Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.27 Underlying Price 39.070 Time to expiry: 14 Days Sep 10 15.07 1.00 66.00 0| 0 0 0 2400 11.08 1.00 59.87 0| 0 0 0 2800 9.09 0.99 54.68 0| 0 0 0 3000 7.10 0.98 49.03 0| 0 0 0 3200 5.17 0.94 45.00 0| 0 76 0 3400 3.29 0.86 38.17 0| 0 165 0 3600 1.56 0.69 29.73 0| 0 152 0 3800 0.48 0.34 27.01 0| 0 100 0 4000 0.11 0.10 27.75 0| 0 1,562 0 4200 0.01 0.02 23.18 0| 0 310 0 4300 0.01 0.00 21.78 0| 0 51 0 4400 0.01 0.00 20.57 0| 0 0 0 4500 0.01 0.00 19.56 0| 0 61 0 4600 0.01 0.00 18.13 0| 0 46 0 4800 0.01 0.00 20.00 0| 0 40 0 5600 Total 0| 0 2,563 0 Indicative a-t-m Vol 31.82 Underlying Price 39.070 Time to expiry: 105 Days Dec 10 15.26 0.97 52.00 0| 0 0 0 2400 11.46 0.93 46.10 0| 0 0 0 2800 7.83 0.85 39.66 0| 0 17 0 3200 6.13 0.79 36.45 0| 0 25 0 3400 4.59 0.71 33.99 0| 0 30 0 3600 3.32 0.60 32.76 0| 0 1,553 0 3800 2.30 2.23 0.48 31.00 2.30 2.30 50| 1 1,506 +1 4000 1.31 0.35 28.46 0| 0 242 0 4200 0.77 0.24 27.97 0| 1 211 -1 4400 0.44 0.16 27.56 0| 0 6 0 4600 0.25 0.10 27.60 0| 0 100 0 4800 0.05 0.02 32.00 0| 0 20 0 5600 Total 50| 2 3,710 0 Indicative a-t-m Vol 31.47 Underlying Price 39.070 Time to expiry: 287 Days Jun 11 15.71 0.93 46.00 0| 0 0 0 2400 12.09 0.88 40.01 0| 0 0 0 2800 8.86 0.79 36.75 0| 0 275 0 3200 6.05 0.67 33.82 0| 0 20 0 3600 3.72 0.52 30.76 0| 0 110 0 4000 2.19 0.37 29.50 0| 20 130 +20 4400 1.08 0.23 27.41 0| 0 90 0 4800 Total 0| 20 625 +20 Indicative a-t-m Vol 32.05 Underlying Price 39.070 Time to expiry: 469 Days Dec 11 16.06 0.91 43.51 0| 0 0 0 2400 9.74 0.76 36.68 0| 0 0 0 3200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.14 0.66 34.05 0| 0 0 0 3600 5.96 0.60 32.74 0| 0 0 0 3800 4.92 0.54 31.45 0| 0 0 0 4000 3.28 0.42 29.90 0| 0 0 0 4400 2.09 0.31 28.56 0| 0 40 0 4800 Total 0| 0 40 0 Total Calls 50| 22 6,938 +20 | Accor European Ex event package (AC2) Indicative a-t-m Vol 29.91 Underlying Price 39.070 Time to expiry: 14 Days Sep 10 23.07 1.00 73.07 0| 0 0 0 1600 19.07 1.00 70.82 0| 0 0 0 2000 15.07 1.00 65.00 0| 0 0 0 2400 11.08 1.00 56.63 0| 0 0 0 2800 9.08 1.00 50.17 0| 0 0 0 3000 7.09 0.99 43.99 0| 0 0 0 3200 5.12 0.96 39.00 0| 0 0 0 3400 3.23 0.89 34.15 0| 0 15 0 3600 1.62 0.68 31.62 0| 0 0 0 3800 0.52 0.35 28.43 0| 0 0 0 4000 0.13 0.12 29.10 0| 0 40 0 4200 Total 0| 0 55 0 Indicative a-t-m Vol 31.73 Underlying Price 39.070 Time to expiry: 196 Days Mar 11 23.17 0.99 62.01 0| 0 0 0 1600 19.32 0.97 55.54 0| 0 0 0 2000 15.57 0.94 49.74 0| 0 0 0 2400 11.93 0.89 43.80 0| 0 0 0 2800 8.56 0.80 38.81 0| 0 0 0 3200 7.01 0.75 36.65 0| 0 0 0 3400 5.55 0.68 34.21 0| 0 0 0 3600 4.24 0.60 32.15 0| 0 0 0 3800 3.23 0.51 31.36 0| 0 0 0 4000 2.43 0.42 30.95 0| 0 0 0 4200 1.86 0.35 31.20 0| 0 140 0 4400 1.43 0.28 31.65 0| 0 0 0 4600 1.02 0.22 31.17 0| 0 5 0 4800 Total 0| 0 145 0 Total Calls 0| 0 200 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.27 Underlying Price 39.070 Time to expiry: 14 Days Sep 10 0.01 0.00 66.00 0| 0 20 0 2400 0.01 0.00 59.87 0| 0 95 0 2800 0.01 -0.01 54.68 0| 0 70 0 3000 0.03 -0.02 49.03 0| 0 102 0 3200 0.09 -0.06 45.00 0| 0 76 0 3400 0.22 -0.14 38.17 0| 0 382 0 3600 0.39 0.49 -0.31 29.73 0.52 0.39 75| 100 1,474 +13 3800 1.10 1.40 -0.66 27.01 1.11 1.10 60| 0 128 0 4000 3.03 -0.90 27.75 0| 0 297 0 4200 3.94 -0.98 23.18 0| 0 0 0 4300 4.93 -1.00 21.78 0| 0 240 0 4400 5.93 -1.00 20.57 0| 0 0 0 4500 6.93 -1.00 19.56 0| 0 0 0 4600 8.93 -1.00 18.13 0| 0 164 0 4800 16.93 -1.00 20.00 0| 0 0 0 5600 Total 135| 100 3,048 +13 Indicative a-t-m Vol 31.82 Underlying Price 39.070 Time to expiry: 105 Days Dec 10 0.14 -0.03 52.00 0| 0 50 0 2400 0.34 -0.07 46.10 0| 0 50 0 2800 0.71 -0.15 39.66 0| 0 532 0 3200 1.01 -0.21 36.45 0| 0 1,705 0 3400 1.46 -0.29 33.99 0| 0 426 0 3600 2.20 -0.40 32.76 0| 0 2,976 0 3800 2.93 3.11 -0.52 31.00 2.93 2.93 35| 0 3,406 0 4000 4.20 -0.65 28.46 0| 0 100 0 4200 5.66 -0.76 27.97 0| 0 535 0 4400 7.33 -0.85 27.56 0| 0 32 0 4600 9.13 -0.91 27.60 0| 0 0 0 4800 16.94 -0.98 32.00 0| 0 0 0 5600 Total 35| 0 9,812 0 Indicative a-t-m Vol 31.47 Underlying Price 39.070 Time to expiry: 287 Days Jun 11 0.75 -0.09 46.00 0| 0 0 0 2400 1.16 1.17 -0.14 40.01 1.16 1.16 20| 0 250 0 2800 2.03 -0.23 36.75 0| 0 120 0 3200 3.30 -0.36 33.82 0| 0 80 0 3600 5.05 -0.50 30.76 0| 0 136 0 4000 7.58 -0.65 29.50 0| 0 421 0 4400 10.51 -0.79 27.41 0| 0 20 0 4800 Total 20| 0 1,027 0 Indicative a-t-m Vol 32.05 Underlying Price 39.070 Time to expiry: 469 Days Dec 11 1.29 -0.11 43.51 0| 0 0 0 2400 3.03 -0.25 36.68 0| 0 0 0 3200 4.43 -0.35 34.05 0| 0 0 0 3600 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.25 -0.41 32.74 0| 0 2,500 0 3800 6.20 -0.47 31.45 0| 0 0 0 4000 8.55 -0.59 29.90 0| 0 0 0 4400 11.35 -0.70 28.56 0| 0 0 0 4800 Total 0| 0 2,500 0 Total Puts 190| 100 16,387 +13 Grand Total 240| 122 23,325 +33 Accor European Ex event package (AC2) Indicative a-t-m Vol 29.91 Underlying Price 39.070 Time to expiry: 14 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 0.01 -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 0.52 0.54 -0.32 31.62 0.52 0.52 16| 0 635 0 3800 1.44 -0.65 28.43 0| 0 0 0 4000 3.05 -0.88 29.10 0| 0 0 0 4200 Total 16| 0 1,975 0 Indicative a-t-m Vol 31.73 Underlying Price 39.070 Time to expiry: 196 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 1.41 -0.20 38.81 0| 0 0 0 3200 1.85 -0.25 36.65 0| 0 0 0 3400 2.37 -0.32 34.21 0| 0 0 0 3600 3.06 -0.40 32.15 0| 0 0 0 3800 4.04 -0.49 31.36 0| 0 0 0 4000 5.23 -0.58 30.95 0| 0 0 0 4200 6.64 -0.65 31.20 0| 0 25 0 4400 8.21 -0.72 31.65 0| 0 0 0 4600 9.78 -0.78 31.17 0| 0 0 0 4800 Total 0| 0 680 0 Total Puts 16| 0 2,655 0 Grand Total 256| 122 26,180 +33 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.64 Underlying Price 25.315 Time to expiry: 14 Days Sep 10 5.32 0.99 49.00 0| 0 0 0 2000 4.33 0.99 42.53 0| 0 0 0 2100 3.34 0.97 37.35 0| 0 0 0 2200 2.85 0.95 35.23 0| 0 30 0 2250 2.38 0.93 33.38 0| 0 40 0 2300 1.92 0.88 31.79 0| 40 70 0 2350 1.49 0.81 31.24 0| 0 11 0 2400 1.09 0.72 29.46 0| 0 0 0 2450 0.75 0.60 28.13 0| 0 41 0 2500 0.28 0.32 26.60 0| 0 40 0 2600 0.08 0.12 26.24 0| 0 0 0 2700 0.02 0.03 26.88 0| 0 0 0 2800 0.01 0.00 29.87 0| 0 0 0 3000 0.01 0.00 32.00 0| 0 0 0 3200 Total 0| 40 232 0 Indicative a-t-m Vol 33.04 Underlying Price 25.315 Time to expiry: 42 Days Oct 10 5.44 0.94 47.00 0| 0 0 0 2000 4.50 0.91 43.65 0| 0 0 0 2100 3.59 0.86 40.52 0| 0 0 0 2200 3.16 0.83 39.07 0| 0 0 0 2250 2.74 0.79 37.72 0| 0 0 0 2300 2.34 0.75 36.47 0| 0 0 0 2350 1.97 0.69 35.28 0| 0 0 0 2400 1.63 0.63 34.25 0| 0 1,000 0 2450 1.33 0.57 33.55 0| 0 72 0 2500 0.82 0.43 31.94 0| 0 21 0 2600 0.48 0.29 31.39 0| 0 0 0 2700 0.25 0.18 30.32 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| 0 1,093 0 Indicative a-t-m Vol 33.41 Underlying Price 25.315 Time to expiry: 77 Days Nov 10 5.64 0.89 45.00 0| 0 0 0 2000 4.75 0.86 42.23 0| 0 0 0 2100 3.89 0.81 39.72 0| 0 0 0 2200 3.10 0.74 37.47 0| 0 0 0 2300 2.73 0.70 36.45 0| 0 0 0 2350 2.37 0.66 35.20 0| 0 0 0 2400 2.06 0.62 34.86 0| 0 0 0 2450 1.76 0.57 34.01 0| 0 0 0 2500 1.21 0.46 32.12 0| 0 0 0 2600 0.53 0.26 30.35 0| 0 0 0 2800 0.19 0.12 29.07 0| 0 0 0 3000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 33.14 Underlying Price 25.315 Time to expiry: 105 Days Dec 10 9.49 0.96 54.00 0| 0 0 0 1600 7.60 0.93 48.23 0| 0 0 0 1800 5.77 0.87 43.08 0| 0 21 0 2000 4.10 0.78 38.85 0| 0 60 0 2200 3.35 0.72 37.31 0| 0 0 0 2300 2.63 0.65 35.13 0| 0 0 0 2400 1.47 0.48 32.11 0| 0 1,020 0 2600 0.76 0.31 31.11 0| 0 2 0 2800 0.16 0.09 30.03 0| 0 0 0 3200 0.03 0.02 31.28 0| 0 0 0 3600 0.01 0.01 35.00 0| 0 0 0 4000 Total 0| 0 1,103 0 Indicative a-t-m Vol 33.22 Underlying Price 25.315 Time to expiry: 196 Days Mar 11 9.80 0.92 52.00 0| 0 0 0 1600 7.99 0.88 46.65 0| 0 0 0 1800 6.27 0.83 41.89 0| 0 14 0 2000 4.64 0.75 37.30 0| 0 20 0 2200 3.94 0.70 36.16 0| 0 0 0 2300 3.30 0.64 35.05 0| 0 0 0 2400 2.16 0.51 32.28 0| 0 0 0 2600 1.33 0.38 30.70 0| 0 0 0 2800 0.43 0.16 28.81 0| 0 0 0 3200 0.17 0.07 30.50 0| 0 0 0 3600 0.11 0.05 34.00 0| 0 0 0 4000 Total 0| 0 34 0 Indicative a-t-m Vol 33.07 Underlying Price 25.315 Time to expiry: 287 Days Jun 11 9.96 0.91 50.00 0| 0 0 0 1600 8.20 0.87 45.33 0| 0 0 0 1800 6.52 0.81 40.98 0| 0 0 0 2000 4.92 0.74 36.48 0| 0 0 0 2200 4.25 0.69 35.57 0| 0 0 0 2300 3.62 0.64 34.43 0| 0 0 0 2400 2.52 0.53 32.37 0| 0 0 0 2600 1.66 0.41 30.70 0| 0 20 0 2800 0.65 0.21 28.85 0| 0 0 0 3200 0.37 0.12 31.52 0| 0 0 0 3600 0.31 0.09 36.00 0| 0 0 0 4000 Total 0| 0 20 0 Indicative a-t-m Vol 35.06 Underlying Price 25.315 Time to expiry: 469 Days Dec 11 10.22 0.89 46.86 0| 0 0 0 1600 6.96 0.79 39.19 0| 0 0 0 2000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.62 0.71 37.38 0| 0 0 0 2200 4.45 0.63 35.82 0| 0 0 0 2400 1.42 0.30 31.23 0| 0 0 0 3200 0.73 0.17 35.42 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.34 Underlying Price 25.315 Time to expiry: 651 Days Jun 12 10.51 0.87 47.31 0| 0 0 0 1600 7.39 0.77 39.78 0| 0 0 0 2000 6.10 0.71 37.76 0| 0 0 0 2200 4.97 0.64 36.10 0| 0 0 0 2400 1.88 0.35 31.50 0| 0 0 0 3200 1.14 0.22 35.53 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 40 2,482 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.64 Underlying Price 25.315 Time to expiry: 14 Days Sep 10 0.01 -0.01 49.00 0| 0 0 0 2000 0.01 -0.01 42.53 0| 0 0 0 2100 0.02 -0.03 37.35 0| 0 24 0 2200 0.03 -0.05 35.23 0| 0 0 0 2250 0.06 -0.07 33.38 0| 0 20 0 2300 0.10 -0.12 31.79 0| 0 20 0 2350 0.17 -0.19 31.24 0| 0 0 0 2400 0.27 -0.28 29.46 0| 0 0 0 2450 0.43 -0.40 28.13 0| 0 20 0 2500 0.96 -0.68 26.60 0| 0 20 0 2600 1.76 -0.88 26.24 0| 0 0 0 2700 2.70 -0.97 26.88 0| 0 0 0 2800 4.69 -1.00 29.87 0| 0 0 0 3000 6.69 -1.00 32.00 0| 0 0 0 3200 Total 0| 0 104 0 Indicative a-t-m Vol 33.04 Underlying Price 25.315 Time to expiry: 42 Days Oct 10 0.11 -0.06 47.00 0| 0 0 0 2000 0.17 -0.09 43.65 0| 0 0 0 2100 0.26 -0.14 40.52 0| 0 0 0 2200 0.33 -0.17 39.07 0| 0 14 0 2250 0.41 -0.21 37.72 0| 0 40 0 2300 0.51 -0.25 36.47 0| 0 0 0 2350 0.64 -0.31 35.28 0| 0 1,003 0 2400 0.80 -0.37 34.25 0| 0 6 0 2450 1.00 -0.43 33.55 0| 0 0 0 2500 1.49 -0.57 31.94 0| 0 1 0 2600 2.15 -0.71 31.39 0| 0 0 0 2700 2.92 -0.82 30.32 0| 0 0 0 2800 4.75 -0.93 32.07 0| 0 0 0 3000 6.71 -0.97 35.00 0| 0 0 0 3200 Total 0| 0 1,064 0 Indicative a-t-m Vol 33.41 Underlying Price 25.315 Time to expiry: 77 Days Nov 10 0.30 -0.11 45.00 0| 0 0 0 2000 0.40 -0.14 42.23 0| 0 0 0 2100 0.55 -0.19 39.72 0| 0 0 0 2200 0.75 -0.26 37.47 0| 0 0 0 2300 0.88 -0.30 36.45 0| 0 0 0 2350 1.02 -0.34 35.20 0| 0 0 0 2400 1.21 -0.38 34.86 0| 0 0 0 2450 1.41 -0.43 34.01 0| 0 0 0 2500 1.86 -0.54 32.12 0| 0 0 0 2600 3.18 -0.74 30.35 0| 0 0 0 2800 4.84 -0.89 29.07 0| 0 0 0 3000 6.72 -0.96 29.00 0| 0 0 0 3200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 33.14 Underlying Price 25.315 Time to expiry: 105 Days Dec 10 0.14 -0.04 54.00 0| 0 0 0 1600 0.24 -0.07 48.23 0| 0 80 0 1800 0.41 -0.13 43.08 0| 0 40 0 2000 0.73 -0.22 38.85 0| 0 193 0 2200 0.98 -0.28 37.31 0| 0 0 0 2300 1.26 -0.35 35.13 0| 0 1,000 0 2400 2.10 -0.52 32.11 0| 0 20 0 2600 3.39 -0.70 31.11 0| 0 12 0 2800 6.79 -0.92 30.03 0| 0 0 0 3200 10.69 -0.99 31.28 0| 0 0 0 3600 14.69 -1.00 35.00 0| 0 0 0 4000 Total 0| 0 1,345 0 Indicative a-t-m Vol 33.22 Underlying Price 25.315 Time to expiry: 196 Days Mar 11 0.41 -0.08 52.00 0| 0 0 0 1600 0.59 -0.12 46.65 0| 0 0 0 1800 0.85 -0.17 41.89 0| 0 0 0 2000 1.22 -0.25 37.30 0| 0 10 0 2200 1.52 -0.30 36.16 0| 0 0 0 2300 1.87 -0.36 35.05 0| 0 10 0 2400 2.72 -0.49 32.28 0| 0 0 0 2600 3.89 -0.63 30.70 0| 0 40 0 2800 7.00 -0.85 28.81 0| 0 0 0 3200 10.76 -0.94 30.50 0| 0 0 0 3600 14.71 -0.97 34.00 0| 0 0 0 4000 Total 0| 0 60 0 Indicative a-t-m Vol 33.07 Underlying Price 25.315 Time to expiry: 287 Days Jun 11 0.73 -0.11 50.00 0| 0 0 0 1600 1.00 -0.16 45.33 0| 0 0 0 1800 1.36 -0.22 40.98 0| 0 40 0 2000 1.80 -0.30 36.48 0| 0 20 0 2200 2.16 -0.34 35.57 0| 0 20 0 2300 2.56 -0.40 34.43 0| 0 0 0 2400 3.50 -0.51 32.37 0| 0 0 0 2600 4.70 -0.62 30.70 0| 0 0 0 2800 7.73 -0.81 28.85 0| 0 0 0 3200 11.45 -0.88 31.52 0| 0 0 0 3600 15.37 -0.91 36.00 0| 0 0 0 4000 Total 0| 0 80 0 Indicative a-t-m Vol 35.06 Underlying Price 25.315 Time to expiry: 469 Days Dec 11 1.15 -0.13 46.86 0| 0 0 0 1600 1.92 -0.24 39.19 0| 0 0 0 2000 2.60 -0.31 37.38 0| 0 0 0 2200 3.44 -0.38 35.82 0| 0 0 0 2400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.39 -0.71 31.23 0| 0 0 0 3200 15.67 -0.85 35.42 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.34 Underlying Price 25.315 Time to expiry: 651 Days Jun 12 1.79 -0.16 47.31 0| 0 0 0 1600 2.72 -0.26 39.78 0| 0 0 0 2000 3.45 -0.32 37.76 0| 0 0 0 2200 4.32 -0.39 36.10 0| 0 0 0 2400 9.23 -0.67 31.50 0| 0 0 0 3200 16.37 -0.79 35.53 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 2,653 0 Grand Total 0| 40 5,135 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.64 Underlying Price 25.315 Time to expiry: 14 Days Sep 10 6.32 0.99 57.24 0| 0 0 0 1900 5.32 0.99 49.00 0| 0 0 0 2000 4.33 0.99 42.53 0| 0 0 0 2100 3.34 0.97 37.35 0| 0 0 0 2200 2.85 0.95 35.23 0| 0 0 0 2250 2.38 0.93 33.38 0| 0 0 0 2300 1.92 0.88 31.79 0| 0 0 0 2350 1.49 0.81 31.24 0| 0 0 0 2400 1.09 0.72 29.46 0| 0 0 0 2450 0.75 0.60 28.13 0| 0 0 0 2500 0.28 0.32 26.60 0| 0 0 0 2600 0.08 0.12 26.24 0| 0 0 0 2700 0.02 0.03 26.88 0| 0 0 0 2800 0.01 0.00 29.87 0| 0 0 0 3000 0.01 0.00 32.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 33.22 Underlying Price 25.315 Time to expiry: 196 Days Mar 11 9.80 0.92 52.00 0| 0 0 0 1600 7.99 0.88 46.65 0| 0 0 0 1800 6.27 0.83 41.89 0| 0 0 0 2000 4.64 0.75 37.30 0| 0 0 0 2200 3.94 0.70 36.16 0| 0 0 0 2300 3.30 0.64 35.05 0| 0 0 0 2400 2.16 0.51 32.28 0| 0 0 0 2600 1.33 0.38 30.70 0| 0 0 0 2800 0.43 0.16 28.81 0| 0 0 0 3200 0.17 0.07 30.50 0| 0 0 0 3600 0.11 0.05 34.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.26 Underlying Price 25.315 Time to expiry: 378 Days Sep 11 9.76 0.88 48.11 0| 0 0 0 1600 6.64 0.77 41.49 0| 0 0 0 2000 5.28 0.70 39.01 0| 0 0 0 2200 4.02 0.61 36.25 0| 0 0 0 2400 1.01 0.26 30.25 0| 0 0 0 3200 0.18 0.07 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.88 Underlying Price 25.315 Time to expiry: 560 Days Mar 12 10.53 0.85 49.64 0| 0 0 0 1600 7.46 0.76 42.09 0| 0 0 0 2000 6.12 0.70 39.25 0| 0 0 0 2200 4.92 0.63 36.90 0| 0 0 0 2400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.67 0.33 30.71 0| 0 0 0 3200 0.51 0.13 29.09 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.64 Underlying Price 25.315 Time to expiry: 14 Days Sep 10 0.01 -0.01 57.24 0| 0 0 0 1900 0.01 -0.01 49.00 0| 0 0 0 2000 0.01 -0.01 42.53 0| 0 0 0 2100 0.02 -0.03 37.35 0| 0 0 0 2200 0.03 -0.05 35.23 0| 0 0 0 2250 0.06 -0.07 33.38 0| 0 0 0 2300 0.10 -0.12 31.79 0| 0 0 0 2350 0.17 -0.19 31.24 0| 0 0 0 2400 0.27 -0.28 29.46 0| 0 0 0 2450 0.43 -0.40 28.13 0| 0 0 0 2500 0.96 -0.68 26.60 0| 0 0 0 2600 1.76 -0.88 26.24 0| 0 0 0 2700 2.70 -0.97 26.88 0| 0 0 0 2800 4.68 -1.00 29.87 0| 0 0 0 3000 6.68 -1.00 32.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 33.22 Underlying Price 25.315 Time to expiry: 196 Days Mar 11 0.41 -0.08 52.00 0| 0 0 0 1600 0.59 -0.12 46.65 0| 0 0 0 1800 0.85 -0.17 41.89 0| 0 0 0 2000 1.21 -0.25 37.30 0| 0 0 0 2200 1.51 -0.30 36.16 0| 0 0 0 2300 1.86 -0.36 35.05 0| 0 0 0 2400 2.71 -0.49 32.28 0| 0 0 0 2600 3.87 -0.62 30.70 0| 0 0 0 2800 6.95 -0.84 28.81 0| 0 0 0 3200 10.68 -0.93 30.50 0| 0 0 0 3600 14.59 -0.95 34.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.26 Underlying Price 25.315 Time to expiry: 378 Days Sep 11 0.95 -0.12 48.11 0| 0 0 0 1600 1.77 -0.23 41.49 0| 0 0 0 2000 2.39 -0.30 39.01 0| 0 0 0 2200 3.11 -0.39 36.25 0| 0 0 0 2400 8.00 -0.74 30.25 0| 0 0 0 3200 15.08 -0.93 28.