Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 24.97 Underlying Price 78.690 Time to expiry: 22 Days Sep 10 34.70 1.00 64.00 0| 0 0 0 4400 30.71 1.00 63.40 0| 0 0 0 4800 22.72 0.99 54.67 0| 0 0 0 5600 18.78 0.98 53.29 0| 0 0 0 6000 14.79 0.97 43.41 0| 0 0 0 6400 10.86 0.95 36.36 0| 1 32 +1 6800 7.08 0.88 31.10 0| 19 151 -19 7200 5.01 5.31 0.81 28.69 5.01 5.01 16| 10 10 +10 7400 3.73 0.71 27.02 0| 0 2,198 0 7600 3.64 2.37 0.57 25.35 3.64 3.64 13| 0 660 0 7800 1.52 1.35 0.41 24.25 1.95 1.52 105| 49 1,138 +46 8000 0.90 0.67 0.25 23.25 0.97 0.78 Q 572| 0 247 0 8200 0.68 0.29 0.13 22.69 0.68 0.50 70| 60 985 +30 8400 0.81 0.13 0.07 23.01 0.81 0.26 55| 0 34 0 8600 0.20 0.05 0.03 22.98 0.20 0.10 122| 0 3,242 0 8800 0.01 0.00 18.95 0| 0 472 0 9200 0.01 0.00 18.65 0| 0 170 0 9600 0.01 0.00 19.19 0| 0 89 0 10000 0.01 0.00 33.00 0| 0 0 0 12000 Total 953| 139 9,428 +68 Indicative a-t-m Vol 25.30 Underlying Price 78.690 Time to expiry: 50 Days Oct 10 15.04 0.94 37.52 0| 0 6 0 6400 11.26 0.89 33.15 0| 0 15 0 6800 7.75 0.80 29.97 0| 0 118 0 7200 6.81 6.13 0.74 28.29 7.55 6.81 30| 20 20 +20 7400 4.41 4.67 0.66 26.96 4.83 4.41 33| 0 43 0 7600 3.20 3.40 0.56 25.70 4.55 3.20 76| 0 60 0 7800 2.73 2.32 0.45 24.55 3.32 2.40 150| 0 114 0 8000 1.74 1.52 0.34 23.82 1.74 1.53 Q 1,220| 0 1,295 0 8200 1.12 0.94 0.24 23.27 1.12 1.11 39| 1 120 +1 8400 0.55 0.16 22.82 0| 0 249 0 8600 0.56 0.30 0.10 22.37 0.59 0.54 69| 0 127 0 8800 0.10 0.04 22.99 0| 0 58 0 9200 0.04 0.01 24.02 0| 0 54 0 9600 Total 1,617| 21 2,279 +21 Indicative a-t-m Vol 26.12 Underlying Price 78.690 Time to expiry: 85 Days Nov 10 15.48 0.90 35.81 0| 0 0 0 6400 11.91 0.84 32.77 0| 0 0 0 6800 8.58 0.76 29.97 0| 0 0 0 7200 7.08 0.70 28.79 0| 0 0 0 7400 5.70 5.69 0.63 27.55 5.70 5.70 14| 0 44 0 7600 4.45 0.56 26.52 0| 0 33 0 7800 4.34 3.34 0.48 25.36 4.34 4.34 26| 0 43 0 8000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.80 1.76 0.31 24.18 2.15 1.80 27| 79 80 +23 8400 1.02 0.80 0.18 23.12 1.02 0.94 68| 0 50 0 8800 0.34 0.09 22.83 0| 0 0 0 9200 Total 135| 79 250 +23 Indicative a-t-m Vol 26.23 Underlying Price 78.690 Time to expiry: 113 Days Dec 10 46.81 1.00 65.00 0| 0 0 0 3200 38.88 0.99 55.63 0| 0 0 0 4000 30.99 0.98 47.24 0| 0 0 0 4800 29.07 0.97 46.35 0| 0 99 0 5000 23.26 0.95 40.63 0| 0 0 0 5600 19.47 0.92 37.38 0| 0 1,514 0 6000 15.82 0.88 34.62 0| 0 55 0 6400 12.34 0.82 32.09 0| 0 4,295 0 6800 12.30 10.70 0.78 30.80 12.30 12.30 30| 0 995 0 7000 9.13 0.74 29.64 0| 0 167 0 7200 6.32 0.63 27.62 0| 0 2,894 0 7600 3.98 0.49 25.56 0| 0 4,929 0 8000 2.40 2.31 0.35 24.35 2.40 2.40 2| 0 3,743 0 8400 1.45 1.24 0.22 23.58 1.45 1.45 20| 0 3,967 0 8800 0.88 0.17 23.26 0| 0 1,702 0 9000 0.37 0.28 0.07 22.71 0.49 0.36 218| 2 1,673 +2 9600 0.15 0.04 23.37 0| 0 818 0 10000 0.01 0.00 19.88 0| 0 0 0 12000 0.01 0.00 24.00 0| 0 0 0 16000 Total 270| 2 26,851 +2 Indicative a-t-m Vol 26.90 Underlying Price 78.690 Time to expiry: 204 Days Mar 11 31.33 0.96 42.70 0| 0 0 0 4800 26.67 23.89 0.91 37.99 26.67 26.67 9| 0 30 0 5600 16.91 0.83 33.69 0| 0 50 0 6400 13.65 0.78 31.55 0| 0 30 0 6800 10.67 0.70 29.65 0| 0 86 0 7200 8.01 0.61 27.91 0| 0 76 0 7600 5.74 0.51 26.41 0| 0 378 0 8000 3.91 0.41 25.19 0| 0 635 0 8400 3.08 2.56 0.31 24.31 3.31 3.01 146| 29 176 +21 8800 1.06 0.96 0.15 23.09 1.06 1.06 15| 0 66 0 9600 1.00 0.55 0.09 22.68 1.00 1.00 20| 0 40 0 10000 0.04 0.01 23.01 0| 0 80 0 12000 Total 190| 29 1,647 +21 Indicative a-t-m Vol 27.08 Underlying Price 78.690 Time to expiry: 295 Days Jun 11 46.87 0.99 49.77 0| 0 0 0 3200 39.06 0.98 44.42 0| 0 0 0 4000 31.42 0.95 39.58 0| 0 0 0 4800 24.11 0.90 35.86 0| 0 10 0 5600 20.64 0.87 34.12 0| 0 21 0 6000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.33 0.82 32.36 0| 0 9 0 6400 11.34 0.69 29.09 0| 0 221 0 7200 10.16 8.79 0.61 27.71 10.16 10.16 30| 0 0 0 7600 7.30 6.66 0.52 26.77 7.78 7.30 34| 0 54 0 8000 4.86 0.43 25.80 1,000| 0 33 0 8400 4.11 3.42 0.34 24.90 4.11 4.11 30| 24 34 -6 8800 1.70 1.54 0.19 23.52 1.70 1.70 10| 0 89 0 9600 1.05 0.97 0.13 22.84 1.05 1.05 60| 0 30 0 10000 0.09 0.02 21.99 0| 0 52 0 12000 0.01 0.00 24.00 0| 0 0 0 16000 Total 1,164| 24 553 -6 Indicative a-t-m Vol 26.27 Underlying Price 78.690 Time to expiry: 477 Days Dec 11 47.02 0.98 49.00 0| 0 0 0 3200 39.32 0.97 42.44 0| 0 0 0 4000 31.82 0.93 37.13 0| 0 0 0 4800 30.03 0.92 36.33 0| 0 10 0 5000 24.73 0.88 33.25 0| 0 0 0 5600 21.41 0.84 31.59 0| 0 0 0 6000 18.27 0.79 30.13 0| 0 0 0 6400 14.02 0.70 28.29 0| 0 1,020 0 7000 8.33 0.53 25.97 0| 0 1,185 0 8000 4.49 0.36 24.43 0| 0 10 0 9000 2.25 0.22 23.51 0| 0 165 0 10000 0.55 0.07 23.10 0| 0 0 0 12000 0.08 0.01 26.00 0| 0 10 0 16000 Total 0| 0 2,400 0 Indicative a-t-m Vol 28.28 Underlying Price 78.690 Time to expiry: 659 Days Jun 12 47.21 0.98 49.49 0| 0 0 0 3200 40.06 0.94 46.40 0| 0 0 0 4000 32.92 0.90 40.72 0| 0 0 0 4800 26.51 0.84 37.47 0| 0 0 0 5600 23.36 0.80 35.31 0| 0 0 0 6000 20.35 0.76 33.49 0| 0 0 0 6400 14.88 0.66 30.14 0| 0 0 0 7200 10.43 0.55 27.92 0| 0 0 0 8000 7.24 0.44 26.91 0| 0 0 0 8800 1.18 0.11 23.90 0| 0 0 0 12000 0.23 0.03 25.77 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 29.24 Underlying Price 78.690 Time to expiry: 848 Days Dec 12 47.54 0.96 49.77 0| 0 0 0 3200 40.65 0.92 45.93 0| 0 0 0 4000 33.85 0.88 40.90 0| 0 10 0 4800 24.70 0.79 35.72 0| 0 0 0 6000 16.92 0.66 31.58 0| 0 0 0 7200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.30 0.57 28.78 0| 0 10 0 8000 8.58 0.46 26.67 0| 0 0 0 8800 2.23 0.17 25.00 0| 0 0 0 12000 0.56 0.05 25.90 0| 0 0 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 29.53 Underlying Price 78.690 Time to expiry: 1030 Days Jun 13 34.39 0.87 41.06 0| 0 0 0 4800 25.61 0.78 35.97 0| 0 0 0 6000 17.73 0.67 31.26 0| 0 0 0 7200 13.49 0.58 29.19 0| 0 0 0 8000 9.66 0.48 26.89 0| 0 0 0 8800 2.97 0.21 25.23 0| 0 0 0 12000 0.87 0.07 26.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 29.91 Underlying Price 78.690 Time to expiry: 1212 Days Dec 13 47.83 0.96 48.33 0| 0 0 0 3200 41.71 0.91 46.44 0| 0 0 0 4000 35.19 0.86 40.96 0| 0 0 0 4800 26.73 0.78 36.04 0| 0 0 0 6000 14.87 0.59 29.48 0| 0 0 0 8000 3.93 0.24 25.46 0| 0 0 0 12000 1.37 0.10 26.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 29.69 Underlying Price 78.690 Time to expiry: 1576 Days Dec 14 36.38 0.86 41.22 0| 0 0 0 4800 28.20 0.78 36.00 0| 0 0 0 6000 16.55 0.61 29.25 0| 0 0 0 8000 5.57 0.30 25.77 0| 0 0 0 12000 2.38 0.15 26.20 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 4,329| 294 43,428 +129 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 24.97 Underlying Price 78.690 Time to expiry: 22 Days Sep 10 0.01 0.00 64.00 0| 0 0 0 4400 0.01 0.00 63.40 0| 0 20 0 4800 0.02 -0.01 54.67 0| 0 40 0 5600 0.07 -0.02 53.29 0| 0 1,545 0 6000 0.09 -0.03 43.41 0| 0 123 0 6400 0.15 -0.05 36.36 0| 0 1,962 0 6800 0.39 0.37 -0.12 31.10 0.39 0.33 88| 65 1,632 -41 7200 0.60 -0.19 28.69 0| 20 84 +20 7400 0.96 1.01 -0.29 27.02 0.96 Q 0.96 Q 30| 45 2,910 +4 7600 1.34 1.66 -0.43 25.35 1.60 1.34 36| 15 177 +15 7800 2.00 2.64 -0.59 24.25 2.00 1.35 50| 17 703 -2 8000 4.17 3.96 -0.75 23.25 4.17 1.48 57| 0 759 0 8200 5.94 5.58 -0.87 22.69 5.94 5.70 13| 0 60 0 8400 7.42 -0.94 23.01 0| 0 5 0 8600 9.34 -0.97 22.98 0| 0 94 0 8800 13.31 -1.00 18.95 0| 0 9 0 9200 17.31 -1.00 18.65 0| 0 0 0 9600 21.31 -1.00 19.19 0| 0 0 0 10000 41.31 -1.00 33.00 0| 0 0 0 12000 Total 274| 162 10,123 -4 Indicative a-t-m Vol 25.30 Underlying Price 78.690 Time to expiry: 50 Days Oct 10 0.31 -0.06 37.52 0| 0 33 0 6400 0.49 0.52 -0.11 33.15 0.49 0.49 14| 0 104 0 6800 1.01 -0.20 29.97 0| 0 70 0 7200 1.37 1.38 -0.26 28.29 1.37 1.10 76| 0 15 0 7400 0.92 1.93 -0.34 26.96 0.92 0.92 15| 0 67 0 7600 2.85 2.65 -0.44 25.70 2.85 1.28 26| 0 136 0 7800 3.57 -0.55 24.55 0| 23 62 +7 8000 4.78 -0.66 23.82 0| 0 60 0 8200 6.20 -0.76 23.27 0| 17 17 +17 8400 8.09 7.81 -0.84 22.82 8.09 6.58 64| 0 44 0 8600 9.32 9.56 -0.90 22.37 9.32 9.32 6| 7 37 +7 8800 13.37 -0.97 22.99 0| 0 4 0 9200 17.32 -0.99 24.02 0| 0 0 0 9600 Total 201| 47 649 +31 Indicative a-t-m Vol 26.12 Underlying Price 78.690 Time to expiry: 85 Days Nov 10 0.69 -0.10 35.81 0| 15 78 +15 6400 1.08 1.11 -0.16 32.77 1.08 1.08 13| 38 38 +38 6800 1.68 1.77 -0.24 29.97 1.68 1.68 60| 0 17 0 7200 1.30 2.27 -0.30 28.79 2.16 1.30 73| 0 30 0 7400 2.88 -0.37 27.55 0| 0 77 0 7600 3.64 -0.44 26.52 0| 0 0 0 7800 3.76 4.53 -0.52 25.36 3.76 3.76 13| 0 43 0 8000 6.95 -0.69 24.18 0| 0 0 0 8400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.00 -0.83 23.12 0| 0 0 0 8800 13.56 -0.92 22.83 0| 0 0 0 9200 Total 159| 53 283 +53 Indicative a-t-m Vol 26.23 Underlying Price 78.690 Time to expiry: 113 Days Dec 10 0.04 0.00 65.00 0| 0 440 0 3200 0.09 -0.01 55.63 0| 0 215 0 4000 0.19 -0.02 47.24 0| 0 161 0 4800 0.26 -0.03 46.35 0| 0 203 0 5000 0.44 -0.05 40.63 0| 0 228 0 5600 0.65 -0.08 37.38 0| 0 3,032 0 6000 0.94 0.99 -0.12 34.62 0.94 0.94 2| 0 2,123 0 6400 1.50 -0.18 32.09 0| 38 4,350 +3 6800 1.86 -0.22 30.80 0| 0 2,770 0 7000 2.30 -0.27 29.64 0| 0 1,755 0 7200 2.95 3.48 -0.38 27.62 3.39 2.95 70| 35 6,583 -35 7600 4.38 5.14 -0.51 25.56 4.57 4.38 62| 0 3,874 0 8000 7.48 -0.66 24.35 0| 0 114 0 8400 10.41 -0.78 23.58 0| 0 21 0 8800 12.05 -0.83 23.26 0| 0 530 0 9000 17.47 -0.94 22.71 0| 6 134 +6 9600 21.36 -0.97 23.37 0| 0 0 0 10000 41.31 -1.00 19.88 0| 0 0 0 12000 81.31 -1.00 24.00 0| 0 0 0 16000 Total 134| 79 26,533 -26 Indicative a-t-m Vol 26.90 Underlying Price 78.690 Time to expiry: 204 Days Mar 11 0.51 -0.04 42.70 0| 0 241 0 4800 1.04 -0.09 37.99 0| 15 229 -15 5600 2.02 -0.17 33.69 0| 0 146 0 6400 2.76 -0.23 31.55 0| 0 165 0 6800 3.70 3.76 -0.30 29.65 3.70 3.60 44| 15 1,066 -15 7200 5.39 5.10 -0.39 27.91 5.39 4.49 106| 0 112 0 7600 5.93 6.83 -0.49 26.41 6.12 5.93 54| 0 376 0 8000 8.54 8.99 -0.60 25.19 8.82 8.54 32| 0 106 0 8400 11.63 -0.70 24.31 0| 0 134 0 8800 18.03 -0.86 23.09 0| 0 30 0 9600 21.64 -0.91 22.68 0| 0 15 0 10000 41.31 -1.00 23.01 0| 0 0 0 12000 Total 236| 30 2,620 -30 Indicative a-t-m Vol 27.08 Underlying Price 78.690 Time to expiry: 295 Days Jun 11 0.20 -0.01 49.77 0| 0 0 0 3200 0.44 -0.03 44.42 0| 0 10 0 4000 0.89 -0.06 39.58 0| 0 81 0 4800 1.72 -0.12 35.86 0| 0 184 0 5600 2.16 2.33 -0.16 34.12 2.16 2.16 12| 0 130 0 6000 2.92 3.11 -0.21 32.36 3.02 2.92 111| 0 133 0 6400 5.31 -0.34 29.09 1,000| 0 101 0 7200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.57 6.86 -0.42 27.71 6.57 6.57 34| 0 126 0 7600 8.37 8.82 -0.51 26.77 8.37 8.37 60| 0 162 0 8000 11.09 -0.59 25.80 0| 0 145 0 8400 13.69 -0.68 24.90 0| 0 107 0 8800 19.88 -0.82 23.52 0| 0 0 0 9600 23.31 -0.87 22.84 0| 0 0 0 10000 40.62 42.35 -0.98 21.99 40.62 40.62 25| 0 128 0 12000 81.85 -1.00 24.00 0| 0 0 0 16000 Total 1,242| 0 1,307 0 Indicative a-t-m Vol 26.27 Underlying Price 78.690 Time to expiry: 477 Days Dec 11 0.63 -0.03 49.00 0| 0 0 0 3200 1.01 -0.05 42.44 0| 0 10 0 4000 1.60 -0.09 37.13 0| 0 175 0 4800 1.83 -0.10 36.33 0| 0 275 0 5000 2.59 -0.14 33.25 0| 0 76 0 5600 3.32 -0.18 31.59 0| 0 0 0 6000 4.22 -0.23 30.13 0| 0 10 0 6400 5.99 -0.31 28.29 0| 0 802 0 7000 10.30 -0.48 25.97 0| 0 1,225 0 8000 16.45 -0.66 24.43 0| 0 0 0 9000 24.21 -0.80 23.51 0| 0 0 0 10000 42.53 -0.95 23.10 0| 0 0 0 12000 81.86 -0.99 26.00 0| 0 0 0 16000 Total 0| 0 2,573 0 Indicative a-t-m Vol 28.28 Underlying Price 78.690 Time to expiry: 659 Days Jun 12 1.36 -0.05 49.49 0| 0 0 0 3200 2.47 -0.09 46.40 0| 0 0 0 4000 3.41 -0.13 40.72 0| 0 0 0 4800 5.09 -0.19 37.47 0| 0 0 0 5600 5.95 -0.22 35.31 0| 0 0 0 6000 6.95 -0.26 33.49 0| 0 0 0 6400 9.47 -0.36 30.14 0| 0 0 0 7200 13.00 -0.47 27.92 0| 0 0 0 8000 17.78 -0.58 26.91 0| 0 0 0 8800 43.29 -0.89 23.90 0| 0 0 0 12000 81.87 -0.98 26.48 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 29.24 Underlying Price 78.690 Time to expiry: 848 Days Dec 12 2.10 -0.06 49.77 0| 0 0 0 3200 3.38 -0.10 45.93 0| 0 0 0 4000 4.57 -0.14 40.90 0| 0 13 0 4800 7.32 -0.23 35.72 0| 0 10 0 6000 11.35 -0.35 31.58 0| 0 0 0 7200 14.60 -0.45 28.78 0| 0 0 0 8000 18.75 -0.55 26.67 0| 0 0 0 8800 43.84 -0.84 25.00 0| 0 0 0 12000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 8 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 81.89 -0.96 27.19 0| 0 0 0 16000 Total 0| 0 23 0 Indicative a-t-m Vol 29.54 Underlying Price 78.690 Time to expiry: 1030 Days Jun 13 5.72 -0.15 41.06 0| 0 0 0 4800 8.80 -0.24 35.97 0| 0 0 0 6000 12.63 -0.35 31.30 0| 0 0 0 7200 16.17 -0.44 29.19 0| 0 0 0 8000 20.13 -0.53 26.89 0| 0 0 0 8800 44.42 -0.81 25.23 0| 0 0 0 12000 82.00 -0.94 27.60 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 29.91 Underlying Price 78.690 Time to expiry: 1212 Days Dec 13 3.25 -0.07 48.33 0| 0 0 0 3200 5.31 -0.11 46.44 0| 0 0 0 4000 6.58 -0.16 40.96 0| 0 0 0 4800 9.78 -0.24 36.04 0| 0 0 0 6000 17.19 -0.42 29.48 0| 0 0 0 8000 44.81 -0.78 25.46 0| 0 0 0 12000 82.00 -0.92 27.90 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 29.69 Underlying Price 78.690 Time to expiry: 1576 Days Dec 14 8.33 -0.16 41.22 0| 0 0 0 4800 11.51 -0.24 36.00 0| 0 0 0 6000 18.66 -0.40 29.25 0| 0 0 0 8000 45.45 -0.73 25.77 0| 0 0 0 12000 82.00 -0.90 27.79 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 2,246| 371 44,111 +24 Grand Total 6,575| 665 87,539 +153 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 25.01 Underlying Price 78.690 Time to expiry: 22 Days Sep 10 46.70 1.00 31.89 0| 0 0 0 3200 38.70 1.00 61.78 0| 0 0 0 4000 33.70 1.00 64.61 0| 0 0 0 4500 30.71 1.00 63.35 0| 0 0 0 4800 28.71 1.00 61.72 0| 0 0 0 5000 23.72 1.00 55.94 0| 0 0 0 5500 18.78 0.98 53.29 0| 0 33 0 6000 13.81 0.97 41.90 0| 0 0 0 6500 10.86 0.95 36.36 0| 0 0 0 6800 9.00 0.91 35.30 0| 0 0 0 7000 7.08 0.88 31.10 0| 490 1,291 -99 7200 5.31 0.81 28.69 0| 0 0 0 7400 4.60 0.75 29.59 0| 0 900 0 7500 3.73 0.71 27.02 0| 0 0 0 7600 2.37 0.57 25.35 0| 0 30 0 7800 1.36 0.41 24.38 0| 0 1,426 0 8000 0.69 0.25 23.49 0| 0 107 0 8200 0.31 0.14 23.14 0| 0 0 0 8400 0.16 0.08 21.63 0| 0 1,617 0 8500 0.13 0.07 23.01 0| 0 0 0 8600 0.05 0.03 22.98 0| 0 200 0 8800 0.01 0.00 19.56 0| 0 132 0 9000 0.01 0.00 19.09 0| 0 0 0 9200 0.01 0.00 18.79 0| 0 0 0 9500 0.01 0.00 19.32 0| 0 2 0 10000 0.01 0.00 33.00 0| 0 0 0 12000 Total 0| 490 5,738 -99 Indicative a-t-m Vol 26.93 Underlying Price 78.690 Time to expiry: 204 Days Mar 11 46.64 1.00 46.65 0| 0 0 0 3200 38.84 0.98 46.51 0| 0 10 0 4000 34.05 0.97 44.35 0| 0 0 0 4500 31.20 0.96 42.70 0| 0 0 0 4800 29.32 0.95 41.58 0| 0 0 0 5000 24.69 0.92 38.62 0| 0 10 0 5500 20.20 0.88 35.71 0| 0 10 0 6000 15.96 0.82 32.99 0| 0 10 0 6500 13.56 0.77 31.55 0| 0 0 0 6800 12.05 0.74 30.54 0| 0 0 0 7000 10.59 0.70 29.65 0| 0 0 0 7200 8.57 0.63 28.39 0| 0 120 0 7500 5.69 0.51 26.41 0| 0 20 0 8000 3.52 0.38 25.08 0| 0 300 0 8500 2.53 0.30 24.31 0| 0 20 0 8800 2.01 0.26 23.92 0| 0 10 0 9000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.07 0.16 23.07 0| 0 125 0 9500 0.55 0.09 22.68 0| 0 10 0 10000 0.04 0.01 23.01 0| 0 0 0 12000 0.02 0.00 27.36 0| 0 10 0 14000 Total 0| 0 655 0 Indicative a-t-m Vol 27.65 Underlying Price 78.690 Time to expiry: 386 Days Sep 11 45.53 0.98 46.39 0| 0 0 0 3200 37.99 0.96 42.16 0| 0 0 0 4000 30.80 0.92 39.22 0| 0 0 0 4800 29.02 0.91 38.07 0| 0 0 0 5000 23.92 0.86 35.52 0| 0 0 0 5600 20.72 0.82 33.99 0| 0 0 0 6000 17.71 0.77 32.71 0| 0 10 0 6400 13.51 0.69 30.54 0| 0 10 0 7000 7.66 0.52 27.22 0| 0 0 0 8000 3.64 0.33 24.52 0| 0 1 0 9000 1.58 0.18 23.22 0| 0 0 0 10000 0.19 0.03 21.47 0| 0 0 0 12000 0.02 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 27.44 Underlying Price 78.690 Time to expiry: 568 Days Mar 12 46.23 0.97 46.71 0| 0 0 0 3200 39.02 0.94 42.55 0| 0 10 0 4000 32.16 0.90 39.03 0| 0 0 0 4800 30.43 0.88 37.75 0| 0 0 0 5000 25.63 0.84 35.51 0| 0 0 0 5600 22.47 0.80 33.75 0| 0 0 0 6000 19.62 0.76 32.47 0| 0 0 0 6400 15.54 0.69 30.39 0| 0 0 0 7000 9.64 0.54 27.00 0| 0 0 0 8000 5.57 0.39 25.08 0| 0 0 0 9000 2.83 0.24 23.28 0| 0 0 0 10000 0.53 0.07 20.93 0| 0 0 0 12000 0.13 0.02 21.15 0| 0 0 0 14000 0.03 0.00 21.26 0| 0 10 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 27.27 Underlying Price 78.690 Time to expiry: 757 Days Sep 12 45.51 0.95 46.89 0| 0 0 0 3200 38.63 0.92 42.58 0| 0 10 0 4000 32.04 0.87 38.74 0| 0 0 0 4800 22.97 0.78 33.79 0| 0 0 0 6000 20.19 0.74 32.36 0| 0 0 0 6400 14.81 0.65 28.96 0| 0 0 0 7200 10.54 0.54 26.94 0| 0 0 0 8000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.07 0.43 25.06 0| 0 0 0 8800 0.90 0.09 20.90 0| 0 0 0 12000 0.11 0.01 21.70 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 27.16 Underlying Price 78.690 Time to expiry: 932 Days Mar 13 46.36 0.94 46.81 0| 0 0 0 3200 39.77 0.91 42.67 0| 0 0 0 4000 