00 53.00 0| 0 461 0 1600 0.01 -0.01 46.25 0| 3 18 +3 1800 0.04 -0.04 43.66 0| 0 10 0 1900 0.10 -0.09 41.48 0| 0 203 0 2000 0.23 -0.18 40.04 0| 0 230 0 2100 0.34 -0.24 39.23 0| 50 571 +50 2150 0.47 -0.32 37.93 0| 2,003 2,305 +1,997 2200 0.66 -0.41 37.36 0| 0 25 0 2250 0.96 0.89 -0.51 36.44 0.96 0.96 100| 0 15,763 0 2300 1.17 -0.60 36.06 0| 0 62 0 2350 1.51 -0.69 35.95 0| 15 235 +14 2400 1.89 -0.77 36.15 0| 0 0 0 2450 2.29 -0.84 35.16 0| 0 20 0 2500 3.19 -0.93 34.54 0| 0 1,036 0 2600 4.15 -0.98 34.08 0| 0 0 0 2700 5.14 -0.99 33.75 0| 0 113 0 2800 7.14 -1.00 33.45 0| 0 119 0 3000 9.14 -1.00 33.52 0| 0 24 0 3200 11.14 -1.00 33.89 0| 0 4 0 3400 13.14 -1.00 34.50 0| 0 0 0 3600 17.14 -1.00 36.24 0| 0 0 0 4000 21.14 -1.00 38.47 0| 0 0 0 4400 25.14 -1.00 41.00 0| 0 0 0 4800 Total 100| 2,071 21,199 +2,064 Indicative a-t-m Vol 38.30 Underlying Price 22.865 Time to expiry: 49 Days Oct 10 0.28 -0.13 48.00 0| 0 0 0 1900 0.41 -0.18 44.43 0| 0 0 0 2000 0.61 -0.26 41.70 0| 0 0 0 2100 0.75 -0.31 40.58 0| 0 0 0 2150 0.92 -0.37 39.62 0| 0 0 0 2200 1.12 -0.43 38.85 0| 0 0 0 2250 1.35 -0.49 38.11 0| 0 0 0 2300 1.62 -0.55 37.58 0| 0 0 0 2350 1.92 -0.61 37.03 0| 0 0 0 2400 2.26 -0.67 36.75 0| 0 120 0 2450 2.61 -0.72 36.41 0| 0 0 0 2500 3.41 -0.82 36.04 0| 0 0 0 2600 4.29 -0.88 35.91 0| 0 0 0 2700 5.22 -0.93 35.98 0| 0 0 0 2800 7.15 -0.98 36.55 0| 0 0 0 3000 9.14 -0.99 37.50 0| 0 0 0 3200 Total 0| 0 120 0 Indicative a-t-m Vol 40.41 Underlying Price 22.865 Time to expiry: 84 Days Nov 10 0.63 -0.19 49.00 0| 0 0 0 1900 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.81 -0.24 45.69 0| 0 0 0 2000 1.06 -0.31 43.16 0| 0 0 0 2100 1.23 -0.35 42.06 0| 0 0 0 2150 1.42 -0.39 41.34 0| 0 0 0 2200 1.64 -0.44 40.69 0| 0 0 0 2250 1.89 -0.48 40.31 0| 0 0 0 2300 2.15 -0.53 39.59 0| 0 0 0 2350 2.44 -0.57 38.93 0| 0 0 0 2400 3.83 -0.74 37.73 0| 0 0 0 2600 5.51 -0.86 37.28 0| 0 0 0 2800 7.35 -0.93 37.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 40.48 Underlying Price 22.865 Time to expiry: 112 Days Dec 10 0.11 -0.03 68.00 0| 0 416 0 1200 0.18 -0.05 59.54 0| 0 286 0 1400 0.31 -0.09 53.16 0| 0 460 0 1600 0.57 -0.16 48.34 0| 0 3,000 0 1800 1.01 -0.26 44.76 0| 2 363 +2 2000 1.31 -0.32 43.00 0| 0 150 0 2100 1.70 -0.39 41.71 0| 0 489 0 2200 2.15 -0.47 40.29 0| 0 0 0 2300 2.70 -0.55 39.26 0| 15 1,135 +15 2400 4.03 -0.70 37.73 0| 0 95 0 2600 5.64 -0.82 36.91 0| 0 124 0 2800 7.40 -0.90 35.74 0| 0 195 0 3000 9.30 -0.95 35.17 0| 0 24 0 3200 11.24 -0.98 34.84 0| 0 5 0 3400 13.22 -0.99 34.73 0| 0 0 0 3600 17.20 -1.00 35.01 0| 0 0 0 4000 21.19 -1.00 35.82 0| 0 0 0 4400 25.18 -1.00 37.00 0| 0 0 0 4800 Total 0| 17 6,742 +17 Indicative a-t-m Vol 40.17 Underlying Price 22.865 Time to expiry: 203 Days Mar 11 0.43 -0.08 55.00 0| 0 0 0 1400 0.67 -0.13 50.16 0| 0 0 0 1600 1.06 -0.20 46.56 0| 0 0 0 1800 1.61 -0.29 43.56 0| 0 150 0 2000 1.97 -0.34 42.21 0| 0 0 0 2100 2.39 -0.40 40.94 0| 0 380 0 2200 2.87 -0.46 40.05 0| 0 81 0 2300 3.43 -0.52 39.47 0| 0 235 0 2400 4.71 -0.63 38.05 0| 0 49 0 2600 6.18 -0.73 36.98 0| 0 0 0 2800 7.83 -0.82 36.10 0| 0 2 0 3000 9.61 -0.88 35.51 0| 0 0 0 3200 11.46 -0.92 35.10 0| 0 0 0 3400 13.37 -0.95 34.85 0| 0 0 0 3600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.28 -0.98 34.71 0| 0 0 0 4000 21.24 -0.99 34.96 0| 0 0 0 4400 25.22 -1.00 35.50 0| 0 0 0 4800 Total 0| 0 897 0 Indicative a-t-m Vol 40.14 Underlying Price 22.865 Time to expiry: 294 Days Jun 11 0.68 -0.11 53.00 0| 0 0 0 1400 0.99 -0.16 48.51 0| 0 0 0 1600 1.45 -0.22 45.17 0| 0 0 0 1800 2.09 -0.30 42.62 0| 0 30 0 2000 2.48 -0.35 41.59 0| 0 0 0 2100 2.92 -0.40 40.61 0| 0 0 0 2200 3.44 -0.45 40.07 0| 0 0 0 2300 3.98 -0.50 39.35 0| 0 25 0 2400 5.23 -0.60 37.99 0| 0 0 0 2600 6.67 -0.68 37.24 0| 0 5 0 2800 8.26 -0.76 36.58 0| 0 0 0 3000 9.96 -0.82 36.10 0| 0 0 0 3200 13.59 -0.90 35.51 0| 0 0 0 3600 17.40 -0.95 35.28 0| 0 100 0 4000 25.24 -0.99 35.50 0| 0 0 0 4800 Total 0| 0 160 0 Indicative a-t-m Vol 40.83 Underlying Price 22.865 Time to expiry: 476 Days Dec 11 1.56 -0.18 46.76 0| 0 0 0 1600 2.94 -0.32 42.84 0| 0 0 0 2000 3.90 -0.39 41.67 0| 0 0 0 2200 4.92 -0.47 39.74 0| 0 1,250 0 2400 7.40 -0.63 36.52 0| 0 1,005 0 2800 10.48 -0.76 34.77 0| 0 0 0 3200 13.95 -0.85 34.16 0| 0 0 0 3600 17.66 -0.90 34.31 0| 0 0 0 4000 25.34 -0.95 35.91 0| 0 0 0 4800 Total 0| 0 2,255 0 Indicative a-t-m Vol 41.67 Underlying Price 22.865 Time to expiry: 658 Days Jun 12 2.13 -0.20 46.39 0| 0 0 0 1600 3.74 -0.32 43.50 0| 0 0 0 2000 4.72 -0.38 42.28 0| 0 0 0 2200 5.79 -0.45 40.88 0| 0 0 0 2400 8.26 -0.58 38.07 0| 0 0 0 2800 11.18 -0.69 36.30 0| 0 0 0 3200 18.03 -0.85 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 100| 2,088 31,373 +2,081 Grand Total 110| 2,128 62,539 +2,061 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.62 Underlying Price 22.865 Time to expiry: 21 Days Sep 10 10.87 1.00 76.84 0| 0 0 0 1200 8.87 1.00 62.77 0| 0 0 0 1400 6.87 1.00 53.00 0| 0 0 0 1600 4.88 0.99 46.22 0| 0 0 0 1800 3.91 0.96 43.62 0| 0 0 0 1900 2.97 0.91 41.44 0| 0 8 0 2000 2.10 0.82 40.04 0| 0 0 0 2100 1.71 0.76 39.23 0| 0 0 0 2150 1.34 0.68 37.93 0| 0 18 0 2200 1.02 0.59 37.13 0| 0 0 0 2250 0.76 0.49 36.44 0| 0 0 0 2300 0.54 0.40 36.06 0| 0 0 0 2350 0.38 0.31 35.95 0| 0 47,501 0 2400 0.26 0.23 36.15 0| 0 0 0 2450 0.16 0.16 35.14 0| 0 0 0 2500 0.06 0.07 34.54 0| 0 0 0 2600 0.02 0.03 34.08 0| 0 0 0 2700 0.01 0.01 33.76 0| 0 414 0 2800 0.01 0.00 33.48 0| 0 800 0 3000 0.01 0.00 33.56 0| 0 400 0 3200 0.01 0.00 33.94 0| 0 460 0 3400 0.01 0.00 34.56 0| 0 200 0 3600 0.01 0.00 36.30 0| 0 1,060 0 4000 0.01 0.00 38.51 0| 0 0 0 4400 0.01 0.00 41.00 0| 0 5 0 4800 Total 0| 0 50,866 0 Indicative a-t-m Vol 40.32 Underlying Price 22.865 Time to expiry: 203 Days Mar 11 10.90 0.95 61.08 0| 0 0 0 1200 9.06 0.92 55.00 0| 0 0 0 1400 7.33 0.87 50.30 0| 0 0 0 1600 5.71 0.80 46.56 0| 0 0 0 1800 4.30 0.71 43.81 0| 0 0 0 2000 3.66 0.66 42.46 0| 0 0 0 2100 3.08 0.60 41.17 0| 0 0 0 2200 2.57 0.54 