Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Cap Gemini (100) (CP1) Indicative a-t-m Vol 27.58 Underlying Price 34.565 Time to expiry: 16 Days Sep 10 14.57 1.00 59.00 0| 0 0 0 2000 12.57 1.00 56.08 0| 0 0 0 2200 10.57 1.00 53.46 0| 0 0 0 2400 8.57 1.00 50.22 0| 0 0 0 2600 6.58 0.99 43.64 0| 0 0 0 2800 4.61 0.96 37.46 0| 0 53 0 3000 2.72 0.88 31.79 0| 0 20 0 3200 1.87 0.77 29.91 0| 0 0 0 3300 1.14 0.62 27.94 0| 0 21 0 3400 0.62 0.43 27.31 0| 0 22 0 3500 0.18 0.27 0.24 25.66 0.18 0.10 4| 0 34 0 3600 0.11 0.12 25.78 0| 0 25 0 3700 0.07 0.08 29.89 0| 0 763 0 3800 0.04 0.04 31.45 0| 0 70 0 3900 0.02 0.02 32.12 0| 0 1,629 0 4000 0.01 0.00 33.01 0| 0 79 0 4200 0.01 0.00 32.56 0| 0 51 0 4400 0.01 0.00 32.60 0| 0 60 0 4600 0.01 0.00 33.12 0| 0 0 0 4800 0.01 0.00 37.00 0| 0 0 0 5600 Total 4| 0 2,827 0 Indicative a-t-m Vol 27.65 Underlying Price 34.565 Time to expiry: 44 Days Oct 10 8.61 0.98 38.94 0| 0 0 0 2600 6.68 0.95 37.58 0| 0 0 0 2800 4.81 0.89 34.15 0| 0 0 0 3000 3.08 0.78 30.75 0| 0 0 0 3200 2.33 0.69 29.53 0| 0 0 0 3300 1.68 0.59 28.40 0| 0 25 0 3400 1.13 0.47 27.09 0| 0 0 0 3500 0.71 0.35 26.12 0| 0 6 0 3600 0.42 0.24 25.65 0| 0 6 0 3700 0.20 0.20 0.14 23.87 0.20 0.20 2| 0 16 0 3800 0.05 0.04 23.61 0| 3 6 +3 4000 0.02 0.02 25.32 0| 0 6 0 4200 0.01 0.01 28.00 0| 0 0 0 4400 Total 2| 3 65 +3 Indicative a-t-m Vol 30.87 Underlying Price 34.565 Time to expiry: 79 Days Nov 10 8.80 0.94 42.21 0| 0 0 0 2600 6.97 0.89 39.57 0| 0 0 0 2800 5.24 0.82 36.84 0| 0 0 0 3000 3.66 0.72 33.84 0| 0 0 0 3200 2.95 0.65 32.29 0| 0 0 0 3300 2.34 0.58 31.40 0| 0 0 0 3400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.80 0.50 30.47 0| 0 0 0 3500 1.35 0.42 29.83 0| 0 0 0 3600 0.69 0.26 28.40 0| 0 0 0 3800 0.31 0.14 27.38 0| 0 0 0 4000 0.11 0.06 25.91 0| 0 0 0 4200 Total 0| 0 0 0 Indicative a-t-m Vol 30.82 Underlying Price 34.565 Time to expiry: 107 Days Dec 10 18.62 1.00 58.00 0| 0 0 0 1600 14.69 0.98 52.32 0| 0 0 0 2000 12.74 0.97 48.40 0| 0 0 0 2200 10.83 0.95 44.88 0| 0 0 0 2400 7.19 0.87 39.47 0| 0 80 0 2800 5.50 0.80 36.17 0| 0 1,000 0 3000 3.96 0.70 33.55 0| 0 66 0 3200 2.68 0.58 31.42 0| 0 0 0 3400 1.63 0.44 29.32 0| 0 4,831 0 3600 0.96 0.30 28.74 0| 0 47 0 3800 0.52 0.19 27.86 0| 2 5,442 0 4000 0.23 0.10 26.42 0| 0 261 0 4200 0.12 0.06 26.68 0| 0 249 0 4400 0.03 0.02 27.02 0| 0 74 0 4800 0.01 0.00 31.00 0| 0 113 0 5600 Total 0| 2 12,163 0 Indicative a-t-m Vol 31.90 Underlying Price 34.565 Time to expiry: 198 Days Mar 11 13.04 0.94 45.38 0| 0 0 0 2200 11.24 0.91 43.12 0| 0 0 0 2400 7.84 0.82 38.36 0| 0 0 0 2800 4.88 0.67 34.14 0| 0 0 0 3200 3.65 0.58 32.46 0| 0 0 0 3400 2.57 0.48 30.50 0| 0 0 0 3600 1.55 1.83 0.38 30.05 1.55 1.55 6| 0 0 0 3800 1.20 0.29 28.83 0| 0 12 0 4000 0.77 0.21 28.11 0| 0 250 0 4200 0.48 0.14 27.63 0| 0 64 0 4400 0.17 0.06 26.65 0| 0 84 0 4800 0.07 0.02 31.00 0| 0 64 0 5600 Total 6| 0 474 0 Indicative a-t-m Vol 32.95 Underlying Price 34.565 Time to expiry: 289 Days Jun 11 18.78 0.98 50.99 0| 0 0 0 1600 15.00 0.95 46.16 0| 0 0 0 2000 13.19 0.93 44.02 0| 0 0 0 2200 11.42 0.89 41.72 0| 0 0 0 2400 8.14 0.80 37.71 0| 0 19 0 2800 5.35 0.67 34.59 0| 0 0 0 3200 4.20 0.59 33.33 0| 0 13 0 3400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.19 0.50 32.00 0| 0 0 0 3600 2.35 0.41 30.80 0| 0 0 0 3800 1.71 0.33 30.04 0| 0 0 0 4000 1.20 0.26 29.18 0| 0 0 0 4200 0.81 0.19 28.34 0| 0 0 0 4400 0.36 0.10 27.31 0| 0 127 0 4800 0.20 0.06 32.00 0| 0 0 0 5600 0.03 0.01 26.13 0| 0 0 0 6000 Total 0| 0 159 0 Indicative a-t-m Vol 32.16 Underlying Price 34.565 Time to expiry: 471 Days Dec 11 15.20 0.93 42.44 0| 0 0 0 2000 11.81 0.87 39.01 0| 0 0 0 2400 6.07 0.65 32.45 0| 0 0 0 3200 4.24 0.52 32.00 0| 0 2,000 0 3600 2.54 0.39 29.10 0| 10 20 +10 4000 0.84 0.17 26.87 0| 40 1,000 0 4800 0.32 0.07 30.00 0| 0 0 0 6000 Total 0| 50 3,020 +10 Indicative a-t-m Vol 33.89 Underlying Price 34.565 Time to expiry: 653 Days Jun 12 15.53 0.91 43.89 0| 0 0 0 2000 12.37 0.84 40.68 0| 0 0 0 2400 7.15 0.66 35.32 0| 0 0 0 3200 5.09 0.55 33.09 0| 0 0 0 3600 3.54 0.44 31.42 0| 0 0 0 4000 1.59 0.25 29.40 0| 0 0 0 4800 0.61 0.11 30.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 12| 55 18,708 +13 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Cap Gemini (100) (CP1) Indicative a-t-m Vol 27.58 Underlying Price 34.565 Time to expiry: 16 Days Sep 10 0.01 0.00 59.00 0| 0 120 0 2000 0.01 0.00 56.08 0| 0 80 0 2200 0.01 0.00 53.46 0| 0 18 0 2400 0.01 0.00 50.22 0| 0 0 0 2600 0.01 -0.01 43.64 0| 0 139 0 2800 0.04 -0.04 37.46 0| 0 65 0 3000 0.15 -0.12 31.79 0| 0 163 0 3200 0.30 -0.23 29.91 0| 0 0 0 3300 0.57 -0.38 27.94 0| 0 177 0 3400 1.05 -0.57 27.31 0| 0 245 0 3500 2.40 1.69 -0.76 25.66 2.40 2.40 6| 0 96 0 3600 2.54 -0.89 25.78 0| 0 0 0 3700 3.50 -0.93 29.89 0| 0 63 0 3800 4.47 -0.96 31.45 0| 0 0 0 3900 5.45 -0.98 32.12 0| 0 25 0 4000 7.44 -1.00 33.01 0| 0 0 0 4200 9.44 -1.00 32.56 0| 0 0 0 4400 11.44 -1.00 32.60 0| 0 0 0 4600 13.44 -1.00 33.12 0| 0 0 0 4800 21.44 -1.00 37.00 0| 0 0 0 5600 Total 6| 0 1,191 0 Indicative a-t-m Vol 27.65 Underlying Price 34.565 Time to expiry: 44 Days Oct 10 0.03 -0.02 38.94 0| 0 0 0 2600 0.09 -0.05 37.58 0| 0 0 0 2800 0.22 -0.11 34.15 0| 0 25 0 3000 0.86 0.50 -0.22 30.75 0.86 0.86 15| 66 5,015 0 3200 0.75 -0.31 29.53 0| 0 16 0 3300 1.09 -0.41 28.40 0| 0 9 0 3400 1.54 -0.53 27.09 0| 0 0 0 3500 2.12 -0.65 26.12 0| 0 0 0 3600 2.84 -0.76 25.65 0| 0 0 0 3700 3.62 -0.86 23.87 0| 0 17 0 3800 5.47 -0.96 23.61 0| 0 0 0 4000 7.44 -0.99 25.32 0| 0 0 0 4200 9.44 -1.00 28.00 0| 0 0 0 4400 Total 15| 66 5,082 0 Indicative a-t-m Vol 30.87 Underlying Price 34.565 Time to expiry: 79 Days Nov 10 0.19 -0.06 42.21 0| 0 0 0 2600 0.36 -0.11 39.57 0| 0 0 0 2800 0.63 -0.18 36.84 0| 0 0 0 3000 1.05 -0.28 33.84 0| 0 0 0 3200 1.33 -0.35 32.29 0| 0 0 0 3300 1.72 -0.42 31.40 0| 0 0 0 3400 2.18 -0.50 30.47 0| 0 0 0 3500 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.74 -0.58 29.83 0| 0 0 0 3600 4.07 -0.74 28.40 0| 0 0 0 3800 5.70 -0.86 27.38 0| 0 0 0 4000 7.50 -0.94 25.91 0| 0 0 0 4200 Total 0| 0 0 0 Indicative a-t-m Vol 30.82 Underlying Price 34.565 Time to expiry: 107 Days Dec 10 0.02 0.00 58.00 0| 0 58 0 1600 0.08 -0.02 52.32 0| 0 80 0 2000 0.12 -0.03 48.40 0| 0 158 0 2200 0.20 -0.05 44.88 0| 0 125 0 2400 0.56 -0.14 39.47 0| 0 168 0 2800 0.86 -0.20 36.17 0| 0 5,438 0 3000 1.32 -0.30 33.55 0| 0 1,186 0 3200 2.03 -0.42 31.42 0| 0 121 0 3400 2.99 -0.57 29.32 0| 0 64 0 3600 4.32 -0.70 28.74 0| 0 32 0 3800 5.87 -0.81 27.86 0| 0 33 0 4000 7.60 -0.91 26.42 0| 0 0 0 4200 9.49 -0.95 26.68 0| 0 0 0 4400 13.44 -1.00 27.02 0| 0 1 0 4800 21.44 -1.00 31.00 0| 0 0 0 5600 Total 0| 0 7,464 0 Indicative a-t-m Vol 31.90 Underlying Price 34.565 Time to expiry: 198 Days Mar 11 0.36 -0.06 45.38 0| 0 0 0 2200 0.55 -0.09 43.12 0| 0 128 0 2400 1.13 -0.18 38.36 0| 83 183 +58 2800 2.33 2.15 -0.33 34.14 2.33 2.33 10| 0 50 0 3200 2.92 -0.42 32.46 0| 0 29 0 3400 3.83 -0.52 30.50 0| 0 20 0 3600 5.10 -0.62 30.05 0| 0 6 0 3800 6.47 -0.72 28.83 0| 0 0 0 4000 8.04 -0.80 28.11 0| 0 0 0 4200 9.76 -0.87 27.63 0| 0 0 0 4400 13.49 -0.96 26.65 0| 0 0 0 4800 21.44 -1.00 31.00 0| 0 0 0 5600 Total 10| 83 416 +58 Indicative a-t-m Vol 32.95 Underlying Price 34.565 Time to expiry: 289 Days Jun 11 0.20 -0.03 50.99 0| 0 20 0 1600 0.48 -0.07 46.16 0| 0 40 0 2000 0.70 -0.09 44.02 0| 0 70 0 2200 0.98 0.97 -0.13 41.72 0.98 0.98 12| 0 22 0 2400 1.77 -0.23 37.71 0| 0 100 0 2800 3.06 -0.36 34.59 0| 0 0 0 3200 3.94 -0.44 33.33 0| 0 0 0 3400 4.96 -0.52 32.00 0| 0 0 0 3600 6.15 -0.60 30.80 0| 0 0 0 3800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.53 -0.68 30.04 0| 0 0 0 4000 9.03 -0.75 29.18 0| 0 0 0 4200 10.65 -0.81 28.34 0| 0 0 0 4400 14.19 -0.90 27.31 0| 0 0 0 4800 21.99 -0.95 32.00 0| 0 0 0 5600 25.79 -0.99 26.13 0| 0 0 0 6000 Total 12| 0 252 0 Indicative a-t-m Vol 32.16 Underlying Price 34.565 Time to expiry: 471 Days Dec 11 0.81 -0.09 42.44 0| 0 10 0 2000 1.47 -0.15 39.01 0| 80 100 +70 2400 3.75 -0.36 32.45 0| 0 1,000 0 3200 5.91 -0.49 32.00 0| 0 250 0 3600 8.19 -0.63 29.10 0| 0 0 0 4000 14.49 -0.84 26.87 0| 0 0 0 4800 25.94 -0.94 30.00 0| 0 0 0 6000 Total 0| 80 1,360 +70 Indicative a-t-m Vol 33.89 Underlying Price 34.565 Time to expiry: 653 Days Jun 12 1.49 -0.12 43.89 0| 0 0 0 2000 2.41 -0.18 40.68 0| 0 0 0 2400 5.22 -0.36 35.32 0| 0 0 0 3200 7.16 -0.47 33.09 0| 0 0 0 3600 9.59 -0.58 31.42 0| 0 0 0 4000 15.56 -0.76 29.40 0| 0 0 0 4800 26.36 -0.89 30.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 43| 229 15,765 +128 Grand Total 55| 284 34,473 +141 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Cap Gemini European (CA3) Indicative a-t-m Vol 27.58 Underlying Price 34.565 Time to expiry: 16 Days Sep 10 14.57 1.00 59.00 0| 0 0 0 2000 12.57 1.00 56.08 0| 0 0 0 2200 10.57 1.00 53.46 0| 0 0 0 2400 8.57 1.00 50.22 0| 0 0 0 2600 6.58 0.99 43.64 0| 0 425 0 2800 4.61 0.96 37.46 0| 0 610 0 3000 2.72 0.88 31.79 0| 0 21 0 3200 1.87 0.77 29.91 0| 0 0 0 3300 1.14 0.62 27.94 0| 0 372 0 3400 0.62 0.43 27.31 0| 0 0 0 3500 0.27 0.24 25.66 0| 0 247 0 3600 0.11 0.12 25.78 0| 0 0 0 3700 0.07 0.08 29.89 0| 0 1 0 3800 0.04 0.04 31.45 0| 0 0 0 3900 0.02 0.02 32.12 0| 0 1 0 4000 0.01 0.00 33.01 0| 0 0 0 4200 0.01 0.00 32.56 0| 0 0 0 4400 0.01 0.00 29.81 0| 0 0 0 4500 0.01 0.00 32.60 0| 0 0 0 4600 0.01 0.00 33.12 0| 0 0 0 4800 0.01 0.00 37.00 0| 0 0 0 5600 Total 0| 0 1,677 0 Indicative a-t-m Vol 31.90 Underlying Price 34.565 Time to expiry: 198 Days Mar 11 14.87 0.96 46.76 0| 0 0 0 2000 13.04 0.94 45.38 0| 0 0 0 2200 11.24 0.91 43.12 0| 0 0 0 2400 7.84 0.82 38.36 0| 0 0 0 2800 6.30 0.75 36.28 0| 0 0 0 3000 4.88 0.67 34.14 0| 0 0 0 3200 3.65 0.58 32.46 0| 0 0 0 3400 2.57 0.48 30.50 0| 0 0 0 3600 1.83 0.38 30.05 0| 0 515 0 3800 1.20 0.29 28.83 0| 0 500 0 4000 0.77 0.21 28.11 0| 0 0 0 4200 0.38 0.12 27.41 0| 0 0 0 4500 0.17 0.06 26.65 0| 0 0 0 4800 0.13 0.05 27.97 0| 0 0 0 5000 0.07 0.02 30.11 0| 0 0 0 5500 0.05 0.02 33.65 0| 0 0 0 6000 Total 0| 0 1,015 0 Indicative a-t-m Vol 33.82 Underlying Price 34.565 Time to expiry: 380 Days Sep 11 14.82 0.92 46.00 0| 0 0 0 2000 13.07 0.89 43.31 0| 0 0 0 2200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.43 0.85 41.45 0| 0 0 0 2400 8.42 0.76 37.91 0| 0 0 0 2800 5.90 0.64 35.54 0| 0 0 0 3200 3.80 0.51 32.86 0| 0 396 0 3600 2.21 0.36 30.22 0| 0 500 0 4000 0.46 0.11 27.50 0| 0 0 0 5000 0.08 0.03 26.37 0| 0 0 0 6000 Total 0| 0 896 0 Indicative a-t-m Vol 33.52 Underlying Price 34.565 Time to expiry: 562 Days Mar 12 15.48 0.89 45.49 0| 0 0 0 2000 12.21 0.84 40.47 0| 0 0 0 2400 9.36 0.75 37.52 0| 0 0 0 2800 6.95 0.65 35.21 0| 0 500 0 3200 4.84 0.54 32.58 0| 0 500 0 3600 3.23 0.42 30.69 0| 0 500 0 4000 0.94 0.18 27.22 0| 0 0 0 5000 0.24 0.06 25.78 0| 0 0 0 6000 Total 0| 0 1,500 0 Indicative a-t-m Vol 33.36 Underlying Price 34.565 Time to expiry: 751 Days Sep 12 15.36 0.87 45.09 0| 0 0 0 2000 12.29 0.81 40.41 0| 0 0 0 2400 7.33 0.64 35.05 0| 0 0 0 3200 5.26 0.54 32.42 0| 0 0 0 3600 3.78 0.44 31.00 0| 0 0 0 4000 1.75 0.26 28.51 0| 0 0 0 4800 0.51 0.10 26.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.46 Underlying Price 34.565 Time to expiry: 926 Days Mar 13 15.94 0.87 44.53 0| 0 0 0 2000 12.95 0.81 39.99 0| 0 0 0 2400 8.12 0.66 34.97 0| 0 0 0 3200 6.11 0.56 32.62 0| 0 0 0 3600 4.48 0.47 30.84 0| 0 0 0 4000 2.28 0.30 28.35 0| 0 0 0 4800 0.80 0.13 26.87 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.66 Underlying Price 34.565 Time to expiry: 1115 Days Sep 13 15.72 0.86 44.13 0| 0 0 0 2000 12.93 0.80 40.13 0| 0 0 0 2400 8.21 0.65 34.47 0| 0 0 0 3200 5.04 0.49 31.96 0| 0 0 0 4000 2.85 0.34 29.65 0| 0 0 0 4800 1.26 0.18 28.43 0| 0 0 0 6000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 9 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 33.53 Underlying Price 34.565 Time to expiry: 1297 Days Mar 14 16.24 0.86 43.59 0| 0 0 0 2000 13.53 0.80 39.79 0| 0 0 0 2400 8.85 0.66 34.17 0| 0 0 0 3200 5.80 0.52 32.17 0| 0 0 0 4000 3.50 0.37 29.84 0| 0 0 0 4800 1.57 0.21 27.95 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.16 Underlying Price 34.565 Time to expiry: 1479 Days Sep 14 15.99 0.85 43.36 0| 0 0 0 2000 13.39 0.79 39.59 0| 0 0 0 2400 8.89 0.66 34.01 0| 0 0 0 3200 5.76 0.51 31.35 0| 0 0 0 4000 3.68 0.38 29.68 0| 0 0 0 4800 1.91 0.23 28.57 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.15 Underlying Price 34.565 Time to expiry: 1661 Days Mar 15 16.43 0.85 42.72 0| 0 0 0 2000 13.95 0.80 39.42 0| 0 0 0 2400 9.51 0.67 33.91 0| 0 0 0 3200 6.45 0.54 31.54 0| 0 0 0 4000 4.22 0.41 29.61 0| 0 0 0 4800 2.38 0.27 28.78 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 5,088 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Cap Gemini European (CA3) Indicative a-t-m Vol 27.58 Underlying Price 34.565 Time to expiry: 16 Days Sep 10 0.01 0.00 59.00 0| 0 19 0 2000 0.01 0.00 56.08 0| 0 0 0 2200 0.01 0.00 53.46 0| 0 32 0 2400 0.01 0.00 50.22 0| 0 0 0 2600 0.01 -0.01 43.64 0| 0 95 0 2800 0.04 -0.04 37.46 0| 0 800 0 3000 0.15 -0.12 31.79 0| 0 0 0 3200 0.30 -0.23 29.91 0| 0 240 0 3300 0.57 -0.38 27.94 0| 0 15 0 3400 1.05 -0.57 27.31 0| 0 0 0 3500 1.69 -0.76 25.66 0| 0 0 0 3600 2.53 -0.88 25.78 0| 0 0 0 3700 3.50 -0.92 29.89 0| 0 457 0 3800 4.46 -0.96 31.45 0| 0 0 0 3900 5.44 -0.98 32.12 0| 0 1,020 0 4000 7.43 -1.00 33.01 0| 0 0 0 4200 9.43 -1.00 32.56 0| 0 0 0 4400 10.43 -1.00 29.81 0| 0 1,502 0 4500 11.43 -1.00 32.60 0| 0 0 0 4600 13.43 -1.00 33.12 0| 0 0 0 4800 21.42 -1.00 37.00 0| 0 0 0 5600 Total 0| 0 4,180 0 Indicative a-t-m Vol 31.90 Underlying Price 34.565 Time to expiry: 198 Days Mar 11 0.21 -0.04 46.76 0| 0 0 0 2000 0.36 -0.06 45.38 0| 0 0 0 2200 0.55 -0.09 43.12 0| 0 0 0 2400 1.13 -0.18 38.36 0| 0 0 0 2800 1.58 -0.25 36.28 0| 0 0 0 3000 2.15 -0.33 34.14 0| 0 500 0 3200 2.91 -0.42 32.46 0| 0 532 0 3400 3.82 -0.52 30.50 0| 0 0 0 3600 5.07 -0.62 30.05 0| 0 0 0 3800 6.43 -0.71 28.83 0| 0 0 0 4000 7.99 -0.79 28.11 0| 0 0 0 4200 10.58 -0.88 27.41 0| 0 0 0 4500 13.35 -0.94 26.65 0| 0 1,000 0 4800 15.31 -0.95 27.97 0| 0 0 0 5000 20.22 -0.98 30.11 0| 0 0 0 5500 25.18 -0.98 33.65 0| 0 0 0 6000 Total 0| 0 2,032 0 Indicative a-t-m Vol 33.82 Underlying Price 34.565 Time to expiry: 380 Days Sep 11 0.75 -0.08 46.00 0| 0 80 0 2000 0.98 -0.11 43.31 0| 0 0 0 2200 1.32 -0.15 41.45 0| 0 500 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 11 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.26 -0.24 37.91 0| 0 500 0 2800 3.69 -0.36 35.54 0| 0 500 0 3200 5.54 -0.49 32.86 0| 0 505 0 3600 7.90 -0.64 30.22 0| 0 0 0 4000 16.03 -0.89 27.50 0| 0 0 0 5000 25.53 -0.97 26.37 0| 0 0 0 6000 Total 0| 0 2,085 0 Indicative a-t-m Vol 33.52 Underlying Price 34.565 Time to expiry: 562 Days Mar 12 1.27 -0.11 45.49 0| 0 0 0 2000 1.93 -0.16 40.47 0| 0 500 0 2400 3.00 -0.25 37.52 0| 0 0 0 2800 4.52 -0.35 35.21 0| 0 500 0 3200 6.32 -0.46 32.58 0| 0 500 0 3600 8.63 -0.58 30.69 0| 0 0 0 4000 16.15 -0.82 27.22 0| 0 0 0 5000 25.26 -0.94 25.78 0| 0 0 0 6000 Total 0| 0 1,500 0 Indicative a-t-m Vol 33.36 Underlying Price 34.565 Time to expiry: 751 Days Sep 12 1.86 -0.13 45.09 0| 0 0 0 2000 2.68 -0.19 40.41 0| 0 0 0 2400 5.49 -0.36 35.05 0| 0 0 0 3200 7.32 -0.46 32.42 0| 0 0 0 3600 9.72 -0.56 31.00 0| 0 0 0 4000 15.46 -0.74 28.51 0| 0 0 0 4800 25.89 -0.90 26.