Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 27.96 Underlying Price 75.770 Time to expiry: 23 Days Sep 10 31.78 1.00 64.00 0| 0 0 0 4400 27.79 1.00 58.93 0| 0 0 0 4800 19.80 0.99 48.23 0| 0 0 0 5600 15.84 0.98 43.35 0| 0 0 0 6000 11.97 0.95 42.00 0| 0 0 0 6400 8.47 8.15 0.89 35.25 8.47 8.47 1| 0 31 0 6800 4.81 4.69 0.76 30.62 4.81 4.81 19| 21 170 +17 7200 3.10 3.28 0.64 29.55 3.10 3.10 10| 0 0 0 7400 2.05 0.50 27.76 0| 33 2,198 +7 7600 1.14 0.35 26.20 0| 0 660 0 7800 0.73 0.60 0.22 25.81 0.75 0.73 49| 60 1,092 -5 8000 0.27 0.12 25.12 0| 0 247 0 8200 0.16 0.13 0.06 25.50 0.16 0.16 60| 0 955 0 8400 0.06 0.03 25.87 0| 0 34 0 8600 0.04 0.02 28.20 0| 0 3,242 0 8800 0.01 0.00 23.91 0| 0 472 0 9200 0.01 0.00 23.93 0| 0 170 0 9600 0.01 0.00 24.44 0| 0 89 0 10000 0.01 0.00 33.00 0| 0 0 0 12000 Total 139| 114 9,360 +19 Indicative a-t-m Vol 27.59 Underlying Price 75.770 Time to expiry: 51 Days Oct 10 12.34 0.90 37.08 0| 0 6 0 6400 8.76 0.83 33.01 0| 15 15 +15 6800 5.54 0.70 29.50 0| 11 118 +11 7200 4.69 4.22 0.61 28.66 4.69 4.69 20| 0 0 0 7400 3.05 0.51 27.45 0| 14 43 +13 7600 2.05 0.41 25.99 0| 25 60 -23 7800 1.31 0.30 25.07 0| 32 114 +9 8000 0.83 0.21 24.79 0| 40 1,295 -13 8200 0.50 0.49 0.14 24.32 0.50 0.50 1| 0 119 0 8400 0.27 0.09 24.10 0| 0 249 0 8600 0.15 0.05 23.91 0| 0 127 0 8800 0.05 0.02 24.50 0| 0 58 0 9200 0.02 0.01 25.85 0| 0 54 0 9600 Total 21| 137 2,258 +12 Indicative a-t-m Vol 28.18 Underlying Price 75.770 Time to expiry: 86 Days Nov 10 12.90 0.86 35.46 0| 0 0 0 6400 9.55 0.78 32.64 0| 0 0 0 6800 6.53 0.67 30.00 0| 0 0 0 7200 5.24 0.60 29.00 0| 0 0 0 7400 4.09 0.52 28.07 0| 0 44 0 7600 3.06 0.44 26.93 0| 48 33 +33 7800 2.22 0.36 25.99 0| 30 43 +30 8000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.09 1.08 0.22 24.71 1.09 1.01 79| 57 57 +57 8400 0.51 0.12 24.52 0| 50 50 +50 8800 0.20 0.05 23.83 0| 0 0 0 9200 Total 79| 185 227 +170 Indicative a-t-m Vol 27.91 Underlying Price 75.770 Time to expiry: 114 Days Dec 10 43.90 1.00 65.00 0| 0 0 0 3200 36.00 0.99 56.07 0| 0 0 0 4000 28.17 0.97 47.72 0| 0 0 0 4800 26.27 0.96 46.90 0| 0 99 0 5000 20.55 0.93 40.94 0| 0 0 0 5600 16.84 0.89 37.41 0| 0 1,514 0 6000 13.26 0.84 34.00 0| 0 55 0 6400 10.01 0.76 31.80 0| 0 4,295 0 6800 8.50 0.71 30.60 0| 0 995 0 7000 7.10 0.66 29.50 0| 0 167 0 7200 4.68 0.53 27.81 0| 5 2,894 0 7600 2.79 0.39 26.07 0| 17 4,929 -9 8000 1.54 0.26 24.93 0| 10 3,743 -10 8400 0.76 0.15 23.99 0| 0 3,967 0 8800 0.53 0.11 23.81 0| 0 1,702 0 9000 0.18 0.17 0.04 23.74 0.18 0.18 2| 0 1,671 0 9600 0.04 0.01 21.55 0| 0 818 0 10000 0.01 0.00 20.56 0| 0 0 0 12000 0.01 0.00 26.50 0| 0 0 0 16000 Total 2| 32 26,849 -19 Indicative a-t-m Vol 28.04 Underlying Price 75.770 Time to expiry: 205 Days Mar 11 28.57 0.95 42.97 0| 0 0 0 4800 21.28 0.89 38.00 0| 0 30 0 5600 14.52 0.79 33.39 0| 0 50 0 6400 11.45 0.72 31.31 0| 0 30 0 6800 8.69 0.64 29.47 0| 0 86 0 7200 6.33 0.54 27.95 0| 0 76 0 7600 4.39 0.44 26.52 0| 13 378 -13 8000 2.90 0.34 25.43 0| 0 635 0 8400 1.79 1.84 0.24 24.71 1.79 1.79 29| 0 155 0 8800 0.64 0.11 23.44 0| 0 66 0 9600 0.38 0.07 23.39 0| 0 40 0 10000 0.04 0.01 24.58 0| 0 80 0 12000 Total 29| 13 1,626 -13 Indicative a-t-m Vol 27.91 Underlying Price 75.770 Time to expiry: 296 Days Jun 11 43.97 0.99 49.67 0| 0 0 0 3200 36.21 0.97 44.38 0| 0 0 0 4000 28.65 0.94 39.69 0| 0 0 0 4800 21.52 0.88 35.82 0| 0 10 0 5600 18.18 0.84 34.06 0| 0 21 0 6000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.01 0.78 32.30 0| 0 9 0 6400 9.43 0.64 29.08 0| 0 221 0 7200 7.16 0.55 27.84 0| 0 0 0 7600 5.31 0.46 26.96 0| 0 54 0 8000 3.75 0.37 25.92 0| 0 33 0 8400 2.42 2.58 0.28 25.12 2.42 2.42 24| 0 40 0 8800 1.08 0.15 23.70 0| 11 89 0 9600 0.67 0.10 23.21 0| 0 30 0 10000 0.09 0.02 23.51 0| 0 52 0 12000 0.02 0.00 29.50 0| 0 0 0 16000 Total 24| 11 559 0 Indicative a-t-m Vol 28.79 Underlying Price 75.770 Time to expiry: 478 Days Dec 11 44.14 0.98 48.50 0| 0 0 0 3200 36.70 0.95 44.88 0| 0 0 0 4000 29.58 0.90 40.58 0| 0 0 0 4800 27.86 0.89 39.53 0| 0 10 0 5000 22.87 0.84 36.49 0| 0 0 0 5600 19.73 0.79 34.63 0| 0 0 0 6000 16.75 0.74 32.90 0| 0 0 0 6400 12.75 0.66 30.59 0| 0 1,020 0 7000 7.37 0.49 27.47 0| 0 1,185 0 8000 3.77 0.32 25.20 0| 0 10 0 9000 1.73 0.18 23.68 0| 0 165 0 10000 0.33 0.05 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 29.09 Underlying Price 75.770 Time to expiry: 660 Days Jun 12 44.37 0.97 49.49 0| 0 0 0 3200 37.33 0.93 46.40 0| 0 0 0 4000 30.33 0.88 40.72 0| 0 0 0 4800 24.14 0.81 37.47 0| 0 0 0 5600 21.04 0.78 35.31 0| 0 0 0 6000 18.21 0.73 33.49 0| 0 0 0 6400 12.97 0.63 30.14 0| 0 0 0 7200 8.89 0.51 27.92 0| 0 0 0 8000 6.05 0.40 26.91 0| 0 0 0 8800 0.87 0.09 23.90 0| 0 0 0 12000 0.17 0.02 25.77 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.26 Underlying Price 75.770 Time to expiry: 849 Days Dec 12 44.74 0.96 49.77 0| 0 0 0 3200 37.96 0.91 45.93 0| 0 0 0 4000 31.31 0.86 40.90 0| 0 10 0 4800 22.49 0.76 35.72 0| 0 0 0 6000 14.98 0.63 31.58 0| 0 0 0 7200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.69 0.53 28.78 0| 0 10 0 8000 7.33 0.43 26.67 0| 0 0 0 8800 1.78 0.15 25.00 0| 0 0 0 12000 0.41 0.04 25.90 0| 0 0 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 30.29 Underlying Price 75.770 Time to expiry: 1031 Days Jun 13 31.87 0.86 41.06 0| 0 0 0 4800 23.39 0.76 35.97 0| 0 0 0 6000 15.82 0.64 31.26 0| 0 0 0 7200 11.85 0.55 29.19 0| 0 0 0 8000 8.35 0.45 26.89 0| 0 0 0 8800 2.41 0.18 25.23 0| 0 0 0 12000 0.69 0.06 26.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.87 Underlying Price 75.770 Time to expiry: 1213 Days Dec 13 45.07 0.95 48.33 0| 0 0 0 3200 39.08 0.90 46.44 0| 0 0 0 4000 32.71 0.85 40.96 0| 0 0 0 4800 24.49 0.76 36.04 0| 0 0 0 6000 13.18 0.56 29.48 0| 0 0 0 8000 3.27 0.21 25.46 0| 0 0 0 12000 1.11 0.09 26.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.68 Underlying Price 75.770 Time to expiry: 1577 Days Dec 14 33.87 0.84 41.22 0| 0 0 0 4800 25.95 0.76 36.00 0| 0 0 0 6000 14.85 0.58 29.25 0| 0 0 0 8000 4.74 0.27 25.77 0| 0 0 0 12000 1.97 0.13 26.20 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 294| 492 43,299 +169 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 5 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 27.96 Underlying Price 75.770 Time to expiry: 23 Days Sep 10 0.01 0.00 64.00 0| 0 0 0 4400 0.01 0.00 58.93 0| 0 20 0 4800 0.02 -0.01 48.23 0| 0 40 0 5600 0.05 -0.02 43.35 0| 0 1,545 0 6000 0.19 -0.05 42.00 0| 0 123 0 6400 0.36 -0.11 35.25 0| 0 1,962 0 6800 0.79 0.90 -0.24 30.62 0.95 0.79 65| 10 1,673 +10 7200 1.65 1.48 -0.36 29.55 1.65 1.65 20| 23 64 0 7400 2.01 2.26 -0.50 27.76 2.44 2.01 45| 157 2,906 +157 7600 3.69 3.35 -0.65 26.20 3.69 3.69 15| 0 162 0 7800 4.08 4.81 -0.78 25.81 4.08 4.08 17| 7 705 -2 8000 6.48 -0.88 25.12 0| 0 759 0 8200 8.34 -0.94 25.50 0| 0 60 0 8400 10.27 -0.97 25.87 0| 0 5 0 8600 12.26 -0.98 28.20 0| 0 94 0 8800 16.23 -1.00 23.91 0| 0 9 0 9200 20.23 -1.00 23.93 0| 0 0 0 9600 24.23 -1.00 24.44 0| 0 0 0 10000 44.23 -1.00 33.00 0| 0 0 0 12000 Total 162| 197 10,127 +165 Indicative a-t-m Vol 27.59 Underlying Price 75.770 Time to expiry: 51 Days Oct 10 0.53 -0.10 37.08 0| 0 33 0 6400 0.94 -0.17 33.01 0| 0 104 0 6800 1.72 -0.30 29.50 0| 21 70 -21 7200 2.40 -0.39 28.66 0| 39 15 +15 7400 3.22 -0.49 27.45 0| 0 67 0 7600 4.23 -0.60 25.99 0| 3 136 0 7800 4.93 5.49 -0.70 25.07 4.93 4.93 23| 0 55 0 8000 7.01 -0.79 24.79 0| 0 60 0 8200 7.99 8.67 -0.86 24.32 7.99 7.99 17| 0 0 0 8400 10.46 -0.91 24.10 0| 0 44 0 8600 11.60 12.34 -0.95 23.91 11.60 11.60 7| 0 30 0 8800 16.25 -0.98 24.50 0| 4 4 +4 9200 20.23 -1.00 25.85 0| 0 0 0 9600 Total 47| 67 618 -2 Indicative a-t-m Vol 28.18 Underlying Price 75.770 Time to expiry: 86 Days Nov 10 0.95 1.03 -0.14 35.46 0.95 0.95 15| 0 63 0 6400 1.66 1.67 -0.22 32.64 1.66 1.66 38| 0 0 0 6800 2.65 -0.33 30.00 0| 14 17 +14 7200 3.35 -0.40 29.00 0| 30 30 +30 7400 4.20 -0.48 28.07 0| 104 77 +58 7600 5.17 -0.56 26.93 0| 0 0 0 7800 6.33 -0.64 25.99 0| 43 43 +43 8000 9.19 -0.79 24.71 0| 0 0 0 8400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.63 -0.89 24.52 0| 0 0 0 8800 16.34 -0.95 23.83 0| 0 0 0 9200 Total 53| 191 230 +145 Indicative a-t-m Vol 27.91 Underlying Price 75.770 Time to expiry: 114 Days Dec 10 0.05 -0.01 65.00 0| 0 440 0 3200 0.13 -0.01 56.07 0| 0 215 0 4000 0.29 -0.03 47.72 0| 0 161 0 4800 0.38 -0.04 46.90 0| 0 203 0 5000 0.65 -0.08 40.94 0| 17 228 0 5600 0.94 -0.11 37.41 0| 0 3,032 0 6000 1.35 -0.16 34.00 0| 0 2,123 0 6400 2.00 2.09 -0.24 31.80 2.01 2.00 38| 0 4,347 0 6800 2.59 -0.29 30.60 0| 76 2,770 -64 7000 3.19 -0.34 29.50 0| 2 1,755 0 7200 4.87 4.78 -0.47 27.81 4.87 4.87 35| 0 6,618 0 7600 6.88 -0.61 26.07 0| 0 3,874 0 8000 9.63 -0.75 24.93 0| 0 114 0 8400 12.86 -0.85 23.99 0| 0 21 0 8800 14.63 -0.89 23.81 0| 0 530 0 9000 19.50 20.30 -0.97 23.74 19.50 19.50 6| 0 128 0 9600 24.23 -1.00 21.55 0| 0 0 0 10000 44.23 -1.00 20.56 0| 0 0 0 12000 84.23 -1.00 26.50 0| 0 0 0 16000 Total 79| 95 26,559 -64 Indicative a-t-m Vol 28.04 Underlying Price 75.770 Time to expiry: 205 Days Mar 11 0.66 -0.06 42.97 0| 0 241 0 4800 1.28 1.35 -0.11 38.00 1.28 1.28 15| 14 244 -14 5600 2.56 -0.21 33.39 0| 0 146 0 6400 3.48 -0.28 31.31 0| 0 165 0 6800 4.69 4.71 -0.36 29.47 4.69 4.69 15| 10 1,081 +10 7200 6.36 -0.46 27.95 0| 18 112 +7 7600 8.41 -0.56 26.52 0| 0 376 0 8000 10.90 -0.67 25.43 0| 0 106 0 8400 13.84 -0.76 24.71 0| 0 134 0 8800 20.64 -0.90 23.44 0| 0 30 0 9600 24.40 -0.94 23.39 0| 0 15 0 10000 44.23 -1.00 24.58 0| 0 0 0 12000 Total 30| 42 2,650 +3 Indicative a-t-m Vol 27.91 Underlying Price 75.770 Time to expiry: 296 Days Jun 11 0.24 -0.02 49.67 0| 0 0 0 3200 0.55 -0.04 44.38 0| 0 10 0 4000 1.10 -0.08 39.69 0| 0 81 0 4800 2.12 -0.15 35.82 0| 0 184 0 5600 2.87 -0.19 34.06 0| 0 130 0 6000 3.80 -0.25 32.30 0| 0 133 0 6400 6.41 -0.40 29.08 0| 0 101 0 7200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.23 -0.48 27.84 0| 0 126 0 7600 10.46 -0.57 26.96 0| 0 162 0 8000 12.96 -0.65 25.92 0| 0 145 0 8400 15.83 -0.73 25.12 0| 0 107 0 8800 22.36 -0.86 23.70 0| 0 0 0 9600 25.96 -0.91 23.21 0| 0 0 0 10000 45.26 -0.98 23.51 0| 0 128 0 12000 84.90 -1.00 29.50 0| 0 0 0 16000 Total 0| 0 1,307 0 Indicative a-t-m Vol 28.79 Underlying Price 75.770 Time to expiry: 478 Days Dec 11 0.71 -0.03 48.50 0| 0 0 0 3200 1.43 -0.07 44.88 0| 0 10 0 4000 2.43 -0.12 40.58 0| 0 175 0 4800 2.73 -0.13 39.53 0| 0 275 0 5000 3.78 -0.18 36.49 0| 0 76 0 5600 4.67 -0.22 34.63 0| 0 0 0 6000 5.69 -0.27 32.90 0| 0 10 0 6400 7.69 -0.36 30.59 0| 0 802 0 7000 12.29 -0.52 27.47 0| 0 1,225 0 8000 18.68 -0.70 25.20 0| 0 0 0 9000 26.66 -0.84 23.68 0| 0 0 0 10000 45.28 -0.97 22.58 0| 0 0 0 12000 84.77 -1.00 26.00 0| 0 0 0 16000 Total 0| 0 2,573 0 Indicative a-t-m Vol 29.09 Underlying Price 75.770 Time to expiry: 660 Days Jun 12 1.51 -0.06 49.49 0| 0 0 0 3200 2.77 -0.10 46.40 0| 0 0 0 4000 3.84 -0.14 40.72 0| 0 0 0 4800 5.72 -0.21 37.47 0| 0 0 0 5600 6.61 -0.25 35.31 0| 0 0 0 6000 7.78 -0.29 33.49 0| 0 0 0 6400 10.53 -0.39 30.14 0| 0 0 0 7200 14.45 -0.51 27.92 0| 0 0 0 8000 19.54 -0.62 26.91 0| 0 0 0 8800 45.91 -0.91 23.90 0| 0 0 0 12000 84.74 -0.98 26.48 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.26 Underlying Price 75.770 Time to expiry: 849 Days Dec 12 2.30 -0.07 49.77 0| 0 0 0 3200 3.67 -0.11 45.93 0| 0 0 0 4000 5.00 -0.15 40.90 0| 0 13 0 4800 8.07 -0.25 35.72 0| 0 10 0 6000 12.37 -0.38 31.58 0| 0 0 0 7200 15.94 -0.48 28.78 0| 0 0 0 8000 20.45 -0.59 26.67 0| 0 0 0 8800 46.34 -0.87 25.00 0| 0 0 0 12000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 8 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 84.71 -0.97 27.19 0| 0 0 0 16000 Total 0| 0 23 0 Indicative a-t-m Vol 30.31 Underlying Price 75.770 Time to expiry: 1031 Days Jun 13 6.22 -0.17 41.06 0| 0 0 0 4800 9.53 -0.26 35.97 0| 0 0 0 6000 13.71 -0.38 31.30 0| 0 0 0 7200 17.53 -0.47 29.19 0| 0 0 0 8000 21.79 -0.57 26.89 0| 0 0 0 8800 46.82 -0.83 25.23 0| 0 0 0 12000 84.77 -0.95 27.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.87 Underlying Price 75.770 Time to expiry: 1213 Days Dec 13 3.49 -0.08 48.33 0| 0 0 0 3200 5.66 -0.12 46.44 0| 0 0 0 4000 7.08 -0.17 40.96 0| 0 0 0 4800 10.49 -0.26 36.04 0| 0 0 0 6000 18.47 -0.45 29.48 0| 0 0 0 8000 47.11 -0.80 25.46 0| 0 0 0 12000 84.65 -0.94 27.66 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.68 Underlying Price 75.770 Time to expiry: 1577 Days Dec 14 8.79 -0.17 41.22 0| 0 0 0 4800 12.22 -0.26 36.00 0| 0 0 0 6000 19.91 -0.43 29.25 0| 0 0 0 8000 47.63 -0.76 25.77 0| 0 0 0 12000 84.64 -0.92 27.60 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 371| 592 44,087 +247 Grand Total 665| 1,084 87,386 +416 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 9 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 28.21 Underlying Price 75.770 Time to expiry: 23 Days Sep 10 43.78 1.00 73.26 0| 0 0 0 3200 35.78 1.00 69.05 0| 0 0 0 4000 30.78 1.00 62.97 0| 0 0 0 4500 27.79 1.00 58.93 0| 0 0 0 4800 25.79 1.00 56.20 0| 0 0 0 5000 20.80 1.00 49.52 0| 0 0 0 5500 15.84 0.98 43.35 0| 0 33 0 6000 10.95 0.95 37.94 0| 0 0 0 6500 8.15 0.89 35.25 0| 0 0 0 6800 6.39 0.83 33.38 0| 0 0 0 7000 4.55 4.69 0.76 30.62 4.62 4.55 490| 0 1,390 0 7200 3.28 0.64 29.55 0| 0 0 0 7400 2.71 0.57 29.72 0| 0 900 0 7500 2.05 0.50 27.76 0| 0 0 0 7600 1.14 0.35 26.20 0| 30 30 +30 7800 0.60 0.22 25.81 0| 30 1,426 -30 8000 0.27 0.12 25.12 0| 0 107 0 8200 0.13 0.06 25.50 0| 0 0 0 8400 0.08 0.04 25.10 0| 0 1,617 0 8500 0.06 0.03 25.87 0| 0 0 0 8600 0.04 0.02 28.20 0| 0 200 0 8800 0.01 0.00 24.09 0| 0 132 0 9000 0.01 0.00 23.91 0| 0 0 0 9200 0.01 0.00 23.88 0| 0 0 0 9500 0.01 0.00 24.44 0| 0 2 0 10000 0.01 0.00 33.00 0| 0 0 0 12000 Total 490| 60 5,837 0 Indicative a-t-m Vol 28.05 Underlying Price 75.770 Time to expiry: 205 Days Mar 11 43.75 0.99 49.32 0| 0 0 0 3200 36.01 0.98 47.60 0| 0 10 0 4000 31.27 0.96 44.87 0| 0 0 0 4500 28.44 0.94 42.97 0| 0 0 0 4800 26.60 0.93 41.74 0| 0 0 0 5000 22.06 0.90 38.56 0| 0 10 0 5500 17.70 0.85 35.55 0| 0 10 0 6000 13.61 0.78 32.81 0| 0 10 0 6500 11.37 0.72 31.31 0| 0 0 0 6800 9.97 0.68 30.39 0| 0 0 0 7000 8.62 0.64 29.47 0| 0 0 0 7200 6.83 0.57 28.32 0| 0 120 0 7500 4.35 0.44 26.52 0| 0 20 0 8000 2.57 0.31 25.27 0| 0 300 0 8500 1.82 0.24 24.71 0| 0 20 0 8800 1.41 0.20 24.27 0| 0 10 0 9000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.74 0.12 23.59 0| 0 125 0 9500 0.37 0.07 23.39 0| 0 10 0 10000 0.04 0.01 24.58 0| 0 0 0 12000 0.02 0.00 29.76 0| 0 10 0 14000 Total 0| 0 655 0 Indicative a-t-m Vol 28.62 Underlying Price 75.770 Time to expiry: 387 Days Sep 11 42.67 0.98 46.39 0| 0 0 0 3200 35.19 0.95 42.16 0| 0 0 0 4000 28.16 0.90 39.22 0| 0 0 0 4800 26.38 0.89 38.07 0| 0 0 0 5000 21.45 0.84 35.52 0| 0 0 0 5600 18.34 0.79 33.99 0| 0 0 0 6000 15.50 0.74 32.71 0| 0 10 0 6400 11.55 0.65 30.54 0| 0 10 0 7000 6.25 0.46 27.22 0| 0 0 0 8000 2.77 0.27 24.52 0| 0 1 0 9000 1.12 0.14 23.22 0| 0 0 0 10000 0.12 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 28.43 Underlying Price 75.770 Time to expiry: 569 Days Mar 12 43.41 0.96 46.71 0| 0 0 0 3200 36.31 0.93 42.55 0| 0 10 0 4000 29.59 0.88 39.03 0| 0 0 0 4800 27.86 0.87 37.75 0| 0 0 0 5000 23.21 0.81 35.51 0| 0 0 0 5600 20.22 0.77 33.75 0| 0 0 0 6000 17.46 0.73 32.47 0| 0 0 0 6400 13.60 0.65 30.39 0| 0 0 0 7000 8.11 0.50 27.00 0| 0 0 0 8000 4.49 0.34 25.08 0| 0 0 0 9000 2.17 0.20 23.28 0| 0 0 0 10000 0.36 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 28.01 Underlying Price 75.770 Time to expiry: 758 Days Sep 12 42.73 0.94 46.89 0| 0 0 0 3200 35.98 0.91 42.58 0| 0 10 0 4000 29.56 0.86 38.74 0| 0 0 0 4800 20.71 0.75 33.79 0| 0 0 0 6000 18.09 0.71 32.36 0| 0 0 0 6400 12.93 0.61 28.96 0| 0 0 0 7200 9.04 0.50 26.94 0| 0 0 0 8000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.89 0.39 25.06 0| 0 0 0 8800 0.66 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 27.84 Underlying Price 75.770 Time to expiry: 933 Days Mar 13 43.63 0.94 46.81 0| 0 0 0 3200 37.14 0.90 42.67 0| 0 0 0 4000 30.88 0.85 38.68 0| 0 0 0 4800 22.29 0.75 33.80 0| 0 0 0 6000 14.39 0.63 28.72 0| 0 0 0 7200 10.48 0.53 26.85 0| 0 0 0 8000 7.09 0.42 24.74 0| 0 0 0 8800 1.01 0.10 20.46 0| 0 0 0 12000 0.16 0.02 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.42 Underlying Price 75.770 Time to expiry: 1122 Days Sep 13 43.05 0.92 47.10 0| 0 0 0 3200 36.72 0.89 42.37 0| 0 0 0 4000 30.79 0.84 38.68 0| 0 0 0 4800 22.30 0.74 33.12 0| 0 0 0 6000 11.24 0.53 27.16 0| 0 0 0 8000 1.37 0.13 20.64 0| 0 0 0 12000 0.25 0.03 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.33 Underlying Price 75.770 Time to expiry: 1304 Days Mar 14 44.07 0.92 47.42 0| 0 0 0 3200 37.88 0.88 