40.20 0| 0 0 0 2300 2.11 0.48 39.47 0| 0 75 0 2400 1.39 0.37 37.89 0| 0 0 0 2600 0.88 0.27 36.98 0| 0 100 0 2800 0.54 0.18 35.99 0| 0 50 0 3000 0.32 0.12 35.36 0| 0 60 0 3200 0.19 0.08 34.92 0| 0 0 0 3400 0.11 0.05 34.65 0| 0 0 0 3600 0.04 0.02 34.53 0| 0 0 0 4000 0.01 0.01 34.85 0| 0 0 0 4400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 35.50 0| 0 0 0 4800 Total 0| 0 285 0 Indicative a-t-m Vol 40.56 Underlying Price 22.865 Time to expiry: 385 Days Sep 11 7.70 0.83 46.85 0| 0 0 0 1600 5.01 0.69 42.45 0| 0 0 0 2000 3.95 0.61 41.10 0| 0 0 0 2200 3.04 0.52 39.87 0| 0 10 0 2400 1.64 0.35 37.00 0| 0 0 0 2800 0.80 0.21 34.71 0| 0 624 0 3200 0.38 0.12 33.63 0| 0 90 0 3600 0.19 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 39.50 Underlying Price 22.865 Time to expiry: 567 Days Mar 12 8.09 0.81 46.82 0| 0 0 0 1600 5.53 0.68 41.98 0| 0 0 0 2000 4.45 0.61 40.09 0| 0 0 0 2200 3.56 0.54 38.73 0| 0 0 0 2400 2.20 0.39 36.46 0| 0 0 0 2800 1.28 0.27 34.73 0| 0 0 0 3200 0.73 0.18 33.64 0| 0 0 0 3600 0.40 0.11 32.61 0| 0 0 0 4000 0.17 0.05 33.33 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 51,875 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.62 Underlying Price 22.865 Time to expiry: 21 Days Sep 10 0.01 0.00 76.84 0| 0 0 0 1200 0.01 0.00 62.77 0| 0 518 0 1400 0.01 0.00 53.00 0| 0 50 0 1600 0.01 -0.01 46.22 0| 0 500 0 1800 0.04 -0.04 43.62 0| 0 0 0 1900 0.10 -0.09 41.44 0| 0 426 0 2000 0.23 -0.18 40.04 0| 0 0 0 2100 0.34 -0.24 39.23 0| 0 0 0 2150 0.47 -0.32 37.93 0| 0 565 0 2200 0.65 -0.41 37.13 0| 0 0 0 2250 0.89 -0.51 36.44 0| 0 1 0 2300 1.17 -0.60 36.06 0| 0 0 0 2350 1.51 -0.69 35.95 0| 0 47,200 0 2400 1.89 -0.77 36.15 0| 0 0 0 2450 2.29 -0.84 35.14 0| 0 0 0 2500 3.19 -0.93 34.54 0| 0 330 0 2600 4.15 -0.97 34.08 0| 0 0 0 2700 5.13 -0.99 33.76 0| 0 364 0 2800 7.13 -1.00 33.48 0| 0 325 0 3000 9.13 -1.00 33.56 0| 0 889 0 3200 11.13 -1.00 33.94 0| 0 400 0 3400 13.13 -1.00 34.56 0| 0 115 0 3600 17.12 -1.00 36.30 0| 0 0 0 4000 21.12 -1.00 38.51 0| 0 610 0 4400 25.12 -1.00 41.00 0| 0 0 0 4800 Total 0| 0 52,293 0 Indicative a-t-m Vol 40.32 Underlying Price 22.865 Time to expiry: 203 Days Mar 11 0.27 -0.05 61.08 0| 0 2,093 0 1200 0.42 -0.08 55.00 0| 0 500 0 1400 0.67 -0.13 50.30 0| 0 2,500 0 1600 1.05 -0.20 46.56 0| 0 0 0 1800 1.63 -0.29 43.81 0| 0 1,500 0 2000 1.98 -0.34 42.46 0| 0 0 0 2100 2.40 -0.40 41.17 0| 0 200 0 2200 2.88 -0.46 40.20 0| 0 100 0 2300 3.42 -0.52 39.47 0| 0 93 0 2400 4.69 -0.63 37.89 0| 0 50 0 2600 6.17 -0.73 36.98 0| 0 218 0 2800 7.81 -0.82 35.99 0| 0 170 0 3000 9.59 -0.88 35.36 0| 0 0 0 3200 11.44 -0.92 34.92 0| 0 0 0 3400 13.35 -0.95 34.65 0| 0 50 0 3600 17.26 -0.98 34.53 0| 0 0 0 4000 21.22 -0.99 34.85 0| 0 0 0 4400 25.19 -1.00 35.50 0| 0 0 0 4800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 40.56 Underlying Price 22.865 Time to expiry: 385 Days Sep 11 1.25 -0.17 46.85 0| 0 0 0 1600 2.52 -0.31 42.45 0| 0 220 0 2000 3.43 -0.39 41.10 0| 0 0 0 2200 4.50 -0.48 39.87 0| 0 0 0 2400 7.05 -0.65 37.00 0| 0 40 0 2800 10.16 -0.79 34.71 0| 0 90 0 3200 13.69 -0.88 33.63 0| 0 0 0 3600 17.44 -0.94 33.00 0| 0 0 0 4000 25.21 -0.98 33.57 0| 0 0 0 4800 Total 0| 0 350 0 Indicative a-t-m Vol 39.50 Underlying Price 22.865 Time to expiry: 567 Days Mar 12 1.88 -0.19 46.82 0| 0 60 0 1600 3.23 -0.32 41.98 0| 0 32 0 2000 4.12 -0.39 40.09 0| 0 0 0 2200 5.19 -0.46 38.73 0| 0 0 0 2400 7.74 -0.61 36.46 0| 0 0 0 2800 10.75 -0.73 34.73 0| 0 0 0 3200 14.12 -0.82 33.64 0| 0 0 0 3600 17.72 -0.89 32.61 0| 0 0 0 4000 25.33 -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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 37.44 Underlying Price 30.300 Time to expiry: 21 Days Sep 10 10.31 1.00 54.65 0| 0 0 0 2000 8.31 1.00 50.06 0| 0 0 0 2200 6.33 0.98 46.19 0| 0 0 0 2400 4.40 0.93 42.89 0| 0 2 0 2600 2.65 0.80 40.04 0| 0 0 0 2800 1.90 0.70 38.61 0| 0 0 0 2900 1.28 0.56 37.70 0| 0 1 0 3000 0.79 0.42 36.82 0| 0 0 0 3100 0.40 0.45 0.28 35.96 0.40 0.40 2| 0 1 0 3200 0.23 0.17 35.12 0| 0 0 0 3300 0.15 0.11 0.09 34.32 0.15 0.15 3| 0 3 0 3400 0.04 0.04 32.83 0| 0 0 0 3500 0.01 0.01 31.41 0| 0 4 0 3600 0.01 0.00 30.49 0| 0 0 0 3700 0.01 0.00 30.04 0| 0 564 0 3800 0.01 0.00 30.51 0| 0 769 0 4000 0.01 0.00 30.91 0| 0 60 0 4200 0.01 0.00 31.29 0| 0 60 0 4400 0.01 0.00 31.73 0| 0 0 0 4800 0.01 0.00 32.13 0| 0 0 0 5600 Total 5| 0 1,464 0 Indicative a-t-m Vol 34.19 Underlying Price 30.300 Time to expiry: 112 Days Dec 10 10.47 0.96 44.77 0| 0 0 0 2000 8.59 0.93 42.01 0| 0 0 0 2200 6.80 0.88 39.75 0| 0 0 0 2400 3.71 0.69 36.30 0| 0 0 0 2800 2.49 0.56 34.41 0| 0 0 0 3000 1.56 0.42 32.92 0| 0 0 0 3200 0.89 0.29 31.55 0| 0 310 0 3400 0.46 0.18 30.54 0| 0 9 0 3600 0.24 0.11 30.20 0| 0 542 0 3800 0.11 0.05 29.29 0| 0 0 0 4000 0.05 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| 0 881 0 Indicative a-t-m Vol 33.18 Underlying Price 30.300 Time to expiry: 203 Days Mar 11 10.78 0.93 43.66 0| 0 0 0 2000 9.02 0.89 41.68 0| 0 0 0 2200 7.36 0.83 39.53 0| 0 0 0 2400 4.44 0.67 35.33 0| 0 6 0 2800 3.23 0.57 33.44 0| 0 0 0 3000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.23 0.46 31.74 0| 0 0 0 3200 1.46 0.35 30.22 0| 0 0 0 3400 0.90 0.25 29.06 0| 0 52 0 3600 0.53 0.17 27.96 0| 0 1 0 3800 0.29 0.11 27.13 0| 0 5 0 4000 0.16 0.06 26.55 0| 0 0 0 4200 0.08 0.04 26.15 0| 0 0 0 4400 0.02 0.01 25.96 0| 0 0 0 4800 0.01 0.00 27.68 0| 0 0 0 5600 Total 0| 0 64 0 Indicative a-t-m Vol 33.12 Underlying Price 30.300 Time to expiry: 294 Days Jun 11 11.15 0.90 43.60 0| 0 0 0 2000 9.49 0.86 41.61 0| 0 0 0 2200 7.90 0.81 39.46 0| 0 0 0 2400 5.07 0.67 35.26 0| 0 0 0 2800 3.87 0.58 33.37 0| 0 0 0 3000 2.84 0.49 31.67 0| 0 0 0 3200 2.01 0.40 30.15 0| 0 0 0 3400 1.38 0.31 28.99 0| 0 0 0 3600 0.90 0.23 27.89 0| 0 0 0 3800 0.57 0.16 27.06 0| 0 0 0 4000 0.22 0.07 26.08 0| 0 0 0 4400 0.09 0.03 25.89 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 5| 0 2,409 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 