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.46 Underlying Price 34.565 Time to expiry: 926 Days Mar 13 2.24 -0.13 44.53 0| 0 0 0 2000 3.11 -0.19 39.99 0| 0 0 0 2400 5.98 -0.34 34.97 0| 0 0 0 3200 7.82 -0.44 32.62 0| 0 0 0 3600 10.04 -0.53 30.84 0| 0 0 0 4000 15.54 -0.70 28.35 0| 0 0 0 4800 25.62 -0.87 26.87 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.66 Underlying Price 34.565 Time to expiry: 1115 Days Sep 13 2.71 -0.14 44.13 0| 0 0 0 2000 3.73 -0.20 40.13 0| 0 0 0 2400 6.61 -0.35 34.47 0| 0 0 0 3200 11.06 -0.51 31.96 0| 0 0 0 4000 16.48 -0.66 29.65 0| 0 0 0 4800 26.31 -0.82 28.43 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.53 Underlying Price 34.565 Time to expiry: 1297 Days Mar 14 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.99 -0.14 43.59 0| 0 0 0 2000 4.04 -0.20 39.79 0| 0 0 0 2400 6.88 -0.34 34.17 0| 0 0 0 3200 11.34 -0.48 32.17 0| 0 0 0 4000 16.56 -0.63 29.84 0| 0 0 0 4800 25.90 -0.79 27.95 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.16 Underlying Price 34.565 Time to expiry: 1479 Days Sep 14 3.41 -0.15 43.36 0| 0 0 0 2000 4.52 -0.21 39.59 0| 0 0 0 2400 7.44 -0.34 34.01 0| 0 0 0 3200 11.72 -0.49 31.35 0| 0 0 0 4000 17.06 -0.62 29.68 0| 0 0 0 4800 26.40 -0.77 28.57 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.15 Underlying Price 34.565 Time to expiry: 1661 Days Mar 15 3.57 -0.15 42.72 0| 0 0 0 2000 4.75 -0.20 39.42 0| 0 0 0 2400 7.61 -0.33 33.91 0| 0 0 0 3200 11.85 -0.46 31.54 0| 0 0 0 4000 16.93 -0.59 29.61 0| 0 0 0 4800 26.05 -0.73 28.78 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 0 9,797 0 Grand Total 0| 0 14,885 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.17 Underlying Price 37.805 Time to expiry: 16 Days Sep 10 17.81 1.00 82.79 0| 0 0 0 2000 15.81 1.00 75.90 0| 0 0 0 2200 13.81 1.00 69.01 0| 0 0 0 2400 11.81 1.00 61.20 0| 0 0 0 2600 9.82 1.00 54.77 0| 0 0 0 2800 7.83 0.99 49.49 0| 0 100 0 3000 6.83 0.99 43.22 0| 0 0 0 3100 4.02 5.83 0.98 37.32 4.02 Q 4.02 Q 1,000| 0 1,868 0 3200 4.85 0.97 34.28 0| 0 441 0 3300 2.11 3.87 0.95 31.13 2.11 2.11 59| 0 9,700 0 3400 2.92 0.90 28.14 0| 43 1,308 0 3500 2.02 0.82 25.71 1,500| 685 10,601 -292 3600 1.25 0.67 24.05 500| 494 8,280 -99 3700 0.28 0.66 0.47 22.97 0.45 0.27 4,043| 901 14,352 +50 3800 0.12 0.13 22.97 0| 0 4,275 0 4000 0.02 0.02 24.52 0| 0 20 0 4200 0.01 0.00 23.45 0| 0 802 0 4400 0.01 0.00 22.80 0| 0 2,354 0 4800 0.01 0.00 21.28 0| 0 0 0 5600 Total 7,102| 2,123 54,101 -341 Indicative a-t-m Vol 25.54 Underlying Price 37.805 Time to expiry: 44 Days Oct 10 9.88 0.98 44.62 0| 0 0 0 2800 7.93 0.96 40.50 0| 0 0 0 3000 6.00 0.92 35.16 0| 0 0 0 3200 5.06 0.89 32.87 0| 0 33 0 3300 4.16 0.85 31.01 0| 0 339 0 3400 3.32 0.79 29.43 0| 110 377 -35 3500 2.53 0.71 27.81 750| 1,000 2,086 +762 3600 1.36 1.83 0.61 26.36 1.37 1.31 305| 150 332 +100 3700 0.58 1.26 0.50 25.35 1.09 0.58 233| 2,550 2,864 +2,550 3800 0.27 0.51 0.27 24.12 0.47 0.27 945| 328 285 -6 4000 0.16 0.11 23.62 0| 0 121 0 4200 Total 2,233| 4,138 6,437 +3,371 Indicative a-t-m Vol 26.28 Underlying Price 37.805 Time to expiry: 79 Days Nov 10 10.00 0.95 41.30 0| 0 0 0 2800 8.10 0.92 37.55 0| 0 0 0 3000 6.26 0.87 33.85 0| 0 64 0 3200 3.81 5.37 0.84 32.15 3.81 3.81 28| 0 0 0 3300 4.53 0.79 30.66 0| 55 55 +55 3400 3.73 0.74 29.32 0| 0 78 0 3500 3.00 0.67 28.06 0| 0 184 0 3600 1.81 2.34 0.60 27.05 1.81 1.81 510| 75 172 0 3700 1.35 1.77 0.51 26.09 1.35 1.32 160| 0 0 0 3800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 14 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.69 0.92 0.34 24.68 0.75 0.69 52| 0 95 0 4000 0.42 0.19 23.84 0| 0 0 0 4200 Total 750| 130 648 +55 Indicative a-t-m Vol 26.96 Underlying Price 37.805 Time to expiry: 107 Days Dec 10 21.88 0.99 73.13 0| 0 0 0 1600 17.91 0.99 58.37 0| 0 0 0 2000 15.93 0.98 52.39 0| 0 0 0 2200 13.97 0.97 48.36 0| 0 0 0 2400 10.12 0.93 40.18 0| 0 2,457 0 2800 8.26 0.90 36.80 0| 0 3,616 0 3000 4.92 6.49 0.84 33.95 4.92 Q 4.92 Q 1,000| 45 12,301 -22 3200 3.80 4.82 0.77 31.16 4.35 3.80 150| 0 14,444 0 3400 2.76 3.34 0.66 28.63 2.76 2.76 1,050| 0 24,312 0 3600 1.86 2.13 0.52 26.79 1.86 S 1.86 S 3,500| 82 16,587 -80 3800 0.81 1.24 0.37 25.38 0.93 0.81 150| 193 37,700 -61 4000 0.24 0.31 0.13 23.52 0.24 0.23 173| 0 4,571 0 4400 0.03 0.02 20.64 0| 0 4,134 0 4800 0.01 0.01 19.77 0| 0 3,478 0 5000 0.01 0.00 17.85 0| 0 50 0 5600 0.01 0.00 17.03 0| 0 50 0 6000 0.01 0.00 16.20 0| 0 0 0 7000 0.01 0.00 16.64 0| 0 0 0 8000 0.01 0.00 25.00 0| 0 2 0 12000 Total 6,023| 320 123,702 -163 Indicative a-t-m Vol 28.07 Underlying Price 37.805 Time to expiry: 198 Days Mar 11 16.14 0.96 47.40 0| 0 0 0 2200 14.24 0.94 44.17 0| 0 0 0 2400 10.59 0.89 38.72 0| 0 799 0 2800 8.84 0.85 36.06 0| 0 87 0 3000 7.19 0.79 33.78 0| 50 425 +50 3200 5.66 0.72 31.59 0| 0 3,435 0 3400 4.28 0.64 29.72 1,000| 0 1,948 0 3600 2.79 3.08 0.54 27.90 2.79 S 2.62 S 2,000| 0 12,268 0 3800 1.74 2.13 0.43 26.61 1.74 1.74 42| 0 10,154 0 4000 0.87 0.24 24.66 0| 0 1,288 0 4400 0.25 0.30 0.10 23.60 0.25 0.25 50| 0 8,996 0 4800 0.04 0.02 23.81 0| 0 100 0 5600 Total 3,092| 50 39,500 +50 Indicative a-t-m Vol 28.95 Underlying Price 37.805 Time to expiry: 289 Days Jun 11 21.93 0.99 51.84 0| 0 0 0 1600 18.08 0.97 47.34 0| 0 0 0 2000 16.17 0.96 43.92 0| 0 196 0 2200 14.33 0.94 42.15 0| 0 41 0 2400 10.77 0.88 37.63 0| 0 387 0 2800 9.09 0.83 35.47 0| 0 32 0 3000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.49 0.78 33.40 0| 0 2,290 0 3200 6.02 0.71 31.58 0| 0 57 0 3400 4.16 4.72 0.63 30.13 4.17 4.16 146| 0 7,005 0 3600 3.22 3.59 0.55 28.83 3.22 3.22 4,330| 0 336 0 3800 2.18 2.61 0.46 27.44 2.19 2.18 125| 155 2,927 0 4000 1.24 0.28 25.46 0| 27 855 -3 4400 0.53 0.15 24.20 0| 0 628 0 4800 0.03 0.01 23.00 0| 0 0 0 6000 Total 4,601| 182 14,754 -3 Indicative a-t-m Vol 29.71 Underlying Price 37.805 Time to expiry: 471 Days Dec 11 21.93 0.99 45.10 0| 0 0 0 1600 18.19 0.96 43.68 0| 0 0 0 2000 14.64 0.91 40.60 0| 0 15 0 2400 11.29 0.84 36.85 0| 0 15 0 2800 9.68 0.80 34.58 0| 0 0 0 3000 8.18 0.75 32.85 0| 0 17,535 0 3200 6.83 0.69 31.47 0| 0 5,090 0 3400 6.21 0.65 30.75 0| 0 750 0 3500 5.64 0.62 30.31 0| 0 15,355 0 3600 3.76 0.49 28.97 1,000| 0 13,000 0 4000 1.23 0.22 27.67 0| 0 3,436 0 5000 0.42 0.09 27.82 0| 0 3 0 6000 0.14 0.03 28.25 0| 0 0 0 7000 0.05 0.01 28.56 0| 0 0 0 8000 0.01 0.00 26.50 0| 0 2 0 12000 Total 1,000| 0 55,201 0 Indicative a-t-m Vol 30.13 Underlying Price 37.805 Time to expiry: 653 Days Jun 12 18.44 0.94 46.13 0| 0 0 0 2000 14.98 0.89 41.53 0| 0 0 0 2400 11.79 0.82 37.60 0| 0 0 0 2800 8.90 0.73 34.19 0| 0 0 0 3200 6.41 0.62 31.29 0| 0 0 0 3600 4.35 0.50 28.73 0| 0 0 0 4000 1.57 0.26 24.46 0| 0 0 0 4800 0.39 0.08 24.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.77 Underlying Price 37.805 Time to expiry: 842 Days Dec 12 22.26 0.96 52.27 0| 0 0 0 1600 18.76 0.92 47.02 0| 0 0 0 2000 15.44 0.87 42.06 0| 0 0 0 2400 9.67 0.72 35.00 0| 0 0 0 3200 8.45 0.67 33.50 0| 0 5,500 0 3400 7.24 0.63 31.99 0| 0 0 0 3600 5.16 0.52 29.29 0| 0 9,010 0 4000 2.20 0.31 25.08 0| 0 15 0 4800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.68 0.12 24.03 0| 0 0 0 6000 0.19 0.04 26.00 0| 0 0 0 8000 Total 0| 0 14,525 0 Indicative a-t-m Vol 31.48 Underlying Price 37.805 Time to expiry: 1024 Days Jun 13 18.88 0.92 47.10 0| 0 0 0 2000 15.74 0.86 42.92 0| 0 0 0 2400 10.17 0.72 35.71 0| 0 0 0 3200 7.78 0.63 32.62 0| 0 0 0 3600 5.75 0.54 30.11 0| 0 0 0 4000 2.71 0.34 25.84 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 32.44 Underlying Price 37.805 Time to expiry: 1206 Days Dec 13 22.47 0.95 52.86 0| 0 0 0 1600 19.22 0.90 47.90 0| 0 0 0 2000 16.21 0.85 43.50 0| 0 0 0 2400 10.89 0.72 36.51 0| 0 0 0 3200 6.52 0.56 30.91 0| 0 0 0 4000 3.33 0.37 26.39 0| 0 0 0 4800 1.25 0.18 24.27 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 32.98 Underlying Price 37.805 Time to expiry: 1570 Days Dec 14 19.62 0.89 49.00 0| 0 0 0 2000 16.82 0.84 44.64 0| 0 0 0 2400 11.69 0.72 37.05 0| 0 0 0 3200 7.46 0.58 31.45 0| 0 0 0 4000 4.19 0.42 26.93 0| 0 25 0 4800 1.77 0.23 24.30 0| 0 0 0 6000 Total 0| 0 25 0 Total Calls 24,801| 6,943 308,893 +2,969 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.17 Underlying Price 37.805 Time to expiry: 16 Days Sep 10 0.01 0.00 82.79 0| 0 298 0 2000 0.01 0.00 75.90 0| 0 1,431 0 2200 0.01 0.00 69.01 0| 0 3,574 0 2400 0.01 0.00 61.20 0| 0 340 0 2600 0.01 0.00 54.77 0| 0 1,230 0 2800 0.02 -0.01 49.49 0| 0 10,223 0 3000 0.02 -0.01 43.22 0| 0 763 0 3100 0.02 -0.02 37.32 0| 0 9,074 0 3200 0.03 -0.03 34.28 0| 26 2,432 +26 3300 0.19 0.06 -0.05 31.13 0.19 0.11 711| 169 15,575 0 3400 0.39 0.11 -0.10 28.14 0.41 0.23 2,270| 733 7,042 +360 3500 0.30 0.21 -0.18 25.71 0.30 0.30 50| 1,960 3,734 +1,545 3600 0.59 0.43 -0.33 24.05 0.59 0.59 75| 101 281 +101 3700 1.37 0.85 -0.53 22.97 1.43 1.11 54| 55 4,108 0 3800 2.31 -0.87 22.97 0| 0 178 0 4000 4.21 -0.98 24.52 0| 0 0 0 4200 6.20 -1.00 23.45 0| 0 0 0 4400 10.20 -1.00 22.80 0| 0 1 0 4800 18.20 -1.00 21.28 0| 0 0 0 5600 Total 3,160| 3,044 60,284 +2,032 Indicative a-t-m Vol 25.54 Underlying Price 37.805 Time to expiry: 44 Days Oct 10 0.08 0.05 -0.02 44.62 0.08 0.08 3| 0 64 0 2800 0.10 -0.04 40.50 0| 0 2,213 0 3000 0.27 0.17 -0.08 35.16 0.27 0.26 126| 0 128 0 3200 0.38 0.24 -0.11 32.87 0.38 0.34 180| 0 67 0 3300 0.54 0.34 -0.15 31.01 0.54 0.37 91| 115 7,734 +60 3400 0.68 0.49 -0.21 29.43 0.68 0.68 5,450| 1,177 2,810 +915 3500 0.98 0.71 -0.29 27.81 0.98 0.98 100| 127 362 +100 3600 1.01 -0.39 26.36 0| 75 128 +53 3700 1.90 1.44 -0.50 25.35 1.90 1.90 100| 0 189 0 3800 2.68 -0.73 24.12 0| 0 59 0 4000 4.34 -0.89 23.62 0| 0 0 0 4200 Total 6,050| 1,494 13,754 +1,128 Indicative a-t-m Vol 26.28 Underlying Price 37.805 Time to expiry: 79 Days Nov 10 0.16 -0.05 41.30 0| 0 75 0 2800 0.38 0.26 -0.08 37.55 0.38 0.38 61| 0 79 0 3000 0.66 0.41 -0.13 33.85 0.66 0.66 60| 75 110 +75 3200 0.85 0.53 -0.16 32.15 0.85 0.85 75| 75 42 -33 3300 0.68 -0.21 30.66 0| 0 106 0 3400 1.18 0.89 -0.26 29.32 1.18 1.18 32| 36 75 0 3500 1.15 -0.33 28.06 0| 0 20 0 3600 1.68 1.50 -0.41 27.05 1.68 1.68 526| 0 125 0 3700 1.93 -0.49 26.09 0| 0 75 0 3800 3.08 -0.66 24.68 0| 0 0 0 4000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.58 -0.81 23.84 0| 0 0 0 4200 Total 754| 186 707 +42 Indicative a-t-m Vol 26.96 Underlying Price 37.805 Time to expiry: 107 Days Dec 10 0.05 -0.01 73.13 0| 0 1,271 0 1600 0.09 0.07 -0.01 58.37 0.09 0.09 55| 0 397 0 2000 0.09 -0.02 52.39 0| 0 659 0 2200 0.13 -0.03 48.36 0| 0 6,865 0 2400 0.36 0.27 -0.07 40.18 0.36 0.27 43| 3 15,893 +1 2800 0.58 0.41 -0.10 36.80 0.58 0.58 69| 0 51,549 0 3000 0.63 -0.16 33.95 0| 75 44,597 0 3200 0.96 -0.24 31.16 500| 33 25,289 -33 3400 2.12 1.48 -0.34 28.63 2.12 1.97 2,591| 0 20,850 0 3600 2.27 -0.48 26.79 0| 0 5,594 0 3800 4.62 3.37 -0.63 25.38 4.62 4.62 55| 29 830 0 4000 6.44 -0.87 23.52 0| 0 292 0 4400 10.20 -0.99 20.64 0| 0 0 0 4800 12.20 -1.00 19.77 0| 0 0 0 5000 18.20 -1.00 17.85 0| 0 0 0 5600 22.20 -1.00 17.03 0| 0 0 0 6000 32.20 -1.00 16.20 0| 0 0 0 7000 42.20 -1.00 16.64 0| 0 0 0 8000 82.20 -1.00 25.00 0| 0 0 0 12000 Total 3,313| 140 174,086 -32 Indicative a-t-m Vol 28.07 Underlying Price 37.805 Time to expiry: 198 Days Mar 11 0.26 -0.04 47.40 0| 0 671 0 2200 0.35 -0.06 44.17 0| 0 5,054 0 2400 0.86 0.68 -0.11 38.72 0.86 0.82 53| 0 8,346 0 2800 1.21 0.93 -0.16 36.06 1.21 1.14 202| 74 1,867 +74 3000 1.64 1.27 -0.21 33.78 1.64 1.42 26| 75 4,727 +42 3200 1.85 1.73 -0.28 31.59 1.85 1.85 150| 40 2,912 0 3400 2.65 2.34 -0.36 29.72 2.65 2.65 32| 56 5,172 +56 3600 3.14 -0.46 27.90 0| 0 770 0 3800 4.19 -0.57 26.61 0| 0 2,142 0 4000 6.93 -0.77 24.66 0| 0 35 0 4400 10.37 -0.91 23.60 0| 0 0 0 4800 18.20 -1.00 23.81 0| 0 0 0 5600 Total 463| 245 31,696 +172 Indicative a-t-m Vol 28.95 Underlying Price 37.805 Time to expiry: 289 Days Jun 11 0.15 -0.02 51.84 0| 0 962 0 1600 0.36 -0.05 47.34 0| 0 510 0 2000 0.47 -0.06 43.92 0| 0 189 0 2200 0.69 -0.09 42.15 0| 54 783 0 2400 1.21 -0.16 37.63 0| 55 1,450 +55 2800 1.66 1.59 -0.21 35.47 1.66 1.66 3| 32 310 -22 3000 2.06 -0.26 33.40 0| 50 14,000 0 3200 2.66 -0.33 31.58 4,250| 0 323 0 3400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.05 3.43 -0.41 30.13 4.05 3.85 350| 29 3,968 -29 3600 4.36 -0.49 28.83 0| 0 50 0 3800 5.44 -0.58 27.44 0| 34 198 +34 4000 8.16 -0.75 25.46 0| 0 5 0 4400 11.49 -0.87 24.20 0| 0 135 0 4800 22.95 -0.99 23.00 0| 0 0 0 6000 Total 4,603| 254 22,883 +38 Indicative a-t-m Vol 29.71 Underlying Price 37.805 Time to expiry: 471 Days Dec 11 0.25 -0.03 45.10 0| 0 90 0 1600 0.66 -0.07 43.68 0| 0 608 0 2000 1.23 -0.12 40.60 0| 0 1,160 0 2400 1.96 -0.19 36.85 0| 0 390 0 2800 2.37 -0.23 34.58 500| 0 3,430 0 3000 2.91 -0.28 32.85 0| 0 16,300 0 3200 3.57 -0.34 31.47 0| 0 215 0 3400 3.96 -0.37 30.75 0| 0 750 0 3500 4.40 -0.40 30.31 0| 0 15,270 0 3600 6.54 -0.53 28.97 0| 0 1 0 4000 14.01 -0.80 27.67 0| 0 1 0 5000 23.17 -0.93 27.82 0| 0 0 0 6000 32.87 -0.97 28.25 0| 0 0 0 7000 42.72 -0.99 28.56 0| 0 0 0 8000 82.35 -1.00 26.50 0| 0 0 0 12000 Total 500| 0 38,215 0 Indicative a-t-m Vol 30.13 Underlying Price 37.805 Time to expiry: 653 Days Jun 12 1.40 -0.10 46.13 0| 0 0 0 2000 2.08 -0.15 41.53 0| 0 0 0 2400 2.97 -0.22 37.60 0| 0 0 0 2800 4.14 -0.31 34.19 0| 0 0 0 3200 5.69 -0.41 31.29 0| 0 0 0 3600 7.66 -0.52 28.73 0| 0 0 0 4000 12.86 -0.75 24.46 0| 0 0 0 4800 23.46 -0.93 23.43 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.77 Underlying Price 37.805 Time to expiry: 842 Days Dec 12 1.35 -0.07 52.27 0| 0 0 0 1600 1.98 -0.11 47.02 0| 0 0 0 2000 2.71 -0.16 42.06 0| 0 0 0 2400 4.95 -0.30 35.00 0| 0 0 0 3200 5.70 -0.35 33.50 0| 0 0 0 3400 6.48 -0.39 31.99 0| 0 0 0 3600 8.35 -0.49 29.29 0| 0 3,500 0 4000 13.28 -0.71 25.08 0| 0 0 0 4800 23.56 -0.89 24.03 0| 0 0 0 6000 42.86 -0.94 29.93 0| 0 0 0 8000 Total 0| 0 3,500 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 31.48 Underlying Price 37.805 Time to expiry: 1024 Days Jun 13 2.58 -0.13 47.10 0| 0 0 0 2000 3.52 -0.18 42.92 0| 0 0 0 2400 5.92 -0.31 35.71 0| 0 0 0 3200 7.46 -0.39 32.62 0| 0 0 0 3600 9.36 -0.48 30.11 0| 0 0 0 4000 14.11 -0.67 25.84 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 32.44 Underlying Price 37.805 Time to expiry: 1206 Days Dec 13 2.23 -0.09 52.86 0| 0 0 0 1600 3.10 -0.13 47.90 0| 0 0 0 2000 4.08 -0.18 43.50 0| 0 0 0 2400 6.58 -0.30 36.51 0| 0 0 0 3200 9.96 -0.46 30.91 0| 0 0 0 4000 14.49 -0.64 26.39 0| 0 0 0 4800 23.96 -0.83 24.27 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 32.98 Underlying Price 37.805 Time to expiry: 1570 Days Dec 14 4.13 -0.14 49.00 0| 0 0 0 2000 5.21 -0.18 44.64 0| 0 0 0 2400 7.69 -0.30 37.05 0| 0 0 0 3200 11.02 -0.44 31.45 0| 0 400 0 4000 15.27 -0.60 26.93 0| 0 0 0 4800 24.11 -0.79 24.30 0| 0 0 0 6000 Total 0| 0 400 0 Total Puts 18,843| 5,363 345,525 +3,380 Grand Total 43,644| 12,306 654,418 +6,349 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Carrefour European (CA2) Indicative a-t-m Vol 23.17 Underlying Price 37.805 Time to expiry: 16 Days Sep 10 17.81 1.00 82.79 0| 0 10 0 2000 15.81 1.00 75.90 0| 0 500 0 2200 13.81 1.00 69.01 0| 0 34 0 2400 11.81 1.00 61.20 0| 0 0 0 2600 9.82 1.00 54.77 0| 0 315 0 2800 7.83 0.99 49.49 0| 0 2,358 0 3000 6.83 0.99 43.22 0| 0 0 0 3100 5.83 0.98 37.32 0| 0 2,179 0 3200 4.85 0.97 34.28 0| 0 0 0 3300 3.87 0.95 31.13 0| 0 987 0 3400 2.92 0.90 28.14 0| 0 0 0 3500 2.02 0.82 25.71 0| 0 224 0 3600 1.25 0.67 24.05 0| 0 0 0 3700 0.66 0.47 22.97 0| 0 607 0 3800 0.12 0.13 22.97 0| 0 1,511 0 4000 0.02 0.02 24.52 0| 0 0 0 4200 0.01 0.00 23.45 0| 0 1,256 0 4400 0.01 0.00 22.80 0| 0 0 0 4800 0.01 0.00 19.22 0| 0 0 0 5000 0.01 0.00 21.28 0| 0 0 0 5600 0.01 0.00 54.06 0| 0 2,350 0 7000 Total 0| 0 12,331 0 Indicative a-t-m Vol 26.30 Underlying Price 37.805 Time to expiry: 198 Days Mar 11 21.86 0.99 54.31 0| 0 0 0 1600 17.98 0.97 49.12 0| 0 0 0 2000 16.06 0.96 46.01 0| 0 0 0 2200 14.16 0.95 42.82 0| 0 0 0 2400 10.46 0.89 36.91 0| 0 0 0 2800 8.70 0.85 34.39 0| 0 0 0 3000 7.04 0.80 32.20 0| 0 56 0 3200 5.48 0.73 29.98 0| 0 385 0 3400 4.12 0.64 28.39 0| 0 46 0 3600 2.86 0.53 26.08 0| 0 0 0 3800 1.93 0.42 24.87 0| 0 10,010 0 4000 0.73 0.22 23.06 0| 0 15 0 4400 0.25 0.09 22.47 0| 0 50,000 0 4800 0.15 0.06 22.61 0| 0 179 0 5000 0.03 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 28.59 Underlying Price 37.805 Time to expiry: 380 Days Sep 11 21.18 0.97 53.57 0| 0 15 0 1600 17.52 0.93 48.08 0| 0 0 0 2000 13.91 0.89 41.77 0| 0 0 0 2400 10.49 0.83 36.30 0| 0 0 0 2800 7.47 0.73 32.82 0| 0 0 0 3200 4.92 0.60 29.70 0| 0 15 0 3600 2.94 0.45 27.25 0| 0 155 0 4000 0.47 0.12 22.81 0| 0 15 0 5000 0.11 0.03 24.12 0| 0 0 0 6000 0.02 0.01 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 29.00 Underlying Price 37.805 Time to expiry: 562 Days Mar 12 21.57 0.95 51.13 0| 0 15 0 1600 18.08 0.92 46.25 0| 0 0 0 2000 14.69 0.87 41.36 0| 0 0 0 2400 11.46 0.81 36.77 0| 0 0 0 2800 8.59 0.72 33.29 0| 0 0 0 3200 6.03 0.61 30.13 0| 0 105 0 3600 3.98 0.49 27.64 0| 0 15 0 4000 0.99 0.19 23.16 0| 0 15 0 5000 0.32 0.07 24.00 0| 0 0 0 6000 0.11 0.03 24.66 0| 0 0 0 7000 0.05 0.01 25.68 0| 0 0 0 8000 0.03 0.01 27.20 0| 0 0 0 9000 0.02 0.00 33.31 0| 0 0 0 12000 Total 0| 0 150 0 Indicative a-t-m Vol 30.08 Underlying Price 37.805 Time to expiry: 751 Days Sep 12 21.19 0.93 52.76 0| 0 15 0 1600 17.92 0.89 47.67 0| 0 0 0 2000 14.60 0.84 41.56 0| 0 15 0 2400 11.55 0.78 37.08 0| 0 0 0 2800 8.96 0.70 34.45 0| 0 15 0 3200 6.50 0.60 31.03 0| 0 0 0 3600 4.62 0.50 28.94 0| 0 15 0 4000 1.87 0.28 24.94 0| 0 15 0 4800 0.55 0.11 24.22 0| 0 0 0 6000 0.14 0.03 26.44 0| 0 0 0 8000 Total 0| 0 75 0 Indicative a-t-m Vol 30.65 Underlying Price 37.805 Time to expiry: 926 Days Mar 13 21.41 0.93 48.94 0| 0 0 0 1600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.24 0.89 44.81 0| 0 0 0 2000 15.27 0.84 41.32 0| 0 0 0 2400 9.79 0.70 34.47 0| 0 0 0 3200 7.50 0.62 31.88 0| 0 0 0 3600 5.44 0.53 29.17 0| 0 0 0 4000 2.62 0.33 25.78 0| 0 0 0 4800 1.04 0.16 25.53 0| 0 0 0 6000 0.30 0.05 26.75 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 30.89 Underlying Price 37.805 Time to expiry: 1115 Days Sep 13 21.00 0.92 49.67 0| 0 0 0 1600 17.98 0.88 45.18 0| 0 0 0 2000 15.14 0.82 41.47 0| 0 0 0 2400 9.94 0.70 34.80 0| 0 0 0 3200 5.72 0.53 29.42 0| 0 0 0 4000 3.24 0.36 27.41 0| 0 0 0 4800 1.39 0.19 26.42 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.20 Underlying Price 37.805 Time to expiry: 1297 Days Mar 14 21.48 0.91 49.60 0| 0 0 0 1600 18.58 0.87 45.27 0| 0 0 0 2000 15.89 0.83 41.96 0| 0 0 0 2400 10.76 0.71 35.09 0| 0 0 0 3200 6.51 0.55 29.74 0| 0 0 0 4000 3.72 0.39 26.90 0| 0 0 0 4800 1.76 0.22 26.