Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Cap Gemini (100) (CP1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 Total N/A | N/A N/A 0 Indicative a-t-m Vol 28.97 Underlying Price 34.160 Time to expiry: 24 Days Sep 10 14.17 1.00 71.00 0| 0 0 0 2000 12.17 1.00 59.71 0| 0 0 0 2200 10.17 1.00 50.94 0| 0 0 0 2400 6.22 0.97 42.13 0| 0 0 0 2800 4.31 0.91 38.09 0| 0 53 0 3000 2.54 0.79 33.23 0| 0 20 0 3200 1.77 0.68 31.01 0| 0 0 0 3300 1.12 0.54 29.12 0| 0 0 0 3400 0.66 0.39 28.16 0| 22 22 +22 3500 0.35 0.25 27.51 0| 5 39 -5 3600 0.18 0.14 27.76 0| 0 25 0 3700 0.12 0.11 0.09 29.50 0.14 0.12 11| 0 774 0 3800 0.03 0.03 27.15 0| 0 70 0 3900 0.01 0.02 27.50 0| 0 1,629 0 4000 0.01 0.00 28.38 0| 0 79 0 4200 0.01 0.00 28.29 0| 0 51 0 4400 0.01 0.00 28.34 0| 0 60 0 4600 0.01 0.00 28.50 0| 0 0 0 4800 0.01 0.00 29.00 0| 0 0 0 5600 Total 11| 27 2,822 +17 Indicative a-t-m Vol 29.90 Underlying Price 34.160 Time to expiry: 52 Days Oct 10 6.35 0.93 37.85 0| 0 0 0 2800 4.58 0.85 35.99 0| 0 0 0 3000 2.97 0.72 32.76 0| 0 0 0 3200 2.27 0.64 31.43 0| 0 0 0 3300 1.66 0.54 30.17 0| 0 0 0 3400 1.12 0.44 28.48 0| 0 0 0 3500 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.79 0.75 0.33 27.85 0.79 0.79 3| 0 0 0 3600 0.47 0.24 27.25 0| 0 6 0 3700 0.28 0.16 26.77 0| 0 16 0 3800 0.07 0.05 24.99 0| 0 0 0 4000 0.05 0.03 28.93 0| 0 0 0 4200 0.02 0.02 30.00 0| 0 0 0 4400 Total 3| 0 22 0 Indicative a-t-m Vol 32.88 Underlying Price 34.160 Time to expiry: 87 Days Nov 10 6.71 0.87 40.66 0| 0 0 0 2800 5.03 0.79 37.44 0| 0 0 0 3000 3.54 0.68 35.09 0| 0 0 0 3200 2.31 0.55 33.02 0| 0 0 0 3400 1.81 0.47 32.17 0| 0 0 0 3500 1.37 0.40 31.25 0| 0 0 0 3600 0.75 0.26 30.16 0| 0 0 0 3800 0.37 0.15 29.03 0| 0 0 0 4000 0.17 0.08 28.59 0| 0 0 0 4200 Total 0| 0 0 0 Indicative a-t-m Vol 33.03 Underlying Price 34.160 Time to expiry: 115 Days Dec 10 18.22 1.00 56.00 0| 0 0 0 1600 14.32 0.98 52.64 0| 0 0 0 2000 12.39 0.96 49.06 0| 0 0 0 2200 10.51 0.93 46.10 0| 0 0 0 2400 6.93 0.84 39.80 0| 0 80 0 2800 5.31 0.77 37.32 0| 0 1,000 0 3000 3.88 0.67 35.12 0| 0 66 0 3200 2.66 0.55 33.17 0| 0 0 0 3400 1.70 0.42 31.37 0| 0 4,831 0 3600 1.06 1.01 0.30 30.21 1.06 1.04 5| 0 42 0 3800 0.64 0.57 0.20 29.31 0.64 0.64 2| 0 5,444 0 4000 0.30 0.12 28.56 0| 0 261 0 4200 0.14 0.06 27.78 0| 0 249 0 4400 0.03 0.02 26.89 0| 0 71 0 4800 0.01 0.00 28.00 0| 0 113 0 5600 Total 7| 0 12,157 0 Indicative a-t-m Vol 33.72 Underlying Price 34.160 Time to expiry: 206 Days Mar 11 12.73 0.93 46.26 0| 0 0 0 2200 10.93 0.90 43.41 0| 0 0 0 2400 7.60 0.80 38.82 0| 0 0 0 2800 4.78 0.66 35.32 0| 0 0 0 3200 3.62 0.57 33.85 0| 0 0 0 3400 2.61 0.47 32.23 0| 0 0 0 3600 1.83 0.38 30.93 0| 0 0 0 3800 1.24 0.29 29.96 0| 0 12 0 4000 0.81 0.21 29.26 0| 0 250 0 4200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.55 0.15 29.12 0| 0 64 0 4400 0.20 0.07 27.98 0| 0 84 0 4800 0.03 0.01 28.00 0| 0 64 0 5600 Total 0| 0 474 0 Indicative a-t-m Vol 34.20 Underlying Price 34.160 Time to expiry: 297 Days Jun 11 18.40 0.98 51.58 0| 0 0 0 1600 14.67 0.94 47.17 0| 0 0 0 2000 12.88 0.92 44.79 0| 0 0 0 2200 11.18 0.88 43.11 0| 0 0 0 2400 7.95 0.79 38.68 0| 0 19 0 2800 5.27 0.65 35.70 0| 0 0 0 3200 4.13 0.57 34.28 0| 0 0 0 3400 3.19 0.49 33.23 0| 0 0 0 3600 2.39 0.41 32.14 0| 0 0 0 3800 1.75 0.33 31.21 0| 0 0 0 4000 1.26 0.26 30.44 0| 0 0 0 4200 0.87 0.20 29.59 0| 0 0 0 4400 0.40 0.11 28.56 0| 0 127 0 4800 0.08 0.03 27.23 0| 0 0 0 5600 0.03 0.01 27.00 0| 0 0 0 6000 Total 0| 0 146 0 Indicative a-t-m Vol 32.87 Underlying Price 34.160 Time to expiry: 479 Days Dec 11 14.88 0.92 43.22 0| 0 0 0 2000 11.54 0.86 39.54 0| 0 0 0 2400 6.10 0.64 34.18 0| 0 0 0 3200 4.03 0.51 31.75 0| 0 2,000 0 3600 2.55 0.38 29.97 0| 0 0 0 4000 0.80 0.17 26.91 0| 0 0 0 4800 0.07 0.02 23.54 0| 0 0 0 6000 Total 0| 0 2,000 0 Indicative a-t-m Vol 35.44 Underlying Price 34.160 Time to expiry: 661 Days Jun 12 12.21 0.83 42.00 0| 0 0 0 2400 7.12 0.65 36.64 0| 0 0 0 3200 5.14 0.54 34.41 0| 0 0 0 3600 3.58 0.43 32.43 0| 0 0 0 4000 1.51 0.24 29.37 0| 0 0 0 4800 0.29 0.07 26.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 21| 27 17,621 +17 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Cap Gemini (100) (CP1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 Total N/A | N/A N/A 0 Indicative a-t-m Vol 28.97 Underlying Price 34.160 Time to expiry: 24 Days Sep 10 0.01 0.00 71.00 0| 0 120 0 2000 0.01 0.00 59.71 0| 0 80 0 2200 0.01 0.00 50.94 0| 0 18 0 2400 0.05 -0.03 42.13 0| 0 139 0 2800 0.14 -0.09 38.09 0| 0 62 0 3000 0.37 -0.21 33.23 0| 0 163 0 3200 0.60 -0.32 31.01 0| 0 0 0 3300 0.93 0.96 -0.46 29.12 1.05 0.92 11| 4 188 -4 3400 1.49 -0.61 28.16 0| 0 245 0 3500 2.18 -0.76 27.51 0| 0 96 0 3600 3.01 -0.86 27.76 0| 0 0 0 3700 3.94 -0.91 29.50 0| 0 63 0 3800 4.86 -0.97 27.15 0| 0 0 0 3900 5.85 -0.99 27.50 0| 0 25 0 4000 7.84 -1.00 28.38 0| 0 0 0 4200 9.84 -1.00 28.29 0| 0 0 0 4400 11.84 -1.00 28.34 0| 0 0 0 4600 13.84 -1.00 28.50 0| 0 0 0 4800 21.84 -1.00 29.00 0| 0 0 0 5600 Total 11| 4 1,199 -4 Indicative a-t-m Vol 29.90 Underlying Price 34.160 Time to expiry: 52 Days Oct 10 0.17 -0.07 37.85 0| 0 0 0 2800 0.40 -0.15 35.99 0| 0 0 0 3000 0.80 0.78 -0.28 32.76 0.80 0.80 403| 15 1,612 +15 3200 1.08 -0.36 31.43 0| 0 16 0 3300 1.47 -0.46 30.17 0| 0 9 0 3400 1.94 -0.57 28.48 0| 0 0 0 3500 2.57 -0.67 27.85 0| 0 0 0 3600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.29 -0.76 27.25 0| 0 0 0 3700 4.10 -0.84 26.77 0| 0 17 0 3800 5.89 -0.95 24.99 0| 0 0 0 4000 7.87 -0.97 28.93 0| 0 0 0 4200 9.85 -0.99 30.00 0| 0 0 0 4400 Total 403| 15 1,654 +15 Indicative a-t-m Vol 32.88 Underlying Price 34.160 Time to expiry: 87 Days Nov 10 0.50 -0.13 40.66 0| 0 0 0 2800 0.82 -0.21 37.44 0| 0 0 0 3000 1.33 -0.32 35.09 0| 0 0 0 3200 2.10 -0.45 33.02 0| 0 0 0 3400 2.59 -0.53 32.17 0| 0 0 0 3500 3.16 -0.60 31.25 0| 0 0 0 3600 4.54 -0.74 30.16 0| 0 0 0 3800 6.15 -0.85 29.03 0| 0 0 0 4000 7.97 -0.92 28.59 0| 0 0 0 4200 Total 0| 0 0 0 Indicative a-t-m Vol 33.03 Underlying Price 34.160 Time to expiry: 115 Days Dec 10 0.02 0.00 56.00 0| 0 58 0 1600 0.10 -0.02 52.64 0| 0 80 0 2000 0.17 -0.04 49.06 0| 0 158 0 2200 0.26 0.29 -0.07 46.10 0.26 0.26 4| 0 125 0 2400 0.70 -0.16 39.80 0| 0 168 0 2800 1.08 -0.23 37.32 0| 0 5,438 0 3000 1.64 -0.33 35.12 0| 0 1,164 0 3200 2.42 -0.45 33.17 0| 0 121 0 3400 3.45 -0.58 31.37 0| 0 69 0 3600 4.77 -0.70 30.21 0| 0 32 0 3800 6.33 -0.81 29.31 0| 0 33 0 4000 8.06 -0.89 28.56 0| 0 0 0 4200 9.91 -0.95 27.78 0| 0 0 0 4400 13.84 -1.00 26.89 0| 0 1 0 4800 21.84 -1.00 28.00 0| 0 0 0 5600 Total 4| 0 7,447 0 Indicative a-t-m Vol 33.72 Underlying Price 34.160 Time to expiry: 206 Days Mar 11 0.45 -0.07 46.26 0| 0 0 0 2200 0.64 -0.10 43.41 0| 0 128 0 2400 1.29 -0.20 38.82 0| 0 125 0 2800 2.46 -0.35 35.32 0| 0 50 0 3200 3.29 -0.44 33.85 0| 0 29 0 3400 4.28 -0.53 32.23 0| 0 20 0 3600 5.49 -0.63 30.93 0| 0 6 0 3800 6.90 -0.72 29.96 0| 0 0 0 4000 8.48 -0.80 29.26 0| 0 0 0 4200 10.22 -0.86 29.12 0| 0 0 0 4400 13.91 -0.95 27.98 0| 0 0 0 4800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 21.84 -1.00 28.00 0| 0 0 0 5600 Total 0| 0 358 0 Indicative a-t-m Vol 34.20 Underlying Price 34.160 Time to expiry: 297 Days Jun 11 0.24 -0.03 51.58 0| 0 20 0 1600 0.57 -0.07 47.17 0| 0 40 0 2000 0.81 -0.10 44.79 0| 0 32 0 2200 1.15 -0.14 43.11 0| 0 22 0 2400 2.00 -0.24 38.68 0| 0 100 0 2800 3.40 -0.37 35.70 0| 0 0 0 3200 4.30 -0.45 34.28 0| 0 0 0 3400 5.38 -0.53 33.23 0| 0 0 0 3600 6.60 -0.61 32.14 0| 0 0 0 3800 7.97 -0.68 31.21 0| 0 0 0 4000 9.48 -0.75 30.44 0| 0 0 0 4200 11.10 -0.81 29.59 0| 0 0 0 4400 14.62 -0.90 28.56 0| 0 0 0 4800 22.26 -0.98 27.23 0| 0 0 0 5600 26.19 -0.99 27.00 0| 0 0 0 6000 Total 0| 0 214 0 Indicative a-t-m Vol 32.87 Underlying Price 34.160 Time to expiry: 479 Days Dec 11 0.91 -0.09 43.22 0| 0 0 0 2000 1.62 -0.16 39.54 0| 0 40 0 2400 4.18 -0.37 34.18 0| 0 0 0 3200 6.10 -0.50 31.75 0| 0 250 0 3600 8.60 -0.63 29.97 0| 0 0 0 4000 14.85 -0.85 26.91 0| 0 0 0 4800 26.17 -0.98 25.09 0| 0 0 0 6000 Total 0| 0 290 0 Indicative a-t-m Vol 35.44 Underlying Price 34.160 Time to expiry: 661 Days Jun 12 2.68 -0.19 42.00 0| 0 0 0 2400 5.62 -0.37 36.64 0| 0 0 0 3200 7.62 -0.48 34.41 0| 0 0 0 3600 10.03 -0.58 32.43 0| 0 0 0 4000 15.87 -0.77 29.37 0| 0 0 0 4800 26.45 -0.94 26.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 418| 19 11,162 +11 Grand Total 439| 46 28,783 +28 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Cap Gemini European (CA3) Indicative a-t-m Vol 28.97 Underlying Price 34.160 Time to expiry: 24 Days Sep 10 14.17 1.00 71.00 0| 0 0 0 2000 12.17 1.00 59.71 0| 0 0 0 2200 10.17 1.00 50.94 0| 0 0 0 2400 6.22 0.97 42.13 0| 0 425 0 2800 4.31 0.91 38.09 0| 0 610 0 3000 2.54 0.79 33.23 0| 0 21 0 3200 1.77 0.68 31.01 0| 0 0 0 3300 1.12 0.54 29.12 0| 0 372 0 3400 0.66 0.39 28.16 0| 0 0 0 3500 0.35 0.25 27.51 0| 0 247 0 3600 0.18 0.14 27.76 0| 0 0 0 3700 0.11 0.09 29.50 0| 0 1 0 3800 0.03 0.03 27.15 0| 0 0 0 3900 0.01 0.02 27.50 0| 0 1 0 4000 0.01 0.00 28.38 0| 0 0 0 4200 0.01 0.00 28.29 0| 0 0 0 4400 0.01 0.00 28.30 0| 0 0 0 4500 0.01 0.00 28.34 0| 0 0 0 4600 0.01 0.00 28.50 0| 0 0 0 4800 0.01 0.00 29.00 0| 0 0 0 5600 Total 0| 0 1,677 0 Indicative a-t-m Vol 33.72 Underlying Price 34.160 Time to expiry: 206 Days Mar 11 14.57 0.95 48.96 0| 0 0 0 2000 12.73 0.93 46.26 0| 0 0 0 2200 10.93 0.90 43.41 0| 0 0 0 2400 7.60 0.80 38.82 0| 0 0 0 2800 6.11 0.73 36.91 0| 0 0 0 3000 4.78 0.66 35.32 0| 0 0 0 3200 3.62 0.57 33.85 0| 0 0 0 3400 2.61 0.47 32.23 0| 0 0 0 3600 1.83 0.38 30.93 0| 0 515 0 3800 1.24 0.29 29.96 0| 0 500 0 4000 0.81 0.21 29.26 0| 0 0 0 4200 0.42 0.12 28.53 0| 0 0 0 4500 0.20 0.07 27.98 0| 0 0 0 4800 0.12 0.04 27.82 0| 0 0 0 5000 0.04 0.02 27.91 0| 0 0 0 5500 0.01 0.01 28.67 0| 0 0 0 6000 Total 0| 0 1,015 0 Indicative a-t-m Vol 33.65 Underlying Price 34.160 Time to expiry: 388 Days Sep 11 14.20 0.93 40.83 0| 0 0 0 2000 12.52 0.90 39.93 0| 0 0 0 2200 10.91 0.86 38.67 0| 0 0 0 2400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.99 0.76 36.32 0| 0 0 0 2800 5.58 0.63 34.58 0| 0 0 0 3200 3.65 0.49 32.86 0| 0 396 0 3600 2.19 0.36 30.87 0| 0 500 0 4000 0.47 0.11 28.05 0| 0 0 0 5000 0.08 0.02 26.37 0| 0 0 0 6000 Total 0| 0 896 0 Indicative a-t-m Vol 32.97 Underlying Price 34.160 Time to expiry: 570 Days Mar 12 14.78 0.90 40.83 0| 0 0 0 2000 11.68 0.83 38.31 0| 0 0 0 2400 8.84 0.75 35.60 0| 0 0 0 2800 6.52 0.64 33.80 0| 0 500 0 3200 4.60 0.53 32.27 0| 0 500 0 3600 2.98 0.41 29.95 0| 0 500 0 4000 0.88 0.17 27.22 0| 0 0 0 5000 0.22 0.05 25.78 0| 0 0 0 6000 Total 0| 0 1,500 0 Indicative a-t-m Vol 33.91 Underlying Price 34.160 Time to expiry: 759 Days Sep 12 14.64 0.88 41.07 0| 0 0 0 2000 11.82 0.81 39.00 0| 0 0 0 2400 7.08 0.63 34.97 0| 0 0 0 3200 5.19 0.53 33.00 0| 0 0 0 3600 3.64 0.43 31.00 0| 0 0 0 4000 1.66 0.25 28.51 0| 0 0 0 4800 0.48 0.09 26.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.53 Underlying Price 34.160 Time to expiry: 934 Days Mar 13 15.31 0.87 41.87 0| 0 0 0 2000 12.61 0.81 39.70 0| 0 0 0 2400 8.01 0.65 35.64 0| 0 0 0 3200 6.10 0.56 33.58 0| 0 0 0 3600 4.48 0.47 31.58 0| 0 0 0 4000 2.32 0.30 29.09 0| 0 0 0 4800 0.85 0.14 27.61 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.92 Underlying Price 34.160 Time to expiry: 1123 Days Sep 13 15.21 0.86 42.60 0| 0 0 0 2000 12.67 0.79 40.36 0| 0 0 0 2400 8.30 0.65 36.01 0| 0 0 0 3200 4.88 0.48 31.96 0| 0 0 0 4000 2.73 0.33 29.65 0| 0 0 0 4800 1.21 0.18 28.43 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.11 Underlying Price 34.160 Time to expiry: 1305 Days Mar 14 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.57 0.86 41.08 0| 0 0 0 2000 13.11 0.80 39.00 0| 0 0 0 2400 8.81 0.66 35.00 0| 0 0 0 3200 5.50 0.51 31.70 0| 0 0 0 4000 3.37 0.37 29.84 0| 0 0 0 4800 1.51 0.20 27.95 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.23 Underlying Price 34.160 Time to expiry: 1487 Days Sep 14 15.33 0.85 41.06 0| 0 0 0 2000 13.00 0.79 39.03 0| 0 0 0 2400 8.92 0.66 35.16 0| 0 0 0 3200 5.67 0.51 31.70 0| 0 0 0 4000 3.55 0.38 29.68 0| 0 0 0 4800 1.67 0.22 27.82 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.08 Underlying Price 34.160 Time to expiry: 1669 Days Mar 15 15.84 0.85 41.02 0| 0 0 0 2000 13.57 0.80 38.99 0| 0 0 0 2400 9.53 0.67 35.02 0| 0 0 0 3200 6.25 0.53 31.55 0| 0 0 0 4000 4.08 0.40 29.61 0| 0 0 0 4800 1.95 0.24 27.17 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 5,088 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Cap Gemini European (CA3) Indicative a-t-m Vol 28.97 Underlying Price 34.160 Time to expiry: 24 Days Sep 10 0.01 0.00 71.00 0| 0 19 0 2000 0.01 0.00 59.71 0| 0 0 0 2200 0.01 0.00 50.94 0| 0 32 0 2400 0.05 -0.03 42.13 0| 0 95 0 2800 0.14 -0.09 38.09 0| 0 800 0 3000 0.37 -0.21 33.23 0| 0 0 0 3200 0.60 -0.32 31.01 0| 0 0 0 3300 0.95 -0.46 29.12 0| 0 15 0 3400 1.49 -0.61 28.16 0| 0 0 0 3500 2.18 -0.75 27.51 0| 0 0 0 3600 3.01 -0.86 27.76 0| 0 0 0 3700 3.94 -0.91 29.50 0| 0 457 0 3800 4.86 -0.97 27.15 0| 0 0 0 3900 5.84 -0.98 27.50 0| 0 1,020 0 4000 7.83 -1.00 28.38 0| 0 0 0 4200 9.83 -1.00 28.29 0| 0 0 0 4400 10.83 -1.00 28.30 0| 0 1,502 0 4500 11.83 -1.00 28.34 0| 0 0 0 4600 13.83 -1.00 28.50 0| 0 0 0 4800 21.82 -1.00 29.00 0| 0 0 0 5600 Total 0| 0 3,940 0 Indicative a-t-m Vol 33.72 Underlying Price 34.160 Time to expiry: 206 Days Mar 11 0.30 -0.05 48.96 0| 0 0 0 2000 0.45 -0.07 46.26 0| 0 0 0 2200 0.64 -0.10 43.41 0| 0 0 0 2400 1.29 -0.20 38.82 0| 0 0 0 2800 1.79 -0.27 36.91 0| 0 0 0 3000 2.45 -0.34 35.32 0| 0 500 0 3200 3.28 -0.43 33.85 0| 0 532 0 3400 4.26 -0.53 32.23 0| 0 0 0 3600 5.47 -0.62 30.93 0| 0 0 0 3800 6.87 -0.71 29.96 0| 0 0 0 4000 8.43 -0.79 29.26 0| 0 0 0 4200 11.02 -0.88 28.53 0| 0 0 0 4500 13.78 -0.93 27.98 0| 0 1,000 0 4800 15.69 -0.96 27.82 0| 0 0 0 5000 20.58 -0.98 27.91 0| 0 0 0 5500 25.53 -0.99 28.67 0| 0 0 0 6000 Total 0| 0 2,032 0 Indicative a-t-m Vol 33.65 Underlying Price 34.160 Time to expiry: 388 Days Sep 11 0.54 -0.07 40.83 0| 0 80 0 2000 0.83 -0.10 39.93 0| 0 0 0 2200 1.20 -0.14 38.67 0| 0 500 0 2400 2.22 -0.24 36.32 0| 0 500 0 2800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 11 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.76 -0.37 34.58 0| 0 500 0 3200 5.79 -0.51 32.86 0| 0 505 0 3600 8.28 -0.64 30.87 0| 0 0 0 4000 16.44 -0.89 28.05 0| 0 0 0 5000 25.92 -0.98 26.37 0| 0 0 0 6000 Total 0| 0 2,085 0 Indicative a-t-m Vol 32.97 Underlying Price 34.160 Time to expiry: 570 Days Mar 12 0.97 -0.10 40.83 0| 0 0 0 2000 1.80 -0.17 38.31 0| 0 500 0 2400 2.87 -0.25 35.60 0| 0 0 0 2800 4.47 -0.36 33.80 0| 0 500 0 3200 6.48 -0.47 32.27 0| 0 500 0 3600 8.78 -0.59 29.95 0| 0 0 0 4000 16.49 -0.83 27.22 0| 0 0 0 5000 25.63 -0.95 25.78 0| 0 0 0 6000 Total 0| 0 1,500 0 Indicative a-t-m Vol 33.91 Underlying Price 34.160 Time to expiry: 759 Days Sep 12 1.54 -0.12 41.07 0| 0 0 0 2000 2.60 -0.19 39.00 0| 0 0 0 2400 5.64 -0.37 34.97 0| 0 0 0 3200 7.64 -0.47 33.00 0| 0 0 0 3600 9.98 -0.57 31.00 0| 0 0 0 4000 15.77 -0.75 28.51 0| 0 0 0 4800 26.25 -0.91 26.