Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | L'Oreal (100) (OR1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9600 Total N/A | N/A N/A 0 Indicative a-t-m Vol 27.64 Underlying Price 75.460 Time to expiry: 24 Days Sep 10 31.48 1.00 65.00 0| 0 0 0 4400 27.48 1.00 60.09 0| 0 0 0 4800 19.51 0.99 49.30 0| 0 0 0 5600 15.56 0.98 45.45 0| 0 0 0 6000 11.66 0.95 40.13 0| 0 0 0 6400 7.86 0.89 34.20 0| 0 31 0 6800 4.24 4.46 0.74 30.15 4.32 4.24 21| 0 153 0 7200 3.06 0.62 28.62 0| 0 0 0 7400 1.76 1.91 0.48 27.27 1.84 1.76 33| 750 2,191 0 7600 1.09 0.33 26.30 0| 0 660 0 7800 0.62 0.57 0.20 25.87 0.62 0.62 60| 16 1,097 0 8000 0.25 0.11 24.95 0| 0 247 0 8200 0.11 0.05 24.98 0| 0 955 0 8400 0.06 0.03 26.09 0| 0 34 0 8600 0.03 0.01 26.69 0| 0 3,242 0 8800 0.01 0.00 26.45 0| 0 472 0 9200 0.01 0.00 28.02 0| 0 170 0 9600 0.01 0.00 28.87 0| 0 89 0 10000 0.01 0.00 32.38 0| 0 0 0 12000 Total 114| 766 9,341 0 Indicative a-t-m Vol 27.02 Underlying Price 75.460 Time to expiry: 52 Days Oct 10 12.07 0.90 36.68 0| 0 6 0 6400 8.44 8.50 0.82 32.62 8.44 8.44 15| 0 0 0 6800 5.76 5.34 0.69 29.42 5.76 5.76 11| 0 107 0 7200 3.99 0.60 28.01 0| 0 0 0 7400 2.81 2.84 0.50 26.66 2.81 2.81 14| 13 30 0 7600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.05 1.93 0.39 25.75 2.05 2.05 25| 0 83 0 7800 1.20 1.25 0.29 25.15 1.21 1.20 32| 2 105 0 8000 0.83 0.76 0.20 24.45 0.83 0.83 40| 0 1,308 0 8200 0.44 0.13 24.05 0| 0 119 0 8400 0.27 0.09 24.37 0| 0 249 0 8600 0.14 0.05 23.66 0| 0 127 0 8800 0.07 0.03 26.07 0| 0 58 0 9200 0.04 0.01 28.34 0| 0 54 0 9600 Total 137| 15 2,246 0 Indicative a-t-m Vol 27.57 Underlying Price 75.460 Time to expiry: 87 Days Nov 10 12.61 0.86 34.82 0| 0 0 0 6400 9.28 0.77 32.22 0| 0 0 0 6800 6.30 0.66 29.61 0| 0 0 0 7200 5.02 0.59 28.53 0| 0 0 0 7400 3.83 0.51 27.21 0| 44 44 +44 7600 3.15 2.87 0.43 26.36 3.15 2.90 48| 0 0 0 7800 1.95 2.09 0.35 25.62 2.37 1.95 30| 13 13 +13 8000 1.19 1.00 0.21 24.41 1.19 1.13 57| 0 0 0 8400 0.48 0.44 0.11 23.83 0.48 0.48 50| 0 0 0 8800 0.20 0.05 24.04 0| 0 0 0 9200 Total 185| 57 57 +57 Indicative a-t-m Vol 27.44 Underlying Price 75.460 Time to expiry: 115 Days Dec 10 43.59 1.00 64.00 0| 0 0 0 3200 35.68 0.99 55.07 0| 0 0 0 4000 27.89 0.97 47.95 0| 0 0 0 4800 25.96 0.96 46.25 0| 0 99 0 5000 20.21 0.93 39.89 0| 0 0 0 5600 16.54 0.89 36.91 0| 0 1,514 0 6000 13.04 0.83 34.16 0| 0 55 0 6400 9.78 0.76 31.67 0| 0 4,295 0 6800 8.28 0.71 30.48 0| 0 995 0 7000 6.88 0.65 29.27 0| 0 167 0 7200 4.17 4.44 0.52 27.16 4.17 4.17 5| 0 2,894 0 7600 2.81 2.65 0.38 25.85 2.81 2.81 17| 0 4,938 0 8000 1.51 1.45 0.25 24.81 1.51 1.51 10| 3 3,753 +3 8400 0.74 0.15 24.16 0| 0 3,967 0 8800 0.51 0.11 23.87 0| 16 1,702 0 9000 0.16 0.04 23.62 0| 0 1,671 0 9600 0.08 0.02 23.91 0| 0 818 0 10000 0.01 0.00 20.93 0| 0 0 0 12000 0.01 0.00 26.00 0| 0 0 0 16000 Total 32| 19 26,868 +3 Indicative a-t-m Vol 27.58 Underlying Price 75.460 Time to expiry: 206 Days Mar 11 28.24 0.95 42.39 0| 0 0 0 4800 20.95 0.89 37.41 0| 0 30 0 5600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.20 0.79 32.88 0| 0 50 0 6400 11.16 0.72 30.91 0| 0 30 0 6800 8.45 0.63 29.22 0| 0 86 0 7200 6.05 0.53 27.33 0| 0 76 0 7600 4.51 4.21 0.43 26.25 4.51 4.51 13| 0 391 0 8000 2.75 0.33 25.21 0| 0 635 0 8400 1.73 0.23 24.41 0| 0 155 0 8800 0.61 0.10 23.45 0| 0 66 0 9600 0.36 0.07 23.28 0| 0 40 0 10000 0.05 0.01 25.55 0| 0 80 0 12000 Total 13| 0 1,639 0 Indicative a-t-m Vol 27.87 Underlying Price 75.460 Time to expiry: 297 Days Jun 11 43.66 0.99 49.36 0| 0 0 0 3200 35.90 0.97 44.06 0| 0 0 0 4000 28.34 0.94 39.43 0| 0 0 0 4800 21.19 0.88 35.35 0| 0 10 0 5600 17.84 0.83 33.53 0| 0 21 0 6000 14.67 0.78 31.73 0| 0 9 0 6400 9.12 0.63 28.57 0| 0 221 0 7200 6.98 0.54 27.76 0| 0 0 0 7600 5.08 0.45 26.60 0| 0 54 0 8000 3.56 0.36 25.59 0| 0 33 0 8400 2.42 0.27 24.81 0| 0 40 0 8800 1.11 1.01 0.14 23.43 1.11 1.11 11| 0 89 0 9600 0.63 0.10 22.99 0| 0 30 0 10000 0.07 0.01 23.21 0| 0 52 0 12000 0.01 0.00 29.00 0| 0 0 0 16000 Total 11| 0 559 0 Indicative a-t-m Vol 28.88 Underlying Price 75.460 Time to expiry: 479 Days Dec 11 43.84 0.98 48.50 0| 0 0 0 3200 36.41 0.95 44.88 0| 0 0 0 4000 29.31 0.90 40.58 0| 0 0 0 4800 27.59 0.89 39.53 0| 0 10 0 5000 22.61 0.83 36.49 0| 0 0 0 5600 19.50 0.79 34.63 0| 0 0 0 6000 16.54 0.74 32.90 0| 0 0 0 6400 12.56 0.65 30.59 0| 0 1,020 0 7000 7.23 0.48 27.47 0| 0 1,185 0 8000 3.68 0.31 25.20 0| 0 10 0 9000 1.68 0.18 23.68 0| 0 165 0 10000 0.32 0.04 22.58 0| 0 0 0 12000 0.05 0.01 26.00 0| 0 10 0 16000 Total 0| 0 2,400 0 Indicative a-t-m Vol 29.18 Underlying Price 75.460 Time to expiry: 661 Days Jun 12 44.07 0.97 49.49 0| 0 0 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 37.05 0.93 46.40 0| 0 0 0 4000 30.06 0.88 40.72 0| 0 0 0 4800 23.90 0.81 37.47 0| 0 0 0 5600 20.81 0.77 35.31 0| 0 0 0 6000 17.99 0.73 33.49 0| 0 0 0 6400 12.78 0.62 30.14 0| 0 0 0 7200 8.75 0.51 27.92 0| 0 0 0 8000 5.93 0.39 26.91 0| 0 0 0 8800 0.84 0.09 23.90 0| 0 0 0 12000 0.16 0.02 25.77 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.37 Underlying Price 75.460 Time to expiry: 850 Days Dec 12 44.45 0.96 49.77 0| 0 0 0 3200 37.68 0.91 45.93 0| 0 0 0 4000 31.05 0.86 40.90 0| 0 10 0 4800 22.27 0.76 35.72 0| 0 0 0 6000 14.79 0.63 31.58 0| 0 0 0 7200 10.54 0.53 28.78 0| 0 10 0 8000 7.21 0.42 26.67 0| 0 0 0 8800 1.74 0.14 25.00 0| 0 0 0 12000 0.40 0.04 25.90 0| 0 0 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 30.73 Underlying Price 75.460 Time to expiry: 1032 Days Jun 13 31.62 0.86 41.06 0| 0 0 0 4800 23.16 0.76 35.97 0| 0 0 0 6000 11.70 0.54 29.19 0| 0 0 0 8000 8.22 0.44 26.89 0| 0 0 0 8800 2.36 0.18 25.23 0| 0 0 0 12000 0.67 0.06 26.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.97 Underlying Price 75.460 Time to expiry: 1214 Days Dec 13 44.78 0.95 48.33 0| 0 0 0 3200 38.80 0.90 46.44 0| 0 0 0 4000 32.46 0.85 40.96 0| 0 0 0 4800 24.26 0.75 36.04 0| 0 0 0 6000 13.03 0.56 29.48 0| 0 0 0 8000 3.20 0.21 25.46 0| 0 0 0 12000 1.09 0.08 26.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.78 Underlying Price 75.460 Time to expiry: 1578 Days Dec 14 33.61 0.84 41.22 0| 0 0 0 4800 25.73 0.76 36.00 0| 0 0 0 6000 14.68 0.58 29.25 0| 0 0 0 8000 4.67 0.27 25.77 0| 0 0 0 12000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.93 0.13 26.20 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 492| 857 43,130 +60 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | L'Oreal (100) (OR1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9600 Total N/A | N/A N/A 0 Indicative a-t-m Vol 27.64 Underlying Price 75.460 Time to expiry: 24 Days Sep 10 0.01 0.00 65.00 0| 0 0 0 4400 0.01 0.00 60.09 0| 0 20 0 4800 0.03 -0.01 49.30 0| 0 40 0 5600 0.08 -0.02 45.45 0| 0 1,545 0 6000 0.18 -0.05 40.13 0| 0 123 0 6400 0.38 -0.11 34.20 0| 34 1,962 0 6800 1.10 0.98 -0.26 30.15 1.10 1.10 10| 16 1,663 +16 7200 1.42 1.57 -0.38 28.62 1.42 1.42 23| 64 64 +64 7400 2.30 2.43 -0.52 27.27 2.34 2.30 157| 753 2,749 +197 7600 3.61 -0.67 26.30 0| 3 162 0 7800 4.95 5.09 -0.80 25.87 5.06 4.95 7| 0 707 0 8000 6.77 -0.89 24.95 0| 0 759 0 8200 8.63 -0.95 24.98 0| 0 60 0 8400 10.58 -0.97 26.09 0| 0 5 0 8600 12.55 -0.99 26.69 0| 0 94 0 8800 16.54 -1.00 26.45 0| 0 9 0 9200 20.54 -1.00 28.02 0| 0 0 0 9600 24.54 -1.00 28.87 0| 0 0 0 10000 44.54 -1.00 32.38 0| 0 0 0 12000 Total 197| 870 9,962 +277 Indicative a-t-m Vol 27.02 Underlying Price 75.460 Time to expiry: 52 Days Oct 10 0.56 -0.10 36.68 0| 0 33 0 6400 0.99 -0.18 32.62 0| 0 104 0 6800 1.93 1.83 -0.31 29.42 1.93 1.93 21| 10 91 -10 7200 2.54 2.48 -0.40 28.01 2.54 2.37 39| 0 0 0 7400 3.32 -0.51 26.66 0| 0 67 0 7600 4.42 4.41 -0.61 25.75 4.42 4.42 3| 0 136 0 7800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.73 -0.71 25.15 0| 0 55 0 8000 7.25 -0.80 24.45 0| 12 60 0 8200 8.93 -0.87 24.05 0| 0 0 0 8400 10.77 -0.92 24.37 0| 0 44 0 8600 12.64 -0.95 23.66 0| 0 30 0 8800 16.06 16.58 -0.98 26.07 16.06 16.06 4| 0 0 0 9200 20.55 -0.99 28.34 0| 0 0 0 9600 Total 67| 22 620 -10 Indicative a-t-m Vol 27.57 Underlying Price 75.460 Time to expiry: 87 Days Nov 10 1.04 -0.14 34.82 0| 63 63 +63 6400 1.71 -0.23 32.22 0| 0 0 0 6800 2.67 2.73 -0.34 29.61 2.67 2.67 14| 3 3 +3 7200 3.41 3.44 -0.41 28.53 3.41 3.24 30| 0 0 0 7400 4.45 4.25 -0.49 27.21 4.45 4.14 104| 19 19 +19 7600 5.29 -0.57 26.36 0| 0 0 0 7800 6.54 6.51 -0.65 25.62 6.74 6.54 43| 0 0 0 8000 9.42 -0.80 24.41 0| 0 0 0 8400 12.87 -0.90 23.83 0| 0 0 0 8800 16.65 -0.95 24.04 0| 0 0 0 9200 Total 191| 85 85 +85 Indicative a-t-m Vol 27.44 Underlying Price 75.460 Time to expiry: 115 Days Dec 10 0.05 0.00 64.00 0| 0 440 0 3200 0.12 -0.01 55.07 0| 0 215 0 4000 0.31 -0.03 47.95 0| 0 161 0 4800 0.38 -0.04 46.25 0| 0 203 0 5000 0.57 0.62 -0.07 39.89 0.57 0.57 17| 60 228 -13 5600 0.94 -0.11 36.91 0| 0 3,032 0 6000 1.43 -0.17 34.16 0| 0 2,123 0 6400 2.18 -0.25 31.67 0| 0 4,347 0 6800 2.47 2.68 -0.30 30.48 2.65 2.47 76| 0 2,834 0 7000 3.18 3.28 -0.35 29.27 3.18 3.18 2| 0 1,755 0 7200 4.84 -0.48 27.16 0| 0 6,618 0 7600 7.05 -0.63 25.85 0| 10 3,874 +10 8000 9.85 -0.76 24.81 0| 0 114 0 8400 13.15 -0.86 24.16 0| 0 21 0 8800 14.92 -0.89 23.87 0| 0 530 0 9000 20.60 -0.97 23.62 0| 0 128 0 9600 24.54 -0.99 23.91 0| 0 0 0 10000 44.54 -1.00 20.93 0| 0 0 0 12000 84.54 -1.00 26.00 0| 0 0 0 16000 Total 95| 70 26,623 -3 Indicative a-t-m Vol 27.58 Underlying Price 75.460 Time to expiry: 206 Days Mar 11 0.65 -0.06 42.39 0| 0 241 0 4800 1.24 1.33 -0.11 37.41 1.24 1.24 14| 0 258 0 5600 2.55 -0.21 32.88 0| 0 146 0 6400 3.50 -0.28 30.91 0| 0 165 0 6800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 8 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.80 4.78 -0.37 29.22 4.80 4.70 10| 15 1,071 +15 7200 6.16 6.38 -0.47 27.33 6.16 6.16 18| 0 105 0 7600 8.54 -0.57 26.25 0| 0 376 0 8000 11.07 -0.68 25.21 0| 0 106 0 8400 14.04 -0.77 24.41 0| 0 134 0 8800 20.93 -0.90 23.45 0| 0 30 0 9600 24.69 -0.95 23.28 0| 0 15 0 10000 44.54 -1.00 25.55 0| 0 0 0 12000 Total 42| 15 2,647 +15 Indicative a-t-m Vol 27.87 Underlying Price 75.460 Time to expiry: 297 Days Jun 11 0.24 -0.02 49.36 0| 0 0 0 3200 0.55 -0.04 44.06 0| 0 10 0 4000 1.10 -0.08 39.43 0| 67 81 -29 4800 2.10 -0.15 35.35 0| 22 184 +22 5600 2.84 -0.20 33.53 0| 0 130 0 6000 3.77 -0.25 31.73 0| 10 133 +10 6400 6.41 -0.40 28.57 0| 72 101 -72 7200 8.37 -0.49 27.76 0| 0 126 0 7600 10.55 -0.58 26.60 0| 0 162 0 8000 13.09 -0.66 25.59 0| 0 145 0 8400 15.99 -0.74 24.81 0| 0 107 0 8800 22.60 -0.87 23.43 0| 0 0 0 9600 26.22 -0.91 22.99 0| 0 0 0 10000 45.56 -0.99 23.21 0| 0 128 0 12000 85.21 -1.00 29.00 0| 0 0 0 16000 Total 0| 171 1,307 -69 Indicative a-t-m Vol 28.88 Underlying Price 75.460 Time to expiry: 479 Days Dec 11 0.72 -0.04 48.50 0| 0 0 0 3200 1.46 -0.07 44.88 0| 0 10 0 4000 2.48 -0.12 40.58 0| 0 175 0 4800 2.77 -0.13 39.53 0| 0 275 0 5000 3.84 -0.18 36.49 0| 0 76 0 5600 4.75 -0.23 34.63 0| 0 0 0 6000 5.80 -0.28 32.90 0| 0 10 0 6400 7.82 -0.36 30.59 0| 0 802 0 7000 12.46 -0.53 27.47 0| 0 1,225 0 8000 18.90 -0.70 25.20 0| 0 0 0 9000 26.92 -0.84 23.68 0| 0 0 0 10000 45.58 -0.97 22.58 0| 0 0 0 12000 85.07 -1.00 26.00 0| 0 0 0 16000 Total 0| 0 2,573 0 Indicative a-t-m Vol 29.18 Underlying Price 75.460 Time to expiry: 661 Days Jun 12 1.53 -0.06 49.49 0| 0 0 0 3200 2.81 -0.10 46.40 0| 0 0 0 4000 3.89 -0.15 40.72 0| 0 0 0 4800 5.79 -0.21 37.47 0| 0 0 0 5600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.70 -0.25 35.31 0| 0 0 0 6000 7.88 -0.30 33.49 0| 0 0 0 6400 10.65 -0.40 30.14 0| 0 0 0 7200 14.61 -0.51 27.92 0| 0 0 0 8000 19.74 -0.62 26.91 0| 0 0 0 8800 46.19 -0.91 23.90 0| 0 0 0 12000 85.04 -0.98 26.48 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.37 Underlying Price 75.460 Time to expiry: 850 Days Dec 12 2.32 -0.07 49.77 0| 0 0 0 3200 3.70 -0.11 45.93 0| 0 0 0 4000 5.05 -0.16 40.90 0| 0 13 0 4800 8.15 -0.25 35.72 0| 0 10 0 6000 12.49 -0.38 31.58 0| 0 0 0 7200 16.11 -0.49 28.78 0| 0 0 0 8000 20.64 -0.59 26.67 0| 0 0 0 8800 46.61 -0.87 25.00 0| 0 0 0 12000 85.01 -0.97 27.19 0| 0 0 0 16000 Total 0| 0 23 0 Indicative a-t-m Vol 30.73 Underlying Price 75.460 Time to expiry: 1032 Days Jun 13 6.28 -0.17 41.06 0| 0 0 0 4800 9.61 -0.26 35.97 0| 0 0 0 6000 17.68 -0.47 29.19 0| 0 0 0 8000 21.97 -0.57 26.89 0| 0 0 0 8800 47.08 -0.83 25.23 0| 0 0 0 12000 85.06 -0.95 27.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.97 Underlying Price 75.460 Time to expiry: 1214 Days Dec 13 3.52 -0.08 48.33 0| 0 0 0 3200 5.70 -0.12 46.44 0| 0 0 0 4000 7.14 -0.17 40.96 0| 0 0 0 4800 10.57 -0.26 36.04 0| 0 0 0 6000 18.62 -0.46 29.48 0| 0 0 0 8000 47.36 -0.81 25.46 0| 0 0 0 12000 84.94 -0.94 27.66 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.78 Underlying Price 75.460 Time to expiry: 1578 Days Dec 14 8.84 -0.18 41.22 0| 0 0 0 4800 12.31 -0.26 36.00 0| 0 0 0 6000 20.06 -0.43 29.25 0| 0 0 0 8000 47.87 -0.76 25.77 0| 0 0 0 12000 84.92 -0.92 27.60 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 592| 1,233 43,840 +295 Grand Total 1,084| 2,090 86,970 +355 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | L'Oreal European (OR2) Indicative a-t-m Vol 28.86 Underlying Price 75.460 Time to expiry: 24 Days Sep 10 43.47 1.00 80.44 0| 0 0 0 3200 35.47 1.00 71.42 0| 0 0 0 4000 30.48 1.00 64.37 0| 0 0 0 4500 27.48 1.00 60.09 0| 0 0 0 4800 25.48 1.00 57.29 0| 0 0 0 5000 20.50 0.99 50.58 0| 0 0 0 5500 15.56 0.98 45.45 0| 0 33 0 6000 10.71 0.94 39.00 0| 0 0 0 6500 7.86 0.89 34.20 0| 0 0 0 6800 6.21 0.81 34.25 0| 0 0 0 7000 4.46 0.74 30.15 0| 900 1,390 0 7200 3.06 0.62 28.62 0| 0 0 0 7400 2.63 0.55 30.21 0| 0 900 0 7500 1.91 0.48 27.27 0| 0 0 0 7600 1.05 1.09 0.33 26.30 1.05 1.05 30| 0 0 0 7800 0.60 0.57 0.20 25.87 0.60 0.60 30| 0 1,456 0 8000 0.25 0.11 24.95 0| 0 107 0 8200 0.11 0.05 24.98 0| 0 0 0 8400 0.06 0.03 24.18 0| 0 1,617 0 8500 0.06 0.03 26.09 0| 0 0 0 8600 0.03 0.01 26.69 0| 0 200 0 8800 0.01 0.00 22.12 0| 0 132 0 9000 0.01 0.00 26.45 0| 0 0 0 9200 0.01 0.00 20.65 0| 0 0 0 9500 0.01 0.00 28.87 0| 0 2 0 10000 0.01 0.00 32.38 0| 0 0 0 12000 Total 60| 900 5,837 0 Indicative a-t-m Vol 27.75 Underlying Price 75.460 Time to expiry: 206 Days Mar 11 43.42 1.00 46.91 0| 0 0 0 3200 35.68 0.98 46.49 0| 0 10 0 4000 30.94 0.96 44.11 0| 0 0 0 4500 28.12 0.94 42.39 0| 0 0 0 4800 26.28 0.93 41.16 0| 0 0 0 5000 21.74 0.90 38.07 0| 0 10 0 5500 17.38 0.84 35.08 0| 0 10 0 6000 13.30 0.77 32.35 0| 0 10 0 6500 11.08 0.72 30.91 0| 0 0 0 6800 9.68 0.68 29.95 0| 0 0 0 7000 8.37 0.63 29.22 0| 0 0 0 7200 6.57 0.56 27.91 0| 0 120 0 7500 4.17 0.43 26.25 0| 0 20 0 8000 2.44 0.30 24.97 0| 0 300 0 8500 1.71 0.23 24.41 0| 0 20 0 8800 1.32 0.19 24.06 0| 0 10 0 9000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.70 0.11 23.51 0| 300 125 -300 9500 0.35 0.07 23.28 0| 0 10 0 10000 0.05 0.01 25.55 0| 0 0 0 12000 0.04 0.01 31.93 0| 0 10 0 14000 Total 0| 300 655 -300 Indicative a-t-m Vol 28.73 Underlying Price 75.460 Time to expiry: 388 Days Sep 11 42.37 0.98 46.39 0| 0 0 0 3200 34.90 0.95 42.16 0| 0 0 0 4000 27.88 0.90 39.22 0| 0 0 0 4800 26.12 0.89 38.07 0| 0 0 0 5000 21.21 0.83 35.52 0| 0 0 0 5600 18.12 0.79 33.99 0| 0 0 0 6000 15.28 0.73 32.71 0| 0 10 0 6400 11.37 0.64 30.54 0| 0 10 0 7000 6.12 0.46 27.22 0| 0 0 0 8000 2.69 0.27 24.52 0| 0 1 0 9000 1.09 0.13 23.22 0| 0 0 0 10000 0.11 0.02 21.47 0| 0 0 0 12000 0.01 0.00 21.26 0| 0 0 0 14000 0.01 0.00 20.80 0| 0 0 0 16000 Total 0| 0 21 0 Indicative a-t-m Vol 28.54 Underlying Price 75.460 Time to expiry: 570 Days Mar 12 43.12 0.96 46.71 0| 0 0 0 3200 36.03 0.93 42.55 0| 0 10 0 4000 29.32 0.88 39.03 0| 0 0 0 4800 27.60 0.86 37.75 0| 0 0 0 5000 22.96 0.81 35.51 0| 0 0 0 5600 19.99 0.77 33.75 0| 0 0 0 6000 17.25 0.73 32.47 0| 0 0 0 6400 13.42 0.65 30.39 0| 0 0 0 7000 7.98 0.49 27.00 0| 0 0 0 8000 4.40 0.34 25.08 0| 0 0 0 9000 2.11 0.20 23.28 0| 0 0 0 10000 0.35 0.05 20.93 0| 0 0 0 12000 0.08 0.01 21.15 0| 0 0 0 14000 0.02 0.00 21.26 0| 0 10 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 28.09 Underlying Price 75.460 Time to expiry: 759 Days Sep 12 42.44 0.94 46.89 0| 0 0 0 3200 35.71 0.91 42.58 0| 0 10 0 4000 29.31 0.85 38.74 0| 0 0 0 4800 20.50 0.75 33.79 0| 0 0 0 6000 17.87 0.71 32.36 0| 0 0 0 6400 12.74 0.61 28.96 0| 0 0 0 7200 8.89 