Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.10 Underlying Price 38.810 Time to expiry: 16 Days Sep 10 14.82 1.00 66.00 0| 0 0 0 2400 10.82 0.99 60.70 0| 0 0 0 2800 8.84 0.99 54.92 0| 0 0 0 3000 6.86 0.97 48.57 0| 0 0 0 3200 4.10 4.95 0.93 44.22 4.10 4.10 2| 0 74 0 3400 3.06 0.85 35.40 0| 0 165 0 3600 1.46 0.64 30.03 0| 0 152 0 3800 0.47 0.32 27.74 0| 2 100 0 4000 0.10 0.10 27.44 0| 0 1,562 0 4200 0.02 0.03 24.93 0| 0 310 0 4300 0.01 0.01 24.53 0| 0 51 0 4400 0.01 0.00 24.46 0| 0 0 0 4500 0.01 0.00 24.73 0| 0 61 0 4600 0.01 0.00 26.31 0| 0 46 0 4800 0.01 0.00 46.00 0| 0 40 0 5600 Total 2| 2 2,561 0 Indicative a-t-m Vol 32.31 Underlying Price 38.810 Time to expiry: 107 Days Dec 10 15.02 0.97 52.00 0| 0 0 0 2400 11.25 0.92 46.52 0| 0 0 0 2800 7.67 0.84 40.35 0| 0 17 0 3200 6.01 0.78 37.43 0| 0 25 0 3400 4.50 0.69 35.00 0| 0 30 0 3600 3.22 0.59 33.07 0| 0 1,553 0 3800 2.14 0.47 31.20 0| 0 1,505 0 4000 1.36 0.35 30.07 0| 0 242 0 4200 0.76 0.23 28.40 0| 0 212 0 4400 0.45 0.15 28.25 0| 0 6 0 4600 0.25 0.10 28.18 0| 0 100 0 4800 0.05 0.02 32.00 0| 0 20 0 5600 Total 0| 0 3,710 0 Indicative a-t-m Vol 32.15 Underlying Price 38.810 Time to expiry: 289 Days Jun 11 15.48 0.93 46.00 0| 0 0 0 2400 11.92 0.87 40.66 0| 0 0 0 2800 8.71 0.79 37.13 0| 0 275 0 3200 5.94 0.66 34.17 0| 20 20 0 3600 3.67 0.52 31.30 0| 0 110 0 4000 2.09 0.36 29.40 0| 0 110 0 4400 1.06 0.22 27.73 0| 0 90 0 4800 Total 0| 20 605 0 Indicative a-t-m Vol 32.22 Underlying Price 38.810 Time to expiry: 471 Days Dec 11 15.84 0.90 43.51 0| 0 0 0 2400 9.55 0.76 36.68 0| 0 0 0 3200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.99 0.65 34.05 0| 0 0 0 3600 5.82 0.59 32.74 0| 0 0 0 3800 4.79 0.53 31.45 0| 0 0 0 4000 3.19 0.41 29.90 0| 0 0 0 4400 2.02 0.30 28.56 0| 0 40 0 4800 Total 0| 0 40 0 Total Calls 2| 22 6,916 0 | Accor European Ex event package (AC2) Indicative a-t-m Vol 30.33 Underlying Price 38.810 Time to expiry: 16 Days Sep 10 22.81 1.00 73.07 0| 0 0 0 1600 18.81 1.00 70.82 0| 0 0 0 2000 14.82 1.00 65.00 0| 0 0 0 2400 10.82 1.00 56.63 0| 0 0 0 2800 8.83 0.99 50.17 0| 0 0 0 3000 6.84 0.98 43.99 0| 0 0 0 3200 4.89 0.95 39.00 0| 0 0 0 3400 3.04 0.86 34.15 0| 0 15 0 3600 1.51 0.64 31.62 0| 0 0 0 3800 0.49 0.32 28.43 0| 0 0 0 4000 0.13 0.11 29.10 0| 0 40 0 4200 Total 0| 0 55 0 Indicative a-t-m Vol 31.83 Underlying Price 38.810 Time to expiry: 198 Days Mar 11 22.92 0.99 62.01 0| 0 0 0 1600 19.07 0.97 55.54 0| 0 0 0 2000 15.34 0.93 49.74 0| 0 0 0 2400 11.71 0.88 43.80 0| 0 0 0 2800 8.37 0.80 38.81 0| 0 0 0 3200 6.84 0.74 36.65 0| 0 0 0 3400 5.39 0.67 34.21 0| 0 0 0 3600 4.11 0.59 32.15 0| 0 0 0 3800 3.12 0.50 31.36 0| 0 0 0 4000 2.34 0.41 30.95 0| 0 0 0 4200 1.78 0.34 31.20 0| 0 140 0 4400 1.37 0.28 31.65 0| 0 0 0 4600 0.98 0.21 31.17 0| 0 5 0 4800 Total 0| 0 145 0 Total Calls 0| 0 200 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.10 Underlying Price 38.810 Time to expiry: 16 Days Sep 10 0.01 0.00 66.00 0| 0 20 0 2400 0.01 -0.01 60.70 0| 0 95 0 2800 0.02 -0.01 54.92 0| 0 70 0 3000 0.05 -0.03 48.57 0| 0 102 0 3200 0.13 -0.07 44.22 0| 0 76 0 3400 0.24 -0.15 35.40 0| 0 382 0 3600 0.87 0.64 -0.36 30.03 0.88 0.77 51| 0 1,461 0 3800 1.65 -0.68 27.74 0| 0 128 0 4000 3.29 -0.90 27.44 0| 0 297 0 4200 4.21 -0.97 24.93 0| 0 0 0 4300 5.19 -0.99 24.53 0| 0 240 0 4400 6.19 -1.00 24.46 0| 0 0 0 4500 7.19 -1.00 24.73 0| 0 0 0 4600 9.19 -1.00 26.31 0| 0 164 0 4800 17.19 -1.00 46.00 0| 0 0 0 5600 Total 51| 0 3,035 0 Indicative a-t-m Vol 32.31 Underlying Price 38.810 Time to expiry: 107 Days Dec 10 0.16 -0.03 52.00 0| 0 50 0 2400 0.38 -0.08 46.52 0| 0 50 0 2800 0.80 -0.16 40.35 0| 25 532 +25 3200 1.14 -0.23 37.43 0| 0 1,705 0 3400 1.64 -0.31 35.00 0| 0 426 0 3600 2.50 2.36 -0.42 33.07 2.50 2.50 1| 0 2,976 0 3800 3.28 -0.54 31.20 0| 0 3,406 0 4000 4.51 -0.65 30.07 0| 0 100 0 4200 5.91 -0.77 28.40 0| 0 535 0 4400 7.60 -0.85 28.25 0| 0 32 0 4600 9.40 -0.91 28.18 0| 0 0 0 4800 17.20 -0.99 32.00 0| 0 0 0 5600 Total 1| 25 9,812 +25 Indicative a-t-m Vol 32.15 Underlying Price 38.810 Time to expiry: 289 Days Jun 11 0.78 -0.09 46.00 0| 0 0 0 2400 1.27 -0.15 40.66 0| 0 250 0 2800 2.15 -0.24 37.13 0| 0 120 0 3200 3.46 -0.36 34.17 0| 0 80 0 3600 5.26 -0.51 31.30 0| 0 136 0 4000 7.75 -0.66 29.40 0| 0 421 0 4400 10.75 -0.79 27.73 0| 0 20 0 4800 Total 0| 0 1,027 0 Indicative a-t-m Vol 32.22 Underlying Price 38.810 Time to expiry: 471 Days Dec 11 1.33 -0.12 43.51 0| 0 0 0 2400 3.10 -0.26 36.68 0| 0 0 0 3200 4.54 -0.36 34.05 0| 0 0 0 3600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.37 -0.42 32.74 0| 0 2,500 0 3800 6.33 -0.48 31.45 0| 0 0 0 4000 8.72 -0.60 29.90 0| 0 0 0 4400 11.54 -0.71 28.56 0| 0 0 0 4800 Total 0| 0 2,500 0 Total Puts 52| 25 16,374 +25 Grand Total 54| 47 23,290 +25 Accor European Ex event package (AC2) Indicative a-t-m Vol 30.33 Underlying Price 38.810 Time to expiry: 16 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 0.00 56.63 0| 0 335 0 2800 0.01 -0.01 50.17 0| 0 200 0 3000 0.03 -0.02 43.99 0| 0 255 0 3200 0.07 -0.05 39.00 0| 0 0 0 3400 0.22 -0.14 34.15 0| 0 40 0 3600 0.69 -0.36 31.62 0| 0 635 0 3800 1.67 -0.68 28.43 0| 0 0 0 4000 3.31 -0.89 29.10 0| 0 0 0 4200 Total 0| 0 1,975 0 Indicative a-t-m Vol 31.83 Underlying Price 38.810 Time to expiry: 198 Days Mar 11 0.11 -0.01 62.01 0| 0 60 0 1600 0.24 -0.03 55.54 0| 0 0 0 2000 0.49 -0.07 49.74 0| 0 80 0 2400 0.84 -0.12 43.80 0| 0 515 0 2800 1.47 -0.20 38.81 0| 0 0 0 3200 1.93 -0.26 36.65 0| 0 0 0 3400 2.47 -0.33 34.21 0| 0 0 0 3600 3.18 -0.41 32.15 0| 0 0 0 3800 4.18 -0.50 31.36 0| 0 0 0 4000 5.39 -0.59 30.95 0| 0 0 0 4200 6.83 -0.66 31.20 0| 0 25 0 4400 8.40 -0.72 31.65 0| 0 0 0 4600 10.00 -0.79 31.17 0| 0 0 0 4800 Total 0| 0 680 0 Total Puts 0| 0 2,655 0 Grand Total 54| 47 26,145 +25 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.43 Underlying Price 25.160 Time to expiry: 16 Days Sep 10 5.18 0.99 49.00 0| 0 0 0 2000 4.19 0.98 43.47 0| 0 0 0 2100 3.21 0.95 38.63 0| 0 0 0 2200 2.73 0.93 36.51 0| 0 30 0 2250 2.26 0.89 34.61 0| 0 40 0 2300 1.83 0.83 33.95 0| 0 70 0 2350 1.40 0.77 31.23 0| 0 11 0 2400 1.02 0.67 29.54 0| 0 0 0 2450 0.70 0.55 28.52 0| 0 41 0 2500 0.29 0.30 27.97 0| 0 40 0 2600 0.09 0.12 27.60 0| 0 0 0 2700 0.02 0.04 27.54 0| 0 0 0 2800 0.01 0.00 30.69 0| 0 0 0 3000 0.01 0.00 37.00 0| 0 0 0 3200 Total 0| 0 232 0 Indicative a-t-m Vol 34.62 Underlying Price 25.160 Time to expiry: 44 Days Oct 10 5.31 0.93 47.00 0| 0 0 0 2000 4.37 0.90 43.46 0| 0 0 0 2100 3.48 0.85 40.41 0| 0 0 0 2200 3.05 0.81 39.06 0| 0 0 0 2250 2.65 0.77 37.83 0| 0 0 0 2300 2.26 0.73 36.56 0| 0 0 0 2350 1.90 0.67 35.49 0| 0 0 0 2400 1.57 0.61 34.68 1,000| 0 0 0 2450 1.32 0.55 34.97 0| 0 72 0 2500 0.81 0.41 32.78 0| 0 21 0 2600 0.47 0.29 31.99 0| 0 0 0 2700 0.27 0.19 31.94 0| 0 0 0 2800 0.09 0.07 32.66 0| 0 0 0 3000 0.03 0.03 35.00 0| 0 0 0 3200 Total 1,000| 0 93 0 Indicative a-t-m Vol 34.54 Underlying Price 25.160 Time to expiry: 79 Days Nov 10 5.52 0.89 45.00 0| 0 0 0 2000 4.67 0.84 43.77 0| 0 0 0 2100 3.85 0.79 41.63 0| 0 0 0 2200 3.07 0.72 39.05 0| 0 0 0 2300 2.66 0.69 37.12 0| 0 0 0 2350 2.34 0.64 36.41 0| 0 0 0 2400 2.01 0.60 35.36 0| 0 0 0 2450 1.73 0.55 34.83 0| 0 0 0 2500 1.21 0.45 33.04 0| 0 0 0 2600 0.52 0.25 30.70 0| 0 0 0 2800 0.33 0.16 35.00 0| 0 0 0 3000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.28 Underlying Price 25.160 Time to expiry: 107 Days Dec 10 9.35 0.96 54.00 0| 0 0 0 1600 7.48 0.92 49.19 0| 0 0 0 1800 5.69 0.86 44.41 0| 0 21 0 2000 4.01 0.77 39.31 0| 0 60 0 2200 3.35 0.70 39.50 0| 0 0 0 2300 2.59 0.64 36.05 0| 0 0 0 2400 1.46 0.47 33.01 0| 0 1,020 0 2600 0.60 0.77 0.30 31.81 0.60 0.60 2| 0 0 0 2800 0.15 0.08 29.97 0| 0 0 0 3200 0.03 0.02 31.15 0| 0 0 0 3600 0.01 0.01 35.00 0| 0 0 0 4000 Total 2| 0 1,101 0 Indicative a-t-m Vol 33.94 Underlying Price 25.160 Time to expiry: 198 Days Mar 11 9.67 0.92 52.00 0| 0 0 0 1600 7.87 0.88 46.76 0| 0 0 0 1800 6.17 0.82 42.13 0| 0 14 0 2000 4.57 0.74 37.83 0| 0 20 0 2200 3.87 0.69 36.44 0| 0 0 0 2300 3.24 0.63 35.36 0| 0 0 0 2400 2.13 0.50 32.91 0| 0 0 0 2600 1.32 0.37 31.27 0| 0 0 0 2800 0.43 0.16 29.31 0| 0 0 0 3200 0.17 0.07 30.81 0| 0 0 0 3600 0.10 0.04 34.00 0| 0 0 0 4000 Total 0| 0 34 0 Indicative a-t-m Vol 33.63 Underlying Price 25.160 Time to expiry: 289 Days Jun 11 9.83 0.91 50.00 0| 0 0 0 1600 8.08 0.87 45.34 0| 0 0 0 1800 6.41 0.81 41.08 0| 0 0 0 2000 4.82 0.73 36.66 0| 0 0 0 2200 4.18 0.68 35.90 0| 0 0 0 2300 3.56 0.63 34.72 0| 0 0 0 2400 2.48 0.52 32.84 0| 0 0 0 2600 1.64 0.40 31.09 0| 20 20 +20 2800 0.65 0.21 29.35 0| 0 0 0 3200 0.37 0.12 31.83 0| 0 0 0 3600 0.30 0.09 36.00 0| 0 0 0 4000 Total 0| 20 20 +20 Indicative a-t-m Vol 35.15 Underlying Price 25.160 Time to expiry: 471 Days Dec 11 10.09 0.89 46.86 0| 0 0 0 1600 6.84 0.78 39.19 0| 0 0 0 2000 5.52 0.71 37.38 0| 0 0 0 2200 4.36 0.63 35.82 0| 0 0 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.37 0.30 31.23 0| 0 0 0 3200 0.71 0.16 35.42 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.43 Underlying Price 25.160 Time to expiry: 653 Days Jun 12 10.38 0.87 47.31 0| 0 0 0 1600 7.28 0.77 39.78 0| 0 0 0 2000 6.00 0.70 37.76 0| 0 0 0 2200 4.88 0.63 36.10 0| 0 0 0 2400 1.84 0.34 31.50 0| 0 0 0 3200 1.11 0.22 35.53 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 1,002| 20 1,480 +20 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.43 Underlying Price 25.160 Time to expiry: 16 Days Sep 10 0.01 -0.01 49.00 0| 0 0 0 2000 0.02 -0.02 43.47 0| 0 0 0 2100 0.04 -0.05 38.63 0| 0 24 0 2200 0.06 -0.07 36.51 0| 0 0 0 2250 0.10 -0.11 34.61 0| 0 20 0 2300 0.17 -0.17 33.95 0| 0 20 0 2350 0.24 -0.23 31.23 0| 0 0 0 2400 0.35 -0.33 29.54 0| 0 0 0 2450 0.54 -0.45 28.52 0| 0 20 0 2500 1.12 -0.70 27.97 0| 0 20 0 2600 1.93 -0.88 27.60 0| 0 0 0 2700 2.86 -0.96 27.54 0| 0 0 0 2800 4.84 -1.00 30.69 0| 0 0 0 3000 6.84 -1.00 37.00 0| 0 0 0 3200 Total 0| 0 104 0 Indicative a-t-m Vol 34.62 Underlying Price 25.160 Time to expiry: 44 Days Oct 10 0.14 -0.07 47.00 0| 0 0 0 2000 0.20 -0.10 43.46 0| 0 0 0 2100 0.31 -0.15 40.41 0| 0 0 0 2200 0.38 -0.19 39.06 0| 0 14 0 2250 0.47 -0.23 37.83 0| 0 40 0 2300 0.58 -0.27 36.56 0| 0 0 0 2350 0.94 0.72 -0.33 35.49 0.94 0.94 1,016| 0 13 0 2400 0.90 -0.39 34.68 0| 0 6 0 2450 1.14 -0.45 34.97 0| 0 0 0 2500 1.63 -0.59 32.78 0| 0 1 0 2600 2.30 -0.72 31.99 0| 0 0 0 2700 3.10 -0.82 31.94 0| 0 0 0 2800 4.91 -0.93 32.66 0| 0 0 0 3000 6.86 -0.97 35.00 0| 0 0 0 3200 Total 1,016| 0 74 0 Indicative a-t-m Vol 34.54 Underlying Price 25.160 Time to expiry: 79 Days Nov 10 0.33 -0.11 45.00 0| 0 0 0 2000 0.48 -0.16 43.77 0| 0 0 0 2100 0.66 -0.21 41.63 0| 0 0 0 2200 0.87 -0.28 39.05 0| 0 0 0 2300 0.97 -0.31 37.12 0| 0 0 0 2350 1.14 -0.36 36.41 0| 0 0 0 2400 1.31 -0.40 35.36 0| 0 0 0 2450 1.53 -0.45 34.83 0| 0 0 0 2500 2.01 -0.55 33.04 0| 0 0 0 2600 3.32 -0.75 30.70 0| 0 0 0 2800 5.14 -0.84 35.00 0| 0 0 0 3000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.28 Underlying Price 25.160 Time to expiry: 107 Days Dec 10 0.15 -0.04 54.00 0| 0 0 0 1600 0.28 -0.08 49.19 0| 0 80 0 1800 0.49 -0.14 44.41 0| 0 40 0 2000 0.79 -0.23 39.31 0| 0 193 0 2200 1.13 -0.30 39.50 0| 0 0 0 2300 1.37 -0.36 36.05 0| 0 1,000 0 2400 2.24 -0.53 33.01 0| 0 20 0 2600 3.55 -0.70 31.81 0| 0 12 0 2800 6.94 -0.92 29.97 0| 0 0 0 3200 10.84 -0.99 31.15 0| 0 0 0 3600 14.84 -1.00 35.00 0| 0 0 0 4000 Total 0| 0 1,345 0 Indicative a-t-m Vol 33.94 Underlying Price 25.160 Time to expiry: 198 Days Mar 11 0.43 -0.08 52.00 0| 0 0 0 1600 0.62 -0.12 46.76 0| 0 0 0 1800 0.90 -0.18 42.13 0| 0 0 0 2000 1.30 -0.26 37.83 0| 0 10 0 2200 1.60 -0.31 36.44 0| 0 0 0 2300 1.96 -0.37 35.36 0| 0 10 0 2400 2.85 -0.50 32.91 0| 0 0 0 2600 4.04 -0.63 31.27 0| 20 40 +20 2800 7.16 -0.85 29.31 0| 0 0 0 3200 10.92 -0.94 30.81 0| 0 0 0 3600 14.86 -0.97 34.00 0| 0 0 0 4000 Total 0| 20 60 +20 Indicative a-t-m Vol 33.63 Underlying Price 25.160 Time to expiry: 289 Days Jun 11 0.76 -0.12 50.00 0| 0 0 0 1600 1.04 -0.16 45.34 0| 0 0 0 1800 1.41 -0.22 41.08 0| 0 40 0 2000 1.87 -0.30 36.66 0| 0 20 0 2200 2.25 -0.35 35.90 0| 20 20 +20 2300 2.66 -0.40 34.72 0| 0 0 0 2400 3.63 -0.51 32.84 0| 0 0 0 2600 4.83 -0.63 31.09 0| 0 0 0 2800 7.89 -0.81 29.35 0| 0 0 0 3200 11.61 -0.88 31.83 0| 0 0 0 3600 15.51 -0.91 36.00 0| 0 0 0 4000 Total 0| 20 80 +20 Indicative a-t-m Vol 35.15 Underlying Price 25.160 Time to expiry: 471 Days Dec 11 1.17 -0.14 46.86 0| 0 0 0 1600 1.96 -0.24 39.19 0| 0 0 0 2000 2.66 -0.31 37.38 0| 0 0 0 2200 3.51 -0.39 35.82 0| 0 0 0 2400 8.50 -0.71 31.23 0| 0 0 0 3200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.80 -0.85 35.42 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.43 Underlying Price 25.160 Time to expiry: 653 Days Jun 12 1.82 -0.16 47.31 0| 0 0 0 1600 2.76 -0.26 39.78 0| 0 0 0 2000 3.51 -0.33 37.76 0| 0 0 0 2200 4.39 -0.40 36.10 0| 0 0 0 2400 9.34 -0.67 31.50 0| 0 0 0 3200 16.49 -0.79 35.53 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 1,016| 40 1,663 +40 Grand Total 2,018| 60 3,143 +60 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.43 Underlying Price 25.160 Time to expiry: 16 Days Sep 10 6.17 0.99 55.33 0| 0 0 0 1900 5.18 0.99 49.00 0| 0 0 0 2000 4.19 0.98 43.47 0| 0 0 0 2100 3.21 0.95 38.63 0| 0 0 0 2200 2.73 0.93 36.51 0| 0 0 0 2250 2.26 0.89 34.61 0| 0 0 0 2300 1.83 0.83 33.95 0| 0 0 0 2350 1.40 0.77 31.23 0| 0 0 0 2400 1.02 0.67 29.54 0| 0 0 0 2450 0.70 0.55 28.52 0| 0 0 0 2500 0.29 0.30 27.97 0| 0 0 0 2600 0.09 0.12 27.60 0| 0 0 0 2700 0.02 0.04 27.54 0| 0 0 0 2800 0.01 0.00 30.69 0| 0 0 0 3000 0.01 0.00 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 33.94 Underlying Price 25.160 Time to expiry: 198 Days Mar 11 9.67 0.92 52.00 0| 0 0 0 1600 7.87 0.88 46.76 0| 0 0 0 1800 6.17 0.82 42.13 0| 0 0 0 2000 4.57 0.74 37.83 0| 0 0 0 2200 3.87 0.69 36.44 0| 0 0 0 2300 3.24 0.63 35.36 0| 0 0 0 2400 2.13 0.50 32.91 0| 0 0 0 2600 1.32 0.37 31.27 0| 0 0 0 2800 0.43 0.16 29.31 0| 0 0 0 3200 0.17 0.07 30.81 0| 0 0 0 3600 0.10 0.04 34.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.38 Underlying Price 25.160 Time to expiry: 380 Days Sep 11 9.64 0.87 48.11 0| 0 0 0 1600 6.53 0.76 41.49 0| 0 0 0 2000 5.18 0.69 39.01 0| 0 0 0 2200 3.93 0.61 36.25 0| 0 0 0 2400 0.98 0.25 30.25 0| 0 0 0 3200 0.18 0.06 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.00 Underlying Price 25.160 Time to expiry: 562 Days Mar 12 10.40 0.85 49.64 0| 0 0 0 1600 7.35 0.75 42.09 0| 0 0 0 2000 6.02 0.69 39.25 0| 0 0 0 2200 4.83 0.62 36.90 0| 0 0 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.62 0.32 30.71 0| 0 0 0 3200 0.50 0.13 29.09 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.43 Underlying Price 25.160 Time to expiry: 16 Days Sep 10 0.01 -0.01 55.33 0| 0 0 0 1900 0.01 -0.01 49.00 0| 0 0 0 2000 0.02 -0.02 43.47 0| 0 0 0 2100 0.04 -0.05 38.63 0| 0 0 0 2200 0.06 -0.07 36.51 0| 0 0 0 2250 0.10 -0.11 34.61 0| 0 0 0 2300 0.17 -0.17 33.95 0| 0 0 0 2350 0.24 -0.23 31.23 0| 0 0 0 2400 0.35 -0.33 29.54 0| 0 0 0 2450 0.54 -0.45 28.52 0| 0 0 0 2500 1.12 -0.70 27.97 0| 0 0 0 2600 1.92 -0.88 27.60 0| 0 0 0 2700 2.86 -0.96 27.54 0| 0 0 0 2800 4.84 -1.00 30.69 0| 0 0 0 3000 6.83 -1.00 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 33.94 Underlying Price 25.160 Time to expiry: 198 Days Mar 11 0.43 -0.08 52.00 0| 0 0 0 1600 0.62 -0.12 46.76 0| 0 0 0 1800 0.90 -0.18 42.13 0| 0 0 0 2000 1.30 -0.26 37.83 0| 0 0 0 2200 1.59 -0.31 36.44 0| 0 0 0 2300 1.95 -0.37 35.36 0| 0 0 0 2400 2.84 -0.50 32.91 0| 0 0 0 2600 4.02 -0.63 31.27 0| 0 0 0 2800 7.11 -0.84 29.31 0| 0 0 0 3200 10.83 -0.93 30.81 0| 0 0 0 3600 14.74 -0.96 34.