Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 31.81 Underlying Price 38.160 Time to expiry: 18 Days Sep 10 14.17 1.00 65.00 0| 0 0 0 2400 10.18 0.99 56.61 0| 0 0 0 2800 8.20 0.98 51.26 0| 0 0 0 3000 6.24 0.96 45.96 0| 0 0 0 3200 4.37 0.89 42.78 0| 0 74 0 3400 2.59 0.78 35.64 0| 21 165 +21 3600 1.20 0.54 31.95 0| 0 152 0 3800 0.40 0.26 30.27 0| 0 100 0 4000 0.11 0.09 30.90 0| 0 1,562 0 4200 0.04 0.04 28.82 0| 0 310 0 4300 0.01 0.02 28.63 0| 0 51 0 4400 0.01 0.01 28.70 0| 0 0 0 4500 0.01 0.00 29.01 0| 0 61 0 4600 0.01 0.00 30.36 0| 0 46 0 4800 0.01 0.00 45.00 0| 0 40 0 5600 Total 0| 21 2,561 +21 Indicative a-t-m Vol 33.46 Underlying Price 38.160 Time to expiry: 109 Days Dec 10 14.39 0.96 51.00 0| 0 0 0 2400 10.68 0.91 46.66 0| 0 0 0 2800 7.19 0.82 41.04 0| 0 17 0 3200 5.58 0.75 38.00 0| 0 25 0 3400 4.21 0.66 36.31 0| 0 30 0 3600 2.93 0.55 33.64 0| 25 1,553 0 3800 1.90 0.43 31.38 0| 0 1,505 0 4000 1.20 0.32 30.48 0| 0 242 0 4200 0.69 0.21 29.16 0| 0 212 0 4400 0.38 0.13 28.53 0| 0 6 0 4600 0.21 0.08 28.25 0| 0 100 0 4800 0.03 0.02 31.00 0| 0 20 0 5600 Total 0| 25 3,710 0 Indicative a-t-m Vol 32.70 Underlying Price 38.160 Time to expiry: 291 Days Jun 11 14.89 0.93 45.00 0| 0 0 0 2400 11.39 0.87 40.59 0| 0 0 0 2800 8.23 0.77 37.01 0| 0 275 0 3200 5.52 0.65 33.98 0| 0 20 0 3600 3.40 0.49 31.61 0| 0 110 0 4000 1.89 0.34 29.62 0| 0 110 0 4400 0.98 0.21 28.39 0| 0 90 0 4800 Total 0| 0 605 0 Indicative a-t-m Vol 32.64 Underlying Price 38.160 Time to expiry: 473 Days Dec 11 15.26 0.90 43.51 0| 0 0 0 2400 9.05 0.74 36.68 0| 0 0 0 3200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.53 0.64 34.05 0| 0 0 0 3600 5.42 0.58 32.74 0| 0 0 0 3800 4.40 0.51 31.45 0| 0 0 0 4000 2.90 0.39 29.90 0| 0 0 0 4400 1.79 0.28 28.56 0| 0 40 0 4800 Total 0| 0 40 0 Total Calls 0| 46 6,916 +21 | Accor European Ex event package (AC2) Indicative a-t-m Vol 31.51 Underlying Price 38.160 Time to expiry: 18 Days Sep 10 22.16 1.00 73.07 0| 0 0 0 1600 18.16 1.00 70.82 0| 0 0 0 2000 14.17 1.00 65.00 0| 0 0 0 2400 10.18 0.99 56.63 0| 0 0 0 2800 8.19 0.98 50.17 0| 0 0 0 3000 6.22 0.97 43.99 0| 0 0 0 3200 4.31 0.91 39.00 0| 0 0 0 3400 2.55 0.79 34.15 0| 0 15 0 3600 1.18 0.54 31.62 0| 0 0 0 3800 0.40 0.26 30.30 0| 0 0 0 4000 0.09 0.08 29.10 0| 0 40 0 4200 Total 0| 0 55 0 Indicative a-t-m Vol 32.09 Underlying Price 38.160 Time to expiry: 200 Days Mar 11 22.37 0.98 62.01 0| 0 0 0 1600 18.53 0.96 55.54 0| 0 0 0 2000 14.82 0.93 49.74 0| 0 0 0 2400 11.24 0.87 43.80 0| 0 0 0 2800 7.93 0.78 38.81 0| 0 0 0 3200 6.43 0.72 36.65 0| 0 0 0 3400 5.02 0.65 34.21 0| 0 0 0 3600 3.78 0.56 32.15 0| 0 0 0 3800 2.84 0.47 31.36 0| 0 0 0 4000 2.12 0.39 30.95 0| 0 0 0 4200 1.60 0.32 31.20 0| 0 140 0 4400 1.22 0.26 31.65 0| 0 0 0 4600 0.86 0.20 31.17 0| 0 5 0 4800 Total 0| 0 145 0 Total Calls 0| 0 200 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 31.81 Underlying Price 38.160 Time to expiry: 18 Days Sep 10 0.01 0.00 65.00 0| 0 20 0 2400 0.01 -0.01 56.61 0| 0 95 0 2800 0.03 -0.02 51.26 0| 0 70 0 3000 0.07 -0.04 45.96 0| 0 102 0 3200 0.20 -0.11 42.78 0| 0 76 0 3400 0.42 -0.22 35.64 0| 0 382 0 3600 1.03 -0.46 31.95 0| 1 1,461 0 3800 2.23 -0.74 30.27 0| 0 128 0 4000 3.95 -0.91 30.90 0| 0 297 0 4200 4.87 -0.96 28.82 0| 0 0 0 4300 5.85 -0.99 28.63 0| 10 240 0 4400 6.84 -1.00 28.70 0| 0 0 0 4500 7.84 -1.00 29.01 0| 0 0 0 4600 9.84 -1.00 30.36 0| 0 164 0 4800 17.84 -1.00 45.00 0| 0 0 0 5600 Total 0| 11 3,035 0 Indicative a-t-m Vol 33.46 Underlying Price 38.160 Time to expiry: 109 Days Dec 10 0.17 -0.04 51.00 0| 0 50 0 2400 0.45 -0.09 46.66 0| 0 50 0 2800 0.95 -0.18 41.04 0| 25 507 +25 3200 1.34 -0.25 38.00 0| 0 1,705 0 3400 1.96 -0.34 36.31 0| 0 426 0 3600 2.68 -0.45 33.64 0| 0 2,976 0 3800 3.65 -0.57 31.38 0| 0 3,406 0 4000 4.95 -0.69 30.48 0| 0 100 0 4200 6.44 -0.79 29.16 0| 10 535 0 4400 8.14 -0.87 28.53 0| 0 32 0 4600 9.98 -0.93 28.25 0| 0 0 0 4800 17.84 -1.00 31.00 0| 0 0 0 5600 Total 0| 35 9,787 +25 Indicative a-t-m Vol 32.70 Underlying Price 38.160 Time to expiry: 291 Days Jun 11 0.81 -0.10 45.00 0| 0 0 0 2400 1.39 -0.16 40.59 0| 0 250 0 2800 2.34 -0.26 37.01 0| 0 120 0 3200 3.75 -0.39 33.98 0| 0 80 0 3600 5.74 -0.54 31.61 0| 0 136 0 4000 8.31 -0.69 29.62 0| 0 421 0 4400 11.44 -0.81 28.39 0| 0 20 0 4800 Total 0| 0 1,027 0 Indicative a-t-m Vol 32.64 Underlying Price 38.160 Time to expiry: 473 Days Dec 11 1.43 -0.12 43.51 0| 0 0 0 2400 3.33 -0.28 36.68 0| 0 0 0 3200 4.84 -0.38 34.05 0| 0 0 0 3600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.73 -0.44 32.74 0| 0 2,500 0 3800 6.71 -0.50 31.45 0| 0 0 0 4000 9.21 -0.62 29.90 0| 0 0 0 4400 12.10 -0.73 28.56 0| 0 0 0 4800 Total 0| 0 2,500 0 Total Puts 0| 46 16,349 +25 Grand Total 0| 92 23,265 +46 Accor European Ex event package (AC2) Indicative a-t-m Vol 31.51 Underlying Price 38.160 Time to expiry: 18 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 0.01 -0.01 56.63 0| 0 335 0 2800 0.02 -0.02 50.17 0| 0 200 0 3000 0.06 -0.03 43.99 0| 0 255 0 3200 0.15 -0.09 39.00 0| 0 0 0 3400 0.38 -0.21 34.15 0| 0 40 0 3600 1.02 -0.46 31.62 0| 0 635 0 3800 2.23 -0.74 30.30 0| 0 0 0 4000 3.92 -0.92 29.10 0| 0 0 0 4200 Total 0| 0 1,975 0 Indicative a-t-m Vol 32.09 Underlying Price 38.160 Time to expiry: 200 Days Mar 11 0.12 -0.02 62.01 0| 0 60 0 1600 0.27 -0.04 55.54 0| 0 0 0 2000 0.53 -0.07 49.74 0| 0 80 0 2400 0.93 -0.13 43.80 0| 0 515 0 2800 1.60 -0.22 38.81 0| 0 0 0 3200 2.10 -0.28 36.65 0| 0 0 0 3400 2.68 -0.35 34.21 0| 0 0 0 3600 3.43 -0.44 32.15 0| 0 0 0 3800 4.48 -0.53 31.36 0| 0 0 0 4000 5.74 -0.61 30.95 0| 0 0 0 4200 7.22 -0.68 31.20 0| 0 25 0 4400 8.82 -0.74 31.65 0| 0 0 0 4600 10.45 -0.80 31.17 0| 0 0 0 4800 Total 0| 0 680 0 Total Puts 0| 0 2,655 0 Grand Total 0| 92 26,120 +46 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 32.87 Underlying Price 24.400 Time to expiry: 18 Days Sep 10 4.44 0.97 48.00 0| 0 0 0 2000 3.47 0.94 43.25 0| 0 0 0 2100 2.53 0.89 39.32 0| 0 0 0 2200 2.09 0.84 37.65 0| 0 30 0 2250 1.69 0.77 36.90 0| 0 40 0 2300 1.29 0.70 34.39 0| 0 70 0 2350 0.96 0.60 33.56 0| 0 11 0 2400 0.68 0.49 32.70 0| 0 0 0 2450 0.46 0.38 32.00 0| 0 41 0 2500 0.19 0.20 31.30 0| 0 40 0 2600 0.06 0.08 30.56 0| 0 0 0 2700 0.02 0.03 30.66 0| 0 0 0 2800 0.01 0.00 32.42 0| 0 0 0 3000 0.01 0.00 36.00 0| 0 0 0 3200 Total 0| 0 232 0 Indicative a-t-m Vol 36.78 Underlying Price 24.400 Time to expiry: 46 Days Oct 10 4.61 0.90 46.00 0| 0 0 0 2000 3.72 0.85 43.16 0| 0 0 0 2100 2.89 0.78 40.75 0| 0 0 0 2200 2.50 0.74 39.68 0| 0 0 0 2250 2.13 0.69 38.39 0| 0 0 0 2300 1.81 0.64 37.87 0| 0 0 0 2350 1.50 0.58 37.04 0| 0 0 0 2400 1.24 0.52 36.71 0| 0 0 0 2450 0.99 0.45 35.66 0| 0 72 0 2500 0.61 0.33 34.36 0| 0 21 0 2600 0.36 0.22 33.85 0| 0 0 0 2700 0.20 0.14 33.38 0| 0 0 0 2800 0.05 0.05 33.21 0| 0 0 0 3000 0.02 0.01 34.00 0| 0 0 0 3200 Total 0| 0 93 0 Indicative a-t-m Vol 36.22 Underlying Price 24.400 Time to expiry: 81 Days Nov 10 4.84 0.86 44.00 0| 0 0 0 2000 4.05 0.80 43.20 0| 0 0 0 2100 3.29 0.74 41.62 0| 0 0 0 2200 2.60 0.66 39.93 0| 0 0 0 2300 2.25 0.62 38.71 0| 0 0 0 2350 1.95 0.58 37.71 0| 0 0 0 2400 1.62 0.53 35.84 0| 0 0 0 2450 1.39 0.48 35.52 0| 0 0 0 2500 0.97 0.38 34.44 0| 0 0 0 2600 0.40 0.21 32.03 0| 0 0 0 2800 0.17 0.10 32.40 0| 0 0 0 3000 Total 0| 0 0 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 37.10 Underlying Price 24.400 Time to expiry: 109 Days Dec 10 8.62 0.95 53.00 0| 0 0 0 1600 6.78 0.90 48.12 0| 0 0 0 1800 5.04 0.83 43.80 0| 0 21 0 2000 3.49 0.72 40.11 0| 0 60 0 2200 2.84 0.65 39.11 0| 0 0 0 2300 2.24 0.58 37.70 0| 0 0 0 2400 1.24 0.41 34.69 0| 0 1,020 0 2600 0.57 0.24 31.73 0| 0 0 0 2800 0.16 0.08 33.07 0| 0 0 0 3200 0.03 0.02 32.17 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 35.91 Underlying Price 24.400 Time to expiry: 200 Days Mar 11 8.96 0.91 51.00 0| 0 0 0 1600 7.20 0.86 46.15 0| 0 0 0 1800 5.56 0.79 42.07 0| 0 14 0 2000 4.05 0.70 38.11 0| 0 20 0 2200 3.45 0.64 37.59 0| 0 0 0 2300 2.87 0.59 36.43 0| 0 0 0 2400 1.85 0.46 33.82 0| 0 0 0 2600 1.17 0.34 32.87 0| 0 0 0 2800 0.38 0.15 30.71 0| 0 0 0 3200 0.14 0.06 31.30 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 34.64 Underlying Price 24.400 Time to expiry: 291 Days Jun 11 9.10 0.90 49.00 0| 0 0 0 1600 7.36 0.85 43.99 0| 0 0 0 1800 5.74 0.79 40.09 0| 0 0 0 2000 4.28 0.70 36.89 0| 0 0 0 2200 3.67 0.65 36.00 0| 0 0 0 2300 3.11 0.59 35.00 0| 0 0 0 2400 2.13 0.48 33.20 0| 0 0 0 2600 1.42 0.36 32.08 0| 0 0 0 2800 0.56 0.18 30.26 0| 0 0 0 3200 0.25 0.09 30.82 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 35.59 Underlying Price 24.400 Time to expiry: 473 Days Dec 11 9.40 0.87 46.86 0| 0 0 0 1600 6.22 0.76 39.19 0| 0 0 0 2000 4.95 0.68 37.38 0| 0 0 0 2200 3.86 0.59 35.82 0| 0 0 0 2400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.14 0.26 31.23 0| 0 0 0 3200 0.37 0.11 31.41 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.87 Underlying Price 24.400 Time to expiry: 655 Days Jun 12 9.66 0.86 47.31 0| 0 0 0 1600 6.62 0.75 39.78 0| 0 0 0 2000 5.40 0.68 37.76 0| 0 0 0 2200 4.34 0.60 36.10 0| 0 0 0 2400 1.54 0.31 31.50 0| 0 0 0 3200 0.66 0.15 32.04 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 1,460 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 32.87 Underlying Price 24.400 Time to expiry: 18 Days Sep 10 0.03 -0.03 48.00 0| 0 0 0 2000 0.06 -0.06 43.25 0| 0 0 0 2100 0.13 -0.11 39.32 0| 0 24 0 2200 0.19 -0.16 37.65 0| 0 0 0 2250 0.28 -0.23 36.90 0| 0 20 0 2300 0.38 -0.30 34.39 0| 20 20 +20 2350 0.55 -0.40 33.56 0| 0 0 0 2400 0.78 -0.51 32.70 0| 0 0 0 2450 1.06 -0.62 32.00 0| 0 20 0 2500 1.78 -0.80 31.30 0| 0 20 0 2600 2.65 -0.92 30.56 0| 0 0 0 2700 3.61 -0.98 30.66 0| 0 0 0 2800 5.60 -1.00 32.42 0| 0 0 0 3000 7.60 -1.00 36.00 0| 0 0 0 3200 Total 0| 20 104 +20 Indicative a-t-m Vol 36.78 Underlying Price 24.400 Time to expiry: 46 Days Oct 10 0.20 -0.10 46.00 0| 0 0 0 2000 0.31 -0.15 43.16 0| 0 0 0 2100 0.48 -0.22 40.75 0| 0 0 0 2200 0.59 -0.26 39.68 0| 0 14 0 2250 0.71 -0.31 38.39 0| 0 40 0 2300 0.89 -0.36 37.87 0| 0 0 0 2350 1.09 -0.42 37.04 0| 0 13 0 2400 1.33 -0.48 36.71 0| 0 6 0 2450 1.57 -0.55 35.66 0| 0 0 0 2500 2.19 -0.67 34.36 0| 0 1 0 2600 2.94 -0.78 33.85 0| 0 0 0 2700 3.78 -0.86 33.38 0| 0 0 0 2800 5.64 -0.96 33.21 0| 0 0 0 3000 7.61 -0.99 34.00 0| 0 0 0 3200 Total 0| 0 74 0 Indicative a-t-m Vol 36.22 Underlying Price 24.400 Time to expiry: 81 Days Nov 10 0.41 -0.14 44.00 0| 0 0 0 2000 0.62 -0.20 43.20 0| 0 0 0 2100 0.86 -0.26 41.62 0| 0 0 0 2200 1.16 -0.34 39.93 0| 0 0 0 2300 1.32 -0.38 38.71 0| 0 0 0 2350 1.52 -0.42 37.71 0| 0 0 0 2400 1.69 -0.47 35.84 0| 0 0 0 2450 1.96 -0.52 35.52 0| 0 0 0 2500 2.54 -0.62 34.44 0| 0 0 0 2600 3.97 -0.80 32.03 0| 0 0 0 2800 5.74 -0.90 32.40 0| 0 0 0 3000 Total 0| 0 0 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 37.10 Underlying Price 24.400 Time to expiry: 109 Days Dec 10 0.18 -0.05 53.00 0| 0 0 0 1600 0.33 -0.10 48.12 0| 0 80 0 1800 0.61 0.59 -0.17 43.80 0.61 0.61 21| 0 40 0 2000 1.04 -0.28 40.11 0| 0 193 0 2200 1.38 -0.35 39.11 0| 0 0 0 2300 1.78 -0.42 37.70 0| 0 1,000 0 2400 2.78 -0.59 34.69 0| 0 20 0 2600 4.11 -0.76 31.73 0| 0 12 0 2800 7.71 -0.92 33.07 0| 0 0 0 3200 11.60 -0.99 32.17 0| 0 0 0 3600 15.60 -1.00 34.00 0| 0 0 0 4000 Total 21| 0 1,345 0 Indicative a-t-m Vol 35.91 Underlying Price 24.400 Time to expiry: 200 Days Mar 11 0.48 -0.09 51.00 0| 0 0 0 1600 0.71 -0.14 46.15 0| 0 0 0 1800 1.06 -0.21 42.07 0| 0 0 0 2000 1.54 -0.30 38.11 0| 0 10 0 2200 1.93 -0.36 37.59 0| 0 0 0 2300 2.35 -0.42 36.43 0| 0 10 0 2400 3.33 -0.55 33.82 0| 0 0 0 2600 4.69 4.65 -0.67 32.87 4.69 4.69 20| 0 0 0 2800 7.86 -0.87 30.71 0| 0 0 0 3200 11.65 -0.95 31.30 0| 0 0 0 3600 15.60 -0.99 33.00 0| 0 0 0 4000 Total 20| 0 20 0 Indicative a-t-m Vol 34.64 Underlying Price 24.400 Time to expiry: 291 Days Jun 11 0.83 -0.13 49.00 0| 0 0 0 1600 1.13 -0.18 43.99 0| 0 0 0 1800 1.56 -0.25 40.09 0| 0 40 0 2000 2.16 -0.34 36.89 0| 0 20 0 2200 2.60 -0.39 36.00 0| 0 0 0 2300 3.05 -0.45 35.00 0| 0 0 0 2400 4.14 -0.56 33.20 0| 0 0 0 2600 5.47 -0.67 32.08 0| 0 0 0 2800 8.65 -0.83 30.26 0| 0 0 0 3200 12.34 -0.91 30.82 0| 0 0 0 3600 16.20 -0.95 32.00 0| 0 0 0 4000 Total 0| 0 60 0 Indicative a-t-m Vol 35.59 Underlying Price 24.400 Time to expiry: 473 Days Dec 11 1.32 -0.15 46.86 0| 0 0 0 1600 2.18 -0.27 39.19 0| 0 0 0 2000 2.94 -0.34 37.38 0| 0 0 0 2200 3.86 -0.42 35.82 0| 0 0 0 2400 9.14 -0.75 31.23 0| 0 0 0 3200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.34 -0.91 31.41 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.87 Underlying Price 24.400 Time to expiry: 655 Days Jun 12 2.00 -0.18 47.31 0| 0 0 0 1600 3.03 -0.29 39.78 0| 0 0 0 2000 3.84 -0.36 37.76 0| 0 0 0 2200 4.80 -0.43 36.10 0| 0 0 0 2400 9.99 -0.71 31.50 0| 0 0 0 3200 17.00 -0.85 32.04 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 41| 20 1,603 +20 Grand Total 41| 20 3,063 +20 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 32.87 Underlying Price 24.400 Time to expiry: 18 Days Sep 10 5.42 0.98 53.75 0| 0 0 0 1900 4.44 0.97 48.00 0| 0 0 0 2000 3.47 0.94 43.25 0| 0 0 0 2100 2.53 0.89 39.32 0| 0 0 0 2200 2.09 0.84 37.65 0| 0 0 0 2250 1.69 0.77 36.90 0| 0 0 0 2300 1.29 0.70 34.39 0| 0 0 0 2350 0.96 0.60 33.56 0| 0 0 0 2400 0.68 0.49 32.70 0| 0 0 0 2450 0.46 0.38 32.00 0| 0 0 0 2500 0.19 0.20 31.30 0| 0 0 0 2600 0.06 0.08 30.56 0| 0 0 0 2700 0.02 0.03 30.66 0| 0 0 0 2800 0.01 0.00 32.42 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 35.91 Underlying Price 24.400 Time to expiry: 200 Days Mar 11 8.96 0.91 51.00 0| 0 0 0 1600 7.20 0.86 46.15 0| 0 0 0 1800 5.56 0.79 42.07 0| 0 0 0 2000 4.05 0.70 38.11 0| 0 0 0 2200 3.45 0.64 37.59 0| 0 0 0 2300 2.87 0.59 36.43 0| 0 0 0 2400 1.85 0.46 33.82 0| 0 0 0 2600 1.17 0.34 32.87 0| 0 0 0 2800 0.38 0.15 30.71 0| 0 0 0 3200 0.14 0.06 31.30 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 35.95 Underlying Price 24.400 Time to expiry: 382 Days Sep 11 8.89 0.86 48.11 0| 0 0 0 1600 5.88 0.74 41.49 0| 0 0 0 2000 4.60 0.66 39.01 0| 0 0 0 2200 3.44 0.57 36.25 0| 0 0 0 2400 0.78 0.21 30.25 0| 0 0 0 3200 0.13 0.05 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.59 Underlying Price 24.400 Time to expiry: 564 Days Mar 12 9.68 0.83 49.64 0| 0 0 0 1600 6.74 0.73 42.09 0| 0 0 0 2000 5.45 0.67 39.25 0| 0 0 0 2200 4.32 0.59 36.90 0| 0 0 0 2400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.35 0.29 30.71 0| 0 0 0 3200 0.40 0.11 29.09 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 32.87 Underlying Price 24.400 Time to expiry: 18 Days Sep 10 0.02 -0.02 53.75 0| 0 0 0 1900 0.03 -0.03 48.00 0| 0 0 0 2000 0.06 -0.06 43.25 0| 0 0 0 2100 0.13 -0.11 39.32 0| 0 0 0 2200 0.19 -0.16 37.65 0| 0 0 0 2250 0.28 -0.23 36.90 0| 0 0 0 2300 0.38 -0.30 34.39 0| 0 0 0 2350 0.55 -0.40 33.56 0| 0 0 0 2400 0.78 -0.51 32.70 0| 0 0 0 2450 1.06 -0.62 32.00 0| 0 0 0 2500 1.78 -0.80 31.30 0| 0 0 0 2600 2.65 -0.92 30.56 0| 0 0 0 2700 3.61 -0.97 30.66 0| 0 0 0 2800 5.59 -1.00 32.42 0| 0 0 0 3000 7.59 -1.00 36.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.91 Underlying Price 24.400 Time to expiry: 200 Days Mar 11 0.48 -0.09 51.00 0| 0 0 0 1600 0.71 -0.14 46.15 0| 0 0 0 1800 1.06 -0.21 42.07 0| 0 0 0 2000 1.53 -0.30 38.11 0| 0 0 0 2200 1.93 -0.36 37.59 0| 0 0 0 2300 2.35 -0.41 36.43 0| 0 0 0 2400 3.31 -0.54 33.82 0| 0 0 0 2600 4.63 -0.66 32.87 0| 0 0 0 2800 7.81 -0.85 30.71 0| 0 0 0 3200 11.55 -0.94 31.30 0| 0 0 0 3600 15.46 -0.97 33.