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.53 Underlying Price 34.160 Time to expiry: 934 Days Mar 13 2.02 -0.13 41.87 0| 0 0 0 2000 3.17 -0.19 39.70 0| 0 0 0 2400 6.27 -0.35 35.64 0| 0 0 0 3200 8.20 -0.44 33.58 0| 0 0 0 3600 10.43 -0.53 31.58 0| 0 0 0 4000 15.97 -0.70 29.09 0| 0 0 0 4800 26.05 -0.86 27.61 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.92 Underlying Price 34.160 Time to expiry: 1123 Days Sep 13 2.59 -0.14 42.60 0| 0 0 0 2000 3.87 -0.21 40.36 0| 0 0 0 2400 7.10 -0.35 36.01 0| 0 0 0 3200 11.29 -0.52 31.96 0| 0 0 0 4000 16.74 -0.67 29.65 0| 0 0 0 4800 26.64 -0.82 28.43 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.11 Underlying Price 34.160 Time to expiry: 1305 Days Mar 14 2.72 -0.14 41.08 0| 0 0 0 2000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.01 -0.20 39.00 0| 0 0 0 2400 7.22 -0.34 35.00 0| 0 0 0 3200 11.43 -0.49 31.70 0| 0 0 0 4000 16.82 -0.63 29.84 0| 0 0 0 4800 26.22 -0.80 27.95 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.23 Underlying Price 34.160 Time to expiry: 1487 Days Sep 14 3.15 -0.15 41.06 0| 0 0 0 2000 4.52 -0.21 39.03 0| 0 0 0 2400 7.86 -0.34 35.16 0| 0 0 0 3200 12.02 -0.49 31.70 0| 0 0 0 4000 17.31 -0.62 29.68 0| 0 0 0 4800 26.55 -0.78 27.82 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.08 Underlying Price 34.160 Time to expiry: 1669 Days Mar 15 3.38 -0.15 41.02 0| 0 0 0 2000 4.76 -0.20 38.99 0| 0 0 0 2400 8.02 -0.33 35.02 0| 0 0 0 3200 12.04 -0.47 31.55 0| 0 0 0 4000 17.18 -0.60 29.61 0| 0 0 0 4800 26.00 -0.76 27.17 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 0 9,557 0 Grand Total 0| 0 14,645 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 13 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Carrefour (100) (CA1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 Total N/A | N/A N/A 0 Indicative a-t-m Vol 27.78 Underlying Price 35.115 Time to expiry: 24 Days Sep 10 15.13 1.00 84.00 0| 0 0 0 2000 13.13 0.99 72.74 0| 0 0 0 2200 11.14 0.99 62.43 0| 0 0 0 2400 9.16 0.98 58.05 0| 0 0 0 2600 7.18 0.97 48.17 0| 0 0 0 2800 5.24 0.93 41.55 0| 0 100 0 3000 4.29 0.90 38.11 0| 0 0 0 3100 3.37 0.86 34.98 0| 0 1,868 0 3200 2.50 0.79 31.92 0| 0 441 0 3300 1.69 1.73 0.68 29.88 1.69 1.69 40| 55 9,595 -48 3400 1.25 1.09 0.53 27.91 1.25 1.25 20| 0 1,252 0 3500 0.62 0.38 26.80 0| 119 10,893 -119 3600 0.31 0.23 26.02 0| 50 6,278 +27 3700 0.14 0.12 25.40 0| 87 15,274 +75 3800 0.07 0.02 0.02 23.95 0.07 0.07 2| 2 4,271 +2 4000 0.01 0.01 30.58 0| 0 20 0 4200 0.01 0.00 21.10 0| 0 802 0 4400 0.01 0.00 19.50 0| 0 2,354 0 4800 0.01 0.00 19.00 0| 0 0 0 5600 Total 62| 313 53,148 -63 Indicative a-t-m Vol 29.70 Underlying Price 35.115 Time to expiry: 52 Days Oct 10 7.34 0.93 43.66 0| 0 0 0 2800 5.48 0.87 38.64 0| 0 0 0 3000 3.76 0.78 34.67 0| 0 0 0 3200 2.98 2.99 0.71 32.92 2.98 2.98 3| 0 30 0 3300 2.29 0.63 31.44 0| 0 339 0 3400 1.66 0.54 29.86 0| 75 337 +60 3500 1.15 0.43 28.52 0| 0 113 0 3600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 14 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.75 0.33 27.40 0| 0 155 0 3700 0.48 0.24 27.01 0| 0 270 0 3800 0.20 0.16 0.10 25.91 0.20 0.20 50| 0 291 0 4000 0.06 0.04 26.20 0| 0 121 0 4200 Total 53| 75 1,656 +60 Indicative a-t-m Vol 29.51 Underlying Price 35.115 Time to expiry: 87 Days Nov 10 5.78 0.83 36.97 0| 0 0 0 3000 4.14 0.74 33.77 0| 0 0 0 3200 2.73 0.62 31.09 0| 0 0 0 3400 2.11 0.54 29.63 0| 50 50 +50 3500 1.60 0.46 28.65 0| 152 152 +152 3600 1.17 0.38 27.74 0| 79 79 +79 3700 0.83 0.30 27.08 0| 0 0 0 3800 0.42 0.38 0.17 25.82 0.42 0.38 124| 0 0 0 4000 0.16 0.09 25.44 0| 0 0 0 4200 Total 124| 281 281 +281 Indicative a-t-m Vol 29.91 Underlying Price 35.115 Time to expiry: 115 Days Dec 10 19.21 0.99 68.99 0| 0 0 0 1600 15.27 0.97 56.74 0| 0 0 0 2000 13.33 0.96 52.02 0| 0 0 0 2200 11.42 0.94 47.79 0| 0 0 0 2400 7.73 0.87 40.11 0| 0 2,457 0 2800 6.00 0.81 36.65 0| 102 3,616 +24 3000 4.42 0.72 33.64 0| 0 12,323 0 3200 3.03 0.61 31.08 0| 0 14,444 0 3400 2.06 1.92 0.48 29.00 2.06 2.06 27| 0 24,289 0 3600 1.11 0.34 27.37 0| 9 15,457 -2 3800 0.58 0.59 0.21 26.29 0.58 0.58 246| 1,225 37,161 -51 4000 0.12 0.06 24.60 0| 0 4,571 0 4400 0.01 0.00 21.10 0| 0 4,134 0 4800 0.01 0.00 20.17 0| 0 3,478 0 5000 0.01 0.00 18.03 0| 0 50 0 5600 0.01 0.00 17.04 0| 0 50 0 6000 0.01 0.00 15.72 0| 0 0 0 7000 0.01 0.00 15.64 0| 0 0 0 8000 0.01 0.00 22.00 0| 0 2 0 12000 Total 273| 1,336 122,032 -29 Indicative a-t-m Vol 30.28 Underlying Price 35.115 Time to expiry: 206 Days Mar 11 13.60 0.93 47.43 0| 0 0 0 2200 11.77 0.91 44.25 0| 0 0 0 2400 8.28 0.83 38.30 0| 0 799 0 2800 6.67 0.77 35.74 0| 55 87 +55 3000 5.19 0.70 33.34 0| 0 375 0 3200 3.87 0.61 31.24 0| 36 3,435 +23 3400 2.77 0.51 29.52 0| 30 1,977 +30 3600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.88 0.40 28.18 0| 0 12,268 0 3800 1.21 0.30 26.90 0| 26 10,154 0 4000 0.43 0.14 25.13 0| 27 1,288 0 4400 0.15 0.13 0.05 24.04 0.15 Q 0.15 Q 2,000| 0 6,996 0 4800 0.01 0.01 24.00 0| 0 100 0 5600 Total 2,000| 174 37,479 +108 Indicative a-t-m Vol 30.82 Underlying Price 35.115 Time to expiry: 297 Days Jun 11 19.28 0.98 53.45 0| 0 0 0 1600 15.49 0.95 47.48 0| 0 0 0 2000 13.64 0.93 44.38 0| 0 196 0 2200 11.84 0.90 41.84 0| 0 41 0 2400 8.47 0.82 37.22 0| 0 387 0 2800 6.94 0.76 35.23 0| 0 32 0 3000 5.53 0.69 33.38 0| 0 2,290 0 3200 4.28 0.61 31.69 0| 0 57 0 3400 3.19 0.52 30.14 0| 150 7,005 +150 3600 2.29 0.42 28.73 0| 150 292 +150 3800 1.75 1.58 0.33 27.51 1.75 1.75 75| 0 2,927 0 4000 0.66 0.18 25.48 0| 100 858 +3 4400 0.25 0.08 24.45 0| 0 628 0 4800 0.01 0.00 22.43 0| 0 0 0 6000 Total 75| 400 14,713 +303 Indicative a-t-m Vol 31.12 Underlying Price 35.115 Time to expiry: 479 Days Dec 11 19.34 0.97 49.00 0| 0 0 0 1600 15.61 0.94 43.29 0| 0 0 0 2000 12.11 0.88 38.93 0| 0 15 0 2400 8.97 0.79 35.53 0| 0 15 0 2800 7.57 0.73 34.10 0| 0 0 0 3000 6.33 0.67 33.04 0| 0 17,535 0 3200 5.23 0.60 32.20 0| 0 5,090 0 3400 4.65 0.57 31.17 0| 0 750 0 3500 4.19 0.53 30.80 0| 0 15,355 0 3600 2.61 0.39 28.96 0| 1,500 13,000 +1,400 4000 0.61 0.14 25.95 0| 0 3,436 0 5000 0.11 0.03 24.30 0| 0 3 0 6000 0.02 0.01 23.51 0| 0 0 0 7000 0.01 0.00 23.34 0| 0 0 0 8000 0.01 0.00 26.00 0| 0 2 0 12000 Total 0| 1,500 55,201 +1,400 Indicative a-t-m Vol 31.93 Underlying Price 35.115 Time to expiry: 661 Days Jun 12 15.94 0.92 46.13 0| 0 0 0 2000 12.65 0.85 41.53 0| 0 0 0 2400 9.68 0.77 37.60 0| 0 0 0 2800 7.06 0.66 34.19 0| 0 0 0 3200 4.86 0.55 31.29 0| 0 0 0 3600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.13 0.42 28.73 0| 0 0 0 4000 0.98 0.19 24.46 0| 0 0 0 4800 0.21 0.05 24.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 32.65 Underlying Price 35.115 Time to expiry: 850 Days Dec 12 19.70 0.95 52.27 0| 0 0 0 1600 16.34 0.90 47.02 0| 0 0 0 2000 13.17 0.83 42.06 0| 0 0 0 2400 7.86 0.66 35.00 0| 0 0 0 3200 6.73 0.61 33.50 0| 0 5,500 0 3400 5.67 0.56 31.99 0| 0 0 0 3600 3.87 0.45 29.29 0| 0 9,010 0 4000 1.48 0.24 25.08 0| 0 15 0 4800 0.41 0.09 24.03 0| 0 0 0 6000 0.11 0.02 26.00 0| 0 0 0 8000 Total 0| 0 14,525 0 Indicative a-t-m Vol 33.30 Underlying Price 35.115 Time to expiry: 1032 Days Jun 13 16.43 0.89 47.10 0| 0 0 0 2000 13.47 0.83 42.92 0| 0 0 0 2400 8.32 0.67 35.71 0| 0 0 0 3200 6.17 0.57 32.62 0| 0 0 0 3600 4.41 0.47 30.11 0| 0 0 0 4000 1.90 0.28 25.84 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 34.33 Underlying Price 35.115 Time to expiry: 1214 Days Dec 13 19.93 0.94 52.86 0| 0 0 0 1600 16.83 0.88 47.90 0| 0 0 0 2000 13.97 0.82 43.50 0| 0 0 0 2400 9.01 0.67 36.51 0| 0 0 0 3200 5.10 0.50 30.91 0| 0 0 0 4000 2.42 0.31 26.39 0| 0 0 0 4800 0.82 0.14 24.27 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.87 Underlying Price 35.115 Time to expiry: 1578 Days Dec 14 17.24 0.87 49.00 0| 0 0 0 2000 14.61 0.82 44.64 0| 0 0 0 2400 9.81 0.68 37.05 0| 0 0 0 3200 5.96 0.53 31.45 0| 0 0 0 4000 3.13 0.36 26.93 0| 0 25 0 4800 1.24 0.18 24.30 0| 0 0 0 6000 Total 0| 0 25 0 Total Calls 2,587| 4,079 299,060 +2,060 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 17 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Carrefour (100) (CA1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 Total N/A | N/A N/A 0 Indicative a-t-m Vol 27.78 Underlying Price 35.115 Time to expiry: 24 Days Sep 10 0.01 0.00 84.00 0| 0 298 0 2000 0.01 -0.01 72.74 0| 0 1,431 0 2200 0.02 -0.01 62.43 0| 0 3,574 0 2400 0.04 -0.02 58.05 0| 0 340 0 2600 0.06 -0.03 48.17 0| 0 1,230 0 2800 0.12 -0.07 41.55 0| 0 10,223 0 3000 0.17 -0.10 38.11 0| 0 713 0 3100 0.22 0.25 -0.14 34.98 0.22 0.22 75| 34 9,351 -34 3200 0.38 -0.21 31.92 0| 26 2,278 +26 3300 0.48 0.61 -0.32 29.88 0.48 0.48 1| 677 15,149 +598 3400 0.96 -0.47 27.91 0| 6,026 9,654 +6,019 3500 1.49 -0.62 26.80 0| 132 2,674 +10 3600 1.66 2.19 -0.77 26.02 1.66 1.66 41| 35 242 +21 3700 2.88 3.02 -0.88 25.40 2.88 2.88 27| 59 4,148 -29 3800 4.90 -0.98 23.95 0| 0 178 0 4000 6.89 -0.99 30.58 0| 0 0 0 4200 8.89 -1.00 21.10 0| 0 0 0 4400 12.89 -1.00 19.50 0| 0 1 0 4800 20.89 -1.00 19.00 0| 0 0 0 5600 Total 144| 6,989 61,484 +6,611 Indicative a-t-m Vol 29.70 Underlying Price 35.115 Time to expiry: 52 Days Oct 10 0.21 -0.07 43.66 0| 0 3 0 2800 0.35 -0.13 38.64 0| 0 162 0 3000 0.47 0.63 -0.22 34.67 0.47 0.47 15| 0 116 0 3200 0.85 -0.29 32.92 0| 0 112 0 3300 1.15 -0.37 31.44 0| 0 4,105 0 3400 1.50 1.52 -0.46 29.86 1.50 1.50 75| 0 165 0 3500 2.01 -0.57 28.52 0| 0 262 0 3600 2.61 -0.67 27.40 0| 0 75 0 3700 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.34 -0.76 27.01 0| 0 189 0 3800 5.03 -0.90 25.91 0| 0 59 0 4000 6.92 -0.96 26.20 0| 0 0 0 4200 Total 90| 0 5,248 0 Indicative a-t-m Vol 29.51 Underlying Price 35.115 Time to expiry: 87 Days Nov 10 0.61 0.63 -0.17 36.97 0.61 0.61 4| 0 0 0 3000 1.00 -0.26 33.77 0| 0 0 0 3200 1.49 1.58 -0.39 31.09 1.49 1.49 75| 0 0 0 3400 1.97 -0.46 29.63 0| 0 0 0 3500 2.24 2.46 -0.54 28.65 2.24 2.24 20| 0 0 0 3600 3.03 -0.62 27.74 0| 0 0 0 3700 3.70 -0.70 27.08 0| 0 0 0 3800 5.24 -0.83 25.82 0| 0 0 0 4000 7.03 -0.92 25.44 0| 0 0 0 4200 Total 99| 0 0 0 Indicative a-t-m Vol 29.91 Underlying Price 35.115 Time to expiry: 115 Days Dec 10 0.07 -0.01 68.99 0| 0 1,271 0 1600 0.13 -0.03 56.74 0| 0 397 0 2000 0.19 -0.04 52.02 0| 0 659 0 2200 0.27 -0.06 47.79 0| 0 6,865 0 2400 0.58 -0.13 40.11 0| 0 15,822 0 2800 0.81 0.85 -0.19 36.65 0.81 0.81 75| 1,000 55,418 0 3000 1.19 1.27 -0.28 33.64 1.20 1.19 70| 75 43,226 0 3200 1.88 -0.39 31.08 0| 50 26,526 +50 3400 2.76 -0.53 29.00 0| 75 20,794 -56 3600 3.95 -0.67 27.37 0| 0 5,619 0 3800 4.84 5.43 -0.79 26.29 4.84 4.84 52| 0 830 0 4000 8.96 -0.94 24.60 0| 0 292 0 4400 12.89 -1.00 21.10 0| 0 0 0 4800 14.89 -1.00 20.17 0| 0 0 0 5000 20.89 -1.00 18.03 0| 0 0 0 5600 24.89 -1.00 17.04 0| 0 0 0 6000 34.89 -1.00 15.72 0| 0 0 0 7000 44.89 -1.00 15.64 0| 0 0 0 8000 84.89 -1.00 22.00 0| 0 0 0 12000 Total 197| 1,200 177,719 -6 Indicative a-t-m Vol 30.28 Underlying Price 35.115 Time to expiry: 206 Days Mar 11 0.44 -0.07 47.43 0| 0 743 0 2200 0.58 0.60 -0.09 44.25 0.58 0.58 296| 75 5,104 +75 2400 1.10 -0.17 38.30 0| 0 8,346 0 2800 1.49 -0.23 35.74 0| 0 1,793 0 3000 1.99 2.00 -0.31 33.34 1.99 1.99 33| 0 4,757 0 3200 2.62 2.69 -0.40 31.24 2.62 2.62 42| 27 1,828 -7 3400 3.58 -0.50 29.52 0| 75 5,116 +72 3600 4.69 -0.60 28.18 0| 50 720 +50 3800 5.95 6.02 -0.70 26.90 5.95 5.95 55| 75 2,142 0 4000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.23 -0.87 25.13 0| 0 35 0 4400 12.94 -0.96 24.04 0| 0 0 0 4800 20.89 -1.00 24.00 0| 0 0 0 5600 Total 426| 302 30,584 +190 Indicative a-t-m Vol 30.82 Underlying Price 35.115 Time to expiry: 297 Days Jun 11 0.27 -0.03 53.45 0| 0 862 0 1600 0.55 -0.07 47.48 0| 0 510 0 2000 0.74 -0.10 44.38 0| 115 189 +115 2200 1.00 1.00 -0.13 41.84 1.00 1.00 43| 0 788 0 2400 1.74 -0.22 37.22 0| 0 1,364 0 2800 2.27 -0.28 35.23 0| 0 310 0 3000 2.93 -0.35 33.38 0| 0 14,000 0 3200 3.58 3.75 -0.44 31.69 3.58 3.58 34| 0 354 0 3400 4.73 -0.52 30.14 0| 75 3,997 +56 3600 5.59 5.89 -0.61 28.73 5.59 5.59 50| 0 0 0 3800 7.22 -0.69 27.51 0| 0 164 0 4000 10.35 -0.84 25.48 0| 0 5 0 4400 13.94 -0.92 24.45 0| 0 135 0 4800 25.63 -1.00 22.43 0| 0 0 0 6000 Total 127| 190 22,678 +171 Indicative a-t-m Vol 31.12 Underlying Price 35.115 Time to expiry: 479 Days Dec 11 0.50 -0.05 49.00 0| 0 90 0 1600 0.87 -0.09 43.29 0| 0 608 0 2000 1.47 -0.15 38.93 0| 0 1,160 0 2400 2.42 -0.24 35.53 0| 0 150 0 2800 3.05 -0.29 34.10 0| 750 2,750 +750 3000 3.83 -0.35 33.04 0| 0 16,300 0 3200 4.74 -0.42 32.20 0| 0 215 0 3400 5.17 -0.45 31.17 0| 0 750 0 3500 5.71 -0.48 30.80 0| 0 15,270 0 3600 8.13 -0.62 28.96 0| 0 1 0 4000 16.14 -0.88 25.95 0| 0 1 0 5000 25.62 -0.98 24.30 0| 0 0 0 6000 35.48 -1.00 23.51 0| 0 0 0 7000 45.39 -1.00 23.34 0| 0 0 0 8000 85.04 -1.00 26.00 0| 0 0 0 12000 Total 0| 750 37,295 +750 Indicative a-t-m Vol 31.93 Underlying Price 35.115 Time to expiry: 661 Days Jun 12 1.71 -0.12 46.13 0| 0 0 0 2000 2.56 -0.19 41.53 0| 0 0 0 2400 3.67 -0.27 37.60 0| 0 0 0 2800 5.09 -0.37 34.19 0| 0 0 0 3200 6.92 -0.48 31.29 0| 0 0 0 3600 9.20 -0.60 28.73 0| 0 0 0 4000 14.99 -0.82 24.46 0| 0 0 0 4800 26.00 -0.95 23.43 0| 0 0 0 6000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 20 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 32.65 Underlying Price 35.115 Time to expiry: 850 Days Dec 12 1.61 -0.09 52.27 0| 0 0 0 1600 2.36 -0.14 47.02 0| 0 0 0 2000 3.24 -0.20 42.06 0| 0 0 0 2400 5.89 -0.36 35.00 0| 0 0 0 3200 6.75 -0.41 33.50 0| 0 0 0 3400 7.65 -0.46 31.99 0| 0 0 0 3600 9.80 -0.57 29.29 0| 0 3,500 0 4000 15.30 -0.78 25.08 0| 0 0 0 4800 26.02 -0.92 24.03 0| 0 0 0 6000 45.32 -0.98 26.00 0| 0 0 0 8000 Total 0| 0 3,500 0 Indicative a-t-m Vol 33.30 Underlying Price 35.115 Time to expiry: 1032 Days Jun 13 2.96 -0.15 47.10 0| 0 0 0 2000 4.04 -0.21 42.92 0| 0 0 0 2400 6.82 -0.36 35.71 0| 0 0 0 3200 8.61 -0.45 32.62 0| 0 0 0 3600 10.76 -0.55 30.11 0| 0 0 0 4000 16.03 -0.74 25.84 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 34.33 Underlying Price 35.115 Time to expiry: 1214 Days Dec 13 2.54 -0.11 52.86 0| 0 0 0 1600 3.52 -0.15 47.90 0| 0 0 0 2000 4.62 -0.21 43.50 0| 0 0 0 2400 7.45 -0.35 36.51 0| 0 0 0 3200 11.29 -0.52 30.91 0| 0 0 0 4000 16.32 -0.70 26.39 0| 0 0 0 4800 26.26 -0.87 24.27 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.87 Underlying Price 35.115 Time to expiry: 1578 Days Dec 14 4.53 -0.16 49.00 0| 0 0 0 2000 5.77 -0.21 44.64 0| 0 0 0 2400 8.57 -0.34 37.05 0| 0 0 0 3200 12.25 -0.49 31.45 0| 0 400 0 4000 16.95 -0.66 26.93 0| 0 0 0 4800 26.30 -0.83 24.30 0| 0 0 0 6000 Total 0| 0 400 0 Total Puts 1,083| 9,431 338,908 +7,716 Grand Total 3,670| 13,510 637,968 +9,776 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Carrefour European (CA2) Indicative a-t-m Vol 27.78 Underlying Price 35.115 Time to expiry: 24 Days Sep 10 15.13 1.00 84.00 0| 0 10 0 2000 13.13 0.99 72.74 0| 0 500 0 2200 11.14 0.99 62.43 0| 0 34 0 2400 9.16 0.98 58.05 0| 0 0 0 2600 7.18 0.97 48.17 0| 0 315 0 2800 5.24 0.93 41.55 0| 0 2,358 0 3000 4.29 0.90 38.11 0| 0 0 0 3100 3.37 0.86 34.98 0| 0 2,179 0 3200 2.50 0.79 31.92 0| 0 0 0 3300 1.73 0.68 29.88 0| 0 987 0 3400 1.09 0.53 27.91 0| 0 0 0 3500 0.62 0.38 26.80 0| 0 224 0 3600 0.31 0.23 26.02 0| 0 0 0 3700 0.14 0.12 25.40 0| 0 607 0 3800 0.02 0.02 23.95 0| 0 1,511 0 4000 0.01 0.01 30.58 0| 0 0 0 4200 0.01 0.00 21.10 0| 0 1,256 0 4400 0.01 0.00 19.50 0| 0 0 0 4800 0.01 0.00 19.52 0| 0 0 0 5000 0.01 0.00 19.00 0| 0 0 0 5600 0.01 0.00 27.91 0| 0 2,350 0 7000 Total 0| 0 12,331 0 Indicative a-t-m Vol 29.09 Underlying Price 35.115 Time to expiry: 206 Days Mar 11 19.15 0.98 54.31 0| 0 0 0 1600 15.34 0.96 49.12 0| 0 0 0 2000 13.47 0.94 46.01 0| 0 0 0 2200 11.63 0.91 42.82 0| 0 0 0 2400 8.11 0.83 36.91 0| 0 0 0 2800 6.50 0.77 34.39 0| 0 0 0 3000 5.03 0.70 32.20 0| 0 56 0 3200 3.71 0.60 29.98 0| 0 385 0 3400 2.62 0.50 28.39 0| 0 46 0 3600 1.65 0.38 26.08 0| 0 0 0 3800 1.02 0.28 24.87 0| 0 10,010 0 4000 0.31 0.11 23.06 0| 0 15 0 4400 0.09 0.04 22.47 0| 0 50,000 0 4800 0.05 0.02 22.61 0| 0 179 0 5000 0.01 0.00 23.26 0| 0 0 0 5600 0.01 0.00 23.26 0| 0 0 0 6000 0.01 0.00 23.67 0| 0 0 0 7000 0.01 0.00 24.67 0| 0 4,210 0 8000 0.01 0.00 26.08 0| 0 0 0 9000 0.01 0.00 32.52 0| 0 0 0 12000 Total 0| 0 64,901 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 22 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 30.38 Underlying Price 35.115 Time to expiry: 388 Days Sep 11 18.60 0.95 53.57 0| 0 15 0 1600 15.06 0.91 48.08 0| 0 0 0 2000 11.58 0.85 41.77 0| 0 0 0 2400 8.37 0.77 36.30 0| 0 0 0 2800 5.66 0.65 32.82 0| 0 0 0 3200 3.46 0.50 29.70 0| 0 15 0 3600 1.89 0.34 27.25 0| 0 155 0 4000 0.22 0.07 22.81 0| 0 15 0 5000 0.05 0.02 24.12 0| 0 0 0 6000 0.01 0.00 24.34 0| 0 0 0 7000 0.01 0.00 25.80 0| 0 0 0 8000 0.01 0.00 26.93 0| 0 0 0 9000 0.01 0.00 30.00 0| 0 0 0 12000 Total 0| 0 200 0 Indicative a-t-m Vol 30.83 Underlying Price 35.115 Time to expiry: 570 Days Mar 12 19.02 0.94 51.13 0| 0 15 0 1600 15.66 0.89 46.25 0| 0 0 0 2000 12.43 0.83 41.36 0| 0 0 0 2400 9.38 0.76 36.77 0| 0 0 0 2800 6.76 0.65 33.29 0| 0 0 0 3200 4.52 0.53 30.13 0| 0 105 0 3600 2.81 0.40 27.64 0| 0 15 0 4000 0.57 0.13 23.16 0| 0 15 0 5000 0.17 0.05 24.00 0| 0 0 0 6000 0.06 0.02 24.66 0| 0 0 0 7000 0.02 0.01 25.68 0| 0 0 0 8000 0.01 0.00 27.20 0| 0 0 0 9000 0.01 0.00 33.31 0| 0 0 0 12000 Total 0| 0 150 0 Indicative a-t-m Vol 31.78 Underlying Price 35.115 Time to expiry: 759 Days Sep 12 18.72 0.91 52.76 0| 0 15 0 1600 15.58 0.87 47.67 0| 0 0 0 2000 12.40 0.81 41.56 0| 0 15 0 2400 9.55 0.73 37.08 0| 0 0 0 2800 7.20 0.64 34.45 0| 0 15 0 3200 4.99 0.53 31.03 0| 0 0 0 3600 3.40 0.42 28.94 0| 0 15 0 4000 1.22 0.21 24.94 0| 0 15 0 4800 0.32 0.07 24.22 0| 0 0 0 6000 0.08 0.02 26.44 0| 0 0 0 8000 Total 0| 0 75 0 Indicative a-t-m Vol 32.45 Underlying Price 35.115 Time to expiry: 934 Days Mar 13 18.95 0.91 48.94 0| 0 0 0 1600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.92 0.87 44.81 0| 0 0 0 2000 13.10 0.81 41.32 0| 0 0 0 2400 8.00 0.65 34.47 0| 0 0 0 3200 5.93 0.56 31.88 0| 0 0 0 3600 4.13 0.46 29.17 0| 0 0 0 4000 1.83 0.27 25.78 0| 0 0 0 4800 0.67 0.12 25.53 0| 0 0 0 6000 0.18 0.04 26.75 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 32.70 Underlying Price 35.115 Time to expiry: 1123 Days Sep 13 18.54 0.90 49.67 0| 0 0 0 1600 15.65 0.85 45.18 0| 0 0 0 2000 12.95 0.79 41.47 0| 0 0 0 2400 8.13 0.65 34.80 0| 0 0 0 3200 4.39 0.46 29.42 0| 0 0 0 4000 2.35 0.30 27.41 0| 0 0 0 4800 0.95 0.15 26.42 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.00 Underlying Price 35.115 Time to expiry: 1305 Days Mar 14 19.06 0.90 49.60 0| 0 0 0 1600 16.27 0.85 45.27 0| 0 0 0 2000 13.72 0.80 41.96 0| 0 0 0 2400 8.91 0.66 35.09 0| 0 0 0 3200 5.09 0.49 29.74 0| 0 0 0 4000 2.74 0.33 26.90 0| 0 0 0 4800 1.23 0.18 26.