Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.53 Underlying Price 33.590 Time to expiry: 21 Days Sep 10 13.60 1.00 52.00 0| 0 0 0 2000 11.60 1.00 47.18 0| 0 0 0 2200 9.60 1.00 42.73 0| 0 0 0 2400 5.63 0.98 38.37 0| 0 0 0 2800 3.73 0.91 36.14 0| 0 53 0 3000 1.99 0.75 30.96 0| 0 20 0 3200 1.28 0.61 29.10 0| 0 0 0 3300 0.65 0.74 0.45 28.13 0.65 0.65 21| 0 0 0 3400 0.37 0.28 26.93 0| 0 22 0 3500 0.16 0.18 0.16 26.99 0.16 0.16 2| 3 35 -3 3600 0.07 0.07 26.33 0| 0 25 0 3700 0.03 0.03 27.07 0| 0 763 0 3800 0.01 0.01 26.56 0| 0 70 0 3900 0.01 0.00 27.25 0| 0 1,629 0 4000 0.01 0.00 27.31 0| 0 79 0 4200 0.01 0.00 27.35 0| 0 51 0 4400 0.01 0.00 27.61 0| 0 60 0 4600 0.01 0.00 28.08 0| 0 0 0 4800 0.01 0.00 31.00 0| 0 0 0 5600 Total 23| 3 2,807 -3 Indicative a-t-m Vol 29.45 Underlying Price 33.590 Time to expiry: 49 Days Oct 10 5.82 0.91 38.65 0| 0 0 0 2800 4.02 0.83 34.14 0| 0 0 0 3000 2.45 0.69 31.17 0| 0 0 0 3200 1.80 0.59 30.00 0| 0 0 0 3300 1.27 0.48 29.07 0| 0 25 0 3400 0.84 0.37 28.31 0| 0 0 0 3500 0.53 0.27 27.51 0| 0 3 0 3600 0.32 0.18 27.10 0| 0 6 0 3700 0.17 0.11 26.16 0| 0 16 0 3800 0.07 0.05 27.75 0| 0 0 0 4000 0.01 0.01 26.38 0| 0 0 0 4200 0.01 0.00 26.00 0| 0 0 0 4400 Total 0| 0 50 0 Indicative a-t-m Vol 32.45 Underlying Price 33.590 Time to expiry: 84 Days Nov 10 6.15 0.86 39.44 0| 0 0 0 2800 4.50 0.77 36.40 0| 0 0 0 3000 3.07 0.65 34.03 0| 0 0 0 3200 2.45 0.58 32.93 0| 0 0 0 3300 1.92 0.50 32.12 0| 0 0 0 3400 1.45 0.43 31.17 0| 0 0 0 3500 1.08 0.35 30.55 0| 0 0 0 3600 0.54 0.21 29.26 0| 0 0 0 3800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.26 0.12 28.77 0| 0 0 0 4000 0.10 0.06 27.78 0| 0 0 0 4200 Total 0| 0 0 0 Indicative a-t-m Vol 32.68 Underlying Price 33.590 Time to expiry: 112 Days Dec 10 17.66 0.99 60.00 0| 0 0 0 1600 13.75 0.97 52.26 0| 0 0 0 2000 11.83 0.96 49.06 0| 0 0 0 2200 9.94 0.93 44.87 0| 0 0 0 2400 6.38 0.83 38.90 0| 0 80 0 2800 4.80 0.75 36.31 0| 0 1,000 0 3000 3.41 0.64 34.23 0| 0 66 0 3200 2.26 0.52 32.28 0| 0 0 0 3400 1.39 0.38 30.90 0| 0 4,831 0 3600 0.81 0.79 0.26 29.62 0.81 0.81 5| 0 42 -5 3800 0.50 0.43 0.16 28.83 0.50 0.50 5| 0 5,442 0 4000 0.21 0.09 28.23 0| 0 261 0 4200 0.10 0.05 27.53 0| 0 249 0 4400 0.02 0.01 27.28 0| 0 71 0 4800 0.01 0.00 29.00 0| 0 113 0 5600 Total 10| 0 12,155 -5 Indicative a-t-m Vol 33.30 Underlying Price 33.590 Time to expiry: 203 Days Mar 11 12.15 0.93 45.24 0| 0 0 0 2200 10.37 0.89 42.72 0| 0 0 0 2400 7.08 0.79 38.21 0| 0 0 0 2800 4.33 0.63 34.74 0| 0 0 0 3200 3.19 0.54 32.93 0| 0 0 0 3400 2.29 0.44 31.73 0| 0 0 0 3600 1.57 0.34 30.54 0| 0 0 0 3800 1.03 0.26 29.71 0| 0 12 0 4000 0.70 0.19 29.51 0| 0 250 0 4200 0.44 0.13 28.88 0| 0 64 0 4400 0.15 0.06 27.71 0| 0 84 0 4800 0.03 0.01 29.00 0| 0 64 0 5600 Total 0| 0 474 0 Indicative a-t-m Vol 34.44 Underlying Price 33.590 Time to expiry: 294 Days Jun 11 17.85 0.98 51.92 0| 0 0 0 1600 14.12 0.94 46.97 0| 0 0 0 2000 12.35 0.91 44.93 0| 0 0 0 2200 10.58 0.88 41.71 0| 0 0 0 2400 7.46 0.77 38.40 0| 0 19 0 2800 4.83 0.63 35.23 0| 0 0 0 3200 3.63 3.79 0.55 34.24 3.63 3.63 13| 0 0 0 3400 2.88 0.47 33.05 0| 0 0 0 3600 2.09 0.38 31.57 0| 0 0 0 3800 1.54 0.31 31.06 0| 0 0 0 4000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.15 0.24 30.89 0| 0 0 0 4200 0.76 0.18 29.62 0| 0 0 0 4400 0.34 0.10 28.53 0| 0 127 0 4800 0.08 0.03 28.58 0| 0 0 0 5600 0.04 0.02 29.00 0| 0 0 0 6000 Total 13| 0 146 0 Indicative a-t-m Vol 32.30 Underlying Price 33.590 Time to expiry: 476 Days Dec 11 14.21 0.93 40.46 0| 0 0 0 2000 10.98 0.85 38.75 0| 0 0 0 2400 5.51 0.62 32.70 0| 0 0 0 3200 3.73 0.49 31.70 0| 0 2,000 0 3600 2.20 0.35 29.19 0| 0 0 0 4000 0.71 0.73 0.16 27.33 0.71 S 0.71 S 1,000| 0 0 0 4800 0.26 0.06 30.00 0| 0 0 0 6000 Total 1,000| 0 2,000 0 Indicative a-t-m Vol 34.43 Underlying Price 33.590 Time to expiry: 658 Days Jun 12 14.65 0.90 43.89 0| 0 0 0 2000 11.58 0.83 40.68 0| 0 0 0 2400 6.52 0.63 35.32 0| 0 0 0 3200 4.62 0.52 33.09 0| 0 0 0 3600 3.15 0.41 31.42 0| 0 0 0 4000 1.37 0.23 29.40 0| 0 0 0 4800 0.51 0.10 30.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 1,046| 3 17,632 -8 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.53 Underlying Price 33.590 Time to expiry: 21 Days Sep 10 0.01 0.00 52.00 0| 0 120 0 2000 0.01 0.00 47.18 0| 0 80 0 2200 0.01 0.00 42.73 0| 0 18 0 2400 0.03 -0.02 38.37 0| 0 139 0 2800 0.18 0.13 -0.09 36.14 0.18 0.18 3| 0 62 0 3000 0.39 -0.25 30.96 0| 0 163 0 3200 0.68 -0.39 29.10 0| 0 0 0 3300 1.15 -0.55 28.13 0| 0 177 0 3400 1.77 -0.72 26.93 0| 0 245 0 3500 2.58 -0.84 26.99 0| 0 96 0 3600 3.47 -0.93 26.33 0| 0 0 0 3700 4.43 -0.97 27.07 0| 0 63 0 3800 5.41 -0.99 26.56 0| 0 0 0 3900 6.41 -1.00 27.25 0| 0 25 0 4000 8.41 -1.00 27.31 0| 0 0 0 4200 10.41 -1.00 27.35 0| 0 0 0 4400 12.41 -1.00 27.61 0| 0 0 0 4600 14.41 -1.00 28.08 0| 0 0 0 4800 22.41 -1.00 31.00 0| 0 0 0 5600 Total 3| 0 1,188 0 Indicative a-t-m Vol 29.45 Underlying Price 33.590 Time to expiry: 49 Days Oct 10 0.21 -0.09 38.65 0| 0 0 0 2800 0.40 -0.17 34.14 0| 0 25 0 3000 0.84 -0.31 31.17 0| 0 5,015 0 3200 1.19 -0.41 30.00 0| 0 16 0 3300 1.66 -0.52 29.07 0| 0 9 0 3400 2.23 -0.63 28.31 0| 0 0 0 3500 2.92 -0.73 27.51 0| 0 0 0 3600 3.71 -0.82 27.10 0| 0 0 0 3700 4.56 -0.89 26.16 0| 0 17 0 3800 6.46 -0.95 27.75 0| 0 0 0 4000 8.41 -0.99 26.38 0| 0 0 0 4200 10.41 -1.00 26.00 0| 0 0 0 4400 Total 0| 0 5,082 0 Indicative a-t-m Vol 32.45 Underlying Price 33.590 Time to expiry: 84 Days Nov 10 0.52 -0.14 39.44 0| 0 0 0 2800 0.86 -0.23 36.40 0| 0 0 0 3000 1.43 -0.35 34.03 0| 0 0 0 3200 1.81 -0.42 32.93 0| 0 0 0 3300 2.28 -0.50 32.12 0| 0 0 0 3400 2.81 -0.58 31.17 0| 0 0 0 3500 3.44 -0.65 30.55 0| 0 0 0 3600 4.90 -0.79 29.26 0| 0 0 0 3800 6.62 -0.88 28.77 0| 0 0 0 4000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.47 -0.95 27.78 0| 0 0 0 4200 Total 0| 0 0 0 Indicative a-t-m Vol 32.68 Underlying Price 33.590 Time to expiry: 112 Days Dec 10 0.03 -0.01 60.00 0| 0 58 0 1600 0.11 -0.03 52.26 0| 0 80 0 2000 0.19 -0.04 49.06 0| 0 158 0 2200 0.28 -0.07 44.87 0| 0 125 0 2400 0.72 -0.17 38.90 0| 0 168 0 2800 1.13 -0.25 36.31 0| 0 5,438 0 3000 1.68 1.74 -0.36 34.23 1.68 1.67 18| 4 1,168 +4 3200 2.59 -0.49 32.28 0| 0 121 0 3400 3.71 3.72 -0.62 30.90 3.74 3.71 9| 0 69 0 3600 5.12 -0.75 29.62 0| 0 32 0 3800 6.76 -0.84 28.83 0| 0 33 0 4000 8.55 -0.92 28.23 0| 0 0 0 4200 10.45 -0.96 27.53 0| 0 0 0 4400 14.41 -1.00 27.28 0| 0 1 0 4800 22.41 -1.00 29.00 0| 0 0 0 5600 Total 27| 4 7,451 +4 Indicative a-t-m Vol 33.30 Underlying Price 33.590 Time to expiry: 203 Days Mar 11 0.44 -0.08 45.24 0| 0 0 0 2200 0.66 -0.11 42.72 0| 0 128 0 2400 1.34 -0.21 38.21 0| 0 125 0 2800 2.58 -0.37 34.74 0| 0 50 0 3200 3.44 -0.46 32.93 0| 0 29 0 3400 4.53 -0.56 31.73 0| 0 20 0 3600 5.80 -0.66 30.54 0| 0 6 0 3800 7.28 -0.75 29.71 0| 0 0 0 4000 8.94 -0.82 29.51 0| 0 0 0 4200 10.70 -0.88 28.88 0| 0 0 0 4400 14.45 -0.96 27.71 0| 0 0 0 4800 22.41 -1.00 29.00 0| 0 0 0 5600 Total 0| 0 358 0 Indicative a-t-m Vol 34.44 Underlying Price 33.590 Time to expiry: 294 Days Jun 11 0.27 -0.04 51.92 0| 0 20 0 1600 0.60 -0.08 46.97 0| 0 40 0 2000 0.80 0.86 -0.11 44.93 0.80 0.80 3| 35 67 +35 2200 1.12 -0.15 41.71 0| 0 22 0 2400 2.10 -0.25 38.40 0| 0 100 0 2800 3.55 -0.40 35.23 0| 0 0 0 3200 4.54 -0.47 34.24 0| 0 0 0 3400 5.66 -0.55 33.05 0| 0 0 0 3600 6.88 -0.64 31.57 0| 0 0 0 3800 8.34 -0.71 31.06 0| 0 0 0 4000 9.95 -0.77 30.89 0| 0 0 0 4200 11.56 -0.83 29.62 0| 0 0 0 4400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.14 -0.91 28.53 0| 0 0 0 4800 22.84 -0.97 28.58 0| 0 0 0 5600 26.78 -0.99 29.00 0| 0 0 0 6000 Total 3| 35 249 +35 Indicative a-t-m Vol 32.30 Underlying Price 33.590 Time to expiry: 476 Days Dec 11 0.95 0.79 -0.09 40.46 0.95 0.95 10| 0 0 0 2000 1.69 1.63 -0.17 38.75 1.69 1.69 10| 0 40 0 2400 4.36 4.17 -0.39 32.70 4.36 S 4.36 S 1,000| 0 0 0 3200 6.38 -0.52 31.70 0| 0 250 0 3600 8.83 -0.66 29.19 0| 0 0 0 4000 15.37 -0.86 27.33 0| 0 0 0 4800 26.86 -0.95 30.00 0| 0 0 0 6000 Total 1,020| 0 290 0 Indicative a-t-m Vol 34.43 Underlying Price 33.590 Time to expiry: 658 Days Jun 12 1.62 -0.13 43.89 0| 0 0 0 2000 2.63 -0.20 40.68 0| 0 0 0 2400 5.59 -0.39 35.32 0| 0 0 0 3200 7.68 -0.50 33.09 0| 0 0 0 3600 10.19 -0.61 31.42 0| 0 0 0 4000 16.31 -0.78 29.40 0| 0 0 0 4800 27.23 -0.91 30.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 1,053| 39 14,618 +39 Grand Total 2,099| 42 32,250 +31 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.53 Underlying Price 33.590 Time to expiry: 21 Days Sep 10 13.60 1.00 52.00 0| 0 0 0 2000 11.60 1.00 47.18 0| 0 0 0 2200 9.60 1.00 42.73 0| 0 0 0 2400 5.63 0.98 38.37 0| 0 425 0 2800 3.73 0.91 36.14 0| 0 610 0 3000 1.99 0.75 30.96 0| 0 21 0 3200 1.28 0.61 29.10 0| 0 0 0 3300 0.74 0.45 28.13 0| 0 372 0 3400 0.37 0.28 26.93 0| 0 0 0 3500 0.18 0.16 26.99 0| 0 247 0 3600 0.07 0.07 26.33 0| 0 0 0 3700 0.03 0.03 27.07 0| 0 1 0 3800 0.01 0.01 26.56 0| 0 0 0 3900 0.01 0.00 27.25 0| 0 1 0 4000 0.01 0.00 27.31 0| 0 0 0 4200 0.01 0.00 27.35 0| 0 0 0 4400 0.01 0.00 27.45 0| 0 0 0 4500 0.01 0.00 27.61 0| 0 0 0 4600 0.01 0.00 28.08 0| 0 0 0 4800 0.01 0.00 31.00 0| 0 0 0 5600 Total 0| 0 1,677 0 Indicative a-t-m Vol 33.30 Underlying Price 33.590 Time to expiry: 203 Days Mar 11 13.98 0.95 47.75 0| 0 0 0 2000 12.15 0.93 45.24 0| 0 0 0 2200 10.37 0.89 42.72 0| 0 0 0 2400 7.08 0.79 38.21 0| 0 0 0 2800 5.61 0.72 36.29 0| 0 0 0 3000 4.33 0.63 34.74 0| 0 0 0 3200 3.19 0.54 32.93 0| 0 0 0 3400 2.29 0.44 31.73 0| 0 0 0 3600 1.57 0.34 30.54 0| 0 515 0 3800 1.03 0.26 29.71 0| 0 500 0 4000 0.70 0.19 29.51 0| 0 0 0 4200 0.33 0.11 28.44 0| 0 0 0 4500 0.15 0.06 27.71 0| 0 0 0 4800 0.10 0.04 28.12 0| 0 0 0 5000 0.04 0.01 28.70 0| 0 0 0 5500 0.02 0.01 30.07 0| 0 0 0 6000 Total 0| 0 1,015 0 Indicative a-t-m Vol 34.47 Underlying Price 33.590 Time to expiry: 385 Days Sep 11 13.94 0.91 46.00 0| 0 0 0 2000 12.24 0.88 43.31 0| 0 0 0 2200 10.65 0.84 41.45 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.70 0.74 37.91 0| 0 0 0 2800 5.33 0.61 35.54 0| 0 0 0 3200 3.37 0.47 32.86 0| 0 396 0 3600 1.89 0.33 30.22 0| 0 500 0 4000 0.38 0.10 27.50 0| 0 0 0 5000 0.06 0.02 26.37 0| 0 0 0 6000 Total 0| 0 896 0 Indicative a-t-m Vol 34.16 Underlying Price 33.590 Time to expiry: 567 Days Mar 12 14.63 0.88 45.49 0| 0 0 0 2000 11.41 0.82 40.47 0| 0 0 0 2400 8.68 0.73 37.52 0| 0 0 0 2800 6.35 0.63 35.21 0| 0 500 0 3200 4.34 0.51 32.58 0| 0 500 0 3600 2.86 0.39 30.69 0| 0 500 0 4000 0.79 0.16 27.22 0| 0 0 0 5000 0.19 0.05 25.78 0| 0 0 0 6000 Total 0| 0 1,500 0 Indicative a-t-m Vol 34.00 Underlying Price 33.590 Time to expiry: 756 Days Sep 12 14.54 0.86 45.09 0| 0 0 0 2000 11.53 0.80 40.41 0| 0 0 0 2400 6.71 0.62 35.05 0| 0 0 0 3200 4.79 0.52 32.42 0| 0 0 0 3600 3.39 0.42 31.00 0| 0 0 0 4000 1.50 0.24 28.51 0| 0 0 0 4800 0.42 0.09 26.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.04 Underlying Price 33.590 Time to expiry: 931 Days Mar 13 15.11 0.86 44.53 0| 0 0 0 2000 12.18 0.80 39.99 0| 0 0 0 2400 7.49 0.64 34.97 0| 0 0 0 3200 5.59 0.54 32.62 0| 0 0 0 3600 4.07 0.45 30.84 0| 0 0 0 4000 2.02 0.28 28.35 0| 0 0 0 4800 0.70 0.12 26.87 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.97 Underlying Price 33.590 Time to expiry: 1120 Days Sep 13 14.92 0.85 44.13 0| 0 0 0 2000 12.19 0.79 40.13 0| 0 0 0 2400 7.62 0.63 34.47 0| 0 0 0 3200 4.62 0.47 31.96 0| 0 0 0 4000 2.55 0.31 29.65 0| 0 0 0 4800 1.11 0.17 28.43 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.77 Underlying Price 33.590 Time to expiry: 1302 Days Mar 14 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 9 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.44 0.85 43.59 0| 0 0 0 2000 12.79 0.79 39.79 0| 0 0 0 2400 8.26 0.65 34.17 0| 0 0 0 3200 5.32 0.50 32.17 0| 0 0 0 4000 3.15 0.35 29.84 0| 0 0 0 4800 1.40 0.19 27.95 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.48 Underlying Price 33.590 Time to expiry: 1484 Days Sep 14 15.18 0.84 43.36 0| 0 0 0 2000 12.64 0.78 39.59 0| 0 0 0 2400 8.29 0.64 34.01 0| 0 0 0 3200 5.31 0.50 31.35 0| 0 0 0 4000 3.31 0.36 29.68 0| 0 0 0 4800 1.68 0.22 28.57 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.44 Underlying Price 33.590 Time to expiry: 1666 Days Mar 15 15.61 0.84 42.72 0| 0 0 0 2000 13.19 0.79 39.42 0| 0 0 0 2400 8.89 0.66 33.91 0| 0 0 0 3200 5.94 0.52 31.54 0| 0 0 0 4000 3.84 0.39 29.61 0| 0 0 0 4800 2.14 0.25 28.78 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 5,088 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.53 Underlying Price 33.590 Time to expiry: 21 Days Sep 10 0.01 0.00 52.00 0| 0 19 0 2000 0.01 0.00 47.18 0| 0 0 0 2200 0.01 0.00 42.73 0| 0 32 0 2400 0.03 -0.02 38.37 0| 0 95 0 2800 0.13 -0.09 36.14 0| 0 800 0 3000 0.39 -0.25 30.96 0| 0 0 0 3200 0.76 0.68 -0.39 29.10 0.76 0.76 240| 0 0 0 3300 1.14 -0.55 28.13 0| 0 15 0 3400 1.77 -0.72 26.93 0| 0 0 0 3500 2.58 -0.84 26.99 0| 0 0 0 3600 3.47 -0.93 26.33 0| 0 0 0 3700 4.43 -0.97 27.07 0| 0 457 0 3800 5.41 -0.99 26.56 0| 0 0 0 3900 6.40 -1.00 27.25 0| 0 1,020 0 4000 8.40 -1.00 27.31 0| 0 0 0 4200 10.40 -1.00 27.35 0| 0 0 0 4400 11.40 -1.00 27.45 0| 0 1,502 0 4500 12.40 -1.00 27.61 0| 0 0 0 4600 14.40 -1.00 28.08 0| 0 0 0 4800 22.39 -1.00 31.00 0| 0 0 0 5600 Total 240| 0 3,940 0 Indicative a-t-m Vol 33.30 Underlying Price 33.590 Time to expiry: 203 Days Mar 11 0.29 -0.05 47.75 0| 0 0 0 2000 0.44 -0.07 45.24 0| 0 0 0 2200 0.65 -0.11 42.72 0| 0 0 0 2400 1.34 -0.21 38.21 0| 0 0 0 2800 1.86 -0.28 36.29 0| 0 0 0 3000 2.57 -0.37 34.74 0| 0 500 0 3200 3.42 -0.46 32.93 0| 0 532 0 3400 4.51 -0.56 31.73 0| 0 0 0 3600 5.77 -0.66 30.54 0| 0 0 0 3800 7.23 -0.74 29.71 0| 0 0 0 4000 8.88 -0.81 29.51 0| 0 0 0 4200 11.51 -0.89 28.44 0| 0 0 0 4500 14.31 -0.94 27.71 0| 0 1,000 0 4800 16.25 -0.96 28.12 0| 0 0 0 5000 21.16 -0.99 28.70 0| 0 0 0 5500 26.11 -0.99 30.07 0| 0 0 0 6000 Total 0| 0 2,032 0 Indicative a-t-m Vol 34.47 Underlying Price 33.590 Time to expiry: 385 Days Sep 11 0.85 -0.09 46.00 0| 0 80 0 2000 1.12 -0.12 43.31 0| 0 0 0 2200 1.50 -0.16 41.45 0| 0 500 0 2400 2.51 -0.26 37.91 0| 0 500 0 2800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 11 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.09 -0.39 35.54 0| 0 500 0 3200 6.08 -0.53 32.86 0| 0 505 0 3600 8.56 -0.67 30.22 0| 0 0 0 4000 16.92 -0.90 27.50 0| 0 0 0 5000 26.48 -0.98 26.37 0| 0 0 0 6000 Total 0| 0 2,085 0 Indicative a-t-m Vol 34.16 Underlying Price 33.590 Time to expiry: 567 Days Mar 12 1.39 -0.12 45.49 0| 0 0 0 2000 2.10 -0.18 40.47 0| 0 500 0 2400 3.29 -0.27 37.52 0| 0 0 0 2800 4.89 -0.37 35.21 0| 0 500 0 3200 6.80 -0.49 32.58 0| 0 500 0 3600 9.24 -0.61 30.69 0| 0 0 0 4000 16.97 -0.84 27.22 0| 0 0 0 5000 26.18 -0.95 25.78 0| 0 0 0 6000 Total 0| 0 1,500 0 Indicative a-t-m Vol 34.00 Underlying Price 33.590 Time to expiry: 756 Days Sep 12 2.01 -0.14 45.09 0| 0 0 0 2000 2.89 -0.20 40.41 0| 0 0 0 2400 5.84 -0.38 35.05 0| 0 0 0 3200 7.81 -0.48 32.42 0| 0 0 0 3600 10.30 -0.58 31.00 0| 0 0 0 4000 16.19 -0.76 28.51 0| 0 0 0 4800 26.77 -0.91 26.