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.95 Underlying Price 24.400 Time to expiry: 382 Days Sep 11 1.09 -0.14 48.11 0| 0 0 0 1600 2.03 -0.26 41.49 0| 0 0 0 2000 2.73 -0.34 39.01 0| 0 0 0 2200 3.54 -0.43 36.25 0| 0 0 0 2400 8.78 -0.79 30.25 0| 0 0 0 3200 16.03 -0.95 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.59 Underlying Price 24.400 Time to expiry: 564 Days Mar 12 1.76 -0.17 49.64 0| 0 0 0 1600 2.75 -0.27 42.09 0| 0 0 0 2000 3.42 -0.33 39.25 0| 0 0 0 2200 4.25 -0.41 36.90 0| 0 0 0 2400 9.13 -0.71 30.71 0| 0 0 0 3200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.01 -0.89 29.09 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 0 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France (100) (AF1) Indicative a-t-m Vol 39.52 Underlying Price 10.435 Time to expiry: 18 Days Sep 10 4.04 1.00 55.00 0| 0 0 0 640 3.24 1.00 49.80 0| 0 0 0 720 2.44 1.00 46.21 0| 0 0 0 800 2.04 0.99 44.84 0| 0 0 0 840 1.65 0.96 43.70 0| 0 0 0 880 1.28 0.91 42.74 0| 0 0 0 920 1.11 0.87 42.31 0| 0 0 0 940 0.92 0.84 38.75 0| 0 0 0 960 0.80 0.75 44.15 0| 0 0 0 980 0.66 0.68 43.70 0| 0 51 0 1000 0.34 0.49 38.95 0| 0 25 0 1050 0.18 0.16 0.29 38.79 0.18 0.14 3| 0 274 0 1100 0.08 0.16 40.25 0| 0 350 0 1150 0.02 0.06 39.02 0| 0 129 0 1200 0.01 0.01 38.37 0| 0 309 0 1300 0.01 0.00 37.86 0| 0 215 0 1400 0.01 0.00 37.41 0| 0 0 0 1500 0.01 0.00 36.99 0| 0 0 0 1600 0.01 0.00 36.09 0| 0 0 0 1800 0.01 0.00 35.00 0| 0 0 0 2000 Total 3| 0 1,353 0 Indicative a-t-m Vol 39.76 Underlying Price 10.435 Time to expiry: 46 Days Oct 10 2.11 0.92 47.00 0| 0 0 0 840 1.77 0.87 46.28 0| 0 0 0 880 1.45 0.80 45.90 0| 0 0 0 920 1.14 0.73 44.13 0| 0 0 0 960 1.00 0.69 43.57 0| 0 0 0 980 0.84 0.65 40.20 0| 0 50 0 1000 0.57 0.51 39.70 0| 0 1 0 1050 0.36 0.38 38.77 0| 0 0 0 1100 0.20 0.26 37.14 0| 0 3 0 1150 0.11 0.16 36.14 0| 0 4 0 1200 0.02 0.04 33.77 0| 0 0 0 1300 0.01 0.01 32.87 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 41.15 Underlying Price 10.435 Time to expiry: 81 Days Nov 10 1.87 0.83 43.80 0| 0 0 0 880 1.58 0.76 43.92 0| 0 0 0 920 1.30 0.70 42.90 0| 0 0 0 960 1.17 0.66 42.23 0| 0 0 0 980 1.05 0.63 42.03 0| 0 0 0 1000 0.79 0.53 41.03 0| 0 0 0 1050 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.55 0.43 39.24 0| 0 1 0 1100 0.38 0.33 38.22 0| 0 0 0 1150 0.27 0.25 38.62 0| 0 0 0 1200 0.11 0.12 37.12 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 39.99 Underlying Price 10.435 Time to expiry: 109 Days Dec 10 5.65 1.00 52.00 0| 0 0 0 480 4.47 0.98 52.49 0| 0 0 0 600 4.09 0.97 51.79 0| 0 0 0 640 3.35 0.93 49.81 0| 0 0 0 720 2.64 0.88 47.46 0| 0 0 0 800 2.32 0.84 47.04 0| 0 0 0 840 2.00 0.79 45.39 0| 0 500 0 880 1.70 0.74 43.95 0| 0 0 0 920 1.40 0.69 41.59 0| 0 1 0 960 1.16 0.62 41.07 0| 0 28 0 1000 0.66 0.45 38.62 0| 1 12 +1 1100 0.35 0.29 37.38 0| 0 11 0 1200 0.16 0.16 35.80 0| 0 0 0 1300 0.06 0.07 34.01 0| 0 49 0 1400 0.01 0.01 32.66 0| 0 9 0 1600 0.01 0.00 32.76 0| 0 0 0 1800 0.01 0.00 34.00 0| 0 0 0 2000 Total 0| 1 610 +1 Indicative a-t-m Vol 40.13 Underlying Price 10.435 Time to expiry: 200 Days Mar 11 4.18 0.94 48.00 0| 0 0 0 640 3.48 0.90 46.81 0| 0 0 0 720 2.84 0.84 45.28 0| 0 0 0 800 2.54 0.80 44.72 0| 0 0 0 840 2.25 0.76 43.73 0| 0 0 0 880 1.99 0.72 43.09 0| 0 0 0 920 1.74 0.67 42.20 0| 0 0 0 960 1.49 0.62 41.01 0| 0 0 0 1000 0.99 0.49 39.00 0| 0 1,500 0 1100 0.63 0.37 37.37 0| 0 285 0 1200 0.39 0.26 36.76 0| 0 78 0 1300 0.22 0.17 35.30 0| 0 12 0 1400 0.05 0.05 33.05 0| 0 85 0 1600 0.01 0.01 31.75 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 39.94 Underlying Price 10.435 Time to expiry: 291 Days Jun 11 5.73 0.97 51.00 0| 0 0 0 480 4.66 0.93 49.76 0| 0 0 0 600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.66 0.87 47.20 0| 0 0 0 720 3.05 0.81 45.30 0| 0 0 0 800 2.48 0.74 43.43 0| 0 0 0 880 2.23 0.71 42.54 0| 0 0 0 920 1.98 0.67 41.69 0| 0 0 0 960 1.75 0.63 40.76 0| 0 0 0 1000 1.25 0.52 38.89 0| 0 0 0 1100 0.86 0.41 37.22 0| 0 0 0 1200 0.57 0.31 35.78 0| 0 0 0 1300 0.36 0.22 34.61 0| 0 0 0 1400 0.13 0.10 32.96 0| 0 0 0 1600 0.05 0.04 32.13 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 39.99 Underlying Price 10.435 Time to expiry: 473 Days Dec 11 4.88 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 39.57 Underlying Price 10.435 Time to expiry: 655 Days Jun 12 5.11 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 2.50 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 3| 1 3,992 +1 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France (100) (AF1) Indicative a-t-m Vol 39.52 Underlying Price 10.435 Time to expiry: 18 Days Sep 10 0.01 0.00 55.00 0| 0 0 0 640 0.01 0.00 49.80 0| 0 0 0 720 0.01 0.00 46.21 0| 0 0 0 800 0.01 -0.01 44.84 0| 0 0 0 840 0.02 -0.04 43.70 0| 0 33 0 880 0.04 -0.09 42.74 0| 0 12 0 920 0.07 -0.13 42.31 0| 0 0 0 940 0.08 -0.16 38.75 0| 0 100 0 960 0.16 -0.25 44.15 0| 0 0 0 980 0.22 -0.32 43.70 0| 0 49 0 1000 0.40 -0.51 38.95 0| 0 61 0 1050 0.72 -0.71 38.79 0| 0 1,155 0 1100 1.14 -0.84 40.25 0| 0 301 0 1150 1.59 -0.94 39.02 0| 0 130 0 1200 2.57 -0.99 38.37 0| 0 0 0 1300 3.57 -1.00 37.86 0| 0 0 0 1400 4.57 -1.00 37.41 0| 0 0 0 1500 5.57 -1.00 36.99 0| 0 0 0 1600 7.57 -1.00 36.09 0| 0 0 0 1800 9.57 -1.00 35.00 0| 0 0 0 2000 Total 0| 0 1,841 0 Indicative a-t-m Vol 39.76 Underlying Price 10.435 Time to expiry: 46 Days Oct 10 0.07 -0.08 47.00 0| 0 0 0 840 0.12 -0.13 46.28 0| 0 0 0 880 0.20 -0.20 45.90 0| 0 0 0 920 0.30 -0.27 44.13 0| 0 0 0 960 0.36 -0.31 43.57 0| 0 0 0 980 0.35 0.39 -0.35 40.20 0.35 0.35 150| 0 0 0 1000 0.62 -0.49 39.70 0| 0 0 0 1050 0.91 -0.62 38.77 0| 0 0 0 1100 1.26 -0.75 37.14 0| 0 0 0 1150 1.66 -0.84 36.14 0| 0 0 0 1200 2.58 -0.96 33.77 0| 0 0 0 1300 3.57 -1.00 32.87 0| 0 0 0 1400 4.57 -1.00 33.00 0| 0 0 0 1500 Total 150| 0 0 0 Indicative a-t-m Vol 41.15 Underlying Price 10.435 Time to expiry: 81 Days Nov 10 0.23 -0.17 43.80 0| 0 0 0 880 0.33 -0.24 43.92 0| 0 0 0 920 0.45 -0.30 42.90 0| 0 0 0 960 0.52 -0.34 42.23 0| 0 0 0 980 0.60 -0.37 42.03 0| 0 0 0 1000 0.84 -0.47 41.03 0| 0 0 0 1050 1.10 -0.57 39.24 0| 0 50 0 1100 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.43 -0.67 38.22 0| 0 0 0 1150 1.81 -0.75 38.62 0| 0 0 0 1200 2.66 -0.88 37.12 0| 0 0 0 1300 3.59 -0.95 36.00 0| 0 0 0 1400 Total 0| 0 50 0 Indicative a-t-m Vol 39.99 Underlying Price 10.435 Time to expiry: 109 Days Dec 10 0.01 0.00 52.00 0| 0 0 0 480 0.02 -0.02 52.49 0| 0 0 0 600 0.04 -0.03 51.79 0| 0 0 0 640 0.09 -0.07 49.81 0| 0 0 0 720 0.19 -0.12 47.46 0| 0 0 0 800 0.26 -0.16 47.04 0| 0 0 0 840 0.34 -0.21 45.39 0| 0 0 0 880 0.44 -0.26 43.95 0| 0 0 0 920 0.54 -0.31 41.59 0| 0 5 0 960 0.70 -0.38 41.07 0| 0 144 0 1000 1.20 -0.55 38.62 0| 0 110 0 1100 1.89 -0.72 37.38 0| 0 3,000 0 1200 2.70 -0.85 35.80 0| 0 0 0 1300 3.60 -0.94 34.01 0| 0 0 0 1400 5.57 -1.00 32.66 0| 0 0 0 1600 7.57 -1.00 32.76 0| 0 0 0 1800 9.57 -1.00 34.00 0| 0 0 0 2000 Total 0| 0 3,259 0 Indicative a-t-m Vol 40.13 Underlying Price 10.435 Time to expiry: 200 Days Mar 11 0.11 -0.06 48.00 0| 0 0 0 640 0.21 -0.10 46.81 0| 0 0 0 720 0.36 -0.16 45.28 0| 0 137 0 800 0.46 -0.20 44.72 0| 0 0 0 840 0.57 -0.24 43.73 0| 0 0 0 880 0.70 -0.28 43.09 0| 0 0 0 920 0.85 -0.33 42.20 0| 0 50 0 960 1.01 -0.38 41.01 0| 0 86 0 1000 1.50 -0.51 39.00 0| 0 9 0 1100 2.14 -0.64 37.37 0| 0 85 0 1200 2.90 -0.75 36.76 0| 0 0 0 1300 3.73 -0.84 35.30 0| 0 0 0 1400 5.58 -0.96 33.05 0| 0 0 0 1600 7.57 -1.00 31.75 0| 0 0 0 1800 9.57 -1.00 31.00 0| 0 0 0 2000 Total 0| 0 367 0 Indicative a-t-m Vol 39.94 Underlying Price 10.435 Time to expiry: 291 Days Jun 11 0.05 -0.03 51.00 0| 0 0 0 480 0.17 -0.07 49.76 0| 0 0 0 600 0.36 -0.13 47.20 0| 0 0 0 720 0.54 -0.19 45.30 0| 0 0 0 800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.77 -0.26 43.43 0| 0 0 0 880 0.91 -0.29 42.54 0| 0 0 0 920 1.06 -0.33 41.69 0| 0 11 0 960 1.23 -0.37 40.76 0| 0 0 0 1000 1.73 -0.48 38.89 0| 0 0 0 1100 2.33 -0.60 37.22 0| 0 10 0 1200 3.04 -0.70 35.78 0| 0 0 0 1300 3.83 -0.79 34.61 0| 0 0 0 1400 5.62 -0.92 32.96 0| 0 10 0 1600 7.57 -0.99 32.13 0| 0 0 0 1800 9.57 -1.00 32.00 0| 0 0 0 2000 Total 0| 0 31 0 Indicative a-t-m Vol 39.99 Underlying Price 10.435 Time to expiry: 473 Days Dec 11 0.36 -0.10 49.61 0| 0 0 0 600 0.84 -0.21 44.82 0| 0 0 0 800 1.12 -0.27 43.45 0| 0 0 0 880 1.42 -0.33 41.53 0| 0 0 0 960 1.59 -0.36 40.65 0| 0 0 0 1000 2.68 -0.54 37.64 0| 0 0 0 1200 5.77 -0.83 33.95 0| 0 0 0 1600 9.57 -0.98 33.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 39.57 Underlying Price 10.435 Time to expiry: 655 Days Jun 12 0.54 -0.12 49.59 0| 0 0 0 600 1.08 -0.22 44.64 0| 0 0 0 800 1.66 -0.32 40.78 0| 0 0 0 960 1.85 -0.35 40.12 0| 0 0 0 1000 2.95 -0.50 37.64 0| 0 10 0 1200 5.88 -0.78 33.40 0| 0 0 0 1600 9.58 -0.96 32.00 0| 0 0 0 2000 Total 0| 0 10 0 Total Puts 150| 0 5,558 0 Grand Total 153| 1 9,550 +1 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France European (AF2) Indicative a-t-m Vol 39.52 Underlying Price 10.435 Time to expiry: 18 Days Sep 10 5.64 1.00 74.15 0| 0 0 0 480 4.44 1.00 58.43 0| 0 0 0 600 4.04 1.00 55.00 0| 0 0 0 640 3.24 1.00 49.80 0| 0 0 0 720 2.44 1.00 46.21 0| 0 0 0 800 2.04 0.99 44.84 0| 0 0 0 840 1.65 0.96 43.70 0| 0 0 0 880 1.28 0.91 42.74 0| 0 0 0 920 1.11 0.87 42.31 0| 0 0 0 940 0.92 0.84 38.75 0| 0 369 0 960 0.80 0.75 44.15 0| 0 0 0 980 0.66 0.68 43.70 0| 0 3 0 1000 0.34 0.49 38.95 0| 0 0 0 1050 0.16 0.29 38.79 0| 0 1 0 1100 0.08 0.16 40.25 0| 0 0 0 1150 0.02 0.06 39.02 0| 0 31 0 1200 0.01 0.01 38.37 0| 0 16 0 1300 0.01 0.00 37.86 0| 0 46 0 1400 0.01 0.00 37.41 0| 0 0 0 1500 0.01 0.00 36.99 0| 0 417 0 1600 0.01 0.00 36.09 0| 0 201 0 1800 0.01 0.00 35.00 0| 0 0 0 2000 0.01 0.00 32.04 0| 0 0 0 2400 Total 0| 0 1,084 0 Indicative a-t-m Vol 40.13 Underlying Price 10.435 Time to expiry: 200 Days Mar 11 5.67 0.99 48.61 0| 0 0 0 480 4.54 0.96 48.57 0| 0 0 0 600 4.18 0.94 48.00 0| 0 0 0 640 3.48 0.90 46.81 0| 0 0 0 720 2.84 0.84 45.28 0| 0 0 0 800 2.54 0.80 44.72 0| 0 0 0 840 2.25 0.76 43.73 0| 0 0 0 880 1.99 0.72 43.09 0| 0 0 0 920 1.74 0.67 42.20 0| 0 0 0 960 1.49 0.62 41.01 0| 0 0 0 1000 0.99 0.49 39.00 0| 0 0 0 1100 0.63 0.37 37.37 0| 0 0 0 1200 0.39 0.26 36.76 0| 0 0 0 1300 0.22 0.17 35.30 0| 0 200 0 1400 0.05 0.05 33.05 0| 0 96 0 1600 0.01 0.01 31.75 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 39.09 Underlying Price 10.435 Time to expiry: 382 Days Sep 11 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.77 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 2.16 0.67 40.63 0| 0 0 0 960 1.94 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 38.29 Underlying Price 10.435 Time to expiry: 564 Days Mar 12 4.93 0.90 46.78 0| 0 0 0 600 3.48 0.79 42.85 0| 0 0 0 800 2.96 0.74 41.08 0| 0 0 0 880 2.49 0.68 39.70 0| 0 0 0 960 2.27 0.65 38.93 0| 0 0 0 1000 1.38 0.48 36.02 0| 0 0 0 1200 0.45 0.22 33.50 0| 0 0 0 1600 0.13 0.08 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 0 1,380 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 23 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France European (AF2) Indicative a-t-m Vol 39.52 Underlying Price 10.435 Time to expiry: 18 Days Sep 10 0.01 0.00 74.15 0| 0 7 0 480 0.01 0.00 58.43 0| 0 0 0 600 0.01 0.00 55.00 0| 0 0 0 640 0.01 0.00 49.80 0| 0 0 0 720 0.01 0.00 46.21 0| 0 0 0 800 0.01 -0.01 44.84 0| 0 0 0 840 0.02 -0.04 43.70 0| 0 50 0 880 0.04 -0.09 42.74 0| 0 0 0 920 0.07 -0.13 42.31 0| 0 0 0 940 0.08 -0.16 38.75 0| 0 70 0 960 0.16 -0.25 44.15 0| 0 0 0 980 0.22 -0.32 43.70 0| 0 212 0 1000 0.40 -0.51 38.95 0| 0 0 0 1050 0.72 -0.71 38.79 0| 0 13 0 1100 1.14 -0.84 40.25 0| 0 0 0 1150 1.59 -0.94 39.02 0| 0 5 0 1200 2.56 -0.99 38.37 0| 0 0 0 1300 3.56 -1.00 37.86 0| 0 100 0 1400 4.56 -1.00 37.41 0| 0 0 0 1500 5.56 -1.00 36.99 0| 0 0 0 1600 7.56 -1.00 36.09 0| 0 225 0 1800 9.56 -1.00 35.00 0| 0 0 0 2000 13.56 -1.00 32.04 0| 0 10 0 2400 Total 0| 0 692 0 Indicative a-t-m Vol 40.13 Underlying Price 10.435 Time to expiry: 200 Days Mar 11 0.01 -0.01 48.61 0| 0 0 0 480 0.07 -0.04 48.57 0| 0 0 0 600 0.11 -0.06 48.00 0| 0 250 0 640 0.21 -0.10 46.81 0| 0 0 0 720 0.36 -0.16 45.28 0| 0 0 0 800 0.46 -0.20 44.72 0| 0 0 0 840 0.57 -0.24 43.73 0| 0 0 0 880 0.70 -0.28 43.09 0| 0 1 0 920 0.85 -0.33 42.20 0| 0 40 0 960 1.01 -0.38 41.01 0| 0 30 0 1000 1.50 -0.51 39.00 0| 0 0 0 1100 2.13 -0.63 37.37 0| 0 0 0 1200 2.88 -0.74 36.76 0| 0 0 0 1300 3.71 -0.83 35.30 0| 0 2,000 0 1400 5.54 -0.95 33.05 0| 0 340 0 1600 7.48 -0.99 31.75 0| 0 0 0 1800 9.46 -1.00 31.00 0| 0 2,000 0 2000 Total 0| 0 4,661 0 Indicative a-t-m Vol 39.09 Underlying Price 10.435 Time to expiry: 382 Days Sep 11 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.26 -0.09 49.66 0| 0 0 0 600 0.68 -0.20 44.69 0| 0 210 0 800 0.92 -0.26 42.63 0| 0 0 0 880 1.20 -0.33 40.63 0| 0 0 0 960 1.38 -0.37 39.75 0| 0 140 0 1000 2.47 -0.56 36.75 0| 0 50 0 1200 5.60 -0.85 33.09 0| 0 0 0 1600 9.36 -0.97 31.18 0| 0 50 0 2000 Total 0| 0 450 0 Indicative a-t-m Vol 38.29 Underlying Price 10.435 Time to expiry: 564 Days Mar 12 0.38 -0.10 46.78 0| 0 0 0 600 0.89 -0.21 42.85 0| 0 0 0 800 1.15 -0.26 41.08 0| 0 0 0 880 1.47 -0.32 39.70 0| 0 0 0 960 1.64 -0.35 38.93 0| 0 0 0 1000 2.71 -0.52 36.02 0| 0 0 0 1200 5.71 -0.78 33.50 0| 0 0 0 1600 9.31 -0.92 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 0| 0 5,803 0 Grand Total 0| 0 7,183 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 25 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air Liquide (100) (AI1) Indicative a-t-m Vol 25.14 Underlying Price 81.670 Time to expiry: 18 Days Sep 10 36.68 1.00 66.00 0| 0 0 0 4500 29.19 1.00 65.26 0| 0 0 0 5250 25.69 1.00 61.43 0| 0 0 0 5600 21.71 0.99 56.00 0| 0 0 0 6000 17.72 0.99 48.05 0| 0 0 0 6400 14.24 0.98 41.34 0| 0 0 0 6750 10.55 0.96 35.63 0| 0 38 0 7125 7.02 0.89 31.80 0| 0 889 0 7500 3.83 0.73 27.91 0| 0 80 0 7875 2.92 0.65 26.66 0| 0 65 0 8000 1.44 0.44 24.38 0| 0 1,218 0 8250 0.92 0.84 0.31 23.34 0.92 0.92 5| 30 323 -30 8400 0.37 0.31 0.15 22.17 0.37 0.37 1| 1 1,032 +1 8625 0.14 0.07 22.24 0| 0 803 0 8800 0.05 0.03 22.17 0| 0 678 0 9000 0.10 0.02 0.01 23.18 0.10 0.10 5| 0 149 0 9200 0.01 0.01 23.44 0| 0 489 0 9375 0.01 0.00 23.69 0| 0 54 0 9600 0.01 0.00 23.83 0| 0 61 0 10000 0.01 0.00 33.00 0| 0 0 0 12000 Total 11| 31 5,879 -29 Indicative a-t-m Vol 25.58 Underlying Price 81.670 Time to expiry: 46 Days Oct 10 14.10 0.93 37.35 0| 0 0 0 6800 10.39 0.87 33.22 0| 0 0 0 7200 6.96 0.77 29.67 0| 0 71 0 7600 5.41 0.70 28.10 0| 0 34 0 7800 4.03 0.61 26.79 0| 0 0 0 8000 2.83 0.50 25.34 0| 11 34 +10 8200 1.88 0.39 24.17 0| 0 126 0 8400 1.17 0.29 23.45 0| 11 63 -11 8600 0.68 0.19 22.67 0| 13 741 +10 8800 0.38 0.12 22.44 0| 59 351 +54 9000 0.16 0.06 21.09 0| 0 172 0 9200 0.05 0.02 21.87 0| 240 283 +123 9600 0.10 0.02 0.01 23.00 0.10 0.10 4| 0 45 0 10000 Total 4| 334 1,920 +186 Indicative a-t-m Vol 26.38 Underlying Price 81.670 Time to expiry: 81 Days Nov 10 14.68 0.88 36.01 0| 0 0 0 6800 11.16 0.82 32.87 0| 0 0 0 7200 7.96 0.72 30.07 0| 0 15 0 7600 6.55 6.50 0.66 28.79 6.55 6.55 11| 0 12 0 7800 5.18 0.59 27.65 0| 12 57 +12 8000 3.94 0.52 26.13 0| 0 24 0 8200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 26 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.94 0.44 25.16 0| 12 36 +12 8400 1.45 0.27 23.44 0| 56 40 +26 8800 0.62 0.15 22.38 0| 51 123 +51 9200 0.23 0.06 21.64 0| 0 0 0 9600 Total 11| 131 307 +101 Indicative a-t-m Vol 26.40 Underlying Price 81.670 Time to expiry: 109 Days Dec 10 47.69 1.00 62.80 0| 0 0 0 3409 39.32 0.99 59.76 0| 0 0 0 4261 36.99 0.98 57.73 0| 0 0 0 4500 31.01 0.97 51.62 0| 0 32 0 5114 26.33 0.95 46.82 0| 0 0 0 5600 22.79 0.93 42.38 0| 0 0 0 5966 18.75 0.90 38.70 0| 0 0 0 6400 14.93 0.85 34.86 0| 0 60 0 6818 12.31 0.81 32.81 0| 0 0 0 7125 9.30 0.73 30.25 0| 0 139 0 7500 8.03 0.69 29.28 0| 0 760 0 7671 6.62 0.63 28.12 0| 0 10 0 7875 4.71 0.53 26.31 0| 0 3,347 0 8182 3.40 0.44 25.14 2,500| 13 1,061 +2 8438 3.02 0.41 24.74 0| 0 1,647 0 8523 1.99 0.31 23.75 0| 0 101 0 8800 1.55 1.42 0.25 23.14 1.55 1.55 1| 60 2,408 +31 9000 0.97 0.99 0.19 22.59 0.97 0.97 1| 63 104 +33 9200 0.70 0.14 22.16 0| 30 3,485 +30 9375 0.12 0.03 21.40 0| 0 489 0 10227 0.02 0.01 23.00 0| 0 63 0 11250 Total 2,502| 166 13,706 +96 Indicative a-t-m Vol 26.96 Underlying Price 81.670 Time to expiry: 200 Days Mar 11 34.38 0.96 47.42 0| 0 0 0 4800 30.09 0.94 43.64 0| 0 0 0 5250 26.84 0.92 41.20 0| 0 0 0 5600 23.23 0.89 38.74 0| 0 4 0 6000 19.66 0.86 35.88 0| 0 30 0 6400 16.71 0.82 33.98 0| 0 86 0 6750 10.87 0.70 29.93 0| 0 175 0 7500 8.34 0.62 28.15 0| 0 229 0 7875 6.16 0.53 26.62 0| 0 145 0 8250 4.31 0.43 25.15 0| 0 61 0 8625 3.56 0.38 24.54 0| 0 81 0 8800 2.84 0.33 23.87 0| 0 1,610 0 9000 2.23 0.28 23.24 0| 30 87 +30 9200 1.77 0.24 22.81 0| 0 538 0 9375 0.05 0.01 18.68 0| 0 159 0 11250 Total 0| 30 3,205 +30 Indicative a-t-m Vol 27.02 Underlying Price 81.670 Time to expiry: 291 Days Jun 11 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 27 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 44.58 0.98 53.00 0| 0 0 0 3750 37.28 0.97 45.28 0| 0 0 0 4500 30.23 0.93 40.29 0| 0 0 0 5250 26.84 0.91 38.51 0| 0 0 0 5625 23.52 0.88 36.39 0| 0 6 0 6000 20.08 0.84 34.30 0| 0 0 0 6400 17.22 0.80 32.65 0| 0 35 0 6750 11.64 0.69 29.45 0| 0 67 0 7500 8.52 0.59 27.77 0| 0 48 0 8000 7.06 0.53 26.65 0| 0 180 0 8250 4.50 0.41 24.97 0| 0 39 0 8800 3.09 0.32 23.94 0| 0 30 0 9200 2.03 0.24 23.03 0| 0 62 0 9600 1.27 0.17 22.26 0| 0 104 0 10000 0.11 0.02 21.09 0| 0 