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.13 Underlying Price 35.115 Time to expiry: 1487 Days Sep 14 15.91 0.84 45.31 0| 0 0 0 2000 13.53 0.79 42.27 0| 0 0 0 2400 8.89 0.66 35.16 0| 0 0 0 3200 5.22 0.50 29.95 0| 0 0 0 4000 2.82 0.34 26.67 0| 0 0 0 4800 1.27 0.18 25.44 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 32.29 Underlying Price 35.115 Time to expiry: 1669 Days Mar 15 16.44 0.85 45.25 0| 0 0 0 2000 14.16 0.80 42.38 0| 0 0 0 2400 9.38 0.67 34.52 0| 0 0 0 3200 5.51 0.51 28.80 0| 0 0 0 4000 3.05 0.35 25.66 0| 0 0 0 4800 1.55 0.21 25.22 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 77,657 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Carrefour European (CA2) Indicative a-t-m Vol 27.78 Underlying Price 35.115 Time to expiry: 24 Days Sep 10 0.01 0.00 84.00 0| 0 200 0 2000 0.01 -0.01 72.74 0| 0 2,256 0 2200 0.02 -0.01 62.43 0| 0 2,120 0 2400 0.04 -0.02 58.05 0| 0 0 0 2600 0.06 -0.03 48.17 0| 0 2,134 0 2800 0.12 -0.07 41.55 0| 0 406 0 3000 0.17 -0.10 38.11 0| 0 0 0 3100 0.25 -0.14 34.98 0| 0 2,739 0 3200 0.38 -0.21 31.92 0| 0 0 0 3300 0.61 -0.32 29.88 0| 0 0 0 3400 0.96 -0.47 27.91 0| 0 0 0 3500 1.49 -0.62 26.80 0| 0 627 0 3600 2.19 -0.77 26.02 0| 0 0 0 3700 3.01 -0.88 25.40 0| 0 642 0 3800 4.89 -0.98 23.95 0| 0 650 0 4000 6.89 -0.99 30.58 0| 0 0 0 4200 8.87 -1.00 21.10 0| 0 1,061 0 4400 12.87 -1.00 19.50 0| 0 0 0 4800 14.87 -1.00 19.52 0| 0 100 0 5000 20.87 -1.00 19.00 0| 0 0 0 5600 34.86 -1.00 27.91 0| 0 0 0 7000 Total 0| 0 12,935 0 Indicative a-t-m Vol 29.09 Underlying Price 35.115 Time to expiry: 206 Days Mar 11 0.10 -0.02 54.31 0| 0 9,500 0 1600 0.27 -0.04 49.12 0| 0 600 0 2000 0.39 -0.06 46.01 0| 0 2,570 0 2200 0.53 -0.09 42.82 0| 0 2,093 0 2400 1.00 -0.17 36.91 0| 0 3,665 0 2800 1.37 -0.23 34.39 0| 0 373 0 3000 1.89 -0.30 32.20 0| 0 1,086 0 3200 2.56 -0.40 29.98 0| 0 0 0 3400 3.46 -0.50 28.39 0| 0 500 0 3600 4.48 -0.62 26.08 0| 0 0 0 3800 5.84 -0.72 24.87 0| 0 0 0 4000 9.11 -0.89 23.06 0| 0 0 0 4400 12.87 -0.96 22.47 0| 0 0 0 4800 14.82 -0.98 22.61 0| 0 0 0 5000 20.74 -1.00 23.26 0| 0 0 0 5600 24.72 -1.00 23.26 0| 0 0 0 6000 34.66 -1.00 23.67 0| 0 0 0 7000 44.61 -1.00 24.67 0| 0 0 0 8000 54.55 -1.00 26.08 0| 0 0 0 9000 84.39 -1.00 32.52 0| 0 0 0 12000 Total 0| 0 20,387 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 25 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 30.38 Underlying Price 35.115 Time to expiry: 388 Days Sep 11 0.47 -0.05 53.57 0| 0 0 0 1600 0.88 -0.09 48.08 0| 0 0 0 2000 1.36 -0.15 41.77 0| 0 0 0 2400 2.10 -0.23 36.30 0| 0 100 0 2800 3.34 -0.35 32.82 0| 0 20 0 3200 5.09 -0.50 29.70 0| 0 0 0 3600 7.47 -0.66 27.25 0| 0 100 0 4000 15.68 -0.93 22.81 0| 0 100 0 5000 25.38 -0.98 24.12 0| 0 0 0 6000 35.22 -1.00 24.34 0| 0 0 0 7000 45.09 -1.00 25.80 0| 0 0 0 8000 54.96 -1.00 26.93 0| 0 0 0 9000 84.59 -1.00 30.00 0| 0 0 0 12000 Total 0| 0 320 0 Indicative a-t-m Vol 30.83 Underlying Price 35.115 Time to expiry: 570 Days Mar 12 0.79 -0.06 51.13 0| 0 0 0 1600 1.34 -0.11 46.25 0| 0 0 0 2000 2.03 -0.17 41.36 0| 0 0 0 2400 2.91 -0.24 36.77 0| 0 0 0 2800 4.21 -0.35 33.29 0| 0 0 0 3200 5.89 -0.47 30.13 0| 0 0 0 3600 8.10 -0.60 27.64 0| 0 0 0 4000 15.67 -0.87 23.16 0| 0 0 0 5000 25.08 -0.95 24.00 0| 0 0 0 6000 34.76 -0.98 24.66 0| 0 0 0 7000 44.53 -0.99 25.68 0| 0 0 0 8000 54.33 -1.00 27.20 0| 0 0 0 9000 83.74 -1.00 33.31 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 31.78 Underlying Price 35.115 Time to expiry: 759 Days Sep 12 1.42 -0.09 52.76 0| 0 0 0 1600 2.16 -0.13 47.67 0| 0 0 0 2000 2.87 -0.19 41.56 0| 0 140 0 2400 3.91 -0.27 37.08 0| 0 0 0 2800 5.44 -0.36 34.45 0| 0 0 0 3200 7.12 -0.47 31.03 0| 0 0 0 3600 9.42 -0.58 28.94 0| 0 0 0 4000 15.01 -0.79 24.94 0| 0 0 0 4800 25.77 -0.93 24.22 0| 0 0 0 6000 44.97 -0.98 26.44 0| 0 0 0 8000 Total 0| 0 140 0 Indicative a-t-m Vol 32.45 Underlying Price 35.115 Time to expiry: 934 Days Mar 13 1.49 -0.09 48.94 0| 0 0 0 1600 2.31 -0.13 44.81 0| 0 0 0 2000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.34 -0.19 41.32 0| 0 0 0 2400 5.94 -0.35 34.47 0| 0 0 0 3200 7.72 -0.44 31.88 0| 0 0 0 3600 9.76 -0.54 29.17 0| 0 0 0 4000 15.16 -0.73 25.78 0| 0 0 0 4800 25.55 -0.88 25.53 0| 0 0 0 6000 44.31 -0.96 26.75 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 32.70 Underlying Price 35.115 Time to expiry: 1123 Days Sep 13 2.00 -0.10 49.67 0| 0 0 0 1600 2.91 -0.15 45.18 0| 0 0 0 2000 4.02 -0.21 41.47 0| 0 0 0 2400 6.80 -0.35 34.80 0| 0 0 0 3200 10.67 -0.54 29.42 0| 0 0 0 4000 16.24 -0.70 27.41 0| 0 0 0 4800 26.25 -0.85 26.42 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.00 Underlying Price 35.115 Time to expiry: 1305 Days Mar 14 2.33 -0.10 49.60 0| 0 0 0 1600 3.29 -0.15 45.27 0| 0 0 0 2000 4.49 -0.20 41.96 0| 0 0 0 2400 7.20 -0.34 35.09 0| 0 0 0 3200 10.90 -0.51 29.74 0| 0 0 0 4000 16.06 -0.67 26.90 0| 0 0 0 4800 25.82 -0.82 26.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.13 Underlying Price 35.115 Time to expiry: 1487 Days Sep 14 3.78 -0.16 45.31 0| 0 0 0 2000 5.11 -0.21 42.27 0| 0 0 0 2400 7.88 -0.34 35.16 0| 0 0 0 3200 11.63 -0.50 29.95 0| 0 0 0 4000 16.64 -0.66 26.67 0| 0 0 0 4800 26.20 -0.82 25.44 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 32.29 Underlying Price 35.115 Time to expiry: 1669 Days Mar 15 4.03 -0.15 45.25 0| 0 0 0 2000 5.40 -0.20 42.38 0| 0 0 0 2400 7.92 -0.33 34.52 0| 0 0 0 3200 11.36 -0.49 28.80 0| 0 0 0 4000 16.20 -0.65 25.66 0| 0 0 0 4800 25.65 -0.79 25.22 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 0 33,782 0 Grand Total 0| 0 111,439 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 27 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Casino Guichard Perrachon (100) (CO1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 20.65 Underlying Price 63.700 Time to expiry: 24 Days Sep 10 27.71 1.00 60.00 0| 0 0 0 3600 23.71 1.00 54.74 0| 0 0 0 4000 19.72 1.00 48.31 0| 0 0 0 4400 15.72 1.00 41.65 0| 0 0 0 4800 11.74 0.99 35.30 0| 0 0 0 5200 7.82 0.95 30.38 0| 0 0 0 5600 4.07 0.84 24.01 0| 0 260 0 6000 2.46 0.69 21.88 0| 0 0 0 6200 1.40 1.23 0.48 20.43 1.40 1.40 10| 0 41 0 6400 0.47 0.25 19.31 0| 10 40 0 6600 0.12 0.09 18.20 0| 0 114 0 6800 0.01 0.01 16.45 0| 0 0 0 7000 0.01 0.00 15.52 0| 0 200 0 7200 0.01 0.00 14.36 0| 0 0 0 7600 0.01 0.00 14.12 0| 0 0 0 8000 0.01 0.00 16.23 0| 0 0 0 8800 0.01 0.00 21.50 0| 0 0 0 9600 Total 10| 10 655 0 Indicative a-t-m Vol 23.63 Underlying Price 63.700 Time to expiry: 52 Days Oct 10 11.92 0.95 34.01 0| 0 0 0 5200 8.18 0.88 29.97 0| 0 0 0 5600 4.79 0.74 26.49 0| 0 0 0 6000 3.36 0.63 24.94 0| 0 0 0 6200 2.15 0.50 23.39 0| 0 0 0 6400 1.25 0.36 22.28 0| 0 0 0 6600 0.65 0.23 21.45 0| 0 18 0 6800 0.30 0.12 20.60 0| 0 12 0 7000 0.12 0.06 20.05 0| 0 0 0 7200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 28 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.02 0.01 19.59 0| 0 0 0 7600 0.01 0.00 20.00 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 22.78 Underlying Price 63.700 Time to expiry: 87 Days Nov 10 12.16 0.92 31.26 0| 0 0 0 5200 8.54 0.85 27.95 0| 0 0 0 5600 5.33 0.71 25.28 0| 0 0 0 6000 3.93 0.62 23.88 0| 0 0 0 6200 2.73 0.51 22.59 0| 0 0 0 6400 1.81 0.40 21.77 0| 0 0 0 6600 1.12 0.29 21.07 0| 0 0 0 6800 0.33 0.12 19.73 0| 0 0 0 7200 0.08 0.03 19.08 0| 0 0 0 7600 0.02 0.01 19.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 23.21 Underlying Price 63.700 Time to expiry: 115 Days Dec 10 31.79 1.00 45.00 0| 0 0 0 3200 23.87 0.99 39.30 0| 0 0 0 4000 19.95 0.97 36.15 0| 0 0 0 4400 16.10 0.95 33.09 0| 0 0 0 4800 12.38 0.90 30.41 0| 0 0 0 5200 8.86 0.82 27.51 0| 0 0 0 5600 5.74 0.70 25.18 0| 0 0 0 6000 3.23 0.52 23.05 0| 0 186 0 6400 1.52 0.32 21.47 0| 0 291 0 6800 0.57 0.16 20.13 0| 0 71 0 7200 0.03 0.01 17.82 0| 0 42 0 8000 0.01 0.00 16.67 0| 0 0 0 8800 0.01 0.00 16.41 0| 0 0 0 9600 0.01 0.00 20.00 0| 0 0 0 12000 Total 0| 0 590 0 Indicative a-t-m Vol 23.14 Underlying Price 63.700 Time to expiry: 206 Days Mar 11 24.08 0.97 36.50 0| 0 0 0 4000 20.28 0.95 33.88 0| 0 0 0 4400 16.57 0.91 31.34 0| 0 0 0 4800 9.73 0.78 26.61 0| 0 0 0 5600 6.83 0.67 24.76 0| 0 0 0 6000 4.38 0.53 23.01 0| 0 5 0 6400 2.55 0.38 21.66 0| 0 6 0 6800 1.33 0.25 20.60 0| 0 6 0 7200 0.26 0.07 19.10 0| 0 10 0 8000 0.04 0.01 18.62 0| 0 0 0 8800 0.01 0.00 19.00 0| 0 0 0 9600 Total 0| 0 27 0 Indicative a-t-m Vol 23.28 Underlying Price 63.700 Time to expiry: 297 Days Jun 11 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 29 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 31.88 1.00 35.50 0| 0 0 0 3200 24.09 0.97 32.68 0| 0 0 0 4000 20.31 0.95 30.93 0| 0 0 0 4400 16.66 0.91 29.33 0| 0 0 0 4800 9.97 0.77 25.80 0| 0 0 0 5600 7.13 0.67 24.25 0| 0 70 0 6000 4.83 0.54 23.20 0| 0 120 0 6400 3.04 0.41 22.16 0| 0 0 0 6800 1.73 0.28 21.09 0| 0 0 0 7200 0.46 0.10 19.74 0| 0 0 0 8000 0.09 0.03 18.92 0| 0 0 0 8800 0.02 0.01 18.64 0| 0 0 0 9600 0.01 0.00 20.50 0| 0 0 0 12000 Total 0| 0 190 0 Indicative a-t-m Vol 23.35 Underlying Price 63.700 Time to expiry: 479 Days Dec 11 24.37 0.95 33.90 0| 0 0 0 4000 17.26 0.87 30.32 0| 0 0 0 4800 10.89 0.74 26.40 0| 0 0 0 5600 8.14 0.64 24.60 0| 0 0 0 6000 5.84 0.54 23.25 0| 0 110 0 6400 2.70 0.32 21.34 0| 0 0 0 7200 1.09 0.16 20.21 0| 0 0 0 8000 0.04 0.01 22.70 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 23.83 Underlying Price 63.700 Time to expiry: 661 Days Jun 12 17.49 0.86 30.32 0| 0 0 0 4800 8.69 0.64 24.88 0| 0 0 0 6000 6.54 0.54 23.74 0| 0 0 0 6400 3.34 0.35 21.74 0| 0 0 0 7200 1.55 0.20 20.56 0| 0 0 0 8000 0.10 0.02 22.84 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 10| 10 1,602 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Casino Guichard Perrachon (100) (CO1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 20.65 Underlying Price 63.700 Time to expiry: 24 Days Sep 10 0.01 0.00 60.00 0| 0 0 0 3600 0.01 0.00 54.74 0| 0 0 0 4000 0.01 0.00 48.31 0| 0 0 0 4400 0.01 0.00 41.65 0| 0 0 0 4800 0.02 -0.01 35.30 0| 0 400 0 5200 0.10 -0.05 30.38 0| 0 2 0 5600 0.35 -0.16 24.01 0| 0 21 0 6000 0.74 -0.31 21.88 0| 0 0 0 6200 1.51 -0.52 20.43 0| 0 89 0 6400 2.76 -0.75 19.31 0| 0 26 0 6600 4.41 -0.91 18.20 0| 0 33 0 6800 6.31 -0.99 16.45 0| 0 0 0 7000 8.30 -1.00 15.52 0| 0 18 0 7200 12.30 -1.00 14.36 0| 0 0 0 7600 16.30 -1.00 14.12 0| 0 0 0 8000 24.30 -1.00 16.23 0| 0 0 0 8800 32.30 -1.00 21.50 0| 0 0 0 9600 Total 0| 0 589 0 Indicative a-t-m Vol 23.63 Underlying Price 63.700 Time to expiry: 52 Days Oct 10 0.18 -0.05 34.01 0| 0 0 0 5200 0.44 -0.12 29.97 0| 0 0 0 5600 1.05 -0.26 26.49 0| 0 0 0 6000 1.62 -0.37 24.94 0| 0 0 0 6200 2.40 -0.50 23.39 0| 0 0 0 6400 3.50 -0.64 22.28 0| 0 0 0 6600 4.91 -0.78 21.45 0| 0 0 0 6800 6.56 -0.88 20.60 0| 0 10 0 7000 8.39 -0.95 20.05 0| 0 0 0 7200 12.30 -1.00 19.59 0| 0 0 0 7600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 31 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.30 -1.00 20.00 0| 0 0 0 8000 Total 0| 0 10 0 Indicative a-t-m Vol 22.78 Underlying Price 63.700 Time to expiry: 87 Days Nov 10 0.38 -0.08 31.26 0| 0 0 0 5200 0.75 -0.15 27.95 0| 0 0 0 5600 1.53 -0.29 25.28 0| 0 0 0 6000 2.13 -0.38 23.88 0| 0 0 0 6200 2.93 -0.49 22.59 0| 0 0 0 6400 4.01 -0.61 21.77 0| 0 0 0 6600 5.32 -0.72 21.07 0| 0 0 0 6800 8.55 -0.89 19.73 0| 0 0 0 7200 12.32 -0.98 19.08 0| 0 0 0 7600 16.30 -1.00 19.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 23.21 Underlying Price 63.700 Time to expiry: 115 Days Dec 10 0.01 0.00 45.00 0| 0 0 0 3200 0.07 -0.01 39.30 0| 0 0 0 4000 0.14 -0.03 36.15 0| 0 1 0 4400 0.29 -0.05 33.09 0| 0 1 0 4800 0.56 -0.10 30.41 0| 0 2 0 5200 1.03 -0.18 27.51 0| 0 20 0 5600 1.92 -0.31 25.18 0| 0 20 0 6000 3.41 -0.48 23.05 0| 0 41 0 6400 5.71 -0.68 21.47 0| 0 200 0 6800 8.76 -0.85 20.13 0| 0 0 0 7200 16.30 -1.00 17.82 0| 0 0 0 8000 24.30 -1.00 16.67 0| 0 0 0 8800 32.30 -1.00 16.41 0| 0 0 0 9600 56.30 -1.00 20.00 0| 0 0 0 12000 Total 0| 0 285 0 Indicative a-t-m Vol 23.14 Underlying Price 63.700 Time to expiry: 206 Days Mar 11 0.25 -0.03 36.50 0| 0 0 0 4000 0.42 -0.06 33.88 0| 0 0 0 4400 0.70 -0.09 31.34 0| 0 0 0 4800 1.81 -0.22 26.61 0| 0 1 0 5600 2.90 -0.33 24.76 0| 0 0 0 6000 4.44 -0.47 23.01 0| 0 30 0 6400 6.61 -0.62 21.66 0| 0 0 0 6800 9.40 -0.76 20.60 0| 0 42 0 7200 16.38 -0.95 19.10 0| 0 0 0 8000 24.30 -1.00 18.62 0| 0 0 0 8800 32.30 -1.00 19.00 0| 0 0 0 9600 Total 0| 0 73 0 Indicative a-t-m Vol 23.28 Underlying Price 63.700 Time to expiry: 297 Days Jun 11 0.10 -0.01 35.50 0| 0 0 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 32 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.46 -0.05 32.68 0| 0 0 0 4000 0.81 -0.09 30.93 0| 0 0 0 4400 1.35 -0.14 29.33 0| 0 0 0 4800 3.13 -0.30 25.80 0| 0 0 0 5600 4.58 -0.41 24.25 0| 0 0 0 6000 6.57 -0.54 23.20 0| 0 0 0 6400 9.03 -0.66 22.16 0| 0 0 0 6800 11.92 -0.77 21.09 0| 0 0 0 7200 18.82 -0.92 19.74 0| 0 0 0 8000 26.47 -0.98 18.92 0| 0 0 0 8800 34.35 -1.00 18.64 0| 0 0 0 9600 58.15 -1.00 20.50 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 23.35 Underlying Price 63.700 Time to expiry: 479 Days Dec 11 1.24 -0.09 33.90 0| 0 0 0 4000 2.53 -0.18 30.32 0| 0 0 0 4800 4.50 -0.32 26.40 0| 0 0 0 5600 5.90 -0.41 24.60 0| 0 0 0 6000 7.74 -0.51 23.25 0| 0 0 0 6400 12.77 -0.70 21.34 0| 0 0 0 7200 19.23 -0.86 20.21 0| 0 0 0 8000 58.04 -1.00 22.70 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 23.83 Underlying Price 63.700 Time to expiry: 661 Days Jun 12 4.07 -0.24 30.32 0| 0 0 0 4800 8.15 -0.45 24.88 0| 0 0 0 6000 10.22 -0.53 23.74 0| 0 0 0 6400 15.30 -0.70 21.74 0| 0 0 0 7200 21.61 -0.83 20.56 0| 0 0 0 8000 59.53 -0.98 22.84 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 957 0 Grand Total 10| 10 2,559 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Casino Guichard Perrachon European (CO2) Indicative a-t-m Vol 20.65 Underlying Price 63.700 Time to expiry: 24 Days Sep 10 27.71 1.00 60.00 0| 0 0 0 3600 23.71 1.00 54.74 0| 0 0 0 4000 22.04 1.00 52.13 0| 0 0 0 4167 18.26 1.00 45.87 0| 0 1 0 4546 15.72 1.00 41.65 0| 0 50 0 4800 10.72 0.98 33.76 0| 0 74 0 5303 7.02 0.94 28.51 0| 0 808 0 5682 3.58 0.80 24.01 0| 0 1 0 6061 2.46 0.69 21.88 0| 0 0 0 6200 1.23 0.48 20.43 0| 0 604 0 6400 0.47 0.25 19.31 0| 0 0 0 6600 0.12 0.09 18.20 0| 0 220 0 6800 0.01 0.01 16.45 0| 0 0 0 7000 0.01 0.00 15.52 0| 0 512 0 7200 0.01 0.00 14.41 0| 0 1 0 7576 0.01 0.00 14.12 0| 0 1 0 8000 0.01 0.00 16.23 0| 0 0 0 8800 0.01 0.00 21.50 0| 0 0 0 9600 Total 0| 0 2,272 0 Indicative a-t-m Vol 23.14 Underlying Price 63.700 Time to expiry: 206 Days Mar 11 31.85 0.99 41.00 0| 0 0 0 3200 24.08 0.97 36.50 0| 0 0 0 4000 20.28 0.95 33.88 0| 0 0 0 4400 16.57 0.91 31.34 0| 0 0 0 4800 9.73 0.78 26.61 0| 0 0 0 5600 6.83 0.67 24.76 0| 0 10 0 6000 4.38 0.53 23.01 0| 0 0 0 6400 2.55 0.38 21.66 0| 0 0 0 6800 1.33 0.25 20.60 0| 0 0 0 7200 0.26 0.07 19.10 0| 0 100 0 8000 0.04 0.01 18.62 0| 0 0 0 8800 0.01 0.00 19.00 0| 0 0 0 9600 0.01 0.00 24.47 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 23.74 Underlying Price 63.700 Time to expiry: 388 Days Sep 11 22.33 0.92 34.13 0| 0 0 0 4000 15.63 0.83 30.90 0| 0 0 0 4800 9.67 0.69 27.04 0| 0 0 0 5600 7.08 0.59 25.10 0| 0 0 0 6000 4.95 0.49 23.63 0| 0 0 0 6400 2.01 0.27 21.09 0| 0 0 0 7200 0.62 0.11 19.30 0| 0 0 0 8000 0.02 0.00 23.15 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 34 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 24.06 Underlying Price 63.700 Time to expiry: 570 Days Mar 12 23.41 0.89 34.65 0| 0 0 0 4000 17.04 0.80 31.32 0| 0 0 0 4800 11.10 0.68 26.77 0| 0 0 0 5600 8.67 0.61 25.41 0| 0 0 0 6000 6.50 0.52 23.95 0| 0 0 0 6400 3.18 0.34 21.35 0| 0 0 0 7200 1.33 0.18 19.60 0| 0 0 0 8000 0.11 0.02 23.67 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 2,382 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Casino Guichard Perrachon European (CO2) Indicative a-t-m Vol 20.65 Underlying Price 63.700 Time to expiry: 24 Days Sep 10 0.01 0.00 60.00 0| 0 0 0 3600 0.01 0.00 54.74 0| 0 404 0 4000 0.01 0.00 52.13 0| 0 600 0 4167 0.01 0.00 45.87 0| 0 0 0 4546 0.01 0.00 41.65 0| 0 25 0 4800 0.03 -0.02 