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.88 Underlying Price 25.315 Time to expiry: 560 Days Mar 12 1.60 -0.15 49.64 0| 0 0 0 1600 2.45 -0.24 42.09 0| 0 0 0 2000 3.08 -0.30 39.25 0| 0 0 0 2200 3.84 -0.37 36.90 0| 0 0 0 2400 8.43 -0.67 30.71 0| 0 0 0 3200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.12 -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 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 35.77 Underlying Price 11.010 Time to expiry: 14 Days Sep 10 4.61 1.00 56.00 0| 0 0 0 640 3.81 1.00 51.53 0| 0 0 0 720 3.01 1.00 49.53 0| 0 0 0 800 2.61 1.00 48.02 0| 0 0 0 840 2.21 0.99 46.34 0| 0 0 0 880 1.82 0.98 44.55 0| 0 0 0 920 1.62 0.97 43.64 0| 0 0 0 940 1.43 0.95 42.73 0| 0 0 0 960 1.24 0.92 41.54 0| 0 0 0 980 1.07 0.88 42.51 0| 0 51 0 1000 0.64 0.75 37.58 0| 0 25 0 1050 0.32 0.52 35.80 0| 0 274 0 1100 0.13 0.28 34.38 0| 0 350 0 1150 0.04 0.11 34.21 0| 10 129 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 35.00 0| 0 0 0 2000 Total 0| 10 1,353 0 Indicative a-t-m Vol 36.03 Underlying Price 11.010 Time to expiry: 42 Days Oct 10 2.65 0.96 48.00 0| 0 0 0 840 2.27 0.93 46.44 0| 0 0 0 880 1.91 0.90 44.54 0| 0 0 0 920 1.56 0.85 42.52 0| 0 0 0 960 1.39 0.81 41.96 0| 0 0 0 980 1.23 0.78 40.87 0| 0 50 0 1000 0.84 0.67 36.61 0| 0 1 0 1050 0.55 0.53 36.06 0| 0 0 0 1100 0.33 0.38 34.62 0| 1,200 1,203 +1,200 1150 0.16 0.24 32.30 0| 0 4 0 1200 0.03 0.07 30.99 0| 0 0 0 1300 0.01 0.01 31.46 0| 0 0 0 1400 0.01 0.00 34.00 0| 0 0 0 1500 Total 0| 1,200 1,258 +1,200 Indicative a-t-m Vol 37.38 Underlying Price 11.010 Time to expiry: 77 Days Nov 10 2.36 0.89 44.00 0| 0 0 0 880 2.03 0.84 43.43 0| 0 0 0 920 1.71 0.79 42.41 0| 0 0 0 960 1.55 0.76 41.78 0| 0 0 0 980 1.40 0.73 40.68 0| 0 0 0 1000 1.08 0.64 39.80 0| 0 0 0 1050 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.77 0.54 37.40 0| 0 1 0 1100 0.54 0.43 36.09 0| 1 1 +1 1150 0.37 0.33 35.57 0| 0 0 0 1200 0.15 0.17 34.21 0| 0 0 0 1300 0.08 0.09 37.00 0| 0 0 0 1400 Total 0| 1 2 +1 Indicative a-t-m Vol 38.23 Underlying Price 11.010 Time to expiry: 105 Days Dec 10 6.22 1.00 59.00 0| 0 0 0 480 5.04 0.99 54.86 0| 0 0 0 600 4.65 0.98 53.24 0| 0 0 0 640 3.88 0.96 49.99 0| 0 0 0 720 3.14 0.92 46.90 0| 0 0 0 800 2.79 0.89 45.45 0| 0 0 0 840 2.44 0.86 44.07 0| 0 500 0 880 2.11 0.82 42.78 0| 0 0 0 920 1.80 0.77 41.43 0| 0 1 0 960 1.52 0.71 40.62 0| 0 28 0 1000 0.92 0.55 38.26 0| 0 12 0 1100 0.49 0.37 35.85 0| 0 11 0 1200 0.23 0.21 34.15 0| 0 0 0 1300 0.11 0.11 34.11 0| 0 49 0 1400 0.02 0.02 32.83 0| 0 9 0 1600 0.01 0.00 33.37 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 38.66 Underlying Price 11.010 Time to expiry: 196 Days Mar 11 4.73 0.96 49.00 0| 0 0 0 640 4.00 0.92 47.24 0| 0 0 0 720 3.32 0.87 45.25 0| 0 0 0 800 2.99 0.84 44.23 0| 0 0 0 840 2.68 0.81 43.23 0| 0 0 0 880 2.38 0.77 42.24 0| 0 0 0 920 2.10 0.73 41.27 0| 0 0 0 960 1.84 0.69 40.34 0| 0 0 0 1000 1.27 0.57 38.69 0| 0 1,500 0 1100 0.80 0.43 35.85 0| 0 285 0 1200 0.49 0.31 34.88 0| 0 78 0 1300 0.29 0.21 33.97 0| 0 12 0 1400 0.08 0.07 32.16 0| 0 85 0 1600 0.02 0.02 31.64 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 38.83 Underlying Price 11.010 Time to expiry: 287 Days Jun 11 6.31 0.98 55.00 0| 0 0 0 480 5.22 0.94 52.36 0| 0 0 0 600 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.18 0.89 48.64 0| 0 0 0 720 3.53 0.84 46.12 0| 0 0 0 800 2.92 0.79 43.75 0| 0 0 0 880 2.64 0.75 42.63 0| 0 0 0 920 2.36 0.72 41.41 0| 0 0 0 960 2.11 0.68 40.49 0| 0 0 0 1000 1.55 0.58 38.86 0| 0 0 0 1100 1.07 0.47 36.26 0| 0 0 0 1200 0.73 0.36 35.10 0| 0 0 0 1300 0.46 0.27 33.74 0| 0 0 0 1400 0.19 0.13 32.54 0| 0 0 0 1600 0.08 0.06 32.30 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 39.13 Underlying Price 11.010 Time to expiry: 469 Days Dec 11 5.40 0.92 49.61 0| 0 0 0 600 3.85 0.82 44.82 0| 0 0 0 800 3.31 0.77 43.45 0| 0 0 0 880 2.79 0.71 41.53 0| 0 0 0 960 2.54 0.68 40.65 0| 0 0 0 1000 1.55 0.52 37.64 0| 0 10 0 1200 0.48 0.23 33.95 0| 0 0 0 1600 0.14 0.08 33.00 0| 0 0 0 2000 Total 0| 0 10 0 Indicative a-t-m Vol 38.87 Underlying Price 11.010 Time to expiry: 651 Days Jun 12 5.62 0.90 49.59 0| 0 0 0 600 4.15 0.81 44.64 0| 0 0 0 800 3.10 0.72 40.78 0| 0 0 0 960 2.87 0.69 40.12 0| 0 0 0 1000 1.92 0.55 37.64 0| 0 0 0 1200 0.71 0.29 33.40 0| 0 0 0 1600 0.25 0.13 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 1,211 5,193 +1,201 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 35.77 Underlying Price 11.010 Time to expiry: 14 Days Sep 10 0.01 0.00 56.00 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 -0.02 44.55 0| 0 12 0 920 0.01 -0.03 43.64 0| 0 0 0 940 0.02 -0.05 42.73 0| 0 100 0 960 0.03 -0.08 41.54 0| 0 0 0 980 0.06 -0.12 42.51 0| 0 49 0 1000 0.13 -0.25 37.58 0| 0 61 0 1050 0.31 -0.48 35.80 0| 0 1,155 0 1100 0.62 -0.72 34.38 0| 0 301 0 1150 0.94 1.03 -0.89 34.21 0.94 0.94 10| 0 130 0 1200 1.99 -1.00 30.73 0| 0 0 0 1300 2.99 -1.00 29.22 0| 0 0 0 1400 3.99 -1.00 28.76 0| 0 0 0 1500 4.99 -1.00 29.32 0| 0 0 0 1600 6.99 -1.00 33.39 0| 0 0 0 1800 8.99 -1.00 35.00 0| 0 0 0 2000 Total 10| 0 1,841 0 Indicative a-t-m Vol 36.03 Underlying Price 11.010 Time to expiry: 42 Days Oct 10 0.03 -0.04 48.00 0| 0 0 0 840 0.06 -0.07 46.44 0| 0 0 0 880 0.09 -0.10 44.54 0| 0 0 0 920 0.14 -0.15 42.52 0| 0 0 0 960 0.17 -0.19 41.96 0| 0 0 0 980 0.21 -0.22 40.87 0| 0 150 0 1000 0.32 -0.33 36.61 0| 0 0 0 1050 0.53 -0.47 36.06 0| 0 200 0 1100 0.81 -0.62 34.62 0| 0 0 0 1150 1.14 -0.76 32.30 0| 0 0 0 1200 2.02 -0.94 30.99 0| 0 0 0 1300 2.99 -0.99 31.46 0| 0 0 0 1400 3.99 -1.00 34.00 0| 0 0 0 1500 Total 0| 0 350 0 Indicative a-t-m Vol 37.38 Underlying Price 11.010 Time to expiry: 77 Days Nov 10 0.14 -0.11 44.00 0| 0 0 0 880 0.20 -0.16 43.43 0| 0 0 0 920 0.29 -0.21 42.41 0| 0 0 0 960 0.33 -0.24 41.78 0| 0 0 0 980 0.38 -0.27 40.68 0| 0 0 0 1000 0.55 -0.36 39.80 0| 0 0 0 1050 0.74 -0.46 37.40 0| 0 50 0 1100 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.01 -0.57 36.09 0| 0 0 0 1150 1.34 -0.67 35.57 0| 0 0 0 1200 2.12 -0.83 34.21 0| 0 0 0 1300 3.05 -0.91 37.00 0| 0 0 0 1400 Total 0| 0 50 0 Indicative a-t-m Vol 38.23 Underlying Price 11.010 Time to expiry: 105 Days Dec 10 0.01 0.00 59.00 0| 0 0 0 480 0.02 -0.01 54.86 0| 0 0 0 600 0.03 -0.02 53.24 0| 0 0 0 640 0.06 -0.04 49.99 0| 0 0 0 720 0.11 -0.08 46.90 0| 0 0 0 800 0.16 -0.11 45.45 0| 0 0 0 840 0.21 -0.14 44.07 0| 0 0 0 880 0.28 -0.18 42.78 0| 0 0 0 920 0.37 -0.23 41.43 0| 0 5 0 960 0.49 -0.29 40.62 0| 0 144 0 1000 0.88 -0.45 38.26 0| 0 110 0 1100 1.34 1.45 -0.63 35.85 1.34 1.34 10| 0 3,000 0 1200 2.19 -0.79 34.15 0| 0 0 0 1300 3.07 -0.89 34.11 0| 0 0 0 1400 4.99 -0.99 32.83 0| 0 0 0 1600 6.99 -1.00 33.37 0| 0 0 0 1800 8.99 -1.00 35.00 0| 0 0 0 2000 Total 10| 0 3,259 0 Indicative a-t-m Vol 38.66 Underlying Price 11.010 Time to expiry: 196 Days Mar 11 0.08 -0.04 49.00 0| 0 0 0 640 0.16 -0.08 47.24 0| 0 0 0 720 0.27 -0.13 45.25 0| 0 137 0 800 0.34 -0.16 44.23 0| 0 0 0 840 0.43 -0.19 43.23 0| 0 0 0 880 0.53 -0.23 42.24 0| 0 0 0 920 0.64 -0.27 41.27 0| 0 50 0 960 0.78 -0.31 40.34 0| 0 86 0 1000 1.21 -0.44 38.69 0| 0 9 0 1100 1.73 -0.57 35.85 0| 0 85 0 1200 2.43 -0.70 34.88 0| 0 0 0 1300 3.22 -0.80 33.97 0| 0 0 0 1400 5.03 -0.94 32.16 0| 0 0 0 1600 6.99 -1.00 31.64 0| 0 0 0 1800 8.99 -1.00 32.00 0| 0 0 0 2000 Total 0| 0 367 0 Indicative a-t-m Vol 38.83 Underlying Price 11.010 Time to expiry: 287 Days Jun 11 0.06 -0.02 55.00 0| 0 0 0 480 0.16 -0.06 52.36 0| 0 0 0 600 0.31 -0.11 48.64 0| 0 0 0 720 0.45 -0.16 46.12 0| 0 0 0 800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 -0.21 43.75 0| 0 0 0 880 0.75 -0.25 42.63 0| 0 0 0 920 0.87 -0.28 41.41 0| 0 11 0 960 1.01 -0.32 40.49 0| 0 0 0 1000 1.45 -0.42 38.86 0| 0 0 0 1100 1.97 -0.54 36.26 0| 0 10 0 1200 2.62 -0.64 35.10 0| 0 0 0 1300 3.36 -0.74 33.74 0| 0 0 0 1400 5.09 -0.89 32.54 0| 0 10 0 1600 7.00 -0.97 32.30 0| 0 0 0 1800 8.99 -1.00 33.00 0| 0 0 0 2000 Total 0| 0 31 0 Indicative a-t-m Vol 39.13 Underlying Price 11.010 Time to expiry: 469 Days Dec 11 0.30 -0.08 49.61 0| 0 0 0 600 0.72 -0.18 44.82 0| 0 0 0 800 0.97 -0.23 43.45 0| 0 0 0 880 1.24 -0.29 41.53 0| 0 0 0 960 1.38 -0.32 40.65 0| 0 0 0 1000 2.37 -0.49 37.64 0| 0 0 0 1200 5.29 -0.79 33.95 0| 0 0 0 1600 9.01 -0.96 33.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 38.87 Underlying Price 11.010 Time to expiry: 651 Days Jun 12 0.47 -0.10 49.59 0| 0 0 0 600 0.96 -0.19 44.64 0| 0 0 0 800 1.48 -0.29 40.78 0| 0 0 0 960 1.64 -0.32 40.12 0| 0 0 0 1000 2.66 -0.46 37.64 0| 0 10 0 1200 5.44 -0.74 33.40 0| 0 0 0 1600 9.04 -0.93 32.00 0| 0 0 0 2000 Total 0| 0 10 0 Total Puts 20| 0 5,908 0 Grand Total 20| 1,211 11,101 +1,201 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 36.18 Underlying Price 11.010 Time to expiry: 14 Days Sep 10 6.21 1.00 50.92 0| 0 0 0 480 5.01 1.00 55.77 0| 0 0 0 600 4.61 1.00 56.00 0| 0 0 0 640 3.81 1.00 51.53 0| 0 0 0 720 3.01 1.00 49.53 0| 0 0 0 800 2.61 1.00 48.02 0| 0 0 0 840 2.21 0.99 46.34 0| 0 0 0 880 1.82 0.98 44.55 0| 0 0 0 920 1.62 0.97 43.64 0| 0 0 0 940 1.43 0.95 42.73 0| 0 369 0 960 1.24 0.92 41.54 0| 0 0 0 980 1.07 0.88 42.51 0| 0 3 0 1000 0.64 0.75 37.58 0| 0 400 0 1050 0.33 0.52 36.22 0| 0 1 0 1100 0.13 0.28 34.38 0| 0 0 0 1150 0.04 0.11 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 35.00 0| 0 0 0 2000 0.01 0.00 51.74 0| 0 0 0 2400 Total 0| 0 1,484 0 Indicative a-t-m Vol 38.66 Underlying Price 11.010 Time to expiry: 196 Days Mar 11 6.24 0.99 50.08 0| 0 0 0 480 5.10 0.97 49.70 0| 0 0 0 600 4.73 0.96 49.00 0| 0 0 0 640 4.00 0.92 47.24 0| 0 0 0 720 3.32 0.87 45.25 0| 0 0 0 800 2.99 0.84 44.23 0| 0 0 0 840 2.68 0.81 43.23 0| 0 0 0 880 2.38 0.77 42.24 0| 0 0 0 920 2.10 0.73 41.27 0| 0 0 0 960 1.84 0.69 40.34 0| 0 0 0 1000 1.27 0.57 38.69 0| 0 0 0 1100 0.80 0.43 35.85 0| 0 0 0 1200 0.49 0.31 34.88 0| 0 0 0 1300 0.29 0.21 33.97 0| 0 200 0 1400 0.08 0.07 32.16 0| 0 96 0 1600 0.02 0.02 31.64 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 38.24 Underlying Price 11.010 Time to expiry: 378 Days Sep 11 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.29 0.93 49.66 0| 0 0 0 600 3.68 0.83 44.69 0| 0 0 0 800 3.09 0.78 42.63 0| 0 0 0 880 2.55 0.72 40.63 0| 0 0 0 960 2.30 0.68 39.75 0| 0 0 0 1000 1.31 0.50 36.75 0| 0 0 0 1200 0.32 0.18 33.09 0| 0 0 0 1600 0.06 0.05 31.18 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 37.46 Underlying Price 11.010 Time to expiry: 560 Days Mar 12 5.45 0.92 46.78 0| 0 0 0 600 3.93 0.82 42.85 0| 0 0 0 800 3.38 0.77 41.08 0| 0 0 0 880 2.88 0.71 39.70 0| 0 0 0 960 2.64 0.69 38.93 0| 0 0 0 1000 1.65 0.53 36.02 0| 0 0 0 1200 0.59 0.26 33.50 0| 0 0 0 1600 0.19 0.10 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 0 1,780 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 36.18 Underlying Price 11.010 Time to expiry: 14 Days Sep 10 0.01 0.00 50.92 0| 0 7 0 480 0.01 0.00 55.77 0| 0 0 0 600 0.01 0.00 56.00 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 -0.02 44.55 0| 0 0 0 920 0.01 -0.03 43.64 0| 0 0 0 940 0.02 -0.05 42.73 0| 0 70 0 960 0.03 -0.08 41.54 0| 0 0 0 980 0.06 -0.12 42.51 0| 0 212 0 1000 0.13 -0.25 37.58 0| 0 400 0 1050 0.32 -0.48 36.22 0| 0 13 0 1100 0.62 -0.72 34.38 0| 0 0 0 1150 1.03 -0.89 34.21 0| 0 5 0 1200 1.99 -1.00 30.73 0| 0 0 0 1300 2.99 -1.00 29.22 0| 0 100 0 1400 3.99 -1.00 28.76 0| 0 0 0 1500 4.99 -1.00 29.32 0| 0 0 0 1600 6.99 -1.00 33.39 0| 0 225 0 1800 8.99 -1.00 35.00 0| 0 0 0 2000 12.99 -1.00 51.74 0| 0 10 0 2400 Total 0| 0 1,092 0 Indicative a-t-m Vol 38.66 Underlying Price 11.010 Time to expiry: 196 Days Mar 11 0.01 -0.01 50.08 0| 0 0 0 480 0.06 -0.03 49.70 0| 0 0 0 600 0.08 -0.04 49.00 0| 0 250 0 640 0.16 -0.08 47.24 0| 0 0 0 720 0.27 -0.13 45.25 0| 0 0 0 800 0.34 -0.16 44.23 0| 0 0 0 840 0.43 -0.19 43.23 0| 0 0 0 880 0.53 -0.23 42.24 0| 0 1 0 920 0.64 -0.27 41.27 0| 0 40 0 960 0.78 -0.31 40.34 0| 0 30 0 1000 1.21 -0.43 38.69 0| 0 0 0 1100 1.72 -0.57 35.85 0| 0 0 0 1200 2.41 -0.69 34.88 0| 0 0 0 1300 3.20 -0.79 33.97 0| 0 2,000 0 1400 4.99 -0.93 32.16 0| 0 340 0 1600 6.92 -0.98 31.64 0| 0 0 0 1800 8.89 -0.99 32.00 0| 0 2,000 0 2000 Total 0| 0 4,661 0 Indicative a-t-m Vol 38.24 Underlying Price 11.010 Time to expiry: 378 Days Sep 11 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.21 -0.07 49.66 0| 0 0 0 600 0.57 -0.17 44.69 0| 0 210 0 800 0.78 -0.22 42.63 0| 0 0 0 880 1.03 -0.28 40.63 0| 0 0 0 960 1.17 -0.32 39.75 0| 0 140 0 1000 2.15 -0.50 36.75 0| 0 50 0 1200 5.12 -0.82 33.09 0| 0 0 0 1600 8.81 -0.95 31.18 0| 0 50 0 2000 Total 0| 0 450 0 Indicative a-t-m Vol 37.46 Underlying Price 11.010 Time to expiry: 560 Days Mar 12 0.32 -0.08 46.78 0| 0 0 0 600 0.76 -0.18 42.85 0| 0 0 0 800 1.00 -0.23 41.08 0| 0 0 0 880 1.29 -0.29 39.70 0| 0 0 0 960 1.43 -0.31 38.93 0| 0 0 0 1000 2.41 -0.47 36.02 0| 0 0 0 1200 5.27 -0.74 33.50 0| 0 0 0 1600 8.79 -0.90 32.03 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 0| 0 6,203 0 Grand Total 0| 0 7,983 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 20.83 Underlying Price 85.830 Time to expiry: 14 Days Sep 10 40.84 1.00 72.00 0| 0 0 0 4500 33.34 1.00 71.68 0| 0 0 0 5250 29.84 1.00 68.89 0| 0 0 0 5600 25.85 1.00 63.29 0| 0 0 0 6000 21.86 1.00 57.69 0| 0 0 0 6400 18.37 0.99 51.36 0| 0 0 0 6750 14.63 0.99 43.33 0| 0 38 0 7125 10.90 0.98 34.52 0| 0 889 0 7500 7.24 0.93 28.90 0| 0 80 0 7875 6.08 0.90 27.83 0| 0 65 0 8000 3.85 0.80 24.60 0| 0 1,241 0 8250 3.12 2.64 0.69 22.50 3.12 S 3.12 S 5| 0 322 0 8400 1.56 1.23 0.46 20.45 1.56 S 1.56 S 5| 0 1,032 0 8625 0.60 0.28 20.29 0| 32 852 -11 8800 0.25 0.21 0.13 20.03 0.25 0.21 33| 0 678 0 9000 0.09 0.06 21.61 0| 2 154 0 9200 0.03 0.02 21.87 0| 0 489 0 9375 0.01 0.01 22.12 0| 0 54 0 9600 0.01 0.00 22.26 0| 0 61 0 10000 0.01 0.00 24.00 0| 0 0 0 12000 Total 43| 34 5,955 -11 Indicative a-t-m Vol 22.23 Underlying Price 85.830 Time to expiry: 42 Days Oct 10 18.02 0.97 38.03 0| 0 0 0 6800 14.13 0.94 33.92 0| 0 0 0 7200 10.36 0.89 30.14 0| 0 71 0 7600 8.51 0.86 27.78 0| 0 34 0 7800 6.81 0.80 26.39 0| 0 0 0 8000 5.67 5.21 0.72 24.87 5.67 5.67 9| 0 34 0 8200 3.77 0.62 23.45 0| 0 126 0 8400 2.79 2.54 0.51 22.11 2.79 2.79 30| 31 75 -18 8600 1.63 1.61 0.38 21.21 1.70 1.63 20| 3 741 0 8800 0.93 0.94 0.26 20.49 1.10 0.93 103| 3 337 +3 9000 0.50 0.48 0.16 19.74 0.50 0.50 1| 0 172 0 9200 0.12 0.05 19.41 0| 0 283 0 9600 0.10 0.03 0.01 19.90 0.10 0.10 1| 0 49 0 10000 Total 164| 37 1,922 -15 Indicative a-t-m Vol 23.88 Underlying Price 85.830 Time to expiry: 77 Days Nov 10 18.38 0.93 35.95 0| 0 0 0 6800 14.67 0.89 33.04 0| 0 0 0 7200 11.10 0.83 30.09 0| 0 15 0 7600 9.42 0.79 28.74 0| 0 12 0 7800 7.81 0.74 27.35 0| 0 57 0 8000 6.33 0.67 26.21 0| 0 39 0 8200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 26 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.97 0.60 25.04 0| 0 36 0 8400 3.74 0.52 23.77 0| 0 0 0 8600 2.69 2.72 0.43 22.81 2.69 2.69 1| 3 69 +1 8800 1.39 1.29 0.26 21.45 1.39 1.39 4| 2 125 +2 9200 0.53 0.13 20.63 0| 0 0 0 9600 0.18 0.05 19.94 0| 0 0 0 10000 Total 5| 5 353 +3 Indicative a-t-m Vol 24.00 Underlying Price 85.830 Time to expiry: 105 Days Dec 10 51.83 1.00 62.00 0| 0 0 0 3409 43.42 0.99 59.95 0| 0 0 0 4261 41.07 0.99 58.04 0| 0 0 0 4500 35.03 0.98 52.09 0| 0 32 0 5114 30.28 0.97 47.01 0| 0 0 0 5600 26.71 0.96 43.24 0| 0 0 0 5966 22.53 0.94 39.00 0| 0 0 0 6400 18.54 0.91 34.82 0| 0 60 0 6818 15.74 0.88 32.73 0| 0 0 0 7125 12.44 0.82 30.19 0| 0 139 0 7500 11.00 0.79 29.00 0| 0 760 0 7671 9.35 0.75 27.77 0| 0 10 0 7875 7.06 0.67 25.95 0| 0 3,347 0 8182 5.36 0.58 24.61 0| 0 3,608 0 8438 4.70 4.85 0.55 24.27 4.97 4.70 2| 2 1,648 +1 8523 3.18 3.36 0.45 23.02 3.18 3.18 1| 0 101 0 8800 2.49 0.37 22.21 0| 0 2,409 0 9000 1.79 1.79 0.30 21.58 1.79 S 1.79 S 2| 3 107 +3 9200 1.31 0.24 21.10 0| 0 3,485 0 9375 0.23 0.06 20.08 0| 0 489 0 10227 0.03 0.01 21.00 0| 0 63 0 11250 Total 5| 5 16,258 +4 Indicative a-t-m Vol 24.93 Underlying Price 85.830 Time to expiry: 196 Days Mar 11 38.25 0.97 45.00 0| 0 0 0 4800 34.00 0.96 43.61 0| 0 0 0 5250 30.68 0.94 41.38 0| 0 0 0 5600 26.94 0.92 38.62 0| 0 4 0 6000 23.26 0.90 35.87 0| 0 30 0 6400 20.12 0.87 33.77 0| 0 86 0 6750 13.81 0.77 29.72 0| 0 175 0 7500 10.96 0.71 27.94 0| 0 229 0 7875 8.36 0.63 26.20 0| 0 145 0 8250 6.14 0.53 24.77 0| 0 61 0 8625 5.23 0.49 24.17 0| 0 81 0 8800 4.49 4.28 0.43 23.46 4.49 4.24 24| 0 1,610 0 9000 3.27 3.43 0.38 22.85 3.48 3.27 21| 0 87 0 9200 2.80 0.33 22.29 0| 0 538 0 9375 0.14 0.03 18.89 0| 0 159 0 11250 Total 45| 0 3,205 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 25.28 Underlying Price 85.830 Time to expiry: 287 Days Jun 11 48.53 0.99 47.00 0| 0 0 0 3750 41.27 0.98 44.46 0| 0 0 0 4500 34.19 0.95 41.09 0| 0 0 0 5250 30.65 0.93 38.53 0| 0 0 0 5625 27.25 0.91 36.71 0| 0 6 0 6000 23.67 0.88 34.53 0| 0 0 0 6400 20.61 0.85 32.64 0| 0 35 0 6750 14.54 0.76 29.25 0| 0 67 0 7500 10.94 0.67 27.25 0| 0 48 0 8000 9.36 0.62 26.46 0| 0 180 0 8250 6.20 0.50 24.51 0| 0 39 0 8800 4.43 0.41 23.50 0| 0 30 0 9200 2.97 0.31 22.33 0| 0 62 0 9600 1.93 0.23 21.54 0| 0 111 0 10000 0.14 0.03 19.64 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 26.10 Underlying Price 85.830 Time to expiry: 469 Days Dec 11 41.83 0.95 45.62 0| 0 0 0 4500 34.93 0.92 40.75 0| 0 0 0 5250 28.38 0.87 36.99 0| 0 0 0 6000 23.56 0.83 33.73 0| 0 0 0 6563 16.44 0.72 29.97 0| 0 64 0 7500 13.01 0.65 28.01 0| 0 150 0 8000 8.37 0.52 25.39 0| 0 0 0 8800 0.79 0.09 21.14 0| 0 0 0 12000 0.11 0.01 24.25 0| 0 0 0 16000 Total 0| 0 214 0 Indicative a-t-m Vol 25.85 Underlying Price 85.830 Time to expiry: 651 Days Jun 12 39.55 0.93 43.27 0| 0 0 0 4800 29.21 0.85 36.75 0| 0 0 0 6000 19.82 0.74 31.08 0| 0 0 0 7200 14.25 0.65 27.82 0| 0 0 0 8000 9.61 0.53 25.12 0| 0 0 0 8800 1.41 0.14 21.44 0| 0 0 0 12000 0.31 0.03 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.55 Underlying Price 85.830 Time to expiry: 840 Days Dec 12 40.17 0.91 43.35 0| 0 0 0 4800 30.19 0.84 36.73 0| 0 0 0 6000 15.46 0.64 27.63 0| 0 0 0 8000 10.71 0.54 24.77 0| 0 0 0 8800 2.13 0.17 21.40 0| 0 0 0 12000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 28 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.68 0.06 24.