Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 26.49 Underlying Price 77.760 Time to expiry: 18 Days Sep 10 33.77 1.00 81.00 0| 0 0 0 4400 29.77 1.00 70.20 0| 0 0 0 4800 21.78 1.00 52.69 0| 0 0 0 5600 17.79 0.99 46.04 0| 0 0 0 6000 13.86 0.97 45.12 0| 0 0 0 6400 9.93 0.95 37.45 0| 0 32 0 6800 6.18 0.86 31.80 0| 0 151 0 7200 4.46 0.78 29.53 0| 23 17 +1 7400 2.96 0.65 27.74 0| 0 2,198 0 7600 1.80 1.76 0.49 26.32 1.80 1.80 16| 35 687 +27 7800 1.05 0.90 0.32 24.90 1.05 0.93 121| 47 1,163 0 8000 0.47 0.41 0.18 24.47 0.47 0.43 71| 0 462 0 8200 0.27 0.17 0.09 24.27 0.27 0.18 31| 30 905 -30 8400 0.07 0.04 24.74 0| 0 89 0 8600 0.02 0.01 23.97 0| 6 3,274 0 8800 0.01 0.00 24.21 0| 0 472 0 9200 0.01 0.00 24.42 0| 0 170 0 9600 0.01 0.00 24.77 0| 0 89 0 10000 0.01 0.00 30.00 0| 0 0 0 12000 Total 239| 141 9,709 -2 Indicative a-t-m Vol 26.28 Underlying Price 77.760 Time to expiry: 46 Days Oct 10 14.12 0.93 37.78 0| 0 6 0 6400 10.43 0.88 34.27 0| 0 15 0 6800 6.97 0.78 30.54 0| 0 118 0 7200 5.35 5.44 0.70 29.25 5.35 5.35 17| 25 55 +25 7400 4.05 0.61 27.78 0| 21 75 -1 7600 2.81 0.51 26.08 0| 30 144 +10 7800 1.89 0.40 25.22 0| 0 242 0 8000 1.19 0.29 24.57 0| 53 1,321 +38 8200 0.71 0.20 23.93 0| 0 134 0 8400 0.51 0.41 0.13 23.81 0.51 0.46 45| 11 249 0 8600 0.25 0.08 24.08 0| 60 211 +53 8800 0.07 0.03 24.14 0| 0 58 0 9200 0.02 0.01 25.00 0| 0 54 0 9600 Total 62| 200 2,682 +125 Indicative a-t-m Vol 26.63 Underlying Price 77.760 Time to expiry: 81 Days Nov 10 14.56 0.90 35.35 0| 0 0 0 6400 11.03 0.83 32.50 0| 0 0 0 6800 7.80 0.73 29.88 0| 0 0 0 7200 6.37 0.67 28.92 0| 0 0 0 7400 5.04 0.60 27.80 0| 0 58 0 7600 3.83 0.52 26.47 0| 0 33 0 7800 2.86 0.44 25.65 0| 73 46 -23 8000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.05 2.05 0.35 24.90 2.05 2.05 4| 0 0 0 8200 1.60 1.44 0.28 24.34 1.60 1.60 2| 0 80 0 8400 0.64 0.15 23.56 0| 85 93 +25 8800 0.27 0.07 23.36 0| 0 0 0 9200 Total 6| 158 310 +2 Indicative a-t-m Vol 26.88 Underlying Price 77.760 Time to expiry: 109 Days Dec 10 45.86 1.00 61.00 0| 0 0 0 3200 37.92 0.99 53.79 0| 0 0 0 4000 30.04 0.98 46.43 0| 0 0 0 4800 28.14 0.97 46.55 0| 0 99 0 5000 22.29 0.95 39.67 0| 0 0 0 5600 18.56 0.92 37.24 0| 0 1,514 0 6000 14.93 0.87 34.54 0| 0 55 0 6400 11.36 11.50 0.81 31.90 11.36 11.36 1| 0 4,295 0 6800 9.90 0.77 30.82 0| 0 995 0 7000 8.37 0.72 29.58 0| 16 167 0 7200 5.68 0.60 27.69 0| 0 2,894 0 7600 3.49 0.46 25.85 0| 60 4,929 0 8000 1.96 0.31 24.58 0| 0 3,745 0 8400 1.01 0.19 23.67 0| 2,500 6,464 +2,500 8800 0.70 0.14 23.39 0| 60 1,762 +60 9000 0.22 0.06 23.02 0| 0 1,798 0 9600 0.12 0.03 23.68 0| 0 818 0 10000 0.01 0.00 20.20 0| 0 0 0 12000 0.01 0.00 25.00 0| 0 0 0 16000 Total 1| 2,636 29,535 +2,560 Indicative a-t-m Vol 27.19 Underlying Price 77.760 Time to expiry: 200 Days Mar 11 30.41 0.96 42.73 0| 0 0 0 4800 22.97 0.91 37.60 0| 0 30 0 5600 16.03 0.82 33.31 0| 0 50 0 6400 12.87 0.76 31.45 0| 0 30 0 6800 9.93 0.68 29.43 0| 0 86 0 7200 7.35 0.59 27.76 0| 0 76 0 7600 5.22 0.49 26.47 0| 0 378 0 8000 3.55 3.51 0.38 25.32 3.55 3.55 17| 0 635 0 8400 2.25 0.28 24.35 0| 0 189 0 8800 0.83 0.13 23.38 0| 0 66 0 9600 0.49 0.09 23.03 0| 0 46 0 10000 0.04 0.01 23.82 0| 0 80 0 12000 Total 17| 0 1,666 0 Indicative a-t-m Vol 27.33 Underlying Price 77.760 Time to expiry: 291 Days Jun 11 45.94 0.99 49.94 0| 0 0 0 3200 38.14 0.98 44.61 0| 0 0 0 4000 30.49 0.95 39.27 0| 0 0 0 4800 23.20 0.90 35.46 0| 0 10 0 5600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 19.76 0.86 33.81 0| 0 21 0 6000 16.47 0.81 32.11 0| 0 9 0 6400 10.61 0.68 28.99 0| 0 221 0 7200 8.14 0.59 27.64 0| 0 30 0 7600 6.18 0.50 26.94 0| 0 58 0 8000 4.42 0.41 25.73 0| 12 1,045 +12 8400 3.05 0.32 24.74 0| 0 64 0 8800 1.33 0.17 23.42 0| 0 79 0 9600 0.85 0.12 23.06 0| 0 67 0 10000 0.06 0.01 21.72 0| 0 52 0 12000 0.01 0.00 25.00 0| 0 0 0 16000 Total 0| 12 1,656 +12 Indicative a-t-m Vol 27.77 Underlying Price 77.760 Time to expiry: 473 Days Dec 11 46.10 0.98 49.00 0| 0 0 0 3200 38.51 0.96 43.82 0| 0 0 0 4000 31.16 0.92 39.13 0| 0 0 0 4800 29.38 0.91 38.07 0| 0 10 0 5000 24.23 0.86 35.15 0| 0 0 0 5600 20.98 0.82 33.43 0| 0 0 0 6000 17.96 0.77 31.88 0| 0 0 0 6400 13.79 0.69 29.85 0| 0 1,020 0 7000 8.20 0.52 27.17 0| 0 1,185 0 8000 4.41 0.35 25.34 0| 0 10 0 9000 2.16 0.21 24.11 0| 0 165 0 10000 0.49 0.06 23.27 0| 0 0 0 12000 0.07 0.01 26.00 0| 0 10 0 16000 Total 0| 0 2,400 0 Indicative a-t-m Vol 27.21 Underlying Price 77.760 Time to expiry: 655 Days Jun 12 46.25 0.98 48.61 0| 0 0 0 3200 38.70 0.95 42.11 0| 0 0 0 4000 31.45 0.91 37.02 0| 0 0 0 4800 24.62 0.85 32.87 0| 0 0 0 5600 21.57 0.81 31.66 0| 0 0 0 6000 18.43 0.76 29.66 0| 0 0 0 6400 13.32 0.65 27.65 0| 0 0 0 7200 9.52 0.54 27.04 0| 0 0 0 8000 6.50 6.48 0.42 26.03 6.50 6.50 50| 0 0 0 8800 0.90 0.10 23.02 0| 0 0 0 12000 0.19 0.02 25.60 0| 0 0 0 16000 Total 50| 0 0 0 Indicative a-t-m Vol 27.41 Underlying Price 77.760 Time to expiry: 844 Days Dec 12 46.50 0.97 48.40 0| 0 0 0 3200 39.23 0.93 42.51 0| 0 0 0 4000 32.05 0.89 36.62 0| 0 10 0 4800 22.60 0.79 31.53 0| 0 0 0 6000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.96 0.65 28.45 0| 0 0 0 7200 10.92 0.55 27.00 0| 0 10 0 8000 7.47 0.44 25.15 0| 0 0 0 8800 1.66 0.14 23.48 0| 0 0 0 12000 0.47 0.05 25.67 0| 0 0 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 27.84 Underlying Price 77.760 Time to expiry: 1026 Days Jun 13 32.19 0.89 35.41 0| 0 0 0 4800 23.22 0.78 31.40 0| 0 0 0 6000 15.76 0.66 28.32 0| 0 0 0 7200 12.17 0.56 27.65 0| 0 0 0 8000 8.46 0.46 25.35 0| 0 0 0 8800 2.26 0.17 23.69 0| 0 0 0 12000 0.80 0.07 26.06 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.44 Underlying Price 77.760 Time to expiry: 1208 Days Dec 13 46.92 0.95 48.33 0| 0 0 0 3200 40.24 0.91 43.67 0| 0 0 0 4000 33.54 0.87 38.19 0| 0 0 0 4800 24.88 0.77 33.27 0| 0 0 0 6000 12.82 0.57 26.71 0| 0 0 0 8000 3.11 0.21 24.00 0| 0 0 0 12000 1.36 0.10 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.66 Underlying Price 77.760 Time to expiry: 1572 Days Dec 14 34.77 0.86 38.87 0| 0 0 0 4800 26.39 0.77 33.65 0| 0 0 0 6000 14.62 0.59 26.90 0| 0 0 0 8000 4.42 0.26 24.00 0| 0 0 0 12000 2.33 0.15 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 375| 3,147 47,978 +2,697 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 26.49 Underlying Price 77.760 Time to expiry: 18 Days Sep 10 0.01 0.00 81.00 0| 0 0 0 4400 0.01 0.00 70.20 0| 0 20 0 4800 0.01 0.00 52.69 0| 0 40 0 5600 0.02 -0.01 46.04 0| 0 1,545 0 6000 0.12 0.08 -0.03 45.12 0.12 0.12 3| 0 123 0 6400 0.15 0.15 -0.05 37.45 0.15 0.15 30| 0 1,962 0 6800 0.40 -0.14 31.80 0| 18 1,695 -18 7200 0.69 -0.22 29.53 0| 0 84 0 7400 1.18 -0.35 27.74 0| 71 2,994 +54 7600 1.98 -0.51 26.32 0| 0 171 0 7800 3.12 3.12 -0.68 24.90 3.12 3.12 29| 98 704 -17 8000 4.64 -0.82 24.47 0| 0 774 0 8200 6.39 -0.92 24.27 0| 0 73 0 8400 8.30 -0.96 24.74 0| 0 5 0 8600 10.25 -0.99 23.97 0| 0 94 0 8800 14.24 -1.00 24.21 0| 0 9 0 9200 18.24 -1.00 24.42 0| 0 0 0 9600 22.24 -1.00 24.77 0| 0 0 0 10000 42.24 -1.00 30.00 0| 0 0 0 12000 Total 62| 187 10,293 +19 Indicative a-t-m Vol 26.28 Underlying Price 77.760 Time to expiry: 46 Days Oct 10 0.32 -0.07 37.78 0| 0 33 0 6400 0.62 -0.12 34.27 0| 84 154 +64 6800 1.16 -0.22 30.54 0| 21 91 +21 7200 1.63 -0.30 29.25 0| 1 14 +1 7400 2.24 -0.39 27.78 0| 10 82 0 7600 2.71 3.00 -0.49 26.08 2.71 2.71 17| 0 136 0 7800 4.08 -0.60 25.22 0| 0 62 0 8000 5.38 -0.71 24.57 0| 0 60 0 8200 6.90 -0.80 23.93 0| 0 17 0 8400 8.61 -0.87 23.81 0| 0 93 0 8600 10.45 -0.92 24.08 0| 0 43 0 8800 14.28 -0.97 24.14 0| 0 4 0 9200 18.24 -0.99 25.00 0| 0 0 0 9600 Total 17| 116 789 +86 Indicative a-t-m Vol 26.63 Underlying Price 77.760 Time to expiry: 81 Days Nov 10 0.70 -0.10 35.35 0| 13 91 +13 6400 1.17 -0.17 32.50 0| 15 23 -15 6800 1.93 -0.27 29.88 0| 62 15 -62 7200 2.50 -0.33 28.92 0| 15 75 0 7400 3.17 -0.40 27.80 0| 0 77 0 7600 3.96 -0.48 26.47 0| 0 0 0 7800 4.98 -0.57 25.65 0| 0 43 0 8000 6.18 -0.65 24.90 0| 0 0 0 8200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.57 -0.73 24.34 0| 0 0 0 8400 10.78 -0.85 23.56 0| 0 0 0 8800 14.42 -0.93 23.36 0| 0 0 0 9200 Total 0| 105 324 -64 Indicative a-t-m Vol 26.88 Underlying Price 77.760 Time to expiry: 109 Days Dec 10 0.02 0.00 61.00 0| 0 440 0 3200 0.07 -0.01 53.79 0| 0 215 0 4000 0.17 -0.02 46.43 0| 0 161 0 4800 0.27 -0.03 46.55 0| 0 203 0 5000 0.41 -0.05 39.67 0| 0 228 0 5600 0.65 0.67 -0.08 37.24 0.65 0.65 1| 0 3,032 0 6000 1.04 -0.13 34.54 0| 17 2,108 -17 6400 1.60 -0.19 31.90 0| 2,600 4,820 +470 6800 1.99 -0.24 30.82 0| 0 2,770 0 7000 2.47 -0.29 29.58 0| 0 1,755 0 7200 3.79 -0.41 27.69 0| 5 6,571 0 7600 5.60 -0.55 25.85 0| 0 3,842 0 8000 8.07 -0.69 24.58 0| 0 114 0 8400 11.12 -0.81 23.67 0| 0 21 0 8800 12.82 -0.86 23.39 0| 0 530 0 9000 18.35 -0.95 23.02 0| 0 134 0 9600 22.27 -0.98 23.68 0| 0 0 0 10000 42.24 -1.00 20.20 0| 0 0 0 12000 82.24 -1.00 25.00 0| 0 0 0 16000 Total 1| 2,622 26,944 +453 Indicative a-t-m Vol 27.19 Underlying Price 77.760 Time to expiry: 200 Days Mar 11 0.53 -0.05 42.73 0| 0 241 0 4800 1.05 -0.09 37.60 0| 0 229 0 5600 2.09 -0.18 33.31 0| 0 146 0 6400 2.92 -0.24 31.45 0| 0 165 0 6800 3.97 -0.32 29.43 0| 0 1,110 0 7200 5.39 -0.41 27.76 0| 0 150 0 7600 7.30 7.24 -0.51 26.47 7.30 7.30 3| 0 336 0 8000 9.53 -0.62 25.32 0| 0 138 0 8400 12.27 -0.72 24.35 0| 0 134 0 8800 18.85 -0.87 23.38 0| 0 30 0 9600 22.51 -0.92 23.03 0| 0 15 0 10000 42.24 -1.00 23.82 0| 0 0 0 12000 Total 3| 0 2,694 0 Indicative a-t-m Vol 27.33 Underlying Price 77.760 Time to expiry: 291 Days Jun 11 0.21 -0.01 49.94 0| 0 0 0 3200 0.46 -0.03 44.61 0| 0 10 0 4000 0.90 -0.07 39.27 0| 0 81 0 4800 1.75 -0.13 35.46 0| 0 184 0 5600 2.40 -0.17 33.81 0| 0 130 0 6000 3.21 -0.22 32.11 0| 0 82 0 6400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.63 5.54 -0.36 28.99 5.63 5.63 12| 11 1,101 0 7200 7.17 -0.44 27.64 0| 0 100 0 7600 9.29 -0.53 26.94 0| 0 162 0 8000 11.60 -0.62 25.73 0| 0 145 0 8400 14.28 -0.70 24.74 0| 0 107 0 8800 20.62 -0.84 23.42 0| 0 0 0 9600 24.15 -0.89 23.06 0| 0 0 0 10000 43.27 -0.99 21.72 0| 0 153 0 12000 82.92 -1.00 25.00 0| 0 0 0 16000 Total 12| 11 2,255 0 Indicative a-t-m Vol 27.77 Underlying Price 77.760 Time to expiry: 473 Days Dec 11 0.65 -0.03 49.00 0| 0 0 0 3200 1.19 -0.06 43.82 0| 0 10 0 4000 1.94 -0.10 39.13 0| 0 175 0 4800 2.19 -0.11 38.07 0| 0 275 0 5000 3.10 -0.16 35.15 0| 0 76 0 5600 3.88 -0.20 33.43 0| 0 0 0 6000 4.87 -0.25 31.88 0| 0 10 0 6400 6.72 -0.33 29.85 0| 0 802 0 7000 11.12 -0.49 27.17 0| 0 1,225 0 8000 17.31 -0.66 25.34 0| 0 0 0 9000 25.08 -0.81 24.11 0| 0 0 0 10000 43.43 -0.95 23.27 0| 0 0 0 12000 82.80 -0.99 26.00 0| 0 0 0 16000 Total 0| 0 2,573 0 Indicative a-t-m Vol 27.21 Underlying Price 77.760 Time to expiry: 655 Days Jun 12 1.31 -0.05 48.61 0| 0 0 0 3200 1.90 -0.08 42.11 0| 0 0 0 4000 2.77 -0.12 37.02 0| 0 0 0 4800 4.02 -0.18 32.87 0| 0 0 0 5600 5.04 -0.22 31.66 0| 0 0 0 6000 5.90 -0.26 29.66 0| 0 0 0 6400 8.84 -0.37 27.65 0| 0 0 0 7200 13.04 -0.49 27.04 0| 0 0 0 8000 17.98 -0.60 26.03 0| 0 0 0 8800 43.97 -0.91 23.02 0| 0 0 0 12000 82.75 -0.98 25.60 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.41 Underlying Price 77.760 Time to expiry: 844 Days Dec 12 1.96 -0.06 48.40 0| 0 0 0 3200 2.78 -0.09 42.51 0| 0 0 0 4000 3.58 -0.13 36.62 0| 0 13 0 4800 6.08 -0.23 31.53 0| 0 10 0 6000 10.32 -0.36 28.45 0| 0 0 0 7200 14.17 -0.47 27.00 0| 0 0 0 8000 18.59 -0.58 25.15 0| 0 0 0 8800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 8 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 44.25 -0.87 23.48 0| 0 0 0 12000 82.67 -0.97 25.67 0| 0 0 0 16000 Total 0| 0 23 0 Indicative a-t-m Vol 27.84 Underlying Price 77.760 Time to expiry: 1026 Days Jun 13 4.27 -0.14 35.41 0| 0 0 0 4800 7.24 -0.24 31.40 0| 0 0 0 6000 11.56 -0.37 28.32 0| 0 0 0 7200 15.81 -0.46 27.65 0| 0 0 0 8000 19.91 -0.56 25.35 0| 0 0 0 8800 44.71 -0.84 23.69 0| 0 0 0 12000 82.70 -0.96 26.06 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.44 Underlying Price 77.760 Time to expiry: 1208 Days Dec 13 3.31 -0.08 48.33 0| 0 0 0 3200 4.68 -0.11 43.67 0| 0 0 0 4000 5.80 -0.15 38.19 0| 0 0 0 4800 8.84 -0.24 33.27 0| 0 0 0 6000 16.10 -0.45 26.71 0| 0 0 0 8000 45.00 -0.81 24.00 0| 0 0 0 12000 82.74 -0.95 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.66 Underlying Price 77.760 Time to expiry: 1572 Days Dec 14 7.61 -0.16 38.87 0| 0 0 0 4800 10.63 -0.24 33.65 0| 0 0 0 6000 17.69 -0.43 26.90 0| 0 0 0 8000 45.37 -0.77 24.00 0| 0 0 0 12000 82.60 -0.93 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 95| 3,041 45,895 +494 Grand Total 470| 6,188 93,873 +3,191 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 26.49 Underlying Price 77.760 Time to expiry: 18 Days Sep 10 45.77 1.00 130.47 0| 0 0 0 3200 37.77 1.00 95.07 0| 0 0 0 4000 32.77 1.00 78.53 0| 0 0 0 4500 29.77 1.00 70.20 0| 0 0 0 4800 27.78 1.00 65.23 0| 0 0 0 5000 22.78 1.00 54.55 0| 0 0 0 5500 17.79 0.99 46.04 0| 0 33 0 6000 12.83 0.98 39.34 0| 0 0 0 6500 9.93 0.95 37.45 0| 0 0 0 6800 8.01 0.92 34.15 0| 0 0 0 7000 6.18 0.86 31.80 0| 0 1,291 0 7200 4.46 0.78 29.53 0| 0 0 0 7400 3.78 0.71 30.26 0| 0 900 0 7500 2.96 0.65 27.74 0| 0 0 0 7600 1.76 0.49 26.32 0| 0 30 0 7800 0.90 0.32 24.90 0| 0 1,426 0 8000 0.41 0.18 24.47 0| 0 107 0 8200 0.17 0.09 24.27 0| 0 0 0 8400 0.13 0.07 25.65 0| 0 1,617 0 8500 0.07 0.04 24.74 0| 0 0 0 8600 0.02 0.01 23.97 0| 0 200 0 8800 0.01 0.00 24.66 0| 0 132 0 9000 0.01 0.00 24.21 0| 0 0 0 9200 0.01 0.00 24.40 0| 0 0 0 9500 0.01 0.00 24.77 0| 0 2 0 10000 0.01 0.00 30.00 0| 0 0 0 12000 Total 0| 0 5,738 0 Indicative a-t-m Vol 27.26 Underlying Price 77.760 Time to expiry: 200 Days Mar 11 45.72 1.00 48.93 0| 0 0 0 3200 37.93 0.98 47.19 0| 0 10 0 4000 33.13 0.97 44.52 0| 0 0 0 4500 30.29 0.95 42.73 0| 0 0 0 4800 28.40 0.95 41.46 0| 0 0 0 5000 23.77 0.92 38.35 0| 0 10 0 5500 19.31 0.87 35.40 0| 0 10 0 6000 15.11 0.81 32.70 0| 0 10 0 6500 12.79 0.76 31.45 0| 0 0 0 6800 11.26 0.72 30.31 0| 0 0 0 7000 9.86 0.68 29.43 0| 0 0 0 7200 7.91 0.61 28.25 0| 0 120 0 7500 5.17 0.49 26.47 0| 0 20 0 8000 3.15 0.35 25.15 0| 0 300 0 8500 2.23 0.28 24.35 0| 0 20 0 8800 1.77 0.24 24.10 0| 0 10 0 9000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.93 0.14 23.36 0| 0 125 0 9500 0.48 0.08 23.03 0| 0 10 0 10000 0.04 0.01 23.82 0| 0 0 0 12000 0.02 0.00 28.36 0| 0 10 0 14000 Total 0| 0 655 0 Indicative a-t-m Vol 27.96 Underlying Price 77.760 Time to expiry: 382 Days Sep 11 44.60 0.98 46.39 0| 0 0 0 3200 37.08 0.96 42.16 0| 0 0 0 4000 29.93 0.92 39.22 0| 0 0 0 4800 28.15 0.90 38.07 0| 0 0 0 5000 23.08 0.85 35.52 0| 0 0 0 5600 19.91 0.81 33.99 0| 0 0 0 6000 16.96 0.76 32.71 0| 0 10 0 6400 12.81 0.68 30.54 0| 0 10 0 7000 7.12 0.50 27.22 0| 0 0 0 8000 3.32 0.31 24.52 0| 0 1 0 9000 1.39 0.16 23.22 0| 0 0 0 10000 0.16 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 27.76 Underlying Price 77.760 Time to expiry: 564 Days Mar 12 45.32 0.97 46.71 0| 0 0 0 3200 38.12 0.94 42.55 0| 0 10 0 4000 31.30 0.89 39.03 0| 0 0 0 4800 29.58 0.88 37.75 0| 0 0 0 5000 24.82 0.83 35.51 0| 0 0 0 5600 21.71 0.79 33.75 0| 0 0 0 6000 18.86 0.75 32.47 0| 0 0 0 6400 14.84 0.68 30.39 0| 0 0 0 7000 9.09 0.53 27.00 0| 0 0 0 8000 5.17 0.37 25.08 0| 0 0 0 9000 2.57 0.23 23.28 0| 0 0 0 10000 0.46 0.06 20.93 0| 0 0 0 12000 0.11 0.02 21.15 0| 0 0 0 14000 0.02 0.00 21.26 0| 0 10 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 27.51 Underlying Price 77.760 Time to