100 0 12000 0.01 0.00 24.00 0| 0 97 0 16000 Total 0| 0 768 0 Indicative a-t-m Vol 27.46 Underlying Price 81.670 Time to expiry: 473 Days Dec 11 37.94 0.94 45.62 0| 0 0 0 4500 31.19 0.90 40.75 0| 0 0 0 5250 24.87 0.84 36.99 0| 0 0 0 6000 20.26 0.79 33.73 0| 0 0 0 6563 13.59 0.66 29.97 0| 0 64 0 7500 10.47 0.58 28.01 0| 0 150 0 8000 6.43 0.44 25.39 0| 0 0 0 8800 0.48 0.06 21.14 0| 0 0 0 12000 0.06 0.01 24.25 0| 0 0 0 16000 Total 0| 0 214 0 Indicative a-t-m Vol 27.26 Underlying Price 81.670 Time to expiry: 655 Days Jun 12 35.72 0.91 43.27 0| 0 0 0 4800 25.79 0.82 36.75 0| 0 0 0 6000 16.84 0.70 31.08 0| 0 0 0 7200 11.74 0.59 27.82 0| 0 0 0 8000 7.54 0.47 25.12 0| 0 0 0 8800 0.93 0.10 21.44 0| 0 0 0 12000 0.20 0.02 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.03 Underlying Price 81.670 Time to expiry: 844 Days Dec 12 36.50 0.89 43.35 0| 0 0 0 4800 26.82 0.81 36.73 0| 0 0 0 6000 12.95 0.59 27.63 0| 0 0 0 8000 8.64 0.48 24.77 0| 0 0 0 8800 1.51 0.14 21.40 0| 0 0 0 12000 0.45 0.04 24.38 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 26.86 Underlying Price 81.670 Time to expiry: 1026 Days Jun 13 36.74 0.89 43.35 0| 0 0 0 4800 27.31 0.80 36.72 0| 0 0 0 6000 13.57 0.60 27.49 0| 0 0 0 8000 9.18 0.49 24.47 0| 0 0 0 8800 1.91 0.16 21.37 0| 0 0 0 12000 0.72 0.06 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.90 Underlying Price 81.670 Time to expiry: 1208 Days Dec 13 37.38 0.88 43.36 0| 0 0 0 4800 28.04 0.80 36.35 0| 0 0 0 6000 14.41 0.60 27.14 0| 0 0 0 8000 2.53 0.19 21.43 0| 0 0 0 12000 1.21 0.09 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.53 Underlying Price 81.670 Time to expiry: 1572 Days Dec 14 37.90 0.88 43.22 0| 0 0 0 4800 28.75 0.80 35.92 0| 0 0 0 6000 15.37 0.61 26.76 0| 0 0 0 8000 3.34 0.22 21.18 0| 0 0 0 12000 2.15 0.14 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 2,528| 692 25,999 +384 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 29 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air Liquide (100) (AI1) Indicative a-t-m Vol 25.14 Underlying Price 81.670 Time to expiry: 18 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 0.01 0.00 61.43 0| 0 30 0 5600 0.02 -0.01 56.00 0| 0 572 0 6000 0.03 -0.01 48.05 0| 0 125 0 6400 0.05 -0.02 41.34 0| 0 1,089 0 6750 0.12 -0.04 35.63 0| 0 364 0 7125 0.33 -0.11 31.80 0| 2 1,397 0 7500 0.84 0.90 -0.27 27.91 0.84 0.84 100| 64 1,353 +55 7875 1.23 -0.35 26.66 0| 11 122 0 8000 2.25 -0.56 24.38 0| 0 1,191 0 8250 3.16 -0.69 23.34 0| 0 1,422 0 8400 4.87 -0.85 22.17 0| 0 112 0 8625 6.45 -0.93 22.24 0| 0 30 0 8800 8.36 -0.97 22.17 0| 0 37 0 9000 10.34 -0.99 23.18 0| 0 97 0 9200 12.08 -1.00 23.44 0| 0 54 0 9375 14.33 -1.00 23.69 0| 0 0 0 9600 18.33 -1.00 23.83 0| 0 0 0 10000 38.33 -1.00 33.00 0| 0 0 0 12000 Total 100| 77 8,795 +55 Indicative a-t-m Vol 25.58 Underlying Price 81.670 Time to expiry: 46 Days Oct 10 0.39 -0.07 37.35 0| 30 90 +30 6800 0.68 -0.13 33.22 0| 0 122 0 7200 1.24 -0.23 29.67 0| 73 832 +43 7600 1.69 -0.30 28.10 0| 0 16 0 7800 2.31 -0.39 26.79 0| 0 198 0 8000 3.11 -0.50 25.34 0| 0 109 0 8200 4.15 -0.61 24.17 0| 0 61 0 8400 5.45 -0.72 23.45 0| 0 47 0 8600 6.96 -0.81 22.67 0| 0 38 0 8800 8.67 -0.88 22.44 0| 0 1 0 9000 10.45 -0.94 21.09 0| 0 1 0 9200 14.35 -0.98 21.87 0| 0 0 0 9600 18.33 -1.00 23.00 0| 0 0 0 10000 Total 0| 103 1,515 +73 Indicative a-t-m Vol 26.38 Underlying Price 81.670 Time to expiry: 81 Days Nov 10 0.90 -0.12 36.01 0| 103 70 +50 6800 1.38 -0.18 32.87 0| 42 71 +42 7200 2.17 -0.28 30.07 0| 25 86 +25 7600 2.71 -0.34 28.79 0| 11 97 +11 7800 3.39 -0.41 27.65 0| 0 78 0 8000 4.15 -0.48 26.13 0| 30 94 +30 8200 5.14 -0.57 25.16 0| 0 30 0 8400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.66 -0.73 23.44 0| 0 0 0 8800 10.84 -0.86 22.38 0| 0 0 0 9200 14.47 -0.94 21.64 0| 0 0 0 9600 Total 0| 211 526 +158 Indicative a-t-m Vol 26.40 Underlying Price 81.670 Time to expiry: 109 Days Dec 10 0.03 0.00 62.80 0| 0 232 0 3409 0.17 -0.02 59.76 0| 0 239 0 4261 0.22 -0.02 57.73 0| 0 405 0 4500 0.37 -0.04 51.62 0| 0 340 0 5114 0.54 -0.05 46.82 0| 0 80 0 5600 0.66 -0.07 42.38 0| 0 1,406 0 5966 0.95 -0.10 38.70 0| 0 115 0 6400 1.31 -0.15 34.86 0| 27 210 0 6818 1.76 -0.20 32.81 0| 26 4,015 0 7125 2.44 2.50 -0.27 30.25 2.44 2.44 2| 0 1,237 0 7500 2.94 -0.32 29.28 0| 0 2,281 0 7671 3.58 -0.38 28.12 0| 0 235 0 7875 4.74 -0.47 26.31 0| 0 2,895 0 8182 6.01 -0.56 25.14 0| 0 967 0 8438 6.48 -0.60 24.74 0| 0 1,019 0 8523 8.21 -0.69 23.75 0| 0 32 0 8800 9.65 -0.76 23.14 0| 0 0 0 9000 11.22 -0.81 22.59 0| 0 0 0 9200 12.68 -0.86 22.16 0| 0 33 0 9375 20.64 -0.98 21.40 0| 0 46 0 10227 30.83 -1.00 23.00 0| 0 0 0 11250 Total 2| 53 15,787 0 Indicative a-t-m Vol 26.96 Underlying Price 81.670 Time to expiry: 200 Days Mar 11 0.61 -0.04 47.42 0| 0 20 0 4800 0.82 -0.06 43.64 0| 0 268 0 5250 1.05 -0.08 41.20 0| 0 60 0 5600 1.42 -0.11 38.74 0| 0 167 0 6000 1.84 -0.15 35.88 0| 0 101 0 6400 2.38 -0.19 33.98 0| 30 183 -30 6750 4.02 -0.31 29.93 0| 30 1,118 +19 7500 5.22 -0.39 28.15 0| 0 119 0 7875 6.78 -0.48 26.62 0| 0 852 0 8250 8.67 -0.58 25.15 0| 0 172 0 8625 9.68 -0.62 24.54 0| 0 51 0 8800 10.95 -0.68 23.87 0| 0 93 0 9000 12.34 -0.73 23.24 0| 0 0 0 9200 13.63 -0.77 22.81 0| 0 2 0 9375 30.83 -1.00 18.68 0| 0 0 0 11250 Total 0| 60 3,206 -11 Indicative a-t-m Vol 27.02 Underlying Price 81.670 Time to expiry: 291 Days Jun 11 0.58 -0.03 53.00 0| 0 20 0 3750 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 31 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.81 -0.05 45.28 0| 0 310 0 4500 1.36 -0.09 40.29 0| 60 413 +19 5250 1.78 -0.11 38.51 0| 0 264 0 5625 2.29 -0.15 36.39 0| 0 154 0 6000 2.95 -0.19 34.30 0| 30 101 +14 6400 3.66 -0.23 32.65 0| 0 186 0 6750 5.78 -0.35 29.45 0| 0 119 0 7500 7.81 -0.45 27.77 0| 0 26 0 8000 8.92 -0.50 26.65 0| 0 180 0 8250 12.01 -0.62 24.97 0| 0 30 0 8800 14.68 -0.71 23.94 0| 0 0 0 9200 17.68 -0.78 23.03 0| 0 0 0 9600 20.96 -0.85 22.26 0| 0 25 0 10000 39.75 -0.98 21.09 0| 0 0 0 12000 79.35 -1.00 24.00 0| 0 0 0 16000 Total 0| 90 1,828 +33 Indicative a-t-m Vol 27.46 Underlying Price 81.670 Time to expiry: 473 Days Dec 11 1.99 -0.08 45.62 0| 0 130 0 4500 2.83 -0.12 40.75 0| 0 42 0 5250 4.09 -0.18 36.99 0| 0 10 0 6000 5.14 -0.23 33.73 0| 0 110 0 6563 7.89 -0.35 29.97 0| 0 71 0 7500 9.79 -0.43 28.01 0| 0 50 0 8000 13.75 -0.57 25.39 0| 0 0 0 8800 39.87 -0.95 21.14 0| 0 0 0 12000 79.23 -0.99 24.25 0| 0 0 0 16000 Total 0| 0 413 0 Indicative a-t-m Vol 27.26 Underlying Price 81.670 Time to expiry: 655 Days Jun 12 3.69 -0.13 43.27 0| 0 0 0 4800 5.96 -0.21 36.75 0| 0 0 0 6000 9.14 -0.34 31.08 0| 0 0 0 7200 12.12 -0.44 27.82 0| 0 0 0 8000 15.97 -0.56 25.12 0| 0 0 0 8800 41.18 -0.91 21.44 0| 0 0 0 12000 79.62 -0.98 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.03 Underlying Price 81.670 Time to expiry: 844 Days Dec 12 4.93 -0.14 43.35 0| 0 0 0 4800 7.26 -0.22 36.73 0| 0 0 0 6000 13.27 -0.43 27.63 0| 0 0 0 8000 16.89 -0.54 24.77 0| 0 0 0 8800 41.36 -0.88 21.40 0| 0 0 0 12000 79.45 -0.96 24.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.86 Underlying Price 81.670 Time to expiry: 1026 Days Jun 13 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 32 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.21 -0.15 43.35 0| 0 0 0 4800 8.83 -0.23 36.72 0| 0 0 0 6000 14.92 -0.43 27.49 0| 0 0 0 8000 18.42 -0.54 24.47 0| 0 0 0 8800 42.37 -0.85 21.37 0| 0 0 0 12000 79.62 -0.94 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.90 Underlying Price 81.670 Time to expiry: 1208 Days Dec 13 7.19 -0.15 43.36 0| 0 0 0 4800 9.66 -0.23 36.35 0| 0 0 0 6000 15.55 -0.42 27.14 0| 0 0 0 8000 42.43 -0.83 21.43 0| 0 0 0 12000 79.47 -0.92 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.53 Underlying Price 81.670 Time to expiry: 1572 Days Dec 14 9.04 -0.16 43.22 0| 0 0 0 4800 11.47 -0.24 35.92 0| 0 0 0 6000 17.22 -0.42 26.76 0| 0 0 0 8000 43.04 -0.79 21.18 0| 0 0 0 12000 79.48 -0.89 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 102| 594 32,070 +308 Grand Total 2,630| 1,286 58,069 +692 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air Liquide European (AI2) Indicative a-t-m Vol 25.14 Underlying Price 81.670 Time to expiry: 18 Days Sep 10 36.68 1.00 66.00 0| 0 0 0 4500 29.19 1.00 65.26 0| 0 0 0 5250 25.44 1.00 58.92 0| 0 0 0 5625 21.71 0.99 56.00 0| 0 95 0 6000 17.72 0.99 48.05 0| 0 0 0 6400 14.24 0.98 41.34 0| 0 147 0 6750 10.55 0.96 35.63 0| 0 399 0 7125 7.02 0.89 31.80 0| 0 141 0 7500 3.83 0.73 27.91 0| 0 0 0 7875 2.92 0.65 26.66 0| 0 0 0 8000 1.44 0.44 24.38 0| 0 35,010 0 8250 0.84 0.31 23.34 0| 0 0 0 8400 0.31 0.15 22.17 0| 0 22,815 0 8625 0.14 0.07 22.24 0| 0 207 0 8800 0.05 0.03 22.17 0| 0 850 0 9000 0.02 0.01 23.18 0| 0 0 0 9200 0.01 0.01 23.44 0| 0 20 0 9375 0.01 0.00 23.69 0| 0 500 0 9600 0.01 0.00 23.83 0| 0 0 0 10000 0.01 0.00 33.00 0| 0 0 0 12000 Total 0| 0 60,184 0 Indicative a-t-m Vol 26.96 Underlying Price 81.670 Time to expiry: 200 Days Mar 11 37.13 0.97 49.73 0| 0 0 0 4500 30.01 0.94 43.64 0| 0 0 0 5250 26.53 0.92 41.09 0| 0 0 0 5625 23.16 0.89 38.74 0| 0 0 0 6000 19.60 0.85 35.88 0| 0 0 0 6400 16.65 0.81 33.98 0| 0 0 0 6750 13.62 0.76 31.83 0| 0 9 0 7125 10.83 0.69 29.93 0| 0 10 0 7500 7.55 0.58 27.66 0| 0 50 0 8000 6.12 0.52 26.62 0| 0 0 0 8250 4.28 0.43 25.15 0| 0 20 0 8625 3.54 0.38 24.54 0| 0 0 0 8800 2.82 0.33 23.87 0| 0 572 0 9000 2.21 0.28 23.24 0| 0 0 0 9200 1.25 0.19 22.09 0| 0 0 0 9600 0.67 0.11 21.07 0| 0 0 0 10000 0.01 0.00 17.78 0| 0 0 0 12000 Total 0| 0 661 0 Indicative a-t-m Vol 25.88 Underlying Price 81.670 Time to expiry: 382 Days Sep 11 33.35 0.93 41.00 0| 0 0 0 4800 23.01 0.84 35.05 0| 0 0 0 6000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.88 0.70 29.76 0| 0 0 0 7200 8.72 0.56 26.37 0| 0 0 0 8000 4.92 0.40 24.00 0| 0 0 0 8800 0.20 0.03 20.31 0| 0 0 0 12000 0.01 0.00 22.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.12 Underlying Price 81.670 Time to expiry: 564 Days Mar 12 34.71 0.90 40.64 0| 0 0 0 4800 27.67 0.85 35.90 0| 0 0 0 5625 13.75 0.65 27.91 0| 0 0 0 7500 10.87 0.58 26.59 0| 0 0 0 8000 6.92 0.45 24.32 0| 0 0 0 8800 0.55 0.07 19.74 0| 0 0 0 12000 0.06 0.01 22.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 60,845 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air Liquide European (AI2) Indicative a-t-m Vol 25.14 Underlying Price 81.670 Time to expiry: 18 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 58.92 0| 0 809 0 5625 0.02 -0.01 56.00 0| 0 650 0 6000 0.03 -0.01 48.05 0| 0 400 0 6400 0.05 -0.02 41.34 0| 0 779 0 6750 0.12 -0.04 35.63 0| 0 486 0 7125 0.33 -0.11 31.80 0| 0 1,015 0 7500 0.90 -0.27 27.91 0| 0 1,180 0 7875 1.23 -0.35 26.66 0| 0 300 0 8000 2.25 -0.56 24.38 0| 0 35,450 0 8250 3.15 -0.69 23.34 0| 0 650 0 8400 4.87 -0.85 22.17 0| 0 5,084 0 8625 6.45 -0.93 22.24 0| 0 0 0 8800 8.35 -0.97 22.17 0| 0 0 0 9000 10.33 -0.99 23.18 0| 0 0 0 9200 12.07 -0.99 23.44 0| 0 0 0 9375 14.31 -1.00 23.69 0| 0 0 0 9600 18.31 -1.00 23.83 0| 0 0 0 10000 38.30 -1.00 33.00 0| 0 0 0 12000 Total 0| 0 47,818 0 Indicative a-t-m Vol 26.96 Underlying Price 81.670 Time to expiry: 200 Days Mar 11 0.48 -0.03 49.73 0| 0 2,935 0 4500 0.82 -0.06 43.64 0| 0 10 0 5250 1.07 -0.08 41.09 0| 0 1,014 0 5625 1.42 -0.11 38.74 0| 0 0 0 6000 1.84 -0.15 35.88 0| 0 0 0 6400 2.38 -0.19 33.98 0| 0 86 0 6750 3.08 -0.24 31.83 0| 0 90 0 7125 4.02 -0.31 29.93 0| 0 252 0 7500 5.72 -0.42 27.66 0| 0 0 0 8000 6.77 -0.48 26.62 0| 0 3,191 0 8250 8.66 -0.57 25.15 0| 0 100 0 8625 9.67 -0.62 24.54 0| 0 0 0 8800 10.93 -0.67 23.87 0| 0 0 0 9000 12.31 -0.72 23.24 0| 0 0 0 9200 15.33 -0.81 22.09 0| 0 0 0 9600 18.73 -0.89 21.07 0| 0 0 0 10000 37.96 -1.00 17.78 0| 0 0 0 12000 Total 0| 0 7,678 0 Indicative a-t-m Vol 25.88 Underlying Price 81.670 Time to expiry: 382 Days Sep 11 1.33 -0.07 41.00 0| 0 0 0 4800 2.84 -0.16 35.05 0| 0 0 0 6000 5.57 -0.30 29.76 0| 0 0 0 7200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.31 -0.44 26.37 0| 0 10 0 8000 12.41 -0.60 24.00 0| 0 0 0 8800 39.30 -0.97 20.31 0| 0 0 0 12000 78.62 -1.00 22.00 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 26.12 Underlying Price 81.670 Time to expiry: 564 Days Mar 12 2.34 -0.10 40.64 0| 0 40 0 4800 3.40 -0.15 35.90 0| 0 30 0 5625 7.86 -0.35 27.91 0| 0 0 0 7500 9.88 -0.42 26.59 0| 0 175 0 8000 13.78 -0.55 24.32 0| 0 0 0 8800 38.79 -0.93 19.74 0| 0 0 0 12000 77.53 -0.99 22.00 0| 0 0 0 16000 Total 0| 0 245 0 Total Puts 0| 0 55,751 0 Grand Total 0| 0 116,596 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 41.46 Underlying Price 2.064 Time to expiry: 18 Days Sep 10 1.66 1.00 100.00 0| 0 0 0 40 1.26 1.00 67.41 0| 0 0 0 80 0.86 1.00 54.01 0| 0 0 0 120 0.66 1.00 50.04 0| 0 0 0 140 0.46 0.99 47.10 0| 0 68 0 160 0.27 0.93 41.42 0| 0 120 0 180 0.19 0.79 48.87 0| 0 820 0 190 0.12 0.64 43.58 0| 120 661 -30 200 0.06 0.44 40.05 0| 0 990 0 210 0.03 0.28 43.73 0| 0 508 0 220 0.01 0.14 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 0| 120 54,323 -30 Indicative a-t-m Vol 41.58 Underlying Price 2.064 Time to expiry: 46 Days Oct 10 0.67 0.98 58.00 0| 0 0 0 140 0.48 0.93 52.95 0| 0 0 0 160 0.31 0.81 48.34 0| 0 0 0 180 0.23 0.72 45.62 0| 0 0 0 190 0.16 0.61 43.35 0| 0 0 0 200 0.10 0.48 40.39 0| 0 220 0 210 0.07 0.36 40.12 0| 0 332 0 220 0.04 0.25 40.31 0| 0 1,188 0 230 0.02 0.15 38.49 0| 0 40 0 240 0.01 0.05 38.05 0| 0 0 0 260 0.01 0.02 38.93 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 44.73 Underlying Price 2.064 Time to expiry: 81 Days Nov 10 0.68 0.94 58.00 0| 0 0 0 140 0.51 0.86 57.12 0| 0 0 0 160 0.35 0.76 51.58 0| 0 0 0 180 0.28 0.69 48.43 0| 0 0 0 190 0.22 0.60 47.49 0| 0 0 0 200 0.15 0.51 42.88 0| 0 120 0 210 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.11 0.11 0.42 42.76 0.11 0.11 30| 0 10,000 0 220 0.04 0.22 36.91 0| 0 0 0 240 0.02 0.12 37.73 0| 0 0 0 260 0.01 0.06 40.00 0| 0 0 0 280 Total 30| 0 10,120 0 Indicative a-t-m Vol 44.74 Underlying Price 2.064 Time to expiry: 109 Days Dec 10 1.67 1.00 84.00 0| 0 0 0 40 1.27 1.00 67.80 0| 0 30 0 80 0.88 0.97 57.55 0| 0 0 0 120 0.52 0.86 50.51 0| 0 145 0 160 0.36 0.75 47.89 0| 0 0 0 180 0.24 0.60 45.75 0| 0 670 0 200 0.14 0.44 42.39 0| 5 899 0 220 0.08 0.08 0.30 41.75 0.08 0.08 10| 0 321,669 0 240 0.04 0.18 40.21 0| 0 10,722 0 260 0.02 0.09 38.57 0| 0 33,757 0 280 0.01 0.02 36.26 0| 0 1,659 0 320 0.01 0.01 35.29 0| 0 304,200 0 340 0.01 0.00 34.44 0| 0 5,737 0 360 0.01 0.00 33.00 0| 0 41,000 0 400 0.01 0.00 31.87 0| 0 15,007 0 440 0.01 0.00 30.98 0| 0 0 0 480 0.01 0.00 30.62 0| 0 0 0 500 0.01 0.00 29.79 0| 0 0 0 560 0.01 0.00 29.43 0| 0 0 0 600 0.01 0.00 29.11 0| 0 0 0 800 0.01 0.00 30.35 0| 0 101 0 1000 0.01 0.00 32.43 0| 0 305 0 1200 0.01 0.00 35.00 0| 0 200 0 1400 Total 10| 5 736,101 0 Indicative a-t-m Vol 44.46 Underlying Price 2.064 Time to expiry: 200 Days Mar 11 1.67 1.00 78.00 0| 0 0 0 40 1.28 0.98 68.37 0| 0 0 0 80 0.90 0.93 57.82 0| 0 0 0 120 0.57 0.81 49.92 0| 0 0 0 160 0.42 0.72 46.82 0| 0 0 0 180 0.31 0.61 45.23 0| 0 106 0 200 0.21 0.49 42.66 0| 0 560 0 220 0.13 0.37 40.38 0| 0 1,820 0 240 0.08 0.27 39.40 0| 0 600 0 260 0.05 0.18 38.34 0| 0 4,000 0 280 0.02 0.07 36.85 0| 0 1,100 0 320 0.01 0.03 36.11 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 44.53 Underlying Price 2.064 Time to expiry: 291 Days Jun 11 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.28 0.98 63.00 0| 0 0 0 80 0.94 0.90 60.15 0| 0 0 0 120 0.62 0.79 50.53 0| 0 16 0 160 0.48 0.71 47.00 0| 0 119 0 180 0.37 0.62 45.74 0| 0 1 0 200 0.26 0.52 41.71 0| 0 150 0 220 0.18 0.42 40.35 0| 0 626 0 240 0.13 0.33 39.37 0| 0 100 0 260 0.09 0.25 38.67 0| 0 740 0 280 0.04 0.12 36.40 0| 0 300 0 320 0.02 0.06 36.23 0| 0 0 0 360 0.01 0.03 37.05 0| 0 0 0 400 0.01 0.02 38.71 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 45.23 Underlying Price 2.064 Time to expiry: 473 Days Dec 11 1.32 0.95 66.32 0| 0 0 0 80 0.98 0.89 54.85 0| 0 0 0 120 0.71 0.77 52.24 0| 0 26 0 160 0.47 0.64 45.98 0| 0 0 0 200 0.28 0.48 41.00 0| 0 0 0 240 0.18 0.35 40.55 0| 0 0 0 280 0.11 0.24 39.61 0| 0 20 0 320 0.04 0.11 39.23 0| 0 57,500 0 400 0.02 0.05 40.10 0| 0 0 0 500 0.01 0.02 39.81 0| 0 0 0 600 0.01 0.00 40.66 0| 0 0 0 800 0.01 0.00 41.42 0| 0 101 0 1000 0.01 0.00 41.91 0| 0 301 0 1200 0.01 0.00 42.34 0| 0 100 0 1400 Total 0| 0 58,048 0 Indicative a-t-m Vol 44.60 Underlying Price 2.064 Time to expiry: 655 Days Jun 12 1.35 0.94 65.74 0| 0 0 0 80 0.78 0.77 52.19 0| 0 0 0 160 0.54 0.65 45.21 0| 0 0 0 200 0.35 0.52 41.17 0| 0 0 