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.04 Underlying Price 33.590 Time to expiry: 931 Days Mar 13 2.39 -0.14 44.53 0| 0 0 0 2000 3.31 -0.20 39.99 0| 0 0 0 2400 6.32 -0.36 34.97 0| 0 0 0 3200 8.27 -0.46 32.62 0| 0 0 0 3600 10.60 -0.55 30.84 0| 0 0 0 4000 16.25 -0.72 28.35 0| 0 0 0 4800 26.47 -0.88 26.87 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.97 Underlying Price 33.590 Time to expiry: 1120 Days Sep 13 2.88 -0.15 44.13 0| 0 0 0 2000 3.95 -0.21 40.13 0| 0 0 0 2400 7.00 -0.37 34.47 0| 0 0 0 3200 11.60 -0.53 31.96 0| 0 0 0 4000 17.15 -0.69 29.65 0| 0 0 0 4800 27.11 -0.83 28.43 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.77 Underlying Price 33.590 Time to expiry: 1302 Days Mar 14 3.16 -0.15 43.59 0| 0 0 0 2000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.27 -0.21 39.79 0| 0 0 0 2400 7.25 -0.35 34.17 0| 0 0 0 3200 11.82 -0.50 32.17 0| 0 0 0 4000 17.17 -0.65 29.84 0| 0 0 0 4800 26.69 -0.81 27.95 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.48 Underlying Price 33.590 Time to expiry: 1484 Days Sep 14 3.57 -0.16 43.36 0| 0 0 0 2000 4.74 -0.22 39.59 0| 0 0 0 2400 7.80 -0.36 34.01 0| 0 0 0 3200 12.23 -0.50 31.35 0| 0 0 0 4000 17.65 -0.64 29.68 0| 0 0 0 4800 27.13 -0.78 28.57 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.44 Underlying Price 33.590 Time to expiry: 1666 Days Mar 15 3.72 -0.16 42.72 0| 0 0 0 2000 4.95 -0.21 39.42 0| 0 0 0 2400 7.95 -0.34 33.91 0| 0 0 0 3200 12.31 -0.48 31.54 0| 0 0 0 4000 17.51 -0.61 29.61 0| 0 0 0 4800 26.77 -0.75 28.78 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 240| 0 9,557 0 Grand Total 240| 0 14,645 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 26.90 Underlying Price 35.715 Time to expiry: 21 Days Sep 10 15.72 1.00 70.00 0| 0 0 0 2000 13.72 1.00 71.41 0| 0 0 0 2200 11.73 0.99 66.67 0| 0 0 0 2400 9.78 0.98 68.21 0| 0 0 0 2600 7.80 0.97 56.96 0| 0 0 0 2800 5.82 0.95 45.90 0| 0 100 0 3000 4.84 0.93 40.75 0| 0 0 0 3100 3.89 0.90 37.09 0| 0 1,868 0 3200 2.96 0.85 32.93 0| 0 441 0 3300 2.11 0.76 30.16 0| 87 9,744 +32 3400 1.09 1.38 0.63 27.96 1.09 1.09 15| 20 1,292 +20 3500 0.63 0.80 0.47 26.49 0.66 0.60 498| 0 10,893 0 3600 0.29 0.41 0.30 25.55 0.29 0.29 30| 29 8,549 -29 3700 0.14 0.19 0.17 25.23 0.14 0.14 28| 0 14,149 0 3800 0.02 0.02 22.65 0| 2 4,275 +2 4000 0.01 0.00 21.47 0| 0 20 0 4200 0.01 0.00 21.51 0| 0 802 0 4400 0.01 0.00 38.00 0| 0 2,354 0 4800 0.01 0.00 40.00 0| 0 0 0 5600 Total 571| 138 54,487 +25 Indicative a-t-m Vol 28.41 Underlying Price 35.715 Time to expiry: 49 Days Oct 10 7.91 0.94 45.33 0| 0 0 0 2800 6.02 0.89 40.29 0| 0 0 0 3000 4.22 0.82 35.17 0| 0 0 0 3200 3.38 0.76 32.93 0| 0 33 0 3300 2.63 0.69 31.29 0| 0 339 0 3400 1.95 0.60 29.80 0| 75 412 +75 3500 1.14 1.35 0.49 27.87 1.14 1.14 75| 1,250 1,363 +1,250 3600 0.80 0.89 0.38 26.61 0.80 0.80 75| 0 157 0 3700 0.53 0.58 0.28 26.33 0.53 0.53 44| 0 270 0 3800 0.21 0.13 25.97 0| 0 291 0 4000 0.08 0.05 26.46 0| 0 121 0 4200 Total 194| 1,325 2,986 +1,325 Indicative a-t-m Vol 28.65 Underlying Price 35.715 Time to expiry: 84 Days Nov 10 8.09 0.91 41.36 0| 0 0 0 2800 6.25 0.86 36.99 0| 0 0 0 3000 4.29 4.58 0.78 33.88 4.29 4.29 64| 0 0 0 3200 3.78 0.73 32.15 0| 0 0 0 3300 3.06 0.66 30.70 0| 0 0 0 3400 1.97 2.41 0.59 29.50 1.97 1.97 28| 0 50 0 3500 1.59 1.84 0.51 28.32 1.59 1.59 32| 0 152 0 3600 1.36 0.42 27.34 0| 0 79 0 3700 0.98 0.34 26.63 0| 0 0 0 3800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 14 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.41 0.47 0.20 25.72 0.44 0.41 145| 0 187 0 4000 0.20 0.10 25.02 0| 0 0 0 4200 Total 269| 0 468 0 Indicative a-t-m Vol 29.04 Underlying Price 35.715 Time to expiry: 112 Days Dec 10 19.79 0.99 68.00 0| 0 0 0 1600 15.87 0.98 58.69 0| 0 0 0 2000 13.91 0.97 52.60 0| 0 0 0 2200 11.97 0.95 47.76 0| 0 0 0 2400 8.22 0.89 39.71 0| 0 2,457 0 2800 6.48 0.83 36.80 0| 0 3,616 0 3000 4.83 0.76 33.76 0| 0 12,323 0 3200 3.37 0.65 30.85 0| 0 14,444 0 3400 2.17 0.52 28.74 0| 0 24,262 0 3600 1.17 1.28 0.37 27.22 1.17 1.17 57| 0 16,610 0 3800 0.56 0.66 0.24 25.74 0.56 0.56 27| 552 37,661 +500 4000 0.15 0.07 24.50 0| 680 4,571 0 4400 0.03 0.02 24.00 0| 0 4,134 0 4800 0.01 0.00 20.48 0| 0 3,478 0 5000 0.01 0.00 18.33 0| 0 50 0 5600 0.01 0.00 17.35 0| 0 50 0 6000 0.01 0.00 16.13 0| 0 0 0 7000 0.01 0.00 16.25 0| 0 0 0 8000 0.01 0.00 24.00 0| 0 2 0 12000 Total 84| 1,232 123,658 +500 Indicative a-t-m Vol 29.63 Underlying Price 35.715 Time to expiry: 203 Days Mar 11 14.15 0.94 47.51 0| 0 0 0 2200 12.30 0.92 44.31 0| 0 0 0 2400 8.77 0.84 38.51 0| 0 799 0 2800 7.13 0.79 35.89 0| 0 87 0 3000 5.61 0.72 33.59 0| 0 375 0 3200 4.24 0.63 31.46 0| 0 3,435 0 3400 2.69 3.03 0.54 29.33 2.69 2.69 35| 0 1,977 0 3600 2.08 0.43 27.77 0| 0 12,268 0 3800 1.37 0.33 26.84 0| 0 10,154 0 4000 0.50 0.16 24.96 0| 0 1,288 0 4400 0.16 0.06 24.05 0| 0 8,996 0 4800 0.02 0.01 25.00 0| 0 100 0 5600 Total 35| 0 39,479 0 Indicative a-t-m Vol 30.11 Underlying Price 35.715 Time to expiry: 294 Days Jun 11 19.86 0.98 53.18 0| 0 0 0 1600 16.06 0.96 47.76 0| 0 0 0 2000 14.20 0.94 44.78 0| 0 196 0 2200 12.40 0.91 42.24 0| 0 41 0 2400 8.99 0.83 37.74 0| 0 387 0 2800 7.41 0.78 35.50 0| 0 32 0 3000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.97 0.71 33.68 0| 0 2,290 0 3200 4.65 0.63 31.82 0| 0 57 0 3400 3.46 0.54 29.83 0| 50 7,005 0 3600 2.48 0.45 28.20 0| 0 292 0 3800 1.71 0.35 27.01 0| 50 2,927 0 4000 0.77 0.20 25.54 0| 0 858 0 4400 0.31 0.10 24.59 0| 0 628 0 4800 0.01 0.01 23.40 0| 0 0 0 6000 Total 0| 100 14,713 0 Indicative a-t-m Vol 30.90 Underlying Price 35.715 Time to expiry: 476 Days Dec 11 19.92 0.98 49.00 0| 0 0 0 1600 16.17 0.95 43.29 0| 0 0 0 2000 12.63 0.89 38.93 0| 0 15 0 2400 9.44 0.80 35.53 0| 0 15 0 2800 8.00 0.75 34.10 0| 0 0 0 3000 6.70 0.69 33.04 0| 0 17,535 0 3200 5.59 0.62 32.20 0| 0 5,090 0 3400 4.98 0.59 31.17 0| 0 750 0 3500 4.50 0.55 30.80 0| 0 15,355 0 3600 2.83 0.41 28.96 0| 0 13,000 0 4000 0.69 0.15 25.95 0| 0 3,436 0 5000 0.12 0.04 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| 0 55,201 0 Indicative a-t-m Vol 31.49 Underlying Price 35.715 Time to expiry: 658 Days Jun 12 16.49 0.92 46.13 0| 0 0 0 2000 13.15 0.86 41.53 0| 0 0 0 2400 10.13 0.78 37.60 0| 0 0 0 2800 7.45 0.68 34.19 0| 0 0 0 3200 5.19 0.56 31.29 0| 0 0 0 3600 3.37 0.44 28.73 0| 0 0 0 4000 1.09 0.21 24.46 0| 0 0 0 4800 0.24 0.06 24.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 32.20 Underlying Price 35.715 Time to expiry: 847 Days Dec 12 20.25 0.95 52.27 0| 0 0 0 1600 16.86 0.90 47.02 0| 0 0 0 2000 13.66 0.84 42.06 0| 0 0 0 2400 8.25 0.68 35.00 0| 0 0 0 3200 7.08 0.63 33.50 0| 0 5,500 0 3400 6.01 0.58 31.99 0| 0 0 0 3600 4.12 0.47 29.29 0| 0 9,010 0 4000 1.63 0.26 25.08 0| 0 15 0 4800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.46 0.09 24.03 0| 0 0 0 6000 0.12 0.03 26.00 0| 0 0 0 8000 Total 0| 0 14,525 0 Indicative a-t-m Vol 32.84 Underlying Price 35.715 Time to expiry: 1029 Days Jun 13 16.96 0.90 47.10 0| 0 0 0 2000 13.96 0.83 42.92 0| 0 0 0 2400 8.71 0.68 35.71 0| 0 0 0 3200 6.50 0.59 32.62 0| 0 0 0 3600 4.68 0.49 30.11 0| 0 0 0 4000 2.06 0.29 25.84 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 33.91 Underlying Price 35.715 Time to expiry: 1211 Days Dec 13 20.48 0.94 52.86 0| 0 0 0 1600 17.35 0.89 47.90 0| 0 0 0 2000 14.44 0.82 43.50 0| 0 0 0 2400 9.41 0.68 36.51 0| 0 0 0 3200 5.40 0.51 30.91 0| 0 0 0 4000 2.59 0.32 26.39 0| 0 0 0 4800 0.90 0.15 24.27 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.45 Underlying Price 35.715 Time to expiry: 1575 Days Dec 14 17.76 0.88 49.00 0| 0 0 0 2000 15.09 0.82 44.64 0| 0 0 0 2400 10.20 0.69 37.05 0| 0 0 0 3200 6.28 0.54 31.45 0| 0 0 0 4000 3.36 0.37 26.93 0| 0 25 0 4800 1.34 0.19 24.30 0| 0 0 0 6000 Total 0| 0 25 0 Total Calls 1,153| 2,795 305,542 +1,850 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 26.90 Underlying Price 35.715 Time to expiry: 21 Days Sep 10 0.01 0.00 70.00 0| 0 298 0 2000 0.01 0.00 71.41 0| 0 1,431 0 2200 0.01 -0.01 66.67 0| 0 3,574 0 2400 0.06 -0.02 68.21 0| 0 340 0 2600 0.07 -0.03 56.96 0| 0 1,230 0 2800 0.10 -0.05 45.90 0| 0 10,223 0 3000 0.12 -0.07 40.75 0| 50 763 +50 3100 0.17 0.17 -0.10 37.09 0.17 0.16 139| 1,250 9,213 -213 3200 0.34 0.24 -0.15 32.93 0.34 0.30 128| 0 2,278 -3 3300 0.58 0.39 -0.24 30.16 0.58 0.42 181| 2,996 15,663 -487 3400 0.81 0.65 -0.37 27.96 0.81 0.81 17| 0 6,659 0 3500 1.15 1.08 -0.53 26.49 1.15 1.15 15| 0 2,674 0 3600 1.69 -0.70 25.55 0| 0 242 0 3700 2.47 -0.84 25.23 0| 0 4,108 0 3800 4.30 -0.98 22.65 0| 0 178 0 4000 6.29 -1.00 21.47 0| 0 0 0 4200 8.29 -1.00 21.51 0| 0 0 0 4400 12.29 -1.00 38.00 0| 0 1 0 4800 20.29 -1.00 40.00 0| 0 0 0 5600 Total 480| 4,296 58,875 -653 Indicative a-t-m Vol 28.41 Underlying Price 35.715 Time to expiry: 49 Days Oct 10 0.17 0.17 -0.06 45.33 0.17 0.17 61| 0 3 0 2800 0.31 0.29 -0.11 40.29 0.31 0.31 75| 40 2,162 0 3000 0.56 0.48 -0.18 35.17 0.56 0.56 37| 100 91 -25 3200 0.65 -0.24 32.93 0| 100 62 -13 3300 0.89 -0.31 31.29 1,500| 180 6,202 +97 3400 1.39 1.21 -0.40 29.80 1.39 1.39 10| 271 385 +196 3500 1.61 -0.51 27.87 0| 0 262 0 3600 2.15 -0.62 26.61 0| 0 75 0 3700 2.84 -0.72 26.33 0| 0 189 0 3800 4.48 -0.87 25.97 0| 0 59 0 4000 6.34 -0.95 26.46 0| 0 0 0 4200 Total 1,683| 691 9,490 +255 Indicative a-t-m Vol 28.65 Underlying Price 35.715 Time to expiry: 84 Days Nov 10 0.35 0.33 -0.09 41.36 0.35 0.35 75| 0 0 0 2800 0.57 0.50 -0.14 36.99 0.57 0.57 75| 0 4 0 3000 0.83 -0.22 33.88 0| 0 35 0 3200 1.04 -0.28 32.15 0| 0 0 0 3300 1.39 1.31 -0.34 30.70 1.39 1.39 75| 0 106 0 3400 1.70 1.67 -0.41 29.50 1.70 1.70 75| 177 102 +102 3500 2.10 -0.49 28.32 0| 0 20 0 3600 2.84 2.62 -0.58 27.34 2.84 2.84 50| 75 75 +75 3700 3.48 3.24 -0.66 26.63 3.48 3.48 75| 0 0 0 3800 4.73 -0.80 25.72 0| 0 0 0 4000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.46 -0.90 25.02 0| 0 0 0 4200 Total 425| 252 342 +177 Indicative a-t-m Vol 29.04 Underlying Price 35.715 Time to expiry: 112 Days Dec 10 0.05 -0.01 68.00 0| 0 1,271 0 1600 0.13 -0.03 58.69 0| 0 397 0 2000 0.16 -0.04 52.60 0| 0 659 0 2200 0.23 -0.05 47.76 0| 0 6,865 0 2400 0.47 -0.11 39.71 0| 0 15,892 0 2800 0.79 0.72 -0.17 36.80 0.79 0.79 75| 500 51,524 0 3000 1.22 1.08 -0.25 33.76 1.23 1.14 554| 0 44,245 0 3200 1.61 -0.35 30.85 1,500| 147 26,322 -92 3400 2.41 -0.49 28.74 0| 0 20,794 0 3600 3.52 -0.63 27.22 0| 0 5,619 0 3800 4.91 -0.76 25.74 0| 0 830 0 4000 8.39 -0.93 24.50 0| 0 292 0 4400 12.29 -0.99 24.00 0| 0 0 0 4800 14.29 -1.00 20.48 0| 0 0 0 5000 20.29 -1.00 18.33 0| 0 0 0 5600 24.29 -1.00 17.35 0| 0 0 0 6000 34.28 -1.00 16.13 0| 0 0 0 7000 44.29 -1.00 16.25 0| 0 0 0 8000 84.29 -1.00 24.00 0| 0 0 0 12000 Total 2,129| 647 174,710 -92 Indicative a-t-m Vol 29.63 Underlying Price 35.715 Time to expiry: 203 Days Mar 11 0.41 0.39 -0.06 47.51 0.41 0.40 122| 0 743 0 2200 0.53 -0.08 44.31 0| 0 5,054 0 2400 0.99 -0.16 38.51 0| 0 8,346 0 2800 1.34 -0.21 35.89 0| 0 1,793 0 3000 1.82 -0.28 33.59 0| 0 4,685 0 3200 2.44 -0.37 31.46 0| 0 2,873 0 3400 3.24 -0.47 29.33 0| 0 5,116 0 3600 4.29 -0.57 27.77 0| 0 770 0 3800 5.58 -0.68 26.84 0| 0 2,142 0 4000 8.70 -0.85 24.96 0| 0 35 0 4400 12.36 -0.95 24.05 0| 0 0 0 4800 20.29 -1.00 25.00 0| 0 0 0 5600 Total 122| 0 31,557 0 Indicative a-t-m Vol 30.11 Underlying Price 35.715 Time to expiry: 294 Days Jun 11 0.25 0.23 -0.03 53.18 0.25 0.25 50| 0 912 0 1600 0.51 -0.07 47.76 0| 0 510 0 2000 0.69 -0.09 44.78 0| 0 189 0 2200 1.00 0.93 -0.12 42.24 1.00 1.00 56| 0 783 0 2400 1.64 -0.21 37.74 0| 0 1,395 0 2800 2.18 2.12 -0.27 35.50 2.18 2.17 109| 0 310 0 3000 2.75 -0.33 33.68 0| 0 14,000 0 3200 3.50 -0.41 31.82 0| 0 323 0 3400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.37 -0.50 29.83 0| 0 3,997 0 3600 5.44 -0.59 28.20 0| 0 50 0 3800 6.73 -0.68 27.01 0| 0 164 0 4000 9.85 -0.82 25.54 0| 0 5 0 4400 13.40 -0.91 24.59 0| 0 135 0 4800 25.04 -0.99 23.40 0| 0 0 0 6000 Total 215| 0 22,773 0 Indicative a-t-m Vol 30.90 Underlying Price 35.715 Time to expiry: 476 Days Dec 11 0.46 -0.05 49.00 0| 0 90 0 1600 0.82 -0.08 43.29 0| 0 608 0 2000 1.37 -0.14 38.93 0| 0 1,160 0 2400 2.27 -0.23 35.53 0| 0 390 0 2800 2.86 -0.28 34.10 0| 680 3,430 +680 3000 3.59 -0.34 33.04 0| 0 16,300 0 3200 4.49 -0.40 32.20 0| 0 215 0 3400 4.89 -0.43 31.17 0| 0 750 0 3500 5.42 -0.46 30.80 0| 0 15,270 0 3600 7.75 -0.60 28.96 0| 0 1 0 4000 15.61 -0.87 25.95 0| 0 1 0 5000 25.08 -0.96 25.65 0| 0 0 0 6000 34.89 -1.00 23.51 0| 0 0 0 7000 44.79 -1.00 23.34 0| 0 0 0 8000 84.45 -1.00 26.00 0| 0 0 0 12000 Total 0| 680 38,215 +680 Indicative a-t-m Vol 31.49 Underlying Price 35.715 Time to expiry: 658 Days Jun 12 1.64 -0.12 46.13 0| 0 0 0 2000 2.42 -0.18 41.53 0| 0 0 0 2400 3.49 -0.26 37.60 0| 0 0 0 2800 4.87 -0.35 34.19 0| 0 0 0 3200 6.63 -0.46 31.29 0| 0 0 0 3600 8.83 -0.58 28.73 0| 0 0 0 4000 14.51 -0.81 24.46 0| 0 0 0 4800 25.43 -0.95 23.43 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 32.20 Underlying Price 35.715 Time to expiry: 847 Days Dec 12 1.54 -0.09 52.27 0| 0 0 0 1600 2.27 -0.13 47.02 0| 0 0 0 2000 3.12 -0.19 42.06 0| 0 0 0 2400 5.67 -0.34 35.00 0| 0 0 0 3200 6.49 -0.39 33.50 0| 0 0 0 3400 7.38 -0.44 31.99 0| 0 0 0 3600 9.45 -0.55 29.29 0| 0 3,500 0 4000 14.85 -0.76 25.08 0| 0 0 0 4800 25.46 -0.92 24.03 0| 0 0 0 6000 44.87 -0.96 29.93 0| 0 0 0 8000 Total 0| 0 3,500 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 20 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 32.84 Underlying Price 35.715 Time to expiry: 1029 Days Jun 13 2.86 -0.14 47.10 0| 0 0 0 2000 3.91 -0.20 42.92 0| 0 0 0 2400 6.60 -0.35 35.71 0| 0 0 0 3200 8.32 -0.44 32.62 0| 0 0 0 3600 10.42 -0.53 30.11 0| 0 0 0 4000 15.60 -0.72 25.84 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 33.91 Underlying Price 35.715 Time to expiry: 1211 Days Dec 13 2.47 -0.10 52.86 0| 0 0 0 1600 3.42 -0.15 47.90 0| 0 0 0 2000 4.48 -0.20 43.50 0| 0 0 0 2400 7.24 -0.34 36.51 0| 0 0 0 3200 10.98 -0.51 30.91 0| 0 0 0 4000 15.89 -0.69 26.39 0| 0 0 0 4800 25.74 -0.86 24.27 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 34.45 Underlying Price 35.715 Time to expiry: 1575 Days Dec 14 4.44 -0.15 49.00 0| 0 0 0 2000 5.64 -0.20 44.64 0| 0 0 0 2400 8.36 -0.33 37.05 0| 0 0 0 3200 11.97 -0.48 31.45 0| 0 400 0 4000 16.57 -0.64 26.93 0| 0 0 0 4800 25.81 -0.82 24.30 0| 0 0 0 6000 Total 0| 0 400 0 Total Puts 5,054| 6,566 339,862 +367 Grand Total 6,207| 9,361 645,404 +2,217 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 26.99 Underlying Price 35.715 Time to expiry: 21 Days Sep 10 15.72 1.00 70.00 0| 0 10 0 2000 13.72 1.00 70.79 0| 0 500 0 2200 11.73 0.99 65.80 0| 0 34 0 2400 9.78 0.98 67.68 0| 0 0 0 2600 7.79 0.97 56.92 0| 0 315 0 2800 5.82 0.95 45.86 0| 0 2,358 0 3000 4.84 0.93 40.70 0| 0 0 0 3100 3.89 0.90 37.04 0| 0 2,179 0 3200 2.96 0.85 32.88 0| 0 0 0 3300 2.11 0.76 30.10 0| 0 987 0 3400 1.38 0.63 28.03 0| 0 0 0 3500 0.80 0.47 26.59 0| 0 224 0 3600 0.41 0.30 25.63 0| 0 0 0 3700 0.19 0.17 25.28 0| 0 607 0 3800 0.05 0.05 27.95 0| 0 1,511 0 4000 0.01 0.00 22.79 0| 0 0 0 4200 0.01 0.00 22.86 0| 0 1,256 0 4400 0.01 0.00 38.00 0| 0 0 0 4800 0.01 0.00 29.71 0| 0 0 0 5000 0.01 0.00 40.00 0| 0 0 0 5600 0.01 0.00 52.86 0| 0 2,350 0 7000 Total 0| 0 12,331 0 Indicative a-t-m Vol 28.61 Underlying Price 35.715 Time to expiry: 203 Days Mar 11 19.73 0.99 54.31 0| 0 0 0 1600 15.90 0.96 49.12 0| 0 0 0 2000 14.02 0.94 46.01 0| 0 0 0 2200 12.16 0.92 42.82 0| 0 0 0 2400 8.61 0.85 36.91 0| 0 0 0 2800 6.95 0.79 34.39 0| 0 0 0 3000 5.43 0.72 32.20 0| 0 56 0 3200 4.04 0.63 29.98 0| 0 385 0 3400 2.90 0.53 28.39 0| 0 46 0 3600 1.87 0.42 26.08 0| 0 0 0 3800 1.17 0.30 24.87 0| 0 10,010 0 4000 0.38 0.13 23.06 0| 0 15 0 4400 0.11 0.05 22.47 0| 0 50,000 0 4800 0.06 0.03 22.61 0| 0 179 0 5000 0.01 0.01 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 29.91 Underlying Price 35.715 Time to expiry: 385 Days Sep 11 19.16 0.96 53.57 0| 0 15 0 1600 15.59 0.92 48.08 0| 0 0 0 2000 12.09 0.86 41.77 0| 0 0 0 2400 8.82 0.78 36.30 0| 0 0 0 2800 6.04 0.67 32.82 0| 0 0 0 3200 3.76 0.52 29.70 0| 0 15 0 3600 2.10 0.37 27.25 0| 0 155 0 4000 0.26 0.08 22.81 0| 0 15 0 5000 0.06 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 30.35 Underlying Price 35.715 Time to expiry: 567 Days Mar 12 19.57 0.94 51.13 0| 0 15 0 1600 16.18 0.90 46.25 0| 0 0 0 2000 12.92 0.84 41.36 0| 0 0 0 2400 9.83 0.77 36.77 0| 0 0 0 2800 7.13 0.67 33.29 0| 0 0 0 3200 4.84 0.55 30.13 0| 0 105 0 3600 3.03 0.42 27.64 0| 0 15 0 4000 0.65 0.14 23.16 0| 0 15 0 5000 0.20 0.05 24.00 0| 0 0 0 6000 0.06 0.02 24.66 0| 0 0 0 7000 0.03 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 31.27 Underlying Price 35.715 Time to expiry: 756 Days Sep 12 19.26 0.92 52.76 0| 0 15 0 1600 16.08 0.87 47.67 0| 0 0 0 2000 12.87 0.82 41.56 0| 0 15 0 2400 9.97 0.74 37.08 0| 0 0 0 2800 7.58 0.65 34.45 0| 0 15 0 3200 5.31 0.55 31.03 0| 0 0 0 3600 3.63 0.44 28.94 0| 0 15 0 4000 1.33 0.23 24.94 0| 0 15 0 4800 0.36 0.08 24.22 0| 0 0 0 6000 0.09 0.02 26.44 0| 0 0 0 8000 Total 0| 0 75 0 Indicative a-t-m Vol 32.06 Underlying Price 35.715 Time to expiry: 931 Days Mar 13 19.49 0.92 48.94 0| 0 0 0 1600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.43 0.87 44.81 0| 0 0 0 2000 13.57 0.81 41.32 0| 0 0 0 2400 8.39 0.67 34.47 0| 0 0 0 3200 6.28 0.57 31.88 0| 0 0 0 3600 4.39 0.47 29.17 0| 0 0 0 4000 1.99 0.28 25.78 0| 0 0 0 4800 0.74 0.13 25.53 0| 0 0 0 6000 0.20 0.04 26.75 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 32.30 Underlying Price 35.715 Time to expiry: 1120 Days Sep 13 19.08 0.90 49.67 0| 0 0 0 1600 16.14 0.86 45.18 0| 0 0 0 2000 13.42 0.80 41.47 0| 0 0 0 2400 8.51 0.66 34.80 0| 0 0 0 3200 4.65 0.48 29.42 0| 0 0 0 4000 2.51 0.32 27.41 0| 0 0 0 4800 1.04 0.16 26.42 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 32.60 Underlying Price 35.715 Time to expiry: 1302 Days Mar 14 19.59 0.90 49.60 0| 0 0 0 1600 16.77 0.86 45.27 0| 0 0 0 2000 14.18 0.80 41.96 0| 0 0 0 2400 9.30 0.67 35.09 0| 0 0 0 3200 5.39 0.51 29.74 0| 0 0 0 4000 2.95 0.34 26.90 0| 0 0 0 4800 1.33 0.19 26.