0.50 26.94 0| 0 0 0 8000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.77 0.38 25.06 0| 0 0 0 8800 0.64 0.07 20.90 0| 0 0 0 12000 0.07 0.01 21.70 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 27.91 Underlying Price 75.460 Time to expiry: 934 Days Mar 13 43.35 0.93 46.81 0| 0 0 0 3200 36.87 0.90 42.67 0| 0 0 0 4000 30.62 0.85 38.68 0| 0 0 0 4800 22.06 0.75 33.80 0| 0 0 0 6000 14.20 0.62 28.72 0| 0 0 0 7200 10.33 0.52 26.85 0| 0 0 0 8000 6.97 0.42 24.74 0| 0 0 0 8800 0.98 0.10 20.46 0| 0 0 0 12000 0.15 0.02 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.51 Underlying Price 75.460 Time to expiry: 1123 Days Sep 13 42.77 0.92 47.10 0| 0 0 0 3200 36.46 0.89 42.37 0| 0 0 0 4000 30.54 0.84 38.68 0| 0 0 0 4800 22.07 0.74 33.12 0| 0 0 0 6000 11.08 0.53 27.16 0| 0 0 0 8000 1.34 0.12 20.64 0| 0 0 0 12000 0.24 0.03 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.42 Underlying Price 75.460 Time to expiry: 1305 Days Mar 14 43.79 0.92 47.42 0| 0 0 0 3200 37.61 0.88 42.41 0| 0 0 0 4000 31.80 0.84 38.58 0| 0 0 0 4800 23.48 0.75 33.17 0| 0 0 0 6000 12.37 0.55 27.03 0| 0 0 0 8000 1.86 0.15 20.60 0| 0 0 0 12000 0.42 0.04 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.74 Underlying Price 75.460 Time to expiry: 1487 Days Sep 14 37.14 0.87 42.51 0| 0 0 0 4000 31.47 0.83 38.36 0| 0 0 0 4800 23.46 0.74 33.20 0| 0 0 0 6000 12.93 0.55 27.43 0| 0 0 0 8000 2.08 0.16 20.40 0| 0 0 0 12000 0.51 0.05 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.95 Underlying Price 75.460 Time to expiry: 1669 Days Mar 15 32.64 0.83 38.38 0| 0 0 0 4800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 13 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 24.86 0.75 33.41 0| 0 0 0 6000 14.32 0.57 27.64 0| 0 0 0 8000 2.69 0.20 20.40 0| 0 0 0 12000 0.77 0.07 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 60| 1,200 6,543 -300 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | L'Oreal European (OR2) Indicative a-t-m Vol 28.86 Underlying Price 75.460 Time to expiry: 24 Days Sep 10 0.01 0.00 80.44 0| 0 0 0 3200 0.01 0.00 71.42 0| 0 0 0 4000 0.01 0.00 64.37 0| 0 0 0 4500 0.01 0.00 60.09 0| 0 10 0 4800 0.01 0.00 57.29 0| 0 0 0 5000 0.02 -0.01 50.58 0| 0 270 0 5500 0.08 -0.02 45.45 0| 0 1,326 0 6000 0.23 -0.06 39.00 0| 0 2,471 0 6500 0.38 -0.11 34.20 0| 0 4 0 6800 0.73 -0.19 34.25 0| 0 2,320 0 7000 0.98 -0.26 30.15 0| 0 50 0 7200 1.57 -0.38 28.62 0| 0 0 0 7400 2.14 -0.45 30.21 0| 0 3,457 0 7500 2.43 -0.52 27.27 0| 0 20 0 7600 3.60 -0.67 26.30 0| 0 0 0 7800 5.10 5.09 -0.80 25.87 5.10 5.10 30| 0 680 0 8000 6.77 -0.89 24.95 0| 0 0 0 8200 8.62 -0.95 24.98 0| 0 0 0 8400 9.13 9.57 -0.97 24.18 9.13 S 9.13 S 304| 0 304 0 8500 10.57 -0.97 26.09 0| 0 0 0 8600 12.54 -0.99 26.69 0| 0 0 0 8800 14.51 -1.00 22.12 0| 0 0 0 9000 16.52 -1.00 26.45 0| 0 0 0 9200 19.51 -1.00 20.65 0| 0 0 0 9500 24.51 -1.00 28.87 0| 0 0 0 10000 44.50 -1.00 32.38 0| 0 0 0 12000 Total 334| 0 10,912 0 Indicative a-t-m Vol 27.75 Underlying Price 75.460 Time to expiry: 206 Days Mar 11 0.04 0.00 46.91 0| 0 800 0 3200 0.25 -0.02 46.49 0| 0 2,443 0 4000 0.48 -0.04 44.11 0| 0 635 0 4500 0.65 -0.06 42.39 0| 0 400 0 4800 0.80 -0.07 41.16 0| 0 400 0 5000 1.23 -0.10 38.07 0| 0 687 0 5500 1.85 -0.16 35.08 0| 0 18 0 6000 2.74 -0.23 32.35 0| 0 10 0 6500 3.50 -0.28 30.91 0| 0 100 0 6800 4.10 -0.32 29.95 0| 0 160 0 7000 4.78 -0.37 29.22 0| 500 500 +450 7200 5.85 5.96 -0.44 27.91 5.85 5.85 30| 0 45 0 7500 8.13 8.53 -0.57 26.25 8.13 S 8.13 S 304| 0 24 0 8000 11.77 -0.70 24.97 0| 0 10 0 8500 14.03 -0.77 24.41 0| 0 0 0 8800 15.63 -0.81 24.06 0| 0 10 0 9000 19.98 -0.89 23.51 0| 0 0 0 9500 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 24.61 -0.93 23.28 0| 0 10 0 10000 44.19 -0.99 25.55 0| 0 0 0 12000 64.08 -0.99 31.93 0| 0 0 0 14000 Total 334| 500 6,252 +450 Indicative a-t-m Vol 28.73 Underlying Price 75.460 Time to expiry: 388 Days Sep 11 0.35 -0.02 46.39 0| 0 0 0 3200 0.78 -0.05 42.16 0| 0 0 0 4000 1.66 -0.10 39.22 0| 0 0 0 4800 1.88 -0.11 38.07 0| 0 0 0 5000 2.89 -0.17 35.52 0| 0 0 0 5600 3.75 -0.21 33.99 0| 0 1,040 0 6000 4.86 -0.27 32.71 0| 0 10 0 6400 6.88 -0.36 30.54 0| 0 510 0 7000 11.51 -0.54 27.22 0| 0 0 0 8000 17.95 -0.73 24.52 0| 0 0 0 9000 26.22 -0.87 23.22 0| 0 0 0 10000 45.00 -0.98 21.47 0| 0 0 0 12000 64.65 -1.00 21.26 0| 0 0 0 14000 84.39 -1.00 20.80 0| 0 10 0 16000 Total 0| 0 1,570 0 Indicative a-t-m Vol 28.54 Underlying Price 75.460 Time to expiry: 570 Days Mar 12 0.87 -0.04 46.71 0| 0 0 0 3200 1.62 -0.07 42.55 0| 0 0 0 4000 2.76 -0.12 39.03 0| 0 0 0 4800 2.99 -0.14 37.75 0| 0 10 0 5000 4.24 -0.19 35.51 0| 0 0 0 5600 5.19 -0.23 33.75 0| 0 0 0 6000 6.37 -0.27 32.47 0| 0 0 0 6400 8.42 -0.35 30.39 0| 0 0 0 7000 12.79 -0.51 27.00 0| 0 0 0 8000 19.01 -0.66 25.08 0| 0 0 0 9000 26.53 -0.80 23.28 0| 0 0 0 10000 44.38 -0.95 20.93 0| 0 0 0 12000 63.72 -0.99 21.15 0| 0 0 0 14000 83.26 -1.00 21.26 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 28.09 Underlying Price 75.460 Time to expiry: 759 Days Sep 12 1.57 -0.06 46.89 0| 0 0 0 3200 2.62 -0.09 42.58 0| 0 10 0 4000 3.99 -0.15 38.74 0| 0 0 0 4800 6.84 -0.25 33.79 0| 0 240 0 6000 8.10 -0.29 32.36 0| 0 0 0 6400 10.74 -0.39 28.96 0| 0 300 0 7200 14.67 -0.50 26.94 0| 0 0 0 8000 19.32 -0.62 25.06 0| 0 0 0 8800 45.28 -0.93 20.90 0| 0 0 0 12000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 83.59 -0.99 21.70 0| 0 0 0 16000 Total 0| 0 550 0 Indicative a-t-m Vol 27.91 Underlying Price 75.460 Time to expiry: 934 Days Mar 13 2.17 -0.07 46.81 0| 0 0 0 3200 3.39 -0.10 42.67 0| 0 0 0 4000 4.84 -0.15 38.68 0| 0 0 0 4800 7.83 -0.25 33.80 0| 0 0 0 6000 11.51 -0.38 28.72 0| 0 0 0 7200 15.34 -0.48 26.85 0| 0 0 0 8000 19.68 -0.58 24.74 0| 0 0 0 8800 44.48 -0.90 20.46 0| 0 0 0 12000 82.15 -0.98 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.51 Underlying Price 75.460 Time to expiry: 1123 Days Sep 13 2.95 -0.08 47.10 0| 0 0 0 3200 4.25 -0.11 42.37 0| 0 0 0 4000 5.94 -0.16 38.68 0| 0 0 0 4800 8.88 -0.26 33.12 0| 0 0 0 6000 16.91 -0.47 27.16 0| 0 0 0 8000 45.21 -0.88 20.64 0| 0 0 0 12000 82.14 -0.97 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.42 Underlying Price 75.460 Time to expiry: 1305 Days Mar 14 3.58 -0.08 47.42 0| 0 0 0 3200 4.92 -0.12 42.41 0| 0 0 0 4000 6.62 -0.16 38.58 0| 0 0 0 4800 9.57 -0.25 33.17 0| 0 0 0 6000 17.25 -0.45 27.03 0| 0 0 0 8000 44.30 -0.85 20.60 0| 0 0 0 12000 80.43 -0.96 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.74 Underlying Price 75.460 Time to expiry: 1487 Days Sep 14 5.70 -0.13 42.51 0| 0 0 0 4000 7.44 -0.17 38.36 0| 0 0 0 4800 10.55 -0.26 33.20 0| 0 0 0 6000 18.55 -0.45 27.43 0| 0 0 0 8000 44.75 -0.84 20.40 0| 0 0 0 12000 80.24 -0.95 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.95 Underlying Price 75.460 Time to expiry: 1669 Days Mar 15 7.94 -0.17 38.38 0| 0 0 0 4800 11.11 -0.25 33.41 0| 0 0 0 6000 18.82 -0.43 27.64 0| 0 0 0 8000 43.70 -0.80 20.40 0| 0 0 0 12000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 17 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 78.30 -0.93 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 668| 500 19,294 +450 Grand Total 728| 1,700 25,837 +150 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 18 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lafarge (100) (LG1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 Total N/A | N/A N/A 0 Indicative a-t-m Vol 36.64 Underlying Price 36.465 Time to expiry: 24 Days Sep 10 4.73 0.88 44.00 0| 0 2 0 3200 3.02 0.77 39.81 0| 0 0 0 3400 1.65 0.57 37.00 0| 0 0 0 3600 1.14 0.46 36.23 0| 0 0 0 3700 0.74 0.73 0.34 34.80 0.74 0.74 10| 4 6 +4 3800 0.44 0.24 33.93 750| 48 58 +48 3900 0.22 0.22 0.14 31.98 0.22 0.22 2| 0 561 0 4000 0.11 0.08 31.45 0| 0 40 0 4100 0.15 0.05 0.05 31.17 0.16 0.15 9| 0 6,020 0 4200 0.02 0.02 29.68 0| 30 52 +30 4300 0.01 0.01 30.12 0| 0 328 0 4400 0.01 0.01 30.98 0| 0 710 0 4500 0.01 0.00 31.50 0| 0 1,863 0 4600 0.01 0.00 32.00 0| 0 267 0 4700 0.01 0.00 33.08 0| 0 7,017 0 4800 0.01 0.00 33.90 0| 0 71 0 4900 0.01 0.00 34.76 0| 0 22 0 5000 0.01 0.00 36.36 0| 0 1,253 0 5200 0.01 0.00 37.59 0| 0 2 0 5400 0.01 0.00 40.00 0| 0 418 0 5600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 19 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 40.70 0| 0 70 0 6000 0.01 0.00 42.45 0| 0 619 0 6400 0.01 0.00 43.79 0| 0 504 0 6800 0.01 0.00 44.46 0| 0 191 0 7200 0.01 0.00 44.65 0| 0 75 0 8000 0.01 0.00 44.69 0| 0 0 0 8800 0.01 0.00 46.00 0| 0 0 0 9600 Total 771| 82 20,149 +82 Indicative a-t-m Vol 37.35 Underlying Price 36.465 Time to expiry: 52 Days Oct 10 5.18 0.81 43.53 0| 0 0 0 3200 3.65 0.70 40.82 0| 0 0 0 3400 2.34 0.57 37.88 0| 0 0 0 3600 1.81 0.49 36.75 0| 0 0 0 3700 1.49 1.35 0.41 35.58 1.49 S 1.49 S 3,000| 0 0 0 3800 1.01 0.97 0.33 34.36 1.01 0.92 75| 500 500 +500 3900 0.71 0.67 0.26 33.43 0.71 0.71 15| 0 0 0 4000 0.47 0.20 33.18 0| 0 32 0 4100 0.42 0.31 0.14 32.61 0.42 S 0.42 S 3,000| 0 14 0 4200 0.19 0.10 31.82 0| 0 5 0 4300 0.11 0.06 31.11 0| 0 11 0 4400 0.07 0.04 31.03 0| 0 3 0 4500 0.03 0.02 28.74 0| 0 25 0 4600 0.12 0.03 0.02 33.21 0.12 0.12 10| 0 32 0 4800 0.01 0.01 36.66 0| 0 0 0 5200 Total 6,100| 500 622 +500 Indicative a-t-m Vol 37.42 Underlying Price 36.465 Time to expiry: 87 Days Nov 10 5.65 0.77 42.48 0| 0 0 0 3200 4.25 0.68 40.76 0| 0 0 0 3400 2.94 0.57 37.62 0| 0 0 0 3600 2.52 2.45 0.51 37.19 2.53 2.52 121| 0 0 0 3700 1.98 0.45 36.46 0| 0 0 0 3800 1.58 0.39 35.77 0| 0 0 0 3900 1.24 0.33 34.94 0| 0 0 0 4000 0.73 0.23 33.98 0| 20 20 +20 4200 0.39 0.14 32.80 0| 0 0 0 4400 Total 121| 20 20 +20 Indicative a-t-m Vol 38.03 Underlying Price 36.465 Time to expiry: 115 Days Dec 10 19.19 0.99 63.00 0| 0 0 0 1738 15.84 0.97 58.63 0| 0 0 0 2085 12.82 0.94 52.33 0| 0 0 0 2400 9.43 0.88 48.14 0| 0 0 0 2780 6.57 0.78 43.46 0| 0 0 0 3128 4.16 0.63 39.78 0| 0 0 0 3475 3.42 0.57 38.48 0| 0 11 0 3600 2.28 0.45 36.33 0| 0 15 0 3823 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 20 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.53 1.59 0.36 34.96 1.53 1.53 20| 0 572 0 4000 1.10 1.11 0.28 34.27 1.10 1.10 5| 0 60 0 4170 0.64 0.19 33.46 0| 0 3,648 0 4400 0.43 0.37 0.12 32.45 0.43 0.43 8| 0 229 0 4600 0.22 0.17 0.07 31.82 0.22 0.22 3| 0 2,597 0 4865 0.07 0.03 32.23 0| 0 7,306 0 5213 0.01 0.01 29.24 0| 0 5,562 0 5560 0.01 0.01 29.14 0| 0 1,062 0 5600 0.01 0.00 28.30 0| 0 3,007 0 6000 0.01 0.00 28.17 0| 0 1,312 0 6081 0.01 0.00 27.73 0| 0 1,100 0 6400 0.01 0.00 27.31 0| 0 6,702 0 6950 0.01 0.00 27.37 0| 0 1 0 7819 0.01 0.00 27.48 0| 0 522 0 8000 0.01 0.00 27.76 0| 0 0 0 8340 0.01 0.00 28.13 0| 0 2 0 8688 0.01 0.00 31.00 0| 0 0 0 10425 Total 36| 0 33,708 0 Indicative a-t-m Vol 37.13 Underlying Price 36.465 Time to expiry: 206 Days Mar 11 13.33 0.90 50.92 0| 0 0 0 2400 9.87 0.84 44.71 0| 0 0 0 2800 6.85 0.73 40.77 0| 0 11 0 3200 4.36 0.58 37.43 0| 0 0 0 3600 3.37 0.50 36.16 0| 0 10 0 3800 2.42 2.54 0.42 35.11 2.42 2.38 7| 0 20 0 4000 1.84 0.34 33.84 0| 0 36 0 4200 1.44 1.35 0.27 33.37 1.44 1.37 2| 0 58 0 4400 0.95 0.21 32.72 0| 0 102 0 4600 0.66 0.16 32.20 0| 0 49 0 4800 0.41 0.30 0.08 31.33 0.41 0.41 1| 0 27 0 5200 0.13 0.04 30.85 0| 0 760 0 5600 0.05 0.02 30.35 0| 13 5 -10 6000 0.02 0.01 30.14 0| 0 3 0 6400 0.01 0.00 30.11 0| 0 0 0 7200 0.01 0.00 30.44 0| 0 0 0 8000 0.01 0.00 31.00 0| 0 0 0 8800 Total 10| 13 1,081 -10 Indicative a-t-m Vol 36.76 Underlying Price 36.465 Time to expiry: 297 Days Jun 11 19.50 0.96 56.00 0| 0 0 0 1738 16.30 0.93 50.67 0| 0 0 0 2085 13.53 0.89 46.72 0| 0 0 0 2400 10.41 0.82 42.68 0| 0 0 0 2780 7.89 0.74 40.03 0| 0 0 0 3128 5.70 0.63 37.40 0| 0 0 0 3475 5.00 5.05 0.59 37.00 5.00 4.93 80| 0 10 0 3600 3.98 0.51 35.87 0| 0 0 0 3823 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.26 0.45 35.06 0| 0 11 0 4000 2.62 0.39 34.12 0| 0 0 0 4170 1.92 0.32 33.07 0| 0 20 0 4400 1.45 0.26 32.46 0| 0 0 0 4600 0.97 0.19 31.58 0| 0 0 0 4865 0.55 0.13 30.61 0| 0 25 0 5213 0.31 0.08 30.16 0| 0 29 0 5560 0.09 0.03 29.34 0| 0 1,183 0 6255 0.03 0.01 29.18 0| 0 0 0 6950 0.01 0.00 29.35 0| 0 0 0 7645 0.01 0.00 29.58 0| 0 0 0 8000 0.01 0.00 29.86 0| 0 0 0 8340 0.01 0.00 30.22 0| 0 0 0 8688 0.01 0.00 36.00 0| 0 0 0 12000 Total 80| 0 1,278 0 Indicative a-t-m Vol 36.75 Underlying Price 36.465 Time to expiry: 479 Days Dec 11 19.52 0.96 56.00 0| 0 0 0 1738 16.34 0.93 50.00 0| 0 0 0 2085 13.54 0.89 45.02 0| 0 0 0 2400 10.57 0.82 42.06 0| 0 0 0 2780 8.15 0.73 39.49 0| 0 0 0 3128 6.14 0.63 37.63 0| 0 0 0 3475 4.46 0.52 35.84 0| 0 1,500 0 3823 3.74 0.47 35.06 0| 0 1,000 0 4000 3.16 0.42 34.38 0| 0 0 0 4170 2.47 0.35 33.54 0| 0 25 0 4400 1.97 0.30 32.90 0| 0 500 0 4600 1.58 0.25 32.32 0| 0 0 0 4800 0.95 0.17 31.32 0| 0 2,110 0 5213 0.59 0.12 30.61 0| 0 750 0 5600 0.36 0.08 30.06 0| 0 204 0 6000 0.22 0.05 29.68 0| 0 0 0 6400 0.11 0.03 29.41 0| 0 0 0 6950 0.04 0.01 29.46 0| 0 0 0 7819 0.02 0.01 30.00 0| 0 0 0 8688 0.01 0.00 35.00 0| 0 0 0 12000 Total 0| 0 6,089 0 Indicative a-t-m Vol 36.63 Underlying Price 36.465 Time to expiry: 661 Days Jun 12 13.96 0.87 44.87 0| 0 0 0 2400 8.48 0.69 38.93 0| 0 0 0 3200 6.38 0.59 36.83 0| 0 0 0 3600 4.69 0.49 35.15 0| 0 0 0 4000 3.30 0.39 33.41 0| 0 0 0 4400 2.16 0.29 31.31 0| 0 0 0 4800 1.00 0.16 29.79 0| 0 0 0 5600 0.67 0.12 29.32 0| 0 0 0 6000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.45 0.08 28.86 0| 0 0 0 6400 0.14 0.03 29.62 0| 0 0 0 8000 0.10 0.02 39.09 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.50 Underlying Price 36.465 Time to expiry: 850 Days Dec 12 17.07 0.94 47.73 0| 0 0 0 2000 13.84 0.88 44.80 0| 0 0 0 2400 8.40 0.70 38.64 0| 0 0 0 3200 6.39 0.59 36.68 0| 0 0 0 3600 4.79 0.49 35.09 0| 0 0 0 4000 3.40 0.40 33.06 0| 0 0 0 4400 2.43 0.31 31.84 0| 0 0 0 4800 1.11 0.18 29.40 0| 0 0 0 5600 0.78 0.13 29.04 0| 0 0 0 6000 0.59 0.10 29.07 0| 0 0 0 6400 0.21 0.04 29.70 0| 0 0 0 8000 0.20 0.03 39.64 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.48 Underlying Price 36.465 Time to expiry: 1032 Days Jun 13 13.92 0.87 42.86 0| 0 0 0 2400 8.93 0.69 38.50 0| 0 0 0 3200 7.02 0.60 36.67 0| 0 0 0 3600 5.43 0.51 35.01 0| 0 0 0 4000 4.05 0.42 33.15 0| 0 0 0 4400 3.01 0.35 31.80 0| 0 0 0 4800 1.17 0.17 29.09 0| 0 0 0 6000 0.40 0.07 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.70 Underlying Price 36.465 Time to expiry: 1214 Days Dec 13 16.99 0.95 48.00 0| 0 0 0 2000 13.64 0.89 43.00 0| 0 0 0 2400 8.71 0.69 38.86 0| 0 0 0 3200 5.25 0.51 35.00 0| 0 0 0 4000 2.93 0.35 31.86 0| 0 0 0 4800 1.17 0.17 29.10 0| 0 0 0 6000 0.45 0.08 30.20 0| 0 0 0 8000 0.37 0.05 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.99 Underlying Price 36.465 Time to expiry: 1578 Days Dec 14 13.37 0.91 43.00 0| 0 0 0 2400 8.63 0.70 39.50 0| 0 0 0 3200 5.27 0.52 35.00 0| 0 0 0 4000 3.00 0.36 31.46 0| 0 0 0 4800 1.24 0.19 28.44 0| 0 0 0 6000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.67 0.10 30.67 0| 0 0 0 8000 0.50 0.07 36.93 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 7,118| 615 62,947 +592 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lafarge (100) (LG1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 Total N/A | N/A N/A 0 Indicative a-t-m Vol 36.64 Underlying Price 36.465 Time to expiry: 24 Days Sep 10 0.25 -0.12 44.00 0| 0 14 0 3200 0.53 0.55 -0.23 39.81 0.63 0.53 157| 1 287 0 3400 1.05 1.18 -0.43 37.00 1.15 1.05 112| 50 219 +50 3600 1.67 -0.54 36.23 0| 1 61 +1 3700 2.35 2.25 -0.66 34.80 2.35 2.35 1| 1 1,620 -1 3800 2.96 -0.76 33.93 0| 0 96 0 3900 3.76 3.74 -0.86 31.98 3.76 3.40 8| 2 4,271 -1 4000 4.58 4.64 -0.92 31.45 4.58 4.58 10| 0 169 0 4100 5.58 -0.96 31.17 0| 0 1,028 0 4200 6.55 -0.98 29.68 0| 0 60 0 4300 7.54 -0.99 30.12 0| 0 460 0 4400 8.54 -1.00 30.98 0| 0 163 0 4500 9.54 -1.00 31.50 0| 0 51 0 4600 10.54 -1.00 32.00 0| 0 0 0 4700 11.54 -1.00 33.08 0| 0 6,018 0 4800 12.54 -1.00 33.90 0| 0 0 0 4900 13.54 -1.00 34.76 0| 0 0 0 5000 15.54 -1.00 36.36 0| 0 1,720 0 5200 17.54 -1.00 37.59 0| 0 0 0 5400 19.54 -1.00 40.00 0| 0 89 0 5600 23.54 -1.00 40.70 0| 0 565 0 6000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 25 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 27.54 -1.00 42.45 0| 0 29 0 6400 31.54 -1.00 43.79 0| 0 192 0 