Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Cap Gemini (100) (CP1) Indicative a-t-m Vol 27.33 Underlying Price 34.970 Time to expiry: 15 Days Sep 10 14.97 1.00 59.00 0| 0 0 0 2000 12.97 1.00 56.08 0| 0 0 0 2200 10.97 1.00 53.46 0| 0 0 0 2400 8.98 1.00 50.22 0| 0 0 0 2600 6.98 0.99 43.64 0| 0 0 0 2800 5.00 0.98 37.46 0| 0 53 0 3000 3.07 0.91 31.79 0| 0 20 0 3200 2.18 0.83 29.91 0| 0 0 0 3300 1.39 0.70 27.94 0| 0 21 0 3400 0.79 0.51 27.31 0| 0 22 0 3500 0.36 0.31 25.66 0| 4 36 +2 3600 0.15 0.15 25.78 0| 0 25 0 3700 0.10 0.10 29.89 0| 0 763 0 3800 0.05 0.05 31.45 0| 0 70 0 3900 0.12 0.02 0.02 32.12 0.12 0.12 6| 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 6| 4 2,829 +2 Indicative a-t-m Vol 27.66 Underlying Price 34.970 Time to expiry: 43 Days Oct 10 9.01 0.99 39.00 0| 0 0 0 2600 7.06 0.96 37.20 0| 0 0 0 2800 5.16 0.92 33.72 0| 0 0 0 3000 3.40 0.81 30.89 0| 0 0 0 3200 2.60 0.73 29.52 0| 0 0 0 3300 1.89 0.63 27.98 0| 0 25 0 3400 1.32 1.33 0.52 27.65 1.32 1.32 150| 0 0 0 3500 0.83 0.39 25.75 0| 0 6 0 3600 0.51 0.28 25.52 0| 0 6 0 3700 0.26 0.17 24.09 0| 2 18 +2 3800 0.13 0.07 0.06 23.71 0.13 0.13 6| 0 6 0 4000 0.01 0.01 22.90 0| 0 6 0 4200 0.01 0.01 28.00 0| 0 0 0 4400 Total 156| 2 67 +2 Indicative a-t-m Vol 30.70 Underlying Price 34.970 Time to expiry: 78 Days Nov 10 9.18 0.95 42.21 0| 0 0 0 2600 7.31 0.91 39.12 0| 0 0 0 2800 5.54 0.84 36.20 0| 0 0 0 3000 3.93 0.74 33.51 0| 0 0 0 3200 3.22 0.68 32.74 0| 0 0 0 3300 2.57 0.61 31.69 0| 0 0 0 3400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.00 0.53 30.67 0| 0 0 0 3500 1.50 0.45 29.72 0| 0 0 0 3600 0.77 0.29 28.10 0| 0 0 0 3800 0.33 0.15 26.47 0| 0 0 0 4000 0.12 0.07 25.46 0| 0 0 0 4200 Total 0| 0 0 0 Indicative a-t-m Vol 30.57 Underlying Price 34.970 Time to expiry: 106 Days Dec 10 19.03 1.00 59.00 0| 0 0 0 1600 15.09 0.98 52.62 0| 0 0 0 2000 13.13 0.97 48.29 0| 0 0 0 2200 11.21 0.95 44.78 0| 0 0 0 2400 7.53 0.88 39.10 0| 0 80 0 2800 5.82 0.81 36.40 0| 0 1,000 0 3000 4.24 0.72 33.44 0| 0 66 0 3200 2.90 0.60 31.46 0| 0 0 0 3400 1.82 0.47 29.63 0| 0 4,831 0 3600 1.07 0.33 28.50 0| 0 47 0 3800 0.59 0.21 27.84 0| 0 5,442 0 4000 0.28 0.12 26.60 0| 0 261 0 4200 0.10 0.05 25.07 0| 0 249 0 4400 0.03 0.02 26.79 0| 0 74 0 4800 0.01 0.00 31.00 0| 0 113 0 5600 Total 0| 0 12,163 0 Indicative a-t-m Vol 31.71 Underlying Price 34.970 Time to expiry: 197 Days Mar 11 13.42 0.94 45.56 0| 0 0 0 2200 11.59 0.91 42.95 0| 0 0 0 2400 8.13 0.83 38.05 0| 0 0 0 2800 5.17 0.69 34.49 0| 0 0 0 3200 3.90 0.60 32.60 0| 0 0 0 3400 2.79 0.50 30.76 0| 0 0 0 3600 1.95 0.40 29.69 0| 6 6 +6 3800 1.31 0.31 28.81 0| 0 12 0 4000 0.86 0.23 28.14 0| 0 250 0 4200 0.52 0.15 27.27 0| 0 64 0 4400 0.18 0.07 26.48 0| 0 84 0 4800 0.08 0.03 31.00 0| 0 64 0 5600 Total 0| 6 480 +6 Indicative a-t-m Vol 32.55 Underlying Price 34.970 Time to expiry: 288 Days Jun 11 19.17 0.98 50.65 0| 0 0 0 1600 15.38 0.96 45.97 0| 0 0 0 2000 13.56 0.93 43.98 0| 0 0 0 2200 11.78 0.90 41.68 0| 0 0 0 2400 8.45 0.81 37.71 0| 0 19 0 2800 5.61 0.68 34.53 0| 0 0 0 3200 4.42 0.60 33.19 0| 0 13 0 3400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.37 0.52 31.87 0| 0 0 0 3600 2.51 0.43 30.73 0| 0 0 0 3800 1.81 0.35 29.79 0| 0 0 0 4000 1.29 0.27 29.10 0| 0 0 0 4200 0.88 0.21 28.28 0| 0 0 0 4400 0.38 0.11 27.08 0| 0 127 0 4800 0.19 0.05 31.00 0| 0 0 0 5600 0.03 0.01 25.93 0| 0 0 0 6000 Total 0| 0 159 0 Indicative a-t-m Vol 32.12 Underlying Price 34.970 Time to expiry: 470 Days Dec 11 15.57 0.94 42.44 0| 0 0 0 2000 12.15 0.87 39.01 0| 0 0 0 2400 6.32 0.67 32.45 0| 0 0 0 3200 4.46 0.54 32.00 0| 0 2,000 0 3600 2.69 0.40 29.10 0| 0 20 0 4000 0.91 0.18 26.87 0| 0 1,000 0 4800 0.35 0.08 30.00 0| 0 0 0 6000 Total 0| 0 3,020 0 Indicative a-t-m Vol 33.66 Underlying Price 34.970 Time to expiry: 652 Days Jun 12 15.89 0.91 43.89 0| 0 0 0 2000 12.70 0.85 40.68 0| 0 0 0 2400 7.41 0.67 35.32 0| 0 0 0 3200 5.32 0.56 33.09 0| 0 0 0 3600 3.71 0.45 31.42 0| 0 0 0 4000 1.70 0.26 29.40 0| 0 0 0 4800 0.65 0.12 30.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 162| 12 18,718 +10 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 4 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Cap Gemini (100) (CP1) Indicative a-t-m Vol 27.33 Underlying Price 34.970 Time to expiry: 15 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 0.02 -0.02 37.46 0| 0 65 0 3000 0.09 -0.09 31.79 0| 0 163 0 3200 0.20 -0.17 29.91 0| 0 0 0 3300 0.41 -0.30 27.94 0| 0 177 0 3400 0.81 -0.49 27.31 0| 0 245 0 3500 1.38 -0.70 25.66 0| 6 90 -6 3600 2.17 -0.85 25.78 0| 0 0 0 3700 3.12 -0.90 29.89 0| 0 63 0 3800 4.07 -0.95 31.45 0| 0 0 0 3900 5.05 -0.98 32.12 0| 0 25 0 4000 7.03 -1.00 33.01 0| 0 0 0 4200 9.03 -1.00 32.56 0| 0 0 0 4400 11.03 -1.00 32.60 0| 0 0 0 4600 13.03 -1.00 33.12 0| 0 0 0 4800 21.03 -1.00 37.00 0| 0 0 0 5600 Total 0| 6 1,185 -6 Indicative a-t-m Vol 27.66 Underlying Price 34.970 Time to expiry: 43 Days Oct 10 0.02 -0.01 39.00 0| 0 0 0 2600 0.07 -0.04 37.20 0| 0 0 0 2800 0.17 -0.08 33.72 0| 0 25 0 3000 0.41 -0.19 30.89 0| 15 5,015 0 3200 0.61 -0.27 29.52 0| 0 16 0 3300 0.90 -0.37 27.98 0| 0 9 0 3400 1.34 -0.48 27.65 0| 0 0 0 3500 1.84 -0.61 25.75 0| 0 0 0 3600 2.52 -0.72 25.52 0| 0 0 0 3700 3.27 -0.83 24.09 0| 0 17 0 3800 5.08 -0.95 23.71 0| 0 0 0 4000 7.03 -0.99 22.90 0| 0 0 0 4200 9.03 -0.99 28.00 0| 0 0 0 4400 Total 0| 15 5,082 0 Indicative a-t-m Vol 30.70 Underlying Price 34.970 Time to expiry: 78 Days Nov 10 0.17 -0.05 42.21 0| 0 0 0 2600 0.30 -0.09 39.12 0| 0 0 0 2800 0.53 -0.16 36.20 0| 0 0 0 3000 0.91 -0.26 33.51 0| 0 0 0 3200 1.21 -0.32 32.74 0| 0 0 0 3300 1.55 -0.39 31.69 0| 0 0 0 3400 1.98 -0.47 30.67 0| 0 0 0 3500 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.48 -0.55 29.72 0| 0 0 0 3600 3.75 -0.71 28.10 0| 0 0 0 3800 5.31 -0.85 26.47 0| 0 0 0 4000 7.11 -0.94 25.46 0| 0 0 0 4200 Total 0| 0 0 0 Indicative a-t-m Vol 30.57 Underlying Price 34.970 Time to expiry: 106 Days Dec 10 0.02 0.00 59.00 0| 0 58 0 1600 0.07 -0.02 52.62 0| 0 80 0 2000 0.11 -0.03 48.29 0| 0 158 0 2200 0.18 -0.05 44.78 0| 0 125 0 2400 0.49 -0.12 39.10 0| 0 168 0 2800 0.78 -0.19 36.40 0| 0 5,438 0 3000 1.19 -0.28 33.44 0| 0 1,186 0 3200 1.85 -0.40 31.46 0| 0 121 0 3400 2.77 -0.54 29.63 0| 0 64 0 3600 4.02 -0.67 28.50 0| 0 32 0 3800 5.55 -0.79 27.84 0| 0 33 0 4000 7.24 -0.89 26.60 0| 0 0 0 4200 9.08 -0.96 25.07 0| 0 0 0 4400 13.03 -1.00 26.79 0| 0 1 0 4800 21.03 -1.00 31.00 0| 0 0 0 5600 Total 0| 0 7,464 0 Indicative a-t-m Vol 31.71 Underlying Price 34.970 Time to expiry: 197 Days Mar 11 0.34 -0.06 45.56 0| 0 0 0 2200 0.50 -0.09 42.95 0| 0 128 0 2400 1.02 -0.17 38.05 0| 0 183 0 2800 2.05 -0.31 34.49 0| 10 58 +8 3200 2.84 2.76 -0.40 32.60 2.84 2.84 25| 0 29 0 3400 3.80 3.65 -0.50 30.76 3.80 3.80 25| 0 20 0 3600 4.80 -0.60 29.69 0| 0 6 0 3800 6.17 -0.70 28.81 0| 0 0 0 4000 7.72 -0.78 28.14 0| 0 0 0 4200 9.39 -0.86 27.27 0| 0 0 0 4400 13.09 -0.95 26.48 0| 0 0 0 4800 21.03 -0.99 31.00 0| 0 0 0 5600 Total 50| 10 424 +8 Indicative a-t-m Vol 32.55 Underlying Price 34.970 Time to expiry: 288 Days Jun 11 0.19 -0.03 50.65 0| 0 20 0 1600 0.45 -0.06 45.97 0| 0 40 0 2000 0.66 -0.09 43.98 0| 0 70 0 2200 0.91 -0.12 41.68 0| 12 34 +12 2400 1.66 -0.21 37.71 0| 0 100 0 2800 2.91 -0.35 34.53 0| 0 0 0 3200 3.75 -0.42 33.19 0| 0 0 0 3400 4.74 -0.50 31.87 0| 0 0 0 3600 5.89 -0.59 30.73 0| 0 0 0 3800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.22 -0.67 29.79 0| 0 0 0 4000 8.71 -0.74 29.10 0| 0 0 0 4200 10.30 -0.80 28.28 0| 0 0 0 4400 13.81 -0.90 27.08 0| 0 0 0 4800 21.57 -0.95 31.00 0| 0 0 0 5600 25.39 -0.99 25.93 0| 0 0 0 6000 Total 0| 12 264 +12 Indicative a-t-m Vol 32.12 Underlying Price 34.970 Time to expiry: 470 Days Dec 11 0.77 -0.08 42.44 0| 0 10 0 2000 1.40 -0.14 39.01 0| 0 100 0 2400 3.59 -0.34 32.45 0| 0 1,000 0 3200 5.72 -0.47 32.00 0| 0 250 0 3600 7.93 -0.61 29.10 0| 0 0 0 4000 14.15 -0.83 26.87 0| 0 0 0 4800 25.56 -0.94 30.00 0| 0 0 0 6000 Total 0| 0 1,360 0 Indicative a-t-m Vol 33.66 Underlying Price 34.970 Time to expiry: 652 Days Jun 12 1.45 -0.11 43.89 0| 0 0 0 2000 2.32 -0.18 40.68 0| 0 0 0 2400 5.08 -0.36 35.32 0| 0 0 0 3200 6.98 -0.46 33.09 0| 0 0 0 3600 9.35 -0.57 31.42 0| 0 0 0 4000 15.25 -0.75 29.40 0| 0 0 0 4800 26.00 -0.89 30.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 50| 43 15,779 +14 Grand Total 212| 55 34,497 +24 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 7 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Cap Gemini European (CA3) Indicative a-t-m Vol 27.33 Underlying Price 34.970 Time to expiry: 15 Days Sep 10 14.97 1.00 59.00 0| 0 0 0 2000 12.97 1.00 56.08 0| 0 0 0 2200 10.97 1.00 53.46 0| 0 0 0 2400 8.98 1.00 50.22 0| 0 0 0 2600 6.98 0.99 43.64 0| 0 425 0 2800 5.00 0.98 37.46 0| 0 610 0 3000 3.07 0.91 31.79 0| 0 21 0 3200 2.18 0.83 29.91 0| 0 0 0 3300 1.39 0.70 27.94 0| 0 372 0 3400 0.79 0.51 27.31 0| 0 0 0 3500 0.36 0.31 25.66 0| 0 247 0 3600 0.15 0.15 25.78 0| 0 0 0 3700 0.10 0.10 29.89 0| 0 1 0 3800 0.05 0.05 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 31.71 Underlying Price 34.970 Time to expiry: 197 Days Mar 11 15.26 0.97 46.68 0| 0 0 0 2000 13.42 0.94 45.56 0| 0 0 0 2200 11.59 0.91 42.95 0| 0 0 0 2400 8.13 0.83 38.05 0| 0 0 0 2800 6.59 0.77 36.31 0| 0 0 0 3000 5.17 0.69 34.49 0| 0 0 0 3200 3.90 0.60 32.60 0| 0 0 0 3400 2.79 0.50 30.76 0| 0 0 0 3600 1.95 0.40 29.69 0| 0 515 0 3800 1.31 0.31 28.81 0| 0 500 0 4000 0.86 0.23 28.14 0| 0 0 0 4200 0.42 0.13 27.32 0| 0 0 0 4500 0.18 0.07 26.48 0| 0 0 0 4800 0.15 0.05 27.87 0| 0 0 0 5000 0.08 0.03 30.01 0| 0 0 0 5500 0.06 0.02 33.59 0| 0 0 0 6000 Total 0| 0 1,015 0 Indicative a-t-m Vol 33.55 Underlying Price 34.970 Time to expiry: 379 Days Sep 11 15.18 0.92 46.00 0| 0 0 0 2000 13.42 0.90 43.31 0| 0 0 0 2200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 8 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.78 0.86 41.45 0| 0 0 0 2400 8.73 0.77 37.91 0| 0 0 0 2800 6.15 0.66 35.54 0| 0 0 0 3200 4.01 0.52 32.86 0| 0 396 0 3600 2.36 0.38 30.22 0| 0 500 0 4000 0.51 0.12 27.50 0| 0 0 0 5000 0.09 0.03 26.37 0| 0 0 0 6000 Total 0| 0 896 0 Indicative a-t-m Vol 33.26 Underlying Price 34.970 Time to expiry: 561 Days Mar 12 15.83 0.90 45.49 0| 0 0 0 2000 12.55 0.84 40.47 0| 0 0 0 2400 9.67 0.76 37.52 0| 0 0 0 2800 7.21 0.66 35.21 0| 0 500 0 3200 5.06 0.55 32.58 0| 0 500 0 3600 3.38 0.43 30.69 0| 0 500 0 4000 1.01 0.19 27.22 0| 0 0 0 5000 0.26 0.06 25.78 0| 0 0 0 6000 Total 0| 0 1,500 0 Indicative a-t-m Vol 33.10 Underlying Price 34.970 Time to expiry: 750 Days Sep 12 15.70 0.88 45.09 0| 0 0 0 2000 12.61 0.82 40.41 0| 0 0 0 2400 7.59 0.65 35.05 0| 0 0 0 3200 5.49 0.55 32.42 0| 0 0 0 3600 3.94 0.45 31.00 0| 0 0 0 4000 1.85 0.27 28.51 0| 0 0 0 4800 0.55 0.10 26.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.23 Underlying Price 34.970 Time to expiry: 925 Days Mar 13 16.28 0.87 44.53 0| 0 0 0 2000 13.27 0.82 39.99 0| 0 0 0 2400 8.39 0.66 34.97 0| 0 0 0 3200 6.34 0.57 32.62 0| 0 0 0 3600 4.68 0.48 30.84 0| 0 0 0 4000 2.39 0.31 28.35 0| 0 0 0 4800 0.87 0.14 26.87 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.54 Underlying Price 34.970 Time to expiry: 1114 Days Sep 13 16.07 0.86 44.13 0| 0 0 0 2000 13.26 0.80 40.13 0| 0 0 0 2400 8.48 0.66 34.47 0| 0 0 0 3200 5.25 0.50 31.96 0| 0 0 0 4000 3.00 0.34 29.65 0| 0 0 0 4800 1.33 0.19 28.43 0| 0 0 0 6000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.43 Underlying Price 34.970 Time to expiry: 1296 Days Mar 14 16.58 0.86 43.59 0| 0 0 0 2000 13.84 0.81 39.79 0| 0 0 0 2400 9.13 0.67 34.17 0| 0 0 0 3200 6.02 0.52 32.17 0| 0 0 0 4000 3.65 0.38 29.84 0| 0 0 0 4800 1.67 0.22 27.95 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.02 Underlying Price 34.970 Time to expiry: 1478 Days Sep 14 16.33 0.85 43.36 0| 0 0 0 2000 13.71 0.80 39.59 0| 0 0 0 2400 9.15 0.67 34.01 0| 0 0 0 3200 5.98 0.52 31.35 0| 0 0 0 4000 3.84 0.39 29.68 0| 0 0 0 4800 2.01 0.24 28.57 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.03 Underlying Price 34.970 Time to expiry: 1660 Days Mar 15 16.77 0.86 42.72 0| 0 0 0 2000 14.27 0.80 39.42 0| 0 0 0 2400 9.77 0.68 33.91 0| 0 0 0 3200 6.68 0.55 31.54 0| 0 0 0 4000 4.38 0.42 29.61 0| 0 0 0 4800 2.49 0.28 28.78 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 5,088 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Cap Gemini European (CA3) Indicative a-t-m Vol 27.33 Underlying Price 34.970 Time to expiry: 15 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 0.02 -0.02 37.46 0| 0 800 0 3000 0.09 -0.09 31.79 0| 0 0 0 3200 0.20 -0.17 29.91 0| 0 240 0 3300 0.41 -0.30 27.94 0| 0 15 0 3400 0.81 -0.49 27.31 0| 0 0 0 3500 1.38 -0.69 25.66 0| 0 0 0 3600 2.17 -0.85 25.78 0| 0 0 0 3700 3.12 -0.90 29.89 0| 0 457 0 3800 4.07 -0.95 31.45 0| 0 0 0 3900 5.04 -0.98 32.12 0| 0 1,020 0 4000 7.02 -1.00 33.01 0| 0 0 0 4200 9.02 -1.00 32.56 0| 0 0 0 4400 10.02 -1.00 29.81 0| 0 1,502 0 4500 11.02 -1.00 32.60 0| 0 0 0 4600 13.02 -1.00 33.12 0| 0 0 0 4800 21.02 -1.00 37.00 0| 0 0 0 5600 Total 0| 0 4,180 0 Indicative a-t-m Vol 31.71 Underlying Price 34.970 Time to expiry: 197 Days Mar 11 0.19 -0.03 46.68 0| 0 0 0 2000 0.34 -0.06 45.56 0| 0 0 0 2200 0.50 -0.09 42.95 0| 0 0 0 2400 1.02 -0.17 38.05 0| 0 0 0 2800 1.47 -0.23 36.31 0| 0 0 0 3000 2.04 -0.31 34.49 0| 0 500 0 3200 2.75 -0.40 32.60 0| 0 532 0 3400 3.64 -0.50 30.76 0| 0 0 0 3600 4.78 -0.60 29.69 0| 0 0 0 3800 6.14 -0.69 28.81 0| 0 0 0 4000 7.67 -0.77 28.14 0| 0 0 0 4200 10.22 -0.87 27.32 0| 0 0 0 4500 12.97 -0.93 26.48 0| 0 1,000 0 4800 14.92 -0.95 27.87 0| 0 0 0 5000 19.82 -0.97 30.01 0| 0 0 0 5500 24.78 -0.98 33.59 0| 0 0 0 6000 Total 0| 0 2,032 0 Indicative a-t-m Vol 33.55 Underlying Price 34.970 Time to expiry: 379 Days Sep 11 0.72 -0.08 46.00 0| 0 80 0 2000 0.93 -0.10 43.31 0| 0 0 0 2200 1.27 -0.14 41.45 0| 0 500 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 11 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.16 -0.23 37.91 0| 0 500 0 2800 3.54 -0.34 35.54 0| 0 500 0 3200 5.35 -0.48 32.86 0| 0 505 0 3600 7.65 -0.62 30.22 0| 0 0 0 4000 15.68 -0.88 27.50 0| 0 0 0 5000 25.14 -0.97 26.37 0| 0 0 0 6000 Total 0| 0 2,085 0 Indicative a-t-m Vol 33.26 Underlying Price 34.970 Time to expiry: 561 Days Mar 12 1.22 -0.10 45.49 0| 0 0 0 2000 1.86 -0.16 40.47 0| 0 500 0 2400 2.90 -0.24 37.52 0| 0 0 0 2800 4.37 -0.34 35.21 0| 0 500 0 3200 6.14 -0.45 32.58 0| 0 500 0 3600 8.39 -0.57 30.69 0| 0 0 0 4000 15.82 -0.81 27.22 0| 0 0 0 5000 24.88 -0.94 25.78 0| 0 0 0 6000 Total 0| 0 1,500 0 Indicative a-t-m Vol 33.10 Underlying Price 34.970 Time to expiry: 750 Days Sep 12 1.80 -0.12 45.09 0| 0 0 0 2000 2.60 -0.18 40.41 0| 0 0 0 2400 5.35 -0.35 35.05 0| 0 0 0 3200 7.14 -0.45 32.42 0| 0 0 0 3600 9.48 -0.55 31.00 0| 0 0 0 4000 15.16 -0.73 28.51 0| 0 0 0 4800 25.53 -0.90 26.