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 32.74 Underlying Price 35.715 Time to expiry: 1484 Days Sep 14 16.41 0.85 45.31 0| 0 0 0 2000 14.00 0.80 42.27 0| 0 0 0 2400 9.26 0.67 35.16 0| 0 0 0 3200 5.50 0.51 29.95 0| 0 0 0 4000 3.00 0.35 26.67 0| 0 0 0 4800 1.37 0.19 25.44 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.86 Underlying Price 35.715 Time to expiry: 1666 Days Mar 15 16.95 0.85 45.25 0| 0 0 0 2000 14.63 0.80 42.38 0| 0 0 0 2400 9.76 0.68 34.52 0| 0 0 0 3200 5.79 0.52 28.80 0| 0 0 0 4000 3.26 0.37 25.66 0| 0 0 0 4800 1.66 0.22 25.22 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 77,657 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 26.99 Underlying Price 35.715 Time to expiry: 21 Days Sep 10 0.01 0.00 70.00 0| 0 200 0 2000 0.01 0.00 70.79 0| 0 2,256 0 2200 0.01 -0.01 65.80 0| 0 2,120 0 2400 0.05 -0.02 67.68 0| 0 0 0 2600 0.07 -0.03 56.92 0| 0 2,134 0 2800 0.10 -0.05 45.86 0| 0 406 0 3000 0.12 -0.07 40.70 0| 0 0 0 3100 0.17 -0.10 37.04 0| 0 2,739 0 3200 0.24 -0.15 32.88 0| 0 0 0 3300 0.39 -0.24 30.10 0| 500 500 +500 3400 0.65 -0.37 28.03 0| 0 0 0 3500 1.08 -0.53 26.59 0| 0 627 0 3600 1.69 -0.70 25.63 0| 0 0 0 3700 2.47 -0.83 25.28 0| 0 642 0 3800 5.10 4.33 -0.95 27.95 5.10 Q 5.10 Q 600| 0 650 0 4000 6.27 -1.00 22.79 0| 0 0 0 4200 8.27 -1.00 22.86 0| 0 1,061 0 4400 12.27 -1.00 38.00 0| 0 0 0 4800 14.27 -1.00 29.71 0| 0 100 0 5000 20.27 -1.00 40.00 0| 0 0 0 5600 34.27 -1.00 52.86 0| 0 0 0 7000 Total 600| 500 13,435 +500 Indicative a-t-m Vol 28.61 Underlying Price 35.715 Time to expiry: 203 Days Mar 11 0.08 -0.01 54.31 0| 0 9,500 0 1600 0.23 -0.04 49.12 0| 0 600 0 2000 0.33 -0.06 46.01 0| 0 2,570 0 2200 0.47 -0.08 42.82 0| 0 2,093 0 2400 0.89 -0.15 36.91 0| 0 3,665 0 2800 1.23 -0.21 34.39 0| 0 373 0 3000 1.70 -0.28 32.20 0| 0 1,086 0 3200 2.29 -0.37 29.98 0| 0 0 0 3400 3.14 -0.47 28.39 0| 0 500 0 3600 4.11 -0.58 26.08 0| 0 0 0 3800 6.08 5.39 -0.70 24.87 6.08 Q 6.08 Q 600| 0 0 0 4000 8.58 -0.87 23.06 0| 0 0 0 4400 12.29 -0.95 22.47 0| 0 0 0 4800 14.23 -0.97 22.61 0| 0 0 0 5000 20.15 -0.99 23.26 0| 0 0 0 5600 24.12 -1.00 23.26 0| 0 0 0 6000 34.07 -1.00 23.67 0| 0 0 0 7000 44.01 -1.00 24.67 0| 0 0 0 8000 53.96 -1.00 26.08 0| 0 0 0 9000 83.80 -1.00 32.52 0| 0 0 0 12000 Total 600| 0 20,387 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 29.91 Underlying Price 35.715 Time to expiry: 385 Days Sep 11 0.43 -0.04 53.57 0| 0 0 0 1600 0.82 -0.08 48.08 0| 0 0 0 2000 1.27 -0.14 41.77 0| 0 0 0 2400 1.95 -0.22 36.30 0| 0 100 0 2800 3.12 -0.33 32.82 0| 0 20 0 3200 4.80 -0.48 29.70 0| 0 0 0 3600 7.09 -0.63 27.25 0| 0 100 0 4000 15.12 -0.92 22.81 0| 0 100 0 5000 24.79 -0.98 24.12 0| 0 0 0 6000 34.62 -1.00 24.34 0| 0 0 0 7000 44.50 -1.00 25.80 0| 0 0 0 8000 54.37 -1.00 26.93 0| 0 0 0 9000 84.00 -1.00 30.00 0| 0 0 0 12000 Total 0| 0 320 0 Indicative a-t-m Vol 30.35 Underlying Price 35.715 Time to expiry: 567 Days Mar 12 0.74 -0.06 51.13 0| 0 0 0 1600 1.27 -0.10 46.25 0| 0 0 0 2000 1.92 -0.16 41.36 0| 0 0 0 2400 2.76 -0.23 36.77 0| 0 0 0 2800 3.98 -0.33 33.29 0| 0 0 0 3200 5.61 -0.45 30.13 0| 0 0 0 3600 7.73 -0.58 27.64 0| 0 0 0 4000 15.15 -0.86 23.16 0| 0 0 0 5000 24.51 -0.95 24.00 0| 0 0 0 6000 34.18 -0.98 24.66 0| 0 0 0 7000 43.94 -0.99 25.68 0| 0 0 0 8000 53.74 -1.00 27.20 0| 0 0 0 9000 83.15 -1.00 33.31 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 31.27 Underlying Price 35.715 Time to expiry: 756 Days Sep 12 1.35 -0.08 52.76 0| 0 0 0 1600 2.07 -0.13 47.67 0| 0 0 0 2000 2.75 -0.18 41.56 0| 0 140 0 2400 3.74 -0.26 37.08 0| 0 0 0 2800 5.23 -0.35 34.45 0| 0 0 0 3200 6.85 -0.45 31.03 0| 0 0 0 3600 9.06 -0.56 28.94 0| 0 0 0 4000 14.53 -0.77 24.94 0| 0 0 0 4800 25.22 -0.92 24.22 0| 0 0 0 6000 44.39 -0.98 26.44 0| 0 0 0 8000 Total 0| 0 140 0 Indicative a-t-m Vol 32.06 Underlying Price 35.715 Time to expiry: 931 Days Mar 13 1.43 -0.08 48.94 0| 0 0 0 1600 2.22 -0.13 44.81 0| 0 0 0 2000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.22 -0.19 41.32 0| 0 0 0 2400 5.73 -0.33 34.47 0| 0 0 0 3200 7.47 -0.43 31.88 0| 0 0 0 3600 9.44 -0.53 29.17 0| 0 0 0 4000 14.73 -0.72 25.78 0| 0 0 0 4800 25.03 -0.87 25.53 0| 0 0 0 6000 43.74 -0.96 26.75 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 32.30 Underlying Price 35.715 Time to expiry: 1120 Days Sep 13 1.94 -0.10 49.67 0| 0 0 0 1600 2.81 -0.14 45.18 0| 0 0 0 2000 3.89 -0.20 41.47 0| 0 0 0 2400 6.59 -0.34 34.80 0| 0 0 0 3200 10.33 -0.52 29.42 0| 0 0 0 4000 15.81 -0.68 27.41 0| 0 0 0 4800 25.75 -0.84 26.42 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 32.60 Underlying Price 35.715 Time to expiry: 1302 Days Mar 14 2.26 -0.10 49.60 0| 0 0 0 1600 3.19 -0.14 45.27 0| 0 0 0 2000 4.36 -0.20 41.96 0| 0 0 0 2400 6.99 -0.33 35.09 0| 0 0 0 3200 10.60 -0.49 29.74 0| 0 0 0 4000 15.67 -0.66 26.90 0| 0 0 0 4800 25.33 -0.81 26.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 32.74 Underlying Price 35.715 Time to expiry: 1484 Days Sep 14 3.69 -0.15 45.31 0| 0 0 0 2000 4.98 -0.20 42.27 0| 0 0 0 2400 7.66 -0.33 35.16 0| 0 0 0 3200 11.31 -0.49 29.95 0| 0 0 0 4000 16.23 -0.65 26.67 0| 0 0 0 4800 25.72 -0.81 25.44 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.86 Underlying Price 35.715 Time to expiry: 1666 Days Mar 15 3.94 -0.15 45.25 0| 0 0 0 2000 5.28 -0.20 42.38 0| 0 0 0 2400 7.71 -0.32 34.52 0| 0 0 0 3200 11.05 -0.48 28.80 0| 0 0 0 4000 15.82 -0.63 25.66 0| 0 0 0 4800 25.18 -0.78 25.22 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 1,200| 500 34,282 +500 Grand Total 1,200| 500 111,939 +500 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 18.53 Underlying Price 64.320 Time to expiry: 21 Days Sep 10 28.33 1.00 65.00 0| 0 0 0 3600 24.33 1.00 58.06 0| 0 0 0 4000 20.33 1.00 50.22 0| 0 0 0 4400 16.34 1.00 42.42 0| 0 0 0 4800 12.34 0.99 35.18 0| 0 0 0 5200 8.39 0.97 30.03 0| 0 0 0 5600 4.50 0.90 22.28 0| 0 260 0 6000 2.75 0.78 20.27 0| 0 0 0 6200 1.35 0.55 18.67 0| 0 19 0 6400 0.49 0.29 17.76 0| 0 40 0 6600 0.12 0.09 16.91 0| 0 114 0 6800 0.01 0.01 14.79 0| 0 0 0 7000 0.01 0.00 13.89 0| 0 200 0 7200 0.01 0.00 12.90 0| 0 0 0 7600 0.01 0.00 12.95 0| 0 0 0 8000 0.01 0.00 15.97 0| 0 0 0 8800 0.01 0.00 22.50 0| 0 0 0 9600 Total 0| 0 633 0 Indicative a-t-m Vol 22.44 Underlying Price 64.320 Time to expiry: 49 Days Oct 10 12.49 0.96 34.00 0| 0 0 0 5200 8.65 0.91 28.92 0| 0 0 0 5600 5.14 0.79 25.48 0| 0 0 0 6000 3.62 0.68 24.08 0| 0 0 0 6200 2.33 0.54 22.63 0| 0 0 0 6400 1.35 0.39 21.44 0| 0 0 0 6600 0.66 0.69 0.25 20.51 0.66 0.66 10| 0 18 0 6800 0.33 0.14 20.17 0| 0 12 0 7000 0.14 0.07 19.91 0| 0 0 0 7200 0.02 0.01 20.18 0| 0 0 0 7600 0.01 0.00 21.50 0| 0 0 0 8000 Total 10| 0 30 0 Indicative a-t-m Vol 22.38 Underlying Price 64.320 Time to expiry: 84 Days Nov 10 12.71 0.93 31.50 0| 0 0 0 5200 8.99 0.87 27.33 0| 0 0 0 5600 5.67 0.74 24.77 0| 0 0 0 6000 4.24 0.65 23.62 0| 0 0 0 6200 3.00 0.55 22.57 0| 0 0 0 6400 1.97 0.43 21.40 0| 0 0 0 6600 1.21 0.31 20.59 0| 0 10 0 6800 0.39 0.13 19.78 0| 0 0 0 7200 0.10 0.04 19.36 0| 0 0 0 7600 0.02 0.01 19.50 0| 0 0 0 8000 Total 0| 0 10 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 28 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 22.49 Underlying Price 64.320 Time to expiry: 112 Days Dec 10 32.42 1.00 50.00 0| 0 0 0 3200 24.49 0.99 40.48 0| 0 0 0 4000 20.55 0.98 36.41 0| 0 0 0 4400 16.66 0.96 32.81 0| 0 0 0 4800 12.88 0.92 29.76 0| 0 0 0 5200 9.29 0.85 26.88 0| 0 0 0 5600 6.07 0.73 24.54 0| 0 0 0 6000 3.45 0.55 22.62 0| 0 186 0 6400 1.63 0.35 20.96 0| 0 291 0 6800 0.56 0.61 0.17 19.79 0.56 0.56 3| 0 71 0 7200 0.04 0.02 17.87 0| 0 42 0 8000 0.01 0.00 17.00 0| 0 0 0 8800 0.01 0.00 16.94 0| 0 0 0 9600 0.01 0.00 20.50 0| 0 0 0 12000 Total 3| 0 590 0 Indicative a-t-m Vol 22.71 Underlying Price 64.320 Time to expiry: 203 Days Mar 11 24.70 0.97 37.50 0| 0 0 0 4000 20.87 0.95 34.23 0| 0 0 0 4400 17.10 0.92 31.06 0| 0 0 0 4800 10.15 0.80 26.29 0| 0 0 0 5600 7.16 0.69 24.50 0| 0 0 0 6000 4.64 0.56 22.83 0| 0 5 0 6400 2.72 0.40 21.38 0| 0 6 0 6800 1.42 0.26 20.24 0| 0 6 0 7200 0.32 0.08 19.42 0| 0 10 0 8000 0.06 0.02 19.47 0| 0 0 0 8800 0.02 0.01 20.50 0| 0 0 0 9600 Total 0| 0 27 0 Indicative a-t-m Vol 22.91 Underlying Price 64.320 Time to expiry: 294 Days Jun 11 32.50 1.00 36.50 0| 0 0 0 3200 24.70 0.98 33.06 0| 0 0 0 4000 20.89 0.95 31.08 0| 0 0 0 4400 17.21 0.92 29.26 0| 0 0 0 4800 10.40 0.79 25.61 0| 0 0 0 5600 7.51 0.69 24.20 0| 0 70 0 6000 5.10 0.56 23.00 0| 0 120 0 6400 3.22 0.42 21.91 0| 0 0 0 6800 1.85 0.29 20.87 0| 0 0 0 7200 0.49 0.11 19.51 0| 0 0 0 8000 0.10 0.03 18.85 0| 0 0 0 8800 0.02 0.01 18.78 0| 0 0 0 9600 0.01 0.00 21.50 0| 0 0 0 12000 Total 0| 0 190 0 Indicative a-t-m Vol 23.17 Underlying Price 64.320 Time to expiry: 476 Days Dec 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 29 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 24.95 0.96 33.90 0| 0 0 0 4000 17.79 0.88 30.32 0| 0 0 0 4800 11.32 0.75 26.40 0| 0 0 0 5600 8.52 0.66 24.60 0| 0 0 0 6000 6.17 0.55 23.25 0| 0 110 0 6400 2.88 0.34 21.34 0| 0 0 0 7200 1.19 0.17 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 23.19 Underlying Price 64.320 Time to expiry: 658 Days Jun 12 17.97 0.87 30.32 0| 0 0 0 4800 9.04 0.65 24.88 0| 0 0 0 6000 6.69 0.55 23.25 0| 0 0 0 6400 3.54 0.36 21.74 0| 0 0 0 7200 1.67 0.21 20.56 0| 0 0 0 8000 0.11 0.02 22.84 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 13| 0 1,590 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 18.53 Underlying Price 64.320 Time to expiry: 21 Days Sep 10 0.01 0.00 65.00 0| 0 0 0 3600 0.01 0.00 58.06 0| 0 0 0 4000 0.01 0.00 50.22 0| 0 0 0 4400 0.01 0.00 42.42 0| 0 0 0 4800 0.01 -0.01 35.18 0| 0 400 0 5200 0.05 -0.03 30.03 0| 0 2 0 5600 0.30 0.16 -0.10 22.28 0.30 0.30 10| 0 21 0 6000 0.42 -0.22 20.27 0| 0 0 0 6200 1.02 -0.45 18.67 0| 0 89 0 6400 2.15 -0.72 17.76 0| 0 26 0 6600 3.78 -0.91 16.91 0| 0 33 0 6800 5.68 -0.99 14.79 0| 0 0 0 7000 7.68 -1.00 13.89 0| 0 18 0 7200 11.68 -1.00 12.90 0| 0 0 0 7600 15.68 -1.00 12.95 0| 0 0 0 8000 23.68 -1.00 15.97 0| 0 0 0 8800 31.68 -1.00 22.50 0| 0 0 0 9600 Total 10| 0 589 0 Indicative a-t-m Vol 22.44 Underlying Price 64.320 Time to expiry: 49 Days Oct 10 0.13 -0.04 34.00 0| 0 0 0 5200 0.29 -0.09 28.92 0| 0 0 0 5600 0.78 -0.21 25.48 0| 0 0 0 6000 1.26 -0.32 24.08 0| 0 0 0 6200 1.97 -0.46 22.63 0| 0 0 0 6400 2.99 -0.61 21.44 0| 0 0 0 6600 4.33 -0.76 20.51 0| 0 0 0 6800 5.97 -0.86 20.17 0| 0 10 0 7000 7.79 -0.94 19.91 0| 0 0 0 7200 11.68 -0.99 20.18 0| 0 0 0 7600 15.68 -1.00 21.50 0| 0 0 0 8000 Total 0| 0 10 0 Indicative a-t-m Vol 22.38 Underlying Price 64.320 Time to expiry: 84 Days Nov 10 0.31 -0.07 31.50 0| 0 0 0 5200 0.58 -0.13 27.33 0| 0 0 0 5600 1.26 -0.26 24.77 0| 0 0 0 6000 1.83 -0.35 23.62 0| 0 0 0 6200 2.59 -0.46 22.57 0| 0 0 0 6400 3.55 -0.57 21.40 0| 0 0 0 6600 4.80 -0.69 20.59 0| 0 0 0 6800 7.98 -0.87 19.78 0| 0 0 0 7200 11.72 -0.97 19.36 0| 0 0 0 7600 15.68 -1.00 19.50 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 31 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 22.49 Underlying Price 64.320 Time to expiry: 112 Days Dec 10 0.02 0.00 50.00 0| 0 0 0 3200 0.07 -0.01 40.48 0| 0 0 0 4000 0.12 -0.02 36.41 0| 0 1 0 4400 0.22 -0.04 32.81 0| 0 1 0 4800 0.44 -0.08 29.76 0| 0 2 0 5200 0.97 0.85 -0.16 26.88 0.97 0.97 3| 0 20 0 5600 1.63 -0.28 24.54 0| 0 20 0 6000 3.01 -0.45 22.62 0| 0 41 0 6400 5.20 -0.66 20.96 0| 0 200 0 6800 8.19 -0.83 19.79 0| 0 0 0 7200 15.68 -1.00 17.87 0| 0 0 0 8000 23.68 -1.00 17.00 0| 0 0 0 8800 31.68 -1.00 16.94 0| 0 0 0 9600 55.68 -1.00 20.50 0| 0 0 0 12000 Total 3| 0 285 0 Indicative a-t-m Vol 22.71 Underlying Price 64.320 Time to expiry: 203 Days Mar 11 0.25 -0.03 37.50 0| 0 0 0 4000 0.40 -0.05 34.23 0| 0 0 0 4400 0.61 -0.08 31.06 0| 0 0 0 4800 1.62 -0.21 26.29 0| 0 1 0 5600 2.61 -0.31 24.50 0| 0 0 0 6000 4.08 -0.45 22.83 0| 0 30 0 6400 6.16 -0.60 21.38 0| 0 0 0 6800 8.87 -0.75 20.24 0| 0 42 0 7200 15.82 -0.94 19.42 0| 0 0 0 8000 23.68 -1.00 19.47 0| 0 0 0 8800 31.68 -1.00 20.50 0| 0 0 0 9600 Total 0| 0 73 0 Indicative a-t-m Vol 22.91 Underlying Price 64.320 Time to expiry: 294 Days Jun 11 0.11 -0.01 36.50 0| 0 0 0 3200 0.45 -0.05 33.06 0| 0 0 0 4000 0.75 -0.08 31.08 0| 0 0 0 4400 1.24 -0.13 29.26 0| 10 10 +8 4800 2.87 -0.29 25.61 0| 0 0 0 5600 4.30 -0.40 24.20 0| 0 0 0 6000 6.16 -0.52 23.00 0| 0 0 0 6400 8.56 -0.64 21.91 0| 0 0 0 6800 11.39 -0.76 20.87 0| 0 0 0 7200 18.23 -0.92 19.51 0| 0 0 0 8000 25.86 -0.98 18.85 0| 0 0 0 8800 33.74 -0.99 18.78 0| 0 0 0 9600 57.54 -1.00 21.50 0| 0 0 0 12000 Total 0| 10 10 +8 Indicative a-t-m Vol 23.17 Underlying Price 64.320 Time to expiry: 476 Days Dec 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 32 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.17 -0.09 33.90 0| 0 0 0 4000 2.40 -0.18 30.32 0| 0 0 0 4800 4.29 -0.31 26.40 0| 0 0 0 5600 5.64 -0.39 24.60 0| 0 0 0 6000 7.43 -0.49 23.25 0| 0 0 0 6400 12.32 -0.69 21.34 0| 0 0 0 7200 18.70 -0.85 20.21 0| 0 0 0 8000 57.57 -0.97 28.83 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 23.19 Underlying Price 64.320 Time to expiry: 658 Days Jun 12 3.92 -0.23 30.32 0| 0 0 0 4800 7.86 -0.44 24.88 0| 0 0 0 6000 9.72 -0.52 23.25 0| 0 0 0 6400 14.86 -0.69 21.74 0| 0 0 0 7200 21.11 -0.82 20.56 0| 0 0 0 8000 58.93 -0.98 22.84 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 13| 10 967 +8 Grand Total 26| 10 2,557 +8 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 18.50 Underlying Price 64.320 Time to expiry: 21 Days Sep 10 28.33 1.00 65.00 0| 0 0 0 3600 24.33 1.00 58.14 0| 0 0 0 4000 22.66 1.00 54.93 0| 0 0 0 4167 18.87 1.00 47.45 0| 0 1 0 4546 16.34 1.00 42.53 0| 0 50 0 4800 11.32 0.99 33.53 0| 0 74 0 5303 7.57 0.97 27.65 0| 0 808 0 5682 3.98 0.86 22.71 0| 0 1 0 6061 2.76 0.78 20.48 0| 0 0 0 6200 1.35 0.55 18.67 0| 0 604 0 6400 0.48 0.28 17.58 0| 0 0 0 6600 0.12 0.09 16.91 0| 0 220 0 6800 0.01 0.01 14.74 0| 0 0 0 7000 0.01 0.00 13.84 0| 0 512 0 7200 0.01 0.00 12.86 0| 0 1 0 7576 0.01 0.00 12.88 0| 0 1 0 8000 0.01 0.00 15.91 0| 0 0 0 8800 0.01 0.00 22.50 0| 0 0 0 9600 Total 0| 0 2,272 0 Indicative a-t-m Vol 22.71 Underlying Price 64.320 Time to expiry: 203 Days Mar 11 32.49 0.99 43.93 0| 0 0 0 3200 24.70 0.97 37.50 0| 0 0 0 4000 20.87 0.95 34.23 0| 0 0 0 4400 17.10 0.92 31.06 0| 0 0 0 4800 10.15 0.80 26.29 0| 0 0 0 5600 7.16 0.69 24.50 0| 0 10 0 6000 4.64 0.56 22.83 0| 0 0 0 6400 2.72 0.40 21.38 0| 0 0 0 6800 1.42 0.26 20.24 0| 0 0 0 7200 0.32 0.08 19.42 0| 0 100 0 8000 0.06 0.02 19.47 0| 0 0 0 8800 0.02 0.01 20.50 0| 0 0 0 9600 0.01 0.00 28.01 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 23.53 Underlying Price 64.320 Time to expiry: 385 Days Sep 11 22.89 0.93 34.13 0| 0 0 0 4000 16.12 0.84 30.90 0| 0 0 0 4800 10.07 0.70 27.04 0| 0 0 0 5600 7.44 0.61 25.10 0| 0 0 0 6000 5.25 0.51 23.63 0| 0 0 0 6400 2.17 0.29 21.09 0| 0 0 0 7200 0.69 0.12 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 23.85 Underlying Price 64.320 Time to expiry: 567 Days Mar 12 23.93 0.90 34.65 0| 0 0 0 4000 17.54 0.81 31.32 0| 0 0 0 4800 11.51 0.70 26.77 0| 0 0 0 5600 9.04 0.62 25.41 0| 0 0 0 6000 6.82 0.53 23.95 0| 0 0 0 6400 3.37 0.35 21.35 0| 0 0 0 7200 1.44 0.19 19.60 0| 0 0 0 8000 0.12 0.02 23.67 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 2,382 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 18.50 Underlying Price 64.320 Time to expiry: 21 Days Sep 10 0.01 0.00 65.00 0| 0 0 0 3600 0.01 0.00 58.14 0| 0 404 0 4000 0.01 0.00 54.93 0| 0 600 0 4167 0.01 0.00 47.45 0| 0 0 0 4546 0.01 0.00 42.53 0| 0 25 0 4800 0.01 -0.01 33.53 0| 0 218 0 5303 0.05 -0.03 27.65 0| 0 29 0 5682 0.25 -0.14 22.71 0| 0 7 0 6061 0.43 -0.22 20.48 0| 0 0 0 6200 1.02 -0.45 18.67 0| 0 0 0 6400 2.14 -0.72 17.58 0| 0 0 0 6600 3.78 -0.91 16.91 0| 0 0 0 6800 5.67 -0.99 14.74 0| 0 0 0 7000 7.66 -1.00 13.84 0| 0 1 0 7200 11.42 -1.00 12.86 0| 0 0 0 7576 15.66 -1.00 12.88 0| 0 0 0 8000 23.66 -1.00 15.91 0| 0 0 0 8800 31.65 -1.00 22.50 0| 0 0 0 9600 Total 0| 0 1,284 0 Indicative a-t-m Vol 22.71 Underlying Price 64.320 Time to expiry: 203 Days Mar 11 0.08 -0.01 43.93 0| 0 0 0 3200 0.25 -0.03 37.50 0| 0 0 0 4000 0.40 -0.05 34.23 0| 0 0 0 4400 0.61 -0.08 31.06 0| 0 0 0 4800 1.61 -0.20 26.29 0| 0 55 0 5600 2.60 -0.31 24.50 0| 0 8 0 6000 4.06 -0.44 22.83 0| 0 0 0 6400 6.12 -0.60 21.38 0| 0 0 0 6800 8.80 -0.74 20.24 0| 0 0 0 7200 15.66 -0.92 19.42 0| 0 0 0 8000 23.36 -0.98 19.47 0| 0 0 0 8800 31.27 -0.99 20.50 0| 0 0 0 9600 55.13 -1.00 28.01 0| 0 0 0 12000 Total 0| 0 63 0 Indicative a-t-m Vol 23.53 Underlying Price 64.320 Time to expiry: 385 Days Sep 11 0.84 -0.07 34.13 0| 0 0 0 4000 1.96 -0.16 30.90 0| 0 0 0 4800 3.82 -0.30 27.04 0| 0 0 0 5600 5.14 -0.39 25.10 0| 0 0 0 6000 6.90 -0.49 23.63 0| 0 0 0 6400 11.73 -0.71 21.09 0| 0 0 0 7200 18.14 -0.88 19.30 0| 0 0 0 8000 56.98 -1.00 23.15 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 23.85 Underlying Price 64.320 Time to expiry: 567 Days Mar 12 1.59 -0.10 34.65 0| 0 0 0 4000 3.04 -0.19 31.32 0| 0 0 0 4800 4.86 -0.30 26.77 0| 0 0 0 5600 6.31 -0.38 25.41 0| 0 0 0 6000 8.01 -0.47 23.95 0| 0 0 0 6400 12.41 -0.65 21.35 0| 0 0 0 7200 18.32 -0.81 19.60 0| 0 0 0 8000 56.22 -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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 31.70 Underlying Price 80.310 Time to expiry: 21 Days Sep 10 36.32 1.00 53.00 0| 0 0 0 4400 32.32 1.00 51.38 0| 0 0 0 4800 24.33 1.00 47.33 0| 0 0 0 5600 16.36 0.99 41.88 0| 0 0 0 6400 12.45 0.96 39.11 0| 0 0 0 6800 8.69 0.90 36.41 0| 0 0 0 7200 6.94 0.84 35.21 0| 0 0 0 7400 5.32 0.76 34.04 0| 0 0 0 7600 3.89 0.66 32.93 0| 0 0 0 7800 2.68 0.54 31.90 0| 0 0 0 8000 1.70 0.41 30.63 0| 0 0 0 8200 0.99 0.28 29.83 0| 0 1 0 8400 0.53 0.18 28.95 0| 0 0 0 8600 0.25 0.10 28.14 0| 0 2 0 8800 0.04 0.02 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 31.54 Underlying Price 80.310 Time to expiry: 112 Days Dec 10 36.47 0.99 51.00 0| 0 0 0 4400 32.56 0.98 49.08 0| 0 0 0 4800 24.87 0.95 44.39 0| 0 0 0 5600 17.53 0.88 39.59 0| 0 0 0 6400 14.12 0.83 37.29 0| 0 0 0 6800 10.97 0.75 35.28 0| 0 0 0 7200 8.17 0.66 33.55 0| 0 0 0 7600 5.71 0.55 31.65 0| 0 0 0 8000 3.80 0.43 30.21 0| 0 0 0 8400 2.34 0.31 28.98 0| 0 2 0 8800 0.73 0.13 27.09 0| 0 0 0 9600 0.38 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 31.85 Underlying Price 80.310 Time to expiry: 203 Days Mar 11 32.98 0.95 48.08 0| 0 0 0 4800 25.64 0.90 43.07 0| 0 0 0 5600 18.77 0.83 38.71 0| 0 0 0 6400 15.58 0.77 36.64 0| 0 0 0 6800 12.69 0.71 35.06 0| 0 0 0 7200 10.09 0.64 33.66 0| 0 0 0 7600 7.72 0.55 31.96 0| 0 0 0 8000 5.72 0.47 30.51 0| 0 0 0 8400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.14 0.38 29.49 0| 0 0 0 8800 1.92 0.22 27.53 0| 0 0 0 9600 1.23 0.16 26.74 0| 0 0 0 10000 0.13 0.02 26.