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.38 Underlying Price 37.805 Time to expiry: 1479 Days Sep 14 18.19 0.87 45.31 0| 0 0 0 2000 15.65 0.82 42.27 0| 0 0 0 2400 10.70 0.70 35.16 0| 0 0 0 3200 6.63 0.55 29.95 0| 0 0 0 4000 3.81 0.39 26.67 0| 0 0 0 4800 1.81 0.23 25.44 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.37 Underlying Price 37.805 Time to expiry: 1661 Days Mar 15 18.75 0.87 45.25 0| 0 0 0 2000 16.31 0.82 42.38 0| 0 0 0 2400 11.22 0.71 34.52 0| 0 0 0 3200 6.96 0.56 28.80 0| 0 0 0 4000 4.08 0.41 25.66 0| 0 0 0 4800 2.18 0.26 25.22 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 77,657 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Carrefour European (CA2) Indicative a-t-m Vol 23.17 Underlying Price 37.805 Time to expiry: 16 Days Sep 10 0.01 0.00 82.79 0| 0 200 0 2000 0.01 0.00 75.90 0| 0 2,256 0 2200 0.01 0.00 69.01 0| 0 2,120 0 2400 0.01 0.00 61.20 0| 0 0 0 2600 0.01 0.00 54.77 0| 0 2,134 0 2800 0.02 -0.01 49.49 0| 0 406 0 3000 0.02 -0.01 43.22 0| 0 0 0 3100 0.02 -0.02 37.32 0| 330 2,639 -100 3200 0.03 -0.03 34.28 0| 0 0 0 3300 0.06 -0.05 31.13 0| 0 500 0 3400 0.11 -0.10 28.14 0| 0 0 0 3500 0.21 -0.18 25.71 0| 0 627 0 3600 0.43 -0.33 24.05 0| 0 0 0 3700 0.85 -0.53 22.97 0| 0 642 0 3800 2.31 -0.87 22.97 0| 0 650 0 4000 4.20 -0.98 24.52 0| 0 0 0 4200 6.19 -1.00 23.45 0| 0 1,061 0 4400 10.19 -1.00 22.80 0| 0 0 0 4800 12.18 -1.00 19.22 0| 0 100 0 5000 18.18 -1.00 21.28 0| 0 0 0 5600 32.18 -1.00 54.06 0| 0 0 0 7000 Total 0| 330 13,335 -100 Indicative a-t-m Vol 26.30 Underlying Price 37.805 Time to expiry: 198 Days Mar 11 0.05 -0.01 54.31 0| 0 9,500 0 1600 0.15 -0.03 49.12 0| 0 600 0 2000 0.22 -0.04 46.01 0| 0 2,570 0 2200 0.31 -0.05 42.82 0| 0 2,093 0 2400 0.59 -0.11 36.91 0| 0 3,665 0 2800 0.82 -0.15 34.39 0| 0 373 0 3000 1.15 -0.20 32.20 0| 0 1,086 0 3200 1.58 -0.27 29.98 0| 0 0 0 3400 2.21 -0.36 28.39 0| 0 500 0 3600 2.94 -0.47 26.08 0| 0 0 0 3800 3.99 -0.58 24.87 0| 0 600 0 4000 6.78 -0.78 23.06 0| 0 0 0 4400 10.27 -0.91 22.47 0| 0 0 0 4800 12.16 -0.94 22.61 0| 0 0 0 5000 18.02 -0.99 23.26 0| 0 0 0 5600 21.98 -1.00 23.26 0| 0 0 0 6000 31.91 -1.00 23.67 0| 0 0 0 7000 41.86 -1.00 24.67 0| 0 0 0 8000 51.81 -1.00 26.08 0| 0 0 0 9000 81.66 -1.00 32.52 0| 0 0 0 12000 Total 0| 0 20,987 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.59 Underlying Price 37.805 Time to expiry: 380 Days Sep 11 0.35 -0.03 53.57 0| 0 0 0 1600 0.64 -0.07 48.08 0| 0 0 0 2000 0.99 -0.11 41.77 0| 0 0 0 2400 1.52 -0.17 36.30 0| 0 100 0 2800 2.45 -0.27 32.82 0| 0 20 0 3200 3.84 -0.40 29.70 0| 0 0 0 3600 5.82 -0.55 27.25 0| 0 100 0 4000 13.23 -0.88 22.81 0| 0 100 0 5000 22.74 -0.97 24.12 0| 0 0 0 6000 32.54 -0.99 24.34 0| 0 0 0 7000 42.40 -1.00 25.80 0| 0 0 0 8000 52.28 -1.00 26.93 0| 0 0 0 9000 81.91 -1.00 30.00 0| 0 0 0 12000 Total 0| 0 320 0 Indicative a-t-m Vol 29.00 Underlying Price 37.805 Time to expiry: 562 Days Mar 12 0.62 -0.05 51.13 0| 0 0 0 1600 1.06 -0.08 46.25 0| 0 0 0 2000 1.59 -0.13 41.36 0| 0 0 0 2400 2.28 -0.19 36.77 0| 0 0 0 2800 3.33 -0.28 33.29 0| 0 0 0 3200 4.71 -0.39 30.13 0| 0 0 0 3600 6.57 -0.51 27.64 0| 0 0 0 4000 13.39 -0.81 23.16 0| 0 0 0 5000 22.53 -0.93 24.00 0| 0 0 0 6000 32.13 -0.97 24.66 0| 0 0 0 7000 41.87 -0.99 25.68 0| 0 0 0 8000 51.66 -0.99 27.20 0| 0 0 0 9000 81.07 -1.00 33.31 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 30.08 Underlying Price 37.805 Time to expiry: 751 Days Sep 12 1.19 -0.07 52.76 0| 0 0 0 1600 1.80 -0.11 47.67 0| 0 0 0 2000 2.37 -0.16 41.56 0| 0 140 0 2400 3.21 -0.22 37.08 0| 0 0 0 2800 4.51 -0.30 34.45 0| 0 0 0 3200 5.94 -0.40 31.03 0| 0 0 0 3600 7.94 -0.50 28.94 0| 0 0 0 4000 12.96 -0.72 24.94 0| 0 0 0 4800 23.31 -0.89 24.22 0| 0 0 0 6000 42.34 -0.97 26.44 0| 0 0 0 8000 Total 0| 0 140 0 Indicative a-t-m Vol 30.65 Underlying Price 37.805 Time to expiry: 926 Days Mar 13 1.25 -0.07 48.94 0| 0 0 0 1600 1.93 -0.11 44.81 0| 0 0 0 2000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.81 -0.16 41.32 0| 0 0 0 2400 5.03 -0.30 34.47 0| 0 0 0 3200 6.59 -0.38 31.88 0| 0 0 0 3600 8.38 -0.47 29.17 0| 0 0 0 4000 13.26 -0.67 25.78 0| 0 0 0 4800 23.23 -0.84 25.53 0| 0 0 0 6000 41.75 -0.95 26.75 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 30.89 Underlying Price 37.805 Time to expiry: 1115 Days Sep 13 1.75 -0.08 49.67 0| 0 0 0 1600 2.54 -0.12 45.18 0| 0 0 0 2000 3.50 -0.18 41.47 0| 0 0 0 2400 5.92 -0.30 34.80 0| 0 0 0 3200 9.30 -0.47 29.42 0| 0 0 0 4000 14.43 -0.64 27.41 0| 0 0 0 4800 24.00 -0.81 26.42 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.20 Underlying Price 37.805 Time to expiry: 1297 Days Mar 14 2.04 -0.09 49.60 0| 0 0 0 1600 2.90 -0.13 45.27 0| 0 0 0 2000 3.97 -0.17 41.96 0| 0 0 0 2400 6.35 -0.29 35.09 0| 0 0 0 3200 9.62 -0.45 29.74 0| 0 0 0 4000 14.34 -0.61 26.90 0| 0 0 0 4800 23.66 -0.78 26.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.38 Underlying Price 37.805 Time to expiry: 1479 Days Sep 14 3.37 -0.13 45.31 0| 0 0 0 2000 4.54 -0.18 42.27 0| 0 0 0 2400 6.99 -0.30 35.16 0| 0 0 0 3200 10.34 -0.45 29.95 0| 0 0 0 4000 14.93 -0.61 26.67 0| 0 0 0 4800 24.06 -0.77 25.44 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.37 Underlying Price 37.805 Time to expiry: 1661 Days Mar 15 3.64 -0.13 45.25 0| 0 0 0 2000 4.86 -0.18 42.38 0| 0 0 0 2400 7.07 -0.29 34.52 0| 0 0 0 3200 10.12 -0.44 28.80 0| 0 0 0 4000 14.55 -0.59 25.66 0| 0 0 0 4800 23.60 -0.74 25.22 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 330 34,782 -100 Grand Total 0| 330 112,439 -100 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 27 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Casino Guichard Perrachon (100) (CO1) Indicative a-t-m Vol 18.58 Underlying Price 65.410 Time to expiry: 16 Days Sep 10 29.42 1.00 65.00 0| 0 0 0 3600 25.42 1.00 57.28 0| 0 0 0 4000 21.42 1.00 49.24 0| 0 0 0 4400 17.42 1.00 41.55 0| 0 0 0 4800 13.42 1.00 34.60 0| 0 0 0 5200 9.43 0.99 28.60 0| 0 0 0 5600 5.49 0.95 24.22 0| 0 260 0 6000 2.36 3.59 0.89 21.09 2.36 2.36 10| 0 0 0 6200 1.02 1.93 0.71 19.12 1.02 1.02 10| 0 19 0 6400 0.78 0.42 18.36 0| 0 40 0 6600 0.19 0.15 17.26 0| 0 114 0 6800 0.02 0.02 15.91 0| 0 0 0 7000 0.01 0.00 15.15 0| 0 200 0 7200 0.01 0.00 14.39 0| 0 0 0 7600 0.01 0.00 14.59 0| 0 0 0 8000 0.01 0.00 17.68 0| 0 0 0 8800 0.01 0.00 24.00 0| 0 0 0 9600 Total 20| 0 633 0 Indicative a-t-m Vol 22.31 Underlying Price 65.410 Time to expiry: 44 Days Oct 10 13.54 0.97 36.00 0| 0 0 0 5200 9.66 0.93 30.61 0| 0 0 0 5600 5.96 0.84 25.87 0| 0 0 0 6000 4.33 0.75 24.52 0| 0 0 0 6200 2.89 0.62 22.99 0| 0 0 0 6400 1.77 0.47 22.02 0| 0 0 0 6600 0.94 0.31 20.89 0| 0 18 0 6800 0.44 0.18 20.14 0| 0 12 0 7000 0.20 0.10 20.25 0| 0 0 0 7200 0.04 0.02 20.94 0| 0 0 0 7600 0.01 0.01 23.00 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 21.85 Underlying Price 65.410 Time to expiry: 79 Days Nov 10 13.76 0.94 33.00 0| 0 0 0 5200 9.98 0.89 28.73 0| 0 0 0 5600 6.44 0.79 24.74 0| 0 0 0 6000 4.91 0.71 23.63 0| 0 0 0 6200 3.54 0.61 22.60 0| 0 0 0 6400 2.41 0.49 21.54 0| 0 0 0 6600 1.51 0.37 20.70 0| 0 10 0 6800 0.46 0.16 19.16 0| 0 0 0 7200 0.15 0.06 19.76 0| 0 0 0 7600 0.05 0.02 21.00 0| 0 0 0 8000 Total 0| 0 10 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 28 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 21.99 Underlying Price 65.410 Time to expiry: 107 Days Dec 10 33.50 1.00 50.00 0| 0 0 0 3200 25.56 0.99 40.96 0| 0 0 0 4000 21.61 0.98 36.87 0| 0 0 0 4400 17.70 0.97 33.19 0| 0 0 0 4800 13.86 0.94 29.93 0| 0 0 0 5200 10.19 0.87 27.04 0| 0 0 0 5600 6.83 0.77 24.68 0| 0 0 0 6000 4.00 0.60 22.57 0| 0 186 0 6400 1.96 0.40 20.92 0| 0 291 0 6800 0.75 0.20 19.45 0| 0 74 0 7200 0.06 0.03 18.50 0| 0 42 0 8000 0.01 0.00 16.92 0| 0 0 0 8800 0.01 0.00 17.10 0| 0 0 0 9600 0.01 0.00 22.00 0| 0 0 0 12000 Total 0| 0 593 0 Indicative a-t-m Vol 22.15 Underlying Price 65.410 Time to expiry: 198 Days Mar 11 25.82 0.97 39.00 0| 0 0 0 4000 21.97 0.95 35.60 0| 0 0 0 4400 18.19 0.92 32.31 0| 0 0 0 4800 10.98 0.82 26.27 0| 0 0 0 5600 7.88 0.72 24.34 0| 0 0 0 6000 5.20 0.60 22.64 0| 0 5 0 6400 3.12 0.44 21.25 0| 0 6 0 6800 1.66 0.29 20.09 0| 0 6 0 7200 0.35 0.09 18.75 0| 0 10 0 8000 0.09 0.03 19.87 0| 0 0 0 8800 0.04 0.01 22.00 0| 0 0 0 9600 Total 0| 0 27 0 Indicative a-t-m Vol 22.29 Underlying Price 65.410 Time to expiry: 289 Days Jun 11 33.72 0.99 46.00 0| 0 0 0 3200 25.90 0.97 36.84 0| 0 0 0 4000 22.06 0.95 33.28 0| 0 0 0 4400 18.29 0.93 30.28 0| 0 0 0 4800 11.22 0.82 25.38 0| 10 10 +10 5600 8.22 0.72 24.00 0| 10 98 +10 6000 5.62 0.60 22.62 0| 10 140 +10 6400 3.62 0.46 21.68 0| 0 0 0 6800 2.12 0.32 20.63 0| 0 0 0 7200 0.56 0.12 19.19 0| 0 0 0 8000 0.14 0.04 19.17 0| 0 0 0 8800 0.04 0.01 19.45 0| 0 0 0 9600 0.01 0.00 23.00 0| 0 0 0 12000 Total 0| 30 248 +30 Indicative a-t-m Vol 22.91 Underlying Price 65.410 Time to expiry: 471 Days Dec 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 29 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.98 0.96 33.90 0| 0 0 0 4000 18.71 0.90 30.32 0| 0 0 0 4800 12.09 0.77 26.40 0| 0 0 0 5600 9.19 0.69 24.60 0| 0 0 0 6000 6.75 0.58 23.25 0| 0 110 0 6400 3.23 0.36 21.34 0| 0 0 0 7200 1.37 0.19 20.21 0| 0 0 0 8000 0.05 0.01 22.70 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 22.98 Underlying Price 65.410 Time to expiry: 653 Days Jun 12 18.92 0.88 30.32 0| 0 0 0 4800 9.75 0.67 24.88 0| 0 0 0 6000 7.29 0.58 23.25 0| 0 0 0 6400 3.92 0.39 21.74 0| 0 0 0 7200 1.89 0.23 20.56 0| 0 0 0 8000 0.13 0.02 22.84 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 20| 30 1,651 +30 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Casino Guichard Perrachon (100) (CO1) Indicative a-t-m Vol 18.58 Underlying Price 65.410 Time to expiry: 16 Days Sep 10 0.01 0.00 65.00 0| 0 0 0 3600 0.01 0.00 57.28 0| 0 0 0 4000 0.01 0.00 49.24 0| 0 0 0 4400 0.01 0.00 41.55 0| 0 0 0 4800 0.01 0.00 34.60 0| 0 400 0 5200 0.01 -0.01 28.60 0| 0 2 0 5600 0.07 -0.05 24.22 0| 0 11 0 6000 0.17 -0.11 21.09 0| 0 0 0 6200 0.50 -0.29 19.12 0| 0 89 0 6400 1.35 -0.58 18.36 0| 0 26 0 6600 2.77 -0.85 17.26 0| 0 33 0 6800 4.60 -0.98 15.91 0| 0 0 0 7000 6.59 -1.00 15.15 0| 0 18 0 7200 10.59 -1.00 14.39 0| 0 0 0 7600 14.59 -1.00 14.59 0| 0 0 0 8000 22.59 -1.00 17.68 0| 0 0 0 8800 30.59 -1.00 24.00 0| 0 0 0 9600 Total 0| 0 579 0 Indicative a-t-m Vol 22.31 Underlying Price 65.410 Time to expiry: 44 Days Oct 10 0.10 -0.03 36.00 0| 0 0 0 5200 0.21 -0.07 30.61 0| 0 0 0 5600 0.51 -0.16 25.87 0| 0 0 0 6000 0.88 -0.25 24.52 0| 0 0 0 6200 1.44 -0.38 22.99 0| 0 0 0 6400 2.32 -0.53 22.02 0| 0 0 0 6600 3.49 -0.69 20.89 0| 0 0 0 6800 4.99 -0.82 20.14 0| 0 10 0 7000 6.76 -0.91 20.25 0| 0 0 0 7200 10.61 -0.98 20.94 0| 0 0 0 7600 14.59 -1.00 23.00 0| 0 0 0 8000 Total 0| 0 10 0 Indicative a-t-m Vol 21.85 Underlying Price 65.410 Time to expiry: 79 Days Nov 10 0.27 -0.06 33.00 0| 0 0 0 5200 0.49 -0.11 28.73 0| 0 0 0 5600 0.94 -0.21 24.74 0| 0 0 0 6000 1.40 -0.29 23.63 0| 0 0 0 6200 2.04 -0.39 22.60 0| 0 0 0 6400 2.90 -0.51 21.54 0| 0 0 0 6600 4.01 -0.63 20.70 0| 0 0 0 6800 6.97 -0.85 19.16 0| 0 0 0 7200 10.67 -0.95 19.76 0| 0 0 0 7600 14.60 -0.99 21.00 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 31 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 21.99 Underlying Price 65.410 Time to expiry: 107 Days Dec 10 0.02 0.00 50.00 0| 0 0 0 3200 0.05 -0.01 40.96 0| 0 0 0 4000 0.09 -0.02 36.87 0| 0 1 0 4400 0.17 -0.03 33.19 0| 0 1 0 4800 0.33 -0.07 29.93 0| 0 2 0 5200 0.65 -0.13 27.04 0| 0 23 0 5600 1.29 -0.23 24.68 0| 0 20 0 6000 2.46 -0.40 22.57 0| 0 41 0 6400 4.42 -0.61 20.92 0| 0 200 0 6800 7.22 -0.80 19.45 0| 0 0 0 7200 14.59 -0.99 18.50 0| 0 0 0 8000 22.59 -1.00 16.92 0| 0 0 0 8800 30.59 -1.00 17.10 0| 0 0 0 9600 54.59 -1.00 22.00 0| 0 0 0 12000 Total 0| 0 288 0 Indicative a-t-m Vol 22.15 Underlying Price 65.410 Time to expiry: 198 Days Mar 11 0.25 -0.03 39.00 0| 0 0 0 4000 0.39 -0.05 35.60 0| 0 0 0 4400 0.59 -0.08 32.31 0| 0 0 0 4800 1.34 -0.18 26.27 0| 0 1 0 5600 2.22 -0.28 24.34 0| 0 0 0 6000 3.53 -0.41 22.64 0| 0 30 0 6400 5.44 -0.56 21.25 0| 0 0 0 6800 7.99 -0.71 20.09 0| 0 42 0 7200 14.74 -0.93 18.75 0| 0 0 0 8000 22.59 -1.00 19.87 0| 0 0 0 8800 30.59 -1.00 22.00 0| 0 0 0 9600 Total 0| 0 73 0 Indicative a-t-m Vol 22.29 Underlying Price 65.410 Time to expiry: 289 Days Jun 11 0.36 -0.03 46.00 0| 0 0 0 3200 0.60 -0.06 36.84 0| 0 0 0 4000 0.82 -0.08 33.28 0| 0 0 0 4400 1.17 -0.12 30.28 0| 0 10 0 4800 2.51 -0.26 25.38 0| 0 0 0 5600 3.77 -0.36 24.00 0| 0 0 0 6000 5.50 -0.49 22.62 0| 0 20 0 6400 7.76 -0.61 21.68 0| 0 10 0 6800 10.49 -0.73 20.63 0| 0 0 0 7200 17.17 -0.90 19.19 0| 0 0 0 8000 24.79 -0.97 19.17 0| 0 0 0 8800 32.64 -0.99 19.45 0| 0 0 0 9600 56.44 -1.00 23.00 0| 0 0 0 12000 Total 0| 0 40 0 Indicative a-t-m Vol 22.91 Underlying Price 65.410 Time to expiry: 471 Days Dec 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 32 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.05 -0.08 33.90 0| 0 0 0 4000 2.17 -0.16 30.32 0| 0 0 0 4800 3.91 -0.28 26.40 0| 0 0 0 5600 5.18 -0.37 24.60 0| 0 0 0 6000 6.87 -0.46 23.25 0| 0 0 0 6400 11.54 -0.66 21.34 0| 0 0 0 7200 17.77 -0.83 20.21 0| 0 0 0 8000 56.52 -0.97 28.83 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 22.98 Underlying Price 65.410 Time to expiry: 653 Days Jun 12 3.65 -0.21 30.32 0| 0 0 0 4800 7.34 -0.41 24.88 0| 0 0 0 6000 9.11 -0.50 23.25 0| 0 0 0 6400 14.09 -0.67 21.74 0| 0 0 0 7200 20.20 -0.80 20.56 0| 0 0 0 8000 57.85 -0.98 22.84 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 990 0 Grand Total 20| 30 2,641 +30 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Casino Guichard Perrachon European (CO2) Indicative a-t-m Vol 18.58 Underlying Price 65.410 Time to expiry: 16 Days Sep 10 29.42 1.00 65.00 0| 0 0 0 3600 25.42 1.00 57.28 0| 0 0 0 4000 23.75 1.00 53.92 0| 0 0 0 4167 19.96 1.00 46.37 0| 0 1 0 4546 17.42 1.00 41.55 0| 0 50 0 4800 12.39 1.00 32.96 0| 0 74 0 5303 8.61 0.99 27.49 0| 2 808 0 5682 4.90 0.94 22.97 0| 0 1 0 6061 3.59 0.89 21.09 0| 0 0 0 6200 1.93 0.71 19.12 0| 0 604 0 6400 0.78 0.42 18.36 0| 0 0 0 6600 0.19 0.15 17.26 0| 0 220 0 6800 0.02 0.02 15.91 0| 0 0 0 7000 0.01 0.00 15.15 0| 0 512 0 7200 0.01 0.00 14.41 0| 0 1 0 7576 0.01 0.00 14.59 0| 0 1 0 8000 0.01 0.00 17.68 0| 0 0 0 8800 0.01 0.00 24.00 0| 0 0 0 9600 Total 0| 2 2,272 0 Indicative a-t-m Vol 22.15 Underlying Price 65.410 Time to expiry: 198 Days Mar 11 33.60 0.99 44.45 0| 0 0 0 3200 25.82 0.97 39.00 0| 0 0 0 4000 21.97 0.95 35.60 0| 0 0 0 4400 18.19 0.92 32.31 0| 0 0 0 4800 10.98 0.82 26.27 0| 0 0 0 5600 7.88 0.72 24.34 0| 0 10 0 6000 5.20 0.60 22.64 0| 0 0 0 6400 3.12 0.44 21.25 0| 0 0 0 6800 1.66 0.29 20.09 0| 0 0 0 7200 0.35 0.09 18.75 0| 0 100 0 8000 0.09 0.03 19.87 0| 0 0 0 8800 0.04 0.01 22.00 0| 0 0 0 9600 0.03 0.01 31.28 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 23.18 Underlying Price 65.410 Time to expiry: 380 Days Sep 11 23.91 0.93 34.13 0| 0 0 0 4000 17.03 0.85 30.90 0| 0 0 0 4800 10.80 0.72 27.04 0| 0 0 0 5600 8.07 0.64 25.10 0| 0 0 0 6000 5.80 0.53 23.63 0| 0 0 0 6400 2.47 0.32 21.09 0| 0 0 0 7200 0.81 0.14 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 23.49 Underlying Price 65.410 Time to expiry: 562 Days Mar 12 24.93 0.90 34.65 0| 0 0 0 4000 18.43 0.82 31.32 0| 0 0 0 4800 12.26 0.71 26.77 0| 0 0 0 5600 9.70 0.64 25.41 0| 0 0 0 6000 7.39 0.56 23.95 0| 0 0 0 6400 3.77 0.38 21.35 0| 0 0 0 7200 1.62 0.21 19.60 0| 0 0 0 8000 0.14 0.02 23.67 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 2 2,382 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Casino Guichard Perrachon European (CO2) Indicative a-t-m Vol 18.58 Underlying Price 65.410 Time to expiry: 16 Days Sep 10 0.01 0.00 65.00 0| 0 0 0 3600 0.01 0.00 57.28 0| 0 404 0 4000 0.01 0.00 53.92 0| 0 600 0 4167 0.01 0.00 46.37 0| 0 0 0 4546 0.01 0.00 41.55 0| 0 25 0 4800 0.01 0.00 32.96 0| 0 218 0 5303 