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.29 Underlying Price 85.830 Time to expiry: 1022 Days Jun 13 40.46 0.91 43.35 0| 0 0 0 4800 30.67 0.83 36.72 0| 0 0 0 6000 16.14 0.65 27.49 0| 0 0 0 8000 11.34 0.55 24.47 0| 0 0 0 8800 2.64 0.20 21.37 0| 0 0 0 12000 1.02 0.08 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.31 Underlying Price 85.830 Time to expiry: 1204 Days Dec 13 41.05 0.90 43.36 0| 0 0 0 4800 31.34 0.82 36.35 0| 0 0 0 6000 16.96 0.65 27.14 0| 0 0 0 8000 3.41 0.23 21.43 0| 0 0 0 12000 1.61 0.11 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.95 Underlying Price 85.830 Time to expiry: 1568 Days Dec 14 41.52 0.89 43.22 0| 0 0 0 4800 32.08 0.82 35.92 0| 0 0 0 6000 18.02 0.65 26.76 0| 0 0 0 8000 4.35 0.26 21.18 0| 0 0 0 12000 2.72 0.16 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 262| 81 28,682 -19 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 20.83 Underlying Price 85.830 Time to expiry: 14 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 68.89 0| 0 30 0 5600 0.01 0.00 63.29 0| 0 572 0 6000 0.02 0.00 57.69 0| 0 125 0 6400 0.03 -0.01 51.36 0| 0 1,089 0 6750 0.04 -0.01 43.33 0| 0 364 0 7125 0.06 -0.02 34.52 0| 0 1,397 0 7500 0.15 -0.07 28.90 0| 0 1,247 0 7875 0.24 -0.10 27.83 0| 10 122 0 8000 0.56 0.50 -0.20 24.60 0.56 0.56 12| 22 1,169 -22 8250 0.99 0.80 -0.31 22.50 0.99 0.99 21| 0 1,422 0 8400 1.64 -0.54 20.45 0| 16 112 0 8625 2.75 -0.72 20.29 0| 0 30 0 8800 4.37 -0.88 20.03 0| 0 37 0 9000 6.25 -0.94 21.61 0| 0 97 0 9200 7.94 -0.98 21.87 0| 0 54 0 9375 10.17 -1.00 22.12 0| 0 0 0 9600 14.17 -1.00 22.26 0| 0 0 0 10000 34.17 -1.00 24.00 0| 0 0 0 12000 Total 33| 48 8,667 -22 Indicative a-t-m Vol 22.23 Underlying Price 85.830 Time to expiry: 42 Days Oct 10 0.14 -0.03 38.03 0| 0 90 0 6800 0.25 0.26 -0.06 33.92 0.25 0.25 25| 0 123 0 7200 0.44 0.48 -0.11 30.14 0.44 0.44 4| 0 892 0 7600 0.60 0.63 -0.14 27.78 0.60 0.60 3| 0 46 0 7800 0.93 -0.20 26.39 0| 0 198 0 8000 1.52 1.33 -0.28 24.87 1.52 1.34 78| 0 109 0 8200 1.87 1.89 -0.38 23.45 1.87 1.87 14| 0 61 0 8400 2.66 -0.49 22.11 0| 0 23 0 8600 3.73 -0.62 21.21 0| 0 38 0 8800 5.06 -0.74 20.49 0| 0 31 0 9000 6.61 -0.84 19.74 0| 0 1 0 9200 10.25 -0.95 19.41 0| 0 0 0 9600 14.18 -0.99 19.90 0| 0 0 0 10000 Total 124| 0 1,612 0 Indicative a-t-m Vol 23.88 Underlying Price 85.830 Time to expiry: 77 Days Nov 10 0.45 -0.07 35.95 0| 2 70 0 6800 0.73 -0.11 33.04 0| 0 71 0 7200 1.16 -0.17 30.09 0| 2 108 +2 7600 1.48 -0.21 28.74 0| 0 122 0 7800 1.86 -0.26 27.35 0| 0 601 0 8000 2.38 -0.33 26.21 0| 0 94 0 8200 3.02 -0.40 25.04 0| 0 72 0 8400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.05 3.79 -0.48 23.77 4.06 4.05 19| 0 0 0 8600 4.77 -0.57 22.81 0| 0 0 0 8800 7.35 -0.74 21.45 0| 0 0 0 9200 10.59 -0.87 20.63 0| 0 0 0 9600 14.27 -0.95 19.94 0| 0 0 0 10000 Total 19| 4 1,138 +2 Indicative a-t-m Vol 24.00 Underlying Price 85.830 Time to expiry: 105 Days Dec 10 0.01 0.00 62.00 0| 0 232 0 3409 0.10 -0.01 59.95 0| 0 239 0 4261 0.13 -0.01 58.04 0| 0 405 0 4500 0.23 -0.02 52.09 0| 0 340 0 5114 0.33 -0.03 47.01 0| 0 80 0 5600 0.42 -0.05 43.24 0| 0 1,406 0 5966 0.56 -0.07 39.00 0| 0 115 0 6400 0.75 -0.09 34.82 0| 0 210 0 6818 1.08 1.02 -0.13 32.73 1.08 S 1.08 S 2| 0 4,015 0 7125 1.47 -0.18 30.19 0| 0 1,236 0 7500 1.74 -0.21 29.00 0| 0 2,273 0 7671 2.12 2.14 -0.26 27.77 2.12 S 2.12 S 1,250| 0 221 0 7875 2.92 -0.34 25.95 0| 0 2,939 0 8182 3.58 3.79 -0.42 24.61 3.58 3.47 36| 24 963 -4 8438 4.13 -0.45 24.27 0| 12 1,031 +12 8523 5.42 -0.55 23.02 0| 0 32 0 8800 6.55 -0.63 22.21 0| 0 21 0 9000 7.85 -0.70 21.58 0| 0 0 0 9200 9.12 -0.76 21.10 0| 0 33 0 9375 16.58 -0.94 20.08 0| 0 46 0 10227 26.67 -1.00 21.00 0| 0 0 0 11250 Total 1,288| 36 15,837 +8 Indicative a-t-m Vol 24.93 Underlying Price 85.830 Time to expiry: 196 Days Mar 11 0.32 -0.03 45.00 0| 0 20 0 4800 0.57 -0.04 43.61 0| 0 268 0 5250 0.73 -0.06 41.38 0| 0 60 0 5600 0.98 -0.08 38.62 0| 0 167 0 6000 1.28 -0.10 35.87 0| 0 80 0 6400 1.63 -0.13 33.77 0| 0 183 0 6750 2.79 -0.23 29.72 0| 0 1,118 0 7500 3.68 -0.30 27.94 0| 0 119 0 7875 4.82 -0.38 26.20 0| 0 852 0 8250 6.03 6.34 -0.47 24.77 6.03 6.03 3| 0 172 0 8625 7.17 -0.52 24.17 0| 0 51 0 8800 8.22 -0.57 23.46 0| 0 93 0 9000 9.38 -0.63 22.85 0| 0 0 0 9200 10.49 -0.67 22.29 0| 0 2 0 9375 26.67 -0.99 18.89 0| 0 0 0 11250 Total 3| 0 3,185 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 31 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 25.28 Underlying Price 85.830 Time to expiry: 287 Days Jun 11 0.23 -0.02 47.00 0| 0 20 0 3750 0.56 -0.04 44.46 0| 0 330 0 4500 1.09 -0.07 41.09 0| 0 433 0 5250 1.35 -0.09 38.53 0| 0 264 0 5625 1.74 -0.11 36.71 0| 0 154 0 6000 2.25 -0.15 34.53 0| 0 101 0 6400 2.76 -0.18 32.64 0| 0 186 0 6750 4.44 4.36 -0.28 29.25 4.44 4.44 30| 0 134 0 7500 5.91 -0.37 27.25 0| 0 26 0 8000 7.01 6.91 -0.42 26.46 7.01 7.01 30| 0 150 0 8250 9.41 -0.54 24.51 0| 0 30 0 8800 11.76 -0.63 23.50 0| 0 0 0 9200 14.38 -0.71 22.33 0| 0 0 0 9600 17.40 -0.79 21.54 0| 0 25 0 10000 35.64 -0.97 19.64 0| 0 0 0 12000 75.21 -1.00 21.00 0| 0 0 0 16000 Total 60| 0 1,853 0 Indicative a-t-m Vol 26.10 Underlying Price 85.830 Time to expiry: 469 Days Dec 11 1.62 -0.07 45.62 0| 0 130 0 4500 2.30 -0.10 40.75 0| 0 42 0 5250 3.34 -0.15 36.99 0| 0 10 0 6000 4.19 -0.19 33.73 0| 0 110 0 6563 6.52 -0.30 29.97 0| 0 71 0 7500 8.10 -0.37 28.01 0| 0 50 0 8000 11.47 -0.50 25.39 0| 0 0 0 8800 35.97 -0.92 21.14 0| 0 0 0 12000 75.11 -0.99 24.25 0| 0 0 0 16000 Total 0| 0 413 0 Indicative a-t-m Vol 25.85 Underlying Price 85.830 Time to expiry: 651 Days Jun 12 3.21 -0.11 43.27 0| 0 0 0 4800 5.07 -0.18 36.75 0| 0 0 0 6000 7.82 -0.29 31.08 0| 0 0 0 7200 10.34 -0.39 27.82 0| 0 0 0 8000 13.76 -0.50 25.12 0| 0 0 0 8800 37.47 -0.87 21.44 0| 0 0 0 12000 75.59 -0.97 24.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.55 Underlying Price 85.830 Time to expiry: 840 Days Dec 12 4.32 -0.12 43.35 0| 0 0 0 4800 6.39 -0.19 36.73 0| 0 0 0 6000 11.54 -0.38 27.63 0| 0 0 0 8000 14.72 -0.48 24.77 0| 0 0 0 8800 37.78 -0.84 21.40 0| 0 0 0 12000 75.50 -0.95 24.50 0| 0 0 0 16000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 32 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 25.29 Underlying Price 85.830 Time to expiry: 1022 Days Jun 13 5.65 -0.13 43.35 0| 0 0 0 4800 7.88 -0.21 36.72 0| 0 0 0 6000 13.20 -0.39 27.49 0| 0 0 0 8000 16.32 -0.49 24.47 0| 0 0 0 8800 38.90 -0.81 21.37 0| 0 0 0 12000 75.77 -0.92 24.63 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.31 Underlying Price 85.830 Time to expiry: 1204 Days Dec 13 6.54 -0.14 43.36 0| 0 0 0 4800 8.67 -0.21 36.35 0| 0 0 0 6000 13.86 -0.38 27.14 0| 0 0 0 8000 39.10 -0.79 21.43 0| 0 0 0 12000 75.69 -0.90 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.95 Underlying Price 85.830 Time to expiry: 1568 Days Dec 14 8.40 -0.15 43.22 0| 0 0 0 4800 10.54 -0.22 35.92 0| 0 0 0 6000 15.62 -0.38 26.76 0| 0 0 0 8000 39.85 -0.75 21.18 0| 0 0 0 12000 75.89 -0.87 25.56 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 1,527| 88 32,705 -12 Grand Total 1,789| 169 61,387 -31 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 20.93 Underlying Price 85.830 Time to expiry: 14 Days Sep 10 40.84 1.00 72.00 0| 0 0 0 4500 33.34 1.00 71.68 0| 0 0 0 5250 29.59 1.00 67.47 0| 0 0 0 5625 25.85 1.00 63.29 0| 0 95 0 6000 21.86 1.00 57.69 0| 0 0 0 6400 18.37 0.99 51.36 0| 0 147 0 6750 14.63 0.99 43.33 0| 0 399 0 7125 10.90 0.98 34.52 0| 0 141 0 7500 7.24 0.93 28.90 0| 0 0 0 7875 6.08 0.90 27.83 0| 0 0 0 8000 3.88 0.79 25.14 0| 0 35,010 0 8250 2.68 0.69 23.05 0| 0 0 0 8400 1.23 0.46 20.45 0| 0 22,815 0 8625 0.60 0.28 20.29 0| 0 207 0 8800 0.20 0.21 0.13 20.03 0.20 0.20 350| 350 850 0 9000 0.09 0.06 21.61 0| 0 0 0 9200 0.03 0.02 21.87 0| 0 20 0 9375 0.01 0.01 22.12 0| 0 500 0 9600 0.01 0.00 22.26 0| 0 0 0 10000 0.01 0.00 24.00 0| 0 0 0 12000 Total 350| 350 60,184 0 Indicative a-t-m Vol 24.93 Underlying Price 85.830 Time to expiry: 196 Days Mar 11 41.04 0.98 46.51 0| 0 0 0 4500 33.92 0.96 43.61 0| 0 0 0 5250 30.34 0.94 40.92 0| 0 0 0 5625 26.86 0.92 38.62 0| 0 0 0 6000 23.18 0.90 35.87 0| 0 0 0 6400 20.05 0.87 33.77 0| 0 0 0 6750 16.85 0.82 31.87 0| 0 9 0 7125 13.75 0.77 29.72 0| 0 10 0 7500 10.04 0.68 27.38 0| 0 50 0 8000 8.32 0.62 26.20 0| 0 0 0 8250 6.10 0.53 24.77 0| 0 20 0 8625 5.19 0.48 24.17 0| 0 0 0 8800 4.25 0.43 23.46 0| 0 572 0 9000 3.41 0.38 22.85 0| 0 0 0 9200 2.08 0.27 21.59 0| 0 0 0 9600 1.18 0.18 20.66 0| 0 0 0 10000 0.04 0.01 18.89 0| 0 0 0 12000 Total 0| 0 661 0 Indicative a-t-m Vol 24.64 Underlying Price 85.830 Time to expiry: 378 Days Sep 11 37.22 0.94 41.00 0| 0 0 0 4800 26.56 0.87 35.05 0| 0 0 0 6000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.85 0.75 29.76 0| 0 0 0 7200 11.16 0.63 26.37 0| 0 0 0 8000 6.72 0.48 24.00 0| 0 0 0 8800 0.38 0.06 20.31 0| 0 0 0 12000 0.02 0.00 22.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 24.94 Underlying Price 85.830 Time to expiry: 560 Days Mar 12 38.49 0.92 40.64 0| 0 0 0 4800 31.25 0.88 35.90 0| 0 0 0 5625 16.56 0.71 27.91 0| 0 0 0 7500 13.39 0.64 26.59 0| 0 0 0 8000 8.88 0.52 24.32 0| 0 0 0 8800 0.89 0.10 19.74 0| 0 0 0 12000 0.11 0.01 22.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 350| 350 60,845 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 20.93 Underlying Price 85.830 Time to expiry: 14 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 67.47 0| 0 809 0 5625 0.01 0.00 63.29 0| 0 650 0 6000 0.02 0.00 57.69 0| 0 400 0 6400 0.03 -0.01 51.36 0| 0 779 0 6750 0.04 -0.01 43.33 0| 0 486 0 7125 0.06 -0.02 34.52 0| 0 1,015 0 7500 0.15 -0.07 28.90 0| 100 1,180 0 7875 0.24 -0.10 27.83 0| 0 300 0 8000 0.53 -0.21 25.14 0| 0 35,450 0 8250 0.83 -0.31 23.05 0| 0 650 0 8400 1.64 -0.54 20.45 0| 0 5,084 0 8625 2.75 -0.72 20.29 0| 0 0 0 8800 4.37 -0.87 20.03 0| 0 0 0 9000 6.25 -0.94 21.61 0| 0 0 0 9200 7.94 -0.98 21.87 0| 0 0 0 9375 10.16 -0.99 22.12 0| 0 0 0 9600 14.15 -1.00 22.26 0| 0 0 0 10000 34.15 -1.00 24.00 0| 0 0 0 12000 Total 0| 100 47,818 0 Indicative a-t-m Vol 24.93 Underlying Price 85.830 Time to expiry: 196 Days Mar 11 0.23 -0.02 46.51 0| 0 2,935 0 4500 0.57 -0.04 43.61 0| 0 10 0 5250 0.72 -0.06 40.92 0| 0 1,014 0 5625 0.98 -0.08 38.62 0| 0 0 0 6000 1.28 -0.10 35.87 0| 0 0 0 6400 1.63 -0.13 33.77 0| 0 86 0 6750 2.16 -0.18 31.87 0| 0 90 0 7125 2.79 -0.23 29.72 0| 0 252 0 7500 4.06 -0.32 27.38 0| 0 0 0 8000 4.82 -0.38 26.20 0| 0 3,191 0 8250 6.33 -0.47 24.77 0| 0 100 0 8625 7.16 -0.52 24.17 0| 0 0 0 8800 8.21 -0.57 23.46 0| 0 0 0 9000 9.36 -0.62 22.85 0| 0 0 0 9200 12.01 -0.73 21.59 0| 0 0 0 9600 15.09 -0.82 20.66 0| 0 0 0 10000 33.84 -0.99 18.89 0| 0 0 0 12000 Total 0| 0 7,678 0 Indicative a-t-m Vol 24.64 Underlying Price 85.830 Time to expiry: 378 Days Sep 11 1.05 -0.06 41.00 0| 0 0 0 4800 2.23 -0.13 35.05 0| 0 0 0 6000 4.39 -0.25 29.76 0| 0 0 0 7200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.60 -0.37 26.37 0| 0 10 0 8000 10.06 -0.52 24.00 0| 0 0 0 8800 35.34 -0.94 20.31 0| 0 0 0 12000 74.49 -1.00 22.00 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 24.94 Underlying Price 85.830 Time to expiry: 560 Days Mar 12 1.97 -0.08 40.64 0| 0 40 0 4800 2.82 -0.12 35.90 0| 0 30 0 5625 6.52 -0.29 27.91 0| 0 0 0 7500 8.25 -0.36 26.59 0| 0 175 0 8000 11.59 -0.48 24.32 0| 0 0 0 8800 34.99 -0.90 19.74 0| 0 0 0 12000 73.43 -0.99 22.00 0| 0 0 0 16000 Total 0| 0 245 0 Total Puts 0| 100 55,751 0 Grand Total 350| 450 116,596 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 37.55 Underlying Price 2.159 Time to expiry: 14 Days Sep 10 1.76 1.00 58.98 0| 0 0 0 40 1.36 1.00 54.39 0| 0 0 0 80 0.96 1.00 50.77 0| 0 0 0 120 0.76 1.00 49.60 0| 0 0 0 140 0.56 1.00 47.85 0| 0 68 0 160 0.36 0.98 46.87 0| 0 120 0 180 0.27 0.93 44.42 0| 0 820 0 190 0.18 0.83 41.50 0| 120 881 +120 200 0.11 0.10 0.66 37.74 0.11 0.11 120| 50 1,140 +50 210 0.04 0.05 0.42 37.43 0.04 0.04 100| 0 508 0 220 0.02 0.22 38.35 0| 0 10,310 0 230 0.01 0.10 40.01 0| 0 23,423 0 240 0.01 0.02 43.98 0| 0 5,344 0 260 0.01 0.00 44.13 0| 0 1,070 0 280 0.01 0.00 45.84 0| 0 1,159 0 300 0.01 0.00 47.33 0| 0 700 0 320 0.01 0.00 48.63 0| 0 9,000 0 340 0.01 0.00 49.73 0| 0 150 0 360 0.01 0.00 51.42 0| 0 0 0 400 0.01 0.00 52.50 0| 0 0 0 440 0.01 0.00 52.98 0| 0 0 0 480 Total 220| 170 54,693 +170 Indicative a-t-m Vol 38.91 Underlying Price 2.159 Time to expiry: 42 Days Oct 10 0.76 0.99 59.00 0| 0 0 0 140 0.57 0.95 55.15 0| 0 0 0 160 0.38 0.88 49.04 0| 0 0 0 180 0.30 0.81 46.64 0| 0 0 0 190 0.22 0.73 42.73 0| 0 0 0 200 0.15 0.61 41.55 0| 120 340 +120 210 0.09 0.47 37.14 0| 0 2,432 0 220 0.05 0.32 35.35 0| 0 1,188 0 230 0.04 0.23 38.42 0| 120 160 +120 240 0.01 0.07 35.83 0| 0 0 0 260 0.01 0.03 37.86 0| 0 0 0 280 0.01 0.01 42.00 0| 0 0 0 300 Total 0| 240 4,120 +240 Indicative a-t-m Vol 41.73 Underlying Price 2.159 Time to expiry: 77 Days Nov 10 0.77 0.96 59.00 0| 0 0 0 140 0.59 0.91 54.76 0| 0 0 0 160 0.42 0.82 49.68 0| 0 0 0 180 0.34 0.76 46.82 0| 0 0 0 190 0.24 0.27 0.68 45.08 0.24 0.24 6| 0 0 0 200 0.20 0.60 42.61 0| 0 120 0 210 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.15 0.50 41.15 0| 35 10,030 0 220 0.07 0.32 39.79 0| 0 0 0 240 0.03 0.18 39.41 0| 0 0 0 260 0.02 0.10 41.00 0| 0 0 0 280 Total 6| 35 10,150 0 Indicative a-t-m Vol 41.11 Underlying Price 2.159 Time to expiry: 105 Days Dec 10 1.76 1.00 72.00 0| 0 0 0 40 1.36 1.00 67.67 0| 0 30 0 80 0.97 0.98 58.64 0| 0 0 0 120 0.60 0.89 50.82 0| 0 145 0 160 0.44 0.80 48.85 0| 0 0 0 180 0.29 0.68 43.56 0| 0 670 0 200 0.17 0.51 40.49 0| 0 25,914 0 220 0.10 0.35 39.18 0| 0 326,789 0 240 0.05 0.22 38.54 0| 0 10,722 0 260 0.02 0.10 35.42 0| 0 33,757 0 280 0.01 0.01 32.20 0| 0 1,659 0 320 0.01 0.00 30.85 0| 0 304,200 0 340 0.01 0.00 29.64 0| 0 5,737 0 360 0.01 0.00 27.61 0| 0 41,000 0 400 0.01 0.00 26.02 0| 0 15,007 0 440 0.01 0.00 24.79 0| 0 0 0 480 0.01 0.00 24.30 0| 0 0 0 500 0.01 0.00 23.23 0| 0 0 0 560 0.01 0.00 22.81 0| 0 0 0 600 0.01 0.00 23.17 0| 0 0 0 800 0.01 0.00 26.16 0| 0 101 0 1000 0.01 0.00 30.64 0| 0 305 0 1200 0.01 0.00 36.00 0| 0 200 0 1400 Total 0| 0 766,236 0 Indicative a-t-m Vol 41.69 Underlying Price 2.159 Time to expiry: 196 Days Mar 11 1.76 1.00 79.00 0| 0 0 0 40 1.37 0.99 69.53 0| 0 0 0 80 0.99 0.95 57.94 0| 0 0 0 120 0.64 0.85 49.34 0| 0 0 0 160 0.49 0.76 46.67 0| 0 0 0 180 0.36 0.66 43.63 0| 0 106 0 200 0.25 0.54 41.21 0| 0 560 0 220 0.17 0.42 40.06 0| 0 1,820 0 240 0.11 0.31 38.67 0| 0 600 0 260 0.07 0.22 37.89 0| 0 4,000 0 280 0.02 0.10 36.67 0| 0 1,100 0 320 0.01 0.04 36.49 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 42.01 Underlying Price 2.159 Time to expiry: 287 Days Jun 11 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.38 0.98 62.00 0| 0 0 0 80 1.01 0.93 56.04 0| 0 0 0 120 0.69 0.82 49.28 0| 0 16 0 160 0.54 0.75 46.45 0| 0 119 0 180 0.41 0.66 43.67 0| 0 1 0 200 0.31 0.56 41.60 0| 0 150 0 220 0.22 0.46 39.98 0| 0 626 0 240 0.16 0.37 38.84 0| 0 100 0 260 0.11 0.28 37.71 0| 0 740 0 280 0.05 0.15 36.64 0| 0 300 0 320 0.02 0.08 36.49 0| 0 0 0 360 0.01 0.05 37.14 0| 0 0 0 400 0.01 0.03 38.84 0| 0 0 0 440 0.01 0.02 40.00 0| 0 0 0 480 Total 0| 0 2,052 0 Indicative a-t-m Vol 43.99 Underlying Price 2.159 Time to expiry: 469 Days Dec 11 1.41 0.96 66.32 0| 0 0 0 80 1.06 0.90 54.85 0| 0 0 0 120 0.79 0.80 52.24 0| 0 26 0 160 0.53 0.67 45.98 0| 0 0 0 200 0.32 0.52 41.00 0| 0 0 0 240 0.21 0.38 40.55 0| 0 0 0 280 0.13 0.27 39.61 0| 0 20 0 320 0.05 0.13 39.23 0| 0 57,500 0 400 0.02 0.06 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 43.59 Underlying Price 2.159 Time to expiry: 651 Days Jun 12 1.44 0.95 65.74 0| 0 0 0 80 0.86 0.79 52.19 0| 0 0 0 160 0.60 0.68 45.21 0| 0 0 0 200 0.40 0.55 41.17 0| 0 0 0 240 0.29 0.44 40.74 0| 0 0 0 280 