expiry: 753 Days Sep 12 44.60 0.95 46.89 0| 0 0 0 3200 37.75 0.91 42.58 0| 0 10 0 4000 31.22 0.87 38.74 0| 0 0 0 4800 22.20 0.77 33.79 0| 0 0 0 6000 19.48 0.73 32.36 0| 0 0 0 6400 14.18 0.64 28.96 0| 0 0 0 7200 9.98 0.53 26.94 0| 0 0 0 8000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.66 0.42 25.06 0| 0 0 0 8800 0.79 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 27.37 Underlying Price 77.760 Time to expiry: 928 Days Mar 13 45.47 0.94 46.81 0| 0 0 0 3200 38.91 0.90 42.67 0| 0 0 0 4000 32.55 0.86 38.68 0| 0 0 0 4800 23.72 0.77 33.80 0| 0 0 0 6000 15.66 0.65 28.72 0| 0 0 0 7200 11.50 0.55 26.85 0| 0 0 0 8000 7.89 0.45 24.74 0| 0 0 0 8800 1.22 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 27.83 Underlying Price 77.760 Time to expiry: 1117 Days Sep 13 44.85 0.93 47.10 0| 0 0 0 3200 38.44 0.89 42.37 0| 0 0 0 4000 32.41 0.85 38.68 0| 0 0 0 4800 23.75 0.76 33.12 0| 0 0 0 6000 12.23 0.55 27.16 0| 0 0 0 8000 1.61 0.14 20.64 0| 0 0 0 12000 0.31 0.03 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.72 Underlying Price 77.760 Time to expiry: 1299 Days Mar 14 45.88 0.92 47.42 0| 0 0 0 3200 39.60 0.89 42.41 0| 0 0 0 4000 33.67 0.85 38.58 0| 0 0 0 4800 25.19 0.76 33.17 0| 0 0 0 6000 13.58 0.57 27.03 0| 0 0 0 8000 2.23 0.17 20.60 0| 0 0 0 12000 0.50 0.05 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.08 Underlying Price 77.760 Time to expiry: 1481 Days Sep 14 39.16 0.88 42.51 0| 0 0 0 4000 33.36 0.84 38.36 0| 0 0 0 4800 25.19 0.76 33.20 0| 0 0 0 6000 14.15 0.58 27.43 0| 0 0 0 8000 2.48 0.19 20.40 0| 0 0 0 12000 0.64 0.06 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.29 Underlying Price 77.760 Time to expiry: 1663 Days Mar 15 34.55 0.84 38.38 0| 0 0 0 4800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 26.58 0.76 33.41 0| 0 0 0 6000 15.57 0.60 27.64 0| 0 0 0 8000 3.11 0.21 20.40 0| 0 0 0 12000 0.93 0.08 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 6,444 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 26.49 Underlying Price 77.760 Time to expiry: 18 Days Sep 10 0.01 0.00 130.47 0| 0 0 0 3200 0.01 0.00 95.07 0| 0 0 0 4000 0.01 0.00 78.53 0| 0 0 0 4500 0.01 0.00 70.20 0| 0 10 0 4800 0.01 0.00 65.23 0| 0 0 0 5000 0.01 0.00 54.55 0| 0 270 0 5500 0.02 -0.01 46.04 0| 0 1,326 0 6000 0.05 -0.02 39.34 0| 0 2,471 0 6500 0.15 -0.05 37.45 0| 0 4 0 6800 0.23 -0.08 34.15 0| 0 2,320 0 7000 0.40 -0.14 31.80 0| 0 50 0 7200 0.69 -0.22 29.53 0| 0 0 0 7400 1.00 -0.29 30.26 0| 0 3,457 0 7500 1.18 -0.35 27.74 0| 0 20 0 7600 1.98 -0.51 26.32 0| 0 0 0 7800 3.12 -0.68 24.90 0| 0 650 0 8000 4.63 -0.82 24.47 0| 0 0 0 8200 6.39 -0.91 24.27 0| 0 0 0 8400 7.35 -0.93 25.65 0| 0 0 0 8500 8.29 -0.96 24.74 0| 0 0 0 8600 10.24 -0.99 23.97 0| 0 0 0 8800 12.23 -1.00 24.66 0| 0 0 0 9000 14.22 -1.00 24.21 0| 0 0 0 9200 17.22 -1.00 24.40 0| 0 0 0 9500 22.22 -1.00 24.77 0| 0 0 0 10000 42.21 -1.00 30.00 0| 0 0 0 12000 Total 0| 0 10,578 0 Indicative a-t-m Vol 27.26 Underlying Price 77.760 Time to expiry: 200 Days Mar 11 0.04 0.00 48.93 0| 0 800 0 3200 0.21 -0.02 47.19 0| 0 2,443 0 4000 0.38 -0.03 44.52 0| 0 635 0 4500 0.53 -0.05 42.73 0| 0 400 0 4800 0.63 -0.05 41.46 0| 0 400 0 5000 0.97 -0.08 38.35 0| 0 687 0 5500 1.49 -0.13 35.40 0| 0 18 0 6000 2.26 -0.19 32.70 0| 0 10 0 6500 2.92 -0.24 31.45 0| 0 100 0 6800 3.39 -0.28 30.31 0| 0 160 0 7000 3.97 -0.32 29.43 0| 0 900 0 7200 5.01 -0.39 28.25 0| 0 75 0 7500 7.24 -0.51 26.47 0| 0 318 0 8000 10.20 -0.65 25.15 0| 0 10 0 8500 12.26 -0.72 24.35 0| 0 0 0 8800 13.79 -0.76 24.10 0| 0 10 0 9000 17.92 -0.86 23.36 0| 0 0 0 9500 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.45 -0.92 23.03 0| 0 10 0 10000 41.90 -0.99 23.82 0| 0 0 0 12000 61.78 -1.00 28.36 0| 0 0 0 14000 Total 0| 0 6,976 0 Indicative a-t-m Vol 27.96 Underlying Price 77.760 Time to expiry: 382 Days Sep 11 0.28 -0.02 46.39 0| 0 0 0 3200 0.66 -0.04 42.16 0| 0 0 0 4000 1.42 -0.08 39.22 0| 0 0 0 4800 1.62 -0.10 38.07 0| 0 0 0 5000 2.47 -0.15 35.52 0| 0 0 0 5600 3.26 -0.19 33.99 0| 0 1,040 0 6000 4.25 -0.24 32.71 0| 0 10 0 6400 6.04 -0.32 30.54 0| 0 510 0 7000 10.22 -0.50 27.22 0| 0 0 0 8000 16.30 -0.69 24.52 0| 0 0 0 9000 24.24 -0.84 23.22 0| 0 0 0 10000 42.78 -0.97 21.47 0| 0 0 0 12000 62.39 -1.00 21.26 0| 0 0 0 14000 82.13 -1.00 20.80 0| 0 10 0 16000 Total 0| 0 1,570 0 Indicative a-t-m Vol 27.76 Underlying Price 77.760 Time to expiry: 564 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 2.45 -0.11 39.03 0| 0 0 0 4800 2.68 -0.12 37.75 0| 0 10 0 5000 3.82 -0.17 35.51 0| 0 0 0 5600 4.63 -0.21 33.75 0| 0 0 0 6000 5.70 -0.25 32.47 0| 0 0 0 6400 7.56 -0.32 30.39 0| 0 0 0 7000 11.62 -0.47 27.00 0| 0 0 0 8000 17.51 -0.63 25.08 0| 0 0 0 9000 24.71 -0.77 23.28 0| 0 0 0 10000 42.22 -0.94 20.93 0| 0 0 0 12000 61.48 -0.98 21.15 0| 0 0 0 14000 81.00 -1.00 21.26 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 27.51 Underlying Price 77.760 Time to expiry: 753 Days Sep 12 1.44 -0.05 46.89 0| 0 0 0 3200 2.36 -0.09 42.58 0| 0 10 0 4000 3.61 -0.13 38.74 0| 0 0 0 4800 6.25 -0.23 33.79 0| 0 240 0 6000 7.42 -0.27 32.36 0| 0 0 0 6400 9.89 -0.36 28.96 0| 0 300 0 7200 13.48 -0.47 26.94 0| 0 0 0 8000 17.93 -0.58 25.06 0| 0 0 0 8800 43.16 -0.91 20.90 0| 0 0 0 12000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 81.35 -0.99 21.70 0| 0 0 0 16000 Total 0| 0 550 0 Indicative a-t-m Vol 27.37 Underlying Price 77.760 Time to expiry: 928 Days Mar 13 2.01 -0.06 46.81 0| 0 0 0 3200 3.14 -0.10 42.67 0| 0 0 0 4000 4.48 -0.14 38.68 0| 0 0 0 4800 7.20 -0.23 33.80 0| 0 0 0 6000 10.70 -0.35 28.72 0| 0 0 0 7200 14.23 -0.45 26.85 0| 0 0 0 8000 18.32 -0.55 24.74 0| 0 0 0 8800 42.45 -0.88 20.46 0| 0 0 0 12000 79.93 -0.98 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.83 Underlying Price 77.760 Time to expiry: 1117 Days Sep 13 2.73 -0.07 47.10 0| 0 0 0 3200 3.93 -0.11 42.37 0| 0 0 0 4000 5.52 -0.15 38.68 0| 0 0 0 4800 8.28 -0.24 33.12 0| 0 0 0 6000 15.78 -0.45 27.16 0| 0 0 0 8000 43.20 -0.86 20.64 0| 0 0 0 12000 79.95 -0.97 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.72 Underlying Price 77.760 Time to expiry: 1299 Days Mar 14 3.38 -0.08 47.42 0| 0 0 0 3200 4.62 -0.11 42.41 0| 0 0 0 4000 6.20 -0.15 38.58 0| 0 0 0 4800 9.00 -0.24 33.17 0| 0 0 0 6000 16.18 -0.43 27.03 0| 0 0 0 8000 42.41 -0.83 20.60 0| 0 0 0 12000 78.26 -0.95 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.08 Underlying Price 77.760 Time to expiry: 1481 Days Sep 14 5.43 -0.12 42.51 0| 0 0 0 4000 7.04 -0.16 38.36 0| 0 0 0 4800 10.00 -0.24 33.20 0| 0 0 0 6000 17.49 -0.42 27.43 0| 0 0 0 8000 42.89 -0.81 20.40 0| 0 0 0 12000 78.11 -0.94 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.29 Underlying Price 77.760 Time to expiry: 1663 Days Mar 15 7.57 -0.16 38.38 0| 0 0 0 4800 10.55 -0.24 33.41 0| 0 0 0 6000 17.80 -0.40 27.64 0| 0 0 0 8000 41.86 -0.79 20.40 0| 0 0 0 12000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 76.20 -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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 36.72 Underlying Price 36.360 Time to expiry: 18 Days Sep 10 6.44 0.96 51.00 0| 0 0 0 3000 4.53 0.91 44.00 0| 0 2 0 3200 2.79 0.78 39.81 0| 0 0 0 3400 2.03 0.69 37.62 0| 10 10 +10 3500 1.41 0.56 37.00 0| 0 0 0 3600 0.92 0.43 36.23 0| 0 206 0 3700 0.55 0.54 0.30 34.80 0.56 0.55 83| 0 16 0 3800 0.27 0.19 33.00 0| 30 839 +28 3900 0.13 0.10 31.98 0| 2 563 +2 4000 0.05 0.05 31.45 0| 0 40 0 4100 0.10 0.02 0.02 31.17 0.10 0.10 5| 0 6,020 0 4200 0.01 0.01 31.02 0| 0 52 0 4300 0.01 0.00 30.12 0| 300 122 -206 4400 0.01 0.00 30.98 0| 0 710 0 4500 0.01 0.00 31.50 0| 0 1,863 0 4600 0.01 0.00 32.00 0| 0 267 0 4700 0.01 0.00 33.08 0| 0 7,017 0 4800 0.01 0.00 33.90 0| 0 71 0 4900 0.01 0.00 34.76 0| 0 22 0 5000 0.01 0.00 36.36 0| 0 1,253 0 5200 0.01 0.00 37.59 0| 0 2 0 5400 0.01 0.00 39.80 0| 163 418 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 47.00 0| 0 0 0 9600 Total 88| 505 20,952 -166 Indicative a-t-m Vol 36.54 Underlying Price 36.360 Time to expiry: 46 Days Oct 10 6.68 0.90 45.08 0| 0 0 0 3000 4.93 0.83 41.42 0| 0 0 0 3200 3.39 0.71 39.12 0| 0 0 0 3400 2.72 0.64 38.16 0| 0 0 0 3500 2.11 0.56 36.93 0| 0 0 0 3600 1.59 0.47 35.84 0| 0 0 0 3700 1.17 0.39 35.17 0| 0 3,000 0 3800 0.86 0.31 35.02 0| 1,104 2,575 +1,104 3900 0.60 0.60 0.24 34.56 0.63 0.60 132| 0 15 0 4000 0.43 0.18 34.71 0| 2 114 +2 4100 0.29 0.13 34.39 0| 0 3,014 0 4200 0.19 0.10 34.05 0| 0 5 0 4300 0.13 0.07 34.18 0| 0 11 0 4400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 34.32 0| 0 3 0 4500 0.06 0.04 35.23 0| 0 25 0 4600 0.03 0.02 36.02 0| 0 32 0 4800 0.01 0.01 39.34 0| 0 0 0 5200 Total 132| 1,106 8,794 +1,106 Indicative a-t-m Vol 37.62 Underlying Price 36.360 Time to expiry: 81 Days Nov 10 7.10 0.85 44.82 0| 0 0 0 3000 5.47 0.77 42.07 0| 0 0 0 3200 4.02 0.68 39.74 0| 0 0 0 3400 3.39 0.62 39.04 0| 0 0 0 3500 2.81 0.56 37.96 0| 0 0 0 3600 2.29 0.50 37.01 0| 0 121 0 3700 2.00 1.81 0.44 35.96 2.00 2.00 9| 0 0 0 3800 1.43 0.37 35.40 0| 0 0 0 3900 1.14 0.32 35.21 0| 0 0 0 4000 0.65 0.21 34.02 0| 0 20 0 4200 0.36 0.13 33.55 0| 0 0 0 4400 Total 9| 0 141 0 Indicative a-t-m Vol 37.47 Underlying Price 36.360 Time to expiry: 109 Days Dec 10 19.08 0.99 64.00 0| 0 0 0 1738 15.69 0.97 56.97 0| 5 5 +5 2085 12.69 0.95 52.14 0| 0 0 0 2400 9.24 0.88 46.72 0| 0 0 0 2780 6.33 0.78 41.89 0| 0 0 0 3128 3.94 0.63 38.94 0| 0 0 0 3475 3.22 0.57 37.81 0| 0 11 0 3600 2.10 2.11 0.44 35.70 2.10 2.10 10| 12 15 0 3823 1.47 0.35 34.72 0| 0 592 0 4000 0.99 0.26 33.81 0| 3 65 0 4170 0.57 0.17 33.14 0| 0 3,648 0 4400 0.30 0.11 31.73 0| 0 229 0 4600 0.13 0.05 30.79 0| 0 2,604 0 4865 0.03 0.02 29.38 0| 0 7,306 0 5213 0.01 0.00 28.47 0| 0 5,562 0 5560 0.01 0.00 28.39 0| 0 1,062 0 5600 0.01 0.00 27.66 0| 0 3,007 0 6000 0.01 0.00 27.55 0| 0 1,312 0 6081 0.01 0.00 27.21 0| 0 1,100 0 6400 0.01 0.00 26.97 0| 0 6,702 0 6950 0.01 0.00 27.31 0| 0 1 0 7819 0.01 0.00 27.48 0| 0 522 0 8000 0.01 0.00 27.87 0| 0 0 0 8340 0.01 0.00 28.37 0| 0 2 0 8688 0.01 0.00 32.00 0| 0 0 0 10425 Total 10| 20 33,745 +5 Indicative a-t-m Vol 36.73 Underlying Price 36.360 Time to expiry: 200 Days Mar 11 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 19 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.05 0.92 47.51 0| 0 0 0 2400 9.67 0.84 43.79 0| 0 0 0 2800 6.64 0.73 39.90 0| 0 12 0 3200 5.33 0.66 38.25 0| 0 0 0 3400 4.18 0.58 36.88 0| 0 0 0 3600 3.24 0.50 36.09 0| 0 10 0 3800 2.50 2.41 0.41 34.86 2.50 2.50 1| 0 27 0 4000 1.76 0.33 34.00 0| 0 36 0 4200 1.25 0.26 33.15 0| 0 59 0 4400 0.86 0.20 32.40 0| 0 102 0 4600 0.59 0.15 31.88 0| 0 49 0 4800 0.26 0.08 30.93 0| 0 26 0 5200 0.11 0.04 30.24 0| 0 760 0 5600 0.04 0.02 29.81 0| 0 5 0 6000 0.02 0.01 29.63 0| 0 3 0 6400 0.01 0.00 29.85 0| 0 0 0 7200 0.01 0.00 30.69 0| 0 0 0 8000 0.01 0.00 32.00 0| 0 0 0 8800 Total 1| 0 1,089 0 Indicative a-t-m Vol 36.92 Underlying Price 36.360 Time to expiry: 291 Days Jun 11 19.36 0.97 55.00 0| 0 0 0 1738 16.15 0.94 49.94 0| 0 0 0 2085 13.37 0.89 46.17 0| 0 0 0 2400 10.25 0.82 42.20 0| 0 0 0 2780 7.72 0.73 39.61 0| 0 0 0 3128 5.53 0.63 36.97 0| 0 0 0 3475 4.95 0.58 37.11 0| 50 140 +50 3600 3.88 0.51 35.94 0| 0 0 0 3823 3.15 0.45 34.98 0| 0 11 0 4000 2.53 0.39 34.12 0| 0 0 0 4170 1.85 0.31 33.07 0| 0 20 0 4400 1.38 0.25 32.38 0| 0 0 0 4600 0.91 0.19 31.42 0| 0 0 0 4865 0.54 0.52 0.12 30.63 0.54 0.54 5| 0 25 0 5213 0.29 0.07 30.07 0| 0 29 0 5560 0.09 0.03 29.56 0| 0 1,183 0 6255 0.03 0.01 29.42 0| 0 0 0 6950 0.01 0.00 29.68 0| 0 0 0 7645 0.01 0.00 29.95 0| 0 0 0 8000 0.01 0.00 30.28 0| 0 0 0 8340 0.01 0.00 30.69 0| 0 0 0 8688 0.01 0.00 37.00 0| 0 0 0 12000 Total 5| 50 1,408 +50 Indicative a-t-m Vol 38.78 Underlying Price 36.360 Time to expiry: 473 Days Dec 11 19.43 0.96 57.00 0| 0 0 0 1738 16.39 0.92 53.54 0| 0 0 0 2085 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 20 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.78 0.88 50.06 0| 0 0 0 2400 10.79 0.80 45.43 0| 0 0 0 2780 8.41 0.72 42.41 0| 0 0 0 3128 6.27 0.62 39.26 0| 0 0 0 3475 4.73 0.52 38.22 0| 0 1,500 0 3823 3.68 0.46 35.20 0| 0 1,000 0 4000 2.84 0.40 32.73 0| 0 0 0 4170 2.28 0.34 32.67 0| 0 25 0 4400 1.74 0.28 31.56 0| 0 500 0 4600 1.30 0.23 30.57 0| 0 0 0 4800 0.70 0.14 28.83 0| 0 2,110 0 5213 0.36 0.08 27.56 0| 0 750 0 5600 0.18 0.05 26.57 0| 0 204 0 6000 0.09 0.03 25.89 0| 0 0 0 6400 0.03 0.01 25.38 0| 0 0 0 6950 0.01 0.00 25.47 0| 0 0 0 7819 0.01 0.00 26.47 0| 0 0 0 8688 0.01 0.00 36.00 0| 0 0 0 12000 Total 0| 0 6,089 0 Indicative a-t-m Vol 36.68 Underlying Price 36.360 Time to expiry: 655 Days Jun 12 13.85 0.87 44.87 0| 0 0 0 2400 8.38 0.69 38.93 0| 0 0 0 3200 6.28 0.59 36.83 0| 0 0 0 3600 4.60 0.49 35.15 0| 0 0 0 4000 3.23 0.39 33.41 0| 0 0 0 4400 2.11 0.29 31.31 0| 0 0 0 4800 0.97 0.16 29.79 0| 0 0 0 5600 0.65 0.12 29.32 0| 0 0 0 6000 0.43 0.08 28.86 0| 0 0 0 6400 0.13 0.03 29.62 0| 0 0 0 8000 0.09 0.02 39.09 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.54 Underlying Price 36.360 Time to expiry: 844 Days Dec 12 16.95 0.94 47.73 0| 0 0 0 2000 13.86 0.87 46.39 0| 0 0 0 2400 8.45 0.69 39.50 0| 0 0 0 3200 6.31 0.59 36.68 0| 0 0 0 3600 4.71 0.49 35.09 0| 0 0 0 4000 3.34 0.39 33.06 0| 0 0 0 4400 2.38 0.31 31.84 0| 0 0 0 4800 1.08 0.17 29.40 0| 0 0 0 5600 0.76 0.13 29.04 0| 0 0 0 6000 0.57 0.10 29.07 0| 0 0 0 6400 0.20 0.04 29.70 0| 0 0 0 8000 0.19 0.03 39.64 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 36.44 Underlying Price 36.360 Time to expiry: 1026 Days Jun 13 13.89 0.86 43.65 0| 0 0 0 2400 8.55 0.69 36.92 0| 0 0 0 3200 6.93 0.59 36.67 0| 0 0 0 3600 5.16 0.50 34.12 0| 0 0 0 4000 3.98 0.42 33.15 0| 0 0 0 4400 2.87 0.34 31.40 0| 0 0 0 4800 1.14 0.17 29.09 0| 0 0 0 6000 0.39 0.07 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.76 Underlying Price 36.360 Time to expiry: 1208 Days Dec 13 16.95 0.95 49.20 0| 0 0 0 2000 13.89 0.87 46.75 0| 0 0 0 2400 8.62 0.69 38.86 0| 0 0 0 3200 5.18 0.51 35.00 0| 0 0 0 4000 2.88 0.34 31.86 0| 0 0 0 4800 1.13 0.17 29.10 0| 0 0 0 6000 0.54 0.09 31.39 0| 0 0 0 8000 0.36 0.05 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 37.33 Underlying Price 36.360 Time to expiry: 1572 Days Dec 14 13.89 0.88 50.04 0| 0 0 0 2400 8.65 0.70 40.13 0| 0 0 0 3200 5.20 0.51 35.00 0| 0 0 0 4000 2.95 0.35 31.46 0| 0 0 0 4800 1.33 0.19 29.20 0| 0 0 0 6000 0.65 0.10 30.67 0| 0 0 0 8000 0.49 0.07 36.90 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 245| 1,681 72,218 +995 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 36.72 Underlying Price 36.360 Time to expiry: 18 Days Sep 10 0.08 -0.04 51.00 0| 2 2 +2 3000 0.16 -0.09 44.00 0| 0 14 0 3200 0.43 -0.22 39.81 0| 0 632 0 3400 0.66 -0.31 37.62 0| 0 0 0 3500 1.05 -0.44 37.00 0| 1 332 +1 3600 1.55 -0.57 36.23 0| 0 236 0 3700 2.17 -0.70 34.80 0| 0 1,619 0 3800 2.90 -0.81 33.00 0| 0 96 0 3900 3.76 -0.90 31.98 0| 0 4,271 0 4000 4.80 4.69 -0.95 31.45 4.80 4.80 1| 0 159 0 4100 5.66 -0.98 31.17 0| 0 1,028 0 4200 6.64 -0.99 31.02 0| 0 60 0 4300 7.64 -1.00 30.12 0| 0 460 0 4400 8.64 -1.00 30.98 0| 0 163 0 4500 9.64 -1.00 31.50 0| 0 51 0 4600 10.64 -1.00 32.00 0| 0 0 0 4700 11.64 -1.00 33.08 0| 0 6,018 0 4800 12.64 -1.00 33.90 0| 0 0 0 4900 13.64 -1.00 34.76 0| 0 0 0 5000 15.64 -1.00 36.36 0| 0 1,720 0 5200 17.64 -1.00 37.59 0| 0 0 0 5400 19.64 -1.00 39.80 0| 0 89 0 5600 23.64 -1.00 40.70 0| 0 565 0 6000 27.64 -1.00 42.45 0| 0 29 0 6400 31.64 -1.00 43.79 0| 0 192 0 6800 35.64 -1.00 44.46 0| 0 0 0 7200 43.64 -1.00 44.65 0| 0 0 0 8000 51.64 -1.00 44.69 0| 0 0 0 8800 59.64 -1.00 47.00 0| 0 0 0 9600 Total 1| 3 17,736 +3 Indicative a-t-m Vol 36.54 Underlying Price 36.360 Time to expiry: 46 Days Oct 10 0.30 -0.10 45.08 0| 0 0 0 3000 0.54 -0.17 41.42 0| 0 74 0 3200 1.03 1.01 -0.29 39.12 1.08 1.03 35| 0 82 0 3400 1.29 1.34 -0.36 38.16 1.29 1.29 40| 10 10 +10 3500 1.73 -0.44 36.93 0| 0 52 0 3600 2.21 -0.53 35.84 0| 0 24 0 3700 2.79 -0.61 35.17 0| 0 40 0 3800 3.48 -0.69 35.02 0| 0 601 0 3900 4.22 -0.76 34.56 0| 0 52 0 4000 5.05 -0.82 34.71 0| 0 10 0 4100 5.91 -0.87 34.39 0| 0 0 0 4200 6.81 -0.91 34.05 0| 0 0 0 4300 7.75 -0.93 34.18 0| 0 0 0 4400 8.71 -0.95 34.32 0| 0 0 0 4500 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 23 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.69 -0.97 35.23 0| 0 0 0 4600 11.66 -0.98 36.02 0| 0 0 0 4800 15.64 -1.00 39.34 0| 0 0 0 5200 Total 75| 10 945 +10 Indicative a-t-m Vol 37.62 Underlying Price 36.360 Time to expiry: 81 Days Nov 10 0.69 -0.15 44.82 0| 0 0 0 3000 1.06 -0.23 42.07 0| 5 31 +5 3200 1.61 -0.32 39.74 0| 2 22 +2 3400 1.98 -0.38 39.04 0| 0 0 0 3500 2.40 -0.44 37.96 0| 0 0 0 3600 2.87 -0.50 37.01 0| 0 0 0 3700 3.40 -0.57 35.96 0| 0 0 0 3800 4.02 -0.63 35.40 0| 0 0 0 3900 4.72 -0.69 35.21 0| 0 0 0 4000 6.24 -0.79 34.02 0| 0 0 0 4200 7.95 -0.87 33.55 0| 0 0 0 4400 Total 0| 7 53 +7 Indicative a-t-m Vol 37.47 Underlying Price 36.360 Time to expiry: 109 Days Dec 10 0.05 -0.01 64.00 0| 0 1,250 0 1738 0.12 -0.03 56.97 0| 0 0 0 2085 0.27 -0.05 52.14 0| 0 0 0 2400 0.61 -0.12 46.72 0| 0 0 0 2780 1.23 1.17 -0.22 41.89 1.23 1.13 57| 0 151 0 3128 2.25 -0.37 38.94 0| 0 2,657 0 3475 2.78 -0.44 37.81 0| 0 283 0 3600 3.89 -0.56 35.70 0| 0 78 0 3823 5.02 -0.65 34.72 0| 0 872 0 4000 6.24 -0.74 33.81 0| 0 3,612 0 4170 8.12 -0.83 33.14 0| 0 81 0 4400 9.86 -0.90 31.73 0| 0 3,289 0 4600 12.35 -0.96 30.79 0| 0 1,569 0 4865 15.77 -1.00 29.38 0| 0 4,849 0 5213 19.24 -1.00 28.47 0| 0 1,011 0 5560 19.64 -1.00 28.39 0| 0 752 0 5600 23.64 -1.00 27.66 0| 0 0 0 6000 24.45 -1.00 27.55 0| 0 1,447 0 6081 27.64 -1.00 27.21 0| 0 0 0 6400 33.14 -1.00 26.97 0| 0 1,593 0 6950 41.83 -1.00 27.31 0| 0 0 0 7819 43.64 -1.00 27.48 0| 0 0 0 8000 47.04 -1.00 27.87 0| 0 0 0 8340 50.52 -1.00 28.37 0| 0 0 0 8688 67.89 -1.00 32.00 0| 0 0 0 10425 Total 57| 0 23,494 0 Indicative a-t-m Vol 36.73 Underlying Price 36.360 Time to expiry: 200 Days Mar 11 0.60 -0.09 47.51 0| 0 0 0 2400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.21 -0.17 43.79 0| 0 48 0 2800 2.18 -0.28 39.90 0| 0 19 0 3200 2.89 2.87 -0.35 38.25 2.92 2.89 34| 0 0 0 3400 3.72 -0.43 36.88 0| 0 617 0 3600 4.79 -0.51 36.09 0| 0 92 0 3800 5.95 -0.59 34.86 0| 0 820 0 4000 7.30 -0.67 34.00 0| 0 104 0 4200 8.79 -0.74 33.15 0| 0 41 0 4400 10.40 -0.80 32.40 0| 0 26 0 4600 12.12 -0.86 31.88 0| 0 21 0 4800 15.79 -0.93 30.93 0| 0 0 0 5200 19.66 -0.98 30.24 0| 0 76 0 5600 23.64 -1.00 29.81 0| 0 22 0 6000 27.64 -1.00 29.63 0| 0 0 0 6400 35.64 -1.00 29.85 0| 0 0 0 7200 43.64 -1.00 30.69 0| 0 0 0 8000 51.64 -1.00 32.00 0| 0 0 0 8800 Total 34| 0 1,886 0 Indicative a-t-m Vol 36.61 Underlying Price 36.360 Time to expiry: 291 Days Jun 11 0.36 -0.04 55.00 0| 0 0 0 1738 0.61 -0.07 49.94 0| 0 20 0 2085 0.99 -0.11 46.17 0| 0 0 0 2400 1.67 -0.19 42.20 0| 0 18 0 2780 2.62 -0.27 39.61 0| 0 1,022 0 3128 3.92 -0.38 36.97 0| 0 1 0 3475 4.53 -0.43 36.74 0| 0 60 0 3600 5.74 -0.50 35.94 0| 0 60 0 3823 6.78 -0.56 34.98 0| 0 0 0 4000 7.86 -0.62 34.12 0| 0 22 0 4170 9.47 -0.69 33.07 0| 0 62 0 4400 10.99 -0.75 32.38 0| 0 0 0 4600 13.16 -0.82 31.42 0| 0 101 0 4865 16.22 -0.88 30.63 0| 0 62 0 5213 19.44 -0.93 30.07 0| 0 132 0 5560 26.19 -0.99 29.56 0| 0 92 0 6255 33.14 -1.00 29.42 0| 0 0 0 6950 40.09 -1.00 29.68 0| 0 0 0 7645 43.64 -1.00 29.95 0| 0 0 0 8000 47.04 -1.00 30.28 0| 0 0 0 8340 50.52 -1.00 30.69 0| 0 0 0 8688 83.64 -1.00 37.00 0| 0 0 0 12000 Total 0| 0 1,652 0 Indicative a-t-m Vol 38.78 Underlying Price 36.360 Time to expiry: 473 Days Dec 11 1.13 -0.08 57.00 0| 0 0 0 1738 1.79 -0.13 53.54 0| 0 5 0 2085 2.51 -0.18 50.06 0| 0 5 0 2400 3.49 -0.25 45.43 0| 1 1 +1 2780 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 25 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.74 -0.33 42.41 0| 0 0 0 3128 6.20 -0.42 39.26 0| 0 1,500 0 3475 8.24 -0.51 38.22 0| 0 1,500 0 3823 8.97 -0.57 35.20 0| 0 3 0 4000 9.86 -0.63 32.73 0| 0 0 0 4170 11.64 -0.69 32.67 0| 0 0 0 4400 13.11 -0.74 31.56 0| 0 500 0 4600 14.68 -0.79 30.57 0| 0 5 0 4800 18.21 -0.87 28.83 0| 0 1,505 0 5213 21.73 -0.93 27.56 0| 0 1,250 0 5600 25.54 -0.96 26.57 0| 0 250 0 6000 29.42 -0.98 25.89 0| 0 0 0 6400 34.82 -0.99 25.38 0| 0 70 0 6950 43.40 -1.00 25.47 0| 0 0 0 7819 52.00 -1.00 26.47 0| 0 0 0 8688 84.78 -1.00 36.00 0| 0 0 0 12000 Total 0| 1 6,594 +1 Indicative a-t-m Vol 36.68 Underlying Price 36.360 Time to expiry: 655 Days Jun 12 2.48 2.73 -0.18 44.87 2.48 2.48 5| 0 0 0 2400 5.51 -0.34 38.93 0| 0 4 0 3200 7.45 -0.44 36.83 0| 0 0 0 3600 9.78 -0.53 35.15 0| 0 0 0 4000 12.40 -0.63 33.41 0| 0 0 0 4400 15.27 -0.73 31.31 0| 0 0 0 4800 22.12 -0.86 29.79 0| 0 0 0 5600 25.80 -0.90 29.32 0| 0 1 0 6000 29.57 -0.94 28.86 0| 0 0 0 6400 45.18 -0.98 29.62 0| 0 0 0 8000 84.71 -0.99 39.09 0| 0 0 0 12000 Total 5| 0 5 0 Indicative a-t-m Vol 36.54 Underlying Price 36.360 Time to expiry: 844 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 6.85 6.88 -0.37 38.64 6.85 6.85 3| 0 0 0 3200 8.99 -0.46 36.68 0| 0 0 0 3600 11.44 -0.54 35.09 0| 0 0 0 4000 14.07 -0.63 33.06 0| 0 0 0 4400 17.07 -0.71 31.84 0| 0 0 0 4800 23.66 -0.84 29.40 0| 0 0 0 5600 27.26 -0.88 29.04 0| 0 0 0 6000 30.97 -0.91 29.07 0| 0 0 0 6400 46.12 -0.98 26.07 0| 0 0 0 8000 85.16 -0.97 39.64 0| 0 0 0 12000 Total 3| 0 0 0 Indicative a-t-m Vol 36.52 Underlying Price 36.360 Time to expiry: 1026 Days Jun 13 4.04 -0.21 42.86 0| 0 0 0 2400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.42 -0.36 38.50 0| 0 0 0 3200 9.53 -0.44 36.67 0| 0 0 0 3600 11.91 -0.52 35.01 0| 0 0 0 4000 14.49 -0.60 33.15 0| 0 0 0 4400 17.39 -0.68 31.80 0| 0 0 0 4800 27.35 -0.85 29.09 0| 0 0 0 6000 46.13 -0.95 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.76 Underlying Price 36.360 Time to expiry: 1208 Days Dec 13 3.88 -0.17 48.00 0| 0 0 0 2000 5.03 -0.24 43.00 0| 0 0 0 2400 8.77 -0.38 38.86 0| 0 0 0 3200 13.37 -0.53 35.00 0| 0 0 0 4000 18.90 -0.68 31.86 0| 0 0 0 4800 28.73 -0.84 29.10 0| 0 0 0 6000 48.05 -0.84 39.10 0| 0 0 0 8000 85.20 -0.95 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 37.05 Underlying Price 36.360 Time to expiry: 1572 Days Dec 14 6.37 -0.26 43.00 0| 0 0 0 2400 10.50 -0.39 39.50 0| 0 0 0 3200 15.10 -0.54 35.00 0| 0 0 0 4000 20.54 -0.68 31.46 0| 0 0 0 4800 30.23 -0.82 29.20 0| 0 0 0 6000 48.21 -0.91 30.67 0| 0 0 0 8000 85.24 -0.93 36.90 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 175| 21 52,365 +21 Grand Total 420| 1,702 124,583 +1,016 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 36.72 Underlying Price 36.360 Time to expiry: 18 Days Sep 10 8.61 0.98 61.43 0| 0 0 0 2780 6.44 0.96 51.00 0| 0 0 0 3000 5.21 0.93 46.44 0| 0 0 0 3128 2.21 0.72 38.00 0| 0 0 0 3475 1.41 0.56 37.00 0| 0 0 0 3600 0.92 0.43 36.23 0| 0 0 0 3700 0.45 0.27 33.73 0| 0 15 0 3823 0.27 0.19 33.00 0| 0 0 0 3900 0.13 0.10 31.98 0| 0 0 0 4000 0.05 0.05 31.45 0| 0 0 0 4100 0.03 0.03 32.14 0| 0 0 0 4170 0.01 0.01 31.02 0| 0 0 0 4300 0.01 0.00 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 33.38 0| 0 873 0 4865 0.01 0.00 34.76 0| 0 0 0 5000 0.01 0.00 35.10 0| 0 700 0 5213 0.01 0.00 37.59 0| 0 0 0 5400 0.01 0.00 37.10 0| 0 962 0 5560 0.01 0.00 40.70 0| 0 386 0 6000 0.01 0.00 41.12 0| 0 717 0 6255 0.01 0.00 44.41 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 47.00 0| 0 0 0 9600 0.01 0.00 40.30 0| 0 0 0 10425 Total 0| 0 7,053 0 Indicative a-t-m Vol 36.73 Underlying Price 36.360 Time to expiry: 200 Days Mar 11 12.93 0.91 47.51 0| 0 0 0 2400 9.56 0.83 43.79 0| 0 0 0 2800 6.56 0.72 39.90 0| 0 0 0 3200 5.26 0.65 38.25 0| 0 0 0 3400 4.12 0.57 36.88 0| 0 0 0 3600 3.19 0.49 36.09 0| 0 0 0 3800 2.37 0.41 34.86 0| 0 0 0 4000 1.73 0.33 34.00 0| 0 0 0 4200 1.23 0.26 33.15 0| 0 200 0 4400 0.85 0.20 32.40 0| 0 0 0 4600 0.58 0.15 31.88 0| 0 1,200 0 4800 0.25 0.07 30.93 0| 8 447 +8 5200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 28 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.10 0.03 30.24 0| 0 100 0 5600 0.04 0.02 29.81 0| 0 0 0 6000 0.02 0.01 29.63 0| 0 0 0 6400 0.01 0.00 29.85 0| 0 0 0 7200 0.01 0.00 30.69 0| 0 0 0 8000 0.01 0.00 32.00 0| 0 0 0 8800 Total 0| 8 1,947 +8 Indicative a-t-m Vol 38.13 Underlying Price 36.360 Time to expiry: 382 Days Sep 11 11.97 0.84 46.01 0| 0 0 0 2400 6.69 0.65 40.71 0| 0 0 0 3200 4.66 0.53 38.31 0| 0 0 0 3600 3.09 0.41 36.33 0| 0 0 0 4000 1.83 0.29 33.59 0| 0 0 0 4400 0.94 0.18 30.76 0| 0 0 0 4800 0.24 0.06 28.34 0| 0 80 0 5600 0.12 0.03 27.71 0| 0 10 0 6000 0.05 0.02 26.88 0| 0 0 0 6400 0.01 0.00 27.16 0| 0 0 0 8000 Total 0| 0 90 0 Indicative a-t-m Vol 38.00 Underlying Price 36.360 Time to expiry: 564 Days Mar 12 12.87 0.83 45.40 0| 0 0 0 2400 7.82 0.66 40.00 0| 0 0 0 3200 5.87 0.56 38.13 0| 0 0 0 3600 4.32 0.47 36.76 0| 0 0 0 4000 2.80 0.36 33.70 0| 0 0 0 4400 1.68 0.26 30.83 0| 0 0 0 4800 0.60 0.12 28.45 0| 0 0 0 5600 0.37 0.08 27.94 0| 0 0 0 6000 0.03 0.01 26.92 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 8 9,090 +8 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 36.72 Underlying Price 36.360 Time to expiry: 18 Days Sep 10 0.05 -0.02 61.43 0| 0 150 0 2780 0.08 -0.04 51.00 0| 0 0 0 3000 0.12 -0.07 46.44 0| 0 0 0 3128 0.59 -0.28 38.00 0| 0 5 0 3475 1.05 -0.44 37.00 0| 0 0 0 3600 1.55 -0.57 36.23 0| 0 0 0 3700 2.31 -0.73 33.73 0| 0 134 0 3823 2.90 -0.81 33.00 0| 0 0 0 3900 3.76 -0.90 31.98 0| 0 280 0 4000 4.68 -0.95 31.45 0| 0 0 0 4100 5.36 -0.97 32.14 0| 0 848 0 4170 6.64 -0.99 31.02 0| 0 50 0 4300 7.63 -1.00 30.12 0| 0 417 0 4400 8.63 -1.00 30.98 0| 0 0 0 4500 9.63 -1.00 31.50 0| 0 245 0 4600 10.63 -1.00 32.00 0| 0 0 0 4700 11.63 -1.00 33.08 0| 0 0 0 4800 12.28 -1.00 33.38 0| 0 2,877 0 4865 13.63 -1.00 34.76 0| 0 0 0 5000 15.76 -1.00 35.10 0| 0 173 0 5213 17.63 -1.00 37.59 0| 0 0 0 5400 19.23 -1.00 37.10 0| 0 620 0 5560 23.63 -1.00 40.70 0| 0 1,020 0 6000 26.18 -1.00 41.12 0| 0 170 0 6255 33.12 -1.00 44.41 0| 0 210 0 6950 35.62 -1.00 44.46 0| 0 0 0 7200 43.62 -1.00 44.65 0| 0 0 0 8000 51.62 -1.00 44.69 0| 0 403 0 8800 59.62 -1.00 47.00 0| 0 0 0 9600 67.87 -1.00 40.30 0| 0 4 0 10425 Total 0| 0 7,606 0 Indicative a-t-m Vol 36.73 Underlying Price 36.360 Time to expiry: 200 Days Mar 11 0.60 -0.09 47.51 0| 0 1 0 2400 1.21 -0.17 43.79 0| 0 0 0 2800 2.18 -0.28 39.90 0| 0 200 0 3200 2.87 -0.35 38.25 0| 0 0 0 3400 3.72 -0.43 36.88 0| 0 595 0 3600 4.79 -0.51 36.09 0| 0 0 0 3800 5.95 -0.59 34.86 0| 0 1,320 0 4000 7.30 -0.67 34.00 0| 0 200 0 4200 8.79 -0.74 33.15 0| 0 435 0 4400 10.40 -0.80 32.40 0| 0 2,685 0 4600 12.12 -0.85 31.88 0| 0 147 0 4800 15.77 -0.93 30.93 0| 0 20 0 5200 19.60 -0.97 30.24 0| 0 4 0 5600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 23.52 -0.98 29.81 0| 0 428 0 6000 27.47 -0.99 29.63 0| 0 1,363 0 6400 35.42 -1.00 29.85 0| 0 0 0 7200 43.37 -1.00 30.69 0| 0 0 0 8000 51.33 -1.00 32.00 0| 0 20 0 8800 Total 0| 0 7,418 0 Indicative a-t-m Vol 38.13 Underlying Price 36.360 Time to expiry: 382 Days Sep 11 1.69 -0.16 46.01 0| 0 0 0 2400 4.32 -0.35 40.71 0| 0 60 0 3200 6.24 -0.47 38.31 0| 0 0 0 3600 8.62 -0.59 36.33 0| 0 431 0 4000 11.31 -0.71 33.59 0| 0 0 0 4400 14.37 -0.82 30.76 0| 0 70 0 4800 21.57 -0.94 28.34 0| 0 30 0 5600 25.40 -0.97 27.71 0| 0 500 0 6000 29.29 -0.98 26.88 0| 0 0 0 6400 45.05 -1.00 27.16 0| 0 0 0 8000 Total 0| 0 1,091 0 Indicative a-t-m Vol 38.00 Underlying Price 36.360 Time to expiry: 564 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 7.19 -0.44 38.13 0| 0 0 0 3600 9.56 -0.53 36.76 0| 0 10 0 4000 11.97 -0.64 33.70 0| 0 0 0 4400 14.76 -0.74 30.83 0| 0 0 0 4800 21.53 -0.88 28.45 0| 0 0 0 5600 25.23 -0.92 27.94 0| 0 0 0 6000 44.50 -0.99 26.92 0| 0 0 0 8000 Total 0| 0 50 0 Total Puts 0| 0 16,165 0 Grand Total 0| 8 25,255 +8 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 29.37 Underlying Price 28.495 Time to expiry: 18 Days Sep 10 10.50 1.00 52.00 0| 0 0 0 1800 8.50 1.00 45.57 0| 0 0 0 2000 7.50 1.00 43.30 0| 0 0 0 2100 6.50 1.00 41.03 0| 0 0 0 2200 5.51 0.99 38.92 0| 0 0 0 2300 4.52 0.98 36.49 0| 0 0 0 2400 4.03 0.97 35.20 0| 0 0 0 2450 3.54 0.96 34.06 0| 0 0 0 2500 2.60 0.90 32.12 0| 0 0 0 2600 1.76 0.79 31.16 0| 0 21 0 2700 1.01 1.06 0.61 30.29 1.01 1.01 20| 0 255 0 2800 0.52 0.41 28.45 0| 0 131 0 2900 0.22 0.22 27.97 0| 0 3,549 0 3000 0.08 0.10 27.69 0| 0 22 0 3100 0.04 0.05 29.98 0| 0 432 0 3200 0.01 0.01 32.93 0| 0 630 0 3400 0.01 0.00 35.88 0| 0 50 0 3600 0.01 0.00 38.50 0| 0 50 0 3800 0.01 0.00 40.79 0| 0 0 0 4000 0.01 0.00 44.72 0| 0 0 0 4400 0.01 0.00 49.63 0| 0 0 0 4800 Total 20| 0 5,140 0 Indicative a-t-m Vol 28.74 Underlying Price 28.495 Time to expiry: 46 Days Oct 10 6.54 0.98 36.54 0| 0 0 0 2200 5.61 0.95 39.11 0| 0 0 0 2300 4.67 0.91 37.02 0| 0 0 0 2400 3.76 0.87 34.84 0| 0 0 0 2500 2.92 0.80 33.19 0| 0 0 0 2600 2.14 0.71 31.25 0| 0 0 0 2700 1.47 0.59 29.60 0| 0 30 0 2800 0.92 0.45 27.88 0| 0 0 0 2900 0.54 0.32 26.92 0| 0 6 0 3000 0.28 0.20 26.10 0| 0 0 0 3100 0.13 0.11 25.10 0| 0 60 0 3200 0.05 0.04 27.85 0| 0 0 0 3400 0.04 0.03 33.61 0| 0 0 0 3600 Total 0| 0 96 0 Indicative a-t-m Vol 29.21 Underlying Price 28.495 Time to expiry: 81 Days Nov 10 6.70 0.93 39.28 0| 0 0 0 2200 5.77 0.91 37.24 0| 0 0 0 2300 4.87 0.87 35.39 0| 0 0 0 2400 3.24 0.75 32.76 0| 0 0 0 2600 2.52 0.67 31.25 0| 0 0 0 2700 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.88 0.58 29.85 0| 0 0 0 2800 1.33 0.48 28.56 0| 0 0 0 2900 0.91 0.38 27.82 0| 0 3 0 3000 0.36 0.20 26.25 0| 0 0 0 3200 0.12 0.08 25.37 0| 0 0 0 3400 0.05 0.04 26.84 0| 0 0 0 3600 Total 0| 0 3 0 Indicative a-t-m Vol 29.20 Underlying Price 28.495 Time to expiry: 109 Days Dec 10 16.53 1.00 52.00 0| 0 0 0 1200 12.56 0.99 46.99 0| 0 0 0 1600 10.60 0.98 43.66 0| 0 0 0 1800 8.66 0.96 40.34 0| 0 0 0 2000 6.79 0.92 37.04 0| 0 305 0 2200 5.89 0.89 35.71 0| 0 0 0 2300 5.04 0.84 34.57 0| 0 0 0 2400 3.46 0.73 32.07 0| 0 6 0 2600 2.13 0.58 29.70 0| 0 346 0 2800 1.15 0.40 27.68 0| 0 267 0 3000 0.53 0.24 26.35 0| 0 62 0 3200 0.21 0.12 25.14 0| 0 0 0 3400 0.07 0.05 24.24 0| 0 0 0 3600 0.01 0.00 23.23 0| 0 0 0 4000 0.01 0.00 23.19 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 28.95 Underlying Price 28.495 Time to expiry: 200 Days Mar 11 10.76 0.96 41.00 0| 0 0 0 1800 8.90 0.92 38.14 0| 0 0 0 2000 7.13 0.87 35.61 0| 0 50 0 2200 6.29 0.84 34.50 0| 0 0 0 2300 5.47 0.80 33.12 0| 0 0 0 2400 3.97 0.71 30.74 0| 0 0 0 2600 2.73 0.58 29.21 0| 0 160 0 2800 1.79 0.45 28.20 0| 0 185 0 3000 1.04 0.32 26.69 0| 0 100 0 3200 0.57 0.21 25.73 0| 0 41 0 3400 0.30 0.12 24.99 0| 0 21 0 3600 0.07 0.04 24.14 0| 0 0 0 4000 0.01 0.01 24.00 0| 0 0 0 4400 Total 0| 0 557 0 Indicative a-t-m Vol 28.45 Underlying Price 28.495 Time to expiry: 291 Days Jun 11 12.71 0.97 45.05 0| 0 0 0 1600 10.81 0.95 41.43 0| 0 0 0 1800 8.95 0.92 37.82 0| 0 0 0 2000 7.19 0.87 34.99 0| 0 0 0 2200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.34 0.84 33.52 0| 0 0 0 2300 5.55 0.80 32.54 0| 0 0 0 2400 4.09 0.70 30.49 0| 0 0 0 2600 2.86 0.58 28.82 0| 0 0 0 2800 