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 30.69 Underlying Price 80.310 Time to expiry: 294 Days Jun 11 33.38 0.94 46.77 0| 0 0 0 4800 26.37 0.88 42.77 0| 0 0 0 5600 19.61 0.81 37.92 0| 0 0 0 6400 13.56 0.70 33.61 0| 0 0 0 7200 10.94 0.64 31.99 0| 0 0 0 7600 8.69 0.56 30.86 0| 0 0 0 8000 6.43 0.48 28.69 0| 0 0 0 8400 4.74 0.40 27.51 0| 0 0 0 8800 2.37 0.25 25.70 0| 0 0 0 9600 1.56 0.18 24.78 0| 0 0 0 10000 0.28 0.04 25.00 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 5 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 31.70 Underlying Price 80.310 Time to expiry: 21 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 0.03 -0.01 41.88 0| 0 2 0 6400 0.12 -0.04 39.11 0| 0 22 0 6800 0.36 -0.10 36.41 0| 0 20 0 7200 0.61 -0.16 35.21 0| 0 0 0 7400 0.99 -0.24 34.04 0| 0 3 0 7600 1.56 -0.34 32.93 0| 0 0 0 7800 2.34 -0.46 31.90 0| 0 0 0 8000 3.36 -0.59 30.63 0| 0 0 0 8200 4.66 -0.72 29.83 0| 0 2 0 8400 6.20 -0.82 28.95 0| 0 0 0 8600 7.93 -0.90 28.14 0| 0 0 0 8800 11.72 -0.98 26.75 0| 0 0 0 9200 15.69 -1.00 25.65 0| 0 0 0 9600 19.69 -1.00 24.84 0| 0 0 0 10000 39.69 -1.00 26.00 0| 0 0 0 12000 Total 0| 0 49 0 Indicative a-t-m Vol 31.54 Underlying Price 80.310 Time to expiry: 112 Days Dec 10 0.10 -0.01 51.00 0| 0 0 0 4400 0.20 -0.02 49.08 0| 0 0 0 4800 0.54 -0.06 44.39 0| 0 0 0 5600 1.25 -0.13 39.59 0| 0 2 0 6400 1.87 -0.19 37.29 0| 0 3 0 6800 2.76 -0.26 35.28 0| 0 0 0 7200 3.99 -0.35 33.55 0| 0 0 0 7600 5.56 -0.46 31.65 0| 0 0 0 8000 7.68 -0.58 30.21 0| 0 0 0 8400 10.24 -0.70 28.98 0| 0 0 0 8800 16.64 -0.87 27.09 0| 0 0 0 9600 20.28 -0.93 26.44 0| 0 0 0 10000 39.88 -1.00 26.00 0| 0 0 0 12000 Total 0| 0 5 0 Indicative a-t-m Vol 31.85 Underlying Price 80.310 Time to expiry: 203 Days Mar 11 0.74 -0.05 48.08 0| 0 0 0 4800 1.42 -0.10 43.07 0| 0 0 0 5600 2.54 -0.18 38.71 0| 0 0 0 6400 3.34 -0.23 36.64 0| 0 0 0 6800 4.44 -0.29 35.06 0| 0 0 0 7200 5.83 -0.37 33.66 0| 0 0 0 7600 7.45 -0.45 31.96 0| 0 0 0 8000 9.44 -0.54 30.51 0| 0 0 0 8400 11.86 -0.62 29.49 0| 0 0 0 8800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.65 -0.78 27.53 0| 0 0 0 9600 20.97 -0.85 26.74 0| 0 0 0 10000 39.92 -0.98 26.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 30.69 Underlying Price 80.310 Time to expiry: 294 Days Jun 11 1.44 -0.08 46.77 0| 0 0 0 4800 2.53 -0.14 42.77 0| 0 0 0 5600 3.85 -0.21 37.92 0| 0 0 0 6400 5.90 -0.32 33.61 0| 0 0 0 7200 7.34 -0.39 31.99 0| 0 0 0 7600 9.14 -0.46 30.86 0| 0 0 0 8000 10.93 -0.54 28.69 0| 0 0 0 8400 13.29 -0.62 27.51 0| 0 0 0 8800 18.96 -0.76 25.70 0| 0 0 0 9600 22.17 -0.83 24.78 0| 0 0 0 10000 40.80 -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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 31.70 Underlying Price 80.310 Time to expiry: 21 Days Sep 10 36.32 1.00 52.00 0| 0 0 0 4400 32.32 1.00 51.38 0| 0 0 0 4800 24.33 1.00 47.33 0| 0 0 0 5600 20.33 1.00 44.66 0| 0 0 0 6000 16.36 0.99 41.88 0| 0 0 0 6400 12.45 0.96 39.11 0| 0 0 0 6800 8.69 0.90 36.41 0| 0 0 0 7200 6.94 0.84 35.21 0| 0 0 0 7400 5.32 0.76 34.04 0| 0 0 0 7600 3.89 0.66 32.93 0| 0 0 0 7800 2.68 0.54 31.90 0| 0 0 0 8000 1.70 0.41 30.63 0| 0 0 0 8200 0.99 0.28 29.83 0| 0 0 0 8400 0.53 0.18 28.95 0| 0 0 0 8600 0.25 0.10 28.14 0| 0 82 0 8800 0.04 0.02 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 31.85 Underlying Price 80.310 Time to expiry: 203 Days Mar 11 56.02 1.00 62.00 0| 0 0 0 2400 48.18 0.99 58.88 0| 0 0 0 3200 40.45 0.97 53.57 0| 0 0 0 4000 36.63 0.96 50.79 0| 0 0 0 4400 32.87 0.95 48.08 0| 0 0 0 4800 25.58 0.90 43.07 0| 0 0 0 5600 22.09 0.87 40.80 0| 0 0 0 6000 18.74 0.82 38.71 0| 0 0 0 6400 15.56 0.77 36.64 0| 0 0 0 6800 12.68 0.71 35.06 0| 0 0 0 7200 10.09 0.64 33.66 0| 0 0 0 7600 7.72 0.55 31.96 0| 0 0 0 8000 5.72 0.47 30.51 0| 0 0 0 8400 4.14 0.38 29.49 0| 0 0 0 8800 1.92 0.22 27.53 0| 0 0 0 9600 1.23 0.16 26.74 0| 0 0 0 10000 0.13 0.02 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 28.78 Underlying Price 80.310 Time to expiry: 385 Days Sep 11 32.40 0.93 39.88 0| 0 0 0 4800 22.30 0.83 35.06 0| 0 0 0 6000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 19.11 0.79 33.28 0| 0 0 0 6400 13.65 0.68 31.00 0| 0 0 0 7200 9.06 0.55 28.84 0| 0 0 0 8000 5.58 0.41 27.19 0| 0 0 0 8800 0.54 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 29.04 Underlying Price 80.310 Time to expiry: 567 Days Mar 12 33.51 0.90 40.46 0| 0 0 0 4800 23.88 0.81 35.38 0| 0 0 0 6000 15.57 0.68 31.19 0| 0 0 0 7200 11.12 0.57 29.10 0| 0 0 0 8000 7.58 0.45 27.52 0| 0 0 0 8800 1.31 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 31.70 Underlying Price 80.310 Time to expiry: 21 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 0.01 0.00 44.66 0| 0 0 0 6000 0.03 -0.01 41.88 0| 0 10 0 6400 0.12 -0.04 39.11 0| 0 100 0 6800 0.36 -0.10 36.41 0| 0 0 0 7200 0.61 -0.16 35.21 0| 0 0 0 7400 0.99 -0.24 34.04 0| 0 0 0 7600 1.56 -0.34 32.93 0| 0 0 0 7800 2.34 -0.46 31.90 0| 0 0 0 8000 3.36 -0.59 30.63 0| 0 0 0 8200 4.66 -0.72 29.83 0| 0 0 0 8400 6.20 -0.82 28.95 0| 0 0 0 8600 7.92 -0.90 28.14 0| 0 0 0 8800 11.71 -0.98 26.75 0| 0 0 0 9200 15.67 -1.00 25.65 0| 0 0 0 9600 19.66 -1.00 24.84 0| 0 0 0 10000 39.66 -1.00 25.00 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 31.85 Underlying Price 80.310 Time to expiry: 203 Days Mar 11 0.03 0.00 62.00 0| 0 0 0 2400 0.14 -0.01 58.88 0| 0 0 0 3200 0.37 -0.03 53.57 0| 0 0 0 4000 0.53 -0.04 50.79 0| 0 0 0 4400 0.74 -0.05 48.08 0| 0 0 0 4800 1.41 -0.10 43.07 0| 0 0 0 5600 1.90 -0.13 40.80 0| 0 0 0 6000 2.54 -0.18 38.71 0| 0 0 0 6400 3.33 -0.23 36.64 0| 0 0 0 6800 4.43 -0.29 35.06 0| 0 0 0 7200 5.81 -0.36 33.66 0| 0 0 0 7600 7.42 -0.45 31.96 0| 0 0 0 8000 9.40 -0.53 30.51 0| 0 0 0 8400 11.80 -0.62 29.49 0| 0 0 0 8800 17.54 -0.78 27.53 0| 0 0 0 9600 20.83 -0.84 26.74 0| 0 0 0 10000 39.63 -0.98 26.00 0| 0 0 0 12000 79.29 -1.00 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.78 Underlying Price 80.310 Time to expiry: 385 Days Sep 11 1.28 -0.07 39.88 0| 0 0 0 4800 3.04 -0.17 35.06 0| 0 0 0 6000 3.80 -0.21 33.28 0| 0 0 0 6400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.24 -0.32 31.00 0| 0 0 0 7200 9.55 -0.45 28.84 0| 0 0 0 8000 13.97 -0.59 27.19 0| 0 0 0 8800 40.55 -0.93 24.77 0| 0 0 0 12000 79.55 -0.99 26.28 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 29.04 Underlying Price 80.310 Time to expiry: 567 Days Mar 12 2.48 -0.10 40.46 0| 0 0 0 4800 4.63 -0.19 35.38 0| 0 0 0 6000 8.08 -0.32 31.19 0| 0 0 0 7200 11.47 -0.43 29.10 0| 0 0 0 8000 15.78 -0.55 27.52 0| 0 0 0 8800 40.88 -0.88 25.04 0| 0 0 0 12000 78.99 -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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 29.81 Underlying Price 13.330 Time to expiry: 21 Days Sep 10 4.33 1.00 44.85 0| 0 0 0 900 3.33 1.00 39.98 0| 0 0 0 1000 2.34 0.98 37.35 0| 0 0 0 1100 1.85 0.96 35.94 0| 0 0 0 1150 1.38 0.90 33.92 0| 0 0 0 1200 0.95 0.81 32.07 0| 0 0 0 1250 0.58 0.65 30.38 0| 0 0 0 1300 0.31 0.45 29.51 0| 0 0 0 1350 0.13 0.25 27.56 0| 0 0 0 1400 0.04 0.10 26.41 0| 0 0 0 1450 0.01 0.03 25.68 0| 0 0 0 1500 0.01 0.01 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 30.06 Underlying Price 13.330 Time to expiry: 112 Days Dec 10 4.40 0.97 41.36 0| 0 0 0 900 3.83 0.95 39.59 0| 0 0 0 960 3.45 0.93 38.41 0| 0 0 0 1000 2.57 0.86 35.71 0| 0 0 0 1100 1.76 0.75 33.10 0| 0 0 0 1200 1.09 0.60 30.69 0| 0 0 0 1300 0.59 0.42 28.78 0| 0 0 0 1400 0.28 0.25 27.40 0| 0 3 0 1500 0.11 0.12 26.16 0| 0 240 0 1600 0.04 0.05 25.11 0| 0 640 0 1700 0.01 0.02 24.43 0| 0 400 0 1800 0.01 0.00 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 0| 0 1,283 0 Indicative a-t-m Vol 29.59 Underlying Price 13.330 Time to expiry: 203 Days Mar 11 4.50 0.94 39.63 0| 0 0 0 900 3.95 0.91 37.59 0| 0 0 0 960 3.59 0.89 36.23 0| 0 0 0 1000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.75 0.82 33.76 0| 0 0 0 1100 2.00 0.72 31.80 0| 0 0 0 1200 1.37 0.60 30.09 0| 0 0 0 1300 0.87 0.46 28.57 0| 0 0 0 1400 0.51 0.32 27.33 0| 0 0 0 1500 0.27 0.21 26.25 0| 0 5 0 1600 0.14 0.12 25.37 0| 0 0 0 1700 0.06 0.06 24.65 0| 0 0 0 1800 0.03 0.03 24.10 0| 0 0 0 1900 0.01 0.01 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 0| 0 5 0 Indicative a-t-m Vol 29.59 Underlying Price 13.330 Time to expiry: 294 Days Jun 11 4.71 0.94 39.97 0| 0 0 0 880 3.99 0.90 37.59 0| 0 0 0 960 3.64 0.88 36.23 0| 0 0 0 1000 2.08 0.72 31.80 0| 0 0 0 1200 1.46 0.60 30.09 0| 0 0 0 1300 0.97 0.47 28.57 0| 0 0 0 1400 0.60 0.34 27.33 0| 0 0 0 1500 0.35 0.23 26.25 0| 0 0 0 1600 0.19 0.15 25.40 0| 0 0 0 1700 0.10 0.09 24.65 0| 0 0 0 1800 0.02 0.02 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 0| 0 1,360 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 29.81 Underlying Price 13.330 Time to expiry: 21 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 -0.02 37.35 0| 0 0 0 1100 0.02 -0.04 35.94 0| 0 0 0 1150 0.05 -0.10 33.92 0| 0 0 0 1200 0.12 -0.19 32.07 0| 0 0 0 1250 0.25 -0.35 30.38 0| 0 0 0 1300 0.48 -0.55 29.51 0| 0 0 0 1350 0.79 -0.75 27.56 0| 0 0 0 1400 1.21 -0.90 26.41 0| 0 0 0 1450 1.68 -0.97 25.68 0| 0 40 0 1500 2.17 -1.00 24.10 0| 0 0 0 1550 2.67 -1.00 21.85 0| 0 40 0 1600 3.17 -1.00 22.56 0| 0 0 0 1650 3.67 -1.00 21.75 0| 0 0 0 1700 4.67 -1.00 21.30 0| 0 0 0 1800 5.67 -1.00 20.25 0| 0 0 0 1900 6.67 -1.00 20.25 0| 0 0 0 2000 8.67 -1.00 20.82 0| 0 0 0 2200 10.67 -1.00 22.00 0| 0 0 0 2400 11.67 -1.00 24.93 0| 0 0 0 2500 Total 0| 0 80 0 Indicative a-t-m Vol 30.06 Underlying Price 13.330 Time to expiry: 112 Days Dec 10 0.04 -0.03 41.36 0| 0 0 0 900 0.07 -0.05 39.59 0| 0 0 0 960 0.10 -0.07 38.41 0| 0 0 0 1000 0.21 -0.14 35.71 0| 0 0 0 1100 0.40 -0.25 33.10 0| 0 0 0 1200 0.73 -0.40 30.69 0| 0 0 0 1300 1.23 -0.59 28.78 0| 0 0 0 1400 1.92 -0.76 27.40 0| 0 0 0 1500 2.75 -0.89 26.16 0| 0 40 0 1600 3.68 -0.96 25.11 0| 0 0 0 1700 4.67 -1.00 24.43 0| 0 0 0 1800 5.67 -1.00 24.01 0| 0 0 0 1900 6.67 -1.00 23.85 0| 0 0 0 2000 8.67 -1.00 24.20 0| 0 0 0 2200 10.67 -1.00 25.36 0| 0 0 0 2400 Total 0| 0 40 0 Indicative a-t-m Vol 29.59 Underlying Price 13.330 Time to expiry: 203 Days Mar 11 0.14 -0.07 39.63 0| 0 0 0 900 0.19 -0.10 37.59 0| 0 0 0 960 0.23 -0.12 36.23 0| 0 0 0 1000 0.40 -0.19 33.76 0| 0 0 0 1100 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.65 -0.29 31.80 0| 0 0 0 1200 1.03 -0.42 30.09 0| 0 0 0 1300 1.54 -0.55 28.57 0| 0 0 0 1400 2.19 -0.69 27.33 0| 0 4 0 1500 2.96 -0.80 26.25 0| 0 4 0 1600 3.82 -0.89 25.37 0| 0 0 0 1700 4.74 -0.94 24.65 0| 0 0 0 1800 5.70 -0.97 24.10 0| 0 0 0 1900 6.68 -0.99 23.69 0| 0 0 0 2000 8.67 -1.00 23.27 0| 0 0 0 2200 10.67 -1.00 31.21 0| 0 0 0 2400 Total 0| 0 8 0 Indicative a-t-m Vol 29.59 Underlying Price 13.330 Time to expiry: 294 Days Jun 11 0.31 -0.12 39.97 0| 0 0 0 880 0.44 -0.17 37.59 0| 0 0 0 960 0.51 -0.19 36.23 0| 0 0 0 1000 1.12 -0.38 31.80 0| 0 0 0 1200 1.58 -0.49 30.09 0| 0 0 0 1300 2.17 -0.61 28.57 0| 0 0 0 1400 2.86 -0.72 27.33 0| 0 0 0 1500 3.66 -0.82 26.25 0| 0 0 0 1600 4.53 -0.89 25.40 0| 0 0 0 1700 5.45 -0.93 24.65 0| 0 0 0 1800 7.38 -0.98 23.69 0| 0 0 0 2000 9.35 -1.00 23.06 0| 0 0 0 2200 Total 0| 0 0 0 Total Puts 0| 0 128 0 Grand Total 0| 0 1,488 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 46.37 Underlying Price 10.245 Time to expiry: 21 Days Sep 10 4.65 1.00 84.00 0| 0 0 0 560 3.85 1.00 76.23 0| 0 0 0 640 3.45 0.99 72.36 0| 0 0 0 680 3.06 0.99 68.78 0| 0 104 0 720 2.66 0.97 65.47 0| 0 0 0 760 2.28 0.96 62.42 0| 0 1,500 0 800 2.09 0.94 60.98 0| 0 0 0 820 1.92 0.91 64.94 0| 0 0 0 840 1.74 0.89 62.33 0| 0 0 0 860 1.55 0.87 58.27 0| 0 236 0 880 1.37 0.85 55.63 0| 0 4,112 0 900 1.19 0.81 53.19 0| 0 625 0 920 1.03 0.77 51.10 0| 0 5,077 0 940 0.88 0.72 50.63 0| 0 1,362 0 960 0.74 0.67 49.57 0| 0 133 0 980 0.60 0.61 0.61 47.89 0.60 0.60 400| 0 4,282 0 1000 0.37 0.34 0.43 44.84 0.37 0.37 8| 0 924 0 1050 0.19 0.16 0.27 42.56 0.19 0.16 3,195| 150 7,695 +30 1100 0.09 0.15 43.83 0| 0 1,520 0 1150 0.08 0.12 52.90 0| 0 9,125 0 1200 0.01 0.01 41.05 0| 0 3,786 0 1300 0.01 0.00 39.53 0| 0 800 0 1400 0.01 0.00 38.66 0| 0 751 0 1500 0.01 0.00 38.36 0| 0 3,667 0 1600 0.01 0.00 38.57 0| 0 250 0 1700 0.01 0.00 39.22 0| 0 434 0 1800 0.01 0.00 41.66 0| 0 238 0 2000 0.01 0.00 45.00 0| 0 359 0 2200 Total 3,603| 150 46,980 +30 Indicative a-t-m Vol 46.37 Underlying Price 10.245 Time to expiry: 49 Days Oct 10 2.79 0.90 69.33 0| 0 0 0 760 2.42 0.88 65.06 0| 0 0 0 800 2.06 0.84 60.21 0| 0 0 0 840 1.88 0.83 57.18 0| 0 0 0 860 1.71 0.80 55.17 0| 0 0 0 880 1.55 0.77 53.83 0| 0 0 0 900 1.40 0.74 52.85 0| 0 0 0 920 1.25 0.71 51.40 0| 0 0 0 940 1.11 0.67 50.23 0| 0 243 0 960 0.98 0.63 49.29 0| 120 120 0 980 0.85 0.59 47.75 0| 0 252 0 1000 0.57 0.48 45.00 0| 51 752 +51 1050 0.38 0.35 0.36 42.27 0.38 0.38 120| 0 114 0 1100 0.22 0.25 41.14 0| 0 2,426 0 1150 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 50 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.13 0.16 40.43 0| 0 5,497 0 1200 0.05 0.07 41.66 0| 0 93 0 1300 0.02 0.04 45.00 0| 0 0 0 1400 Total 120| 171 9,497 +51 Indicative a-t-m Vol 46.89 Underlying Price 10.245 Time to expiry: 84 Days Nov 10 2.22 0.80 57.92 0| 0 0 0 840 1.90 0.76 55.16 0| 0 0 0 880 1.60 0.71 52.60 0| 0 0 0 920 1.32 0.65 50.27 0| 0 0 0 960 1.20 0.62 49.30 0| 0 0 0 980 1.09 0.59 48.74 0| 0 0 0 1000 0.78 0.50 45.04 0| 0 318 0 1050 0.56 0.41 43.09 0| 2 324 +2 1100 0.25 0.23 39.60 0| 0 183 0 1200 0.10 0.12 38.68 0| 0 0 0 1300 0.05 0.06 39.76 0| 0 0 0 1400 Total 0| 2 825 +2 Indicative a-t-m Vol 47.07 Underlying Price 10.245 Time to expiry: 112 Days Dec 10 5.54 0.96 87.56 0| 0 0 0 480 4.78 0.95 79.08 0| 0 100 0 560 4.42 0.93 75.58 0| 0 2 0 600 4.05 0.92 71.92 0| 0 0 0 640 3.33 0.88 65.49 0| 0 0 0 720 3.17 0.87 63.73 0| 0 0 0 738 2.98 0.85 62.08 0| 0 2,500 0 760 2.66 0.82 59.66 0| 0 164 0 800 2.34 0.79 57.30 0| 0 36 0 840 2.03 0.75 54.52 0| 0 5,960 0 880 1.74 0.70 52.36 0| 0 3,335 0 920 1.47 0.65 50.50 0| 0 261 0 960 1.22 0.59 48.32 0| 0 6,393 0 1000 0.67 0.42 42.94 0| 0 36,235 0 1107 0.35 0.28 39.84 0| 0 19,106 0 1200 0.16 0.16 38.17 0| 0 11,192 0 1300 0.08 0.09 37.99 0| 0 6,610 0 1400 0.03 0.04 35.43 0| 0 754 0 1476 0.01 0.01 34.03 0| 0 20,040 0 1661 0.01 0.00 34.04 0| 0 755 0 