33.76 0| 0 218 0 5303 0.12 -0.06 28.51 0| 0 29 0 5682 0.47 -0.20 24.01 0| 0 7 0 6061 0.74 -0.31 21.88 0| 0 0 0 6200 1.51 -0.52 20.43 0| 0 0 0 6400 2.75 -0.75 19.31 0| 0 0 0 6600 4.40 -0.91 18.20 0| 0 0 0 6800 6.29 -0.99 16.45 0| 0 0 0 7000 8.28 -1.00 15.52 0| 0 1 0 7200 12.04 -1.00 14.41 0| 0 0 0 7576 16.28 -1.00 14.12 0| 0 0 0 8000 24.27 -1.00 16.23 0| 0 0 0 8800 32.27 -1.00 21.50 0| 0 0 0 9600 Total 0| 0 1,284 0 Indicative a-t-m Vol 23.14 Underlying Price 63.700 Time to expiry: 206 Days Mar 11 0.06 -0.01 41.00 0| 0 0 0 3200 0.25 -0.03 36.50 0| 0 0 0 4000 0.42 -0.05 33.88 0| 0 0 0 4400 0.70 -0.09 31.34 0| 0 0 0 4800 1.81 -0.22 26.61 0| 0 55 0 5600 2.88 -0.33 24.76 0| 0 8 0 6000 4.41 -0.47 23.01 0| 0 0 0 6400 6.56 -0.62 21.66 0| 0 0 0 6800 9.33 -0.75 20.60 0| 0 0 0 7200 16.21 -0.93 19.10 0| 0 0 0 8000 23.95 -0.99 18.62 0| 0 0 0 8800 31.87 -1.00 19.00 0| 0 0 0 9600 55.74 -1.00 24.47 0| 0 0 0 12000 Total 0| 0 63 0 Indicative a-t-m Vol 23.74 Underlying Price 63.700 Time to expiry: 388 Days Sep 11 0.89 -0.08 34.13 0| 0 0 0 4000 2.10 -0.17 30.90 0| 0 0 0 4800 4.03 -0.31 27.04 0| 0 0 0 5600 5.40 -0.41 25.10 0| 0 0 0 6000 7.21 -0.51 23.63 0| 0 0 0 6400 12.18 -0.73 21.09 0| 0 0 0 7200 18.69 -0.89 19.30 0| 0 0 0 8000 57.59 -1.00 23.15 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 36 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 24.06 Underlying Price 63.700 Time to expiry: 570 Days Mar 12 1.68 -0.11 34.65 0| 0 0 0 4000 3.16 -0.20 31.32 0| 0 0 0 4800 5.06 -0.32 26.77 0| 0 0 0 5600 6.56 -0.39 25.41 0| 0 0 0 6000 8.30 -0.48 23.95 0| 0 0 0 6400 12.83 -0.66 21.35 0| 0 0 0 7200 18.83 -0.82 19.60 0| 0 0 0 8000 56.82 -0.98 23.67 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 1,347 0 Grand Total 0| 0 3,729 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 37 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Christian Dior (100) (CD1) Indicative a-t-m Vol 31.69 Underlying Price 80.330 Time to expiry: 24 Days Sep 10 36.34 1.00 53.00 0| 0 0 0 4400 32.34 1.00 51.38 0| 0 0 0 4800 24.35 1.00 47.33 0| 0 0 0 5600 16.40 0.98 41.88 0| 0 0 0 6400 12.51 0.95 39.11 0| 0 0 0 6800 8.80 0.89 36.41 0| 0 0 0 7200 7.08 0.83 35.21 0| 0 0 0 7400 5.48 0.75 34.04 0| 0 0 0 7600 4.06 0.65 32.93 0| 0 0 0 7800 2.85 0.54 31.90 0| 0 0 0 8000 1.86 0.42 30.63 0| 0 0 0 8200 1.14 0.30 29.83 0| 0 1 0 8400 0.64 0.20 28.95 0| 0 0 0 8600 0.32 0.12 28.14 0| 0 2 0 8800 0.06 0.03 26.75 0| 0 0 0 9200 0.01 0.00 25.65 0| 0 0 0 9600 0.01 0.00 24.84 0| 0 0 0 10000 0.01 0.00 26.00 0| 0 0 0 12000 Total 0| 0 3 0 Indicative a-t-m Vol 31.53 Underlying Price 80.330 Time to expiry: 115 Days Dec 10 36.50 0.99 51.00 0| 0 0 0 4400 32.59 0.98 49.08 0| 0 0 0 4800 24.91 0.95 44.39 0| 0 0 0 5600 17.60 0.88 39.59 0| 0 0 0 6400 14.19 0.82 37.29 0| 0 0 0 6800 11.05 0.75 35.28 0| 0 0 0 7200 8.26 0.66 33.55 0| 0 0 0 7600 5.80 0.55 31.65 0| 0 0 0 8000 3.88 0.43 30.21 0| 0 0 0 8400 2.42 0.31 28.98 0| 0 2 0 8800 0.77 0.13 27.09 0| 0 0 0 9600 0.40 0.08 26.44 0| 0 0 0 10000 0.01 0.00 26.00 0| 0 0 0 12000 Total 0| 0 2 0 Indicative a-t-m Vol 31.84 Underlying Price 80.330 Time to expiry: 206 Days Mar 11 33.03 0.95 48.08 0| 0 0 0 4800 25.69 0.90 43.07 0| 0 0 0 5600 18.84 0.83 38.71 0| 0 0 0 6400 15.65 0.77 36.64 0| 0 0 0 6800 12.76 0.71 35.06 0| 0 0 0 7200 10.16 0.64 33.66 0| 0 0 0 7600 7.79 0.56 31.96 0| 0 0 0 8000 5.78 0.47 30.51 0| 0 0 0 8400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.20 0.38 29.49 0| 0 0 0 8800 1.96 0.22 27.53 0| 0 0 0 9600 1.26 0.16 26.74 0| 0 0 0 10000 0.14 0.03 26.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 30.68 Underlying Price 80.330 Time to expiry: 297 Days Jun 11 33.42 0.94 46.77 0| 0 0 0 4800 26.42 0.88 42.77 0| 0 0 0 5600 19.67 0.81 37.92 0| 0 0 0 6400 13.62 0.70 33.61 0| 0 0 0 7200 11.00 0.64 31.99 0| 0 0 0 7600 8.75 0.56 30.86 0| 0 0 0 8000 6.49 0.48 28.69 0| 0 0 0 8400 4.79 0.40 27.51 0| 0 0 0 8800 2.40 0.25 25.70 0| 0 0 0 9600 1.59 0.18 24.78 0| 0 0 0 10000 0.29 0.04 25.00 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 5 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 39 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Christian Dior (100) (CD1) Indicative a-t-m Vol 31.69 Underlying Price 80.330 Time to expiry: 24 Days Sep 10 0.01 0.00 53.00 0| 0 0 0 4400 0.01 0.00 51.38 0| 0 0 0 4800 0.01 0.00 47.33 0| 0 0 0 5600 0.05 -0.02 41.88 0| 0 2 0 6400 0.16 -0.05 39.11 0| 0 22 0 6800 0.45 -0.11 36.41 0| 0 20 0 7200 0.72 -0.17 35.21 0| 0 0 0 7400 1.12 -0.25 34.04 0| 0 3 0 7600 1.71 -0.35 32.93 0| 0 0 0 7800 2.50 -0.46 31.90 0| 0 0 0 8000 3.51 -0.58 30.63 0| 0 0 0 8200 4.78 -0.70 29.83 0| 0 2 0 8400 6.29 -0.81 28.95 0| 0 0 0 8600 7.97 -0.89 28.14 0| 0 0 0 8800 11.71 -0.97 26.75 0| 0 0 0 9200 15.67 -1.00 25.65 0| 0 0 0 9600 19.67 -1.00 24.84 0| 0 0 0 10000 39.67 -1.00 26.00 0| 0 0 0 12000 Total 0| 0 49 0 Indicative a-t-m Vol 31.53 Underlying Price 80.330 Time to expiry: 115 Days Dec 10 0.11 -0.01 51.00 0| 0 0 0 4400 0.21 -0.02 49.08 0| 0 0 0 4800 0.56 -0.06 44.39 0| 0 0 0 5600 1.30 -0.13 39.59 0| 0 2 0 6400 1.93 -0.19 37.29 0| 0 3 0 6800 2.82 -0.26 35.28 0| 0 0 0 7200 4.06 -0.36 33.55 0| 0 0 0 7600 5.62 -0.46 31.65 0| 0 0 0 8000 7.74 -0.58 30.21 0| 0 0 0 8400 10.28 -0.69 28.98 0| 0 0 0 8800 16.65 -0.87 27.09 0| 0 0 0 9600 20.28 -0.92 26.44 0| 0 0 0 10000 39.86 -1.00 26.00 0| 0 0 0 12000 Total 0| 0 5 0 Indicative a-t-m Vol 31.84 Underlying Price 80.330 Time to expiry: 206 Days Mar 11 0.76 -0.05 48.08 0| 0 0 0 4800 1.45 -0.10 43.07 0| 0 0 0 5600 2.58 -0.18 38.71 0| 0 0 0 6400 3.38 -0.23 36.64 0| 0 0 0 6800 4.49 -0.29 35.06 0| 0 0 0 7200 5.88 -0.37 33.66 0| 0 0 0 7600 7.49 -0.45 31.96 0| 0 0 0 8000 9.48 -0.54 30.51 0| 0 0 0 8400 11.89 -0.62 29.49 0| 0 0 0 8800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.66 -0.78 27.53 0| 0 0 0 9600 20.98 -0.85 26.74 0| 0 0 0 10000 39.90 -0.98 26.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 30.68 Underlying Price 80.330 Time to expiry: 297 Days Jun 11 1.47 -0.08 46.77 0| 0 0 0 4800 2.56 -0.14 42.77 0| 0 0 0 5600 3.89 -0.21 37.92 0| 0 0 0 6400 5.94 -0.32 33.61 0| 0 0 0 7200 7.37 -0.39 31.99 0| 0 0 0 7600 9.18 -0.46 30.86 0| 0 0 0 8000 10.96 -0.54 28.69 0| 0 0 0 8400 13.30 -0.62 27.51 0| 0 0 0 8800 18.97 -0.76 25.70 0| 0 0 0 9600 22.17 -0.82 24.78 0| 0 0 0 10000 40.78 -0.96 25.00 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 54 0 Grand Total 0| 0 59 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 41 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Christian Dior European (CD3) Indicative a-t-m Vol 31.69 Underlying Price 80.330 Time to expiry: 24 Days Sep 10 36.34 1.00 52.00 0| 0 0 0 4400 32.34 1.00 51.38 0| 0 0 0 4800 24.35 1.00 47.33 0| 0 0 0 5600 20.36 0.99 44.66 0| 0 0 0 6000 16.40 0.98 41.88 0| 0 0 0 6400 12.51 0.95 39.11 0| 0 0 0 6800 8.80 0.89 36.41 0| 0 0 0 7200 7.08 0.83 35.21 0| 0 0 0 7400 5.48 0.75 34.04 0| 0 0 0 7600 4.06 0.65 32.93 0| 0 0 0 7800 2.85 0.54 31.90 0| 0 0 0 8000 1.86 0.42 30.63 0| 0 0 0 8200 1.14 0.30 29.83 0| 0 0 0 8400 0.64 0.20 28.95 0| 0 0 0 8600 0.32 0.12 28.14 0| 0 82 0 8800 0.06 0.03 26.75 0| 0 0 0 9200 0.01 0.00 25.65 0| 0 0 0 9600 0.01 0.00 24.84 0| 0 0 0 10000 0.01 0.00 25.00 0| 0 0 0 12000 Total 0| 0 82 0 Indicative a-t-m Vol 31.84 Underlying Price 80.330 Time to expiry: 206 Days Mar 11 56.05 1.00 62.00 0| 0 0 0 2400 48.21 0.99 58.88 0| 0 0 0 3200 40.49 0.97 53.57 0| 0 0 0 4000 36.68 0.96 50.79 0| 0 0 0 4400 32.91 0.95 48.08 0| 0 0 0 4800 25.63 0.90 43.07 0| 0 0 0 5600 22.15 0.87 40.80 0| 0 0 0 6000 18.81 0.82 38.71 0| 0 0 0 6400 15.63 0.77 36.64 0| 0 0 0 6800 12.75 0.71 35.06 0| 0 0 0 7200 10.16 0.64 33.66 0| 0 0 0 7600 7.78 0.55 31.96 0| 0 0 0 8000 5.78 0.47 30.51 0| 0 0 0 8400 4.20 0.38 29.49 0| 0 0 0 8800 1.96 0.22 27.53 0| 0 0 0 9600 1.26 0.16 26.74 0| 0 0 0 10000 0.14 0.03 26.00 0| 0 0 0 12000 0.01 0.00 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.77 Underlying Price 80.330 Time to expiry: 388 Days Sep 11 32.44 0.92 39.88 0| 0 0 0 4800 22.35 0.83 35.06 0| 0 0 0 6000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 19.16 0.79 33.28 0| 0 0 0 6400 13.70 0.68 31.00 0| 0 0 0 7200 9.11 0.55 28.84 0| 0 0 0 8000 5.62 0.41 27.19 0| 0 0 0 8800 0.56 0.07 24.77 0| 0 0 0 12000 0.04 0.01 26.28 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 29.03 Underlying Price 80.330 Time to expiry: 570 Days Mar 12 33.55 0.90 40.46 0| 0 0 0 4800 23.93 0.81 35.38 0| 0 0 0 6000 15.62 0.68 31.19 0| 0 0 0 7200 11.16 0.57 29.10 0| 0 0 0 8000 7.62 0.45 27.52 0| 0 0 0 8800 1.32 0.12 25.04 0| 0 0 0 12000 0.19 0.02 26.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 82 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Christian Dior European (CD3) Indicative a-t-m Vol 31.69 Underlying Price 80.330 Time to expiry: 24 Days Sep 10 0.01 0.00 52.00 0| 0 0 0 4400 0.01 0.00 51.38 0| 0 0 0 4800 0.01 0.00 47.33 0| 0 0 0 5600 0.02 -0.01 44.66 0| 0 0 0 6000 0.05 -0.02 41.88 0| 0 10 0 6400 0.16 -0.05 39.11 0| 0 100 0 6800 0.45 -0.11 36.41 0| 0 0 0 7200 0.72 -0.17 35.21 0| 0 0 0 7400 1.12 -0.25 34.04 0| 0 0 0 7600 1.71 -0.35 32.93 0| 0 0 0 7800 2.50 -0.46 31.90 0| 0 0 0 8000 3.50 -0.58 30.63 0| 0 0 0 8200 4.78 -0.70 29.83 0| 0 0 0 8400 6.28 -0.80 28.95 0| 0 0 0 8600 7.97 -0.88 28.14 0| 0 0 0 8800 11.70 -0.97 26.75 0| 0 0 0 9200 15.65 -1.00 25.65 0| 0 0 0 9600 19.64 -1.00 24.84 0| 0 0 0 10000 39.63 -1.00 25.00 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 31.84 Underlying Price 80.330 Time to expiry: 206 Days Mar 11 0.03 0.00 62.00 0| 0 0 0 2400 0.15 -0.01 58.88 0| 0 0 0 3200 0.38 -0.03 53.57 0| 0 0 0 4000 0.55 -0.04 50.79 0| 0 0 0 4400 0.76 -0.05 48.08 0| 0 0 0 4800 1.44 -0.10 43.07 0| 0 0 0 5600 1.94 -0.13 40.80 0| 0 0 0 6000 2.58 -0.18 38.71 0| 0 0 0 6400 3.38 -0.23 36.64 0| 0 0 0 6800 4.47 -0.29 35.06 0| 0 0 0 7200 5.86 -0.36 33.66 0| 0 0 0 7600 7.46 -0.45 31.96 0| 0 0 0 8000 9.44 -0.53 30.51 0| 0 0 0 8400 11.84 -0.62 29.49 0| 0 0 0 8800 17.55 -0.78 27.53 0| 0 0 0 9600 20.83 -0.84 26.74 0| 0 0 0 10000 39.61 -0.97 26.00 0| 0 0 0 12000 79.25 -1.00 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.77 Underlying Price 80.330 Time to expiry: 388 Days Sep 11 1.30 -0.08 39.88 0| 0 0 0 4800 3.06 -0.17 35.06 0| 0 0 0 6000 3.82 -0.21 33.28 0| 0 0 0 6400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.26 -0.32 31.00 0| 0 0 0 7200 9.57 -0.45 28.84 0| 0 0 0 8000 13.99 -0.59 27.19 0| 0 0 0 8800 40.53 -0.93 24.77 0| 0 0 0 12000 79.52 -0.99 26.28 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 29.03 Underlying Price 80.330 Time to expiry: 570 Days Mar 12 2.50 -0.10 40.46 0| 0 0 0 4800 4.65 -0.19 35.38 0| 0 0 0 6000 8.10 -0.32 31.19 0| 0 0 0 7200 11.49 -0.43 29.10 0| 0 0 0 8000 15.79 -0.55 27.52 0| 0 0 0 8800 40.87 -0.88 25.04 0| 0 0 0 12000 78.96 -0.98 26.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 110 0 Grand Total 0| 0 192 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | CNP Assurances (100) (CN1) Indicative a-t-m Vol 29.08 Underlying Price 13.605 Time to expiry: 24 Days Sep 10 4.61 1.00 44.85 0| 0 0 0 900 3.61 1.00 39.98 0| 0 0 0 1000 2.61 0.99 37.35 0| 0 0 0 1100 2.13 0.97 35.94 0| 0 0 0 1150 1.65 0.93 33.92 0| 0 0 0 1200 0.79 0.73 30.38 0| 0 0 0 1300 0.48 0.56 29.51 0| 0 0 0 1350 0.23 0.36 27.56 0| 0 0 0 1400 0.09 0.19 26.41 0| 0 0 0 1450 0.03 0.08 25.68 0| 0 0 0 1500 0.01 0.02 24.10 0| 0 0 0 1550 0.01 0.00 21.85 0| 0 40 0 1600 0.01 0.00 22.56 0| 0 0 0 1650 0.01 0.00 21.75 0| 0 0 0 1700 0.01 0.00 21.30 0| 0 20 0 1800 0.01 0.00 20.25 0| 0 0 0 1900 0.01 0.00 20.25 0| 0 12 0 2000 0.01 0.00 20.82 0| 0 0 0 2200 0.01 0.00 22.00 0| 0 0 0 2400 0.01 0.00 24.93 0| 0 0 0 2500 Total 0| 0 72 0 Indicative a-t-m Vol 29.52 Underlying Price 13.605 Time to expiry: 115 Days Dec 10 4.67 0.97 41.36 0| 0 0 0 900 4.09 0.95 39.59 0| 0 0 0 960 3.72 0.94 38.41 0| 0 0 0 1000 2.81 0.88 35.71 0| 0 0 0 1100 1.99 0.78 33.10 0| 0 0 0 1200 1.27 0.64 30.69 0| 0 0 0 1300 0.72 0.47 28.78 0| 0 0 0 1400 0.39 0.36 0.30 27.40 0.39 0.39 3| 0 0 0 1500 0.16 0.16 26.16 0| 0 240 0 1600 0.05 0.07 25.11 0| 0 640 0 1700 0.02 0.03 24.43 0| 0 400 0 1800 0.01 0.01 24.01 0| 0 0 0 1900 0.01 0.00 23.85 0| 0 0 0 2000 0.01 0.00 24.20 0| 0 0 0 2200 0.01 0.00 25.36 0| 0 0 0 2400 Total 3| 0 1,280 0 Indicative a-t-m Vol 29.16 Underlying Price 13.605 Time to expiry: 206 Days Mar 11 4.76 0.94 39.63 0| 0 0 0 900 4.21 0.92 37.59 0| 0 0 0 960 3.85 0.90 36.23 0| 0 0 0 1000 2.98 0.84 33.76 0| 0 0 0 1100 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.21 0.75 31.80 0| 0 0 0 1200 1.55 0.63 30.09 0| 0 0 0 1300 1.01 0.50 28.57 0| 0 0 0 1400 0.61 0.36 27.33 0| 0 0 0 1500 0.34 0.24 26.25 0| 0 0 0 1600 0.22 0.18 0.14 25.37 0.22 0.22 13| 0 13 0 1700 0.08 0.08 24.65 0| 0 0 0 1800 0.04 0.04 24.10 0| 0 0 0 1900 0.02 0.02 23.69 0| 0 0 0 2000 0.01 0.00 23.27 0| 0 0 0 2200 0.01 0.00 24.97 0| 0 0 0 2400 Total 13| 0 13 0 Indicative a-t-m Vol 29.16 Underlying Price 13.605 Time to expiry: 297 Days Jun 11 4.24 0.91 37.59 0| 0 0 0 960 3.88 0.90 36.23 0| 0 0 0 1000 2.28 0.74 31.80 0| 0 0 0 1200 1.64 0.63 30.09 0| 0 0 0 1300 1.10 0.51 28.57 0| 0 0 0 1400 0.71 0.38 27.33 0| 0 0 0 1500 0.42 0.27 26.25 0| 0 0 0 1600 0.24 0.17 25.40 0| 0 0 0 1700 0.13 0.10 24.65 0| 0 0 0 1800 0.03 0.03 23.69 0| 0 0 0 2000 0.01 0.01 23.06 0| 0 0 0 2200 Total 0| 0 0 0 Total Calls 16| 0 1,365 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | CNP Assurances (100) (CN1) Indicative a-t-m Vol 29.08 Underlying Price 13.605 Time to expiry: 24 Days Sep 10 0.01 0.00 44.85 0| 0 0 0 900 0.01 0.00 39.98 0| 0 0 0 1000 0.01 -0.01 37.35 0| 0 0 0 1100 0.02 -0.03 35.94 0| 0 0 0 1150 0.04 -0.07 33.92 0| 0 0 0 1200 0.19 -0.27 30.38 0| 0 0 0 1300 0.37 -0.44 29.51 0| 0 0 0 1350 0.62 -0.64 27.56 0| 0 0 0 1400 0.99 -0.81 26.41 0| 0 0 0 1450 1.42 -0.92 25.68 0| 0 40 0 1500 1.90 -0.98 24.10 0| 0 0 0 1550 2.40 -1.00 21.85 0| 0 40 0 1600 2.90 -1.00 22.56 0| 0 0 0 1650 3.40 -1.00 21.75 0| 0 0 0 1700 4.39 -1.00 21.30 0| 0 0 0 1800 5.40 -1.00 20.25 0| 0 0 0 1900 6.40 -1.00 20.25 0| 0 0 0 2000 8.40 -1.00 20.82 0| 0 0 0 2200 10.40 -1.00 22.00 0| 0 0 0 2400 11.40 -1.00 24.93 0| 0 0 0 2500 Total 0| 0 80 0 Indicative a-t-m Vol 29.52 Underlying Price 13.605 Time to expiry: 115 Days Dec 10 0.04 -0.03 41.36 0| 0 0 0 900 0.06 -0.05 39.59 0| 0 0 0 960 0.08 -0.06 38.41 0| 0 0 0 1000 0.18 -0.12 35.71 0| 0 0 0 1100 0.35 -0.22 33.10 0| 0 0 0 1200 0.63 -0.36 30.69 0| 0 0 0 1300 1.08 -0.53 28.78 0| 0 0 0 1400 1.72 -0.71 27.40 0| 0 0 0 1500 2.52 -0.85 26.16 0| 0 40 0 1600 3.42 -0.94 25.11 0| 0 0 0 1700 4.40 -0.99 24.43 0| 0 0 0 1800 5.40 -1.00 24.01 0| 0 0 0 1900 6.40 -1.00 23.85 0| 0 0 0 2000 8.40 -1.00 24.20 0| 0 0 0 2200 10.40 -1.00 25.36 0| 0 0 0 2400 Total 0| 0 40 0 Indicative a-t-m Vol 29.16 Underlying Price 13.605 Time to expiry: 206 Days Mar 11 0.13 -0.06 39.63 0| 0 0 0 900 0.17 -0.09 37.59 0| 0 0 0 960 0.21 -0.10 36.23 0| 0 0 0 1000 0.35 -0.17 33.76 0| 0 0 0 1100 0.59 -0.26 31.80 0| 0 0 0 1200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.93 -0.38 30.09 0| 0 0 0 1300 1.40 -0.52 28.57 0| 0 0 0 1400 2.01 -0.65 27.33 0| 0 4 0 1500 2.75 -0.77 26.25 0| 0 4 0 1600 3.58 -0.86 25.37 0| 0 0 0 1700 4.49 -0.92 24.65 0| 0 0 0 1800 5.44 -0.96 24.10 0| 0 0 0 1900 6.41 -0.98 23.69 0| 0 0 0 2000 8.40 -1.00 23.27 0| 0 0 0 2200 10.40 -1.00 31.21 0| 0 0 0 2400 Total 0| 0 8 0 Indicative a-t-m Vol 29.16 Underlying Price 13.605 Time to expiry: 297 Days Jun 11 0.40 -0.15 37.59 0| 0 0 0 960 0.47 -0.18 36.23 0| 0 0 0 1000 1.02 -0.35 31.80 0| 0 0 0 1200 1.46 -0.46 30.09 0| 0 0 0 1300 2.01 -0.58 28.57 0| 0 0 0 1400 2.67 -0.69 27.33 0| 0 0 0 1500 3.44 -0.79 26.25 0| 0 0 0 1600 4.29 -0.87 25.40 0| 0 0 0 1700 5.19 -0.92 24.65 0| 0 0 0 1800 7.11 -0.98 23.69 0| 0 0 0 2000 9.07 -0.99 23.06 0| 0 0 0 2200 Total 0| 0 0 0 Total Puts 0| 0 128 0 Grand Total 16| 0 1,493 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 49 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Credit Agricole (100) (CR1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 680 N/A N/A N/A N/A N/A N/A | N/A N/A 0 720 N/A N/A N/A N/A N/A N/A | N/A N/A 0 760 N/A N/A N/A N/A N/A N/A | N/A N/A 0 780 N/A N/A N/A N/A N/A N/A | N/A N/A 0 800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 820 N/A N/A N/A N/A N/A N/A | N/A N/A 0 840 N/A N/A N/A N/A N/A N/A | N/A N/A 0 860 N/A N/A N/A N/A N/A N/A | N/A N/A 0 880 N/A N/A N/A N/A N/A N/A | N/A N/A 0 900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 920 N/A N/A N/A N/A N/A N/A | N/A N/A 0 940 N/A N/A N/A N/A N/A N/A | N/A N/A 0 960 N/A N/A N/A N/A N/A N/A | N/A N/A 0 980 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1050 