Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 25.44 Underlying Price 78.000 Time to expiry: 21 Days Sep 10 34.02 1.00 80.00 0| 0 0 0 4400 30.02 1.00 72.25 0| 0 0 0 4800 22.04 0.99 56.64 0| 0 0 0 5600 18.09 0.98 53.19 0| 0 0 0 6000 14.10 0.97 42.98 0| 0 0 0 6400 10.21 0.94 37.27 0| 0 32 0 6800 6.42 0.87 30.42 0| 0 151 0 7200 4.32 4.72 0.79 28.61 4.32 4.32 23| 16 16 +6 7400 3.21 0.67 27.16 0| 0 2,198 0 7600 2.10 1.95 0.51 25.44 2.10 1.87 35| 13 660 0 7800 0.96 1.08 0.35 24.64 1.08 0.96 47| 105 1,163 +25 8000 0.54 0.21 24.22 0| 572 462 +215 8200 0.21 0.22 0.11 23.49 0.21 0.21 30| 70 935 -50 8400 0.09 0.05 23.36 0| 55 89 +55 8600 0.12 0.01 0.01 19.68 0.12 0.12 6| 122 3,274 +32 8800 0.01 0.00 17.98 0| 0 472 0 9200 0.01 0.00 16.85 0| 0 170 0 9600 0.01 0.00 16.26 0| 0 89 0 10000 0.01 0.00 20.00 0| 0 0 0 12000 Total 141| 953 9,711 +283 Indicative a-t-m Vol 26.43 Underlying Price 78.000 Time to expiry: 49 Days Oct 10 14.40 0.93 38.26 0| 0 6 0 6400 10.68 0.88 33.93 0| 0 15 0 6800 7.22 0.78 30.39 0| 0 118 0 7200 5.13 5.67 0.71 28.90 5.13 5.13 25| 30 30 +10 7400 3.79 4.27 0.62 27.59 3.96 3.79 21| 33 76 +33 7600 2.69 3.06 0.52 26.43 2.83 2.69 30| 76 134 +74 7800 2.09 0.41 25.33 0| 150 242 +128 8000 1.32 1.31 0.31 24.18 1.34 1.11 53| 1,220 1,283 -12 8200 0.81 0.21 23.82 0| 39 134 +14 8400 0.41 0.46 0.14 23.28 0.41 0.41 11| 0 249 0 8600 0.29 0.26 0.09 23.13 0.29 0.29 60| 69 158 +31 8800 0.08 0.03 23.50 0| 0 58 0 9200 0.03 0.01 24.51 0| 0 54 0 9600 Total 200| 1,617 2,557 +278 Indicative a-t-m Vol 27.07 Underlying Price 78.000 Time to expiry: 84 Days Nov 10 14.87 0.89 36.01 0| 0 0 0 6400 11.38 0.83 33.45 0| 0 0 0 6800 8.12 0.74 30.55 0| 0 0 0 7200 6.66 0.68 29.34 0| 0 0 0 7400 5.34 0.61 28.35 0| 14 58 +14 7600 4.11 0.53 27.07 0| 0 33 0 7800 2.78 2.97 0.45 25.30 3.10 2.78 73| 26 69 +26 8000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.20 0.37 24.93 0| 0 0 0 8200 1.54 0.29 24.22 0| 27 80 0 8400 0.64 0.66 0.15 22.93 0.79 0.64 85| 68 68 +18 8800 0.27 0.07 22.49 0| 0 0 0 9200 Total 158| 135 308 +58 Indicative a-t-m Vol 26.54 Underlying Price 78.000 Time to expiry: 112 Days Dec 10 46.08 1.00 50.00 0| 0 0 0 3200 38.24 0.99 59.30 0| 0 0 0 4000 30.33 0.98 48.17 0| 0 0 0 4800 28.37 0.97 45.62 0| 0 99 0 5000 22.57 0.95 40.03 0| 0 0 0 5600 18.83 0.92 37.36 0| 0 1,514 0 6000 15.21 0.87 34.80 0| 0 55 0 6400 11.77 0.81 32.11 0| 0 4,295 0 6800 10.15 0.77 30.89 0| 30 995 0 7000 8.06 8.61 0.72 29.61 8.06 8.06 16| 0 167 0 7200 5.89 0.60 27.68 0| 0 2,894 0 7600 3.49 3.59 0.46 25.39 3.49 3.49 60| 0 4,929 0 8000 2.08 0.32 24.44 0| 2 3,745 +2 8400 1.11 0.20 23.80 2,500| 20 3,964 -3 8800 0.73 0.78 0.15 23.44 0.73 0.73 60| 0 1,702 0 9000 0.24 0.06 22.90 0| 218 1,798 +125 9600 0.13 0.03 23.49 0| 0 818 0 10000 0.01 0.00 20.91 0| 0 0 0 12000 0.01 0.00 24.00 0| 0 0 0 16000 Total 2,636| 270 26,975 +124 Indicative a-t-m Vol 27.09 Underlying Price 78.000 Time to expiry: 203 Days Mar 11 30.68 0.95 43.02 0| 0 0 0 4800 23.26 0.91 37.97 0| 9 30 0 5600 16.28 0.83 33.42 0| 0 50 0 6400 13.06 0.77 31.28 0| 0 30 0 6800 10.17 0.69 29.59 0| 0 86 0 7200 7.58 0.60 27.90 0| 0 76 0 7600 5.34 0.50 26.28 0| 0 378 0 8000 3.61 0.39 25.21 0| 0 635 0 8400 2.29 0.29 24.01 0| 146 189 +13 8800 0.86 0.14 23.17 0| 15 66 0 9600 0.50 0.09 22.79 0| 20 46 +6 10000 0.02 0.01 22.00 0| 0 80 0 12000 Total 0| 190 1,666 +19 Indicative a-t-m Vol 27.32 Underlying Price 78.000 Time to expiry: 294 Days Jun 11 46.17 0.99 49.11 0| 0 0 0 3200 38.36 0.98 43.99 0| 0 0 0 4000 30.74 0.95 39.40 0| 0 0 0 4800 23.50 0.90 35.97 0| 0 10 0 5600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 20.07 0.86 34.33 0| 0 21 0 6000 16.77 0.81 32.50 0| 0 9 0 6400 10.93 0.68 29.46 0| 0 221 0 7200 8.38 0.60 27.84 0| 30 30 +30 7600 6.29 0.51 26.80 0| 34 58 +4 8000 4.67 4.55 0.42 25.75 4.67 4.67 12| 1,000 1,033 +1,000 8400 3.20 0.33 24.92 0| 30 64 +30 8800 1.37 0.18 23.30 0| 10 79 -10 9600 0.87 0.12 22.80 0| 60 67 +37 10000 0.07 0.01 21.64 0| 0 52 0 12000 0.01 0.00 24.50 0| 0 0 0 16000 Total 12| 1,164 1,644 +1,091 Indicative a-t-m Vol 27.51 Underlying Price 78.000 Time to expiry: 476 Days Dec 11 46.31 0.99 48.00 0| 0 0 0 3200 38.80 0.96 44.50 0| 0 0 0 4000 31.52 0.92 40.20 0| 0 0 0 4800 29.78 0.90 39.12 0| 0 10 0 5000 24.64 0.86 36.05 0| 0 0 0 5600 21.36 0.82 34.15 0| 0 0 0 6000 18.31 0.77 32.40 0| 0 0 0 6400 14.02 0.69 29.94 0| 0 1,020 0 7000 8.27 0.52 26.90 0| 0 1,185 0 8000 4.44 0.35 25.08 0| 0 10 0 9000 1.94 0.20 22.86 0| 0 165 0 10000 0.41 0.05 22.30 0| 0 0 0 12000 0.05 0.01 25.00 0| 0 10 0 16000 Total 0| 0 2,400 0 Indicative a-t-m Vol 27.19 Underlying Price 78.000 Time to expiry: 658 Days Jun 12 46.49 0.98 48.61 0| 0 0 0 3200 38.94 0.95 42.11 0| 0 0 0 4000 31.68 0.91 37.02 0| 0 0 0 4800 24.84 0.85 32.87 0| 0 0 0 5600 21.79 0.81 31.66 0| 0 0 0 6000 18.64 0.77 29.66 0| 0 0 0 6400 13.50 0.66 27.65 0| 0 0 0 7200 9.68 0.54 27.04 0| 0 0 0 8000 6.61 0.42 26.03 0| 0 0 0 8800 0.94 0.10 23.02 0| 0 0 0 12000 0.20 0.02 25.60 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.36 Underlying Price 78.000 Time to expiry: 847 Days Dec 12 46.74 0.97 48.40 0| 0 0 0 3200 39.46 0.93 42.51 0| 0 0 0 4000 32.28 0.89 36.62 0| 0 10 0 4800 22.81 0.79 31.53 0| 0 0 0 6000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.15 0.65 28.45 0| 0 0 0 7200 11.09 0.55 27.00 0| 0 10 0 8000 7.59 0.44 25.15 0| 0 0 0 8800 1.71 0.14 23.48 0| 0 0 0 12000 0.49 0.05 25.67 0| 0 0 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 27.82 Underlying Price 78.000 Time to expiry: 1029 Days Jun 13 32.41 0.89 35.41 0| 0 0 0 4800 23.43 0.79 31.40 0| 0 0 0 6000 15.94 0.66 28.32 0| 0 0 0 7200 12.32 0.57 27.65 0| 0 0 0 8000 8.59 0.46 25.35 0| 0 0 0 8800 2.32 0.18 23.69 0| 0 0 0 12000 0.82 0.07 26.06 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.37 Underlying Price 78.000 Time to expiry: 1211 Days Dec 13 47.17 0.95 48.33 0| 0 0 0 3200 40.49 0.91 43.67 0| 0 0 0 4000 33.77 0.87 38.19 0| 0 0 0 4800 25.08 0.78 33.27 0| 0 0 0 6000 12.99 0.57 26.71 0| 0 0 0 8000 3.18 0.21 24.00 0| 0 0 0 12000 1.39 0.10 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.57 Underlying Price 78.000 Time to expiry: 1575 Days Dec 14 34.99 0.86 38.87 0| 0 0 0 4800 26.60 0.77 33.65 0| 0 0 0 6000 14.77 0.59 26.90 0| 0 0 0 8000 4.49 0.26 24.00 0| 0 0 0 12000 2.38 0.15 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 3,147| 4,329 45,281 +1,853 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 25.44 Underlying Price 78.000 Time to expiry: 21 Days Sep 10 0.01 0.00 80.00 0| 0 0 0 4400 0.01 0.00 72.25 0| 0 20 0 4800 0.02 -0.01 56.64 0| 0 40 0 5600 0.07 -0.02 53.19 0| 0 1,545 0 6000 0.09 -0.03 42.98 0| 0 123 0 6400 0.19 -0.06 37.27 0| 0 1,962 0 6800 0.53 0.40 -0.13 30.42 0.53 0.53 18| 88 1,713 +81 7200 0.70 -0.22 28.61 0| 0 84 0 7400 1.28 1.19 -0.33 27.16 1.39 1.15 71| 30 2,940 +30 7600 1.93 -0.49 25.44 0| 36 171 -6 7800 3.50 3.06 -0.65 24.64 3.50 2.94 98| 50 721 +18 8000 4.52 -0.79 24.22 0| 57 774 +15 8200 6.21 -0.90 23.49 0| 13 73 +13 8400 8.07 -0.95 23.36 0| 0 5 0 8600 10.00 -1.00 19.68 0| 0 94 0 8800 14.00 -1.00 17.98 0| 0 9 0 9200 18.00 -1.00 16.85 0| 0 0 0 9600 22.00 -1.00 16.26 0| 0 0 0 10000 42.00 -1.00 20.00 0| 0 0 0 12000 Total 187| 274 10,274 +151 Indicative a-t-m Vol 26.43 Underlying Price 78.000 Time to expiry: 49 Days Oct 10 0.36 -0.07 38.26 0| 0 33 0 6400 0.70 0.63 -0.12 33.93 0.74 0.70 84| 14 90 -14 6800 1.34 1.17 -0.22 30.39 1.34 1.34 21| 0 70 0 7200 1.85 1.62 -0.29 28.90 1.85 1.85 1| 76 13 -2 7400 2.57 2.22 -0.38 27.59 2.57 2.57 10| 15 82 +15 7600 3.01 -0.48 26.43 0| 26 136 0 7800 4.03 -0.59 25.33 0| 0 62 0 8000 5.25 -0.69 24.18 0| 0 60 0 8200 6.76 -0.79 23.82 0| 0 17 0 8400 8.41 -0.86 23.28 0| 64 93 +49 8600 10.21 -0.92 23.13 0| 6 43 +6 8800 14.05 -0.97 23.50 0| 0 4 0 9200 18.01 -0.99 24.51 0| 0 0 0 9600 Total 116| 201 703 +54 Indicative a-t-m Vol 27.07 Underlying Price 78.000 Time to expiry: 84 Days Nov 10 0.69 0.77 -0.11 36.01 0.69 0.69 13| 0 78 0 6400 1.27 1.27 -0.17 33.45 1.27 1.27 15| 13 38 0 6800 2.16 2.01 -0.27 30.55 2.16 2.10 62| 60 77 +60 7200 2.63 2.54 -0.33 29.34 2.63 2.63 15| 73 75 +45 7400 3.22 -0.39 28.35 0| 0 77 0 7600 3.99 -0.47 27.07 0| 0 0 0 7800 4.85 -0.55 25.30 0| 13 43 0 8000 6.08 -0.64 24.93 0| 0 0 0 8200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.42 -0.72 24.22 0| 0 0 0 8400 10.55 -0.85 22.93 0| 0 0 0 8800 14.17 -0.93 22.49 0| 0 0 0 9200 Total 105| 159 388 +105 Indicative a-t-m Vol 26.54 Underlying Price 78.000 Time to expiry: 112 Days Dec 10 0.01 0.00 50.00 0| 0 440 0 3200 0.14 -0.01 59.30 0| 0 215 0 4000 0.22 -0.02 48.17 0| 0 161 0 4800 0.25 -0.03 45.62 0| 0 203 0 5000 0.44 -0.05 40.03 0| 0 228 0 5600 0.69 -0.08 37.36 0| 0 3,032 0 6000 1.12 1.07 -0.13 34.80 1.12 1.12 17| 2 2,125 +2 6400 1.56 1.63 -0.19 32.11 1.56 1.56 2,600| 0 4,350 0 6800 2.00 -0.23 30.89 0| 0 2,770 0 7000 2.47 -0.28 29.61 0| 0 1,755 0 7200 3.60 3.75 -0.40 27.68 3.60 3.60 5| 70 6,571 -12 7600 5.44 -0.54 25.39 0| 62 3,842 -32 8000 7.94 -0.68 24.44 0| 0 114 0 8400 10.98 -0.80 23.80 0| 0 21 0 8800 12.64 -0.85 23.44 0| 0 530 0 9000 18.13 -0.95 22.90 0| 0 134 0 9600 22.04 -0.98 23.49 0| 0 0 0 10000 42.00 -1.00 20.91 0| 0 0 0 12000 82.00 -1.00 24.00 0| 0 0 0 16000 Total 2,622| 134 26,491 -42 Indicative a-t-m Vol 27.09 Underlying Price 78.000 Time to expiry: 203 Days Mar 11 0.55 -0.05 43.02 0| 0 241 0 4800 1.10 -0.09 37.97 0| 0 229 0 5600 2.10 -0.18 33.42 0| 0 146 0 6400 2.87 -0.24 31.28 0| 0 165 0 6800 3.97 -0.31 29.59 0| 44 1,110 +44 7200 5.36 -0.41 27.90 0| 106 150 +38 7600 7.12 -0.51 26.28 0| 54 336 -40 8000 9.39 -0.61 25.21 0| 32 138 +32 8400 12.06 -0.72 24.01 0| 0 134 0 8800 18.63 -0.87 23.17 0| 0 30 0 9600 22.28 -0.92 22.79 0| 0 15 0 10000 42.00 -1.00 22.00 0| 0 0 0 12000 Total 0| 236 2,694 +74 Indicative a-t-m Vol 27.32 Underlying Price 78.000 Time to expiry: 294 Days Jun 11 0.19 -0.01 49.11 0| 0 0 0 3200 0.44 -0.03 43.99 0| 0 10 0 4000 0.91 -0.07 39.40 0| 0 81 0 4800 1.82 -0.13 35.97 0| 0 184 0 5600 2.48 -0.17 34.33 0| 12 130 0 6000 3.26 -0.22 32.50 0| 111 82 -51 6400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.67 5.62 -0.35 29.46 5.67 5.67 11| 1,000 1,101 +1,000 7200 7.16 -0.43 27.84 0| 34 100 -26 7600 9.15 -0.52 26.80 0| 60 162 0 8000 11.48 -0.61 25.75 0| 0 145 0 8400 14.18 -0.69 24.92 0| 0 107 0 8800 20.41 -0.83 23.30 0| 0 0 0 9600 23.91 -0.88 22.80 0| 0 0 0 10000 43.02 -0.99 21.64 0| 25 153 +25 12000 82.67 -1.00 24.50 0| 0 0 0 16000 Total 11| 1,242 2,255 +948 Indicative a-t-m Vol 27.51 Underlying Price 78.000 Time to expiry: 476 Days Dec 11 0.59 -0.03 48.00 0| 0 0 0 3200 1.25 -0.06 44.50 0| 0 10 0 4000 2.09 -0.10 40.20 0| 0 175 0 4800 2.37 -0.12 39.12 0| 0 275 0 5000 3.28 -0.16 36.05 0| 0 76 0 5600 4.03 -0.20 34.15 0| 0 0 0 6000 4.98 -0.24 32.40 0| 0 10 0 6400 6.70 -0.32 29.94 0| 0 802 0 7000 10.94 -0.49 26.90 0| 0 1,225 0 8000 17.09 -0.66 25.08 0| 0 0 0 9000 24.62 -0.82 22.86 0| 0 0 0 10000 43.11 -0.96 22.30 0| 0 0 0 12000 82.54 -1.00 25.00 0| 0 0 0 16000 Total 0| 0 2,573 0 Indicative a-t-m Vol 27.19 Underlying Price 78.000 Time to expiry: 658 Days Jun 12 1.31 -0.05 48.61 0| 0 0 0 3200 1.89 -0.08 42.11 0| 0 0 0 4000 2.76 -0.12 37.02 0| 0 0 0 4800 3.99 -0.18 32.87 0| 0 0 0 5600 5.00 -0.22 31.66 0| 0 0 0 6000 5.85 -0.26 29.66 0| 0 0 0 6400 8.77 -0.37 27.65 0| 0 0 0 7200 12.94 -0.48 27.04 0| 0 0 0 8000 17.85 -0.59 26.03 0| 0 0 0 8800 43.75 -0.91 23.02 0| 0 0 0 12000 82.51 -0.98 25.60 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.36 Underlying Price 78.000 Time to expiry: 847 Days Dec 12 1.95 -0.06 48.40 0| 0 0 0 3200 2.77 -0.09 42.51 0| 0 0 0 4000 3.56 -0.13 36.62 0| 0 13 0 4800 6.05 -0.23 31.53 0| 0 10 0 6000 10.25 -0.36 28.45 0| 0 0 0 7200 14.08 -0.46 27.00 0| 0 0 0 8000 18.46 -0.57 25.15 0| 0 0 0 8800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 8 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 44.05 -0.87 23.48 0| 0 0 0 12000 82.44 -0.97 25.67 0| 0 0 0 16000 Total 0| 0 23 0 Indicative a-t-m Vol 27.82 Underlying Price 78.000 Time to expiry: 1029 Days Jun 13 4.25 -0.14 35.41 0| 0 0 0 4800 7.19 -0.24 31.40 0| 0 0 0 6000 11.50 -0.36 28.32 0| 0 0 0 7200 15.71 -0.45 27.65 0| 0 0 0 8000 19.79 -0.55 25.35 0| 0 0 0 8800 44.50 -0.83 23.69 0| 0 0 0 12000 82.46 -0.96 26.06 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.37 Underlying Price 78.000 Time to expiry: 1211 Days Dec 13 3.30 -0.08 48.33 0| 0 0 0 3200 4.66 -0.11 43.67 0| 0 0 0 4000 5.77 -0.15 38.19 0| 0 0 0 4800 8.79 -0.24 33.27 0| 0 0 0 6000 16.01 -0.44 26.71 0| 0 0 0 8000 44.80 -0.81 24.00 0| 0 0 0 12000 82.39 -0.94 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.57 Underlying Price 78.000 Time to expiry: 1575 Days Dec 14 7.59 -0.16 38.87 0| 0 0 0 4800 10.59 -0.24 33.65 0| 0 0 0 6000 17.59 -0.42 26.90 0| 0 0 0 8000 45.18 -0.77 24.00 0| 0 0 0 12000 82.38 -0.92 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 3,041| 2,246 45,401 +1,290 Grand Total 6,188| 6,575 90,682 +3,143 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 25.64 Underlying Price 78.000 Time to expiry: 21 Days Sep 10 46.01 1.00 99.87 0| 0 0 0 3200 38.01 1.00 88.32 0| 0 0 0 4000 33.02 1.00 78.44 0| 0 0 0 4500 30.02 1.00 72.34 0| 0 0 0 4800 28.03 1.00 68.32 0| 0 0 0 5000 23.04 0.99 58.65 0| 0 0 0 5500 18.09 0.98 53.27 0| 0 33 0 6000 13.13 0.97 41.95 0| 0 0 0 6500 10.21 0.94 37.36 0| 0 0 0 6800 8.34 0.90 35.18 0| 0 0 0 7000 6.43 0.87 30.54 0| 0 1,291 0 7200 4.72 0.78 28.75 0| 0 0 0 7400 4.04 0.72 29.50 0| 0 900 0 7500 3.22 0.67 27.31 0| 0 0 0 7600 1.96 0.51 25.64 0| 0 30 0 7800 1.06 0.35 24.47 0| 0 1,426 0 8000 0.53 0.21 24.09 0| 0 107 0 8200 0.22 0.10 23.39 0| 0 0 0 8400 0.09 0.05 21.29 0| 0 1,617 0 8500 0.08 0.05 23.28 0| 0 0 0 8600 0.01 0.01 19.61 0| 0 200 0 8800 0.01 0.00 18.68 0| 0 132 0 9000 0.01 0.00 17.89 0| 0 0 0 9200 0.01 0.00 16.98 0| 0 0 0 9500 0.01 0.00 16.15 0| 0 2 0 10000 0.01 0.00 20.00 0| 0 0 0 12000 Total 0| 0 5,738 0 Indicative a-t-m Vol 27.14 Underlying Price 78.000 Time to expiry: 203 Days Mar 11 46.00 0.99 53.18 0| 0 0 0 3200 38.21 0.98 48.64 0| 0 10 0 4000 33.40 0.97 45.18 0| 0 0 0 4500 30.55 0.95 42.99 0| 0 0 0 4800 28.66 0.94 41.72 0| 0 0 0 5000 24.03 0.92 38.44 0| 0 10 0 5500 19.56 0.87 35.43 0| 0 10 0 6000 15.35 0.81 32.72 0| 0 10 0 6500 12.97 0.76 31.23 0| 0 0 0 6800 11.49 0.73 30.34 0| 0 0 0 7000 10.09 0.69 29.56 0| 0 0 0 7200 8.11 0.62 28.29 0| 0 120 0 7500 5.32 0.49 26.38 0| 0 20 0 8000 3.27 0.36 25.12 0| 0 300 0 8500 2.28 0.28 24.06 0| 0 20 0 8800 1.83 0.24 23.97 0| 0 10 0 9000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.95 0.15 23.09 0| 0 125 0 9500 0.50 0.09 22.83 0| 0 10 0 10000 0.02 0.01 22.00 0| 0 0 0 12000 0.01 0.00 24.71 0| 0 10 0 14000 Total 0| 0 655 0 Indicative a-t-m Vol 27.88 Underlying Price 78.000 Time to expiry: 385 Days Sep 11 44.84 0.98 46.39 0| 0 0 0 3200 37.32 0.96 42.16 0| 0 0 0 4000 30.17 0.92 39.22 0| 0 0 0 4800 28.39 0.90 38.07 0| 0 0 0 5000 23.32 0.86 35.52 0| 0 0 0 5600 20.14 0.81 33.99 0| 0 0 0 6000 17.18 0.77 32.71 0| 0 10 0 6400 13.02 0.68 30.54 0| 0 10 0 7000 7.28 0.50 27.22 0| 0 0 0 8000 3.42 0.31 24.52 0| 0 1 0 9000 1.45 0.17 23.22 0| 0 0 0 10000 0.17 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 27.68 Underlying Price 78.000 Time to expiry: 567 Days Mar 12 45.56 0.97 46.71 0| 0 0 0 3200 38.36 0.94 42.55 0| 0 10 0 4000 31.54 0.89 39.03 0| 0 0 0 4800 29.81 0.88 37.75 0| 0 0 0 5000 25.05 0.83 35.51 0| 0 0 0 5600 21.93 0.80 33.75 0| 0 0 0 6000 19.08 0.75 32.47 0| 0 0 0 6400 15.04 0.68 30.39 0| 0 0 0 7000 9.25 0.53 27.00 0| 0 0 0 8000 5.29 0.38 25.08 0| 0 0 0 9000 2.65 0.23 23.28 0| 0 0 0 10000 0.49 0.06 20.93 0| 0 0 0 12000 0.12 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 27.45 Underlying Price 78.000 Time to expiry: 756 Days Sep 12 44.85 0.95 46.89 0| 0 0 0 3200 37.99 0.92 42.58 0| 0 10 0 4000 31.44 0.87 38.74 0| 0 0 0 4800 22.42 0.77 33.79 0| 0 0 0 6000 19.68 0.73 32.36 0| 0 0 0 6400 14.36 0.64 28.96 0| 0 0 0 7200 10.14 0.53 26.94 0| 0 0 0 8000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.78 0.42 25.06 0| 0 0 0 8800 0.82 0.09 