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.38 Underlying Price 25.160 Time to expiry: 380 Days Sep 11 0.98 -0.13 48.11 0| 0 0 0 1600 1.82 -0.24 41.49 0| 0 0 0 2000 2.45 -0.31 39.01 0| 0 0 0 2200 3.18 -0.39 36.25 0| 0 0 0 2400 8.12 -0.75 30.25 0| 0 0 0 3200 15.23 -0.94 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 36.00 Underlying Price 25.160 Time to expiry: 562 Days Mar 12 1.63 -0.15 49.64 0| 0 0 0 1600 2.50 -0.25 42.09 0| 0 0 0 2000 3.13 -0.31 39.25 0| 0 0 0 2200 3.90 -0.38 36.90 0| 0 0 0 2400 8.54 -0.68 30.71 0| 0 0 0 3200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.26 -0.87 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France (100) (AF1) Indicative a-t-m Vol 38.78 Underlying Price 10.755 Time to expiry: 16 Days Sep 10 4.36 1.00 51.00 0| 0 0 0 640 3.56 1.00 45.78 0| 0 0 0 720 2.76 1.00 42.65 0| 0 0 0 800 2.36 1.00 41.62 0| 0 0 0 840 1.96 0.99 40.86 0| 0 0 0 880 1.57 0.97 40.30 0| 0 0 0 920 1.38 0.95 40.09 0| 0 0 0 940 1.18 0.93 36.13 0| 0 0 0 960 1.03 0.86 42.48 0| 0 0 0 980 0.87 0.80 41.83 0| 0 51 0 1000 0.50 0.63 39.18 0| 0 25 0 1050 0.14 0.25 0.41 38.40 0.14 0.14 2| 2 274 0 1100 0.11 0.22 38.50 0| 0 350 0 1150 0.05 0.11 39.70 0| 0 129 0 1200 0.01 0.02 40.07 0| 0 309 0 1300 0.01 0.00 40.49 0| 0 215 0 1400 0.01 0.00 40.88 0| 0 0 0 1500 0.01 0.00 41.18 0| 0 0 0 1600 0.01 0.00 41.39 0| 0 0 0 1800 0.01 0.00 41.00 0| 0 0 0 2000 Total 2| 2 1,353 0 Indicative a-t-m Vol 36.28 Underlying Price 10.755 Time to expiry: 44 Days Oct 10 2.41 0.94 48.00 0| 0 0 0 840 2.04 0.91 45.07 0| 0 0 0 880 1.67 0.87 42.59 0| 0 0 0 920 1.33 0.81 40.46 0| 0 0 0 960 1.17 0.77 39.27 0| 0 0 0 980 1.02 0.73 38.53 0| 0 50 0 1000 0.69 0.60 37.07 0| 0 1 0 1050 0.43 0.46 35.55 0| 0 0 0 1100 0.25 0.31 34.33 0| 0 3 0 1150 0.13 0.19 33.19 0| 0 4 0 1200 0.03 0.06 32.76 0| 0 0 0 1300 0.01 0.01 32.98 0| 0 0 0 1400 0.01 0.00 34.00 0| 0 0 0 1500 Total 0| 0 58 0 Indicative a-t-m Vol 38.86 Underlying Price 10.755 Time to expiry: 79 Days Nov 10 2.14 0.86 44.00 0| 0 0 0 880 1.82 0.81 43.17 0| 0 0 0 920 1.52 0.75 42.13 0| 0 0 0 960 1.37 0.72 41.59 0| 0 0 0 980 1.23 0.69 40.94 0| 0 0 0 1000 0.93 0.59 39.42 0| 0 0 0 1050 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.67 0.49 38.33 0| 0 1 0 1100 0.46 0.39 37.17 0| 0 0 0 1150 0.30 0.29 36.20 0| 0 0 0 1200 0.13 0.15 35.81 0| 0 0 0 1300 0.06 0.08 37.00 0| 0 0 0 1400 Total 0| 0 1 0 Indicative a-t-m Vol 38.94 Underlying Price 10.755 Time to expiry: 107 Days Dec 10 5.97 1.00 59.00 0| 0 0 0 480 4.79 0.98 54.58 0| 0 0 0 600 4.40 0.98 52.96 0| 0 0 0 640 3.64 0.95 49.78 0| 0 0 0 720 2.91 0.90 46.79 0| 0 0 0 800 2.56 0.87 45.40 0| 0 0 0 840 2.23 0.83 44.09 0| 0 500 0 880 1.92 0.79 42.72 0| 0 0 0 920 1.63 0.73 41.80 0| 0 1 0 960 1.36 0.67 40.78 0| 0 28 0 1000 0.80 0.50 38.35 0| 0 12 0 1100 0.41 0.33 36.34 0| 0 11 0 1200 0.19 0.19 35.21 0| 0 0 0 1300 0.08 0.09 34.15 0| 0 49 0 1400 0.01 0.02 33.28 0| 0 9 0 1600 0.01 0.00 33.63 0| 0 0 0 1800 0.01 0.00 35.00 0| 0 0 0 2000 Total 0| 0 610 0 Indicative a-t-m Vol 38.75 Underlying Price 10.755 Time to expiry: 198 Days Mar 11 4.48 0.95 49.00 0| 0 0 0 640 3.77 0.91 46.84 0| 0 0 0 720 3.10 0.86 44.75 0| 0 0 0 800 2.78 0.83 43.76 0| 0 0 0 840 2.47 0.79 42.81 0| 0 0 0 880 2.19 0.75 41.81 0| 0 0 0 920 1.92 0.71 41.08 0| 0 0 0 960 1.67 0.66 40.27 0| 0 0 0 1000 1.13 0.53 38.28 0| 0 1,500 0 1100 0.72 0.40 36.95 0| 0 285 0 1200 0.44 0.28 35.37 0| 0 78 0 1300 0.25 0.19 34.39 0| 0 12 0 1400 0.07 0.07 32.89 0| 0 85 0 1600 0.02 0.02 32.13 0| 0 0 0 1800 0.01 0.01 32.00 0| 0 0 0 2000 Total 0| 0 1,960 0 Indicative a-t-m Vol 38.68 Underlying Price 10.755 Time to expiry: 289 Days Jun 11 6.06 0.97 55.00 0| 0 0 0 480 4.98 0.94 51.65 0| 0 0 0 600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.95 0.88 47.85 0| 0 0 0 720 3.31 0.83 45.44 0| 0 0 0 800 2.72 0.77 43.22 0| 0 0 0 880 2.44 0.74 42.20 0| 0 0 0 920 2.18 0.70 41.20 0| 0 0 0 960 1.93 0.66 40.40 0| 0 0 0 1000 1.39 0.55 38.13 0| 0 0 0 1100 0.97 0.44 36.52 0| 0 0 0 1200 0.64 0.34 35.36 0| 0 0 0 1300 0.42 0.25 34.20 0| 0 0 0 1400 0.16 0.12 32.93 0| 0 0 0 1600 0.06 0.05 32.58 0| 0 0 0 1800 0.03 0.03 33.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 39.51 Underlying Price 10.755 Time to expiry: 471 Days Dec 11 5.17 0.91 49.61 0| 0 0 0 600 3.64 0.81 44.82 0| 0 0 0 800 3.11 0.75 43.45 0| 0 0 0 880 2.61 0.70 41.53 0| 0 0 0 960 2.37 0.66 40.65 0| 0 0 0 1000 1.43 0.50 37.64 0| 0 10 0 1200 0.42 0.21 33.95 0| 0 0 0 1600 0.12 0.08 33.00 0| 0 0 0 2000 Total 0| 0 10 0 Indicative a-t-m Vol 39.18 Underlying Price 10.755 Time to expiry: 653 Days Jun 12 5.39 0.89 49.59 0| 0 0 0 600 3.95 0.80 44.64 0| 0 0 0 800 2.92 0.70 40.78 0| 0 0 0 960 2.70 0.67 40.12 0| 0 0 0 1000 1.78 0.53 37.64 0| 0 0 0 1200 0.65 0.27 33.40 0| 0 0 0 1600 0.23 0.12 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 2| 2 3,992 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France (100) (AF1) Indicative a-t-m Vol 38.78 Underlying Price 10.755 Time to expiry: 16 Days Sep 10 0.01 0.00 51.00 0| 0 0 0 640 0.01 0.00 45.78 0| 0 0 0 720 0.01 0.00 42.65 0| 0 0 0 800 0.01 0.00 41.62 0| 0 0 0 840 0.01 -0.01 40.86 0| 0 33 0 880 0.01 -0.03 40.30 0| 0 12 0 920 0.02 -0.05 40.09 0| 0 0 0 940 0.03 -0.07 36.13 0| 0 100 0 960 0.08 -0.14 42.48 0| 0 0 0 980 0.11 -0.20 41.83 0| 0 49 0 1000 0.25 -0.37 39.18 0| 0 61 0 1050 0.49 -0.59 38.40 0| 0 1,155 0 1100 0.85 -0.78 38.50 0| 0 301 0 1150 1.29 -0.89 39.70 0| 0 130 0 1200 2.25 -0.99 40.07 0| 0 0 0 1300 3.25 -1.00 40.49 0| 0 0 0 1400 4.25 -1.00 40.88 0| 0 0 0 1500 5.25 -1.00 41.18 0| 0 0 0 1600 7.25 -1.00 41.39 0| 0 0 0 1800 9.24 -1.00 41.00 0| 0 0 0 2000 Total 0| 0 1,841 0 Indicative a-t-m Vol 36.28 Underlying Price 10.755 Time to expiry: 44 Days Oct 10 0.05 -0.06 48.00 0| 0 0 0 840 0.07 -0.09 45.07 0| 0 0 0 880 0.11 -0.13 42.59 0| 0 0 0 920 0.17 -0.19 40.46 0| 0 0 0 960 0.21 -0.23 39.27 0| 0 0 0 980 0.26 -0.27 38.53 0| 0 150 0 1000 0.43 -0.40 37.07 0| 0 0 0 1050 0.98 0.67 -0.55 35.55 0.98 0.98 200| 0 0 0 1100 0.98 -0.69 34.33 0| 0 0 0 1150 1.36 -0.81 33.19 0| 0 0 0 1200 2.27 -0.95 32.76 0| 0 0 0 1300 3.25 -0.99 32.98 0| 0 0 0 1400 4.25 -1.00 34.00 0| 0 0 0 1500 Total 200| 0 150 0 Indicative a-t-m Vol 38.86 Underlying Price 10.755 Time to expiry: 79 Days Nov 10 0.17 -0.14 44.00 0| 0 0 0 880 0.25 -0.19 43.17 0| 0 0 0 920 0.35 -0.25 42.13 0| 0 0 0 960 0.41 -0.28 41.59 0| 0 0 0 980 0.46 -0.31 40.94 0| 0 0 0 1000 0.65 -0.41 39.42 0| 0 0 0 1050 0.90 -0.51 38.33 0| 0 50 0 1100 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.19 -0.62 37.17 0| 0 0 0 1150 1.53 -0.71 36.20 0| 0 0 0 1200 2.36 -0.85 35.81 0| 0 0 0 1300 3.29 -0.93 37.00 0| 0 0 0 1400 Total 0| 0 50 0 Indicative a-t-m Vol 38.94 Underlying Price 10.755 Time to expiry: 107 Days Dec 10 0.01 0.00 59.00 0| 0 0 0 480 0.02 -0.02 54.58 0| 0 0 0 600 0.03 -0.02 52.96 0| 0 0 0 640 0.07 -0.05 49.78 0| 0 0 0 720 0.14 -0.10 46.79 0| 0 0 0 800 0.19 -0.13 45.40 0| 0 0 0 840 0.26 -0.17 44.09 0| 0 0 0 880 0.34 -0.21 42.72 0| 0 0 0 920 0.45 -0.27 41.80 0| 0 5 0 960 0.58 -0.33 40.78 0| 0 144 0 1000 1.02 -0.50 38.35 0| 0 110 0 1100 1.63 -0.67 36.34 0| 0 3,000 0 1200 2.42 -0.82 35.21 0| 0 0 0 1300 3.30 -0.91 34.15 0| 0 0 0 1400 5.25 -0.99 33.28 0| 0 0 0 1600 7.25 -1.00 33.63 0| 0 0 0 1800 9.24 -1.00 35.00 0| 0 0 0 2000 Total 0| 0 3,259 0 Indicative a-t-m Vol 38.75 Underlying Price 10.755 Time to expiry: 198 Days Mar 11 0.10 -0.05 49.00 0| 0 0 0 640 0.18 -0.09 46.84 0| 0 0 0 720 0.30 -0.14 44.75 0| 0 137 0 800 0.38 -0.17 43.76 0| 0 0 0 840 0.47 -0.21 42.81 0| 0 0 0 880 0.59 -0.25 41.81 0| 0 0 0 920 0.71 -0.29 41.08 0| 0 50 0 960 0.87 -0.34 40.27 0| 0 86 0 1000 1.32 -0.47 38.28 0| 0 9 0 1100 1.92 -0.60 36.95 0| 0 85 0 1200 2.63 -0.72 35.37 0| 0 0 0 1300 3.44 -0.82 34.39 0| 0 0 0 1400 5.27 -0.95 32.89 0| 0 0 0 1600 7.25 -1.00 32.13 0| 0 0 0 1800 9.24 -1.00 32.00 0| 0 0 0 2000 Total 0| 0 367 0 Indicative a-t-m Vol 38.68 Underlying Price 10.755 Time to expiry: 289 Days Jun 11 0.07 -0.03 55.00 0| 0 0 0 480 0.17 -0.06 51.65 0| 0 0 0 600 0.33 -0.12 47.85 0| 0 0 0 720 0.49 -0.17 45.44 0| 0 0 0 800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.69 -0.23 43.22 0| 0 0 0 880 0.80 -0.27 42.20 0| 0 0 0 920 0.94 -0.30 41.20 0| 0 11 0 960 1.09 -0.34 40.40 0| 0 0 0 1000 1.55 -0.45 38.13 0| 0 0 0 1100 2.12 -0.56 36.52 0| 0 10 0 1200 2.80 -0.67 35.36 0| 0 0 0 1300 3.57 -0.76 34.20 0| 0 0 0 1400 5.33 -0.90 32.93 0| 0 10 0 1600 7.25 -0.97 32.58 0| 0 0 0 1800 9.24 -1.00 33.00 0| 0 0 0 2000 Total 0| 0 31 0 Indicative a-t-m Vol 39.51 Underlying Price 10.755 Time to expiry: 471 Days Dec 11 0.32 -0.09 49.61 0| 0 0 0 600 0.77 -0.19 44.82 0| 0 0 0 800 1.03 -0.25 43.45 0| 0 0 0 880 1.31 -0.31 41.53 0| 0 0 0 960 1.47 -0.34 40.65 0| 0 0 0 1000 2.51 -0.51 37.64 0| 0 0 0 1200 5.50 -0.81 33.95 0| 0 0 0 1600 9.25 -0.97 33.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 39.18 Underlying Price 10.755 Time to expiry: 653 Days Jun 12 0.50 -0.11 49.59 0| 0 0 0 600 1.01 -0.20 44.64 0| 0 0 0 800 1.55 -0.30 40.78 0| 0 0 0 960 1.73 -0.33 40.12 0| 0 0 0 1000 2.78 -0.48 37.64 0| 0 10 0 1200 5.64 -0.76 33.40 0| 0 0 0 1600 9.28 -0.94 32.00 0| 0 0 0 2000 Total 0| 0 10 0 Total Puts 200| 0 5,708 0 Grand Total 202| 2 9,700 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France European (AF2) Indicative a-t-m Vol 38.95 Underlying Price 10.755 Time to expiry: 16 Days Sep 10 5.96 1.00 73.03 0| 0 0 0 480 4.76 1.00 54.67 0| 0 0 0 600 4.36 1.00 51.00 0| 0 0 0 640 3.56 1.00 45.78 0| 0 0 0 720 2.76 1.00 42.65 0| 0 0 0 800 2.36 1.00 41.62 0| 0 0 0 840 1.96 0.99 40.86 0| 0 0 0 880 1.57 0.97 40.30 0| 0 0 0 920 1.38 0.95 40.09 0| 0 0 0 940 1.18 0.93 36.13 0| 0 369 0 960 1.03 0.86 42.48 0| 0 0 0 980 0.87 0.80 41.83 0| 0 3 0 1000 0.27 0.50 0.63 39.18 0.27 0.27 400| 0 0 0 1050 0.25 0.41 38.74 0| 0 1 0 1100 0.12 0.23 39.55 0| 0 0 0 1150 0.05 0.11 39.70 0| 0 31 0 1200 0.01 0.02 40.07 0| 0 16 0 1300 0.01 0.00 40.49 0| 0 46 0 1400 0.01 0.00 40.88 0| 0 0 0 1500 0.01 0.00 41.18 0| 0 417 0 1600 0.01 0.00 41.39 0| 0 201 0 1800 0.01 0.00 41.00 0| 0 0 0 2000 0.01 0.00 38.31 0| 0 0 0 2400 Total 400| 0 1,084 0 Indicative a-t-m Vol 38.75 Underlying Price 10.755 Time to expiry: 198 Days Mar 11 6.00 0.99 52.87 0| 0 0 0 480 4.85 0.96 50.07 0| 0 0 0 600 4.48 0.95 49.00 0| 0 0 0 640 3.77 0.91 46.84 0| 0 0 0 720 3.10 0.86 44.75 0| 0 0 0 800 2.78 0.83 43.76 0| 0 0 0 840 2.47 0.79 42.81 0| 0 0 0 880 2.19 0.75 41.81 0| 0 0 0 920 1.92 0.71 41.08 0| 0 0 0 960 1.67 0.66 40.27 0| 0 0 0 1000 1.13 0.53 38.28 0| 0 0 0 1100 0.72 0.40 36.95 0| 0 0 0 1200 0.44 0.28 35.37 0| 0 0 0 1300 0.25 0.19 34.39 0| 0 200 0 1400 0.07 0.07 32.89 0| 0 96 0 1600 0.02 0.02 32.13 0| 0 0 0 1800 0.01 0.01 32.00 0| 0 0 0 2000 Total 0| 0 296 0 Indicative a-t-m Vol 38.61 Underlying Price 10.755 Time to expiry: 380 Days Sep 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.06 0.92 49.66 0| 0 0 0 600 3.47 0.82 44.69 0| 0 0 0 800 2.90 0.76 42.63 0| 0 0 0 880 2.38 0.70 40.63 0| 0 0 0 960 2.13 0.66 39.75 0| 0 0 0 1000 1.19 0.47 36.75 0| 0 0 0 1200 0.28 0.17 33.09 0| 0 0 0 1600 0.05 0.04 31.18 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 37.82 Underlying Price 10.755 Time to expiry: 562 Days Mar 12 5.22 0.91 46.78 0| 0 0 0 600 3.73 0.81 42.85 0| 0 0 0 800 3.18 0.75 41.08 0| 0 0 0 880 2.70 0.70 39.70 0| 0 0 0 960 2.48 0.67 38.93 0| 0 0 0 1000 1.53 0.51 36.02 0| 0 0 0 1200 0.53 0.24 33.50 0| 0 0 0 1600 0.16 0.09 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 400| 0 1,380 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 23 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Air France European (AF2) Indicative a-t-m Vol 38.95 Underlying Price 10.755 Time to expiry: 16 Days Sep 10 0.01 0.00 73.03 0| 0 7 0 480 0.01 0.00 54.67 0| 0 0 0 600 0.01 0.00 51.00 0| 0 0 0 640 0.01 0.00 45.78 0| 0 0 0 720 0.01 0.00 42.65 0| 0 0 0 800 0.01 0.00 41.62 0| 0 0 0 840 0.01 -0.01 40.86 0| 0 50 0 880 0.01 -0.03 40.30 0| 0 0 0 920 0.02 -0.05 40.09 0| 0 0 0 940 0.03 -0.07 36.13 0| 0 70 0 960 0.08 -0.14 42.48 0| 0 0 0 980 0.11 -0.20 41.83 0| 0 212 0 1000 0.43 0.25 -0.37 39.18 0.43 0.43 400| 0 0 0 1050 0.50 -0.59 38.74 0| 0 13 0 1100 0.86 -0.77 39.55 0| 0 0 0 1150 1.29 -0.89 39.70 0| 0 5 0 1200 2.25 -0.98 40.07 0| 0 0 0 1300 3.24 -1.00 40.49 0| 0 100 0 1400 4.24 -1.00 40.88 0| 0 0 0 1500 5.24 -1.00 41.18 0| 0 0 0 1600 7.24 -1.00 41.39 0| 0 225 0 1800 9.24 -1.00 41.00 0| 0 0 0 2000 13.24 -1.00 38.31 0| 0 10 0 2400 Total 400| 0 692 0 Indicative a-t-m Vol 38.75 Underlying Price 10.755 Time to expiry: 198 Days Mar 11 0.02 -0.01 52.87 0| 0 0 0 480 0.07 -0.04 50.07 0| 0 0 0 600 0.10 -0.05 49.00 0| 0 250 0 640 0.18 -0.09 46.84 0| 0 0 0 720 0.30 -0.14 44.75 0| 0 0 0 800 0.38 -0.17 43.76 0| 0 0 0 840 0.47 -0.21 42.81 0| 0 0 0 880 0.58 -0.25 41.81 0| 0 1 0 920 0.71 -0.29 41.08 0| 0 40 0 960 0.86 -0.34 40.27 0| 0 30 0 1000 1.32 -0.47 38.28 0| 0 0 0 1100 1.91 -0.60 36.95 0| 0 0 0 1200 2.61 -0.72 35.37 0| 0 0 0 1300 3.42 -0.81 34.39 0| 0 2,000 0 1400 5.23 -0.93 32.89 0| 0 340 0 1600 7.17 -0.98 32.13 0| 0 0 0 1800 9.15 -0.99 32.00 0| 0 2,000 0 2000 Total 0| 0 4,661 0 Indicative a-t-m Vol 38.61 Underlying Price 10.755 Time to expiry: 380 Days Sep 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.23 -0.08 49.66 0| 0 0 0 600 0.62 -0.18 44.69 0| 0 210 0 800 0.84 -0.24 42.63 0| 0 0 0 880 1.11 -0.30 40.63 0| 0 0 0 960 1.26 -0.34 39.75 0| 0 140 0 1000 2.29 -0.53 36.75 0| 0 50 0 1200 5.33 -0.83 33.09 0| 0 0 0 1600 9.05 -0.96 31.18 0| 0 50 0 2000 Total 0| 0 450 0 Indicative a-t-m Vol 37.82 Underlying Price 10.755 Time to expiry: 562 Days Mar 12 0.35 -0.09 46.78 0| 0 0 0 600 0.82 -0.19 42.85 0| 0 0 0 800 1.06 -0.25 41.08 0| 0 0 0 880 1.36 -0.30 39.70 0| 0 0 0 960 1.53 -0.33 38.93 0| 0 0 0 1000 2.54 -0.49 36.02 0| 0 0 0 1200 5.46 -0.76 33.50 0| 0 0 0 1600 9.02 -0.91 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 400| 0 5,803 0 Grand Total 800| 0 7,183 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.67 Underlying Price 85.180 Time to expiry: 16 Days Sep 10 40.19 1.00 79.71 0| 0 0 0 4500 32.69 1.00 71.68 0| 0 0 0 5250 29.20 1.00 66.18 0| 0 0 0 5600 25.20 1.00 59.84 0| 0 0 0 6000 21.21 1.00 51.39 0| 0 0 0 6400 17.72 0.99 47.04 0| 0 0 0 6750 13.99 0.98 40.06 0| 0 38 0 7125 10.25 0.98 30.23 0| 0 889 0 7500 6.62 0.92 26.34 0| 0 80 0 7875 5.48 0.88 25.46 0| 0 65 0 8000 1.60 3.39 0.74 23.80 1.60 1.60 25| 36 1,238 +20 8250 0.93 2.29 0.63 22.16 0.93 0.93 23| 0 328 0 8400 0.52 1.10 0.40 21.22 1.00 0.52 12| 0 1,032 0 8625 0.27 0.56 0.25 21.22 0.51 0.27 77| 1 803 0 8800 0.22 0.12 21.22 0| 0 678 0 9000 0.09 0.05 21.61 0| 0 154 0 9200 0.03 0.02 21.87 0| 0 489 0 9375 0.01 0.01 22.12 0| 0 54 0 9600 0.01 0.00 22.26 0| 0 61 0 10000 0.01 0.00 31.43 0| 0 0 0 12000 Total 137| 37 5,909 +20 Indicative a-t-m Vol 23.00 Underlying Price 85.180 Time to expiry: 44 Days Oct 10 17.42 0.96 38.20 0| 0 0 0 6800 13.53 0.93 33.22 0| 0 0 0 7200 9.80 0.88 29.63 0| 0 71 0 7600 8.05 0.83 28.15 0| 30 34 0 7800 6.37 0.77 26.55 0| 0 0 0 8000 4.83 0.69 25.10 0| 0 34 0 8200 3.48 0.59 23.78 0| 0 126 0 8400 1.72 2.33 0.47 22.45 2.20 1.72 33| 0 63 0 8600 1.06 1.46 0.35 21.51 1.06 1.06 1| 0 741 0 8800 0.53 0.84 0.24 20.71 0.82 0.53 48| 0 351 0 9000 0.39 0.14 19.36 0| 0 172 0 9200 0.12 0.05 20.01 0| 0 283 0 9600 0.07 0.03 23.00 0| 0 49 0 10000 Total 82| 30 1,924 0 Indicative a-t-m Vol 24.35 Underlying Price 85.180 Time to expiry: 79 Days Nov 10 17.83 0.92 36.36 0| 0 0 0 6800 14.14 0.88 33.18 0| 0 0 0 7200 10.62 0.81 30.29 0| 0 15 0 7600 8.98 0.77 28.92 0| 0 12 0 7800 7.41 0.71 27.50 0| 0 57 0 8000 5.95 0.65 26.16 0| 15 39 +15 8200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 26 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.64 0.58 25.01 0| 0 36 0 8400 1.69 2.50 0.41 22.78 1.69 1.69 28| 0 40 0 8800 1.18 0.24 21.64 0| 0 123 0 9200 0.46 0.12 20.53 0| 0 0 0 9600 Total 28| 15 322 +15 Indicative a-t-m Vol 24.39 Underlying Price 85.180 Time to expiry: 107 Days Dec 10 51.19 1.00 63.00 0| 0 0 0 3409 42.80 0.99 61.32 0| 0 0 0 4261 40.46 0.98 59.36 0| 0 0 0 4500 34.44 0.97 53.14 0| 0 32 0 5114 29.69 0.96 47.80 0| 0 0 0 5600 26.15 0.95 43.84 0| 0 0 0 5966 21.94 0.93 38.93 0| 0 0 0 6400 18.01 0.90 35.24 0| 0 60 0 6818 15.22 0.87 32.97 0| 0 0 0 7125 11.97 0.81 30.37 0| 0 139 0 7500 10.57 0.78 29.30 0| 0 760 0 7671 8.94 0.73 27.94 0| 0 10 0 7875 6.71 0.65 26.18 0| 0 3,347 0 8182 3.59 5.09 0.56 24.92 3.59 3.59 24| 34 3,584 +23 8438 4.55 0.53 24.36 0| 0 1,647 0 8523 3.16 0.43 23.20 0| 0 101 0 8800 2.34 0.36 22.46 0| 0 2,409 0 9000 1.66 0.28 21.72 0| 1 104 +1 9200 1.22 0.23 21.31 0| 0 3,485 0 9375 0.22 0.06 20.37 0| 0 489 0 10227 0.06 0.02 23.00 0| 0 63 0 11250 Total 24| 35 16,230 +24 Indicative a-t-m Vol 25.23 Underlying Price 85.180 Time to expiry: 198 Days Mar 11 37.71 0.97 46.78 0| 0 0 0 4800 33.44 0.95 44.21 0| 0 0 0 5250 30.13 0.94 41.82 0| 0 0 0 5600 26.40 0.92 39.12 0| 0 4 0 6000 22.84 0.88 37.06 0| 0 30 0 6400 19.67 0.86 34.29 0| 0 86 0 6750 13.40 0.76 29.92 0| 0 175 0 7500 10.56 0.69 27.97 0| 0 229 0 7875 8.02 0.61 26.25 0| 0 145 0 8250 5.85 0.52 24.82 0| 0 61 0 8625 4.94 0.47 24.22 0| 0 81 0 8800 4.04 0.42 23.49 0| 0 1,610 0 9000 2.51 3.22 0.36 22.78 2.51 2.51 1| 11 87 0 9200 2.03 2.61 0.31 22.34 2.03 2.03 13| 23 538 0 9375 0.14 0.03 19.26 0| 0 159 0 11250 Total 14| 34 3,205 0 Indicative a-t-m Vol 25.72 Underlying Price 85.180 Time to expiry: 289 Days Jun 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 27 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 48.02 0.98 53.00 0| 0 0 0 3750 40.76 0.97 46.98 0| 0 0 0 4500 33.54 