33.38 0.86 38.68 0| 0 0 0 4800 24.48 0.78 33.80 0| 0 0 0 6000 16.31 0.66 28.72 0| 0 0 0 7200 12.08 0.56 26.85 0| 0 0 0 8000 8.31 0.46 24.74 0| 0 0 0 8800 1.33 0.12 20.46 0| 0 0 0 12000 0.22 0.03 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.55 Underlying Price 78.690 Time to expiry: 1121 Days Sep 13 45.73 0.93 47.10 0| 0 0 0 3200 39.30 0.90 42.37 0| 0 0 0 4000 33.24 0.85 38.68 0| 0 0 0 4800 24.48 0.77 33.12 0| 0 0 0 6000 12.80 0.57 27.16 0| 0 0 0 8000 1.77 0.15 20.64 0| 0 0 0 12000 0.35 0.04 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.43 Underlying Price 78.690 Time to expiry: 1303 Days Mar 14 46.76 0.93 47.42 0| 0 0 0 3200 40.45 0.89 42.41 0| 0 0 0 4000 34.47 0.85 38.58 0| 0 0 0 4800 25.93 0.77 33.17 0| 0 0 0 6000 14.18 0.58 27.03 0| 0 0 0 8000 2.41 0.18 20.60 0| 0 0 0 12000 0.57 0.05 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.81 Underlying Price 78.690 Time to expiry: 1485 Days Sep 14 40.00 0.89 42.51 0| 0 0 0 4000 34.16 0.84 38.36 0| 0 0 0 4800 25.94 0.76 33.20 0| 0 0 0 6000 14.69 0.59 27.43 0| 0 0 0 8000 2.66 0.19 20.40 0| 0 0 0 12000 0.70 0.06 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.02 Underlying Price 78.690 Time to expiry: 1667 Days Mar 15 35.37 0.84 38.38 0| 0 0 0 4800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 27.34 0.77 33.41 0| 0 0 0 6000 16.16 0.60 27.64 0| 0 0 0 8000 3.34 0.22 20.40 0| 0 0 0 12000 1.00 0.08 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 490 6,444 -99 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 25.01 Underlying Price 78.690 Time to expiry: 22 Days Sep 10 0.01 0.00 31.89 0| 0 0 0 3200 0.01 0.00 61.78 0| 0 0 0 4000 0.01 0.00 64.61 0| 0 0 0 4500 0.01 0.00 63.35 0| 0 10 0 4800 0.01 0.00 61.72 0| 0 0 0 5000 0.02 0.00 55.94 0| 0 270 0 5500 0.07 -0.02 53.29 0| 0 1,326 0 6000 0.10 -0.03 41.90 0| 0 2,471 0 6500 0.15 -0.05 36.36 0| 0 4 0 6800 0.29 -0.09 35.30 0| 0 2,320 0 7000 0.37 -0.12 31.10 0| 0 50 0 7200 0.60 -0.19 28.69 0| 0 0 0 7400 0.89 -0.25 29.59 0| 0 3,457 0 7500 1.01 -0.29 27.02 0| 0 20 0 7600 1.66 -0.43 25.35 0| 0 0 0 7800 2.65 -0.59 24.38 0| 0 650 0 8000 3.97 -0.75 23.49 0| 0 0 0 8200 5.60 -0.86 23.14 0| 0 0 0 8400 6.44 -0.92 21.63 0| 0 0 -304 8500 7.41 -0.93 23.01 0| 0 0 0 8600 9.33 -0.97 22.98 0| 0 0 0 8800 11.29 -1.00 19.56 0| 0 0 0 9000 13.28 -1.00 19.09 0| 0 0 0 9200 16.28 -1.00 18.79 0| 0 0 0 9500 21.28 -1.00 19.32 0| 0 0 0 10000 41.28 -1.00 33.00 0| 0 0 0 12000 Total 0| 0 10,578 -304 Indicative a-t-m Vol 26.93 Underlying Price 78.690 Time to expiry: 204 Days Mar 11 0.03 0.00 46.65 0| 0 800 0 3200 0.19 -0.02 46.51 0| 0 2,443 0 4000 0.37 -0.03 44.35 0| 0 635 0 4500 0.51 -0.04 42.70 0| 0 400 0 4800 0.61 -0.05 41.58 0| 0 400 0 5000 0.96 -0.08 38.62 0| 0 687 0 5500 1.44 -0.12 35.71 0| 0 18 0 6000 2.18 -0.18 32.99 0| 0 10 0 6500 2.76 -0.23 31.55 0| 0 100 0 6800 3.24 -0.26 30.54 0| 0 160 0 7000 3.76 -0.30 29.65 0| 400 900 +400 7200 4.73 -0.37 28.39 0| 0 75 0 7500 6.83 -0.49 26.41 0| 0 318 0 8000 9.63 -0.62 25.08 0| 0 10 0 8500 11.62 -0.70 24.31 0| 0 0 0 8800 13.09 -0.74 23.92 0| 0 10 0 9000 17.13 -0.84 23.07 0| 0 0 0 9500 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 21.58 -0.91 22.68 0| 0 10 0 10000 40.96 -0.99 23.01 0| 0 0 0 12000 60.83 -1.00 27.36 0| 0 0 0 14000 Total 0| 400 6,976 +400 Indicative a-t-m Vol 27.65 Underlying Price 78.690 Time to expiry: 386 Days Sep 11 0.28 -0.02 46.39 0| 0 0 0 3200 0.64 -0.04 42.16 0| 0 0 0 4000 1.36 -0.08 39.22 0| 0 0 0 4800 1.55 -0.09 38.07 0| 0 0 0 5000 2.38 -0.14 35.52 0| 0 0 0 5600 3.12 -0.18 33.99 0| 0 1,040 0 6000 4.07 -0.23 32.71 0| 0 10 0 6400 5.79 -0.31 30.54 0| 0 510 0 7000 9.82 -0.48 27.22 0| 0 0 0 8000 15.67 -0.67 24.52 0| 0 0 0 9000 23.49 -0.82 23.22 0| 0 0 0 10000 41.86 -0.97 21.47 0| 0 0 0 12000 61.44 -1.00 21.26 0| 0 0 0 14000 81.18 -1.00 20.80 0| 0 10 0 16000 Total 0| 0 1,570 0 Indicative a-t-m Vol 27.44 Underlying Price 78.690 Time to expiry: 568 Days Mar 12 0.75 -0.03 46.71 0| 0 0 0 3200 1.38 -0.06 42.55 0| 0 0 0 4000 2.37 -0.10 39.03 0| 0 0 0 4800 2.60 -0.12 37.75 0| 0 10 0 5000 3.69 -0.16 35.51 0| 0 0 0 5600 4.45 -0.20 33.75 0| 0 0 0 6000 5.52 -0.24 32.47 0| 0 0 0 6400 7.32 -0.31 30.39 0| 0 0 0 7000 11.23 -0.46 27.00 0| 0 0 0 8000 16.96 -0.61 25.08 0| 0 0 0 9000 24.03 -0.76 23.28 0| 0 0 0 10000 41.34 -0.93 20.93 0| 0 0 0 12000 60.55 -0.98 21.15 0| 0 0 0 14000 80.06 -1.00 21.26 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 27.27 Underlying Price 78.690 Time to expiry: 757 Days Sep 12 1.41 -0.05 46.89 0| 0 0 0 3200 2.31 -0.08 42.58 0| 0 10 0 4000 3.50 -0.13 38.74 0| 0 0 0 4800 6.08 -0.22 33.79 0| 0 240 0 6000 7.19 -0.26 32.36 0| 0 0 0 6400 9.59 -0.35 28.96 0| 0 300 0 7200 13.10 -0.46 26.94 0| 0 0 0 8000 17.39 -0.57 25.06 0| 0 0 0 8800 42.32 -0.91 20.90 0| 0 0 0 12000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 80.41 -0.99 21.70 0| 0 0 0 16000 Total 0| 0 550 0 Indicative a-t-m Vol 27.16 Underlying Price 78.690 Time to expiry: 932 Days Mar 13 1.96 -0.06 46.81 0| 0 0 0 3200 3.07 -0.09 42.67 0| 0 0 0 4000 4.37 -0.14 38.68 0| 0 0 0 4800 7.02 -0.22 33.80 0| 0 0 0 6000 10.40 -0.34 28.72 0| 0 0 0 7200 13.86 -0.44 26.85 0| 0 0 0 8000 17.80 -0.54 24.74 0| 0 0 0 8800 41.61 -0.88 20.46 0| 0 0 0 12000 79.00 -0.97 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.55 Underlying Price 78.690 Time to expiry: 1121 Days Sep 13 2.68 -0.07 47.10 0| 0 0 0 3200 3.86 -0.10 42.37 0| 0 0 0 4000 5.41 -0.15 38.68 0| 0 0 0 4800 8.06 -0.23 33.12 0| 0 0 0 6000 15.40 -0.43 27.16 0| 0 0 0 8000 42.42 -0.85 20.64 0| 0 0 0 12000 79.03 -0.96 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.43 Underlying Price 78.690 Time to expiry: 1303 Days Mar 14 3.32 -0.07 47.42 0| 0 0 0 3200 4.52 -0.11 42.41 0| 0 0 0 4000 6.06 -0.15 38.58 0| 0 0 0 4800 8.79 -0.23 33.17 0| 0 0 0 6000 15.83 -0.42 27.03 0| 0 0 0 8000 41.63 -0.82 20.60 0| 0 0 0 12000 77.36 -0.95 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.81 Underlying Price 78.690 Time to expiry: 1485 Days Sep 14 5.33 -0.11 42.51 0| 0 0 0 4000 6.91 -0.16 38.36 0| 0 0 0 4800 9.80 -0.24 33.20 0| 0 0 0 6000 17.09 -0.41 27.43 0| 0 0 0 8000 42.11 -0.81 20.40 0| 0 0 0 12000 77.22 -0.94 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.02 Underlying Price 78.690 Time to expiry: 1667 Days Mar 15 7.43 -0.16 38.38 0| 0 0 0 4800 10.36 -0.23 33.41 0| 0 0 0 6000 17.45 -0.40 27.64 0| 0 0 0 8000 41.13 -0.78 20.40 0| 0 0 0 12000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 75.31 -0.92 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 400 19,684 +96 Grand Total 0| 890 26,128 -3 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 36.78 Underlying Price 36.290 Time to expiry: 22 Days Sep 10 6.43 0.94 51.00 0| 0 0 0 3000 4.54 0.88 44.00 0| 0 2 0 3200 2.84 0.76 39.81 0| 0 0 0 3400 2.09 0.67 37.62 0| 0 0 0 3500 1.50 0.55 37.00 0| 0 0 0 3600 1.10 1.01 0.43 36.23 1.10 0.97 6| 210 200 +200 3700 0.62 0.32 34.80 0| 0 16 0 3800 0.56 0.33 0.20 33.00 0.56 0.48 59| 0 788 0 3900 0.34 0.17 0.12 31.98 0.34 0.34 19| 0 561 0 4000 0.08 0.07 31.45 0| 0 40 0 4100 0.04 0.03 31.17 0| 0 6,020 0 4200 0.02 0.02 31.02 0| 0 52 0 4300 0.01 0.01 30.12 0| 0 328 0 4400 0.01 0.00 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 39.80 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 46.00 0| 0 0 0 9600 Total 84| 210 21,089 +200 Indicative a-t-m Vol 37.09 Underlying Price 36.290 Time to expiry: 50 Days Oct 10 6.69 0.89 45.71 0| 0 0 0 3000 4.97 0.81 42.61 0| 0 0 0 3200 3.46 0.70 40.14 0| 0 0 0 3400 2.77 0.63 38.40 0| 0 0 0 3500 2.18 0.55 37.41 0| 0 0 0 3600 1.66 0.47 36.30 0| 0 0 0 3700 1.24 0.39 35.50 0| 0 3,000 0 3800 0.97 0.90 0.32 34.88 1.00 0.90 896| 6 581 +6 3900 0.62 0.24 33.93 0| 0 15 0 4000 0.58 0.42 0.18 33.48 0.58 0.58 80| 0 32 0 4100 0.28 0.13 32.94 0| 0 3,014 0 4200 0.18 0.09 32.82 0| 0 5 0 4300 0.11 0.06 32.15 0| 0 11 0 4400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 31.85 0| 0 3 0 4500 0.06 0.03 33.29 0| 0 25 0 4600 0.03 0.02 35.06 0| 0 32 0 4800 0.02 0.01 39.70 0| 0 0 0 5200 Total 976| 6 6,718 +6 Indicative a-t-m Vol 37.91 Underlying Price 36.290 Time to expiry: 85 Days Nov 10 7.10 0.84 45.19 0| 0 0 0 3000 5.46 0.77 42.03 0| 0 0 0 3200 4.07 0.67 40.30 0| 0 0 0 3400 3.42 0.62 39.24 0| 0 0 0 3500 2.85 0.56 38.24 0| 0 0 0 3600 2.32 0.50 37.12 0| 0 121 0 3700 1.87 0.44 36.33 0| 0 0 0 3800 1.48 0.37 35.64 0| 0 0 0 3900 1.13 0.31 34.67 0| 0 0 0 4000 0.63 0.21 33.16 0| 0 20 0 4200 0.34 0.13 32.30 0| 0 0 0 4400 Total 0| 0 141 0 Indicative a-t-m Vol 38.03 Underlying Price 36.290 Time to expiry: 113 Days Dec 10 19.01 0.99 62.00 0| 0 0 0 1738 15.65 0.97 57.83 0| 0 0 0 2085 12.71 0.94 54.57 0| 0 0 0 2400 9.24 0.87 47.67 0| 0 0 0 2780 6.40 0.77 43.29 0| 0 0 0 3128 3.99 0.63 39.42 0| 0 0 0 3475 3.27 0.56 38.31 0| 0 11 0 3600 2.17 0.44 36.19 0| 0 15 0 3823 1.52 0.35 35.10 0| 0 592 0 4000 1.03 0.27 34.02 0| 0 65 0 4170 0.56 0.17 32.56 0| 0 3,648 0 4400 0.33 0.11 32.04 0| 0 229 0 4600 0.23 0.14 0.06 31.00 0.23 0.23 7| 0 2,597 0 4865 0.03 0.01 28.47 0| 0 7,306 0 5213 0.01 0.00 27.25 0| 0 5,562 0 5560 0.01 0.00 27.13 0| 0 1,062 0 5600 0.01 0.00 26.11 0| 0 3,007 0 6000 0.01 0.00 25.95 0| 0 1,312 0 6081 0.01 0.00 25.43 0| 0 1,100 0 6400 0.01 0.00 24.98 0| 0 6,702 0 6950 0.01 0.00 25.23 0| 0 1 0 7819 0.01 0.00 25.42 0| 0 522 0 8000 0.01 0.00 25.86 0| 0 0 0 8340 0.01 0.00 26.46 0| 0 2 0 8688 0.01 0.00 31.00 0| 0 0 0 10425 Total 7| 0 33,733 0 Indicative a-t-m Vol 37.30 Underlying Price 36.290 Time to expiry: 204 Days Mar 11 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 19 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.04 0.91 48.29 0| 0 0 0 2400 9.68 0.83 44.34 0| 0 0 0 2800 7.45 6.70 0.72 40.71 7.45 7.45 1| 0 11 0 3200 5.44 0.65 39.50 0| 0 0 0 3400 4.23 0.57 37.41 0| 0 0 0 3600 3.31 0.50 36.67 0| 0 10 0 3800 2.48 0.41 35.41 0| 0 27 0 4000 1.81 0.34 34.40 0| 0 36 0 4200 1.25 0.26 33.04 0| 0 59 0 4400 0.89 0.20 32.55 0| 0 102 0 4600 0.61 0.15 32.03 0| 0 49 0 4800 0.27 0.08 31.11 0| 0 26 0 5200 0.12 0.04 30.60 0| 0 760 0 5600 0.04 0.02 29.76 0| 0 5 0 6000 0.02 0.01 29.47 0| 0 3 0 6400 0.01 0.00 29.44 0| 0 0 0 7200 0.01 0.00 30.01 0| 0 0 0 8000 0.01 0.00 31.00 0| 0 0 0 8800 Total 1| 0 1,088 0 Indicative a-t-m Vol 37.35 Underlying Price 36.290 Time to expiry: 295 Days Jun 11 19.30 0.96 55.00 0| 0 0 0 1738 16.11 0.93 50.21 0| 0 0 0 2085 13.36 0.89 46.56 0| 0 0 0 2400 10.27 0.82 42.82 0| 0 0 0 2780 7.85 0.73 41.00 0| 0 0 0 3128 5.65 0.62 38.00 0| 0 0 0 3475 4.99 0.58 37.50 0| 0 90 0 3600 3.94 0.51 36.37 0| 0 0 0 3823 3.20 0.45 35.38 0| 0 11 0 4000 2.60 0.39 34.65 0| 0 0 0 4170 1.87 0.31 33.23 0| 0 20 0 4400 1.40 0.26 32.52 0| 0 0 0 4600 0.95 0.19 31.83 0| 0 0 0 4865 0.55 0.12 30.95 0| 0 25 0 5213 0.30 0.08 30.31 0| 0 29 0 5560 0.09 0.03 29.60 0| 0 1,183 0 6255 0.03 0.01 29.31 0| 0 0 0 6950 0.01 0.00 29.44 0| 0 0 0 7645 0.01 0.00 29.64 0| 0 0 0 8000 0.01 0.00 29.91 0| 0 0 0 8340 0.01 0.00 30.25 0| 0 0 0 8688 0.01 0.00 36.00 0| 0 0 0 12000 Total 0| 0 1,358 0 Indicative a-t-m Vol 36.84 Underlying Price 36.290 Time to expiry: 477 Days Dec 11 19.34 0.96 56.00 0| 0 0 0 1738 16.17 0.93 50.00 0| 0 0 0 2085 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 20 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.38 0.89 45.02 0| 0 0 0 2400 10.41 0.81 42.06 0| 0 0 0 2780 8.01 0.72 39.49 0| 0 0 0 3128 6.02 0.62 37.63 0| 0 0 0 3475 4.36 0.51 35.84 0| 0 1,500 0 3823 3.65 0.46 35.06 0| 0 1,000 0 4000 3.08 0.41 34.38 0| 0 0 0 4170 2.40 0.34 33.54 0| 0 25 0 4400 1.90 0.29 32.90 0| 0 500 0 4600 1.52 0.25 32.32 0| 0 0 0 4800 0.91 0.17 31.32 0| 0 2,110 0 5213 0.57 0.11 30.61 0| 0 750 0 5600 0.34 0.08 30.06 0| 0 204 0 6000 0.21 0.05 29.68 0| 0 0 0 6400 0.11 0.03 29.41 0| 0 0 0 6950 0.04 0.01 29.46 0| 0 0 0 7819 0.02 0.01 30.00 0| 0 0 0 8688 0.01 0.00 35.00 0| 0 0 0 12000 Total 0| 0 6,089 0 Indicative a-t-m Vol 36.70 Underlying Price 36.290 Time to expiry: 659 Days Jun 12 13.80 0.87 44.87 0| 0 0 0 2400 8.35 0.69 38.93 0| 0 0 0 3200 6.26 0.59 36.83 0| 0 0 0 3600 4.59 0.48 35.15 0| 0 0 0 4000 3.22 0.39 33.41 0| 0 0 0 4400 2.10 0.29 31.31 0| 0 0 0 4800 0.97 0.16 29.79 0| 0 0 0 5600 0.65 0.12 29.32 0| 0 0 0 6000 0.43 0.08 28.86 0| 0 0 0 6400 0.13 0.03 29.62 0| 0 0 0 8000 0.09 0.02 39.09 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.57 Underlying Price 36.290 Time to expiry: 848 Days Dec 12 16.90 0.94 47.73 0| 0 0 0 2000 13.67 0.87 44.80 0| 0 0 0 2400 8.28 0.69 38.64 0| 0 0 0 3200 6.29 0.59 36.68 0| 0 0 0 3600 4.70 0.49 35.09 0| 0 0 0 4000 3.33 0.39 33.06 0| 0 0 0 4400 2.37 0.31 31.84 0| 0 0 0 4800 1.08 0.17 29.40 0| 0 0 0 5600 0.76 0.13 29.04 0| 0 0 0 6000 0.56 0.10 29.07 0| 0 0 0 6400 0.20 0.04 29.70 0| 0 0 0 8000 0.19 0.03 39.64 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 36.55 Underlying Price 36.290 Time to expiry: 1030 Days Jun 13 13.76 0.87 42.86 0| 0 0 0 2400 8.81 0.69 38.50 0| 0 0 0 3200 6.90 0.59 36.67 0| 0 0 0 3600 5.33 0.50 35.01 0| 0 0 0 4000 3.97 0.42 33.15 0| 0 0 0 4400 2.94 0.34 31.80 0| 0 0 0 4800 1.13 0.17 29.09 0| 0 0 0 6000 0.39 0.07 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.79 Underlying Price 36.290 Time to expiry: 1212 Days Dec 13 16.83 0.95 48.00 0| 0 0 0 2000 13.48 0.89 43.00 0| 0 0 0 2400 8.58 0.69 38.86 0| 0 0 0 3200 5.16 0.51 35.00 0| 0 0 0 4000 2.87 0.34 31.86 0| 0 0 0 4800 1.13 0.17 29.10 0| 0 0 0 6000 0.44 0.07 30.20 0| 0 0 0 8000 0.36 0.05 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 37.09 Underlying Price 36.290 Time to expiry: 1576 Days Dec 14 13.21 0.91 43.00 0| 0 0 0 2400 8.50 0.70 39.50 0| 0 0 0 3200 5.17 0.51 35.00 0| 0 0 0 4000 2.93 0.35 31.46 0| 0 0 0 4800 1.20 0.18 28.44 0| 0 0 0 6000 0.65 0.10 30.67 0| 0 0 0 8000 0.49 0.07 36.93 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 1,068| 216 70,216 +206 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 36.78 Underlying Price 36.290 Time to expiry: 22 Days Sep 10 0.13 -0.06 51.00 0| 0 0 0 3000 0.24 -0.12 44.00 0| 0 14 0 3200 0.48 0.54 -0.24 39.81 0.48 0.48 100| 158 532 +88 3400 0.79 -0.33 37.62 0| 0 0 0 3500 1.20 -0.45 37.00 0| 0 331 0 3600 1.71 -0.57 36.23 0| 175 236 +175 3700 2.32 -0.68 34.80 0| 0 1,619 0 3800 3.03 -0.80 33.00 0| 0 96 0 3900 3.87 -0.88 31.98 0| 0 4,271 0 4000 4.78 -0.94 31.45 0| 0 159 0 4100 5.74 -0.97 31.17 0| 0 1,028 0 4200 6.72 -0.99 31.02 0| 0 60 0 4300 7.71 -1.00 30.12 0| 0 460 0 4400 8.71 -1.00 30.98 0| 0 163 0 4500 9.71 -1.00 31.50 0| 0 51 0 4600 10.71 -1.00 32.00 0| 0 0 0 4700 11.71 -1.00 33.08 0| 0 6,018 0 4800 12.71 -1.00 33.90 0| 0 0 0 4900 13.71 -1.00 34.76 0| 0 0 0 5000 15.71 -1.00 36.36 0| 0 1,720 0 5200 17.71 -1.00 37.59 0| 0 0 0 5400 19.71 -1.00 39.80 0| 0 89 0 5600 23.71 -1.00 40.70 0| 0 565 0 6000 27.71 -1.00 42.45 0| 0 29 0 6400 31.71 -1.00 43.79 0| 0 192 0 6800 35.71 -1.00 44.46 0| 0 0 0 7200 43.71 -1.00 44.65 0| 0 0 0 8000 51.71 -1.00 44.69 0| 0 0 0 8800 59.71 -1.00 46.00 0| 0 0 0 9600 Total 100| 333 17,633 +263 Indicative a-t-m Vol 37.09 Underlying Price 36.290 Time to expiry: 50 Days Oct 10 0.37 -0.11 45.71 0| 0 0 0 3000 0.65 -0.19 42.61 0| 0 74 0 3200 1.14 -0.30 40.14 0| 15 82 +5 3400 1.45 -0.37 38.40 0| 0 0 0 3500 1.86 -0.45 37.41 0| 0 52 0 3600 2.35 -0.53 36.30 0| 0 24 0 3700 2.92 -0.61 35.50 0| 0 40 0 3800 3.59 -0.69 34.88 0| 0 601 0 3900 4.31 -0.76 33.93 0| 0 52 0 4000 5.11 -0.82 33.48 0| 0 10 0 4100 5.96 -0.87 32.94 0| 0 0 0 4200 6.87 -0.91 32.82 0| 0 0 0 4300 7.80 -0.94 32.15 0| 0 0 0 4400 8.76 -0.96 31.85 0| 0 0 0 4500 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 23 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.75 -0.97 33.29 0| 0 0 0 4600 11.73 -0.98 35.06 0| 0 0 0 4800 15.71 -0.99 39.70 0| 0 0 0 5200 Total 0| 15 935 +5 Indicative a-t-m Vol 37.91 Underlying Price 36.290 Time to expiry: 85 Days Nov 10 0.76 -0.16 45.19 0| 0 0 0 3000 1.12 -0.23 42.03 0| 0 26 0 3200 1.73 -0.33 40.30 0| 0 20 0 3400 2.08 -0.38 39.24 0| 0 0 0 3500 2.51 -0.44 38.24 0| 0 0 0 3600 2.98 -0.50 37.12 0| 0 0 0 3700 3.52 -0.57 36.33 0| 0 0 0 3800 4.13 -0.63 35.64 0| 0 0 0 3900 4.79 -0.69 34.67 0| 0 0 0 4000 6.29 -0.80 33.16 0| 0 0 0 4200 7.99 -0.88 32.30 0| 0 0 0 4400 Total 0| 0 46 0 Indicative a-t-m Vol 38.03 Underlying Price 36.290 Time to expiry: 113 Days Dec 10 0.05 -0.01 62.00 0| 0 1,250 0 1738 0.15 -0.03 57.83 0| 0 0 0 2085 0.35 -0.06 54.57 0| 0 0 0 2400 0.68 -0.13 47.67 0| 0 0 0 2780 1.31 -0.23 43.29 0| 0 151 0 3128 2.36 -0.38 39.42 0| 0 2,657 0 3475 2.59 2.90 -0.44 38.31 2.59 2.59 3| 0 280 0 3600 4.02 -0.56 36.19 0| 0 78 0 3823 5.14 -0.65 35.10 0| 0 872 0 4000 6.35 -0.74 34.02 0| 0 3,612 0 4170 8.18 -0.83 32.56 0| 0 81 0 4400 9.96 -0.90 32.04 0| 0 3,289 0 4600 12.43 -0.95 31.00 0| 0 1,569 