42.41 0| 0 0 0 4000 32.05 0.84 38.58 0| 0 0 0 4800 23.71 0.75 33.17 0| 0 0 0 6000 12.53 0.55 27.03 0| 0 0 0 8000 1.91 0.16 20.60 0| 0 0 0 12000 0.43 0.04 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.65 Underlying Price 75.770 Time to expiry: 1486 Days Sep 14 37.41 0.88 42.51 0| 0 0 0 4000 31.72 0.83 38.36 0| 0 0 0 4800 23.69 0.74 33.20 0| 0 0 0 6000 13.10 0.56 27.43 0| 0 0 0 8000 2.13 0.17 20.40 0| 0 0 0 12000 0.53 0.05 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.86 Underlying Price 75.770 Time to expiry: 1668 Days Mar 15 32.90 0.83 38.38 0| 0 0 0 4800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.08 0.75 33.41 0| 0 0 0 6000 14.48 0.58 27.64 0| 0 0 0 8000 2.74 0.20 20.40 0| 0 0 0 12000 0.79 0.07 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 490| 60 6,543 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 13 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 28.21 Underlying Price 75.770 Time to expiry: 23 Days Sep 10 0.01 0.00 73.26 0| 0 0 0 3200 0.01 0.00 69.05 0| 0 0 0 4000 0.01 0.00 62.97 0| 0 0 0 4500 0.01 0.00 58.93 0| 0 10 0 4800 0.01 0.00 56.20 0| 0 0 0 5000 0.01 0.00 49.52 0| 0 270 0 5500 0.05 -0.02 43.35 0| 0 1,326 0 6000 0.16 -0.05 37.94 0| 0 2,471 0 6500 0.36 -0.11 35.25 0| 0 4 0 6800 0.60 -0.17 33.38 0| 0 2,320 0 7000 0.90 -0.24 30.62 0| 0 50 0 7200 1.48 -0.36 29.55 0| 0 0 0 7400 1.92 -0.43 29.72 0| 0 3,457 0 7500 2.26 -0.50 27.76 0| 0 20 0 7600 3.35 -0.65 26.20 0| 0 0 0 7800 4.81 -0.78 25.81 0| 30 650 -30 8000 6.48 -0.88 25.12 0| 0 0 0 8200 8.33 -0.94 25.50 0| 0 0 0 8400 9.28 -0.96 25.10 0| 304 304 0 8500 10.26 -0.97 25.87 0| 0 0 0 8600 12.25 -0.98 28.20 0| 0 0 0 8800 14.21 -1.00 24.09 0| 0 0 0 9000 16.20 -1.00 23.91 0| 0 0 0 9200 19.20 -1.00 23.88 0| 0 0 0 9500 24.20 -1.00 24.44 0| 0 0 0 10000 44.19 -1.00 33.00 0| 0 0 0 12000 Total 0| 334 10,882 -30 Indicative a-t-m Vol 28.05 Underlying Price 75.770 Time to expiry: 205 Days Mar 11 0.06 -0.01 49.32 0| 0 800 0 3200 0.28 -0.02 47.60 0| 0 2,443 0 4000 0.50 -0.04 44.87 0| 0 635 0 4500 0.66 -0.06 42.97 0| 0 400 0 4800 0.81 -0.07 41.74 0| 0 400 0 5000 1.24 -0.10 38.56 0| 0 687 0 5500 1.86 -0.15 35.55 0| 0 18 0 6000 2.74 -0.22 32.81 0| 0 10 0 6500 3.48 -0.28 31.31 0| 0 100 0 6800 4.07 -0.32 30.39 0| 0 160 0 7000 4.68 4.71 -0.36 29.47 4.68 4.59 400| 0 500 0 7200 5.91 -0.43 28.32 0| 30 75 +30 7500 8.40 -0.56 26.52 0| 304 318 +294 8000 11.60 -0.69 25.27 0| 0 10 0 8500 13.83 -0.76 24.71 0| 0 0 0 8800 15.41 -0.80 24.27 0| 0 10 0 9000 19.71 -0.88 23.59 0| 0 0 0 9500 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 24.32 -0.93 23.39 0| 0 10 0 10000 43.88 -0.99 24.58 0| 0 0 0 12000 63.75 -1.00 29.76 0| 0 0 0 14000 Total 400| 334 6,576 +324 Indicative a-t-m Vol 28.62 Underlying Price 75.770 Time to expiry: 387 Days Sep 11 0.34 -0.02 46.39 0| 0 0 0 3200 0.76 -0.05 42.16 0| 0 0 0 4000 1.63 -0.10 39.22 0| 0 0 0 4800 1.83 -0.11 38.07 0| 0 0 0 5000 2.83 -0.16 35.52 0| 0 0 0 5600 3.67 -0.21 33.99 0| 0 1,040 0 6000 4.78 -0.26 32.71 0| 0 10 0 6400 6.75 -0.35 30.54 0| 0 510 0 7000 11.33 -0.54 27.22 0| 0 0 0 8000 17.72 -0.73 24.52 0| 0 0 0 9000 25.95 -0.86 23.22 0| 0 0 0 10000 44.70 -0.98 21.47 0| 0 0 0 12000 64.35 -1.00 21.26 0| 0 0 0 14000 84.09 -1.00 20.80 0| 0 10 0 16000 Total 0| 0 1,570 0 Indicative a-t-m Vol 28.43 Underlying Price 75.770 Time to expiry: 569 Days Mar 12 0.85 -0.04 46.71 0| 0 0 0 3200 1.59 -0.07 42.55 0| 0 0 0 4000 2.72 -0.12 39.03 0| 0 0 0 4800 2.95 -0.13 37.75 0| 0 10 0 5000 4.18 -0.19 35.51 0| 0 0 0 5600 5.11 -0.23 33.75 0| 0 0 0 6000 6.28 -0.27 32.47 0| 0 0 0 6400 8.30 -0.35 30.39 0| 0 0 0 7000 12.62 -0.50 27.00 0| 0 0 0 8000 18.80 -0.66 25.08 0| 0 0 0 9000 26.28 -0.80 23.28 0| 0 0 0 10000 44.09 -0.95 20.93 0| 0 0 0 12000 63.41 -0.99 21.15 0| 0 0 0 14000 82.96 -1.00 21.26 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 28.01 Underlying Price 75.770 Time to expiry: 758 Days Sep 12 1.55 -0.06 46.89 0| 0 0 0 3200 2.58 -0.09 42.58 0| 0 10 0 4000 3.94 -0.14 38.74 0| 0 0 0 4800 6.74 -0.25 33.79 0| 0 240 0 6000 8.01 -0.29 32.36 0| 0 0 0 6400 10.63 -0.39 28.96 0| 0 300 0 7200 14.50 -0.50 26.94 0| 0 0 0 8000 19.13 -0.61 25.06 0| 0 0 0 8800 45.00 -0.93 20.90 0| 0 0 0 12000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 83.29 -0.99 21.70 0| 0 0 0 16000 Total 0| 0 550 0 Indicative a-t-m Vol 27.84 Underlying Price 75.770 Time to expiry: 933 Days Mar 13 2.15 -0.06 46.81 0| 0 0 0 3200 3.35 -0.10 42.67 0| 0 0 0 4000 4.79 -0.15 38.68 0| 0 0 0 4800 7.75 -0.25 33.80 0| 0 0 0 6000 11.40 -0.37 28.72 0| 0 0 0 7200 15.18 -0.47 26.85 0| 0 0 0 8000 19.49 -0.58 24.74 0| 0 0 0 8800 44.21 -0.90 20.46 0| 0 0 0 12000 81.85 -0.98 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.42 Underlying Price 75.770 Time to expiry: 1122 Days Sep 13 2.92 -0.08 47.10 0| 0 0 0 3200 4.20 -0.11 42.37 0| 0 0 0 4000 5.87 -0.16 38.68 0| 0 0 0 4800 8.79 -0.26 33.12 0| 0 0 0 6000 16.75 -0.47 27.16 0| 0 0 0 8000 44.93 -0.87 20.64 0| 0 0 0 12000 81.85 -0.97 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.33 Underlying Price 75.770 Time to expiry: 1304 Days Mar 14 3.55 -0.08 47.42 0| 0 0 0 3200 4.87 -0.12 42.41 0| 0 0 0 4000 6.56 -0.16 38.58 0| 0 0 0 4800 9.49 -0.25 33.17 0| 0 0 0 6000 17.10 -0.45 27.03 0| 0 0 0 8000 44.04 -0.84 20.60 0| 0 0 0 12000 80.13 -0.96 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.65 Underlying Price 75.770 Time to expiry: 1486 Days Sep 14 5.66 -0.12 42.51 0| 0 0 0 4000 7.38 -0.17 38.36 0| 0 0 0 4800 10.47 -0.26 33.20 0| 0 0 0 6000 18.40 -0.44 27.43 0| 0 0 0 8000 44.50 -0.83 20.40 0| 0 0 0 12000 79.95 -0.95 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.86 Underlying Price 75.770 Time to expiry: 1668 Days Mar 15 7.89 -0.17 38.38 0| 0 0 0 4800 11.02 -0.25 33.41 0| 0 0 0 6000 18.68 -0.42 27.64 0| 0 0 0 8000 43.45 -0.80 20.40 0| 0 0 0 12000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 78.02 -0.93 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 400| 668 19,588 +294 Grand Total 890| 728 26,131 +294 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 17 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 36.39 Underlying Price 36.790 Time to expiry: 23 Days Sep 10 6.91 0.95 51.00 0| 0 0 0 3000 5.00 0.90 44.00 0| 0 2 0 3200 3.25 0.80 39.81 0| 0 0 0 3400 2.47 0.72 37.62 0| 0 0 0 3500 1.81 0.61 37.00 0| 0 0 0 3600 1.32 1.27 0.50 36.23 1.32 1.14 210| 0 0 0 3700 0.82 0.38 34.80 0| 10 16 +10 3800 0.50 0.27 33.93 0| 750 788 +730 3900 0.25 0.16 31.98 0| 2 561 0 4000 0.13 0.10 31.45 0| 0 40 0 4100 0.06 0.05 31.17 0| 9 6,020 0 4200 0.03 0.03 31.02 0| 0 52 0 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 38.00 0| 0 418 0 5600 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 46.50 0| 0 0 0 9600 Total 210| 771 20,889 +740 Indicative a-t-m Vol 36.18 Underlying Price 36.790 Time to expiry: 51 Days Oct 10 7.16 0.90 46.30 0| 0 0 0 3000 5.42 0.83 43.26 0| 0 0 0 3200 3.81 0.73 39.58 0| 0 0 0 3400 3.13 0.66 38.71 0| 0 0 0 3500 2.49 0.59 37.44 0| 0 0 0 3600 1.90 0.51 35.84 0| 0 0 0 3700 1.46 0.43 35.39 0| 3,000 3,000 +3,000 3800 1.12 1.04 0.35 34.01 1.12 1.12 6| 75 575 +75 3900 0.74 0.28 33.26 0| 15 15 +15 4000 0.50 0.21 32.52 0| 0 32 0 4100 0.32 0.15 31.74 0| 3,000 3,014 +3,000 4200 0.21 0.10 31.27 0| 0 5 0 4300 0.12 0.07 30.44 0| 0 11 0 4400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 18 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.07 0.04 29.77 0| 0 3 0 4500 0.05 0.03 30.31 0| 0 25 0 4600 0.01 0.01 29.58 0| 10 32 0 4800 0.01 0.00 29.94 0| 0 0 0 5200 Total 6| 6,100 6,712 +6,090 Indicative a-t-m Vol 37.27 Underlying Price 36.790 Time to expiry: 86 Days Nov 10 7.55 0.85 45.70 0| 0 0 0 3000 5.92 0.78 43.03 0| 0 0 0 3200 4.41 0.70 40.18 0| 0 0 0 3400 3.76 0.64 39.26 0| 0 0 0 3500 3.14 0.59 38.02 0| 0 0 0 3600 2.59 0.53 37.07 0| 121 121 +121 3700 2.09 0.47 36.14 0| 0 0 0 3800 1.69 0.41 35.59 0| 0 0 0 3900 1.32 0.34 34.65 0| 0 0 0 4000 0.77 0.24 33.54 0| 0 20 0 4200 0.42 0.15 32.51 0| 0 0 0 4400 Total 0| 121 141 +121 Indicative a-t-m Vol 37.66 Underlying Price 36.790 Time to expiry: 114 Days Dec 10 19.50 0.99 62.00 0| 0 0 0 1738 16.14 0.97 58.30 0| 0 0 0 2085 13.18 0.94 54.61 0| 0 0 0 2400 9.71 0.88 47.86 0| 0 0 0 2780 6.78 0.79 42.68 0| 0 0 0 3128 4.34 0.65 39.56 0| 0 0 0 3475 3.59 0.59 38.40 0| 0 11 0 3600 2.41 0.47 36.33 0| 0 15 0 3823 1.71 0.38 35.11 0| 20 592 +20 4000 1.16 0.29 33.81 0| 5 65 +5 4170 0.67 0.19 32.81 0| 0 3,648 0 4400 0.40 0.13 32.22 0| 8 229 0 4600 0.18 0.07 31.31 0| 3 2,597 0 4865 0.04 0.02 28.65 0| 0 7,306 0 5213 0.01 0.00 27.47 0| 0 5,562 0 5560 0.01 0.00 27.35 0| 0 1,062 0 5600 0.01 0.00 26.37 0| 0 3,007 0 6000 0.01 0.00 26.22 0| 0 1,312 0 6081 0.01 0.00 25.73 0| 0 1,100 0 6400 0.01 0.00 25.32 0| 0 6,702 0 6950 0.01 0.00 25.63 0| 0 1 0 7819 0.01 0.00 25.82 0| 0 522 0 8000 0.01 0.00 26.29 0| 0 0 0 8340 0.01 0.00 26.91 0| 0 2 0 8688 0.01 0.00 31.50 0| 0 0 0 10425 Total 0| 36 33,733 +25 Indicative a-t-m Vol 36.82 Underlying Price 36.790 Time to expiry: 205 Days Mar 11 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 19 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.50 0.92 48.28 0| 0 0 0 2400 10.10 0.84 44.34 0| 0 0 0 2800 7.04 0.74 40.22 0| 0 11 0 3200 5.61 0.67 37.68 0| 0 0 0 3400 4.54 0.59 37.32 0| 0 0 0 3600 3.51 0.51 36.05 0| 0 10 0 3800 2.66 0.43 35.01 0| 7 27 +7 4000 1.94 0.35 33.77 0| 0 36 0 4200 1.42 0.28 33.27 0| 2 59 +1 4400 1.01 0.22 32.60 0| 0 102 0 4600 0.69 0.17 31.91 0| 0 49 0 4800 0.32 0.09 31.09 0| 1 26 -1 5200 0.14 0.04 30.70 0| 0 760 0 5600 0.06 0.02 30.06 0| 0 5 0 6000 0.02 0.01 29.86 0| 0 3 0 6400 0.01 0.00 29.96 0| 0 0 0 7200 0.01 0.00 30.56 0| 0 0 0 8000 0.01 0.00 31.50 0| 0 0 0 8800 Total 0| 10 1,088 +7 Indicative a-t-m Vol 36.24 Underlying Price 36.790 Time to expiry: 296 Days Jun 11 19.79 0.97 55.00 0| 0 0 0 1738 16.59 0.94 50.20 0| 0 0 0 2085 13.80 0.90 46.53 0| 0 0 0 2400 10.68 0.83 42.75 0| 0 0 0 2780 8.13 0.74 40.13 0| 0 0 0 3128 5.90 0.64 37.44 0| 0 0 0 3475 5.16 0.60 36.34 0| 80 90 +80 3600 4.17 0.52 36.07 0| 0 0 0 3823 3.40 0.46 35.11 0| 0 11 0 4000 2.77 0.41 34.40 0| 0 0 0 4170 2.04 0.33 33.28 0| 0 20 0 4400 1.56 0.27 32.73 0| 0 0 0 4600 1.05 0.20 31.83 0| 0 0 0 4865 0.61 0.13 30.81 0| 0 25 0 5213 0.35 0.08 30.30 0| 0 29 0 5560 0.10 0.03 29.36 0| 0 1,183 0 6255 0.03 0.01 29.30 0| 0 0 0 6950 0.01 0.00 29.48 0| 0 0 0 7645 0.01 0.00 29.71 0| 0 0 0 8000 0.01 0.00 30.01 0| 0 0 0 8340 0.01 0.00 30.38 0| 0 0 0 8688 0.01 0.00 36.50 0| 0 0 0 12000 Total 0| 80 1,358 +80 Indicative a-t-m Vol 36.58 Underlying Price 36.790 Time to expiry: 478 Days Dec 11 19.83 0.96 56.00 0| 0 0 0 1738 16.64 0.93 50.00 0| 0 0 0 2085 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 20 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.83 0.90 45.02 0| 0 0 0 2400 10.83 0.82 42.06 0| 0 0 0 2780 8.38 0.74 39.49 0| 0 0 0 3128 6.33 0.64 37.63 0| 0 0 0 3475 4.63 0.53 35.84 0| 0 1,500 0 3823 3.89 0.48 35.06 0| 0 1,000 0 4000 3.29 0.43 34.38 0| 0 0 0 4170 2.57 0.36 33.54 0| 0 25 0 4400 2.07 0.31 32.90 0| 0 500 0 4600 1.66 0.26 32.32 0| 0 0 0 4800 1.01 0.18 31.32 0| 0 2,110 0 5213 0.63 0.12 30.61 0| 0 750 0 5600 0.38 0.08 30.06 0| 0 204 0 6000 0.23 0.05 29.68 0| 0 0 0 6400 0.12 0.03 29.41 0| 0 0 0 6950 0.05 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 36.50 Underlying Price 36.790 Time to expiry: 660 Days Jun 12 14.23 0.87 44.87 0| 0 0 0 2400 8.70 0.70 38.93 0| 0 0 0 3200 6.56 0.60 36.83 0| 0 0 0 3600 4.84 0.50 35.15 0| 0 0 0 4000 3.43 0.40 33.41 0| 0 0 0 4400 2.25 0.30 31.31 0| 0 0 0 4800 1.05 0.17 29.79 0| 0 0 0 5600 0.71 0.12 29.32 0| 0 0 0 6000 0.47 0.09 28.86 0| 0 0 0 6400 0.15 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 36.37 Underlying Price 36.790 Time to expiry: 849 Days Dec 12 17.37 0.95 47.73 0| 0 0 0 2000 14.12 0.88 44.80 0| 0 0 0 2400 8.63 0.70 38.64 0| 0 0 0 3200 6.58 0.60 36.68 0| 0 0 0 3600 4.93 0.50 35.09 0| 0 0 0 4000 3.52 0.40 33.06 0| 0 0 0 4400 2.52 0.32 31.84 0| 0 0 0 4800 1.16 0.18 29.40 0| 0 0 0 5600 0.82 0.14 29.04 0| 0 0 0 6000 0.62 0.11 29.07 0| 0 0 0 6400 0.22 0.04 29.70 0| 0 0 0 8000 0.22 0.03 39.64 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 21 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 36.34 Underlying Price 36.790 Time to expiry: 1031 Days Jun 13 14.20 0.87 42.86 0| 0 0 0 2400 9.16 0.70 38.50 0| 0 0 0 3200 7.22 0.60 36.67 0| 0 0 0 3600 5.60 0.52 35.01 0| 0 0 0 4000 4.20 0.43 33.15 0| 0 0 0 4400 3.13 0.35 31.80 0| 0 0 0 4800 1.22 0.18 29.09 0| 0 0 0 6000 0.42 0.07 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.55 Underlying Price 36.790 Time to expiry: 1213 Days Dec 13 17.30 0.95 48.00 0| 0 0 0 2000 13.93 0.89 43.00 0| 0 0 0 2400 8.93 0.70 38.86 0| 0 0 0 3200 5.41 0.52 35.00 0| 0 0 0 4000 3.03 0.35 31.86 0| 0 0 0 4800 1.22 0.18 29.10 0| 0 0 0 6000 0.48 0.08 30.20 0| 0 0 0 8000 0.39 0.06 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.81 Underlying Price 36.790 Time to expiry: 1577 Days Dec 14 13.66 0.91 43.00 0| 0 0 0 2400 8.85 0.71 39.50 0| 0 0 0 3200 5.44 0.52 35.00 0| 0 0 0 4000 3.11 0.36 31.46 0| 0 0 0 4800 1.30 0.19 28.44 0| 0 0 0 6000 0.70 0.11 30.67 0| 0 0 0 8000 0.53 0.07 36.93 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 216| 7,118 70,010 +7,063 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 22 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 36.39 Underlying Price 36.790 Time to expiry: 23 Days Sep 10 0.11 -0.05 51.00 0| 0 0 0 3000 0.20 -0.10 44.00 0| 0 14 0 3200 0.45 0.45 -0.20 39.81 0.45 0.45 158| 157 444 +157 3400 0.67 -0.28 37.62 0| 0 0 0 3500 1.01 -0.39 37.00 0| 112 331 +112 3600 1.58 1.47 -0.50 36.23 1.58 1.46 175| 0 61 0 3700 2.02 -0.62 34.80 0| 1 1,619 -1 3800 2.70 -0.73 33.93 0| 0 96 0 3900 3.45 -0.84 31.98 0| 8 4,271 0 4000 4.33 -0.90 31.45 0| 10 159 -10 4100 5.27 -0.95 31.17 0| 0 1,028 0 4200 6.23 -0.97 31.02 0| 0 60 0 4300 7.22 -0.99 30.12 0| 0 460 0 4400 8.21 -1.00 30.98 0| 0 163 0 4500 9.21 -1.00 31.50 0| 0 51 0 4600 10.21 -1.00 32.00 0| 0 0 0 4700 11.21 -1.00 33.08 0| 0 6,018 0 4800 12.21 -1.00 33.90 0| 0 0 0 4900 13.21 -1.00 34.76 0| 0 0 0 5000 15.21 -1.00 36.36 0| 0 1,720 0 5200 17.21 -1.00 37.59 0| 0 0 0 5400 19.21 -1.00 38.00 0| 0 89 0 5600 23.21 -1.00 40.70 0| 0 565 0 6000 27.21 -1.00 42.45 0| 0 29 0 6400 31.21 -1.00 43.79 0| 0 192 0 6800 35.21 -1.00 44.46 0| 0 0 0 7200 43.21 -1.00 44.65 0| 0 0 0 8000 51.21 -1.00 44.69 0| 0 0 0 8800 59.21 -1.00 46.50 0| 0 0 0 9600 Total 333| 288 17,370 +258 Indicative a-t-m Vol 36.18 Underlying Price 36.790 Time to expiry: 51 Days Oct 10 0.34 -0.10 46.30 0| 0 0 0 3000 0.61 -0.17 43.26 0| 50 74 +50 3200 1.00 0.99 -0.27 39.58 1.00 0.97 15| 6 77 +6 3400 1.31 -0.34 38.71 0| 0 0 0 3500 1.67 -0.41 37.44 0| 2 52 -2 3600 2.08 -0.49 35.84 0| 0 24 0 3700 2.64 -0.57 35.39 0| 1 40 +1 3800 3.23 -0.65 34.01 0| 0 601 0 3900 3.92 -0.73 33.26 0| 0 52 0 4000 4.69 -0.79 32.52 0| 0 10 0 4100 5.51 -0.85 31.74 0| 0 0 0 4200 6.39 -0.90 31.27 0| 0 0 0 4300 7.31 -0.94 30.44 0| 0 0 0 4400 8.26 -0.96 29.77 0| 0 0 0 4500 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 23 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.24 -0.97 30.31 0| 0 0 0 4600 11.21 -0.99 29.58 0| 0 0 0 4800 15.21 -1.00 29.94 0| 0 0 0 5200 Total 15| 59 930 +55 Indicative a-t-m Vol 37.27 Underlying Price 36.790 Time to expiry: 86 Days Nov 10 0.72 -0.15 45.70 0| 0 0 0 3000 1.08 -0.22 43.03 0| 26 26 +26 3200 1.56 -0.31 40.18 0| 0 20 0 3400 1.92 -0.36 39.26 0| 0 0 0 3500 2.29 -0.41 38.02 0| 0 0 0 3600 2.74 -0.47 37.07 0| 0 0 0 3700 3.24 -0.54 36.14 0| 0 0 0 3800 3.84 -0.60 35.59 0| 0 0 0 3900 4.47 -0.66 34.65 0| 0 0 0 4000 5.92 -0.77 33.54 0| 0 0 0 4200 7.58 -0.85 32.51 0| 0 0 0 4400 Total 0| 26 46 +26 Indicative a-t-m Vol 37.66 Underlying Price 36.790 Time to expiry: 114 Days Dec 10 0.05 -0.01 62.00 0| 0 1,250 0 1738 0.15 -0.03 58.30 0| 0 0 0 2085 0.33 -0.06 54.61 0| 0 0 0 2400 0.64 -0.12 47.86 0| 0 0 0 2780 1.18 -0.21 42.68 0| 12 151 +12 3128 2.21 -0.35 39.56 0| 0 2,657 0 3475 2.71 -0.41 38.40 0| 10 280 +10 3600 3.76 -0.53 36.33 0| 0 78 0 3823 4.82 -0.62 35.11 0| 11 872 +1 4000 5.98 -0.71 33.81 0| 0 3,612 0 4170 7.78 -0.81 32.81 0| 0 81 0 4400 9.52 -0.88 32.22 0| 0 3,289 0 4600 11.97 -0.94 31.31 0| 0 1,569 0 4865 15.34 -0.99 28.65 0| 0 4,849 0 5213 18.81 -1.00 27.47 0| 0 1,011 0 5560 19.21 -1.00 27.35 0| 0 752 0 5600 23.21 -1.00 26.37 0| 0 0 0 6000 24.02 -1.00 26.22 0| 0 1,447 0 6081 27.21 -1.00 25.73 0| 0 0 0 6400 32.71 -1.00 25.32 0| 0 1,593 0 6950 41.40 -1.00 25.63 0| 0 0 0 7819 43.21 -1.00 25.82 0| 0 0 0 8000 46.61 -1.00 26.29 0| 0 0 0 8340 50.09 -1.00 26.91 0| 0 0 0 8688 67.46 -1.00 31.50 0| 0 0 0 10425 Total 0| 33 23,491 +23 Indicative a-t-m Vol 36.82 