6800 35.53 -1.00 44.46 0| 0 0 0 7200 43.54 -1.00 44.65 0| 0 0 0 8000 51.54 -1.00 44.69 0| 0 0 0 8800 59.54 -1.00 46.00 0| 0 0 0 9600 Total 288| 55 17,112 +49 Indicative a-t-m Vol 37.35 Underlying Price 36.465 Time to expiry: 52 Days Oct 10 0.65 0.69 -0.19 43.53 0.65 0.65 50| 0 24 0 3200 1.10 1.16 -0.30 40.82 1.10 1.10 6| 0 71 0 3400 1.80 1.85 -0.43 37.88 1.80 1.80 2| 0 54 0 3600 2.32 -0.51 36.75 0| 0 24 0 3700 2.85 2.86 -0.59 35.58 2.85 2.85 1| 0 39 0 3800 3.48 -0.67 34.36 0| 500 601 +500 3900 4.18 -0.75 33.43 0| 0 52 0 4000 4.98 -0.81 33.18 0| 0 10 0 4100 5.82 -0.86 32.61 0| 0 0 0 4200 6.71 -0.90 31.82 0| 0 0 0 4300 7.63 -0.94 31.11 0| 0 0 0 4400 8.59 -0.96 31.03 0| 0 0 0 4500 9.55 -0.98 28.74 0| 0 0 0 4600 11.55 -0.99 33.21 0| 0 0 0 4800 15.54 -1.00 36.66 0| 0 0 0 5200 Total 59| 500 875 +500 Indicative a-t-m Vol 37.42 Underlying Price 36.465 Time to expiry: 87 Days Nov 10 1.03 1.13 -0.23 42.48 1.18 1.03 26| 0 0 0 3200 1.73 -0.32 40.76 0| 20 20 +20 3400 2.42 -0.43 37.62 0| 0 0 0 3600 2.92 -0.49 37.19 0| 0 0 0 3700 3.46 -0.55 36.46 0| 0 0 0 3800 4.06 -0.61 35.77 0| 0 0 0 3900 4.71 -0.67 34.94 0| 0 0 0 4000 6.21 -0.78 33.98 0| 0 0 0 4200 7.87 -0.86 32.80 0| 0 0 0 4400 Total 26| 20 20 +20 Indicative a-t-m Vol 38.03 Underlying Price 36.465 Time to expiry: 115 Days Dec 10 0.06 -0.01 63.00 0| 0 1,250 0 1738 0.17 -0.03 58.63 0| 0 0 0 2085 0.30 -0.06 52.33 0| 0 0 0 2400 0.70 -0.13 48.14 0| 0 0 0 2780 1.24 1.31 -0.22 43.46 1.25 1.24 12| 0 139 0 3128 2.35 -0.37 39.78 0| 0 2,657 0 3475 2.70 2.86 -0.43 38.48 2.70 2.70 10| 1 270 +1 3600 3.95 -0.55 36.33 0| 0 78 0 3823 4.50 5.03 -0.64 34.96 5.17 4.50 11| 0 871 0 4000 6.25 -0.72 34.27 0| 0 3,612 0 4170 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.09 -0.82 33.46 0| 0 81 0 4400 9.82 -0.88 32.45 0| 0 3,289 0 4600 12.29 -0.94 31.82 0| 0 1,569 0 4865 15.68 -0.98 32.23 0| 0 4,849 0 5213 19.14 -1.00 29.24 0| 0 1,011 0 5560 19.54 -1.00 29.14 0| 0 752 0 5600 23.54 -1.00 28.30 0| 0 0 0 6000 24.35 -1.00 28.17 0| 0 1,447 0 6081 27.54 -1.00 27.73 0| 0 0 0 6400 33.03 -1.00 27.31 0| 0 1,593 0 6950 41.73 -1.00 27.37 0| 0 0 0 7819 43.54 -1.00 27.48 0| 0 0 0 8000 46.94 -1.00 27.76 0| 0 0 0 8340 50.42 -1.00 28.13 0| 0 0 0 8688 67.79 -1.00 31.00 0| 0 0 0 10425 Total 33| 1 23,468 +1 Indicative a-t-m Vol 37.13 Underlying Price 36.465 Time to expiry: 206 Days Mar 11 0.78 -0.10 50.92 0| 0 0 0 2400 1.30 -0.17 44.71 0| 0 48 0 2800 2.28 -0.28 40.77 0| 0 19 0 3200 3.56 3.79 -0.42 37.43 3.56 3.39 4| 0 117 0 3600 4.80 -0.50 36.16 0| 0 89 0 3800 5.97 -0.58 35.11 0| 0 820 0 4000 7.27 -0.66 33.84 0| 0 104 0 4200 8.77 -0.73 33.37 0| 0 41 0 4400 10.38 -0.79 32.72 0| 0 26 0 4600 12.08 -0.84 32.20 0| 0 21 0 4800 15.72 -0.92 31.33 0| 0 0 0 5200 19.75 19.57 -0.97 30.85 19.75 19.75 12| 0 88 0 5600 23.54 -1.00 30.35 0| 0 22 0 6000 27.54 -1.00 30.14 0| 0 0 0 6400 35.53 -1.00 30.11 0| 0 0 0 7200 43.54 -1.00 30.44 0| 0 0 0 8000 51.54 -1.00 31.00 0| 0 0 0 8800 Total 16| 0 1,395 0 Indicative a-t-m Vol 36.76 Underlying Price 36.465 Time to expiry: 297 Days Jun 11 0.39 -0.04 56.00 0| 0 0 0 1738 0.66 -0.07 50.67 0| 0 20 0 2085 1.04 -0.11 46.72 0| 0 0 0 2400 1.73 1.73 -0.19 42.68 1.73 1.73 10| 0 8 0 2780 2.57 2.68 -0.27 40.03 2.57 2.57 10| 0 1,000 0 3128 3.97 -0.38 37.40 0| 0 1 0 3475 4.47 4.56 -0.42 37.00 4.47 4.47 10| 0 10 0 3600 5.73 -0.50 35.87 0| 0 60 0 3823 6.77 -0.56 35.06 0| 0 0 0 4000 7.83 -0.61 34.12 0| 0 22 0 4170 9.42 -0.69 33.07 0| 0 62 0 4400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 27 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.95 -0.74 32.46 0| 0 0 0 4600 13.11 -0.81 31.58 0| 0 101 0 4865 16.14 -0.88 30.61 0| 0 62 0 5213 19.35 -0.92 30.16 0| 0 132 0 5560 26.09 -0.99 29.34 0| 0 92 0 6255 33.03 -1.00 29.18 0| 0 0 0 6950 39.99 -1.00 29.35 0| 0 0 0 7645 43.54 -1.00 29.58 0| 0 0 0 8000 46.94 -1.00 29.86 0| 0 0 0 8340 50.42 -1.00 30.22 0| 0 0 0 8688 83.54 -1.00 36.00 0| 0 0 0 12000 Total 30| 0 1,570 0 Indicative a-t-m Vol 36.75 Underlying Price 36.465 Time to expiry: 479 Days Dec 11 1.09 -0.08 56.00 0| 0 0 0 1738 1.26 1.54 -0.12 50.00 1.26 1.26 5| 0 0 0 2085 1.93 2.03 -0.17 45.02 1.93 1.93 5| 0 0 0 2400 3.09 -0.24 42.06 0| 0 0 0 2780 4.32 -0.33 39.49 0| 0 0 0 3128 5.80 5.94 -0.42 37.63 5.95 5.80 1,500| 0 0 0 3475 7.85 -0.52 35.84 0| 0 1,500 0 3823 8.92 -0.57 35.06 0| 0 3 0 4000 10.07 -0.61 34.38 0| 0 0 0 4170 11.71 -0.67 33.54 0| 0 0 0 4400 13.22 -0.72 32.90 0| 0 500 0 4600 14.83 -0.76 32.32 0| 0 5 0 4800 18.34 -0.84 31.32 0| 0 1,505 0 5213 21.84 -0.89 30.61 0| 0 1,250 0 5600 25.58 -0.93 30.06 0| 0 250 0 6000 29.42 -0.96 29.68 0| 0 0 0 6400 34.77 -0.98 29.41 0| 0 70 0 6950 43.31 -0.99 29.46 0| 0 0 0 7819 51.89 -1.00 30.00 0| 0 0 0 8688 84.65 -1.00 35.00 0| 0 0 0 12000 Total 1,510| 0 5,083 0 Indicative a-t-m Vol 36.63 Underlying Price 36.465 Time to expiry: 661 Days Jun 12 2.74 -0.18 44.87 0| 0 0 0 2400 5.50 -0.34 38.93 0| 0 0 0 3200 7.43 -0.43 36.83 0| 0 0 0 3600 9.75 -0.53 35.15 0| 0 0 0 4000 12.36 -0.63 33.41 0| 0 0 0 4400 15.21 -0.73 31.31 0| 0 0 0 4800 22.04 -0.86 29.79 0| 0 0 0 5600 25.71 -0.90 29.32 0| 0 1 0 6000 29.48 -0.93 28.86 0| 0 0 0 6400 45.07 -0.98 29.62 0| 0 0 0 8000 84.59 -0.99 39.09 0| 0 0 0 12000 Total 0| 0 1 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 28 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 36.50 Underlying Price 36.465 Time to expiry: 850 Days Dec 12 2.56 -0.15 47.73 0| 0 0 0 2000 3.79 -0.21 44.80 0| 0 0 0 2400 6.86 -0.37 38.64 0| 0 0 0 3200 8.96 -0.45 36.68 0| 0 0 0 3600 11.40 -0.54 35.09 0| 0 0 0 4000 14.01 -0.63 33.06 0| 0 0 0 4400 17.00 -0.71 31.84 0| 0 0 0 4800 23.57 -0.84 29.40 0| 0 0 0 5600 27.16 -0.88 29.04 0| 0 0 0 6000 30.87 -0.91 29.07 0| 0 0 0 6400 46.11 -0.96 29.70 0| 0 0 0 8000 85.04 -0.97 39.64 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.48 Underlying Price 36.465 Time to expiry: 1032 Days Jun 13 4.03 -0.21 42.86 0| 0 0 0 2400 7.40 -0.36 38.50 0| 0 0 0 3200 9.50 -0.44 36.67 0| 0 0 0 3600 11.88 -0.52 35.01 0| 0 0 0 4000 14.44 -0.60 33.15 0| 0 0 0 4400 17.33 -0.68 31.80 0| 0 0 0 4800 27.26 -0.85 29.09 0| 0 0 0 6000 46.02 -0.95 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.70 Underlying Price 36.465 Time to expiry: 1214 Days Dec 13 3.87 -0.17 48.00 0| 0 0 0 2000 5.02 -0.23 43.00 0| 0 0 0 2400 8.74 -0.38 38.86 0| 0 0 0 3200 13.33 -0.53 35.00 0| 0 0 0 4000 18.83 -0.68 31.86 0| 0 0 0 4800 28.64 -0.84 29.10 0| 0 0 0 6000 47.04 -0.93 30.20 0| 0 0 0 8000 85.08 -0.95 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.99 Underlying Price 36.465 Time to expiry: 1578 Days Dec 14 6.35 -0.26 43.00 0| 0 0 0 2400 10.47 -0.39 39.50 0| 0 0 0 3200 15.05 -0.53 35.00 0| 0 0 0 4000 20.46 -0.68 31.46 0| 0 0 0 4800 30.02 -0.83 28.44 0| 0 0 0 6000 48.10 -0.90 30.67 0| 0 0 0 8000 85.11 -0.93 36.93 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 1,962| 576 49,524 +570 Grand Total 9,080| 1,191 112,471 +1,162 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 29 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lafarge European (LG2) Indicative a-t-m Vol 36.64 Underlying Price 36.465 Time to expiry: 24 Days Sep 10 8.77 0.96 62.13 0| 0 0 0 2780 5.40 0.91 46.73 0| 0 0 0 3128 2.44 0.70 38.07 0| 0 0 0 3475 1.65 0.57 37.00 0| 0 0 0 3600 1.14 0.46 36.23 0| 0 0 0 3700 0.62 0.31 33.68 0| 0 15 0 3823 0.44 0.24 33.93 0| 0 0 0 3900 0.22 0.14 31.98 0| 0 0 0 4000 0.11 0.08 31.45 0| 0 0 0 4100 0.07 0.06 32.04 0| 0 0 0 4170 0.02 0.02 29.68 0| 0 0 0 4300 0.01 0.01 30.12 0| 0 168 0 4400 0.01 0.01 30.98 0| 0 0 0 4500 0.01 0.00 31.50 0| 0 2,090 0 4600 0.01 0.00 32.00 0| 0 0 0 4700 0.01 0.00 33.08 0| 0 100 0 4800 0.01 0.00 33.28 0| 0 873 0 4865 0.01 0.00 34.76 0| 0 0 0 5000 0.01 0.00 35.02 0| 0 700 0 5213 0.01 0.00 37.59 0| 0 0 0 5400 0.01 0.00 37.03 0| 0 962 0 5560 0.01 0.00 40.70 0| 0 386 0 6000 0.01 0.00 41.07 0| 0 717 0 6255 0.01 0.00 44.34 0| 0 362 0 6950 0.01 0.00 44.46 0| 0 680 0 7200 0.01 0.00 44.65 0| 0 0 0 8000 0.01 0.00 44.69 0| 0 0 0 8800 0.01 0.00 46.00 0| 0 0 0 9600 0.01 0.00 39.37 0| 0 0 0 10425 Total 0| 0 7,053 0 Indicative a-t-m Vol 37.13 Underlying Price 36.465 Time to expiry: 206 Days Mar 11 13.22 0.90 50.92 0| 0 0 0 2400 9.77 0.83 44.71 0| 0 0 0 2800 6.77 0.72 40.77 0| 0 0 0 3200 4.30 0.58 37.43 0| 0 0 0 3600 3.32 0.50 36.16 0| 0 0 0 3800 2.50 0.42 35.11 0| 0 0 0 4000 1.81 0.34 33.84 0| 0 0 0 4200 1.33 0.27 33.37 0| 0 200 0 4400 0.94 0.21 32.72 0| 0 0 0 4600 0.65 0.16 32.20 0| 0 1,200 0 4800 0.30 0.08 31.33 0| 0 439 0 5200 0.13 0.04 30.85 0| 0 100 0 5600 0.05 0.02 30.35 0| 0 0 0 6000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 30 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.02 0.01 30.14 0| 0 0 0 6400 0.01 0.00 30.11 0| 0 0 0 7200 0.01 0.00 30.44 0| 0 0 0 8000 0.01 0.00 31.00 0| 0 0 0 8800 Total 0| 0 1,939 0 Indicative a-t-m Vol 38.08 Underlying Price 36.465 Time to expiry: 388 Days Sep 11 12.09 0.84 46.01 0| 0 0 0 2400 6.80 0.65 40.71 0| 0 0 0 3200 4.77 0.54 38.31 0| 0 0 0 3600 3.18 0.42 36.33 0| 0 0 0 4000 1.90 0.30 33.59 0| 0 0 0 4400 0.98 0.19 30.76 0| 0 0 0 4800 0.26 0.07 28.34 0| 0 80 0 5600 0.13 0.04 27.71 0| 0 10 0 6000 0.06 0.02 26.88 0| 0 0 0 6400 0.01 0.00 27.16 0| 0 0 0 8000 Total 0| 0 90 0 Indicative a-t-m Vol 37.97 Underlying Price 36.465 Time to expiry: 570 Days Mar 12 12.99 0.83 45.40 0| 0 0 0 2400 7.92 0.66 40.00 0| 0 0 0 3200 5.97 0.57 38.13 0| 0 0 0 3600 4.41 0.47 36.76 0| 0 0 0 4000 2.87 0.36 33.70 0| 0 0 0 4400 1.73 0.26 30.83 0| 0 0 0 4800 0.63 0.12 28.45 0| 0 0 0 5600 0.39 0.08 27.94 0| 0 0 0 6000 0.04 0.01 26.92 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 9,082 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 31 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lafarge European (LG2) Indicative a-t-m Vol 36.64 Underlying Price 36.465 Time to expiry: 24 Days Sep 10 0.10 -0.04 62.13 0| 0 150 0 2780 0.21 -0.09 46.73 0| 0 0 0 3128 0.72 -0.30 38.07 0| 0 5 0 3475 1.18 -0.43 37.00 0| 0 0 0 3600 1.67 -0.54 36.23 0| 0 0 0 3700 2.37 -0.69 33.68 0| 0 134 0 3823 2.96 -0.76 33.93 0| 0 0 0 3900 3.74 -0.86 31.98 0| 0 280 0 4000 4.63 -0.92 31.45 0| 0 0 0 4100 5.30 -0.94 32.04 0| 0 853 0 4170 6.54 -0.98 29.68 0| 0 50 0 4300 7.53 -0.99 30.12 0| 35 417 -35 4400 8.53 -0.99 30.98 0| 0 0 0 4500 9.52 -1.00 31.50 0| 0 245 0 4600 10.52 -1.00 32.00 0| 0 0 0 4700 11.52 -1.00 33.08 0| 0 0 0 4800 12.17 -1.00 33.28 0| 0 2,877 0 4865 13.52 -1.00 34.76 0| 0 0 0 5000 15.65 -1.00 35.02 0| 40 173 0 5213 17.52 -1.00 37.59 0| 0 0 0 5400 19.12 -1.00 37.03 0| 0 622 0 5560 23.52 -1.00 40.70 0| 0 1,020 0 6000 26.07 -1.00 41.07 0| 16 170 -6 6255 33.01 -1.00 44.34 0| 0 210 0 6950 35.51 -1.00 44.46 0| 0 0 0 7200 43.51 -1.00 44.65 0| 0 0 0 8000 51.51 -1.00 44.69 0| 0 403 0 8800 59.51 -1.00 46.00 0| 0 0 0 9600 67.75 -1.00 39.37 0| 0 4 0 10425 Total 0| 91 7,613 -41 Indicative a-t-m Vol 37.13 Underlying Price 36.465 Time to expiry: 206 Days Mar 11 0.60 0.78 -0.10 50.92 0.60 0.60 1| 0 0 0 2400 1.30 -0.17 44.71 0| 0 0 0 2800 2.28 -0.28 40.77 0| 0 0 0 3200 3.80 3.79 -0.42 37.43 3.80 3.80 20| 0 575 0 3600 4.80 -0.50 36.16 0| 0 0 0 3800 5.97 -0.58 35.11 0| 0 1,320 0 4000 7.27 -0.66 33.84 0| 0 200 0 4200 8.77 -0.73 33.37 0| 35 435 +35 4400 10.38 -0.79 32.72 0| 0 2,685 0 4600 12.08 -0.84 32.20 0| 27 147 +27 4800 15.71 -0.92 31.33 0| 0 20 0 5200 19.52 -0.96 30.85 0| 0 4 0 5600 23.42 -0.98 30.35 0| 16 428 0 6000 27.36 -0.99 30.14 0| 0 1,363 0 6400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 32 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 35.30 -1.00 30.11 0| 0 0 0 7200 43.26 -1.00 30.44 0| 0 0 0 8000 51.21 -1.00 31.00 0| 0 20 0 8800 Total 21| 78 7,197 +62 Indicative a-t-m Vol 38.08 Underlying Price 36.465 Time to expiry: 388 Days Sep 11 1.70 -0.16 46.01 0| 0 0 0 2400 4.32 -0.35 40.71 0| 0 60 0 3200 6.23 -0.46 38.31 0| 0 0 0 3600 8.59 -0.58 36.33 0| 0 431 0 4000 11.26 -0.70 33.59 0| 0 0 0 4400 14.30 -0.81 30.76 0| 40 70 +40 4800 21.48 -0.93 28.34 0| 0 30 0 5600 25.30 -0.96 27.71 0| 0 500 0 6000 29.18 -0.98 26.88 0| 0 0 0 6400 44.93 -1.00 27.16 0| 0 0 0 8000 Total 0| 40 1,091 +40 Indicative a-t-m Vol 37.97 Underlying Price 36.465 Time to expiry: 570 Days Mar 12 2.43 -0.17 45.40 0| 0 0 0 2400 5.21 -0.34 40.00 0| 0 40 0 3200 7.17 -0.43 38.13 0| 0 0 0 3600 9.54 -0.53 36.76 0| 0 10 0 4000 11.92 -0.64 33.70 0| 0 0 0 4400 14.70 -0.74 30.83 0| 0 0 0 4800 21.44 -0.88 28.45 0| 0 0 0 5600 25.12 -0.92 27.94 0| 0 0 0 6000 44.38 -0.99 26.92 0| 0 0 0 8000 Total 0| 0 50 0 Total Puts 21| 209 15,951 +61 Grand Total 21| 209 25,033 +61 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lagardere (100) (MM1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 Total N/A | N/A N/A 0 Indicative a-t-m Vol 29.67 Underlying Price 27.945 Time to expiry: 24 Days Sep 10 9.95 1.00 52.00 0| 0 0 0 1800 7.96 1.00 49.90 0| 0 0 0 2000 6.97 0.99 51.63 0| 0 0 0 2100 5.98 0.98 46.88 0| 0 0 0 2200 4.99 0.97 41.33 0| 0 0 0 2300 4.03 0.94 38.67 0| 0 0 0 2400 3.55 0.92 36.82 0| 0 0 0 2450 3.09 0.90 35.53 0| 0 0 0 2500 2.22 0.81 33.56 0| 0 0 0 2600 1.46 0.68 31.75 0| 0 21 0 2700 0.86 0.84 0.51 29.56 0.86 0.86 8| 0 255 0 2800 0.43 0.33 28.58 0| 0 121 0 2900 0.19 0.18 28.00 0| 5 3,549 0 3000 0.04 0.05 24.09 0| 0 0 0 3100 0.01 0.01 22.53 0| 0 432 0 3200 0.01 0.00 20.00 0| 0 630 0 3400 0.01 0.00 18.29 0| 0 50 0 3600 0.01 0.00 17.38 0| 0 50 0 3800 0.01 0.00 17.27 0| 0 0 0 4000 0.01 0.00 19.31 0| 0 0 0 4400 0.01 0.00 24.00 0| 0 0 0 4800 Total 8| 5 5,108 0 Indicative a-t-m Vol 28.86 Underlying Price 27.945 Time to expiry: 52 Days Oct 10 6.05 0.95 39.88 0| 0 0 0 2200 5.10 0.93 37.33 0| 0 0 0 2300 4.19 0.88 35.48 0| 0 0 0 2400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.32 0.83 33.48 0| 0 0 0 2500 2.52 0.75 32.01 0| 0 0 0 2600 1.80 0.64 30.20 0| 0 0 0 2700 1.21 0.52 28.79 0| 0 30 0 2800 0.75 0.39 27.74 0| 0 0 0 2900 0.43 0.26 26.83 0| 0 6 0 3000 0.23 0.16 26.03 0| 0 0 0 3100 0.11 0.09 25.69 0| 0 60 0 3200 0.01 0.01 23.15 0| 0 0 0 3400 0.01 0.00 21.89 0| 0 0 0 3600 Total 0| 0 96 0 Indicative a-t-m Vol 29.35 Underlying Price 27.945 Time to expiry: 87 Days Nov 10 6.19 0.92 37.73 0| 0 0 0 2200 5.28 0.89 35.82 0| 0 0 0 2300 4.42 0.84 34.45 0| 0 0 0 2400 2.86 0.71 31.91 0| 0 0 0 2600 2.18 0.62 30.55 0| 0 0 0 2700 1.60 0.53 29.28 0| 0 0 0 2800 1.19 0.43 29.50 0| 0 0 0 2900 0.76 0.33 27.51 0| 0 0 0 3000 0.31 0.17 26.50 0| 0 0 0 3200 0.09 0.06 24.99 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 29.24 Underlying Price 27.945 Time to expiry: 115 Days Dec 10 15.98 1.00 52.00 0| 0 0 0 1200 12.02 0.99 46.16 0| 0 0 0 1600 10.06 0.98 42.81 0| 0 0 0 1800 8.15 0.95 39.59 0| 0 0 0 2000 5.70 6.30 0.90 36.41 6.35 5.70 140| 0 165 0 2200 5.42 0.86 35.02 0| 0 0 0 2300 4.59 0.82 33.91 0| 0 0 0 2400 3.15 0.69 32.78 0| 6 6 +6 2600 1.84 0.53 29.15 0| 0 346 0 2800 0.98 0.36 27.63 0| 0 267 0 3000 0.46 0.21 26.49 0| 0 62 0 3200 0.18 0.10 25.37 0| 0 0 0 3400 0.06 0.04 24.51 0| 0 0 0 3600 0.01 0.00 23.52 0| 0 0 0 4000 0.01 0.00 23.38 0| 0 0 0 4400 0.01 0.00 24.00 0| 0 0 0 4800 Total 140| 6 846 +6 Indicative a-t-m Vol 29.48 Underlying Price 27.945 Time to expiry: 206 Days Mar 11 10.25 0.95 41.00 0| 0 0 0 1800 8.40 0.91 37.53 0| 0 0 0 2000 6.65 0.86 34.93 0| 0 50 0 2200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 35 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.82 0.82 33.67 0| 0 0 0 2300 5.03 0.78 32.56 0| 0 0 0 2400 3.59 0.68 30.27 0| 0 0 0 2600 2.48 0.55 29.46 0| 0 160 0 2800 1.58 0.42 28.26 0| 0 185 0 3000 0.94 0.29 27.16 0| 0 100 0 3200 0.52 0.19 26.36 0| 0 41 0 3400 0.27 0.11 25.70 0| 0 21 0 3600 0.06 0.03 24.70 0| 0 0 0 4000 0.01 0.01 24.00 0| 0 0 0 4400 Total 0| 0 557 0 Indicative a-t-m Vol 28.00 Underlying Price 27.945 Time to expiry: 297 Days Jun 11 12.24 0.96 48.00 0| 0 0 0 1600 10.35 0.94 43.15 0| 0 0 0 1800 8.49 0.90 38.49 0| 0 0 0 2000 6.73 0.85 34.99 0| 0 0 0 2200 5.89 0.82 33.18 0| 0 0 0 2300 5.17 0.77 33.00 0| 0 0 0 2400 3.67 0.67 29.63 0| 0 0 0 2600 2.50 0.55 27.96 0| 0 0 0 2800 1.61 0.42 26.68 0| 0 0 0 3000 1.01 0.30 26.15 0| 0 0 0 3200 0.35 0.13 25.19 0| 0 0 0 3600 0.10 0.05 24.40 0| 0 0 0 4000 0.03 0.01 24.01 0| 0 0 0 4400 0.01 0.00 24.00 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.09 Underlying