37.44 Underlying Price 30.300 Time to expiry: 21 Days Sep 10 0.01 0.00 54.65 0| 0 0 0 2000 0.01 0.00 50.06 0| 0 0 0 2200 0.02 -0.02 46.19 0| 2 515 +2 2400 0.10 -0.07 42.89 0| 0 0 0 2600 0.34 -0.20 40.04 0| 0 0 0 2800 0.59 -0.30 38.61 0| 0 0 0 2900 0.97 -0.44 37.70 0| 0 2 0 3000 1.49 -0.58 36.82 0| 0 0 0 3100 2.14 -0.72 35.96 0| 0 0 0 3200 2.92 -0.83 35.12 0| 0 250 0 3300 3.80 -0.91 34.32 0| 0 100 0 3400 4.73 -0.96 32.83 0| 0 0 0 3500 5.71 -0.99 31.41 0| 0 0 0 3600 6.70 -1.00 30.49 0| 0 0 0 3700 7.70 -1.00 30.04 0| 0 20 0 3800 9.70 -1.00 30.51 0| 0 0 0 4000 11.70 -1.00 30.91 0| 0 3 0 4200 13.70 -1.00 31.29 0| 0 0 0 4400 17.70 -1.00 31.73 0| 0 1 0 4800 25.70 -1.00 32.13 0| 0 0 0 5600 Total 0| 2 891 +2 Indicative a-t-m Vol 34.19 Underlying Price 30.300 Time to expiry: 112 Days Dec 10 0.12 -0.04 44.77 0| 0 0 0 2000 0.23 -0.07 42.01 0| 0 0 0 2200 0.48 0.44 -0.12 39.75 0.48 0.48 3| 0 0 0 2400 1.34 -0.31 36.30 0| 0 0 0 2800 2.12 -0.44 34.41 0| 0 20 0 3000 3.18 -0.58 32.92 0| 0 12 0 3200 4.51 -0.71 31.55 0| 0 0 0 3400 6.09 -0.83 30.54 0| 0 0 0 3600 7.88 -0.90 30.20 0| 0 500 0 3800 9.75 -0.96 29.29 0| 0 0 0 4000 11.71 -0.99 28.93 0| 0 0 0 4200 13.70 -1.00 28.67 0| 0 0 0 4400 17.70 -1.00 28.58 0| 0 0 0 4800 25.70 -1.00 29.21 0| 0 0 0 5600 Total 3| 0 532 0 Indicative a-t-m Vol 33.18 Underlying Price 30.300 Time to expiry: 203 Days Mar 11 0.37 -0.07 43.66 0| 0 0 0 2000 0.61 -0.11 41.68 0| 0 3 0 2200 0.94 -0.17 39.53 0| 0 0 0 2400 2.00 -0.33 35.33 0| 0 5 0 2800 2.78 -0.43 33.44 0| 0 0 0 3000 3.78 -0.54 31.74 0| 0 1 0 3200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.01 -0.65 30.22 0| 0 20 0 3400 6.45 -0.75 29.06 0| 0 243 0 3600 8.08 -0.84 27.96 0| 0 0 0 3800 9.86 -0.91 27.13 0| 0 0 0 4000 11.75 -0.95 26.55 0| 0 0 0 4200 13.70 -0.99 26.15 0| 0 0 0 4400 17.70 -1.00 25.96 0| 0 0 0 4800 25.70 -1.00 27.68 0| 0 0 0 5600 Total 0| 0 272 0 Indicative a-t-m Vol 33.12 Underlying Price 30.300 Time to expiry: 294 Days Jun 11 0.75 0.68 -0.10 43.60 0.75 0.75 3| 0 0 0 2000 1.00 -0.14 41.61 0| 0 0 0 2200 1.40 -0.20 39.46 0| 0 0 0 2400 2.54 -0.33 35.26 0| 0 0 0 2800 3.32 -0.42 33.37 0| 0 0 0 3000 4.29 -0.51 31.67 0| 0 0 0 3200 5.45 -0.61 30.15 0| 0 0 0 3400 6.82 -0.70 28.99 0| 0 0 0 3600 8.36 -0.78 27.89 0| 0 0 0 3800 10.04 -0.86 27.06 0| 0 0 0 4000 13.75 -0.95 26.08 0| 0 0 0 4400 17.70 -1.00 25.89 0| 0 0 0 4800 Total 3| 0 0 0 Total Puts 6| 2 1,695 +2 Grand Total 11| 2 4,104 +2 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 45.21 Underlying Price 12.485 Time to expiry: 21 Days Sep 10 3.70 0.99 66.00 0| 0 0 0 880 2.91 0.97 59.35 0| 0 0 0 960 2.74 0.96 58.09 0| 0 0 0 977 1.62 0.85 52.60 0| 0 120 0 1100 1.09 1.21 0.77 49.65 1.09 1.09 120| 0 0 0 1150 1.03 0.73 47.50 0| 0 1,340 0 1172 0.84 0.66 47.01 0| 0 240 0 1200 0.49 0.55 0.52 45.17 0.49 0.49 10| 66 1,393 0 1250 0.32 0.37 42.91 0| 620 15,549 +544 1300 0.13 0.15 0.21 42.77 0.13 0.11 170| 0 10,137 0 1368 0.10 0.15 43.05 0| 86 5,411 +86 1400 0.04 0.07 42.43 0| 0 15,409 0 1466 0.03 0.05 43.86 0| 0 1,837 0 1500 0.01 0.02 42.15 0| 0 13,226 0 1563 0.01 0.00 42.30 0| 0 3,471 0 1661 0.01 0.00 42.83 0| 0 7,634 0 1759 0.01 0.00 43.16 0| 0 652 0 1800 0.01 0.00 43.68 0| 0 20,118 0 1856 0.01 0.00 44.14 0| 0 0 0 1900 0.01 0.00 44.77 0| 0 35,700 0 1954 0.01 0.00 46.07 0| 0 3,030 0 2052 0.01 0.00 47.52 0| 0 0 0 2150 0.01 0.00 50.76 0| 0 363 0 2345 0.01 0.00 58.00 0| 0 0 0 2736 Total 300| 772 135,630 +630 Indicative a-t-m Vol 44.05 Underlying Price 12.485 Time to expiry: 49 Days Oct 10 3.01 0.91 57.87 0| 0 0 0 960 2.65 0.88 55.35 0| 0 0 0 1000 1.81 0.78 50.10 0| 0 120 0 1100 1.45 0.71 49.11 0| 0 0 0 1150 1.11 0.63 46.39 0| 0 1,701 0 1200 0.81 0.53 44.01 0| 0 295 0 1250 0.57 0.43 42.30 0| 0 405 0 1300 0.39 0.39 0.33 41.40 0.39 0.39 120| 0 360 0 1350 0.26 0.25 40.72 0| 120 448 +120 1400 0.16 0.17 39.76 0| 0 2,487 0 1450 0.10 0.12 39.81 0| 0 313 0 1500 0.06 0.08 39.42 0| 0 1 0 1550 0.04 0.05 38.89 0| 0 900 0 1600 0.01 0.02 39.16 0| 0 21 0 1700 0.01 0.01 40.00 0| 0 0 0 1800 Total 120| 120 7,051 +120 Indicative a-t-m Vol 44.89 Underlying Price 12.485 Time to expiry: 84 Days Nov 10 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.16 0.87 56.03 0| 0 0 0 960 2.82 0.84 54.40 0| 0 0 0 1000 2.04 0.74 50.21 0| 65 65 +65 1100 1.68 0.68 48.15 0| 0 0 0 1150 1.36 0.62 46.38 0| 0 2 0 1200 1.08 0.54 44.86 0| 0 90 0 1250 0.83 0.47 43.15 0| 2 155 0 1300 0.45 0.31 40.37 0| 1 1 +1 1400 0.23 0.22 0.19 38.39 0.23 0.23 120| 0 0 0 1500 0.10 0.10 37.31 0| 0 0 0 1600 Total 120| 68 313 +66 Indicative a-t-m Vol 45.02 Underlying Price 12.485 Time to expiry: 112 Days Dec 10 8.60 0.99 94.00 0| 0 0 0 391 7.83 0.99 87.07 0| 0 0 0 469 7.08 0.98 80.75 0| 0 0 0 547 6.70 0.98 77.76 0| 0 0 0 586 6.20 6.32 0.97 74.36 6.20 6.20 75| 0 0 0 625 5.57 0.96 68.23 0| 0 0 0 703 4.84 0.93 64.63 0| 0 0 0 782 4.15 0.90 61.36 0| 0 3 0 860 3.47 0.86 57.50 0| 0 10 0 938 3.14 0.83 55.54 0| 0 0 0 977 2.38 0.75 51.39 0| 0 2,764 0 1075 1.71 0.65 47.51 0| 120 3,201 +120 1172 1.00 0.49 43.37 1,000| 120 11,308 -64 1300 0.70 0.39 41.37 0| 0 17,227 0 1368 0.26 0.32 0.23 38.37 0.26 0.26 120| 0 20,726 0 1500 0.22 0.17 37.56 0| 0 43,275 0 1563 0.16 0.14 37.05 0| 0 15,878 0 1600 0.08 0.07 35.81 0| 0 34,225 0 1700 0.04 0.05 34.81 0| 0 21,031 0 1759 0.03 0.04 34.33 0| 0 15,799 0 1800 0.01 0.02 33.30 0| 0 3,750 0 1900 0.01 0.01 32.83 0| 0 39,420 0 1954 0.01 0.00 31.61 0| 0 7,876 0 2150 0.01 0.00 31.03 0| 0 1,125 0 2345 0.01 0.00 31.36 0| 0 53,880 0 2736 0.01 0.00 33.20 0| 0 605 0 3127 0.01 0.00 36.15 0| 0 25 0 3517 0.01 0.00 40.00 0| 0 25 0 3908 Total 1,195| 240 292,153 +56 Indicative a-t-m Vol 44.37 Underlying Price 12.485 Time to expiry: 203 Days Mar 11 4.24 0.85 57.42 0| 0 0 0 880 3.60 0.81 54.01 0| 0 0 0 960 3.29 0.78 52.32 0| 0 87 0 1000 2.59 0.71 49.06 0| 0 0 0 1100 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.96 0.62 46.08 0| 0 170 0 1200 1.28 1.40 0.52 42.59 1.28 1.28 120| 5 3,814 +5 1300 0.93 0.97 0.42 