0.20 0.34 39.96 0| 0 0 0 320 0.12 0.22 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 43.39 Underlying Price 2.159 Time to expiry: 840 Days Dec 12 1.48 0.94 65.00 0| 0 0 0 80 0.92 0.79 52.06 0| 0 0 0 160 0.67 0.69 44.83 0| 0 0 0 200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.47 0.58 41.24 0| 0 0 0 240 0.36 0.48 41.01 0| 0 0 0 280 0.29 0.42 39.21 0| 0 7,500 0 300 0.26 0.39 40.10 0| 0 0 0 320 0.18 0.28 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 43.32 Underlying Price 2.159 Time to expiry: 1022 Days Jun 13 1.51 0.93 64.71 0| 0 0 0 80 0.98 0.80 51.87 0| 0 0 0 160 0.72 0.70 44.61 0| 0 0 0 200 0.54 0.60 41.38 0| 0 0 0 240 0.32 0.43 40.27 0| 0 0 0 320 0.23 0.33 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 44.70 Underlying Price 2.159 Time to expiry: 1204 Days Dec 13 1.54 0.93 64.49 0| 0 0 0 80 1.03 0.80 51.97 0| 0 0 0 160 0.60 0.62 41.59 0| 0 0 0 240 0.38 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 45.45 Underlying Price 2.159 Time to expiry: 1568 Days Dec 14 1.60 0.93 64.52 0| 0 0 0 80 1.14 0.82 52.49 0| 0 0 0 160 0.72 0.66 42.43 0| 0 0 0 240 0.50 0.52 40.86 0| 0 0 0 320 0.39 0.43 42.19 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 226| 445 910,985 +410 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 37.55 Underlying Price 2.159 Time to expiry: 14 Days Sep 10 0.01 0.00 58.98 0| 0 0 0 40 0.01 0.00 54.39 0| 0 50 0 80 0.01 0.00 50.77 0| 0 408 0 120 0.01 0.00 49.60 0| 0 0 0 140 0.01 0.00 47.85 0| 0 160 0 160 0.01 -0.02 46.87 0| 0 534 0 180 0.01 -0.07 44.42 0| 0 10 0 190 0.02 -0.17 41.50 0| 0 3,880 0 200 0.04 -0.34 37.74 0| 0 431 0 210 0.06 0.09 -0.58 37.43 0.06 0.06 100| 0 3,558 0 220 0.16 -0.78 38.35 0| 0 5,144 0 230 0.25 -0.90 40.01 0| 0 9,324 0 240 0.44 -0.98 43.98 0| 0 861 0 260 0.64 -1.00 44.13 0| 0 4,240 0 280 0.84 -1.00 45.84 0| 0 360 0 300 1.04 1.04 -1.00 47.33 1.04 S 1.04 S 300| 0 3 0 320 1.24 -1.00 48.63 0| 0 322 0 340 1.44 -1.00 49.73 0| 0 0 0 360 1.84 -1.00 51.42 0| 0 0 0 400 2.24 -1.00 52.50 0| 0 0 0 440 2.64 -1.00 52.98 0| 0 0 0 480 Total 400| 0 29,285 0 Indicative a-t-m Vol 38.91 Underlying Price 2.159 Time to expiry: 42 Days Oct 10 0.01 -0.01 59.00 0| 0 0 0 140 0.01 -0.05 55.15 0| 0 0 0 160 0.02 -0.12 49.04 0| 0 240 0 180 0.04 -0.19 46.64 0| 0 100 0 190 0.06 -0.27 42.73 0| 0 26,200 0 200 0.09 -0.39 41.55 0| 0 930 0 210 0.13 -0.53 37.14 0| 0 730 0 220 0.19 -0.68 35.35 0| 0 0 0 230 0.28 -0.77 38.42 0| 0 0 0 240 0.45 -0.93 35.83 0| 0 0 0 260 0.64 -0.98 37.86 0| 0 0 0 280 0.84 -0.99 42.00 0| 0 0 0 300 Total 0| 0 28,200 0 Indicative a-t-m Vol 41.73 Underlying Price 2.159 Time to expiry: 77 Days Nov 10 0.01 -0.04 59.00 0| 0 0 0 140 0.03 -0.09 54.76 0| 0 0 0 160 0.05 -0.18 49.68 0| 0 0 0 180 0.07 -0.24 46.82 0| 0 30 0 190 0.09 0.10 -0.32 45.08 0.09 0.09 5| 0 360 0 200 0.14 -0.40 42.61 0| 0 100 0 210 0.19 -0.50 41.15 0| 60 80 +60 220 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.31 -0.68 39.79 0| 0 0 0 240 0.47 -0.82 39.41 0| 0 0 0 260 0.66 -0.90 41.00 0| 0 0 0 280 Total 5| 60 570 +60 Indicative a-t-m Vol 41.11 Underlying Price 2.159 Time to expiry: 105 Days Dec 10 0.01 0.00 72.00 0| 0 0 0 40 0.01 0.00 67.67 0| 0 0 0 80 0.01 -0.02 58.64 0| 0 305 0 120 0.03 -0.11 50.82 0| 0 3,050 0 160 0.07 -0.20 48.85 0| 0 920 0 180 0.12 -0.33 43.56 0| 0 2,006 0 200 0.21 -0.49 40.49 0| 0 21,230 0 220 0.33 -0.65 39.18 0| 0 433 0 240 0.49 -0.79 38.54 0| 0 6,200 0 260 0.66 -0.90 35.42 0| 0 224 0 280 1.04 -1.00 32.20 0| 0 8 0 320 1.24 -1.00 30.85 0| 0 0 0 340 1.44 -1.00 29.64 0| 0 16,300 0 360 1.84 -1.00 27.61 0| 0 202 0 400 2.24 -1.00 26.02 0| 0 2,500 0 440 2.64 -1.00 24.79 0| 0 5 0 480 2.84 -1.00 24.30 0| 0 5 0 500 3.44 -1.00 23.23 0| 0 5 0 560 3.84 -1.00 22.81 0| 0 0 0 600 5.84 -1.00 23.17 0| 0 0 0 800 7.84 -1.00 26.16 0| 0 0 0 1000 9.84 -1.00 30.64 0| 0 0 0 1200 11.84 -1.00 36.00 0| 0 0 0 1400 Total 0| 0 53,393 0 Indicative a-t-m Vol 41.69 Underlying Price 2.159 Time to expiry: 196 Days Mar 11 0.01 0.00 79.00 0| 0 0 0 40 0.01 -0.01 69.53 0| 0 0 0 80 0.02 -0.05 57.94 0| 0 1,027 0 120 0.07 -0.15 49.34 0| 0 1,037 0 160 0.12 -0.24 46.67 0| 0 520 0 180 0.19 -0.34 43.63 0| 0 400 0 200 0.28 -0.46 41.21 0| 0 160 0 220 0.40 -0.58 40.06 0| 0 0 0 240 0.54 -0.69 38.67 0| 0 0 0 260 0.70 -0.79 37.89 0| 0 0 0 280 1.04 1.05 -0.92 36.67 1.04 S 1.04 S 300| 0 0 0 320 1.44 -0.98 36.49 0| 0 0 0 360 1.84 -1.00 37.00 0| 0 0 0 400 Total 300| 0 3,144 0 Indicative a-t-m Vol 42.01 Underlying Price 2.159 Time to expiry: 287 Days Jun 11 0.01 -0.02 62.00 0| 0 0 0 80 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 -0.07 56.04 0| 0 251 0 120 0.11 -0.18 49.28 0| 0 555 0 160 0.17 -0.25 46.45 0| 0 120 0 180 0.24 -0.34 43.67 0| 0 945 0 200 0.33 -0.44 41.60 0| 0 240 0 220 0.44 -0.54 39.98 0| 0 429 0 240 0.58 -0.64 38.84 0| 0 14 0 260 0.73 -0.73 37.71 0| 0 530 0 280 1.07 -0.86 36.64 0| 0 0 0 320 1.45 -0.94 36.49 0| 0 0 0 360 1.84 -0.98 37.14 0| 0 0 0 400 2.24 -1.00 38.84 0| 0 0 0 440 2.64 -1.00 40.00 0| 0 0 0 480 Total 0| 0 3,084 0 Indicative a-t-m Vol 43.99 Underlying Price 2.159 Time to expiry: 469 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 0.20 -0.20 52.24 0| 0 0 0 160 0.34 -0.33 45.98 0| 0 0 0 200 0.53 -0.49 41.00 0| 0 39 0 240 0.81 -0.63 40.55 0| 0 0 0 280 1.13 -0.75 39.61 0| 0 10 0 320 1.86 -0.90 39.23 0| 0 0 0 400 2.84 -0.99 40.10 0| 0 0 0 500 3.84 -1.00 39.81 0| 0 0 0 600 5.84 -1.00 40.66 0| 0 200 0 800 7.84 -1.00 41.42 0| 0 0 0 1000 9.84 -1.00 41.91 0| 0 0 0 1200 11.84 -1.00 42.34 0| 0 0 0 1400 Total 0| 0 270 0 Indicative a-t-m Vol 43.59 Underlying Price 2.159 Time to expiry: 651 Days Jun 12 0.07 -0.05 65.74 0| 0 0 0 80 0.26 -0.21 52.19 0| 0 0 0 160 0.40 -0.32 45.21 0| 0 0 0 200 0.59 -0.46 41.17 0| 0 0 0 240 0.87 -0.58 40.74 0| 0 0 0 280 1.18 -0.68 39.96 0| 0 0 0 320 1.90 -0.81 41.84 0| 0 0 0 400 2.64 -0.97 37.00 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 43.39 Underlying Price 2.159 Time to expiry: 840 Days Dec 12 0.09 -0.06 65.00 0| 0 0 0 80 0.31 -0.21 52.06 0| 0 0 0 160 0.45 -0.31 44.83 0| 0 0 0 200 0.65 -0.43 41.24 0| 0 0 0 240 0.92 -0.54 41.01 0| 0 0 0 280 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.05 -0.60 39.21 0| 0 7,500 0 300 1.23 -0.64 40.10 0| 0 0 0 320 1.94 -0.76 42.19 0| 0 0 0 400 2.64 -0.96 35.43 0| 0 0 0 480 Total 0| 0 7,500 0 Indicative a-t-m Vol 43.32 Underlying Price 2.159 Time to expiry: 1022 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 -0.30 44.61 0| 0 0 0 200 0.69 -0.41 41.38 0| 0 0 0 240 1.26 -0.60 40.27 0| 0 0 0 320 1.96 -0.72 42.26 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 44.70 Underlying Price 2.159 Time to expiry: 1204 Days Dec 13 0.14 -0.07 64.49 0| 0 0 0 80 0.39 -0.20 51.97 0| 0 0 0 160 0.73 -0.39 41.59 0| 0 0 0 240 1.29 -0.57 40.44 0| 0 0 0 320 1.98 -0.69 42.19 0| 0 0 0 400 2.65 -0.91 35.43 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.45 Underlying Price 2.159 Time to expiry: 1568 Days Dec 14 0.18 -0.07 64.52 0| 0 0 0 80 0.46 -0.19 52.49 0| 0 0 0 160 0.80 -0.36 42.43 0| 0 0 0 240 1.35 -0.52 40.86 0| 0 0 0 320 2.03 -0.64 42.19 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 705| 60 125,446 +60 Grand Total 931| 505 1,036,431 +470 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 36.64 Underlying Price 2.159 Time to expiry: 14 Days Sep 10 1.76 1.00 75.00 0| 0 0 0 40 1.36 1.00 99.12 0| 0 0 0 80 0.96 1.00 81.29 0| 0 0 0 120 0.76 1.00 70.56 0| 0 0 0 140 0.56 0.99 60.46 0| 0 0 0 160 0.36 0.96 51.38 0| 0 0 0 180 0.27 0.92 47.26 0| 0 0 0 190 0.18 0.82 43.42 0| 0 885 0 200 0.10 0.65 38.60 0| 0 0 0 210 0.04 0.41 35.33 0| 0 150,100 0 220 0.01 0.18 32.96 0| 0 0 0 230 0.01 0.05 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 41.69 Underlying Price 2.159 Time to expiry: 196 Days Mar 11 1.76 1.00 79.00 0| 0 0 0 40 1.37 0.99 69.53 0| 0 0 0 80 0.99 0.95 57.94 0| 0 0 0 120 0.64 0.85 49.34 0| 0 0 0 160 0.49 0.76 46.67 0| 0 0 0 180 0.36 0.66 43.63 0| 0 0 0 200 0.25 0.54 41.21 0| 0 0 0 220 0.17 0.42 40.06 0| 0 900 0 240 0.11 0.31 38.67 0| 0 100 0 260 0.07 0.22 37.89 0| 0 0 0 280 0.02 0.10 36.67 0| 0 210 0 320 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 36.49 0| 0 260 0 360 0.01 0.02 37.00 0| 0 0 0 400 0.01 0.01 38.12 0| 0 0 0 440 0.01 0.00 39.67 0| 0 0 0 480 0.01 0.00 40.59 0| 0 0 0 500 0.01 0.00 46.28 0| 0 900 0 600 0.01 0.00 61.21 0| 0 0 0 800 Total 0| 0 2,370 0 Indicative a-t-m Vol 42.46 Underlying Price 2.159 Time to expiry: 378 Days Sep 11 1.38 0.98 54.00 0| 0 0 0 80 1.03 0.92 51.47 0| 0 0 0 120 0.72 0.81 49.03 0| 0 0 0 160 0.45 0.66 42.50 0| 0 0 0 200 0.29 0.50 42.40 0| 0 0 0 240 0.18 0.36 42.30 0| 0 1,000 0 280 0.11 0.24 41.00 0| 0 1,900 0 320 0.04 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 45.34 Underlying Price 2.159 Time to expiry: 560 Days Mar 12 1.40 0.97 54.25 0| 0 0 0 80 1.07 0.90 51.24 0| 0 0 0 120 0.79 0.80 48.49 0| 0 0 0 160 0.57 0.68 46.00 0| 0 0 0 200 0.40 0.55 44.35 0| 0 0 0 240 0.27 0.43 43.03 0| 0 0 0 280 0.20 0.33 43.16 0| 0 40,000 0 320 0.09 0.19 41.89 0| 0 0 0 400 0.04 0.09 42.26 0| 0 0 0 500 0.02 0.05 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 44.72 Underlying Price 2.159 Time to expiry: 749 Days Sep 12 1.42 0.96 53.43 0| 0 0 0 80 0.85 0.80 47.98 0| 0 0 0 160 0.63 0.69 45.04 0| 0 0 0 200 0.48 0.58 44.25 0| 0 0 0 240 0.35 0.48 43.49 0| 0 0 0 280 0.27 0.39 43.23 0| 0 0 0 320 0.15 0.25 42.06 0| 0 0 0 400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 0.16 41.14 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 44.36 Underlying Price 2.159 Time to expiry: 924 Days Mar 13 1.45 0.95 53.76 0| 0 0 0 80 0.91 0.80 47.65 0| 0 0 0 160 0.70 0.70 45.11 0| 0 0 0 200 0.53 0.60 43.22 0| 0 1 0 240 0.31 0.42 42.03 0| 0 1 0 320 0.21 0.30 42.51 0| 0 0 0 400 0.15 0.23 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 44.96 Underlying Price 2.159 Time to expiry: 1113 Days Sep 13 1.47 0.94 54.06 0| 0 0 0 80 0.96 0.80 47.82 0| 0 0 0 160 0.60 0.62 43.73 0| 0 0 0 240 0.39 0.47 42.84 0| 0 0 0 320 0.27 0.35 43.20 0| 0 0 0 400 0.20 0.27 43.53 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.24 Underlying Price 2.159 Time to expiry: 1295 Days Mar 14 1.50 0.94 53.93 0| 0 0 0 80 1.01 0.80 47.89 0| 0 0 0 160 0.67 0.64 44.11 0| 0 0 0 240 0.45 0.50 43.11 0| 0 30 0 320 0.33 0.40 43.48 0| 0 0 0 400 0.24 0.31 43.18 0| 0 0 0 480 Total 0| 0 30 0 Indicative a-t-m Vol 45.55 Underlying Price 2.159 Time to expiry: 1477 Days Sep 14 1.53 0.94 54.26 0| 0 20 0 80 1.07 0.81 48.41 0| 0 20 0 160 0.72 0.66 44.33 0| 0 20 0 240 0.53 0.54 44.32 0| 0 20 0 320 0.40 0.44 44.31 0| 0 20 0 400 0.31 0.36 44.20 0| 0 0 0 480 Total 0| 0 100 0 Indicative a-t-m Vol 46.08 Underlying Price 2.159 Time to expiry: 1659 Days Mar 15 1.56 0.94 55.01 0| 0 0 0 80 1.12 0.82 49.11 0| 0 0 0 160 0.78 0.68 44.78 0| 0 0 0 240 0.58 0.56 44.36 0| 0 0 0 320 0.45 0.47 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Calls 0| 0 220,780 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 36.64 Underlying Price 2.159 Time to expiry: 14 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 -0.04 51.38 0| 0 100 0 180 0.01 -0.08 47.26 0| 0 0 0 190 0.02 -0.18 43.42 0| 0 720 0 200 0.04 -0.35 38.60 0| 0 0 0 210 0.08 -0.59 35.33 0| 0 150,200 0 220 0.15 -0.82 32.96 0| 0 0 0 230 0.24 -0.95 30.79 0| 0 346 0 240 0.44 -1.00 25.98 0| 0 200 0 260 0.64 -1.00 22.07 0| 0 1,765 0 280 0.83 0.84 -1.00 18.98 0.83 S 0.83 S 300| 0 1,550 0 300 1.04 -1.00 16.62 0| 0 300 0 320 1.24 -1.00 14.95 0| 0 0 0 340 1.44 -1.00 13.88 0| 0 1,000 0 360 1.84 -1.00 13.37 0| 0 11,000 0 400 2.24 -1.00 14.71 0| 0 0 0 440 2.64 -1.00 16.00 0| 0 0 0 480 2.84 -1.00 17.00 0| 0 40 0 500 3.44 -1.00 18.00 0| 0 1,000 0 560 3.84 -1.00 20.00 0| 0 360 0 600 4.24 -1.00 22.00 0| 0 0 0 640 5.04 -1.00 24.00 0| 0 200 0 720 5.84 -1.00 26.00 0| 0 150 0 800 6.84 -1.00 28.00 0| 0 40,440 0 900 7.84 -1.00 30.00 0| 0 540 0 1000 9.84 -1.00 32.00 0| 0 2 0 1200 11.84 -1.00 34.00 0| 0 800 0 1400 Total 300| 0 211,714 0 Indicative a-t-m Vol 41.69 Underlying Price 2.159 Time to expiry: 196 Days Mar 11 0.01 0.00 79.00 0| 0 0 0 40 0.01 -0.01 69.53 0| 0 0 0 80 0.02 -0.05 57.94 0| 0 0 0 120 0.07 -0.15 49.34 0| 0 0 0 160 0.12 -0.24 46.67 0| 0 0 0 180 0.19 -0.34 43.63 0| 0 0 0 200 0.28 -0.46 41.21 0| 0 0 0 220 0.40 -0.58 40.06 0| 0 1,650 0 240 0.53 -0.69 38.67 0| 0 0 0 260 0.68 0.69 -0.78 37.89 0.68 S 0.68 S 300| 0 2,615 0 280 1.05 -0.90 36.67 0| 0 210 0 320 1.43 -0.96 36.49 0| 0 400 0 360 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.82 -0.98 37.00 0| 0 0 0 400 2.22 -0.99 38.12 0| 0 500 0 440 2.62 -1.00 39.67 0| 0 0 0 480 2.82 -1.00 40.59 0| 0 0 0 500 3.81 -1.00 46.28 0| 0 0 0 600 5.80 -1.00 61.21 0| 0 1,000 0 800 Total 300| 0 6,375 0 Indicative a-t-m Vol 42.46 Underlying Price 2.159 Time to expiry: 378 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 -0.19 49.03 0| 0 0 0 160 0.27 -0.34 42.50 0| 0 3,140 0 200 0.50 -0.50 42.40 0| 0 0 0 240 0.79 -0.64 42.30 0| 0 325 0 280 1.11 -0.76 41.00 0| 0 60 0 320 1.83 -0.90 40.34 0| 0 0 0 400 2.79 -0.97 39.55 0| 0 200 0 500 3.77 -0.99 39.67 0| 0 0 0 600 5.74 -1.00 41.65 0| 0 0 0 800 7.72 -1.00 45.00 0| 0 0 0 1000 Total 0| 0 3,725 0 Indicative a-t-m Vol 45.34 Underlying Price 2.159 Time to expiry: 560 Days Mar 12 0.02 -0.03 54.25 0| 0 0 0 80 0.09 -0.10 51.24 0| 0 0 0 120 0.20 -0.20 48.49 0| 0 0 0 160 0.37 -0.32 46.00 0| 0 0 0 200 0.59 -0.45 44.35 0| 0 0 0 240 0.86 -0.57 43.03 0| 0 0 0 280 1.18 -0.67 43.16 0| 0 0 0 320 1.86 -0.81 41.89 0| 0 0 0 400 2.79 -0.91 42.26 0| 0 0 0 500 3.74 -0.95 41.80 0| 0 0 0 600 5.69 -0.99 41.90 0| 0 0 0 800 7.65 -1.00 42.76 0| 0 0 0 1000 9.61 -1.00 44.06 0| 0 0 0 1200 Total 0| 0 0 0 Indicative a-t-m Vol 44.72 Underlying Price 2.159 Time to expiry: 749 Days Sep 12 0.04 -0.04 53.43 0| 0 0 0 80 0.25 -0.20 47.98 0| 0 0 0 160 0.42 -0.31 45.04 0| 0 0 0 200 0.65 -0.42 44.25 0| 0 0 0 240 0.92 -0.52 43.49 0| 0 0 0 280 1.22 -0.61 43.23 0| 0 0 0 320 1.88 -0.75 42.06 0| 0 0 0 400 2.59 -0.84 41.14 0| 0 0 0 480 Total 0| 0 0 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 44.36 Underlying Price 2.159 Time to expiry: 924 Days Mar 13 0.06 -0.05 53.76 0| 0 0 0 80 0.29 -0.20 47.65 0| 0 1 0 160 0.46 -0.30 45.11 0| 0 0 0 200 0.68 -0.40 43.22 0| 0 1 0 240 1.24 -0.58 42.03 0| 0 0 0 320 1.90 -0.70 42.51 0| 0 0 0 400 2.61 -0.77 43.57 0| 0 0 0 480 Total 0| 0 2 0 Indicative a-t-m Vol 44.96 Underlying Price 2.159 Time to expiry: 1113 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 1.28 -0.53 42.84 0| 0 1 0 320 1.92 -0.65 43.20 0| 0 1 0 400 2.60 -0.73 43.53 0| 0 0 0 480 Total 0| 0 3 0 Indicative a-t-m Vol 45.24 Underlying Price 2.159 Time to expiry: 1295 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 0.76 -0.36 44.11 0| 0 0 0 240 1.30 -0.50 43.11 0| 0 0 0 320 1.93 -0.60 43.48 0| 0 0 0 400 2.59 -0.69 43.18 0| 0 0 0 480 Total 0| 0 0 0 Indicative a-t-m Vol 45.55 Underlying Price 2.159 Time to expiry: 1477 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 0.79 -0.34 44.33 0| 0 20 0 240 1.34 -0.46 44.32 0| 0 20 0 320 1.95 -0.56 44.31 0| 0 20 0 400 2.60 -0.64 44.20 0| 0 0 0 480 Total 0| 0 80 0 Indicative a-t-m Vol 46.08 Underlying Price 2.159 Time to expiry: 1659 Days Mar 15 0.13 -0.06 55.01 0| 0 0 0 80 0.42 -0.18 49.11 0| 0 0 0 160 0.82 -0.32 44.78 0| 0 0 0 240 1.35 -0.44 44.36 0| 0 0 0 320 1.94 -0.53 44.11 0| 0 0 0 400 Total 0| 0 0 0 Total Puts 600| 0 221,899 0 Grand Total 600| 0 442,679 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.62 Underlying Price 38.785 Time to expiry: 14 Days Sep 10 14.79 1.00 52.00 0| 0 0 0 2400 10.79 1.00 50.19 0| 0 0 0 2800 8.79 1.00 44.30 0| 0 0 0 3000 6.80 0.99 39.91 0| 0 48 0 3200 4.84 0.96 37.62 0| 0 48 0 3400 3.88 0.93 35.03 0| 0 30 0 3500 3.32 2.96 0.87 33.04 3.32 3.32 30| 0 59 0 3600 2.17 2.08 0.79 30.08 2.17 1.94 27| 0 578 0 3700 1.42 1.34 0.65 28.65 1.45 1.42 23| 0 77 0 3800 0.76 0.47 27.35 0| 0 583 0 3900 0.37 0.37 0.29 26.34 0.37 0.37 30| 171 3,417 +129 4000 0.23 0.15 0.15 25.66 0.23 0.21 72| 16 1,618 +16 4100 0.14 0.04 0.05 23.22 0.14 0.14 18| 0 1,455 0 4200 0.07 0.01 0.00 16.76 0.07 0.07 20| 0 1,119 0 4300 0.01 0.00 13.99 0| 0 3,704 0 4400 0.01 0.00 11.28 0| 0 3,092 0 4600 0.01 0.00 10.18 0| 0 65 0 4800 0.01 0.00 8.94 0| 0 95 0 5200 0.01 0.00 7.19 0| 0 4 0 5600 0.01 0.00 7.19 0| 0 0 0 6000 0.01 0.00 8.25 0| 0 0 0 6400 0.01 0.00 12.49 0| 0 0 0 7200 0.01 0.00 29.00 0| 0 0 0 8000 Total 220| 187 15,992 +145 Indicative a-t-m Vol 28.22 Underlying Price 38.785 Time to expiry: 42 Days Oct 10 8.85 0.98 39.16 0| 0 0 0 3000 6.92 0.95 36.64 0| 0 70 0 3200 5.08 0.88 34.05 0| 0 45 