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.23 Underlying Price 34.970 Time to expiry: 925 Days Mar 13 2.19 -0.13 44.53 0| 0 0 0 2000 3.03 -0.18 39.99 0| 0 0 0 2400 5.85 -0.34 34.97 0| 0 0 0 3200 7.65 -0.43 32.62 0| 0 0 0 3600 9.84 -0.52 30.84 0| 0 0 0 4000 15.25 -0.69 28.35 0| 0 0 0 4800 25.28 -0.86 26.87 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.54 Underlying Price 34.970 Time to expiry: 1114 Days Sep 13 2.66 -0.14 44.13 0| 0 0 0 2000 3.65 -0.20 40.13 0| 0 0 0 2400 6.48 -0.34 34.47 0| 0 0 0 3200 10.86 -0.50 31.96 0| 0 0 0 4000 16.22 -0.66 29.65 0| 0 0 0 4800 25.97 -0.81 28.43 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.43 Underlying Price 34.970 Time to expiry: 1296 Days Mar 14 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.93 -0.14 43.59 0| 0 0 0 2000 3.95 -0.19 39.79 0| 0 0 0 2400 6.75 -0.33 34.17 0| 0 0 0 3200 11.16 -0.48 32.17 0| 0 0 0 4000 16.31 -0.62 29.84 0| 0 0 0 4800 25.60 -0.78 27.95 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.02 Underlying Price 34.970 Time to expiry: 1478 Days Sep 14 3.35 -0.15 43.36 0| 0 0 0 2000 4.43 -0.20 39.59 0| 0 0 0 2400 7.29 -0.33 34.01 0| 0 0 0 3200 11.53 -0.48 31.35 0| 0 0 0 4000 16.81 -0.61 29.68 0| 0 0 0 4800 26.10 -0.76 28.57 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 33.03 Underlying Price 34.970 Time to expiry: 1660 Days Mar 15 3.51 -0.14 42.72 0| 0 0 0 2000 4.66 -0.20 39.42 0| 0 0 0 2400 7.46 -0.32 33.91 0| 0 0 0 3200 11.68 -0.45 31.54 0| 0 0 0 4000 16.69 -0.58 29.61 0| 0 0 0 4800 25.75 -0.72 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 23.08 Underlying Price 37.900 Time to expiry: 15 Days Sep 10 17.90 1.00 73.90 0| 0 0 0 2000 15.90 1.00 67.31 0| 0 0 0 2200 13.90 1.00 61.55 0| 0 0 0 2400 11.91 1.00 55.78 0| 0 0 0 2600 9.91 1.00 50.02 0| 0 0 0 2800 7.91 0.99 46.72 0| 0 100 0 3000 6.92 0.99 43.43 0| 0 0 0 3100 5.93 0.98 39.70 0| 1,000 868 -1,000 3200 4.93 0.98 34.28 0| 0 441 0 3300 3.86 3.95 0.96 31.13 3.86 3.86 75| 59 9,641 -59 3400 2.99 0.92 28.14 0| 0 1,308 0 3500 1.79 2.09 0.84 25.71 1.90 1.78 19| 1,500 9,868 -733 3600 1.16 1.29 0.69 24.05 1.31 1.16 82| 500 8,280 0 3700 0.51 0.68 0.49 22.97 0.58 0.51 1,601| 4,043 16,816 +2,464 3800 0.09 0.11 0.13 22.00 0.13 0.09 232| 0 4,275 0 4000 0.01 0.01 21.50 0| 0 20 0 4200 0.01 0.00 22.00 0| 0 802 0 4400 0.01 0.00 22.80 0| 0 2,354 0 4800 0.01 0.00 23.00 0| 0 0 0 5600 Total 2,009| 7,102 54,773 +672 Indicative a-t-m Vol 25.64 Underlying Price 37.900 Time to expiry: 43 Days Oct 10 9.97 0.98 44.72 0| 0 0 0 2800 8.02 0.96 41.19 0| 0 0 0 3000 6.09 0.92 35.66 0| 0 0 0 3200 5.15 0.90 33.41 0| 0 33 0 3300 4.25 0.86 31.47 0| 0 339 0 3400 3.40 0.80 29.88 0| 0 377 0 3500 2.60 0.72 28.19 0| 750 1,466 -620 3600 1.90 0.62 26.70 0| 305 632 +300 3700 1.30 0.51 25.52 1,500| 233 3,097 +233 3800 0.52 0.53 0.28 24.36 0.52 0.49 5,600| 945 1,121 +836 4000 0.18 0.12 24.05 0| 0 121 0 4200 0.03 0.03 21.73 0| 0 0 0 4400 Total 7,100| 2,233 7,186 +749 Indicative a-t-m Vol 26.41 Underlying Price 37.900 Time to expiry: 78 Days Nov 10 10.08 0.96 41.08 0| 0 0 0 2800 8.19 0.92 37.83 0| 0 0 0 3000 6.34 0.88 34.16 0| 0 64 0 3200 5.46 0.84 32.52 0| 28 28 +28 3300 4.63 0.80 31.31 0| 0 55 0 3400 3.82 0.74 29.86 0| 0 78 0 3500 3.09 0.68 28.70 0| 0 184 0 3600 2.20 2.41 0.60 27.45 2.20 2.20 29| 510 682 +510 3700 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 14 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.82 0.52 26.29 0| 160 85 +85 3800 0.87 0.96 0.35 24.88 0.94 0.87 64| 52 95 0 4000 0.39 0.43 0.20 23.88 0.42 0.39 131| 0 0 0 4200 0.18 0.10 23.43 0| 0 0 0 4400 Total 224| 750 1,271 +623 Indicative a-t-m Vol 26.80 Underlying Price 37.900 Time to expiry: 106 Days Dec 10 21.95 0.99 68.00 0| 0 0 0 1600 18.00 0.99 59.05 0| 0 0 0 2000 16.02 0.98 52.53 0| 0 0 0 2200 14.07 0.97 48.69 0| 0 0 0 2400 10.22 0.93 40.72 0| 0 2,457 0 2800 8.42 8.35 0.90 37.16 8.42 8.42 8| 0 3,616 0 3000 6.56 0.85 34.03 0| 1,000 13,301 +1,000 3200 4.90 0.77 31.43 0| 150 14,594 +150 3400 3.22 3.42 0.66 28.95 3.22 3.22 75| 1,050 25,362 +1,050 3600 2.16 0.53 26.68 0| 3,500 19,475 +2,888 3800 1.26 0.38 25.36 0| 150 37,700 0 4000 0.31 0.13 23.35 0| 173 4,744 +173 4400 0.03 0.02 20.87 0| 0 4,134 0 4800 0.01 0.00 17.94 0| 0 3,478 0 5000 0.01 0.00 15.13 0| 0 50 0 5600 0.01 0.00 13.78 0| 0 50 0 6000 0.01 0.00 11.83 0| 0 0 0 7000 0.01 0.00 11.47 0| 0 0 0 8000 0.01 0.00 19.29 0| 0 2 0 12000 Total 83| 6,023 128,963 +5,261 Indicative a-t-m Vol 28.09 Underlying Price 37.900 Time to expiry: 197 Days Mar 11 16.23 0.96 47.49 0| 0 0 0 2200 14.33 0.94 44.38 0| 0 0 0 2400 10.68 0.89 38.92 0| 0 799 0 2800 8.93 0.85 36.22 0| 0 87 0 3000 7.27 0.79 33.92 0| 0 425 0 3200 5.74 0.73 31.86 0| 0 3,435 0 3400 4.36 0.64 29.95 0| 1,000 2,948 +1,000 3600 3.13 0.54 27.99 500| 2,000 14,268 +2,000 3800 2.02 2.16 0.44 26.58 2.02 2.02 71| 42 10,154 0 4000 0.81 0.89 0.24 24.74 0.81 0.81 26| 0 1,288 0 4400 0.30 0.10 23.41 0| 50 8,996 0 4800 0.03 0.01 23.35 0| 0 100 0 5600 Total 597| 3,092 42,500 +3,000 Indicative a-t-m Vol 28.57 Underlying Price 37.900 Time to expiry: 288 Days Jun 11 22.03 0.99 52.72 0| 0 0 0 1600 18.17 0.97 47.02 0| 0 0 0 2000 16.27 0.96 44.43 0| 0 196 0 2200 14.41 0.94 41.93 0| 0 41 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.84 0.88 37.44 0| 0 387 0 2800 9.14 0.84 35.22 0| 0 32 0 3000 7.56 0.78 33.41 0| 0 2,290 0 3200 6.09 0.71 31.62 0| 0 57 0 3400 4.77 0.64 30.09 0| 146 6,910 -95 3600 3.59 0.55 28.49 0| 4,330 4,516 +4,180 3800 2.62 0.46 27.27 0| 125 3,015 +88 4000 1.13 1.25 0.28 25.37 1.13 1.13 28| 0 855 0 4400 0.54 0.15 24.20 0| 0 628 0 4800 0.08 0.03 23.14 0| 0 0 0 5600 0.03 0.01 23.00 0| 0 0 0 6000 Total 28| 4,601 18,927 +4,173 Indicative a-t-m Vol 29.51 Underlying Price 37.900 Time to expiry: 470 Days Dec 11 22.09 0.98 50.00 0| 0 0 0 1600 18.29 0.96 43.98 0| 0 0 0 2000 14.64 0.92 39.30 0| 0 15 0 2400 11.25 0.85 35.63 0| 0 15 0 2800 9.55 9.69 0.80 34.09 9.55 9.55 8| 0 0 0 3000 8.27 0.75 33.00 0| 0 17,535 0 3200 6.91 0.69 31.64 0| 0 5,090 0 3400 6.26 0.66 30.72 0| 0 750 0 3500 5.65 0.62 30.04 0| 0 15,355 0 3600 3.79 0.49 28.93 0| 1,000 14,000 +1,000 4000 1.03 0.20 25.77 0| 0 3,436 0 5000 0.23 0.06 24.49 0| 0 3 0 6000 0.05 0.02 24.28 0| 0 0 0 7000 0.01 0.00 24.81 0| 0 0 0 8000 0.01 0.00 31.17 0| 0 2 0 12000 Total 8| 1,000 56,201 +1,000 Indicative a-t-m Vol 30.07 Underlying Price 37.900 Time to expiry: 652 Days Jun 12 18.53 0.94 46.13 0| 0 0 0 2000 15.07 0.89 41.53 0| 0 0 0 2400 11.86 0.82 37.60 0| 0 0 0 2800 8.97 0.73 34.19 0| 0 0 0 3200 6.47 0.63 31.29 0| 0 0 0 3600 4.39 0.51 28.73 0| 0 0 0 4000 1.59 0.27 24.46 0| 0 0 0 4800 0.39 0.09 24.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.71 Underlying Price 37.900 Time to expiry: 841 Days Dec 12 22.35 0.96 52.27 0| 0 0 0 1600 18.85 0.92 47.02 0| 0 0 0 2000 15.52 0.87 42.06 0| 0 0 0 2400 9.74 0.72 35.00 0| 0 0 0 3200 8.51 0.68 33.50 0| 0 5,500 0 3400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.30 0.63 31.99 0| 0 0 0 3600 5.21 0.52 29.29 0| 0 9,010 0 4000 2.23 0.31 25.08 0| 0 15 0 4800 0.69 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 31.43 Underlying Price 37.900 Time to expiry: 1023 Days Jun 13 18.97 0.92 47.10 0| 0 0 0 2000 15.82 0.86 42.92 0| 0 0 0 2400 10.23 0.72 35.71 0| 0 0 0 3200 7.83 0.63 32.62 0| 0 0 0 3600 5.80 0.54 30.11 0| 0 0 0 4000 2.74 0.34 25.84 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 32.38 Underlying Price 37.900 Time to expiry: 1205 Days Dec 13 22.56 0.95 52.86 0| 0 0 0 1600 19.31 0.90 47.90 0| 0 0 0 2000 16.29 0.85 43.50 0| 0 0 0 2400 10.95 0.72 36.51 0| 0 0 0 3200 6.57 0.56 30.91 0| 0 0 0 4000 3.36 0.38 26.39 0| 0 0 0 4800 1.26 0.18 24.27 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 32.92 Underlying Price 37.900 Time to expiry: 1569 Days Dec 14 19.70 0.89 49.00 0| 0 0 0 2000 16.90 0.84 44.64 0| 0 0 0 2400 11.76 0.72 37.05 0| 0 0 0 3200 7.51 0.58 31.45 0| 0 0 0 4000 4.22 0.42 26.93 0| 0 25 0 4800 1.79 0.23 24.30 0| 0 0 0 6000 Total 0| 0 25 0 Total Calls 10,049| 24,801 324,371 +15,478 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 23.08 Underlying Price 37.900 Time to expiry: 15 Days Sep 10 0.01 0.00 73.90 0| 0 298 0 2000 0.01 0.00 67.31 0| 0 1,431 0 2200 0.01 0.00 61.55 0| 0 3,574 0 2400 0.01 0.00 55.78 0| 0 340 0 2600 0.01 0.00 50.02 0| 0 1,230 0 2800 0.01 -0.01 46.72 0| 0 10,223 0 3000 0.01 -0.01 43.43 0| 0 763 0 3100 0.02 -0.02 39.70 0| 0 9,074 0 3200 0.03 -0.02 34.28 0| 0 2,432 0 3300 0.09 0.05 -0.04 31.13 0.09 0.09 1| 711 15,355 -220 3400 0.09 -0.08 28.14 0| 2,270 8,312 +1,270 3500 0.20 0.18 -0.16 25.71 0.24 0.20 182| 50 3,734 0 3600 0.49 0.39 -0.31 24.05 0.49 0.36 210| 75 206 -75 3700 0.91 0.78 -0.51 22.97 0.91 0.91 75| 54 4,108 0 3800 2.20 -0.88 22.00 0| 0 178 0 4000 4.10 -0.99 21.50 0| 0 0 0 4200 6.10 -1.00 22.00 0| 0 0 0 4400 10.10 -1.00 22.80 0| 0 1 0 4800 18.10 -1.00 23.00 0| 0 0 0 5600 Total 468| 3,160 61,259 +975 Indicative a-t-m Vol 25.64 Underlying Price 37.900 Time to expiry: 43 Days Oct 10 0.05 -0.02 44.72 0| 3 64 0 2800 0.10 -0.04 41.19 0| 0 2,213 0 3000 0.18 0.17 -0.08 35.66 0.18 0.18 20| 126 204 +76 3200 0.23 -0.10 33.41 0| 180 148 +81 3300 0.35 0.32 -0.14 31.47 0.35 0.35 1| 91 7,674 -60 3400 0.48 -0.20 29.88 0| 5,450 8,160 +5,350 3500 0.74 0.68 -0.28 28.19 0.74 0.74 3| 100 462 +100 3600 0.97 -0.38 26.70 0| 0 128 0 3700 1.57 1.38 -0.49 25.52 1.57 1.57 27| 100 289 +100 3800 2.61 -0.72 24.36 0| 0 59 0 4000 4.26 -0.88 24.05 0| 0 0 0 4200 6.11 -0.98 21.73 0| 0 0 0 4400 Total 51| 6,050 19,401 +5,647 Indicative a-t-m Vol 26.41 Underlying Price 37.900 Time to expiry: 78 Days Nov 10 0.15 -0.05 41.08 0| 0 75 0 2800 0.25 -0.08 37.83 0| 61 140 +61 3000 0.40 -0.12 34.16 0| 60 170 +60 3200 0.52 -0.16 32.52 0| 75 80 +38 3300 0.71 0.69 -0.20 31.31 0.75 0.71 79| 0 106 0 3400 0.88 -0.26 29.86 0| 32 95 +20 3500 1.15 -0.32 28.70 0| 0 20 0 3600 1.48 -0.40 27.45 0| 526 599 +474 3700 1.88 -0.48 26.29 0| 0 75 0 3800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.02 -0.66 24.88 0| 0 0 0 4000 4.50 -0.81 23.88 0| 0 0 0 4200 6.24 -0.91 23.43 0| 0 0 0 4400 Total 79| 754 1,360 +653 Indicative a-t-m Vol 26.80 Underlying Price 37.900 Time to expiry: 106 Days Dec 10 0.03 -0.01 68.00 0| 0 1,271 0 1600 0.07 -0.01 59.05 0| 55 419 +22 2000 0.09 -0.02 52.53 0| 0 659 0 2200 0.13 -0.03 48.69 0| 0 6,865 0 2400 0.26 0.27 -0.07 40.72 0.27 0.25 14| 43 15,927 +34 2800 0.42 0.40 -0.10 37.16 0.42 0.42 30| 69 51,618 +69 3000 0.68 0.61 -0.15 34.03 0.68 0.68 61| 0 44,597 0 3200 0.96 0.95 -0.23 31.43 0.96 0.96 2| 500 25,789 +500 3400 1.46 -0.34 28.95 0| 2,591 22,522 +1,672 3600 2.22 2.20 -0.47 26.68 2.22 2.22 27| 0 5,594 0 3800 3.59 3.30 -0.62 25.36 3.59 3.59 75| 55 830 0 4000 6.35 -0.87 23.35 0| 0 292 0 4400 10.10 -1.00 19.11 0| 0 0 0 4800 12.10 -1.00 17.94 0| 0 0 0 5000 18.10 -1.00 15.13 0| 0 0 0 5600 22.10 -1.00 13.78 0| 0 0 0 6000 32.10 -1.00 11.83 0| 0 0 0 7000 42.10 -1.00 11.47 0| 0 0 0 8000 82.10 -1.00 19.29 0| 0 0 0 12000 Total 209| 3,313 176,383 +2,297 Indicative a-t-m Vol 28.09 Underlying Price 37.900 Time to expiry: 197 Days Mar 11 0.25 -0.04 47.49 0| 0 671 0 2200 0.35 -0.06 44.38 0| 0 5,054 0 2400 0.68 -0.11 38.92 0| 53 8,346 0 2800 0.92 -0.15 36.22 0| 202 1,786 -81 3000 1.28 1.26 -0.21 33.92 1.28 1.28 64| 26 4,727 0 3200 1.71 1.72 -0.28 31.86 1.71 1.71 3| 150 3,028 +116 3400 2.48 2.33 -0.36 29.95 2.48 2.48 75| 32 5,147 -25 3600 3.10 -0.46 27.99 500| 0 770 0 3800 4.13 -0.57 26.58 0| 0 2,142 0 4000 6.86 -0.77 24.74 0| 0 35 0 4400 10.28 -0.91 23.41 0| 0 0 0 4800 18.10 -1.00 23.35 0| 0 0 0 5600 Total 642| 463 31,706 +10 Indicative a-t-m Vol 28.57 Underlying Price 37.900 Time to expiry: 288 Days Jun 11 0.16 -0.02 52.72 0| 0 962 0 1600 0.35 -0.05 47.02 0| 0 510 0 2000 0.49 -0.06 44.43 0| 0 189 0 2200 0.66 -0.09 41.93 0| 0 783 0 2400 1.18 -0.16 37.44 0| 0 1,450 0 2800 1.54 -0.20 35.22 0| 3 310 0 3000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.03 -0.26 33.41 0| 0 14,000 0 3200 2.57 2.63 -0.33 31.62 2.57 2.57 1| 4,250 4,423 +4,100 3400 3.38 -0.41 30.09 0| 350 3,941 -27 3600 4.27 -0.49 28.49 0| 0 50 0 3800 5.36 -0.58 27.27 0| 0 198 0 4000 8.08 -0.75 25.37 0| 0 5 0 4400 11.40 -0.87 24.20 0| 0 135 0 4800 18.93 -0.97 23.14 0| 0 0 0 5600 22.86 -0.99 23.00 0| 0 0 0 6000 Total 1| 4,603 26,956 +4,073 Indicative a-t-m Vol 29.51 Underlying Price 37.900 Time to expiry: 470 Days Dec 11 0.40 -0.04 50.00 0| 0 90 0 1600 0.62 0.67 -0.07 43.98 0.64 0.62 2| 0 608 0 2000 1.11 -0.11 39.30 0| 0 1,160 0 2400 1.81 -0.18 35.63 0| 0 390 0 2800 2.29 -0.23 34.09 0| 500 3,930 +500 3000 2.90 -0.28 33.00 0| 0 16,300 0 3200 3.56 -0.33 31.64 0| 0 215 0 3400 3.92 -0.36 30.72 0| 0 750 0 3500 4.32 -0.40 30.04 0| 0 15,270 0 3600 6.48 -0.53 28.93 0| 0 1 0 4000 13.73 -0.82 25.77 0| 0 1 0 5000 22.92 -0.95 24.49 0| 0 0 0 6000 32.71 -0.99 24.28 0| 0 0 0 7000 42.60 -1.00 24.81 0| 0 0 0 8000 82.26 -1.00 31.17 0| 0 0 0 12000 Total 2| 500 38,715 +500 Indicative a-t-m Vol 30.07 Underlying Price 37.900 Time to expiry: 652 Days Jun 12 1.39 -0.10 46.13 0| 0 0 0 2000 2.06 -0.15 41.53 0| 0 0 0 2400 2.95 -0.22 37.60 0| 0 0 0 2800 4.11 -0.30 34.19 0| 0 0 0 3200 5.65 -0.41 31.29 0| 0 0 0 3600 7.60 -0.52 28.73 0| 0 0 0 4000 12.78 -0.75 24.46 0| 0 0 0 4800 23.37 -0.93 23.43 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.71 Underlying Price 37.900 Time to expiry: 841 Days Dec 12 1.34 -0.07 52.27 0| 0 0 0 1600 1.97 -0.11 47.02 0| 0 0 0 2000 2.70 -0.16 42.06 0| 0 0 0 2400 4.91 -0.30 35.00 0| 0 0 0 3200 5.67 -0.34 33.50 0| 0 0 0 3400 6.44 -0.39 31.99 0| 0 0 0 3600 8.30 -0.49 29.29 0| 0 3,500 0 4000 13.22 -0.71 25.08 0| 0 0 0 4800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 23.48 -0.89 24.03 0| 0 0 0 6000 42.78 -0.94 29.93 0| 0 0 0 8000 Total 0| 0 3,500 0 Indicative a-t-m Vol 31.43 Underlying Price 37.900 Time to expiry: 1023 Days Jun 13 2.57 -0.13 47.10 0| 0 0 0 2000 3.50 -0.18 42.92 0| 0 0 0 2400 5.88 -0.31 35.71 0| 0 0 0 3200 7.42 -0.39 32.62 0| 0 0 0 3600 9.31 -0.48 30.11 0| 0 0 0 4000 14.04 -0.67 25.84 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 32.38 Underlying Price 37.900 Time to expiry: 1205 Days Dec 13 2.22 -0.09 52.86 0| 0 0 0 1600 3.08 -0.13 47.90 0| 0 0 0 2000 4.06 -0.18 43.50 0| 0 0 0 2400 6.55 -0.30 36.51 0| 0 0 0 3200 9.92 -0.46 30.91 0| 0 0 0 4000 14.43 -0.64 26.39 0| 0 0 0 4800 23.88 -0.83 24.27 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 32.92 Underlying Price 37.900 Time to expiry: 1569 Days Dec 14 4.12 -0.14 49.00 0| 0 0 0 2000 5.19 -0.18 44.64 0| 0 0 0 2400 7.67 -0.30 37.05 0| 0 0 0 3200 10.97 -0.44 31.45 0| 0 400 0 4000 15.21 -0.60 26.93 0| 0 0 0 4800 24.04 -0.78 24.30 0| 0 0 0 6000 Total 0| 0 400 0 Total Puts 1,452| 18,843 359,680 +14,155 Grand Total 11,501| 43,644 684,051 +29,633 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Carrefour European (CA2) Indicative a-t-m Vol 23.08 Underlying Price 37.900 Time to expiry: 15 Days Sep 10 17.90 1.00 73.90 0| 0 10 0 2000 15.90 1.00 67.31 0| 0 500 0 2200 13.90 1.00 61.55 0| 0 34 0 2400 11.91 1.00 55.78 0| 0 0 0 2600 9.91 1.00 50.02 0| 0 315 0 2800 7.91 0.99 46.72 0| 0 2,358 0 3000 6.92 0.99 43.43 0| 0 0 0 3100 5.93 0.98 39.70 0| 0 2,179 0 3200 4.93 0.98 34.28 0| 0 0 0 3300 3.95 0.96 31.13 0| 0 987 0 3400 2.99 0.92 28.14 0| 0 0 0 3500 2.09 0.84 25.71 0| 0 224 0 3600 1.29 0.69 24.05 0| 0 0 0 3700 0.68 0.49 22.97 0| 0 607 0 3800 0.12 0.14 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 19.53 0| 0 0 0 5000 0.01 0.00 21.28 0| 0 0 0 5600 0.01 0.00 48.71 0| 0 2,350 0 7000 Total 0| 0 12,331 0 Indicative a-t-m Vol 26.20 Underlying Price 37.900 Time to expiry: 197 Days Mar 11 21.95 0.99 54.31 0| 0 0 0 1600 18.07 0.98 49.12 0| 0 0 0 2000 16.15 0.96 46.01 0| 0 0 0 2200 14.24 0.95 42.82 0| 0 0 0 2400 10.54 0.90 36.91 0| 0 0 0 2800 8.78 0.86 34.39 0| 0 0 0 3000 7.11 0.80 32.20 0| 0 56 0 3200 5.54 0.73 29.98 0| 0 385 0 3400 4.17 0.64 28.39 0| 0 46 0 3600 2.90 0.54 26.08 0| 0 0 0 3800 1.96 0.43 24.87 0| 0 10,010 0 4000 0.75 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 28.53 Underlying Price 37.900 Time to expiry: 379 Days Sep 11 21.26 0.97 53.57 0| 0 15 0 1600 17.61 0.93 48.08 0| 0 0 0 2000 13.99 0.89 41.77 0| 0 0 0 2400 10.57 0.83 36.30 0| 0 0 0 2800 7.54 0.73 32.82 0| 0 0 0 3200 4.97 0.60 29.70 0| 0 15 0 3600 2.63 2.97 0.45 27.25 2.63 2.63 20| 0 155 0 4000 0.48 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 20| 0 200 0 Indicative a-t-m Vol 28.95 Underlying Price 37.900 Time to expiry: 561 Days Mar 12 21.65 0.95 51.13 0| 0 15 0 1600 18.16 0.92 46.25 0| 0 0 0 2000 14.77 0.87 41.36 0| 0 0 0 2400 11.52 0.81 36.77 0| 0 0 0 2800 8.65 0.72 33.29 0| 0 0 0 3200 6.09 0.62 30.13 0| 0 105 0 3600 4.02 0.49 27.64 0| 0 15 0 4000 1.00 0.19 23.16 0| 0 15 0 5000 0.33 0.08 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 30.04 Underlying Price 37.900 Time to expiry: 750 Days Sep 12 21.28 0.93 52.76 0| 0 15 0 1600 18.00 0.89 47.67 0| 0 0 0 2000 14.68 0.84 41.56 0| 0 15 0 2400 11.62 0.78 37.08 0| 0 0 0 2800 9.02 0.70 34.45 0| 0 15 0 3200 6.55 0.60 31.03 0| 0 0 0 3600 4.66 0.50 28.94 0| 0 15 0 4000 1.89 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 30.59 Underlying Price 37.900 Time to expiry: 925 Days Mar 13 21.50 0.93 48.94 0| 0 0 0 1600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.33 0.89 44.81 0| 0 0 0 2000 15.34 0.84 41.32 0| 0 0 0 2400 9.85 0.71 34.47 0| 0 0 0 3200 7.55 0.62 31.88 0| 0 0 0 3600 5.49 0.53 29.17 0| 0 0 0 4000 2.65 0.34 25.78 0| 0 0 0 4800 1.05 0.16 25.53 0| 0 0 0 6000 0.31 0.05 26.75 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 30.83 Underlying Price 37.900 Time to expiry: 1114 Days Sep 13 21.08 0.92 49.67 0| 0 0 0 1600 18.06 0.88 45.18 0| 0 0 0 2000 15.21 0.83 41.47 0| 0 0 0 2400 10.00 0.70 34.80 0| 0 0 0 3200 5.76 0.53 29.42 0| 0 0 0 4000 3.27 0.37 27.41 0| 0 0 0 4800 1.41 0.19 26.42 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.14 Underlying Price 37.900 Time to expiry: 1296 Days Mar 14 21.57 0.91 49.60 0| 0 0 0 1600 18.66 0.87 45.27 0| 0 0 0 2000 15.97 0.83 41.96 0| 0 0 0 2400 10.82 0.71 35.09 0| 0 0 0 3200 6.55 0.55 29.74 0| 0 0 0 4000 3.75 0.39 26.90 0| 0 0 0 4800 1.78 0.23 26.