40.65 0.93 0.93 120| 5 440 +5 1400 0.63 0.32 38.37 0| 0 7,236 0 1500 0.39 0.23 36.47 0| 0 10,932 0 1600 0.23 0.15 35.07 0| 0 12,437 0 1700 0.13 0.10 33.70 0| 0 475 0 1800 0.07 0.06 32.97 0| 0 1,954 0 1900 0.04 0.04 32.56 0| 0 5,435 0 2000 0.01 0.01 32.28 0| 0 85 0 2200 0.01 0.01 33.00 0| 0 229 0 2400 Total 240| 10 43,294 +10 Indicative a-t-m Vol 43.54 Underlying Price 12.485 Time to expiry: 294 Days Jun 11 8.63 0.99 75.00 0| 0 0 0 391 7.89 0.98 71.97 0| 0 0 0 469 7.17 0.97 68.57 0| 0 0 0 547 6.81 0.96 66.79 0| 0 0 0 586 5.75 0.93 60.25 0| 0 0 0 703 5.07 0.90 57.59 0| 0 79 0 782 4.44 0.86 54.92 0| 0 199 0 860 3.84 0.82 52.70 0| 0 111 0 938 3.55 0.79 51.46 0| 0 85 0 977 2.69 0.71 47.53 0| 0 12 0 1100 2.25 0.65 45.61 0| 0 233 0 1172 2.08 0.62 44.86 0| 0 3,737 0 1200 1.55 0.53 42.16 0| 0 283 0 1300 1.26 0.47 40.95 0| 0 3,225 0 1368 1.13 0.44 40.48 0| 0 2,831 0 1400 0.78 0.35 38.19 0| 0 8,832 0 1500 0.60 0.29 37.04 0| 0 27,017 0 1563 0.23 0.15 33.67 0| 0 2,083 0 1759 0.10 0.07 32.68 0| 0 1,535 0 1954 0.04 0.03 32.18 0| 0 430 0 2150 0.02 0.01 31.68 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 43.34 Underlying Price 12.485 Time to expiry: 476 Days Dec 11 7.92 0.97 68.00 0| 0 0 0 469 6.87 0.95 62.09 0| 0 0 0 586 5.88 0.91 58.39 0| 0 0 0 703 5.26 0.87 55.82 0| 0 0 0 782 4.66 0.84 53.37 0| 0 0 0 860 4.09 0.79 51.07 0| 0 0 0 938 3.83 0.77 49.88 0| 0 0 0 977 2.62 0.64 44.93 0| 0 7,100 0 1172 1.68 0.50 40.88 0| 0 8,030 0 1368 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.18 0.40 38.53 0| 0 2,580 0 1500 1.00 0.36 37.72 0| 0 18,000 0 1563 0.89 0.33 37.07 0| 0 3,000 0 1600 0.55 0.24 35.30 0| 0 60,167 0 1759 0.51 0.22 35.46 0| 0 200 0 1800 0.33 0.16 34.72 0| 0 1,700 0 1954 0.22 0.11 35.09 0| 0 9,107 0 2150 0.16 0.08 36.18 0| 0 0 0 2345 0.07 0.04 36.58 0| 0 0 0 2736 0.05 0.03 39.08 0| 0 0 0 3127 Total 0| 0 109,884 0 Indicative a-t-m Vol 44.04 Underlying Price 12.485 Time to expiry: 658 Days Jun 12 6.73 0.95 61.61 0| 0 0 0 600 5.17 0.86 56.00 0| 0 0 0 800 2.81 0.65 46.00 0| 0 80 0 1172 1.83 0.52 41.00 0| 0 0 0 1368 1.16 0.39 37.84 0| 0 0 0 1563 0.66 0.26 34.88 0| 0 0 0 1759 0.37 0.17 32.80 0| 0 0 0 1954 0.23 0.11 35.85 0| 0 0 0 2345 0.12 0.06 40.32 0| 0 0 0 3127 Total 0| 0 80 0 Indicative a-t-m Vol 42.08 Underlying Price 12.485 Time to expiry: 847 Days Dec 12 6.76 0.94 60.00 0| 0 0 0 600 5.22 0.86 53.85 0| 0 0 0 800 2.90 0.65 43.48 0| 0 0 0 1172 1.63 0.46 38.13 0| 0 132 0 1466 1.30 0.40 36.57 0| 0 3,500 0 1563 1.19 0.38 35.91 0| 0 5,000 0 1600 1.03 0.35 35.13 0| 0 2,001 0 1661 0.74 0.27 33.70 0| 0 8,500 0 1800 0.58 0.22 33.86 0| 0 6,502 0 1954 0.38 0.16 33.11 0| 0 12,500 0 2150 0.38 0.15 36.00 0| 0 9 0 2345 0.25 0.10 40.99 0| 0 0 0 3127 Total 0| 0 38,144 0 Indicative a-t-m Vol 41.49 Underlying Price 12.485 Time to expiry: 1029 Days Jun 13 6.68 0.96 60.42 0| 0 0 0 600 5.15 0.87 54.64 0| 0 0 0 800 2.68 0.64 42.43 0| 0 0 0 1200 1.83 0.51 38.61 0| 0 0 0 1400 1.21 0.39 35.91 0| 0 0 0 1600 0.47 0.20 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 41.25 Underlying Price 12.485 Time to expiry: 1211 Days Dec 13 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.70 0.96 60.00 0| 0 0 0 600 5.21 0.86 54.00 0| 0 0 0 800 2.81 0.64 42.00 0| 0 6 0 1200 1.37 0.41 35.91 0| 0 0 0 1600 0.55 0.22 31.35 0| 0 0 0 2000 0.48 0.18 35.24 0| 0 0 0 2400 Total 0| 0 6 0 Indicative a-t-m Vol 42.13 Underlying Price 12.485 Time to expiry: 1575 Days Dec 14 6.60 0.98 60.29 0| 0 0 0 600 5.09 0.88 54.51 0| 0 0 0 800 2.86 0.65 43.00 0| 0 0 0 1200 1.42 0.42 35.91 0| 0 0 0 1600 0.71 0.26 32.71 0| 0 0 0 2000 0.60 0.21 35.51 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 1,975| 1,210 680,301 +882 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 45.21 Underlying Price 12.485 Time to expiry: 21 Days Sep 10 0.01 -0.01 66.00 0| 0 5,305 0 880 0.02 -0.03 59.35 0| 0 320 0 960 0.03 -0.04 58.09 0| 0 6,826 0 977 0.13 -0.15 52.60 0| 0 2,592 0 1100 0.28 0.22 -0.23 49.65 0.28 0.28 120| 0 0 0 1150 0.35 0.26 -0.27 47.50 0.35 0.35 120| 0 14,856 0 1172 0.43 0.35 -0.34 47.01 0.43 0.43 115| 150 5,826 +150 1200 0.56 -0.48 45.17 0| 120 1,781 -89 1250 0.83 -0.63 42.91 0| 0 16,783 0 1300 1.49 1.34 -0.79 42.77 1.49 1.49 140| 0 7,550 0 1368 1.61 -0.85 43.05 0| 0 810 0 1400 2.21 -0.93 42.43 0| 65 3,515 -65 1466 2.54 -0.95 43.86 0| 0 27 0 1500 3.15 -0.98 42.15 0| 0 7,250 0 1563 4.13 -1.00 42.30 0| 0 637 0 1661 5.11 -1.00 42.83 0| 0 427 0 1759 5.52 -1.00 43.16 0| 0 15 0 1800 6.08 -1.00 43.68 0| 0 1 0 1856 6.52 -1.00 44.14 0| 0 0 0 1900 7.06 -1.00 44.77 0| 0 11 0 1954 8.04 -1.00 46.07 0| 0 175 0 2052 9.02 -1.00 47.52 0| 0 160 0 2150 10.97 -1.00 50.76 0| 0 0 0 2345 14.88 -1.00 58.00 0| 0 0 0 2736 Total 495| 335 74,867 -4 Indicative a-t-m Vol 44.05 Underlying Price 12.485 Time to expiry: 49 Days Oct 10 0.12 -0.09 57.87 0| 0 0 0 960 0.16 -0.12 55.35 0| 0 250 0 1000 0.32 -0.22 50.10 0| 0 240 0 1100 0.46 -0.29 49.11 0| 0 0 0 1150 0.61 -0.37 46.39 0| 0 8,673 0 1200 0.81 -0.47 44.01 0| 0 240 0 1250 1.07 -0.57 42.30 0| 78 160 +37 1300 1.40 -0.67 41.40 0| 0 170 0 1350 1.77 -0.75 40.72 0| 0 54 0 1400 2.17 -0.83 39.76 0| 0 100 0 1450 2.61 -0.88 39.81 0| 0 329 0 1500 3.07 -0.92 39.42 0| 0 0 0 1550 3.54 -0.95 38.89 0| 0 84 0 1600 4.52 -0.98 39.16 0| 0 120 0 1700 5.52 -1.00 40.00 0| 0 0 0 1800 Total 0| 78 10,420 +37 Indicative a-t-m Vol 44.89 Underlying Price 12.485 Time to expiry: 84 Days Nov 10 0.26 -0.13 56.03 0| 0 0 0 960 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 0.32 -0.16 54.40 0.34 0.33 240| 0 0 0 1000 0.54 -0.26 50.21 0| 4 129 +4 1100 0.77 0.68 -0.32 48.15 0.77 0.77 63| 0 0 0 1150 0.86 -0.38 46.38 0| 50 150 +45 1200 1.07 -0.46 44.86 0| 0 69 0 1250 1.32 -0.53 43.15 0| 0 95 0 1300 1.94 -0.69 40.37 0| 0 0 0 1400 2.71 -0.82 38.39 0| 0 0 0 1500 3.60 -0.90 37.31 0| 0 0 0 1600 Total 303| 54 443 +49 Indicative a-t-m Vol 45.02 Underlying Price 12.485 Time to expiry: 112 Days Dec 10 0.02 -0.01 94.00 0| 0 0 0 391 0.03 -0.01 87.07 0| 