0 240 0.25 0.40 40.74 0| 0 0 0 280 0.17 0.31 39.96 0| 0 0 0 320 0.10 0.19 41.84 0| 0 0 0 400 0.04 0.09 38.05 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.29 Underlying Price 2.064 Time to expiry: 844 Days Dec 12 1.39 0.93 65.00 0| 0 0 0 80 0.85 0.78 52.06 0| 0 0 0 160 0.60 0.67 44.83 0| 0 0 0 200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.42 0.55 41.24 0| 0 0 0 240 0.32 0.45 41.01 0| 0 0 0 280 0.25 0.39 39.21 0| 0 7,500 0 300 0.23 0.36 40.10 0| 0 0 0 320 0.15 0.26 42.19 0| 0 0 0 400 0.05 0.11 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 44.13 Underlying Price 2.064 Time to expiry: 1026 Days Jun 13 1.42 0.93 64.71 0| 0 0 0 80 0.91 0.78 51.87 0| 0 0 0 160 0.66 0.68 44.61 0| 0 0 0 200 0.48 0.58 41.38 0| 0 0 0 240 0.29 0.40 40.27 0| 0 0 0 320 0.20 0.30 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 46.00 Underlying Price 2.064 Time to expiry: 1208 Days Dec 13 1.45 0.93 64.49 0| 0 0 0 80 0.96 0.79 51.97 0| 0 0 0 160 0.54 0.60 41.59 0| 0 0 0 240 0.34 0.44 40.44 0| 0 0 0 320 0.25 0.34 42.19 0| 0 0 0 400 0.10 0.18 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 46.71 Underlying Price 2.064 Time to expiry: 1572 Days Dec 14 1.51 0.93 64.52 0| 0 0 0 80 1.06 0.80 52.49 0| 0 0 0 160 0.66 0.64 42.43 0| 0 0 0 240 0.45 0.50 40.86 0| 0 0 0 320 0.35 0.41 42.19 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 40| 125 878,110 -30 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 41.46 Underlying Price 2.064 Time to expiry: 18 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 -0.01 47.10 0| 0 160 0 160 0.01 -0.07 41.42 0| 0 534 0 180 0.03 -0.21 48.87 0| 0 10 0 190 0.05 -0.36 43.58 0| 120 4,000 0 200 0.09 -0.56 40.05 0| 0 430 0 210 0.17 -0.72 43.73 0| 0 3,558 0 220 0.25 -0.86 41.48 0| 0 5,144 0 230 0.34 -0.95 40.03 0| 50 9,324 -50 240 0.54 -0.99 40.38 0| 0 861 0 260 0.74 -1.00 39.91 0| 187 4,240 0 280 0.94 -1.00 39.60 0| 0 360 0 300 1.14 -1.00 39.43 0| 0 3 0 320 1.34 -1.00 39.37 0| 0 322 0 340 1.54 -1.00 39.41 0| 0 0 0 360 1.94 -1.00 39.71 0| 0 0 0 400 2.34 -1.00 40.25 0| 0 0 0 440 2.74 -1.00 41.00 0| 0 0 0 480 Total 0| 357 29,404 -50 Indicative a-t-m Vol 41.58 Underlying Price 2.064 Time to expiry: 46 Days Oct 10 0.01 -0.02 58.00 0| 0 0 0 140 0.01 -0.07 52.95 0| 0 0 0 160 0.04 -0.19 48.34 0| 0 240 0 180 0.06 -0.28 45.62 0| 0 100 0 190 0.10 -0.39 43.35 0| 0 26,200 0 200 0.14 -0.52 40.39 0| 120 930 +20 210 0.20 -0.64 40.12 0| 300 730 +200 220 0.28 -0.75 40.31 0| 0 0 0 230 0.36 -0.85 38.49 0| 0 0 0 240 0.54 -0.95 38.05 0| 0 0 0 260 0.74 -0.99 38.93 0| 0 0 0 280 0.94 -1.00 41.00 0| 0 0 0 300 Total 0| 420 28,200 +220 Indicative a-t-m Vol 44.73 Underlying Price 2.064 Time to expiry: 81 Days Nov 10 0.02 -0.06 58.00 0| 0 0 0 140 0.05 -0.14 57.12 0| 0 0 0 160 0.08 -0.25 51.58 0| 0 0 0 180 0.11 -0.31 48.43 0| 30 30 +30 190 0.15 -0.40 47.49 0| 0 360 0 200 0.19 -0.49 42.88 0| 0 100 0 210 0.25 -0.58 42.76 0| 0 20 0 220 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.38 -0.78 36.91 0| 0 0 0 240 0.55 -0.89 37.73 0| 0 0 0 260 0.74 -0.94 40.00 0| 0 0 0 280 Total 0| 30 510 +30 Indicative a-t-m Vol 44.74 Underlying Price 2.064 Time to expiry: 109 Days Dec 10 0.01 0.00 84.00 0| 0 0 0 40 0.01 0.00 67.80 0| 0 0 0 80 0.01 -0.03 57.55 0| 0 305 0 120 0.05 -0.14 50.51 0| 0 3,050 0 160 0.10 -0.25 47.89 0| 0 820 0 180 0.17 -0.40 45.75 0| 15 2,006 0 200 0.27 -0.56 42.39 0| 0 21,230 0 220 0.41 -0.70 41.75 0| 50 433 +50 240 0.57 -0.83 40.21 0| 0 6,200 0 260 0.75 -0.91 38.57 0| 0 224 0 280 1.14 -0.99 36.26 0| 0 8 0 320 1.34 -1.00 35.29 0| 0 0 0 340 1.54 -1.00 34.44 0| 0 16,300 0 360 1.94 -1.00 33.00 0| 0 202 0 400 2.34 -1.00 31.87 0| 0 2,500 0 440 2.74 -1.00 30.98 0| 0 5 0 480 2.94 -1.00 30.62 0| 0 5 0 500 3.54 -1.00 29.79 0| 0 5 0 560 3.94 -1.00 29.43 0| 0 0 0 600 5.94 -1.00 29.11 0| 0 0 0 800 7.94 -1.00 30.35 0| 0 0 0 1000 9.94 -1.00 32.43 0| 0 0 0 1200 11.94 -1.00 35.00 0| 0 0 0 1400 Total 0| 65 53,293 +50 Indicative a-t-m Vol 44.46 Underlying Price 2.064 Time to expiry: 200 Days Mar 11 0.01 0.00 78.00 0| 0 0 0 40 0.01 -0.02 68.37 0| 0 0 0 80 0.03 -0.07 57.82 0| 0 1,027 0 120 0.10 -0.19 49.92 0| 0 1,037 0 160 0.15 -0.28 46.82 0| 0 520 0 180 0.24 -0.39 45.23 0| 0 400 0 200 0.33 -0.51 42.66 0| 0 160 0 220 0.46 -0.63 40.38 0| 0 0 0 240 0.61 -0.74 39.40 0| 0 0 0 260 0.78 -0.83 38.34 0| 0 0 0 280 1.14 -0.94 36.85 0| 0 0 0 320 1.54 -0.99 36.11 0| 0 0 0 360 1.94 -1.00 36.00 0| 0 0 0 400 Total 0| 0 3,144 0 Indicative a-t-m Vol 44.53 Underlying Price 2.064 Time to expiry: 291 Days Jun 11 0.01 -0.02 63.00 0| 0 0 0 80 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 60.15 0| 0 251 0 120 0.14 -0.21 50.53 0| 0 555 0 160 0.20 -0.29 47.00 0| 0 120 0 180 0.29 -0.38 45.74 0| 0 945 0 200 0.38 -0.49 41.71 0| 0 240 0 220 0.50 -0.59 40.35 0| 0 429 0 240 0.65 -0.68 39.37 0| 0 14 0 260 0.81 -0.76 38.67 0| 187 530 +187 280 1.16 -0.89 36.40 0| 0 0 0 320 1.54 -0.96 36.23 0| 0 0 0 360 1.94 -0.99 37.05 0| 0 0 0 400 2.34 -1.00 38.71 0| 0 0 0 440 2.74 -1.00 40.88 0| 0 0 0 480 Total 0| 187 3,084 +187 Indicative a-t-m Vol 45.23 Underlying Price 2.064 Time to expiry: 473 Days Dec 11 0.04 -0.05 66.32 0| 0 21 0 80 0.10 -0.11 54.85 0| 0 0 0 120 0.22 -0.23 52.24 0| 0 0 0 160 0.37 -0.36 45.98 0| 0 0 0 200 0.58 -0.53 41.00 0| 0 39 0 240 0.88 -0.67 40.55 0| 0 0 0 280 1.21 -0.78 39.61 0| 0 10 0 320 1.95 -0.92 39.23 0| 0 0 0 400 2.94 -1.00 40.10 0| 0 0 0 500 3.94 -1.00 39.81 0| 0 0 0 600 5.94 -1.00 40.66 0| 0 200 0 800 7.94 -1.00 41.42 0| 0 0 0 1000 9.94 -1.00 41.91 0| 0 0 0 1200 11.94 -1.00 42.34 0| 0 0 0 1400 Total 0| 0 270 0 Indicative a-t-m Vol 44.60 Underlying Price 2.064 Time to expiry: 655 Days Jun 12 0.07 -0.06 65.74 0| 0 0 0 80 0.28 -0.23 52.19 0| 0 0 0 160 0.43 -0.35 45.21 0| 0 0 0 200 0.64 -0.49 41.17 0| 0 0 0 240 0.93 -0.61 40.74 0| 0 0 0 280 1.25 -0.72 39.96 0| 0 0 0 320 1.98 -0.84 41.84 0| 0 0 0 400 2.74 -0.98 37.00 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.29 Underlying Price 2.064 Time to expiry: 844 Days Dec 12 0.10 -0.07 65.00 0| 0 0 0 80 0.34 -0.23 52.06 0| 0 0 0 160 0.48 -0.34 44.83 0| 0 0 0 200 0.69 -0.46 41.24 0| 0 0 0 240 0.98 -0.57 41.01 0| 0 0 0 280 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.11 -0.63 39.21 0| 0 7,500 0 300 1.29 -0.67 40.10 0| 0 0 0 320 2.01 -0.79 42.19 0| 0 0 0 400 2.74 -0.98 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 44.13 Underlying Price 2.064 Time to expiry: 1026 Days Jun 13 0.12 -0.07 64.71 0| 0 0 0 80 0.38 -0.22 51.87 0| 0 0 0 160 0.52 -0.33 44.61 0| 0 0 0 200 0.73 -0.44 41.38 0| 0 0 0 240 1.32 -0.63 40.27 0| 0 0 0 320 2.03 -0.75 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 46.00 Underlying Price 2.064 Time to expiry: 1208 Days Dec 13 0.14 -0.07 64.49 0| 0 0 0 80 0.42 -0.22 51.97 0| 0 0 0 160 0.77 -0.42 41.59 0| 0 0 0 240 1.35 -0.60 40.44 0| 0 0 0 320 2.05 -0.72 42.19 0| 0 0 0 400 2.74 -0.94 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 46.71 Underlying Price 2.064 Time to expiry: 1572 Days Dec 14 0.19 -0.08 64.52 0| 0 0 0 80 0.48 -0.20 52.49 0| 0 0 0 160 0.83 -0.38 42.43 0| 0 0 0 240 1.40 -0.55 40.86 0| 0 0 0 320 2.09 -0.67 42.19 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 0| 1,059 125,405 +437 Grand Total 40| 1,184 1,003,515 +407 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 40.53 Underlying Price 2.064 Time to expiry: 18 Days Sep 10 1.66 1.00 75.00 0| 0 0 0 40 1.26 1.00 99.12 0| 0 0 0 80 0.86 1.00 81.29 0| 0 0 0 120 0.67 0.99 70.56 0| 0 0 0 140 0.47 0.97 60.46 0| 0 0 0 160 0.28 0.89 51.38 0| 0 0 0 180 0.19 0.80 47.26 0| 0 0 0 190 0.12 0.64 43.42 0| 0 885 0 200 0.06 0.44 38.60 0| 0 0 0 210 0.02 0.23 35.33 0| 0 150,100 0 220 0.01 0.08 32.96 0| 0 0 0 230 0.01 0.02 30.79 0| 0 210 0 240 0.01 0.00 25.98 0| 0 165 0 260 0.01 0.00 22.07 0| 0 100 0 280 0.01 0.00 18.98 0| 0 300 0 300 0.01 0.00 16.62 0| 0 1,226 0 320 0.01 0.00 14.95 0| 0 0 0 340 0.01 0.00 13.88 0| 0 80 0 360 0.01 0.00 13.37 0| 0 110 0 400 0.01 0.00 14.71 0| 0 1 0 440 0.01 0.00 16.00 0| 0 2,000 0 480 0.01 0.00 17.00 0| 0 2,000 0 500 0.01 0.00 18.00 0| 0 0 0 560 0.01 0.00 20.00 0| 0 0 0 600 0.01 0.00 22.00 0| 0 0 0 640 0.01 0.00 24.00 0| 0 0 0 720 0.01 0.00 26.00 0| 0 0 0 800 0.01 0.00 28.00 0| 0 0 0 900 0.01 0.00 30.00 0| 0 0 0 1000 0.01 0.00 32.00 0| 0 0 0 1200 0.01 0.00 34.00 0| 0 0 0 1400 Total 0| 0 157,177 0 Indicative a-t-m Vol 44.46 Underlying Price 2.064 Time to expiry: 200 Days Mar 11 1.67 1.00 78.00 0| 0 0 0 40 1.28 0.98 68.37 0| 0 0 0 80 0.90 0.93 57.82 0| 0 0 0 120 0.57 0.81 49.92 0| 0 0 0 160 0.42 0.72 46.82 0| 0 0 0 180 0.31 0.61 45.23 0| 0 0 0 200 0.21 0.49 42.66 0| 0 0 0 220 0.13 0.37 40.38 0| 0 900 0 240 0.08 0.27 39.40 0| 0 100 0 260 0.05 0.18 38.34 0| 0 0 0 280 0.02 0.07 36.85 0| 0 210 0 320 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 36.11 0| 0 260 0 360 0.01 0.01 36.00 0| 0 0 0 400 0.01 0.00 36.30 0| 0 0 0 440 0.01 0.00 37.02 0| 0 0 0 480 0.01 0.00 37.50 0| 0 0 0 500 0.01 0.00 40.88 0| 0 900 0 600 0.01 0.00 50.75 0| 0 0 0 800 Total 0| 0 2,370 0 Indicative a-t-m Vol 42.49 Underlying Price 2.064 Time to expiry: 382 Days Sep 11 1.29 0.98 54.00 0| 0 0 0 80 0.94 0.91 51.47 0| 0 0 0 120 0.65 0.78 49.03 0| 0 0 0 160 0.39 0.63 42.50 0| 0 0 0 200 0.25 0.46 42.40 0| 0 0 0 240 0.15 0.32 42.30 0| 0 1,000 0 280 0.09 0.21 41.00 0| 0 1,900 0 320 0.03 0.08 40.34 0| 0 0 0 400 0.01 0.02 39.55 0| 0 0 0 500 0.01 0.01 39.67 0| 0 0 0 600 0.01 0.00 41.65 0| 0 0 0 800 0.01 0.00 45.00 0| 0 18,000 0 1000 Total 0| 0 20,900 0 Indicative a-t-m Vol 45.75 Underlying Price 2.064 Time to expiry: 564 Days Mar 12 1.31 0.96 54.25 0| 0 0 0 80 0.99 0.89 51.24 0| 0 0 0 120 0.72 0.78 48.49 0| 0 0 0 160 0.51 0.65 46.00 0| 0 0 0 200 0.35 0.52 44.35 0| 0 0 0 240 0.23 0.40 43.03 0| 0 0 0 280 0.17 0.30 43.16 0| 0 0 0 320 0.08 0.17 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 44.92 Underlying Price 2.064 Time to expiry: 753 Days Sep 12 1.33 0.95 53.43 0| 0 0 0 80 0.78 0.78 47.98 0| 0 0 0 160 0.57 0.66 45.04 0| 0 0 0 200 0.42 0.55 44.25 0| 0 0 0 240 0.31 0.45 43.49 0| 0 0 0 280 0.24 0.36 43.23 0| 0 0 0 320 0.13 0.23 42.06 0| 0 0 0 400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.07 0.14 41.14 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.83 Underlying Price 2.064 Time to expiry: 928 Days Mar 13 1.36 0.94 53.76 0| 0 0 0 80 0.83 0.78 47.65 0| 0 0 0 160 0.63 0.68 45.11 0| 0 0 0 200 0.47 0.57 43.22 0| 0 1 0 240 0.28 0.40 42.03 0| 0 1 0 320 0.18 0.28 42.51 0| 0 0 0 400 0.12 0.21 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.47 Underlying Price 2.064 Time to expiry: 1117 Days Sep 13 1.38 0.94 54.06 0| 0 0 0 80 0.89 0.78 47.82 0| 0 0 0 160 0.54 0.60 43.73 0| 0 0 0 240 0.35 0.44 42.84 0| 0 0 0 320 0.24 0.33 43.20 0| 0 0 0 400 0.17 0.26 43.53 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.72 Underlying Price 2.064 Time to expiry: 1299 Days Mar 14 1.41 0.93 53.93 0| 0 0 0 80 0.94 0.79 47.89 0| 0 0 0 160 0.60 0.62 44.11 0| 0 0 0 240 0.41 0.48 43.11 0| 0 30 0 320 0.29 0.37 43.48 0| 0 0 0 400 0.21 0.29 43.18 0| 0 0 0 480 Total 0| 0 30 0 Indicative a-t-m Vol 46.06 Underlying Price 2.064 Time to expiry: 1481 Days Sep 14 1.44 0.93 54.26 0| 0 20 0 80 0.99 0.80 48.41 0| 0 20 0 160 0.66 0.64 44.33 0| 0 20 0 240 0.48 0.52 44.32 0| 0 20 0 320 0.36 0.42 44.31 0| 0 20 0 400 0.27 0.34 44.20 0| 0 0 0 480 Total 0| 0 100 0 Indicative a-t-m Vol 46.62 Underlying Price 2.064 Time to expiry: 1663 Days Mar 15 1.47 0.93 55.01 0| 0 0 0 80 1.04 0.80 49.11 0| 0 0 0 160 0.72 0.66 44.78 0| 0 0 0 240 0.54 0.54 44.36 0| 0 0 0 320 0.41 0.45 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 0| 0 180,780 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 40.53 Underlying Price 2.064 Time to expiry: 18 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 -0.03 60.46 0| 0 1,000 0 160 0.01 -0.11 51.38 0| 0 100 0 180 0.03 -0.20 47.26 0| 0 0 0 190 0.05 -0.36 43.42 0| 0 720 0 200 0.09 -0.56 38.60 0| 0 0 0 210 0.16 -0.77 35.33 0| 0 150,200 0 220 0.24 -0.92 32.96 0| 0 0 0 230 0.34 -0.98 30.79 0| 0 346 0 240 0.54 -1.00 25.98 0| 0 200 0 260 0.74 -1.00 22.07 0| 0 1,765 0 280 0.94 -1.00 18.98 0| 0 1,550 0 300 1.14 -1.00 16.62 0| 0 300 0 320 1.34 -1.00 14.95 0| 0 0 0 340 1.54 -1.00 13.88 0| 0 1,000 0 360 1.94 -1.00 13.37 0| 0 11,000 0 400 2.33 -1.00 14.71 0| 0 0 0 440 2.73 -1.00 16.00 0| 0 0 0 480 2.93 -1.00 17.00 0| 0 40 0 500 3.53 -1.00 18.00 0| 0 1,000 0 560 3.93 -1.00 20.00 0| 0 360 0 600 4.33 -1.00 22.00 0| 0 0 0 640 5.13 -1.00 24.00 0| 0 200 0 720 5.93 -1.00 26.00 0| 0 150 0 800 6.93 -1.00 28.00 0| 0 40,440 0 900 7.93 -1.00 30.00 0| 0 540 0 1000 9.93 -1.00 32.00 0| 0 2 0 1200 11.93 -1.00 34.00 0| 0 800 0 1400 Total 0| 0 211,714 0 Indicative a-t-m Vol 44.46 Underlying Price 2.064 Time to expiry: 200 Days Mar 11 0.01 0.00 78.00 0| 0 0 0 40 0.01 -0.02 68.37 0| 0 0 0 80 0.03 -0.07 57.82 0| 0 0 0 120 0.10 -0.19 49.92 0| 0 0 0 160 0.15 -0.28 46.82 0| 0 0 0 180 0.24 -0.39 45.23 0| 0 0 0 200 0.33 -0.51 42.66 0| 0 0 0 220 0.46 -0.63 40.38 0| 0 1,650 0 240 0.61 -0.73 39.40 0| 0 0 0 260 0.77 -0.82 38.34 0| 0 2,615 0 280 1.14 -0.93 36.85 0| 0 210 0 320 1.52 -0.97 36.11 0| 0 400 0 360 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.92 -0.99 36.00 0| 0 0 0 400 2.31 -1.00 36.30 0| 0 500 0 440 2.71 -1.00 37.02 0| 0 0 0 480 2.91 -1.00 37.50 0| 0 0 0 500 3.90 -1.00 40.88 0| 0 0 0 600 5.89 -1.00 50.75 0| 0 1,000 0 800 Total 0| 0 6,375 0 Indicative a-t-m Vol 42.49 Underlying Price 2.064 Time to expiry: 382 Days Sep 11 0.01 -0.02 54.00 0| 0 0 0 80 0.06 -0.09 51.47 0| 0 0 0 120 0.17 -0.22 49.03 0| 0 0 0 160 0.31 -0.37 42.50 0| 0 3,140 0 200 0.55 -0.54 42.40 0| 0 0 0 240 0.85 -0.68 42.30 0| 0 325 0 280 1.18 -0.79 41.00 0| 0 60 0 320 1.92 -0.92 40.34 0| 0 0 0 400 2.88 -0.98 39.55 0| 0 200 0 500 3.86 -0.99 39.67 0| 0 0 0 600 5.84 -1.00 41.65 0| 0 0 0 800 7.81 -1.00 45.00 0| 0 0 0 1000 Total 0| 0 3,725 0 Indicative a-t-m Vol 45.75 Underlying Price 2.064 Time to expiry: 564 Days Mar 12 0.03 -0.04 54.25 0| 0 0 0 80 0.10 -0.11 51.24 0| 0 0 0 120 0.22 -0.22 48.49 0| 0 0 0 160 0.40 -0.35 46.00 0| 0 0 0 200 0.64 -0.48 44.35 0| 0 0 0 240 0.92 -0.60 43.03 0| 0 0 0 280 1.24 -0.70 43.16 0| 0 0 0 320 1.93 -0.83 41.89 0| 0 0 0 400 2.87 -0.92 42.26 0| 0 0 0 500 3.83 -0.96 41.80 0| 0 0 0 600 5.78 -0.99 41.90 0| 0 0 0 800 7.74 -1.00 42.76 0| 0 0 0 1000 9.70 -1.00 44.06 0| 0 0 0 1200 Total 0| 0 0 0 Indicative a-t-m Vol 44.92 Underlying Price 2.064 Time to expiry: 753 Days Sep 12 0.04 -0.05 53.43 0| 0 0 0 80 0.27 -0.22 47.98 0| 0 0 0 160 0.45 -0.34 45.04 0| 0 0 0 200 0.69 -0.45 44.25 0| 0 0 0 240 0.97 -0.55 43.49 0| 0 0 0 280 1.28 -0.64 43.23 0| 0 0 0 320 1.95 -0.77 42.06 0| 0 0 0 400 2.67 -0.86 41.14 0| 0 0 0 480 Total 0| 0 0 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 44.83 Underlying Price 2.064 Time to expiry: 928 Days Mar 13 0.06 -0.06 53.76 0| 0 0 0 80 0.31 -0.22 47.65 0| 0 1 0 160 0.49 -0.32 45.11 0| 0 0 0 200 0.72 -0.43 43.22 0| 0 1 0 240 1.29 -0.60 42.03 0| 0 0 0 320 1.96 -0.72 42.51 0| 0 0 0 400 2.68 -0.79 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.47 Underlying Price 2.064 Time to expiry: 1117 Days Sep 13 0.08 -0.06 54.06 0| 0 0 0 80 0.35 -0.22 47.82 0| 0 0 0 160 0.76 -0.40 43.73 0| 0 1 0 240 1.33 -0.56 42.84 0| 0 1 0 320 1.98 -0.67 43.20 0| 0 1 0 400 2.67 -0.74 43.53 0| 0 0 0 480 Total 0| 0 3 0 Indicative a-t-m Vol 45.72 Underlying Price 2.064 Time to expiry: 1299 Days Mar 14 0.10 -0.07 53.93 0| 0 0 0 80 0.38 -0.21 47.89 0| 0 0 0 160 0.80 -0.38 44.11 0| 0 0 0 240 1.35 -0.52 43.11 0| 0 0 0 320 1.99 -0.63 43.48 0| 0 0 0 400 2.66 -0.71 43.18 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 46.06 Underlying Price 2.064 Time to expiry: 1481 Days Sep 14 0.12 -0.07 54.26 0| 0 0 0 80 0.41 -0.20 48.41 0| 0 20 0 160 0.82 -0.36 44.33 0| 0 20 0 240 1.38 -0.48 44.32 0| 0 20 0 320 2.00 -0.58 44.31 0| 0 20 0 400 2.66 -0.66 44.20 0| 0 0 0 480 Total 0| 0 80 0 Indicative a-t-m Vol 46.62 Underlying Price 2.064 Time to expiry: 1663 Days Mar 15 0.13 -0.07 55.01 0| 0 0 0 80 0.44 -0.20 49.11 0| 0 0 0 160 0.85 -0.34 44.78 0| 0 0 0 240 1.39 -0.46 44.36 0| 0 0 0 320 2.00 -0.55 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 0| 0 221,899 0 Grand Total 0| 0 402,679 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 30.84 Underlying Price 37.495 Time to expiry: 18 Days Sep 10 13.50 1.00 55.00 0| 0 0 0 2400 9.50 1.00 44.85 0| 0 0 0 2800 7.51 0.99 42.48 0| 0 0 0 3000 5.56 0.96 40.77 0| 0 32 0 3200 3.67 0.89 36.22 0| 0 48 0 