0.95 40.51 0| 0 0 0 5250 30.10 0.93 38.93 0| 0 0 0 5625 26.68 0.91 36.82 0| 0 6 0 6000 23.15 0.88 34.77 0| 0 0 0 6400 20.13 0.84 32.86 0| 0 35 0 6750 14.12 0.75 29.44 0| 0 67 0 7500 10.58 0.66 27.41 0| 0 48 0 8000 9.05 0.61 26.72 0| 0 180 0 8250 5.96 0.49 24.68 0| 0 39 0 8800 4.23 0.39 23.61 0| 0 30 0 9200 2.92 0.31 22.82 0| 0 62 0 9600 1.89 0.23 21.96 0| 14 111 +7 10000 0.15 0.03 20.17 0| 0 100 0 12000 0.01 0.00 24.00 0| 0 97 0 16000 Total 0| 14 775 +7 Indicative a-t-m Vol 26.31 Underlying Price 85.180 Time to expiry: 471 Days Dec 11 41.23 0.95 45.62 0| 0 0 0 4500 34.35 0.92 40.75 0| 0 0 0 5250 27.84 0.87 36.99 0| 0 0 0 6000 23.03 0.82 33.73 0| 0 0 0 6563 16.00 0.71 29.97 0| 0 64 0 7500 12.62 0.64 28.01 0| 0 150 0 8000 8.04 0.50 25.39 0| 0 0 0 8800 0.74 0.09 21.14 0| 0 0 0 12000 0.10 0.01 24.25 0| 0 0 0 16000 Total 0| 0 214 0 Indicative a-t-m Vol 26.07 Underlying Price 85.180 Time to expiry: 653 Days Jun 12 38.96 0.92 43.27 0| 0 0 0 4800 28.67 0.85 36.75 0| 0 0 0 6000 19.35 0.74 31.08 0| 0 0 0 7200 13.85 0.64 27.82 0| 0 0 0 8000 9.30 0.52 25.12 0| 0 0 0 8800 1.33 0.13 21.44 0| 0 0 0 12000 0.29 0.03 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.78 Underlying Price 85.180 Time to expiry: 842 Days Dec 12 39.60 0.91 43.35 0| 0 0 0 4800 29.67 0.83 36.73 0| 0 0 0 6000 15.05 0.64 27.63 0| 0 0 0 8000 10.39 0.53 24.77 0| 0 0 0 8800 2.03 0.17 21.40 0| 0 0 0 12000 0.63 0.06 24.38 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 25.53 Underlying Price 85.180 Time to expiry: 1024 Days Jun 13 39.88 0.90 43.35 0| 0 0 0 4800 30.14 0.83 36.72 0| 0 0 0 6000 15.75 0.64 27.49 0| 0 0 0 8000 11.00 0.54 24.47 0| 0 0 0 8800 2.51 0.19 21.37 0| 0 0 0 12000 0.97 0.08 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.40 Underlying Price 85.180 Time to expiry: 1206 Days Dec 13 40.48 0.89 43.36 0| 0 0 0 4800 30.82 0.82 36.35 0| 0 0 0 6000 16.57 0.64 27.14 0| 0 0 0 8000 3.27 0.22 21.43 0| 0 0 0 12000 1.54 0.11 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.04 Underlying Price 85.180 Time to expiry: 1570 Days Dec 14 40.98 0.89 43.22 0| 0 0 0 4800 31.58 0.82 35.92 0| 0 0 0 6000 17.61 0.65 26.76 0| 0 0 0 8000 4.20 0.26 21.18 0| 0 0 0 12000 2.64 0.16 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 285| 165 28,579 +66 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.67 Underlying Price 85.180 Time to expiry: 16 Days Sep 10 0.01 0.00 79.71 0| 0 621 0 4500 0.01 0.00 71.68 0| 0 179 0 5250 0.01 0.00 66.18 0| 0 30 0 5600 0.01 0.00 59.84 0| 0 572 0 6000 0.01 0.00 51.39 0| 0 125 0 6400 0.03 -0.01 47.04 0| 0 1,089 0 6750 0.05 -0.02 40.06 0| 0 364 0 7125 0.05 -0.02 30.23 0| 0 1,397 0 7500 0.18 -0.08 26.34 0| 30 1,247 -6 7875 0.28 -0.12 25.46 0| 20 122 0 8000 0.69 -0.26 23.80 0| 0 1,191 0 8250 1.09 -0.37 22.16 0| 0 1,422 0 8400 2.15 -0.60 21.22 0| 0 112 0 8625 3.37 -0.75 21.22 0| 0 30 0 8800 5.03 -0.88 21.22 0| 0 37 0 9000 6.89 -0.95 21.61 0| 0 97 0 9200 8.59 -0.98 21.87 0| 0 54 0 9375 10.82 -1.00 22.12 0| 0 0 0 9600 14.82 -1.00 22.26 0| 0 0 0 10000 34.82 -1.00 31.43 0| 0 0 0 12000 Total 0| 50 8,689 -6 Indicative a-t-m Vol 23.00 Underlying Price 85.180 Time to expiry: 44 Days Oct 10 0.19 -0.04 38.20 0| 0 90 0 6800 0.30 -0.07 33.22 0| 1 123 +1 7200 0.92 0.57 -0.12 29.63 0.92 0.92 30| 60 862 +30 7600 0.82 -0.17 28.15 0| 30 46 +30 7800 1.14 -0.23 26.55 0| 0 198 0 8000 1.60 -0.31 25.10 0| 0 109 0 8200 2.25 -0.41 23.78 0| 0 61 0 8400 4.35 3.10 -0.53 22.45 4.35 4.35 24| 0 47 0 8600 4.22 -0.65 21.51 0| 0 38 0 8800 5.93 5.61 -0.76 20.71 5.93 5.93 30| 0 1 0 9000 7.17 -0.86 19.36 0| 0 1 0 9200 10.90 -0.96 20.01 0| 0 0 0 9600 14.85 -0.98 23.00 0| 0 0 0 10000 Total 84| 91 1,576 +61 Indicative a-t-m Vol 24.35 Underlying Price 85.180 Time to expiry: 79 Days Nov 10 0.55 -0.08 36.36 0| 4 70 0 6800 0.85 -0.12 33.18 0| 0 71 0 7200 1.33 -0.19 30.29 0| 20 106 +20 7600 1.68 -0.23 28.92 0| 25 122 +25 7800 3.36 2.11 -0.29 27.50 3.36 3.36 523| 0 78 0 8000 2.65 -0.35 26.16 0| 0 94 0 8200 4.43 3.34 -0.43 25.01 4.43 4.43 17| 25 55 +25 8400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.20 -0.60 22.78 0| 0 0 0 8800 7.89 -0.76 21.64 0| 0 0 0 9200 11.18 -0.89 20.53 0| 0 0 0 9600 Total 540| 74 596 +70 Indicative a-t-m Vol 24.39 Underlying Price 85.180 Time to expiry: 107 Days Dec 10 0.02 0.00 63.00 0| 0 232 0 3409 0.13 -0.01 61.32 0| 0 239 0 4261 0.17 -0.02 59.36 0| 0 405 0 4500 0.29 -0.03 53.14 0| 0 340 0 5114 0.39 -0.04 47.80 0| 0 80 0 5600 0.50 -0.05 43.84 0| 6 1,406 0 5966 0.63 -0.07 38.93 0| 0 115 0 6400 0.88 -0.10 35.24 0| 1 210 0 6818 1.15 -0.14 32.97 0| 0 4,015 0 7125 1.98 1.65 -0.20 30.37 1.98 1.98 1| 1 1,237 0 7500 2.28 1.96 -0.23 29.30 2.28 2.04 28| 0 2,281 0 7671 3.28 2.38 -0.28 27.94 3.28 3.28 11| 22 221 -14 7875 4.34 3.23 -0.36 26.18 4.34 4.34 30| 14 2,909 +14 8182 4.16 -0.44 24.92 0| 0 967 0 8438 4.48 -0.47 24.36 0| 0 1,019 0 8523 5.87 -0.57 23.20 0| 1 32 0 8800 8.70 7.05 -0.65 22.46 8.70 8.60 60| 60 60 +60 9000 8.38 -0.72 21.72 0| 0 0 0 9200 9.68 -0.78 21.31 0| 0 33 0 9375 17.21 -0.95 20.37 0| 0 46 0 10227 27.32 -1.00 23.00 0| 0 0 0 11250 Total 130| 105 15,847 +60 Indicative a-t-m Vol 25.23 Underlying Price 85.180 Time to expiry: 198 Days Mar 11 0.43 -0.03 46.78 0| 0 20 0 4800 0.65 -0.05 44.21 0| 0 268 0 5250 0.83 -0.06 41.82 0| 0 60 0 5600 1.08 -0.09 39.12 0| 0 167 0 6000 1.50 -0.12 37.06 0| 24 80 -21 6400 1.82 -0.15 34.29 0| 0 183 0 6750 3.03 -0.24 29.92 0| 0 1,118 0 7500 3.93 -0.31 27.97 0| 0 119 0 7875 5.13 -0.39 26.25 0| 0 852 0 8250 6.70 -0.49 24.82 0| 0 172 0 8625 7.53 -0.53 24.22 0| 0 51 0 8800 8.63 -0.59 23.49 0| 0 93 0 9000 9.81 -0.64 22.78 0| 0 0 0 9200 10.95 -0.69 22.34 0| 0 2 0 9375 27.32 -0.99 19.26 0| 0 0 0 11250 Total 0| 24 3,185 -21 Indicative a-t-m Vol 25.72 Underlying Price 85.180 Time to expiry: 289 Days Jun 11 0.47 -0.03 53.00 0| 0 20 0 3750 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 31 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.77 -0.05 46.98 0| 20 330 +20 4500 1.09 -0.07 40.51 0| 20 433 +20 5250 1.48 -0.09 38.93 0| 0 264 0 5625 1.85 -0.12 36.82 0| 0 154 0 6000 2.40 -0.15 34.77 0| 0 101 0 6400 2.95 -0.19 32.86 0| 0 186 0 6750 5.44 4.62 -0.29 29.44 5.44 5.44 30| 11 119 0 7500 6.24 -0.38 27.41 0| 0 26 0 8000 8.01 7.27 -0.43 26.72 8.01 7.88 37| 0 180 0 8250 9.85 -0.55 24.68 0| 0 30 0 8800 12.22 -0.64 23.61 0| 0 0 0 9200 14.98 -0.72 22.82 0| 0 0 0 9600 18.01 -0.79 21.96 0| 0 25 0 10000 36.29 -0.97 20.17 0| 0 0 0 12000 75.86 -1.00 24.00 0| 0 0 0 16000 Total 67| 51 1,868 +40 Indicative a-t-m Vol 26.31 Underlying Price 85.180 Time to expiry: 471 Days Dec 11 1.69 -0.07 45.62 0| 0 130 0 4500 2.39 -0.10 40.75 0| 0 42 0 5250 3.47 -0.15 36.99 0| 0 10 0 6000 4.32 -0.20 33.73 0| 0 110 0 6563 6.73 -0.31 29.97 0| 0 71 0 7500 8.37 -0.38 28.01 0| 0 50 0 8000 11.81 -0.51 25.39 0| 0 0 0 8800 36.57 -0.93 21.14 0| 0 0 0 12000 75.75 -0.99 24.25 0| 0 0 0 16000 Total 0| 0 413 0 Indicative a-t-m Vol 26.07 Underlying Price 85.180 Time to expiry: 653 Days Jun 12 3.30 -0.11 43.27 0| 0 0 0 4800 5.19 -0.19 36.75 0| 0 0 0 6000 8.02 -0.30 31.08 0| 0 0 0 7200 10.59 -0.40 27.82 0| 0 0 0 8000 14.11 -0.51 25.12 0| 0 0 0 8800 38.03 -0.88 21.44 0| 0 0 0 12000 76.21 -0.97 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.78 Underlying Price 85.180 Time to expiry: 842 Days Dec 12 4.42 -0.12 43.35 0| 0 0 0 4800 6.54 -0.20 36.73 0| 0 0 0 6000 11.79 -0.39 27.63 0| 0 0 0 8000 15.07 -0.49 24.77 0| 0 0 0 8800 38.33 -0.85 21.40 0| 0 0 0 12000 76.10 -0.95 24.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.53 Underlying Price 85.180 Time to expiry: 1024 Days Jun 13 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 32 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.74 -0.14 43.35 0| 0 0 0 4800 8.01 -0.21 36.72 0| 0 0 0 6000 13.47 -0.39 27.49 0| 0 0 0 8000 16.65 -0.50 24.47 0| 0 0 0 8800 39.42 -0.82 21.37 0| 0 0 0 12000 76.36 -0.93 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.40 Underlying Price 85.180 Time to expiry: 1206 Days Dec 13 6.63 -0.14 43.36 0| 0 0 0 4800 8.82 -0.21 36.35 0| 0 0 0 6000 14.13 -0.39 27.14 0| 0 0 0 8000 39.61 -0.79 21.43 0| 0 0 0 12000 76.26 -0.90 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.04 Underlying Price 85.180 Time to expiry: 1570 Days Dec 14 8.51 -0.15 43.22 0| 0 0 0 4800 10.69 -0.22 35.92 0| 0 0 0 6000 15.87 -0.38 26.76 0| 0 0 0 8000 40.35 -0.76 21.18 0| 0 0 0 12000 76.40 -0.87 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 821| 395 32,174 +204 Grand Total 1,106| 560 60,753 +270 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.67 Underlying Price 85.180 Time to expiry: 16 Days Sep 10 40.19 1.00 79.71 0| 0 0 0 4500 32.69 1.00 71.68 0| 0 0 0 5250 28.95 1.00 64.94 0| 0 0 0 5625 25.20 1.00 59.84 0| 0 95 0 6000 21.21 1.00 51.39 0| 0 0 0 6400 17.72 0.99 47.04 0| 0 147 0 6750 13.99 0.98 40.06 0| 0 399 0 7125 10.25 0.98 30.23 0| 0 141 0 7500 6.62 0.92 26.34 0| 0 0 0 7875 5.48 0.88 25.46 0| 0 0 0 8000 3.38 0.75 23.55 0| 0 35,010 0 8250 2.29 0.63 22.16 0| 0 0 0 8400 1.10 0.40 21.22 0| 0 22,815 0 8625 0.56 0.25 21.22 0| 0 207 0 8800 0.22 0.12 21.22 0| 0 850 0 9000 0.09 0.05 21.61 0| 0 0 0 9200 0.03 0.02 21.87 0| 0 20 0 9375 0.01 0.01 22.12 0| 0 500 0 9600 0.01 0.00 22.26 0| 0 0 0 10000 0.01 0.00 31.43 0| 0 0 0 12000 Total 0| 0 60,184 0 Indicative a-t-m Vol 25.23 Underlying Price 85.180 Time to expiry: 198 Days Mar 11 40.47 0.98 48.18 0| 0 0 0 4500 33.35 0.95 44.21 0| 0 0 0 5250 29.83 0.93 41.75 0| 0 0 0 5625 26.32 0.91 39.12 0| 0 0 0 6000 22.76 0.88 37.06 0| 0 0 0 6400 19.60 0.85 34.29 0| 0 0 0 6750 16.41 0.81 32.13 0| 0 9 0 7125 13.34 0.76 29.92 0| 0 10 0 7500 9.67 0.66 27.49 0| 0 50 0 8000 7.98 0.61 26.25 0| 0 0 0 8250 5.82 0.51 24.82 0| 0 20 0 8625 4.91 0.47 24.22 0| 0 0 0 8800 4.01 0.41 23.49 0| 0 572 0 9000 3.20 0.36 22.78 0| 0 0 0 9200 1.94 0.26 21.67 0| 0 0 0 9600 1.11 0.17 20.77 0| 0 0 0 10000 0.04 0.01 19.32 0| 0 0 0 12000 Total 0| 0 661 0 Indicative a-t-m Vol 24.84 Underlying Price 85.180 Time to expiry: 380 Days Sep 11 36.63 0.94 41.00 0| 0 0 0 4800 26.01 0.87 35.05 0| 0 0 0 6000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.39 0.74 29.76 0| 0 0 0 7200 10.79 0.62 26.37 0| 0 0 0 8000 6.45 0.47 24.00 0| 0 0 0 8800 0.35 0.05 20.31 0| 0 0 0 12000 0.01 0.00 22.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.12 Underlying Price 85.180 Time to expiry: 562 Days Mar 12 37.91 0.92 40.64 0| 0 0 0 4800 30.70 0.87 35.90 0| 0 0 0 5625 16.12 0.70 27.91 0| 0 0 0 7500 13.00 0.63 26.59 0| 0 0 0 8000 8.55 0.51 24.32 0| 0 0 0 8800 0.83 0.10 19.74 0| 0 0 0 12000 0.10 0.01 22.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 60,845 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.67 Underlying Price 85.180 Time to expiry: 16 Days Sep 10 0.01 0.00 79.71 0| 0 1,000 0 4500 0.01 0.00 71.68 0| 0 15 0 5250 0.01 0.00 64.94 0| 0 809 0 5625 0.01 0.00 59.84 0| 0 650 0 6000 0.01 0.00 51.39 0| 0 400 0 6400 0.03 -0.01 47.04 0| 0 779 0 6750 0.05 -0.02 40.06 0| 0 486 0 7125 0.05 -0.02 30.23 0| 0 1,015 0 7500 0.18 -0.08 26.34 0| 0 1,180 0 7875 0.28 -0.12 25.46 0| 0 300 0 8000 0.68 -0.25 23.55 0| 0 35,450 0 8250 1.09 -0.37 22.16 0| 0 650 0 8400 2.15 -0.60 21.22 0| 0 5,084 0 8625 3.36 -0.75 21.22 0| 0 0 0 8800 5.02 -0.88 21.22 0| 0 0 0 9000 6.89 -0.95 21.61 0| 0 0 0 9200 8.58 -0.98 21.87 0| 0 0 0 9375 10.81 -0.99 22.12 0| 0 0 0 9600 14.80 -1.00 22.26 0| 0 0 0 10000 34.80 -1.00 31.43 0| 0 0 0 12000 Total 0| 0 47,818 0 Indicative a-t-m Vol 25.23 Underlying Price 85.180 Time to expiry: 198 Days Mar 11 0.30 -0.02 48.18 0| 0 2,935 0 4500 0.65 -0.05 44.21 0| 0 10 0 5250 0.86 -0.07 41.75 0| 0 1,014 0 5625 1.08 -0.09 39.12 0| 0 0 0 6000 1.50 -0.12 37.06 0| 0 0 0 6400 1.82 -0.15 34.29 0| 0 86 0 6750 2.36 -0.19 32.13 0| 0 90 0 7125 3.02 -0.24 29.92 0| 0 252 0 7500 4.33 -0.34 27.49 0| 0 0 0 8000 5.13 -0.39 26.25 0| 0 3,191 0 8250 6.69 -0.49 24.82 0| 0 100 0 8625 7.53 -0.53 24.22 0| 0 0 0 8800 8.62 -0.59 23.49 0| 0 0 0 9000 9.80 -0.64 22.78 0| 0 0 0 9200 12.52 -0.74 21.67 0| 0 0 0 9600 15.66 -0.83 20.77 0| 0 0 0 10000 34.49 -0.99 19.32 0| 0 0 0 12000 Total 0| 0 7,678 0 Indicative a-t-m Vol 24.84 Underlying Price 85.180 Time to expiry: 380 Days Sep 11 1.10 -0.06 41.00 0| 0 0 0 4800 2.34 -0.13 35.05 0| 0 0 0 6000 4.57 -0.26 29.76 0| 0 0 0 7200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.87 -0.38 26.37 0| 0 10 0 8000 10.44 -0.53 24.00 0| 0 0 0 8800 35.95 -0.95 20.31 0| 0 0 0 12000 75.13 -1.00 22.00 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 25.12 Underlying Price 85.180 Time to expiry: 562 Days Mar 12 2.04 -0.08 40.64 0| 0 40 0 4800 2.91 -0.13 35.90 0| 0 30 0 5625 6.73 -0.30 27.91 0| 0 0 0 7500 8.51 -0.37 26.59 0| 0 175 0 8000 11.90 -0.49 24.32 0| 0 0 0 8800 35.57 -0.90 19.74 0| 0 0 0 12000 74.06 -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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 40.42 Underlying Price 2.111 Time to expiry: 16 Days Sep 10 1.71 1.00 100.00 0| 0 0 0 40 1.31 1.00 67.41 0| 0 0 0 80 0.91 1.00 54.01 0| 0 0 0 120 0.71 1.00 50.04 0| 0 0 0 140 0.51 1.00 47.10 0| 0 68 0 160 0.32 0.92 54.75 0| 0 120 0 180 0.23 0.86 48.87 0| 0 820 0 190 0.14 0.16 0.71 51.91 0.14 0.14 100| 0 661 0 200 0.07 0.08 0.54 40.05 0.07 0.07 100| 0 990 0 210 0.04 0.35 43.73 0| 0 508 0 220 0.02 0.18 41.48 0| 20 10,310 0 230 0.01 0.07 40.03 0| 0 23,423 0 240 0.01 0.01 40.38 0| 0 5,344 0 260 0.01 0.00 39.91 0| 0 1,070 0 280 0.01 0.00 39.60 0| 0 1,159 0 300 0.01 0.00 39.43 0| 0 700 0 320 0.01 0.00 39.37 0| 0 9,000 0 340 0.01 0.00 39.41 0| 0 150 0 360 0.01 0.00 39.71 0| 0 0 0 400 0.01 0.00 40.25 0| 0 0 0 440 0.01 0.00 41.00 0| 0 0 0 480 Total 200| 20 54,323 0 Indicative a-t-m Vol 42.41 Underlying Price 2.111 Time to expiry: 44 Days Oct 10 0.71 0.98 59.00 0| 0 0 0 140 0.52 0.94 55.33 0| 0 0 0 160 0.35 0.84 50.18 0| 0 0 0 180 0.27 0.76 48.46 0| 0 0 0 190 0.19 0.67 44.21 0| 0 0 0 200 0.13 0.55 42.33 0| 0 220 0 210 0.07 0.09 0.42 43.15 0.08 0.07 2,220| 0 332 0 220 0.05 0.29 39.45 0| 0 1,188 0 230 0.03 0.19 39.08 0| 0 40 0 240 0.01 0.08 40.31 0| 0 0 0 260 0.01 0.02 39.36 0| 0 0 0 280 0.01 0.01 42.00 0| 0 0 0 300 Total 2,220| 0 1,780 0 Indicative a-t-m Vol 44.56 Underlying Price 2.111 Time to expiry: 79 Days Nov 10 0.73 0.95 59.00 0| 0 0 0 140 0.55 0.88 55.94 0| 0 0 0 160 0.39 0.78 52.76 0| 0 0 0 180 0.30 0.72 47.00 0| 0 0 0 190 0.24 0.64 45.66 0| 0 0 0 200 0.18 0.55 44.78 0| 0 120 0 210 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.13 0.46 42.59 0| 0 10,030 0 220 0.07 0.29 40.96 0| 0 0 0 240 0.03 0.16 39.93 0| 0 0 0 260 0.01 0.09 41.00 0| 0 0 0 280 Total 0| 0 10,150 0 Indicative a-t-m Vol 42.92 Underlying Price 2.111 Time to expiry: 107 Days Dec 10 1.71 1.00 76.00 0| 0 0 0 40 1.31 1.00 73.75 0| 0 30 0 80 0.93 0.97 63.17 0| 0 0 0 120 0.56 0.87 53.54 0| 0 145 0 160 0.40 0.77 49.94 0| 0 0 0 180 0.26 0.64 45.39 0| 0 670 0 200 0.15 0.47 40.89 25,000| 15 914 +15 220 0.09 0.09 0.32 40.27 0.09 0.09 5,120| 0 321,669 0 240 0.04 0.17 36.53 0| 0 10,722 0 260 0.01 0.08 34.11 0| 0 33,757 0 280 0.01 0.01 30.01 0| 0 1,659 0 320 0.01 0.00 28.28 0| 0 304,200 0 340 0.01 0.00 26.73 0| 0 5,737 0 360 0.01 0.00 24.14 0| 0 41,000 0 400 0.01 0.00 22.11 0| 0 15,007 0 440 0.01 0.00 20.56 0| 0 0 0 480 0.01 0.00 19.93 0| 0 0 0 500 0.01 0.00 18.59 0| 0 0 0 560 0.01 0.00 18.07 0| 0 0 0 600 0.01 0.00 18.70 0| 0 0 0 800 0.01 0.00 22.77 0| 0 101 0 1000 0.01 0.00 28.80 0| 0 305 0 1200 0.01 0.00 36.00 0| 0 200 0 1400 Total 30,120| 15 736,116 +15 Indicative a-t-m Vol 43.56 Underlying Price 2.111 Time to expiry: 198 Days Mar 11 1.71 1.00 79.00 0| 0 0 0 40 1.32 0.98 72.08 0| 0 0 0 80 0.95 0.93 60.22 0| 0 0 0 120 0.61 0.83 50.83 0| 0 0 0 160 0.46 0.74 48.16 0| 0 0 0 180 0.33 0.64 44.83 0| 0 106 0 200 0.23 0.52 42.52 0| 0 560 0 220 0.15 0.40 40.50 0| 0 1,820 0 240 0.10 0.29 39.15 0| 0 600 0 260 0.06 0.20 38.10 0| 0 4,000 0 280 0.02 0.08 36.81 0| 0 1,100 0 320 0.01 0.03 36.50 0| 0 0 0 360 0.01 0.01 37.00 0| 0 0 0 400 Total 0| 0 8,186 0 Indicative a-t-m Vol 42.56 Underlying Price 2.111 Time to expiry: 289 Days Jun 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.33 0.98 64.00 0| 0 0 0 80 0.97 0.92 57.15 0| 0 0 0 120 0.65 0.81 49.50 0| 0 16 0 160 0.51 0.73 46.77 0| 0 119 0 180 0.39 0.64 43.88 0| 0 1 0 200 0.28 0.54 41.48 0| 0 150 0 220 0.20 0.43 39.37 0| 0 626 0 240 0.14 0.34 38.28 0| 0 100 0 260 0.10 0.26 37.92 0| 0 740 0 280 0.04 0.14 36.37 0| 0 300 0 320 0.02 0.07 36.37 0| 0 0 0 360 0.01 0.04 37.25 0| 0 0 0 400 0.01 0.03 38.84 0| 0 0 0 440 0.01 0.02 41.00 0| 0 0 0 480 Total 0| 0 2,052 0 Indicative a-t-m Vol 44.61 Underlying Price 2.111 Time to expiry: 