0 10 0 469 0.05 -0.02 80.75 0| 0 269 0 547 0.06 -0.02 77.76 0| 0 375 0 586 0.07 -0.03 74.36 0| 0 180 0 625 0.10 -0.04 68.23 0| 0 350 0 703 0.16 -0.07 64.63 0| 0 3,785 0 782 0.24 -0.10 61.36 0| 0 1,203 0 860 0.35 -0.14 57.50 0| 0 1,285 0 938 0.40 -0.17 55.54 0| 0 2,370 0 977 0.64 0.62 -0.25 51.39 0.64 0.64 559| 70 27,669 +70 1075 0.98 0.91 -0.35 47.51 0.98 0.98 120| 51 13,154 0 1172 1.48 -0.52 43.37 1,000| 0 13,439 0 1300 1.87 -0.61 41.37 0| 0 29,599 0 1368 2.81 -0.77 38.37 0| 0 16,333 0 1500 3.35 3.33 -0.84 37.56 3.35 3.35 7| 0 18,784 0 1563 3.65 -0.87 37.05 0| 0 0 0 1600 4.57 -0.93 35.81 0| 0 10,801 0 1700 5.13 -0.96 34.81 0| 0 5,793 0 1759 5.53 -0.97 34.33 0| 0 1,815 0 1800 6.52 -1.00 33.30 0| 0 3 0 1900 7.06 -1.00 32.83 0| 0 3,750 0 1954 9.02 -1.00 31.61 0| 0 1,097 0 2150 10.97 -1.00 31.03 0| 0 267 0 2345 14.88 -1.00 31.36 0| 0 25 0 2736 18.79 -1.00 33.20 0| 0 0 0 3127 22.69 -1.00 36.15 0| 0 0 0 3517 26.60 -1.00 40.00 0| 0 0 0 3908 Total 1,686| 121 152,356 +70 Indicative a-t-m Vol 44.37 Underlying Price 12.485 Time to expiry: 203 Days Mar 11 0.51 -0.15 57.42 0| 120 4,242 -45 880 0.66 -0.19 54.01 0| 0 636 0 960 0.75 -0.22 52.32 0| 0 3,159 0 1000 1.04 -0.29 49.06 0| 0 2,884 0 1100 1.54 1.42 -0.38 46.08 1.54 1.54 120| 0 10,949 0 1200 1.90 1.85 -0.48 42.59 1.90 1.90 140| 120 240 +120 1300 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.42 -0.59 40.65 0| 65 961 0 1400 3.08 -0.69 38.37 0| 0 4,129 0 1500 3.84 -0.78 36.47 0| 0 95 0 1600 4.68 -0.86 35.07 0| 0 160 0 1700 5.59 -0.92 33.70 0| 0 75 0 1800 6.54 -0.96 32.97 0| 0 0 0 1900 7.52 -0.98 32.56 0| 0 0 0 2000 9.52 -1.00 32.28 0| 0 0 0 2200 11.52 -1.00 33.00 0| 0 0 0 2400 Total 260| 305 27,530 +75 Indicative a-t-m Vol 43.54 Underlying Price 12.485 Time to expiry: 294 Days Jun 11 0.09 -0.02 75.00 0| 0 81 0 391 0.15 -0.04 71.97 0| 0 0 0 469 0.23 -0.06 68.57 0| 0 0 0 547 0.27 -0.07 66.79 0| 0 2,100 0 586 0.41 -0.10 60.25 0| 0 170 0 703 0.55 -0.14 57.59 0| 0 237 0 782 0.72 -0.18 54.92 0| 100 575 +6 860 1.00 0.94 -0.22 52.70 1.00 0.95 240| 120 1,604 +96 938 1.08 1.05 -0.25 51.46 1.08 1.08 54| 120 5,990 +94 977 1.46 -0.34 47.53 0| 120 897 +120 1100 1.76 -0.39 45.61 0| 0 22,960 0 1172 1.89 -0.42 44.86 0| 40 6,226 +40 1200 2.38 -0.51 42.16 0| 0 305 0 1300 2.79 -0.57 40.95 0| 0 5,596 0 1368 3.00 -0.59 40.48 0| 0 268 0 1400 3.66 -0.68 38.19 0| 0 109 0 1500 4.12 -0.73 37.04 0| 0 3,088 0 1563 5.73 -0.87 33.67 0| 0 211 0 1759 7.54 -0.93 32.68 0| 0 181 0 1954 9.44 -0.97 32.18 0| 0 190 0 2150 11.35 -0.99 31.68 0| 0 163 0 2345 19.10 -1.00 34.00 0| 0 43 0 3127 Total 294| 500 50,994 +356 Indicative a-t-m Vol 43.34 Underlying Price 12.485 Time to expiry: 476 Days Dec 11 0.29 -0.05 68.00 0| 0 0 0 469 0.45 -0.08 62.09 0| 0 0 0 586 0.68 -0.12 58.39 0| 0 0 0 703 0.87 -0.16 55.82 0| 0 80 0 782 1.08 -0.19 53.37 0| 0 160 0 860 1.30 -0.23 51.07 0| 0 362 0 938 1.43 -0.25 49.88 0| 0 10,758 0 977 2.20 -0.38 44.93 0| 0 6,705 0 1172 3.22 -0.51 40.88 0| 0 17,508 0 1368 4.00 4.04 -0.61 38.53 4.00 4.00 7| 0 0 0 1500 4.48 -0.65 37.72 0| 0 19,252 0 1563 4.75 -0.68 37.07 0| 0 0 0 1600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.00 -0.78 35.30 0| 0 750 0 1759 6.36 -0.79 35.46 0| 0 0 0 1800 7.72 -0.86 34.72 0| 0 1 0 1954 9.56 -0.90 35.09 0| 0 38 0 2150 11.44 -0.93 36.18 0| 0 0 0 2345 15.24 -0.97 36.58 0| 0 0 0 2736 19.10 -0.98 39.08 0| 0 0 0 3127 Total 7| 0 55,614 0 Indicative a-t-m Vol 44.04 Underlying Price 12.485 Time to expiry: 658 Days Jun 12 0.81 -0.12 61.61 0| 0 0 0 600 1.42 -0.20 56.00 0| 0 0 0 800 2.94 -0.40 46.00 0| 0 0 0 1172 3.96 -0.53 41.00 0| 0 4 0 1368 5.26 -0.65 37.84 0| 0 0 0 1563 6.73 -0.76 34.88 0| 0 0 0 1759 8.38 -0.85 32.80 0| 0 0 0 1954 12.09 -0.90 35.85 0| 0 0 0 2345 19.64 -0.95 40.32 0| 0 0 0 3127 Total 0| 0 4 0 Indicative a-t-m Vol 42.08 Underlying Price 12.485 Time to expiry: 847 Days Dec 12 0.99 -0.12 60.00 0| 0 0 0 600 1.60 -0.20 53.85 0| 0 0 0 800 3.09 -0.39 43.48 0| 0 1 0 1172 4.76 -0.56 38.13 0| 0 0 0 1466 5.40 -0.62 36.57 0| 0 16 0 1563 5.65 -0.64 35.91 0| 0 5,000 0 1600 6.09 -0.68 35.13 0| 0 1,000 0 1661 7.18 -0.75 33.70 0| 0 0 0 1800 8.53 -0.79 33.86 0| 0 3,026 0 1954 10.26 -0.85 33.11 0| 0 0 0 2150 12.16 -0.86 36.00 0| 0 0 0 2345 19.68 -0.91 40.99 0| 0 5 0 3127 Total 0| 0 9,048 0 Indicative a-t-m Vol 41.49 Underlying Price 12.485 Time to expiry: 1029 Days Jun 13 1.31 -0.14 60.42 0| 0 0 0 600 2.05 -0.22 54.64 0| 0 0 0 800 3.73 -0.43 42.43 0| 0 0 0 1200 4.89 -0.54 38.61 0| 0 0 0 1400 6.26 -0.65 35.91 0| 0 0 0 1600 9.44 -0.82 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 41.25 Underlying Price 12.485 Time to expiry: 1211 Days Dec 13 1.46 -0.14 60.00 0| 0 0 0 600 2.21 -0.22 54.00 0| 0 0 0 800 3.88 -0.41 42.00 0| 0 0 0 1200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 84 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.38 -0.62 35.91 0| 0 0 0 1600 9.44 -0.80 31.35 0| 0 0 0 2000 13.20 -0.83 35.24 0| 0 38 0 2400 Total 0| 0 38 0 Indicative a-t-m Vol 42.13 Underlying Price 12.485 Time to expiry: 1575 Days Dec 14 1.87 -0.15 60.29 0| 0 0 0 600 2.73 -0.22 54.51 0| 0 0 0 800 4.54 -0.41 43.00 0| 0 0 0 1200 6.96 -0.61 35.91 0| 0 0 0 1600 10.03 -0.76 32.71 0| 0 0 0 2000 13.65 -0.80 35.51 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 3,045| 1,393 381,314 +583 Grand Total 5,020| 2,603 1,061,615 +1,465 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 45.21 Underlying Price 12.485 Time to expiry: 21 Days Sep 10 3.70 0.99 66.00 0| 0 0 0 880 3.12 0.98 61.09 0| 0 0 0 938 2.91 0.97 59.35 0| 0 0 0 960 2.74 0.96 58.09 0| 0 0 0 977 1.62 0.85 52.60 0| 0 0 0 1100 1.21 0.77 49.65 0| 0 0 0 1150 1.03 0.73 47.50 0| 0 0 0 1172 0.84 0.66 47.01 0| 0 0 0 1200 0.55 0.52 45.17 0| 0 0 0 1250 0.32 0.37 42.91 0| 0 0 0 1300 0.15 0.21 42.77 0| 0 4 0 1368 0.10 0.15 43.05 0| 0 600 0 1400 0.04 0.07 42.43 0| 0 6,551 0 1466 0.03 0.05 43.86 0| 0 0 0 1500 0.01 0.02 42.15 0| 0 43,910 0 1563 0.01 0.00 42.30 0| 0 3,831 0 1661 0.01 0.00 