3400 2.80 0.82 34.59 0| 0 30 0 3500 2.01 0.72 32.76 0| 0 59 0 3600 1.66 1.33 0.59 31.17 1.66 1.66 13| 11 571 +11 3700 1.08 0.82 0.44 30.50 1.08 1.08 15| 27 55 -27 3800 0.46 0.29 29.82 0| 500 546 +500 3900 0.22 0.17 29.05 0| 515 3,266 +515 4000 0.11 0.09 28.90 0| 52 1,587 +10 4100 0.10 0.08 0.06 32.03 0.10 0.08 6| 11 1,452 -5 4200 0.03 0.03 30.67 0| 0 1,119 0 4300 0.02 0.02 33.63 0| 0 3,704 0 4400 0.01 0.00 25.00 0| 0 3,092 0 4600 0.01 0.00 38.68 0| 0 65 0 4800 0.01 0.00 39.22 0| 0 95 0 5200 0.01 0.00 40.70 0| 0 4 0 5600 0.01 0.00 41.47 0| 0 0 0 6000 0.01 0.00 41.42 0| 0 0 0 6400 0.01 0.00 38.78 0| 0 0 0 7200 0.01 0.00 32.00 0| 0 0 0 8000 Total 34| 1,116 15,725 +1,004 Indicative a-t-m Vol 30.90 Underlying Price 37.495 Time to expiry: 46 Days Oct 10 7.67 0.94 42.24 0| 0 0 0 3000 5.81 0.89 38.24 0| 0 70 0 3200 4.08 0.80 35.30 0| 0 45 0 3400 3.29 0.74 33.74 0| 0 11 0 3500 2.58 0.66 32.59 0| 30 30 +19 3600 1.94 0.57 31.26 0| 0 14 0 3700 1.42 0.48 30.54 0| 0 20 0 3800 0.99 0.38 29.68 0| 0 1,040 0 3900 0.67 0.29 29.27 0| 2 102 +2 4000 0.45 0.42 0.21 28.27 0.45 0.45 2| 13 54 -13 4100 0.26 0.14 27.85 0| 38 1,074 -53 4200 0.16 0.09 27.74 0| 0 16 0 4300 0.15 0.08 0.06 27.05 0.15 0.15 1| 0 55 0 4400 0.02 0.01 25.61 0| 0 43 0 4600 0.01 0.01 29.08 0| 0 58 0 4800 0.01 0.01 35.00 0| 0 0 0 5200 Total 3| 83 2,632 -45 Indicative a-t-m Vol 32.15 Underlying Price 37.495 Time to expiry: 81 Days Nov 10 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.20 0.84 38.26 0| 0 0 0 3200 4.60 0.75 36.03 0| 0 0 0 3400 3.20 0.63 33.69 0| 0 0 0 3600 2.58 0.57 32.59 0| 0 0 0 3700 2.05 0.50 31.72 0| 0 0 0 3800 1.59 0.43 30.96 0| 0 140 0 3900 1.21 1.21 0.36 30.29 1.21 1.21 21| 0 70 0 4000 1.10 0.88 0.29 29.53 1.10 1.10 24| 0 0 0 4100 0.74 0.66 0.23 29.47 0.74 0.74 20| 12 52 +12 4200 0.33 0.14 28.74 0| 0 0 0 4400 0.16 0.07 28.31 0| 0 0 0 4600 Total 65| 12 262 +12 Indicative a-t-m Vol 32.91 Underlying Price 37.495 Time to expiry: 109 Days Dec 10 17.63 0.98 58.95 0| 0 0 0 2000 13.76 0.96 51.53 0| 0 0 0 2400 9.98 0.91 43.90 0| 0 0 0 2800 6.51 0.81 38.44 0| 0 56 0 3200 4.97 0.73 36.18 0| 0 0 0 3400 3.60 0.63 34.05 0| 0 20 0 3600 2.36 2.49 0.51 32.53 2.36 2.36 1| 0 4,940 0 3800 1.67 1.55 0.39 30.51 1.67 1.61 60| 0 626 0 4000 0.95 0.27 29.61 0| 7 1,180 +5 4200 0.52 0.18 28.49 0| 8 631 -5 4400 0.26 0.10 27.42 0| 0 4,253 0 4600 0.17 0.13 0.06 26.88 0.17 0.17 10| 0 8,600 0 4800 0.07 0.03 27.13 0| 8 3,218 0 5000 0.02 0.01 25.82 0| 0 320 0 5200 0.01 0.00 25.60 0| 0 20 0 5600 0.01 0.00 25.74 0| 0 1,000 0 6000 0.01 0.00 26.31 0| 0 0 0 6400 0.01 0.00 28.58 0| 0 0 0 7200 0.01 0.00 32.00 0| 0 0 0 8000 Total 71| 23 24,864 0 Indicative a-t-m Vol 32.76 Underlying Price 37.495 Time to expiry: 200 Days Mar 11 14.06 0.93 46.16 0| 0 0 0 2400 10.47 0.87 40.89 0| 0 0 0 2800 7.24 0.77 36.94 0| 0 0 0 3200 5.81 0.70 35.20 0| 0 0 0 3400 4.53 0.62 33.63 0| 0 10 0 3600 3.45 0.53 32.47 0| 0 10 0 3800 2.52 0.44 31.18 0| 30 105 +30 4000 1.91 1.78 0.35 30.07 1.91 1.91 10| 30 97 +30 4200 1.22 0.27 29.25 0| 0 126 0 4400 0.81 0.20 28.60 0| 0 127 0 4600 0.53 0.14 28.14 0| 0 1,500 0 4800 0.21 0.07 27.36 0| 0 90 0 5200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.08 0.03 27.19 0| 0 30 0 5600 0.02 0.01 27.95 0| 0 0 0 6400 0.01 0.00 30.00 0| 0 0 0 7200 Total 10| 60 2,095 +60 Indicative a-t-m Vol 33.11 Underlying Price 37.495 Time to expiry: 291 Days Jun 11 14.35 0.91 43.86 0| 0 0 0 2400 10.95 0.85 40.01 0| 0 0 0 2800 7.91 0.75 36.62 0| 0 0 0 3200 6.55 0.69 35.09 0| 0 0 0 3400 5.32 0.62 33.81 0| 0 0 0 3600 4.27 0.55 32.87 0| 0 500 0 3800 3.37 0.48 32.06 0| 0 1,165 0 4000 2.58 0.40 31.12 0| 0 1,281 0 4200 1.93 0.33 30.28 0| 0 81 0 4400 1.02 0.21 28.80 0| 0 32 0 4800 0.72 0.16 28.16 0| 50 50 +50 5000 0.25 0.07 27.46 0| 0 109 0 5600 0.12 0.04 26.97 0| 0 12 0 6000 0.06 0.02 27.30 0| 0 0 0 6400 0.01 0.00 30.00 0| 0 0 0 8000 Total 0| 50 3,230 +50 Indicative a-t-m Vol 34.00 Underlying Price 37.495 Time to expiry: 473 Days Dec 11 14.61 0.90 43.10 0| 0 0 0 2400 8.61 0.73 37.32 0| 0 0 0 3200 6.17 0.62 34.85 0| 0 0 0 3600 4.21 0.50 32.58 0| 0 500 0 4000 2.65 0.37 30.33 0| 0 1,200 0 4400 1.56 0.26 28.48 0| 0 0 0 4800 0.53 0.11 26.98 0| 0 750 0 5600 0.33 0.07 26.90 0| 0 0 0 6000 0.05 0.01 28.67 0| 0 0 0 8000 Total 0| 0 2,450 0 Indicative a-t-m Vol 33.33 Underlying Price 37.495 Time to expiry: 655 Days Jun 12 15.13 0.87 42.94 0| 0 0 0 2400 9.37 0.72 36.58 0| 0 0 0 3200 7.01 0.62 34.15 0| 0 0 0 3600 5.06 0.52 31.97 0| 0 750 0 4000 3.46 0.41 29.84 0| 0 0 0 4400 2.25 0.31 28.09 0| 0 0 0 4800 0.67 0.12 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Calls 183| 1,344 52,008 +1,081 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 30.84 Underlying Price 37.495 Time to expiry: 18 Days Sep 10 0.01 0.00 55.00 0| 0 0 0 2400 0.01 0.00 44.85 0| 0 25 0 2800 0.01 -0.01 42.48 0| 0 80 0 3000 0.06 -0.04 40.77 0| 0 811 0 3200 0.17 -0.11 36.22 0| 0 3,656 0 3400 0.27 0.30 -0.18 34.59 0.32 0.27 31| 0 53 0 3500 0.51 -0.28 32.76 0| 1,000 2,669 +1,000 3600 0.82 -0.41 31.17 0| 14 880 -14 3700 1.31 -0.56 30.50 0| 0 178 0 3800 1.95 -0.71 29.82 0| 0 306 0 3900 2.72 -0.83 29.05 0| 0 1,151 0 4000 3.60 -0.91 28.90 0| 0 70 0 4100 4.57 -0.94 32.03 0| 0 65 0 4200 5.53 -0.97 30.67 0| 0 54 0 4300 6.52 -0.98 33.63 0| 0 568 0 4400 8.51 -1.00 25.00 0| 0 843 0 4600 10.51 -1.00 38.68 0| 0 410 0 4800 14.51 -1.00 39.22 0| 0 23 0 5200 18.51 -1.00 40.70 0| 0 0 0 5600 22.51 -1.00 41.47 0| 0 0 0 6000 26.51 -1.00 41.42 0| 0 0 0 6400 34.51 -1.00 38.78 0| 0 0 0 7200 42.51 -1.00 32.00 0| 0 0 0 8000 Total 31| 1,014 11,842 +986 Indicative a-t-m Vol 30.90 Underlying Price 37.495 Time to expiry: 46 Days Oct 10 0.16 -0.06 42.24 0| 0 50 0 3000 0.29 -0.11 38.24 0| 0 31 0 3200 0.56 -0.20 35.30 0| 0 30 0 3400 0.71 0.77 -0.26 33.74 0.79 0.71 52| 30 84 0 3500 0.96 1.06 -0.34 32.59 0.96 0.96 10| 60 50 +19 3600 1.42 -0.43 31.26 0| 0 1,272 0 3700 1.91 -0.52 30.54 0| 0 46 0 3800 2.22 2.47 -0.62 29.68 2.22 2.22 11| 0 35 0 3900 3.15 -0.71 29.27 0| 0 36 0 4000 3.70 3.90 -0.80 28.27 3.70 3.69 21| 0 50 0 4100 4.74 -0.86 27.85 0| 0 31 0 4200 5.64 -0.91 27.74 0| 0 0 0 4300 6.57 -0.95 27.05 0| 0 20 0 4400 8.51 -0.99 25.61 0| 0 2 0 4600 10.51 -0.99 29.08 0| 0 94 0 4800 14.51 -1.00 35.00 0| 0 0 0 5200 Total 94| 90 1,831 +19 Indicative a-t-m Vol 32.15 Underlying Price 37.495 Time to expiry: 81 Days Nov 10 0.65 -0.17 38.26 0| 0 0 0 3200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 -0.25 36.03 0| 11 11 +11 3400 1.65 -0.37 33.69 0| 11 11 +7 3600 2.03 -0.43 32.59 0| 0 0 0 3700 2.50 -0.50 31.72 0| 0 5 0 3800 3.04 -0.57 30.96 0| 0 80 0 3900 3.66 -0.64 30.29 0| 0 12 0 4000 4.33 -0.71 29.53 0| 0 0 0 4100 5.11 -0.77 29.47 0| 0 0 0 4200 6.79 -0.87 28.74 0| 0 0 0 4400 8.62 -0.93 28.31 0| 0 0 0 4600 Total 0| 22 119 +18 Indicative a-t-m Vol 32.91 Underlying Price 37.495 Time to expiry: 109 Days Dec 10 0.08 -0.02 58.95 0| 0 20 0 2000 0.20 -0.04 51.53 0| 0 60 0 2400 0.41 -0.09 43.90 0| 0 27 0 2800 0.94 -0.19 38.44 0| 26 4,026 -3 3200 1.39 -0.27 36.18 0| 0 2,053 0 3400 1.89 2.01 -0.37 34.05 1.97 1.89 90| 0 1,845 0 3600 2.90 -0.49 32.53 0| 0 1,945 0 3800 3.97 -0.62 30.51 0| 0 9,876 0 4000 5.37 -0.73 29.61 0| 0 125 0 4200 6.94 -0.83 28.49 0| 0 2,752 0 4400 8.69 -0.91 27.42 0| 0 4,607 0 4600 10.57 -0.95 26.88 0| 0 3,086 0 4800 12.52 -0.98 27.13 0| 0 2,766 0 5000 14.51 -1.00 25.82 0| 0 159 0 5200 18.51 -1.00 25.60 0| 0 0 0 5600 22.51 -1.00 25.74 0| 0 0 0 6000 26.51 -1.00 26.31 0| 0 0 0 6400 34.51 -1.00 28.58 0| 0 0 0 7200 42.51 -1.00 32.00 0| 0 0 0 8000 Total 90| 26 33,347 -3 Indicative a-t-m Vol 32.76 Underlying Price 37.495 Time to expiry: 200 Days Mar 11 0.46 0.45 -0.07 46.16 0.46 0.46 12| 0 11 0 2400 0.85 -0.13 40.89 0| 0 98 0 2800 1.61 -0.23 36.94 0| 0 160 0 3200 2.10 2.17 -0.30 35.20 2.10 2.10 30| 0 186 0 3400 2.75 2.89 -0.38 33.63 2.75 2.75 30| 11 904 -11 3600 3.81 -0.47 32.47 0| 10 900 +10 3800 4.87 -0.56 31.18 0| 0 61 0 4000 6.12 -0.65 30.07 0| 0 65 0 4200 7.56 -0.73 29.25 0| 0 0 0 4400 9.16 -0.81 28.60 0| 0 35 0 4600 10.88 -0.86 28.14 0| 0 0 0 4800 14.59 -0.95 27.36 0| 0 0 0 5200 18.51 -0.99 27.19 0| 0 0 0 5600 26.51 -1.00 27.95 0| 0 0 0 6400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 34.51 -1.00 30.00 0| 0 0 0 7200 Total 72| 21 2,420 -1 Indicative a-t-m Vol 33.11 Underlying Price 37.495 Time to expiry: 291 Days Jun 11 0.72 -0.09 43.86 0| 0 114 0 2400 1.29 -0.15 40.01 0| 0 170 0 2800 2.22 -0.25 36.62 0| 0 31 0 3200 2.84 -0.31 35.09 0| 0 58 0 3400 3.61 -0.38 33.81 0| 0 580 0 3600 4.54 -0.45 32.87 0| 0 590 0 3800 5.63 -0.53 32.06 0| 0 3,010 0 4000 6.83 -0.60 31.12 0| 0 1,250 0 4200 8.18 -0.67 30.28 0| 0 0 0 4400 11.27 -0.80 28.80 0| 0 0 0 4800 12.97 -0.85 28.16 0| 0 710 0 5000 18.56 -0.96 27.46 0| 0 0 0 5600 22.51 -1.00 26.97 0| 0 0 0 6000 26.51 -1.00 27.30 0| 0 0 0 6400 42.51 -1.00 30.00 0| 0 0 0 8000 Total 0| 0 6,513 0 Indicative a-t-m Vol 34.00 Underlying Price 37.495 Time to expiry: 473 Days Dec 11 1.51 -0.13 43.10 0| 0 0 0 2400 3.68 -0.30 37.32 0| 0 0 0 3200 5.30 -0.40 34.85 0| 0 0 0 3600 7.37 -0.52 32.58 0| 0 500 0 4000 9.82 -0.64 30.33 0| 0 1,000 0 4400 12.74 -0.75 28.48 0| 0 1,600 0 4800 19.68 -0.90 26.98 0| 0 0 0 5600 23.45 -0.93 26.90 0| 0 0 0 6000 43.01 -0.99 28.67 0| 0 0 0 8000 Total 0| 0 3,100 0 Indicative a-t-m Vol 33.33 Underlying Price 37.495 Time to expiry: 655 Days Jun 12 2.15 -0.15 42.94 0| 0 0 0 2400 4.40 -0.30 36.58 0| 0 0 0 3200 6.02 -0.39 34.15 0| 0 0 0 3600 8.04 -0.50 31.97 0| 0 750 0 4000 10.41 -0.60 29.84 0| 0 0 0 4400 13.18 -0.71 28.09 0| 0 0 0 4800 23.60 -0.90 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Puts 287| 1,173 59,922 +1,019 Grand Total 470| 2,517 111,930 +2,100 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 30.84 Underlying Price 37.495 Time to expiry: 18 Days Sep 10 13.50 1.00 55.00 0| 0 0 0 2400 9.50 1.00 44.85 0| 0 0 0 2800 7.51 0.99 42.48 0| 0 0 0 3000 5.56 0.96 40.77 0| 0 0 0 3200 3.67 0.89 36.22 0| 0 0 0 3400 2.80 0.82 34.59 0| 0 0 0 3500 2.01 0.72 32.76 0| 0 868 0 3600 1.33 0.59 31.17 0| 0 0 0 3700 0.82 0.44 30.50 0| 0 0 0 3800 0.46 0.29 29.82 0| 0 0 0 3900 0.22 0.17 29.05 0| 0 1 0 4000 0.11 0.09 28.90 0| 0 0 0 4100 0.08 0.06 32.03 0| 0 100 0 4200 0.03 0.03 30.67 0| 0 0 0 4300 0.02 0.02 33.63 0| 0 78 0 4400 0.01 0.00 25.00 0| 0 200 0 4600 0.01 0.00 38.68 0| 0 330 0 4800 0.01 0.00 39.22 0| 0 1,613 0 5200 0.01 0.00 40.70 0| 0 80 0 5600 0.01 0.00 41.47 0| 0 15 0 6000 0.01 0.00 41.42 0| 0 10 0 6400 0.01 0.00 38.78 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 32.76 Underlying Price 37.495 Time to expiry: 200 Days Mar 11 14.00 0.93 46.16 0| 0 0 0 2400 10.42 0.87 40.89 0| 0 0 0 2800 7.20 0.77 36.94 0| 0 0 0 3200 5.78 0.70 35.20 0| 0 0 0 3400 4.50 0.62 33.63 0| 0 0 0 3600 3.43 0.53 32.47 0| 0 0 0 3800 2.50 0.44 31.18 0| 0 0 0 4000 1.76 0.35 30.07 0| 0 0 0 4200 1.21 0.27 29.25 0| 0 0 0 4400 0.80 0.20 28.60 0| 0 10 0 4600 0.52 0.14 28.14 0| 0 15 0 4800 0.21 0.07 27.36 0| 0 0 0 5200 0.08 0.03 27.19 0| 0 20 0 5600 0.03 0.01 27.39 0| 0 0 0 6000 0.02 0.01 27.95 0| 0 0 0 6400 0.01 0.00 30.00 0| 0 0 0 7200 0.01 0.00 33.04 0| 0 0 0 8000 Total 0| 0 45 0 Indicative a-t-m Vol 32.48 Underlying Price 37.495 Time to expiry: 382 Days Sep 11 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.48 0.89 40.90 0| 0 0 0 2400 7.53 0.71 35.54 0| 0 0 0 3200 5.17 0.59 33.22 0| 0 0 0 3600 3.34 0.46 31.25 0| 0 0 0 4000 2.01 0.33 29.63 0| 0 30 0 4400 1.13 0.22 28.34 0| 0 45 0 4800 0.31 0.08 26.68 0| 0 0 0 5600 0.16 0.04 26.25 0| 0 0 0 6000 0.01 0.00 27.61 0| 0 0 0 8000 Total 0| 0 75 0 Indicative a-t-m Vol 32.40 Underlying Price 37.495 Time to expiry: 564 Days Mar 12 14.13 0.87 39.35 0| 0 0 0 2400 8.58 0.71 35.19 0| 0 0 0 3200 6.28 0.61 33.10 0| 0 0 0 3600 4.43 0.50 31.24 0| 0 0 0 4000 2.98 0.39 29.67 0| 0 0 0 4400 1.91 0.28 28.41 0| 0 0 0 4800 0.46 0.09 26.41 0| 0 0 0 6000 0.08 0.02 27.89 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 3,415 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 30.84 Underlying Price 37.495 Time to expiry: 18 Days Sep 10 0.01 0.00 55.00 0| 0 0 0 2400 0.01 0.00 44.85 0| 0 0 0 2800 0.01 -0.01 42.48 0| 0 0 0 3000 0.06 -0.04 40.77 0| 0 25 0 3200 0.17 -0.11 36.22 0| 0 0 0 3400 0.30 -0.18 34.59 0| 0 0 0 3500 0.51 -0.28 32.76 0| 0 708 0 3600 0.82 -0.41 31.17 0| 0 0 0 3700 1.31 -0.56 30.50 0| 0 0 0 3800 1.95 -0.71 29.82 0| 0 0 0 3900 2.72 -0.83 29.05 0| 0 445 0 4000 3.60 -0.91 28.90 0| 0 0 0 4100 4.57 -0.94 32.03 0| 0 0 0 4200 5.52 -0.97 30.67 0| 0 0 0 4300 6.52 -0.98 33.63 0| 0 916 0 4400 8.49 -1.00 25.00 0| 0 1,316 0 4600 10.50 -1.00 38.68 0| 0 125 0 4800 14.49 -1.00 39.22 0| 0 110 0 5200 18.49 -1.00 40.70 0| 0 0 0 5600 22.49 -1.00 41.47 0| 0 0 0 6000 26.49 -1.00 41.42 0| 0 1,000 0 6400 34.49 -1.00 38.78 0| 0 0 0 7200 42.49 -1.00 32.00 0| 0 0 0 8000 Total 0| 0 4,645 0 Indicative a-t-m Vol 32.76 Underlying Price 37.495 Time to expiry: 200 Days Mar 11 0.45 -0.07 46.16 0| 0 0 0 2400 0.85 -0.13 40.89 0| 0 0 0 2800 1.61 -0.23 36.94 0| 0 200 0 3200 2.17 -0.30 35.20 0| 0 0 0 3400 2.89 -0.38 33.63 0| 0 10 0 3600 3.47 3.81 -0.47 32.47 3.47 3.47 20| 0 0 0 3800 4.87 -0.56 31.18 0| 0 30 0 4000 6.12 -0.65 30.07 0| 0 0 0 4200 7.55 -0.73 29.25 0| 0 15 0 4400 9.14 -0.80 28.60 0| 0 564 0 4600 10.85 -0.86 28.14 0| 0 0 0 4800 14.51 -0.93 27.36 0| 0 0 0 5200 18.36 -0.97 27.19 0| 0 0 0 5600 22.30 -0.99 27.39 0| 0 0 0 6000 26.26 -0.99 27.95 0| 0 0 0 6400 34.21 -1.00 30.00 0| 0 0 0 7200 42.16 -1.00 33.04 0| 0 0 0 8000 Total 20| 0 819 0 Indicative a-t-m Vol 32.48 Underlying Price 37.495 Time to expiry: 382 Days Sep 11 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.98 -0.11 40.90 0| 0 0 0 2400 2.94 -0.29 35.54 0| 0 110 0 3200 4.53 -0.41 33.22 0| 0 0 0 3600 6.66 -0.54 31.25 0| 0 60 0 4000 9.28 -0.67 29.63 0| 0 600 0 4400 12.35 -0.78 28.34 0| 0 0 0 4800 19.43 -0.92 26.68 0| 0 0 0 5600 23.23 -0.96 26.25 0| 0 0 0 6000 42.84 -1.00 27.61 0| 0 0 0 8000 Total 0| 0 770 0 Indicative a-t-m Vol 32.40 Underlying Price 37.495 Time to expiry: 564 Days Mar 12 1.46 -0.13 39.35 0| 0 0 0 2400 3.76 -0.29 35.19 0| 0 0 0 3200 5.39 -0.39 33.10 0| 0 0 0 3600 7.45 -0.50 31.24 0| 0 0 0 4000 9.93 -0.61 29.67 0| 0 0 0 4400 12.78 -0.72 28.41 0| 0 0 0 4800 23.10 -0.91 26.41 0| 0 0 0 6000 42.33 -0.98 27.89 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 20| 0 6,234 0 Grand Total 20| 0 9,649 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 37.70 Underlying Price 22.940 Time to expiry: 18 Days Sep 10 6.94 1.00 54.00 0| 0 0 0 1600 4.95 0.99 46.94 0| 0 0 0 1800 3.97 0.97 44.32 0| 0 0 0 1900 3.02 0.93 42.17 0| 0 0 0 2000 2.13 0.84 40.71 0| 0 0 0 2100 1.73 0.78 39.87 0| 0 0 0 2150 1.36 0.70 39.05 0| 0 0 0 2200 1.03 0.61 38.21 0| 0 0 0 2250 0.76 0.51 37.63 0| 0 25 0 2300 0.54 0.41 36.99 0| 1 122 -1 2350 0.38 0.37 0.31 36.79 0.38 0.38 2| 0 354 0 2400 0.26 0.23 37.40 0| 0 0 0 2450 0.15 0.16 36.36 0| 0 53 0 2500 0.12 0.06 0.07 35.87 0.12 0.12 4| 8 11,243 +1 2600 0.02 0.02 35.53 0| 0 18 0 2700 0.01 0.01 35.32 0| 0 64 0 2800 0.01 0.00 35.21 0| 0 31 0 3000 0.01 0.00 35.43 0| 0 3,414 0 3200 0.01 0.00 35.90 0| 0 1,210 0 3400 0.01 0.00 36.54 0| 0 9 0 3600 0.01 0.00 38.17 0| 0 5,339 0 4000 0.01 0.00 40.05 0| 0 0 0 4400 0.01 0.00 42.00 0| 0 50 0 4800 Total 6| 9 21,932 0 Indicative a-t-m Vol 38.80 Underlying Price 22.940 Time to expiry: 46 Days Oct 10 4.22 0.88 49.00 0| 0 0 0 1900 3.33 0.83 44.96 0| 0 0 0 2000 2.51 0.75 41.82 0| 0 0 0 2100 2.15 0.70 40.86 0| 0 0 0 2150 1.82 0.64 39.82 0| 0 0 0 2200 1.52 0.58 39.27 0| 0 0 0 2250 1.25 0.52 38.73 0| 0 0 0 2300 1.00 0.46 37.89 0| 0 0 0 2350 0.80 0.40 37.18 0| 0 10 0 2400 0.64 0.34 37.19 0| 0 0 0 2450 0.50 0.28 36.92 0| 0 0 0 2500 0.30 0.19 36.66 0| 0 0 0 2600 0.17 0.12 36.63 0| 0 0 0 2700 0.10 0.07 36.76 0| 0 0 0 2800 0.03 0.03 37.31 0| 0 90 0 3000 0.01 0.01 38.00 0| 0 0 0 3200 Total 0| 0 100 0 Indicative a-t-m Vol 40.13 Underlying Price 22.940 Time to expiry: 81 Days Nov 10 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.54 0.82 50.00 0| 0 0 0 1900 3.70 0.77 46.14 0| 0 0 0 2000 2.92 0.71 43.15 0| 0 0 0 2100 2.59 0.67 42.24 0| 0 0 0 2150 2.27 0.63 41.44 0| 0 0 0 2200 1.97 0.58 40.55 0| 0 0 0 2250 1.71 0.54 40.07 0| 0 0 0 2300 1.47 0.49 39.74 0| 0 0 0 2350 1.26 0.44 39.17 0| 0 0 0 2400 0.63 0.27 37.95 0| 0 0 0 2600 0.30 0.15 37.96 0| 0 0 0 2800 0.14 0.08 38.