471 Days Dec 11 1.37 0.95 66.32 0| 0 0 0 80 1.02 0.89 54.85 0| 0 0 0 120 0.75 0.79 52.24 0| 0 26 0 160 0.50 0.65 45.98 0| 0 0 0 200 0.30 0.50 41.00 0| 0 0 0 240 0.19 0.36 40.55 0| 0 0 0 280 0.12 0.25 39.61 0| 0 20 0 320 0.05 0.12 39.23 0| 0 57,500 0 400 0.02 0.05 40.10 0| 0 0 0 500 0.01 0.02 39.81 0| 0 0 0 600 0.01 0.00 40.66 0| 0 0 0 800 0.01 0.00 41.42 0| 0 101 0 1000 0.01 0.00 41.91 0| 0 301 0 1200 0.01 0.00 42.34 0| 0 100 0 1400 Total 0| 0 58,048 0 Indicative a-t-m Vol 44.10 Underlying Price 2.111 Time to expiry: 653 Days Jun 12 1.40 0.94 65.74 0| 0 0 0 80 0.82 0.78 52.19 0| 0 0 0 160 0.57 0.67 45.21 0| 0 0 0 200 0.38 0.53 41.17 0| 0 0 0 240 0.27 0.42 40.74 0| 0 0 0 280 0.18 0.32 39.96 0| 0 0 0 320 0.11 0.21 41.84 0| 0 0 0 400 0.04 0.09 38.05 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 43.84 Underlying Price 2.111 Time to expiry: 842 Days Dec 12 1.43 0.94 65.00 0| 0 0 0 80 0.89 0.79 52.06 0| 0 0 0 160 0.63 0.68 44.83 0| 0 0 0 200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.44 0.56 41.24 0| 0 0 0 240 0.34 0.47 41.01 0| 0 0 0 280 0.27 0.41 39.21 0| 0 7,500 0 300 0.25 0.37 40.10 0| 0 0 0 320 0.16 0.27 42.19 0| 0 0 0 400 0.05 0.12 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 43.72 Underlying Price 2.111 Time to expiry: 1024 Days Jun 13 1.46 0.93 64.71 0| 0 0 0 80 0.94 0.79 51.87 0| 0 0 0 160 0.69 0.69 44.61 0| 0 0 0 200 0.51 0.59 41.38 0| 0 0 0 240 0.30 0.42 40.27 0| 0 0 0 320 0.22 0.31 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 45.35 Underlying Price 2.111 Time to expiry: 1206 Days Dec 13 1.49 0.93 64.49 0| 0 0 0 80 1.00 0.80 51.97 0| 0 0 0 160 0.57 0.61 41.59 0| 0 0 0 240 0.36 0.45 40.44 0| 0 0 0 320 0.27 0.35 42.19 0| 0 0 0 400 0.11 0.19 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 46.08 Underlying Price 2.111 Time to expiry: 1570 Days Dec 14 1.56 0.93 64.52 0| 0 0 0 80 1.10 0.81 52.49 0| 0 0 0 160 0.69 0.65 42.43 0| 0 0 0 240 0.47 0.51 40.86 0| 0 0 0 320 0.37 0.42 42.19 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 32,540| 35 878,155 +15 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 40.42 Underlying Price 2.111 Time to expiry: 16 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 0.00 47.10 0| 0 160 0 160 0.01 -0.08 54.75 0| 0 534 0 180 0.02 -0.14 48.87 0| 0 10 0 190 0.04 0.05 -0.29 51.91 0.04 0.04 120| 0 4,000 0 200 0.12 0.07 -0.46 40.05 0.12 0.12 1| 120 430 0 210 0.13 -0.65 43.73 0| 0 3,558 0 220 0.21 -0.82 41.48 0| 0 5,144 0 230 0.29 -0.93 40.03 0| 0 9,324 0 240 0.49 -0.99 40.38 0| 0 861 0 260 0.69 -1.00 39.91 0| 0 4,240 0 280 0.89 -1.00 39.60 0| 0 360 0 300 1.09 -1.00 39.43 0| 0 3 0 320 1.29 -1.00 39.37 0| 0 322 0 340 1.49 -1.00 39.41 0| 0 0 0 360 1.89 -1.00 39.71 0| 0 0 0 400 2.29 -1.00 40.25 0| 0 0 0 440 2.69 -1.00 41.00 0| 0 0 0 480 Total 121| 120 29,404 0 Indicative a-t-m Vol 42.41 Underlying Price 2.111 Time to expiry: 44 Days Oct 10 0.01 -0.02 59.00 0| 0 0 0 140 0.01 -0.06 55.33 0| 0 0 0 160 0.03 -0.16 50.18 0| 0 240 0 180 0.06 -0.24 48.46 0| 0 100 0 190 0.08 -0.33 44.21 0| 0 26,200 0 200 0.12 -0.45 42.33 0| 0 930 0 210 0.18 -0.58 43.15 0| 0 730 0 220 0.24 -0.71 39.45 0| 0 0 0 230 0.32 -0.81 39.08 0| 0 0 0 240 0.50 -0.93 38.37 0| 0 0 0 260 0.69 -0.98 39.36 0| 0 0 0 280 0.89 -0.99 42.00 0| 0 0 0 300 Total 0| 0 28,200 0 Indicative a-t-m Vol 44.56 Underlying Price 2.111 Time to expiry: 79 Days Nov 10 0.01 -0.05 59.00 0| 0 0 0 140 0.04 -0.12 55.94 0| 0 0 0 160 0.07 -0.22 52.76 0| 0 0 0 180 0.09 -0.28 47.00 0| 0 30 0 190 0.12 -0.36 45.66 0| 0 360 0 200 0.17 -0.45 44.78 0| 0 100 0 210 0.22 -0.54 42.59 0| 0 20 0 220 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.35 -0.72 40.96 0| 0 0 0 240 0.52 -0.85 39.93 0| 0 0 0 260 0.70 -0.92 41.00 0| 0 0 0 280 Total 0| 0 510 0 Indicative a-t-m Vol 42.92 Underlying Price 2.111 Time to expiry: 107 Days Dec 10 0.01 0.00 76.00 0| 0 0 0 40 0.01 0.00 73.75 0| 0 0 0 80 0.01 -0.03 63.17 0| 0 305 0 120 0.05 -0.13 53.54 0| 0 3,050 0 160 0.10 0.09 -0.23 49.94 0.10 0.10 100| 0 820 0 180 0.15 -0.36 45.39 0| 0 2,006 0 200 0.24 -0.53 40.89 0| 0 21,230 0 220 0.37 -0.68 40.27 0| 0 433 0 240 0.52 -0.83 36.53 0| 0 6,200 0 260 0.70 -0.93 34.11 0| 0 224 0 280 1.09 -1.00 30.01 0| 0 8 0 320 1.29 -1.00 28.28 0| 0 0 0 340 1.49 -1.00 26.73 0| 0 16,300 0 360 1.89 -1.00 24.14 0| 0 202 0 400 2.29 -1.00 22.11 0| 0 2,500 0 440 2.69 -1.00 20.56 0| 0 5 0 480 2.89 -1.00 19.93 0| 0 5 0 500 3.49 -1.00 18.59 0| 0 5 0 560 3.89 -1.00 18.07 0| 0 0 0 600 5.89 -1.00 18.70 0| 0 0 0 800 7.89 -1.00 22.77 0| 0 0 0 1000 9.89 -1.00 28.80 0| 0 0 0 1200 11.89 -1.00 36.00 0| 0 0 0 1400 Total 100| 0 53,293 0 Indicative a-t-m Vol 43.56 Underlying Price 2.111 Time to expiry: 198 Days Mar 11 0.01 0.00 79.00 0| 0 0 0 40 0.01 -0.02 72.08 0| 0 0 0 80 0.03 -0.07 60.22 0| 0 1,027 0 120 0.09 -0.17 50.83 0| 0 1,037 0 160 0.14 -0.26 48.16 0| 0 520 0 180 0.21 -0.37 44.83 0| 0 400 0 200 0.31 -0.48 42.52 0| 0 160 0 220 0.43 -0.61 40.50 0| 0 0 0 240 0.57 -0.72 39.15 0| 0 0 0 260 0.74 -0.81 38.10 0| 0 0 0 280 1.10 -0.93 36.81 0| 0 0 0 320 1.49 -0.99 36.50 0| 0 0 0 360 1.89 -1.00 37.00 0| 0 0 0 400 Total 0| 0 3,144 0 Indicative a-t-m Vol 42.56 Underlying Price 2.111 Time to expiry: 289 Days Jun 11 0.01 -0.02 64.00 0| 0 0 0 80 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.05 -0.08 57.15 0| 0 251 0 120 0.12 -0.19 49.50 0| 0 555 0 160 0.18 -0.27 46.77 0| 0 120 0 180 0.26 -0.36 43.88 0| 0 945 0 200 0.35 -0.46 41.48 0| 0 240 0 220 0.47 -0.57 39.37 0| 0 429 0 240 0.61 -0.67 38.28 0| 0 14 0 260 0.77 -0.75 37.92 0| 0 530 0 280 1.11 -0.88 36.37 0| 0 0 0 320 1.49 -0.95 36.37 0| 0 0 0 360 1.89 -0.99 37.25 0| 0 0 0 400 2.29 -1.00 38.84 0| 0 0 0 440 2.69 -1.00 41.00 0| 0 0 0 480 Total 0| 0 3,084 0 Indicative a-t-m Vol 44.61 Underlying Price 2.111 Time to expiry: 471 Days Dec 11 0.04 -0.05 66.32 0| 0 21 0 80 0.09 -0.11 54.85 0| 0 0 0 120 0.21 -0.22 52.24 0| 0 0 0 160 0.36 -0.35 45.98 0| 0 0 0 200 0.56 -0.51 41.00 0| 0 39 0 240 0.85 -0.65 40.55 0| 0 0 0 280 1.17 -0.76 39.61 0| 0 10 0 320 1.90 -0.91 39.23 0| 0 0 0 400 2.89 -0.99 40.10 0| 0 0 0 500 3.89 -1.00 39.81 0| 0 0 0 600 5.89 -1.00 40.66 0| 0 200 0 800 7.89 -1.00 41.42 0| 0 0 0 1000 9.89 -1.00 41.91 0| 0 0 0 1200 11.89 -1.00 42.34 0| 0 0 0 1400 Total 0| 0 270 0 Indicative a-t-m Vol 44.10 Underlying Price 2.111 Time to expiry: 653 Days Jun 12 0.07 -0.06 65.74 0| 0 0 0 80 0.27 -0.22 52.19 0| 0 0 0 160 0.41 -0.34 45.21 0| 0 0 0 200 0.62 -0.47 41.17 0| 0 0 0 240 0.90 -0.59 40.74 0| 0 0 0 280 1.22 -0.70 39.96 0| 0 0 0 320 1.94 -0.83 41.84 0| 0 0 0 400 2.69 -0.98 37.00 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 43.84 Underlying Price 2.111 Time to expiry: 842 Days Dec 12 0.09 -0.07 65.00 0| 0 0 0 80 0.33 -0.22 52.06 0| 0 0 0 160 0.46 -0.32 44.83 0| 0 0 0 200 0.67 -0.45 41.24 0| 0 0 0 240 0.95 -0.55 41.01 0| 0 0 0 280 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.08 -0.62 39.21 0| 0 7,500 0 300 1.26 -0.65 40.10 0| 0 0 0 320 1.97 -0.78 42.19 0| 0 0 0 400 2.69 -0.97 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 43.72 Underlying Price 2.111 Time to expiry: 1024 Days Jun 13 0.12 -0.07 64.71 0| 0 0 0 80 0.37 -0.21 51.87 0| 0 0 0 160 0.50 -0.31 44.61 0| 0 0 0 200 0.71 -0.43 41.38 0| 0 0 0 240 1.29 -0.62 40.27 0| 0 0 0 320 2.00 -0.73 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 45.35 Underlying Price 2.111 Time to expiry: 1206 Days Dec 13 0.14 -0.07 64.49 0| 0 0 0 80 0.41 -0.21 51.97 0| 0 0 0 160 0.75 -0.41 41.59 0| 0 0 0 240 1.32 -0.59 40.44 0| 0 0 0 320 2.02 -0.70 42.19 0| 0 0 0 400 2.70 -0.93 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 46.08 Underlying Price 2.111 Time to expiry: 1570 Days Dec 14 0.18 -0.07 64.52 0| 0 0 0 80 0.47 -0.20 52.49 0| 0 0 0 160 0.82 -0.37 42.43 0| 0 0 0 240 1.38 -0.54 40.86 0| 0 0 0 320 2.06 -0.65 42.19 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 221| 120 125,405 0 Grand Total 32,761| 155 1,003,560 +15 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 38.27 Underlying Price 2.111 Time to expiry: 16 Days Sep 10 1.71 1.00 75.00 0| 0 0 0 40 1.31 1.00 99.12 0| 0 0 0 80 0.91 1.00 81.29 0| 0 0 0 120 0.71 1.00 70.56 0| 0 0 0 140 0.51 0.99 60.46 0| 0 0 0 160 0.32 0.93 51.38 0| 0 0 0 180 0.23 0.86 47.26 0| 0 0 0 190 0.14 0.73 43.42 0| 0 885 0 200 0.08 0.54 38.60 0| 0 0 0 210 0.03 0.31 35.33 0| 0 150,100 0 220 0.01 0.12 32.96 0| 0 0 0 230 0.01 0.03 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 43.56 Underlying Price 2.111 Time to expiry: 198 Days Mar 11 1.71 1.00 79.00 0| 0 0 0 40 1.32 0.98 72.08 0| 0 0 0 80 0.95 0.93 60.22 0| 0 0 0 120 0.61 0.83 50.83 0| 0 0 0 160 0.46 0.74 48.16 0| 0 0 0 180 0.33 0.64 44.83 0| 0 0 0 200 0.23 0.52 42.52 0| 0 0 0 220 0.15 0.40 40.50 0| 0 900 0 240 0.10 0.29 39.15 0| 0 100 0 260 0.06 0.20 38.10 0| 0 0 0 280 0.02 0.08 36.81 0| 0 210 0 320 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.03 36.50 0| 0 260 0 360 0.01 0.01 37.00 0| 0 0 0 400 0.01 0.01 38.07 0| 0 0 0 440 0.01 0.00 39.68 0| 0 0 0 480 0.01 0.00 40.64 0| 0 0 0 500 0.01 0.00 46.71 0| 0 900 0 600 0.01 0.00 62.89 0| 0 0 0 800 Total 0| 0 2,370 0 Indicative a-t-m Vol 42.47 Underlying Price 2.111 Time to expiry: 380 Days Sep 11 1.33 0.98 54.00 0| 0 0 0 80 0.98 0.91 51.47 0| 0 0 0 120 0.69 0.80 49.03 0| 0 0 0 160 0.42 0.64 42.50 0| 0 0 0 200 0.27 0.48 42.40 0| 0 0 0 240 0.17 0.34 42.30 0| 0 1,000 0 280 0.09 0.22 41.00 0| 0 1,900 0 320 0.03 0.09 40.34 0| 0 0 0 400 0.01 0.03 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 45.55 Underlying Price 2.111 Time to expiry: 562 Days Mar 12 1.35 0.97 54.25 0| 0 0 0 80 1.03 0.89 51.24 0| 0 0 0 120 0.76 0.79 48.49 0| 0 0 0 160 0.54 0.66 46.00 0| 0 0 0 200 0.37 0.53 44.35 0| 0 0 0 240 0.25 0.41 43.03 0| 0 0 0 280 0.18 0.32 43.16 0| 40,000 40,000 +40,000 320 0.08 0.18 41.89 0| 0 0 0 400 0.04 0.09 42.26 0| 0 0 0 500 0.02 0.04 41.80 0| 0 0 0 600 0.01 0.01 41.90 0| 0 0 0 800 0.01 0.00 42.76 0| 0 1 0 1000 0.01 0.00 44.06 0| 0 200 0 1200 Total 0| 40,000 40,201 +40,000 Indicative a-t-m Vol 44.82 Underlying Price 2.111 Time to expiry: 751 Days Sep 12 1.38 0.95 53.43 0| 0 0 0 80 0.82 0.79 47.98 0| 0 0 0 160 0.60 0.67 45.04 0| 0 0 0 200 0.45 0.56 44.25 0| 0 0 0 240 0.33 0.46 43.49 0| 0 0 0 280 0.25 0.38 43.23 0| 0 0 0 320 0.14 0.24 42.06 0| 0 0 0 400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.07 0.15 41.14 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.59 Underlying Price 2.111 Time to expiry: 926 Days Mar 13 1.40 0.95 53.76 0| 0 0 0 80 0.87 0.79 47.65 0| 0 0 0 160 0.67 0.69 45.11 0| 0 0 0 200 0.50 0.59 43.22 0| 0 1 0 240 0.30 0.41 42.03 0| 0 1 0 320 0.19 0.29 42.51 0| 0 0 0 400 0.13 0.22 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.21 Underlying Price 2.111 Time to expiry: 1115 Days Sep 13 1.43 0.94 54.06 0| 0 0 0 80 0.93 0.79 47.82 0| 0 0 0 160 0.57 0.61 43.73 0| 0 0 0 240 0.37 0.46 42.84 0| 0 0 0 320 0.26 0.34 43.20 0| 0 0 0 400 0.18 0.26 43.53 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.48 Underlying Price 2.111 Time to expiry: 1297 Days Mar 14 1.45 0.94 53.93 0| 0 0 0 80 0.98 0.80 47.89 0| 0 0 0 160 0.63 0.63 44.11 0| 0 0 0 240 0.43 0.49 43.11 0| 0 30 0 320 0.31 0.38 43.48 0| 0 0 0 400 0.22 0.30 43.18 0| 0 0 0 480 Total 0| 0 30 0 Indicative a-t-m Vol 45.81 Underlying Price 2.111 Time to expiry: 1479 Days Sep 14 1.48 0.93 54.26 0| 0 20 0 80 1.03 0.80 48.41 0| 0 20 0 160 0.69 0.65 44.33 0| 0 20 0 240 0.51 0.53 44.32 0| 0 20 0 320 0.38 0.43 44.31 0| 0 20 0 400 0.29 0.35 44.20 0| 0 0 0 480 Total 0| 0 100 0 Indicative a-t-m Vol 46.35 Underlying Price 2.111 Time to expiry: 1661 Days Mar 15 1.51 0.93 55.01 0| 0 0 0 80 1.08 0.81 49.11 0| 0 0 0 160 0.75 0.67 44.78 0| 0 0 0 240 0.56 0.55 44.36 0| 0 0 0 320 0.43 0.46 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 0| 40,000 220,780 +40,000 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 38.27 Underlying Price 2.111 Time to expiry: 16 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 0.00 70.56 0| 0 0 0 140 0.01 -0.01 60.46 0| 0 1,000 0 160 0.01 -0.07 51.38 0| 0 100 0 180 0.02 -0.14 47.26 0| 0 0 0 190 0.03 -0.27 43.42 0| 0 720 0 200 0.06 -0.46 38.60 0| 0 0 0 210 0.12 -0.69 35.33 0| 0 150,200 0 220 0.20 -0.88 32.96 0| 0 0 0 230 0.29 -0.97 30.79 0| 0 346 0 240 0.49 -1.00 25.98 0| 0 200 0 260 0.69 -1.00 22.07 0| 0 1,765 0 280 0.89 -1.00 18.98 0| 0 1,550 0 300 1.09 -1.00 16.62 0| 0 300 0 320 1.29 -1.00 14.95 0| 0 0 0 340 1.49 -1.00 13.88 0| 0 1,000 0 360 1.89 -1.00 13.37 0| 0 11,000 0 400 2.29 -1.00 14.71 0| 0 0 0 440 2.69 -1.00 16.00 0| 0 0 0 480 2.89 -1.00 17.00 0| 0 40 0 500 3.49 -1.00 18.00 0| 0 1,000 0 560 3.89 -1.00 20.00 0| 0 360 0 600 4.29 -1.00 22.00 0| 0 0 0 640 5.09 -1.00 24.00 0| 0 200 0 720 5.89 -1.00 26.00 0| 0 150 0 800 6.89 -1.00 28.00 0| 0 40,440 0 900 7.89 -1.00 30.00 0| 0 540 0 1000 9.89 -1.00 32.00 0| 0 2 0 1200 11.89 -1.00 34.00 0| 0 800 0 1400 Total 0| 0 211,714 0 Indicative a-t-m Vol 43.56 Underlying Price 2.111 Time to expiry: 198 Days Mar 11 0.01 0.00 79.00 0| 0 0 0 40 0.01 -0.02 72.08 0| 0 0 0 80 0.03 -0.07 60.22 0| 0 0 0 120 0.09 -0.17 50.83 0| 0 0 0 160 0.14 -0.26 48.16 0| 0 0 0 180 0.21 -0.36 44.83 0| 0 0 0 200 0.31 -0.48 42.52 0| 0 0 0 220 0.43 -0.60 40.50 0| 0 1,650 0 240 0.57 -0.71 39.15 0| 0 0 0 260 0.73 -0.80 38.10 0| 0 2,615 0 280 1.09 -0.92 36.81 0| 0 210 0 320 1.48 -0.97 36.50 0| 0 400 0 360 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.87 -0.99 37.00 0| 0 0 0 400 2.27 -0.99 38.07 0| 0 500 0 440 2.66 -1.00 39.68 0| 0 0 0 480 2.86 -1.00 40.64 0| 0 0 0 500 3.86 -1.00 46.71 0| 0 0 0 600 5.85 -1.00 62.89 0| 0 1,000 0 800 Total 0| 0 6,375 0 Indicative a-t-m Vol 42.47 Underlying Price 2.111 Time to expiry: 380 Days Sep 11 0.01 -0.02 54.00 0| 0 0 0 80 0.06 -0.09 51.47 0| 0 0 0 120 0.16 -0.20 49.03 0| 0 0 0 160 0.29 -0.36 42.50 0| 0 3,140 0 200 0.53 -0.52 42.40 0| 0 0 0 240 0.82 -0.66 42.30 0| 0 325 0 280 1.14 -0.78 41.00 0| 0 60 0 320 1.87 -0.91 40.34 0| 0 0 0 400 2.84 -0.97 39.55 0| 0 200 0 500 3.82 -0.99 39.67 0| 0 0 0 600 5.79 -1.00 41.65 0| 0 0 0 800 7.77 -1.00 45.00 0| 0 0 0 1000 Total 0| 0 3,725 0 Indicative a-t-m Vol 45.55 Underlying Price 2.111 Time to expiry: 562 Days Mar 12 0.03 -0.03 54.25 0| 0 0 0 80 0.09 -0.11 51.24 0| 0 0 0 120 0.21 -0.21 48.49 0| 0 0 0 160 0.39 -0.34 46.00 0| 0 0 0 200 0.61 -0.47 44.35 0| 0 0 0 240 0.89 -0.59 43.03 0| 0 0 0 280 1.21 -0.68 43.16 0| 0 0 0 320 1.90 -0.82 41.89 0| 0 0 0 400 2.83 -0.91 42.26 0| 0 0 0 500 3.79 -0.96 41.80 0| 0 0 0 600 5.74 -0.99 41.90 0| 0 0 0 800 7.70 -1.00 42.76 0| 0 0 0 1000 9.66 -1.00 44.06 0| 0 0 0 1200 Total 0| 0 0 0 Indicative a-t-m Vol 44.82 Underlying Price 2.111 Time to expiry: 751 Days Sep 12 0.04 -0.05 53.43 0| 0 0 0 80 0.26 -0.21 47.98 0| 0 0 0 160 0.44 -0.33 45.04 0| 0 0 0 200 0.67 -0.44 44.25 0| 0 0 0 240 0.94 -0.54 43.49 0| 0 0 0 280 1.25 -0.62 43.23 0| 0 0 0 320 1.91 -0.76 42.06 0| 0 0 0 400 2.63 -0.85 41.14 0| 0 0 0 480 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 44.59 Underlying Price 2.111 Time to expiry: 926 Days Mar 13 0.06 -0.05 53.76 0| 0 0 0 80 0.30 -0.21 47.65 0| 0 1 0 160 0.48 -0.31 45.11 0| 0 0 0 200 0.70 -0.41 43.22 0| 0 1 0 240 1.27 -0.59 42.03 0| 0 0 0 320 1.93 -0.71 42.51 0| 0 0 0 400 2.64 -0.78 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.21 Underlying Price 2.111 Time to expiry: 1115 Days Sep 13 0.08 -0.06 54.06 0| 0 0 0 80 0.34 -0.21 47.82 0| 0 0 0 160 0.74 -0.39 43.73 0| 0 1 0 240 1.30 -0.54 42.84 0| 0 1 0 320 1.95 -0.66 43.20 0| 0 1 0 400 2.64 -0.74 43.53 0| 0 0 0 480 Total 0| 0 3 0 Indicative a-t-m Vol 45.48 Underlying Price 2.111 Time to expiry: 1297 Days Mar 14 0.10 -0.06 53.93 0| 0 0 0 80 0.37 -0.20 47.89 0| 0 0 0 160 0.78 -0.37 44.11 0| 0 0 0 240 1.33 -0.51 43.11 0| 0 0 0 320 1.96 -0.62 43.48 0| 0 0 0 400 2.62 -0.70 43.18 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.81 Underlying Price 2.111 Time to expiry: 1479 Days Sep 14 0.11 -0.07 54.26 0| 0 0 0 80 0.40 -0.20 48.41 0| 0 20 0 160 0.81 -0.35 44.33 0| 0 20 0 240 1.36 -0.47 44.32 0| 0 20 0 320 1.98 -0.57 44.31 0| 0 20 0 400 2.63 -0.65 44.20 0| 0 0 0 480 Total 0| 0 80 0 Indicative a-t-m Vol 46.35 Underlying Price 2.111 Time to expiry: 1661 Days Mar 15 0.13 -0.07 55.01 0| 0 0 0 80 0.43 -0.19 49.11 0| 0 0 0 160 0.83 -0.33 44.78 0| 0 0 0 240 1.37 -0.45 44.36 0| 0 0 0 320 1.97 -0.54 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 0| 0 221,899 0 Grand Total 0| 40,000 442,679 +40,000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.48 Underlying Price 39.050 Time to expiry: 16 Days Sep 10 15.06 1.00 58.91 0| 0 0 0 2400 11.06 1.00 51.11 0| 0 0 0 2800 9.06 