Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor (100) Ex event package (AC1) Indicative a-t-m Vol 32.43 Underlying Price 37.810 Time to expiry: 17 Days Sep 10 13.82 1.00 65.00 0| 0 0 0 2400 9.83 0.99 58.20 0| 0 0 0 2800 7.85 0.98 52.78 0| 0 0 0 3000 5.90 0.95 47.02 0| 0 0 0 3200 4.04 0.88 42.47 0| 0 74 0 3400 2.31 0.74 36.28 0| 0 165 0 3600 0.99 0.49 32.03 0| 0 152 0 3800 0.35 0.30 0.21 30.59 0.35 0.33 2| 0 100 0 4000 0.05 0.05 27.82 0| 0 1,562 0 4200 0.01 0.02 27.23 0| 0 310 0 4300 0.01 0.01 26.93 0| 0 51 0 4400 0.01 0.00 26.91 0| 0 0 0 4500 0.01 0.00 27.17 0| 0 61 0 4600 0.01 0.00 28.54 0| 0 46 0 4800 0.01 0.00 45.00 0| 0 40 0 5600 Total 2| 0 2,561 0 Indicative a-t-m Vol 34.15 Underlying Price 37.810 Time to expiry: 108 Days Dec 10 14.04 0.96 51.00 0| 0 0 0 2400 10.32 0.91 45.96 0| 0 0 0 2800 6.84 0.81 40.24 0| 0 17 0 3200 5.34 0.73 38.50 0| 0 25 0 3400 3.91 0.64 35.80 0| 0 30 0 3600 2.74 0.53 33.98 0| 0 1,553 0 3800 1.77 0.41 31.80 0| 0 1,505 0 4000 1.19 0.31 32.03 0| 0 242 0 4200 0.67 0.21 30.36 0| 0 212 0 4400 0.38 0.13 29.72 0| 0 6 0 4600 0.21 0.08 29.39 0| 0 100 0 4800 0.03 0.01 31.00 0| 0 20 0 5600 Total 0| 0 3,710 0 Indicative a-t-m Vol 33.17 Underlying Price 37.810 Time to expiry: 290 Days Jun 11 14.51 0.92 45.00 0| 0 0 0 2400 11.07 0.86 40.83 0| 0 0 0 2800 7.97 0.76 37.43 0| 0 275 0 3200 5.32 5.34 0.63 34.41 5.32 5.32 20| 0 20 0 3600 3.24 0.48 31.67 0| 0 110 0 4000 1.83 0.33 30.00 0| 0 110 0 4400 0.92 0.20 28.42 0| 0 90 0 4800 Total 20| 0 605 0 Indicative a-t-m Vol 32.86 Underlying Price 37.810 Time to expiry: 472 Days Dec 11 14.94 0.89 43.51 0| 0 0 0 2400 8.83 0.73 36.68 0| 0 0 0 3200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.35 0.62 34.05 0| 0 0 0 3600 5.27 0.57 32.74 0| 0 0 0 3800 4.27 0.50 31.45 0| 0 0 0 4000 2.80 0.38 29.90 0| 0 0 0 4400 1.72 0.27 28.56 0| 0 40 0 4800 Total 0| 0 40 0 Total Calls 22| 0 6,916 0 | Accor European Ex event package (AC2) Indicative a-t-m Vol 31.86 Underlying Price 37.810 Time to expiry: 17 Days Sep 10 21.81 1.00 73.07 0| 0 0 0 1600 17.81 1.00 70.82 0| 0 0 0 2000 13.82 1.00 65.00 0| 0 0 0 2400 9.83 0.99 56.63 0| 0 0 0 2800 7.84 0.98 50.17 0| 0 0 0 3000 5.88 0.96 43.99 0| 0 0 0 3200 3.98 0.90 39.00 0| 0 0 0 3400 2.25 0.75 34.15 0| 0 15 0 3600 0.98 0.49 31.62 0| 0 0 0 3800 0.30 0.21 30.30 0| 0 0 0 4000 0.06 0.06 29.10 0| 0 40 0 4200 Total 0| 0 55 0 Indicative a-t-m Vol 32.35 Underlying Price 37.810 Time to expiry: 199 Days Mar 11 21.94 0.98 62.01 0| 0 0 0 1600 18.12 0.96 55.54 0| 0 0 0 2000 14.41 0.92 49.74 0| 0 0 0 2400 10.86 0.86 43.80 0| 0 0 0 2800 7.59 0.77 38.81 0| 0 0 0 3200 6.12 0.71 36.65 0| 0 0 0 3400 4.74 0.63 34.21 0| 0 0 0 3600 3.54 0.54 32.15 0| 0 0 0 3800 2.65 0.46 31.36 0| 0 0 0 4000 1.96 0.37 30.95 0| 0 0 0 4200 1.47 0.30 31.20 0| 0 140 0 4400 1.12 0.24 31.65 0| 0 0 0 4600 0.78 0.18 31.17 0| 0 5 0 4800 Total 0| 0 145 0 Total Calls 0| 0 200 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 3 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Accor (100) Ex event package (AC1) Indicative a-t-m Vol 32.43 Underlying Price 37.810 Time to expiry: 17 Days Sep 10 0.01 0.00 65.00 0| 0 20 0 2400 0.01 -0.01 58.20 0| 0 95 0 2800 0.03 -0.02 52.78 0| 0 70 0 3000 0.08 -0.05 47.02 0| 0 102 0 3200 0.22 -0.12 42.47 0| 0 76 0 3400 0.49 -0.26 36.28 0| 0 382 0 3600 1.17 -0.51 32.03 0| 0 1,461 0 3800 2.49 -0.79 30.59 0| 0 128 0 4000 4.23 -0.95 27.82 0| 0 297 0 4200 5.20 -0.98 27.23 0| 0 0 0 4300 6.19 -1.00 26.93 0| 0 240 0 4400 7.19 -1.00 26.91 0| 0 0 0 4500 8.19 -1.00 27.17 0| 0 0 0 4600 10.19 -1.00 28.54 0| 0 164 0 4800 18.19 -1.00 45.00 0| 0 0 0 5600 Total 0| 0 3,035 0 Indicative a-t-m Vol 34.15 Underlying Price 37.810 Time to expiry: 108 Days Dec 10 0.18 -0.04 51.00 0| 0 50 0 2400 0.45 -0.09 45.96 0| 0 50 0 2800 1.06 0.98 -0.19 40.24 1.06 1.06 25| 0 507 0 3200 1.48 -0.27 38.50 0| 0 1,705 0 3400 2.05 -0.36 35.80 0| 0 426 0 3600 2.89 -0.47 33.98 0| 0 2,976 0 3800 3.91 -0.59 31.80 0| 0 3,406 0 4000 5.34 -0.70 32.03 0| 0 100 0 4200 6.83 -0.80 30.36 0| 0 535 0 4400 8.53 -0.87 29.72 0| 0 32 0 4600 10.36 -0.92 29.39 0| 0 0 0 4800 18.19 -1.00 31.00 0| 0 0 0 5600 Total 25| 0 9,787 0 Indicative a-t-m Vol 33.17 Underlying Price 37.810 Time to expiry: 290 Days Jun 11 0.83 -0.10 45.00 0| 0 0 0 2400 1.45 -0.17 40.83 0| 0 250 0 2800 2.43 -0.27 37.43 0| 0 120 0 3200 3.88 -0.40 34.41 0| 0 80 0 3600 5.86 -0.55 31.67 0| 0 136 0 4000 8.50 -0.69 30.00 0| 0 421 0 4400 11.62 -0.81 28.42 0| 0 20 0 4800 Total 0| 0 1,027 0 Indicative a-t-m Vol 32.86 Underlying Price 37.810 Time to expiry: 472 Days Dec 11 1.46 -0.13 43.51 0| 0 0 0 2400 3.39 -0.28 36.68 0| 0 0 0 3200 4.92 -0.39 34.05 0| 0 0 0 3600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.83 -0.45 32.74 0| 0 2,500 0 3800 6.83 -0.51 31.45 0| 0 0 0 4000 9.34 -0.63 29.90 0| 0 0 0 4400 12.26 -0.74 28.56 0| 0 0 0 4800 Total 0| 0 2,500 0 Total Puts 25| 0 16,349 0 Grand Total 47| 0 23,265 0 Accor European Ex event package (AC2) Indicative a-t-m Vol 31.86 Underlying Price 37.810 Time to expiry: 17 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 0.03 -0.02 50.17 0| 0 200 0 3000 0.06 -0.04 43.99 0| 0 255 0 3200 0.16 -0.10 39.00 0| 0 0 0 3400 0.44 -0.25 34.15 0| 0 40 0 3600 1.16 -0.51 31.62 0| 0 635 0 3800 2.48 -0.79 30.30 0| 0 0 0 4000 4.24 -0.94 29.10 0| 0 0 0 4200 Total 0| 0 1,975 0 Indicative a-t-m Vol 32.35 Underlying Price 37.810 Time to expiry: 199 Days Mar 11 0.13 -0.02 62.01 0| 0 60 0 1600 0.29 -0.04 55.54 0| 0 0 0 2000 0.56 -0.08 49.74 0| 0 80 0 2400 0.98 -0.14 43.80 0| 0 515 0 2800 1.69 -0.23 38.81 0| 0 0 0 3200 2.21 -0.29 36.65 0| 0 0 0 3400 2.82 -0.37 34.21 0| 0 0 0 3600 3.61 -0.46 32.15 0| 0 0 0 3800 4.71 -0.54 31.36 0| 0 0 0 4000 6.01 -0.63 30.95 0| 0 0 0 4200 7.52 -0.70 31.20 0| 0 25 0 4400 9.15 -0.76 31.65 0| 0 0 0 4600 10.80 -0.82 31.17 0| 0 0 0 4800 Total 0| 0 680 0 Total Puts 0| 0 2,655 0 Grand Total 47| 0 26,120 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 32.60 Underlying Price 24.210 Time to expiry: 17 Days Sep 10 4.25 0.97 48.00 0| 0 0 0 2000 3.28 0.94 43.09 0| 0 0 0 2100 2.35 0.88 39.00 0| 0 0 0 2200 1.91 0.82 37.27 0| 0 30 0 2250 1.52 0.75 36.59 0| 0 40 0 2300 1.13 0.67 33.75 0| 0 70 0 2350 0.82 0.56 33.16 0| 0 11 0 2400 0.55 0.45 31.84 0| 0 0 0 2450 0.37 0.34 31.64 0| 0 41 0 2500 0.13 0.16 30.67 0| 0 40 0 2600 0.04 0.05 29.96 0| 0 0 0 2700 0.01 0.02 30.11 0| 0 0 0 2800 0.01 0.00 32.07 0| 0 0 0 3000 0.01 0.00 36.00 0| 0 0 0 3200 Total 0| 0 232 0 Indicative a-t-m Vol 37.37 Underlying Price 24.210 Time to expiry: 45 Days Oct 10 4.43 0.90 46.00 0| 0 0 0 2000 3.55 0.84 43.31 0| 0 0 0 2100 2.74 0.77 41.01 0| 0 0 0 2200 2.36 0.72 39.99 0| 0 0 0 2250 2.00 0.67 38.70 0| 0 0 0 2300 1.69 0.61 38.44 0| 0 0 0 2350 1.38 0.55 36.93 0| 0 0 0 2400 1.18 0.49 37.99 0| 0 0 0 2450 0.89 0.43 35.57 0| 0 72 0 2500 0.55 0.31 34.89 0| 0 21 0 2600 0.32 0.20 34.28 0| 0 0 0 2700 0.17 0.12 33.77 0| 0 0 0 2800 0.04 0.04 33.45 0| 0 0 0 3000 0.01 0.01 34.00 0| 0 0 0 3200 Total 0| 0 93 0 Indicative a-t-m Vol 37.16 Underlying Price 24.210 Time to expiry: 80 Days Nov 10 4.68 0.85 44.00 0| 0 0 0 2000 3.87 0.79 42.68 0| 0 0 0 2100 3.12 0.73 41.05 0| 0 0 0 2200 2.43 0.65 39.17 0| 0 0 0 2300 2.12 0.60 38.41 0| 0 0 0 2350 1.83 0.56 37.60 0| 0 0 0 2400 1.55 0.51 36.55 0| 0 0 0 2450 1.31 0.46 36.00 0| 0 0 0 2500 0.89 0.36 34.41 0| 0 0 0 2600 0.40 0.20 33.51 0| 0 0 0 2800 0.18 0.11 34.00 0| 0 0 0 3000 Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 36.64 Underlying Price 24.210 Time to expiry: 108 Days Dec 10 8.44 0.94 53.00 0| 0 0 0 1600 6.61 0.90 48.35 0| 0 0 0 1800 4.88 0.82 44.02 0| 0 21 0 2000 3.41 0.71 41.54 0| 0 60 0 2200 2.67 0.64 38.44 0| 0 0 0 2300 2.07 0.56 36.94 0| 0 0 0 2400 1.12 0.39 34.10 0| 0 1,020 0 2600 0.55 0.24 32.53 0| 0 0 0 2800 0.13 0.07 32.64 0| 0 0 0 3200 0.02 0.01 31.96 0| 0 0 0 3600 0.01 0.00 34.00 0| 0 0 0 4000 Total 0| 0 1,101 0 Indicative a-t-m Vol 35.61 Underlying Price 24.210 Time to expiry: 199 Days Mar 11 8.79 0.90 51.00 0| 0 0 0 1600 7.03 0.85 46.12 0| 0 0 0 1800 5.39 0.79 41.94 0| 0 14 0 2000 3.93 0.69 38.31 0| 0 20 0 2200 3.29 0.63 37.10 0| 0 0 0 2300 2.71 0.57 35.87 0| 0 0 0 2400 1.73 0.44 33.39 0| 0 0 0 2600 1.07 0.32 32.38 0| 0 0 0 2800 0.34 0.14 30.50 0| 0 0 0 3200 0.12 0.06 31.06 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 35.20 Underlying Price 24.210 Time to expiry: 290 Days Jun 11 8.94 0.89 49.00 0| 0 0 0 1600 7.26 0.84 44.99 0| 0 0 0 1800 5.67 0.77 41.22 0| 0 0 0 2000 4.21 0.69 37.50 0| 0 0 0 2200 3.60 0.64 36.41 0| 0 0 0 2300 3.04 0.58 35.42 0| 0 0 0 2400 2.07 0.47 33.33 0| 0 0 0 2600 1.35 1.37 0.36 32.20 1.35 1.35 20| 0 0 0 2800 0.52 0.18 30.13 0| 0 0 0 3200 0.27 0.10 31.77 0| 0 0 0 3600 0.19 0.07 35.00 0| 0 0 0 4000 Total 20| 0 0 0 Indicative a-t-m Vol 35.70 Underlying Price 24.210 Time to expiry: 472 Days Dec 11 9.27 0.87 46.86 0| 0 0 0 1600 6.12 0.75 39.19 0| 0 0 0 2000 4.87 0.67 37.38 0| 0 0 0 2200 3.79 0.59 35.82 0| 0 0 0 2400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.11 0.26 31.23 0| 0 0 0 3200 0.58 0.14 35.42 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.98 Underlying Price 24.210 Time to expiry: 654 Days Jun 12 9.58 0.85 47.31 0| 0 0 0 1600 6.56 0.74 39.78 0| 0 0 0 2000 5.35 0.67 37.76 0| 0 0 0 2200 4.30 0.60 36.10 0| 0 0 0 2400 1.52 0.31 31.50 0| 0 0 0 3200 0.91 0.19 35.53 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 20| 0 1,460 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 32.60 Underlying Price 24.210 Time to expiry: 17 Days Sep 10 0.03 -0.03 48.00 0| 0 0 0 2000 0.06 -0.06 43.09 0| 0 0 0 2100 0.14 -0.12 39.00 0| 0 24 0 2200 0.20 -0.18 37.27 0| 0 0 0 2250 0.31 -0.25 36.59 0| 0 20 0 2300 0.41 -0.33 33.75 0| 0 20 0 2350 0.61 -0.44 33.16 0| 0 0 0 2400 0.84 -0.55 31.84 0| 0 0 0 2450 1.15 -0.66 31.64 0| 0 20 0 2500 1.92 -0.84 30.67 0| 0 20 0 2600 2.82 -0.95 29.96 0| 0 0 0 2700 3.80 -0.99 30.11 0| 0 0 0 2800 5.79 -1.00 32.07 0| 0 0 0 3000 7.79 -1.00 36.00 0| 0 0 0 3200 Total 0| 0 104 0 Indicative a-t-m Vol 37.37 Underlying Price 24.210 Time to expiry: 45 Days Oct 10 0.21 -0.10 46.00 0| 0 0 0 2000 0.33 -0.16 43.31 0| 0 0 0 2100 0.51 -0.23 41.01 0| 0 0 0 2200 0.64 -0.28 39.99 0| 0 14 0 2250 0.77 -0.33 38.70 0| 0 40 0 2300 0.97 -0.39 38.44 0| 0 0 0 2350 1.15 -0.45 36.93 0| 0 13 0 2400 1.45 -0.51 37.99 0| 0 6 0 2450 1.67 -0.57 35.57 0| 0 0 0 2500 2.32 -0.70 34.89 0| 0 1 0 2600 3.09 -0.80 34.28 0| 0 0 0 2700 3.95 -0.88 33.77 0| 0 0 0 2800 5.82 -0.96 33.45 0| 0 0 0 3000 7.79 -0.99 34.00 0| 0 0 0 3200 Total 0| 0 74 0 Indicative a-t-m Vol 37.16 Underlying Price 24.210 Time to expiry: 80 Days Nov 10 0.43 -0.15 44.00 0| 0 0 0 2000 0.63 -0.21 42.68 0| 0 0 0 2100 0.88 -0.27 41.05 0| 0 0 0 2200 1.19 -0.35 39.17 0| 0 0 0 2300 1.37 -0.40 38.41 0| 0 0 0 2350 1.58 -0.44 37.60 0| 0 0 0 2400 1.80 -0.49 36.55 0| 0 0 0 2450 2.06 -0.54 36.00 0| 0 0 0 2500 2.65 -0.64 34.41 0| 0 0 0 2600 4.16 -0.80 33.51 0| 0 0 0 2800 5.94 -0.90 34.00 0| 0 0 0 3000 Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 36.64 Underlying Price 24.210 Time to expiry: 108 Days Dec 10 0.19 -0.06 53.00 0| 0 0 0 1600 0.35 -0.10 48.35 0| 0 80 0 1800 0.62 -0.18 44.02 0| 21 40 0 2000 1.14 -0.29 41.54 0| 0 193 0 2200 1.41 -0.36 38.44 0| 0 0 0 2300 1.81 -0.44 36.94 0| 0 1,000 0 2400 2.85 -0.61 34.10 0| 0 20 0 2600 4.28 -0.77 32.53 0| 0 12 0 2800 7.87 -0.94 32.64 0| 0 0 0 3200 11.79 -1.00 31.96 0| 0 0 0 3600 15.79 -1.00 34.00 0| 0 0 0 4000 Total 0| 21 1,345 0 Indicative a-t-m Vol 35.61 Underlying Price 24.210 Time to expiry: 199 Days Mar 11 0.50 -0.10 51.00 0| 0 0 0 1600 0.73 -0.15 46.12 0| 0 0 0 1800 1.08 -0.22 41.94 0| 0 0 0 2000 1.61 -0.31 38.31 0| 0 10 0 2200 1.96 -0.37 37.10 0| 0 0 0 2300 2.38 -0.43 35.87 0| 0 10 0 2400 3.40 -0.56 33.39 0| 0 0 0 2600 4.84 4.74 -0.68 32.38 4.84 4.84 20| 20 20 +20 2800 8.02 -0.88 30.50 0| 0 0 0 3200 11.83 -0.96 31.06 0| 0 0 0 3600 15.79 -0.99 33.00 0| 0 0 0 4000 Total 20| 20 40 +20 Indicative a-t-m Vol 35.20 Underlying Price 24.210 Time to expiry: 290 Days Jun 11 0.84 -0.13 49.00 0| 0 0 0 1600 1.19 -0.19 44.99 0| 0 0 0 1800 1.65 -0.26 41.22 0| 0 40 0 2000 2.23 -0.35 37.50 0| 0 20 0 2200 2.75 2.66 -0.40 36.41 2.75 2.75 20| 0 0 0 2300 3.13 -0.45 35.42 0| 0 0 0 2400 4.20 -0.56 33.33 0| 0 0 0 2600 5.53 -0.67 32.20 0| 0 0 0 2800 8.72 -0.84 30.13 0| 0 0 0 3200 12.46 -0.91 31.77 0| 0 0 0 3600 16.36 -0.94 35.00 0| 0 0 0 4000 Total 20| 0 60 0 Indicative a-t-m Vol 35.70 Underlying Price 24.210 Time to expiry: 472 Days Dec 11 1.33 -0.15 46.86 0| 0 0 0 1600 2.21 -0.27 39.19 0| 0 0 0 2000 2.97 -0.34 37.38 0| 0 0 0 2200 3.90 -0.43 35.82 0| 0 0 0 2400 9.20 -0.75 31.23 0| 0 0 0 3200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.62 -0.87 35.42 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.98 Underlying Price 24.210 Time to expiry: 654 Days Jun 12 2.00 -0.18 47.31 0| 0 0 0 1600 3.02 -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 9.98 -0.71 31.50 0| 0 0 0 3200 17.25 -0.82 35.53 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 40| 41 1,623 +20 Grand Total 60| 41 3,083 +20 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 32.60 Underlying Price 24.210 Time to expiry: 17 Days Sep 10 5.23 0.98 53.94 0| 0 0 0 1900 4.25 0.97 48.00 0| 0 0 0 2000 3.28 0.94 43.09 0| 0 0 0 2100 2.35 0.88 39.00 0| 0 0 0 2200 1.91 0.82 37.27 0| 0 0 0 2250 1.52 0.75 36.59 0| 0 0 0 2300 1.13 0.67 33.75 0| 0 0 0 2350 0.82 0.56 33.16 0| 0 0 0 2400 0.55 0.45 31.84 0| 0 0 0 2450 0.37 0.34 31.64 0| 0 0 0 2500 0.13 0.16 30.67 0| 0 0 0 2600 0.04 0.05 29.96 0| 0 0 0 2700 0.01 0.02 30.11 0| 0 0 0 2800 0.01 0.00 32.07 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 35.61 Underlying Price 24.210 Time to expiry: 199 Days Mar 11 8.79 0.90 51.00 0| 0 0 0 1600 7.03 0.85 46.12 0| 0 0 0 1800 5.39 0.79 41.94 0| 0 0 0 2000 3.93 0.69 38.31 0| 0 0 0 2200 3.29 0.63 37.10 0| 0 0 0 2300 2.71 0.57 35.87 0| 0 0 0 2400 1.73 0.44 33.39 0| 0 0 0 2600 1.07 0.32 32.38 0| 0 0 0 2800 0.34 0.14 30.50 0| 0 0 0 3200 0.12 0.06 31.06 0| 0 0 0 3600 0.06 0.03 33.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.09 Underlying Price 24.210 Time to expiry: 381 Days Sep 11 8.81 0.85 48.11 0| 0 0 0 1600 5.81 0.73 41.49 0| 0 0 0 2000 4.54 0.66 39.01 0| 0 0 0 2200 3.38 0.57 36.25 0| 0 0 0 2400 0.75 0.21 30.25 0| 0 0 0 3200 0.12 0.05 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.74 Underlying Price 24.210 Time to expiry: 563 Days Mar 12 9.60 0.83 49.64 0| 0 0 0 1600 6.67 0.73 42.09 0| 0 0 0 2000 5.39 0.66 39.25 0| 0 0 0 2200 4.26 0.59 36.90 0| 0 0 0 2400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.32 0.29 30.71 0| 0 0 0 3200 0.38 0.11 29.09 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 32.60 Underlying Price 24.210 Time to expiry: 17 Days Sep 10 0.02 -0.02 53.94 0| 0 0 0 1900 0.03 -0.03 48.00 0| 0 0 0 2000 0.06 -0.06 43.09 0| 0 0 0 2100 0.14 -0.12 39.00 0| 0 0 0 2200 0.20 -0.18 37.27 0| 0 0 0 2250 0.31 -0.25 36.59 0| 0 0 0 2300 0.41 -0.33 33.75 0| 0 0 0 2350 0.61 -0.44 33.16 0| 0 0 0 2400 0.84 -0.55 31.84 0| 0 0 0 2450 1.15 -0.66 31.64 0| 0 0 0 2500 1.92 -0.84 30.67 0| 0 0 0 2600 2.82 -0.95 29.96 0| 0 0 0 2700 3.79 -0.98 30.11 0| 0 0 0 2800 5.78 -1.00 32.07 0| 0 0 0 3000 7.78 -1.00 36.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.61 Underlying Price 24.210 Time to expiry: 199 Days Mar 11 0.49 -0.10 51.00 0| 0 0 0 1600 0.73 -0.15 46.12 0| 0 0 0 1800 1.08 -0.21 41.94 0| 0 0 0 2000 1.60 -0.31 38.31 0| 0 0 0 2200 1.96 -0.37 37.10 0| 0 0 0 2300 2.38 -0.43 35.87 0| 0 0 0 2400 3.38 -0.56 33.39 0| 0 0 0 2600 4.71 -0.68 32.38 0| 0 0 0 2800 7.96 -0.86 30.50 0| 0 0 0 3200 11.73 -0.94 31.06 0| 0 0 0 3600 15.64 -0.97 33.