Price 27.945 Time to expiry: 479 Days Dec 11 12.30 0.95 44.50 0| 0 0 0 1600 8.69 0.88 37.25 0| 0 0 0 2000 5.47 0.75 31.51 0| 0 0 0 2400 3.02 0.55 28.05 0| 0 0 0 2800 1.53 0.34 26.30 0| 0 0 0 3200 0.32 0.10 24.62 0| 0 0 0 4000 0.06 0.02 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.15 Underlying Price 27.945 Time to expiry: 661 Days Jun 12 12.31 0.95 44.00 0| 0 0 0 1600 8.80 0.87 37.52 0| 0 0 0 2000 5.68 0.73 31.78 0| 0 0 0 2400 3.31 0.55 28.10 0| 0 0 0 2800 1.87 0.37 26.75 0| 0 0 0 3200 0.47 0.13 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 148| 11 6,607 +6 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lagardere (100) (MM1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 Total N/A | N/A N/A 0 Indicative a-t-m Vol 29.67 Underlying Price 27.945 Time to expiry: 24 Days Sep 10 0.01 0.00 52.00 0| 0 50 0 1800 0.01 0.00 49.90 0| 0 22 0 2000 0.02 -0.01 51.63 0| 0 0 0 2100 0.03 -0.02 46.88 0| 0 23 0 2200 0.04 -0.03 41.33 0| 0 0 0 2300 0.08 -0.06 38.67 0| 0 111 0 2400 0.10 -0.08 36.82 0| 0 0 0 2450 0.14 -0.10 35.53 0| 0 42 0 2500 0.27 -0.19 33.56 0| 5 2,350 +5 2600 0.51 -0.32 31.75 0| 5 25 +5 2700 1.02 0.89 -0.49 29.56 1.02 1.02 1| 1 101 -1 2800 1.48 -0.68 28.58 0| 0 7 0 2900 2.24 -0.82 28.00 0| 0 80 0 3000 3.09 -0.95 24.09 0| 0 0 0 3100 4.06 -0.99 22.53 0| 0 80 0 3200 6.06 -1.00 20.00 0| 0 104 0 3400 8.06 -1.00 18.29 0| 0 0 0 3600 10.06 -1.00 17.38 0| 0 0 0 3800 12.06 -1.00 17.27 0| 0 0 0 4000 16.06 -1.00 19.31 0| 0 0 0 4400 20.06 -1.00 24.00 0| 0 0 0 4800 Total 1| 11 2,995 +9 Indicative a-t-m Vol 28.86 Underlying Price 27.945 Time to expiry: 52 Days Oct 10 0.09 -0.05 39.88 0| 0 0 0 2200 0.14 -0.07 37.33 0| 0 30 0 2300 0.23 -0.12 35.48 0| 0 0 0 2400 0.35 -0.17 33.48 0| 0 0 0 2500 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 37 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.55 -0.25 32.01 0| 0 0 0 2600 0.84 -0.36 30.20 0| 0 0 0 2700 1.24 -0.48 28.79 0| 0 0 0 2800 1.79 -0.62 27.74 0| 0 0 0 2900 2.47 -0.74 26.83 0| 0 0 0 3000 3.26 -0.84 26.03 0| 0 0 0 3100 4.15 -0.91 25.69 0| 0 0 0 3200 6.06 -0.99 23.15 0| 0 0 0 3400 8.06 -1.00 21.89 0| 0 0 0 3600 Total 0| 0 30 0 Indicative a-t-m Vol 29.35 Underlying Price 27.945 Time to expiry: 87 Days Nov 10 0.21 -0.08 37.73 0| 0 0 0 2200 0.30 -0.11 35.82 0| 0 0 0 2300 0.43 -0.16 34.45 0| 0 0 0 2400 0.87 -0.29 31.91 0| 0 0 0 2600 1.19 -0.38 30.55 0| 0 0 0 2700 1.61 -0.47 29.28 0| 0 0 0 2800 2.20 -0.57 29.50 0| 0 0 0 2900 2.77 -0.67 27.51 0| 0 0 0 3000 4.32 -0.84 26.50 0| 0 0 0 3200 6.11 -0.94 24.99 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 29.24 Underlying Price 27.945 Time to expiry: 115 Days Dec 10 0.01 0.00 52.00 0| 0 0 0 1200 0.03 -0.01 46.16 0| 0 0 0 1600 0.07 -0.02 42.81 0| 0 224 0 1800 0.15 -0.05 39.59 0| 0 163 0 2000 0.30 -0.10 36.41 0| 0 52 0 2200 0.41 -0.14 35.02 0| 0 0 0 2300 0.58 -0.18 33.91 0| 0 93 0 2400 1.14 -0.31 32.78 0| 0 0 0 2600 1.82 -0.47 29.15 0| 0 23 0 2800 2.96 -0.64 27.63 0| 0 0 0 3000 4.45 -0.80 26.49 0| 0 50 0 3200 6.17 -0.91 25.37 0| 0 0 0 3400 8.07 -0.97 24.51 0| 0 50 0 3600 12.06 -1.00 23.52 0| 0 0 0 4000 16.06 -1.00 23.38 0| 0 0 0 4400 20.06 -1.00 24.00 0| 0 0 0 4800 Total 0| 0 655 0 Indicative a-t-m Vol 29.48 Underlying Price 27.945 Time to expiry: 206 Days Mar 11 0.24 -0.06 41.00 0| 0 112 0 1800 0.39 -0.09 37.53 0| 0 1 0 2000 0.65 -0.15 34.93 0| 0 0 0 2200 0.83 -0.19 33.67 0| 0 0 0 2300 1.05 -0.23 32.56 0| 0 20 0 2400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 38 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.63 -0.34 30.27 0| 0 50 0 2600 2.53 -0.47 29.46 0| 0 50 0 2800 3.66 -0.60 28.26 0| 0 2 0 3000 5.03 -0.72 27.16 0| 0 0 0 3200 6.62 -0.82 26.36 0| 0 0 0 3400 8.37 -0.89 25.70 0| 0 0 0 3600 12.15 -0.97 24.70 0| 0 0 0 4000 16.08 -0.99 24.00 0| 0 0 0 4400 Total 0| 0 235 0 Indicative a-t-m Vol 28.00 Underlying Price 27.945 Time to expiry: 297 Days Jun 11 0.52 -0.08 48.00 0| 0 0 0 1600 0.69 -0.11 43.15 0| 0 0 0 1800 0.90 -0.16 38.49 0| 0 0 0 2000 1.26 -0.22 34.99 0| 0 6 0 2200 1.48 -0.26 33.18 0| 0 0 0 2300 1.86 -0.31 33.00 0| 0 0 0 2400 2.49 -0.41 29.63 0| 0 0 0 2600 3.46 -0.53 27.96 0| 0 0 0 2800 4.70 -0.65 26.68 0| 0 0 0 3000 6.19 -0.75 26.15 0| 0 0 0 3200 9.61 -0.89 25.19 0| 0 0 0 3600 13.38 -0.96 24.40 0| 0 0 0 4000 17.28 -0.99 24.01 0| 0 0 0 4400 21.24 -1.00 24.00 0| 0 0 0 4800 Total 0| 0 6 0 Indicative a-t-m Vol 28.09 Underlying Price 27.945 Time to expiry: 479 Days Dec 11 0.83 -0.10 44.50 0| 0 0 0 1600 1.41 -0.18 37.25 0| 0 0 0 2000 2.39 -0.32 31.51 0| 0 0 0 2400 4.09 -0.50 28.05 0| 0 0 0 2800 6.67 -0.68 26.30 0| 0 0 0 3200 13.49 -0.91 24.62 0| 0 0 0 4000 21.22 -0.98 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.15 Underlying Price 27.945 Time to expiry: 661 Days Jun 12 1.39 -0.14 44.00 0| 0 0 0 1600 2.21 -0.23 37.52 0| 0 0 0 2000 3.38 -0.36 31.78 0| 0 0 0 2400 5.22 -0.52 28.10 0| 0 0 0 2800 7.89 -0.67 26.75 0| 0 0 0 3200 14.49 -0.88 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 1| 11 3,921 +9 Grand Total 149| 22 10,528 +15 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lagardere SCA European (MM3) Indicative a-t-m Vol 29.67 Underlying Price 27.945 Time to expiry: 24 Days Sep 10 9.95 1.00 52.00 0| 0 0 0 1800 7.96 1.00 49.90 0| 0 0 0 2000 6.97 0.99 51.63 0| 0 0 0 2100 5.98 0.98 46.88 0| 0 179 0 2200 4.99 0.97 41.33 0| 0 0 0 2300 4.03 0.94 38.67 0| 0 0 0 2400 3.55 0.92 36.82 0| 0 0 0 2450 3.09 0.90 35.53 0| 0 0 0 2500 2.22 0.81 33.56 0| 0 0 0 2600 1.46 0.68 31.75 0| 0 0 0 2700 0.84 0.51 29.56 0| 0 0 0 2800 0.43 0.33 28.58 0| 0 0 0 2900 0.19 0.18 28.00 0| 0 30 0 3000 0.04 0.05 24.09 0| 0 0 0 3100 0.01 0.01 22.53 0| 0 2,040 0 3200 0.01 0.00 20.00 0| 0 503 0 3400 0.01 0.00 18.29 0| 0 40 0 3600 0.01 0.00 17.38 0| 0 0 0 3800 0.01 0.00 17.27 0| 0 1 0 4000 0.01 0.00 19.31 0| 0 4 0 4400 0.01 0.00 24.00 0| 0 3 0 4800 Total 0| 0 2,800 0 Indicative a-t-m Vol 29.48 Underlying Price 27.945 Time to expiry: 206 Days Mar 11 15.85 0.98 59.66 0| 0 0 0 1200 11.94 0.96 45.59 0| 0 0 0 1600 10.03 0.94 41.00 0| 0 0 0 1800 8.20 0.91 37.53 0| 0 0 0 2000 6.47 0.85 34.93 0| 0 0 0 2200 5.65 0.81 33.67 0| 0 0 0 2300 4.87 0.77 32.56 0| 0 0 0 2400 3.46 0.66 30.27 0| 0 0 0 2600 2.38 0.53 29.46 0| 0 25 0 2800 1.51 0.40 28.26 0| 0 0 0 3000 0.90 0.28 27.16 0| 0 20 0 3200 0.50 0.18 26.36 0| 0 0 0 3400 0.26 0.11 25.70 0| 0 0 0 3600 0.06 0.03 24.70 0| 0 0 0 4000 0.01 0.01 24.00 0| 0 0 0 4400 0.01 0.00 23.55 0| 0 0 0 4800 Total 0| 0 45 0 Indicative a-t-m Vol 28.27 Underlying Price 27.945 Time to expiry: 388 Days Sep 11 11.10 0.92 41.65 0| 0 0 0 1600 7.73 0.83 36.43 0| 0 0 0 2000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.80 0.69 31.83 0| 0 0 0 2400 2.54 0.49 28.23 0| 0 0 0 2800 1.24 0.30 26.78 0| 0 0 0 3200 0.56 0.17 26.15 0| 0 0 0 3600 0.24 0.08 25.80 0| 0 0 0 4000 0.08 0.03 27.85 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.56 Underlying Price 27.945 Time to expiry: 570 Days Mar 12 11.67 0.89 43.05 0| 0 0 0 1600 8.40 0.81 36.79 0| 0 0 0 2000 5.64 0.69 32.68 0| 0 0 0 2400 3.31 0.53 28.51 0| 0 0 0 2800 1.87 0.37 26.94 0| 0 0 0 3200 0.59 0.15 26.33 0| 0 0 0 4000 0.25 0.07 28.05 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 2,845 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 41 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lagardere SCA European (MM3) Indicative a-t-m Vol 29.67 Underlying Price 27.945 Time to expiry: 24 Days Sep 10 0.01 0.00 52.00 0| 0 0 0 1800 0.01 0.00 49.90 0| 0 18 0 2000 0.02 -0.01 51.63 0| 0 0 0 2100 0.03 -0.02 46.88 0| 0 110 0 2200 0.04 -0.03 41.33 0| 0 0 0 2300 0.08 -0.06 38.67 0| 0 40 0 2400 0.10 -0.08 36.82 0| 0 0 0 2450 0.14 -0.10 35.53 0| 0 0 0 2500 0.27 -0.19 33.56 0| 0 41 0 2600 0.51 -0.32 31.75 0| 0 0 0 2700 0.89 -0.49 29.56 0| 0 1 0 2800 1.47 -0.67 28.58 0| 0 0 0 2900 2.23 -0.82 28.00 0| 0 15 0 3000 3.08 -0.95 24.09 0| 0 0 0 3100 4.05 -0.99 22.53 0| 0 11 0 3200 6.04 -1.00 20.00 0| 0 2 0 3400 8.04 -1.00 18.29 0| 0 2 0 3600 10.04 -1.00 17.38 0| 0 1 0 3800 12.04 -1.00 17.27 0| 0 1 0 4000 16.04 -1.00 19.31 0| 0 0 0 4400 20.04 -1.00 24.00 0| 0 0 0 4800 Total 0| 0 242 0 Indicative a-t-m Vol 29.48 Underlying Price 27.945 Time to expiry: 206 Days Mar 11 0.09 -0.02 59.66 0| 0 0 0 1200 0.16 -0.04 45.59 0| 0 369 0 1600 0.24 -0.06 41.00 0| 0 310 0 1800 0.39 -0.09 37.53 0| 0 0 0 2000 0.65 -0.15 34.93 0| 0 0 0 2200 0.83 -0.19 33.67 0| 0 0 0 2300 1.05 -0.23 32.56 0| 0 0 0 2400 1.63 -0.34 30.27 0| 0 0 0 2600 2.53 -0.47 29.46 0| 0 20 0 2800 3.66 -0.60 28.26 0| 0 10 0 3000 5.03 -0.72 27.16 0| 0 0 0 3200 6.62 -0.82 26.36 0| 0 0 0 3400 8.37 -0.89 25.70 0| 0 0 0 3600 12.15 -0.97 24.70 0| 0 0 0 4000 16.08 -0.99 24.00 0| 0 0 0 4400 20.05 -1.00 23.55 0| 0 0 0 4800 Total 0| 0 709 0 Indicative a-t-m Vol 28.27 Underlying Price 27.945 Time to expiry: 388 Days Sep 11 0.49 -0.08 41.65 0| 0 0 0 1600 1.08 -0.17 36.43 0| 0 80 0 2000 2.10 -0.31 31.83 0| 0 0 0 2400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.79 -0.51 28.23 0| 0 0 0 2800 6.44 -0.70 26.78 0| 0 0 0 3200 9.71 -0.83 26.15 0| 0 0 0 3600 13.34 -0.92 25.80 0| 0 0 0 4000 21.08 -0.97 27.85 0| 0 0 0 4800 Total 0| 0 80 0 Indicative a-t-m Vol 28.56 Underlying Price 27.945 Time to expiry: 570 Days Mar 12 0.95 -0.11 43.05 0| 0 0 0 1600 1.60 -0.19 36.79 0| 0 0 0 2000 2.76 -0.31 32.68 0| 0 0 0 2400 4.36 -0.47 28.51 0| 0 0 0 2800 6.84 -0.63 26.94 0| 0 0 0 3200 13.40 -0.85 26.33 0| 0 0 0 4000 20.91 -0.93 28.05 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 1,031 0 Grand Total 0| 0 3,876 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 43 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | LVMH (100) (MC1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 10000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 11000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 12000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 29.67 Underlying Price 91.720 Time to expiry: 24 Days Sep 10 47.73 1.00 68.00 0| 0 0 0 4400 43.74 1.00 71.62 0| 0 0 0 4800 35.75 1.00 69.38 0| 0 0 0 5600 27.79 0.99 61.34 0| 0 0 0 6400 23.82 0.98 55.00 0| 0 0 0 6800 19.90 0.97 51.92 0| 0 0 0 7200 15.99 0.95 45.88 0| 0 500 0 7600 12.12 0.92 39.19 0| 0 1,122 0 8000 8.49 0.84 35.48 0| 0 196 0 8400 6.83 0.78 33.98 0| 0 0 0 8600 5.26 0.70 32.19 0| 0 3,578 0 8800 3.87 0.61 30.75 0| 0 65 0 9000 2.71 0.50 29.49 0| 750 4,443 -750 9200 1.76 1.78 0.39 28.40 1.76 1.75 200| 0 1,174 0 9400 1.01 1.09 0.28 27.59 1.01 1.01 670| 6 229 +6 9600 0.62 0.18 26.78 0| 200 444 -141 9800 0.35 0.31 0.11 25.80 0.35 0.35 150| 750 4,772 0 10000 0.01 0.00 19.17 0| 0 2,793 0 11000 0.01 0.00 17.61 0| 0 4 0 12000 0.01 0.00 22.50 0| 0 0 0 14000 Total 1,020| 1,706 19,320 -885 Indicative a-t-m Vol 30.88 Underlying Price 91.720 Time to expiry: 52 Days Oct 10 16.44 0.91 40.20 0| 0 0 0 7600 12.88 0.85 37.53 0| 0 0 0 8000 9.56 0.77 35.05 0| 0 0 0 8400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 44 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.03 0.72 33.81 0| 0 3 0 8600 6.61 0.66 32.67 0| 0 40 0 8800 5.32 0.59 31.63 0| 0 0 0 9000 4.34 4.19 0.52 30.76 4.34 4.18 81| 0 36 0 9200 3.19 0.44 29.85 0| 0 0 0 9400 2.35 0.36 28.95 0| 5 62 0 9600 1.68 0.29 28.17 0| 0 36 0 9800 1.15 0.22 27.30 0| 33 1,773 -33 10000 0.13 0.04 25.91 0| 0 140 0 11000 0.01 0.00 26.00 0| 0 0 0 12000 Total 81| 38 2,090 -33 Indicative a-t-m Vol 31.68 Underlying Price 91.720 Time to expiry: 87 Days Nov 10 13.90 0.80 37.41 0| 0 0 0 8000 10.76 0.73 35.09 0| 0 0 0 8400 8.01 0.64 33.38 0| 0 0 0 8800 6.78 0.58 32.55 0| 0 0 0 9000 5.48 5.60 0.53 31.53 5.48 5.48 17| 0 0 0 9200 5.03 4.59 0.47 30.77 5.03 5.03 42| 0 0 0 9400 3.68 0.41 29.90 0| 0 0 0 9600 2.22 0.30 28.42 0| 0 0 0 10000 0.57 0.52 0.10 26.84 0.57 0.57 60| 0 0 0 11000 0.10 0.02 26.42 0| 0 0 0 12000 Total 119| 0 0 0 Indicative a-t-m Vol 31.66 Underlying Price 91.720 Time to expiry: 115 Days Dec 10 67.77 1.00 60.00 0| 0 0 0 2400 59.80 1.00 66.88 0| 0 0 0 3200 51.86 1.00 64.44 0| 0 0 0 4000 47.91 0.99 61.89 0| 0 0 0 4400 43.98 0.99 58.97 0| 0 0 0 4800 42.02 0.98 57.44 0| 0 0 0 5000 36.17 0.97 52.80 0| 0 0 0 5600 32.33 0.96 49.77 0| 0 2 0 6000 28.53 0.94 46.87 0| 0 0 0 6400 24.79 0.92 44.15 0| 0 0 0 6800 22.95 0.90 42.55 0| 0 5,050 0 7000 21.16 0.88 41.57 0| 0 0 0 7200 17.68 0.84 39.19 0| 0 0 0 7600 14.41 0.78 37.19 0| 250 4,001 0 8000 11.37 0.71 35.23 0| 0 2,504 0 8400 8.64 0.63 33.35 0| 0 4,231 0 8800 7.41 0.58 32.40 0| 0 3,876 0 9000 6.13 6.27 0.53 31.55 6.13 6.13 5| 50 913 -43 9200 4.30 0.43 29.87 0| 18 632 0 9600 2.82 0.32 28.81 0| 0 1,627 0 10000 0.15 0.03 25.23 0| 0 364 0 12000 0.01 0.00 24.76 0| 0 0 0 14000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 25.00 0| 0 0 0 16000 Total 5| 318 23,200 -43 Indicative a-t-m Vol 31.36 Underlying Price 91.720 Time to expiry: 206 Days Mar 11 36.56 0.95 48.12 0| 0 0 0 5600 29.26 0.90 43.90 0| 0 0 0 6400 22.28 0.84 39.51 0| 0 158 0 7200 19.04 0.79 37.64 0| 0 40 0 7600 15.97 0.74 35.75 0| 0 0 0 8000 13.12 0.68 34.07 0| 0 0 0 8400 10.56 0.61 32.62 0| 0 279 0 8800 8.27 0.54 31.27 0| 50 53 +13 9200 6.37 0.46 30.25 0| 0 430 0 9600 4.71 0.38 29.08 0| 0 158 0 10000 0.81 0.70 0.09 25.58 0.81 0.81 60| 0 199 0 12000 0.07 0.01 24.47 0| 0 0 0 14000 0.01 0.00 25.50 0| 0 0 0 16000 Total 60| 50 1,317 +13 Indicative a-t-m Vol 31.65 Underlying Price 91.720 Time to expiry: 297 Days Jun 11 67.79 1.00 62.00 0| 0 0 0 2400 59.84 1.00 59.02 0| 0 0 0 3200 51.98 0.99 54.36 0| 0 0 0 4000 48.11 0.98 51.94 0| 0 0 0 4400 44.27 0.97 49.55 0| 0 0 0 4800 36.75 0.94 44.89 0| 0 0 0 5600 33.13 0.92 43.11 0| 0 0 0 6000 29.64 0.89 41.37 0| 0 0 0 6400 22.96 0.82 37.96 0| 0 0 0 7200 16.94 0.73 34.86 0| 0 0 0 8000 14.25 0.67 33.61 0| 0 0 0 8400 11.78 0.61 32.28 0| 0 640 0 8800 9.73 0.55 31.60 0| 50 50 +50 9200 7.84 0.48 30.71 0| 10 41 +10 9600 6.06 0.41 29.46 0| 0 100 0 10000 1.31 0.14 25.78 0| 0 90 0 12000 0.22 0.03 24.64 0| 0 107 0 14000 0.04 0.01 24.50 0| 0 0 0 16000 Total 0| 60 1,028 +60 Indicative a-t-m Vol 30.96 Underlying Price 91.720 Time to expiry: 479 Days Dec 11 67.80 1.00 59.00 0| 0 0 0 2400 59.87 1.00 54.27 0| 0 0 0 3200 52.11 0.98 50.45 0| 0 0 0 4000 48.28 0.97 47.82 0| 0 0 0 4400 44.53 0.96 45.64 0| 0 0 0 4800 37.34 0.92 42.09 0| 0 0 0 5600 34.03 0.89 41.16 0| 0 1 0 6000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 30.74 0.86 39.59 0| 0 0 0 6400 25.87 0.81 36.87 0| 0 1,750 0 7000 18.84 0.71 33.86 0| 0 1,000 0 8000 15.74 0.65 32.54 0| 0 500 0 8500 12.93 0.58 31.34 0| 0 250 0 9000 10.00 0.50 30.03 0| 0 1,000 0 9600 8.33 0.45 29.24 0| 0 1,000 0 10000 2.75 0.21 26.00 0| 0 50 0 12000 0.20 0.02 23.80 0| 0 0 0 16000 Total 0| 0 5,551 0 Indicative a-t-m Vol 31.48 Underlying Price 91.720 Time to expiry: 661 Days Jun 12 52.37 0.97 50.86 0| 0 0 0 4000 45.09 0.94 46.30 0| 0 0 0 4800 38.27 0.89 42.83 0| 0 0 0 5600 35.15 0.86 41.56 0| 0 0 0 6000 32.12 0.83 40.46 0| 0 0 0 6400 25.97 0.77 36.82 0| 0 0 0 7200 20.73 0.70 34.63 0| 0 0 0 8000 15.85 0.61 32.07 0| 0 0 0 8800 12.13 0.53 30.80 0| 0 0 0 9600 4.06 0.26 26.10 0| 0 0 0 12000 0.50 0.05 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.12 Underlying Price 91.720 Time to expiry: 850 Days Dec 12 67.81 1.00 58.28 0| 0 0 0 2400 60.03 0.99 55.45 0| 0 0 0 3200 52.73 0.95 51.18 0| 0 0 0 4000 45.81 0.92 46.98 0| 0 0 0 4800 36.26 0.85 41.81 0| 0 0 0 6000 27.60 0.76 37.30 0| 0 0 0 7200 22.60 0.70 35.20 0| 0 0 0 8000 20.16 0.66 33.91 0| 0 0 0 8400 18.03 0.62 33.10 0| 0 0 0 8800 13.91 0.54 31.00 0| 0 0 0 9600 5.34 0.30 26.20 0| 0 0 0 12000 1.10 0.09 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.20 Underlying Price 91.720 Time to expiry: 1032 Days Jun 13 37.23 0.84 42.24 0| 0 0 0 6000 24.10 0.70 35.78 0| 0 0 0 8000 19.31 0.63 33.09 0| 0 0 0 8800 15.31 0.56 31.17 0| 0 0 0 9600 6.45 0.33 26.30 0| 0 0 0 12000 2.05 0.13 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 47 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 33.31 Underlying Price 91.720 Time to expiry: 1214 Days Dec 13 67.80 1.00 58.00 0| 0 0 0 2400 60.09 0.98 54.57 0| 0 0 0 3200 53.35 0.94 51.82 0| 0 0 0 4000 46.96 0.90 47.64 0| 0 0 0 4800 38.15 0.83 42.62 0| 0 0 0 6000 25.44 0.70 36.17 0| 0 0 0 8000 7.56 0.35 26.40 0| 0 0 0 12000 2.84 0.16 