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.32 Underlying Price 37.900 Time to expiry: 1478 Days Sep 14 18.27 0.87 45.31 0| 0 0 0 2000 15.73 0.82 42.27 0| 0 0 0 2400 10.76 0.70 35.16 0| 0 0 0 3200 6.68 0.55 29.95 0| 0 0 0 4000 3.84 0.40 26.67 0| 0 0 0 4800 1.83 0.23 25.44 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.30 Underlying Price 37.900 Time to expiry: 1660 Days Mar 15 18.83 0.87 45.25 0| 0 0 0 2000 16.38 0.82 42.38 0| 0 0 0 2400 11.28 0.71 34.52 0| 0 0 0 3200 7.01 0.57 28.80 0| 0 0 0 4000 4.12 0.41 25.66 0| 0 0 0 4800 2.20 0.26 25.22 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 20| 0 77,657 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Carrefour European (CA2) Indicative a-t-m Vol 23.08 Underlying Price 37.900 Time to expiry: 15 Days Sep 10 0.01 0.00 73.90 0| 0 200 0 2000 0.01 0.00 67.31 0| 0 2,256 0 2200 0.01 0.00 61.55 0| 0 2,120 0 2400 0.01 0.00 55.78 0| 0 0 0 2600 0.01 0.00 50.02 0| 0 2,134 0 2800 0.01 -0.01 46.72 0| 0 406 0 3000 0.01 -0.01 43.43 0| 0 0 0 3100 0.02 -0.02 39.70 0| 0 2,639 0 3200 0.03 -0.02 34.28 0| 0 0 0 3300 0.05 -0.04 31.13 0| 0 500 0 3400 0.09 -0.08 28.14 0| 0 0 0 3500 0.23 0.18 -0.16 25.71 0.23 0.23 245| 0 627 0 3600 0.39 -0.31 24.05 0| 0 0 0 3700 0.78 -0.51 22.97 0| 0 642 0 3800 2.22 -0.86 22.97 0| 0 650 0 4000 4.11 -0.98 24.52 0| 0 0 0 4200 6.09 -1.00 23.45 0| 0 1,061 0 4400 10.09 -1.00 22.80 0| 0 0 0 4800 12.09 -1.00 19.53 0| 0 100 0 5000 18.09 -1.00 21.28 0| 0 0 0 5600 32.09 -1.00 48.71 0| 0 0 0 7000 Total 245| 0 13,335 0 Indicative a-t-m Vol 26.20 Underlying Price 37.900 Time to expiry: 197 Days Mar 11 0.05 -0.01 54.31 0| 0 9,500 0 1600 0.15 -0.02 49.12 0| 0 600 0 2000 0.21 -0.04 46.01 0| 0 2,570 0 2200 0.30 -0.05 42.82 0| 0 2,093 0 2400 0.58 -0.10 36.91 0| 0 3,665 0 2800 0.80 -0.14 34.39 0| 0 373 0 3000 1.13 -0.20 32.20 0| 0 1,086 0 3200 1.55 -0.27 29.98 0| 0 0 0 3400 2.17 -0.36 28.39 0| 0 500 0 3600 2.88 -0.46 26.08 0| 0 0 0 3800 3.93 -0.57 24.87 0| 0 600 0 4000 6.70 -0.78 23.06 0| 0 0 0 4400 10.18 -0.91 22.47 0| 0 0 0 4800 12.07 -0.94 22.61 0| 0 0 0 5000 17.92 -0.99 23.26 0| 0 0 0 5600 21.88 -1.00 23.26 0| 0 0 0 6000 31.82 -1.00 23.67 0| 0 0 0 7000 41.77 -1.00 24.67 0| 0 0 0 8000 51.72 -1.00 26.08 0| 0 0 0 9000 81.57 -1.00 32.52 0| 0 0 0 12000 Total 0| 0 20,987 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.53 Underlying Price 37.900 Time to expiry: 379 Days Sep 11 0.34 -0.03 53.57 0| 0 0 0 1600 0.63 -0.07 48.08 0| 0 0 0 2000 0.97 -0.11 41.77 0| 0 0 0 2400 1.50 -0.17 36.30 0| 0 100 0 2800 2.42 -0.27 32.82 0| 0 20 0 3200 3.80 -0.40 29.70 0| 0 0 0 3600 5.76 -0.55 27.25 0| 0 100 0 4000 13.14 -0.88 22.81 0| 0 100 0 5000 22.65 -0.97 24.12 0| 0 0 0 6000 32.44 -0.99 24.34 0| 0 0 0 7000 42.31 -1.00 25.80 0| 0 0 0 8000 52.18 -1.00 26.93 0| 0 0 0 9000 81.82 -1.00 30.00 0| 0 0 0 12000 Total 0| 0 320 0 Indicative a-t-m Vol 28.95 Underlying Price 37.900 Time to expiry: 561 Days Mar 12 0.62 -0.05 51.13 0| 0 0 0 1600 1.05 -0.08 46.25 0| 0 0 0 2000 1.57 -0.13 41.36 0| 0 0 0 2400 2.26 -0.19 36.77 0| 0 0 0 2800 3.30 -0.28 33.29 0| 0 0 0 3200 4.67 -0.38 30.13 0| 0 0 0 3600 6.52 -0.51 27.64 0| 0 0 0 4000 13.31 -0.81 23.16 0| 0 0 0 5000 22.45 -0.92 24.00 0| 0 0 0 6000 32.04 -0.97 24.66 0| 0 0 0 7000 41.78 -0.99 25.68 0| 0 0 0 8000 51.56 -0.99 27.20 0| 0 0 0 9000 80.98 -1.00 33.31 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 30.04 Underlying Price 37.900 Time to expiry: 750 Days Sep 12 1.18 -0.07 52.76 0| 0 0 0 1600 1.79 -0.11 47.67 0| 0 0 0 2000 2.36 -0.16 41.56 0| 0 140 0 2400 3.19 -0.22 37.08 0| 0 0 0 2800 4.48 -0.30 34.45 0| 0 0 0 3200 5.89 -0.40 31.03 0| 0 0 0 3600 7.89 -0.50 28.94 0| 0 0 0 4000 12.89 -0.72 24.94 0| 0 0 0 4800 23.22 -0.89 24.22 0| 0 0 0 6000 42.25 -0.97 26.44 0| 0 0 0 8000 Total 0| 0 140 0 Indicative a-t-m Vol 30.59 Underlying Price 37.900 Time to expiry: 925 Days Mar 13 1.24 -0.07 48.94 0| 0 0 0 1600 1.92 -0.11 44.81 0| 0 0 0 2000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.79 -0.16 41.32 0| 0 0 0 2400 4.99 -0.29 34.47 0| 0 0 0 3200 6.55 -0.38 31.88 0| 0 0 0 3600 8.33 -0.47 29.17 0| 0 0 0 4000 13.20 -0.66 25.78 0| 0 0 0 4800 23.15 -0.84 25.53 0| 0 0 0 6000 41.66 -0.95 26.75 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 30.83 Underlying Price 37.900 Time to expiry: 1114 Days Sep 13 1.74 -0.08 49.67 0| 0 0 0 1600 2.52 -0.12 45.18 0| 0 0 0 2000 3.49 -0.17 41.47 0| 0 0 0 2400 5.89 -0.30 34.80 0| 0 0 0 3200 9.25 -0.47 29.42 0| 0 0 0 4000 14.37 -0.63 27.41 0| 0 0 0 4800 23.93 -0.81 26.42 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.14 Underlying Price 37.900 Time to expiry: 1296 Days Mar 14 2.03 -0.09 49.60 0| 0 0 0 1600 2.88 -0.13 45.27 0| 0 0 0 2000 3.95 -0.17 41.96 0| 0 0 0 2400 6.32 -0.29 35.09 0| 0 0 0 3200 9.57 -0.45 29.74 0| 0 0 0 4000 14.28 -0.61 26.90 0| 0 0 0 4800 23.59 -0.77 26.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 31.32 Underlying Price 37.900 Time to expiry: 1478 Days Sep 14 3.35 -0.13 45.31 0| 0 0 0 2000 4.52 -0.18 42.27 0| 0 0 0 2400 6.96 -0.30 35.16 0| 0 0 0 3200 10.30 -0.45 29.95 0| 0 0 0 4000 14.87 -0.60 26.67 0| 0 0 0 4800 23.99 -0.77 25.44 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 30.30 Underlying Price 37.900 Time to expiry: 1660 Days Mar 15 3.63 -0.13 45.25 0| 0 0 0 2000 4.84 -0.18 42.38 0| 0 0 0 2400 7.04 -0.29 34.52 0| 0 0 0 3200 10.08 -0.43 28.80 0| 0 0 0 4000 14.49 -0.59 25.66 0| 0 0 0 4800 23.53 -0.74 25.22 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 245| 0 34,782 0 Grand Total 265| 0 112,439 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 27 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Casino Guichard Perrachon (100) (CO1) Indicative a-t-m Vol 17.61 Underlying Price 66.080 Time to expiry: 15 Days Sep 10 30.09 1.00 38.45 0| 0 0 0 3600 26.09 1.00 37.94 0| 0 0 0 4000 22.09 1.00 35.59 0| 0 0 0 4400 18.09 1.00 32.36 0| 0 0 0 4800 14.09 1.00 28.82 0| 0 0 0 5200 10.09 1.00 25.35 0| 0 0 0 5600 6.11 0.98 22.18 0| 0 260 0 6000 4.19 0.93 21.32 0| 10 10 +10 6200 2.40 0.80 19.11 0| 10 19 0 6400 1.02 0.52 17.63 0| 0 40 0 6600 0.29 0.22 17.11 0| 0 114 0 6800 0.05 0.05 16.90 0| 0 0 0 7000 0.01 0.00 15.60 0| 0 200 0 7200 0.01 0.00 14.55 0| 0 0 0 7600 0.01 0.00 14.10 0| 0 0 0 8000 0.01 0.00 14.94 0| 0 0 0 8800 0.01 0.00 18.00 0| 0 0 0 9600 Total 0| 20 643 +10 Indicative a-t-m Vol 21.50 Underlying Price 66.080 Time to expiry: 43 Days Oct 10 14.18 0.98 35.00 0| 0 0 0 5200 10.26 0.95 30.08 0| 0 0 0 5600 6.52 0.87 25.87 0| 0 0 0 6000 4.82 0.79 24.37 0| 0 0 0 6200 3.27 0.68 22.71 0| 0 0 0 6400 2.03 0.52 21.53 0| 0 0 0 6600 1.14 0.36 20.88 0| 0 18 0 6800 0.54 0.21 19.90 0| 0 12 0 7000 0.24 0.11 19.67 0| 0 0 0 7200 0.04 0.02 19.78 0| 0 0 0 7600 0.01 0.00 21.00 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 21.16 Underlying Price 66.080 Time to expiry: 78 Days Nov 10 14.38 0.95 33.00 0| 0 0 0 5200 10.56 0.91 28.44 0| 0 0 0 5600 6.95 0.82 24.58 0| 0 0 0 6000 5.34 0.74 23.32 0| 0 0 0 6200 3.90 0.65 22.07 0| 0 0 0 6400 2.68 0.53 21.19 0| 0 0 0 6600 1.73 0.41 20.36 0| 0 10 0 6800 0.55 0.18 18.97 0| 0 0 0 7200 0.16 0.07 19.19 0| 0 0 0 7600 0.05 0.02 20.00 0| 0 0 0 8000 Total 0| 0 10 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 28 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 21.36 Underlying Price 66.080 Time to expiry: 106 Days Dec 10 34.16 1.00 45.00 0| 0 0 0 3200 26.20 1.00 37.81 0| 0 0 0 4000 22.23 0.99 34.51 0| 0 0 0 4400 18.30 0.98 31.49 0| 0 0 0 4800 14.44 0.95 28.77 0| 0 0 0 5200 10.74 0.89 26.64 0| 0 0 0 5600 7.31 0.79 24.34 0| 0 0 0 6000 4.35 0.64 22.18 0| 0 186 0 6400 2.18 0.43 20.60 0| 0 291 0 6800 0.68 0.85 0.23 19.19 0.68 0.68 3| 0 74 0 7200 0.07 0.03 18.10 0| 0 42 0 8000 0.01 0.00 16.46 0| 0 0 0 8800 0.01 0.00 16.02 0| 0 0 0 9600 0.01 0.00 18.00 0| 0 0 0 12000 Total 3| 0 593 0 Indicative a-t-m Vol 21.72 Underlying Price 66.080 Time to expiry: 197 Days Mar 11 26.43 0.98 38.00 0| 0 0 0 4000 22.56 0.96 34.72 0| 0 0 0 4400 18.76 0.93 31.61 0| 0 0 0 4800 11.52 0.84 26.04 0| 0 0 0 5600 8.33 0.74 24.15 0| 0 0 0 6000 5.55 0.62 22.46 0| 0 5 0 6400 3.10 3.36 0.47 21.03 3.10 3.10 10| 0 6 0 6800 1.82 0.31 19.90 0| 0 6 0 7200 0.37 0.09 18.42 0| 0 10 0 8000 0.08 0.02 18.77 0| 0 0 0 8800 0.02 0.01 20.00 0| 0 0 0 9600 Total 10| 0 27 0 Indicative a-t-m Vol 21.86 Underlying Price 66.080 Time to expiry: 288 Days Jun 11 34.34 0.99 43.00 0| 0 0 0 3200 26.49 0.98 35.06 0| 0 0 0 4000 22.63 0.96 31.96 0| 0 0 0 4400 18.84 0.94 29.33 0| 0 0 0 4800 11.75 0.83 25.22 0| 0 10 0 5600 8.61 0.74 23.49 0| 0 98 0 6000 5.94 0.62 22.20 0| 0 140 0 6400 3.90 0.48 21.55 0| 0 0 0 6800 2.28 0.34 20.34 0| 0 0 0 7200 0.62 0.13 18.97 0| 0 0 0 8000 0.14 0.04 18.47 0| 0 0 0 8800 0.03 0.01 18.32 0| 0 0 0 9600 0.01 0.00 20.00 0| 0 0 0 12000 Total 0| 0 248 0 Indicative a-t-m Vol 22.75 Underlying Price 66.080 Time to expiry: 470 Days Dec 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 29 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 26.63 0.97 33.90 0| 0 0 0 4000 19.31 0.90 30.32 0| 0 0 0 4800 12.61 0.79 26.40 0| 0 0 0 5600 9.64 0.70 24.60 0| 0 0 0 6000 7.12 0.60 23.25 0| 0 110 0 6400 3.49 0.38 21.34 0| 0 0 0 7200 1.49 0.21 20.21 0| 0 0 0 8000 0.06 0.01 22.70 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 22.86 Underlying Price 66.080 Time to expiry: 652 Days Jun 12 19.51 0.89 30.32 0| 0 0 0 4800 10.20 0.69 24.88 0| 0 0 0 6000 7.67 0.59 23.25 0| 0 0 0 6400 4.18 0.40 21.74 0| 0 0 0 7200 2.04 0.24 20.56 0| 0 0 0 8000 0.14 0.02 22.84 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 13| 20 1,661 +10 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Casino Guichard Perrachon (100) (CO1) Indicative a-t-m Vol 17.61 Underlying Price 66.080 Time to expiry: 15 Days Sep 10 0.01 0.00 38.45 0| 0 0 0 3600 0.01 0.00 37.94 0| 0 0 0 4000 0.01 0.00 35.59 0| 0 0 0 4400 0.01 0.00 32.36 0| 0 0 0 4800 0.01 0.00 28.82 0| 0 400 0 5200 0.01 0.00 25.35 0| 0 2 0 5600 0.02 -0.02 22.18 0| 0 11 0 6000 0.10 -0.07 21.32 0| 0 0 0 6200 0.31 -0.20 19.11 0| 0 89 0 6400 0.93 -0.48 17.63 0| 0 26 0 6600 2.80 2.20 -0.78 17.11 2.80 2.80 10| 0 33 0 6800 3.96 -0.95 16.90 0| 0 0 0 7000 5.92 -1.00 15.60 0| 0 18 0 7200 9.92 -1.00 14.55 0| 0 0 0 7600 13.92 -1.00 14.10 0| 0 0 0 8000 21.92 -1.00 14.94 0| 0 0 0 8800 29.92 -1.00 18.00 0| 0 0 0 9600 Total 10| 0 579 0 Indicative a-t-m Vol 21.50 Underlying Price 66.080 Time to expiry: 43 Days Oct 10 0.06 -0.02 35.00 0| 0 0 0 5200 0.15 -0.05 30.08 0| 0 0 0 5600 0.40 -0.13 25.87 0| 0 0 0 6000 0.70 -0.21 24.37 0| 0 0 0 6200 1.15 -0.32 22.71 0| 0 0 0 6400 1.91 -0.48 21.53 0| 0 0 0 6600 3.02 -0.64 20.88 0| 0 0 0 6800 4.42 -0.79 19.90 0| 0 10 0 7000 6.13 -0.89 19.67 0| 0 0 0 7200 9.94 -0.98 19.78 0| 0 0 0 7600 13.92 -1.00 21.00 0| 0 0 0 8000 Total 0| 0 10 0 Indicative a-t-m Vol 21.16 Underlying Price 66.080 Time to expiry: 78 Days Nov 10 0.22 -0.05 33.00 0| 0 0 0 5200 0.40 -0.09 28.44 0| 0 0 0 5600 0.78 -0.18 24.58 0| 0 0 0 6000 1.17 -0.26 23.32 0| 0 0 0 6200 1.72 -0.35 22.07 0| 0 0 0 6400 2.51 -0.47 21.19 0| 0 0 0 6600 3.56 -0.60 20.36 0| 0 0 0 6800 6.39 -0.82 18.97 0| 0 0 0 7200 10.02 -0.94 19.19 0| 0 0 0 7600 13.93 -0.99 20.00 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 31 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 21.36 Underlying Price 66.080 Time to expiry: 106 Days Dec 10 0.01 0.00 45.00 0| 0 0 0 3200 0.02 0.00 37.81 0| 0 0 0 4000 0.05 -0.01 34.51 0| 0 1 0 4400 0.11 -0.02 31.49 0| 0 1 0 4800 0.24 -0.05 28.77 0| 0 2 0 5200 0.66 0.53 -0.11 26.64 0.66 0.66 3| 0 23 0 5600 1.10 -0.21 24.34 0| 0 20 0 6000 2.14 -0.37 22.18 0| 0 41 0 6400 3.97 -0.57 20.60 0| 0 200 0 6800 6.65 -0.78 19.19 0| 0 0 0 7200 13.93 -0.99 18.10 0| 0 0 0 8000 21.92 -1.00 16.46 0| 0 0 0 8800 29.92 -1.00 16.02 0| 0 0 0 9600 53.92 -1.00 18.00 0| 0 0 0 12000 Total 3| 0 288 0 Indicative a-t-m Vol 21.72 Underlying Price 66.080 Time to expiry: 197 Days Mar 11 0.19 -0.03 38.00 0| 0 0 0 4000 0.31 -0.04 34.72 0| 0 0 0 4400 0.48 -0.07 31.61 0| 0 0 0 4800 1.20 -0.16 26.04 0| 0 1 0 5600 2.00 -0.26 24.15 0| 0 0 0 6000 3.63 3.21 -0.38 22.46 3.63 3.63 10| 0 30 0 6400 5.01 -0.54 21.03 0| 0 0 0 6800 7.47 -0.69 19.90 0| 0 42 0 7200 14.09 -0.92 18.42 0| 0 0 0 8000 21.92 -1.00 18.77 0| 0 0 0 8800 29.92 -1.00 20.00 0| 0 0 0 9600 Total 10| 0 73 0 Indicative a-t-m Vol 21.86 Underlying Price 66.080 Time to expiry: 288 Days Jun 11 0.23 -0.02 43.00 0| 0 0 0 3200 0.45 -0.05 35.06 0| 0 0 0 4000 0.66 -0.07 31.96 0| 0 0 0 4400 0.99 -0.11 29.33 0| 0 10 0 4800 2.30 -0.24 25.22 0| 0 0 0 5600 3.81 3.43 -0.34 23.49 3.81 3.81 10| 0 0 0 6000 5.57 5.07 -0.47 22.20 5.57 5.57 10| 0 20 0 6400 7.32 -0.59 21.55 0| 0 10 0 6800 9.95 -0.72 20.34 0| 0 0 0 7200 16.55 -0.90 18.97 0| 0 0 0 8000 24.11 -0.97 18.47 0| 0 0 0 8800 31.97 -0.99 18.32 0| 0 0 0 9600 55.77 -1.00 20.00 0| 0 0 0 12000 Total 20| 0 40 0 Indicative a-t-m Vol 22.75 Underlying Price 66.080 Time to expiry: 470 Days Dec 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 32 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.99 -0.08 33.90 0| 0 0 0 4000 2.05 -0.15 30.32 0| 0 0 0 4800 3.71 -0.27 26.40 0| 0 0 0 5600 4.91 -0.35 24.60 0| 0 0 0 6000 6.55 -0.45 23.25 0| 0 0 0 6400 11.11 -0.65 21.34 0| 0 0 0 7200 17.21 -0.82 20.21 0| 0 0 0 8000 55.87 -0.97 28.83 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 22.86 Underlying Price 66.080 Time to expiry: 652 Days Jun 12 3.49 -0.21 30.32 0| 0 0 0 4800 7.06 -0.40 24.88 0| 0 0 0 6000 8.77 -0.49 23.25 0| 0 0 0 6400 13.63 -0.65 21.74 0| 0 0 0 7200 19.65 -0.79 20.56 0| 0 0 0 8000 57.19 -0.98 22.84 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 43| 0 990 0 Grand Total 56| 20 2,651 +10 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Casino Guichard Perrachon European (CO2) Indicative a-t-m Vol 17.61 Underlying Price 66.080 Time to expiry: 15 Days Sep 10 30.09 1.00 38.45 0| 0 0 0 3600 26.09 1.00 37.94 0| 0 0 0 4000 24.42 1.00 37.12 0| 0 0 0 4167 20.63 1.00 34.48 0| 0 1 0 4546 18.09 1.00 32.36 0| 0 50 0 4800 13.06 1.00 27.91 0| 0 74 0 5303 9.27 1.00 24.67 0| 0 808 0 5682 5.51 0.97 21.73 0| 0 1 0 6061 4.19 0.93 21.32 0| 0 0 0 6200 2.40 0.80 19.11 0| 0 604 0 6400 1.02 0.52 17.63 0| 0 0 0 6600 0.29 0.22 17.11 0| 0 220 0 6800 0.05 0.05 16.90 0| 0 0 0 7000 0.01 0.00 15.60 0| 0 512 0 7200 0.01 0.00 14.60 0| 0 1 0 7576 0.01 0.00 14.10 0| 0 1 0 8000 0.01 0.00 14.94 0| 0 0 0 8800 0.01 0.00 18.00 0| 0 0 0 9600 Total 0| 0 2,272 0 Indicative a-t-m Vol 21.72 Underlying Price 66.080 Time to expiry: 197 Days Mar 11 34.25 0.99 43.97 0| 0 0 0 3200 26.43 0.98 38.00 0| 0 0 0 4000 22.56 0.96 34.72 0| 0 0 0 4400 18.76 0.93 31.61 0| 0 0 0 4800 11.52 0.84 26.04 0| 0 0 0 5600 8.33 0.74 24.15 0| 0 10 0 6000 5.55 0.62 22.46 0| 0 0 0 6400 3.36 0.47 21.03 0| 0 0 0 6800 1.82 0.31 19.90 0| 0 0 0 7200 0.37 0.09 18.42 0| 0 100 0 8000 0.08 0.02 18.77 0| 0 0 0 8800 0.02 0.01 20.00 0| 0 0 0 9600 0.01 0.00 28.72 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 22.97 Underlying Price 66.080 Time to expiry: 379 Days Sep 11 24.53 0.94 34.13 0| 0 0 0 4000 17.60 0.86 30.90 0| 0 0 0 4800 11.29 0.74 27.04 0| 0 0 0 5600 8.49 0.65 25.10 0| 0 0 0 6000 6.14 0.55 23.63 0| 0 0 0 6400 2.67 0.33 21.09 0| 0 0 0 7200 0.90 0.15 19.30 0| 0 0 0 8000 0.02 0.01 23.15 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 23.27 Underlying Price 66.080 Time to expiry: 561 Days Mar 12 25.53 0.91 34.65 0| 0 0 0 4000 18.98 0.83 31.32 0| 0 0 0 4800 12.72 0.72 26.77 0| 0 0 0 5600 10.11 0.65 25.41 0| 0 0 0 6000 7.75 0.57 23.95 0| 0 0 0 6400 4.02 0.39 21.35 0| 0 0 0 7200 1.78 0.22 19.60 0| 0 0 0 8000 0.15 0.02 23.67 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 2,382 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Casino