0 3400 4.21 0.83 32.84 0| 0 24 0 3500 3.38 0.77 31.31 0| 0 71 0 3600 2.63 0.70 30.06 0| 0 14 0 3700 1.95 0.60 28.83 0| 12 32 +12 3800 1.40 0.50 28.06 0| 0 1,045 0 3900 0.93 0.39 26.88 0| 0 102 0 4000 0.58 0.28 26.00 0| 0 52 0 4100 0.55 0.35 0.20 25.48 0.55 0.37 23| 0 1,085 0 4200 0.20 0.22 0.13 25.70 0.20 0.20 30| 0 16 0 4300 0.12 0.08 25.25 0| 0 55 0 4400 0.03 0.02 24.60 0| 0 43 0 4600 0.02 0.02 28.78 0| 0 58 0 4800 0.01 0.00 32.00 0| 0 0 0 5200 Total 53| 12 2,712 +12 Indicative a-t-m Vol 30.18 Underlying Price 38.785 Time to expiry: 77 Days Nov 10 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.22 0.89 37.00 0| 0 0 0 3200 5.55 0.81 35.81 0| 0 0 0 3400 3.98 0.72 33.21 0| 0 0 0 3600 3.29 0.66 32.16 0| 0 0 0 3700 2.64 0.59 31.01 0| 0 0 0 3800 2.07 0.52 29.96 0| 0 80 0 3900 1.98 1.59 0.44 29.26 1.98 1.98 11| 10 123 +10 4000 1.20 0.37 28.60 0| 0 44 0 4100 0.86 0.87 0.29 27.92 0.86 0.86 30| 0 72 0 4200 0.50 0.43 0.17 27.15 0.50 0.44 42| 0 0 0 4400 0.22 0.19 0.09 26.38 0.22 0.22 11| 0 0 0 4600 Total 94| 10 319 +10 Indicative a-t-m Vol 29.87 Underlying Price 38.785 Time to expiry: 105 Days Dec 10 18.90 0.99 59.86 0| 0 0 0 2000 14.95 0.98 49.15 0| 0 0 0 2400 11.06 0.95 40.62 0| 0 0 0 2800 7.47 0.86 36.88 0| 0 56 0 3200 5.79 0.79 34.28 0| 0 0 0 3400 4.28 0.70 32.36 0| 0 20 0 3600 2.98 0.59 30.51 0| 10 4,951 +10 3800 1.92 0.46 28.89 0| 0 686 0 4000 1.15 0.33 27.54 0| 30 1,183 +3 4200 0.80 0.65 0.22 26.75 0.80 0.80 13| 0 631 0 4400 0.31 0.12 25.52 0| 12 4,230 -12 4600 0.14 0.06 24.86 0| 0 8,600 0 4800 0.07 0.04 25.00 0| 0 3,218 0 5000 0.03 0.02 24.79 0| 0 320 0 5200 0.05 0.01 0.00 24.77 0.05 0.05 1| 0 20 0 5600 0.01 0.00 25.24 0| 0 1,000 0 6000 0.01 0.00 26.13 0| 0 0 0 6400 0.01 0.00 28.96 0| 0 0 0 7200 0.01 0.00 33.00 0| 0 0 0 8000 Total 14| 52 24,915 +1 Indicative a-t-m Vol 30.80 Underlying Price 38.785 Time to expiry: 196 Days Mar 11 15.21 0.95 44.83 0| 0 0 0 2400 11.54 0.90 39.95 0| 0 0 0 2800 8.17 0.81 36.09 0| 0 0 0 3200 6.65 0.75 34.47 0| 0 0 0 3400 5.26 0.67 32.87 0| 0 10 0 3600 4.00 0.59 31.22 0| 0 10 0 3800 2.98 0.50 30.17 0| 0 105 0 4000 2.12 0.40 29.07 0| 0 97 0 4200 1.48 1.42 0.31 27.79 1.48 1.48 26| 0 126 0 4400 0.95 0.23 27.18 0| 0 127 0 4600 0.63 0.17 26.81 0| 0 1,500 0 4800 0.24 0.08 25.94 0| 0 90 0 5200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.10 0.04 26.21 0| 0 30 0 5600 0.01 0.01 26.23 0| 0 0 0 6400 0.01 0.00 28.00 0| 0 0 0 7200 Total 26| 0 2,095 0 Indicative a-t-m Vol 31.55 Underlying Price 38.785 Time to expiry: 287 Days Jun 11 15.47 0.93 42.94 0| 0 0 0 2400 11.97 0.87 38.99 0| 0 0 0 2800 8.75 0.79 35.62 0| 0 0 0 3200 7.34 0.73 34.41 0| 0 0 0 3400 6.00 0.66 32.88 0| 0 0 0 3600 4.86 0.59 31.96 0| 0 500 0 3800 3.83 0.52 30.92 750| 0 1,165 0 4000 2.98 0.45 30.10 0| 0 1,281 0 4200 2.22 0.37 29.06 0| 0 81 0 4400 1.16 0.24 27.51 0| 0 32 0 4800 0.86 0.19 27.41 0| 0 50 0 5000 0.30 0.08 26.53 0| 0 109 0 5600 0.15 0.04 26.58 0| 0 12 0 6000 0.09 0.03 27.24 0| 0 0 0 6400 0.02 0.01 31.00 0| 0 0 0 8000 Total 750| 0 3,230 0 Indicative a-t-m Vol 33.27 Underlying Price 38.785 Time to expiry: 469 Days Dec 11 15.75 0.91 43.10 0| 0 0 0 2400 9.52 0.76 37.32 0| 0 0 0 3200 6.97 0.65 34.85 0| 0 0 0 3600 4.83 0.54 32.58 0| 0 500 0 4000 3.13 0.41 30.33 0| 0 1,200 0 4400 1.89 0.29 28.48 0| 0 0 0 4800 0.69 0.13 26.98 0| 0 750 0 5600 0.43 0.09 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 32.63 Underlying Price 38.785 Time to expiry: 651 Days Jun 12 16.24 0.89 42.94 0| 0 0 0 2400 10.29 0.74 36.58 0| 0 0 0 3200 7.84 0.65 34.15 0| 0 0 0 3600 5.74 0.55 31.97 0| 0 750 0 4000 3.97 0.44 29.84 0| 0 0 0 4400 2.65 0.34 28.09 0| 0 0 0 4800 0.84 0.14 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Calls 1,157| 261 52,463 +168 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.62 Underlying Price 38.785 Time to expiry: 14 Days Sep 10 0.01 0.00 52.00 0| 0 0 0 2400 0.01 0.00 50.19 0| 0 25 0 2800 0.01 0.00 44.30 0| 0 80 0 3000 0.01 -0.01 39.91 0| 0 811 0 3200 0.05 -0.04 37.62 0| 0 3,656 0 3400 0.09 -0.07 35.03 0| 0 49 0 3500 0.12 0.17 -0.13 33.04 0.14 0.12 57| 11 2,673 -11 3600 0.24 0.29 -0.21 30.08 0.29 0.24 46| 0 877 0 3700 0.41 0.55 -0.35 28.65 0.41 0.37 31| 12 164 -12 3800 0.71 0.97 -0.53 27.35 0.94 0.71 39| 10 316 +10 3900 1.21 1.58 -0.71 26.34 1.21 1.21 22| 0 1,181 0 4000 2.03 2.36 -0.85 25.66 2.23 1.79 91| 44 103 +33 4100 3.03 3.25 -0.95 23.22 3.12 3.03 19| 20 69 +4 4200 4.08 4.22 -1.00 16.76 4.08 4.08 5| 0 54 0 4300 5.05 5.22 -1.00 13.99 5.05 5.05 15| 0 568 0 4400 7.22 -1.00 11.28 0| 0 801 0 4600 9.22 -1.00 10.18 0| 0 338 0 4800 13.22 -1.00 8.94 0| 0 23 0 5200 17.22 -1.00 7.19 0| 0 0 0 5600 21.22 -1.00 7.19 0| 0 0 0 6000 25.22 -1.00 8.25 0| 0 0 0 6400 33.22 -1.00 12.49 0| 0 0 0 7200 41.22 -1.00 29.00 0| 0 0 0 8000 Total 325| 97 11,788 +24 Indicative a-t-m Vol 28.22 Underlying Price 38.785 Time to expiry: 42 Days Oct 10 0.05 -0.02 39.16 0| 0 62 0 3000 0.15 0.12 -0.05 36.64 0.15 0.15 2| 0 31 0 3200 0.30 0.27 -0.12 34.05 0.30 0.30 1| 0 43 0 3400 0.39 0.41 -0.17 32.84 0.42 0.39 72| 0 70 0 3500 0.58 -0.23 31.31 0| 0 50 0 3600 0.85 0.82 -0.30 30.06 0.86 0.85 60| 0 1,272 0 3700 1.04 1.14 -0.40 28.83 1.04 1.04 1| 0 46 0 3800 1.59 -0.50 28.06 0| 24 30 -16 3900 2.13 -0.61 26.88 0| 0 35 0 4000 2.08 2.78 -0.72 26.00 2.08 2.08 12| 0 51 0 4100 3.55 -0.81 25.48 0| 0 31 0 4200 4.41 -0.87 25.70 0| 0 0 0 4300 5.16 5.31 -0.92 25.25 5.16 5.16 17| 0 20 0 4400 7.23 -0.98 24.60 0| 0 2 0 4600 9.23 -0.99 28.78 0| 0 94 0 4800 13.22 -1.00 32.00 0| 0 0 0 5200 Total 165| 24 1,837 -16 Indicative a-t-m Vol 30.18 Underlying Price 38.785 Time to expiry: 77 Days Nov 10 0.38 0.39 -0.11 37.00 0.43 0.38 37| 0 25 0 3200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.69 0.71 -0.19 35.81 0.69 0.69 14| 0 11 0 3400 1.15 -0.28 33.21 0| 0 11 0 3600 1.45 -0.34 32.16 0| 0 0 0 3700 1.78 1.80 -0.41 31.01 1.78 1.78 30| 0 5 0 3800 2.23 -0.48 29.96 0| 0 80 0 3900 2.75 -0.56 29.26 0| 0 12 0 4000 3.36 -0.64 28.60 0| 0 0 0 4100 4.03 -0.71 27.92 0| 0 0 0 4200 5.60 -0.83 27.15 0| 0 0 0 4400 7.36 -0.91 26.38 0| 0 0 0 4600 Total 81| 0 144 0 Indicative a-t-m Vol 29.87 Underlying Price 38.785 Time to expiry: 105 Days Dec 10 0.06 -0.01 59.86 0| 0 20 0 2000 0.11 -0.02 49.15 0| 0 60 0 2400 0.21 -0.05 40.62 0| 0 41 0 2800 0.60 -0.14 36.88 0| 0 4,026 0 3200 0.94 0.92 -0.21 34.28 0.94 0.94 30| 0 2,053 0 3400 1.41 -0.30 32.36 1,200| 0 1,935 0 3600 1.93 2.11 -0.41 30.51 2.15 1.93 60| 0 1,945 0 3800 3.04 -0.54 28.89 0| 0 9,876 0 4000 4.27 -0.68 27.54 0| 0 125 0 4200 5.78 -0.79 26.75 0| 0 2,752 0 4400 7.45 -0.88 25.52 0| 0 4,607 0 4600 9.29 -0.94 24.86 0| 0 3,086 0 4800 11.23 -0.98 25.00 0| 0 2,766 0 5000 13.22 -1.00 24.79 0| 0 159 0 5200 17.22 -1.00 24.77 0| 0 0 0 5600 21.22 -1.00 25.24 0| 0 0 0 6000 25.22 -1.00 26.13 0| 0 0 0 6400 33.22 -1.00 28.96 0| 0 0 0 7200 41.22 -1.00 33.00 0| 0 0 0 8000 Total 1,290| 0 33,451 0 Indicative a-t-m Vol 30.80 Underlying Price 38.785 Time to expiry: 196 Days Mar 11 0.31 -0.05 44.83 0| 0 7 0 2400 0.63 -0.10 39.95 0| 0 98 0 2800 1.25 -0.19 36.09 0| 0 160 0 3200 1.72 -0.25 34.47 0| 22 216 0 3400 2.35 2.32 -0.33 32.87 2.35 2.35 30| 0 895 0 3600 3.07 -0.41 31.22 0| 0 900 0 3800 4.04 -0.51 30.17 0| 30 91 +30 4000 5.17 -0.60 29.07 0| 0 65 0 4200 6.30 6.48 -0.69 27.79 6.30 6.30 15| 0 0 0 4400 8.01 -0.77 27.18 0| 0 35 0 4600 9.69 -0.84 26.81 0| 0 0 0 4800 13.32 -0.94 25.94 0| 0 0 0 5200 17.22 -0.99 26.21 0| 0 0 0 5600 25.22 -1.00 26.23 0| 0 0 0 6400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 33.22 -1.00 28.00 0| 0 0 0 7200 Total 45| 52 2,467 +30 Indicative a-t-m Vol 31.55 Underlying Price 38.785 Time to expiry: 287 Days Jun 11 0.55 -0.07 42.94 0| 0 114 0 2400 1.02 -0.13 38.99 0| 0 170 0 2800 1.77 -0.22 35.62 0| 0 31 0 3200 2.30 2.34 -0.27 34.41 2.30 2.30 14| 0 58 0 3400 2.99 -0.34 32.88 0| 0 580 0 3600 3.84 -0.41 31.96 0| 0 590 0 3800 4.80 -0.48 30.92 750| 0 3,010 0 4000 5.94 -0.56 30.10 0| 0 1,250 0 4200 7.18 -0.64 29.06 0| 0 0 0 4400 10.12 -0.77 27.51 0| 0 0 0 4800 11.82 -0.83 27.41 0| 0 710 0 5000 17.30 -0.94 26.53 0| 0 0 0 5600 21.22 -0.99 26.58 0| 0 0 0 6000 25.22 -1.00 27.24 0| 0 0 0 6400 41.22 -1.00 31.00 0| 0 0 0 8000 Total 764| 0 6,513 0 Indicative a-t-m Vol 33.27 Underlying Price 38.785 Time to expiry: 469 Days Dec 11 1.34 -0.12 43.10 0| 0 0 0 2400 3.29 -0.27 37.32 0| 0 0 0 3200 4.80 -0.37 34.85 0| 0 0 0 3600 6.69 -0.48 32.58 0| 0 500 0 4000 9.01 -0.60 30.33 0| 0 1,000 0 4400 11.77 -0.72 28.48 0| 0 1,600 0 4800 18.55 -0.88 26.98 0| 0 0 0 5600 22.27 -0.92 26.90 0| 0 0 0 6000 41.76 -0.99 28.67 0| 0 0 0 8000 Total 0| 0 3,100 0 Indicative a-t-m Vol 32.63 Underlying Price 38.785 Time to expiry: 651 Days Jun 12 1.94 -0.13 42.94 0| 0 0 0 2400 4.02 -0.27 36.58 0| 0 0 0 3200 5.54 -0.36 34.15 0| 0 0 0 3600 7.41 -0.46 31.97 0| 0 750 0 4000 9.62 -0.57 29.84 0| 0 0 0 4400 12.28 -0.68 28.09 0| 0 0 0 4800 22.45 -0.88 26.73 0| 0 0 0 6000 Total 0| 0 750 0 Total Puts 2,670| 173 60,050 +38 Grand Total 3,827| 434 112,513 +206 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.62 Underlying Price 38.785 Time to expiry: 14 Days Sep 10 14.79 1.00 52.00 0| 0 0 0 2400 10.79 1.00 50.19 0| 0 0 0 2800 8.79 1.00 44.30 0| 0 0 0 3000 6.80 0.99 39.91 0| 0 0 0 3200 4.84 0.96 37.62 0| 0 0 0 3400 3.88 0.93 35.03 0| 0 0 0 3500 2.96 0.87 33.04 0| 0 868 0 3600 2.08 0.79 30.08 0| 0 0 0 3700 1.34 0.65 28.65 0| 0 0 0 3800 0.76 0.47 27.35 0| 0 0 0 3900 0.37 0.29 26.34 0| 0 1 0 4000 0.15 0.15 25.66 0| 0 0 0 4100 0.04 0.05 23.22 0| 0 100 0 4200 0.01 0.00 16.76 0| 0 0 0 4300 0.01 0.00 13.99 0| 0 78 0 4400 0.01 0.00 11.28 0| 0 200 0 4600 0.01 0.00 10.18 0| 0 330 0 4800 0.01 0.00 8.94 0| 0 1,613 0 5200 0.01 0.00 7.19 0| 0 80 0 5600 0.01 0.00 7.19 0| 0 15 0 6000 0.01 0.00 8.25 0| 0 10 0 6400 0.01 0.00 12.49 0| 0 0 0 7200 0.01 0.00 29.00 0| 0 0 0 8000 Total 0| 0 3,295 0 Indicative a-t-m Vol 30.80 Underlying Price 38.785 Time to expiry: 196 Days Mar 11 15.15 0.95 44.83 0| 0 0 0 2400 11.49 0.90 39.95 0| 0 0 0 2800 8.12 0.81 36.09 0| 0 0 0 3200 6.61 0.75 34.47 0| 0 0 0 3400 5.22 0.67 32.87 0| 0 0 0 3600 3.97 0.59 31.22 0| 0 0 0 3800 2.95 0.49 30.17 0| 0 0 0 4000 2.10 0.40 29.07 0| 0 0 0 4200 1.41 0.31 27.79 0| 0 0 0 4400 0.94 0.23 27.18 0| 0 10 0 4600 0.62 0.17 26.81 0| 0 15 0 4800 0.24 0.08 25.94 0| 0 0 0 5200 0.10 0.04 26.21 0| 0 20 0 5600 0.03 0.01 25.77 0| 0 0 0 6000 0.01 0.01 26.23 0| 0 0 0 6400 0.01 0.00 28.00 0| 0 0 0 7200 0.01 0.00 31.06 0| 0 0 0 8000 Total 0| 0 45 0 Indicative a-t-m Vol 31.85 Underlying Price 38.785 Time to expiry: 378 Days Sep 11 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.62 0.90 40.90 0| 0 0 0 2400 8.43 0.74 35.54 0| 0 0 0 3200 5.94 0.63 33.22 0| 0 0 0 3600 3.91 0.50 31.25 0| 0 0 0 4000 2.44 0.37 29.63 0| 0 30 0 4400 1.42 0.25 28.34 0| 0 45 0 4800 0.42 0.10 26.68 0| 0 0 0 5600 0.22 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 31.80 Underlying Price 38.785 Time to expiry: 560 Days Mar 12 15.25 0.88 39.35 0| 0 0 0 2400 9.48 0.73 35.19 0| 0 0 0 3200 7.08 0.64 33.10 0| 0 0 0 3600 5.06 0.53 31.24 0| 0 0 0 4000 3.47 0.42 29.67 0| 0 0 0 4400 2.30 0.32 28.41 0| 0 0 0 4800 0.58 0.11 26.41 0| 0 0 0 6000 0.10 0.02 27.89 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 3,415 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.62 Underlying Price 38.785 Time to expiry: 14 Days Sep 10 0.01 0.00 52.00 0| 0 0 0 2400 0.01 0.00 50.19 0| 0 0 0 2800 0.01 0.00 44.30 0| 0 0 0 3000 0.01 -0.01 39.91 0| 0 25 0 3200 0.05 -0.04 37.62 0| 0 0 0 3400 0.09 -0.07 35.03 0| 0 0 0 3500 0.17 -0.13 33.04 0| 0 708 0 3600 0.29 -0.21 30.08 0| 0 0 0 3700 0.55 -0.35 28.65 0| 0 0 0 3800 0.97 -0.53 27.35 0| 0 0 0 3900 1.27 1.58 -0.71 26.34 1.27 1.18 200| 0 445 0 4000 2.36 -0.85 25.66 0| 0 0 0 4100 3.24 -0.95 23.22 0| 0 0 0 4200 4.21 -1.00 16.76 0| 0 0 0 4300 5.21 -1.00 13.99 0| 0 916 0 4400 7.21 -1.00 11.28 0| 0 1,316 0 4600 9.21 -1.00 10.18 0| 0 125 0 4800 13.21 -1.00 8.94 0| 0 110 0 5200 17.20 -1.00 7.19 0| 0 0 0 5600 21.20 -1.00 7.19 0| 0 0 0 6000 25.20 -1.00 8.25 0| 0 1,000 0 6400 33.20 -1.00 12.49 0| 0 0 0 7200 41.20 -1.00 29.00 0| 0 0 0 8000 Total 200| 0 4,645 0 Indicative a-t-m Vol 30.80 Underlying Price 38.785 Time to expiry: 196 Days Mar 11 0.31 -0.05 44.83 0| 0 0 0 2400 0.63 -0.10 39.95 0| 0 0 0 2800 1.25 -0.19 36.09 0| 0 200 0 3200 1.72 -0.25 34.47 0| 0 0 0 3400 2.32 -0.33 32.87 0| 0 10 0 3600 3.07 -0.41 31.22 0| 0 20 0 3800 4.04 -0.51 30.17 0| 0 30 0 4000 5.17 -0.60 29.07 0| 0 0 0 4200 6.47 -0.69 27.79 0| 0 15 0 4400 7.99 -0.77 27.18 0| 0 564 0 4600 9.66 -0.83 26.81 0| 0 0 0 4800 13.26 -0.92 25.94 0| 0 0 0 5200 17.10 -0.96 26.21 0| 0 0 0 5600 21.01 -0.99 25.77 0| 0 0 0 6000 24.97 -0.99 26.23 0| 0 0 0 6400 32.92 -1.00 28.00 0| 0 0 0 7200 40.88 -1.00 31.06 0| 0 0 0 8000 Total 0| 0 839 0 Indicative a-t-m Vol 31.85 Underlying Price 38.785 Time to expiry: 378 Days Sep 11 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.84 -0.10 40.90 0| 0 0 0 2400 2.56 -0.26 35.54 0| 0 110 0 3200 4.02 -0.37 33.22 0| 0 0 0 3600 5.94 -0.50 31.25 0| 0 60 0 4000 8.42 -0.63 29.63 0| 0 600 0 4400 11.35 -0.75 28.34 0| 0 0 0 4800 18.26 -0.90 26.68 0| 0 0 0 5600 22.01 -0.94 26.25 0| 0 0 0 6000 41.57 -0.99 27.61 0| 0 0 0 8000 Total 0| 0 770 0 Indicative a-t-m Vol 31.80 Underlying Price 38.785 Time to expiry: 560 Days Mar 12 1.30 -0.12 39.35 0| 0 0 0 2400 3.37 -0.27 35.19 0| 0 0 0 3200 4.90 -0.36 33.10 0| 0 0 0 3600 6.80 -0.47 31.24 0| 0 0 0 4000 9.14 -0.58 29.67 0| 0 0 0 4400 11.89 -0.68 28.41 0| 0 0 0 4800 21.94 -0.89 26.41 0| 0 0 0 6000 41.08 -0.98 27.89 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 200| 0 6,254 0 Grand Total 200| 0 9,669 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.87 Underlying Price 24.460 Time to expiry: 14 Days Sep 10 8.46 1.00 44.15 0| 0 0 0 1600 6.46 1.00 20.47 0| 0 0 0 1800 5.46 1.00 4.96 0| 0 0 0 1900 4.46 1.00 17.04 0| 0 7 0 2000 3.46 1.00 25.15 0| 0 0 0 2100 2.97 0.99 28.00 0| 0 0 0 2150 2.49 0.96 30.19 0| 0 0 0 2200 2.02 0.92 30.23 0| 0 0 0 2250 1.64 0.82 34.92 0| 0 18 0 2300 1.25 0.73 34.26 0| 0 122 0 2350 0.92 0.62 33.49 0| 0 357 0 2400 0.63 0.50 32.82 0| 0 30 0 2450 0.55 0.41 0.38 32.24 0.55 0.55 20| 0 53 0 2500 0.15 0.16 0.19 32.60 0.15 0.15 6| 1 11,243 0 2600 0.03 0.05 29.80 0| 0 18 0 2700 0.01 0.01 27.27 0| 0 64 0 2800 0.01 0.00 21.82 0| 0 31 0 3000 0.01 0.00 16.68 0| 0 3,414 0 3200 0.01 0.00 12.67 0| 0 1,210 0 3400 0.01 0.00 10.30 0| 0 9 0 3600 0.01 0.00 11.69 0| 0 5,339 0 4000 0.01 0.00 22.18 0| 0 0 0 4400 0.01 0.00 42.00 0| 0 50 0 4800 Total 26| 1 21,965 0 Indicative a-t-m Vol 34.66 Underlying Price 24.460 Time to expiry: 42 Days Oct 10 5.63 0.93 54.00 0| 0 0 0 1900 4.64 0.91 46.31 0| 0 0 0 2000 3.70 0.88 41.26 0| 0 0 0 2100 3.25 0.85 39.47 0| 0 0 0 2150 2.83 0.81 38.05 0| 0 0 0 2200 2.42 0.77 36.80 0| 0 0 0 2250 2.05 0.71 36.04 0| 0 0 0 2300 1.72 0.65 35.57 0| 0 0 0 2350 1.41 0.59 34.79 0| 0 10 0 2400 1.15 0.52 34.65 0| 0 10 0 2450 0.90 0.45 33.88 0| 0 9 0 2500 0.53 0.32 32.91 0| 5 5 +5 2600 0.30 0.20 32.37 0| 0 0 0 2700 0.14 0.11 30.94 0| 0 0 0 2800 0.01 0.01 26.74 0| 0 90 0 3000 0.01 0.00 19.79 0| 0 0 0 3200 Total 0| 5 124 +5 Indicative a-t-m Vol 36.08 Underlying Price 24.460 Time to expiry: 77 Days Nov 10 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.86 0.88 52.00 0| 0 0 0 1900 4.92 0.86 46.66 0| 0 0 0 2000 4.03 0.81 42.76 0| 0 0 0 2100 3.61 0.78 41.23 0| 0 0 0 2150 3.22 0.75 39.93 0| 0 0 0 2200 2.84 0.72 38.66 0| 0 0 0 2250 2.49 0.67 37.83 0| 0 0 0 2300 2.17 0.63 37.21 0| 0 0 0 2350 1.87 0.58 36.44 0| 0 0 0 2400 1.61 0.53 36.05 0| 0 0 0 2450 1.36 0.48 35.53 0| 0 0 0 2500 1.04 0.96 0.38 34.81 1.04 1.04 10| 0 0 0 2600 0.42 0.21 33.26 0| 0 0 0 2800 0.16 0.10 32.65 0| 0 0 0 3000 Total 10| 0 0 0 Indicative a-t-m Vol 36.58 Underlying Price 24.460 Time to expiry: 105 Days Dec 10 12.51 0.99 65.00 0| 0 0 0 1200 10.55 0.98 57.89 0| 0 0 0 1400 8.61 0.96 51.89 0| 0 0 0 1600 6.73 0.92 46.92 0| 0 3,000 0 1800 4.98 0.85 42.89 0| 0 0 0 2000 4.17 0.79 41.27 0| 0 0 0 2100 3.42 0.73 39.81 0| 0 2 0 2200 2.74 0.66 38.29 0| 0 0 0 2300 2.13 0.58 36.96 0| 0 1,149 0 2400 1.34 1.21 0.41 35.29 1.34 1.34 10| 0 85 0 2600 0.62 0.25 33.87 0| 0 346 0 2800 0.29 0.14 33.02 0| 0 271 0 3000 0.16 0.13 0.07 32.91 0.16 0.16 10| 0 149 0 3200 0.06 0.04 32.65 0| 0 129 0 3400 0.02 0.02 32.95 0| 0 137 0 3600 0.01 0.00 34.40 0| 0 81 0 4000 0.01 0.00 36.82 0| 0 0 0 4400 0.01 0.00 40.00 0| 0 0 0 4800 Total 20| 0 5,349 0 Indicative a-t-m Vol 37.30 Underlying Price 24.460 Time to expiry: 196 Days Mar 11 10.69 0.95 56.00 0| 0 0 0 1400 8.84 0.92 