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.35 Underlying Price 91.720 Time to expiry: 1578 Days Dec 14 47.63 0.90 47.50 0| 0 0 0 4800 39.39 0.83 42.70 0| 0 0 0 6000 27.20 0.71 36.19 0| 0 0 0 8000 9.40 0.39 26.50 0| 0 0 0 12000 3.96 0.20 25.93 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 1,285| 2,172 52,506 -888 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | LVMH (100) (MC1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 10000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 11000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 12000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 29.67 Underlying Price 91.720 Time to expiry: 24 Days Sep 10 0.01 0.00 68.00 0| 0 120 0 4400 0.01 0.00 71.62 0| 0 655 0 4800 0.01 0.00 69.38 0| 0 152 0 5600 0.05 -0.01 61.34 0| 0 91 0 6400 0.08 -0.02 55.00 0| 0 235 0 6800 0.16 -0.03 51.92 0| 0 3,735 0 7200 0.25 0.25 -0.05 45.88 0.25 0.25 2| 0 2,441 0 7600 0.37 -0.08 39.19 0| 0 8,344 0 8000 0.75 -0.16 35.48 0| 0 1,237 0 8400 1.08 -0.22 33.98 0| 21 288 +20 8600 1.51 -0.30 32.19 0| 4 3,760 0 8800 2.11 2.13 -0.39 30.75 2.11 2.11 675| 0 38 0 9000 3.14 2.96 -0.50 29.49 3.14 3.14 1| 67 601 +65 9200 4.03 -0.61 28.40 0| 23 55 -15 9400 5.35 -0.72 27.59 0| 0 82 0 9600 6.88 -0.82 26.78 0| 0 21 0 9800 8.57 -0.89 25.80 0| 0 62 0 10000 18.28 -1.00 19.17 0| 0 0 0 11000 28.28 -1.00 17.61 0| 0 0 0 12000 48.28 -1.00 22.50 0| 0 0 0 14000 Total 678| 115 21,917 +70 Indicative a-t-m Vol 30.88 Underlying Price 91.720 Time to expiry: 52 Days Oct 10 0.67 -0.09 40.20 0| 0 100 0 7600 1.11 1.10 -0.15 37.53 1.11 1.11 6| 43 61 0 8000 1.78 -0.23 35.05 0| 19 85 +4 8400 2.20 2.25 -0.28 33.81 2.20 1.92 74| 6 132 +6 8600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.83 -0.34 32.67 0| 34 27 +20 8800 3.53 -0.41 31.63 0| 0 55 0 9000 4.40 -0.48 30.76 0| 0 200 0 9200 5.41 -0.56 29.85 0| 0 72 0 9400 6.57 -0.64 28.95 0| 0 40 0 9600 7.90 -0.71 28.17 0| 0 0 0 9800 9.36 -0.78 27.30 0| 0 0 0 10000 18.36 -0.97 25.91 0| 0 0 0 11000 28.28 -1.00 26.00 0| 0 0 0 12000 Total 80| 102 772 +30 Indicative a-t-m Vol 31.68 Underlying Price 91.720 Time to expiry: 87 Days Nov 10 2.06 2.05 -0.20 37.41 2.06 2.06 3| 0 0 0 8000 2.91 -0.27 35.09 0| 15 15 +15 8400 4.14 -0.37 33.38 0| 0 0 0 8800 4.92 -0.42 32.55 0| 0 0 0 9000 5.73 -0.47 31.53 0| 0 0 0 9200 6.73 -0.53 30.77 0| 0 0 0 9400 7.82 -0.59 29.90 0| 0 0 0 9600 10.35 -0.71 28.42 0| 0 0 0 10000 18.67 -0.91 26.84 0| 0 0 0 11000 28.30 -0.99 26.42 0| 0 0 0 12000 Total 3| 15 15 +15 Indicative a-t-m Vol 31.66 Underlying Price 91.720 Time to expiry: 115 Days Dec 10 0.01 0.00 60.00 0| 0 75 0 2400 0.02 0.00 66.88 0| 0 140 0 3200 0.08 -0.01 64.44 0| 0 225 0 4000 0.14 -0.01 61.89 0| 0 513 0 4400 0.22 -0.02 58.97 0| 0 366 0 4800 0.26 -0.02 57.44 0| 0 323 0 5000 0.44 -0.04 52.80 0| 0 861 0 5600 0.61 -0.05 49.77 0| 0 2,987 0 6000 0.83 -0.07 46.87 0| 0 336 0 6400 1.13 -0.10 44.15 0| 0 3,211 0 6800 1.30 -0.11 42.55 0| 60 2,433 -21 7000 1.52 -0.13 41.57 0| 0 2,412 0 7200 2.08 -0.17 39.19 0| 0 4,865 0 7600 2.86 -0.23 37.19 0| 0 8,632 0 8000 3.87 -0.30 35.23 0| 0 4,689 0 8400 4.89 5.20 -0.39 33.35 4.89 4.89 30| 43 4,224 -12 8800 5.99 -0.43 32.40 0| 0 1,915 0 9000 6.87 -0.48 31.55 0| 0 90 0 9200 8.94 -0.59 29.87 0| 0 23 0 9600 11.49 -0.69 28.81 0| 0 83 0 10000 28.86 -0.97 25.23 0| 0 0 0 12000 48.67 -1.00 24.76 0| 0 0 0 14000 68.62 -1.00 25.00 0| 0 0 0 16000 Total 30| 103 38,403 -33 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 31.36 Underlying Price 91.720 Time to expiry: 206 Days Mar 11 1.05 -0.06 48.12 0| 0 241 0 5600 1.62 1.81 -0.11 43.90 1.62 1.62 14| 0 221 0 6400 2.88 -0.17 39.51 0| 0 127 0 7200 3.66 -0.22 37.64 0| 0 123 0 7600 4.61 -0.27 35.75 0| 0 855 0 8000 5.78 -0.33 34.07 0| 13 40 -13 8400 7.23 -0.39 32.62 0| 0 306 0 8800 8.95 -0.47 31.27 0| 0 310 0 9200 11.05 -0.54 30.25 0| 0 23 0 9600 13.39 -0.62 29.08 0| 0 0 0 10000 29.34 -0.91 25.58 0| 0 12 0 12000 48.67 -0.99 24.47 0| 0 20 0 14000 68.57 -1.00 25.50 0| 0 0 0 16000 Total 14| 13 2,278 -13 Indicative a-t-m Vol 31.65 Underlying Price 91.720 Time to expiry: 297 Days Jun 11 0.07 0.00 62.00 0| 0 170 0 2400 0.27 -0.01 59.02 0| 0 465 0 3200 0.58 -0.03 54.36 0| 0 236 0 4000 0.79 -0.04 51.94 0| 0 200 0 4400 1.02 -0.05 49.55 0| 0 62 0 4800 1.67 -0.08 44.89 0| 0 3 0 5600 2.13 -0.11 43.11 0| 0 24 0 6000 2.72 -0.13 41.37 0| 0 27 0 6400 4.14 4.18 -0.20 37.96 4.14 4.14 60| 0 124 0 7200 6.27 -0.29 34.86 0| 0 64 0 8000 7.62 -0.35 33.61 0| 0 11 0 8400 9.21 -0.41 32.28 0| 0 620 0 8800 11.21 -0.47 31.60 0| 0 28 0 9200 13.35 -0.53 30.71 0| 0 10 0 9600 15.59 -0.60 29.46 0| 0 0 0 10000 30.87 -0.87 25.78 0| 0 0 0 12000 49.67 -0.97 24.64 0| 0 0 0 14000 69.33 -0.99 24.50 0| 0 0 0 16000 Total 60| 0 2,044 0 Indicative a-t-m Vol 30.96 Underlying Price 91.720 Time to expiry: 479 Days Dec 11 0.28 -0.01 59.00 0| 0 0 0 2400 0.63 -0.02 54.27 0| 0 50 0 3200 1.21 -0.04 50.45 0| 0 200 0 4000 1.50 -0.06 47.82 0| 0 40 0 4400 1.85 -0.07 45.64 0| 0 50 0 4800 2.86 -0.11 42.09 0| 0 40 0 5600 3.63 -0.14 41.16 0| 0 121 0 6000 4.40 -0.16 39.59 0| 0 750 0 6400 5.57 -0.21 36.87 0| 0 1,250 0 7000 8.57 -0.31 33.86 0| 0 2,000 0 8000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 51 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.48 -0.37 32.54 0| 0 500 0 8500 12.67 -0.43 31.34 0| 0 1,250 0 9000 15.71 -0.51 30.03 0| 0 0 0 9600 18.01 -0.56 29.24 0| 0 0 0 10000 32.26 -0.79 26.00 0| 0 0 0 12000 69.30 -0.98 23.80 0| 0 0 0 16000 Total 0| 0 6,251 0 Indicative a-t-m Vol 31.48 Underlying Price 91.720 Time to expiry: 661 Days Jun 12 2.29 -0.06 50.86 0| 0 0 0 4000 3.25 -0.09 46.30 0| 0 0 0 4800 4.60 -0.14 42.83 0| 0 0 0 5600 5.52 -0.16 41.56 0| 0 0 0 6000 6.54 -0.19 40.46 0| 0 0 0 6400 8.37 -0.25 36.82 0| 0 0 0 7200 11.12 -0.32 34.63 0| 0 0 0 8000 14.19 -0.40 32.07 0| 0 0 0 8800 18.40 -0.49 30.80 0| 0 0 0 9600 34.00 -0.75 26.10 0| 0 0 0 12000 69.65 -0.95 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.12 Underlying Price 91.720 Time to expiry: 850 Days Dec 12 1.14 -0.03 58.28 0| 0 0 0 2400 2.26 -0.05 55.45 0| 0 0 0 3200 3.40 -0.08 51.18 0| 0 0 0 4000 4.67 -0.11 46.98 0| 0 0 0 4800 7.18 -0.17 41.81 0| 0 0 0 6000 10.40 -0.25 37.30 0| 0 0 0 7200 13.29 -0.32 35.20 0| 0 0 0 8000 14.76 -0.35 33.91 0| 0 0 0 8400 16.57 -0.39 33.10 0| 0 0 0 8800 20.28 -0.47 31.00 0| 0 0 0 9600 35.12 -0.71 26.20 0| 0 0 0 12000 69.80 -0.92 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.20 Underlying Price 91.720 Time to expiry: 1032 Days Jun 13 8.84 -0.18 42.24 0| 0 0 0 6000 15.30 -0.32 35.78 0| 0 0 0 8000 18.31 -0.39 33.09 0| 0 0 0 8800 22.06 -0.46 31.17 0| 0 0 0 9600 36.39 -0.68 26.30 0| 0 0 0 12000 70.47 -0.87 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.31 Underlying Price 91.720 Time to expiry: 1214 Days Dec 13 2.18 -0.04 58.00 0| 0 0 0 2400 3.69 -0.06 54.57 0| 0 0 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 52 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.55 -0.09 51.82 0| 0 0 0 4000 7.21 -0.13 47.64 0| 0 0 0 4800 10.19 -0.19 42.62 0| 0 0 0 6000 16.84 -0.31 36.17 0| 0 0 0 8000 37.19 -0.65 26.40 0| 0 0 0 12000 70.74 -0.85 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.35 Underlying Price 91.720 Time to expiry: 1578 Days Dec 14 9.13 -0.13 47.50 0| 0 0 0 4800 12.44 -0.19 42.70 0| 0 0 0 6000 19.08 -0.31 36.19 0| 0 0 0 8000 38.50 -0.61 26.50 0| 0 0 0 12000 70.75 -0.82 25.93 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 865| 348 71,680 +69 Grand Total 2,150| 2,520 124,186 -819 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | LVMH European (MC2) Indicative a-t-m Vol 29.67 Underlying Price 91.720 Time to expiry: 24 Days Sep 10 46.73 1.00 69.54 0| 0 0 0 4500 43.74 1.00 71.62 0| 0 0 0 4800 41.74 1.00 71.94 0| 0 0 0 5000 36.75 1.00 70.09 0| 0 23 0 5500 31.77 0.99 65.77 0| 0 450 0 6000 26.80 0.99 60.15 0| 0 0 0 6500 23.82 0.98 55.00 0| 0 86 0 6800 21.86 0.98 53.98 0| 0 95 0 7000 19.90 0.97 51.92 0| 0 110 0 7200 16.97 0.95 47.75 0| 0 20,000 0 7500 12.12 0.92 39.19 0| 0 2,157 0 8000 8.49 0.84 35.48 0| 0 0 0 8400 7.74 0.80 36.29 0| 0 13,448 0 8500 6.83 0.78 33.98 0| 0 0 0 8600 5.26 0.70 32.19 0| 0 235 0 8800 3.87 0.61 30.75 0| 0 147 0 9000 2.71 0.50 29.49 0| 0 8,707 0 9200 1.78 0.39 28.40 0| 0 150 0 9400 1.34 0.33 27.22 0| 0 830 0 9500 1.09 0.28 27.59 0| 0 0 0 9600 0.62 0.18 26.78 0| 0 0 0 9800 0.31 0.11 25.80 0| 0 34,600 0 10000 0.01 0.00 19.17 0| 0 0 0 11000 0.01 0.00 17.61 0| 0 0 0 12000 0.01 0.00 22.50 0| 0 0 0 14000 Total 0| 0 81,038 0 Indicative a-t-m Vol 31.37 Underlying Price 91.720 Time to expiry: 206 Days Mar 11 66.85 1.00 51.40 0| 0 0 0 2400 58.95 1.00 57.98 0| 0 0 0 3200 51.20 0.98 56.75 0| 0 0 0 4000 47.36 0.98 54.98 0| 0 0 0 4400 43.55 0.97 52.87 0| 0 0 0 4800 41.68 0.96 51.74 0| 0 0 0 5000 37.00 0.94 48.83 0| 0 0 0 5500 32.41 0.92 45.92 0| 0 0 0 6000 27.96 0.89 43.12 0| 0 0 0 6500 23.66 0.85 40.49 0| 0 0 0 7000 19.58 0.80 38.05 0| 0 150 0 7500 15.76 0.73 35.75 0| 0 0 0 8000 12.32 0.66 33.81 0| 0 0 0 8500 10.42 0.61 32.62 0| 0 0 0 8800 9.27 0.57 32.02 0| 0 0 0 9000 8.17 0.53 31.27 0| 0 230 0 9200 6.68 0.47 30.44 0| 0 248 0 9500 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.64 0.38 29.08 0| 0 15 0 10000 1.94 0.21 26.92 0| 0 522 0 11000 0.69 0.09 25.58 0| 0 608 0 12000 0.07 0.01 24.47 0| 0 0 0 14000 0.01 0.00 25.50 0| 0 0 0 16000 Total 0| 0 1,773 0 Indicative a-t-m Vol 32.50 Underlying Price 91.720 Time to expiry: 388 Days Sep 11 66.25 0.98 73.19 0| 0 0 0 2400 58.72 0.97 64.96 0| 0 0 0 3200 51.34 0.95 58.43 0| 0 0 0 4000 47.75 0.94 56.03 0| 0 0 0 4400 44.08 0.93 52.47 0| 0 0 0 4800 42.37 0.92 51.62 0| 0 0 0 5000 37.14 0.89 47.93 0| 0 0 0 5600 33.72 0.87 45.57 0| 0 0 0 6000 30.53 0.84 43.90 0| 0 0 0 6400 25.97 0.79 41.74 0| 0 0 0 7000 18.79 0.70 37.41 0| 0 0 0 8000 12.20 0.57 32.66 0| 0 0 0 9000 9.61 0.50 32.10 0| 0 0 0 9600 7.10 0.43 28.91 0| 0 0 0 10000 2.90 0.22 29.20 0| 0 0 0 12000 0.79 0.08 27.22 0| 0 0 0 14000 0.28 0.03 27.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.52 Underlying Price 91.720 Time to expiry: 570 Days Mar 12 65.52 0.98 60.01 0| 0 0 0 2400 58.24 0.97 55.81 0| 0 0 0 3200 51.30 0.94 53.03 0| 0 0 0 4000 44.43 0.91 48.75 0| 0 0 0 4800 42.81 0.90 47.90 0| 0 0 0 5000 37.80 0.87 44.80 0| 0 0 0 5600 34.59 0.85 42.82 0| 0 0 0 6000 31.61 0.82 41.69 0| 0 0 0 6400 27.42 0.78 39.99 0| 0 0 0 7000 20.36 0.69 35.75 0| 0 0 0 8000 14.19 0.58 32.00 0| 0 177 0 9000 11.11 0.51 30.32 0| 0 0 0 9600 9.20 0.46 28.94 0| 0 0 0 10000 3.27 0.23 25.40 0| 0 177 0 12000 1.15 0.10 24.52 0| 0 0 0 14000 0.53 0.05 25.41 0| 0 0 0 16000 Total 0| 0 354 0 Indicative a-t-m Vol 34.31 Underlying Price 91.720 Time to expiry: 759 Days Sep 12 66.04 0.96 72.66 0| 0 0 0 2400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 55 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 59.11 0.94 63.88 0| 0 0 0 3200 52.30 0.92 57.08 0| 0 0 0 4000 45.55 0.89 51.14 0| 0 0 0 4800 35.93 0.83 44.00 0| 0 0 0 6000 33.75 0.80 44.34 0| 0 0 0 6400 28.37 0.75 41.51 0| 0 0 0 7200 22.50 0.69 36.98 0| 0 0 0 8000 18.91 0.63 34.99 0| 0 0 0 8600 14.48 0.54 33.79 0| 0 0 0 9600 6.57 0.33 30.18 0| 0 0 0 12000 1.64 0.11 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.36 Underlying Price 91.720 Time to expiry: 934 Days Mar 13 66.21 0.96 73.28 0| 0 0 0 2400 58.78 0.94 60.17 0| 0 0 0 3200 51.98 0.92 53.00 0| 0 0 0 4000 46.42 0.88 51.28 0| 0 0 0 4800 37.64 0.82 45.63 0| 0 0 0 6000 23.94 0.69 36.89 0| 0 0 0 8000 19.00 0.62 33.78 0| 0 0 0 8800 15.57 0.55 32.88 0| 0 0 0 9600 7.65 0.35 29.55 0| 0 0 0 12000 2.47 0.15 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.49 Underlying Price 91.720 Time to expiry: 1123 Days Sep 13 65.98 0.95 73.85 0| 0 0 0 2400 59.33 0.93 63.53 0| 0 0 0 3200 53.01 0.90 56.83 0| 0 0 0 4000 46.47 0.87 50.12 0| 0 0 0 4800 38.21 0.82 45.22 0| 0 0 0 6000 24.84 0.69 36.46 0| 0 0 0 8000 8.95 0.38 29.75 0| 0 0 0 12000 3.31 0.18 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.01 Underlying Price 91.720 Time to expiry: 1305 Days Mar 14 59.42 0.93 63.10 0| 0 0 0 3200 53.16 0.90 55.65 0| 0 0 0 4000 46.82 0.87 49.48 0| 0 0 0 4800 38.80 0.81 44.60 0| 0 0 0 6000 25.79 0.69 36.12 0| 0 0 0 8000 9.63 0.39 28.92 0| 0 0 0 12000 4.08 0.20 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.11 Underlying Price 91.720 Time to expiry: 1487 Days Sep 14 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 56 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 52.99 0.90 55.13 0| 0 0 0 4000 46.92 0.87 49.10 0| 0 0 0 4800 39.00 0.81 43.91 0| 0 0 0 6000 26.44 0.69 36.00 0| 0 0 0 8000 10.93 0.42 29.56 0| 0 0 0 12000 4.69 0.22 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.09 Underlying Price 91.720 Time to expiry: 1669 Days Mar 15 47.54 0.87 49.52 0| 0 0 0 4800 39.77 0.81 44.03 0| 0 0 0 6000 27.22 0.70 35.80 0| 0 0 0 8000 12.19 0.44 29.97 0| 0 0 0 12000 5.91 0.26 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 83,165 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | LVMH European (MC2) Indicative a-t-m Vol 29.67 Underlying Price 91.720 Time to expiry: 24 Days Sep 10 0.01 0.00 69.54 0| 0 0 0 4500 0.01 0.00 71.62 0| 0 1,000 0 4800 0.01 0.00 71.94 0| 0 500 0 5000 0.01 0.00 70.09 0| 0 55 0 5500 0.03 -0.01 65.77 0| 0 909 0 6000 0.06 -0.01 60.15 0| 0 802 0 6500 0.08 -0.02 55.00 0| 0 339 0 6800 0.12 -0.02 53.98 0| 0 600 0 7000 0.16 -0.03 51.92 0| 0 1,176 0 7200 0.23 -0.05 47.75 0| 0 11,540 0 7500 0.37 -0.08 39.19 0| 0 671 0 8000 0.75 -0.16 35.48 0| 0 0 0 8400 0.99 -0.20 36.29 0| 0 12,910 0 8500 1.08 -0.22 33.98 0| 0 0 0 8600 1.51 -0.30 32.19 0| 0 0 0 8800 2.13 -0.39 30.75 0| 0 0 0 9000 2.96 -0.50 29.49 0| 0 17 0 9200 4.03 -0.61 28.40 0| 0 0 0 9400 4.59 -0.67 27.22 0| 0 0 0 9500 5.34 -0.72 27.59 0| 0 0 0 9600 6.87 -0.82 26.78 0| 0 0 0 9800 8.56 -0.89 25.80 0| 0 0 0 10000 18.25 -1.00 19.17 0| 0 0 0 11000 28.24 -1.00 17.61 0| 0 0 0 12000 48.24 -1.00 22.50 0| 0 0 0 14000 Total 0| 0 30,519 0 Indicative a-t-m Vol 31.37 Underlying Price 91.720 Time to expiry: 206 Days Mar 11 0.01 0.00 51.40 0| 0 0 0 2400 0.06 0.00 57.98 0| 0 0 0 3200 0.26 -0.02 56.75 0| 0 1,600 0 4000 0.40 -0.02 54.98 0| 0 1,200 0 4400 0.57 -0.03 52.87 0| 0 400 0 4800 0.69 -0.04 51.74 0| 0 0 0 5000 0.99 -0.06 48.83 0| 0 0 0 5500 1.37 -0.08 45.92 0| 0 0 0 6000 1.88 -0.11 43.12 0| 0 7 0 6500 2.56 -0.15 40.49 0| 0 446 0 7000 3.46 -0.20 38.05 0| 0 878 0 7500 4.61 -0.27 35.75 0| 0 15 0 8000 6.14 -0.34 33.81 0| 0 60 0 8500 7.23 -0.39 32.62 0| 0 400 0 8800 8.06 -0.43 32.02 0| 0 553 0 9000 8.95 -0.47 31.27 0| 0 0 0 9200 10.45 -0.53 30.44 0| 0 0 0 9500 13.39 -0.62 29.08 0| 0 0 0 10000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 58 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 20.63 -0.79 26.92 0| 0 1,906 0 11000 29.33 -0.91 25.58 0| 0 0 0 12000 48.60 -0.99 24.47 0| 0 0 0 14000 68.43 -1.00 25.50 0| 0 0 0 16000 Total 0| 0 7,465 0 Indicative a-t-m Vol 32.50 Underlying Price 91.720 Time to expiry: 388 Days Sep 11 0.52 -0.02 73.19 0| 0 0 0 2400 0.89 -0.03 64.96 0| 0 0 0 3200 1.41 -0.05 58.43 0| 0 0 0 4000 1.77 -0.06 56.03 0| 0 0 0 4400 2.05 -0.07 52.47 0| 0 0 0 4800 2.32 -0.08 51.62 0| 0 40 0 5000 3.01 -0.11 47.93 0| 0 0 0 5600 3.54 -0.13 45.57 0| 0 0 0 6000 4.30 -0.16 43.90 0| 0 0 0 6400 5.67 -0.21 41.74 0| 0 0 0 7000 8.36 -0.30 37.41 0| 0 0 0 8000 11.65 -0.43 32.66 0| 0 0 0 9000 14.98 -0.50 32.10 0| 0 0 0 9600 16.43 -0.57 28.91 0| 0 0 0 10000 31.98 -0.78 29.20 0| 0 0 0 12000 49.62 -0.92 27.22 0| 0 0 0 14000 68.86 -0.97 27.50 0| 0 0 0 16000 Total 0| 0 40 0 Indicative a-t-m Vol 31.52 Underlying Price 91.720 Time to expiry: 570 Days Mar 12 0.50 -0.02 60.01 0| 0 0 0 2400 1.06 -0.03 55.81 0| 0 0 0 3200 1.97 -0.06 53.03 0| 0 0 0 4000 2.94 -0.09 48.75 0| 0 0 0 4800 3.28 -0.10 47.90 0| 0 0 0 5000 4.16 -0.13 44.80 0| 0 0 0 5600 4.87 -0.15 42.82 0| 0 0 0 6000 5.81 -0.18 41.69 0| 0 0 0 6400 7.50 -0.22 39.99 0| 0 0 0 7000 10.24 -0.31 35.75 0| 0 0 0 8000 13.88 -0.42 32.00 0| 0 177 0 9000 16.68 -0.49 30.32 0| 0 0 0 9600 18.69 -0.54 28.94 0| 0 0 0 10000 32.37 -0.77 25.40 0| 0 0 0 12000 49.87 -0.90 24.52 0| 0 0 0 14000 68.85 -0.95 25.41 0| 0 0 0 16000 Total 0| 0 177 0 Indicative a-t-m Vol 34.31 Underlying Price 91.720 Time to expiry: 759 Days Sep 12 