Underlying Price 36.790 Time to expiry: 205 Days Mar 11 0.62 -0.09 48.28 0| 0 0 0 2400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.21 -0.16 44.34 0| 0 48 0 2800 2.14 -0.27 40.22 0| 0 19 0 3200 2.72 -0.34 37.68 0| 0 0 0 3400 3.64 -0.41 37.32 0| 4 119 +2 3600 4.62 -0.49 36.05 0| 0 89 0 3800 5.77 -0.57 35.01 0| 0 820 0 4000 7.05 -0.65 33.77 0| 0 104 0 4200 8.53 -0.72 33.27 0| 0 41 0 4400 10.11 -0.78 32.60 0| 0 26 0 4600 11.79 -0.84 31.91 0| 0 21 0 4800 15.41 -0.92 31.09 0| 0 0 0 5200 19.25 -0.97 30.70 0| 12 76 -12 5600 23.21 -1.00 30.06 0| 0 22 0 6000 27.21 -1.00 29.86 0| 0 0 0 6400 35.21 -1.00 29.96 0| 0 0 0 7200 43.21 -1.00 30.56 0| 0 0 0 8000 51.21 -1.00 31.50 0| 0 0 0 8800 Total 0| 16 1,385 -10 Indicative a-t-m Vol 36.24 Underlying Price 36.790 Time to expiry: 296 Days Jun 11 0.35 -0.04 55.00 0| 0 0 0 1738 0.62 -0.07 50.20 0| 0 20 0 2085 0.98 -0.11 46.53 0| 0 0 0 2400 1.67 -0.18 42.75 0| 10 18 +10 2780 2.55 2.60 -0.27 40.13 2.55 2.50 12| 10 1,010 +10 3128 3.85 -0.37 37.44 0| 0 1 0 3475 4.43 4.35 -0.41 36.34 4.45 4.43 40| 10 20 +10 3600 5.59 -0.48 36.07 0| 0 60 0 3823 6.60 -0.54 35.11 0| 0 0 0 4000 7.66 -0.60 34.40 0| 0 22 0 4170 9.22 -0.67 33.28 0| 0 62 0 4400 10.73 -0.73 32.73 0| 0 0 0 4600 12.86 -0.80 31.83 0| 0 101 0 4865 15.87 -0.87 30.81 0| 0 62 0 5213 19.06 -0.92 30.30 0| 0 132 0 5560 25.76 -0.99 29.36 0| 0 92 0 6255 32.71 -1.00 29.30 0| 0 0 0 6950 39.66 -1.00 29.48 0| 0 0 0 7645 43.21 -1.00 29.71 0| 0 0 0 8000 46.61 -1.00 30.01 0| 0 0 0 8340 50.09 -1.00 30.38 0| 0 0 0 8688 83.21 -1.00 36.50 0| 0 0 0 12000 Total 52| 30 1,600 +30 Indicative a-t-m Vol 36.58 Underlying Price 36.790 Time to expiry: 478 Days Dec 11 1.06 -0.08 56.00 0| 0 0 0 1738 1.49 -0.12 50.00 0| 5 5 +5 2085 1.98 -0.16 45.02 0| 5 5 +5 2400 3.01 -0.24 42.06 0| 0 0 0 2780 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 25 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.21 -0.32 39.49 0| 0 0 0 3128 5.79 -0.41 37.63 0| 1,500 1,500 +1,500 3475 7.67 -0.51 35.84 0| 0 1,500 0 3823 8.74 -0.56 35.06 0| 0 3 0 4000 9.87 -0.60 34.38 0| 0 0 0 4170 11.48 -0.66 33.54 0| 0 0 0 4400 12.99 -0.71 32.90 0| 0 500 0 4600 14.58 -0.76 32.32 0| 0 5 0 4800 18.07 -0.83 31.32 0| 0 1,505 0 5213 21.54 -0.89 30.61 0| 0 1,250 0 5600 25.28 -0.93 30.06 0| 0 250 0 6000 29.10 -0.95 29.68 0| 0 0 0 6400 34.45 -0.97 29.41 0| 0 70 0 6950 42.99 -0.99 29.46 0| 0 0 0 7819 51.57 -1.00 30.00 0| 0 0 0 8688 84.33 -1.00 35.00 0| 0 0 0 12000 Total 0| 1,510 6,593 +1,510 Indicative a-t-m Vol 36.50 Underlying Price 36.790 Time to expiry: 660 Days Jun 12 2.67 -0.17 44.87 0| 0 0 0 2400 5.38 -0.33 38.93 0| 0 0 0 3200 7.29 -0.43 36.83 0| 0 0 0 3600 9.58 -0.52 35.15 0| 0 0 0 4000 12.16 -0.62 33.41 0| 0 0 0 4400 14.97 -0.72 31.31 0| 0 0 0 4800 21.76 -0.85 29.79 0| 0 0 0 5600 25.41 -0.90 29.32 0| 0 1 0 6000 29.17 -0.93 28.86 0| 0 0 0 6400 44.75 -0.98 29.62 0| 0 0 0 8000 84.27 -0.99 39.09 0| 0 0 0 12000 Total 0| 0 1 0 Indicative a-t-m Vol 36.37 Underlying Price 36.790 Time to expiry: 849 Days Dec 12 2.52 -0.14 47.73 0| 0 0 0 2000 3.72 -0.21 44.80 0| 0 0 0 2400 6.74 -0.36 38.64 0| 0 0 0 3200 8.81 -0.45 36.68 0| 0 0 0 3600 11.21 -0.53 35.09 0| 0 0 0 4000 13.80 -0.62 33.06 0| 0 0 0 4400 16.77 -0.70 31.84 0| 0 0 0 4800 23.29 -0.83 29.40 0| 0 0 0 5600 26.87 -0.87 29.04 0| 0 0 0 6000 30.58 -0.90 29.07 0| 0 0 0 6400 45.80 -0.96 29.70 0| 0 0 0 8000 84.73 -0.97 39.64 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.34 Underlying Price 36.790 Time to expiry: 1031 Days Jun 13 3.96 -0.20 42.86 0| 0 0 0 2400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.28 -0.35 38.50 0| 0 0 0 3200 9.37 -0.43 36.67 0| 0 0 0 3600 11.72 -0.51 35.01 0| 0 0 0 4000 14.25 -0.59 33.15 0| 0 0 0 4400 17.11 -0.67 31.80 0| 0 0 0 4800 26.98 -0.84 29.09 0| 0 0 0 6000 45.71 -0.94 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.55 Underlying Price 36.790 Time to expiry: 1213 Days Dec 13 3.82 -0.17 48.00 0| 0 0 0 2000 4.94 -0.23 43.00 0| 0 0 0 2400 8.62 -0.37 38.86 0| 0 0 0 3200 13.15 -0.52 35.00 0| 0 0 0 4000 18.60 -0.67 31.86 0| 0 0 0 4800 28.37 -0.83 29.10 0| 0 0 0 6000 46.74 -0.93 30.20 0| 0 0 0 8000 84.77 -0.95 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.81 Underlying Price 36.790 Time to expiry: 1577 Days Dec 14 6.27 -0.25 43.00 0| 0 0 0 2400 10.33 -0.38 39.50 0| 0 0 0 3200 14.88 -0.53 35.00 0| 0 0 0 4000 20.24 -0.67 31.46 0| 0 0 0 4800 29.76 -0.83 28.44 0| 0 0 0 6000 47.81 -0.90 30.67 0| 0 0 0 8000 84.82 -0.93 36.93 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 400| 1,962 51,416 +1,892 Grand Total 616| 9,080 121,426 +8,955 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 27 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 36.39 Underlying Price 36.790 Time to expiry: 23 Days Sep 10 9.07 0.97 61.67 0| 0 0 0 2780 6.91 0.95 51.00 0| 0 0 0 3000 5.68 0.92 46.51 0| 0 0 0 3128 2.65 0.74 38.00 0| 0 0 0 3475 1.81 0.61 37.00 0| 0 0 0 3600 1.27 0.50 36.23 0| 0 0 0 3700 0.70 0.35 33.69 0| 0 15 0 3823 0.50 0.27 33.93 0| 0 0 0 3900 0.25 0.16 31.98 0| 0 0 0 4000 0.13 0.10 31.45 0| 0 0 0 4100 0.09 0.07 32.10 0| 0 0 0 4170 0.03 0.03 31.02 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 33.37 0| 0 873 0 4865 0.01 0.00 34.76 0| 0 0 0 5000 0.01 0.00 35.11 0| 0 700 0 5213 0.01 0.00 37.59 0| 0 0 0 5400 0.01 0.00 37.12 0| 0 962 0 5560 0.01 0.00 40.70 0| 0 386 0 6000 0.01 0.00 41.16 0| 0 717 0 6255 0.01 0.00 44.43 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 46.50 0| 0 0 0 9600 0.01 0.00 39.77 0| 0 0 0 10425 Total 0| 0 7,053 0 Indicative a-t-m Vol 36.82 Underlying Price 36.790 Time to expiry: 205 Days Mar 11 13.39 0.91 48.28 0| 0 0 0 2400 10.00 0.84 44.34 0| 0 0 0 2800 6.95 0.73 40.22 0| 0 0 0 3200 5.54 0.66 37.68 0| 0 0 0 3400 4.48 0.59 37.32 0| 0 0 0 3600 3.46 0.51 36.05 0| 0 0 0 3800 2.63 0.43 35.01 0| 0 0 0 4000 1.91 0.35 33.77 0| 0 0 0 4200 1.40 0.28 33.27 0| 0 200 0 4400 0.99 0.22 32.60 0| 0 0 0 4600 0.68 0.16 31.91 0| 0 1,200 0 4800 0.31 0.09 31.09 0| 0 439 0 5200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 28 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.14 0.04 30.70 0| 0 100 0 5600 0.06 0.02 30.06 0| 0 0 0 6000 0.02 0.01 29.86 0| 0 0 0 6400 0.01 0.00 29.96 0| 0 0 0 7200 0.01 0.00 30.56 0| 0 0 0 8000 0.01 0.00 31.50 0| 0 0 0 8800 Total 0| 0 1,939 0 Indicative a-t-m Vol 37.92 Underlying Price 36.790 Time to expiry: 387 Days Sep 11 12.35 0.85 46.01 0| 0 0 0 2400 7.00 0.66 40.71 0| 0 0 0 3200 4.94 0.55 38.31 0| 0 0 0 3600 3.30 0.43 36.33 0| 0 0 0 4000 1.99 0.31 33.59 0| 0 0 0 4400 1.04 0.20 30.76 0| 0 0 0 4800 0.28 0.07 28.34 0| 0 80 0 5600 0.14 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 37.86 Underlying Price 36.790 Time to expiry: 569 Days Mar 12 13.26 0.83 45.40 0| 0 0 0 2400 8.13 0.67 40.00 0| 0 0 0 3200 6.15 0.57 38.13 0| 0 0 0 3600 4.56 0.48 36.76 0| 0 0 0 4000 2.99 0.37 33.70 0| 0 0 0 4400 1.81 0.27 30.83 0| 0 0 0 4800 0.67 0.13 28.45 0| 0 0 0 5600 0.41 0.09 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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 29 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 36.39 Underlying Price 36.790 Time to expiry: 23 Days Sep 10 0.08 -0.03 61.67 0| 0 150 0 2780 0.11 -0.05 51.00 0| 0 0 0 3000 0.16 -0.08 46.51 0| 0 0 0 3128 0.60 -0.26 38.00 0| 0 5 0 3475 1.01 -0.39 37.00 0| 0 0 0 3600 1.47 -0.50 36.23 0| 0 0 0 3700 2.13 -0.65 33.69 0| 0 134 0 3823 2.70 -0.73 33.93 0| 0 0 0 3900 3.45 -0.84 31.98 0| 0 280 0 4000 4.33 -0.90 31.45 0| 0 0 0 4100 5.20 4.99 -0.93 32.10 5.20 5.20 8| 0 853 0 4170 6.23 -0.97 31.02 0| 0 50 0 4300 7.21 -0.99 30.12 0| 0 417 0 4400 8.20 -0.99 30.98 0| 0 0 0 4500 9.20 -1.00 31.50 0| 0 245 0 4600 10.20 -1.00 32.00 0| 0 0 0 4700 11.20 -1.00 33.08 0| 0 0 0 4800 11.85 -1.00 33.37 0| 0 2,877 0 4865 13.20 -1.00 34.76 0| 0 0 0 5000 15.32 -1.00 35.11 0| 0 173 0 5213 17.19 -1.00 37.59 0| 0 0 0 5400 19.20 18.79 -1.00 37.12 19.20 19.20 2| 0 622 0 5560 23.19 -1.00 40.70 0| 0 1,020 0 6000 25.74 -1.00 41.16 0| 0 170 0 6255 32.69 -1.00 44.43 0| 0 210 0 6950 35.19 -1.00 44.46 0| 0 0 0 7200 43.19 -1.00 44.65 0| 0 0 0 8000 51.18 -1.00 44.69 0| 0 403 0 8800 59.18 -1.00 46.50 0| 0 0 0 9600 67.43 -1.00 39.77 0| 0 4 0 10425 Total 10| 0 7,613 0 Indicative a-t-m Vol 36.82 Underlying Price 36.790 Time to expiry: 205 Days Mar 11 0.62 -0.09 48.28 0| 1 1 +1 2400 1.21 -0.16 44.34 0| 0 0 0 2800 2.07 2.14 -0.27 40.22 2.07 2.07 150| 0 0 0 3200 2.72 -0.34 37.68 0| 0 0 0 3400 3.64 -0.41 37.32 0| 20 595 +20 3600 4.62 -0.49 36.05 0| 0 0 0 3800 5.77 -0.57 35.01 0| 0 1,320 0 4000 7.04 -0.65 33.77 0| 0 200 0 4200 8.53 -0.72 33.27 0| 0 435 0 4400 10.11 -0.78 32.60 0| 0 2,685 0 4600 11.79 -0.84 31.91 0| 0 147 0 4800 15.40 -0.91 31.09 0| 0 20 0 5200 19.20 -0.96 30.70 0| 0 4 0 5600 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 23.10 -0.98 30.06 0| 0 428 0 6000 27.04 -0.99 29.86 0| 0 1,363 0 6400 34.98 -1.00 29.96 0| 0 0 0 7200 42.93 -1.00 30.56 0| 0 0 0 8000 50.89 -1.00 31.50 0| 0 20 0 8800 Total 150| 21 7,218 +21 Indicative a-t-m Vol 37.92 Underlying Price 36.790 Time to expiry: 387 Days Sep 11 1.64 -0.15 46.01 0| 0 0 0 2400 4.19 -0.34 40.71 0| 0 60 0 3200 6.08 -0.45 38.31 0| 0 0 0 3600 8.39 -0.57 36.33 0| 0 431 0 4000 11.04 -0.69 33.59 0| 0 0 0 4400 14.03 -0.80 30.76 0| 0 70 0 4800 21.17 -0.93 28.34 0| 0 30 0 5600 24.98 -0.96 27.71 0| 0 500 0 6000 28.86 -0.98 26.88 0| 0 0 0 6400 44.60 -1.00 27.16 0| 0 0 0 8000 Total 0| 0 1,091 0 Indicative a-t-m Vol 37.86 Underlying Price 36.790 Time to expiry: 569 Days Mar 12 2.37 -0.17 45.40 0| 0 0 0 2400 5.09 -0.33 40.00 0| 0 40 0 3200 7.03 -0.43 38.13 0| 0 0 0 3600 9.37 -0.52 36.76 0| 0 10 0 4000 11.71 -0.63 33.70 0| 0 0 0 4400 14.46 -0.73 30.83 0| 0 0 0 4800 21.16 -0.87 28.45 0| 0 0 0 5600 24.83 -0.91 27.94 0| 0 0 0 6000 44.06 -0.99 26.92 0| 0 0 0 8000 Total 0| 0 50 0 Total Puts 160| 21 15,972 +21 Grand Total 160| 21 25,054 +21 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 31 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 28.38 Underlying Price 29.050 Time to expiry: 23 Days Sep 10 11.06 1.00 52.00 0| 0 0 0 1800 9.06 1.00 45.57 0| 0 0 0 2000 8.06 1.00 43.30 0| 0 0 0 2100 7.06 1.00 41.03 0| 0 0 0 2200 6.06 0.99 38.92 0| 0 0 0 2300 5.08 0.98 36.49 0| 0 0 0 2400 4.58 0.97 35.20 0| 0 0 0 2450 4.10 0.96 34.06 0| 0 0 0 2500 3.15 0.92 32.12 0| 0 0 0 2600 2.26 0.84 30.34 0| 0 21 0 2700 1.49 0.70 29.53 0| 8 255 0 2800 0.63 0.87 0.53 28.45 0.64 0.61 S 55| 0 121 0 2900 0.58 0.43 0.34 27.04 0.58 0.58 1| 0 3,549 0 3000 0.20 0.17 0.17 25.64 0.31 0.20 22| 0 0 0 3100 0.21 0.06 0.07 24.83 0.21 0.21 12| 0 432 0 3200 0.01 0.01 24.02 0| 0 630 0 3400 0.01 0.00 23.26 0| 0 50 0 3600 0.01 0.00 23.26 0| 0 50 0 3800 0.01 0.00 23.26 0| 0 0 0 4000 0.01 0.00 23.56 0| 0 0 0 4400 0.01 0.00 24.94 0| 0 0 0 4800 Total 90| 8 5,108 0 Indicative a-t-m Vol 28.24 Underlying Price 29.050 Time to expiry: 51 Days Oct 10 7.11 0.98 38.62 0| 0 0 0 2200 6.14 0.96 36.93 0| 0 0 0 2300 5.21 0.92 37.26 0| 0 0 0 2400 4.29 0.89 34.68 0| 0 0 0 2500 3.42 0.83 33.07 0| 0 0 0 2600 2.61 0.75 31.51 0| 0 0 0 2700 1.88 0.65 29.72 0| 0 30 0 2800 1.27 0.53 28.32 0| 0 0 0 2900 0.78 0.40 26.77 0| 0 6 0 3000 0.45 0.27 25.82 0| 0 0 0 3100 0.32 0.24 0.17 25.41 0.32 0.32 10| 0 60 0 3200 0.08 0.06 26.58 0| 0 0 0 3400 0.03 0.02 28.13 0| 0 0 0 3600 Total 10| 0 96 0 Indicative a-t-m Vol 28.80 Underlying Price 29.050 Time to expiry: 86 Days Nov 10 7.23 0.94 38.72 0| 0 0 0 2200 6.29 0.92 36.77 0| 0 0 0 2300 5.39 0.89 35.14 0| 0 0 0 2400 3.71 0.78 32.63 0| 0 0 0 2600 2.96 0.71 31.29 0| 0 0 0 2700 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.26 0.63 29.86 0| 0 0 0 2800 1.68 0.54 28.86 0| 0 0 0 2900 1.10 1.18 0.44 27.67 1.10 1.10 3| 0 0 0 3000 0.52 0.25 26.22 0| 0 0 0 3200 0.19 0.12 25.30 0| 0 0 0 3400 Total 3| 0 0 0 Indicative a-t-m Vol 28.74 Underlying Price 29.050 Time to expiry: 114 Days Dec 10 17.08 1.00 52.00 0| 0 0 0 1200 13.11 0.99 46.85 0| 0 0 0 1600 11.15 0.98 43.53 0| 0 0 0 1800 9.21 0.96 40.26 0| 0 0 0 2000 7.32 0.93 37.14 0| 140 305 +140 2200 6.41 0.90 35.56 0| 0 0 0 2300 5.53 0.87 34.40 0| 0 0 0 2400 3.92 0.76 32.29 0| 0 6 0 2600 2.52 0.63 29.93 0| 0 346 0 2800 1.42 0.46 27.68 0| 0 267 0 3000 0.72 0.29 26.49 0| 0 62 0 3200 0.31 0.15 25.30 0| 0 0 0 3400 0.12 0.07 24.40 0| 0 0 0 3600 0.01 0.01 23.37 0| 0 0 0 4000 0.01 0.00 23.27 0| 0 0 0 4400 0.01 0.00 24.00 0| 0 0 0 4800 Total 0| 140 986 +140 Indicative a-t-m Vol 28.41 Underlying Price 29.050 Time to expiry: 205 Days Mar 11 11.30 0.96 41.00 0| 0 0 0 1800 9.43 0.93 38.13 0| 0 0 0 2000 7.64 0.89 35.70 0| 0 50 0 2200 6.77 0.86 34.25 0| 0 0 0 2300 5.94 0.82 32.98 0| 0 0 0 2400 4.40 0.73 30.82 0| 0 0 0 2600 3.07 0.62 28.81 0| 0 160 0 2800 2.06 0.49 28.05 0| 0 185 0 3000 1.24 0.36 26.45 0| 0 100 0 3200 0.71 0.24 25.49 0| 0 41 0 3400 0.37 0.15 24.78 0| 0 21 0 3600 0.09 0.05 24.01 0| 0 0 0 4000 0.02 0.01 24.00 0| 0 0 0 4400 Total 0| 0 557 0 Indicative a-t-m Vol 28.05 Underlying Price 29.050 Time to expiry: 296 Days Jun 11 13.25 0.98 45.05 0| 0 0 0 1600 11.35 0.96 41.43 0| 0 0 0 1800 9.47 0.93 37.82 0| 0 0 0 2000 7.69 0.88 34.99 0| 0 0 0 2200 6.82 0.85 33.52 0| 0 0 0 2300 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.02 0.82 32.54 0| 0 0 0 2400 4.51 0.73 30.49 0| 0 0 0 2600 3.22 0.62 28.82 0| 0 0 0 2800 2.17 0.49 27.36 0| 0 0 0 3000 1.37 0.37 26.15 0| 0 0 0 3200 0.51 0.18 25.19 0| 0 0 0 3600 0.16 0.07 24.40 0| 0 0 0 4000 0.05 0.02 24.01 0| 0 0 0 4400 0.01 0.01 24.00 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.23 Underlying Price 29.050 Time to expiry: 478 Days Dec 11 13.37 0.96 45.15 0| 0 0 0 1600 9.71 0.90 38.11 0| 0 0 0 2000 6.41 0.78 32.73 0| 0 0 0 2400 3.76 0.60 28.92 0| 0 0 0 2800 1.94 0.40 26.30 0| 0 0 0 3200 0.45 0.13 24.62 0| 0 0 0 4000 0.09 0.03 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.21 Underlying Price 29.050 Time to expiry: 660 Days Jun 12 13.38 0.96 45.17 0| 0 0 0 1600 9.79 0.89 37.98 0| 0 0 0 2000 6.58 0.77 32.64 0| 0 0 0 2400 4.02 0.60 28.85 0| 0 0 0 2800 2.25 0.42 26.42 0| 0 0 0 3200 0.64 0.16 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 103| 148 6,747 +140 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 34 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 28.38 Underlying Price 29.050 Time to expiry: 23 Days Sep 10 0.01 0.00 52.00 0| 0 50 0 1800 0.01 0.00 45.57 0| 0 22 0 2000 0.01 0.00 43.30 0| 0 0 0 2100 0.01 0.00 41.03 0| 0 23 0 2200 0.01 -0.01 38.92 0| 0 0 0 2300 0.02 -0.02 36.49 0| 0 111 0 2400 0.03 -0.03 35.20 0| 0 0 0 2450 0.04 -0.04 34.06 0| 0 42 0 2500 0.09 -0.08 32.12 0| 0 2,350 0 2600 0.20 -0.16 30.34 0| 0 25 0 2700 0.58 0.44 -0.30 29.53 0.58 S 0.58 S 45| 1 101 0 2800 0.82 -0.47 28.45 0| 0 7 0 2900 1.37 -0.67 27.04 0| 0 80 0 3000 2.11 -0.83 25.64 0| 0 0 0 3100 3.00 -0.93 24.83 0| 0 80 0 3200 4.95 -1.00 24.02 0| 0 104 0 3400 6.95 -1.00 23.26 0| 0 0 0 3600 8.95 -1.00 23.26 0| 0 0 0 3800 10.95 -1.00 23.26 0| 0 0 0 4000 14.95 -1.00 23.56 0| 0 0 0 4400 18.95 -1.00 24.94 0| 0 0 0 4800 Total 45| 1 2,995 0 Indicative a-t-m Vol 28.24 Underlying Price 29.050 Time to expiry: 51 Days Oct 10 0.04 -0.02 38.62 0| 0 0 0 2200 0.07 -0.04 36.93 0| 0 30 0 2300 0.15 -0.08 37.26 0| 0 0 0 2400 0.22 -0.11 34.68 0| 0 0 0 2500 0.35 -0.17 33.07 0| 0 0 0 2600 0.54 -0.25 31.51 0| 0 0 0 2700 0.81 -0.35 29.72 0| 0 0 0 2800 1.20 -0.47 28.32 0| 0 0 0 2900 1.71 -0.60 26.77 0| 0 0 0 3000 2.38 -0.73 25.82 0| 0 0 0 3100 3.17 -0.83 25.41 0| 0 0 0 3200 5.01 -0.94 26.58 0| 0 0 0 3400 6.96 -0.98 28.13 0| 0 0 0 3600 Total 0| 0 30 0 Indicative a-t-m Vol 28.80 Underlying Price 29.050 Time to expiry: 86 Days Nov 10 0.15 -0.06 38.72 0| 0 0 0 2200 0.21 -0.08 36.77 0| 0 0 0 2300 0.30 -0.11 35.14 0| 0 0 0 2400 0.62 -0.22 32.63 0| 0 0 0 2600 0.86 -0.29 31.29 0| 0 0 0 2700 1.17 -0.37 29.86 0| 0 0 0 2800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.58 -0.46 28.86 0| 0 0 0 2900 2.08 -0.56 27.67 0| 0 0 0 3000 3.42 -0.75 26.22 0| 0 0 0 3200 5.10 -0.89 25.30 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 28.74 Underlying Price 29.050 Time to expiry: 114 Days Dec 10 0.01 0.00 52.00 0| 0 0 0 1200 0.02 -0.01 46.85 0| 0 0 0 1600 0.05 -0.02 43.53 0| 0 224 0 1800 0.11 -0.04 40.26 0| 0 163 0 2000 0.22 -0.07 37.14 0| 0 52 0 2200 0.30 -0.10 35.56 0| 0 0 0 2300 0.42 -0.14 34.40 0| 0 93 0 2400 0.80 -0.24 32.29 0| 0 0 0 2600 1.40 -0.38 29.93 0| 0 23 0 2800 2.30 -0.55 27.68 0| 0 0 0 3000 3.60 -0.72 26.49 0| 0 50 0 3200 5.20 -0.85 25.30 0| 0 0 0 3400 7.01 -0.94 24.40 0| 0 50 0 3600 10.95 -1.00 23.37 0| 0 0 0 4000 14.95 -1.00 23.27 0| 0 0 0 4400 18.95 -1.00 24.00 0| 0 0 0 4800 Total 0| 0 655 0 Indicative a-t-m Vol 28.41 Underlying Price 29.050 Time to expiry: 205 Days Mar 11 