1.88 0.46 27.36 0| 0 0 0 3000 1.16 0.33 26.15 0| 0 0 0 3200 0.41 0.15 25.19 0| 0 0 0 3600 0.12 0.05 24.40 0| 0 0 0 4000 0.03 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 28.59 Underlying Price 28.495 Time to expiry: 473 Days Dec 11 12.82 0.96 45.15 0| 0 0 0 1600 9.20 0.89 38.11 0| 0 0 0 2000 5.96 0.76 32.73 0| 0 0 0 2400 3.41 0.57 28.92 0| 0 0 0 2800 1.70 0.37 26.30 0| 0 0 0 3200 0.37 0.11 24.62 0| 0 0 0 4000 0.08 0.03 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.55 Underlying Price 28.495 Time to expiry: 655 Days Jun 12 12.85 0.95 45.17 0| 0 0 0 1600 9.29 0.88 37.98 0| 0 0 0 2000 6.15 0.75 32.64 0| 0 0 0 2400 3.68 0.57 28.85 0| 0 0 0 2800 2.01 0.39 26.42 0| 0 0 0 3200 0.55 0.15 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 20| 0 6,782 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 29.37 Underlying Price 28.495 Time to expiry: 18 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 -0.03 35.20 0| 0 0 0 2450 0.04 -0.04 34.06 0| 0 42 0 2500 0.10 -0.10 32.12 0| 0 2,350 0 2600 0.25 -0.21 31.16 0| 0 25 0 2700 0.55 -0.39 30.29 0| 0 146 0 2800 1.02 -0.59 28.45 0| 0 7 0 2900 1.72 -0.78 27.97 0| 0 80 0 3000 2.58 -0.90 27.69 0| 0 0 0 3100 3.54 -0.95 29.98 0| 0 80 0 3200 5.51 -0.99 32.93 0| 0 104 0 3400 7.51 -1.00 35.88 0| 0 0 0 3600 9.51 -1.00 38.50 0| 0 0 0 3800 11.51 -1.00 40.79 0| 0 0 0 4000 15.51 -1.00 44.72 0| 0 0 0 4400 19.51 -1.00 49.63 0| 0 0 0 4800 Total 0| 0 3,040 0 Indicative a-t-m Vol 28.74 Underlying Price 28.495 Time to expiry: 46 Days Oct 10 0.03 -0.02 36.54 0| 0 0 0 2200 0.10 -0.05 39.11 0| 0 30 0 2300 0.16 -0.09 37.02 0| 0 0 0 2400 0.25 -0.13 34.84 0| 0 0 0 2500 0.41 -0.20 33.19 0| 0 0 0 2600 0.63 -0.29 31.25 0| 0 0 0 2700 0.96 -0.41 29.60 0| 0 0 0 2800 1.41 -0.55 27.88 0| 0 0 0 2900 2.02 -0.68 26.92 0| 0 0 0 3000 2.77 -0.80 26.10 0| 0 0 0 3100 3.62 -0.89 25.10 0| 0 0 0 3200 5.54 -0.96 27.85 0| 0 0 0 3400 7.53 -0.97 33.61 0| 0 0 0 3600 Total 0| 0 30 0 Indicative a-t-m Vol 29.21 Underlying Price 28.495 Time to expiry: 81 Days Nov 10 0.17 -0.07 39.28 0| 0 0 0 2200 0.24 -0.09 37.24 0| 0 0 0 2300 0.34 -0.13 35.39 0| 0 0 0 2400 0.71 -0.25 32.76 0| 0 0 0 2600 0.98 -0.33 31.25 0| 0 0 0 2700 1.34 -0.42 29.85 0| 0 0 0 2800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.80 -0.52 28.56 0| 0 0 0 2900 2.38 -0.62 27.82 0| 0 0 0 3000 3.83 -0.81 26.25 0| 0 0 0 3200 5.59 -0.92 25.37 0| 0 0 0 3400 7.53 -0.97 26.84 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 29.20 Underlying Price 28.495 Time to expiry: 109 Days Dec 10 0.01 0.00 52.00 0| 0 0 0 1200 0.02 -0.01 46.99 0| 0 0 0 1600 0.06 -0.02 43.66 0| 0 224 0 1800 0.12 -0.04 40.34 0| 0 163 0 2000 0.24 -0.08 37.04 0| 0 52 0 2200 0.34 -0.11 35.71 0| 0 0 0 2300 0.48 -0.16 34.57 0| 0 93 0 2400 0.90 -0.27 32.07 0| 0 0 0 2600 1.57 -0.42 29.70 0| 0 23 0 2800 2.58 -0.60 27.68 0| 0 0 0 3000 3.97 -0.77 26.35 0| 0 50 0 3200 5.66 -0.89 25.14 0| 0 0 0 3400 7.53 -0.96 24.24 0| 0 50 0 3600 11.51 -1.00 23.23 0| 0 0 0 4000 15.51 -1.00 23.19 0| 0 0 0 4400 19.51 -1.00 24.00 0| 0 0 0 4800 Total 0| 0 655 0 Indicative a-t-m Vol 28.95 Underlying Price 28.495 Time to expiry: 200 Days Mar 11 0.20 -0.05 41.00 0| 0 112 0 1800 0.34 -0.08 38.14 0| 0 1 0 2000 0.58 -0.14 35.61 0| 0 0 0 2200 0.74 -0.17 34.50 0| 0 0 0 2300 0.94 -0.21 33.12 0| 0 20 0 2400 1.45 -0.31 30.74 0| 0 50 0 2600 2.23 -0.43 29.21 0| 0 50 0 2800 3.31 -0.56 28.20 0| 0 2 0 3000 4.58 -0.69 26.69 0| 0 0 0 3200 6.12 -0.80 25.73 0| 0 0 0 3400 7.85 -0.88 24.99 0| 0 0 0 3600 11.61 -0.97 24.14 0| 0 0 0 4000 15.54 -0.99 24.00 0| 0 0 0 4400 Total 0| 0 235 0 Indicative a-t-m Vol 28.45 Underlying Price 28.495 Time to expiry: 291 Days Jun 11 0.36 -0.06 45.05 0| 0 0 0 1600 0.54 -0.10 41.43 0| 0 0 0 1800 0.77 -0.14 37.82 0| 0 0 0 2000 1.12 -0.20 34.99 0| 0 6 0 2200 1.34 -0.24 33.52 0| 0 0 0 2300 1.62 -0.28 32.54 0| 0 0 0 2400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.32 -0.38 30.49 0| 0 0 0 2600 3.24 -0.50 28.82 0| 0 0 0 2800 4.39 -0.61 27.36 0| 0 0 0 3000 5.77 -0.72 26.15 0| 0 0 0 3200 9.12 -0.87 25.19 0| 0 0 0 3600 12.85 -0.95 24.40 0| 0 0 0 4000 16.75 -0.98 24.01 0| 0 0 0 4400 20.70 -1.00 24.00 0| 0 0 0 4800 Total 0| 0 6 0 Indicative a-t-m Vol 28.59 Underlying Price 28.495 Time to expiry: 473 Days Dec 11 0.79 -0.10 45.15 0| 0 0 0 1600 1.37 -0.17 38.11 0| 0 0 0 2000 2.33 -0.30 32.73 0| 0 0 0 2400 3.93 -0.47 28.92 0| 0 0 0 2800 6.29 -0.66 26.30 0| 0 0 0 3200 13.00 -0.90 24.62 0| 0 0 0 4000 20.69 -0.98 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.55 Underlying Price 28.495 Time to expiry: 655 Days Jun 12 1.38 -0.13 45.17 0| 0 0 0 1600 2.13 -0.22 37.98 0| 0 0 0 2000 3.27 -0.34 32.64 0| 0 0 0 2400 5.02 -0.49 28.85 0| 0 0 0 2800 7.47 -0.65 26.42 0| 0 0 0 3200 14.02 -0.87 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 3,966 0 Grand Total 20| 0 10,748 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 29.37 Underlying Price 28.495 Time to expiry: 18 Days Sep 10 10.50 1.00 52.00 0| 0 0 0 1800 8.50 1.00 45.57 0| 0 0 0 2000 7.50 1.00 43.30 0| 0 0 0 2100 6.50 1.00 41.03 0| 0 179 0 2200 5.51 0.99 38.92 0| 0 0 0 2300 4.52 0.98 36.49 0| 0 0 0 2400 4.03 0.97 35.20 0| 0 0 0 2450 3.54 0.96 34.06 0| 0 0 0 2500 2.60 0.90 32.12 0| 0 0 0 2600 1.76 0.79 31.16 0| 0 0 0 2700 1.06 0.61 30.29 0| 0 0 0 2800 0.52 0.41 28.45 0| 0 0 0 2900 0.22 0.22 27.97 0| 0 30 0 3000 0.08 0.10 27.69 0| 0 0 0 3100 0.04 0.05 29.98 0| 0 2,040 0 3200 0.01 0.01 32.93 0| 0 503 0 3400 0.01 0.00 35.88 0| 0 40 0 3600 0.01 0.00 38.50 0| 0 0 0 3800 0.01 0.00 40.79 0| 0 1 0 4000 0.01 0.00 44.72 0| 0 4 0 4400 0.01 0.00 49.63 0| 0 3 0 4800 Total 0| 0 2,800 0 Indicative a-t-m Vol 28.95 Underlying Price 28.495 Time to expiry: 200 Days Mar 11 16.33 0.99 50.09 0| 0 0 0 1200 12.44 0.97 44.15 0| 0 0 0 1600 10.54 0.95 41.00 0| 0 0 0 1800 8.69 0.92 38.14 0| 0 0 0 2000 6.94 0.86 35.61 0| 0 0 0 2200 6.11 0.83 34.50 0| 0 0 0 2300 5.31 0.79 33.12 0| 0 0 0 2400 3.83 0.69 30.74 0| 0 0 0 2600 2.62 0.57 29.21 0| 0 25 0 2800 1.71 0.44 28.20 0| 0 0 0 3000 0.99 0.31 26.69 0| 0 20 0 3200 0.54 0.20 25.73 0| 0 0 0 3400 0.28 0.12 24.99 0| 0 0 0 3600 0.06 0.03 24.14 0| 0 0 0 4000 0.01 0.01 24.00 0| 0 0 0 4400 0.01 0.00 24.51 0| 0 0 0 4800 Total 0| 0 45 0 Indicative a-t-m Vol 28.05 Underlying Price 28.495 Time to expiry: 382 Days Sep 11 11.59 0.93 41.65 0| 0 0 0 1600 8.16 0.85 36.43 0| 0 0 0 2000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.16 0.71 31.83 0| 0 0 0 2400 2.81 0.52 28.23 0| 0 0 0 2800 1.39 0.33 26.78 0| 0 0 0 3200 0.65 0.18 26.15 0| 0 0 0 3600 0.28 0.09 25.80 0| 0 0 0 4000 0.09 0.03 27.85 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.31 Underlying Price 28.495 Time to expiry: 564 Days Mar 12 12.14 0.90 43.05 0| 0 0 0 1600 8.84 0.82 36.79 0| 0 0 0 2000 6.01 0.70 32.68 0| 0 0 0 2400 3.59 0.55 28.51 0| 0 0 0 2800 2.07 0.39 26.94 0| 0 0 0 3200 0.65 0.16 26.33 0| 0 0 0 4000 0.29 0.08 28.05 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 2,845 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 29.37 Underlying Price 28.495 Time to expiry: 18 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 -0.03 35.20 0| 0 0 0 2450 0.04 -0.04 34.06 0| 0 0 0 2500 0.10 -0.10 32.12 0| 0 41 0 2600 0.25 -0.21 31.16 0| 0 0 0 2700 0.55 -0.39 30.29 0| 0 1 0 2800 1.02 -0.59 28.45 0| 0 0 0 2900 1.72 -0.78 27.97 0| 0 15 0 3000 2.58 -0.90 27.69 0| 0 0 0 3100 3.54 -0.95 29.98 0| 0 11 0 3200 5.50 -0.99 32.93 0| 0 2 0 3400 7.50 -1.00 35.88 0| 0 2 0 3600 9.50 -1.00 38.50 0| 0 1 0 3800 11.50 -1.00 40.79 0| 0 1 0 4000 15.49 -1.00 44.72 0| 0 0 0 4400 19.49 -1.00 49.63 0| 0 0 0 4800 Total 0| 0 242 0 Indicative a-t-m Vol 28.95 Underlying Price 28.495 Time to expiry: 200 Days Mar 11 0.02 -0.01 50.09 0| 0 0 0 1200 0.11 -0.03 44.15 0| 0 369 0 1600 0.20 -0.05 41.00 0| 0 310 0 1800 0.34 -0.08 38.14 0| 0 0 0 2000 0.58 -0.14 35.61 0| 0 0 0 2200 0.74 -0.17 34.50 0| 0 0 0 2300 0.94 -0.21 33.12 0| 0 0 0 2400 1.45 -0.31 30.74 0| 0 0 0 2600 2.23 -0.43 29.21 0| 0 20 0 2800 3.31 -0.56 28.20 0| 0 10 0 3000 4.58 -0.69 26.69 0| 0 0 0 3200 6.12 -0.80 25.73 0| 0 0 0 3400 7.85 -0.88 24.99 0| 0 0 0 3600 11.61 -0.97 24.14 0| 0 0 0 4000 15.54 -0.99 24.00 0| 0 0 0 4400 19.51 -1.00 24.51 0| 0 0 0 4800 Total 0| 0 709 0 Indicative a-t-m Vol 28.05 Underlying Price 28.495 Time to expiry: 382 Days Sep 11 0.43 -0.07 41.65 0| 0 0 0 1600 0.96 -0.15 36.43 0| 0 80 0 2000 1.91 -0.29 31.83 0| 0 0 0 2400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.51 -0.48 28.23 0| 0 0 0 2800 6.04 -0.67 26.78 0| 0 0 0 3200 9.25 -0.82 26.15 0| 0 0 0 3600 12.84 -0.91 25.80 0| 0 0 0 4000 20.55 -0.97 27.85 0| 0 0 0 4800 Total 0| 0 80 0 Indicative a-t-m Vol 28.31 Underlying Price 28.495 Time to expiry: 564 Days Mar 12 0.88 -0.10 43.05 0| 0 0 0 1600 1.50 -0.18 36.79 0| 0 0 0 2000 2.59 -0.30 32.68 0| 0 0 0 2400 4.09 -0.45 28.51 0| 0 0 0 2800 6.49 -0.61 26.94 0| 0 0 0 3200 12.92 -0.84 26.33 0| 0 0 0 4000 20.40 -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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 29.20 Underlying Price 91.600 Time to expiry: 18 Days Sep 10 47.61 1.00 89.00 0| 0 0 0 4400 43.61 1.00 84.30 0| 0 0 0 4800 35.62 1.00 72.65 0| 0 0 0 5600 27.63 1.00 60.56 0| 0 0 0 6400 23.64 0.99 54.84 0| 0 0 0 6800 19.67 0.99 49.48 0| 0 0 0 7200 15.75 0.97 46.45 0| 0 500 0 7600 11.82 0.94 38.65 0| 0 1,122 0 8000 8.16 0.86 35.95 0| 0 196 0 8400 6.40 0.81 33.67 0| 8 8 +8 8600 4.80 0.72 31.82 0| 9 3,578 0 8800 3.39 0.62 30.19 0| 0 75 0 9000 2.15 2.24 0.49 28.95 2.15 2.15 23| 0 4,443 0 9200 1.33 0.35 27.63 0| 65 1,330 -25 9400 0.73 0.23 26.79 0| 0 866 0 9600 0.36 0.13 25.95 0| 0 444 0 9800 0.27 0.17 0.07 25.67 0.27 0.27 1| 0 4,772 0 10000 0.01 0.00 20.84 0| 0 2,793 0 11000 0.01 0.00 19.75 0| 0 4 0 12000 0.01 0.00 24.00 0| 0 0 0 14000 Total 24| 82 20,131 -17 Indicative a-t-m Vol 29.77 Underlying Price 91.600 Time to expiry: 46 Days Oct 10 16.15 0.92 39.18 0| 0 0 0 7600 12.55 0.86 36.97 0| 0 0 0 8000 8.69 9.17 0.78 34.15 8.69 8.69 9| 6 6 +6 8400 7.26 7.61 0.73 32.92 7.26 7.26 1| 25 25 +22 8600 6.16 0.66 31.66 0| 11 51 +11 8800 4.84 0.59 30.45 0| 0 23 0 9000 3.72 0.51 29.60 0| 0 44 0 9200 2.77 0.42 28.76 0| 0 130 0 9400 1.93 1.98 0.34 27.91 1.93 1.93 60| 21 50 -12 9600 1.34 0.26 27.00 0| 27 67 +27 9800 1.05 0.88 0.19 26.39 1.05 0.94 42| 141 1,740 -73 10000 0.06 0.02 24.41 0| 0 140 0 11000 0.01 0.00 27.00 0| 0 0 0 12000 Total 112| 231 2,276 -19 Indicative a-t-m Vol 30.32 Underlying Price 91.600 Time to expiry: 81 Days Nov 10 16.92 0.87 38.67 0| 0 0 0 7600 13.50 0.81 36.32 0| 0 0 0 8000 10.38 0.73 34.36 0| 0 0 0 8400 7.61 0.64 32.67 0| 0 8 0 8800 6.36 0.58 31.69 0| 10 10 +10 9000 5.07 0.52 29.97 0| 0 32 0 9200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.13 4.10 0.46 29.41 4.13 4.13 50| 0 77 0 9400 3.22 0.39 28.57 0| 0 0 0 9600 1.91 0.28 27.55 0| 0 20 0 10000 0.40 0.08 26.17 0| 0 60 0 11000 0.06 0.02 25.72 0| 0 0 0 12000 Total 50| 10 207 +10 Indicative a-t-m Vol 30.64 Underlying Price 91.600 Time to expiry: 109 Days Dec 10 67.66 1.00 86.00 0| 0 0 0 2400 59.70 1.00 78.11 0| 0 0 0 3200 51.76 0.99 68.86 0| 0 0 0 4000 47.80 0.99 64.39 0| 0 0 0 4400 43.85 0.99 60.15 0| 0 0 0 4800 41.88 0.98 58.13 0| 0 0 0 5000 36.00 0.97 52.48 0| 0 0 0 5600 32.12 0.96 49.06 0| 0 2 0 6000 28.27 0.95 45.92 0| 0 0 0 6400 24.53 0.92 43.41 0| 0 0 0 6800 22.64 0.91 41.42 0| 0 5,050 0 7000 20.82 0.89 40.18 0| 0 0 0 7200 17.32 0.85 38.01 0| 0 0 0 7600 13.99 0.79 35.89 0| 0 4,001 0 8000 10.95 0.72 34.19 0| 0 2,504 0 8400 8.21 0.63 32.38 0| 0 4,231 0 8800 6.95 0.58 31.29 0| 0 3,876 0 9000 5.82 0.53 30.47 0| 0 913 0 9200 3.85 0.41 28.69 0| 0 3,132 0 9600 2.52 2.43 0.30 27.57 2.52 2.52 5| 0 1,628 0 10000 0.09 0.02 24.09 0| 0 364 0 12000 0.01 0.00 22.34 0| 0 0 0 14000 0.01 0.00 23.00 0| 0 0 0 16000 Total 5| 0 25,701 0 Indicative a-t-m Vol 30.60 Underlying Price 91.600 Time to expiry: 200 Days Mar 11 36.36 0.95 47.87 0| 0 0 0 5600 28.94 0.91 42.89 0| 0 0 0 6400 21.93 0.84 38.70 0| 0 158 0 7200 18.64 0.80 36.64 0| 0 40 0 7600 15.58 0.75 34.94 0| 0 0 0 8000 12.75 0.68 33.42 0| 0 0 0 8400 10.13 0.61 31.77 0| 0 279 0 8800 7.87 0.53 30.47 0| 0 59 0 9200 5.99 0.45 29.50 0| 0 430 0 9600 4.31 0.37 28.11 0| 0 158 0 10000 0.58 0.58 0.08 24.89 0.58 0.58 60| 0 259 0 12000 0.04 0.01 23.05 0| 0 0 0 14000 0.01 0.00 23.00 0| 0 0 0 16000 Total 60| 0 1,383 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 43 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 31.03 Underlying Price 91.600 Time to expiry: 291 Days Jun 11 67.66 1.00 65.00 0| 0 0 0 2400 59.72 1.00 60.09 0| 0 0 0 3200 51.84 0.99 54.48 0| 0 0 0 4000 47.95 0.98 51.78 0| 0 0 0 4400 44.08 0.97 49.16 0| 0 0 0 4800 36.53 0.94 44.49 0| 0 0 0 5600 32.88 0.92 42.42 0| 0 0 0 6000 29.33 0.89 40.50 0| 0 0 0 6400 22.61 0.82 37.18 0| 0 0 0 7200 16.55 0.73 34.11 0| 0 0 0 8000 13.83 0.67 32.81 0| 0 0 0 8400 11.37 0.61 31.54 0| 0 640 0 8800 9.36 0.54 30.97 0| 0 50 0 9200 7.30 0.47 29.50 0| 10 31 -10 9600 5.73 0.41 28.83 0| 0 100 0 10000 2.77 0.25 26.81 0| 0 0 0 11000 1.22 0.13 25.59 0| 0 90 0 12000 0.17 0.03 23.95 0| 0 107 0 14000 0.03 0.00 24.00 0| 0 0 0 16000 Total 0| 10 1,018 -10 Indicative a-t-m Vol 30.99 Underlying Price 91.600 Time to expiry: 473 Days Dec 11 67.67 1.00 59.00 0| 0 0 0 2400 59.73 1.00 54.27 0| 0 0 0 3200 51.95 0.98 50.45 0| 0 0 0 4000 48.12 0.97 47.82 0| 0 0 0 4400 44.34 0.96 45.64 0| 0 0 0 4800 37.15 0.92 42.09 0| 0 0 0 5600 33.83 0.89 41.16 0| 0 1 0 6000 30.54 0.86 39.59 0| 0 0 0 6400 25.67 0.81 36.87 0| 0 1,750 0 7000 18.63 0.71 33.86 0| 0 1,000 0 8000 15.55 0.65 32.54 0| 0 500 0 8500 12.75 0.58 31.34 0| 0 250 0 9000 9.84 0.50 30.03 0| 0 1,000 0 9600 8.16 0.45 29.24 0| 0 1,000 0 10000 2.66 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 31.50 Underlying Price 91.600 Time to expiry: 655 Days Jun 12 52.19 0.97 50.86 0| 0 0 0 4000 44.91 0.93 46.30 0| 0 0 0 4800 38.10 0.89 42.83 0| 0 0 0 5600 34.97 0.86 41.56 0| 0 0 0 6000 31.94 0.83 40.46 0| 0 0 0 6400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 44 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.80 0.77 36.82 0| 0 0 0 7200 20.57 0.70 34.63 0| 0 0 0 8000 15.71 0.61 32.07 0| 0 0 0 8800 12.00 0.52 30.80 0| 0 0 0 9600 3.98 0.26 26.10 0| 0 0 0 12000 0.48 0.05 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.16 Underlying Price 91.600 Time to expiry: 844 Days Dec 12 67.68 1.00 58.28 0| 0 0 0 2400 59.89 0.99 55.45 0| 0 0 0 3200 52.57 0.96 51.18 0| 0 0 0 4000 45.65 0.92 46.98 0| 0 0 0 4800 36.09 0.85 41.81 0| 0 0 0 6000 27.43 0.76 37.30 0| 0 0 0 7200 22.45 0.69 35.20 0| 0 0 0 8000 20.01 0.66 33.91 0| 0 0 0 8400 17.89 0.62 33.10 0| 0 0 0 8800 13.78 0.54 31.00 0| 0 0 0 9600 5.27 0.30 26.20 0| 0 0 0 12000 1.07 0.08 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.23 Underlying Price 91.600 Time to expiry: 1026 Days Jun 13 37.06 0.84 42.24 0| 0 0 0 6000 23.94 0.70 35.78 0| 0 0 0 8000 19.17 0.63 33.09 0| 0 0 0 8800 15.17 0.55 31.17 0| 0 0 0 9600 6.35 0.33 26.30 0| 0 0 0 12000 2.01 0.13 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.34 Underlying Price 91.600 Time to expiry: 1208 Days Dec 13 67.68 1.00 58.00 0| 0 0 0 2400 59.95 0.98 54.57 0| 0 0 0 3200 53.16 0.94 51.82 0| 0 0 0 4000 46.76 0.90 47.64 0| 0 0 0 4800 37.97 0.83 42.62 0| 0 0 0 6000 25.27 0.70 36.17 0| 0 0 0 8000 7.47 0.35 26.40 0| 0 0 0 12000 2.79 0.16 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.38 Underlying Price 91.600 Time to expiry: 