1846 0.01 0.00 34.93 0| 0 300 0 2000 0.01 0.00 35.18 0| 0 0 0 2030 0.01 0.00 40.00 0| 0 0 0 2400 Total 0| 0 113,743 0 Indicative a-t-m Vol 45.70 Underlying Price 10.245 Time to expiry: 203 Days Mar 11 4.92 0.92 70.98 0| 0 0 0 560 4.56 0.91 67.76 0| 0 0 0 600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.20 0.89 64.42 0| 0 0 0 640 3.52 0.85 58.94 0| 0 2 0 720 3.22 0.82 57.73 0| 0 0 0 760 2.91 0.79 55.98 0| 0 50 0 800 2.61 0.76 53.59 0| 0 5 0 840 2.32 0.73 52.03 0| 0 0 0 880 2.06 0.69 50.35 0| 0 2,500 0 920 1.79 0.65 48.36 0| 0 313 0 960 1.56 0.60 47.00 0| 0 466 0 1000 1.01 0.99 0.48 41.79 1.04 1.01 239| 0 762 0 1100 0.63 0.62 0.35 39.27 0.63 0.63 120| 80 517 +29 1200 0.35 0.24 37.04 0| 0 240 0 1300 0.19 0.15 35.39 0| 0 302 0 1400 0.12 0.10 35.54 0| 0 129 0 1500 0.06 0.06 34.50 0| 0 899 0 1600 0.02 0.02 34.93 0| 0 0 0 1800 0.01 0.01 37.00 0| 0 0 0 2000 Total 359| 80 6,185 +29 Indicative a-t-m Vol 44.35 Underlying Price 10.245 Time to expiry: 294 Days Jun 11 5.64 0.95 68.92 0| 0 0 0 480 4.95 0.92 65.36 0| 0 0 0 560 4.60 0.91 63.29 0| 0 0 0 600 4.27 0.89 61.22 0| 0 0 0 640 3.61 0.84 56.49 0| 0 0 0 720 3.30 0.82 54.75 0| 0 0 0 760 3.00 0.79 53.05 0| 0 0 0 800 2.71 0.76 51.30 0| 0 0 0 840 2.44 0.73 49.70 0| 0 20 0 880 2.19 0.69 48.45 0| 0 0 0 920 1.94 0.65 47.01 0| 0 880 0 960 1.69 0.61 45.00 0| 0 12,506 0 1000 1.20 0.50 42.40 0| 0 246 0 1100 0.81 0.40 40.20 0| 0 902 0 1200 0.30 0.20 35.52 0| 0 2,808 0 1400 0.10 0.08 33.63 0| 0 2,450 0 1600 0.06 0.05 36.06 0| 0 0 0 1800 0.05 0.04 40.00 0| 0 120 0 2000 0.02 0.02 42.00 0| 0 1,000 0 2400 Total 0| 0 20,932 0 Indicative a-t-m Vol 45.15 Underlying Price 10.245 Time to expiry: 476 Days Dec 11 6.43 0.96 70.83 0| 0 0 0 400 5.72 0.94 65.39 0| 0 0 0 480 4.73 0.89 59.17 0| 0 0 0 600 4.42 0.87 57.75 0| 0 0 0 640 3.84 0.82 54.85 0| 0 0 0 720 3.30 0.77 52.45 0| 0 0 0 800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.77 0.71 49.52 0| 0 50 0 880 2.64 0.70 48.52 0| 0 0 0 900 2.30 0.65 46.89 0| 0 1,531 0 960 2.09 0.62 46.13 0| 0 3,780 0 1000 1.08 0.43 38.29 0| 0 17,140 0 1200 0.50 0.26 34.24 0| 0 90 0 1400 0.35 0.20 33.36 0| 0 2,500 0 1500 0.26 0.15 33.55 0| 0 2,275 0 1600 0.20 0.11 40.69 0| 0 0 0 2000 0.14 0.08 45.10 0| 0 0 0 2400 Total 0| 0 27,366 0 Indicative a-t-m Vol 43.71 Underlying Price 10.245 Time to expiry: 658 Days Jun 12 5.71 0.94 64.00 0| 0 0 0 480 4.74 0.89 57.71 0| 0 0 0 600 3.37 0.77 51.43 0| 0 0 0 800 2.88 0.72 48.76 0| 0 0 0 880 2.40 0.66 45.88 0| 0 0 0 960 2.18 0.63 44.54 0| 0 0 0 1000 1.21 0.46 37.88 0| 0 240 0 1200 0.61 0.29 33.73 0| 0 240 0 1400 0.40 0.20 34.71 0| 0 240 0 1600 0.27 0.13 39.48 0| 0 0 0 2000 0.22 0.11 44.22 0| 0 0 0 2400 Total 0| 0 720 0 Indicative a-t-m Vol 42.51 Underlying Price 10.245 Time to expiry: 847 Days Dec 12 6.44 0.96 70.00 0| 0 0 0 400 5.74 0.93 62.74 0| 0 0 0 480 4.83 0.88 57.43 0| 0 0 0 600 3.47 0.77 50.03 0| 0 0 0 800 2.98 0.71 47.08 0| 0 0 0 880 2.51 0.66 44.29 0| 0 1,000 0 960 2.31 0.63 43.20 0| 0 13,300 0 1000 1.38 0.47 37.64 0| 0 5,052 0 1200 0.74 0.32 33.31 0| 0 0 0 1400 0.50 0.23 33.74 0| 0 3,000 0 1600 0.33 0.15 37.31 0| 0 159 0 2000 0.30 0.13 41.88 0| 0 400 0 2400 Total 0| 0 22,911 0 Indicative a-t-m Vol 46.35 Underlying Price 10.245 Time to expiry: 1029 Days Jun 13 5.63 0.96 62.32 0| 0 0 0 480 4.69 0.90 57.12 0| 0 0 0 600 3.42 0.78 51.04 0| 0 0 0 800 3.12 0.73 52.12 0| 0 0 0 880 2.72 0.68 49.67 0| 0 0 0 960 1.35 0.48 37.39 0| 0 0 0 1200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.51 0.24 33.52 0| 0 0 0 1600 0.40 0.18 38.45 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 43.09 Underlying Price 10.245 Time to expiry: 1211 Days Dec 13 6.36 0.98 70.00 0| 0 0 0 400 5.65 0.95 61.70 0| 0 0 0 480 4.74 0.89 56.71 0| 0 0 0 600 3.51 0.77 50.84 0| 0 0 0 800 1.46 0.49 37.07 0| 0 0 0 1200 0.60 0.26 33.32 0| 0 0 0 1600 0.55 0.22 39.37 0| 0 0 0 2000 0.51 0.19 43.31 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 43.06 Underlying Price 10.245 Time to expiry: 1575 Days Dec 14 5.54 0.98 61.50 0| 0 0 0 480 4.58 0.92 57.00 0| 0 0 0 600 3.36 0.79 50.79 0| 0 0 0 800 1.42 0.49 37.05 0| 0 0 0 1200 0.68 0.29 34.39 0| 0 0 0 1600 0.65 0.25 39.90 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 4,082| 403 249,159 +112 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 46.37 Underlying Price 10.245 Time to expiry: 21 Days Sep 10 0.01 0.00 84.00 0| 0 0 0 560 0.01 0.00 76.23 0| 0 3,520 0 640 0.01 -0.01 72.36 0| 0 120 0 680 0.01 -0.01 68.78 0| 0 7,849 0 720 0.02 -0.03 65.47 0| 0 4,388 0 760 0.03 -0.04 62.42 0| 0 4,605 0 800 0.04 -0.06 60.98 0| 0 322 0 820 0.07 -0.09 64.94 0| 0 611 0 840 0.09 -0.11 62.33 0| 0 170 0 860 0.10 -0.13 58.27 0| 0 561 0 880 0.12 0.12 -0.15 55.63 0.12 0.12 120| 0 120 0 900 0.14 -0.19 53.19 0| 0 1,085 0 920 0.19 0.18 -0.23 51.10 0.19 0.19 120| 0 5,860 0 940 0.24 -0.28 50.63 0| 0 14,985 0 960 0.30 -0.33 49.57 0| 0 4,600 0 980 0.38 0.36 -0.39 47.89 0.38 0.38 600| 0 7,648 0 1000 0.59 -0.57 44.84 0| 0 619 0 1050 0.92 -0.73 42.56 0| 0 7,858 0 1100 1.34 -0.85 43.83 0| 0 171 0 1150 1.83 -0.88 52.90 0| 0 3,984 0 1200 2.76 -0.99 41.05 0| 0 6,050 0 1300 3.76 -1.00 39.53 0| 0 600 0 1400 4.76 -1.00 38.66 0| 0 550 0 1500 5.76 -1.00 38.36 0| 0 150 0 1600 6.76 -1.00 38.57 0| 0 0 0 1700 7.76 -1.00 39.22 0| 0 0 0 1800 9.76 -1.00 41.66 0| 0 0 0 2000 11.76 -1.00 45.00 0| 0 0 0 2200 Total 840| 0 76,426 0 Indicative a-t-m Vol 46.37 Underlying Price 10.245 Time to expiry: 49 Days Oct 10 0.13 -0.10 69.33 0| 0 0 0 760 0.17 -0.12 65.06 0| 0 147 0 800 0.21 -0.16 60.21 0| 0 120 0 840 0.23 -0.17 57.18 0| 0 120 0 860 0.26 -0.20 55.17 0| 0 0 0 880 0.30 -0.23 53.83 0| 5 120 0 900 0.35 -0.26 52.85 0| 0 130 0 920 0.40 -0.29 51.40 0| 0 176 0 940 0.46 -0.33 50.23 0| 0 220 0 960 0.52 -0.37 49.29 0| 64 152 -64 980 0.60 -0.41 47.75 0| 0 293 0 1000 0.87 0.82 -0.52 45.00 0.87 0.87 112| 0 44 0 1050 1.10 -0.65 42.27 0| 10 500 0 1100 1.46 -0.75 41.14 0| 0 0 0 1150 1.87 -0.84 40.43 0| 0 0 0 1200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.80 -0.93 41.66 0| 0 0 0 1300 3.77 -0.97 45.00 0| 0 0 0 1400 Total 112| 79 2,022 -64 Indicative a-t-m Vol 46.89 Underlying Price 10.245 Time to expiry: 84 Days Nov 10 0.36 0.36 -0.20 57.92 0.36 0.36 120| 0 0 0 840 0.44 -0.24 55.16 0| 0 120 0 880 0.54 -0.29 52.60 0| 0 0 0 920 0.66 -0.35 50.27 0| 0 5 0 960 0.74 -0.38 49.30 0| 0 0 0 980 0.82 -0.41 48.74 0| 0 0 0 1000 1.02 -0.50 45.04 0| 0 0 0 1050 1.30 -0.59 43.09 0| 10 10 +10 1100 1.98 -0.77 39.60 0| 0 0 0 1200 2.84 -0.88 38.68 0| 0 0 0 1300 3.79 -0.94 39.76 0| 0 0 0 1400 Total 120| 10 135 +10 Indicative a-t-m Vol 47.07 Underlying Price 10.245 Time to expiry: 112 Days Dec 10 0.08 -0.04 87.56 0| 0 579 0 480 0.12 -0.05 79.08 0| 0 146 0 560 0.16 -0.07 75.58 0| 0 940 0 600 0.16 0.19 -0.08 71.92 0.16 0.16 120| 0 539 0 640 0.25 0.27 -0.12 65.49 0.25 0.25 120| 0 4,180 0 720 0.29 -0.13 63.73 0| 5 6,010 0 738 0.31 0.32 -0.15 62.08 0.31 0.31 160| 0 11,204 0 760 0.37 0.39 -0.18 59.66 0.37 0.37 120| 0 9,712 0 800 0.47 -0.21 57.30 0| 0 235 0 840 0.54 0.56 -0.25 54.52 0.54 0.54 120| 0 6,121 0 880 0.67 0.67 -0.30 52.36 0.67 0.67 47| 0 8,720 0 920 0.80 -0.35 50.50 0| 0 3,074 0 960 0.95 -0.41 48.32 0| 5,000 6,788 +5,000 1000 1.46 -0.58 42.94 0| 0 23,878 0 1107 2.08 -0.72 39.84 0| 0 21,015 0 1200 2.90 -0.85 38.17 0| 0 4,905 0 1300 3.81 -0.92 37.99 0| 0 165 0 1400 4.53 -0.97 35.43 0| 0 5,480 0 1476 6.37 -1.00 34.03 0| 0 7,500 0 1661 8.22 -1.00 34.04 0| 0 250 0 1846 9.76 -1.00 34.93 0| 0 2,315 0 2000 10.06 -1.00 35.18 0| 0 0 0 2030 13.76 -1.00 40.00 0| 0 0 0 2400 Total 687| 5,005 123,756 +5,000 Indicative a-t-m Vol 45.70 Underlying Price 10.245 Time to expiry: 203 Days Mar 11 0.25 -0.08 70.98 0| 0 120 0 560 0.28 -0.09 67.76 0| 0 1,075 0 600 0.30 0.32 -0.11 64.42 0.30 0.30 221| 0 62 0 640 0.44 0.44 -0.15 58.94 0.44 0.44 100| 0 5,584 0 720 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 -0.18 57.73 0| 0 419 0 760 0.63 -0.21 55.98 0| 0 5,013 0 800 0.71 0.72 -0.24 53.59 0.71 0.71 120| 0 64 0 840 0.83 0.84 -0.27 52.03 0.83 0.83 120| 0 1,720 0 880 0.95 0.97 -0.31 50.35 0.95 0.95 120| 120 4,468 +41 920 1.10 -0.35 48.36 0| 397 1,639 +43 960 1.25 1.27 -0.40 47.00 1.25 1.25 74| 0 8,492 0 1000 1.70 -0.52 41.79 0| 0 165 0 1100 2.32 -0.65 39.27 0| 0 52 0 1200 3.06 -0.76 37.04 0| 0 0 0 1300 3.89 -0.86 35.39 0| 0 7,575 0 1400 4.82 -0.91 35.54 0| 0 0 0 1500 5.77 -0.96 34.50 0| 0 0 0 1600 7.76 -1.00 34.93 0| 0 0 0 1800 9.76 -1.00 37.00 0| 0 0 0 2000 Total 755| 517 36,448 +84 Indicative a-t-m Vol 44.35 Underlying Price 10.245 Time to expiry: 294 Days Jun 11 0.24 -0.07 68.92 0| 0 547 0 480 0.36 -0.10 65.36 0| 0 500 0 560 0.43 -0.12 63.29 0| 0 1,150 0 600 0.51 -0.14 61.22 0| 0 2,390 0 640 0.66 -0.18 56.49 0| 0 1,003 0 720 0.76 0.77 -0.21 54.75 0.76 0.76 120| 0 500 0 760 0.88 -0.24 53.05 0| 0 1,055 0 800 0.99 -0.27 51.30 0| 0 212 0 840 1.12 1.13 -0.31 49.70 1.12 1.12 120| 0 415 0 880 1.28 1.28 -0.34 48.45 1.28 1.28 120| 0 120 0 920 1.45 1.45 -0.38 47.01 1.45 1.45 120| 0 2,112 0 960 1.60 -0.42 45.00 0| 0 6,639 0 1000 2.14 -0.53 42.40 0| 0 240 0 1100 2.77 -0.63 40.20 0| 0 920 0 1200 4.27 -0.82 35.52 0| 0 3,823 0 1400 6.08 -0.92 33.63 0| 0 0 0 1600 8.02 -0.95 36.06 0| 0 0 0 1800 10.00 -0.96 40.00 0| 0 0 0 2000 13.94 -0.98 42.00 0| 0 180 0 2400 Total 480| 0 21,806 0 Indicative a-t-m Vol 45.15 Underlying Price 10.245 Time to expiry: 476 Days Dec 11 0.31 -0.06 70.83 0| 0 0 0 400 0.42 -0.09 65.39 0| 0 0 0 480 0.65 -0.14 59.17 0| 0 0 0 600 0.75 -0.16 57.75 0| 0 428 0 640 0.97 -0.20 54.85 0| 0 80 0 720 1.24 -0.25 52.45 0| 0 336 0 800 1.51 -0.30 49.52 0| 0 232 0 880 1.58 -0.32 48.52 0| 0 100 0 900 1.84 -0.36 46.89 0| 0 1,000 0 960 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.04 -0.40 46.13 0| 5,400 5,400 +5,400 1000 3.02 -0.58 38.29 0| 0 18,000 0 1200 4.44 -0.75 34.24 0| 0 1,000 0 1400 5.28 -0.82 33.36 0| 0 2,500 0 1500 6.19 -0.86 33.55 0| 0 2,000 0 1600 10.09 -0.90 40.69 0| 0 0 0 2000 14.01 -0.93 45.10 0| 0 0 0 2400 Total 0| 5,400 31,076 +5,400 Indicative a-t-m Vol 43.71 Underlying Price 10.245 Time to expiry: 658 Days Jun 12 0.66 -0.11 64.00 0| 0 0 0 480 0.95 -0.17 57.71 0| 0 0 0 600 1.66 -0.28 51.43 0| 0 0 0 800 2.00 -0.33 48.76 0| 0 0 0 880 2.34 -0.39 45.88 0| 0 0 0 960 2.53 -0.42 44.54 0| 0 2 0 1000 3.59 -0.59 37.88 0| 0 503 0 1200 5.00 -0.74 33.73 0| 0 244 0 1400 6.78 -0.82 34.71 0| 0 5 0 1600 10.58 -0.88 39.48 0| 0 0 0 2000 14.45 -0.90 44.22 0| 0 0 0 2400 Total 0| 0 754 0 Indicative a-t-m Vol 42.51 Underlying Price 10.245 Time to expiry: 847 Days Dec 12 0.69 -0.09 70.00 0| 0 0 0 400 0.82 -0.12 62.74 0| 0 0 0 480 1.17 -0.17 57.43 0| 0 0 0 600 1.86 -0.27 50.03 0| 0 0 0 800 2.17 -0.32 47.08 0| 0 0 0 880 2.51 -0.38 44.29 0| 0 1,000 0 960 2.71 -0.40 43.20 0| 0 5,000 0 1000 3.78 -0.55 37.64 0| 0 7,000 0 1200 5.12 -0.70 33.31 0| 0 0 0 1400 6.85 -0.78 33.74 0| 0 0 0 1600 10.59 -0.86 37.31 0| 0 0 0 2000 14.46 -0.88 41.88 0| 0 0 0 2400 Total 0| 0 13,000 0 Indicative a-t-m Vol 44.18 Underlying Price 10.245 Time to expiry: 1029 Days Jun 13 1.07 -0.14 62.32 0| 0 0 0 480 1.48 -0.19 57.12 0| 0 0 0 600 2.33 -0.30 51.04 0| 0 0 0 800 2.74 -0.34 49.26 0| 0 0 0 880 3.12 -0.39 46.70 0| 0 0 0 960 4.31 -0.58 37.39 0| 0 0 0 1200 7.42 -0.79 33.52 0| 0 0 0 1600 11.17 -0.83 38.45 0| 0 0 0 2000 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 58 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 43.09 Underlying Price 10.245 Time to expiry: 1211 Days Dec 13 1.05 -0.10 70.00 0| 0 0 0 400 1.19 -0.13 61.70 0| 0 0 0 480 1.62 -0.19 56.71 0| 0 0 0 600 2.49 -0.29 50.84 0| 0 0 0 800 4.41 -0.55 37.07 0| 0 0 0 1200 7.46 -0.76 33.32 0| 0 0 0 1600 11.24 -0.79 39.37 0| 0 0 0 2000 15.02 -0.82 43.31 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 43.06 Underlying Price 10.245 Time to expiry: 1575 Days Dec 14 1.53 -0.15 61.50 0| 0 0 0 480 2.04 -0.20 57.00 0| 0 0 0 600 2.98 -0.30 50.79 0| 0 0 0 800 4.98 -0.56 37.05 0| 0 0 0 1200 8.06 -0.73 34.39 0| 0 0 0 1600 11.76 -0.76 39.90 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 2,994| 11,011 305,423 +10,430 Grand Total 7,076| 11,414 554,582 +10,542 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 46.37 Underlying Price 10.245 Time to expiry: 21 Days Sep 10 4.65 1.00 84.00 0| 0 0 0 560 3.85 1.00 76.23 0| 0 0 0 640 3.45 0.99 72.36 0| 0 0 0 680 3.06 0.99 68.78 0| 0 0 0 720 2.88 0.98 67.26 0| 0 1 0 738 2.66 0.97 65.47 0| 0 0 0 760 2.28 0.96 62.42 0| 0 0 0 800 2.09 0.94 60.98 0| 0 0 0 820 1.92 0.91 64.94 0| 0 0 0 840 1.74 0.89 62.33 0| 0 0 0 860 1.55 0.87 58.27 0| 0 100,000 0 880 1.37 0.85 55.63 0| 0 0 0 900 1.19 0.81 53.19 0| 0 10,200 0 920 1.03 0.77 51.10 0| 0 0 0 940 0.88 0.72 50.63 0| 0 0 0 960 0.74 0.67 49.57 0| 0 0 0 980 0.61 0.61 47.89 0| 0 2,100 0 1000 0.34 0.43 44.84 0| 0 0 0 1050 0.18 0.27 46.20 0| 0 15,090 0 1107 0.09 0.15 43.83 0| 0 0 0 1150 0.08 0.12 52.90 0| 0 40,262 0 1200 0.01 0.01 41.05 0| 0 2 0 1300 0.01 0.00 39.53 0| 0 252 0 1400 0.01 0.00 38.82 0| 0 5,002 0 1476 0.01 0.00 38.36 0| 0 0 0 1600 0.01 0.00 38.41 0| 0 0 0 1650 0.01 0.00 38.57 0| 0 0 0 1700 0.01 0.00 39.22 0| 0 0 0 1800 0.01 0.00 41.66 0| 0 0 0 2000 0.01 0.00 45.00 0| 0 0 0 2200 Total 0| 0 172,909 0 Indicative a-t-m Vol 45.91 Underlying Price 10.245 Time to expiry: 203 Days Mar 11 5.62 0.95 74.61 0| 0 0 0 480 4.92 0.92 70.98 0| 0 0 0 560 4.56 0.91 67.76 0| 0 0 0 600 4.20 0.89 64.42 0| 0 0 0 640 3.40 0.84 59.22 0| 0 0 0 738 3.22 0.82 57.73 0| 0 0 0 760 2.91 0.79 55.98 0| 0 0 0 800 2.61 0.76 53.59 0| 0 0 0 840 2.32 0.73 52.03 0| 0 0 0 880 2.06 0.69 50.35 0| 0 0 0 920 1.79 0.65 48.36 0| 0 0 0 960 1.56 0.60 47.00 0| 0 0 0 1000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 60 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.99 0.47 42.32 0| 0 1 0 1107 0.62 0.35 39.27 0| 0 2,000 0 1200 0.35 0.24 37.04 0| 0 17 0 1300 0.19 0.15 35.39 0| 0 0 0 1400 0.12 0.11 35.15 0| 0 0 0 1476 0.04 0.04 34.45 0| 0 0 0 1661 0.02 0.02 35.04 0| 0 0 0 1816 0.01 0.01 37.32 0| 0 0 0 2030 0.01 0.01 44.47 0| 0 0 0 2400 Total 0| 0 2,018 0 Indicative a-t-m Vol 42.20 Underlying Price 10.245 Time to expiry: 385 Days Sep 11 5.61 0.91 75.00 0| 0 0 0 480 4.66 0.86 67.88 0| 0 0 0 600 4.33 0.84 64.58 0| 0 0 0 640 3.59 0.79 58.74 0| 0 0 0 738 3.11 0.75 54.60 0| 0 0 0 800 2.54 0.70 50.11 0| 0 0 0 880 2.01 0.63 45.70 0| 0 0 0 960 1.74 0.59 43.11 0| 0 0 0 1000 1.20 0.48 39.23 0| 0 1,875 0 1107 0.83 0.39 36.60 0| 0 0 0 1200 0.27 0.17 33.61 0| 0 50 0 1476 0.17 0.12 33.42 0| 0 400 0 1600 0.09 0.06 34.16 0| 0 0 0 1816 0.04 0.03 33.63 0| 0 0 0 2000 0.01 0.01 35.36 0| 0 0 0 2400 0.01 0.00 36.82 0| 0 89 0 2905 Total 0| 0 2,414 0 Indicative a-t-m Vol 43.27 Underlying Price 10.245 Time to expiry: 567 Days Mar 12 6.45 0.93 76.22 0| 0 0 0 400 5.81 0.90 70.56 0| 0 0 0 480 4.86 0.86 62.34 0| 0 0 0 600 3.46 0.75 53.12 0| 0 0 0 800 2.87 0.70 48.17 0| 0 0 0 880 2.43 0.65 46.11 0| 0 0 0 960 1.11 0.43 35.61 0| 0 900 0 1200 0.64 0.29 34.78 0| 0 0 0 1400 0.33 0.18 33.09 0| 0 0 0 1600 0.16 0.10 31.57 0| 0 0 0 1800 0.08 0.06 30.81 0| 0 0 0 2000 0.04 0.03 32.68 0| 0 0 0 2400 Total 0| 0 900 0 Indicative a-t-m Vol 43.77 Underlying Price 10.245 Time to expiry: 756 Days Sep 12 5.93 0.91 70.30 0| 0 0 0 400 5.34 0.88 65.20 0| 0 0 0 480 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 61 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.53 0.83 60.23 0| 0 0 0 600 3.25 0.73 52.02 0| 0 0 0 800 2.77 0.68 48.56 0| 0 0 0 880 2.36 0.62 46.31 0| 0 0 0 960 2.15 0.60 44.80 0| 0 0 0 1000 1.15 0.43 36.56 0| 0 0 0 1200 0.62 0.28 33.31 0| 0 0 0 1400 0.37 0.19 32.84 0| 0 0 0 1600 0.17 0.10 33.92 0| 0 0 0 2000 0.10 0.06 35.29 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 43.85 Underlying Price 10.245 Time to expiry: 931 Days Mar 13 6.06 0.91 67.67 0| 0 0 0 400 5.53 0.88 64.63 0| 0 0 0 480 4.77 0.83 60.09 0| 0 0 0 600 3.52 0.74 51.64 0| 0 0 0 800 3.00 0.69 47.55 0| 0 0 0 880 2.59 0.64 45.27 0| 0 0 0 960 2.43 0.62 44.66 0| 0 0 0 1000 1.48 0.47 38.16 0| 0 0 0 1200 0.80 0.33 33.29 0| 0 0 0 1400 0.53 0.24 32.77 0| 0 0 0 1600 0.22 0.12 32.05 0| 0 0 0 2000 0.10 0.06 31.77 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 41.38 Underlying Price 10.245 Time to expiry: 1120 Days Sep 13 5.48 0.90 68.24 0| 0 0 0 400 4.99 0.87 64.44 0| 0 0 0 480 4.31 0.81 60.09 0| 0 0 0 600 3.16 0.71 51.45 0| 0 0 0 800 1.05 0.41 33.55 0| 0 0 0 1200 0.48 0.22 32.77 0| 0 0 0 1600 0.21 0.11 31.78 0| 0 0 0 2000 0.10 0.06 31.38 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 41.16 Underlying Price 10.245 Time to