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 40.48 Underlying Price 22.940 Time to expiry: 109 Days Dec 10 11.03 0.98 67.00 0| 0 0 0 1200 9.09 0.96 59.05 0| 0 0 0 1400 7.21 0.92 52.94 0| 0 0 0 1600 5.45 0.86 48.54 0| 0 3,000 0 1800 3.85 0.76 44.64 0| 0 0 0 2000 3.14 0.69 42.84 0| 0 0 0 2100 2.51 0.62 41.60 0| 0 2 0 2200 1.97 0.54 40.40 0| 0 0 0 2300 1.50 0.46 39.33 0| 0 1,149 0 2400 0.83 0.31 37.97 0| 1 85 +1 2600 0.42 0.18 37.00 0| 0 346 0 2800 0.19 0.10 35.87 0| 0 271 0 3000 0.09 0.05 35.34 0| 0 149 0 3200 0.04 0.02 35.08 0| 0 129 0 3400 0.02 0.01 35.04 0| 0 137 0 3600 0.01 0.00 35.50 0| 0 81 0 4000 0.01 0.00 36.54 0| 0 0 0 4400 0.01 0.00 38.00 0| 0 0 0 4800 Total 0| 1 5,349 +1 Indicative a-t-m Vol 40.20 Underlying Price 22.940 Time to expiry: 200 Days Mar 11 9.28 0.93 56.00 0| 0 0 0 1400 7.49 0.88 50.60 0| 0 0 0 1600 5.84 0.81 46.57 0| 0 0 0 1800 4.37 0.72 43.54 0| 0 0 0 2000 3.72 0.67 42.19 0| 0 0 0 2100 3.13 0.61 41.02 0| 0 0 0 2200 2.61 0.55 40.15 0| 0 0 0 2300 2.16 0.49 39.55 0| 0 0 0 2400 1.42 0.38 38.03 0| 0 10 0 2600 0.90 0.27 36.95 0| 0 77 0 2800 0.55 0.19 36.26 0| 0 5 0 3000 0.34 0.13 35.73 0| 0 40 0 3200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.20 0.08 35.39 0| 0 0 0 3400 0.12 0.05 35.19 0| 0 0 0 3600 0.04 0.02 35.15 0| 0 0 0 4000 0.02 0.01 35.45 0| 0 40 0 4400 0.01 0.00 36.00 0| 0 0 0 4800 Total 0| 0 172 0 Indicative a-t-m Vol 39.96 Underlying Price 22.940 Time to expiry: 291 Days Jun 11 9.44 0.91 54.00 0| 0 0 0 1400 7.71 0.86 48.77 0| 0 0 0 1600 6.13 0.79 45.07 0| 0 0 0 1800 4.74 0.71 42.32 0| 0 0 0 2000 4.13 0.66 41.40 0| 0 0 0 2100 3.56 0.61 40.29 0| 0 0 0 2200 3.09 0.56 39.94 0| 0 0 0 2300 2.63 0.51 39.22 0| 0 100 0 2400 1.87 0.41 37.86 0| 0 0 0 2600 1.45 1.34 0.32 37.29 1.45 1.45 45| 0 134 0 2800 0.94 0.25 36.76 0| 0 10 0 3000 0.65 0.19 36.39 0| 0 0 0 3200 0.31 0.10 35.98 0| 0 0 0 3600 0.14 0.05 35.86 0| 0 1,000 0 4000 0.03 0.01 36.00 0| 0 0 0 4800 Total 45| 0 1,244 0 Indicative a-t-m Vol 40.76 Underlying Price 22.940 Time to expiry: 473 Days Dec 11 8.08 0.83 46.76 0| 0 0 0 1600 5.46 0.70 42.84 0| 0 0 0 2000 4.42 0.62 41.67 0| 0 0 0 2200 3.45 0.54 39.74 0| 0 1,250 0 2400 1.96 0.38 36.52 0| 0 1,000 0 2800 1.08 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 41.62 Underlying Price 22.940 Time to expiry: 655 Days Jun 12 8.44 0.82 46.39 0| 0 0 0 1600 6.05 0.70 43.50 0| 0 0 0 2000 5.05 0.63 42.28 0| 0 0 0 2200 4.15 0.56 40.88 0| 0 0 0 2400 2.68 0.43 38.07 0| 0 0 0 2800 1.67 0.31 36.30 0| 0 0 0 3200 0.68 0.16 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 51| 10 31,167 +1 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 37.70 Underlying Price 22.940 Time to expiry: 18 Days Sep 10 0.01 0.00 54.00 0| 0 461 0 1600 0.01 -0.01 46.94 0| 0 18 0 1800 0.03 -0.03 44.32 0| 0 10 0 1900 0.07 -0.07 42.17 0| 0 203 0 2000 0.19 -0.16 40.71 0| 0 230 0 2100 0.28 -0.22 39.87 0| 0 571 0 2150 0.41 -0.30 39.05 0| 0 2,305 0 2200 0.59 -0.39 38.21 0| 0 25 0 2250 0.81 -0.49 37.63 0| 100 15,863 +100 2300 1.09 -0.60 36.99 0| 0 62 0 2350 1.42 -0.69 36.79 0| 0 220 -15 2400 1.81 -0.77 37.40 0| 0 0 0 2450 2.21 -0.84 36.36 0| 0 20 0 2500 3.11 -0.93 35.87 0| 0 1,036 0 2600 4.07 -0.98 35.53 0| 0 0 0 2700 5.06 -0.99 35.32 0| 0 113 0 2800 7.06 -1.00 35.21 0| 0 119 0 3000 9.06 -1.00 35.43 0| 0 24 0 3200 11.06 -1.00 35.90 0| 0 4 0 3400 13.06 -1.00 36.54 0| 0 0 0 3600 17.06 -1.00 38.17 0| 0 0 0 4000 21.06 -1.00 40.05 0| 0 0 0 4400 25.06 -1.00 42.00 0| 0 0 0 4800 Total 0| 100 21,284 +85 Indicative a-t-m Vol 38.80 Underlying Price 22.940 Time to expiry: 46 Days Oct 10 0.26 -0.12 49.00 0| 0 0 0 1900 0.38 -0.17 44.96 0| 0 0 0 2000 0.56 -0.25 41.82 0| 0 0 0 2100 0.70 -0.30 40.86 0| 0 0 0 2150 0.86 -0.36 39.82 0| 0 0 0 2200 1.06 -0.42 39.27 0| 0 0 0 2250 1.29 -0.48 38.73 0| 0 0 0 2300 1.55 -0.54 37.89 0| 0 0 0 2350 1.84 -0.61 37.18 0| 0 0 0 2400 2.18 -0.66 37.19 0| 0 120 0 2450 2.54 -0.72 36.92 0| 0 0 0 2500 3.34 -0.81 36.66 0| 0 0 0 2600 4.22 -0.88 36.63 0| 0 0 0 2700 5.14 -0.93 36.76 0| 0 0 0 2800 7.08 -0.98 37.31 0| 0 0 0 3000 9.06 -0.99 38.00 0| 0 0 0 3200 Total 0| 0 120 0 Indicative a-t-m Vol 40.13 Underlying Price 22.940 Time to expiry: 81 Days Nov 10 0.62 -0.18 50.00 0| 0 0 0 1900 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.77 -0.24 46.14 0| 0 0 0 2000 1.01 -0.30 43.15 0| 0 0 0 2100 1.18 -0.34 42.24 0| 0 0 0 2150 1.36 -0.39 41.44 0| 0 0 0 2200 1.57 -0.43 40.55 0| 0 0 0 2250 1.82 -0.48 40.07 0| 0 0 0 2300 2.09 -0.52 39.74 0| 0 0 0 2350 2.38 -0.57 39.17 0| 0 0 0 2400 3.76 -0.74 37.95 0| 0 0 0 2600 5.45 -0.85 37.96 0| 0 0 0 2800 7.29 -0.92 38.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 40.48 Underlying Price 22.940 Time to expiry: 109 Days Dec 10 0.10 -0.03 67.00 0| 0 416 0 1200 0.16 -0.05 59.05 0| 0 286 0 1400 0.29 -0.08 52.94 0| 0 460 0 1600 0.54 -0.15 48.54 0| 0 3,000 0 1800 0.96 -0.25 44.64 0| 0 363 0 2000 1.26 -0.32 42.84 0| 0 150 0 2100 1.64 -0.39 41.60 0| 0 489 0 2200 2.10 -0.47 40.40 0| 0 0 0 2300 2.63 -0.55 39.33 0| 0 1,135 0 2400 3.97 -0.70 37.97 0| 0 95 0 2600 5.56 -0.82 37.00 0| 0 124 0 2800 7.33 -0.90 35.87 0| 0 195 0 3000 9.22 -0.95 35.34 0| 0 24 0 3200 11.17 -0.98 35.08 0| 0 5 0 3400 13.15 -0.99 35.04 0| 0 0 0 3600 17.13 -1.00 35.50 0| 0 0 0 4000 21.12 -1.00 36.54 0| 0 0 0 4400 25.11 -1.00 38.00 0| 0 0 0 4800 Total 0| 0 6,742 0 Indicative a-t-m Vol 40.20 Underlying Price 22.940 Time to expiry: 200 Days Mar 11 0.43 -0.08 56.00 0| 0 0 0 1400 0.66 -0.13 50.60 0| 0 0 0 1600 1.03 -0.20 46.57 0| 0 0 0 1800 1.57 -0.29 43.54 0| 0 150 0 2000 1.93 -0.34 42.19 0| 0 0 0 2100 2.34 -0.40 41.02 0| 0 380 0 2200 2.83 -0.45 40.15 0| 0 81 0 2300 3.37 -0.51 39.55 0| 0 235 0 2400 4.64 -0.63 38.03 0| 0 49 0 2600 6.11 -0.73 36.95 0| 0 0 0 2800 7.77 -0.82 36.26 0| 0 2 0 3000 9.54 -0.88 35.73 0| 0 0 0 3200 11.40 -0.92 35.39 0| 0 0 0 3400 13.31 -0.95 35.19 0| 0 0 0 3600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.22 -0.98 35.15 0| 0 0 0 4000 21.17 -0.99 35.45 0| 0 0 0 4400 25.15 -1.00 36.00 0| 0 0 0 4800 Total 0| 0 897 0 Indicative a-t-m Vol 39.96 Underlying Price 22.940 Time to expiry: 291 Days Jun 11 0.70 -0.11 54.00 0| 0 0 0 1400 0.98 -0.15 48.77 0| 0 0 0 1600 1.41 -0.22 45.07 0| 0 0 0 1800 2.03 -0.30 42.32 0| 0 30 0 2000 2.42 -0.35 41.40 0| 0 0 0 2100 2.85 -0.40 40.29 0| 0 0 0 2200 3.38 -0.44 39.94 0| 0 0 0 2300 3.92 -0.50 39.22 0| 0 25 0 2400 5.16 -0.59 37.86 0| 0 0 0 2600 6.61 -0.68 37.29 0| 0 5 0 2800 8.20 -0.75 36.76 0| 0 0 0 3000 9.90 -0.82 36.39 0| 0 0 0 3200 13.53 -0.90 35.98 0| 0 0 0 3600 17.34 -0.95 35.86 0| 0 100 0 4000 25.17 -0.99 36.00 0| 0 0 0 4800 Total 0| 0 160 0 Indicative a-t-m Vol 40.76 Underlying Price 22.940 Time to expiry: 473 Days Dec 11 1.54 -0.18 46.76 0| 0 0 0 1600 2.91 -0.31 42.84 0| 0 0 0 2000 3.86 -0.39 41.67 0| 0 0 0 2200 4.88 -0.47 39.74 0| 0 1,250 0 2400 7.35 -0.62 36.52 0| 0 1,005 0 2800 10.42 -0.75 34.77 0| 0 0 0 3200 13.89 -0.84 34.16 0| 0 0 0 3600 17.59 -0.90 34.31 0| 0 0 0 4000 25.27 -0.95 35.91 0| 0 0 0 4800 Total 0| 0 2,255 0 Indicative a-t-m Vol 41.62 Underlying Price 22.940 Time to expiry: 655 Days Jun 12 2.11 -0.20 46.39 0| 0 0 0 1600 3.70 -0.32 43.50 0| 0 0 0 2000 4.68 -0.38 42.28 0| 0 0 0 2200 5.75 -0.44 40.88 0| 0 0 0 2400 8.21 -0.57 38.07 0| 0 0 0 2800 11.13 -0.69 36.30 0| 0 0 0 3200 17.97 -0.85 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 100 31,458 +85 Grand Total 51| 110 62,625 +86 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 37.70 Underlying Price 22.940 Time to expiry: 18 Days Sep 10 10.94 1.00 80.30 0| 0 0 0 1200 8.94 1.00 64.54 0| 0 0 0 1400 6.94 1.00 54.00 0| 0 0 0 1600 4.95 0.99 46.94 0| 0 0 0 1800 3.97 0.97 44.32 0| 0 0 0 1900 3.02 0.93 42.17 0| 0 8 0 2000 2.13 0.84 40.71 0| 0 0 0 2100 1.73 0.78 39.87 0| 0 0 0 2150 1.36 0.70 39.05 0| 0 18 0 2200 1.03 0.61 38.21 0| 0 0 0 2250 0.76 0.51 37.63 0| 0 0 0 2300 0.54 0.41 36.99 0| 0 0 0 2350 0.37 0.31 36.79 0| 0 47,501 0 2400 0.26 0.23 37.40 0| 0 0 0 2450 0.15 0.16 36.36 0| 0 0 0 2500 0.06 0.07 35.87 0| 0 0 0 2600 0.02 0.02 35.53 0| 0 0 0 2700 0.01 0.01 35.32 0| 0 414 0 2800 0.01 0.00 35.21 0| 0 800 0 3000 0.01 0.00 35.43 0| 0 400 0 3200 0.01 0.00 35.90 0| 0 460 0 3400 0.01 0.00 36.54 0| 0 200 0 3600 0.01 0.00 38.17 0| 0 1,060 0 4000 0.01 0.00 40.05 0| 0 0 0 4400 0.01 0.00 42.00 0| 0 5 0 4800 Total 0| 0 50,866 0 Indicative a-t-m Vol 40.20 Underlying Price 22.940 Time to expiry: 200 Days Mar 11 11.01 0.95 63.36 0| 0 0 0 1200 9.15 0.92 56.00 0| 0 0 0 1400 7.39 0.87 50.60 0| 0 0 0 1600 5.76 0.80 46.57 0| 0 0 0 1800 4.31 0.71 43.54 0| 0 0 0 2000 3.67 0.66 42.19 0| 0 0 0 2100 3.09 0.60 41.02 0| 0 0 0 2200 2.58 0.55 40.15 0| 0 0 0 2300 2.13 0.49 39.55 0| 0 75 0 2400 1.41 0.37 38.03 0| 0 0 0 2600 0.89 0.27 36.95 0| 0 100 0 2800 0.55 0.19 36.26 0| 0 50 0 3000 0.33 0.12 35.73 0| 0 60 0 3200 0.20 0.08 35.39 0| 0 0 0 3400 0.12 0.05 35.19 0| 0 0 0 3600 0.04 0.02 35.15 0| 0 0 0 4000 0.02 0.01 35.45 0| 0 0 0 4400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 36.00 0| 0 0 0 4800 Total 0| 0 285 0 Indicative a-t-m Vol 40.52 Underlying Price 22.940 Time to expiry: 382 Days Sep 11 7.75 0.83 46.85 0| 0 0 0 1600 5.05 0.69 42.45 0| 0 0 0 2000 3.98 0.61 41.10 0| 0 0 0 2200 3.07 0.52 39.87 0| 0 10 0 2400 1.66 0.35 37.00 0| 0 0 0 2800 0.81 0.21 34.71 0| 0 624 0 3200 0.39 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 39.45 Underlying Price 22.940 Time to expiry: 564 Days Mar 12 8.14 0.81 46.82 0| 0 0 0 1600 5.56 0.69 41.98 0| 0 0 0 2000 4.49 0.61 40.09 0| 0 0 0 2200 3.59 0.54 38.73 0| 0 0 0 2400 2.21 0.40 36.46 0| 0 0 0 2800 1.29 0.27 34.73 0| 0 0 0 3200 0.74 0.18 33.64 0| 0 0 0 3600 0.41 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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 37.70 Underlying Price 22.940 Time to expiry: 18 Days Sep 10 0.01 0.00 80.30 0| 0 0 0 1200 0.01 0.00 64.54 0| 0 518 0 1400 0.01 0.00 54.00 0| 0 50 0 1600 0.01 -0.01 46.94 0| 0 500 0 1800 0.03 -0.03 44.32 0| 0 0 0 1900 0.07 -0.07 42.17 0| 0 426 0 2000 0.19 -0.16 40.71 0| 0 0 0 2100 0.28 -0.22 39.87 0| 0 0 0 2150 0.41 -0.30 39.05 0| 0 565 0 2200 0.59 -0.39 38.21 0| 0 0 0 2250 0.81 -0.49 37.63 0| 0 1 0 2300 1.09 -0.59 36.99 0| 0 0 0 2350 1.42 -0.69 36.79 0| 0 47,200 0 2400 1.81 -0.77 37.40 0| 0 0 0 2450 2.21 -0.84 36.36 0| 0 0 0 2500 3.11 -0.93 35.87 0| 0 330 0 2600 4.07 -0.98 35.53 0| 0 0 0 2700 5.06 -0.99 35.32 0| 0 364 0 2800 7.05 -1.00 35.21 0| 0 325 0 3000 9.05 -1.00 35.43 0| 0 889 0 3200 11.05 -1.00 35.90 0| 0 400 0 3400 13.05 -1.00 36.54 0| 0 115 0 3600 17.05 -1.00 38.17 0| 0 0 0 4000 21.05 -1.00 40.05 0| 0 610 0 4400 25.05 -1.00 42.00 0| 0 0 0 4800 Total 0| 0 52,293 0 Indicative a-t-m Vol 40.20 Underlying Price 22.940 Time to expiry: 200 Days Mar 11 0.30 -0.05 63.36 0| 0 2,093 0 1200 0.43 -0.08 56.00 0| 0 500 0 1400 0.66 -0.13 50.60 0| 0 2,500 0 1600 1.02 -0.20 46.57 0| 0 0 0 1800 1.57 -0.29 43.54 0| 0 1,500 0 2000 1.92 -0.34 42.19 0| 0 0 0 2100 2.34 -0.40 41.02 0| 0 200 0 2200 2.82 -0.45 40.15 0| 0 100 0 2300 3.37 -0.51 39.55 0| 0 93 0 2400 4.63 -0.63 38.03 0| 0 50 0 2600 6.10 -0.73 36.95 0| 0 218 0 2800 7.75 -0.81 36.26 0| 0 170 0 3000 9.53 -0.88 35.73 0| 0 0 0 3200 11.38 -0.92 35.39 0| 0 0 0 3400 13.29 -0.95 35.19 0| 0 50 0 3600 17.19 -0.98 35.15 0| 0 0 0 4000 21.15 -0.99 35.45 0| 0 0 0 4400 25.12 -1.00 36.00 0| 0 0 0 4800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 40.52 Underlying Price 22.940 Time to expiry: 382 Days Sep 11 1.23 -0.17 46.85 0| 0 0 0 1600 2.48 -0.31 42.45 0| 0 220 0 2000 3.38 -0.39 41.10 0| 0 0 0 2200 4.45 -0.48 39.87 0| 0 0 0 2400 6.99 -0.65 37.00 0| 0 40 0 2800 10.09 -0.79 34.71 0| 0 90 0 3200 13.62 -0.88 33.63 0| 0 0 0 3600 17.37 -0.94 33.00 0| 0 0 0 4000 25.14 -0.98 33.57 0| 0 0 0 4800 Total 0| 0 350 0 Indicative a-t-m Vol 39.45 Underlying Price 22.940 Time to expiry: 564 Days Mar 12 1.85 -0.19 46.82 0| 0 60 0 1600 3.20 -0.31 41.98 0| 0 32 0 2000 4.08 -0.39 40.09 0| 0 0 0 2200 5.15 -0.46 38.73 0| 0 0 0 2400 7.69 -0.60 36.46 0| 0 0 0 2800 10.69 -0.73 34.73 0| 0 0 0 3200 14.06 -0.82 33.64 0| 0 0 0 3600 17.65 -0.89 32.61 0| 0 0 0 4000 25.26 -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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 37.28 Underlying Price 30.475 Time to expiry: 18 Days Sep 10 10.48 1.00 54.65 0| 0 0 0 2000 8.48 1.00 50.06 0| 0 0 0 2200 6.49 0.99 46.19 0| 0 0 0 2400 4.54 0.95 42.89 0| 0 2 0 2600 2.74 0.84 40.04 0| 0 0 0 2800 1.95 0.73 38.61 0| 0 0 0 2900 1.29 0.59 37.70 0| 0 1 0 3000 0.79 0.44 36.82 0| 0 0 0 3100 0.44 0.29 35.96 0| 2 3 +2 3200 0.21 0.17 35.12 0| 0 0 0 3300 0.09 0.09 34.32 0| 3 1 -2 3400 0.03 0.03 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 0| 5 1,464 0 Indicative a-t-m Vol 34.05 Underlying Price 30.475 Time to expiry: 109 Days Dec 10 10.63 0.97 44.77 0| 0 0 0 2000 8.73 0.94 42.01 0| 0 0 0 2200 6.94 0.89 39.75 0| 0 0 0 2400 3.81 0.71 36.30 0| 0 0 0 2800 2.56 0.58 34.41 0| 0 0 0 3000 1.60 0.43 32.92 0| 0 0 0 3200 0.91 0.30 31.55 0| 0 310 0 3400 0.48 0.18 30.54 0| 0 9 0 3600 0.25 0.11 30.20 0| 0 542 0 3800 0.11 0.06 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 33.03 Underlying Price 30.475 Time to expiry: 200 Days Mar 11 10.93 0.93 43.66 0| 0 0 0 2000 9.17 0.89 41.68 0| 0 0 0 2200 7.49 0.84 39.53 0| 0 0 0 2400 4.53 0.68 35.33 0| 0 6 0 2800 3.31 0.58 33.44 0| 0 0 0 3000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.29 0.47 31.74 0| 0 0 0 3200 1.50 0.36 30.22 0| 0 0 0 3400 0.93 0.26 29.06 0| 0 52 0 3600 0.54 0.17 27.96 0| 0 1 0 3800 0.30 0.11 27.13 0| 0 5 0 4000 0.16 0.07 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 32.96 Underlying Price 30.475 Time to expiry: 291 Days Jun 11 11.30 0.90 43.60 0| 0 0 0 2000 9.62 0.86 41.61 0| 0 0 0 2200 8.03 0.81 39.46 0| 0 0 0 2400 5.17 0.68 35.26 0| 0 0 0 2800 3.96 0.59 33.37 0| 0 0 0 3000 2.91 0.50 31.67 0| 0 0 0 3200 2.06 0.41 30.15 0| 0 0 0 3400 1.42 0.32 28.99 0| 0 0 0 3600 0.93 0.23 27.89 0| 0 0 0 3800 0.59 0.17 27.06 0| 0 0 0 4000 0.23 0.08 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 0| 5 2,409 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 37.28 Underlying Price 30.475 Time to expiry: 18 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 0.01 -0.01 46.19 0| 0 515 0 2400 0.06 -0.05 42.89 0| 0 0 0 2600 0.25 -0.16 40.04 0| 0 0 0 2800 0.47 -0.27 38.61 0| 0 0 0 2900 0.81 -0.41 37.70 0| 0 2 0 3000 1.31 -0.56 36.82 0| 0 0 0 3100 1.95 -0.71 35.96 0| 0 0 0 3200 2.73 -0.83 35.12 0| 0 250 0 3300 3.61 -0.91 34.32 0| 0 100 0 3400 4.55 -0.97 32.83 0| 0 0 0 3500 5.53 -0.99 31.41 0| 0 0 0 3600 6.53 -1.00 30.49 0| 0 0 0 3700 7.52 -1.00 30.04 0| 0 20 0 3800 9.53 -1.00 30.51 0| 0 0 0 4000 11.53 -1.00 30.91 0| 0 3 0 4200 13.53 -1.00 31.29 0| 0 0 0 4400 17.52 -1.00 31.73 0| 0 1 0 4800 25.53 -1.00 32.13 0| 0 0 0 5600 Total 0| 0 891 0 Indicative a-t-m Vol 34.05 Underlying Price 30.475 Time to expiry: 109 Days Dec 10 0.10 -0.03 44.77 0| 0 0 0 2000 0.20 -0.06 42.01 0| 0 0 0 2200 0.40 -0.11 39.75 0| 3 3 +3 2400 1.26 -0.30 36.30 0| 0 0 0 2800 2.02 -0.43 34.41 0| 0 20 0 3000 3.05 -0.57 32.92 0| 0 12 0 3200 4.36 -0.71 31.55 0| 0 0 0 3400 5.93 -0.82 30.54 0| 0 0 0 3600 7.71 -0.90 30.20 0| 0 500 0 3800 9.58 -0.95 29.29 0| 0 0 0 4000 11.53 -0.99 28.93 0| 0 0 0 4200 13.53 -1.00 28.67 0| 0 0 0 4400 17.52 -1.00 28.58 0| 0 0 0 4800 25.53 -1.00 29.21 0| 0 0 0 5600 Total 0| 3 535 +3 Indicative a-t-m Vol 33.03 Underlying Price 30.475 Time to expiry: 200 Days Mar 11 0.35 -0.07 43.66 0| 0 0 0 2000 0.58 -0.11 41.68 0| 0 3 0 2200 0.89 -0.16 39.53 0| 0 0 0 2400 1.92 -0.32 35.33 0| 0 5 0 2800 2.69 -0.42 33.44 0| 0 0 0 3000 3.66 -0.53 31.74 0| 0 1 0 3200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.88 -0.64 30.22 0| 0 20 0 3400 6.31 -0.75 29.06 0| 0 243 0 3600 7.93 -0.84 27.96 0| 0 0 0 3800 9.70 -0.90 27.13 0| 0 0 0 4000 11.58 -0.95 26.55 0| 0 0 0 4200 13.53 -0.98 26.15 0| 0 0 0 4400 17.52 -1.00 25.96 0| 0 0 0 4800 25.53 -1.00 27.68 0| 0 0 0 5600 Total 0| 0 272 0 Indicative a-t-m Vol 32.96 Underlying Price 30.475 Time to expiry: 291 Days Jun 11 0.65 -0.10 43.60 0| 3 3 +3 2000 0.96 -0.14 41.61 0| 0 0 0 2200 1.35 -0.19 39.46 0| 0 0 0 2400 2.47 -0.33 35.26 0| 0 0 0 2800 3.24 -0.41 33.37 0| 0 0 0 3000 4.19 -0.50 31.67 0| 0 0 0 3200 5.33 -0.60 30.15 0| 0 0 0 3400 6.69 -0.69 28.99 0| 0 0 0 3600 8.21 -0.78 27.89 0| 0 0 0 3800 9.89 -0.85 27.06 0| 0 0 0 4000 13.58 -0.95 26.08 0| 0 0 0 4400 17.52 -1.00 25.89 0| 0 0 0 4800 Total 0| 3 3 +3 Total Puts 0| 6 1,701 +6 Grand Total 0| 11 4,110 +6 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 45.31 Underlying Price 12.265 Time to expiry: 18 Days Sep 10 3.47 0.99 66.00 0| 0 0 0 880 2.69 0.97 