1572 Days Dec 14 47.46 0.89 47.50 0| 0 0 0 4800 39.23 0.83 42.70 0| 0 0 0 6000 27.06 0.71 36.19 0| 0 0 0 8000 9.32 0.39 26.50 0| 0 0 0 12000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.16 0.21 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 251| 333 56,267 -36 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 29.20 Underlying Price 91.600 Time to expiry: 18 Days Sep 10 0.01 0.00 89.00 0| 0 120 0 4400 0.01 0.00 84.30 0| 0 655 0 4800 0.01 0.00 72.65 0| 0 152 0 5600 0.01 0.00 60.56 0| 0 91 0 6400 0.03 -0.01 54.84 0| 0 235 0 6800 0.05 -0.01 49.48 0| 0 3,735 0 7200 0.14 -0.03 46.45 0| 0 2,441 0 7600 0.20 -0.06 38.65 0| 0 8,344 0 8000 0.54 -0.14 35.95 0| 82 1,238 +1 8400 0.78 -0.19 33.67 0| 0 288 0 8600 1.18 -0.28 31.82 0| 57 4,280 0 8800 1.77 -0.38 30.19 0| 24 683 +24 9000 2.62 -0.51 28.95 0| 29 571 -29 9200 3.71 -0.65 27.63 0| 21 78 +13 9400 5.11 -0.77 26.79 0| 0 82 0 9600 6.74 -0.87 25.95 0| 0 21 0 9800 8.31 8.55 -0.93 25.67 8.31 8.31 1| 0 62 0 10000 18.40 -1.00 20.84 0| 0 0 0 11000 28.40 -1.00 19.75 0| 0 0 0 12000 48.40 -1.00 24.00 0| 0 0 0 14000 Total 1| 213 23,076 +9 Indicative a-t-m Vol 29.77 Underlying Price 91.600 Time to expiry: 46 Days Oct 10 0.50 -0.08 39.18 0| 0 100 0 7600 0.90 -0.14 36.97 0| 24 67 0 8000 1.53 1.51 -0.22 34.15 1.53 1.53 25| 79 96 +11 8400 1.95 -0.27 32.92 0| 0 66 0 8600 2.47 2.50 -0.34 31.66 2.47 2.47 31| 0 27 0 8800 3.18 -0.41 30.45 0| 0 55 0 9000 3.83 4.06 -0.49 29.60 3.83 3.83 2| 0 200 0 9200 5.11 -0.58 28.76 0| 15 72 0 9400 6.32 -0.66 27.91 0| 0 40 0 9600 7.68 -0.74 27.00 0| 0 0 0 9800 9.23 -0.81 26.39 0| 0 0 0 10000 18.43 -0.98 24.41 0| 0 0 0 11000 28.40 -1.00 27.00 0| 0 0 0 12000 Total 58| 118 723 +11 Indicative a-t-m Vol 30.32 Underlying Price 91.600 Time to expiry: 81 Days Nov 10 1.20 -0.13 38.67 0| 18 18 +18 7600 1.77 -0.19 36.32 0| 22 50 0 8000 2.65 -0.27 34.36 0| 0 34 0 8400 3.88 -0.36 32.67 0| 10 10 +10 8800 4.62 -0.42 31.69 0| 0 0 0 9000 5.33 -0.48 29.97 0| 0 0 0 9200 6.36 -0.54 29.41 0| 0 0 0 9400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.49 -0.61 28.57 0| 0 0 0 9600 10.18 -0.73 27.55 0| 0 0 0 10000 18.69 -0.93 26.17 0| 0 0 0 11000 28.40 -0.99 25.72 0| 0 0 0 12000 Total 0| 50 112 +28 Indicative a-t-m Vol 30.64 Underlying Price 91.600 Time to expiry: 109 Days Dec 10 0.01 0.00 86.00 0| 0 75 0 2400 0.05 0.00 78.11 0| 0 140 0 3200 0.11 -0.01 68.86 0| 0 225 0 4000 0.16 -0.01 64.39 0| 0 513 0 4400 0.21 -0.02 60.15 0| 0 366 0 4800 0.25 -0.02 58.13 0| 0 323 0 5000 0.38 -0.03 52.48 0| 0 861 0 5600 0.51 -0.05 49.06 0| 0 2,987 0 6000 0.69 -0.06 45.92 0| 0 321 0 6400 0.98 -0.09 43.41 0| 0 3,211 0 6800 1.10 -0.10 41.42 0| 30 2,463 +30 7000 1.30 -0.12 40.18 0| 0 2,412 0 7200 1.84 -0.16 38.01 0| 0 4,865 0 7600 2.56 -0.22 35.89 0| 29 8,603 -29 8000 3.58 -0.30 34.19 0| 16 4,705 +16 8400 4.89 -0.39 32.38 0| 0 4,224 0 8800 5.45 5.65 -0.44 31.29 5.45 5.45 157| 0 1,915 0 9000 6.55 -0.49 30.47 0| 0 90 0 9200 8.63 -0.60 28.69 0| 0 23 0 9600 11.24 -0.71 27.57 0| 0 83 0 10000 28.93 -0.98 24.09 0| 0 0 0 12000 48.80 -1.00 22.34 0| 0 0 0 14000 68.76 -1.00 23.00 0| 0 0 0 16000 Total 157| 75 38,405 +17 Indicative a-t-m Vol 30.60 Underlying Price 91.600 Time to expiry: 200 Days Mar 11 0.98 -0.06 47.87 0| 0 241 0 5600 1.62 -0.10 42.89 0| 0 221 0 6400 2.66 -0.17 38.70 0| 13 105 +13 7200 3.39 -0.21 36.64 0| 0 123 0 7600 4.35 -0.26 34.94 0| 13 850 0 8000 5.54 -0.33 33.42 0| 27 52 +27 8400 6.93 -0.40 31.77 0| 32 338 +32 8800 8.85 8.68 -0.47 30.47 8.85 8.85 3| 0 309 0 9200 10.81 -0.55 29.50 0| 0 23 0 9600 13.12 -0.63 28.11 0| 0 0 0 10000 29.35 -0.92 24.89 0| 0 12 0 12000 48.79 -0.99 23.05 0| 0 20 0 14000 68.72 -1.00 23.00 0| 0 0 0 16000 Total 3| 85 2,294 +72 Indicative a-t-m Vol 31.03 Underlying Price 91.600 Time to expiry: 291 Days Jun 11 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.10 0.00 65.00 0| 0 170 0 2400 0.29 -0.01 60.09 0| 0 465 0 3200 0.56 -0.03 54.48 0| 0 236 0 4000 0.75 -0.04 51.78 0| 0 200 0 4400 0.95 -0.05 49.16 0| 0 62 0 4800 1.56 -0.08 44.49 0| 0 3 0 5600 1.99 -0.10 42.42 0| 0 24 0 6000 2.52 -0.13 40.50 0| 0 27 0 6400 3.95 -0.20 37.18 0| 11 184 0 7200 6.00 -0.29 34.11 0| 0 64 0 8000 7.33 -0.35 32.81 0| 45 10 -1 8400 8.94 -0.41 31.54 0| 22 620 0 8800 10.97 -0.48 30.97 0| 11 39 +11 9200 12.94 -0.54 29.50 0| 0 10 0 9600 15.40 -0.61 28.83 0| 0 0 0 10000 22.48 -0.76 26.81 0| 0 0 0 11000 30.92 -0.87 25.59 0| 0 0 0 12000 49.77 -0.98 23.95 0| 0 0 0 14000 69.47 -1.00 24.00 0| 0 0 0 16000 Total 0| 89 2,114 +10 Indicative a-t-m Vol 30.99 Underlying Price 91.600 Time to expiry: 473 Days Dec 11 0.27 -0.01 59.00 0| 0 0 0 2400 0.62 -0.02 54.27 0| 0 50 0 3200 1.18 -0.04 50.45 0| 0 200 0 4000 1.47 -0.06 47.82 0| 0 40 0 4400 1.82 -0.07 45.64 0| 0 50 0 4800 2.83 -0.11 42.09 0| 0 40 0 5600 3.60 -0.14 41.16 0| 0 121 0 6000 4.37 -0.16 39.59 0| 0 750 0 6400 5.54 -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 12.67 -0.43 31.34 0| 0 1,250 0 9000 15.73 -0.51 30.03 0| 0 0 0 9600 18.03 -0.56 29.24 0| 0 0 0 10000 32.36 -0.80 26.00 0| 0 0 0 12000 69.49 -0.97 24.85 0| 0 0 0 16000 Total 0| 0 6,251 0 Indicative a-t-m Vol 31.50 Underlying Price 91.600 Time to expiry: 655 Days Jun 12 2.26 -0.06 50.86 0| 0 0 0 4000 3.23 -0.09 46.30 0| 0 0 0 4800 4.57 -0.14 42.83 0| 0 0 0 5600 5.49 -0.16 41.56 0| 0 0 0 6000 6.51 -0.19 40.46 0| 0 0 0 6400 8.34 -0.25 36.82 0| 0 0 0 7200 11.10 -0.32 34.63 0| 0 0 0 8000 14.19 -0.40 32.07 0| 0 0 0 8800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.41 -0.49 30.80 0| 0 0 0 9600 34.06 -0.75 26.10 0| 0 0 0 12000 69.78 -0.95 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.16 Underlying Price 91.600 Time to expiry: 844 Days Dec 12 1.13 -0.03 58.28 0| 0 0 0 2400 2.24 -0.05 55.45 0| 0 0 0 3200 3.37 -0.08 51.18 0| 0 0 0 4000 4.65 -0.11 46.98 0| 0 0 0 4800 7.15 -0.17 41.81 0| 0 0 0 6000 10.38 -0.25 37.30 0| 0 0 0 7200 13.28 -0.32 35.20 0| 0 0 0 8000 14.75 -0.36 33.91 0| 0 0 0 8400 16.57 -0.39 33.10 0| 0 0 0 8800 20.30 -0.47 31.00 0| 0 0 0 9600 35.19 -0.71 26.20 0| 0 0 0 12000 69.92 -0.92 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.23 Underlying Price 91.600 Time to expiry: 1026 Days Jun 13 8.82 -0.18 42.24 0| 0 0 0 6000 15.30 -0.32 35.78 0| 0 0 0 8000 18.32 -0.39 33.09 0| 0 0 0 8800 22.09 -0.46 31.17 0| 0 0 0 9600 36.45 -0.68 26.30 0| 0 0 0 12000 70.59 -0.88 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.34 Underlying Price 91.600 Time to expiry: 1208 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 5.53 -0.09 51.82 0| 0 0 0 4000 7.19 -0.13 47.64 0| 0 0 0 4800 10.17 -0.19 42.62 0| 0 0 0 6000 16.84 -0.31 36.17 0| 0 0 0 8000 37.25 -0.65 26.40 0| 0 0 0 12000 70.89 -0.85 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.38 Underlying Price 91.600 Time to expiry: 1572 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 19.09 -0.31 36.19 0| 0 0 0 8000 38.57 -0.61 26.50 0| 0 0 0 12000 71.11 -0.81 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 219| 630 72,975 +147 Grand Total 470| 963 129,242 +111 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 29.25 Underlying Price 91.600 Time to expiry: 18 Days Sep 10 46.61 1.00 87.98 0| 0 0 0 4500 43.61 1.00 84.29 0| 0 0 0 4800 41.61 1.00 81.55 0| 0 0 0 5000 36.62 1.00 74.16 0| 0 23 0 5500 31.62 1.00 66.53 0| 0 450 0 6000 26.63 1.00 59.09 0| 0 0 0 6500 23.64 0.99 54.84 0| 0 86 0 6800 21.65 0.99 52.11 0| 0 95 0 7000 19.67 0.99 49.47 0| 0 110 0 7200 16.71 0.98 45.72 0| 0 20,000 0 7500 11.82 0.94 38.65 0| 0 2,157 0 8000 8.16 0.86 35.95 0| 0 0 0 8400 7.28 0.84 35.03 0| 0 13,448 0 8500 6.40 0.81 33.67 0| 0 0 0 8600 4.80 0.72 31.82 0| 0 235 0 8800 3.39 0.62 30.19 0| 0 147 0 9000 2.24 0.49 29.01 0| 0 8,707 0 9200 1.33 0.35 27.63 0| 0 150 0 9400 1.00 0.29 27.26 0| 0 830 0 9500 0.73 0.23 26.79 0| 0 0 0 9600 0.36 0.13 25.95 0| 0 0 0 9800 0.17 0.07 25.67 0| 0 34,600 0 10000 0.01 0.00 20.85 0| 0 0 0 11000 0.01 0.00 19.76 0| 0 0 0 12000 0.01 0.00 24.00 0| 0 0 0 14000 Total 0| 0 81,038 0 Indicative a-t-m Vol 30.62 Underlying Price 91.600 Time to expiry: 200 Days Mar 11 66.78 1.00 72.04 0| 0 0 0 2400 58.93 0.99 66.87 0| 0 0 0 3200 51.14 0.98 60.22 0| 0 0 0 4000 47.28 0.97 56.92 0| 0 0 0 4400 43.43 0.97 53.74 0| 0 0 0 4800 41.54 0.96 52.22 0| 0 0 0 5000 36.80 0.94 48.61 0| 0 0 0 5500 32.17 0.92 45.30 0| 0 0 0 6000 27.66 0.89 42.29 0| 0 0 0 6500 23.32 0.85 39.56 0| 0 0 0 7000 19.20 0.80 37.11 0| 0 150 0 7500 15.37 0.74 34.94 0| 0 0 0 8000 11.90 0.66 32.96 0| 0 0 0 8500 9.99 0.60 31.77 0| 0 0 0 8800 8.85 0.57 31.23 0| 0 0 0 9000 7.76 0.53 30.47 0| 0 230 0 9200 6.31 0.47 29.70 0| 0 248 0 9500 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.25 0.37 28.11 0| 0 15 0 10000 1.68 0.19 26.20 0| 0 522 0 11000 0.57 0.08 24.89 0| 0 608 0 12000 0.04 0.01 23.05 0| 0 0 0 14000 0.01 0.00 23.00 0| 0 0 0 16000 Total 0| 0 1,773 0 Indicative a-t-m Vol 32.51 Underlying Price 91.600 Time to expiry: 382 Days Sep 11 66.11 0.98 73.19 0| 0 0 0 2400 58.57 0.97 64.96 0| 0 0 0 3200 51.18 0.95 58.43 0| 0 0 0 4000 47.59 0.94 56.03 0| 0 0 0 4400 43.90 0.93 52.47 0| 0 0 0 4800 42.20 0.92 51.62 0| 0 0 0 5000 36.96 0.89 47.93 0| 0 0 0 5600 33.54 0.87 45.57 0| 0 0 0 6000 30.34 0.84 43.90 0| 0 0 0 6400 25.78 0.79 41.74 0| 0 0 0 7000 18.60 0.70 37.41 0| 0 0 0 8000 12.04 0.57 32.66 0| 0 0 0 9000 9.46 0.49 32.10 0| 0 0 0 9600 6.96 0.42 28.91 0| 0 0 0 10000 2.80 0.21 29.20 0| 0 0 0 12000 0.76 0.08 27.22 0| 0 0 0 14000 0.26 0.03 27.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.55 Underlying Price 91.600 Time to expiry: 564 Days Mar 12 65.86 0.98 68.85 0| 0 0 0 2400 58.48 0.96 60.22 0| 0 0 0 3200 51.15 0.94 53.03 0| 0 0 0 4000 44.27 0.91 48.75 0| 0 0 0 4800 42.64 0.90 47.90 0| 0 0 0 5000 37.64 0.87 44.80 0| 0 0 0 5600 34.42 0.85 42.82 0| 0 0 0 6000 31.44 0.82 41.69 0| 0 0 0 6400 27.25 0.78 39.99 0| 0 0 0 7000 20.19 0.69 35.75 0| 0 0 0 8000 14.04 0.58 32.00 0| 0 177 0 9000 10.97 0.51 30.32 0| 0 0 0 9600 9.06 0.46 28.94 0| 0 0 0 10000 3.18 0.23 25.40 0| 0 177 0 12000 1.12 0.10 24.52 0| 0 0 0 14000 0.51 0.05 25.41 0| 0 0 0 16000 Total 0| 0 354 0 Indicative a-t-m Vol 34.32 Underlying Price 91.600 Time to expiry: 753 Days Sep 12 65.90 0.96 72.66 0| 0 0 0 2400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 58.95 0.94 63.88 0| 0 0 0 3200 52.14 0.92 57.08 0| 0 0 0 4000 45.39 0.89 51.14 0| 0 0 0 4800 35.76 0.83 44.00 0| 0 0 0 6000 33.58 0.80 44.34 0| 0 0 0 6400 28.21 0.75 41.51 0| 0 0 0 7200 22.35 0.69 36.98 0| 0 0 0 8000 18.76 0.63 34.99 0| 0 0 0 8600 14.34 0.54 33.79 0| 0 0 0 9600 6.47 0.32 30.18 0| 0 0 0 12000 1.60 0.11 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.38 Underlying Price 91.600 Time to expiry: 928 Days Mar 13 66.06 0.96 73.28 0| 0 0 0 2400 58.63 0.94 60.17 0| 0 0 0 3200 51.82 0.92 53.00 0| 0 0 0 4000 46.26 0.88 51.28 0| 0 0 0 4800 37.47 0.82 45.63 0| 0 0 0 6000 23.79 0.69 36.89 0| 0 0 0 8000 18.86 0.62 33.78 0| 0 0 0 8800 15.45 0.55 32.88 0| 0 0 0 9600 7.55 0.35 29.55 0| 0 0 0 12000 2.41 0.14 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.51 Underlying Price 91.600 Time to expiry: 1117 Days Sep 13 65.83 0.95 73.85 0| 0 0 0 2400 59.18 0.93 63.53 0| 0 0 0 3200 52.86 0.90 56.83 0| 0 0 0 4000 46.32 0.87 50.12 0| 0 0 0 4800 38.05 0.82 45.22 0| 0 0 0 6000 24.70 0.69 36.46 0| 0 0 0 8000 8.86 0.38 29.75 0| 0 0 0 12000 3.25 0.18 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.03 Underlying Price 91.600 Time to expiry: 1299 Days Mar 14 59.27 0.93 63.10 0| 0 0 0 3200 53.01 0.90 55.65 0| 0 0 0 4000 46.67 0.87 49.48 0| 0 0 0 4800 38.65 0.81 44.60 0| 0 0 0 6000 25.65 0.69 36.12 0| 0 0 0 8000 9.54 0.39 28.92 0| 0 0 0 12000 4.03 0.20 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.13 Underlying Price 91.600 Time to expiry: 1481 Days Sep 14 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 52.84 0.90 55.13 0| 0 0 0 4000 46.77 0.87 49.10 0| 0 0 0 4800 38.86 0.81 43.91 0| 0 0 0 6000 26.30 0.69 36.00 0| 0 0 0 8000 10.83 0.42 29.56 0| 0 0 0 12000 4.63 0.22 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.11 Underlying Price 91.600 Time to expiry: 1663 Days Mar 15 47.39 0.87 49.52 0| 0 0 0 4800 39.62 0.81 44.03 0| 0 0 0 6000 27.08 0.70 35.80 0| 0 0 0 8000 12.10 0.44 29.97 0| 0 0 0 12000 5.85 0.26 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 83,165 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 29.25 Underlying Price 91.600 Time to expiry: 18 Days Sep 10 0.01 0.00 87.98 0| 0 0 0 4500 0.01 0.00 84.29 0| 0 1,000 0 4800 0.01 0.00 81.55 0| 0 500 0 5000 0.01 0.00 74.16 0| 0 55 0 5500 0.01 0.00 66.53 0| 0 909 0 6000 0.02 0.00 59.09 0| 0 802 0 6500 0.03 -0.01 54.84 0| 0 339 0 6800 0.04 -0.01 52.11 0| 0 600 0 7000 0.05 -0.01 49.47 0| 0 1,176 0 7200 0.09 -0.02 45.72 0| 0 11,540 0 7500 0.20 -0.06 38.65 0| 0 671 0 8000 0.54 -0.14 35.95 0| 0 0 0 8400 0.66 -0.16 35.03 0| 0 12,910 0 8500 0.78 -0.19 33.67 0| 0 0 0 8600 1.18 -0.28 31.82 0| 0 0 0 8800 1.77 -0.38 30.19 0| 0 0 0 9000 2.62 -0.51 29.01 0| 0 17 0 9200 3.71 -0.65 27.63 0| 0 0 0 9400 4.38 -0.71 27.26 0| 0 0 0 9500 5.11 -0.77 26.79 0| 0 0 0 9600 6.74 -0.87 25.95 0| 0 0 0 9800 8.54 -0.93 25.67 0| 0 0 0 10000 18.37 -1.00 20.85 0| 0 0 0 11000 28.37 -1.00 19.76 0| 0 0 0 12000 48.37 -1.00 24.00 0| 0 0 0 14000 Total 0| 0 30,519 0 Indicative a-t-m Vol 30.62 Underlying Price 91.600 Time to expiry: 200 Days Mar 11 0.05 0.00 72.04 0| 0 0 0 2400 0.16 -0.01 66.87 0| 0 0 0 3200 0.33 -0.02 60.22 0| 0 1,600 0 4000 0.45 -0.03 56.92 0| 0 1,200 0 4400 0.58 -0.03 53.74 0| 0 400 0 4800 0.67 -0.04 52.22 0| 0 0 0 5000 0.92 -0.06 48.61 0| 0 0 0 5500 1.25 -0.08 45.30 0| 0 0 0 6000 1.72 -0.11 42.29 0| 0 7 0 6500 2.35 -0.15 39.56 0| 0 446 0 7000 3.20 -0.20 37.11 0| 0 878 0 7500 4.35 -0.26 34.94 0| 0 15 0 8000 5.85 -0.34 32.96 0| 0 60 0 8500 6.93 -0.40 31.77 0| 0 400 0 8800 7.78 -0.43 31.23 0| 0 553 0 9000 8.68 -0.47 30.47 0| 0 0 0 9200 10.21 -0.53 29.70 0| 0 0 0 9500 13.12 -0.63 28.11 0| 0 0 0 10000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 20.51 -0.81 26.20 0| 0 1,906 0 11000 29.34 -0.92 24.89 0| 0 0 0 12000 48.70 -0.99 23.05 0| 0 0 0 14000 68.57 -1.00 23.00 0| 0 0 0 16000 Total 0| 0 7,465 0 Indicative a-t-m Vol 32.51 Underlying Price 91.600 Time to expiry: 382 Days Sep 11 0.50 -0.02 73.19 0| 0 0 0 2400 0.86 -0.03 64.96 0| 0 0 0 3200 1.37 -0.05 58.43 0| 0 0 0 4000 1.73 -0.06 56.03 0| 0 0 0 4400 2.00 -0.07 52.47 0| 0 0 0 4800 2.27 -0.08 51.62 0| 0 40 0 5000 2.96 -0.11 47.93 0| 0 0 0 5600 3.49 -0.13 45.57 0| 0 0 0 6000 4.24 -0.16 43.90 0| 0 0 0 6400 5.61 -0.21 41.74 0| 0 0 0 7000 8.31 -0.30 37.41 0| 0 0 0 8000 11.63 -0.43 32.66 0| 0 0 0 9000 14.97 -0.51 32.10 0| 0 0 0 9600 16.42 -0.58 28.91 0| 0 0 0 10000 32.02 -0.79 29.20 0| 0 0 0 12000 49.73 -0.92 27.22 0| 0 0 0 14000 68.99 -0.97 27.50 0| 0 0 0 16000 Total 0| 0 40 0 Indicative a-t-m Vol 31.55 Underlying Price 91.600 Time to expiry: 564 Days Mar 12 0.97 -0.02 68.85 0| 0 0 0 2400 1.43 -0.04 60.22 0| 0 0 0 3200 1.94 -0.06 53.03 0| 0 0 0 4000 2.91 -0.09 48.75 0| 0 0 0 4800 3.24 -0.10 47.90 0| 0 0 0 5000 4.12 -0.13 44.80 0| 0 0 0 5600 4.83 -0.15 42.82 0| 0 0 0 6000 5.78 -0.18 41.69 0| 0 0 0 6400 7.47 -0.22 39.99 0| 0 0 0 7000 10.21 -0.31 35.75 0| 0 0 0 8000 13.87 -0.42 32.00 0| 0 177 0 9000 16.69 -0.49 30.32 0| 0 0 0 9600 18.70 -0.54 28.94 0| 0 0 0 10000 32.43 -0.77 25.40 0| 0 0 0 12000 49.98 -0.90 24.52 0| 0 0 0 14000 68.98 -0.95 25.41 0| 0 0 0 16000 Total 0| 0 177 0 Indicative a-t-m Vol 34.32 Underlying Price 