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.09 Underlying Price 24.210 Time to expiry: 381 Days Sep 11 1.10 -0.15 48.11 0| 0 0 0 1600 2.05 -0.27 41.49 0| 0 0 0 2000 2.76 -0.34 39.01 0| 0 0 0 2200 3.58 -0.43 36.25 0| 0 0 0 2400 8.85 -0.79 30.25 0| 0 0 0 3200 16.12 -0.95 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.74 Underlying Price 24.210 Time to expiry: 563 Days Mar 12 1.77 -0.17 49.64 0| 0 0 0 1600 2.77 -0.27 42.09 0| 0 0 0 2000 3.45 -0.34 39.25 0| 0 0 0 2200 4.28 -0.41 36.90 0| 0 0 0 2400 9.19 -0.71 30.71 0| 0 0 0 3200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.10 -0.89 29.09 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 40.23 Underlying Price 10.370 Time to expiry: 17 Days Sep 10 3.97 1.00 50.00 0| 0 0 0 640 3.17 1.00 51.70 0| 0 0 0 720 2.38 0.99 50.33 0| 0 0 0 800 1.98 0.98 49.00 0| 0 0 0 840 1.60 0.95 47.41 0| 0 0 0 880 1.23 0.89 45.67 0| 0 0 0 920 1.06 0.85 45.55 0| 0 0 0 940 0.89 0.80 43.75 0| 0 0 0 960 0.73 0.74 42.48 0| 0 0 0 980 0.59 0.67 41.47 0| 0 51 0 1000 0.31 0.46 39.79 0| 0 25 0 1050 0.10 0.13 0.26 37.94 0.10 0.10 2| 3 274 0 1100 0.04 0.10 35.65 0| 0 350 0 1150 0.01 0.03 33.88 0| 0 129 0 1200 0.01 0.00 31.04 0| 0 309 0 1300 0.01 0.00 29.22 0| 0 215 0 1400 0.01 0.00 28.47 0| 0 0 0 1500 0.01 0.00 28.80 0| 0 0 0 1600 0.01 0.00 32.51 0| 0 0 0 1800 0.01 0.00 40.00 0| 0 0 0 2000 Total 2| 3 1,353 0 Indicative a-t-m Vol 38.19 Underlying Price 10.370 Time to expiry: 45 Days Oct 10 2.05 0.91 47.00 0| 0 0 0 840 1.69 0.87 44.79 0| 0 0 0 880 1.36 0.81 42.84 0| 0 0 0 920 1.05 0.73 41.02 0| 0 0 0 960 0.91 0.68 40.68 0| 0 0 0 980 0.78 0.63 39.83 0| 0 50 0 1000 0.50 0.49 37.61 0| 0 1 0 1050 0.30 0.35 36.68 0| 0 0 0 1100 0.17 0.23 35.97 0| 0 3 0 1150 0.08 0.13 34.88 0| 0 4 0 1200 0.02 0.03 33.71 0| 0 0 0 1300 0.01 0.01 33.12 0| 0 0 0 1400 0.01 0.00 33.00 0| 0 0 0 1500 Total 0| 0 58 0 Indicative a-t-m Vol 40.49 Underlying Price 10.370 Time to expiry: 80 Days Nov 10 1.82 0.82 43.80 0| 0 0 0 880 1.52 0.76 43.52 0| 0 0 0 920 1.25 0.69 42.68 0| 0 0 0 960 1.13 0.65 42.49 0| 0 0 0 980 1.01 0.61 42.04 0| 0 0 0 1000 0.73 0.51 39.95 0| 0 0 0 1050 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.51 0.41 38.54 0| 0 1 0 1100 0.34 0.31 37.92 0| 0 0 0 1150 0.21 0.23 36.49 0| 0 0 0 1200 0.08 0.10 35.40 0| 0 0 0 1300 0.03 0.05 36.00 0| 0 0 0 1400 Total 0| 0 1 0 Indicative a-t-m Vol 40.50 Underlying Price 10.370 Time to expiry: 108 Days Dec 10 5.59 1.00 58.00 0| 0 0 0 480 4.41 0.98 53.22 0| 0 0 0 600 4.03 0.97 51.70 0| 0 0 0 640 3.28 0.94 48.85 0| 0 0 0 720 2.57 0.88 46.28 0| 0 0 0 800 2.24 0.84 45.11 0| 0 0 0 840 1.92 0.79 44.01 0| 0 500 0 880 1.63 0.74 42.90 0| 0 0 0 920 1.36 0.68 42.05 0| 0 1 0 960 1.13 0.61 41.44 0| 0 28 0 1000 0.64 0.44 38.91 0| 0 12 0 1100 0.32 0.27 37.26 0| 0 11 0 1200 0.15 0.15 36.62 0| 0 0 0 1300 0.06 0.07 35.32 0| 0 49 0 1400 0.01 0.01 34.11 0| 0 9 0 1600 0.01 0.00 33.73 0| 0 0 0 1800 0.01 0.00 34.00 0| 0 0 0 2000 Total 0| 0 610 0 Indicative a-t-m Vol 40.14 Underlying Price 10.370 Time to expiry: 199 Days Mar 11 4.11 0.94 48.00 0| 0 0 0 640 3.42 0.89 46.48 0| 0 0 0 720 2.77 0.83 44.85 0| 0 0 0 800 2.47 0.80 44.02 0| 0 0 0 840 2.19 0.76 43.20 0| 0 0 0 880 1.91 0.71 42.16 0| 0 0 0 920 1.68 0.66 42.02 0| 0 0 0 960 1.44 0.61 40.79 0| 0 0 0 1000 0.96 0.48 39.04 0| 0 1,500 0 1100 0.60 0.36 37.36 0| 0 285 0 1200 0.36 0.25 36.20 0| 0 78 0 1300 0.19 0.16 34.88 0| 0 12 0 1400 0.05 0.05 32.98 0| 0 85 0 1600 0.01 0.01 31.72 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 39.95 Underlying Price 10.370 Time to expiry: 290 Days Jun 11 5.68 0.97 54.00 0| 0 0 0 480 4.61 0.93 51.06 0| 0 0 0 600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.61 0.86 47.67 0| 0 0 0 720 3.00 0.81 45.48 0| 0 0 0 800 2.43 0.74 43.43 0| 0 0 0 880 2.17 0.70 42.40 0| 0 0 0 920 1.93 0.66 41.69 0| 0 0 0 960 1.71 0.62 40.73 0| 0 0 0 1000 1.20 0.51 38.61 0| 0 0 0 1100 0.82 0.40 37.10 0| 0 0 0 1200 0.54 0.30 35.74 0| 0 0 0 1300 0.34 0.21 34.56 0| 0 0 0 1400 0.12 0.10 32.97 0| 0 0 0 1600 0.04 0.04 32.16 0| 0 0 0 1800 0.02 0.02 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 40.09 Underlying Price 10.370 Time to expiry: 472 Days Dec 11 4.82 0.90 49.61 0| 0 0 0 600 3.34 0.79 44.82 0| 0 0 0 800 2.83 0.73 43.45 0| 0 0 0 880 2.35 0.67 41.53 0| 0 0 0 960 2.13 0.64 40.65 0| 0 0 0 1000 1.25 0.46 37.64 0| 0 10 0 1200 0.35 0.19 33.95 0| 0 0 0 1600 0.09 0.06 33.00 0| 0 0 0 2000 Total 0| 0 10 0 Indicative a-t-m Vol 39.66 Underlying Price 10.370 Time to expiry: 654 Days Jun 12 5.05 0.88 49.59 0| 0 0 0 600 3.64 0.78 44.64 0| 0 0 0 800 2.66 0.68 40.78 0| 0 0 0 960 2.45 0.65 40.12 0| 0 0 0 1000 1.59 0.50 37.64 0| 0 0 0 1200 0.55 0.24 33.40 0| 0 0 0 1600 0.19 0.10 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 2| 3 3,992 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 40.23 Underlying Price 10.370 Time to expiry: 17 Days Sep 10 0.01 0.00 50.00 0| 0 0 0 640 0.01 0.00 51.70 0| 0 0 0 720 0.01 -0.01 50.33 0| 0 0 0 800 0.01 -0.02 49.00 0| 0 0 0 840 0.03 -0.05 47.41 0| 0 33 0 880 0.06 -0.11 45.67 0| 0 12 0 920 0.09 -0.15 45.55 0| 0 0 0 940 0.12 -0.20 43.75 0| 0 100 0 960 0.16 -0.26 42.48 0| 0 0 0 980 0.22 -0.33 41.47 0| 0 49 0 1000 0.44 -0.54 39.79 0| 0 61 0 1050 0.76 -0.74 37.94 0| 0 1,155 0 1100 1.17 -0.90 35.65 0| 0 301 0 1150 1.64 -0.97 33.88 0| 0 130 0 1200 2.63 -1.00 31.04 0| 0 0 0 1300 3.63 -1.00 29.22 0| 0 0 0 1400 4.63 -1.00 28.47 0| 0 0 0 1500 5.63 -1.00 28.80 0| 0 0 0 1600 7.63 -1.00 32.51 0| 0 0 0 1800 9.63 -1.00 40.00 0| 0 0 0 2000 Total 0| 0 1,841 0 Indicative a-t-m Vol 38.19 Underlying Price 10.370 Time to expiry: 45 Days Oct 10 0.08 -0.09 47.00 0| 0 0 0 840 0.12 -0.13 44.79 0| 0 0 0 880 0.18 -0.19 42.84 0| 0 0 0 920 0.27 -0.27 41.02 0| 0 0 0 960 0.34 -0.32 40.68 0| 0 0 0 980 0.41 -0.37 39.83 0| 150 150 +150 1000 0.62 -0.51 37.61 0| 0 0 0 1050 0.92 -0.65 36.68 0| 0 0 0 1100 1.29 -0.77 35.97 0| 0 0 0 1150 1.71 -0.87 34.88 0| 0 0 0 1200 2.64 -0.97 33.71 0| 0 0 0 1300 3.63 -1.00 33.12 0| 0 0 0 1400 4.63 -1.00 33.00 0| 0 0 0 1500 Total 0| 150 150 +150 Indicative a-t-m Vol 40.49 Underlying Price 10.370 Time to expiry: 80 Days Nov 10 0.23 -0.18 43.80 0| 0 0 0 880 0.34 -0.24 43.52 0| 0 0 0 920 0.47 -0.31 42.68 0| 0 0 0 960 0.55 -0.35 42.49 0| 0 0 0 980 0.62 -0.39 42.04 0| 0 0 0 1000 0.84 -0.49 39.95 0| 0 0 0 1050 1.12 -0.59 38.54 0| 0 50 0 1100 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.46 -0.69 37.92 0| 0 0 0 1150 1.83 -0.78 36.49 0| 0 0 0 1200 2.70 -0.90 35.40 0| 0 0 0 1300 3.65 -0.96 36.00 0| 0 0 0 1400 Total 0| 0 50 0 Indicative a-t-m Vol 40.50 Underlying Price 10.370 Time to expiry: 108 Days Dec 10 0.01 0.00 58.00 0| 0 0 0 480 0.03 -0.02 53.22 0| 0 0 0 600 0.04 -0.03 51.70 0| 0 0 0 640 0.09 -0.07 48.85 0| 0 0 0 720 0.18 -0.12 46.28 0| 0 0 0 800 0.25 -0.16 45.11 0| 0 0 0 840 0.33 -0.21 44.01 0| 0 0 0 880 0.44 -0.26 42.90 0| 0 0 0 920 0.57 -0.32 42.05 0| 0 5 0 960 0.73 -0.39 41.44 0| 0 144 0 1000 1.24 -0.56 38.91 0| 0 110 0 1100 1.93 -0.73 37.26 0| 0 3,000 0 1200 2.76 -0.85 36.62 0| 0 0 0 1300 3.67 -0.93 35.32 0| 0 0 0 1400 5.63 -1.00 34.11 0| 0 0 0 1600 7.63 -1.00 33.73 0| 0 0 0 1800 9.63 -1.00 34.00 0| 0 0 0 2000 Total 0| 0 3,259 0 Indicative a-t-m Vol 40.14 Underlying Price 10.370 Time to expiry: 199 Days Mar 11 0.11 -0.06 48.00 0| 0 0 0 640 0.21 -0.11 46.48 0| 0 0 0 720 0.36 -0.17 44.85 0| 0 137 0 800 0.46 -0.20 44.02 0| 0 0 0 840 0.58 -0.25 43.20 0| 0 0 0 880 0.70 -0.29 42.16 0| 0 0 0 920 0.87 -0.34 42.02 0| 0 50 0 960 1.03 -0.39 40.79 0| 0 86 0 1000 1.53 -0.52 39.04 0| 0 9 0 1100 2.18 -0.65 37.36 0| 0 85 0 1200 2.93 -0.76 36.20 0| 0 0 0 1300 3.77 -0.85 34.88 0| 0 0 0 1400 5.64 -0.97 32.98 0| 0 0 0 1600 7.63 -1.00 31.72 0| 0 0 0 1800 9.63 -1.00 31.00 0| 0 0 0 2000 Total 0| 0 367 0 Indicative a-t-m Vol 39.95 Underlying Price 10.370 Time to expiry: 290 Days Jun 11 0.07 -0.03 54.00 0| 0 0 0 480 0.19 -0.07 51.06 0| 0 0 0 600 0.38 -0.14 47.67 0| 0 0 0 720 0.56 -0.19 45.48 0| 0 0 0 800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.79 -0.26 43.43 0| 0 0 0 880 0.93 -0.30 42.40 0| 0 0 0 920 1.08 -0.34 41.69 0| 0 11 0 960 1.26 -0.38 40.73 0| 0 0 0 1000 1.75 -0.49 38.61 0| 0 0 0 1100 2.37 -0.60 37.10 0| 0 10 0 1200 3.08 -0.71 35.74 0| 0 0 0 1300 3.88 -0.80 34.56 0| 0 0 0 1400 5.68 -0.92 32.97 0| 0 10 0 1600 7.63 -0.99 32.16 0| 0 0 0 1800 9.63 -1.00 32.00 0| 0 0 0 2000 Total 0| 0 31 0 Indicative a-t-m Vol 40.09 Underlying Price 10.370 Time to expiry: 472 Days Dec 11 0.36 -0.10 49.61 0| 0 0 0 600 0.85 -0.21 44.82 0| 0 0 0 800 1.13 -0.27 43.45 0| 0 0 0 880 1.44 -0.33 41.53 0| 0 0 0 960 1.61 -0.37 40.65 0| 0 0 0 1000 2.72 -0.54 37.64 0| 0 0 0 1200 5.82 -0.84 33.95 0| 0 0 0 1600 9.63 -0.98 33.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 39.66 Underlying Price 10.370 Time to expiry: 654 Days Jun 12 0.54 -0.12 49.59 0| 0 0 0 600 1.09 -0.22 44.64 0| 0 0 0 800 1.68 -0.33 40.78 0| 0 0 0 960 1.87 -0.36 40.12 0| 0 0 0 1000 2.98 -0.51 37.64 0| 0 10 0 1200 5.93 -0.79 33.40 0| 0 0 0 1600 9.64 -0.96 32.00 0| 0 0 0 2000 Total 0| 0 10 0 Total Puts 0| 150 5,708 +150 Grand Total 2| 153 9,700 +150 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 40.23 Underlying Price 10.370 Time to expiry: 17 Days Sep 10 5.57 1.00 25.12 0| 0 0 0 480 4.37 1.00 47.28 0| 0 0 0 600 3.97 1.00 50.00 0| 0 0 0 640 3.17 1.00 51.70 0| 0 0 0 720 2.38 0.99 50.33 0| 0 0 0 800 1.98 0.98 49.00 0| 0 0 0 840 1.60 0.95 47.41 0| 0 0 0 880 1.23 0.89 45.67 0| 0 0 0 920 1.06 0.85 45.55 0| 0 0 0 940 0.89 0.80 43.75 0| 0 369 0 960 0.73 0.74 42.48 0| 0 0 0 980 0.59 0.67 41.47 0| 0 3 0 1000 0.31 0.46 39.79 0| 0 0 0 1050 0.13 0.26 37.94 0| 0 1 0 1100 0.04 0.10 35.65 0| 0 0 0 1150 0.01 0.03 33.88 0| 0 31 0 1200 0.01 0.00 31.04 0| 0 16 0 1300 0.01 0.00 29.22 0| 0 46 0 1400 0.01 0.00 28.47 0| 0 0 0 1500 0.01 0.00 28.80 0| 0 417 0 1600 0.01 0.00 32.51 0| 0 201 0 1800 0.01 0.00 40.00 0| 0 0 0 2000 0.01 0.00 64.57 0| 0 0 0 2400 Total 0| 0 1,084 0 Indicative a-t-m Vol 40.14 Underlying Price 10.370 Time to expiry: 199 Days Mar 11 5.61 0.99 49.68 0| 0 0 0 480 4.48 0.96 48.66 0| 0 0 0 600 4.11 0.94 48.00 0| 0 0 0 640 3.42 0.89 46.48 0| 0 0 0 720 2.77 0.83 44.85 0| 0 0 0 800 2.47 0.80 44.02 0| 0 0 0 840 2.19 0.76 43.20 0| 0 0 0 880 1.91 0.71 42.16 0| 0 0 0 920 1.68 0.66 42.02 0| 0 0 0 960 1.44 0.61 40.79 0| 0 0 0 1000 0.96 0.48 39.04 0| 0 0 0 1100 0.60 0.36 37.36 0| 0 0 0 1200 0.36 0.25 36.20 0| 0 0 0 1300 0.19 0.16 34.88 0| 0 200 0 1400 0.05 0.05 32.98 0| 0 96 0 1600 0.01 0.01 31.72 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 39.20 Underlying Price 10.370 Time to expiry: 381 Days Sep 11 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.71 0.91 49.66 0| 0 0 0 600 3.16 0.80 44.69 0| 0 0 0 800 2.61 0.73 42.63 0| 0 0 0 880 2.11 0.66 40.63 0| 0 0 0 960 1.89 0.63 39.75 0| 0 0 0 1000 1.01 0.43 36.75 0| 0 0 0 1200 0.22 0.14 33.09 0| 0 0 0 1600 0.04 0.03 31.18 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 38.39 Underlying Price 10.370 Time to expiry: 563 Days Mar 12 4.87 0.90 46.78 0| 0 0 0 600 3.43 0.79 42.85 0| 0 0 0 800 2.91 0.73 41.08 0| 0 0 0 880 2.44 0.67 39.70 0| 0 0 0 960 2.23 0.64 38.93 0| 0 0 0 1000 1.34 0.48 36.02 0| 0 0 0 1200 0.44 0.22 33.50 0| 0 0 0 1600 0.13 0.08 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 0 1,380 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 40.23 Underlying Price 10.370 Time to expiry: 17 Days Sep 10 0.01 0.00 25.12 0| 0 7 0 480 0.01 0.00 47.28 0| 0 0 0 600 0.01 0.00 50.00 0| 0 0 0 640 0.01 0.00 51.70 0| 0 0 0 720 0.01 -0.01 50.33 0| 0 0 0 800 0.01 -0.02 49.00 0| 0 0 0 840 0.03 -0.05 47.41 0| 0 50 0 880 0.06 -0.11 45.67 0| 0 0 0 920 0.09 -0.15 45.55 0| 0 0 0 940 0.12 -0.20 43.75 0| 0 70 0 960 0.16 -0.26 42.48 0| 0 0 0 980 0.22 -0.33 41.47 0| 0 212 0 1000 0.44 -0.54 39.79 0| 0 0 0 1050 0.76 -0.74 37.94 0| 0 13 0 1100 1.17 -0.90 35.65 0| 0 0 0 1150 1.64 -0.97 33.88 0| 0 5 0 1200 2.63 -1.00 31.04 0| 0 0 0 1300 3.63 -1.00 29.22 0| 0 100 0 1400 4.63 -1.00 28.47 0| 0 0 0 1500 5.63 -1.00 28.80 0| 0 0 0 1600 7.63 -1.00 32.51 0| 0 225 0 1800 9.63 -1.00 40.00 0| 0 0 0 2000 13.62 -1.00 64.57 0| 0 10 0 2400 Total 0| 0 692 0 Indicative a-t-m Vol 40.14 Underlying Price 10.370 Time to expiry: 199 Days Mar 11 0.02 -0.01 49.68 0| 0 0 0 480 0.08 -0.04 48.66 0| 0 0 0 600 0.11 -0.06 48.00 0| 0 250 0 640 0.21 -0.11 46.48 0| 0 0 0 720 0.36 -0.17 44.85 0| 0 0 0 800 0.46 -0.20 44.02 0| 0 0 0 840 0.57 -0.24 43.20 0| 0 0 0 880 0.70 -0.29 42.16 0| 0 1 0 920 0.86 -0.34 42.02 0| 0 40 0 960 1.02 -0.39 40.79 0| 0 30 0 1000 1.53 -0.52 39.04 0| 0 0 0 1100 2.17 -0.64 37.36 0| 0 0 0 1200 2.92 -0.75 36.20 0| 0 0 0 1300 3.75 -0.84 34.88 0| 0 2,000 0 1400 5.60 -0.95 32.98 0| 0 340 0 1600 7.55 -0.99 31.72 0| 0 0 0 1800 9.53 -1.00 31.00 0| 0 2,000 0 2000 Total 0| 0 4,661 0 Indicative a-t-m Vol 39.20 Underlying Price 10.370 Time to expiry: 381 Days Sep 11 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.27 -0.09 49.66 0| 0 0 0 600 0.69 -0.20 44.69 0| 0 210 0 800 0.94 -0.27 42.63 0| 0 0 0 880 1.23 -0.34 40.63 0| 0 0 0 960 1.40 -0.37 39.75 0| 0 140 0 1000 2.50 -0.57 36.75 0| 0 50 0 1200 5.66 -0.86 33.09 0| 0 0 0 1600 9.42 -0.97 31.18 0| 0 50 0 2000 Total 0| 0 450 0 Indicative a-t-m Vol 38.39 Underlying Price 10.370 Time to expiry: 563 Days Mar 12 0.39 -0.10 46.78 0| 0 0 0 600 0.90 -0.21 42.85 0| 0 0 0 800 1.17 -0.27 41.08 0| 0 0 0 880 1.49 -0.33 39.70 0| 0 0 0 960 1.66 -0.36 38.93 0| 0 0 0 1000 2.74 -0.52 36.02 0| 0 0 0 1200 5.76 -0.78 33.50 0| 0 0 0 1600 9.37 -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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 25.10 Underlying Price 82.060 Time to expiry: 17 Days Sep 10 37.07 1.00 74.49 0| 0 0 0 4500 29.58 1.00 67.91 0| 0 0 0 5250 26.08 1.00 62.97 0| 0 0 0 5600 22.09 0.99 57.33 0| 0 0 0 6000 18.10 0.99 48.05 0| 0 0 0 6400 14.62 0.99 41.34 0| 0 0 0 6750 10.91 0.97 35.63 0| 0 38 0 7125 7.34 0.91 31.80 0| 0 889 0 7500 4.08 0.76 27.91 0| 0 80 0 7875 3.13 0.68 26.66 0| 0 65 0 8000 1.03 1.61 0.47 24.77 1.36 1.03 36| 0 1,218 0 8250 0.95 0.34 23.73 0| 5 328 +5 8400 0.37 0.17 22.79 0| 1 1,032 0 8625 0.14 0.16 0.09 22.79 0.14 0.14 1| 0 803 0 8800 0.06 0.04 22.79 0| 0 678 0 9000 0.02 0.01 23.18 0| 5 154 +5 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 37| 11 5,889 +10 Indicative a-t-m Vol 25.35 Underlying Price 82.060 Time to expiry: 45 Days Oct 10 14.45 0.93 37.62 0| 0 0 0 6800 10.72 0.88 33.26 0| 0 0 0 7200 7.22 0.79 29.46 0| 0 71 0 7600 4.70 5.67 0.71 28.19 4.70 4.70 30| 0 34 0 7800 4.24 0.63 26.67 0| 0 0 0 8000 3.00 0.52 25.39 0| 0 34 0 8200 1.99 0.41 24.06 0| 0 126 0 8400 1.26 0.30 23.36 0| 0 63 0 8600 0.69 0.20 22.10 0| 0 741 0 8800 0.39 0.13 22.00 0| 0 351 0 9000 0.20 0.07 21.45 0| 0 172 0 9200 0.05 0.02 21.81 0| 0 283 0 9600 0.02 0.01 23.00 0| 4 49 +4 10000 Total 30| 4 1,924 +4 Indicative a-t-m Vol 26.76 Underlying Price 82.060 Time to expiry: 80 Days Nov 10 15.05 0.88 36.52 0| 0 0 0 6800 11.53 0.82 33.52 0| 0 0 0 7200 8.26 0.73 30.45 0| 0 15 0 7600 6.76 0.67 29.04 0| 11 12 0 7800 5.41 0.61 27.88 0| 0 57 0 8000 3.61 4.21 0.53 26.80 3.61 3.61 15| 0 24 0 8200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 26 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.12 0.45 25.48 0| 0 36 0 8400 1.58 0.29 23.86 0| 0 40 0 8800 0.69 0.16 22.64 0| 0 123 0 9200 0.26 0.07 21.78 0| 0 0 0 9600 Total 15| 11 307 0 Indicative a-t-m Vol 26.41 Underlying Price 82.060 Time to expiry: 108 Days Dec 10 48.08 1.00 63.00 0| 0 0 0 3409 39.70 0.99 59.61 0| 0 0 0 4261 37.36 0.98 57.55 0| 0 0 0 4500 31.38 0.97 