0 4865 15.84 -1.00 28.47 0| 0 4,849 0 5213 19.31 -1.00 27.25 0| 0 1,011 0 5560 19.71 -1.00 27.13 0| 0 752 0 5600 23.71 -1.00 26.11 0| 0 0 0 6000 24.52 -1.00 25.95 0| 0 1,447 0 6081 27.71 -1.00 25.43 0| 0 0 0 6400 33.21 -1.00 24.98 0| 0 1,593 0 6950 41.90 -1.00 25.23 0| 0 0 0 7819 43.71 -1.00 25.42 0| 0 0 0 8000 47.11 -1.00 25.86 0| 0 0 0 8340 50.59 -1.00 26.46 0| 0 0 0 8688 67.96 -1.00 31.00 0| 0 0 0 10425 Total 3| 0 23,491 0 Indicative a-t-m Vol 37.30 Underlying Price 36.290 Time to expiry: 204 Days Mar 11 0.66 -0.09 48.29 0| 0 0 0 2400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.29 -0.17 44.34 0| 0 48 0 2800 2.30 -0.28 40.71 0| 0 19 0 3200 3.05 -0.35 39.50 0| 0 0 0 3400 3.82 3.84 -0.43 37.41 3.82 3.82 522| 0 119 0 3600 4.32 4.92 -0.51 36.67 4.32 4.32 3| 0 89 0 3800 6.09 -0.59 35.41 0| 0 820 0 4000 7.42 -0.67 34.40 0| 0 104 0 4200 8.85 -0.74 33.04 0| 0 41 0 4400 10.49 -0.80 32.55 0| 0 26 0 4600 12.21 -0.85 32.03 0| 0 21 0 4800 15.87 -0.93 31.11 0| 0 0 0 5200 19.73 -0.98 30.60 0| 0 76 0 5600 23.71 -1.00 29.76 0| 0 22 0 6000 27.71 -1.00 29.47 0| 0 0 0 6400 35.71 -1.00 29.44 0| 0 0 0 7200 43.71 -1.00 30.01 0| 0 0 0 8000 51.71 -1.00 31.00 0| 0 0 0 8800 Total 525| 0 1,385 0 Indicative a-t-m Vol 37.35 Underlying Price 36.290 Time to expiry: 295 Days Jun 11 0.37 -0.04 55.00 0| 0 0 0 1738 0.64 -0.07 50.21 0| 0 20 0 2085 1.04 -0.12 46.56 0| 0 0 0 2400 1.76 -0.19 42.82 0| 0 18 0 2780 2.83 -0.28 41.00 0| 12 1,022 +12 3128 4.10 -0.38 38.00 0| 0 1 0 3475 4.69 -0.43 37.50 0| 40 60 +40 3600 5.86 -0.50 36.37 0| 0 60 0 3823 6.90 -0.56 35.38 0| 0 0 0 4000 7.99 -0.62 34.65 0| 0 22 0 4170 9.55 -0.69 33.23 0| 0 62 0 4400 11.08 -0.75 32.52 0| 0 0 0 4600 13.27 -0.81 31.83 0| 0 101 0 4865 16.32 -0.88 30.95 0| 0 62 0 5213 19.52 -0.93 30.31 0| 0 132 0 5560 26.26 -0.99 29.60 0| 0 92 0 6255 33.21 -1.00 29.31 0| 0 0 0 6950 40.16 -1.00 29.44 0| 0 0 0 7645 43.71 -1.00 29.64 0| 0 0 0 8000 47.11 -1.00 29.91 0| 0 0 0 8340 50.59 -1.00 30.25 0| 0 0 0 8688 83.71 -1.00 36.00 0| 0 0 0 12000 Total 0| 52 1,652 +52 Indicative a-t-m Vol 36.84 Underlying Price 36.290 Time to expiry: 477 Days Dec 11 1.09 -0.08 56.00 0| 0 0 0 1738 1.55 -0.12 50.00 0| 0 5 0 2085 2.05 -0.17 45.02 0| 0 5 0 2400 3.12 -0.25 42.06 0| 0 0 0 2780 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 25 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.38 -0.33 39.49 0| 0 0 0 3128 6.00 -0.43 37.63 0| 0 1,500 0 3475 7.93 -0.52 35.84 0| 0 1,500 0 3823 9.01 -0.57 35.06 0| 0 3 0 4000 10.17 -0.62 34.38 0| 0 0 0 4170 11.82 -0.68 33.54 0| 0 0 0 4400 13.34 -0.73 32.90 0| 0 500 0 4600 14.96 -0.77 32.32 0| 0 5 0 4800 18.48 -0.85 31.32 0| 0 1,505 0 5213 21.99 -0.90 30.61 0| 0 1,250 0 5600 25.75 -0.93 30.06 0| 0 250 0 6000 29.58 -0.96 29.68 0| 0 0 0 6400 34.94 -0.98 29.41 0| 0 70 0 6950 43.49 -0.99 29.46 0| 0 0 0 7819 52.07 -1.00 30.00 0| 0 0 0 8688 84.83 -1.00 35.00 0| 0 0 0 12000 Total 0| 0 6,593 0 Indicative a-t-m Vol 36.70 Underlying Price 36.290 Time to expiry: 659 Days Jun 12 2.76 -0.18 44.87 0| 0 0 0 2400 5.40 5.55 -0.34 38.93 5.40 5.40 4| 0 0 0 3200 7.50 -0.44 36.83 0| 0 0 0 3600 9.83 -0.54 35.15 0| 0 0 0 4000 12.46 -0.63 33.41 0| 0 0 0 4400 15.34 -0.73 31.31 0| 0 0 0 4800 22.19 -0.86 29.79 0| 0 0 0 5600 25.87 -0.90 29.32 0| 0 1 0 6000 29.64 -0.94 28.86 0| 0 0 0 6400 45.24 -0.98 29.62 0| 0 0 0 8000 84.77 -0.99 39.09 0| 0 0 0 12000 Total 4| 0 1 0 Indicative a-t-m Vol 36.57 Underlying Price 36.290 Time to expiry: 848 Days Dec 12 2.58 -0.15 47.73 0| 0 0 0 2000 3.81 -0.21 44.80 0| 0 0 0 2400 6.92 -0.37 38.64 0| 0 0 0 3200 9.04 -0.46 36.68 0| 0 0 0 3600 11.49 -0.55 35.09 0| 0 0 0 4000 14.12 -0.64 33.06 0| 0 0 0 4400 17.13 -0.71 31.84 0| 0 0 0 4800 23.72 -0.84 29.40 0| 0 0 0 5600 27.32 -0.88 29.04 0| 0 0 0 6000 31.03 -0.91 29.07 0| 0 0 0 6400 46.28 -0.96 29.70 0| 0 0 0 8000 85.22 -0.97 39.64 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.55 Underlying Price 36.290 Time to expiry: 1030 Days Jun 13 4.06 -0.21 42.86 0| 0 0 0 2400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.46 -0.36 38.50 0| 0 0 0 3200 9.57 -0.44 36.67 0| 0 0 0 3600 11.96 -0.52 35.01 0| 0 0 0 4000 14.54 -0.60 33.15 0| 0 0 0 4400 17.44 -0.68 31.80 0| 0 0 0 4800 27.41 -0.85 29.09 0| 0 0 0 6000 46.19 -0.95 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.79 Underlying Price 36.290 Time to expiry: 1212 Days Dec 13 3.90 -0.17 48.00 0| 0 0 0 2000 5.05 -0.24 43.00 0| 0 0 0 2400 8.80 -0.38 38.86 0| 0 0 0 3200 13.42 -0.54 35.00 0| 0 0 0 4000 18.95 -0.68 31.86 0| 0 0 0 4800 28.78 -0.84 29.10 0| 0 0 0 6000 47.21 -0.93 30.20 0| 0 0 0 8000 85.26 -0.95 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 37.09 Underlying Price 36.290 Time to expiry: 1576 Days Dec 14 6.40 -0.26 43.00 0| 0 0 0 2400 10.54 -0.39 39.50 0| 0 0 0 3200 15.14 -0.54 35.00 0| 0 0 0 4000 20.58 -0.68 31.46 0| 0 0 0 4800 30.17 -0.83 28.44 0| 0 0 0 6000 48.26 -0.91 30.67 0| 0 0 0 8000 85.28 -0.93 36.93 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 632| 400 51,736 +320 Grand Total 1,700| 616 121,952 +526 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 36.78 Underlying Price 36.290 Time to expiry: 22 Days Sep 10 8.58 0.96 61.64 0| 0 0 0 2780 6.43 0.94 51.00 0| 0 0 0 3000 5.21 0.91 46.51 0| 0 0 0 3128 2.27 0.69 38.00 0| 0 0 0 3475 1.50 0.55 37.00 0| 0 0 0 3600 1.01 0.43 36.23 0| 0 0 0 3700 0.52 0.28 33.69 0| 0 15 0 3823 0.33 0.20 33.00 0| 0 0 0 3900 0.17 0.12 31.98 0| 0 0 0 4000 0.08 0.07 31.45 0| 0 0 0 4100 0.05 0.05 32.08 0| 0 0 0 4170 0.02 0.02 31.02 0| 0 0 0 4300 0.01 0.01 30.12 0| 0 168 0 4400 0.01 0.00 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 33.30 0| 0 873 0 4865 0.01 0.00 34.76 0| 0 0 0 5000 0.01 0.00 35.02 0| 0 700 0 5213 0.01 0.00 37.59 0| 0 0 0 5400 0.01 0.00 37.00 0| 0 962 0 5560 0.01 0.00 40.70 0| 0 386 0 6000 0.01 0.00 41.00 0| 0 717 0 6255 0.01 0.00 44.24 0| 0 362 0 6950 0.01 0.00 44.46 0| 0 680 0 7200 0.01 0.00 44.65 0| 0 0 0 8000 0.01 0.00 44.69 0| 0 0 0 8800 0.01 0.00 46.00 0| 0 0 0 9600 0.01 0.00 39.59 0| 0 0 0 10425 Total 0| 0 7,053 0 Indicative a-t-m Vol 37.30 Underlying Price 36.290 Time to expiry: 204 Days Mar 11 12.93 0.91 48.29 0| 0 0 0 2400 9.58 0.83 44.34 0| 0 0 0 2800 6.62 0.72 40.71 0| 0 0 0 3200 5.29 0.65 38.68 0| 0 0 0 3400 4.17 0.57 37.41 0| 0 0 0 3600 3.26 0.49 36.67 0| 0 0 0 3800 2.44 0.41 35.41 0| 0 0 0 4000 1.78 0.33 34.40 0| 0 0 0 4200 1.23 0.26 33.04 0| 0 200 0 4400 0.87 0.20 32.55 0| 0 0 0 4600 0.60 0.15 32.03 0| 0 1,200 0 4800 0.27 0.08 31.11 0| 0 439 0 5200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 28 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.12 0.04 30.60 0| 0 100 0 5600 0.04 0.02 29.76 0| 0 0 0 6000 0.02 0.01 29.47 0| 0 0 0 6400 0.01 0.00 29.44 0| 0 0 0 7200 0.01 0.00 30.01 0| 0 0 0 8000 0.01 0.00 31.00 0| 0 0 0 8800 Total 0| 0 1,939 0 Indicative a-t-m Vol 38.17 Underlying Price 36.290 Time to expiry: 386 Days Sep 11 11.93 0.84 46.01 0| 0 0 0 2400 6.68 0.65 40.71 0| 0 0 0 3200 4.65 0.53 38.31 0| 0 0 0 3600 3.09 0.41 36.33 0| 0 0 0 4000 1.83 0.29 33.59 0| 0 0 0 4400 0.94 0.18 30.76 0| 0 0 0 4800 0.24 0.06 28.34 0| 0 80 0 5600 0.12 0.03 27.71 0| 0 10 0 6000 0.05 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 38.03 Underlying Price 36.290 Time to expiry: 568 Days Mar 12 12.83 0.82 45.40 0| 0 0 0 2400 7.80 0.66 40.00 0| 0 0 0 3200 5.85 0.56 38.13 0| 0 0 0 3600 4.31 0.47 36.76 0| 0 0 0 4000 2.80 0.36 33.70 0| 0 0 0 4400 1.68 0.26 30.83 0| 0 0 0 4800 0.60 0.12 28.45 0| 0 0 0 5600 0.37 0.08 27.94 0| 0 0 0 6000 0.03 0.01 26.92 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 9,082 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 36.78 Underlying Price 36.290 Time to expiry: 22 Days Sep 10 0.08 -0.04 61.64 0| 0 150 0 2780 0.13 -0.06 51.00 0| 0 0 0 3000 0.19 -0.09 46.51 0| 0 0 0 3128 0.72 -0.31 38.00 0| 0 5 0 3475 1.20 -0.45 37.00 0| 0 0 0 3600 1.71 -0.57 36.23 0| 0 0 0 3700 2.45 -0.72 33.69 0| 0 134 0 3823 3.03 -0.80 33.00 0| 0 0 0 3900 4.20 3.87 -0.88 31.98 4.20 4.20 4| 0 280 0 4000 4.78 -0.93 31.45 0| 0 0 0 4100 5.45 -0.95 32.08 0| 8 848 -5 4170 6.71 -0.98 31.02 0| 0 50 0 4300 7.70 -0.99 30.12 0| 0 417 0 4400 8.70 -1.00 30.98 0| 0 0 0 4500 9.70 -1.00 31.50 0| 0 245 0 4600 10.70 -1.00 32.00 0| 0 0 0 4700 11.70 -1.00 33.08 0| 0 0 0 4800 12.35 -1.00 33.30 0| 0 2,877 0 4865 13.70 -1.00 34.76 0| 0 0 0 5000 15.83 -1.00 35.02 0| 0 173 0 5213 17.69 -1.00 37.59 0| 0 0 0 5400 19.29 -1.00 37.00 0| 2 620 -2 5560 23.69 -1.00 40.70 0| 0 1,020 0 6000 26.24 -1.00 41.00 0| 0 170 0 6255 33.19 -1.00 44.24 0| 0 210 0 6950 35.69 -1.00 44.46 0| 0 0 0 7200 43.69 -1.00 44.65 0| 0 0 0 8000 51.69 -1.00 44.69 0| 0 403 0 8800 59.68 -1.00 46.00 0| 0 0 0 9600 67.93 -1.00 39.59 0| 0 4 0 10425 Total 4| 10 7,606 -7 Indicative a-t-m Vol 37.30 Underlying Price 36.290 Time to expiry: 204 Days Mar 11 0.66 -0.09 48.29 0| 0 1 0 2400 1.29 -0.17 44.34 0| 0 0 0 2800 2.29 2.30 -0.28 40.71 2.29 2.29 50| 150 150 +150 3200 2.97 -0.35 38.68 0| 0 0 0 3400 3.84 -0.43 37.41 0| 0 595 0 3600 4.92 -0.51 36.67 0| 0 0 0 3800 6.09 -0.59 35.41 0| 0 1,320 0 4000 7.42 -0.67 34.40 0| 0 200 0 4200 8.85 -0.74 33.04 0| 0 435 0 4400 10.49 -0.80 32.55 0| 0 2,685 0 4600 12.20 -0.85 32.03 0| 0 147 0 4800 15.85 -0.92 31.11 0| 0 20 0 5200 19.68 -0.96 30.60 0| 0 4 0 5600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 23.58 -0.98 29.76 0| 0 428 0 6000 27.54 -0.99 29.47 0| 0 1,363 0 6400 35.48 -1.00 29.44 0| 0 0 0 7200 43.44 -1.00 30.01 0| 0 0 0 8000 51.39 -1.00 31.00 0| 0 20 0 8800 Total 50| 150 7,368 +150 Indicative a-t-m Vol 38.17 Underlying Price 36.290 Time to expiry: 386 Days Sep 11 1.72 -0.16 46.01 0| 0 0 0 2400 4.37 -0.35 40.71 0| 0 60 0 3200 6.30 -0.47 38.31 0| 0 0 0 3600 8.69 -0.59 36.33 0| 0 431 0 4000 11.37 -0.71 33.59 0| 0 0 0 4400 14.44 -0.82 30.76 0| 0 70 0 4800 21.64 -0.94 28.34 0| 0 30 0 5600 25.46 -0.97 27.71 0| 0 500 0 6000 29.35 -0.98 26.88 0| 0 0 0 6400 45.11 -1.00 27.16 0| 0 0 0 8000 Total 0| 0 1,091 0 Indicative a-t-m Vol 38.03 Underlying Price 36.290 Time to expiry: 568 Days Mar 12 2.45 -0.18 45.40 0| 0 0 0 2400 5.26 -0.34 40.00 0| 0 40 0 3200 7.24 -0.44 38.13 0| 0 0 0 3600 9.62 -0.53 36.76 0| 0 10 0 4000 12.03 -0.64 33.70 0| 0 0 0 4400 14.83 -0.74 30.83 0| 0 0 0 4800 21.60 -0.88 28.45 0| 0 0 0 5600 25.29 -0.92 27.94 0| 0 0 0 6000 44.56 -0.99 26.92 0| 0 0 0 8000 Total 0| 0 50 0 Total Puts 54| 160 16,115 +143 Grand Total 54| 160 25,197 +143 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 28.05 Underlying Price 29.280 Time to expiry: 22 Days Sep 10 11.29 1.00 52.00 0| 0 0 0 1800 9.29 1.00 45.57 0| 0 0 0 2000 8.29 1.00 43.30 0| 0 0 0 2100 7.29 1.00 41.03 0| 0 0 0 2200 6.29 0.99 38.92 0| 0 0 0 2300 5.30 0.99 36.49 0| 0 0 0 2400 4.81 0.98 35.20 0| 0 0 0 2450 4.32 0.97 34.06 0| 0 0 0 2500 3.36 0.94 32.12 0| 0 0 0 2600 2.44 0.87 30.34 0| 0 21 0 2700 1.64 0.74 29.53 0| 0 255 0 2800 0.98 0.57 28.45 0| 55 131 +10 2900 0.50 0.37 27.04 0| 1 3,549 0 3000 0.20 0.20 25.64 0| 22 22 +22 3100 0.07 0.08 24.83 0| 12 432 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 0| 90 5,140 +32 Indicative a-t-m Vol 28.79 Underlying Price 29.280 Time to expiry: 50 Days Oct 10 7.34 0.97 41.31 0| 0 0 0 2200 6.37 0.96 39.11 0| 0 0 0 2300 5.42 0.93 37.09 0| 0 0 0 2400 4.49 0.90 34.99 0| 0 0 0 2500 3.60 0.85 32.90 0| 0 0 0 2600 2.76 0.78 31.07 0| 0 0 0 2700 2.02 0.68 29.70 0| 0 30 0 2800 1.44 0.56 29.51 0| 0 0 0 2900 0.87 0.43 26.92 0| 0 6 0 3000 0.52 0.30 26.29 0| 0 0 0 3100 0.27 0.19 25.27 0| 10 60 0 3200 0.05 0.05 23.54 0| 0 0 0 3400 0.01 0.01 22.24 0| 0 0 0 3600 Total 0| 10 96 0 Indicative a-t-m Vol 28.55 Underlying Price 29.280 Time to expiry: 85 Days Nov 10 7.44 0.95 38.21 0| 0 0 0 2200 6.51 0.93 37.12 0| 0 0 0 2300 5.59 0.90 35.29 0| 0 0 0 2400 3.88 0.80 32.44 0| 0 0 0 2600 3.11 0.73 31.15 0| 0 0 0 2700 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.47 0.65 31.09 0| 0 0 0 2800 1.80 0.56 28.82 0| 0 0 0 2900 1.28 0.46 27.86 0| 3 3 +3 3000 0.58 0.27 26.32 0| 0 0 0 3200 0.21 0.12 25.16 0| 0 0 0 3400 0.04 0.03 22.65 0| 0 0 0 3600 Total 0| 3 3 +3 Indicative a-t-m Vol 28.44 Underlying Price 29.280 Time to expiry: 113 Days Dec 10 17.31 1.00 52.00 0| 0 0 0 1200 13.34 0.99 46.88 0| 0 0 0 1600 11.37 0.98 43.54 0| 0 0 0 1800 9.43 0.97 40.24 0| 0 0 0 2000 7.53 0.93 36.98 0| 0 305 0 2200 6.61 0.91 35.62 0| 0 0 0 2300 5.73 0.87 34.54 0| 0 0 0 2400 4.07 0.78 31.88 0| 0 6 0 2600 2.65 0.64 29.81 0| 0 346 0 2800 1.52 0.48 27.66 0| 0 267 0 3000 0.77 0.30 26.36 0| 0 62 0 3200 0.34 0.17 25.17 0| 0 0 0 3400 0.13 0.08 24.27 0| 0 0 0 3600 0.01 0.01 23.27 0| 0 0 0 4000 0.01 0.00 23.22 0| 0 0 0 4400 0.01 0.00 24.00 0| 0 0 0 4800 Total 0| 0 986 0 Indicative a-t-m Vol 28.80 Underlying Price 29.280 Time to expiry: 204 Days Mar 11 11.52 0.96 41.00 0| 0 0 0 1800 9.64 0.94 38.02 0| 0 0 0 2000 7.84 0.89 35.70 0| 0 50 0 2200 6.97 0.87 34.20 0| 0 0 0 2300 6.13 0.83 33.09 0| 0 0 0 2400 4.57 0.75 30.78 0| 0 0 0 2600 3.20 0.63 28.82 0| 0 160 0 2800 2.23 0.51 28.79 0| 0 185 0 3000 1.36 0.37 26.91 0| 0 100 0 3200 0.79 0.26 25.98 0| 0 41 0 3400 0.43 0.16 25.25 0| 0 21 0 3600 0.11 0.05 24.22 0| 0 0 0 4000 0.03 0.01 24.00 0| 0 0 0 4400 Total 0| 0 557 0 Indicative a-t-m Vol 27.89 Underlying Price 29.280 Time to expiry: 295 Days Jun 11 13.48 0.98 45.05 0| 0 0 0 1600 11.56 0.96 41.43 0| 0 0 0 1800 9.69 0.93 37.82 0| 0 0 0 2000 7.89 0.89 34.99 0| 0 0 0 2200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.02 0.86 33.52 0| 0 0 0 2300 6.20 0.83 32.54 0| 0 0 0 2400 4.68 0.74 30.49 0| 0 0 0 2600 3.35 0.63 28.82 0| 0 0 0 2800 2.28 0.51 27.36 0| 0 0 0 3000 1.45 0.38 26.15 0| 0 0 0 3200 0.55 0.19 25.19 0| 0 0 0 3600 0.18 0.07 24.40 0| 0 0 0 4000 0.05 0.03 24.01 0| 0 0 0 4400 0.02 0.01 24.00 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.08 Underlying Price 29.280 Time to expiry: 477 Days Dec 11 13.59 0.96 45.15 0| 0 0 0 1600 9.92 0.90 38.11 0| 0 0 0 2000 6.58 0.79 32.73 0| 0 0 0 2400 3.89 0.61 28.92 0| 0 0 0 2800 2.03 0.41 26.30 0| 0 0 0 3200 0.48 0.14 24.62 0| 0 0 0 4000 0.10 0.04 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.07 Underlying Price 29.280 Time to expiry: 659 Days Jun 12 13.60 0.96 45.17 0| 0 0 0 1600 9.99 0.89 37.98 0| 0 0 0 2000 6.76 0.78 32.64 0| 0 0 0 2400 4.16 0.61 28.85 0| 0 0 0 2800 2.35 0.43 26.42 0| 0 0 0 3200 0.68 0.17 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 103 6,782 +35 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 28.05 Underlying Price 29.280 Time to expiry: 22 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 0.01 -0.01 36.49 0| 0 111 0 2400 0.02 -0.02 35.20 0| 0 0 0 2450 0.03 -0.03 34.06 0| 0 42 0 2500 0.07 -0.06 32.12 0| 0 2,350 0 2600 0.16 -0.13 30.34 0| 0 25 0 2700 0.35 -0.26 29.53 0| 45 146 +45 2800 0.70 -0.43 28.45 0| 0 7 0 2900 1.21 -0.63 27.04 0| 0 80 0 3000 1.91 -0.80 25.64 0| 0 0 0 3100 2.78 -0.92 24.83 0| 0 80 0 3200 4.72 -1.00 24.02 0| 0 104 0 3400 6.72 -1.00 23.26 0| 0 0 0 3600 8.72 -1.00 23.26 0| 0 0 0 3800 10.72 -1.00 23.26 0| 0 0 0 4000 14.72 -1.00 23.56 0| 0 0 0 4400 18.72 -1.00 24.94 0| 0 0 0 4800 Total 0| 45 3,040 +45 Indicative a-t-m Vol 28.79 Underlying Price 29.280 Time to expiry: 50 Days Oct 10 0.05 -0.03 41.31 0| 0 0 0 2200 0.08 -0.04 39.11 0| 0 30 0 2300 0.12 -0.07 37.09 0| 0 0 0 2400 0.19 -0.10 34.99 0| 0 0 0 2500 0.30 -0.15 32.90 0| 0 0 0 2600 0.46 -0.22 31.07 0| 0 0 0 2700 0.72 -0.32 29.70 0| 0 0 0 2800 1.14 -0.44 29.51 0| 0 0 0 2900 1.57 -0.57 26.92 0| 0 0 0 3000 2.22 -0.70 26.29 0| 0 0 0 3100 2.97 -0.81 25.27 0| 0 0 0 3200 4.76 -0.95 23.54 0| 0 0 0 3400 6.72 -1.00 22.24 0| 0 0 0 3600 Total 0| 0 30 0 Indicative a-t-m Vol 28.55 Underlying Price 29.280 Time to expiry: 85 Days Nov 10 0.12 -0.05 38.21 0| 0 0 0 2200 0.19 -0.07 37.12 0| 0 0 0 2300 0.27 -0.10 35.29 0| 0 0 0 2400 0.56 -0.20 32.44 0| 0 0 0 2600 0.78 -0.27 31.15 0| 0 0 0 2700 1.14 -0.35 31.09 0| 0 0 0 2800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.47 -0.44 28.82 0| 0 0 0 2900 1.96 -0.54 27.86 0| 0 0 0 3000 3.25 -0.73 26.32 0| 0 0 0 3200 4.89 -0.88 25.16 0| 0 0 0 3400 6.74 -0.97 22.65 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 28.44 Underlying Price 29.280 Time to expiry: 113 Days Dec 10 0.01 0.00 52.00 0| 0 0 0 1200 0.02 -0.01 46.88 0| 0 0 0 1600 0.04 -0.02 43.54 0| 0 224 0 1800 0.10 -0.03 40.24 0| 0 163 0 2000 0.19 -0.07 36.98 0| 0 52 0 2200 0.27 -0.09 35.62 0| 0 0 0 2300 0.39 -0.13 34.54 0| 0 93 0 2400 0.73 -0.22 31.88 0| 0 0 0 2600 1.30 -0.36 29.81 0| 0 23 0 2800 2.17 -0.53 27.66 0| 0 0 0 3000 3.42 -0.70 26.36 0| 0 50 0 3200 4.99 -0.84 25.17 0| 0 0 0 3400 6.79 -0.93 24.27 0| 0 50 0 3600 10.72 -1.00 23.27 0| 0 0 0 4000 14.72 -1.00 23.22 0| 0 0 0 4400 18.72 -1.00 24.00 0| 0 0 