0.01 -0.01 27.49 0| 0 29 0 5682 0.08 -0.06 22.97 0| 0 7 0 6061 0.17 -0.11 21.09 0| 0 0 0 6200 0.50 -0.29 19.12 0| 0 0 0 6400 1.35 -0.58 18.36 0| 0 0 0 6600 2.77 -0.85 17.26 0| 0 0 0 6800 4.60 -0.98 15.91 0| 0 0 0 7000 6.58 -1.00 15.15 0| 0 1 0 7200 10.33 -1.00 14.41 0| 0 0 0 7576 14.57 -1.00 14.59 0| 0 0 0 8000 22.57 -1.00 17.68 0| 0 0 0 8800 30.57 -1.00 24.00 0| 0 0 0 9600 Total 0| 0 1,284 0 Indicative a-t-m Vol 22.15 Underlying Price 65.410 Time to expiry: 198 Days Mar 11 0.07 -0.01 44.45 0| 0 0 0 3200 0.25 -0.03 39.00 0| 0 0 0 4000 0.39 -0.05 35.60 0| 0 0 0 4400 0.59 -0.08 32.31 0| 0 0 0 4800 1.34 -0.18 26.27 0| 0 55 0 5600 2.21 -0.28 24.34 0| 0 8 0 6000 3.51 -0.40 22.64 0| 0 0 0 6400 5.41 -0.56 21.25 0| 0 0 0 6800 7.93 -0.71 20.09 0| 0 0 0 7200 14.58 -0.91 18.75 0| 0 0 0 8000 22.28 -0.97 19.87 0| 0 0 0 8800 30.19 -0.99 22.00 0| 0 0 0 9600 54.05 -0.99 31.28 0| 0 0 0 12000 Total 0| 0 63 0 Indicative a-t-m Vol 23.18 Underlying Price 65.410 Time to expiry: 380 Days Sep 11 0.75 -0.07 34.13 0| 0 0 0 4000 1.77 -0.15 30.90 0| 0 0 0 4800 3.44 -0.28 27.04 0| 0 0 0 5600 4.66 -0.36 25.10 0| 0 0 0 6000 6.34 -0.47 23.63 0| 0 0 0 6400 10.92 -0.68 21.09 0| 0 0 0 7200 17.16 -0.86 19.30 0| 0 0 0 8000 55.88 -1.00 23.15 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 23.49 Underlying Price 65.410 Time to expiry: 562 Days Mar 12 1.47 -0.10 34.65 0| 0 0 0 4000 2.82 -0.18 31.32 0| 0 0 0 4800 4.49 -0.29 26.77 0| 0 0 0 5600 5.86 -0.36 25.41 0| 0 0 0 6000 7.47 -0.44 23.95 0| 0 0 0 6400 11.70 -0.62 21.35 0| 0 0 0 7200 17.40 -0.79 19.60 0| 0 0 0 8000 55.14 -0.98 23.67 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 1,347 0 Grand Total 0| 2 3,729 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 37 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Christian Dior (100) (CD1) Indicative a-t-m Vol 29.92 Underlying Price 83.760 Time to expiry: 16 Days Sep 10 39.77 1.00 53.00 0| 0 0 0 4400 35.77 1.00 51.38 0| 0 0 0 4800 27.77 1.00 47.33 0| 0 0 0 5600 19.78 1.00 41.88 0| 0 0 0 6400 15.79 0.99 39.11 0| 0 0 0 6800 11.84 0.98 36.41 0| 0 0 0 7200 9.90 0.95 35.21 0| 0 0 0 7400 8.03 0.91 34.04 0| 0 0 0 7600 6.25 0.85 32.93 0| 0 0 0 7800 4.63 0.76 31.90 0| 0 0 0 8000 3.19 0.64 30.63 0| 0 0 0 8200 2.05 0.50 29.83 0| 0 1 0 8400 1.19 0.35 28.95 0| 0 0 0 8600 0.61 0.22 28.14 0| 0 2 0 8800 0.11 0.05 26.75 0| 0 0 0 9200 0.01 0.01 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 30.29 Underlying Price 83.760 Time to expiry: 107 Days Dec 10 39.88 1.00 51.00 0| 0 0 0 4400 35.93 0.99 49.08 0| 0 0 0 4800 28.13 0.97 44.39 0| 0 0 0 5600 20.56 0.92 39.59 0| 0 0 0 6400 16.95 0.88 37.29 0| 0 0 0 6800 13.55 0.82 35.28 0| 0 0 0 7200 10.45 0.74 33.55 0| 0 0 0 7600 7.64 0.64 31.65 0| 0 0 0 8000 5.31 0.53 30.21 0| 0 0 0 8400 3.48 0.41 28.98 0| 0 2 0 8800 1.22 0.19 27.09 0| 0 0 0 9600 0.67 0.12 26.44 0| 0 0 0 10000 0.02 0.01 26.00 0| 0 0 0 12000 Total 0| 0 2 0 Indicative a-t-m Vol 30.60 Underlying Price 83.760 Time to expiry: 198 Days Mar 11 36.26 0.97 48.08 0| 0 0 0 4800 28.74 0.93 43.07 0| 0 0 0 5600 21.62 0.86 38.71 0| 0 0 0 6400 18.25 0.82 36.64 0| 0 0 0 6800 15.15 0.76 35.06 0| 0 0 0 7200 12.31 0.70 33.66 0| 0 0 0 7600 9.66 0.62 31.96 0| 0 0 0 8000 7.36 0.54 30.51 0| 0 0 0 8400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.49 0.45 29.49 0| 0 0 0 8800 2.72 0.28 27.53 0| 0 0 0 9600 1.81 0.21 26.74 0| 0 0 0 10000 0.23 0.04 26.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 28.82 Underlying Price 83.760 Time to expiry: 289 Days Jun 11 36.59 0.95 46.77 0| 0 0 0 4800 29.36 0.90 42.77 0| 0 0 0 5600 22.42 0.84 37.92 0| 0 0 0 6400 15.98 0.75 33.61 0| 0 0 0 7200 13.15 0.69 31.99 0| 0 0 0 7600 10.66 0.62 30.86 0| 0 0 0 8000 8.14 0.55 28.69 0| 0 0 0 8400 6.17 0.47 27.51 0| 0 0 0 8800 3.28 0.31 25.70 0| 0 0 0 9600 2.24 0.24 24.78 0| 0 0 0 10000 0.44 0.06 25.00 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 5 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.92 Underlying Price 83.760 Time to expiry: 16 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 0.01 0.00 41.88 0| 0 2 0 6400 0.01 -0.01 39.11 0| 0 22 0 6800 0.06 -0.02 36.41 0| 0 20 0 7200 0.13 -0.05 35.21 0| 0 0 0 7400 0.25 -0.09 34.04 0| 0 3 0 7600 0.47 -0.15 32.93 0| 0 0 0 7800 0.85 -0.24 31.90 0| 0 0 0 8000 1.42 -0.36 30.63 0| 0 0 0 8200 2.27 -0.50 29.83 0| 0 2 0 8400 3.41 -0.65 28.95 0| 0 0 0 8600 4.84 -0.78 28.14 0| 0 0 0 8800 8.34 -0.95 26.75 0| 0 0 0 9200 12.24 -0.99 25.65 0| 0 0 0 9600 16.24 -1.00 24.84 0| 0 0 0 10000 36.24 -1.00 26.00 0| 0 0 0 12000 Total 0| 0 49 0 Indicative a-t-m Vol 30.29 Underlying Price 83.760 Time to expiry: 107 Days Dec 10 0.06 -0.01 51.00 0| 0 0 0 4400 0.11 -0.01 49.08 0| 0 0 0 4800 0.33 -0.04 44.39 0| 0 0 0 5600 0.81 -0.09 39.59 0| 0 2 0 6400 1.22 -0.13 37.29 0| 0 3 0 6800 1.87 -0.19 35.28 0| 0 0 0 7200 2.80 -0.27 33.55 0| 0 0 0 7600 4.02 -0.37 31.65 0| 0 0 0 8000 5.73 -0.48 30.21 0| 0 0 0 8400 7.92 -0.60 28.98 0| 0 0 0 8800 13.68 -0.81 27.09 0| 0 0 0 9600 17.13 -0.88 26.44 0| 0 0 0 10000 36.46 -0.99 26.00 0| 0 0 0 12000 Total 0| 0 5 0 Indicative a-t-m Vol 30.60 Underlying Price 83.760 Time to expiry: 198 Days Mar 11 0.55 -0.04 48.08 0| 0 0 0 4800 1.05 -0.08 43.07 0| 0 0 0 5600 1.94 -0.14 38.71 0| 0 0 0 6400 2.57 -0.18 36.64 0| 0 0 0 6800 3.46 -0.24 35.06 0| 0 0 0 7200 4.61 -0.30 33.66 0| 0 0 0 7600 5.95 -0.38 31.96 0| 0 0 0 8000 7.64 -0.46 30.51 0| 0 0 0 8400 9.76 -0.55 29.49 0| 0 0 0 8800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.99 -0.72 27.53 0| 0 0 0 9600 18.09 -0.80 26.74 0| 0 0 0 10000 36.56 -0.97 26.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 28.82 Underlying Price 83.760 Time to expiry: 289 Days Jun 11 1.16 -0.06 46.77 0| 0 0 0 4800 2.02 -0.11 42.77 0| 0 0 0 5600 3.15 -0.18 37.92 0| 0 0 0 6400 4.80 -0.27 33.61 0| 0 0 0 7200 6.02 -0.33 31.99 0| 0 0 0 7600 7.60 -0.40 30.86 0| 0 0 0 8000 9.13 -0.47 28.69 0| 0 0 0 8400 11.21 -0.55 27.51 0| 0 0 0 8800 16.39 -0.71 25.70 0| 0 0 0 9600 19.38 -0.78 24.78 0| 0 0 0 10000 37.52 -0.94 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.92 Underlying Price 83.760 Time to expiry: 16 Days Sep 10 39.77 1.00 52.00 0| 0 0 0 4400 35.77 1.00 51.38 0| 0 0 0 4800 27.77 1.00 47.33 0| 0 0 0 5600 23.77 1.00 44.66 0| 0 0 0 6000 19.78 1.00 41.88 0| 0 0 0 6400 15.79 0.99 39.11 0| 0 0 0 6800 11.84 0.98 36.41 0| 0 0 0 7200 9.90 0.95 35.21 0| 0 0 0 7400 8.03 0.91 34.04 0| 0 0 0 7600 6.25 0.85 32.93 0| 0 0 0 7800 4.63 0.76 31.90 0| 0 0 0 8000 3.19 0.64 30.63 0| 0 0 0 8200 2.05 0.50 29.83 0| 0 0 0 8400 1.19 0.35 28.95 0| 0 0 0 8600 0.61 0.22 28.14 0| 0 82 0 8800 0.11 0.05 26.75 0| 0 0 0 9200 0.01 0.01 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 30.60 Underlying Price 83.760 Time to expiry: 198 Days Mar 11 59.46 1.00 62.00 0| 0 0 0 2400 51.58 0.99 58.88 0| 0 0 0 3200 43.79 0.98 53.57 0| 0 0 0 4000 39.94 0.97 50.79 0| 0 0 0 4400 36.12 0.96 48.08 0| 0 0 0 4800 28.66 0.92 43.07 0| 0 0 0 5600 25.06 0.90 40.80 0| 0 0 0 6000 21.58 0.86 38.71 0| 0 0 0 6400 18.23 0.82 36.64 0| 0 0 0 6800 15.14 0.76 35.06 0| 0 0 0 7200 12.30 0.70 33.66 0| 0 0 0 7600 9.66 0.62 31.96 0| 0 0 0 8000 7.36 0.54 30.51 0| 0 0 0 8400 5.49 0.45 29.49 0| 0 0 0 8800 2.72 0.28 27.53 0| 0 0 0 9600 1.81 0.21 26.74 0| 0 0 0 10000 0.23 0.04 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 28.06 Underlying Price 83.760 Time to expiry: 380 Days Sep 11 35.60 0.94 39.88 0| 0 0 0 4800 25.17 0.86 35.06 0| 0 0 0 6000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 21.87 0.83 33.28 0| 0 0 0 6400 15.98 0.73 31.00 0| 0 0 0 7200 10.99 0.61 28.84 0| 0 0 0 8000 7.07 0.47 27.19 0| 0 0 0 8800 0.80 0.09 24.77 0| 0 0 0 12000 0.07 0.01 26.28 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.36 Underlying Price 83.760 Time to expiry: 562 Days Mar 12 36.59 0.91 40.46 0| 0 0 0 4800 26.71 0.83 35.38 0| 0 0 0 6000 17.96 0.71 31.19 0| 0 0 0 7200 13.09 0.61 29.10 0| 0 0 0 8000 9.15 0.50 27.52 0| 0 0 0 8800 1.76 0.15 25.04 0| 0 0 0 12000 0.28 0.03 26.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 82 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Christian Dior European (CD3) Indicative a-t-m Vol 29.92 Underlying Price 83.760 Time to expiry: 16 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 0.01 0.00 41.88 0| 0 10 0 6400 0.01 -0.01 39.11 0| 0 100 0 6800 0.06 -0.02 36.41 0| 0 0 0 7200 0.13 -0.05 35.21 0| 0 0 0 7400 0.25 -0.09 34.04 0| 0 0 0 7600 0.47 -0.15 32.93 0| 0 0 0 7800 0.85 -0.24 31.90 0| 0 0 0 8000 1.42 -0.36 30.63 0| 0 0 0 8200 2.27 -0.50 29.83 0| 0 0 0 8400 3.41 -0.65 28.95 0| 0 0 0 8600 4.83 -0.78 28.14 0| 0 0 0 8800 8.33 -0.95 26.75 0| 0 0 0 9200 12.23 -0.99 25.65 0| 0 0 0 9600 16.22 -1.00 24.84 0| 0 0 0 10000 36.22 -1.00 25.00 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 30.60 Underlying Price 83.760 Time to expiry: 198 Days Mar 11 0.02 0.00 62.00 0| 0 0 0 2400 0.10 -0.01 58.88 0| 0 0 0 3200 0.27 -0.02 53.57 0| 0 0 0 4000 0.39 -0.03 50.79 0| 0 0 0 4400 0.55 -0.04 48.08 0| 0 0 0 4800 1.05 -0.08 43.07 0| 0 0 0 5600 1.43 -0.10 40.80 0| 0 0 0 6000 1.93 -0.14 38.71 0| 0 0 0 6400 2.56 -0.18 36.64 0| 0 0 0 6800 3.45 -0.24 35.06 0| 0 0 0 7200 4.59 -0.30 33.66 0| 0 0 0 7600 5.93 -0.38 31.96 0| 0 0 0 8000 7.61 -0.46 30.51 0| 0 0 0 8400 9.72 -0.55 29.49 0| 0 0 0 8800 14.91 -0.72 27.53 0| 0 0 0 9600 17.98 -0.79 26.74 0| 0 0 0 10000 36.29 -0.96 26.00 0| 0 0 0 12000 75.86 -1.00 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.06 Underlying Price 83.760 Time to expiry: 380 Days Sep 11 1.04 -0.06 39.88 0| 0 0 0 4800 2.47 -0.14 35.06 0| 0 0 0 6000 3.12 -0.17 33.28 0| 0 0 0 6400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.14 -0.27 31.00 0| 0 0 0 7200 8.05 -0.39 28.84 0| 0 0 0 8000 12.03 -0.53 27.19 0| 0 0 0 8800 37.37 -0.91 24.77 0| 0 0 0 12000 76.16 -0.99 26.28 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.36 Underlying Price 83.760 Time to expiry: 562 Days Mar 12 2.12 -0.09 40.46 0| 0 0 0 4800 4.01 -0.17 35.38 0| 0 0 0 6000 7.03 -0.29 31.19 0| 0 0 0 7200 10.01 -0.39 29.10 0| 0 0 0 8000 13.92 -0.50 27.52 0| 0 0 0 8800 37.91 -0.85 25.04 0| 0 0 0 12000 75.66 -0.97 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | CNP Assurances (100) (CN1) Indicative a-t-m Vol 28.22 Underlying Price 13.825 Time to expiry: 16 Days Sep 10 4.83 1.00 44.85 0| 0 0 0 900 3.83 1.00 39.98 0| 0 0 0 1000 2.83 1.00 37.35 0| 0 0 0 1100 2.33 0.99 35.94 0| 0 0 0 1150 1.84 0.98 33.92 0| 0 0 0 1200 1.36 0.93 32.07 0| 0 0 0 1250 0.91 0.84 30.38 0| 0 0 0 1300 0.54 0.66 29.51 0| 0 0 0 1350 0.25 0.43 27.56 0| 0 0 0 1400 0.09 0.21 26.41 0| 0 0 0 1450 0.03 0.07 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 29.10 Underlying Price 13.825 Time to expiry: 107 Days Dec 10 4.87 0.98 41.36 0| 0 0 0 900 4.29 0.97 39.59 0| 0 0 0 960 3.91 0.95 38.41 0| 0 0 0 1000 2.99 0.90 35.71 0| 0 0 0 1100 2.13 0.81 33.10 0| 0 0 0 1200 1.38 0.68 30.69 0| 0 0 0 1300 0.80 0.51 28.78 0| 0 0 0 1400 0.40 0.32 27.40 0| 0 3 0 1500 0.17 0.17 26.16 0| 0 240 0 1600 0.06 0.08 25.11 0| 0 640 0 1700 0.02 0.03 24.43 0| 0 400 0 1800 0.01 0.01 24.01 0| 0 0 0 1900 0.01 0.00 23.85 0| 0 0 0 2000 0.01 0.00 24.20 0| 0 0 0 2200 0.01 0.00 25.36 0| 0 0 0 2400 Total 0| 0 1,283 0 Indicative a-t-m Vol 28.83 Underlying Price 13.825 Time to expiry: 198 Days Mar 11 4.96 0.95 39.63 0| 0 0 0 900 4.40 0.93 37.59 0| 0 0 0 960 4.03 0.92 36.23 0| 0 0 0 1000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.16 0.86 33.76 0| 0 0 0 1100 2.36 0.77 31.80 0| 0 0 0 1200 1.67 0.66 30.09 0| 0 0 0 1300 1.10 0.53 28.57 0| 0 0 0 1400 0.67 0.39 27.33 0| 0 0 0 1500 0.38 0.26 26.25 0| 0 5 0 1600 0.20 0.16 25.37 0| 0 0 0 1700 0.10 0.09 24.65 0| 0 0 0 1800 0.04 0.04 24.10 0| 0 0 0 1900 0.02 0.02 23.69 0| 0 0 0 2000 0.01 0.00 23.27 0| 0 0 0 2200 0.01 0.00 24.97 0| 0 0 0 2400 Total 0| 0 5 0 Indicative a-t-m Vol 28.83 Underlying Price 13.825 Time to expiry: 289 Days Jun 11 5.17 0.95 39.97 0| 0 0 0 880 4.44 0.92 37.59 0| 0 0 0 960 4.07 0.91 36.23 0| 0 0 0 1000 2.44 0.76 31.80 0| 0 0 0 1200 1.76 0.66 30.09 0| 0 0 0 1300 1.20 0.53 28.57 0| 0 0 0 1400 0.77 0.41 27.33 0| 0 0 0 1500 0.47 0.29 26.25 0| 0 0 0 1600 0.27 0.19 25.40 0| 0 0 0 1700 0.14 0.12 24.65 0| 0 0 0 1800 0.04 0.04 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.22 Underlying Price 13.825 Time to expiry: 16 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 0.00 37.35 0| 0 0 0 1100 0.01 -0.01 35.94 0| 0 0 0 1150 0.01 -0.02 33.92 0| 0 0 0 1200 0.03 -0.07 32.07 0| 0 0 0 1250 0.08 -0.16 30.38 0| 0 0 0 1300 0.21 -0.34 29.51 0| 0 0 0 1350 0.42 -0.57 27.56 0| 0 0 0 1400 0.76 -0.79 26.41 0| 0 0 0 1450 1.20 -0.93 25.68 0| 0 40 0 1500 1.68 -0.99 24.10 0| 0 0 0 1550 2.17 -1.00 21.85 0| 0 40 0 1600 2.68 -1.00 22.56 0| 0 0 0 1650 3.18 -1.00 21.75 0| 0 0 0 1700 4.18 -1.00 21.30 0| 0 0 0 1800 5.18 -1.00 20.25 0| 0 0 0 1900 6.18 -1.00 20.25 0| 0 0 0 2000 8.18 -1.00 20.82 0| 0 0 0 2200 10.18 -1.00 22.00 0| 0 0 0 2400 11.18 -1.00 24.93 0| 0 0 0 2500 Total 0| 0 80 0 Indicative a-t-m Vol 29.10 Underlying Price 13.825 Time to expiry: 107 Days Dec 10 0.03 -0.02 41.36 0| 0 0 0 900 0.04 -0.03 39.59 0| 0 0 0 960 0.06 -0.05 38.41 0| 0 0 0 1000 0.14 -0.10 35.71 0| 0 0 0 1100 0.28 -0.19 33.10 0| 0 0 0 1200 0.53 -0.32 30.69 0| 0 0 0 1300 0.94 -0.50 28.78 0| 0 0 0 1400 1.55 -0.68 27.40 0| 0 0 0 1500 2.32 -0.83 26.16 0| 0 40 0 1600 3.21 -0.93 25.11 0| 0 0 0 1700 4.18 -0.99 24.43 0| 0 0 0 1800 5.18 -1.00 24.01 0| 0 0 0 1900 6.18 -1.00 23.85 0| 0 0 0 2000 8.18 -1.00 24.20 0| 0 0 0 2200 10.18 -1.00 25.36 0| 0 0 0 2400 Total 0| 0 40 0 Indicative a-t-m Vol 28.83 Underlying Price 13.825 Time to expiry: 198 Days Mar 11 0.10 -0.05 39.63 0| 0 0 0 900 0.14 -0.07 37.59 0| 0 0 0 960 0.17 -0.09 36.23 0| 0 0 0 1000 0.30 -0.15 33.76 0| 0 0 0 1100 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.51 -0.24 31.80 0| 0 0 0 1200 0.83 -0.35 30.09 0| 0 0 0 1300 1.27 -0.49 28.57 0| 0 0 0 1400 1.85 -0.62 27.33 0| 0 4 0 1500 2.56 -0.75 26.25 0| 0 4 0 1600 3.39 -0.85 25.37 0| 0 0 0 1700 4.28 -0.92 24.65 0| 0 0 0 1800 5.23 -0.96 24.10 0| 0 0 0 1900 6.20 -0.98 23.69 0| 0 0 0 2000 8.18 -1.00 23.27 0| 0 0 0 2200 10.18 -0.99 31.21 0| 0 0 0 2400 Total 0| 0 8 0 Indicative a-t-m Vol 28.83 Underlying Price 13.825 Time to expiry: 289 Days Jun 11 0.25 -0.10 39.97 0| 0 0 0 880 0.36 -0.14 37.59 0| 0 0 0 960 0.41 -0.16 36.23 0| 0 0 0 1000 0.93 -0.33 31.80 0| 0 0 0 1200 1.34 -0.44 30.09 0| 0 0 0 1300 1.87 -0.56 28.57 0| 0 0 0 1400 2.51 -0.67 27.33 0| 0 0 0 1500 3.26 -0.77 26.25 0| 0 0 0 1600 4.09 -0.85 25.40 0| 0 0 0 1700 4.99 -0.91 24.65 0| 0 0 0 1800 6.89 -0.97 23.69 0| 0 0 0 2000 8.86 -0.99 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 44.06 Underlying Price 10.400 Time to expiry: 16 Days Sep 10 4.80 1.00 93.00 0| 0 0 0 560 4.00 1.00 86.77 0| 0 0 0 640 3.60 0.99 80.81 0| 0 0 0 680 3.21 0.99 76.28 0| 0 104 0 720 2.81 0.98 71.27 0| 0 0 0 760 2.42 0.97 65.49 0| 0 1,500 0 800 2.22 0.96 64.20 0| 0 0 0 820 2.03 0.96 60.76 0| 0 0 0 840 1.83 0.95 57.46 0| 0 0 0 860 1.65 0.92 56.66 0| 0 236 0 880 1.46 0.91 53.44 0| 0 4,112 0 900 1.28 0.87 52.49 0| 0 625 0 920 1.10 0.84 50.02 0| 0 5,077 0 940 0.94 0.79 49.77 0| 51 1,362 0 960 0.78 0.74 47.32 0| 0 127 0 980 0.45 0.64 0.67 46.09 0.55 0.45 73| 0 4,318 0 1000 0.29 0.35 0.48 43.55 0.37 0.29 341| 57 930 -2 1050 0.15 0.28 41.11 500| 100 10,471 -100 1100 0.05 0.12 38.16 0| 0 1,520 0 1150 0.02 0.04 38.09 0| 0 9,125 0 1200 0.01 0.00 39.41 0| 0 3,786 0 1300 0.01 0.00 39.41 0| 0 800 0 1400 0.01 0.00 39.41 0| 0 751 0 1500 0.01 0.00 38.67 0| 0 3,667 0 1600 0.01 0.00 39.41 0| 0 250 0 1700 0.01 0.00 42.36 0| 0 434 0 1800 0.01 0.00 45.69 0| 0 238 0 2000 0.01 0.00 52.00 0| 0 359 0 2200 Total 914| 208 49,792 -102 Indicative a-t-m Vol 44.05 Underlying Price 10.400 Time to expiry: 44 Days Oct 10 2.89 0.93 66.55 0| 0 0 0 760 2.52 0.91 62.49 0| 0 0 0 800 2.15 0.87 58.39 0| 0 0 0 840 1.98 0.85 57.46 0| 0 0 0 860 1.80 0.84 54.39 0| 0 0 0 880 1.63 0.81 52.87 0| 0 0 0 900 1.46 0.78 51.08 0| 0 0 0 920 1.31 0.75 50.44 0| 0 0 0 940 1.16 0.71 48.59 0| 0 243 0 960 1.02 0.67 47.95 0| 0 120 0 980 0.88 0.63 46.29 0| 150 252 0 1000 0.59 0.51 43.48 0| 0 752 0 1050 0.36 0.38 41.04 0| 120 219 +35 1100 0.21 0.26 39.76 0| 120 2,546 +120 1150 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 50 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.11 0.16 38.55 0| 0 5,497 0 1200 0.03 0.06 38.31 0| 0 93 0 1300 0.01 0.02 40.00 0| 0 0 0 1400 Total 0| 390 9,722 +155 Indicative a-t-m Vol 44.56 Underlying Price 10.400 Time to expiry: 79 Days Nov 10 2.32 0.82 57.90 0| 0 0 0 840 1.99 0.78 54.82 0| 0 0 0 880 1.66 0.74 51.11 0| 0 0 0 920 1.38 0.68 