58.78 0| 0 0 0 960 2.52 0.96 57.48 0| 0 0 0 977 1.40 0.84 51.36 0| 0 120 0 1100 0.99 0.74 48.38 0| 120 120 +120 1150 0.84 0.68 47.58 0| 0 1,340 0 1172 0.66 0.60 46.67 0| 0 240 0 1200 0.43 0.39 0.45 44.15 0.43 0.43 120| 10 1,393 0 1250 0.24 0.21 0.29 42.77 0.24 0.19 196| 0 15,549 0 1300 0.10 0.08 0.14 42.86 0.10 0.10 120| 170 10,127 -10 1368 0.05 0.10 43.00 0| 0 5,411 0 1400 0.02 0.04 42.80 0| 0 15,409 0 1466 0.01 0.02 42.50 0| 0 1,837 0 1500 0.01 0.01 42.67 0| 0 13,226 0 1563 0.01 0.00 43.07 0| 0 3,471 0 1661 0.01 0.00 43.83 0| 0 7,634 0 1759 0.01 0.00 44.22 0| 0 652 0 1800 0.01 0.00 44.83 0| 0 20,118 0 1856 0.01 0.00 45.35 0| 0 0 0 1900 0.01 0.00 46.00 0| 0 35,700 0 1954 0.01 0.00 47.37 0| 0 3,030 0 2052 0.01 0.00 48.80 0| 0 0 0 2150 0.01 0.00 51.83 0| 0 363 0 2345 0.01 0.00 58.00 0| 0 0 0 2736 Total 436| 300 135,740 +110 Indicative a-t-m Vol 44.16 Underlying Price 12.265 Time to expiry: 46 Days Oct 10 2.79 0.91 56.88 0| 0 0 0 960 2.43 0.88 54.16 0| 0 0 0 1000 1.61 0.76 49.56 0| 0 120 0 1100 1.24 0.68 46.61 0| 0 0 0 1150 0.93 0.59 45.46 0| 0 1,701 0 1200 0.66 0.48 43.06 0| 0 295 0 1250 0.44 0.38 41.62 0| 0 405 0 1300 0.29 0.28 40.88 0| 120 377 +17 1350 0.19 0.20 40.25 0| 0 448 0 1400 0.10 0.13 38.84 0| 0 2,487 0 1450 0.06 0.08 37.87 0| 0 313 0 1500 0.03 0.05 38.11 0| 0 1 0 1550 0.02 0.03 38.06 0| 0 900 0 1600 0.01 0.01 38.59 0| 0 21 0 1700 0.01 0.00 40.00 0| 0 0 0 1800 Total 0| 120 7,068 +17 Indicative a-t-m Vol 44.96 Underlying Price 12.265 Time to expiry: 81 Days Nov 10 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.94 0.86 55.35 0| 0 0 0 960 2.61 0.83 53.62 0| 0 0 0 1000 1.86 0.72 50.16 0| 0 65 0 1100 1.52 0.66 48.12 0| 0 0 0 1150 1.20 0.59 46.07 0| 0 2 0 1200 1.02 0.93 0.51 44.02 1.02 1.02 100| 0 90 0 1250 0.70 0.43 42.57 0| 0 155 0 1300 0.36 0.28 39.86 0| 0 1 0 1400 0.17 0.16 38.38 0| 120 120 +120 1500 0.08 0.08 37.79 0| 0 0 0 1600 Total 100| 120 433 +120 Indicative a-t-m Vol 44.67 Underlying Price 12.265 Time to expiry: 109 Days Dec 10 8.38 0.99 94.00 0| 0 0 0 391 7.61 0.99 86.37 0| 0 0 0 469 6.85 0.98 79.58 0| 0 0 0 547 6.47 0.98 76.47 0| 0 0 0 586 6.10 0.97 73.96 0| 75 75 +75 625 5.35 0.96 66.83 0| 0 0 0 703 4.62 0.93 63.26 0| 0 0 0 782 3.91 0.90 59.09 0| 0 3 0 860 3.25 0.85 56.23 0| 0 10 0 938 2.93 0.82 54.51 0| 0 0 0 977 2.17 0.74 49.71 0| 0 2,764 0 1075 1.52 0.62 46.33 0| 0 3,201 0 1172 0.99 0.85 0.45 42.47 0.99 0.94 101| 1,000 11,846 +538 1300 0.60 0.36 40.86 0| 0 17,227 0 1368 0.30 0.26 0.20 38.04 0.30 0.30 120| 120 20,726 0 1500 0.19 0.17 0.14 37.23 0.19 0.19 120| 0 43,275 0 1563 0.14 0.12 0.11 36.13 0.14 0.14 120| 0 15,878 0 1600 0.05 0.05 34.82 0| 0 34,225 0 1700 0.03 0.03 34.03 0| 0 21,031 0 1759 0.02 0.02 33.53 0| 0 15,799 0 1800 0.01 0.01 32.44 0| 0 3,750 0 1900 0.01 0.01 31.94 0| 0 39,420 0 1954 0.01 0.00 30.53 0| 0 7,876 0 2150 0.01 0.00 29.70 0| 0 1,125 0 2345 0.01 0.00 29.35 0| 0 53,880 0 2736 0.01 0.00 30.34 0| 0 605 0 3127 0.01 0.00 32.29 0| 0 25 0 3517 0.01 0.00 35.00 0| 0 25 0 3908 Total 461| 1,195 292,766 +613 Indicative a-t-m Vol 44.63 Underlying Price 12.265 Time to expiry: 200 Days Mar 11 4.02 0.85 56.47 0| 0 0 0 880 3.40 0.80 53.80 0| 0 0 0 960 3.10 0.77 51.90 0| 0 87 0 1000 2.38 0.69 47.76 0| 0 0 0 1100 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.80 0.60 45.55 0| 0 170 0 1200 1.25 0.50 42.15 0| 120 3,934 +120 1300 0.98 0.86 0.39 40.11 0.98 0.96 217| 120 437 -3 1400 0.61 0.53 0.29 37.55 0.61 0.61 120| 0 7,236 0 1500 0.37 0.33 0.20 36.22 0.37 0.37 120| 0 10,932 0 1600 0.18 0.13 34.50 0| 0 12,437 0 1700 0.09 0.08 32.88 0| 0 475 0 1800 0.05 0.05 32.44 0| 0 1,954 0 1900 0.03 0.03 31.87 0| 0 5,435 0 2000 0.01 0.01 31.46 0| 0 85 0 2200 0.01 0.00 32.00 0| 0 229 0 2400 Total 457| 240 43,411 +117 Indicative a-t-m Vol 43.60 Underlying Price 12.265 Time to expiry: 291 Days Jun 11 8.41 0.99 75.00 0| 0 0 0 391 7.67 0.98 71.56 0| 0 0 0 469 6.94 0.97 67.89 0| 0 0 0 547 6.59 0.96 66.02 0| 0 0 0 586 5.53 0.93 59.77 0| 0 0 0 703 4.85 0.90 56.57 0| 0 79 0 782 4.21 0.86 53.81 0| 0 199 0 860 3.60 0.81 51.24 0| 0 111 0 938 3.32 0.79 50.30 0| 0 85 0 977 2.50 0.69 47.09 0| 0 12 0 1100 2.07 0.63 45.33 0| 0 233 0 1172 1.90 0.60 44.24 0| 0 3,737 0 1200 1.41 0.51 41.88 0| 0 283 0 1300 1.09 0.44 39.88 0| 0 3,225 0 1368 0.98 0.41 39.37 0| 0 2,831 0 1400 0.66 0.32 37.35 0| 0 8,832 0 1500 0.50 0.26 36.11 0| 0 27,017 0 1563 0.20 0.13 33.73 0| 0 2,083 0 1759 0.08 0.06 32.52 0| 0 1,535 0 1954 0.03 0.03 31.95 0| 0 430 0 2150 0.01 0.01 31.54 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 43.79 Underlying Price 12.265 Time to expiry: 473 Days Dec 11 7.71 0.97 68.00 0| 0 0 0 469 6.66 0.94 62.09 0| 0 0 0 586 5.68 0.90 58.39 0| 0 0 0 703 5.06 0.87 55.82 0| 0 0 0 782 4.48 0.83 53.37 0| 0 0 0 860 3.91 0.78 51.07 0| 0 0 0 938 3.65 0.76 49.88 0| 0 0 0 977 2.47 0.63 44.93 0| 0 7,100 0 1172 1.56 0.48 40.88 0| 0 8,030 0 1368 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.09 0.38 38.53 0| 0 2,580 0 1500 0.92 0.34 37.72 0| 0 18,000 0 1563 0.82 0.32 37.07 0| 0 3,000 0 1600 0.50 0.22 35.30 0| 0 60,167 0 1759 0.46 0.21 35.46 0| 0 200 0 1800 0.30 0.15 34.72 0| 0 1,700 0 1954 0.19 0.10 35.09 0| 0 9,107 0 2150 0.14 0.07 36.18 0| 0 0 0 2345 0.06 0.04 36.58 0| 0 0 0 2736 0.04 0.02 39.08 0| 0 0 0 3127 Total 0| 0 109,884 0 Indicative a-t-m Vol 44.60 Underlying Price 12.265 Time to expiry: 655 Days Jun 12 6.52 0.94 61.61 0| 0 0 0 600 4.97 0.86 56.00 0| 0 0 0 800 2.67 0.64 46.00 0| 0 80 0 1172 1.71 0.50 41.00 0| 0 0 0 1368 1.07 0.37 37.84 0| 0 0 0 1563 0.60 0.25 34.88 0| 0 0 0 1759 0.33 0.16 32.80 0| 0 0 0 1954 0.20 0.10 35.85 0| 0 0 0 2345 0.10 0.05 40.32 0| 0 0 0 3127 Total 0| 0 80 0 Indicative a-t-m Vol 42.48 Underlying Price 12.265 Time to expiry: 844 Days Dec 12 6.55 0.94 60.00 0| 0 0 0 600 5.04 0.85 53.85 0| 0 0 0 800 2.75 0.64 43.48 0| 0 0 0 1172 1.53 0.45 38.13 0| 0 132 0 1466 1.22 0.39 36.57 0| 0 3,500 0 1563 1.11 0.37 35.91 0| 0 5,000 0 1600 0.95 0.33 35.13 0| 0 2,001 0 1661 0.67 0.26 33.70 0| 0 8,500 0 1800 0.52 0.21 33.86 0| 0 6,502 0 1954 0.34 0.15 33.11 0| 0 12,500 0 2150 0.34 0.14 36.00 0| 0 9 0 2345 0.23 0.09 40.99 0| 0 0 0 3127 Total 0| 0 38,144 0 Indicative a-t-m Vol 41.91 Underlying Price 12.265 Time to expiry: 1026 Days Jun 13 6.45 0.96 60.42 0| 0 0 0 600 4.95 0.86 54.64 0| 0 0 0 800 2.54 0.62 42.43 0| 0 0 0 1200 1.71 0.49 38.61 0| 0 0 0 1400 1.11 0.37 35.91 0| 0 0 0 1600 0.43 0.19 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 41.59 Underlying Price 12.265 Time to expiry: 1208 Days Dec 13 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.49 0.95 60.00 0| 0 0 0 600 5.02 0.86 54.00 0| 0 0 0 800 2.67 0.63 42.00 0| 0 6 0 1200 1.28 0.40 35.91 0| 0 0 0 1600 0.50 0.21 31.35 0| 0 0 0 2000 0.44 0.17 35.24 0| 0 0 0 2400 Total 0| 0 6 0 Indicative a-t-m Vol 42.52 Underlying Price 12.265 Time to expiry: 1572 Days Dec 14 6.39 0.98 60.29 0| 0 0 0 600 4.90 0.87 54.51 0| 0 0 0 800 2.71 0.64 43.00 0| 0 0 0 1200 1.33 0.41 35.91 0| 0 0 0 1600 0.65 0.25 32.71 0| 0 0 0 2000 0.55 0.20 35.51 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 1,454| 1,975 681,278 +977 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 45.31 Underlying Price 12.265 Time to expiry: 18 Days Sep 10 0.01 -0.01 66.00 0| 0 5,305 0 880 0.02 -0.03 58.78 0| 0 320 0 960 0.02 -0.04 57.48 0| 0 6,826 0 977 0.13 -0.16 51.36 0| 0 2,592 0 1100 0.24 0.23 -0.26 48.38 0.24 0.24 5| 120 120 +120 1150 0.29 -0.32 47.58 0| 120 14,856 0 1172 0.32 0.39 -0.40 46.67 0.39 0.32 23| 115 5,826 0 1200 0.62 -0.55 44.15 0| 0 1,781 0 1250 1.00 0.94 -0.71 42.77 1.00 1.00 100| 0 16,783 0 1300 1.50 -0.86 42.86 0| 140 7,510 -40 1368 1.79 -0.90 43.00 0| 0 810 0 1400 2.41 -0.96 42.80 0| 0 3,515 0 1466 2.74 -0.98 42.50 0| 0 27 0 1500 3.37 -0.99 42.67 0| 0 7,250 0 1563 4.35 -1.00 43.07 0| 0 637 0 1661 5.33 -1.00 43.83 0| 0 427 0 1759 5.74 -1.00 44.22 0| 0 15 0 1800 6.30 -1.00 44.83 0| 0 1 0 1856 6.74 -1.00 45.35 0| 0 0 0 1900 7.28 -1.00 46.00 0| 0 11 0 1954 8.26 -1.00 47.37 0| 0 175 0 2052 9.24 -1.00 48.80 0| 0 160 0 2150 11.19 -1.00 51.83 0| 0 0 0 2345 15.10 -1.00 58.00 0| 0 0 0 2736 Total 128| 495 74,947 +80 Indicative a-t-m Vol 44.16 Underlying Price 12.265 Time to expiry: 46 Days Oct 10 0.12 -0.09 56.88 0| 0 0 0 960 0.16 -0.12 54.16 0| 0 250 0 1000 0.34 -0.24 49.56 0| 0 240 0 1100 0.46 -0.32 46.61 0| 0 0 0 1150 0.66 -0.41 45.46 0| 0 8,673 0 1200 0.90 0.88 -0.52 43.06 0.90 0.90 300| 0 240 0 1250 1.17 -0.62 41.62 0| 0 160 0 1300 1.52 -0.72 40.88 0| 0 170 0 1350 1.91 -0.80 40.25 0| 0 54 0 1400 2.33 -0.87 38.84 0| 0 100 0 1450 2.78 -0.92 37.87 0| 0 329 0 1500 3.26 -0.95 38.11 0| 0 0 0 1550 3.75 -0.97 38.06 0| 0 84 0 1600 4.74 -0.99 38.59 0| 0 120 0 1700 5.74 -1.00 40.00 0| 0 0 0 1800 Total 300| 0 10,420 0 Indicative a-t-m Vol 44.96 Underlying Price 12.265 Time to expiry: 81 Days Nov 10 0.27 -0.14 55.35 0| 0 0 0 960 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.33 -0.17 53.62 0| 240 240 +240 1000 0.58 -0.28 50.16 0| 0 129 0 1100 0.73 -0.34 48.12 0| 63 63 +63 1150 0.92 0.92 -0.41 46.07 0.92 0.92 50| 0 150 0 1200 1.14 -0.49 44.02 0| 0 69 0 1250 1.42 -0.57 42.57 0| 0 95 0 1300 2.08 -0.73 39.86 0| 0 0 0 1400 2.89 -0.85 38.38 0| 0 0 0 1500 3.80 -0.92 37.79 0| 0 0 0 1600 Total 50| 303 746 +303 Indicative a-t-m Vol 44.67 Underlying Price 12.265 Time to expiry: 109 Days Dec 10 0.02 -0.01 94.00 0| 0 0 0 391 0.03 -0.01 86.37 0| 0 10 0 469 0.04 -0.02 79.58 0| 0 269 0 547 0.05 -0.02 76.47 0| 0 375 0 586 0.07 -0.03 73.96 0| 0 180 0 625 0.09 -0.04 66.83 0| 0 350 0 703 0.15 -0.07 63.26 0| 0 3,785 0 782 0.23 -0.10 59.09 0| 0 1,203 0 860 0.35 -0.15 56.23 0| 0 1,285 0 938 0.41 -0.18 54.51 0| 0 2,370 0 977 0.63 -0.26 49.71 0| 559 28,228 +559 1075 0.92 0.95 -0.38 46.33 0.95 0.92 300| 120 13,260 +106 1172 1.56 -0.55 42.47 0| 1,000 13,684 +245 1300 1.98 -0.64 40.86 0| 0 29,599 0 1368 2.96 -0.81 38.04 0| 0 16,333 0 1500 3.50 -0.86 37.23 0| 7 18,777 -7 1563 3.83 -0.90 36.13 0| 0 0 0 1600 4.76 -0.95 34.82 0| 0 10,801 0 1700 5.33 -0.98 34.03 0| 0 5,793 0 1759 5.74 -0.99 33.53 0| 0 1,815 0 1800 6.74 -1.00 32.44 0| 0 3 0 1900 7.28 -1.00 31.94 0| 0 3,750 0 1954 9.24 -1.00 30.53 0| 0 1,097 0 2150 11.19 -1.00 29.70 0| 0 267 0 2345 15.10 -1.00 29.35 0| 0 25 0 2736 19.01 -1.00 30.34 0| 0 0 0 3127 22.91 -1.00 32.29 0| 0 0 0 3517 26.82 -1.00 35.00 0| 0 0 0 3908 Total 300| 1,686 153,259 +903 Indicative a-t-m Vol 44.63 Underlying Price 12.265 Time to expiry: 200 Days Mar 11 0.51 -0.15 56.47 0| 0 4,242 0 880 0.69 -0.20 53.80 0| 0 636 0 960 0.78 -0.23 51.90 0| 0 3,159 0 1000 1.06 -0.31 47.76 0| 0 2,884 0 1100 1.50 1.47 -0.40 45.55 1.50 1.50 14| 120 10,870 -79 1200 1.93 -0.51 42.15 0| 140 380 +140 1300 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.53 -0.61 40.11 0| 0 961 0 1400 3.21 -0.72 37.55 0| 0 4,129 0 1500 4.00 -0.81 36.22 0| 0 95 0 1600 4.86 -0.88 34.50 0| 0 160 0 1700 5.78 -0.94 32.88 0| 0 75 0 1800 6.75 -0.97 32.44 0| 0 0 0 1900 7.74 -0.99 31.87 0| 0 0 0 2000 9.74 -1.00 31.46 0| 0 0 0 2200 11.74 -1.00 32.00 0| 0 0 0 2400 Total 14| 260 27,591 +61 Indicative a-t-m Vol 43.60 Underlying Price 12.265 Time to expiry: 291 Days Jun 11 0.09 -0.02 75.00 0| 0 81 0 391 0.15 -0.04 71.56 0| 0 0 0 469 0.23 -0.06 67.89 0| 0 0 0 547 0.27 -0.07 66.02 0| 0 2,100 0 586 0.42 -0.11 59.77 0| 0 170 0 703 0.55 -0.14 56.57 0| 0 237 0 782 0.72 0.72 -0.18 53.81 0.72 0.72 400| 0 575 0 860 0.96 0.93 -0.23 51.24 0.96 0.96 100| 240 1,724 +120 938 1.05 -0.26 50.30 0| 54 6,044 +54 977 1.51 -0.35 47.09 0| 0 897 0 1100 1.83 -0.41 45.33 0| 0 22,960 0 1172 1.95 -0.44 44.24 0| 0 6,226 0 1200 2.48 -0.53 41.88 0| 0 305 0 1300 2.87 -0.59 39.88 0| 0 5,596 0 1368 3.08 -0.62 39.37 0| 0 268 0 1400 3.78 -0.71 37.35 0| 0 109 0 1500 4.25 -0.76 36.11 0| 0 3,088 0 1563 5.93 -0.88 33.73 0| 0 211 0 1759 7.75 -0.95 32.52 0| 0 181 0 1954 9.65 -0.98 31.95 0| 0 190 0 2150 11.57 -0.99 31.54 0| 0 163 0 2345 19.33 -1.00 34.00 0| 0 43 0 3127 Total 500| 294 51,168 +174 Indicative a-t-m Vol 43.79 Underlying Price 12.265 Time to expiry: 473 Days Dec 11 0.30 -0.06 68.00 0| 0 0 0 469 0.46 -0.09 62.09 0| 0 0 0 586 0.71 -0.13 58.39 0| 0 0 0 703 0.90 -0.16 55.82 0| 0 80 0 782 1.12 -0.20 53.37 0| 0 160 0 860 1.35 -0.24 51.07 0| 0 362 0 938 1.49 -0.26 49.88 0| 0 10,758 0 977 2.27 -0.39 44.93 0| 0 6,705 0 1172 3.32 -0.53 40.88 0| 0 17,508 0 1368 4.17 -0.63 38.53 0| 7 7 +7 1500 4.63 -0.67 37.72 0| 0 19,252 0 1563 4.89 -0.70 37.07 0| 0 0 0 1600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.16 -0.79 35.30 0| 0 750 0 1759 6.53 -0.81 35.46 0| 0 0 0 1800 7.91 -0.87 34.72 0| 0 1 0 1954 9.76 -0.91 35.09 0| 0 38 0 2150 11.64 -0.94 36.18 0| 0 0 0 2345 15.46 -0.97 36.58 0| 0 0 0 2736 19.32 -0.98 39.08 0| 0 0 0 3127 Total 0| 7 55,621 +7 Indicative a-t-m Vol 44.60 Underlying Price 12.265 Time to expiry: 655 Days Jun 12 0.84 -0.12 61.61 0| 0 0 0 600 1.46 -0.21 56.00 0| 0 0 0 800 3.03 -0.41 46.00 0| 0 0 0 1172 4.07 -0.54 41.00 0| 0 4 0 1368 5.40 -0.66 37.84 0| 0 0 0 1563 6.90 -0.78 34.88 0| 0 0 0 1759 8.56 -0.86 32.80 0| 0 0 0 1954 12.28 -0.91 35.85 0| 0 0 0 2345 19.85 -0.95 40.32 0| 0 0 0 3127 Total 0| 0 4 0 Indicative a-t-m Vol 42.48 Underlying Price 12.265 Time to expiry: 844 Days Dec 12 1.01 -0.13 60.00 0| 0 0 0 600 1.65 -0.21 53.85 0| 0 0 0 800 3.17 -0.40 43.48 0| 0 1 0 1172 4.88 -0.58 38.13 0| 0 0 0 1466 5.54 -0.63 36.57 0| 0 16 0 1563 5.79 -0.66 35.91 0| 0 5,000 0 1600 6.24 -0.69 35.13 0| 0 1,000 0 1661 7.34 -0.76 33.70 0| 0 0 0 1800 8.70 -0.81 33.86 0| 0 3,026 0 1954 10.45 -0.86 33.11 0| 0 0 0 2150 12.35 -0.87 36.00 0| 0 0 0 2345 19.88 -0.92 40.99 0| 0 5 0 3127 Total 0| 0 9,048 0 Indicative a-t-m Vol 41.91 Underlying Price 12.265 Time to expiry: 1026 Days Jun 13 1.34 -0.15 60.42 0| 0 0 0 600 2.09 -0.23 54.64 0| 0 0 0 800 3.83 -0.44 42.43 0| 0 0 0 1200 5.01 -0.56 38.61 0| 0 0 0 1400 6.39 -0.66 35.91 0| 0 0 0 1600 9.62 -0.83 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 41.59 Underlying Price 12.265 Time to expiry: 1208 Days Dec 13 1.49 -0.15 60.00 0| 0 0 0 600 2.25 -0.22 54.00 0| 0 0 0 800 3.97 -0.42 42.00 0| 0 0 0 1200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 84 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.51 -0.63 35.91 0| 0 0 0 1600 9.62 -0.81 31.35 0| 0 0 0 2000 13.38 -0.84 35.24 0| 0 38 0 2400 Total 0| 0 38 0 Indicative a-t-m Vol 42.52 Underlying Price 12.265 Time to expiry: 1572 Days Dec 14 1.91 -0.16 60.29 0| 0 0 0 600 2.77 -0.23 54.51 0| 0 0 0 800 4.63 -0.42 43.00 0| 0 0 0 1200 7.09 -0.62 35.91 0| 0 0 0 1600 10.19 -0.77 32.71 0| 0 0 0 2000 13.83 -0.81 35.51 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 1,292| 3,045 382,842 +1,528 Grand Total 2,746| 5,020 1,064,120 +2,505 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 45.35 Underlying Price 12.265 Time to expiry: 18 Days Sep 10 3.47 0.99 66.00 0| 0 0 0 880 2.90 0.98 60.20 0| 0 0 0 938 2.69 0.97 58.28 0| 0 0 0 960 2.52 0.97 56.92 0| 0 0 0 977 1.39 0.84 50.82 0| 0 0 0 1100 0.99 0.74 47.69 0| 0 0 0 1150 0.83 0.69 46.80 0| 0 0 0 1172 0.65 0.60 45.77 0| 0 0 0 1200 0.40 0.45 45.00 0| 0 0 0 1250 0.22 0.30 43.42 0| 0 0 0 1300 0.09 0.15 43.37 0| 0 4 0 1368 0.05 0.10 43.00 0| 0 600 0 1400 0.02 0.04 42.80 0| 0 6,551 0 1466 0.01 0.02 42.50 0| 0 0 0 1500 0.01 0.01 43.70 0| 0 43,910 0 1563 0.01 0.00 44.44 0| 0 3,831 0 1661 0.01 0.00 45.46 0| 0 25,418 0 1759 0.01 0.00 45.94 0| 0 34,000 0 1800 0.01 0.00 46.65 0| 0 3,568 0 1856 0.01 0.00 47.23 0| 0 0 0 1900 0.01 0.00 46.00 0| 0 1,117 0 1954 0.01 0.00 47.37 0| 0 857 0 2052 0.01 0.00 48.80 0| 0 1,322 0 2150 0.01 0.00 53.41 0| 0 707 0 2345 0.01 0.00 58.00 0| 0 0 0 2736 0.01 0.00 59.34 0| 0 0 0 2876 0.01 0.00 61.17 0| 0 0 0 3127 Total 0| 0 121,885 0 Indicative a-t-m Vol 44.45 Underlying Price 12.265 Time to expiry: 200 Days Mar 11 5.52 0.92 63.71 0| 0 0 0 703 4.83 0.89 60.43 0| 0 0 0 782 4.18 0.86 57.20 0| 0 0 0 860 3.56 0.81 54.08 0| 0 0 0 938 3.26 0.79 52.59 0| 0 0 0 977 2.37 0.69 47.54 0| 0 0 0 1100 1.94 0.63 45.95 0| 0 0 0 1172 1.26 0.50 42.47 0| 0 500 0 1300 0.97 0.42 40.70 0| 0 0 0 1368 0.54 0.29 37.76 0| 0 0 0 1500 0.40 0.23 36.84 0| 0 0 0 1563 0.19 0.13 34.65 0| 0 2,500 0 1700 0.13 0.10 34.17 0| 0 3,816 0 1759 0.10 0.08 33.70 0| 0 3,975 0 1800 0.06 0.05 32.90 0| 0 30 0 1900 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 86 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.04 0.04 32.54 0| 0 110 0 1954 0.01 0.01 31.81 0| 0 0 0 2150 0.01 0.00 31.84 0| 0 0 0 2345 0.01 0.00 33.78 0| 0 0 0 2736 0.01 0.00 37.71 0| 0 0 