0 4800 Total 0| 0 655 0 Indicative a-t-m Vol 28.80 Underlying Price 29.280 Time to expiry: 204 Days Mar 11 0.17 -0.04 41.00 0| 0 112 0 1800 0.29 -0.07 38.02 0| 0 1 0 2000 0.50 -0.12 35.70 0| 0 0 0 2200 0.63 -0.14 34.20 0| 0 0 0 2300 0.80 -0.18 33.09 0| 0 20 0 2400 1.25 -0.27 30.78 0| 0 50 0 2600 1.90 -0.38 28.82 0| 0 50 0 2800 2.96 -0.51 28.79 0| 0 2 0 3000 4.10 -0.64 26.91 0| 0 0 0 3200 5.54 -0.75 25.98 0| 0 0 0 3400 7.19 -0.84 25.25 0| 0 0 0 3600 10.86 -0.95 24.22 0| 0 0 0 4000 14.76 -0.99 24.00 0| 0 0 0 4400 Total 0| 0 235 0 Indicative a-t-m Vol 27.89 Underlying Price 29.280 Time to expiry: 295 Days Jun 11 0.32 -0.06 45.05 0| 0 0 0 1600 0.48 -0.09 41.43 0| 0 0 0 1800 0.68 -0.12 37.82 0| 0 0 0 2000 0.99 -0.18 34.99 0| 0 6 0 2200 1.17 -0.21 33.52 0| 0 0 0 2300 1.44 -0.25 32.54 0| 0 0 0 2400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.05 -0.34 30.49 0| 0 0 0 2600 2.88 -0.45 28.82 0| 0 0 0 2800 3.95 -0.56 27.36 0| 0 0 0 3000 5.23 -0.68 26.15 0| 0 0 0 3200 8.45 -0.84 25.19 0| 0 0 0 3600 12.11 -0.94 24.40 0| 0 0 0 4000 15.97 -0.98 24.01 0| 0 0 0 4400 19.91 -0.99 24.00 0| 0 0 0 4800 Total 0| 0 6 0 Indicative a-t-m Vol 28.08 Underlying Price 29.280 Time to expiry: 477 Days Dec 11 0.74 -0.09 45.15 0| 0 0 0 1600 1.25 -0.16 38.11 0| 0 0 0 2000 2.11 -0.27 32.73 0| 0 0 0 2400 3.58 -0.43 28.92 0| 0 0 0 2800 5.81 -0.62 26.30 0| 0 0 0 3200 12.30 -0.88 24.62 0| 0 0 0 4000 19.91 -0.97 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.07 Underlying Price 29.280 Time to expiry: 659 Days Jun 12 1.29 -0.12 45.17 0| 0 0 0 1600 1.97 -0.20 37.98 0| 0 0 0 2000 3.02 -0.31 32.64 0| 0 0 0 2400 4.66 -0.46 28.85 0| 0 0 0 2800 6.98 -0.62 26.42 0| 0 0 0 3200 13.34 -0.85 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 45 3,966 +45 Grand Total 0| 148 10,748 +80 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 28.05 Underlying Price 29.280 Time to expiry: 22 Days Sep 10 11.29 1.00 52.00 0| 0 0 0 1800 9.29 1.00 45.57 0| 0 0 0 2000 8.29 1.00 43.30 0| 0 0 0 2100 7.29 1.00 41.03 0| 0 179 0 2200 6.29 0.99 38.92 0| 0 0 0 2300 5.30 0.99 36.49 0| 0 0 0 2400 4.81 0.98 35.20 0| 0 0 0 2450 4.32 0.97 34.06 0| 0 0 0 2500 3.36 0.94 32.12 0| 0 0 0 2600 2.44 0.87 30.34 0| 0 0 0 2700 1.64 0.74 29.53 0| 0 0 0 2800 0.98 0.57 28.45 0| 0 0 0 2900 0.50 0.37 27.04 0| 0 30 0 3000 0.20 0.20 25.64 0| 0 0 0 3100 0.07 0.08 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 28.80 Underlying Price 29.280 Time to expiry: 204 Days Mar 11 17.12 0.99 52.67 0| 0 0 0 1200 13.22 0.98 44.55 0| 0 0 0 1600 11.30 0.96 41.00 0| 0 0 0 1800 9.43 0.93 38.02 0| 0 0 0 2000 7.65 0.88 35.70 0| 0 0 0 2200 6.78 0.86 34.20 0| 0 0 0 2300 5.95 0.82 33.09 0| 0 0 0 2400 4.42 0.73 30.78 0| 0 0 0 2600 3.08 0.62 28.82 0| 0 25 0 2800 2.15 0.49 28.79 0| 0 0 0 3000 1.30 0.36 26.91 0| 0 20 0 3200 0.75 0.25 25.98 0| 0 0 0 3400 0.41 0.16 25.25 0| 0 0 0 3600 0.10 0.05 24.22 0| 0 0 0 4000 0.02 0.01 24.00 0| 0 0 0 4400 0.01 0.00 24.14 0| 0 0 0 4800 Total 0| 0 45 0 Indicative a-t-m Vol 27.77 Underlying Price 29.280 Time to expiry: 386 Days Sep 11 12.33 0.94 41.65 0| 0 0 0 1600 8.86 0.86 36.43 0| 0 0 0 2000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.74 0.74 31.83 0| 0 0 0 2400 3.25 0.56 28.23 0| 0 0 0 2800 1.68 0.37 26.78 0| 0 0 0 3200 0.81 0.22 26.15 0| 0 0 0 3600 0.37 0.11 25.80 0| 0 0 0 4000 0.12 0.04 27.85 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.01 Underlying Price 29.280 Time to expiry: 568 Days Mar 12 12.86 0.91 43.05 0| 0 0 0 1600 9.51 0.84 36.79 0| 0 0 0 2000 6.58 0.73 32.68 0| 0 0 0 2400 4.04 0.58 28.51 0| 0 0 0 2800 2.39 0.42 26.94 0| 0 0 0 3200 0.81 0.19 26.33 0| 0 0 0 4000 0.36 0.09 28.05 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 2,845 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 28.05 Underlying Price 29.280 Time to expiry: 22 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 0.01 -0.01 36.49 0| 0 40 0 2400 0.02 -0.02 35.20 0| 0 0 0 2450 0.03 -0.03 34.06 0| 0 0 0 2500 0.07 -0.06 32.12 0| 0 41 0 2600 0.16 -0.13 30.34 0| 0 0 0 2700 0.35 -0.26 29.53 0| 0 1 0 2800 0.70 -0.43 28.45 0| 0 0 0 2900 1.21 -0.63 27.04 0| 0 15 0 3000 1.91 -0.80 25.64 0| 0 0 0 3100 2.78 -0.92 24.83 0| 0 11 0 3200 4.71 -0.99 24.02 0| 0 2 0 3400 6.71 -1.00 23.26 0| 0 2 0 3600 8.71 -1.00 23.26 0| 0 1 0 3800 10.71 -1.00 23.26 0| 0 1 0 4000 14.71 -1.00 23.56 0| 0 0 0 4400 18.71 -1.00 24.94 0| 0 0 0 4800 Total 0| 0 242 0 Indicative a-t-m Vol 28.80 Underlying Price 29.280 Time to expiry: 204 Days Mar 11 0.03 -0.01 52.67 0| 0 0 0 1200 0.10 -0.02 44.55 0| 0 369 0 1600 0.17 -0.04 41.00 0| 0 310 0 1800 0.29 -0.07 38.02 0| 0 0 0 2000 0.50 -0.12 35.70 0| 0 0 0 2200 0.63 -0.14 34.20 0| 0 0 0 2300 0.80 -0.18 33.09 0| 0 0 0 2400 1.25 -0.27 30.78 0| 0 0 0 2600 1.90 -0.38 28.82 0| 0 20 0 2800 2.96 -0.51 28.79 0| 0 10 0 3000 4.10 -0.64 26.91 0| 0 0 0 3200 5.54 -0.75 25.98 0| 0 0 0 3400 7.19 -0.84 25.25 0| 0 0 0 3600 10.86 -0.95 24.22 0| 0 0 0 4000 14.76 -0.99 24.00 0| 0 0 0 4400 18.72 -1.00 24.14 0| 0 0 0 4800 Total 0| 0 709 0 Indicative a-t-m Vol 27.77 Underlying Price 29.280 Time to expiry: 386 Days Sep 11 0.39 -0.06 41.65 0| 0 0 0 1600 0.87 -0.14 36.43 0| 0 80 0 2000 1.71 -0.26 31.83 0| 0 0 0 2400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.16 -0.44 28.23 0| 0 0 0 2800 5.55 -0.63 26.78 0| 0 0 0 3200 8.62 -0.78 26.15 0| 0 0 0 3600 12.13 -0.89 25.80 0| 0 0 0 4000 19.79 -0.96 27.85 0| 0 0 0 4800 Total 0| 0 80 0 Indicative a-t-m Vol 28.01 Underlying Price 29.280 Time to expiry: 568 Days Mar 12 0.81 -0.09 43.05 0| 0 0 0 1600 1.38 -0.16 36.79 0| 0 0 0 2000 2.37 -0.27 32.68 0| 0 0 0 2400 3.75 -0.42 28.51 0| 0 0 0 2800 6.02 -0.58 26.94 0| 0 0 0 3200 12.29 -0.81 26.33 0| 0 0 0 4000 19.68 -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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 28.94 Underlying Price 91.990 Time to expiry: 22 Days Sep 10 48.00 1.00 75.00 0| 0 0 0 4400 44.00 1.00 75.02 0| 0 0 0 4800 36.01 1.00 69.01 0| 0 0 0 5600 28.04 0.99 59.62 0| 0 0 0 6400 24.06 0.99 54.59 0| 0 0 0 6800 20.14 0.97 52.19 0| 0 0 0 7200 16.18 0.96 44.61 0| 0 500 0 7600 12.30 0.93 38.94 0| 0 1,122 0 8000 8.62 0.86 35.21 0| 0 196 0 8400 6.90 0.80 33.47 0| 0 0 0 8600 5.30 0.73 31.63 0| 0 3,578 0 8800 3.91 0.63 30.57 0| 20 75 +10 9000 2.67 0.52 28.93 0| 0 4,443 0 9200 1.60 1.72 0.39 27.74 1.70 1.60 96| 122 1,259 -115 9400 0.98 1.01 0.27 26.75 0.98 0.98 13| 44 879 0 9600 0.56 0.18 26.23 0| 0 444 0 9800 0.28 0.10 25.45 0| 0 4,772 0 10000 0.01 0.00 19.93 0| 0 2,793 0 11000 0.01 0.00 18.58 0| 0 4 0 12000 0.01 0.00 23.00 0| 0 0 0 14000 Total 109| 186 20,065 -105 Indicative a-t-m Vol 29.82 Underlying Price 91.990 Time to expiry: 50 Days Oct 10 16.62 0.91 39.73 0| 0 0 0 7600 13.00 0.86 37.05 0| 0 0 0 8000 9.64 0.78 34.41 0| 0 0 0 8400 8.08 0.73 33.17 0| 0 3 0 8600 6.63 0.67 32.06 0| 0 40 0 8800 5.31 0.60 31.04 0| 23 23 +23 9000 4.11 0.52 29.81 0| 21 44 -21 9200 2.97 3.06 0.44 28.60 2.97 2.95 130| 0 0 0 9400 2.25 0.36 27.98 0| 0 62 0 9600 1.60 1.55 0.28 26.92 1.60 1.60 4| 0 36 0 9800 1.08 0.22 26.63 0| 40 1,813 +40 10000 0.08 0.03 24.09 0| 0 140 0 11000 0.01 0.00 26.00 0| 0 0 0 12000 Total 134| 84 2,161 +42 Indicative a-t-m Vol 30.44 Underlying Price 91.990 Time to expiry: 85 Days Nov 10 17.37 0.87 38.96 0| 0 0 0 7600 14.01 0.81 36.99 0| 0 0 0 8000 10.83 0.74 34.64 0| 0 0 0 8400 7.78 8.08 0.64 33.14 7.78 7.78 8| 0 0 0 8800 6.78 0.59 32.05 0| 0 0 0 9000 5.47 0.53 30.43 0| 15 32 +15 9200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.53 0.47 30.03 0| 35 77 +35 9400 3.68 0.42 29.61 0| 0 0 0 9600 2.20 2.25 0.30 28.47 2.20 2.20 20| 0 0 0 10000 0.47 0.09 26.29 0| 0 60 0 11000 0.10 0.02 26.44 0| 0 0 0 12000 Total 28| 50 169 +50 Indicative a-t-m Vol 30.88 Underlying Price 91.990 Time to expiry: 113 Days Dec 10 68.04 1.00 70.00 0| 0 0 0 2400 60.07 1.00 71.00 0| 0 0 0 3200 52.13 0.99 65.91 0| 0 0 0 4000 48.18 0.99 62.64 0| 0 0 0 4400 44.24 0.99 59.23 0| 0 0 0 4800 42.27 0.98 57.52 0| 0 0 0 5000 36.41 0.97 52.53 0| 0 0 0 5600 32.55 0.96 49.38 0| 0 2 0 6000 28.72 0.94 46.40 0| 0 0 0 6400 24.99 0.92 44.05 0| 0 0 0 6800 23.11 0.91 41.98 0| 0 5,050 0 7000 21.29 0.89 40.74 0| 0 0 0 7200 17.82 0.85 38.75 0| 0 0 0 7600 14.51 0.79 36.71 0| 500 4,001 0 8000 11.43 0.72 34.68 0| 0 2,504 0 8400 8.67 0.64 32.98 0| 2,500 4,231 0 8800 7.43 0.59 32.00 0| 1,250 3,876 0 9000 6.21 0.54 30.87 0| 0 913 0 9200 4.25 0.43 29.34 0| 2,500 3,132 +2,500 9600 2.65 2.76 0.32 28.22 2.65 2.65 1| 0 1,627 0 10000 0.14 0.03 24.87 0| 0 364 0 12000 0.01 0.00 23.55 0| 0 0 0 14000 0.01 0.00 25.00 0| 0 0 0 16000 Total 1| 6,750 25,700 +2,500 Indicative a-t-m Vol 30.89 Underlying Price 91.990 Time to expiry: 204 Days Mar 11 36.77 0.95 47.71 0| 0 0 0 5600 29.43 0.91 43.48 0| 0 0 0 6400 22.42 0.84 39.23 0| 0 158 0 7200 19.16 0.80 37.28 0| 0 40 0 7600 16.06 0.75 35.44 0| 0 0 0 8000 13.18 0.69 33.74 0| 0 0 0 8400 10.59 0.62 32.31 0| 0 279 0 8800 8.27 0.54 30.89 0| 6 59 +6 9200 6.36 0.46 29.93 0| 0 430 0 9600 4.71 0.39 28.83 0| 0 158 0 10000 0.71 0.09 25.56 0| 0 259 0 12000 0.07 0.01 24.65 0| 0 0 0 14000 0.01 0.00 26.00 0| 0 0 0 16000 Total 0| 6 1,383 +6 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 43 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 31.39 Underlying Price 91.990 Time to expiry: 295 Days Jun 11 68.06 1.00 63.00 0| 0 0 0 2400 60.11 1.00 59.34 0| 0 0 0 3200 52.25 0.99 54.35 0| 0 0 0 4000 48.36 0.98 51.83 0| 0 0 0 4400 44.50 0.97 49.28 0| 0 0 0 4800 36.97 0.94 44.69 0| 0 0 0 5600 33.33 0.92 42.80 0| 0 0 0 6000 29.80 0.89 40.99 0| 0 0 0 6400 23.08 0.82 37.56 0| 0 0 0 7200 17.05 0.73 34.67 0| 0 0 0 8000 14.32 0.68 33.33 0| 0 0 0 8400 11.82 0.61 31.99 0| 0 640 0 8800 9.78 0.55 31.39 0| 0 50 0 9200 7.85 0.48 30.44 0| 0 41 0 9600 6.13 0.42 29.47 0| 0 100 0 10000 1.33 0.14 25.75 0| 0 90 0 12000 0.19 0.03 23.90 0| 0 107 0 14000 0.05 0.01 25.00 0| 0 0 0 16000 Total 0| 0 1,028 0 Indicative a-t-m Vol 30.91 Underlying Price 91.990 Time to expiry: 477 Days Dec 11 68.06 1.00 59.00 0| 0 0 0 2400 60.12 1.00 54.27 0| 0 0 0 3200 52.35 0.98 50.45 0| 0 0 0 4000 48.52 0.97 47.82 0| 0 0 0 4400 44.75 0.96 45.64 0| 0 0 0 4800 37.55 0.92 42.09 0| 0 0 0 5600 34.24 0.89 41.16 0| 0 1 0 6000 30.94 0.86 39.59 0| 0 0 0 6400 26.06 0.81 36.87 0| 0 1,750 0 7000 19.00 0.71 33.86 0| 0 1,000 0 8000 15.88 0.65 32.54 0| 0 500 0 8500 13.05 0.59 31.34 0| 0 250 0 9000 10.11 0.51 30.03 0| 0 1,000 0 9600 8.43 0.45 29.24 0| 0 1,000 0 10000 2.78 0.21 26.00 0| 0 50 0 12000 0.21 0.02 23.80 0| 0 0 0 16000 Total 0| 0 5,551 0 Indicative a-t-m Vol 31.44 Underlying Price 91.990 Time to expiry: 659 Days Jun 12 52.63 0.97 50.86 0| 0 0 0 4000 45.33 0.94 46.30 0| 0 0 0 4800 38.50 0.89 42.83 0| 0 0 0 5600 35.36 0.86 41.56 0| 0 0 0 6000 32.32 0.84 40.46 0| 0 0 0 6400 26.15 0.77 36.82 0| 0 0 0 7200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 44 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 20.90 0.70 34.63 0| 0 0 0 8000 15.99 0.62 32.07 0| 0 0 0 8800 12.24 0.53 30.80 0| 0 0 0 9600 4.12 0.26 26.10 0| 0 0 0 12000 0.51 0.05 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.05 Underlying Price 91.990 Time to expiry: 848 Days Dec 12 68.07 1.00 58.28 0| 0 0 0 2400 60.29 0.99 55.45 0| 0 0 0 3200 52.98 0.96 51.18 0| 0 0 0 4000 46.05 0.92 46.98 0| 0 0 0 4800 36.47 0.85 41.81 0| 0 0 0 6000 27.78 0.76 37.30 0| 0 0 0 7200 22.76 0.70 35.20 0| 0 0 0 8000 20.32 0.66 33.91 0| 0 0 0 8400 18.17 0.62 33.10 0| 0 0 0 8800 14.03 0.54 31.00 0| 0 0 0 9600 5.40 0.30 26.20 0| 0 0 0 12000 1.11 0.09 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.13 Underlying Price 91.990 Time to expiry: 1030 Days Jun 13 37.44 0.84 42.24 0| 0 0 0 6000 24.26 0.70 35.78 0| 0 0 0 8000 19.46 0.63 33.09 0| 0 0 0 8800 15.44 0.56 31.17 0| 0 0 0 9600 6.53 0.33 26.30 0| 0 0 0 12000 2.07 0.13 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.24 Underlying Price 91.990 Time to expiry: 1212 Days Dec 13 68.07 1.00 58.00 0| 0 0 0 2400 60.34 0.98 54.57 0| 0 0 0 3200 53.55 0.94 51.82 0| 0 0 0 4000 47.15 0.90 47.64 0| 0 0 0 4800 38.34 0.83 42.62 0| 0 0 0 6000 25.60 0.70 36.17 0| 0 0 0 8000 7.65 0.36 26.40 0| 0 0 0 12000 2.88 0.16 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.29 Underlying Price 91.990 Time to expiry: 1576 Days Dec 14 47.84 0.90 47.50 0| 0 0 0 4800 39.58 0.83 42.70 0| 0 0 0 6000 27.38 0.71 36.19 0| 0 0 0 8000 9.50 0.40 26.50 0| 0 0 0 12000 4.00 0.20 25.93 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total Calls 272| 7,076 56,057 +2,493 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 46 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 28.94 Underlying Price 91.990 Time to expiry: 22 Days Sep 10 0.01 0.00 75.00 0| 0 120 0 4400 0.01 0.00 75.02 0| 0 655 0 4800 0.01 0.00 69.01 0| 0 152 0 5600 0.03 -0.01 59.62 0| 0 91 0 6400 0.05 -0.01 54.59 0| 0 235 0 6800 0.13 -0.03 52.19 0| 0 3,735 0 7200 0.17 -0.04 44.61 0| 0 2,441 0 7600 0.28 -0.07 38.94 0| 0 8,344 0 8000 0.61 -0.14 35.21 0| 0 1,237 0 8400 0.88 -0.20 33.47 0| 20 288 0 8600 1.28 -0.27 31.63 0| 530 4,280 +520 8800 1.90 -0.37 30.57 0| 0 659 0 9000 2.65 -0.48 28.93 0| 0 600 0 9200 3.70 -0.61 27.74 0| 10 65 +10 9400 5.00 -0.73 26.75 0| 0 82 0 9600 6.55 -0.82 26.23 0| 0 21 0 9800 8.27 -0.90 25.45 0| 0 62 0 10000 18.01 -1.00 19.93 0| 0 0 0 11000 28.01 -1.00 18.58 0| 0 0 0 12000 48.01 -1.00 23.00 0| 0 0 0 14000 Total 0| 560 23,067 +530 Indicative a-t-m Vol 29.82 Underlying Price 91.990 Time to expiry: 50 Days Oct 10 0.58 -0.09 39.73 0| 0 100 0 7600 0.96 -0.14 37.05 0| 0 67 0 8000 1.59 -0.22 34.41 0| 20 85 0 8400 2.02 -0.27 33.17 0| 0 66 0 8600 2.57 -0.33 32.06 0| 0 27 0 8800 3.26 -0.40 31.04 0| 0 55 0 9000 4.05 -0.48 29.81 0| 0 200 0 9200 5.01 -0.56 28.60 0| 0 72 0 9400 6.20 -0.64 27.98 0| 0 40 0 9600 7.50 -0.72 26.92 0| 0 0 0 9800 9.03 -0.78 26.63 0| 0 0 0 10000 18.05 -0.98 24.09 0| 0 0 0 11000 28.01 -1.00 26.00 0| 0 0 0 12000 Total 0| 20 712 0 Indicative a-t-m Vol 30.44 Underlying Price 91.990 Time to expiry: 85 Days Nov 10 1.26 -0.13 38.96 0| 0 0 0 7600 1.89 -0.19 36.99 0| 120 50 +47 8000 2.71 -0.26 34.64 0| 49 34 +19 8400 3.95 -0.36 33.14 0| 0 0 0 8800 4.65 -0.41 32.05 0| 0 0 0 9000 5.34 -0.47 30.43 0| 0 0 0 9200 6.40 -0.53 30.03 0| 0 0 0 9400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.55 -0.59 29.61 0| 0 0 0 9600 10.12 -0.70 28.47 0| 0 0 0 10000 18.37 -0.91 26.29 0| 0 0 0 11000 28.03 -0.99 26.44 0| 0 0 0 12000 Total 0| 169 84 +66 Indicative a-t-m Vol 30.88 Underlying Price 91.990 Time to expiry: 113 Days Dec 10 0.01 0.00 70.00 0| 0 75 0 2400 0.03 0.00 71.00 0| 0 140 0 3200 0.09 -0.01 65.91 0| 0 225 0 4000 0.14 -0.01 62.64 0| 0 513 0 4400 0.21 -0.02 59.23 0| 0 366 0 4800 0.25 -0.02 57.52 0| 0 323 0 5000 0.40 -0.03 52.53 0| 0 861 0 5600 0.56 -0.05 49.38 0| 0 2,987 0 6000 0.75 -0.07 46.40 0| 20 321 -15 6400 1.05 -0.09 44.05 0| 0 3,211 0 6800 1.18 -0.10 41.98 0| 0 2,433 0 7000 1.38 -0.12 40.74 0| 0 2,412 0 7200 1.95 -0.17 38.75 0| 0 4,865 0 7600 2.69 -0.22 36.71 0| 0 8,632 0 8000 3.66 -0.29 34.68 0| 0 4,689 0 8400 4.95 -0.38 32.98 0| 0 4,224 0 8800 5.74 -0.43 32.00 0| 0 1,915 0 9000 6.55 -0.48 30.87 0| 0 90 0 9200 8.62 -0.58 29.34 0| 0 23 0 9600 11.16 -0.69 28.22 0| 0 83 0 10000 28.58 -0.97 24.87 0| 0 0 0 12000 48.40 -1.00 23.55 0| 0 0 0 14000 68.30 -1.00 25.00 0| 0 0 0 16000 Total 0| 20 38,388 -15 Indicative a-t-m Vol 30.89 Underlying Price 91.990 Time to expiry: 204 Days Mar 11 0.98 -0.06 47.71 0| 0 241 0 5600 1.71 -0.10 43.48 0| 0 221 0 6400 2.85 2.75 -0.17 39.23 2.85 2.85 35| 0 127 0 7200 3.50 -0.21 37.28 0| 0 123 0 7600 4.43 -0.26 35.44 0| 14 850 -5 8000 5.68 5.57 -0.32 33.74 5.68 5.68 15| 0 40 0 8400 7.00 -0.39 32.31 0| 0 306 0 8800 8.68 -0.46 30.89 0| 42 309 -1 9200 10.77 -0.54 29.93 0| 0 23 0 9600 13.12 -0.62 28.83 0| 0 0 0 10000 29.08 -0.91 25.56 0| 0 12 0 12000 48.41 -0.99 24.65 0| 0 20 0 14000 68.31 -1.00 26.00 0| 0 0 0 16000 Total 50| 56 2,272 -6 Indicative a-t-m Vol 31.39 Underlying Price 91.990 Time to expiry: 295 Days Jun 11 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.08 0.00 63.00 0| 0 170 0 2400 0.27 -0.01 59.34 0| 0 465 0 3200 0.56 -0.03 54.35 0| 0 236 0 4000 0.76 -0.04 51.83 0| 0 200 0 4400 0.97 -0.05 49.28 0| 0 62 0 4800 1.59 -0.08 44.69 0| 0 3 0 5600 2.04 -0.10 42.80 0| 0 24 0 6000 2.60 -0.13 40.99 0| 0 27 0 6400 4.02 4.01 -0.20 37.56 4.02 4.02 27| 0 184 0 7200 6.10 -0.29 34.67 0| 0 64 0 8000 7.42 -0.35 33.33 0| 0 11 0 8400 8.98 -0.41 31.99 0| 0 620 0 8800 10.98 -0.47 31.39 0| 0 28 0 9200 13.08 -0.53 30.44 0| 0 10 0 9600 15.40 -0.60 29.47 0| 0 0 0 10000 30.62 -0.87 25.75 0| 0 0 0 12000 49.38 -0.97 23.90 0| 0 0 0 14000 69.08 -0.99 25.00 0| 0 0 0 16000 Total 27| 0 2,104 0 Indicative