Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.28 Underlying Price 39.175 Time to expiry: 15 Days Sep 10 15.18 1.00 66.00 0| 0 0 0 2400 11.19 1.00 61.10 0| 0 0 0 2800 9.20 0.99 55.74 0| 0 0 0 3000 7.22 0.98 49.70 0| 0 0 0 3200 5.29 0.94 45.61 0| 2 76 +2 3400 3.38 0.87 36.90 0| 0 165 0 3600 1.67 0.70 29.74 0| 0 152 0 3800 0.55 0.37 27.26 0| 0 100 0 4000 0.11 0.11 26.54 0| 0 1,562 0 4200 0.03 0.04 24.36 0| 0 310 0 4300 0.01 0.01 21.51 0| 0 51 0 4400 0.01 0.00 20.53 0| 0 0 0 4500 0.01 0.00 19.81 0| 0 61 0 4600 0.01 0.00 19.12 0| 0 46 0 4800 0.01 0.00 26.39 0| 0 40 0 5600 Total 0| 2 2,563 +2 Indicative a-t-m Vol 31.58 Underlying Price 39.175 Time to expiry: 106 Days Dec 10 15.37 0.97 52.00 0| 0 0 0 2400 11.58 0.93 46.51 0| 0 0 0 2800 7.96 0.85 40.16 0| 0 17 0 3200 6.27 0.79 37.23 0| 0 25 0 3400 4.75 0.71 35.00 0| 0 30 0 3600 3.36 0.61 32.33 0| 0 1,553 0 3800 2.01 2.29 0.49 31.06 2.01 2.01 1| 0 1,505 0 4000 1.40 0.36 29.02 0| 0 242 0 4200 0.81 0.81 0.25 27.97 0.81 0.81 1| 0 212 0 4400 0.47 0.16 27.73 0| 0 6 0 4600 0.27 0.10 27.72 0| 0 100 0 4800 0.06 0.02 32.00 0| 0 20 0 5600 Total 2| 0 3,710 0 Indicative a-t-m Vol 31.50 Underlying Price 39.175 Time to expiry: 288 Days Jun 11 15.81 0.93 46.00 0| 0 0 0 2400 12.20 0.88 40.19 0| 0 0 0 2800 8.94 0.80 36.67 0| 0 275 0 3200 6.15 0.68 33.98 0| 0 20 0 3600 3.80 0.53 30.86 0| 0 110 0 4000 2.18 2.17 0.37 29.00 2.18 2.18 20| 0 110 0 4400 1.12 0.23 27.53 0| 0 90 0 4800 Total 20| 0 605 0 Indicative a-t-m Vol 31.98 Underlying Price 39.175 Time to expiry: 470 Days Dec 11 16.16 0.91 43.51 0| 0 0 0 2400 9.83 0.76 36.68 0| 0 0 0 3200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.21 0.66 34.05 0| 0 0 0 3600 6.03 0.60 32.74 0| 0 0 0 3800 4.99 0.54 31.45 0| 0 0 0 4000 3.32 0.42 29.90 0| 0 0 0 4400 2.13 0.31 28.56 0| 0 40 0 4800 Total 0| 0 40 0 Total Calls 22| 2 6,918 +2 | Accor European Ex event package (AC2) Indicative a-t-m Vol 29.74 Underlying Price 39.175 Time to expiry: 15 Days Sep 10 23.18 1.00 73.07 0| 0 0 0 1600 19.18 1.00 70.82 0| 0 0 0 2000 15.18 1.00 65.00 0| 0 0 0 2400 11.18 1.00 56.63 0| 0 0 0 2800 9.19 1.00 50.17 0| 0 0 0 3000 7.20 0.99 43.99 0| 0 0 0 3200 5.23 0.96 39.00 0| 0 0 0 3400 3.34 0.89 34.15 0| 0 15 0 3600 1.72 0.69 31.62 0| 0 0 0 3800 0.59 0.38 28.43 0| 0 0 0 4000 0.16 0.13 29.10 0| 0 40 0 4200 Total 0| 0 55 0 Indicative a-t-m Vol 31.68 Underlying Price 39.175 Time to expiry: 197 Days Mar 11 23.28 0.99 62.01 0| 0 0 0 1600 19.43 0.97 55.54 0| 0 0 0 2000 15.68 0.94 49.74 0| 0 0 0 2400 12.03 0.89 43.80 0| 0 0 0 2800 8.65 0.81 38.81 0| 0 0 0 3200 7.10 0.75 36.65 0| 0 0 0 3400 5.63 0.68 34.21 0| 0 0 0 3600 4.31 0.60 32.15 0| 0 0 0 3800 3.30 0.52 31.36 0| 0 0 0 4000 2.49 0.43 30.95 0| 0 0 0 4200 1.90 0.35 31.20 0| 0 140 0 4400 1.47 0.29 31.65 0| 0 0 0 4600 1.05 0.22 31.17 0| 0 5 0 4800 Total 0| 0 145 0 Total Calls 0| 0 200 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.28 Underlying Price 39.175 Time to expiry: 15 Days Sep 10 0.01 0.00 66.00 0| 0 20 0 2400 0.01 0.00 61.10 0| 0 95 0 2800 0.01 -0.01 55.74 0| 0 70 0 3000 0.04 -0.02 49.70 0| 0 102 0 3200 0.11 -0.06 45.61 0| 0 76 0 3400 0.20 -0.13 36.90 0| 0 382 0 3600 0.65 0.48 -0.30 29.74 0.65 0.58 100| 51 1,461 0 3800 1.37 -0.63 27.26 0| 0 128 0 4000 2.93 -0.89 26.54 0| 0 297 0 4200 3.84 -0.98 22.74 0| 0 0 0 4300 4.83 -1.00 21.51 0| 0 240 0 4400 5.83 -1.00 20.53 0| 0 0 0 4500 6.83 -1.00 19.81 0| 0 0 0 4600 8.82 -1.00 19.12 0| 0 164 0 4800 16.83 -1.00 26.39 0| 0 0 0 5600 Total 100| 51 3,035 0 Indicative a-t-m Vol 31.58 Underlying Price 39.175 Time to expiry: 106 Days Dec 10 0.14 -0.03 52.00 0| 0 50 0 2400 0.35 -0.07 46.51 0| 0 50 0 2800 0.73 -0.15 40.16 0| 0 532 0 3200 1.04 -0.21 37.23 0| 0 1,705 0 3400 1.52 -0.29 35.00 0| 0 426 0 3600 2.13 -0.40 32.33 0| 1 2,976 0 3800 3.07 -0.51 31.06 0| 0 3,406 0 4000 4.18 -0.64 29.02 0| 0 100 0 4200 5.60 -0.76 27.97 0| 0 535 0 4400 7.26 -0.84 27.73 0| 0 32 0 4600 9.05 -0.90 27.72 0| 0 0 0 4800 16.84 -0.98 32.00 0| 0 0 0 5600 Total 0| 1 9,812 0 Indicative a-t-m Vol 31.50 Underlying Price 39.175 Time to expiry: 288 Days Jun 11 0.75 -0.09 46.00 0| 0 0 0 2400 1.18 -0.14 40.19 0| 0 250 0 2800 2.00 -0.23 36.67 0| 0 120 0 3200 3.28 -0.35 33.98 0| 0 80 0 3600 5.02 -0.50 30.86 0| 0 136 0 4000 7.46 -0.65 29.00 0| 0 421 0 4400 10.45 -0.78 27.53 0| 0 20 0 4800 Total 0| 0 1,027 0 Indicative a-t-m Vol 31.98 Underlying Price 39.175 Time to expiry: 470 Days Dec 11 1.29 -0.11 43.51 0| 0 0 0 2400 3.01 -0.25 36.68 0| 0 0 0 3200 4.40 -0.35 34.05 0| 0 0 0 3600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.22 -0.41 32.74 0| 0 2,500 0 3800 6.16 -0.47 31.45 0| 0 0 0 4000 8.49 -0.59 29.90 0| 0 0 0 4400 11.28 -0.70 28.56 0| 0 0 0 4800 Total 0| 0 2,500 0 Total Puts 100| 52 16,374 0 Grand Total 122| 54 23,292 +2 Accor European Ex event package (AC2) Indicative a-t-m Vol 29.74 Underlying Price 39.175 Time to expiry: 15 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 0.00 50.17 0| 0 200 0 3000 0.02 -0.01 43.99 0| 0 255 0 3200 0.05 -0.04 39.00 0| 0 0 0 3400 0.15 -0.11 34.15 0| 0 40 0 3600 0.54 -0.31 31.62 0| 0 635 0 3800 1.41 -0.62 28.43 0| 0 0 0 4000 2.97 -0.87 29.10 0| 0 0 0 4200 Total 0| 0 1,975 0 Indicative a-t-m Vol 31.68 Underlying Price 39.175 Time to expiry: 197 Days Mar 11 0.10 -0.01 62.01 0| 0 60 0 1600 0.23 -0.03 55.54 0| 0 0 0 2000 0.46 -0.06 49.74 0| 0 80 0 2400 0.80 -0.11 43.80 0| 0 515 0 2800 1.39 -0.19 38.81 0| 0 0 0 3200 1.83 -0.25 36.65 0| 0 0 0 3400 2.35 -0.32 34.21 0| 0 0 0 3600 3.02 -0.40 32.15 0| 0 0 0 3800 4.00 -0.48 31.36 0| 0 0 0 4000 5.18 -0.57 30.95 0| 0 0 0 4200 6.58 -0.65 31.20 0| 0 25 0 4400 8.14 -0.71 31.65 0| 0 0 0 4600 9.71 -0.78 31.17 0| 0 0 0 4800 Total 0| 0 680 0 Total Puts 0| 0 2,655 0 Grand Total 122| 54 26,147 +2 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.39 Underlying Price 25.220 Time to expiry: 15 Days Sep 10 5.23 0.99 49.00 0| 0 0 0 2000 4.24 0.98 44.05 0| 0 0 0 2100 3.26 0.96 39.39 0| 0 0 0 2200 2.78 0.93 37.25 0| 0 30 0 2250 2.31 0.90 35.27 0| 0 40 0 2300 1.82 1.86 0.85 33.45 1.82 1.82 40| 0 70 0 2350 1.45 0.78 32.40 0| 0 11 0 2400 1.05 0.69 30.10 0| 0 0 0 2450 0.72 0.57 28.66 0| 0 41 0 2500 0.28 0.31 27.44 0| 0 40 0 2600 0.08 0.12 26.77 0| 0 0 0 2700 0.02 0.03 26.68 0| 0 0 0 2800 0.01 0.00 29.87 0| 0 0 0 3000 0.01 0.00 37.00 0| 0 0 0 3200 Total 40| 0 232 0 Indicative a-t-m Vol 33.16 Underlying Price 25.220 Time to expiry: 43 Days Oct 10 5.36 0.93 47.00 0| 0 0 0 2000 4.42 0.90 43.59 0| 0 0 0 2100 3.52 0.85 40.47 0| 0 0 0 2200 3.09 0.82 39.05 0| 0 0 0 2250 2.68 0.78 37.73 0| 0 0 0 2300 2.29 0.73 36.52 0| 0 0 0 2350 1.92 0.68 35.52 0| 0 0 0 2400 1.60 0.62 34.67 0| 1,000 1,000 +1,000 2450 1.29 0.56 33.57 0| 0 72 0 2500 0.79 0.41 31.72 0| 0 21 0 2600 0.46 0.29 31.37 0| 0 0 0 2700 0.27 0.18 31.49 0| 0 0 0 2800 0.08 0.07 32.07 0| 0 0 0 3000 0.03 0.03 35.00 0| 0 0 0 3200 Total 0| 1,000 1,093 +1,000 Indicative a-t-m Vol 34.05 Underlying Price 25.220 Time to expiry: 78 Days Nov 10 5.56 0.89 45.00 0| 0 0 0 2000 4.67 0.85 42.28 0| 0 0 0 2100 3.83 0.80 39.85 0| 0 0 0 2200 3.05 0.73 37.71 0| 0 0 0 2300 2.68 0.69 36.75 0| 0 0 0 2350 2.33 0.65 35.60 0| 0 0 0 2400 2.03 0.61 35.28 0| 0 0 0 2450 1.74 0.56 34.43 0| 0 0 0 2500 1.21 0.45 32.73 0| 0 0 0 2600 0.52 0.26 30.67 0| 0 0 0 2800 0.20 0.12 29.97 0| 0 0 0 3000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 6 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.06 0.05 29.25 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 34.01 Underlying Price 25.220 Time to expiry: 106 Days Dec 10 9.41 0.96 54.00 0| 0 0 0 1600 7.53 0.92 48.73 0| 0 0 0 1800 5.72 0.87 43.76 0| 0 21 0 2000 4.05 0.78 39.49 0| 0 60 0 2200 3.31 0.71 37.79 0| 0 0 0 2300 2.60 0.64 35.71 0| 0 0 0 2400 1.48 0.47 32.93 0| 0 1,020 0 2600 0.74 0.30 31.08 0| 2 2 +2 2800 0.15 0.09 30.03 0| 0 0 0 3200 0.03 0.02 31.18 0| 0 0 0 3600 0.01 0.01 35.00 0| 0 0 0 4000 Total 0| 2 1,103 +2 Indicative a-t-m Vol 33.91 Underlying Price 25.220 Time to expiry: 197 Days Mar 11 9.72 0.92 52.00 0| 0 0 0 1600 7.93 0.88 46.91 0| 0 0 0 1800 6.22 0.82 42.33 0| 0 14 0 2000 4.60 0.74 37.71 0| 0 20 0 2200 3.91 0.69 36.49 0| 0 0 0 2300 3.33 0.63 36.19 0| 0 0 0 2400 2.13 0.51 32.46 0| 0 0 0 2600 1.36 0.38 31.54 0| 0 0 0 2800 0.43 0.16 29.08 0| 0 0 0 3200 0.17 0.07 30.71 0| 0 0 0 3600 0.11 0.04 34.00 0| 0 0 0 4000 Total 0| 0 34 0 Indicative a-t-m Vol 33.43 Underlying Price 25.220 Time to expiry: 288 Days Jun 11 9.88 0.91 50.00 0| 0 0 0 1600 8.13 0.87 45.39 0| 0 0 0 1800 6.46 0.81 41.10 0| 0 0 0 2000 4.86 0.74 36.60 0| 0 0 0 2200 4.20 0.69 35.74 0| 0 0 0 2300 3.60 0.63 34.79 0| 0 0 0 2400 2.48 0.52 32.55 0| 0 0 0 2600 1.64 0.40 30.89 0| 0 20 0 2800 0.65 0.21 29.09 0| 0 0 0 3200 0.37 0.12 31.65 0| 0 0 0 3600 0.30 0.09 36.00 0| 0 0 0 4000 Total 0| 0 20 0 Indicative a-t-m Vol 35.12 Underlying Price 25.220 Time to expiry: 470 Days Dec 11 10.14 0.89 46.86 0| 0 0 0 1600 6.89 0.78 39.19 0| 0 0 0 2000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.56 0.71 37.38 0| 0 0 0 2200 4.40 0.63 35.82 0| 0 0 0 2400 1.39 0.30 31.23 0| 0 0 0 3200 0.72 0.16 35.42 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.40 Underlying Price 25.220 Time to expiry: 652 Days Jun 12 10.43 0.87 47.31 0| 0 0 0 1600 7.32 0.77 39.78 0| 0 0 0 2000 6.04 0.70 37.76 0| 0 0 0 2200 4.91 0.63 36.10 0| 0 0 0 2400 1.86 0.35 31.50 0| 0 0 0 3200 1.12 0.22 35.53 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 40| 1,002 2,482 +1,002 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.39 Underlying Price 25.220 Time to expiry: 15 Days Sep 10 0.01 -0.01 49.00 0| 0 0 0 2000 0.02 -0.02 44.05 0| 0 0 0 2100 0.04 -0.04 39.39 0| 0 24 0 2200 0.06 -0.07 37.25 0| 0 0 0 2250 0.09 -0.10 35.27 0| 0 20 0 2300 0.14 -0.15 33.45 0| 0 20 0 2350 0.23 -0.22 32.40 0| 0 0 0 2400 0.33 -0.31 30.10 0| 0 0 0 2450 0.50 -0.43 28.66 0| 0 20 0 2500 1.06 -0.69 27.44 0| 0 20 0 2600 1.86 -0.88 26.77 0| 0 0 0 2700 2.79 -0.97 26.68 0| 0 0 0 2800 4.78 -1.00 29.87 0| 0 0 0 3000 6.78 -1.00 37.00 0| 0 0 0 3200 Total 0| 0 104 0 Indicative a-t-m Vol 33.16 Underlying Price 25.220 Time to expiry: 43 Days Oct 10 0.13 -0.07 47.00 0| 0 0 0 2000 0.19 -0.10 43.59 0| 0 0 0 2100 0.29 -0.15 40.47 0| 0 0 0 2200 0.36 -0.18 39.05 0| 0 14 0 2250 0.45 -0.22 37.73 0| 0 40 0 2300 0.55 -0.27 36.52 0| 0 0 0 2350 0.69 -0.32 35.52 0| 1,016 1,003 +990 2400 0.86 -0.38 34.67 0| 0 6 0 2450 1.06 -0.44 33.57 0| 0 0 0 2500 1.55 -0.59 31.72 0| 0 1 0 2600 2.23 -0.72 31.37 0| 0 0 0 2700 3.03 -0.82 31.49 0| 0 0 0 2800 4.85 -0.94 32.07 0| 0 0 0 3000 6.80 -0.97 35.00 0| 0 0 0 3200 Total 0| 1,016 1,064 +990 Indicative a-t-m Vol 34.05 Underlying Price 25.220 Time to expiry: 78 Days Nov 10 0.31 -0.11 45.00 0| 0 0 0 2000 0.42 -0.15 42.28 0| 0 0 0 2100 0.58 -0.20 39.85 0| 0 0 0 2200 0.79 -0.27 37.71 0| 0 0 0 2300 0.92 -0.31 36.75 0| 0 0 0 2350 1.08 -0.35 35.60 0| 0 0 0 2400 1.28 -0.39 35.28 0| 0 0 0 2450 1.48 -0.44 34.43 0| 0 0 0 2500 1.95 -0.55 32.73 0| 0 0 0 2600 3.27 -0.74 30.67 0| 0 0 0 2800 4.95 -0.88 29.97 0| 0 0 0 3000 6.82 -0.96 29.25 0| 0 0 0 3200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 0 0 Indicative a-t-m Vol 34.01 Underlying Price 25.220 Time to expiry: 106 Days Dec 10 0.15 -0.04 54.00 0| 0 0 0 1600 0.26 -0.08 48.73 0| 0 80 0 1800 0.45 -0.13 43.76 0| 0 40 0 2000 0.78 -0.22 39.49 0| 0 193 0 2200 1.03 -0.29 37.79 0| 0 0 0 2300 1.33 -0.36 35.71 0| 0 1,000 0 2400 2.20 -0.53 32.93 0| 0 20 0 2600 3.46 -0.70 31.08 0| 0 12 0 2800 6.88 -0.92 30.03 0| 0 0 0 3200 10.78 -0.99 31.18 0| 0 0 0 3600 14.78 -1.00 35.00 0| 0 0 0 4000 Total 0| 0 1,345 0 Indicative a-t-m Vol 33.91 Underlying Price 25.220 Time to expiry: 197 Days Mar 11 0.42 -0.08 52.00 0| 0 0 0 1600 0.62 -0.12 46.91 0| 0 0 0 1800 0.90 -0.18 42.33 0| 0 0 0 2000 1.27 -0.26 37.71 0| 0 10 0 2200 1.58 -0.31 36.49 0| 0 0 0 2300 1.99 -0.37 36.19 0| 0 10 0 2400 2.78 -0.50 32.46 0| 0 0 0 2600 4.01 -0.63 31.54 0| 0 40 0 2800 7.09 -0.85 29.08 0| 0 0 0 3200 10.86 -0.94 30.71 0| 0 0 0 3600 14.80 -0.97 34.00 0| 0 0 0 4000 Total 0| 0 60 0 Indicative a-t-m Vol 33.43 Underlying Price 25.220 Time to expiry: 288 Days Jun 11 0.75 -0.11 50.00 0| 0 0 0 1600 1.03 -0.16 45.39 0| 0 0 0 1800 1.39 -0.22 41.10 0| 0 40 0 2000 1.84 -0.30 36.60 0| 0 20 0 2200 2.21 -0.35 35.74 0| 0 20 0 2300 2.63 -0.40 34.79 0| 0 0 0 2400 3.57 -0.51 32.55 0| 0 0 0 2600 4.78 -0.62 30.89 0| 0 0 0 2800 7.82 -0.81 29.09 0| 0 0 0 3200 11.54 -0.89 31.65 0| 0 0 0 3600 15.45 -0.91 36.00 0| 0 0 0 4000 Total 0| 0 80 0 Indicative a-t-m Vol 35.12 Underlying Price 25.220 Time to expiry: 470 Days Dec 11 1.16 -0.14 46.86 0| 0 0 0 1600 1.95 -0.24 39.19 0| 0 0 0 2000 2.63 -0.31 37.38 0| 0 0 0 2200 3.48 -0.39 35.82 0| 0 0 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.46 -0.71 31.23 0| 0 0 0 3200 15.75 -0.85 35.42 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.40 Underlying Price 25.220 Time to expiry: 652 Days Jun 12 1.81 -0.16 47.31 0| 0 0 0 1600 2.75 -0.26 39.78 0| 0 0 0 2000 3.48 -0.33 37.76 0| 0 0 0 2200 4.36 -0.39 36.10 0| 0 0 0 2400 9.30 -0.67 31.50 0| 0 0 0 3200 16.44 -0.79 35.53 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 1,016 2,653 +990 Grand Total 40| 2,018 5,135 +1,992 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.39 Underlying Price 25.220 Time to expiry: 15 Days Sep 10 6.23 0.99 54.01 0| 0 0 0 1900 5.23 0.99 49.00 0| 0 0 0 2000 4.24 0.98 44.05 0| 0 0 0 2100 3.26 0.96 39.39 0| 0 0 0 2200 2.78 0.93 37.25 0| 0 0 0 2250 2.31 0.90 35.27 0| 0 0 0 2300 1.86 0.85 33.45 0| 0 0 0 2350 1.45 0.78 32.40 0| 0 0 0 2400 1.05 0.69 30.10 0| 0 0 0 2450 0.72 0.57 28.66 0| 0 0 0 2500 0.28 0.31 27.44 0| 0 0 0 2600 0.08 0.12 26.77 0| 0 0 0 2700 0.02 0.03 26.68 0| 0 0 0 2800 0.01 0.00 29.87 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 33.91 Underlying Price 25.220 Time to expiry: 197 Days Mar 11 9.72 0.92 52.00 0| 0 0 0 1600 7.93 0.88 46.91 0| 0 0 0 1800 6.22 0.82 42.33 0| 0 0 0 2000 4.60 0.74 37.71 0| 0 0 0 2200 3.91 0.69 36.49 0| 0 0 0 2300 3.33 0.63 36.19 0| 0 0 0 2400 2.13 0.51 32.46 0| 0 0 0 2600 1.36 0.38 31.54 0| 0 0 0 2800 0.43 0.16 29.08 0| 0 0 0 3200 0.17 0.07 30.71 0| 0 0 0 3600 0.11 0.04 34.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.34 Underlying Price 25.220 Time to expiry: 379 Days Sep 11 9.68 0.87 48.11 0| 0 0 0 1600 6.57 0.77 41.49 0| 0 0 0 2000 5.22 0.69 39.01 0| 0 0 0 2200 3.97 0.61 36.25 0| 0 0 0 2400 0.99 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 35.96 Underlying Price 25.220 Time to expiry: 561 Days Mar 12 10.45 0.85 49.64 0| 0 0 0 1600 7.39 0.76 42.09 0| 0 0 0 2000 6.06 0.69 39.25 0| 0 0 0 2200 4.87 0.63 36.90 0| 0 0 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.64 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.39 Underlying Price 25.220 Time to expiry: 15 Days Sep 10 0.01 -0.01 54.01 0| 0 0 0 1900 0.01 -0.01 49.00 0| 0 0 0 2000 0.02 -0.02 44.05 0| 0 0 0 2100 0.04 -0.04 39.39 0| 0 0 0 2200 0.06 -0.07 37.25 0| 0 0 0 2250 0.09 -0.10 35.27 0| 0 0 0 2300 0.14 -0.15 33.45 0| 0 0 0 2350 0.23 -0.22 32.40 0| 0 0 0 2400 0.33 -0.31 30.10 0| 0 0 0 2450 0.50 -0.43 28.66 0| 0 0 0 2500 1.05 -0.69 27.44 0| 0 0 0 2600 1.85 -0.88 26.77 0| 0 0 0 2700 2.79 -0.97 26.68 0| 0 0 0 2800 4.78 -1.00 29.87 0| 0 0 0 3000 6.77 -1.00 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 33.91 Underlying Price 25.220 Time to expiry: 197 Days Mar 11 0.42 -0.08 52.00 0| 0 0 0 1600 0.61 -0.12 46.91 0| 0 0 0 1800 0.90 -0.18 42.33 0| 0 0 0 2000 1.27 -0.26 37.71 0| 0 0 0 2200 1.57 -0.31 36.49 0| 0 0 0 2300 1.98 -0.37 36.19 0| 0 0 0 2400 2.77 -0.49 32.46 0| 0 0 0 2600 3.99 -0.62 31.54 0| 0 0 0 2800 7.04 -0.84 29.08 0| 0 0 0 3200 10.77 -0.93 30.71 0| 0 0 0 3600 14.68 -0.96 34.