1.00 46.14 0| 0 0 0 3000 7.07 0.99 42.27 0| 16 48 +16 3200 5.11 0.96 37.29 0| 0 48 0 3400 4.15 0.93 35.36 0| 0 30 0 3500 3.23 0.88 33.15 0| 0 59 0 3600 1.37 2.33 0.81 29.93 1.71 1.37 16| 22 562 -22 3700 0.73 1.60 0.68 29.50 1.40 0.73 25| 33 57 +8 3800 0.59 0.99 0.52 28.49 0.78 0.59 20| 30 576 +30 3900 0.56 0.36 28.33 0| 22 3,288 +22 4000 0.16 0.27 0.21 27.37 0.16 0.14 35| 0 1,587 0 4100 0.13 0.12 27.45 0| 0 1,455 0 4200 0.06 0.06 28.55 0| 0 1,119 0 4300 0.04 0.04 30.58 0| 0 3,704 0 4400 0.02 0.02 35.36 0| 0 3,092 0 4600 0.01 0.01 38.67 0| 0 65 0 4800 0.01 0.00 45.86 0| 0 95 0 5200 0.01 0.00 51.94 0| 0 4 0 5600 0.01 0.00 59.06 0| 0 0 0 6000 0.01 0.00 63.52 0| 0 0 0 6400 0.01 0.00 66.65 0| 0 0 0 7200 0.01 0.00 70.91 0| 0 0 0 8000 Total 96| 123 15,789 +54 Indicative a-t-m Vol 29.26 Underlying Price 39.050 Time to expiry: 44 Days Oct 10 9.15 0.97 42.55 0| 0 0 0 3000 7.25 0.93 40.55 0| 0 70 0 3200 5.39 0.88 36.23 0| 0 45 0 3400 4.19 4.51 0.83 34.40 4.19 4.19 13| 0 11 0 3500 3.01 3.69 0.78 32.92 3.40 2.98 60| 0 30 0 3600 2.92 0.71 31.62 0| 0 14 0 3700 2.23 0.62 30.37 0| 0 20 0 3800 1.28 1.64 0.53 29.31 1.28 1.28 5| 10 1,040 0 3900 1.15 0.43 28.31 0| 0 102 0 4000 0.76 0.33 27.30 0| 0 52 0 4100 0.30 0.49 0.24 26.93 0.30 0.30 11| 0 1,074 0 4200 0.30 0.16 26.46 0| 0 16 0 4300 0.17 0.10 25.94 0| 0 55 0 4400 0.04 0.03 24.64 0| 0 43 0 4600 0.03 0.02 27.75 0| 0 58 0 4800 0.03 0.02 37.00 0| 0 0 0 5200 Total 89| 10 2,630 0 Indicative a-t-m Vol 30.48 Underlying Price 39.050 Time to expiry: 79 Days Nov 10 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.56 0.88 39.38 0| 0 0 0 3200 5.82 0.82 36.56 0| 0 0 0 3400 4.24 0.73 33.88 0| 0 0 0 3600 3.54 0.67 32.93 0| 0 0 0 3700 2.86 0.61 31.55 0| 0 0 0 3800 2.27 0.54 30.52 0| 10 80 +10 3900 1.17 1.78 0.46 29.78 1.52 1.17 34| 30 100 +30 4000 1.04 1.37 0.39 29.31 1.04 1.04 10| 10 34 +10 4100 1.01 0.32 28.52 0| 0 72 0 4200 0.51 0.20 27.30 0| 0 0 0 4400 0.24 0.11 26.52 0| 0 0 0 4600 Total 44| 50 286 +50 Indicative a-t-m Vol 30.84 Underlying Price 39.050 Time to expiry: 107 Days Dec 10 19.16 0.99 59.99 0| 0 0 0 2000 15.24 0.97 50.82 0| 0 0 0 2400 11.39 0.94 43.52 0| 0 0 0 2800 7.78 0.86 38.40 0| 0 56 0 3200 6.12 0.79 35.92 0| 0 0 0 3400 4.60 0.71 33.80 0| 0 20 0 3600 3.26 0.60 31.68 0| 0 4,941 0 3800 2.17 0.48 30.07 0| 0 686 0 4000 1.36 0.36 28.89 0| 0 1,180 0 4200 0.79 0.24 27.89 0| 0 631 0 4400 0.42 0.15 26.90 0| 71 4,242 -11 4600 0.20 0.08 25.86 0| 0 8,600 0 4800 0.10 0.05 25.91 0| 0 3,218 0 5000 0.06 0.03 26.75 0| 0 320 0 5200 0.01 0.01 25.47 0| 0 20 0 5600 0.01 0.00 25.78 0| 0 1,000 0 6000 0.01 0.00 26.53 0| 0 0 0 6400 0.01 0.00 29.19 0| 0 0 0 7200 0.01 0.00 33.00 0| 0 0 0 8000 Total 0| 71 24,914 -11 Indicative a-t-m Vol 31.57 Underlying Price 39.050 Time to expiry: 198 Days Mar 11 15.52 0.95 46.66 0| 0 0 0 2400 11.87 0.90 41.39 0| 0 0 0 2800 8.48 0.81 37.17 0| 0 0 0 3200 6.95 0.75 35.41 0| 0 0 0 3400 5.54 0.68 33.72 0| 0 10 0 3600 4.28 0.60 32.18 0| 0 10 0 3800 3.23 0.51 31.02 0| 0 105 0 4000 2.33 0.42 29.81 0| 0 97 0 4200 1.61 0.33 28.65 0| 0 126 0 4400 1.09 0.25 27.93 0| 0 127 0 4600 0.71 0.18 27.27 0| 0 1,500 0 4800 0.30 0.09 26.67 0| 0 90 0 5200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.11 0.04 26.11 0| 0 30 0 5600 0.03 0.01 28.27 0| 0 0 0 6400 0.02 0.01 32.00 0| 0 0 0 7200 Total 0| 0 2,095 0 Indicative a-t-m Vol 32.00 Underlying Price 39.050 Time to expiry: 289 Days Jun 11 15.78 0.93 44.25 0| 0 0 0 2400 12.29 0.87 40.07 0| 0 0 0 2800 9.09 0.79 36.84 0| 0 0 0 3200 7.65 0.73 35.32 0| 0 0 0 3400 6.33 0.67 33.93 0| 0 0 0 3600 5.11 0.60 32.52 0| 0 500 0 3800 4.08 0.53 31.54 0| 0 1,165 0 4000 3.16 0.46 30.47 0| 0 1,281 0 4200 2.42 0.39 29.69 0| 0 81 0 4400 1.32 0.25 28.31 0| 0 32 0 4800 0.93 0.20 27.60 0| 0 50 0 5000 0.34 0.09 26.82 0| 0 109 0 5600 0.16 0.05 26.48 0| 0 12 0 6000 0.10 0.03 27.40 0| 0 0 0 6400 0.02 0.01 31.17 0| 0 0 0 8000 Total 0| 0 3,230 0 Indicative a-t-m Vol 33.12 Underlying Price 39.050 Time to expiry: 471 Days Dec 11 16.00 0.91 43.10 0| 0 0 0 2400 9.73 0.77 37.32 0| 0 0 0 3200 7.16 0.66 34.85 0| 0 0 0 3600 4.99 0.54 32.58 0| 0 500 0 4000 3.25 0.42 30.33 0| 0 1,200 0 4400 1.99 0.30 28.48 0| 0 0 0 4800 0.73 0.14 26.98 0| 0 750 0 5600 0.46 0.10 26.90 0| 0 0 0 6000 0.07 0.02 28.67 0| 0 0 0 8000 Total 0| 0 2,450 0 Indicative a-t-m Vol 32.49 Underlying Price 39.050 Time to expiry: 653 Days Jun 12 16.48 0.89 42.94 0| 0 0 0 2400 10.50 0.75 36.58 0| 0 0 0 3200 8.02 0.66 34.15 0| 0 0 0 3600 5.90 0.56 31.97 0| 0 750 0 4000 4.11 0.45 29.84 0| 0 0 0 4400 2.75 0.35 28.09 0| 0 0 0 4800 0.88 0.15 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Calls 229| 254 52,144 +93 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.48 Underlying Price 39.050 Time to expiry: 16 Days Sep 10 0.01 0.00 58.91 0| 0 0 0 2400 0.01 0.00 51.11 0| 0 25 0 2800 0.01 0.00 46.14 0| 0 80 0 3000 0.02 -0.01 42.27 0| 0 811 0 3200 0.05 -0.04 37.29 0| 11 3,656 0 3400 0.09 -0.07 35.36 0| 30 49 +13 3500 0.17 -0.12 33.15 0| 93 2,684 +15 3600 0.36 0.28 -0.19 29.93 0.36 0.33 25| 12 877 -3 3700 0.54 -0.32 29.50 0| 2 176 -2 3800 0.93 -0.48 28.49 0| 0 306 0 3900 1.51 -0.64 28.33 0| 30 1,181 +30 4000 2.24 2.22 -0.79 27.37 2.24 2.24 11| 0 70 0 4100 3.07 -0.89 27.45 0| 10 65 0 4200 4.01 -0.94 28.55 0| 0 54 0 4300 4.98 -0.96 30.58 0| 0 568 0 4400 6.96 -0.98 35.36 0| 9 801 0 4600 8.95 -0.99 38.67 0| 0 338 0 4800 12.95 -1.00 45.86 0| 0 23 0 5200 16.95 -1.00 51.94 0| 0 0 0 5600 20.95 -1.00 59.06 0| 0 0 0 6000 24.95 -1.00 63.52 0| 0 0 0 6400 32.95 -1.00 66.65 0| 0 0 0 7200 40.95 -1.00 70.91 0| 0 0 0 8000 Total 36| 197 11,764 +53 Indicative a-t-m Vol 29.26 Underlying Price 39.050 Time to expiry: 44 Days Oct 10 0.08 -0.03 42.55 0| 20 62 +12 3000 0.18 -0.07 40.55 0| 0 31 0 3200 0.32 0.32 -0.12 36.23 0.32 0.32 30| 10 30 0 3400 0.45 0.44 -0.17 34.40 0.45 0.45 12| 0 70 0 3500 0.61 -0.22 32.92 0| 0 50 0 3600 0.85 -0.29 31.62 0| 71 1,272 0 3700 1.16 -0.38 30.37 0| 10 46 0 3800 1.56 -0.47 29.31 0| 0 46 0 3900 2.07 -0.57 28.31 0| 1 35 -1 4000 2.69 -0.68 27.30 0| 0 51 0 4100 3.42 -0.76 26.93 0| 0 31 0 4200 4.23 -0.84 26.46 0| 0 0 0 4300 5.10 -0.90 25.94 0| 0 20 0 4400 6.98 -0.97 24.64 0| 0 2 0 4600 8.96 -0.98 27.75 0| 0 94 0 4800 12.96 -0.99 37.00 0| 0 0 0 5200 Total 42| 112 1,840 +11 Indicative a-t-m Vol 30.48 Underlying Price 39.050 Time to expiry: 79 Days Nov 10 0.46 -0.12 39.38 0| 25 25 +25 3200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.72 -0.18 36.56 0| 0 11 0 3400 1.14 -0.27 33.88 0| 0 11 0 3600 1.43 -0.33 32.93 0| 0 0 0 3700 1.76 -0.39 31.55 0| 0 5 0 3800 2.17 -0.46 30.52 0| 0 80 0 3900 2.67 -0.54 29.78 0| 0 12 0 4000 3.27 -0.61 29.31 0| 0 0 0 4100 3.91 -0.68 28.52 0| 0 0 0 4200 5.41 -0.81 27.30 0| 0 0 0 4400 7.14 -0.90 26.52 0| 0 0 0 4600 Total 0| 25 144 +25 Indicative a-t-m Vol 30.84 Underlying Price 39.050 Time to expiry: 107 Days Dec 10 0.06 -0.01 59.99 0| 0 20 0 2000 0.13 -0.03 50.82 0| 0 60 0 2400 0.27 -0.06 43.52 0| 14 41 +14 2800 0.66 -0.14 38.40 0| 0 4,026 0 3200 0.98 -0.21 35.92 0| 0 2,053 0 3400 1.46 -0.29 33.80 0| 0 1,935 0 3600 2.12 -0.40 31.68 0| 0 1,945 0 3800 3.03 -0.52 30.07 0| 0 9,876 0 4000 4.22 -0.65 28.89 0| 0 125 0 4200 5.65 -0.76 27.89 0| 0 2,752 0 4400 7.29 -0.85 26.90 0| 0 4,607 0 4600 9.08 -0.92 25.86 0| 0 3,086 0 4800 10.99 -0.96 25.91 0| 0 2,766 0 5000 12.96 -0.98 26.75 0| 0 159 0 5200 16.95 -1.00 25.47 0| 0 0 0 5600 20.95 -1.00 25.78 0| 0 0 0 6000 24.95 -1.00 26.53 0| 0 0 0 6400 32.95 -1.00 29.19 0| 0 0 0 7200 40.95 -1.00 33.00 0| 0 0 0 8000 Total 0| 14 33,451 +14 Indicative a-t-m Vol 31.57 Underlying Price 39.050 Time to expiry: 198 Days Mar 11 0.36 -0.05 46.66 0| 0 7 0 2400 0.69 -0.10 41.39 0| 0 98 0 2800 1.29 -0.19 37.17 0| 30 160 0 3200 1.76 -0.25 35.41 0| 0 216 0 3400 2.34 -0.32 33.72 0| 0 895 0 3600 3.08 -0.40 32.18 0| 0 900 0 3800 4.02 -0.49 31.02 0| 0 61 0 4000 5.12 -0.58 29.81 0| 0 65 0 4200 6.40 -0.67 28.65 0| 0 0 0 4400 7.87 -0.75 27.93 0| 0 35 0 4600 9.50 -0.82 27.27 0| 0 0 0 4800 13.11 -0.92 26.67 0| 0 0 0 5200 16.96 -0.98 26.11 0| 0 0 0 5600 24.95 -1.00 28.27 0| 0 0 0 6400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 32.95 -1.00 32.00 0| 0 0 0 7200 Total 0| 30 2,437 0 Indicative a-t-m Vol 32.00 Underlying Price 39.050 Time to expiry: 289 Days Jun 11 0.60 -0.07 44.25 0| 0 114 0 2400 1.07 -0.13 40.07 0| 0 170 0 2800 1.85 -0.21 36.84 0| 0 31 0 3200 2.39 -0.27 35.32 0| 0 58 0 3400 3.05 -0.33 33.93 0| 0 580 0 3600 3.82 -0.40 32.52 0| 0 590 0 3800 4.78 -0.47 31.54 0| 0 3,010 0 4000 5.85 -0.55 30.47 0| 0 1,250 0 4200 7.10 -0.62 29.69 0| 0 0 0 4400 10.00 -0.76 28.31 0| 0 0 0 4800 11.62 -0.82 27.60 0| 0 710 0 5000 17.07 -0.94 26.82 0| 0 0 0 5600 20.95 -0.98 26.48 0| 0 0 0 6000 24.95 -1.00 27.40 0| 0 0 0 6400 40.95 -1.00 31.17 0| 0 0 0 8000 Total 0| 0 6,513 0 Indicative a-t-m Vol 33.12 Underlying Price 39.050 Time to expiry: 471 Days Dec 11 1.31 -0.11 43.10 0| 0 0 0 2400 3.22 -0.26 37.32 0| 0 0 0 3200 4.71 -0.36 34.85 0| 0 0 0 3600 6.58 -0.48 32.58 0| 0 500 0 4000 8.85 -0.60 30.33 0| 0 1,000 0 4400 11.59 -0.71 28.48 0| 0 1,600 0 4800 18.32 -0.87 26.98 0| 0 0 0 5600 22.03 -0.91 26.90 0| 0 0 0 6000 41.50 -0.99 28.67 0| 0 0 0 8000 Total 0| 0 3,100 0 Indicative a-t-m Vol 32.49 Underlying Price 39.050 Time to expiry: 653 Days Jun 12 1.91 -0.13 42.94 0| 0 0 0 2400 3.95 -0.27 36.58 0| 0 0 0 3200 5.45 -0.36 34.15 0| 0 0 0 3600 7.30 -0.45 31.97 0| 0 750 0 4000 9.48 -0.56 29.84 0| 0 0 0 4400 12.11 -0.67 28.09 0| 0 0 0 4800 22.22 -0.88 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Puts 78| 378 59,999 +103 Grand Total 307| 632 112,143 +196 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.48 Underlying Price 39.050 Time to expiry: 16 Days Sep 10 15.06 1.00 58.91 0| 0 0 0 2400 11.06 1.00 51.11 0| 0 0 0 2800 9.06 1.00 46.14 0| 0 0 0 3000 7.07 0.99 42.27 0| 0 0 0 3200 5.11 0.96 37.29 0| 0 0 0 3400 4.15 0.93 35.36 0| 0 0 0 3500 3.23 0.88 33.15 0| 0 868 0 3600 2.33 0.81 29.93 0| 0 0 0 3700 1.58 0.68 29.10 0| 0 0 0 3800 0.99 0.52 28.49 0| 0 0 0 3900 0.56 0.36 28.33 0| 0 1 0 4000 0.27 0.21 27.37 0| 0 0 0 4100 0.13 0.12 27.45 0| 0 100 0 4200 0.06 0.06 28.55 0| 0 0 0 4300 0.04 0.04 30.58 0| 0 78 0 4400 0.02 0.02 35.36 0| 0 200 0 4600 0.01 0.01 38.67 0| 0 330 0 4800 0.01 0.00 45.86 0| 0 1,613 0 5200 0.01 0.00 51.94 0| 0 80 0 5600 0.01 0.00 59.06 0| 0 15 0 6000 0.01 0.00 63.52 0| 0 10 0 6400 0.01 0.00 66.65 0| 0 0 0 7200 0.01 0.00 70.91 0| 0 0 0 8000 Total 0| 0 3,295 0 Indicative a-t-m Vol 31.57 Underlying Price 39.050 Time to expiry: 198 Days Mar 11 15.46 0.95 46.66 0| 0 0 0 2400 11.81 0.90 41.39 0| 0 0 0 2800 8.44 0.81 37.17 0| 0 0 0 3200 6.91 0.75 35.41 0| 0 0 0 3400 5.51 0.68 33.72 0| 0 0 0 3600 4.26 0.60 32.18 0| 0 0 0 3800 3.21 0.51 31.02 0| 0 0 0 4000 2.32 0.42 29.81 0| 0 0 0 4200 1.60 0.33 28.65 0| 0 0 0 4400 1.08 0.25 27.93 0| 0 10 0 4600 0.71 0.18 27.27 0| 0 15 0 4800 0.30 0.09 26.67 0| 0 0 0 5200 0.11 0.04 26.11 0| 0 20 0 5600 0.06 0.02 27.17 0| 0 0 0 6000 0.03 0.01 28.27 0| 0 0 0 6400 0.02 0.01 32.00 0| 0 0 0 7200 0.02 0.01 37.02 0| 0 0 0 8000 Total 0| 0 45 0 Indicative a-t-m Vol 31.72 Underlying Price 39.050 Time to expiry: 380 Days Sep 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.87 0.91 40.90 0| 0 0 0 2400 8.65 0.75 35.54 0| 0 0 0 3200 6.12 0.64 33.22 0| 0 0 0 3600 4.06 0.51 31.25 0| 0 0 0 4000 2.55 0.38 29.63 0| 0 30 0 4400 1.49 0.26 28.34 0| 0 45 0 4800 0.45 0.10 26.68 0| 0 0 0 5600 0.24 0.06 26.25 0| 0 0 0 6000 0.02 0.01 27.61 0| 0 0 0 8000 Total 0| 0 75 0 Indicative a-t-m Vol 31.68 Underlying Price 39.050 Time to expiry: 562 Days Mar 12 15.49 0.89 39.35 0| 0 0 0 2400 9.68 0.74 35.19 0| 0 0 0 3200 7.26 0.64 33.10 0| 0 0 0 3600 5.22 0.54 31.24 0| 0 0 0 4000 3.59 0.43 29.67 0| 0 0 0 4400 2.40 0.33 28.41 0| 0 0 0 4800 0.61 0.12 26.41 0| 0 0 0 6000 0.11 0.03 27.89 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 3,415 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.48 Underlying Price 39.050 Time to expiry: 16 Days Sep 10 0.01 0.00 58.91 0| 0 0 0 2400 0.01 0.00 51.11 0| 0 0 0 2800 0.01 0.00 46.14 0| 0 0 0 3000 0.02 -0.01 42.27 0| 0 25 0 3200 0.05 -0.04 37.29 0| 0 0 0 3400 0.09 -0.07 35.36 0| 0 0 0 3500 0.17 -0.12 33.15 0| 0 708 0 3600 0.28 -0.19 29.93 0| 0 0 0 3700 0.53 -0.32 29.10 0| 0 0 0 3800 0.93 -0.48 28.49 0| 0 0 0 3900 1.51 -0.64 28.33 0| 0 445 0 4000 2.21 -0.79 27.37 0| 0 0 0 4100 3.07 -0.88 27.45 0| 0 0 0 4200 4.01 -0.94 28.55 0| 0 0 0 4300 4.98 -0.96 30.58 0| 0 916 0 4400 6.96 -0.98 35.36 0| 0 1,316 0 4600 8.95 -0.99 38.67 0| 0 125 0 4800 12.94 -1.00 45.86 0| 0 110 0 5200 16.94 -1.00 51.94 0| 0 0 0 5600 20.94 -1.00 59.06 0| 0 0 0 6000 24.94 -1.00 63.52 0| 0 1,000 0 6400 32.94 -1.00 66.65 0| 0 0 0 7200 40.93 -1.00 70.91 0| 0 0 0 8000 Total 0| 0 4,645 0 Indicative a-t-m Vol 31.57 Underlying Price 39.050 Time to expiry: 198 Days Mar 11 0.36 -0.05 46.66 0| 0 0 0 2400 0.69 -0.10 41.39 0| 0 0 0 2800 1.29 -0.19 37.17 0| 0 200 0 3200 1.76 -0.25 35.41 0| 0 0 0 3400 2.34 -0.32 33.72 0| 0 10 0 3600 3.08 -0.40 32.18 0| 0 20 0 3800 4.02 -0.49 31.02 0| 0 30 0 4000 5.12 -0.58 29.81 0| 0 0 0 4200 6.39 -0.67 28.65 0| 0 15 0 4400 7.86 -0.75 27.93 0| 0 564 0 4600 9.48 -0.82 27.27 0| 0 0 0 4800 13.05 -0.91 26.67 0| 0 0 0 5200 16.84 -0.96 26.11 0| 0 0 0 5600 20.77 -0.98 27.17 0| 0 0 0 6000 24.72 -0.99 28.27 0| 0 0 0 6400 32.67 -0.99 32.00 0| 0 0 0 7200 40.63 -0.99 37.02 0| 0 0 0 8000 Total 0| 0 839 0 Indicative a-t-m Vol 31.72 Underlying Price 39.050 Time to expiry: 380 Days Sep 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.83 -0.09 40.90 0| 0 0 0 2400 2.51 -0.25 35.54 0| 0 110 0 3200 3.93 -0.36 33.22 0| 0 0 0 3600 5.83 -0.49 31.25 0| 0 60 0 4000 8.27 -0.62 29.63 0| 0 600 0 4400 11.16 -0.74 28.34 0| 0 0 0 4800 18.02 -0.90 26.68 0| 0 0 0 5600 21.76 -0.94 26.25 0| 0 0 0 6000 41.30 -0.99 27.61 0| 0 0 0 8000 Total 0| 0 770 0 Indicative a-t-m Vol 31.68 Underlying Price 39.050 Time to expiry: 562 Days Mar 12 1.27 -0.11 39.35 0| 0 0 0 2400 3.31 -0.26 35.19 0| 0 0 0 3200 4.82 -0.36 33.10 0| 0 0 0 3600 6.69 -0.46 31.24 0| 0 0 0 4000 8.98 -0.57 29.67 0| 0 0 0 4400 11.72 -0.67 28.41 0| 0 0 0 4800 21.70 -0.88 26.41 0| 0 0 0 6000 40.82 -0.97 27.89 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 6,254 0 Grand Total 0| 0 9,669 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 35.05 Underlying Price 23.915 Time to expiry: 16 Days Sep 10 7.92 1.00 53.00 0| 0 0 0 1600 5.92 1.00 45.95 0| 0 0 0 1800 4.92 0.99 43.22 0| 0 0 0 1900 3.93 0.98 40.94 0| 7 7 +7 2000 2.97 0.94 39.03 0| 0 0 0 2100 2.51 0.91 38.19 0| 0 0 0 2150 2.06 0.86 37.43 0| 0 0 0 2200 1.66 0.79 37.05 0| 0 0 0 2250 1.04 1.28 0.71 35.94 1.04 1.04 10| 0 25 0 2300 0.95 0.61 35.49 0| 0 122 0 2350 0.68 0.50 34.96 0| 1 357 +1 2400 0.35 0.46 0.39 34.28 0.35 0.35 10| 20 20 +20 2450 0.31 0.29 34.57 0| 0 53 0 2500 0.11 0.13 33.54 0| 4 11,243 0 2600 0.03 0.05 33.04 0| 0 18 0 2700 0.01 0.01 32.68 0| 0 64 0 2800 0.01 0.00 32.35 0| 0 31 0 3000 0.01 0.00 32.44 0| 0 3,414 0 3200 0.01 0.00 32.85 0| 0 1,210 0 3400 0.01 0.00 33.54 0| 0 9 0 3600 0.01 0.00 35.51 0| 0 5,339 0 4000 0.01 0.00 38.06 0| 0 0 0 4400 0.01 0.00 41.00 0| 0 50 0 4800 Total 20| 32 21,962 +28 Indicative a-t-m Vol 36.04 Underlying Price 23.915 Time to expiry: 44 Days Oct 10 5.07 0.93 48.00 0| 0 0 0 1900 4.13 0.89 43.78 0| 0 0 0 2000 3.24 0.84 40.73 0| 0 0 0 2100 2.83 0.80 39.55 0| 0 0 0 2150 2.44 0.75 38.84 0| 0 0 0 2200 2.07 0.70 37.60 0| 0 0 0 2250 1.73 0.64 36.86 0| 0 0 0 2300 1.43 0.58 36.18 0| 0 0 0 2350 1.17 0.52 36.02 0| 0 10 0 2400 0.94 0.45 35.59 0| 10 10 +10 2450 0.63 0.74 0.38 35.13 0.63 0.63 9| 0 0 0 2500 0.44 0.27 34.48 0| 0 0 0 2600 0.24 0.17 33.92 0| 0 0 0 2700 0.13 0.10 33.36 0| 0 0 0 2800 0.02 0.02 31.99 0| 0 90 0 3000 0.01 0.00 30.00 0| 0 0 0 3200 Total 9| 10 110 +10 Indicative a-t-m Vol 37.86 Underlying Price 23.915 Time to expiry: 79 Days Nov 10 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.38 0.86 51.00 0| 0 0 0 1900 4.47 0.83 46.41 0| 0 0 0 2000 3.63 0.78 43.05 0| 0 0 0 2100 3.24 0.74 41.74 0| 0 0 0 2150 2.86 0.71 40.63 0| 0 0 0 2200 2.52 0.67 39.59 0| 0 0 0 2250 2.20 0.62 38.93 0| 0 0 0 2300 1.90 0.58 37.99 0| 0 0 0 2350 1.65 0.53 37.84 0| 0 0 0 2400 0.82 0.34 35.82 0| 0 0 0 2600 0.36 0.19 34.75 0| 0 0 0 2800 0.13 0.08 33.40 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 38.10 Underlying Price 23.915 Time to expiry: 107 Days Dec 10 11.98 0.99 66.00 0| 0 0 0 1200 10.02 0.97 58.69 0| 0 0 0 1400 8.11 0.95 52.66 0| 0 0 0 1600 6.27 0.90 47.73 0| 0 3,000 0 1800 4.57 0.81 43.81 0| 0 0 0 2000 3.80 0.76 42.20 0| 0 0 0 2100 3.09 0.69 40.74 0| 0 2 0 2200 2.45 0.62 