20.90 0| 0 0 0 12000 0.10 0.01 21.70 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 27.32 Underlying Price 78.000 Time to expiry: 931 Days Mar 13 45.71 0.94 46.81 0| 0 0 0 3200 39.14 0.91 42.67 0| 0 0 0 4000 32.78 0.86 38.68 0| 0 0 0 4800 23.92 0.77 33.80 0| 0 0 0 6000 15.85 0.65 28.72 0| 0 0 0 7200 11.67 0.56 26.85 0| 0 0 0 8000 8.01 0.45 24.74 0| 0 0 0 8800 1.25 0.12 20.46 0| 0 0 0 12000 0.20 0.02 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.76 Underlying Price 78.000 Time to expiry: 1120 Days Sep 13 45.08 0.93 47.10 0| 0 0 0 3200 38.67 0.89 42.37 0| 0 0 0 4000 32.64 0.85 38.68 0| 0 0 0 4800 23.96 0.76 33.12 0| 0 0 0 6000 12.38 0.56 27.16 0| 0 0 0 8000 1.66 0.14 20.64 0| 0 0 0 12000 0.32 0.03 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.64 Underlying Price 78.000 Time to expiry: 1302 Days Mar 14 46.12 0.92 47.42 0| 0 0 0 3200 39.83 0.89 42.41 0| 0 0 0 4000 33.89 0.85 38.58 0| 0 0 0 4800 25.40 0.77 33.17 0| 0 0 0 6000 13.75 0.58 27.03 0| 0 0 0 8000 2.29 0.18 20.60 0| 0 0 0 12000 0.52 0.05 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.01 Underlying Price 78.000 Time to expiry: 1484 Days Sep 14 39.39 0.88 42.51 0| 0 0 0 4000 33.58 0.84 38.36 0| 0 0 0 4800 25.40 0.76 33.20 0| 0 0 0 6000 14.30 0.58 27.43 0| 0 0 0 8000 2.53 0.19 20.40 0| 0 0 0 12000 0.66 0.06 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.22 Underlying Price 78.000 Time to expiry: 1666 Days Mar 15 34.78 0.84 38.38 0| 0 0 0 4800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 26.79 0.77 33.41 0| 0 0 0 6000 15.72 0.60 27.64 0| 0 0 0 8000 3.16 0.22 20.40 0| 0 0 0 12000 0.95 0.08 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 6,444 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 25.64 Underlying Price 78.000 Time to expiry: 21 Days Sep 10 0.01 0.00 99.87 0| 0 0 0 3200 0.01 0.00 88.32 0| 0 0 0 4000 0.01 0.00 78.44 0| 0 0 0 4500 0.01 0.00 72.34 0| 0 10 0 4800 0.01 0.00 68.32 0| 0 0 0 5000 0.02 -0.01 58.65 0| 0 270 0 5500 0.07 -0.02 53.27 0| 0 1,326 0 6000 0.11 -0.03 41.95 0| 0 2,471 0 6500 0.20 -0.06 37.36 0| 0 4 0 6800 0.32 -0.10 35.18 0| 0 2,320 0 7000 0.41 -0.13 30.54 0| 0 50 0 7200 0.71 -0.22 28.75 0| 0 0 0 7400 1.02 -0.28 29.50 0| 0 3,457 0 7500 1.20 -0.33 27.31 0| 0 20 0 7600 1.94 -0.49 25.64 0| 0 0 0 7800 3.04 -0.65 24.47 0| 0 650 0 8000 4.51 -0.79 24.09 0| 0 0 0 8200 6.20 -0.90 23.39 0| 0 0 0 8400 7.07 -0.95 21.29 0| 0 0 0 8500 8.06 -0.95 23.28 0| 0 0 0 8600 9.98 -0.99 19.61 0| 0 0 0 8800 11.98 -1.00 18.68 0| 0 0 0 9000 13.98 -1.00 17.89 0| 0 0 0 9200 16.97 -1.00 16.98 0| 0 0 0 9500 21.97 -1.00 16.15 0| 0 0 0 10000 41.97 -1.00 20.00 0| 0 0 0 12000 Total 0| 0 10,578 0 Indicative a-t-m Vol 27.14 Underlying Price 78.000 Time to expiry: 203 Days Mar 11 0.08 -0.01 53.18 0| 0 800 0 3200 0.25 -0.02 48.64 0| 0 2,443 0 4000 0.42 -0.03 45.18 0| 0 635 0 4500 0.55 -0.05 42.99 0| 0 400 0 4800 0.65 -0.06 41.72 0| 0 400 0 5000 0.98 -0.08 38.44 0| 0 687 0 5500 1.49 -0.13 35.43 0| 0 18 0 6000 2.26 -0.19 32.72 0| 0 10 0 6500 2.86 -0.24 31.23 0| 0 100 0 6800 3.37 -0.27 30.34 0| 0 160 0 7000 3.96 -0.31 29.56 0| 0 900 0 7200 4.96 -0.38 28.29 0| 0 75 0 7500 7.14 -0.51 26.38 0| 0 318 0 8000 10.07 -0.64 25.12 0| 0 10 0 8500 12.06 -0.72 24.06 0| 0 0 0 8800 13.60 -0.76 23.97 0| 0 10 0 9000 17.70 -0.85 23.09 0| 0 0 0 9500 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.22 -0.91 22.83 0| 0 10 0 10000 41.64 -0.99 22.00 0| 0 0 0 12000 61.51 -1.00 24.71 0| 0 0 0 14000 Total 0| 0 6,976 0 Indicative a-t-m Vol 27.88 Underlying Price 78.000 Time to expiry: 385 Days Sep 11 0.29 -0.02 46.39 0| 0 0 0 3200 0.67 -0.04 42.16 0| 0 0 0 4000 1.41 -0.08 39.22 0| 0 0 0 4800 1.61 -0.10 38.07 0| 0 0 0 5000 2.46 -0.14 35.52 0| 0 0 0 5600 3.24 -0.19 33.99 0| 0 1,040 0 6000 4.22 -0.23 32.71 0| 0 10 0 6400 5.99 -0.32 30.54 0| 0 510 0 7000 10.13 -0.50 27.22 0| 0 0 0 8000 16.15 -0.69 24.52 0| 0 0 0 9000 24.06 -0.83 23.22 0| 0 0 0 10000 42.53 -0.97 21.47 0| 0 0 0 12000 62.14 -1.00 21.26 0| 0 0 0 14000 81.87 -1.00 20.80 0| 0 10 0 16000 Total 0| 0 1,570 0 Indicative a-t-m Vol 27.68 Underlying Price 78.000 Time to expiry: 567 Days Mar 12 0.77 -0.03 46.71 0| 0 0 0 3200 1.42 -0.06 42.55 0| 0 0 0 4000 2.44 -0.11 39.03 0| 0 0 0 4800 2.67 -0.12 37.75 0| 0 10 0 5000 3.80 -0.17 35.51 0| 0 0 0 5600 4.60 -0.20 33.75 0| 0 0 0 6000 5.67 -0.25 32.47 0| 0 0 0 6400 7.52 -0.32 30.39 0| 0 0 0 7000 11.53 -0.47 27.00 0| 0 0 0 8000 17.38 -0.62 25.08 0| 0 0 0 9000 24.54 -0.77 23.28 0| 0 0 0 10000 41.99 -0.94 20.93 0| 0 0 0 12000 61.23 -0.98 21.15 0| 0 0 0 14000 80.75 -1.00 21.26 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 27.45 Underlying Price 78.000 Time to expiry: 756 Days Sep 12 1.44 -0.05 46.89 0| 0 0 0 3200 2.36 -0.08 42.58 0| 0 10 0 4000 3.59 -0.13 38.74 0| 0 0 0 4800 6.22 -0.23 33.79 0| 0 240 0 6000 7.38 -0.27 32.36 0| 0 0 0 6400 9.83 -0.36 28.96 0| 0 300 0 7200 13.39 -0.47 26.94 0| 0 0 0 8000 17.80 -0.58 25.06 0| 0 0 0 8800 42.94 -0.91 20.90 0| 0 0 0 12000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 81.09 -0.99 21.70 0| 0 0 0 16000 Total 0| 0 550 0 Indicative a-t-m Vol 27.32 Underlying Price 78.000 Time to expiry: 931 Days Mar 13 2.00 -0.06 46.81 0| 0 0 0 3200 3.13 -0.09 42.67 0| 0 0 0 4000 4.46 -0.14 38.68 0| 0 0 0 4800 7.16 -0.23 33.80 0| 0 0 0 6000 10.63 -0.35 28.72 0| 0 0 0 7200 14.15 -0.44 26.85 0| 0 0 0 8000 18.19 -0.55 24.74 0| 0 0 0 8800 42.23 -0.88 20.46 0| 0 0 0 12000 79.68 -0.98 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.76 Underlying Price 78.000 Time to expiry: 1120 Days Sep 13 2.72 -0.07 47.10 0| 0 0 0 3200 3.92 -0.11 42.37 0| 0 0 0 4000 5.50 -0.15 38.68 0| 0 0 0 4800 8.23 -0.24 33.12 0| 0 0 0 6000 15.68 -0.44 27.16 0| 0 0 0 8000 43.00 -0.86 20.64 0| 0 0 0 12000 79.71 -0.97 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.64 Underlying Price 78.000 Time to expiry: 1302 Days Mar 14 3.37 -0.08 47.42 0| 0 0 0 3200 4.60 -0.11 42.41 0| 0 0 0 4000 6.18 -0.15 38.58 0| 0 0 0 4800 8.95 -0.23 33.17 0| 0 0 0 6000 16.09 -0.42 27.03 0| 0 0 0 8000 42.20 -0.82 20.60 0| 0 0 0 12000 78.01 -0.95 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.01 Underlying Price 78.000 Time to expiry: 1484 Days Sep 14 5.41 -0.12 42.51 0| 0 0 0 4000 7.02 -0.16 38.36 0| 0 0 0 4800 9.95 -0.24 33.20 0| 0 0 0 6000 17.39 -0.42 27.43 0| 0 0 0 8000 42.68 -0.81 20.40 0| 0 0 0 12000 77.87 -0.94 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.22 Underlying Price 78.000 Time to expiry: 1666 Days Mar 15 7.54 -0.16 38.38 0| 0 0 0 4800 10.51 -0.23 33.41 0| 0 0 0 6000 17.70 -0.40 27.64 0| 0 0 0 8000 41.65 -0.78 20.40 0| 0 0 0 12000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 75.95 -0.92 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 19,684 0 Grand Total 0| 0 26,128 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.68 Underlying Price 36.420 Time to expiry: 21 Days Sep 10 6.53 0.95 50.00 0| 0 0 0 3000 4.63 0.90 44.00 0| 0 2 0 3200 2.92 0.77 39.81 0| 0 0 0 3400 2.00 2.15 0.68 37.62 2.00 2.00 10| 0 0 0 3500 1.54 0.57 37.00 0| 0 0 0 3600 1.04 0.45 36.23 0| 6 206 +6 3700 0.64 0.33 34.80 0| 0 16 0 3800 0.30 0.34 0.21 33.00 0.30 0.30 30| 59 811 +23 3900 0.09 0.17 0.12 31.98 0.09 0.09 2| 19 561 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 0.05 0.01 0.01 30.12 0.05 0.05 300| 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 0.02 0.01 0.00 39.80 0.02 0.02 163| 0 418 0 5600 0.01 0.00 40.70 0| 0 70 0 6000 0.01 0.00 42.45 0| 0 619 0 6400 0.01 0.00 43.79 0| 0 504 0 6800 0.01 0.00 44.46 0| 0 191 0 7200 0.01 0.00 44.65 0| 0 75 0 8000 0.01 0.00 44.69 0| 0 0 0 8800 0.01 0.00 46.50 0| 0 0 0 9600 Total 505| 84 21,118 +29 Indicative a-t-m Vol 36.68 Underlying Price 36.420 Time to expiry: 49 Days Oct 10 6.79 0.89 45.70 0| 0 0 0 3000 5.05 0.82 42.49 0| 0 0 0 3200 3.49 0.71 39.26 0| 0 0 0 3400 2.81 0.64 38.07 0| 0 0 0 3500 2.21 0.56 36.97 0| 0 0 0 3600 1.70 0.48 36.27 0| 0 0 0 3700 1.29 0.40 35.81 0| 0 3,000 0 3800 0.85 0.95 0.33 35.25 0.86 0.84 1,104| 896 1,471 +890 3900 0.68 0.26 34.89 0| 0 15 0 4000 0.42 0.48 0.20 34.64 0.42 0.42 2| 80 112 +80 4100 0.33 0.15 34.40 0| 0 3,014 0 4200 0.22 0.11 34.13 0| 0 5 0 4300 0.14 0.07 33.75 0| 0 11 0 4400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 18 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.09 0.05 33.70 0| 0 3 0 4500 0.05 0.03 32.54 0| 0 25 0 4600 0.02 0.01 32.38 0| 0 32 0 4800 0.01 0.00 30.68 0| 0 0 0 5200 Total 1,106| 976 7,688 +970 Indicative a-t-m Vol 37.31 Underlying Price 36.420 Time to expiry: 84 Days Nov 10 7.18 0.84 44.90 0| 0 0 0 3000 5.54 0.77 41.88 0| 0 0 0 3200 4.09 0.68 39.54 0| 0 0 0 3400 3.45 0.62 38.69 0| 0 0 0 3500 2.87 0.57 37.59 0| 0 0 0 3600 2.36 0.50 36.93 0| 0 121 0 3700 1.91 0.44 36.33 0| 0 0 0 3800 1.51 0.38 35.64 0| 0 0 0 3900 1.19 0.32 35.08 0| 0 0 0 4000 0.70 0.22 34.15 0| 0 20 0 4200 0.39 0.14 33.53 0| 0 0 0 4400 Total 0| 0 141 0 Indicative a-t-m Vol 37.17 Underlying Price 36.420 Time to expiry: 112 Days Dec 10 19.14 0.99 63.00 0| 0 0 0 1738 15.95 15.76 0.97 57.17 15.95 15.95 5| 0 0 0 2085 12.75 0.95 51.57 0| 0 0 0 2400 9.32 0.88 46.94 0| 0 0 0 2780 6.42 0.78 42.07 0| 0 0 0 3128 4.01 0.63 38.78 0| 0 0 0 3475 3.27 0.57 37.45 0| 0 11 0 3600 2.08 2.19 0.45 35.96 2.08 2.08 12| 0 15 0 3823 1.53 0.35 34.75 0| 0 592 0 4000 0.88 1.03 0.27 33.72 0.88 0.88 3| 0 65 0 4170 0.57 0.17 32.65 0| 0 3,648 0 4400 0.32 0.11 31.74 0| 0 229 0 4600 0.14 0.06 31.00 0| 7 2,604 +7 4865 0.03 0.02 29.19 0| 0 7,306 0 5213 0.01 0.00 28.23 0| 0 5,562 0 5560 0.01 0.00 28.13 0| 0 1,062 0 5600 0.01 0.00 27.36 0| 0 3,007 0 6000 0.01 0.00 27.24 0| 0 1,312 0 6081 0.01 0.00 26.86 0| 0 1,100 0 6400 0.01 0.00 26.56 0| 0 6,702 0 6950 0.01 0.00 26.85 0| 0 1 0 7819 0.01 0.00 27.00 0| 0 522 0 8000 0.01 0.00 27.38 0| 0 0 0 8340 0.01 0.00 27.87 0| 0 2 0 8688 0.01 0.00 31.50 0| 0 0 0 10425 Total 20| 7 33,740 +7 Indicative a-t-m Vol 36.60 Underlying Price 36.420 Time to expiry: 203 Days Mar 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 19 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.19 0.91 48.98 0| 0 0 0 2400 9.74 0.84 43.75 0| 0 0 0 2800 6.70 0.73 39.75 0| 1 12 +1 3200 5.50 0.66 39.24 0| 0 0 0 3400 4.23 0.58 36.74 0| 0 0 0 3600 3.30 0.50 36.08 0| 0 10 0 3800 2.47 0.42 34.90 0| 0 27 0 4000 1.80 0.34 33.90 0| 0 36 0 4200 1.29 0.27 33.10 0| 0 59 0 4400 0.91 0.21 32.59 0| 0 102 0 4600 0.62 0.15 31.96 0| 0 49 0 4800 0.27 0.08 30.94 0| 0 26 0 5200 0.12 0.04 30.71 0| 0 760 0 5600 0.05 0.02 30.25 0| 0 5 0 6000 0.02 0.01 30.09 0| 0 3 0 6400 0.01 0.00 30.18 0| 0 0 0 7200 0.01 0.00 30.69 0| 0 0 0 8000 0.01 0.00 31.50 0| 0 0 0 8800 Total 0| 1 1,089 +1 Indicative a-t-m Vol 36.57 Underlying Price 36.420 Time to expiry: 294 Days Jun 11 19.40 0.97 54.00 0| 0 0 0 1738 16.20 0.94 49.54 0| 0 0 0 2085 13.43 0.90 46.06 0| 0 0 0 2400 10.35 0.82 42.57 0| 0 0 0 2780 7.81 0.73 39.80 0| 0 0 0 3128 5.60 0.63 37.04 0| 0 0 0 3475 4.89 4.95 0.59 36.65 4.89 4.86 50| 0 90 0 3600 3.98 0.51 36.23 0| 0 0 0 3823 3.22 0.45 35.15 0| 0 11 0 4000 2.60 0.39 34.30 0| 0 0 0 4170 1.90 0.32 33.18 0| 0 20 0 4400 1.42 0.26 32.44 0| 0 0 0 4600 0.95 0.19 31.61 0| 0 0 0 4865 0.54 0.12 30.70 0| 0 25 0 5213 0.30 0.08 30.20 0| 0 29 0 5560 0.09 0.03 29.47 0| 0 1,183 0 6255 0.03 0.01 29.23 0| 0 0 0 6950 0.01 0.00 29.42 0| 0 0 0 7645 0.01 0.00 29.65 0| 0 0 0 8000 0.01 0.00 29.95 0| 0 0 0 8340 0.01 0.00 30.33 0| 0 0 0 8688 0.01 0.00 36.50 0| 0 0 0 12000 Total 50| 0 1,358 0 Indicative a-t-m Vol 36.77 Underlying Price 36.420 Time to expiry: 476 Days Dec 11 19.47 0.96 56.00 0| 0 0 0 1738 16.29 0.93 50.00 0| 0 0 0 2085 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 20 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.49 0.89 45.02 0| 0 0 0 2400 10.52 0.82 42.06 0| 0 0 0 2780 8.10 0.73 39.49 0| 0 0 0 3128 6.10 0.62 37.63 0| 0 0 0 3475 4.42 0.52 35.84 0| 0 1,500 0 3823 3.70 0.46 35.06 0| 0 1,000 0 4000 3.12 0.41 34.38 0| 0 0 0 4170 2.44 0.35 33.54 0| 0 25 0 4400 1.94 0.30 32.90 0| 0 500 0 4600 1.55 0.25 32.32 0| 0 0 0 4800 0.93 0.17 31.32 0| 0 2,110 0 5213 0.58 0.12 30.61 0| 0 750 0 5600 0.35 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 36.65 Underlying Price 36.420 Time to expiry: 658 Days Jun 12 13.91 0.87 44.87 0| 0 0 0 2400 8.43 0.69 38.93 0| 0 0 0 3200 6.33 0.59 36.83 0| 0 0 0 3600 4.65 0.49 35.15 0| 0 0 0 4000 3.27 0.39 33.41 0| 0 0 0 4400 2.14 0.29 31.31 0| 0 0 0 4800 0.99 0.16 29.79 0| 0 0 0 5600 0.66 0.12 29.32 0| 0 0 0 6000 0.44 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 36.52 Underlying Price 36.420 Time to expiry: 847 Days Dec 12 17.01 0.94 47.73 0| 0 0 0 2000 13.92 0.87 46.39 0| 0 0 0 2400 8.50 0.69 39.50 0| 0 0 0 3200 6.35 0.59 36.68 0| 0 0 0 3600 4.75 0.49 35.09 0| 0 0 0 4000 3.37 0.40 33.06 0| 0 0 0 4400 2.41 0.31 31.84 0| 0 0 0 4800 1.10 0.17 29.40 0| 0 0 0 5600 0.77 0.13 29.04 0| 0 0 0 6000 0.58 0.10 29.07 0| 0 0 0 6400 0.21 0.04 29.70 0| 0 0 0 8000 0.20 0.03 39.64 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.40 Underlying Price 36.420 Time to expiry: 1029 Days Jun 13 13.95 0.86 43.65 0| 0 0 0 2400 8.60 0.69 36.92 0| 0 0 0 3200 6.98 0.60 36.67 0| 0 0 0 3600 5.20 0.50 34.12 0| 0 0 0 4000 4.02 0.42 33.15 0| 0 0 0 4400 2.90 0.34 31.40 0| 0 0 0 4800 1.15 0.17 29.09 0| 0 0 0 6000 0.40 0.07 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.73 Underlying Price 36.420 Time to expiry: 1211 Days Dec 13 17.01 0.95 49.20 0| 0 0 0 2000 13.95 0.87 46.75 0| 0 0 0 2400 8.67 0.69 38.86 0| 0 0 0 3200 5.22 0.51 35.00 0| 0 0 0 4000 2.91 0.34 31.86 0| 0 0 0 4800 1.15 0.17 29.10 0| 0 0 0 6000 0.55 0.09 31.39 0| 0 0 0 8000 0.37 0.05 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 37.29 Underlying Price 36.420 Time to expiry: 1575 Days Dec 14 13.95 0.88 50.04 0| 0 0 0 2400 8.70 0.70 40.13 0| 0 0 0 3200 5.24 0.52 35.00 0| 0 0 0 4000 2.98 0.36 31.46 0| 0 0 0 4800 1.22 0.18 28.44 0| 0 0 0 6000 0.66 0.10 30.67 0| 0 0 0 8000 0.50 0.07 36.93 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 1,681| 1,068 71,223 +1,007 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.68 Underlying Price 36.420 Time to expiry: 21 Days Sep 10 0.15 0.10 -0.05 50.00 0.15 0.15 2| 0 0 0 3000 0.20 -0.10 44.00 0| 0 14 0 3200 0.49 -0.23 39.81 0| 100 632 +100 3400 0.72 -0.32 37.62 0| 0 0 0 3500 1.25 1.11 -0.43 37.00 1.25 1.25 1| 0 331 0 3600 1.61 -0.55 36.23 0| 0 236 0 3700 2.21 -0.67 34.80 0| 0 1,619 0 3800 2.91 -0.79 33.00 0| 0 96 0 3900 3.74 -0.88 31.98 0| 0 4,271 0 4000 4.65 -0.93 31.45 0| 0 159 0 4100 5.61 -0.97 31.17 0| 0 1,028 0 4200 6.59 -0.99 31.02 0| 0 60 0 4300 7.58 -1.00 30.12 0| 0 460 0 4400 8.58 -1.00 30.98 0| 0 163 0 4500 9.58 -1.00 31.50 0| 0 51 0 4600 10.58 -1.00 32.00 0| 0 0 0 4700 11.58 -1.00 33.08 0| 0 6,018 0 4800 12.58 -1.00 33.90 0| 0 0 0 4900 13.58 -1.00 34.76 0| 0 0 0 5000 15.58 -1.00 36.36 0| 0 1,720 0 5200 17.58 -1.00 37.59 0| 0 0 0 5400 19.58 -1.00 39.80 0| 0 89 0 5600 23.58 -1.00 40.70 0| 0 565 0 6000 27.58 -1.00 42.45 0| 0 29 0 6400 31.58 -1.00 43.79 0| 0 192 0 6800 35.58 -1.00 44.46 0| 0 0 0 7200 43.58 -1.00 44.65 0| 0 0 0 8000 51.58 -1.00 44.69 0| 0 0 0 8800 59.58 -1.00 46.50 0| 0 0 0 9600 Total 3| 100 17,733 +100 Indicative a-t-m Vol 36.68 Underlying Price 36.420 Time to expiry: 49 Days Oct 10 0.35 -0.11 45.70 0| 0 0 0 3000 0.61 -0.18 42.49 0| 0 74 0 3200 1.05 -0.29 39.26 0| 0 82 0 3400 1.50 1.37 -0.36 38.07 1.50 1.50 10| 0 0 0 3500 1.77 -0.44 36.97 0| 0 52 0 3600 2.26 -0.52 36.27 0| 0 24 0 3700 2.84 -0.60 35.81 0| 0 40 0 3800 3.50 -0.68 35.25 0| 0 601 0 3900 4.24 -0.74 34.89 0| 0 52 0 4000 5.04 -0.80 34.64 0| 0 10 0 4100 5.89 -0.85 34.40 0| 0 0 0 4200 6.78 -0.90 34.13 0| 0 0 0 4300 7.70 -0.93 33.75 0| 0 0 0 4400 8.65 -0.95 33.70 0| 0 0 0 4500 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 23 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.61 -0.97 32.54 0| 0 0 0 4600 11.59 -0.99 32.38 0| 0 0 0 4800 15.58 -1.00 30.68 0| 0 0 0 5200 Total 10| 0 935 0 Indicative a-t-m Vol 37.31 Underlying Price 36.420 Time to expiry: 84 Days Nov 10 0.72 -0.16 44.90 0| 0 0 0 3000 1.10 1.07 -0.23 41.88 1.10 1.10 5| 0 26 0 3200 1.68 1.62 -0.32 39.54 1.68 1.68 2| 0 20 0 3400 1.98 -0.38 38.69 0| 0 0 0 3500 2.39 -0.44 37.59 0| 0 0 0 3600 2.88 -0.50 36.93 0| 0 0 0 3700 3.43 -0.56 36.33 0| 0 0 0 3800 4.03 -0.62 35.64 0| 0 0 0 3900 4.71 -0.68 35.08 0| 0 0 0 4000 6.23 -0.78 34.15 0| 0 0 0 4200 7.92 -0.86 33.53 0| 0 0 0 4400 Total 7| 0 46 0 Indicative a-t-m Vol 37.17 Underlying Price 36.420 Time to expiry: 112 Days Dec 10 0.05 -0.01 63.00 0| 0 1,250 0 1738 0.14 -0.03 57.17 0| 0 0 0 2085 0.27 -0.05 51.57 0| 0 0 0 2400 0.63 -0.12 46.94 0| 0 0 0 2780 1.20 -0.22 42.07 0| 0 151 0 3128 2.25 -0.37 38.78 0| 0 2,657 0 3475 2.76 -0.43 37.45 0| 3 283 +3 3600 3.91 -0.55 35.96 0| 0 78 0 3823 5.01 -0.65 34.75 0| 0 872 0 4000 6.22 -0.73 33.72 0| 0 3,612 0 4170 8.07 -0.83 32.65 0| 0 81 0 4400 9.82 -0.89 31.74 0| 0 3,289 0 4600 12.31 -0.95 31.00 0| 0 1,569 0 4865 15.71 -1.00 29.19 0| 0 4,849 0 5213 19.18 -1.00 28.23 0| 0 1,011 0 5560 19.58 -1.00 28.13 0| 0 752 0 5600 23.58 -1.00 27.36 0| 0 0 0 6000 24.39 -1.00 27.24 0| 0 1,447 0 6081 27.58 -1.00 26.86 0| 0 0 0 6400 33.08 -1.00 26.56 0| 0 1,593 0 6950 41.77 -1.00 26.85 0| 0 0 0 7819 43.58 -1.00 27.00 0| 0 0 0 8000 46.98 -1.00 27.38 0| 0 0 0 8340 50.46 -1.00 27.87 0| 0 0 0 8688 67.83 -1.00 31.50 0| 0 0 0 10425 Total 0| 3 23,494 +3 Indicative a-t-m Vol 36.60 Underlying Price 36.420 Time to expiry: 203 Days Mar 11 0.67 -0.09 48.98 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.22 -0.16 43.75 0| 0 48 0 2800 2.18 -0.28 39.75 0| 0 19 0 3200 2.97 -0.35 39.24 0| 0 0 0 3400 3.71 -0.43 36.74 0| 522 617 +498 3600 4.78 -0.51 36.08 0| 3 92 +3 3800 5.95 -0.59 34.90 0| 0 820 0 4000 7.28 -0.67 33.90 0| 0 104 0 4200 8.76 -0.74 33.10 0| 0 41 0 4400 10.38 -0.80 32.59 0| 0 26 0 4600 12.09 -0.85 31.96 0| 0 21 0 4800 15.74 -0.93 30.94 0| 0 0 0 5200 19.61 -0.97 30.71 0| 0 76 0 5600 23.58 -1.00 30.25 0| 0 22 0 6000 27.58 -1.00 30.09 0| 0 0 0 6400 35.58 -1.00 30.18 0| 0 0 0 7200 43.58 -1.00 30.69 0| 0 0 0 8000 51.58 -1.00 31.50 0| 0 0 0 8800 Total 0| 525 1,886 +501 Indicative a-t-m Vol 36.57 Underlying Price 36.420 Time to expiry: 294 Days Jun 11 0.33 -0.04 54.00 0| 0 0 0 1738 0.60 -0.07 49.54 0| 0 20 0 2085 0.99 -0.11 46.06 0| 0 0 0 2400 1.71 -0.19 42.57 0| 0 18 0 2780 2.65 -0.27 39.80 0| 0 1,022 0 3128 3.92 -0.38 37.04 0| 0 1 0 3475 4.51 -0.42 36.65 0| 0 60 0 3600 5.77 -0.50 36.23 0| 0 60 0 3823 6.79 -0.56 35.15 0| 0 0 0 4000 7.86 -0.61 34.30 0| 0 22 0 4170 9.45 -0.69 33.18 0| 0 62 0 4400 10.97 -0.75 32.44 0| 0 0 0 4600 13.14 -0.81 31.61 0| 0 101 0 4865 16.18 -0.88 30.70 0| 0 62 0 5213 19.39 -0.93 30.20 0| 0 132 0 5560 26.13 -0.99 29.47 0| 0 92 0 6255 33.08 -1.00 29.23 0| 0 0 0 6950 40.03 -1.00 29.42 0| 0 0 0 7645 43.58 -1.00 29.65 0| 0 0 0 8000 46.98 -1.00 29.95 0| 0 0 0 8340 50.46 -1.00 30.33 0| 0 0 0 8688 83.58 -1.00 36.50 0| 0 0 0 12000 Total 0| 0 1,652 0 Indicative a-t-m Vol 36.77 Underlying Price 36.420 Time to expiry: 476 Days Dec 11 1.08 -0.08 56.00 0| 0 0 0 1738 1.53 -0.12 50.00 0| 0 5 0 2085 2.03 -0.17 45.02 0| 0 5 0 2400 3.15 3.08 -0.24 42.06 3.15 3.15 1| 0 0 0 2780 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 25 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.32 -0.33 39.49 0| 0 0 0 3128 5.94 -0.42 37.63 0| 0 1,500 0 3475 7.85 -0.52 35.84 0| 0 1,500 0 3823 8.93 -0.57 35.06 0| 0 3 0 4000 10.09 -0.62 34.38 0| 0 0 0 4170 11.73 -0.68 33.54 0| 0 0 0 4400 13.24 -0.72 32.90 0| 0 500 0 4600 14.86 -0.77 32.32 0| 0 5 0 4800 18.37 -0.84 31.32 0| 0 1,505 0 5213 21.87 -0.89 30.61 0| 0 1,250 0 5600 25.62 -0.93 30.06 0| 0 250 0 6000 29.46 -0.96 29.68 0| 0 0 0 6400 34.81 -0.98 29.41 0| 0 70 0 6950 43.36 -0.99 29.46 0| 0 0 0 7819 51.94 -1.00 30.00 0| 0 0 0 8688 84.60 -1.00 35.00 0| 0 0 0 12000 Total 1| 0 6,593 0 Indicative a-t-m Vol 36.65 Underlying Price 36.420 Time to expiry: 658 Days Jun 12 2.73 -0.18 44.87 0| 0 0 0 2400 5.50 -0.34 38.93 0| 4 4 +4 3200 7.44 -0.43 36.83 0| 0 0 0 3600 9.76 -0.53 35.15 0| 0 0 0 4000 12.37 -0.63 33.41 0| 0 0 0 4400 15.24 -0.73 31.31 0| 0 0 0 4800 22.08 -0.86 29.79 0| 0 0 0 5600 25.75 -0.90 29.32 0| 0 1 0 6000 29.52 -0.94 28.86 0| 0 0 0 6400 45.12 -0.98 29.62 0| 0 0 0 8000 84.64 -0.99 39.09 0| 0 0 0 12000 Total 0| 4 5 +4 Indicative a-t-m Vol 36.52 Underlying Price 36.420 Time to expiry: 847 Days Dec 12 2.56 -0.15 47.73 0| 0 0 0 2000 3.79 -0.21 44.80 0| 0 0 0 2400 6.86 -0.37 38.64 0| 0 0 0 3200 8.97 -0.46 36.68 0| 0 0 0 3600 11.42 -0.54 35.09 0| 0 0 0 4000 14.03 -0.63 33.06 0| 0 0 0 4400 17.03 -0.71 31.84 0| 0 0 0 4800 23.60 -0.84 29.40 0| 0 0 0 5600 27.20 -0.88 29.04 0| 0 0 0 6000 30.91 -0.91 29.07 0| 0 0 0 6400 46.05 -0.98 26.07 0| 0 0 0 8000 85.10 -0.97 39.64 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.50 Underlying Price 36.420 Time to expiry: 1029 Days Jun 13 4.03 -0.21 42.86 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.41 -0.36 38.50 0| 0 0 0 3200 9.51 -0.44 36.67 0| 0 0 0 3600 11.89 -0.52 35.01 0| 0 0 0 4000 14.46 -0.60 33.15 0| 0 0 0 4400 17.35 -0.68 31.80 0| 0 0 0 4800 27.30 -0.85 29.09 0| 0 0 0 6000 46.07 -0.95 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.73 Underlying Price 36.420 Time to expiry: 1211 Days Dec 13 3.87 -0.17 48.00 0| 0 0 0 2000 5.02 -0.23 43.00 0| 0 0 0 2400 8.75 -0.38 38.86 0| 0 0 0 3200 13.34 -0.53 35.00 0| 0 0 0 4000 18.86 -0.68 31.86 0| 0 0 0 4800 28.68 -0.84 29.10 0| 0 0 0 6000 48.00 -0.84 39.10 0| 0 0 0 8000 85.13 -0.95 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 37.01 Underlying Price 36.420 Time to expiry: 1575 Days Dec 14 6.36 -0.26 43.00 0| 0 0 0 2400 10.48 -0.39 39.50 0| 0 0 0 3200 15.07 -0.54 35.00 0| 0 0 0 4000 20.50 -0.68 31.46 0| 0 0 0 4800 30.06 -0.83 28.44 0| 0 0 0 6000 48.15 -0.90 30.67 0| 0 0 0 8000 85.17 -0.93 36.93 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 21| 632 52,344 +608 Grand Total 1,702| 1,700 123,567 +1,615 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.68 Underlying Price 36.420 Time to expiry: 21 Days Sep 10 8.69 0.97 60.75 0| 0 0 0 2780 6.53 0.95 50.00 0| 0 0 0 3000 5.31 0.92 46.07 0| 0 0 0 3128 2.33 0.71 37.83 0| 0 0 0 3475 1.54 0.57 37.00 0| 0 0 0 3600 1.04 0.45 36.23 0| 0 0 0 3700 0.53 0.29 33.68 0| 0 15 0 3823 0.34 0.21 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 32.17 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 33.45 0| 0 873 0 4865 0.01 0.00 34.76 0| 0 0 0 5000 0.01 0.00 35.17 0| 0 700 0 5213 0.01 0.00 37.59 0| 0 0 0 5400 0.01 0.00 37.14 0| 0 962 0 5560 0.01 0.00 40.70 0| 0 386 0 6000 0.01 0.00 41.11 0| 0 717 0 6255 0.01 0.00 44.34 0| 0 362 0 6950 0.01 0.00 44.46 0| 0 680 0 7200 0.01 0.00 44.65 0| 0 0 0 8000 0.01 0.00 44.69 0| 0 0 0 8800 0.01 0.00 46.50 0| 0 0 0 9600 0.01 0.00 40.06 0| 0 0 0 10425 Total 0| 0 7,053 0 Indicative a-t-m Vol 36.60 Underlying Price 36.420 Time to expiry: 203 Days Mar 11 13.07 0.91 48.98 0| 0 0 0 2400 9.64 0.84 43.75 0| 0 0 0 2800 6.62 0.72 39.75 0| 0 0 0 3200 5.42 0.65 39.24 0| 0 0 0 3400 4.17 0.57 36.74 0| 0 0 0 3600 3.25 0.49 36.08 0| 0 0 0 3800 2.43 0.41 34.90 0| 0 0 0 4000 1.77 0.33 33.90 0| 0 0 0 4200 1.26 0.26 33.10 0| 0 200 0 4400 0.90 0.20 32.59 0| 0 0 0 4600 0.61 0.15 31.96 0| 0 1,200 0 4800 0.26 0.27 0.08 30.94 0.26 0.26 8| 0 439 0 5200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 30.71 0| 0 100 0 5600 0.05 0.02 30.25 0| 0 0 0 6000 0.02 0.01 30.09 0| 0 0 0 6400 0.01 0.00 30.18 0| 0 0 0 7200 0.01 0.00 30.69 0| 0 0 0 8000 0.01 0.00 31.50 0| 0 0 0 8800 Total 8| 0 1,939 0 Indicative a-t-m Vol 38.10 Underlying Price 36.420 Time to expiry: 385 Days Sep 11 12.03 0.84 46.01 0| 0 0 0 2400 6.75 0.65 40.71 0| 0 0 0 3200 4.72 0.54 38.31 0| 0 0 0 3600 3.14 0.42 36.33 0| 0 0 0 4000 1.87 0.30 33.59 0| 0 0 0 4400 0.96 0.19 30.76 0| 0 0 0 4800 0.25 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 37.98 Underlying Price 36.420 Time to expiry: 567 Days Mar 12 12.93 0.83 45.40 0| 0 0 0 2400 7.88 0.66 40.00 0| 0 0 0 3200 5.92 0.57 38.13 0| 0 0 0 3600 4.37 0.47 36.76 0| 0 0 0 4000 2.84 0.36 33.70 0| 0 0 0 4400 1.71 0.26 30.83 0| 0 0 0 4800 0.61 0.12 28.45 0| 0 0 0 5600 0.38 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 8| 0 9,082 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.68 Underlying Price 36.420 Time to expiry: 21 Days Sep 10 0.06 -0.03 60.75 0| 0 150 0 2780 0.10 -0.05 50.00 0| 0 0 0 3000 0.16 -0.08 46.07 0| 0 0 0 3128 0.65 -0.29 37.83 0| 0 5 0 3475 1.11 -0.43 37.00 0| 0 0 0 3600 1.61 -0.55 36.23 0| 0 0 0 3700 2.33 -0.71 33.68 0| 0 134 0 3823 2.91 -0.79 33.00 0| 0 0 0 3900 3.74 -0.88 31.98 0| 4 280 0 4000 4.65 -0.93 31.45 0| 0 0 0 4100 5.32 -0.95 32.17 0| 0 848 0 4170 6.58 -0.98 31.02 0| 0 50 0 4300 7.57 -0.99 30.12 0| 0 417 0 4400 8.57 -1.00 30.98 0| 0 0 0 4500 9.57 -1.00 31.50 0| 0 245 0 4600 10.57 -1.00 32.00 0| 0 0 0 4700 11.57 -1.00 33.08 0| 0 0 0 4800 12.22 -1.00 33.45 0| 0 2,877 0 4865 13.57 -1.00 34.76 0| 0 0 0 5000 15.70 -1.00 35.17 0| 0 173 0 5213 17.57 -1.00 37.59 0| 0 0 0 5400 19.17 -1.00 37.14 0| 0 620 0 5560 23.56 -1.00 40.70 0| 0 1,020 0 6000 26.11 -1.00 41.11 0| 0 170 0 6255 33.06 -1.00 44.34 0| 0 210 0 6950 35.56 -1.00 44.46 0| 0 0 0 7200 43.56 -1.00 44.65 0| 0 0 0 8000 51.56 -1.00 44.69 0| 0 403 0 8800 59.55 -1.00 46.50 0| 0 0 0 9600 67.80 -1.00 40.06 0| 0 4 0 10425 Total 0| 4 7,606 0 Indicative a-t-m Vol 36.60 Underlying Price 36.420 Time to expiry: 203 Days Mar 11 0.67 -0.09 48.98 0| 0 1 0 2400 1.22 -0.16 43.75 0| 0 0 0 2800 2.18 -0.28 39.75 0| 50 200 +50 3200 2.97 -0.35 39.24 0| 0 0 0 3400 3.71 -0.43 36.74 0| 0 595 0 3600 4.78 -0.51 36.08 0| 0 0 0 3800 5.95 -0.59 34.90 0| 0 1,320 0 4000 7.28 -0.67 33.90 0| 0 200 0 4200 8.76 -0.74 33.10 0| 0 435 0 4400 10.38 -0.80 32.59 0| 0 2,685 0 4600 12.09 -0.85 31.96 0| 0 147 0 4800 15.72 -0.92 30.94 0| 0 20 0 5200 19.56 -0.96 30.71 0| 0 4 0 5600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 23.46 -0.98 30.25 0| 0 428 0 6000 27.41 -0.99 30.09 0| 0 1,363 0 6400 35.35 -1.00 30.18 0| 0 0 0 7200 43.31 -1.00 30.69 0| 0 0 0 8000 51.27 -1.00 31.50 0| 0 20 0 8800 Total 0| 50 7,418 +50 Indicative a-t-m Vol 38.10 Underlying Price 36.420 Time to expiry: 385 Days Sep 11 1.70 -0.16 46.01 0| 0 0 0 2400 4.32 -0.35 40.71 0| 0 60 0 3200 6.23 -0.46 38.31 0| 0 0 0 3600 8.60 -0.58 36.33 0| 0 431 0 4000 11.28 -0.70 33.59 0| 0 0 0 4400 14.33 -0.81 30.76 0| 0 70 0 4800 21.52 -0.94 28.34 0| 0 30 0 5600 25.34 -0.97 27.71 0| 0 500 0 6000 29.22 -0.98 26.88 0| 0 0 0 6400 44.98 -1.00 27.16 0| 0 0 0 8000 Total 0| 0 1,091 0 Indicative a-t-m Vol 37.98 Underlying Price 36.420 Time to expiry: 567 Days Mar 12 2.42 -0.17 45.40 0| 0 0 0 2400 5.21 -0.34 40.00 0| 0 40 0 3200 7.18 -0.43 38.13 0| 0 0 0 3600 9.55 -0.53 36.76 0| 0 10 0 4000 11.94 -0.64 33.70 0| 0 0 0 4400 14.73 -0.74 30.83 0| 0 0 0 4800 21.48 -0.88 28.45 0| 0 0 0 5600 25.17 -0.92 27.94 0| 0 0 0 6000 44.43 -0.99 26.92 0| 0 0 0 8000 Total 0| 0 50 0 Total Puts 0| 54 16,165 +50 Grand Total 8| 54 25,247 +50 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.54 Underlying Price 28.920 Time to expiry: 21 Days Sep 10 10.92 1.00 52.00 0| 0 0 0 1800 8.93 1.00 45.57 0| 0 0 0 2000 7.93 1.00 43.30 0| 0 0 0 2100 6.93 1.00 41.03 0| 0 0 0 2200 5.93 0.99 38.92 0| 0 0 0 2300 4.94 0.98 36.49 0| 0 0 0 2400 4.45 0.98 35.20 0| 0 0 0 2450 3.96 0.96 34.06 0| 0 0 0 2500 3.01 0.92 32.12 0| 0 0 0 2600 2.13 0.83 30.34 0| 0 21 0 2700 1.37 0.69 29.53 0| 0 255 0 2800 0.77 0.50 28.45 0| 0 131 0 2900 0.36 0.30 27.04 0| 0 3,549 0 3000 0.13 0.14 25.64 0| 0 22 0 3100 0.04 0.05 24.83 0| 0 432 0 3200 0.01 0.00 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 25.00 0| 0 0 0 4800 Total 0| 0 5,140 0 Indicative a-t-m Vol 28.35 Underlying Price 28.920 Time to expiry: 49 Days Oct 10 6.98 0.97 40.07 0| 0 0 0 2200 6.02 0.95 38.89 0| 0 0 0 2300 5.08 0.92 37.14 0| 0 0 0 2400 4.17 0.88 35.36 0| 0 0 0 2500 3.30 0.82 33.42 0| 0 0 0 2600 2.49 0.74 31.50 0| 0 0 0 2700 1.78 0.64 29.80 0| 0 30 0 2800 1.18 0.51 28.22 0| 0 0 0 2900 0.72 0.38 27.01 0| 0 6 0 3000 0.41 0.25 26.15 0| 0 0 0 3100 0.21 0.15 25.31 0| 0 60 0 3200 0.04 0.04 24.46 0| 0 0 0 3400 0.02 0.02 27.50 0| 0 0 0 3600 Total 0| 0 96 0 Indicative a-t-m Vol 28.91 Underlying Price 28.920 Time to expiry: 84 Days Nov 10 7.10 0.94 38.58 0| 0 0 0 2200 6.17 0.92 37.02 0| 0 0 0 2300 5.27 0.88 35.57 0| 0 0 0 2400 3.59 0.78 32.61 0| 0 0 0 2600 2.84 0.71 31.30 0| 0 0 0 2700 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.17 0.62 30.03 0| 0 0 0 2800 1.59 0.52 28.81 0| 0 0 0 2900 1.17 0.43 28.72 0| 0 3 0 3000 0.48 0.24 26.42 0| 0 0 0 3200 0.18 0.11 25.54 0| 0 0 0 3400 0.06 0.04 25.28 0| 0 0 0 3600 Total 0| 0 3 0 Indicative a-t-m Vol 28.97 Underlying Price 28.920 Time to expiry: 112 Days Dec 10 16.95 1.00 52.00 0| 0 0 0 1200 12.98 0.99 46.83 0| 0 0 0 1600 11.02 0.98 43.53 0| 0 0 0 1800 9.08 0.96 40.27 0| 0 0 0 2000 7.19 0.93 36.90 0| 0 305 0 2200 6.29 0.90 35.91 0| 0 0 0 2300 5.41 0.86 34.54 0| 0 0 0 2400 3.80 0.76 32.18 0| 0 6 0 2600 2.42 0.62 29.99 0| 0 346 0 2800 1.36 0.44 27.77 0| 0 267 0 3000 0.68 0.28 26.57 0| 0 62 0 3200 0.29 0.15 25.38 0| 0 0 0 3400 0.10 0.06 24.47 0| 0 0 0 3600 0.01 0.01 23.43 0| 0 0 0 4000 0.01 0.00 23.31 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 28.53 Underlying Price 28.920 Time to expiry: 203 Days Mar 11 11.17 0.96 41.00 0| 0 0 0 1800 9.31 0.93 38.11 0| 0 0 0 2000 7.51 0.89 35.62 0| 0 50 0 2200 6.66 0.85 34.32 0| 0 0 0 2300 5.83 0.82 33.08 0| 0 0 0 2400 4.30 0.73 30.91 0| 0 0 0 2600 2.97 0.61 28.73 0| 0 160 0 2800 2.01 0.48 28.31 0| 0 185 0 3000 1.19 0.35 26.61 0| 0 100 0 3200 0.68 0.23 25.66 0| 0 41 0 3400 0.36 0.14 24.94 0| 0 21 0 3600 0.09 0.04 24.11 0| 0 0 0 4000 0.02 0.01 24.00 0| 0 0 0 4400 Total 0| 0 557 0 Indicative a-t-m Vol 28.15 Underlying Price 28.920 Time to expiry: 294 Days Jun 11 13.12 0.97 45.05 0| 0 0 0 1600 11.22 0.96 41.43 0| 0 0 0 1800 9.35 0.93 37.82 0| 0 0 0 2000 7.57 0.88 34.99 0| 0 0 0 2200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.71 0.85 33.52 0| 0 0 0 2300 5.90 0.81 32.54 0| 0 0 0 2400 4.40 0.72 30.49 0| 0 0 0 2600 3.13 0.61 28.82 0| 0 0 0 2800 2.10 0.48 27.36 0| 0 0 0 3000 1.32 0.36 26.15 0| 0 0 0 3200 0.48 0.17 25.19 0| 0 0 0 3600 0.15 0.06 24.40 0| 0 0 0 4000 0.04 0.02 24.01 0| 0 0 0 4400 0.01 0.01 24.00 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.32 Underlying Price 28.920 Time to expiry: 476 Days Dec 11 13.24 0.96 45.15 0| 0 0 0 1600 9.59 0.89 38.11 0| 0 0 0 2000 6.31 0.78 32.73 0| 0 0 0 2400 3.68 0.60 28.92 0| 0 0 0 2800 1.88 0.39 26.30 0| 0 0 0 3200 0.43 0.13 24.62 0| 0 0 0 4000 0.09 0.03 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.29 Underlying Price 28.920 Time to expiry: 658 Days Jun 12 13.26 0.96 45.17 0| 0 0 0 1600 9.67 0.89 37.98 0| 0 0 0 2000 6.47 0.76 32.64 0| 0 0 0 2400 3.94 0.59 28.85 0| 0 0 0 2800 2.19 0.41 26.42 0| 0 0 0 3200 0.62 0.16 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 6,782 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.54 Underlying Price 28.920 Time to expiry: 21 Days Sep 10 0.01 0.00 52.00 0| 0 50 0 1800 0.01 0.00 45.57 0| 0 22 0 2000 0.01 0.00 43.30 0| 0 0 0 2100 0.01 0.00 41.03 0| 0 23 0 2200 0.01 -0.01 38.92 0| 0 0 0 2300 0.02 -0.02 36.49 0| 0 111 0 2400 0.02 -0.02 35.20 0| 0 0 0 2450 0.04 -0.04 34.06 0| 0 42 0 2500 0.09 -0.08 32.12 0| 0 2,350 0 2600 0.20 -0.17 30.34 0| 0 25 0 2700 0.44 -0.31 29.53 0| 0 146 0 2800 0.84 -0.50 28.45 0| 0 7 0 2900 1.43 -0.70 27.04 0| 0 80 0 3000 2.20 -0.86 25.64 0| 0 0 0 3100 3.11 -0.95 24.83 0| 0 80 0 3200 5.08 -1.00 24.02 0| 0 104 0 3400 7.08 -1.00 23.26 0| 0 0 0 3600 9.08 -1.00 23.26 0| 0 0 0 3800 11.08 -1.00 23.26 0| 0 0 0 4000 15.08 -1.00 23.56 0| 0 0 0 4400 19.08 -1.00 25.00 0| 0 0 0 4800 Total 0| 0 3,040 0 Indicative a-t-m Vol 28.35 Underlying Price 28.920 Time to expiry: 49 Days Oct 10 0.05 -0.03 40.07 0| 0 0 0 2200 0.09 -0.05 38.89 0| 0 30 0 2300 0.14 -0.08 37.14 0| 0 0 0 2400 0.23 -0.12 35.36 0| 0 0 0 2500 0.36 -0.18 33.42 0| 0 0 0 2600 0.55 -0.26 31.50 0| 0 0 0 2700 0.84 -0.36 29.80 0| 0 0 0 2800 1.24 -0.49 28.22 0| 0 0 0 2900 1.78 -0.62 27.01 0| 0 0 0 3000 2.47 -0.75 26.15 0| 0 0 0 3100 3.27 -0.85 25.31 0| 0 0 0 3200 5.11 -0.96 24.46 0| 0 0 0 3400 7.09 -0.99 27.50 0| 