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.34 Underlying Price 25.220 Time to expiry: 379 Days Sep 11 0.97 -0.13 48.11 0| 0 0 0 1600 1.80 -0.23 41.49 0| 0 0 0 2000 2.42 -0.31 39.01 0| 0 0 0 2200 3.15 -0.39 36.25 0| 0 0 0 2400 8.08 -0.75 30.25 0| 0 0 0 3200 15.17 -0.94 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.96 Underlying Price 25.220 Time to expiry: 561 Days Mar 12 1.62 -0.15 49.64 0| 0 0 0 1600 2.48 -0.24 42.09 0| 0 0 0 2000 3.11 -0.31 39.25 0| 0 0 0 2200 3.88 -0.37 36.90 0| 0 0 0 2400 8.50 -0.68 30.71 0| 0 0 0 3200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.21 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 36.41 Underlying Price 10.930 Time to expiry: 15 Days Sep 10 4.53 1.00 51.00 0| 0 0 0 640 3.73 1.00 51.53 0| 0 0 0 720 2.93 1.00 49.53 0| 0 0 0 800 2.53 1.00 48.02 0| 0 0 0 840 2.14 0.99 46.34 0| 0 0 0 880 1.74 0.97 44.55 0| 0 0 0 920 1.55 0.96 43.64 0| 0 0 0 940 1.36 0.93 42.73 0| 0 0 0 960 1.18 0.90 41.54 0| 0 0 0 980 1.01 0.85 42.51 0| 0 51 0 1000 0.60 0.71 37.58 0| 0 25 0 1050 0.30 0.48 36.22 0| 2 274 0 1100 0.12 0.25 34.38 0| 0 350 0 1150 0.05 0.04 0.10 34.21 0.05 0.05 10| 0 129 0 1200 0.01 0.00 30.73 0| 0 309 0 1300 0.01 0.00 29.22 0| 0 215 0 1400 0.01 0.00 28.76 0| 0 0 0 1500 0.01 0.00 29.32 0| 0 0 0 1600 0.01 0.00 33.39 0| 0 0 0 1800 0.01 0.00 41.00 0| 0 0 0 2000 Total 10| 2 1,353 0 Indicative a-t-m Vol 34.99 Underlying Price 10.930 Time to expiry: 43 Days Oct 10 2.57 0.95 48.00 0| 0 0 0 840 2.20 0.93 45.63 0| 0 0 0 880 1.83 0.89 43.37 0| 0 0 0 920 1.48 0.84 41.23 0| 0 0 0 960 1.30 0.81 39.31 0| 0 0 0 980 1.16 0.76 40.03 0| 0 50 0 1000 0.81 0.65 37.73 0| 0 1 0 1050 0.49 0.51 34.54 0| 0 0 0 1100 0.29 0.35 33.47 1,200| 0 3 0 1150 0.15 0.22 32.84 0| 0 4 0 1200 0.03 0.06 31.52 0| 0 0 0 1300 0.01 0.01 32.01 0| 0 0 0 1400 0.01 0.00 34.00 0| 0 0 0 1500 Total 1,200| 0 58 0 Indicative a-t-m Vol 37.91 Underlying Price 10.930 Time to expiry: 78 Days Nov 10 2.29 0.88 44.00 0| 0 0 0 880 1.96 0.83 43.53 0| 0 0 0 920 1.65 0.78 42.54 0| 0 0 0 960 1.50 0.75 41.92 0| 0 0 0 980 1.36 0.71 41.44 0| 0 0 0 1000 1.02 0.63 39.42 0| 0 0 0 1050 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.74 0.52 37.66 0| 0 1 0 1100 0.50 0.51 0.42 36.47 0.50 0.50 1| 0 0 0 1150 0.34 0.32 35.46 0| 0 0 0 1200 0.14 0.16 34.94 0| 0 0 0 1300 0.07 0.09 37.00 0| 0 0 0 1400 Total 1| 0 1 0 Indicative a-t-m Vol 38.73 Underlying Price 10.930 Time to expiry: 106 Days Dec 10 6.15 1.00 59.00 0| 0 0 0 480 4.96 0.98 55.76 0| 0 0 0 600 4.58 0.98 54.25 0| 0 0 0 640 3.82 0.95 51.06 0| 0 0 0 720 3.08 0.91 47.90 0| 0 0 0 800 2.73 0.88 46.39 0| 0 0 0 840 2.39 0.85 44.95 0| 0 500 0 880 2.06 0.81 43.41 0| 0 0 0 920 1.76 0.76 42.25 0| 0 1 0 960 1.48 0.70 41.32 0| 0 28 0 1000 0.89 0.53 38.54 0| 0 12 0 1100 0.47 0.36 36.03 0| 0 11 0 1200 0.22 0.21 34.79 0| 0 0 0 1300 0.09 0.10 33.57 0| 0 49 0 1400 0.01 0.02 32.62 0| 0 9 0 1600 0.01 0.00 33.18 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 38.30 Underlying Price 10.930 Time to expiry: 197 Days Mar 11 4.65 0.95 49.00 0| 0 0 0 640 3.93 0.92 47.35 0| 0 0 0 720 3.26 0.87 45.39 0| 0 0 0 800 2.93 0.84 44.38 0| 0 0 0 840 2.62 0.80 43.37 0| 0 0 0 880 2.33 0.77 42.59 0| 0 0 0 920 2.04 0.73 41.11 0| 0 0 0 960 1.80 0.68 40.72 0| 0 0 0 1000 1.21 0.55 38.12 0| 0 1,500 0 1100 0.78 0.42 36.34 0| 0 285 0 1200 0.48 0.30 35.11 0| 0 78 0 1300 0.26 0.20 33.68 0| 0 12 0 1400 0.07 0.07 32.10 0| 0 85 0 1600 0.02 0.02 31.59 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 38.32 Underlying Price 10.930 Time to expiry: 288 Days Jun 11 6.23 0.97 55.00 0| 0 0 0 480 5.14 0.94 51.80 0| 0 0 0 600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.10 0.89 47.97 0| 0 0 0 720 3.45 0.84 45.49 0| 0 0 0 800 2.85 0.78 43.19 0| 0 0 0 880 2.56 0.75 41.95 0| 0 0 0 920 2.30 0.71 41.19 0| 0 0 0 960 2.05 0.67 40.27 0| 0 0 0 1000 1.48 0.57 38.18 0| 0 0 0 1100 1.03 0.46 36.32 0| 0 0 0 1200 0.69 0.35 34.88 0| 0 0 0 1300 0.45 0.26 33.90 0| 0 0 0 1400 0.18 0.13 32.66 0| 0 0 0 1600 0.07 0.06 32.41 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 39.25 Underlying Price 10.930 Time to expiry: 470 Days Dec 11 5.33 0.92 49.61 0| 0 0 0 600 3.78 0.82 44.82 0| 0 0 0 800 3.25 0.76 43.45 0| 0 0 0 880 2.73 0.71 41.53 0| 0 0 0 960 2.48 0.68 40.65 0| 0 0 0 1000 1.51 0.51 37.64 0| 0 10 0 1200 0.46 0.22 33.95 0| 0 0 0 1600 0.13 0.08 33.00 0| 0 0 0 2000 Total 0| 0 10 0 Indicative a-t-m Vol 38.97 Underlying Price 10.930 Time to expiry: 652 Days Jun 12 5.55 0.90 49.59 0| 0 0 0 600 4.09 0.81 44.64 0| 0 0 0 800 3.04 0.71 40.78 0| 0 0 0 960 2.82 0.68 40.12 0| 0 0 0 1000 1.87 0.55 37.64 0| 0 0 0 1200 0.69 0.28 33.40 0| 0 0 0 1600 0.24 0.13 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 1,211| 2 3,992 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 36.41 Underlying Price 10.930 Time to expiry: 15 Days Sep 10 0.01 0.00 51.00 0| 0 0 0 640 0.01 0.00 51.53 0| 0 0 0 720 0.01 0.00 49.53 0| 0 0 0 800 0.01 0.00 48.02 0| 0 0 0 840 0.01 -0.01 46.34 0| 0 33 0 880 0.01 -0.03 44.55 0| 0 12 0 920 0.02 -0.04 43.64 0| 0 0 0 940 0.03 -0.07 42.73 0| 0 100 0 960 0.04 -0.10 41.54 0| 0 0 0 980 0.08 -0.15 42.51 0| 0 49 0 1000 0.16 -0.29 37.58 0| 0 61 0 1050 0.37 -0.52 36.22 0| 0 1,155 0 1100 0.68 -0.75 34.38 0| 0 301 0 1150 1.11 -0.90 34.21 0| 0 130 0 1200 2.07 -1.00 30.73 0| 0 0 0 1300 3.07 -1.00 29.22 0| 0 0 0 1400 4.07 -1.00 28.76 0| 0 0 0 1500 5.07 -1.00 29.32 0| 0 0 0 1600 7.07 -1.00 33.39 0| 0 0 0 1800 9.07 -1.00 41.00 0| 0 0 0 2000 Total 0| 0 1,841 0 Indicative a-t-m Vol 34.99 Underlying Price 10.930 Time to expiry: 43 Days Oct 10 0.04 -0.05 48.00 0| 0 0 0 840 0.06 -0.07 45.63 0| 0 0 0 880 0.09 -0.11 43.37 0| 0 0 0 920 0.14 -0.16 41.23 0| 0 0 0 960 0.17 -0.19 39.31 0| 0 0 0 980 0.23 -0.24 40.03 0| 0 150 0 1000 0.37 -0.35 37.73 0| 0 0 0 1050 0.56 -0.50 34.54 0| 200 200 +200 1100 0.85 -0.65 33.47 0| 0 0 0 1150 1.22 -0.78 32.84 0| 0 0 0 1200 2.10 -0.94 31.52 0| 0 0 0 1300 3.07 -0.99 32.01 0| 0 0 0 1400 4.07 -1.00 34.00 0| 0 0 0 1500 Total 0| 200 350 +200 Indicative a-t-m Vol 37.91 Underlying Price 10.930 Time to expiry: 78 Days Nov 10 0.15 -0.12 44.00 0| 0 0 0 880 0.22 -0.17 43.53 0| 0 0 0 920 0.31 -0.22 42.54 0| 0 0 0 960 0.36 -0.25 41.92 0| 0 0 0 980 0.42 -0.29 41.44 0| 0 0 0 1000 0.58 -0.38 39.42 0| 0 0 0 1050 0.79 -0.48 37.66 0| 0 50 0 1100 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.07 -0.58 36.47 0| 0 0 0 1150 1.39 -0.68 35.46 0| 0 0 0 1200 2.20 -0.84 34.94 0| 0 0 0 1300 3.13 -0.91 37.00 0| 0 0 0 1400 Total 0| 0 50 0 Indicative a-t-m Vol 38.73 Underlying Price 10.930 Time to expiry: 106 Days Dec 10 0.01 0.00 59.00 0| 0 0 0 480 0.02 -0.02 55.76 0| 0 0 0 600 0.03 -0.02 54.25 0| 0 0 0 640 0.07 -0.05 51.06 0| 0 0 0 720 0.13 -0.09 47.90 0| 0 0 0 800 0.18 -0.12 46.39 0| 0 0 0 840 0.24 -0.15 44.95 0| 0 0 0 880 0.31 -0.19 43.41 0| 0 0 0 920 0.41 -0.24 42.25 0| 0 5 0 960 0.53 -0.30 41.32 0| 0 144 0 1000 0.93 -0.47 38.54 0| 0 110 0 1100 1.51 -0.65 36.03 0| 0 3,000 0 1200 2.27 -0.80 34.79 0| 0 0 0 1300 3.14 -0.90 33.57 0| 0 0 0 1400 5.07 -0.99 32.62 0| 0 0 0 1600 7.07 -1.00 33.18 0| 0 0 0 1800 9.07 -1.00 35.00 0| 0 0 0 2000 Total 0| 0 3,259 0 Indicative a-t-m Vol 38.30 Underlying Price 10.930 Time to expiry: 197 Days Mar 11 0.09 -0.05 49.00 0| 0 0 0 640 0.17 -0.08 47.35 0| 0 0 0 720 0.29 -0.13 45.39 0| 0 137 0 800 0.36 -0.16 44.38 0| 0 0 0 840 0.45 -0.20 43.37 0| 0 0 0 880 0.56 -0.24 42.59 0| 0 0 0 920 0.66 -0.28 41.11 0| 0 50 0 960 0.82 -0.32 40.72 0| 0 86 0 1000 1.23 -0.45 38.12 0| 0 9 0 1100 1.79 -0.58 36.34 0| 0 85 0 1200 2.49 -0.70 35.11 0| 0 0 0 1300 3.28 -0.81 33.68 0| 0 0 0 1400 5.10 -0.95 32.10 0| 0 0 0 1600 7.07 -1.00 31.59 0| 0 0 0 1800 9.07 -1.00 32.00 0| 0 0 0 2000 Total 0| 0 367 0 Indicative a-t-m Vol 38.32 Underlying Price 10.930 Time to expiry: 288 Days Jun 11 0.06 -0.03 55.00 0| 0 0 0 480 0.16 -0.06 51.80 0| 0 0 0 600 0.31 -0.11 47.97 0| 0 0 0 720 0.45 -0.16 45.49 0| 0 0 0 800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.64 -0.22 43.19 0| 0 0 0 880 0.75 -0.25 41.95 0| 0 0 0 920 0.89 -0.29 41.19 0| 0 11 0 960 1.03 -0.33 40.27 0| 0 0 0 1000 1.47 -0.43 38.18 0| 0 0 0 1100 2.01 -0.54 36.32 0| 0 10 0 1200 2.67 -0.65 34.88 0| 0 0 0 1300 3.43 -0.75 33.90 0| 0 0 0 1400 5.17 -0.89 32.66 0| 0 10 0 1600 7.08 -0.97 32.41 0| 0 0 0 1800 9.07 -1.00 33.00 0| 0 0 0 2000 Total 0| 0 31 0 Indicative a-t-m Vol 39.25 Underlying Price 10.930 Time to expiry: 470 Days Dec 11 0.31 -0.08 49.61 0| 0 0 0 600 0.73 -0.18 44.82 0| 0 0 0 800 0.98 -0.24 43.45 0| 0 0 0 880 1.26 -0.30 41.53 0| 0 0 0 960 1.41 -0.33 40.65 0| 0 0 0 1000 2.42 -0.49 37.64 0| 0 0 0 1200 5.36 -0.80 33.95 0| 0 0 0 1600 9.08 -0.96 33.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 38.97 Underlying Price 10.930 Time to expiry: 652 Days Jun 12 0.48 -0.10 49.59 0| 0 0 0 600 0.98 -0.20 44.64 0| 0 0 0 800 1.50 -0.29 40.78 0| 0 0 0 960 1.67 -0.32 40.12 0| 0 0 0 1000 2.70 -0.46 37.64 0| 0 10 0 1200 5.50 -0.74 33.40 0| 0 0 0 1600 9.11 -0.93 32.00 0| 0 0 0 2000 Total 0| 0 10 0 Total Puts 0| 200 5,908 +200 Grand Total 1,211| 202 9,900 +200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 36.41 Underlying Price 10.930 Time to expiry: 15 Days Sep 10 6.13 1.00 31.74 0| 0 0 0 480 4.93 1.00 49.19 0| 0 0 0 600 4.53 1.00 51.00 0| 0 0 0 640 3.73 1.00 51.53 0| 0 0 0 720 2.93 1.00 49.53 0| 0 0 0 800 2.53 1.00 48.02 0| 0 0 0 840 2.14 0.99 46.34 0| 0 0 0 880 1.74 0.97 44.55 0| 0 0 0 920 1.55 0.96 43.64 0| 0 0 0 940 1.36 0.93 42.73 0| 0 369 0 960 1.18 0.90 41.54 0| 0 0 0 980 1.01 0.85 42.51 0| 0 3 0 1000 0.60 0.71 37.58 0| 400 400 +400 1050 0.30 0.48 36.22 0| 0 1 0 1100 0.12 0.25 34.38 0| 0 0 0 1150 0.04 0.10 34.21 0| 0 31 0 1200 0.01 0.00 30.73 0| 0 16 0 1300 0.01 0.00 29.22 0| 0 46 0 1400 0.01 0.00 28.76 0| 0 0 0 1500 0.01 0.00 29.32 0| 0 417 0 1600 0.01 0.00 33.39 0| 0 201 0 1800 0.01 0.00 41.00 0| 0 0 0 2000 0.01 0.00 65.24 0| 0 0 0 2400 Total 0| 400 1,484 +400 Indicative a-t-m Vol 38.30 Underlying Price 10.930 Time to expiry: 197 Days Mar 11 6.16 0.99 49.53 0| 0 0 0 480 5.02 0.97 49.62 0| 0 0 0 600 4.65 0.95 49.00 0| 0 0 0 640 3.93 0.92 47.35 0| 0 0 0 720 3.26 0.87 45.39 0| 0 0 0 800 2.93 0.84 44.38 0| 0 0 0 840 2.62 0.80 43.37 0| 0 0 0 880 2.33 0.77 42.59 0| 0 0 0 920 2.04 0.73 41.11 0| 0 0 0 960 1.80 0.68 40.72 0| 0 0 0 1000 1.21 0.55 38.12 0| 0 0 0 1100 0.78 0.42 36.34 0| 0 0 0 1200 0.48 0.30 35.11 0| 0 0 0 1300 0.26 0.20 33.68 0| 0 200 0 1400 0.07 0.07 32.10 0| 0 96 0 1600 0.02 0.02 31.59 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 38.36 Underlying Price 10.930 Time to expiry: 379 Days Sep 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.22 0.93 49.66 0| 0 0 0 600 3.61 0.83 44.69 0| 0 0 0 800 3.03 0.77 42.63 0| 0 0 0 880 2.50 0.71 40.63 0| 0 0 0 960 2.25 0.68 39.75 0| 0 0 0 1000 1.27 0.49 36.75 0| 0 0 0 1200 0.31 0.18 33.09 0| 0 0 0 1600 0.06 0.04 31.18 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 37.58 Underlying Price 10.930 Time to expiry: 561 Days Mar 12 5.38 0.91 46.78 0| 0 0 0 600 3.87 0.81 42.85 0| 0 0 0 800 3.32 0.76 41.08 0| 0 0 0 880 2.83 0.71 39.70 0| 0 0 0 960 2.59 0.68 38.93 0| 0 0 0 1000 1.61 0.52 36.02 0| 0 0 0 1200 0.57 0.25 33.50 0| 0 0 0 1600 0.18 0.10 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 400 1,780 +400 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 36.41 Underlying Price 10.930 Time to expiry: 15 Days Sep 10 0.01 0.00 31.74 0| 0 7 0 480 0.01 0.00 49.19 0| 0 0 0 600 0.01 0.00 51.00 0| 0 0 0 640 0.01 0.00 51.53 0| 0 0 0 720 0.01 0.00 49.53 0| 0 0 0 800 0.01 0.00 48.02 0| 0 0 0 840 0.01 -0.01 46.34 0| 0 50 0 880 0.01 -0.03 44.55 0| 0 0 0 920 0.02 -0.04 43.64 0| 0 0 0 940 0.03 -0.07 42.73 0| 0 70 0 960 0.04 -0.10 41.54 0| 0 0 0 980 0.08 -0.15 42.51 0| 0 212 0 1000 0.16 -0.29 37.58 0| 400 400 +400 1050 0.37 -0.52 36.22 0| 0 13 0 1100 0.68 -0.75 34.38 0| 0 0 0 1150 1.11 -0.90 34.21 0| 0 5 0 1200 2.07 -1.00 30.73 0| 0 0 0 1300 3.07 -1.00 29.22 0| 0 100 0 1400 4.07 -1.00 28.76 0| 0 0 0 1500 5.07 -1.00 29.32 0| 0 0 0 1600 7.07 -1.00 33.39 0| 0 225 0 1800 9.07 -1.00 41.00 0| 0 0 0 2000 13.07 -1.00 65.24 0| 0 10 0 2400 Total 0| 400 1,092 +400 Indicative a-t-m Vol 38.30 Underlying Price 10.930 Time to expiry: 197 Days Mar 11 0.01 -0.01 49.53 0| 0 0 0 480 0.06 -0.03 49.62 0| 0 0 0 600 0.09 -0.05 49.00 0| 0 250 0 640 0.17 -0.08 47.35 0| 0 0 0 720 0.28 -0.13 45.39 0| 0 0 0 800 0.36 -0.16 44.38 0| 0 0 0 840 0.45 -0.20 43.37 0| 0 0 0 880 0.56 -0.23 42.59 0| 0 1 0 920 0.66 -0.27 41.11 0| 0 40 0 960 0.82 -0.32 40.72 0| 0 30 0 1000 1.23 -0.45 38.12 0| 0 0 0 1100 1.79 -0.58 36.34 0| 0 0 0 1200 2.48 -0.70 35.11 0| 0 0 0 1300 3.26 -0.80 33.68 0| 0 2,000 0 1400 5.06 -0.93 32.10 0| 0 340 0 1600 7.00 -0.98 31.59 0| 0 0 0 1800 8.97 -0.99 32.00 0| 0 2,000 0 2000 Total 0| 0 4,661 0 Indicative a-t-m Vol 38.36 Underlying Price 10.930 Time to expiry: 379 Days Sep 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.22 -0.07 49.66 0| 0 0 0 600 0.59 -0.17 44.69 0| 0 210 0 800 0.80 -0.23 42.63 0| 0 0 0 880 1.05 -0.29 40.63 0| 0 0 0 960 1.20 -0.32 39.75 0| 0 140 0 1000 2.20 -0.51 36.75 0| 0 50 0 1200 5.18 -0.82 33.09 0| 0 0 0 1600 8.88 -0.96 31.18 0| 0 50 0 2000 Total 0| 0 450 0 Indicative a-t-m Vol 37.58 Underlying Price 10.930 Time to expiry: 561 Days Mar 12 0.33 -0.09 46.78 0| 0 0 0 600 0.78 -0.19 42.85 0| 0 0 0 800 1.02 -0.24 41.08 0| 0 0 0 880 1.31 -0.29 39.70 0| 0 0 0 960 1.46 -0.32 38.93 0| 0 0 0 1000 2.45 -0.48 36.02 0| 0 0 0 1200 5.33 -0.75 33.50 0| 0 0 0 1600 8.86 -0.90 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 0| 400 6,203 +400 Grand Total 0| 800 7,983 +800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 22.73 Underlying Price 85.110 Time to expiry: 15 Days Sep 10 40.12 1.00 72.00 0| 0 0 0 4500 32.62 1.00 71.68 0| 0 0 0 5250 29.12 1.00 66.18 0| 0 0 0 5600 25.13 1.00 59.84 0| 0 0 0 6000 21.13 1.00 51.39 0| 0 0 0 6400 17.65 0.99 47.04 0| 0 0 0 6750 13.93 0.98 41.73 0| 0 38 0 7125 10.22 0.96 34.52 0| 0 889 0 7500 6.61 0.91 28.90 0| 0 80 0 7875 5.48 0.86 27.83 0| 0 65 0 8000 3.37 0.73 25.14 0| 25 1,241 +3 8250 2.26 0.62 23.05 0| 23 322 -6 8400 1.11 0.40 22.40 0| 12 1,032 0 8625 0.53 0.51 0.23 21.22 0.60 0.53 32| 77 863 +60 8800 0.20 0.11 21.22 0| 0 678 0 9000 0.07 0.07 0.04 21.61 0.07 0.07 2| 0 154 0 9200 0.03 0.02 21.87 0| 0 489 0 9375 0.01 0.00 22.12 0| 0 54 0 9600 0.01 0.00 22.26 0| 0 61 0 10000 0.01 0.00 24.00 0| 0 0 0 12000 Total 34| 137 5,966 +57 Indicative a-t-m Vol 23.09 Underlying Price 85.110 Time to expiry: 43 Days Oct 10 17.36 0.96 39.02 0| 0 0 0 6800 13.46 0.93 33.58 0| 0 0 0 7200 9.73 0.88 29.73 0| 0 71 0 7600 7.97 0.83 28.23 0| 0 34 0 7800 6.28 0.77 26.47 0| 0 0 0 8000 4.76 0.68 25.17 0| 0 34 0 8200 3.42 0.58 23.88 0| 0 126 0 8400 1.97 2.27 0.47 22.46 2.24 1.97 31| 33 93 +30 8600 1.45 1.42 0.35 21.65 1.45 1.45 3| 1 741 0 8800 0.81 0.81 0.23 20.86 0.81 0.81 3| 48 334 -17 9000 0.43 0.14 20.30 0| 0 172 0 9200 0.10 0.04 19.83 0| 0 283 0 9600 0.06 0.02 23.00 0| 0 49 0 10000 Total 37| 82 1,937 +13 Indicative a-t-m Vol 24.74 Underlying Price 85.110 Time to expiry: 78 Days Nov 10 17.75 0.92 36.34 0| 0 0 0 6800 14.07 0.88 33.31 0| 0 0 0 7200 10.57 0.81 30.55 0| 0 15 0 7600 8.91 0.77 29.01 0| 0 12 0 7800 7.36 0.71 27.67 0| 0 57 0 8000 5.91 0.65 26.34 0| 0 39 0 8200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 0.57 25.41 0| 0 36 0 8400 3.48 0.49 24.20 0| 0 0 0 8600 2.53 2.49 0.40 23.07 2.62 2.53 S 3| 28 68 +28 8800 1.17 1.16 0.24 21.69 1.17 S 1.17 S 2| 0 123 0 9200 0.46 0.12 20.84 0| 0 0 0 9600 Total 5| 28 350 +28 Indicative a-t-m Vol 24.55 Underlying Price 85.110 Time to expiry: 106 Days Dec 10 51.12 1.00 62.00 0| 0 0 0 3409 42.71 0.99 60.02 0| 0 0 0 4261 40.36 0.99 58.14 0| 0 0 0 4500 34.34 0.98 52.27 0| 0 32 0 5114 29.60 0.96 47.25 0| 0 0 0 5600 26.05 0.95 43.51 0| 0 0 0 5966 21.87 0.93 38.95 0| 0 0 0 6400 17.95 0.90 35.38 0| 0 60 0 6818 15.18 0.86 33.35 0| 0 0 0 7125 11.91 0.81 30.50 0| 0 139 0 7500 10.50 0.77 29.39 0| 0 760 0 7671 8.89 0.73 28.06 0| 0 10 0 7875 6.65 0.64 26.22 0| 0 3,347 0 8182 5.03 0.56 24.96 0| 24 3,608 +24 8438 4.23 4.52 0.53 24.49 4.45 4.23 2| 0 1,647 0 8523 3.10 0.43 23.16 0| 0 101 0 8800 2.29 0.35 22.43 0| 0 2,409 0 9000 1.67 1.63 0.28 21.77 1.67 1.67 3| 0 104 0 9200 1.21 0.22 21.46 0| 0 3,485 0 9375 0.20 0.05 20.10 0| 0 489 0 10227 0.03 0.01 21.00 0| 0 63 0 11250 Total 5| 24 16,254 +24 Indicative a-t-m Vol 25.34 Underlying Price 85.110 Time to expiry: 197 Days Mar 11 37.56 0.97 45.00 0| 0 0 0 4800 33.36 0.95 44.18 0| 0 0 0 5250 30.05 0.94 41.78 0| 0 0 0 5600 26.34 0.92 39.23 0| 0 4 0 6000 22.70 0.89 36.55 0| 0 30 0 6400 19.58 0.86 34.18 0| 0 86 0 6750 13.33 0.76 29.92 0| 0 175 0 7500 10.52 0.69 28.07 0| 0 229 0 7875 7.99 0.61 26.37 0| 0 145 0 8250 5.82 0.51 24.90 0| 0 61 0 8625 4.91 0.47 24.27 0| 0 81 0 8800 4.01 0.41 23.54 0| 0 1,610 0 9000 3.20 0.36 22.87 0| 1 87 0 9200 2.60 0.31 22.45 0| 13 538 0 9375 0.15 0.03 19.63 0| 0 159 0 11250 Total 0| 14 3,205 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 27 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 25.80 Underlying Price 85.110 Time to expiry: 288 Days Jun 11 47.81 0.99 47.00 0| 0 0 0 3750 40.57 0.98 44.48 0| 0 0 0 4500 33.50 0.95 40.90 0| 0 0 0 5250 30.00 0.93 38.67 0| 0 0 0 5625 26.62 0.91 36.87 0| 0 6 0 6000 23.08 0.88 34.73 0| 0 0 0 6400 20.06 0.84 32.91 0| 0 35 0 6750 14.07 0.74 29.47 0| 0 67 0 7500 10.58 0.66 27.61 0| 0 48 0 8000 9.03 0.61 26.85 0| 0 180 0 8250 5.90 0.48 24.64 0| 0 39 0 8800 4.18 0.39 23.56 0| 0 30 0 9200 2.81 0.30 22.53 0| 0 62 0 9600 1.82 0.22 21.78 0| 0 111 0 10000 0.13 0.03 19.72 0| 0 100 0 12000 0.01 0.00 21.00 0| 0 97 0 16000 Total 0| 0 775 0 Indicative a-t-m Vol 26.34 Underlying Price 85.110 Time to expiry: 470 Days Dec 11 41.16 0.95 45.62 0| 0 0 0 4500 34.28 0.92 40.75 0| 0 0 0 5250 27.77 0.87 36.99 0| 0 0 0 6000 22.97 0.82 33.73 0| 0 0 0 6563 15.94 0.71 29.97 0| 0 64 0 7500 12.57 0.64 28.01 0| 0 150 0 8000 8.00 0.50 25.39 0| 0 0 0 8800 0.73 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 26.10 Underlying Price 85.110 Time to expiry: 652 Days Jun 12 38.89 0.92 43.27 0| 0 0 0 4800 28.61 0.85 36.75 0| 0 0 0 6000 19.29 0.74 31.08 0| 0 0 0 7200 13.79 0.64 27.82 0| 0 0 0 8000 9.25 0.52 25.12 0| 0 0 0 8800 1.31 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 25.80 Underlying Price 85.110 Time to expiry: 841 Days Dec 12 39.53 0.91 43.35 0| 0 0 0 4800 29.61 0.83 36.73 0| 0 0 0 6000 15.00 0.64 27.63 0| 0 0 0 8000 10.35 0.53 24.77 0| 0 0 0 8800 2.02 0.17 21.40 0| 0 0 0 12000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 28 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.64 0.06 24.