42.83 0| 0 25,418 0 1759 0.01 0.00 43.16 0| 0 34,000 0 1800 0.01 0.00 43.68 0| 0 3,568 0 1856 0.01 0.00 44.14 0| 0 0 0 1900 0.01 0.00 44.77 0| 0 1,117 0 1954 0.01 0.00 46.07 0| 0 857 0 2052 0.01 0.00 47.52 0| 0 1,322 0 2150 0.01 0.00 50.76 0| 0 707 0 2345 0.01 0.00 58.00 0| 0 0 0 2736 0.01 0.00 60.78 0| 0 0 0 2876 0.01 0.00 65.72 0| 0 0 0 3127 Total 0| 0 121,885 0 Indicative a-t-m Vol 44.22 Underlying Price 12.485 Time to expiry: 203 Days Mar 11 5.73 0.93 63.66 0| 0 0 0 703 5.05 0.90 60.93 0| 0 0 0 782 4.40 0.86 57.98 0| 0 0 0 860 3.77 0.82 54.97 0| 0 0 0 938 3.47 0.80 53.49 0| 0 0 0 977 2.59 0.71 49.06 0| 0 0 0 1100 2.12 0.65 46.67 0| 0 0 0 1172 1.40 0.52 42.59 0| 0 500 0 1300 1.10 0.45 41.15 0| 0 0 0 1368 0.63 0.32 38.37 0| 0 0 0 1500 0.47 0.26 37.07 0| 0 0 0 1563 0.23 0.15 35.07 0| 0 2,500 0 1700 0.17 0.12 34.32 0| 0 3,816 0 1759 0.13 0.10 33.70 0| 0 3,975 0 1800 0.07 0.06 32.97 0| 0 30 0 1900 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 86 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.05 0.05 32.77 0| 0 110 0 1954 0.02 0.02 32.26 0| 0 0 0 2150 0.01 0.01 32.67 0| 0 0 0 2345 0.01 0.00 35.77 0| 0 0 0 2736 0.01 0.00 41.31 0| 0 0 0 3127 Total 0| 0 10,931 0 Indicative a-t-m Vol 44.81 Underlying Price 12.485 Time to expiry: 385 Days Sep 11 7.51 0.96 68.00 0| 0 0 0 469 6.41 0.92 64.40 0| 0 0 0 600 5.61 0.88 61.93 0| 0 0 0 703 5.05 0.84 60.61 0| 0 0 0 782 4.47 0.81 57.51 0| 0 0 0 860 3.93 0.77 55.08 0| 0 0 0 938 3.65 0.75 53.54 0| 0 0 0 977 2.42 0.62 46.69 0| 0 0 0 1172 1.48 0.47 41.91 0| 0 0 0 1368 0.73 0.31 36.30 0| 0 50 0 1563 0.34 0.18 33.43 0| 0 0 0 1759 0.17 0.10 32.32 0| 0 0 0 1954 0.06 0.04 30.11 0| 0 0 0 2150 0.04 0.03 31.00 0| 0 0 0 2345 0.01 0.01 32.00 0| 0 0 0 2736 0.01 0.01 36.00 0| 0 0 0 3127 Total 0| 0 50 0 Indicative a-t-m Vol 44.14 Underlying Price 12.485 Time to expiry: 567 Days Mar 12 6.68 0.90 62.64 0| 0 0 0 600 5.37 0.84 57.90 0| 0 0 0 782 4.81 0.80 54.79 0| 0 0 0 860 4.28 0.77 52.35 0| 0 0 0 938 4.01 0.75 50.80 0| 0 0 0 977 2.88 0.64 46.13 0| 0 0 0 1172 1.89 0.51 41.07 0| 0 0 0 1368 1.13 0.38 36.84 0| 0 0 0 1563 0.67 0.26 34.55 0| 0 0 0 1759 0.37 0.17 32.71 0| 0 0 0 1954 0.11 0.06 30.85 0| 0 0 0 2345 0.07 0.04 33.28 0| 0 0 0 2736 0.05 0.03 36.00 0| 0 0 0 3127 0.04 0.02 38.00 0| 0 50 0 3517 Total 0| 0 50 0 Indicative a-t-m Vol 42.61 Underlying Price 12.485 Time to expiry: 756 Days Sep 12 6.15 0.88 61.36 0| 0 0 0 600 4.90 0.81 55.07 0| 0 0 0 782 2.68 0.61 44.74 0| 0 0 0 1172 1.60 0.46 38.44 0| 0 0 0 1400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.07 0.36 35.60 0| 0 0 0 1563 0.67 0.26 33.79 0| 0 0 0 1759 0.39 0.17 32.09 0| 0 0 0 1954 0.14 0.07 30.27 0| 0 0 0 2345 0.07 0.04 34.91 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.39 Underlying Price 12.485 Time to expiry: 931 Days Mar 13 6.34 0.88 59.67 0| 0 0 0 600 5.17 0.81 54.57 0| 0 0 0 782 2.93 0.63 43.36 0| 0 0 0 1172 1.83 0.49 37.53 0| 0 0 0 1400 1.34 0.40 35.73 0| 0 0 0 1563 0.80 0.28 33.25 0| 0 0 0 1800 0.55 0.21 31.79 0| 0 0 0 1954 0.21 0.10 29.67 0| 0 0 0 2345 0.14 0.06 34.70 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.62 Underlying Price 12.485 Time to expiry: 1120 Days Sep 13 5.85 0.86 60.71 0| 0 0 0 600 4.73 0.79 54.09 0| 0 0 0 782 2.66 0.60 43.14 0| 0 0 0 1172 1.23 0.38 35.40 0| 0 0 0 1563 0.54 0.21 32.12 0| 0 0 0 1954 0.22 0.11 29.96 0| 0 0 0 2345 0.16 0.07 35.00 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.94 Underlying Price 12.485 Time to expiry: 1302 Days Mar 14 6.05 0.86 60.09 0| 0 0 0 600 4.95 0.80 53.42 0| 0 0 0 782 2.96 0.62 43.42 0| 0 0 0 1172 1.49 0.42 35.91 0| 0 0 0 1563 0.71 0.25 32.14 0| 0 0 0 1954 0.31 0.14 29.68 0| 0 0 0 2345 0.25 0.10 34.96 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.40 Underlying Price 12.485 Time to expiry: 1484 Days Sep 14 5.43 0.85 59.50 0| 0 0 0 600 4.42 0.78 52.80 0| 0 1 0 782 2.60 0.60 42.75 0| 0 0 0 1172 1.32 0.40 35.90 0| 0 0 0 1563 0.63 0.24 32.13 0| 0 0 0 1954 0.28 0.13 29.67 0| 0 0 0 2345 0.24 0.10 34.77 0| 0 0 0 3127 Total 0| 0 1 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 40.24 Underlying Price 12.485 Time to expiry: 1666 Days Mar 15 5.62 0.85 59.23 0| 0 0 0 600 4.49 0.78 51.22 0| 0 0 0 800 2.63 0.60 40.97 0| 0 0 0 1200 1.39 0.41 35.02 0| 0 0 0 1600 0.69 0.25 31.59 0| 0 0 0 2000 0.31 0.14 28.91 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 132,917 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 45.21 Underlying Price 12.485 Time to expiry: 21 Days Sep 10 0.01 -0.01 66.00 0| 0 0 0 880 0.02 -0.02 61.09 0| 0 0 0 938 0.02 -0.03 59.35 0| 0 0 0 960 0.03 -0.04 58.09 0| 0 225 0 977 0.13 -0.15 52.60 0| 0 0 0 1100 0.22 -0.23 49.65 0| 0 0 0 1150 0.26 -0.27 47.50 0| 0 450 0 1172 0.35 -0.34 47.01 0| 0 0 0 1200 0.56 -0.48 45.17 0| 0 0 0 1250 0.83 -0.63 42.91 0| 0 763 0 1300 1.34 -0.79 42.77 0| 0 2,156 0 1368 1.61 -0.85 43.05 0| 0 0 0 1400 2.21 -0.93 42.43 0| 0 9,367 0 1466 2.54 -0.95 43.86 0| 0 0 0 1500 3.15 -0.98 42.15 0| 0 40,002 0 1563 4.12 -1.00 42.30 0| 0 1,350 0 1661 5.10 -1.00 42.83 0| 0 25,040 0 1759 5.51 -1.00 43.16 0| 0 30,002 0 1800 6.07 -1.00 43.68 0| 0 2,400 0 1856 6.51 -1.00 44.14 0| 0 0 0 1900 7.05 -1.00 44.77 0| 0 420 0 1954 8.03 -1.00 46.07 0| 0 30 0 2052 9.01 -1.00 47.52 0| 0 0 0 2150 10.96 -1.00 50.76 0| 0 250 0 2345 14.87 -1.00 58.00 0| 0 1 0 2736 16.27 -1.00 60.78 0| 0 21 0 2876 18.78 -1.00 65.72 0| 0 50 0 3127 Total 0| 0 112,527 0 Indicative a-t-m Vol 44.22 Underlying Price 12.485 Time to expiry: 203 Days Mar 11 0.23 -0.07 63.66 0| 0 1 0 703 0.34 -0.10 60.93 0| 0 0 0 782 0.47 -0.14 57.98 0| 0 0 0 860 0.62 -0.18 54.97 0| 0 817 0 938 0.70 -0.20 53.49 0| 0 0 0 977 1.04 -0.29 49.06 0| 0 50 0 1100 1.29 -0.35 46.67 0| 0 225 0 1172 1.84 -0.48 42.59 0| 0 601 0 1300 2.22 -0.55 41.15 0| 0 690 0 1368 3.07 -0.68 38.37 0| 0 2,700 0 1500 3.53 -0.74 37.07 0| 0 4,650 0 1563 4.66 -0.85 35.07 0| 0 0 0 1700 5.18 -0.88 34.32 0| 0 1,260 0 1759 5.55 -0.90 33.70 0| 0 0 0 1800 6.49 -0.94 