0.18 -0.04 41.00 0| 0 112 0 1800 0.32 -0.08 38.13 0| 0 1 0 2000 0.53 -0.12 35.70 0| 0 0 0 2200 0.67 -0.15 34.25 0| 0 0 0 2300 0.84 -0.19 32.98 0| 0 20 0 2400 1.32 -0.28 30.82 0| 0 50 0 2600 2.00 -0.40 28.81 0| 0 50 0 2800 3.01 -0.53 28.05 0| 0 2 0 3000 4.21 -0.66 26.45 0| 0 0 0 3200 5.69 -0.77 25.49 0| 0 0 0 3400 7.36 -0.86 24.78 0| 0 0 0 3600 11.07 -0.96 24.01 0| 0 0 0 4000 14.99 -0.99 24.00 0| 0 0 0 4400 Total 0| 0 235 0 Indicative a-t-m Vol 28.05 Underlying Price 29.050 Time to expiry: 296 Days Jun 11 0.34 -0.06 45.05 0| 0 0 0 1600 0.50 -0.09 41.43 0| 0 0 0 1800 0.71 -0.13 37.82 0| 0 0 0 2000 1.04 -0.19 34.99 0| 0 6 0 2200 1.22 -0.22 33.52 0| 0 0 0 2300 1.50 -0.26 32.54 0| 0 0 0 2400 2.13 -0.35 30.49 0| 0 0 0 2600 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.00 -0.46 28.82 0| 0 0 0 2800 4.08 -0.58 27.36 0| 0 0 0 3000 5.40 -0.69 26.15 0| 0 0 0 3200 8.65 -0.85 25.19 0| 0 0 0 3600 12.33 -0.94 24.40 0| 0 0 0 4000 16.20 -0.98 24.01 0| 0 0 0 4400 20.14 -0.99 24.00 0| 0 0 0 4800 Total 0| 0 6 0 Indicative a-t-m Vol 28.23 Underlying Price 29.050 Time to expiry: 478 Days Dec 11 0.76 -0.09 45.15 0| 0 0 0 1600 1.29 -0.16 38.11 0| 0 0 0 2000 2.18 -0.28 32.73 0| 0 0 0 2400 3.69 -0.44 28.92 0| 0 0 0 2800 5.95 -0.63 26.30 0| 0 0 0 3200 12.50 -0.89 24.62 0| 0 0 0 4000 20.13 -0.98 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.21 Underlying Price 29.050 Time to expiry: 660 Days Jun 12 1.32 -0.12 45.17 0| 0 0 0 1600 2.02 -0.20 37.98 0| 0 0 0 2000 3.09 -0.32 32.64 0| 0 0 0 2400 4.76 -0.47 28.85 0| 0 0 0 2800 7.12 -0.63 26.42 0| 0 0 0 3200 13.54 -0.85 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 45| 1 3,921 0 Grand Total 148| 149 10,668 +140 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 37 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 28.38 Underlying Price 29.050 Time to expiry: 23 Days Sep 10 11.06 1.00 52.00 0| 0 0 0 1800 9.06 1.00 45.57 0| 0 0 0 2000 8.06 1.00 43.30 0| 0 0 0 2100 7.06 1.00 41.03 0| 0 179 0 2200 6.06 0.99 38.92 0| 0 0 0 2300 5.08 0.98 36.49 0| 0 0 0 2400 4.58 0.97 35.20 0| 0 0 0 2450 4.10 0.96 34.06 0| 0 0 0 2500 3.15 0.92 32.12 0| 0 0 0 2600 2.26 0.84 30.34 0| 0 0 0 2700 1.49 0.70 29.53 0| 0 0 0 2800 0.87 0.53 28.45 0| 0 0 0 2900 0.43 0.34 27.04 0| 0 30 0 3000 0.17 0.17 25.64 0| 0 0 0 3100 0.06 0.07 24.83 0| 0 2,040 0 3200 0.01 0.01 24.02 0| 0 503 0 3400 0.01 0.00 23.26 0| 0 40 0 3600 0.01 0.00 23.26 0| 0 0 0 3800 0.01 0.00 23.26 0| 0 1 0 4000 0.01 0.00 23.56 0| 0 4 0 4400 0.01 0.00 24.94 0| 0 3 0 4800 Total 0| 0 2,800 0 Indicative a-t-m Vol 28.41 Underlying Price 29.050 Time to expiry: 205 Days Mar 11 16.89 0.99 49.53 0| 0 0 0 1200 12.99 0.98 44.11 0| 0 0 0 1600 11.08 0.96 41.00 0| 0 0 0 1800 9.22 0.92 38.13 0| 0 0 0 2000 7.45 0.88 35.70 0| 0 0 0 2200 6.59 0.85 34.25 0| 0 0 0 2300 5.77 0.81 32.98 0| 0 0 0 2400 4.26 0.72 30.82 0| 0 0 0 2600 2.95 0.60 28.81 0| 0 25 0 2800 1.97 0.47 28.05 0| 0 0 0 3000 1.19 0.34 26.45 0| 0 20 0 3200 0.67 0.23 25.49 0| 0 0 0 3400 0.35 0.14 24.78 0| 0 0 0 3600 0.09 0.04 24.01 0| 0 0 0 4000 0.02 0.01 24.00 0| 0 0 0 4400 0.01 0.00 24.70 0| 0 0 0 4800 Total 0| 0 45 0 Indicative a-t-m Vol 27.85 Underlying Price 29.050 Time to expiry: 387 Days Sep 11 12.12 0.93 41.65 0| 0 0 0 1600 8.66 0.86 36.43 0| 0 0 0 2000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.57 0.73 31.83 0| 0 0 0 2400 3.13 0.55 28.23 0| 0 0 0 2800 1.60 0.36 26.78 0| 0 0 0 3200 0.76 0.21 26.15 0| 0 0 0 3600 0.34 0.11 25.80 0| 0 0 0 4000 0.11 0.04 27.85 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.10 Underlying Price 29.050 Time to expiry: 569 Days Mar 12 12.65 0.91 43.05 0| 0 0 0 1600 9.32 0.83 36.79 0| 0 0 0 2000 6.42 0.72 32.68 0| 0 0 0 2400 3.92 0.57 28.51 0| 0 0 0 2800 2.30 0.41 26.94 0| 0 0 0 3200 0.77 0.18 26.33 0| 0 0 0 4000 0.33 0.09 28.05 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 2,845 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 39 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 28.38 Underlying Price 29.050 Time to expiry: 23 Days Sep 10 0.01 0.00 52.00 0| 0 0 0 1800 0.01 0.00 45.57 0| 0 18 0 2000 0.01 0.00 43.30 0| 0 0 0 2100 0.01 0.00 41.03 0| 0 110 0 2200 0.01 -0.01 38.92 0| 0 0 0 2300 0.02 -0.02 36.49 0| 0 40 0 2400 0.03 -0.03 35.20 0| 0 0 0 2450 0.04 -0.04 34.06 0| 0 0 0 2500 0.09 -0.08 32.12 0| 0 41 0 2600 0.20 -0.16 30.34 0| 0 0 0 2700 0.44 -0.30 29.53 0| 0 1 0 2800 0.82 -0.47 28.45 0| 0 0 0 2900 1.37 -0.66 27.04 0| 0 15 0 3000 2.11 -0.83 25.64 0| 0 0 0 3100 3.00 -0.93 24.83 0| 0 11 0 3200 4.94 -0.99 24.02 0| 0 2 0 3400 6.94 -1.00 23.26 0| 0 2 0 3600 8.94 -1.00 23.26 0| 0 1 0 3800 10.94 -1.00 23.26 0| 0 1 0 4000 14.94 -1.00 23.56 0| 0 0 0 4400 18.94 -1.00 24.94 0| 0 0 0 4800 Total 0| 0 242 0 Indicative a-t-m Vol 28.41 Underlying Price 29.050 Time to expiry: 205 Days Mar 11 0.02 -0.01 49.53 0| 0 0 0 1200 0.10 -0.02 44.11 0| 0 369 0 1600 0.18 -0.04 41.00 0| 0 310 0 1800 0.32 -0.08 38.13 0| 0 0 0 2000 0.53 -0.12 35.70 0| 0 0 0 2200 0.67 -0.15 34.25 0| 0 0 0 2300 0.84 -0.19 32.98 0| 0 0 0 2400 1.32 -0.28 30.82 0| 0 0 0 2600 2.00 -0.40 28.81 0| 0 20 0 2800 3.01 -0.53 28.05 0| 0 10 0 3000 4.21 -0.66 26.45 0| 0 0 0 3200 5.69 -0.77 25.49 0| 0 0 0 3400 7.36 -0.86 24.78 0| 0 0 0 3600 11.07 -0.96 24.01 0| 0 0 0 4000 14.99 -0.99 24.00 0| 0 0 0 4400 18.95 -1.00 24.70 0| 0 0 0 4800 Total 0| 0 709 0 Indicative a-t-m Vol 27.85 Underlying Price 29.050 Time to expiry: 387 Days Sep 11 0.41 -0.07 41.65 0| 0 0 0 1600 0.90 -0.14 36.43 0| 0 80 0 2000 1.76 -0.27 31.83 0| 0 0 0 2400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.27 -0.45 28.23 0| 0 0 0 2800 5.69 -0.64 26.78 0| 0 0 0 3200 8.80 -0.79 26.15 0| 0 0 0 3600 12.34 -0.89 25.80 0| 0 0 0 4000 20.01 -0.96 27.85 0| 0 0 0 4800 Total 0| 0 80 0 Indicative a-t-m Vol 28.10 Underlying Price 29.050 Time to expiry: 569 Days Mar 12 0.83 -0.09 43.05 0| 0 0 0 1600 1.42 -0.17 36.79 0| 0 0 0 2000 2.44 -0.28 32.68 0| 0 0 0 2400 3.86 -0.43 28.51 0| 0 0 0 2800 6.16 -0.59 26.94 0| 0 0 0 3200 12.48 -0.82 26.33 0| 0 0 0 4000 19.88 -0.91 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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 41 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 30.74 Underlying Price 90.290 Time to expiry: 23 Days Sep 10 46.30 1.00 72.00 0| 0 0 0 4400 42.31 1.00 73.19 0| 0 0 0 4800 34.32 1.00 68.48 0| 0 0 0 5600 26.36 0.99 59.78 0| 0 0 0 6400 22.41 0.98 56.00 0| 0 0 0 6800 18.47 0.97 50.25 0| 0 0 0 7200 14.57 0.94 44.04 0| 0 500 0 7600 10.78 0.90 39.10 0| 0 1,122 0 8000 7.28 0.80 35.67 0| 0 196 0 8400 5.68 0.73 33.82 0| 0 0 0 8600 4.25 0.64 32.33 0| 0 3,578 0 8800 2.89 3.01 0.53 30.90 2.89 2.82 20| 0 65 0 9000 2.02 0.42 29.79 0| 0 4,443 0 9200 1.18 1.25 0.31 28.62 1.18 1.15 122| 200 1,374 +200 9400 1.00 0.73 0.21 27.83 1.00 0.70 44| 670 879 +650 9600 0.38 0.13 27.04 0| 0 444 0 9800 0.19 0.07 26.35 0| 150 4,772 0 10000 0.01 0.00 20.35 0| 0 2,793 0 11000 0.01 0.00 18.90 0| 0 4 0 12000 0.01 0.00 23.00 0| 0 0 0 14000 Total 186| 1,020 20,170 +850 Indicative a-t-m Vol 31.21 Underlying Price 90.290 Time to expiry: 51 Days Oct 10 15.11 0.89 39.72 0| 0 0 0 7600 11.61 0.83 37.02 0| 0 0 0 8000 8.41 0.73 34.65 0| 0 0 0 8400 6.96 0.68 33.62 0| 0 3 0 8600 5.62 0.61 32.40 0| 0 40 0 8800 5.31 4.43 0.54 31.36 5.31 5.31 23| 0 0 0 9000 3.49 3.39 0.46 30.32 3.49 3.49 21| 81 65 +29 9200 2.52 0.38 29.43 0| 0 0 0 9400 1.81 0.31 28.68 0| 0 62 0 9600 1.25 0.24 27.93 0| 0 36 0 9800 0.86 0.84 0.18 27.35 0.86 0.86 40| 0 1,773 0 10000 0.07 0.02 25.64 0| 0 140 0 11000 0.01 0.00 26.50 0| 0 0 0 12000 Total 84| 81 2,119 +29 Indicative a-t-m Vol 32.25 Underlying Price 90.290 Time to expiry: 86 Days Nov 10 12.72 0.78 37.22 0| 0 0 0 8000 9.68 0.70 34.96 0| 0 0 0 8400 7.08 0.60 33.31 0| 0 0 0 8800 5.90 0.54 32.44 0| 0 0 0 9000 5.48 4.78 0.49 31.12 5.48 5.48 15| 17 17 +17 9200 4.50 3.91 0.43 30.68 4.50 4.50 35| 42 42 +42 9400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.10 0.37 30.00 0| 0 0 0 9600 1.84 0.26 28.66 0| 0 0 0 10000 0.35 0.07 26.31 0| 60 60 +60 11000 0.05 0.01 25.22 0| 0 0 0 12000 Total 50| 119 119 +119 Indicative a-t-m Vol 32.10 Underlying Price 90.290 Time to expiry: 114 Days Dec 10 66.34 1.00 67.00 0| 0 0 0 2400 58.37 1.00 69.10 0| 0 0 0 3200 50.44 0.99 64.69 0| 0 0 0 4000 46.49 0.99 61.67 0| 0 0 0 4400 42.55 0.99 58.47 0| 0 0 0 4800 40.59 0.98 56.85 0| 0 0 0 5000 34.75 0.97 52.09 0| 0 0 0 5600 30.91 0.95 49.06 0| 0 2 0 6000 27.13 0.94 46.16 0| 0 0 0 6400 23.43 0.91 43.47 0| 0 0 0 6800 21.57 0.89 41.71 0| 0 5,050 0 7000 19.86 0.87 41.20 0| 0 0 0 7200 16.43 0.82 38.87 0| 0 0 0 7600 13.24 0.76 36.86 500| 0 4,001 0 8000 10.31 0.69 34.89 0| 0 2,504 0 8400 7.69 0.60 33.02 2,500| 0 4,231 0 8800 6.51 6.54 0.55 32.27 6.51 S 6.51 S 1,250| 0 3,876 0 9000 5.41 0.49 31.09 0| 5 913 0 9200 3.67 0.39 29.89 2,500| 0 632 0 9600 2.30 0.28 28.37 0| 0 1,627 0 10000 0.10 0.02 24.88 0| 0 364 0 12000 0.01 0.00 23.94 0| 0 0 0 14000 0.01 0.00 25.50 0| 0 0 0 16000 Total 6,750| 5 23,200 0 Indicative a-t-m Vol 31.81 Underlying Price 90.290 Time to expiry: 205 Days Mar 11 35.17 0.94 47.72 0| 0 0 0 5600 27.92 0.90 43.66 0| 0 0 0 6400 21.06 0.83 39.36 0| 0 158 0 7200 17.87 0.78 37.52 0| 0 40 0 7600 14.89 0.72 35.80 0| 0 0 0 8000 12.13 0.66 34.05 0| 0 0 0 8400 9.70 0.59 32.71 0| 0 279 0 8800 7.70 7.48 0.51 31.14 7.70 7.70 6| 0 53 0 9200 5.70 0.43 30.16 0| 0 430 0 9600 4.15 0.35 28.96 0| 0 158 0 10000 0.58 0.08 25.59 0| 60 259 +60 12000 0.05 0.01 24.65 0| 0 0 0 14000 0.01 0.00 26.00 0| 0 0 0 16000 Total 6| 60 1,377 +60 Indicative a-t-m Vol 32.00 Underlying Price 90.290 Time to expiry: 296 Days Jun 11 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 43 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 66.36 1.00 63.00 0| 0 0 0 2400 58.42 1.00 59.19 0| 0 0 0 3200 50.56 0.99 54.21 0| 0 0 0 4000 46.70 0.98 51.71 0| 0 0 0 4400 42.86 0.97 49.17 0| 0 0 0 4800 35.37 0.93 44.52 0| 0 0 0 5600 31.79 0.91 42.91 0| 0 0 0 6000 28.31 0.88 41.06 0| 0 0 0 6400 21.76 0.81 37.87 0| 0 0 0 7200 15.87 0.71 34.71 0| 0 0 0 8000 13.26 0.65 33.46 0| 0 0 0 8400 10.91 0.59 32.39 0| 0 640 0 8800 8.97 0.52 31.71 0| 0 50 0 9200 7.15 0.46 30.70 0| 0 41 0 9600 5.47 0.39 29.39 0| 0 100 0 10000 1.14 0.12 25.90 0| 0 90 0 12000 0.16 0.02 24.15 0| 0 107 0 14000 0.04 0.01 25.00 0| 0 0 0 16000 Total 0| 0 1,028 0 Indicative a-t-m Vol 31.28 Underlying Price 90.290 Time to expiry: 478 Days Dec 11 66.37 1.00 59.00 0| 0 0 0 2400 58.45 1.00 54.27 0| 0 0 0 3200 50.71 0.98 50.45 0| 0 0 0 4000 46.90 0.97 47.82 0| 0 0 0 4400 43.16 0.95 45.64 0| 0 0 0 4800 36.03 0.91 42.09 0| 0 0 0 5600 32.75 0.88 41.16 0| 0 1 0 6000 29.51 0.85 39.59 0| 0 0 0 6400 24.72 0.80 36.87 0| 0 1,750 0 7000 17.81 0.69 33.86 0| 0 1,000 0 8000 14.81 0.63 32.54 0| 0 500 0 8500 12.12 0.57 31.34 0| 0 250 0 9000 9.30 0.49 30.03 0| 0 1,000 0 9600 7.66 0.43 29.24 0| 0 1,000 0 10000 2.46 0.20 26.00 0| 0 50 0 12000 0.17 0.02 23.80 0| 0 0 0 16000 Total 0| 0 5,551 0 Indicative a-t-m Vol 31.71 Underlying Price 90.290 Time to expiry: 660 Days Jun 12 50.99 0.97 50.86 0| 0 0 0 4000 43.75 0.93 46.30 0| 0 0 0 4800 37.02 0.88 42.83 0| 0 0 0 5600 33.90 0.86 41.56 0| 0 0 0 6000 30.95 0.82 40.46 0| 0 0 0 6400 24.88 0.76 36.82 0| 0 0 0 7200 19.76 0.68 34.63 0| 0 0 0 8000 15.01 0.60 32.07 0| 0 0 0 8800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 44 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.41 0.51 30.80 0| 0 0 0 9600 3.68 0.24 26.10 0| 0 0 0 12000 0.43 0.04 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.50 Underlying Price 90.290 Time to expiry: 849 Days Dec 12 66.38 1.00 58.28 0| 0 0 0 2400 58.63 0.98 55.45 0| 0 0 0 3200 51.36 0.95 51.18 0| 0 0 0 4000 44.50 0.91 46.98 0| 0 0 0 4800 35.06 0.84 41.81 0| 0 0 0 6000 26.51 0.75 37.30 0| 0 0 0 7200 21.62 0.68 35.20 0| 0 0 0 8000 19.18 0.65 33.91 0| 0 0 0 8400 17.16 0.61 33.10 0| 0 0 0 8800 13.17 0.53 31.00 0| 0 0 0 9600 4.95 0.28 26.20 0| 0 0 0 12000 0.98 0.08 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.54 Underlying Price 90.290 Time to expiry: 1031 Days Jun 13 36.02 0.83 42.24 0| 0 0 0 6000 23.10 0.69 35.78 0| 0 0 0 8000 18.43 0.62 33.09 0| 0 0 0 8800 14.53 0.54 31.17 0| 0 0 0 9600 5.98 0.31 26.30 0| 0 0 0 12000 1.87 0.12 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.66 Underlying Price 90.290 Time to expiry: 1213 Days Dec 13 66.37 1.00 58.00 0| 0 0 0 2400 58.68 0.98 54.57 0| 0 0 0 3200 51.97 0.94 51.82 0| 0 0 0 4000 45.63 0.90 47.64 0| 0 0 0 4800 36.91 0.83 42.62 0| 0 0 0 6000 24.41 0.69 36.17 0| 0 0 0 8000 7.03 0.34 26.40 0| 0 0 0 12000 2.59 0.15 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.70 Underlying Price 90.290 Time to expiry: 1577 Days Dec 14 46.33 0.89 47.50 0| 0 0 0 4800 38.18 0.83 42.70 0| 0 0 0 6000 26.17 0.70 36.19 0| 0 0 0 8000 8.83 0.38 26.50 0| 0 0 0 12000 3.68 0.19 25.93 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 7,076| 1,285 53,564 +1,058 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 45 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 30.74 Underlying Price 90.290 Time to expiry: 23 Days Sep 10 0.01 0.00 72.00 0| 0 120 0 4400 0.01 0.00 73.19 0| 0 655 0 4800 0.01 0.00 68.48 0| 0 152 0 5600 0.05 -0.01 59.78 0| 0 91 0 6400 0.10 -0.02 56.00 0| 0 235 0 6800 0.16 -0.03 50.25 0| 0 3,735 0 7200 0.26 -0.06 44.04 0| 2 2,441 0 7600 0.46 -0.10 39.10 0| 0 8,344 0 8000 0.97 -0.20 35.67 0| 0 1,237 0 8400 1.50 1.36 -0.27 33.82 1.50 1.50 20| 0 288 0 8600 2.10 1.94 -0.36 32.33 2.20 2.10 530| 0 3,760 0 8800 2.70 -0.47 30.90 0| 675 659 +621 9000 3.70 -0.58 29.79 0| 1 600 -1 9200 4.72 4.93 -0.69 28.62 4.72 4.72 10| 0 55 0 9400 6.41 -0.79 27.83 0| 0 82 0 9600 8.07 -0.88 27.04 0| 0 21 0 9800 9.87 -0.93 26.35 0| 0 62 0 10000 19.71 -1.00 20.35 0| 0 0 0 11000 29.71 -1.00 18.90 0| 0 0 0 12000 49.71 -1.00 23.00 0| 0 0 0 14000 Total 560| 678 22,537 +620 Indicative a-t-m Vol 31.21 Underlying Price 90.290 Time to expiry: 51 Days Oct 10 0.76 -0.11 39.72 0| 0 100 0 7600 1.26 -0.17 37.02 0| 6 67 +6 8000 2.15 2.06 -0.27 34.65 2.15 2.15 20| 0 85 0 8400 2.61 -0.32 33.62 0| 74 66 -66 8600 3.26 -0.39 32.40 0| 0 27 0 8800 4.08 -0.46 31.36 0| 0 55 0 9000 5.04 -0.54 30.32 0| 0 200 0 9200 6.16 -0.62 29.43 0| 0 72 0 9400 7.46 -0.69 28.68 0| 0 40 0 9600 8.90 -0.77 27.93 0| 0 0 0 9800 10.49 -0.83 27.35 0| 0 0 0 10000 19.75 -0.98 25.64 0| 0 0 0 11000 29.71 -1.00 26.50 0| 0 0 0 12000 Total 20| 80 712 -60 Indicative a-t-m Vol 32.25 Underlying Price 90.290 Time to expiry: 86 Days Nov 10 2.45 2.30 -0.22 37.22 2.45 2.38 120| 3 3 +3 8000 2.99 3.25 -0.30 34.96 3.05 2.99 49| 0 15 0 8400 4.65 -0.40 33.31 0| 0 0 0 8800 5.47 -0.46 32.44 0| 0 0 0 9000 6.35 -0.52 31.12 0| 0 0 0 9200 7.48 -0.57 30.68 0| 0 0 0 9400 8.66 -0.63 30.00 0| 0 0 0 9600 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 46 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.42 -0.74 28.66 0| 0 0 0 10000 19.95 -0.93 26.31 0| 0 0 0 11000 29.71 -1.00 25.22 0| 0 0 0 12000 Total 169| 3 18 +3 Indicative a-t-m Vol 32.10 Underlying Price 90.290 Time to expiry: 114 Days Dec 10 0.01 0.00 67.00 0| 0 75 0 2400 0.02 0.00 69.10 0| 0 140 0 3200 0.09 -0.01 64.69 0| 0 225 0 4000 0.15 -0.01 61.67 0| 0 513 0 4400 0.23 -0.02 58.47 0| 0 366 0 4800 0.27 -0.02 56.85 0| 0 323 0 5000 0.45 -0.04 52.09 0| 0 861 0 5600 0.63 -0.05 49.06 0| 0 2,987 0 6000 0.91 0.88 -0.08 46.16 0.91 0.91 20| 0 336 0 6400 1.20 -0.10 43.47 0| 0 3,211 0 6800 1.36 -0.12 41.71 0| 0 2,433 0 7000 1.68 -0.14 41.20 0| 0 2,412 0 7200 2.29 -0.19 38.87 0| 0 4,865 0 7600 3.15 -0.25 36.86 0| 0 8,632 0 8000 4.26 -0.33 34.89 0| 0 4,689 0 8400 5.70 -0.42 33.02 0| 30 4,224 0 8800 6.57 -0.47 32.27 0| 0 1,915 0 9000 7.47 -0.52 31.09 0| 0 90 0 9200 9.76 -0.62 29.89 0| 0 23 0 9600 12.42 -0.72 28.37 0| 0 83 0 10000 30.24 -0.98 24.88 0| 0 0 0 12000 50.10 -1.00 23.94 0| 0 0 0 14000 70.05 -1.00 25.50 0| 0 0 0 16000 Total 20| 30 38,403 0 Indicative a-t-m Vol 31.81 Underlying Price 90.290 Time to expiry: 205 Days Mar 11 1.10 -0.07 47.72 0| 0 241 0 5600 1.91 -0.11 43.66 0| 14 221 0 6400 3.11 -0.19 39.36 0| 0 127 0 7200 3.94 -0.23 37.52 0| 0 123 0 7600 4.75 4.97 -0.29 35.80 4.75 4.75 14| 0 855 0 8000 6.22 -0.35 34.05 0| 0 40 0 8400 7.81 -0.42 32.71 0| 0 306 0 8800 10.04 9.59 -0.49 31.14 10.04 10.04 42| 0 310 0 9200 11.81 -0.57 30.16 0| 0 23 0 9600 14.26 -0.65 28.96 0| 0 0 0 10000 30.64 -0.92 25.59 0| 0 12 0 12000 50.09 -0.99 24.65 0| 0 20 0 14000 70.00 -1.00 26.00 0| 0 0 0 16000 Total 56| 14 2,278 0 Indicative a-t-m Vol 32.00 Underlying Price 90.290 Time to expiry: 296 Days Jun 11 0.09 0.00 63.00 0| 0 170 0 2400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.29 -0.01 59.19 0| 0 465 0 3200 0.60 -0.03 54.21 0| 0 236 0 4000 0.82 -0.04 51.71 0| 