0 0 0 3600 Total 0| 0 30 0 Indicative a-t-m Vol 28.91 Underlying Price 28.920 Time to expiry: 84 Days Nov 10 0.14 -0.06 38.58 0| 0 0 0 2200 0.21 -0.08 37.02 0| 0 0 0 2300 0.31 -0.12 35.57 0| 0 0 0 2400 0.63 -0.22 32.61 0| 0 0 0 2600 0.88 -0.29 31.30 0| 0 0 0 2700 1.21 -0.38 30.03 0| 0 0 0 2800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.62 -0.48 28.81 0| 0 0 0 2900 2.20 -0.57 28.72 0| 0 0 0 3000 3.52 -0.77 26.42 0| 0 0 0 3200 5.22 -0.90 25.54 0| 0 0 0 3400 7.11 -0.97 25.28 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 28.97 Underlying Price 28.920 Time to expiry: 112 Days Dec 10 0.01 0.00 52.00 0| 0 0 0 1200 0.02 -0.01 46.83 0| 0 0 0 1600 0.05 -0.02 43.53 0| 0 224 0 1800 0.11 -0.04 40.27 0| 0 163 0 2000 0.21 -0.07 36.90 0| 0 52 0 2200 0.31 -0.10 35.91 0| 0 0 0 2300 0.43 -0.14 34.54 0| 0 93 0 2400 0.81 -0.24 32.18 0| 0 0 0 2600 1.43 -0.39 29.99 0| 0 23 0 2800 2.36 -0.56 27.77 0| 0 0 0 3000 3.69 -0.73 26.57 0| 0 50 0 3200 5.30 -0.86 25.38 0| 0 0 0 3400 7.13 -0.95 24.47 0| 0 50 0 3600 11.08 -1.00 23.43 0| 0 0 0 4000 15.08 -1.00 23.31 0| 0 0 0 4400 19.08 -1.00 24.00 0| 0 0 0 4800 Total 0| 0 655 0 Indicative a-t-m Vol 28.53 Underlying Price 28.920 Time to expiry: 203 Days Mar 11 0.19 -0.05 41.00 0| 0 112 0 1800 0.32 -0.08 38.11 0| 0 1 0 2000 0.53 -0.12 35.62 0| 0 0 0 2200 0.68 -0.16 34.32 0| 0 0 0 2300 0.86 -0.19 33.08 0| 0 20 0 2400 1.35 -0.29 30.91 0| 0 50 0 2600 2.03 -0.40 28.73 0| 0 50 0 2800 3.09 -0.53 28.31 0| 0 2 0 3000 4.30 -0.66 26.61 0| 0 0 0 3200 5.79 -0.78 25.66 0| 0 0 0 3400 7.48 -0.87 24.94 0| 0 0 0 3600 11.20 -0.96 24.11 0| 0 0 0 4000 15.12 -0.99 24.00 0| 0 0 0 4400 Total 0| 0 235 0 Indicative a-t-m Vol 28.15 Underlying Price 28.920 Time to expiry: 294 Days Jun 11 0.34 -0.06 45.05 0| 0 0 0 1600 0.51 -0.09 41.43 0| 0 0 0 1800 0.72 -0.13 37.82 0| 0 0 0 2000 1.06 -0.19 34.99 0| 0 6 0 2200 1.25 -0.22 33.52 0| 0 0 0 2300 1.52 -0.27 32.54 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.17 -0.36 30.49 0| 0 0 0 2600 3.05 -0.47 28.82 0| 0 0 0 2800 4.14 -0.59 27.36 0| 0 0 0 3000 5.48 -0.70 26.15 0| 0 0 0 3200 8.76 -0.86 25.19 0| 0 0 0 3600 12.45 -0.94 24.40 0| 0 0 0 4000 16.33 -0.98 24.01 0| 0 0 0 4400 20.27 -0.99 24.00 0| 0 0 0 4800 Total 0| 0 6 0 Indicative a-t-m Vol 28.32 Underlying Price 28.920 Time to expiry: 476 Days Dec 11 0.76 -0.09 45.15 0| 0 0 0 1600 1.30 -0.17 38.11 0| 0 0 0 2000 2.21 -0.28 32.73 0| 0 0 0 2400 3.74 -0.45 28.92 0| 0 0 0 2800 6.03 -0.63 26.30 0| 0 0 0 3200 12.61 -0.89 24.62 0| 0 0 0 4000 20.26 -0.98 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.29 Underlying Price 28.920 Time to expiry: 658 Days Jun 12 1.33 -0.13 45.17 0| 0 0 0 1600 2.04 -0.21 37.98 0| 0 0 0 2000 3.13 -0.32 32.64 0| 0 0 0 2400 4.81 -0.48 28.85 0| 0 0 0 2800 7.20 -0.64 26.42 0| 0 0 0 3200 13.65 -0.86 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 3,966 0 Grand Total 0| 0 10,748 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.54 Underlying Price 28.920 Time to expiry: 21 Days Sep 10 10.92 1.00 52.00 0| 0 0 0 1800 8.93 1.00 45.57 0| 0 0 0 2000 7.93 1.00 43.30 0| 0 0 0 2100 6.93 1.00 41.03 0| 0 179 0 2200 5.93 0.99 38.92 0| 0 0 0 2300 4.94 0.98 36.49 0| 0 0 0 2400 4.45 0.98 35.20 0| 0 0 0 2450 3.96 0.96 34.06 0| 0 0 0 2500 3.01 0.92 32.12 0| 0 0 0 2600 2.13 0.83 30.34 0| 0 0 0 2700 1.37 0.69 29.53 0| 0 0 0 2800 0.77 0.50 28.45 0| 0 0 0 2900 0.36 0.30 27.04 0| 0 30 0 3000 0.13 0.14 25.64 0| 0 0 0 3100 0.04 0.05 24.83 0| 0 2,040 0 3200 0.01 0.00 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 25.00 0| 0 3 0 4800 Total 0| 0 2,800 0 Indicative a-t-m Vol 28.53 Underlying Price 28.920 Time to expiry: 203 Days Mar 11 16.76 0.99 50.31 0| 0 0 0 1200 12.86 0.97 44.21 0| 0 0 0 1600 10.95 0.95 41.00 0| 0 0 0 1800 9.10 0.92 38.11 0| 0 0 0 2000 7.32 0.88 35.62 0| 0 0 0 2200 6.48 0.84 34.32 0| 0 0 0 2300 5.66 0.81 33.08 0| 0 0 0 2400 4.16 0.71 30.91 0| 0 0 0 2600 2.85 0.60 28.73 0| 0 25 0 2800 1.92 0.47 28.31 0| 0 0 0 3000 1.14 0.34 26.61 0| 0 20 0 3200 0.64 0.22 25.66 0| 0 0 0 3400 0.34 0.13 24.94 0| 0 0 0 3600 0.08 0.04 24.11 0| 0 0 0 4000 0.02 0.01 24.00 0| 0 0 0 4400 0.01 0.00 24.55 0| 0 0 0 4800 Total 0| 0 45 0 Indicative a-t-m Vol 27.90 Underlying Price 28.920 Time to expiry: 385 Days Sep 11 11.99 0.93 41.65 0| 0 0 0 1600 8.54 0.86 36.43 0| 0 0 0 2000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.47 0.73 31.83 0| 0 0 0 2400 3.05 0.54 28.23 0| 0 0 0 2800 1.54 0.35 26.78 0| 0 0 0 3200 0.73 0.20 26.15 0| 0 0 0 3600 0.33 0.10 25.80 0| 0 0 0 4000 0.11 0.04 27.85 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.15 Underlying Price 28.920 Time to expiry: 567 Days Mar 12 12.53 0.91 43.05 0| 0 0 0 1600 9.21 0.83 36.79 0| 0 0 0 2000 6.32 0.72 32.68 0| 0 0 0 2400 3.84 0.57 28.51 0| 0 0 0 2800 2.24 0.41 26.94 0| 0 0 0 3200 0.74 0.18 26.33 0| 0 0 0 4000 0.32 0.08 28.05 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 2,845 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.54 Underlying Price 28.920 Time to expiry: 21 Days Sep 10 0.01 0.00 52.00 0| 0 0 0 1800 0.01 0.00 45.57 0| 0 18 0 2000 0.01 0.00 43.30 0| 0 0 0 2100 0.01 0.00 41.03 0| 0 110 0 2200 0.01 -0.01 38.92 0| 0 0 0 2300 0.02 -0.02 36.49 0| 0 40 0 2400 0.02 -0.02 35.20 0| 0 0 0 2450 0.04 -0.04 34.06 0| 0 0 0 2500 0.09 -0.08 32.12 0| 0 41 0 2600 0.20 -0.17 30.34 0| 0 0 0 2700 0.44 -0.31 29.53 0| 0 1 0 2800 0.84 -0.50 28.45 0| 0 0 0 2900 1.43 -0.70 27.04 0| 0 15 0 3000 2.20 -0.86 25.64 0| 0 0 0 3100 3.11 -0.95 24.83 0| 0 11 0 3200 5.07 -1.00 24.02 0| 0 2 0 3400 7.07 -1.00 23.26 0| 0 2 0 3600 9.07 -1.00 23.26 0| 0 1 0 3800 11.07 -1.00 23.26 0| 0 1 0 4000 15.07 -1.00 23.56 0| 0 0 0 4400 19.07 -1.00 25.00 0| 0 0 0 4800 Total 0| 0 242 0 Indicative a-t-m Vol 28.53 Underlying Price 28.920 Time to expiry: 203 Days Mar 11 0.02 -0.01 50.31 0| 0 0 0 1200 0.10 -0.03 44.21 0| 0 369 0 1600 0.19 -0.05 41.00 0| 0 310 0 1800 0.32 -0.08 38.11 0| 0 0 0 2000 0.53 -0.12 35.62 0| 0 0 0 2200 0.68 -0.16 34.32 0| 0 0 0 2300 0.86 -0.19 33.08 0| 0 0 0 2400 1.35 -0.29 30.91 0| 0 0 0 2600 2.03 -0.40 28.73 0| 0 20 0 2800 3.09 -0.53 28.31 0| 0 10 0 3000 4.30 -0.66 26.61 0| 0 0 0 3200 5.79 -0.78 25.66 0| 0 0 0 3400 7.48 -0.87 24.94 0| 0 0 0 3600 11.20 -0.96 24.11 0| 0 0 0 4000 15.12 -0.99 24.00 0| 0 0 0 4400 19.08 -1.00 24.55 0| 0 0 0 4800 Total 0| 0 709 0 Indicative a-t-m Vol 27.90 Underlying Price 28.920 Time to expiry: 385 Days Sep 11 0.41 -0.07 41.65 0| 0 0 0 1600 0.91 -0.14 36.43 0| 0 80 0 2000 1.79 -0.27 31.83 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.32 -0.46 28.23 0| 0 0 0 2800 5.77 -0.65 26.78 0| 0 0 0 3200 8.91 -0.80 26.15 0| 0 0 0 3600 12.45 -0.90 25.80 0| 0 0 0 4000 20.13 -0.96 27.85 0| 0 0 0 4800 Total 0| 0 80 0 Indicative a-t-m Vol 28.15 Underlying Price 28.920 Time to expiry: 567 Days Mar 12 0.84 -0.09 43.05 0| 0 0 0 1600 1.43 -0.17 36.79 0| 0 0 0 2000 2.47 -0.28 32.68 0| 0 0 0 2400 3.91 -0.43 28.51 0| 0 0 0 2800 6.24 -0.59 26.94 0| 0 0 0 3200 12.58 -0.82 26.33 0| 0 0 0 4000 20.00 -0.92 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.82 Underlying Price 91.670 Time to expiry: 21 Days Sep 10 47.68 1.00 90.00 0| 0 0 0 4400 43.69 1.00 84.02 0| 0 0 0 4800 35.69 1.00 71.21 0| 0 0 0 5600 27.71 0.99 58.89 0| 0 0 0 6400 23.73 0.99 53.24 0| 0 0 0 6800 19.75 0.99 46.67 0| 0 0 0 7200 15.85 0.96 44.26 0| 0 500 0 7600 11.99 0.93 39.61 0| 0 1,122 0 8000 8.32 0.85 35.65 0| 0 196 0 8400 5.96 6.62 0.79 33.74 5.96 5.96 8| 0 0 0 8600 4.63 4.98 0.72 31.16 4.63 4.61 9| 0 3,578 0 8800 3.55 0.62 29.42 0| 0 75 0 9000 2.43 0.50 28.70 0| 0 4,443 0 9200 1.40 1.52 0.37 27.55 1.50 1.40 65| 96 1,355 +96 9400 0.82 0.25 25.90 0| 13 866 -13 9600 0.43 0.15 25.30 0| 0 444 0 9800 0.19 0.08 24.43 0| 0 4,772 0 10000 0.01 0.00 20.83 0| 0 2,793 0 11000 0.01 0.00 19.73 0| 0 4 0 12000 0.01 0.00 23.50 0| 0 0 0 14000 Total 82| 109 20,148 +83 Indicative a-t-m Vol 29.44 Underlying Price 91.670 Time to expiry: 49 Days Oct 10 16.36 0.91 40.78 0| 0 0 0 7600 12.73 0.86 37.46 0| 0 0 0 8000 8.03 9.35 0.78 34.36 8.03 8.03 6| 0 0 0 8400 7.06 7.75 0.72 32.65 7.06 7.06 25| 0 3 0 8600 5.28 6.29 0.66 31.38 5.28 5.28 11| 0 40 0 8800 4.99 0.59 30.34 0| 0 23 0 9000 3.84 0.51 29.27 0| 0 44 0 9200 2.82 0.43 28.10 0| 130 130 +130 9400 1.81 2.06 0.35 27.55 1.81 1.81 21| 0 62 0 9600 1.24 1.46 0.27 27.11 1.24 1.24 27| 4 40 +4 9800 0.86 0.92 0.20 25.81 0.86 0.86 141| 0 1,813 0 10000 0.07 0.02 24.40 0| 0 140 0 11000 0.01 0.00 26.50 0| 0 0 0 12000 Total 231| 134 2,295 +134 Indicative a-t-m Vol 30.77 Underlying Price 91.670 Time to expiry: 84 Days Nov 10 17.05 0.87 38.72 0| 0 0 0 7600 13.66 0.81 36.52 0| 0 0 0 8000 10.53 0.73 34.40 0| 0 0 0 8400 7.73 0.64 32.47 0| 8 8 +8 8800 5.68 6.45 0.58 31.41 5.68 5.68 10| 0 0 0 9000 5.32 0.52 30.65 0| 0 32 0 9200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.27 0.46 29.66 0| 0 77 0 9400 3.36 0.40 28.66 0| 0 0 0 9600 1.97 0.28 27.29 0| 20 20 +20 10000 0.40 0.08 25.68 0| 0 60 0 11000 0.06 0.02 25.35 0| 0 0 0 12000 Total 10| 28 197 +28 Indicative a-t-m Vol 30.79 Underlying Price 91.670 Time to expiry: 112 Days Dec 10 67.73 1.00 85.00 0| 0 0 0 2400 59.78 1.00 79.29 0| 0 0 0 3200 51.85 0.99 70.49 0| 0 0 0 4000 47.90 0.99 65.99 0| 0 0 0 4400 43.96 0.98 61.62 0| 0 0 0 4800 41.99 0.98 59.52 0| 0 0 0 5000 36.13 0.97 53.60 0| 0 0 0 5600 32.26 0.96 50.00 0| 0 2 0 6000 28.43 0.94 46.68 0| 0 0 0 6400 24.67 0.92 43.83 0| 0 0 0 6800 22.78 0.91 41.75 0| 0 5,050 0 7000 20.99 0.89 40.77 0| 0 0 0 7200 17.45 0.85 38.15 0| 0 0 0 7600 14.19 0.79 36.39 0| 0 4,001 0 8000 11.13 0.72 34.48 0| 0 2,504 0 8400 8.37 0.63 32.56 0| 0 4,231 0 8800 7.13 0.58 31.58 0| 0 3,876 0 9000 5.97 0.53 30.63 0| 0 913 0 9200 4.01 0.42 28.97 0| 0 3,132 0 9600 2.48 0.31 27.38 0| 1 1,628 +1 10000 0.11 0.03 24.42 0| 0 364 0 12000 0.01 0.00 23.91 0| 0 0 0 14000 0.01 0.00 22.00 0| 0 0 0 16000 Total 0| 1 25,701 +1 Indicative a-t-m Vol 31.18 Underlying Price 91.670 Time to expiry: 203 Days Mar 11 36.43 0.95 47.27 0| 0 0 0 5600 29.07 0.91 42.94 0| 0 0 0 6400 22.10 0.84 38.95 0| 0 158 0 7200 18.83 0.80 37.00 0| 0 40 0 7600 15.75 0.74 35.20 0| 0 0 0 8000 12.80 0.68 33.16 0| 0 0 0 8400 10.34 0.61 32.17 0| 0 279 0 8800 8.13 0.54 31.09 0| 0 59 0 9200 6.09 0.46 29.54 0| 0 430 0 9600 4.48 0.38 28.48 0| 0 158 0 10000 0.64 0.09 25.22 0| 0 259 0 12000 0.05 0.01 24.00 0| 0 0 0 14000 0.01 0.00 22.00 0| 0 0 0 16000 Total 0| 0 1,383 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 30.58 Underlying Price 91.670 Time to expiry: 294 Days Jun 11 67.73 1.00 64.00 0| 0 0 0 2400 59.79 1.00 59.36 0| 0 0 0 3200 51.91 0.99 54.02 0| 0 0 0 4000 48.01 0.98 51.43 0| 0 0 0 4400 44.15 0.97 48.92 0| 0 0 0 4800 36.60 0.94 44.30 0| 0 0 0 5600 32.99 0.92 42.65 0| 0 0 0 6000 29.42 0.89 40.44 0| 0 0 0 6400 22.76 0.82 37.44 0| 0 0 0 7200 16.66 0.73 34.14 0| 0 0 0 8000 14.12 0.67 33.50 0| 0 0 0 8400 11.46 0.61 31.53 0| 0 640 0 8800 9.30 0.54 30.50 0| 0 50 0 9200 7.51 7.54 0.48 29.99 7.51 7.51 10| 0 41 0 9600 5.79 0.41 28.80 0| 0 100 0 10000 2.88 0.25 27.05 0| 0 0 0 11000 1.22 0.13 25.39 0| 0 90 0 12000 0.18 0.03 24.00 0| 0 107 0 14000 0.02 0.00 23.08 0| 0 0 0 16000 Total 10| 0 1,028 0 Indicative a-t-m Vol 30.98 Underlying Price 91.670 Time to expiry: 476 Days Dec 11 67.74 1.00 59.00 0| 0 0 0 2400 59.80 1.00 54.27 0| 0 0 0 3200 52.03 0.98 50.45 0| 0 0 0 4000 48.20 0.97 47.82 0| 0 0 0 4400 44.44 0.96 45.64 0| 0 0 0 4800 37.25 0.91 42.09 0| 0 0 0 5600 33.95 0.89 41.16 0| 0 1 0 6000 30.65 0.86 39.59 0| 0 0 0 6400 25.79 0.81 36.87 0| 0 1,750 0 7000 18.76 0.71 33.86 0| 0 1,000 0 8000 15.66 0.65 32.54 0| 0 500 0 8500 12.86 0.58 31.34 0| 0 250 0 9000 9.93 0.50 30.03 0| 0 1,000 0 9600 8.27 0.45 29.24 0| 0 1,000 0 10000 2.71 0.21 26.00 0| 0 50 0 12000 0.19 0.02 23.80 0| 0 0 0 16000 Total 0| 0 5,551 0 Indicative a-t-m Vol 31.49 Underlying Price 91.670 Time to expiry: 658 Days Jun 12 52.31 0.97 50.86 0| 0 0 0 4000 45.02 0.94 46.30 0| 0 0 0 4800 38.21 0.89 42.83 0| 0 0 0 5600 35.08 0.86 41.56 0| 0 0 0 6000 32.05 0.83 40.46 0| 0 0 0 6400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 44 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.90 0.77 36.82 0| 0 0 0 7200 20.66 0.70 34.63 0| 0 0 0 8000 15.79 0.61 32.07 0| 0 0 0 8800 12.07 0.52 30.80 0| 0 0 0 9600 4.02 0.26 26.10 0| 0 0 0 12000 0.49 0.05 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.14 Underlying Price 91.670 Time to expiry: 847 Days Dec 12 67.75 1.00 58.28 0| 0 0 0 2400 59.97 0.99 55.45 0| 0 0 0 3200 52.66 0.96 51.18 0| 0 0 0 4000 45.74 0.92 46.98 0| 0 0 0 4800 36.18 0.85 41.81 0| 0 0 0 6000 27.53 0.76 37.30 0| 0 0 0 7200 22.53 0.69 35.20 0| 0 0 0 8000 20.09 0.66 33.91 0| 0 0 0 8400 17.96 0.62 33.10 0| 0 0 0 8800 13.85 0.54 31.00 0| 0 0 0 9600 5.31 0.30 26.20 0| 0 0 0 12000 1.09 0.08 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.21 Underlying Price 91.670 Time to expiry: 1029 Days Jun 13 37.15 0.84 42.24 0| 0 0 0 6000 24.02 0.70 35.78 0| 0 0 0 8000 19.24 0.63 33.09 0| 0 0 0 8800 15.24 0.55 31.17 0| 0 0 0 9600 6.40 0.33 26.30 0| 0 0 0 12000 2.03 0.13 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.32 Underlying Price 91.670 Time to expiry: 1211 Days Dec 13 67.75 1.00 58.00 0| 0 0 0 2400 60.02 0.98 54.57 0| 0 0 0 3200 53.24 0.94 51.82 0| 0 0 0 4000 46.85 0.90 47.64 0| 0 0 0 4800 38.05 0.83 42.62 0| 0 0 0 6000 25.35 0.70 36.17 0| 0 0 0 8000 7.52 0.35 26.40 0| 0 0 0 12000 2.82 0.16 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.36 Underlying Price 91.670 Time to expiry: 1575 Days Dec 14 47.54 0.89 47.50 0| 0 0 0 4800 39.31 0.83 42.70 0| 0 0 0 6000 27.14 0.71 36.19 0| 0 0 0 8000 9.36 0.39 26.50 0| 0 0 0 12000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.19 0.21 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 333| 272 56,303 +246 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.82 Underlying Price 91.670 Time to expiry: 21 Days Sep 10 0.01 0.00 90.00 0| 0 120 0 4400 0.01 0.00 84.02 0| 0 655 0 4800 0.01 0.00 71.21 0| 0 152 0 5600 0.02 -0.01 58.89 0| 0 91 0 6400 0.04 -0.01 53.24 0| 0 235 0 6800 0.06 -0.01 46.67 0| 0 3,735 0 7200 0.15 -0.04 44.26 0| 0 2,441 0 7600 0.30 -0.07 39.61 0| 0 8,344 0 8000 0.74 0.63 -0.15 35.65 0.75 0.74 82| 0 1,237 0 8400 0.92 -0.21 33.74 0| 0 288 0 8600 1.55 1.29 -0.28 31.16 1.55 1.55 57| 0 4,280 0 8800 1.90 1.86 -0.38 29.42 1.90 1.90 24| 0 659 0 9000 2.76 2.74 -0.50 28.70 2.76 2.76 29| 0 600 0 9200 3.84 3.83 -0.63 27.55 3.84 3.84 21| 0 65 0 9400 5.13 -0.76 25.90 0| 0 82 0 9600 6.74 -0.85 25.30 0| 0 21 0 9800 8.50 -0.92 24.43 0| 0 62 0 10000 18.33 -1.00 20.83 0| 0 0 0 11000 28.33 -1.00 19.73 0| 0 0 0 12000 48.33 -1.00 23.50 0| 0 0 0 14000 Total 213| 0 23,067 0 Indicative a-t-m Vol 29.44 Underlying Price 91.670 Time to expiry: 49 Days Oct 10 0.64 -0.09 40.78 0| 0 100 0 7600 1.06 1.01 -0.14 37.46 1.06 1.06 24| 0 67 0 8000 1.70 1.62 -0.22 34.36 1.91 1.70 79| 0 85 0 8400 2.02 -0.28 32.65 0| 0 66 0 8600 2.56 -0.34 31.38 0| 0 27 0 8800 3.26 -0.41 30.34 0| 0 55 0 9000 4.10 -0.49 29.27 0| 0 200 0 9200 5.15 5.09 -0.57 28.10 6.34 5.15 15| 0 72 0 9400 6.33 -0.65 27.55 0| 0 40 0 9600 7.73 -0.73 27.11 0| 0 0 0 9800 9.19 -0.81 25.81 0| 0 0 0 10000 18.37 -0.98 24.40 0| 0 0 0 11000 28.33 -1.00 26.50 0| 0 0 0 12000 Total 118| 0 712 0 Indicative a-t-m Vol 30.77 Underlying Price 91.670 Time to expiry: 84 Days Nov 10 1.42 1.26 -0.13 38.72 1.42 1.42 18| 0 0 0 7600 1.95 1.87 -0.19 36.52 1.95 1.95 22| 0 50 0 8000 2.73 -0.27 34.40 0| 0 34 0 8400 4.64 3.92 -0.36 32.47 4.64 4.64 10| 0 0 0 8800 4.64 -0.42 31.41 0| 0 0 0 9000 5.51 -0.48 30.65 0| 0 0 0 9200 6.46 -0.54 29.66 0| 0 0 0 9400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.54 -0.60 28.66 0| 0 0 0 9600 10.16 -0.72 27.29 0| 0 0 0 10000 18.62 -0.92 25.68 0| 0 0 0 11000 28.33 -0.99 25.35 0| 0 0 0 12000 Total 50| 0 84 0 Indicative a-t-m Vol 30.79 Underlying Price 91.670 Time to expiry: 112 Days Dec 10 0.01 0.00 85.00 0| 0 75 0 2400 0.07 0.00 79.29 0| 0 140 0 3200 0.15 -0.01 70.49 0| 0 225 0 4000 0.20 -0.01 65.99 0| 0 513 0 4400 0.26 -0.02 61.62 0| 0 366 0 4800 0.30 -0.02 59.52 0| 0 323 0 5000 0.45 -0.04 53.60 0| 0 861 