32.97 0| 0 0 0 1900 7.00 -0.95 32.77 0| 0 0 0 1954 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.92 -0.98 32.26 0| 0 0 0 2150 10.85 -0.99 32.67 0| 0 0 0 2345 14.73 -1.00 35.77 0| 0 0 0 2736 18.62 -1.00 41.31 0| 0 0 0 3127 Total 0| 0 10,994 0 Indicative a-t-m Vol 44.81 Underlying Price 12.485 Time to expiry: 385 Days Sep 11 0.20 -0.04 68.00 0| 0 0 0 469 0.40 -0.08 64.40 0| 0 0 0 600 0.62 -0.12 61.93 0| 0 0 0 703 0.84 -0.16 60.61 0| 0 0 0 782 1.02 -0.19 57.51 0| 0 0 0 860 1.25 -0.23 55.08 0| 0 0 0 938 1.37 -0.25 53.54 0| 0 0 0 977 2.05 -0.38 46.69 0| 0 1,000 0 1172 3.05 -0.53 41.91 0| 0 0 0 1368 4.23 -0.69 36.30 0| 0 0 0 1563 5.78 -0.82 33.43 0| 0 2,400 0 1759 7.53 -0.90 32.32 0| 0 0 0 1954 9.36 -0.96 30.11 0| 0 0 0 2150 11.26 -0.97 31.00 0| 0 0 0 2345 15.10 -0.99 32.00 0| 0 0 0 2736 18.96 -0.99 36.00 0| 0 0 0 3127 Total 0| 0 3,400 0 Indicative a-t-m Vol 44.14 Underlying Price 12.485 Time to expiry: 567 Days Mar 12 0.62 -0.10 62.64 0| 0 0 0 600 1.10 -0.16 57.90 0| 0 0 0 782 1.30 -0.20 54.79 0| 0 0 0 860 1.54 -0.23 52.35 0| 0 0 0 938 1.65 -0.25 50.80 0| 0 0 0 977 2.44 -0.36 46.13 0| 0 0 0 1172 3.37 -0.49 41.07 0| 0 0 0 1368 4.52 -0.62 36.84 0| 0 0 0 1563 5.98 -0.74 34.55 0| 0 0 0 1759 7.59 -0.83 32.71 0| 0 70 0 1954 11.17 -0.94 30.85 0| 0 0 0 2345 14.96 -0.96 33.28 0| 0 0 0 2736 18.78 -0.97 36.00 0| 0 50 0 3127 22.59 -0.98 38.00 0| 0 0 0 3517 Total 0| 0 120 0 Indicative a-t-m Vol 42.61 Underlying Price 12.485 Time to expiry: 756 Days Sep 12 0.92 -0.12 61.36 0| 0 0 0 600 1.44 -0.19 55.07 0| 0 0 0 782 3.01 -0.39 44.74 0| 0 0 0 1172 4.14 -0.54 38.44 0| 0 0 0 1400 5.20 -0.64 35.60 0| 0 0 0 1563 6.70 -0.74 33.79 0| 0 0 0 1759 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.32 -0.83 32.09 0| 0 14,000 0 1954 11.87 -0.93 30.27 0| 0 0 0 2345 19.40 -0.96 34.91 0| 0 0 0 3127 Total 0| 0 14,000 0 Indicative a-t-m Vol 41.39 Underlying Price 12.485 Time to expiry: 931 Days Mar 13 1.05 -0.12 59.67 0| 0 0 0 600 1.64 -0.19 54.57 0| 0 0 0 782 3.14 -0.37 43.36 0| 0 0 0 1172 4.24 -0.51 37.53 0| 0 0 0 1400 5.32 -0.60 35.73 0| 0 0 0 1563 7.06 -0.72 33.25 0| 0 0 0 1800 8.29 -0.79 31.79 0| 0 0 0 1954 11.72 -0.90 29.67 0| 0 0 0 2345 19.17 -0.94 34.70 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.62 Underlying Price 12.485 Time to expiry: 1120 Days Sep 13 1.40 -0.14 60.71 0| 0 0 0 600 2.01 -0.21 54.09 0| 0 0 0 782 3.65 -0.40 43.14 0| 0 0 0 1172 5.94 -0.62 35.40 0| 0 0 0 1563 8.97 -0.79 32.12 0| 0 0 0 1954 12.37 -0.89 29.96 0| 0 0 0 2345 19.75 -0.93 35.00 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.94 Underlying Price 12.485 Time to expiry: 1302 Days Mar 14 1.52 -0.14 60.09 0| 0 0 0 600 2.13 -0.20 53.42 0| 0 0 0 782 3.81 -0.38 43.42 0| 0 0 0 1172 6.01 -0.58 35.91 0| 0 0 0 1563 8.90 -0.75 32.14 0| 0 0 0 1954 12.18 -0.86 29.68 0| 0 0 0 2345 19.46 -0.90 34.96 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.40 Underlying Price 12.485 Time to expiry: 1484 Days Sep 14 1.76 -0.15 59.50 0| 0 0 0 600 2.43 -0.22 52.80 0| 0 0 0 782 4.23 -0.40 42.75 0| 0 0 0 1172 6.57 -0.60 35.90 0| 0 0 0 1563 9.50 -0.76 32.13 0| 0 0 0 1954 12.78 -0.87 29.67 0| 0 0 0 2345 19.98 -0.90 34.77 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.24 Underlying Price 12.485 Time to expiry: 1666 Days Mar 15 1.85 -0.15 59.23 0| 0 0 0 600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.55 -0.22 51.22 0| 0 0 0 800 4.34 -0.40 40.97 0| 0 0 0 1200 6.75 -0.59 35.02 0| 0 0 0 1600 9.71 -0.75 31.59 0| 0 0 0 2000 12.98 -0.86 28.91 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 0 141,041 0 Grand Total 0| 0 273,958 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 41.47 Underlying Price 49.745 Time to expiry: 21 Days Sep 10 21.76 1.00 81.00 0| 0 0 0 2800 18.77 1.00 76.79 0| 0 9 0 3100 13.82 0.98 67.10 0| 0 2 0 3600 11.86 0.97 62.89 0| 0 0 0 3800 10.99 0.96 59.83 0| 0 0 0 3888 9.95 0.94 60.00 0| 0 0 0 4000 7.33 0.89 52.36 0| 0 101 0 4276 6.25 0.85 50.85 0| 0 1,050 0 4400 5.39 0.82 49.20 0| 0 132 0 4500 4.54 0.77 46.20 0| 32 1 -30 4600 4.04 0.74 45.45 0| 0 4,300 0 4665 2.64 3.08 0.65 43.67 2.64 2.64 1| 0 355 0 4800 1.96 2.42 0.58 42.03 2.06 1.96 510| 85 1,050 +40 4900 1.56 1.63 0.46 40.87 1.56 1.11 1,310| 112 7,545 0 5054 0.93 1.03 0.34 39.33 0.98 0.65 14| 688 740 +519 5200 0.43 0.42 0.18 37.64 0.43 0.43 520| 22 6,239 +22 5443 0.20 0.21 0.10 36.87 0.20 0.20 60| 0 11,255 0 5600 0.07 0.04 36.00 0| 0 6,996 -7 5831 0.01 0.01 32.04 0| 0 4,662 0 6000 0.01 0.00 29.16 0| 0 1,781 0 6220 0.01 0.00 28.46 0| 0 276 0 6400 0.01 0.00 27.80 0| 0 0 0 6800 0.01 0.00 27.91 0| 0 471 0 6998 0.01 0.00 30.98 0| 0 410 0 7775 0.01 0.00 41.00 0| 0 80 0 8800 Total 2,415| 939 47,455 +544 Indicative a-t-m Vol 41.74 Underlying Price 49.745 Time to expiry: 49 Days Oct 10 10.40 0.88 55.32 0| 0 0 0 4000 8.64 0.84 51.92 0| 0 0 0 4200 7.00 0.78 49.10 0| 0 0 0 4400 6.00 6.19 0.75 47.34 6.00 6.00 25| 0 66 0 4500 5.44 0.71 45.91 0| 0 50 0 4600 4.75 0.66 44.89 0| 0 0 0 4700 4.09 0.62 43.83 0| 0 25 0 4800 3.32 3.50 0.57 42.80 3.32 3.32 50| 0 50 0 4900 2.31 2.91 0.52 41.39 2.31 2.31 3| 33 135 +33 5000 1.63 1.97 0.41 39.44 1.63 1.63 29| 20 880 0 5200 1.24 0.30 37.90 0| 50 89 0 5400 0.74 0.21 36.46 0| 0 225 0 5600 0.42 0.13 35.50 0| 0 110 0 5800 0.21 0.08 34.13 0| 40 1,087 +40 6000 0.05 0.02 33.25 0| 0 298 0 6400 0.01 0.01 33.00 0| 0 79 0 6800 Total 107| 143 3,094 +73 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 42.21 Underlying Price 49.745 Time to expiry: 84 Days Nov 10 9.37 0.79 50.61 0| 0 0 0 4200 7.84 0.74 48.48 0| 0 0 0 4400 6.36 0.68 45.77 0| 0 0 0 4600 5.10 0.61 44.28 0| 0 0 0 4800 4.47 0.57 42.91 0| 0 0 0 4900 3.91 0.53 41.98 0| 10 10 +10 5000 2.60 2.89 0.45 39.92 2.60 2.60 10| 0 0 0 5200 2.06 0.36 38.21 0| 75 75 +75 5400 1.44 0.28 37.02 1,500| 0 83 0 5600 0.59 0.62 0.15 34.86 0.59 0.59 75| 75 151 +23 6000 0.23 0.07 33.53 0| 0 0 0 6400 Total 1,585| 160 319 +108 Indicative a-t-m Vol 42.53 Underlying Price 49.745 Time to expiry: 