0 200 0 4400 1.06 -0.05 49.17 0| 0 62 0 4800 1.74 -0.09 44.52 0| 0 3 0 5600 2.24 -0.11 42.91 0| 0 24 0 6000 2.85 -0.14 41.06 0| 0 27 0 6400 4.43 -0.22 37.87 0| 60 184 +60 7200 6.66 -0.31 34.71 0| 0 64 0 8000 8.10 -0.37 33.46 0| 0 11 0 8400 9.80 -0.43 32.39 0| 0 620 0 8800 11.90 -0.49 31.71 0| 0 28 0 9200 14.12 -0.56 30.70 0| 0 10 0 9600 16.46 -0.63 29.39 0| 0 0 0 10000 32.14 -0.88 25.90 0| 0 0 0 12000 51.04 -0.98 24.15 0| 0 0 0 14000 70.77 -0.99 25.00 0| 0 0 0 16000 Total 0| 60 2,104 +60 Indicative a-t-m Vol 31.28 Underlying Price 90.290 Time to expiry: 478 Days Dec 11 0.30 -0.01 59.00 0| 0 0 0 2400 0.66 -0.03 54.27 0| 0 50 0 3200 1.28 -0.05 50.45 0| 0 200 0 4000 1.57 -0.06 47.82 0| 0 40 0 4400 1.96 -0.08 45.64 0| 0 50 0 4800 3.02 -0.12 42.09 0| 0 40 0 5600 3.81 -0.14 41.16 0| 0 121 0 6000 4.63 -0.17 39.59 0| 0 750 0 6400 5.89 -0.22 36.87 0| 0 1,250 0 7000 8.98 -0.32 33.86 0| 0 2,000 0 8000 11.00 -0.38 32.54 0| 0 500 0 8500 13.30 -0.45 31.34 0| 0 1,250 0 9000 16.46 -0.53 30.03 0| 0 0 0 9600 18.79 -0.58 29.24 0| 0 0 0 10000 33.42 -0.81 26.00 0| 0 0 0 12000 70.70 -0.98 23.80 0| 0 0 0 16000 Total 0| 0 6,251 0 Indicative a-t-m Vol 31.71 Underlying Price 90.290 Time to expiry: 660 Days Jun 12 2.38 -0.07 50.86 0| 0 0 0 4000 3.40 -0.10 46.30 0| 0 0 0 4800 4.81 -0.14 42.83 0| 0 0 0 5600 5.73 -0.17 41.56 0| 0 0 0 6000 6.83 -0.20 40.46 0| 0 0 0 6400 8.75 -0.26 36.82 0| 0 0 0 7200 11.61 -0.33 34.63 0| 0 0 0 8000 14.80 -0.42 32.07 0| 0 0 0 8800 19.12 -0.50 30.80 0| 0 0 0 9600 35.06 -0.76 26.10 0| 0 0 0 12000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 71.01 -0.96 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.50 Underlying Price 90.290 Time to expiry: 849 Days Dec 12 1.18 -0.03 58.28 0| 0 0 0 2400 2.34 -0.05 55.45 0| 0 0 0 3200 3.52 -0.08 51.18 0| 0 0 0 4000 4.82 -0.11 46.98 0| 0 0 0 4800 7.44 -0.18 41.81 0| 0 0 0 6000 10.76 -0.26 37.30 0| 0 0 0 7200 13.76 -0.33 35.20 0| 0 0 0 8000 15.23 -0.37 33.91 0| 0 0 0 8400 17.15 -0.40 33.10 0| 0 0 0 8800 20.99 -0.48 31.00 0| 0 0 0 9600 36.16 -0.72 26.20 0| 0 0 0 12000 71.12 -0.93 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.54 Underlying Price 90.290 Time to expiry: 1031 Days Jun 13 9.09 -0.19 42.24 0| 0 0 0 6000 15.75 -0.33 35.78 0| 0 0 0 8000 18.87 -0.40 33.09 0| 0 0 0 8800 22.75 -0.47 31.17 0| 0 0 0 9600 37.38 -0.69 26.30 0| 0 0 0 12000 71.74 -0.88 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.66 Underlying Price 90.290 Time to expiry: 1213 Days Dec 13 2.24 -0.04 58.00 0| 0 0 0 2400 3.79 -0.07 54.57 0| 0 0 0 3200 5.70 -0.10 51.82 0| 0 0 0 4000 7.37 -0.13 47.64 0| 0 0 0 4800 10.42 -0.19 42.62 0| 0 0 0 6000 17.26 -0.32 36.17 0| 0 0 0 8000 38.09 -0.67 26.40 0| 0 0 0 12000 71.99 -0.86 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.70 Underlying Price 90.290 Time to expiry: 1577 Days Dec 14 9.33 -0.14 47.50 0| 0 0 0 4800 12.72 -0.19 42.70 0| 0 0 0 6000 19.50 -0.31 36.19 0| 0 0 0 8000 39.37 -0.62 26.50 0| 0 0 0 12000 71.97 -0.83 25.93 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 825| 865 72,303 +623 Grand Total 7,901| 2,150 125,867 +1,681 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 49 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 30.78 Underlying Price 90.290 Time to expiry: 23 Days Sep 10 45.30 1.00 72.80 0| 0 0 0 4500 42.31 1.00 73.19 0| 0 0 0 4800 40.31 1.00 72.65 0| 0 0 0 5000 35.32 1.00 69.38 0| 0 23 0 5500 30.33 0.99 64.39 0| 0 450 0 6000 25.36 0.99 58.58 0| 0 0 0 6500 22.41 0.98 56.00 0| 0 86 0 6800 20.43 0.98 52.52 0| 0 95 0 7000 18.47 0.97 50.25 0| 0 110 0 7200 15.56 0.95 46.58 0| 0 20,000 0 7500 10.78 0.90 39.10 0| 0 2,157 0 8000 7.28 0.80 35.67 0| 0 0 0 8400 6.55 0.76 35.93 0| 0 13,448 0 8500 5.68 0.73 33.82 0| 0 0 0 8600 4.25 0.64 32.33 0| 0 235 0 8800 3.02 0.53 30.95 0| 0 147 0 9000 2.02 0.42 29.79 0| 0 8,707 0 9200 1.25 0.31 28.62 0| 0 150 0 9400 0.92 0.25 27.65 0| 0 830 0 9500 0.73 0.21 27.83 0| 0 0 0 9600 0.38 0.13 27.04 0| 0 0 0 9800 0.19 0.07 26.35 0| 0 34,600 0 10000 0.01 0.00 20.36 0| 0 0 0 11000 0.01 0.00 18.90 0| 0 0 0 12000 0.01 0.00 23.00 0| 0 0 0 14000 Total 0| 0 81,038 0 Indicative a-t-m Vol 31.83 Underlying Price 90.290 Time to expiry: 205 Days Mar 11 65.42 1.00 45.50 0| 0 0 0 2400 57.50 1.00 54.73 0| 0 0 0 3200 49.73 0.99 54.87 0| 0 0 0 4000 45.90 0.98 53.53 0| 0 0 0 4400 42.10 0.97 51.74 0| 0 0 0 4800 40.24 0.96 50.74 0| 0 0 0 5000 35.60 0.94 48.09 0| 0 0 0 5500 31.04 0.91 45.38 0| 0 0 0 6000 26.62 0.88 42.72 0| 0 0 0 6500 22.37 0.84 40.19 0| 0 0 0 7000 18.37 0.78 37.82 0| 0 150 0 7500 14.69 0.71 35.80 0| 0 0 0 8000 11.31 0.63 33.70 0| 0 0 0 8500 9.57 0.58 32.71 0| 0 0 0 8800 8.43 0.54 31.95 0| 0 0 0 9000 7.37 0.51 31.14 0| 0 230 0 9200 6.02 0.45 30.40 0| 0 248 0 9500 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 50 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.08 0.35 28.96 0| 0 15 0 10000 1.65 0.18 26.97 0| 0 522 0 11000 0.57 0.08 25.59 0| 0 608 0 12000 0.05 0.01 24.73 0| 0 0 0 14000 0.01 0.00 26.00 0| 0 0 0 16000 Total 0| 0 1,773 0 Indicative a-t-m Vol 32.63 Underlying Price 90.290 Time to expiry: 387 Days Sep 11 64.84 0.98 73.19 0| 0 0 0 2400 57.33 0.97 64.96 0| 0 0 0 3200 49.98 0.95 58.43 0| 0 0 0 4000 46.39 0.94 56.03 0| 0 0 0 4400 42.75 0.92 52.47 0| 0 0 0 4800 41.05 0.91 51.62 0| 0 0 0 5000 35.87 0.88 47.93 0| 0 0 0 5600 32.46 0.86 45.57 0| 0 0 0 6000 29.32 0.83 43.90 0| 0 0 0 6400 24.85 0.78 41.74 0| 0 0 0 7000 17.77 0.68 37.41 0| 0 0 0 8000 11.41 0.56 32.66 0| 0 0 0 9000 8.93 0.48 32.10 0| 0 0 0 9600 6.49 0.41 28.91 0| 0 0 0 10000 2.59 0.20 29.20 0| 0 0 0 12000 0.69 0.07 27.22 0| 0 0 0 14000 0.23 0.03 27.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.92 Underlying Price 90.290 Time to expiry: 569 Days Mar 12 64.12 0.98 60.01 0| 0 0 0 2400 56.85 0.97 55.81 0| 0 0 0 3200 49.97 0.94 53.03 0| 0 0 0 4000 43.14 0.91 48.75 0| 0 0 0 4800 41.52 0.90 47.90 0| 0 0 0 5000 36.55 0.87 44.80 0| 0 0 0 5600 33.38 0.84 42.82 0| 0 0 0 6000 30.42 0.81 41.69 0| 0 0 0 6400 26.29 0.77 39.99 0| 0 0 0 7000 19.34 0.68 35.75 0| 0 0 0 8000 13.37 0.57 32.00 0| 0 177 0 9000 10.41 0.49 30.32 0| 0 0 0 9600 8.50 0.44 28.94 0| 0 0 0 10000 2.92 0.21 25.40 0| 0 177 0 12000 1.01 0.09 24.52 0| 0 0 0 14000 0.46 0.04 25.41 0| 0 0 0 16000 Total 0| 0 354 0 Indicative a-t-m Vol 34.48 Underlying Price 90.290 Time to expiry: 758 Days Sep 12 64.65 0.96 72.66 0| 0 0 0 2400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 57.75 0.94 63.88 0| 0 0 0 3200 50.99 0.92 57.08 0| 0 0 0 4000 44.28 0.89 51.14 0| 0 0 0 4800 34.76 0.82 44.00 0| 0 0 0 6000 32.59 0.80 44.34 0| 0 0 0 6400 27.30 0.74 41.51 0| 0 0 0 7200 21.54 0.68 36.98 0| 0 0 0 8000 17.97 0.62 34.99 0| 0 0 0 8600 13.74 0.53 33.79 0| 0 0 0 9600 6.08 0.31 30.18 0| 0 0 0 12000 1.48 0.10 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.52 Underlying Price 90.290 Time to expiry: 933 Days Mar 13 64.83 0.96 73.28 0| 0 0 0 2400 57.42 0.94 60.17 0| 0 0 0 3200 50.66 0.91 53.00 0| 0 0 0 4000 45.16 0.88 51.28 0| 0 0 0 4800 36.45 0.81 45.63 0| 0 0 0 6000 22.96 0.68 36.89 0| 0 0 0 8000 18.14 0.61 33.78 0| 0 0 0 8800 14.83 0.54 32.88 0| 0 0 0 9600 7.14 0.34 29.55 0| 0 0 0 12000 2.23 0.14 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.73 Underlying Price 90.290 Time to expiry: 1122 Days Sep 13 64.62 0.95 73.85 0| 0 0 0 2400 57.99 0.93 63.53 0| 0 0 0 3200 51.73 0.90 56.83 0| 0 0 0 4000 45.20 0.87 50.12 0| 0 0 0 4800 37.01 0.81 45.22 0| 0 0 0 6000 23.84 0.68 36.46 0| 0 0 0 8000 8.42 0.37 29.75 0| 0 0 0 12000 3.06 0.17 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.27 Underlying Price 90.290 Time to expiry: 1304 Days Mar 14 58.10 0.93 63.10 0| 0 0 0 3200 51.86 0.90 55.65 0| 0 0 0 4000 45.60 0.87 49.48 0| 0 0 0 4800 37.66 0.81 44.60 0| 0 0 0 6000 24.78 0.68 36.12 0| 0 0 0 8000 9.08 0.38 28.92 0| 0 0 0 12000 3.82 0.20 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.34 Underlying Price 90.290 Time to expiry: 1486 Days Sep 14 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 51.68 0.90 55.13 0| 0 0 0 4000 45.68 0.86 49.10 0| 0 0 0 4800 37.85 0.81 43.91 0| 0 0 0 6000 25.41 0.69 36.00 0| 0 0 0 8000 10.36 0.41 29.56 0| 0 0 0 12000 4.35 0.21 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.30 Underlying Price 90.290 Time to expiry: 1668 Days Mar 15 46.29 0.86 49.52 0| 0 0 0 4800 38.61 0.81 44.03 0| 0 0 0 6000 26.19 0.69 35.80 0| 0 0 0 8000 11.61 0.43 29.97 0| 0 0 0 12000 5.54 0.25 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 83,165 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 53 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 30.78 Underlying Price 90.290 Time to expiry: 23 Days Sep 10 0.01 0.00 72.80 0| 0 0 0 4500 0.01 0.00 73.19 0| 0 1,000 0 4800 0.01 0.00 72.65 0| 0 500 0 5000 0.01 0.00 69.38 0| 0 55 0 5500 0.03 -0.01 64.39 0| 0 909 0 6000 0.06 -0.01 58.58 0| 0 802 0 6500 0.10 -0.02 56.00 0| 0 339 0 6800 0.12 -0.02 52.52 0| 0 600 0 7000 0.16 -0.03 50.25 0| 0 1,176 0 7200 0.25 -0.05 46.58 0| 0 11,540 0 7500 0.46 -0.10 39.10 0| 0 671 0 8000 0.96 -0.20 35.67 0| 0 0 0 8400 1.24 -0.24 35.93 0| 0 12,910 0 8500 1.36 -0.27 33.82 0| 0 0 0 8600 1.94 -0.36 32.33 0| 0 0 0 8800 2.70 -0.47 30.95 0| 0 0 0 9000 3.70 -0.58 29.79 0| 0 17 0 9200 4.93 -0.69 28.62 0| 0 0 0 9400 5.60 -0.75 27.65 0| 0 0 0 9500 6.41 -0.79 27.83 0| 0 0 0 9600 8.06 -0.87 27.04 0| 0 0 0 9800 9.87 -0.93 26.35 0| 0 0 0 10000 19.68 -1.00 20.36 0| 0 0 0 11000 29.67 -1.00 18.90 0| 0 0 0 12000 49.67 -1.00 23.00 0| 0 0 0 14000 Total 0| 0 30,519 0 Indicative a-t-m Vol 31.83 Underlying Price 90.290 Time to expiry: 205 Days Mar 11 0.01 0.00 45.50 0| 0 0 0 2400 0.04 0.00 54.73 0| 0 0 0 3200 0.23 -0.01 54.87 0| 0 1,600 0 4000 0.37 -0.02 53.53 0| 0 1,200 0 4400 0.56 -0.03 51.74 0| 0 400 0 4800 0.68 -0.04 50.74 0| 0 0 0 5000 1.01 -0.06 48.09 0| 0 0 0 5500 1.43 -0.09 45.38 0| 0 0 0 6000 1.98 -0.12 42.72 0| 0 7 0 6500 2.71 -0.16 40.19 0| 0 446 0 7000 3.68 -0.22 37.82 0| 0 878 0 7500 4.97 -0.29 35.80 0| 0 15 0 8000 6.57 -0.37 33.70 0| 0 60 0 8500 7.81 -0.42 32.71 0| 0 400 0 8800 8.66 -0.46 31.95 0| 0 553 0 9000 9.59 -0.49 31.14 0| 0 0 0 9200 11.23 -0.55 30.40 0| 0 0 0 9500 14.26 -0.65 28.96 0| 0 0 0 10000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 54 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 21.77 -0.82 26.97 0| 0 1,906 0 11000 30.63 -0.92 25.59 0| 0 0 0 12000 50.02 -0.99 24.73 0| 0 0 0 14000 69.86 -1.00 26.00 0| 0 0 0 16000 Total 0| 0 7,465 0 Indicative a-t-m Vol 32.63 Underlying Price 90.290 Time to expiry: 387 Days Sep 11 0.54 -0.02 73.19 0| 0 0 0 2400 0.93 -0.03 64.96 0| 0 0 0 3200 1.48 -0.05 58.43 0| 0 0 0 4000 1.84 -0.06 56.03 0| 0 0 0 4400 2.15 -0.08 52.47 0| 0 0 0 4800 2.43 -0.09 51.62 0| 0 40 0 5000 3.17 -0.12 47.93 0| 0 0 0 5600 3.71 -0.14 45.57 0| 0 0 0 6000 4.53 -0.17 43.90 0| 0 0 0 6400 5.98 -0.22 41.74 0| 0 0 0 7000 8.77 -0.32 37.41 0| 0 0 0 8000 12.29 -0.44 32.66 0| 0 0 0 9000 15.74 -0.52 32.10 0| 0 0 0 9600 17.25 -0.59 28.91 0| 0 0 0 10000 33.10 -0.80 29.20 0| 0 0 0 12000 50.96 -0.93 27.22 0| 0 0 0 14000 70.25 -0.97 27.50 0| 0 0 0 16000 Total 0| 0 40 0 Indicative a-t-m Vol 31.92 Underlying Price 90.290 Time to expiry: 569 Days Mar 12 0.53 -0.02 60.01 0| 0 0 0 2400 1.10 -0.03 55.81 0| 0 0 0 3200 2.07 -0.06 53.03 0| 0 0 0 4000 3.08 -0.09 48.75 0| 0 0 0 4800 3.43 -0.10 47.90 0| 0 0 0 5000 4.33 -0.13 44.80 0| 0 0 0 5600 5.09 -0.16 42.82 0| 0 0 0 6000 6.05 -0.19 41.69 0| 0 0 0 6400 7.80 -0.23 39.99 0| 0 0 0 7000 10.66 -0.32 35.75 0| 0 0 0 8000 14.50 -0.43 32.00 0| 0 177 0 9000 17.42 -0.51 30.32 0| 0 0 0 9600 19.43 -0.56 28.94 0| 0 0 0 10000 33.45 -0.79 25.40 0| 0 0 0 12000 51.15 -0.91 24.52 0| 0 0 0 14000 70.21 -0.96 25.41 0| 0 0 0 16000 Total 0| 0 177 0 Indicative a-t-m Vol 34.48 Underlying Price 90.290 Time to expiry: 758 Days Sep 12 2.17 -0.04 72.66 0| 0 0 0 2400 3.04 -0.06 63.88 0| 0 0 0 3200 4.05 -0.08 57.08 0| 0 0 0 4000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.12 -0.11 51.14 0| 0 0 0 4800 7.26 -0.18 44.00 0| 0 0 0 6000 8.98 -0.20 44.34 0| 0 0 0 6400 11.47 -0.26 41.51 0| 0 0 0 7200 13.48 -0.32 36.98 0| 0 0 0 8000 15.74 -0.38 34.99 0| 0 0 0 8600 21.23 -0.47 33.79 0| 0 0 0 9600 36.89 -0.69 30.18 0| 0 0 0 12000 71.16 -0.90 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.52 Underlying Price 90.290 Time to expiry: 933 Days Mar 13 3.13 -0.04 73.28 0| 0 0 0 2400 3.42 -0.06 60.17 0| 0 0 0 3200 4.36 -0.09 53.00 0| 0 0 0 4000 6.55 -0.12 51.28 0| 0 0 0 4800 9.39 -0.19 45.63 0| 0 0 0 6000 15.15 -0.32 36.89 0| 0 0 0 8000 18.03 -0.39 33.78 0| 0 0 0 8800 22.41 -0.46 32.88 0| 0 0 0 9600 37.82 -0.66 29.55 0| 0 0 0 12000 71.41 -0.86 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.73 Underlying Price 90.290 Time to expiry: 1122 Days Sep 13 4.12 -0.05 73.85 0| 0 0 0 2400 5.10 -0.07 63.53 0| 0 0 0 3200 6.44 -0.10 56.83 0| 0 0 0 4000 7.53 -0.13 50.12 0| 0 0 0 4800 10.75 -0.19 45.22 0| 0 0 0 6000 16.60 -0.32 36.46 0| 0 0 0 8000 39.22 -0.63 29.75 0| 0 0 0 12000 71.90 -0.83 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.27 Underlying Price 90.290 Time to expiry: 1304 Days Mar 14 5.90 -0.07 63.10 0| 0 0 0 3200 7.18 -0.10 55.65 0| 0 0 0 4000 8.43 -0.13 49.48 0| 0 0 0 4800 11.77 -0.19 44.60 0| 0 0 0 6000 17.67 -0.32 36.12 0| 0 0 0 8000 39.54 -0.62 28.92 0| 0 0 0 12000 71.84 -0.80 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.34 Underlying Price 90.290 Time to expiry: 1486 Days Sep 14 7.97 -0.10 55.13 0| 0 0 0 4000 9.38 -0.14 49.10 0| 0 0 0 4800 12.67 -0.19 43.91 0| 0 0 0 6000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.76 -0.31 36.00 0| 0 0 0 8000 40.76 -0.59 29.56 0| 0 0 0 12000 71.81 -0.79 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.30 Underlying Price 90.290 Time to expiry: 1668 Days Mar 15 10.41 -0.14 49.52 0| 0 0 0 4800 13.68 -0.19 44.03 0| 0 0 0 6000 19.52 -0.31 35.80 0| 0 0 0 8000 41.45 -0.57 29.97 0| 0 0 0 12000 71.89 -0.75 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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 57 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 23.86 Underlying Price 116.200 Time to expiry: 23 Days Sep 10 28.23 1.00 35.00 0| 0 0 0 8800 24.23 1.00 31.19 0| 0 0 0 9200 20.24 0.99 29.79 0| 0 0 0 9600 16.28 0.98 28.19 0| 0 0 0 10000 11.46 0.94 26.67 0| 0 0 0 10500 7.04 0.81 25.34 0| 0 0 0 11000 3.51 0.58 24.08 0| 0 0 0 11500 1.31 0.31 23.16 0| 0 0 0 12000 0.34 0.11 22.48 0| 0 0 0 12500 0.07 0.03 22.39 0| 0 0 0 13000 0.02 0.01 28.61 0| 0 0 0 14000 0.01 0.00 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 26.42 Underlying Price 116.200 Time to expiry: 51 Days Oct 10 24.67 0.95 40.00 0| 0 0 0 9200 20.60 0.95 32.62 0| 0 0 0 9600 16.84 0.91 30.74 0| 0 0 0 10000 12.44 0.84 29.10 0| 0 0 0 10500 8.53 0.72 27.82 0| 0 0 0 11000 5.33 0.56 26.73 0| 0 0 0 11500 2.91 0.39 25.45 0| 0 0 0 12000 1.44 0.24 24.97 0| 0 0 0 12500 0.63 0.12 24.54 0| 0 0 0 13000 0.18 0.04 27.31 0| 0 0 0 14000 0.08 0.02 31.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 26.67 Underlying Price 116.200 Time to expiry: 86 Days Nov 10 25.18 0.92 36.73 0| 0 0 0 9200 21.53 0.89 35.00 0| 0 0 0 9600 17.84 0.85 32.02 0| 0 0 0 10000 9.91 0.68 28.28 0| 0 0 0 11000 6.78 0.56 26.90 0| 0 0 0 11500 4.33 0.43 25.92 0| 0 0 0 12000 2.57 0.30 25.21 0| 0 0 0 12500 1.49 0.20 24.95 0| 0 0 0 13000 0.52 0.08 25.90 0| 0 0 0 14000 0.32 0.05 30.