49.00 0| 0 0 0 960 1.25 0.65 48.18 0| 0 0 0 980 1.11 0.62 46.55 0| 0 0 0 1000 0.82 0.53 44.06 0| 0 318 0 1050 0.57 0.43 41.59 0| 0 324 0 1100 0.27 0.24 0.24 37.82 0.27 0.27 100| 0 183 0 1200 0.09 0.11 36.25 0| 0 0 0 1300 0.03 0.04 34.52 0| 0 0 0 1400 Total 100| 0 825 0 Indicative a-t-m Vol 44.43 Underlying Price 10.400 Time to expiry: 107 Days Dec 10 5.66 0.97 82.45 0| 0 0 0 480 4.90 0.96 76.12 0| 0 100 0 560 4.53 0.94 73.17 0| 2 2 0 600 4.16 0.93 69.32 0| 0 0 0 640 3.40 0.90 60.59 0| 0 0 0 720 3.24 0.89 58.64 0| 0 0 0 738 3.03 0.88 56.39 0| 0 2,500 0 760 2.66 0.86 51.89 0| 0 164 0 800 2.40 0.81 54.72 0| 0 36 0 840 2.00 0.78 47.38 0| 0 5,960 0 880 1.80 0.72 51.06 0| 0 3,335 0 920 1.50 0.67 47.87 0| 0 261 0 960 1.25 0.62 46.39 0| 0 6,393 0 1000 0.67 0.44 41.15 0| 0 36,235 0 1107 0.35 0.29 38.47 0| 0 19,106 0 1200 0.17 0.15 0.15 36.16 0.17 0.17 120| 40 11,192 0 1300 0.04 0.05 31.93 0| 0 6,610 0 1400 0.01 0.02 29.84 0| 0 754 0 1476 0.01 0.00 28.52 0| 0 20,040 0 1661 0.01 0.00 28.95 0| 0 755 0 1846 0.01 0.00 30.34 0| 0 300 0 2000 0.01 0.00 30.71 0| 0 0 0 2030 0.01 0.00 37.42 0| 0 0 0 2400 Total 120| 42 113,743 0 Indicative a-t-m Vol 44.17 Underlying Price 10.400 Time to expiry: 198 Days Mar 11 5.02 0.93 67.90 0| 0 0 0 560 4.67 0.92 66.05 0| 0 0 0 600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.33 0.90 64.31 0| 0 0 0 640 3.64 0.86 59.11 0| 0 2 0 720 3.31 0.83 56.86 0| 0 0 0 760 2.99 0.81 54.29 0| 0 50 0 800 2.69 0.78 52.71 0| 0 5 0 840 2.40 0.74 50.87 0| 0 0 0 880 2.14 0.70 49.85 0| 0 2,500 0 920 1.86 0.66 47.76 0| 0 313 0 960 1.62 0.62 46.12 0| 0 466 0 1000 0.87 1.04 0.49 41.23 1.04 0.87 196| 0 981 0 1100 0.51 0.63 0.36 38.05 0.51 0.51 74| 0 608 0 1200 0.36 0.25 36.11 0| 0 240 0 1300 0.18 0.15 34.17 0| 0 302 0 1400 0.09 0.09 33.16 0| 0 129 0 1500 0.05 0.05 32.57 0| 0 899 0 1600 0.01 0.02 32.95 0| 0 0 0 1800 0.01 0.01 35.00 0| 0 0 0 2000 Total 270| 0 6,495 0 Indicative a-t-m Vol 43.11 Underlying Price 10.400 Time to expiry: 289 Days Jun 11 5.78 0.95 70.13 0| 0 0 0 480 5.06 0.93 64.43 0| 0 0 0 560 4.70 0.92 61.34 0| 0 0 0 600 4.36 0.90 59.21 0| 0 0 0 640 3.69 0.86 55.28 0| 0 0 0 720 3.38 0.83 53.41 0| 0 0 0 760 3.07 0.81 51.57 0| 0 0 0 800 2.78 0.77 50.22 0| 0 0 0 840 2.49 0.74 48.49 0| 0 20 0 880 2.21 0.71 46.81 0| 0 0 0 920 1.95 0.67 45.11 0| 0 880 0 960 1.74 0.63 44.62 0| 0 12,506 0 1000 1.20 0.51 40.86 0| 0 246 0 1100 0.80 0.40 38.81 0| 0 902 0 1200 0.28 0.19 34.17 0| 0 2,808 0 1400 0.10 0.08 33.16 0| 0 2,450 0 1600 0.04 0.04 33.73 0| 0 0 0 1800 0.02 0.02 34.84 0| 0 120 0 2000 0.01 0.01 40.00 0| 0 1,000 0 2400 Total 0| 0 20,932 0 Indicative a-t-m Vol 44.56 Underlying Price 10.400 Time to expiry: 471 Days Dec 11 6.56 0.96 70.83 0| 0 0 0 400 5.85 0.94 65.39 0| 0 0 0 480 4.84 0.90 59.17 0| 0 0 0 600 4.53 0.87 57.75 0| 0 0 0 640 3.93 0.83 54.85 0| 0 0 0 720 3.37 0.78 52.45 0| 0 0 0 800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.84 0.72 49.52 0| 0 50 0 880 2.70 0.71 48.52 0| 0 0 0 900 2.36 0.66 46.89 0| 0 1,531 0 960 2.15 0.63 46.13 0| 0 3,780 0 1000 1.03 1.11 0.44 38.29 1.03 1.03 2,550| 0 17,140 0 1200 0.52 0.27 34.24 0| 0 90 0 1400 0.36 0.20 33.36 0| 0 2,500 0 1500 0.27 0.16 33.55 0| 0 2,275 0 1600 0.20 0.11 40.69 0| 0 0 0 2000 0.15 0.08 45.10 0| 0 0 0 2400 Total 2,550| 0 27,366 0 Indicative a-t-m Vol 43.21 Underlying Price 10.400 Time to expiry: 653 Days Jun 12 5.83 0.95 64.00 0| 0 0 0 480 4.84 0.90 57.71 0| 0 0 0 600 3.45 0.78 51.43 0| 0 0 0 800 2.94 0.73 48.76 0| 0 0 0 880 2.46 0.67 45.88 0| 0 0 0 960 2.24 0.64 44.54 0| 0 0 0 1000 1.25 0.46 37.88 0| 0 240 0 1200 0.63 0.30 33.73 0| 0 240 0 1400 0.41 0.21 34.71 0| 0 240 0 1600 0.27 0.14 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 42.09 Underlying Price 10.400 Time to expiry: 842 Days Dec 12 6.57 0.96 70.00 0| 0 0 0 400 5.86 0.94 62.74 0| 0 0 0 480 4.92 0.89 57.43 0| 0 0 0 600 3.54 0.77 50.03 0| 0 0 0 800 3.04 0.72 47.08 0| 0 0 0 880 2.57 0.67 44.29 0| 0 1,000 0 960 2.36 0.64 43.20 0| 0 13,300 0 1000 1.42 0.48 37.64 0| 0 5,052 0 1200 0.76 0.32 33.31 0| 0 0 0 1400 0.52 0.24 33.74 0| 0 3,000 0 1600 0.35 0.16 37.31 0| 0 159 0 2000 0.31 0.13 41.88 0| 0 400 0 2400 Total 0| 0 22,911 0 Indicative a-t-m Vol 45.65 Underlying Price 10.400 Time to expiry: 1024 Days Jun 13 5.75 0.96 62.32 0| 0 0 0 480 4.79 0.91 57.12 0| 0 0 0 600 3.49 0.78 51.04 0| 0 0 0 800 3.18 0.73 52.12 0| 0 0 0 880 2.77 0.68 49.67 0| 0 0 0 960 1.40 0.49 37.60 0| 0 0 0 1200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.53 0.24 33.52 0| 0 0 0 1600 0.42 0.18 38.45 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 42.58 Underlying Price 10.400 Time to expiry: 1206 Days Dec 13 6.49 0.98 70.00 0| 0 0 0 400 5.77 0.96 61.70 0| 0 0 0 480 4.83 0.90 56.71 0| 0 0 0 600 3.58 0.78 50.84 0| 0 0 0 800 1.50 0.50 37.07 0| 0 0 0 1200 0.62 0.27 33.32 0| 0 0 0 1600 0.57 0.22 39.37 0| 0 0 0 2000 0.52 0.20 43.31 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 42.55 Underlying Price 10.400 Time to expiry: 1570 Days Dec 14 5.69 0.99 61.50 0| 0 0 0 480 4.68 0.93 57.00 0| 0 0 0 600 3.44 0.79 50.79 0| 0 0 0 800 1.46 0.50 37.05 0| 0 0 0 1200 0.71 0.30 34.39 0| 0 0 0 1600 0.67 0.26 39.90 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 3,954| 640 252,506 +53 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 54 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Credit Agricole (100) (CR1) Indicative a-t-m Vol 44.06 Underlying Price 10.400 Time to expiry: 16 Days Sep 10 0.01 0.00 93.00 0| 0 0 0 560 0.01 0.00 86.77 0| 0 3,520 0 640 0.01 -0.01 80.81 0| 0 120 0 680 0.01 -0.01 76.28 0| 0 7,849 0 720 0.01 -0.02 71.27 0| 0 4,388 0 760 0.02 -0.03 65.49 0| 0 4,605 0 800 0.02 -0.04 64.20 0| 0 322 0 820 0.03 -0.04 60.76 0| 0 611 0 840 0.03 -0.05 57.46 0| 0 170 0 860 0.05 -0.08 56.66 0| 0 561 0 880 0.06 -0.09 53.44 0| 0 186 0 900 0.08 -0.13 52.49 0| 0 1,085 0 920 0.16 0.10 -0.16 50.02 0.16 0.16 20| 140 6,100 +120 940 0.15 0.14 -0.21 49.77 0.15 0.15 200| 240 14,865 -120 960 0.18 0.18 -0.26 47.32 0.19 0.18 240| 185 4,623 +23 980 0.23 -0.33 46.09 0| 183 7,646 +43 1000 0.67 0.44 -0.52 43.55 0.67 0.44 240| 0 619 0 1050 1.07 0.75 -0.72 41.11 1.07 1.07 86| 0 7,858 0 1100 1.15 -0.88 38.16 0| 0 171 0 1150 1.61 -0.96 38.09 0| 0 3,984 0 1200 2.60 -1.00 39.41 0| 0 6,050 0 1300 3.60 -1.00 39.41 0| 0 600 0 1400 4.60 -1.00 39.41 0| 0 550 0 1500 5.60 -1.00 38.67 0| 0 150 0 1600 6.60 -1.00 39.41 0| 0 0 0 1700 7.60 -1.00 42.36 0| 0 0 0 1800 9.60 -1.00 45.69 0| 0 0 0 2000 11.60 -1.00 52.00 0| 0 0 0 2200 Total 786| 748 76,633 +66 Indicative a-t-m Vol 44.05 Underlying Price 10.400 Time to expiry: 44 Days Oct 10 0.09 -0.07 66.55 0| 0 0 0 760 0.11 -0.09 62.49 0| 0 147 0 800 0.15 -0.13 58.39 0| 0 120 0 840 0.18 -0.15 57.46 0| 0 120 0 860 0.19 -0.16 54.39 0| 0 0 0 880 0.29 0.22 -0.19 52.87 0.29 0.29 40| 0 163 0 900 0.26 -0.22 51.08 0| 0 130 0 920 0.31 -0.25 50.44 0| 200 296 +120 940 0.35 -0.29 48.59 0| 0 220 0 960 0.42 -0.33 47.95 0| 0 152 0 980 0.48 -0.37 46.29 0| 0 293 0 1000 0.68 -0.49 43.48 0| 0 68 0 1050 0.96 -0.62 41.04 0| 82 582 +82 1100 1.31 -0.74 39.76 0| 106 106 +106 1150 1.71 -0.84 38.55 0| 0 0 0 1200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.63 -0.95 38.31 0| 0 0 0 1300 3.61 -0.98 40.00 0| 0 0 0 1400 Total 40| 388 2,397 +308 Indicative a-t-m Vol 44.56 Underlying Price 10.400 Time to expiry: 79 Days Nov 10 0.30 -0.18 57.90 0| 0 120 0 840 0.35 0.38 -0.22 54.82 0.35 0.35 90| 200 320 +200 880 0.45 -0.26 51.11 0| 0 0 0 920 0.61 0.56 -0.32 49.00 0.61 0.61 100| 0 5 0 960 0.63 -0.35 48.18 0| 0 0 0 980 0.69 -0.38 46.55 0| 0 0 0 1000 0.90 -0.47 44.06 0| 0 0 0 1050 1.16 -0.57 41.59 0| 0 10 0 1100 1.82 -0.76 37.82 0| 0 0 0 1200 2.67 -0.89 36.25 0| 0 0 0 1300 3.61 -0.97 34.52 0| 0 0 0 1400 Total 190| 200 455 +200 Indicative a-t-m Vol 44.78 Underlying Price 10.400 Time to expiry: 107 Days Dec 10 0.05 -0.03 82.45 0| 0 579 0 480 0.09 -0.04 76.12 0| 0 146 0 560 0.12 -0.06 73.17 0| 0 940 0 600 0.14 -0.07 69.32 0| 0 448 0 640 0.19 -0.10 60.59 0| 0 4,300 0 720 0.24 -0.12 62.85 0| 0 6,010 0 738 0.32 0.26 -0.13 60.45 0.32 0.32 40| 0 11,277 0 760 0.33 -0.16 58.80 0| 0 9,813 0 800 0.40 -0.19 56.03 0| 40 235 0 840 0.47 -0.23 52.95 0| 0 6,121 0 880 0.57 -0.28 50.63 0| 160 8,810 +90 920 0.69 -0.33 48.49 0| 0 3,074 0 960 1.04 0.83 -0.39 46.55 1.04 S 1.04 S 5,000| 0 6,788 0 1000 1.33 -0.56 41.82 0| 0 23,878 0 1107 1.93 -0.72 38.74 0| 0 21,015 0 1200 2.71 -0.86 35.31 0| 0 4,705 0 1300 3.62 -0.95 31.93 0| 0 165 0 1400 4.36 -0.99 29.84 0| 0 5,480 0 1476 6.21 -1.00 28.52 0| 0 7,500 0 1661 8.06 -1.00 28.95 0| 0 250 0 1846 9.60 -1.00 30.34 0| 0 2,315 0 2000 9.90 -1.00 30.71 0| 0 0 0 2030 13.60 -1.00 37.42 0| 0 0 0 2400 Total 5,040| 200 123,849 +90 Indicative a-t-m Vol 44.17 Underlying Price 10.400 Time to expiry: 198 Days Mar 11 0.19 -0.07 67.90 0| 0 120 0 560 0.24 -0.08 66.05 0| 0 1,075 0 600 0.30 -0.10 64.31 0| 0 283 0 640 0.41 -0.14 59.11 0| 0 5,584 0 720 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.48 -0.17 56.86 0| 0 419 0 760 0.55 -0.19 54.29 0| 0 5,013 0 800 0.65 -0.22 52.71 0| 0 120 0 840 0.75 -0.26 50.87 0| 0 1,831 0 880 0.89 -0.30 49.85 0| 63 4,588 0 920 1.01 -0.34 47.76 0| 0 1,639 0 960 1.17 1.17 -0.38 46.12 1.17 1.17 69| 0 8,492 0 1000 1.58 -0.51 41.23 0| 0 165 0 1100 2.17 -0.64 38.05 0| 0 52 0 1200 2.91 -0.76 36.11 0| 0 0 0 1300 3.73 -0.86 34.17 0| 0 7,575 0 1400 4.65 -0.93 33.16 0| 0 0 0 1500 5.61 -0.97 32.57 0| 0 0 0 1600 7.60 -1.00 32.95 0| 0 0 0 1800 9.60 -1.00 35.00 0| 0 0 0 2000 Total 69| 63 36,956 0 Indicative a-t-m Vol 43.11 Underlying Price 10.400 Time to expiry: 289 Days Jun 11 0.24 -0.07 70.13 0| 0 547 0 480 0.33 -0.09 64.43 0| 0 500 0 560 0.38 -0.11 61.34 0| 0 1,150 0 600 0.45 -0.13 59.21 0| 0 2,390 0 640 0.61 -0.18 55.28 0| 0 1,003 0 720 0.70 -0.20 53.41 0| 0 553 0 760 0.80 -0.23 51.57 0| 0 1,055 0 800 0.92 -0.26 50.22 0| 0 212 0 840 1.05 -0.30 48.49 0| 100 523 0 880 1.18 -0.34 46.81 0| 100 234 0 920 1.34 -0.37 45.11 0| 0 2,232 0 960 1.53 -0.41 44.62 0| 0 6,569 0 1000 2.02 -0.52 40.86 0| 0 240 0 1100 2.65 -0.63 38.81 0| 0 920 0 1200 4.16 -0.82 34.17 0| 0 3,823 0 1400 5.98 -0.92 33.16 0| 0 0 0 1600 7.91 -0.96 33.73 0| 0 0 0 1800 9.88 -0.98 34.84 0| 0 0 0 2000 13.84 -0.99 40.00 0| 0 180 0 2400 Total 0| 200 22,131 0 Indicative a-t-m Vol 44.56 Underlying Price 10.400 Time to expiry: 471 Days Dec 11 0.30 -0.06 70.83 0| 0 0 0 400 0.40 -0.08 65.39 0| 0 0 0 480 0.63 -0.13 59.17 0| 0 0 0 600 0.73 -0.15 57.75 0| 0 428 0 640 0.94 -0.19 54.85 0| 0 80 0 720 1.20 -0.24 52.45 0| 0 336 0 800 1.48 -0.30 49.52 0| 0 232 0 880 1.54 -0.31 48.52 0| 0 100 0 900 1.80 -0.36 46.89 0| 0 1,000 0 960 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.99 -0.39 46.13 0| 0 5,400 0 1000 2.95 -0.57 38.29 0| 0 18,000 0 1200 4.36 -0.75 34.24 0| 0 1,000 0 1400 5.20 -0.81 33.36 0| 0 2,500 0 1500 6.10 -0.85 33.55 0| 0 2,000 0 1600 10.00 -0.90 40.69 0| 0 0 0 2000 13.92 -0.93 45.10 0| 0 0 0 2400 Total 0| 0 31,076 0 Indicative a-t-m Vol 43.21 Underlying Price 10.400 Time to expiry: 653 Days Jun 12 0.64 -0.11 64.00 0| 0 0 0 480 0.93 -0.16 57.71 0| 0 0 0 600 1.63 -0.27 51.43 0| 0 0 0 800 1.96 -0.33 48.76 0| 0 0 0 880 2.30 -0.38 45.88 0| 0 0 0 960 2.48 -0.41 44.54 0| 0 2 0 1000 3.53 -0.58 37.88 0| 0 503 0 1200 4.93 -0.73 33.73 0| 50 290 +46 1400 6.70 -0.81 34.71 0| 0 5 0 1600 10.50 -0.87 39.48 0| 0 0 0 2000 14.37 -0.90 44.22 0| 0 0 0 2400 Total 0| 50 800 +46 Indicative a-t-m Vol 42.09 Underlying Price 10.400 Time to expiry: 842 Days Dec 12 0.68 -0.09 70.00 0| 0 0 0 400 0.81 -0.11 62.74 0| 0 0 0 480 1.15 -0.16 57.43 0| 0 0 0 600 1.82 -0.27 50.03 0| 0 0 0 800 2.14 -0.32 47.08 0| 0 0 0 880 2.47 -0.37 44.29 0| 0 1,000 0 960 2.66 -0.40 43.20 0| 3,000 8,000 +3,000 1000 3.72 -0.55 37.64 0| 0 7,000 0 1200 5.05 -0.70 33.31 0| 0 0 0 1400 6.77 -0.78 33.74 0| 0 0 0 1600 10.51 -0.85 37.31 0| 0 0 0 2000 14.38 -0.88 41.88 0| 0 0 0 2400 Total 0| 3,000 16,000 +3,000 Indicative a-t-m Vol 43.67 Underlying Price 10.400 Time to expiry: 1024 Days Jun 13 1.05 -0.13 62.32 0| 0 0 0 480 1.45 -0.19 57.12 0| 0 0 0 600 2.30 -0.29 51.04 0| 0 0 0 800 2.70 -0.34 49.26 0| 0 0 0 880 3.08 -0.39 46.70 0| 0 0 0 960 4.27 -0.57 37.60 0| 0 0 0 1200 7.34 -0.78 33.52 0| 0 0 0 1600 11.09 -0.83 38.45 0| 0 0 0 2000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 42.58 Underlying Price 10.400 Time to expiry: 1206 Days Dec 13 1.04 -0.10 70.00 0| 0 0 0 400 1.18 -0.13 61.70 0| 0 0 0 480 1.60 -0.18 56.71 0| 0 0 0 600 2.46 -0.28 50.84 0| 0 0 0 800 4.36 -0.55 37.07 0| 0 0 0 1200 7.38 -0.75 33.32 0| 0 0 0 1600 11.17 -0.79 39.37 0| 0 0 0 2000 14.94 -0.81 43.31 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 42.55 Underlying Price 10.400 Time to expiry: 1570 Days Dec 14 1.52 -0.15 61.50 0| 0 0 0 480 2.01 -0.20 57.00 0| 0 0 0 600 2.95 -0.29 50.79 0| 0 0 0 800 4.92 -0.55 37.05 0| 0 0 0 1200 7.99 -0.73 34.39 0| 0 0 0 1600 11.69 -0.76 39.90 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 6,125| 4,849 310,297 +3,710 Grand Total 10,079| 5,489 562,803 +3,763 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 44.06 Underlying Price 10.400 Time to expiry: 16 Days Sep 10 4.80 1.00 93.00 0| 0 0 0 560 4.00 1.00 86.77 0| 0 0 0 640 3.60 0.99 80.81 0| 0 0 0 680 3.21 0.99 76.28 0| 0 0 0 720 3.03 0.99 74.00 0| 0 1 0 738 2.81 0.98 71.27 0| 0 0 0 760 2.42 0.97 65.49 0| 0 0 0 800 2.22 0.96 64.20 0| 0 0 0 820 2.03 0.96 60.76 0| 0 0 0 840 1.83 0.95 57.46 0| 0 0 0 860 1.65 0.92 56.66 0| 0 100,000 0 880 1.46 0.91 53.44 0| 0 0 0 900 1.28 0.87 52.49 0| 0 10,200 0 920 1.10 0.84 50.02 0| 0 0 0 940 0.94 0.79 49.77 0| 0 0 0 960 0.78 0.74 47.32 0| 0 0 0 980 0.64 0.67 46.09 0| 0 2,100 0 1000 0.35 0.48 43.55 0| 0 0 0 1050 0.12 0.25 39.38 0| 0 15,090 0 1107 0.05 0.12 38.16 0| 0 0 0 1150 0.02 0.04 38.09 0| 0 40,262 0 1200 0.01 0.00 39.41 0| 0 2 0 1300 0.01 0.00 39.41 0| 0 252 0 1400 0.01 0.00 28.21 0| 0 5,002 0 1476 0.01 0.00 38.67 0| 0 0 0 1600 0.01 0.00 29.42 0| 0 0 0 1650 0.01 0.00 39.41 0| 0 0 0 1700 0.01 0.00 42.36 0| 0 0 0 1800 0.01 0.00 45.69 0| 0 0 0 2000 0.01 0.00 52.00 0| 0 0 0 2200 Total 0| 0 172,909 0 Indicative a-t-m Vol 45.17 Underlying Price 10.400 Time to expiry: 198 Days Mar 11 5.72 0.96 68.19 0| 0 0 0 480 5.03 0.93 69.16 0| 0 0 0 560 4.69 0.91 67.46 0| 0 0 0 600 4.35 0.90 65.69 0| 0 0 0 640 3.54 0.84 60.58 0| 0 0 0 738 3.35 0.83 58.62 0| 0 0 0 760 3.02 0.80 56.02 0| 0 0 0 800 2.74 0.77 54.69 0| 0 0 0 840 2.44 0.74 52.82 0| 0 0 0 880 2.17 0.70 51.00 0| 0 0 0 920 1.90 0.66 49.04 0| 0 0 0 960 1.67 0.62 47.88 0| 0 0 0 1000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 0.48 40.64 0| 0 1 0 1107 0.56 0.35 35.58 0| 0 2,000 0 1200 0.31 0.23 34.18 0| 0 17 0 1300 0.15 0.14 32.48 0| 0 0 0 1400 0.08 0.08 31.16 0| 0 0 0 1476 0.02 0.03 30.50 0| 0 0 0 1661 0.01 0.01 31.75 0| 0 0 0 1816 0.01 0.01 35.81 0| 0 0 0 2030 0.01 0.01 45.41 0| 0 0 0 2400 Total 0| 0 2,018 0 Indicative a-t-m Vol 41.66 Underlying Price 10.400 Time to expiry: 380 Days Sep 11 5.68 0.91 75.00 0| 0 0 0 480 4.73 0.86 67.88 0| 0 0 0 600 4.40 0.85 64.58 0| 0 0 0 640 3.65 0.80 58.74 0| 0 0 0 738 3.17 0.76 54.60 0| 0 0 0 800 2.60 0.70 50.11 0| 0 0 0 880 2.06 0.64 45.70 0| 0 0 0 960 1.78 0.60 43.11 0| 0 0 0 1000 1.23 0.49 39.23 0| 0 1,875 0 1107 0.85 0.39 36.60 0| 0 0 0 1200 0.28 0.18 33.61 0| 0 50 0 1476 0.17 0.12 33.42 0| 0 400 0 1600 0.09 0.07 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 42.61 Underlying Price 10.400 Time to expiry: 562 Days Mar 12 6.53 0.93 76.22 0| 0 0 0 400 5.89 0.90 70.56 0| 0 0 0 480 4.94 0.86 62.34 0| 0 0 0 600 3.52 0.76 53.12 0| 0 0 0 800 2.92 0.71 48.17 0| 0 0 0 880 2.49 0.65 46.11 0| 0 0 0 960 1.14 0.44 35.61 0| 0 900 0 1200 0.67 0.30 34.78 0| 0 0 0 1400 0.35 0.19 33.09 0| 0 0 0 1600 0.17 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 43.15 Underlying Price 10.400 Time to expiry: 751 Days Sep 12 6.01 0.92 70.30 0| 0 0 0 400 5.41 0.89 65.20 0| 0 0 0 480 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 61 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.60 0.84 60.23 0| 0 0 0 600 3.31 0.73 52.02 0| 0 0 0 800 2.83 0.68 48.56 0| 0 0 0 880 2.41 0.63 46.31 0| 0 0 0 960 2.20 0.60 44.80 0| 0 0 0 1000 1.19 0.43 36.56 0| 0 0 0 1200 0.64 0.29 33.31 0| 0 0 0 1400 0.39 0.20 32.84 0| 0 0 0 1600 0.18 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 43.36 Underlying Price 10.400 Time to expiry: 926 Days Mar 13 6.14 0.91 67.67 0| 0 0 0 400 5.61 0.88 64.63 0| 0 0 0 480 4.84 0.84 60.09 0| 0 0 0 600 3.58 0.74 51.64 0| 0 0 0 800 3.06 0.69 47.55 0| 0 0 0 880 2.64 0.65 45.27 0| 0 0 0 960 2.48 0.62 44.66 0| 0 0 0 1000 1.52 0.48 38.16 0| 0 0 0 1200 0.83 0.33 33.29 