39.14 0| 0 0 0 2300 1.90 0.53 38.01 0| 0 1,149 0 2400 1.06 0.37 36.13 0| 0 85 0 2600 0.53 0.23 34.67 0| 0 346 0 2800 0.26 0.13 34.36 0| 0 271 0 3000 0.11 0.06 33.48 0| 0 149 0 3200 0.05 0.03 33.32 0| 0 129 0 3400 0.02 0.01 33.45 0| 0 137 0 3600 0.01 0.00 34.50 0| 0 81 0 4000 0.01 0.00 36.42 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 38.25 Underlying Price 23.915 Time to expiry: 198 Days Mar 11 10.16 0.95 55.00 0| 0 0 0 1400 8.33 0.91 50.06 0| 0 0 0 1600 6.61 0.85 46.06 0| 0 0 0 1800 5.05 0.77 42.79 0| 0 0 0 2000 4.34 0.72 41.53 0| 0 0 0 2100 3.69 0.67 40.29 0| 0 0 0 2200 3.10 0.61 39.17 0| 0 0 0 2300 2.57 0.55 38.17 0| 0 0 0 2400 1.72 0.43 36.86 0| 0 10 0 2600 1.08 0.31 35.42 0| 0 77 0 2800 0.67 0.22 34.66 0| 0 5 0 3000 0.40 0.14 34.15 0| 0 40 0 3200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.24 0.10 33.87 0| 0 0 0 3400 0.14 0.06 33.82 0| 0 0 0 3600 0.06 0.03 34.29 0| 0 0 0 4000 0.02 0.01 35.39 0| 0 40 0 4400 0.01 0.01 37.00 0| 0 0 0 4800 Total 0| 0 172 0 Indicative a-t-m Vol 38.33 Underlying Price 23.915 Time to expiry: 289 Days Jun 11 10.30 0.93 53.00 0| 0 0 0 1400 8.54 0.88 48.39 0| 0 0 0 1600 6.90 0.82 44.80 0| 0 0 0 1800 5.41 0.75 41.99 0| 0 0 0 2000 4.75 0.70 40.77 0| 0 0 0 2100 4.12 0.66 39.81 0| 0 0 0 2200 3.56 0.61 38.79 0| 0 0 0 2300 3.08 0.56 38.30 0| 0 100 0 2400 2.22 0.46 36.91 0| 0 0 0 2600 1.55 0.36 35.78 0| 0 145 0 2800 1.07 0.28 35.24 0| 0 10 0 3000 0.74 0.21 34.82 0| 0 0 0 3200 0.35 0.11 34.58 0| 0 0 0 3600 0.18 0.06 34.95 0| 0 1,000 0 4000 0.06 0.02 37.00 0| 0 0 0 4800 Total 0| 0 1,255 0 Indicative a-t-m Vol 39.82 Underlying Price 23.915 Time to expiry: 471 Days Dec 11 8.90 0.85 46.76 0| 0 0 0 1600 6.15 0.73 42.84 0| 0 0 0 2000 5.04 0.66 41.67 0| 0 0 0 2200 3.99 0.58 39.74 0| 0 1,250 0 2400 2.34 0.42 36.52 0| 0 1,000 0 2800 1.32 0.28 34.77 0| 0 0 0 3200 0.77 0.18 34.16 0| 0 120 0 3600 0.46 0.12 34.31 0| 0 0 0 4000 0.21 0.06 35.91 0| 0 0 0 4800 Total 0| 0 2,370 0 Indicative a-t-m Vol 40.94 Underlying Price 23.915 Time to expiry: 653 Days Jun 12 9.23 0.84 46.39 0| 0 0 0 1600 6.73 0.72 43.50 0| 0 0 0 2000 5.68 0.66 42.28 0| 0 0 0 2200 4.72 0.60 40.88 0| 0 0 0 2400 3.09 0.46 38.07 0| 0 0 0 2800 2.00 0.35 36.30 0| 0 0 0 3200 0.83 0.18 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 29| 42 31,218 +38 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 35.05 Underlying Price 23.915 Time to expiry: 16 Days Sep 10 0.01 0.00 53.00 0| 0 461 0 1600 0.01 0.00 45.95 0| 0 18 0 1800 0.01 -0.01 43.22 0| 0 10 0 1900 0.01 -0.02 40.94 0| 0 203 0 2000 0.06 0.05 -0.06 39.03 0.06 0.06 2| 0 230 0 2100 0.09 -0.09 38.19 0| 0 571 0 2150 0.16 0.14 -0.14 37.43 0.16 0.16 10| 0 2,305 0 2200 0.24 -0.21 37.05 0| 0 25 0 2250 0.36 -0.29 35.94 0| 0 15,863 0 2300 0.53 -0.39 35.49 0| 0 62 0 2350 0.77 0.76 -0.50 34.96 0.77 0.77 80| 0 220 0 2400 1.04 -0.61 34.28 0| 0 0 0 2450 1.39 -0.71 34.57 0| 0 20 0 2500 2.19 -0.87 33.54 0| 0 1,036 0 2600 3.11 -0.95 33.04 0| 0 0 0 2700 4.09 -0.99 32.68 0| 0 113 0 2800 6.09 -1.00 32.35 0| 0 119 0 3000 8.09 -1.00 32.44 0| 0 24 0 3200 10.09 -1.00 32.85 0| 0 4 0 3400 12.09 -1.00 33.54 0| 0 0 0 3600 16.09 -1.00 35.51 0| 0 0 0 4000 20.09 -1.00 38.06 0| 0 0 0 4400 24.09 -1.00 41.00 0| 0 0 0 4800 Total 92| 0 21,284 0 Indicative a-t-m Vol 36.04 Underlying Price 23.915 Time to expiry: 44 Days Oct 10 0.14 -0.07 48.00 0| 0 0 0 1900 0.20 -0.11 43.78 0| 0 0 0 2000 0.32 -0.16 40.73 0| 0 0 0 2100 0.40 -0.20 39.55 0| 0 0 0 2150 0.51 -0.25 38.84 0| 0 0 0 2200 0.64 -0.30 37.60 0| 0 0 0 2250 0.80 -0.36 36.86 0| 0 0 0 2300 1.00 -0.42 36.18 0| 0 0 0 2350 1.24 -0.48 36.02 0| 0 0 0 2400 1.51 -0.55 35.59 0| 0 120 0 2450 1.81 -0.62 35.13 0| 0 0 0 2500 2.51 -0.73 34.48 0| 0 0 0 2600 3.32 -0.83 33.92 0| 0 0 0 2700 4.20 -0.90 33.36 0| 0 0 0 2800 6.10 -0.98 31.99 0| 0 0 0 3000 8.09 -1.00 30.00 0| 0 0 0 3200 Total 0| 0 120 0 Indicative a-t-m Vol 37.86 Underlying Price 23.915 Time to expiry: 79 Days Nov 10 0.47 -0.14 51.00 0| 0 0 0 1900 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.56 -0.18 46.41 0| 0 0 0 2000 0.73 -0.23 43.05 0| 0 0 0 2100 0.84 -0.27 41.74 0| 0 0 0 2150 0.97 -0.30 40.63 0| 0 0 0 2200 1.14 -0.34 39.59 0| 0 0 0 2250 1.32 -0.39 38.93 0| 0 0 0 2300 1.53 -0.43 37.99 0| 0 0 0 2350 1.78 -0.48 37.84 0| 0 0 0 2400 2.98 -0.67 35.82 0| 0 0 0 2600 4.53 -0.82 34.75 0| 0 0 0 2800 6.31 -0.92 33.40 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 38.10 Underlying Price 23.915 Time to expiry: 107 Days Dec 10 0.06 -0.02 66.00 0| 0 416 0 1200 0.11 -0.03 58.69 0| 0 286 0 1400 0.21 -0.06 52.66 0| 4 460 0 1600 0.38 -0.11 47.73 0| 0 3,000 0 1800 0.70 -0.20 43.81 0| 0 363 0 2000 0.93 -0.25 42.20 0| 0 150 0 2100 1.24 -0.32 40.74 0| 0 489 0 2200 1.60 -0.39 39.14 0| 0 0 0 2300 2.05 -0.47 38.01 0| 0 1,120 -15 2400 3.22 -0.64 36.13 0| 0 95 0 2600 4.70 -0.78 34.67 0| 0 124 0 2800 6.42 -0.87 34.36 0| 0 195 0 3000 8.27 -0.94 33.48 0| 0 24 0 3200 10.21 -0.97 33.32 0| 0 5 0 3400 12.18 -0.99 33.45 0| 0 0 0 3600 16.16 -1.00 34.50 0| 0 0 0 4000 20.15 -1.00 36.42 0| 0 0 0 4400 24.14 -1.00 39.00 0| 0 0 0 4800 Total 0| 4 6,727 -15 Indicative a-t-m Vol 38.25 Underlying Price 23.915 Time to expiry: 198 Days Mar 11 0.33 -0.07 55.00 0| 0 0 0 1400 0.52 -0.10 50.06 0| 0 0 0 1600 0.81 -0.16 46.06 0| 0 0 0 1800 1.27 -0.24 42.79 0| 0 150 0 2000 1.56 -0.29 41.53 0| 0 0 0 2100 1.92 -0.34 40.29 0| 0 380 0 2200 2.33 -0.40 39.17 0| 0 81 0 2300 2.80 -0.46 38.17 0| 0 235 0 2400 3.96 -0.58 36.86 0| 0 49 0 2600 5.32 -0.69 35.42 0| 0 0 0 2800 6.90 -0.79 34.66 0| 0 2 0 3000 8.63 -0.86 34.15 0| 0 0 0 3200 10.46 -0.91 33.87 0| 0 0 0 3400 12.36 -0.94 33.82 0| 0 0 0 3600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.26 -0.97 34.29 0| 0 0 0 4000 20.21 -0.99 35.39 0| 0 0 0 4400 24.18 -0.99 37.00 0| 0 0 0 4800 Total 0| 0 897 0 Indicative a-t-m Vol 38.33 Underlying Price 23.915 Time to expiry: 289 Days Jun 11 0.57 -0.09 53.00 0| 0 0 0 1400 0.82 -0.13 48.39 0| 0 0 0 1600 1.19 -0.19 44.80 0| 0 0 0 1800 1.71 -0.26 41.99 0| 0 30 0 2000 2.05 -0.31 40.77 0| 0 0 0 2100 2.43 -0.35 39.81 0| 0 0 0 2200 2.87 -0.40 38.79 0| 0 0 0 2300 3.39 -0.45 38.30 0| 0 25 0 2400 4.52 -0.55 36.91 0| 0 0 0 2600 5.85 -0.64 35.78 0| 0 5 0 2800 7.37 -0.73 35.24 0| 0 0 0 3000 9.02 -0.80 34.82 0| 0 0 0 3200 12.60 -0.89 34.58 0| 0 0 0 3600 16.40 -0.94 34.95 0| 0 100 0 4000 24.22 -0.98 37.00 0| 0 0 0 4800 Total 0| 0 160 0 Indicative a-t-m Vol 39.82 Underlying Price 23.915 Time to expiry: 471 Days Dec 11 1.37 -0.16 46.76 0| 0 0 0 1600 2.63 -0.28 42.84 0| 0 0 0 2000 3.51 -0.35 41.67 0| 0 0 0 2200 4.44 -0.43 39.74 0| 0 1,250 0 2400 6.76 -0.58 36.52 0| 0 1,005 0 2800 9.68 -0.72 34.77 0| 0 0 0 3200 13.08 -0.82 34.16 0| 0 0 0 3600 16.71 -0.88 34.31 0| 0 0 0 4000 24.35 -0.94 35.91 0| 0 0 0 4800 Total 0| 0 2,255 0 Indicative a-t-m Vol 40.94 Underlying Price 23.915 Time to expiry: 653 Days Jun 12 1.91 -0.18 46.39 0| 0 0 0 1600 3.39 -0.29 43.50 0| 0 0 0 2000 4.33 -0.35 42.28 0| 0 0 0 2200 5.34 -0.41 40.88 0| 0 0 0 2400 7.64 -0.54 38.07 0| 0 0 0 2800 10.48 -0.66 36.30 0| 0 0 0 3200 17.14 -0.82 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 92| 4 31,443 -15 Grand Total 121| 46 62,661 +23 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 35.05 Underlying Price 23.915 Time to expiry: 16 Days Sep 10 11.92 1.00 77.13 0| 0 0 0 1200 9.92 1.00 62.95 0| 0 0 0 1400 7.92 1.00 53.00 0| 0 0 0 1600 5.92 1.00 45.95 0| 0 0 0 1800 4.92 0.99 43.22 0| 0 0 0 1900 3.93 0.98 40.94 0| 0 8 0 2000 2.97 0.94 39.03 0| 0 0 0 2100 2.51 0.91 38.19 0| 0 0 0 2150 2.06 0.86 37.43 0| 0 18 0 2200 1.66 0.79 37.05 0| 0 0 0 2250 1.28 0.71 35.94 0| 0 0 0 2300 0.95 0.61 35.49 0| 0 0 0 2350 0.68 0.50 34.96 0| 0 47,501 0 2400 0.46 0.39 34.28 0| 0 0 0 2450 0.31 0.29 34.57 0| 0 0 0 2500 0.11 0.13 33.54 0| 0 0 0 2600 0.03 0.05 33.04 0| 0 0 0 2700 0.01 0.01 32.68 0| 0 414 0 2800 0.01 0.00 32.35 0| 0 800 0 3000 0.01 0.00 32.44 0| 0 400 0 3200 0.01 0.00 32.85 0| 0 460 0 3400 0.01 0.00 33.54 0| 0 200 0 3600 0.01 0.00 35.51 0| 0 1,060 0 4000 0.01 0.00 38.06 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 38.25 Underlying Price 23.915 Time to expiry: 198 Days Mar 11 11.89 0.96 61.09 0| 0 0 0 1200 10.02 0.93 55.00 0| 0 0 0 1400 8.22 0.90 50.06 0| 0 0 0 1600 6.52 0.84 46.06 0| 0 0 0 1800 4.98 0.76 42.79 0| 0 0 0 2000 4.28 0.71 41.53 0| 0 0 0 2100 3.64 0.66 40.29 0| 0 0 0 2200 3.06 0.60 39.17 0| 0 0 0 2300 2.54 0.54 38.17 0| 0 75 0 2400 1.70 0.42 36.86 0| 0 0 0 2600 1.07 0.31 35.42 0| 0 100 0 2800 0.66 0.22 34.66 0| 0 50 0 3000 0.39 0.14 34.15 0| 0 60 0 3200 0.24 0.09 33.87 0| 0 0 0 3400 0.14 0.06 33.82 0| 0 0 0 3600 0.06 0.03 34.29 0| 0 0 0 4000 0.02 0.01 35.39 0| 0 0 0 4400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 0.01 37.00 0| 0 0 0 4800 Total 0| 0 285 0 Indicative a-t-m Vol 39.92 Underlying Price 23.915 Time to expiry: 380 Days Sep 11 8.55 0.85 46.85 0| 0 0 0 1600 5.73 0.73 42.45 0| 0 0 0 2000 4.58 0.65 41.10 0| 0 0 0 2200 3.60 0.56 39.87 0| 0 10 0 2400 2.03 0.40 37.00 0| 0 0 0 2800 1.03 0.25 34.71 0| 0 624 0 3200 0.52 0.14 33.63 0| 0 90 0 3600 0.25 0.08 33.00 0| 0 0 0 4000 0.08 0.03 33.57 0| 0 0 0 4800 Total 0| 0 724 0 Indicative a-t-m Vol 38.78 Underlying Price 23.915 Time to expiry: 562 Days Mar 12 8.92 0.83 46.82 0| 0 0 0 1600 6.25 0.71 41.98 0| 0 0 0 2000 5.11 0.65 40.09 0| 0 0 0 2200 4.14 0.58 38.73 0| 0 0 0 2400 2.61 0.43 36.46 0| 0 0 0 2800 1.56 0.31 34.73 0| 0 0 0 3200 0.92 0.21 33.64 0| 0 0 0 3600 0.52 0.13 32.61 0| 0 0 0 4000 0.22 0.06 33.33 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 51,875 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 35.05 Underlying Price 23.915 Time to expiry: 16 Days Sep 10 0.01 0.00 77.13 0| 0 0 0 1200 0.01 0.00 62.95 0| 0 518 0 1400 0.01 0.00 53.00 0| 0 50 0 1600 0.01 0.00 45.95 0| 0 500 0 1800 0.01 -0.01 43.22 0| 0 0 0 1900 0.01 -0.02 40.94 0| 0 426 0 2000 0.05 -0.06 39.03 0| 0 0 0 2100 0.09 -0.09 38.19 0| 0 0 0 2150 0.14 -0.14 37.43 0| 0 565 0 2200 0.24 -0.21 37.05 0| 0 0 0 2250 0.36 -0.29 35.94 0| 0 1 0 2300 0.53 -0.39 35.49 0| 0 0 0 2350 0.76 -0.50 34.96 0| 0 47,200 0 2400 1.04 -0.61 34.28 0| 0 0 0 2450 1.39 -0.71 34.57 0| 0 0 0 2500 2.70 2.19 -0.87 33.54 2.70 2.70 10| 0 330 0 2600 3.11 -0.95 33.04 0| 0 0 0 2700 4.09 -0.99 32.68 0| 0 364 0 2800 6.08 -1.00 32.35 0| 0 325 0 3000 8.08 -1.00 32.44 0| 0 889 0 3200 10.08 -1.00 32.85 0| 0 400 0 3400 12.08 -1.00 33.54 0| 0 115 0 3600 16.08 -1.00 35.51 0| 0 0 0 4000 20.08 -1.00 38.06 0| 0 610 0 4400 24.08 -1.00 41.00 0| 0 0 0 4800 Total 10| 0 52,293 0 Indicative a-t-m Vol 38.25 Underlying Price 23.915 Time to expiry: 198 Days Mar 11 0.21 -0.04 61.09 0| 0 2,093 0 1200 0.33 -0.07 55.00 0| 0 500 0 1400 0.52 -0.10 50.06 0| 0 2,500 0 1600 0.81 -0.16 46.06 0| 0 0 0 1800 1.26 -0.24 42.79 0| 0 1,500 0 2000 1.56 -0.29 41.53 0| 0 0 0 2100 1.91 -0.34 40.29 0| 0 200 0 2200 2.33 -0.40 39.17 0| 0 100 0 2300 2.80 -0.46 38.17 0| 0 93 0 2400 3.95 -0.58 36.86 0| 0 50 0 2600 5.31 -0.69 35.42 0| 0 218 0 2800 6.89 -0.78 34.66 0| 0 170 0 3000 8.61 -0.86 34.15 0| 0 0 0 3200 10.45 -0.91 33.87 0| 0 0 0 3400 12.34 -0.94 33.82 0| 0 50 0 3600 16.23 -0.97 34.29 0| 0 0 0 4000 20.18 -0.99 35.39 0| 0 0 0 4400 24.15 -0.99 37.00 0| 0 0 0 4800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 39.92 Underlying Price 23.915 Time to expiry: 380 Days Sep 11 1.06 -0.15 46.85 0| 0 0 0 1600 2.19 -0.27 42.45 0| 0 220 0 2000 3.02 -0.35 41.10 0| 0 0 0 2200 4.01 -0.44 39.87 0| 0 0 0 2400 6.39 -0.60 37.00 0| 0 40 0 2800 9.35 -0.75 34.71 0| 0 90 0 3200 12.78 -0.86 33.63 0| 0 0 0 3600 16.46 -0.92 33.00 0| 0 0 0 4000 24.20 -0.97 33.57 0| 0 0 0 4800 Total 0| 0 350 0 Indicative a-t-m Vol 38.78 Underlying Price 23.915 Time to expiry: 562 Days Mar 12 1.66 -0.17 46.82 0| 0 60 0 1600 2.91 -0.29 41.98 0| 0 32 0 2000 3.73 -0.35 40.09 0| 0 0 0 2200 4.73 -0.42 38.73 0| 0 0 0 2400 7.11 -0.57 36.46 0| 0 0 0 2800 9.99 -0.69 34.73 0| 0 0 0 3200 13.28 -0.79 33.64 0| 0 0 0 3600 16.79 -0.87 32.61 0| 0 0 0 4000 24.34 -0.94 33.33 0| 0 0 0 4800 Total 0| 0 92 0 Total Puts 10| 0 60,209 0 Grand Total 10| 0 112,084 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 36.12 Underlying Price 31.810 Time to expiry: 16 Days Sep 10 11.81 1.00 54.65 0| 0 0 0 2000 9.81 1.00 50.06 0| 0 0 0 2200 7.82 1.00 46.19 0| 0 0 0 2400 5.83 0.99 42.89 0| 0 2 0 2600 3.90 0.94 40.04 0| 0 0 0 2800 2.99 0.88 38.61 0| 0 0 0 2900 2.16 0.78 37.70 0| 0 1 0 3000 1.46 0.64 36.82 0| 0 0 0 3100 0.90 0.49 35.96 0| 0 3 0 3200 0.50 0.33 35.12 0| 0 0 0 3300 0.25 0.20 34.32 0| 0 1 0 3400 0.10 0.09 32.83 0| 0 0 0 3500 0.03 0.04 31.41 0| 0 4 0 3600 0.01 0.01 30.49 0| 0 0 0 3700 0.01 0.00 30.04 0| 0 564 0 3800 0.01 0.00 30.51 0| 0 769 0 4000 0.01 0.00 30.91 0| 0 60 0 4200 0.01 0.00 31.29 0| 0 60 0 4400 0.01 0.00 31.73 0| 0 0 0 4800 0.01 0.00 32.13 0| 0 0 0 5600 Total 0| 0 1,464 0 Indicative a-t-m Vol 33.06 Underlying Price 31.810 Time to expiry: 107 Days Dec 10 11.92 0.98 44.77 0| 0 0 0 2000 9.99 0.96 42.01 0| 0 0 0 2200 8.13 0.92 39.75 0| 0 0 0 2400 4.78 0.78 36.30 0| 0 0 0 2800 3.37 0.66 34.41 0| 0 0 0 3000 2.22 0.53 32.92 0| 0 0 0 3200 1.35 0.39 31.55 0| 0 310 0 3400 0.76 0.26 30.54 0| 0 9 0 3600 0.42 0.16 30.20 0| 0 542 0 3800 0.20 0.09 29.29 0| 0 0 0 4000 0.09 0.05 28.93 0| 0 20 0 4200 0.04 0.02 28.67 0| 0 0 0 4400 0.01 0.01 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 31.90 Underlying Price 31.810 Time to expiry: 198 Days Mar 11 12.17 0.95 43.66 0| 0 0 0 2000 10.36 0.92 41.68 0| 0 0 0 2200 8.62 0.87 39.53 0| 0 0 0 2400 5.47 0.74 35.33 0| 0 6 0 2800 4.11 0.65 33.44 0| 0 0 0 3000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.95 0.55 31.74 0| 0 0 0 3200 2.02 0.44 30.22 0| 0 0 0 3400 1.31 0.33 29.06 0| 0 52 0 3600 0.81 0.23 27.96 0| 0 1 0 3800 0.47 0.15 27.13 0| 0 5 0 4000 0.26 0.10 26.55 0| 0 0 0 4200 0.15 0.06 26.15 0| 0 0 0 4400 0.04 0.02 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 31.83 Underlying Price 31.810 Time to expiry: 289 Days Jun 11 12.50 0.92 43.60 0| 0 0 0 2000 10.77 0.89 41.61 0| 0 0 0 2200 9.11 0.84 39.46 0| 0 0 0 2400 6.08 0.72 35.26 0| 0 0 0 2800 4.76 0.65 33.37 0| 0 0 0 3000 3.61 0.56 31.67 0| 0 0 0 3200 2.64 0.47 30.15 0| 0 0 0 3400 1.87 0.38 28.99 0| 0 0 0 3600 1.27 0.29 27.89 0| 0 0 0 3800 0.84 0.21 27.06 0| 0 0 0 4000 0.34 0.11 26.08 0| 0 0 0 4400 0.14 0.05 25.89 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 2,409 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 36.12 Underlying Price 31.810 Time to expiry: 16 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 0.00 46.19 0| 0 515 0 2400 0.01 -0.01 42.89 0| 0 0 0 2600 0.08 -0.06 40.04 0| 0 0 0 2800 0.17 -0.12 38.61 0| 0 0 0 2900 0.35 -0.22 37.70 0| 2 0 -2 3000 0.64 -0.36 36.82 0| 0 0 0 3100 1.08 -0.51 35.96 0| 0 0 0 3200 1.69 -0.67 35.12 0| 0 250 0 3300 2.43 -0.81 34.32 0| 0 100 0 3400 3.28 -0.91 32.83 0| 0 0 0 3500 4.22 -0.96 31.41 0| 0 0 0 3600 5.19 -0.99 30.49 0| 0 0 0 3700 6.19 -1.00 30.04 0| 0 20 0 3800 8.19 -1.00 30.51 0| 0 0 0 4000 10.19 -1.00 30.91 0| 0 3 0 4200 12.19 -1.00 31.29 0| 0 0 0 4400 16.19 -1.00 31.73 0| 0 1 0 4800 24.19 -1.00 32.13 0| 0 0 0 5600 Total 0| 2 889 -2 Indicative a-t-m Vol 33.06 Underlying Price 31.810 Time to expiry: 107 Days Dec 10 0.06 -0.02 44.77 0| 0 0 0 2000 0.13 -0.04 42.01 0| 0 0 0 2200 0.26 -0.08 39.75 0| 0 3 0 2400 0.90 -0.22 36.30 0| 0 0 0 2800 1.49 -0.34 34.41 0| 0 20 0 3000 2.33 -0.47 32.92 0| 3 9 -3 3200 3.46 -0.62 31.55 0| 0 0 0 3400 4.88 -0.74 30.54 0| 0 0 0 3600 6.54 -0.84 30.20 0| 0 500 0 3800 8.32 -0.92 29.29 0| 0 0 0 4000 10.23 -0.96 28.93 0| 0 0 0 4200 12.20 -0.99 28.67 0| 0 0 0 4400 16.19 -1.00 28.58 0| 0 0 0 4800 24.19 -1.00 29.21 0| 0 0 0 5600 Total 0| 3 532 -3 Indicative a-t-m Vol 31.90 Underlying Price 31.810 Time to expiry: 198 Days Mar 11 0.26 -0.05 43.66 0| 0 0 0 2000 0.43 -0.08 41.68 0| 0 3 0 2200 0.69 -0.13 39.53 0| 0 0 0 2400 1.52 -0.26 35.33 0| 0 5 0 2800 2.15 -0.35 33.44 0| 0 0 0 3000 2.99 -0.46 31.74 0| 0 1 0 3200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.06 -0.57 30.22 0| 0 20 0 3400 5.35 -0.68 29.06 0| 0 243 0 3600 6.84 -0.78 27.96 0| 0 0 0 3800 8.52 -0.86 27.13 0| 0 0 0 4000 10.33 -0.92 26.55 0| 0 0 0 4200 12.23 -0.96 26.15 0| 0 0 0 4400 16.19 -1.00 25.96 0| 0 0 0 4800 24.19 -1.00 27.68 0| 0 0 0 5600 Total 0| 0 272 0 Indicative a-t-m Vol 31.83 Underlying Price 31.810 Time to expiry: 289 Days Jun 11 0.52 -0.08 43.60 0| 0 3 0 2000 0.78 -0.11 41.61 0| 0 0 0 2200 1.10 -0.16 39.46 0| 0 0 0 2400 2.04 -0.28 35.26 0| 0 0 0 2800 2.70 -0.36 33.37 0| 0 0 0 3000 3.54 -0.44 31.67 0| 0 0 0 3200 4.57 -0.54 30.15 0| 0 0 0 3400 5.80 -0.63 28.99 0| 0 0 0 3600 7.20 -0.72 