2.13 -0.04 72.66 0| 0 0 0 2400 2.97 -0.06 63.88 0| 0 0 0 3200 3.93 -0.08 57.08 0| 0 0 0 4000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 59 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.96 -0.11 51.14 0| 0 0 0 4800 7.00 -0.17 44.00 0| 0 0 0 6000 8.71 -0.20 44.34 0| 0 0 0 6400 11.11 -0.25 41.51 0| 0 0 0 7200 13.01 -0.31 36.98 0| 0 0 0 8000 15.25 -0.37 34.99 0| 0 0 0 8600 20.54 -0.46 33.79 0| 0 0 0 9600 35.95 -0.67 30.18 0| 0 0 0 12000 69.89 -0.89 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.36 Underlying Price 91.720 Time to expiry: 934 Days Mar 13 3.08 -0.04 73.28 0| 0 0 0 2400 3.35 -0.06 60.17 0| 0 0 0 3200 4.24 -0.08 53.00 0| 0 0 0 4000 6.38 -0.12 51.28 0| 0 0 0 4800 9.15 -0.18 45.63 0| 0 0 0 6000 14.70 -0.31 36.89 0| 0 0 0 8000 17.46 -0.38 33.78 0| 0 0 0 8800 21.73 -0.45 32.88 0| 0 0 0 9600 36.90 -0.65 29.55 0| 0 0 0 12000 70.21 -0.85 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.49 Underlying Price 91.720 Time to expiry: 1123 Days Sep 13 4.05 -0.05 73.85 0| 0 0 0 2400 5.01 -0.07 63.53 0| 0 0 0 3200 6.30 -0.10 56.83 0| 0 0 0 4000 7.37 -0.13 50.12 0| 0 0 0 4800 10.51 -0.18 45.22 0| 0 0 0 6000 16.17 -0.31 36.46 0| 0 0 0 8000 38.32 -0.62 29.75 0| 0 0 0 12000 70.71 -0.82 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.01 Underlying Price 91.720 Time to expiry: 1305 Days Mar 14 5.79 -0.07 63.10 0| 0 0 0 3200 7.04 -0.10 55.65 0| 0 0 0 4000 8.22 -0.13 49.48 0| 0 0 0 4800 11.47 -0.19 44.60 0| 0 0 0 6000 17.25 -0.31 36.12 0| 0 0 0 8000 38.65 -0.61 28.92 0| 0 0 0 12000 70.67 -0.80 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.11 Underlying Price 91.720 Time to expiry: 1487 Days Sep 14 7.84 -0.10 55.13 0| 0 0 0 4000 9.18 -0.13 49.10 0| 0 0 0 4800 12.38 -0.19 43.91 0| 0 0 0 6000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.35 -0.31 36.00 0| 0 0 0 8000 39.89 -0.58 29.56 0| 0 0 0 12000 70.72 -0.78 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.09 Underlying Price 91.720 Time to expiry: 1669 Days Mar 15 10.23 -0.13 49.52 0| 0 0 0 4800 13.41 -0.19 44.03 0| 0 0 0 6000 19.11 -0.30 35.80 0| 0 0 0 8000 40.60 -0.56 29.97 0| 0 0 0 12000 70.83 -0.74 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 38,201 0 Grand Total 0| 0 121,366 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 61 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lyxor ETF China Enterprise Option (ASI) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 10000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 10500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 11000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 11500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 12000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 12500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 13000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 14000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 15000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 16000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 23.67 Underlying Price 117.210 Time to expiry: 24 Days Sep 10 29.24 1.00 35.00 0| 0 0 0 8800 25.24 1.00 31.19 0| 0 0 0 9200 21.25 1.00 29.79 0| 0 0 0 9600 17.28 0.99 28.19 0| 0 0 0 10000 12.43 0.95 26.67 0| 0 0 0 10500 7.92 0.84 25.34 0| 0 0 0 11000 4.18 0.63 24.08 0| 0 0 0 11500 1.69 0.36 23.16 0| 0 0 0 12000 0.50 0.14 22.48 0| 0 0 0 12500 0.11 0.04 22.39 0| 0 0 0 13000 0.03 0.01 28.61 0| 0 0 0 14000 0.02 0.01 36.86 0| 0 0 0 15000 0.01 0.00 39.49 0| 0 0 0 16000 0.01 0.00 48.00 0| 0 0 0 18000 Total 0| 0 0 0 Indicative a-t-m Vol 26.16 Underlying Price 117.210 Time to expiry: 52 Days Oct 10 25.65 0.95 40.00 0| 0 0 0 9200 21.57 0.95 32.62 0| 0 0 0 9600 17.79 0.92 30.74 0| 0 0 0 10000 13.31 0.86 29.10 0| 0 0 0 10500 9.29 0.75 27.82 0| 0 0 0 11000 5.95 0.60 26.73 0| 0 0 0 11500 3.36 0.43 25.45 0| 0 0 0 12000 1.74 0.27 24.97 0| 0 0 0 12500 0.80 0.15 24.54 0| 0 0 0 13000 0.24 0.05 27.31 0| 0 0 0 14000 0.11 0.02 31.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 26.47 Underlying Price 117.210 Time to expiry: 87 Days Nov 10 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.45 0.90 35.00 0| 0 0 0 9600 18.73 0.87 32.02 0| 0 0 0 10000 10.67 0.71 28.28 0| 0 0 0 11000 7.39 0.59 26.90 0| 0 0 0 11500 4.80 0.46 25.92 0| 0 0 0 12000 2.94 0.33 25.21 0| 0 0 0 12500 1.72 0.22 24.95 0| 0 0 0 13000 0.61 0.09 25.90 0| 0 0 0 14000 0.39 0.06 30.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 26.95 Underlying Price 117.210 Time to expiry: 115 Days Dec 10 38.25 0.94 47.00 0| 0 0 0 8000 30.36 0.93 38.34 0| 0 0 0 8800 23.05 0.87 34.56 0| 0 0 0 9600 19.62 0.83 33.04 0| 0 0 0 10000 11.64 0.69 28.65 0| 0 0 0 11000 5.84 0.47 26.29 0| 0 0 0 12000 2.48 0.26 25.27 0| 0 0 0 13000 0.90 0.12 24.77 0| 0 0 0 14000 0.15 0.02 26.82 0| 0 0 0 16000 0.04 0.01 29.94 0| 0 0 0 18000 0.04 0.01 36.00 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.95 Underlying Price 117.210 Time to expiry: 206 Days Mar 11 38.87 0.93 39.00 0| 0 0 0 8000 31.20 0.90 33.24 0| 0 0 0 8800 24.32 0.84 31.11 0| 0 0 0 9600 21.07 0.80 29.97 0| 0 0 0 10000 14.01 0.67 28.23 0| 0 0 0 11000 8.37 0.50 26.46 0| 0 0 0 12000 4.46 0.34 25.08 0| 0 0 0 13000 2.20 0.20 24.44 0| 0 0 0 14000 0.30 0.04 22.25 0| 0 0 0 16000 0.07 0.01 23.39 0| 0 0 0 18000 0.06 0.01 28.00 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 28.04 Underlying Price 117.210 Time to expiry: 297 Days Jun 11 58.54 0.97 49.00 0| 0 0 0 6000 39.73 0.91 37.90 0| 0 0 0 8000 32.72 0.87 35.16 0| 0 0 0 8800 26.11 0.81 32.76 0| 0 0 0 9600 22.74 0.78 30.67 0| 0 0 0 10000 15.88 0.66 28.81 0| 0 0 0 11000 10.56 0.52 27.74 0| 0 0 0 12000 6.61 0.39 26.78 0| 0 0 0 13000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.74 0.26 25.60 0| 0 0 0 14000 1.23 0.11 25.43 0| 0 0 0 16000 0.35 0.04 25.09 0| 0 0 0 18000 0.15 0.02 26.57 0| 0 0 0 20000 0.05 0.01 30.00 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 28.24 Underlying Price 117.210 Time to expiry: 479 Days Dec 11 58.56 0.96 41.46 0| 0 0 0 6000 39.94 0.90 32.57 0| 0 0 0 8000 13.49 0.54 27.91 0| 0 0 0 12000 2.94 0.18 25.75 0| 0 0 0 16000 0.28 0.02 28.89 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 30.09 Underlying Price 117.210 Time to expiry: 661 Days Jun 12 58.78 0.96 38.80 0| 0 0 0 6000 41.90 0.87 35.20 0| 0 0 0 8000 16.91 0.56 29.71 0| 0 0 0 12000 5.19 0.25 27.24 0| 0 0 0 16000 0.39 0.03 26.04 0| 0 0 0 24000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 64 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lyxor ETF China Enterprise Option (ASI) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 10000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 10500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 11000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 11500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 12000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 12500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 13000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 14000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 15000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 16000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 24.67 Underlying Price 117.210 Time to expiry: 24 Days Sep 10 0.01 0.00 39.82 0| 0 0 0 8800 0.02 -0.01 37.86 0| 0 0 0 9200 0.06 -0.01 35.69 0| 0 0 0 9600 0.14 -0.03 33.92 0| 0 0 0 10000 0.35 -0.08 30.75 0| 0 0 0 10500 0.81 -0.17 27.04 0| 0 0 0 11000 2.05 -0.37 25.05 0| 0 0 0 11500 4.57 -0.63 24.19 0| 0 0 0 12000 8.35 -0.84 23.75 0| 0 0 0 12500 12.91 -0.95 23.35 0| 0 0 0 13000 22.79 -1.00 26.13 0| 0 0 0 14000 32.79 -1.00 32.43 0| 0 0 0 15000 42.79 -1.00 38.72 0| 0 0 0 16000 62.79 -1.00 51.30 0| 0 0 0 18000 Total 0| 0 0 0 Indicative a-t-m Vol 23.29 Underlying Price 117.210 Time to expiry: 52 Days Oct 10 0.12 -0.02 32.50 0| 0 0 0 9200 0.18 -0.03 29.55 0| 0 0 0 9600 0.30 -0.06 27.16 0| 0 0 0 10000 0.68 -0.12 25.47 0| 0 0 0 10500 1.56 -0.23 24.60 0| 0 0 0 11000 3.12 -0.40 23.67 0| 0 0 0 11500 5.61 -0.59 22.80 0| 0 0 0 12000 8.98 -0.77 21.75 0| 0 0 0 12500 13.25 -0.89 21.81 0| 0 0 0 13000 22.84 -0.98 23.48 0| 0 0 0 14000 32.79 -1.00 26.64 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 24.19 Underlying Price 117.210 Time to expiry: 87 Days Nov 10 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.60 -0.07 29.85 0| 0 0 0 9600 0.91 -0.11 28.19 0| 0 0 0 10000 2.77 -0.28 25.70 0| 0 0 0 11000 4.46 -0.41 24.50 0| 0 0 0 11500 6.91 -0.55 23.79 0| 0 0 0 12000 10.08 -0.69 23.00 0| 0 0 0 12500 13.92 -0.81 22.44 0| 0 0 0 13000 23.01 -0.94 22.86 0| 0 0 0 14000 32.81 -0.99 24.03 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 25.14 Underlying Price 117.210 Time to expiry: 115 Days Dec 10 0.30 -0.03 38.09 0| 0 0 0 8000 0.45 -0.05 32.52 0| 0 0 0 8800 1.02 -0.10 30.09 0| 0 0 0 9600 1.51 -0.14 29.01 0| 0 0 0 10000 3.68 -0.30 26.58 0| 0 0 0 11000 7.88 -0.53 24.58 0| 0 0 0 12000 14.48 -0.77 22.94 0| 0 0 0 13000 23.16 -0.92 22.36 0| 0 0 0 14000 42.79 -1.00 24.41 0| 0 0 0 16000 62.79 -1.00 26.23 0| 0 0 0 18000 82.79 -1.00 32.53 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.37 Underlying Price 117.210 Time to expiry: 206 Days Mar 11 0.74 -0.05 34.39 0| 0 0 0 8000 1.53 -0.10 33.28 0| 0 0 0 8800 2.60 -0.16 31.07 0| 0 0 0 9600 3.35 -0.20 30.01 0| 0 0 0 10000 6.03 -0.33 27.58 0| 0 0 0 11000 10.38 -0.50 25.90 0| 0 0 0 12000 16.49 -0.68 24.58 0| 0 0 0 13000 24.25 -0.82 23.68 0| 0 0 0 14000 42.80 -0.99 22.04 0| 0 0 0 16000 62.79 -1.00 19.86 0| 0 0 0 18000 82.79 -1.00 21.83 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.65 Underlying Price 117.210 Time to expiry: 297 Days Jun 11 0.49 -0.03 41.64 0| 0 0 0 6000 1.77 -0.09 35.04 0| 0 0 0 8000 2.80 -0.14 32.88 0| 0 0 0 8800 4.33 -0.21 31.03 0| 0 0 0 9600 5.31 -0.25 30.10 0| 0 0 0 10000 8.55 -0.37 28.14 0| 0 0 0 11000 13.00 -0.51 26.08 0| 0 0 0 12000 19.22 -0.65 25.06 0| 0 0 0 13000 26.66 -0.77 24.13 0| 0 0 0 14000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 44.36 -0.92 23.79 0| 0 0 0 16000 63.56 -0.97 23.84 0| 0 0 0 18000 83.22 -0.99 24.39 0| 0 0 0 20000 122.81 -1.00 26.22 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 27.82 Underlying Price 117.210 Time to expiry: 479 Days Dec 11 1.04 -0.04 38.61 0| 0 0 0 6000 2.93 -0.12 32.87 0| 0 0 0 8000 16.31 -0.48 27.44 0| 0 0 0 12000 45.64 -0.84 25.00 0| 0 0 0 16000 122.86 -0.98 30.29 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 28.07 Underlying Price 117.210 Time to expiry: 661 Days Jun 12 1.98 -0.06 38.30 0| 0 0 0 6000 5.00 -0.15 33.74 0| 0 0 0 8000 19.32 -0.47 27.65 0| 0 0 0 12000 47.93 -0.78 26.14 0| 0 0 0 16000 122.93 -0.96 29.12 0| 0 0 0 24000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lyxor ETF DJ Stoxx 600 Banks Option (BNK) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1850 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1950 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2050 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2150 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2350 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 32.78 Underlying Price 21.465 Time to expiry: 24 Days Sep 10 9.47 1.00 56.00 0| 0 0 0 1200 7.47 1.00 53.61 0| 0 0 0 1400 5.47 1.00 47.42 0| 0 0 0 1600 4.48 0.99 44.02 0| 0 0 0 1700 3.50 0.97 40.70 0| 0 0 0 1800 2.55 0.92 37.61 0| 0 0 0 1900 2.09 0.87 36.17 0| 0 0 0 1950 1.67 0.81 34.82 0| 0 0 0 2000 1.29 0.72 34.47 0| 0 0 0 2050 0.97 0.62 34.33 0| 0 0 0 2100 0.67 0.51 32.68 0| 0 0 0 2150 0.45 0.39 32.38 0| 0 0 0 2200 0.28 0.28 31.40 0| 0 0 0 2250 0.16 0.19 30.29 0| 0 0 0 2300 0.07 0.10 28.66 0| 0 0 0 2350 0.03 0.06 28.17 0| 0 0 0 2400 0.01 0.01 30.43 0| 0 0 0 2600 0.01 0.00 32.41 0| 0 0 0 2800 0.01 0.00 31.07 0| 0 0 0 3000 0.01 0.00 35.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.85 Underlying Price 21.465 Time to expiry: 52 Days Oct 10 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.52 0.96 48.00 0| 0 0 0 1700 3.58 0.91 44.63 0| 0 0 0 1800 2.70 0.84 41.89 0| 0 0 0 1900 1.89 0.73 38.95 0| 0 0 0 2000 1.54 0.66 37.74 0| 0 0 0 2050 1.22 0.58 36.28 0| 0 0 0 2100 0.96 0.50 35.82 0| 0 0 0 2150 0.75 0.42 35.42 0| 0 0 0 2200 0.56 0.34 34.58 0| 0 0 0 2250 0.36 0.26 32.08 0| 0 0 0 2300 0.24 0.19 30.91 0| 0 0 0 2350 0.17 0.15 31.23 0| 0 0 0 2400 0.02 0.02 27.36 0| 0 0 0 2600 0.01 0.00 28.40 0| 0 0 0 2800 0.01 0.00 30.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 35.86 Underlying Price 21.465 Time to expiry: 87 Days Nov 10 3.72 0.85 44.14 0| 0 0 0 1800 2.89 0.77 41.55 0| 0 0 0 1900 2.15 0.67 38.97 0| 0 0 0 2000 1.57 0.55 37.88 0| 0 0 0 2100 1.26 0.49 35.73 0| 0 0 0 2150 1.03 0.43 35.01 0| 0 0 0 2200 0.80 0.37 33.61 0| 0 0 0 2250 0.62 0.31 32.48 0| 0 0 0 2300 0.35 0.21 30.59 0| 0 0 0 2400 0.08 0.07 28.01 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 36.18 Underlying Price 21.465 Time to expiry: 115 Days Dec 10 9.47 1.00 57.00 0| 0 0 0 1200 7.50 0.98 54.16 0| 0 0 0 1400 5.58 0.93 48.93 0| 0 0 0 1600 3.84 0.81 43.75 0| 0 0 0 1800 3.05 0.73 41.27 0| 0 0 0 1900 2.35 0.64 38.98 0| 0 0 0 2000 1.78 0.55 37.52 0| 0 0 0 2100 1.23 0.45 34.68 0| 0 0 0 2200 0.82 0.35 32.80 0| 0 0 0 2300 0.50 0.25 30.78 0| 0 0 0 2400 0.03 0.03 25.83 0| 0 0 0 2800 0.03 0.02 34.56 0| 0 0 0 3200 0.01 0.00 34.68 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 36.27 Underlying Price 21.465 Time to expiry: 206 Days Mar 11 9.48 0.99 53.00 0| 0 0 0 1200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.59 0.94 50.40 0| 0 0 0 1400 5.87 0.85 46.96 0| 0 0 0 1600 4.33 0.74 43.15 0| 0 0 0 1800 3.63 0.69 41.12 0| 0 0 0 1900 2.96 0.63 38.97 0| 0 0 0 2000 2.37 0.56 37.22 0| 0 0 0 2100 1.83 0.49 35.20 0| 0 0 0 2200 1.36 0.41 33.35 0| 0 0 0 2300 0.97 0.33 31.52 0| 0 0 0 2400 0.19 0.10 27.56 0| 0 0 0 2800 0.04 0.03 26.98 0| 0 0 0 3200 0.02 0.01 30.02 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 35.14 Underlying Price 21.465 Time to expiry: 297 Days Jun 11 9.52 0.97 50.00 0| 0 0 0 1200 7.76 0.89 47.71 0| 0 0 0 1400 6.12 0.82 43.80 0| 0 0 0 1600 4.63 0.73 40.26 0| 0 0 0 1800 3.96 0.69 38.71 0| 0 0 0 1900 3.31 0.63 36.85 0| 0 0 0 2000 2.78 0.57 36.11 0| 0 0 0 2100 2.22 0.51 34.05 0| 0 0 0 2200 1.78 0.45 32.91 0| 0 0 0 2300 1.30 0.38 30.57 0| 0 0 0 2400 0.39 0.16 27.50 0| 0 0 0 2800 0.06 0.03 23.91 0| 0 0 0 3200 0.02 0.01 25.00 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 35.63 Underlying Price 21.465 Time to expiry: 479 Days Dec 11 9.79 0.91 52.81 0| 0 0 0 1200 6.69 0.80 45.69 0| 0 0 0 1600 5.28 0.72 42.07 0| 0 0 0 1800 3.90 0.64 37.60 0| 0 0 0 2000 2.82 0.54 34.92 0| 0 0 0 2200 1.94 0.43 32.60 0| 0 0 0 2400 0.27 0.10 26.67 0| 0 0 0 3200 0.02 0.01 23.42 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.12 Underlying Price 21.465 Time to expiry: 661 Days Jun 12 9.88 0.90 48.05 0| 0 0 0 1200 6.90 0.79 42.25 0| 0 0 0 1600 4.36 0.64 36.68 0| 0 0 0 2000 3.34 0.55 34.56 0| 0 0 0 2200 2.38 0.46 31.82 0| 0 0 0 2400 0.52 0.16 26.87 0| 0 0 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.07 0.03 23.63 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 71 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lyxor ETF DJ Stoxx 600 Banks Option (BNK) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1850 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1950 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2050 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2150 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2350 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 35.03 Underlying Price 21.465 Time to expiry: 24 Days Sep 10 0.01 0.00 59.36 0| 0 0 0 1200 0.01 0.00 56.55 0| 0 0 0 1400 0.02 -0.02 51.76 0| 0 0 0 1600 0.06 -0.05 49.94 0| 0 0 0 1700 0.12 -0.10 46.91 0| 0 0 0 1800 0.25 -0.18 43.93 0| 0 0 0 1900 0.35 -0.24 42.55 0| 0 0 0 1950 0.48 -0.31 41.20 0| 0 0 0 2000 0.62 -0.39 38.54 0| 0 0 0 2050 0.80 -0.49 35.75 0| 0 0 0 2100 1.07 -0.59 34.99 0| 0 0 0 2150 1.38 -0.69 33.64 0| 0 0 0 2200 1.74 -0.78 32.78 0| 0 0 0 2250 2.15 -0.86 31.60 0| 0 0 0 2300 2.58 -0.92 29.62 0| 0 0 0 2350 3.05 -0.97 27.90 0| 0 0 0 2400 5.03 -1.00 25.48 0| 0 0 0 2600 7.03 -1.00 26.22 0| 0 0 0 2800 9.03 -1.00 26.92 0| 0 0 0 3000 11.03 -1.00 30.23 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 36.08 Underlying Price 21.465 Time to expiry: 52 Days Oct 10 0.24 -0.11 49.89 0| 0 0 0 1700 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 72 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.37 -0.17 46.80 0| 0 0 0 1800 0.57 -0.25 44.06 0| 0 0 0 1900 0.85 -0.35 41.12 0| 0 0 0 2000 0.98 -0.41 38.34 0| 0 0 0 2050 1.20 -0.47 37.46 0| 0 0 0 2100 1.44 -0.54 35.99 0| 0 0 0 2150 1.73 -0.61 35.32 0| 0 0 0 2200 2.05 -0.68 34.19 0| 0 0 0 2250 2.40 -0.75 33.07 0| 0 0 0 2300 2.74 -0.82 30.28 0| 0 0 0 2350 3.19 -0.86 31.05 0| 0 0 0 2400 5.04 -0.98 28.17 0| 0 0 0 2600 7.03 -0.99 31.58 0| 0 0 0 2800 9.03 -1.00 33.81 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 36.46 Underlying Price 21.465 Time to expiry: 87 Days Nov 10 0.63 -0.21 45.38 0| 0 0 0 1800 0.86 -0.28 42.87 0| 0 0 0 1900 1.16 -0.36 40.12 0| 0 0 0 2000 1.54 -0.46 37.61 0| 0 0 0 2100 1.78 -0.52 36.39 0| 0 0 0 2150 2.03 -0.57 35.03 0| 0 0 0 2200 2.32 -0.63 33.94 0| 0 0 0 2250 2.64 -0.69 32.95 0| 0 0 0 2300 3.34 -0.80 30.29 0| 0 0 0 2400 5.07 -0.95 25.77 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 35.93 Underlying Price 21.465 Time to expiry: 115 Days Dec 10 0.08 -0.03 56.84 0| 0 0 0 1200 0.21 -0.07 53.49 0| 0 0 0 1400 0.42 -0.13 48.77 0| 0 0 0 1600 0.78 -0.23 44.24 0| 0 0 0 1800 1.04 -0.29 41.91 0| 0 0 0 1900 1.34 -0.37 39.32 0| 0 0 0 2000 1.73 -0.46 36.93 0| 0 0 0 2100 2.22 -0.55 34.80 0| 0 0 0 2200 2.80 -0.66 32.86 0| 0 0 0 2300 3.44 -0.77 29.68 0| 0 0 0 2400 7.05 -0.97 28.35 0| 0 0 0 2800 11.03 -0.99 32.95 0| 0 0 0 3200 15.02 -1.00 33.