0| 0 0 0 1400 0.54 0.24 32.77 0| 0 0 0 1600 0.23 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 40.71 Underlying Price 10.400 Time to expiry: 1115 Days Sep 13 5.56 0.90 68.24 0| 0 0 0 400 5.07 0.87 64.44 0| 0 0 0 480 4.38 0.82 60.09 0| 0 0 0 600 3.22 0.72 51.45 0| 0 0 0 800 1.08 0.41 33.55 0| 0 0 0 1200 0.50 0.23 32.77 0| 0 0 0 1600 0.22 0.12 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 40.50 Underlying Price 10.400 Time to expiry: 1297 Days Mar 14 5.25 0.87 64.36 0| 0 0 0 480 4.61 0.82 60.26 0| 0 0 0 600 3.44 0.73 51.07 0| 0 0 0 800 1.27 0.44 33.46 0| 0 0 0 1200 0.64 0.27 32.79 0| 0 0 0 1600 0.32 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 40.19 Underlying Price 10.400 Time to expiry: 1479 Days Sep 14 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.66 0.86 65.27 0| 0 0 0 480 4.02 0.80 59.81 0| 0 0 0 600 2.96 0.70 50.50 0| 0 0 0 800 1.04 0.40 33.32 0| 0 0 0 1200 0.54 0.24 32.88 0| 0 0 0 1600 0.30 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 40.19 Underlying Price 10.400 Time to expiry: 1661 Days Mar 15 4.85 0.86 66.02 0| 0 0 0 480 4.19 0.81 59.43 0| 0 0 0 600 3.15 0.72 50.36 0| 0 0 0 800 1.19 0.43 33.41 0| 0 0 0 1200 0.65 0.27 32.72 0| 0 0 0 1600 0.43 0.19 33.80 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 0 178,241 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 44.06 Underlying Price 10.400 Time to expiry: 16 Days Sep 10 0.01 0.00 93.00 0| 0 0 0 560 0.01 0.00 86.77 0| 0 0 0 640 0.01 -0.01 80.81 0| 0 0 0 680 0.01 -0.01 76.28 0| 0 0 0 720 0.01 -0.01 74.00 0| 0 150 0 738 0.01 -0.02 71.27 0| 0 0 0 760 0.02 -0.03 65.49 0| 0 1,800 0 800 0.02 -0.04 64.20 0| 0 0 0 820 0.03 -0.04 60.76 0| 0 0 0 840 0.03 -0.05 57.46 0| 0 0 0 860 0.05 -0.08 56.66 0| 0 100,910 0 880 0.06 -0.09 53.44 0| 0 0 0 900 0.08 -0.13 52.49 0| 0 10,000 0 920 0.10 -0.16 50.02 0| 0 0 0 940 0.14 -0.21 49.77 0| 0 10,700 0 960 0.18 -0.26 47.32 0| 0 0 0 980 0.23 -0.33 46.09 0| 0 1,754 0 1000 0.44 -0.52 43.55 0| 0 0 0 1050 0.79 -0.75 39.38 0| 0 16,110 0 1107 1.15 -0.88 38.16 0| 0 0 0 1150 1.61 -0.96 38.09 0| 0 1,782 0 1200 2.60 -1.00 39.41 0| 0 7 0 1300 3.60 -1.00 39.41 0| 0 700 0 1400 4.36 -1.00 28.21 0| 0 675 0 1476 5.60 -1.00 38.67 0| 0 600 0 1600 6.10 -1.00 29.42 0| 0 6,645 0 1650 6.60 -1.00 39.41 0| 0 600 0 1700 7.60 -1.00 42.36 0| 0 0 0 1800 9.60 -1.00 45.69 0| 0 150 0 2000 11.60 -1.00 52.00 0| 0 0 0 2200 Total 0| 0 152,583 0 Indicative a-t-m Vol 45.17 Underlying Price 10.400 Time to expiry: 198 Days Mar 11 0.09 -0.04 68.19 0| 0 385 0 480 0.20 -0.07 69.16 0| 0 0 0 560 0.26 -0.09 67.46 0| 0 2,000 0 600 0.31 -0.10 65.69 0| 0 0 0 640 0.48 -0.16 60.58 0| 0 0 0 738 0.51 -0.17 58.62 0| 0 0 0 760 0.58 -0.20 56.02 0| 0 1,875 0 800 0.69 -0.23 54.69 0| 0 0 0 840 0.80 -0.26 52.82 0| 0 50 0 880 0.92 -0.30 51.00 0| 0 0 0 920 1.05 -0.34 49.04 0| 0 2,000 0 960 1.22 -0.38 47.88 0| 0 100 0 1000 1.60 -0.52 40.64 0| 0 160 0 1107 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 64 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.09 -0.65 35.58 0| 0 2,180 0 1200 2.85 -0.77 34.18 0| 0 0 0 1300 3.68 -0.86 32.48 0| 0 0 0 1400 4.37 -0.92 31.16 0| 0 12,800 0 1476 6.15 -0.97 30.50 0| 0 0 0 1661 7.68 -0.99 31.75 0| 0 0 0 1816 9.80 -0.99 35.81 0| 0 450 0 2030 13.49 -0.99 45.41 0| 0 0 0 2400 Total 0| 0 22,000 0 Indicative a-t-m Vol 41.66 Underlying Price 10.400 Time to expiry: 380 Days Sep 11 0.44 -0.09 75.00 0| 0 0 0 480 0.68 -0.14 67.88 0| 0 0 0 600 0.74 -0.15 64.58 0| 0 0 0 640 0.96 -0.20 58.74 0| 0 50,000 0 738 1.08 -0.24 54.60 0| 0 0 0 800 1.31 -0.30 50.11 0| 0 0 0 880 1.56 -0.36 45.70 0| 0 0 0 960 1.68 -0.40 43.11 0| 0 40 0 1000 2.18 -0.51 39.23 0| 0 1,625 0 1107 2.72 -0.61 36.60 0| 0 190 0 1200 4.88 -0.82 33.61 0| 0 0 0 1476 6.00 -0.88 33.42 0| 0 0 0 1600 8.04 -0.93 34.16 0| 0 0 0 1816 9.81 -0.97 33.63 0| 0 0 0 2000 13.74 -0.99 35.36 0| 0 0 0 2400 18.72 -1.00 36.82 0| 0 0 0 2905 Total 0| 0 51,855 0 Indicative a-t-m Vol 42.61 Underlying Price 10.400 Time to expiry: 562 Days Mar 12 0.47 -0.07 76.22 0| 0 0 0 400 0.61 -0.10 70.56 0| 0 0 0 480 0.84 -0.14 62.34 0| 0 0 0 600 1.38 -0.24 53.12 0| 0 0 0 800 1.57 -0.29 48.17 0| 0 2,000 0 880 1.92 -0.35 46.11 0| 0 400 0 960 2.92 -0.56 35.61 0| 0 2,040 0 1200 4.41 -0.70 34.78 0| 0 400 0 1400 6.06 -0.81 33.09 0| 0 0 0 1600 7.84 -0.90 31.57 0| 0 0 0 1800 9.71 -0.94 30.81 0| 0 0 0 2000 13.59 -0.97 32.68 0| 0 0 0 2400 Total 0| 0 4,840 0 Indicative a-t-m Vol 43.15 Underlying Price 10.400 Time to expiry: 751 Days Sep 12 0.60 -0.08 70.30 0| 0 0 0 400 0.78 -0.11 65.20 0| 0 0 0 480 1.13 -0.16 60.23 0| 0 0 0 600 1.79 -0.27 52.02 0| 0 0 0 800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.08 -0.32 48.56 0| 0 0 0 880 2.44 -0.37 46.31 0| 0 0 0 960 2.62 -0.40 44.80 0| 0 0 0 1000 3.55 -0.57 36.56 0| 0 0 0 1200 4.95 -0.71 33.31 0| 0 0 0 1400 6.64 -0.80 32.84 0| 0 0 0 1600 10.32 -0.90 33.92 0| 0 0 0 2000 14.13 -0.94 35.29 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 43.36 Underlying Price 10.400 Time to expiry: 926 Days Mar 13 0.69 -0.09 67.67 0| 0 0 0 400 0.93 -0.12 64.63 0| 0 0 0 480 1.32 -0.16 60.09 0| 0 0 0 600 1.98 -0.26 51.64 0| 0 0 0 800 2.23 -0.31 47.55 0| 0 0 0 880 2.58 -0.35 45.27 0| 0 0 0 960 2.80 -0.38 44.66 0| 0 0 0 1000 3.76 -0.52 38.16 0| 0 0 0 1200 5.01 -0.67 33.29 0| 0 0 0 1400 6.64 -0.76 32.77 0| 0 0 0 1600 10.18 -0.88 32.05 0| 0 0 0 2000 13.90 -0.94 31.77 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 40.71 Underlying Price 10.400 Time to expiry: 1115 Days Sep 13 0.92 -0.10 68.24 0| 0 0 0 400 1.19 -0.13 64.44 0| 0 0 0 480 1.65 -0.18 60.09 0| 0 0 0 600 2.39 -0.28 51.45 0| 0 0 0 800 4.06 -0.59 33.55 0| 0 0 0 1200 7.28 -0.77 32.77 0| 0 0 0 1600 10.80 -0.88 31.78 0| 0 0 0 2000 14.49 -0.94 31.38 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 40.50 Underlying Price 10.400 Time to expiry: 1297 Days Mar 14 1.32 -0.13 64.36 0| 0 0 0 480 1.80 -0.18 60.26 0| 0 0 0 600 2.51 -0.27 51.07 0| 0 0 0 800 4.10 -0.56 33.46 0| 0 0 0 1200 7.22 -0.73 32.79 0| 0 0 0 1600 10.66 -0.85 32.14 0| 0 0 0 2000 14.24 -0.92 30.86 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 40.19 Underlying Price 10.400 Time to expiry: 1479 Days Sep 14 1.59 -0.14 65.27 0| 0 0 0 480 2.06 -0.20 59.81 0| 0 0 0 600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.86 -0.30 50.50 0| 0 0 0 800 4.64 -0.60 33.32 0| 0 0 0 1200 7.85 -0.76 32.88 0| 0 0 0 1600 11.32 -0.85 33.02 0| 0 0 0 2000 14.87 -0.92 31.75 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 40.19 Underlying Price 10.400 Time to expiry: 1661 Days Mar 15 1.71 -0.14 66.02 0| 0 0 0 480 2.14 -0.19 59.43 0| 0 0 0 600 2.93 -0.28 50.36 0| 0 0 0 800 4.62 -0.57 33.41 0| 0 0 0 1200 7.73 -0.73 32.72 0| 0 0 0 1600 11.16 -0.81 33.80 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 0| 0 231,278 0 Grand Total 0| 0 409,519 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Danone (100) (DA1) Indicative a-t-m Vol 20.45 Underlying Price 43.570 Time to expiry: 16 Days Sep 10 15.58 1.00 50.00 0| 0 0 0 2800 11.58 1.00 48.70 0| 0 50 0 3200 9.62 0.98 58.23 0| 0 0 0 3400 7.63 0.97 47.32 0| 0 0 0 3600 5.63 0.96 36.92 0| 0 100 0 3800 3.68 0.92 28.69 0| 0 135 0 4000 1.70 2.72 0.88 24.81 1.70 1.70 29| 0 62 0 4100 1.85 0.78 22.57 0| 256 461 +89 4200 0.76 1.11 0.62 20.99 0.92 0.67 640| 26 979 0 4300 0.40 0.56 0.42 20.04 0.51 0.40 137| 0 4,768 0 4400 0.22 0.22 18.75 0| 0 2,072 0 4500 0.08 0.10 19.18 0| 0 941 0 4600 0.06 0.07 22.87 0| 0 166 0 4700 0.01 0.02 20.73 0| 0 978 0 4800 0.01 0.01 34.64 0| 0 4,500 0 5200 0.01 0.00 16.88 0| 0 1,250 0 5600 0.01 0.00 22.15 0| 0 0 0 6400 0.01 0.00 33.00 0| 0 0 0 7200 Total 806| 282 16,462 +89 Indicative a-t-m Vol 21.45 Underlying Price 43.570 Time to expiry: 44 Days Oct 10 9.65 0.97 37.56 0| 0 0 0 3400 7.68 0.96 32.87 0| 0 0 0 3600 5.76 0.92 28.92 0| 0 0 0 3800 3.94 0.84 25.64 0| 0 127 0 4000 3.10 0.78 24.42 0| 0 141 0 4100 2.34 0.69 23.37 0| 0 52 0 4200 1.33 1.66 0.59 22.18 1.46 1.33 48| 0 116 0 4300 0.84 1.09 0.46 20.90 1.00 0.83 63| 0 93 0 4400 0.50 0.68 0.34 20.32 0.50 0.50 10| 0 203 0 4500 0.28 0.39 0.23 19.76 0.28 Q 0.28 Q 22| 0 1,175 0 4600 0.21 0.14 19.29 0| 0 110 0 4700 0.10 0.08 18.98 0| 0 102 0 4800 0.02 0.02 22.95 0| 0 0 0 5200 0.01 0.00 27.00 0| 0 0 0 5600 Total 143| 0 2,119 0 Indicative a-t-m Vol 22.65 Underlying Price 43.570 Time to expiry: 79 Days Nov 10 9.77 0.95 33.90 0| 0 0 0 3400 7.87 0.92 30.99 0| 0 0 0 3600 6.06 0.86 28.86 0| 0 113 0 3800 4.36 0.78 26.25 0| 0 24 0 4000 3.58 0.72 25.18 0| 0 55 0 4100 2.85 0.65 24.08 0| 10 53 +10 4200 1.82 2.22 0.58 23.24 1.82 1.82 26| 0 0 0 4300 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.15 1.64 0.49 22.20 1.15 1.15 15| 0 86 0 4400 0.83 0.31 21.08 0| 0 51 0 4600 0.35 0.17 20.19 0| 0 0 0 4800 Total 41| 10 382 +10 Indicative a-t-m Vol 22.71 Underlying Price 43.570 Time to expiry: 107 Days Dec 10 24.78 0.99 65.00 0| 0 0 0 1887 21.02 0.99 55.05 0| 0 0 0 2265 15.43 0.98 42.82 0| 0 0 0 2831 13.56 0.97 38.44 0| 0 0 0 3020 11.81 0.96 35.74 0| 0 0 0 3200 9.92 0.93 32.67 0| 0 0 0 3397 8.17 0.90 30.41 0| 0 0 0 3586 6.49 0.85 28.26 0| 0 182 0 3774 4.14 4.62 0.76 26.03 4.14 4.14 26| 0 4,471 0 4000 2.87 0.61 23.82 0| 40 10,260 0 4246 1.96 0.50 22.29 0| 0 4,102 0 4400 1.38 0.40 21.58 0| 0 3,193 0 4529 0.76 0.27 20.80 0| 0 2,111 0 4718 0.58 0.22 20.68 0| 0 226 0 4800 0.26 0.12 19.97 0| 0 5,821 0 5000 0.07 0.04 19.56 0| 0 515 0 5284 0.01 0.01 19.07 0| 0 1,550 0 5662 0.01 0.00 19.48 0| 0 0 0 6039 0.01 0.00 20.38 0| 0 0 0 6400 0.01 0.00 23.93 0| 0 0 0 7200 0.01 0.00 26.00 0| 0 70 0 7549 Total 26| 40 32,501 0 Indicative a-t-m Vol 23.38 Underlying Price 43.570 Time to expiry: 198 Days Mar 11 15.93 0.96 37.82 0| 0 0 0 2800 12.14 0.92 32.84 0| 0 40 0 3200 8.59 0.85 29.31 0| 0 146 0 3600 6.92 0.79 27.40 0| 0 51 0 3800 5.30 5.40 0.72 25.94 5.30 5.30 1| 0 205 0 4000 4.04 0.63 24.57 0| 40 511 +5 4200 2.85 0.52 23.05 0| 0 834 0 4400 1.94 0.41 22.17 0| 0 662 0 4600 1.15 1.25 0.31 21.50 1.15 1.15 25| 50 349 -50 4800 0.14 0.05 19.96 0| 0 235 0 5600 0.02 0.01 20.92 0| 0 0 0 6400 0.01 0.00 24.00 0| 0 0 0 7200 Total 26| 90 3,033 -45 Indicative a-t-m Vol 23.96 Underlying Price 43.570 Time to expiry: 289 Days Jun 11 24.82 1.00 40.67 0| 0 0 0 1887 21.11 0.99 39.40 0| 0 0 0 2265 15.97 0.96 35.32 0| 0 0 0 2800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.89 0.94 32.80 0| 0 0 0 3020 12.28 0.91 31.98 0| 0 0 0 3200 10.54 0.88 30.39 0| 0 0 0 3397 8.80 0.83 28.67 0| 0 41 0 3600 7.41 0.78 27.36 0| 0 22 0 3774 5.73 0.70 25.83 0| 0 23 0 4000 4.73 0.64 24.91 0| 0 1,120 0 4152 3.32 0.53 23.76 0| 0 78 0 4400 2.71 0.47 23.26 0| 0 50 0 4529 1.65 0.34 22.02 0| 0 123 0 4800 0.60 0.16 20.92 0| 0 172 0 5284 0.25 0.08 20.44 0| 0 243 0 5662 0.06 0.02 21.24 0| 0 0 0 6400 0.02 0.01 22.84 0| 0 0 0 7200 0.01 0.01 24.00 0| 0 0 0 7549 Total 0| 0 1,872 0 Indicative a-t-m Vol 24.60 Underlying Price 43.570 Time to expiry: 471 Days Dec 11 24.92 0.99 47.00 0| 0 0 0 1887 21.33 0.97 43.09 0| 0 0 0 2265 16.06 0.92 36.65 0| 0 0 0 2831 14.37 0.89 34.64 0| 0 20 0 3020 11.13 0.83 31.04 0| 0 0 0 3397 8.18 0.74 28.02 0| 0 0 0 3774 8.00 0.73 27.83 0| 0 49 0 3800 6.51 0.67 26.00 0| 0 0 0 4000 5.07 0.59 25.00 0| 0 4,250 0 4246 2.90 0.42 23.30 0| 0 558 0 4718 0.73 0.15 21.30 0| 0 1,250 0 5662 0.14 0.03 25.00 0| 0 100 0 7549 Total 0| 0 6,227 0 Indicative a-t-m Vol 25.86 Underlying Price 43.570 Time to expiry: 653 Days Jun 12 20.13 0.95 40.04 0| 0 0 0 2400 13.23 0.84 33.26 0| 0 0 0 3200 10.11 0.76 29.99 0| 0 0 0 3600 7.49 0.66 27.98 0| 0 0 0 4000 5.15 0.55 25.60 0| 0 0 0 4400 3.36 0.43 23.78 0| 0 0 0 4800 0.74 0.14 21.18 0| 0 0 0 6000 0.11 0.03 22.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.82 Underlying Price 43.570 Time to expiry: 842 Days Dec 12 20.32 0.94 39.93 0| 0 0 0 2400 13.65 0.82 33.19 0| 0 0 0 3200 8.09 0.66 27.94 0| 0 1,000 0 4000 5.78 0.55 25.56 0| 0 0 0 4400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.02 0.45 23.98 0| 0 0 0 4800 3.22 0.39 22.99 0| 0 1,000 0 5000 1.11 0.18 21.21 0| 0 0 0 6000 0.29 0.05 23.38 0| 0 0 0 8000 Total 0| 0 2,000 0 Indicative a-t-m Vol 25.78 Underlying Price 43.570 Time to expiry: 1024 Days Jun 13 20.35 0.93 39.59 0| 0 0 0 2400 13.86 0.82 33.23 0| 0 0 0 3200 8.39 0.66 27.81 0| 0 0 0 4000 6.15 0.56 25.54 0| 0 0 0 4400 4.30 0.46 23.64 0| 0 0 0 4800 1.40 0.21 21.38 0| 0 0 0 6000 0.45 0.07 23.77 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.93 Underlying Price 43.570 Time to expiry: 1206 Days Dec 13 20.44 0.93 38.50 0| 0 0 0 2400 14.26 0.81 33.18 0| 0 0 0 3200 8.89 0.66 27.78 0| 0 0 0 4000 4.81 0.47 23.64 0| 0 0 0 4800 1.75 0.23 21.25 0| 0 0 0 6000 0.71 0.10 24.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.04 Underlying Price 43.570 Time to expiry: 1570 Days Dec 14 20.58 0.92 38.64 0| 0 0 0 2400 14.73 0.80 33.32 0| 0 0 0 3200 9.58 0.66 27.93 0| 0 0 0 4000 5.50 0.49 23.70 0| 0 0 0 4800 2.32 0.27 21.41 0| 0 0 0 6000 1.14 0.14 24.00 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 1,042| 422 64,596 +54 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 20.45 Underlying Price 43.570 Time to expiry: 16 Days Sep 10 0.01 0.00 50.00 0| 0 240 0 2800 0.01 0.00 48.70 0| 0 735 0 3200 0.04 -0.02 58.23 0| 0 0 0 3400 0.05 -0.03 47.32 0| 0 3,204 0 3600 0.06 -0.04 36.92 0| 0 382 0 3800 0.12 0.10 -0.08 28.69 0.12 0.10 126| 0 3,690 0 4000 0.14 -0.12 24.81 0| 123 1,440 +57 4100 0.54 0.27 -0.22 22.57 0.54 0.54 64| 300 2,844 -81 4200 1.06 0.53 -0.38 20.99 1.06 S 0.65 188| 0 1,275 0 4300 0.98 -0.58 20.04 0| 0 1,000 0 4400 1.64 -0.78 18.75 0| 0 104 0 4500 2.51 -0.90 19.18 0| 0 50 0 4600 3.48 -0.94 22.87 0| 0 92 0 4700 4.44 -0.99 20.73 0| 0 161 0 4800 8.44 -0.99 34.64 0| 0 0 0 5200 12.43 -1.00 16.88 0| 0 0 0 5600 20.43 -1.00 22.15 0| 0 0 0 6400 28.43 -1.00 33.00 0| 0 0 0 7200 Total 378| 423 15,217 -24 Indicative a-t-m Vol 21.45 Underlying Price 43.570 Time to expiry: 44 Days Oct 10 0.06 -0.03 37.56 0| 0 0 0 3400 0.09 -0.04 32.87 0| 0 47 0 3600 0.17 -0.08 28.92 0| 0 152 0 3800 0.45 0.34 -0.16 25.64 0.45 0.45 5| 0 180 0 4000 0.51 -0.22 24.42 0| 0 116 0 4100 1.12 0.75 -0.31 23.37 1.12 S 0.95 Q 23| 0 1,436 0 4200 1.07 -0.41 22.18 0| 0 387 0 4300 1.50 -0.54 20.90 0| 0 45 0 4400 2.09 -0.66 20.32 0| 0 89 0 4500 2.79 -0.77 19.76 0| 0 25 0 4600 3.61 -0.86 19.29 0| 0 0 0 4700 4.51 -0.92 18.98 0| 0 37 0 4800 8.44 -0.99 22.95 0| 0 0 0 5200 12.43 -1.00 27.00 0| 0 0 0 5600 Total 28| 0 2,514 0 Indicative a-t-m Vol 22.65 Underlying Price 43.570 Time to expiry: 79 Days Nov 10 0.15 -0.05 33.90 0| 0 138 0 3400 0.25 -0.08 30.99 0| 0 64 0 3600 0.43 -0.14 28.86 0| 0 70 0 3800 0.73 -0.22 26.25 0| 0 54 0 4000 0.95 -0.28 25.18 0| 0 34 0 4100 1.22 -0.35 24.08 0| 0 53 0 4200 1.58 -0.43 23.24 0| 0 0 0 4300 2.01 -0.51 22.20 0| 0 0 0 4400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 72 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.20 -0.69 21.08 0| 0 0 0 4600 4.73 -0.84 20.19 0| 0 0 0 4800 Total 0| 0 413 0 Indicative a-t-m Vol 22.71 Underlying Price 43.570 Time to expiry: 107 Days Dec 10 0.03 -0.01 65.00 0| 0 0 0 1887 0.04 -0.01 55.05 0| 0 100 0 2265 0.10 -0.02 42.82 0| 0 30 0 2831 0.12 -0.03 38.44 0| 0 277 0 3020 0.17 -0.04 35.74 0| 0 363 0 3200 0.24 -0.07 32.67 0| 0 14,763 0 3397 0.37 -0.10 30.41 0| 0 5,037 0 3586 0.57 -0.15 28.26 0| 0 1,443 0 3774 0.96 -0.24 26.03 0| 0 9,538 0 4000 1.66 -0.39 23.82 0| 0 7,956 0 4246 2.29 -0.50 22.29 0| 0 6,471 0 4400 2.99 -0.60 21.58 0| 0 2,122 0 4529 4.27 -0.74 20.80 0| 0 60 0 4718 4.91 -0.79 20.68 0| 0 0 0 4800 6.61 -0.89 19.97 0| 0 750 0 5000 9.29 -0.97 19.56 0| 0 1 0 5284 13.05 -1.00 19.07 0| 0 0 0 5662 16.82 -1.00 19.48 0| 0 0 0 6039 20.43 -1.00 20.38 0| 0 0 0 6400 28.43 -1.00 23.93 0| 0 0 0 7200 31.92 -1.00 26.00 0| 0 0 0 7549 Total 0| 0 48,911 0 Indicative a-t-m Vol 23.38 Underlying Price 43.570 Time to expiry: 198 Days Mar 11 0.23 -0.04 37.82 0| 0 74 0 2800 0.54 0.42 -0.08 32.84 0.54 0.54 20| 0 764 0 3200 0.87 -0.16 29.31 0| 0 459 0 3600 1.19 -0.21 27.40 0| 0 281 0 3800 1.67 -0.29 25.94 0| 0 2,589 0 4000 2.31 -0.38 24.57 0| 0 212 0 4200 3.25 3.12 -0.48 23.05 3.25 3.25 56| 0 1,372 0 4400 4.21 -0.59 22.17 0| 0 50 0 4600 5.52 -0.70 21.50 0| 0 132 0 4800 12.46 -0.97 19.96 0| 0 0 0 5600 20.43 -1.00 20.92 0| 0 0 0 6400 28.43 -1.00 24.00 0| 0 0 0 7200 Total 76| 0 5,933 0 Indicative a-t-m Vol 23.96 Underlying Price 43.570 Time to expiry: 289 Days Jun 11 0.04 -0.01 40.67 0| 0 0 0 1887 0.15 -0.02 39.40 0| 0 120 0 2265 0.45 -0.07 35.32 0| 0 0 0 2800 0.61 -0.09 32.80 0| 0 114 0 3020 0.92 0.85 -0.12 31.98 0.92 0.92 51| 0 186 0 3200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.24 1.14 -0.16 30.39 1.24 1.24 51| 0 223 0 3397 1.66 1.51 -0.22 28.67 1.66 1.66 51| 0 273 0 3600 1.92 -0.27 27.36 0| 0 29 0 3774 2.60 -0.35 25.83 0| 0 25 0 4000 3.18 -0.41 24.91 0| 0 1,578 0 4152 4.35 -0.52 23.76 0| 0 3,522 0 4400 5.09 -0.58 23.26 0| 0 0 0 4529 6.82 -0.70 22.02 0| 0 93 0 4800 10.70 -0.86 20.92 0| 0 161 0 5284 14.14 -0.93 20.44 0| 0 0 0 5662 21.30 -0.98 21.24 0| 0 0 0 6400 29.20 -0.99 22.84 0| 0 0 0 7200 32.66 -1.00 24.00 0| 0 0 0 7549 Total 153| 0 6,324 0 Indicative a-t-m Vol 24.60 Underlying Price 43.570 Time to expiry: 471 Days Dec 11 0.39 -0.04 47.00 0| 0 0 0 1887 0.67 -0.06 43.09 0| 0 50 0 2265 1.18 -0.11 36.65 0| 0 70 0 2831 1.41 -0.14 34.64 0| 0 20 0 3020 2.01 -0.20 31.04 0| 0 20 0 3397 2.90 -0.29 28.02 0| 0 1,034 0 3774 2.98 -0.30 27.83 0| 0 1,750 0 3800 3.52 -0.35 26.00 0| 0 0 0 4000 4.57 -0.43 25.00 0| 0 5 0 4246 7.15 -0.60 23.30 0| 0 38 0 4718 14.46 -0.86 21.30 0| 0 0 0 5662 32.67 -0.98 25.00 0| 0 0 0 7549 Total 0| 0 2,987 0 Indicative a-t-m Vol 25.86 Underlying Price 43.570 Time to expiry: 653 Days Jun 12 1.24 -0.09 40.04 0| 0 0 0 2400 2.63 -0.20 33.26 0| 0 0 0 3200 3.61 -0.28 29.99 0| 0 0 0 3600 5.08 -0.38 27.98 0| 0 0 0 4000 6.79 -0.49 25.60 0| 0 0 0 4400 9.05 -0.61 23.78 0| 0 0 0 4800 18.38 -0.87 21.18 0| 0 0 0 6000 37.37 -0.98 22.