a-t-m Vol 30.91 Underlying Price 91.990 Time to expiry: 477 Days Dec 11 0.28 -0.01 59.00 0| 0 0 0 2400 0.62 -0.02 54.27 0| 0 50 0 3200 1.18 -0.04 50.45 0| 0 200 0 4000 1.47 -0.06 47.82 0| 0 40 0 4400 1.81 -0.07 45.64 0| 0 50 0 4800 2.81 -0.11 42.09 0| 0 40 0 5600 3.58 -0.13 41.16 0| 0 121 0 6000 4.34 -0.16 39.59 0| 0 750 0 6400 5.49 -0.21 36.87 0| 0 1,250 0 7000 8.47 -0.31 33.86 0| 0 2,000 0 8000 10.36 -0.36 32.54 0| 0 500 0 8500 12.52 -0.43 31.34 0| 0 1,250 0 9000 15.55 -0.50 30.03 0| 0 0 0 9600 17.84 -0.56 29.24 0| 0 0 0 10000 32.03 -0.79 26.00 0| 0 0 0 12000 69.10 -0.97 24.85 0| 0 0 0 16000 Total 0| 0 6,251 0 Indicative a-t-m Vol 31.44 Underlying Price 91.990 Time to expiry: 659 Days Jun 12 2.26 -0.06 50.86 0| 0 0 0 4000 3.21 -0.09 46.30 0| 0 0 0 4800 4.55 -0.13 42.83 0| 0 0 0 5600 5.46 -0.16 41.56 0| 0 0 0 6000 6.46 -0.19 40.46 0| 0 0 0 6400 8.27 -0.25 36.82 0| 0 0 0 7200 11.01 -0.32 34.63 0| 0 0 0 8000 14.06 -0.40 32.07 0| 0 0 0 8800 18.24 -0.48 30.80 0| 0 0 0 9600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 33.79 -0.75 26.10 0| 0 0 0 12000 69.40 -0.95 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.05 Underlying Price 91.990 Time to expiry: 848 Days Dec 12 1.13 -0.03 58.28 0| 0 0 0 2400 2.23 -0.05 55.45 0| 0 0 0 3200 3.36 -0.08 51.18 0| 0 0 0 4000 4.64 -0.11 46.98 0| 0 0 0 4800 7.11 -0.17 41.81 0| 0 0 0 6000 10.32 -0.25 37.30 0| 0 0 0 7200 13.18 -0.32 35.20 0| 0 0 0 8000 14.65 -0.35 33.91 0| 0 0 0 8400 16.44 -0.39 33.10 0| 0 0 0 8800 20.14 -0.47 31.00 0| 0 0 0 9600 34.92 -0.71 26.20 0| 0 0 0 12000 69.55 -0.92 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.13 Underlying Price 91.990 Time to expiry: 1030 Days Jun 13 8.78 -0.18 42.24 0| 0 0 0 6000 15.20 -0.32 35.78 0| 0 0 0 8000 18.19 -0.38 33.09 0| 0 0 0 8800 21.92 -0.45 31.17 0| 0 0 0 9600 36.21 -0.68 26.30 0| 0 0 0 12000 70.24 -0.87 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.24 Underlying Price 91.990 Time to expiry: 1212 Days Dec 13 2.16 -0.04 58.00 0| 0 0 0 2400 3.67 -0.06 54.57 0| 0 0 0 3200 5.51 -0.09 51.82 0| 0 0 0 4000 7.16 -0.13 47.64 0| 0 0 0 4800 10.13 -0.19 42.62 0| 0 0 0 6000 16.74 -0.31 36.17 0| 0 0 0 8000 37.01 -0.65 26.40 0| 0 0 0 12000 70.56 -0.85 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.29 Underlying Price 91.990 Time to expiry: 1576 Days Dec 14 9.08 -0.13 47.50 0| 0 0 0 4800 12.37 -0.19 42.70 0| 0 0 0 6000 19.00 -0.30 36.19 0| 0 0 0 8000 38.34 -0.61 26.50 0| 0 0 0 12000 70.56 -0.82 25.93 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 77| 825 72,878 +575 Grand Total 349| 7,901 128,935 +3,068 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 50 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 28.94 Underlying Price 91.990 Time to expiry: 22 Days Sep 10 47.00 1.00 75.37 0| 0 0 0 4500 44.00 1.00 75.02 0| 0 0 0 4800 42.01 1.00 74.08 0| 0 0 0 5000 37.01 1.00 70.03 0| 0 23 0 5500 32.02 1.00 64.52 0| 0 450 0 6000 27.04 0.99 58.37 0| 0 0 0 6500 24.06 0.99 54.59 0| 0 86 0 6800 22.08 0.98 52.09 0| 0 95 0 7000 20.14 0.97 52.19 0| 0 110 0 7200 17.16 0.97 46.02 0| 0 20,000 0 7500 12.30 0.93 38.94 0| 0 2,157 0 8000 8.62 0.86 35.21 0| 0 0 0 8400 7.81 0.83 35.29 0| 0 13,448 0 8500 6.90 0.80 33.47 0| 0 0 0 8600 5.30 0.73 31.63 0| 0 235 0 8800 3.91 0.63 30.57 0| 0 147 0 9000 2.67 0.52 28.93 0| 0 8,707 0 9200 1.72 0.39 27.74 0| 0 150 0 9400 1.32 0.33 27.06 0| 0 830 0 9500 1.01 0.27 26.75 0| 0 0 0 9600 0.56 0.18 26.23 0| 0 0 0 9800 0.28 0.10 25.45 0| 0 34,600 0 10000 0.01 0.00 19.93 0| 0 0 0 11000 0.01 0.00 18.58 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 30.89 Underlying Price 91.990 Time to expiry: 204 Days Mar 11 67.12 1.00 49.07 0| 0 0 0 2400 59.21 1.00 56.78 0| 0 0 0 3200 51.43 0.99 56.04 0| 0 0 0 4000 47.59 0.98 54.40 0| 0 0 0 4400 43.78 0.97 52.37 0| 0 0 0 4800 41.89 0.96 51.27 0| 0 0 0 5000 37.20 0.94 48.41 0| 0 0 0 5500 32.60 0.92 45.53 0| 0 0 0 6000 28.12 0.89 42.75 0| 0 0 0 6500 23.80 0.85 40.12 0| 0 0 0 7000 19.69 0.80 37.69 0| 0 150 0 7500 15.85 0.74 35.44 0| 0 0 0 8000 12.37 0.66 33.48 0| 0 0 0 8500 10.46 0.61 32.31 0| 0 0 0 8800 9.30 0.57 31.71 0| 0 0 0 9000 8.16 0.54 30.89 0| 0 230 0 9200 6.69 0.48 30.16 0| 0 248 0 9500 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.64 0.38 28.83 0| 0 15 0 10000 1.93 0.21 26.73 0| 0 522 0 11000 0.70 0.09 25.56 0| 0 608 0 12000 0.07 0.01 24.65 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 32.48 Underlying Price 91.990 Time to expiry: 386 Days Sep 11 66.51 0.98 73.19 0| 0 0 0 2400 58.97 0.97 64.96 0| 0 0 0 3200 51.58 0.95 58.43 0| 0 0 0 4000 47.99 0.94 56.03 0| 0 0 0 4400 44.30 0.93 52.47 0| 0 0 0 4800 42.60 0.92 51.62 0| 0 0 0 5000 37.35 0.89 47.93 0| 0 0 0 5600 33.93 0.87 45.57 0| 0 0 0 6000 30.72 0.84 43.90 0| 0 0 0 6400 26.14 0.80 41.74 0| 0 0 0 7000 18.94 0.70 37.41 0| 0 0 0 8000 12.32 0.58 32.66 0| 0 0 0 9000 9.70 0.50 32.10 0| 0 0 0 9600 7.19 0.43 28.91 0| 0 0 0 10000 2.94 0.22 29.20 0| 0 0 0 12000 0.81 0.08 27.22 0| 0 0 0 14000 0.28 0.03 27.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.44 Underlying Price 91.990 Time to expiry: 568 Days Mar 12 65.78 0.98 60.01 0| 0 0 0 2400 58.49 0.97 55.81 0| 0 0 0 3200 51.54 0.94 53.03 0| 0 0 0 4000 44.66 0.91 48.75 0| 0 0 0 4800 43.03 0.90 47.90 0| 0 0 0 5000 38.02 0.87 44.80 0| 0 0 0 5600 34.80 0.85 42.82 0| 0 0 0 6000 31.82 0.82 41.69 0| 0 0 0 6400 27.61 0.78 39.99 0| 0 0 0 7000 20.52 0.69 35.75 0| 0 0 0 8000 14.31 0.59 32.00 0| 0 177 0 9000 11.21 0.51 30.32 0| 0 0 0 9600 9.30 0.46 28.94 0| 0 0 0 10000 3.32 0.23 25.40 0| 0 177 0 12000 1.17 0.10 24.52 0| 0 0 0 14000 0.53 0.05 25.41 0| 0 0 0 16000 Total 0| 0 354 0 Indicative a-t-m Vol 34.27 Underlying Price 91.990 Time to expiry: 757 Days Sep 12 66.29 0.96 72.66 0| 0 0 0 2400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 59.35 0.94 63.88 0| 0 0 0 3200 52.53 0.92 57.08 0| 0 0 0 4000 45.77 0.89 51.14 0| 0 0 0 4800 36.12 0.83 44.00 0| 0 0 0 6000 33.95 0.80 44.34 0| 0 0 0 6400 28.55 0.75 41.51 0| 0 0 0 7200 22.66 0.69 36.98 0| 0 0 0 8000 19.06 0.63 34.99 0| 0 0 0 8600 14.62 0.54 33.79 0| 0 0 0 9600 6.64 0.33 30.18 0| 0 0 0 12000 1.66 0.11 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.33 Underlying Price 91.990 Time to expiry: 932 Days Mar 13 66.45 0.96 73.28 0| 0 0 0 2400 59.02 0.94 60.17 0| 0 0 0 3200 52.21 0.92 53.00 0| 0 0 0 4000 46.64 0.88 51.28 0| 0 0 0 4800 37.84 0.82 45.63 0| 0 0 0 6000 24.10 0.69 36.89 0| 0 0 0 8000 19.14 0.62 33.78 0| 0 0 0 8800 15.70 0.55 32.88 0| 0 0 0 9600 7.72 0.35 29.55 0| 0 0 0 12000 2.50 0.15 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.45 Underlying Price 91.990 Time to expiry: 1121 Days Sep 13 66.22 0.95 73.85 0| 0 0 0 2400 59.57 0.93 63.53 0| 0 0 0 3200 53.24 0.91 56.83 0| 0 0 0 4000 46.69 0.88 50.12 0| 0 0 0 4800 38.41 0.82 45.22 0| 0 0 0 6000 25.01 0.69 36.46 0| 0 0 0 8000 9.03 0.38 29.75 0| 0 0 0 12000 3.34 0.18 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.96 Underlying Price 91.990 Time to expiry: 1303 Days Mar 14 59.66 0.93 63.10 0| 0 0 0 3200 53.39 0.90 55.65 0| 0 0 0 4000 47.03 0.87 49.48 0| 0 0 0 4800 38.99 0.82 44.60 0| 0 0 0 6000 25.96 0.69 36.12 0| 0 0 0 8000 9.72 0.40 28.92 0| 0 0 0 12000 4.12 0.21 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.07 Underlying Price 91.990 Time to expiry: 1485 Days Sep 14 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 53.22 0.90 55.13 0| 0 0 0 4000 47.14 0.87 49.10 0| 0 0 0 4800 39.20 0.81 43.91 0| 0 0 0 6000 26.62 0.70 36.00 0| 0 0 0 8000 11.02 0.42 29.56 0| 0 0 0 12000 4.75 0.23 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.05 Underlying Price 91.990 Time to expiry: 1667 Days Mar 15 47.76 0.87 49.52 0| 0 0 0 4800 39.97 0.81 44.03 0| 0 0 0 6000 27.40 0.70 35.80 0| 0 0 0 8000 12.29 0.44 29.97 0| 0 0 0 12000 5.97 0.26 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 83,165 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 54 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 28.94 Underlying Price 91.990 Time to expiry: 22 Days Sep 10 0.01 0.00 75.37 0| 0 0 0 4500 0.01 0.00 75.02 0| 0 1,000 0 4800 0.01 0.00 74.08 0| 0 500 0 5000 0.01 0.00 70.03 0| 0 55 0 5500 0.01 0.00 64.52 0| 0 909 0 6000 0.03 -0.01 58.37 0| 0 802 0 6500 0.05 -0.01 54.59 0| 0 339 0 6800 0.07 -0.02 52.09 0| 0 600 0 7000 0.13 -0.03 52.19 0| 0 1,176 0 7200 0.15 -0.03 46.02 0| 0 11,540 0 7500 0.28 -0.07 38.94 0| 0 671 0 8000 0.61 -0.14 35.21 0| 0 0 0 8400 0.80 -0.17 35.29 0| 0 12,910 0 8500 0.88 -0.20 33.47 0| 0 0 0 8600 1.28 -0.27 31.63 0| 0 0 0 8800 1.90 -0.37 30.57 0| 0 0 0 9000 2.65 -0.48 28.93 0| 0 17 0 9200 3.70 -0.61 27.74 0| 0 0 0 9400 4.30 -0.67 27.06 0| 0 0 0 9500 4.99 -0.73 26.75 0| 0 0 0 9600 6.55 -0.82 26.23 0| 0 0 0 9800 8.26 -0.90 25.45 0| 0 0 0 10000 17.98 -1.00 19.93 0| 0 0 0 11000 27.98 -1.00 18.58 0| 0 0 0 12000 47.97 -1.00 23.00 0| 0 0 0 14000 Total 0| 0 30,519 0 Indicative a-t-m Vol 30.89 Underlying Price 91.990 Time to expiry: 204 Days Mar 11 0.01 0.00 49.07 0| 0 0 0 2400 0.05 0.00 56.78 0| 0 0 0 3200 0.23 -0.01 56.04 0| 0 1,600 0 4000 0.36 -0.02 54.40 0| 0 1,200 0 4400 0.53 -0.03 52.37 0| 0 400 0 4800 0.63 -0.04 51.27 0| 0 0 0 5000 0.91 -0.06 48.41 0| 0 0 0 5500 1.29 -0.08 45.53 0| 0 0 0 6000 1.79 -0.11 42.75 0| 0 7 0 6500 2.44 -0.15 40.12 0| 0 446 0 7000 3.30 -0.20 37.69 0| 0 878 0 7500 4.43 -0.26 35.44 0| 0 15 0 8000 5.93 -0.34 33.48 0| 0 60 0 8500 7.00 -0.39 32.31 0| 0 400 0 8800 7.83 -0.43 31.71 0| 0 553 0 9000 8.68 -0.46 30.89 0| 0 0 0 9200 10.20 -0.52 30.16 0| 0 0 0 9500 13.12 -0.62 28.83 0| 0 0 0 10000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 20.36 -0.79 26.73 0| 0 1,906 0 11000 29.07 -0.91 25.56 0| 0 0 0 12000 48.34 -0.99 24.65 0| 0 0 0 14000 68.17 -1.00 26.00 0| 0 0 0 16000 Total 0| 0 7,465 0 Indicative a-t-m Vol 32.48 Underlying Price 91.990 Time to expiry: 386 Days Sep 11 0.51 -0.02 73.19 0| 0 0 0 2400 0.87 -0.03 64.96 0| 0 0 0 3200 1.38 -0.05 58.43 0| 0 0 0 4000 1.74 -0.06 56.03 0| 0 0 0 4400 2.01 -0.07 52.47 0| 0 0 0 4800 2.28 -0.08 51.62 0| 0 40 0 5000 2.96 -0.11 47.93 0| 0 0 0 5600 3.49 -0.13 45.57 0| 0 0 0 6000 4.23 -0.16 43.90 0| 0 0 0 6400 5.58 -0.20 41.74 0| 0 0 0 7000 8.25 -0.30 37.41 0| 0 0 0 8000 11.50 -0.42 32.66 0| 0 0 0 9000 14.81 -0.50 32.10 0| 0 0 0 9600 16.26 -0.57 28.91 0| 0 0 0 10000 31.76 -0.78 29.20 0| 0 0 0 12000 49.38 -0.92 27.22 0| 0 0 0 14000 68.60 -0.97 27.50 0| 0 0 0 16000 Total 0| 0 40 0 Indicative a-t-m Vol 31.44 Underlying Price 91.990 Time to expiry: 568 Days Mar 12 0.49 -0.02 60.01 0| 0 0 0 2400 1.05 -0.03 55.81 0| 0 0 0 3200 1.94 -0.06 53.03 0| 0 0 0 4000 2.91 -0.09 48.75 0| 0 0 0 4800 3.24 -0.10 47.90 0| 0 0 0 5000 4.11 -0.13 44.80 0| 0 0 0 5600 4.81 -0.15 42.82 0| 0 0 0 6000 5.75 -0.18 41.69 0| 0 0 0 6400 7.42 -0.22 39.99 0| 0 0 0 7000 10.14 -0.31 35.75 0| 0 0 0 8000 13.74 -0.41 32.00 0| 0 177 0 9000 16.52 -0.49 30.32 0| 0 0 0 9600 18.53 -0.54 28.94 0| 0 0 0 10000 32.16 -0.77 25.40 0| 0 0 0 12000 49.62 -0.90 24.52 0| 0 0 0 14000 68.60 -0.95 25.41 0| 0 0 0 16000 Total 0| 0 177 0 Indicative a-t-m Vol 34.27 Underlying Price 91.990 Time to expiry: 757 Days Sep 12 2.11 -0.04 72.66 0| 0 0 0 2400 2.94 -0.06 63.88 0| 0 0 0 3200 3.89 -0.08 57.08 0| 0 0 0 4000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.92 -0.11 51.14 0| 0 0 0 4800 6.93 -0.17 44.00 0| 0 0 0 6000 8.64 -0.20 44.34 0| 0 0 0 6400 11.02 -0.25 41.51 0| 0 0 0 7200 12.90 -0.31 36.98 0| 0 0 0 8000 15.14 -0.37 34.99 0| 0 0 0 8600 20.41 -0.46 33.79 0| 0 0 0 9600 35.76 -0.67 30.18 0| 0 0 0 12000 69.65 -0.89 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.33 Underlying Price 91.990 Time to expiry: 932 Days Mar 13 3.05 -0.04 73.28 0| 0 0 0 2400 3.32 -0.06 60.17 0| 0 0 0 3200 4.21 -0.08 53.00 0| 0 0 0 4000 6.33 -0.12 51.28 0| 0 0 0 4800 9.08 -0.18 45.63 0| 0 0 0 6000 14.60 -0.31 36.89 0| 0 0 0 8000 17.33 -0.38 33.78 0| 0 0 0 8800 21.59 -0.45 32.88 0| 0 0 0 9600 36.71 -0.65 29.55 0| 0 0 0 12000 69.98 -0.85 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.45 Underlying Price 91.990 Time to expiry: 1121 Days Sep 13 4.02 -0.05 73.85 0| 0 0 0 2400 4.98 -0.07 63.53 0| 0 0 0 3200 6.26 -0.09 56.83 0| 0 0 0 4000 7.32 -0.12 50.12 0| 0 0 0 4800 10.45 -0.18 45.22 0| 0 0 0 6000 16.07 -0.31 36.46 0| 0 0 0 8000 38.14 -0.62 29.75 0| 0 0 0 12000 70.49 -0.82 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.96 Underlying Price 91.990 Time to expiry: 1303 Days Mar 14 5.77 -0.07 63.10 0| 0 0 0 3200 7.01 -0.10 55.65 0| 0 0 0 4000 8.17 -0.13 49.48 0| 0 0 0 4800 11.40 -0.18 44.60 0| 0 0 0 6000 17.16 -0.31 36.12 0| 0 0 0 8000 38.48 -0.60 28.92 0| 0 0 0 12000 70.45 -0.79 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.07 Underlying Price 91.990 Time to expiry: 1485 Days Sep 14 7.80 -0.10 55.13 0| 0 0 0 4000 9.13 -0.13 49.10 0| 0 0 0 4800 12.32 -0.19 43.91 0| 0 0 0 6000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.27 -0.30 36.00 0| 0 0 0 8000 39.73 -0.58 29.56 0| 0 0 0 12000 70.52 -0.77 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.05 Underlying Price 91.990 Time to expiry: 1667 Days Mar 15 10.18 -0.13 49.52 0| 0 0 0 4800 13.35 -0.19 44.03 0| 0 0 0 6000 19.03 -0.30 35.80 0| 0 0 0 8000 40.44 -0.56 29.97 0| 0 0 0 12000 70.63 -0.74 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 38,201 0 Grand Total 0| 0 121,366 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 58 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 23.88 Underlying Price 116.060 Time to expiry: 22 Days Sep 10 28.09 1.00 35.00 0| 0 0 0 8800 24.09 1.00 31.19 0| 0 0 0 9200 20.10 1.00 29.79 0| 0 0 0 9600 16.14 0.98 28.19 0| 0 0 0 10000 11.31 0.94 26.67 0| 0 0 0 10500 6.88 0.81 25.34 0| 0 0 0 11000 3.37 0.57 24.08 0| 0 0 0 11500 1.21 0.29 23.16 0| 0 0 0 12000 0.30 0.10 22.48 0| 0 0 0 12500 0.05 0.02 22.39 0| 0 0 0 13000 0.01 0.00 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 26.46 Underlying Price 116.060 Time to expiry: 50 Days Oct 10 24.52 0.95 40.00 0| 0 0 0 9200 20.46 0.95 32.62 0| 0 0 0 9600 16.70 0.91 30.74 0| 0 0 0 10000 12.29 0.84 29.10 0| 0 0 0 10500 8.39 0.72 27.82 0| 0 0 0 11000 5.21 0.56 26.73 0| 0 0 0 11500 2.82 0.38 25.45 0| 0 0 0 12000 1.37 0.23 24.97 0| 0 0 0 12500 0.59 0.12 24.54 0| 0 0 0 13000 0.17 0.04 27.31 0| 0 0 0 14000 0.07 0.02 31.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 26.69 Underlying Price 116.060 Time to expiry: 85 Days Nov 10 25.03 0.92 36.73 0| 0 0 0 9200 21.39 0.89 35.00 0| 0 0 0 9600 17.70 0.85 32.02 0| 0 0 0 10000 9.78 0.68 28.28 0| 0 0 0 11000 6.67 0.56 26.90 0| 0 0 0 11500 4.24 0.43 25.92 0| 0 0 0 12000 2.50 0.30 25.21 0| 0 0 0 12500 1.43 0.19 24.95 0| 0 0 0 13000 0.49 0.08 25.90 0| 0 0 0 14000 0.31 0.05 30.