Guichard Perrachon European (CO2) Indicative a-t-m Vol 17.61 Underlying Price 66.080 Time to expiry: 15 Days Sep 10 0.01 0.00 38.45 0| 0 0 0 3600 0.01 0.00 37.94 0| 0 404 0 4000 0.01 0.00 37.12 0| 0 600 0 4167 0.01 0.00 34.48 0| 0 0 0 4546 0.01 0.00 32.36 0| 0 25 0 4800 0.01 0.00 27.91 0| 0 218 0 5303 0.01 0.00 24.67 0| 0 29 0 5682 0.03 -0.03 21.73 0| 0 7 0 6061 0.10 -0.07 21.32 0| 0 0 0 6200 0.31 -0.20 19.11 0| 0 0 0 6400 0.93 -0.48 17.63 0| 0 0 0 6600 2.20 -0.78 17.11 0| 0 0 0 6800 3.96 -0.95 16.90 0| 0 0 0 7000 5.91 -1.00 15.60 0| 0 1 0 7200 9.67 -1.00 14.60 0| 0 0 0 7576 13.90 -1.00 14.10 0| 0 0 0 8000 21.90 -1.00 14.94 0| 0 0 0 8800 29.90 -1.00 18.00 0| 0 0 0 9600 Total 0| 0 1,284 0 Indicative a-t-m Vol 21.72 Underlying Price 66.080 Time to expiry: 197 Days Mar 11 0.06 -0.01 43.97 0| 0 0 0 3200 0.19 -0.02 38.00 0| 0 0 0 4000 0.31 -0.04 34.72 0| 0 0 0 4400 0.48 -0.07 31.61 0| 0 0 0 4800 1.20 -0.16 26.04 0| 0 55 0 5600 1.99 -0.26 24.15 0| 0 8 0 6000 3.19 -0.38 22.46 0| 0 0 0 6400 4.98 -0.53 21.03 0| 0 0 0 6800 7.42 -0.69 19.90 0| 0 0 0 7200 13.93 -0.91 18.42 0| 0 0 0 8000 21.60 -0.98 18.77 0| 0 0 0 8800 29.50 -0.99 20.00 0| 0 0 0 9600 53.37 -1.00 28.72 0| 0 0 0 12000 Total 0| 0 63 0 Indicative a-t-m Vol 22.97 Underlying Price 66.080 Time to expiry: 379 Days Sep 11 0.70 -0.06 34.13 0| 0 0 0 4000 1.67 -0.14 30.90 0| 0 0 0 4800 3.26 -0.26 27.04 0| 0 0 0 5600 4.41 -0.35 25.10 0| 0 0 0 6000 6.02 -0.45 23.63 0| 0 0 0 6400 10.45 -0.67 21.09 0| 0 0 0 7200 16.58 -0.85 19.30 0| 0 0 0 8000 55.22 -0.99 23.15 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 23.27 Underlying Price 66.080 Time to expiry: 561 Days Mar 12 1.41 -0.09 34.65 0| 0 0 0 4000 2.70 -0.17 31.32 0| 0 0 0 4800 4.29 -0.28 26.77 0| 0 0 0 5600 5.61 -0.35 25.41 0| 0 0 0 6000 7.16 -0.43 23.95 0| 0 0 0 6400 11.28 -0.61 21.35 0| 0 0 0 7200 16.89 -0.78 19.60 0| 0 0 0 8000 54.49 -0.98 23.67 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 1,347 0 Grand Total 0| 0 3,729 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 37 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Christian Dior (100) (CD1) Indicative a-t-m Vol 29.48 Underlying Price 84.800 Time to expiry: 15 Days Sep 10 40.81 1.00 53.00 0| 0 0 0 4400 36.81 1.00 51.38 0| 0 0 0 4800 28.81 1.00 47.33 0| 0 0 0 5600 20.81 1.00 41.88 0| 0 0 0 6400 16.82 1.00 39.11 0| 0 0 0 6800 12.85 0.99 36.41 0| 0 0 0 7200 10.89 0.97 35.21 0| 0 0 0 7400 8.97 0.94 34.04 0| 0 0 0 7600 7.12 0.90 32.93 0| 0 0 0 7800 5.40 0.82 31.90 0| 0 0 0 8000 3.83 0.71 30.63 0| 0 0 0 8200 2.54 0.57 29.83 0| 0 1 0 8400 1.53 0.42 28.95 0| 0 0 0 8600 0.82 0.28 28.14 0| 0 2 0 8800 0.16 0.08 26.75 0| 0 0 0 9200 0.02 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 29.96 Underlying Price 84.800 Time to expiry: 106 Days Dec 10 40.91 1.00 51.00 0| 0 0 0 4400 36.96 0.99 49.08 0| 0 0 0 4800 29.13 0.97 44.39 0| 0 0 0 5600 21.52 0.93 39.59 0| 0 0 0 6400 17.86 0.89 37.29 0| 0 0 0 6800 14.39 0.84 35.28 0| 0 0 0 7200 11.20 0.76 33.55 0| 0 0 0 7600 8.30 0.67 31.65 0| 0 0 0 8000 5.85 0.56 30.21 0| 0 0 0 8400 3.90 0.44 28.98 0| 0 2 0 8800 1.43 0.22 27.09 0| 0 0 0 9600 0.78 0.14 26.44 0| 0 0 0 10000 0.03 0.01 26.00 0| 0 0 0 12000 Total 0| 0 2 0 Indicative a-t-m Vol 30.30 Underlying Price 84.800 Time to expiry: 197 Days Mar 11 37.25 0.97 48.08 0| 0 0 0 4800 29.70 0.93 43.07 0| 0 0 0 5600 22.50 0.87 38.71 0| 0 0 0 6400 19.08 0.83 36.64 0| 0 0 0 6800 15.92 0.78 35.06 0| 0 0 0 7200 13.02 0.72 33.66 0| 0 0 0 7600 10.30 0.64 31.96 0| 0 0 0 8000 7.91 0.56 30.51 0| 0 0 0 8400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.93 0.48 29.49 0| 0 0 0 8800 3.00 0.30 27.53 0| 0 0 0 9600 2.03 0.23 26.74 0| 0 0 0 10000 0.26 0.04 26.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 28.46 Underlying Price 84.800 Time to expiry: 288 Days Jun 11 37.57 0.95 46.77 0| 0 0 0 4800 30.31 0.91 42.77 0| 0 0 0 5600 23.28 0.85 37.92 0| 0 0 0 6400 16.77 0.77 33.61 0| 0 0 0 7200 13.87 0.71 31.99 0| 0 0 0 7600 11.30 0.64 30.86 0| 0 0 0 8000 8.69 0.57 28.69 0| 0 0 0 8400 6.64 0.49 27.51 0| 0 0 0 8800 3.58 0.33 25.70 0| 0 0 0 9600 2.48 0.25 24.78 0| 0 0 0 10000 0.50 0.07 25.00 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 5 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 29.48 Underlying Price 84.800 Time to expiry: 15 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 0.00 39.11 0| 0 22 0 6800 0.03 -0.01 36.41 0| 0 20 0 7200 0.07 -0.03 35.21 0| 0 0 0 7400 0.15 -0.06 34.04 0| 0 3 0 7600 0.30 -0.10 32.93 0| 0 0 0 7800 0.58 -0.18 31.90 0| 0 0 0 8000 1.02 -0.29 30.63 0| 0 0 0 8200 1.72 -0.43 29.83 0| 0 2 0 8400 2.71 -0.58 28.95 0| 0 0 0 8600 4.01 -0.73 28.14 0| 0 0 0 8800 7.35 -0.92 26.75 0| 0 0 0 9200 11.21 -0.99 25.65 0| 0 0 0 9600 15.20 -1.00 24.84 0| 0 0 0 10000 35.20 -1.00 26.00 0| 0 0 0 12000 Total 0| 0 49 0 Indicative a-t-m Vol 29.96 Underlying Price 84.800 Time to expiry: 106 Days Dec 10 0.05 -0.01 51.00 0| 0 0 0 4400 0.10 -0.01 49.08 0| 0 0 0 4800 0.29 -0.03 44.39 0| 0 0 0 5600 0.72 -0.08 39.59 0| 0 2 0 6400 1.09 -0.12 37.29 0| 0 3 0 6800 1.65 -0.17 35.28 0| 0 0 0 7200 2.49 -0.25 33.55 0| 0 0 0 7600 3.64 -0.34 31.65 0| 0 0 0 8000 5.21 -0.45 30.21 0| 0 0 0 8400 7.29 -0.57 28.98 0| 0 0 0 8800 12.85 -0.79 27.09 0| 0 0 0 9600 16.20 -0.87 26.44 0| 0 0 0 10000 35.43 -0.99 26.00 0| 0 0 0 12000 Total 0| 0 5 0 Indicative a-t-m Vol 30.30 Underlying Price 84.800 Time to expiry: 197 Days Mar 11 0.50 -0.04 48.08 0| 0 0 0 4800 0.97 -0.07 43.07 0| 0 0 0 5600 1.77 -0.13 38.71 0| 0 0 0 6400 2.35 -0.17 36.64 0| 0 0 0 6800 3.19 -0.22 35.06 0| 0 0 0 7200 4.27 -0.29 33.66 0| 0 0 0 7600 5.54 -0.36 31.96 0| 0 0 0 8000 7.14 -0.44 30.51 0| 0 0 0 8400 9.16 -0.53 29.49 0| 0 0 0 8800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.23 -0.70 27.53 0| 0 0 0 9600 17.26 -0.78 26.74 0| 0 0 0 10000 35.56 -0.97 26.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 28.46 Underlying Price 84.800 Time to expiry: 288 Days Jun 11 1.09 -0.06 46.77 0| 0 0 0 4800 1.91 -0.11 42.77 0| 0 0 0 5600 2.94 -0.17 37.92 0| 0 0 0 6400 4.52 -0.26 33.61 0| 0 0 0 7200 5.68 -0.32 31.99 0| 0 0 0 7600 7.17 -0.38 30.86 0| 0 0 0 8000 8.62 -0.46 28.69 0| 0 0 0 8400 10.62 -0.53 27.51 0| 0 0 0 8800 15.64 -0.69 25.70 0| 0 0 0 9600 18.57 -0.76 24.78 0| 0 0 0 10000 36.54 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 29.48 Underlying Price 84.800 Time to expiry: 15 Days Sep 10 40.81 1.00 52.00 0| 0 0 0 4400 36.81 1.00 51.38 0| 0 0 0 4800 28.81 1.00 47.33 0| 0 0 0 5600 24.81 1.00 44.66 0| 0 0 0 6000 20.81 1.00 41.88 0| 0 0 0 6400 16.82 1.00 39.11 0| 0 0 0 6800 12.85 0.99 36.41 0| 0 0 0 7200 10.89 0.97 35.21 0| 0 0 0 7400 8.97 0.94 34.04 0| 0 0 0 7600 7.12 0.90 32.93 0| 0 0 0 7800 5.40 0.82 31.90 0| 0 0 0 8000 3.83 0.71 30.63 0| 0 0 0 8200 2.54 0.57 29.83 0| 0 0 0 8400 1.53 0.42 28.95 0| 0 0 0 8600 0.82 0.28 28.14 0| 0 82 0 8800 0.16 0.08 26.75 0| 0 0 0 9200 0.02 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 30.30 Underlying Price 84.800 Time to expiry: 197 Days Mar 11 60.50 1.00 62.00 0| 0 0 0 2400 52.62 0.99 58.88 0| 0 0 0 3200 44.81 0.98 53.57 0| 0 0 0 4000 40.94 0.97 50.79 0| 0 0 0 4400 37.11 0.96 48.08 0| 0 0 0 4800 29.62 0.93 43.07 0| 0 0 0 5600 25.98 0.90 40.80 0| 0 0 0 6000 22.46 0.87 38.71 0| 0 0 0 6400 19.05 0.83 36.64 0| 0 0 0 6800 15.91 0.78 35.06 0| 0 0 0 7200 13.01 0.71 33.66 0| 0 0 0 7600 10.30 0.64 31.96 0| 0 0 0 8000 7.91 0.56 30.51 0| 0 0 0 8400 5.93 0.48 29.49 0| 0 0 0 8800 3.00 0.30 27.53 0| 0 0 0 9600 2.03 0.23 26.74 0| 0 0 0 10000 0.26 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 27.85 Underlying Price 84.800 Time to expiry: 379 Days Sep 11 36.57 0.94 39.88 0| 0 0 0 4800 26.06 0.87 35.06 0| 0 0 0 6000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.71 0.84 33.28 0| 0 0 0 6400 16.76 0.74 31.00 0| 0 0 0 7200 11.62 0.62 28.84 0| 0 0 0 8000 7.53 0.49 27.19 0| 0 0 0 8800 0.89 0.10 24.77 0| 0 0 0 12000 0.08 0.01 26.28 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.15 Underlying Price 84.800 Time to expiry: 561 Days Mar 12 37.54 0.92 40.46 0| 0 0 0 4800 27.56 0.84 35.38 0| 0 0 0 6000 18.68 0.73 31.19 0| 0 0 0 7200 13.74 0.63 29.10 0| 0 0 0 8000 9.67 0.52 27.52 0| 0 0 0 8800 1.90 0.16 25.04 0| 0 0 0 12000 0.31 0.03 26.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 82 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Christian Dior European (CD3) Indicative a-t-m Vol 29.48 Underlying Price 84.800 Time to expiry: 15 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 0.00 39.11 0| 0 100 0 6800 0.03 -0.01 36.41 0| 0 0 0 7200 0.07 -0.03 35.21 0| 0 0 0 7400 0.15 -0.06 34.04 0| 0 0 0 7600 0.30 -0.10 32.93 0| 0 0 0 7800 0.58 -0.18 31.90 0| 0 0 0 8000 1.02 -0.29 30.63 0| 0 0 0 8200 1.72 -0.43 29.83 0| 0 0 0 8400 2.71 -0.58 28.95 0| 0 0 0 8600 4.01 -0.72 28.14 0| 0 0 0 8800 7.34 -0.92 26.75 0| 0 0 0 9200 11.20 -0.99 25.65 0| 0 0 0 9600 15.18 -1.00 24.84 0| 0 0 0 10000 35.18 -1.00 25.00 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 30.30 Underlying Price 84.800 Time to expiry: 197 Days Mar 11 0.02 0.00 62.00 0| 0 0 0 2400 0.09 -0.01 58.88 0| 0 0 0 3200 0.25 -0.02 53.57 0| 0 0 0 4000 0.36 -0.03 50.79 0| 0 0 0 4400 0.50 -0.04 48.08 0| 0 0 0 4800 0.97 -0.07 43.07 0| 0 0 0 5600 1.32 -0.10 40.80 0| 0 0 0 6000 1.77 -0.13 38.71 0| 0 0 0 6400 2.34 -0.17 36.64 0| 0 0 0 6800 3.18 -0.22 35.06 0| 0 0 0 7200 4.26 -0.29 33.66 0| 0 0 0 7600 5.53 -0.36 31.96 0| 0 0 0 8000 7.12 -0.44 30.51 0| 0 0 0 8400 9.12 -0.52 29.49 0| 0 0 0 8800 14.15 -0.70 27.53 0| 0 0 0 9600 17.16 -0.77 26.74 0| 0 0 0 10000 35.29 -0.96 26.00 0| 0 0 0 12000 74.82 -1.00 25.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.85 Underlying Price 84.800 Time to expiry: 379 Days Sep 11 0.97 -0.06 39.88 0| 0 0 0 4800 2.32 -0.13 35.06 0| 0 0 0 6000 2.92 -0.16 33.28 0| 0 0 0 6400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.87 -0.26 31.00 0| 0 0 0 7200 7.64 -0.38 28.84 0| 0 0 0 8000 11.45 -0.51 27.19 0| 0 0 0 8800 36.43 -0.90 24.77 0| 0 0 0 12000 75.13 -0.99 26.28 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.15 Underlying Price 84.800 Time to expiry: 561 Days Mar 12 2.03 -0.08 40.46 0| 0 0 0 4800 3.83 -0.16 35.38 0| 0 0 0 6000 6.72 -0.27 31.19 0| 0 0 0 7200 9.62 -0.37 29.10 0| 0 0 0 8000 13.39 -0.48 27.52 0| 0 0 0 8800 37.01 -0.84 25.04 0| 0 0 0 12000 74.65 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | CNP Assurances (100) (CN1) Indicative a-t-m Vol 28.30 Underlying Price 13.805 Time to expiry: 15 Days Sep 10 4.81 1.00 44.85 0| 0 0 0 900 3.81 1.00 39.98 0| 0 0 0 1000 2.81 1.00 37.35 0| 0 0 0 1100 2.31 0.99 35.94 0| 0 0 0 1150 1.82 0.98 33.92 0| 0 0 0 1200 1.33 0.94 32.07 0| 0 0 0 1250 0.89 0.84 30.38 0| 0 0 0 1300 0.51 0.65 29.51 0| 0 0 0 1350 0.23 0.42 27.56 0| 0 0 0 1400 0.08 0.20 26.41 0| 0 0 0 1450 0.02 0.06 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 29.14 Underlying Price 13.805 Time to expiry: 106 Days Dec 10 4.85 0.98 41.36 0| 0 0 0 900 4.27 0.97 39.59 0| 0 0 0 960 3.89 0.95 38.41 0| 0 0 0 1000 2.97 0.90 35.71 0| 0 0 0 1100 2.11 0.81 33.10 0| 0 0 0 1200 1.37 0.68 30.69 0| 0 0 0 1300 0.79 0.50 28.78 0| 0 0 0 1400 0.39 0.32 27.40 0| 0 3 0 1500 0.17 0.17 26.16 0| 0 240 0 1600 0.06 0.07 25.11 0| 0 640 0 1700 0.02 0.03 24.43 0| 0 400 0 1800 0.01 0.01 24.01 0| 0 0 0 1900 0.01 0.00 23.85 0| 0 0 0 2000 0.01 0.00 24.20 0| 0 0 0 2200 0.01 0.00 25.36 0| 0 0 0 2400 Total 0| 0 1,283 0 Indicative a-t-m Vol 28.86 Underlying Price 13.805 Time to expiry: 197 Days Mar 11 4.94 0.95 39.63 0| 0 0 0 900 4.38 0.93 37.59 0| 0 0 0 960 4.01 0.92 36.23 0| 0 0 0 1000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.14 0.86 33.76 0| 0 0 0 1100 2.34 0.77 31.80 0| 0 0 0 1200 1.65 0.66 30.09 0| 0 0 0 1300 1.09 0.52 28.57 0| 0 0 0 1400 0.66 0.39 27.33 0| 0 0 0 1500 0.37 0.26 26.25 0| 0 5 0 1600 0.19 0.16 25.37 0| 0 0 0 1700 0.09 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 28.86 Underlying Price 13.805 Time to expiry: 288 Days Jun 11 5.15 0.95 39.97 0| 0 0 0 880 4.42 0.92 37.59 0| 0 0 0 960 4.05 0.91 36.23 0| 0 0 0 1000 2.42 0.76 31.80 0| 0 0 0 1200 1.74 0.65 30.09 0| 0 0 0 1300 1.19 0.53 28.57 0| 0 0 0 1400 0.76 0.40 27.33 0| 0 0 0 1500 0.46 0.28 26.25 0| 0 0 0 1600 0.26 0.19 25.40 0| 0 0 0 1700 0.14 0.11 24.65 0| 0 0 0 1800 0.03 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.30 Underlying Price 13.805 Time to expiry: 15 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 -0.06 32.07 0| 0 0 0 1250 0.08 -0.16 30.38 0| 0 0 0 1300 0.20 -0.35 29.51 0| 0 0 0 1350 0.43 -0.58 27.56 0| 0 0 0 1400 0.77 -0.80 26.41 0| 0 0 0 1450 1.21 -0.94 25.68 0| 0 40 0 1500 1.70 -0.99 24.10 0| 0 0 0 1550 2.19 -1.00 21.85 0| 0 40 0 1600 2.70 -1.00 22.56 0| 0 0 0 1650 3.20 -1.00 21.75 0| 0 0 0 1700 4.20 -1.00 21.30 0| 0 0 0 1800 5.20 -1.00 20.25 0| 0 0 0 1900 6.20 -1.00 20.25 0| 0 0 0 2000 8.20 -1.00 20.82 0| 0 0 0 2200 10.20 -1.00 22.00 0| 0 0 0 2400 11.20 -1.00 24.93 0| 0 0 0 2500 Total 0| 0 80 0 Indicative a-t-m Vol 29.14 Underlying Price 13.805 Time to expiry: 106 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 0.95 -0.50 28.78 0| 0 0 0 1400 1.56 -0.68 27.40 0| 0 0 0 1500 2.33 -0.84 26.16 0| 0 40 0 1600 3.23 -0.94 25.11 0| 0 0 0 1700 4.20 -0.99 24.43 0| 0 0 0 1800 5.20 -1.00 24.01 0| 0 0 0 1900 6.20 -1.00 23.85 0| 0 0 0 2000 8.20 -1.00 24.20 0| 0 0 0 2200 10.20 -1.00 25.36 0| 0 0 0 2400 Total 0| 0 40 0 Indicative a-t-m Vol 28.86 Underlying Price 13.805 Time to expiry: 197 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.51 -0.24 31.80 0| 0 0 0 1200 0.83 -0.36 30.09 0| 0 0 0 1300 1.28 -0.49 28.57 0| 0 0 0 1400 1.86 -0.63 27.33 0| 0 4 0 1500 2.58 -0.75 26.25 0| 0 4 0 1600 3.40 -0.85 25.37 0| 0 0 0 1700 4.30 -0.92 24.65 0| 0 0 0 1800 5.25 -0.96 24.10 0| 0 0 0 1900 6.22 -0.98 23.69 0| 0 0 0 2000 8.20 -1.00 23.27 0| 0 0 0 2200 10.20 -0.99 31.21 0| 0 0 0 2400 Total 0| 0 8 0 Indicative a-t-m Vol 28.86 Underlying Price 13.805 Time to expiry: 288 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 0.94 -0.33 31.80 0| 0 0 0 1200 1.35 -0.44 30.09 0| 0 0 0 1300 1.88 -0.56 28.57 0| 0 0 0 1400 2.52 -0.67 27.33 0| 0 0 0 1500 3.27 -0.77 26.25 0| 0 0 0 1600 4.11 -0.86 25.40 0| 0 0 0 1700 5.01 -0.91 24.65 0| 0 0 0 1800 6.91 -0.97 23.69 0| 0 0 0 2000 8.88 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 43.30 Underlying Price 10.540 Time to expiry: 15 Days Sep 10 4.94 1.00 93.00 0| 0 0 0 560 4.14 1.00 86.77 0| 0 0 0 640 3.74 1.00 80.81 0| 0 0 0 680 3.35 0.99 76.28 0| 0 104 0 720 2.95 0.99 71.27 0| 0 0 0 760 2.55 0.98 65.49 0| 0 1,500 0 800 2.36 0.97 64.20 0| 0 0 0 820 2.16 0.97 60.76 0| 0 0 0 840 1.96 0.96 57.46 0| 0 0 0 860 1.77 0.94 56.66 0| 0 236 0 880 1.58 0.93 53.44 0| 0 4,112 0 900 1.40 0.90 52.49 0| 0 625 0 920 1.21 0.87 50.02 0| 0 5,077 0 940 1.05 0.83 49.77 0| 0 1,362 0 960 0.88 0.78 47.32 0| 0 127 0 980 0.72 0.72 46.09 0| 73 4,259 -59 1000 0.29 0.40 0.54 43.55 0.40 0.29 149| 341 1,030 +100 1050 0.18 0.32 40.50 0| 500 10,671 +200 1100 0.06 0.15 38.16 0| 0 1,520 0 1150 0.02 0.06 38.09 0| 0 9,125 0 1200 0.01 0.01 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 149| 914 50,033 +241 Indicative a-t-m Vol 42.24 Underlying Price 10.540 Time to expiry: 43 Days Oct 10 3.00 0.95 61.97 0| 0 0 0 760 2.62 0.93 59.55 0| 0 0 0 800 2.25 0.90 56.19 0| 0 0 0 840 2.08 0.88 54.59 0| 0 0 0 860 1.90 0.86 53.38 0| 0 0 0 880 1.73 0.83 52.07 0| 0 0 0 900 1.56 0.81 50.03 0| 0 0 0 920 1.40 0.78 49.22 0| 0 0 0 940 1.24 0.74 47.59 0| 0 243 0 960 1.10 0.70 46.60 0| 0 120 0 980 0.95 0.66 45.01 0| 0 252 0 1000 0.64 0.54 42.38 0| 0 752 0 1050 0.41 0.41 40.56 0| 0 219 0 1100 0.24 0.28 39.00 0| 0 2,546 0 1150 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 50 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.12 0.17 36.67 0| 0 5,497 0 1200 0.03 0.06 37.42 0| 0 93 0 1300 0.01 0.02 40.00 0| 0 0 0 1400 Total 0| 0 9,722 0 Indicative a-t-m Vol 43.07 Underlying Price 10.540 Time to expiry: 78 Days Nov 10 2.41 0.84 55.85 0| 0 0 0 840 2.07 0.81 52.76 0| 0 0 0 880 1.76 0.76 50.92 0| 0 0 0 920 1.45 0.70 48.19 0| 0 0 0 960 1.31 0.67 46.96 0| 0 0 0 980 1.18 0.64 45.90 0| 0 0 0 1000 0.87 0.55 43.20 0| 0 318 0 1050 0.63 0.45 41.60 0| 0 324 0 1100 0.28 0.27 