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 27.19 Underlying Price 116.200 Time to expiry: 114 Days Dec 10 37.28 0.94 47.00 0| 0 0 0 8000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 29.41 0.92 38.34 0| 0 0 0 8800 22.15 0.86 34.56 0| 0 0 0 9600 18.75 0.82 33.04 0| 0 0 0 10000 10.95 0.67 28.65 0| 0 0 0 11000 5.33 0.45 26.29 0| 0 0 0 12000 2.18 0.24 25.27 0| 0 0 0 13000 0.77 0.11 24.77 0| 0 0 0 14000 0.13 0.02 26.82 0| 0 0 0 16000 0.03 0.01 29.94 0| 0 0 0 18000 0.03 0.00 36.00 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 27.13 Underlying Price 116.200 Time to expiry: 205 Days Mar 11 37.92 0.93 39.00 0| 0 0 0 8000 30.28 0.90 33.24 0| 0 0 0 8800 23.45 0.83 31.11 0| 0 0 0 9600 20.25 0.79 29.97 0| 0 0 0 10000 13.31 0.65 28.23 0| 0 0 0 11000 7.83 0.49 26.46 0| 0 0 0 12000 4.08 0.32 25.08 0| 0 0 0 13000 1.98 0.18 24.44 0| 0 0 0 14000 0.26 0.04 22.25 0| 0 0 0 16000 0.06 0.01 23.39 0| 0 0 0 18000 0.05 0.01 28.00 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 28.15 Underlying Price 116.200 Time to expiry: 296 Days Jun 11 57.56 0.96 49.00 0| 0 0 0 6000 38.79 0.91 37.90 0| 0 0 0 8000 31.81 0.86 35.16 0| 0 0 0 8800 25.28 0.80 32.76 0| 0 0 0 9600 21.94 0.77 30.67 0| 0 0 0 10000 15.22 0.65 28.81 0| 0 0 0 11000 10.00 0.51 27.74 0| 0 0 0 12000 6.20 0.37 26.78 0| 0 0 0 13000 3.48 0.25 25.60 0| 0 0 0 14000 1.13 0.10 25.43 0| 0 0 0 16000 0.31 0.03 25.09 0| 0 0 0 18000 0.13 0.01 26.57 0| 0 0 0 20000 0.04 0.00 30.00 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 28.35 Underlying Price 116.200 Time to expiry: 478 Days Dec 11 57.59 0.96 41.46 0| 0 0 0 6000 39.03 0.90 32.57 0| 0 0 0 8000 12.92 0.53 27.91 0| 0 0 0 12000 2.74 0.17 25.75 0| 0 0 0 16000 0.26 0.02 28.89 0| 0 0 0 24000 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 30.23 Underlying Price 116.200 Time to expiry: 660 Days Jun 12 57.81 0.96 38.80 0| 0 0 0 6000 41.03 0.86 35.20 0| 0 0 0 8000 16.30 0.55 29.71 0| 0 0 0 12000 4.91 0.24 27.24 0| 0 0 0 16000 0.35 0.03 26.04 0| 0 0 0 24000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 60 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 24.85 Underlying Price 116.200 Time to expiry: 23 Days Sep 10 0.01 0.00 39.82 0| 0 0 0 8800 0.03 -0.01 37.86 0| 0 0 0 9200 0.06 -0.02 35.69 0| 0 0 0 9600 0.16 -0.04 33.92 0| 0 0 0 10000 0.41 -0.09 30.75 0| 0 0 0 10500 0.95 -0.20 27.04 0| 0 0 0 11000 2.39 -0.42 25.05 0| 0 0 0 11500 5.19 -0.69 24.19 0| 0 0 0 12000 9.18 -0.88 23.75 0| 0 0 0 12500 13.87 -0.97 23.35 0| 0 0 0 13000 23.80 -1.00 26.13 0| 0 0 0 14000 33.80 -1.00 32.43 0| 0 0 0 15000 43.80 -1.00 38.72 0| 0 0 0 16000 63.80 -1.00 51.30 0| 0 0 0 18000 Total 0| 0 0 0 Indicative a-t-m Vol 23.46 Underlying Price 116.200 Time to expiry: 51 Days Oct 10 0.14 -0.02 32.50 0| 0 0 0 9200 0.21 -0.04 29.55 0| 0 0 0 9600 0.34 -0.06 27.16 0| 0 0 0 10000 0.79 -0.13 25.47 0| 0 0 0 10500 1.77 -0.26 24.60 0| 0 0 0 11000 3.52 -0.43 23.67 0| 0 0 0 11500 6.18 -0.63 22.80 0| 0 0 0 12000 9.76 -0.80 21.75 0| 0 0 0 12500 14.14 -0.91 21.81 0| 0 0 0 13000 23.83 -0.98 23.48 0| 0 0 0 14000 33.80 -1.00 26.64 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 24.33 Underlying Price 116.200 Time to expiry: 86 Days Nov 10 0.40 -0.05 31.01 0| 0 0 0 9200 0.67 -0.08 29.85 0| 0 0 0 9600 1.02 -0.12 28.19 0| 0 0 0 10000 3.03 -0.30 25.70 0| 0 0 0 11000 4.86 -0.44 24.50 0| 0 0 0 11500 7.48 -0.58 23.79 0| 0 0 0 12000 10.78 -0.72 23.00 0| 0 0 0 12500 14.73 -0.84 22.44 0| 0 0 0 13000 23.96 -0.95 22.86 0| 0 0 0 14000 33.81 -0.99 24.03 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 25.34 Underlying Price 116.200 Time to expiry: 114 Days Dec 10 0.32 -0.03 38.09 0| 0 0 0 8000 0.50 -0.05 32.52 0| 0 0 0 8800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 61 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.12 -0.11 30.09 0| 0 0 0 9600 1.65 -0.15 29.01 0| 0 0 0 10000 3.97 -0.32 26.58 0| 0 0 0 11000 8.41 -0.56 24.58 0| 0 0 0 12000 15.27 -0.79 22.94 0| 0 0 0 13000 24.09 -0.93 22.36 0| 0 0 0 14000 43.80 -1.00 24.41 0| 0 0 0 16000 63.80 -1.00 34.89 0| 0 0 0 18000 83.80 -1.00 32.53 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.54 Underlying Price 116.200 Time to expiry: 205 Days Mar 11 0.78 -0.06 34.39 0| 0 0 0 8000 1.62 -0.10 33.28 0| 0 0 0 8800 2.73 -0.17 31.07 0| 0 0 0 9600 3.53 -0.21 30.01 0| 0 0 0 10000 6.34 -0.35 27.58 0| 0 0 0 11000 10.85 -0.52 25.90 0| 0 0 0 12000 17.15 -0.69 24.58 0| 0 0 0 13000 25.09 -0.84 23.68 0| 0 0 0 14000 43.80 -0.99 22.04 0| 0 0 0 16000 63.80 -0.99 29.19 0| 0 0 0 18000 83.80 -1.00 21.83 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.86 Underlying Price 116.200 Time to expiry: 296 Days Jun 11 0.51 -0.03 41.64 0| 0 0 0 6000 1.86 -0.09 35.04 0| 0 0 0 8000 2.93 -0.15 32.88 0| 0 0 0 8800 4.51 -0.21 31.03 0| 0 0 0 9600 5.55 -0.26 30.10 0| 0 0 0 10000 8.93 -0.38 28.14 0| 0 0 0 11000 13.49 -0.52 26.08 0| 0 0 0 12000 19.85 -0.67 25.06 0| 0 0 0 13000 27.43 -0.79 24.13 0| 0 0 0 14000 45.28 -0.92 23.79 0| 0 0 0 16000 64.54 -0.98 23.84 0| 0 0 0 18000 84.23 -0.99 24.39 0| 0 0 0 20000 123.83 -1.00 26.22 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 27.96 Underlying Price 116.200 Time to expiry: 478 Days Dec 11 1.07 -0.04 38.61 0| 0 0 0 6000 3.05 -0.12 32.87 0| 0 0 0 8000 16.76 -0.49 27.44 0| 0 0 0 12000 46.48 -0.85 25.00 0| 0 0 0 16000 123.85 -0.98 30.29 0| 0 0 0 24000 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 62 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 28.23 Underlying Price 116.200 Time to expiry: 660 Days Jun 12 2.03 -0.06 38.30 0| 0 0 0 6000 5.16 -0.15 33.74 0| 0 0 0 8000 19.75 -0.48 27.65 0| 0 0 0 12000 48.73 -0.78 26.14 0| 0 0 0 16000 123.91 -0.97 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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 63 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 33.93 Underlying Price 21.120 Time to expiry: 23 Days Sep 10 9.12 1.00 56.00 0| 0 0 0 1200 7.12 1.00 53.61 0| 0 0 0 1400 5.13 0.99 47.42 0| 0 0 0 1600 4.14 0.98 44.02 0| 0 0 0 1700 3.16 0.96 40.70 0| 0 0 0 1800 2.23 0.89 37.61 0| 0 0 0 1900 1.79 0.84 36.17 0| 0 0 0 1950 1.39 0.76 34.82 0| 0 0 0 2000 1.04 0.66 34.47 0| 0 0 0 2050 0.75 0.55 34.33 0| 0 0 0 2100 0.49 0.43 32.68 0| 0 0 0 2150 0.32 0.31 32.38 0| 0 0 0 2200 0.18 0.21 31.40 0| 0 0 0 2250 0.09 0.13 30.29 0| 0 0 0 2300 0.04 0.06 28.66 0| 0 0 0 2350 0.02 0.03 28.17 0| 0 0 0 2400 0.01 0.00 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 36.17 Underlying Price 21.120 Time to expiry: 51 Days Oct 10 4.19 0.94 48.00 0| 0 0 0 1700 3.26 0.89 44.63 0| 0 0 0 1800 2.41 0.80 41.89 0| 0 0 0 1900 1.64 0.68 38.95 0| 0 0 0 2000 1.31 0.60 37.74 0| 0 0 0 2050 1.02 0.52 36.28 0| 0 0 0 2100 0.79 0.44 35.82 0| 0 0 0 2150 0.60 0.36 35.42 0| 0 0 0 2200 0.44 0.29 34.58 0| 0 0 0 2250 0.27 0.21 32.08 0| 0 0 0 2300 0.17 0.15 30.91 0| 0 0 0 2350 0.13 0.11 31.23 0| 0 0 0 2400 0.01 0.01 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 37.36 Underlying Price 21.120 Time to expiry: 86 Days Nov 10 3.41 0.83 44.14 0| 0 0 0 1800 2.61 0.74 41.55 0| 0 0 0 1900 1.91 0.63 38.97 0| 0 0 0 2000 1.38 0.51 37.88 0| 0 0 0 2100 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 64 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.08 0.45 35.73 0| 0 0 0 2150 0.88 0.39 35.01 0| 0 0 0 2200 0.68 0.33 33.61 0| 0 0 0 2250 0.51 0.28 32.48 0| 0 0 0 2300 0.27 0.18 30.59 0| 0 0 0 2400 0.06 0.05 28.01 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 37.18 Underlying Price 21.120 Time to expiry: 114 Days Dec 10 9.13 1.00 57.00 0| 0 0 0 1200 7.16 0.98 54.16 0| 0 0 0 1400 5.27 0.91 48.93 0| 0 0 0 1600 3.56 0.79 43.75 0| 0 0 0 1800 2.80 0.70 41.27 0| 0 0 0 1900 2.13 0.61 38.98 0| 0 0 0 2000 1.59 0.52 37.52 0| 0 0 0 2100 1.08 0.41 34.68 0| 0 0 0 2200 0.69 0.31 32.80 0| 0 0 0 2300 0.41 0.22 30.78 0| 0 0 0 2400 0.02 0.02 25.83 0| 0 0 0 2800 0.02 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 36.98 Underlying Price 21.120 Time to expiry: 205 Days Mar 11 9.14 0.99 53.00 0| 0 0 0 1200 7.26 0.93 50.40 0| 0 0 0 1400 5.58 0.83 46.96 0| 0 0 0 1600 4.07 0.73 43.15 0| 0 0 0 1800 3.39 0.67 41.12 0| 0 0 0 1900 2.74 0.61 38.97 0| 0 0 0 2000 2.18 0.54 37.22 0| 0 0 0 2100 1.66 0.46 35.20 0| 0 0 0 2200 1.22 0.39 33.35 0| 0 0 0 2300 0.86 0.31 31.52 0| 0 0 0 2400 0.16 0.09 27.56 0| 0 0 0 2800 0.03 0.02 26.98 0| 0 0 0 3200 0.01 0.01 30.02 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 35.86 Underlying Price 21.120 Time to expiry: 296 Days Jun 11 9.18 0.96 50.00 0| 0 0 0 1200 7.45 0.88 47.71 0| 0 0 0 1400 5.83 0.81 43.80 0| 0 0 0 1600 4.37 0.72 40.26 0| 0 0 0 1800 3.72 0.67 38.71 0| 0 0 0 1900 3.09 0.61 36.85 0| 0 0 0 2000 2.59 0.55 36.11 0| 0 0 0 2100 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 65 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.03 0.49 34.05 0| 0 0 0 2200 1.62 0.42 32.91 0| 0 0 0 2300 1.21 0.36 31.10 0| 0 0 0 2400 0.33 0.14 27.50 0| 0 0 0 2800 0.05 0.03 23.91 0| 0 0 0 3200 0.01 0.01 25.00 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 36.10 Underlying Price 21.120 Time to expiry: 478 Days Dec 11 9.48 0.90 52.81 0| 0 0 0 1200 6.41 0.79 45.69 0| 0 0 0 1600 5.02 0.71 42.07 0| 0 0 0 1800 3.68 0.62 37.60 0| 0 0 0 2000 2.64 0.52 34.92 0| 0 0 0 2200 1.80 0.41 32.60 0| 0 0 0 2400 0.24 0.09 26.67 0| 0 0 0 3200 0.01 0.01 23.42 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.49 Underlying Price 21.120 Time to expiry: 660 Days Jun 12 9.56 0.89 48.05 0| 0 0 0 1200 6.62 0.78 42.25 0| 0 0 0 1600 4.13 0.62 36.68 0| 0 0 0 2000 3.14 0.54 34.56 0| 0 0 0 2200 2.23 0.44 31.82 0| 0 0 0 2400 0.47 0.15 26.87 0| 0 0 0 3200 0.06 0.03 23.63 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 66 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 35.57 Underlying Price 21.120 Time to expiry: 23 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 0.03 -0.02 51.76 0| 0 0 0 1600 0.07 -0.06 49.94 0| 0 0 0 1700 0.15 -0.12 46.91 0| 0 0 0 1800 0.30 -0.22 43.93 0| 0 0 0 1900 0.41 -0.28 41.83 0| 0 0 0 1950 0.58 -0.37 41.20 0| 0 0 0 2000 0.75 -0.46 38.54 0| 0 0 0 2050 0.96 -0.56 35.75 0| 0 0 0 2100 1.27 -0.66 34.99 0| 0 0 0 2150 1.62 -0.76 33.64 0| 0 0 0 2200 2.01 -0.84 32.78 0| 0 0 0 2250 2.45 -0.90 31.60 0| 0 0 0 2300 2.90 -0.95 29.62 0| 0 0 0 2350 3.38 -0.98 27.90 0| 0 0 0 2400 5.37 -1.00 25.48 0| 0 0 0 2600 7.37 -1.00 26.22 0| 0 0 0 2800 9.37 -1.00 26.92 0| 0 0 0 3000 11.37 -1.00 30.23 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 36.54 Underlying Price 21.120 Time to expiry: 51 Days Oct 10 0.28 -0.13 49.89 0| 0 0 0 1700 0.43 -0.19 46.80 0| 0 0 0 1800 0.63 -0.28 43.14 0| 0 0 0 1900 0.96 -0.39 41.12 0| 0 0 0 2000 1.12 -0.45 38.34 0| 0 0 0 2050 1.34 -0.52 36.71 0| 0 0 0 2100 1.63 -0.59 35.99 0| 0 0 0 2150 1.95 -0.66 35.32 0| 0 0 0 2200 2.28 -0.73 34.19 0| 0 0 0 2250 2.65 -0.79 33.07 0| 0 0 0 2300 3.03 -0.86 30.28 0| 0 0 0 2350 3.49 -0.89 31.05 0| 0 0 0 2400 5.38 -0.99 28.17 0| 0 0 0 2600 7.37 -1.00 31.58 0| 0 0 0 2800 9.37 -0.99 38.92 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 37.31 Underlying Price 21.120 Time to expiry: 86 Days Nov 10 0.67 -0.23 44.52 0| 0 0 0 1800 0.90 -0.30 41.45 0| 0 0 0 1900 1.28 -0.40 40.12 0| 0 0 0 2000 1.71 -0.50 37.61 0| 0 0 0 2100 1.95 -0.56 36.39 0| 0 0 0 2150 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 67 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.22 -0.61 35.03 0| 0 0 0 2200 2.54 -0.67 33.94 0| 0 0 0 2250 2.88 -0.72 32.95 0| 0 0 0 2300 3.61 -0.83 30.29 0| 0 0 0 2400 5.40 -0.97 25.77 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 36.67 Underlying Price 21.120 Time to expiry: 114 Days Dec 10 0.09 -0.03 56.84 0| 0 0 0 1200 0.23 -0.07 53.49 0| 0 0 0 1400 0.47 -0.14 48.77 0| 0 0 0 1600 0.86 -0.25 44.24 0| 0 0 0 1800 1.14 -0.32 41.91 0| 0 0 0 1900 1.47 -0.40 39.32 0| 0 0 0 2000 1.89 -0.49 36.93 0| 0 0 0 2100 2.41 -0.59 34.80 0| 0 0 0 2200 3.02 -0.69 32.86 0| 0 0 0 2300 3.71 -0.80 29.68 0| 0 0 0 2400 7.39 -0.97 28.35 0| 0 0 0 2800 11.37 -0.99 35.63 0| 0 0 0 3200 15.36 -1.00 33.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 37.05 Underlying Price 21.120 Time to expiry: 205 Days Mar 11 0.26 -0.06 53.86 0| 0 0 0 1200 0.53 -0.11 51.87 0| 0 0 0 1400 0.86 -0.18 47.02 0| 0 0 0 1600 1.35 -0.28 43.14 0| 0 0 0 1800 1.65 -0.33 40.71 0| 0 0 0 1900 2.00 -0.40 38.64 0| 0 0 0 2000 2.46 -0.46 37.29 0| 0 0 0 2100 2.94 -0.54 35.30 0| 0 0 0 2200 3.50 -0.62 33.41 0| 0 0 0 2300 4.14 -0.70 31.65 0| 0 0 0 2400 7.48 -0.92 28.61 0| 0 0 0 2800 11.38 -0.98 29.65 0| 0 0 0 3200 15.36 -0.99 33.38 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 35.50 Underlying Price 21.120 Time to expiry: 296 Days Jun 11 0.42 -0.08 51.71 0| 0 0 0 1200 0.73 -0.13 48.50 0| 0 0 0 1400 1.14 -0.20 45.14 0| 0 0 0 1600 1.65 -0.28 41.05 0| 0 0 0 1800 1.97 -0.33 39.12 0| 0 0 0 1900 2.34 -0.39 37.35 0| 0 0 0 2000 2.77 -0.45 35.79 0| 0 0 0 2100 3.19 -0.52 33.40 0| 0 0 0 2200 3.76 -0.59 32.09 0| 0 0 0 2300 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 68 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.38 -0.65 30.72 0| 0 0 0 2400 7.50 -0.90 25.83 0| 0 0 0 2800 11.40 -0.96 28.98 0| 0 0 0 3200 15.36 -0.99 31.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 34.96 Underlying Price 21.120 Time to expiry: 478 Days Dec 11 0.91 -0.12 51.65 0| 0 0 0 1200 1.82 -0.23 44.13 0| 0 0 0 1600 2.37 -0.31 39.68 0| 0 0 0 1800 3.15 -0.40 36.75 0| 0 0 0 2000 4.08 -0.51 33.55 0| 0 0 0 2200 5.31 -0.61 31.88 0| 0 0 0 2400 11.75 -0.92 26.05 0| 0 0 0 3200 19.46 -1.00 22.09 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 34.42 Underlying Price 21.120 Time to expiry: 660 Days Jun 12 1.12 -0.13 48.49 0| 0 0 0 1200 2.18 -0.24 42.41 0| 0 0 0 1600 3.55 -0.39 35.75 0| 0 0 0 2000 4.51 -0.48 33.37 0| 0 0 0 2200 5.68 -0.57 31.52 0| 0 0 0 2400 11.94 -0.86 27.39 0| 0 0 0 3200 19.46 -0.97 25.35 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 69 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 37.00 Underlying Price 47.120 Time to expiry: 23 Days Sep 10 15.13 1.00 44.41 0| 0 0 0 3200 11.14 1.00 43.51 0| 0 0 0 3600 9.16 0.98 42.21 0| 0 0 0 3800 7.22 0.96 40.95 0| 0 0 0 4000 5.37 0.89 39.75 0| 0 0 0 4200 3.70 0.78 38.61 0| 0 0 0 4400 2.97 0.71 38.07 0| 0 0 0 4500 2.32 0.62 37.56 0| 0 0 0 4600 1.76 0.53 37.06 0| 0 0 0 4700 1.29 0.44 36.59 0| 0 0 0 4800 0.92 0.35 36.15 0| 0 0 0 4900 0.62 0.26 35.59 0| 0 0 0 5000 0.26 0.13 34.78 0| 0 6 0 5200 0.09 0.06 34.12 0| 0 0 0 5400 0.03 0.02 34.13 0| 0 0 0 5600 0.01 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 39.89 Underlying Price 47.120 Time to expiry: 51 Days Oct 10 7.55 0.88 46.03 0| 0 0 0 4000 5.89 0.80 44.50 0| 0 0 0 4200 4.40 0.70 42.49 0| 0 0 0 4400 3.72 0.64 41.55 0| 0 0 0 4500 3.13 0.58 40.66 0| 0 0 0 4600 2.59 0.52 39.96 0| 0 0 0 4700 2.12 0.45 39.41 0| 0 0 0 4800 1.71 0.39 38.83 0| 0 0 0 4900 1.37 0.34 38.20 0| 0 0 0 5000 0.82 0.23 37.08 0| 0 0 0 5200 0.46 0.15 36.06 0| 0 0 0 5400 0.22 0.08 34.49 0| 0 0 0 5600 0.07 0.03 34.90 0| 0 0 0 6000 0.02 0.01 35.69 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 40.68 Underlying Price 47.120 Time to expiry: 86 Days Nov 10 7.98 0.81 45.32 0| 0 0 0 4000 6.51 0.73 44.31 0| 0 0 0 4200 5.16 0.65 42.80 0| 0 0 0 4400 3.98 0.57 41.43 0| 0 0 0 4600 3.47 0.52 40.79 0| 0 0 0 4700 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.96 0.48 39.85 0| 0 0 0 4800 2.57 0.43 39.68 0| 0 0 0 4900 2.16 0.39 39.02 0| 0 0 0 5000 1.45 0.30 37.08 0| 0 0 0 5200 0.62 0.16 35.10 0| 0 0 0 5600 0.24 0.07 34.23 0| 0 0 0 6000 0.07 0.02 32.21 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 39.67 Underlying Price 47.120 Time to expiry: 114 Days Dec 10 15.22 0.97 49.00 0| 0 0 0 3200 11.53 0.90 46.25 0| 0 0 0 3600 8.28 0.78 43.88 0| 0 0 0 4000 6.86 0.71 42.68 0| 0 0 0 4200 5.59 0.64 41.58 0| 0 0 0 4400 4.46 0.57 40.58 0| 0 0 0 4600 3.42 0.49 38.96 0| 0 0 0 4800 1.84 0.33 36.27 0| 0 0 0 5200 0.97 0.20 35.51 0| 0 0 0 5600 0.18 0.05 33.28 0| 0 0 0 6400 0.03 0.01 32.31 0| 0 0 0 7200 0.02 0.01 36.80 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.32 Underlying Price 47.120 Time to expiry: 205 Days Mar 11 15.87 0.89 51.15 0| 0 0 0 3200 12.64 0.82 48.06 0| 0 0 0 3600 9.79 0.73 45.93 0| 0 0 0 4000 8.54 0.69 45.01 0| 0 0 0 4200 7.29 0.64 43.61 0| 0 0 0 4400 6.13 0.58 42.09 0| 0 0 0 4600 5.10 0.52 40.71 0| 0 0 0 4800 3.34 0.41 38.33 0| 0 0 0 5200 2.08 0.30 36.25 0| 0 0 0 5600 0.75 0.14 34.41 0| 0 0 0 6400 0.23 0.05 33.14 0| 0 0 0 7200 0.06 0.02 32.15 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 42.07 Underlying Price 47.120 Time to expiry: 296 Days Jun 11 16.50 0.86 49.02 0| 0 0 0 3200 13.57 0.80 47.57 0| 0 0 0 3600 10.92 0.72 45.75 0| 0 0 0 4000 9.69 0.68 44.74 0| 0 0 0 4200 8.60 0.64 44.09 0| 0 0 0 4400 7.43 0.59 42.64 0| 0 0 0 4600 6.45 0.55 41.62 0| 0 0 0 4800 4.63 0.45 39.22 0| 0 0 0 5200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.18 0.36 37.21 0| 0 0 0 5600 2.24 0.28 36.53 0| 0 0 0 6000 1.54 0.21 35.87 0| 0 0 0 6400 0.63 0.11 34.00 0| 0 0 0 7200 0.37 0.06 35.32 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 42.71 Underlying Price 47.120 Time to expiry: 478 Days Dec 11 17.88 0.83 50.99 0| 0 0 0 3200 12.63 0.72 46.69 0| 0 0 0 4000 10.27 0.65 44.16 0| 0 0 0 4400 8.26 0.58 42.30 0| 0 0 0 4800 5.03 0.43 39.08 0| 0 0 0 5600 3.85 0.36 37.95 0| 0 0 0 6000 0.90 0.12 34.53 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.23 Underlying Price 47.120 Time to expiry: 660 Days Jun 12 18.52 0.82 47.48 0| 0 0 0 3200 13.59 0.72 44.19 0| 0 0 0 4000 11.36 0.65 42.14 0| 0 0 0 4400 9.52 0.59 40.97 0| 0 0 0 4800 6.29 0.46 38.21 0| 0 0 0 5600 5.08 0.40 37.13 0| 0 0 0 6000 1.64 0.18 34.36 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 6 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 72 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 37.48 Underlying Price 47.120 Time to expiry: 23 Days Sep 10 0.01 0.00 52.23 0| 0 0 0 3200 0.04 -0.02 49.59 0| 0 0 0 3600 0.11 -0.05 48.16 0| 0 0 0 3800 0.26 -0.10 46.72 0| 0 0 0 4000 0.55 -0.18 45.31 0| 0 0 0 4200 0.95 -0.29 41.70 0| 0 0 0 4400 1.24 -0.36 39.84 0| 0 0 0 4500 1.63 -0.44 38.77 0| 0 0 0 4600 2.10 -0.53 37.61 0| 0 0 0 4700 2.66 -0.62 36.55 0| 0 0 0 4800 3.31 -0.71 35.68 0| 0 0 0 4900 4.06 -0.78 35.01 0| 0 0 0 5000 5.73 -0.91 32.43 0| 0 0 0 5200 7.64 -0.95 33.95 0| 0 0 0 5400 9.59 -0.98 33.37 0| 0 0 0 5600 13.56 -1.00 32.31 0| 0 0 0 6000 17.56 -1.00 31.93 0| 0 0 0 6400 21.56 -1.00 34.29 0| 0 0 0 6800 25.56 -1.00 34.39 0| 0 0 0 7200 33.56 -1.00 34.