0 3127 Total 0| 0 10,931 0 Indicative a-t-m Vol 45.35 Underlying Price 12.265 Time to expiry: 382 Days Sep 11 7.30 0.95 68.00 0| 0 0 0 469 6.20 0.91 64.40 0| 0 0 0 600 5.41 0.87 61.93 0| 0 0 0 703 4.86 0.84 60.61 0| 0 0 0 782 4.28 0.80 57.51 0| 0 0 0 860 3.75 0.76 55.08 0| 0 0 0 938 3.49 0.74 53.54 0| 0 0 0 977 2.27 0.60 46.69 0| 0 0 0 1172 1.36 0.45 41.91 0| 0 0 0 1368 0.66 0.29 36.30 0| 0 50 0 1563 0.30 0.16 33.43 0| 0 0 0 1759 0.14 0.09 32.32 0| 0 0 0 1954 0.05 0.04 30.11 0| 0 0 0 2150 0.03 0.02 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 44.71 Underlying Price 12.265 Time to expiry: 564 Days Mar 12 6.48 0.90 62.64 0| 0 0 0 600 5.18 0.83 57.90 0| 0 0 0 782 4.63 0.80 54.79 0| 0 0 0 860 4.11 0.76 52.35 0| 0 0 0 938 3.84 0.74 50.80 0| 0 0 0 977 2.73 0.63 46.13 0| 0 0 0 1172 1.78 0.50 41.07 0| 0 0 0 1368 1.04 0.36 36.84 0| 0 0 0 1563 0.61 0.25 34.55 0| 0 0 0 1759 0.33 0.16 32.71 0| 0 0 0 1954 0.10 0.06 30.85 0| 0 0 0 2345 0.06 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 43.22 Underlying Price 12.265 Time to expiry: 753 Days Sep 12 5.96 0.87 61.36 0| 0 0 0 600 4.72 0.80 55.07 0| 0 0 0 782 2.54 0.60 44.74 0| 0 0 0 1172 1.50 0.45 38.44 0| 0 0 0 1400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.99 0.34 35.60 0| 0 0 0 1563 0.60 0.24 33.79 0| 0 0 0 1759 0.35 0.16 32.09 0| 0 0 0 1954 0.12 0.07 30.27 0| 0 0 0 2345 0.06 0.04 34.91 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.95 Underlying Price 12.265 Time to expiry: 928 Days Mar 13 6.14 0.87 59.67 0| 0 0 0 600 5.00 0.80 54.57 0| 0 0 0 782 2.79 0.61 43.36 0| 0 0 0 1172 1.72 0.48 37.53 0| 0 0 0 1400 1.25 0.39 35.73 0| 0 0 0 1563 0.74 0.27 33.25 0| 0 0 0 1800 0.50 0.20 31.79 0| 0 0 0 1954 0.19 0.09 29.67 0| 0 0 0 2345 0.12 0.06 34.70 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 42.05 Underlying Price 12.265 Time to expiry: 1117 Days Sep 13 5.66 0.86 60.71 0| 0 0 0 600 4.55 0.78 54.09 0| 0 0 0 782 2.53 0.59 43.14 0| 0 0 0 1172 1.14 0.37 35.40 0| 0 0 0 1563 0.49 0.20 32.12 0| 0 0 0 1954 0.20 0.10 29.96 0| 0 0 0 2345 0.15 0.07 35.00 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 42.36 Underlying Price 12.265 Time to expiry: 1299 Days Mar 14 5.85 0.86 60.09 0| 0 0 0 600 4.77 0.79 53.42 0| 0 0 0 782 2.81 0.61 43.42 0| 0 0 0 1172 1.40 0.41 35.91 0| 0 0 0 1563 0.65 0.24 32.14 0| 0 0 0 1954 0.28 0.13 29.68 0| 0 0 0 2345 0.23 0.09 34.96 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.79 Underlying Price 12.265 Time to expiry: 1481 Days Sep 14 5.24 0.84 59.50 0| 0 0 0 600 4.24 0.77 52.80 0| 0 1 0 782 2.47 0.59 42.75 0| 0 0 0 1172 1.23 0.38 35.90 0| 0 0 0 1563 0.57 0.22 32.13 0| 0 0 0 1954 0.25 0.12 29.67 0| 0 0 0 2345 0.21 0.09 34.77 0| 0 0 0 3127 Total 0| 0 1 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 40.57 Underlying Price 12.265 Time to expiry: 1663 Days Mar 15 5.43 0.85 59.23 0| 0 0 0 600 4.31 0.77 51.22 0| 0 0 0 800 2.49 0.59 40.97 0| 0 0 0 1200 1.29 0.39 35.02 0| 0 0 0 1600 0.63 0.24 31.59 0| 0 0 0 2000 0.28 0.13 28.91 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 132,917 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 45.35 Underlying Price 12.265 Time to expiry: 18 Days Sep 10 0.01 -0.01 66.00 0| 0 0 0 880 0.01 -0.02 60.20 0| 0 0 0 938 0.02 -0.03 58.28 0| 0 0 0 960 0.02 -0.03 56.92 0| 0 225 0 977 0.13 -0.16 50.82 0| 0 0 0 1100 0.22 -0.26 47.69 0| 0 0 0 1150 0.28 -0.31 46.80 0| 0 450 0 1172 0.38 -0.40 45.77 0| 0 0 0 1200 0.63 -0.55 45.00 0| 0 0 0 1250 0.95 -0.70 43.42 0| 0 763 0 1300 1.50 -0.85 43.37 0| 0 2,156 0 1368 1.78 -0.90 43.00 0| 0 0 0 1400 2.41 -0.96 42.80 0| 0 9,367 0 1466 2.74 -0.98 42.50 0| 0 0 0 1500 3.36 -0.99 43.70 0| 0 40,002 0 1563 4.34 -1.00 44.44 0| 0 1,350 0 1661 5.32 -1.00 45.46 0| 0 25,040 0 1759 5.73 -1.00 45.94 0| 0 30,002 0 1800 6.29 -1.00 46.65 0| 0 2,400 0 1856 6.73 -1.00 47.23 0| 0 0 0 1900 7.27 -1.00 46.00 0| 0 420 0 1954 8.25 -1.00 47.37 0| 0 30 0 2052 9.23 -1.00 48.80 0| 0 0 0 2150 11.18 -1.00 53.41 0| 0 250 0 2345 15.09 -1.00 58.00 0| 0 1 0 2736 16.49 -1.00 59.34 0| 0 21 0 2876 19.00 -1.00 61.17 0| 0 50 0 3127 Total 0| 0 112,527 0 Indicative a-t-m Vol 44.45 Underlying Price 12.265 Time to expiry: 200 Days Mar 11 0.25 -0.08 63.71 0| 0 1 0 703 0.35 -0.11 60.43 0| 0 0 0 782 0.47 -0.14 57.20 0| 0 0 0 860 0.63 -0.19 54.08 0| 0 817 0 938 0.71 -0.21 52.59 0| 0 0 0 977 1.05 -0.31 47.54 0| 0 50 0 1100 1.34 -0.37 45.95 0| 0 225 0 1172 1.93 -0.50 42.47 0| 0 601 0 1300 2.32 -0.58 40.70 0| 0 690 0 1368 3.20 -0.71 37.76 0| 0 2,700 0 1500 3.69 -0.77 36.84 0| 0 4,650 0 1563 4.83 -0.87 34.65 0| 0 0 0 1700 5.37 -0.90 34.17 0| 0 1,260 0 1759 5.75 -0.92 33.70 0| 0 0 0 1800 6.69 -0.95 32.90 0| 0 0 0 1900 7.21 -0.96 32.54 0| 0 0 0 1954 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.13 -0.99 31.81 0| 0 0 0 2150 11.07 -1.00 31.84 0| 0 0 0 2345 14.95 -1.00 33.78 0| 0 0 0 2736 18.84 -1.00 37.71 0| 0 0 0 3127 Total 0| 0 10,994 0 Indicative a-t-m Vol 45.35 Underlying Price 12.265 Time to expiry: 382 Days Sep 11 0.21 -0.05 68.00 0| 0 0 0 469 0.41 -0.09 64.40 0| 0 0 0 600 0.63 -0.13 61.93 0| 0 0 0 703 0.86 -0.16 60.61 0| 0 0 0 782 1.06 -0.20 57.51 0| 0 0 0 860 1.29 -0.24 55.08 0| 0 0 0 938 1.42 -0.26 53.54 0| 0 0 0 977 2.13 -0.40 46.69 0| 0 1,000 0 1172 3.16 -0.55 41.91 0| 0 0 0 1368 4.38 -0.71 36.30 0| 0 0 0 1563 5.95 -0.84 33.43 0| 0 2,400 0 1759 7.72 -0.91 32.32 0| 0 0 0 1954 9.57 -0.96 30.11 0| 0 0 0 2150 11.47 -0.98 31.00 0| 0 0 0 2345 15.32 -0.99 32.00 0| 0 0 0 2736 19.18 -0.99 36.00 0| 0 0 0 3127 Total 0| 0 3,400 0 Indicative a-t-m Vol 44.71 Underlying Price 12.265 Time to expiry: 564 Days Mar 12 0.64 -0.10 62.64 0| 0 0 0 600 1.13 -0.17 57.90 0| 0 0 0 782 1.34 -0.20 54.79 0| 0 0 0 860 1.59 -0.24 52.35 0| 0 0 0 938 1.71 -0.26 50.80 0| 0 0 0 977 2.50 -0.37 46.13 0| 0 0 0 1172 3.47 -0.50 41.07 0| 0 0 0 1368 4.65 -0.64 36.84 0| 0 0 0 1563 6.14 -0.75 34.55 0| 0 0 0 1759 7.77 -0.84 32.71 0| 0 70 0 1954 11.37 -0.94 30.85 0| 0 0 0 2345 15.17 -0.96 33.28 0| 0 0 0 2736 18.99 -0.97 36.00 0| 0 50 0 3127 22.80 -0.98 38.00 0| 0 0 0 3517 Total 0| 0 120 0 Indicative a-t-m Vol 43.22 Underlying Price 12.265 Time to expiry: 753 Days Sep 12 0.95 -0.13 61.36 0| 0 0 0 600 1.48 -0.20 55.07 0| 0 0 0 782 3.09 -0.40 44.74 0| 0 0 0 1172 4.26 -0.55 38.44 0| 0 0 0 1400 5.34 -0.66 35.60 0| 0 0 0 1563 6.86 -0.76 33.79 0| 0 0 0 1759 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.51 -0.84 32.09 0| 0 14,000 0 1954 12.07 -0.93 30.27 0| 0 0 0 2345 19.62 -0.96 34.91 0| 0 0 0 3127 Total 0| 0 14,000 0 Indicative a-t-m Vol 41.95 Underlying Price 12.265 Time to expiry: 928 Days Mar 13 1.08 -0.13 59.67 0| 0 0 0 600 1.68 -0.20 54.57 0| 0 0 0 782 3.22 -0.39 43.36 0| 0 0 0 1172 4.36 -0.52 37.53 0| 0 0 0 1400 5.45 -0.61 35.73 0| 0 0 0 1563 7.22 -0.73 33.25 0| 0 0 0 1800 8.46 -0.80 31.79 0| 0 0 0 1954 11.92 -0.91 29.67 0| 0 0 0 2345 19.38 -0.94 34.70 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 42.05 Underlying Price 12.265 Time to expiry: 1117 Days Sep 13 1.43 -0.14 60.71 0| 0 0 0 600 2.05 -0.22 54.09 0| 0 0 0 782 3.74 -0.41 43.14 0| 0 0 0 1172 6.07 -0.63 35.40 0| 0 0 0 1563 9.14 -0.80 32.12 0| 0 0 0 1954 12.57 -0.90 29.96 0| 0 0 0 2345 19.96 -0.93 35.00 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 42.36 Underlying Price 12.265 Time to expiry: 1299 Days Mar 14 1.55 -0.14 60.09 0| 0 0 0 600 2.17 -0.21 53.42 0| 0 0 0 782 3.88 -0.39 43.42 0| 0 0 0 1172 6.14 -0.59 35.91 0| 0 0 0 1563 9.07 -0.76 32.14 0| 0 0 0 1954 12.37 -0.87 29.68 0| 0 0 0 2345 19.66 -0.91 34.96 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.79 Underlying Price 12.265 Time to expiry: 1481 Days Sep 14 1.79 -0.16 59.50 0| 0 0 0 600 2.48 -0.23 52.80 0| 0 0 0 782 4.32 -0.41 42.75 0| 0 0 0 1172 6.70 -0.62 35.90 0| 0 0 0 1563 9.66 -0.78 32.13 0| 0 0 0 1954 12.97 -0.88 29.67 0| 0 0 0 2345 20.18 -0.91 34.77 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.57 Underlying Price 12.265 Time to expiry: 1663 Days Mar 15 1.89 -0.15 59.23 0| 0 0 0 600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.60 -0.23 51.22 0| 0 0 0 800 4.43 -0.41 40.97 0| 0 0 0 1200 6.88 -0.61 35.02 0| 0 0 0 1600 9.87 -0.76 31.59 0| 0 0 0 2000 13.17 -0.87 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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | BNP Paribas (100) (BN1) Indicative a-t-m Vol 43.36 Underlying Price 49.120 Time to expiry: 18 Days Sep 10 21.13 1.00 81.00 0| 0 0 0 2800 18.13 1.00 75.64 0| 0 9 0 3100 13.17 0.98 65.96 0| 0 2 0 3600 11.21 0.97 62.19 0| 0 0 0 3800 10.36 0.96 60.57 0| 0 0 0 3888 9.30 0.94 59.76 0| 0 0 0 4000 6.75 0.88 54.69 0| 0 101 0 4276 5.66 0.84 52.21 0| 0 1,050 0 4400 4.81 0.80 49.91 0| 0 132 0 4500 4.00 0.75 48.01 0| 0 1 0 4600 3.52 0.70 46.87 0| 0 4,300 0 4665 2.60 0.61 44.82 0| 1 356 +1 4800 2.01 0.53 43.49 0| 510 1,490 +440 4900 1.50 1.28 0.40 41.78 1.50 1.44 20| 1,310 7,815 +270 5054 1.05 0.77 0.29 40.63 1.05 1.05 10| 14 741 +1 5200 0.31 0.29 0.14 39.38 0.31 0.31 20| 520 6,739 +500 5443 0.15 0.15 0.08 39.24 0.15 0.15 20| 60 11,219 -36 5600 0.03 0.02 36.00 600| 0 6,996 0 5831 0.01 0.00 33.04 0| 0 4,662 0 6000 0.01 0.00 31.48 0| 0 1,781 0 6220 0.01 0.00 30.37 0| 0 276 0 6400 0.01 0.00 28.43 0| 0 0 0 6800 0.01 0.00 27.73 0| 0 471 0 6998 0.01 0.00 26.48 0| 0 410 0 7775 0.01 0.00 28.00 0| 0 80 0 8800 Total 670| 2,415 48,631 +1,176 Indicative a-t-m Vol 42.83 Underlying Price 49.120 Time to expiry: 46 Days Oct 10 9.83 0.87 55.47 0| 0 0 0 4000 8.10 0.82 52.34 0| 0 0 0 4200 6.47 0.76 49.22 0| 0 0 0 4400 5.70 0.73 47.67 0| 25 91 +25 4500 4.99 0.68 46.78 0| 0 50 0 4600 4.32 0.64 45.36 0| 0 0 0 4700 3.68 0.59 44.09 0| 0 25 0 4800 3.09 0.54 43.02 0| 50 100 +50 4900 2.54 0.48 41.46 0| 3 135 0 5000 1.64 0.37 39.41 0| 29 909 +29 5200 1.02 0.27 37.87 0| 0 89 0 5400 0.58 0.18 36.71 0| 0 225 0 5600 0.32 0.11 35.85 0| 0 110 0 5800 0.16 0.06 35.19 0| 0 1,047 -40 6000 0.03 0.02 33.52 0| 0 298 0 6400 0.01 0.00 33.00 0| 0 79 0 6800 Total 0| 107 3,158 +64 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 94 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 43.08 Underlying Price 49.120 Time to expiry: 81 Days Nov 10 8.91 0.78 51.53 0| 0 0 0 4200 7.38 0.73 48.85 0| 0 0 0 4400 5.96 0.66 46.39 0| 0 0 0 4600 5.32 0.63 45.68 0| 0 0 0 4700 4.68 0.59 44.17 0| 0 0 0 4800 4.10 0.55 43.26 0| 0 0 0 4900 3.52 0.51 41.75 0| 0 10 0 5000 2.60 2.59 0.42 40.05 2.60 2.60 10| 10 10 +10 5200 1.85 1.82 0.34 38.39 1.85 1.85 10| 0 75 0 5400 1.25 0.26 37.21 0| 1,500 1,583 +1,500 5600 0.53 0.14 35.52 0| 75 178 +27 6000 0.20 0.06 34.16 0| 0 0 0 6400 Total 20| 1,585 1,856 +1,537 Indicative a-t-m Vol 42.80 Underlying Price 49.120 Time to expiry: 109 Days Dec 10 33.69 0.99 98.00 0| 0 0 0 1555 29.89 0.98 89.69 0| 0 0 0 1944 28.00 0.98 84.50 0| 0 50 0 2138 26.11 0.97 79.97 0| 0 0 0 2333 22.40 0.96 72.34 0| 0 0 0 2721 18.74 0.93 65.02 0| 0 25 0 3110 15.22 0.89 59.32 0| 0 0 0 3499 11.89 0.83 54.18 0| 0 75 0 3888 10.98 0.81 52.61 0| 0 18 0 4000 8.84 0.74 49.45 0| 0 2,960 0 4276 7.90 0.71 47.84 0| 0 2,810 0 4400 6.11 0.63 45.20 0| 0 9,583 0 4665 4.96 0.57 43.50 0| 75 5,983 0 4860 4.13 0.52 41.61 0| 38 6,192 -38 5000 3.16 0.44 39.88 0| 30 2,314 +13 5200 2.48 2.20 0.35 38.07 2.48 2.48 26| 75 14,149 +63 5443 1.39 1.13 0.22 35.86 1.39 1.39 250| 2 22,939 +2 5831 1.00 0.83 0.18 35.29 1.00 1.00 7| 1 4,571 -1 6000 0.51 0.12 33.93 0| 2 8,939 -2 6220 0.36 0.09 33.69 0| 0 3,216 0 6400 0.18 0.05 33.89 0| 0 4,585 0 6803 0.08 0.02 33.55 0| 0 419 0 7200 0.02 0.01 33.75 0| 0 3,641 0 7775 0.01 0.00 35.63 0| 0 2,945 0 8747 0.01 0.00 40.00 0| 0 240 0 9719 Total 283| 223 95,654 +37 Indicative a-t-m Vol 42.14 Underlying Price 49.120 Time to expiry: 200 Days Mar 11 22.15 0.93 63.51 0| 0 0 0 2800 18.63 0.89 58.52 0| 0 0 0 3200 15.29 0.84 54.07 0| 0 0 0 3600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.20 0.77 50.33 0| 0 0 0 4000 10.71 0.74 48.30 0| 0 25 0 4200 9.31 0.69 46.24 0| 0 126 0 4400 8.01 0.65 44.72 0| 0 225 0 4600 6.80 0.60 42.95 0| 0 133 0 4800 4.69 0.49 40.08 0| 0 2,039 0 5200 3.05 0.38 37.43 0| 0 6,963 0 5600 1.83 0.27 35.24 0| 1 1,230 +1 6000 1.06 0.18 33.70 0| 150 3,148 +75 6400 0.30 0.30 0.07 31.51 0.30 0.30 40| 0 2,695 0 7200 0.09 0.02 30.85 0| 0 289 0 8000 0.03 0.01 31.32 0| 0 369 0 8800 Total 40| 151 17,242 +76 Indicative a-t-m Vol 41.66 Underlying Price 49.120 Time to expiry: 291 Days Jun 11 30.05 0.98 68.71 0| 0 0 0 1944 28.25 0.97 66.71 0| 0 0 0 2138 26.47 0.96 64.72 0| 0 0 0 2333 22.98 0.93 60.16 0| 0 0 0 2721 19.61 0.89 55.89 0| 0 0 0 3110 16.43 0.85 52.28 0| 0 0 0 3499 13.42 0.79 48.67 0| 0 250 0 3888 10.68 0.72 45.57 0| 0 0 0 4276 9.85 0.69 44.70 0| 0 425 0 4400 8.31 0.63 43.31 0| 0 152 0 4665 7.51 0.60 42.35 0| 0 0 0 4800 5.48 0.51 39.90 0| 0 900 0 5200 4.40 0.45 38.39 0| 0 3,055 0 5443 3.00 0.35 36.33 0| 0 2,625 0 5831 2.48 0.31 35.27 0| 0 250 0 6000 1.92 0.26 34.27 0| 0 1,483 0 6220 0.74 0.13 31.96 0| 75 809 0 6998 0.26 0.05 30.65 0| 112 1,194 -37 7775 Total 0| 187 11,143 -37 Indicative a-t-m Vol 41.69 Underlying Price 49.120 Time to expiry: 473 Days Dec 11 28.69 0.95 66.00 0| 0 0 0 2138 26.98 0.93 63.51 0| 0 0 0 2333 23.73 0.90 59.54 0| 0 0 0 2721 20.58 0.86 55.38 0| 0 0 0 3110 17.62 0.82 51.87 0| 0 0 0 3499 14.77 0.76 48.29 0| 0 4 0 3888 12.19 0.70 45.38 0| 0 1,000 0 4276 9.92 0.63 42.94 0| 0 5,250 0 4665 6.21 0.49 39.01 0| 0 1,560 0 5443 5.61 0.46 38.52 0| 0 3,500 0 5600 4.75 0.41 37.29 0| 0 1,950 0 5831 4.15 0.38 36.45 0| 0 1,000 0 6000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.20 0.24 33.85 0| 0 4,175 0 6803 0.97 0.13 32.00 0| 0 227 0 7775 0.50 0.07 32.00 0| 0 150 0 8747 Total 0| 0 18,816 0 Indicative a-t-m Vol 41.41 Underlying Price 49.120 Time to expiry: 655 Days Jun 12 26.63 0.92 61.98 0| 0 0 0 2400 20.99 0.86 54.08 0| 0 0 0 3110 15.44 0.76 47.44 0| 0 0 0 3888 13.02 0.70 44.78 0| 0 0 0 4276 10.82 0.64 42.50 0| 0 0 0 4665 7.23 0.51 39.07 0| 0 0 0 5443 5.85 0.45 37.81 0| 0 0 0 5831 1.68 0.19 33.16 0| 0 0 0 7775 Total 0| 0 0 0 Indicative a-t-m Vol 41.26 Underlying Price 49.120 Time to expiry: 844 Days Dec 12 27.49 0.92 60.85 0| 0 0 0 2333 21.62 0.85 53.37 0| 0 0 0 3110 16.36 0.75 47.25 0| 0 0 0 3888 13.39 0.68 44.19 0| 0 0 0 4400 11.89 0.65 42.43 0| 0 0 0 4665 6.71 0.47 36.93 0| 0 2,550 0 5831 2.79 0.26 32.19 0| 0 4,000 0 7289 2.09 0.21 31.37 0| 0 10 0 7775 Total 0| 0 6,560 0 Indicative a-t-m Vol 41.07 Underlying Price 49.120 Time to expiry: 1026 Days Jun 13 21.07 0.84 52.26 0| 0 0 0 3200 15.97 0.74 46.20 0| 0 0 0 4000 13.77 0.69 44.14 0| 0 0 0 4400 11.64 0.64 41.64 0| 0 0 0 4800 7.98 0.52 37.54 0| 0 0 0 5600 6.51 0.46 35.83 0| 0 0 0 6000 2.25 0.22 31.36 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.03 Underlying Price 49.120 Time to expiry: 1208 Days Dec 13 27.55 0.92 59.34 0| 0 0 0 2333 22.11 0.84 52.50 0| 0 0 0 3110 17.18 0.76 46.44 0| 0 0 0 3888 13.07 0.66 42.20 0| 0 500 0 4665 7.95 0.50 36.66 0| 0 0 0 5831 3.02 0.26 31.24 0| 0 0 0 7775 0.39 0.05 28.04 0| 0 0 0 12000 Total 0| 0 500 0 Indicative a-t-m Vol 40.22 Underlying Price 49.120 Time to expiry: 1572 Days Dec 14 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 27.06 0.92 58.86 0| 0 0 0 2400 21.83 0.84 51.85 0| 0 0 0 3200 16.43 0.75 43.27 0| 0 0 0 4000 12.88 0.65 40.65 0| 0 0 0 4800 8.27 0.51 36.04 0| 0 0 0 6000 3.53 0.29 31.20 0| 0 0 0 8000 0.76 0.08 28.57 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 1,013| 4,668 203,560 +2,853 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 98 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | BNP Paribas (100) (BN1) Indicative a-t-m Vol 43.36 Underlying Price 49.120 Time to expiry: 18 Days Sep 10 0.01 0.00 81.00 0| 30 236 +30 2800 0.01 0.00 75.64 0| 110 1,316 -110 3100 0.04 -0.02 65.96 0| 37 4,898 -37 3600 0.08 -0.03 62.19 0| 0 265 0 3800 0.11 -0.04 60.57 0| 7 682 0 3888 0.17 -0.06 59.76 0| 141 910 +57 4000 0.34 0.38 -0.12 54.69 0.34 0.34 75| 75 3,217 -72 4276 0.53 -0.16 52.21 0| 167 5,527 +150 4400 0.68 -0.20 49.91 0| 1,813 2,423 +1,561 4500 0.80 0.87 -0.25 48.01 0.80 0.80 125| 88 730 0 4600 1.04 -0.30 46.87 0| 33 4,426 -7 4665 1.47 -0.39 44.82 0| 27 3,367 0 4800 1.88 1.88 -0.47 43.49 1.88 1.88 5| 535 2,585 +507 4900 2.69 -0.60 41.78 0| 0 4,603 0 5054 3.64 3.64 -0.72 40.63 3.64 3.64 15| 5 4,461 -5 5200 5.59 -0.86 39.38 0| 0 3,227 0 5443 7.00 7.02 -0.92 39.24 7.00 7.00 3| 0 1,241 0 5600 9.21 -0.98 36.00 0| 0 63 0 5831 10.88 -1.00 33.04 0| 0 3 0 6000 13.08 -1.00 31.48 0| 0 41 0 6220 14.88 -1.00 30.37 0| 0 0 0 6400 18.88 -1.00 28.43