38.52 0| 100 183 0 1200 0.11 0.13 37.08 0| 0 0 0 1300 0.03 0.04 34.00 0| 0 0 0 1400 Total 0| 100 825 0 Indicative a-t-m Vol 43.20 Underlying Price 10.540 Time to expiry: 106 Days Dec 10 5.80 0.98 82.00 0| 0 0 0 480 5.03 0.96 75.34 0| 0 100 0 560 4.66 0.95 72.17 0| 0 2 0 600 4.28 0.94 68.24 0| 0 0 0 640 3.55 0.90 62.79 0| 0 0 0 720 3.39 0.89 61.68 0| 0 0 0 738 3.19 0.88 59.93 0| 0 2,500 0 760 2.84 0.86 56.88 0| 0 164 0 800 2.51 0.82 54.64 0| 0 36 0 840 2.18 0.79 51.84 0| 0 5,960 0 880 1.87 0.74 49.46 0| 0 3,335 0 920 1.42 1.58 0.69 47.47 1.42 1.42 56| 0 261 0 960 1.31 0.64 45.52 0| 0 6,393 0 1000 0.72 0.46 40.92 0| 0 36,235 0 1107 0.38 0.30 38.02 0| 0 19,106 0 1200 0.17 0.17 36.03 0| 120 11,192 0 1300 0.06 0.07 33.34 0| 0 6,610 0 1400 0.02 0.03 32.19 0| 0 754 0 1476 0.01 0.00 30.62 0| 0 20,040 0 1661 0.01 0.00 30.56 0| 0 755 0 1846 0.01 0.00 31.48 0| 0 300 0 2000 0.01 0.00 31.74 0| 0 0 0 2030 0.01 0.00 37.00 0| 0 0 0 2400 Total 56| 120 113,743 0 Indicative a-t-m Vol 42.55 Underlying Price 10.540 Time to expiry: 197 Days Mar 11 5.15 0.94 67.90 0| 0 0 0 560 4.79 0.92 65.60 0| 0 0 0 600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.43 0.91 62.71 0| 0 0 0 640 3.74 0.87 57.95 0| 0 2 0 720 3.40 0.85 55.77 0| 0 0 0 760 3.08 0.82 53.48 0| 0 50 0 800 2.76 0.79 51.54 0| 0 5 0 840 2.47 0.76 49.75 0| 0 0 0 880 2.19 0.72 48.28 0| 0 2,500 0 920 1.91 0.68 46.20 0| 0 313 0 960 1.66 0.63 44.73 0| 0 466 0 1000 1.09 0.51 40.69 0| 196 785 -196 1100 0.66 0.38 37.38 0| 74 608 0 1200 0.37 0.26 35.45 0| 0 240 0 1300 0.19 0.16 33.54 0| 0 302 0 1400 0.10 0.10 33.04 0| 0 129 0 1500 0.05 0.05 32.44 0| 0 899 0 1600 0.02 0.02 32.88 0| 0 0 0 1800 0.01 0.01 35.00 0| 0 0 0 2000 Total 0| 270 6,299 -196 Indicative a-t-m Vol 41.73 Underlying Price 10.540 Time to expiry: 288 Days Jun 11 5.89 0.96 66.91 0| 0 0 0 480 5.17 0.94 62.83 0| 0 0 0 560 4.82 0.92 60.68 0| 0 0 0 600 4.47 0.91 58.58 0| 0 0 0 640 3.79 0.87 54.23 0| 0 0 0 720 3.46 0.84 52.05 0| 0 0 0 760 3.17 0.82 51.00 0| 0 0 0 800 2.86 0.79 49.46 0| 0 0 0 840 2.57 0.75 47.52 0| 0 20 0 880 2.29 0.72 46.22 0| 0 0 0 920 2.04 0.68 44.84 0| 0 880 0 960 1.78 0.64 43.23 0| 0 12,506 0 1000 1.12 1.25 0.53 40.44 1.12 1.12 10| 0 246 0 1100 0.83 0.41 38.01 0| 0 902 0 1200 0.30 0.21 34.07 0| 0 2,808 0 1400 0.11 0.09 32.98 0| 0 2,450 0 1600 0.04 0.04 33.30 0| 0 0 0 1800 0.02 0.02 34.56 0| 0 120 0 2000 0.01 0.01 40.00 0| 0 1,000 0 2400 Total 10| 0 20,932 0 Indicative a-t-m Vol 44.01 Underlying Price 10.540 Time to expiry: 470 Days Dec 11 6.70 0.97 70.83 0| 0 0 0 400 5.98 0.95 65.39 0| 0 0 0 480 4.96 0.90 59.17 0| 0 0 0 600 4.65 0.88 57.75 0| 0 0 0 640 4.04 0.84 54.85 0| 0 0 0 720 3.48 0.79 52.45 0| 0 0 0 800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.94 0.73 49.52 0| 0 50 0 880 2.80 0.72 48.52 0| 0 0 0 900 2.45 0.67 46.89 0| 0 1,531 0 960 2.24 0.64 46.13 0| 0 3,780 0 1000 1.17 0.45 38.29 0| 2,550 19,560 +2,420 1200 0.55 0.28 34.24 0| 0 90 0 1400 0.38 0.21 33.36 0| 0 2,500 0 1500 0.29 0.17 33.55 0| 0 2,275 0 1600 0.22 0.11 40.69 0| 0 0 0 2000 0.16 0.08 45.10 0| 0 0 0 2400 Total 0| 2,550 29,786 +2,420 Indicative a-t-m Vol 42.74 Underlying Price 10.540 Time to expiry: 652 Days Jun 12 5.96 0.95 64.00 0| 0 0 0 480 4.96 0.90 57.71 0| 0 0 0 600 3.55 0.79 51.43 0| 0 0 0 800 3.04 0.73 48.76 0| 0 0 0 880 2.55 0.68 45.88 0| 0 0 0 960 2.32 0.65 44.54 0| 0 0 0 1000 1.31 0.48 37.88 0| 0 240 0 1200 0.67 0.31 33.73 0| 0 240 0 1400 0.44 0.22 34.71 0| 0 240 0 1600 0.29 0.14 39.48 0| 0 0 0 2000 0.24 0.11 44.22 0| 0 0 0 2400 Total 0| 0 720 0 Indicative a-t-m Vol 41.70 Underlying Price 10.540 Time to expiry: 841 Days Dec 12 6.70 0.97 70.00 0| 0 0 0 400 5.99 0.94 62.74 0| 0 0 0 480 5.05 0.89 57.43 0| 0 0 0 600 3.65 0.78 50.03 0| 0 0 0 800 3.14 0.73 47.08 0| 0 0 0 880 2.66 0.67 44.29 0| 0 1,000 0 960 2.45 0.65 43.20 0| 0 13,300 0 1000 1.49 0.49 37.64 0| 0 5,052 0 1200 0.81 0.34 33.31 0| 0 0 0 1400 0.55 0.25 33.74 0| 0 3,000 0 1600 0.37 0.16 37.31 0| 0 159 0 2000 0.32 0.14 41.88 0| 0 400 0 2400 Total 0| 0 22,911 0 Indicative a-t-m Vol 44.95 Underlying Price 10.540 Time to expiry: 1023 Days Jun 13 5.89 0.97 62.32 0| 0 0 0 480 4.91 0.91 57.12 0| 0 0 0 600 3.59 0.79 51.04 0| 0 0 0 800 3.29 0.74 52.12 0| 0 0 0 880 2.87 0.69 49.67 0| 0 0 0 960 1.47 0.50 37.60 0| 0 0 0 1200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.56 0.25 33.52 0| 0 0 0 1600 0.44 0.19 38.45 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 42.10 Underlying Price 10.540 Time to expiry: 1205 Days Dec 13 6.63 0.98 70.00 0| 0 0 0 400 5.90 0.96 61.70 0| 0 0 0 480 4.96 0.90 56.71 0| 0 0 0 600 3.69 0.79 50.84 0| 0 0 0 800 1.57 0.51 37.07 0| 0 0 0 1200 0.66 0.28 33.32 0| 0 0 0 1600 0.60 0.23 39.37 0| 0 0 0 2000 0.55 0.20 43.31 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 42.07 Underlying Price 10.540 Time to expiry: 1569 Days Dec 14 5.82 0.99 61.50 0| 0 0 0 480 4.81 0.93 57.00 0| 0 0 0 600 3.54 0.80 50.79 0| 0 0 0 800 1.53 0.51 37.05 0| 0 0 0 1200 0.75 0.30 34.39 0| 0 0 0 1600 0.71 0.27 39.90 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 215| 3,954 254,971 +2,465 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 54 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Credit Agricole (100) (CR1) Indicative a-t-m Vol 43.30 Underlying Price 10.540 Time to expiry: 15 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 0.00 80.81 0| 0 120 0 680 0.01 -0.01 76.28 0| 0 7,849 0 720 0.01 -0.01 71.27 0| 0 4,388 0 760 0.01 -0.02 65.49 0| 0 4,605 0 800 0.01 -0.03 64.20 0| 0 322 0 820 0.02 -0.03 60.76 0| 0 611 0 840 0.02 -0.04 57.46 0| 0 170 0 860 0.03 -0.06 56.66 0| 0 561 0 880 0.04 -0.07 53.44 0| 0 186 0 900 0.06 -0.10 52.49 0| 0 1,085 0 920 0.07 -0.13 50.02 0| 20 6,100 0 940 0.11 -0.17 49.77 0| 200 14,865 0 960 0.14 -0.22 47.32 0| 240 4,720 +97 980 0.18 -0.28 46.09 0| 0 7,646 0 1000 0.36 -0.46 43.55 0| 240 619 0 1050 0.64 -0.68 40.50 0| 86 7,772 -86 1100 1.02 -0.85 38.16 0| 0 171 0 1150 1.48 -0.94 38.09 0| 0 3,984 0 1200 2.46 -1.00 39.41 0| 0 6,050 0 1300 3.46 -1.00 39.41 0| 0 600 0 1400 4.46 -1.00 39.41 0| 0 550 0 1500 5.46 -1.00 38.67 0| 0 150 0 1600 6.46 -1.00 39.41 0| 0 0 0 1700 7.46 -1.00 42.36 0| 0 0 0 1800 9.46 -1.00 45.69 0| 0 0 0 2000 11.46 -1.00 52.00 0| 0 0 0 2200 Total 0| 786 76,644 +11 Indicative a-t-m Vol 42.24 Underlying Price 10.540 Time to expiry: 43 Days Oct 10 0.05 -0.05 61.97 0| 0 0 0 760 0.08 -0.07 59.55 0| 0 147 0 800 0.11 -0.10 56.19 0| 0 120 0 840 0.13 -0.12 54.59 0| 0 120 0 860 0.15 -0.14 53.38 0| 0 0 0 880 0.18 -0.17 52.07 0| 40 203 +40 900 0.21 -0.19 50.03 0| 0 130 0 920 0.25 -0.22 49.22 0| 0 296 0 940 0.36 0.29 -0.26 47.59 0.36 0.36 50| 0 220 0 960 0.35 -0.30 46.60 0| 0 152 0 980 0.40 -0.34 45.01 0| 0 293 0 1000 0.59 -0.46 42.38 0| 0 68 0 1050 0.86 -0.59 40.56 0| 0 582 0 1100 1.19 -0.72 39.00 0| 0 106 0 1150 1.57 -0.83 36.67 0| 0 0 0 1200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.49 -0.94 37.42 0| 0 0 0 1300 3.47 -0.98 40.00 0| 0 0 0 1400 Total 50| 40 2,437 +40 Indicative a-t-m Vol 43.07 Underlying Price 10.540 Time to expiry: 78 Days Nov 10 0.25 -0.16 55.85 0| 0 120 0 840 0.31 -0.19 52.76 0| 90 410 +90 880 0.40 -0.24 50.92 0| 0 0 0 920 0.50 -0.30 48.19 0| 100 105 +100 960 0.56 -0.33 46.96 0| 0 0 0 980 0.62 -0.36 45.90 0| 0 0 0 1000 0.81 -0.45 43.20 0| 0 0 0 1050 1.07 -0.55 41.60 0| 0 10 0 1100 1.73 -0.74 38.52 0| 0 0 0 1200 2.56 -0.87 37.08 0| 0 0 0 1300 3.48 -0.96 34.00 0| 0 0 0 1400 Total 0| 190 645 +190 Indicative a-t-m Vol 43.20 Underlying Price 10.540 Time to expiry: 106 Days Dec 10 0.05 -0.02 82.00 0| 0 579 0 480 0.08 -0.04 75.34 0| 0 146 0 560 0.10 -0.05 72.17 0| 0 940 0 600 0.12 -0.06 68.24 0| 0 448 0 640 0.19 -0.10 62.79 0| 0 4,300 0 720 0.21 -0.11 61.68 0| 0 6,010 0 738 0.23 -0.12 59.93 0| 40 11,317 +40 760 0.28 -0.14 56.88 0| 0 9,813 0 800 0.35 -0.18 54.64 0| 0 235 0 840 0.42 -0.21 51.84 0| 0 6,121 0 880 0.51 -0.26 49.46 0| 0 8,810 0 920 0.66 0.62 -0.31 47.47 0.66 0.65 1,624| 0 3,074 0 960 0.78 0.75 -0.36 45.52 0.78 Q 0.76 Q 500| 5,000 11,608 +4,820 1000 1.23 -0.54 40.92 0| 0 23,878 0 1107 1.81 -0.70 38.02 0| 0 21,015 0 1200 2.60 -0.84 36.03 0| 0 4,705 0 1300 3.50 -0.94 33.34 0| 0 165 0 1400 4.23 -0.98 32.19 0| 0 5,480 0 1476 6.07 -1.00 30.62 0| 0 7,500 0 1661 7.92 -1.00 30.56 0| 0 250 0 1846 9.46 -1.00 31.48 0| 0 2,315 0 2000 9.76 -1.00 31.74 0| 0 0 0 2030 13.46 -1.00 37.00 0| 0 0 0 2400 Total 2,124| 5,040 128,709 +4,860 Indicative a-t-m Vol 42.55 Underlying Price 10.540 Time to expiry: 197 Days Mar 11 0.18 -0.06 67.90 0| 0 120 0 560 0.22 -0.08 65.60 0| 0 1,075 0 600 0.26 -0.09 62.71 0| 0 283 0 640 0.37 -0.13 57.95 0| 0 5,584 0 720 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.43 -0.15 55.77 0| 0 419 0 760 0.50 -0.18 53.48 0| 0 5,013 0 800 0.58 -0.21 51.54 0| 0 120 0 840 0.69 -0.25 49.75 0| 0 1,831 0 880 0.80 -0.28 48.28 0| 0 4,588 0 920 0.92 -0.32 46.20 0| 0 1,639 0 960 1.07 -0.37 44.73 0| 69 8,492 0 1000 1.50 -0.49 40.69 0| 0 165 0 1100 2.06 -0.63 37.38 0| 0 52 0 1200 2.78 -0.75 35.45 0| 0 0 0 1300 3.60 -0.85 33.54 0| 0 7,575 0 1400 4.52 -0.92 33.04 0| 0 0 0 1500 5.48 -0.96 32.44 0| 0 0 0 1600 7.46 -1.00 32.88 0| 0 0 0 1800 9.46 -1.00 35.00 0| 0 0 0 2000 Total 0| 69 36,956 0 Indicative a-t-m Vol 41.73 Underlying Price 10.540 Time to expiry: 288 Days Jun 11 0.20 -0.06 66.91 0| 0 547 0 480 0.30 -0.09 62.83 0| 0 500 0 560 0.35 -0.10 60.68 0| 0 1,150 0 600 0.42 -0.12 58.58 0| 0 2,390 0 640 0.56 -0.17 54.23 0| 0 1,003 0 720 0.63 -0.19 52.05 0| 0 553 0 760 0.75 -0.22 51.00 0| 0 1,055 0 800 0.86 -0.25 49.46 0| 0 212 0 840 0.98 -0.29 47.52 0| 0 523 0 880 1.12 -0.32 46.22 0| 0 234 0 920 1.27 -0.36 44.84 0| 0 2,232 0 960 1.50 1.43 -0.40 43.23 1.50 Q 1.50 Q 540| 0 6,569 0 1000 1.93 -0.51 40.44 0| 0 240 0 1100 2.54 -0.62 38.01 0| 0 920 0 1200 4.04 -0.81 34.07 0| 0 3,823 0 1400 5.85 -0.92 32.98 0| 0 0 0 1600 7.78 -0.96 33.30 0| 0 0 0 1800 9.74 -0.98 34.56 0| 0 0 0 2000 13.70 -0.99 40.00 0| 0 180 0 2400 Total 540| 0 22,131 0 Indicative a-t-m Vol 44.01 Underlying Price 10.540 Time to expiry: 470 Days Dec 11 0.29 -0.06 70.83 0| 0 0 0 400 0.39 -0.08 65.39 0| 0 0 0 480 0.60 -0.13 59.17 0| 0 0 0 600 0.70 -0.15 57.75 0| 0 428 0 640 0.91 -0.19 54.85 0| 0 80 0 720 1.16 -0.24 52.45 0| 0 336 0 800 1.44 -0.29 49.52 0| 0 232 0 880 1.49 -0.30 48.52 0| 0 100 0 900 1.75 -0.35 46.89 0| 0 1,000 0 960 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.94 -0.38 46.13 0| 0 5,400 0 1000 2.87 -0.56 38.29 0| 0 18,000 0 1200 4.26 -0.74 34.24 0| 0 1,000 0 1400 5.08 -0.80 33.36 0| 0 2,500 0 1500 5.98 -0.85 33.55 0| 0 2,000 0 1600 9.88 -0.90 40.69 0| 0 0 0 2000 13.79 -0.93 45.10 0| 0 0 0 2400 Total 0| 0 31,076 0 Indicative a-t-m Vol 42.74 Underlying Price 10.540 Time to expiry: 652 Days Jun 12 0.63 -0.11 64.00 0| 0 0 0 480 0.90 -0.16 57.71 0| 0 0 0 600 1.60 -0.27 51.43 0| 0 0 0 800 1.91 -0.32 48.76 0| 0 0 0 880 2.24 -0.37 45.88 0| 0 0 0 960 2.43 -0.40 44.54 0| 0 2 0 1000 3.45 -0.57 37.88 0| 0 503 0 1200 4.83 -0.72 33.73 0| 0 290 0 1400 6.59 -0.80 34.71 0| 0 5 0 1600 10.37 -0.87 39.48 0| 0 0 0 2000 14.24 -0.89 44.22 0| 0 0 0 2400 Total 0| 0 800 0 Indicative a-t-m Vol 41.70 Underlying Price 10.540 Time to expiry: 841 Days Dec 12 0.66 -0.08 70.00 0| 0 0 0 400 0.79 -0.11 62.74 0| 0 0 0 480 1.12 -0.16 57.43 0| 0 0 0 600 1.79 -0.26 50.03 0| 0 0 0 800 2.09 -0.31 47.08 0| 0 0 0 880 2.41 -0.36 44.29 0| 0 1,000 0 960 2.61 -0.39 43.20 0| 0 8,000 0 1000 3.64 -0.54 37.64 0| 0 7,000 0 1200 4.95 -0.69 33.31 0| 0 0 0 1400 6.66 -0.77 33.74 0| 0 0 0 1600 10.39 -0.85 37.31 0| 0 0 0 2000 14.25 -0.87 41.88 0| 0 0 0 2400 Total 0| 0 16,000 0 Indicative a-t-m Vol 43.14 Underlying Price 10.540 Time to expiry: 1023 Days Jun 13 1.03 -0.13 62.32 0| 0 0 0 480 1.42 -0.18 57.12 0| 0 0 0 600 2.26 -0.29 51.04 0| 0 0 0 800 2.65 -0.33 49.26 0| 0 0 0 880 3.02 -0.38 46.70 0| 0 0 0 960 4.19 -0.56 37.60 0| 0 0 0 1200 7.24 -0.77 33.52 0| 0 0 0 1600 10.98 -0.82 38.45 0| 0 0 0 2000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 42.10 Underlying Price 10.540 Time to expiry: 1205 Days Dec 13 1.02 -0.10 70.00 0| 0 0 0 400 1.16 -0.13 61.70 0| 0 0 0 480 1.57 -0.18 56.71 0| 0 0 0 600 2.42 -0.28 50.84 0| 0 0 0 800 4.28 -0.54 37.07 0| 0 0 0 1200 7.28 -0.75 33.32 0| 0 0 0 1600 11.06 -0.78 39.37 0| 0 0 0 2000 14.83 -0.81 43.31 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 42.07 Underlying Price 10.540 Time to expiry: 1569 Days Dec 14 1.49 -0.14 61.50 0| 0 0 0 480 1.98 -0.19 57.00 0| 0 0 0 600 2.91 -0.29 50.79 0| 0 0 0 800 4.85 -0.54 37.05 0| 0 0 0 1200 7.89 -0.72 34.39 0| 0 0 0 1600 11.58 -0.75 39.90 0| 0 0 0 2000 Total 0| 0 0 0 Total Puts 2,714| 6,125 315,398 +5,101 Grand Total 2,929| 10,079 570,369 +7,566 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 43.50 Underlying Price 10.540 Time to expiry: 15 Days Sep 10 4.94 1.00 93.00 0| 0 0 0 560 4.14 1.00 86.77 0| 0 0 0 640 3.74 1.00 80.81 0| 0 0 0 680 3.35 0.99 76.28 0| 0 0 0 720 3.16 0.99 70.92 0| 0 1 0 738 2.95 0.99 71.27 0| 0 0 0 760 2.55 0.98 65.49 0| 0 0 0 800 2.36 0.97 64.20 0| 0 0 0 820 2.16 0.97 60.76 0| 0 0 0 840 1.96 0.96 57.46 0| 0 0 0 860 1.77 0.94 56.66 0| 0 100,000 0 880 1.58 0.93 53.44 0| 0 0 0 900 1.40 0.90 52.49 0| 0 10,200 0 920 1.21 0.87 50.02 0| 0 0 0 940 1.05 0.83 49.77 0| 0 0 0 960 0.88 0.78 47.32 0| 0 0 0 980 0.72 0.72 46.09 0| 0 2,100 0 1000 0.40 0.54 43.55 0| 0 0 0 1050 0.18 0.31 42.86 0| 0 15,090 0 1107 0.06 0.15 38.16 0| 0 0 0 1150 0.02 0.06 38.09 0| 0 40,262 0 1200 0.01 0.01 39.41 0| 0 2 0 1300 0.01 0.00 39.41 0| 0 252 0 1400 0.01 0.00 36.45 0| 0 5,002 0 1476 0.01 0.00 38.67 0| 0 0 0 1600 0.01 0.00 37.92 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 42.49 Underlying Price 10.540 Time to expiry: 197 Days Mar 11 5.87 0.96 71.68 0| 0 0 0 480 5.15 0.94 67.82 0| 0 0 0 560 4.79 0.92 65.51 0| 0 0 0 600 4.43 0.91 62.62 0| 0 0 0 640 3.59 0.86 57.10 0| 0 0 0 738 3.40 0.85 55.66 0| 0 0 0 760 3.08 0.82 53.37 0| 0 0 0 800 2.76 0.79 51.42 0| 0 0 0 840 2.47 0.76 49.63 0| 0 0 0 880 2.18 0.72 48.14 0| 0 0 0 920 1.91 0.68 46.06 0| 0 0 0 960 1.65 0.63 44.57 0| 0 0 0 1000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 60 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.05 0.50 40.45 0| 0 1 0 1107 0.66 0.38 37.54 0| 0 2,000 0 1200 0.38 0.26 35.57 0| 0 17 0 1300 0.20 0.16 33.65 0| 0 0 0 1400 0.12 0.11 33.25 0| 0 0 0 1476 0.04 0.04 32.52 0| 0 0 0 1661 0.02 0.02 33.07 0| 0 0 0 1816 0.01 0.01 35.31 0| 0 0 0 2030 0.01 0.01 42.39 0| 0 0 0 2400 Total 0| 0 2,018 0 Indicative a-t-m Vol 41.15 Underlying Price 10.540 Time to expiry: 379 Days Sep 11 5.81 0.92 75.00 0| 0 0 0 480 4.85 0.87 67.88 0| 0 0 0 600 4.52 0.85 64.58 0| 0 0 0 640 3.76 0.80 58.74 0| 0 0 0 738 3.27 0.77 54.60 0| 0 0 0 800 2.70 0.71 50.11 0| 0 0 0 880 2.15 0.65 45.70 0| 0 0 0 960 1.87 0.61 43.11 0| 0 0 0 1000 1.29 0.50 39.23 0| 0 1,875 0 1107 0.91 0.41 36.60 0| 0 0 0 1200 0.31 0.19 33.61 0| 0 50 0 1476 0.19 0.13 33.42 0| 0 400 0 1600 0.10 0.07 34.16 0| 0 0 0 1816 0.05 0.04 33.63 0| 0 0 0 2000 0.02 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 42.00 Underlying Price 10.540 Time to expiry: 561 Days Mar 12 6.66 0.93 76.22 0| 0 0 0 400 6.02 0.91 70.56 0| 0 0 0 480 5.06 0.86 62.34 0| 0 0 0 600 3.63 0.76 53.12 0| 0 0 0 800 3.03 0.72 48.17 0| 0 0 0 880 2.58 0.66 46.11 0| 0 0 0 960 1.20 0.45 35.61 0| 0 900 0 1200 0.71 0.31 34.78 0| 0 0 0 1400 0.37 0.19 33.09 0| 0 0 0 1600 0.18 0.11 31.57 0| 0 0 0 1800 0.09 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 42.58 Underlying Price 10.540 Time to expiry: 750 Days Sep 12 6.14 0.92 70.30 0| 0 0 0 400 5.54 0.89 65.20 0| 0 0 0 480 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 61 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.71 0.84 60.23 0| 0 0 0 600 3.41 0.74 52.02 0| 0 0 0 800 2.92 0.69 48.56 0| 0 0 0 880 2.50 0.64 46.31 0| 0 0 0 960 2.28 0.61 44.80 0| 0 0 0 1000 1.24 0.44 36.56 0| 0 0 0 1200 0.68 0.30 33.31 0| 0 0 0 1400 0.42 0.21 32.84 0| 0 0 0 1600 0.20 0.11 33.92 0| 0 0 0 2000 0.11 0.06 35.29 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 42.90 Underlying Price 10.540 Time to expiry: 925 Days Mar 13 6.26 0.92 67.67 0| 0 0 0 400 5.73 0.89 64.63 0| 0 0 0 480 4.96 0.84 60.09 0| 0 0 0 600 3.68 0.75 51.64 0| 0 0 0 800 