27.89 0| 0 0 0 3800 8.78 -0.80 27.06 0| 0 0 0 4000 12.33 -0.92 26.08 0| 0 0 0 4400 16.20 -0.98 25.89 0| 0 0 0 4800 Total 0| 0 3 0 Total Puts 0| 5 1,696 -5 Grand Total 0| 5 4,105 -5 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 41.13 Underlying Price 12.965 Time to expiry: 16 Days Sep 10 4.17 1.00 71.00 0| 0 0 0 880 3.37 0.99 61.23 0| 0 0 0 960 3.20 0.99 59.32 0| 0 0 0 977 2.01 0.93 53.50 0| 0 120 0 1100 1.55 0.88 48.98 0| 0 120 0 1150 0.94 1.35 0.86 46.18 0.94 0.94 39| 0 1,340 0 1172 1.11 0.81 44.09 0| 0 240 0 1200 0.36 0.73 0.67 42.11 0.36 0.36 50| 0 1,393 0 1250 0.23 0.44 0.51 41.07 0.40 0.23 404| 0 15,505 0 1300 0.18 0.28 39.25 0| 0 10,139 0 1368 0.06 0.12 0.20 39.95 0.06 0.06 500| 0 5,411 0 1400 0.04 0.08 38.98 0| 0 15,409 0 1466 0.03 0.06 41.51 0| 0 1,837 0 1500 0.01 0.02 41.80 0| 0 13,226 0 1563 0.01 0.01 45.62 0| 0 3,471 0 1661 0.01 0.00 48.13 0| 0 7,634 0 1759 0.01 0.00 49.30 0| 0 652 0 1800 0.01 0.00 50.98 0| 0 20,118 0 1856 0.01 0.00 52.37 0| 0 0 0 1900 0.01 0.00 54.12 0| 0 35,700 0 1954 0.01 0.00 57.43 0| 0 3,030 0 2052 0.01 0.00 60.84 0| 0 0 0 2150 0.01 0.00 67.76 0| 0 363 0 2345 0.01 0.00 81.00 0| 0 0 0 2736 Total 993| 0 135,708 0 Indicative a-t-m Vol 39.63 Underlying Price 12.965 Time to expiry: 44 Days Oct 10 3.43 0.95 55.81 0| 0 0 0 960 3.05 0.93 53.80 0| 0 0 0 1000 2.16 0.85 48.93 0| 0 120 0 1100 1.71 1.74 0.79 46.85 1.71 1.71 120| 0 0 0 1150 1.35 0.72 43.68 0| 0 1,701 0 1200 1.01 0.63 42.03 0| 0 295 0 1250 0.46 0.70 0.52 39.48 0.46 0.46 100| 0 405 0 1300 0.48 0.41 38.41 0| 0 377 0 1350 0.31 0.30 37.38 0| 0 448 0 1400 0.16 0.18 0.21 35.74 0.16 0.16 100| 0 2,487 0 1450 0.11 0.14 35.62 0| 0 313 0 1500 0.07 0.10 37.26 0| 0 1 0 1550 0.04 0.06 36.48 0| 0 900 0 1600 0.02 0.03 38.52 0| 0 21 0 1700 0.01 0.02 42.00 0| 0 0 0 1800 Total 320| 0 7,068 0 Indicative a-t-m Vol 40.53 Underlying Price 12.965 Time to expiry: 79 Days Nov 10 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.55 0.91 54.73 0| 0 0 0 960 3.19 0.88 52.50 0| 0 0 0 1000 2.34 0.80 48.17 0| 0 65 0 1100 1.95 0.75 46.02 0| 0 0 0 1150 1.59 0.69 44.07 0| 0 2 0 1200 1.02 1.27 0.61 42.50 1.02 1.02 100| 89 279 +89 1250 0.97 0.54 40.41 0| 0 155 0 1300 0.52 0.37 37.59 0| 0 1 0 1400 0.25 0.22 35.55 0| 0 120 0 1500 0.10 0.11 34.21 0| 0 0 0 1600 Total 100| 89 622 +89 Indicative a-t-m Vol 40.60 Underlying Price 12.965 Time to expiry: 107 Days Dec 10 9.08 1.00 94.00 0| 0 0 0 391 8.31 0.99 87.39 0| 0 0 0 469 7.54 0.99 80.86 0| 0 0 0 547 7.16 0.98 77.74 0| 0 0 0 586 6.78 0.98 74.74 0| 0 75 0 625 6.03 0.97 69.12 0| 0 0 0 703 5.27 0.95 63.59 0| 0 0 0 782 4.55 0.92 60.01 0| 0 3 0 860 3.84 0.89 55.09 0| 0 10 0 938 3.50 0.87 53.75 0| 0 0 0 977 2.68 0.80 49.12 0| 0 2,764 0 1075 1.94 0.71 45.08 0| 4 3,201 0 1172 0.89 1.13 0.54 40.49 0.89 0.89 100| 128 11,907 0 1300 0.80 0.44 38.23 0| 0 17,227 0 1368 0.36 0.26 35.64 0| 0 20,846 0 1500 0.24 0.19 35.27 0| 0 43,395 0 1563 0.17 0.15 33.82 0| 0 15,763 0 1600 0.08 0.08 32.93 0| 0 34,225 0 1700 0.04 0.04 31.40 0| 0 21,031 0 1759 0.03 0.03 30.86 0| 0 15,799 0 1800 0.01 0.01 29.73 0| 0 3,750 0 1900 0.01 0.01 29.22 0| 0 39,420 0 1954 0.01 0.00 27.87 0| 0 7,876 0 2150 0.01 0.00 27.22 0| 0 1,125 0 2345 0.01 0.00 27.57 0| 0 53,880 0 2736 0.01 0.00 29.60 0| 0 605 0 3127 0.01 0.00 32.86 0| 0 25 0 3517 0.01 0.00 37.00 0| 0 25 0 3908 Total 100| 132 292,952 0 Indicative a-t-m Vol 41.16 Underlying Price 12.965 Time to expiry: 198 Days Mar 11 4.59 0.88 55.01 0| 0 0 0 880 3.93 0.84 52.29 0| 0 0 0 960 3.60 0.82 50.33 0| 0 87 0 1000 2.84 0.75 46.68 0| 0 0 0 1100 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.16 0.66 43.57 0| 0 170 0 1200 1.26 1.57 0.56 41.09 1.26 1.26 4| 0 3,934 0 1300 0.92 1.07 0.45 37.91 0.92 0.92 75| 1,509 1,811 +1,491 1400 0.69 0.34 35.77 0| 0 7,356 0 1500 0.41 0.24 33.83 0| 0 10,994 0 1600 0.25 0.16 32.77 0| 0 12,437 0 1700 0.10 0.13 0.10 31.66 0.10 0.10 200| 0 475 0 1800 0.07 0.06 30.85 0| 0 1,954 0 1900 0.04 0.04 31.03 0| 0 5,435 0 2000 0.02 0.02 31.83 0| 0 85 0 2200 0.01 0.01 34.00 0| 0 229 0 2400 Total 279| 1,509 44,967 +1,491 Indicative a-t-m Vol 40.46 Underlying Price 12.965 Time to expiry: 289 Days Jun 11 9.10 0.99 73.00 0| 0 0 0 391 8.35 0.99 70.29 0| 0 0 0 469 7.61 0.98 66.95 0| 0 0 0 547 7.25 0.97 65.17 0| 0 0 0 586 6.17 0.94 59.04 0| 0 0 0 703 5.47 0.92 55.90 0| 0 79 0 782 4.79 0.89 52.63 0| 0 199 0 860 4.15 0.85 50.08 0| 0 111 0 938 3.84 0.83 48.81 0| 0 85 0 977 2.96 0.74 46.02 0| 0 12 0 1100 2.49 0.69 44.22 0| 0 233 0 1172 2.29 0.66 42.97 0| 100 3,837 +100 1200 1.72 0.57 40.38 0| 70 353 +70 1300 1.39 0.51 39.09 0| 107 3,332 +107 1368 1.24 0.47 38.23 0| 0 2,831 0 1400 0.71 0.86 0.38 36.46 0.82 0.71 200| 0 8,832 0 1500 0.66 0.32 35.06 0| 0 27,017 0 1563 0.26 0.16 32.27 0| 0 2,083 0 1759 0.10 0.08 31.10 0| 0 1,535 0 1954 0.05 0.04 31.38 0| 0 430 0 2150 0.02 0.02 31.36 0| 0 3,054 0 2345 0.01 0.00 36.00 0| 0 0 0 3127 Total 200| 277 54,023 +277 Indicative a-t-m Vol 42.35 Underlying Price 12.965 Time to expiry: 471 Days Dec 11 8.39 0.98 68.00 0| 0 0 0 469 7.32 0.95 62.09 0| 0 0 0 586 6.32 0.92 58.39 0| 0 0 0 703 5.67 0.89 55.82 0| 0 0 0 782 5.05 0.85 53.37 0| 0 0 0 860 4.48 0.81 51.07 0| 0 0 0 938 4.19 0.79 49.88 0| 0 0 0 977 2.93 0.67 44.93 0| 0 7,100 0 1172 1.90 0.53 40.88 0| 0 8,030 0 1368 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.37 0.44 38.53 0| 0 2,580 0 1500 1.17 0.39 37.72 0| 0 18,000 0 1563 1.04 0.36 37.07 0| 0 3,000 0 1600 0.67 0.27 35.30 0| 0 60,167 0 1759 0.62 0.25 35.46 0| 0 200 0 1800 0.41 0.18 34.72 0| 0 1,700 0 1954 0.27 0.13 35.09 0| 0 9,107 0 2150 0.20 0.10 36.18 0| 0 0 0 2345 0.09 0.05 36.58 0| 0 0 0 2736 0.06 0.03 39.08 0| 0 0 0 3127 Total 0| 0 109,884 0 Indicative a-t-m Vol 42.81 Underlying Price 12.965 Time to expiry: 653 Days Jun 12 7.18 0.96 61.61 0| 0 0 0 600 5.58 0.88 56.00 0| 0 0 0 800 3.11 0.68 46.00 0| 0 80 0 1172 2.09 0.55 41.00 0| 0 0 0 1368 1.33 0.42 37.84 0| 0 0 0 1563 0.79 0.30 34.88 0| 0 0 0 1759 0.44 0.19 32.80 0| 0 0 0 1954 0.23 0.11 34.14 0| 0 0 0 2345 0.15 0.07 40.79 0| 0 0 0 3127 Total 0| 0 80 0 Indicative a-t-m Vol 41.21 Underlying Price 12.965 Time to expiry: 842 Days Dec 12 7.21 0.95 60.00 0| 0 0 0 600 5.63 0.87 53.85 0| 0 0 0 800 3.20 0.67 43.48 0| 0 0 0 1172 1.85 0.49 38.13 0| 0 132 0 1466 1.50 0.43 36.57 0| 0 3,500 0 1563 1.37 0.41 35.91 0| 0 5,000 0 1600 1.20 0.38 35.13 0| 0 2,001 0 1661 0.87 0.30 33.70 0| 0 8,500 0 1800 0.65 0.24 33.34 0| 0 6,502 0 1954 0.46 0.18 33.11 0| 0 12,500 0 2150 0.38 0.15 34.36 0| 0 9 0 2345 0.29 0.11 40.99 0| 0 0 0 3127 Total 0| 0 38,144 0 Indicative a-t-m Vol 40.58 Underlying Price 12.965 Time to expiry: 1024 Days Jun 13 7.13 0.97 60.42 0| 0 0 0 600 5.55 0.88 54.64 0| 0 0 0 800 2.99 0.66 42.43 0| 0 0 0 1200 2.06 0.54 38.61 0| 0 0 0 1400 1.40 0.42 35.91 0| 0 0 0 1600 0.57 0.22 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 40.52 Underlying Price 12.965 Time to expiry: 1206 Days Dec 13 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.16 0.96 60.00 0| 0 0 0 600 5.62 0.88 54.00 0| 0 0 0 800 3.12 0.66 42.00 0| 0 6 0 1200 1.56 0.44 35.91 0| 0 0 0 1600 0.66 0.24 31.35 0| 0 0 0 2000 0.57 0.20 35.24 0| 0 0 0 2400 Total 0| 0 6 0 Indicative a-t-m Vol 41.28 Underlying Price 12.965 Time to expiry: 1570 Days Dec 14 7.07 0.98 60.29 0| 0 0 0 600 5.51 0.89 54.51 0| 0 0 0 800 3.16 0.67 43.00 0| 0 0 0 1200 1.63 0.45 35.91 0| 0 0 0 1600 0.84 0.28 32.71 0| 0 0 0 2000 0.69 0.23 35.51 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 1,992| 2,007 683,454 +1,857 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 41.13 Underlying Price 12.965 Time to expiry: 16 Days Sep 10 0.01 0.00 71.00 0| 0 5,305 0 880 0.01 -0.01 61.23 0| 0 320 0 960 0.01 -0.01 59.32 0| 0 6,826 0 977 0.05 -0.07 53.50 3,000| 0 2,592 0 1100 0.08 -0.12 48.98 0| 6 122 +2 1150 0.10 -0.14 46.18 3,000| 0 14,856 0 1172 0.14 -0.19 44.09 0| 81 5,839 0 1200 0.26 -0.33 42.11 0| 0 1,781 0 1250 0.48 -0.49 41.07 0| 57 16,852 -31 1300 0.89 -0.72 39.25 0| 0 7,510 0 1368 1.15 -0.80 39.95 0| 0 810 0 1400 1.73 -0.92 38.98 0| 0 3,515 0 1466 2.06 -0.94 41.51 0| 0 27 0 1500 2.67 -0.98 41.80 0| 0 7,250 0 1563 3.65 -0.99 45.62 0| 103 204 -433 1661 4.63 -1.00 48.13 0| 0 427 0 1759 5.04 -1.00 49.30 0| 0 15 0 1800 5.60 -1.00 50.98 0| 0 1 0 1856 6.04 -1.00 52.37 0| 0 0 0 1900 6.58 -1.00 54.12 0| 0 11 0 1954 7.56 -1.00 57.43 0| 0 175 0 2052 8.54 -1.00 60.84 0| 0 160 0 2150 10.49 -1.00 67.76 0| 0 0 0 2345 14.40 -1.00 81.00 0| 0 0 0 2736 Total 6,000| 247 74,598 -462 Indicative a-t-m Vol 39.63 Underlying Price 12.965 Time to expiry: 44 Days Oct 10 0.06 -0.05 55.81 0| 0 0 0 960 0.08 -0.07 53.80 0| 0 250 0 1000 0.18 -0.15 48.93 0| 0 240 0 1100 0.27 -0.21 46.85 0| 0 0 0 1150 0.37 -0.28 43.68 0| 0 8,673 0 1200 0.66 0.54 -0.37 42.03 0.66 0.66 60| 0 487 0 1250 0.73 -0.48 39.48 0| 0 160 0 1300 1.14 1.01 -0.59 38.41 1.14 1.14 120| 0 170 0 1350 1.33 -0.70 37.38 0| 0 54 0 1400 1.70 -0.80 35.74 0| 0 100 0 1450 2.13 -0.87 35.62 0| 0 329 0 1500 2.60 -0.90 37.26 0| 0 0 0 1550 3.07 -0.94 36.48 0| 0 84 0 1600 4.05 -0.98 38.52 0| 3 123 +3 1700 5.04 -0.99 42.00 0| 0 0 0 1800 Total 180| 3 10,670 +3 Indicative a-t-m Vol 40.53 Underlying Price 12.965 Time to expiry: 79 Days Nov 10 0.17 -0.09 54.73 0| 0 0 0 960 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.21 -0.12 52.50 0| 0 240 0 1000 0.36 -0.20 48.17 0| 0 129 0 1100 0.47 -0.25 46.02 0| 0 63 0 1150 0.61 -0.31 44.07 0| 0 155 0 1200 0.78 -0.39 42.50 0| 0 69 0 1250 0.99 -0.47 40.41 0| 0 95 0 1300 1.71 1.54 -0.63 37.59 1.71 1.71 120| 0 0 0 1400 2.26 -0.79 35.55 0| 0 0 0 1500 3.12 -0.89 34.21 0| 0 0 0 1600 Total 120| 0 751 0 Indicative a-t-m Vol 40.60 Underlying Price 12.965 Time to expiry: 107 Days Dec 10 0.01 0.00 94.00 0| 0 0 0 391 0.02 -0.01 87.39 0| 0 10 0 469 0.03 -0.01 80.86 0| 0 269 0 547 0.04 -0.02 77.74 0| 0 375 0 586 0.05 -0.02 74.74 0| 0 180 0 625 0.07 -0.03 69.12 0| 0 350 0 703 0.11 -0.05 63.59 0| 0 3,785 0 782 0.17 -0.08 60.01 0| 0 1,203 0 860 0.23 -0.11 55.09 0| 200 1,402 +117 938 0.28 -0.13 53.75 0| 120 2,370 0 977 0.44 -0.20 49.12 2,000| 0 28,228 0 1075 0.74 0.67 -0.29 45.08 0.74 0.74 100| 0 13,260 0 1172 1.14 -0.46 40.49 0| 0 13,684 0 1300 1.64 1.48 -0.56 38.23 1.64 1.64 120| 0 29,599 0 1368 2.36 -0.74 35.64 0| 0 16,333 0 1500 2.88 -0.81 35.27 0| 0 18,777 0 1563 3.18 -0.86 33.82 0| 0 0 0 1600 4.09 -0.93 32.93 0| 0 10,801 0 1700 4.64 -0.96 31.40 0| 0 5,793 0 1759 5.04 -0.98 30.86 0| 0 1,815 0 1800 6.04 -1.00 29.73 0| 0 3 0 1900 6.58 -1.00 29.22 0| 0 3,660 -90 1954 8.54 -1.00 27.87 0| 0 1,097 0 2150 10.49 -1.00 27.22 0| 0 267 0 2345 14.40 -1.00 27.57 0| 0 25 0 2736 18.31 -1.00 29.60 0| 0 0 0 3127 22.21 -1.00 32.86 0| 0 0 0 3517 26.12 -1.00 37.00 0| 0 0 0 3908 Total 2,220| 320 153,286 +27 Indicative a-t-m Vol 41.16 Underlying Price 12.965 Time to expiry: 198 Days Mar 11 0.38 -0.12 55.01 0| 0 4,242 0 880 0.52 -0.16 52.29 0| 0 636 0 960 0.59 -0.18 50.33 0| 300 3,422 +263 1000 0.84 0.82 -0.25 46.68 0.84 0.84 100| 0 2,884 0 1100 1.13 -0.34 43.57 0| 0 10,870 0 1200 1.80 1.55 -0.44 41.09 1.80 1.80 54| 239 619 +239 1300 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.04 -0.55 37.91 0| 0 961 0 1400 2.66 -0.66 35.77 0| 0 4,129 0 1500 3.38 -0.76 33.83 0| 0 95 0 1600 4.22 -0.84 32.77 0| 0 160 0 1700 5.11 -0.91 31.66 0| 0 75 0 1800 6.06 -0.96 30.85 0| 0 0 0 1900 7.04 -0.98 31.03 0| 0 0 0 2000 9.04 -1.00 31.83 0| 0 0 0 2200 11.04 -1.00 34.00 0| 0 0 0 2400 Total 154| 539 28,093 +502 Indicative a-t-m Vol 40.46 Underlying Price 12.965 Time to expiry: 289 Days Jun 11 0.06 -0.02 73.00 0| 0 81 0 391 0.11 -0.03 70.29 0| 0 0 0 469 0.18 -0.05 66.95 0| 0 0 0 547 0.22 -0.05 65.17 0| 0 2,100 0 586 0.33 -0.09 59.04 0| 0 170 0 703 0.45 -0.12 55.90 0| 0 237 0 782 0.57 -0.15 52.63 0| 0 840 0 860 0.74 -0.19 50.08 0| 0 1,824 0 938 0.96 0.84 -0.21 48.81 0.97 0.96 179| 0 6,044 0 977 1.24 -0.30 46.02 0| 0 897 0 1100 1.51 -0.36 44.22 0| 0 22,960 0 1172 1.61 -0.38 42.97 0| 0 6,226 0 1200 2.06 -0.47 40.38 0| 0 305 0 1300 2.44 -0.53 39.09 0| 0 5,596 0 1368 2.61 -0.56 38.23 0| 0 268 0 1400 3.26 -0.65 36.46 0| 0 109 0 1500 3.70 -0.71 35.06 0| 0 3,088 0 1563 5.28 -0.85 32.27 0| 0 211 0 1759 7.07 -0.93 31.10 0| 0 181 0 1954 8.97 -0.97 31.38 0| 0 190 0 2150 10.88 -0.98 31.36 0| 0 163 0 2345 18.63 -1.00 36.00 0| 0 43 0 3127 Total 179| 0 51,533 0 Indicative a-t-m Vol 42.35 Underlying Price 12.965 Time to expiry: 471 Days Dec 11 0.27 -0.05 68.00 0| 0 0 0 469 0.41 -0.07 62.09 0| 0 0 0 586 0.62 -0.11 58.39 0| 0 0 0 703 0.79 -0.14 55.82 0| 0 80 0 782 0.97 -0.17 53.37 0| 0 160 0 860 1.19 -0.21 51.07 0| 0 362 0 938 1.30 -0.23 49.88 0| 0 10,758 0 977 2.02 -0.35 44.93 0| 0 6,705 0 1172 2.96 -0.48 40.88 0| 0 17,508 0 1368 3.74 -0.58 38.53 0| 0 7 0 1500 4.17 -0.62 37.72 0| 0 19,252 0 1563 4.41 -0.65 37.07 0| 0 0 0 1600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.63 -0.75 35.30 0| 0 750 0 1759 5.98 -0.76 35.46 0| 0 0 0 1800 7.31 -0.83 34.72 0| 0 1 0 1954 9.12 -0.89 35.09 0| 0 38 0 2150 10.99 -0.92 36.18 0| 0 0 0 2345 14.78 -0.96 36.58 0| 0 0 0 2736 18.64 -0.97 39.08 0| 0 0 0 3127 Total 0| 0 55,621 0 Indicative a-t-m Vol 42.81 Underlying Price 12.965 Time to expiry: 653 Days Jun 12 0.74 -0.11 61.61 0| 0 0 0 600 1.32 -0.18 56.00 0| 0 0 0 800 2.74 -0.37 46.00 0| 0 0 0 1172 3.71 -0.50 41.00 0| 0 4 0 1368 4.94 -0.62 37.84 0| 0 0 0 1563 6.37 -0.73 34.88 0| 0 0 0 1759 7.97 -0.83 32.80 0| 0 0 0 1954 11.61 -0.90 34.14 0| 0 0 0 2345 19.19 -0.94 40.79 0| 0 0 0 3127 Total 0| 0 4 0 Indicative a-t-m Vol 41.21 Underlying Price 12.965 Time to expiry: 842 Days Dec 12 0.93 -0.11 60.00 0| 0 0 0 600 1.51 -0.19 53.85 0| 0 0 0 800 2.89 -0.36 43.48 0| 0 1 0 1172 4.48 -0.53 38.13 0| 0 0 0 1466 5.10 -0.59 36.57 0| 0 16 0 1563 5.34 -0.61 35.91 0| 0 5,000 0 1600 5.78 -0.65 35.13 0| 0 1,000 0 1661 6.82 -0.72 33.70 0| 0 0 0 1800 8.12 -0.78 33.34 0| 0 3,026 0 1954 9.86 -0.83 33.11 0| 0 0 0 2150 11.69 -0.86 34.36 0| 0 0 0 2345 19.24 -0.90 40.99 0| 0 5 0 3127 Total 0| 0 9,048 0 Indicative a-t-m Vol 40.58 Underlying Price 12.965 Time to expiry: 1024 Days Jun 13 1.23 -0.13 60.42 0| 0 0 0 600 1.94 -0.21 54.64 0| 0 0 0 800 3.52 -0.40 42.43 0| 0 0 0 1200 4.63 -0.51 38.61 0| 0 0 0 1400 5.95 -0.62 35.91 0| 0 0 0 1600 9.05 -0.80 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 40.52 Underlying Price 12.965 Time to expiry: 1206 Days Dec 13 1.39 -0.13 60.00 0| 0 0 0 600 2.11 -0.20 54.00 0| 0 0 0 800 3.69 -0.39 42.00 0| 0 0 0 1200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 84 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.08 -0.59 35.91 0| 0 0 0 1600 9.07 -0.78 31.35 0| 0 0 0 2000 12.80 -0.81 35.24 0| 0 38 0 2400 Total 0| 0 38 0 Indicative a-t-m Vol 41.28 Underlying Price 12.965 Time to expiry: 1570 Days Dec 14 1.79 -0.14 60.29 0| 0 0 0 600 2.61 -0.21 54.51 0| 0 0 0 800 4.34 -0.39 43.00 0| 0 0 0 1200 6.67 -0.58 35.91 0| 0 0 0 1600 9.67 -0.74 32.71 0| 0 0 0 2000 13.27 -0.78 35.51 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 8,853| 1,109 383,642 +70 Grand Total 10,845| 3,116 1,067,096 +1,927 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 41.13 Underlying Price 12.965 Time to expiry: 16 Days Sep 10 4.17 1.00 71.00 0| 0 0 0 880 3.59 0.99 63.93 0| 0 0 0 938 3.37 0.99 61.23 0| 0 0 0 960 3.20 0.99 59.32 0| 0 0 0 977 2.01 0.93 53.50 0| 0 0 0 1100 1.55 0.88 48.98 0| 0 0 0 1150 1.35 0.86 46.18 0| 0 0 0 1172 1.11 0.81 44.09 0| 0 0 0 1200 0.73 0.67 42.11 0| 0 0 0 1250 0.44 0.51 41.07 0| 0 0 0 1300 0.18 0.28 39.25 0| 0 4 0 1368 0.12 0.20 39.95 0| 0 600 0 1400 0.04 0.08 38.98 0| 0 6,551 0 1466 0.03 0.06 41.51 0| 0 0 0 1500 0.01 0.02 41.80 0| 0 43,910 0 1563 0.01 0.01 45.62 0| 0 3,831 0 1661 0.01 0.00 48.13 0| 0 25,418 0 1759 0.01 0.00 49.30 0| 0 34,000 0 1800 0.01 0.00 50.98 0| 0 3,568 0 1856 0.01 0.00 52.37 0| 0 0 0 1900 0.01 0.00 54.12 0| 0 1,117 0 1954 0.01 0.00 57.43 0| 0 857 0 2052 0.01 0.00 60.84 0| 0 1,322 0 2150 0.01 0.00 67.76 0| 0 707 0 2345 0.01 0.00 81.00 0| 0 0 0 2736 0.01 0.00 85.79 0| 0 0 0 2876 0.01 0.00 93.40 0| 0 0 0 3127 Total 0| 0 121,885 0 Indicative a-t-m Vol 41.04 Underlying Price 12.965 Time to expiry: 198 Days Mar 11 6.12 0.95 59.36 0| 0 0 0 703 5.42 0.92 57.88 0| 0 0 0 782 4.75 0.89 55.58 0| 0 0 0 860 4.11 0.85 52.88 0| 0 0 0 938 3.79 0.83 51.46 0| 0 0 0 977 2.84 0.75 46.68 0| 0 0 0 1100 2.35 0.69 44.52 0| 0 0 0 1172 1.57 0.56 40.96 0| 0 500 0 1300 1.21 0.49 38.70 0| 0 0 0 1368 0.69 0.34 35.77 0| 0 0 0 1500 0.51 0.28 34.52 0| 0 0 0 1563 0.25 0.16 32.77 0| 0 2,500 0 1700 0.17 0.12 32.00 0| 0 3,816 0 1759 0.13 0.10 31.66 0| 0 3,975 0 1800 0.07 0.06 30.85 0| 0 30 0 1900 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 