50.54 0| 0 0 0 1600 7.07 0.87 46.14 0| 0 0 0 1800 5.44 0.79 42.59 0| 0 0 0 2000 4.70 0.75 40.92 0| 0 0 0 2100 4.01 0.70 39.68 0| 0 0 0 2200 3.38 0.64 38.64 0| 0 0 0 2300 2.82 0.58 37.66 0| 0 0 0 2400 1.90 0.46 36.09 0| 0 10 0 2600 1.21 0.34 34.86 0| 0 77 0 2800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.74 0.24 33.78 0| 0 5 0 3000 0.44 0.16 33.19 0| 0 40 0 3200 0.26 0.10 33.22 0| 0 0 0 3400 0.16 0.07 33.31 0| 0 0 0 3600 0.07 0.03 34.17 0| 0 0 0 4000 0.03 0.02 35.77 0| 0 40 0 4400 0.02 0.01 38.00 0| 0 0 0 4800 Total 0| 0 172 0 Indicative a-t-m Vol 37.43 Underlying Price 24.460 Time to expiry: 287 Days Jun 11 10.83 0.93 54.00 0| 0 0 0 1400 9.04 0.89 49.05 0| 0 0 0 1600 7.36 0.84 45.11 0| 0 0 0 1800 5.82 0.77 41.98 0| 0 0 0 2000 5.11 0.73 40.68 0| 0 0 0 2100 4.45 0.68 39.38 0| 0 0 0 2200 3.86 0.63 38.45 0| 0 0 0 2300 3.32 0.58 37.73 0| 0 100 0 2400 2.42 0.48 36.44 0| 0 0 0 2600 1.69 0.38 35.16 0| 0 145 0 2800 1.16 0.29 34.34 0| 0 10 0 3000 0.81 0.22 34.09 0| 0 0 0 3200 0.39 0.12 34.05 0| 0 0 0 3600 0.21 0.07 34.79 0| 0 1,000 0 4000 0.09 0.03 38.00 0| 0 0 0 4800 Total 0| 0 1,255 0 Indicative a-t-m Vol 39.37 Underlying Price 24.460 Time to expiry: 469 Days Dec 11 9.36 0.86 46.76 0| 0 0 0 1600 6.54 0.74 42.84 0| 0 0 0 2000 5.39 0.67 41.67 0| 0 0 0 2200 4.30 0.60 39.74 0| 0 1,250 0 2400 2.56 0.44 36.52 0| 0 1,000 0 2800 1.48 0.30 34.77 0| 0 0 0 3200 0.87 0.20 34.16 0| 0 120 0 3600 0.53 0.13 34.31 0| 0 0 0 4000 0.25 0.07 35.91 0| 0 0 0 4800 Total 0| 0 2,370 0 Indicative a-t-m Vol 40.56 Underlying Price 24.460 Time to expiry: 651 Days Jun 12 9.68 0.85 46.39 0| 0 0 0 1600 7.13 0.74 43.50 0| 0 0 0 2000 6.04 0.68 42.28 0| 0 0 0 2200 5.04 0.61 40.88 0| 0 0 0 2400 3.35 0.48 38.07 0| 0 0 0 2800 2.18 0.36 36.30 0| 0 0 0 3200 0.93 0.19 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 64 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total Calls 56| 6 31,235 +5 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 65 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 32.87 Underlying Price 24.460 Time to expiry: 14 Days Sep 10 0.01 0.00 44.15 0| 0 461 0 1600 0.01 0.00 20.47 0| 0 18 0 1800 0.01 0.00 4.96 0| 0 10 0 1900 0.01 0.00 17.04 0| 0 203 0 2000 0.01 0.00 25.15 0| 0 232 0 2100 0.05 0.01 -0.01 28.00 0.05 0.05 330| 0 571 0 2150 0.02 -0.04 30.19 0| 0 2,295 -10 2200 0.06 -0.08 30.23 0| 0 25 0 2250 0.18 -0.18 34.92 0| 0 15,863 0 2300 0.29 -0.27 34.26 0| 0 62 0 2350 0.36 0.45 -0.38 33.49 0.41 0.36 7| 0 286 0 2400 0.67 -0.50 32.82 0| 0 0 0 2450 0.95 -0.62 32.24 0| 0 20 0 2500 1.70 -0.81 32.60 0| 0 1,036 0 2600 2.57 -0.95 29.80 0| 0 0 0 2700 3.54 -0.99 27.27 0| 0 113 0 2800 5.54 -1.00 21.82 0| 0 119 0 3000 7.54 -1.00 16.68 0| 0 24 0 3200 9.54 -1.00 12.67 0| 0 4 0 3400 11.54 -1.00 10.30 0| 0 0 0 3600 15.54 -1.00 11.69 0| 0 0 0 4000 19.54 -1.00 22.18 0| 0 0 0 4400 23.54 -1.00 42.00 0| 0 0 0 4800 Total 337| 0 21,342 -10 Indicative a-t-m Vol 34.66 Underlying Price 24.460 Time to expiry: 42 Days Oct 10 0.16 -0.07 54.00 0| 0 0 0 1900 0.17 -0.09 46.31 0| 0 0 0 2000 0.23 -0.12 41.26 0| 0 0 0 2100 0.28 -0.15 39.47 0| 0 0 0 2150 0.35 -0.19 38.05 0| 0 0 0 2200 0.45 -0.23 36.80 0| 0 0 0 2250 0.58 -0.29 36.04 0| 0 0 0 2300 0.75 -0.35 35.57 0| 0 0 0 2350 0.93 -0.41 34.79 0| 0 0 0 2400 1.17 -0.48 34.65 0| 0 120 0 2450 1.43 -0.55 33.88 0| 0 0 0 2500 2.06 -0.68 32.91 0| 0 0 0 2600 2.82 -0.80 32.37 0| 0 0 0 2700 3.66 -0.89 30.94 0| 0 0 0 2800 5.54 -0.99 26.74 0| 0 0 0 3000 7.54 -1.00 19.79 0| 0 0 0 3200 Total 0| 0 120 0 Indicative a-t-m Vol 36.08 Underlying Price 24.460 Time to expiry: 77 Days Nov 10 0.40 -0.12 52.00 0| 0 0 0 1900 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.47 -0.15 46.66 0| 0 0 0 2000 0.59 -0.20 42.76 0| 0 0 0 2100 0.67 -0.23 41.23 0| 0 0 0 2150 0.78 -0.26 39.93 0| 0 0 0 2200 0.90 -0.30 38.66 0| 0 0 0 2250 1.06 -0.34 37.83 0| 0 0 0 2300 1.24 -0.38 37.21 0| 0 0 0 2350 1.45 -0.43 36.44 0| 0 0 0 2400 1.69 -0.48 36.05 0| 0 0 0 2450 1.95 -0.53 35.53 0| 0 0 0 2500 2.56 -0.63 34.81 0| 0 0 0 2600 4.04 -0.80 33.26 0| 0 0 0 2800 5.79 -0.91 32.65 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 36.58 Underlying Price 24.460 Time to expiry: 105 Days Dec 10 0.05 -0.01 65.00 0| 0 416 0 1200 0.08 -0.03 57.89 0| 0 286 0 1400 0.16 -0.05 51.89 0| 0 460 0 1600 0.29 -0.09 46.92 0| 0 3,000 0 1800 0.55 -0.17 42.89 0| 0 363 0 2000 0.75 -0.22 41.27 0| 0 150 0 2100 1.01 -0.28 39.81 0| 0 489 0 2200 1.34 -0.35 38.29 0| 0 0 0 2300 1.57 1.74 -0.43 36.96 1.57 1.57 10| 0 1,120 0 2400 2.83 -0.60 35.29 0| 0 95 0 2600 4.23 -0.75 33.87 0| 0 124 0 2800 5.91 -0.86 33.02 0| 0 195 0 3000 7.75 -0.93 32.91 0| 0 24 0 3200 9.67 -0.97 32.65 0| 0 5 0 3400 11.64 -0.98 32.95 0| 0 0 0 3600 15.61 -1.00 34.40 0| 0 0 0 4000 19.60 -1.00 36.82 0| 0 0 0 4400 23.59 -1.00 40.00 0| 0 0 0 4800 Total 10| 0 6,727 0 Indicative a-t-m Vol 37.30 Underlying Price 24.460 Time to expiry: 196 Days Mar 11 0.31 -0.06 56.00 0| 0 0 0 1400 0.47 -0.09 50.54 0| 0 0 0 1600 0.73 -0.15 46.14 0| 0 0 0 1800 1.11 -0.22 42.59 0| 0 150 0 2000 1.37 -0.26 40.92 0| 0 0 0 2100 1.69 -0.31 39.68 0| 0 380 0 2200 2.07 -0.37 38.64 0| 0 81 0 2300 2.51 -0.43 37.66 0| 0 235 0 2400 3.59 -0.55 36.09 0| 0 49 0 2600 4.90 -0.67 34.86 0| 0 0 0 2800 6.43 -0.77 33.78 0| 0 2 0 3000 8.12 -0.84 33.19 0| 0 0 0 3200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 67 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.95 -0.90 33.22 0| 0 0 0 3400 11.84 -0.93 33.31 0| 0 0 0 3600 15.72 -0.97 34.17 0| 0 0 0 4000 19.67 -0.98 35.77 0| 0 0 0 4400 23.65 -0.99 38.00 0| 0 0 0 4800 Total 0| 0 897 0 Indicative a-t-m Vol 37.43 Underlying Price 24.460 Time to expiry: 287 Days Jun 11 0.55 -0.08 54.00 0| 0 0 0 1400 0.77 -0.12 49.05 0| 0 0 0 1600 1.10 -0.17 45.11 0| 0 0 0 1800 1.57 -0.24 41.98 0| 0 30 0 2000 1.87 -0.28 40.68 0| 0 0 0 2100 2.21 -0.33 39.38 0| 0 0 0 2200 2.62 -0.37 38.45 0| 0 0 0 2300 3.08 -0.42 37.73 0| 0 25 0 2400 4.18 -0.52 36.44 0| 0 0 0 2600 5.45 -0.62 35.16 0| 0 5 0 2800 6.91 -0.71 34.34 0| 0 0 0 3000 8.54 -0.78 34.09 0| 0 0 0 3200 12.10 -0.88 34.05 0| 0 0 0 3600 15.89 -0.93 34.79 0| 0 100 0 4000 23.71 -0.97 38.00 0| 0 0 0 4800 Total 0| 0 160 0 Indicative a-t-m Vol 39.37 Underlying Price 24.460 Time to expiry: 469 Days Dec 11 1.28 -0.15 46.76 0| 0 0 0 1600 2.47 -0.27 42.84 0| 0 0 0 2000 3.31 -0.33 41.67 0| 0 0 0 2200 4.20 -0.41 39.74 0| 0 1,250 0 2400 6.42 -0.56 36.52 0| 0 1,005 0 2800 9.30 -0.70 34.77 0| 0 0 0 3200 12.63 -0.80 34.16 0| 0 0 0 3600 16.24 -0.87 34.31 0| 0 0 0 4000 23.84 -0.93 35.91 0| 0 0 0 4800 Total 0| 0 2,255 0 Indicative a-t-m Vol 40.56 Underlying Price 24.460 Time to expiry: 651 Days Jun 12 1.80 -0.17 46.39 0| 0 0 0 1600 3.24 -0.28 43.50 0| 0 0 0 2000 4.14 -0.33 42.28 0| 0 0 0 2200 5.11 -0.40 40.88 0| 0 0 0 2400 7.36 -0.52 38.07 0| 0 0 0 2800 10.12 -0.64 36.30 0| 0 0 0 3200 16.70 -0.81 34.81 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 347| 0 31,501 -10 Grand Total 403| 6 62,736 -5 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 68 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 32.64 Underlying Price 24.460 Time to expiry: 14 Days Sep 10 12.46 1.00 77.42 0| 0 0 0 1200 10.46 1.00 56.32 0| 0 0 0 1400 8.46 1.00 44.15 0| 0 0 0 1600 6.46 1.00 20.47 0| 0 0 0 1800 5.46 1.00 5.87 0| 0 0 0 1900 4.46 1.00 17.56 0| 0 8 0 2000 3.46 1.00 25.41 0| 0 0 0 2100 2.97 0.99 28.17 0| 0 0 0 2150 2.49 0.96 30.27 0| 0 18 0 2200 2.02 0.92 30.23 0| 0 0 0 2250 1.64 0.82 34.92 0| 0 0 0 2300 1.25 0.73 34.26 0| 0 0 0 2350 0.92 0.62 33.49 0| 0 47,501 0 2400 0.63 0.50 32.56 0| 0 0 0 2450 0.41 0.38 32.24 0| 0 0 0 2500 0.16 0.19 32.60 0| 0 0 0 2600 0.03 0.05 29.80 0| 0 0 0 2700 0.01 0.01 27.35 0| 0 414 0 2800 0.01 0.00 22.05 0| 0 800 0 3000 0.01 0.00 17.08 0| 0 400 0 3200 0.01 0.00 13.20 0| 0 460 0 3400 0.01 0.00 10.92 0| 0 200 0 3600 0.01 0.00 12.35 0| 0 1,060 0 4000 0.01 0.00 22.63 0| 0 0 0 4400 0.01 0.00 42.00 0| 0 5 0 4800 Total 0| 0 50,866 0 Indicative a-t-m Vol 37.28 Underlying Price 24.460 Time to expiry: 196 Days Mar 11 12.43 0.96 62.63 0| 0 0 0 1200 10.54 0.94 56.00 0| 0 0 0 1400 8.72 0.91 50.54 0| 0 0 0 1600 6.98 0.85 46.13 0| 0 0 0 1800 5.37 0.78 42.58 0| 0 0 0 2000 4.64 0.74 40.92 0| 0 0 0 2100 3.96 0.69 39.68 0| 0 0 0 2200 3.34 0.63 38.64 0| 0 0 0 2300 2.79 0.57 37.66 0| 0 75 0 2400 1.87 0.45 36.02 0| 0 0 0 2600 1.20 0.33 34.86 0| 0 100 0 2800 0.73 0.23 33.78 0| 0 50 0 3000 0.43 0.16 33.19 0| 0 60 0 3200 0.26 0.10 33.20 0| 0 0 0 3400 0.16 0.07 33.30 0| 0 0 0 3600 0.07 0.03 34.16 0| 0 0 0 4000 0.03 0.02 35.77 0| 0 0 0 4400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.02 0.01 38.00 0| 0 0 0 4800 Total 0| 0 285 0 Indicative a-t-m Vol 39.54 Underlying Price 24.460 Time to expiry: 378 Days Sep 11 9.02 0.87 46.85 0| 0 0 0 1600 6.11 0.74 42.45 0| 0 0 0 2000 4.92 0.67 41.10 0| 0 0 0 2200 3.89 0.59 39.87 0| 0 10 0 2400 2.23 0.42 37.00 0| 0 0 0 2800 1.16 0.27 34.71 0| 0 624 0 3200 0.59 0.16 33.63 0| 0 90 0 3600 0.30 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 38.47 Underlying Price 24.460 Time to expiry: 560 Days Mar 12 9.38 0.84 46.82 0| 0 0 0 1600 6.64 0.73 41.98 0| 0 0 0 2000 5.46 0.66 40.09 0| 0 0 0 2200 4.45 0.59 38.73 0| 0 0 0 2400 2.83 0.45 36.46 0| 0 0 0 2800 1.74 0.32 34.73 0| 0 0 0 3200 1.03 0.22 33.64 0| 0 0 0 3600 0.59 0.14 32.61 0| 0 0 0 4000 0.26 0.07 33.33 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 51,875 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 70 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 32.64 Underlying Price 24.460 Time to expiry: 14 Days Sep 10 0.01 0.00 77.42 0| 0 0 0 1200 0.01 0.00 56.32 0| 0 518 0 1400 0.01 0.00 44.15 0| 0 50 0 1600 0.01 0.00 20.47 0| 0 500 0 1800 0.01 0.00 5.87 0| 0 0 0 1900 0.01 0.00 17.56 0| 0 426 0 2000 0.01 0.00 25.41 0| 0 0 0 2100 0.01 -0.01 28.17 0| 0 0 0 2150 0.02 -0.04 30.27 0| 0 565 0 2200 0.06 -0.08 30.23 0| 0 0 0 2250 0.18 -0.18 34.92 0| 0 1 0 2300 0.29 -0.27 34.26 0| 0 0 0 2350 0.45 -0.38 33.49 0| 0 47,200 0 2400 0.66 -0.50 32.56 0| 0 0 0 2450 0.95 -0.62 32.24 0| 0 0 0 2500 1.70 -0.81 32.60 0| 0 330 0 2600 2.57 -0.95 29.80 0| 0 0 0 2700 3.54 -0.99 27.35 0| 0 364 0 2800 5.53 -1.00 22.05 0| 0 325 0 3000 7.53 -1.00 17.08 0| 0 889 0 3200 9.53 -1.00 13.20 0| 0 400 0 3400 11.53 -1.00 10.92 0| 0 115 0 3600 15.53 -1.00 12.35 0| 0 0 0 4000 19.53 -1.00 22.63 0| 0 610 0 4400 23.53 -1.00 42.00 0| 0 0 0 4800 Total 0| 0 52,293 0 Indicative a-t-m Vol 37.28 Underlying Price 24.460 Time to expiry: 196 Days Mar 11 0.21 -0.04 62.63 0| 0 2,093 0 1200 0.31 -0.06 56.00 0| 0 500 0 1400 0.47 -0.09 50.54 0| 0 2,500 0 1600 0.73 0.73 -0.15 46.13 0.73 0.73 20| 0 0 0 1800 1.11 -0.22 42.58 0| 0 1,500 0 2000 1.37 -0.26 40.92 0| 0 0 0 2100 1.69 -0.31 39.68 0| 0 200 0 2200 2.06 -0.37 38.64 0| 0 100 0 2300 2.50 -0.43 37.66 0| 0 93 0 2400 3.58 -0.55 36.02 0| 0 50 0 2600 4.89 -0.67 34.86 0| 0 218 0 2800 6.42 -0.77 33.78 0| 0 170 0 3000 8.11 -0.84 33.19 0| 0 0 0 3200 9.93 -0.90 33.20 0| 0 0 0 3400 11.82 -0.93 33.30 0| 0 50 0 3600 15.70 -0.97 34.16 0| 0 0 0 4000 19.65 -0.98 35.77 0| 0 0 0 4400 23.62 -0.99 38.00 0| 0 0 0 4800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 71 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 20| 0 7,474 0 Indicative a-t-m Vol 39.54 Underlying Price 24.460 Time to expiry: 378 Days Sep 11 0.98 -0.13 46.85 0| 0 0 0 1600 2.02 -0.26 42.45 0| 0 220 0 2000 2.81 -0.33 41.10 0| 0 0 0 2200 3.76 -0.41 39.87 0| 0 0 0 2400 6.05 -0.58 37.00 0| 0 40 0 2800 8.93 -0.73 34.71 0| 0 90 0 3200 12.31 -0.84 33.63 0| 0 0 0 3600 15.97 -0.91 33.00 0| 0 0 0 4000 23.67 -0.97 33.57 0| 0 0 0 4800 Total 0| 0 350 0 Indicative a-t-m Vol 38.47 Underlying Price 24.460 Time to expiry: 560 Days Mar 12 1.57 -0.16 46.82 0| 0 60 0 1600 2.75 -0.27 41.98 0| 0 32 0 2000 3.53 -0.34 40.09 0| 0 0 0 2200 4.49 -0.41 38.73 0| 0 0 0 2400 6.79 -0.55 36.46 0| 0 0 0 2800 9.62 -0.68 34.73 0| 0 0 0 3200 12.84 -0.78 33.64 0| 0 0 0 3600 16.32 -0.86 32.61 0| 0 0 0 4000 23.84 -0.93 33.33 0| 0 0 0 4800 Total 0| 0 92 0 Total Puts 20| 0 60,209 0 Grand Total 20| 0 112,084 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 72 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 35.25 Underlying Price 32.845 Time to expiry: 14 Days Sep 10 12.85 1.00 54.65 0| 0 0 0 2000 10.85 1.00 50.06 0| 0 0 0 2200 8.85 1.00 46.19 0| 0 0 0 2400 6.85 1.00 42.89 0| 0 2 0 2600 4.87 0.98 40.04 0| 0 0 0 2800 3.91 0.95 38.61 0| 0 0 0 2900 2.99 0.89 37.70 0| 0 1 0 3000 2.15 0.79 36.82 0| 0 0 0 3100 1.22 1.43 0.65 35.96 1.22 S 1.22 S 2| 0 3 0 3200 0.86 0.49 35.12 0| 0 0 0 3300 0.47 0.32 34.32 0| 0 1 0 3400 0.21 0.18 32.83 0| 0 0 0 3500 0.07 0.08 31.41 0| 0 4 0 3600 0.02 0.03 30.49 0| 0 0 0 3700 0.01 0.01 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 2| 0 1,464 0 Indicative a-t-m Vol 32.34 Underlying Price 32.845 Time to expiry: 105 Days Dec 10 12.94 0.99 44.77 0| 0 0 0 2000 10.99 0.97 42.01 0| 0 0 0 2200 9.09 0.94 39.75 0| 0 0 0 2400 5.59 0.82 36.30 0| 0 0 0 2800 4.07 0.72 34.41 0| 0 0 0 3000 2.78 0.60 32.92 0| 0 0 0 3200 1.76 0.46 31.55 0| 0 310 0 3400 1.05 0.32 30.54 0| 0 9 0 3600 0.60 0.21 30.20 0| 0 542 0 3800 0.30 0.12 29.29 0| 0 0 0 4000 0.15 0.07 28.93 0| 0 20 0 4200 0.07 0.04 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 31.09 Underlying Price 32.845 Time to expiry: 196 Days Mar 11 13.15 0.96 43.66 0| 0 0 0 2000 11.31 0.93 41.68 0| 0 0 0 2200 9.53 0.89 39.53 0| 0 0 0 2400 6.23 0.78 35.33 0| 0 6 0 2800 4.79 0.70 33.44 0| 0 0 0 3000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 73 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.54 0.60 31.74 0| 0 0 0 3200 2.48 0.49 30.22 0| 0 0 0 3400 1.67 0.38 29.06 0| 0 52 0 3600 0.92 1.06 0.28 27.96 0.92 S 0.92 S 2| 0 1 0 3800 0.64 0.19 27.13 0| 0 5 0 4000 0.38 0.13 26.55 0| 0 0 0 4200 0.22 0.08 26.15 0| 0 0 0 4400 0.07 0.03 25.96 0| 0 0 0 4800 0.01 0.01 27.68 0| 0 0 0 5600 Total 2| 0 64 0 Indicative a-t-m Vol 31.02 Underlying Price 32.845 Time to expiry: 287 Days Jun 11 13.46 0.93 43.60 0| 0 0 0 2000 11.70 0.90 41.61 0| 0 0 0 2200 9.99 0.86 39.46 0| 0 0 0 2400 6.84 0.76 35.26 0| 0 0 0 2800 5.45 0.69 33.37 0| 0 0 0 3000 4.21 0.60 31.67 0| 0 0 0 3200 3.14 0.52 30.15 0| 0 0 0 3400 2.27 0.42 28.99 0| 0 0 0 3600 1.57 0.33 27.89 0| 0 0 0 3800 1.06 0.25 27.06 0| 0 0 0 4000 0.47 0.13 26.08 0| 0 0 0 4400 0.20 0.07 25.89 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 4| 0 2,409 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 74 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 35.25 Underlying Price 32.845 Time to expiry: 14 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 0.00 42.89 0| 0 0 0 2600 0.02 -0.02 40.04 0| 0 0 0 2800 0.06 -0.05 38.61 0| 0 0 0 2900 0.14 -0.11 37.70 0| 0 0 0 3000 0.30 -0.21 36.82 0| 0 0 0 3100 0.58 -0.35 35.96 0| 0 0 0 3200 1.01 -0.51 35.12 0| 0 250 0 3300 1.62 -0.68 34.32 0| 0 100 0 3400 2.36 -0.82 32.83 0| 0 0 0 3500 3.22 -0.92 31.41 0| 0 0 0 3600 4.17 -0.97 30.49 0| 0 0 0 3700 5.16 -0.99 30.04 0| 0 20 0 3800 7.16 -1.00 30.51 0| 0 0 0 4000 9.15 -1.00 30.91 0| 0 3 0 4200 11.16 -1.00 31.29 0| 0 0 0 4400 15.16 -1.00 31.73 0| 0 1 0 4800 23.16 -1.00 32.13 0| 0 0 0 5600 Total 0| 0 889 0 Indicative a-t-m Vol 32.34 Underlying Price 32.845 Time to expiry: 105 Days Dec 10 0.04 -0.01 44.77 0| 0 0 0 2000 0.09 -0.03 42.01 0| 0 0 0 2200 0.19 -0.06 39.75 0| 0 3 0 2400 0.67 -0.18 36.30 0| 0 0 0 2800 1.15 -0.28 34.41 0| 0 20 0 3000 1.86 -0.40 32.92 0| 0 9 0 3200 2.84 -0.54 31.55 0| 0 0 0 3400 4.12 -0.68 30.54 0| 0 0 0 3600 5.68 -0.79 30.20 0| 0 500 0 3800 7.39 -0.88 29.29 0| 0 0 0 4000 9.24 -0.94 28.93 0| 0 0 0 4200 11.18 -0.97 28.67 0| 0 0 0 4400 15.16 -1.00 28.58 0| 0 0 0 4800 23.16 -1.00 29.21 0| 0 0 0 5600 Total 0| 0 532 0 Indicative a-t-m Vol 31.09 Underlying Price 32.845 Time to expiry: 196 Days Mar 11 0.21 -0.04 43.66 0| 0 0 0 2000 0.35 -0.07 41.68 0| 0 3 0 2200 0.56 -0.11 39.53 0| 0 0 0 2400 1.25 -0.22 35.33 0| 0 5 0 2800 1.80 -0.30 33.44 0| 0 0 0 3000 2.54 -0.40 31.74 0| 0 1 0 3200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.48 -0.51 30.22 0| 0 20 0 3400 4.66 -0.62 29.06 0| 0 243 0 3600 6.06 -0.73 27.96 0| 0 0 0 3800 7.64 -0.82 27.13 0| 0 0 0 4000 9.39 -0.89 26.55 0| 0 0 0 4200 11.25 -0.94 26.15 0| 0 0 0 4400 15.16 -0.99 25.96 0| 0 0 0 4800 23.16 -1.00 27.68 0| 0 0 0 5600 Total 0| 0 272 0 Indicative a-t-m Vol 31.02 Underlying Price 32.845 Time to expiry: 287 Days Jun 11 0.44 -0.07 43.60 0| 0 3 0 2000 0.67 -0.10 41.61 0| 0 0 0 2200 0.95 -0.14 39.46 0| 0 0 0 2400 1.77 -0.24 35.26 0| 0 0 0 2800 2.36 -0.32 33.37 0| 0 0 0 3000 3.11 -0.40 31.67 