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1150 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1400 Total N/A | N/A N/A 0 Indicative a-t-m Vol 50.04 Underlying Price 10.045 Time to expiry: 24 Days Sep 10 4.45 1.00 80.00 0| 0 0 0 560 3.65 0.99 76.55 0| 0 0 0 640 3.26 0.98 73.85 0| 0 0 0 680 2.87 0.97 71.10 0| 0 104 0 720 2.49 0.95 68.34 0| 0 0 0 760 2.13 0.91 69.90 0| 0 1,500 0 800 1.94 0.90 66.00 0| 0 0 0 820 1.76 0.88 63.53 0| 0 0 0 840 1.58 0.85 62.15 0| 0 0 0 860 1.41 0.82 60.43 0| 0 236 0 880 1.25 0.79 58.75 0| 0 4,112 0 900 1.09 0.75 56.44 0| 0 625 0 920 0.94 0.70 55.34 0| 0 5,077 0 940 0.80 0.66 52.99 0| 0 1,362 0 960 0.67 0.60 51.82 0| 0 133 0 980 0.55 0.54 50.28 0| 0 4,282 0 1000 0.32 0.39 47.86 0| 17 924 +17 1050 0.14 0.16 0.24 45.89 0.17 0.14 667| 402 7,265 +402 1100 0.08 0.10 0.16 47.87 0.08 0.08 100| 0 1,420 0 1150 0.08 0.12 55.24 0| 0 9,125 0 1200 0.01 0.01 42.63 0| 0 3,786 0 1300 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 50 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 40.67 0| 0 800 0 1400 0.01 0.00 39.49 0| 0 751 0 1500 0.01 0.00 39.04 0| 0 3,667 0 1600 0.01 0.00 39.25 0| 0 250 0 1700 0.01 0.00 40.07 0| 0 434 0 1800 0.01 0.00 43.34 0| 0 238 0 2000 0.01 0.00 48.00 0| 0 359 0 2200 Total 767| 419 46,450 +419 Indicative a-t-m Vol 48.87 Underlying Price 10.045 Time to expiry: 52 Days Oct 10 2.64 0.88 71.18 0| 0 0 0 760 2.28 0.85 66.34 0| 0 0 0 800 1.91 0.82 60.56 0| 0 0 0 840 1.74 0.79 58.23 0| 0 0 0 860 1.59 0.76 57.30 0| 0 0 0 880 1.44 0.74 55.64 0| 0 0 0 900 1.29 0.70 54.16 0| 0 0 0 920 1.16 0.67 53.26 0| 0 0 0 940 1.01 0.63 51.23 0| 0 243 0 960 0.89 0.59 50.45 0| 0 120 0 980 0.77 0.55 49.17 0| 0 252 0 1000 0.50 0.52 0.44 46.12 0.50 0.50 477| 0 387 0 1050 0.31 0.33 0.32 43.82 0.31 0.31 68| 86 205 +35 1100 0.20 0.19 0.22 41.96 0.20 0.20 50| 0 2,476 0 1150 0.10 0.14 40.31 0| 0 5,497 0 1200 0.04 0.06 41.51 0| 0 93 0 1300 0.02 0.03 44.00 0| 0 0 0 1400 Total 595| 86 9,273 +35 Indicative a-t-m Vol 48.42 Underlying Price 10.045 Time to expiry: 87 Days Nov 10 1.78 0.73 55.76 0| 0 0 0 880 1.48 0.68 52.96 0| 0 0 0 920 1.22 0.62 50.73 0| 0 0 0 960 1.10 0.59 49.62 0| 0 0 0 980 0.98 0.56 48.66 0| 0 0 0 1000 0.73 0.72 0.47 46.27 0.73 0.73 120| 198 198 +198 1050 0.53 0.52 0.38 44.33 0.53 0.53 120| 202 202 +202 1100 0.24 0.22 41.48 0| 63 63 +63 1200 0.10 0.11 40.04 0| 0 0 0 1300 Total 240| 463 463 +463 Indicative a-t-m Vol 48.62 Underlying Price 10.045 Time to expiry: 115 Days Dec 10 5.38 0.96 91.62 0| 0 0 0 480 4.62 0.93 81.60 0| 0 100 0 560 4.26 0.92 78.26 0| 0 2 0 600 3.90 0.90 74.61 0| 0 0 0 640 3.18 0.86 66.08 0| 0 0 0 720 3.03 0.85 65.10 0| 0 0 0 738 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.84 0.83 63.32 0| 0 2,500 0 760 2.52 0.80 60.47 0| 0 164 0 800 2.20 0.77 57.62 0| 0 36 0 840 1.90 0.72 55.14 0| 0 5,960 0 880 1.62 0.68 52.58 0| 0 3,335 0 920 1.37 0.62 50.88 0| 0 261 0 960 1.13 0.57 48.85 0| 0 6,393 0 1000 0.61 0.61 0.40 43.89 0.61 0.61 5,076| 4,039 31,190 +4,000 1107 0.33 0.26 41.12 0| 0 19,126 0 1200 0.16 0.15 39.51 0| 0 11,192 0 1300 0.06 0.07 37.32 0| 0 6,610 0 1400 0.03 0.04 36.46 0| 0 754 0 1476 0.01 0.01 35.67 0| 0 20,040 0 1661 0.01 0.00 36.40 0| 0 755 0 1846 0.01 0.00 37.95 0| 0 300 0 2000 0.01 0.00 38.34 0| 0 0 0 2030 0.01 0.00 45.00 0| 0 0 0 2400 Total 5,076| 4,039 108,718 +4,000 Indicative a-t-m Vol 46.89 Underlying Price 10.045 Time to expiry: 206 Days Mar 11 4.74 0.92 71.02 0| 0 0 0 560 4.40 0.90 68.99 0| 0 0 0 600 4.04 0.88 64.94 0| 0 0 0 640 3.39 0.83 60.69 0| 0 2 0 720 3.07 0.81 57.91 0| 0 0 0 760 2.76 0.78 55.47 0| 0 50 0 800 2.48 0.74 54.34 0| 0 5 0 840 2.21 0.71 52.65 0| 0 0 0 880 1.94 0.67 50.57 0| 0 2,500 0 920 1.61 1.69 0.63 48.83 1.62 1.61 220| 0 195 0 960 1.40 1.46 0.58 47.12 1.42 1.40 200| 0 431 0 1000 0.94 0.46 42.71 0| 112 762 0 1100 0.56 0.33 39.28 0| 0 488 0 1200 0.32 0.22 37.05 0| 0 240 0 1300 0.17 0.14 35.94 0| 0 302 0 1400 0.09 0.08 34.80 0| 0 129 0 1500 0.04 0.04 33.36 0| 0 899 0 1600 0.01 0.01 32.56 0| 0 0 0 1800 0.01 0.00 33.00 0| 0 0 0 2000 Total 420| 112 6,003 0 Indicative a-t-m Vol 45.31 Underlying Price 10.045 Time to expiry: 297 Days Jun 11 5.46 0.95 69.98 0| 0 0 0 480 4.77 0.92 65.75 0| 0 0 0 560 4.43 0.90 63.65 0| 0 0 0 600 4.09 0.88 60.89 0| 0 0 0 640 3.46 0.83 57.05 0| 0 0 0 720 3.16 0.81 55.22 0| 0 0 0 760 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.88 0.78 54.05 0| 0 0 0 800 2.59 0.74 51.99 0| 0 0 0 840 2.34 0.71 50.85 0| 0 20 0 880 2.07 0.67 48.70 0| 0 0 0 920 1.81 0.63 46.80 0| 0 880 0 960 1.59 0.59 45.50 0| 0 12,506 0 1000 1.08 0.48 41.69 0| 0 246 0 1100 0.71 0.37 39.31 0| 120 902 +120 1200 0.30 0.19 37.00 0| 0 2,808 0 1400 0.09 0.07 33.64 0| 0 2,450 0 1600 0.02 0.02 31.87 0| 0 0 0 1800 0.01 0.01 31.47 0| 0 120 0 2000 0.01 0.00 33.00 0| 0 1,000 0 2400 Total 0| 120 20,932 +120 Indicative a-t-m Vol 40.69 Underlying Price 10.045 Time to expiry: 479 Days Dec 11 6.17 0.97 62.26 0| 0 0 0 400 5.43 0.95 57.00 0| 0 0 0 480 4.38 0.90 50.78 0| 0 0 0 600 4.06 0.88 49.36 0| 0 0 0 640 3.43 0.83 46.46 0| 0 0 0 720 2.86 0.77 44.06 0| 0 0 0 800 2.36 0.70 42.33 0| 0 50 0 880 2.25 0.68 41.98 0| 0 0 0 900 1.93 0.63 41.04 0| 0 1,531 0 960 1.75 0.59 40.75 0| 0 3,780 0 1000 1.00 0.41 38.43 0| 0 17,140 0 1200 0.54 0.27 36.72 0| 0 90 0 1400 0.39 0.21 35.85 0| 0 2,500 0 1500 0.27 0.16 34.93 0| 0 2,275 0 1600 0.04 0.03 30.54 0| 0 0 0 2000 0.01 0.01 28.91 0| 0 0 0 2400 Total 0| 0 27,366 0 Indicative a-t-m Vol 46.44 Underlying Price 10.045 Time to expiry: 661 Days Jun 12 5.54 0.93 65.00 0| 0 0 0 480 4.43 0.90 52.02 0| 0 0 0 600 3.21 0.76 51.26 0| 0 0 0 800 2.76 0.70 49.17 0| 0 0 0 880 2.34 0.65 47.37 0| 0 0 0 960 2.16 0.62 46.53 0| 0 0 0 1000 1.37 0.47 42.86 0| 0 240 0 1200 0.82 0.34 40.22 0| 0 240 0 1400 0.50 0.23 38.55 0| 0 240 0 1600 0.19 0.11 37.61 0| 0 0 0 2000 0.11 0.06 39.16 0| 0 0 0 2400 Total 0| 0 720 0 Indicative a-t-m Vol 46.37 Underlying Price 10.045 Time to expiry: 850 Days Dec 12 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.18 0.97 62.30 0| 0 0 0 400 5.49 0.94 58.00 0| 0 0 0 480 4.53 0.88 52.73 0| 0 0 0 600 3.38 0.76 51.26 0| 0 0 0 800 2.95 0.71 49.39 0| 0 0 0 880 2.57 0.65 47.85 0| 0 1,000 0 960 2.36 0.63 46.47 0| 0 13,300 0 1000 1.56 0.49 42.62 0| 0 5,052 0 1200 1.00 0.37 39.59 0| 0 0 0 1400 0.62 0.26 37.72 0| 0 3,000 0 1600 0.27 0.13 36.13 0| 0 159 0 2000 0.17 0.09 37.86 0| 0 400 0 2400 Total 0| 0 22,911 0 Indicative a-t-m Vol 48.54 Underlying Price 10.045 Time to expiry: 1032 Days Jun 13 5.47 0.95 64.84 0| 0 0 0 480 4.45 0.90 54.10 0| 0 0 0 600 3.40 0.77 54.33 0| 0 0 0 800 2.98 0.72 52.12 0| 0 0 0 880 2.58 0.67 49.67 0| 0 0 0 960 1.60 0.51 43.62 0| 0 0 0 1200 0.66 0.28 38.18 0| 0 0 0 1600 0.27 0.14 35.51 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 46.72 Underlying Price 10.045 Time to expiry: 1214 Days Dec 13 6.18 0.97 71.36 0| 0 0 0 400 5.46 0.95 61.70 0| 0 0 0 480 4.49 0.89 53.69 0| 0 0 0 600 3.42 0.77 52.20 0| 0 0 0 800 1.62 0.51 41.50 0| 0 0 0 1200 0.70 0.28 36.37 0| 0 0 0 1600 0.34 0.16 35.12 0| 0 0 0 2000 0.24 0.12 36.71 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 47.20 Underlying Price 10.045 Time to expiry: 1578 Days Dec 14 5.37 0.98 65.43 0| 0 0 0 480 4.33 0.92 54.08 0| 0 0 0 600 3.26 0.78 52.15 0| 0 0 0 800 1.64 0.52 42.50 0| 0 0 0 1200 0.73 0.30 36.30 0| 0 0 0 1600 0.37 0.18 34.50 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 7,098| 5,239 242,836 +5,037 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 54 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Credit Agricole (100) (CR1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 680 N/A N/A N/A N/A N/A N/A | N/A N/A 0 720 N/A N/A N/A N/A N/A N/A | N/A N/A 0 760 N/A N/A N/A N/A N/A N/A | N/A N/A 0 780 N/A N/A N/A N/A N/A N/A | N/A N/A 0 800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 820 N/A N/A N/A N/A N/A N/A | N/A N/A 0 840 N/A N/A N/A N/A N/A N/A | N/A N/A 0 860 N/A N/A N/A N/A N/A N/A | N/A N/A 0 880 N/A N/A N/A N/A N/A N/A | N/A N/A 0 900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 920 N/A N/A N/A N/A N/A N/A | N/A N/A 0 940 N/A N/A N/A N/A N/A N/A | N/A N/A 0 960 N/A N/A N/A N/A N/A N/A | N/A N/A 0 980 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1050 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1150 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1400 Total N/A | N/A N/A 0 Indicative a-t-m Vol 50.04 Underlying Price 10.045 Time to expiry: 24 Days Sep 10 0.01 0.00 80.00 0| 0 0 0 560 0.01 -0.01 76.55 0| 0 3,520 0 640 0.01 -0.02 73.85 0| 0 120 0 680 0.02 -0.03 71.10 0| 0 7,849 0 720 0.04 -0.05 68.34 0| 0 4,388 0 760 0.08 -0.09 69.90 0| 0 4,605 0 800 0.09 -0.10 66.00 0| 0 322 0 820 0.13 0.11 -0.12 63.53 0.13 0.13 100| 0 731 0 840 0.14 -0.15 62.15 0| 120 120 +120 860 0.17 -0.18 60.43 0| 0 494 0 880 0.22 0.20 -0.21 58.75 0.22 0.22 120| 0 66 0 900 0.24 -0.25 56.44 0| 220 1,085 +220 920 0.30 -0.30 55.34 0| 0 5,860 0 940 0.35 -0.35 52.99 0| 0 14,985 0 960 0.48 0.42 -0.40 51.82 0.48 0.48 99| 0 4,600 0 980 0.50 -0.46 50.28 0| 120 7,648 0 1000 0.77 -0.61 47.86 0| 120 619 +120 1050 1.12 -0.76 45.89 0| 0 7,858 0 1100 1.55 -0.85 47.87 0| 0 171 0 1150 2.04 -0.88 55.24 0| 0 3,984 0 1200 2.96 -0.99 42.63 0| 0 6,050 0 1300 3.96 -1.00 40.67 0| 0 600 0 1400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.96 -1.00 39.49 0| 0 550 0 1500 5.96 -1.00 39.04 0| 0 150 0 1600 6.96 -1.00 39.25 0| 0 0 0 1700 7.96 -1.00 40.07 0| 0 0 0 1800 9.96 -1.00 43.34 0| 0 0 0 2000 11.96 -1.00 48.00 0| 0 0 0 2200 Total 319| 580 76,375 +460 Indicative a-t-m Vol 48.87 Underlying Price 10.045 Time to expiry: 52 Days Oct 10 0.18 -0.12 71.18 0| 0 0 0 760 0.23 -0.15 66.34 0| 0 27 0 800 0.26 -0.19 60.56 0| 120 120 +120 840 0.29 -0.21 58.23 0| 0 120 0 860 0.34 -0.24 57.30 0| 0 0 0 880 0.39 -0.26 55.64 0| 120 120 +120 900 0.44 -0.30 54.16 0| 0 130 0 920 0.50 -0.33 53.26 0| 0 176 0 940 0.56 -0.37 51.23 0| 120 220 +120 960 0.64 -0.41 50.45 0| 0 216 0 980 0.76 0.72 -0.45 49.17 0.76 0.76 53| 0 240 0 1000 1.02 0.97 -0.56 46.12 1.02 1.02 78| 0 187 0 1050 1.27 -0.68 43.82 0| 0 500 0 1100 1.64 -0.78 41.96 0| 0 0 0 1150 2.05 -0.86 40.31 0| 0 0 0 1200 2.99 -0.94 41.51 0| 0 0 0 1300 3.97 -0.97 44.00 0| 0 0 0 1400 Total 131| 360 2,056 +360 Indicative a-t-m Vol 48.42 Underlying Price 10.045 Time to expiry: 87 Days Nov 10 0.52 -0.27 55.76 0| 120 120 +120 880 0.62 -0.32 52.96 0| 0 0 0 920 0.76 -0.38 50.73 0| 5 5 +5 960 0.84 -0.41 49.62 0| 0 0 0 980 0.92 -0.44 48.66 0| 0 0 0 1000 1.16 -0.53 46.27 0| 0 0 0 1050 1.46 -0.62 44.33 0| 0 0 0 1100 2.18 -0.78 41.48 0| 0 0 0 1200 3.04 -0.89 40.04 0| 0 0 0 1300 Total 0| 125 125 +125 Indicative a-t-m Vol 48.62 Underlying Price 10.045 Time to expiry: 115 Days Dec 10 0.12 -0.04 91.62 0| 0 579 0 480 0.16 -0.07 81.60 0| 0 146 0 560 0.20 -0.08 78.26 0| 0 940 0 600 0.24 -0.10 74.61 0| 0 539 0 640 0.32 -0.14 66.08 0| 180 4,180 +180 720 0.35 -0.15 65.10 0| 120 6,010 +120 738 0.40 0.38 -0.17 63.32 0.40 0.40 11| 120 11,183 0 760 0.45 -0.20 60.47 0| 120 9,712 -114 800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.54 -0.24 57.62 0| 120 235 +120 840 0.64 -0.28 55.14 0| 120 6,121 +71 880 0.75 -0.33 52.58 0| 120 8,233 +13 920 0.90 -0.38 50.88 0| 0 3,074 0 960 1.06 -0.44 48.85 0| 849 1,788 +751 1000 1.61 -0.60 43.89 0| 0 23,878 0 1107 2.26 -0.74 41.12 0| 0 21,015 0 1200 3.09 -0.85 39.51 0| 0 4,905 0 1300 4.00 -0.94 37.32 0| 0 165 0 1400 4.73 -0.97 36.46 0| 0 5,480 0 1476 6.57 -1.00 35.67 0| 0 7,500 0 1661 8.41 -1.00 36.40 0| 0 250 0 1846 9.96 -1.00 37.95 0| 0 2,315 0 2000 10.26 -1.00 38.34 0| 0 0 0 2030 13.96 -1.00 45.00 0| 0 0 0 2400 Total 11| 1,749 118,248 +1,141 Indicative a-t-m Vol 46.89 Underlying Price 10.045 Time to expiry: 206 Days Mar 11 0.27 -0.08 71.02 0| 0 120 0 560 0.32 -0.10 68.99 0| 0 1,075 0 600 0.36 -0.12 64.94 0| 0 62 0 640 0.51 -0.17 60.69 0| 120 5,584 0 720 0.62 0.58 -0.19 57.91 0.62 0.62 120| 0 241 0 760 0.67 -0.22 55.47 0| 120 1,390 +120 800 0.79 -0.26 54.34 0| 0 11 0 840 0.96 0.92 -0.29 52.65 0.96 0.96 220| 0 1,529 0 880 1.08 1.05 -0.33 50.57 1.10 1.02 403| 120 4,534 -120 920 1.23 1.20 -0.37 48.83 1.23 1.23 100| 0 1,496 0 960 1.36 -0.42 47.12 0| 0 8,492 0 1000 1.84 -0.54 42.71 0| 0 165 0 1100 2.46 -0.67 39.28 0| 0 52 0 1200 3.22 -0.78 37.05 0| 0 0 0 1300 4.08 -0.87 35.94 0| 0 7,575 0 1400 5.00 -0.93 34.80 0| 0 0 0 1500 5.96 -0.97 33.36 0| 0 0 0 1600 7.96 -1.00 32.56 0| 0 0 0 1800 9.96 -1.00 33.00 0| 0 0 0 2000 Total 843| 360 32,326 0 Indicative a-t-m Vol 45.31 Underlying Price 10.045 Time to expiry: 297 Days Jun 11 0.27 -0.07 69.98 0| 0 547 0 480 0.40 -0.11 65.75 0| 0 500 0 560 0.47 -0.13 63.65 0| 0 1,150 0 600 0.54 -0.15 60.89 0| 0 2,390 0 640 0.72 -0.20 57.05 0| 0 1,003 0 720 0.83 -0.23 55.22 0| 0 500 0 760 0.96 -0.26 54.05 0| 0 1,055 0 800 1.08 -0.29 51.99 0| 0 212 0 840 1.23 -0.32 50.85 0| 0 523 0 880 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.37 -0.36 48.70 0| 0 114 0 920 1.52 -0.40 46.80 0| 0 2,112 0 960 1.72 -0.44 45.50 0| 0 6,639 0 1000 2.23 -0.55 41.69 0| 0 240 0 1100 2.87 -0.66 39.31 0| 0 920 0 1200 4.47 -0.82 37.00 0| 0 3,823 0 1400 6.26 -0.93 33.64 0| 0 0 0 1600 8.19 -0.98 31.87 0| 0 0 0 1800 10.16 -0.99 31.47 0| 0 0 0 2000 14.12 -1.00 33.00 0| 0 180 0 2400 Total 0| 0 21,908 0 Indicative a-t-m Vol 40.69 Underlying Price 10.045 Time to expiry: 479 Days Dec 11 0.21 -0.05 62.26 0| 0 0 0 400 0.30 -0.08 57.00 0| 0 0 0 480 0.47 -0.13 50.78 0| 0 0 0 600 0.56 -0.15 49.36 0| 0 428 0 640 0.75 -0.20 46.46 0| 0 80 0 720 0.99 -0.25 44.06 0| 0 336 0 800 1.30 -0.32 42.33 0| 0 232 0 880 1.39 -0.34 41.98 0| 0 100 0 900 1.67 -0.39 41.04 0| 0 1,000 0 960 1.90 -0.42 40.75 0| 0 0 0 1000 3.15 -0.60 38.43 0| 0 18,000 0 1200 4.68 -0.74 36.72 0| 0 1,000 0 1400 5.52 -0.80 35.85 0| 0 2,500 0 1500 6.40 -0.86 34.93 0| 0 2,000 0 1600 10.15 -0.98 30.54 0| 0 0 0 2000 14.09 -1.00 28.91 0| 0 0 0 2400 Total 0| 0 25,676 0 Indicative a-t-m Vol 46.44 Underlying Price 10.045 Time to expiry: 661 Days Jun 12 0.71 -0.12 65.00 0| 0 0 0 480 0.81 -0.17 52.02 0| 0 0 0 600 1.72 -0.29 51.26 0| 0 0 0 800 2.09 -0.34 49.17 0| 0 0 0 880 2.50 -0.40 47.37 0| 0 0 0 960 2.71 -0.43 46.53 0| 0 2 0 1000 3.95 -0.57 42.86 0| 0 503 0 1200 5.41 -0.69 40.22 0| 0 244 0 1400 7.07 -0.79 38.55 0| 0 5 0 1600 10.71 -0.90 37.61 0| 0 0 0 2000 14.55 -0.94 39.16 0| 0 0 0 2400 Total 0| 0 754 0 Indicative a-t-m Vol 46.37 Underlying Price 10.045 Time to expiry: 850 Days Dec 12 0.54 -0.09 62.30 0| 0 0 0 400 0.72 -0.12 58.00 0| 0 0 0 480 1.04 -0.17 52.73 0| 0 0 0 600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 58 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.98 -0.28 51.26 0| 0 0 0 800 2.35 -0.33 49.39 0| 0 0 0 880 2.78 -0.38 47.85 0| 0 1,000 0 960 2.96 -0.40 46.47 0| 0 5,000 0 1000 4.16 -0.53 42.62 0| 0 7,000 0 1200 5.57 -0.65 39.59 0| 0 0 0 1400 7.17 -0.75 37.72 0| 0 0 0 1600 10.75 -0.87 36.86 0| 0 0 0 2000 14.57 -0.91 39.45 0| 0 0 0 2400 Total 0| 0 13,000 0 Indicative a-t-m Vol 45.83 Underlying Price 10.045 Time to expiry: 1032 Days Jun 13 0.89 -0.14 55.55 0| 0 0 0 480 1.40 -0.20 54.10 0| 0 0 0 600 2.42 -0.31 51.72 0| 0 0 0 800 2.81 -0.35 49.26 0| 0 0 0 880 3.20 -0.40 46.70 0| 0 0 0 960 4.69 -0.55 42.07 0| 0 0 0 1200 7.72 -0.76 37.06 0| 0 0 0 1600 11.25 -0.87 35.51 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 46.72 Underlying Price 10.045 Time to expiry: 1214 Days Dec 13 0.88 -0.11 62.85 0| 0 0 0 400 1.22 -0.14 61.70 0| 0 0 0 480 1.54 -0.20 53.69 0| 0 0 0 600 2.62 -0.29 52.20 0| 0 0 0 800 4.79 -0.53 41.50 0| 0 0 0 1200 7.75 -0.73 36.37 0| 0 0 0 1600 11.24 -0.85 35.12 0| 0 0 0 2000 14.96 -0.89 36.71 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 47.20 Underlying Price 10.045 Time to expiry: 1578 Days Dec 14 1.71 -0.15 65.43 0| 0 0 0 480 1.95 -0.21 54.08 0| 0 0 0 600 3.12 -0.30 52.15 0| 0 0 0 800 5.42 -0.52 42.50 0| 0 0 0 1200 8.30 -0.72 36.30 0| 0 0 0 1600 11.69 -0.84 34.50 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 1,304| 3,174 290,468 +2,086 Grand Total 8,402| 8,413 533,304 +7,123 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Credit Agricole European (AC3) Indicative a-t-m Vol 50.04 Underlying Price 10.045 Time to expiry: 24 Days Sep 10 4.45 1.00 80.00 0| 0 0 0 560 3.65 0.99 76.55 0| 0 0 0 640 3.26 0.98 73.85 0| 0 0 0 680 2.87 0.97 71.10 0| 0 0 0 720 2.70 0.96 69.85 0| 0 1 0 738 2.49 0.95 68.34 0| 0 0 0 760 2.13 0.91 69.90 0| 0 0 0 800 1.96 0.88 70.48 0| 0 0 0 820 1.76 0.88 63.53 0| 0 0 0 840 1.58 0.85 62.15 0| 0 0 0 860 1.41 0.82 60.43 0| 0 100,000 0 880 1.25 0.79 58.75 0| 0 0 0 900 1.09 0.75 56.44 0| 0 10,200 0 920 0.94 0.70 55.34 0| 0 0 