3.16 0.70 47.55 0| 0 0 0 880 2.73 0.65 45.27 0| 0 0 0 960 2.56 0.63 44.66 0| 0 0 0 1000 1.58 0.49 38.16 0| 0 0 0 1200 0.88 0.34 33.29 0| 0 0 0 1400 0.57 0.25 32.77 0| 0 0 0 1600 0.25 0.13 32.05 0| 0 0 0 2000 0.11 0.06 31.77 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 40.08 Underlying Price 10.540 Time to expiry: 1114 Days Sep 13 5.69 0.90 68.24 0| 0 0 0 400 5.19 0.87 64.44 0| 0 0 0 480 4.49 0.82 60.09 0| 0 0 0 600 3.32 0.72 51.45 0| 0 0 0 800 1.15 0.42 33.55 0| 0 0 0 1200 0.53 0.24 32.77 0| 0 0 0 1600 0.24 0.12 31.78 0| 0 0 0 2000 0.11 0.07 31.38 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 39.89 Underlying Price 10.540 Time to expiry: 1296 Days Mar 14 5.38 0.87 64.36 0| 0 0 0 480 4.72 0.83 60.26 0| 0 0 0 600 3.54 0.73 51.07 0| 0 0 0 800 1.33 0.45 33.46 0| 0 0 0 1200 0.67 0.27 32.79 0| 0 0 0 1600 0.34 0.16 32.14 0| 0 0 0 2000 0.16 0.08 30.86 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 39.59 Underlying Price 10.540 Time to expiry: 1478 Days Sep 14 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.78 0.86 65.27 0| 0 0 0 480 4.13 0.81 59.81 0| 0 0 0 600 3.06 0.71 50.50 0| 0 0 0 800 1.09 0.41 33.32 0| 0 0 0 1200 0.57 0.25 32.88 0| 0 0 0 1600 0.32 0.16 33.02 0| 0 0 0 2000 0.16 0.09 31.75 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 39.60 Underlying Price 10.540 Time to expiry: 1660 Days Mar 15 4.97 0.87 66.02 0| 0 0 0 480 4.30 0.82 59.43 0| 0 0 0 600 3.25 0.72 50.36 0| 0 0 0 800 1.25 0.44 33.41 0| 0 0 0 1200 0.68 0.28 32.72 0| 0 0 0 1600 0.46 0.20 33.80 0| 0 0 0 2000 Total 0| 0 0 0 Total Calls 0| 0 178,241 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 43.50 Underlying Price 10.540 Time to expiry: 15 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 0.00 80.81 0| 0 0 0 680 0.01 -0.01 76.28 0| 0 0 0 720 0.01 -0.01 70.92 0| 0 150 0 738 0.01 -0.01 71.27 0| 0 0 0 760 0.01 -0.02 65.49 0| 0 1,800 0 800 0.01 -0.03 64.20 0| 0 0 0 820 0.02 -0.03 60.76 0| 0 0 0 840 0.02 -0.04 57.46 0| 0 0 0 860 0.03 -0.06 56.66 0| 0 100,910 0 880 0.04 -0.07 53.44 0| 0 0 0 900 0.06 -0.10 52.49 0| 0 10,000 0 920 0.07 -0.13 50.02 0| 0 0 0 940 0.11 -0.17 49.77 0| 0 10,700 0 960 0.14 -0.22 47.32 0| 0 0 0 980 0.18 -0.28 46.09 0| 0 1,754 0 1000 0.36 -0.46 43.55 0| 0 0 0 1050 0.71 -0.69 42.86 0| 0 16,110 0 1107 1.02 -0.85 38.16 0| 0 0 0 1150 1.48 -0.94 38.09 0| 0 1,782 0 1200 2.46 -0.99 39.41 0| 0 7 0 1300 3.46 -1.00 39.41 0| 0 700 0 1400 4.22 -1.00 36.45 0| 0 675 0 1476 5.46 -1.00 38.67 0| 0 600 0 1600 5.96 -1.00 37.92 0| 0 6,645 0 1650 6.46 -1.00 39.41 0| 0 600 0 1700 7.46 -1.00 42.36 0| 0 0 0 1800 9.46 -1.00 45.69 0| 0 150 0 2000 11.46 -1.00 52.00 0| 0 0 0 2200 Total 0| 0 152,583 0 Indicative a-t-m Vol 42.49 Underlying Price 10.540 Time to expiry: 197 Days Mar 11 0.11 -0.04 71.68 0| 0 385 0 480 0.18 -0.06 67.82 0| 0 0 0 560 0.22 -0.08 65.51 0| 0 2,000 0 600 0.26 -0.09 62.62 0| 0 0 0 640 0.39 -0.14 57.10 0| 0 0 0 738 0.42 -0.15 55.66 0| 0 0 0 760 0.50 -0.18 53.37 0| 0 1,875 0 800 0.58 -0.21 51.42 0| 0 0 0 840 0.68 -0.24 49.63 0| 0 50 0 880 0.80 -0.28 48.14 0| 0 0 0 920 0.92 -0.32 46.06 0| 0 2,000 0 960 1.06 -0.37 44.57 0| 0 100 0 1000 1.53 -0.50 40.45 0| 0 160 0 1107 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 64 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.06 -0.62 37.54 0| 0 2,180 0 1200 2.77 -0.74 35.57 0| 0 0 0 1300 3.58 -0.84 33.65 0| 0 0 0 1400 4.27 -0.89 33.25 0| 0 12,800 0 1476 6.02 -0.96 32.52 0| 0 0 0 1661 7.54 -0.98 33.07 0| 0 0 0 1816 9.66 -0.99 35.31 0| 0 450 0 2030 13.34 -0.99 42.39 0| 0 0 0 2400 Total 0| 0 22,000 0 Indicative a-t-m Vol 41.15 Underlying Price 10.540 Time to expiry: 379 Days Sep 11 0.43 -0.08 75.00 0| 0 0 0 480 0.65 -0.13 67.88 0| 0 0 0 600 0.72 -0.15 64.58 0| 0 0 0 640 0.93 -0.20 58.74 0| 0 50,000 0 738 1.05 -0.23 54.60 0| 0 0 0 800 1.27 -0.29 50.11 0| 0 0 0 880 1.51 -0.35 45.70 0| 0 0 0 960 1.62 -0.39 43.11 0| 0 40 0 1000 2.11 -0.50 39.23 0| 0 1,625 0 1107 2.64 -0.59 36.60 0| 0 190 0 1200 4.76 -0.81 33.61 0| 0 0 0 1476 5.87 -0.87 33.42 0| 0 0 0 1600 7.91 -0.93 34.16 0| 0 0 0 1816 9.68 -0.96 33.63 0| 0 0 0 2000 13.60 -0.99 35.36 0| 0 0 0 2400 18.58 -1.00 36.82 0| 0 0 0 2905 Total 0| 0 51,855 0 Indicative a-t-m Vol 42.00 Underlying Price 10.540 Time to expiry: 561 Days Mar 12 0.46 -0.07 76.22 0| 0 0 0 400 0.60 -0.09 70.56 0| 0 0 0 480 0.82 -0.14 62.34 0| 0 0 0 600 1.35 -0.24 53.12 0| 0 0 0 800 1.53 -0.28 48.17 0| 0 2,000 0 880 1.87 -0.34 46.11 0| 0 400 0 960 2.84 -0.55 35.61 0| 0 2,040 0 1200 4.32 -0.69 34.78 0| 0 400 0 1400 5.94 -0.81 33.09 0| 0 0 0 1600 7.71 -0.89 31.57 0| 0 0 0 1800 9.58 -0.94 30.81 0| 0 0 0 2000 13.46 -0.97 32.68 0| 0 0 0 2400 Total 0| 0 4,840 0 Indicative a-t-m Vol 42.58 Underlying Price 10.540 Time to expiry: 750 Days Sep 12 0.59 -0.08 70.30 0| 0 0 0 400 0.76 -0.11 65.20 0| 0 0 0 480 1.11 -0.16 60.23 0| 0 0 0 600 1.75 -0.26 52.02 0| 0 0 0 800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.04 -0.31 48.56 0| 0 0 0 880 2.39 -0.36 46.31 0| 0 0 0 960 2.56 -0.39 44.80 0| 0 0 0 1000 3.47 -0.56 36.56 0| 0 0 0 1200 4.85 -0.70 33.31 0| 0 0 0 1400 6.53 -0.79 32.84 0| 0 0 0 1600 10.20 -0.89 33.92 0| 0 0 0 2000 14.00 -0.94 35.29 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 42.90 Underlying Price 10.540 Time to expiry: 925 Days Mar 13 0.67 -0.08 67.67 0| 0 0 0 400 0.91 -0.11 64.63 0| 0 0 0 480 1.30 -0.16 60.09 0| 0 0 0 600 1.94 -0.25 51.64 0| 0 0 0 800 2.19 -0.30 47.55 0| 0 0 0 880 2.53 -0.35 45.27 0| 0 0 0 960 2.75 -0.37 44.66 0| 0 0 0 1000 3.69 -0.51 38.16 0| 0 0 0 1200 4.92 -0.66 33.29 0| 0 0 0 1400 6.53 -0.75 32.77 0| 0 0 0 1600 10.06 -0.87 32.05 0| 0 0 0 2000 13.77 -0.94 31.77 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 40.08 Underlying Price 10.540 Time to expiry: 1114 Days Sep 13 0.91 -0.10 68.24 0| 0 0 0 400 1.17 -0.13 64.44 0| 0 0 0 480 1.62 -0.18 60.09 0| 0 0 0 600 2.35 -0.28 51.45 0| 0 0 0 800 3.98 -0.58 33.55 0| 0 0 0 1200 7.17 -0.76 32.77 0| 0 0 0 1600 10.68 -0.88 31.78 0| 0 0 0 2000 14.36 -0.93 31.38 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 39.89 Underlying Price 10.540 Time to expiry: 1296 Days Mar 14 1.30 -0.13 64.36 0| 0 0 0 480 1.77 -0.17 60.26 0| 0 0 0 600 2.47 -0.27 51.07 0| 0 0 0 800 4.02 -0.55 33.46 0| 0 0 0 1200 7.12 -0.73 32.79 0| 0 0 0 1600 10.54 -0.84 32.14 0| 0 0 0 2000 14.12 -0.92 30.86 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 39.59 Underlying Price 10.540 Time to expiry: 1478 Days Sep 14 1.56 -0.14 65.27 0| 0 0 0 480 2.03 -0.19 59.81 0| 0 0 0 600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.81 -0.29 50.50 0| 0 0 0 800 4.55 -0.59 33.32 0| 0 0 0 1200 7.74 -0.75 32.88 0| 0 0 0 1600 11.20 -0.84 33.02 0| 0 0 0 2000 14.74 -0.91 31.75 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 39.60 Underlying Price 10.540 Time to expiry: 1660 Days Mar 15 1.69 -0.13 66.02 0| 0 0 0 480 2.11 -0.18 59.43 0| 0 0 0 600 2.88 -0.28 50.36 0| 0 0 0 800 4.54 -0.56 33.41 0| 0 0 0 1200 7.63 -0.72 32.72 0| 0 0 0 1600 11.05 -0.80 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Danone (100) (DA1) Indicative a-t-m Vol 20.42 Underlying Price 43.135 Time to expiry: 15 Days Sep 10 15.14 1.00 49.39 0| 0 0 0 2800 11.14 1.00 42.89 0| 0 50 0 3200 9.14 1.00 39.54 0| 0 0 0 3400 7.15 0.99 37.96 0| 0 0 0 3600 5.17 0.98 31.38 0| 0 100 0 3800 3.23 0.92 26.13 0| 0 135 0 4000 2.30 0.86 23.28 0| 29 91 +29 4100 1.56 1.48 0.73 21.86 1.56 S 1.56 S 52| 0 461 0 4200 0.80 0.81 0.54 20.51 0.80 0.80 5| 640 1,579 +600 4300 0.36 0.38 0.33 19.92 0.36 0.36 70| 137 4,863 +95 4400 0.15 0.16 20.16 0| 0 2,072 0 4500 0.07 0.08 21.33 0| 0 941 0 4600 0.02 0.03 21.76 0| 0 166 0 4700 0.01 0.01 23.14 0| 0 978 0 4800 0.01 0.00 23.77 0| 0 4,500 0 5200 0.01 0.00 22.76 0| 0 1,250 0 5600 0.01 0.00 22.33 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 127| 806 17,186 +724 Indicative a-t-m Vol 21.24 Underlying Price 43.135 Time to expiry: 43 Days Oct 10 9.22 0.97 36.89 0| 0 0 0 3400 7.25 0.96 31.66 0| 0 0 0 3600 5.33 0.91 27.81 0| 0 0 0 3800 3.53 0.82 24.71 0| 0 127 0 4000 2.72 0.75 23.63 0| 0 141 0 4100 1.99 0.65 22.45 0| 0 52 0 4200 1.36 0.54 21.37 0| 48 102 -14 4300 0.86 0.41 20.43 0| 63 32 -61 4400 0.51 0.28 19.94 0| 10 213 +10 4500 0.28 0.18 19.54 0| 22 1,175 0 4600 0.15 0.11 19.40 0| 0 110 0 4700 0.08 0.06 19.59 0| 0 102 0 4800 0.02 0.01 24.13 0| 0 0 0 5200 0.01 0.00 23.00 0| 0 0 0 5600 Total 0| 143 2,054 -65 Indicative a-t-m Vol 22.55 Underlying Price 43.135 Time to expiry: 78 Days Nov 10 9.33 0.95 32.70 0| 0 0 0 3400 7.45 0.91 30.29 0| 0 0 0 3600 5.64 0.85 27.95 0| 0 113 0 3800 3.97 0.76 25.57 0| 0 24 0 4000 3.21 0.70 24.52 0| 0 55 0 4100 2.52 0.62 23.57 0| 0 53 0 4200 1.91 0.54 22.70 0| 26 26 +26 4300 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.37 0.45 21.63 0| 15 86 0 4400 0.67 0.27 20.70 0| 0 51 0 4600 0.27 0.14 19.97 0| 0 0 0 4800 0.05 0.03 21.01 0| 0 0 0 5200 Total 0| 41 408 +26 Indicative a-t-m Vol 22.74 Underlying Price 43.135 Time to expiry: 106 Days Dec 10 24.33 1.00 60.00 0| 0 0 0 1887 20.57 0.99 52.17 0| 0 0 0 2265 14.99 0.98 41.91 0| 0 0 0 2831 13.13 0.97 37.87 0| 0 0 0 3020 11.39 0.95 35.28 0| 0 0 0 3200 9.50 0.93 32.21 0| 0 0 0 3397 7.75 0.89 29.89 0| 0 0 0 3586 6.09 0.84 27.82 0| 0 182 0 3774 4.26 0.74 25.52 0| 26 4,471 0 4000 2.58 0.58 23.41 0| 0 10,260 0 4246 1.70 0.47 21.89 0| 0 4,102 0 4400 1.16 0.36 21.24 0| 0 3,193 0 4529 0.61 0.23 20.51 0| 0 2,111 0 4718 0.45 0.18 20.26 0| 0 226 0 4800 0.21 0.10 20.14 0| 0 5,821 0 5000 0.07 0.04 20.12 0| 0 515 0 5284 0.01 0.00 18.49 0| 0 1,550 0 5662 0.01 0.00 18.69 0| 0 0 0 6039 0.01 0.00 19.37 0| 0 0 0 6400 0.01 0.00 22.37 0| 0 0 0 7200 0.01 0.00 24.00 0| 0 70 0 7549 Total 0| 26 32,501 0 Indicative a-t-m Vol 23.30 Underlying Price 43.135 Time to expiry: 197 Days Mar 11 15.49 0.96 37.16 0| 0 0 0 2800 11.73 0.92 32.72 0| 0 40 0 3200 8.18 0.84 28.87 0| 0 146 0 3600 6.51 6.55 0.78 27.18 6.51 6.51 28| 0 51 0 3800 5.05 0.70 25.67 0| 1 205 0 4000 3.69 3.70 0.61 24.05 3.69 S 3.69 S 52| 0 511 0 4200 2.58 0.50 22.74 0| 0 834 0 4400 1.71 0.39 21.90 0| 0 662 0 4600 1.06 1.09 0.28 21.18 1.06 1.06 44| 25 349 0 4800 0.11 0.05 19.91 0| 0 235 0 5600 0.01 0.00 19.49 0| 0 0 0 6400 0.01 0.00 21.00 0| 0 0 0 7200 Total 124| 26 3,033 0 Indicative a-t-m Vol 23.94 Underlying Price 43.135 Time to expiry: 288 Days Jun 11 24.39 1.00 42.00 0| 0 0 0 1887 20.68 0.99 39.52 0| 0 0 0 2265 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.53 0.96 34.64 0| 0 0 0 2800 13.47 0.93 32.63 0| 0 0 0 3020 11.84 0.91 31.30 0| 0 0 0 3200 10.12 0.87 29.89 0| 0 0 0 3397 8.41 0.82 28.32 0| 0 41 0 3600 7.03 0.77 27.08 0| 0 22 0 3774 5.40 0.69 25.62 0| 0 23 0 4000 4.41 0.62 24.69 0| 0 1,120 0 4152 3.06 0.51 23.54 0| 0 78 0 4400 2.47 0.45 23.07 0| 0 50 0 4529 1.49 0.32 21.97 0| 0 123 0 4800 0.51 0.14 20.66 0| 0 172 0 5284 0.21 0.07 20.30 0| 0 243 0 5662 0.05 0.02 21.06 0| 0 0 0 6400 0.01 0.00 22.11 0| 0 0 0 7200 0.01 0.00 23.00 0| 0 0 0 7549 Total 0| 0 1,872 0 Indicative a-t-m Vol 24.58 Underlying Price 43.135 Time to expiry: 470 Days Dec 11 24.49 0.98 47.00 0| 0 0 0 1887 20.90 0.96 43.09 0| 0 0 0 2265 15.67 0.91 36.65 0| 0 0 0 2831 13.98 0.89 34.64 0| 0 20 0 3020 10.76 0.82 31.04 0| 0 0 0 3397 7.87 0.73 28.02 0| 0 0 0 3774 7.68 0.72 27.83 0| 0 49 0 3800 6.23 0.66 26.00 0| 0 0 0 4000 4.79 0.57 24.80 0| 0 4,250 0 4246 2.73 0.40 23.30 0| 0 558 0 4718 0.67 0.14 21.30 0| 0 1,250 0 5662 0.12 0.03 25.00 0| 0 100 0 7549 Total 0| 0 6,227 0 Indicative a-t-m Vol 26.11 Underlying Price 43.135 Time to expiry: 652 Days Jun 12 19.72 0.95 40.04 0| 0 0 0 2400 12.86 0.84 33.26 0| 0 0 0 3200 9.77 0.75 29.99 0| 0 0 0 3600 7.19 0.65 27.98 0| 0 0 0 4000 4.92 0.53 25.60 0| 0 0 0 4400 3.17 0.41 23.78 0| 0 0 0 4800 0.67 0.13 21.18 0| 0 0 0 6000 0.10 0.02 22.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.07 Underlying Price 43.135 Time to expiry: 841 Days Dec 12 19.91 0.93 39.93 0| 0 0 0 2400 13.29 0.82 33.19 0| 0 0 0 3200 7.80 0.65 27.94 0| 0 1,000 0 4000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.53 0.54 25.56 0| 0 0 0 4400 3.83 0.43 23.98 0| 0 0 0 4800 3.04 0.38 22.99 0| 0 1,000 0 5000 1.03 0.17 21.21 0| 0 0 0 6000 0.26 0.05 23.38 0| 0 0 0 8000 Total 0| 0 2,000 0 Indicative a-t-m Vol 26.03 Underlying Price 43.135 Time to expiry: 1023 Days Jun 13 19.95 0.93 39.59 0| 0 0 0 2400 13.51 0.81 33.23 0| 0 0 0 3200 8.11 0.65 27.81 0| 0 0 0 4000 5.91 0.55 25.54 0| 0 0 0 4400 4.10 0.45 23.64 0| 0 0 0 4800 1.30 0.20 21.38 0| 0 0 0 6000 0.42 0.07 23.77 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.16 Underlying Price 43.135 Time to expiry: 1205 Days Dec 13 20.04 0.92 38.50 0| 0 0 0 2400 13.91 0.80 33.18 0| 0 0 0 3200 8.61 0.65 27.78 0| 0 0 0 4000 4.61 0.46 23.64 0| 0 0 0 4800 1.64 0.22 21.25 0| 0 0 0 6000 0.67 0.10 24.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.27 Underlying Price 43.135 Time to expiry: 1569 Days Dec 14 20.19 0.92 38.64 0| 0 0 0 2400 14.37 0.79 33.32 0| 0 0 0 3200 9.29 0.65 27.93 0| 0 0 0 4000 5.29 0.48 23.70 0| 0 0 0 4800 2.21 0.27 21.41 0| 0 0 0 6000 1.08 0.14 24.00 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 251| 1,042 65,281 +685 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 20.42 Underlying Price 43.135 Time to expiry: 15 Days Sep 10 0.01 0.00 49.39 0| 0 240 0 2800 0.01 0.00 42.89 0| 0 735 0 3200 0.01 0.00 39.54 0| 0 0 0 3400 0.01 -0.01 37.96 0| 0 3,204 0 3600 0.03 -0.02 31.38 0| 0 382 0 3800 0.09 -0.08 26.13 0| 126 3,693 +3 4000 0.16 -0.14 23.28 0| 0 1,440 0 4100 0.37 0.34 -0.27 21.86 0.37 0.37 2,575| 64 2,908 +64 4200 0.66 0.67 -0.46 20.51 0.72 0.66 123| 188 1,293 +18 4300 1.23 -0.67 19.92 0| 0 1,000 0 4400 1.91 2.01 -0.84 20.16 1.91 1.91 34| 0 104 0 4500 2.93 -0.92 21.33 0| 0 50 0 4600 3.88 -0.97 21.76 0| 0 92 0 4700 4.87 -0.99 23.14 0| 0 161 0 4800 8.87 -1.00 23.77 0| 0 0 0 5200 12.87 -1.00 22.76 0| 0 0 0 5600 20.87 -1.00 22.33 0| 0 0 0 6400 28.87 -1.00 22.00 0| 0 0 0 7200 Total 2,732| 378 15,302 +85 Indicative a-t-m Vol 21.24 Underlying Price 43.135 Time to expiry: 43 Days Oct 10 0.06 -0.03 36.89 0| 0 0 0 3400 0.09 -0.04 31.66 0| 0 47 0 3600 0.17 -0.09 27.81 0| 0 152 0 3800 0.37 -0.18 24.71 0| 5 180 0 4000 0.56 -0.25 23.63 0| 0 116 0 4100 0.83 -0.35 22.45 0| 23 1,437 +1 4200 1.16 1.20 -0.47 21.37 1.16 1.16 24| 0 387 0 4300 1.70 -0.59 20.43 0| 0 45 0 4400 2.35 -0.72 19.94 0| 0 89 0 4500 3.12 -0.82 19.54 0| 0 25 0 4600 3.99 -0.89 19.40 0| 0 0 0 4700 4.92 -0.94 19.59 0| 0 37 0 4800 8.87 -0.99 24.13 0| 0 0 0 5200 12.87 -1.00 23.00 0| 0 0 0 5600 Total 24| 28 2,515 +1 Indicative a-t-m Vol 22.55 Underlying Price 43.135 Time to expiry: 78 Days Nov 10 0.14 -0.05 32.70 0| 0 138 0 3400 0.26 -0.09 30.29 0| 0 64 0 3600 0.47 0.45 -0.15 27.95 0.47 0.47 1| 0 70 0 3800 0.77 -0.24 25.57 0| 0 54 0 4000 1.01 -0.30 24.52 0| 0 34 0 4100 1.33 -0.38 23.57 0| 0 53 0 4200 1.72 -0.46 22.70 0| 0 0 0 4300 2.18 -0.55 21.63 0| 0 0 0 4400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 72 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.47 -0.73 20.70 0| 0 0 0 4600 5.08 -0.87 19.97 0| 0 0 0 4800 8.88 -0.98 21.01 0| 0 0 0 5200 Total 1| 0 413 0 Indicative a-t-m Vol 22.74 Underlying Price 43.135 Time to expiry: 106 Days Dec 10 0.02 0.00 60.00 0| 0 0 0 1887 0.03 -0.01 52.17 0| 0 100 0 2265 0.09 -0.02 41.91 0| 0 30 0 2831 0.12 -0.03 37.87 0| 0 277 0 3020 0.17 -0.05 35.28 0| 0 363 0 3200 0.25 -0.07 32.21 0| 0 14,763 0 3397 0.39 -0.11 29.89 0| 0 5,037 0 3586 0.61 -0.16 27.82 0| 0 1,443 0 3774 1.03 -0.26 25.52 0| 0 9,538 0 4000 1.80 -0.42 23.41 0| 0 7,956 0 4246 2.47 -0.54 21.89 0| 0 6,471 0 4400 3.22 -0.64 21.24 0| 0 2,122 0 4529 4.57 -0.77 20.51 0| 0 60 0 4718 5.23 -0.82 20.26 0| 0 0 0 4800 7.00 -0.91 20.14 0| 0 750 0 5000 9.72 -0.98 20.12 0| 0 1 0 5284 13.49 -1.00 18.49 0| 0 0 0 5662 17.26 -1.00 18.69 0| 0 0 0 6039 20.87 -1.00 19.37 0| 0 0 0 6400 28.87 -1.00 22.37 0| 0 0 0 7200 32.35 -1.00 24.00 0| 0 0 0 7549 Total 0| 0 48,911 0 Indicative a-t-m Vol 23.30 Underlying Price 43.135 Time to expiry: 197 Days Mar 11 0.22 -0.04 37.16 0| 0 74 0 2800 0.45 -0.08 32.72 0| 20 764 0 3200 0.89 -0.17 28.87 0| 0 459 0 3600 1.26 -0.23 27.18 0| 0 281 0 3800 1.76 -0.31 25.67 0| 0 2,589 0 4000 2.42 -0.40 24.05 0| 0 212 0 4200 3.29 -0.51 22.74 0| 56 1,428 +56 4400 4.43 -0.62 21.90 0| 0 50 0 4600 5.80 -0.72 21.18 0| 0 132 0 4800 12.88 -0.98 19.91 0| 0 0 0 5600 20.87 -1.00 19.49 0| 0 0 0 6400 28.87 -1.00 21.00 0| 0 0 0 7200 Total 0| 76 5,989 +56 Indicative a-t-m Vol 23.94 Underlying Price 43.135 Time to expiry: 288 Days Jun 11 0.06 -0.01 42.00 0| 0 0 0 1887 0.16 -0.03 39.52 0| 0 120 0 2265 0.45 -0.07 34.64 0| 0 0 0 2800 0.64 -0.10 32.63 0| 0 114 0 3020 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.85 -0.13 31.30 0| 51 237 +51 3200 1.16 -0.17 29.89 0| 51 234 +11 3397 1.55 -0.22 28.32 0| 51 289 +16 3600 1.99 -0.28 27.08 0| 0 29 0 3774 2.71 -0.36 25.62 0| 0 25 0 4000 3.32 -0.43 24.69 0| 0 1,578 0 4152 4.55 -0.54 23.54 0| 0 3,522 0 4400 5.30 -0.60 23.07 0| 0 0 0 4529 7.12 -0.71 21.97 0| 0 93 0 4800 11.06 -0.87 20.66 0| 0 161 0 5284 14.54 -0.94 20.30 0| 0 0 0 5662 21.73 -0.98 21.06 0| 0 0 0 6400 29.63 -1.00 22.11 0| 0 0 0 7200 33.10 -1.00 23.00 0| 0 0 0 7549 Total 0| 153 6,402 +78 Indicative a-t-m Vol 24.58 Underlying Price 43.135 Time to expiry: 470 Days Dec 11 0.41 -0.04 47.00 0| 0 0 0 1887 0.69 -0.06 43.09 0| 0 50 0 2265 1.23 -0.12 36.65 0| 0 70 0 2831 1.47 -0.14 34.64 0| 0 20 0 3020 2.09 -0.21 31.04 0| 0 20 0 3397 3.03 -0.30 28.02 0| 0 1,034 0 3774 3.11 -0.31 27.83 0| 0 1,750 0 3800 3.68 -0.37 26.00 0| 0 0 0 4000 4.73 -0.45 24.80 0| 0 5 0 4246 7.42 -0.61 23.30 0| 0 38 0 4718 14.84 -0.87 21.30 0| 0 0 0 5662 33.09 -0.98 25.00 0| 0 0 0 7549 Total 0| 0 2,987 0 Indicative a-t-m Vol 26.11 Underlying Price 43.135 Time to expiry: 652 Days Jun 12 1.29 -0.10 40.04 0| 0 0 0 2400 2.73 -0.21 33.26 0| 0 0 0 3200 3.73 -0.29 29.99 0| 0 0 0 3600 5.23 -0.39 27.98 0| 0 0 0 4000 7.02 -0.50 25.60 0| 0 0 0 4400 9.31 -0.62 23.78 0| 0 0 0 4800 18.76 -0.88 21.18 0| 0 0 0 6000 37.80 -0.98 22.