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 27.22 Underlying Price 116.060 Time to expiry: 113 Days Dec 10 37.13 0.94 47.00 0| 0 0 0 8000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 29.27 0.92 38.34 0| 0 0 0 8800 22.01 0.86 34.56 0| 0 0 0 9600 18.60 0.82 33.04 0| 0 0 0 10000 10.83 0.67 28.65 0| 0 0 0 11000 5.24 0.45 26.29 0| 0 0 0 12000 2.12 0.24 25.27 0| 0 0 0 13000 0.74 0.10 24.77 0| 0 0 0 14000 0.12 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 27.16 Underlying Price 116.060 Time to expiry: 204 Days Mar 11 37.78 0.93 39.00 0| 0 0 0 8000 30.14 0.90 33.24 0| 0 0 0 8800 23.31 0.83 31.11 0| 0 0 0 9600 20.11 0.79 29.97 0| 0 0 0 10000 13.20 0.65 28.23 0| 0 0 0 11000 7.74 0.48 26.46 0| 0 0 0 12000 4.01 0.31 25.08 0| 0 0 0 13000 1.95 0.18 24.44 0| 0 0 0 14000 0.25 0.03 22.25 0| 0 0 0 16000 0.05 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 28.16 Underlying Price 116.060 Time to expiry: 295 Days Jun 11 57.41 0.96 49.00 0| 0 0 0 6000 38.65 0.91 37.90 0| 0 0 0 8000 31.68 0.86 35.16 0| 0 0 0 8800 25.16 0.80 32.76 0| 0 0 0 9600 21.82 0.77 30.67 0| 0 0 0 10000 15.11 0.65 28.81 0| 0 0 0 11000 9.91 0.51 27.74 0| 0 0 0 12000 6.12 0.37 26.78 0| 0 0 0 13000 3.43 0.25 25.60 0| 0 0 0 14000 1.10 0.10 25.43 0| 0 0 0 16000 0.30 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 28.37 Underlying Price 116.060 Time to expiry: 477 Days Dec 11 57.45 0.96 41.46 0| 0 0 0 6000 38.90 0.90 32.57 0| 0 0 0 8000 12.82 0.52 27.91 0| 0 0 0 12000 2.71 0.17 25.75 0| 0 0 0 16000 0.25 0.02 28.89 0| 0 0 0 24000 Total 0| 0 0 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 60 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 30.25 Underlying Price 116.060 Time to expiry: 659 Days Jun 12 57.67 0.96 38.80 0| 0 0 0 6000 40.90 0.86 35.20 0| 0 0 0 8000 16.21 0.55 29.71 0| 0 0 0 12000 4.86 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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 61 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 24.87 Underlying Price 116.060 Time to expiry: 22 Days Sep 10 0.01 0.00 39.82 0| 0 0 0 8800 0.02 -0.01 37.86 0| 0 0 0 9200 0.06 -0.01 35.69 0| 0 0 0 9600 0.15 -0.04 33.92 0| 0 0 0 10000 0.39 -0.09 30.75 0| 0 0 0 10500 0.93 -0.20 27.04 0| 0 0 0 11000 2.39 -0.43 25.05 0| 0 0 0 11500 5.23 -0.70 24.19 0| 0 0 0 12000 9.28 -0.89 23.75 0| 0 0 0 12500 13.99 -0.97 23.35 0| 0 0 0 13000 23.94 -1.00 26.13 0| 0 0 0 14000 33.94 -1.00 32.43 0| 0 0 0 15000 43.94 -1.00 38.72 0| 0 0 0 16000 63.94 -1.00 51.30 0| 0 0 0 18000 Total 0| 0 0 0 Indicative a-t-m Vol 23.49 Underlying Price 116.060 Time to expiry: 50 Days Oct 10 0.13 -0.02 32.50 0| 0 0 0 9200 0.20 -0.04 29.55 0| 0 0 0 9600 0.34 -0.06 27.16 0| 0 0 0 10000 0.78 -0.13 25.47 0| 0 0 0 10500 1.77 -0.26 24.60 0| 0 0 0 11000 3.54 -0.44 23.67 0| 0 0 0 11500 6.23 -0.63 22.80 0| 0 0 0 12000 9.85 -0.81 21.75 0| 0 0 0 12500 14.25 -0.91 21.81 0| 0 0 0 13000 23.96 -0.99 23.48 0| 0 0 0 14000 33.94 -1.00 26.64 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 24.35 Underlying Price 116.060 Time to expiry: 85 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 1.01 -0.12 28.19 0| 0 0 0 10000 3.04 -0.31 25.70 0| 0 0 0 11000 4.89 -0.44 24.50 0| 0 0 0 11500 7.53 -0.59 23.79 0| 0 0 0 12000 10.86 -0.73 23.00 0| 0 0 0 12500 14.83 -0.84 22.44 0| 0 0 0 13000 24.09 -0.96 22.86 0| 0 0 0 14000 33.94 -0.99 24.03 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 25.37 Underlying Price 116.060 Time to expiry: 113 Days Dec 10 0.32 -0.03 38.09 0| 0 0 0 8000 0.49 -0.05 32.52 0| 0 0 0 8800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 62 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 -0.16 29.01 0| 0 0 0 10000 4.00 -0.33 26.58 0| 0 0 0 11000 8.46 -0.56 24.58 0| 0 0 0 12000 15.36 -0.79 22.94 0| 0 0 0 13000 24.21 -0.93 22.36 0| 0 0 0 14000 44.39 -0.94 36.44 0| 0 0 0 16000 64.22 -0.96 43.94 0| 0 0 0 18000 83.94 -1.00 32.53 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.56 Underlying Price 116.060 Time to expiry: 204 Days Mar 11 0.78 -0.06 34.39 0| 0 0 0 8000 1.63 -0.10 33.28 0| 0 0 0 8800 2.74 -0.17 31.07 0| 0 0 0 9600 3.54 -0.21 30.01 0| 0 0 0 10000 6.37 -0.35 27.58 0| 0 0 0 11000 10.90 -0.52 25.90 0| 0 0 0 12000 17.24 -0.70 24.58 0| 0 0 0 13000 25.20 -0.84 23.68 0| 0 0 0 14000 44.69 -0.91 31.05 0| 0 0 0 16000 64.23 -0.95 34.74 0| 0 0 0 18000 84.20 -0.96 41.08 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.89 Underlying Price 116.060 Time to expiry: 295 Days Jun 11 0.51 -0.03 41.64 0| 0 0 0 6000 1.86 -0.10 35.04 0| 0 0 0 8000 2.94 -0.15 32.88 0| 0 0 0 8800 4.52 -0.22 31.03 0| 0 0 0 9600 5.57 -0.26 30.10 0| 0 0 0 10000 8.97 -0.38 28.14 0| 0 0 0 11000 13.56 -0.53 26.08 0| 0 0 0 12000 19.92 -0.67 25.06 0| 0 0 0 13000 27.53 -0.79 24.13 0| 0 0 0 14000 45.40 -0.93 23.79 0| 0 0 0 16000 64.68 -0.98 23.84 0| 0 0 0 18000 84.62 -0.97 30.29 0| 0 0 0 20000 123.98 -1.00 26.22 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 27.97 Underlying Price 116.060 Time to expiry: 477 Days Dec 11 1.07 -0.04 38.61 0| 0 0 0 6000 3.06 -0.12 32.87 0| 0 0 0 8000 16.82 -0.49 27.44 0| 0 0 0 12000 46.59 -0.85 25.00 0| 0 0 0 16000 123.99 -0.98 30.29 0| 0 0 0 24000 Total 0| 0 0 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 63 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 28.25 Underlying Price 116.060 Time to expiry: 659 Days Jun 12 2.04 -0.06 38.30 0| 0 0 0 6000 5.17 -0.16 33.74 0| 0 0 0 8000 19.80 -0.48 27.65 0| 0 0 0 12000 48.84 -0.78 26.14 0| 0 0 0 16000 124.04 -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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 64 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 32.94 Underlying Price 21.420 Time to expiry: 22 Days Sep 10 9.42 1.00 56.00 0| 0 0 0 1200 7.42 1.00 53.61 0| 0 0 0 1400 5.43 1.00 47.42 0| 0 0 0 1600 4.43 0.99 44.02 0| 0 0 0 1700 3.45 0.97 40.70 0| 0 0 0 1800 2.49 0.92 37.61 0| 0 0 0 1900 2.04 0.88 36.17 0| 0 0 0 1950 1.61 0.81 34.82 0| 0 0 0 2000 1.24 0.72 34.47 0| 0 0 0 2050 0.91 0.61 34.33 0| 0 0 0 2100 0.62 0.50 32.68 0| 0 0 0 2150 0.41 0.38 32.38 0| 0 0 0 2200 0.25 0.26 31.40 0| 0 0 0 2250 0.13 0.17 30.29 0| 0 0 0 2300 0.06 0.09 28.66 0| 0 0 0 2350 0.03 0.05 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 35.90 Underlying Price 21.420 Time to expiry: 50 Days Oct 10 4.47 0.96 48.00 0| 0 0 0 1700 3.53 0.92 44.63 0| 0 0 0 1800 2.64 0.84 41.89 0| 0 0 0 1900 1.84 0.72 38.95 0| 0 0 0 2000 1.49 0.65 37.74 0| 0 0 0 2050 1.16 0.57 36.28 0| 0 0 0 2100 0.91 0.49 35.82 0| 0 0 0 2150 0.70 0.41 35.42 0| 0 0 0 2200 0.52 0.33 34.58 0| 0 0 0 2250 0.33 0.24 32.08 0| 0 0 0 2300 0.21 0.18 30.91 0| 0 0 0 2350 0.16 0.13 31.23 0| 0 0 0 2400 0.01 0.02 27.36 0| 0 0 0 2600 0.01 0.00 28.40 0| 0 0 0 2800 0.01 0.00 30.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 36.07 Underlying Price 21.420 Time to expiry: 85 Days Nov 10 3.66 0.85 44.14 0| 0 0 0 1800 2.84 0.77 41.55 0| 0 0 0 1900 2.10 0.66 38.97 0| 0 0 0 2000 1.79 0.61 38.24 0| 0 0 0 2050 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 65 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.52 0.55 37.88 0| 0 0 0 2100 1.22 0.48 35.73 0| 0 0 0 2150 1.00 0.43 35.01 0| 0 0 0 2200 0.77 0.36 33.61 0| 0 0 0 2250 0.59 0.30 32.48 0| 0 0 0 2300 0.33 0.20 30.59 0| 0 0 0 2400 0.07 0.06 28.01 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 36.33 Underlying Price 21.420 Time to expiry: 113 Days Dec 10 9.43 1.00 57.00 0| 0 0 0 1200 7.45 0.98 54.16 0| 0 0 0 1400 5.54 0.93 48.93 0| 0 0 0 1600 3.79 0.81 43.75 0| 0 0 0 1800 3.01 0.73 41.27 0| 0 0 0 1900 2.31 0.64 38.98 0| 0 0 0 2000 1.74 0.54 37.52 0| 0 0 0 2100 1.20 0.44 34.68 0| 0 0 0 2200 0.79 0.34 32.80 0| 0 0 0 2300 0.47 0.24 30.78 0| 0 0 0 2400 0.03 0.03 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 36.37 Underlying Price 21.420 Time to expiry: 204 Days Mar 11 9.44 0.99 53.00 0| 0 0 0 1200 7.54 0.94 50.40 0| 0 0 0 1400 5.82 0.85 46.96 0| 0 0 0 1600 4.29 0.74 43.15 0| 0 0 0 1800 3.58 0.69 41.12 0| 0 0 0 1900 2.92 0.63 38.97 0| 0 0 0 2000 2.33 0.56 37.22 0| 0 0 0 2100 1.79 0.48 35.20 0| 0 0 0 2200 1.33 0.41 33.35 0| 0 0 0 2300 0.95 0.33 31.52 0| 0 0 0 2400 0.19 0.10 27.56 0| 0 0 0 2800 0.04 0.02 26.98 0| 0 0 0 3200 0.02 0.01 30.02 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 35.25 Underlying Price 21.420 Time to expiry: 295 Days Jun 11 9.47 0.97 50.00 0| 0 0 0 1200 7.71 0.89 47.71 0| 0 0 0 1400 6.08 0.82 43.80 0| 0 0 0 1600 4.58 0.73 40.26 0| 0 0 0 1800 3.92 0.68 38.71 0| 0 0 0 1900 3.27 0.63 36.85 0| 0 0 0 2000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 66 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.74 0.57 36.11 0| 0 0 0 2100 2.18 0.51 34.05 0| 0 0 0 2200 1.75 0.44 32.91 0| 0 0 0 2300 1.31 0.38 31.10 0| 0 0 0 2400 0.37 0.15 27.50 0| 0 0 0 2800 0.05 0.03 23.91 0| 0 0 0 3200 0.02 0.01 25.00 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 35.70 Underlying Price 21.420 Time to expiry: 477 Days Dec 11 9.75 0.91 52.81 0| 0 0 0 1200 6.64 0.80 45.69 0| 0 0 0 1600 5.24 0.72 42.07 0| 0 0 0 1800 3.87 0.64 37.60 0| 0 0 0 2000 2.79 0.53 34.92 0| 0 0 0 2200 1.92 0.43 32.60 0| 0 0 0 2400 0.27 0.10 26.67 0| 0 0 0 3200 0.02 0.01 23.42 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.18 Underlying Price 21.420 Time to expiry: 659 Days Jun 12 9.83 0.90 48.05 0| 0 0 0 1200 6.86 0.79 42.25 0| 0 0 0 1600 4.32 0.64 36.68 0| 0 0 0 2000 3.31 0.55 34.56 0| 0 0 0 2200 2.35 0.46 31.82 0| 0 0 0 2400 0.52 0.16 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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 67 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 35.11 Underlying Price 21.420 Time to expiry: 22 Days Sep 10 0.01 0.00 59.36 0| 0 0 0 1200 0.01 0.00 56.55 0| 0 0 0 1400 0.02 -0.02 51.76 0| 0 0 0 1600 0.05 -0.04 49.94 0| 0 0 0 1700 0.11 -0.09 46.91 0| 0 0 0 1800 0.23 -0.18 43.93 0| 0 0 0 1900 0.32 -0.23 41.83 0| 0 0 0 1950 0.46 -0.31 41.20 0| 0 0 0 2000 0.60 -0.40 38.54 0| 0 0 0 2050 0.79 -0.50 35.75 0| 0 0 0 2100 1.07 -0.60 34.99 0| 0 0 0 2150 1.38 -0.71 33.64 0| 0 0 0 2200 1.76 -0.80 32.78 0| 0 0 0 2250 2.17 -0.88 31.60 0| 0 0 0 2300 2.62 -0.94 29.62 0| 0 0 0 2350 3.09 -0.97 27.90 0| 0 0 0 2400 5.07 -1.00 25.48 0| 0 0 0 2600 7.07 -1.00 26.22 0| 0 0 0 2800 9.07 -1.00 26.92 0| 0 0 0 3000 11.07 -1.00 30.23 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 36.10 Underlying Price 21.420 Time to expiry: 50 Days Oct 10 0.23 -0.11 49.89 0| 0 0 0 1700 0.36 -0.17 46.80 0| 0 0 0 1800 0.54 -0.25 43.14 0| 0 0 0 1900 0.84 -0.35 41.12 0| 0 0 0 2000 0.98 -0.41 38.34 0| 0 0 0 2050 1.18 -0.48 36.71 0| 0 0 0 2100 1.44 -0.55 35.99 0| 0 0 0 2150 1.74 -0.62 35.32 0| 0 0 0 2200 2.06 -0.69 34.19 0| 0 0 0 2250 2.41 -0.76 33.07 0| 0 0 0 2300 2.77 -0.83 30.28 0| 0 0 0 2350 3.22 -0.87 31.05 0| 0 0 0 2400 5.09 -0.98 28.17 0| 0 0 0 2600 7.08 -0.99 31.58 0| 0 0 0 2800 9.08 -0.99 38.92 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 36.58 Underlying Price 21.420 Time to expiry: 85 Days Nov 10 0.60 -0.21 44.52 0| 0 0 0 1800 0.81 -0.28 41.45 0| 0 0 0 1900 1.16 -0.37 40.12 0| 0 0 0 2000 1.33 -0.42 38.62 0| 0 0 0 2050 1.55 -0.47 37.61 0| 0 0 0 2100 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 68 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.78 -0.52 36.39 0| 0 0 0 2150 2.04 -0.58 35.03 0| 0 0 0 2200 2.33 -0.64 33.94 0| 0 0 0 2250 2.65 -0.69 32.95 0| 0 0 0 2300 3.37 -0.81 30.29 0| 0 0 0 2400 5.11 -0.96 25.77 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 36.04 Underlying Price 21.420 Time to expiry: 113 Days Dec 10 0.08 -0.03 56.84 0| 0 0 0 1200 0.21 -0.07 53.49 0| 0 0 0 1400 0.42 -0.13 48.77 0| 0 0 0 1600 0.78 -0.23 44.24 0| 0 0 0 1800 1.03 -0.29 41.91 0| 0 0 0 1900 1.34 -0.37 39.32 0| 0 0 0 2000 1.74 -0.46 36.93 0| 0 0 0 2100 2.23 -0.56 34.80 0| 0 0 0 2200 2.82 -0.66 32.86 0| 0 0 0 2300 3.46 -0.77 29.68 0| 0 0 0 2400 7.10 -0.97 28.35 0| 0 0 0 2800 11.08 -0.99 35.63 0| 0 0 0 3200 15.06 -1.00 33.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 36.45 Underlying Price 21.420 Time to expiry: 204 Days Mar 11 0.23 -0.06 53.86 0| 0 0 0 1200 0.50 -0.11 51.87 0| 0 0 0 1400 0.80 -0.17 47.02 0| 0 0 0 1600 1.27 -0.26 43.14 0| 0 0 0 1800 1.54 -0.31 40.71 0| 0 0 0 1900 1.88 -0.38 38.64 0| 0 0 0 2000 2.31 -0.44 37.29 0| 0 0 0 2100 2.77 -0.52 35.30 0| 0 0 0 2200 3.31 -0.60 33.41 0| 0 0 0 2300 3.93 -0.67 31.65 0| 0 0 0 2400 7.21 -0.90 28.61 0| 0 0 0 2800 11.08 -0.98 29.65 0| 0 0 0 3200 15.06 -0.99 33.38 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 34.79 Underlying Price 21.420 Time to expiry: 295 Days Jun 11 0.39 -0.07 51.71 0| 0 0 0 1200 0.69 -0.12 48.50 0| 0 0 0 1400 1.09 -0.19 45.14 0| 0 0 0 1600 1.56 -0.27 41.05 0| 0 0 0 1800 1.87 -0.32 39.12 0| 0 0 0 1900 2.22 -0.37 37.35 0| 0 0 0 2000 2.63 -0.43 35.79 0| 0 0 0 2100 3.04 -0.50 33.40 0| 0 0 0 2200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 69 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.59 -0.57 32.09 0| 0 0 0 2300 4.19 -0.63 30.72 0| 0 0 0 2400 7.23 -0.89 25.83 0| 0 0 0 2800 11.11 -0.95 28.98 0| 0 0 0 3200 15.07 -0.99 31.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 34.48 Underlying Price 21.420 Time to expiry: 477 Days Dec 11 0.87 -0.11 51.65 0| 0 0 0 1200 1.76 -0.22 44.13 0| 0 0 0 1600 2.28 -0.30 39.68 0| 0 0 0 1800 3.04 -0.39 36.75 0| 0 0 0 2000 3.92 -0.49 33.55 0| 0 0 0 2200 5.12 -0.59 31.88 0| 0 0 0 2400 11.48 -0.91 26.05 0| 0 0 0 3200 19.16 -0.99 22.09 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 34.06 Underlying Price 21.420 Time to expiry: 659 Days Jun 12 1.08 -0.12 48.49 0| 0 0 0 1200 2.11 -0.23 42.41 0| 0 0 0 1600 3.44 -0.38 35.75 0| 0 0 0 2000 4.37 -0.47 33.37 0| 0 0 0 2200 5.50 -0.56 31.52 0| 0 0 0 2400 11.68 -0.85 27.39 0| 0 0 0 3200 19.17 -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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 70 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 36.53 Underlying Price 48.140 Time to expiry: 22 Days Sep 10 16.15 1.00 44.41 0| 0 0 0 3200 12.15 1.00 43.51 0| 0 0 0 3600 10.16 0.99 42.21 0| 0 0 0 3800 8.20 0.98 40.95 0| 0 0 0 4000 6.29 0.93 39.75 0| 0 0 0 4200 4.51 0.85 38.61 0| 0 0 0 4400 3.70 0.79 38.07 0| 0 0 0 4500 2.97 0.71 37.56 0| 0 0 0 4600 2.31 0.62 37.06 0| 0 0 0 4700 1.75 0.53 36.59 0| 0 0 0 4800 1.28 0.44 36.15 0| 0 0 0 4900 0.90 0.34 35.59 0| 0 0 0 5000 0.40 0.19 34.78 0| 0 6 0 5200 0.15 0.09 34.12 0| 0 0 0 5400 0.05 0.04 34.13 0| 0 0 0 5600 0.02 0.01 39.21 0| 0 0 0 6000 0.01 0.00 33.01 0| 0 0 0 6400 0.01 0.00 33.87 0| 0 0 0 6800 0.01 0.00 34.92 0| 0 0 0 7200 0.01 0.00 38.32 0| 0 0 0 8000 Total 0| 0 6 0 Indicative a-t-m Vol 39.33 Underlying Price 48.140 Time to expiry: 50 Days Oct 10 8.43 0.91 46.03 0| 0 0 0 4000 6.70 0.84 44.50 0| 0 0 0 4200 5.11 0.75 42.49 0| 0 0 0 4400 4.38 0.70 41.55 0| 0 0 0 4500 3.70 0.64 40.66 0| 0 0 0 4600 3.12 0.58 39.96 0| 0 0 0 4700 2.59 0.52 39.41 0| 0 0 0 4800 2.12 0.45 38.83 0| 0 0 0 4900 1.70 0.39 38.20 0| 0 0 0 5000 1.06 0.28 37.08 0| 0 0 0 5200 0.62 0.19 36.06 0| 0 0 0 5400 0.32 0.11 34.49 0| 0 0 0 5600 0.10 0.04 34.90 0| 0 0 0 6000 0.03 0.01 35.69 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 41.19 Underlying Price 48.140 Time to expiry: 85 Days Nov 10 8.89 0.83 46.96 0| 0 0 0 4000 7.37 0.76 45.95 0| 0 0 0 4200 5.95 0.69 44.44 0| 0 0 0 4400 4.69 0.61 42.88 0| 0 0 0 4600 4.13 0.57 42.24 0| 0 0 0 4700 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.58 0.52 41.30 0| 0 0 0 4800 3.08 0.48 40.49 0| 0 0 0 4900 2.65 0.43 39.83 0| 0 0 0 5000 1.87 0.35 38.27 0| 0 0 0 5200 0.84 0.20 36.04 0| 0 0 0 5600 0.34 0.10 34.80 0| 0 0 0 6000 0.12 0.04 33.95 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 41.35 Underlying Price 48.140 Time to expiry: 113 Days Dec 10 16.25 0.97 51.51 0| 0 0 0 3200 12.55 0.91 48.76 0| 0 0 0 3600 9.27 0.80 46.39 0| 0 0 0 4000 7.81 0.74 45.19 0| 0 0 0 4200 6.49 0.67 44.09 0| 0 0 0 4400 5.31 0.60 43.09 0| 0 0 0 4600 4.19 0.53 41.47 0| 0 0 0 4800 2.36 0.38 38.09 0| 0 0 0 5200 1.25 0.24 36.54 0| 0 0 0 5600 0.29 0.07 34.62 0| 0 0 0 6400 0.05 0.02 33.79 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 41.44 Underlying Price 48.140 Time to expiry: 204 Days Mar 11 16.77 0.90 51.15 0| 0 0 0 3200 13.46 0.83 48.06 0| 0 0 0 3600 10.55 0.75 45.93 0| 0 0 0 4000 9.22 0.71 45.01 0| 0 0 0 4200 7.98 0.66 43.95 0| 0 0 0 4400 6.82 0.61 42.74 0| 0 0 0 4600 5.74 0.55 41.52 0| 0 0 0 4800 3.92 0.44 39.29 0| 0 0 0 5200 2.54 0.33 37.59 0| 0 0 0 5600 0.96 0.16 35.17 0| 0 0 0 6400 0.34 0.07 34.20 0| 0 0 0 7200 0.12 0.03 34.10 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.54 Underlying Price 48.140 Time to expiry: 295 Days Jun 11 17.39 0.87 49.02 0| 0 0 0 3200 14.40 0.81 47.57 0| 0 0 0 3600 11.64 0.74 45.75 0| 0 0 0 4000 10.39 0.70 44.74 0| 0 0 0 4200 9.22 0.66 44.09 0| 0 0 0 4400 8.06 0.62 42.64 0| 0 0 0 4600 6.99 0.57 41.62 0| 0 0 0 4800 5.08 0.48 39.22 0| 0 0 0 5200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.56 0.38 37.21 0| 0 0 0 5600 2.54 0.30 36.53 0| 0 0 0 6000 1.77 0.23 35.87 0| 0 0 0 6400 0.75 0.12 34.00 0| 0 0 0 7200 0.43 0.07 35.32 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 42.24 Underlying Price 48.140 Time to expiry: 477 Days Dec 11 18.74 0.84 50.99 0| 0 0 0 3200 13.37 0.73 46.69 0| 0 0 0 4000 10.93 0.66 44.16 0| 0 0 0 4400 8.83 0.59 42.30 0| 0 0 0 4800 5.44 0.45 39.08 0| 0 0 0 5600 4.22 0.38 37.95 0| 0 0 0 6000 1.03 0.13 34.53 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.92 Underlying Price 48.140 Time to expiry: 659 Days Jun 12 19.34 0.83 47.48 0| 0 0 0 3200 14.34 0.73 44.19 0| 0 0 0 4000 12.04 0.67 42.14 0| 0 0 0 4400 10.11 0.61 40.97 0| 0 0 0 4800 6.79 0.48 38.21 0| 0 0 0 5600 5.50 0.42 37.13 0| 0 0 0 6000 1.84 0.19 34.36 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 6 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 73 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 35.83 Underlying Price 48.140 Time to expiry: 22 Days Sep 10 0.01 0.00 48.43 0| 0 0 0 3200 0.01 -0.01 45.79 0| 0 0 0 3600 0.04 -0.02 44.36 0| 0 0 0 3800 0.11 -0.05 42.92 0| 0 0 0 4000 0.28 -0.11 41.51 0| 0 0 0 4200 0.59 -0.21 39.73 0| 0 0 0 4400 0.83 -0.28 38.66 0| 0 0 0 4500 1.14 -0.35 37.77 0| 0 0 0 4600 1.52 -0.44 36.64 0| 0 0 0 4700 2.01 -0.53 35.92 0| 0 0 0 4800 2.59 -0.62 35.27 0| 0 0 0 4900 3.24 -0.71 34.32 0| 0 0 0 5000 4.81 -0.86 32.43 0| 0 0 0 5200 6.64 -0.94 31.94 0| 0 0 0 5400 8.57 -0.98 31.35 0| 0 0 0 5600 12.55 -1.00 31.15 0| 0 0 0 6000 16.54 -1.00 31.44 0| 0 0 0 6400 20.54 -1.00 31.73 0| 0 0 0 6800 24.54 -1.00 33.47 0| 0 0 0 7200 32.54 -1.00 34.