0 940 0.80 0.66 52.99 0| 0 0 0 960 0.67 0.60 51.82 0| 0 0 0 980 0.55 0.54 50.28 0| 0 2,100 0 1000 0.32 0.39 47.86 0| 0 0 0 1050 0.17 0.24 48.84 0| 0 15,090 0 1107 0.10 0.16 47.87 0| 0 0 0 1150 0.08 0.12 55.24 0| 0 40,262 0 1200 0.01 0.01 42.63 0| 0 2 0 1300 0.01 0.00 40.67 0| 0 252 0 1400 0.01 0.00 39.71 0| 0 5,002 0 1476 0.01 0.00 39.04 0| 0 0 0 1600 0.01 0.00 39.07 0| 0 0 0 1650 0.01 0.00 39.25 0| 0 0 0 1700 0.01 0.00 40.07 0| 0 0 0 1800 0.01 0.00 43.34 0| 0 0 0 2000 0.01 0.00 48.00 0| 0 0 0 2200 Total 0| 0 172,909 0 Indicative a-t-m Vol 46.91 Underlying Price 10.045 Time to expiry: 206 Days Mar 11 5.45 0.94 76.10 0| 0 0 0 480 4.74 0.92 71.02 0| 0 0 0 560 4.40 0.90 68.99 0| 0 0 0 600 4.04 0.88 64.94 0| 0 0 0 640 3.25 0.82 59.66 0| 0 0 0 738 3.07 0.81 57.91 0| 0 0 0 760 2.76 0.78 55.47 0| 0 0 0 800 2.48 0.74 54.34 0| 0 0 0 840 2.21 0.71 52.65 0| 0 0 0 880 1.94 0.67 50.57 0| 0 0 0 920 1.69 0.63 48.83 0| 0 0 0 960 1.46 0.58 47.12 0| 0 0 0 1000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 60 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.92 0.45 42.81 0| 0 1 0 1107 0.56 0.33 39.28 0| 0 2,000 0 1200 0.32 0.22 37.05 0| 0 17 0 1300 0.17 0.14 35.94 0| 0 0 0 1400 0.10 0.09 34.63 0| 0 0 0 1476 0.03 0.03 32.97 0| 0 0 0 1661 0.01 0.01 32.55 0| 0 0 0 1816 0.01 0.00 33.20 0| 0 0 0 2030 0.01 0.00 36.95 0| 0 0 0 2400 Total 0| 0 2,018 0 Indicative a-t-m Vol 47.60 Underlying Price 10.045 Time to expiry: 388 Days Sep 11 5.28 0.92 65.76 0| 0 0 0 480 4.40 0.86 63.74 0| 0 0 0 600 4.11 0.84 62.37 0| 0 0 0 640 3.45 0.78 59.32 0| 0 0 0 738 3.04 0.74 56.79 0| 0 0 0 800 2.48 0.68 52.09 0| 0 0 0 880 2.05 0.62 49.75 0| 0 0 0 960 1.82 0.58 47.79 0| 0 0 0 1000 1.29 0.48 43.78 0| 0 1,875 0 1107 0.93 0.40 41.18 0| 0 0 0 1200 0.27 0.17 34.88 0| 0 50 0 1476 0.14 0.10 33.04 0| 0 400 0 1600 0.04 0.04 31.10 0| 0 0 0 1816 0.02 0.02 30.57 0| 0 0 0 2000 0.01 0.01 32.30 0| 0 0 0 2400 0.01 0.00 33.76 0| 0 89 0 2905 Total 0| 0 2,414 0 Indicative a-t-m Vol 47.45 Underlying Price 10.045 Time to expiry: 570 Days Mar 12 6.12 0.93 67.27 0| 0 0 0 400 5.53 0.90 65.56 0| 0 0 0 480 4.70 0.85 62.34 0| 0 0 0 600 3.40 0.74 55.31 0| 0 0 0 800 2.89 0.69 51.70 0| 0 0 0 880 2.43 0.64 48.85 0| 0 0 0 960 1.30 0.45 41.40 0| 0 900 0 1200 0.66 0.30 36.50 0| 0 0 0 1400 0.30 0.17 33.09 0| 0 0 0 1600 0.14 0.09 31.57 0| 0 0 0 1800 0.07 0.05 30.81 0| 0 0 0 2000 0.03 0.02 32.68 0| 0 0 0 2400 Total 0| 0 900 0 Indicative a-t-m Vol 47.23 Underlying Price 10.045 Time to expiry: 759 Days Sep 12 5.71 0.91 68.05 0| 0 0 0 400 5.16 0.88 65.20 0| 0 0 0 480 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 61 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.37 0.83 60.23 0| 0 0 0 600 3.21 0.72 54.21 0| 0 0 0 800 2.77 0.67 51.37 0| 0 0 0 880 2.34 0.62 48.14 0| 0 0 0 960 2.17 0.59 47.39 0| 0 0 0 1000 1.29 0.44 40.94 0| 0 0 0 1200 0.73 0.31 37.01 0| 0 0 0 1400 0.34 0.18 33.02 0| 0 0 0 1600 0.09 0.06 30.75 0| 0 0 0 2000 0.05 0.03 32.12 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 46.83 Underlying Price 10.045 Time to expiry: 934 Days Mar 13 5.88 0.91 67.67 0| 0 0 0 400 5.35 0.88 64.63 0| 0 0 0 480 4.60 0.83 60.09 0| 0 0 0 600 3.49 0.73 53.83 0| 0 0 0 800 3.04 0.69 50.99 0| 0 0 0 880 2.63 0.64 48.14 0| 0 0 0 960 2.44 0.61 47.01 0| 0 0 0 1000 1.48 0.47 39.75 0| 0 0 0 1200 0.94 0.35 36.98 0| 0 0 0 1400 0.47 0.22 32.41 0| 0 0 0 1600 0.20 0.11 32.05 0| 0 0 0 2000 0.09 0.05 31.77 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 46.85 Underlying Price 10.045 Time to expiry: 1123 Days Sep 13 5.30 0.89 68.24 0| 0 0 0 400 4.82 0.86 64.44 0| 0 0 0 480 4.15 0.81 60.09 0| 0 0 0 600 3.13 0.71 53.64 0| 0 0 0 800 1.36 0.45 40.39 0| 0 0 0 1200 0.42 0.21 32.41 0| 0 0 0 1600 0.19 0.11 31.78 0| 0 0 0 2000 0.09 0.05 31.38 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 46.62 Underlying Price 10.045 Time to expiry: 1305 Days Mar 14 5.00 0.86 64.36 0| 0 0 0 480 4.37 0.82 60.26 0| 0 0 0 600 3.31 0.72 52.47 0| 0 0 0 800 1.62 0.49 41.05 0| 0 0 0 1200 0.57 0.25 32.79 0| 0 0 0 1600 0.28 0.14 32.14 0| 0 0 0 2000 0.12 0.07 30.86 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 46.64 Underlying Price 10.045 Time to expiry: 1487 Days Sep 14 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.42 0.85 65.27 0| 0 0 0 480 3.80 0.80 59.81 0| 0 0 0 600 2.84 0.69 51.90 0| 0 0 0 800 1.39 0.46 41.64 0| 0 0 0 1200 0.47 0.22 32.88 0| 0 0 0 1600 0.26 0.14 33.02 0| 0 0 0 2000 0.12 0.08 31.75 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 47.61 Underlying Price 10.045 Time to expiry: 1669 Days Mar 15 4.61 0.86 66.02 0| 0 0 0 480 3.96 0.81 59.43 0| 0 0 0 600 3.07 0.71 52.65 0| 0 0 0 800 1.65 0.50 42.81 0| 0 0 0 1200 0.54 0.25 32.13 0| 0 0 0 1600 0.37 0.18 33.80 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 0 178,241 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 63 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Credit Agricole European (AC3) Indicative a-t-m Vol 50.04 Underlying Price 10.045 Time to expiry: 24 Days Sep 10 0.01 0.00 80.00 0| 0 0 0 560 0.01 -0.01 76.55 0| 0 0 0 640 0.01 -0.02 73.85 0| 0 0 0 680 0.02 -0.03 71.10 0| 0 0 0 720 0.03 -0.04 69.85 0| 0 150 0 738 0.04 -0.05 68.34 0| 0 0 0 760 0.08 -0.09 69.90 0| 0 1,800 0 800 0.11 -0.12 70.48 0| 0 0 0 820 0.11 -0.12 63.53 0| 0 0 0 840 0.14 -0.15 62.15 0| 0 0 0 860 0.17 -0.18 60.43 0| 0 100,910 0 880 0.20 -0.21 58.75 0| 0 0 0 900 0.24 -0.25 56.44 0| 0 10,000 0 920 0.30 -0.30 55.34 0| 0 0 0 940 0.35 -0.34 52.99 0| 0 10,700 0 960 0.42 -0.40 51.82 0| 0 0 0 980 0.50 -0.46 50.28 0| 0 1,754 0 1000 0.77 -0.61 47.86 0| 0 0 0 1050 1.20 -0.76 48.84 0| 0 16,110 0 1107 1.55 -0.84 47.87 0| 0 0 0 1150 2.03 -0.88 55.24 0| 0 1,782 0 1200 2.96 -0.99 42.63 0| 0 7 0 1300 4.00 3.95 -1.00 40.67 4.00 4.00 3| 0 700 0 1400 4.71 -1.00 39.71 0| 0 675 0 1476 5.95 -1.00 39.04 0| 0 2,500 0 1600 6.45 -1.00 39.07 0| 0 6,645 0 1650 6.95 -1.00 39.25 0| 0 600 0 1700 7.95 -1.00 40.07 0| 0 0 0 1800 9.95 -1.00 43.34 0| 0 150 0 2000 11.95 -1.00 48.00 0| 0 0 0 2200 Total 3| 0 154,483 0 Indicative a-t-m Vol 46.91 Underlying Price 10.045 Time to expiry: 206 Days Mar 11 0.18 -0.06 76.10 0| 0 385 0 480 0.27 -0.08 71.02 0| 0 0 0 560 0.32 -0.10 68.99 0| 0 2,000 0 600 0.36 -0.12 64.94 0| 0 0 0 640 0.55 -0.18 59.66 0| 0 0 0 738 0.58 -0.19 57.91 0| 0 0 0 760 0.67 -0.22 55.47 0| 0 1,875 0 800 0.79 -0.26 54.34 0| 0 0 0 840 0.92 -0.29 52.65 0| 0 50 0 880 1.05 -0.33 50.57 0| 0 0 0 920 1.20 -0.37 48.83 0| 0 2,000 0 960 1.36 -0.42 47.12 0| 0 100 0 1000 1.89 -0.55 42.81 0| 0 160 0 1107 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 64 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.45 -0.67 39.28 0| 0 2,180 0 1200 3.20 -0.78 37.05 0| 0 0 0 1300 4.06 -0.86 35.94 0| 0 0 0 1400 4.74 -0.91 34.63 0| 0 10,300 0 1476 6.50 -0.97 32.97 0| 0 0 0 1661 8.03 -0.99 32.55 0| 0 0 0 1816 10.15 -1.00 33.20 0| 0 450 0 2030 13.83 -1.00 36.95 0| 0 0 0 2400 Total 0| 0 19,500 0 Indicative a-t-m Vol 47.60 Underlying Price 10.045 Time to expiry: 388 Days Sep 11 0.33 -0.08 65.76 0| 0 0 0 480 0.64 -0.14 63.74 0| 0 0 0 600 0.74 -0.16 62.37 0| 0 0 0 640 1.05 -0.22 59.32 0| 0 0 0 738 1.26 -0.26 56.79 0| 0 0 0 800 1.49 -0.32 52.09 0| 0 0 0 880 1.84 -0.38 49.75 0| 0 0 0 960 2.00 -0.42 47.79 0| 0 40 0 1000 2.53 -0.52 43.78 0| 0 1,625 0 1107 3.09 -0.60 41.18 0| 0 190 0 1200 5.16 -0.83 34.88 0| 0 0 0 1476 6.26 -0.90 33.04 0| 0 0 0 1600 8.29 -0.96 31.10 0| 0 0 0 1816 10.08 -0.98 30.57 0| 0 0 0 2000 14.02 -0.99 32.30 0| 0 0 0 2400 19.00 -1.00 33.76 0| 0 0 0 2905 Total 0| 0 1,855 0 Indicative a-t-m Vol 47.45 Underlying Price 10.045 Time to expiry: 570 Days Mar 12 0.35 -0.07 67.27 0| 0 0 0 400 0.55 -0.10 65.56 0| 0 0 0 480 0.89 -0.15 62.34 0| 0 0 0 600 1.56 -0.26 55.31 0| 0 0 0 800 1.83 -0.31 51.70 0| 0 2,000 0 880 2.15 -0.36 48.85 0| 0 400 0 960 3.38 -0.55 41.40 0| 0 2,040 0 1200 4.70 -0.70 36.50 0| 0 400 0 1400 6.30 -0.83 33.09 0| 0 0 0 1600 8.10 -0.91 31.57 0| 0 0 0 1800 9.99 -0.95 30.81 0| 0 0 0 2000 13.87 -0.98 32.68 0| 0 0 0 2400 Total 0| 0 4,840 0 Indicative a-t-m Vol 47.23 Underlying Price 10.045 Time to expiry: 759 Days Sep 12 0.59 -0.09 68.05 0| 0 0 0 400 0.82 -0.12 65.20 0| 0 0 0 480 1.19 -0.17 60.23 0| 0 0 0 600 1.98 -0.28 54.21 0| 0 0 0 800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.32 -0.33 51.37 0| 0 0 0 880 2.66 -0.38 48.14 0| 0 0 0 960 2.88 -0.41 47.39 0| 0 0 0 1000 3.95 -0.56 40.94 0| 0 0 0 1200 5.33 -0.69 37.01 0| 0 0 0 1400 6.89 -0.82 33.02 0| 0 0 0 1600 10.52 -0.94 30.75 0| 0 0 0 2000 14.36 -0.97 32.12 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 46.83 Underlying Price 10.045 Time to expiry: 934 Days Mar 13 0.72 -0.09 67.67 0| 0 0 0 400 0.97 -0.12 64.63 0| 0 0 0 480 1.37 -0.17 60.09 0| 0 0 0 600 2.18 -0.27 53.83 0| 0 0 0 800 2.51 -0.31 50.99 0| 0 0 0 880 2.86 -0.36 48.14 0| 0 0 0 960 3.05 -0.39 47.01 0| 0 0 0 1000 4.02 -0.53 39.75 0| 0 0 0 1200 5.41 -0.65 36.98 0| 0 0 0 1400 6.86 -0.78 32.41 0| 0 0 0 1600 10.44 -0.89 32.05 0| 0 0 0 2000 14.18 -0.95 31.77 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 46.85 Underlying Price 10.045 Time to expiry: 1123 Days Sep 13 0.96 -0.11 68.24 0| 0 0 0 400 1.24 -0.14 64.44 0| 0 0 0 480 1.71 -0.19 60.09 0| 0 0 0 600 2.59 -0.29 53.64 0| 0 0 0 800 4.63 -0.55 40.39 0| 0 0 0 1200 7.49 -0.79 32.41 0| 0 0 0 1600 11.06 -0.89 31.78 0| 0 0 0 2000 14.76 -0.95 31.38 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 46.62 Underlying Price 10.045 Time to expiry: 1305 Days Mar 14 1.36 -0.14 64.36 0| 0 0 0 480 1.86 -0.18 60.26 0| 0 0 0 600 2.67 -0.28 52.47 0| 0 0 0 800 4.73 -0.51 41.05 0| 0 0 0 1200 7.45 -0.75 32.79 0| 0 0 0 1600 10.91 -0.86 32.14 0| 0 0 0 2000 14.51 -0.93 30.86 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 46.64 Underlying Price 10.045 Time to expiry: 1487 Days Sep 14 1.64 -0.15 65.27 0| 0 0 0 480 2.13 -0.20 59.81 0| 0 0 0 600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.02 -0.31 51.90 0| 0 0 0 800 5.28 -0.54 41.64 0| 0 0 0 1200 8.06 -0.78 32.88 0| 0 0 0 1600 11.57 -0.86 33.02 0| 0 0 0 2000 15.13 -0.92 31.75 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 47.61 Underlying Price 10.045 Time to expiry: 1669 Days Mar 15 1.75 -0.14 66.02 0| 0 0 0 480 2.20 -0.19 59.43 0| 0 0 0 600 3.14 -0.29 52.65 0| 0 0 0 800 5.37 -0.50 42.81 0| 0 0 0 1200 7.91 -0.75 32.13 0| 0 0 0 1600 11.39 -0.82 33.80 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 3| 0 180,678 0 Grand Total 3| 0 358,919 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Danone (100) (DA1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 Total N/A | N/A N/A 0 Indicative a-t-m Vol 23.11 Underlying Price 41.770 Time to expiry: 24 Days Sep 10 13.78 1.00 55.00 0| 0 0 0 2800 9.79 0.99 43.21 0| 0 50 0 3200 7.84 0.97 43.85 0| 0 0 0 3400 5.86 0.95 34.93 0| 0 0 0 3600 3.96 0.89 30.34 0| 0 100 0 3800 1.99 2.22 0.75 26.02 1.99 1.99 36| 39 135 +39 4000 1.09 1.48 0.63 24.06 1.09 1.09 36| 0 26 0 4100 0.90 0.48 22.83 0| 117 322 +69 4200 0.50 0.47 0.32 21.70 0.50 0.50 35| 29 864 +9 4300 0.18 0.23 0.19 21.38 0.18 0.18 1| 75 4,719 +75 4400 0.11 0.10 21.80 0| 0 2,072 0 4500 0.06 0.06 23.23 0| 0 941 0 4600 0.05 0.05 26.26 0| 0 166 0 4700 0.02 0.02 25.37 0| 0 978 0 4800 0.01 0.00 20.88 0| 0 4,500 0 5200 0.01 0.00 21.27 0| 0 1,250 0 5600 0.01 0.00 24.61 0| 0 0 0 6400 0.01 0.00 30.00 0| 0 0 0 7200 Total 108| 260 16,123 +192 Indicative a-t-m Vol 23.85 Underlying Price 41.770 Time to expiry: 52 Days Oct 10 7.94 0.94 35.81 0| 0 0 0 3400 6.04 0.90 31.69 0| 0 0 0 3600 4.25 0.83 28.37 0| 0 0 0 3800 2.55 2.67 0.69 25.88 2.55 2.55 23| 0 30 0 4000 1.93 1.99 0.60 24.79 1.93 1.93 60| 0 67 0 4100 1.26 1.41 0.50 23.57 1.26 1.25 61| 0 68 0 4200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.96 0.94 0.39 22.69 0.96 0.96 60| 0 196 0 4300 0.60 0.29 22.13 0| 8 68 +8 4400 0.36 0.19 21.45 0| 0 128 0 4500 0.21 0.13 21.32 0| 0 1,175 0 4600 0.12 0.08 21.27 0| 0 110 0 4700 0.07 0.05 21.50 0| 0 102 0 4800 0.01 0.01 22.16 0| 0 0 0 5200 0.01 0.00 25.00 0| 0 0 0 5600 Total 204| 8 1,944 +8 Indicative a-t-m Vol 24.57 Underlying Price 41.770 Time to expiry: 87 Days Nov 10 8.13 0.91 33.54 0| 0 0 0 3400 6.34 0.86 31.24 0| 0 0 0 3600 4.12 4.64 0.78 28.32 4.12 4.12 41| 72 72 +72 3800 3.15 0.66 26.31 0| 0 0 0 4000 2.51 0.59 25.45 0| 0 0 0 4100 1.92 0.51 24.31 0| 0 0 0 4200 1.44 0.43 23.63 0| 0 0 0 4300 0.93 1.04 0.35 23.02 0.93 0.93 17| 69 69 +69 4400 0.47 0.50 0.21 22.07 0.47 0.47 51| 0 0 0 4600 0.21 0.10 21.31 0| 0 0 0 4800 Total 109| 141 141 +141 Indicative a-t-m Vol 24.68 Underlying Price 41.770 Time to expiry: 115 Days Dec 10 22.97 1.00 57.00 0| 0 0 0 1887 19.25 0.99 53.02 0| 0 0 0 2265 13.71 0.96 42.37 0| 0 0 0 2831 11.87 0.95 38.46 0| 0 0 0 3020 10.17 0.92 35.91 0| 0 0 0 3200 8.36 0.89 33.20 0| 0 0 0 3397 6.67 0.84 30.52 0| 0 0 0 3586 5.12 0.77 28.52 0| 0 182 0 3774 3.47 0.65 26.33 0| 0 4,447 0 4000 2.00 0.49 24.04 0| 0 10,220 0 4246 1.33 0.38 23.18 0| 0 4,052 0 4400 0.91 0.29 22.58 0| 0 3,193 0 4529 0.48 0.18 21.85 0| 0 2,111 0 4718 0.35 0.14 21.38 0| 0 193 0 4800 0.18 0.08 21.69 0| 0 5,821 0 5000 0.06 0.03 21.77 0| 0 515 0 5284 0.01 0.00 19.30 0| 0 1,550 0 5662 0.01 0.00 19.31 0| 0 0 0 6039 0.01 0.00 19.81 0| 0 0 0 6400 0.01 0.00 22.37 0| 0 0 0 7200 0.01 0.00 23.50 0| 0 70 0 7549 Total 0| 0 32,354 0 Indicative a-t-m Vol 24.80 Underlying Price 41.770 Time to expiry: 206 Days Mar 11 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.23 0.94 37.53 0| 0 0 0 2800 10.56 0.89 33.30 0| 0 40 0 3200 6.91 7.15 0.79 29.25 6.91 6.91 2| 0 146 0 3600 5.62 0.72 27.56 0| 0 51 0 3800 4.25 0.64 26.09 0| 0 205 0 4000 3.06 0.54 24.63 0| 0 506 0 4200 2.14 0.43 23.80 0| 0 854 0 4400 1.40 0.33 22.94 0| 0 662 0 4600 0.86 0.87 0.23 22.11 0.86 0.86 51| 0 350 0 4800 0.10 0.04 21.05 0| 0 235 0 5600 0.01 0.00 20.48 0| 0 0 0 6400 0.01 0.00 21.50 0| 0 0 0 7200 Total 53| 0 3,049 0 Indicative a-t-m Vol 25.20 Underlying Price 41.770 Time to expiry: 297 Days Jun 11 23.05 0.99 44.50 0| 0 0 0 1887 19.37 0.98 40.86 0| 0 0 0 2265 14.28 0.94 35.38 0| 0 0 0 2800 12.27 0.91 33.37 0| 0 0 0 3020 10.67 0.88 31.75 0| 0 0 0 3200 9.01 0.84 30.29 0| 0 0 0 3397 6.92 7.39 0.78 28.72 6.92 6.92 21| 0 20 0 3600 6.12 0.72 27.64 0| 0 22 0 3774 4.31 4.61 0.63 26.18 4.31 4.31 23| 0 0 0 4000 3.73 0.56 25.29 0| 0 370 0 4152 2.51 2.57 0.45 24.40 2.51 2.51 26| 0 52 0 4400 1.94 2.06 0.39 23.87 1.94 1.94 1| 0 49 0 4529 1.22 0.27 22.81 0| 0 123 0 4800 0.42 0.12 21.58 0| 0 172 0 5284 0.17 0.06 21.16 0| 0 180 0 5662 0.03 0.01 21.31 0| 0 0 0 6400 0.01 0.00 22.58 0| 0 0 0 7200 0.01 0.00 23.50 0| 0 0 0 7549 Total 71| 0 988 0 Indicative a-t-m Vol 25.05 Underlying Price 41.770 Time to expiry: 479 Days Dec 11 23.13 0.98 45.00 0| 0 0 0 1887 19.52 0.96 40.70 0| 0 0 0 2265 14.31 0.91 34.62 0| 0 0 0 2831 12.64 0.88 32.84 0| 0 20 0 3020 9.54 0.80 29.71 0| 0 0 0 3397 6.92 0.69 28.00 0| 0 0 0 3774 6.69 0.68 27.50 0| 0 49 0 3800 5.37 0.61 25.84 0| 0 0 0 4000 4.07 0.52 24.75 0| 0 4,250 0 4246 2.20 0.35 23.04 0| 0 558 0 4718 0.55 0.12 21.62 0| 0 1,250 0 5662 0.06 0.02 23.50 0| 0 100 0 7549 Total 0| 0 6,227 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 26.93 Underlying Price 41.770 Time to expiry: 661 Days Jun 12 18.45 0.94 40.04 0| 0 0 0 2400 11.77 0.81 33.26 0| 0 0 0 3200 8.78 0.72 29.99 0| 0 0 0 3600 6.38 0.61 27.98 0| 0 0 0 4000 4.26 0.49 25.60 0| 0 0 0 4400 2.68 0.37 23.78 0| 0 0 0 4800 0.53 0.11 21.18 0| 0 0 0 6000 0.07 0.02 22.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.89 Underlying Price 41.770 Time to expiry: 850 Days Dec 12 18.67 0.92 39.93 0| 0 0 0 2400 12.22 0.80 33.19 0| 0 0 0 3200 6.99 0.61 27.94 0| 0 1,000 0 4000 4.88 0.51 25.56 0| 0 0 0 4400 3.30 0.40 23.98 0| 0 0 0 4800 2.60 0.34 22.99 0| 0 1,000 0 5000 0.84 0.15 21.21 0| 0 0 0 6000 0.20 0.04 23.38 0| 0 0 0 8000 Total 0| 0 2,000 0 Indicative a-t-m Vol 26.81 Underlying Price 41.770 Time to expiry: 1032 Days Jun 13 18.70 0.92 39.59 0| 0 0 0 2400 12.47 0.79 33.23 0| 0 0 0 3200 7.30 0.62 27.81 0| 0 0 0 4000 5.22 0.52 25.54 0| 0 0 0 4400 3.54 0.41 23.64 0| 0 0 0 4800 1.08 0.17 21.38 0| 0 0 0 6000 0.34 0.06 23.77 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.86 Underlying Price 41.770 Time to expiry: 1214 Days Dec 13 18.80 0.91 38.50 0| 0 0 0 2400 12.86 0.78 33.18 0| 0 0 0 3200 7.80 0.62 27.78 0| 0 0 0 4000 4.03 0.43 23.64 0| 0 0 0 4800 1.36 0.20 21.25 0| 0 0 0 6000 0.56 0.09 24.