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.07 Underlying Price 43.135 Time to expiry: 841 Days Dec 12 1.78 -0.11 39.93 0| 0 0 0 2400 3.34 -0.22 33.19 0| 0 0 0 3200 5.87 -0.38 27.94 0| 0 0 0 4000 7.59 -0.48 25.56 0| 0 500 0 4400 9.85 -0.59 23.98 0| 0 0 0 4800 11.04 -0.64 22.99 0| 0 0 0 5000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.91 -0.84 21.21 0| 0 0 0 6000 37.83 -0.95 24.87 0| 0 0 0 8000 Total 0| 0 500 0 Indicative a-t-m Vol 26.03 Underlying Price 43.135 Time to expiry: 1023 Days Jun 13 2.31 -0.13 39.59 0| 0 0 0 2400 4.11 -0.24 33.23 0| 0 0 0 3200 6.73 -0.39 27.81 0| 0 0 0 4000 8.49 -0.48 25.54 0| 0 0 0 4400 10.64 -0.58 23.64 0| 0 0 0 4800 19.54 -0.82 21.38 0| 0 0 0 6000 37.90 -0.93 23.77 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.16 Underlying Price 43.135 Time to expiry: 1205 Days Dec 13 2.55 -0.13 38.50 0| 0 0 0 2400 4.57 -0.24 33.18 0| 0 0 0 3200 7.15 -0.38 27.78 0| 0 0 0 4000 10.94 -0.56 23.64 0| 0 1,000 0 4800 19.60 -0.79 21.25 0| 0 0 0 6000 37.94 -0.90 25.09 0| 0 0 0 8000 Total 0| 0 1,000 0 Indicative a-t-m Vol 26.27 Underlying Price 43.135 Time to expiry: 1569 Days Dec 14 3.38 -0.14 38.64 0| 0 0 0 2400 5.57 -0.24 33.32 0| 0 0 0 3200 8.20 -0.38 27.93 0| 0 0 0 4000 11.81 -0.54 23.70 0| 0 0 0 4800 20.06 -0.75 21.41 0| 0 0 0 6000 37.98 -0.86 25.53 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 2,757| 635 84,019 +220 Grand Total 3,008| 1,677 149,300 +905 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 75 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Danone European (BN2) Indicative a-t-m Vol 21.39 Underlying Price 43.135 Time to expiry: 15 Days Sep 10 20.49 1.00 54.46 0| 0 0 0 2265 14.83 1.00 48.48 0| 0 0 0 2831 12.47 1.00 42.62 0| 0 71 0 3067 10.11 1.00 37.80 0| 0 440 0 3303 9.14 1.00 35.07 0| 0 0 0 3400 7.75 1.00 33.88 0| 0 2,400 0 3539 5.42 0.99 29.77 0| 0 7 0 3774 3.12 0.92 25.02 0| 0 270 0 4010 2.31 0.86 23.59 0| 0 0 0 4100 1.49 0.73 22.19 0| 0 0 0 4200 1.18 0.64 22.01 0| 0 500 0 4246 0.85 0.54 21.49 0| 0 0 0 4300 0.41 0.33 20.80 0| 0 4,998 0 4400 0.20 0.20 20.70 0| 0 100 0 4482 0.07 0.08 21.56 0| 0 647 0 4600 0.01 0.02 19.91 0| 0 250 0 4718 0.01 0.01 19.91 0| 0 3,027 0 4800 0.01 0.00 20.52 0| 0 60 0 5190 0.01 0.00 22.33 0| 0 603 0 5662 0.01 0.00 24.30 0| 0 422 0 6133 0.01 0.00 28.22 0| 0 0 0 7200 Total 0| 0 13,795 0 Indicative a-t-m Vol 23.54 Underlying Price 43.135 Time to expiry: 197 Days Mar 11 20.59 0.98 45.30 0| 0 0 0 2265 15.11 0.95 37.08 0| 0 0 0 2831 13.31 0.94 34.72 0| 0 0 0 3020 10.70 0.90 31.58 0| 0 0 0 3303 8.61 0.85 29.22 0| 0 0 0 3539 6.68 0.78 27.33 0| 0 0 0 3774 4.89 0.69 25.29 0| 0 0 0 4010 3.42 0.58 24.03 0| 0 8 0 4246 2.57 0.49 22.93 0| 0 150 0 4400 2.21 0.45 22.74 0| 0 50 0 4482 1.72 0.38 22.22 0| 0 50 0 4600 1.31 0.32 21.60 0| 0 20 0 4718 1.08 0.28 21.29 0| 0 100 0 4800 0.38 0.13 20.36 0| 0 361 0 5190 0.09 0.04 19.63 0| 0 0 0 5662 0.01 0.01 19.12 0| 0 0 0 6133 0.01 0.00 20.15 0| 0 0 0 7200 Total 0| 0 739 0 Indicative a-t-m Vol 25.35 Underlying Price 43.135 Time to expiry: 379 Days Sep 11 20.00 0.95 44.79 0| 0 0 0 2265 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.05 0.88 40.04 0| 0 0 0 2831 13.42 0.86 37.90 0| 0 0 0 3020 11.10 0.81 35.10 0| 0 0 0 3303 8.76 0.75 31.97 0| 0 0 0 3600 7.55 0.70 30.82 0| 0 0 0 3774 5.96 0.63 28.51 0| 0 0 0 4000 4.36 0.55 25.94 0| 0 0 0 4246 2.85 0.44 23.50 0| 0 7 0 4529 2.17 0.37 22.95 0| 0 0 0 4718 0.83 0.18 21.43 0| 0 0 0 5284 0.42 0.11 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 25.24 Underlying Price 43.135 Time to expiry: 561 Days Mar 12 20.65 0.92 44.43 0| 0 0 0 2265 16.05 0.86 40.65 0| 0 0 0 2831 14.52 0.83 38.62 0| 0 0 0 3020 12.99 0.81 36.32 0| 0 0 0 3200 11.47 0.77 34.29 0| 0 0 0 3397 9.89 0.73 32.13 0| 0 0 0 3600 8.60 0.70 30.24 0| 0 0 0 3774 6.96 0.64 27.81 0| 0 0 0 4000 5.35 0.57 25.48 0| 0 0 0 4246 3.24 0.42 23.78 0| 0 0 0 4718 0.98 0.18 21.76 0| 0 0 0 5662 0.12 0.03 24.56 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.31 Underlying Price 43.135 Time to expiry: 750 Days Sep 12 20.16 0.90 44.29 0| 0 0 0 2265 14.21 0.81 37.33 0| 0 0 0 3020 8.82 0.67 30.75 0| 0 0 0 3774 7.26 0.62 28.39 0| 0 0 0 4000 4.41 0.48 24.89 0| 0 0 0 4529 3.45 0.41 24.30 0| 0 0 0 4800 1.37 0.21 22.42 0| 0 0 0 5662 0.29 0.05 25.26 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.65 Underlying Price 43.135 Time to expiry: 925 Days Mar 13 19.76 0.88 42.96 0| 0 0 0 2400 13.85 0.78 36.46 0| 0 0 0 3200 8.12 0.63 28.39 0| 0 0 0 4000 5.62 0.53 24.90 0| 0 0 0 4400 4.17 0.44 24.24 0| 0 0 0 4800 1.48 0.21 22.59 0| 0 0 0 6000 0.54 0.08 25.51 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 27.09 Underlying Price 43.135 Time to expiry: 1114 Days Sep 13 19.40 0.86 43.35 0| 0 0 0 2400 13.63 0.76 35.97 0| 0 0 0 3200 8.22 0.62 28.64 0| 0 0 0 4000 4.46 0.45 24.70 0| 0 0 0 4800 1.77 0.23 23.02 0| 0 0 0 6000 0.77 0.11 25.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.74 Underlying Price 43.135 Time to expiry: 1296 Days Mar 14 20.12 0.86 43.62 0| 0 0 0 2400 14.44 0.77 35.97 0| 0 0 0 3200 8.83 0.63 28.02 0| 0 0 0 4000 5.17 0.47 24.76 0| 0 0 0 4800 2.40 0.28 23.58 0| 0 0 0 6000 1.21 0.15 26.63 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.97 Underlying Price 43.135 Time to expiry: 1478 Days Sep 14 19.53 0.85 43.06 0| 0 0 0 2400 14.08 0.76 35.84 0| 0 0 0 3200 8.77 0.63 28.27 0| 0 0 0 4000 5.25 0.47 24.96 0| 0 0 0 4800 2.65 0.29 24.09 0| 0 0 0 6000 1.40 0.16 26.84 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.95 Underlying Price 43.135 Time to expiry: 1660 Days Mar 15 20.28 0.85 43.62 0| 0 0 0 2400 14.86 0.76 36.09 0| 0 0 0 3200 9.45 0.64 28.14 0| 0 0 0 4000 5.94 0.50 25.12 0| 0 0 0 4800 3.31 0.33 24.56 0| 0 0 0 6000 1.95 0.20 27.40 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 14,541 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 21.39 Underlying Price 43.135 Time to expiry: 15 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 0.08 -0.08 25.02 0| 0 1,830 0 4010 0.16 -0.14 23.59 0| 0 0 0 4100 0.35 -0.27 22.19 0| 0 0 0 4200 0.49 -0.36 22.01 0| 0 2,677 0 4246 0.70 -0.46 21.49 0| 0 0 0 4300 1.26 -0.67 20.80 0| 0 3,590 0 4400 1.88 -0.80 20.70 0| 0 1,506 0 4482 2.93 -0.92 21.56 0| 0 745 0 4600 4.05 -0.98 19.91 0| 0 10 0 4718 4.86 -0.99 19.91 0| 0 0 0 4800 8.75 -1.00 20.52 0| 0 0 0 5190 13.47 -1.00 22.33 0| 0 0 0 5662 18.18 -1.00 24.30 0| 0 0 0 6133 28.85 -1.00 28.22 0| 0 0 0 7200 Total 0| 0 32,392 0 Indicative a-t-m Vol 23.54 Underlying Price 43.135 Time to expiry: 197 Days Mar 11 0.10 -0.02 45.30 0| 0 0 0 2265 0.25 -0.05 37.08 0| 0 0 0 2831 0.33 -0.06 34.72 0| 0 500 0 3020 0.53 -0.10 31.58 0| 0 0 0 3303 0.79 -0.15 29.22 0| 0 10 0 3539 1.20 -0.22 27.33 0| 0 0 0 3774 1.76 -0.31 25.29 0| 0 120 0 4010 2.64 -0.42 24.03 0| 0 1,256 0 4246 3.32 -0.51 22.93 0| 0 540 0 4400 3.77 -0.55 22.74 0| 0 4,210 0 4482 4.46 -0.62 22.22 0| 0 50 0 4600 5.22 -0.68 21.60 0| 0 0 0 4718 5.81 -0.72 21.29 0| 0 50 0 4800 8.99 -0.87 20.36 0| 0 0 0 5190 13.39 -0.96 19.63 0| 0 0 0 5662 18.01 -0.99 19.12 0| 0 0 0 6133 28.61 -1.00 20.15 0| 0 0 0 7200 Total 0| 0 6,736 0 Indicative a-t-m Vol 25.35 Underlying Price 43.135 Time to expiry: 379 Days Sep 11 0.54 -0.05 44.79 0| 0 0 0 2265 1.18 -0.12 40.04 0| 0 0 0 2831 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 79 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.42 -0.14 37.90 0| 0 0 0 3020 1.90 -0.19 35.10 0| 0 0 0 3303 2.49 -0.25 31.97 0| 0 0 0 3600 3.00 -0.30 30.82 0| 0 0 0 3774 3.64 -0.37 28.51 0| 0 0 0 4000 4.47 -0.45 25.94 0| 0 30 0 4246 5.75 -0.56 23.50 0| 0 0 0 4529 6.95 -0.63 22.95 0| 0 0 0 4718 11.20 -0.82 21.43 0| 0 0 0 5284 14.52 -0.89 21.10 0| 0 0 0 5662 37.22 -0.99 23.90 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 25.24 Underlying Price 43.135 Time to expiry: 561 Days Mar 12 1.03 -0.08 44.43 0| 0 0 0 2265 1.98 -0.14 40.65 0| 0 0 0 2831 2.30 -0.17 38.62 0| 0 0 0 3020 2.54 -0.19 36.32 0| 0 0 0 3200 2.95 -0.23 34.29 0| 0 0 0 3397 3.36 -0.27 32.13 0| 0 91 0 3600 3.77 -0.30 30.24 0| 0 0 0 3774 4.36 -0.36 27.81 0| 0 0 0 4000 5.15 -0.43 25.48 0| 0 0 0 4246 7.67 -0.58 23.78 0| 0 0 0 4718 14.68 -0.82 21.76 0| 0 0 0 5662 36.75 -0.97 24.56 0| 0 0 0 8000 Total 0| 0 91 0 Indicative a-t-m Vol 26.31 Underlying Price 43.135 Time to expiry: 750 Days Sep 12 1.66 -0.10 44.29 0| 0 80 0 2265 3.05 -0.19 37.33 0| 0 0 0 3020 4.99 -0.33 30.75 0| 0 0 0 3774 5.62 -0.38 28.39 0| 0 0 0 4000 7.92 -0.52 24.89 0| 0 0 0 4529 9.60 -0.59 24.30 0| 0 0 0 4800 15.89 -0.79 22.42 0| 0 0 0 5662 37.53 -0.95 25.26 0| 0 0 0 8000 Total 0| 0 80 0 Indicative a-t-m Vol 25.65 Underlying Price 43.135 Time to expiry: 925 Days Mar 13 2.34 -0.12 42.96 0| 0 0 0 2400 4.13 -0.22 36.46 0| 0 0 0 3200 6.10 -0.37 28.39 0| 0 0 0 4000 7.46 -0.47 24.90 0| 0 0 0 4400 9.86 -0.56 24.24 0| 0 0 0 4800 18.72 -0.79 22.59 0| 0 0 0 6000 37.03 -0.92 25.51 0| 0 0 0 8000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 80 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 27.09 Underlying Price 43.135 Time to expiry: 1114 Days Sep 13 3.05 -0.14 43.35 0| 0 0 0 2400 4.89 -0.24 35.97 0| 0 0 0 3200 7.08 -0.38 28.64 0| 0 0 0 4000 10.94 -0.55 24.70 0| 0 0 0 4800 19.67 -0.77 23.02 0| 0 0 0 6000 37.69 -0.89 25.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.74 Underlying Price 43.135 Time to expiry: 1296 Days Mar 14 3.47 -0.14 43.62 0| 0 0 0 2400 5.31 -0.23 35.97 0| 0 0 0 3200 7.22 -0.37 28.02 0| 0 0 0 4000 11.07 -0.53 24.76 0| 0 0 0 4800 19.58 -0.72 23.58 0| 0 0 0 6000 37.18 -0.85 26.63 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.97 Underlying Price 43.135 Time to expiry: 1478 Days Sep 14 3.97 -0.15 43.06 0| 0 0 0 2400 5.94 -0.24 35.84 0| 0 0 0 3200 8.05 -0.37 28.27 0| 0 0 0 4000 11.93 -0.53 24.96 0| 0 0 0 4800 20.46 -0.71 24.09 0| 0 0 0 6000 37.75 -0.84 26.84 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.95 Underlying Price 43.135 Time to expiry: 1660 Days Mar 15 4.38 -0.15 43.62 0| 0 0 0 2400 6.27 -0.24 36.09 0| 0 0 0 3200 8.16 -0.36 28.14 0| 0 0 0 4000 11.95 -0.50 25.12 0| 0 0 0 4800 20.28 -0.67 24.56 0| 0 0 0 6000 37.19 -0.80 27.40 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 39,329 0 Grand Total 0| 0 53,870 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 25.31 Underlying Price 49.415 Time to expiry: 15 Days Sep 10 25.42 1.00 49.76 0| 0 0 0 2400 21.42 1.00 46.11 0| 0 0 0 2800 17.42 1.00 43.14 0| 0 0 0 3200 13.42 1.00 38.85 0| 0 0 0 3600 11.42 1.00 36.56 0| 0 0 0 3800 9.42 1.00 34.28 0| 0 0 0 4000 7.43 0.99 32.40 0| 0 0 0 4200 5.46 0.97 29.97 0| 0 0 0 4400 4.49 0.95 28.79 0| 0 0 0 4500 3.56 0.90 27.71 0| 0 0 0 4600 2.70 0.82 26.99 0| 0 0 0 4700 1.89 0.72 25.53 0| 0 1,006 0 4800 1.27 0.57 25.68 0| 0 0 0 4900 0.76 0.42 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 22.89 Underlying Price 49.415 Time to expiry: 43 Days Oct 10 9.46 0.98 31.73 0| 0 0 0 4000 7.51 0.95 29.44 0| 0 0 0 4200 5.64 0.90 27.47 0| 0 0 0 4400 4.74 0.86 26.40 0| 0 0 0 4500 3.89 0.80 25.44 0| 0 0 0 4600 3.11 0.73 24.66 0| 0 0 0 4700 2.38 0.65 23.52 0| 0 0 0 4800 1.79 0.56 23.22 0| 0 0 0 4900 1.26 0.45 22.43 0| 0 0 0 5000 0.56 0.26 21.60 0| 0 0 0 5200 0.18 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 22.87 Underlying Price 49.415 Time to expiry: 78 Days Nov 10 9.63 0.94 31.30 0| 0 0 0 4000 7.73 0.91 28.17 0| 0 0 0 4200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 82 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.96 0.84 26.37 0| 0 0 0 4400 5.09 0.81 25.25 0| 0 0 0 4500 4.31 0.75 24.63 0| 0 0 0 4600 3.57 0.70 23.94 0| 0 0 0 4700 2.88 0.63 23.03 0| 0 0 0 4800 2.33 0.55 23.02 0| 0 3 0 4900 1.82 0.48 22.67 0| 0 0 0 5000 1.07 0.33 22.38 0| 0 0 0 5200 0.27 0.11 21.43 0| 0 0 0 5600 0.04 0.03 20.94 0| 0 0 0 6000 Total 0| 0 3 0 Indicative a-t-m Vol 22.76 Underlying Price 49.415 Time to expiry: 106 Days Dec 10 33.42 1.00 48.96 0| 0 0 0 1600 29.42 1.00 48.89 0| 0 0 0 2000 25.43 1.00 45.52 0| 0 0 0 2400 21.45 1.00 41.11 0| 0 0 0 2800 17.48 0.99 36.62 0| 0 0 0 3200 13.55 0.97 32.44 0| 0 0 0 3600 11.62 0.95 30.53 0| 0 0 0 3800 9.74 0.92 29.12 0| 0 0 0 4000 7.91 0.88 27.15 0| 0 0 0 4200 6.17 0.82 25.49 0| 0 150 0 4400 4.58 0.74 23.98 0| 0 500 0 4600 3.18 0.62 22.63 0| 0 0 0 4800 1.45 0.37 23.00 0| 0 525 0 5200 0.54 0.17 23.00 0| 0 100 0 5600 0.19 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 22.22 Underlying Price 49.415 Time to expiry: 197 Days Mar 11 17.62 0.97 33.39 0| 0 0 0 3200 13.84 0.94 31.04 0| 0 0 0 3600 10.20 0.88 27.85 0| 0 0 0 4000 8.49 0.83 26.45 0| 0 0 0 4200 6.87 0.77 25.06 0| 0 0 0 4400 5.38 0.70 23.79 0| 0 50 0 4600 4.07 0.61 22.72 0| 0 25 0 4800 2.09 0.41 21.30 0| 0 51 0 5200 0.86 0.22 19.85 0| 0 224 0 5600 0.09 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 22.16 Underlying Price 49.415 Time to expiry: 288 Days Jun 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 83 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 29.44 1.00 34.22 0| 0 0 0 2000 25.48 1.00 32.04 0| 0 0 0 2400 21.55 0.99 30.66 0| 0 0 0 2800 17.70 0.97 29.26 0| 0 0 0 3200 13.98 0.93 27.47 0| 0 0 0 3600 10.48 0.86 25.71 0| 0 0 0 4000 7.33 0.75 23.94 0| 0 0 0 4400 5.94 0.68 23.24 0| 0 0 0 4600 4.71 0.61 22.56 0| 0 0 0 4800 2.74 0.44 21.44 0| 0 0 0 5200 1.41 0.28 20.44 0| 0 0 0 5600 0.59 0.15 19.22 0| 0 0 0 6000 0.25 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 21.83 Underlying Price 49.415 Time to expiry: 470 Days Dec 11 25.53 0.99 31.38 0| 0 0 0 2400 17.95 0.94 28.58 0| 0 0 0 3200 11.13 0.82 25.40 0| 0 0 0 4000 8.15 0.72 23.73 0| 0 0 0 4400 5.62 0.60 22.19 0| 0 0 0 4800 2.20 0.34 20.14 0| 0 0 0 5600 1.25 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 21.88 Underlying Price 49.415 Time to expiry: 652 Days Jun 12 18.34 0.92 28.63 0| 0 0 0 3200 11.88 0.80 25.45 0| 0 0 0 4000 6.53 0.61 22.24 0| 0 0 0 4800 2.99 0.38 20.19 0| 0 0 0 5600 1.88 0.28 19.43 0| 0 0 0 6000 0.10 0.03 17.43 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 4,171 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 84 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dassault Systemes (100) (DS1) Indicative a-t-m Vol 25.31 Underlying Price 49.415 Time to expiry: 15 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 0.04 -0.03 29.97 0| 0 29 0 4400 0.08 -0.06 28.79 0| 0 0 0 4500 0.15 -0.10 27.71 0| 0 68 0 4600 0.29 -0.18 26.99 0| 0 0 0 4700 0.40 0.49 -0.29 25.53 0.40 0.40 250| 0 57 0 4800 0.88 -0.43 25.68 0| 0 0 0 4900 1.37 -0.59 24.81 0| 0 29 0 