expiry: 1302 Days Mar 14 5.18 0.87 64.36 0| 0 0 0 480 4.53 0.82 60.26 0| 0 0 0 600 3.38 0.72 51.07 0| 0 0 0 800 1.23 0.44 33.46 0| 0 0 0 1200 0.62 0.26 32.79 0| 0 0 0 1600 0.31 0.15 32.14 0| 0 0 0 2000 0.14 0.08 30.86 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 40.84 Underlying Price 10.245 Time to expiry: 1484 Days Sep 14 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.58 0.85 65.27 0| 0 0 0 480 3.95 0.80 59.81 0| 0 0 0 600 2.90 0.70 50.50 0| 0 0 0 800 1.00 0.40 33.32 0| 0 0 0 1200 0.51 0.24 32.88 0| 0 0 0 1600 0.29 0.15 33.02 0| 0 0 0 2000 0.14 0.08 31.75 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 40.83 Underlying Price 10.245 Time to expiry: 1666 Days Mar 15 4.77 0.86 66.02 0| 0 0 0 480 4.12 0.81 59.43 0| 0 0 0 600 3.09 0.71 50.36 0| 0 0 0 800 1.15 0.43 33.41 0| 0 0 0 1200 0.63 0.27 32.72 0| 0 0 0 1600 0.41 0.19 33.80 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 0 178,241 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 46.37 Underlying Price 10.245 Time to expiry: 21 Days Sep 10 0.01 0.00 84.00 0| 0 0 0 560 0.01 0.00 76.23 0| 0 0 0 640 0.01 -0.01 72.36 0| 0 0 0 680 0.01 -0.01 68.78 0| 0 0 0 720 0.01 -0.02 67.26 0| 0 150 0 738 0.02 -0.03 65.47 0| 0 0 0 760 0.03 -0.04 62.42 0| 0 1,800 0 800 0.04 -0.06 60.98 0| 0 0 0 820 0.07 -0.09 64.94 0| 0 0 0 840 0.09 -0.11 62.33 0| 0 0 0 860 0.10 -0.13 58.27 0| 0 100,910 0 880 0.12 -0.15 55.63 0| 0 0 0 900 0.14 -0.19 53.19 0| 0 10,000 0 920 0.18 -0.23 51.10 0| 0 0 0 940 0.23 -0.28 50.63 0| 0 10,700 0 960 0.29 -0.33 49.57 0| 0 0 0 980 0.36 -0.39 47.89 0| 0 1,754 0 1000 0.59 -0.57 44.84 0| 0 0 0 1050 1.00 -0.73 46.20 0| 0 16,110 0 1107 1.34 -0.85 43.83 0| 0 0 0 1150 1.83 -0.88 52.90 0| 0 1,782 0 1200 2.75 -0.99 41.05 0| 0 7 0 1300 3.75 -1.00 39.53 0| 0 700 0 1400 4.51 -1.00 38.82 0| 0 675 0 1476 5.75 -1.00 38.36 0| 2,500 600 -1,900 1600 6.25 -1.00 38.41 0| 0 6,645 0 1650 6.75 -1.00 38.57 0| 0 600 0 1700 7.75 -1.00 39.22 0| 0 0 0 1800 9.75 -1.00 41.66 0| 0 150 0 2000 11.75 -1.00 45.00 0| 0 0 0 2200 Total 0| 2,500 152,583 -1,900 Indicative a-t-m Vol 45.91 Underlying Price 10.245 Time to expiry: 203 Days Mar 11 0.15 -0.05 74.61 0| 0 385 0 480 0.24 -0.08 70.98 0| 0 0 0 560 0.28 -0.09 67.76 0| 0 2,000 0 600 0.32 -0.11 64.42 0| 0 0 0 640 0.50 -0.16 59.22 0| 0 0 0 738 0.53 -0.18 57.73 0| 0 0 0 760 0.62 -0.21 55.98 0| 0 1,875 0 800 0.72 -0.24 53.59 0| 0 0 0 840 0.83 -0.27 52.03 0| 0 50 0 880 0.97 -0.31 50.35 0| 0 0 0 920 1.10 -0.35 48.36 0| 0 2,000 0 960 1.27 -0.40 47.00 0| 0 100 0 1000 1.75 -0.53 42.32 0| 0 160 0 1107 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 64 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.31 -0.65 39.27 0| 0 2,180 0 1200 3.04 -0.76 37.04 0| 0 0 0 1300 3.87 -0.85 35.39 0| 0 0 0 1400 4.56 -0.89 35.15 0| 2,500 12,800 +2,500 1476 6.32 -0.96 34.45 0| 0 0 0 1661 7.84 -0.98 35.04 0| 0 0 0 1816 9.96 -0.99 37.32 0| 0 450 0 2030 13.64 -0.99 44.47 0| 0 0 0 2400 Total 0| 2,500 22,000 +2,500 Indicative a-t-m Vol 42.20 Underlying Price 10.245 Time to expiry: 385 Days Sep 11 0.46 -0.09 75.00 0| 0 0 0 480 0.70 -0.14 67.88 0| 0 0 0 600 0.76 -0.16 64.58 0| 0 0 0 640 0.99 -0.21 58.74 50,000| 0 0 0 738 1.12 -0.25 54.60 0| 0 0 0 800 1.35 -0.30 50.11 0| 0 0 0 880 1.61 -0.37 45.70 0| 0 0 0 960 1.73 -0.41 43.11 0| 0 40 0 1000 2.24 -0.52 39.23 0| 0 1,625 0 1107 2.79 -0.61 36.60 0| 0 190 0 1200 4.96 -0.83 33.61 0| 0 0 0 1476 6.08 -0.88 33.42 0| 0 0 0 1600 8.13 -0.94 34.16 0| 0 0 0 1816 9.91 -0.97 33.63 0| 0 0 0 2000 13.83 -0.99 35.36 0| 0 0 0 2400 18.81 -1.00 36.82 0| 0 0 0 2905 Total 50,000| 0 1,855 0 Indicative a-t-m Vol 43.27 Underlying Price 10.245 Time to expiry: 567 Days Mar 12 0.48 -0.07 76.22 0| 0 0 0 400 0.63 -0.10 70.56 0| 0 0 0 480 0.86 -0.14 62.34 0| 0 0 0 600 1.42 -0.25 53.12 0| 0 0 0 800 1.61 -0.30 48.17 0| 0 2,000 0 880 1.96 -0.35 46.11 0| 0 400 0 960 2.98 -0.57 35.61 0| 0 2,040 0 1200 4.48 -0.71 34.78 0| 0 400 0 1400 6.14 -0.82 33.09 0| 0 0 0 1600 7.92 -0.90 31.57 0| 0 0 0 1800 9.80 -0.94 30.81 0| 0 0 0 2000 13.68 -0.97 32.68 0| 0 0 0 2400 Total 0| 0 4,840 0 Indicative a-t-m Vol 43.77 Underlying Price 10.245 Time to expiry: 756 Days Sep 12 0.61 -0.09 70.30 0| 0 0 0 400 0.80 -0.12 65.20 0| 0 0 0 480 1.15 -0.17 60.23 0| 0 0 0 600 1.82 -0.27 52.02 0| 0 0 0 800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.12 -0.32 48.56 0| 0 0 0 880 2.49 -0.38 46.31 0| 0 0 0 960 2.66 -0.40 44.80 0| 0 0 0 1000 3.61 -0.57 36.56 0| 0 0 0 1200 5.02 -0.72 33.31 0| 0 0 0 1400 6.72 -0.81 32.84 0| 0 0 0 1600 10.40 -0.90 33.92 0| 0 0 0 2000 14.22 -0.94 35.29 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 43.85 Underlying Price 10.245 Time to expiry: 931 Days Mar 13 0.70 -0.09 67.67 0| 0 0 0 400 0.94 -0.12 64.63 0| 0 0 0 480 1.34 -0.17 60.09 0| 0 0 0 600 2.01 -0.26 51.64 0| 0 0 0 800 2.27 -0.31 47.55 0| 0 0 0 880 2.62 -0.36 45.27 0| 0 0 0 960 2.84 -0.38 44.66 0| 0 0 0 1000 3.82 -0.53 38.16 0| 0 0 0 1200 5.07 -0.67 33.29 0| 0 0 0 1400 6.72 -0.76 32.77 0| 0 0 0 1600 10.26 -0.88 32.05 0| 0 0 0 2000 13.99 -0.94 31.77 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 41.38 Underlying Price 10.245 Time to expiry: 1120 Days Sep 13 0.94 -0.10 68.24 0| 0 0 0 400 1.21 -0.13 64.44 0| 0 0 0 480 1.67 -0.19 60.09 0| 0 0 0 600 2.42 -0.29 51.45 0| 0 0 0 800 4.12 -0.59 33.55 0| 0 0 0 1200 7.35 -0.78 32.77 0| 0 0 0 1600 10.88 -0.89 31.78 0| 0 0 0 2000 14.58 -0.94 31.38 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 41.16 Underlying Price 10.245 Time to expiry: 1302 Days Mar 14 1.33 -0.13 64.36 0| 0 0 0 480 1.82 -0.18 60.26 0| 0 0 0 600 2.54 -0.28 51.07 0| 0 0 0 800 4.15 -0.56 33.46 0| 0 0 0 1200 7.30 -0.74 32.79 0| 0 0 0 1600 10.74 -0.85 32.14 0| 0 0 0 2000 14.33 -0.92 30.86 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 40.84 Underlying Price 10.245 Time to expiry: 1484 Days Sep 14 1.60 -0.15 65.27 0| 0 0 0 480 2.08 -0.20 59.81 0| 0 0 0 600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.89 -0.30 50.50 0| 0 0 0 800 4.70 -0.60 33.32 0| 0 0 0 1200 7.92 -0.76 32.88 0| 0 0 0 1600 11.40 -0.85 33.02 0| 0 0 0 2000 14.95 -0.92 31.75 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 40.83 Underlying Price 10.245 Time to expiry: 1666 Days Mar 15 1.72 -0.14 66.02 0| 0 0 0 480 2.16 -0.19 59.43 0| 0 0 0 600 2.96 -0.29 50.36 0| 0 0 0 800 4.68 -0.57 33.41 0| 0 0 0 1200 7.80 -0.73 32.72 0| 0 0 0 1600 11.23 -0.81 33.80 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 50,000| 5,000 181,278 +600 Grand Total 50,000| 5,000 359,519 +600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 21.22 Underlying Price 42.590 Time to expiry: 21 Days Sep 10 14.60 1.00 50.00 0| 0 0 0 2800 10.60 1.00 37.89 0| 0 50 0 3200 8.60 1.00 33.40 0| 0 0 0 3400 6.66 0.96 39.27 0| 0 0 0 3600 4.70 0.93 31.98 0| 0 100 0 3800 2.83 0.84 26.25 0| 0 135 0 4000 1.97 0.75 23.68 0| 0 62 0 4100 0.90 1.25 0.61 22.21 0.90 0.90 25| 0 332 0 4200 0.50 0.67 0.44 20.54 0.50 0.50 33| 0 924 0 4300 0.33 0.26 20.15 0| 500 4,740 0 4400 0.16 0.14 20.50 0| 500 2,072 0 4500 0.07 0.07 20.93 0| 0 941 0 4600 0.05 0.05 24.14 0| 0 166 0 4700 0.05 0.05 28.15 0| 0 978 0 4800 0.02 0.01 36.57 0| 0 4,500 0 5200 0.01 0.00 27.25 0| 0 1,250 0 5600 0.01 0.00 30.28 0| 0 0 0 6400 0.01 0.00 31.50 0| 0 0 0 7200 Total 58| 1,000 16,250 0 Indicative a-t-m Vol 22.61 Underlying Price 42.590 Time to expiry: 49 Days Oct 10 8.71 0.96 36.21 0| 0 0 0 3400 6.79 0.93 32.88 0| 0 0 0 3600 4.92 0.87 28.49 0| 0 0 0 3800 3.23 0.76 25.97 0| 24 127 +24 4000 2.46 0.68 24.55 0| 40 141 +40 4100 1.50 1.79 0.58 23.42 1.50 1.50 20| 0 39 0 4200 1.10 1.21 0.47 22.05 1.10 1.10 20| 0 136 -60 4300 0.79 0.36 21.56 0| 25 93 +25 4400 0.49 0.25 20.96 0| 75 203 +75 4500 0.27 0.16 20.23 0| 0 1,175 0 4600 0.15 0.10 20.08 0| 0 110 0 4700 0.08 0.06 20.38 0| 0 102 0 4800 0.03 0.02 25.52 0| 0 0 0 5200 0.01 0.00 25.50 0| 0 0 0 5600 Total 40| 164 2,126 +104 Indicative a-t-m Vol 23.32 Underlying Price 42.590 Time to expiry: 84 Days Nov 10 8.89 0.93 34.38 0| 0 0 0 3400 7.04 0.88 31.43 0| 0 0 0 3600 5.29 0.82 28.86 0| 0 113 0 3800 3.68 0.72 26.31 0| 0 0 0 4000 2.95 0.65 25.00 0| 0 0 0 4100 2.00 2.30 0.58 24.00 2.00 2.00 15| 0 28 0 4200 1.72 0.49 22.85 0| 0 0 0 4300 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.27 0.41 22.35 0| 0 86 0 4400 0.64 0.25 21.70 0| 0 51 0 4600 0.26 0.13 20.70 0| 0 0 0 4800 Total 15| 0 278 0 Indicative a-t-m Vol 24.29 Underlying Price 42.590 Time to expiry: 112 Days Dec 10 23.81 0.99 65.00 0| 0 0 0 1887 20.06 0.99 55.06 0| 0 0 0 2265 14.48 0.97 42.23 0| 0 0 0 2831 12.65 0.96 39.10 0| 0 0 0 3020 10.94 0.93 36.97 0| 0 0 0 3200 9.09 0.91 33.81 0| 0 0 0 3397 7.37 0.86 31.04 0| 0 0 0 3586 5.77 0.80 29.00 0| 0 182 0 3774 3.99 0.70 26.39 0| 0 4,471 0 4000 2.42 0.54 24.43 0| 0 10,260 0 4246 1.59 0.43 22.68 0| 0 4,102 0 4400 1.10 0.34 22.08 0| 0 3,193 0 4529 0.60 0.22 21.45 0| 0 2,111 0 4718 0.46 0.45 0.18 21.34 0.46 0.46 33| 0 193 0 4800 0.22 0.10 20.96 0| 0 5,821 0 5000 0.07 0.04 21.02 0| 0 515 0 5284 0.01 0.01 19.50 0| 0 1,550 0 5662 0.01 0.00 19.65 0| 0 0 0 6039 0.01 0.00 20.25 0| 0 0 0 6400 0.01 0.00 22.96 0| 0 0 0 7200 0.01 0.00 24.50 0| 0 70 0 7549 Total 33| 0 32,468 0 Indicative a-t-m Vol 24.25 Underlying Price 42.590 Time to expiry: 203 Days Mar 11 15.00 0.95 37.80 0| 0 0 0 2800 11.28 0.90 33.25 0| 0 40 0 3200 7.81 0.82 29.49 0| 0 146 0 3600 6.23 0.75 27.80 0| 0 51 0 3800 4.78 0.67 26.23 0| 0 205 0 4000 3.48 0.58 24.54 0| 0 506 0 4200 2.45 0.47 23.54 0| 0 834 0 4400 1.62 0.36 22.52 0| 0 662 0 4600 1.05 0.27 21.98 0| 0 399 0 4800 0.12 0.05 20.69 0| 0 235 0 5600 0.01 0.01 20.64 0| 0 0 0 6400 0.01 0.00 22.50 0| 0 0 0 7200 Total 0| 0 3,078 0 Indicative a-t-m Vol 25.05 Underlying Price 42.590 Time to expiry: 294 Days Jun 11 23.86 0.99 44.00 0| 0 0 0 1887 20.17 0.98 41.01 0| 0 0 0 2265 15.05 0.95 35.66 0| 0 0 0 2800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.01 0.92 33.42 0| 0 0 0 3020 11.41 0.89 32.12 0| 0 0 0 3200 9.69 0.86 30.29 0| 0 0 0 3397 8.04 0.80 28.95 0| 0 41 0 3600 6.70 0.75 27.65 0| 0 22 0 3774 5.12 0.66 26.12 0| 0 23 0 4000 4.22 0.60 25.57 0| 1,000 1,120 +750 4152 2.93 0.49 24.37 0| 0 78 0 4400 2.36 0.43 23.76 0| 0 50 0 4529 1.42 0.30 22.58 0| 0 123 0 4800 0.50 0.14 21.32 0| 0 172 0 5284 0.19 0.06 20.57 0| 0 243 0 5662 0.05 0.02 21.42 0| 0 0 0 6400 0.01 0.01 23.18 0| 0 0 0 7200 0.01 0.00 24.50 0| 0 0 0 7549 Total 0| 1,000 1,872 +750 Indicative a-t-m Vol 24.70 Underlying Price 42.590 Time to expiry: 476 Days Dec 11 23.93 0.99 45.00 0| 0 0 0 1887 20.31 0.97 40.70 0| 0 0 0 2265 15.04 0.92 34.62 0| 0 0 0 2831 13.35 0.89 32.84 0| 0 20 0 3020 10.18 0.82 29.71 0| 0 0 0 3397 7.49 0.71 28.00 0| 0 0 0 3774 7.26 0.71 27.50 0| 0 49 0 3800 5.88 0.64 25.84 0| 0 0 0 4000 4.50 0.55 24.75 0| 0 4,250 0 4246 2.50 0.38 23.04 0| 0 558 0 4718 0.65 0.14 21.62 0| 0 1,250 0 5662 0.07 0.02 23.50 0| 0 100 0 7549 Total 0| 0 6,227 0 Indicative a-t-m Vol 26.44 Underlying Price 42.590 Time to expiry: 658 Days Jun 12 19.21 0.94 40.04 0| 0 0 0 2400 12.43 0.83 33.26 0| 0 0 0 3200 9.39 0.74 29.99 0| 0 0 0 3600 6.85 0.64 27.98 0| 0 0 0 4000 4.67 0.52 25.60 0| 0 0 0 4400 2.97 0.40 23.78 0| 0 0 0 4800 0.62 0.12 21.18 0| 0 0 0 6000 0.09 0.02 22.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.40 Underlying Price 42.590 Time to expiry: 847 Days Dec 12 19.42 0.93 39.93 0| 0 0 0 2400 12.87 0.81 33.19 0| 0 0 0 3200 7.47 0.63 27.94 0| 0 1,000 0 4000 5.29 0.53 25.56 0| 0 0 0 4400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.63 0.42 23.98 0| 0 0 0 4800 2.87 0.36 22.99 0| 0 1,000 0 5000 0.96 0.16 21.21 0| 0 0 0 6000 0.24 0.05 23.38 0| 0 0 0 8000 Total 0| 0 2,000 0 Indicative a-t-m Vol 26.34 Underlying Price 42.590 Time to expiry: 1029 Days Jun 13 19.45 0.93 39.59 0| 0 0 0 2400 13.11 0.80 33.23 0| 0 0 0 3200 7.81 0.64 27.81 0| 0 0 0 4000 5.65 0.54 25.54 0| 0 0 0 4400 3.89 0.43 23.64 0| 0 0 0 4800 1.22 0.19 21.38 0| 0 0 0 6000 0.39 0.07 23.77 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.44 Underlying Price 42.590 Time to expiry: 1211 Days Dec 13 19.55 0.92 38.50 0| 0 0 0 2400 13.50 0.79 33.18 0| 0 0 0 3200 8.30 0.64 27.78 0| 0 0 0 4000 4.39 0.45 23.64 0| 0 0 0 4800 1.54 0.21 21.25 0| 0 0 0 6000 0.63 0.09 24.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.56 Underlying Price 42.590 Time to expiry: 1575 Days Dec 14 19.72 0.91 38.64 0| 0 0 0 2400 13.96 0.79 33.32 0| 0 0 0 3200 8.97 0.64 27.93 0| 0 0 0 4000 5.05 0.47 23.70 0| 0 0 0 4800 2.09 0.26 21.41 0| 0 0 0 6000 1.01 0.13 24.00 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 146| 2,164 64,299 +854 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 71 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 21.22 Underlying Price 42.590 Time to expiry: 21 Days Sep 10 0.01 0.00 50.00 0| 0 240 0 2800 0.01 0.00 37.89 0| 0 735 0 3200 0.01 -0.01 37.91 0| 0 0 0 3400 0.06 -0.04 39.27 0| 0 3,204 0 3600 0.10 -0.07 31.98 0| 0 382 0 3800 0.26 0.23 -0.16 26.25 0.26 0.26 39| 0 3,660 0 4000 0.37 -0.25 23.68 0| 75 1,332 +18 4100 0.81 0.65 -0.39 22.21 0.81 0.81 25| 0 2,896 0 4200 1.07 -0.56 20.54 0| 0 1,275 0 4300 1.73 -0.74 20.15 0| 0 1,000 0 4400 2.56 -0.86 20.50 0| 0 104 0 4500 3.47 -0.93 20.93 0| 0 50 0 4600 4.46 -0.95 24.14 0| 0 92 0 4700 5.46 -0.96 28.15 0| 0 161 0 4800 9.42 -0.99 36.57 0| 0 0 0 5200 13.41 -1.00 27.25 0| 0 0 0 5600 21.41 -1.00 30.28 0| 0 0 0 6400 29.41 -1.00 31.50 0| 0 0 0 7200 Total 64| 75 15,131 +18 Indicative a-t-m Vol 22.61 Underlying Price 42.590 Time to expiry: 49 Days Oct 10 0.10 -0.04 36.21 0| 0 0 0 3400 0.18 -0.07 32.88 0| 0 47 0 3600 0.30 -0.13 28.49 0| 0 152 0 3800 0.80 0.61 -0.24 25.97 0.80 0.80 46| 0 226 0 4000 0.84 -0.32 24.55 0| 0 116 0 4100 1.17 -0.42 23.42 0| 0 1,436 0 4200 1.93 1.60 -0.53 22.05 1.93 1.93 27| 0 360 0 4300 2.18 -0.64 21.56 0| 0 45 0 4400 2.87 -0.75 20.96 0| 0 89 0 4500 3.65 -0.84 20.23 0| 0 25 0 4600 4.53 -0.90 20.08 0| 0 0 0 4700 5.47 -0.94 20.38 0| 0 37 0 4800 9.42 -0.98 25.52 0| 0 0 0 5200 13.41 -1.00 25.50 0| 0 0 0 5600 Total 73| 0 2,533 0 Indicative a-t-m Vol 23.32 Underlying Price 42.590 Time to expiry: 84 Days Nov 10 0.25 -0.07 34.38 0| 0 138 0 3400 0.39 0.39 -0.12 31.43 0.39 0.39 64| 0 0 0 3600 0.64 -0.18 28.86 0| 21 70 +21 3800 1.03 -0.28 26.31 0| 0 54 0 4000 1.29 -0.35 25.00 0| 0 34 0 4100 1.78 1.65 -0.42 24.00 1.78 1.78 10| 23 43 +23 4200 2.06 -0.51 22.85 0| 0 0 0 4300 2.62 -0.59 22.35 0| 0 0 0 4400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 72 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.99 -0.75 21.70 0| 0 0 0 4600 5.61 -0.88 20.70 0| 0 0 0 4800 Total 74| 44 339 +44 Indicative a-t-m Vol 24.29 Underlying Price 42.590 Time to expiry: 112 Days Dec 10 0.04 -0.01 65.00 0| 0 0 0 1887 0.07 -0.01 55.06 0| 0 100 0 2265 0.13 -0.03 42.23 0| 0 30 0 2831 0.18 -0.04 39.10 0| 0 277 0 3020 0.24 0.27 -0.07 36.97 0.24 0.24 53| 0 310 0 3200 0.38 -0.09 33.81 0| 0 14,763 0 3397 0.55 -0.14 31.04 0| 0 5,037 0 3586 0.83 -0.20 29.00 0| 0 1,443 0 3774 1.30 -0.30 26.39 0| 0 9,538 0 4000 2.19 -0.46 24.43 0| 0 7,956 0 4246 2.90 -0.57 22.68 0| 0 6,471 0 4400 3.70 -0.67 22.08 0| 0 2,122 0 4529 5.10 -0.79 21.45 0| 0 60 0 4718 5.77 -0.83 21.34 0| 0 0 0 4800 7.55 -0.91 20.96 0| 0 750 0 5000 10.27 -0.98 21.02 0| 0 1 0 5284 14.03 -1.00 19.50 0| 0 0 0 5662 17.80 -1.00 19.65 0| 0 0 0 6039 21.41 -1.00 20.25 0| 0 0 0 6400 29.41 -1.00 22.96 0| 0 0 0 7200 32.90 -1.00 24.50 0| 0 0 0 7549 Total 53| 0 48,858 0 Indicative a-t-m Vol 24.25 Underlying Price 42.590 Time to expiry: 203 Days Mar 11 0.29 -0.05 37.80 0| 0 74 0 2800 0.56 -0.10 33.25 0| 0 764 0 3200 1.10 -0.19 29.49 0| 0 459 0 3600 1.52 -0.26 27.80 0| 37 281 0 3800 2.08 -0.34 26.23 0| 0 2,589 0 4000 2.78 -0.43 24.54 0| 0 212 0 4200 3.75 -0.54 23.54 0| 0 1,372 0 4400 4.94 -0.64 22.52 0| 0 50 0 4600 6.37 -0.74 21.98 0| 0 132 0 4800 13.44 -0.96 20.69 0| 0 0 0 5600 21.41 -1.00 20.64 0| 0 0 0 6400 29.41 -1.00 22.50 0| 0 0 0 7200 Total 0| 37 5,933 0 Indicative a-t-m Vol 25.05 Underlying Price 42.590 Time to expiry: 294 Days Jun 11 0.09 -0.01 44.00 0| 0 0 0 1887 0.22 -0.03 41.01 0| 0 120 0 2265 0.55 -0.08 35.66 0| 0 0 0 2800 0.76 -0.11 33.42 0| 0 114 0 3020 1.02 -0.15 32.12 0| 75 155 +44 3200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.34 -0.19 30.29 0| 0 223 0 3397 1.80 -0.25 28.95 0| 0 273 0 3600 2.26 -0.30 27.65 0| 0 29 0 3774 3.03 -0.39 26.12 0| 0 25 0 4000 3.72 -0.45 25.57 0| 1,000 1,578 +1,000 4152 5.00 -0.56 24.37 0| 22 3,522 +22 4400 5.76 -0.61 23.76 0| 0 0 0 4529 7.60 -0.73 22.58 0| 0 93 0 4800 11.58 -0.88 21.32 0| 0 161 0 5284 15.06 -0.94 20.57 0| 0 0 0 5662 22.25 -0.98 21.42 0| 0 0 0 6400 30.16 -0.99 23.18 0| 0 0 0 7200 33.62 -1.00 24.50 0| 0 0 0 7549 Total 0| 1,097 6,293 +1,066 Indicative a-t-m Vol 24.70 Underlying Price 42.590 Time to expiry: 476 Days Dec 11 0.36 -0.03 45.00 0| 0 0 0 1887 0.60 -0.06 40.70 0| 0 50 0 2265 1.12 -0.12 34.62 0| 0 70 0 2831 1.37 -0.14 32.84 0| 0 20 0 3020 2.05 -0.22 29.71 0| 0 20 0 3397 3.22 -0.32 28.00 0| 0 1,034 0 3774 3.24 -0.32 27.50 0| 0 1,750 0 3800 3.89 -0.38 25.84 0| 0 0 0 4000 4.99 -0.47 24.75 0| 0 5 0 4246 7.73 -0.63 23.04 0| 0 38 0 4718 15.34 -0.88 21.62 0| 0 0 0 5662 33.68 -0.97 27.31 0| 0 0 0 7549 Total 0| 0 2,987 0 Indicative a-t-m Vol 26.44 Underlying Price 42.590 Time to expiry: 658 Days Jun 12 1.37 -0.10 40.04 0| 0 0 0 2400 2.87 -0.22 33.26 0| 0 0 0 3200 3.91 -0.30 29.99 0| 0 0 0 3600 5.45 -0.40 27.98 0| 0 0 0 4000 7.32 -0.52 25.60 0| 0 0 0 4400 9.65 -0.63 23.78 0| 0 0 0 4800 19.23 -0.89 21.18 0| 0 0 0 6000 38.31 -0.98 22.