51.47 0| 0 32 0 5114 26.67 0.95 46.41 0| 0 0 0 5600 23.15 0.93 42.57 0| 0 0 0 5966 19.09 0.90 38.78 0| 0 0 0 6400 15.26 0.86 35.06 0| 0 60 0 6818 12.57 0.82 32.56 0| 0 0 0 7125 9.57 0.74 30.29 0| 0 139 0 7500 8.29 0.70 29.39 0| 0 760 0 7671 6.88 0.64 28.25 0| 0 10 0 7875 4.93 0.54 26.53 0| 0 3,347 0 8182 3.20 3.58 0.45 25.29 3.20 2.95 34| 2,500 3,561 +2,500 8438 3.22 0.42 25.02 0| 0 1,647 0 8523 2.15 0.33 24.04 0| 0 101 0 8800 1.52 0.26 23.20 0| 1 2,409 +1 9000 0.93 1.07 0.20 22.69 0.93 S 0.93 S 1| 1 103 -1 9200 0.78 0.16 22.46 0| 0 3,485 0 9375 0.13 0.03 21.42 0| 0 489 0 10227 0.02 0.01 23.00 0| 0 63 0 11250 Total 35| 2,502 16,206 +2,500 Indicative a-t-m Vol 26.86 Underlying Price 82.060 Time to expiry: 199 Days Mar 11 34.74 0.96 47.48 0| 0 0 0 4800 30.47 0.94 44.00 0| 0 0 0 5250 27.26 0.92 42.09 0| 0 0 0 5600 23.64 0.89 39.36 0| 0 4 0 6000 20.09 0.86 36.69 0| 0 30 0 6400 17.03 0.82 34.10 0| 0 86 0 6750 11.14 0.70 30.03 0| 0 175 0 7500 8.57 0.62 28.22 0| 0 229 0 7875 6.35 0.54 26.67 0| 0 145 0 8250 4.47 0.44 25.20 0| 0 61 0 8625 3.71 0.39 24.61 0| 0 81 0 8800 2.97 0.34 23.90 0| 0 1,610 0 9000 2.13 2.33 0.29 23.27 2.13 2.13 11| 0 87 0 9200 1.66 1.85 0.25 22.81 1.66 1.66 23| 0 538 0 9375 0.06 0.02 19.00 0| 0 159 0 11250 Total 34| 0 3,205 0 Indicative a-t-m Vol 26.94 Underlying Price 82.060 Time to expiry: 290 Days Jun 11 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 27 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 44.95 0.98 53.00 0| 0 0 0 3750 37.67 0.97 45.58 0| 0 0 0 4500 30.63 0.93 40.76 0| 0 0 0 5250 27.24 0.91 38.93 0| 0 0 0 5625 23.88 0.88 36.58 0| 0 6 0 6000 20.43 0.85 34.50 0| 0 0 0 6400 17.56 0.81 32.85 0| 0 35 0 6750 11.96 0.69 29.66 0| 0 67 0 7500 8.73 0.60 27.79 0| 0 48 0 8000 7.29 0.54 26.76 0| 0 180 0 8250 4.64 0.42 24.95 0| 0 39 0 8800 3.18 0.33 23.85 0| 0 30 0 9200 2.10 0.24 22.99 0| 0 62 0 9600 1.25 1.34 0.17 22.26 1.25 1.25 14| 0 104 0 10000 0.11 0.02 20.92 0| 0 100 0 12000 0.01 0.00 24.00 0| 0 97 0 16000 Total 14| 0 768 0 Indicative a-t-m Vol 27.34 Underlying Price 82.060 Time to expiry: 472 Days Dec 11 38.30 0.94 45.62 0| 0 0 0 4500 31.54 0.90 40.75 0| 0 0 0 5250 25.19 0.84 36.99 0| 0 0 0 6000 20.55 0.79 33.73 0| 0 0 0 6563 13.83 0.67 29.97 0| 0 64 0 7500 10.68 0.59 28.01 0| 0 150 0 8000 6.60 0.45 25.39 0| 0 0 0 8800 0.50 0.07 21.14 0| 0 0 0 12000 0.07 0.01 24.25 0| 0 0 0 16000 Total 0| 0 214 0 Indicative a-t-m Vol 27.12 Underlying Price 82.060 Time to expiry: 654 Days Jun 12 36.08 0.91 43.27 0| 0 0 0 4800 26.10 0.83 36.75 0| 0 0 0 6000 17.10 0.70 31.08 0| 0 0 0 7200 11.97 0.60 27.82 0| 0 0 0 8000 7.72 0.47 25.12 0| 0 0 0 8800 0.97 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 26.89 Underlying Price 82.060 Time to expiry: 843 Days Dec 12 36.82 0.89 43.35 0| 0 0 0 4800 27.11 0.81 36.73 0| 0 0 0 6000 13.17 0.60 27.63 0| 0 0 0 8000 8.83 0.49 24.77 0| 0 0 0 8800 1.57 0.14 21.40 0| 0 0 0 12000 0.47 0.05 24.38 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 26.71 Underlying Price 82.060 Time to expiry: 1025 Days Jun 13 37.09 0.89 43.35 0| 0 0 0 4800 27.61 0.81 36.72 0| 0 0 0 6000 13.80 0.60 27.49 0| 0 0 0 8000 9.36 0.50 24.47 0| 0 0 0 8800 1.97 0.16 21.37 0| 0 0 0 12000 0.74 0.06 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.85 Underlying Price 82.060 Time to expiry: 1207 Days Dec 13 37.72 0.88 43.36 0| 0 0 0 4800 28.34 0.80 36.35 0| 0 0 0 6000 14.65 0.61 27.14 0| 0 0 0 8000 2.59 0.19 21.43 0| 0 0 0 12000 1.24 0.09 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.47 Underlying Price 82.060 Time to expiry: 1571 Days Dec 14 38.24 0.88 43.22 0| 0 0 0 4800 29.06 0.80 35.92 0| 0 0 0 6000 15.61 0.61 26.76 0| 0 0 0 8000 3.43 0.23 21.18 0| 0 0 0 12000 2.20 0.14 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 165| 2,528 28,513 +2,514 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 25.10 Underlying Price 82.060 Time to expiry: 17 Days Sep 10 0.01 0.00 74.49 0| 0 621 0 4500 0.01 0.00 67.91 0| 0 179 0 5250 0.01 0.00 62.97 0| 0 30 0 5600 0.02 -0.01 57.33 0| 0 572 0 6000 0.03 -0.01 48.05 0| 0 125 0 6400 0.04 -0.01 41.34 0| 0 1,089 0 6750 0.09 -0.03 35.63 0| 0 364 0 7125 0.27 -0.09 31.80 0| 0 1,397 0 7500 1.25 0.75 -0.24 27.91 1.25 1.25 30| 100 1,253 -100 7875 1.71 1.05 -0.32 26.66 1.71 1.71 20| 0 122 0 8000 2.03 -0.53 24.77 0| 0 1,191 0 8250 2.87 -0.66 23.73 0| 0 1,422 0 8400 4.54 -0.83 22.79 0| 0 112 0 8625 6.09 -0.91 22.79 0| 0 30 0 8800 7.99 -0.97 22.79 0| 0 37 0 9000 9.95 -0.99 23.18 0| 0 97 0 9200 11.69 -1.00 23.44 0| 0 54 0 9375 13.94 -1.00 23.69 0| 0 0 0 9600 17.94 -1.00 23.83 0| 0 0 0 10000 37.94 -1.00 33.00 0| 0 0 0 12000 Total 50| 100 8,695 -100 Indicative a-t-m Vol 25.35 Underlying Price 82.060 Time to expiry: 45 Days Oct 10 0.35 -0.07 37.62 0| 0 90 0 6800 0.80 0.61 -0.12 33.26 0.80 0.80 1| 0 122 0 7200 1.46 1.11 -0.21 29.46 1.46 1.19 60| 0 832 0 7600 1.66 1.56 -0.29 28.19 1.66 1.66 30| 0 16 0 7800 2.12 -0.37 26.67 0| 0 198 0 8000 2.89 -0.48 25.39 0| 0 109 0 8200 3.88 -0.59 24.06 0| 0 61 0 8400 5.15 -0.70 23.36 0| 0 47 0 8600 6.59 -0.80 22.10 0| 0 38 0 8800 8.29 -0.88 22.00 0| 0 1 0 9000 10.10 -0.93 21.45 0| 0 1 0 9200 13.97 -0.98 21.81 0| 0 0 0 9600 17.94 -1.00 23.00 0| 0 0 0 10000 Total 91| 0 1,515 0 Indicative a-t-m Vol 26.76 Underlying Price 82.060 Time to expiry: 80 Days Nov 10 1.00 0.88 -0.12 36.52 1.00 1.00 4| 0 70 0 6800 1.36 -0.18 33.52 0| 0 71 0 7200 2.54 2.09 -0.27 30.45 2.54 2.54 20| 0 86 0 7600 3.17 2.59 -0.33 29.04 3.17 3.17 25| 0 97 0 7800 3.23 -0.39 27.88 0| 0 78 0 8000 4.03 -0.47 26.80 0| 0 94 0 8200 5.14 4.94 -0.55 25.48 5.14 5.14 25| 0 30 0 8400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.41 -0.71 23.86 0| 0 0 0 8800 10.52 -0.85 22.64 0| 0 0 0 9200 14.11 -0.94 21.78 0| 0 0 0 9600 Total 74| 0 526 0 Indicative a-t-m Vol 26.41 Underlying Price 82.060 Time to expiry: 108 Days Dec 10 0.03 0.00 63.00 0| 0 232 0 3409 0.15 -0.01 59.61 0| 0 239 0 4261 0.20 -0.02 57.55 0| 0 405 0 4500 0.34 -0.03 51.47 0| 0 340 0 5114 0.49 -0.05 46.41 0| 0 80 0 5600 0.69 0.63 -0.07 42.57 0.69 0.69 6| 0 1,406 0 5966 0.90 -0.10 38.78 0| 0 115 0 6400 1.33 1.26 -0.14 35.06 1.33 S 1.33 S 1| 0 210 0 6818 1.63 -0.19 32.56 0| 0 4,015 0 7125 2.78 2.38 -0.26 30.29 2.78 2.78 1| 2 1,237 0 7500 2.81 -0.31 29.39 0| 0 2,281 0 7671 3.92 3.44 -0.36 28.25 3.92 3.92 22| 0 235 0 7875 4.88 4.57 -0.46 26.53 4.88 4.88 14| 0 2,895 0 8182 5.79 -0.55 25.29 0| 0 967 0 8438 6.28 -0.58 25.02 0| 0 1,019 0 8523 8.93 7.98 -0.68 24.04 8.93 8.93 1| 0 32 0 8800 10.11 9.36 -0.75 23.20 10.11 10.10 60| 0 0 0 9000 10.91 -0.80 22.69 0| 0 0 0 9200 12.38 -0.85 22.46 0| 0 33 0 9375 20.26 -0.97 21.42 0| 0 46 0 10227 30.44 -1.00 23.00 0| 0 0 0 11250 Total 105| 2 15,787 0 Indicative a-t-m Vol 26.86 Underlying Price 82.060 Time to expiry: 199 Days Mar 11 0.59 -0.04 47.48 0| 0 20 0 4800 0.81 -0.06 44.00 0| 0 268 0 5250 1.08 -0.08 42.09 0| 0 60 0 5600 1.44 -0.11 39.36 0| 0 167 0 6000 1.88 1.89 -0.14 36.69 1.88 1.88 24| 0 101 0 6400 2.31 -0.18 34.10 0| 0 183 0 6750 3.90 -0.30 30.03 0| 0 1,118 0 7500 5.07 -0.38 28.22 0| 0 119 0 7875 6.59 -0.47 26.67 0| 0 852 0 8250 8.45 -0.57 25.20 0| 0 172 0 8625 9.43 -0.61 24.61 0| 0 51 0 8800 10.69 -0.67 23.90 0| 0 93 0 9000 12.05 -0.72 23.27 0| 0 0 0 9200 13.32 -0.76 22.81 0| 0 2 0 9375 30.44 -1.00 19.00 0| 0 0 0 11250 Total 24| 0 3,206 0 Indicative a-t-m Vol 26.94 Underlying Price 82.060 Time to expiry: 290 Days Jun 11 0.56 -0.03 53.00 0| 0 20 0 3750 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 31 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.95 0.81 -0.05 45.58 0.95 0.95 20| 0 310 0 4500 1.52 1.37 -0.09 40.76 1.52 1.52 20| 0 413 0 5250 1.79 -0.11 38.93 0| 0 264 0 5625 2.25 -0.14 36.58 0| 0 154 0 6000 2.90 -0.18 34.50 0| 0 101 0 6400 3.60 -0.23 32.85 0| 0 186 0 6750 5.91 5.69 -0.35 29.66 5.91 5.91 11| 0 119 0 7500 7.62 -0.44 27.79 0| 0 26 0 8000 8.75 -0.49 26.76 0| 0 180 0 8250 11.74 -0.62 24.95 0| 0 30 0 8800 14.37 -0.70 23.85 0| 0 0 0 9200 17.36 -0.78 22.99 0| 0 0 0 9600 20.63 -0.84 22.26 0| 0 25 0 10000 39.36 -0.98 20.92 0| 0 0 0 12000 78.97 -1.00 24.00 0| 0 0 0 16000 Total 51| 0 1,828 0 Indicative a-t-m Vol 27.34 Underlying Price 82.060 Time to expiry: 472 Days Dec 11 1.95 -0.08 45.62 0| 0 130 0 4500 2.77 -0.12 40.75 0| 0 42 0 5250 4.01 -0.18 36.99 0| 0 10 0 6000 5.04 -0.23 33.73 0| 0 110 0 6563 7.74 -0.35 29.97 0| 0 71 0 7500 9.60 -0.43 28.01 0| 0 50 0 8000 13.52 -0.56 25.39 0| 0 0 0 8800 39.50 -0.95 21.14 0| 0 0 0 12000 78.85 -0.99 24.25 0| 0 0 0 16000 Total 0| 0 413 0 Indicative a-t-m Vol 27.12 Underlying Price 82.060 Time to expiry: 654 Days Jun 12 3.64 -0.12 43.27 0| 0 0 0 4800 5.87 -0.21 36.75 0| 0 0 0 6000 8.99 -0.33 31.08 0| 0 0 0 7200 11.94 -0.44 27.82 0| 0 0 0 8000 15.76 -0.56 25.12 0| 0 0 0 8800 40.83 -0.90 21.44 0| 0 0 0 12000 79.24 -0.98 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.89 Underlying Price 82.060 Time to expiry: 843 Days Dec 12 4.87 -0.14 43.35 0| 0 0 0 4800 7.18 -0.22 36.73 0| 0 0 0 6000 13.10 -0.42 27.63 0| 0 0 0 8000 16.69 -0.54 24.77 0| 0 0 0 8800 41.02 -0.87 21.40 0| 0 0 0 12000 79.08 -0.96 24.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.71 Underlying Price 82.060 Time to expiry: 1025 Days Jun 13 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 32 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.16 -0.15 43.35 0| 0 0 0 4800 8.73 -0.23 36.72 0| 0 0 0 6000 14.76 -0.43 27.49 0| 0 0 0 8000 18.20 -0.54 24.47 0| 0 0 0 8800 42.04 -0.85 21.37 0| 0 0 0 12000 79.26 -0.94 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.85 Underlying Price 82.060 Time to expiry: 1207 Days Dec 13 7.12 -0.15 43.36 0| 0 0 0 4800 9.57 -0.23 36.35 0| 0 0 0 6000 15.39 -0.42 27.14 0| 0 0 0 8000 42.10 -0.82 21.43 0| 0 0 0 12000 79.11 -0.92 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.47 Underlying Price 82.060 Time to expiry: 1571 Days Dec 14 8.98 -0.16 43.22 0| 0 0 0 4800 11.38 -0.24 35.92 0| 0 0 0 6000 17.06 -0.41 26.76 0| 0 0 0 8000 42.74 -0.79 21.18 0| 0 0 0 12000 79.13 -0.88 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 395| 102 31,970 -100 Grand Total 560| 2,630 60,483 +2,414 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 25.10 Underlying Price 82.060 Time to expiry: 17 Days Sep 10 37.07 1.00 74.49 0| 0 0 0 4500 29.58 1.00 67.91 0| 0 0 0 5250 25.83 1.00 60.67 0| 0 0 0 5625 22.09 0.99 57.33 0| 0 95 0 6000 18.10 0.99 48.05 0| 0 0 0 6400 14.62 0.99 41.34 0| 0 147 0 6750 10.91 0.97 35.63 0| 0 399 0 7125 7.34 0.91 31.80 0| 0 141 0 7500 4.08 0.76 27.91 0| 0 0 0 7875 3.13 0.68 26.66 0| 0 0 0 8000 1.61 0.47 24.77 0| 0 35,010 0 8250 0.95 0.34 23.73 0| 0 0 0 8400 0.37 0.17 22.79 0| 0 22,815 0 8625 0.16 0.09 22.79 0| 0 207 0 8800 0.06 0.04 22.79 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 26.87 Underlying Price 82.060 Time to expiry: 199 Days Mar 11 37.49 0.97 49.43 0| 0 0 0 4500 30.39 0.94 44.00 0| 0 0 0 5250 26.93 0.92 41.69 0| 0 0 0 5625 23.56 0.89 39.36 0| 0 0 0 6000 20.03 0.86 36.69 0| 0 0 0 6400 16.97 0.82 34.10 0| 0 0 0 6750 13.97 0.77 32.20 0| 0 9 0 7125 11.09 0.70 30.03 0| 0 10 0 7500 7.80 0.59 27.78 0| 0 50 0 8000 6.32 0.53 26.67 0| 0 0 0 8250 4.45 0.44 25.22 0| 0 20 0 8625 3.68 0.39 24.61 0| 0 0 0 8800 2.95 0.34 23.90 0| 0 572 0 9000 2.31 0.29 23.27 0| 0 0 0 9200 1.32 0.19 22.06 0| 0 0 0 9600 0.71 0.12 21.08 0| 0 0 0 10000 0.01 0.00 18.56 0| 0 0 0 12000 Total 0| 0 661 0 Indicative a-t-m Vol 25.76 Underlying Price 82.060 Time to expiry: 381 Days Sep 11 33.71 0.93 41.00 0| 0 0 0 4800 23.32 0.84 35.05 0| 0 0 0 6000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.14 0.70 29.76 0| 0 0 0 7200 8.91 0.57 26.37 0| 0 0 0 8000 5.06 0.41 24.00 0| 0 0 0 8800 0.22 0.04 20.31 0| 0 0 0 12000 0.01 0.00 22.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.01 Underlying Price 82.060 Time to expiry: 563 Days Mar 12 35.05 0.90 40.64 0| 0 0 0 4800 27.99 0.85 35.90 0| 0 0 0 5625 13.98 0.66 27.91 0| 0 0 0 7500 11.07 0.59 26.59 0| 0 0 0 8000 7.09 0.46 24.32 0| 0 0 0 8800 0.57 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 25.10 Underlying Price 82.060 Time to expiry: 17 Days Sep 10 0.01 0.00 74.49 0| 0 1,000 0 4500 0.01 0.00 67.91 0| 0 15 0 5250 0.01 0.00 60.67 0| 0 809 0 5625 0.02 -0.01 57.33 0| 0 650 0 6000 0.03 -0.01 48.05 0| 0 400 0 6400 0.04 -0.01 41.34 0| 0 779 0 6750 0.09 -0.03 35.63 0| 0 486 0 7125 0.27 -0.09 31.80 0| 0 1,015 0 7500 0.75 -0.24 27.91 0| 0 1,180 0 7875 1.05 -0.32 26.66 0| 0 300 0 8000 2.03 -0.53 24.77 0| 0 35,450 0 8250 2.87 -0.66 23.73 0| 0 650 0 8400 4.54 -0.83 22.79 0| 0 5,084 0 8625 6.09 -0.91 22.79 0| 0 0 0 8800 7.98 -0.96 22.79 0| 0 0 0 9000 9.94 -0.99 23.18 0| 0 0 0 9200 11.68 -0.99 23.44 0| 0 0 0 9375 13.92 -1.00 23.69 0| 0 0 0 9600 17.92 -1.00 23.83 0| 0 0 0 10000 37.91 -1.00 33.00 0| 0 0 0 12000 Total 0| 0 47,818 0 Indicative a-t-m Vol 26.87 Underlying Price 82.060 Time to expiry: 199 Days Mar 11 0.45 -0.03 49.43 0| 0 2,935 0 4500 0.81 -0.06 44.00 0| 0 10 0 5250 1.08 -0.08 41.69 0| 0 1,014 0 5625 1.44 -0.11 39.36 0| 0 0 0 6000 1.89 -0.14 36.69 0| 0 0 0 6400 2.31 -0.18 34.10 0| 0 86 0 6750 3.04 -0.23 32.20 0| 0 90 0 7125 3.89 -0.30 30.03 0| 0 252 0 7500 5.57 -0.41 27.78 0| 0 0 0 8000 6.58 -0.47 26.67 0| 0 3,191 0 8250 8.44 -0.56 25.22 0| 0 100 0 8625 9.42 -0.61 24.61 0| 0 0 0 8800 10.68 -0.66 23.90 0| 0 0 0 9000 12.03 -0.71 23.27 0| 0 0 0 9200 15.01 -0.81 22.06 0| 0 0 0 9600 18.38 -0.88 21.08 0| 0 0 0 10000 37.58 -1.00 18.56 0| 0 0 0 12000 Total 0| 0 7,678 0 Indicative a-t-m Vol 25.76 Underlying Price 82.060 Time to expiry: 381 Days Sep 11 1.30 -0.07 41.00 0| 0 0 0 4800 2.76 -0.16 35.05 0| 0 0 0 6000 5.44 -0.30 29.76 0| 0 0 0 7200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.11 -0.43 26.37 0| 0 10 0 8000 12.16 -0.59 24.00 0| 0 0 0 8800 38.93 -0.96 20.31 0| 0 0 0 12000 78.23 -1.00 22.00 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 26.01 Underlying Price 82.060 Time to expiry: 563 Days Mar 12 2.30 -0.10 40.64 0| 0 40 0 4800 3.32 -0.15 35.90 0| 0 30 0 5625 7.71 -0.34 27.91 0| 0 0 0 7500 9.70 -0.41 26.59 0| 0 175 0 8000 13.56 -0.54 24.32 0| 0 0 0 8800 38.42 -0.93 19.74 0| 0 0 0 12000 77.15 -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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 37 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alcatel-Lucent SA (100) (CG1) Indicative a-t-m Vol 42.52 Underlying Price 2.034 Time to expiry: 17 Days Sep 10 1.63 1.00 100.00 0| 0 0 0 40 1.23 1.00 67.41 0| 0 0 0 80 0.83 1.00 54.01 0| 0 0 0 120 0.63 1.00 50.04 0| 0 0 0 140 0.44 0.99 47.10 0| 0 68 0 160 0.24 0.92 41.42 0| 0 120 0 180 0.17 0.75 48.87 0| 0 820 0 190 0.10 0.59 43.58 0| 0 661 0 200 0.05 0.38 40.05 0| 0 990 0 210 0.02 0.22 43.73 0| 0 508 0 220 0.02 0.01 0.10 41.48 0.02 0.02 20| 0 10,310 0 230 0.01 0.03 40.03 0| 0 23,423 0 240 0.01 0.00 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 20| 0 54,323 0 Indicative a-t-m Vol 41.69 Underlying Price 2.034 Time to expiry: 45 Days Oct 10 0.64 0.97 58.00 0| 0 0 0 140 0.46 0.90 57.31 0| 0 0 0 160 0.29 0.78 51.62 0| 0 0 0 180 0.22 0.68 50.43 0| 0 0 0 190 0.14 0.58 41.60 0| 0 0 0 200 0.09 0.45 41.88 0| 0 220 0 210 0.06 0.32 40.33 0| 0 332 0 220 0.03 0.19 37.06 0| 0 1,188 0 230 0.02 0.12 37.90 0| 0 40 0 240 0.01 0.03 34.54 0| 0 0 0 260 0.01 0.01 36.36 0| 0 0 0 280 0.01 0.00 41.00 0| 0 0 0 300 Total 0| 0 1,780 0 Indicative a-t-m Vol 46.47 Underlying Price 2.034 Time to expiry: 80 Days Nov 10 0.65 0.94 58.00 0| 0 0 0 140 0.49 0.85 57.07 0| 0 0 0 160 0.33 0.74 51.29 0| 0 0 0 180 0.26 0.66 50.11 0| 0 0 0 190 0.20 0.58 48.15 0| 0 0 0 200 0.14 0.48 42.55 0| 0 120 0 210 