112 Days Dec 10 34.27 0.99 98.00 0| 0 0 0 1555 30.47 0.98 89.27 0| 0 0 0 1944 28.58 0.98 84.96 0| 0 50 0 2138 26.66 0.98 78.35 0| 0 0 0 2333 22.94 0.96 71.07 0| 0 0 0 2721 19.29 0.93 64.48 0| 0 25 0 3110 15.78 0.89 59.24 0| 0 0 0 3499 12.43 0.84 54.41 0| 0 75 0 3888 11.49 0.82 52.54 0| 0 18 0 4000 9.28 0.76 48.93 0| 0 2,960 0 4276 8.40 0.73 48.00 0| 0 2,810 0 4400 6.54 0.65 45.05 0| 0 9,583 0 4665 4.85 5.36 0.59 43.44 4.85 4.85 75| 0 5,983 0 4860 4.10 4.57 0.54 42.33 4.10 4.10 38| 0 6,230 0 5000 3.09 3.48 0.47 40.01 3.09 3.09 30| 0 2,301 0 5200 2.32 2.45 0.38 38.03 2.32 2.32 75| 18 14,086 0 5443 1.07 1.27 0.24 35.51 1.07 1.07 2| 35 22,937 +12 5831 0.84 0.94 0.19 34.81 0.84 0.84 1| 0 4,572 0 6000 0.56 0.59 0.14 33.74 0.56 0.56 2| 0 8,941 0 6220 0.41 0.10 33.10 0| 0 3,216 0 6400 0.22 0.06 33.90 0| 0 4,585 0 6803 0.10 0.03 33.55 0| 0 419 0 7200 0.03 0.01 33.72 0| 0 3,641 0 7775 0.01 0.00 35.50 0| 0 2,945 0 8747 0.01 0.00 40.00 0| 0 240 0 9719 Total 223| 53 95,617 +12 Indicative a-t-m Vol 41.93 Underlying Price 49.745 Time to expiry: 203 Days Mar 11 22.75 0.93 64.27 0| 0 0 0 2800 19.22 0.89 59.20 0| 0 0 0 3200 15.83 0.84 54.29 0| 0 0 0 3600 12.68 0.78 50.28 0| 0 0 0 4000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.18 0.75 48.09 0| 0 25 0 4200 9.77 0.71 46.31 0| 0 126 0 4400 8.45 0.66 44.75 0| 0 225 0 4600 7.24 0.61 43.19 0| 0 133 0 4800 5.08 0.51 40.31 0| 0 2,039 0 5200 3.33 0.39 37.63 0| 0 6,963 0 5600 1.79 2.05 0.29 35.32 1.79 1.79 1| 0 1,229 0 6000 1.02 1.18 0.19 33.56 1.02 1.02 150| 75 3,073 +68 6400 0.32 0.07 30.78 0| 0 2,695 0 7200 0.09 0.02 29.97 0| 0 289 0 8000 0.04 0.01 31.32 0| 0 369 0 8800 Total 151| 75 17,166 +68 Indicative a-t-m Vol 41.34 Underlying Price 49.745 Time to expiry: 294 Days Jun 11 30.64 0.98 69.00 0| 0 0 0 1944 28.83 0.97 66.59 0| 0 0 0 2138 27.03 0.96 64.11 0| 0 0 0 2333 23.55 0.93 59.99 0| 0 0 0 2721 20.13 0.90 55.22 0| 0 0 0 3110 16.91 0.85 51.63 0| 0 0 0 3499 13.84 0.80 47.90 0| 0 250 0 3888 11.07 0.73 44.94 0| 0 0 0 4276 10.27 0.70 44.27 0| 75 425 +75 4400 8.70 0.65 43.00 0| 0 152 0 4665 7.87 0.62 42.00 0| 0 0 0 4800 5.93 0.52 40.50 0| 0 900 0 5200 4.66 0.46 38.00 0| 0 3,055 0 5443 3.36 0.37 36.95 0| 0 2,625 0 5831 2.84 0.33 36.14 0| 0 250 0 6000 2.19 0.28 34.91 0| 0 1,483 0 6220 0.78 0.91 0.14 32.74 0.78 0.78 75| 67 809 +56 6998 0.29 0.35 0.07 31.34 0.29 0.29 112| 0 1,231 0 7775 Total 187| 142 11,180 +131 Indicative a-t-m Vol 41.37 Underlying Price 49.745 Time to expiry: 476 Days Dec 11 29.28 0.95 66.00 0| 0 0 0 2138 27.56 0.94 63.51 0| 0 0 0 2333 24.31 0.90 59.54 0| 0 0 0 2721 21.14 0.87 55.38 0| 0 0 0 3110 18.15 0.82 51.87 0| 0 0 0 3499 15.27 0.77 48.29 0| 0 4 0 3888 12.67 0.71 45.38 0| 0 1,000 0 4276 10.35 0.64 42.94 0| 0 5,250 0 4665 6.54 0.50 39.01 0| 0 1,560 0 5443 5.94 0.47 38.52 0| 0 3,500 0 5600 5.03 0.42 37.29 0| 0 1,950 0 5831 4.43 0.39 36.45 0| 0 1,000 0 6000 2.38 0.26 33.85 0| 0 4,175 0 6803 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.07 0.14 32.00 0| 0 227 0 7775 0.55 0.08 32.00 0| 0 150 0 8747 Total 0| 0 18,816 0 Indicative a-t-m Vol 41.13 Underlying Price 49.745 Time to expiry: 658 Days Jun 12 27.23 0.93 61.98 0| 0 0 0 2400 21.55 0.86 54.08 0| 0 0 0 3110 15.95 0.77 47.44 0| 0 0 0 3888 13.49 0.71 44.78 0| 0 0 0 4276 11.24 0.65 42.50 0| 0 0 0 4665 7.58 0.52 39.07 0| 0 0 0 5443 6.15 0.46 37.81 0| 0 0 0 5831 1.82 0.20 33.16 0| 0 0 0 7775 Total 0| 0 0 0 Indicative a-t-m Vol 40.97 Underlying Price 49.745 Time to expiry: 847 Days Dec 12 28.08 0.92 60.85 0| 0 0 0 2333 22.20 0.85 53.37 0| 0 0 0 3110 16.88 0.76 47.25 0| 0 0 0 3888 13.87 0.69 44.19 0| 0 0 0 4400 12.33 0.66 42.43 0| 0 0 0 4665 7.02 0.48 36.93 0| 0 2,550 0 5831 2.99 0.27 32.19 0| 0 4,000 0 7289 2.24 0.22 31.37 0| 0 10 0 7775 Total 0| 0 6,560 0 Indicative a-t-m Vol 40.74 Underlying Price 49.745 Time to expiry: 1029 Days Jun 13 21.60 0.84 52.26 0| 0 0 0 3200 16.45 0.75 46.20 0| 0 0 0 4000 14.21 0.70 44.14 0| 0 0 0 4400 12.06 0.64 41.64 0| 0 0 0 4800 8.33 0.53 37.54 0| 0 0 0 5600 6.83 0.47 35.83 0| 0 0 0 6000 2.40 0.23 31.36 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.73 Underlying Price 49.745 Time to expiry: 1211 Days Dec 13 28.13 0.92 59.34 0| 0 0 0 2333 22.65 0.85 52.50 0| 0 0 0 3110 17.66 0.76 46.44 0| 0 0 0 3888 13.50 0.67 42.20 0| 0 500 0 4665 8.26 0.51 36.66 0| 0 0 0 5831 3.18 0.27 31.24 0| 0 0 0 7775 0.44 0.05 28.04 0| 0 0 0 12000 Total 0| 0 500 0 Indicative a-t-m Vol 39.98 Underlying Price 49.745 Time to expiry: 1575 Days Dec 14 27.64 0.92 58.86 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.37 0.84 51.85 0| 0 0 0 3200 16.92 0.75 43.27 0| 0 0 0 4000 13.32 0.66 40.65 0| 0 0 0 4800 8.60 0.51 36.04 0| 0 0 0 6000 3.71 0.30 31.20 0| 0 0 0 8000 0.83 0.09 28.57 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 4,668| 1,512 200,707 +936 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 41.47 Underlying Price 49.745 Time to expiry: 21 Days Sep 10 0.05 0.01 0.00 81.00 0.05 0.05 30| 0 206 0 2800 0.06 0.01 0.00 76.79 0.06 0.04 110| 29 1,426 -29 3100 0.07 0.07 -0.02 67.10 0.07 0.07 37| 0 4,935 0 3600 0.11 -0.03 62.89 0| 0 265 0 3800 0.15 0.13 -0.04 59.83 0.15 0.15 7| 0 682 0 3888 0.20 0.20 -0.06 60.00 0.27 0.20 141| 50 853 +50 4000 0.54 0.35 -0.11 52.36 0.54 0.54 75| 0 3,289 0 4276 0.65 0.51 -0.15 50.85 0.71 0.65 167| 27 5,377 0 4400 0.87 0.66 -0.19 49.20 0.87 0.85 S 1,813| 575 862 +500 4500 1.04 0.80 -0.23 46.20 1.05 0.99 88| 180 730 +36 4600 1.20 0.95 -0.27 45.45 1.20 1.20 33| 150 4,433 -148 4665 1.55 1.35 -0.35 43.67 1.64 1.55 27| 0 3,367 0 4800 2.25 1.70 -0.42 42.03 2.40 2.02 535| 90 2,078 +50 4900 2.45 -0.55 40.87 0| 100 4,603 +20 5054 3.42 3.32 -0.66 39.33 3.42 3.42 5| 150 4,466 +75 5200 5.13 -0.83 37.64 0| 5 3,227 -5 5443 6.50 -0.90 36.87 0| 0 1,241 0 5600 8.67 -0.96 36.00 0| 0 63 0 5831 10.30 -0.99 30.36 0| 0 3 0 6000 12.49 -1.00 29.16 0| 0 41 0 6220 14.29 -1.00 28.46 0| 0 0 0 6400 18.29 -1.00 27.80 0| 0 0 0 6800 20.27 -1.00 27.91