91.600 Time to expiry: 753 Days Sep 12 2.11 -0.04 72.66 0| 0 0 0 2400 2.94 -0.06 63.88 0| 0 0 0 3200 3.90 -0.08 57.08 0| 0 0 0 4000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.93 -0.11 51.14 0| 0 0 0 4800 6.97 -0.17 44.00 0| 0 0 0 6000 8.68 -0.20 44.34 0| 0 0 0 6400 11.08 -0.25 41.51 0| 0 0 0 7200 12.99 -0.31 36.98 0| 0 0 0 8000 15.23 -0.37 34.99 0| 0 0 0 8600 20.53 -0.46 33.79 0| 0 0 0 9600 36.00 -0.68 30.18 0| 0 0 0 12000 70.00 -0.89 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.38 Underlying Price 91.600 Time to expiry: 928 Days Mar 13 3.05 -0.04 73.28 0| 0 0 0 2400 3.32 -0.06 60.17 0| 0 0 0 3200 4.22 -0.08 53.00 0| 0 0 0 4000 6.35 -0.12 51.28 0| 0 0 0 4800 9.12 -0.18 45.63 0| 0 0 0 6000 14.69 -0.31 36.89 0| 0 0 0 8000 17.46 -0.38 33.78 0| 0 0 0 8800 21.74 -0.45 32.88 0| 0 0 0 9600 36.95 -0.65 29.55 0| 0 0 0 12000 70.31 -0.86 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.51 Underlying Price 91.600 Time to expiry: 1117 Days Sep 13 4.03 -0.05 73.85 0| 0 0 0 2400 4.99 -0.07 63.53 0| 0 0 0 3200 6.28 -0.10 56.83 0| 0 0 0 4000 7.34 -0.13 50.12 0| 0 0 0 4800 10.49 -0.18 45.22 0| 0 0 0 6000 16.16 -0.31 36.46 0| 0 0 0 8000 38.37 -0.62 29.75 0| 0 0 0 12000 70.82 -0.82 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.03 Underlying Price 91.600 Time to expiry: 1299 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 8.20 -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 38.71 -0.61 28.92 0| 0 0 0 12000 70.78 -0.80 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.13 Underlying Price 91.600 Time to expiry: 1481 Days Sep 14 7.82 -0.10 55.13 0| 0 0 0 4000 9.17 -0.13 49.10 0| 0 0 0 4800 12.38 -0.19 43.91 0| 0 0 0 6000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.36 -0.31 36.00 0| 0 0 0 8000 39.96 -0.58 29.56 0| 0 0 0 12000 70.82 -0.78 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.11 Underlying Price 91.600 Time to expiry: 1663 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 40.66 -0.56 29.97 0| 0 0 0 12000 70.93 -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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 23.80 Underlying Price 116.520 Time to expiry: 18 Days Sep 10 28.54 1.00 35.00 0| 0 0 0 8800 24.54 1.00 31.19 0| 0 0 0 9200 20.55 1.00 29.79 0| 0 0 0 9600 16.56 0.99 28.19 0| 0 0 0 10000 11.66 0.96 26.67 0| 0 0 0 10500 7.09 0.85 25.34 0| 0 0 0 11000 3.39 0.61 24.08 0| 0 0 0 11500 1.14 0.30 23.16 0| 0 0 0 12000 0.24 0.09 22.48 0| 0 0 0 12500 0.04 0.02 22.39 0| 0 0 0 13000 0.01 0.00 30.97 0| 0 0 0 14000 0.01 0.00 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 26.34 Underlying Price 116.520 Time to expiry: 46 Days Oct 10 24.89 0.96 40.00 0| 0 0 0 9200 20.83 0.96 32.62 0| 0 0 0 9600 17.03 0.93 30.74 0| 0 0 0 10000 12.54 0.86 29.10 0| 0 0 0 10500 8.55 0.74 27.82 0| 0 0 0 11000 5.28 0.58 26.73 0| 0 0 0 11500 2.83 0.39 25.45 0| 0 0 0 12000 1.35 0.23 24.97 0| 0 0 0 12500 0.56 0.12 24.54 0| 0 0 0 13000 0.15 0.03 27.31 0| 0 0 0 14000 0.06 0.01 31.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 26.60 Underlying Price 116.520 Time to expiry: 81 Days Nov 10 25.37 0.93 36.73 0| 0 0 0 9200 21.70 0.90 35.00 0| 0 0 0 9600 17.98 0.86 32.02 0| 0 0 0 10000 9.97 0.69 28.28 0| 0 0 0 11000 6.78 0.57 26.90 0| 0 0 0 11500 4.29 0.43 25.92 0| 0 0 0 12000 2.52 0.30 25.21 0| 0 0 0 12500 1.43 0.20 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 27.11 Underlying Price 116.520 Time to expiry: 109 Days Dec 10 37.50 0.95 47.00 0| 0 0 0 8000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 29.62 0.93 38.34 0| 0 0 0 8800 22.31 0.87 34.56 0| 0 0 0 9600 18.89 0.83 33.04 0| 0 0 0 10000 11.00 0.68 28.65 0| 0 0 0 11000 5.31 0.45 26.29 0| 0 0 0 12000 2.14 0.24 25.27 0| 0 0 0 13000 0.74 0.10 24.77 0| 0 0 0 14000 0.11 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 27.08 Underlying Price 116.520 Time to expiry: 200 Days Mar 11 38.15 0.93 39.00 0| 0 0 0 8000 30.49 0.90 33.24 0| 0 0 0 8800 23.63 0.84 31.11 0| 0 0 0 9600 20.40 0.79 29.97 0| 0 0 0 10000 13.41 0.66 28.23 0| 0 0 0 11000 7.88 0.49 26.46 0| 0 0 0 12000 4.09 0.32 25.08 0| 0 0 0 13000 1.97 0.18 24.44 0| 0 0 0 14000 0.25 0.04 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 28.11 Underlying Price 116.520 Time to expiry: 291 Days Jun 11 57.83 0.97 49.00 0| 0 0 0 6000 39.02 0.91 37.90 0| 0 0 0 8000 32.02 0.87 35.16 0| 0 0 0 8800 25.44 0.81 32.76 0| 0 0 0 9600 22.10 0.77 30.67 0| 0 0 0 10000 15.32 0.65 28.81 0| 0 0 0 11000 10.06 0.51 27.74 0| 0 0 0 12000 6.23 0.38 26.78 0| 0 0 0 13000 3.48 0.25 25.60 0| 0 0 0 14000 1.12 0.10 25.43 0| 0 0 0 16000 0.30 0.03 25.09 0| 0 0 0 18000 0.13 0.01 26.57 0| 0 0 0 20000 0.04 0.00 30.00 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 28.32 Underlying Price 116.520 Time to expiry: 473 Days Dec 11 57.86 0.96 41.46 0| 0 0 0 6000 39.27 0.90 32.57 0| 0 0 0 8000 13.01 0.53 27.91 0| 0 0 0 12000 2.75 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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 30.19 Underlying Price 116.520 Time to expiry: 655 Days Jun 12 58.09 0.96 38.80 0| 0 0 0 6000 41.25 0.87 35.20 0| 0 0 0 8000 16.41 0.55 29.71 0| 0 0 0 12000 4.94 0.24 27.24 0| 0 0 0 16000 0.35 0.03 26.04 0| 0 0 0 24000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 24.79 Underlying Price 116.520 Time to expiry: 18 Days Sep 10 0.01 0.00 39.82 0| 0 0 0 8800 0.02 0.00 40.60 0| 0 0 0 9200 0.02 -0.01 35.69 0| 0 0 0 9600 0.07 -0.02 33.92 0| 0 0 0 10000 0.23 -0.06 30.75 0| 0 0 0 10500 0.66 -0.17 27.04 0| 0 0 0 11000 1.94 -0.40 25.05 0| 0 0 0 11500 4.69 -0.69 24.19 0| 0 0 0 12000 8.76 -0.90 23.75 0| 0 0 0 12500 13.51 -0.98 23.35 0| 0 0 0 13000 23.48 -1.00 26.13 0| 0 0 0 14000 33.48 -1.00 32.43 0| 0 0 0 15000 43.48 -1.00 38.72 0| 0 0 0 16000 63.48 -1.00 51.30 0| 0 0 0 18000 Total 0| 0 0 0 Indicative a-t-m Vol 23.41 Underlying Price 116.520 Time to expiry: 46 Days Oct 10 0.09 -0.02 32.50 0| 0 0 0 9200 0.14 -0.03 29.55 0| 0 0 0 9600 0.26 -0.05 27.16 0| 0 0 0 10000 0.63 -0.12 25.47 0| 0 0 0 10500 1.53 -0.24 24.60 0| 0 0 0 11000 3.18 -0.42 23.67 0| 0 0 0 11500 5.80 -0.62 22.80 0| 0 0 0 12000 9.38 -0.80 21.75 0| 0 0 0 12500 13.77 -0.92 21.81 0| 0 0 0 13000 23.50 -0.99 23.48 0| 0 0 0 14000 33.48 -1.00 26.64 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 24.29 Underlying Price 116.520 Time to expiry: 81 Days Nov 10 0.33 -0.04 31.01 0| 0 0 0 9200 0.57 -0.07 29.85 0| 0 0 0 9600 0.89 -0.11 28.19 0| 0 0 0 10000 2.80 -0.29 25.70 0| 0 0 0 11000 4.57 -0.43 24.50 0| 0 0 0 11500 7.14 -0.58 23.79 0| 0 0 0 12000 10.43 -0.72 23.00 0| 0 0 0 12500 14.38 -0.84 22.44 0| 0 0 0 13000 23.63 -0.96 22.86 0| 0 0 0 14000 33.48 -0.99 24.03 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 25.28 Underlying Price 116.520 Time to expiry: 109 Days Dec 10 0.27 -0.03 38.09 0| 0 0 0 8000 0.43 -0.05 32.52 0| 0 0 0 8800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 62 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.00 -0.10 30.09 0| 0 0 0 9600 1.50 -0.15 29.01 0| 0 0 0 10000 3.73 -0.31 26.58 0| 0 0 0 11000 8.09 -0.55 24.58 0| 0 0 0 12000 14.93 -0.79 22.94 0| 0 0 0 13000 23.76 -0.93 22.36 0| 0 0 0 14000 43.91 -0.94 36.44 0| 0 0 0 16000 63.74 -0.96 43.94 0| 0 0 0 18000 83.48 -1.00 32.53 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.48 Underlying Price 116.520 Time to expiry: 200 Days Mar 11 0.73 -0.05 34.39 0| 0 0 0 8000 1.53 -0.10 33.28 0| 0 0 0 8800 2.61 -0.16 31.07 0| 0 0 0 9600 3.38 -0.21 30.01 0| 0 0 0 10000 6.13 -0.34 27.58 0| 0 0 0 11000 10.59 -0.52 25.90 0| 0 0 0 12000 16.84 -0.69 24.58 0| 0 0 0 13000 24.77 -0.84 23.68 0| 0 0 0 14000 44.23 -0.91 31.05 0| 0 0 0 16000 63.76 -0.95 34.74 0| 0 0 0 18000 83.74 -0.96 41.08 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.80 Underlying Price 116.520 Time to expiry: 291 Days Jun 11 0.48 -0.03 41.64 0| 0 0 0 6000 1.77 -0.09 35.04 0| 0 0 0 8000 2.83 -0.14 32.88 0| 0 0 0 8800 4.37 -0.21 31.03 0| 0 0 0 9600 5.39 -0.25 30.10 0| 0 0 0 10000 8.72 -0.38 28.14 0| 0 0 0 11000 13.24 -0.52 26.08 0| 0 0 0 12000 19.57 -0.66 25.06 0| 0 0 0 13000 27.14 -0.78 24.13 0| 0 0 0 14000 44.97 -0.92 23.79 0| 0 0 0 16000 64.24 -0.98 23.84 0| 0 0 0 18000 84.19 -0.97 30.29 0| 0 0 0 20000 123.54 -1.00 26.22 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 27.91 Underlying Price 116.520 Time to expiry: 473 Days Dec 11 1.04 -0.04 38.61 0| 0 0 0 6000 2.96 -0.12 32.87 0| 0 0 0 8000 16.55 -0.48 27.44 0| 0 0 0 12000 46.19 -0.85 25.00 0| 0 0 0 16000 123.54 -0.98 30.29 0| 0 0 0 24000 Total 0| 0 0 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 28.18 Underlying Price 116.520 Time to expiry: 655 Days Jun 12 1.99 -0.06 38.30 0| 0 0 0 6000 5.06 -0.15 33.74 0| 0 0 0 8000 19.56 -0.47 27.65 0| 0 0 0 12000 48.46 -0.78 26.14 0| 0 0 0 16000 123.60 -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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 32.97 Underlying Price 21.405 Time to expiry: 18 Days Sep 10 9.41 1.00 56.00 0| 0 0 0 1200 7.41 1.00 53.61 0| 0 0 0 1400 5.41 1.00 47.42 0| 0 0 0 1600 4.41 0.99 44.02 0| 0 0 0 1700 3.42 0.98 40.70 0| 0 0 0 1800 2.45 0.94 37.61 0| 0 0 0 1900 1.99 0.90 36.17 0| 0 0 0 1950 1.55 0.83 34.82 0| 0 0 0 2000 1.17 0.74 34.47 0| 0 0 0 2050 0.84 0.62 34.33 0| 0 0 0 2100 0.55 0.49 32.68 0| 0 0 0 2150 0.34 0.36 32.38 0| 0 0 0 2200 0.19 0.24 31.40 0| 0 0 0 2250 0.09 0.14 30.29 0| 0 0 0 2300 0.04 0.06 28.66 0| 0 0 0 2350 0.01 0.03 28.17 0| 0 0 0 2400 0.01 0.00 30.43 0| 0 0 0 2600 0.01 0.00 32.41 0| 0 0 0 2800 0.01 0.00 31.07 0| 0 0 0 3000 0.01 0.00 35.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.90 Underlying Price 21.405 Time to expiry: 46 Days Oct 10 4.44 0.97 48.00 0| 0 0 0 1700 3.49 0.93 44.63 0| 0 0 0 1800 2.59 0.85 41.89 0| 0 0 0 1900 1.78 0.73 38.95 0| 0 0 0 2000 1.42 0.65 37.74 0| 0 0 0 2050 1.10 0.57 36.28 0| 0 0 0 2100 0.85 0.48 35.82 0| 0 0 0 2150 0.65 0.39 35.42 0| 0 0 0 2200 0.47 0.31 34.58 0| 0 0 0 2250 0.29 0.23 32.08 0| 0 0 0 2300 0.19 0.16 30.91 0| 0 0 0 2350 0.13 0.12 31.23 0| 0 0 0 2400 0.01 0.01 27.36 0| 0 0 0 2600 0.01 0.00 28.40 0| 0 0 0 2800 0.01 0.00 30.00 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 36.11 Underlying Price 21.405 Time to expiry: 81 Days Nov 10 3.61 0.86 44.14 0| 0 0 0 1800 2.78 0.77 41.55 0| 0 0 0 1900 2.04 0.66 38.97 0| 0 0 0 2000 1.74 0.60 38.24 0| 0 0 0 2050 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 65 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.47 0.54 37.88 0| 0 0 0 2100 1.17 0.48 35.73 0| 0 0 0 2150 0.95 0.42 35.01 0| 0 0 0 2200 0.74 0.36 33.61 0| 0 0 0 2250 0.56 0.30 32.48 0| 0 0 0 2300 0.30 0.19 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 36.36 Underlying Price 21.405 Time to expiry: 109 Days Dec 10 9.41 1.00 57.00 0| 0 0 0 1200 7.42 0.99 54.16 0| 0 0 0 1400 5.49 0.94 48.93 0| 0 0 0 1600 3.74 0.81 43.75 0| 0 0 0 1800 2.96 0.73 41.27 0| 0 0 0 1900 2.26 0.64 38.98 0| 0 0 0 2000 1.70 0.54 37.52 0| 0 0 0 2100 1.16 0.44 34.68 0| 0 0 0 2200 0.76 0.34 32.80 0| 0 0 0 2300 0.45 0.24 30.78 0| 0 0 0 2400 0.03 0.02 25.83 0| 0 0 0 2800 0.02 0.02 34.56 0| 0 0 0 3200 0.01 0.00 34.68 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 36.39 Underlying Price 21.405 Time to expiry: 200 Days Mar 11 9.42 0.99 53.00 0| 0 0 0 1200 7.51 0.94 50.40 0| 0 0 0 1400 5.78 0.84 46.96 0| 0 0 0 1600 4.25 0.74 43.15 0| 0 0 0 1800 3.55 0.69 41.12 0| 0 0 0 1900 2.89 0.62 38.97 0| 0 0 0 2000 2.30 0.56 37.22 0| 0 0 0 2100 1.76 0.48 35.20 0| 0 0 0 2200 1.31 0.40 33.35 0| 0 0 0 2300 0.92 0.33 31.52 0| 0 0 0 2400 0.18 0.10 27.56 0| 0 0 0 2800 0.03 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 35.27 Underlying Price 21.405 Time to expiry: 291 Days Jun 11 9.44 0.97 50.00 0| 0 0 0 1200 7.68 0.89 47.71 0| 0 0 0 1400 6.05 0.82 43.80 0| 0 0 0 1600 4.56 0.73 40.26 0| 0 0 0 1800 3.89 0.68 38.71 0| 0 0 0 1900 3.24 0.63 36.85 0| 0 0 0 2000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 66 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.72 0.57 36.11 0| 0 0 0 2100 2.16 0.51 34.05 0| 0 0 0 2200 1.72 0.44 32.91 0| 0 0 0 2300 1.29 0.37 31.10 0| 0 0 0 2400 0.36 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 35.71 Underlying Price 21.405 Time to expiry: 473 Days Dec 11 9.72 0.91 52.81 0| 0 0 0 1200 6.62 0.80 45.69 0| 0 0 0 1600 5.21 0.72 42.07 0| 0 0 0 1800 3.84 0.63 37.60 0| 0 0 0 2000 2.76 0.53 34.92 0| 0 0 0 2200 1.90 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 35.19 Underlying Price 21.405 Time to expiry: 655 Days Jun 12 9.81 0.90 48.05 0| 0 0 0 1200 6.83 0.79 42.25 0| 0 0 0 1600 4.30 0.64 36.68 0| 0 0 0 2000 3.29 0.55 34.56 0| 0 0 0 2200 2.34 0.45 31.82 0| 0 0 0 2400 0.51 0.15 26.87 0| 0 0 0 3200 0.06 0.03 23.63 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 35.13 Underlying Price 21.405 Time to expiry: 18 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 0.03 -0.03 49.94 0| 0 0 0 1700 0.07 -0.07 46.91 0| 0 0 0 1800 0.18 -0.16 43.93 0| 0 0 0 1900 0.26 -0.22 41.83 0| 0 0 0 1950 0.40 -0.30 41.20 0| 0 0 0 2000 0.54 -0.39 38.54 0| 0 0 0 2050 0.73 -0.50 35.75 0| 0 0 0 2100 1.01 -0.62 34.99 0| 0 0 0 2150 1.34 -0.73 33.64 0| 0 0 0 2200 1.73 -0.83 32.78 0| 0 0 0 2250 2.16 -0.90 31.60 0| 0 0 0 2300 2.62 -0.96 29.62 0| 0 0 0 2350 3.10 -0.98 27.90 0| 0 0 0 2400 5.09 -1.00 25.48 0| 0 0 0 2600 7.09 -1.00 26.22 0| 0 0 0 2800 9.09 -1.00 26.92 0| 0 0 0 3000 11.09 -1.00 30.23 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 36.12 Underlying Price 21.405 Time to expiry: 46 Days Oct 10 0.21 -0.11 49.89 0| 0 0 0 1700 0.33 -0.16 46.80 0| 0 0 0 1800 0.50 -0.24 43.14 0| 0 0 0 1900 0.80 -0.35 41.12 0| 0 0 0 2000 0.94 -0.41 38.34 0| 0 0 0 2050 1.14 -0.49 36.71 0| 0 0 0 2100 1.41 -0.56 35.99 0| 0 0 0 2150 1.71 -0.63 35.32 0| 0 0 0 2200 2.03 -0.70 34.19 0| 0 0 0 2250 2.39 -0.77 33.07 0| 0 0 0 2300 2.76 -0.85 30.28 0| 0 0 0 2350 3.21 -0.88 31.05 0| 0 0 0 2400 5.10 -0.98 28.17 0| 0 0 0 2600 7.09 -1.00 31.58 0| 0 0 0 2800 9.09 -1.00 38.92 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 36.61 Underlying Price 21.405 Time to expiry: 81 Days Nov 10 0.57 -0.21 44.52 0| 0 0 0 1800 0.78 -0.28 41.45 0| 0 0 0 1900 1.13 -0.37 40.12 0| 0 0 0 2000 1.31 -0.42 38.62 0| 0 0 0 2050 1.52 -0.47 37.61 0| 0 0 0 2100 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 68 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.76 -0.53 36.39 0| 0 0 0 2150 2.02 -0.59 35.03 0| 0 0 0 2200 2.31 -0.64 33.94 0| 0 0 0 2250 2.64 -0.70 32.95 0| 0 0 0 2300 3.36 -0.81 30.29 0| 0 0 0 2400 5.12 -0.96 25.77 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 36.06 Underlying Price 21.405 Time to expiry: 109 Days Dec 10 0.07 -0.03 56.84 0| 0 0 0 1200 0.19 -0.06 53.49 0| 0 0 0 1400 0.40 -0.13 48.77 0| 0 0 0 1600 0.76 -0.23 44.24 0| 0 0 0 1800 1.01 -0.29 41.91 0| 0 0 0 1900 1.32 -0.37 39.32 0| 0 0 0 2000 1.71 -0.46 36.93 0| 0 0 0 2100 2.21 -0.56 34.80 0| 0 0 0 2200 2.81 -0.67 32.86 0| 0 0 0 2300 3.46 -0.78 29.68 0| 0 0 0 2400 7.11 -0.97 28.35 0| 0 0 0 2800 11.09 -0.99 35.63 0| 0 0 0 3200 15.08 -1.00 33.