0 5600 0.59 -0.05 50.00 0| 0 2,987 0 6000 0.78 -0.07 46.68 0| 0 321 0 6400 1.05 -0.09 43.83 0| 0 3,211 0 6800 1.28 1.18 -0.10 41.75 1.28 1.28 30| 0 2,433 0 7000 1.40 -0.12 40.77 0| 0 2,412 0 7200 1.90 -0.17 38.15 0| 0 4,865 0 7600 3.05 2.69 -0.23 36.39 3.05 3.05 29| 0 8,632 0 8000 4.20 3.68 -0.30 34.48 4.20 4.20 16| 0 4,689 0 8400 4.98 -0.39 32.56 0| 0 4,224 0 8800 5.76 -0.44 31.58 0| 0 1,915 0 9000 6.63 -0.49 30.63 0| 0 90 0 9200 8.71 -0.59 28.97 0| 0 23 0 9600 11.21 -0.70 27.38 0| 0 83 0 10000 28.88 -0.98 24.42 0| 0 0 0 12000 48.73 -1.00 23.91 0| 0 0 0 14000 68.68 -1.00 22.00 0| 0 0 0 16000 Total 75| 0 38,388 0 Indicative a-t-m Vol 31.18 Underlying Price 91.670 Time to expiry: 203 Days Mar 11 0.95 -0.06 47.27 0| 0 241 0 5600 1.66 -0.10 42.94 0| 0 221 0 6400 3.01 2.74 -0.17 38.95 3.01 3.01 13| 35 92 -35 7200 3.50 -0.21 37.00 0| 0 123 0 7600 4.73 4.45 -0.26 35.20 4.73 4.73 13| 0 850 0 8000 5.96 5.52 -0.32 33.16 6.14 5.96 27| 15 25 -15 8400 7.36 7.07 -0.39 32.17 7.36 7.36 32| 0 306 0 8800 8.87 -0.47 31.09 0| 0 309 0 9200 10.83 -0.55 29.54 0| 0 23 0 9600 13.22 -0.63 28.48 0| 0 0 0 10000 29.33 -0.91 25.22 0| 0 12 0 12000 48.71 -0.99 24.00 0| 0 20 0 14000 68.62 -1.00 22.00 0| 0 0 0 16000 Total 85| 50 2,222 -50 Indicative a-t-m Vol 30.58 Underlying Price 91.670 Time to expiry: 294 Days Jun 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.09 0.00 64.00 0| 0 170 0 2400 0.27 -0.01 59.36 0| 0 465 0 3200 0.55 -0.03 54.02 0| 0 236 0 4000 0.74 -0.04 51.43 0| 0 200 0 4400 0.95 -0.05 48.92 0| 0 62 0 4800 1.56 -0.08 44.30 0| 0 3 0 5600 2.04 -0.10 42.65 0| 0 24 0 6000 2.53 -0.13 40.44 0| 0 27 0 6400 4.11 4.03 -0.20 37.44 4.11 4.11 11| 27 184 0 7200 6.03 -0.29 34.14 0| 0 64 0 8000 7.67 7.56 -0.35 33.50 7.68 7.67 45| 0 11 0 8400 9.30 8.95 -0.41 31.53 9.45 9.30 22| 0 620 0 8800 11.29 10.83 -0.48 30.50 11.29 11.29 11| 0 28 0 9200 13.10 -0.54 29.99 0| 0 10 0 9600 15.39 -0.61 28.80 0| 0 0 0 10000 22.51 -0.76 27.05 0| 0 0 0 11000 30.84 -0.87 25.39 0| 0 0 0 12000 49.69 -0.97 24.00 0| 0 0 0 14000 69.38 -1.00 23.08 0| 0 0 0 16000 Total 89| 27 2,104 0 Indicative a-t-m Vol 30.98 Underlying Price 91.670 Time to expiry: 476 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 1.19 -0.04 50.45 0| 0 200 0 4000 1.48 -0.06 47.82 0| 0 40 0 4400 1.83 -0.07 45.64 0| 0 50 0 4800 2.84 -0.11 42.09 0| 0 40 0 5600 3.61 -0.14 41.16 0| 0 121 0 6000 4.38 -0.16 39.59 0| 0 750 0 6400 5.55 -0.21 36.87 0| 0 1,250 0 7000 8.55 -0.31 33.86 0| 0 2,000 0 8000 10.47 -0.37 32.54 0| 0 500 0 8500 12.66 -0.43 31.34 0| 0 1,250 0 9000 15.71 -0.51 30.03 0| 0 0 0 9600 18.00 -0.56 29.24 0| 0 0 0 10000 32.29 -0.80 26.00 0| 0 0 0 12000 69.41 -0.97 24.85 0| 0 0 0 16000 Total 0| 0 6,251 0 Indicative a-t-m Vol 31.49 Underlying Price 91.670 Time to expiry: 658 Days Jun 12 2.28 -0.06 50.86 0| 0 0 0 4000 3.24 -0.09 46.30 0| 0 0 0 4800 4.59 -0.14 42.83 0| 0 0 0 5600 5.50 -0.16 41.56 0| 0 0 0 6000 6.52 -0.19 40.46 0| 0 0 0 6400 8.35 -0.25 36.82 0| 0 0 0 7200 11.11 -0.32 34.63 0| 0 0 0 8000 14.19 -0.40 32.07 0| 0 0 0 8800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.40 -0.49 30.80 0| 0 0 0 9600 34.02 -0.75 26.10 0| 0 0 0 12000 69.70 -0.95 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.14 Underlying Price 91.670 Time to expiry: 847 Days Dec 12 1.14 -0.03 58.28 0| 0 0 0 2400 2.25 -0.05 55.45 0| 0 0 0 3200 3.38 -0.08 51.18 0| 0 0 0 4000 4.66 -0.11 46.98 0| 0 0 0 4800 7.16 -0.17 41.81 0| 0 0 0 6000 10.39 -0.25 37.30 0| 0 0 0 7200 13.28 -0.32 35.20 0| 0 0 0 8000 14.75 -0.35 33.91 0| 0 0 0 8400 16.57 -0.39 33.10 0| 0 0 0 8800 20.29 -0.47 31.00 0| 0 0 0 9600 35.15 -0.71 26.20 0| 0 0 0 12000 69.85 -0.92 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.21 Underlying Price 91.670 Time to expiry: 1029 Days Jun 13 8.83 -0.18 42.24 0| 0 0 0 6000 15.30 -0.32 35.78 0| 0 0 0 8000 18.31 -0.39 33.09 0| 0 0 0 8800 22.07 -0.46 31.17 0| 0 0 0 9600 36.41 -0.68 26.30 0| 0 0 0 12000 70.52 -0.88 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.32 Underlying Price 91.670 Time to expiry: 1211 Days Dec 13 2.17 -0.04 58.00 0| 0 0 0 2400 3.68 -0.06 54.57 0| 0 0 0 3200 5.54 -0.09 51.82 0| 0 0 0 4000 7.20 -0.13 47.64 0| 0 0 0 4800 10.18 -0.19 42.62 0| 0 0 0 6000 16.83 -0.31 36.17 0| 0 0 0 8000 37.21 -0.65 26.40 0| 0 0 0 12000 70.83 -0.85 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.36 Underlying Price 91.670 Time to expiry: 1575 Days Dec 14 9.12 -0.13 47.50 0| 0 0 0 4800 12.43 -0.19 42.70 0| 0 0 0 6000 19.08 -0.31 36.19 0| 0 0 0 8000 38.53 -0.61 26.50 0| 0 0 0 12000 71.05 -0.81 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 630| 77 72,828 -50 Grand Total 963| 349 129,131 +196 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.82 Underlying Price 91.670 Time to expiry: 21 Days Sep 10 46.68 1.00 88.54 0| 0 0 0 4500 43.69 1.00 84.02 0| 0 0 0 4800 41.69 1.00 80.86 0| 0 0 0 5000 36.69 1.00 72.81 0| 0 23 0 5500 31.70 1.00 64.91 0| 0 450 0 6000 26.71 0.99 57.44 0| 0 0 0 6500 23.73 0.99 53.24 0| 0 86 0 6800 21.74 0.99 50.57 0| 0 95 0 7000 19.75 0.99 46.67 0| 0 110 0 7200 16.80 0.97 44.39 0| 0 20,000 0 7500 11.99 0.93 39.61 0| 0 2,157 0 8000 8.32 0.85 35.65 0| 0 0 0 8400 7.44 0.83 34.20 0| 0 13,448 0 8500 6.62 0.79 33.74 0| 0 0 0 8600 4.98 0.72 31.16 0| 0 235 0 8800 3.55 0.62 29.42 0| 0 147 0 9000 2.43 0.50 28.70 0| 0 8,707 0 9200 1.52 0.37 27.55 0| 0 150 0 9400 1.15 0.31 26.87 0| 0 830 0 9500 0.82 0.25 25.90 0| 0 0 0 9600 0.43 0.15 25.30 0| 0 0 0 9800 0.19 0.08 24.43 0| 0 34,600 0 10000 0.01 0.00 20.83 0| 0 0 0 11000 0.01 0.00 19.73 0| 0 0 0 12000 0.01 0.00 23.50 0| 0 0 0 14000 Total 0| 0 81,038 0 Indicative a-t-m Vol 31.17 Underlying Price 91.670 Time to expiry: 203 Days Mar 11 66.83 1.00 69.18 0| 0 0 0 2400 58.98 0.99 64.70 0| 0 0 0 3200 51.19 0.98 58.73 0| 0 0 0 4000 47.32 0.98 55.73 0| 0 0 0 4400 43.48 0.97 52.83 0| 0 0 0 4800 41.58 0.96 51.43 0| 0 0 0 5000 36.86 0.94 48.09 0| 0 0 0 5500 32.24 0.92 45.01 0| 0 0 0 6000 27.76 0.89 42.19 0| 0 0 0 6500 23.44 0.85 39.62 0| 0 0 0 7000 19.34 0.80 37.29 0| 0 150 0 7500 15.54 0.74 35.20 0| 0 0 0 8000 12.09 0.66 33.28 0| 0 0 0 8500 10.21 0.61 32.17 0| 0 0 0 8800 9.05 0.57 31.58 0| 0 0 0 9000 8.03 0.53 31.09 0| 0 230 0 9200 6.49 0.47 30.05 0| 0 248 0 9500 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.42 0.37 28.48 0| 0 15 0 10000 1.79 0.20 26.46 0| 0 522 0 11000 0.63 0.09 25.22 0| 0 608 0 12000 0.05 0.01 24.00 0| 0 0 0 14000 0.01 0.00 22.00 0| 0 0 0 16000 Total 0| 0 1,773 0 Indicative a-t-m Vol 32.50 Underlying Price 91.670 Time to expiry: 385 Days Sep 11 66.19 0.98 73.19 0| 0 0 0 2400 58.66 0.97 64.96 0| 0 0 0 3200 51.27 0.95 58.43 0| 0 0 0 4000 47.68 0.94 56.03 0| 0 0 0 4400 44.00 0.93 52.47 0| 0 0 0 4800 42.29 0.92 51.62 0| 0 0 0 5000 37.06 0.89 47.93 0| 0 0 0 5600 33.64 0.87 45.57 0| 0 0 0 6000 30.44 0.84 43.90 0| 0 0 0 6400 25.88 0.79 41.74 0| 0 0 0 7000 18.70 0.70 37.41 0| 0 0 0 8000 12.13 0.57 32.66 0| 0 0 0 9000 9.54 0.49 32.10 0| 0 0 0 9600 7.03 0.43 28.91 0| 0 0 0 10000 2.85 0.21 29.20 0| 0 0 0 12000 0.77 0.08 27.22 0| 0 0 0 14000 0.27 0.03 27.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.53 Underlying Price 91.670 Time to expiry: 567 Days Mar 12 65.94 0.98 68.85 0| 0 0 0 2400 58.56 0.96 60.22 0| 0 0 0 3200 51.23 0.94 53.03 0| 0 0 0 4000 44.36 0.91 48.75 0| 0 0 0 4800 42.73 0.90 47.90 0| 0 0 0 5000 37.73 0.87 44.80 0| 0 0 0 5600 34.52 0.85 42.82 0| 0 0 0 6000 31.54 0.82 41.69 0| 0 0 0 6400 27.34 0.78 39.99 0| 0 0 0 7000 20.28 0.69 35.75 0| 0 0 0 8000 14.12 0.58 32.00 0| 0 177 0 9000 11.05 0.51 30.32 0| 0 0 0 9600 9.13 0.46 28.94 0| 0 0 0 10000 3.23 0.23 25.40 0| 0 177 0 12000 1.14 0.10 24.52 0| 0 0 0 14000 0.52 0.05 25.41 0| 0 0 0 16000 Total 0| 0 354 0 Indicative a-t-m Vol 34.31 Underlying Price 91.670 Time to expiry: 756 Days Sep 12 65.98 0.96 72.66 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 59.04 0.94 63.88 0| 0 0 0 3200 52.23 0.92 57.08 0| 0 0 0 4000 45.48 0.89 51.14 0| 0 0 0 4800 35.85 0.83 44.00 0| 0 0 0 6000 33.68 0.80 44.34 0| 0 0 0 6400 28.30 0.75 41.51 0| 0 0 0 7200 22.43 0.69 36.98 0| 0 0 0 8000 18.84 0.63 34.99 0| 0 0 0 8600 14.42 0.54 33.79 0| 0 0 0 9600 6.53 0.33 30.18 0| 0 0 0 12000 1.62 0.11 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.37 Underlying Price 91.670 Time to expiry: 931 Days Mar 13 66.14 0.96 73.28 0| 0 0 0 2400 58.71 0.94 60.17 0| 0 0 0 3200 51.91 0.92 53.00 0| 0 0 0 4000 46.35 0.88 51.28 0| 0 0 0 4800 37.56 0.82 45.63 0| 0 0 0 6000 23.88 0.69 36.89 0| 0 0 0 8000 18.94 0.62 33.78 0| 0 0 0 8800 15.52 0.55 32.88 0| 0 0 0 9600 7.60 0.35 29.55 0| 0 0 0 12000 2.44 0.15 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.50 Underlying Price 91.670 Time to expiry: 1120 Days Sep 13 65.91 0.95 73.85 0| 0 0 0 2400 59.26 0.93 63.53 0| 0 0 0 3200 52.94 0.90 56.83 0| 0 0 0 4000 46.40 0.87 50.12 0| 0 0 0 4800 38.14 0.82 45.22 0| 0 0 0 6000 24.78 0.69 36.46 0| 0 0 0 8000 8.91 0.38 29.75 0| 0 0 0 12000 3.28 0.18 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.02 Underlying Price 91.670 Time to expiry: 1302 Days Mar 14 59.36 0.93 63.10 0| 0 0 0 3200 53.09 0.90 55.65 0| 0 0 0 4000 46.75 0.87 49.48 0| 0 0 0 4800 38.73 0.81 44.60 0| 0 0 0 6000 25.73 0.69 36.12 0| 0 0 0 8000 9.59 0.39 28.92 0| 0 0 0 12000 4.06 0.20 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.12 Underlying Price 91.670 Time to expiry: 1484 Days Sep 14 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 52.92 0.90 55.13 0| 0 0 0 4000 46.85 0.87 49.10 0| 0 0 0 4800 38.94 0.81 43.91 0| 0 0 0 6000 26.38 0.69 36.00 0| 0 0 0 8000 10.88 0.42 29.56 0| 0 0 0 12000 4.66 0.22 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.10 Underlying Price 91.670 Time to expiry: 1666 Days Mar 15 47.48 0.87 49.52 0| 0 0 0 4800 39.71 0.81 44.03 0| 0 0 0 6000 27.16 0.70 35.80 0| 0 0 0 8000 12.15 0.44 29.97 0| 0 0 0 12000 5.88 0.26 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 83,165 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 28.82 Underlying Price 91.670 Time to expiry: 21 Days Sep 10 0.01 0.00 88.54 0| 0 0 0 4500 0.01 0.00 84.02 0| 0 1,000 0 4800 0.01 0.00 80.86 0| 0 500 0 5000 0.01 0.00 72.81 0| 0 55 0 5500 0.01 0.00 64.91 0| 0 909 0 6000 0.03 -0.01 57.44 0| 0 802 0 6500 0.04 -0.01 53.24 0| 0 339 0 6800 0.05 -0.01 50.57 0| 0 600 0 7000 0.06 -0.01 46.67 0| 0 1,176 0 7200 0.11 -0.03 44.39 0| 0 11,540 0 7500 0.30 -0.07 39.61 0| 0 671 0 8000 0.63 -0.15 35.65 0| 0 0 0 8400 0.74 -0.17 34.20 0| 0 12,910 0 8500 0.92 -0.21 33.74 0| 0 0 0 8600 1.28 -0.28 31.16 0| 0 0 0 8800 1.86 -0.38 29.42 0| 0 0 0 9000 2.74 -0.50 28.70 0| 0 17 0 9200 3.82 -0.63 27.55 0| 0 0 0 9400 4.46 -0.69 26.87 0| 0 0 0 9500 5.13 -0.75 25.90 0| 0 0 0 9600 6.73 -0.85 25.30 0| 0 0 0 9800 8.49 -0.92 24.43 0| 0 0 0 10000 18.30 -1.00 20.83 0| 0 0 0 11000 28.30 -1.00 19.73 0| 0 0 0 12000 48.29 -1.00 23.50 0| 0 0 0 14000 Total 0| 0 30,519 0 Indicative a-t-m Vol 31.17 Underlying Price 91.670 Time to expiry: 203 Days Mar 11 0.03 0.00 69.18 0| 0 0 0 2400 0.13 -0.01 64.70 0| 0 0 0 3200 0.30 -0.02 58.73 0| 0 1,600 0 4000 0.42 -0.02 55.73 0| 0 1,200 0 4400 0.55 -0.03 52.83 0| 0 400 0 4800 0.65 -0.04 51.43 0| 0 0 0 5000 0.90 -0.06 48.09 0| 0 0 0 5500 1.25 -0.08 45.01 0| 0 0 0 6000 1.74 -0.11 42.19 0| 0 7 0 6500 2.39 -0.15 39.62 0| 0 446 0 7000 3.27 -0.20 37.29 0| 0 878 0 7500 4.45 -0.26 35.20 0| 0 15 0 8000 5.96 -0.34 33.28 0| 0 60 0 8500 7.07 -0.39 32.17 0| 0 400 0 8800 7.90 -0.43 31.58 0| 0 553 0 9000 8.87 -0.47 31.09 0| 0 0 0 9200 10.32 -0.53 30.05 0| 0 0 0 9500 13.22 -0.63 28.48 0| 0 0 0 10000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 20.54 -0.80 26.46 0| 0 1,906 0 11000 29.32 -0.91 25.22 0| 0 0 0 12000 48.64 -0.99 24.00 0| 0 0 0 14000 68.48 -1.00 22.00 0| 0 0 0 16000 Total 0| 0 7,465 0 Indicative a-t-m Vol 32.50 Underlying Price 91.670 Time to expiry: 385 Days Sep 11 0.51 -0.02 73.19 0| 0 0 0 2400 0.88 -0.03 64.96 0| 0 0 0 3200 1.39 -0.05 58.43 0| 0 0 0 4000 1.75 -0.06 56.03 0| 0 0 0 4400 2.02 -0.07 52.47 0| 0 0 0 4800 2.29 -0.08 51.62 0| 0 40 0 5000 2.98 -0.11 47.93 0| 0 0 0 5600 3.52 -0.13 45.57 0| 0 0 0 6000 4.27 -0.16 43.90 0| 0 0 0 6400 5.64 -0.21 41.74 0| 0 0 0 7000 8.33 -0.30 37.41 0| 0 0 0 8000 11.64 -0.43 32.66 0| 0 0 0 9000 14.97 -0.51 32.10 0| 0 0 0 9600 16.42 -0.57 28.91 0| 0 0 0 10000 31.99 -0.79 29.20 0| 0 0 0 12000 49.67 -0.92 27.22 0| 0 0 0 14000 68.92 -0.97 27.50 0| 0 0 0 16000 Total 0| 0 40 0 Indicative a-t-m Vol 31.53 Underlying Price 91.670 Time to expiry: 567 Days Mar 12 0.98 -0.02 68.85 0| 0 0 0 2400 1.44 -0.04 60.22 0| 0 0 0 3200 1.95 -0.06 53.03 0| 0 0 0 4000 2.92 -0.09 48.75 0| 0 0 0 4800 3.26 -0.10 47.90 0| 0 0 0 5000 4.14 -0.13 44.80 0| 0 0 0 5600 4.85 -0.15 42.82 0| 0 0 0 6000 5.79 -0.18 41.69 0| 0 0 0 6400 7.48 -0.22 39.99 0| 0 0 0 7000 10.22 -0.31 35.75 0| 0 0 0 8000 13.87 -0.42 32.00 0| 0 177 0 9000 16.68 -0.49 30.32 0| 0 0 0 9600 18.69 -0.54 28.94 0| 0 0 0 10000 32.39 -0.77 25.40 0| 0 0 0 12000 49.91 -0.90 24.52 0| 0 0 0 14000 68.90 -0.95 25.41 0| 0 0 0 16000 Total 0| 0 177 0 Indicative a-t-m Vol 34.31 Underlying Price 91.670 Time to expiry: 756 Days Sep 12 2.12 -0.04 72.66 0| 0 0 0 2400 2.96 -0.06 63.88 0| 0 0 0 3200 3.92 -0.08 57.08 0| 0 0 0 4000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.94 -0.11 51.14 0| 0 0 0 4800 6.98 -0.17 44.00 0| 0 0 0 6000 8.69 -0.20 44.34 0| 0 0 0 6400 11.09 -0.25 41.51 0| 0 0 0 7200 13.00 -0.31 36.98 0| 0 0 0 8000 15.24 -0.37 34.99 0| 0 0 0 8600 20.53 -0.46 33.79 0| 0 0 0 9600 35.97 -0.67 30.18 0| 0 0 0 12000 69.93 -0.89 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.37 Underlying Price 91.670 Time to expiry: 931 Days Mar 13 3.06 -0.04 73.28 0| 0 0 0 2400 3.33 -0.06 60.17 0| 0 0 0 3200 4.23 -0.08 53.00 0| 0 0 0 4000 6.37 -0.12 51.28 0| 0 0 0 4800 9.13 -0.18 45.63 0| 0 0 0 6000 14.69 -0.31 36.89 0| 0 0 0 8000 17.45 -0.38 33.78 0| 0 0 0 8800 21.73 -0.45 32.88 0| 0 0 0 9600 36.92 -0.65 29.55 0| 0 0 0 12000 70.25 -0.85 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.50 Underlying Price 91.670 Time to expiry: 1120 Days Sep 13 4.04 -0.05 73.85 0| 0 0 0 2400 5.00 -0.07 63.53 0| 0 0 0 3200 6.29 -0.10 56.83 0| 0 0 0 4000 7.35 -0.13 50.12 0| 0 0 0 4800 10.50 -0.18 45.22 0| 0 0 0 6000 16.16 -0.31 36.46 0| 0 0 0 8000 38.34 -0.62 29.75 0| 0 0 0 12000 70.76 -0.82 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.02 Underlying Price 91.670 Time to expiry: 1302 Days Mar 14 5.78 -0.07 63.10 0| 0 0 0 3200 7.03 -0.10 55.65 0| 0 0 0 4000 8.21 -0.13 49.48 0| 0 0 0 4800 11.46 -0.19 44.60 0| 0 0 0 6000 17.25 -0.31 36.12 0| 0 0 0 8000 38.68 -0.61 28.92 0| 0 0 0 12000 70.72 -0.80 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.12 Underlying Price 91.670 Time to expiry: 1484 Days Sep 14 7.83 -0.10 55.13 0| 0 0 0 4000 9.18 -0.13 49.10 0| 0 0 0 4800 12.38 -0.19 43.91 0| 0 0 0 6000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.35 -0.31 36.00 0| 0 0 0 8000 39.92 -0.58 29.56 0| 0 0 0 12000 70.76 -0.78 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.10 Underlying Price 91.670 Time to expiry: 1666 Days Mar 15 10.22 -0.13 49.52 0| 0 0 0 4800 13.40 -0.19 44.03 0| 0 0 0 6000 19.12 -0.30 35.80 0| 0 0 0 8000 40.63 -0.56 29.97 0| 0 0 0 12000 70.87 -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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 23.89 Underlying Price 116.030 Time to expiry: 21 Days Sep 10 28.05 1.00 35.00 0| 0 0 0 8800 24.06 1.00 31.19 0| 0 0 0 9200 20.07 1.00 29.79 0| 0 0 0 9600 16.10 0.99 28.19 0| 0 0 0 10000 11.26 0.94 26.67 0| 0 0 0 10500 6.82 0.81 25.34 0| 0 0 0 11000 3.29 0.57 24.08 0| 0 0 0 11500 1.15 0.29 23.16 0| 0 0 0 12000 0.27 0.09 22.48 0| 0 0 0 12500 0.05 0.02 22.39 0| 0 0 0 13000 0.02 0.01 30.97 0| 0 0 0 14000 0.02 0.01 40.80 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 26.47 Underlying Price 116.030 Time to expiry: 49 Days Oct 10 24.47 0.95 40.00 0| 0 0 0 9200 20.41 0.95 32.62 0| 0 0 0 9600 16.65 0.91 30.74 0| 0 0 0 10000 12.23 0.84 29.10 0| 0 0 0 10500 8.33 0.72 27.82 0| 0 0 0 11000 5.14 0.56 26.73 0| 0 0 0 11500 2.76 0.38 25.45 0| 0 0 0 12000 1.33 0.23 24.97 0| 0 0 0 12500 0.57 0.12 24.54 0| 0 0 0 13000 0.16 0.04 27.31 0| 0 0 0 14000 0.07 0.01 31.