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.56 Underlying Price 85.110 Time to expiry: 1023 Days Jun 13 39.81 0.90 43.35 0| 0 0 0 4800 30.08 0.83 36.72 0| 0 0 0 6000 15.69 0.64 27.49 0| 0 0 0 8000 10.95 0.54 24.47 0| 0 0 0 8800 2.49 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 26.41 Underlying Price 85.110 Time to expiry: 1205 Days Dec 13 40.41 0.89 43.36 0| 0 0 0 4800 30.75 0.82 36.35 0| 0 0 0 6000 16.52 0.64 27.14 0| 0 0 0 8000 3.25 0.22 21.43 0| 0 0 0 12000 1.53 0.11 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.05 Underlying Price 85.110 Time to expiry: 1569 Days Dec 14 40.89 0.89 43.22 0| 0 0 0 4800 31.51 0.81 35.92 0| 0 0 0 6000 17.56 0.64 26.76 0| 0 0 0 8000 4.18 0.26 21.18 0| 0 0 0 12000 2.62 0.16 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 81| 285 28,701 +122 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 22.73 Underlying Price 85.110 Time to expiry: 15 Days Sep 10 0.01 0.00 72.00 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 0.02 -0.01 47.04 0| 0 1,089 0 6750 0.05 -0.02 41.73 0| 0 364 0 7125 0.09 -0.04 34.52 0| 0 1,397 0 7500 0.23 -0.09 28.90 0| 0 1,247 0 7875 0.31 0.35 -0.14 27.83 0.31 0.31 10| 0 122 0 8000 0.76 0.75 -0.27 25.14 0.76 0.76 22| 0 1,191 0 8250 1.13 -0.38 23.05 0| 0 1,422 0 8400 2.26 2.23 -0.60 22.40 2.26 2.26 16| 0 112 0 8625 3.38 -0.77 21.22 0| 0 30 0 8800 5.07 -0.89 21.22 0| 0 37 0 9000 6.95 -0.96 21.61 0| 0 97 0 9200 8.66 -0.98 21.87 0| 0 54 0 9375 10.89 -1.00 22.12 0| 0 0 0 9600 14.89 -1.00 22.26 0| 0 0 0 10000 34.89 -1.00 24.00 0| 0 0 0 12000 Total 48| 0 8,689 0 Indicative a-t-m Vol 23.09 Underlying Price 85.110 Time to expiry: 43 Days Oct 10 0.21 -0.04 39.02 0| 0 90 0 6800 0.30 -0.07 33.58 0| 0 123 0 7200 0.57 -0.12 29.73 0| 30 892 +30 7600 0.81 -0.17 28.23 0| 0 46 0 7800 1.12 -0.23 26.47 0| 0 198 0 8000 1.60 -0.32 25.17 0| 0 109 0 8200 2.26 -0.42 23.88 0| 0 61 0 8400 3.11 -0.54 22.46 0| 24 23 -24 8600 4.26 -0.66 21.65 0| 0 38 0 8800 5.65 -0.77 20.86 0| 30 31 +30 9000 7.28 -0.86 20.30 0| 0 1 0 9200 10.96 -0.96 19.83 0| 0 0 0 9600 14.92 -0.98 23.00 0| 0 0 0 10000 Total 0| 84 1,612 +36 Indicative a-t-m Vol 24.74 Underlying Price 85.110 Time to expiry: 78 Days Nov 10 0.58 0.54 -0.08 36.34 0.58 S 0.58 S 2| 0 70 0 6800 0.85 -0.12 33.31 0| 0 71 0 7200 1.34 1.35 -0.19 30.55 1.34 S 1.34 S 2| 0 106 0 7600 1.69 -0.23 29.01 0| 0 122 0 7800 2.13 -0.29 27.67 0| 523 601 +523 8000 2.68 -0.35 26.34 0| 0 94 0 8200 3.41 -0.43 25.41 0| 17 72 +17 8400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.25 -0.51 24.20 0| 0 0 0 8600 5.26 -0.60 23.07 0| 0 0 0 8800 7.93 -0.76 21.69 0| 0 0 0 9200 11.25 -0.89 20.84 0| 0 0 0 9600 Total 4| 540 1,136 +540 Indicative a-t-m Vol 24.55 Underlying Price 85.110 Time to expiry: 106 Days Dec 10 0.02 0.00 62.00 0| 0 232 0 3409 0.11 -0.01 60.02 0| 0 239 0 4261 0.15 -0.01 58.14 0| 0 405 0 4500 0.26 -0.03 52.27 0| 0 340 0 5114 0.37 -0.04 47.25 0| 0 80 0 5600 0.48 -0.05 43.51 0| 0 1,406 0 5966 0.63 -0.07 38.95 0| 0 115 0 6400 0.88 -0.10 35.38 0| 0 210 0 6818 1.19 -0.14 33.35 0| 0 4,015 0 7125 1.67 -0.20 30.50 0| 1 1,236 -1 7500 1.97 -0.23 29.39 0| 28 2,273 -8 7671 2.40 -0.28 28.06 0| 11 221 0 7875 3.24 -0.36 26.22 0| 30 2,939 +30 8182 4.09 4.18 -0.45 24.96 4.09 4.08 24| 0 967 0 8438 4.44 4.52 -0.48 24.49 4.44 4.44 12| 0 1,019 0 8523 5.88 -0.58 23.16 0| 0 32 0 8800 7.08 -0.65 22.43 0| 60 21 -39 9000 8.42 -0.72 21.77 0| 0 0 0 9200 9.75 -0.78 21.46 0| 0 33 0 9375 17.27 -0.95 20.10 0| 0 46 0 10227 27.39 -1.00 21.00 0| 0 0 0 11250 Total 36| 130 15,829 -18 Indicative a-t-m Vol 25.34 Underlying Price 85.110 Time to expiry: 197 Days Mar 11 0.35 -0.03 45.00 0| 0 20 0 4800 0.64 -0.05 44.18 0| 0 268 0 5250 0.83 -0.06 41.78 0| 0 60 0 5600 1.09 -0.09 39.23 0| 0 167 0 6000 1.44 -0.11 36.55 0| 0 80 0 6400 1.81 -0.15 34.18 0| 0 183 0 6750 3.03 -0.24 29.92 0| 0 1,118 0 7500 3.96 -0.31 28.07 0| 0 119 0 7875 5.17 -0.39 26.37 0| 0 852 0 8250 6.74 -0.49 24.90 0| 0 172 0 8625 7.57 -0.54 24.27 0| 0 51 0 8800 8.67 -0.59 23.54 0| 0 93 0 9000 9.87 -0.64 22.87 0| 0 0 0 9200 11.01 -0.69 22.45 0| 0 2 0 9375 27.40 -0.99 19.63 0| 0 0 0 11250 Total 0| 0 3,185 0 Indicative a-t-m Vol 25.80 Underlying Price 85.110 Time to expiry: 288 Days Jun 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 31 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.24 -0.02 47.00 0| 0 20 0 3750 0.60 -0.04 44.48 0| 0 330 0 4500 1.13 -0.07 40.90 0| 0 433 0 5250 1.44 -0.09 38.67 0| 0 264 0 5625 1.86 -0.12 36.87 0| 0 154 0 6000 2.39 -0.15 34.73 0| 0 101 0 6400 2.96 -0.19 32.91 0| 0 186 0 6750 4.64 -0.29 29.47 0| 30 134 +15 7500 6.31 -0.38 27.61 0| 0 26 0 8000 7.32 -0.43 26.85 0| 37 150 -30 8250 9.87 -0.55 24.64 0| 0 30 0 8800 12.24 -0.64 23.56 0| 0 0 0 9200 14.95 -0.72 22.53 0| 0 0 0 9600 18.02 -0.80 21.78 0| 0 25 0 10000 36.34 -0.98 19.72 0| 0 0 0 12000 75.92 -1.00 21.00 0| 0 0 0 16000 Total 0| 67 1,853 -15 Indicative a-t-m Vol 26.34 Underlying Price 85.110 Time to expiry: 470 Days Dec 11 1.69 -0.07 45.62 0| 0 130 0 4500 2.39 -0.11 40.75 0| 0 42 0 5250 3.47 -0.16 36.99 0| 0 10 0 6000 4.32 -0.20 33.73 0| 0 110 0 6563 6.75 -0.31 29.97 0| 0 71 0 7500 8.39 -0.38 28.01 0| 0 50 0 8000 11.84 -0.51 25.39 0| 0 0 0 8800 36.64 -0.93 21.14 0| 0 0 0 12000 75.82 -0.99 24.25 0| 0 0 0 16000 Total 0| 0 413 0 Indicative a-t-m Vol 26.10 Underlying Price 85.110 Time to expiry: 652 Days Jun 12 3.30 -0.11 43.27 0| 0 0 0 4800 5.20 -0.19 36.75 0| 0 0 0 6000 8.04 -0.30 31.08 0| 0 0 0 7200 10.61 -0.40 27.82 0| 0 0 0 8000 14.14 -0.51 25.12 0| 0 0 0 8800 38.09 -0.88 21.44 0| 0 0 0 12000 76.28 -0.97 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.80 Underlying Price 85.110 Time to expiry: 841 Days Dec 12 4.43 -0.12 43.35 0| 0 0 0 4800 6.54 -0.20 36.73 0| 0 0 0 6000 11.80 -0.39 27.63 0| 0 0 0 8000 15.10 -0.49 24.77 0| 0 0 0 8800 38.40 -0.85 21.40 0| 0 0 0 12000 76.19 -0.95 24.50 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 32 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 25.56 Underlying Price 85.110 Time to expiry: 1023 Days Jun 13 5.75 -0.14 43.35 0| 0 0 0 4800 8.02 -0.21 36.72 0| 0 0 0 6000 13.50 -0.40 27.49 0| 0 0 0 8000 16.68 -0.50 24.47 0| 0 0 0 8800 39.48 -0.82 21.37 0| 0 0 0 12000 76.43 -0.93 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.41 Underlying Price 85.110 Time to expiry: 1205 Days Dec 13 6.63 -0.14 43.36 0| 0 0 0 4800 8.83 -0.21 36.35 0| 0 0 0 6000 14.15 -0.39 27.14 0| 0 0 0 8000 39.67 -0.79 21.43 0| 0 0 0 12000 76.33 -0.90 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.05 Underlying Price 85.110 Time to expiry: 1569 Days Dec 14 8.51 -0.15 43.22 0| 0 0 0 4800 10.70 -0.22 35.92 0| 0 0 0 6000 15.89 -0.38 26.76 0| 0 0 0 8000 40.40 -0.76 21.18 0| 0 0 0 12000 76.53 -0.87 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 88| 821 32,717 +543 Grand Total 169| 1,106 61,418 +665 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 22.14 Underlying Price 85.110 Time to expiry: 15 Days Sep 10 40.12 1.00 72.00 0| 0 0 0 4500 32.62 1.00 71.68 0| 0 0 0 5250 28.87 1.00 64.35 0| 0 0 0 5625 25.13 1.00 59.84 0| 0 95 0 6000 21.13 1.00 51.39 0| 0 0 0 6400 17.65 0.99 47.04 0| 0 147 0 6750 13.93 0.98 41.73 0| 0 399 0 7125 10.22 0.96 34.52 0| 0 141 0 7500 6.61 0.91 28.90 0| 0 0 0 7875 5.48 0.86 27.83 0| 0 0 0 8000 3.37 0.73 25.14 0| 0 35,010 0 8250 2.26 0.62 23.05 0| 0 0 0 8400 1.03 0.39 21.22 0| 0 22,815 0 8625 0.51 0.23 21.22 0| 0 207 0 8800 0.21 0.20 0.11 21.22 0.21 0.21 350| 0 850 0 9000 0.07 0.04 21.61 0| 0 0 0 9200 0.03 0.02 21.87 0| 0 20 0 9375 0.01 0.00 22.12 0| 0 500 0 9600 0.01 0.00 22.26 0| 0 0 0 10000 0.01 0.00 24.00 0| 0 0 0 12000 Total 350| 0 60,184 0 Indicative a-t-m Vol 25.34 Underlying Price 85.110 Time to expiry: 197 Days Mar 11 40.33 0.98 46.11 0| 0 0 0 4500 33.27 0.95 44.18 0| 0 0 0 5250 29.73 0.94 41.48 0| 0 0 0 5625 26.26 0.91 39.23 0| 0 0 0 6000 22.63 0.89 36.55 0| 0 0 0 6400 19.51 0.85 34.18 0| 0 0 0 6750 16.36 0.81 32.25 0| 0 9 0 7125 13.27 0.76 29.92 0| 0 10 0 7500 9.62 0.66 27.55 0| 0 50 0 8000 7.95 0.61 26.37 0| 0 0 0 8250 5.79 0.51 24.90 0| 0 20 0 8625 4.88 0.47 24.27 0| 0 0 0 8800 3.99 0.41 23.60 0| 0 572 0 9000 3.19 0.36 22.89 0| 0 0 0 9200 1.92 0.25 21.74 0| 0 0 0 9600 1.11 0.17 20.89 0| 0 0 0 10000 0.05 0.01 20.16 0| 0 0 0 12000 Total 0| 0 661 0 Indicative a-t-m Vol 24.86 Underlying Price 85.110 Time to expiry: 379 Days Sep 11 36.55 0.94 41.00 0| 0 0 0 4800 25.94 0.87 35.05 0| 0 0 0 6000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.32 0.74 29.76 0| 0 0 0 7200 10.74 0.62 26.37 0| 0 0 0 8000 6.41 0.47 24.00 0| 0 0 0 8800 0.34 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 25.14 Underlying Price 85.110 Time to expiry: 561 Days Mar 12 37.84 0.92 40.64 0| 0 0 0 4800 30.63 0.87 35.90 0| 0 0 0 5625 16.06 0.70 27.91 0| 0 0 0 7500 12.95 0.63 26.59 0| 0 0 0 8000 8.50 0.51 24.32 0| 0 0 0 8800 0.82 0.09 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 350| 0 60,845 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 22.14 Underlying Price 85.110 Time to expiry: 15 Days Sep 10 0.01 0.00 72.00 0| 0 1,000 0 4500 0.01 0.00 71.68 0| 0 15 0 5250 0.01 0.00 64.35 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 0.02 -0.01 47.04 0| 0 779 0 6750 0.05 -0.02 41.73 0| 0 486 0 7125 0.09 -0.04 34.52 0| 0 1,015 0 7500 0.25 0.23 -0.09 28.90 0.25 0.25 100| 0 1,180 0 7875 0.35 -0.14 27.83 0| 0 300 0 8000 0.75 -0.27 25.14 0| 0 35,450 0 8250 1.13 -0.38 23.05 0| 0 650 0 8400 2.15 -0.61 21.22 0| 0 5,084 0 8625 3.38 -0.77 21.22 0| 0 0 0 8800 5.07 -0.89 21.22 0| 0 0 0 9000 6.94 -0.96 21.61 0| 0 0 0 9200 8.65 -0.98 21.87 0| 0 0 0 9375 10.88 -1.00 22.12 0| 0 0 0 9600 14.87 -1.00 22.26 0| 0 0 0 10000 34.87 -1.00 24.00 0| 0 0 0 12000 Total 100| 0 47,818 0 Indicative a-t-m Vol 25.34 Underlying Price 85.110 Time to expiry: 197 Days Mar 11 0.24 -0.02 46.11 0| 0 2,935 0 4500 0.64 -0.05 44.18 0| 0 10 0 5250 0.83 -0.06 41.48 0| 0 1,014 0 5625 1.09 -0.09 39.23 0| 0 0 0 6000 1.44 -0.11 36.55 0| 0 0 0 6400 1.81 -0.15 34.18 0| 0 86 0 6750 2.38 -0.19 32.25 0| 0 90 0 7125 3.03 -0.24 29.92 0| 0 252 0 7500 4.35 -0.34 27.55 0| 0 0 0 8000 5.17 -0.39 26.37 0| 0 3,191 0 8250 6.73 -0.49 24.90 0| 0 100 0 8625 7.56 -0.53 24.27 0| 0 0 0 8800 8.67 -0.59 23.60 0| 0 0 0 9000 9.86 -0.64 22.89 0| 0 0 0 9200 12.57 -0.75 21.74 0| 0 0 0 9600 15.73 -0.83 20.89 0| 0 0 0 10000 34.58 -0.99 20.16 0| 0 0 0 12000 Total 0| 0 7,678 0 Indicative a-t-m Vol 24.86 Underlying Price 85.110 Time to expiry: 379 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.89 -0.38 26.37 0| 0 10 0 8000 10.47 -0.53 24.00 0| 0 0 0 8800 36.01 -0.95 20.31 0| 0 0 0 12000 75.20 -1.00 22.00 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 25.14 Underlying Price 85.110 Time to expiry: 561 Days Mar 12 2.04 -0.08 40.64 0| 0 40 0 4800 2.92 -0.13 35.90 0| 0 30 0 5625 6.74 -0.30 27.91 0| 0 0 0 7500 8.53 -0.37 26.59 0| 0 175 0 8000 11.93 -0.49 24.32 0| 0 0 0 8800 35.64 -0.91 19.74 0| 0 0 0 12000 74.14 -0.99 22.00 0| 0 0 0 16000 Total 0| 0 245 0 Total Puts 100| 0 55,751 0 Grand Total 450| 0 116,596 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 39.64 Underlying Price 2.135 Time to expiry: 15 Days Sep 10 1.74 1.00 61.83 0| 0 0 0 40 1.34 1.00 56.41 0| 0 0 0 80 0.94 1.00 52.79 0| 0 0 0 120 0.74 1.00 51.62 0| 0 0 0 140 0.54 1.00 49.87 0| 0 68 0 160 0.34 0.96 48.89 0| 0 120 0 180 0.25 0.90 46.44 0| 0 820 0 190 0.17 0.16 0.78 43.52 0.17 0.17 120| 100 761 +100 200 0.10 0.09 0.60 39.76 0.10 0.10 50| 100 1,090 +100 210 0.04 0.37 39.45 0| 0 508 0 220 0.02 0.20 40.37 0| 0 10,310 0 230 0.01 0.10 42.03 0| 0 23,423 0 240 0.01 0.02 46.00 0| 0 5,344 0 260 0.01 0.00 46.15 0| 0 1,070 0 280 0.01 0.00 47.86 0| 0 1,159 0 300 0.01 0.00 49.35 0| 0 700 0 320 0.01 0.00 50.65 0| 0 9,000 0 340 0.01 0.00 51.75 0| 0 150 0 360 0.01 0.00 53.44 0| 0 0 0 400 0.01 0.00 54.52 0| 0 0 0 440 0.01 0.00 55.00 0| 0 0 0 480 Total 170| 200 54,523 +200 Indicative a-t-m Vol 40.74 Underlying Price 2.135 Time to expiry: 43 Days Oct 10 0.74 0.99 59.00 0| 0 0 0 140 0.54 0.96 52.14 0| 0 0 0 160 0.36 0.87 46.88 0| 0 0 0 180 0.28 0.79 45.49 0| 0 0 0 190 0.20 0.70 43.12 0| 0 0 0 200 0.15 0.14 0.58 40.97 0.15 0.15 120| 0 220 0 210 0.09 0.44 40.40 0| 2,220 2,432 +2,100 220 0.06 0.32 40.10 0| 0 1,188 0 230 0.04 0.04 0.22 40.31 0.04 0.04 120| 0 40 0 240 0.01 0.09 39.54 0| 0 0 0 260 0.01 0.03 40.40 0| 0 0 0 280 0.01 0.01 42.00 0| 0 0 0 300 Total 240| 2,220 3,880 +2,100 Indicative a-t-m Vol 42.46 Underlying Price 2.135 Time to expiry: 78 Days Nov 10 0.75 0.95 59.00 0| 0 0 0 140 0.57 0.90 53.87 0| 0 0 0 160 0.40 0.80 50.04 0| 0 0 0 180 0.32 0.74 47.61 0| 0 0 0 190 0.25 0.67 43.93 0| 0 0 0 200 0.19 0.58 42.33 0| 0 120 0 210 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.14 0.14 0.48 42.65 0.14 0.14 35| 0 10,030 0 220 0.08 0.31 42.38 0| 0 0 0 240 0.03 0.17 40.61 0| 0 0 0 260 0.02 0.09 41.00 0| 0 0 0 280 Total 35| 0 10,150 0 Indicative a-t-m Vol 42.44 Underlying Price 2.135 Time to expiry: 106 Days Dec 10 1.74 1.00 76.00 0| 0 0 0 40 1.34 1.00 66.96 0| 0 30 0 80 0.94 0.98 57.48 0| 0 0 0 120 0.57 0.89 50.00 0| 0 145 0 160 0.41 0.79 47.15 0| 0 0 0 180 0.27 0.66 43.82 0| 0 670 0 200 0.17 0.50 41.85 0| 25,000 25,914 +25,000 220 0.09 0.34 39.78 0| 5,120 326,789 +5,120 240 0.04 0.20 37.79 0| 0 10,722 0 260 0.02 0.10 36.12 0| 0 33,757 0 280 0.01 0.02 33.30 0| 0 1,659 0 320 0.01 0.00 32.12 0| 0 304,200 0 340 0.01 0.00 31.07 0| 0 5,737 0 360 0.01 0.00 29.32 0| 0 41,000 0 400 0.01 0.00 27.95 0| 0 15,007 0 440 0.01 0.00 26.91 0| 0 0 0 480 0.01 0.00 26.49 0| 0 0 0 500 0.01 0.00 25.57 0| 0 0 0 560 0.01 0.00 25.21 0| 0 0 0 600 0.01 0.00 25.48 0| 0 0 0 800 0.01 0.00 27.93 0| 0 101 0 1000 0.01 0.00 31.61 0| 0 305 0 1200 0.01 0.00 36.00 0| 0 200 0 1400 Total 0| 30,120 766,236 +30,120 Indicative a-t-m Vol 42.49 Underlying Price 2.135 Time to expiry: 197 Days Mar 11 1.74 1.00 79.00 0| 0 0 0 40 1.35 0.98 72.69 0| 0 0 0 80 0.97 0.94 60.38 0| 0 0 0 120 0.63 0.84 50.75 0| 0 0 0 160 0.48 0.75 47.38 0| 0 0 0 180 0.35 0.65 44.73 0| 0 106 0 200 0.24 0.53 41.52 0| 0 560 0 220 0.16 0.41 40.86 0| 0 1,820 0 240 0.10 0.29 38.03 0| 0 600 0 260 0.06 0.20 37.56 0| 0 4,000 0 280 0.02 0.09 36.38 0| 0 1,100 0 320 0.01 0.04 36.25 0| 0 0 0 360 0.01 0.02 37.00 0| 0 0 0 400 Total 0| 0 8,186 0 Indicative a-t-m Vol 42.47 Underlying Price 2.135 Time