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.40 Underlying Price 42.590 Time to expiry: 847 Days Dec 12 1.85 -0.12 39.93 0| 0 0 0 2400 3.47 -0.23 33.19 0| 0 0 0 3200 6.08 -0.39 27.94 0| 0 0 0 4000 7.88 -0.49 25.56 0| 0 500 0 4400 10.19 -0.60 23.98 0| 0 0 0 4800 11.41 -0.66 22.99 0| 0 0 0 5000 19.37 -0.85 21.21 0| 0 0 0 6000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 38.33 -0.95 24.87 0| 0 0 0 8000 Total 0| 0 500 0 Indicative a-t-m Vol 26.34 Underlying Price 42.590 Time to expiry: 1029 Days Jun 13 2.40 -0.13 39.59 0| 0 0 0 2400 4.26 -0.24 33.23 0| 0 0 0 3200 6.96 -0.40 27.81 0| 0 0 0 4000 8.77 -0.50 25.54 0| 0 0 0 4400 10.95 -0.60 23.64 0| 0 0 0 4800 19.98 -0.82 21.38 0| 0 0 0 6000 38.39 -0.94 23.77 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.44 Underlying Price 42.590 Time to expiry: 1211 Days Dec 13 2.63 -0.13 38.50 0| 0 0 0 2400 4.71 -0.24 33.18 0| 0 0 0 3200 7.38 -0.39 27.78 0| 0 0 0 4000 11.26 -0.57 23.64 0| 0 1,000 0 4800 20.02 -0.80 21.25 0| 0 0 0 6000 38.40 -0.90 25.09 0| 0 0 0 8000 Total 0| 0 1,000 0 Indicative a-t-m Vol 26.56 Underlying Price 42.590 Time to expiry: 1575 Days Dec 14 3.47 -0.15 38.64 0| 0 0 0 2400 5.71 -0.25 33.32 0| 0 0 0 3200 8.41 -0.38 27.93 0| 0 0 0 4000 12.11 -0.55 23.70 0| 0 0 0 4800 20.47 -0.76 21.41 0| 0 0 0 6000 38.42 -0.86 25.53 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 264| 1,253 83,574 +1,128 Grand Total 410| 3,417 147,873 +1,982 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 75 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 21.88 Underlying Price 42.590 Time to expiry: 21 Days Sep 10 19.95 1.00 54.46 0| 0 0 0 2265 14.29 1.00 48.48 0| 0 0 0 2831 11.93 1.00 42.62 0| 0 71 0 3067 9.57 1.00 37.80 0| 0 440 0 3303 8.60 1.00 35.07 0| 0 0 0 3400 7.22 0.99 33.88 0| 0 2,400 0 3539 4.92 0.96 29.77 0| 0 7 0 3774 2.72 0.85 25.02 0| 0 270 0 4010 1.97 0.76 23.59 0| 0 0 0 4100 1.25 0.61 22.19 0| 0 0 0 4200 0.99 0.54 22.01 0| 0 500 0 4246 0.71 0.44 21.49 0| 0 0 0 4300 0.35 0.27 20.80 0| 0 4,998 0 4400 0.18 0.16 20.70 0| 0 100 0 4482 0.08 0.08 21.56 0| 0 647 0 4600 0.01 0.02 19.91 0| 0 250 0 4718 0.01 0.01 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 23.94 Underlying Price 42.590 Time to expiry: 203 Days Mar 11 19.98 0.98 45.30 0| 0 0 0 2265 14.52 0.95 37.08 0| 0 0 0 2831 12.75 0.93 34.72 0| 0 0 0 3020 10.16 0.88 31.58 0| 0 0 0 3303 8.11 0.83 29.22 0| 0 0 0 3539 6.23 0.76 27.33 0| 0 0 0 3774 4.52 0.66 25.29 0| 0 0 0 4010 3.10 0.54 24.03 0| 0 8 0 4246 2.30 0.46 22.93 0| 0 150 0 4400 1.98 0.42 22.74 0| 0 50 0 4482 1.54 0.35 22.22 0| 0 50 0 4600 1.16 0.29 21.60 0| 0 20 0 4718 0.94 0.25 21.29 0| 0 100 0 4800 0.33 0.11 20.36 0| 0 361 0 5190 0.07 0.03 19.63 0| 0 0 0 5662 0.01 0.01 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 25.83 Underlying Price 42.590 Time to expiry: 385 Days Sep 11 19.52 0.94 44.79 0| 0 0 0 2265 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.62 0.88 40.04 0| 0 0 0 2831 12.99 0.85 37.90 0| 0 0 0 3020 10.70 0.80 35.10 0| 0 0 0 3303 8.39 0.73 31.97 0| 0 0 0 3600 7.22 0.69 30.82 0| 0 0 0 3774 5.67 0.62 28.51 0| 0 0 0 4000 4.12 0.53 25.94 0| 0 0 0 4246 2.64 0.42 23.50 0| 0 7 0 4529 2.00 0.35 22.95 0| 0 0 0 4718 0.76 0.17 21.43 0| 0 0 0 5284 0.38 0.10 21.10 0| 0 0 0 5662 0.02 0.01 23.90 0| 0 0 0 8000 Total 0| 0 7 0 Indicative a-t-m Vol 25.43 Underlying Price 42.590 Time to expiry: 567 Days Mar 12 20.18 0.92 44.43 0| 0 0 0 2265 15.63 0.85 40.65 0| 0 0 0 2831 14.10 0.82 38.62 0| 0 0 0 3020 12.61 0.80 36.32 0| 0 0 0 3200 11.09 0.76 34.29 0| 0 0 0 3397 9.55 0.72 32.13 0| 0 0 0 3600 8.25 0.68 30.24 0| 0 0 0 3774 6.66 0.63 27.81 0| 0 0 0 4000 5.08 0.55 25.48 0| 0 0 0 4246 3.06 0.41 23.78 0| 0 0 0 4718 0.90 0.17 21.76 0| 0 0 0 5662 0.11 0.03 24.56 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.68 Underlying Price 42.590 Time to expiry: 756 Days Sep 12 19.70 0.90 44.29 0| 0 0 0 2265 13.82 0.80 37.33 0| 0 0 0 3020 8.51 0.66 30.75 0| 0 0 0 3774 6.94 0.61 28.39 0| 0 0 0 4000 4.18 0.46 24.89 0| 0 0 0 4529 3.26 0.40 24.30 0| 0 0 0 4800 1.28 0.20 22.42 0| 0 0 0 5662 0.27 0.05 25.26 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.13 Underlying Price 42.590 Time to expiry: 931 Days Mar 13 19.32 0.87 42.96 0| 0 0 0 2400 13.47 0.77 36.46 0| 0 0 0 3200 7.79 0.62 28.39 0| 0 0 0 4000 5.38 0.52 24.90 0| 0 0 0 4400 3.97 0.43 24.24 0| 0 0 0 4800 1.39 0.20 22.59 0| 0 0 0 6000 0.51 0.08 25.51 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 77 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 27.36 Underlying Price 42.590 Time to expiry: 1120 Days Sep 13 18.95 0.86 43.35 0| 0 0 0 2400 13.26 0.76 35.97 0| 0 0 0 3200 7.92 0.61 28.64 0| 0 0 0 4000 4.25 0.43 24.70 0| 0 0 0 4800 1.67 0.22 23.02 0| 0 0 0 6000 0.71 0.10 25.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.96 Underlying Price 42.590 Time to expiry: 1302 Days Mar 14 19.69 0.86 43.62 0| 0 0 0 2400 14.05 0.76 35.97 0| 0 0 0 3200 8.53 0.63 28.02 0| 0 0 0 4000 4.95 0.46 24.76 0| 0 0 0 4800 2.26 0.27 23.58 0| 0 0 0 6000 1.15 0.14 26.63 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.20 Underlying Price 42.590 Time to expiry: 1484 Days Sep 14 19.09 0.85 43.06 0| 0 0 0 2400 13.68 0.75 35.84 0| 0 0 0 3200 8.46 0.62 28.27 0| 0 0 0 4000 5.02 0.46 24.96 0| 0 0 0 4800 2.50 0.28 24.09 0| 0 0 0 6000 1.33 0.16 26.84 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.16 Underlying Price 42.590 Time to expiry: 1666 Days Mar 15 19.84 0.85 43.62 0| 0 0 0 2400 14.46 0.76 36.09 0| 0 0 0 3200 9.13 0.63 28.14 0| 0 0 0 4000 5.70 0.49 25.12 0| 0 0 0 4800 3.15 0.32 24.56 0| 0 0 0 6000 1.85 0.20 27.40 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 14,541 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 78 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 21.88 Underlying Price 42.590 Time to expiry: 21 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 0.00 37.80 0| 0 1,694 0 3303 0.01 0.00 35.07 0| 0 0 0 3400 0.01 -0.01 33.88 0| 0 17,578 0 3539 0.06 -0.04 29.77 0| 0 2,362 0 3774 0.22 -0.15 25.02 0| 0 1,830 0 4010 0.37 -0.24 23.59 0| 0 0 0 4100 0.65 -0.39 22.19 0| 0 0 0 4200 0.85 -0.46 22.01 0| 0 2,677 0 4246 1.11 -0.56 21.49 0| 0 0 0 4300 1.75 -0.73 20.80 0| 0 3,590 0 4400 2.40 -0.84 20.70 0| 0 1,506 0 4482 3.47 -0.92 21.56 0| 0 745 0 4600 4.59 -0.98 19.91 0| 0 10 0 4718 5.40 -0.99 19.91 0| 0 0 0 4800 9.30 -1.00 20.52 0| 0 0 0 5190 14.01 -1.00 22.33 0| 0 0 0 5662 18.72 -1.00 24.30 0| 0 0 0 6133 29.39 -1.00 28.22 0| 0 0 0 7200 Total 0| 0 32,392 0 Indicative a-t-m Vol 23.94 Underlying Price 42.590 Time to expiry: 203 Days Mar 11 0.12 -0.02 45.30 0| 0 0 0 2265 0.29 -0.05 37.08 0| 0 0 0 2831 0.40 -0.07 34.72 0| 0 500 0 3020 0.63 -0.12 31.58 0| 0 0 0 3303 0.92 -0.17 29.22 0| 0 10 0 3539 1.38 -0.24 27.33 0| 0 0 0 3774 2.01 -0.34 25.29 0| 0 120 0 4010 2.95 -0.46 24.03 0| 0 1,256 0 4246 3.68 -0.54 22.93 0| 0 540 0 4400 4.18 -0.58 22.74 0| 0 4,210 0 4482 4.91 -0.65 22.22 0| 0 50 0 4600 5.70 -0.71 21.60 0| 0 0 0 4718 6.29 -0.75 21.29 0| 0 50 0 4800 9.56 -0.89 20.36 0| 0 0 0 5190 14.00 -0.97 19.63 0| 0 0 0 5662 18.63 -0.99 19.12 0| 0 0 0 6133 29.23 -1.00 20.15 0| 0 0 0 7200 Total 0| 0 6,736 0 Indicative a-t-m Vol 25.83 Underlying Price 42.590 Time to expiry: 385 Days Sep 11 0.59 -0.06 44.79 0| 0 0 0 2265 1.28 -0.12 40.04 0| 0 0 0 2831 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 79 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.52 -0.15 37.90 0| 0 0 0 3020 2.02 -0.20 35.10 0| 0 0 0 3303 2.65 -0.27 31.97 0| 0 0 0 3600 3.20 -0.31 30.82 0| 0 0 0 3774 3.88 -0.38 28.51 0| 0 0 0 4000 4.75 -0.47 25.94 0| 0 30 0 4246 6.07 -0.58 23.50 0| 0 0 0 4529 7.30 -0.65 22.95 0| 0 0 0 4718 11.65 -0.83 21.43 0| 0 0 0 5284 15.01 -0.90 21.10 0| 0 0 0 5662 37.73 -0.99 23.90 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 25.43 Underlying Price 42.590 Time to expiry: 567 Days Mar 12 1.09 -0.08 44.43 0| 0 0 0 2265 2.09 -0.15 40.65 0| 0 0 0 2831 2.41 -0.18 38.62 0| 0 0 0 3020 2.69 -0.20 36.32 0| 0 0 0 3200 3.10 -0.24 34.29 0| 0 0 0 3397 3.54 -0.28 32.13 0| 0 91 0 3600 3.96 -0.32 30.24 0| 0 0 0 3774 4.58 -0.37 27.81 0| 0 0 0 4000 5.42 -0.45 25.48 0| 0 0 0 4246 8.02 -0.59 23.78 0| 0 0 0 4718 15.12 -0.83 21.76 0| 0 0 0 5662 37.25 -0.97 24.56 0| 0 0 0 8000 Total 0| 0 91 0 Indicative a-t-m Vol 26.68 Underlying Price 42.590 Time to expiry: 756 Days Sep 12 1.73 -0.10 44.29 0| 0 80 0 2265 3.19 -0.20 37.33 0| 0 0 0 3020 5.20 -0.34 30.75 0| 0 0 0 3774 5.83 -0.39 28.39 0| 0 0 0 4000 8.21 -0.54 24.89 0| 0 0 0 4529 9.93 -0.60 24.30 0| 0 0 0 4800 16.33 -0.80 22.42 0| 0 0 0 5662 38.03 -0.95 25.26 0| 0 0 0 8000 Total 0| 0 80 0 Indicative a-t-m Vol 26.13 Underlying Price 42.590 Time to expiry: 931 Days Mar 13 2.43 -0.13 42.96 0| 0 0 0 2400 4.28 -0.23 36.46 0| 0 0 0 3200 6.30 -0.38 28.39 0| 0 0 0 4000 7.74 -0.48 24.90 0| 0 0 0 4400 10.18 -0.57 24.24 0| 0 0 0 4800 19.14 -0.80 22.59 0| 0 0 0 6000 37.51 -0.92 25.51 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 80 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 27.36 Underlying Price 42.590 Time to expiry: 1120 Days Sep 13 3.13 -0.14 43.35 0| 0 0 0 2400 5.04 -0.24 35.97 0| 0 0 0 3200 7.31 -0.39 28.64 0| 0 0 0 4000 11.26 -0.57 24.70 0| 0 0 0 4800 20.08 -0.78 23.02 0| 0 0 0 6000 38.15 -0.90 25.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.96 Underlying Price 42.590 Time to expiry: 1302 Days Mar 14 3.58 -0.14 43.62 0| 0 0 0 2400 5.45 -0.24 35.97 0| 0 0 0 3200 7.44 -0.37 28.02 0| 0 0 0 4000 11.37 -0.54 24.76 0| 0 0 0 4800 19.96 -0.73 23.58 0| 0 0 0 6000 37.64 -0.86 26.63 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.20 Underlying Price 42.590 Time to expiry: 1484 Days Sep 14 4.06 -0.15 43.06 0| 0 0 0 2400 6.07 -0.25 35.84 0| 0 0 0 3200 8.26 -0.38 28.27 0| 0 0 0 4000 12.23 -0.54 24.96 0| 0 0 0 4800 20.82 -0.72 24.09 0| 0 0 0 6000 38.19 -0.84 26.84 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.16 Underlying Price 42.590 Time to expiry: 1666 Days Mar 15 4.47 -0.15 43.62 0| 0 0 0 2400 6.39 -0.24 36.09 0| 0 0 0 3200 8.36 -0.37 28.14 0| 0 0 0 4000 12.24 -0.51 25.12 0| 0 0 0 4800 20.64 -0.68 24.56 0| 0 0 0 6000 37.60 -0.80 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 81 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 27.03 Underlying Price 46.940 Time to expiry: 21 Days Sep 10 22.95 1.00 49.76 0| 0 0 0 2400 18.95 1.00 46.11 0| 0 0 0 2800 14.95 1.00 43.14 0| 0 0 0 3200 10.95 1.00 38.85 0| 0 0 0 3600 8.96 0.99 36.56 0| 0 0 0 3800 6.99 0.98 34.28 0| 0 0 0 4000 5.07 0.93 32.40 0| 0 0 0 4200 3.29 0.82 29.97 0| 0 0 0 4400 2.49 0.74 28.79 0| 0 0 0 4500 1.79 0.63 27.71 0| 0 0 0 4600 1.21 0.51 26.99 0| 0 0 0 4700 0.73 0.37 25.53 0| 0 1,006 0 4800 0.44 0.26 25.68 0| 0 0 0 4900 0.23 0.16 24.81 0| 0 34 0 5000 0.04 0.04 23.43 0| 0 1,156 0 5200 0.01 0.00 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| 0 2,388 0 Indicative a-t-m Vol 24.70 Underlying Price 46.940 Time to expiry: 49 Days Oct 10 7.13 0.93 31.73 0| 0 0 0 4000 5.31 0.86 29.44 0| 0 0 0 4200 3.66 0.75 27.47 0| 0 0 0 4400 2.91 0.68 26.40 0| 0 0 0 4500 2.24 0.60 25.44 0| 0 0 0 4600 1.67 0.51 24.66 0| 0 0 0 4700 1.17 0.41 23.52 0| 0 0 0 4800 0.81 0.32 23.22 0| 0 0 0 4900 0.51 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 23.98 Underlying Price 46.940 Time to expiry: 84 Days Nov 10 7.44 0.87 31.30 0| 0 0 0 4000 5.65 0.81 28.17 0| 0 0 0 4200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 82 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.08 0.72 26.37 0| 0 0 0 4400 3.35 0.66 25.25 0| 0 0 0 4500 2.72 0.59 24.63 0| 0 0 0 4600 2.14 0.52 23.94 0| 0 0 0 4700 1.62 0.44 23.03 0| 0 0 0 4800 1.25 0.37 23.02 0| 0 0 0 4900 0.49 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 23.35 Underlying Price 46.940 Time to expiry: 112 Days Dec 10 30.95 1.00 48.96 0| 0 0 0 1600 26.95 1.00 48.89 0| 0 0 0 2000 22.96 1.00 45.52 0| 0 0 0 2400 18.99 0.99 41.11 0| 0 0 0 2800 15.06 0.98 36.62 0| 0 0 0 3200 11.21 0.94 32.44 0| 0 0 0 3600 9.34 0.91 30.53 0| 0 0 0 3800 7.57 0.86 29.12 0| 0 0 0 4000 5.88 0.79 27.15 0| 0 0 0 4200 4.34 0.71 25.49 0| 0 150 0 4400 3.00 0.59 23.98 0| 0 500 0 4600 1.91 0.46 22.63 0| 0 0 0 4800 0.77 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 23.29 Underlying Price 46.940 Time to expiry: 203 Days Mar 11 15.26 0.95 33.39 0| 0 0 0 3200 11.60 0.90 31.04 0| 0 0 0 3600 8.15 0.81 27.85 0| 0 0 0 4000 6.58 0.75 26.45 0| 0 0 0 4200 5.13 0.68 25.06 0| 0 0 0 4400 3.85 0.59 23.79 0| 0 50 0 4600 2.76 0.49 22.72 0| 0 25 0 4800 1.27 0.29 21.30 0| 0 51 0 5200 0.45 0.14 19.85 0| 0 224 0 5600 0.03 0.02 18.50 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 22.92 Underlying Price 46.940 Time to expiry: 294 Days Jun 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 83 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 26.97 1.00 34.22 0| 0 0 0 2000 23.02 0.99 32.04 0| 0 0 0 2400 19.13 0.98 30.66 0| 0 0 0 2800 15.34 0.95 29.26 0| 0 0 0 3200 11.75 0.89 27.47 0| 0 0 0 3600 8.46 0.80 25.71 0| 0 0 0 4000 5.60 0.67 23.94 0| 0 0 0 4400 4.40 0.59 23.24 0| 0 0 0 4600 3.36 0.51 22.56 0| 0 0 0 4800 1.80 0.34 21.44 0| 0 0 0 5200 0.85 0.20 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 22.60 Underlying Price 46.940 Time to expiry: 476 Days Dec 11 23.09 0.99 31.38 0| 0 0 0 2400 15.66 0.92 28.58 0| 0 0 0 3200 9.19 0.77 25.40 0| 0 0 0 4000 6.48 0.65 23.73 0| 0 0 0 4400 4.27 0.52 22.19 0| 0 0 0 4800 1.49 0.26 20.14 0| 0 0 0 5600 0.79 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 22.67 Underlying Price 46.940 Time to expiry: 658 Days Jun 12 16.12 0.89 28.63 0| 0 0 0 3200 9.98 0.75 25.45 0| 0 0 0 4000 5.13 0.54 22.24 0| 0 0 0 4800 2.16 0.31 20.19 0| 0 0 0 5600 1.29 0.21 19.43 0| 0 0 0 6000 0.05 0.02 17.43 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 4,168 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 84 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 27.03 Underlying Price 46.940 Time to expiry: 21 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 0.01 -0.01 36.56 0| 0 50 0 3800 0.04 -0.03 34.28 0| 0 50 0 4000 0.13 -0.08 32.40 0| 0 100 0 4200 0.36 -0.18 29.97 0| 0 29 0 4400 0.56 -0.27 28.79 0| 0 0 0 4500 0.86 -0.37 27.71 0| 0 68 0 4600 1.29 -0.50 26.99 0| 0 0 0 4700 1.81 -0.63 25.53 0| 0 57 0 4800 2.54 -0.75 25.68 0| 0 0 0 4900 3.32 -0.85 24.81 0| 0 29 0 5000 5.14 -0.96 23.43 0| 0 400 0 5200 7.10 -1.00 21.96 0| 0 0 0 5400 9.10 -1.00 20.92 0| 0 0 0 5600 13.09 -1.00 19.42 0| 0 0 0 6000 17.09 -1.00 18.69 0| 0 0 0 6400 21.09 -1.00 18.93 0| 0 0 0 6800 25.09 -1.00 19.41 0| 0 0 0 7200 33.09 -1.00 22.76 0| 0 0 0 8000 Total 0| 0 783 0 Indicative a-t-m Vol 24.70 Underlying Price 46.940 Time to expiry: 49 Days Oct 10 0.20 -0.08 31.73 0| 0 0 0 4000 0.39 -0.14 29.44 0| 0 0 0 4200 0.74 -0.25 27.47 0| 0 0 0 4400 0.99 -0.32 26.40 0| 0 0 0 4500 1.32 -0.40 25.44 0| 0 0 0 4600 1.75 -0.49 24.66 0| 0 0 0 4700 2.25 -0.59 23.52 0| 0 0 0 4800 2.89 -0.68 23.22 0| 0 0 0 4900 3.59 -0.77 22.43 0| 0 0 0 5000 5.27 -0.90 21.60 0| 0 0 0 5200 7.13 -0.97 20.31 0| 0 0 0 5400 9.10 -0.99 19.47 0| 0 0 0 5600 13.09 -1.00 18.00 0| 0 0 0 6000 17.09 -1.00 18.50 0| 0 0 0 6400 21.09 -1.00 18.50 0| 0 0 0 6800 Total 0| 0 0 0 Indicative a-t-m Vol 23.98 Underlying Price 46.940 Time to expiry: 84 Days Nov 10 0.48 -0.13 31.30 0| 0 0 0 4000 0.69 -0.19 28.17 0| 0 0 0 4200 1.13 -0.28 26.37 0| 0 0 0 4400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.39 -0.34 25.25 0| 0 0 0 4500 1.76 -0.41 24.63 0| 0 0 0 4600 2.18 -0.48 23.94 0| 0 0 0 4700 2.66 -0.56 23.03 0| 