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 26.70 Underlying Price 116.030 Time to expiry: 84 Days Nov 10 24.98 0.92 36.73 0| 0 0 0 9200 21.34 0.89 35.00 0| 0 0 0 9600 17.65 0.85 32.02 0| 0 0 0 10000 9.73 0.68 28.28 0| 0 0 0 11000 6.61 0.56 26.90 0| 0 0 0 11500 4.19 0.42 25.92 0| 0 0 0 12000 2.46 0.29 25.21 0| 0 0 0 12500 1.40 0.19 24.95 0| 0 0 0 13000 0.48 0.08 25.90 0| 0 0 0 14000 0.29 0.04 30.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 27.23 Underlying Price 116.030 Time to expiry: 112 Days Dec 10 37.08 0.94 47.00 0| 0 0 0 8000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 29.22 0.92 38.34 0| 0 0 0 8800 21.96 0.86 34.56 0| 0 0 0 9600 18.55 0.82 33.04 0| 0 0 0 10000 10.78 0.67 28.65 0| 0 0 0 11000 5.20 0.44 26.29 0| 0 0 0 12000 2.09 0.23 25.27 0| 0 0 0 13000 0.72 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 116.030 Time to expiry: 203 Days Mar 11 37.74 0.93 39.00 0| 0 0 0 8000 30.10 0.90 33.24 0| 0 0 0 8800 23.27 0.83 31.11 0| 0 0 0 9600 20.07 0.79 29.97 0| 0 0 0 10000 13.15 0.65 28.23 0| 0 0 0 11000 7.70 0.48 26.46 0| 0 0 0 12000 3.99 0.31 25.08 0| 0 0 0 13000 1.93 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 116.030 Time to expiry: 294 Days Jun 11 57.38 0.96 49.00 0| 0 0 0 6000 38.61 0.91 37.90 0| 0 0 0 8000 31.64 0.86 35.16 0| 0 0 0 8800 25.11 0.80 32.76 0| 0 0 0 9600 21.78 0.77 30.67 0| 0 0 0 10000 15.07 0.65 28.81 0| 0 0 0 11000 9.88 0.51 27.74 0| 0 0 0 12000 6.09 0.37 26.78 0| 0 0 0 13000 3.40 0.25 25.60 0| 0 0 0 14000 1.09 0.10 25.43 0| 0 0 0 16000 0.29 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 116.030 Time to expiry: 476 Days Dec 11 57.41 0.96 41.46 0| 0 0 0 6000 38.86 0.90 32.57 0| 0 0 0 8000 12.79 0.52 27.91 0| 0 0 0 12000 2.69 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 116.030 Time to expiry: 658 Days Jun 12 57.63 0.96 38.80 0| 0 0 0 6000 40.86 0.86 35.20 0| 0 0 0 8000 16.17 0.55 29.71 0| 0 0 0 12000 4.85 0.24 27.24 0| 0 0 0 16000 0.34 0.03 26.04 0| 0 0 0 24000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 24.88 Underlying Price 116.030 Time to expiry: 21 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 0.05 -0.01 35.69 0| 0 0 0 9600 0.13 -0.03 33.92 0| 0 0 0 10000 0.36 -0.09 30.75 0| 0 0 0 10500 0.88 -0.20 27.04 0| 0 0 0 11000 2.34 -0.43 25.05 0| 0 0 0 11500 5.20 -0.70 24.19 0| 0 0 0 12000 9.28 -0.89 23.75 0| 0 0 0 12500 14.01 -0.98 23.35 0| 0 0 0 13000 23.97 -1.00 26.13 0| 0 0 0 14000 33.97 -1.00 32.43 0| 0 0 0 15000 43.97 -1.00 38.72 0| 0 0 0 16000 63.97 -1.00 51.30 0| 0 0 0 18000 Total 0| 0 0 0 Indicative a-t-m Vol 23.49 Underlying Price 116.030 Time to expiry: 49 Days Oct 10 0.12 -0.02 32.50 0| 0 0 0 9200 0.19 -0.04 29.55 0| 0 0 0 9600 0.33 -0.06 27.16 0| 0 0 0 10000 0.76 -0.13 25.47 0| 0 0 0 10500 1.75 -0.26 24.60 0| 0 0 0 11000 3.52 -0.44 23.67 0| 0 0 0 11500 6.21 -0.64 22.80 0| 0 0 0 12000 9.84 -0.81 21.75 0| 0 0 0 12500 14.26 -0.92 21.81 0| 0 0 0 13000 23.99 -0.99 23.48 0| 0 0 0 14000 33.97 -1.00 26.64 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 24.36 Underlying Price 116.030 Time to expiry: 84 Days Nov 10 0.39 -0.05 31.01 0| 0 0 0 9200 0.66 -0.08 29.85 0| 0 0 0 9600 1.00 -0.12 28.19 0| 0 0 0 10000 3.02 -0.31 25.70 0| 0 0 0 11000 4.88 -0.44 24.50 0| 0 0 0 11500 7.52 -0.59 23.79 0| 0 0 0 12000 10.86 -0.73 23.00 0| 0 0 0 12500 14.84 -0.84 22.44 0| 0 0 0 13000 24.11 -0.96 22.86 0| 0 0 0 14000 33.97 -0.99 24.03 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 25.37 Underlying Price 116.030 Time to expiry: 112 Days Dec 10 0.31 -0.03 38.09 0| 0 0 0 8000 0.49 -0.05 32.52 0| 0 0 0 8800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 62 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.10 -0.11 30.09 0| 0 0 0 9600 1.64 -0.15 29.01 0| 0 0 0 10000 3.98 -0.33 26.58 0| 0 0 0 11000 8.45 -0.57 24.58 0| 0 0 0 12000 15.37 -0.80 22.94 0| 0 0 0 13000 24.24 -0.93 22.36 0| 0 0 0 14000 44.40 -0.94 36.44 0| 0 0 0 16000 64.24 -0.96 43.94 0| 0 0 0 18000 83.97 -1.00 32.53 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.57 Underlying Price 116.030 Time to expiry: 203 Days Mar 11 0.77 -0.05 34.39 0| 0 0 0 8000 1.62 -0.10 33.28 0| 0 0 0 8800 2.73 -0.17 31.07 0| 0 0 0 9600 3.53 -0.21 30.01 0| 0 0 0 10000 6.36 -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 25.21 -0.84 23.68 0| 0 0 0 14000 44.70 -0.91 31.05 0| 0 0 0 16000 64.25 -0.95 34.74 0| 0 0 0 18000 84.23 -0.96 41.08 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.90 Underlying Price 116.030 Time to expiry: 294 Days Jun 11 0.51 -0.03 41.64 0| 0 0 0 6000 1.85 -0.10 35.04 0| 0 0 0 8000 2.93 -0.15 32.88 0| 0 0 0 8800 4.51 -0.22 31.03 0| 0 0 0 9600 5.56 -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 19.93 -0.67 25.06 0| 0 0 0 13000 27.54 -0.79 24.13 0| 0 0 0 14000 45.43 -0.93 23.79 0| 0 0 0 16000 64.71 -0.98 23.84 0| 0 0 0 18000 84.66 -0.97 30.29 0| 0 0 0 20000 124.01 -1.00 26.22 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 27.98 Underlying Price 116.030 Time to expiry: 476 Days Dec 11 1.07 -0.04 38.61 0| 0 0 0 6000 3.05 -0.12 32.87 0| 0 0 0 8000 16.82 -0.49 27.44 0| 0 0 0 12000 46.61 -0.85 25.00 0| 0 0 0 16000 124.02 -0.98 30.29 0| 0 0 0 24000 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 116.030 Time to expiry: 658 Days Jun 12 2.03 -0.06 38.30 0| 0 0 0 6000 5.17 -0.16 33.74 0| 0 0 0 8000 19.81 -0.48 27.65 0| 0 0 0 12000 48.86 -0.78 26.14 0| 0 0 0 16000 124.07 -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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 32.91 Underlying Price 21.430 Time to expiry: 21 Days Sep 10 9.43 1.00 56.00 0| 0 0 0 1200 7.43 1.00 53.61 0| 0 0 0 1400 5.44 1.00 47.42 0| 0 0 0 1600 4.44 0.99 44.02 0| 0 0 0 1700 3.46 0.97 40.70 0| 0 0 0 1800 2.50 0.93 37.61 0| 0 0 0 1900 2.04 0.88 36.17 0| 0 0 0 1950 1.61 0.82 34.82 0| 0 0 0 2000 1.23 0.73 34.47 0| 0 0 0 2050 0.90 0.62 34.33 0| 0 0 0 2100 0.61 0.50 32.68 0| 0 0 0 2150 0.40 0.38 32.38 0| 0 0 0 2200 0.24 0.26 31.40 0| 0 0 0 2250 0.12 0.16 30.29 0| 0 0 0 2300 0.05 0.08 28.66 0| 0 0 0 2350 0.02 0.04 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 35.89 Underlying Price 21.430 Time to expiry: 49 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 1.83 0.73 38.95 0| 0 0 0 2000 1.48 0.65 37.74 0| 0 0 0 2050 1.15 0.57 36.28 0| 0 0 0 2100 0.90 0.49 35.82 0| 0 0 0 2150 0.69 0.40 35.42 0| 0 0 0 2200 0.51 0.33 34.58 0| 0 0 0 2250 0.32 0.24 32.08 0| 0 0 0 2300 0.21 0.17 30.91 0| 0 0 0 2350 0.15 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 36.03 Underlying Price 21.430 Time to expiry: 84 Days Nov 10 3.65 0.86 44.14 0| 0 0 0 1800 2.83 0.77 41.55 0| 0 0 0 1900 2.09 0.66 38.97 0| 0 0 0 2000 1.79 0.61 38.24 0| 0 0 0 2050 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 1.21 0.48 35.73 0| 0 0 0 2150 0.99 0.42 35.01 0| 0 0 0 2200 0.77 0.36 33.61 0| 0 0 0 2250 0.58 0.30 32.48 0| 0 0 0 2300 0.32 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 36.30 Underlying Price 21.430 Time to expiry: 112 Days Dec 10 9.44 1.00 57.00 0| 0 0 0 1200 7.45 0.99 54.16 0| 0 0 0 1400 5.53 0.93 48.93 0| 0 0 0 1600 3.78 0.81 43.75 0| 0 0 0 1800 3.00 0.73 41.27 0| 0 0 0 1900 2.30 0.64 38.98 0| 0 0 0 2000 1.73 0.54 37.52 0| 0 0 0 2100 1.19 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 36.35 Underlying Price 21.430 Time to expiry: 203 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 0.84 46.96 0| 0 0 0 1600 4.29 0.74 43.15 0| 0 0 0 1800 3.59 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 0.49 35.20 0| 0 0 0 2200 1.33 0.41 33.35 0| 0 0 0 2300 0.94 0.33 31.52 0| 0 0 0 2400 0.18 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 35.23 Underlying Price 21.430 Time to expiry: 294 Days Jun 11 9.48 0.97 50.00 0| 0 0 0 1200 7.72 0.89 47.71 0| 0 0 0 1400 6.08 0.82 43.80 0| 0 0 0 1600 4.59 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 35.69 Underlying Price 21.430 Time to expiry: 476 Days Dec 11 9.76 0.91 52.81 0| 0 0 0 1200 6.65 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 0.54 34.92 0| 0 0 0 2200 1.92 0.43 32.60 0| 0 0 0 2400 0.26 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 35.17 Underlying Price 21.430 Time to expiry: 658 Days Jun 12 9.84 0.90 48.05 0| 0 0 0 1200 6.86 0.79 42.25 0| 0 0 0 1600 4.33 0.64 36.68 0| 0 0 0 2000 3.31 0.55 34.56 0| 0 0 0 2200 2.36 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 35.09 Underlying Price 21.430 Time to expiry: 21 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 0.01 -0.01 51.76 0| 0 0 0 1600 0.04 -0.04 49.94 0| 0 0 0 1700 0.10 -0.09 46.91 0| 0 0 0 1800 0.22 -0.17 43.93 0| 0 0 0 1900 0.30 -0.23 41.83 0| 0 0 0 1950 0.44 -0.31 41.20 0| 0 0 0 2000 0.58 -0.39 38.54 0| 0 0 0 2050 0.77 -0.50 35.75 0| 0 0 0 2100 1.05 -0.60 34.99 0| 0 0 0 2150 1.36 -0.71 33.64 0| 0 0 0 2200 1.74 -0.80 32.78 0| 0 0 0 2250 2.16 -0.88 31.60 0| 0 0 0 2300 2.60 -0.94 29.62 0| 0 0 0 2350 3.08 -0.98 27.90 0| 0 0 0 2400 5.06 -1.00 25.48 0| 0 0 0 2600 7.06 -1.00 26.22 0| 0 0 0 2800 9.06 -1.00 26.92 0| 0 0 0 3000 11.06 -1.00 30.23 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 36.09 Underlying Price 21.430 Time to expiry: 49 Days Oct 10 0.23 -0.11 49.89 0| 0 0 0 1700 0.35 -0.17 46.80 0| 0 0 0 1800 0.52 -0.24 43.14 0| 0 0 0 1900 0.83 -0.35 41.12 0| 0 0 0 2000 0.96 -0.41 38.34 0| 0 0 0 2050 1.16 -0.48 36.71 0| 0 0 0 2100 1.42 -0.55 35.99 0| 0 0 0 2150 1.72 -0.62 35.32 0| 0 0 0 2200 2.04 -0.69 34.19 0| 0 0 0 2250 2.40 -0.76 33.07 0| 0 0 0 2300 2.75 -0.84 30.28 0| 0 0 0 2350 3.20 -0.87 31.05 0| 0 0 0 2400 5.08 -0.98 28.17 0| 0 0 0 2600 7.07 -0.99 31.58 0| 0 0 0 2800 9.07 -0.99 38.92 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 36.56 Underlying Price 21.430 Time to expiry: 84 Days Nov 10 0.59 -0.21 44.52 0| 0 0 0 1800 0.80 -0.28 41.45 0| 0 0 0 1900 1.14 -0.37 40.12 0| 0 0 0 2000 1.32 -0.42 38.62 0| 0 0 0 2050 1.53 -0.47 37.61 0| 0 0 0 2100 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 68 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.77 -0.52 36.39 0| 0 0 0 2150 2.03 -0.58 35.03 0| 0 0 0 2200 2.32 -0.64 33.94 0| 0 0 0 2250 2.64 -0.70 32.95 0| 0 0 0 2300 3.35 -0.81 30.29 0| 0 0 0 2400 5.10 -0.96 25.77 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 36.01 Underlying Price 21.430 Time to expiry: 112 Days Dec 10 0.08 -0.03 56.84 0| 0 0 0 1200 0.20 -0.07 53.49 0| 0 0 0 1400 0.41 -0.13 48.77 0| 0 0 0 1600 0.77 -0.23 44.24 0| 0 0 0 1800 1.02 -0.29 41.91 0| 0 0 0 1900 1.33 -0.37 39.32 0| 0 0 0 2000 1.72 -0.46 36.93 0| 0 0 0 2100 2.22 -0.56 34.80 0| 0 0 0 2200 2.81 -0.66 32.86 0| 0 0 0 2300 3.45 -0.77 29.68 0| 0 0 0 2400 7.09 -0.97 28.35 0| 0 0 0 2800 11.07 -0.99 35.63 0| 0 0 0 3200 15.05 -1.00 33.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 36.43 Underlying Price 21.430 Time to expiry: 203 Days Mar 11 0.23 -0.05 53.86 0| 0 0 0 1200 0.49 -0.11 51.87 0| 0 0 0 1400 0.79 -0.17 47.02 0| 0 0 0 1600 1.26 -0.26 43.14 0| 0 0 0 1800 1.54 -0.31 40.71 0| 0 0 0 1900 1.87 -0.38 38.64 0| 0 0 0 2000 2.30 -0.44 37.29 0| 0 0 0 2100 2.76 -0.52 35.30 0| 0 0 0 2200 3.30 -0.60 33.41 0| 0 0 0 2300 3.92 -0.67 31.65 0| 0 0 0 2400 7.20 -0.90 28.61 0| 0 0 0 2800 11.07 -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 34.76 Underlying Price 21.430 Time to expiry: 294 Days Jun 11 0.39 -0.07 51.71 0| 0 0 0 1200 0.68 -0.12 48.50 0| 0 0 0 1400 1.08 -0.19 45.14 0| 0 0 0 1600 1.55 -0.27 41.05 0| 0 0 0 1800 1.86 -0.32 39.12 0| 0 0 0 1900 2.22 -0.37 37.35 0| 0 0 0 2000 2.62 -0.43 35.79 0| 0 0 0 2100 3.03 -0.50 33.40 0| 0 0 0 2200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 69 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.58 -0.57 32.09 0| 0 0 0 2300 4.18 -0.63 30.72 0| 0 0 0 2400 7.22 -0.89 25.83 0| 0 0 0 2800 11.10 -0.96 28.98 0| 0 0 0 3200 15.06 -0.99 31.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 34.46 Underlying Price 21.430 Time to expiry: 476 Days Dec 11 0.87 -0.11 51.65 0| 0 0 0 1200 1.75 -0.22 44.13 0| 0 0 0 1600 2.27 -0.30 39.68 0| 0 0 0 1800 3.03 -0.39 36.75 0| 0 0 0 2000 3.91 -0.49 33.55 0| 0 0 0 2200 5.12 -0.59 31.88 0| 0 0 0 2400 11.47 -0.91 26.05 0| 0 0 0 3200 19.15 -0.99 22.09 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 34.05 Underlying Price 21.430 Time to expiry: 658 Days Jun 12 1.08 -0.12 48.49 0| 0 0 0 1200 2.10 -0.23 42.41 0| 0 0 0 1600 3.43 -0.38 35.75 0| 0 0 0 2000 4.36 -0.47 33.37 0| 0 0 0 2200 5.49 -0.56 31.52 0| 0 0 0 2400 11.67 -0.85 27.39 0| 0 0 0 3200 19.16 -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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.48 Underlying Price 48.240 Time to expiry: 21 Days Sep 10 16.25 1.00 44.41 0| 0 0 0 3200 12.25 1.00 43.51 0| 0 0 0 3600 10.26 0.99 42.21 0| 0 0 0 3800 8.29 0.98 40.95 0| 0 0 0 4000 6.37 0.94 39.75 0| 0 0 0 4200 4.58 0.86 38.61 0| 0 0 0 4400 3.76 0.80 38.07 0| 0 0 0 4500 3.01 0.72 37.56 0| 0 0 0 4600 2.34 0.64 37.06 0| 0 0 0 4700 1.77 0.54 36.59 0| 0 0 0 4800 1.29 0.44 36.15 0| 0 0 0 4900 0.90 0.35 35.59 0| 0 0 0 5000 0.39 0.19 34.78 0| 0 6 0 5200 0.15 0.08 34.12 0| 0 0 0 5400 0.05 0.03 34.13 0| 0 0 0 5600 0.01 0.01 39.21 0| 0 0 0 6000 0.01 0.00 33.01 0| 0 0 0 6400 0.01 0.00 33.87 0| 0 0 0 6800 0.01 0.00 34.92 0| 0 0 0 7200 0.01 0.00 38.32 0| 0 0 0 8000 Total 0| 0 6 0 Indicative a-t-m Vol 39.27 Underlying Price 48.240 Time to expiry: 49 Days Oct 10 8.50 0.91 46.03 0| 0 0 0 4000 6.76 0.85 44.50 0| 0 0 0 4200 5.15 0.76 42.49 0| 0 0 0 4400 4.42 0.70 41.55 0| 0 0 0 4500 3.74 0.65 40.66 0| 0 0 0 4600 3.14 0.58 39.96 0| 0 0 0 4700 2.61 0.52 39.41 0| 0 0 0 4800 2.13 0.46 38.83 0| 0 0 0 4900 1.72 0.40 38.20 0| 0 0 0 5000 1.07 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 41.11 Underlying Price 48.240 Time to expiry: 84 Days Nov 10 8.95 0.84 46.96 0| 0 0 0 4000 7.41 0.77 45.95 0| 0 0 0 4200 5.99 0.69 44.44 0| 0 0 0 4400 4.72 0.61 42.88 0| 0 0 0 4600 4.16 0.57 42.24 0| 0 0 0 4700 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.61 0.53 41.30 0| 0 0 0 4800 3.11 0.48 40.49 0| 0 0 0 4900 2.67 0.44 39.83 0| 0 0 0 5000 1.88 0.35 38.27 0| 0 0 0 5200 0.85 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 41.27 Underlying Price 48.240 Time to expiry: 112 Days Dec 10 16.33 0.97 51.51 0| 0 0 0 3200 12.62 0.91 48.76 0| 0 0 0 3600 9.33 0.80 46.39 0| 0 0 0 4000 7.87 0.74 45.19 0| 0 0 0 4200 6.54 0.67 44.09 0| 0 0 0 4400 5.34 0.61 43.09 0| 0 0 0 4600 4.22 0.53 41.47 0| 0 0 0 4800 2.38 0.38 38.09 0| 0 0 0 5200 1.26 0.24 36.54 0| 0 0 0 5600 0.29 0.08 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 41.39 Underlying Price 48.240 Time to expiry: 203 Days Mar 11 16.84 0.90 51.15 0| 0 0 0 3200 13.53 0.83 48.06 0| 0 0 0 3600 10.61 0.76 45.93 0| 0 0 0 4000 9.28 0.71 45.01 0| 0 0 0 4200 8.03 0.66 43.95 0| 0 0 0 4400 6.87 0.61 42.74 0| 0 0 0 4600 5.77 0.56 41.52 0| 0 0 0 4800 3.95 0.44 39.29 0| 0 0 0 5200 2.57 0.34 37.59 0| 0 0 0 5600 0.97 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 41.48 Underlying Price 48.240 Time to expiry: 294 Days Jun 11 17.46 0.87 49.02 0| 0 0 0 3200 14.47 0.81 47.57 0| 0 0 0 3600 11.71 0.74 45.75 0| 0 0 0 4000 10.45 0.70 44.74 0| 0 0 0 4200 9.27 0.66 44.09 0| 0 0 0 4400 8.11 0.62 42.64 0| 0 0 0 4600 7.04 0.57 41.62 0| 0 0 0 4800 5.12 0.48 39.22 0| 0 0 0 5200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.59 0.38 37.21 0| 0 0 0 5600 2.56 0.30 36.53 0| 0 0 0 6000 1.79 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 42.20 Underlying Price 48.240 Time to expiry: 476 Days Dec 11 18.81 0.84 50.99 0| 0 0 0 3200 13.43 0.73 46.69 0| 0 0 0 4000 10.98 0.67 44.16 0| 0 0 0 4400 8.88 0.60 42.30 0| 0 0 0 4800 5.47 0.45 39.08 0| 0 0 0 5600 4.25 0.38 37.95 0| 0 0 0 6000 1.04 0.13 34.53 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.89 Underlying Price 48.240 Time to expiry: 658 Days Jun 12 19.42 0.83 47.48 0| 0 0 0 3200 14.40 0.73 44.19 0| 0 0 0 4000 12.09 0.67 42.14 0| 0 0 0 4400 10.16 0.61 40.97 0| 0 0 0 4800 6.83 0.48 38.21 0| 0 0 0 5600 5.53 0.42 37.13 0| 0 0 0 6000 1.85 0.19 34.36 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 6 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 35.76 Underlying Price 48.240 Time to expiry: 21 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 0.03 -0.02 44.36 0| 0 0 0 3800 0.10 -0.04 42.92 0| 0 0 0 4000 0.24 -0.10 41.51 0| 0 0 0 4200 0.54 -0.20 39.73 0| 0 0 0 4400 0.76 -0.26 38.66 0| 0 0 0 4500 1.06 -0.34 37.77 0| 0 0 0 4600 1.44 -0.43 36.64 0| 0 0 0 4700 1.92 -0.52 35.92 0| 0 0 0 4800 2.49 -0.62 35.27 0| 0 0 0 4900 3.14 -0.71 34.32 0| 0 0 0 5000 4.71 -0.86 32.43 0| 0 0 0 5200 6.53 -0.94 31.94 0| 0 0 0 5400 8.47 -0.98 31.35 0| 0 0 0 5600 12.45 -1.00 31.15 0| 0 0 0 6000 16.44 -1.00 31.44 0| 0 0 0 6400 20.44 -1.00 31.73 0| 0 0 0 6800 24.44 -1.00 33.47 0| 0 0 0 7200 32.44 -1.00 34.