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.06 Underlying Price 47.120 Time to expiry: 51 Days Oct 10 0.82 -0.17 46.32 0| 0 0 0 4000 1.19 -0.24 43.58 0| 0 0 0 4200 1.75 -0.33 41.25 0| 0 0 0 4400 2.11 -0.39 40.51 0| 0 0 0 4500 2.55 -0.44 39.82 0| 0 0 0 4600 3.04 -0.50 39.16 0| 0 0 0 4700 3.57 -0.56 38.35 0| 0 0 0 4800 4.14 -0.62 37.37 0| 0 0 0 4900 4.80 -0.68 36.65 0| 0 0 0 5000 6.26 -0.79 34.98 0| 0 0 0 5200 7.93 -0.87 33.99 0| 0 0 0 5400 9.74 -0.93 33.16 0| 0 0 0 5600 13.59 -0.98 31.95 0| 0 0 0 6000 17.56 -1.00 31.19 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 38.51 Underlying Price 47.120 Time to expiry: 86 Days Nov 10 1.24 -0.20 42.70 0| 0 0 0 4000 1.80 -0.27 41.92 0| 0 0 0 4200 2.38 -0.35 39.61 0| 0 0 0 4400 3.30 -0.44 39.37 0| 0 0 0 4600 3.77 -0.49 38.54 0| 0 0 0 4700 4.32 -0.53 38.30 0| 0 0 0 4800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.85 -0.58 37.19 0| 0 0 0 4900 5.44 -0.63 36.37 0| 0 0 0 5000 6.74 -0.72 34.20 0| 0 0 0 5200 9.97 -0.87 32.23 0| 0 0 0 5600 13.66 -0.95 30.52 0| 0 0 0 6000 17.58 -0.99 30.24 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 38.73 Underlying Price 47.120 Time to expiry: 114 Days Dec 10 0.50 -0.07 51.13 0| 0 0 0 3200 0.90 -0.13 46.32 0| 0 0 0 3600 1.69 -0.23 43.39 0| 0 0 0 4000 2.29 -0.29 42.33 0| 0 0 0 4200 3.01 -0.36 41.11 0| 0 0 0 4400 3.73 -0.44 38.68 0| 0 0 0 4600 4.87 -0.51 38.78 0| 0 0 0 4800 7.27 -0.68 36.01 0| 0 0 0 5200 10.28 -0.82 33.57 0| 0 0 0 5600 17.63 -0.96 31.56 0| 0 0 0 6400 25.56 -0.99 35.23 0| 0 0 0 7200 33.56 -0.99 42.51 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.81 Underlying Price 47.120 Time to expiry: 205 Days Mar 11 0.98 -0.11 46.90 0| 0 0 0 3200 1.75 -0.17 45.04 0| 0 0 0 3600 2.83 -0.26 42.91 0| 0 0 0 4000 3.49 -0.31 41.71 0| 0 0 0 4200 4.26 -0.37 40.68 0| 0 0 0 4400 5.15 -0.42 39.70 0| 0 0 0 4600 6.08 -0.48 38.11 0| 0 0 0 4800 8.33 -0.61 35.69 0| 0 0 0 5200 11.08 -0.73 33.47 0| 0 0 0 5600 17.96 -0.89 32.31 0| 0 0 0 6400 25.64 -0.96 33.00 0| 0 0 0 7200 33.56 -0.99 35.37 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.79 Underlying Price 47.120 Time to expiry: 296 Days Jun 11 1.65 -0.13 47.30 0| 0 0 0 3200 2.65 -0.20 45.89 0| 0 0 0 3600 3.93 -0.28 44.07 0| 0 0 0 4000 4.67 -0.32 43.06 0| 0 0 0 4200 5.53 -0.36 42.28 0| 0 0 0 4400 6.41 -0.41 41.22 0| 0 0 0 4600 7.45 -0.46 40.46 0| 0 0 0 4800 9.69 -0.55 38.56 0| 0 0 0 5200 12.25 -0.65 36.59 0| 0 0 0 5600 15.40 -0.73 36.45 0| 0 0 0 6000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.68 -0.81 35.60 0| 0 0 0 6400 25.85 -0.92 33.63 0| 0 0 0 7200 33.63 -0.97 34.62 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.67 Underlying Price 47.120 Time to expiry: 478 Days Dec 11 2.78 -0.17 45.95 0| 0 0 0 3200 5.65 -0.29 43.80 0| 0 0 0 4000 7.13 -0.36 40.86 0| 0 0 0 4400 9.13 -0.44 39.33 0| 0 0 0 4800 13.96 -0.60 36.63 0| 0 0 0 5600 16.81 -0.67 35.60 0| 0 0 0 6000 33.85 -0.92 31.52 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.24 Underlying Price 47.120 Time to expiry: 660 Days Jun 12 3.86 -0.18 46.52 0| 0 0 0 3200 6.86 -0.29 43.65 0| 0 0 0 4000 8.72 -0.35 42.31 0| 0 0 0 4400 10.76 -0.41 40.94 0| 0 0 0 4800 15.47 -0.54 38.38 0| 0 0 0 5600 18.30 -0.60 37.68 0| 0 0 0 6000 34.67 -0.83 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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 Oil & Gas Option (LOG) Indicative a-t-m Vol 21.43 Underlying Price 29.670 Time to expiry: 23 Days Sep 10 9.68 1.00 34.03 0| 0 0 0 2000 7.68 1.00 31.58 0| 0 0 0 2200 6.68 1.00 30.18 0| 0 0 0 2300 5.68 1.00 28.49 0| 0 0 0 2400 3.68 0.99 25.73 0| 0 0 0 2600 2.71 0.96 24.29 0| 0 0 0 2700 1.78 0.87 23.01 0| 0 0 0 2800 0.99 0.69 21.80 0| 0 0 0 2900 0.44 0.42 21.25 0| 0 0 0 3000 0.16 0.20 21.58 0| 0 0 0 3100 0.04 0.06 20.66 0| 0 0 0 3200 0.02 0.03 23.20 0| 0 0 0 3300 0.01 0.00 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 22.41 Underlying Price 29.670 Time to expiry: 51 Days Oct 10 5.68 1.00 29.12 0| 0 0 0 2400 3.69 0.98 25.91 0| 0 0 0 2600 1.82 0.85 23.11 0| 0 0 0 2800 1.06 0.66 22.26 0| 0 0 0 2900 0.55 0.43 22.49 0| 0 0 0 3000 0.24 0.23 22.01 0| 0 0 0 3100 0.09 0.10 21.61 0| 0 0 0 3200 0.03 0.04 21.25 0| 0 0 0 3300 0.02 0.02 23.16 0| 0 0 0 3400 0.01 0.00 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 23.48 Underlying Price 29.670 Time to expiry: 86 Days Nov 10 5.68 0.99 31.31 0| 0 0 0 2400 3.72 0.95 27.98 0| 0 0 0 2600 1.95 0.77 25.15 0| 0 0 0 2800 1.25 0.60 24.03 0| 0 0 0 2900 0.74 0.41 23.21 0| 0 0 0 3000 0.43 0.26 22.96 0| 0 0 0 3100 0.23 0.16 22.29 0| 0 0 0 3200 0.06 0.05 21.59 0| 0 0 0 3400 0.01 0.01 20.95 0| 0 0 0 3600 0.01 0.00 20.77 0| 0 0 0 3800 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 24.25 Underlying Price 29.670 Time to expiry: 114 Days Dec 10 9.68 1.00 39.92 0| 0 0 0 2000 7.68 1.00 35.96 0| 0 0 0 2200 5.70 0.98 33.06 0| 0 0 0 2400 3.78 0.91 29.63 0| 0 0 0 2600 2.12 0.71 26.79 0| 0 0 0 2800 0.93 0.41 23.75 0| 0 0 0 3000 0.36 0.19 22.45 0| 0 0 0 3200 0.13 0.08 21.92 0| 0 0 0 3400 0.03 0.03 21.18 0| 0 0 0 3600 0.01 0.00 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 23.92 Underlying Price 29.670 Time to expiry: 205 Days Mar 11 9.68 1.00 38.50 0| 0 0 0 2000 7.69 0.99 34.58 0| 0 0 0 2200 5.75 0.94 31.26 0| 0 0 0 2400 3.94 0.82 28.25 0| 0 0 0 2600 2.48 0.62 25.71 0| 0 0 0 2800 1.41 0.43 23.56 0| 0 0 0 3000 0.73 0.27 22.14 0| 0 0 0 3200 0.34 0.15 21.20 0| 0 0 0 3400 0.14 0.08 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 24.69 Underlying Price 29.670 Time to expiry: 296 Days Jun 11 9.69 0.99 38.60 0| 0 0 0 2000 7.74 0.95 34.95 0| 0 0 0 2200 5.89 0.86 31.26 0| 0 0 0 2400 4.31 0.72 28.75 0| 0 0 0 2600 2.97 0.59 26.24 0| 0 0 0 2800 1.92 0.46 24.39 0| 0 0 0 3000 1.08 0.32 22.28 0| 0 0 0 3200 0.58 0.21 21.05 0| 0 0 0 3400 0.27 0.12 19.88 0| 0 0 0 3600 0.06 0.03 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 24.39 Underlying Price 29.670 Time to expiry: 478 Days Dec 11 9.71 0.98 37.55 0| 0 0 0 2000 6.17 0.79 31.50 0| 0 0 0 2400 3.27 0.59 25.50 0| 0 0 0 2800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.48 0.37 22.83 0| 0 0 0 3200 0.14 0.06 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 23.70 Underlying Price 29.670 Time to expiry: 660 Days Jun 12 9.82 0.91 38.00 0| 0 0 0 2000 6.24 0.76 28.80 0| 0 0 0 2400 3.58 0.59 24.71 0| 0 0 0 2800 1.80 0.38 22.29 0| 0 0 0 3200 0.28 0.10 19.12 0| 0 0 0 4000 0.03 0.01 17.72 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 Oil & Gas Option (LOG) Indicative a-t-m Vol 24.66 Underlying Price 29.670 Time to expiry: 23 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 0.03 -0.03 35.17 0| 0 0 0 2400 0.13 -0.12 29.71 0| 0 0 0 2600 0.28 -0.23 27.66 0| 0 0 0 2700 0.57 -0.41 25.94 0| 0 0 0 2800 1.09 -0.62 25.19 0| 0 0 0 2900 1.81 -0.80 24.40 0| 0 4 0 3000 2.68 -0.93 23.25 0| 0 0 0 3100 3.63 -0.98 22.38 0| 0 0 0 3200 4.62 -1.00 22.24 0| 0 0 0 3300 5.62 -1.00 22.52 0| 0 0 0 3400 7.62 -1.00 22.52 0| 0 0 0 3600 9.62 -1.00 23.03 0| 0 0 0 3800 11.62 -1.00 21.00 0| 0 0 0 4000 15.62 -1.00 25.77 0| 0 0 0 4400 Total 0| 0 4 0 Indicative a-t-m Vol 23.97 Underlying Price 29.670 Time to expiry: 51 Days Oct 10 0.10 -0.07 30.78 0| 0 0 0 2400 0.34 -0.19 28.69 0| 0 0 0 2600 0.91 -0.42 25.63 0| 0 0 0 2800 1.39 -0.57 24.46 0| 0 0 0 2900 2.04 -0.72 23.73 0| 0 0 0 3000 2.81 -0.84 22.77 0| 0 0 0 3100 3.69 -0.93 21.67 0| 0 0 0 3200 4.65 -0.96 22.11 0| 0 0 0 3300 5.63 -0.99 21.48 0| 0 0 0 3400 7.62 -1.00 24.73 0| 0 0 0 3600 9.62 -1.00 29.97 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 24.16 Underlying Price 29.670 Time to expiry: 86 Days Nov 10 0.34 -0.13 33.94 0| 0 0 0 2400 0.62 -0.24 29.08 0| 0 0 0 2600 1.30 -0.43 27.31 0| 0 0 0 2800 1.70 -0.54 24.89 0| 0 0 0 2900 2.29 -0.66 23.80 0| 0 0 0 3000 2.99 -0.77 22.77 0| 0 0 0 3100 3.81 -0.86 22.01 0| 0 0 0 3200 5.65 -0.96 21.19 0| 0 0 0 3400 7.62 -0.99 22.26 0| 0 0 0 3600 9.62 -0.99 26.48 0| 0 0 0 3800 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 79 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 24.29 Underlying Price 29.670 Time to expiry: 114 Days Dec 10 0.12 -0.04 39.50 0| 0 0 0 2000 0.28 -0.09 37.47 0| 0 0 0 2200 0.49 -0.16 33.56 0| 0 0 0 2400 0.84 -0.27 29.71 0| 0 0 0 2600 1.46 -0.43 26.51 0| 0 0 0 2800 2.46 -0.63 23.85 0| 0 0 0 3000 3.91 -0.82 22.28 0| 0 0 0 3200 5.68 -0.94 20.95 0| 0 0 0 3400 7.62 -0.98 21.17 0| 0 0 0 3600 11.62 -0.99 28.42 0| 0 0 0 4000 15.62 -0.99 35.44 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 24.95 Underlying Price 29.670 Time to expiry: 205 Days Mar 11 0.40 -0.09 39.53 0| 0 0 0 2000 0.58 -0.13 35.45 0| 0 0 0 2200 0.87 -0.20 31.96 0| 0 0 0 2400 1.31 -0.30 29.03 0| 0 0 0 2600 1.96 -0.43 26.13 0| 0 0 0 2800 2.99 -0.58 24.72 0| 0 0 0 3000 4.24 -0.73 22.52 0| 0 0 0 3200 5.86 -0.86 21.56 0| 0 0 0 3400 7.69 -0.93 21.29 0| 0 0 0 3600 11.62 -0.98 23.83 0| 0 0 0 4000 15.62 -0.98 29.53 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 24.45 Underlying Price 29.670 Time to expiry: 296 Days Jun 11 0.63 -0.11 38.27 0| 0 0 0 2000 0.88 -0.16 35.04 0| 0 0 0 2200 1.21 -0.22 31.60 0| 0 0 0 2400 1.73 -0.31 29.17 0| 0 0 0 2600 2.43 -0.42 26.88 0| 0 0 0 2800 3.28 -0.55 23.97 0| 0 0 0 3000 4.59 -0.67 23.43 0| 0 0 0 3200 6.07 -0.79 22.10 0| 0 0 0 3400 7.74 -0.91 20.26 0| 0 0 0 3600 11.63 -0.98 21.95 0| 0 0 0 4000 15.63 -0.98 27.02 0| 0 0 0 4400 19.60 -1.00 25.70 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 24.33 Underlying Price 29.670 Time to expiry: 478 Days Dec 11 1.12 -0.16 34.89 0| 0 0 0 2000 2.01 -0.29 29.71 0| 0 0 0 2400 3.49 -0.47 25.50 0| 0 0 0 2800 5.84 -0.68 22.69 0| 0 0 0 3200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 80 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.65 -0.94 20.46 0| 0 0 0 4000 20.41 -0.99 20.86 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.84 Underlying Price 29.670 Time to expiry: 660 Days Jun 12 1.33 -0.17 32.39 0| 0 0 0 2000 2.35 -0.29 28.52 0| 0 0 0 2400 3.84 -0.46 24.75 0| 0 0 0 2800 6.16 -0.64 22.58 0| 0 0 0 3200 12.74 -0.90 20.77 0| 0 0 0 4000 20.41 -0.97 22.04 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 4 0 Grand Total 0| 0 4 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 Telecommunications Option (TEL) Indicative a-t-m Vol 16.54 Underlying Price 27.375 Time to expiry: 23 Days Sep 10 9.38 1.00 36.25 0| 0 0 0 1800 7.38 1.00 31.20 0| 0 0 0 2000 5.38 1.00 27.27 0| 0 0 0 2200 4.38 1.00 25.51 0| 0 0 0 2300 3.38 1.00 23.51 0| 0 0 0 2400 2.89 0.99 22.51 0| 0 0 0 2450 2.39 0.97 21.51 0| 0 0 0 2500 1.45 0.89 19.47 0| 0 0 0 2600 0.63 0.65 17.33 0| 0 0 0 2700 0.14 0.26 15.25 0| 0 0 0 2800 0.01 0.04 14.43 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 17.95 Underlying Price 27.375 Time to expiry: 51 Days Oct 10 5.38 1.00 26.98 0| 0 0 0 2200 4.38 1.00 23.56 0| 0 0 0 2300 3.38 1.00 21.86 0| 0 0 0 2400 2.40 0.97 21.06 0| 0 0 0 2500 1.48 0.86 21.00 0| 0 0 0 2600 0.70 0.63 18.57 0| 0 0 0 2700 0.21 0.29 16.94 0| 0 0 0 2800 0.04 0.07 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 0.01 0.00 18.76 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.94 Underlying Price 27.375 Time to expiry: 86 Days Nov 10 5.38 1.00 26.71 0| 0 0 0 2200 4.38 1.00 24.47 0| 0 0 0 2300 3.39 0.99 22.72 0| 0 0 0 2400 1.52 0.82 20.77 0| 0 0 0 2600 0.81 0.58 19.61 0| 0 0 0 2700 0.33 0.30 17.85 0| 0 0 0 2800 0.12 0.12 17.10 0| 0 0 0 2900 0.03 0.04 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 19.09 Underlying Price 27.375 Time to expiry: 114 Days Dec 10 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 82 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.38 1.00 33.04 0| 0 0 0 1800 7.38 1.00 29.89 0| 0 0 0 2000 5.38 1.00 26.49 0| 0 0 0 2200 4.39 1.00 25.19 0| 0 0 0 2300 3.40 0.98 23.41 0| 0 0 0 2400 1.57 0.78 20.59 0| 0 0 0 2600 0.45 0.31 18.41 0| 0 0 0 2800 0.07 0.07 16.24 0| 0 0 0 3000 0.02 0.02 16.81 0| 0 0 0 3200 0.01 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 20.19 Underlying Price 27.375 Time to expiry: 205 Days Mar 11 9.38 1.00 30.73 0| 0 0 0 1800 7.38 1.00 28.78 0| 0 0 0 2000 5.39 1.00 25.03 0| 0 0 0 2200 4.39 0.99 23.73 0| 0 0 0 2300 3.42 0.94 22.53 0| 0 0 0 2400 1.81 0.64 21.13 0| 0 0 0 2600 0.87 0.36 19.77 0| 0 0 0 2800 0.30 0.17 17.59 0| 0 0 0 3000 0.07 0.05 15.94 0| 0 0 0 3200 0.02 0.01 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 20.50 Underlying Price 27.375 Time to expiry: 296 Days Jun 11 11.38 1.00 36.72 0| 0 0 0 1600 9.38 1.00 34.76 0| 0 0 0 1800 7.39 0.99 32.15 0| 0 0 0 2000 5.41 0.97 25.93 0| 0 0 0 2200 3.61 0.81 24.23 0| 0 0 0 2400 2.24 0.57 22.41 0| 0 0 0 2600 1.17 0.40 19.64 0| 0 0 0 2800 0.57 0.24 18.48 0| 0 0 0 3000 0.22 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 21.71 Underlying Price 27.375 Time to expiry: 478 Days Dec 11 11.39 1.00 35.71 0| 0 0 0 1600 7.40 0.99 30.25 0| 0 0 0 2000 3.82 0.73 24.40 0| 0 0 0 2400 1.60 0.43 21.22 0| 0 0 0 2800 0.47 0.19 19.05 0| 0 0 0 3200 0.03 0.02 18.02 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 83 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 21.74 Underlying Price 27.375 Time to expiry: 660 Days Jun 12 11.39 0.99 44.83 0| 0 0 0 1600 7.40 0.98 29.39 0| 0 0 0 2000 4.08 0.68 24.31 0| 0 0 0 2400 1.92 0.45 21.27 0| 0 0 0 2800 0.74 0.23 19.42 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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 Telecommunications Option (TEL) Indicative a-t-m Vol 17.80 Underlying Price 27.375 Time to expiry: 23 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 -0.03 25.69 0| 0 0 0 2300 0.06 -0.08 23.69 0| 0 0 0 2400 0.11 -0.13 22.69 0| 0 0 0 2450 0.18 -0.21 21.69 0| 0 0 0 2500 0.48 -0.47 19.69 0| 0 0 0 2600 1.07 -0.77 17.83 0| 0 0 0 2700 1.95 -0.94 17.75 0| 0 0 0 2800 2.92 -0.99 17.70 0| 0 0 0 2900 3.92 -1.00 18.38 0| 0 0 0 3000 5.92 -1.00 19.63 0| 0 0 0 3200 7.92 -1.00 22.08 0| 0 0 0 3400 9.92 -1.00 19.00 0| 0 0 0 3600 13.91 -1.00 19.