to expiry: 288 Days Jun 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.35 0.98 64.00 0| 0 0 0 80 0.99 0.92 55.47 0| 0 0 0 120 0.67 0.81 50.38 0| 0 16 0 160 0.53 0.74 47.89 0| 0 119 0 180 0.40 0.65 43.73 0| 0 1 0 200 0.30 0.55 41.92 0| 0 150 0 220 0.22 0.45 40.71 0| 0 626 0 240 0.15 0.35 38.65 0| 0 100 0 260 0.11 0.28 38.72 0| 0 740 0 280 0.05 0.15 37.30 0| 0 300 0 320 0.02 0.08 37.09 0| 0 0 0 360 0.01 0.05 37.62 0| 0 0 0 400 0.01 0.03 38.84 0| 0 0 0 440 0.01 0.02 40.38 0| 0 0 0 480 Total 0| 0 2,052 0 Indicative a-t-m Vol 44.24 Underlying Price 2.135 Time to expiry: 470 Days Dec 11 1.39 0.96 66.32 0| 0 0 0 80 1.04 0.90 54.85 0| 0 0 0 120 0.77 0.79 52.24 0| 0 26 0 160 0.51 0.66 45.98 0| 0 0 0 200 0.31 0.51 41.00 0| 0 0 0 240 0.20 0.37 40.55 0| 0 0 0 280 0.12 0.26 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 43.80 Underlying Price 2.135 Time to expiry: 652 Days Jun 12 1.42 0.94 65.74 0| 0 0 0 80 0.84 0.79 52.19 0| 0 0 0 160 0.58 0.67 45.21 0| 0 0 0 200 0.39 0.54 41.17 0| 0 0 0 240 0.28 0.43 40.74 0| 0 0 0 280 0.19 0.33 39.96 0| 0 0 0 320 0.11 0.21 41.84 0| 0 0 0 400 0.04 0.10 38.05 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 43.57 Underlying Price 2.135 Time to expiry: 841 Days Dec 12 1.45 0.94 65.00 0| 0 0 0 80 0.90 0.79 52.06 0| 0 0 0 160 0.65 0.69 44.83 0| 0 0 0 200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.46 0.57 41.24 0| 0 0 0 240 0.35 0.47 41.01 0| 0 0 0 280 0.28 0.41 39.21 0| 0 7,500 0 300 0.25 0.38 40.10 0| 0 0 0 320 0.17 0.27 42.19 0| 0 0 0 400 0.06 0.12 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 43.48 Underlying Price 2.135 Time to expiry: 1023 Days Jun 13 1.49 0.93 64.71 0| 0 0 0 80 0.96 0.79 51.87 0| 0 0 0 160 0.71 0.70 44.61 0| 0 0 0 200 0.52 0.60 41.38 0| 0 0 0 240 0.31 0.42 40.27 0| 0 0 0 320 0.23 0.32 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 44.96 Underlying Price 2.135 Time to expiry: 1205 Days Dec 13 1.52 0.93 64.49 0| 0 0 0 80 1.01 0.80 51.97 0| 0 0 0 160 0.58 0.62 41.59 0| 0 0 0 240 0.37 0.46 40.44 0| 0 0 0 320 0.28 0.36 42.19 0| 0 0 0 400 0.12 0.20 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.70 Underlying Price 2.135 Time to expiry: 1569 Days Dec 14 1.58 0.93 64.52 0| 0 0 0 80 1.12 0.81 52.49 0| 0 0 0 160 0.70 0.66 42.43 0| 0 0 0 240 0.49 0.52 40.86 0| 0 0 0 320 0.38 0.43 42.19 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 445| 32,540 910,575 +32,420 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 39.64 Underlying Price 2.135 Time to expiry: 15 Days Sep 10 0.01 0.00 61.83 0| 0 0 0 40 0.01 0.00 56.41 0| 0 50 0 80 0.01 0.00 52.79 0| 0 408 0 120 0.01 0.00 51.62 0| 0 0 0 140 0.01 0.00 49.87 0| 0 160 0 160 0.01 -0.04 48.89 0| 0 534 0 180 0.01 -0.10 46.44 0| 0 10 0 190 0.03 -0.22 43.52 0| 120 3,880 -120 200 0.05 -0.40 39.76 0| 1 431 +1 210 0.11 -0.63 39.45 0| 0 3,558 0 220 0.18 -0.80 40.37 0| 0 5,144 0 230 0.27 -0.90 42.03 0| 0 9,324 0 240 0.47 -0.98 46.00 0| 0 861 0 260 0.67 -1.00 46.15 0| 0 4,240 0 280 0.87 -1.00 47.86 0| 0 360 0 300 1.07 -1.00 49.35 0| 0 3 0 320 1.27 -1.00 50.65 0| 0 322 0 340 1.47 -1.00 51.75 0| 0 0 0 360 1.87 -1.00 53.44 0| 0 0 0 400 2.27 -1.00 54.52 0| 0 0 0 440 2.67 -1.00 55.00 0| 0 0 0 480 Total 0| 121 29,285 -119 Indicative a-t-m Vol 40.74 Underlying Price 2.135 Time to expiry: 43 Days Oct 10 0.01 -0.01 59.00 0| 0 0 0 140 0.01 -0.04 52.14 0| 0 0 0 160 0.02 -0.13 46.88 0| 0 240 0 180 0.04 -0.21 45.49 0| 0 100 0 190 0.07 -0.30 43.12 0| 0 26,200 0 200 0.10 -0.42 40.97 0| 0 930 0 210 0.16 -0.56 40.40 0| 0 730 0 220 0.22 -0.68 40.10 0| 0 0 0 230 0.30 -0.78 40.31 0| 0 0 0 240 0.47 -0.92 39.54 0| 0 0 0 260 0.67 -0.97 40.40 0| 0 0 0 280 0.87 -0.99 42.00 0| 0 0 0 300 Total 0| 0 28,200 0 Indicative a-t-m Vol 42.46 Underlying Price 2.135 Time to expiry: 78 Days Nov 10 0.01 -0.05 59.00 0| 0 0 0 140 0.03 -0.10 53.87 0| 0 0 0 160 0.06 -0.20 50.04 0| 0 0 0 180 0.08 -0.26 47.61 0| 0 30 0 190 0.11 -0.33 43.93 0| 0 360 0 200 0.15 -0.42 42.33 0| 0 100 0 210 0.19 0.20 -0.52 42.65 0.19 0.19 60| 0 20 0 220 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.34 -0.69 42.38 0| 0 0 0 240 0.50 -0.83 40.61 0| 0 0 0 260 0.68 -0.91 41.00 0| 0 0 0 280 Total 60| 0 510 0 Indicative a-t-m Vol 42.44 Underlying Price 2.135 Time to expiry: 106 Days Dec 10 0.01 0.00 76.00 0| 0 0 0 40 0.01 0.00 66.96 0| 0 0 0 80 0.01 -0.02 57.48 0| 0 305 0 120 0.04 -0.11 50.00 0| 0 3,050 0 160 0.07 -0.21 47.15 0| 100 920 +100 180 0.13 -0.34 43.82 0| 0 2,006 0 200 0.23 -0.50 41.85 0| 0 21,230 0 220 0.35 -0.67 39.78 0| 0 433 0 240 0.50 -0.81 37.79 0| 0 6,200 0 260 0.68 -0.91 36.12 0| 0 224 0 280 1.07 -1.00 33.30 0| 0 8 0 320 1.27 -1.00 32.12 0| 0 0 0 340 1.47 -1.00 31.07 0| 0 16,300 0 360 1.87 -1.00 29.32 0| 0 202 0 400 2.27 -1.00 27.95 0| 0 2,500 0 440 2.67 -1.00 26.91 0| 0 5 0 480 2.87 -1.00 26.49 0| 0 5 0 500 3.47 -1.00 25.57 0| 0 5 0 560 3.87 -1.00 25.21 0| 0 0 0 600 5.87 -1.00 25.48 0| 0 0 0 800 7.87 -1.00 27.93 0| 0 0 0 1000 9.87 -1.00 31.61 0| 0 0 0 1200 11.87 -1.00 36.00 0| 0 0 0 1400 Total 0| 100 53,393 +100 Indicative a-t-m Vol 42.49 Underlying Price 2.135 Time to expiry: 197 Days Mar 11 0.01 0.00 79.00 0| 0 0 0 40 0.01 -0.02 72.69 0| 0 0 0 80 0.03 -0.06 60.38 0| 0 1,027 0 120 0.08 -0.16 50.75 0| 0 1,037 0 160 0.13 -0.25 47.38 0| 0 520 0 180 0.20 -0.35 44.73 0| 0 400 0 200 0.29 -0.47 41.52 0| 0 160 0 220 0.42 -0.59 40.86 0| 0 0 0 240 0.55 -0.71 38.03 0| 0 0 0 260 0.71 -0.80 37.56 0| 0 0 0 280 1.08 -0.92 36.38 0| 0 0 0 320 1.47 -0.98 36.25 0| 0 0 0 360 1.87 -1.00 37.00 0| 0 0 0 400 Total 0| 0 3,144 0 Indicative a-t-m Vol 42.47 Underlying Price 2.135 Time to expiry: 288 Days Jun 11 0.01 -0.02 64.00 0| 0 0 0 80 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.04 -0.08 55.47 0| 0 251 0 120 0.12 -0.19 50.38 0| 0 555 0 160 0.18 -0.26 47.89 0| 0 120 0 180 0.25 -0.35 43.73 0| 0 945 0 200 0.35 -0.45 41.92 0| 0 240 0 220 0.46 -0.55 40.71 0| 0 429 0 240 0.59 -0.65 38.65 0| 0 14 0 260 0.75 -0.73 38.72 0| 0 530 0 280 1.10 -0.86 37.30 0| 0 0 0 320 1.47 -0.94 37.09 0| 0 0 0 360 1.87 -0.98 37.62 0| 0 0 0 400 2.27 -1.00 38.84 0| 0 0 0 440 2.67 -1.00 40.38 0| 0 0 0 480 Total 0| 0 3,084 0 Indicative a-t-m Vol 44.24 Underlying Price 2.135 Time to expiry: 470 Days Dec 11 0.04 -0.04 66.32 0| 0 21 0 80 0.09 -0.10 54.85 0| 0 0 0 120 0.21 -0.21 52.24 0| 0 0 0 160 0.35 -0.34 45.98 0| 0 0 0 200 0.54 -0.50 41.00 0| 0 39 0 240 0.83 -0.64 40.55 0| 0 0 0 280 1.15 -0.76 39.61 0| 0 10 0 320 1.88 -0.91 39.23 0| 0 0 0 400 2.87 -0.99 40.10 0| 0 0 0 500 3.87 -1.00 39.81 0| 0 0 0 600 5.87 -1.00 40.66 0| 0 200 0 800 7.87 -1.00 41.42 0| 0 0 0 1000 9.87 -1.00 41.91 0| 0 0 0 1200 11.87 -1.00 42.34 0| 0 0 0 1400 Total 0| 0 270 0 Indicative a-t-m Vol 43.80 Underlying Price 2.135 Time to expiry: 652 Days Jun 12 0.07 -0.06 65.74 0| 0 0 0 80 0.27 -0.21 52.19 0| 0 0 0 160 0.41 -0.33 45.21 0| 0 0 0 200 0.60 -0.47 41.17 0| 0 0 0 240 0.89 -0.59 40.74 0| 0 0 0 280 1.20 -0.69 39.96 0| 0 0 0 320 1.92 -0.82 41.84 0| 0 0 0 400 2.67 -0.98 37.00 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 43.57 Underlying Price 2.135 Time to expiry: 841 Days Dec 12 0.09 -0.06 65.00 0| 0 0 0 80 0.32 -0.21 52.06 0| 0 0 0 160 0.45 -0.32 44.83 0| 0 0 0 200 0.66 -0.44 41.24 0| 0 0 0 240 0.94 -0.55 41.01 0| 0 0 0 280 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.07 -0.61 39.21 0| 0 7,500 0 300 1.24 -0.64 40.10 0| 0 0 0 320 1.95 -0.77 42.19 0| 0 0 0 400 2.67 -0.97 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 43.48 Underlying Price 2.135 Time to expiry: 1023 Days Jun 13 0.12 -0.07 64.71 0| 0 0 0 80 0.36 -0.21 51.87 0| 0 0 0 160 0.49 -0.31 44.61 0| 0 0 0 200 0.70 -0.42 41.38 0| 0 0 0 240 1.28 -0.61 40.27 0| 0 0 0 320 1.98 -0.73 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 44.96 Underlying Price 2.135 Time to expiry: 1205 Days Dec 13 0.14 -0.07 64.49 0| 0 0 0 80 0.40 -0.21 51.97 0| 0 0 0 160 0.74 -0.40 41.59 0| 0 0 0 240 1.31 -0.58 40.44 0| 0 0 0 320 2.00 -0.70 42.19 0| 0 0 0 400 2.67 -0.92 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.70 Underlying Price 2.135 Time to expiry: 1569 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 0.81 -0.37 42.43 0| 0 0 0 240 1.36 -0.53 40.86 0| 0 0 0 320 2.04 -0.65 42.19 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 60| 221 125,386 -19 Grand Total 505| 32,761 1,035,961 +32,401 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 37.29 Underlying Price 2.135 Time to expiry: 15 Days Sep 10 1.74 1.00 75.00 0| 0 0 0 40 1.34 1.00 99.12 0| 0 0 0 80 0.94 1.00 81.29 0| 0 0 0 120 0.74 1.00 70.56 0| 0 0 0 140 0.54 0.99 60.46 0| 0 0 0 160 0.34 0.95 51.38 0| 0 0 0 180 0.25 0.89 47.26 0| 0 0 0 190 0.16 0.78 43.42 0| 0 885 0 200 0.09 0.60 38.60 0| 0 0 0 210 0.04 0.36 35.33 0| 0 150,100 0 220 0.01 0.15 32.96 0| 0 0 0 230 0.01 0.04 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 42.49 Underlying Price 2.135 Time to expiry: 197 Days Mar 11 1.74 1.00 79.00 0| 0 0 0 40 1.35 0.98 72.69 0| 0 0 0 80 0.97 0.94 60.38 0| 0 0 0 120 0.63 0.84 50.75 0| 0 0 0 160 0.48 0.75 47.38 0| 0 0 0 180 0.35 0.65 44.73 0| 0 0 0 200 0.24 0.53 41.52 0| 0 0 0 220 0.16 0.41 40.86 0| 0 900 0 240 0.10 0.29 38.03 0| 0 100 0 260 0.06 0.20 37.56 0| 0 0 0 280 0.02 0.09 36.38 0| 0 210 0 320 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 0.04 36.25 0| 0 260 0 360 0.01 0.02 37.00 0| 0 0 0 400 0.01 0.01 38.33 0| 0 0 0 440 0.01 0.00 40.25 0| 0 0 0 480 0.01 0.00 41.38 0| 0 0 0 500 0.01 0.00 48.39 0| 0 900 0 600 0.01 0.01 66.69 0| 0 0 0 800 Total 0| 0 2,370 0 Indicative a-t-m Vol 42.47 Underlying Price 2.135 Time to expiry: 379 Days Sep 11 1.35 0.98 54.00 0| 0 0 0 80 1.00 0.92 51.47 0| 0 0 0 120 0.71 0.80 49.03 0| 0 0 0 160 0.44 0.65 42.50 0| 0 0 0 200 0.28 0.49 42.40 0| 0 0 0 240 0.17 0.35 42.30 0| 0 1,000 0 280 0.10 0.23 41.00 0| 0 1,900 0 320 0.03 0.10 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 45.42 Underlying Price 2.135 Time to expiry: 561 Days Mar 12 1.38 0.97 54.25 0| 0 0 0 80 1.05 0.90 51.24 0| 0 0 0 120 0.78 0.79 48.49 0| 0 0 0 160 0.55 0.67 46.00 0| 0 0 0 200 0.38 0.54 44.35 0| 0 0 0 240 0.26 0.42 43.03 0| 0 0 0 280 0.19 0.33 43.16 0| 0 40,000 0 320 0.09 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| 0 40,201 0 Indicative a-t-m Vol 44.76 Underlying Price 2.135 Time to expiry: 750 Days Sep 12 1.40 0.96 53.43 0| 0 0 0 80 0.84 0.79 47.98 0| 0 0 0 160 0.62 0.68 45.04 0| 0 0 0 200 0.46 0.57 44.25 0| 0 0 0 240 0.34 0.47 43.49 0| 0 0 0 280 0.26 0.38 43.23 0| 0 0 0 320 0.14 0.24 42.06 0| 0 0 0 400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.08 0.15 41.14 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.45 Underlying Price 2.135 Time to expiry: 925 Days Mar 13 1.42 0.95 53.76 0| 0 0 0 80 0.89 0.79 47.65 0| 0 0 0 160 0.68 0.69 45.11 0| 0 0 0 200 0.51 0.59 43.22 0| 0 1 0 240 0.30 0.42 42.03 0| 0 1 0 320 0.20 0.30 42.51 0| 0 0 0 400 0.14 0.22 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.06 Underlying Price 2.135 Time to expiry: 1114 Days Sep 13 1.45 0.94 54.06 0| 0 0 0 80 0.94 0.80 47.82 0| 0 0 0 160 0.59 0.62 43.73 0| 0 0 0 240 0.38 0.46 42.84 0| 0 0 0 320 0.26 0.35 43.20 0| 0 0 0 400 0.19 0.27 43.53 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.34 Underlying Price 2.135 Time to expiry: 1296 Days Mar 14 1.48 0.94 53.93 0| 0 0 0 80 0.99 0.80 47.89 0| 0 0 0 160 0.65 0.64 44.11 0| 0 0 0 240 0.44 0.50 43.11 0| 0 30 0 320 0.32 0.39 43.48 0| 0 0 0 400 0.23 0.30 43.18 0| 0 0 0 480 Total 0| 0 30 0 Indicative a-t-m Vol 45.66 Underlying Price 2.135 Time to expiry: 1478 Days Sep 14 1.50 0.94 54.26 0| 0 20 0 80 1.05 0.81 48.41 0| 0 20 0 160 0.71 0.66 44.33 0| 0 20 0 240 0.52 0.53 44.32 0| 0 20 0 320 0.39 0.43 44.31 0| 0 20 0 400 0.30 0.35 44.20 0| 0 0 0 480 Total 0| 0 100 0 Indicative a-t-m Vol 46.19 Underlying Price 2.135 Time to expiry: 1660 Days Mar 15 1.53 0.93 55.01 0| 0 0 0 80 1.10 0.81 49.11 0| 0 0 0 160 0.77 0.68 44.78 0| 0 0 0 240 0.57 0.56 44.36 0| 0 0 0 320 0.44 0.46 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 0| 0 220,780 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 37.29 Underlying Price 2.135 Time to expiry: 15 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 -0.05 51.38 0| 0 100 0 180 0.01 -0.11 47.26 0| 0 0 0 190 0.03 -0.22 43.42 0| 0 720 0 200 0.05 -0.40 38.60 0| 0 0 0 210 0.10 -0.64 35.33 0| 0 150,200 0 220 0.18 -0.85 32.96 0| 0 0 0 230 0.27 -0.96 30.79 0| 0 346 0 240 0.46 -1.00 25.98 0| 0 200 0 260 0.66 -1.00 22.07 0| 0 1,765 0 280 0.86 -1.00 18.98 0| 0 1,550 0 300 1.06 -1.00 16.62 0| 0 300 0 320 1.26 -1.00 14.95 0| 0 0 0 340 1.46 -1.00 13.88 0| 0 1,000 0 360 1.86 -1.00 13.37 0| 0 11,000 0 400 2.26 -1.00 14.71 0| 0 0 0 440 2.66 -1.00 16.00 0| 0 0 0 480 2.86 -1.00 17.00 0| 0 40 0 500 3.46 -1.00 18.00 0| 0 1,000 0 560 3.86 -1.00 20.00 0| 0 360 0 600 4.26 -1.00 22.00 0| 0 0 0 640 5.06 -1.00 24.00 0| 0 200 0 720 5.86 -1.00 26.00 0| 0 150 0 800 6.86 -1.00 28.00 0| 0 40,440 0 900 7.86 -1.00 30.00 0| 0 540 0 1000 9.86 -1.00 32.00 0| 0 2 0 1200 11.86 -1.00 34.00 0| 0 800 0 1400 Total 0| 0 211,714 0 Indicative a-t-m Vol 42.49 Underlying Price 2.135 Time to expiry: 197 Days Mar 11 0.01 0.00 79.00 0| 0 0 0 40 0.01 -0.02 72.69 0| 0 0 0 80 0.03 -0.06 60.38 0| 0 0 0 120 0.08 -0.16 50.75 0| 0 0 0 160 0.13 -0.25 47.38 0| 0 0 0 180 0.20 -0.35 44.73 0| 0 0 0 200 0.29 -0.47 41.52 0| 0 0 0 220 0.41 -0.59 40.86 0| 0 1,650 0 240 0.55 -0.71 38.03 0| 0 0 0 260 0.71 -0.80 37.56 0| 0 2,615 0 280 1.07 -0.91 36.38 0| 0 210 0 320 1.45 -0.96 36.25 0| 0 400 0 360 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.85 -0.98 37.00 0| 0 0 0 400 2.24 -0.99 38.33 0| 0 500 0 440 2.64 -1.00 40.25 0| 0 0 0 480 2.84 -1.00 41.38 0| 0 0 0 500 3.83 -1.00 48.39 0| 0 0 0 600 5.83 -0.99 66.69 0| 0 1,000 0 800 Total 0| 0 6,375 0 Indicative a-t-m Vol 42.47 Underlying Price 2.135 Time to expiry: 379 Days Sep 11 0.01 -0.02 54.00 0| 0 0 0 80 0.05 -0.08 51.47 0| 0 0 0 120 0.15 -0.20 49.03 0| 0 0 0 160 0.28 -0.35 42.50 0| 0 3,140 0 200 0.52 -0.51 42.40 0| 0 0 0 240 0.81 -0.65 42.30 0| 0 325 0 280 1.13 -0.77 41.00 0| 0 60 0 320 1.85 -0.90 40.34 0| 0 0 0 400 2.81 -0.97 39.55 0| 0 200 0 500 3.79 -0.99 39.67 0| 0 0 0 600 5.77 -1.00 41.65 0| 0 0 0 800 7.74 -1.00 45.00 0| 0 0 0 1000 Total 0| 0 3,725 0 Indicative a-t-m Vol 45.42 Underlying Price 2.135 Time to expiry: 561 Days Mar 12 0.03 -0.03 54.25 0| 0 0 0 80 0.09 -0.10 51.24 0| 0 0 0 120 0.21 -0.21 48.49 0| 0 0 0 160 0.38 -0.33 46.00 0| 0 0 0 200 0.60 -0.46 44.35 0| 0 0 0 240 0.87 -0.58 43.03 0| 0 0 0 280 1.19 -0.67 43.16 0| 0 0 0 320 1.87 -0.82 41.89 0| 0 0 0 400 2.81 -0.91 42.26 0| 0 0 0 500 3.77 -0.96 41.80 0| 0 0 0 600 5.71 -0.99 41.90 0| 0 0 0 800 7.67 -1.00 42.76 0| 0 0 0 1000 9.63 -1.00 44.06 0| 0 0 0 1200 Total 0| 0 0 0 Indicative a-t-m Vol 44.76 Underlying Price 2.135 Time to expiry: 750 Days Sep 12 0.04 -0.04 53.43 0| 0 0 0 80 0.26 -0.21 47.98 0| 0 0 0 160 0.43 -0.32 45.04 0| 0 0 0 200 0.66 -0.43 44.25 0| 0 0 0 240 0.93 -0.53 43.49 0| 0 0 0 280 1.24 -0.62 43.23 0| 0 0 0 320 1.90 -0.76 42.06 0| 0 0 0 400 2.61 -0.85 41.14 0| 0 0 0 480 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 44.45 Underlying Price 2.135 Time to expiry: 925 Days Mar 13 0.06 -0.05 53.76 0| 0 0 0 80 0.29 -0.21 47.65 0| 0 1 0 160 0.47 -0.31 45.11 0| 0 0 0 200 0.69 -0.41 43.22 0| 0 1 0 240 1.25 -0.58 42.03 0| 0 0 0 320 1.91 -0.70 42.51 0| 0 0 0 400 2.63 -0.78 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 45.06 Underlying Price 2.135 Time to expiry: 1114 Days Sep 13 0.08 -0.06 54.06 0| 0 0 0 80 0.33 -0.20 47.82 0| 0 0 0 160 0.73 -0.38 43.73 0| 0 1 0 240 1.29 -0.54 42.84 0| 0 1 0 320 1.93 -0.65 43.20 0| 0 1 0 400 2.62 -0.73 43.53 0| 0 0 0 480 Total 0| 0 3 0 Indicative a-t-m Vol 45.34 Underlying Price 2.135 Time to expiry: 1296 Days Mar 14 0.09 -0.06 53.93 0| 0 0 0 80 0.36 -0.20 47.89 0| 0 0 0 160 0.77 -0.36 44.11 0| 0 0 0 240 1.31 -0.50 43.11 0| 0 0 0 320 1.95 -0.61 43.48 0| 0 0 0 400 2.61 -0.70 43.18 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.66 Underlying Price 2.135 Time to expiry: 1478 Days Sep 14 0.11 -0.06 54.26 0| 0 0 0 80 0.39 -0.19 48.41 0| 0 20 0 160 0.80 -0.34 44.33 0| 0 20 0 240 1.35 -0.47 44.32 0| 0 20 0 320 1.96 -0.57 44.31 0| 0 20 0 400 2.61 -0.65 44.20 