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.10 0.38 41.44 0| 30 10,030 +30 220 0.04 0.21 38.65 0| 0 0 0 240 0.02 0.10 38.03 0| 0 0 0 260 0.01 0.06 40.00 0| 0 0 0 280 Total 0| 30 10,150 +30 Indicative a-t-m Vol 44.39 Underlying Price 2.034 Time to expiry: 108 Days Dec 10 1.63 1.00 75.00 0| 0 0 0 40 1.24 0.99 75.82 0| 0 30 0 80 0.85 0.95 65.22 0| 0 0 0 120 0.51 0.83 56.73 0| 0 145 0 160 0.35 0.73 49.47 0| 0 0 0 180 0.22 0.58 44.64 0| 0 670 0 200 0.12 0.13 0.42 42.95 0.12 0.12 15| 0 899 0 220 0.07 0.27 40.85 0| 10 321,669 0 240 0.02 0.13 36.61 0| 0 10,722 0 260 0.01 0.05 33.95 0| 0 33,757 0 280 0.01 0.00 29.41 0| 0 1,659 0 320 0.01 0.00 27.48 0| 0 304,200 0 340 0.01 0.00 25.76 0| 0 5,737 0 360 0.01 0.00 22.86 0| 0 41,000 0 400 0.01 0.00 20.57 0| 0 15,007 0 440 0.01 0.00 18.80 0| 0 0 0 480 0.01 0.00 18.09 0| 0 0 0 500 0.01 0.00 16.53 0| 0 0 0 560 0.01 0.00 15.90 0| 0 0 0 600 0.01 0.00 16.36 0| 0 0 0 800 0.01 0.00 20.66 0| 0 101 0 1000 0.01 0.00 27.17 0| 0 305 0 1200 0.01 0.00 35.00 0| 0 200 0 1400 Total 15| 10 736,101 0 Indicative a-t-m Vol 45.49 Underlying Price 2.034 Time to expiry: 199 Days Mar 11 1.64 1.00 78.00 0| 0 0 0 40 1.25 0.98 73.24 0| 0 0 0 80 0.88 0.92 61.45 0| 0 0 0 120 0.55 0.80 51.99 0| 0 0 0 160 0.41 0.70 48.44 0| 0 0 0 180 0.30 0.59 46.20 0| 0 106 0 200 0.19 0.47 41.49 0| 0 560 0 220 0.13 0.36 41.23 0| 0 1,820 0 240 0.08 0.25 39.38 0| 0 600 0 260 0.04 0.16 37.92 0| 0 4,000 0 280 0.01 0.06 36.34 0| 0 1,100 0 320 0.01 0.02 35.77 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 45.28 Underlying Price 2.034 Time to expiry: 290 Days Jun 11 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.25 0.98 63.00 0| 0 0 0 80 0.91 0.90 59.06 0| 0 0 0 120 0.60 0.78 50.83 0| 0 16 0 160 0.46 0.70 46.84 0| 0 119 0 180 0.35 0.61 45.90 0| 0 1 0 200 0.24 0.50 41.76 0| 0 150 0 220 0.17 0.40 39.67 0| 0 626 0 240 0.11 0.30 38.17 0| 0 100 0 260 0.08 0.23 37.74 0| 0 740 0 280 0.04 0.13 38.61 0| 0 300 0 320 0.01 0.05 35.70 0| 0 0 0 360 0.01 0.03 36.62 0| 0 0 0 400 0.01 0.02 38.41 0| 0 0 0 440 0.01 0.02 40.88 0| 0 0 0 480 Total 0| 0 2,052 0 Indicative a-t-m Vol 45.61 Underlying Price 2.034 Time to expiry: 472 Days Dec 11 1.29 0.95 66.32 0| 0 0 0 80 0.95 0.88 54.85 0| 0 0 0 120 0.69 0.77 52.24 0| 0 26 0 160 0.45 0.63 45.98 0| 0 0 0 200 0.26 0.47 41.00 0| 0 0 0 240 0.17 0.34 40.55 0| 0 0 0 280 0.10 0.23 39.61 0| 0 20 0 320 0.04 0.10 39.23 0| 0 57,500 0 400 0.01 0.04 40.10 0| 0 0 0 500 0.01 0.02 39.81 0| 0 0 0 600 0.01 0.00 40.66 0| 0 0 0 800 0.01 0.00 41.42 0| 0 101 0 1000 0.01 0.00 41.91 0| 0 301 0 1200 0.01 0.00 42.34 0| 0 100 0 1400 Total 0| 0 58,048 0 Indicative a-t-m Vol 44.91 Underlying Price 2.034 Time to expiry: 654 Days Jun 12 1.33 0.94 65.74 0| 0 0 0 80 0.76 0.77 52.19 0| 0 0 0 160 0.52 0.64 45.21 0| 0 0 0 200 0.34 0.51 41.17 0| 0 0 0 240 0.23 0.39 40.74 0| 0 0 0 280 0.16 0.30 39.96 0| 0 0 0 320 0.09 0.19 41.84 0| 0 0 0 400 0.03 0.08 38.05 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.56 Underlying Price 2.034 Time to expiry: 843 Days Dec 12 1.36 0.93 65.00 0| 0 0 0 80 0.83 0.77 52.06 0| 0 0 0 160 0.58 0.66 44.83 0| 0 0 0 200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.40 0.54 41.24 0| 0 0 0 240 0.30 0.44 41.01 0| 0 0 0 280 0.24 0.38 39.21 0| 0 7,500 0 300 0.22 0.35 40.10 0| 0 0 0 320 0.14 0.25 42.19 0| 0 0 0 400 0.04 0.10 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 44.37 Underlying Price 2.034 Time to expiry: 1025 Days Jun 13 1.39 0.93 64.71 0| 0 0 0 80 0.88 0.78 51.87 0| 0 0 0 160 0.64 0.68 44.61 0| 0 0 0 200 0.47 0.57 41.38 0| 0 0 0 240 0.27 0.40 40.27 0| 0 0 0 320 0.19 0.30 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 46.39 Underlying Price 2.034 Time to expiry: 1207 Days Dec 13 1.42 0.92 64.49 0| 0 0 0 80 0.93 0.79 51.97 0| 0 0 0 160 0.52 0.59 41.59 0| 0 0 0 240 0.33 0.43 40.44 0| 0 0 0 320 0.24 0.34 42.19 0| 0 0 0 400 0.10 0.18 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 47.08 Underlying Price 2.034 Time to expiry: 1571 Days Dec 14 1.48 0.92 64.52 0| 0 0 0 80 1.03 0.80 52.49 0| 0 0 0 160 0.64 0.64 42.43 0| 0 0 0 240 0.43 0.50 40.86 0| 0 0 0 320 0.34 0.41 42.19 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 35| 40 878,140 +30 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 41 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alcatel-Lucent SA (100) (CG1) Indicative a-t-m Vol 42.52 Underlying Price 2.034 Time to expiry: 17 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 -0.08 41.42 0| 0 534 0 180 0.03 -0.25 48.87 0| 0 10 0 190 0.06 -0.41 43.58 0| 0 4,000 0 200 0.12 0.11 -0.62 40.05 0.12 0.12 120| 0 430 0 210 0.19 -0.78 43.73 0| 0 3,558 0 220 0.27 -0.90 41.48 0| 0 5,144 0 230 0.37 -0.97 40.03 0| 0 9,324 0 240 0.57 -1.00 40.38 0| 0 861 0 260 0.77 -1.00 39.91 0| 0 4,240 0 280 0.97 -1.00 39.60 0| 0 360 0 300 1.17 -1.00 39.43 0| 0 3 0 320 1.37 -1.00 39.37 0| 0 322 0 340 1.57 -1.00 39.41 0| 0 0 0 360 1.97 -1.00 39.71 0| 0 0 0 400 2.37 -1.00 40.25 0| 0 0 0 440 2.77 -1.00 41.00 0| 0 0 0 480 Total 120| 0 29,404 0 Indicative a-t-m Vol 41.69 Underlying Price 2.034 Time to expiry: 45 Days Oct 10 0.01 -0.03 58.00 0| 0 0 0 140 0.02 -0.10 57.31 0| 0 0 0 160 0.05 -0.22 51.62 0| 0 240 0 180 0.08 -0.32 50.43 0| 0 100 0 190 0.10 -0.42 41.60 0| 0 26,200 0 200 0.16 -0.55 41.88 0| 0 930 0 210 0.22 -0.68 40.33 0| 0 730 0 220 0.29 -0.81 37.06 0| 0 0 0 230 0.38 -0.88 37.90 0| 0 0 0 240 0.57 -0.98 34.54 0| 0 0 0 260 0.77 -1.00 36.36 0| 0 0 0 280 0.97 -1.00 41.00 0| 0 0 0 300 Total 0| 0 28,200 0 Indicative a-t-m Vol 46.47 Underlying Price 2.034 Time to expiry: 80 Days Nov 10 0.02 -0.06 58.00 0| 0 0 0 140 0.05 -0.15 57.07 0| 0 0 0 160 0.09 -0.26 51.29 0| 0 0 0 180 0.12 -0.34 50.11 0| 0 30 0 190 0.16 -0.42 48.15 0| 0 360 0 200 0.20 -0.52 42.55 0| 0 100 0 210 0.26 -0.62 41.44 0| 0 20 0 220 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.40 -0.79 38.65 0| 0 0 0 240 0.58 -0.90 38.03 0| 0 0 0 260 0.77 -0.95 40.00 0| 0 0 0 280 Total 0| 0 510 0 Indicative a-t-m Vol 44.39 Underlying Price 2.034 Time to expiry: 108 Days Dec 10 0.01 0.00 75.00 0| 0 0 0 40 0.01 -0.01 75.82 0| 0 0 0 80 0.02 -0.05 65.22 0| 0 305 0 120 0.07 -0.17 56.73 0| 0 3,050 0 160 0.11 -0.28 49.47 0| 0 820 0 180 0.18 -0.42 44.64 0| 0 2,006 0 200 0.29 -0.58 42.95 0| 0 21,230 0 220 0.43 -0.73 40.85 0| 0 433 0 240 0.59 -0.87 36.61 0| 0 6,200 0 260 0.77 -0.96 33.95 0| 0 224 0 280 1.17 -1.00 29.41 0| 0 8 0 320 1.37 -1.00 27.48 0| 0 0 0 340 1.57 -1.00 25.76 0| 0 16,300 0 360 1.97 -1.00 22.86 0| 0 202 0 400 2.37 -1.00 20.57 0| 0 2,500 0 440 2.77 -1.00 18.80 0| 0 5 0 480 2.97 -1.00 18.09 0| 0 5 0 500 3.57 -1.00 16.53 0| 0 5 0 560 3.97 -1.00 15.90 0| 0 0 0 600 5.97 -1.00 16.36 0| 0 0 0 800 7.97 -1.00 20.66 0| 0 0 0 1000 9.97 -1.00 27.17 0| 0 0 0 1200 11.97 -1.00 35.00 0| 0 0 0 1400 Total 0| 0 53,293 0 Indicative a-t-m Vol 45.49 Underlying Price 2.034 Time to expiry: 199 Days Mar 11 0.01 0.00 78.00 0| 0 0 0 40 0.01 -0.02 73.24 0| 0 0 0 80 0.04 -0.08 61.45 0| 0 1,027 0 120 0.11 -0.20 51.99 0| 0 1,037 0 160 0.17 -0.30 48.44 0| 0 520 0 180 0.25 -0.41 46.20 0| 0 400 0 200 0.34 -0.54 41.49 0| 0 160 0 220 0.48 -0.65 41.23 0| 0 0 0 240 0.63 -0.76 39.38 0| 0 0 0 260 0.80 -0.84 37.92 0| 0 0 0 280 1.17 -0.95 36.34 0| 0 0 0 320 1.57 -1.00 35.77 0| 0 0 0 360 1.97 -1.00 36.00 0| 0 0 0 400 Total 0| 0 3,144 0 Indicative a-t-m Vol 45.28 Underlying Price 2.034 Time to expiry: 290 Days Jun 11 0.01 -0.02 63.00 0| 0 0 0 80 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.06 -0.10 59.06 0| 0 251 0 120 0.15 -0.22 50.83 0| 0 555 0 160 0.21 -0.30 46.84 0| 0 120 0 180 0.30 -0.40 45.90 0| 0 945 0 200 0.39 -0.50 41.76 0| 0 240 0 220 0.52 -0.61 39.67 0| 0 429 0 240 0.66 -0.71 38.17 0| 0 14 0 260 0.82 -0.79 37.74 0| 0 530 0 280 1.18 -0.91 35.82 0| 0 0 0 320 1.57 -0.97 35.70 0| 0 0 0 360 1.97 -1.00 36.62 0| 0 0 0 400 2.37 -1.00 38.41 0| 0 0 0 440 2.77 -1.00 40.88 0| 0 0 0 480 Total 0| 0 3,084 0 Indicative a-t-m Vol 45.61 Underlying Price 2.034 Time to expiry: 472 Days Dec 11 0.05 -0.05 66.32 0| 0 21 0 80 0.10 -0.12 54.85 0| 0 0 0 120 0.23 -0.23 52.24 0| 0 0 0 160 0.38 -0.38 45.98 0| 0 0 0 200 0.60 -0.54 41.00 0| 0 39 0 240 0.90 -0.68 40.55 0| 0 0 0 280 1.23 -0.79 39.61 0| 0 10 0 320 1.98 -0.93 39.23 0| 0 0 0 400 2.97 -1.00 40.10 0| 0 0 0 500 3.97 -1.00 39.81 0| 0 0 0 600 5.97 -1.00 40.66 0| 0 200 0 800 7.97 -1.00 41.42 0| 0 0 0 1000 9.97 -1.00 41.91 0| 0 0 0 1200 11.97 -1.00 42.34 0| 0 0 0 1400 Total 0| 0 270 0 Indicative a-t-m Vol 44.91 Underlying Price 2.034 Time to expiry: 654 Days Jun 12 0.07 -0.06 65.74 0| 0 0 0 80 0.29 -0.24 52.19 0| 0 0 0 160 0.44 -0.36 45.21 0| 0 0 0 200 0.66 -0.50 41.17 0| 0 0 0 240 0.95 -0.62 40.74 0| 0 0 0 280 1.27 -0.73 39.96 0| 0 0 0 320 2.01 -0.85 41.84 0| 0 0 0 400 2.77 -0.99 37.00 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.56 Underlying Price 2.034 Time to expiry: 843 Days Dec 12 0.10 -0.07 65.00 0| 0 0 0 80 0.34 -0.23 52.06 0| 0 0 0 160 0.49 -0.35 44.83 0| 0 0 0 200 0.70 -0.47 41.24 0| 0 0 0 240 1.00 -0.58 41.01 0| 0 0 0 280 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.13 -0.64 39.21 0| 0 7,500 0 300 1.31 -0.68 40.10 0| 0 0 0 320 2.03 -0.80 42.19 0| 0 0 0 400 2.77 -0.98 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 44.37 Underlying Price 2.034 Time to expiry: 1025 Days Jun 13 0.13 -0.07 64.71 0| 0 0 0 80 0.38 -0.23 51.87 0| 0 0 0 160 0.53 -0.33 44.61 0| 0 0 0 200 0.74 -0.45 41.38 0| 0 0 0 240 1.34 -0.64 40.27 0| 0 0 0 320 2.06 -0.76 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 46.39 Underlying Price 2.034 Time to expiry: 1207 Days Dec 13 0.15 -0.08 64.49 0| 0 0 0 80 0.42 -0.22 51.97 0| 0 0 0 160 0.78 -0.43 41.59 0| 0 0 0 240 1.37 -0.61 40.44 0| 0 0 0 320 2.08 -0.73 42.19 0| 0 0 0 400 2.77 -0.95 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 47.08 Underlying Price 2.034 Time to expiry: 1571 Days Dec 14 0.19 -0.08 64.52 0| 0 0 0 80 0.49 -0.21 52.49 0| 0 0 0 160 0.85 -0.39 42.43 0| 0 0 0 240 1.42 -0.56 40.86 0| 0 0 0 320 2.11 -0.68 42.19 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 120| 0 125,405 0 Grand Total 155| 40 1,003,545 +30 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alcatel-Lucent SA European (CG3) Indicative a-t-m Vol 41.97 Underlying Price 2.034 Time to expiry: 17 Days Sep 10 1.63 1.00 75.00 0| 0 0 0 40 1.23 1.00 99.12 0| 0 0 0 80 0.83 1.00 81.29 0| 0 0 0 120 0.64 0.99 70.56 0| 0 0 0 140 0.44 0.97 60.46 0| 0 0 0 160 0.25 0.87 51.38 0| 0 0 0 180 0.17 0.76 47.26 0| 0 0 0 190 0.10 0.59 43.42 0| 0 885 0 200 0.04 0.37 38.60 0| 0 0 0 210 0.01 0.17 35.33 0| 0 150,100 0 220 0.01 0.05 32.96 0| 0 0 0 230 0.01 0.01 30.79 0| 0 210 0 240 0.01 0.00 25.98 0| 0 165 0 260 0.01 0.00 22.07 0| 0 100 0 280 0.01 0.00 18.98 0| 0 300 0 300 0.01 0.00 16.62 0| 0 1,226 0 320 0.01 0.00 14.95 0| 0 0 0 340 0.01 0.00 13.88 0| 0 80 0 360 0.01 0.00 13.37 0| 0 110 0 400 0.01 0.00 14.71 0| 0 1 0 440 0.01 0.00 16.00 0| 0 2,000 0 480 0.01 0.00 17.00 0| 0 2,000 0 500 0.01 0.00 18.00 0| 0 0 0 560 0.01 0.00 20.00 0| 0 0 0 600 0.01 0.00 22.00 0| 0 0 0 640 0.01 0.00 24.00 0| 0 0 0 720 0.01 0.00 26.00 0| 0 0 0 800 0.01 0.00 28.00 0| 0 0 0 900 0.01 0.00 30.00 0| 0 0 0 1000 0.01 0.00 32.00 0| 0 0 0 1200 0.01 0.00 34.00 0| 0 0 0 1400 Total 0| 0 157,177 0 Indicative a-t-m Vol 45.49 Underlying Price 2.034 Time to expiry: 199 Days Mar 11 1.64 1.00 78.00 0| 0 0 0 40 1.25 0.98 73.24 0| 0 0 0 80 0.88 0.92 61.45 0| 0 0 0 120 0.55 0.80 51.99 0| 0 0 0 160 0.41 0.70 48.44 0| 0 0 0 180 0.30 0.59 46.20 0| 0 0 0 200 0.19 0.47 41.49 0| 0 0 0 220 0.13 0.36 41.23 0| 0 900 0 240 0.08 0.25 39.38 0| 0 100 0 260 0.04 0.16 37.92 0| 0 0 0 280 0.01 0.06 36.34 0| 0 210 0 320 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.02 35.77 0| 0 260 0 360 0.01 0.01 36.00 0| 0 0 0 400 0.01 0.00 36.93 0| 0 0 0 440 0.01 0.00 38.37 0| 0 0 0 480 0.01 0.00 39.26 0| 0 0 0 500 0.01 0.00 45.06 0| 0 900 0 600 0.01 0.00 60.98 0| 0 0 0 800 Total 0| 0 2,370 0 Indicative a-t-m Vol 42.49 Underlying Price 2.034 Time to expiry: 381 Days Sep 11 1.26 0.98 54.00 0| 0 0 0 80 0.91 0.90 51.47 0| 0 0 0 120 0.63 0.78 49.03 0| 0 0 0 160 0.38 0.61 42.50 0| 0 0 0 200 0.23 0.45 42.40 0| 0 0 0 240 0.14 0.31 42.30 0| 0 1,000 0 280 0.08 0.20 41.00 0| 0 1,900 0 320 0.03 0.08 40.34 0| 0 0 0 400 0.01 0.02 39.55 0| 0 0 0 500 0.01 0.01 39.67 0| 0 0 0 600 0.01 0.00 41.65 0| 0 0 0 800 0.01 0.00 45.00 0| 0 18,000 0 1000 Total 0| 0 20,900 0 Indicative a-t-m Vol 45.88 Underlying Price 2.034 Time to expiry: 563 Days Mar 12 1.28 0.96 54.25 0| 0 0 0 80 0.96 0.88 51.24 0| 0 0 0 120 0.70 0.77 48.49 0| 0 0 0 160 0.49 0.64 46.00 0| 0 0 0 200 0.33 0.51 44.35 0| 0 0 0 240 0.22 0.38 43.03 0| 0 0 0 280 0.12 0.16 0.29 43.16 0.12 0.12 40,000| 0 0 0 320 0.07 0.16 41.89 0| 0 0 0 400 0.03 0.08 42.26 0| 0 0 0 500 0.01 0.04 41.80 0| 0 0 0 600 0.01 0.01 41.90 0| 0 0 0 800 0.01 0.00 42.76 0| 0 1 0 1000 0.01 0.00 44.06 0| 0 200 0 1200 Total 40,000| 0 201 0 Indicative a-t-m Vol 44.98 Underlying Price 2.034 Time to expiry: 752 Days Sep 12 1.30 0.95 53.43 0| 0 0 0 80 0.76 0.77 47.98 0| 0 0 0 160 0.55 0.65 45.04 0| 0 0 0 200 0.41 0.54 44.25 0| 0 0 0 240 0.30 0.44 43.49 0| 0 0 0 280 0.22 0.36 43.23 0| 0 0 0 320 0.12 0.22 42.06 0| 0 0 0 400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.06 0.13 41.14 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.97 Underlying Price 2.034 Time to expiry: 927 Days Mar 13 1.33 0.94 53.76 0| 0 0 0 80 0.81 0.77 47.65 0| 0 0 0 160 0.61 0.67 45.11 0| 0 0 0 200 0.46 0.56 43.22 0| 0 1 0 240 0.27 0.39 42.03 0| 0 1 0 320 0.17 0.27 42.51 0| 0 0 0 400 0.12 0.20 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.62 Underlying Price 2.034 Time to expiry: 1116 Days Sep 13 1.36 0.94 54.06 0| 0 0 0 80 0.87 0.78 47.82 0| 0 0 0 160 0.52 0.59 43.73 0| 0 0 0 240 0.33 0.43 42.84 0| 0 0 0 320 0.23 0.33 43.20 0| 0 0 0 400 0.16 0.25 43.53 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.86 Underlying Price 2.034 Time to expiry: 1298 Days Mar 14 1.38 0.93 53.93 0| 0 0 0 80 0.91 0.79 47.89 0| 0 0 0 160 0.58 0.62 44.11 0| 0 0 0 240 0.39 0.47 43.11 0| 0 30 0 320 0.28 0.37 43.48 0| 0 0 0 400 0.20 0.28 43.18 0| 0 0 0 480 Total 0| 0 30 0 Indicative a-t-m Vol 46.22 Underlying Price 2.034 Time to expiry: 1480 Days Sep 14 1.41 0.93 54.26 0| 0 20 0 80 0.97 0.79 48.41 0| 0 20 0 160 0.64 0.64 44.33 0| 0 20 0 240 0.47 0.51 44.32 0| 0 20 0 320 0.35 0.41 44.31 0| 0 20 0 400 0.26 0.33 44.20 0| 0 0 0 480 Total 0| 0 100 0 Indicative a-t-m Vol 46.78 Underlying Price 2.034 Time to expiry: 1662 Days Mar 15 1.44 0.93 55.01 0| 0 0 0 80 1.02 0.80 49.11 0| 0 0 0 160 0.70 0.66 44.78 0| 0 0 0 240 0.52 0.54 44.36 0| 0 0 0 320 0.39 0.44 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 40,000| 0 180,780 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Alcatel-Lucent SA European (CG3) Indicative a-t-m Vol 41.97 Underlying Price 2.034 Time to expiry: 17 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 0.02 -0.13 51.38 0| 0 100 0 180 0.03 -0.24 47.26 0| 0 0 0 190 0.06 -0.41 43.42 0| 0 720 0 200 0.11 -0.63 38.60 0| 0 0 0 210 0.18 -0.83 35.33 0| 0 150,200 0 220 0.27 -0.95 32.96 0| 0 0 0 230 0.37 -0.99 30.79 0| 0 346 0 240 0.57 -1.00 25.98 0| 0 200 0 260 0.77 -1.00 22.07 0| 0 1,765 0 280 0.97 -1.00 18.98 0| 0 1,550 0 300 1.17 -1.00 16.62 0| 0 300 0 320 1.37 -1.00 14.95 0| 0 0 0 340 1.57 -1.00 13.88 0| 0 1,000 0 360 1.97 -1.00 13.37 0| 0 11,000 0 400 2.37 -1.00 14.71 0| 0 0 0 440 2.76 -1.00 16.00 0| 0 0 0 480 2.96 -1.00 17.00 0| 0 40 0 500 3.56 -1.00 18.00 0| 0 1,000 0 560 3.96 -1.00 20.00 0| 0 360 0 600 4.36 -1.00 22.00 0| 0 0 0 640 5.16 -1.00 24.00 0| 0 200 0 720 5.96 -1.00 26.00 0| 0 150 0 800 6.96 -1.00 28.00 0| 0 40,440 0 900 7.96 -1.00 30.00 0| 0 540 0 1000 9.96 -1.00 32.00 0| 0 2 0 1200 11.96 -1.00 34.00 0| 0 800 0 1400 Total 0| 0 211,714 0 Indicative a-t-m Vol 45.49 Underlying Price 2.034 Time to expiry: 199 Days Mar 11 0.01 0.00 78.00 0| 0 0 0 40 0.01 -0.02 73.24 0| 0 0 0 80 0.04 -0.08 61.45 0| 0 0 0 120 0.11 -0.20 51.99 0| 0 0 0 160 0.17 -0.30 48.44 0| 0 0 0 180 0.25 -0.41 46.20 0| 0 0 0 200 0.34 -0.53 41.49 0| 0 0 0 220 0.48 -0.64 41.23 0| 0 1,650 0 240 0.63 -0.75 39.38 0| 0 0 0 260 0.80 -0.84 37.92 0| 0 2,615 0 280 1.16 -0.94 36.34 0| 0 210 0 320 1.55 -0.98 35.77 0| 0 400 0 360 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.95 -0.99 36.00 0| 0 0 0 400 2.34 -1.00 36.93 0| 0 500 0 440 2.74 -1.00 38.37 0| 0 0 0 480 2.94 -1.00 39.26 0| 0 0 0 500 3.94 -1.00 45.06 0| 0 0 0 600 5.93 -1.00 60.98 0| 0 1,000 0 800 Total 0| 0 6,375 0 Indicative a-t-m Vol 42.49 Underlying Price 2.034 Time to expiry: 381 Days Sep 11 0.01 -0.02 54.00 0| 0 0 0 80 0.06 -0.10 51.47 0| 0 0 0 120 0.17 -0.22 49.03 0| 0 0 0 160 0.32 -0.39 42.50 0| 0 3,140 0 200 0.57 -0.55 42.40 0| 0 0 0 240 0.87 -0.69 42.30 0| 0 325 0 280 1.21 -0.80 41.00 0| 0 60 0 320 1.94 -0.92 40.34 0| 0 0 0 400 2.91 -0.98 39.55 0| 0 200 0 500 3.89 -0.99 39.67 0| 0 0 0 600 5.87 -1.00 41.65 0| 0 0 0 800 7.84 -1.00 45.00 0| 0 0 0 1000 Total 0| 0 3,725 0 Indicative a-t-m Vol 45.88 Underlying Price 2.034 Time to expiry: 563 Days Mar 12 0.03 -0.04 54.25 0| 0 0 0 80 0.10 -0.12 51.24 0| 0 0 0 120 0.23 -0.23 48.49 0| 0 0 0 160 0.41 -0.36 46.00 0| 0 0 0 200 0.65 -0.49 44.35 0| 0 0 0 240 0.93 -0.62 43.03 0| 0 0 0 280 1.26 -0.71 43.16 0| 0 0 0 320 1.96 -0.84 41.89 0| 0 0 0 400 2.90 -0.92 42.26 0| 0 0 0 500 3.86 -0.96 41.80 0| 0 0 0 600 5.81 -0.99 41.90 0| 0 0 0 800 7.77 -1.00 42.76 0| 0 0 0 1000 9.73 -1.00 44.06 0| 0 0 0 1200 Total 0| 0 0 0 Indicative a-t-m Vol 44.98 Underlying Price 2.034 Time to expiry: 752 Days Sep 12 0.05 -0.05 53.43 0| 0 0 0 80 0.28 -0.23 47.98 0| 0 0 0 160 0.46 -0.35 45.04 0| 0 0 0 200 0.71 -0.46 44.25 0| 0 0 0 240 0.99 -0.56 43.49 0| 0 0 0 280 1.30 -0.64 43.23 0| 0 0 0 320 1.97 -0.78 42.06 0| 0 0 0 400 2.70 -0.87 41.14 0| 0 0 0 480 Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 44.97 Underlying Price 2.034 Time to expiry: 927 Days Mar 13 0.07 -0.06 53.76 0| 0 0 0 80 0.32 -0.23 47.65 0| 0 1 0 160 0.50 -0.33 45.11 0| 0 0 0 200 0.73 -0.44 43.22 0| 0 1 0 240 1.31 -0.61 42.03 0| 0 0 0 320 1.99 -0.73 42.51 0| 0 0 0 400 2.71 -0.80 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.62 Underlying Price 2.034 Time to expiry: 1116 Days Sep 13 0.08 -0.06 54.06 0| 0 0 0 80 0.35 -0.22 47.82 0| 0 0 0 160 0.77 -0.41 43.73 0| 0 1 0 240 1.34 -0.57 42.84 0| 0 1 0 320 2.00 -0.67 43.20 0| 0 1 0 400 2.70 -0.75 43.53 0| 0 0 0 480 Total 0| 0 3 0 Indicative a-t-m Vol 45.86 Underlying Price 2.034 Time to expiry: 1298 Days Mar 14 0.10 -0.07 53.93 0| 0 0 0 80 0.38 -0.21 47.89 0| 0 0 0 160 0.81 -0.38 44.11 0| 0 0 0 240 1.37 -0.53 43.11 0| 0 0 0 320 2.01 -0.63 43.48 0| 0 0 0 400 2.68 -0.72 43.18 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 46.22 Underlying Price 2.034 Time to expiry: 1480 Days Sep 14 0.12 -0.07 54.26 0| 0 0 0 80 0.41 -0.21 48.41 0| 0 20 0 160 0.83 -0.36 44.33 0| 0 20 0 240 1.40 -0.49 44.32 0| 0 20 0 320 2.02 -0.59 44.31 0| 0 20 0 400 2.68 -0.67 44.20 0| 0 0 0 480 Total 0| 0 80 0 Indicative a-t-m Vol 46.78 Underlying Price 2.034 Time to expiry: 1662 Days Mar 15 0.14 -0.07 55.01 0| 0 0 0 80 0.44 -0.20 49.11 0| 0 0 0 160 0.86 -0.34 44.78 0| 0 0 0 240 1.41 -0.46 44.36 0| 0 0 0 320 2.01 -0.56 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 0| 0 221,899 0 Grand Total 40,000| 0 402,679 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 30.49 Underlying Price 37.640 Time to expiry: 17 Days Sep 10 13.65 1.00 60.41 0| 0 0 0 2400 9.65 1.00 49.71 0| 0 0 0 2800 7.66 0.99 44.36 0| 0 0 0 3000 5.30 5.69 0.97 40.96 5.30 5.30 16| 0 32 0 3200 3.80 0.90 37.36 0| 0 48 0 3400 2.90 0.84 34.26 0| 0 30 0 3500 2.08 0.75 32.35 0| 0 59 0 3600 1.03 1.38 0.61 31.02 1.03 1.03 22| 13 584 +13 3700 0.60 0.85 0.46 30.19 0.82 0.60 33| 15 49 -6 3800 0.31 0.47 0.31 29.58 0.31 0.31 30| 0 546 0 3900 0.20 0.24 0.19 29.42 0.20 0.20 22| 0 3,266 0 4000 0.11 0.10 29.10 0| 0 1,587 0 4100 0.05 0.05 29.65 0| 6 1,455 +3 4200 0.04 0.03 32.25 0| 0 1,119 0 4300 0.03 0.02 35.15 0| 0 3,704 0 4400 0.02 0.01 40.51 0| 0 3,092 0 4600 0.01 0.01 46.31 0| 0 65 0 4800 0.01 0.00 53.23 0| 0 95 0 5200 0.01 0.00 57.25 0| 0 4 0 5600 0.01 0.00 60.15 0| 0 0 0 6000 0.01 0.00 64.61 0| 0 0 0 6400 0.01 0.00 67.74 0| 0 0 0 7200 0.01 0.00 72.20 0| 0 0 0 8000 Total 123| 34 15,735 +10 Indicative a-t-m Vol 30.83 Underlying Price 37.640 Time to expiry: 45 Days Oct 10 7.81 0.94 42.54 0| 0 0 0 3000 5.93 0.90 38.68 0| 0 70 0 3200 4.19 0.81 35.44 0| 0 45 0 3400 3.39 0.75 33.96 0| 0 11 0 3500 2.66 0.67 32.58 0| 0 30 0 3600 2.02 0.59 31.51 0| 0 14 0 3700 1.47 0.49 30.45 0| 0 20 0 3800 0.80 1.03 0.39 29.73 0.80 0.80 10| 0 1,040 0 3900 0.70 0.30 29.18 0| 0 102 0 4000 0.45 0.22 28.59 0| 2 52 -2 4100 0.27 0.15 27.76 0| 0 1,074 0 4200 0.17 0.10 27.84 0| 0 16 0 4300 0.09 0.06 27.54 0| 1 55 0 4400 0.04 0.03 28.74 0| 0 43 0 4600 0.02 0.01 30.34 0| 0 58 0 4800 0.01 0.01 36.00 0| 0 0 0 5200 Total 10| 3 2,630 -2 Indicative a-t-m Vol 32.30 Underlying Price 37.640 Time to expiry: 80 Days Nov 10 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.34 0.84 38.90 0| 0 0 0 3200 4.71 0.76 36.22 0| 0 0 0 3400 3.30 0.64 34.00 0| 0 0 0 3600 2.68 0.58 32.93 0| 0 0 0 3700 2.12 0.51 31.94 0| 0 0 0 3800 1.37 1.64 0.44 30.94 1.37 1.37 10| 0 70 -70 3900 1.02 1.23 0.36 30.16 1.02 1.02 30| 21 70 0 4000 0.81 0.93 0.30 29.84 0.81 0.81 10| 24 24 +24 4100 0.67 0.24 29.26 0| 20 72 +20 4200 0.34 0.14 28.63 0| 0 0 0 4400 0.16 0.07 27.96 0| 0 0 0 4600 Total 50| 65 236 -26 Indicative a-t-m Vol 32.80 Underlying Price 37.640 Time to expiry: 108 Days Dec 10 17.77 0.98 58.58 0| 0 0 0 2000 13.89 0.96 51.53 0| 0 0 0 2400 10.11 0.91 43.90 0| 0 0 0 2800 6.62 0.81 38.44 0| 0 56 0 3200 5.07 0.73 36.18 0| 0 0 0 3400 3.68 0.64 34.05 0| 0 20 0 3600 2.55 0.52 32.53 0| 1 4,941 +1 3800 1.60 0.39 30.51 0| 60 686 +60 4000 0.98 0.28 29.61 0| 0 1,180 0 4200 0.53 0.18 28.49 0| 0 631 0 4400 0.24 0.27 0.11 27.42 0.27 0.24 71| 0 4,253 0 4600 0.15 0.06 27.81 0| 10 8,600 0 4800 0.07 0.03 27.13 0| 0 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| 71 24,925 +61 Indicative a-t-m Vol 32.73 Underlying Price 37.640 Time to expiry: 199 Days Mar 11 14.19 0.93 46.23 0| 0 0 0 2400 10.61 0.87 41.18 0| 0 0 0 2800 7.36 0.77 37.17 0| 0 0 0 3200 5.92 0.71 35.39 0| 0 0 0 3400 4.61 0.63 33.70 0| 0 10 0 3600 3.52 0.54 32.52 0| 0 10 0 3800 2.61 0.45 31.48 0| 0 105 0 4000 1.84 0.36 30.27 0| 10 97 0 4200 1.25 0.28 29.24 0| 0 126 0 4400 0.83 0.20 28.49 0| 0 127 0 4600 0.54 0.15 28.03 0| 0 1,500 0 4800 0.23 0.07 27.64 0| 0 90 0 5200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.09 0.03 27.16 0| 0 30 0 5600 0.02 0.01 28.40 0| 0 0 0 6400 0.01 0.00 31.00 0| 0 0 0 7200 Total 0| 10 2,095 0 Indicative a-t-m Vol 33.06 Underlying Price 37.640 Time to expiry: 290 Days Jun 11 14.49 0.91 44.10 0| 0 0 0 2400 11.10 0.85 40.43 0| 0 0 0 2800 8.02 0.75 36.70 0| 0 0 0 3200 6.65 0.69 35.23 0| 0 0 0 3400 5.41 0.63 33.86 0| 0 0 0 3600 4.34 0.56 32.89 0| 0 500 0 3800 3.41 0.48 31.91 0| 0 1,165 0 4000 2.61 0.41 30.99 0| 0 1,281 0 4200 1.97 0.34 30.21 0| 0 81 0 4400 1.04 0.21 28.69 0| 0 32 0 4800 0.74 0.16 28.12 0| 0 50 0 5000 0.25 0.07 27.18 0| 0 109 0 5600 0.13 0.04 27.30 0| 0 12 0 6000 0.07 0.02 27.75 0| 0 0 0 6400 0.02 0.01 32.00 0| 0 0 0 8000 Total 0| 0 3,230 0 Indicative a-t-m Vol 33.92 Underlying Price 37.640 Time to expiry: 472 Days Dec 11 14.74 0.90 43.10 0| 0 0 0 2400 8.71 0.73 37.32 0| 0 0 0 3200 6.26 0.62 34.85 0| 0 0 0 3600 4.27 0.50 32.58 0| 0 500 0 4000 2.70 0.38 30.33 0| 0 1,200 0 4400 1.59 0.26 28.48 0| 0 0 0 4800 0.54 0.11 26.98 0| 0 750 0 5600 0.34 0.08 26.90 0| 0 0 0 6000 0.05 0.01 28.67 0| 0 0 0 8000 Total 0| 0 2,450 0 Indicative a-t-m Vol 33.26 Underlying Price 37.640 Time to expiry: 654 Days Jun 12 15.25 0.87 42.94 0| 0 0 0 2400 9.47 0.72 36.58 0| 0 0 0 3200 7.10 0.62 34.15 0| 0 0 0 3600 5.13 0.52 31.97 0| 0 750 0 4000 3.52 0.41 29.84 0| 0 0 0 4400 2.29 0.31 28.09 0| 0 0 0 4800 0.68 0.12 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Calls 254| 183 52,051 +43 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 30.49 Underlying Price 37.640 Time to expiry: 17 Days Sep 10 0.01 0.00 60.41 0| 0 0 0 2400 0.01 0.00 49.71 0| 0 25 0 2800 0.01 -0.01 44.36 0| 0 80 0 3000 0.05 -0.03 40.96 0| 0 811 0 3200 0.26 0.16 -0.10 37.36 0.26 0.26 11| 0 3,656 0 3400 0.42 0.25 -0.16 34.26 0.42 0.42 30| 31 36 -17 3500 0.70 0.43 -0.25 32.35 0.71 0.67 93| 0 2,669 0 3600 0.76 0.73 -0.39 31.02 0.76 0.76 12| 0 880 0 3700 1.62 1.20 -0.54 30.19 1.62 1.62 2| 0 178 0 3800 1.82 -0.69 29.58 0| 0 306 0 3900 3.13 2.60 -0.82 29.42 3.13 3.13 30| 0 1,151 0 4000 3.46 -0.90 29.10 0| 0 70 0 4100 5.20 4.41 -0.95 29.65 5.20 5.20 10| 0 65 0 4200 5.39 -0.97 32.25 0| 0 54 0 4300 6.38 -0.98 35.15 0| 0 568 0 4400 9.00 8.37 -0.99 40.51 9.00 9.00 9| 0 801 -42 4600 10.37 -0.99 46.31 0| 0 338 -72 4800 14.36 -1.00 53.23 0| 0 23 0 5200 18.36 -1.00 57.25 0| 0 0 0 5600 22.36 -1.00 60.15 0| 0 0 0 6000 26.36 -1.00 64.61 0| 0 0 0 6400 34.36 -1.00 67.74 0| 0 0 0 7200 42.36 -1.00 72.20 0| 0 0 0 8000 Total 197| 31 11,711 -131 Indicative a-t-m Vol 30.83 Underlying Price 37.640 Time to expiry: 45 Days Oct 10 0.15 0.15 -0.06 42.54 0.15 0.15 20| 0 50 0 3000 0.27 -0.10 38.68 0| 0 31 0 3200 0.56 0.52 -0.19 35.44 0.56 0.56 10| 0 30 0 3400 0.72 -0.25 33.96 0| 52 70 -14 3500 0.99 -0.33 32.58 0| 10 50 0 3600 1.60 1.36 -0.41 31.51 1.60 Q 1.42 Q 71| 0 1,272 0 3700 2.27 1.81 -0.51 30.45 2.27 2.27 10| 0 46 0 3800 2.37 -0.61 29.73 0| 11 46 +11 3900 3.64 3.03 -0.70 29.18 3.64 3.64 1| 0 36 0 4000 3.79 -0.79 28.59 0| 21 51 +1 4100 4.61 -0.86 27.76 0| 0 31 0 4200 5.51 -0.90 27.84 0| 0 0 0 4300 6.43 -0.94 27.54 0| 0 20 0 4400 8.38 -0.98 28.74 0| 0 2 0 4600 10.37 -0.99 30.34 0| 0 94 0 4800 14.36 -1.00 36.00 0| 0 0 0 5200 Total 112| 94 1,829 -2 Indicative a-t-m Vol 32.30 Underlying Price 37.640 Time to expiry: 80 Days Nov 10 0.66 0.65 -0.16 38.90 0.66 0.66 25| 0 0 0 3200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.01 -0.24 36.22 0| 0 11 0 3400 1.60 -0.36 34.00 0| 0 11 0 3600 1.98 -0.42 32.93 0| 0 0 0 3700 2.43 -0.49 31.94 0| 0 5 0 3800 2.94 -0.56 30.94 0| 0 80 0 3900 3.54 -0.64 30.16 0| 0 12 0 4000 4.24 -0.70 29.84 0| 0 0 0 4100 4.98 -0.77 29.26 0| 0 0 0 4200 6.65 -0.86 28.63 0| 0 0 0 4400 8.47 -0.93 27.96 0| 0 0 0 4600 Total 25| 0 119 0 Indicative a-t-m Vol 32.80 Underlying Price 37.640 Time to expiry: 108 Days Dec 10 0.08 -0.02 58.58 0| 0 20 0 2000 0.19 -0.04 51.53 0| 0 60 0 2400 0.42 0.40 -0.09 43.90 0.42 0.42 14| 0 27 0 2800 0.90 -0.19 38.44 0| 0 4,026 0 3200 1.34 -0.27 36.18 0| 0 2,053 0 3400 1.95 -0.37 34.05 0| 90 1,935 +90 3600 2.82 -0.48 32.53 0| 0 1,945 0 3800 3.87 -0.61 30.51 0| 0 9,876 0 4000 5.25 -0.72 29.61 0| 0 125 0 4200 6.81 -0.82 28.49 0| 0 2,752 0 4400 8.55 -0.90 27.42 0| 0 4,607 0 4600 10.45 -0.94 27.81 0| 0 3,086 0 4800 12.38 -0.98 27.13 0| 0 2,766 0 5000 14.36 -1.00 25.82 0| 0 159 0 5200 18.36 -1.00 25.60 0| 0 0 0 5600 22.36 -1.00 25.74 0| 0 0 0 6000 26.36 -1.00 26.31 0| 0 0 0 6400 34.36 -1.00 28.58 0| 0 0 0 7200 42.36 -1.00 32.00 0| 0 0 0 8000 Total 14| 90 33,437 +90 Indicative a-t-m Vol 32.73 Underlying Price 37.640 Time to expiry: 199 Days Mar 11 0.44 -0.07 46.23 0| 12 7 -4 2400 0.84 -0.13 41.18 0| 0 98 0 2800 1.77 1.59 -0.23 37.17 1.77 1.77 30| 0 160 0 3200 2.14 -0.30 35.39 0| 30 216 +30 3400 2.83 -0.38 33.70 0| 30 895 -9 3600 3.73 -0.46 32.52 0| 0 900 0 3800 4.82 -0.55 31.48 0| 0 61 0 4000 6.05 -0.64 30.27 0| 0 65 0 4200 7.45 -0.73 29.24 0| 0 0 0 4400 9.03 -0.80 28.49 0| 0 35 0 4600 10.75 -0.86 28.03 0| 0 0 0 4800 14.46 -0.94 27.64 0| 0 0 0 5200 18.36 -0.99 27.16 0| 0 0 0 5600 26.36 -1.00 28.40 0| 0 0 0 6400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 34.36 -1.00 31.00 0| 0 0 0 7200 Total 30| 72 2,437 +17 Indicative a-t-m Vol 33.06 Underlying Price 37.640 Time to expiry: 290 Days Jun 11 0.71 -0.09 44.10 0| 0 114 0 2400 1.29 -0.15 40.43 0| 0 170 0 2800 2.18 -0.25 36.70 0| 0 31 0 3200 2.80 -0.31 35.23 0| 0 58 0 3400 3.55 -0.38 33.86 0| 0 580 0 3600 4.47 -0.45 32.89 0| 0 590 0 3800 5.52 -0.52 31.91 0| 0 3,010 0 4000 6.72 -0.60 30.99 0| 0 1,250 0 4200 8.07 -0.67 30.21 0| 0 0 0 4400 11.14 -0.80 28.69 0| 0 0 0 4800 12.84 -0.85 28.12 0| 0 710 0 5000 18.42 -0.96 27.18 0| 0 0 0 5600 22.36 -0.99 27.30 0| 0 0 0 6000 26.36 -1.00 27.75 0| 0 0 0 6400 42.36 -1.00 32.00 0| 0 0 0 8000 Total 0| 0 6,513 0 Indicative a-t-m Vol 33.92 Underlying Price 37.640 Time to expiry: 472 Days Dec 11 1.48 -0.13 43.10 0| 0 0 0 2400 3.64 -0.29 37.32 0| 0 0 0 3200 5.24 -0.40 34.85 0| 0 0 0 3600 7.29 -0.52 32.58 0| 0 500 0 4000 9.72 -0.64 30.33 0| 0 1,000 0 4400 12.62 -0.75 28.48 0| 0 1,600 0 4800 19.55 -0.90 26.98 0| 0 0 0 5600 23.32 -0.93 26.90 0| 0 0 0 6000 42.86 -0.99 28.67 0| 0 0 0 8000 Total 0| 0 3,100 0 Indicative a-t-m Vol 33.26 Underlying Price 37.640 Time to expiry: 654 Days Jun 12 2.13 -0.15 42.94 0| 0 0 0 2400 4.35 -0.29 36.58 0| 0 0 0 3200 5.96 -0.39 34.15 0| 0 0 0 3600 7.96 -0.49 31.97 0| 0 750 0 4000 10.32 -0.60 29.84 0| 0 0 0 4400 13.08 -0.71 28.09 0| 0 0 0 4800 23.46 -0.90 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Puts 378| 287 59,896 -26 Grand Total 632| 470 111,947 +17 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 30.49 Underlying Price 37.640 Time to expiry: 17 Days Sep 10 13.65 1.00 60.41 0| 0 0 0 2400 9.65 1.00 49.71 0| 0 0 0 2800 7.66 0.99 44.36 0| 0 0 0 3000 5.69 0.97 40.96 0| 0 0 0 3200 3.80 0.90 37.36 0| 0 0 0 3400 2.90 0.84 34.26 0| 0 0 0 3500 2.08 0.75 32.35 0| 0 868 0 3600 1.38 0.61 31.02 0| 0 0 0 3700 0.85 0.46 30.19 0| 0 0 0 3800 0.47 0.31 29.58 0| 0 0 0 3900 0.24 0.19 29.42 0| 0 1 0 4000 0.11 0.10 29.10 0| 0 0 0 4100 0.05 0.05 29.65 0| 0 100 0 4200 0.04 0.03 32.25 0| 0 0 0 4300 0.03 0.02 35.15 0| 0 78 0 4400 0.02 0.01 40.51 0| 0 200 0 4600 0.01 0.01 46.31 0| 0 330 0 4800 0.01 0.00 53.23 0| 0 1,613 0 5200 0.01 0.00 57.25 0| 0 80 0 5600 0.01 0.00 60.15 0| 0 15 0 6000 0.01 0.00 64.61 0| 0 10 0 6400 0.01 0.00 67.74 0| 0 0 0 7200 0.01 0.00 72.20 0| 0 0 0 8000 Total 0| 0 3,295 0 Indicative a-t-m Vol 32.73 Underlying Price 37.640 Time to expiry: 199 Days Mar 11 14.13 0.93 46.23 0| 0 0 0 2400 10.56 0.87 41.18 0| 0 0 0 2800 7.32 0.77 37.17 0| 0 0 0 3200 5.88 0.70 35.39 0| 0 0 0 3400 4.59 0.62 33.70 0| 0 0 0 3600 3.50 0.54 32.52 0| 0 0 0 3800 2.59 0.45 31.48 0| 0 0 0 4000 1.83 0.36 30.27 0| 0 0 0 4200 1.24 0.28 29.24 0| 0 0 0 4400 0.82 0.20 28.49 0| 0 10 0 4600 0.53 0.15 28.03 0| 0 15 0 4800 0.22 0.07 27.64 0| 0 0 0 5200 0.08 0.03 27.16 0| 0 20 0 5600 0.04 0.02 27.65 0| 0 0 0 6000 0.02 0.01 28.40 0| 0 0 0 6400 0.01 0.00 31.00 0| 0 0 0 7200 0.01 0.00 34.73 0| 0 0 0 8000 Total 0| 0 45 0 Indicative a-t-m Vol 32.41 Underlying Price 37.640 Time to expiry: 381 Days Sep 11 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.60 0.89 40.90 0| 0 0 0 2400 7.62 0.71 35.54 0| 0 0 0 3200 5.25 0.59 33.22 0| 0 0 0 3600 3.40 0.46 31.25 0| 0 0 0 4000 2.05 0.33 29.63 0| 0 30 0 4400 1.16 0.22 28.34 0| 0 45 0 4800 0.32 0.08 26.68 0| 0 0 0 5600 0.17 0.05 26.25 0| 0 0 0 6000 0.01 0.00 27.61 0| 0 0 0 8000 Total 0| 0 75 0 Indicative a-t-m Vol 32.34 Underlying Price 37.640 Time to expiry: 563 Days Mar 12 14.25 0.87 39.35 0| 0 0 0 2400 8.68 0.71 35.19 0| 0 0 0 3200 6.37 0.61 33.10 0| 0 0 0 3600 