5000 2.81 -0.85 23.43 0| 0 400 0 5200 4.65 -0.97 21.96 0| 0 0 0 5400 6.63 -1.00 20.92 0| 0 0 0 5600 10.62 -1.00 19.42 0| 0 0 0 6000 14.62 -1.00 18.69 0| 0 0 0 6400 18.62 -1.00 18.93 0| 0 0 0 6800 22.62 -1.00 19.41 0| 0 0 0 7200 30.62 -1.00 20.00 0| 0 0 0 8000 Total 250| 0 783 0 Indicative a-t-m Vol 22.89 Underlying Price 49.415 Time to expiry: 43 Days Oct 10 0.05 -0.02 31.73 0| 0 0 0 4000 0.11 -0.05 29.44 0| 0 0 0 4200 0.24 -0.10 27.47 0| 0 0 0 4400 0.35 -0.14 26.40 0| 0 0 0 4500 0.50 -0.20 25.44 0| 0 0 0 4600 0.72 -0.27 24.66 0| 0 0 0 4700 0.99 -0.35 23.52 0| 0 0 0 4800 1.40 -0.44 23.22 0| 0 0 0 4900 1.87 -0.55 22.43 0| 0 0 0 5000 3.17 -0.74 21.60 0| 0 0 0 5200 4.79 -0.89 20.31 0| 0 0 0 5400 6.66 -0.97 19.47 0| 0 0 0 5600 10.62 -1.00 20.00 0| 0 0 0 6000 14.62 -1.00 18.50 0| 0 0 0 6400 18.62 -1.00 18.50 0| 0 0 0 6800 Total 0| 0 0 0 Indicative a-t-m Vol 22.87 Underlying Price 49.415 Time to expiry: 78 Days Nov 10 0.21 -0.06 31.30 0| 0 0 0 4000 0.30 -0.09 28.17 0| 0 0 0 4200 0.52 -0.16 26.37 0| 0 0 0 4400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.66 -0.19 25.25 0| 0 0 0 4500 0.88 -0.25 24.63 0| 0 0 0 4600 1.14 -0.31 23.94 0| 0 0 0 4700 1.44 -0.37 23.03 0| 0 0 0 4800 1.89 -0.45 23.02 0| 0 0 0 4900 2.39 -0.52 22.67 0| 0 0 0 5000 3.64 -0.67 22.38 0| 0 0 0 5200 6.84 -0.89 21.43 0| 0 0 0 5600 10.64 -0.98 20.94 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 22.76 Underlying Price 49.415 Time to expiry: 106 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 0.10 -0.03 32.44 0| 0 0 0 3600 0.17 -0.05 30.53 0| 0 0 0 3800 0.29 -0.08 29.12 0| 0 180 0 4000 0.45 -0.12 27.15 0| 0 0 0 4200 0.71 -0.18 25.49 0| 0 81 0 4400 1.12 -0.27 23.98 0| 0 500 0 4600 1.72 -0.38 22.63 0| 0 1 0 4800 3.99 -0.64 23.00 0| 0 0 0 5200 7.09 -0.83 23.00 0| 0 0 0 5600 10.75 -0.94 23.30 0| 0 0 0 6000 14.61 -1.00 18.50 0| 0 0 0 6400 22.61 -1.00 19.40 0| 0 0 0 7200 30.60 -1.00 19.46 0| 0 0 0 8000 Total 0| 0 906 0 Indicative a-t-m Vol 22.22 Underlying Price 49.415 Time to expiry: 197 Days Mar 11 0.15 -0.03 33.39 0| 0 10 0 3200 0.35 -0.07 31.04 0| 0 0 0 3600 0.69 -0.13 27.85 0| 0 78 0 4000 0.97 -0.17 26.45 0| 0 28 0 4200 1.35 -0.23 25.06 0| 0 0 0 4400 1.85 -0.31 23.79 0| 0 0 0 4600 2.54 -0.39 22.72 0| 0 0 0 4800 4.56 -0.59 21.30 0| 0 0 0 5200 7.33 -0.78 19.85 0| 0 0 0 5600 14.63 -0.98 18.50 0| 0 0 0 6400 22.61 -1.00 19.40 0| 0 0 0 7200 30.60 -1.00 18.01 0| 0 0 0 8000 Total 0| 0 116 0 Indicative a-t-m Vol 22.16 Underlying Price 49.415 Time to expiry: 288 Days Jun 11 0.01 0.00 34.22 0| 0 0 0 2000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 86 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.02 0.00 32.04 0| 0 0 0 2400 0.07 -0.01 30.66 0| 0 0 0 2800 0.21 -0.04 29.26 0| 0 0 0 3200 0.49 -0.08 27.47 0| 0 0 0 3600 1.01 -0.15 25.71 0| 0 0 0 4000 1.88 -0.26 23.94 0| 0 0 0 4400 2.52 -0.34 23.24 0| 0 0 0 4600 3.31 -0.41 22.56 0| 0 0 0 4800 5.38 -0.58 21.44 0| 0 0 0 5200 8.09 -0.73 20.44 0| 0 0 0 5600 11.29 -0.86 19.22 0| 0 0 0 6000 14.93 -0.93 18.85 0| 0 0 0 6400 22.68 -0.98 19.40 0| 0 0 0 7200 30.59 -1.00 17.22 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 21.83 Underlying Price 49.415 Time to expiry: 470 Days Dec 11 0.09 -0.01 31.38 0| 0 0 0 2400 0.53 -0.07 28.58 0| 0 0 0 3200 1.70 -0.19 25.40 0| 0 0 0 4000 2.71 -0.29 23.73 0| 0 0 0 4400 4.16 -0.41 22.19 0| 0 0 0 4800 8.71 -0.68 20.14 0| 0 0 0 5600 11.76 -0.79 19.38 0| 0 0 0 6000 30.59 -1.00 17.38 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 21.88 Underlying Price 49.415 Time to expiry: 652 Days Jun 12 0.95 -0.09 28.63 0| 0 0 0 3200 2.41 -0.22 25.45 0| 0 0 0 4000 4.98 -0.40 22.24 0| 0 0 0 4800 9.38 -0.63 20.19 0| 0 0 0 5600 12.25 -0.74 19.43 0| 0 0 0 6000 30.59 -1.00 17.43 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 250| 0 1,805 0 Grand Total 250| 0 5,976 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dassault Systemes European (DS3) Indicative a-t-m Vol 25.61 Underlying Price 49.415 Time to expiry: 15 Days Sep 10 33.37 1.00 52.52 0| 0 0 0 1600 29.37 1.00 52.15 0| 0 0 0 2000 25.37 1.00 50.06 0| 0 0 0 2400 21.37 1.00 46.41 0| 0 0 0 2800 17.37 1.00 43.44 0| 0 0 0 3200 13.37 1.00 39.15 0| 0 0 0 3600 11.37 1.00 36.86 0| 0 0 0 3800 9.37 1.00 34.58 0| 0 0 0 4000 7.38 0.99 32.70 0| 0 70 0 4200 5.41 0.97 30.27 0| 0 500 0 4400 4.45 0.94 28.86 0| 0 0 0 4500 3.53 0.89 28.01 0| 0 0 0 4600 2.67 0.81 27.31 0| 0 0 0 4700 1.88 0.71 25.83 0| 0 30 0 4800 1.27 0.57 25.98 0| 0 0 0 4900 0.76 0.42 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 22.18 Underlying Price 49.415 Time to expiry: 197 Days Mar 11 29.37 1.00 42.67 0| 0 0 0 2000 25.41 1.00 40.73 0| 0 0 0 2400 21.48 0.99 37.88 0| 0 0 0 2800 17.60 0.97 34.37 0| 0 0 0 3200 13.80 0.94 31.00 0| 0 0 0 3600 10.16 0.87 27.81 0| 0 0 0 4000 8.45 0.83 26.41 0| 0 0 0 4200 6.83 0.77 25.02 0| 0 0 0 4400 5.35 0.70 23.75 0| 0 0 0 4600 4.04 0.61 22.68 0| 0 0 0 4800 2.07 0.41 21.26 0| 0 0 0 5200 0.85 0.22 19.81 0| 0 0 0 5600 0.28 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 26.18 Underlying Price 49.415 Time to expiry: 379 Days Sep 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.25 0.98 40.00 0| 0 0 0 2400 17.88 0.92 34.85 0| 0 0 0 3200 14.46 0.87 32.67 0| 0 0 0 3600 11.36 0.79 31.29 0| 0 0 0 4000 8.42 0.71 28.71 0| 0 70 0 4400 5.87 0.59 26.51 0| 0 0 0 4800 2.57 0.35 24.67 0| 0 0 0 5600 1.58 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 25.73 Underlying Price 49.415 Time to expiry: 561 Days Mar 12 18.60 0.90 34.00 0| 0 0 0 3200 12.50 0.78 30.94 0| 0 0 0 4000 9.56 0.70 28.15 0| 0 0 0 4400 7.02 0.61 26.02 0| 0 0 0 4800 3.63 0.40 24.38 0| 0 0 0 5600 2.56 0.32 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 89 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Dassault Systemes European (DS3) Indicative a-t-m Vol 25.61 Underlying Price 49.415 Time to expiry: 15 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 0.04 -0.03 30.27 0| 0 0 0 4400 0.08 -0.06 28.86 0| 0 0 0 4500 0.15 -0.11 28.01 0| 0 0 0 4600 0.30 -0.19 27.31 0| 0 0 0 4700 0.50 -0.29 25.83 0| 0 0 0 4800 0.89 -0.43 25.98 0| 0 0 0 4900 1.38 -0.58 25.11 0| 0 0 0 5000 2.82 -0.85 23.73 0| 0 0 0 5200 4.65 -0.97 22.26 0| 0 0 0 5400 6.63 -1.00 21.22 0| 0 0 0 5600 10.62 -1.00 19.72 0| 0 0 0 6000 14.62 -1.00 18.99 0| 0 0 0 6400 18.62 -1.00 19.23 0| 0 0 0 6800 22.62 -1.00 19.71 0| 0 0 0 7200 30.62 -1.00 23.06 0| 0 0 0 8000 Total 0| 0 4,952 0 Indicative a-t-m Vol 22.18 Underlying Price 49.415 Time to expiry: 197 Days Mar 11 0.01 0.00 42.67 0| 0 0 0 2000 0.03 0.00 40.73 0| 0 0 0 2400 0.08 -0.01 37.88 0| 0 0 0 2800 0.17 -0.03 34.37 0| 0 0 0 3200 0.35 -0.06 31.00 0| 0 79 0 3600 0.69 -0.13 27.81 0| 0 0 0 4000 0.97 -0.17 26.41 0| 0 0 0 4200 1.34 -0.23 25.02 0| 0 0 0 4400 1.84 -0.30 23.75 0| 0 0 0 4600 2.53 -0.39 22.68 0| 0 0 0 4800 4.54 -0.59 21.26 0| 0 0 0 5200 7.30 -0.78 19.81 0| 0 0 0 5600 10.71 -0.91 18.84 0| 0 0 0 6000 14.48 -0.97 18.04 0| 0 0 0 6400 22.37 -1.00 17.75 0| 0 0 0 7200 30.33 -1.00 17.78 0| 0 0 0 8000 Total 0| 0 79 0 Indicative a-t-m Vol 26.18 Underlying Price 49.415 Time to expiry: 379 Days Sep 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.21 -0.02 40.00 0| 0 0 0 2400 0.74 -0.08 34.85 0| 0 0 0 3200 1.28 -0.13 32.67 0| 0 0 0 3600 2.13 -0.21 31.29 0| 0 0 0 4000 3.14 -0.29 28.71 0| 0 0 0 4400 4.54 -0.41 26.51 0| 0 0 0 4800 9.14 -0.65 24.67 0| 0 0 0 5600 12.10 -0.75 23.96 0| 0 0 0 6000 30.43 -0.97 24.32 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.73 Underlying Price 49.415 Time to expiry: 561 Days Mar 12 1.23 -0.10 34.00 0| 0 50 0 3200 2.98 -0.22 30.94 0| 0 0 0 4000 3.97 -0.30 28.15 0| 0 0 0 4400 5.35 -0.39 26.02 0| 0 0 0 4800 9.80 -0.60 24.38 0| 0 0 0 5600 12.66 -0.68 24.06 0| 0 0 0 6000 30.12 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 43.51 Underlying Price 3.375 Time to expiry: 15 Days Sep 10 1.78 1.00 73.00 0| 0 0 0 160 1.38 1.00 63.59 0| 0 0 0 200 1.18 1.00 59.71 0| 0 0 0 220 0.98 1.00 56.28 0| 0 0 0 240 0.78 0.99 53.26 0| 0 0 0 260 0.68 0.98 51.89 0| 0 280 0 270 0.58 0.97 50.60 0| 0 0 0 280 0.49 0.94 49.38 0| 0 0 0 290 0.39 0.89 48.24 0| 0 1,000 0 300 0.31 0.82 47.07 0| 0 1,000 0 310 0.24 0.72 46.81 0| 0 1,075 0 320 0.17 0.61 45.29 0| 0 0 0 330 0.11 0.49 43.06 0| 0 1,075 0 340 0.07 0.36 43.88 0| 0 1,000 0 350 0.04 0.25 43.09 0| 0 68 0 360 0.02 0.16 42.03 0| 0 0 0 370 0.01 0.09 41.35 0| 0 50 0 380 0.01 0.05 40.72 0| 0 0 0 390 0.01 0.02 40.14 0| 0 1,100 0 400 0.01 0.00 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 41.50 Underlying Price 3.375 Time to expiry: 43 Days Oct 10 0.99 0.96 61.00 0| 0 0 0 240 0.80 0.94 52.87 0| 0 0 0 260 0.61 0.89 47.79 0| 0 0 0 280 0.44 0.80 44.68 0| 0 0 0 300 0.37 0.74 43.83 0| 0 0 0 310 0.29 0.67 42.51 0| 0 0 0 320 0.23 0.59 41.81 0| 0 0 0 330 0.18 0.51 41.43 0| 0 1,000 0 340 0.14 0.43 41.60 1,000| 0 0 0 350 0.10 0.35 40.05 0| 0 1,000 0 360 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 92 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.08 0.28 39.91 0| 0 9,000 0 370 0.05 0.21 39.36 0| 0 1,000 0 380 0.04 0.16 38.75 0| 0 0 0 390 0.02 0.11 38.07 0| 0 1,400 0 400 0.01 0.05 36.41 0| 0 1,000 0 420 0.01 0.01 34.29 0| 0 0 0 440 0.01 0.00 31.64 0| 0 0 0 460 Total 1,000| 0 14,400 0 Indicative a-t-m Vol 43.54 Underlying Price 3.375 Time to expiry: 78 Days Nov 10 0.84 0.88 54.00 0| 0 0 0 260 0.67 0.82 50.93 0| 0 0 0 280 0.51 0.74 47.85 0| 0 0 0 300 0.44 0.70 46.05 0| 0 0 0 310 0.38 0.64 45.69 0| 0 0 0 320 0.31 0.59 43.62 0| 0 0 0 330 0.26 0.53 43.52 0| 0 0 0 340 0.21 0.47 42.30 0| 0 1,000 0 350 0.17 0.41 41.50 0| 0 1,000 0 360 0.10 0.11 0.30 41.39 0.10 Q 0.10 Q 1,000| 0 0 0 380 0.08 0.22 42.00 0| 0 0 0 400 Total 1,000| 0 2,000 0 Indicative a-t-m Vol 42.84 Underlying Price 3.375 Time to expiry: 106 Days Dec 10 1.78 0.99 66.00 0| 0 0 0 160 1.40 0.96 60.24 0| 0 0 0 200 1.03 0.91 54.56 0| 0 46 0 240 0.86 0.86 51.91 0| 0 0 0 260 0.70 0.80 49.94 0| 0 20 0 280 0.55 0.73 47.23 0| 0 0 0 300 0.41 0.64 43.90 0| 0 122 0 320 0.30 0.54 42.72 0| 0 5 0 340 0.21 0.43 41.06 0| 0 129 0 360 0.14 0.33 39.66 0| 0 101 0 380 0.09 0.24 37.68 0| 0 2,262 0 400 0.05 0.16 36.22 0| 0 22 0 420 0.03 0.10 34.88 0| 0 100 0 440 0.01 0.06 33.66 0| 0 0 0 460 0.01 0.03 32.55 0| 0 78 0 480 0.01 0.01 30.62 0| 0 0 0 520 0.01 0.00 29.07 0| 0 0 0 560 0.01 0.00 27.83 0| 0 10,020 0 600 0.01 0.00 26.89 0| 0 15,000 0 640 0.01 0.00 25.75 0| 0 0 0 720 0.01 0.00 25.45 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 42.32 Underlying Price 3.375 Time to expiry: 197 Days Mar 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.80 0.97 62.00 0| 0 0 0 160 1.44 0.93 56.80 0| 0 0 0 200 1.09 0.86 51.87 0| 0 0 0 240 0.93 0.82 49.61 0| 0 0 0 260 0.79 0.77 47.81 0| 0 0 0 280 0.65 0.70 45.63 0| 0 0 0 300 0.52 0.63 43.28 0| 0 75 0 320 0.41 0.56 42.21 0| 0 0 0 340 0.32 0.48 40.62 0| 0 0 0 360 0.24 0.40 39.64 0| 0 0 0 380 0.18 0.33 38.14 0| 0 0 0 400 0.13 0.26 37.05 0| 0 0 0 420 0.09 0.20 36.07 0| 0 0 0 440 0.06 0.15 35.19 0| 0 0 0 460 0.04 0.11 34.42 0| 0 0 0 480 0.02 0.05 33.14 0| 0 0 0 520 0.01 0.02 32.19 0| 0 0 0 560 0.01 0.00 31.14 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 42.29 Underlying Price 3.375 Time to expiry: 288 Days Jun 11 1.82 0.96 57.00 0| 0 0 0 160 1.46 0.92 53.09 0| 0 0 0 200 1.13 0.85 49.42 0| 0 0 0 240 0.98 0.81 47.73 0| 0 0 0 260 0.84 0.76 46.20 0| 0 0 0 280 0.71 0.70 44.37 0| 0 0 0 300 0.59 0.64 43.48 0| 0 0 0 320 0.49 0.57 42.16 0| 0 0 0 340 0.39 0.51 40.77 0| 0 0 0 360 0.31 0.44 39.62 0| 0 0 0 380 0.25 0.38 38.70 0| 0 5 0 400 0.19 0.32 37.76 0| 0 0 0 420 0.15 0.26 36.89 0| 0 0 0 440 0.08 0.17 35.36 0| 0 0 0 480 0.02 0.06 33.00 0| 0 0 0 560 0.01 0.03 32.12 0| 0 0 0 600 0.01 0.01 31.40 0| 0 0 0 640 0.01 0.00 30.41 0| 0 120 0 720 0.01 0.00 29.89 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 43.70 Underlying Price 3.375 Time to expiry: 470 Days Dec 11 1.86 0.94 57.84 0| 0 0 0 160 1.24 0.82 50.80 0| 0 0 0 240 0.97 0.74 47.46 0| 0 0 0 280 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 94 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.75 0.64 44.95 0| 0 0 0 320 0.55 0.54 42.18 0| 0 0 0 360 0.39 0.44 40.21 0| 0 0 0 400 0.27 0.35 38.46 0| 0 0 0 440 0.19 0.27 37.00 0| 0 50 0 480 0.05 0.10 34.12 0| 0 5,000 0 600 0.01 0.02 32.84 0| 0 0 0 800 Total 0| 0 5,050 0 Indicative a-t-m Vol 43.92 Underlying Price 3.375 Time to expiry: 652 Days Jun 12 1.88 0.93 56.50 0| 0 0 0 160 1.30 0.81 50.30 0| 0 0 0 240 1.05 0.74 47.20 0| 0 0 0 280 0.83 0.66 44.87 0| 0 0 0 320 0.65 0.57 42.76 0| 0 0 0 360 0.49 0.49 40.99 0| 0 30 0 400 0.27 0.33 38.08 0| 0 0 0 480 0.11 0.17 36.38 0| 0 0 0 600 Total 0| 0 30 0 Total Calls 2,000| 0 58,568 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 43.51 Underlying Price 3.375 Time to expiry: 15 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 -0.11 48.24 0| 0 95 0 300 0.03 -0.18 47.07 0| 0 0 0 310 0.06 -0.28 46.81 0| 0 100 0 320 0.09 -0.39 45.29 0| 0 50 0 330 0.13 -0.51 43.06 0| 0 0 0 340 0.20 -0.64 43.88 0| 0 1,500 0 350 0.27 -0.75 43.09 0| 0 76 0 360 0.35 -0.84 42.03 0| 0 0 0 370 0.44 -0.91 41.35 0| 0 0 0 380 0.53 -0.95 40.72 0| 0 0 0 390 0.63 -0.98 40.14 0| 0 90 0 400 0.83 -1.00 39.08 0| 0 110 0 420 1.03 -1.00 38.18 0| 0 1 0 440 1.23 -1.00 37.42 0| 0 52 0 460 1.43 -1.00 36.77 0| 0 49 0 480 1.83 -1.00 35.82 0| 0 202 0 520 2.23 -1.00 35.25 0| 0 60 0 560 2.63 -1.00 35.01 0| 0 10 0 600 3.03 -1.00 35.06 0| 0 0 0 640 3.43 -1.00 35.34 0| 0 0 0 680 3.83 -1.00 35.84 0| 0 0 0 720 4.63 -1.00 37.36 0| 0 0 0 800 5.43 -1.00 39.46 0| 0 0 0 880 6.23 -1.00 42.00 0| 0 0 0 960 Total 0| 0 2,395 0 Indicative a-t-m Vol 41.50 Underlying Price 3.375 Time to expiry: 43 Days Oct 10 0.01 -0.04 61.00 0| 0 0 0 240 0.02 -0.06 52.87 0| 0 0 0 260 0.03 -0.11 47.79 0| 0 0 0 280 0.06 -0.20 44.68 0| 0 0 0 300 0.09 -0.26 43.83 0| 0 0 0 310 0.12 -0.33 42.51 0| 0 0 0 320 0.16 -0.41 41.81 0| 0 0 0 330 0.21 -0.49 41.43 0| 0 0 0 340 0.27 -0.57 41.60 0| 0 10 0 350 0.33 -0.65 40.05 0| 0 70 0 360 0.40 -0.72 39.91 0| 0 0 0 370 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 96 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.48 -0.79 39.36 0| 0 0 0 380 0.56 -0.84 38.75 0| 0 0 0 390 0.65 -0.89 38.07 0| 0 0 0 400 0.83 -0.95 36.41 0| 0 0 0 420 1.03 -0.99 34.29 0| 0 0 0 440 1.23 -1.00 31.64 0| 0 0 0 460 Total 0| 0 80 0 Indicative a-t-m Vol 43.54 Underlying Price 3.375 Time to expiry: 78 Days Nov 10 0.06 -0.12 54.00 0| 0 0 0 260 0.09 -0.18 50.93 0| 0 0 0 280 0.13 -0.26 47.85 0| 0 0 0 300 0.16 -0.30 46.05 0| 0 0 0 310 0.20 -0.36 45.69 0| 0 0 0 320 0.23 -0.41 43.62 0| 0 0 0 330 0.28 -0.47 43.52 0| 0 0 0 340 0.33 -0.53 42.30 0| 0 0 0 350 0.39 -0.59 41.50 0| 0 0 0 360 0.53 -0.70 41.39 0| 0 0 0 380 0.70 -0.78 42.00 0| 0 0 0 400 Total 0| 0 0 0 Indicative a-t-m Vol 42.84 Underlying Price 3.375 Time to expiry: 106 Days Dec 10 0.01 -0.01 66.00 0| 0 0 0 160 0.02 -0.04 60.24 0| 0 0 0 200 0.05 -0.09 54.56 0| 0 50 0 240 0.08 -0.14 51.91 0| 0 0 0 260 0.12 -0.20 49.94 0| 0 175 0 280 0.17 -0.27 47.23 0| 0 285 0 300 0.23 -0.36 43.90 0| 0 400 0 320 0.32 -0.46 42.72 0| 0 180 0 340 0.43 -0.57 41.06 0| 0 250 0 360 0.56 -0.67 39.66 0| 0 6,100 0 380 0.70 -0.77 37.68 0| 0 2,012 0 400 0.87 -0.85 36.22 0| 0 110 0 420 1.04 -0.91 34.88 0| 0 0 0 440 1.23 -0.95 33.66 0| 0 0 0 460 1.43 -0.98 32.55 0| 0 0 0 480 1.83 -1.00 30.62 0| 0 0 0 520 2.23 -1.00 29.07 0| 0 0 0 560 2.63 -1.00 27.83 0| 0 10,016 0 600 3.03 -1.00 26.89 0| 0 15,000 0 640 3.83 -1.00 25.75 0| 0 0 0 720 4.63 -1.00 25.45 0| 0 30 0 800 8.63 -1.00 32.00 0| 0 194 0 1200 Total 0| 0 34,802 0 Indicative a-t-m Vol 42.32 Underlying Price 3.375 Time to expiry: 197 Days Mar 11 0.02 -0.03 62.00 0| 0 0 0 160 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 97 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.05 -0.07 56.80 0| 0 0 0 200 0.11 -0.14 51.87 0| 0 0 0 240 0.15 -0.18 49.61 0| 0 0 0 260 0.20 -0.24 47.81 0| 0 75 0 280 0.26 -0.30 45.63 0| 0 0 0 300 0.33 -0.37 43.28 0| 0 75 0 320 0.42 -0.44 42.21 0| 0 0 0 340 0.53 -0.52 40.62 0| 0 0 0 360 0.65 -0.60 39.64 0| 0 0 0 380 0.78 -0.68 38.14 0| 0 0 0 400 0.93 -0.75 37.05 0| 0 10 0 420 1.10 -0.81 36.07 0| 0 0 0 440 1.27 -0.86 35.19 0| 0 0 0 460 1.45 -0.91 34.42 0| 0 0 0 480 1.83 -0.97 33.14 0| 0