0| 0 0 0 3200 4.03 -0.49 30.15 0| 0 0 0 3400 5.16 -0.58 28.99 0| 0 0 0 3600 6.46 -0.68 27.89 0| 0 0 0 3800 7.96 -0.76 27.06 0| 0 0 0 4000 11.39 -0.89 26.08 0| 0 0 0 4400 15.19 -0.96 25.89 0| 0 0 0 4800 Total 0| 0 3 0 Total Puts 0| 0 1,696 0 Grand Total 4| 0 4,105 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 76 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 34.60 Underlying Price 13.220 Time to expiry: 14 Days Sep 10 4.42 1.00 70.00 0| 0 0 0 880 3.62 0.99 64.04 0| 0 0 0 960 3.46 0.99 62.54 0| 0 0 0 977 2.24 0.96 52.52 0| 0 120 0 1100 1.76 0.93 48.02 0| 0 120 0 1150 1.56 0.91 45.89 0| 0 1,301 0 1172 1.29 0.88 42.63 0| 0 240 0 1200 0.87 0.77 39.71 0| 0 1,393 0 1250 0.41 0.49 0.61 35.06 0.41 0.38 2,760| 25 15,782 +25 1300 0.14 0.18 0.32 33.63 0.20 0.14 760| 213 10,340 +201 1368 0.11 0.22 34.30 0| 61 5,350 -61 1400 0.04 0.09 36.80 0| 0 15,409 0 1466 0.02 0.05 37.66 0| 0 1,837 0 1500 0.01 0.01 37.43 0| 0 13,226 0 1563 0.01 0.00 35.36 0| 0 3,471 0 1661 0.01 0.00 34.00 0| 0 7,634 0 1759 0.01 0.00 33.63 0| 0 652 0 1800 0.01 0.00 33.30 0| 0 20,118 0 1856 0.01 0.00 33.17 0| 0 0 0 1900 0.01 0.00 33.17 0| 0 35,700 0 1954 0.01 0.00 33.59 0| 0 3,030 0 2052 0.01 0.00 34.50 0| 0 0 0 2150 0.01 0.00 37.62 0| 0 363 0 2345 0.01 0.00 48.03 0| 0 0 0 2736 Total 3,520| 299 136,086 +165 Indicative a-t-m Vol 36.76 Underlying Price 13.220 Time to expiry: 42 Days Oct 10 3.65 0.97 52.00 0| 0 0 0 960 3.27 0.96 50.30 0| 0 0 0 1000 2.34 0.89 46.30 0| 0 120 0 1100 1.88 0.85 42.06 0| 0 120 0 1150 1.49 0.78 41.36 0| 0 1,701 0 1200 1.11 0.69 39.05 0| 0 295 0 1250 0.72 0.79 0.58 37.39 0.72 0.72 100| 0 405 0 1300 0.53 0.46 35.95 0| 0 377 0 1350 0.32 0.33 33.99 0| 0 448 0 1400 0.18 0.22 32.92 0| 0 2,523 0 1450 0.12 0.15 34.02 0| 0 313 0 1500 0.06 0.09 33.66 0| 0 1 0 1550 0.02 0.04 30.49 0| 0 900 0 1600 0.01 0.02 33.45 0| 0 21 0 1700 0.01 0.01 36.00 0| 0 0 0 1800 Total 100| 0 7,224 0 Indicative a-t-m Vol 37.49 Underlying Price 13.220 Time to expiry: 77 Days Nov 10 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.75 0.93 52.82 0| 0 0 0 960 3.38 0.91 50.35 0| 0 0 0 1000 2.52 0.83 47.05 0| 0 65 0 1100 2.11 0.78 44.49 0| 0 0 0 1150 1.73 0.73 42.39 0| 0 2 0 1200 1.37 0.66 40.14 0| 65 314 -65 1250 1.04 0.58 37.95 0| 100 155 0 1300 0.79 0.49 36.89 0| 0 0 0 1350 0.55 0.56 0.40 35.26 0.55 0.55 1| 0 1 0 1400 0.28 0.24 34.56 0| 0 120 0 1500 0.10 0.11 32.14 0| 0 0 0 1600 Total 1| 165 657 -65 Indicative a-t-m Vol 38.46 Underlying Price 13.220 Time to expiry: 105 Days Dec 10 9.32 1.00 87.00 0| 0 0 0 391 8.55 1.00 81.79 0| 0 0 0 469 7.78 0.99 76.33 0| 0 0 0 547 7.40 0.99 73.65 0| 0 0 0 586 7.02 0.98 71.03 0| 0 75 0 625 6.26 0.98 66.05 0| 0 0 0 703 5.49 0.96 61.14 0| 0 0 0 782 4.76 0.94 57.59 0| 0 3 0 860 4.04 0.91 53.37 0| 0 10 0 938 3.69 0.89 51.46 0| 0 0 0 977 2.85 0.83 47.77 0| 0 2,764 0 1075 2.09 0.74 43.78 0| 0 3,201 0 1172 1.23 0.58 39.19 0| 0 12,007 0 1300 0.92 0.86 0.48 36.94 0.92 0.92 14| 0 17,227 0 1368 0.37 0.28 33.51 0| 0 20,846 0 1500 0.25 0.20 33.21 0| 0 43,395 0 1563 0.18 0.16 32.21 0| 0 15,763 0 1600 0.08 0.08 31.41 0| 0 34,225 0 1700 0.03 0.04 29.40 0| 0 21,031 0 1759 0.02 0.03 28.78 0| 0 15,799 0 1800 0.01 0.01 27.43 0| 0 3,750 0 1900 0.01 0.00 26.79 0| 0 39,420 0 1954 0.01 0.00 24.93 0| 0 7,876 0 2150 0.01 0.00 23.71 0| 0 1,125 0 2345 0.01 0.00 22.81 0| 0 53,880 0 2736 0.01 0.00 23.48 0| 0 605 0 3127 0.01 0.00 25.32 0| 0 25 0 3517 0.01 0.00 28.00 0| 0 25 0 3908 Total 14| 0 293,052 0 Indicative a-t-m Vol 39.04 Underlying Price 13.220 Time to expiry: 196 Days Mar 11 4.77 0.90 52.85 0| 0 0 0 880 4.09 0.86 49.88 0| 0 0 0 960 3.77 0.83 49.05 0| 0 87 0 1000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.00 0.77 45.74 0| 0 0 0 1100 2.28 0.69 42.23 0| 0 170 0 1200 1.67 0.59 39.71 0| 2 3,934 0 1300 1.06 1.13 0.48 36.68 1.06 1.06 59| 0 1,811 0 1400 0.73 0.36 34.58 0| 0 7,356 0 1500 0.43 0.25 32.48 0| 0 10,994 0 1600 0.24 0.17 31.04 0| 0 12,437 0 1700 0.13 0.10 30.04 0| 0 475 0 1800 0.06 0.06 28.82 0| 0 1,954 0 1900 0.03 0.03 28.14 0| 0 5,435 0 2000 0.01 0.01 27.59 0| 0 85 0 2200 0.01 0.00 28.00 0| 0 229 0 2400 Total 59| 2 44,967 0 Indicative a-t-m Vol 39.17 Underlying Price 13.220 Time to expiry: 287 Days Jun 11 9.35 1.00 70.00 0| 0 0 0 391 8.59 0.99 67.24 0| 0 0 0 469 7.85 0.98 64.14 0| 0 0 0 547 7.48 0.98 62.47 0| 0 0 0 586 6.35 0.96 54.45 0| 0 0 0 703 5.68 0.93 55.06 0| 0 79 0 782 4.99 0.90 51.29 0| 0 199 0 860 4.33 0.86 48.95 0| 0 111 0 938 4.02 0.84 47.63 0| 0 85 0 977 3.08 0.77 44.00 0| 0 12 0 1100 2.59 0.71 42.46 0| 0 233 0 1172 2.40 0.69 41.45 0| 0 3,837 0 1200 1.82 0.59 39.62 0| 0 353 0 1300 1.47 0.53 38.23 0| 53 3,332 0 1368 1.33 0.50 37.53 0| 0 2,831 0 1400 0.90 0.39 35.05 0| 0 8,932 0 1500 0.66 0.70 0.33 34.24 0.66 0.66 25| 0 27,017 0 1563 0.26 0.16 30.77 0| 0 2,083 0 1759 0.10 0.07 29.79 0| 0 1,535 0 1954 0.05 0.04 30.24 0| 0 430 0 2150 0.02 0.02 30.08 0| 0 3,054 0 2345 0.01 0.00 34.00 0| 0 0 0 3127 Total 25| 53 54,123 0 Indicative a-t-m Vol 40.78 Underlying Price 13.220 Time to expiry: 469 Days Dec 11 8.62 0.98 64.00 0| 0 0 0 469 7.62 0.95 66.30 0| 0 0 0 586 6.66 0.91 63.81 0| 0 0 0 703 6.03 0.88 61.00 0| 0 0 0 782 5.41 0.85 57.87 0| 0 0 0 860 4.81 0.82 54.64 0| 0 0 0 938 4.51 0.80 53.03 0| 0 0 0 977 3.13 0.69 45.53 0| 0 7,100 0 1172 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.95 0.55 39.32 0| 0 8,030 0 1368 1.33 0.44 35.99 0| 0 2,580 0 1500 1.10 1.09 0.39 34.47 1.10 1.10 80| 0 18,000 0 1563 1.01 0.96 0.36 33.91 1.01 0.93 1,210| 0 3,000 0 1600 0.59 0.55 0.24 31.36 0.59 0.59 80| 0 60,167 0 1759 0.51 0.49 0.22 31.36 0.51 0.51 80| 0 200 0 1800 0.28 0.25 0.14 29.02 0.28 0.28 80| 0 1,700 0 1954 0.13 0.08 28.54 0| 0 9,107 0 2150 0.07 0.05 28.69 0| 0 0 0 2345 0.04 0.03 31.50 0| 0 0 0 2736 0.03 0.02 34.17 0| 0 0 0 3127 Total 1,530| 0 109,884 0 Indicative a-t-m Vol 42.17 Underlying Price 13.220 Time to expiry: 651 Days Jun 12 7.42 0.96 61.61 0| 0 0 0 600 5.80 0.89 56.00 0| 0 0 0 800 3.29 0.69 46.00 0| 0 80 0 1172 2.22 0.57 41.00 0| 0 0 0 1368 2.07 0.54 40.20 0| 0 0 0 1400 1.45 0.44 37.84 0| 0 0 0 1563 0.87 0.31 34.88 0| 0 0 0 1759 0.50 0.21 32.80 0| 0 0 0 1954 0.26 0.12 34.14 0| 0 0 0 2345 0.17 0.07 40.79 0| 0 0 0 3127 Total 0| 0 80 0 Indicative a-t-m Vol 40.75 Underlying Price 13.220 Time to expiry: 840 Days Dec 12 7.45 0.95 60.00 0| 0 0 0 600 5.86 0.88 53.85 0| 0 0 0 800 3.37 0.69 43.48 0| 0 0 0 1172 1.97 0.51 38.13 0| 0 132 0 1466 1.61 0.45 36.57 0| 0 3,500 0 1563 1.48 0.43 35.91 0| 0 5,000 0 1600 1.29 0.39 35.13 0| 0 2,001 0 1661 0.94 0.32 33.70 0| 0 8,500 0 1800 0.71 0.25 33.34 0| 0 6,502 0 1954 0.50 0.19 33.11 0| 0 12,500 0 2150 0.42 0.16 34.36 0| 0 9 0 2345 0.32 0.11 40.99 0| 0 0 0 3127 Total 0| 0 38,144 0 Indicative a-t-m Vol 40.10 Underlying Price 13.220 Time to expiry: 1022 Days Jun 13 7.37 0.97 60.42 0| 0 0 0 600 5.78 0.89 54.64 0| 0 0 0 800 3.16 0.68 42.43 0| 0 0 0 1200 2.20 0.55 38.61 0| 0 0 0 1400 1.50 0.44 35.91 0| 0 0 0 1600 0.63 0.24 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 80 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 40.14 Underlying Price 13.220 Time to expiry: 1204 Days Dec 13 7.39 0.97 60.00 0| 0 0 0 600 5.83 0.88 54.00 0| 0 0 0 800 3.28 0.67 42.00 0| 0 6 0 1200 1.67 0.45 35.91 0| 0 0 0 1600 0.73 0.26 31.35 0| 0 0 0 2000 0.61 0.21 35.24 0| 0 0 0 2400 Total 0| 0 6 0 Indicative a-t-m Vol 40.84 Underlying Price 13.220 Time to expiry: 1568 Days Dec 14 7.33 0.99 60.29 0| 0 0 0 600 5.73 0.90 54.51 0| 0 0 0 800 3.33 0.68 43.00 0| 0 0 0 1200 1.74 0.47 35.91 0| 0 0 0 1600 0.91 0.30 32.71 0| 0 0 0 2000 0.75 0.24 35.51 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 5,249| 519 684,223 +100 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 81 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 34.60 Underlying Price 13.220 Time to expiry: 14 Days Sep 10 0.01 0.00 70.00 0| 0 5,305 0 880 0.01 -0.01 64.04 0| 0 320 0 960 0.01 -0.01 62.54 0| 0 6,826 0 977 0.02 -0.04 52.52 0| 0 5,592 0 1100 0.04 -0.07 48.02 0| 0 122 0 1150 0.05 -0.09 45.89 0| 0 16,856 0 1172 0.07 0.07 -0.12 42.63 0.07 0.07 25| 0 5,839 0 1200 0.18 0.15 -0.23 39.71 0.18 0.16 340| 0 1,781 0 1250 0.34 0.27 -0.39 35.06 0.34 0.23 440| 0 16,852 0 1300 0.75 0.64 -0.68 33.63 0.77 S 0.75 123| 0 7,510 0 1368 0.89 -0.79 34.30 0| 0 810 0 1400 1.56 1.48 -0.91 36.80 1.56 1.56 200| 0 3,515 0 1466 1.80 -0.95 37.66 0| 0 27 0 1500 2.41 -0.99 37.43 0| 0 7,250 0 1563 3.39 -1.00 35.36 0| 0 204 0 1661 4.37 -1.00 34.00 0| 0 427 0 1759 4.78 -1.00 33.63 0| 0 15 0 1800 5.34 -1.00 33.30 0| 0 1 0 1856 5.78 -1.00 33.17 0| 0 0 0 1900 6.32 -1.00 33.17 0| 0 11 0 1954 7.30 -1.00 33.59 0| 0 175 0 2052 8.28 -1.00 34.50 0| 0 160 0 2150 10.23 -1.00 37.62 0| 0 0 0 2345 14.14 -1.00 48.03 0| 0 0 0 2736 Total 1,128| 0 79,598 0 Indicative a-t-m Vol 36.76 Underlying Price 13.220 Time to expiry: 42 Days Oct 10 0.03 -0.03 52.00 0| 0 0 0 960 0.04 -0.04 50.30 0| 0 250 0 1000 0.12 -0.11 46.30 0| 0 240 0 1100 0.16 -0.15 42.06 0| 0 0 0 1150 0.25 0.26 -0.22 41.36 0.25 0.25 2| 0 8,673 0 1200 0.38 -0.31 39.05 0| 0 547 0 1250 0.64 0.56 -0.42 37.39 0.64 0.64 10| 3 163 +3 1300 0.74 0.80 -0.54 35.95 0.74 0.74 120| 0 100 0 1350 1.09 -0.67 33.99 0| 0 54 0 1400 1.46 -0.78 32.92 0| 0 100 0 1450 1.89 -0.85 34.02 0| 0 329 0 1500 2.34 -0.91 33.66 0| 0 0 0 1550 2.79 -0.96 30.49 0| 0 84 0 1600 3.78 -0.99 33.45 0| 0 123 0 1700 4.78 -1.00 36.00 0| 0 0 0 1800 Total 132| 3 10,663 +3 Indicative a-t-m Vol 37.49 Underlying Price 13.220 Time to expiry: 77 Days Nov 10 0.12 -0.07 52.82 0| 0 0 0 960 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.15 -0.09 50.35 0| 0 240 0 1000 0.31 0.29 -0.17 47.05 0.31 0.31 4| 0 129 0 1100 0.37 -0.22 44.49 0| 0 63 0 1150 0.49 -0.27 42.39 0| 0 155 0 1200 0.63 -0.34 40.14 0| 0 69 0 1250 0.80 -0.42 37.95 0| 0 95 0 1300 1.05 -0.51 36.89 0| 0 0 0 1350 1.32 -0.60 35.26 0| 0 120 0 1400 2.04 -0.76 34.56 0| 0 0 0 1500 2.87 -0.89 32.14 0| 0 0 0 1600 Total 4| 0 871 0 Indicative a-t-m Vol 38.46 Underlying Price 13.220 Time to expiry: 105 Days Dec 10 0.01 0.00 87.00 0| 0 0 0 391 0.01 0.00 81.79 0| 0 10 0 469 0.02 -0.01 76.33 0| 0 269 0 547 0.02 -0.01 73.65 0| 0 375 0 586 0.03 -0.02 71.03 0| 0 180 0 625 0.05 -0.02 66.05 0| 0 350 0 703 0.08 -0.04 61.14 0| 0 3,785 0 782 0.12 -0.06 57.59 0| 0 1,203 0 860 0.18 -0.09 53.37 0| 0 1,402 0 938 0.22 -0.11 51.46 0| 0 2,370 0 977 0.36 -0.17 47.77 0| 0 27,017 0 1075 0.56 -0.26 43.78 0| 0 13,260 0 1172 1.01 0.98 -0.42 39.19 1.01 1.01 10| 0 13,684 0 1300 1.29 -0.53 36.94 0| 0 29,567 0 1368 2.12 -0.73 33.51 0| 0 16,333 0 1500 2.63 -0.80 33.21 0| 0 18,777 0 1563 2.93 -0.85 32.21 0| 0 0 0 1600 3.83 -0.92 31.41 0| 0 10,801 0 1700 4.38 -0.97 29.40 0| 0 5,793 0 1759 4.78 -0.98 28.78 0| 0 1,815 0 1800 5.78 -1.00 27.43 0| 0 3 0 1900 6.32 -1.00 26.79 0| 0 3,660 0 1954 8.28 -1.00 24.93 0| 0 1,097 0 2150 10.23 -1.00 23.71 0| 0 267 0 2345 14.14 -1.00 22.81 0| 0 25 0 2736 18.05 -1.00 23.48 0| 0 0 0 3127 21.95 -1.00 25.32 0| 0 0 0 3517 25.86 -1.00 28.00 0| 0 0 0 3908 Total 10| 0 152,043 0 Indicative a-t-m Vol 39.04 Underlying Price 13.220 Time to expiry: 196 Days Mar 11 0.31 -0.10 52.85 0| 0 4,242 0 880 0.42 -0.14 49.88 0| 0 636 0 960 0.50 -0.17 49.05 0| 0 3,422 0 1000 0.72 -0.23 45.74 0| 0 2,904 0 1100 1.02 1.00 -0.31 42.23 1.02 0.98 134| 93 10,931 +61 1200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.38 -0.41 39.71 0| 0 565 0 1300 1.84 -0.53 36.68 0| 0 961 0 1400 2.45 -0.64 34.58 0| 0 4,129 0 1500 3.14 -0.75 32.48 0| 0 95 0 1600 3.96 -0.84 31.04 0| 0 160 0 1700 4.85 -0.91 30.04 0| 0 75 0 1800 5.80 -0.96 28.82 0| 0 0 0 1900 6.78 -0.99 28.14 0| 0 0 0 2000 8.78 -1.00 27.59 0| 0 0 0 2200 10.78 -1.00 28.00 0| 0 0 0 2400 Total 134| 93 28,120 +61 Indicative a-t-m Vol 39.17 Underlying Price 13.220 Time to expiry: 287 Days Jun 11 0.05 -0.01 70.00 0| 0 81 0 391 0.09 -0.02 67.24 0| 0 0 0 469 0.14 -0.04 64.14 0| 0 0 0 547 0.17 -0.05 62.47 0| 0 2,100 0 586 0.23 -0.07 54.45 0| 0 170 0 703 0.40 0.39 -0.11 55.06 0.40 0.40 120| 0 237 0 782 0.50 -0.14 51.29 0| 0 840 0 860 0.66 -0.18 48.95 0| 0 1,824 0 938 0.77 0.74 -0.20 47.63 0.77 0.77 120| 0 6,223 0 977 1.08 -0.28 44.00 0| 0 897 0 1100 1.34 -0.34 42.46 0| 0 22,960 0 1172 1.44 -0.36 41.45 0| 0 6,226 0 1200 1.90 -0.45 39.62 0| 0 305 0 1300 2.26 -0.51 38.23 0| 0 5,596 0 1368 2.44 -0.54 37.53 0| 0 268 0 1400 3.03 -0.64 35.05 0| 0 109 0 1500 3.57 3.48 -0.70 34.24 3.57 3.57 200| 0 3,088 0 1563 5.02 -0.85 30.77 0| 0 211 0 1759 6.82 -0.93 29.79 0| 0 181 0 1954 8.71 -0.97 30.24 0| 0 190 0 2150 10.63 -0.98 30.08 0| 0 163 0 2345 18.37 -1.00 34.00 0| 0 43 0 3127 Total 440| 0 51,712 0 Indicative a-t-m Vol 40.78 Underlying Price 13.220 Time to expiry: 469 Days Dec 11 0.20 -0.04 64.00 0| 0 0 0 469 0.47 -0.08 66.30 0| 0 0 0 586 0.74 -0.11 63.81 0| 0 0 0 703 0.92 -0.14 61.00 0| 0 80 0 782 1.09 -0.17 57.87 0| 0 160 0 860 1.07 1.28 -0.21 54.64 1.07 S 1.07 S 3| 0 362 0 938 1.38 -0.22 53.03 0| 0 10,758 0 977 1.95 -0.33 45.53 0| 0 6,705 0 1172 2.75 -0.47 39.32 0| 0 17,508 0 1368 3.45 -0.58 35.99 0| 0 7 0 1500 3.83 -0.63 34.47 0| 0 19,252 0 1563 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 84 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.08 -0.66 33.91 0| 0 0 0 1600 5.26 -0.77 31.36 0| 0 750 0 1759 5.61 -0.79 31.36 0| 0 0 0 1800 6.91 -0.88 29.02 0| 0 1 0 1954 8.74 -0.94 28.54 0| 0 38 0 2150 10.63 -0.96 28.69 0| 0 0 0 2345 14.49 -0.98 31.50 0| 0 0 0 2736 18.36 -0.99 34.17 0| 0 0 0 3127 Total 3| 0 55,621 0 Indicative a-t-m Vol 42.17 Underlying Price 13.220 Time to expiry: 651 Days Jun 12 0.72 -0.10 61.61 0| 0 0 0 600 1.27 -0.18 56.00 0| 0 0 0 800 2.64 -0.36 46.00 0| 0 0 0 1172 3.58 -0.48 41.00 0| 0 4 0 1368 3.75 -0.50 40.20 0| 0 0 0 1400 4.79 -0.60 37.84 0| 0 0 0 1563 6.18 -0.72 34.88 0| 0 0 0 1759 7.76 -0.81 32.80 0| 0 0 0 1954 11.38 -0.89 34.14 0| 0 0 0 2345 18.96 -0.93 40.79 0| 0 0 0 3127 Total 0| 0 4 0 Indicative a-t-m Vol 40.75 Underlying Price 13.220 Time to expiry: 840 Days Dec 12 0.89 -0.11 60.00 0| 0 0 0 600 1.46 -0.18 53.85 0| 0 0 0 800 2.79 -0.35 43.48 0| 0 1 0 1172 4.35 -0.52 38.13 0| 0 0 0 1466 4.96 -0.58 36.57 0| 0 16 0 1563 5.19 -0.60 35.91 0| 0 5,000 0 1600 5.61 -0.63 35.13 0| 0 1,000 0 1661 6.64 -0.70 33.70 0| 0 0 0 1800 7.92 -0.76 33.34 0| 0 3,026 0 1954 9.64 -0.82 33.11 0| 0 0 0 2150 11.47 -0.85 34.36 0| 0 0 0 2345 19.02 -0.90 40.99 0| 0 5 0 3127 Total 0| 0 9,048 0 Indicative a-t-m Vol 40.10 Underlying Price 13.220 Time to expiry: 1022 Days Jun 13 1.19 -0.13 60.42 0| 0 0 0 600 1.88 -0.20 54.64 0| 0 0 0 800 3.43 -0.39 42.43 0| 0 0 0 1200 4.49 -0.50 38.61 0| 0 0 0 1400 5.79 -0.61 35.91 0| 0 0 0 1600 8.85 -0.79 32.00 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 40.14 Underlying Price 13.220 Time to expiry: 1204 Days Dec 13 1.36 -0.13 60.00 0| 0 0 0 600 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.05 -0.20 54.00 0| 0 0 0 800 3.59 -0.38 42.00 0| 0 0 0 1200 5.93 -0.58 35.91 0| 0 0 0 1600 8.87 -0.76 31.35 0| 0 0 0 2000 12.60 -0.81 35.24 0| 0 38 0 2400 Total 0| 0 38 0 Indicative a-t-m Vol 40.84 Underlying Price 13.220 Time to expiry: 1568 Days Dec 14 1.75 -0.14 60.29 0| 0 0 0 600 2.55 -0.20 54.51 0| 0 0 0 800 4.23 -0.38 43.00 0| 0 0 0 1200 6.52 -0.57 35.91 0| 0 0 0 1600 9.48 -0.72 32.71 0| 0 0 0 2000 13.07 -0.77 35.51 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 1,851| 96 387,718 +64 Grand Total 7,100| 615 1,071,941 +164 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 86 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 34.60 Underlying Price 13.220 Time to expiry: 14 Days Sep 10 4.42 1.00 70.00 0| 0 0 0 880 3.84 1.00 66.03 0| 0 0 0 938 3.62 0.99 64.04 0| 0 0 0 960 3.46 0.99 62.54 0| 0 0 0 977 2.24 0.96 52.52 0| 0 0 0 1100 1.76 0.93 48.02 0| 0 0 0 1150 1.56 0.91 45.89 0| 0 0 0 1172 1.29 0.88 42.63 0| 0 0 0 1200 0.87 0.77 39.71 0| 0 0 0 1250 0.49 0.61 35.06 0| 0 0 0 1300 0.18 0.32 33.63 0| 0 4 0 1368 0.11 0.22 34.30 0| 0 600 0 1400 0.04 0.09 36.80 0| 0 6,551 0 1466 0.02 0.05 37.66 0| 0 0 0 1500 0.01 0.01 37.43 0| 0 43,910 0 1563 0.01 0.00 35.36 0| 0 3,831 0 1661 0.01 0.00 34.00 0| 0 25,418 0 1759 0.01 0.00 33.63 0| 0 34,000 0 1800 0.01 0.00 33.30 0| 0 3,568 0 1856 0.01 0.00 33.17 0| 0 0 0 1900 0.01 0.00 33.17 0| 0 1,117 0 1954 0.01 0.00 33.59 0| 0 857 0 2052 0.01 0.00 34.50 0| 0 1,322 0 2150 0.01 0.00 37.62 0| 0 707 0 2345 0.01 0.00 48.03 0| 0 0 0 2736 0.01 0.00 46.85 0| 0 0 0 2876 0.01 0.00 56.92 0| 0 0 0 3127 Total 0| 0 121,885 0 Indicative a-t-m Vol 39.05 Underlying Price 13.220 Time to expiry: 196 Days Mar 11 6.34 0.96 57.10 0| 0 0 0 703 5.63 0.93 