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.11 Underlying Price 48.240 Time to expiry: 49 Days Oct 10 0.60 -0.14 46.32 0| 0 0 0 4000 0.91 -0.20 43.58 0| 0 0 0 4200 1.36 -0.28 41.25 0| 0 0 0 4400 1.67 -0.33 40.51 0| 0 0 0 4500 2.03 -0.38 39.82 0| 0 0 0 4600 2.46 -0.44 39.16 0| 0 0 0 4700 2.93 -0.50 38.35 0| 0 0 0 4800 3.43 -0.56 37.37 0| 0 0 0 4900 4.03 -0.62 36.65 0| 0 0 0 5000 5.37 -0.73 34.98 0| 0 0 0 5200 6.95 -0.83 33.99 0| 0 0 0 5400 8.70 -0.90 33.16 0| 0 0 0 5600 12.49 -0.97 31.95 0| 0 0 0 6000 16.45 -1.00 31.19 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 38.03 Underlying Price 48.240 Time to expiry: 84 Days Nov 10 0.99 -0.17 42.70 0| 0 0 0 4000 1.47 -0.23 41.92 0| 0 0 0 4200 1.96 -0.31 39.61 0| 0 0 0 4400 2.79 -0.39 39.37 0| 0 0 0 4600 3.21 -0.44 38.54 0| 0 0 0 4700 3.72 -0.48 38.30 0| 0 0 0 4800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.19 -0.53 37.19 0| 0 0 0 4900 4.74 -0.58 36.37 0| 0 0 0 5000 5.93 -0.68 34.20 0| 0 0 0 5200 9.00 -0.84 32.23 0| 0 0 0 5600 12.59 -0.94 30.52 0| 0 0 0 6000 16.47 -0.98 30.24 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 38.61 Underlying Price 48.240 Time to expiry: 112 Days Dec 10 0.40 -0.06 51.13 0| 0 0 0 3200 0.75 -0.11 46.32 0| 0 0 0 3600 1.44 -0.20 43.39 0| 0 0 0 4000 1.96 -0.26 42.33 0| 0 0 0 4200 2.60 -0.32 41.11 0| 0 0 0 4400 3.24 -0.39 38.68 0| 0 0 0 4600 4.28 -0.47 38.78 0| 0 0 0 4800 6.51 -0.63 36.01 0| 0 0 0 5200 9.38 -0.78 33.57 0| 0 0 0 5600 16.56 -0.95 31.56 0| 0 0 0 6400 24.46 -0.99 35.23 0| 0 0 0 7200 32.45 -0.99 42.51 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 37.96 Underlying Price 48.240 Time to expiry: 203 Days Mar 11 0.85 -0.09 46.90 0| 0 0 0 3200 1.54 -0.16 45.04 0| 0 0 0 3600 2.53 -0.24 42.91 0| 0 0 0 4000 3.11 -0.28 41.71 0| 0 0 0 4200 3.85 -0.34 40.68 0| 0 0 0 4400 4.68 -0.39 39.70 0| 0 0 0 4600 5.52 -0.45 38.11 0| 0 0 0 4800 7.66 -0.58 35.69 0| 0 0 0 5200 10.27 -0.70 33.47 0| 0 0 0 5600 16.96 -0.87 32.31 0| 0 0 0 6400 24.56 -0.95 33.00 0| 0 0 0 7200 32.47 -0.98 35.37 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.35 Underlying Price 48.240 Time to expiry: 294 Days Jun 11 1.50 -0.12 47.30 0| 0 0 0 3200 2.43 -0.18 45.89 0| 0 0 0 3600 3.61 -0.26 44.07 0| 0 0 0 4000 4.31 -0.30 43.06 0| 0 0 0 4200 5.09 -0.34 42.28 0| 0 0 0 4400 5.96 -0.38 41.22 0| 0 0 0 4600 6.92 -0.43 40.46 0| 0 0 0 4800 9.06 -0.53 38.56 0| 0 0 0 5200 11.53 -0.63 36.59 0| 0 0 0 5600 14.59 -0.71 36.45 0| 0 0 0 6000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.80 -0.78 35.60 0| 0 0 0 6400 24.82 -0.90 33.63 0| 0 0 0 7200 32.55 -0.96 34.62 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.25 Underlying Price 48.240 Time to expiry: 476 Days Dec 11 2.59 -0.15 45.95 0| 0 0 0 3200 5.32 -0.28 43.80 0| 0 0 0 4000 6.72 -0.34 40.86 0| 0 0 0 4400 8.62 -0.42 39.33 0| 0 0 0 4800 13.28 -0.57 36.63 0| 0 0 0 5600 16.04 -0.65 35.60 0| 0 0 0 6000 32.82 -0.91 31.52 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.86 Underlying Price 48.240 Time to expiry: 658 Days Jun 12 3.64 -0.17 46.52 0| 0 0 0 3200 6.55 -0.28 43.65 0| 0 0 0 4000 8.32 -0.33 42.31 0| 0 0 0 4400 10.28 -0.40 40.94 0| 0 0 0 4800 14.89 -0.52 38.38 0| 0 0 0 5600 17.63 -0.58 37.68 0| 0 0 0 6000 33.76 -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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 21.25 Underlying Price 29.990 Time to expiry: 21 Days Sep 10 9.99 1.00 34.03 0| 0 0 0 2000 8.00 1.00 31.58 0| 0 0 0 2200 7.00 1.00 30.18 0| 0 0 0 2300 6.00 1.00 28.49 0| 0 0 0 2400 4.00 0.99 25.73 0| 0 0 0 2600 3.01 0.98 24.29 0| 0 0 0 2700 2.06 0.92 23.01 0| 0 0 0 2800 1.20 0.77 21.80 0| 0 0 0 2900 0.56 0.51 21.25 0| 0 0 0 3000 0.22 0.26 21.58 0| 0 0 0 3100 0.05 0.08 20.66 0| 0 0 0 3200 0.02 0.03 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 22.49 Underlying Price 29.990 Time to expiry: 49 Days Oct 10 7.00 1.00 31.86 0| 0 0 0 2300 6.00 1.00 29.12 0| 0 0 0 2400 4.00 0.99 25.91 0| 0 0 0 2600 2.08 0.90 23.11 0| 0 0 0 2800 1.25 0.74 22.26 0| 0 0 0 2900 0.66 0.49 22.49 0| 0 0 0 3000 0.29 0.27 22.01 0| 0 0 0 3100 0.11 0.12 21.61 0| 0 0 0 3200 0.04 0.05 21.25 0| 0 0 0 3300 0.02 0.03 23.16 0| 0 0 0 3400 0.01 0.00 23.43 0| 0 0 0 3600 0.01 0.00 24.40 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.22 Underlying Price 29.990 Time to expiry: 84 Days Nov 10 7.00 1.00 33.76 0| 0 0 0 2300 6.00 1.00 31.31 0| 0 0 0 2400 4.02 0.97 27.98 0| 0 0 0 2600 2.18 0.83 25.15 0| 0 0 0 2800 1.43 0.66 24.03 0| 0 0 0 2900 0.86 0.47 23.21 0| 0 0 0 3000 0.51 0.30 22.96 0| 0 0 0 3100 0.27 0.18 22.29 0| 0 0 0 3200 0.07 0.06 21.59 0| 0 0 0 3400 0.01 0.01 20.95 0| 0 0 0 3600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 23.77 Underlying Price 29.990 Time to expiry: 112 Days Dec 10 10.00 1.00 39.92 0| 0 0 0 2000 8.00 1.00 35.96 0| 0 0 0 2200 6.01 0.99 33.06 0| 0 0 0 2400 4.06 0.94 29.63 0| 0 0 0 2600 2.32 0.75 26.79 0| 0 0 0 2800 1.05 0.45 23.75 0| 0 0 0 3000 0.42 0.22 22.45 0| 0 0 0 3200 0.15 0.09 21.92 0| 0 0 0 3400 0.04 0.03 21.18 0| 0 0 0 3600 0.01 0.00 22.57 0| 0 0 0 4000 0.01 0.00 25.40 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 23.57 Underlying Price 29.990 Time to expiry: 203 Days Mar 11 10.00 1.00 38.50 0| 0 0 0 2000 8.00 1.00 34.58 0| 0 0 0 2200 6.03 0.97 31.26 0| 0 0 0 2400 4.19 0.85 28.25 0| 0 0 0 2600 2.65 0.64 25.71 0| 0 0 0 2800 1.53 0.45 23.56 0| 0 0 0 3000 0.81 0.29 22.14 0| 0 0 0 3200 0.38 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 24.40 Underlying Price 29.990 Time to expiry: 294 Days Jun 11 10.01 0.99 38.60 0| 0 0 0 2000 8.05 0.96 34.95 0| 0 0 0 2200 6.17 0.88 31.26 0| 0 0 0 2400 4.53 0.74 28.75 0| 0 0 0 2600 3.15 0.61 26.24 0| 0 0 0 2800 2.05 0.48 24.39 0| 0 0 0 3000 1.19 0.34 22.28 0| 0 0 0 3200 0.65 0.22 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 24.17 Underlying Price 29.990 Time to expiry: 476 Days Dec 11 10.03 0.98 37.55 0| 0 0 0 2000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.42 0.81 31.50 0| 0 0 0 2400 3.46 0.61 25.50 0| 0 0 0 2800 1.58 0.38 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 23.50 Underlying Price 29.990 Time to expiry: 658 Days Jun 12 10.11 0.92 38.00 0| 0 0 0 2000 6.47 0.77 28.80 0| 0 0 0 2400 3.76 0.60 24.71 0| 0 0 0 2800 1.93 0.40 22.29 0| 0 0 0 3200 0.31 0.10 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 23.73 Underlying Price 29.990 Time to expiry: 21 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 -0.07 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 0.85 -0.56 24.37 0| 0 0 0 2900 1.52 -0.77 23.72 0| 0 4 0 3000 2.37 -0.91 23.02 0| 0 0 0 3100 3.32 -0.98 22.38 0| 0 0 0 3200 4.30 -0.99 22.24 0| 0 0 0 3300 5.30 -1.00 22.27 0| 0 0 0 3400 7.30 -1.00 22.52 0| 0 0 0 3600 9.30 -1.00 23.03 0| 0 0 0 3800 11.30 -1.00 23.56 0| 0 0 0 4000 15.30 -1.00 25.77 0| 0 0 0 4400 Total 0| 0 4 0 Indicative a-t-m Vol 23.74 Underlying Price 29.990 Time to expiry: 49 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 0.76 -0.38 25.63 0| 0 0 0 2800 1.20 -0.53 24.46 0| 0 0 0 2900 1.80 -0.68 23.73 0| 0 0 0 3000 2.54 -0.81 22.77 0| 0 0 0 3100 3.39 -0.91 21.67 0| 0 0 0 3200 4.34 -0.95 22.11 0| 0 0 0 3300 5.31 -0.98 21.48 0| 0 0 0 3400 7.30 -0.99 24.73 0| 0 0 0 3600 9.30 -0.99 29.97 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.59 Underlying Price 29.990 Time to expiry: 84 Days Nov 10 0.18 -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 1.49 -0.51 24.39 0| 0 0 0 2900 2.06 -0.63 23.58 0| 0 0 0 3000 2.74 -0.74 22.77 0| 0 0 0 3100 3.53 -0.84 22.01 0| 0 0 0 3200 5.34 -0.95 21.19 0| 0 0 0 3400 7.31 -0.99 22.26 0| 0 0 0 3600 9.31 -0.99 26.48 0| 0 0 0 3800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 22.13 Underlying Price 29.990 Time to expiry: 112 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 0.69 -0.24 28.54 0| 0 0 0 2600 1.23 -0.40 25.14 0| 0 0 0 2800 2.15 -0.61 22.11 0| 0 0 0 3000 3.55 -0.82 20.02 0| 0 0 0 3200 5.36 -0.94 19.91 0| 0 0 0 3400 7.31 -0.98 21.17 0| 0 0 0 3600 11.31 -0.99 28.42 0| 0 0 0 4000 15.36 -0.96 41.54 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 22.93 Underlying Price 29.990 Time to expiry: 203 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 0.75 -0.18 31.16 0| 0 0 0 2400 1.13 -0.27 27.84 0| 0 0 0 2600 1.74 -0.40 25.17 0| 0 0 0 2800 2.65 -0.56 22.92 0| 0 0 0 3000 3.90 -0.73 21.05 0| 0 0 0 3200 5.55 -0.85 20.77 0| 0 0 0 3400 7.39 -0.92 21.29 0| 0 0 0 3600 11.31 -0.98 23.83 0| 0 0 0 4000 15.46 -0.93 37.33 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 23.39 Underlying Price 29.990 Time to expiry: 294 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 2.16 -0.40 25.56 0| 0 0 0 2800 3.03 -0.53 23.38 0| 0 0 0 3000 4.18 -0.68 21.30 0| 0 0 0 3200 5.66 -0.81 19.89 0| 0 0 0 3400 7.45 -0.89 20.26 0| 0 0 0 3600 11.31 -0.97 21.95 0| 0 0 0 4000 15.62 -0.89 36.32 0| 0 0 0 4400 19.28 -1.00 25.70 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 24.10 Underlying Price 29.990 Time to expiry: 476 Days Dec 11 1.06 -0.15 34.89 0| 0 0 0 2000 1.91 -0.28 29.71 0| 0 0 0 2400 3.34 -0.46 25.50 0| 0 0 0 2800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.61 -0.67 22.69 0| 0 0 0 3200 12.35 -0.93 20.46 0| 0 0 0 4000 20.10 -0.99 20.86 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.67 Underlying Price 29.990 Time to expiry: 658 Days Jun 12 1.27 -0.16 32.39 0| 0 0 0 2000 2.25 -0.28 28.52 0| 0 0 0 2400 3.69 -0.44 24.75 0| 0 0 0 2800 5.96 -0.63 22.58 0| 0 0 0 3200 12.45 -0.89 20.77 0| 0 0 0 4000 20.11 -0.97 22.04 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 4 0 Grand Total 0| 0 4 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 15.25 Underlying Price 28.030 Time to expiry: 21 Days Sep 10 10.03 1.00 36.25 0| 0 0 0 1800 8.03 1.00 31.20 0| 0 0 0 2000 6.03 1.00 27.27 0| 0 0 0 2200 5.03 1.00 25.51 0| 0 0 0 2300 4.04 1.00 23.51 0| 0 0 0 2400 3.54 1.00 22.51 0| 0 0 0 2450 3.04 1.00 21.51 0| 0 0 0 2500 2.05 0.97 19.47 0| 0 0 0 2600 1.11 0.85 17.33 0| 0 0 0 2700 0.38 0.52 15.25 0| 0 0 0 2800 0.07 0.15 15.23 0| 0 0 0 2900 0.01 0.02 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 16.92 Underlying Price 28.030 Time to expiry: 49 Days Oct 10 6.04 1.00 26.98 0| 0 0 0 2200 5.04 1.00 23.56 0| 0 0 0 2300 4.04 1.00 21.86 0| 0 0 0 2400 3.04 1.00 21.06 0| 0 0 0 2500 2.06 0.95 21.00 0| 0 0 0 2600 1.15 0.82 18.57 0| 0 0 0 2700 0.44 0.51 16.94 0| 0 0 0 2800 0.11 0.18 16.27 0| 0 0 0 2900 0.02 0.04 16.14 0| 0 0 0 3000 0.01 0.00 17.24 0| 0 0 0 3200 0.01 0.00 21.06 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 17.83 Underlying Price 28.030 Time to expiry: 84 Days Nov 10 6.04 1.00 26.71 0| 0 0 0 2200 5.04 1.00 24.47 0| 0 0 0 2300 4.04 1.00 22.72 0| 0 0 0 2400 2.08 0.93 20.77 0| 0 0 0 2600 1.22 0.76 19.61 0| 0 0 0 2700 0.56 0.48 17.85 0| 0 0 0 2800 0.22 0.22 17.10 0| 0 0 0 2900 0.07 0.08 15.91 0| 0 0 0 3000 0.01 0.02 17.00 0| 0 0 0 3200 0.01 0.00 18.79 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.38 Underlying Price 28.030 Time to expiry: 112 Days Dec 10 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 83 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.04 1.00 33.04 0| 0 0 0 1800 8.04 1.00 29.89 0| 0 0 0 2000 6.04 1.00 26.49 0| 0 0 0 2200 5.04 1.00 25.19 0| 0 0 0 2300 4.04 1.00 23.41 0| 0 0 0 2400 2.10 0.90 20.59 0| 0 0 0 2600 0.68 0.45 18.41 0| 0 0 0 2800 0.13 0.11 16.24 0| 0 0 0 3000 0.03 0.03 16.81 0| 0 0 0 3200 0.02 0.02 24.70 0| 0 0 0 3600 0.02 0.01 30.38 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 19.74 Underlying Price 28.030 Time to expiry: 203 Days Mar 11 10.04 1.00 30.73 0| 0 0 0 1800 8.04 1.00 28.78 0| 0 0 0 2000 6.04 1.00 25.03 0| 0 0 0 2200 5.04 1.00 23.73 0| 0 0 0 2300 4.05 0.98 22.53 0| 0 0 0 2400 2.26 0.76 21.13 0| 0 0 0 2600 1.12 0.43 19.77 0| 0 0 0 2800 0.42 0.22 17.59 0| 0 0 0 3000 0.11 0.08 15.94 0| 0 0 0 3200 0.03 0.02 18.89 0| 0 0 0 3600 0.02 0.01 22.87 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 19.62 Underlying Price 28.030 Time to expiry: 294 Days Jun 11 12.04 1.00 32.96 0| 0 0 0 1600 10.04 1.00 30.97 0| 0 0 0 1800 8.04 1.00 28.72 0| 0 0 0 2000 6.05 0.99 25.93 0| 0 0 0 2200 4.17 0.88 24.23 0| 0 0 0 2400 2.65 0.64 22.41 0| 0 0 0 2600 1.45 0.45 19.64 0| 0 0 0 2800 0.74 0.29 18.48 0| 0 0 0 3000 0.30 0.15 17.20 0| 0 0 0 3200 0.04 0.03 16.29 0| 0 0 0 3600 0.02 0.01 19.04 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 21.20 Underlying Price 28.030 Time to expiry: 476 Days Dec 11 12.04 1.00 39.20 0| 0 0 0 1600 8.04 1.00 31.49 0| 0 0 0 2000 4.29 0.78 24.40 0| 0 0 0 2400 1.89 0.48 21.22 0| 0 0 0 2800 0.60 0.22 19.05 0| 0 0 0 3200 0.04 0.02 18.02 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 21.26 Underlying Price 28.030 Time to expiry: 658 Days Jun 12 12.04 1.00 34.09 0| 0 0 0 1600 8.04 1.00 28.85 0| 0 0 0 2000 4.53 0.71 24.31 0| 0 0 0 2400 2.22 0.49 21.27 0| 0 0 0 2800 0.91 0.26 19.42 0| 0 0 0 3200 0.21 0.08 20.45 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 17.75 Underlying Price 28.030 Time to expiry: 21 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 0.00 28.83 0| 0 0 0 2200 0.01 -0.01 25.69 0| 0 0 0 2300 0.02 -0.03 23.69 0| 0 0 0 2400 0.04 -0.05 22.69 0| 0 0 0 2450 0.07 -0.10 21.69 0| 0 0 0 2500 0.22 -0.27 19.69 0| 0 0 0 2600 0.61 -0.58 17.83 0| 0 0 0 2700 1.35 -0.85 17.75 0| 0 0 0 2800 2.28 -0.97 17.70 0| 0 0 0 2900 3.27 -0.99 18.38 0| 0 0 0 3000 5.26 -1.00 19.63 0| 0 0 0 3200 7.26 -1.00 22.08 0| 0 0 0 3400 9.26 -1.00 23.10 0| 0 0 0 3600 13.26 -1.00 29.80 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 18.07 Underlying Price 28.030 Time to expiry: 49 Days Oct 10 0.02 -0.02 26.69 0| 0 0 0 2200 0.06 -0.05 25.70 0| 0 0 0 2300 0.13 -0.11 24.46 0| 0 0 0 2400 0.26 -0.20 22.90 0| 0 0 0 2500 0.50 -0.34 21.19 0| 0 0 0 2600 0.90 -0.54 19.44 0| 0 0 0 2700 1.52 -0.74 18.07 0| 0 0 0 2800 2.36 -0.88 18.04 0| 0 0 0 2900 3.28 -0.97 16.51 0| 0 0 0 3000 5.26 -1.00 18.62 0| 0 0 0 3200 7.26 -1.00 20.84 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.44 Underlying Price 28.030 Time to expiry: 84 Days Nov 10 0.10 -0.06 27.39 0| 0 0 0 2200 0.16 -0.10 25.78 0| 0 0 0 2300 0.28 -0.16 24.17 0| 0 0 0 2400 0.72 -0.37 20.97 0| 0 0 0 2600 1.14 -0.52 19.76 0| 0 0 0 2700 1.71 -0.68 18.47 0| 0 0 0 2800 2.45 -0.82 17.62 0| 0 0 0 2900 3.32 -0.93 16.51 0| 0 0 0 3000 5.27 -0.99 18.01 0| 0 0 0 3200 7.26 -1.00 19.92 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.78 Underlying Price 28.030 Time to expiry: 112 Days Dec 10 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 86 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.02 -0.01 32.40 0| 0 0 0 1800 0.05 -0.03 29.43 0| 0 0 0 2000 0.15 -0.08 26.54 0| 0 0 0 2200 0.24 -0.12 25.19 0| 0 0 0 2300 0.38 -0.18 23.78 0| 0 0 0 2400 0.86 -0.38 20.74 0| 0 0 0 2600 1.85 -0.65 18.79 0| 0 0 0 2800 3.41 -0.86 18.34 0| 0 0 0 3000 5.28 -0.97 18.58 0| 0 0 0 3200 9.26 -0.99 24.04 0| 0 0 0 3600 13.27 -0.99 34.26 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 19.94 Underlying Price 28.030 Time to expiry: 203 Days Mar 11 0.09 -0.03 31.02 0| 0 0 0 1800 0.20 -0.07 29.04 0| 0 0 0 2000 0.38 -0.13 26.31 0| 0 0 0 2200 0.54 -0.18 25.43 0| 0 0 0 2300 0.74 -0.24 24.22 0| 0 0 0 2400 1.32 -0.39 21.90 0| 0 0 0 2600 2.26 -0.59 19.96 0| 0 0 0 2800 3.61 -0.78 18.30 0| 0 0 0 3000 5.30 -0.95 15.98 0| 0 0 0 3200 9.26 -0.99 19.94 0| 0 0 0 3600 13.28 -0.97 29.10 