4.49 0.50 31.24 0| 0 0 0 4000 3.03 0.39 29.67 0| 0 0 0 4400 1.95 0.29 28.41 0| 0 0 0 4800 0.47 0.10 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 30.49 Underlying Price 37.640 Time to expiry: 17 Days Sep 10 0.01 0.00 60.41 0| 0 0 0 2400 0.01 0.00 49.71 0| 0 0 0 2800 0.01 -0.01 44.36 0| 0 0 0 3000 0.05 -0.03 40.96 0| 0 25 0 3200 0.16 -0.10 37.36 0| 0 0 0 3400 0.25 -0.16 34.26 0| 0 0 0 3500 0.43 -0.25 32.35 0| 0 708 0 3600 0.73 -0.39 31.02 0| 0 0 0 3700 1.20 -0.54 30.19 0| 0 0 0 3800 1.82 -0.69 29.58 0| 0 0 0 3900 2.59 -0.81 29.42 0| 0 445 0 4000 3.46 -0.90 29.10 0| 0 0 0 4100 4.40 -0.95 29.65 0| 0 0 0 4200 5.39 -0.97 32.25 0| 0 0 0 4300 6.38 -0.98 35.15 0| 0 916 0 4400 8.37 -0.99 40.51 0| 0 1,316 0 4600 10.36 -0.99 46.31 0| 0 125 0 4800 14.35 -1.00 53.23 0| 0 110 0 5200 18.35 -1.00 57.25 0| 0 0 0 5600 22.35 -1.00 60.15 0| 0 0 0 6000 26.35 -1.00 64.61 0| 0 1,000 0 6400 34.34 -1.00 67.74 0| 0 0 0 7200 42.34 -1.00 72.20 0| 0 0 0 8000 Total 0| 0 4,645 0 Indicative a-t-m Vol 32.73 Underlying Price 37.640 Time to expiry: 199 Days Mar 11 0.44 -0.07 46.23 0| 0 0 0 2400 0.84 -0.13 41.18 0| 0 0 0 2800 1.59 -0.23 37.17 0| 0 200 0 3200 2.14 -0.30 35.39 0| 0 0 0 3400 2.83 -0.38 33.70 0| 0 10 0 3600 3.73 -0.46 32.52 0| 20 20 +20 3800 4.81 -0.55 31.48 0| 0 30 0 4000 6.04 -0.64 30.27 0| 0 0 0 4200 7.44 -0.72 29.24 0| 0 15 0 4400 9.01 -0.80 28.49 0| 0 564 0 4600 10.72 -0.85 28.03 0| 0 0 0 4800 14.38 -0.93 27.64 0| 0 0 0 5200 18.22 -0.97 27.16 0| 0 0 0 5600 22.16 -0.98 27.65 0| 0 0 0 6000 26.12 -0.99 28.40 0| 0 0 0 6400 34.07 -1.00 31.00 0| 0 0 0 7200 42.02 -1.00 34.73 0| 0 0 0 8000 Total 0| 20 839 +20 Indicative a-t-m Vol 32.41 Underlying Price 37.640 Time to expiry: 381 Days Sep 11 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.96 -0.11 40.90 0| 0 0 0 2400 2.89 -0.29 35.54 0| 0 110 0 3200 4.47 -0.41 33.22 0| 0 0 0 3600 6.58 -0.54 31.25 0| 0 60 0 4000 9.17 -0.67 29.63 0| 0 600 0 4400 12.24 -0.78 28.34 0| 0 0 0 4800 19.30 -0.92 26.68 0| 0 0 0 5600 23.09 -0.95 26.25 0| 0 0 0 6000 42.70 -1.00 27.61 0| 0 0 0 8000 Total 0| 0 770 0 Indicative a-t-m Vol 32.34 Underlying Price 37.640 Time to expiry: 563 Days Mar 12 1.44 -0.13 39.35 0| 0 0 0 2400 3.72 -0.29 35.19 0| 0 0 0 3200 5.33 -0.39 33.10 0| 0 0 0 3600 7.38 -0.50 31.24 0| 0 0 0 4000 9.84 -0.61 29.67 0| 0 0 0 4400 12.68 -0.71 28.41 0| 0 0 0 4800 22.97 -0.90 26.41 0| 0 0 0 6000 42.19 -0.98 27.89 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 20 6,254 +20 Grand Total 0| 20 9,669 +20 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 61 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Arcelor Mittal (100) (MI1) Indicative a-t-m Vol 36.53 Underlying Price 23.025 Time to expiry: 17 Days Sep 10 7.03 1.00 53.00 0| 0 0 0 1600 5.04 0.99 47.21 0| 0 0 0 1800 4.05 0.98 44.75 0| 0 0 0 1900 2.70 3.09 0.94 42.57 2.70 2.70 7| 0 0 0 2000 2.19 0.85 41.36 0| 0 0 0 2100 1.78 0.79 40.12 0| 0 0 0 2150 1.39 0.72 38.40 0| 0 0 0 2200 1.06 0.62 38.07 0| 0 0 0 2250 0.76 0.52 36.54 0| 0 25 0 2300 0.54 0.42 36.44 0| 0 122 0 2350 0.27 0.37 0.32 36.25 0.27 0.27 1| 2 356 +2 2400 0.19 0.25 0.23 36.46 0.19 0.19 20| 0 0 0 2450 0.14 0.16 35.09 0| 0 53 0 2500 0.10 0.04 0.06 34.17 0.10 0.10 4| 4 11,243 0 2600 0.01 0.02 33.41 0| 0 18 0 2700 0.01 0.00 32.80 0| 0 64 0 2800 0.01 0.00 31.99 0| 0 31 0 3000 0.01 0.00 31.67 0| 0 3,414 0 3200 0.01 0.00 31.77 0| 0 1,210 0 3400 0.01 0.00 32.26 0| 0 9 0 3600 0.01 0.00 34.19 0| 0 5,339 0 4000 0.01 0.00 37.17 0| 0 0 0 4400 0.01 0.00 41.00 0| 0 50 0 4800 Total 32| 6 21,934 +2 Indicative a-t-m Vol 38.55 Underlying Price 23.025 Time to expiry: 45 Days Oct 10 4.27 0.89 48.00 0| 0 0 0 1900 3.38 0.84 44.44 0| 0 0 0 2000 2.57 0.76 41.91 0| 0 0 0 2100 2.19 0.71 40.58 0| 0 0 0 2150 1.86 0.65 39.84 0| 0 0 0 2200 1.55 0.60 39.22 0| 0 0 0 2250 1.27 0.53 38.61 0| 0 0 0 2300 1.03 0.47 37.76 0| 0 0 0 2350 0.82 0.40 37.10 0| 0 10 0 2400 0.54 0.65 0.34 36.98 0.54 0.54 10| 0 0 0 2450 0.50 0.29 36.42 0| 0 0 0 2500 0.28 0.19 35.65 0| 0 0 0 2600 0.15 0.11 34.92 0| 0 0 0 2700 0.07 0.06 34.17 0| 0 0 0 2800 0.01 0.01 32.43 0| 0 90 0 3000 0.01 0.00 30.14 0| 0 0 0 3200 Total 10| 0 100 0 Indicative a-t-m Vol 40.11 Underlying Price 23.025 Time to expiry: 80 Days Nov 10 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.63 0.83 51.00 0| 0 0 0 1900 3.77 0.78 46.80 0| 0 0 0 2000 2.98 0.71 43.42 0| 0 0 0 2100 2.63 0.68 42.19 0| 0 0 0 2150 2.31 0.63 41.58 0| 0 0 0 2200 2.02 0.59 40.92 0| 0 0 0 2250 1.74 0.54 40.14 0| 0 0 0 2300 1.50 0.50 39.58 0| 0 0 0 2350 1.27 0.45 38.95 0| 0 0 0 2400 0.63 0.28 37.62 0| 0 0 0 2600 0.32 0.16 38.14 0| 0 0 0 2800 0.16 0.09 39.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 40.60 Underlying Price 23.025 Time to expiry: 108 Days Dec 10 11.11 0.98 66.00 0| 0 0 0 1200 9.17 0.96 58.68 0| 0 0 0 1400 7.28 0.93 52.89 0| 0 0 0 1600 5.51 0.86 48.23 0| 0 3,000 0 1800 3.91 0.76 44.86 0| 0 0 0 2000 3.20 0.70 43.22 0| 0 0 0 2100 2.56 0.62 41.79 0| 0 2 0 2200 2.01 0.55 40.64 0| 0 0 0 2300 1.52 0.46 39.21 0| 0 1,149 0 2400 0.83 0.31 37.66 0| 0 85 0 2600 0.44 0.19 37.03 0| 0 346 0 2800 0.20 0.10 35.83 0| 0 271 0 3000 0.09 0.05 35.32 0| 0 149 0 3200 0.04 0.02 35.09 0| 0 129 0 3400 0.02 0.01 35.12 0| 0 137 0 3600 0.01 0.00 35.79 0| 0 81 0 4000 0.01 0.00 37.13 0| 0 0 0 4400 0.01 0.00 39.00 0| 0 0 0 4800 Total 0| 0 5,349 0 Indicative a-t-m Vol 40.13 Underlying Price 23.025 Time to expiry: 199 Days Mar 11 9.32 0.93 55.00 0| 0 0 0 1400 7.55 0.89 50.30 0| 0 0 0 1600 5.90 0.82 46.54 0| 0 0 0 1800 4.43 0.73 43.71 0| 0 0 0 2000 3.78 0.67 42.44 0| 0 0 0 2100 3.18 0.62 41.06 0| 0 0 0 2200 2.65 0.56 40.15 0| 0 0 0 2300 2.20 0.50 39.56 0| 0 0 0 2400 1.44 0.38 37.94 0| 0 10 0 2600 0.91 0.27 36.88 0| 0 77 0 2800 0.56 0.19 36.07 0| 0 5 0 3000 0.34 0.13 35.53 0| 0 40 0 3200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 35.20 0| 0 0 0 3400 0.12 0.05 35.05 0| 0 0 0 3600 0.04 0.02 35.23 0| 0 0 0 4000 0.02 0.01 35.92 0| 0 40 0 4400 0.01 0.00 37.00 0| 0 0 0 4800 Total 0| 0 172 0 Indicative a-t-m Vol 39.98 Underlying Price 23.025 Time to expiry: 290 Days Jun 11 9.48 0.91 53.00 0| 0 0 0 1400 7.77 0.86 48.64 0| 0 0 0 1600 6.21 0.79 45.30 0| 0 0 0 1800 4.82 0.71 42.66 0| 0 0 0 2000 4.20 0.67 41.69 0| 0 0 0 2100 3.64 0.62 40.64 0| 0 0 0 2200 3.14 0.57 40.00 0| 0 0 0 2300 2.68 0.52 39.28 0| 0 100 0 2400 1.90 0.42 37.91 0| 0 0 0 2600 1.35 0.33 37.12 0| 45 145 +11 2800 0.94 0.25 36.48 0| 0 10 0 3000 0.64 0.19 36.05 0| 0 0 0 3200 0.30 0.10 35.67 0| 0 0 0 3600 0.14 0.05 35.78 0| 0 1,000 0 4000 0.04 0.02 37.00 0| 0 0 0 4800 Total 0| 45 1,255 +11 Indicative a-t-m Vol 40.68 Underlying Price 23.025 Time to expiry: 472 Days Dec 11 8.15 0.83 46.76 0| 0 0 0 1600 5.51 0.70 42.84 0| 0 0 0 2000 4.47 0.62 41.67 0| 0 0 0 2200 3.49 0.54 39.74 0| 0 1,250 0 2400 1.99 0.38 36.52 0| 0 1,000 0 2800 1.10 0.25 34.77 0| 0 0 0 3200 0.61 0.16 34.16 0| 0 120 0 3600 0.37 0.10 34.31 0| 0 0 0 4000 0.17 0.05 35.91 0| 0 0 0 4800 Total 0| 0 2,370 0 Indicative a-t-m Vol 41.56 Underlying Price 23.025 Time to expiry: 654 Days Jun 12 8.51 0.82 46.39 0| 0 0 0 1600 6.11 0.70 43.50 0| 0 0 0 2000 5.10 0.63 42.28 0| 0 0 0 2200 4.20 0.57 40.88 0| 0 0 0 2400 2.71 0.43 38.07 0| 0 0 0 2800 1.70 0.31 36.30 0| 0 0 0 3200 0.69 0.16 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 42| 51 31,180 +13 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 64 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Arcelor Mittal (100) (MI1) Indicative a-t-m Vol 36.53 Underlying Price 23.025 Time to expiry: 17 Days Sep 10 0.01 0.00 53.00 0| 0 461 0 1600 0.01 -0.01 47.21 0| 0 18 0 1800 0.02 -0.02 44.75 0| 0 10 0 1900 0.06 -0.06 42.57 0| 0 203 0 2000 0.17 -0.15 41.36 0| 0 230 0 2100 0.25 -0.21 40.12 0| 0 571 0 2150 0.36 -0.28 38.40 0| 0 2,305 0 2200 0.53 -0.38 38.07 0| 0 25 0 2250 0.73 -0.48 36.54 0| 0 15,863 0 2300 1.01 -0.58 36.44 0| 0 62 0 2350 1.34 -0.68 36.25 0| 0 220 0 2400 1.72 -0.77 36.46 0| 0 0 0 2450 2.11 -0.85 35.09 0| 0 20 0 2500 3.01 -0.94 34.17 0| 0 1,036 0 2600 3.98 -0.98 33.41 0| 0 0 0 2700 4.98 -1.00 32.80 0| 0 113 0 2800 6.98 -1.00 31.99 0| 0 119 0 3000 8.98 -1.00 31.67 0| 0 24 0 3200 10.98 -1.00 31.77 0| 0 4 0 3400 12.98 -1.00 32.26 0| 0 0 0 3600 16.98 -1.00 34.19 0| 0 0 0 4000 20.98 -1.00 37.17 0| 0 0 0 4400 24.98 -1.00 41.00 0| 0 0 0 4800 Total 0| 0 21,284 0 Indicative a-t-m Vol 38.55 Underlying Price 23.025 Time to expiry: 45 Days Oct 10 0.23 -0.11 48.00 0| 0 0 0 1900 0.34 -0.16 44.44 0| 0 0 0 2000 0.53 -0.24 41.91 0| 0 0 0 2100 0.66 -0.29 40.58 0| 0 0 0 2150 0.82 -0.35 39.84 0| 0 0 0 2200 1.01 -0.41 39.22 0| 0 0 0 2250 1.24 -0.47 38.61 0| 0 0 0 2300 1.49 -0.53 37.76 0| 0 0 0 2350 1.78 -0.60 37.10 0| 0 0 0 2400 2.11 -0.66 36.98 0| 0 120 0 2450 2.46 -0.72 36.42 0| 0 0 0 2500 3.24 -0.82 35.65 0| 0 0 0 2600 4.11 -0.89 34.92 0| 0 0 0 2700 5.03 -0.94 34.17 0| 0 0 0 2800 6.98 -0.99 32.43 0| 0 0 0 3000 8.98 -1.00 30.14 0| 0 0 0 3200 Total 0| 0 120 0 Indicative a-t-m Vol 40.11 Underlying Price 23.025 Time to expiry: 80 Days Nov 10 0.62 -0.18 51.00 0| 0 0 0 1900 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 -0.23 46.80 0| 0 0 0 2000 0.99 -0.30 43.42 0| 0 0 0 2100 1.14 -0.34 42.19 0| 0 0 0 2150 1.32 -0.38 41.58 0| 0 0 0 2200 1.54 -0.42 40.92 0| 0 0 0 2250 1.77 -0.47 40.14 0| 0 0 0 2300 2.03 -0.52 39.58 0| 0 0 0 2350 2.31 -0.56 38.95 0| 0 0 0 2400 3.68 -0.73 37.62 0| 0 0 0 2600 5.38 -0.85 38.14 0| 0 0 0 2800 7.22 -0.92 39.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 40.60 Underlying Price 23.025 Time to expiry: 108 Days Dec 10 0.08 -0.02 66.00 0| 0 416 0 1200 0.15 -0.04 58.68 0| 0 286 0 1400 0.34 0.28 -0.08 52.89 0.34 0.34 4| 0 460 0 1600 0.52 -0.15 48.23 0| 0 3,000 0 1800 0.94 -0.25 44.86 0| 0 363 0 2000 1.24 -0.31 43.22 0| 0 150 0 2100 1.60 -0.38 41.79 0| 0 489 0 2200 2.06 -0.46 40.64 0| 0 0 0 2300 2.57 -0.54 39.21 0| 0 1,135 0 2400 3.89 -0.69 37.66 0| 0 95 0 2600 5.49 -0.81 37.03 0| 0 124 0 2800 7.25 -0.90 35.83 0| 0 195 0 3000 9.14 -0.95 35.32 0| 0 24 0 3200 11.09 -0.98 35.09 0| 0 5 0 3400 13.06 -0.99 35.12 0| 0 0 0 3600 17.04 -1.00 35.79 0| 0 0 0 4000 21.03 -1.00 37.13 0| 0 0 0 4400 25.03 -1.00 39.00 0| 0 0 0 4800 Total 4| 0 6,742 0 Indicative a-t-m Vol 40.13 Underlying Price 23.025 Time to expiry: 199 Days Mar 11 0.40 -0.08 55.00 0| 0 0 0 1400 0.64 -0.13 50.30 0| 0 0 0 1600 1.00 -0.19 46.54 0| 0 0 0 1800 1.55 -0.28 43.71 0| 0 150 0 2000 1.91 -0.34 42.44 0| 0 0 0 2100 2.31 -0.39 41.06 0| 0 380 0 2200 2.78 -0.45 40.15 0| 0 81 0 2300 3.33 -0.51 39.56 0| 0 235 0 2400 4.58 -0.63 37.94 0| 0 49 0 2600 6.04 -0.73 36.88 0| 0 0 0 2800 7.69 -0.81 36.07 0| 0 2 0 3000 9.46 -0.88 35.53 0| 0 0 0 3200 11.31 -0.92 35.20 0| 0 0 0 3400 13.22 -0.95 35.05 0| 0 0 0 3600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.13 -0.98 35.23 0| 0 0 0 4000 21.09 -0.99 35.92 0| 0 0 0 4400 25.06 -1.00 37.00 0| 0 0 0 4800 Total 0| 0 897 0 Indicative a-t-m Vol 39.98 Underlying Price 23.025 Time to expiry: 290 Days Jun 11 0.65 -0.10 53.00 0| 0 0 0 1400 0.95 -0.15 48.64 0| 0 0 0 1600 1.40 -0.22 45.30 0| 0 0 0 1800 2.02 -0.30 42.66 0| 0 30 0 2000 2.40 -0.34 41.69 0| 0 0 0 2100 2.84 -0.39 40.64 0| 0 0 0 2200 3.34 -0.44 40.00 0| 0 0 0 2300 3.88 -0.49 39.28 0| 0 25 0 2400 5.10 -0.59 37.91 0| 0 0 0 2600 6.54 -0.68 37.12 0| 0 5 0 2800 8.12 -0.75 36.48 0| 0 0 0 3000 9.81 -0.82 36.05 0| 0 0 0 3200 13.45 -0.90 35.67 0| 0 0 0 3600 17.26 -0.95 35.78 0| 0 100 0 4000 25.10 -0.98 37.00 0| 0 0 0 4800 Total 0| 0 160 0 Indicative a-t-m Vol 40.68 Underlying Price 23.025 Time to expiry: 472 Days Dec 11 1.52 -0.18 46.76 0| 0 0 0 1600 2.88 -0.31 42.84 0| 0 0 0 2000 3.83 -0.38 41.67 0| 0 0 0 2200 4.83 -0.46 39.74 0| 0 1,250 0 2400 7.29 -0.62 36.52 0| 0 1,005 0 2800 10.35 -0.75 34.77 0| 0 0 0 3200 13.81 -0.84 34.16 0| 0 0 0 3600 17.51 -0.90 34.31 0| 0 0 0 4000 25.19 -0.95 35.91 0| 0 0 0 4800 Total 0| 0 2,255 0 Indicative a-t-m Vol 41.56 Underlying Price 23.025 Time to expiry: 654 Days Jun 12 2.09 -0.20 46.39 0| 0 0 0 1600 3.67 -0.31 43.50 0| 0 0 0 2000 4.64 -0.38 42.28 0| 0 0 0 2200 5.72 -0.44 40.88 0| 0 0 0 2400 8.16 -0.57 38.07 0| 0 0 0 2800 11.07 -0.69 36.30 0| 0 0 0 3200 17.90 -0.84 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 4| 0 31,458 0 Grand Total 46| 51 62,638 +13 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Arcelor Mittal European (MI3) Indicative a-t-m Vol 36.53 Underlying Price 23.025 Time to expiry: 17 Days Sep 10 11.03 1.00 69.19 0| 0 0 0 1200 9.03 1.00 60.30 0| 0 0 0 1400 7.03 1.00 53.00 0| 0 0 0 1600 5.04 0.99 47.21 0| 0 0 0 1800 4.05 0.98 44.75 0| 0 0 0 1900 3.09 0.94 42.57 0| 0 8 0 2000 2.19 0.85 41.36 0| 0 0 0 2100 1.78 0.79 40.12 0| 0 0 0 2150 1.39 0.72 38.40 0| 0 18 0 2200 1.06 0.62 38.07 0| 0 0 0 2250 0.76 0.52 36.54 0| 0 0 0 2300 0.54 0.42 36.44 0| 0 0 0 2350 0.37 0.32 36.25 0| 0 47,501 0 2400 0.25 0.23 36.46 0| 0 0 0 2450 0.14 0.16 35.09 0| 0 0 0 2500 0.04 0.06 34.17 0| 0 0 0 2600 0.01 0.02 33.41 0| 0 0 0 2700 0.01 0.00 32.80 0| 0 414 0 2800 0.01 0.00 31.99 0| 0 800 0 3000 0.01 0.00 31.67 0| 0 400 0 3200 0.01 0.00 31.77 0| 0 460 0 3400 0.01 0.00 32.26 0| 0 200 0 3600 0.01 0.00 34.19 0| 0 1,060 0 4000 0.01 0.00 37.17 0| 0 0 0 4400 0.01 0.00 41.00 0| 0 5 0 4800 Total 0| 0 50,866 0 Indicative a-t-m Vol 40.13 Underlying Price 23.025 Time to expiry: 199 Days Mar 11 11.04 0.95 60.96 0| 0 0 0 1200 9.19 0.92 55.00 0| 0 0 0 1400 7.44 0.87 50.30 0| 0 0 0 1600 5.82 0.81 46.54 0| 0 0 0 1800 4.37 0.72 43.71 0| 0 0 0 2000 3.74 0.67 42.44 0| 0 0 0 2100 3.14 0.61 41.06 0| 0 0 0 2200 2.62 0.55 40.15 0| 0 0 0 2300 2.17 0.49 39.56 0| 0 75 0 2400 1.43 0.37 37.94 0| 0 0 0 2600 0.90 0.27 36.88 0| 0 100 0 2800 0.55 0.19 36.07 0| 0 50 0 3000 0.33 0.13 35.53 0| 0 60 0 3200 0.20 0.08 35.20 0| 0 0 0 3400 0.12 0.05 35.05 0| 0 0 0 3600 0.04 0.02 35.23 0| 0 0 0 4000 0.02 0.01 35.92 0| 0 0 0 4400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 37.00 0| 0 0 0 4800 Total 0| 0 285 0 Indicative a-t-m Vol 40.47 Underlying Price 23.025 Time to expiry: 381 Days Sep 11 7.82 0.83 46.85 0| 0 0 0 1600 5.11 0.69 42.45 0| 0 0 0 2000 4.03 0.61 41.10 0| 0 0 0 2200 3.11 0.53 39.87 0| 0 10 0 2400 1.68 0.36 37.00 0| 0 0 0 2800 0.82 0.21 34.71 0| 0 624 0 3200 0.40 0.12 33.63 0| 0 90 0 3600 0.19 0.07 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 39.39 Underlying Price 23.025 Time to expiry: 563 Days Mar 12 8.21 0.81 46.82 0| 0 0 0 1600 5.62 0.69 41.98 0| 0 0 0 2000 4.53 0.62 40.09 0| 0 0 0 2200 3.64 0.54 38.73 0| 0 0 0 2400 2.25 0.40 36.46 0| 0 0 0 2800 1.31 0.27 34.73 0| 0 0 0 3200 0.75 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 69 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Arcelor Mittal European (MI3) Indicative a-t-m Vol 36.53 Underlying Price 23.025 Time to expiry: 17 Days Sep 10 0.01 0.00 69.19 0| 0 0 0 1200 0.01 0.00 60.30 0| 0 518 0 1400 0.01 0.00 53.00 0| 0 50 0 1600 0.01 -0.01 47.21 0| 0 500 0 1800 0.02 -0.02 44.75 0| 0 0 0 1900 0.06 -0.06 42.57 0| 0 426 0 2000 0.17 -0.15 41.36 0| 0 0 0 2100 0.25 -0.21 40.12 0| 0 0 0 2150 0.36 -0.28 38.40 0| 0 565 0 2200 0.53 -0.38 38.07 0| 0 0 0 2250 0.73 -0.48 36.54 0| 0 1 0 2300 1.01 -0.58 36.44 0| 0 0 0 2350 1.34 -0.68 36.25 0| 0 47,200 0 2400 1.72 -0.77 36.46 0| 0 0 0 2450 2.11 -0.84 35.09 0| 0 0 0 2500 3.01 -0.94 34.17 0| 0 330 0 2600 3.98 -0.98 33.41 0| 0 0 0 2700 4.97 -1.00 32.80 0| 0 364 0 2800 6.97 -1.00 31.99 0| 0 325 0 3000 8.97 -1.00 31.67 0| 0 889 0 3200 10.97 -1.00 31.77 0| 0 400 0 3400 12.97 -1.00 32.26 0| 0 115 0 3600 16.97 -1.00 34.19 0| 0 0 0 4000 20.97 -1.00 37.17 0| 0 610 0 4400 24.96 -1.00 41.00 0| 0 0 0 4800 Total 0| 0 52,293 0 Indicative a-t-m Vol 40.13 Underlying