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 36.47 Underlying Price 21.405 Time to expiry: 200 Days Mar 11 0.22 -0.05 53.86 0| 0 0 0 1200 0.49 -0.11 51.87 0| 0 0 0 1400 0.78 -0.17 47.02 0| 0 0 0 1600 1.26 -0.26 43.14 0| 0 0 0 1800 1.53 -0.31 40.71 0| 0 0 0 1900 1.86 -0.38 38.64 0| 0 0 0 2000 2.30 -0.45 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 -0.68 31.65 0| 0 0 0 2400 7.21 -0.91 28.61 0| 0 0 0 2800 11.10 -0.98 29.65 0| 0 0 0 3200 15.08 -0.99 33.38 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 34.81 Underlying Price 21.405 Time to expiry: 291 Days Jun 11 0.38 -0.07 51.71 0| 0 0 0 1200 0.68 -0.12 48.50 0| 0 0 0 1400 1.07 -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 2.21 -0.37 37.35 0| 0 0 0 2000 2.62 -0.43 35.79 0| 0 0 0 2100 3.03 -0.50 33.40 0| 0 0 0 2200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 4.19 -0.64 30.72 0| 0 0 0 2400 7.24 -0.89 25.83 0| 0 0 0 2800 11.13 -0.96 28.98 0| 0 0 0 3200 15.09 -0.99 31.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 34.49 Underlying Price 21.405 Time to expiry: 473 Days Dec 11 0.86 -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 -0.60 31.88 0| 0 0 0 2400 11.49 -0.91 26.05 0| 0 0 0 3200 19.18 -0.99 22.09 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 34.07 Underlying Price 21.405 Time to expiry: 655 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 4.37 -0.47 33.37 0| 0 0 0 2200 5.50 -0.56 31.52 0| 0 0 0 2400 11.69 -0.85 27.39 0| 0 0 0 3200 19.19 -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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 36.42 Underlying Price 48.390 Time to expiry: 18 Days Sep 10 16.40 1.00 44.41 0| 0 0 0 3200 12.40 1.00 43.51 0| 0 0 0 3600 10.40 1.00 42.21 0| 0 0 0 3800 8.42 0.99 40.95 0| 0 0 0 4000 6.47 0.96 39.75 0| 0 0 0 4200 4.63 0.88 38.61 0| 0 0 0 4400 3.79 0.82 38.07 0| 0 0 0 4500 3.01 0.75 37.56 0| 0 0 0 4600 2.31 0.66 37.06 0| 0 0 0 4700 1.72 0.56 36.59 0| 0 0 0 4800 1.23 0.45 36.15 0| 0 0 0 4900 0.84 0.35 35.59 0| 0 0 0 5000 0.34 0.18 34.78 0| 0 6 0 5200 0.11 0.07 34.12 0| 0 0 0 5400 0.03 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 39.18 Underlying Price 48.390 Time to expiry: 46 Days Oct 10 8.60 0.93 46.03 0| 0 0 0 4000 6.82 0.86 44.50 0| 0 0 0 4200 5.19 0.77 42.49 0| 0 0 0 4400 4.43 0.72 41.55 0| 0 0 0 4500 3.75 0.66 40.66 0| 0 0 0 4600 3.14 0.59 39.96 0| 0 0 0 4700 2.60 0.53 39.41 0| 0 0 0 4800 2.11 0.46 38.83 0| 0 0 0 4900 1.70 0.40 38.20 0| 0 0 0 5000 1.04 0.28 37.08 0| 0 0 0 5200 0.60 0.19 36.06 0| 0 0 0 5400 0.30 0.11 34.49 0| 0 0 0 5600 0.09 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 40.98 Underlying Price 48.390 Time to expiry: 81 Days Nov 10 9.02 0.85 46.96 0| 0 0 0 4000 7.46 0.78 45.95 0| 0 0 0 4200 6.02 0.70 44.44 0| 0 0 0 4400 4.74 0.62 42.88 0| 0 0 0 4600 4.18 0.57 42.24 0| 0 0 0 4700 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 3.12 0.49 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 0.84 0.20 36.04 0| 0 0 0 5600 0.33 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 41.14 Underlying Price 48.390 Time to expiry: 109 Days Dec 10 16.45 0.98 51.51 0| 0 0 0 3200 12.72 0.91 48.76 0| 0 0 0 3600 9.40 0.81 46.39 0| 0 0 0 4000 7.92 0.74 45.19 0| 0 0 0 4200 6.58 0.68 44.09 0| 0 0 0 4400 5.37 0.61 43.09 0| 0 0 0 4600 4.24 0.54 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 0.28 0.07 34.62 0| 0 0 0 6400 0.05 0.02 33.79 0| 0 0 0 7200 0.02 0.01 36.80 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.30 Underlying Price 48.390 Time to expiry: 200 Days Mar 11 16.95 0.90 51.15 0| 0 0 0 3200 13.62 0.84 48.06 0| 0 0 0 3600 10.68 0.76 45.93 0| 0 0 0 4000 9.34 0.71 45.01 0| 0 0 0 4200 8.09 0.67 43.95 0| 0 0 0 4400 6.92 0.61 42.74 0| 0 0 0 4600 5.81 0.56 41.52 0| 0 0 0 4800 3.98 0.45 39.29 0| 0 0 0 5200 2.58 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 41.39 Underlying Price 48.390 Time to expiry: 291 Days Jun 11 17.57 0.88 49.02 0| 0 0 0 3200 14.56 0.81 47.57 0| 0 0 0 3600 11.79 0.74 45.75 0| 0 0 0 4000 10.52 0.71 44.74 0| 0 0 0 4200 9.34 0.66 44.09 0| 0 0 0 4400 8.16 0.62 42.64 0| 0 0 0 4600 7.08 0.58 41.62 0| 0 0 0 4800 5.15 0.48 39.22 0| 0 0 0 5200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.61 0.39 37.21 0| 0 0 0 5600 2.58 0.30 36.53 0| 0 0 0 6000 1.80 0.23 35.87 0| 0 0 0 6400 0.76 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 42.14 Underlying Price 48.390 Time to expiry: 473 Days Dec 11 18.92 0.85 50.99 0| 0 0 0 3200 13.52 0.73 46.69 0| 0 0 0 4000 11.05 0.67 44.16 0| 0 0 0 4400 8.94 0.60 42.30 0| 0 0 0 4800 5.52 0.45 39.08 0| 0 0 0 5600 4.29 0.38 37.95 0| 0 0 0 6000 1.05 0.13 34.53 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.84 Underlying Price 48.390 Time to expiry: 655 Days Jun 12 19.52 0.84 47.48 0| 0 0 0 3200 14.49 0.73 44.19 0| 0 0 0 4000 12.17 0.67 42.14 0| 0 0 0 4400 10.23 0.61 40.97 0| 0 0 0 4800 6.88 0.48 38.21 0| 0 0 0 5600 5.57 0.42 37.13 0| 0 0 0 6000 1.87 0.19 34.36 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 6 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 35.67 Underlying Price 48.390 Time to expiry: 18 Days Sep 10 0.01 0.00 48.43 0| 0 0 0 3200 0.01 0.00 45.79 0| 0 0 0 3600 0.02 -0.01 44.36 0| 0 0 0 3800 0.06 -0.03 42.92 0| 0 0 0 4000 0.18 -0.08 41.51 0| 0 0 0 4200 0.43 -0.17 39.73 0| 0 0 0 4400 0.62 -0.24 38.66 0| 0 0 0 4500 0.90 -0.32 37.77 0| 0 0 0 4600 1.25 -0.41 36.64 0| 0 0 0 4700 1.72 -0.51 35.92 0| 0 0 0 4800 2.29 -0.62 35.27 0| 0 0 0 4900 2.94 -0.71 34.32 0| 0 0 0 5000 4.52 -0.87 32.43 0| 0 0 0 5200 6.37 -0.95 31.94 0| 0 0 0 5400 8.31 -0.99 31.35 0| 0 0 0 5600 12.30 -1.00 31.15 0| 0 0 0 6000 16.30 -1.00 31.44 0| 0 0 0 6400 20.30 -1.00 31.73 0| 0 0 0 6800 24.29 -1.00 33.47 0| 0 0 0 7200 32.29 -1.00 34.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 37.97 Underlying Price 48.390 Time to expiry: 46 Days Oct 10 0.54 -0.13 46.32 0| 0 0 0 4000 0.81 -0.18 43.58 0| 0 0 0 4200 1.24 -0.27 41.25 0| 0 0 0 4400 1.53 -0.32 40.51 0| 0 0 0 4500 1.90 -0.37 39.82 0| 0 0 0 4600 2.31 -0.43 39.16 0| 0 0 0 4700 2.77 -0.49 38.35 0| 0 0 0 4800 3.27 -0.55 37.37 0| 0 0 0 4900 3.86 -0.61 36.65 0| 0 0 0 5000 5.20 -0.73 34.98 0| 0 0 0 5200 6.78 -0.83 33.99 0| 0 0 0 5400 8.54 -0.90 33.16 0| 0 0 0 5600 12.34 -0.98 31.95 0| 0 0 0 6000 16.30 -1.00 31.19 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 37.87 Underlying Price 48.390 Time to expiry: 81 Days Nov 10 0.93 -0.16 42.70 0| 0 0 0 4000 1.38 -0.23 41.92 0| 0 0 0 4200 1.87 -0.30 39.61 0| 0 0 0 4400 2.67 -0.38 39.37 0| 0 0 0 4600 3.09 -0.43 38.54 0| 0 0 0 4700 3.58 -0.48 38.30 0| 0 0 0 4800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.05 -0.52 37.19 0| 0 0 0 4900 4.60 -0.57 36.37 0| 0 0 0 5000 5.78 -0.67 34.20 0| 0 0 0 5200 8.85 -0.84 32.23 0| 0 0 0 5600 12.44 -0.94 30.52 0| 0 0 0 6000 16.32 -0.98 30.24 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 38.51 Underlying Price 48.390 Time to expiry: 109 Days Dec 10 0.37 -0.06 51.13 0| 0 0 0 3200 0.70 -0.11 46.32 0| 0 0 0 3600 1.37 -0.19 43.39 0| 0 0 0 4000 1.88 -0.25 42.33 0| 0 0 0 4200 2.49 -0.32 41.11 0| 0 0 0 4400 3.12 -0.39 38.68 0| 0 0 0 4600 4.15 -0.47 38.78 0| 0 0 0 4800 6.37 -0.63 36.01 0| 0 0 0 5200 9.23 -0.78 33.57 0| 0 0 0 5600 16.40 -0.95 31.56 0| 0 0 0 6400 24.31 -0.99 35.23 0| 0 0 0 7200 32.31 -0.99 42.51 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 37.87 Underlying Price 48.390 Time to expiry: 200 Days Mar 11 0.82 -0.09 46.90 0| 0 0 0 3200 1.49 -0.15 45.04 0| 0 0 0 3600 2.46 -0.23 42.91 0| 0 0 0 4000 3.04 -0.28 41.71 0| 0 0 0 4200 3.76 -0.33 40.68 0| 0 0 0 4400 4.59 -0.39 39.70 0| 0 0 0 4600 5.41 -0.45 38.11 0| 0 0 0 4800 7.54 -0.57 35.69 0| 0 0 0 5200 10.13 -0.70 33.47 0| 0 0 0 5600 16.81 -0.87 32.31 0| 0 0 0 6400 24.42 -0.95 33.00 0| 0 0 0 7200 32.32 -0.98 35.37 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.27 Underlying Price 48.390 Time to expiry: 291 Days Jun 11 1.46 -0.12 47.30 0| 0 0 0 3200 2.38 -0.18 45.89 0| 0 0 0 3600 3.54 -0.25 44.07 0| 0 0 0 4000 4.24 -0.29 43.06 0| 0 0 0 4200 5.01 -0.34 42.28 0| 0 0 0 4400 5.87 -0.38 41.22 0| 0 0 0 4600 6.81 -0.43 40.46 0| 0 0 0 4800 8.95 -0.52 38.56 0| 0 0 0 5200 11.41 -0.62 36.59 0| 0 0 0 5600 14.46 -0.70 36.45 0| 0 0 0 6000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.66 -0.78 35.60 0| 0 0 0 6400 24.68 -0.90 33.63 0| 0 0 0 7200 32.40 -0.96 34.62 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.20 Underlying Price 48.390 Time to expiry: 473 Days Dec 11 2.55 -0.15 45.95 0| 0 0 0 3200 5.26 -0.27 43.80 0| 0 0 0 4000 6.64 -0.34 40.86 0| 0 0 0 4400 8.53 -0.42 39.33 0| 0 0 0 4800 13.17 -0.57 36.63 0| 0 0 0 5600 15.92 -0.64 35.60 0| 0 0 0 6000 32.68 -0.90 31.52 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.82 Underlying Price 48.390 Time to expiry: 655 Days Jun 12 3.61 -0.17 46.52 0| 0 0 0 3200 6.49 -0.27 43.65 0| 0 0 0 4000 8.25 -0.33 42.31 0| 0 0 0 4400 10.20 -0.39 40.94 0| 0 0 0 4800 14.79 -0.52 38.38 0| 0 0 0 5600 17.53 -0.58 37.68 0| 0 0 0 6000 33.63 -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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lyxor ETF DJ Stoxx 600 Oil & Gas Option (LOG) Indicative a-t-m Vol 21.26 Underlying Price 30.030 Time to expiry: 18 Days Sep 10 10.03 1.00 34.03 0| 0 0 0 2000 8.03 1.00 31.58 0| 0 0 0 2200 7.03 1.00 30.18 0| 0 0 0 2300 6.03 1.00 28.49 0| 0 0 0 2400 4.04 1.00 25.73 0| 0 0 0 2600 3.04 0.99 24.29 0| 0 0 0 2700 2.08 0.94 23.01 0| 0 0 0 2800 1.20 0.79 21.80 0| 0 0 0 2900 0.54 0.52 21.25 0| 0 0 0 3000 0.19 0.24 21.58 0| 0 0 0 3100 0.04 0.07 20.66 0| 0 0 0 3200 0.01 0.03 23.20 0| 0 0 0 3300 0.01 0.00 22.22 0| 0 0 0 3400 0.01 0.00 18.31 0| 0 0 0 3600 0.01 0.00 18.55 0| 0 0 0 3800 0.01 0.00 18.34 0| 0 0 0 4000 0.01 0.00 17.82 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 22.47 Underlying Price 30.030 Time to expiry: 46 Days Oct 10 7.04 1.00 31.86 0| 0 0 0 2300 6.04 1.00 29.12 0| 0 0 0 2400 4.04 1.00 25.91 0| 0 0 0 2600 2.10 0.92 23.11 0| 0 0 0 2800 1.25 0.76 22.26 0| 0 0 0 2900 0.65 0.50 22.49 0| 0 0 0 3000 0.28 0.26 22.01 0| 0 0 0 3100 0.10 0.11 21.61 0| 0 0 0 3200 0.03 0.04 21.25 0| 0 0 0 3300 0.02 0.02 23.16 0| 0 0 0 3400 0.01 0.00 23.43 0| 0 0 0 3600 0.01 0.00 24.40 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.20 Underlying Price 30.030 Time to expiry: 81 Days Nov 10 7.04 1.00 33.76 0| 0 0 0 2300 6.04 1.00 31.31 0| 0 0 0 2400 4.05 0.98 27.98 0| 0 0 0 2600 2.19 0.84 25.15 0| 0 0 0 2800 1.42 0.67 24.03 0| 0 0 0 2900 0.85 0.47 23.21 0| 0 0 0 3000 0.50 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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 20.77 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.73 Underlying Price 30.030 Time to expiry: 109 Days Dec 10 10.04 1.00 39.92 0| 0 0 0 2000 8.04 1.00 35.96 0| 0 0 0 2200 6.04 1.00 33.06 0| 0 0 0 2400 4.08 0.95 29.63 0| 0 0 0 2600 2.32 0.77 26.79 0| 0 0 0 2800 1.03 0.45 23.75 0| 0 0 0 3000 0.41 0.22 22.45 0| 0 0 0 3200 0.14 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 23.54 Underlying Price 30.030 Time to expiry: 200 Days Mar 11 10.04 1.00 38.50 0| 0 0 0 2000 8.04 1.00 34.58 0| 0 0 0 2200 6.07 0.97 31.26 0| 0 0 0 2400 4.21 0.86 28.25 0| 0 0 0 2600 2.66 0.65 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 0.16 0.09 20.61 0| 0 0 0 3600 0.02 0.01 19.24 0| 0 0 0 4000 0.01 0.01 22.87 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 24.36 Underlying Price 30.030 Time to expiry: 291 Days Jun 11 10.04 1.00 39.87 0| 0 0 0 2000 8.06 0.98 34.95 0| 0 0 0 2200 6.17 0.89 31.26 0| 0 0 0 2400 4.52 0.73 28.75 0| 0 0 0 2600 3.16 0.60 26.24 0| 0 0 0 2800 2.06 0.48 24.39 0| 0 0 0 3000 1.19 0.35 22.28 0| 0 0 0 3200 0.65 0.23 21.05 0| 0 0 0 3400 0.31 0.13 19.88 0| 0 0 0 3600 0.07 0.04 19.33 0| 0 0 0 4000 0.02 0.01 20.05 0| 0 0 0 4400 0.01 0.01 21.63 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 24.14 Underlying Price 30.030 Time to expiry: 473 Days Dec 11 10.06 0.98 38.89 0| 0 0 0 2000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 0.79 31.50 0| 0 0 0 2400 3.48 0.61 25.50 0| 0 0 0 2800 1.59 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 23.48 Underlying Price 30.030 Time to expiry: 655 Days Jun 12 10.15 0.93 38.00 0| 0 0 0 2000 6.50 0.77 28.80 0| 0 0 0 2400 3.78 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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 79 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lyxor ETF DJ Stoxx 600 Oil & Gas Option (LOG) Indicative a-t-m Vol 23.70 Underlying Price 30.030 Time to expiry: 18 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 0.05 -0.06 28.74 0| 0 0 0 2600 0.13 -0.14 26.47 0| 0 0 0 2700 0.35 -0.31 25.12 0| 0 0 0 2800 0.78 -0.55 24.37 0| 0 0 0 2900 1.45 -0.78 23.72 0| 0 4 0 3000 2.32 -0.92 23.02 0| 0 0 0 3100 3.27 -0.98 22.38 0| 0 0 0 3200 4.26 -1.00 22.24 0| 0 0 0 3300 5.26 -1.00 22.27 0| 0 0 0 3400 7.26 -1.00 22.52 0| 0 0 0 3600 9.26 -1.00 23.03 0| 0 0 0 3800 11.26 -1.00 23.56 0| 0 0 0 4000 15.26 -1.00 25.77 0| 0 0 0 4400 Total 0| 0 4 0 Indicative a-t-m Vol 23.70 Underlying Price 30.030 Time to expiry: 46 Days Oct 10 0.02 -0.02 30.40 0| 0 0 0 2300 0.05 -0.04 29.57 0| 0 0 0 2400 0.21 -0.14 27.44 0| 0 0 0 2600 0.71 -0.37 25.63 0| 0 0 0 2800 1.14 -0.52 24.46 0| 0 0 0 2900 1.75 -0.68 23.73 0| 0 0 0 3000 2.49 -0.81 22.77 0| 0 0 0 3100 3.34 -0.91 21.67 0| 0 0 0 3200 4.30 -0.96 22.11 0| 0 0 0 3300 5.27 -0.99 21.48 0| 0 0 0 3400 7.26 -1.00 24.73 0| 0 0 0 3600 9.26 -1.00 29.97 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.56 Underlying Price 30.030 Time to expiry: 81 Days Nov 10 0.17 -0.07 34.71 0| 0 0 0 2300 0.23 -0.10 32.36 0| 0 0 0 2400 0.51 -0.21 29.08 0| 0 0 0 2600 1.02 -0.39 25.54 0| 0 0 0 2800 1.45 -0.50 24.39 0| 0 0 0 2900 2.01 -0.63 23.58 0| 0 0 0 3000 2.70 -0.74 22.77 0| 0 0 0 3100 3.48 -0.84 22.01 0| 0 0 0 3200 5.30 -0.95 21.19 0| 0 0 0 3400 7.27 -0.99 22.26 0| 0 0 0 3600 9.27 -0.99 26.48 0| 0 0 0 3800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 80 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 0 0 Indicative a-t-m Vol 22.08 Underlying Price 30.030 Time to expiry: 109 Days Dec 10 0.10 -0.04 39.50 0| 0 0 0 2000 0.19 -0.07 35.92 0| 0 0 0 2200 0.36 -0.13 32.23 0| 0 0 0 2400 0.66 -0.23 28.54 0| 0 0 0 2600 1.19 -0.39 25.14 0| 0 0 0 2800 2.10 -0.61 22.11 0| 0 0 0 3000 3.51 -0.82 20.02 0| 0 0 0 3200 5.32 -0.94 19.91 0| 0 0 0 3400 7.27 -0.98 21.17 0| 0 0 0 3600 11.27 -0.99 28.42 0| 0 0 0 4000 15.31 -0.97 41.54 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 22.89 Underlying Price 30.030 Time to expiry: 200 Days Mar 11 0.31 -0.08 38.28 0| 0 0 0 2000 0.47 -0.12 34.44 0| 0 0 0 2200 0.72 -0.18 31.16 0| 0 0 0 2400 1.10 -0.27 27.84 0| 0 0 0 2600 1.71 -0.40 25.17 0| 0 0 0 2800 2.61 -0.56 22.92 0| 0 0 0 3000 3.86 -0.73 21.05 0| 0 0 0 3200 5.50 -0.85 20.77 0| 0 0 0 3400 7.35 -0.93 21.29 0| 0 0 0 3600 11.27 -0.98 23.83 0| 0 0 0 4000 15.42 -0.93 37.33 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 23.35 Underlying Price 30.030 Time to expiry: 291 Days Jun 11 0.53 -0.10 37.22 0| 0 0 0 2000 0.75 -0.14 33.82 0| 0 0 0 2200 1.06 -0.21 30.78 0| 0 0 0 2400 1.51 -0.29 28.20 0| 0 0 0 2600 2.13 -0.40 25.56 0| 0 0 0 2800 3.00 -0.53 23.38 0| 0 0 0 3000 4.14 -0.68 21.30 0| 0 0 0 3200 5.62 -0.81 19.89 0| 0 0 0 3400 7.41 -0.89 20.26 0| 0 0 0 3600 11.28 -0.97 21.95 0| 0 0 0 4000 15.58 -0.89 36.32 0| 0 0 0 4400 19.24 -1.00 25.70 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 24.07 Underlying Price 30.030 Time to expiry: 473 Days Dec 11 1.05 -0.15 34.89 0| 0 0 0 2000 1.88 -0.27 29.71 0| 0 0 0 2400 3.31 -0.46 25.50 0| 0 0 0 2800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.58 -0.67 22.69 0| 0 0 0 3200 12.31 -0.93 20.46 0| 0 0 0 4000 20.06 -0.99 20.86 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.65 Underlying Price 