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.82 Underlying Price 43.570 Time to expiry: 842 Days Dec 12 1.73 -0.11 39.93 0| 0 0 0 2400 3.25 -0.21 33.19 0| 0 0 0 3200 5.72 -0.37 27.94 0| 0 0 0 4000 7.38 -0.47 25.56 0| 0 500 0 4400 9.60 -0.58 23.98 0| 0 0 0 4800 10.78 -0.63 22.99 0| 0 0 0 5000 18.55 -0.84 21.21 0| 0 0 0 6000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 37.42 -0.94 24.87 0| 0 0 0 8000 Total 0| 0 500 0 Indicative a-t-m Vol 25.78 Underlying Price 43.570 Time to expiry: 1024 Days Jun 13 2.25 -0.12 39.59 0| 0 0 0 2400 4.00 -0.23 33.23 0| 0 0 0 3200 6.55 -0.38 27.81 0| 0 0 0 4000 8.28 -0.47 25.54 0| 0 0 0 4400 10.39 -0.57 23.64 0| 0 0 0 4800 19.19 -0.81 21.38 0| 0 0 0 6000 37.50 -0.93 23.77 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.93 Underlying Price 43.570 Time to expiry: 1206 Days Dec 13 2.49 -0.13 38.50 0| 0 0 0 2400 4.46 -0.23 33.18 0| 0 0 0 3200 6.98 -0.37 27.78 0| 0 0 0 4000 10.70 -0.55 23.64 0| 0 1,000 0 4800 19.25 -0.78 21.25 0| 0 0 0 6000 37.55 -0.89 25.09 0| 0 0 0 8000 Total 0| 0 1,000 0 Indicative a-t-m Vol 26.04 Underlying Price 43.570 Time to expiry: 1570 Days Dec 14 3.31 -0.14 38.64 0| 0 0 0 2400 5.48 -0.24 33.32 0| 0 0 0 3200 8.04 -0.37 27.93 0| 0 0 0 4000 11.58 -0.53 23.70 0| 0 0 0 4800 19.73 -0.74 21.41 0| 0 0 0 6000 37.60 -0.86 25.53 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 635| 423 83,799 -24 Grand Total 1,677| 845 148,395 +30 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 75 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Danone European (BN2) Indicative a-t-m Vol 21.10 Underlying Price 43.570 Time to expiry: 16 Days Sep 10 20.92 1.00 54.46 0| 0 0 0 2265 15.27 1.00 48.48 0| 0 0 0 2831 12.91 1.00 42.62 0| 0 71 0 3067 10.55 1.00 37.80 0| 0 440 0 3303 9.58 1.00 35.07 0| 0 0 0 3400 8.19 1.00 33.88 0| 0 2,400 0 3539 5.85 0.99 29.77 0| 0 7 0 3774 3.54 0.94 25.02 0| 0 270 0 4010 2.70 0.89 23.59 0| 0 0 0 4100 1.84 0.79 22.19 0| 0 0 0 4200 1.49 0.72 22.01 0| 0 500 0 4246 1.13 0.62 21.49 0| 0 0 0 4300 0.59 0.42 20.80 0| 0 4,998 0 4400 0.32 0.27 20.70 0| 0 100 0 4482 0.13 0.13 21.56 0| 0 647 0 4600 0.02 0.03 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 23.24 Underlying Price 43.570 Time to expiry: 198 Days Mar 11 21.02 0.98 45.30 0| 0 0 0 2265 15.52 0.96 37.08 0| 0 0 0 2831 13.72 0.94 34.72 0| 0 0 0 3020 11.09 0.91 31.58 0| 0 0 0 3303 8.99 0.86 29.22 0| 0 0 0 3539 7.03 0.80 27.33 0| 0 0 0 3774 5.20 0.71 25.29 0| 0 0 0 4010 3.68 0.60 24.03 0| 0 8 0 4246 2.79 0.52 22.93 0| 0 150 0 4400 2.41 0.47 22.74 0| 0 50 0 4482 1.91 0.41 22.22 0| 0 50 0 4600 1.47 0.34 21.60 0| 0 20 0 4718 1.21 0.30 21.29 0| 0 100 0 4800 0.44 0.14 20.36 0| 0 361 0 5190 0.10 0.04 19.63 0| 0 0 0 5662 0.02 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 24.98 Underlying Price 43.570 Time to expiry: 380 Days Sep 11 20.41 0.95 44.79 0| 0 0 0 2265 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.43 0.89 40.04 0| 0 0 0 2831 13.81 0.86 37.90 0| 0 0 0 3020 11.47 0.82 35.10 0| 0 0 0 3303 9.09 0.76 31.97 0| 0 0 0 3600 7.86 0.71 30.82 0| 0 0 0 3774 6.23 0.65 28.51 0| 0 0 0 4000 4.60 0.56 25.94 0| 0 0 0 4246 3.05 0.45 23.50 0| 0 7 0 4529 2.34 0.38 22.95 0| 0 0 0 4718 0.91 0.20 21.43 0| 0 0 0 5284 0.48 0.12 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 25.08 Underlying Price 43.570 Time to expiry: 562 Days Mar 12 21.05 0.93 44.43 0| 0 0 0 2265 16.42 0.86 40.65 0| 0 0 0 2831 14.89 0.84 38.62 0| 0 0 0 3020 13.36 0.81 36.32 0| 0 0 0 3200 11.81 0.78 34.29 0| 0 0 0 3397 10.21 0.74 32.13 0| 0 0 0 3600 8.91 0.71 30.24 0| 0 0 0 3774 7.24 0.65 27.81 0| 0 0 0 4000 5.59 0.58 25.48 0| 0 0 0 4246 3.44 0.44 23.78 0| 0 0 0 4718 1.07 0.19 21.76 0| 0 0 0 5662 0.14 0.03 24.56 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.03 Underlying Price 43.570 Time to expiry: 751 Days Sep 12 20.55 0.90 44.29 0| 0 0 0 2265 14.56 0.81 37.33 0| 0 0 0 3020 9.11 0.68 30.75 0| 0 0 0 3774 7.54 0.63 28.39 0| 0 0 0 4000 4.62 0.49 24.89 0| 0 0 0 4529 3.63 0.42 24.30 0| 0 0 0 4800 1.46 0.22 22.42 0| 0 0 0 5662 0.31 0.06 25.26 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.28 Underlying Price 43.570 Time to expiry: 926 Days Mar 13 20.14 0.88 42.96 0| 0 0 0 2400 14.21 0.78 36.46 0| 0 0 0 3200 8.41 0.64 28.39 0| 0 0 0 4000 5.87 0.55 24.90 0| 0 0 0 4400 4.36 0.45 24.24 0| 0 0 0 4800 1.57 0.22 22.59 0| 0 0 0 6000 0.58 0.09 25.51 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 26.88 Underlying Price 43.570 Time to expiry: 1115 Days Sep 13 19.78 0.87 43.35 0| 0 0 0 2400 13.97 0.77 35.97 0| 0 0 0 3200 8.48 0.63 28.64 0| 0 0 0 4000 4.66 0.46 24.70 0| 0 0 0 4800 1.87 0.24 23.02 0| 0 0 0 6000 0.82 0.11 25.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.57 Underlying Price 43.570 Time to expiry: 1297 Days Mar 14 20.50 0.86 43.62 0| 0 0 0 2400 14.77 0.77 35.97 0| 0 0 0 3200 9.10 0.64 28.02 0| 0 0 0 4000 5.36 0.48 24.76 0| 0 0 0 4800 2.53 0.28 23.58 0| 0 0 0 6000 1.27 0.15 26.63 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.79 Underlying Price 43.570 Time to expiry: 1479 Days Sep 14 19.90 0.86 43.06 0| 0 0 0 2400 14.42 0.76 35.84 0| 0 0 0 3200 9.05 0.63 28.27 0| 0 0 0 4000 5.45 0.48 24.96 0| 0 0 0 4800 2.78 0.30 24.09 0| 0 0 0 6000 1.49 0.17 26.84 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.79 Underlying Price 43.570 Time to expiry: 1661 Days Mar 15 20.65 0.86 43.62 0| 0 0 0 2400 15.21 0.77 36.09 0| 0 0 0 3200 9.73 0.65 28.14 0| 0 0 0 4000 6.15 0.51 25.12 0| 0 0 0 4800 3.45 0.34 24.56 0| 0 0 0 6000 2.03 0.21 27.40 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 14,541 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.10 Underlying Price 43.570 Time to expiry: 16 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 0.00 33.88 0| 0 17,578 0 3539 0.01 -0.01 29.77 0| 0 2,362 0 3774 0.06 -0.06 25.02 0| 0 1,830 0 4010 0.12 -0.11 23.59 0| 0 0 0 4100 0.26 -0.21 22.19 0| 0 0 0 4200 0.38 -0.28 22.01 0| 0 2,677 0 4246 0.55 -0.38 21.49 0| 0 0 0 4300 1.01 -0.58 20.80 0| 0 3,590 0 4400 1.56 -0.73 20.70 0| 0 1,506 0 4482 2.55 -0.87 21.56 0| 0 745 0 4600 3.62 -0.97 19.91 0| 0 10 0 4718 4.43 -0.99 19.91 0| 0 0 0 4800 8.32 -1.00 20.52 0| 0 0 0 5190 13.04 -1.00 22.33 0| 0 0 0 5662 17.75 -1.00 24.30 0| 0 0 0 6133 28.42 -1.00 28.22 0| 0 0 0 7200 Total 0| 0 32,392 0 Indicative a-t-m Vol 23.24 Underlying Price 43.570 Time to expiry: 198 Days Mar 11 0.10 -0.02 45.30 0| 0 0 0 2265 0.23 -0.04 37.08 0| 0 0 0 2831 0.31 -0.06 34.72 0| 0 500 0 3020 0.49 -0.09 31.58 0| 0 0 0 3303 0.73 -0.14 29.22 0| 0 10 0 3539 1.12 -0.20 27.33 0| 0 0 0 3774 1.64 -0.29 25.29 0| 0 120 0 4010 2.46 -0.40 24.03 0| 0 1,256 0 4246 3.11 -0.48 22.93 0| 0 540 0 4400 3.54 -0.53 22.74 0| 0 4,210 0 4482 4.21 -0.59 22.22 0| 0 50 0 4600 4.94 -0.66 21.60 0| 0 0 0 4718 5.50 -0.70 21.29 0| 0 50 0 4800 8.61 -0.86 20.36 0| 0 0 0 5190 12.97 -0.96 19.63 0| 0 0 0 5662 17.57 -0.99 19.12 0| 0 0 0 6133 28.17 -1.00 20.15 0| 0 0 0 7200 Total 0| 0 6,736 0 Indicative a-t-m Vol 24.98 Underlying Price 43.570 Time to expiry: 380 Days Sep 11 0.52 -0.05 44.79 0| 0 0 0 2265 1.13 -0.11 40.04 0| 0 0 0 2831 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 79 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.37 -0.14 37.90 0| 0 0 0 3020 1.82 -0.18 35.10 0| 0 0 0 3303 2.39 -0.24 31.97 0| 0 0 0 3600 2.87 -0.29 30.82 0| 0 0 0 3774 3.48 -0.35 28.51 0| 0 0 0 4000 4.27 -0.44 25.94 0| 0 30 0 4246 5.52 -0.55 23.50 0| 0 0 0 4529 6.68 -0.62 22.95 0| 0 0 0 4718 10.84 -0.80 21.43 0| 0 0 0 5284 14.14 -0.88 21.10 0| 0 0 0 5662 36.78 -0.99 23.90 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 25.08 Underlying Price 43.570 Time to expiry: 562 Days Mar 12 0.99 -0.07 44.43 0| 0 0 0 2265 1.91 -0.14 40.65 0| 0 0 0 2831 2.23 -0.16 38.62 0| 0 0 0 3020 2.47 -0.19 36.32 0| 0 0 0 3200 2.86 -0.22 34.29 0| 0 0 0 3397 3.24 -0.26 32.13 0| 0 91 0 3600 3.65 -0.29 30.24 0| 0 0 0 3774 4.20 -0.35 27.81 0| 0 0 0 4000 4.96 -0.42 25.48 0| 0 0 0 4246 7.44 -0.56 23.78 0| 0 0 0 4718 14.33 -0.81 21.76 0| 0 0 0 5662 36.32 -0.97 24.56 0| 0 0 0 8000 Total 0| 0 91 0 Indicative a-t-m Vol 26.03 Underlying Price 43.570 Time to expiry: 751 Days Sep 12 1.62 -0.10 44.29 0| 0 80 0 2265 2.97 -0.19 37.33 0| 0 0 0 3020 4.84 -0.32 30.75 0| 0 0 0 3774 5.47 -0.37 28.39 0| 0 0 0 4000 7.69 -0.51 24.89 0| 0 0 0 4529 9.34 -0.58 24.30 0| 0 0 0 4800 15.54 -0.78 22.42 0| 0 0 0 5662 37.12 -0.94 25.26 0| 0 0 0 8000 Total 0| 0 80 0 Indicative a-t-m Vol 25.28 Underlying Price 43.570 Time to expiry: 926 Days Mar 13 2.29 -0.12 42.96 0| 0 0 0 2400 4.05 -0.22 36.46 0| 0 0 0 3200 5.96 -0.36 28.39 0| 0 0 0 4000 7.27 -0.45 24.90 0| 0 0 0 4400 9.61 -0.55 24.24 0| 0 0 0 4800 18.37 -0.78 22.59 0| 0 0 0 6000 36.63 -0.91 25.51 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 80 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 26.88 Underlying Price 43.570 Time to expiry: 1115 Days Sep 13 2.99 -0.13 43.35 0| 0 0 0 2400 4.79 -0.23 35.97 0| 0 0 0 3200 6.91 -0.37 28.64 0| 0 0 0 4000 10.70 -0.54 24.70 0| 0 0 0 4800 19.33 -0.76 23.02 0| 0 0 0 6000 37.31 -0.89 25.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.57 Underlying Price 43.570 Time to expiry: 1297 Days Mar 14 3.42 -0.14 43.62 0| 0 0 0 2400 5.21 -0.23 35.97 0| 0 0 0 3200 7.05 -0.36 28.02 0| 0 0 0 4000 10.83 -0.52 24.76 0| 0 0 0 4800 19.27 -0.72 23.58 0| 0 0 0 6000 36.80 -0.85 26.63 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.79 Underlying Price 43.570 Time to expiry: 1479 Days Sep 14 3.90 -0.14 43.06 0| 0 0 0 2400 5.84 -0.24 35.84 0| 0 0 0 3200 7.88 -0.37 28.27 0| 0 0 0 4000 11.70 -0.52 24.96 0| 0 0 0 4800 20.15 -0.70 24.09 0| 0 0 0 6000 37.40 -0.83 26.84 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.79 Underlying Price 43.570 Time to expiry: 1661 Days Mar 15 4.32 -0.14 43.62 0| 0 0 0 2400 6.18 -0.23 36.09 0| 0 0 0 3200 8.00 -0.35 28.14 0| 0 0 0 4000 11.73 -0.49 25.12 0| 0 0 0 4800 19.99 -0.66 24.56 0| 0 0 0 6000 36.84 -0.79 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 25.44 Underlying Price 49.280 Time to expiry: 16 Days Sep 10 25.28 1.00 49.76 0| 0 0 0 2400 21.29 1.00 46.11 0| 0 0 0 2800 17.29 1.00 43.14 0| 0 0 0 3200 13.29 1.00 38.85 0| 0 0 0 3600 11.29 1.00 36.56 0| 0 0 0 3800 9.29 1.00 34.28 0| 0 0 0 4000 7.30 0.99 32.40 0| 0 0 0 4200 5.33 0.96 29.97 0| 0 0 0 4400 4.38 0.93 28.79 0| 0 0 0 4500 3.46 0.88 27.71 0| 0 0 0 4600 2.61 0.80 26.99 0| 0 0 0 4700 1.83 0.70 25.53 0| 0 1,006 0 4800 1.23 0.55 25.68 0| 0 0 0 4900 0.74 0.40 24.81 0| 0 34 0 5000 0.19 0.15 23.43 0| 0 1,156 0 5200 0.02 0.03 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 20.00 0| 0 0 0 8000 Total 0| 0 2,388 0 Indicative a-t-m Vol 23.00 Underlying Price 49.280 Time to expiry: 44 Days Oct 10 9.33 0.98 31.73 0| 0 0 0 4000 7.39 0.95 29.44 0| 0 0 0 4200 5.53 0.89 27.47 0| 0 0 0 4400 4.64 0.85 26.40 0| 0 0 0 4500 3.80 0.79 25.44 0| 0 0 0 4600 3.03 0.72 24.66 0| 0 0 0 4700 2.31 0.64 23.52 0| 0 0 0 4800 1.73 0.54 23.22 0| 0 0 0 4900 1.21 0.44 22.43 0| 0 0 0 5000 0.54 0.25 21.60 0| 0 0 0 5200 0.17 0.11 20.31 0| 0 0 0 5400 0.04 0.03 19.47 0| 0 0 0 5600 0.01 0.00 20.00 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 22.96 Underlying Price 49.280 Time to expiry: 79 Days Nov 10 9.51 0.93 31.30 0| 0 0 0 4000 7.61 0.90 28.17 0| 0 0 0 4200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 82 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.85 0.84 26.37 0| 0 0 0 4400 5.00 0.80 25.25 0| 0 0 0 4500 4.22 0.75 24.63 0| 0 0 0 4600 3.49 0.69 23.94 0| 0 0 0 4700 2.80 0.62 23.03 0| 0 0 0 4800 2.27 0.54 23.02 0| 0 3 0 4900 1.04 0.32 22.38 0| 0 0 0 5200 0.26 0.11 21.43 0| 0 0 0 5600 0.04 0.02 20.94 0| 0 0 0 6000 Total 0| 0 3 0 Indicative a-t-m Vol 22.75 Underlying Price 49.280 Time to expiry: 107 Days Dec 10 33.29 1.00 48.96 0| 0 0 0 1600 29.29 1.00 48.89 0| 0 0 0 2000 25.29 1.00 45.52 0| 0 0 0 2400 21.31 1.00 41.11 0| 0 0 0 2800 17.35 0.99 36.62 0| 0 0 0 3200 13.42 0.97 32.44 0| 0 0 0 3600 11.50 0.95 30.53 0| 0 0 0 3800 9.63 0.92 29.12 0| 0 0 0 4000 7.80 0.88 27.15 0| 0 0 0 4200 6.06 0.82 25.49 0| 0 150 0 4400 4.49 0.73 23.98 0| 0 500 0 4600 3.11 0.61 22.63 0| 0 0 0 4800 1.41 0.36 23.00 0| 0 525 0 5200 0.53 0.17 23.00 0| 0 100 0 5600 0.18 0.07 23.30 0| 0 55 0 6000 0.01 0.01 18.50 0| 0 0 0 6400 0.01 0.00 19.40 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 22.27 Underlying Price 49.280 Time to expiry: 198 Days Mar 11 17.49 0.97 33.39 0| 0 0 0 3200 13.72 0.93 31.04 0| 0 0 0 3600 10.09 0.87 27.85 0| 0 0 0 4000 8.38 0.83 26.45 0| 0 0 0 4200 6.77 0.77 25.06 0| 0 0 0 4400 5.29 0.69 23.79 0| 0 50 0 4600 4.00 0.60 22.72 0| 0 25 0 4800 2.04 0.40 21.30 0| 0 51 0 5200 0.84 0.22 19.85 0| 0 224 0 5600 0.08 0.03 18.50 0| 0 100 0 6400 0.01 0.01 19.40 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 22.20 Underlying Price 49.280 Time to expiry: 289 Days Jun 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 83 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 29.30 1.00 34.22 0| 0 0 0 2000 25.35 1.00 32.04 0| 0 0 0 2400 21.42 0.99 30.66 0| 0 0 0 2800 17.57 0.97 29.26 0| 0 0 0 3200 13.86 0.93 27.47 0| 0 0 0 3600 10.37 0.86 25.71 0| 0 0 0 4000 7.23 0.75 23.94 0| 0 0 0 4400 5.86 0.68 23.24 0| 0 0 0 4600 4.63 0.60 22.56 0| 0 0 0 4800 2.68 0.44 21.44 0| 0 0 0 5200 1.37 0.28 20.44 0| 0 0 0 5600 0.58 0.15 19.22 0| 0 0 0 6000 0.24 0.07 18.85 0| 0 0 0 6400 0.05 0.02 19.40 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 21.86 Underlying Price 49.280 Time to expiry: 471 Days Dec 11 25.40 0.99 31.38 0| 0 0 0 2400 17.83 0.94 28.58 0| 0 0 0 3200 11.02 0.82 25.40 0| 0 0 0 4000 8.06 0.72 23.73 0| 0 0 0 4400 5.55 0.60 22.19 0| 0 0 0 4800 2.16 0.33 20.14 0| 0 0 0 5600 1.22 0.22 19.38 0| 0 0 0 6000 0.03 0.01 17.38 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 21.91 Underlying Price 49.280 Time to expiry: 653 Days Jun 12 18.22 0.92 28.63 0| 0 0 0 3200 11.77 0.79 25.45 0| 0 0 0 4000 6.45 0.61 22.24 0| 0 0 0 4800 2.94 0.38 20.19 0| 0 0 0 5600 1.85 0.27 19.43 0| 0 0 0 6000 0.10 0.02 17.43 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 4,171 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 84 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dassault Systemes (100) (DS1) Indicative a-t-m Vol 25.44 Underlying Price 49.280 Time to expiry: 16 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 0.00 36.56 0| 0 50 0 3800 0.01 0.00 34.28 0| 0 50 0 4000 0.01 -0.01 32.40 0| 0 100 0 4200 0.05 -0.04 29.97 0| 0 29 0 4400 0.10 -0.07 28.79 0| 0 0 0 4500 0.18 -0.12 27.71 0| 0 68 0 4600 0.33 -0.20 26.99 0| 0 0 0 4700 0.56 -0.31 25.53 0| 0 57 0 4800 0.97 -0.45 25.68 0| 0 0 0 4900 1.49 -0.60 24.81 0| 0 29 0 5000 2.94 -0.85 23.43 0| 0 400 0 5200 4.78 -0.97 21.96 0| 0 0 0 5400 6.76 -1.00 20.92 0| 0 0 0 5600 10.76 -1.00 19.42 0| 0 0 0 6000 14.76 -1.00 18.69 0| 0 0 0 6400 18.76 -1.00 18.93 0| 0 0 0 6800 22.76 -1.00 19.41 0| 0 0 0 7200 30.75 -1.00 20.00 0| 0 0 0 8000 Total 0| 0 783 0 Indicative a-t-m Vol 23.00 Underlying Price 49.280 Time to expiry: 44 Days Oct 10 0.06 -0.03 31.73 0| 0 0 0 4000 0.12 -0.06 29.44 0| 0 0 0 4200 0.27 -0.11 27.47 0| 0 0 0 4400 0.38 -0.15 26.40 0| 0 0 0 4500 0.54 -0.21 25.44 0| 0 0 0 4600 0.77 -0.28 24.66 0| 0 0 0 4700 1.05 -0.36 23.52 0| 0 0 0 4800 1.47 -0.46 23.22 0| 0 0 0 4900 1.95 -0.56 22.43 0| 0 0 0 5000 3.28 -0.75 21.60 0| 0 0 0 5200 4.92 -0.90 20.31 0| 0 