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.99 Underlying Price 41.770 Time to expiry: 1578 Days Dec 14 18.98 0.90 38.64 0| 0 0 0 2400 13.32 0.78 33.32 0| 0 0 0 3200 8.44 0.63 27.93 0| 0 0 0 4000 4.67 0.45 23.70 0| 0 0 0 4800 1.89 0.24 21.41 0| 0 0 0 6000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.91 0.12 24.00 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 545| 409 62,826 +341 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 72 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Danone (100) (DA1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 Total N/A | N/A N/A 0 Indicative a-t-m Vol 23.11 Underlying Price 41.770 Time to expiry: 24 Days Sep 10 0.01 0.00 55.00 0| 0 240 0 2800 0.01 -0.01 43.21 0| 0 735 0 3200 0.06 -0.03 43.85 0| 0 0 0 3400 0.08 -0.05 34.93 0| 0 3,204 0 3600 0.18 -0.11 30.34 0| 123 382 +50 3800 0.44 -0.25 26.02 0| 38 3,735 +11 4000 0.76 0.70 -0.37 24.06 0.76 0.76 29| 1,192 1,313 +1,157 4100 1.51 1.11 -0.52 22.83 1.51 1.51 6| 10 2,928 0 4200 1.69 -0.68 21.70 0| 0 1,275 0 4300 2.45 -0.82 21.38 0| 0 1,000 0 4400 3.33 -0.90 21.80 0| 0 104 0 4500 4.28 -0.94 23.23 0| 0 50 0 4600 5.27 -0.96 26.26 0| 0 92 0 4700 6.24 -0.98 25.37 0| 0 161 0 4800 10.23 -1.00 20.88 0| 0 0 0 5200 14.23 -1.00 21.27 0| 0 0 0 5600 22.23 -1.00 24.61 0| 0 0 0 6400 30.23 -1.00 30.00 0| 0 0 0 7200 Total 35| 1,363 15,219 +1,218 Indicative a-t-m Vol 23.85 Underlying Price 41.770 Time to expiry: 52 Days Oct 10 0.15 -0.06 35.81 0| 0 0 0 3400 0.26 0.24 -0.10 31.69 0.26 0.26 20| 0 47 0 3600 0.45 -0.17 28.37 0| 66 152 +66 3800 0.87 -0.31 25.88 0| 0 186 0 4000 1.31 1.19 -0.40 24.79 1.31 1.18 84| 51 32 +7 4100 1.61 -0.50 23.57 0| 0 1,426 0 4200 2.14 -0.61 22.69 0| 0 360 0 4300 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.80 -0.72 22.13 0| 0 45 0 4400 3.56 -0.81 21.45 0| 0 89 0 4500 4.41 -0.88 21.32 0| 0 25 0 4600 5.32 -0.92 21.27 0| 0 0 0 4700 6.28 -0.95 21.50 0| 0 37 0 4800 10.23 -1.00 22.16 0| 0 0 0 5200 14.23 -1.00 25.00 0| 0 0 0 5600 Total 104| 117 2,399 +73 Indicative a-t-m Vol 24.57 Underlying Price 41.770 Time to expiry: 87 Days Nov 10 0.34 0.31 -0.09 33.54 0.34 0.31 138| 0 0 0 3400 0.51 -0.14 31.24 0| 0 0 0 3600 0.91 0.80 -0.22 28.32 0.91 0.91 23| 0 0 0 3800 1.44 1.32 -0.34 26.31 1.44 1.44 20| 0 0 0 4000 1.67 -0.41 25.45 0| 14 14 +14 4100 2.24 2.08 -0.49 24.31 2.24 2.24 20| 0 0 0 4200 2.60 -0.57 23.63 0| 0 0 0 4300 3.21 -0.65 23.02 0| 0 0 0 4400 4.67 -0.80 22.07 0| 0 0 0 4600 6.38 -0.90 21.31 0| 0 0 0 4800 Total 201| 14 14 +14 Indicative a-t-m Vol 24.68 Underlying Price 41.770 Time to expiry: 115 Days Dec 10 0.02 0.00 57.00 0| 0 0 0 1887 0.07 -0.01 53.02 0| 0 100 0 2265 0.17 -0.04 42.37 0| 0 30 0 2831 0.22 -0.05 38.46 0| 0 255 0 3020 0.32 -0.08 35.91 0| 0 310 0 3200 0.47 -0.11 33.20 0| 49 14,763 0 3397 0.67 -0.16 30.52 0| 0 5,037 0 3586 0.99 -0.23 28.52 0| 0 1,392 0 3774 1.60 -0.35 26.33 0| 0 9,538 0 4000 2.59 -0.52 24.04 0| 0 7,956 0 4246 3.45 -0.63 23.18 0| 0 6,471 0 4400 4.33 -0.71 22.58 0| 0 2,122 0 4529 5.80 -0.83 21.85 0| 0 60 0 4718 6.49 -0.87 21.38 0| 0 0 0 4800 8.33 -0.93 21.69 0| 0 750 0 5000 11.08 -0.98 21.77 0| 0 1 0 5284 14.85 -1.00 19.30 0| 0 0 0 5662 18.62 -1.00 19.31 0| 0 0 0 6039 22.23 -1.00 19.81 0| 0 0 0 6400 30.23 -1.00 22.37 0| 0 0 0 7200 33.72 -1.00 23.50 0| 0 0 0 7549 Total 0| 49 48,785 0 Indicative a-t-m Vol 24.80 Underlying Price 41.770 Time to expiry: 206 Days Mar 11 0.33 -0.06 37.53 0| 0 74 0 2800 0.67 -0.12 33.30 0| 54 739 +54 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.26 -0.22 29.25 0| 0 483 0 3600 1.73 -0.29 27.56 0| 0 281 0 3800 2.36 -0.37 26.09 0| 0 2,610 0 4000 3.34 3.19 -0.47 24.63 3.34 3.34 46| 0 166 0 4200 4.27 -0.58 23.80 0| 0 1,372 0 4400 5.54 -0.68 22.94 0| 0 50 0 4600 7.02 -0.77 22.11 0| 0 132 0 4800 14.25 -0.97 21.05 0| 0 0 0 5600 22.23 -1.00 20.48 0| 0 0 0 6400 30.23 -1.00 21.50 0| 0 0 0 7200 Total 46| 54 5,907 +54 Indicative a-t-m Vol 25.20 Underlying Price 41.770 Time to expiry: 297 Days Jun 11 0.11 -0.02 44.50 0| 0 0 0 1887 0.26 -0.04 40.86 0| 0 120 0 2265 0.62 -0.09 35.38 0| 0 0 0 2800 0.87 -0.12 33.37 0| 0 114 0 3020 1.12 -0.16 31.75 0| 31 111 +31 3200 1.51 -0.21 30.29 0| 0 169 0 3397 2.00 -0.27 28.72 0| 0 273 0 3600 2.54 -0.33 27.64 0| 0 29 0 3774 3.53 3.39 -0.42 26.18 3.53 3.53 25| 0 0 0 4000 4.08 -0.48 25.29 0| 0 578 0 4152 5.48 -0.59 24.40 0| 0 3,500 0 4400 6.31 -0.65 23.87 0| 0 0 0 4529 8.24 -0.75 22.81 0| 0 93 0 4800 12.33 -0.89 21.58 0| 0 161 0 5284 15.86 -0.95 21.16 0| 0 0 0 5662 23.05 -0.99 21.31 0| 0 0 0 6400 30.97 -1.00 22.58 0| 0 0 0 7200 34.43 -1.00 23.50 0| 0 0 0 7549 Total 25| 31 5,148 +31 Indicative a-t-m Vol 25.05 Underlying Price 41.770 Time to expiry: 479 Days Dec 11 0.40 -0.04 45.00 0| 0 0 0 1887 0.66 -0.07 40.70 0| 0 50 0 2265 1.24 -0.13 34.62 0| 0 70 0 2831 1.51 -0.16 32.84 0| 0 20 0 3020 2.26 -0.23 29.71 0| 0 20 0 3397 3.48 -0.34 28.00 0| 0 1,034 0 3774 3.51 -0.35 27.50 0| 0 1,750 0 3800 4.22 -0.41 25.84 0| 0 0 0 4000 5.39 -0.50 24.75 0| 0 5 0 4246 8.26 -0.66 23.04 0| 0 38 0 4718 16.07 -0.89 21.62 0| 0 0 0 5662 34.39 -0.99 23.50 0| 0 0 0 7549 Total 0| 0 2,987 0 Indicative a-t-m Vol 26.93 Underlying Price 41.770 Time to expiry: 661 Days Jun 12 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.47 -0.11 40.04 0| 0 0 0 2400 3.05 -0.23 33.26 0| 0 0 0 3200 4.15 -0.32 29.99 0| 0 0 0 3600 5.82 -0.42 27.98 0| 0 0 0 4000 7.75 -0.54 25.60 0| 0 0 0 4400 10.19 -0.66 23.78 0| 0 0 0 4800 19.97 -0.90 21.18 0| 0 0 0 6000 39.11 -0.98 22.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.89 Underlying Price 41.770 Time to expiry: 850 Days Dec 12 1.94 -0.12 39.93 0| 0 0 0 2400 3.66 -0.24 33.19 0| 0 0 0 3200 6.44 -0.41 27.94 0| 0 0 0 4000 8.31 -0.52 25.56 0| 0 500 0 4400 10.69 -0.62 23.98 0| 0 0 0 4800 11.97 -0.68 22.99 0| 0 0 0 5000 20.08 -0.87 21.21 0| 0 0 0 6000 39.03 -0.97 23.38 0| 0 0 0 8000 Total 0| 0 500 0 Indicative a-t-m Vol 26.81 Underlying Price 41.770 Time to expiry: 1032 Days Jun 13 2.51 -0.14 39.59 0| 0 0 0 2400 4.48 -0.26 33.23 0| 0 0 0 3200 7.30 -0.42 27.81 0| 0 0 0 4000 9.18 -0.52 25.54 0| 0 0 0 4400 11.44 -0.62 23.64 0| 0 0 0 4800 20.66 -0.84 21.38 0| 0 0 0 6000 39.15 -0.94 23.77 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.86 Underlying Price 41.770 Time to expiry: 1214 Days Dec 13 2.74 -0.14 38.50 0| 0 0 0 2400 4.92 -0.25 33.18 0| 0 0 0 3200 7.71 -0.41 27.78 0| 0 0 0 4000 11.73 -0.59 23.64 0| 0 1,000 0 4800 20.67 -0.82 21.25 0| 0 0 0 6000 39.03 -0.92 24.00 0| 0 0 0 8000 Total 0| 0 1,000 0 Indicative a-t-m Vol 26.99 Underlying Price 41.770 Time to expiry: 1578 Days Dec 14 3.61 -0.15 38.64 0| 0 0 0 2400 5.92 -0.26 33.32 0| 0 0 0 3200 8.72 -0.40 27.93 0| 0 0 0 4000 12.56 -0.57 23.70 0| 0 0 0 4800 21.09 -0.77 21.41 0| 0 0 0 6000 38.90 -0.90 24.00 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 411| 1,628 81,959 +1,390 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 76 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Grand Total 956| 2,037 144,785 +1,731 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Danone European (BN2) Indicative a-t-m Vol 22.51 Underlying Price 41.770 Time to expiry: 24 Days Sep 10 19.13 1.00 54.46 0| 0 0 0 2265 13.47 1.00 48.48 0| 0 0 0 2831 11.11 1.00 42.62 0| 0 71 0 3067 8.76 0.99 37.80 0| 0 440 0 3303 7.79 0.99 35.07 0| 0 0 0 3400 6.43 0.97 33.88 0| 0 2,400 0 3539 4.18 0.91 29.77 0| 0 7 0 3774 2.11 0.75 25.02 0| 0 270 0 4010 1.46 0.63 23.59 0| 0 0 0 4100 0.87 0.48 22.19 0| 0 0 0 4200 0.67 0.40 22.01 0| 0 500 0 4246 0.47 0.31 21.49 0| 0 0 0 4300 0.21 0.18 20.80 0| 0 4,998 0 4400 0.10 0.10 20.12 0| 0 100 0 4482 0.03 0.03 19.56 0| 0 647 0 4600 0.01 0.01 19.91 0| 0 250 0 4718 0.01 0.00 19.91 0| 0 3,027 0 4800 0.01 0.00 20.52 0| 0 60 0 5190 0.01 0.00 22.33 0| 0 603 0 5662 0.01 0.00 24.30 0| 0 422 0 6133 0.01 0.00 28.22 0| 0 0 0 7200 Total 0| 0 13,795 0 Indicative a-t-m Vol 24.40 Underlying Price 41.770 Time to expiry: 206 Days Mar 11 19.19 0.98 45.30 0| 0 0 0 2265 13.76 0.94 37.08 0| 0 0 0 2831 12.00 0.92 34.72 0| 0 0 0 3020 9.46 0.87 31.58 0| 0 0 0 3303 7.46 0.81 29.22 0| 0 0 0 3539 5.65 0.73 27.33 0| 0 0 0 3774 4.00 0.62 25.29 0| 0 0 0 4010 2.71 0.50 24.03 0| 0 8 0 4246 1.97 0.42 22.93 0| 0 150 0 4400 1.68 0.37 22.74 0| 0 50 0 4482 1.28 0.31 22.22 0| 0 50 0 4600 0.95 0.25 21.60 0| 0 20 0 4718 0.77 0.22 21.29 0| 0 100 0 4800 0.25 0.09 20.36 0| 0 361 0 5190 0.05 0.02 19.63 0| 0 0 0 5662 0.01 0.00 19.12 0| 0 0 0 6133 0.01 0.00 20.15 0| 0 0 0 7200 Total 0| 0 739 0 Indicative a-t-m Vol 26.66 Underlying Price 41.770 Time to expiry: 388 Days Sep 11 18.76 0.94 44.79 0| 0 0 0 2265 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.92 0.87 40.04 0| 0 0 0 2831 12.33 0.84 37.90 0| 0 0 0 3020 10.08 0.78 35.10 0| 0 0 0 3303 7.83 0.71 31.97 0| 0 0 0 3600 6.68 0.66 30.82 0| 0 0 0 3774 5.19 0.59 28.51 0| 0 0 0 4000 3.70 0.50 25.94 0| 0 0 0 4246 2.34 0.39 23.50 0| 0 7 0 4529 1.75 0.32 22.95 0| 0 0 0 4718 0.62 0.15 21.43 0| 0 0 0 5284 0.31 0.08 21.10 0| 0 0 0 5662 0.01 0.00 23.90 0| 0 0 0 8000 Total 0| 0 7 0 Indicative a-t-m Vol 26.13 Underlying Price 41.770 Time to expiry: 570 Days Mar 12 19.43 0.91 44.43 0| 0 0 0 2265 14.96 0.84 40.65 0| 0 0 0 2831 13.43 0.81 38.62 0| 0 0 0 3020 11.99 0.79 36.32 0| 0 0 0 3200 10.47 0.75 34.29 0| 0 0 0 3397 8.98 0.71 32.13 0| 0 0 0 3600 7.71 0.67 30.24 0| 0 0 0 3774 6.16 0.60 27.81 0| 0 0 0 4000 4.65 0.53 25.48 0| 0 0 0 4246 2.75 0.38 23.78 0| 0 0 0 4718 0.78 0.15 21.76 0| 0 0 0 5662 0.09 0.02 24.56 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.22 Underlying Price 41.770 Time to expiry: 759 Days Sep 12 18.98 0.89 44.29 0| 0 0 0 2265 13.18 0.79 37.33 0| 0 0 0 3020 7.99 0.64 30.75 0| 0 0 0 3774 6.49 0.59 28.39 0| 0 0 0 4000 3.80 0.44 24.89 0| 0 0 0 4529 2.94 0.37 24.30 0| 0 0 0 4800 1.13 0.19 22.42 0| 0 0 0 5662 0.23 0.04 25.26 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.85 Underlying Price 41.770 Time to expiry: 934 Days Mar 13 18.62 0.87 42.96 0| 0 0 0 2400 12.88 0.76 36.46 0| 0 0 0 3200 7.33 0.61 28.39 0| 0 0 0 4000 4.99 0.50 24.90 0| 0 0 0 4400 3.64 0.41 24.24 0| 0 0 0 4800 1.22 0.18 22.59 0| 0 0 0 6000 0.45 0.07 25.51 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 79 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 27.77 Underlying Price 41.770 Time to expiry: 1123 Days Sep 13 18.25 0.85 43.35 0| 0 0 0 2400 12.65 0.75 35.97 0| 0 0 0 3200 7.44 0.60 28.64 0| 0 0 0 4000 3.91 0.41 24.70 0| 0 0 0 4800 1.50 0.21 23.02 0| 0 0 0 6000 0.65 0.10 25.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.30 Underlying Price 41.770 Time to expiry: 1305 Days Mar 14 19.01 0.85 43.62 0| 0 0 0 2400 13.43 0.75 35.97 0| 0 0 0 3200 8.04 0.61 28.02 0| 0 0 0 4000 4.59 0.44 24.76 0| 0 0 0 4800 2.06 0.25 23.58 0| 0 0 0 6000 1.05 0.13 26.63 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.54 Underlying Price 41.770 Time to expiry: 1487 Days Sep 14 18.41 0.84 43.06 0| 0 0 0 2400 13.09 0.74 35.84 0| 0 0 0 3200 7.96 0.60 28.27 0| 0 0 0 4000 4.65 0.44 24.96 0| 0 0 0 4800 2.28 0.27 24.09 0| 0 0 0 6000 1.22 0.15 26.84 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.47 Underlying Price 41.770 Time to expiry: 1669 Days Mar 15 19.15 0.85 43.62 0| 0 0 0 2400 13.88 0.75 36.09 0| 0 0 0 3200 8.61 0.62 28.14 0| 0 0 0 4000 5.32 0.47 25.12 0| 0 0 0 4800 2.90 0.30 24.56 0| 0 0 0 6000 1.70 0.19 27.40 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 14,541 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 80 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Danone European (BN2) Indicative a-t-m Vol 22.51 Underlying Price 41.770 Time to expiry: 24 Days Sep 10 0.01 0.00 54.46 0| 0 0 0 2265 0.01 0.00 48.48 0| 0 0 0 2831 0.01 0.00 42.62 0| 0 400 0 3067 0.01 -0.01 37.80 0| 0 1,694 0 3303 0.01 -0.01 35.07 0| 0 0 0 3400 0.04 -0.03 33.88 0| 0 17,578 0 3539 0.14 -0.09 29.77 0| 0 2,362 0 3774 0.43 -0.25 25.02 0| 0 1,830 0 4010 0.68 -0.37 23.59 0| 0 0 0 4100 1.08 -0.52 22.19 0| 0 0 0 4200 1.35 -0.60 22.01 0| 0 2,677 0 4246 1.68 -0.69 21.49 0| 0 0 0 4300 2.43 -0.82 20.80 0| 0 3,590 0 4400 3.13 -0.90 20.12 0| 0 1,506 0 4482 4.24 -0.97 19.56 0| 0 745 0 4600 5.40 -0.99 19.91 0| 0 10 0 4718 6.22 -1.00 19.91 0| 0 0 0 4800 10.11 -1.00 20.52 0| 0 0 0 5190 14.83 -1.00 22.33 0| 0 0 0 5662 19.54 -1.00 24.30 0| 0 0 0 6133 30.21 -1.00 28.22 0| 0 0 0 7200 Total 0| 0 32,392 0 Indicative a-t-m Vol 24.40 Underlying Price 41.770 Time to expiry: 206 Days Mar 11 0.15 -0.02 45.30 0| 0 0 0 2265 0.35 -0.06 37.08 0| 0 0 0 2831 0.47 -0.08 34.72 0| 0 500 0 3020 0.74 -0.13 31.58 0| 0 0 0 3303 1.09 -0.19 29.22 0| 0 10 0 3539 1.62 -0.27 27.33 0| 0 0 0 3774 2.32 -0.38 25.29 0| 0 120 0 4010 3.37 -0.50 24.03 0| 0 1,256 0 4246 4.17 -0.58 22.93 0| 0 540 0 4400 4.69 -0.63 22.74 0| 0 4,210 0 4482 5.46 -0.69 22.22 0| 0 50 0 4600 6.30 -0.75 21.60 0| 0 0 0 4718 6.94 -0.78 21.29 0| 0 50 0 4800 10.30 -0.91 20.36 0| 0 0 0 5190 14.80 -0.98 19.63 0| 0 0 0 5662 19.44 -1.00 19.12 0| 0 0 0 6133 30.04 -1.00 20.15 0| 0 0 0 7200 Total 0| 0 6,736 0 Indicative a-t-m Vol 26.66 Underlying Price 41.770 Time to expiry: 388 Days Sep 11 0.65 -0.06 44.79 0| 0 0 0 2265 1.39 -0.13 40.04 0| 0 0 0 2831 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.68 -0.16 37.90 0| 0 0 0 3020 2.22 -0.22 35.10 0| 0 0 0 3303 2.90 -0.29 31.97 0| 0 0 0 3600 3.47 -0.34 30.82 0| 0 0 0 3774 4.21 -0.41 28.51 0| 0 0 0 4000 5.15 -0.50 25.94 0| 0 30 0 4246 6.58 -0.61 23.50 0| 0 0 0 4529 7.86 -0.68 22.95 0| 0 0 0 4718 12.33 -0.85 21.43 0| 0 0 0 5284 15.75 -0.92 21.10 0| 0 0 0 5662 38.54 -1.00 23.90 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 26.13 Underlying Price 41.770 Time to expiry: 570 Days Mar 12 1.16 -0.09 44.43 0| 0 0 0 2265 2.23 -0.16 40.65 0| 0 0 0 2831 2.56 -0.19 38.62 0| 0 0 0 3020 2.88 -0.21 36.32 0| 0 0 0 3200 3.29 -0.25 34.29 0| 0 0 0 3397 3.80 -0.29 32.13 0| 0 91 0 3600 4.23 -0.33 30.24 0| 0 0 0 3774 4.89 -0.40 27.81 0| 0 0 0 4000 5.80 -0.47 25.48 0| 0 0 0 4246 8.53 -0.62 23.78 0| 0 0 0 4718 15.81 -0.85 21.76 0| 0 0 0 5662 38.05 -0.98 24.56 0| 0 0 0 8000 Total 0| 0 91 0 Indicative a-t-m Vol 27.22 Underlying Price 41.770 Time to expiry: 759 Days Sep 12 1.82 -0.11 44.29 0| 0 80 0 2265 3.36 -0.21 37.33 0| 0 0 0 3020 5.50 -0.36 30.75 0| 0 0 0 3774 6.19 -0.41 28.39 0| 0 0 0 4000 8.64 -0.56 24.89 0| 0 0 0 4529 10.42 -0.63 24.30 0| 0 0 0 4800 16.98 -0.81 22.42 0| 0 0 0 5662 38.80 -0.96 25.26 0| 0 0 0 8000 Total 0| 0 80 0 Indicative a-t-m Vol 26.85 Underlying Price 41.770 Time to expiry: 934 Days Mar 13 2.55 -0.13 42.96 0| 0 0 0 2400 4.50 -0.24 36.46 0| 0 0 0 3200 6.65 -0.39 28.39 0| 0 0 0 4000 8.16 -0.50 24.90 0| 0 0 0 4400 10.66 -0.59 24.24 0| 0 0 0 4800 19.79 -0.82 22.59 0| 0 0 0 6000 38.26 -0.93 25.51 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 82 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 27.77 Underlying Price 41.770 Time to expiry: 1123 Days Sep 13 3.24 -0.15 43.35 0| 0 0 0 2400 5.25 -0.25 35.97 0| 0 0 0 3200 7.65 -0.40 28.64 0| 0 0 0 4000 11.72 -0.59 24.70 0| 0 0 0 4800 20.72 -0.79 23.02 0| 0 0 0 6000 38.89 -0.90 25.