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 18.92 Underlying Price 27.375 Time to expiry: 51 Days Oct 10 0.04 -0.04 26.69 0| 0 0 0 2200 0.11 -0.09 25.70 0| 0 0 0 2300 0.23 -0.17 24.46 0| 0 0 0 2400 0.44 -0.30 22.90 0| 0 0 0 2500 0.79 -0.47 21.19 0| 0 0 0 2600 1.31 -0.67 19.44 0| 0 0 0 2700 2.05 -0.84 18.07 0| 0 0 0 2800 2.96 -0.94 18.04 0| 0 0 0 2900 3.93 -0.98 18.18 0| 0 0 0 3000 5.92 -1.00 20.92 0| 0 0 0 3200 7.92 -0.99 28.32 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 19.27 Underlying Price 27.375 Time to expiry: 86 Days Nov 10 0.15 -0.09 27.39 0| 0 0 0 2200 0.25 -0.14 25.78 0| 0 0 0 2300 0.41 -0.22 24.17 0| 0 0 0 2400 1.01 -0.46 20.97 0| 0 0 0 2600 1.52 -0.62 19.76 0| 0 0 0 2700 2.19 -0.77 18.47 0| 0 0 0 2800 3.02 -0.89 17.62 0| 0 0 0 2900 3.96 -0.94 18.27 0| 0 0 0 3000 5.92 -0.99 18.96 0| 0 0 0 3200 7.93 -0.98 26.46 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 19.39 Underlying Price 27.375 Time to expiry: 114 Days Dec 10 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.03 -0.02 32.40 0| 0 0 0 1800 0.08 -0.04 29.43 0| 0 0 0 2000 0.22 -0.11 26.54 0| 0 0 0 2200 0.35 -0.16 25.19 0| 0 0 0 2300 0.53 -0.24 23.78 0| 0 0 0 2400 1.14 -0.46 20.74 0| 0 0 0 2600 2.31 -0.73 18.79 0| 0 0 0 2800 4.00 -0.91 18.34 0| 0 0 0 3000 5.92 -0.99 18.17 0| 0 0 0 3200 9.92 -0.99 26.50 0| 0 0 0 3600 13.92 -0.99 33.83 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.56 Underlying Price 27.375 Time to expiry: 205 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 0.49 -0.16 26.31 0| 0 0 0 2200 0.69 -0.22 25.43 0| 0 0 0 2300 0.92 -0.28 24.22 0| 0 0 0 2400 1.61 -0.45 21.90 0| 0 0 0 2600 2.68 -0.65 19.96 0| 0 0 0 2800 4.14 -0.84 18.30 0| 0 0 0 3000 5.93 -0.97 15.98 0| 0 0 0 3200 9.92 -0.98 22.58 0| 0 0 0 3600 13.92 -0.99 28.49 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.99 Underlying Price 27.375 Time to expiry: 296 Days Jun 11 0.10 -0.03 31.71 0| 0 0 0 1600 0.23 -0.06 30.53 0| 0 0 0 1800 0.42 -0.11 28.30 0| 0 0 0 2000 0.74 -0.19 26.28 0| 0 0 0 2200 1.22 -0.30 24.25 0| 0 0 0 2400 1.93 -0.44 22.17 0| 0 0 0 2600 2.96 -0.61 20.46 0| 0 0 0 2800 4.32 -0.77 18.87 0| 0 0 0 3000 6.02 -0.90 18.05 0| 0 0 0 3200 9.92 -0.97 21.12 0| 0 0 0 3600 13.92 -0.98 26.31 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 21.78 Underlying Price 27.375 Time to expiry: 478 Days Dec 11 0.42 -0.08 32.97 0| 0 0 0 1600 1.03 -0.20 28.41 0| 0 0 0 2000 2.22 -0.39 24.58 0| 0 0 0 2400 4.26 -0.63 21.26 0| 0 0 0 2800 7.19 -0.87 17.69 0| 0 0 0 3200 14.82 -0.98 19.17 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 86 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 22.25 Underlying Price 27.375 Time to expiry: 660 Days Jun 12 0.59 -0.10 31.47 0| 0 0 0 1600 1.34 -0.21 27.89 0| 0 0 0 2000 2.62 -0.38 24.62 0| 0 0 0 2400 4.63 -0.59 21.81 0| 0 0 0 2800 7.48 -0.80 19.73 0| 0 0 0 3200 14.93 -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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 87 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 32.01 Underlying Price 15.585 Time to expiry: 23 Days Sep 10 5.59 1.00 62.47 0| 0 0 0 1000 3.60 0.99 47.47 0| 0 0 0 1200 2.62 0.96 42.42 0| 0 0 0 1300 1.68 0.88 37.49 0| 0 0 0 1400 0.88 0.69 34.05 0| 0 0 0 1500 0.47 0.49 31.73 0| 0 0 0 1567 0.32 0.39 30.62 0| 0 0 0 1600 0.16 0.24 29.68 0| 0 0 0 1650 0.06 0.12 28.00 0| 0 0 0 1700 0.02 0.05 26.38 0| 0 0 0 1750 0.01 0.01 25.33 0| 0 0 0 1800 0.01 0.00 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 31.98 Underlying Price 15.585 Time to expiry: 51 Days Oct 10 2.72 0.90 41.00 0| 0 0 0 1300 1.86 0.80 37.18 0| 0 0 0 1400 1.11 0.64 33.82 0| 0 0 0 1500 0.80 0.54 32.24 0| 0 0 0 1550 0.55 0.44 30.82 0| 0 0 0 1600 0.35 0.33 29.33 0| 0 0 0 1650 0.20 0.22 28.18 0| 0 0 0 1700 0.11 0.14 26.81 0| 0 0 0 1750 0.05 0.08 25.57 0| 0 0 0 1800 0.02 0.04 24.96 0| 0 0 0 1850 0.01 0.02 24.39 0| 0 0 0 1900 0.01 0.00 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 32.06 Underlying Price 15.585 Time to expiry: 86 Days Nov 10 2.87 0.85 39.94 0| 0 0 0 1300 2.05 0.76 36.80 0| 0 0 0 1400 1.33 0.63 33.54 0| 0 0 0 1500 1.03 0.55 32.28 0| 0 0 0 1550 0.77 0.47 31.07 0| 0 0 0 1600 0.54 0.38 29.59 0| 0 0 0 1650 0.37 0.29 28.42 0| 0 0 0 1700 0.14 0.14 25.87 0| 0 0 0 1800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.04 0.05 24.08 0| 0 0 0 1900 Total 0| 0 0 0 Indicative a-t-m Vol 32.11 Underlying Price 15.585 Time to expiry: 114 Days Dec 10 5.80 0.93 61.09 0| 0 0 0 1000 3.93 0.87 47.86 0| 0 0 0 1200 2.19 0.74 36.49 0| 0 0 0 1400 1.47 0.62 33.31 0| 0 0 0 1500 0.93 0.48 31.27 0| 0 0 0 1600 0.50 0.33 28.60 0| 0 0 0 1700 0.22 0.19 26.10 0| 0 0 0 1800 0.13 0.13 24.40 0| 0 2 0 1844 0.07 0.08 23.83 0| 0 0 0 1900 0.05 0.06 23.54 0| 0 2 0 1936 0.02 0.02 22.96 0| 0 17 0 2028 0.01 0.00 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 32.04 Underlying Price 15.585 Time to expiry: 205 Days Mar 11 6.17 0.88 63.00 0| 0 0 0 1000 4.37 0.82 50.20 0| 0 0 0 1200 2.62 0.71 37.80 0| 0 0 0 1400 1.87 0.62 33.14 0| 0 0 0 1500 1.32 0.51 31.28 0| 0 0 0 1600 0.86 0.40 29.35 0| 0 0 0 1700 0.42 0.26 25.02 0| 0 0 0 1800 0.23 0.17 24.24 0| 0 0 0 1900 0.13 0.10 24.17 0| 0 0 0 2000 0.07 0.06 24.18 0| 0 0 0 2100 0.04 0.03 23.66 0| 0 0 0 2200 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 32.39 Underlying Price 15.585 Time to expiry: 296 Days Jun 11 9.87 0.96 90.00 0| 0 0 0 600 8.04 0.93 75.19 0| 0 0 0 800 6.27 0.88 63.07 0| 0 0 0 1000 4.44 0.81 48.94 0| 0 0 0 1200 2.80 0.70 39.11 0| 0 0 0 1400 2.13 0.62 36.20 0| 0 0 0 1500 1.35 0.52 29.74 0| 0 50 0 1600 0.98 0.42 29.55 0| 0 0 0 1700 0.52 0.29 25.52 0| 0 60 0 1800 0.33 0.20 25.15 0| 0 0 0 1900 0.18 0.13 24.12 0| 0 0 0 2000 0.05 0.04 23.00 0| 0 0 0 2200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 89 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 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 30.92 Underlying Price 15.585 Time to expiry: 478 Days Dec 11 8.18 0.91 70.00 0| 0 0 0 800 4.73 0.79 47.72 0| 0 0 0 1200 1.62 0.52 29.00 0| 0 0 0 1600 0.83 0.34 26.31 0| 0 0 0 1800 0.38 0.19 24.59 0| 0 0 0 2000 0.08 0.05 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 30.46 Underlying Price 15.585 Time to expiry: 660 Days Jun 12 8.20 0.92 70.00 0| 0 0 0 800 4.85 0.78 47.72 0| 0 0 0 1200 1.72 0.52 28.49 0| 0 0 0 1600 0.96 0.36 26.31 0| 0 0 0 1800 0.49 0.22 24.59 0| 0 0 0 2000 0.13 0.08 23.55 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 195 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 90 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 32.01 Underlying Price 15.585 Time to expiry: 23 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 0.03 -0.04 42.42 0| 0 0 0 1300 0.09 -0.12 37.49 0| 0 0 0 1400 0.29 -0.31 34.05 0| 0 0 0 1500 0.55 -0.51 31.73 0| 0 0 0 1567 0.73 -0.62 30.62 0| 0 0 0 1600 1.07 -0.76 29.68 0| 0 0 0 1650 1.48 -0.88 28.00 0| 0 0 0 1700 1.93 -0.95 26.38 0| 0 0 0 1750 2.42 -0.99 25.33 0| 0 0 0 1800 2.86 -1.00 24.66 0| 0 0 0 1844 3.42 -1.00 24.64 0| 0 0 0 1900 3.78 -1.00 24.16 0| 0 0 0 1936 4.70 -1.00 23.91 0| 0 0 0 2028 5.42 -1.00 23.43 0| 0 0 0 2100 6.55 -1.00 23.72 0| 0 0 0 2213 8.41 -1.00 25.13 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 31.98 Underlying Price 15.585 Time to expiry: 51 Days Oct 10 0.13 -0.10 41.00 0| 0 0 0 1300 0.26 -0.20 37.18 0| 0 0 0 1400 0.52 -0.36 33.82 0| 0 0 0 1500 0.71 -0.46 32.24 0| 0 0 0 1550 0.95 -0.56 30.82 0| 0 0 0 1600 1.25 -0.68 29.33 0| 0 0 0 1650 1.61 -0.78 28.18 0| 0 0 0 1700 2.01 -0.86 26.81 0| 0 0 0 1750 2.46 -0.93 25.57 0| 0 0 0 1800 2.93 -0.97 24.96 0| 0 0 0 1850 3.42 -0.99 24.39 0| 0 0 0 1900 4.42 -1.00 23.63 0| 0 0 0 2000 5.42 -1.00 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 32.06 Underlying Price 15.585 Time to expiry: 86 Days Nov 10 0.26 -0.15 39.94 0| 0 0 0 1300 0.44 -0.24 36.80 0| 0 0 0 1400 0.72 -0.37 33.54 0| 0 0 0 1500 0.92 -0.45 32.28 0| 0 0 0 1550 1.16 -0.54 31.07 0| 0 0 0 1600 1.43 -0.62 29.59 0| 0 0 0 1650 1.76 -0.71 28.42 0| 0 0 0 1700 2.53 -0.86 25.87 0| 0 0 0 1800 3.44 -0.95 24.08 0| 0 0 0 1900 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 32.11 Underlying Price 15.585 Time to expiry: 114 Days Dec 10 0.19 -0.07 61.09 0| 0 0 0 1000 0.31 -0.13 47.86 0| 0 0 0 1200 0.57 -0.26 36.49 0| 0 0 0 1400 0.85 -0.38 33.31 0| 0 0 0 1500 1.30 -0.52 31.27 0| 0 0 0 1600 1.87 -0.67 28.60 0| 0 0 0 1700 2.60 -0.82 26.10 0| 0 0 0 1800 2.95 -0.88 24.40 0| 0 0 0 1844 3.46 -0.93 23.83 0| 0 0 0 1900 3.80 -0.95 23.54 0| 0 0 0 1936 4.70 -0.99 22.96 0| 0 0 0 2028 6.42 -1.00 22.72 0| 0 0 0 2200 8.41 -1.00 22.70 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 32.04 Underlying Price 15.585 Time to expiry: 205 Days Mar 11 0.53 -0.12 63.00 0| 0 0 0 1000 0.72 -0.19 50.20 0| 0 0 0 1200 0.97 -0.30 37.80 0| 0 0 0 1400 1.21 -0.38 33.14 0| 0 0 0 1500 1.65 -0.49 31.28 0| 0 0 0 1600 2.19 -0.61 29.35 0| 0 0 0 1700 2.76 -0.75 25.02 0| 0 0 0 1800 3.58 -0.85 24.24 0| 0 0 0 1900 4.48 -0.91 24.17 0| 0 0 0 2000 5.44 -0.96 24.18 0| 0 0 0 2100 6.42 -0.99 23.66 0| 0 0 0 2200 8.41 -1.00 22.96 0| 0 0 0 2400 12.42 -1.00 25.21 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 32.39 Underlying Price 15.585 Time to expiry: 296 Days Jun 11 0.48 -0.06 90.00 0| 0 0 0 600 0.70 -0.10 75.19 0| 0 0 0 800 0.97 -0.16 63.07 0| 0 0 0 1000 1.17 -0.24 48.94 0| 0 0 0 1200 1.61 -0.36 39.11 0| 0 0 0 1400 1.99 -0.45 36.20 0| 0 0 0 1500 2.26 -0.56 29.74 0| 0 0 0 1600 2.95 -0.65 29.55 0| 0 0 0 1700 3.54 -0.76 25.52 0| 0 0 0 1800 4.38 -0.84 25.15 0| 0 0 0 1900 5.25 -0.90 24.12 0| 0 0 0 2000 7.13 -0.96 23.00 0| 0 0 0 2200 9.09 -0.99 23.41 0| 0 0 0 2400 17.02 -1.00 23.57 0| 0 0 0 3200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 92 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 30.92 Underlying Price 15.585 Time to expiry: 478 Days Dec 11 1.03 -0.12 70.00 0| 0 0 0 800 1.63 -0.25 47.72 0| 0 0 0 1200 2.58 -0.52 29.00 0| 0 0 0 1600 3.83 -0.69 26.31 0| 0 0 0 1800 5.40 -0.83 24.59 0| 0 0 0 2000 9.11 -0.96 23.55 0| 0 0 0 2400 16.99 -1.00 26.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 30.46 Underlying Price 15.585 Time to expiry: 660 Days Jun 12 1.54 -0.14 70.00 0| 0 0 0 800 2.26 -0.28 47.72 0| 0 0 0 1200 3.24 -0.55 28.49 0| 0 0 0 1600 4.56 -0.69 26.31 0| 0 0 0 1800 6.11 -0.81 24.59 0| 0 0 0 2000 9.72 -0.93 23.55 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 195 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Michelin (100) (ML1) Indicative a-t-m Vol 32.78 Underlying Price 57.520 Time to expiry: 23 Days Sep 10 21.53 1.00 54.00 0| 0 0 0 3600 17.53 1.00 49.64 0| 0 0 0 4000 13.55 0.99 45.32 0| 0 0 0 4400 11.58 0.98 43.36 0| 0 0 0 4600 9.67 0.95 44.63 0| 0 0 0 4800 5.96 0.86 38.84 0| 0 495 0 5200 4.29 0.77 36.31 0| 0 0 0 5400 2.82 0.64 33.75 0| 0 3,888 0 5600 1.69 0.48 32.47 0| 0 65 0 5800 0.90 0.31 31.32 0| 4 1,771 0 6000 0.41 0.18 30.31 0| 0 709 0 6200 0.24 0.17 0.09 30.09 0.24 0.20 34| 8 913 0 6400 0.07 0.04 30.16 0| 0 68 0 6600 0.12 0.07 0.03 34.99 0.12 0.12 5| 0 158 0 6800 0.01 0.00 28.09 0| 0 243 0 7200 0.01 0.00 27.10 0| 0 12 0 7600 0.01 0.00 26.39 0| 0 34 0 8000 0.01 0.00 25.00 0| 0 0 0 8800 Total 39| 12 8,356 0 Indicative a-t-m Vol 33.37 Underlying Price 57.520 Time to expiry: 51 Days Oct 10 11.84 0.93 43.42 0| 0 0 0 4600 10.00 0.89 41.18 0| 0 0 0 4800 6.59 0.78 37.44 0| 0 0 0 5200 3.72 0.61 34.06 0| 0 10 0 5600 2.65 0.50 33.16 0| 0 10 0 5800 1.89 1.75 0.39 31.86 1.89 1.89 5| 10 17 0 6000 1.10 0.28 30.97 0| 0 39 0 6200 0.66 0.19 30.37 0| 20 43 +16 6400 0.36 0.12 29.57 0| 50 80 +50 6600 0.18 0.07 28.69 0| 0 42 0 6800 0.05 0.02 28.69 0| 0 28 0 7200 0.01 0.01 29.00 0| 0 0 0 7600 Total 5| 80 269 +66 Indicative a-t-m Vol 34.02 Underlying Price 57.520 Time to expiry: 86 Days Nov 10 12.29 0.88 42.26 0| 0 0 0 4600 10.56 0.85 40.46 0| 0 0 0 4800 7.37 0.74 37.54 0| 0 0 0 5200 4.67 0.60 34.79 0| 0 0 0 5600 3.58 0.52 33.77 0| 0 0 0 5800 2.67 0.43 32.89 0| 0 0 0 6000 1.92 0.35 31.99 0| 0 0 0 6200 1.33 0.27 31.14 0| 0 0 0 6400 0.59 0.15 30.17 0| 0 0 0 6800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 94 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.22 0.06 28.99 0| 0 0 0 7200 Total 0| 0 0 0 Indicative a-t-m Vol 33.98 Underlying Price 57.520 Time to expiry: 114 Days Dec 10 41.53 1.00 71.00 0| 0 0 0 1600 37.54 1.00 72.06 0| 0 0 0 2000 35.56 1.00 70.66 0| 0 0 0 2200 33.59 0.99 68.61 0| 0 0 0 2400 29.65 0.99 63.54 0| 0 0 0 2800 25.74 0.98 58.09 0| 0 0 0 3200 21.88 0.96 52.85 0| 0 0 0 3600 18.10 0.93 48.06 0| 0 0 0 4000 14.44 0.89 43.84 0| 0 0 0 4400 10.97 0.82 40.09 0| 0 0 0 4800 7.90 0.72 37.23 0| 0 0 0 5200 5.26 0.60 34.73 0| 0 2,377 0 5600 3.00 3.22 0.45 32.76 3.00 3.00 10| 10 5,175 0 6000 1.80 0.31 31.38 0| 22 486 +22 6400 0.92 0.19 30.31 0| 24 64 +24 6800 0.43 0.10 29.43 0| 2 498 -2 7200 0.10 0.03 29.66 0| 0 95 0 8000 0.03 0.01 31.00 0| 0 0 0 8800 Total 10| 58 8,695 +44 Indicative a-t-m Vol 34.36 Underlying Price 57.520 Time to expiry: 205 Days Mar 11 22.38 0.93 48.00 0| 0 0 0 3600 18.79 0.90 44.76 0| 0 0 0 4000 15.36 0.85 41.63 0| 0 0 0 4400 12.19 0.78 39.23 0| 0 0 0 4800 9.34 0.70 36.99 0| 0 0 0 5200 6.86 0.60 35.00 0| 0 0 0 5600 4.80 0.49 33.33 0| 0 16 0 6000 3.22 0.38 32.02 0| 0 187 0 6400 2.07 0.28 30.95 0| 0 16 0 6800 1.28 0.20 30.30 0| 0 201 0 7200 0.48 0.09 29.69 0| 0 87 0 8000 0.19 0.04 30.00 0| 0 10 0 8800 Total 0| 0 517 0 Indicative a-t-m Vol 34.81 Underlying Price 57.520 Time to expiry: 296 Days Jun 11 33.80 0.99 51.00 0| 0 0 0 2400 26.31 0.95 47.48 0| 0 0 0 3200 22.73 0.92 45.25 0| 0 0 0 3600 19.30 0.88 43.01 0| 0 0 0 4000 16.06 0.83 40.87 0| 0 0 0 4400 13.05 0.77 38.88 0| 0 17 0 4800 10.33 0.69 37.03 0| 0 15 0 5200 7.93 0.61 35.36 0| 0 24 0 5600 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.91 0.51 33.91 0| 0 40 0 6000 4.28 0.42 32.66 0| 46 59 +46 6400 3.01 0.33 31.63 0| 18 18 +18 6800 1.98 0.25 30.35 0| 0 35 0 7200 0.83 0.13 28.97 0| 0 0 0 8000 0.31 0.06 27.97 0| 0 0 0 8800 0.01 0.00 28.00 0| 0 0 0 12000 Total 0| 64 208 +64 Indicative a-t-m Vol 34.19 Underlying Price 57.520 Time to expiry: 478 Days Dec 11 26.67 0.93 45.00 0| 0 0 0 3200 20.11 0.85 41.66 0| 0 0 0 4000 14.21 0.74 37.65 0| 0 0 0 4800 9.39 0.61 34.60 0| 0 1,600 0 5600 7.50 0.53 33.51 0| 0 0 0 6000 5.81 0.46 32.24 0| 0 0 0 6400 1.65 0.19 28.17 0| 0 0 0 8000 0.06 0.01 26.68 0| 0 0 0 12000 Total 0| 0 1,600 0 Indicative a-t-m Vol 33.80 Underlying Price 57.520 Time to expiry: 660 Days Jun 12 20.86 0.84 41.24 0| 0 0 0 4000 15.27 0.74 37.28 0| 0 0 0 4800 10.59 0.62 34.24 0| 0 0 0 5600 8.65 0.55 33.07 0| 0 0 0 6000 6.95 0.48 31.83 0| 0 0 0 6400 2.36 0.24 27.79 0| 0 0 0 8000 0.12 0.02 25.24 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 54| 214 19,645 +174 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 96 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Michelin (100) (ML1) Indicative a-t-m Vol 32.78 Underlying Price 57.520 Time to expiry: 23 Days Sep 10 0.01 0.00 54.00 0| 0 71 0 3600 0.01 0.00 49.64 0| 0 74 0 4000 0.02 -0.01 45.32 0| 0 2,134 0 4400 0.06 0.05 -0.02 43.36 0.06 0.06 6| 0 44 0 4600 0.15 -0.05 44.63 0| 0 4,852 0 4800 0.37 0.44 -0.14 38.84 0.37 0.37 1| 0 4,098 0 5200 0.78 -0.24 36.31 0| 0 74 0 5400 1.31 -0.36 33.75 0| 0 319 0 5600 2.19 -0.53 32.47 0| 0 85 0 5800 3.40 -0.69 31.32 0| 8 213 -8 6000 4.92 -0.83 30.31 0| 0 15 0 6200 6.68 -0.91 30.09 0| 0 29 0 6400 8.58 -0.96 30.16 0| 0 6 0 6600 10.58 -0.97 34.99 0| 0 0 0 6800 14.51 -1.00 28.09 0| 0 0 0 7200 18.51 -1.00 27.10 0| 0 0 0 7600 22.51 -1.00 26.39 0| 0 0 0 8000 30.51 -1.00 25.00 0| 0 0 0 8800 Total 7| 8 12,014 -8 Indicative a-t-m Vol 33.37 Underlying Price 57.520 Time to expiry: 51 Days Oct 10 0.33 -0.07 43.42 0| 0 70 0 4600 0.49 -0.11 41.18 0| 0 60 0 4800 1.08 -0.22 37.44 0| 0 40 0 5200 2.21 -0.39 34.06 0| 0 27 0 5600 3.14 -0.50 33.16 0| 0 46 0 5800 4.24 -0.62 31.86 0| 0 32 0 6000 5.59 -0.72 30.97 0| 0 19 0 6200 7.15 -0.81 30.37 0| 0 8 0 6400 8.85 -0.88 29.57 0| 0 0 0 6600 10.67 -0.93 28.69 0| 0 0 0 6800 14.55 -0.98 28.69 0| 0 0 0 7200 18.51 -0.99 29.00 0| 0 0 0 7600 Total 0| 0 302 0 Indicative a-t-m Vol 34.02 Underlying Price 57.520 Time to expiry: 86 Days Nov 10 0.70 0.75 -0.12 42.26 0.70 0.70 50| 0 0 0 4600 1.01 -0.15 40.46 0| 0 0 0 4800 1.82 -0.26 37.54 0| 0 0 0 5200 3.11 -0.40 34.79 0| 0 0 0 5600 4.02 -0.49 33.77 0| 0 0 0 5800 5.11 -0.57 32.89 0| 0 0 0 6000 6.36 -0.66 31.99 0| 0 0 0 6200 7.77 -0.73 31.14 0| 0 0 0 6400 11.04 -0.86 30.17 0| 0 0 0 6800 14.67 -0.94 28.99 0| 0 0 0 7200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 97 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 50| 0 0 0 Indicative a-t-m Vol 33.98 Underlying Price 57.520 Time to expiry: 114 Days Dec 10 0.01 0.00 71.00 0| 0 0 0 1600 0.02 0.00 72.06 0| 0 0 0 2000 0.03 0.00 70.66 0| 0 0 0 2200 0.05 -0.01 68.61 0| 0 1 0 2400 0.11 -0.01 63.54 0| 0 1 0 2800 0.19 -0.02 58.09 0| 0 11 0 3200 0.32 -0.04 52.85 0| 0 226 0 3600 0.40 -0.06 45.03 0| 0 139 0 4000 0.85 -0.11 43.84 0| 0 243 0 4400 1.38 -0.18 40.09 0| 0 2,583 0 4800 2.29 -0.28 37.23 0| 0 492 0 5200 3.65 -0.40 34.73 0| 0 3,600 0 5600 5.60 -0.55 32.76 0| 0 101 0 6000 8.19 -0.70 31.38 0| 0 90 0 6400 11.32 -0.82 30.31 0| 0 12 0 6800 14.84 -0.90 29.43 0| 0 20 0 7200 22.54 -0.98 29.66 0| 0 0 0 8000 30.49 -1.00 31.00 0| 0 0 0 8800 Total 0| 0 7,519 0 Indicative a-t-m Vol 34.36 Underlying Price 57.520 Time to expiry: 205 Days Mar 11 0.72 -0.07 48.00 0| 0 0 0 3600 1.11 -0.10 44.76 0| 0 5 0 4000 1.65 -0.15 41.63 0| 0 22 0 4400 2.47 -0.22 39.23 0| 0 1,700 0 4800 3.60 -0.30 36.99 0| 0 60 0 5200 5.11 -0.40 35.00 0| 3 6 +3 5600 7.03 -0.51 33.33 0| 0 36 0 6000 9.46 -0.62 32.02 0| 0 24 0 6400 12.30 -0.73 30.95 0| 0 0 0 6800 15.53 -0.81 30.30 0| 0 0 0 7200 22.77 -0.93 29.69 0| 0 0 0 8000 30.54 -0.98 30.00 0| 0 0 0 8800 Total 0| 3 1,853 +3 Indicative a-t-m Vol 34.81 Underlying Price 57.520 Time to expiry: 296 Days Jun 11 0.19 -0.02 51.00 0| 0 2 0 2400 0.75 -0.06 47.48 0| 0 2 0 3200 1.21 -0.09 45.25 0| 0 0 0 3600 1.82 -0.14 43.01 0| 0 0 0 4000 2.63 -0.19 40.87 0| 0 0 0 4400 3.69 -0.26 38.88 0| 0 184 0 4800 5.03 -0.33 37.03 0| 0 19 0 5200 6.70 -0.42 35.36 0| 0 62 0 5600 8.74 -0.51 33.91 0| 0 91 0 6000 11.16 -0.60 32.66 0| 0 39 0 6400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 98 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.94 -0.69 31.63 0| 0 0 0 6800 16.94 -0.77 30.35 0| 0 61 0 7200 23.80 -0.88 28.97 0| 0 0 0 8000 31.25 -0.95 27.97 0| 0 0 0 8800 62.70 -1.00 28.00 0| 0 0 0 12000 Total 0| 0 460 0 Indicative a-t-m Vol 34.19 Underlying Price 57.520 Time to expiry: 478 Days Dec 11 1.40 -0.08 45.00 0| 0 0 0 3200 2.93 -0.16 41.66 0| 0 0 0 4000 5.06 -0.27 37.65 0| 0 1,000 0 4800 8.23 -0.40 34.60 0| 0 1,600 0 5600 10.32 -0.48 33.51 0| 0 0 0 6000 12.62 -0.55 32.24 0| 0 0 0 6400 24.41 -0.82 28.17 0| 0 0 0 8000 62.61 -0.99 26.68 0| 0 0 0 12000 Total 0| 0 2,600 0 Indicative a-t-m Vol 33.80 Underlying Price 57.520 Time to expiry: 660 Days Jun 12 4.17 -0.19 41.24 0| 0 0 0 4000 6.59 -0.29 37.28 0| 0 30 0 48