86 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.05 0.05 31.05 0| 0 110 0 1954 0.02 0.02 31.51 0| 0 0 0 2150 0.01 0.01 33.23 0| 0 0 0 2345 0.01 0.01 39.85 0| 0 0 0 2736 0.01 0.01 47.94 0| 0 0 0 3127 Total 0| 0 10,931 0 Indicative a-t-m Vol 43.64 Underlying Price 12.965 Time to expiry: 380 Days Sep 11 7.96 0.96 68.00 0| 0 0 0 469 6.85 0.93 64.40 0| 0 0 0 600 6.03 0.89 61.93 0| 0 0 0 703 5.45 0.86 60.61 0| 0 0 0 782 4.84 0.83 57.51 0| 0 0 0 860 4.29 0.79 55.08 0| 0 0 0 938 4.00 0.77 53.54 0| 0 0 0 977 2.71 0.65 46.69 0| 0 0 0 1172 1.69 0.51 41.91 0| 0 0 0 1368 0.87 0.34 36.30 0| 0 50 0 1563 0.43 0.21 33.43 0| 0 0 0 1759 0.21 0.12 32.32 0| 0 0 0 1954 0.08 0.05 30.11 0| 0 0 0 2150 0.05 0.03 31.00 0| 0 0 0 2345 0.02 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 42.90 Underlying Price 12.965 Time to expiry: 562 Days Mar 12 7.11 0.91 62.64 0| 0 0 0 600 5.77 0.85 57.90 0| 0 0 0 782 5.19 0.82 54.79 0| 0 0 0 860 4.64 0.79 52.35 0| 0 0 0 938 4.36 0.77 50.80 0| 0 0 0 977 3.19 0.66 46.13 0| 0 0 0 1172 2.13 0.54 41.07 0| 0 0 0 1368 1.32 0.41 36.84 0| 0 0 0 1563 0.79 0.29 34.55 0| 0 0 0 1759 0.45 0.19 32.71 0| 0 0 0 1954 0.14 0.08 30.85 0| 0 0 0 2345 0.09 0.05 33.28 0| 0 0 0 2736 0.07 0.04 36.00 0| 0 0 0 3127 0.05 0.03 38.00 0| 0 50 0 3517 Total 0| 0 50 0 Indicative a-t-m Vol 41.29 Underlying Price 12.965 Time to expiry: 751 Days Sep 12 6.57 0.89 61.36 0| 0 0 0 600 5.29 0.82 55.07 0| 0 0 0 782 2.96 0.63 44.74 0| 0 0 0 1172 1.82 0.49 38.44 0| 0 0 0 1400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.23 0.39 35.60 0| 0 0 0 1563 0.79 0.29 33.79 0| 0 0 0 1759 0.48 0.20 32.09 0| 0 0 0 1954 0.17 0.09 30.27 0| 0 0 0 2345 0.09 0.05 34.91 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.16 Underlying Price 12.965 Time to expiry: 926 Days Mar 13 6.76 0.89 59.67 0| 0 0 0 600 5.57 0.82 54.57 0| 0 0 0 782 3.21 0.65 43.36 0| 0 0 0 1172 2.07 0.52 37.53 0| 0 0 0 1400 1.54 0.43 35.73 0| 0 0 0 1563 0.94 0.31 33.25 0| 0 0 0 1800 0.65 0.24 31.79 0| 0 0 0 1954 0.26 0.12 29.67 0| 0 0 0 2345 0.16 0.07 34.70 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.67 Underlying Price 12.965 Time to expiry: 1115 Days Sep 13 6.25 0.87 60.71 0| 0 0 0 600 5.10 0.80 54.09 0| 0 0 0 782 2.96 0.62 43.14 0| 0 0 0 1172 1.40 0.41 35.40 0| 0 0 0 1563 0.65 0.24 32.12 0| 0 0 0 1954 0.28 0.12 29.96 0| 0 0 0 2345 0.20 0.08 35.00 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.02 Underlying Price 12.965 Time to expiry: 1297 Days Mar 14 6.46 0.87 60.09 0| 0 0 0 600 5.33 0.81 53.42 0| 0 0 0 782 3.26 0.64 43.42 0| 0 0 0 1172 1.69 0.45 35.91 0| 0 0 0 1563 0.82 0.27 32.14 0| 0 0 0 1954 0.37 0.15 29.68 0| 0 0 0 2345 0.30 0.11 34.96 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.56 Underlying Price 12.965 Time to expiry: 1479 Days Sep 14 5.83 0.86 59.50 0| 0 0 0 600 4.78 0.79 52.80 0| 0 1 0 782 2.88 0.62 42.75 0| 0 0 0 1172 1.51 0.42 35.90 0| 0 0 0 1563 0.74 0.26 32.13 0| 0 0 0 1954 0.35 0.15 29.67 0| 0 0 0 2345 0.28 0.11 34.77 0| 0 0 0 3127 Total 0| 0 1 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 39.53 Underlying Price 12.965 Time to expiry: 1661 Days Mar 15 6.02 0.86 59.23 0| 0 0 0 600 4.85 0.79 51.22 0| 0 0 0 800 2.91 0.62 40.97 0| 0 0 0 1200 1.59 0.43 35.02 0| 0 0 0 1600 0.82 0.27 31.59 0| 0 0 0 2000 0.38 0.16 28.91 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 132,917 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 41.13 Underlying Price 12.965 Time to expiry: 16 Days Sep 10 0.01 0.00 71.00 0| 0 0 0 880 0.01 -0.01 63.93 0| 0 0 0 938 0.01 -0.01 61.23 0| 0 0 0 960 0.01 -0.01 59.32 0| 0 225 0 977 0.05 -0.07 53.50 0| 0 0 0 1100 0.08 -0.12 48.98 0| 0 0 0 1150 0.10 -0.14 46.18 0| 0 450 0 1172 0.14 -0.19 44.09 0| 0 0 0 1200 0.26 -0.33 42.11 0| 0 0 0 1250 0.48 -0.49 41.07 0| 0 763 0 1300 0.89 -0.72 39.25 0| 0 2,156 0 1368 1.15 -0.80 39.95 0| 0 0 0 1400 1.73 -0.92 38.98 0| 0 9,367 0 1466 2.06 -0.94 41.51 0| 0 0 0 1500 2.67 -0.98 41.80 0| 0 40,002 0 1563 3.64 -0.99 45.62 0| 0 1,350 0 1661 4.62 -1.00 48.13 0| 0 25,040 0 1759 5.03 -1.00 49.30 0| 0 30,002 0 1800 5.59 -1.00 50.98 0| 0 2,400 0 1856 6.03 -1.00 52.37 0| 0 0 0 1900 6.57 -1.00 54.12 0| 0 420 0 1954 7.55 -1.00 57.43 0| 0 30 0 2052 8.53 -1.00 60.84 0| 0 0 0 2150 10.48 -1.00 67.76 0| 0 250 0 2345 14.39 -1.00 81.00 0| 0 1 0 2736 15.79 -1.00 85.79 0| 0 21 0 2876 18.30 -1.00 93.40 0| 0 50 0 3127 Total 0| 0 112,527 0 Indicative a-t-m Vol 41.04 Underlying Price 12.965 Time to expiry: 198 Days Mar 11 0.15 -0.05 59.36 0| 0 1 0 703 0.24 -0.08 57.88 0| 0 0 0 782 0.34 -0.11 55.58 0| 0 0 0 860 0.47 -0.15 52.88 0| 0 817 0 938 0.55 -0.17 51.46 0| 0 0 0 977 0.82 -0.25 46.68 0| 0 50 0 1100 1.04 -0.31 44.52 0| 0 225 0 1172 1.54 -0.44 40.96 0| 0 601 0 1300 1.85 -0.51 38.70 0| 0 690 0 1368 2.65 -0.66 35.77 0| 0 2,700 0 1500 3.09 -0.72 34.52 0| 0 4,650 0 1563 4.19 -0.84 32.77 0| 0 0 0 1700 4.71 -0.88 32.00 0| 0 1,260 0 1759 5.08 -0.90 31.66 0| 0 0 0 1800 6.01 -0.94 30.85 0| 0 0 0 1900 6.53 -0.95 31.05 0| 0 0 0 1954 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.45 -0.98 31.51 0| 0 0 0 2150 10.38 -0.99 33.23 0| 0 0 0 2345 14.26 -0.99 39.85 0| 0 0 0 2736 18.16 -0.99 47.94 0| 0 0 0 3127 Total 0| 0 10,994 0 Indicative a-t-m Vol 43.64 Underlying Price 12.965 Time to expiry: 380 Days Sep 11 0.17 -0.04 68.00 0| 0 0 0 469 0.36 -0.07 64.40 0| 0 0 0 600 0.56 -0.11 61.93 0| 0 0 0 703 0.75 -0.14 60.61 0| 0 0 0 782 0.92 -0.17 57.51 0| 0 0 0 860 1.14 -0.21 55.08 0| 0 0 0 938 1.24 -0.23 53.54 0| 0 0 0 977 1.87 -0.35 46.69 0| 0 1,000 0 1172 2.79 -0.49 41.91 0| 0 0 0 1368 3.90 -0.66 36.30 0| 0 0 0 1563 5.38 -0.79 33.43 0| 0 2,400 0 1759 7.10 -0.88 32.32 0| 0 0 0 1954 8.90 -0.95 30.11 0| 0 0 0 2150 10.79 -0.97 31.00 0| 0 0 0 2345 14.63 -0.99 32.00 0| 0 0 0 2736 18.49 -0.99 36.00 0| 0 0 0 3127 Total 0| 0 3,400 0 Indicative a-t-m Vol 42.90 Underlying Price 12.965 Time to expiry: 562 Days Mar 12 0.57 -0.09 62.64 0| 0 0 0 600 1.02 -0.15 57.90 0| 0 0 0 782 1.20 -0.18 54.79 0| 0 0 0 860 1.42 -0.21 52.35 0| 0 0 0 938 1.52 -0.23 50.80 0| 0 0 0 977 2.26 -0.34 46.13 0| 0 0 0 1172 3.12 -0.46 41.07 0| 0 0 0 1368 4.23 -0.59 36.84 0| 0 0 0 1563 5.62 -0.71 34.55 0| 0 0 0 1759 7.20 -0.81 32.71 0| 0 70 0 1954 10.72 -0.92 30.85 0| 0 0 0 2345 14.50 -0.95 33.28 0| 0 0 0 2736 18.32 -0.96 36.00 0| 0 50 0 3127 22.12 -0.97 38.00 0| 0 0 0 3517 Total 0| 0 120 0 Indicative a-t-m Vol 41.29 Underlying Price 12.965 Time to expiry: 751 Days Sep 12 0.86 -0.11 61.36 0| 0 0 0 600 1.35 -0.18 55.07 0| 0 0 0 782 2.81 -0.37 44.74 0| 0 0 0 1172 3.89 -0.51 38.44 0| 0 0 0 1400 4.89 -0.61 35.60 0| 0 0 0 1563 6.35 -0.71 33.79 0| 0 0 0 1759 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.93 -0.80 32.09 0| 0 14,000 0 1954 11.43 -0.91 30.27 0| 0 0 0 2345 18.95 -0.95 34.91 0| 0 0 0 3127 Total 0| 0 14,000 0 Indicative a-t-m Vol 40.16 Underlying Price 12.965 Time to expiry: 926 Days Mar 13 1.00 -0.11 59.67 0| 0 0 0 600 1.55 -0.18 54.57 0| 0 0 0 782 2.95 -0.35 43.36 0| 0 0 0 1172 4.01 -0.48 37.53 0| 0 0 0 1400 5.04 -0.57 35.73 0| 0 0 0 1563 6.72 -0.69 33.25 0| 0 0 0 1800 7.92 -0.76 31.79 0| 0 0 0 1954 11.29 -0.88 29.67 0| 0 0 0 2345 18.72 -0.93 34.70 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.67 Underlying Price 12.965 Time to expiry: 1115 Days Sep 13 1.33 -0.13 60.71 0| 0 0 0 600 1.91 -0.20 54.09 0| 0 0 0 782 3.47 -0.38 43.14 0| 0 0 0 1172 5.64 -0.59 35.40 0| 0 0 0 1563 8.60 -0.76 32.12 0| 0 0 0 1954 11.95 -0.88 29.96 0| 0 0 0 2345 19.31 -0.92 35.00 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.02 Underlying Price 12.965 Time to expiry: 1297 Days Mar 14 1.46 -0.13 60.09 0| 0 0 0 600 2.04 -0.19 53.42 0| 0 0 0 782 3.64 -0.36 43.42 0| 0 0 0 1172 5.73 -0.55 35.91 0| 0 0 0 1563 8.54 -0.73 32.14 0| 0 0 0 1954 11.77 -0.85 29.68 0| 0 0 0 2345 19.04 -0.89 34.96 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.56 Underlying Price 12.965 Time to expiry: 1479 Days Sep 14 1.67 -0.14 59.50 0| 0 0 0 600 2.31 -0.21 52.80 0| 0 0 0 782 4.03 -0.38 42.75 0| 0 0 0 1172 6.28 -0.58 35.90 0| 0 0 0 1563 9.14 -0.74 32.13 0| 0 0 0 1954 12.37 -0.85 29.67 0| 0 0 0 2345 19.55 -0.89 34.77 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.53 Underlying Price 12.965 Time to expiry: 1661 Days Mar 15 1.77 -0.14 59.23 0| 0 0 0 600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.43 -0.21 51.22 0| 0 0 0 800 4.15 -0.38 40.97 0| 0 0 0 1200 6.48 -0.57 35.02 0| 0 0 0 1600 9.36 -0.73 31.59 0| 0 0 0 2000 12.58 -0.84 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 38.51 Underlying Price 52.300 Time to expiry: 16 Days Sep 10 24.31 1.00 83.00 0| 0 0 0 2800 21.31 1.00 77.25 0| 0 9 0 3100 16.32 1.00 66.84 0| 2 2 0 3600 14.33 0.99 62.80 0| 0 0 0 3800 13.45 0.99 61.07 0| 0 0 0 3888 12.34 0.99 58.91 0| 0 0 0 4000 9.65 0.96 55.13 0| 0 101 0 4276 8.46 0.94 52.60 0| 0 1,050 0 4400 7.52 0.92 50.88 0| 4 132 0 4500 6.58 0.90 48.57 0| 0 1 0 4600 5.99 0.88 47.25 0| 0 4,300 0 4665 4.81 0.82 45.03 0| 0 356 0 4800 3.72 3.98 0.77 43.06 3.72 3.72 29| 0 1,490 0 4900 2.83 0.67 40.94 0| 0 7,795 0 5054 0.65 1.91 0.55 38.90 1.70 0.65 722| 0 748 0 5200 0.23 0.80 0.32 35.75 0.81 0.22 2,030| 200 6,685 -34 5443 0.12 0.40 0.19 34.80 0.40 0.12 128| 200 11,019 -200 5600 0.13 0.08 34.40 0| 0 6,518 0 5831 0.06 0.04 35.72 0| 0 4,662 0 6000 0.01 0.00 30.90 0| 0 1,781 0 6220 0.01 0.00 29.87 0| 0 276 0 6400 0.01 0.00 28.17 0| 0 0 0 6800 0.01 0.00 27.62 0| 0 471 0 6998 0.01 0.00 27.18 0| 0 410 0 7775 0.01 0.00 30.00 0| 0 80 0 8800 Total 2,909| 406 47,886 -234 Indicative a-t-m Vol 38.92 Underlying Price 52.300 Time to expiry: 44 Days Oct 10 12.66 0.93 55.48 0| 0 0 0 4000 10.79 0.90 52.00 0| 0 0 0 4200 9.00 0.86 49.06 0| 0 0 0 4400 8.13 0.84 47.36 0| 0 91 0 4500 7.29 0.81 46.20 0| 0 50 0 4600 6.48 0.78 44.78 0| 0 0 0 4700 5.69 0.74 43.50 0| 0 25 0 4800 3.72 4.98 0.70 42.79 3.72 3.72 10| 30 110 +10 4900 4.27 0.65 41.30 0| 0 135 0 5000 1.77 3.04 0.55 39.33 2.83 1.77 138| 0 909 0 5200 1.32 1.97 0.43 36.58 1.64 1.32 74| 0 89 0 5400 1.10 1.22 0.31 35.09 1.10 1.10 50| 0 225 0 5600 0.69 0.21 33.62 0| 0 110 0 5800 0.36 0.13 32.52 0| 0 1,047 0 6000 0.08 0.04 31.10 0| 0 298 0 6400 0.04 0.02 35.00 0| 0 79 0 6800 Total 272| 30 3,168 +10 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 38.86 Underlying Price 52.300 Time to expiry: 79 Days Nov 10 11.43 0.85 50.89 0| 0 0 0 4200 9.74 0.81 48.40 0| 0 0 0 4400 8.12 0.76 45.94 0| 0 0 0 4600 7.36 0.73 44.59 0| 0 0 0 4700 6.63 0.70 43.69 0| 0 0 0 4800 5.92 0.67 42.36 0| 0 0 0 4900 5.22 0.63 41.12 0| 0 10 0 5000 4.00 0.55 39.19 0| 0 20 0 5200 2.06 2.91 0.46 37.00 2.06 2.06 75| 0 85 0 5400 1.40 2.04 0.37 35.34 1.98 1.40 151| 28 1,583 0 5600 0.59 0.91 0.21 33.09 0.59 0.59 75| 0 178 0 6000 0.35 0.10 31.65 0| 0 0 0 6400 Total 301| 28 1,876 0 Indicative a-t-m Vol 39.06 Underlying Price 52.300 Time to expiry: 107 Days Dec 10 36.85 0.99 100.00 0| 0 0 0 1555 33.03 0.99 91.11 0| 0 0 0 1944 31.14 0.98 86.66 0| 0 50 0 2138 29.20 0.98 79.26 0| 0 0 0 2333 25.43 0.97 71.86 0| 0 0 0 2721 21.70 0.95 64.69 0| 0 25 0 3110 18.06 0.92 58.96 0| 0 0 0 3499 14.55 0.88 53.81 0| 0 75 0 3888 13.58 0.86 52.44 0| 0 18 0 4000 11.21 0.82 48.67 0| 0 2,960 0 4276 10.22 0.79 47.31 0| 0 2,810 0 4400 8.18 0.73 44.43 0| 0 9,583 0 4665 6.82 0.67 42.73 0| 0 5,983 0 4860 5.83 0.63 41.02 500| 0 6,192 0 5000 3.07 4.64 0.56 39.30 3.16 3.07 30| 0 2,314 0 5200 2.75 3.37 0.47 37.37 2.75 2.75 751| 0 14,123 0 5443 1.10 1.86 0.32 34.79 1.10 1.10 33| 500 23,019 0 5831 1.37 0.26 33.72 0| 1 4,570 -1 6000 0.58 0.89 0.19 32.58 0.58 0.58 63| 0 8,939 0 6220 0.38 0.62 0.14 31.90 0.38 0.38 75| 0 3,216 0 6400 0.22 0.06 29.86 0| 0 4,585 0 6803 0.14 0.04 31.80 0| 0 419 0 7200 0.06 0.02 33.21 0| 0 3,641 0 7775 0.02 0.01 35.78 0| 0 2,945 0 8747 0.02 0.00 42.00 0| 0 240 0 9719 Total 1,452| 501 95,707 -1 Indicative a-t-m Vol 39.32 Underlying Price 52.300 Time to expiry: 198 Days Mar 11 25.08 0.94 62.89 0| 0 0 0 2800 21.45 0.92 57.95 0| 0 0 0 3200 17.92 0.88 53.19 0| 0 0 0 3600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.60 0.83 49.23 0| 2 2 +2 4000 13.02 0.79 47.50 0| 0 25 0 4200 11.49 0.76 45.51 0| 0 126 0 4400 10.04 0.72 43.94 0| 0 225 0 4600 8.70 0.67 42.29 0| 0 133 0 4800 6.27 0.57 39.53 0| 0 2,039 0 5200 4.24 0.46 36.69 0| 10 6,973 +10 5600 2.69 0.35 34.50 0| 0 1,230 0 6000 1.53 1.60 0.24 32.73 1.53 1.53 75| 0 3,148 0 6400 0.43 0.09 29.43 0| 0 2,695 0 7200 0.15 0.04 29.97 0| 0 289 0 8000 0.08 0.02 32.00 0| 0 369 0 8800 Total 75| 12 17,254 +12 Indicative a-t-m Vol 39.18 Underlying Price 52.300 Time to expiry: 289 Days Jun 11 33.13 0.98 67.70 0| 0 0 0 1944 31.31 0.98 66.07 0| 0 0 0 2138 29.48 0.97 63.73 0| 0 0 0 2333 25.90 0.95 59.20 0| 0 0 0 2721 22.42 0.92 55.24 0| 0 0 0 3110 19.11 0.88 52.00 0| 0 0 0 3499 15.94 0.83 48.55 0| 0 250 0 3888 12.99 0.77 45.42 0| 0 0 0 4276 12.08 0.75 44.43 0| 0 425 0 4400 10.32 0.70 42.84 0| 0 152 0 4665 9.42 0.67 41.75 0| 0 0 0 4800 7.10 0.58 39.40 0| 0 900 0 5200 5.78 0.52 37.62 0| 0 3,055 0 5443 4.04 0.42 35.34 0| 0 2,625 0 5831 3.41 0.38 34.43 0| 0 250 0 6000 2.71 0.32 33.44 0| 0 1,483 0 6220 0.87 1.10 0.17 31.03 0.87 0.87 75| 0 809 0 6998 0.38 0.07 29.18 0| 0 1,194 0 7775 Total 75| 0 11,143 0 Indicative a-t-m Vol 40.09 Underlying Price 52.300 Time to expiry: 471 Days Dec 11 31.71 0.96 66.00 0| 0 0 0 2138 29.97 0.95 63.51 0| 0 0 0 2333 26.63 0.92 59.54 0| 0 0 0 2721 23.34 0.89 55.38 0| 0 0 0 3110 20.23 0.85 51.87 0| 0 0 0 3499 17.25 0.80 48.29 0| 0 4 0 3888 14.49 0.75 45.38 0| 0 1,000 0 4276 11.98 0.68 42.94 0| 0 5,250 0 4665 7.81 0.54 39.01 0| 0 1,560 0 5443 7.14 0.52 38.52 0| 0 3,500 0 5600 6.13 0.47 37.29 0| 0 1,950 0 5831 5.41 0.44 36.45 0| 0 1,000 0 6000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.04 0.30 33.85 0| 0 4,175 0 6803 1.43 0.17 32.00 0| 0 227 0 7775 0.77 0.10 32.00 0| 0 150 0 8747 Total 0| 0 18,816 0 Indicative a-t-m Vol 40.01 Underlying Price 52.300 Time to expiry: 653 Days Jun 12 29.59 0.94 61.98 0| 0 0 0 2400 23.70 0.88 54.08 0| 0 0 0 3110 17.90 0.79 47.44 0| 0 0 0 3888 15.28 0.74 44.78 0| 0 0 0 4276 12.91 0.69 42.50 0| 0 0 0 4665 8.91 0.56 39.07 0| 0 0 0 5443 7.33 0.50 37.81 0| 0 0 0 5831 2.34 0.23 33.16 0| 0 0 0 7775 Total 0| 0 0 0 Indicative a-t-m Vol 39.76 Underlying Price 52.300 Time to expiry: 842 Days Dec 12 30.39 0.93 60.85 0| 0 0 0 2333 24.33 0.87 53.37 0| 0 0 0 3110 18.82 0.78 47.25 0| 0 0 0 3888 15.61 0.72 44.19 0| 0 0 0 4400 14.00 0.69 42.43 0| 0 0 0 4665 8.28 0.52 36.93 0| 0 2,550 0 5831 3.68 0.31 32.19 0| 0 4,000 0 7289 2.79 0.25 31.37 0| 0 10 0 7775 Total 0| 0 6,560 0 Indicative a-t-m Vol 39.44 Underlying Price 52.300 Time to expiry: 1024 Days Jun 13 23.76 0.86 52.26 0| 0 0 0 3200 18.32 0.77 46.20 0| 0 0 0 4000 16.03 0.73 44.14 0| 0 0 0 4400 13.71 0.67 41.64 0| 0 0 0 4800 9.73 0.56 37.54 0| 0 0 0 5600 8.02 0.51 35.83 0| 0 0 0 6000 3.00 0.26 31.36 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.52 Underlying Price 52.300 Time to expiry: 1206 Days Dec 13 30.50 0.93 59.34 0| 0 0 0 2333 24.80 0.86 52.50 0| 0 0 0 3110 19.59 0.78 46.44 0| 0 0 0 3888 15.15 0.69 42.20 0| 0 500 0 4665 9.61 0.54 36.66 0| 0 0 0 5831 3.94 0.31 31.24 0| 0 0 0 7775 0.59 0.07 28.04 0| 0 0 0 12000 Total 0| 0 500 0 Indicative a-t-m Vol 38.84 Underlying Price 52.300 Time to expiry: 1570 Days Dec 14 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 30.36 0.92 62.00 0| 0 0 0 2400 24.52 0.86 52.00 0| 0 0 0 3200 18.51 0.77 42.13 0| 0 0 0 4000 14.71 0.68 39.75 0| 0 0 0 4800 10.29 0.55 37.21 0| 0 0 0 6000 5.46 0.36 34.03 0| 0 0 0 8000 1.88 0.16 32.60 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 5,084| 977 202,910 -213 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 38.51 Underlying Price 52.300 Time to expiry: 16 Days Sep 10 0.01 0.00 83.00 0| 0 236 0 2800 0.01 0.00 77.25 0| 0 1,316 0 3100 0.01 0.00 66.84 0| 0 4,898 0 3600 0.02 -0.01 62.80 0| 44 265 0 3800 0.02 -0.01 61.07 0| 200 682 0 3888 0.04 -0.01 58.91 0| 0 910 0 4000 0.12 0.10 -0.04 55.13 0.12 0.12 32| 54 3,163 -54 4276 0.15 -0.06 52.60 0| 1,325 6,476 +949 4400 0.21 -0.08 50.88 0| 0 2,423 0 4500 0.82 0.27 -0.10 48.57 0.82 0.74 150| 70 782 +15 4600 0.36 0.33 -0.12 47.25 0.36 0.36 75| 1 4,425 -1 4665 0.53 0.50 -0.18 45.03 0.53 0.53 50| 0 3,367 0 4800 0.71 0.67 -0.23 43.06 0.72 0.71 125| 0 2,580 0 4900 1.14 1.06 -0.33 40.94 1.14 1.14 20| 13 4,595 -8 5054 1.80 1.60 -0.46 38.90 1.80 1.60 100| 0 4,446 0 5200 2.92 -0.68 35.75 0| 0 3,227 0 5443 4.09 -0.81 34.80 0| 0 1,241 0 5600 6.13 -0.92 34.40 0| 0 63 0 5831 7.76 -0.96 35.72 0| 0 3 0 6000 9.90 -1.00 30.90 0| 0 41 0 6220 11.70 -1.00 29.87 0| 0 0 0 6400 15.70 -1.00 28.17