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 36.35 Underlying Price 21.465 Time to expiry: 206 Days Mar 11 0.24 -0.06 53.86 0| 0 0 0 1200 0.50 -0.11 51.87 0| 0 0 0 1400 0.82 -0.17 47.49 0| 0 0 0 1600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.27 -0.26 43.14 0| 0 0 0 1800 1.54 -0.31 40.71 0| 0 0 0 1900 1.87 -0.37 38.64 0| 0 0 0 2000 2.30 -0.44 37.29 0| 0 0 0 2100 2.76 -0.51 35.30 0| 0 0 0 2200 3.29 -0.59 33.41 0| 0 0 0 2300 3.91 -0.67 31.65 0| 0 0 0 2400 7.17 -0.90 28.61 0| 0 0 0 2800 11.03 -0.99 28.08 0| 0 0 0 3200 15.02 -1.00 31.72 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 34.67 Underlying Price 21.465 Time to expiry: 297 Days Jun 11 0.39 -0.07 51.71 0| 0 0 0 1200 0.69 -0.12 48.50 0| 0 0 0 1400 1.08 -0.19 45.14 0| 0 0 0 1600 1.56 -0.27 41.05 0| 0 0 0 1800 1.86 -0.32 39.12 0| 0 0 0 1900 2.21 -0.37 37.35 0| 0 0 0 2000 2.62 -0.43 35.79 0| 0 0 0 2100 3.03 -0.50 33.40 0| 0 0 0 2200 3.57 -0.56 32.09 0| 0 0 0 2300 4.17 -0.63 30.72 0| 0 0 0 2400 7.20 -0.88 25.83 0| 0 0 0 2800 11.03 -0.98 26.28 0| 0 0 0 3200 15.02 -0.99 30.00 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 34.40 Underlying Price 21.465 Time to expiry: 479 Days Dec 11 0.87 -0.11 51.65 0| 0 0 0 1200 1.75 -0.22 44.13 0| 0 0 0 1600 2.27 -0.30 39.68 0| 0 0 0 1800 3.03 -0.39 36.75 0| 0 0 0 2000 3.90 -0.49 33.55 0| 0 0 0 2200 5.10 -0.59 31.88 0| 0 0 0 2400 11.44 -0.91 26.05 0| 0 0 0 3200 19.11 -0.99 22.09 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 34.00 Underlying Price 21.465 Time to expiry: 661 Days Jun 12 1.08 -0.12 48.49 0| 0 0 0 1200 2.10 -0.23 42.41 0| 0 0 0 1600 3.43 -0.38 35.75 0| 0 0 0 2000 4.36 -0.46 33.37 0| 0 0 0 2200 5.48 -0.56 31.52 0| 0 0 0 2400 11.64 -0.85 27.39 0| 0 0 0 3200 19.13 -0.97 25.35 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Grand Total 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 75 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lyxor ETF DJ Stoxx 600 Basic Resources Option (BRE) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6800 Total N/A | N/A N/A 0 Indicative a-t-m Vol 34.74 Underlying Price 47.920 Time to expiry: 24 Days Sep 10 15.93 1.00 44.41 0| 0 0 0 3200 11.93 1.00 41.62 0| 0 0 0 3600 9.94 0.99 40.32 0| 0 0 0 3800 7.98 0.97 39.06 0| 0 0 0 4000 6.08 0.93 37.86 0| 0 0 0 4200 4.32 0.84 36.72 0| 0 0 0 4400 3.52 0.77 36.18 0| 0 0 0 4500 2.80 0.69 35.67 0| 0 0 0 4600 2.16 0.61 35.17 0| 0 0 0 4700 1.62 0.51 34.70 0| 0 0 0 4800 1.17 0.41 34.26 0| 0 0 0 4900 0.80 0.32 33.70 0| 0 0 0 5000 0.34 0.17 32.79 0| 0 6 0 5200 0.12 0.07 32.23 0| 0 0 0 5400 0.04 0.03 32.24 0| 0 0 0 5600 0.02 0.01 39.21 0| 0 0 0 6000 0.01 0.00 33.01 0| 0 0 0 6400 0.01 0.00 33.87 0| 0 0 0 6800 0.01 0.00 34.92 0| 0 0 0 7200 0.01 0.00 38.32 0| 0 0 0 8000 Total 0| 0 6 0 Indicative a-t-m Vol 39.45 Underlying Price 47.920 Time to expiry: 52 Days Oct 10 8.27 0.90 46.03 0| 0 0 0 4000 6.57 0.83 44.50 0| 0 0 0 4200 5.00 0.74 42.49 0| 0 0 0 4400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.29 0.68 41.55 0| 0 0 0 4500 3.63 0.63 40.66 0| 0 0 0 4600 3.04 0.57 39.96 0| 0 0 0 4700 2.54 0.50 39.41 0| 0 0 0 4800 2.08 0.44 38.83 0| 0 0 0 4900 1.67 0.38 38.20 0| 0 0 0 5000 1.05 0.28 37.08 0| 0 0 0 5200 0.61 0.18 36.06 0| 0 0 0 5400 0.31 0.11 34.49 0| 0 0 0 5600 0.10 0.04 34.90 0| 0 0 0 6000 0.03 0.01 35.69 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 39.92 Underlying Price 47.920 Time to expiry: 87 Days Nov 10 7.13 0.76 44.31 0| 0 0 0 4200 5.72 0.68 42.80 0| 0 0 0 4400 4.48 0.60 41.43 0| 0 0 0 4600 3.38 0.51 39.85 0| 0 0 0 4800 2.94 0.47 39.68 0| 0 0 0 4900 2.52 0.42 39.02 0| 0 0 0 5000 1.73 0.33 37.08 0| 0 0 0 5200 0.72 0.18 34.52 0| 0 0 0 5600 0.30 0.09 33.70 0| 0 0 0 6000 0.09 0.03 32.21 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 39.02 Underlying Price 47.920 Time to expiry: 115 Days Dec 10 16.00 0.98 49.00 0| 0 0 0 3200 12.27 0.91 46.25 0| 0 0 0 3600 8.95 0.80 43.88 0| 0 0 0 4000 7.47 0.74 42.68 0| 0 0 0 4200 6.14 0.67 41.58 0| 0 0 0 4400 4.96 0.60 40.58 0| 0 0 0 4600 3.85 0.52 38.96 0| 0 0 0 4800 2.14 0.36 36.27 0| 0 0 0 5200 1.09 0.22 34.71 0| 0 0 0 5600 0.21 0.06 32.54 0| 0 0 0 6400 0.04 0.01 32.31 0| 0 0 0 7200 0.01 0.00 34.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.77 Underlying Price 47.920 Time to expiry: 206 Days Mar 11 16.58 0.90 51.15 0| 0 0 0 3200 13.30 0.83 48.06 0| 0 0 0 3600 10.41 0.75 45.93 0| 0 0 0 4000 9.10 0.70 45.01 0| 0 0 0 4200 7.81 0.65 43.61 0| 0 0 0 4400 6.63 0.60 42.09 0| 0 0 0 4600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.53 0.55 40.71 0| 0 0 0 4800 3.71 0.43 38.33 0| 0 0 0 5200 2.33 0.32 36.25 0| 0 0 0 5600 0.84 0.15 34.15 0| 0 0 0 6400 0.28 0.06 33.14 0| 0 0 0 7200 0.08 0.02 32.15 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.66 Underlying Price 47.920 Time to expiry: 297 Days Jun 11 17.21 0.87 49.02 0| 0 0 0 3200 14.23 0.81 47.57 0| 0 0 0 3600 11.50 0.74 45.75 0| 0 0 0 4000 10.26 0.70 44.74 0| 0 0 0 4200 9.11 0.66 44.09 0| 0 0 0 4400 7.94 0.61 42.64 0| 0 0 0 4600 6.90 0.57 41.62 0| 0 0 0 4800 5.01 0.47 39.22 0| 0 0 0 5200 3.50 0.38 37.21 0| 0 0 0 5600 2.49 0.30 36.53 0| 0 0 0 6000 1.74 0.23 35.87 0| 0 0 0 6400 0.73 0.12 34.00 0| 0 0 0 7200 0.42 0.07 35.32 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 42.34 Underlying Price 47.920 Time to expiry: 479 Days Dec 11 18.56 0.84 50.99 0| 0 0 0 3200 13.23 0.73 46.69 0| 0 0 0 4000 10.80 0.66 44.16 0| 0 0 0 4400 8.72 0.59 42.30 0| 0 0 0 4800 5.37 0.44 39.08 0| 0 0 0 5600 4.15 0.37 37.95 0| 0 0 0 6000 1.01 0.13 34.53 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.99 Underlying Price 47.920 Time to expiry: 661 Days Jun 12 19.18 0.83 47.48 0| 0 0 0 3200 14.19 0.73 44.19 0| 0 0 0 4000 11.91 0.67 42.14 0| 0 0 0 4400 10.00 0.61 40.97 0| 0 0 0 4800 6.69 0.48 38.21 0| 0 0 0 5600 5.42 0.42 37.13 0| 0 0 0 6000 1.80 0.19 34.36 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 6 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 78 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lyxor ETF DJ Stoxx 600 Basic Resources Option (BRE) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6800 Total N/A | N/A N/A 0 Indicative a-t-m Vol 36.63 Underlying Price 47.920 Time to expiry: 24 Days Sep 10 0.01 0.00 52.23 0| 0 0 0 3200 0.03 -0.02 49.59 0| 0 0 0 3600 0.09 -0.04 48.16 0| 0 0 0 3800 0.21 -0.08 46.72 0| 0 0 0 4000 0.44 -0.15 45.31 0| 0 0 0 4200 0.77 -0.24 41.70 0| 0 0 0 4400 1.01 -0.30 39.84 0| 0 0 0 4500 1.34 -0.38 38.77 0| 0 0 0 4600 1.74 -0.46 37.61 0| 0 0 0 4700 2.22 -0.55 36.55 0| 0 0 0 4800 2.81 -0.64 35.68 0| 0 0 0 4900 3.49 -0.72 35.01 0| 0 0 0 5000 5.04 -0.86 32.43 0| 0 0 0 5200 6.89 -0.93 33.95 0| 0 0 0 5400 8.81 -0.97 33.37 0| 0 0 0 5600 12.77 -1.00 32.31 0| 0 0 0 6000 16.76 -1.00 31.93 0| 0 0 0 6400 20.76 -1.00 34.29 0| 0 0 0 6800 24.76 -1.00 34.39 0| 0 0 0 7200 32.76 -1.00 34.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.41 Underlying Price 47.920 Time to expiry: 52 Days Oct 10 0.71 -0.15 46.32 0| 0 0 0 4000 1.04 -0.21 43.58 0| 0 0 0 4200 1.52 -0.30 41.25 0| 0 0 0 4400 1.86 -0.35 40.51 0| 0 0 0 4500 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 79 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.24 -0.40 39.82 0| 0 0 0 4600 2.68 -0.46 39.16 0| 0 0 0 4700 3.17 -0.51 38.35 0| 0 0 0 4800 3.70 -0.57 37.37 0| 0 0 0 4900 4.29 -0.63 36.65 0| 0 0 0 5000 5.66 -0.74 34.98 0| 0 0 0 5200 7.26 -0.83 33.99 0| 0 0 0 5400 9.02 -0.90 33.16 0| 0 0 0 5600 12.81 -0.97 31.95 0| 0 0 0 6000 16.77 -0.99 31.19 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 38.34 Underlying Price 47.920 Time to expiry: 87 Days Nov 10 1.55 -0.25 41.33 0| 0 0 0 4200 2.13 -0.32 39.61 0| 0 0 0 4400 2.98 -0.41 39.37 0| 0 0 0 4600 3.94 -0.49 38.30 0| 0 0 0 4800 4.41 -0.54 37.19 0| 0 0 0 4900 4.98 -0.59 36.37 0| 0 0 0 5000 6.19 -0.69 34.20 0| 0 0 0 5200 9.30 -0.84 32.23 0| 0 0 0 5600 12.91 -0.94 30.52 0| 0 0 0 6000 16.79 -0.98 30.24 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 38.74 Underlying Price 47.920 Time to expiry: 115 Days Dec 10 0.45 -0.07 51.13 0| 0 0 0 3200 0.81 -0.12 46.32 0| 0 0 0 3600 1.55 -0.21 43.39 0| 0 0 0 4000 2.10 -0.27 42.33 0| 0 0 0 4200 2.75 -0.33 41.11 0| 0 0 0 4400 3.34 -0.40 37.86 0| 0 0 0 4600 4.49 -0.48 38.78 0| 0 0 0 4800 6.77 -0.64 36.01 0| 0 0 0 5200 9.66 -0.79 33.57 0| 0 0 0 5600 16.87 -0.95 31.56 0| 0 0 0 6400 24.78 -0.99 35.23 0| 0 0 0 7200 32.76 -0.99 41.39 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.17 Underlying Price 47.920 Time to expiry: 206 Days Mar 11 0.91 -0.10 46.90 0| 0 0 0 3200 1.61 -0.16 45.04 0| 0 0 0 3600 2.64 -0.24 42.91 0| 0 0 0 4000 3.25 -0.29 41.71 0| 0 0 0 4200 3.99 -0.34 40.68 0| 0 0 0 4400 4.85 -0.40 39.70 0| 0 0 0 4600 5.71 -0.46 38.11 0| 0 0 0 4800 7.87 -0.58 35.69 0| 0 0 0 5200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 80 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.52 -0.71 33.47 0| 0 0 0 5600 17.26 -0.88 32.31 0| 0 0 0 6400 24.87 -0.95 33.00 0| 0 0 0 7200 32.77 -0.98 34.52 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.49 Underlying Price 47.920 Time to expiry: 297 Days Jun 11 1.56 -0.13 47.30 0| 0 0 0 3200 2.52 -0.19 45.89 0| 0 0 0 3600 3.71 -0.26 44.07 0| 0 0 0 4000 4.44 -0.30 43.06 0| 0 0 0 4200 5.24 -0.35 42.28 0| 0 0 0 4400 6.11 -0.39 41.22 0| 0 0 0 4600 7.10 -0.44 40.46 0| 0 0 0 4800 9.27 -0.53 38.56 0| 0 0 0 5200 11.76 -0.63 36.59 0| 0 0 0 5600 14.84 -0.71 36.45 0| 0 0 0 6000 18.07 -0.79 35.60 0| 0 0 0 6400 25.12 -0.91 33.63 0| 0 0 0 7200 32.86 -0.96 34.62 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.36 Underlying Price 47.920 Time to expiry: 479 Days Dec 11 2.66 -0.16 45.95 0| 0 0 0 3200 5.43 -0.28 43.80 0| 0 0 0 4000 6.85 -0.35 40.86 0| 0 0 0 4400 8.79 -0.43 39.33 0| 0 0 0 4800 13.49 -0.58 36.63 0| 0 0 0 5600 16.27 -0.65 35.60 0| 0 0 0 6000 33.12 -0.91 31.52 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.97 Underlying Price 47.920 Time to expiry: 661 Days Jun 12 3.71 -0.17 46.52 0| 0 0 0 3200 6.65 -0.28 43.65 0| 0 0 0 4000 8.45 -0.34 42.31 0| 0 0 0 4400 10.44 -0.40 40.94 0| 0 0 0 4800 15.07 -0.53 38.38 0| 0 0 0 5600 17.84 -0.59 37.68 0| 0 0 0 6000 34.02 -0.82 35.08 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 6 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 81 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lyxor ETF DJ Stoxx 600 Oil & Gas Option (LOG) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 Total N/A | N/A N/A 0 Indicative a-t-m Vol 21.25 Underlying Price 30.015 Time to expiry: 24 Days Sep 10 10.02 1.00 34.03 0| 0 0 0 2000 8.02 1.00 31.58 0| 0 0 0 2200 7.02 1.00 30.18 0| 0 0 0 2300 6.02 1.00 28.49 0| 0 0 0 2400 4.03 0.99 25.73 0| 0 0 0 2600 3.04 0.97 24.29 0| 0 0 0 2700 2.10 0.91 23.01 0| 0 0 0 2800 1.25 0.76 21.80 0| 0 0 0 2900 0.61 0.52 21.25 0| 0 0 0 3000 0.25 0.27 21.58 0| 0 0 0 3100 0.07 0.10 20.66 0| 0 0 0 3200 0.03 0.05 23.20 0| 0 0 0 3300 0.01 0.01 22.22 0| 0 0 0 3400 0.01 0.00 18.31 0| 0 0 0 3600 0.01 0.00 18.55 0| 0 0 0 3800 0.01 0.00 18.34 0| 0 0 0 4000 0.01 0.00 17.82 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 22.48 Underlying Price 30.015 Time to expiry: 52 Days Oct 10 6.02 1.00 29.12 0| 0 0 0 2400 4.03 0.99 25.91 0| 0 0 0 2600 2.12 0.89 23.11 0| 0 0 0 2800 1.31 0.73 22.26 0| 0 0 0 2900 0.72 0.50 22.49 0| 0 0 0 3000 0.34 0.29 22.01 0| 0 0 0 3100 0.14 0.14 21.61 0| 0 0 0 3200 0.05 0.06 21.25 0| 0 0 0 3300 0.02 0.02 20.90 0| 0 0 0 3400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 82 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.01 23.43 0| 0 0 0 3600 0.01 0.00 24.40 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.21 Underlying Price 30.015 Time to expiry: 87 Days Nov 10 6.03 1.00 31.31 0| 0 0 0 2400 4.06 0.96 27.98 0| 0 0 0 2600 2.24 0.82 25.15 0| 0 0 0 2800 1.49 0.66 24.03 0| 0 0 0 2900 0.92 0.48 23.21 0| 0 0 0 3000 0.55 0.32 22.96 0| 0 0 0 3100 0.30 0.19 22.29 0| 0 0 0 3200 0.08 0.06 21.59 0| 0 0 0 3400 0.02 0.02 20.95 0| 0 0 0 3600 0.01 0.00 20.77 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.74 Underlying Price 30.015 Time to expiry: 115 Days Dec 10 10.02 1.00 39.92 0| 0 0 0 2000 8.03 1.00 35.96 0| 0 0 0 2200 6.04 0.99 33.06 0| 0 0 0 2400 4.10 0.93 29.63 0| 0 0 0 2600 2.37 0.75 26.79 0| 0 0 0 2800 1.09 0.46 23.75 0| 0 0 0 3000 0.44 0.22 22.45 0| 0 0 0 3200 0.16 0.10 21.92 0| 0 0 0 3400 0.05 0.03 21.18 0| 0 0 0 3600 0.01 0.01 22.57 0| 0 0 0 4000 0.01 0.00 25.40 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 23.55 Underlying Price 30.015 Time to expiry: 206 Days Mar 11 10.03 1.00 38.50 0| 0 0 0 2000 8.03 0.99 34.58 0| 0 0 0 2200 6.07 0.96 31.26 0| 0 0 0 2400 4.24 0.85 28.25 0| 0 0 0 2600 2.70 0.65 25.71 0| 0 0 0 2800 1.56 0.45 23.56 0| 0 0 0 3000 0.83 0.30 22.14 0| 0 0 0 3200 0.40 0.17 21.20 0| 0 0 0 3400 0.17 0.09 20.61 0| 0 0 0 3600 0.02 0.01 19.24 0| 0 0 0 4000 0.01 0.01 22.87 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 24.37 Underlying Price 30.015 Time to expiry: 297 Days Jun 11 10.03 0.99 38.60 0| 0 0 0 2000 8.07 0.96 34.95 0| 0 0 0 2200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 83 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.20 0.88 31.26 0| 0 0 0 2400 4.56 0.74 28.75 0| 0 0 0 2600 3.18 0.61 26.24 0| 0 0 0 2800 2.08 0.48 24.39 0| 0 0 0 3000 1.21 0.35 22.28 0| 0 0 0 3200 0.66 0.23 21.05 0| 0 0 0 3400 0.32 0.13 19.88 0| 0 0 0 3600 0.07 0.04 19.33 0| 0 0 0 4000 0.02 0.01 20.05 0| 0 0 0 4400 0.01 0.01 21.63 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 24.15 Underlying Price 30.015 Time to expiry: 479 Days Dec 11 10.05 0.98 37.55 0| 0 0 0 2000 6.45 0.81 31.50 0| 0 0 0 2400 3.49 0.61 25.50 0| 0 0 0 2800 1.60 0.39 22.83 0| 0 0 0 3200 0.16 0.07 19.30 0| 0 0 0 4000 0.03 0.01 20.73 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.49 Underlying Price 30.015 Time to expiry: 661 Days Jun 12 10.14 0.92 38.00 0| 0 0 0 2000 6.50 0.77 28.80 0| 0 0 0 2400 3.79 0.60 24.71 0| 0 0 0 2800 1.94 0.40 22.29 0| 0 0 0 3200 0.32 0.11 19.12 0| 0 0 0 4000 0.03 0.02 17.72 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 84 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lyxor ETF DJ Stoxx 600 Oil & Gas Option (LOG) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 Total N/A | N/A N/A 0 Indicative a-t-m Vol 24.38 Underlying Price 30.015 Time to expiry: 24 Days Sep 10 0.01 0.00 41.41 0| 0 0 0 2000 0.01 0.00 38.23 0| 0 0 0 2200 0.01 -0.01 36.87 0| 0 0 0 2300 0.02 -0.02 35.17 0| 0 0 0 2400 0.10 -0.09 29.71 0| 0 0 0 2600 0.23 -0.19 28.25 0| 0 0 0 2700 0.46 -0.34 25.94 0| 0 0 0 2800 0.91 -0.54 25.19 0| 0 0 0 2900 