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.21 Underlying Price 48.140 Time to expiry: 50 Days Oct 10 0.64 -0.14 46.32 0| 0 0 0 4000 0.95 -0.20 43.58 0| 0 0 0 4200 1.41 -0.28 41.25 0| 0 0 0 4400 1.73 -0.33 40.51 0| 0 0 0 4500 2.09 -0.39 39.82 0| 0 0 0 4600 2.53 -0.44 39.16 0| 0 0 0 4700 3.00 -0.50 38.35 0| 0 0 0 4800 3.52 -0.56 37.37 0| 0 0 0 4900 4.11 -0.62 36.65 0| 0 0 0 5000 5.46 -0.74 34.98 0| 0 0 0 5200 7.05 -0.83 33.99 0| 0 0 0 5400 8.80 -0.90 33.16 0| 0 0 0 5600 12.59 -0.97 31.95 0| 0 0 0 6000 16.55 -1.00 31.19 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 38.14 Underlying Price 48.140 Time to expiry: 85 Days Nov 10 1.02 -0.17 42.70 0| 0 0 0 4000 1.50 -0.24 41.92 0| 0 0 0 4200 2.01 -0.31 39.61 0| 0 0 0 4400 2.85 -0.40 39.37 0| 0 0 0 4600 3.27 -0.44 38.54 0| 0 0 0 4700 3.79 -0.48 38.30 0| 0 0 0 4800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.26 -0.53 37.19 0| 0 0 0 4900 4.82 -0.58 36.37 0| 0 0 0 5000 6.01 -0.68 34.20 0| 0 0 0 5200 9.10 -0.84 32.23 0| 0 0 0 5600 12.69 -0.94 30.52 0| 0 0 0 6000 16.57 -0.98 30.24 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 38.68 Underlying Price 48.140 Time to expiry: 113 Days Dec 10 0.41 -0.06 51.13 0| 0 0 0 3200 0.77 -0.11 46.32 0| 0 0 0 3600 1.47 -0.20 43.39 0| 0 0 0 4000 2.01 -0.26 42.33 0| 0 0 0 4200 2.65 -0.33 41.11 0| 0 0 0 4400 3.30 -0.40 38.68 0| 0 0 0 4600 4.35 -0.47 38.78 0| 0 0 0 4800 6.59 -0.64 36.01 0| 0 0 0 5200 9.47 -0.78 33.57 0| 0 0 0 5600 16.65 -0.95 31.56 0| 0 0 0 6400 24.56 -0.98 35.23 0| 0 0 0 7200 32.55 -0.99 42.51 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.03 Underlying Price 48.140 Time to expiry: 204 Days Mar 11 0.87 -0.09 46.90 0| 0 0 0 3200 1.56 -0.16 45.04 0| 0 0 0 3600 2.56 -0.24 42.91 0| 0 0 0 4000 3.16 -0.29 41.71 0| 0 0 0 4200 3.89 -0.34 40.68 0| 0 0 0 4400 4.74 -0.39 39.70 0| 0 0 0 4600 5.58 -0.45 38.11 0| 0 0 0 4800 7.73 -0.58 35.69 0| 0 0 0 5200 10.35 -0.70 33.47 0| 0 0 0 5600 17.05 -0.87 32.31 0| 0 0 0 6400 24.66 -0.95 33.00 0| 0 0 0 7200 32.56 -0.98 35.37 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.39 Underlying Price 48.140 Time to expiry: 295 Days Jun 11 1.52 -0.12 47.30 0| 0 0 0 3200 2.46 -0.19 45.89 0| 0 0 0 3600 3.64 -0.26 44.07 0| 0 0 0 4000 4.35 -0.30 43.06 0| 0 0 0 4200 5.13 -0.34 42.28 0| 0 0 0 4400 6.01 -0.39 41.22 0| 0 0 0 4600 6.97 -0.43 40.46 0| 0 0 0 4800 9.13 -0.53 38.56 0| 0 0 0 5200 11.60 -0.63 36.59 0| 0 0 0 5600 14.67 -0.71 36.45 0| 0 0 0 6000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.88 -0.78 35.60 0| 0 0 0 6400 24.91 -0.90 33.63 0| 0 0 0 7200 32.65 -0.96 34.62 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.28 Underlying Price 48.140 Time to expiry: 477 Days Dec 11 2.61 -0.16 45.95 0| 0 0 0 3200 5.36 -0.28 43.80 0| 0 0 0 4000 6.76 -0.35 40.86 0| 0 0 0 4400 8.67 -0.42 39.33 0| 0 0 0 4800 13.34 -0.58 36.63 0| 0 0 0 5600 16.11 -0.65 35.60 0| 0 0 0 6000 32.92 -0.91 31.52 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.90 Underlying Price 48.140 Time to expiry: 659 Days Jun 12 3.66 -0.17 46.52 0| 0 0 0 3200 6.58 -0.28 43.65 0| 0 0 0 4000 8.36 -0.34 42.31 0| 0 0 0 4400 10.33 -0.40 40.94 0| 0 0 0 4800 14.94 -0.53 38.38 0| 0 0 0 5600 17.70 -0.58 37.68 0| 0 0 0 6000 33.84 -0.82 35.08 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 6 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 76 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 21.26 Underlying Price 30.030 Time to expiry: 22 Days Sep 10 10.04 1.00 34.03 0| 0 0 0 2000 8.04 1.00 31.58 0| 0 0 0 2200 7.04 1.00 30.18 0| 0 0 0 2300 6.04 1.00 28.49 0| 0 0 0 2400 4.04 0.99 25.73 0| 0 0 0 2600 3.05 0.98 24.29 0| 0 0 0 2700 2.10 0.91 23.01 0| 0 0 0 2800 1.24 0.77 21.80 0| 0 0 0 2900 0.60 0.52 21.25 0| 0 0 0 3000 0.24 0.27 21.58 0| 0 0 0 3100 0.06 0.09 20.66 0| 0 0 0 3200 0.03 0.04 23.20 0| 0 0 0 3300 0.01 0.01 22.22 0| 0 0 0 3400 0.01 0.00 18.31 0| 0 0 0 3600 0.01 0.00 18.55 0| 0 0 0 3800 0.01 0.00 18.34 0| 0 0 0 4000 0.01 0.00 17.82 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 22.47 Underlying Price 30.030 Time to expiry: 50 Days Oct 10 7.04 1.00 31.86 0| 0 0 0 2300 6.04 1.00 29.12 0| 0 0 0 2400 4.04 0.99 25.91 0| 0 0 0 2600 2.12 0.90 23.11 0| 0 0 0 2800 1.30 0.74 22.26 0| 0 0 0 2900 0.70 0.51 22.49 0| 0 0 0 3000 0.32 0.28 22.01 0| 0 0 0 3100 0.13 0.13 21.61 0| 0 0 0 3200 0.04 0.05 21.25 0| 0 0 0 3300 0.03 0.03 23.16 0| 0 0 0 3400 0.01 0.01 23.43 0| 0 0 0 3600 0.01 0.00 24.40 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.20 Underlying Price 30.030 Time to expiry: 85 Days Nov 10 7.04 1.00 33.76 0| 0 0 0 2300 6.04 1.00 31.31 0| 0 0 0 2400 4.06 0.97 27.98 0| 0 0 0 2600 2.23 0.82 25.15 0| 0 0 0 2800 1.47 0.67 24.03 0| 0 0 0 2900 0.90 0.48 23.21 0| 0 0 0 3000 0.53 0.31 22.96 0| 0 0 0 3100 0.29 0.19 22.29 0| 0 0 0 3200 0.08 0.06 21.59 0| 0 0 0 3400 0.02 0.02 20.95 0| 0 0 0 3600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 20.77 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.73 Underlying Price 30.030 Time to expiry: 113 Days Dec 10 10.04 1.00 39.92 0| 0 0 0 2000 8.04 1.00 35.96 0| 0 0 0 2200 6.05 0.99 33.06 0| 0 0 0 2400 4.11 0.94 29.63 0| 0 0 0 2600 2.37 0.76 26.79 0| 0 0 0 2800 1.08 0.46 23.75 0| 0 0 0 3000 0.43 0.22 22.45 0| 0 0 0 3200 0.15 0.10 21.92 0| 0 0 0 3400 0.04 0.03 21.18 0| 0 0 0 3600 0.01 0.01 22.57 0| 0 0 0 4000 0.01 0.00 25.40 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 23.54 Underlying Price 30.030 Time to expiry: 204 Days Mar 11 10.04 1.00 38.50 0| 0 0 0 2000 8.05 0.99 34.58 0| 0 0 0 2200 6.09 0.96 31.26 0| 0 0 0 2400 4.25 0.85 28.25 0| 0 0 0 2600 2.70 0.66 25.71 0| 0 0 0 2800 1.56 0.46 23.56 0| 0 0 0 3000 0.82 0.30 22.14 0| 0 0 0 3200 0.39 0.17 21.20 0| 0 0 0 3400 0.17 0.09 20.61 0| 0 0 0 3600 0.02 0.01 19.24 0| 0 0 0 4000 0.01 0.01 22.87 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 24.36 Underlying Price 30.030 Time to expiry: 295 Days Jun 11 10.05 0.99 38.60 0| 0 0 0 2000 8.09 0.96 34.95 0| 0 0 0 2200 6.21 0.89 31.26 0| 0 0 0 2400 4.56 0.74 28.75 0| 0 0 0 2600 3.18 0.61 26.24 0| 0 0 0 2800 2.08 0.48 24.39 0| 0 0 0 3000 1.21 0.35 22.28 0| 0 0 0 3200 0.66 0.23 21.05 0| 0 0 0 3400 0.31 0.13 19.88 0| 0 0 0 3600 0.07 0.04 19.33 0| 0 0 0 4000 0.02 0.01 20.05 0| 0 0 0 4400 0.01 0.01 21.63 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 24.14 Underlying Price 30.030 Time to expiry: 477 Days Dec 11 10.07 0.98 37.55 0| 0 0 0 2000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.46 0.81 31.50 0| 0 0 0 2400 3.49 0.61 25.50 0| 0 0 0 2800 1.60 0.39 22.83 0| 0 0 0 3200 0.16 0.07 19.30 0| 0 0 0 4000 0.03 0.01 20.73 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.48 Underlying Price 30.030 Time to expiry: 659 Days Jun 12 10.15 0.92 38.00 0| 0 0 0 2000 6.51 0.77 28.80 0| 0 0 0 2400 3.79 0.60 24.71 0| 0 0 0 2800 1.94 0.40 22.29 0| 0 0 0 3200 0.32 0.11 19.12 0| 0 0 0 4000 0.03 0.02 17.72 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 79 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 23.70 Underlying Price 30.030 Time to expiry: 22 Days Sep 10 0.01 0.00 38.86 0| 0 0 0 2000 0.01 0.00 35.68 0| 0 0 0 2200 0.01 0.00 34.32 0| 0 0 0 2300 0.01 -0.01 32.62 0| 0 0 0 2400 0.07 -0.08 28.74 0| 0 0 0 2600 0.17 -0.17 26.47 0| 0 0 0 2700 0.40 -0.33 25.12 0| 0 0 0 2800 0.84 -0.55 24.37 0| 0 0 0 2900 1.50 -0.76 23.72 0| 0 4 0 3000 2.34 -0.90 23.02 0| 0 0 0 3100 3.28 -0.97 22.38 0| 0 0 0 3200 4.26 -0.99 22.24 0| 0 0 0 3300 5.26 -1.00 22.27 0| 0 0 0 3400 7.26 -1.00 22.52 0| 0 0 0 3600 9.26 -1.00 23.03 0| 0 0 0 3800 11.26 -1.00 23.56 0| 0 0 0 4000 15.26 -1.00 25.77 0| 0 0 0 4400 Total 0| 0 4 0 Indicative a-t-m Vol 23.70 Underlying Price 30.030 Time to expiry: 50 Days Oct 10 0.03 -0.02 30.40 0| 0 0 0 2300 0.06 -0.04 29.57 0| 0 0 0 2400 0.24 -0.15 27.44 0| 0 0 0 2600 0.75 -0.37 25.63 0| 0 0 0 2800 1.18 -0.52 24.46 0| 0 0 0 2900 1.78 -0.67 23.73 0| 0 0 0 3000 2.51 -0.80 22.77 0| 0 0 0 3100 3.36 -0.90 21.67 0| 0 0 0 3200 4.30 -0.95 22.11 0| 0 0 0 3300 5.27 -0.98 21.48 0| 0 0 0 3400 7.26 -0.99 24.73 0| 0 0 0 3600 9.26 -0.99 29.97 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.56 Underlying Price 30.030 Time to expiry: 85 Days Nov 10 0.19 -0.08 34.71 0| 0 0 0 2300 0.25 -0.11 32.36 0| 0 0 0 2400 0.54 -0.22 29.08 0| 0 0 0 2600 1.05 -0.39 25.54 0| 0 0 0 2800 1.48 -0.50 24.39 0| 0 0 0 2900 2.04 -0.62 23.58 0| 0 0 0 3000 2.72 -0.73 22.77 0| 0 0 0 3100 3.50 -0.83 22.01 0| 0 0 0 3200 5.31 -0.95 21.19 0| 0 0 0 3400 7.27 -0.98 22.26 0| 0 0 0 3600 9.27 -0.99 26.48 0| 0 0 0 3800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 80 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 22.08 Underlying Price 30.030 Time to expiry: 113 Days Dec 10 0.11 -0.04 39.50 0| 0 0 0 2000 0.21 -0.07 35.92 0| 0 0 0 2200 0.38 -0.13 32.23 0| 0 0 0 2400 0.68 -0.24 28.54 0| 0 0 0 2600 1.22 -0.39 25.14 0| 0 0 0 2800 2.13 -0.61 22.11 0| 0 0 0 3000 3.52 -0.82 20.02 0| 0 0 0 3200 5.32 -0.94 19.91 0| 0 0 0 3400 7.27 -0.98 21.17 0| 0 0 0 3600 11.27 -0.98 28.42 0| 0 0 0 4000 15.32 -0.96 41.54 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 22.89 Underlying Price 30.030 Time to expiry: 204 Days Mar 11 0.32 -0.08 38.28 0| 0 0 0 2000 0.48 -0.12 34.44 0| 0 0 0 2200 0.74 -0.18 31.16 0| 0 0 0 2400 1.12 -0.27 27.84 0| 0 0 0 2600 1.73 -0.40 25.17 0| 0 0 0 2800 2.63 -0.56 22.92 0| 0 0 0 3000 3.87 -0.72 21.05 0| 0 0 0 3200 5.51 -0.85 20.77 0| 0 0 0 3400 7.35 -0.92 21.29 0| 0 0 0 3600 11.27 -0.98 23.83 0| 0 0 0 4000 15.42 -0.93 37.33 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 23.35 Underlying Price 30.030 Time to expiry: 295 Days Jun 11 0.54 -0.10 37.22 0| 0 0 0 2000 0.76 -0.15 33.82 0| 0 0 0 2200 1.07 -0.21 30.78 0| 0 0 0 2400 1.53 -0.29 28.20 0| 0 0 0 2600 2.15 -0.40 25.56 0| 0 0 0 2800 3.01 -0.53 23.38 0| 0 0 0 3000 4.15 -0.68 21.30 0| 0 0 0 3200 5.63 -0.81 19.89 0| 0 0 0 3400 7.41 -0.89 20.26 0| 0 0 0 3600 11.28 -0.97 21.95 0| 0 0 0 4000 15.59 -0.88 36.32 0| 0 0 0 4400 19.24 -1.00 25.70 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 24.07 Underlying Price 30.030 Time to expiry: 477 Days Dec 11 1.06 -0.15 34.89 0| 0 0 0 2000 1.90 -0.28 29.71 0| 0 0 0 2400 3.32 -0.46 25.50 0| 0 0 0 2800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.59 -0.67 22.69 0| 0 0 0 3200 12.31 -0.93 20.46 0| 0 0 0 4000 20.06 -0.99 20.86 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.65 Underlying Price 30.030 Time to expiry: 659 Days Jun 12 1.27 -0.16 32.39 0| 0 0 0 2000 2.24 -0.28 28.52 0| 0 0 0 2400 3.68 -0.44 24.75 0| 0 0 0 2800 5.94 -0.63 22.58 0| 0 0 0 3200 12.42 -0.89 20.77 0| 0 0 0 4000 20.07 -0.96 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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 82 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 16.41 Underlying Price 27.435 Time to expiry: 22 Days Sep 10 9.44 1.00 36.25 0| 0 0 0 1800 7.44 1.00 31.20 0| 0 0 0 2000 5.44 1.00 27.27 0| 0 0 0 2200 4.44 1.00 25.51 0| 0 0 0 2300 3.44 1.00 23.51 0| 0 0 0 2400 2.94 0.99 22.51 0| 0 0 0 2450 2.45 0.98 21.51 0| 0 0 0 2500 1.49 0.90 19.47 0| 0 0 0 2600 0.66 0.67 17.33 0| 0 0 0 2700 0.15 0.28 15.25 0| 0 0 0 2800 0.02 0.05 15.23 0| 0 0 0 2900 0.01 0.00 15.84 0| 0 0 0 3000 0.01 0.00 17.62 0| 0 0 0 3200 0.01 0.00 18.88 0| 0 0 0 3400 0.01 0.00 20.57 0| 0 0 0 3600 0.01 0.00 26.62 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 17.86 Underlying Price 27.435 Time to expiry: 50 Days Oct 10 5.44 1.00 26.98 0| 0 0 0 2200 4.44 1.00 23.56 0| 0 0 0 2300 3.44 1.00 21.86 0| 0 0 0 2400 2.45 0.98 21.06 0| 0 0 0 2500 1.52 0.87 21.00 0| 0 0 0 2600 0.72 0.65 18.57 0| 0 0 0 2700 0.21 0.30 16.94 0| 0 0 0 2800 0.04 0.08 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 18.84 Underlying Price 27.435 Time to expiry: 85 Days Nov 10 5.44 1.00 26.71 0| 0 0 0 2200 4.44 1.00 24.47 0| 0 0 0 2300 3.45 0.99 22.72 0| 0 0 0 2400 1.57 0.83 20.77 0| 0 0 0 2600 0.84 0.60 19.61 0| 0 0 0 2700 0.34 0.32 17.85 0| 0 0 0 2800 0.12 0.13 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 19.02 Underlying Price 27.435 Time to expiry: 113 Days Dec 10 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 83 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.44 1.00 33.04 0| 0 0 0 1800 7.44 1.00 29.89 0| 0 0 0 2000 5.44 1.00 26.49 0| 0 0 0 2200 4.45 1.00 25.19 0| 0 0 0 2300 3.45 0.98 23.41 0| 0 0 0 2400 1.61 0.80 20.59 0| 0 0 0 2600 0.46 0.32 18.41 0| 0 0 0 2800 0.08 0.07 16.24 0| 0 0 0 3000 0.02 0.02 16.81 0| 0 0 0 3200 0.02 0.01 24.70 0| 0 0 0 3600 0.01 0.01 30.38 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.15 Underlying Price 27.435 Time to expiry: 204 Days Mar 11 9.44 1.00 30.73 0| 0 0 0 1800 7.44 1.00 28.78 0| 0 0 0 2000 5.44 1.00 25.03 0| 0 0 0 2200 4.45 0.99 23.73 0| 0 0 0 2300 3.48 0.95 22.53 0| 0 0 0 2400 1.85 0.65 21.13 0| 0 0 0 2600 0.88 0.36 19.77 0| 0 0 0 2800 0.30 0.17 17.59 0| 0 0 0 3000 0.07 0.06 15.94 0| 0 0 0 3200 0.02 0.02 18.89 0| 0 0 0 3600 0.01 0.01 22.87 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.42 Underlying Price 27.435 Time to expiry: 295 Days Jun 11 11.44 1.00 36.72 0| 0 0 0 1600 9.44 1.00 34.76 0| 0 0 0 1800 7.45 0.99 32.15 0| 0 0 0 2000 5.46 0.98 25.93 0| 0 0 0 2200 3.65 0.82 24.23 0| 0 0 0 2400 2.28 0.58 22.41 0| 0 0 0 2600 1.19 0.40 19.64 0| 0 0 0 2800 0.58 0.24 18.48 0| 0 0 0 3000 0.23 0.12 17.20 0| 0 0 0 3200 0.03 0.02 16.29 0| 0 0 0 3600 0.01 0.01 19.04 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 21.67 Underlying Price 27.435 Time to expiry: 477 Days Dec 11 11.48 0.98 52.24 0| 0 0 0 1600 7.47 0.97 33.75 0| 0 0 0 2000 3.84 0.70 24.40 0| 0 0 0 2400 1.62 0.44 21.22 0| 0 0 0 2800 0.48 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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 84 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 21.70 Underlying Price 27.435 Time to expiry: 659 Days Jun 12 11.54 0.94 49.20 0| 0 0 0 1600 7.54 0.91 32.59 0| 0 0 0 2000 4.12 0.68 24.31 0| 0 0 0 2400 1.94 0.45 21.27 0| 0 0 0 2800 0.75 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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 85 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 17.79 Underlying Price 27.435 Time to expiry: 22 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 0.01 -0.02 25.69 0| 0 0 0 2300 0.05 -0.07 23.69 0| 0 0 0 2400 0.09 -0.12 22.69 0| 0 0 0 2450 0.16 -0.20 21.69 0| 0 0 0 2500 0.45 -0.45 19.69 0| 0 0 0 2600 1.02 -0.76 17.83 0| 0 0 0 2700 1.89 -0.94 17.75 0| 0 0 0 2800 2.86 -0.99 17.70 0| 0 0 0 2900 3.86 -1.00 18.38 0| 0 0 0 3000 5.86 -1.00 19.63 0| 0 0 0 3200 7.86 -1.00 22.08 0| 0 0 0 3400 9.86 -1.00 23.10 0| 0 0 0 3600 13.86 -1.00 29.80 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 18.84 Underlying Price 27.435 Time to expiry: 50 Days Oct 10 0.04 -0.04 26.69 0| 0 0 0 2200 0.10 -0.08 25.70 0| 0 0 0 2300 0.21 -0.16 24.46 0| 0 0 0 2400 0.42 -0.28 22.90 0| 0 0 0 2500 0.75 -0.46 21.19 0| 0 0 0 2600 1.27 -0.66 19.44 0| 0 0 0 2700 2.00 -0.84 18.07 0| 0 0 0 2800 2.90 -0.94 18.04 0| 0 0 0 2900 3.87 -0.98 18.18 0| 0 0 0 3000 5.86 -1.00 20.92 0| 0 0 0 3200 7.86 -0.99 28.32 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 19.19 Underlying Price 27.435 Time to expiry: 85 Days Nov 10 0.14 -0.08 27.39 0| 0 0 0 2200 0.24 -0.14 25.78 0| 0 0 0 2300 0.39 -0.21 24.17 0| 0 0 0 2400 0.97 -0.45 20.97 0| 0 0 0 2600 1.48 -0.61 19.76 0| 0 0 0 2700 2.14 -0.76 18.47 0| 0 0 0 2800 2.96 -0.88 17.62 0| 0 0 0 2900 3.90 -0.94 18.27 0| 0 0 0 3000 5.86 -0.99 19.60 0| 0 0 0 3200 7.87 -0.98 26.46 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 19.34 Underlying Price 27.435 Time to expiry: 113 Days Dec 10 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 86 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.03 -0.01 32.40 0| 0 0 0 1800 0.08 -0.04 29.43 0| 0 0 0 2000 0.21 -0.10 26.54 0| 0 0 0 2200 0.33 -0.16 25.19 0| 0 0 0 2300 0.51 -0.23 23.78 0| 0 0 0 2400 1.11 -0.45 20.74 0| 0 0 0 2600 2.26 -0.72 18.79 0| 0 0 0 2800 3.94 -0.91 18.34 0| 0 0 0 3000 5.86 -0.98 18.58 0| 0 0 0 3200 9.86 -0.99 26.50 0| 0 0 0 3600 13.86 -0.99 34.26 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.50 Underlying Price 27.435 Time to expiry: 204 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 0.47 -0.16 26.31 0| 0 0 0 2200 0.67 -0.21 25.43 0| 0 0 0 2300 0.90 -0.28 24.22 0| 0 0 0 2400 1.58 -0.45 21.90 0| 0 0 0 2600 2.63 -0.64 19.96 0| 0 0 0 2800 4.09 -0.83 18.30 0| 0 0 0 3000 5.87 -0.97 15.98 0| 0 0 0 3200 9.86 -0.98 22.58 0| 0 0 0 3600 13.86 -0.99 28.49 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.94 Underlying Price 27.435 Time to expiry: 295 Days Jun 11 0.09 -0.03 31.71 0| 0 0 0 1600 0.22 -0.06 30.53 0| 0 0 0 1800 0.41 -0.11 28.30 0| 0 0 0 2000 0.73 -0.19 26.28 0| 0 0 0 2200 1.20 -0.30 24.25 0| 0 0 0 2400 1.90 -0.44 22.17 0| 