55.57 0| 0 0 0 782 4.94 0.90 53.41 0| 0 0 0 860 4.28 0.87 50.92 0| 0 0 0 938 3.95 0.85 49.63 0| 0 0 0 977 3.00 0.77 45.74 0| 0 0 0 1100 2.47 0.71 43.24 0| 0 0 0 1172 1.67 0.59 39.71 0| 0 500 0 1300 1.29 0.51 37.67 0| 0 0 0 1368 0.73 0.36 34.58 0| 0 0 0 1500 0.53 0.29 33.35 0| 0 0 0 1563 0.24 0.17 31.04 0| 0 2,500 0 1700 0.17 0.13 30.28 0| 0 3,816 0 1759 0.13 0.10 30.04 0| 0 3,975 0 1800 0.06 0.06 28.82 0| 0 30 0 1900 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.04 0.04 28.41 0| 0 110 0 1954 0.01 0.01 27.63 0| 0 0 0 2150 0.01 0.00 27.82 0| 0 0 0 2345 0.01 0.00 30.67 0| 0 0 0 2736 0.01 0.00 36.21 0| 0 0 0 3127 Total 0| 0 10,931 0 Indicative a-t-m Vol 41.57 Underlying Price 13.220 Time to expiry: 378 Days Sep 11 8.21 0.96 68.00 0| 0 0 0 469 7.08 0.93 64.40 0| 0 0 0 600 6.25 0.90 61.93 0| 0 0 0 703 5.66 0.87 60.61 0| 0 0 0 782 5.05 0.84 57.51 0| 0 0 0 860 4.49 0.80 55.08 0| 0 0 0 938 4.20 0.78 53.54 0| 0 0 0 977 2.87 0.67 46.69 0| 0 0 0 1172 1.72 0.52 40.00 0| 0 0 0 1368 0.96 0.36 36.30 0| 0 50 0 1563 0.48 0.22 33.43 0| 0 0 0 1759 0.24 0.13 32.32 0| 0 0 0 1954 0.10 0.06 30.11 0| 0 0 0 2150 0.06 0.04 31.00 0| 0 0 0 2345 0.02 0.01 32.00 0| 0 0 0 2736 0.02 0.01 36.00 0| 0 0 0 3127 Total 0| 0 50 0 Indicative a-t-m Vol 42.26 Underlying Price 13.220 Time to expiry: 560 Days Mar 12 7.33 0.92 62.64 0| 0 0 0 600 5.98 0.86 57.90 0| 0 0 0 782 5.39 0.83 54.79 0| 0 0 0 860 4.84 0.79 52.35 0| 0 0 0 938 4.55 0.78 50.80 0| 0 0 0 977 3.35 0.68 46.13 0| 0 0 0 1172 2.27 0.56 41.07 0| 0 0 0 1368 1.42 0.43 36.84 0| 0 0 0 1563 0.86 0.31 34.55 0| 0 0 0 1759 0.50 0.21 32.71 0| 0 0 0 1954 0.16 0.08 30.85 0| 0 0 0 2345 0.10 0.05 33.28 0| 0 0 0 2736 0.08 0.04 36.00 0| 0 0 0 3127 0.06 0.03 38.00 0| 0 50 0 3517 Total 0| 0 50 0 Indicative a-t-m Vol 40.60 Underlying Price 13.220 Time to expiry: 749 Days Sep 12 6.79 0.89 61.36 0| 0 0 0 600 5.50 0.83 55.07 0| 0 0 0 782 3.12 0.65 44.74 0| 0 0 0 1172 1.95 0.51 38.44 0| 0 0 0 1400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.34 0.41 35.60 0| 0 0 0 1563 0.86 0.30 33.79 0| 0 0 0 1759 0.53 0.21 32.09 0| 0 0 0 1954 0.19 0.10 30.27 0| 0 0 0 2345 0.10 0.05 34.91 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.52 Underlying Price 13.220 Time to expiry: 924 Days Mar 13 6.99 0.89 59.67 0| 0 0 0 600 5.78 0.83 54.57 0| 0 0 0 782 3.37 0.66 43.36 0| 0 0 0 1172 2.21 0.53 37.53 0| 0 0 0 1400 1.65 0.44 35.73 0| 0 0 0 1563 1.01 0.32 33.25 0| 0 0 0 1800 0.71 0.25 31.79 0| 0 0 0 1954 0.29 0.13 29.67 0| 0 0 0 2345 0.18 0.08 34.70 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.17 Underlying Price 13.220 Time to expiry: 1113 Days Sep 13 6.47 0.87 60.71 0| 0 0 0 600 5.30 0.81 54.09 0| 0 0 0 782 3.12 0.64 43.14 0| 0 0 0 1172 1.51 0.42 35.40 0| 0 0 0 1563 0.71 0.25 32.12 0| 0 0 0 1954 0.31 0.13 29.96 0| 0 0 0 2345 0.22 0.09 35.00 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.54 Underlying Price 13.220 Time to expiry: 1295 Days Mar 14 6.68 0.88 60.09 0| 0 0 0 600 5.53 0.82 53.42 0| 0 0 0 782 3.43 0.66 43.42 0| 0 0 0 1172 1.81 0.46 35.91 0| 0 0 0 1563 0.90 0.29 32.14 0| 0 0 0 1954 0.42 0.16 29.68 0| 0 0 0 2345 0.32 0.12 34.96 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.12 Underlying Price 13.220 Time to expiry: 1477 Days Sep 14 6.05 0.86 59.50 0| 0 0 0 600 4.98 0.80 52.80 0| 0 1 0 782 3.03 0.63 42.75 0| 0 0 0 1172 1.61 0.44 35.90 0| 0 0 0 1563 0.81 0.27 32.13 0| 0 0 0 1954 0.38 0.16 29.67 0| 0 0 0 2345 0.31 0.12 34.77 0| 0 0 0 3127 Total 0| 0 1 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 89 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 39.16 Underlying Price 13.220 Time to expiry: 1659 Days Mar 15 6.23 0.87 59.23 0| 0 0 0 600 5.04 0.80 51.22 0| 0 0 0 800 3.06 0.63 40.97 0| 0 0 0 1200 1.69 0.45 35.02 0| 0 0 0 1600 0.88 0.29 31.59 0| 0 0 0 2000 0.42 0.16 28.91 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 132,917 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 90 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 34.60 Underlying Price 13.220 Time to expiry: 14 Days Sep 10 0.01 0.00 70.00 0| 0 0 0 880 0.01 0.00 66.03 0| 0 0 0 938 0.01 -0.01 64.04 0| 0 0 0 960 0.01 -0.01 62.54 0| 0 225 0 977 0.02 -0.04 52.52 0| 0 0 0 1100 0.04 -0.07 48.02 0| 0 0 0 1150 0.05 -0.09 45.89 0| 0 450 0 1172 0.07 -0.12 42.63 0| 0 0 0 1200 0.15 -0.23 39.71 0| 0 0 0 1250 0.27 -0.39 35.06 0| 0 763 0 1300 0.70 0.64 -0.68 33.63 0.70 0.70 30| 0 2,156 0 1368 0.89 -0.78 34.30 0| 0 0 0 1400 1.48 -0.91 36.80 0| 0 9,367 0 1466 1.80 -0.95 37.66 0| 0 0 0 1500 2.41 -0.99 37.43 0| 0 40,002 0 1563 3.39 -1.00 35.36 0| 0 1,350 0 1661 4.37 -1.00 34.00 0| 0 25,040 0 1759 4.78 -1.00 33.63 0| 0 30,002 0 1800 5.34 -1.00 33.30 0| 0 2,400 0 1856 5.78 -1.00 33.17 0| 0 0 0 1900 6.32 -1.00 33.17 0| 0 420 0 1954 7.30 -1.00 33.59 0| 0 30 0 2052 8.28 -1.00 34.50 0| 0 0 0 2150 10.23 -1.00 37.62 0| 0 250 0 2345 14.13 -1.00 48.03 0| 0 1 0 2736 15.53 -1.00 46.85 0| 0 21 0 2876 18.04 -1.00 56.92 0| 0 50 0 3127 Total 30| 0 112,527 0 Indicative a-t-m Vol 39.05 Underlying Price 13.220 Time to expiry: 196 Days Mar 11 0.11 -0.04 57.10 0| 0 1 0 703 0.19 -0.07 55.57 0| 0 0 0 782 0.28 -0.10 53.41 0| 0 0 0 860 0.39 -0.13 50.92 0| 0 817 0 938 0.45 -0.15 49.63 0| 0 0 0 977 0.72 -0.23 45.74 0| 0 50 0 1100 0.91 -0.29 43.24 0| 0 225 0 1172 1.38 -0.41 39.71 0| 0 601 0 1300 1.68 -0.49 37.67 0| 0 690 0 1368 2.43 -0.64 34.58 0| 0 2,700 0 1500 2.86 -0.71 33.35 0| 0 4,650 0 1563 3.94 -0.83 31.04 0| 0 0 0 1700 4.45 -0.87 30.28 0| 0 1,260 0 1759 4.82 -0.90 30.04 0| 0 0 0 1800 5.75 -0.94 28.82 0| 0 0 0 1900 6.26 -0.96 28.41 0| 0 0 0 1954 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.18 -0.99 27.63 0| 0 0 0 2150 10.11 -1.00 27.82 0| 0 0 0 2345 14.00 -1.00 30.67 0| 0 0 0 2736 17.89 -1.00 36.21 0| 0 0 0 3127 Total 0| 0 10,994 0 Indicative a-t-m Vol 41.57 Underlying Price 13.220 Time to expiry: 378 Days Sep 11 0.16 -0.04 68.00 0| 0 0 0 469 0.34 -0.07 64.40 0| 0 0 0 600 0.52 -0.10 61.93 0| 0 0 0 703 0.71 -0.13 60.61 0| 0 0 0 782 0.88 -0.16 57.51 0| 0 0 0 860 1.08 -0.20 55.08 0| 0 0 0 938 1.18 -0.22 53.54 0| 0 0 0 977 1.77 -0.33 46.69 0| 0 1,000 0 1172 2.56 -0.48 40.00 0| 0 0 0 1368 3.73 -0.64 36.30 0| 0 0 0 1563 5.18 -0.78 33.43 0| 0 2,400 0 1759 6.87 -0.87 32.32 0| 0 0 0 1954 8.66 -0.94 30.11 0| 0 0 0 2150 10.55 -0.96 31.00 0| 0 0 0 2345 14.38 -0.99 32.00 0| 0 0 0 2736 18.24 -0.99 36.00 0| 0 0 0 3127 Total 0| 0 3,400 0 Indicative a-t-m Vol 42.26 Underlying Price 13.220 Time to expiry: 560 Days Mar 12 0.54 -0.08 62.64 0| 0 0 0 600 0.98 -0.14 57.90 0| 0 0 0 782 1.15 -0.17 54.79 0| 0 0 0 860 1.37 -0.21 52.35 0| 0 0 0 938 1.46 -0.22 50.80 0| 0 0 0 977 2.17 -0.32 46.13 0| 0 0 0 1172 3.01 -0.44 41.07 0| 0 0 0 1368 4.07 -0.57 36.84 0| 0 0 0 1563 5.44 -0.69 34.55 0| 0 0 0 1759 6.99 -0.79 32.71 0| 0 70 0 1954 10.49 -0.92 30.85 0| 0 0 0 2345 14.26 -0.95 33.28 0| 0 0 0 2736 18.07 -0.96 36.00 0| 0 50 0 3127 21.88 -0.97 38.00 0| 0 0 0 3517 Total 0| 0 120 0 Indicative a-t-m Vol 40.60 Underlying Price 13.220 Time to expiry: 749 Days Sep 12 0.83 -0.11 61.36 0| 0 0 0 600 1.30 -0.17 55.07 0| 0 0 0 782 2.71 -0.35 44.74 0| 0 0 0 1172 3.76 -0.49 38.44 0| 0 0 0 1400 4.74 -0.59 35.60 0| 0 0 0 1563 6.16 -0.70 33.79 0| 0 0 0 1759 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.73 -0.79 32.09 0| 0 14,000 0 1954 11.19 -0.90 30.27 0| 0 0 0 2345 18.71 -0.95 34.91 0| 0 0 0 3127 Total 0| 0 14,000 0 Indicative a-t-m Vol 39.52 Underlying Price 13.220 Time to expiry: 924 Days Mar 13 0.96 -0.11 59.67 0| 0 0 0 600 1.51 -0.17 54.57 0| 0 0 0 782 2.86 -0.34 43.36 0| 0 0 0 1172 3.89 -0.47 37.53 0| 0 0 0 1400 4.90 -0.56 35.73 0| 0 0 0 1563 6.54 -0.68 33.25 0| 0 0 0 1800 7.72 -0.75 31.79 0| 0 0 0 1954 11.07 -0.87 29.67 0| 0 0 0 2345 18.49 -0.92 34.70 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.17 Underlying Price 13.220 Time to expiry: 1113 Days Sep 13 1.29 -0.13 60.71 0| 0 0 0 600 1.85 -0.19 54.09 0| 0 0 0 782 3.38 -0.36 43.14 0| 0 0 0 1172 5.49 -0.58 35.40 0| 0 0 0 1563 8.41 -0.75 32.12 0| 0 0 0 1954 11.73 -0.87 29.96 0| 0 0 0 2345 19.08 -0.91 35.00 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.54 Underlying Price 13.220 Time to expiry: 1295 Days Mar 14 1.42 -0.12 60.09 0| 0 0 0 600 1.99 -0.18 53.42 0| 0 0 0 782 3.54 -0.34 43.42 0| 0 0 0 1172 5.60 -0.54 35.91 0| 0 0 0 1563 8.36 -0.71 32.14 0| 0 0 0 1954 11.56 -0.84 29.68 0| 0 0 0 2345 18.81 -0.88 34.96 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 40.12 Underlying Price 13.220 Time to expiry: 1477 Days Sep 14 1.64 -0.14 59.50 0| 0 0 0 600 2.26 -0.20 52.80 0| 0 0 0 782 3.93 -0.37 42.75 0| 0 0 0 1172 6.13 -0.56 35.90 0| 0 0 0 1563 8.95 -0.73 32.13 0| 0 0 0 1954 12.15 -0.84 29.67 0| 0 0 0 2345 19.33 -0.88 34.77 0| 0 0 0 3127 Total 0| 0 0 0 Indicative a-t-m Vol 39.16 Underlying Price 13.220 Time to expiry: 1659 Days Mar 15 1.73 -0.13 59.23 0| 0 0 0 600 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.37 -0.20 51.22 0| 0 0 0 800 4.04 -0.37 40.97 0| 0 0 0 1200 6.33 -0.55 35.02 0| 0 0 0 1600 9.17 -0.71 31.59 0| 0 0 0 2000 12.36 -0.84 28.91 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 30| 0 141,041 0 Grand Total 30| 0 273,958 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 94 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 34.75 Underlying Price 53.440 Time to expiry: 14 Days Sep 10 25.45 1.00 83.00 0| 0 0 0 2800 22.45 1.00 76.43 0| 0 9 0 3100 17.45 1.00 65.22 0| 0 2 0 3600 15.45 1.00 60.99 0| 0 0 0 3800 14.57 1.00 59.19 0| 0 0 0 3888 13.46 1.00 56.97 0| 0 0 0 4000 10.72 0.99 51.81 0| 0 101 0 4276 9.50 0.97 50.85 0| 0 1,050 0 4400 8.53 0.96 48.75 0| 0 132 0 4500 7.56 0.95 46.97 0| 0 1 0 4600 6.95 0.93 46.53 0| 0 4,300 0 4665 6.00 5.68 0.90 42.98 6.00 6.00 7| 0 356 0 4800 4.78 0.86 41.23 0| 0 1,470 0 4900 3.47 0.78 38.46 0| 1,648 6,245 -1,550 5054 1.81 2.39 0.66 36.52 1.81 1.81 50| 1 978 0 5200 0.86 1.03 0.41 33.53 1.22 0.86 101| 964 7,010 -125 5443 0.48 0.53 0.25 33.09 0.65 0.48 87| 224 10,852 -167 5600 0.17 0.10 32.75 0| 1,350 5,164 -1,354 5831 0.05 0.05 0.04 31.85 0.12 0.05 1,170| 0 4,662 0 6000 0.01 0.01 31.30 0| 0 1,781 0 6220 0.01 0.00 28.42 0| 0 276 0 6400 0.01 0.00 26.95 0| 0 0 0 6800 0.01 0.00 26.52 0| 0 471 0 6998 0.01 0.00 26.57 0| 0 410 0 7775 0.01 0.00 30.00 0| 0 80 0 8800 Total 1,415| 4,187 45,350 -3,196 Indicative a-t-m Vol 35.63 Underlying Price 53.440 Time to expiry: 42 Days Oct 10 13.69 0.95 54.55 0| 0 0 0 4000 11.79 0.93 51.17 0| 0 0 0 4200 9.91 0.90 47.57 0| 0 0 0 4400 8.99 0.88 45.56 0| 0 91 0 4500 8.12 0.86 44.72 0| 0 50 0 4600 7.25 0.83 43.09 0| 0 0 0 4700 6.44 0.79 42.25 0| 0 25 0 4800 5.63 0.76 40.81 0| 0 100 0 4900 4.85 0.71 39.23 0| 0 135 0 5000 3.47 0.61 37.12 0| 4 912 0 5200 2.10 2.33 0.49 35.05 2.55 2.10 36| 13 144 +13 5400 1.59 1.45 0.37 33.68 1.59 1.55 100| 33 268 0 5600 0.82 0.25 32.07 500| 29 81 -29 5800 0.47 0.42 0.15 30.68 0.47 0.47 15| 0 1,047 0 6000 0.14 0.06 32.17 0| 0 298 0 6400 0.06 0.03 35.00 0| 0 79 0 6800 Total 651| 79 3,230 -16 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 36.81 Underlying Price 53.440 Time to expiry: 77 Days Nov 10 12.32 0.88 49.74 0| 0 0 0 4200 10.55 0.84 46.88 0| 0 0 0 4400 8.90 0.80 44.74 0| 0 0 0 4600 8.09 0.77 43.59 0| 0 0 0 4700 7.34 0.74 42.76 0| 0 0 0 4800 6.59 0.71 41.66 0| 0 0 0 4900 5.86 0.68 40.44 0| 0 10 0 5000 4.53 0.60 38.34 0| 20 30 +10 5200 3.35 0.51 36.21 0| 4 14 +4 5400 2.43 0.42 34.95 0| 0 1,734 0 5600 1.08 0.24 32.31 0| 0 203 0 6000 0.40 0.11 30.37 0| 0 0 0 6400 Total 0| 24 1,991 +14 Indicative a-t-m Vol 37.24 Underlying Price 53.440 Time to expiry: 105 Days Dec 10 37.98 1.00 100.00 0| 0 0 0 1555 34.15 0.99 90.26 0| 0 0 0 1944 32.24 0.99 85.49 0| 0 50 0 2138 30.33 0.98 80.83 0| 0 0 0 2333 26.50 0.98 70.67 0| 0 0 0 2721 22.75 0.96 64.10 0| 0 25 0 3110 19.06 0.94 58.05 0| 0 0 0 3499 15.47 0.90 52.49 0| 0 75 0 3888 14.46 0.89 50.97 0| 0 18 0 4000 12.05 0.84 47.60 0| 0 2,960 0 4276 11.01 0.82 46.37 0| 0 2,810 0 4400 8.86 0.76 43.16 0| 0 9,583 0 4665 7.43 0.71 41.54 0| 0 5,983 0 4860 6.43 0.67 39.93 0| 0 6,692 0 5000 5.12 0.60 38.03 0| 0 2,331 0 5200 3.46 3.83 0.51 36.70 3.46 3.46 5| 2,359 15,983 +1,859 5443 1.82 2.10 0.35 33.70 1.90 1.82 53| 0 22,986 0 5831 1.58 0.29 32.92 0| 0 4,570 0 6000 1.00 0.21 31.35 0| 1,350 10,289 +1,350 6220 0.68 0.16 30.52 0| 0 3,290 0 6400 0.27 0.08 29.31 0| 0 4,585 0 6803 0.10 0.03 28.50 0| 0 419 0 7200 0.02 0.01 28.05 0| 0 3,641 0 7775 0.01 0.00 28.00 0| 0 2,945 0 8747 0.01 0.00 30.00 0| 0 240 0 9719 Total 58| 3,709 99,475 +3,209 Indicative a-t-m Vol 37.23 Underlying Price 53.440 Time to expiry: 196 Days Mar 11 26.07 0.95 60.96 0| 0 0 0 2800 22.39 0.93 56.42 0| 0 0 0 3200 18.82 0.89 52.02 0| 0 0 0 3600 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.40 0.84 48.08 0| 0 2 0 4000 13.75 0.82 45.93 0| 0 25 0 4200 12.20 0.78 44.45 0| 0 126 0 4400 10.69 0.74 42.61 0| 0 225 0 4600 9.31 0.70 41.38 0| 0 133 0 4800 6.70 0.60 38.06 0| 0 2,039 0 5200 4.59 0.49 35.75 0| 0 6,973 0 5600 3.10 2.95 0.37 33.58 3.10 2.95 18| 0 1,230 0 6000 1.80 0.26 32.18 0| 0 3,148 0 6400 0.50 0.10 29.15 0| 0 2,695 0 7200 0.13 0.03 27.92 0| 0 289 0 8000 0.06 0.02 30.00 0| 0 369 0 8800 Total 18| 0 17,254 0 Indicative a-t-m Vol 37.40 Underlying Price 53.440 Time to expiry: 287 Days Jun 11 34.24 0.99 67.00 0| 0 0 0 1944 32.40 0.98 65.17 0| 0 0 0 2138 30.56 0.97 63.15 0| 0 0 0 2333 26.97 0.95 59.14 0| 0 0 0 2721 23.43 0.93 54.71 0| 0 0 0 3110 20.01 0.89 50.83 0| 0 0 0 3499 16.76 0.85 47.40 0| 0 250 0 3888 13.70 0.79 44.23 0| 0 0 0 4276 12.77 0.77 43.30 0| 0 425 0 4400 10.95 0.72 41.78 0| 0 152 0 4665 9.97 0.69 40.55 0| 0 0 0 4800 7.53 0.60 38.20 0| 0 900 0 5200 6.24 0.55 36.86 0| 0 3,055 0 5443 4.40 0.45 34.69 0| 0 2,625 0 5831 3.72 0.40 33.76 0| 0 250 0 6000 2.94 0.35 32.71 0| 0 1,483 0 6220 1.22 0.18 30.36 0| 75 809 0 6998 0.41 0.08 28.44 0| 0 1,194 0 7775 Total 0| 75 11,143 0 Indicative a-t-m Vol 39.51 Underlying Price 53.440 Time to expiry: 469 Days Dec 11 32.78 0.96 66.00 0| 0 0 0 2138 31.04 0.95 63.51 0| 0 0 0 2333 27.66 0.93 59.54 0| 0 0 0 2721 24.33 0.89 55.38 0| 0 0 0 3110 21.20 0.86 51.87 0| 0 0 0 3499 18.14 0.81 48.29 0| 0 4 0 3888 15.32 0.76 45.38 0| 0 1,000 0 4276 12.74 0.70 42.94 0| 0 5,250 0 4665 8.44 0.56 39.01 0| 0 1,560 0 5443 7.71 0.54 38.52 0| 0 3,500 0 5600 6.66 0.49 37.29 0| 0 1,950 0 5831 5.93 0.46 36.45 0| 0 1,000 0 6000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.39 0.32 33.85 0| 0 4,175 0 6803 1.64 0.19 32.00 0| 0 227 0 7775 0.88 0.11 32.00 0| 0 150 0 8747 Total 0| 0 18,816 0 Indicative a-t-m Vol 39.51 Underlying Price 53.440 Time to expiry: 651 Days Jun 12 30.65 0.94 61.98 0| 0 0 0 2400 24.71 0.89 54.08 0| 0 0 0 3110 18.78 0.80 47.44 0| 0 0 0 3888 16.12 0.76 44.78 0| 0 0 0 4276 13.69 0.70 42.50 0| 0 0 0 4665 9.55 0.58 39.07 0| 0 0 0 5443 7.90 0.52 37.81 0| 0 0 0 5831 2.59 0.24 33.16 0| 0 0 0 7775 Total 0| 0 0 0 Indicative a-t-m Vol 39.23 Underlying Price 53.440 Time to expiry: 840 Days Dec 12 31.46 0.94 60.85 0| 0 0 0 2333 25.30 0.87 53.37 0| 0 0 0 3110 19.70 0.79 47.25 0| 0 0 0 3888 16.40 0.73 44.19 0| 0 0 0 4400 14.78 0.70 42.43 0| 0 0 0 4665 8.86 0.53 36.93 0| 0 2,550 0 5831 4.03 0.32 32.19 0| 0 4,000 0 7289 3.10 0.27 31.37 0| 0 10 0 7775 Total 0| 0 6,560 0 Indicative a-t-m Vol 38.85 Underlying Price 53.440 Time to expiry: 1022 Days Jun 13 24.74 0.87 52.26 0| 0 0 0 3200 19.20 0.78 46.20 0| 0 0 0 4000 16.86 0.74 44.14 0| 0 0 0 4400 14.45 0.69 41.64 0| 0 0 0 4800 10.36 0.58 37.54 0| 0 0 0 5600 8.59 0.52 35.83 0| 0 0 0 6000 3.29 0.27 31.36 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.97 Underlying Price 53.440 Time to expiry: 1204 Days Dec 13 31.56 0.94 59.34 0| 0 0 0 2333 25.79 0.87 52.50 0| 0 0 0 3110 20.50 0.79 46.44 0| 0 0 0 3888 15.96 0.71 42.20 0| 0 500 0 4665 10.23 0.56 36.66 0| 0 0 0 5831 4.28 0.32 31.24 0| 0 0 0 7775 0.66 0.07 28.04 0| 0 0 0 12000 Total 0| 0 500 0 Indicative a-t-m Vol 38.60 Underlying Price 53.440 Time to expiry: 1568 Days Dec 14 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 98 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 31.41 0.93 62.00 0| 0 0 0 2400 25.49 0.86 52.00 0| 0 0 0 3200 19.38 0.78 42.13 0| 0 0 0 4000 15.48 0.70 39.75 0| 0 0 0 4800 10.94 0.57 37.21 0| 0 0 0 6000 5.85 0.37 34.03 0| 0 0 0 8000 2.04 0.16 32.60 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 2,142| 8,074 204,319 +11 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 99 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 34.75 Underlying Price 53.440 Time to expiry: 14 Days Sep 10 0.01 0.00 83.00 0| 0 236 0