0| 0 0 0 480 Total 0| 0 80 0 Indicative a-t-m Vol 46.19 Underlying Price 2.135 Time to expiry: 1660 Days Mar 15 0.13 -0.07 55.01 0| 0 0 0 80 0.42 -0.19 49.11 0| 0 0 0 160 0.82 -0.32 44.78 0| 0 0 0 240 1.36 -0.44 44.36 0| 0 0 0 320 1.96 -0.54 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 0| 0 221,899 0 Grand Total 0| 0 442,679 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 27.82 Underlying Price 39.215 Time to expiry: 15 Days Sep 10 15.22 1.00 54.40 0| 0 0 0 2400 11.22 1.00 48.21 0| 0 0 0 2800 9.22 1.00 45.01 0| 0 0 0 3000 7.23 0.99 42.24 0| 0 48 0 3200 5.27 0.96 38.90 0| 0 48 0 3400 4.31 0.94 36.34 0| 0 30 0 3500 3.37 0.89 34.23 0| 0 59 0 3600 2.49 0.82 31.69 0| 16 578 +16 3700 1.69 0.71 29.58 0| 25 77 +20 3800 1.04 0.55 28.14 0| 20 583 +7 3900 0.45 0.55 0.37 26.67 0.56 0.40 171| 0 3,288 0 4000 0.25 0.26 0.22 26.13 0.25 0.25 16| 35 1,602 +15 4100 0.10 0.10 25.26 0| 0 1,455 0 4200 0.03 0.04 24.82 0| 0 1,119 0 4300 0.01 0.02 25.73 0| 0 3,704 0 4400 0.01 0.00 28.05 0| 0 3,092 0 4600 0.01 0.00 29.31 0| 0 65 0 4800 0.01 0.00 31.41 0| 0 95 0 5200 0.01 0.00 31.70 0| 0 4 0 5600 0.01 0.00 31.76 0| 0 0 0 6000 0.01 0.00 31.46 0| 0 0 0 6400 0.01 0.00 29.60 0| 0 0 0 7200 0.01 0.00 29.53 0| 0 0 0 8000 Total 187| 96 15,847 +58 Indicative a-t-m Vol 28.48 Underlying Price 39.215 Time to expiry: 43 Days Oct 10 9.31 0.97 43.05 0| 0 0 0 3000 7.37 0.94 38.65 0| 0 70 0 3200 5.52 0.89 35.86 0| 0 45 0 3400 4.63 0.85 34.24 0| 13 24 +13 3500 3.79 0.79 32.84 0| 60 71 +41 3600 3.01 0.72 31.32 0| 0 14 0 3700 2.30 2.30 0.64 30.03 2.30 2.30 12| 0 20 0 3800 1.68 0.54 28.68 0| 5 1,045 +5 3900 1.17 0.44 27.78 0| 0 102 0 4000 0.78 0.34 26.98 0| 0 52 0 4100 0.49 0.24 26.18 0| 11 1,085 +11 4200 0.29 0.16 25.77 0| 0 16 0 4300 0.16 0.10 25.05 0| 0 55 0 4400 0.04 0.03 24.01 0| 0 43 0 4600 0.02 0.02 26.46 0| 0 58 0 4800 0.01 0.01 32.00 0| 0 0 0 5200 Total 12| 89 2,700 +70 Indicative a-t-m Vol 30.00 Underlying Price 39.215 Time to expiry: 78 Days Nov 10 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.68 0.89 38.98 0| 0 0 0 3200 5.93 0.83 36.22 0| 0 0 0 3400 4.33 0.74 33.64 0| 0 0 0 3600 3.62 0.68 32.72 0| 0 0 0 3700 2.94 0.62 31.44 0| 0 0 0 3800 2.33 0.55 30.27 0| 0 80 0 3900 1.76 1.79 0.47 29.06 1.76 1.76 10| 34 113 +13 4000 1.36 0.40 28.38 0| 10 44 +10 4100 1.00 0.32 27.68 0| 0 72 0 4200 0.51 0.20 26.76 0| 0 0 0 4400 0.23 0.11 25.95 0| 0 0 0 4600 Total 10| 44 309 +23 Indicative a-t-m Vol 30.10 Underlying Price 39.215 Time to expiry: 106 Days Dec 10 19.31 0.99 58.41 0| 0 0 0 2000 15.38 0.98 49.77 0| 0 0 0 2400 11.55 0.94 43.71 0| 0 0 0 2800 7.91 0.86 38.24 0| 0 56 0 3200 6.21 0.80 35.56 0| 0 0 0 3400 4.68 0.72 33.41 0| 0 20 0 3600 3.23 3.33 0.61 31.54 3.23 3.23 10| 0 4,941 0 3800 2.17 0.49 29.18 0| 0 686 0 4000 1.28 1.34 0.36 28.00 1.28 1.28 30| 0 1,180 0 4200 0.75 0.24 26.82 0| 0 631 0 4400 0.38 0.40 0.15 25.98 0.38 0.38 12| 0 4,242 0 4600 0.19 0.08 25.28 0| 0 8,600 0 4800 0.09 0.04 25.17 0| 0 3,218 0 5000 0.06 0.03 26.28 0| 0 320 0 5200 0.01 0.00 24.58 0| 0 20 0 5600 0.01 0.00 24.92 0| 0 1,000 0 6000 0.01 0.00 25.76 0| 0 0 0 6400 0.01 0.00 28.73 0| 0 0 0 7200 0.01 0.00 33.00 0| 0 0 0 8000 Total 52| 0 24,914 0 Indicative a-t-m Vol 30.93 Underlying Price 39.215 Time to expiry: 197 Days Mar 11 15.65 0.95 45.98 0| 0 0 0 2400 11.99 0.90 41.07 0| 0 0 0 2800 8.59 0.82 36.94 0| 0 0 0 3200 7.03 0.76 35.08 0| 0 0 0 3400 5.61 0.69 33.43 0| 0 10 0 3600 4.34 0.61 31.87 0| 0 10 0 3800 3.23 0.52 30.33 0| 0 105 0 4000 2.32 0.42 29.10 0| 0 97 0 4200 1.61 0.33 28.19 0| 0 126 0 4400 1.08 0.25 27.45 0| 0 127 0 4600 0.71 0.18 26.91 0| 0 1,500 0 4800 0.28 0.09 25.99 0| 0 90 0 5200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 25.95 0| 0 30 0 5600 0.02 0.01 26.10 0| 0 0 0 6400 0.01 0.00 28.00 0| 0 0 0 7200 Total 0| 0 2,095 0 Indicative a-t-m Vol 31.65 Underlying Price 39.215 Time to expiry: 288 Days Jun 11 15.91 0.93 43.83 0| 0 0 0 2400 12.39 0.88 39.64 0| 0 0 0 2800 9.20 0.79 36.64 0| 0 0 0 3200 7.72 0.74 34.87 0| 0 0 0 3400 6.38 0.68 33.53 0| 0 0 0 3600 5.17 0.61 32.27 0| 0 500 0 3800 4.12 0.54 31.26 0| 0 1,165 0 4000 3.17 0.46 30.06 0| 0 1,281 0 4200 2.41 0.39 29.27 0| 0 81 0 4400 1.30 0.25 27.84 0| 0 32 0 4800 0.93 0.20 27.33 0| 0 50 0 5000 0.35 0.09 26.69 0| 0 109 0 5600 0.16 0.05 26.32 0| 0 12 0 6000 0.08 0.02 26.13 0| 0 0 0 6400 0.03 0.01 31.17 0| 0 0 0 8000 Total 0| 0 3,230 0 Indicative a-t-m Vol 33.02 Underlying Price 39.215 Time to expiry: 470 Days Dec 11 16.14 0.92 43.10 0| 0 0 0 2400 9.85 0.77 37.32 0| 0 0 0 3200 7.26 0.67 34.85 0| 0 0 0 3600 5.08 0.55 32.58 0| 0 500 0 4000 3.31 0.42 30.33 0| 0 1,200 0 4400 2.04 0.31 28.48 0| 0 0 0 4800 0.75 0.14 26.98 0| 0 750 0 5600 0.47 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 32.40 Underlying Price 39.215 Time to expiry: 652 Days Jun 12 16.62 0.89 42.94 0| 0 0 0 2400 10.61 0.75 36.58 0| 0 0 0 3200 8.12 0.66 34.15 0| 0 0 0 3600 5.99 0.56 31.97 0| 0 750 0 4000 4.18 0.46 29.84 0| 0 0 0 4400 2.80 0.35 28.09 0| 0 0 0 4800 0.90 0.15 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Calls 261| 229 52,295 +151 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 27.82 Underlying Price 39.215 Time to expiry: 15 Days Sep 10 0.01 0.00 54.40 0| 0 0 0 2400 0.01 0.00 48.21 0| 0 25 0 2800 0.01 0.00 45.01 0| 0 80 0 3000 0.01 -0.01 42.24 0| 0 811 0 3200 0.05 -0.04 38.90 0| 0 3,656 0 3400 0.08 -0.06 36.34 0| 0 49 0 3500 0.17 0.15 -0.11 34.23 0.17 0.17 11| 0 2,684 0 3600 0.26 -0.18 31.69 0| 25 877 0 3700 0.47 0.47 -0.29 29.58 0.47 0.47 12| 0 176 0 3800 0.83 0.81 -0.45 28.14 0.83 0.83 10| 0 306 0 3900 1.33 -0.63 26.67 0| 0 1,181 0 4000 2.13 2.04 -0.78 26.13 2.22 2.07 44| 11 70 0 4100 2.99 2.88 -0.90 25.26 2.99 2.99 20| 0 65 0 4200 3.81 -0.96 24.82 0| 0 54 0 4300 4.79 -0.98 25.73 0| 0 568 0 4400 6.79 -1.00 28.05 0| 0 801 0 4600 8.79 -1.00 29.31 0| 0 338 0 4800 12.79 -1.00 31.41 0| 0 23 0 5200 16.79 -1.00 31.70 0| 0 0 0 5600 20.79 -1.00 31.76 0| 0 0 0 6000 24.79 -1.00 31.46 0| 0 0 0 6400 32.78 -1.00 29.60 0| 0 0 0 7200 40.78 -1.00 29.53 0| 0 0 0 8000 Total 97| 36 11,764 0 Indicative a-t-m Vol 28.48 Underlying Price 39.215 Time to expiry: 43 Days Oct 10 0.07 -0.03 43.05 0| 0 62 0 3000 0.13 -0.06 38.65 0| 0 31 0 3200 0.28 -0.11 35.86 0| 30 43 +13 3400 0.39 -0.15 34.24 0| 12 70 0 3500 0.56 -0.21 32.84 0| 0 50 0 3600 0.77 -0.28 31.32 0| 0 1,272 0 3700 1.06 -0.36 30.03 0| 0 46 0 3800 1.46 1.44 -0.46 28.68 1.46 1.46 24| 0 46 0 3900 1.93 -0.56 27.78 0| 0 35 0 4000 2.54 -0.66 26.98 0| 0 51 0 4100 3.25 -0.76 26.18 0| 0 31 0 4200 4.06 -0.84 25.77 0| 0 0 0 4300 4.92 -0.90 25.05 0| 0 20 0 4400 6.81 -0.97 24.01 0| 0 2 0 4600 8.79 -0.99 26.46 0| 0 94 0 4800 12.79 -1.00 32.00 0| 0 0 0 5200 Total 24| 42 1,853 +13 Indicative a-t-m Vol 30.00 Underlying Price 39.215 Time to expiry: 78 Days Nov 10 0.42 -0.11 38.98 0| 0 25 0 3200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.67 -0.17 36.22 0| 0 11 0 3400 1.07 -0.26 33.64 0| 0 11 0 3600 1.35 -0.32 32.72 0| 0 0 0 3700 1.67 -0.38 31.44 0| 0 5 0 3800 2.06 -0.45 30.27 0| 0 80 0 3900 2.52 -0.53 29.06 0| 0 12 0 4000 3.09 -0.60 28.38 0| 0 0 0 4100 3.73 -0.68 27.68 0| 0 0 0 4200 5.24 -0.81 26.76 0| 0 0 0 4400 6.97 -0.90 25.95 0| 0 0 0 4600 Total 0| 0 144 0 Indicative a-t-m Vol 30.10 Underlying Price 39.215 Time to expiry: 106 Days Dec 10 0.05 -0.01 58.41 0| 0 20 0 2000 0.11 -0.02 49.77 0| 0 60 0 2400 0.26 -0.06 43.71 0| 0 41 0 2800 0.61 -0.14 38.24 0| 0 4,026 0 3200 0.92 -0.20 35.56 0| 0 2,053 0 3400 1.38 -0.28 33.41 0| 0 1,935 0 3600 2.02 -0.39 31.54 0| 0 1,945 0 3800 2.86 -0.51 29.18 0| 0 9,876 0 4000 4.04 -0.64 28.00 0| 0 125 0 4200 5.45 -0.76 26.82 0| 0 2,752 0 4400 7.10 -0.86 25.98 0| 0 4,607 0 4600 8.90 -0.93 25.28 0| 0 3,086 0 4800 10.82 -0.97 25.17 0| 0 2,766 0 5000 12.80 -0.98 26.28 0| 0 159 0 5200 16.79 -1.00 24.58 0| 0 0 0 5600 20.79 -1.00 24.92 0| 0 0 0 6000 24.79 -1.00 25.76 0| 0 0 0 6400 32.78 -1.00 28.73 0| 0 0 0 7200 40.78 -1.00 33.00 0| 0 0 0 8000 Total 0| 0 33,451 0 Indicative a-t-m Vol 30.93 Underlying Price 39.215 Time to expiry: 197 Days Mar 11 0.33 -0.05 45.98 0| 0 7 0 2400 0.65 -0.10 41.07 0| 0 98 0 2800 1.24 -0.18 36.94 0| 0 160 0 3200 1.76 1.67 -0.24 35.08 1.76 1.76 22| 0 216 0 3400 2.25 -0.31 33.43 0| 0 895 0 3600 2.97 -0.39 31.87 0| 0 900 0 3800 4.02 3.85 -0.48 30.33 4.02 4.02 30| 0 61 0 4000 4.94 -0.58 29.10 0| 0 65 0 4200 6.23 -0.67 28.19 0| 0 0 0 4400 7.70 -0.75 27.45 0| 0 35 0 4600 9.34 -0.82 26.91 0| 0 0 0 4800 12.93 -0.93 25.99 0| 0 0 0 5200 16.80 -0.98 25.95 0| 0 0 0 5600 24.79 -1.00 26.10 0| 0 0 0 6400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 32.78 -1.00 28.00 0| 0 0 0 7200 Total 52| 0 2,437 0 Indicative a-t-m Vol 31.65 Underlying Price 39.215 Time to expiry: 288 Days Jun 11 0.56 -0.07 43.83 0| 0 114 0 2400 1.01 -0.12 39.64 0| 0 170 0 2800 1.79 -0.21 36.64 0| 0 31 0 3200 2.29 -0.26 34.87 0| 0 58 0 3400 2.94 -0.32 33.53 0| 0 580 0 3600 3.72 -0.39 32.27 0| 0 590 0 3800 4.65 -0.47 31.26 0| 0 3,010 0 4000 5.70 -0.54 30.06 0| 0 1,250 0 4200 6.94 -0.62 29.27 0| 0 0 0 4400 9.82 -0.76 27.84 0| 0 0 0 4800 11.45 -0.81 27.33 0| 0 710 0 5000 16.91 -0.93 26.69 0| 0 0 0 5600 20.79 -0.98 26.32 0| 0 0 0 6000 24.79 -1.00 26.13 0| 0 0 0 6400 40.78 -1.00 31.17 0| 0 0 0 8000 Total 0| 0 6,513 0 Indicative a-t-m Vol 33.02 Underlying Price 39.215 Time to expiry: 470 Days Dec 11 1.29 -0.11 43.10 0| 0 0 0 2400 3.16 -0.26 37.32 0| 0 0 0 3200 4.64 -0.36 34.85 0| 0 0 0 3600 6.50 -0.47 32.58 0| 0 500 0 4000 8.75 -0.59 30.33 0| 0 1,000 0 4400 11.48 -0.71 28.48 0| 0 1,600 0 4800 18.18 -0.87 26.98 0| 0 0 0 5600 21.88 -0.91 26.90 0| 0 0 0 6000 41.33 -0.99 28.67 0| 0 0 0 8000 Total 0| 0 3,100 0 Indicative a-t-m Vol 32.40 Underlying Price 39.215 Time to expiry: 652 Days Jun 12 1.88 -0.13 42.94 0| 0 0 0 2400 3.90 -0.26 36.58 0| 0 0 0 3200 5.39 -0.35 34.15 0| 0 0 0 3600 7.22 -0.45 31.97 0| 0 750 0 4000 9.39 -0.56 29.84 0| 0 0 0 4400 11.99 -0.66 28.09 0| 0 0 0 4800 22.08 -0.87 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Puts 173| 78 60,012 +13 Grand Total 434| 307 112,307 +164 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 27.70 Underlying Price 39.215 Time to expiry: 15 Days Sep 10 15.22 1.00 54.40 0| 0 0 0 2400 11.22 1.00 48.39 0| 0 0 0 2800 9.22 1.00 45.01 0| 0 0 0 3000 7.23 0.99 42.24 0| 0 0 0 3200 5.27 0.96 38.90 0| 0 0 0 3400 4.31 0.94 36.34 0| 0 0 0 3500 3.37 0.89 34.23 0| 0 868 0 3600 2.49 0.82 31.69 0| 0 0 0 3700 1.68 0.71 29.40 0| 0 0 0 3800 1.03 0.55 27.99 0| 0 0 0 3900 0.55 0.37 26.67 0| 0 1 0 4000 0.25 0.21 25.94 0| 0 0 0 4100 0.08 0.09 24.23 0| 0 100 0 4200 0.03 0.04 24.82 0| 0 0 0 4300 0.01 0.02 25.73 0| 0 78 0 4400 0.01 0.00 28.05 0| 0 200 0 4600 0.01 0.00 29.31 0| 0 330 0 4800 0.01 0.00 30.64 0| 0 1,613 0 5200 0.01 0.00 30.88 0| 0 80 0 5600 0.01 0.00 30.95 0| 0 15 0 6000 0.01 0.00 30.72 0| 0 10 0 6400 0.01 0.00 29.15 0| 0 0 0 7200 0.01 0.00 29.53 0| 0 0 0 8000 Total 0| 0 3,295 0 Indicative a-t-m Vol 30.93 Underlying Price 39.215 Time to expiry: 197 Days Mar 11 15.60 0.95 45.98 0| 0 0 0 2400 11.94 0.90 41.07 0| 0 0 0 2800 8.54 0.82 36.94 0| 0 0 0 3200 6.99 0.76 35.08 0| 0 0 0 3400 5.58 0.69 33.43 0| 0 0 0 3600 4.31 0.61 31.87 0| 0 0 0 3800 3.20 0.52 30.33 0| 0 0 0 4000 2.30 0.42 29.10 0| 0 0 0 4200 1.60 0.33 28.19 0| 0 0 0 4400 1.07 0.25 27.45 0| 0 10 0 4600 0.71 0.18 26.91 0| 0 15 0 4800 0.28 0.09 25.99 0| 0 0 0 5200 0.11 0.04 25.95 0| 0 20 0 5600 0.04 0.02 25.64 0| 0 0 0 6000 0.02 0.01 26.10 0| 0 0 0 6400 0.01 0.00 28.00 0| 0 0 0 7200 0.01 0.00 31.27 0| 0 0 0 8000 Total 0| 0 45 0 Indicative a-t-m Vol 31.63 Underlying Price 39.215 Time to expiry: 379 Days Sep 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.02 0.91 40.90 0| 0 0 0 2400 8.77 0.75 35.54 0| 0 0 0 3200 6.21 0.64 33.22 0| 0 0 0 3600 4.15 0.51 31.25 0| 0 0 0 4000 2.61 0.38 29.63 0| 0 30 0 4400 1.53 0.26 28.34 0| 0 45 0 4800 0.46 0.10 26.68 0| 0 0 0 5600 0.25 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 31.60 Underlying Price 39.215 Time to expiry: 561 Days Mar 12 15.63 0.89 39.35 0| 0 0 0 2400 9.79 0.74 35.19 0| 0 0 0 3200 7.36 0.65 33.10 0| 0 0 0 3600 5.30 0.54 31.24 0| 0 0 0 4000 3.65 0.43 29.67 0| 0 0 0 4400 2.44 0.33 28.41 0| 0 0 0 4800 0.63 0.12 26.41 0| 0 0 0 6000 0.12 0.03 27.89 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 3,415 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 27.70 Underlying Price 39.215 Time to expiry: 15 Days Sep 10 0.01 0.00 54.40 0| 0 0 0 2400 0.01 0.00 48.39 0| 0 0 0 2800 0.01 0.00 45.01 0| 0 0 0 3000 0.01 -0.01 42.24 0| 0 25 0 3200 0.05 -0.04 38.90 0| 0 0 0 3400 0.08 -0.06 36.34 0| 0 0 0 3500 0.15 -0.11 34.23 0| 0 708 0 3600 0.26 -0.18 31.69 0| 0 0 0 3700 0.46 -0.29 29.40 0| 0 0 0 3800 0.81 -0.45 27.99 0| 0 0 0 3900 1.33 -0.63 26.67 0| 0 445 0 4000 2.03 -0.79 25.94 0| 0 0 0 4100 2.86 -0.91 24.23 0| 0 0 0 4200 3.81 -0.96 24.82 0| 0 0 0 4300 4.79 -0.98 25.73 0| 0 916 0 4400 6.78 -1.00 28.05 0| 0 1,316 0 4600 8.78 -1.00 29.31 0| 0 125 0 4800 12.77 -1.00 30.64 0| 0 110 0 5200 16.77 -1.00 30.88 0| 0 0 0 5600 20.77 -1.00 30.95 0| 0 0 0 6000 24.77 -1.00 30.72 0| 0 1,000 0 6400 32.77 -1.00 29.15 0| 0 0 0 7200 40.77 -1.00 29.53 0| 0 0 0 8000 Total 0| 0 4,645 0 Indicative a-t-m Vol 30.93 Underlying Price 39.215 Time to expiry: 197 Days Mar 11 0.33 -0.05 45.98 0| 0 0 0 2400 0.65 -0.10 41.07 0| 0 0 0 2800 1.24 -0.18 36.94 0| 0 200 0 3200 1.67 -0.24 35.08 0| 0 0 0 3400 2.25 -0.31 33.43 0| 0 10 0 3600 2.97 -0.39 31.87 0| 0 20 0 3800 3.85 -0.48 30.33 0| 0 30 0 4000 4.94 -0.58 29.10 0| 0 0 0 4200 6.23 -0.67 28.19 0| 0 15 0 4400 7.69 -0.75 27.45 0| 0 564 0 4600 9.31 -0.82 26.91 0| 0 0 0 4800 12.87 -0.91 25.99 0| 0 0 0 5200 16.68 -0.96 25.95 0| 0 0 0 5600 20.59 -0.98 25.64 0| 0 0 0 6000 24.54 -0.99 26.10 0| 0 0 0 6400 32.49 -1.00 28.00 0| 0 0 0 7200 40.45 -1.00 31.27 0| 0 0 0 8000 Total 0| 0 839 0 Indicative a-t-m Vol 31.63 Underlying Price 39.215 Time to expiry: 379 Days Sep 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.81 -0.09 40.90 0| 0 0 0 2400 2.46 -0.25 35.54 0| 0 110 0 3200 3.86 -0.36 33.22 0| 0 0 0 3600 5.74 -0.49 31.25 0| 0 60 0 4000 8.16 -0.62 29.63 0| 0 600 0 4400 11.03 -0.74 28.34 0| 0 0 0 4800 17.87 -0.90 26.68 0| 0 0 0 5600 21.61 -0.94 26.25 0| 0 0 0 6000 41.14 -0.99 27.61 0| 0 0 0 8000 Total 0| 0 770 0 Indicative a-t-m Vol 31.60 Underlying Price 39.215 Time to expiry: 561 Days Mar 12 1.25 -0.11 39.35 0| 0 0 0 2400 3.26 -0.26 35.19 0| 0 0 0 3200 4.75 -0.35 33.10 0| 0 0 0 3600 6.62 -0.46 31.24 0| 0 0 0 4000 8.88 -0.57 29.67 0| 0 0 0 4400 11.60 -0.67 28.41 0| 0 0 0 4800 21.56 -0.88 26.41 0| 0 0 0 6000 40.66 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.98 Underlying Price 24.205 Time to expiry: 15 Days Sep 10 8.21 1.00 53.00 0| 0 0 0 1600 6.21 1.00 45.27 0| 0 0 0 1800 5.21 1.00 42.43 0| 0 0 0 1900 4.22 0.99 40.12 0| 0 7 0 2000 3.24 0.97 38.27 0| 0 0 0 2100 2.76 0.94 37.49 0| 0 0 0 2150 2.30 0.90 36.79 0| 0 0 0 2200 1.88 0.84 36.99 0| 0 0 0 2250 1.47 0.76 35.94 0| 10 18 -7 2300 1.11 0.67 35.35 0| 0 122 0 2350 0.80 0.56 34.21 0| 0 357 0 2400 0.55 0.45 33.66 0| 10 30 +10 2450 0.37 0.34 33.56 0| 0 53 0 2500 0.14 0.13 0.16 32.81 0.14 0.14 1| 0 11,243 0 2600 0.05 0.07 34.66 0| 0 18 0 2700 0.01 0.02 33.15 0| 0 64 0 2800 0.01 0.00 33.16 0| 0 31 0 3000 0.01 0.00 33.52 0| 0 3,414 0 3200 0.01 0.00 34.13 0| 0 1,210 0 3400 0.01 0.00 34.91 0| 0 9 0 3600 0.01 0.00 36.80 0| 0 5,339 0 4000 0.01 0.00 38.90 0| 0 0 0 4400 0.01 0.00 41.00 0| 0 50 0 4800 Total 1| 20 21,965 +3 Indicative a-t-m Vol 35.24 Underlying Price 24.205 Time to expiry: 43 Days Oct 10 5.40 0.92 54.07 0| 0 0 0 1900 4.44 0.89 47.59 0| 0 0 0 2000 3.52 0.85 42.88 0| 0 0 0 2100 3.08 0.82 41.04 0| 0 0 0 2150 2.67 0.78 39.50 0| 0 0 0 2200 2.28 0.73 38.10 0| 0 0 0 2250 1.92 0.68 37.21 0| 0 0 0 2300 1.59 0.62 36.34 0| 0 0 0 2350 1.30 0.55 35.51 0| 0 10 0 2400 1.04 0.49 34.88 0| 0 10 0 2450 0.82 0.42 34.25 0| 9 9 +9 2500 0.50 0.48 0.29 33.47 0.50 0.50 5| 0 0 0 2600 0.27 0.19 33.15 0| 0 0 0 2700 0.14 0.11 32.55 0| 0 0 0 2800 0.03 0.03 31.53 0| 0 90 0 3000 0.01 0.00 30.00 0| 0 0 0 3200 Total 5| 9 119 +9 Indicative a-t-m Vol 37.11 Underlying Price 24.205 Time to expiry: 78 Days Nov 10 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.62 