0 0 0 2600 2.92 -0.60 20.46 0| 0 0 0 2800 4.27 -0.77 18.87 0| 0 0 0 3000 5.97 -0.90 18.05 0| 0 0 0 3200 9.87 -0.97 21.12 0| 0 0 0 3600 13.86 -0.98 26.31 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 21.73 Underlying Price 27.435 Time to expiry: 477 Days Dec 11 0.42 -0.08 32.97 0| 0 0 0 1600 1.02 -0.19 28.41 0| 0 0 0 2000 2.20 -0.38 24.58 0| 0 0 0 2400 4.22 -0.63 21.26 0| 0 0 0 2800 7.13 -0.87 17.69 0| 0 0 0 3200 14.76 -0.98 19.17 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 87 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 22.20 Underlying Price 27.435 Time to expiry: 659 Days Jun 12 0.61 -0.10 31.96 0| 0 0 0 1600 1.32 -0.21 27.89 0| 0 0 0 2000 2.60 -0.38 24.62 0| 0 0 0 2400 4.59 -0.59 21.81 0| 0 0 0 2800 7.43 -0.79 19.73 0| 0 0 0 3200 14.87 -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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 88 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 30.47 Underlying Price 16.080 Time to expiry: 22 Days Sep 10 6.08 1.00 62.47 0| 0 0 0 1000 4.09 0.99 47.47 0| 0 0 0 1200 3.10 0.98 42.42 0| 0 0 0 1300 2.13 0.94 37.49 0| 0 0 0 1400 1.24 0.81 34.05 0| 0 0 0 1500 0.74 0.64 31.73 0| 0 0 0 1567 0.54 0.54 30.62 0| 0 0 0 1600 0.31 0.38 29.68 0| 0 0 0 1650 0.14 0.23 28.00 0| 0 0 0 1700 0.05 0.11 26.38 0| 0 0 0 1750 0.02 0.04 25.33 0| 0 0 0 1800 0.01 0.01 24.66 0| 0 0 0 1844 0.01 0.00 24.64 0| 0 60 0 1900 0.01 0.00 24.16 0| 0 0 0 1936 0.01 0.00 23.91 0| 0 4 0 2028 0.01 0.00 23.43 0| 0 0 0 2100 0.01 0.00 23.72 0| 0 0 0 2213 0.01 0.00 25.13 0| 0 0 0 2400 Total 0| 0 64 0 Indicative a-t-m Vol 30.58 Underlying Price 16.080 Time to expiry: 50 Days Oct 10 4.12 0.97 43.88 0| 0 0 0 1200 3.17 0.93 41.00 0| 0 0 0 1300 2.26 0.86 37.18 0| 0 0 0 1400 1.45 0.73 33.82 0| 0 0 0 1500 1.09 0.64 32.24 0| 0 0 0 1550 0.78 0.54 30.82 0| 0 0 0 1600 0.53 0.43 29.33 0| 0 0 0 1650 0.33 0.32 28.18 0| 0 0 0 1700 0.19 0.22 26.81 0| 0 0 0 1750 0.10 0.13 25.57 0| 0 0 0 1800 0.05 0.07 24.96 0| 0 0 0 1850 0.02 0.04 24.39 0| 0 0 0 1900 0.01 0.01 23.63 0| 0 0 0 2000 0.01 0.00 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 30.83 Underlying Price 16.080 Time to expiry: 85 Days Nov 10 4.20 0.94 43.22 0| 0 0 0 1200 3.29 0.89 39.94 0| 0 0 0 1300 2.43 0.81 36.80 0| 0 0 0 1400 1.65 0.70 33.54 0| 0 0 0 1500 1.32 0.63 32.28 0| 0 0 0 1550 1.02 0.55 31.07 0| 0 0 0 1600 0.75 0.46 29.59 0| 0 0 0 1650 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 89 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.53 0.37 28.42 0| 0 0 0 1700 0.22 0.21 25.87 0| 0 0 0 1800 0.07 0.09 24.08 0| 0 0 0 1900 Total 0| 0 0 0 Indicative a-t-m Vol 31.06 Underlying Price 16.080 Time to expiry: 113 Days Dec 10 6.26 0.94 61.09 0| 0 0 0 1000 4.36 0.89 47.86 0| 0 0 0 1200 2.56 0.79 36.49 0| 0 0 0 1400 1.80 0.69 33.31 0| 0 0 0 1500 1.18 0.55 31.27 0| 0 0 0 1600 0.67 0.40 28.60 0| 0 0 0 1700 0.32 0.25 26.10 0| 0 0 0 1800 0.20 0.18 24.40 0| 0 2 0 1844 0.12 0.12 23.83 0| 0 0 0 1900 0.09 0.09 23.54 0| 0 2 0 1936 0.03 0.04 22.96 0| 0 17 0 2028 0.01 0.01 22.72 0| 0 0 0 2200 0.01 0.00 22.70 0| 0 0 0 2400 Total 0| 0 21 0 Indicative a-t-m Vol 31.13 Underlying Price 16.080 Time to expiry: 204 Days Mar 11 6.60 0.90 63.00 0| 0 0 0 1000 4.77 0.84 50.20 0| 0 0 0 1200 2.98 0.74 37.80 0| 0 0 0 1400 2.18 0.67 33.14 0| 0 0 0 1500 1.58 0.56 31.28 0| 0 0 0 1600 1.07 0.45 29.35 0| 0 0 0 1700 0.56 0.31 25.02 0| 0 0 0 1800 0.32 0.21 24.24 0| 0 0 0 1900 0.19 0.14 24.17 0| 0 0 0 2000 0.11 0.09 24.18 0| 0 0 0 2100 0.05 0.05 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 29.72 Underlying Price 16.080 Time to expiry: 295 Days Jun 11 10.34 0.97 90.00 0| 0 0 0 600 8.50 0.94 75.19 0| 0 0 0 800 6.71 0.89 63.07 0| 0 0 0 1000 4.85 0.84 48.94 0| 0 0 0 1200 3.16 0.74 39.11 0| 0 0 0 1400 2.45 0.66 36.20 0| 0 0 0 1500 1.62 0.57 29.74 0| 0 50 0 1600 1.19 0.47 29.55 0| 0 0 0 1700 0.67 0.34 25.52 0| 0 60 0 1800 0.44 0.25 25.15 0| 0 0 0 1900 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 90 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.25 0.16 24.12 0| 0 0 0 2000 0.07 0.06 23.00 0| 0 0 0 2200 0.03 0.03 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 28.89 Underlying Price 16.080 Time to expiry: 477 Days Dec 11 8.63 0.92 70.00 0| 0 0 0 800 5.12 0.81 47.72 0| 0 0 0 1200 1.88 0.56 29.00 0| 0 0 0 1600 1.00 0.38 26.31 0| 0 0 0 1800 0.48 0.23 24.59 0| 0 0 0 2000 0.11 0.07 23.55 0| 0 0 0 2400 0.02 0.01 26.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 28.40 Underlying Price 16.080 Time to expiry: 659 Days Jun 12 8.66 0.92 70.00 0| 0 0 0 800 5.24 0.80 47.72 0| 0 0 0 1200 1.98 0.56 28.49 0| 0 0 0 1600 1.14 0.40 26.31 0| 0 0 0 1800 0.61 0.26 24.59 0| 0 0 0 2000 0.17 0.09 23.55 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 195 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 91 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 30.47 Underlying Price 16.080 Time to expiry: 22 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 0.01 -0.02 42.42 0| 0 0 0 1300 0.04 -0.06 37.49 0| 0 0 0 1400 0.15 -0.19 34.05 0| 0 0 0 1500 0.33 -0.36 31.73 0| 0 0 0 1567 0.45 -0.46 30.62 0| 0 0 0 1600 0.72 -0.62 29.68 0| 0 0 0 1650 1.06 -0.78 28.00 0| 0 0 0 1700 1.47 -0.89 26.38 0| 0 0 0 1750 1.93 -0.96 25.33 0| 0 0 0 1800 2.36 -0.99 24.66 0| 0 0 0 1844 2.92 -1.00 24.64 0| 0 0 0 1900 3.28 -1.00 24.16 0| 0 0 0 1936 4.20 -1.00 23.91 0| 0 0 0 2028 4.92 -1.00 23.43 0| 0 0 0 2100 6.05 -1.00 23.72 0| 0 0 0 2213 7.92 -1.00 25.13 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 30.58 Underlying Price 16.080 Time to expiry: 50 Days Oct 10 0.03 -0.03 43.88 0| 0 0 0 1200 0.08 -0.07 41.00 0| 0 0 0 1300 0.17 -0.14 37.18 0| 0 0 0 1400 0.36 -0.27 33.82 0| 0 0 0 1500 0.50 -0.36 32.24 0| 0 0 0 1550 0.69 -0.46 30.82 0| 0 0 0 1600 0.94 -0.57 29.33 0| 0 0 0 1650 1.24 -0.68 28.18 0| 0 0 0 1700 1.60 -0.79 26.81 0| 0 0 0 1750 2.01 -0.87 25.57 0| 0 0 0 1800 2.46 -0.93 24.96 0| 0 0 0 1850 2.93 -0.97 24.39 0| 0 0 0 1900 3.92 -1.00 23.63 0| 0 0 0 2000 4.92 -1.00 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 30.83 Underlying Price 16.080 Time to expiry: 85 Days Nov 10 0.10 -0.06 43.22 0| 0 0 0 1200 0.19 -0.11 39.94 0| 0 0 0 1300 0.33 -0.19 36.80 0| 0 0 0 1400 0.55 -0.30 33.54 0| 0 0 0 1500 0.71 -0.37 32.28 0| 0 0 0 1550 0.91 -0.45 31.07 0| 0 0 0 1600 1.14 -0.54 29.59 0| 0 0 0 1650 1.42 -0.63 28.42 0| 0 0 0 1700 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.12 -0.80 25.87 0| 0 0 0 1800 2.97 -0.92 24.08 0| 0 0 0 1900 Total 0| 0 0 0 Indicative a-t-m Vol 31.06 Underlying Price 16.080 Time to expiry: 113 Days Dec 10 0.16 -0.06 61.09 0| 0 0 0 1000 0.25 -0.11 47.86 0| 0 0 0 1200 0.44 -0.21 36.49 0| 0 0 0 1400 0.68 -0.32 33.31 0| 0 0 0 1500 1.06 -0.45 31.27 0| 0 0 0 1600 1.55 -0.60 28.60 0| 0 0 0 1700 2.20 -0.76 26.10 0| 0 0 0 1800 2.52 -0.83 24.40 0| 0 0 0 1844 3.01 -0.89 23.83 0| 0 0 0 1900 3.33 -0.92 23.54 0| 0 0 0 1936 4.21 -0.97 22.96 0| 0 0 0 2028 5.92 -1.00 22.72 0| 0 0 0 2200 7.92 -1.00 22.70 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 31.13 Underlying Price 16.080 Time to expiry: 204 Days Mar 11 0.47 -0.10 63.00 0| 0 0 0 1000 0.63 -0.16 50.20 0| 0 0 0 1200 0.83 -0.26 37.80 0| 0 0 0 1400 1.03 -0.34 33.14 0| 0 0 0 1500 1.42 -0.44 31.28 0| 0 0 0 1600 1.91 -0.55 29.35 0| 0 0 0 1700 2.40 -0.69 25.02 0| 0 0 0 1800 3.17 -0.80 24.24 0| 0 0 0 1900 4.04 -0.88 24.17 0| 0 0 0 2000 4.97 -0.93 24.18 0| 0 0 0 2100 5.93 -0.97 23.66 0| 0 0 0 2200 7.92 -1.00 22.96 0| 0 0 0 2400 11.92 -1.00 25.21 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 29.72 Underlying Price 16.080 Time to expiry: 295 Days Jun 11 0.44 -0.06 90.00 0| 0 0 0 600 0.64 -0.10 75.19 0| 0 0 0 800 0.89 -0.15 63.07 0| 0 0 0 1000 1.06 -0.22 48.94 0| 0 0 0 1200 1.43 -0.33 39.11 0| 0 0 0 1400 1.78 -0.41 36.20 0| 0 0 0 1500 1.99 -0.51 29.74 0| 0 0 0 1600 2.63 -0.60 29.55 0| 0 0 0 1700 3.17 -0.72 25.52 0| 0 0 0 1800 3.97 -0.80 25.15 0| 0 0 0 1900 4.81 -0.87 24.12 0| 0 0 0 2000 6.66 -0.95 23.00 0| 0 0 0 2200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.61 -0.98 23.41 0| 0 0 0 2400 16.52 -1.00 23.57 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 28.89 Underlying Price 16.080 Time to expiry: 477 Days Dec 11 0.96 -0.11 70.00 0| 0 0 0 800 1.51 -0.23 47.72 0| 0 0 0 1200 2.33 -0.48 29.00 0| 0 0 0 1600 3.50 -0.65 26.31 0| 0 0 0 1800 5.00 -0.79 24.59 0| 0 0 0 2000 8.64 -0.95 23.55 0| 0 0 0 2400 16.50 -0.99 26.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 28.40 Underlying Price 16.080 Time to expiry: 659 Days Jun 12 1.47 -0.13 70.00 0| 0 0 0 800 2.13 -0.26 47.72 0| 0 0 0 1200 2.98 -0.51 28.49 0| 0 0 0 1600 4.22 -0.66 26.31 0| 0 0 0 1800 5.71 -0.78 24.59 0| 0 0 0 2000 9.26 -0.92 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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 94 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 31.28 Underlying Price 59.030 Time to expiry: 22 Days Sep 10 23.04 1.00 54.00 0| 0 0 0 3600 19.04 1.00 51.71 0| 0 0 0 4000 15.05 0.99 47.85 0| 0 0 0 4400 13.07 0.99 45.68 0| 0 0 0 4600 11.12 0.97 44.94 0| 0 0 0 4800 7.29 0.91 39.01 0| 0 495 0 5200 5.50 0.85 36.71 0| 0 0 0 5400 3.85 0.75 34.32 0| 0 3,888 0 5600 2.43 0.60 31.92 0| 0 65 0 5800 1.38 1.38 0.43 30.68 1.47 1.38 30| 0 1,771 0 6000 0.68 0.26 29.40 0| 0 709 0 6200 0.30 0.14 29.04 0| 34 917 +4 6400 0.18 0.12 0.07 28.92 0.18 0.14 25| 0 68 0 6600 0.02 0.02 26.21 0| 5 158 0 6800 0.01 0.00 24.63 0| 0 243 0 7200 0.01 0.00 23.76 0| 0 12 0 7600 0.01 0.00 23.57 0| 0 34 0 8000 0.01 0.00 25.00 0| 0 0 0 8800 Total 55| 39 8,360 +4 Indicative a-t-m Vol 32.09 Underlying Price 59.030 Time to expiry: 50 Days Oct 10 13.24 0.95 42.94 0| 0 0 0 4600 11.35 0.93 40.85 0| 0 0 0 4800 7.78 0.84 37.15 0| 0 0 0 5200 4.67 0.68 34.12 0| 0 10 0 5600 3.37 0.58 32.45 0| 0 10 0 5800 2.41 2.36 0.47 31.74 2.41 2.41 6| 5 17 0 6000 1.54 0.36 30.82 0| 0 39 0 6200 0.92 0.95 0.25 29.98 0.92 Q 0.92 Q 70| 0 43 0 6400 0.55 0.17 29.32 0| 0 80 0 6600 0.29 0.10 28.48 0| 0 42 0 6800 0.08 0.03 28.53 0| 0 28 0 7200 0.02 0.01 29.00 0| 0 0 0 7600 Total 76| 5 269 0 Indicative a-t-m Vol 33.05 Underlying Price 59.030 Time to expiry: 85 Days Nov 10 13.60 0.91 41.81 0| 0 0 0 4600 11.81 0.88 39.99 0| 0 0 0 4800 8.51 0.79 37.53 0| 0 0 0 5200 5.59 0.66 34.70 0| 0 0 0 5600 4.35 0.58 33.46 0| 0 0 0 5800 3.32 0.49 32.67 0| 0 0 0 6000 2.45 0.41 31.84 0| 0 0 0 6200 1.76 0.33 31.15 0| 0 0 0 6400 0.80 0.82 0.19 30.07 0.80 0.80 1| 0 0 0 6800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.34 0.09 29.19 0| 0 0 0 7200 Total 1| 0 0 0 Indicative a-t-m Vol 33.14 Underlying Price 59.030 Time to expiry: 113 Days Dec 10 43.04 1.00 71.00 0| 0 0 0 1600 39.05 1.00 72.28 0| 0 0 0 2000 37.07 1.00 70.92 0| 0 0 0 2200 35.09 0.99 68.88 0| 0 0 0 2400 31.15 0.99 63.78 0| 0 0 0 2800 27.22 0.98 58.28 0| 0 0 0 3200 23.34 0.97 52.98 0| 0 0 0 3600 19.50 0.94 48.12 0| 0 0 0 4000 15.77 0.91 43.84 0| 0 0 0 4400 12.22 0.85 39.93 0| 0 0 0 4800 9.00 0.77 37.32 0| 0 0 0 5200 6.17 0.65 34.62 0| 0 2,377 0 5600 4.00 3.91 0.51 32.66 4.00 4.00 60| 10 5,185 +10 6000 2.27 0.36 31.16 0| 0 486 0 6400 1.21 0.23 30.11 0| 0 64 0 6800 0.59 0.13 29.37 0| 0 498 0 7200 0.15 0.04 29.58 0| 0 95 0 8000 0.05 0.01 31.00 0| 0 0 0 8800 Total 60| 10 8,705 +10 Indicative a-t-m Vol 33.56 Underlying Price 59.030 Time to expiry: 204 Days Mar 11 23.78 0.94 48.00 0| 0 0 0 3600 20.17 0.91 45.05 0| 0 0 0 4000 16.69 0.87 42.17 0| 0 0 0 4400 13.39 0.81 39.27 0| 0 0 0 4800 10.43 0.73 37.20 0| 0 0 0 5200 7.80 0.64 35.28 0| 0 0 0 5600 5.51 0.53 33.02 0| 0 16 0 6000 3.83 0.42 32.11 0| 0 187 0 6400 2.48 0.32 30.85 0| 0 16 0 6800 1.55 0.23 29.87 0| 0 201 0 7200 0.60 0.11 29.47 0| 0 87 0 8000 0.25 0.05 30.00 0| 0 10 0 8800 Total 0| 0 517 0 Indicative a-t-m Vol 34.04 Underlying Price 59.030 Time to expiry: 295 Days Jun 11 35.29 0.99 51.00 0| 0 0 0 2400 27.73 0.96 47.42 0| 0 0 0 3200 24.11 0.93 45.19 0| 0 0 0 3600 20.62 0.90 42.96 0| 0 0 0 4000 17.31 0.85 40.83 0| 0 0 0 4400 14.24 0.79 38.98 0| 0 17 0 4800 11.40 0.72 37.05 0| 0 15 0 5200 8.90 0.64 35.44 0| 0 24 0 5600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.65 0.55 33.59 0| 0 40 0 6000 4.93 0.46 32.66 0| 0 59 0 6400 3.46 3.50 0.36 31.58 3.46 3.46 8| 0 18 0 6800 2.42 0.28 30.73 0| 0 35 0 7200 1.04 0.15 29.05 0| 0 0 0 8000 0.41 0.07 28.06 0| 0 0 0 8800 0.01 0.00 28.00 0| 0 0 0 12000 Total 8| 0 208 0 Indicative a-t-m Vol 33.77 Underlying Price 59.030 Time to expiry: 477 Days Dec 11 28.08 0.94 45.00 0| 0 0 0 3200 21.39 0.87 41.66 0| 0 0 0 4000 15.34 0.77 37.65 0| 0 0 0 4800 10.35 0.63 34.60 0| 0 1,600 0 5600 8.33 0.56 33.51 0| 0 0 0 6000 6.52 0.48 32.24 0| 0 0 0 6400 1.93 0.21 28.17 0| 0 0 0 8000 0.08 0.01 26.68 0| 0 0 0 12000 Total 0| 0 1,600 0 Indicative a-t-m Vol 33.35 Underlying Price 59.030 Time to expiry: 659 Days Jun 12 22.14 0.85 41.24 0| 0 0 0 4000 16.39 0.76 37.28 0| 0 0 0 4800 11.52 0.64 34.24 0| 0 0 0 5600 9.53 0.58 33.07 0| 0 0 0 6000 7.71 0.51 31.83 0| 0 0 0 6400 2.76 0.26 27.79 0| 0 0 0 8000 0.15 0.02 25.24 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 200| 54 19,659 +14 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 97 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 31.28 Underlying Price 59.030 Time to expiry: 22 Days Sep 10 0.01 0.00 54.00 0| 0 71 0 3600 0.01 0.00 51.71 0| 0 74 0 4000 0.01 -0.01 47.85 0| 0 2,134 0 4400 0.12 0.03 -0.01 45.68 0.12 0.12 2| 6 41 -3 4600 0.08 -0.03 44.94 0| 0 4,852 0 4800 0.25 -0.09 39.01 0| 1 4,098 0 5200 0.47 -0.16 36.71 0| 0 74 0 5400 0.82 -0.26 34.32 0| 0 319 0 5600 1.41 -0.40 31.92 0| 0 85 0 5800 2.37 -0.57 30.68 0| 0 213 0 6000 3.67 -0.74 29.40 0| 0 15 0 6200 5.30 -0.86 29.04 0| 0 29 0 6400 7.12 -0.93 28.92 0| 0 6 0 6600 9.02 -0.98 26.21 0| 0 0 0 6800 13.00 -1.00 24.63 0| 0 0 0 7200 17.00 -1.00 23.76 0| 0 0 0 7600 21.00 -1.00 23.57 0| 0 0 0 8000 29.00 -1.00 25.00 0| 0 0 0 8800 Total 2| 7 12,011 -3 Indicative a-t-m Vol 32.09 Underlying Price 59.030 Time to expiry: 50 Days Oct 10 0.22 -0.05 42.94 0| 0 70 0 4600 0.33 -0.08 40.85 0| 0 60 0 4800 0.72 0.76 -0.16 37.15 0.72 Q 0.72 Q 70| 0 40 0 5200 1.65 -0.32 34.12 0| 0 27 0 5600 2.35 -0.42 32.45 0| 0 46 0 5800 3.34 -0.53 31.74 0| 0 32 0 6000 4.40 4.52 -0.64 30.82 4.40 4.40 12| 0 19 0 6200 6.00 5.93 -0.75 29.98 6.00 6.00 7| 0 8 0 6400 7.53 -0.83 29.32 0| 0 0 0 6600 9.27 -0.90 28.48 0| 0 0 0 6800 13.07 -0.97 28.53 0| 0 0 0 7200 17.01 -0.99 29.00 0| 0 0 0 7600 Total 89| 0 302 0 Indicative a-t-m Vol 33.05 Underlying Price 59.030 Time to expiry: 85 Days Nov 10 0.55 -0.09 41.81 0| 50 50 +50 4600 0.75 -0.12 39.99 0| 0 0 0 4800 1.44 -0.21 37.53 0| 0 0 0 5200 2.52 -0.34 34.70 0| 0 0 0 5600 3.28 -0.42 33.46 0| 0 0 0 5800 4.25 -0.51 32.67 0| 0 0 0 6000 5.38 -0.59 31.84 0| 0 0 0 6200 6.68 -0.68 31.15 0| 0 0 0 6400 9.75 -0.82 30.07 0| 0 0 0 6800 13.28 -0.91 29.19 0| 0 0 0 7200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 98 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 50 50 +50 Indicative a-t-m Vol 33.14 Underlying Price 59.030 Time to expiry: 113 Days Dec 10 0.01 0.00 71.00 0| 0 0 0 1600 0.01 0.00 72.28 0| 0 0 0 2000 0.03 0.00 70.92 0| 0 0 0 2200 0.05 -0.01 68.88 0| 0 1 0 2400 0.09 -0.01 63.78 0| 0 1 0 2800 0.16 -0.02 58.28 0| 0 11 0 3200 0.26 -0.03 52.98 0| 0 226 0 3600 0.42 -0.06 48.12 0| 0 139 0 4000 0.68 -0.09 43.84 0| 0 243 0 4400 1.12 -0.15 39.93 0| 0 2,583 0 4800 1.88 -0.24 37.32 0| 0 492 0 5200 3.05 -0.35 34.62 0| 0 3,600 0 5600 4.70 4.79 -0.50 32.66 4.70 4.70 60| 0 101 0 6000 7.14 -0.65 31.16 0| 0 90 0 6400 10.09 -0.78 30.11 0| 0 12 0 6800 13.48 -0.88 29.37 0| 0 20 0 7200 21.07 -0.97 29.58 0| 0 0 0 8000 28.99 -0.99 31.00 0| 0 0 0 8800 Total 60| 0 7,519 0 Indicative a-t-m Vol 33.56 Underlying Price 59.030 Time to expiry: 204 Days Mar 11 0.61 -0.06 48.00 0| 0 0 0 3600 0.98 -0.09 45.05 0| 0 5 0 4000 1.48 -0.14 42.17 0| 0 22 0 4400 2.17 -0.19 39.27 0| 0 1,700 0 4800 3.19 -0.27 37.20 0| 0 60 0 5200 4.53 -0.36 35.28 0| 0 6 0 5600 6.23 -0.47 33.02 0| 0 36 0 6000 8.55 -0.58 32.11 0| 0 24 0 6400 11.20 -0.69 30.85 0| 0 0 0 6800 14.28 -0.78 29.87 0| 0 0 0 7200 21.37 -0.91 29.47 0| 0 0 0 8000 29.07 -0.97 30.00 0| 0 0 0 8800 Total 0| 0 1,853 0 Indicative a-t-m Vol 34.04 Underlying Price 59.030 Time to expiry: 295 Days Jun 11 0.17 -0.02 51.00 0| 0 2 0 2400 0.65 -0.05 47.42 0| 0 2 0 3200 1.05 -0.08 45.19 0| 0 0 0 3600 1.61 -0.12 42.96 0| 0 0 0 4000 2.34 -0.17 40.83 0| 0 0 0 4400 3.33 -0.23 38.98 0| 0 184 0 4800 4.56 -0.30 37.05 0| 0 19 0 5200 6.12 -0.39 35.44 0| 0 62 0 5600 7.94 -0.48 33.59 0| 0 91 0 6000 10.28 -0.57 32.66 0| 0 39 0 6400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 99 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low