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.30 Underlying Price 41.770 Time to expiry: 1305 Days Mar 14 3.71 -0.15 43.62 0| 0 0 0 2400 5.65 -0.25 35.97 0| 0 0 0 3200 7.76 -0.39 28.02 0| 0 0 0 4000 11.83 -0.56 24.76 0| 0 0 0 4800 20.57 -0.75 23.58 0| 0 0 0 6000 38.34 -0.87 26.63 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.54 Underlying Price 41.770 Time to expiry: 1487 Days Sep 14 4.19 -0.16 43.06 0| 0 0 0 2400 6.29 -0.26 35.84 0| 0 0 0 3200 8.57 -0.40 28.27 0| 0 0 0 4000 12.67 -0.56 24.96 0| 0 0 0 4800 21.42 -0.73 24.09 0| 0 0 0 6000 38.89 -0.85 26.84 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.47 Underlying Price 41.770 Time to expiry: 1669 Days Mar 15 4.59 -0.15 43.62 0| 0 0 0 2400 6.62 -0.25 36.09 0| 0 0 0 3200 8.66 -0.38 28.14 0| 0 0 0 4000 12.67 -0.53 25.12 0| 0 0 0 4800 21.20 -0.70 24.56 0| 0 0 0 6000 38.26 -0.81 27.40 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 39,329 0 Grand Total 0| 0 53,870 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 83 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dassault Systemes (100) (DS1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6800 Total N/A | N/A N/A 0 Indicative a-t-m Vol 27.12 Underlying Price 46.820 Time to expiry: 24 Days Sep 10 22.83 1.00 49.76 0| 0 0 0 2400 18.83 1.00 46.11 0| 0 0 0 2800 14.83 1.00 43.14 0| 0 0 0 3200 10.84 1.00 38.85 0| 0 0 0 3600 8.85 0.99 36.56 0| 0 0 0 3800 6.89 0.97 34.28 0| 0 0 0 4000 5.00 0.91 32.40 0| 0 0 0 4200 3.26 0.80 29.97 0| 0 0 0 4400 1.79 0.61 27.71 0| 0 0 0 4600 1.23 0.49 26.99 0| 0 0 0 4700 0.76 0.37 25.53 0| 0 1,006 0 4800 0.48 0.26 25.68 0| 0 0 0 4900 0.25 0.16 24.81 0| 0 34 0 5000 0.05 0.05 23.43 0| 1 1,156 -1 5200 0.01 0.01 21.96 0| 0 30 0 5400 0.01 0.00 20.92 0| 0 158 0 5600 0.01 0.00 19.42 0| 0 2 0 6000 0.01 0.00 18.69 0| 0 2 0 6400 0.01 0.00 18.93 0| 0 0 0 6800 0.01 0.00 19.41 0| 0 0 0 7200 0.01 0.00 22.76 0| 0 0 0 8000 Total 0| 1 2,388 -1 Indicative a-t-m Vol 24.80 Underlying Price 46.820 Time to expiry: 52 Days Oct 10 5.25 0.85 29.44 0| 0 0 0 4200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 84 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.62 0.74 27.47 0| 0 0 0 4400 2.22 0.59 25.44 0| 0 0 0 4600 1.66 0.50 24.66 0| 0 0 0 4700 1.17 0.41 23.52 0| 0 0 0 4800 0.82 0.32 23.22 0| 0 0 0 4900 0.52 0.23 22.43 0| 0 0 0 5000 0.19 0.11 21.60 0| 0 0 0 5200 0.05 0.03 20.31 0| 0 0 0 5400 0.01 0.01 19.47 0| 0 0 0 5600 0.01 0.00 18.00 0| 0 0 0 6000 0.01 0.00 18.50 0| 0 0 0 6400 0.01 0.00 18.50 0| 0 0 0 6800 Total 0| 0 0 0 Indicative a-t-m Vol 24.06 Underlying Price 46.820 Time to expiry: 87 Days Nov 10 5.59 0.81 28.17 0| 0 0 0 4200 4.04 0.71 26.37 0| 0 0 0 4400 2.69 0.58 24.63 0| 0 0 0 4600 2.12 0.51 23.94 0| 0 0 0 4700 1.61 0.44 23.03 0| 0 0 0 4800 1.25 0.37 23.02 0| 0 0 0 4900 0.50 0.19 22.38 0| 0 0 0 5200 0.10 0.05 21.43 0| 0 0 0 5600 0.01 0.01 20.94 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 23.43 Underlying Price 46.820 Time to expiry: 115 Days Dec 10 30.83 1.00 48.96 0| 0 0 0 1600 26.83 1.00 48.89 0| 0 0 0 2000 22.84 1.00 45.52 0| 0 0 0 2400 18.88 0.99 41.11 0| 0 0 0 2800 14.95 0.98 36.62 0| 0 0 0 3200 11.11 0.94 32.44 0| 0 0 0 3600 9.25 0.91 30.53 0| 0 0 0 3800 7.50 0.85 29.12 0| 0 0 0 4000 5.81 0.79 27.15 0| 0 0 0 4200 4.28 0.70 25.49 0| 0 150 0 4400 2.97 0.58 23.98 0| 0 500 0 4600 1.89 0.45 22.63 0| 0 0 0 4800 0.76 0.23 23.00 0| 0 525 0 5200 0.25 0.09 23.00 0| 0 100 0 5600 0.08 0.03 23.30 0| 0 55 0 6000 0.01 0.00 17.82 0| 0 0 0 6400 0.01 0.00 17.79 0| 0 0 0 7200 0.01 0.00 19.46 0| 0 0 0 8000 Total 0| 0 1,330 0 Indicative a-t-m Vol 23.35 Underlying Price 46.820 Time to expiry: 206 Days Mar 11 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 85 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.15 0.95 33.39 0| 0 0 0 3200 11.51 0.90 31.04 0| 0 0 0 3600 8.08 0.81 27.85 0| 0 0 0 4000 6.52 0.75 26.45 0| 0 0 0 4200 5.08 0.67 25.06 0| 0 0 0 4400 3.80 0.58 23.79 0| 0 50 0 4600 2.73 0.48 22.72 0| 0 25 0 4800 1.25 0.29 21.30 0| 0 51 0 5200 0.44 0.13 19.85 0| 0 224 0 5600 0.03 0.01 18.08 0| 0 100 0 6400 0.01 0.00 17.79 0| 0 0 0 7200 0.01 0.00 18.01 0| 0 0 0 8000 Total 0| 0 450 0 Indicative a-t-m Vol 22.96 Underlying Price 46.820 Time to expiry: 297 Days Jun 11 26.85 1.00 34.22 0| 0 0 0 2000 22.90 0.99 32.04 0| 0 0 0 2400 19.01 0.98 30.66 0| 0 0 0 2800 15.24 0.95 29.26 0| 0 0 0 3200 11.65 0.89 27.47 0| 0 0 0 3600 8.37 0.80 25.71 0| 0 0 0 4000 5.53 0.67 23.94 0| 0 0 0 4400 4.34 0.59 23.24 0| 0 0 0 4600 3.31 0.50 22.56 0| 0 0 0 4800 1.78 0.33 21.44 0| 0 0 0 5200 0.84 0.19 20.44 0| 0 0 0 5600 0.32 0.09 19.22 0| 0 0 0 6000 0.12 0.04 18.85 0| 0 0 0 6400 0.01 0.00 17.76 0| 0 0 0 7200 0.01 0.00 17.22 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 22.64 Underlying Price 46.820 Time to expiry: 479 Days Dec 11 22.97 0.99 31.38 0| 0 0 0 2400 15.56 0.92 28.58 0| 0 0 0 3200 9.12 0.76 25.40 0| 0 0 0 4000 6.42 0.65 23.73 0| 0 0 0 4400 4.22 0.52 22.19 0| 0 0 0 4800 1.48 0.26 20.14 0| 0 0 0 5600 0.78 0.16 19.38 0| 0 0 0 6000 0.01 0.00 17.38 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 22.71 Underlying Price 46.820 Time to expiry: 661 Days Jun 12 16.03 0.89 28.63 0| 0 0 0 3200 9.90 0.75 25.45 0| 0 0 0 4000 5.08 0.54 22.24 0| 0 0 0 4800 2.13 0.31 20.19 0| 0 0 0 5600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 86 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.27 0.21 19.43 0| 0 0 0 6000 0.05 0.01 17.43 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 1 4,168 -1 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 87 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dassault Systemes (100) (DS1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6800 Total N/A | N/A N/A 0 Indicative a-t-m Vol 27.12 Underlying Price 46.820 Time to expiry: 24 Days Sep 10 0.01 0.00 49.76 0| 0 0 0 2400 0.01 0.00 46.11 0| 0 0 0 2800 0.01 0.00 43.14 0| 0 0 0 3200 0.01 0.00 38.85 0| 0 0 0 3600 0.02 -0.01 36.56 0| 0 50 0 3800 0.06 -0.04 34.28 0| 0 50 0 4000 0.18 -0.09 32.40 0| 0 100 0 4200 0.44 -0.21 29.97 0| 0 29 0 4400 0.99 -0.39 27.71 0| 0 68 0 4600 1.43 -0.51 26.99 0| 0 0 0 4700 1.96 -0.64 25.53 0| 0 57 0 4800 2.69 -0.74 25.68 0| 0 0 0 4900 3.46 -0.84 24.81 0| 0 29 0 5000 5.27 -0.96 23.43 0| 0 400 0 5200 7.22 -0.99 21.96 0| 0 0 0 5400 9.21 -1.00 20.92 0| 0 0 0 5600 13.21 -1.00 19.42 0| 0 0 0 6000 17.21 -1.00 18.69 0| 0 0 0 6400 21.21 -1.00 18.93 0| 0 0 0 6800 25.21 -1.00 19.41 0| 0 0 0 7200 33.21 -1.00 22.76 0| 0 0 0 8000 Total 0| 0 783 0 Indicative a-t-m Vol 24.80 Underlying Price 46.820 Time to expiry: 52 Days Oct 10 0.44 -0.15 29.44 0| 0 0 0 4200 0.81 -0.26 27.47 0| 0 0 0 4400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 88 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.42 -0.41 25.44 0| 0 0 0 4600 1.86 -0.50 24.66 0| 0 0 0 4700 2.36 -0.59 23.52 0| 0 0 0 4800 3.01 -0.68 23.22 0| 0 0 0 4900 3.72 -0.77 22.43 0| 0 0 0 5000 5.39 -0.89 21.60 0| 0 0 0 5200 7.25 -0.97 20.31 0| 0 0 0 5400 9.22 -0.99 19.47 0| 0 0 0 5600 13.21 -1.00 18.00 0| 0 0 0 6000 17.21 -1.00 18.50 0| 0 0 0 6400 21.21 -1.00 18.50 0| 0 0 0 6800 Total 0| 0 0 0 Indicative a-t-m Vol 24.06 Underlying Price 46.820 Time to expiry: 87 Days Nov 10 0.75 -0.19 28.17 0| 0 0 0 4200 1.19 -0.29 26.37 0| 0 0 0 4400 1.84 -0.42 24.63 0| 0 0 0 4600 2.28 -0.49 23.94 0| 0 0 0 4700 2.76 -0.56 23.03 0| 0 0 0 4800 3.40 -0.64 23.02 0| 0 0 0 4900 5.66 -0.82 22.38 0| 0 0 0 5200 9.28 -0.96 21.43 0| 0 0 0 5600 13.21 -1.00 20.94 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 23.43 Underlying Price 46.820 Time to expiry: 115 Days Dec 10 0.01 0.00 48.96 0| 0 0 0 1600 0.01 0.00 48.89 0| 0 0 0 2000 0.01 0.00 45.52 0| 0 0 0 2400 0.04 -0.01 41.11 0| 0 144 0 2800 0.10 -0.03 36.62 0| 0 0 0 3200 0.25 -0.06 32.44 0| 0 0 0 3600 0.39 -0.10 30.53 0| 0 0 0 3800 0.63 -0.15 29.12 0| 0 180 0 4000 0.95 -0.21 27.15 0| 0 0 0 4200 1.42 -0.31 25.49 0| 0 81 0 4400 2.10 -0.42 23.98 0| 0 500 0 4600 3.02 -0.55 22.63 0| 0 1 0 4800 5.90 -0.77 23.00 0| 0 0 0 5200 9.40 -0.91 23.00 0| 0 0 0 5600 13.24 -0.97 23.30 0| 0 0 0 6000 17.19 -1.00 17.82 0| 0 0 0 6400 25.19 -1.00 17.79 0| 0 0 0 7200 33.18 -1.00 19.46 0| 0 0 0 8000 Total 0| 0 906 0 Indicative a-t-m Vol 23.35 Underlying Price 46.820 Time to expiry: 206 Days Mar 11 0.27 -0.05 33.39 0| 0 10 0 3200 0.61 -0.11 31.04 0| 0 0 0 3600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 89 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.16 -0.19 27.85 0| 0 78 0 4000 1.59 -0.26 26.45 0| 0 28 0 4200 2.15 -0.33 25.06 0| 0 0 0 4400 2.87 -0.42 23.79 0| 0 0 0 4600 3.79 -0.52 22.72 0| 0 0 0 4800 6.31 -0.72 21.30 0| 0 0 0 5200 9.52 -0.88 19.85 0| 0 0 0 5600 17.19 -1.00 18.08 0| 0 0 0 6400 25.18 -1.00 17.79 0| 0 0 0 7200 33.18 -1.00 18.01 0| 0 0 0 8000 Total 0| 0 116 0 Indicative a-t-m Vol 22.96 Underlying Price 46.820 Time to expiry: 297 Days Jun 11 0.01 0.00 34.22 0| 0 0 0 2000 0.04 -0.01 32.04 0| 0 0 0 2400 0.12 -0.02 30.66 0| 0 0 0 2800 0.35 -0.06 29.26 0| 0 0 0 3200 0.77 -0.12 27.47 0| 0 0 0 3600 1.52 -0.22 25.71 0| 0 0 0 4000 2.72 -0.36 23.94 0| 0 0 0 4400 3.56 -0.44 23.24 0| 0 0 0 4600 4.55 -0.52 22.56 0| 0 0 0 4800 7.05 -0.68 21.44 0| 0 0 0 5200 10.13 -0.82 20.44 0| 0 0 0 5600 13.61 -0.92 19.22 0| 0 0 0 6000 17.39 -0.96 18.85 0| 0 0 0 6400 25.22 -1.00 17.76 0| 0 0 0 7200 33.18 -1.00 17.22 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 22.64 Underlying Price 46.820 Time to expiry: 479 Days Dec 11 0.14 -0.02 31.38 0| 0 0 0 2400 0.75 -0.09 28.58 0| 0 0 0 3200 2.30 -0.25 25.40 0| 0 0 0 4000 3.58 -0.36 23.73 0| 0 0 0 4400 5.36 -0.49 22.19 0| 0 0 0 4800 10.60 -0.76 20.14 0| 0 0 0 5600 13.90 -0.86 19.38 0| 0 0 0 6000 33.18 -1.00 17.38 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 22.71 Underlying Price 46.820 Time to expiry: 661 Days Jun 12 1.25 -0.12 28.63 0| 0 0 0 3200 3.05 -0.27 25.45 0| 0 0 0 4000 6.16 -0.48 22.24 0| 0 0 0 4800 11.14 -0.71 20.19 0| 0 0 0 5600 14.26 -0.80 19.43 0| 0 0 0 6000 33.18 -1.00 17.43 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total Puts 0| 0 1,805 0 Grand Total 0| 1 5,973 -1 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 91 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dassault Systemes European (DS3) Indicative a-t-m Vol 27.43 Underlying Price 46.820 Time to expiry: 24 Days Sep 10 30.77 1.00 52.52 0| 0 0 0 1600 26.78 1.00 52.15 0| 0 0 0 2000 22.78 1.00 50.06 0| 0 0 0 2400 18.78 1.00 46.41 0| 0 0 0 2800 14.78 1.00 43.44 0| 0 0 0 3200 10.79 1.00 39.15 0| 0 0 0 3600 8.80 0.99 36.86 0| 0 0 0 3800 6.85 0.96 34.58 0| 0 0 0 4000 4.97 0.90 32.70 0| 0 70 0 4200 3.23 0.79 30.27 0| 0 500 0 4400 1.78 0.61 28.01 0| 0 0 0 4600 1.23 0.49 27.31 0| 0 0 0 4700 0.76 0.36 25.83 0| 0 30 0 4800 0.48 0.26 25.98 0| 0 0 0 4900 0.26 0.16 25.11 0| 0 0 0 5000 0.06 0.05 23.73 0| 0 0 0 5200 0.01 0.01 22.26 0| 0 0 0 5400 0.01 0.00 21.22 0| 0 540 0 5600 0.01 0.00 19.72 0| 0 1,003 0 6000 0.01 0.00 18.99 0| 0 1 0 6400 0.01 0.00 19.23 0| 0 0 0 6800 0.01 0.00 19.71 0| 0 0 0 7200 0.01 0.00 23.06 0| 0 0 0 8000 Total 0| 0 2,144 0 Indicative a-t-m Vol 23.31 Underlying Price 46.820 Time to expiry: 206 Days Mar 11 26.79 1.00 42.67 0| 0 0 0 2000 22.85 0.99 40.73 0| 0 0 0 2400 18.96 0.98 37.88 0| 0 0 0 2800 15.15 0.95 34.37 0| 0 0 0 3200 11.47 0.89 31.00 0| 0 0 0 3600 8.04 0.81 27.81 0| 0 0 0 4000 6.48 0.74 26.41 0| 0 0 0 4200 5.05 0.67 25.02 0| 0 0 0 4400 3.78 0.58 23.75 0| 0 0 0 4600 2.71 0.48 22.68 0| 0 0 0 4800 1.24 0.29 21.26 0| 0 0 0 5200 0.44 0.13 19.81 0| 0 0 0 5600 0.12 0.05 18.84 0| 0 0 0 6000 0.03 0.01 18.04 0| 0 40 0 6400 0.01 0.00 17.75 0| 0 0 0 7200 0.01 0.00 17.78 0| 0 0 0 8000 Total 0| 0 40 0 Indicative a-t-m Vol 27.16 Underlying Price 46.820 Time to expiry: 388 Days Sep 11 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 92 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.75 0.97 40.00 0| 0 0 0 2400 15.57 0.89 34.85 0| 0 0 0 3200 12.31 0.83 32.67 0| 0 0 0 3600 9.44 0.74 31.29 0| 0 0 0 4000 6.74 0.64 28.71 0| 0 70 0 4400 4.50 0.52 26.51 0| 0 0 0 4800 1.80 0.28 24.67 0| 0 0 0 5600 1.05 0.19 23.96 0| 0 0 0 6000 0.08 0.02 24.32 0| 0 0 0 8000 Total 0| 0 70 0 Indicative a-t-m Vol 26.65 Underlying Price 46.820 Time to expiry: 570 Days Mar 12 16.37 0.87 34.00 0| 0 0 0 3200 10.58 0.73 30.94 0| 0 0 0 4000 7.87 0.64 28.15 0| 0 0 0 4400 5.60 0.54 26.02 0| 0 0 0 4800 2.70 0.34 24.38 0| 0 0 0 5600 1.86 0.26 24.06 0| 0 0 0 6000 0.27 0.05 23.86 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 2,254 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dassault Systemes European (DS3) Indicative a-t-m Vol 27.43 Underlying Price 46.820 Time to expiry: 24 Days Sep 10 0.01 0.00 52.52 0| 0 2 0 1600 0.01 0.00 52.15 0| 0 2,565 0 2000 0.01 0.00 50.06 0| 0 510 0 2400 0.01 0.00 46.41 0| 0 0 0 2800 0.01 0.00 43.44 0| 0 500 0 3200 0.01 0.00 39.15 0| 0 669 0 3600 0.02 -0.01 36.86 0| 0 510 0 3800 0.07 -0.04 34.58 0| 0 0 0 4000 0.19 -0.10 32.70 0| 0 196 0 4200 0.45 -0.21 30.27 0| 0 0 0 4400 1.00 -0.39 28.01 0| 0 0 0 4600 1.45 -0.51 27.31 0| 0 0 0 4700 1.97 -0.64 25.83 0| 0 0 0 4800 2.70 -0.74 25.98 0| 0 0 0 4900 3.47 -0.84 25.11 0| 0 0 0 5000 5.27 -0.95 23.73 0| 0 0 0 5200 7.22 -0.99 22.26 0| 0 0 0 5400 9.21 -1.00 21.22 0| 0 0 0 5600 13.21 -1.00 19.72 0| 0 0 0 6000 17.21 -1.00 18.99 0| 0 0 0 6400 21.21 -1.00 19.23 0| 0 0 0 6800 25.21 -1.00 19.71 0| 0 0 0 7200 33.21 -1.00 23.06 0| 0 0 0 8000 Total 0| 0 4,952 0 Indicative a-t-m Vol 23.31 Underlying Price 46.820 Time to expiry: 206 Days Mar 11 0.01 0.00 42.67 0| 0 0 0 2000 0.05 -0.01 40.73 0| 0 0 0 2400 0.14 -0.02 37.88 0| 0 0 0 2800 0.30 -0.05 34.37 0| 0 0 0 3200 0.61 -0.11 31.00 0| 0 79 0 3600 1.16 -0.19 27.81 0| 0 0 0 4000 1.59 -0.26 26.41 0| 0 0 0 4200 2.14 -0.33 25.02 0| 0 0 0 4400 2.86 -0.42 23.75 0| 0 0 0 4600 3.78 -0.52 22.68 0| 0 0 0 4800 6.29 -0.71 21.26 0| 0 0 0 5200 9.47 -0.87 19.81 0| 0 0 0 5600 13.13 -0.95 18.84 0| 0 0 0 6000 17.01 -0.99 18.04 0| 0 0 0 6400 24.95 -1.00 17.75 0| 0 0 0 7200 32.90 -1.00 17.78 0| 0 0 0 8000 Total 0| 0 79 0 Indicative a-t-m Vol 27.16 Underlying Price 46.820 Time to expiry: 388 Days Sep 11 0.30 -0.03 40.00 0| 0 0 0 2400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 94 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.02 -0.11 34.85 0| 0 0 0 3200 1.71 -0.17 32.67 0| 0 0 0 3600 2.79 -0.26 31.29 0| 0 0 0 4000 4.04 -0.36 28.71 0| 0 0 0 4400 5.75 -0.48 26.51 0| 0 0 0 4800 10.95 -0.72 24.67 0| 0 0 0 5600 14.15 -0.81 23.96 0| 0 0 0 6000 32.94 -0.98 24.32 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.65 Underlying Price 46.820 Time to expiry: 570 Days Mar 12 1.58 -0.13 34.00 0| 0 50 0 3200 3.64 -0.27 30.94 0| 0 0 0 4000 4.86 -0.36 28.15 0| 0 0 0 4400 6.50 -0.46 26.02 0| 0 0 0 4800 11.45 -0.66 24.38 0| 0 0 0 5600 14.53 -0.74 24.06 0| 0 0 0 6000 32.55 -0.95 23.86 0| 0 0 0 8000 Total 0| 0 50 0 Total Puts 0| 0 5,081 0 Grand Total 0| 0 7,335 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dexia (100) (DX1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 220 N/A N/A N/A N/A N/A N/A | N/A N/A 0 240 N/A N/A N/A N/A N/A N/A | N/A N/A 0 260 N/A N/A N/A N/A N/A N/A | N/A N/A 0 270 N/A N/A N/A N/A N/A N/A | N/A N/A 0 280 N/A N/A N/A N/A N/A N/A | N/A N/A 0 290 N/A N/A N/A N/A N/A N/A | N/A N/A 0 300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 310 N/A N/A N/A N/A N/A N/A | N/A N/A 0 320 N/A N/A N/A N/A N/A N/A | N/A N/A 0 330 N/A N/A N/A N/A N/A N/A | N/A N/A 0 340 N/A N/A N/A N/A N/A N/A | N/A N/A 0 350 N/A N/A N/A N/A N/A N/A | N/A N/A 0 360 N/A N/A N/A N/A N/A N/A | N/A N/A 0 370 N/A N/A N/A N/A N/A N/A | N/A N/A 0 380 N/A N/A N/A N/A N/A N/A | N/A N/A 0 390 N/A N/A N/A N/A N/A N/A | N/A N/A 0 400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 420 N/A N/A N/A N/A N/A N/A | N/A N/A 0 440 N/A N/A N/A N/A N/A N/A | N/A N/A 0 460 Total N/A | N/A N/A 0 Indicative a-t-m Vol 44.19 Underlying Price 3.336 Time to expiry: 24 Days Sep 10 1.74 1.00 65.00 0| 0 0 0 160 1.34 1.00 59.65 0| 0 0 0 200 1.14 1.00 57.08 0| 0 0 0 220 0.94 0.99 54.64 0| 0 0 0 240 0.74 0.97 52.33 0| 0 0 0 260 0.65 0.95 51.23 0| 0 280 0 270 0.55 0.92 50.16 0| 0 0 0 280 0.46 0.88 49.13 0| 0 0 0 290 0.38 0.82 48.13 0| 0 1,000 0 300 0.31 0.74 47.76 0| 0 1,000 0 310 0.24 0.66 46.12 0| 0 1,075 0 320 0.18 0.56 44.90 0| 0 0 0 330 0.12 0.46 43.13 0| 0 1,075 0 340 0.09 0.36 44.94 0| 0 1,000 0 350 0.06 0.27 42.72 0| 0 68 0 360 0.04 0.19 42.01 0| 0 0 0 370 0.02 0.12 41.26 0| 0 50 0 380 0.01 0.08 40.53 0| 0 0 0 390 0.01 0.05 39.82 0| 0 1,100 0 400 0.01 0.01 38.49 0| 0 1,000 0 420 0.01 0.00 37.25 0| 0 100 0 440 0.01 0.00 36.10 0| 0 50 0 460 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 35.03 0| 0 103 0 480 0.01 0.00 33.11 0| 0 0 0 520 0.01 0.00 31.48 0| 0 0 0 560 0.01 0.00 30.08 0| 0 0 0 600 0.01 0.00 28.90 0| 0 0 0 640 0.01 0.00 27.92 0| 0 0 0 680 0.01 0.00 27.11 0| 0 0 0 720 0.01 0.00 25.93 0| 0 1,000 0 800 0.01 0.00 25.26 0| 0 0 0 880 0.01 0.00 25.00 0| 0 0 0 960 Total 0| 0 8,901 0 Indicative a-t-m Vol 45.65 Underlying Price 3.336 Time to expiry: 52 Days Oct 10 0.96 0.94 62.00 0| 0 0 0 240 0.78 0.90 57.14 0| 0 0 0 260 0.60 0.83 53.12 0| 0 0 0 280 0.45 0.75 49.85 0| 0 0 0 300 0.38 0.69 49.03 0| 0 0 0 310 0.31 0.63 46.57 0| 0 0 0 320 0.25 0.56 45.94 0| 0 0 0 330 0.20 0.49 45.21 0| 0 1,000 0 340 0.16 0.43 44.97 0| 0 0 0 350 0.12 0.35 43.43 0| 0 1,000 0 360 0.09 0.29 43.09 0| 0 9,000 0 370 0.07 0.24 42.61 0| 0 1,000 0 380 0.05 0.19 42.23 0| 0 0 0 390 0.04 0.15 41.95 0| 0 1,400 0 400 0.02 0.09 41.65 0| 0 1,000 0 420 0.01 0.05 41.68 0| 0 0 0 440 0.01 0.03 42.00 0| 0 0 0 460 Total 0| 0 14,400 0 Indicative a-t-m Vol 46.27 Underlying Price 3.336 Time to expiry: 87 Days Nov 10 0.82 0.86 55.00 0| 0 0 0 260 0.65 0.80 51.59 0| 0 0 0 280 0.51 0.71 50.14 0| 0 0 0 300 0.38 0.62 47.57 0| 0 0 0 320 0.32 0.57 46.74 0| 0 0 0 330 0.27 0.51 45.58 0| 0 0 0 340 0.23 0.46 45.36 0| 0 0 0 350 0.19 0.41 44.78 0| 0 0 0 360 0.12 0.30 42.47 0| 0 0 0 380 0.06 0.19 38.00 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 45.54 Underlying Price 3.336 Time to expiry: 115 Days Dec 10 1.75 0.99 65.00 0| 0 0 0 160 1.37 0.95 60.97 0| 0 0 0 200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.01 0.89 56.34 0| 0 46 0 240 0.84 0.84 54.04 0| 0 0 0 260 0.69 0.77 52.16 0| 0 20 0 280 0.55 0.70 49.98 0| 0 0 0 300 0.42 0.62 47.14 0| 0 122 0 320 0.31 0.53 44.85 0| 0 5 0 340 0.23 0.43 43.56 0| 0 129 0 360 0.16 0.34 42.74 0| 0 101 0 380 0.10 0.25 40.35 0| 0 2,262 0 400 0.06 0.18 38.79 0| 0 22 0 420