0.88 51.00 0| 0 0 0 1900 4.71 0.84 46.75 0| 0 0 0 2000 3.86 0.79 43.40 0| 0 0 0 2100 3.45 0.76 42.00 0| 0 0 0 2150 3.07 0.73 40.77 0| 0 0 0 2200 2.70 0.69 39.57 0| 0 0 0 2250 2.36 0.65 38.68 0| 0 0 0 2300 2.05 0.61 37.80 0| 0 0 0 2350 1.77 0.56 37.34 0| 0 0 0 2400 1.52 0.51 36.79 0| 0 0 0 2450 0.90 0.36 35.26 0| 0 0 0 2600 0.40 0.20 34.13 0| 0 0 0 2800 0.17 0.10 34.33 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 37.49 Underlying Price 24.205 Time to expiry: 106 Days Dec 10 12.26 0.99 66.00 0| 0 0 0 1200 10.30 0.98 58.58 0| 0 0 0 1400 8.38 0.95 52.48 0| 0 0 0 1600 6.52 0.91 47.53 0| 0 3,000 0 1800 4.79 0.83 43.55 0| 0 0 0 2000 4.01 0.78 42.17 0| 0 0 0 2100 3.27 0.71 40.55 0| 0 2 0 2200 2.61 0.64 39.08 0| 0 0 0 2300 2.03 0.56 37.70 0| 0 1,149 0 2400 1.13 0.39 35.71 0| 0 85 0 2600 0.58 0.24 34.36 0| 0 346 0 2800 0.28 0.14 34.00 0| 0 271 0 3000 0.13 0.07 33.82 0| 0 149 0 3200 0.06 0.03 33.22 0| 0 129 0 3400 0.02 0.02 33.38 0| 0 137 0 3600 0.01 0.00 34.47 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 37.96 Underlying Price 24.205 Time to expiry: 197 Days Mar 11 10.43 0.95 55.00 0| 0 0 0 1400 8.60 0.91 50.16 0| 0 0 0 1600 6.86 0.86 46.14 0| 0 0 0 1800 5.27 0.78 42.85 0| 0 0 0 2000 4.54 0.73 41.42 0| 0 0 0 2100 3.87 0.68 40.16 0| 0 0 0 2200 3.25 0.62 38.94 0| 0 0 0 2300 2.71 0.56 38.14 0| 0 0 0 2400 1.81 0.44 36.45 0| 0 10 0 2600 1.15 0.33 35.24 0| 0 77 0 2800 0.70 0.23 34.15 0| 0 5 0 3000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.42 0.15 33.64 0| 0 40 0 3200 0.25 0.10 33.38 0| 0 0 0 3400 0.15 0.06 33.34 0| 0 0 0 3600 0.06 0.03 33.89 0| 0 0 0 4000 0.03 0.01 35.15 0| 0 40 0 4400 0.02 0.01 37.00 0| 0 0 0 4800 Total 0| 0 172 0 Indicative a-t-m Vol 37.72 Underlying Price 24.205 Time to expiry: 288 Days Jun 11 10.57 0.93 53.00 0| 0 0 0 1400 8.80 0.89 48.53 0| 0 0 0 1600 7.14 0.83 44.92 0| 0 0 0 1800 5.63 0.76 42.02 0| 0 0 0 2000 4.95 0.72 40.79 0| 0 0 0 2100 4.30 0.67 39.71 0| 0 0 0 2200 3.73 0.62 38.70 0| 0 0 0 2300 3.19 0.57 37.86 0| 0 100 0 2400 2.31 0.47 36.55 0| 0 0 0 2600 1.63 0.37 35.45 0| 0 145 0 2800 1.12 0.29 34.67 0| 0 10 0 3000 0.76 0.21 34.24 0| 0 0 0 3200 0.36 0.12 33.98 0| 0 0 0 3600 0.18 0.06 34.46 0| 0 1,000 0 4000 0.07 0.03 37.00 0| 0 0 0 4800 Total 0| 0 1,255 0 Indicative a-t-m Vol 39.57 Underlying Price 24.205 Time to expiry: 470 Days Dec 11 9.15 0.86 46.76 0| 0 0 0 1600 6.36 0.74 42.84 0| 0 0 0 2000 5.23 0.66 41.67 0| 0 0 0 2200 4.15 0.59 39.74 0| 0 1,250 0 2400 2.46 0.43 36.52 0| 0 1,000 0 2800 1.40 0.29 34.77 0| 0 0 0 3200 0.82 0.19 34.16 0| 0 120 0 3600 0.50 0.13 34.31 0| 0 0 0 4000 0.23 0.06 35.91 0| 0 0 0 4800 Total 0| 0 2,370 0 Indicative a-t-m Vol 40.73 Underlying Price 24.205 Time to expiry: 652 Days Jun 12 9.47 0.84 46.39 0| 0 0 0 1600 6.94 0.73 43.50 0| 0 0 0 2000 5.87 0.67 42.28 0| 0 0 0 2200 4.89 0.60 40.88 0| 0 0 0 2400 3.23 0.47 38.07 0| 0 0 0 2800 2.10 0.35 36.30 0| 0 0 0 3200 0.88 0.18 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 6| 29 31,230 +12 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.98 Underlying Price 24.205 Time to expiry: 15 Days Sep 10 0.01 0.00 53.00 0| 0 461 0 1600 0.01 0.00 45.27 0| 0 18 0 1800 0.01 0.00 42.43 0| 0 10 0 1900 0.01 -0.01 40.12 0| 0 203 0 2000 0.03 -0.03 38.27 0| 2 232 +2 2100 0.05 -0.06 37.49 0| 0 571 0 2150 0.09 -0.10 36.79 0| 10 2,305 0 2200 0.17 -0.16 36.99 0| 0 25 0 2250 0.26 -0.24 35.94 0| 0 15,863 0 2300 0.40 -0.33 35.35 0| 0 62 0 2350 0.59 -0.44 34.21 0| 80 286 +66 2400 0.84 -0.55 33.66 0| 0 0 0 2450 1.16 -0.66 33.56 0| 0 20 0 2500 1.92 -0.84 32.81 0| 0 1,036 0 2600 2.85 -0.93 34.66 0| 0 0 0 2700 3.80 -0.98 33.15 0| 0 113 0 2800 5.80 -1.00 33.16 0| 0 119 0 3000 7.80 -1.00 33.52 0| 0 24 0 3200 9.79 -1.00 34.13 0| 0 4 0 3400 11.80 -1.00 34.91 0| 0 0 0 3600 15.80 -1.00 36.80 0| 0 0 0 4000 19.80 -1.00 38.90 0| 0 0 0 4400 23.80 -1.00 41.00 0| 0 0 0 4800 Total 0| 92 21,352 +68 Indicative a-t-m Vol 35.24 Underlying Price 24.205 Time to expiry: 43 Days Oct 10 0.19 -0.08 54.07 0| 0 0 0 1900 0.22 -0.11 47.59 0| 0 0 0 2000 0.30 -0.15 42.88 0| 0 0 0 2100 0.37 -0.18 41.04 0| 0 0 0 2150 0.45 -0.22 39.50 0| 0 0 0 2200 0.56 -0.27 38.10 0| 0 0 0 2250 0.70 -0.32 37.21 0| 0 0 0 2300 0.87 -0.38 36.34 0| 0 0 0 2350 1.08 -0.45 35.51 0| 0 0 0 2400 1.32 -0.51 34.88 0| 0 120 0 2450 1.60 -0.58 34.25 0| 0 0 0 2500 2.26 -0.71 33.47 0| 0 0 0 2600 3.05 -0.81 33.15 0| 0 0 0 2700 3.92 -0.89 32.55 0| 0 0 0 2800 5.81 -0.97 31.53 0| 0 0 0 3000 7.80 -1.00 30.00 0| 0 0 0 3200 Total 0| 0 120 0 Indicative a-t-m Vol 37.11 Underlying Price 24.205 Time to expiry: 78 Days Nov 10 0.42 -0.13 51.00 0| 0 0 0 1900 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.52 -0.17 46.75 0| 0 0 0 2000 0.67 -0.22 43.40 0| 0 0 0 2100 0.77 -0.25 42.00 0| 0 0 0 2150 0.89 -0.28 40.77 0| 0 0 0 2200 1.02 -0.32 39.57 0| 0 0 0 2250 1.19 -0.36 38.68 0| 0 0 0 2300 1.39 -0.41 37.80 0| 0 0 0 2350 1.61 -0.46 37.34 0| 0 0 0 2400 1.87 -0.50 36.79 0| 0 0 0 2450 2.76 -0.65 35.26 0| 0 0 0 2600 4.27 -0.81 34.13 0| 0 0 0 2800 6.06 -0.90 34.33 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 37.49 Underlying Price 24.205 Time to expiry: 106 Days Dec 10 0.06 -0.02 66.00 0| 0 416 0 1200 0.10 -0.03 58.58 0| 0 286 0 1400 0.18 -0.06 52.48 0| 0 460 0 1600 0.34 -0.10 47.53 0| 0 3,000 0 1800 0.62 -0.18 43.55 0| 0 363 0 2000 0.85 -0.23 42.17 0| 0 150 0 2100 1.12 -0.30 40.55 0| 0 489 0 2200 1.47 -0.37 39.08 0| 0 0 0 2300 1.89 -0.45 37.70 0| 0 1,120 0 2400 3.00 -0.62 35.71 0| 0 95 0 2600 4.45 -0.76 34.36 0| 0 124 0 2800 6.16 -0.87 34.00 0| 0 195 0 3000 8.01 -0.93 33.82 0| 0 24 0 3200 9.93 -0.97 33.22 0| 0 5 0 3400 11.89 -0.98 33.38 0| 0 0 0 3600 15.87 -1.00 34.47 0| 0 0 0 4000 19.86 -1.00 36.42 0| 0 0 0 4400 23.85 -1.00 39.00 0| 0 0 0 4800 Total 0| 0 6,727 0 Indicative a-t-m Vol 37.96 Underlying Price 24.205 Time to expiry: 197 Days Mar 11 0.31 -0.06 55.00 0| 0 0 0 1400 0.49 -0.10 50.16 0| 0 0 0 1600 0.77 -0.15 46.14 0| 0 0 0 1800 1.19 -0.23 42.85 0| 0 150 0 2000 1.47 -0.28 41.42 0| 0 0 0 2100 1.81 -0.33 40.16 0| 0 380 0 2200 2.19 -0.38 38.94 0| 0 81 0 2300 2.66 -0.44 38.14 0| 0 235 0 2400 3.76 -0.56 36.45 0| 0 49 0 2600 5.10 -0.68 35.24 0| 0 0 0 2800 6.65 -0.78 34.15 0| 0 2 0 3000 8.36 -0.85 33.64 0| 0 0 0 3200 10.18 -0.90 33.38 0| 0 0 0 3400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.08 -0.94 33.34 0| 0 0 0 3600 15.97 -0.97 33.89 0| 0 0 0 4000 19.92 -0.99 35.15 0| 0 0 0 4400 23.89 -0.99 37.00 0| 0 0 0 4800 Total 0| 0 897 0 Indicative a-t-m Vol 37.72 Underlying Price 24.205 Time to expiry: 288 Days Jun 11 0.54 -0.08 53.00 0| 0 0 0 1400 0.78 -0.12 48.53 0| 0 0 0 1600 1.14 -0.18 44.92 0| 0 0 0 1800 1.64 -0.25 42.02 0| 0 30 0 2000 1.96 -0.29 40.79 0| 0 0 0 2100 2.32 -0.34 39.71 0| 0 0 0 2200 2.74 -0.39 38.70 0| 0 0 0 2300 3.21 -0.44 37.86 0| 0 25 0 2400 4.33 -0.54 36.55 0| 0 0 0 2600 5.63 -0.63 35.45 0| 0 5 0 2800 7.12 -0.72 34.67 0| 0 0 0 3000 8.75 -0.79 34.24 0| 0 0 0 3200 12.32 -0.89 33.98 0| 0 0 0 3600 16.12 -0.94 34.46 0| 0 100 0 4000 23.94 -0.97 37.00 0| 0 0 0 4800 Total 0| 0 160 0 Indicative a-t-m Vol 39.57 Underlying Price 24.205 Time to expiry: 470 Days Dec 11 1.32 -0.16 46.76 0| 0 0 0 1600 2.54 -0.27 42.84 0| 0 0 0 2000 3.40 -0.34 41.67 0| 0 0 0 2200 4.31 -0.42 39.74 0| 0 1,250 0 2400 6.58 -0.57 36.52 0| 0 1,005 0 2800 9.47 -0.71 34.77 0| 0 0 0 3200 12.84 -0.81 34.16 0| 0 0 0 3600 16.46 -0.87 34.31 0| 0 0 0 4000 24.08 -0.94 35.91 0| 0 0 0 4800 Total 0| 0 2,255 0 Indicative a-t-m Vol 40.73 Underlying Price 24.205 Time to expiry: 652 Days Jun 12 1.85 -0.17 46.39 0| 0 0 0 1600 3.31 -0.28 43.50 0| 0 0 0 2000 4.23 -0.34 42.28 0| 0 0 0 2200 5.22 -0.40 40.88 0| 0 0 0 2400 7.49 -0.53 38.07 0| 0 0 0 2800 10.29 -0.65 36.30 0| 0 0 0 3200 16.91 -0.82 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 92 31,511 +68 Grand Total 6| 121 62,741 +80 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.98 Underlying Price 24.205 Time to expiry: 15 Days Sep 10 12.21 1.00 82.97 0| 0 0 0 1200 10.21 1.00 64.92 0| 0 0 0 1400 8.21 1.00 53.00 0| 0 0 0 1600 6.21 1.00 45.20 0| 0 0 0 1800 5.21 1.00 42.34 0| 0 0 0 1900 4.22 0.99 40.04 0| 0 8 0 2000 3.24 0.97 38.19 0| 0 0 0 2100 2.76 0.94 37.41 0| 0 0 0 2150 2.30 0.90 36.72 0| 0 18 0 2200 1.88 0.84 36.99 0| 0 0 0 2250 1.47 0.76 35.94 0| 0 0 0 2300 1.11 0.67 35.06 0| 0 0 0 2350 0.80 0.56 34.21 0| 0 47,501 0 2400 0.55 0.45 33.66 0| 0 0 0 2450 0.37 0.34 33.56 0| 0 0 0 2500 0.13 0.16 32.81 0| 0 0 0 2600 0.05 0.07 34.66 0| 0 0 0 2700 0.01 0.02 33.17 0| 0 414 0 2800 0.01 0.00 33.22 0| 0 800 0 3000 0.01 0.00 33.60 0| 0 400 0 3200 0.01 0.00 34.23 0| 0 460 0 3400 0.01 0.00 35.02 0| 0 200 0 3600 0.01 0.00 36.91 0| 0 1,060 0 4000 0.01 0.00 38.97 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 37.96 Underlying Price 24.205 Time to expiry: 197 Days Mar 11 12.16 0.96 60.75 0| 0 0 0 1200 10.29 0.94 55.00 0| 0 0 0 1400 8.48 0.90 50.16 0| 0 0 0 1600 6.76 0.85 46.14 0| 0 0 0 1800 5.20 0.77 42.85 0| 0 0 0 2000 4.48 0.72 41.42 0| 0 0 0 2100 3.82 0.67 40.16 0| 0 0 0 2200 3.21 0.62 38.94 0| 0 0 0 2300 2.68 0.56 38.14 0| 0 75 0 2400 1.80 0.44 36.45 0| 0 0 0 2600 1.14 0.32 35.24 0| 0 100 0 2800 0.70 0.23 34.15 0| 0 50 0 3000 0.41 0.15 33.64 0| 0 60 0 3200 0.25 0.10 33.38 0| 0 0 0 3400 0.15 0.06 33.34 0| 0 0 0 3600 0.06 0.03 33.89 0| 0 0 0 4000 0.03 0.01 35.15 0| 0 0 0 4400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.02 0.01 37.00 0| 0 0 0 4800 Total 0| 0 285 0 Indicative a-t-m Vol 39.72 Underlying Price 24.205 Time to expiry: 379 Days Sep 11 8.80 0.86 46.85 0| 0 0 0 1600 5.93 0.74 42.45 0| 0 0 0 2000 4.76 0.66 41.10 0| 0 0 0 2200 3.76 0.58 39.87 0| 0 10 0 2400 2.14 0.41 37.00 0| 0 0 0 2800 1.10 0.26 34.71 0| 0 624 0 3200 0.55 0.15 33.63 0| 0 90 0 3600 0.27 0.09 33.00 0| 0 0 0 4000 0.09 0.03 33.57 0| 0 0 0 4800 Total 0| 0 724 0 Indicative a-t-m Vol 38.61 Underlying Price 24.205 Time to expiry: 561 Days Mar 12 9.17 0.83 46.82 0| 0 0 0 1600 6.45 0.72 41.98 0| 0 0 0 2000 5.30 0.66 40.09 0| 0 0 0 2200 4.31 0.59 38.73 0| 0 0 0 2400 2.72 0.44 36.46 0| 0 0 0 2800 1.66 0.32 34.73 0| 0 0 0 3200 0.98 0.21 33.64 0| 0 0 0 3600 0.56 0.14 32.61 0| 0 0 0 4000 0.24 0.07 33.33 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 51,875 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.98 Underlying Price 24.205 Time to expiry: 15 Days Sep 10 0.01 0.00 82.97 0| 0 0 0 1200 0.01 0.00 64.92 0| 0 518 0 1400 0.01 0.00 53.00 0| 0 50 0 1600 0.01 0.00 45.20 0| 0 500 0 1800 0.01 0.00 42.34 0| 0 0 0 1900 0.01 -0.01 40.04 0| 0 426 0 2000 0.03 -0.03 38.19 0| 0 0 0 2100 0.05 -0.06 37.41 0| 0 0 0 2150 0.09 -0.10 36.72 0| 0 565 0 2200 0.17 -0.16 36.99 0| 0 0 0 2250 0.26 -0.24 35.94 0| 0 1 0 2300 0.40 -0.33 35.06 0| 0 0 0 2350 0.59 -0.44 34.21 0| 0 47,200 0 2400 0.84 -0.55 33.66 0| 0 0 0 2450 1.16 -0.66 33.56 0| 0 0 0 2500 1.92 -0.84 32.81 0| 10 330 0 2600 2.84 -0.93 34.66 0| 0 0 0 2700 3.80 -0.98 33.17 0| 0 364 0 2800 5.79 -1.00 33.22 0| 0 325 0 3000 7.79 -1.00 33.60 0| 0 889 0 3200 9.79 -1.00 34.23 0| 0 400 0 3400 11.79 -1.00 35.02 0| 0 115 0 3600 15.79 -1.00 36.91 0| 0 0 0 4000 19.79 -1.00 38.97 0| 0 610 0 4400 23.79 -1.00 41.00 0| 0 0 0 4800 Total 0| 10 52,293 0 Indicative a-t-m Vol 37.96 Underlying Price 24.205 Time to expiry: 197 Days Mar 11 0.19 -0.04 60.75 0| 0 2,093 0 1200 0.31 -0.06 55.00 0| 0 500 0 1400 0.49 -0.10 50.16 0| 0 2,500 0 1600 0.77 -0.15 46.14 0| 0 0 0 1800 1.19 -0.23 42.85 0| 0 1,500 0 2000 1.47 -0.28 41.42 0| 0 0 0 2100 1.81 -0.33 40.16 0| 0 200 0 2200 2.19 -0.38 38.94 0| 0 100 0 2300 2.65 -0.44 38.14 0| 0 93 0 2400 3.76 -0.56 36.45 0| 0 50 0 2600 5.09 -0.68 35.24 0| 0 218 0 2800 6.64 -0.77 34.15 0| 0 170 0 3000 8.35 -0.85 33.64 0| 0 0 0 3200 10.17 -0.90 33.38 0| 0 0 0 3400 12.06 -0.94 33.34 0| 0 50 0 3600 15.95 -0.97 33.89 0| 0 0 0 4000 19.90 -0.99 35.15 0| 0 0 0 4400 23.86 -0.99 37.00 0| 0 0 0 4800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 39.72 Underlying Price 24.205 Time to expiry: 379 Days Sep 11 1.02 -0.14 46.85 0| 0 0 0 1600 2.10 -0.26 42.45 0| 0 220 0 2000 2.91 -0.34 41.10 0| 0 0 0 2200 3.88 -0.42 39.87 0| 0 0 0 2400 6.21 -0.59 37.00 0| 0 40 0 2800 9.12 -0.74 34.71 0| 0 90 0 3200 12.53 -0.85 33.63 0| 0 0 0 3600 16.20 -0.91 33.00 0| 0 0 0 4000 23.92 -0.97 33.57 0| 0 0 0 4800 Total 0| 0 350 0 Indicative a-t-m Vol 38.61 Underlying Price 24.205 Time to expiry: 561 Days Mar 12 1.61 -0.17 46.82 0| 0 60 0 1600 2.82 -0.28 41.98 0| 0 32 0 2000 3.63 -0.34 40.09 0| 0 0 0 2200 4.60 -0.41 38.73 0| 0 0 0 2400 6.94 -0.56 36.46 0| 0 0 0 2800 9.79 -0.68 34.73 0| 0 0 0 3200 13.04 -0.79 33.64 0| 0 0 0 3600 16.54 -0.86 32.61 0| 0 0 0 4000 24.07 -0.93 33.33 0| 0 0 0 4800 Total 0| 0 92 0 Total Puts 0| 10 60,209 0 Grand Total 0| 10 112,084 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 35.80 Underlying Price 32.185 Time to expiry: 15 Days Sep 10 12.19 1.00 54.65 0| 0 0 0 2000 10.19 1.00 50.06 0| 0 0 0 2200 8.19 1.00 46.19 0| 0 0 0 2400 6.20 0.99 42.89 0| 0 2 0 2600 4.24 0.96 40.04 0| 0 0 0 2800 3.31 0.91 38.61 0| 0 0 0 2900 2.44 0.82 37.70 0| 0 1 0 3000 1.68 0.70 36.82 0| 0 0 0 3100 1.06 0.55 35.96 0| 0 3 0 3200 0.61 0.38 35.12 0| 0 0 0 3300 0.31 0.23 34.32 0| 0 1 0 3400 0.12 0.12 32.83 0| 0 0 0 3500 0.04 0.05 31.41 0| 0 4 0 3600 0.01 0.02 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 32.79 Underlying Price 32.185 Time to expiry: 106 Days Dec 10 12.29 0.98 44.77 0| 0 0 0 2000 10.35 0.96 42.01 0| 0 0 0 2200 8.47 0.93 39.75 0| 0 0 0 2400 5.07 0.79 36.30 0| 0 0 0 2800 3.61 0.69 34.41 0| 0 0 0 3000 2.41 0.55 32.92 0| 0 0 0 3200 1.49 0.41 31.55 0| 0 310 0 3400 0.86 0.28 30.54 0| 0 9 0 3600 0.47 0.18 30.20 0| 0 542 0 3800 0.23 0.10 29.29 0| 0 0 0 4000 0.11 0.05 28.93 0| 0 20 0 4200 0.05 0.03 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 31.60 Underlying Price 32.185 Time to expiry: 197 Days Mar 11 12.53 0.95 43.66 0| 0 0 0 2000 10.70 0.92 41.68 0| 0 0 0 2200 8.94 0.88 39.53 0| 0 0 0 2400 5.74 0.75 35.33 0| 0 6 0 2800 4.36 0.67 33.44 0| 0 0 0 3000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.16 0.57 31.74 0| 0 0 0 3200 2.18 0.46 30.22 0| 0 0 0 3400 1.44 0.35 29.06 0| 0 52 0 3600 0.88 0.25 27.96 0| 0 1 0 3800 0.53 0.17 27.13 0| 0 5 0 4000 0.30 0.11 26.55 0| 0 0 0 4200 0.17 0.07 26.15 0| 0 0 0 4400 0.05 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 31.53 Underlying Price 32.185 Time to expiry: 288 Days Jun 11 12.84 0.93 43.60 0| 0 0 0 2000 11.10 0.89 41.61 0| 0 0 0 2200 9.43 0.85 39.46 0| 0 0 0 2400 6.35 0.74 35.26 0| 0 0 0 2800 5.00 0.66 33.37 0| 0 0 0 3000 3.81 0.58 31.67 0| 0 0 0 3200 2.80 0.48 30.15 0| 0 0 0 3400 2.00 0.39 28.99 0| 0 0 0 3600 1.38 0.31 27.89 0| 0 0 0 3800 0.92 0.23 27.06 0| 0 0 0 4000 0.39 0.12 26.08 0| 0 0 0 4400 0.16 0.06 25.89 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 2,409 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 35.80 Underlying Price 32.185 Time to expiry: 15 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 0.05 -0.04 40.04 0| 0 0 0 2800 0.11 -0.09 38.61 0| 0 0 0 2900 0.25 -0.18 37.70 0| 0 0 0 3000 0.49 -0.30 36.82 0| 0 0 0 3100 0.87 -0.45 35.96 0| 0 0 0 3200 1.42 -0.62 35.12 0| 0 250 0 3300 2.12 -0.77 34.32 0| 0 100 0 3400 2.93 -0.88 32.83 0| 0 0 0 3500 3.85 -0.95 31.41 0| 0 0 0 3600 4.82 -0.99 30.49 0| 0 0 0 3700 5.82 -1.00 30.04 0| 0 20 0 3800 7.82 -1.00 30.51 0| 0 0 0 4000 9.82 -1.00 30.91 0| 0 3 0 4200 11.82 -1.00 31.29 0| 0 0 0 4400 15.82 -1.00 31.73 0| 0 1 0 4800 23.82 -1.00 32.13 0| 0 0 0 5600 Total 0| 0 889 0 Indicative a-t-m Vol 32.79 Underlying Price 32.185 Time to expiry: 106 Days Dec 10 0.05 -0.02 44.77 0| 0 0 0 2000 0.11 -0.04 42.01 0| 0 0 0 2200 0.23 -0.07 39.75 0| 0 3 0 2400 0.81 -0.21 36.30 0| 0 0 0 2800 1.35 -0.31 34.41 0| 0 20 0 3000 2.15 -0.45 32.92 0| 0 9 0 3200 3.23 -0.59 31.55 0| 0 0 0 3400 4.60 -0.72 30.54 0| 0 0 0 3600 6.22 -0.83 30.20 0| 0 500 0 3800 7.98 -0.91 29.29 0| 0 0 0 4000 9.87 -0.96 28.93 0| 0 0 0 4200 11.82 -0.99 28.67 0| 0 0 0 4400 15.82 -1.00 28.58 0| 0 0 0 4800 23.82 -1.00 29.21 0| 0 0 0 5600 Total 0| 0 532 0 Indicative a-t-m Vol 31.60 Underlying Price 32.185 Time to expiry: 197 Days Mar 11 0.24 -0.05 43.66 0| 0 0 0 2000 0.40 -0.08 41.68 0| 0 3 0 2200 0.63 -0.12 39.53 0| 0 0 0 2400 1.41 -0.25 35.33 0| 0 5 0 2800 2.02 -0.33 33.44 0| 0 0 0 3000 2.82 -0.44 31.74 0| 0 1 0 3200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.84 -0.55 30.22 0| 0 20 0 3400 5.10 -0.66 29.06 0| 0 243 0 3600 6.55 -0.76 27.96 0| 0 0 0 3800 8.20 -0.84 27.13 0| 0 0 0 4000 9.99 -0.91 26.55 0| 0 0 0 4200 11.87 -0.95 26.15 0| 0 0 0 4400 15.82 -1.00 25.96 0| 0 0 0 4800 23.82 -1.00 27.68 0| 0 0 0 5600 Total 0| 0 272 0 Indicative a-t-m Vol 31.53 Underlying Price 32.185 Time to expiry: 288 Days Jun 11 0.49 -0.07 43.60 0| 0 3 0 2000 0.73 -0.11 41.61 0| 0 0 0 2200 1.04 -0.15 39.46 0| 0 0 0 2400 1.94 -0.27 35.26 0| 0 0 0 2800 2.58 -0.34 33.37 0| 0 0 0 3000 3.37 -0.43 31.67 0| 0 0 0 3200 4.35 -0.52 30.15 0| 0 0 0 3400 5.56 -0.61 28.99 0| 0 0 0 3600 6.93 -0.70 27.89 0| 0 0 0 3800 8.48 -0.79 27.06 0| 0 0 0 4000 11.99 -0.91 26.08 0| 0 0 0 4400 15.83 -0.98 25.89 0| 0 0 0 4800 Total 0| 0 3 0 Total Puts 0| 0 1,696 0 Grand Total 0| 0 4,105 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 41.29 Underlying Price 12.885 Time to expiry: 15 Days Sep 10 4.09 1.00 71.00 0| 0 0 0 880 3.29 0.99 61.23 0| 0 0 0 960 3.12 0.99 59.32 0| 0 0 0 977 1.93 0.93 53.50 0| 0 120 0 1100 1.47 0.88 48.98 0| 0 120 0 1150 1.27 0.85 46.18 0| 39 1,301 -39 1172 1.03 0.79 44.09 0| 0 240 0 1200 0.67 0.65 42.11 0| 50 1,393 0 1250 0.46 0.39 0.48 41.07 0.46 0.46 25| 404 15,757 +252 1300 0.18 0.15 0.25 39.25 0.18 0.17 213| 0 10,139 0 1368 0.13 0.09 0.17 39.95 0.13 0.13 61| 500 5,411 0 1400 0.03 0.06 38.98 0| 0 15,409 0 1466 0.02 0.04 41.51 0| 0 1,837 0 1500 0.01 0.01 41.80 0| 0 13,226 0 1563 0.01 0.00 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 45.59 0| 0 0 0 2736 Total 299| 993 135,921 +213 Indicative a-t-m Vol 39.87 Underlying Price 12.885 Time to expiry: 43 Days Oct 10 3.35 0.95 55.79 0| 0 0 0 960 2.97 0.93 52.37 0| 0 0 0 1000 2.07 0.85 47.90 0| 0 120 0 1100 1.65 0.79 45.11 0| 120 120 +120 1150 1.28 0.71 43.34 0| 0 1,701 0 1200 0.94 0.61 41.26 0| 0 295 0 1250 0.66 0.50 39.48 0| 100 405 0 1300 0.44 0.39 38.19 0| 0 377 0 1350 0.28 0.29 37.59 0| 0 448 0 1400 0.17 0.20 36.86 0| 100 2,523 +36 1450 0.10 0.13 36.11 0| 0 313 0 1500 0.05 0.07 35.25 0| 0 1 0 1550 0.03 0.04 35.45 0| 0 900 0 1600 0.01 0.01 35.77 0| 0 21 0 1700 0.01 0.01 36.90 0| 0 0 0 1800 Total 0| 320 7,224 +156 Indicative a-t-m Vol 40.54 Underlying Price 12.885 Time to expiry: 78 Days Nov 10 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.47 0.90 54.64 0| 0 0 0 960 3.11 0.88 52.39 0| 0 0 0 1000 2.27 0.80 47.64 0| 0 65 0 1100 1.88 0.74 45.70 0| 0 0 0 1150 1.53 0.68 43.88 0| 0 2 0 1200 1.25 1.20 0.60 41.95 1.25 1.25 65| 100 379 +100 1250 0.98 0.92 0.52 40.14 0.98 0.98 100| 0 155 0 1300 0.50 0.35 37.85 0| 0 1 0 1400 0.23 0.21 35.75 0| 0 120 0 1500 0.10 0.10 34.43 0| 0 0 0 1600 Total 165| 100 722 +100 Indicative a-t-m Vol 40.61 Underlying Price 12.885 Time to expiry: 106 Days Dec 10 9.00 1.00 94.00 0| 0 0 0 391 8.22 0.99 85.94 0| 0 0 0 469 7.46 0.99 78.81 0| 0 0 0 547 7.07 0.98 75.57 0| 0 0 0 586 6.69 0.98 72.53 0| 0 75 0 625 5.94 0.97 66.99 0| 0 0 0 703 5.18 0.95 61.39 0| 0 0 0 782 4.46 0.93 58.38 0| 0 3 0 860 3.75 0.89 54.19 0| 0 10 0 938 3.41 0.87 52.64 0| 0 0 0 977 2.60 0.80 48.12 0| 0 2,764 0 1075 1.87 0.70 44.49 0| 0 3,201 0 1172 1.08 0.53 40.25 0| 100 12,007 +100 1300 0.76 0.43 38.38 0| 0 17,227 0 1368 0.34 0.25 35.70 0| 0 20,846 0 1500 0.22 0.18 35.06 0| 0 43,395 0 1563 0.17 0.15 34.40 0| 0 15,763 0 1600 0.08 0.08 33.44 0| 0 34,225 0 1700 0.04 0.04 31.75 0| 0 21,031 0 1759 0.02 0.03 31.20 0| 0 15,799 0 1800 0.01 0.01 30.02 0| 0 3,750 0 1900 0.01 0.01 29.46 0| 0 39,420 0 1954 0.01 0.00 27.85 0| 0 7,876 0 2150 0.01 0.00 26.79 0| 0 1,125 0 2345 0.01 0.00 25.98 0| 0 53,880 0 2736 0.01 0.00 26.48 0| 0 605 0 3127 0.01 0.00 27.92 0| 0 25 0 3517 0.01 0.00 30.02 0| 0 25 0 3908 Total 0| 100 293,052 +100 Indicative a-t-m Vol 40.71 Underlying Price 12.885 Time to expiry: 197 Days Mar 11 4.50 0.88 54.11 0| 0 0 0 880 3.84 0.84 51.49 0| 0 0 0 960 3.52 0.81 49.73 0| 0 87 0 1000 2.77 0.74 46.42 0| 0 0 0 1100 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.10 0.66 43.55 0| 0 170 0 1200 1.50 1.50 0.55 40.36 1.50 1.50 2| 4 3,934 0 1300 1.02 0.44 37.61 0| 75 1,811 0 1400 0.65 0.33 35.63 0| 0 7,356 0 1500 0.40 0.24 33.92 0| 0 10,994 0 1600 0.23 0.15 32.55 0| 0 12,437 0 1700 0.12 0.09 31.33 0| 200 475 0 1800 0.07 0.06 30.71 0| 0 1,954 0 1900 0.04 0.04 30.88 0| 0 5,435 0 2000 0.02 0.02 31.74 0| 0 85 0 2200 0.01 0.01 34.00 0| 0 229 0 2400 Total 2| 279 44,967 0 Indicative a-t-m Vol 40.29 Underlying Price 12.885 Time to expiry: 288 Days Jun 11 9.02 0.99 73.00 0| 0 0 0 391 8.27 0.99 69.79 0| 0 0 0 469 7.53 0.98 66.23 0| 0 0 0 547 7.17 0.97 64.37 0| 0 0 0 586 6.07 0.95 57.46 0| 0 0 0 703 5.38 0.92 55.30 0| 0 79 0 782 4.70 0.89 52.07 0| 0 199 0 860 4.07 0.85 49.89 0| 0 111 0 938 3.75 0.83 48.13 0| 0 85 0 977 2.86 0.74 44.96 0| 0 12 0 1100 2.38 0.68 43.04 0| 0 233 0 1172 2.22 0.66 42.64 0| 0 3,837 0 1200 1.65 0.56 40.00 0| 0 353 0 1300 1.34 1.34 0.50 38.97 1.34 1.34 53| 0 3,332 0 1368 1.20 0.47 38.34 0| 0 2,831 0 1400 0.80 0.36 35.83 0| 200 8,932 +100 1500 0.60 0.30 34.34 0| 0 27,017 0 1563 0.24 0.15 31.78 0| 0 2,083 0 1759 0.10 0.07 31.37 0| 0 1,535 0 1954 0.04 0.03 31.37 0| 0 430 0 2150 0.02 0.02 31.38 0| 0 3,054 0 2345 0.01 0.00 36.00 0| 0 0 0 3127 Total 53| 200 54,123 +100 Indicative a-t-m Vol 42.51 Underlying Price 12.885 Time to expiry: 470 Days Dec 11 8.31 0.98 68.00 0| 0 0 0 469 7.24 0.95 62.09 0| 0 0 0 586 6.24 0.92 58.39 0| 0 0 0 703 5.60 0.89 55.82 0| 0 0 0 782 4.98 0.85 53.37 0| 0 0 0 860 4.41 0.81 51.07 0| 0 0 0 938 4.12 0.79 49.88 0| 0 0 0 977 2.87 0.67 44.93 0| 0 7,100 0 1172 1.86 0.53 40.88 0| 0 8,030 0 1368 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.33 0.43 38.53 0| 0 2,580 0 1500 1.13 0.39 37.72 0| 0 18,000 0 1563 1.01 0.36 37.07 0| 0 3,000 0 1600 0.65 0.26 35.30 0| 0 60,167 0 1759 0.60 0.24 35.46 0| 0 200 0 1800 0.39 0.18 34.72 0| 0 1,700 0 1954 0.25 0.12 35.09 0| 0 9,107 0 2150 0.19 0.09 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 43.02 Underlying Price 12.885 Time to expiry: 652 Days Jun 12 7.10 0.95 61.61 0| 0 0 0 600 5.51 0.88 56.00 0| 0 0 0 800 3.06 0.67 46.00 0| 0 80 0 1172 2.04 0.54 41.00 0| 0 0 0 1368 1.30 0.41 37.84 0| 0 0 0 1563 0.77 0.29 34.88 0| 0 0 0 1759 0.43 0.19 32.80 0| 0 0 0 1954 0.22 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 41.35 Underlying Price 12.885 Time to expiry: 841 Days Dec 12 7.13 0.95 60.00 0| 0 0 0 600 5.56 0.87 53.85 0| 0 0 0 800 3.15 0.67 43.48 0| 0 0 0 1172 1.81 0.49 38.13 0| 0 132 0 1466 1.47 0.43 36.57 0| 0 3,500 0 1563 1.33 0.40 35.91 0| 0 5,000 0 1600 1.17 0.37 35.13 0| 0 2,001 0 1661 0.85 0.30 33.70 0| 0 8,500 0 1800 0.63 0.24 33.34 0| 0 6,502 0 1954 0.44 0.18 33.11 0| 0 12,500 0 2150 0.37 0.15 34.36 0| 0 9 0 2345 0.28 0.10 40.99 0| 0 0 0 3127 Total 0| 0 38,144 0 Indicative a-t-m Vol 40.73 Underlying Price 12.885 Time to expiry: 1023 Days Jun 13 7.05 0.97 60.42 0| 0 0 0 600 5.48 0.88 54.64 0| 0 0 0 800 2.93 0.66 42.43 0| 0 0 0 1200 2.02 0.53 38.61 0| 0 0 0 1400 1.36 0.41 35.91 0| 0 0 0 1600 0.55 0.22 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 40.64 Underlying Price 12.885 Time to expiry: 1205 Days Dec 13 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.08 0.96 60.00 0| 0 0 0 600 5.55 0.87 54.00 0| 0 0 0 800 3.05 0.66 42.00 0| 0 6 0 1200 1.52 0.43 35.91 0| 0 0 0 1600 0.64 0.24 31.35 0| 0 0 0 2000 0.55 0.19 35.24 0| 0 0 0 2400 Total 0| 0 6 0 Indicative a-t-m Vol 41.42 Underlying Price 12.885 Time to expiry: 1569 Days Dec 14 7.00 0.98 60.29 0| 0 0 0 600 5.43 0.89 54.51 0| 0 0 0 800 3.11 0.67 43.00 0| 0 0 0 1200 1.59 0.45 35.91 0| 0 0 0 1600 0.82 0.28 32.71 0| 0 0 0 2000 0.68 0.23 35.51 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 519| 1,992 684,123 +669 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 41.29 Underlying Price 12.885 Time to expiry: 15 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 0| 3,000 5,592 +3,000 1100 0.08 -0.12 48.98 0| 0 122 0 1150 0.10 -0.15 46.18 0| 3,000 16,856 +2,000 1172 0.14 -0.21 44.09 0| 0 5,839 0 1200 0.28 -0.35 42.11 0| 0 1,781 0 1250 0.50 -0.52 41.07 0| 0 16,852 0 1300 0.94 -0.75 39.25 0| 0 7,510 0 1368 1.21 -0.83 39.95 0| 0 810 0 1400 1.80 -0.94 38.98 0| 0 3,515 0 1466 2.13 -0.96 41.51 0| 0 27 0 1500 2.75 -0.99 41.80 0| 0 7,250 0 1563 3.73 -1.00 45.62 0| 0 204 0 1661 4.71 -1.00 48.13 0| 0 427 0 1759 5.12 -1.00 49.30 0| 0 15 0 1800 5.68 -1.00 50.98 0| 0 1 0 1856 6.12 -1.00 52.37 0| 0 0 0 1900 6.66 -1.00 54.12 0| 0 11 0 1954 7.64 -1.00 57.43 0| 0 175 0 2052 8.62 -1.00 60.84 0| 0 160 0 2150 10.57 -1.00 67.76 0| 0 0 0 2345 14.48 -1.00 45.59 0| 0 0 0 2736 Total 0| 6,000 79,598 +5,000 Indicative a-t-m Vol 39.87 Underlying Price 12.885 Time to expiry: 43 Days Oct 10 0.06 -0.05 55.79 0| 0 0 0 960 0.07 -0.07 52.37 0| 0 250 0 1000 0.18 -0.15 47.90 0| 0 240 0 1100 0.26 -0.21 45.11 0| 0 0 0 1150 0.38 -0.29 43.34 0| 0 8,673 0 1200 0.54 -0.39 41.26 0| 60 547 +60 1250 0.74 0.76 -0.50 39.48 0.74 0.74 3| 0 160 0 1300 1.04 -0.61 38.19 0| 120 100 -70 1350 1.39 -0.72 37.59 0| 0 54 0 1400 1.78 -0.80 36.86 0| 0 100 0 1450 2.20 -0.88 36.11 0| 0 329 0 1500 2.66 -0.93 35.25 0| 0 0 0 1550 3.14 -0.96 35.45 0| 0 84 0 1600 4.12 -0.99 35.77 0| 0 123 0 1700 5.12 -1.00 36.90 0| 0 0 0 1800 Total 3| 180 10,660 -10 Indicative a-t-m Vol 40.54 Underlying Price 12.885 Time to expiry: 78 Days Nov 10 0.17 -0.10 54.64 0| 0 0 0 960 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 52.39 0| 0 240 0 1000 0.36 -0.20 47.64 0| 0 129 0 1100 0.48 -0.26 45.70 0| 0 63 0 1150 0.62 -0.32 43.88 0| 0 155 0 1200 0.80 -0.40 41.95 0| 0 69 0 1250 1.01 -0.48 40.14 0| 0 95 0 1300 1.59 -0.65 37.85 0| 120 120 +120 1400 2.33 -0.80 35.75 0| 0 0 0 1500 3.19 -0.90 34.43 0| 0 0 0 1600 Total 0| 120 871 +120 Indicative a-t-m Vol 40.61 Underlying Price 12.885 Time to expiry: 106 Days Dec 10 0.01 0.00 94.00 0| 0 0 0 391 0.02 -0.01 85.94 0| 0 10 0 469 0.03 -0.01 78.81 0| 0 269 0 547 0.04 -0.02 75.57 0| 0 375 0 586 0.04 -0.02 72.53 0| 0 180 0 625 0.07 -0.03 66.99 0| 0 350 0 703 0.09 -0.05 61.39 0| 0 3,785 0 782 0.15 -0.07 58.38 0| 0 1,203 0 860 0.22 -0.11 54.19 0| 0 1,402 0 938 0.27 -0.13 52.64 0| 0 2,370 0 977 0.43 -0.20 48.12 0| 2,000 27,017 -1,211 1075 0.67 -0.30 44.49 0| 100 13,260 0 1172 1.17 -0.47 40.25 0| 0 13,684 0 1300 1.53 -0.57 38.38 0| 120 29,567 -32 1368 2.42 -0.75 35.70 0| 0 16,333 0 1500 2.94 -0.82 35.06 0| 0 18,777 0 1563 3.25 -0.86 34.40 0| 0 0 0 1600 4.17 -0.93 33.44 0| 0 10,801 0 1700 4.72 -0.97 31.75 0| 0 5,793 0 1759 5.12 -0.98 31.20 0| 0 1,815 0 1800 6.12 -1.00 30.02 0| 0 3 0 1900 6.66 -1.00 29.46 0| 0 3,660 0 1954 8.62 -1.00 27.85 0| 0 1,097 0 2150 10.57 -1.00 26.79 0| 0 267 0 2345 14.48 -1.00 25.98 0| 0 25 0 2736 18.39 -1.00 26.48 0| 0 0 0 3127 22.29 -1.00 27.92 0| 0 0 0 3517 26.20 -1.00 30.02 0| 0 0 0 3908 Total 0| 2,220 152,043 -1,243 Indicative a-t-m Vol 40.71 Underlying Price 12.885 Time to expiry: 197 Days Mar 11 0.37 -0.12 54.11 0| 0 4,242 0 880 0.51 -0.16 51.49 0| 0 636 0 960 0.58 -0.19 49.73 0| 0 3,422 0 1000 0.83 -0.26 46.42 0| 100 2,904 +20 1100 1.16 1.15 -0.35 43.55 1.16 1.16 93| 0 10,870 0 1200 1.55 -0.45 40.36 0| 54 565 -54 1300 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.07 -0.56 37.61 0| 0 961 0 1400 2.70 -0.67 35.63 0| 0 4,129 0 1500 3.45 -0.77 33.92 0| 0 95 0 1600 4.28 -0.85 32.55 0| 0 160 0 1700 5.18 -0.92 31.33 0| 0 75 0 1800 6.14 -0.96 30.71 0| 0 0 0 1900 7.12 -0.98 30.88 0| 0 0 0 2000 9.12 -1.00 31.74 0| 0 0 0 2200 11.12 -1.00 34.00 0| 0 0 0 2400 Total 93| 154 28,059 -34 Indicative a-t-m Vol 40.29 Underlying Price 12.885 Time to expiry: 288 Days Jun 11 0.06 -0.02 73.00 0| 0 81 0 391 0.11 -0.03 69.79 0| 0 0 0 469 0.17 -0.04 66.23 0| 0 0 0 547 0.21 -0.05 64.37 0| 0 2,100 0 586 0.31 -0.08 57.46 0| 0 170 0 703 0.44 -0.12 55.30 0| 0 237 0 782 0.56 -0.15 52.07 0| 0 840 0 860 0.74 -0.19 49.89 0| 0 1,824 0 938 0.83 -0.22 48.13 0| 179 6,223 +179 977 1.22 -0.31 44.96 0| 0 897 0 1100 1.49 -0.36 43.04 0| 0 22,960 0 1172 1.62 -0.39 42.64 0| 0 6,226 0 1200 2.08 -0.48 40.00 0| 0 305 0 1300 2.47 -0.54 38.97 0| 0 5,596 0 1368 2.66 -0.57 38.34 0| 0 268 0 1400 3.28 -0.67 35.83 0| 0 109 0 1500 3.72 -0.73 34.34 0| 0 3,088 0 1563 5.34 -0.86 31.78 0| 0 211 0 1759 7.15 -0.93 31.37 0| 0 181 0 1954 9.05 -0.97 31.37 0| 0 190 0 2150 10.96 -0.98 31.38 0| 0 163 0 2345 18.71 -1.00 36.00 0| 0 43 0 3127 Total 0| 179 51,712 +179 Indicative a-t-m Vol 42.51 Underlying Price 12.885 Time to expiry: 470 Days Dec 11 0.27 -0.05 68.00 0| 0 0 0 469 0.41 -0.08 62.09 0| 0 0 0 586 0.63 -0.11 58.39 0| 0 0 0 703 0.80 -0.14 55.82 0| 0 80 0 782 0.98 -0.18 53.37 0| 0 160 0 860 1.21 -0.22 51.07 0| 0 362 0 938 1.32 -0.24 49.88 0| 0 10,758 0 977 2.04 -0.35 44.93 0| 0 6,705 0 1172 3.00 -0.49 40.88 0| 0 17,508 0 1368 3.79 -0.58 38.53 0| 0 7 0 1500 4.22 -0.63 37.72 0| 0 19,252 0 1563 4.47 -0.65 37.07 0| 0 0 0 1600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.69 -0.75 35.30 0| 0 750 0 1759 6.04 -0.77 35.46 0| 0 0 0 1800 7.38 -0.84 34.72 0| 0 1 0 1954 9.19 -0.89 35.09 0| 0 38 0 2150 11.07 -0.92 36.18 0| 0 0 0 2345 14.86 -0.96 36.58 0| 0 0 0 2736 18.72 -0.98 39.08 0| 0 0 0 3127 Total 0| 0 55,621 0 Indicative a-t-m Vol 43.02 Underlying Price 12.885 Time to expiry: 652 Days Jun 12 0.75 -0.11 61.61 0| 0 0 0 600 1.34 -0.19 56.00 0| 0 0 0 800 2.77 -0.38 46.00 0| 0 0 0 1172 3.75 -0.50 41.00 0| 0 4 0 1368 4.99 -0.62 37.84 0| 0 0 0 1563 6.43 -0.74 34.88 0| 0 0 0 1759 8.03 -0.83 32.80 0| 0 0 0 1954 11.68 -0.90 34.14 0| 0 0 0 2345 19.27 -0.94 40.79 0| 0 0 0 3127 Total 0| 0 4 0 Indicative a-t-m Vol 41.35 Underlying Price 12.885 Time to expiry: 841 Days Dec 12 0.93 -0.11 60.00 0| 0 0 0 600 1.52 -0.19 53.85 0| 0 0 0 800 2.92 -0.37 43.48 0| 0 1 0 1172 4.53 -0.54 38.13 0| 0 0 0 1466 5.15 -0.60 36.57 0| 0 16 0 1563 5.39 -0.62 35.91 0| 0 5,000 0 1600 5.83 -0.65 35.13 0| 0 1,000 0 1661 6.88 -0.72 33.70 0| 0 0 0 1800 8.18 -0.78 33.34 0| 0 3,026 0 1954 9.92 -0.84 33.11 0| 0 0 0 2150 11.76 -0.86 34.36 0| 0 0 0 2345 19.32 -0.90 40.99 0| 0 5 0 3127 Total 0| 0 9,048 0 Indicative a-t-m Vol 40.73 Underlying Price 12.885 Time to expiry: 1023 Days Jun 13 1.24 -0.13 60.42 0| 0 0 0 600 1.96 -0.21 54.64 0| 0 0 0 800 3.55 -0.41 42.43 0| 0 0 0 1200 4.67 -0.52 38.61 0| 0 0 0 1400 6.00 -0.63 35.91 0| 0 0 0 1600 9.11 -0.80 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 40.64 Underlying Price 12.885 Time to expiry: 1205 Days Dec 13 1.40 -0.13 60.00 0| 0 0 0 600 2.12 -0.20 54.00 0| 0 0 0 800 3.72 -0.39 42.00 0| 0 0 0 1200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 84 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.13 -0.60 35.91 0| 0 0 0 1600 9.13 -0.78 31.35 0| 0 0 0 2000 12.87 -0.82 35.24 0| 0 38 0 2400 Total 0| 0 38 0 Indicative a-t-m Vol 41.42 Underlying Price 12.885 Time to expiry: 1569 Days Dec 14 1.80 -0.14 60.29 0| 0 0 0 600 2.63 -0.21 54.51 0| 0 0 0 800 4.37 -0.39 43.00 0| 0 0 0 1200 6.72 -0.59 35.91 0| 0 0 0 1600 9.73 -0.74 32.71 0| 0 0 0 2000 13.33 -0.79 35.51 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 96| 8,853 387,654 +4,012 Grand Total 615| 10,845 1,071,777 +4,681 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 41.29 Underlying Price 12.885 Time to expiry: 15 Days Sep 10 4.09 1.00 71.00 0| 0 0 0 880 3.51 0.99 64.57 0| 0 0 0 938 3.29 0.99 61.23 0| 0 0 0 960 3.12 0.99 59.32 0| 0 0 0 977 1.93 0.93 53.50 0| 0 0 0 1100 1.47 0.88 48.98 0| 0 0 0 1150 1.27 0.85 46.18 0| 0 0 0 1172 1.03 0.79 44.09 0| 0 0 0 1200 0.67 0.65 42.11 0| 0 0 0 1250 0.39 0.48 41.07 0| 0 0 0 1300 0.15 0.25 39.25 0| 0 4 0 1368 0.09 0.17 39.95 0| 0 600 0 1400 0.03 0.06 38.98 0| 0 6,551 0 1466 0.02 0.04 41.51 0| 0 0 0 1500 0.01 0.01 41.80 0| 0 43,910 0 1563 0.01 0.00 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 45.59 0| 0 0 0 2736 0.01 0.00 48.75 0| 0 0 0 2876 0.01 0.00 39.46 0| 0 0 0 3127 Total 0| 0 121,885 0 Indicative a-t-m Vol 40.69 Underlying Price 12.885 Time to expiry: 197 Days Mar 11 6.02 0.95 57.24 0| 0 0 0 703 5.33 0.92 56.40 0| 0 0 0 782 4.66 0.89 54.54 0| 0 0 0 860 4.02 0.85 52.14 0| 0 0 0 938 3.71 0.83 50.83 0| 0 0 0 977 2.77 0.74 46.42 0| 0 0 0 1100 2.28 0.68 44.22 0| 0 0 0 1172 1.50 0.55 40.36 0| 0 500 0 1300 1.16 0.48 38.50 0| 