0 0 0 4800 3.29 -0.63 23.02 0| 0 0 0 4900 5.54 -0.82 22.38 0| 0 0 0 5200 9.16 -0.96 21.43 0| 0 0 0 5600 13.09 -1.00 20.94 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 23.35 Underlying Price 46.940 Time to expiry: 112 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 0.03 -0.01 41.11 0| 0 144 0 2800 0.09 -0.02 36.62 0| 0 0 0 3200 0.23 -0.06 32.44 0| 0 0 0 3600 0.36 -0.09 30.53 0| 0 0 0 3800 0.59 -0.14 29.12 0| 0 180 0 4000 0.90 -0.21 27.15 0| 0 0 0 4200 1.35 -0.30 25.49 0| 0 81 0 4400 2.02 -0.41 23.98 0| 0 500 0 4600 2.93 -0.54 22.63 0| 0 1 0 4800 5.79 -0.77 23.00 0| 0 0 0 5200 9.28 -0.91 23.00 0| 0 0 0 5600 13.12 -0.97 23.30 0| 0 0 0 6000 17.08 -1.00 17.82 0| 0 0 0 6400 25.07 -1.00 17.79 0| 0 0 0 7200 33.07 -1.00 19.46 0| 0 0 0 8000 Total 0| 0 906 0 Indicative a-t-m Vol 23.29 Underlying Price 46.940 Time to expiry: 203 Days Mar 11 0.25 -0.05 33.39 0| 0 10 0 3200 0.59 -0.10 31.04 0| 0 0 0 3600 1.12 -0.19 27.85 0| 0 78 0 4000 1.54 -0.25 26.45 0| 0 28 0 4200 2.09 -0.33 25.06 0| 0 0 0 4400 2.80 -0.42 23.79 0| 0 0 0 4600 3.71 -0.51 22.72 0| 0 0 0 4800 6.21 -0.71 21.30 0| 0 0 0 5200 9.40 -0.87 19.85 0| 0 0 0 5600 17.07 -1.00 18.50 0| 0 0 0 6400 25.06 -1.00 17.79 0| 0 0 0 7200 33.06 -1.00 18.01 0| 0 0 0 8000 Total 0| 0 116 0 Indicative a-t-m Vol 22.92 Underlying Price 46.940 Time to expiry: 294 Days Jun 11 0.01 0.00 34.22 0| 0 0 0 2000 0.03 -0.01 32.04 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 86 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.12 -0.02 30.66 0| 0 0 0 2800 0.33 -0.06 29.26 0| 0 0 0 3200 0.75 -0.12 27.47 0| 0 0 0 3600 1.49 -0.22 25.71 0| 0 0 0 4000 2.67 -0.35 23.94 0| 0 0 0 4400 3.49 -0.43 23.24 0| 0 0 0 4600 4.48 -0.51 22.56 0| 0 0 0 4800 6.95 -0.68 21.44 0| 0 0 0 5200 10.02 -0.82 20.44 0| 0 0 0 5600 13.50 -0.91 19.22 0| 0 0 0 6000 17.28 -0.96 18.85 0| 0 0 0 6400 25.11 -1.00 17.76 0| 0 0 0 7200 33.06 -1.00 17.22 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 22.60 Underlying Price 46.940 Time to expiry: 476 Days Dec 11 0.14 -0.02 31.38 0| 0 0 0 2400 0.73 -0.09 28.58 0| 0 0 0 3200 2.26 -0.24 25.40 0| 0 0 0 4000 3.52 -0.36 23.73 0| 0 0 0 4400 5.29 -0.49 22.19 0| 0 0 0 4800 10.50 -0.75 20.14 0| 0 0 0 5600 13.80 -0.85 19.38 0| 0 0 0 6000 33.06 -1.00 17.38 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 22.67 Underlying Price 46.940 Time to expiry: 658 Days Jun 12 1.23 -0.12 28.63 0| 0 0 0 3200 3.01 -0.26 25.45 0| 0 0 0 4000 6.09 -0.47 22.24 0| 0 0 0 4800 11.05 -0.70 20.19 0| 0 0 0 5600 14.16 -0.80 19.43 0| 0 0 0 6000 33.06 -1.00 17.43 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 1,805 0 Grand Total 0| 0 5,973 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 87 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 27.35 Underlying Price 46.940 Time to expiry: 21 Days Sep 10 30.89 1.00 52.52 0| 0 0 0 1600 26.90 1.00 52.15 0| 0 0 0 2000 22.90 1.00 50.06 0| 0 0 0 2400 18.90 1.00 46.41 0| 0 0 0 2800 14.90 1.00 43.44 0| 0 0 0 3200 10.90 1.00 39.15 0| 0 0 0 3600 8.91 0.99 36.86 0| 0 0 0 3800 6.94 0.97 34.58 0| 0 0 0 4000 5.04 0.92 32.70 0| 0 70 0 4200 3.27 0.82 30.27 0| 0 500 0 4400 2.46 0.73 28.86 0| 0 0 0 4500 1.78 0.62 28.01 0| 0 0 0 4600 1.21 0.50 27.31 0| 0 0 0 4700 0.73 0.37 25.83 0| 0 30 0 4800 0.45 0.26 25.98 0| 0 0 0 4900 0.23 0.16 25.11 0| 0 0 0 5000 0.04 0.04 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 23.25 Underlying Price 46.940 Time to expiry: 203 Days Mar 11 26.91 1.00 42.67 0| 0 0 0 2000 22.96 0.99 40.73 0| 0 0 0 2400 19.07 0.98 37.88 0| 0 0 0 2800 15.25 0.95 34.37 0| 0 0 0 3200 11.56 0.90 31.00 0| 0 0 0 3600 8.12 0.81 27.81 0| 0 0 0 4000 6.55 0.75 26.41 0| 0 0 0 4200 5.10 0.67 25.02 0| 0 0 0 4400 3.82 0.59 23.75 0| 0 0 0 4600 2.74 0.49 22.68 0| 0 0 0 4800 1.26 0.29 21.26 0| 0 0 0 5200 0.44 0.13 19.81 0| 0 0 0 5600 0.13 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 27.09 Underlying Price 46.940 Time to expiry: 385 Days Sep 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.86 0.97 40.00 0| 0 0 0 2400 15.67 0.89 34.85 0| 0 0 0 3200 12.39 0.83 32.67 0| 0 0 0 3600 9.51 0.74 31.29 0| 0 0 0 4000 6.79 0.64 28.71 0| 0 70 0 4400 4.54 0.52 26.51 0| 0 0 0 4800 1.82 0.28 24.67 0| 0 0 0 5600 1.06 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 26.58 Underlying Price 46.940 Time to expiry: 567 Days Mar 12 16.46 0.87 34.00 0| 0 0 0 3200 10.65 0.73 30.94 0| 0 0 0 4000 7.93 0.65 28.15 0| 0 0 0 4400 5.64 0.54 26.02 0| 0 0 0 4800 2.73 0.34 24.38 0| 0 0 0 5600 1.88 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 89 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 27.35 Underlying Price 46.940 Time to expiry: 21 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 0.01 -0.01 36.86 0| 0 510 0 3800 0.04 -0.03 34.58 0| 0 0 0 4000 0.14 -0.08 32.70 0| 0 196 0 4200 0.37 -0.18 30.27 0| 0 0 0 4400 0.56 -0.27 28.86 0| 0 0 0 4500 0.88 -0.38 28.01 0| 0 0 0 4600 1.30 -0.50 27.31 0| 0 0 0 4700 1.83 -0.63 25.83 0| 0 0 0 4800 2.55 -0.74 25.98 0| 0 0 0 4900 3.33 -0.84 25.11 0| 0 0 0 5000 5.14 -0.96 23.73 0| 0 0 0 5200 7.10 -0.99 22.26 0| 0 0 0 5400 9.10 -1.00 21.22 0| 0 0 0 5600 13.09 -1.00 19.72 0| 0 0 0 6000 17.09 -1.00 18.99 0| 0 0 0 6400 21.09 -1.00 19.23 0| 0 0 0 6800 25.09 -1.00 19.71 0| 0 0 0 7200 33.09 -1.00 23.06 0| 0 0 0 8000 Total 0| 0 4,952 0 Indicative a-t-m Vol 23.25 Underlying Price 46.940 Time to expiry: 203 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 0.13 -0.02 37.88 0| 0 0 0 2800 0.29 -0.05 34.37 0| 0 0 0 3200 0.58 -0.10 31.00 0| 0 79 0 3600 1.12 -0.19 27.81 0| 0 0 0 4000 1.54 -0.25 26.41 0| 0 0 0 4200 2.08 -0.33 25.02 0| 0 0 0 4400 2.79 -0.41 23.75 0| 0 0 0 4600 3.70 -0.51 22.68 0| 0 0 0 4800 6.19 -0.71 21.26 0| 0 0 0 5200 9.35 -0.87 19.81 0| 0 0 0 5600 13.02 -0.95 18.84 0| 0 0 0 6000 16.90 -0.99 18.04 0| 0 0 0 6400 24.83 -1.00 17.75 0| 0 0 0 7200 32.79 -1.00 17.78 0| 0 0 0 8000 Total 0| 0 79 0 Indicative a-t-m Vol 27.09 Underlying Price 46.940 Time to expiry: 385 Days Sep 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.29 -0.03 40.00 0| 0 0 0 2400 1.00 -0.11 34.85 0| 0 0 0 3200 1.67 -0.17 32.67 0| 0 0 0 3600 2.75 -0.26 31.29 0| 0 0 0 4000 3.98 -0.36 28.71 0| 0 0 0 4400 5.68 -0.48 26.51 0| 0 0 0 4800 10.85 -0.72 24.67 0| 0 0 0 5600 14.05 -0.81 23.96 0| 0 0 0 6000 32.82 -0.98 24.32 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.58 Underlying Price 46.940 Time to expiry: 567 Days Mar 12 1.56 -0.13 34.00 0| 0 50 0 3200 3.59 -0.27 30.94 0| 0 0 0 4000 4.80 -0.35 28.15 0| 0 0 0 4400 6.43 -0.46 26.02 0| 0 0 0 4800 11.36 -0.66 24.38 0| 0 0 0 5600 14.43 -0.74 24.06 0| 0 0 0 6000 32.44 -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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 91 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 43.39 Underlying Price 3.362 Time to expiry: 21 Days Sep 10 1.76 1.00 76.00 0| 0 0 0 160 1.36 1.00 66.22 0| 0 0 0 200 1.16 1.00 61.94 0| 0 0 0 220 0.96 0.99 58.05 0| 0 0 0 240 0.77 0.98 54.55 0| 0 0 0 260 0.67 0.96 52.93 0| 0 280 0 270 0.58 0.94 51.40 0| 0 0 0 280 0.48 0.90 49.94 0| 0 0 0 290 0.40 0.85 48.57 0| 0 1,000 0 300 0.32 0.77 48.51 0| 0 1,000 0 310 0.24 0.69 45.35 0| 0 1,075 0 320 0.18 0.59 45.11 0| 0 0 0 330 0.12 0.48 42.25 0| 0 1,075 0 340 0.08 0.37 41.71 0| 0 1,000 0 350 0.06 0.28 43.61 0| 0 68 0 360 0.03 0.18 40.87 0| 0 0 0 370 0.02 0.12 40.01 0| 0 50 0 380 0.01 0.07 39.21 0| 0 0 0 390 0.01 0.04 38.45 0| 0 1,100 0 400 0.01 0.01 37.09 0| 0 1,000 0 420 0.01 0.00 35.90 0| 0 100 0 440 0.01 0.00 34.88 0| 0 50 0 460 0.01 0.00 34.02 0| 0 103 0 480 0.01 0.00 32.70 0| 0 0 0 520 0.01 0.00 31.87 0| 0 0 0 560 0.01 0.00 31.46 0| 0 0 0 600 0.01 0.00 31.42 0| 0 0 0 640 0.01 0.00 31.70 0| 0 0 0 680 0.01 0.00 32.27 0| 0 0 0 720 0.01 0.00 34.11 0| 0 1,000 0 800 0.01 0.00 36.75 0| 0 0 0 880 0.01 0.00 40.00 0| 0 0 0 960 Total 0| 0 8,901 0 Indicative a-t-m Vol 44.97 Underlying Price 3.362 Time to expiry: 49 Days Oct 10 0.99 0.94 63.00 0| 0 0 0 240 0.80 0.90 58.98 0| 0 0 0 260 0.63 0.84 54.98 0| 0 0 0 280 0.46 0.76 51.24 0| 0 0 0 300 0.39 0.70 49.92 0| 0 0 0 310 0.32 0.65 47.69 0| 0 0 0 320 0.26 0.58 46.42 0| 0 0 0 330 0.20 0.51 44.00 0| 0 1,000 0 340 0.16 0.44 44.11 0| 0 0 0 350 0.12 0.36 42.81 0| 0 1,000 0 360 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 92 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.09 0.29 41.51 0| 0 9,000 0 370 0.06 0.23 40.62 0| 0 1,000 0 380 0.04 0.18 39.85 0| 0 0 0 390 0.03 0.13 39.21 0| 0 1,400 0 400 0.01 0.07 38.32 0| 0 1,000 0 420 0.01 0.03 37.93 0| 0 0 0 440 0.01 0.02 38.00 0| 0 0 0 460 Total 0| 0 14,400 0 Indicative a-t-m Vol 45.36 Underlying Price 3.362 Time to expiry: 84 Days Nov 10 0.84 0.86 56.00 0| 0 0 0 260 0.68 0.80 54.12 0| 0 0 0 280 0.53 0.72 51.14 0| 0 0 0 300 0.46 0.68 48.84 0| 0 0 0 310 0.40 0.63 48.42 0| 0 0 0 320 0.34 0.58 46.83 0| 0 0 0 330 0.27 0.53 44.38 0| 0 0 0 340 0.22 0.47 43.16 0| 0 1,000 0 350 0.18 0.41 42.31 0| 1,000 1,000 +1,000 360 0.11 0.30 40.62 0| 0 0 0 380 0.07 0.21 40.00 0| 0 0 0 400 Total 0| 1,000 2,000 +1,000 Indicative a-t-m Vol 44.51 Underlying Price 3.362 Time to expiry: 112 Days Dec 10 1.77 0.98 68.00 0| 0 0 0 160 1.40 0.95 63.48 0| 0 0 0 200 1.04 0.89 57.93 0| 0 46 0 240 0.87 0.84 55.13 0| 0 0 0 260 0.71 0.78 51.99 0| 0 20 0 280 0.57 0.71 50.37 0| 0 0 0 300 0.44 0.63 47.79 0| 0 122 0 320 0.31 0.53 43.69 0| 0 5 0 340 0.23 0.44 43.32 0| 0 129 0 360 0.15 0.34 40.58 0| 0 101 0 380 0.09 0.25 38.71 0| 0 2,262 0 400 0.06 0.17 36.92 0| 0 22 0 420 0.03 0.10 35.26 0| 0 100 0 440 0.01 0.06 33.73 0| 0 0 0 460 0.01 0.03 32.32 0| 0 78 0 480 0.01 0.01 29.85 0| 0 0 0 520 0.01 0.00 27.82 0| 0 0 0 560 0.01 0.00 26.17 0| 0 10,020 0 600 0.01 0.00 24.87 0| 0 15,000 0 640 0.01 0.00 23.20 0| 0 0 0 720 0.01 0.00 22.59 0| 0 80 0 800 0.01 0.00 30.00 0| 0 0 0 1200 Total 0| 0 27,985 0 Indicative a-t-m Vol 43.82 Underlying Price 3.362 Time to expiry: 203 Days Mar 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.80 0.96 64.00 0| 0 0 0 160 1.44 0.92 59.93 0| 0 0 0 200 1.10 0.85 55.01 0| 0 0 0 240 0.95 0.81 52.58 0| 0 0 0 260 0.81 0.75 50.57 0| 0 0 0 280 0.67 0.70 47.95 0| 0 0 0 300 0.55 0.63 46.37 0| 0 75 0 320 0.42 0.56 43.19 0| 0 0 0 340 0.33 0.48 42.05 0| 0 0 0 360 0.26 0.41 41.61 0| 0 0 0 380 0.19 0.34 39.42 0| 0 0 0 400 0.14 0.27 38.15 0| 0 0 0 420 0.10 0.21 37.03 0| 0 0 0 440 0.07 0.16 36.05 0| 0 0 0 460 0.04 0.11 35.20 0| 0 0 0 480 0.02 0.06 33.85 0| 0 0 0 520 0.01 0.03 32.96 0| 0 0 0 560 0.01 0.01 32.34 0| 0 0 0 640 0.01 0.00 33.00 0| 0 0 0 720 Total 0| 0 75 0 Indicative a-t-m Vol 44.34 Underlying Price 3.362 Time to expiry: 294 Days Jun 11 1.81 0.96 59.00 0| 0 0 0 160 1.46 0.91 55.65 0| 0 0 0 200 1.14 0.84 52.08 0| 0 0 0 240 1.00 0.80 50.35 0| 0 0 0 260 0.85 0.75 48.49 0| 0 0 0 280 0.73 0.69 47.42 0| 0 0 0 300 0.62 0.64 45.76 0| 0 0 0 320 0.51 0.57 43.99 0| 0 0 0 340 0.42 0.51 42.96 0| 0 0 0 360 0.34 0.45 41.73 0| 0 0 0 380 0.27 0.39 40.56 0| 0 5 0 400 0.21 0.33 39.49 0| 0 0 0 420 0.16 0.27 38.50 0| 0 0 0 440 0.09 0.18 36.73 0| 0 0 0 480 0.02 0.06 33.95 0| 0 0 0 560 0.01 0.03 32.88 0| 0 0 0 600 0.01 0.02 32.00 0| 0 0 0 640 0.01 0.00 30.74 0| 0 120 0 720 0.01 0.00 30.03 0| 0 2 0 800 0.01 0.00 32.00 0| 0 0 0 1200 Total 0| 0 127 0 Indicative a-t-m Vol 43.84 Underlying Price 3.362 Time to expiry: 476 Days Dec 11 1.85 0.94 57.84 0| 0 0 0 160 1.23 0.81 50.80 0| 0 0 0 240 0.97 0.73 47.46 0| 0 0 0 280 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 94 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.74 0.64 44.95 0| 0 0 0 320 0.54 0.54 42.18 0| 0 0 0 360 0.39 0.44 40.21 0| 0 0 0 400 0.27 0.35 38.46 0| 0 0 0 440 0.19 0.27 37.00 0| 0 50 0 480 0.05 0.10 34.12 0| 0 5,000 0 600 0.01 0.02 32.84 0| 0 0 0 800 Total 0| 0 5,050 0 Indicative a-t-m Vol 44.03 Underlying Price 3.362 Time to expiry: 658 Days Jun 12 1.87 0.93 56.50 0| 0 0 0 160 1.29 0.81 50.30 0| 0 0 0 240 1.04 0.74 47.20 0| 0 0 0 280 0.83 0.66 44.87 0| 0 0 0 320 0.64 0.57 42.76 0| 0 0 0 360 0.49 0.48 40.99 0| 0 30 0 400 0.27 0.33 38.08 0| 0 0 0 480 0.11 0.17 36.38 0| 0 0 0 600 Total 0| 0 30 0 Total Calls 0| 1,000 58,568 +1,000 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 95 Puts | 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 43.39 Underlying Price 3.362 Time to expiry: 21 Days Sep 10 0.01 0.00 76.00 0| 0 0 0 160 0.01 0.00 66.22 0| 0 0 0 200 0.01 0.00 61.94 0| 0 0 0 220 0.01 -0.01 58.05 0| 0 0 0 240 0.01 -0.02 54.55 0| 0 0 0 260 0.01 -0.04 52.93 0| 0 0 0 270 0.01 -0.06 51.40 0| 0 0 0 280 0.02 -0.10 49.94 0| 0 0 0 290 0.03 -0.15 48.57 0| 0 95 0 300 0.06 -0.23 48.51 0| 0 0 0 310 0.08 -0.31 45.35 0| 0 100 0 320 0.12 -0.41 45.11 0| 0 50 0 330 0.16 -0.52 42.25 0| 0 0 0 340 0.22 -0.63 41.71 0| 0 1,500 0 350 0.30 -0.72 43.61 0| 0 76 0 360 0.37 -0.82 40.87 0| 0 0 0 370 0.46 -0.88 40.01 0| 0 0 0 380 0.55 -0.93 39.21 0| 0 0 0 390 0.64 -0.96 38.45 0| 0 90 0 400 0.84 -0.99 37.09 0| 0 110 0 420 1.04 -1.00 35.90 0| 0 1 0 440 1.24 -1.00 34.88 0| 0 150 0 460 1.44 -1.00 34.02 0| 0 49 0 480 1.84 -1.00 32.70 0| 0 202 0 520 2.24 -1.00 31.87 0| 0 60 0 560 2.64 -1.00 31.46 0| 0 10 0 600 3.04 -1.00 31.42 0| 0 0 0 640 3.44 -1.00 31.70 0| 0 0 0 680 3.84 -1.00 32.27 0| 0 0 0 720 4.64 -1.00 34.11 0| 0 0 0 800 5.44 -1.00 36.75 0| 0 0 0 880 6.24 -1.00 40.00 0| 0 0 0 960 Total 0| 0 2,493 0 Indicative a-t-m Vol 44.97 Underlying Price 3.362 Time to expiry: 49 Days Oct 10 0.02 -0.06 63.00 0| 0 0 0 240 0.04 -0.10 58.98 0| 0 0 0 260 0.06 -0.16 54.98 0| 0 0 0 280 0.10 -0.24 51.24 0| 0 0 0 300 0.13 -0.30 49.92 0| 0 0 0 310 0.16 -0.35 47.69 0| 0 0 0 320 0.20 -0.42 46.42 0| 0 0 0 330 0.24 -0.49 44.00 0| 0 0 0 340 0.30 -0.56 44.11 0| 0 10 0 350 0.36 -0.64 42.81 0| 0 70 0 360 0.42 -0.71 41.51 0| 0 0 0 370 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 96 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.50 -0.77 40.62 0| 0 0 0 380 0.58 -0.83 39.85 0| 0 0 0 390 0.67 -0.87 39.21 0| 0 0 0 400 0.85 -0.93 38.32 0| 0 0 0 420 1.04 -0.97 37.93 0| 0 0 0 440 1.24 -0.99 38.00 0| 0 0 0 460 Total 0| 0 80 0 Indicative a-t-m Vol 45.36 Underlying Price 3.362 Time to expiry: 84 Days Nov 10 0.07 -0.14 56.00 0| 0 0 0 260 0.11 -0.20 54.12 0| 0 0 0 280 0.16 -0.28 51.14 0| 0 0 0 300 0.19 -0.32 48.84 0| 0 0 0 310 0.23 -0.37 48.42 0| 0 0 0 320 0.27 -0.42 46.83 0| 0 0 0 330 0.31 -0.48 44.38 0| 0 0 0 340 0.36 -0.53 43.16 0| 0 0 0 350 0.41 -0.59 42.31 0| 0 0 0 360 0.55 -0.70 40.62 0| 0 0 0 380 0.70 -0.79 40.00 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 44.51 Underlying Price 3.362 Time to expiry: 112 Days Dec 10 0.01 -0.02 68.00 0| 0 0 0 160 0.03 -0.05 63.48 0| 0 0 0 200 0.07 -0.11 57.93 0| 0 50 0 240 0.10 -0.16 55.13 0| 0 0 0 260 0.14 -0.22 51.99 0| 0 175 0 280 0.20 -0.29 50.37 0| 0 285 0 300 0.27 -0.37 47.79 0| 0 400 0 320 0.34 -0.47 43.69 0| 0 180 0 340 0.46 -0.56 43.32 0| 0 250 0 360 0.58 -0.66 40.58 0| 0 6,100 0 380 0.72 -0.76 38.71 0| 0 2,012 0 400 0.89 -0.84 36.92 0| 0 110 0 420 1.06 -0.90 35.26 0| 0 0 0 440 1.25 -0.95 33.73 0| 0 0 0 460 1.44 -0.98 32.32 0| 0 0 0 480 1.84 -1.00 29.85 0| 0 0 0 520 2.24 -1.00 27.82 0| 0 0 0 560 2.64 -1.00 26.17 0| 0 10,016 0 600 3.04 -1.00 24.87 0| 0 15,000 0 640 3.84 -1.00 23.20 0| 0 0 0 720 4.64 -1.00 22.59 0| 0 30 0 800 8.64 -1.00 30.00 0| 0 194 0 1200 Total 0| 0 34,802 0 Indicative a-t-m Vol 43.82 Underlying Price 3.362 Time to expiry: 203 Days Mar 11 0.03 -0.04 64.00 0| 0 0 0 160 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 97 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.07 -0.08 59.93 0| 0 0 0 200 0.13 -0.15 55.01 0| 0 0 0 240 0.17 -0.19 52.58 0| 0 0 0 260 0.23 -0.25 50.57 0| 0 75 0 280 0.29 -0.30 47.95 0| 0 0 0 300 0.37 -0.37 46.37 0| 0 75 0 320 0.44 -0.44 43.19 0| 0 0 0 340 0.55 -0.52 42.05 0| 0 0 0 360 0.68 -0.59 41.61 0| 0 0 0 380 0.81 -0.67 39.42 0| 0 0 0 400 0.96 -0.74 38.15 0| 0 10 0 420 1.12 -0.80 37.03 0| 0 0 0 440 1.29 -0.85 36.05 0| 0 0 0 460 1.47 -0.90 35.20 0| 0 0 0 480 1.84 -0.96 33.85 0| 0 0 0 520 2.24 -0.99 32.96 0| 0 0 0 560 3.04 -1.00 32.34 0| 0 0 0 640 3.84 -1.00 33.00 0| 0 0 0 720 Total 0| 0 160 0 Indicative a-t-m Vol 44.34 Underlying Price 3.362 Time to expiry: 294 Days Jun 11 0.04 -0.05 59.00 0| 0 0 0 160 0.10 -0.10 55.65 0| 0 0 0 200 0.18 -0.17 52.08 0| 0 6,000 0 240 0.24 -0.22 50.35 0| 0 0 0 260 0.30 -0.27 48.49 0| 0 0 0 280 0.38 -0.32 47.42 0| 0 0 0 300 0.46 -0.38 45.76 0| 0 0 0 320 0.56 -0.44 43.99 0| 0 0 0 340 0.67 -0.50 42.96 0| 0 0 0 360 0.79 -0.56 41.73 0| 0 0 0 380 0.92 -0.62 40.56 0| 0 0 0 400 1.06 -0.68 39.49 0| 0 0 0 420 1.21 -0.73 38.50