Price 23.025 Time to expiry: 199 Days Mar 11 0.25 -0.05 60.96 0| 0 2,093 0 1200 0.39 -0.08 55.00 0| 0 500 0 1400 0.64 -0.13 50.30 0| 0 2,500 0 1600 1.00 -0.19 46.54 0| 0 0 0 1800 1.54 -0.28 43.71 0| 0 1,500 0 2000 1.90 -0.33 42.44 0| 0 0 0 2100 2.30 -0.39 41.06 0| 0 200 0 2200 2.77 -0.45 40.15 0| 0 100 0 2300 3.32 -0.51 39.56 0| 0 93 0 2400 4.57 -0.63 37.94 0| 0 50 0 2600 6.03 -0.73 36.88 0| 0 218 0 2800 7.67 -0.81 36.07 0| 0 170 0 3000 9.44 -0.87 35.53 0| 0 0 0 3200 11.30 -0.92 35.20 0| 0 0 0 3400 13.20 -0.95 35.05 0| 0 50 0 3600 17.11 -0.98 35.23 0| 0 0 0 4000 21.06 -0.99 35.92 0| 0 0 0 4400 25.03 -1.00 37.00 0| 0 0 0 4800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 40.47 Underlying Price 23.025 Time to expiry: 381 Days Sep 11 1.21 -0.17 46.85 0| 0 0 0 1600 2.45 -0.31 42.45 0| 0 220 0 2000 3.35 -0.39 41.10 0| 0 0 0 2200 4.41 -0.47 39.87 0| 0 0 0 2400 6.93 -0.64 37.00 0| 0 40 0 2800 10.02 -0.79 34.71 0| 0 90 0 3200 13.55 -0.88 33.63 0| 0 0 0 3600 17.29 -0.93 33.00 0| 0 0 0 4000 25.06 -0.98 33.57 0| 0 0 0 4800 Total 0| 0 350 0 Indicative a-t-m Vol 39.39 Underlying Price 23.025 Time to expiry: 563 Days Mar 12 1.83 -0.19 46.82 0| 0 60 0 1600 3.16 -0.31 41.98 0| 0 32 0 2000 4.04 -0.38 40.09 0| 0 0 0 2200 5.11 -0.46 38.73 0| 0 0 0 2400 7.64 -0.60 36.46 0| 0 0 0 2800 10.63 -0.73 34.73 0| 0 0 0 3200 13.99 -0.82 33.64 0| 0 0 0 3600 17.57 -0.89 32.61 0| 0 0 0 4000 25.18 -0.95 33.33 0| 0 0 0 4800 Total 0| 0 92 0 Total Puts 0| 0 60,209 0 Grand Total 0| 0 112,084 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 37.24 Underlying Price 30.520 Time to expiry: 17 Days Sep 10 10.52 1.00 54.65 0| 0 0 0 2000 8.53 1.00 50.06 0| 0 0 0 2200 6.53 0.99 46.19 0| 0 0 0 2400 4.58 0.96 42.89 0| 0 2 0 2600 2.75 0.85 40.04 0| 0 0 0 2800 1.96 0.74 38.61 0| 0 0 0 2900 1.29 0.60 37.70 0| 0 1 0 3000 0.78 0.44 36.82 0| 0 0 0 3100 0.43 0.29 35.96 0| 0 3 0 3200 0.20 0.17 35.12 0| 0 0 0 3300 0.09 0.08 34.32 0| 0 1 0 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| 0 1,464 0 Indicative a-t-m Vol 34.02 Underlying Price 30.520 Time to expiry: 108 Days Dec 10 10.67 0.97 44.77 0| 0 0 0 2000 8.77 0.94 42.01 0| 0 0 0 2200 6.97 0.89 39.75 0| 0 0 0 2400 3.83 0.71 36.30 0| 0 0 0 2800 2.58 0.58 34.41 0| 0 0 0 3000 1.61 0.44 32.92 0| 0 0 0 3200 0.91 0.30 31.55 0| 0 310 0 3400 0.48 0.19 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 33.00 Underlying Price 30.520 Time to expiry: 199 Days Mar 11 10.97 0.93 43.66 0| 0 0 0 2000 9.20 0.89 41.68 0| 0 0 0 2200 7.52 0.84 39.53 0| 0 0 0 2400 4.56 0.68 35.33 0| 0 6 0 2800 3.33 0.59 33.44 0| 0 0 0 3000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.30 0.48 31.74 0| 0 0 0 3200 1.51 0.36 30.22 0| 0 0 0 3400 0.94 0.26 29.06 0| 0 52 0 3600 0.55 0.18 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 0.09 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 32.93 Underlying Price 30.520 Time to expiry: 290 Days Jun 11 11.33 0.90 43.60 0| 0 0 0 2000 9.66 0.86 41.61 0| 0 0 0 2200 8.06 0.81 39.46 0| 0 0 0 2400 5.19 0.68 35.26 0| 0 0 0 2800 3.98 0.59 33.37 0| 0 0 0 3000 2.93 0.50 31.67 0| 0 0 0 3200 2.07 0.41 30.15 0| 0 0 0 3400 1.42 0.32 28.99 0| 0 0 0 3600 0.94 0.24 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| 0 2,409 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 37.24 Underlying Price 30.520 Time to expiry: 17 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 0.05 -0.04 42.89 0| 0 0 0 2600 0.23 -0.15 40.04 0| 0 0 0 2800 0.43 -0.26 38.61 0| 0 0 0 2900 0.86 0.77 -0.40 37.70 0.86 0.86 2| 0 2 0 3000 1.26 -0.56 36.82 0| 0 0 0 3100 1.90 -0.71 35.96 0| 0 0 0 3200 2.68 -0.83 35.12 0| 0 250 0 3300 3.56 -0.92 34.32 0| 0 100 0 3400 4.50 -0.97 32.83 0| 0 0 0 3500 5.48 -0.99 31.41 0| 0 0 0 3600 6.48 -1.00 30.49 0| 0 0 0 3700 7.48 -1.00 30.04 0| 0 20 0 3800 9.48 -1.00 30.51 0| 0 0 0 4000 11.48 -1.00 30.91 0| 0 3 0 4200 13.48 -1.00 31.29 0| 0 0 0 4400 17.48 -1.00 31.73 0| 0 1 0 4800 25.48 -1.00 32.13 0| 0 0 0 5600 Total 2| 0 891 0 Indicative a-t-m Vol 34.02 Underlying Price 30.520 Time to expiry: 108 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 0.39 -0.11 39.75 0| 0 3 0 2400 1.24 -0.29 36.30 0| 0 0 0 2800 1.99 -0.42 34.41 0| 0 20 0 3000 3.45 3.02 -0.56 32.92 3.45 3.45 3| 0 12 0 3200 4.32 -0.70 31.55 0| 0 0 0 3400 5.89 -0.82 30.54 0| 0 0 0 3600 7.66 -0.90 30.20 0| 0 500 0 3800 9.54 -0.95 29.29 0| 0 0 0 4000 11.49 -0.99 28.93 0| 0 0 0 4200 13.48 -1.00 28.67 0| 0 0 0 4400 17.48 -1.00 28.58 0| 0 0 0 4800 25.48 -1.00 29.21 0| 0 0 0 5600 Total 3| 0 535 0 Indicative a-t-m Vol 33.00 Underlying Price 30.520 Time to expiry: 199 Days Mar 11 0.34 -0.07 43.66 0| 0 0 0 2000 0.57 -0.11 41.68 0| 0 3 0 2200 0.88 -0.16 39.53 0| 0 0 0 2400 1.90 -0.32 35.33 0| 0 5 0 2800 2.66 -0.42 33.44 0| 0 0 0 3000 3.63 -0.53 31.74 0| 0 1 0 3200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.84 -0.64 30.22 0| 0 20 0 3400 6.27 -0.74 29.06 0| 0 243 0 3600 7.89 -0.83 27.96 0| 0 0 0 3800 9.66 -0.90 27.13 0| 0 0 0 4000 11.54 -0.95 26.55 0| 0 0 0 4200 13.49 -0.98 26.15 0| 0 0 0 4400 17.48 -1.00 25.96 0| 0 0 0 4800 25.48 -1.00 27.68 0| 0 0 0 5600 Total 0| 0 272 0 Indicative a-t-m Vol 32.93 Underlying Price 30.520 Time to expiry: 290 Days Jun 11 0.64 -0.10 43.60 0| 0 3 0 2000 0.95 -0.14 41.61 0| 0 0 0 2200 1.34 -0.19 39.46 0| 0 0 0 2400 2.45 -0.32 35.26 0| 0 0 0 2800 3.22 -0.41 33.37 0| 0 0 0 3000 4.16 -0.50 31.67 0| 0 0 0 3200 5.29 -0.60 30.15 0| 0 0 0 3400 6.65 -0.69 28.99 0| 0 0 0 3600 8.17 -0.78 27.89 0| 0 0 0 3800 9.85 -0.85 27.06 0| 0 0 0 4000 13.53 -0.95 26.08 0| 0 0 0 4400 17.48 -1.00 25.89 0| 0 0 0 4800 Total 0| 0 3 0 Total Puts 5| 0 1,701 0 Grand Total 5| 0 4,110 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 44.39 Underlying Price 12.265 Time to expiry: 17 Days Sep 10 3.48 0.98 72.00 0| 0 0 0 880 2.69 0.97 61.73 0| 0 0 0 960 2.52 0.96 59.92 0| 0 0 0 977 1.39 0.85 51.05 0| 0 120 0 1100 0.98 0.74 48.45 0| 0 120 0 1150 0.83 0.68 48.44 0| 0 1,340 0 1172 0.63 0.61 45.36 0| 0 240 0 1200 0.37 0.44 43.57 0| 120 1,393 0 1250 0.19 0.28 42.27 0| 196 15,505 -44 1300 0.07 0.13 42.41 0| 120 10,139 +12 1368 0.05 0.10 44.01 0| 0 5,411 0 1400 0.02 0.04 43.75 0| 0 15,409 0 1466 0.01 0.02 45.00 0| 0 1,837 0 1500 0.01 0.01 44.79 0| 0 13,226 0 1563 0.01 0.00 46.63 0| 0 3,471 0 1661 0.01 0.00 48.97 0| 0 7,634 0 1759 0.01 0.00 50.05 0| 0 652 0 1800 0.01 0.00 51.62 0| 0 20,118 0 1856 0.01 0.00 52.91 0| 0 0 0 1900 0.01 0.00 54.55 0| 0 35,700 0 1954 0.01 0.00 57.64 0| 0 3,030 0 2052 0.01 0.00 60.84 0| 0 0 0 2150 0.01 0.00 67.33 0| 0 363 0 2345 0.01 0.00 80.00 0| 0 0 0 2736 Total 0| 436 135,708 -32 Indicative a-t-m Vol 44.17 Underlying Price 12.265 Time to expiry: 45 Days Oct 10 2.79 0.91 56.94 0| 0 0 0 960 2.44 0.87 55.95 0| 0 0 0 1000 1.59 0.77 48.63 0| 0 120 0 1100 1.23 0.68 46.86 0| 0 0 0 1150 0.92 0.59 44.94 0| 0 1,701 0 1200 0.66 0.48 43.51 0| 0 295 0 1250 0.44 0.38 41.98 0| 0 405 0 1300 0.28 0.28 40.67 0| 0 377 0 1350 0.18 0.20 40.14 0| 0 448 0 1400 0.10 0.13 39.19 0| 0 2,487 0 1450 0.05 0.07 37.10 0| 0 313 0 1500 0.03 0.05 38.18 0| 0 1 0 1550 0.02 0.03 38.25 0| 0 900 0 1600 0.01 0.01 39.10 0| 0 21 0 1700 0.01 0.00 41.00 0| 0 0 0 1800 Total 0| 0 7,068 0 Indicative a-t-m Vol 44.57 Underlying Price 12.265 Time to expiry: 80 Days Nov 10 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.95 0.86 55.99 0| 0 0 0 960 2.59 0.83 52.82 0| 0 0 0 1000 1.84 0.72 49.64 0| 0 65 0 1100 1.48 0.66 46.83 0| 0 0 0 1150 1.18 0.59 45.39 0| 0 2 0 1200 0.83 0.92 0.51 43.87 0.83 0.83 89| 100 190 +100 1250 0.69 0.43 42.26 0| 0 155 0 1300 0.35 0.27 39.64 0| 0 1 0 1400 0.17 0.16 38.35 0| 0 120 0 1500 0.07 0.08 37.23 0| 0 0 0 1600 Total 89| 100 533 +100 Indicative a-t-m Vol 44.65 Underlying Price 12.265 Time to expiry: 108 Days Dec 10 8.38 0.99 95.00 0| 0 0 0 391 7.61 0.99 87.14 0| 0 0 0 469 6.85 0.98 80.19 0| 0 0 0 547 6.47 0.98 77.01 0| 0 0 0 586 6.10 0.97 74.01 0| 0 75 0 625 5.35 0.96 66.99 0| 0 0 0 703 4.62 0.93 63.96 0| 0 0 0 782 3.93 0.89 60.45 0| 0 3 0 860 3.24 0.85 55.31 0| 0 10 0 938 2.92 0.82 54.27 0| 0 0 0 977 2.17 0.74 49.93 0| 0 2,764 0 1075 1.35 1.52 0.62 46.61 1.35 1.35 4| 0 3,201 0 1172 0.79 0.84 0.45 42.04 0.80 0.79 128| 101 11,907 +61 1300 0.58 0.35 40.33 0| 0 17,227 0 1368 0.25 0.20 37.93 0| 120 20,846 +120 1500 0.16 0.14 36.82 0| 120 43,395 +120 1563 0.12 0.11 36.47 0| 120 15,763 -115 1600 0.05 0.05 34.67 0| 0 34,225 0 1700 0.03 0.03 33.88 0| 0 21,031 0 1759 0.02 0.02 33.39 0| 0 15,799 0 1800 0.01 0.01 32.33 0| 0 3,750 0 1900 0.01 0.00 31.84 0| 0 39,420 0 1954 0.01 0.00 30.49 0| 0 7,876 0 2150 0.01 0.00 29.73 0| 0 1,125 0 2345 0.01 0.00 29.58 0| 0 53,880 0 2736 0.01 0.00 30.81 0| 0 605 0 3127 0.01 0.00 33.02 0| 0 25 0 3517 0.01 0.00 36.00 0| 0 25 0 3908 Total 132| 461 292,952 +186 Indicative a-t-m Vol 43.92 Underlying Price 12.265 Time to expiry: 199 Days Mar 11 4.02 0.85 56.52 0| 0 0 0 880 3.38 0.80 53.02 0| 0 0 0 960 3.07 0.77 51.15 0| 0 87 0 1000 2.38 0.69 47.95 0| 0 0 0 1100 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.76 0.60 44.65 0| 0 170 0 1200 1.24 0.49 41.96 0| 0 3,934 0 1300 0.81 0.84 0.39 39.76 0.81 0.81 1,509| 217 320 -117 1400 0.54 0.29 37.71 0| 120 7,356 +120 1500 0.33 0.20 36.40 0| 120 10,994 +62 1600 0.18 0.13 34.32 0| 0 12,437 0 1700 0.11 0.08 33.89 0| 0 475 0 1800 0.06 0.05 33.13 0| 0 1,954 0 1900 0.03 0.03 32.67 0| 0 5,435 0 2000 0.01 0.01 32.43 0| 0 85 0 2200 0.01 0.00 33.00 0| 0 229 0 2400 Total 1,509| 457 43,476 +65 Indicative a-t-m Vol 43.40 Underlying Price 12.265 Time to expiry: 290 Days Jun 11 8.41 0.99 74.00 0| 0 0 0 391 7.67 0.98 70.60 0| 0 0 0 469 6.94 0.97 67.02 0| 0 0 0 547 6.58 0.96 65.20 0| 0 0 0 586 5.52 0.93 59.15 0| 0 0 0 703 4.83 0.90 55.81 0| 0 79 0 782 4.20 0.86 53.65 0| 0 199 0 860 3.60 0.81 51.04 0| 0 111 0 938 3.31 0.79 49.91 0| 0 85 0 977 2.49 0.69 46.78 0| 0 12 0 1100 2.05 0.63 44.83 0| 0 233 0 1172 1.85 1.89 0.60 43.99 1.85 1.85 100| 0 3,737 0 1200 1.37 1.40 0.51 41.82 1.37 1.37 70| 0 283 0 1300 1.04 1.12 0.44 40.64 1.04 1.04 107| 0 3,225 0 1368 1.00 0.41 39.97 0| 0 2,831 0 1400 0.68 0.32 38.04 0| 0 8,832 0 1500 0.51 0.26 36.48 0| 0 27,017 0 1563 0.20 0.13 33.81 0| 0 2,083 0 1759 0.08 0.06 32.77 0| 0 1,535 0 1954 0.03 0.03 32.62 0| 0 430 0 2150 0.01 0.01 32.29 0| 0 3,054 0 2345 0.01 0.00 35.00 0| 0 0 0 3127 Total 277| 0 53,746 0 Indicative a-t-m Vol 43.79 Underlying Price 12.265 Time to expiry: 472 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 4.47 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0.91 0.34 37.72 0| 0 18,000 0 1563 0.81 0.31 37.07 0| 0 3,000 0 1600 0.49 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: 654 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 0.32 0.16 32.80 0| 0 0 0 1954 0.16 0.09 34.14 0| 0 0 0 2345 0.11 0.05 40.79 0| 0 0 0 3127 Total 0| 0 80 0 Indicative a-t-m Vol 42.48 Underlying Price 12.265 Time to expiry: 843 Days Dec 12 6.55 0.94 60.00 0| 0 0 0 600 5.03 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 0.50 0.20 33.34 0| 0 6,502 0 1954 0.34 0.15 33.11 0| 0 12,500 0 2150 0.29 0.13 34.36 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: 1025 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: 1207 Days Dec 13 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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: 1571 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 1.32 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 2,007| 1,454 681,597 +319 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 44.39 Underlying Price 12.265 Time to expiry: 17 Days Sep 10 0.01 -0.02 72.00 0| 0 5,305 0 880 0.02 -0.03 61.73 0| 0 320 0 960 0.03 -0.04 59.92 0| 0 6,826 0 977 0.12 -0.15 51.05 0| 0 2,592 0 1100 0.25 0.21 -0.26 48.45 0.28 0.25 6| 5 120 0 1150 0.29 -0.32 48.44 0| 0 14,856 0 1172 0.39 0.36 -0.39 45.36 0.39 0.39 81| 23 5,839 +13 1200 0.60 -0.56 43.57 0| 0 1,781 0 1250 0.97 0.93 -0.72 42.27 0.97 0.97 57| 100 16,883 +100 1300 1.49 -0.87 42.41 0| 0 7,510 0 1368 1.78 -0.90 44.01 0| 0 810 0 1400 2.41 -0.96 43.75 0| 0 3,515 0 1466 2.74 -0.98 45.00 0| 0 27 0 1500 3.37 -0.99 44.79 0| 0 7,250 0 1563 4.60 4.35 -1.00 46.63 4.65 4.60 103| 0 637 0 1661 5.33 -1.00 48.97 0| 0 427 0 1759 5.74 -1.00 50.05 0| 0 15 0 1800 6.30 -1.00 51.62 0| 0 1 0 1856 6.74 -1.00 52.91 0| 0 0 0 1900 7.28 -1.00 54.55 0| 0 11 0 1954 8.26 -1.00 57.64 0| 0 175 0 2052 9.24 -1.00 60.84 0| 0 160 0 2150 11.19 -1.00 67.33 0| 0 0 0 2345 15.10 -1.00 80.00 0| 0 0 0 2736 Total 247| 128 75,060 +113 Indicative a-t-m Vol 44.17 Underlying Price 12.265 Time to expiry: 45 Days Oct 10 0.12 -0.09 56.94 0| 0 0 0 960 0.17 -0.13 55.95 0| 0 250 0 1000 0.32 -0.24 48.63 0| 0 240 0 1100 0.46 -0.32 46.86 0| 0 0 0 1150 0.64 -0.41 44.94 0| 0 8,673 0 1200 0.88 -0.52 43.51 0| 300 487 +247 1250 1.17 -0.62 41.98 0| 0 160 0 1300 1.51 -0.72 40.67 0| 0 170 0 1350 1.91 -0.80 40.14 0| 0 54 0 1400 2.33 -0.87 39.19 0| 0 100 0 1450 2.78 -0.93 37.10 0| 0 329 0 1500 3.26 -0.95 38.18 0| 0 0 0 1550 3.75 -0.97 38.25 0| 0 84 0 1600 4.90 4.74 -0.99 39.10 4.90 4.90 3| 0 120 0 1700 5.74 -1.00 41.00 0| 0 0 0 1800 Total 3| 300 10,667 +247 Indicative a-t-m Vol 44.57 Underlying Price 12.265 Time to expiry: 80 Days Nov 10 0.27 -0.14 55.99 0| 0 0 0 960 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.31 -0.17 52.82 0| 0 240 0 1000 0.56 -0.28 49.64 0| 0 129 0 1100 0.70 -0.34 46.83 0| 0 63 0 1150 0.90 -0.41 45.39 0| 50 155 +5 1200 1.13 -0.49 43.87 0| 0 69 0 1250 1.40 -0.57 42.26 0| 0 95 0 1300 2.07 -0.73 39.64 0| 0 0 0 1400 2.88 -0.85 38.35 0| 0 0 0 1500 3.79 -0.93 37.23 0| 0 0 0 1600 Total 0| 50 751 +5 Indicative a-t-m Vol 44.65 Underlying Price 12.265 Time to expiry: 108 Days Dec 10 0.02 -0.01 95.00 0| 0 0 0 391 0.03 -0.01 87.14 0| 0 10 0 469 0.04 -0.02 80.19 0| 0 269 0 547 0.05 -0.02 77.01 0| 0 375 0 586 0.07 -0.03 74.01 0| 0 180 0 625 0.09 -0.04 66.99 0| 0 350 0 703 0.16 -0.07 63.96 0| 0 3,785 0 782 0.24 -0.11 60.45 0| 0 1,203 0 860 0.34 0.33 -0.15 55.31 0.34 0.33 200| 0 1,285 0 938 0.41 0.40 -0.18 54.27 0.41 0.41 120| 0 2,370 0 977 0.63 -0.26 49.93 0| 0 28,228 0 1075 0.95 -0.38 46.61 0| 300 13,260 0 1172 1.54 -0.55 42.04 0| 0 13,684 0 1300 1.96 -0.65 40.33 0| 0 29,599 0 1368 2.96 -0.81 37.93 0| 0 16,333 0 1500 3.49 -0.87 36.82 0| 0 18,777 0 1563 3.83 -0.89 36.47 0| 0 0 0 1600 4.76 -0.96 34.67 0| 0 10,801 0 1700 5.33 -0.98 33.88 0| 0 5,793 0 1759 5.74 -0.99 33.39 0| 0 1,815 0 1800 6.74 -1.00 32.33 0| 0 3 0 1900 7.28 -1.00 31.84 0| 0 3,750 0 1954 9.24 -1.00 30.49 0| 0 1,097 0 2150 11.19 -1.00 29.73 0| 0 267 0 2345 15.10 -1.00 29.58 0| 0 25 0 2736 19.01 -1.00 30.81 0| 0 0 0 3127 22.91 -1.00 33.02 0| 0 0 0 3517 26.82 -1.00 36.00 0| 0 0 0 3908 Total 320| 300 153,259 0 Indicative a-t-m Vol 43.92 Underlying Price 12.265 Time to expiry: 199 Days Mar 11 0.51 -0.15 56.52 0| 0 4,242 0 880 0.67 -0.20 53.02 0| 0 636 0 960 0.82 0.76 -0.23 51.15 0.82 0.75 300| 0 3,159 0 1000 1.06 -0.31 47.95 0| 0 2,884 0 1100 1.44 -0.40 44.65 0| 14 10,870 0 1200 2.05 1.92 -0.51 41.96 2.05 2.05 239| 0 380 0 1300 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.51 -0.62 39.76 0| 0 961 0 1400 3.21 -0.72 37.71 0| 0 4,129 0 1500 4.00 -0.81 36.40 0| 0 95 0 1600 4.86 -0.88 34.32 0| 0 160 0 1700 5.79 -0.93 33.89 0| 0 75 0 1800 6.75 -0.97 33.13 0| 0 0 0 1900 7.74 -0.99 32.67 0| 0 0 0 2000 9.74 -1.00 32.43 0| 0 0 0 2200 11.74 -1.00 33.00 0| 0 0 0 2400 Total 539| 14 27,591 0 Indicative a-t-m Vol 43.40 Underlying Price 12.265 Time to expiry: 290 Days Jun 11 0.08 -0.02 74.00 0| 0 81 0 391 0.14 -0.04 70.60 0| 0 0 0 469 0.22 -0.06 67.02 0| 0 0 0 547 0.26 -0.07 65.20 0| 0 2,100 0 586 0.40 -0.11 59.15 0| 0 170 0 