0 0 0 1368 0.65 0.33 35.63 0| 0 0 0 1500 0.47 0.27 34.34 0| 0 0 0 1563 0.23 0.15 32.55 0| 0 2,500 0 1700 0.16 0.12 31.82 0| 0 3,816 0 1759 0.12 0.09 31.33 0| 0 3,975 0 1800 0.07 0.06 30.71 0| 0 30 0 1900 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 0.04 30.88 0| 0 110 0 1954 0.02 0.02 31.39 0| 0 0 0 2150 0.01 0.01 33.19 0| 0 0 0 2345 0.01 0.01 40.11 0| 0 0 0 2736 0.01 0.01 45.05 0| 0 0 0 3127 Total 0| 0 10,931 0 Indicative a-t-m Vol 43.84 Underlying Price 12.885 Time to expiry: 379 Days Sep 11 7.88 0.96 68.00 0| 0 0 0 469 6.77 0.93 64.40 0| 0 0 0 600 5.96 0.89 61.93 0| 0 0 0 703 5.38 0.86 60.61 0| 0 0 0 782 4.77 0.82 57.51 0| 0 0 0 860 4.22 0.79 55.08 0| 0 0 0 938 3.94 0.77 53.54 0| 0 0 0 977 2.66 0.65 46.69 0| 0 0 0 1172 1.65 0.50 41.91 0| 0 0 0 1368 0.85 0.34 36.30 0| 0 50 0 1563 0.41 0.20 33.43 0| 0 0 0 1759 0.20 0.12 32.32 0| 0 0 0 1954 0.07 0.05 30.11 0| 0 0 0 2150 0.04 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 43.11 Underlying Price 12.885 Time to expiry: 561 Days Mar 12 7.03 0.91 62.64 0| 0 0 0 600 5.70 0.85 57.90 0| 0 0 0 782 5.12 0.82 54.79 0| 0 0 0 860 4.57 0.78 52.35 0| 0 0 0 938 4.30 0.76 50.80 0| 0 0 0 977 3.13 0.66 46.13 0| 0 0 0 1172 2.08 0.54 41.07 0| 0 0 0 1368 1.28 0.40 36.84 0| 0 0 0 1563 0.76 0.29 34.55 0| 0 0 0 1759 0.44 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 0.06 0.03 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 41.51 Underlying Price 12.885 Time to expiry: 750 Days Sep 12 6.50 0.89 61.36 0| 0 0 0 600 5.22 0.82 55.07 0| 0 0 0 782 2.91 0.63 44.74 0| 0 0 0 1172 1.78 0.49 38.44 0| 0 0 0 1400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.20 0.38 35.60 0| 0 0 0 1563 0.77 0.28 33.79 0| 0 0 0 1759 0.46 0.19 32.09 0| 0 0 0 1954 0.17 0.09 30.27 0| 0 0 0 2345 0.09 0.04 34.91 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.37 Underlying Price 12.885 Time to expiry: 925 Days Mar 13 6.69 0.89 59.67 0| 0 0 0 600 5.50 0.82 54.57 0| 0 0 0 782 3.16 0.64 43.36 0| 0 0 0 1172 2.03 0.51 37.53 0| 0 0 0 1400 1.50 0.42 35.73 0| 0 0 0 1563 0.91 0.30 33.25 0| 0 0 0 1800 0.63 0.23 31.79 0| 0 0 0 1954 0.25 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 40.82 Underlying Price 12.885 Time to expiry: 1114 Days Sep 13 6.18 0.87 60.71 0| 0 0 0 600 5.04 0.80 54.09 0| 0 0 0 782 2.90 0.62 43.14 0| 0 0 0 1172 1.37 0.40 35.40 0| 0 0 0 1563 0.63 0.23 32.12 0| 0 0 0 1954 0.27 0.12 29.96 0| 0 0 0 2345 0.19 0.08 35.00 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.17 Underlying Price 12.885 Time to expiry: 1296 Days Mar 14 6.39 0.87 60.09 0| 0 0 0 600 5.26 0.81 53.42 0| 0 0 0 782 3.21 0.64 43.42 0| 0 0 0 1172 1.65 0.44 35.91 0| 0 0 0 1563 0.80 0.27 32.14 0| 0 0 0 1954 0.36 0.15 29.68 0| 0 0 0 2345 0.29 0.11 34.96 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.70 Underlying Price 12.885 Time to expiry: 1478 Days Sep 14 5.76 0.86 59.50 0| 0 0 0 600 4.71 0.79 52.80 0| 0 1 0 782 2.83 0.62 42.75 0| 0 0 0 1172 1.48 0.42 35.90 0| 0 0 0 1563 0.72 0.26 32.13 0| 0 0 0 1954 0.33 0.14 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 39.65 Underlying Price 12.885 Time to expiry: 1660 Days Mar 15 5.95 0.86 59.23 0| 0 0 0 600 4.79 0.79 51.22 0| 0 0 0 800 2.86 0.62 40.97 0| 0 0 0 1200 1.55 0.43 35.02 0| 0 0 0 1600 0.80 0.27 31.59 0| 0 0 0 2000 0.37 0.15 28.91 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 132,917 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 41.29 Underlying Price 12.885 Time to expiry: 15 Days Sep 10 0.01 0.00 71.00 0| 0 0 0 880 0.01 -0.01 64.57 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 -0.15 46.18 0| 0 450 0 1172 0.14 -0.21 44.09 0| 0 0 0 1200 0.28 -0.35 42.11 0| 0 0 0 1250 0.50 -0.52 41.07 0| 0 763 0 1300 0.94 -0.75 39.25 0| 0 2,156 0 1368 1.21 -0.83 39.95 0| 0 0 0 1400 1.80 -0.94 38.98 0| 0 9,367 0 1466 2.13 -0.96 41.51 0| 0 0 0 1500 2.75 -0.99 41.80 0| 0 40,002 0 1563 3.72 -1.00 45.62 0| 0 1,350 0 1661 4.70 -1.00 48.13 0| 0 25,040 0 1759 5.11 -1.00 49.30 0| 0 30,002 0 1800 5.67 -1.00 50.98 0| 0 2,400 0 1856 6.11 -1.00 52.37 0| 0 0 0 1900 6.65 -1.00 54.12 0| 0 420 0 1954 7.63 -1.00 57.43 0| 0 30 0 2052 8.61 -1.00 60.84 0| 0 0 0 2150 10.56 -1.00 67.76 0| 0 250 0 2345 14.47 -1.00 45.59 0| 0 1 0 2736 15.87 -1.00 48.75 0| 0 21 0 2876 18.38 -1.00 39.46 0| 0 50 0 3127 Total 0| 0 112,527 0 Indicative a-t-m Vol 40.69 Underlying Price 12.885 Time to expiry: 197 Days Mar 11 0.13 -0.05 57.24 0| 0 1 0 703 0.22 -0.08 56.40 0| 0 0 0 782 0.33 -0.11 54.54 0| 0 0 0 860 0.47 -0.15 52.14 0| 0 817 0 938 0.54 -0.17 50.83 0| 0 0 0 977 0.83 -0.26 46.42 0| 0 50 0 1100 1.05 -0.32 44.22 0| 0 225 0 1172 1.55 -0.45 40.36 0| 0 601 0 1300 1.88 -0.52 38.50 0| 0 690 0 1368 2.69 -0.67 35.63 0| 0 2,700 0 1500 3.14 -0.73 34.34 0| 0 4,650 0 1563 4.25 -0.85 32.55 0| 0 0 0 1700 4.77 -0.88 31.82 0| 0 1,260 0 1759 5.14 -0.91 31.33 0| 0 0 0 1800 6.08 -0.94 30.71 0| 0 0 0 1900 6.60 -0.96 30.88 0| 0 0 0 1954 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.52 -0.98 31.39 0| 0 0 0 2150 10.46 -0.99 33.19 0| 0 0 0 2345 14.34 -0.99 40.11 0| 0 0 0 2736 18.23 -0.99 45.05 0| 0 0 0 3127 Total 0| 0 10,994 0 Indicative a-t-m Vol 43.84 Underlying Price 12.885 Time to expiry: 379 Days Sep 11 0.18 -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 0.76 -0.14 60.61 0| 0 0 0 782 0.93 -0.18 57.51 0| 0 0 0 860 1.15 -0.21 55.08 0| 0 0 0 938 1.25 -0.23 53.54 0| 0 0 0 977 1.90 -0.35 46.69 0| 0 1,000 0 1172 2.83 -0.50 41.91 0| 0 0 0 1368 3.95 -0.66 36.30 0| 0 0 0 1563 5.45 -0.80 33.43 0| 0 2,400 0 1759 7.16 -0.88 32.32 0| 0 0 0 1954 8.97 -0.95 30.11 0| 0 0 0 2150 10.87 -0.97 31.00 0| 0 0 0 2345 14.70 -0.99 32.00 0| 0 0 0 2736 18.57 -0.99 36.00 0| 0 0 0 3127 Total 0| 0 3,400 0 Indicative a-t-m Vol 43.11 Underlying Price 12.885 Time to expiry: 561 Days Mar 12 0.58 -0.09 62.64 0| 0 0 0 600 1.03 -0.15 57.90 0| 0 0 0 782 1.22 -0.18 54.79 0| 0 0 0 860 1.43 -0.22 52.35 0| 0 0 0 938 1.54 -0.24 50.80 0| 0 0 0 977 2.29 -0.34 46.13 0| 0 0 0 1172 3.16 -0.46 41.07 0| 0 0 0 1368 4.27 -0.60 36.84 0| 0 0 0 1563 5.68 -0.71 34.55 0| 0 0 0 1759 7.26 -0.81 32.71 0| 0 70 0 1954 10.80 -0.92 30.85 0| 0 0 0 2345 14.58 -0.95 33.28 0| 0 0 0 2736 18.39 -0.97 36.00 0| 0 50 0 3127 22.20 -0.97 38.00 0| 0 0 0 3517 Total 0| 0 120 0 Indicative a-t-m Vol 41.51 Underlying Price 12.885 Time to expiry: 750 Days Sep 12 0.87 -0.11 61.36 0| 0 0 0 600 1.36 -0.18 55.07 0| 0 0 0 782 2.84 -0.37 44.74 0| 0 0 0 1172 3.93 -0.51 38.44 0| 0 0 0 1400 4.94 -0.62 35.60 0| 0 0 0 1563 6.41 -0.72 33.79 0| 0 0 0 1759 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.99 -0.81 32.09 0| 0 14,000 0 1954 11.50 -0.91 30.27 0| 0 0 0 2345 19.02 -0.96 34.91 0| 0 0 0 3127 Total 0| 0 14,000 0 Indicative a-t-m Vol 40.37 Underlying Price 12.885 Time to expiry: 925 Days Mar 13 1.00 -0.11 59.67 0| 0 0 0 600 1.56 -0.18 54.57 0| 0 0 0 782 2.98 -0.36 43.36 0| 0 0 0 1172 4.05 -0.49 37.53 0| 0 0 0 1400 5.09 -0.58 35.73 0| 0 0 0 1563 6.78 -0.70 33.25 0| 0 0 0 1800 7.98 -0.77 31.79 0| 0 0 0 1954 11.37 -0.88 29.67 0| 0 0 0 2345 18.80 -0.93 34.70 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.82 Underlying Price 12.885 Time to expiry: 1114 Days Sep 13 1.34 -0.13 60.71 0| 0 0 0 600 1.92 -0.20 54.09 0| 0 0 0 782 3.50 -0.38 43.14 0| 0 0 0 1172 5.69 -0.60 35.40 0| 0 0 0 1563 8.67 -0.77 32.12 0| 0 0 0 1954 12.02 -0.88 29.96 0| 0 0 0 2345 19.39 -0.92 35.00 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 41.17 Underlying Price 12.885 Time to expiry: 1296 Days Mar 14 1.47 -0.13 60.09 0| 0 0 0 600 2.05 -0.19 53.42 0| 0 0 0 782 3.66 -0.36 43.42 0| 0 0 0 1172 5.78 -0.56 35.91 0| 0 0 0 1563 8.60 -0.73 32.14 0| 0 0 0 1954 11.84 -0.85 29.68 0| 0 0 0 2345 19.11 -0.89 34.96 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.70 Underlying Price 12.885 Time to expiry: 1478 Days Sep 14 1.69 -0.14 59.50 0| 0 0 0 600 2.33 -0.21 52.80 0| 0 0 0 782 4.06 -0.38 42.75 0| 0 0 0 1172 6.33 -0.58 35.90 0| 0 0 0 1563 9.20 -0.74 32.13 0| 0 0 0 1954 12.44 -0.86 29.67 0| 0 0 0 2345 19.63 -0.89 34.77 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.65 Underlying Price 12.885 Time to expiry: 1660 Days Mar 15 1.79 -0.14 59.23 0| 0 0 0 600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.45 -0.21 51.22 0| 0 0 0 800 4.18 -0.38 40.97 0| 0 0 0 1200 6.52 -0.57 35.02 0| 0 0 0 1600 9.42 -0.73 31.59 0| 0 0 0 2000 12.65 -0.85 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 37.13 Underlying Price 52.430 Time to expiry: 15 Days Sep 10 24.44 1.00 83.00 0| 0 0 0 2800 21.44 1.00 77.81 0| 0 9 0 3100 16.44 1.00 67.44 0| 0 2 0 3600 14.45 0.99 63.23 0| 0 0 0 3800 13.58 0.99 61.40 0| 0 0 0 3888 12.47 0.99 59.12 0| 0 0 0 4000 9.75 0.97 54.23 0| 0 101 0 4276 8.57 0.95 52.96 0| 0 1,050 0 4400 7.61 0.93 50.40 0| 0 132 0 4500 6.66 0.91 47.85 0| 0 1 0 4600 6.06 0.90 46.53 0| 0 4,300 0 4665 4.84 0.85 43.34 0| 0 356 0 4800 4.01 0.79 42.18 0| 29 1,470 -20 4900 2.53 2.83 0.69 39.92 2.86 2.53 1,648| 0 7,795 0 5054 1.77 1.88 0.56 37.66 1.77 1.77 1| 722 978 +230 5200 0.59 0.75 0.32 34.68 0.87 Q 0.59 964| 2,030 7,135 +450 5443 0.34 0.38 0.19 34.26 0.45 0.34 224| 128 11,019 0 5600 0.14 0.13 0.08 34.53 0.14 Q 0.14 Q 1,350| 0 6,518 0 5831 0.05 0.03 34.10 0| 0 4,662 0 6000 0.01 0.00 28.80 0| 0 1,781 0 6220 0.01 0.00 27.72 0| 0 276 0 6400 0.01 0.00 26.03 0| 0 0 0 6800 0.01 0.00 25.54 0| 0 471 0 6998 0.01 0.00 25.63 0| 0 410 0 7775 0.01 0.00 30.00 0| 0 80 0 8800 Total 4,187| 2,909 48,546 +660 Indicative a-t-m Vol 37.90 Underlying Price 52.430 Time to expiry: 43 Days Oct 10 12.77 0.93 55.48 0| 0 0 0 4000 10.90 0.91 51.96 0| 0 0 0 4200 9.08 0.87 48.59 0| 0 0 0 4400 8.20 0.85 47.01 0| 0 91 0 4500 7.34 0.82 45.67 0| 0 50 0 4600 6.51 0.79 44.03 0| 0 0 0 4700 5.74 0.75 43.20 0| 0 25 0 4800 4.97 0.71 41.55 0| 10 100 -10 4900 4.26 0.66 40.41 0| 0 135 0 5000 2.63 3.02 0.55 38.38 2.63 2.63 4| 138 912 +3 5200 2.02 1.96 0.43 36.14 2.02 2.02 13| 74 131 +42 5400 1.10 1.19 0.31 34.44 1.10 1.10 33| 50 268 +43 5600 0.68 0.69 0.21 33.48 0.76 0.68 29| 0 110 0 5800 0.36 0.13 32.57 0| 0 1,047 0 6000 0.11 0.05 33.00 0| 0 298 0 6400 0.04 0.02 35.00 0| 0 79 0 6800 Total 79| 272 3,246 +78 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 38.57 Underlying Price 52.430 Time to expiry: 78 Days Nov 10 11.48 0.86 50.11 0| 0 0 0 4200 9.78 0.82 47.81 0| 0 0 0 4400 8.17 0.77 45.47 0| 0 0 0 4600 7.40 0.74 44.25 0| 0 0 0 4700 6.65 0.71 43.05 0| 0 0 0 4800 5.94 0.67 41.99 0| 0 0 0 4900 5.25 0.64 40.76 0| 0 10 0 5000 3.70 4.04 0.56 39.08 4.10 3.70 20| 0 20 0 5200 2.51 2.92 0.47 36.72 2.51 2.51 4| 75 10 -75 5400 2.06 0.38 35.31 0| 151 1,734 +151 5600 0.91 0.21 32.89 0| 75 203 +25 6000 0.35 0.10 31.52 0| 0 0 0 6400 Total 24| 301 1,977 +101 Indicative a-t-m Vol 38.35 Underlying Price 52.430 Time to expiry: 106 Days Dec 10 36.98 0.99 100.00 0| 0 0 0 1555 33.15 0.99 90.13 0| 0 0 0 1944 31.25 0.99 85.36 0| 0 50 0 2138 29.34 0.98 80.70 0| 0 0 0 2333 25.51 0.97 69.84 0| 0 0 0 2721 21.78 0.96 63.65 0| 0 25 0 3110 18.13 0.93 57.90 0| 0 0 0 3499 14.60 0.89 52.84 0| 0 75 0 3888 13.63 0.87 51.72 0| 0 18 0 4000 11.26 0.82 48.12 0| 0 2,960 0 4276 10.24 0.80 46.52 0| 0 2,810 0 4400 8.18 0.73 43.72 0| 0 9,583 0 4665 6.80 0.68 41.93 0| 0 5,983 0 4860 5.86 0.63 40.65 0| 500 6,692 +500 5000 4.63 0.56 38.74 0| 30 2,331 +17 5200 3.25 3.32 0.47 36.54 3.31 3.25 Q 2,359| 751 14,124 +1 5443 1.81 0.32 34.03 0| 33 22,986 -33 5831 1.31 0.26 32.84 0| 0 4,570 0 6000 0.75 0.84 0.18 31.79 0.75 Q 0.75 Q 1,350| 63 8,939 0 6220 0.58 0.14 31.15 0| 75 3,290 +74 6400 0.23 0.06 30.05 0| 0 4,585 0 6803 0.10 0.03 30.05 0| 0 419 0 7200 0.02 0.01 29.49 0| 0 3,641 0 7775 0.01 0.00 29.90 0| 0 2,945 0 8747 0.01 0.00 32.64 0| 0 240 0 9719 Total 3,709| 1,452 96,266 +559 Indicative a-t-m Vol 38.77 Underlying Price 52.430 Time to expiry: 197 Days Mar 11 25.16 0.95 62.07 0| 0 0 0 2800 21.52 0.92 57.34 0| 0 0 0 3200 17.98 0.88 52.71 0| 0 0 0 3600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.64 0.83 48.76 0| 0 2 0 4000 13.03 0.80 46.76 0| 0 25 0 4200 11.53 0.76 45.09 0| 0 126 0 4400 10.08 0.72 43.66 0| 0 225 0 4600 8.71 0.68 41.88 0| 0 133 0 4800 6.26 0.57 39.06 0| 0 2,039 0 5200 4.23 0.46 36.37 0| 0 6,973 0 5600 2.67 0.35 34.10 0| 0 1,230 0 6000 1.61 0.24 32.59 0| 75 3,148 0 6400 0.44 0.09 29.60 0| 0 2,695 0 7200 0.10 0.03 28.09 0| 0 289 0 8000 0.08 0.02 32.00 0| 0 369 0 8800 Total 0| 75 17,254 0 Indicative a-t-m Vol 38.62 Underlying Price 52.430 Time to expiry: 288 Days Jun 11 33.26 0.98 67.70 0| 0 0 0 1944 31.42 0.98 65.31 0| 0 0 0 2138 29.59 0.97 63.27 0| 0 0 0 2333 26.01 0.95 58.99 0| 0 0 0 2721 22.51 0.92 54.91 0| 0 0 0 3110 19.16 0.88 51.30 0| 0 0 0 3499 15.97 0.83 47.92 0| 0 250 0 3888 13.00 0.77 44.86 0| 0 0 0 4276 12.11 0.75 43.98 0| 0 425 0 4400 10.32 0.70 42.31 0| 0 152 0 4665 9.43 0.67 41.39 0| 0 0 0 4800 7.08 0.58 38.91 0| 0 900 0 5200 5.77 0.52 37.29 0| 0 3,055 0 5443 4.05 0.42 35.12 0| 0 2,625 0 5831 3.42 0.38 34.25 0| 0 250 0 6000 2.69 0.32 33.14 0| 0 1,483 0 6220 1.05 1.08 0.17 30.68 1.05 1.05 75| 75 809 0 6998 0.39 0.07 29.21 0| 0 1,194 0 7775 Total 75| 75 11,143 0 Indicative a-t-m Vol 40.02 Underlying Price 52.430 Time to expiry: 470 Days Dec 11 31.83 0.96 66.00 0| 0 0 0 2138 30.09 0.95 63.51 0| 0 0 0 2333 26.74 0.92 59.54 0| 0 0 0 2721 23.45 0.89 55.38 0| 0 0 0 3110 20.34 0.85 51.87 0| 0 0 0 3499 17.34 0.80 48.29 0| 0 4 0 3888 14.58 0.75 45.38 0| 0 1,000 0 4276 12.06 0.69 42.94 0| 0 5,250 0 4665 7.88 0.55 39.01 0| 0 1,560 0 5443 7.19 0.52 38.52 0| 0 3,500 0 5600 6.18 0.47 37.29 0| 0 1,950 0 5831 5.45 0.44 36.45 0| 0 1,000 0 6000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.08 0.30 33.85 0| 0 4,175 0 6803 1.45 0.17 32.00 0| 0 227 0 7775 0.78 0.10 32.00 0| 0 150 0 8747 Total 0| 0 18,816 0 Indicative a-t-m Vol 39.95 Underlying Price 52.430 Time to expiry: 652 Days Jun 12 29.71 0.94 61.98 0| 0 0 0 2400 23.81 0.88 54.08 0| 0 0 0 3110 18.00 0.79 47.44 0| 0 0 0 3888 15.37 0.74 44.78 0| 0 0 0 4276 12.99 0.69 42.50 0| 0 0 0 4665 8.98 0.57 39.07 0| 0 0 0 5443 7.39 0.50 37.81 0| 0 0 0 5831 2.36 0.23 33.16 0| 0 0 0 7775 Total 0| 0 0 0 Indicative a-t-m Vol 39.70 Underlying Price 52.430 Time to expiry: 841 Days Dec 12 30.51 0.93 60.85 0| 0 0 0 2333 24.43 0.87 53.37 0| 0 0 0 3110 18.91 0.79 47.25 0| 0 0 0 3888 15.70 0.72 44.19 0| 0 0 0 4400 14.09 0.69 42.43 0| 0 0 0 4665 8.34 0.52 36.93 0| 0 2,550 0 5831 3.71 0.31 32.19 0| 0 4,000 0 7289 2.83 0.25 31.37 0| 0 10 0 7775 Total 0| 0 6,560 0 Indicative a-t-m Vol 39.37 Underlying Price 52.430 Time to expiry: 1023 Days Jun 13 23.87 0.86 52.26 0| 0 0 0 3200 18.41 0.78 46.20 0| 0 0 0 4000 16.12 0.73 44.14 0| 0 0 0 4400 13.79 0.68 41.64 0| 0 0 0 4800 9.79 0.57 37.54 0| 0 0 0 5600 8.08 0.51 35.83 0| 0 0 0 6000 3.03 0.26 31.36 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.45 Underlying Price 52.430 Time to expiry: 1205 Days Dec 13 30.61 0.93 59.34 0| 0 0 0 2333 24.91 0.86 52.50 0| 0 0 0 3110 19.69 0.78 46.44 0| 0 0 0 3888 15.23 0.70 42.20 0| 0 500 0 4665 9.67 0.55 36.66 0| 0 0 0 5831 3.98 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 38.81 Underlying Price 52.430 Time to expiry: 1569 Days Dec 14 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 30.47 0.92 62.00 0| 0 0 0 2400 24.62 0.86 52.00 0| 0 0 0 3200 18.60 0.78 42.13 0| 0 0 0 4000 14.80 0.69 39.75 0| 0 0 0 4800 10.36 0.55 37.21 0| 0 0 0 6000 5.50 0.36 34.03 0| 0 0 0 8000 1.89 0.16 32.60 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 8,074| 5,084 204,308 +1,398 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 37.13 Underlying Price 52.430 Time to expiry: 15 Days Sep 10 0.01 0.00 83.00 0| 0 236 0 2800 0.01 0.00 77.81 0| 0 1,316 0 3100 0.01 0.00 67.44 0| 0 4,898 0 3600 0.01 -0.01 63.23 0| 0 265 0 3800 0.02 -0.01 61.40 0| 0 682 0 3888 0.03 -0.01 59.12 0| 0 910 0 4000 0.08 -0.03 54.23 0| 32 3,131 -32 4276 0.13 -0.05 52.96 0| 0 6,476 0 4400 0.27 0.17 -0.07 50.40 0.27 0.23 32| 0 2,423 0 4500 0.22 -0.09 47.85 0| 150 782 0 4600 0.27 -0.10 46.53 0| 75 4,474 +49 4665 0.52 0.40 -0.15 43.34 0.52 0.39 87| 50 3,417 +50 4800 0.66 0.57 -0.21 42.18 0.69 0.58 500| 125 2,518 -62 4900 1.13 0.93 -0.31 39.92 1.13 S 0.93 2,304| 20 4,610 +15 5054 1.67 1.44 -0.44 37.66 1.67 1.67 6| 100 4,496 +50 5200 3.00 2.75 -0.68 34.68 3.00 3.00