0 0 5400 6.79 -0.97 19.47 0| 0 0 0 5600 10.76 -1.00 20.00 0| 0 0 0 6000 14.76 -1.00 18.50 0| 0 0 0 6400 18.75 -1.00 18.50 0| 0 0 0 6800 Total 0| 0 0 0 Indicative a-t-m Vol 22.96 Underlying Price 49.280 Time to expiry: 79 Days Nov 10 0.22 -0.07 31.30 0| 0 0 0 4000 0.32 -0.10 28.17 0| 0 0 0 4200 0.56 -0.16 26.37 0| 0 0 0 4400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.70 -0.20 25.25 0| 0 0 0 4500 0.92 -0.25 24.63 0| 0 0 0 4600 1.19 -0.31 23.94 0| 0 0 0 4700 1.50 -0.38 23.03 0| 0 0 0 4800 1.97 -0.46 23.02 0| 0 0 0 4900 3.74 -0.68 22.38 0| 0 0 0 5200 6.97 -0.89 21.43 0| 0 0 0 5600 10.77 -0.98 20.94 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 22.75 Underlying Price 49.280 Time to expiry: 107 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 0.01 0.00 41.11 0| 0 144 0 2800 0.04 -0.01 36.62 0| 0 0 0 3200 0.11 -0.03 32.44 0| 0 0 0 3600 0.18 -0.05 30.53 0| 0 0 0 3800 0.31 -0.08 29.12 0| 0 180 0 4000 0.47 -0.12 27.15 0| 0 0 0 4200 0.74 -0.19 25.49 0| 0 81 0 4400 1.17 -0.28 23.98 0| 0 500 0 4600 1.78 -0.39 22.63 0| 0 1 0 4800 4.09 -0.64 23.00 0| 0 0 0 5200 7.21 -0.83 23.00 0| 0 0 0 5600 10.87 -0.94 23.30 0| 0 0 0 6000 14.75 -1.00 18.50 0| 0 0 0 6400 22.74 -1.00 19.40 0| 0 0 0 7200 30.74 -1.00 19.46 0| 0 0 0 8000 Total 0| 0 906 0 Indicative a-t-m Vol 22.27 Underlying Price 49.280 Time to expiry: 198 Days Mar 11 0.15 -0.03 33.39 0| 0 10 0 3200 0.37 -0.07 31.04 0| 0 0 0 3600 0.71 -0.13 27.85 0| 0 78 0 4000 1.00 -0.18 26.45 0| 0 28 0 4200 1.38 -0.24 25.06 0| 0 0 0 4400 1.90 -0.31 23.79 0| 0 0 0 4600 2.60 -0.40 22.72 0| 0 0 0 4800 4.64 -0.60 21.30 0| 0 0 0 5200 7.44 -0.79 19.85 0| 0 0 0 5600 14.76 -0.98 18.50 0| 0 0 0 6400 22.73 -1.00 19.40 0| 0 0 0 7200 30.73 -1.00 18.01 0| 0 0 0 8000 Total 0| 0 116 0 Indicative a-t-m Vol 22.20 Underlying Price 49.280 Time to expiry: 289 Days Jun 11 0.01 0.00 34.22 0| 0 0 0 2000 0.02 0.00 32.04 0| 0 0 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 86 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.07 -0.01 30.66 0| 0 0 0 2800 0.21 -0.04 29.26 0| 0 0 0 3200 0.50 -0.08 27.47 0| 0 0 0 3600 1.03 -0.16 25.71 0| 0 0 0 4000 1.92 -0.27 23.94 0| 0 0 0 4400 2.57 -0.34 23.24 0| 0 0 0 4600 3.37 -0.42 22.56 0| 0 0 0 4800 5.46 -0.58 21.44 0| 0 0 0 5200 8.19 -0.74 20.44 0| 0 0 0 5600 11.41 -0.86 19.22 0| 0 0 0 6000 15.06 -0.93 18.85 0| 0 0 0 6400 22.81 -0.98 19.40 0| 0 0 0 7200 30.73 -1.00 17.22 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 21.86 Underlying Price 49.280 Time to expiry: 471 Days Dec 11 0.09 -0.01 31.38 0| 0 0 0 2400 0.54 -0.07 28.58 0| 0 0 0 3200 1.73 -0.19 25.40 0| 0 0 0 4000 2.75 -0.29 23.73 0| 0 0 0 4400 4.22 -0.41 22.19 0| 0 0 0 4800 8.81 -0.68 20.14 0| 0 0 0 5600 11.86 -0.79 19.38 0| 0 0 0 6000 30.72 -1.00 17.38 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 21.91 Underlying Price 49.280 Time to expiry: 653 Days Jun 12 0.96 -0.09 28.63 0| 0 0 0 3200 2.44 -0.22 25.45 0| 0 0 0 4000 5.03 -0.41 22.24 0| 0 0 0 4800 9.47 -0.64 20.19 0| 0 0 0 5600 12.35 -0.74 19.43 0| 0 0 0 6000 30.72 -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 5,976 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dassault Systemes European (DS3) Indicative a-t-m Vol 25.74 Underlying Price 49.280 Time to expiry: 16 Days Sep 10 33.23 1.00 52.52 0| 0 0 0 1600 29.23 1.00 52.15 0| 0 0 0 2000 25.23 1.00 50.06 0| 0 0 0 2400 21.24 1.00 46.41 0| 0 0 0 2800 17.24 1.00 43.44 0| 0 0 0 3200 13.24 1.00 39.15 0| 0 0 0 3600 11.24 1.00 36.86 0| 0 0 0 3800 9.24 1.00 34.58 0| 0 0 0 4000 7.25 0.99 32.70 0| 0 70 0 4200 5.29 0.96 30.27 0| 0 500 0 4400 4.34 0.93 28.86 0| 0 0 0 4500 3.43 0.88 28.01 0| 0 0 0 4600 2.58 0.79 27.31 0| 0 0 0 4700 1.81 0.69 25.83 0| 0 30 0 4800 1.23 0.55 25.98 0| 0 0 0 4900 0.74 0.40 25.11 0| 0 0 0 5000 0.19 0.15 23.73 0| 0 0 0 5200 0.03 0.03 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 22.23 Underlying Price 49.280 Time to expiry: 198 Days Mar 11 29.24 1.00 42.67 0| 0 0 0 2000 25.28 0.99 40.73 0| 0 0 0 2400 21.35 0.99 37.88 0| 0 0 0 2800 17.47 0.97 34.37 0| 0 0 0 3200 13.68 0.93 31.00 0| 0 0 0 3600 10.05 0.87 27.81 0| 0 0 0 4000 8.34 0.82 26.41 0| 0 0 0 4200 6.73 0.76 25.02 0| 0 0 0 4400 5.26 0.69 23.75 0| 0 0 0 4600 3.97 0.60 22.68 0| 0 0 0 4800 2.02 0.40 21.26 0| 0 0 0 5200 0.83 0.22 19.81 0| 0 0 0 5600 0.27 0.09 18.84 0| 0 0 0 6000 0.07 0.03 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 26.22 Underlying Price 49.280 Time to expiry: 380 Days Sep 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.12 0.98 40.00 0| 0 0 0 2400 17.76 0.92 34.85 0| 0 0 0 3200 14.35 0.87 32.67 0| 0 0 0 3600 11.26 0.79 31.29 0| 0 0 0 4000 8.33 0.70 28.71 0| 0 70 0 4400 5.80 0.59 26.51 0| 0 0 0 4800 2.53 0.35 24.67 0| 0 0 0 5600 1.55 0.25 23.96 0| 0 0 0 6000 0.14 0.03 24.32 0| 0 0 0 8000 Total 0| 0 70 0 Indicative a-t-m Vol 25.76 Underlying Price 49.280 Time to expiry: 562 Days Mar 12 18.49 0.89 34.00 0| 0 0 0 3200 12.40 0.77 30.94 0| 0 0 0 4000 9.48 0.70 28.15 0| 0 0 0 4400 6.95 0.60 26.02 0| 0 0 0 4800 3.58 0.40 24.38 0| 0 0 0 5600 2.52 0.31 24.06 0| 0 0 0 6000 0.41 0.07 23.86 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 2,254 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 89 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dassault Systemes European (DS3) Indicative a-t-m Vol 25.74 Underlying Price 49.280 Time to expiry: 16 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 0.00 36.86 0| 0 510 0 3800 0.01 0.00 34.58 0| 0 0 0 4000 0.01 -0.01 32.70 0| 0 196 0 4200 0.05 -0.04 30.27 0| 0 0 0 4400 0.10 -0.07 28.86 0| 0 0 0 4500 0.19 -0.12 28.01 0| 0 0 0 4600 0.35 -0.21 27.31 0| 0 0 0 4700 0.57 -0.31 25.83 0| 0 0 0 4800 0.99 -0.45 25.98 0| 0 0 0 4900 1.50 -0.60 25.11 0| 0 0 0 5000 2.95 -0.85 23.73 0| 0 0 0 5200 4.78 -0.97 22.26 0| 0 0 0 5400 6.76 -1.00 21.22 0| 0 0 0 5600 10.76 -1.00 19.72 0| 0 0 0 6000 14.76 -1.00 18.99 0| 0 0 0 6400 18.76 -1.00 19.23 0| 0 0 0 6800 22.76 -1.00 19.71 0| 0 0 0 7200 30.75 -1.00 23.06 0| 0 0 0 8000 Total 0| 0 4,952 0 Indicative a-t-m Vol 22.23 Underlying Price 49.280 Time to expiry: 198 Days Mar 11 0.01 0.00 42.67 0| 0 0 0 2000 0.03 -0.01 40.73 0| 0 0 0 2400 0.08 -0.01 37.88 0| 0 0 0 2800 0.18 -0.03 34.37 0| 0 0 0 3200 0.36 -0.07 31.00 0| 0 79 0 3600 0.71 -0.13 27.81 0| 0 0 0 4000 1.00 -0.18 26.41 0| 0 0 0 4200 1.38 -0.24 25.02 0| 0 0 0 4400 1.90 -0.31 23.75 0| 0 0 0 4600 2.60 -0.40 22.68 0| 0 0 0 4800 4.63 -0.60 21.26 0| 0 0 0 5200 7.41 -0.78 19.81 0| 0 0 0 5600 10.84 -0.91 18.84 0| 0 0 0 6000 14.61 -0.97 18.04 0| 0 0 0 6400 22.50 -1.00 17.75 0| 0 0 0 7200 30.46 -1.00 17.78 0| 0 0 0 8000 Total 0| 0 79 0 Indicative a-t-m Vol 26.22 Underlying Price 49.280 Time to expiry: 380 Days Sep 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.22 -0.02 40.00 0| 0 0 0 2400 0.76 -0.08 34.85 0| 0 0 0 3200 1.30 -0.13 32.67 0| 0 0 0 3600 2.16 -0.21 31.29 0| 0 0 0 4000 3.19 -0.30 28.71 0| 0 0 0 4400 4.60 -0.41 26.51 0| 0 0 0 4800 9.23 -0.65 24.67 0| 0 0 0 5600 12.21 -0.75 23.96 0| 0 0 0 6000 30.56 -0.97 24.32 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.76 Underlying Price 49.280 Time to expiry: 562 Days Mar 12 1.25 -0.11 34.00 0| 0 50 0 3200 3.01 -0.23 30.94 0| 0 0 0 4000 4.01 -0.30 28.15 0| 0 0 0 4400 5.40 -0.40 26.02 0| 0 0 0 4800 9.88 -0.60 24.38 0| 0 0 0 5600 12.75 -0.69 24.06 0| 0 0 0 6000 30.25 -0.93 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 43.06 Underlying Price 3.403 Time to expiry: 16 Days Sep 10 1.80 1.00 73.00 0| 0 0 0 160 1.40 1.00 63.59 0| 0 0 0 200 1.20 1.00 59.71 0| 0 0 0 220 1.00 1.00 56.28 0| 0 0 0 240 0.80 0.99 53.26 0| 0 0 0 260 0.71 0.98 51.89 0| 0 280 0 270 0.61 0.97 50.60 0| 0 0 0 280 0.51 0.94 49.38 0| 0 0 0 290 0.42 0.90 48.24 0| 0 1,000 0 300 0.34 0.83 47.07 0| 0 1,000 0 310 0.26 0.75 46.81 0| 0 1,075 0 320 0.19 0.64 45.29 0| 0 0 0 330 0.13 0.52 43.06 0| 0 1,075 0 340 0.09 0.40 43.88 0| 0 1,000 0 350 0.05 0.29 43.09 0| 0 68 0 360 0.03 0.19 42.03 0| 0 0 0 370 0.02 0.12 41.35 0| 0 50 0 380 0.01 0.07 40.72 0| 0 0 0 390 0.01 0.03 40.14 0| 0 1,100 0 400 0.01 0.01 39.08 0| 0 1,000 0 420 0.01 0.00 38.18 0| 0 100 0 440 0.01 0.00 37.42 0| 0 50 0 460 0.01 0.00 36.77 0| 0 103 0 480 0.01 0.00 35.82 0| 0 0 0 520 0.01 0.00 35.25 0| 0 0 0 560 0.01 0.00 35.01 0| 0 0 0 600 0.01 0.00 35.06 0| 0 0 0 640 0.01 0.00 35.34 0| 0 0 0 680 0.01 0.00 35.84 0| 0 0 0 720 0.01 0.00 37.36 0| 0 1,000 0 800 0.01 0.00 39.46 0| 0 0 0 880 0.01 0.00 42.00 0| 0 0 0 960 Total 0| 0 8,901 0 Indicative a-t-m Vol 43.53 Underlying Price 3.403 Time to expiry: 44 Days Oct 10 1.02 0.96 61.00 0| 0 0 0 240 0.83 0.93 56.64 0| 0 0 0 260 0.65 0.88 52.59 0| 0 0 0 280 0.48 0.80 48.95 0| 0 0 0 300 0.40 0.74 46.98 0| 0 0 0 310 0.33 0.68 45.60 0| 0 0 0 320 0.27 0.61 44.97 0| 0 0 0 330 0.21 0.53 43.53 0| 0 1,000 0 340 0.16 0.45 41.87 0| 0 0 0 350 0.12 0.37 40.67 0| 0 1,000 0 360 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 0.30 40.15 0| 0 9,000 0 370 0.06 0.23 39.42 0| 0 1,000 0 380 0.04 0.18 38.81 0| 0 0 0 390 0.03 0.13 38.34 0| 0 1,400 0 400 0.01 0.06 37.75 0| 0 1,000 0 420 0.01 0.03 37.63 0| 0 0 0 440 0.01 0.01 38.00 0| 0 0 0 460 Total 0| 0 14,400 0 Indicative a-t-m Vol 43.56 Underlying Price 3.403 Time to expiry: 79 Days Nov 10 0.86 0.88 54.00 0| 0 0 0 260 0.69 0.83 50.83 0| 0 0 0 280 0.53 0.75 47.91 0| 0 0 0 300 0.46 0.71 46.70 0| 0 0 0 310 0.39 0.66 44.63 0| 0 0 0 320 0.34 0.60 45.24 0| 0 0 0 330 0.28 0.55 43.56 0| 0 0 0 340 0.23 0.49 43.12 0| 0 1,000 0 350 0.19 0.43 41.75 0| 0 1,000 0 360 0.13 0.32 41.75 0| 0 0 0 380 0.08 0.24 42.00 0| 0 0 0 400 Total 0| 0 2,000 0 Indicative a-t-m Vol 42.77 Underlying Price 3.403 Time to expiry: 107 Days Dec 10 1.81 0.99 66.00 0| 0 0 0 160 1.43 0.96 61.45 0| 0 0 0 200 1.06 0.90 56.02 0| 0 46 0 240 0.89 0.86 53.30 0| 0 0 0 260 0.73 0.80 51.30 0| 0 20 0 280 0.58 0.73 47.71 0| 0 0 0 300 0.44 0.65 45.97 0| 0 122 0 320 0.32 0.55 42.77 0| 0 5 0 340 0.23 0.45 41.30 0| 0 129 0 360 0.16 0.35 40.11 0| 0 101 0 380 0.09 0.25 37.69 0| 0 2,262 0 400 0.05 0.17 36.01 0| 0 22 0 420 0.03 0.10 34.47 0| 0 100 0 440 0.01 0.06 33.06 0| 0 0 0 460 0.01 0.03 31.76 0| 0 78 0 480 0.01 0.01 29.51 0| 0 0 0 520 0.01 0.00 27.68 0| 0 0 0 560 0.01 0.00 26.23 0| 0 10,020 0 600 0.01 0.00 25.12 0| 0 15,000 0 640 0.01 0.00 23.80 0| 0 0 0 720 0.01 0.00 23.49 0| 0 80 0 800 0.01 0.00 32.00 0| 0 0 0 1200 Total 0| 0 27,985 0 Indicative a-t-m Vol 42.26 Underlying Price 3.403 Time to expiry: 198 Days Mar 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.83 0.97 62.00 0| 0 0 0 160 1.47 0.93 58.71 0| 0 0 0 200 1.13 0.86 54.04 0| 0 0 0 240 0.97 0.82 51.64 0| 0 0 0 260 0.82 0.77 49.47 0| 0 0 0 280 0.68 0.71 47.23 0| 0 0 0 300 0.55 0.64 44.89 0| 0 75 0 320 0.43 0.57 42.26 0| 0 0 0 340 0.34 0.49 41.32 0| 0 0 0 360 0.26 0.42 39.92 0| 0 0 0 380 0.19 0.34 38.05 0| 0 0 0 400 0.13 0.27 36.71 0| 0 0 0 420 0.09 0.20 35.51 0| 0 0 0 440 0.06 0.15 34.46 0| 0 0 0 460 0.04 0.11 33.53 0| 0 0 0 480 0.01 0.05 32.08 0| 0 0 0 520 0.01 0.02 31.09 0| 0 0 0 560 0.01 0.00 30.35 0| 0 0 0 640 0.01 0.00 31.00 0| 0 0 0 720 Total 0| 0 75 0 Indicative a-t-m Vol 42.61 Underlying Price 3.403 Time to expiry: 289 Days Jun 11 1.84 0.97 57.00 0| 0 0 0 160 1.49 0.92 53.38 0| 0 0 0 200 1.16 0.85 49.86 0| 0 0 0 240 1.01 0.81 48.21 0| 0 0 0 260 0.86 0.76 46.52 0| 0 0 0 280 0.74 0.71 45.24 0| 0 0 0 300 0.62 0.65 43.94 0| 0 0 0 320 0.51 0.58 42.61 0| 0 0 0 340 0.41 0.52 41.33 0| 0 0 0 360 0.33 0.45 40.19 0| 0 0 0 380 0.27 0.39 39.23 0| 0 5 0 400 0.21 0.33 38.28 0| 0 0 0 420 0.16 0.27 37.40 0| 0 0 0 440 0.09 0.18 35.85 0| 0 0 0 480 0.02 0.06 33.42 0| 0 0 0 560 0.01 0.03 32.50 0| 0 0 0 600 0.01 0.02 31.75 0| 0 0 0 640 0.01 0.00 30.69 0| 0 120 0 720 0.01 0.00 30.11 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 43.56 Underlying Price 3.403 Time to expiry: 471 Days Dec 11 1.88 0.94 57.84 0| 0 0 0 160 1.26 0.82 50.80 0| 0 0 0 240 0.99 0.74 47.46 0| 0 0 0 280 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 94 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.76 0.65 44.95 0| 0 0 0 320 0.56 0.55 42.18 0| 0 0 0 360 0.41 0.45 40.21 0| 0 0 0 400 0.28 0.36 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 43.82 Underlying Price 3.403 Time to expiry: 653 Days Jun 12 1.91 0.93 56.50 0| 0 0 0 160 1.32 0.81 50.30 0| 0 0 0 240 1.07 0.74 47.20 0| 0 0 0 280 0.85 0.66 44.87 0| 0 0 0 320 0.66 0.58 42.76 0| 0 0 0 360 0.51 0.49 40.99 0| 0 30 0 400 0.28 0.33 38.08 0| 0 0 0 480 0.12 0.17 36.38 0| 0 0 0 600 Total 0| 0 30 0 Total Calls 0| 0 58,568 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 43.06 Underlying Price 3.403 Time to expiry: 16 Days Sep 10 0.01 0.00 73.00 0| 0 0 0 160 0.01 0.00 63.59 0| 0 0 0 200 0.01 0.00 59.71 0| 0 0 0 220 0.01 0.00 56.28 0| 0 0 0 240 0.01 -0.01 53.26 0| 0 0 0 260 0.01 -0.02 51.89 0| 0 0 0 270 0.01 -0.03 50.60 0| 0 0 0 280 0.01 -0.06 49.38 0| 0 0 0 290 0.02 -0.10 48.24 0| 0 95 0 300 0.03 -0.17 47.07 0| 0 0 0 310 0.05 -0.25 46.81 0| 0 100 0 320 0.09 -0.36 45.29 0| 0 50 0 330 0.12 -0.48 43.06 0| 0 0 0 340 0.18 -0.60 43.88 0| 0 1,500 0 350 0.25 -0.71 43.09 0| 0 76 0 360 0.33 -0.81 42.03 0| 0 0 0 370 0.41 -0.88 41.35 0| 0 0 0 380 0.50 -0.93 40.72 0| 0 0 0 390 0.60 -0.97 40.14 0| 0 90 0 400 0.80 -0.99 39.08 0| 0 110 0 420 1.00 -1.00 38.18 0| 0 1 0 440 1.20 -1.00 37.42 0| 0 52 -98 460 1.40 -1.00 36.77 0| 0 49 0 480 1.80 -1.00 35.82 0| 0 202 0 520 2.20 -1.00 35.25 0| 0 60 0 560 2.60 -1.00 35.01 0| 0 10 0 600 3.00 -1.00 35.06 0| 0 0 0 640 3.40 -1.00 35.34 0| 0 0 0 680 3.80 -1.00 35.84 0| 0 0 0 720 4.60 -1.00 37.36 0| 0 0 0 800 5.40 -1.00 39.46 0| 0 0 0 880 6.20 -1.00 42.00 0| 0 0 0 960 Total 0| 0 2,395 -98 Indicative a-t-m Vol 43.53 Underlying Price 3.403 Time to expiry: 44 Days Oct 10 0.01 -0.04 61.00 0| 0 0 0 240 0.02 -0.07 56.64 0| 0 0 0 260 0.04 -0.12 52.59 0| 0 0 0 280 0.07 -0.21 48.95 0| 0 0 0 300 0.09 -0.26 46.98 0| 0 0 0 310 0.12 -0.32 45.60 0| 0 0 0 320 0.16 -0.39 44.97 0| 0 0 0 330 0.20 -0.47 43.53 0| 0 0 0 340 0.25 -0.55 41.87 0| 0 10 0 350 0.31 -0.63 40.67 0| 0 70 0 360 0.38 -0.70 40.15 0| 0 0 0 370 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 96 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.46 -0.77 39.42 0| 0 0 0 380 0.54 -0.83 38.81 0| 0 0 0 390 0.62 -0.87 38.34 0| 0 0 0 400 0.81 -0.94 37.75 0| 0 0 0 420 1.00 -0.97 37.63 0| 0 0 0 440 1.20 -0.99 38.00 0| 0 0 0 460 Total 0| 0 80 0 Indicative a-t-m Vol 43.56 Underlying Price 3.403 Time to expiry: 79 Days Nov 10 0.05 -0.12 54.00 0| 0 0 0 260 0.08 -0.17 50.83 0| 0 0 0 280 0.13 -0.25 47.91 0| 0 0 0 300 0.16 -0.29 46.70 0| 0 0 0 310 0.18 -0.34 44.63 0| 0 0 0 320 0.23 -0.40 45.24 0| 0 0 0 330 0.27 -0.46 43.56 0| 0 0 0 340 0.33 -0.51 43.12 0| 0 0 0 350 0.38 -0.57 41.75 0| 0 0 0 360 0.52 -0.68 41.75 0| 0 0 0 380 0.68 -0.77 42.00 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 42.77 Underlying Price 3.403 Time to expiry: 107 Days Dec 10 0.01 -0.01 66.00 0| 0 0 0 160 0.02 -0.04 61.45 0| 0 0 0 200 0.05 -0.10 56.02 0| 0 50 0 240 0.08 -0.14 53.30 0| 0 0 0 260 0.12 -0.20 51.30 0| 0 175 0 280 0.17 -0.27 47.71 0| 0 285 0 300 0.23 -0.35 45.97 0| 0 400 0 320 0.31 -0.45 42.77 0| 0 180 0 340 0.42 -0.55 41.30 0| 0 250 0 360 0.55 -0.65 40.11 0| 0 6,100 0 380 0.68 -0.75 37.69 0| 0 2,012 0 400 0.84 -0.84 36.01 0| 0 110 0 420 1.02 -0.90 34.47 0| 0 0 0 440 1.20 -0.95 33.06 0| 0 0 0 460 1.40 -0.98 31.76 0| 0 0 0 480 1.80 -1.00 29.51 0| 0 0 0 520 2.20 -1.00 27.68 0| 0 0 0 560 2.60 -1.00 26.23 0| 0 10,016 0 600 3.00 -1.00 25.12 0| 0 15,000 0 640 3.80 -1.00 23.80 0| 0 0 0 720 4.60 -1.00 23.49 0| 0 30 0 800 8.60 -1.00 32.00 0| 0 194 0 1200 Total 0| 0 34,802 0 Indicative a-t-m Vol 42.26 Underlying Price 3.403 Time to expiry: 198 Days Mar 11 0.02 -0.03 62.00 0| 0 0 0 160 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 97 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.06 -0.07 58.71 0| 0 0 0 200 0.12 -0.14 54.04 0| 0 0 0 240 0.16 -0.18 51.64 0| 0 0 0 260 0.21 -0.23 49.47 0| 0 75 0 280 0.26 -0.29 47.23 0| 0 0 0 300 0.33 -0.36 44.89 0| 0 75 0 320 0.41 -0.43 42.26 0| 0 0 0 340 0.52 -0.51 41.32 0| 0 0 0 360 0.64 -0.59 39.92 0| 0 0 0 380 0.77 -0.67 38.05 0| 0 0 0 400 0.91 -0.74 36.71 0| 0 10 0 420 1.07 -0.80 35.51 0| 0 0 0 440 1.24 -0.86 34.46 0| 0 0 0 460 1.42 -0.91 33.53 0| 0 0 0 480 1.80 -0.97 32.08 0| 0 0 0 520 2.20 -1.00 31.09 0| 0 0 0 560 3.00 -1.00 30.35 0| 0 0 0 640 3.80 -1.00 31.00 0| 0 0 0 720 Total 0| 0 160 0 Indicative a-t-m Vol 42.61 Underlying Price 3.403 Time to expiry: 289 Days Jun 11 0.04 -0.04 57.00 0| 0 0 0 160 0.08 -0.09 53.38 0| 0 0 0 200 0.16 -0.16 49.86 0| 0 6,000 0 240 0.21 -0.20 48.21 0| 0 0 0 260 0.27 -0.25 46.52 0| 0