703 0.53 -0.14 55.81 0| 0 237 0 782 0.72 -0.18 53.65 0| 400 840 +265 860 0.92 -0.23 51.04 0| 100 1,824 +100 938 1.04 -0.26 49.91 0| 0 6,044 0 977 1.50 -0.35 46.78 0| 0 897 0 1100 1.80 -0.41 44.83 0| 0 22,960 0 1172 1.94 -0.44 43.99 0| 0 6,226 0 1200 2.48 -0.53 41.82 0| 0 305 0 1300 2.89 -0.59 40.64 0| 0 5,596 0 1368 3.10 -0.62 39.97 0| 0 268 0 1400 3.80 -0.70 38.04 0| 0 109 0 1500 4.26 -0.76 36.48 0| 0 3,088 0 1563 5.93 -0.88 33.81 0| 0 211 0 1759 7.75 -0.94 32.77 0| 0 181 0 1954 9.66 -0.97 32.62 0| 0 190 0 2150 11.57 -0.99 32.29 0| 0 163 0 2345 19.33 -1.00 35.00 0| 0 43 0 3127 Total 0| 500 51,533 +365 Indicative a-t-m Vol 43.79 Underlying Price 12.265 Time to expiry: 472 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 1.11 -0.20 53.37 0| 0 160 0 860 1.35 -0.24 51.07 0| 0 362 0 938 1.48 -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| 0 7 0 1500 4.62 -0.67 37.72 0| 0 19,252 0 1563 4.89 -0.70 37.07 0| 0 0 0 1600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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| 0 55,621 0 Indicative a-t-m Vol 44.60 Underlying Price 12.265 Time to expiry: 654 Days Jun 12 0.83 -0.12 61.61 0| 0 0 0 600 1.45 -0.21 56.00 0| 0 0 0 800 3.02 -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 12.25 -0.92 34.14 0| 0 0 0 2345 19.85 -0.95 40.79 0| 0 0 0 3127 Total 0| 0 4 0 Indicative a-t-m Vol 42.48 Underlying Price 12.265 Time to expiry: 843 Days Dec 12 1.01 -0.13 60.00 0| 0 0 0 600 1.64 -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 8.68 -0.81 33.34 0| 0 3,026 0 1954 10.45 -0.86 33.11 0| 0 0 0 2150 12.30 -0.89 34.36 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: 1025 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: 1207 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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: 1571 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 1,109| 1,292 383,572 +730 Grand Total 3,116| 2,746 1,065,169 +1,049 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 44.39 Underlying Price 12.265 Time to expiry: 17 Days Sep 10 3.48 0.98 72.00 0| 0 0 0 880 2.90 0.97 64.28 0| 0 0 0 938 2.69 0.97 61.73 0| 0 0 0 960 2.52 0.96 59.92 0| 0 0 0 977 1.39 0.85 51.05 0| 0 0 0 1100 0.98 0.74 48.45 0| 0 0 0 1150 0.83 0.68 48.44 0| 0 0 0 1172 0.63 0.61 45.36 0| 0 0 0 1200 0.37 0.44 43.57 0| 0 0 0 1250 0.19 0.28 42.27 0| 0 0 0 1300 0.07 0.13 42.41 0| 0 4 0 1368 0.05 0.10 44.01 0| 0 600 0 1400 0.02 0.04 43.75 0| 0 6,551 0 1466 0.01 0.02 45.00 0| 0 0 0 1500 0.01 0.01 44.79 0| 0 43,910 0 1563 0.01 0.00 46.63 0| 0 3,831 0 1661 0.01 0.00 48.97 0| 0 25,418 0 1759 0.01 0.00 50.05 0| 0 34,000 0 1800 0.01 0.00 51.62 0| 0 3,568 0 1856 0.01 0.00 52.91 0| 0 0 0 1900 0.01 0.00 54.55 0| 0 1,117 0 1954 0.01 0.00 57.64 0| 0 857 0 2052 0.01 0.00 60.84 0| 0 1,322 0 2150 0.01 0.00 67.33 0| 0 707 0 2345 0.01 0.00 80.00 0| 0 0 0 2736 0.01 0.00 84.32 0| 0 0 0 2876 0.01 0.00 91.53 0| 0 0 0 3127 Total 0| 0 121,885 0 Indicative a-t-m Vol 44.00 Underlying Price 12.265 Time to expiry: 199 Days Mar 11 5.52 0.92 64.33 0| 0 0 0 703 4.83 0.89 60.70 0| 0 0 0 782 4.18 0.86 57.22 0| 0 0 0 860 3.55 0.81 53.93 0| 0 0 0 938 3.25 0.79 52.37 0| 0 0 0 977 2.38 0.69 47.95 0| 0 0 0 1100 1.92 0.63 45.54 0| 0 0 0 1172 1.24 0.49 41.96 0| 0 500 0 1300 0.95 0.42 40.30 0| 0 0 0 1368 0.54 0.29 37.71 0| 0 0 0 1500 0.39 0.23 36.57 0| 0 0 0 1563 0.18 0.13 34.59 0| 0 2,500 0 1700 0.13 0.10 34.12 0| 0 3,816 0 1759 0.10 0.08 33.55 0| 0 3,975 0 1800 0.06 0.05 33.04 0| 0 30 0 1900 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 32.77 0| 0 110 0 1954 0.01 0.01 32.34 0| 0 0 0 2150 0.01 0.01 32.72 0| 0 0 0 2345 0.01 0.00 35.41 0| 0 0 0 2736 0.01 0.00 40.12 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: 381 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 3.74 0.76 55.08 0| 0 0 0 938 3.48 0.74 53.54 0| 0 0 0 977 2.26 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: 563 Days Mar 12 6.47 0.90 62.64 0| 0 0 0 600 5.18 0.83 57.90 0| 0 0 0 782 4.62 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 0.04 0.03 36.00 0| 0 0 0 3127 0.03 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: 752 Days Sep 12 5.95 0.87 61.36 0| 0 0 0 600 4.71 0.80 55.07 0| 0 0 0 782 2.54 0.60 44.74 0| 0 0 0 1172 1.49 0.45 38.44 0| 0 0 0 1400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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: 927 Days Mar 13 6.14 0.87 59.67 0| 0 0 0 600 4.99 0.80 54.57 0| 0 0 0 782 2.78 0.61 43.36 0| 0 0 0 1172 1.72 0.47 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: 1116 Days Sep 13 5.65 0.86 60.71 0| 0 0 0 600 4.55 0.78 54.09 0| 0 0 0 782 2.52 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: 1298 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: 1480 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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: 1662 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 44.39 Underlying Price 12.265 Time to expiry: 17 Days Sep 10 0.01 -0.02 72.00 0| 0 0 0 880 0.02 -0.03 64.28 0| 0 0 0 938 0.02 -0.03 61.73 0| 0 0 0 960 0.03 -0.04 59.92 0| 0 225 0 977 0.12 -0.15 51.05 0| 0 0 0 1100 0.21 -0.26 48.45 0| 0 0 0 1150 0.29 -0.32 48.44 0| 0 450 0 1172 0.36 -0.39 45.36 0| 0 0 0 1200 0.60 -0.56 43.57 0| 0 0 0 1250 0.93 -0.72 42.27 0| 0 763 0 1300 1.49 -0.87 42.41 0| 0 2,156 0 1368 1.78 -0.90 44.01 0| 0 0 0 1400 2.41 -0.96 43.75 0| 0 9,367 0 1466 2.74 -0.98 45.00 0| 0 0 0 1500 3.36 -0.99 44.79 0| 0 40,002 0 1563 4.34 -1.00 46.63 0| 0 1,350 0 1661 5.32 -1.00 48.97 0| 0 25,040 0 1759 5.73 -1.00 50.05 0| 0 30,002 0 1800 6.29 -1.00 51.62 0| 0 2,400 0 1856 6.73 -1.00 52.91 0| 0 0 0 1900 7.27 -1.00 54.55 0| 0 420 0 1954 8.25 -1.00 57.64 0| 0 30 0 2052 9.23 -1.00 60.84 0| 0 0 0 2150 11.18 -1.00 67.33 0| 0 250 0 2345 15.09 -1.00 80.00 0| 0 1 0 2736 16.49 -1.00 84.32 0| 0 21 0 2876 19.00 -1.00 91.53 0| 0 50 0 3127 Total 0| 0 112,527 0 Indicative a-t-m Vol 44.00 Underlying Price 12.265 Time to expiry: 199 Days Mar 11 0.25 -0.08 64.33 0| 0 1 0 703 0.35 -0.11 60.70 0| 0 0 0 782 0.47 -0.14 57.22 0| 0 0 0 860 0.62 -0.19 53.93 0| 0 817 0 938 0.70 -0.21 52.37 0| 0 0 0 977 1.06 -0.31 47.95 0| 0 50 0 1100 1.32 -0.37 45.54 0| 0 225 0 1172 1.91 -0.51 41.96 0| 0 601 0 1300 2.30 -0.58 40.30 0| 0 690 0 1368 3.19 -0.71 37.71 0| 0 2,700 0 1500 3.68 -0.77 36.57 0| 0 4,650 0 1563 4.83 -0.87 34.59 0| 0 0 0 1700 5.37 -0.90 34.12 0| 0 1,260 0 1759 5.74 -0.92 33.55 0| 0 0 0 1800 6.69 -0.95 33.04 0| 0 0 0 1900 7.22 -0.96 32.77 0| 0 0 0 1954 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.14 -0.99 32.34 0| 0 0 0 2150 11.07 -0.99 32.72 0| 0 0 0 2345 14.95 -1.00 35.41 0| 0 0 0 2736 18.84 -1.00 40.12 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: 381 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 2.12 -0.40 46.69 0| 0 1,000 0 1172 3.15 -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: 563 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 1.70 -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 22.81 -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: 752 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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: 927 Days Mar 13 1.07 -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 -0.53 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: 1116 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: 1298 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: 1480 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: 1662 Days Mar 15 1.89 -0.15 59.23 0| 0 0 0 600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 42.53 Underlying Price 49.370 Time to expiry: 17 Days Sep 10 21.38 1.00 82.00 0| 0 0 0 2800 18.38 1.00 75.68 0| 0 9 0 3100 12.03 13.41 0.99 65.27 12.03 12.03 2| 0 2 0 3600 11.44 0.98 61.38 0| 0 0 0 3800 10.57 0.97 59.11 0| 0 0 0 3888 9.50 0.95 58.57 0| 0 0 0 4000 6.92 0.90 53.82 0| 0 101 0 4276 5.82 0.86 51.74 0| 0 1,050 0 4400 4.50 4.96 0.82 49.67 4.50 4.50 4| 0 132 0 4500 4.15 0.76 47.88 0| 0 1 0 4600 3.63 0.73 46.31 0| 0 4,300 0 4665 2.68 0.63 44.32 0| 0 356 0 4800 2.08 0.55 43.08 0| 0 1,490 0 4900 1.29 0.42 40.81 0| 20 7,795 -20 5054 0.77 0.29 39.64 0| 10 748 +7 5200 0.23 0.27 0.13 37.86 0.24 0.23 200| 20 6,719 -20 5443 0.11 0.14 0.07 38.15 0.12 0.11 200| 20 11,219 0 5600 0.02 0.02 34.27 0| 600 6,518 -478 5831 0.01 0.00 33.01 0| 0 4,662 0 6000 0.01 0.00 31.58 0| 0 1,781 0 6220 0.01 0.00 30.57 0| 0 276 0 6400 0.01 0.00 28.85 0| 0 0 0 6800 0.01 0.00 28.24 0| 0 471 0 6998 0.01 0.00 27.29 0| 0 410 0 7775 0.01 0.00 29.00 0| 0 80 0 8800 Total 406| 670 48,120 -511 Indicative a-t-m Vol 42.42 Underlying Price 49.370 Time to expiry: 45 Days Oct 10 10.02 0.88 55.29 0| 0 0 0 4000 8.27 0.83 51.94 0| 0 0 0 4200 6.62 0.78 48.84 0| 0 0 0 4400 5.83 0.74 47.19 0| 0 91 0 4500 5.14 0.70 46.73 0| 0 50 0 4600 4.42 0.65 45.00 0| 0 0 0 4700 3.77 0.60 43.79 0| 0 25 0 4800 2.90 3.20 0.55 42.93 2.95 2.73 30| 0 100 0 4900 2.64 0.50 41.54 0| 0 135 0 5000 1.70 0.38 39.24 0| 0 909 0 5200 1.05 0.28 37.70 0| 0 89 0 5400 0.60 0.18 36.38 0| 0 225 0 5600 0.35 0.12 36.11 0| 0 110 0 5800 0.17 0.07 34.98 0| 0 1,047 0 6000 0.04 0.02 33.97 0| 0 298 0 6400 0.01 0.00 34.00 0| 0 79 0 6800 Total 30| 0 3,158 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 94 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 42.61 Underlying Price 49.370 Time to expiry: 80 Days Nov 10 9.05 0.79 50.93 0| 0 0 0 4200 7.51 0.73 48.47 0| 0 0 0 4400 6.09 0.67 46.34 0| 0 0 0 4600 5.44 0.64 45.44 0| 0 0 0 4700 4.81 0.60 44.31 0| 0 0 0 4800 4.21 0.56 43.17 0| 0 0 0 4900 3.62 0.52 41.64 0| 0 10 0 5000 2.65 0.43 39.83 0| 10 20 +10 5200 1.87 0.35 38.21 0| 10 85 +10 5400 1.26 1.28 0.27 37.02 1.26 1.26 28| 0 1,583 0 5600 0.55 0.14 35.37 0| 0 178 0 6000 0.19 0.06 33.78 0| 0 0 0 6400 Total 28| 20 1,876 +20 Indicative a-t-m Vol 41.86 Underlying Price 49.370 Time to expiry: 108 Days Dec 10 33.94 0.99 99.00 0| 0 0 0 1555 30.14 0.98 90.10 0| 0 0 0 1944 28.23 0.98 83.96 0| 0 50 0 2138 26.35 0.97 80.17 0| 0 0 0 2333 22.63 0.96 72.49 0| 0 0 0 2721 18.95 0.93 64.84 0| 0 25 0 3110 15.44 0.89 59.37 0| 0 0 0 3499 12.04 0.84 53.68 0| 0 75 0 3888 11.11 0.81 51.98 0| 0 18 0 4000 8.95 0.75 48.86 0| 0 2,960 0 4276 8.04 0.72 47.59 0| 0 2,810 0 4400 6.21 0.64 44.76 0| 0 9,583 0 4665 5.02 0.58 42.83 0| 0 5,983 0 4860 4.18 0.53 41.06 0| 0 6,192 0 5000 3.21 0.45 39.52 0| 0 2,314 0 5200 2.22 0.36 37.60 0| 26 14,123 -26 5443 1.07 1.15 0.23 35.47 1.07 1.07 500| 250 23,019 +80 5831 0.73 0.84 0.18 34.93 0.73 0.73 1| 7 4,571 0 6000 0.53 0.13 33.83 0| 0 8,939 0 6220 0.35 0.09 33.05 0| 0 3,216 0 6400 0.18 0.05 33.74 0| 0 4,585 0 6803 0.08 0.02 33.52 0| 0 419 0 7200 0.03 0.01 33.90 0| 0 3,641 0 7775 0.01 0.00 36.14 0| 0 2,945 0 8747 0.01 0.00 41.00 0| 0 240 0 9719 Total 501| 283 95,708 +54 Indicative a-t-m Vol 41.82 Underlying Price 49.370 Time to expiry: 199 Days Mar 11 22.41 0.93 64.21 0| 0 0 0 2800 18.85 0.89 58.63 0| 0 0 0 3200 15.46 0.84 53.85 0| 0 0 0 3600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.78 12.28 0.78 49.48 11.78 11.78 2| 0 0 0 4000 10.88 0.74 48.20 0| 0 25 0 4200 9.42 0.70 45.91 0| 0 126 0 4400 8.16 0.65 44.76 0| 0 225 0 4600 6.91 0.60 42.73 0| 0 133 0 4800 4.80 0.49 40.07 0| 0 2,039 0 5200 2.92 3.12 0.38 37.36 2.92 2.92 10| 0 6,963 0 5600 1.91 0.27 35.33 0| 0 1,230 0 6000 1.10 0.18 33.76 0| 0 3,148 0 6400 0.31 0.07 31.49 0| 40 2,695 0 7200 0.09 0.02 30.78 0| 0 289 0 8000 0.03 0.01 31.00 0| 0 369 0 8800 Total 12| 40 17,242 0 Indicative a-t-m Vol 41.20 Underlying Price 49.370 Time to expiry: 290 Days Jun 11 30.30 0.98 69.20 0| 0 0 0 1944 28.50 0.97 67.00 0| 0 0 0 2138 26.71 0.96 64.82 0| 0 0 0 2333 23.21 0.93 60.21 0| 0 0 0 2721 19.82 0.90 55.79 0| 0 0 0 3110 16.61 0.85 52.12 0| 0 0 0 3499 13.57 0.79 48.42 0| 0 250 0 3888 10.83 0.72 45.45 0| 0 0 0 4276 10.02 0.70 44.72 0| 0 425 0 4400 8.42 0.64 43.09 0| 0 152 0 4665 7.61 0.61 42.08 0| 0 0 0 4800 5.53 0.51 39.51 0| 0 900 0 5200 4.45 0.45 38.05 0| 0 3,055 0 5443 3.03 0.35 36.03 0| 0 2,625 0 5831 2.55 0.31 35.28 0| 0 250 0 6000 1.95 0.26 34.11 0| 0 1,483 0 6220 0.77 0.13 32.00 0| 0 809 0 6998 0.25 0.05 30.11 0| 0 1,194 0 7775 Total 0| 0 11,143 0 Indicative a-t-m Vol 41.57 Underlying Price 49.370 Time to expiry: 472 Days Dec 11 28.93 0.95 66.00 0| 0 0 0 2138 27.20 0.94 63.51 0| 0 0 0 2333 23.95 0.90 59.54 0| 0 0 0 2721 20.79 0.87 55.38 0| 0 0 0 3110 17.82 0.82 51.87 0| 0 0 0 3499 14.95 0.77 48.29 0| 0 4 0 3888 12.36 0.70 45.38 0| 0 1,000 0 4276 10.07 0.64 42.94 0| 0 5,250 0 4665 6.32 0.49 39.01 0| 0 1,560 0 5443 5.72 0.46 38.52 0| 0 3,500 0 5600 4.84 0.42 37.29 0| 0 1,950 0 5831 4.24 0.38 36.45 0| 0 1,000 0 6000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.26 0.25 33.85 0| 0 4,175 0 6803 1.00 0.13 32.00 0| 0 227 0 7775 0.51 0.07 32.00 0| 0 150 0 8747 Total 0| 0 18,816 0 Indicative a-t-m Vol 41.30 Underlying Price 49.370 Time to expiry: 654 Days Jun 12 26.86 0.93 61.98 0| 0 0 0 2400 21.20 0.86 54.08 0| 0 0 0 3110 15.63 0.76 47.44 0| 0 0 0 3888 13.19 0.71 44.78 0| 0 0 0 4276 10.96 0.64 42.50 0| 0 0 0 4665 7.35 0.52 39.07 0| 0 0 0 5443 5.95 0.45 37.81 0| 0 0 0 5831 1.72 0.19 33.16 0| 0 0 0 7775 Total 0| 0 0 0 Indicative a-t-m Vol 41.15 Underlying Price 49.370 Time to expiry: 843 Days Dec 12 27.71 0.92 60.85 0| 0 0 0 2333 21.83 0.85 53.37 0| 0 0 0 3110 16.55 0.76 47.25 0| 0 0 0 3888 13.56 0.69 44.19 0| 0 0 0 4400 12.04 0.65 42.43 0| 0 0 0 4665 6.81 0.47 36.93 0| 0 2,550 0 5831 2.86 0.26 32.19 0| 0 4,000 0 7289 2.14 0.21 31.37 0| 0 10 0 7775 Total 0| 0 6,560 0 Indicative a-t-m Vol 40.94 Underlying Price 49.370 Time to expiry: 1025 Days Jun 13 21.27 0.84 52.26 0| 0 0 0 3200 16.15 0.75 46.20 0| 0 0 0 4000 13.93 0.69 44.14 0| 0 0 0 4400 11.80 0.64 41.64 0| 0 0 0 4800 8.11 0.52 37.54 0| 0 0 0 5600 6.62 0.46 35.83 0| 0 0 0 6000 2.30 0.22 31.36 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.91 Underlying Price 49.370 Time to expiry: 1207 Days Dec 13 27.77 0.92 59.34 0| 0 0 0 2333 22.32 0.84 52.50 0| 0 0 0 3110 17.36 0.76 46.44 0| 0 0 0 3888 13.23 0.66 42.20 0| 0 500 0 4665 8.06 0.50 36.66 0| 0 0 0 5831 3.08 0.27 31.24 0| 0 0 0 7775 0.41 0.05 28.04 0| 0 0 0 12000 Total 0| 0 500 0 Indicative a-t-m Vol 39.46 Underlying Price 49.370 Time to expiry: 1571 Days Dec 14 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 27.68 0.91 62.00 0| 0 0 0 2400 22.07 0.84 52.00 0| 0 0 0 3200 16.31 0.75 42.13 0| 0 0 0 4000 12.76 0.65 39.75 0| 0 0 0 4800 8.79 0.52 37.21 0| 0 0 0 6000 4.49 0.33 34.03 0| 0 0 0 8000 1.44 0.13 32.60 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 977| 1,013 203,123 -437 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 42.53 Underlying Price 49.370 Time to expiry: 17 Days Sep 10 0.01 0.00 82.00 0| 0 236 0 2800 0.01 0.00 75.68 0| 0 1,316 0 3100 0.03 -0.01 65.27 0| 0 4,898 0 3600 0.10 0.06 -0.02 61.38 0.10 0.10 44| 0 265 0 3800 0.12 0.08 -0.03 59.11 0.12 0.12 200| 0 682 0 3888 0.13 -0.05 58.57 0| 0 910 0 4000 0.37 0.30 -0.10 53.82 0.37 0.33 54| 75 3,217 0 4276 0.54 0.44 -0.14 51.74 0.54 0.54 1,325| 0 5,527 0 4400 0.58 -0.18 49.67 0| 0 2,423 0 4500 1.15 0.77 -0.24 47.88 1.15 0.76 70| 125 767 +37 4600 1.15 0.90 -0.27 46.31 1.15 1.15 1| 0 4,426 0 4665 1.30 -0.37 44.32 0| 0 3,367 0 4800 1.70 -0.45 43.08 0| 5 2,580 -5 4900 2.91 2.45 -0.58 40.81 2.91 2.91 13| 0 4,603 0 5054 3.38 -0.71 39.64 0| 15 4,446 -15 5200 5.32 -0.87 37.86 0| 0 3,227 0 5443 6.76 -0.93 38.15 0| 3 1,241 0 5600 8.95 -0.99 34.27 0| 0 63 0 5831 10.63 -1.00 33.01 0| 0 3 0 6000 12.83 -1.00 31.58 0| 0 41 0 6220 14.63 -1.00 30.57 0| 0 0 0 6400 18.63 -1.00 28.85