1.55 -0.74 24.40 0| 0 4 0 3000 2.37 -0.89 23.25 0| 0 0 0 3100 3.30 -0.97 22.38 0| 0 0 0 3200 4.28 -0.99 22.24 0| 0 0 0 3300 5.28 -1.00 22.52 0| 0 0 0 3400 7.27 -1.00 22.52 0| 0 0 0 3600 9.27 -1.00 23.03 0| 0 0 0 3800 11.27 -1.00 21.00 0| 0 0 0 4000 15.27 -1.00 25.77 0| 0 0 0 4400 Total 0| 0 4 0 Indicative a-t-m Vol 23.71 Underlying Price 30.015 Time to expiry: 52 Days Oct 10 0.08 -0.06 30.78 0| 0 0 0 2400 0.29 -0.17 28.69 0| 0 0 0 2600 0.78 -0.38 25.63 0| 0 0 0 2800 1.21 -0.52 24.46 0| 0 0 0 2900 1.81 -0.67 23.73 0| 0 0 0 3000 2.54 -0.80 22.77 0| 0 0 0 3100 3.38 -0.90 21.67 0| 0 0 0 3200 4.32 -0.95 22.11 0| 0 0 0 3300 5.29 -0.98 21.48 0| 0 0 0 3400 7.27 -1.00 22.39 0| 0 0 0 3600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.27 -1.00 27.56 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.78 Underlying Price 30.015 Time to expiry: 87 Days Nov 10 0.31 -0.12 33.94 0| 0 0 0 2400 0.61 -0.23 30.47 0| 0 0 0 2600 1.16 -0.39 27.31 0| 0 0 0 2800 1.53 -0.50 24.89 0| 0 0 0 2900 2.08 -0.62 23.80 0| 0 0 0 3000 2.74 -0.73 22.77 0| 0 0 0 3100 3.52 -0.83 22.01 0| 0 0 0 3200 5.32 -0.95 21.19 0| 0 0 0 3400 7.28 -0.99 21.32 0| 0 0 0 3600 9.28 -0.99 26.48 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.83 Underlying Price 30.015 Time to expiry: 115 Days Dec 10 0.11 -0.04 39.50 0| 0 0 0 2000 0.25 -0.08 37.47 0| 0 0 0 2200 0.44 -0.15 33.56 0| 0 0 0 2400 0.76 -0.24 29.71 0| 0 0 0 2600 1.33 -0.40 26.51 0| 0 0 0 2800 2.26 -0.60 23.85 0| 0 0 0 3000 3.64 -0.79 22.28 0| 0 0 0 3200 5.36 -0.92 20.95 0| 0 0 0 3400 7.28 -0.98 20.47 0| 0 0 0 3600 11.27 -0.99 26.64 0| 0 0 0 4000 15.27 -0.99 33.47 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 24.70 Underlying Price 30.015 Time to expiry: 206 Days Mar 11 0.37 -0.08 39.53 0| 0 0 0 2000 0.53 -0.12 35.45 0| 0 0 0 2200 0.80 -0.19 31.96 0| 0 0 0 2400 1.22 -0.28 29.03 0| 0 0 0 2600 1.90 -0.40 27.05 0| 0 0 0 2800 2.80 -0.55 24.72 0| 0 0 0 3000 4.00 -0.71 22.52 0| 0 0 0 3200 5.57 -0.84 21.56 0| 0 0 0 3400 7.37 -0.92 21.29 0| 0 0 0 3600 11.27 -0.99 22.36 0| 0 0 0 4000 15.27 -0.99 28.04 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 23.97 Underlying Price 30.015 Time to expiry: 297 Days Jun 11 0.59 -0.11 38.27 0| 0 0 0 2000 0.84 -0.15 35.04 0| 0 0 0 2200 1.14 -0.21 31.60 0| 0 0 0 2400 1.63 -0.30 29.17 0| 0 0 0 2600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 86 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.30 -0.40 26.88 0| 0 0 0 2800 3.09 -0.53 23.97 0| 0 0 0 3000 4.37 -0.65 23.43 0| 0 0 0 3200 5.80 -0.78 22.10 0| 0 0 0 3400 7.43 -0.89 20.26 0| 0 0 0 3600 11.27 -0.98 20.72 0| 0 0 0 4000 15.27 -0.98 25.50 0| 0 0 0 4400 19.25 -1.00 25.70 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 24.08 Underlying Price 30.015 Time to expiry: 479 Days Dec 11 1.07 -0.15 34.89 0| 0 0 0 2000 1.91 -0.28 29.71 0| 0 0 0 2400 3.33 -0.46 25.50 0| 0 0 0 2800 5.60 -0.67 22.69 0| 0 0 0 3200 12.32 -0.93 20.46 0| 0 0 0 4000 20.07 -0.99 20.86 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.65 Underlying Price 30.015 Time to expiry: 661 Days Jun 12 1.28 -0.16 32.39 0| 0 0 0 2000 2.25 -0.28 28.52 0| 0 0 0 2400 3.69 -0.44 24.75 0| 0 0 0 2800 5.95 -0.63 22.58 0| 0 0 0 3200 12.43 -0.89 20.77 0| 0 0 0 4000 20.07 -0.97 21.67 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 4 0 Grand Total 0| 0 4 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lyxor ETF DJ Stoxx 600 Telecommunications Option (TEL) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 Total N/A | N/A N/A 0 Indicative a-t-m Vol 16.35 Underlying Price 27.465 Time to expiry: 24 Days Sep 10 9.47 1.00 36.25 0| 0 0 0 1800 7.47 1.00 31.20 0| 0 0 0 2000 5.47 1.00 27.27 0| 0 0 0 2200 4.47 1.00 25.51 0| 0 0 0 2300 3.47 1.00 23.51 0| 0 0 0 2400 2.98 0.99 22.51 0| 0 0 0 2450 2.48 0.98 21.51 0| 0 0 0 2500 1.53 0.90 19.47 0| 0 0 0 2600 0.70 0.68 17.33 0| 0 0 0 2700 0.17 0.30 15.25 0| 0 0 0 2800 0.02 0.05 14.55 0| 0 0 0 2900 0.01 0.01 17.04 0| 0 0 0 3000 0.01 0.00 16.42 0| 0 0 0 3200 0.01 0.00 16.84 0| 0 0 0 3400 0.01 0.00 16.98 0| 0 0 0 3600 0.01 0.00 17.64 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 17.81 Underlying Price 27.465 Time to expiry: 52 Days Oct 10 5.47 1.00 26.98 0| 0 0 0 2200 4.47 1.00 23.56 0| 0 0 0 2300 3.47 1.00 21.86 0| 0 0 0 2400 2.49 0.97 21.06 0| 0 0 0 2500 1.56 0.87 21.00 0| 0 0 0 2600 0.76 0.65 18.57 0| 0 0 0 2700 0.24 0.32 16.94 0| 0 0 0 2800 0.05 0.09 16.27 0| 0 0 0 2900 0.02 0.03 18.27 0| 0 0 0 3000 0.01 0.00 17.24 0| 0 0 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 18.76 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.78 Underlying Price 27.465 Time to expiry: 87 Days Nov 10 5.47 1.00 26.71 0| 0 0 0 2200 4.47 1.00 24.47 0| 0 0 0 2300 3.48 0.99 22.72 0| 0 0 0 2400 1.60 0.83 20.77 0| 0 0 0 2600 0.87 0.60 19.61 0| 0 0 0 2700 0.36 0.33 17.85 0| 0 0 0 2800 0.13 0.14 17.10 0| 0 0 0 2900 0.04 0.05 15.91 0| 0 0 0 3000 0.01 0.01 17.00 0| 0 0 0 3200 0.01 0.00 18.79 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.99 Underlying Price 27.465 Time to expiry: 115 Days Dec 10 9.47 1.00 33.04 0| 0 0 0 1800 7.47 1.00 29.89 0| 0 0 0 2000 5.48 1.00 26.49 0| 0 0 0 2200 4.48 1.00 25.19 0| 0 0 0 2300 3.49 0.98 23.41 0| 0 0 0 2400 1.65 0.79 20.59 0| 0 0 0 2600 0.49 0.34 18.41 0| 0 0 0 2800 0.08 0.08 16.24 0| 0 0 0 3000 0.02 0.02 16.81 0| 0 0 0 3200 0.02 0.01 24.70 0| 0 0 0 3600 0.01 0.01 30.38 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.13 Underlying Price 27.465 Time to expiry: 206 Days Mar 11 9.47 1.00 30.73 0| 0 0 0 1800 7.48 1.00 28.78 0| 0 0 0 2000 5.48 1.00 25.03 0| 0 0 0 2200 4.49 0.98 23.73 0| 0 0 0 2300 3.52 0.94 22.53 0| 0 0 0 2400 1.90 0.66 21.13 0| 0 0 0 2600 0.90 0.37 19.77 0| 0 0 0 2800 0.31 0.18 17.59 0| 0 0 0 3000 0.07 0.06 15.94 0| 0 0 0 3200 0.02 0.02 18.89 0| 0 0 0 3600 0.01 0.01 22.87 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.37 Underlying Price 27.465 Time to expiry: 297 Days Jun 11 11.47 1.00 36.72 0| 0 0 0 1600 9.47 1.00 34.76 0| 0 0 0 1800 7.48 0.99 32.15 0| 0 0 0 2000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 89 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.49 0.98 25.93 0| 0 0 0 2200 3.68 0.82 24.23 0| 0 0 0 2400 2.30 0.58 22.41 0| 0 0 0 2600 1.21 0.40 19.64 0| 0 0 0 2800 0.59 0.25 18.48 0| 0 0 0 3000 0.23 0.12 17.20 0| 0 0 0 3200 0.03 0.02 16.29 0| 0 0 0 3600 0.01 0.01 19.04 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 21.64 Underlying Price 27.465 Time to expiry: 479 Days Dec 11 11.48 1.00 35.71 0| 0 0 0 1600 7.49 0.99 30.25 0| 0 0 0 2000 3.89 0.74 24.40 0| 0 0 0 2400 1.64 0.44 21.22 0| 0 0 0 2800 0.46 0.18 18.65 0| 0 0 0 3200 0.03 0.02 18.02 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 21.67 Underlying Price 27.465 Time to expiry: 661 Days Jun 12 11.48 1.00 44.83 0| 0 0 0 1600 7.49 0.98 29.39 0| 0 0 0 2000 4.14 0.69 24.31 0| 0 0 0 2400 1.96 0.45 21.27 0| 0 0 0 2800 0.74 0.23 19.16 0| 0 0 0 3200 0.04 0.02 16.23 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lyxor ETF DJ Stoxx 600 Telecommunications Option (TEL) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 Total N/A | N/A N/A 0 Indicative a-t-m Vol 17.79 Underlying Price 27.465 Time to expiry: 24 Days Sep 10 0.01 0.00 35.95 0| 0 0 0 1800 0.01 0.00 32.83 0| 0 0 0 2000 0.01 -0.01 28.83 0| 0 0 0 2200 0.02 -0.02 25.69 0| 0 0 0 2300 0.06 -0.08 23.69 0| 0 0 0 2400 0.10 -0.13 22.69 0| 0 0 0 2450 0.17 -0.20 21.69 0| 0 0 0 2500 0.46 -0.44 19.69 0| 0 0 0 2600 1.02 -0.74 17.83 0| 0 0 0 2700 1.87 -0.92 17.75 0| 0 0 0 2800 2.83 -0.99 17.70 0| 0 0 0 2900 3.83 -1.00 18.38 0| 0 0 0 3000 5.83 -1.00 19.63 0| 0 0 0 3200 7.83 -1.00 22.08 0| 0 0 0 3400 9.83 -1.00 19.00 0| 0 0 0 3600 13.82 -1.00 19.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 18.79 Underlying Price 27.465 Time to expiry: 52 Days Oct 10 0.04 -0.04 26.69 0| 0 0 0 2200 0.10 -0.08 25.70 0| 0 0 0 2300 0.22 -0.16 24.46 0| 0 0 0 2400 0.42 -0.28 22.90 0| 0 0 0 2500 0.75 -0.45 21.19 0| 0 0 0 2600 1.26 -0.65 19.44 0| 0 0 0 2700 1.98 -0.83 18.07 0| 0 0 0 2800 2.88 -0.93 18.04 0| 0 0 0 2900 3.84 -0.98 18.18 0| 0 0 0 3000 5.83 -1.00 20.92 0| 0 0 0 3200 7.83 -0.99 28.32 0| 0 0 0 3400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 0 0 Indicative a-t-m Vol 19.15 Underlying Price 27.465 Time to expiry: 87 Days Nov 10 0.15 -0.09 27.39 0| 0 0 0 2200 0.24 -0.14 25.78 0| 0 0 0 2300 0.40 -0.21 24.17 0| 0 0 0 2400 0.97 -0.45 20.97 0| 0 0 0 2600 1.48 -0.60 19.76 0| 0 0 0 2700 2.13 -0.76 18.47 0| 0 0 0 2800 2.94 -0.88 17.62 0| 0 0 0 2900 3.88 -0.94 18.27 0| 0 0 0 3000 5.83 -0.99 18.96 0| 0 0 0 3200 7.84 -0.98 26.46 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 19.31 Underlying Price 27.465 Time to expiry: 115 Days Dec 10 0.03 -0.02 32.40 0| 0 0 0 1800 0.08 -0.04 29.43 0| 0 0 0 2000 0.21 -0.11 26.54 0| 0 0 0 2200 0.33 -0.16 25.19 0| 0 0 0 2300 0.51 -0.23 23.78 0| 0 0 0 2400 1.11 -0.45 20.74 0| 0 0 0 2600 2.24 -0.72 18.79 0| 0 0 0 2800 3.92 -0.90 18.34 0| 0 0 0 3000 5.83 -0.98 18.17 0| 0 0 0 3200 9.83 -0.99 26.50 0| 0 0 0 3600 13.82 -0.99 33.83 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.47 Underlying Price 27.465 Time to expiry: 206 Days Mar 11 0.11 -0.04 31.02 0| 0 0 0 1800 0.25 -0.09 29.04 0| 0 0 0 2000 0.48 -0.16 26.31 0| 0 0 0 2200 0.67 -0.21 25.43 0| 0 0 0 2300 0.90 -0.28 24.22 0| 0 0 0 2400 1.57 -0.44 21.90 0| 0 0 0 2600 2.62 -0.64 19.96 0| 0 0 0 2800 4.07 -0.83 18.30 0| 0 0 0 3000 5.84 -0.97 15.98 0| 0 0 0 3200 9.83 -0.98 22.58 0| 0 0 0 3600 13.83 -0.98 28.49 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.91 Underlying Price 27.465 Time to expiry: 297 Days Jun 11 0.09 -0.03 31.71 0| 0 0 0 1600 0.22 -0.06 30.53 0| 0 0 0 1800 0.41 -0.11 28.30 0| 0 0 0 2000 0.73 -0.19 26.28 0| 0 0 0 2200 1.20 -0.30 24.25 0| 0 0 0 2400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.90 -0.44 22.17 0| 0 0 0 2600 2.91 -0.60 20.46 0| 0 0 0 2800 4.25 -0.77 18.87 0| 0 0 0 3000 5.94 -0.89 18.05 0| 0 0 0 3200 9.84 -0.97 21.12 0| 0 0 0 3600 13.83 -0.98 26.04 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 21.70 Underlying Price 27.465 Time to expiry: 479 Days Dec 11 0.42 -0.08 32.97 0| 0 0 0 1600 1.02 -0.19 28.41 0| 0 0 0 2000 2.19 -0.38 24.58 0| 0 0 0 2400 4.20 -0.63 21.26 0| 0 0 0 2800 7.11 -0.87 17.69 0| 0 0 0 3200 14.73 -0.98 19.17 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 22.18 Underlying Price 27.465 Time to expiry: 661 Days Jun 12 0.58 -0.10 31.47 0| 0 0 0 1600 1.32 -0.21 27.89 0| 0 0 0 2000 2.59 -0.38 24.62 0| 0 0 0 2400 4.58 -0.59 21.81 0| 0 0 0 2800 7.41 -0.79 19.73 0| 0 0 0 3200 14.85 -0.93 22.44 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Metropole Television (100) (MT1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1550 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1650 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1750 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1850 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 Total N/A | N/A N/A 0 Indicative a-t-m Vol 31.12 Underlying Price 15.850 Time to expiry: 24 Days Sep 10 5.85 1.00 62.47 0| 0 0 0 1000 3.86 0.99 47.47 0| 0 0 0 1200 2.88 0.97 42.42 0| 0 0 0 1300 1.93 0.91 37.49 0| 0 0 0 1400 1.08 0.75 34.05 0| 0 0 0 1500 0.62 0.57 31.73 0| 0 0 0 1567 0.44 0.47 30.62 0| 0 0 0 1600 0.24 0.32 29.68 0| 0 0 0 1650 0.11 0.18 28.00 0| 0 0 0 1700 0.04 0.08 26.38 0| 0 0 0 1750 0.01 0.03 25.33 0| 0 0 0 1800 0.01 0.01 24.66 0| 0 0 0 1844 0.01 0.00 24.64 0| 0 60 0 1900 0.01 0.00 24.16 0| 0 0 0 1936 0.01 0.00 23.91 0| 0 4 0 2028 0.01 0.00 23.43 0| 0 0 0 2100 0.01 0.00 23.72 0| 0 0 0 2213 0.01 0.00 25.13 0| 0 0 0 2400 Total 0| 0 64 0 Indicative a-t-m Vol 31.25 Underlying Price 15.850 Time to expiry: 52 Days Oct 10 2.97 0.91 41.00 0| 0 0 0 1300 2.08 0.83 37.18 0| 0 0 0 1400 1.30 0.69 33.82 0| 0 0 0 1500 0.96 0.60 32.24 0| 0 0 0 1550 0.68 0.49 30.82 0| 0 0 0 1600 0.45 0.38 29.33 0| 0 0 0 1650 0.28 0.28 28.18 0| 0 0 0 1700 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 94 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.15 0.18 26.81 0| 0 0 0 1750 0.08 0.11 25.57 0| 0 0 0 1800 0.04 0.06 24.96 0| 0 0 0 1850 0.02 0.03 24.39 0| 0 0 0 1900 0.01 0.01 23.63 0| 0 0 0 2000 0.01 0.00 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 31.43 Underlying Price 15.850 Time to expiry: 87 Days Nov 10 3.10 0.87 39.94 0| 0 0 0 1300 2.26 0.78 36.80 0| 0 0 0 1400 1.51 0.67 33.54 0| 0 0 0 1500 1.19 0.59 32.28 0| 0 0 0 1550 0.91 0.51 31.07 0| 0 0 0 1600 0.66 0.42 29.59 0| 0 0 0 1650 0.46 0.34 28.42 0| 0 0 0 1700 0.18 0.18 25.87 0| 0 0 0 1800 0.06 0.07 24.08 0| 0 0 0 1900 Total 0| 0 0 0 Indicative a-t-m Vol 31.58 Underlying Price 15.850 Time to expiry: 115 Days Dec 10 6.05 0.94 61.09 0| 0 0 0 1000 4.17 0.88 47.86 0| 0 0 0 1200 2.39 0.76 36.49 0| 0 0 0 1400 1.65 0.66 33.31 0| 0 0 0 1500 1.07 0.52 31.27 0| 0 0 0 1600 0.59 0.37 28.60 0| 0 0 0 1700 0.28 0.22 26.10 0| 0 0 0 1800 0.17 0.16 24.40 0| 0 2 0 1844 0.10 0.10 23.83 0| 0 0 0 1900 0.07 0.08 23.54 0| 0 2 0 1936 0.03 0.03 22.96 0| 0 17 0 2028 0.01 0.01 22.72 0| 0 0 0 2200 0.01 0.00 22.70 0| 0 0 0 2400 Total 0| 0 21 0 Indicative a-t-m Vol 31.56 Underlying Price 15.850 Time to expiry: 206 Days Mar 11 6.41 0.89 63.00 0| 0 0 0 1000 4.59 0.83 50.20 0| 0 0 0 1200 2.82 0.73 37.80 0| 0 0 0 1400 2.04 0.64 33.14 0| 0 0 0 1500 1.46 0.54 31.28 0| 0 0 0 1600 0.98 0.43 29.35 0| 0 0 0 1700 0.50 0.29 25.02 0| 0 0 0 1800 0.28 0.19 24.24 0| 0 0 0 1900 0.16 0.12 24.17 0| 0 0 0 2000 0.09 0.08 24.18 0| 0 0 0 2100 0.05 0.04 23.66 0| 0 0 0 2200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.01 22.96 0| 0 0 0 2400 0.01 0.00 25.21 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 30.71 Underlying Price 15.850 Time to expiry: 297 Days Jun 11 10.12 0.96 90.00 0| 0 0 0 600 8.29 0.93 75.19 0| 0 0 0 800 6.51 0.89 63.07 0| 0 0 0 1000 4.66 0.83 48.94 0| 0 0 0 1200 2.99 0.72 39.11 0| 0 0 0 1400 2.30 0.64 36.20 0| 0 0 0 1500 1.50 0.55 29.74 0| 0 50 0 1600 1.10 0.44 29.55 0| 0 0 0 1700 0.60 0.32 25.52 0| 0 60 0 1800 0.38 0.23 25.15 0| 0 0 0 1900 0.22 0.15 24.12 0| 0 0 0 2000 0.06 0.05 23.00 0| 0 0 0 2200 0.02 0.02 23.41 0| 0 0 0 2400 0.01 0.00 23.57 0| 0 0 0 3200 Total 0| 0 110 0 Indicative a-t-m Vol 29.70 Underlying Price 15.850 Time to expiry: 479 Days Dec 11 8.42 0.92 70.00 0| 0 0 0 800 4.94 0.80 47.72 0| 0 0 0 1200 1.76 0.54 29.00 0| 0 0 0 1600 0.92 0.36 26.31 0| 0 0 0 1800 0.43 0.21 24.59 0| 0 0 0 2000 0.10 0.06 23.55 0| 0 0 0 2400 0.01 0.01 26.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 29.21 Underlying Price 15.850 Time to expiry: 661 Days Jun 12 8.45 0.92 70.00 0| 0 0 0 800 5.06 0.79 47.72 0| 0 0 0 1200 1.86 0.55 28.49 0| 0 0 0 1600 1.06 0.38 26.31 0| 0 0 0 1800 0.55 0.24 24.59 0| 0 0 0 2000 0.15 0.09 23.55 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 195 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 96 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Metropole Television (100) (MT1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1550 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1650 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1750 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1850 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 Total N/A | N/A N/A 0 Indicative a-t-m Vol 31.12 Underlying Price 15.850 Time to expiry: 24 Days Sep 10 0.01 0.00 62.47 0| 0 0 0 1000 0.01 -0.01 47.47 0| 0 0 0 1200 0.02 -0.03 42.42 0| 0 0 0 1300 0.07 -0.09 37.49 0| 0 0 0 1400 0.22 -0.25 34.05 0| 0 0 0 1500 0.44 -0.43 31.73 0| 0 0 0 1567 0.59 -0.53 30.62 0| 0 0 0 1600 0.89 -0.68 29.68 0| 0 0 0 1650 1.26 -0.82 28.00 0| 0 0 0 1700 1.69 -0.92 26.38 0| 0 0 0 1750 2.16 -0.97 25.33 0| 0 0 0 1800 2.59 -0.99 24.66 0| 0 0 0 1844 3.15 -1.00 24.64 0| 0 0 0 1900 3.51 -1.00 24.16 0| 0 0 0 1936 4.43 -1.00 23.91 0| 0 0 0 2028 5.15 -1.00 23.43 0| 0 0 0 2100 6.28 -1.00 23.72 0| 0 0 0 2213 8.15 -1.00 25.13 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 31.25 Underlying Price 15.850 Time to expiry: 52 Days Oct 10 0.11 -0.09 41.00 0| 0 0 0 1300 0.22 -0.17 37.18 0| 0 0 0 1400 0.43 -0.31 33.82 0| 0 0 0 1500 0.60 -0.40 32.24 0| 0 0 0 1550 0.82 -0.51 30.82 0| 0 0 0 1600 1.09 -0.62 29.33 0| 0 0 0 1650 1.42 -0.72 28.18 0|