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.44 Underlying Price 28.030 Time to expiry: 294 Days Jun 11 0.07 -0.02 31.71 0| 0 0 0 1600 0.19 -0.05 30.53 0| 0 0 0 1800 0.35 -0.10 28.30 0| 0 0 0 2000 0.61 -0.16 26.28 0| 0 0 0 2200 1.04 -0.26 24.25 0| 0 0 0 2400 1.66 -0.39 22.17 0| 0 0 0 2600 2.58 -0.55 20.46 0| 0 0 0 2800 3.83 -0.72 18.87 0| 0 0 0 3000 5.44 -0.86 18.05 0| 0 0 0 3200 9.27 -0.97 20.00 0| 0 0 0 3600 13.29 -0.96 26.73 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 21.24 Underlying Price 28.030 Time to expiry: 476 Days Dec 11 0.37 -0.07 32.97 0| 0 0 0 1600 0.91 -0.17 28.41 0| 0 0 0 2000 1.97 -0.35 24.58 0| 0 0 0 2400 3.84 -0.59 21.26 0| 0 0 0 2800 6.62 -0.84 17.69 0| 0 0 0 3200 14.18 -0.97 19.17 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 21.79 Underlying Price 28.030 Time to expiry: 658 Days Jun 12 0.55 -0.09 31.96 0| 0 0 0 1600 1.20 -0.19 27.89 0| 0 0 0 2000 2.37 -0.35 24.62 0| 0 0 0 2400 4.25 -0.56 21.81 0| 0 0 0 2800 6.97 -0.76 19.73 0| 0 0 0 3200 14.26 -0.93 21.19 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 30.07 Underlying Price 16.290 Time to expiry: 21 Days Sep 10 6.29 1.00 62.47 0| 0 0 0 1000 4.30 1.00 47.47 0| 0 0 0 1200 3.30 0.99 42.42 0| 0 0 0 1300 2.32 0.96 37.49 0| 0 0 0 1400 1.40 0.85 34.05 0| 0 0 0 1500 0.87 0.71 31.73 0| 0 0 0 1567 0.65 0.61 30.62 0| 0 0 0 1600 0.38 0.45 29.68 0| 0 0 0 1650 0.19 0.28 28.00 0| 0 0 0 1700 0.08 0.14 26.38 0| 0 0 0 1750 0.02 0.06 25.33 0| 0 0 0 1800 0.01 0.02 24.66 0| 0 0 0 1844 0.01 0.01 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 29.95 Underlying Price 16.290 Time to expiry: 49 Days Oct 10 4.32 0.98 43.88 0| 0 0 0 1200 3.37 0.94 41.00 0| 0 0 0 1300 2.44 0.88 37.18 0| 0 0 0 1400 1.60 0.77 33.82 0| 0 0 0 1500 1.22 0.69 32.24 0| 0 0 0 1550 0.90 0.59 30.82 0| 0 0 0 1600 0.62 0.48 29.33 0| 0 0 0 1650 0.40 0.36 28.18 0| 0 0 0 1700 0.23 0.25 26.81 0| 0 0 0 1750 0.12 0.16 25.57 0| 0 0 0 1800 0.06 0.09 24.96 0| 0 0 0 1850 0.03 0.05 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 30.21 Underlying Price 16.290 Time to expiry: 84 Days Nov 10 4.40 0.94 43.22 0| 0 0 0 1200 3.47 0.90 39.94 0| 0 0 0 1300 2.60 0.83 36.80 0| 0 0 0 1400 1.80 0.73 33.54 0| 0 0 0 1500 1.45 0.66 32.28 0| 0 0 0 1550 1.13 0.58 31.07 0| 0 0 0 1600 0.85 0.50 29.59 0| 0 0 0 1650 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 89 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.61 0.41 28.42 0| 0 0 0 1700 0.26 0.23 25.87 0| 0 0 0 1800 0.09 0.11 24.08 0| 0 0 0 1900 Total 0| 0 0 0 Indicative a-t-m Vol 30.50 Underlying Price 16.290 Time to expiry: 112 Days Dec 10 6.46 0.95 61.09 0| 0 0 0 1000 4.55 0.90 47.86 0| 0 0 0 1200 2.72 0.81 36.49 0| 0 0 0 1400 1.94 0.71 33.31 0| 0 0 0 1500 1.29 0.58 31.27 0| 0 0 0 1600 0.76 0.43 28.60 0| 0 0 0 1700 0.37 0.28 26.10 0| 0 0 0 1800 0.24 0.20 24.40 0| 0 2 0 1844 0.15 0.14 23.83 0| 0 0 0 1900 0.11 0.11 23.54 0| 0 2 0 1936 0.04 0.05 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 30.72 Underlying Price 16.290 Time to expiry: 203 Days Mar 11 6.79 0.90 63.00 0| 0 0 0 1000 4.94 0.85 50.20 0| 0 0 0 1200 3.13 0.76 37.80 0| 0 0 0 1400 2.32 0.68 33.14 0| 0 0 0 1500 1.70 0.59 31.28 0| 0 0 0 1600 1.16 0.48 29.35 0| 0 0 0 1700 0.63 0.34 25.02 0| 0 0 0 1800 0.37 0.23 24.24 0| 0 0 0 1900 0.22 0.15 24.17 0| 0 0 0 2000 0.13 0.10 24.18 0| 0 0 0 2100 0.07 0.06 23.66 0| 0 0 0 2200 0.01 0.02 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 29.68 Underlying Price 16.290 Time to expiry: 294 Days Jun 11 10.54 0.97 90.00 0| 0 0 0 600 8.69 0.94 75.19 0| 0 0 0 800 6.89 0.90 63.07 0| 0 0 0 1000 5.02 0.84 48.94 0| 0 0 0 1200 3.31 0.75 39.11 0| 0 0 0 1400 2.59 0.68 36.20 0| 0 0 0 1500 1.74 0.59 29.74 0| 0 50 0 1600 1.29 0.49 29.55 0| 0 0 0 1700 0.74 0.36 25.52 0| 0 60 0 1800 0.49 0.27 25.15 0| 0 0 0 1900 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 90 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.28 0.18 24.12 0| 0 0 0 2000 0.09 0.07 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 28.61 Underlying Price 16.290 Time to expiry: 476 Days Dec 11 8.82 0.93 70.00 0| 0 0 0 800 5.29 0.82 47.72 0| 0 0 0 1200 2.00 0.58 29.00 0| 0 0 0 1600 1.09 0.40 26.31 0| 0 0 0 1800 0.54 0.24 24.59 0| 0 0 0 2000 0.12 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 28.17 Underlying Price 16.290 Time to expiry: 658 Days Jun 12 8.84 0.92 70.00 0| 0 0 0 800 5.40 0.81 47.72 0| 0 0 0 1200 2.09 0.58 28.49 0| 0 0 0 1600 1.23 0.41 26.31 0| 0 0 0 1800 0.66 0.27 24.59 0| 0 0 0 2000 0.19 0.10 23.55 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 195 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 30.07 Underlying Price 16.290 Time to expiry: 21 Days Sep 10 0.01 0.00 62.47 0| 0 0 0 1000 0.01 0.00 47.47 0| 0 0 0 1200 0.01 -0.01 42.42 0| 0 0 0 1300 0.03 -0.04 37.49 0| 0 0 0 1400 0.11 -0.15 34.05 0| 0 0 0 1500 0.25 -0.29 31.73 0| 0 0 0 1567 0.35 -0.39 30.62 0| 0 0 0 1600 0.59 -0.55 29.68 0| 0 0 0 1650 0.89 -0.72 28.00 0| 0 0 0 1700 1.28 -0.86 26.38 0| 0 0 0 1750 1.73 -0.94 25.33 0| 0 0 0 1800 2.16 -0.98 24.66 0| 0 0 0 1844 2.71 -1.00 24.64 0| 0 0 0 1900 3.07 -1.00 24.16 0| 0 0 0 1936 3.99 -1.00 23.91 0| 0 0 0 2028 4.71 -1.00 23.43 0| 0 0 0 2100 5.84 -1.00 23.72 0| 0 0 0 2213 7.71 -1.00 25.13 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 29.95 Underlying Price 16.290 Time to expiry: 49 Days Oct 10 0.03 -0.02 43.88 0| 0 0 0 1200 0.07 -0.06 41.00 0| 0 0 0 1300 0.14 -0.12 37.18 0| 0 0 0 1400 0.30 -0.23 33.82 0| 0 0 0 1500 0.42 -0.31 32.24 0| 0 0 0 1550 0.59 -0.41 30.82 0| 0 0 0 1600 0.82 -0.52 29.33 0| 0 0 0 1650 1.10 -0.64 28.18 0| 0 0 0 1700 1.43 -0.75 26.81 0| 0 0 0 1750 1.82 -0.84 25.57 0| 0 0 0 1800 2.26 -0.91 24.96 0| 0 0 0 1850 2.73 -0.95 24.39 0| 0 0 0 1900 3.71 -0.99 23.63 0| 0 0 0 2000 4.71 -1.00 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 30.21 Underlying Price 16.290 Time to expiry: 84 Days Nov 10 0.09 -0.06 43.22 0| 0 0 0 1200 0.16 -0.10 39.94 0| 0 0 0 1300 0.29 -0.17 36.80 0| 0 0 0 1400 0.49 -0.27 33.54 0| 0 0 0 1500 0.63 -0.34 32.28 0| 0 0 0 1550 0.82 -0.42 31.07 0| 0 0 0 1600 1.03 -0.50 29.59 0| 0 0 0 1650 1.30 -0.59 28.42 0| 0 0 0 1700 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.95 -0.77 25.87 0| 0 0 0 1800 2.78 -0.90 24.08 0| 0 0 0 1900 Total 0| 0 0 0 Indicative a-t-m Vol 30.50 Underlying Price 16.290 Time to expiry: 112 Days Dec 10 0.14 -0.05 61.09 0| 0 0 0 1000 0.23 -0.10 47.86 0| 0 0 0 1200 0.40 -0.19 36.49 0| 0 0 0 1400 0.61 -0.29 33.31 0| 0 0 0 1500 0.96 -0.42 31.27 0| 0 0 0 1600 1.43 -0.57 28.60 0| 0 0 0 1700 2.05 -0.73 26.10 0| 0 0 0 1800 2.35 -0.80 24.40 0| 0 0 0 1844 2.82 -0.87 23.83 0| 0 0 0 1900 3.14 -0.90 23.54 0| 0 0 0 1936 4.01 -0.96 22.96 0| 0 0 0 2028 5.71 -1.00 22.72 0| 0 0 0 2200 7.71 -1.00 22.70 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 30.72 Underlying Price 16.290 Time to expiry: 203 Days Mar 11 0.45 -0.10 63.00 0| 0 0 0 1000 0.59 -0.15 50.20 0| 0 0 0 1200 0.77 -0.24 37.80 0| 0 0 0 1400 0.95 -0.32 33.14 0| 0 0 0 1500 1.33 -0.42 31.28 0| 0 0 0 1600 1.79 -0.53 29.35 0| 0 0 0 1700 2.26 -0.67 25.02 0| 0 0 0 1800 3.00 -0.78 24.24 0| 0 0 0 1900 3.86 -0.86 24.17 0| 0 0 0 2000 4.77 -0.92 24.18 0| 0 0 0 2100 5.72 -0.96 23.66 0| 0 0 0 2200 7.71 -1.00 22.96 0| 0 0 0 2400 11.71 -1.00 25.21 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 29.68 Underlying Price 16.290 Time to expiry: 294 Days Jun 11 0.43 -0.06 90.00 0| 0 0 0 600 0.62 -0.09 75.19 0| 0 0 0 800 0.85 -0.14 63.07 0| 0 0 0 1000 1.00 -0.21 48.94 0| 0 0 0 1200 1.36 -0.32 39.11 0| 0 0 0 1400 1.69 -0.39 36.20 0| 0 0 0 1500 1.89 -0.49 29.74 0| 0 0 0 1600 2.51 -0.58 29.55 0| 0 0 0 1700 3.02 -0.70 25.52 0| 0 0 0 1800 3.81 -0.78 25.15 0| 0 0 0 1900 4.63 -0.86 24.12 0| 0 0 0 2000 6.46 -0.94 23.00 0| 0 0 0 2200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.40 -0.98 23.41 0| 0 0 0 2400 16.31 -1.00 23.57 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 28.61 Underlying Price 16.290 Time to expiry: 476 Days Dec 11 0.94 -0.11 70.00 0| 0 0 0 800 1.46 -0.22 47.72 0| 0 0 0 1200 2.24 -0.46 29.00 0| 0 0 0 1600 3.36 -0.63 26.31 0| 0 0 0 1800 4.84 -0.78 24.59 0| 0 0 0 2000 8.44 -0.94 23.55 0| 0 0 0 2400 16.29 -0.99 26.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 28.17 Underlying Price 16.290 Time to expiry: 658 Days Jun 12 1.44 -0.13 70.00 0| 0 0 0 800 2.08 -0.25 47.72 0| 0 0 0 1200 2.87 -0.50 28.49 0| 0 0 0 1600 4.08 -0.64 26.31 0| 0 0 0 1800 5.55 -0.77 24.59 0| 0 0 0 2000 9.07 -0.91 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 30.98 Underlying Price 60.020 Time to expiry: 21 Days Sep 10 24.03 1.00 54.00 0| 0 0 0 3600 20.03 1.00 50.31 0| 0 0 0 4000 16.04 1.00 46.19 0| 0 0 0 4400 14.04 0.99 44.13 0| 0 0 0 4600 12.06 0.99 42.12 0| 0 0 0 4800 8.21 0.94 40.21 0| 0 495 0 5200 6.34 0.89 37.02 0| 0 0 0 5400 4.59 0.81 34.35 0| 0 3,888 0 5600 3.04 0.68 32.09 0| 0 65 0 5800 1.68 1.83 0.52 31.00 1.68 1.68 6| 30 1,771 0 6000 0.80 0.94 0.34 29.33 0.80 0.80 150| 0 709 0 6200 0.46 0.20 29.41 0| 0 917 0 6400 0.20 0.20 0.10 29.33 0.20 0.20 6| 25 93 +25 6600 0.08 0.05 29.80 0| 0 158 0 6800 0.01 0.00 26.30 0| 0 243 0 7200 0.01 0.00 25.37 0| 0 12 0 7600 0.01 0.00 24.91 0| 0 34 0 8000 0.01 0.00 25.00 0| 0 0 0 8800 Total 162| 55 8,385 +25 Indicative a-t-m Vol 31.70 Underlying Price 60.020 Time to expiry: 49 Days Oct 10 14.18 0.96 43.52 0| 0 0 0 4600 12.28 0.94 41.69 0| 0 0 0 4800 8.62 0.87 37.69 0| 0 0 0 5200 5.35 0.73 34.08 0| 0 10 0 5600 3.97 0.63 32.74 0| 0 10 0 5800 2.81 0.52 31.71 0| 6 15 -2 6000 1.89 0.41 30.68 0| 0 39 0 6200 1.20 0.30 30.02 0| 70 113 +70 6400 0.73 0.21 29.48 0| 0 80 0 6600 0.40 0.13 28.86 0| 0 42 0 6800 0.10 0.04 27.62 0| 0 28 0 7200 0.03 0.02 29.00 0| 0 0 0 7600 Total 0| 76 337 +68 Indicative a-t-m Vol 32.66 Underlying Price 60.020 Time to expiry: 84 Days Nov 10 14.53 0.92 42.38 0| 0 0 0 4600 12.71 0.89 40.67 0| 0 0 0 4800 9.33 0.81 38.21 0| 0 0 0 5200 6.27 0.69 35.18 0| 0 0 0 5600 4.96 0.62 33.93 0| 0 0 0 5800 3.79 0.53 32.67 0| 0 0 0 6000 2.86 0.45 32.04 0| 0 0 0 6200 2.07 0.36 31.16 0| 0 0 0 6400 1.01 0.22 30.02 0| 1 1 +1 6800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.44 0.11 29.31 0| 0 0 0 7200 Total 0| 1 1 +1 Indicative a-t-m Vol 33.09 Underlying Price 60.020 Time to expiry: 112 Days Dec 10 44.03 1.00 71.00 0| 0 0 0 1600 40.04 1.00 72.18 0| 0 0 0 2000 38.05 1.00 70.81 0| 0 0 0 2200 36.07 1.00 68.77 0| 0 0 0 2400 32.12 0.99 63.70 0| 0 0 0 2800 28.19 0.98 58.25 0| 0 0 0 3200 24.29 0.97 52.98 0| 0 0 0 3600 20.44 0.95 48.16 0| 0 0 0 4000 16.68 0.92 43.91 0| 0 0 0 4400 13.05 0.87 39.95 0| 0 0 0 4800 9.76 0.79 37.32 0| 0 0 0 5200 6.82 0.68 34.78 0| 0 2,377 0 5600 4.20 4.45 0.54 33.09 4.20 4.20 60| 60 5,211 +26 6000 2.64 0.39 31.32 0| 0 486 0 6400 1.44 0.26 30.10 0| 0 64 0 6800 0.72 0.15 29.15 0| 0 498 0 7200 0.19 0.05 29.57 0| 0 95 0 8000 0.06 0.02 31.00 0| 0 0 0 8800 Total 60| 60 8,731 +26 Indicative a-t-m Vol 33.67 Underlying Price 60.020 Time to expiry: 203 Days Mar 11 24.71 0.95 48.00 0| 0 0 0 3600 21.06 0.92 45.14 0| 0 0 0 4000 17.55 0.88 42.33 0| 0 0 0 4400 14.21 0.82 39.48 0| 0 0 0 4800 11.17 0.75 37.29 0| 0 0 0 5200 8.44 0.66 35.25 0| 0 0 0 5600 6.12 0.56 33.68 0| 0 16 0 6000 4.25 0.45 32.12 0| 0 187 0 6400 2.82 0.34 30.96 0| 0 16 0 6800 1.81 0.25 30.21 0| 0 201 0 7200 0.66 0.11 28.81 0| 0 87 0 8000 0.31 0.06 30.00 0| 0 10 0 8800 Total 0| 0 517 0 Indicative a-t-m Vol 33.95 Underlying Price 60.020 Time to expiry: 294 Days Jun 11 36.27 0.99 51.00 0| 0 0 0 2400 28.67 0.96 46.99 0| 0 0 0 3200 25.00 0.94 44.76 0| 0 0 0 3600 21.46 0.91 42.59 0| 0 0 0 4000 18.10 0.86 40.55 0| 0 0 0 4400 14.98 0.81 38.81 0| 0 17 0 4800 12.08 0.74 36.95 0| 0 15 0 5200 9.49 0.66 35.31 0| 0 24 0 5600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.27 0.57 33.96 0| 0 40 0 6000 5.42 0.48 32.82 0| 0 59 0 6400 3.92 0.39 31.78 0| 8 26 +8 6800 2.77 0.31 31.02 0| 0 35 0 7200 1.24 0.17 29.43 0| 0 0 0 8000 0.51 0.08 28.44 0| 0 0 0 8800 0.02 0.00 28.00 0| 0 0 0 12000 Total 0| 8 216 +8 Indicative a-t-m Vol 33.50 Underlying Price 60.020 Time to expiry: 476 Days Dec 11 29.00 0.95 45.00 0| 0 0 0 3200 22.24 0.88 41.66 0| 0 0 0 4000 16.11 0.78 37.65 0| 0 0 0 4800 10.97 0.65 34.60 0| 0 1,600 0 5600 8.87 0.58 33.51 0| 0 0 0 6000 6.98 0.50 32.24 0| 0 0 0 6400 2.15 0.23 28.17 0| 0 0 0 8000 0.13 0.02 28.00 0| 0 0 0 12000 Total 0| 0 1,600 0 Indicative a-t-m Vol 33.06 Underlying Price 60.020 Time to expiry: 658 Days Jun 12 22.99 0.86 41.24 0| 0 0 0 4000 17.12 0.77 37.28 0| 0 0 0 4800 12.17 0.65 34.24 0| 0 0 0 5600 10.10 0.59 33.07 0| 0 0 0 6000 8.21 0.53 31.83 0| 0 0 0 6400 3.02 0.27 27.79 0| 0 0 0 8000 0.35 0.04 28.00 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 222| 200 19,787 +128 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 30.98 Underlying Price 60.020 Time to expiry: 21 Days Sep 10 0.01 0.00 54.00 0| 0 71 0 3600 0.01 0.00 50.31 0| 0 74 0 4000 0.01 0.00 46.19 0| 0 2,134 0 4400 0.01 -0.01 44.13 0| 2 41 0 4600 0.03 -0.01 42.12 0| 0 4,852 0 4800 0.18 -0.07 40.21 0| 0 4,098 0 5200 0.32 -0.11 37.02 0| 0 74 0 5400 0.63 0.57 -0.19 34.35 0.63 0.63 6| 0 319 0 5600 1.07 1.03 -0.32 32.09 1.07 1.07 6| 0 85 0 5800 1.82 -0.49 31.00 0| 0 213 0 6000 2.94 -0.66 29.33 0| 0 15 0 6200 4.47 -0.81 29.41 0| 0 29 0 6400 6.21 -0.90 29.33 0| 0 6 0 6600 8.09 -0.95 29.80 0| 0 0 0 6800 12.01 -1.00 26.30 0| 0 0 0 7200 16.01 -1.00 25.37 0| 0 0 0 7600 20.01 -1.00 24.91 0| 0 0 0 8000 28.01 -1.00 25.00 0| 0 0 0 8800 Total 12| 2 12,011 0 Indicative a-t-m Vol 31.70 Underlying Price 60.020 Time to expiry: 49 Days Oct 10 0.17 -0.04 43.52 0| 0 70 0 4600 0.27 -0.06 41.69 0| 0 60 0 4800 0.61 -0.14 37.69 0| 70 110 +70 5200 1.34 -0.27 34.08 0| 0 27 0 5600 1.96 -0.37 32.74 0| 0 46 0 5800 2.80 -0.48 31.71 0| 0 32 0 6000 3.88 -0.59 30.68 0| 12 19 0 6200 5.19 -0.70 30.02 0| 7 8 0 6400 6.72 -0.79 29.48 0| 0 0 0 6600 8.40 -0.87 28.86 0| 0 0 0 6800 12.10 -0.96 27.62 0| 0 0 0 7200 16.03 -0.99 29.00 0| 0 0 0 7600 Total 0| 89 372 +70 Indicative a-t-m Vol 32.66 Underlying Price 60.020 Time to expiry: 84 Days Nov 10 0.48 -0.08 42.38 0| 0 50 0 4600 0.66 -0.11 40.67 0| 0 0 0 4800 1.27 -0.19 38.21 0| 0 0 0 5200 2.21 -0.31 35.18 0| 0 0 0 5600 2.90 -0.38 33.93 0| 0 0 0 5800 3.73 -0.47 32.67 0| 0 0 0 6000 4.80 -0.55 32.04 0| 0 0 0 6200 6.01 -0.64 31.16 0| 0 0 0 6400 8.95 -0.79 30.02 0| 0 0 0 6800 12.39 -0.89 29.31 0| 0 0 0 7200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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| 0 50 0 Indicative a-t-m Vol 33.09 Underlying Price 60.020 Time to expiry: 112 Days Dec 10 0.01 0.00 71.00 0| 0 0 0 1600 0.01 0.00 72.18 0| 0 0 0 2000 0.02 0.00 70.81 0| 0 0 0 2200 0.04 0.00 68.77 0| 0 1 0 2400 0.08 -0.01 63.70 0| 0 1 0 2800 0.14 -0.02 58.25 0| 0 11 0 3200 0.22 -0.03 52.98 0| 0 226 0 3600 0.28 -0.04 45.67 0| 0 139 0 4000 0.60 -0.08 43.91 0| 0 243 0 4400 0.96 -0.13 39.95 0| 0 2,583 0 4800 1.66 -0.21 37.32 0| 0 492 0 5200 2.71 -0.32 34.78 0| 0 3,600 0 5600 4.33 -0.46 33.09 0| 60 115 +14 6000 6.52 -0.61 31.32 0| 0 90 0 6400 9.32 -0.75 30.10 0| 0 12 0 6800 12.61 -0.85 29.15 0| 0 20 0 7200 20.11 -0.96 29.57 0| 0 0 0 8000 28.01 -0.99 31.00 0| 0 0 0 8800 Total 0| 60 7,533 +14 Indicative a-t-m Vol 33.67 Underlying Price 60.020 Time to expiry: 203 Days Mar 11 0.55 -0.05 48.00 0| 0 0 0 3600 0.88 -0.08 45.14 0| 0 5 0 4000 1.35 -0.12 42.33 0| 0 22 0 4400 1.99 -0.18 39.48 0| 0 1,700 0 4800 2.93 -0.25 37.29 0| 0 60 0 5200 4.19 -0.34 35.25 0| 0 6 0 5600 6.18 5.86 -0.44 33.68 6.18 6.18 10| 0 36 0 6000 7.98 -0.55 32.12 0| 0 24 0 6400 10.55 -0.66 30.96 0| 0 0 0 6800 13.54 -0.76 30.21 0| 0 0 0 7200 20.42 -0.90 28.81 0| 0 0 0 8000 28.12 -0.96 30.00 0| 0 0 0 8800 Total 10| 0 1,853 0 Indicative a-t-m Vol 33.95 Underlying Price 60.020 Time to expiry: 294 Days Jun 11 0.15 -0.01 51.00 0| 0 2 0 2400 0.57 -0.05 46.99 0| 0 2 0 3200 0.93 -0.07 44.76 0| 0 0 0 3600 1.43 -0.11 42.59 0| 0 0 0 4000 2.12 -0.16 40.55 0| 0 0 0 4400 3.05 -0.22 38.81 0| 0 184 0 4800 4.22 -0.29 36.95 0| 0 19 0 5200 5.70 -0.37 35.31 0| 0 62 0 5600 7.55 -0.45 33.96 0| 0 91 0 6000 9.76 -0.54 32.82 0| 0 39 0 6400 Equity Options