30.030 Time to expiry: 655 Days Jun 12 1.26 -0.16 32.39 0| 0 0 0 2000 2.23 -0.28 28.52 0| 0 0 0 2400 3.67 -0.44 24.75 0| 0 0 0 2800 5.93 -0.63 22.58 0| 0 0 0 3200 12.42 -0.89 20.77 0| 0 0 0 4000 20.07 -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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 15.31 Underlying Price 27.965 Time to expiry: 18 Days Sep 10 9.97 1.00 36.25 0| 0 0 0 1800 7.97 1.00 31.20 0| 0 0 0 2000 5.97 1.00 27.27 0| 0 0 0 2200 4.97 1.00 25.51 0| 0 0 0 2300 3.97 1.00 23.51 0| 0 0 0 2400 3.47 1.00 22.51 0| 0 0 0 2450 2.97 1.00 21.51 0| 0 0 0 2500 1.98 0.98 19.47 0| 0 0 0 2600 1.04 0.86 17.33 0| 0 0 0 2700 0.31 0.49 15.25 0| 0 0 0 2800 0.04 0.11 15.23 0| 0 0 0 2900 0.01 0.01 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 16.99 Underlying Price 27.965 Time to expiry: 46 Days Oct 10 5.97 1.00 26.98 0| 0 0 0 2200 4.97 1.00 23.56 0| 0 0 0 2300 3.97 1.00 21.86 0| 0 0 0 2400 2.97 1.00 21.06 0| 0 0 0 2500 1.99 0.96 21.00 0| 0 0 0 2600 1.07 0.83 18.57 0| 0 0 0 2700 0.38 0.48 16.94 0| 0 0 0 2800 0.08 0.14 16.27 0| 0 0 0 2900 0.01 0.03 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 17.90 Underlying Price 27.965 Time to expiry: 81 Days Nov 10 5.97 1.00 26.71 0| 0 0 0 2200 4.97 1.00 24.47 0| 0 0 0 2300 3.97 1.00 22.72 0| 0 0 0 2400 2.01 0.93 20.77 0| 0 0 0 2600 1.15 0.75 19.61 0| 0 0 0 2700 0.51 0.45 17.85 0| 0 0 0 2800 0.19 0.19 17.10 0| 0 0 0 2900 0.06 0.07 15.91 0| 0 0 0 3000 0.01 0.01 17.00 0| 0 0 0 3200 0.01 0.00 18.79 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.44 Underlying Price 27.965 Time to expiry: 109 Days Dec 10 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 83 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.97 1.00 33.04 0| 0 0 0 1800 7.97 1.00 29.89 0| 0 0 0 2000 5.97 1.00 26.49 0| 0 0 0 2200 4.97 1.00 25.19 0| 0 0 0 2300 3.97 1.00 23.41 0| 0 0 0 2400 2.02 0.91 20.59 0| 0 0 0 2600 0.63 0.42 18.41 0| 0 0 0 2800 0.12 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 0.01 0.01 30.38 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 19.79 Underlying Price 27.965 Time to expiry: 200 Days Mar 11 9.97 1.00 30.73 0| 0 0 0 1800 7.97 1.00 38.99 0| 0 0 0 2000 5.97 1.00 25.03 0| 0 0 0 2200 4.97 1.00 23.73 0| 0 0 0 2300 3.98 0.99 22.53 0| 0 0 0 2400 2.19 0.75 21.13 0| 0 0 0 2600 1.07 0.42 19.77 0| 0 0 0 2800 0.40 0.21 17.59 0| 0 0 0 3000 0.10 0.07 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 19.68 Underlying Price 27.965 Time to expiry: 291 Days Jun 11 11.97 1.00 32.96 0| 0 0 0 1600 9.97 1.00 30.97 0| 0 0 0 1800 7.98 1.00 34.84 0| 0 0 0 2000 5.97 1.00 25.93 0| 0 0 0 2200 4.07 0.88 24.23 0| 0 0 0 2400 2.58 0.62 22.41 0| 0 0 0 2600 1.41 0.44 19.64 0| 0 0 0 2800 0.71 0.28 18.48 0| 0 0 0 3000 0.29 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 21.24 Underlying Price 27.965 Time to expiry: 473 Days Dec 11 11.97 1.00 51.48 0| 0 0 0 1600 7.98 0.99 34.03 0| 0 0 0 2000 4.23 0.78 24.40 0| 0 0 0 2400 1.85 0.47 21.22 0| 0 0 0 2800 0.59 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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 21.29 Underlying Price 27.965 Time to expiry: 655 Days Jun 12 12.00 0.98 47.05 0| 0 0 0 1600 7.98 1.00 30.16 0| 0 0 0 2000 4.47 0.71 24.31 0| 0 0 0 2400 2.18 0.48 21.27 0| 0 0 0 2800 0.88 0.26 19.42 0| 0 0 0 3200 0.21 0.07 20.45 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 27.965 Time to expiry: 18 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 0.01 -0.02 23.69 0| 0 0 0 2400 0.03 -0.05 22.69 0| 0 0 0 2450 0.06 -0.09 21.69 0| 0 0 0 2500 0.21 -0.28 19.69 0| 0 0 0 2600 0.62 -0.61 17.83 0| 0 0 0 2700 1.39 -0.88 17.75 0| 0 0 0 2800 2.34 -0.98 17.70 0| 0 0 0 2900 3.33 -1.00 18.38 0| 0 0 0 3000 5.33 -1.00 19.63 0| 0 0 0 3200 7.33 -1.00 22.08 0| 0 0 0 3400 9.33 -1.00 23.10 0| 0 0 0 3600 13.33 -1.00 29.80 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 18.11 Underlying Price 27.965 Time to expiry: 46 Days Oct 10 0.02 -0.02 26.69 0| 0 0 0 2200 0.05 -0.05 25.70 0| 0 0 0 2300 0.12 -0.10 24.46 0| 0 0 0 2400 0.26 -0.20 22.90 0| 0 0 0 2500 0.50 -0.35 21.19 0| 0 0 0 2600 0.92 -0.55 19.44 0| 0 0 0 2700 1.55 -0.76 18.07 0| 0 0 0 2800 2.41 -0.90 18.04 0| 0 0 0 2900 3.34 -0.98 16.51 0| 0 0 0 3000 5.33 -1.00 20.31 0| 0 0 0 3200 7.33 -1.00 26.49 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.51 Underlying Price 27.965 Time to expiry: 81 Days Nov 10 0.09 -0.06 27.39 0| 0 0 0 2200 0.16 -0.10 25.78 0| 0 0 0 2300 0.27 -0.16 24.17 0| 0 0 0 2400 0.73 -0.38 20.97 0| 0 0 0 2600 1.16 -0.53 19.76 0| 0 0 0 2700 1.74 -0.69 18.47 0| 0 0 0 2800 2.50 -0.83 17.62 0| 0 0 0 2900 3.37 -0.93 16.51 0| 0 0 0 3000 5.33 -0.99 18.01 0| 0 0 0 3200 7.33 -0.99 23.09 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.82 Underlying Price 27.965 Time to expiry: 109 Days Dec 10 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 -0.19 23.78 0| 0 0 0 2400 0.87 -0.38 20.74 0| 0 0 0 2600 1.88 -0.66 18.79 0| 0 0 0 2800 3.46 -0.87 18.34 0| 0 0 0 3000 5.34 -0.97 18.58 0| 0 0 0 3200 9.33 -0.99 25.63 0| 0 0 0 3600 13.33 -0.99 34.26 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 19.99 Underlying Price 27.965 Time to expiry: 200 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 0.55 -0.18 25.43 0| 0 0 0 2300 0.75 -0.24 24.22 0| 0 0 0 2400 1.34 -0.40 21.90 0| 0 0 0 2600 2.29 -0.59 19.96 0| 0 0 0 2800 3.65 -0.79 18.30 0| 0 0 0 3000 5.36 -0.95 15.98 0| 0 0 0 3200 9.33 -0.99 21.26 0| 0 0 0 3600 13.34 -0.98 29.10 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.49 Underlying Price 27.965 Time to expiry: 291 Days Jun 11 0.07 -0.02 31.71 0| 0 0 0 1600 0.18 -0.05 30.53 0| 0 0 0 1800 0.35 -0.10 28.30 0| 0 0 0 2000 0.62 -0.17 26.28 0| 0 0 0 2200 1.05 -0.27 24.25 0| 0 0 0 2400 1.67 -0.40 22.17 0| 0 0 0 2600 2.61 -0.56 20.46 0| 0 0 0 2800 3.87 -0.73 18.87 0| 0 0 0 3000 5.50 -0.87 18.05 0| 0 0 0 3200 9.34 -0.97 20.00 0| 0 0 0 3600 13.35 -0.97 26.73 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 21.29 Underlying Price 27.965 Time to expiry: 473 Days Dec 11 0.37 -0.07 32.97 0| 0 0 0 1600 0.91 -0.18 28.41 0| 0 0 0 2000 1.99 -0.35 24.58 0| 0 0 0 2400 3.88 -0.60 21.26 0| 0 0 0 2800 6.68 -0.85 17.69 0| 0 0 0 3200 14.25 -0.98 19.17 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 21.83 Underlying Price 27.965 Time to expiry: 655 Days Jun 12 0.56 -0.09 31.96 0| 0 0 0 1600 1.21 -0.19 27.89 0| 0 0 0 2000 2.39 -0.35 24.62 0| 0 0 0 2400 4.28 -0.56 21.81 0| 0 0 0 2800 7.02 -0.77 19.73 0| 0 0 0 3200 14.33 -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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 30.06 Underlying Price 16.295 Time to expiry: 18 Days Sep 10 6.30 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 0.97 37.49 0| 0 0 0 1400 1.39 0.87 34.05 0| 0 0 0 1500 0.84 0.72 31.73 0| 0 0 0 1567 0.62 0.62 30.62 0| 0 0 0 1600 0.35 0.44 29.68 0| 0 0 0 1650 0.16 0.27 28.00 0| 0 0 0 1700 0.06 0.12 26.38 0| 0 0 0 1750 0.02 0.05 25.33 0| 0 0 0 1800 0.01 0.01 24.66 0| 0 0 0 1844 0.01 0.00 24.64 0| 0 60 0 1900 0.01 0.00 24.16 0| 0 0 0 1936 0.01 0.00 23.91 0| 0 4 0 2028 0.01 0.00 23.43 0| 0 0 0 2100 0.01 0.00 23.72 0| 0 0 0 2213 0.01 0.00 25.13 0| 0 0 0 2400 Total 0| 0 64 0 Indicative a-t-m Vol 29.92 Underlying Price 16.295 Time to expiry: 46 Days Oct 10 4.32 0.98 43.88 0| 0 0 0 1200 3.36 0.95 41.00 0| 0 0 0 1300 2.43 0.89 37.18 0| 0 0 0 1400 1.58 0.77 33.82 0| 0 0 0 1500 1.20 0.69 32.24 0| 0 0 0 1550 0.88 0.59 30.82 0| 0 0 0 1600 0.60 0.48 29.33 0| 0 0 0 1650 0.38 0.36 28.18 0| 0 0 0 1700 0.22 0.25 26.81 0| 0 0 0 1750 0.11 0.15 25.57 0| 0 0 0 1800 0.06 0.09 24.96 0| 0 0 0 1850 0.02 0.04 24.39 0| 0 0 0 1900 0.01 0.01 23.63 0| 0 0 0 2000 0.01 0.00 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 30.18 Underlying Price 16.295 Time to expiry: 81 Days Nov 10 4.40 0.95 43.22 0| 0 0 0 1200 3.47 0.90 39.94 0| 0 0 0 1300 2.59 0.83 36.80 0| 0 0 0 1400 1.79 0.73 33.54 0| 0 0 0 1500 1.43 0.66 32.28 0| 0 0 0 1550 1.12 0.58 31.07 0| 0 0 0 1600 0.83 0.50 29.59 0| 0 0 0 1650 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 89 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.60 0.41 28.42 0| 0 0 0 1700 0.25 0.23 25.87 0| 0 0 0 1800 0.09 0.10 24.08 0| 0 0 0 1900 Total 0| 0 0 0 Indicative a-t-m Vol 30.47 Underlying Price 16.295 Time to expiry: 109 Days Dec 10 6.45 0.95 61.09 0| 0 0 0 1000 4.54 0.90 47.86 0| 0 0 0 1200 2.71 0.81 36.49 0| 0 0 0 1400 1.93 0.71 33.31 0| 0 0 0 1500 1.28 0.58 31.27 0| 0 0 0 1600 0.74 0.43 28.60 0| 0 0 0 1700 0.37 0.27 26.10 0| 0 0 0 1800 0.23 0.20 24.40 0| 0 2 0 1844 0.14 0.14 23.83 0| 0 0 0 1900 0.10 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 30.70 Underlying Price 16.295 Time to expiry: 200 Days Mar 11 6.78 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 2.31 0.69 33.14 0| 0 0 0 1500 1.69 0.59 31.28 0| 0 0 0 1600 1.15 0.48 29.35 0| 0 0 0 1700 0.62 0.34 25.02 0| 0 0 0 1800 0.36 0.23 24.24 0| 0 0 0 1900 0.22 0.15 24.17 0| 0 0 0 2000 0.12 0.10 24.18 0| 0 0 0 2100 0.06 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 16.295 Time to expiry: 291 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 6.88 0.90 63.07 0| 0 0 0 1000 5.01 0.84 48.94 0| 0 0 0 1200 3.30 0.75 39.11 0| 0 0 0 1400 2.58 0.68 36.20 0| 0 0 0 1500 1.73 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 0.48 0.27 25.15 0| 0 0 0 1900 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 28.60 Underlying Price 16.295 Time to expiry: 473 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 1.08 0.40 26.31 0| 0 0 0 1800 0.53 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 28.16 Underlying Price 16.295 Time to expiry: 655 Days Jun 12 8.84 0.93 70.00 0| 0 0 0 800 5.39 0.81 47.72 0| 0 0 0 1200 2.09 0.58 28.49 0| 0 0 0 1600 1.22 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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 30.06 Underlying Price 16.295 Time to expiry: 18 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 0.02 -0.03 37.49 0| 0 0 0 1400 0.09 -0.13 34.05 0| 0 0 0 1500 0.21 -0.28 31.73 0| 0 0 0 1567 0.32 -0.38 30.62 0| 0 0 0 1600 0.55 -0.56 29.68 0| 0 0 0 1650 0.86 -0.74 28.00 0| 0 0 0 1700 1.26 -0.88 26.38 0| 0 0 0 1750 1.72 -0.96 25.33 0| 0 0 0 1800 2.15 -0.99 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 29.92 Underlying Price 16.295 Time to expiry: 46 Days Oct 10 0.02 -0.02 43.88 0| 0 0 0 1200 0.06 -0.05 41.00 0| 0 0 0 1300 0.13 -0.11 37.18 0| 0 0 0 1400 0.28 -0.23 33.82 0| 0 0 0 1500 0.40 -0.31 32.24 0| 0 0 0 1550 0.57 -0.41 30.82 0| 0 0 0 1600 0.79 -0.52 29.33 0| 0 0 0 1650 1.07 -0.64 28.18 0| 0 0 0 1700 1.41 -0.76 26.81 0| 0 0 0 1750 1.81 -0.85 25.57 0| 0 0 0 1800 2.25 -0.92 24.96 0| 0 0 0 1850 2.72 -0.96 24.39 0| 0 0 0 1900 3.71 -1.00 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 30.18 Underlying Price 16.295 Time to expiry: 81 Days Nov 10 0.08 -0.05 43.22 0| 0 0 0 1200 0.15 -0.10 39.94 0| 0 0 0 1300 0.28 -0.17 36.80 0| 0 0 0 1400 0.47 -0.27 33.54 0| 0 0 0 1500 0.62 -0.34 32.28 0| 0 0 0 1550 0.80 -0.42 31.07 0| 0 0 0 1600 1.01 -0.50 29.59 0| 0 0 0 1650 1.28 -0.59 28.42 0| 0 0 0 1700 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.93 -0.77 25.87 0| 0 0 0 1800 2.77 -0.90 24.08 0| 0 0 0 1900 Total 0| 0 0 0 Indicative a-t-m Vol 30.47 Underlying Price 16.295 Time to expiry: 109 Days Dec 10 0.13 -0.05 61.09 0| 0 0 0 1000 0.22 -0.10 47.86 0| 0 0 0 1200 0.38 -0.19 36.49 0| 0 0 0 1400 0.60 -0.29 33.31 0| 0 0 0 1500 0.95 -0.42 31.27 0| 0 0 0 1600 1.41 -0.57 28.60 0| 0 0 0 1700 2.03 -0.73 26.10 0| 0 0 0 1800 2.34 -0.80 24.40 0| 0 0 0 1844 2.81 -0.87 23.83 0| 0 0 0 1900 3.13 -0.90 23.54 0| 0 0 0 1936 4.00 -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 30.70 Underlying Price 16.295 Time to expiry: 200 Days Mar 11 0.44 -0.10 63.00 0| 0 0 0 1000 0.58 -0.15 50.20 0| 0 0 0 1200 0.76 -0.24 37.80 0| 0 0 0 1400 0.94 -0.32 33.14 0| 0 0 0 1500 1.31 -0.42 31.28 0| 0 0 0 1600 1.77 -0.53 29.35 0| 0 0 0 1700 2.25 -0.67 25.02 0| 0 0 0 1800 2.99 -0.78 24.24 0| 0 0 0 1900 3.85 -0.86 24.17 0| 0 0 0 2000 4.77 -0.92 24.18 0| 0 0 0 2100 5.72 -0.97 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 16.295 Time to expiry: 291 Days Jun 11 0.42 -0.06 90.00 0| 0 0 0 600 0.61 -0.09 75.19 0| 0 0 0 800 0.84 -0.14 63.07 0| 0 0 0 1000 0.99 -0.21 48.94 0| 0 0 0 1200 1.35 -0.32 39.11 0| 0 0 0 1400 1.68 -0.39 36.20 0| 0 0 0 1500 1.88 -0.49 29.74 0| 0 0 0 1600 2.50 -0.58 29.55 0| 0 0 0 1700 3.01 -0.70 25.52 0| 0 0 0 1800 3.80 -0.78 25.15 0| 0 0 0 1900 4.62 -0.86 24.12 0| 0 0 0 2000 6.46 -0.94 23.00 0| 0 0 0 2200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 28.60 Underlying Price 16.295 Time to expiry: 473 Days Dec 11 0.93 -0.11 70.00 0| 0 0 0 800 1.45 -0.22 47.72 0| 0 0 0 1200 2.23 -0.46 29.00 0| 0 0 0 1600 3.36 -0.63 26.31 0| 0 0 0 1800 4.83 -0.78 24.59 0| 0 0 0 2000 8.43 -0.94 23.55 0| 0 0 0 2400 16.28 -0.99 26.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 28.16 Underlying Price 16.295 Time to expiry: 655 Days Jun 12 1.43 -0.13 70.00 0| 0 0 0 800 2.07 -0.25 47.72 0| 0 0 0 1200 2.87 -0.50 28.49 0| 0 0 0 1600 4.07 -0.64 26.31 0| 0 0 0 1800 5.55 -0.77 24.59 0| 0 0 0 2000 9.06 -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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 32.05 Underlying Price 58.820 Time to expiry: 18 Days Sep 10 22.83 1.00 54.00 0| 0 0 0 3600 18.83 1.00 50.50 0| 0 0 0 4000 14.83 1.00 46.52 0| 0 0 0 4400 12.84 0.99 44.52 0| 0 0 0 4600 10.86 0.98 42.56 0| 0 0 0 4800 7.04 0.92 40.31 0| 0 495 0 5200 5.22 0.85 37.42 0| 0 0 0 5400 3.57 0.75 35.08 0| 0 3,888 0 5600 2.17 0.59 32.55 0| 0 65 0 5800 1.15 1.17 0.40 31.32 1.18 1.15 512| 6 1,771 0 6000 0.65 0.53 0.23 30.27 0.65 0.65 7| 150 859 +150 6200 0.22 0.12 30.30 0| 0 917 0 6400 0.10 0.06 31.26 0| 6 99 +6 6600 0.12 0.02 0.01 28.12 0.12 0.12 3| 0 158 0 6800 0.01 0.00 26.63 0| 0 243 0 7200 0.01 0.00 25.61 0| 0 12 0 7600 0.01 0.00 25.04 0| 0 34 0 8000 0.01 0.00 25.00 0| 0 0 0 8800 Total 522| 162 8,541 +156 Indicative a-t-m Vol 32.41 Underlying Price 58.820 Time to expiry: 46 Days Oct 10 13.02 0.95 43.87 0| 0 0 0 4600 11.11 0.93 41.15 0| 0 0 0 4800 7.55 0.84 37.74 0| 0 0 0 5200 4.43 0.68 34.26 0| 0 10 0 5600 3.16 0.57 32.67 0| 0 10 0 5800 2.17 0.45 32.05 0| 0 15 0 6000 1.37 0.34 30.81 0| 0 39 0 6200 0.84 0.23 30.41 0| 0 113 0 6400 0.47 0.15 29.57 0| 0 80 0 6600 0.25 0.09 29.27 0| 0 42 0 6800 0.08 0.03 30.02 0| 0 28 0 7200 0.02 0.01 29.00 0| 0 0 0 7600 Total 0| 0 337 0 Indicative a-t-m Vol 33.17 Underlying Price 58.820 Time to expiry: 81 Days Nov 10 13.39 0.91 42.35 0| 0 0 0 4600 11.60 0.88 40.56 0| 0 0 0 4800 8.26 0.78 37.46 0| 0 0 0 5200 5.37 0.65 34.77 0| 0 0 0 5600 4.14 0.57 33.46 0| 0 0 0 5800 3.23 3.14 0.48 32.75 3.23 3.23 5| 0 0 0 6000 2.28 0.39 31.84 0| 0 0 0 6200 1.61 0.31 31.20 0| 0 0 0 6400 0.73 0.17 30.05 0| 0 1 0 6800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.30 0.08 29.39 0| 0 0 0 7200 Total 5| 0 1 0 Indicative a-t-m Vol 33.12 Underlying Price 58.820 Time to expiry: 109 Days Dec 10 42.83 1.00 71.00 0| 0 0 0 1600 38.84 1.00 72.31 0| 0 0 0 2000 36.85 1.00 70.94 0| 0 0 0 2200 34.87 1.00 68.89 0| 0 0 0 2400 30.92 0.99 63.76 0| 0 0 0 2800 27.00 0.98 58.23 0| 0 0 0 3200 23.10 0.97 52.89 0| 0 0 0 3600 19.27 0.95 48.01 0| 0 0 0 4000 15.53 0.91 43.71 0| 0 0 0 4400 11.96 0.85 39.62 0| 0 0 0 4800 8.77 0.76 37.33 0| 0 0 0 5200 5.94 0.64 34.51 0| 0 2,377 0 5600 3.71 0.50 32.53 500| 60 5,182 -29 6000 2.11 0.34 30.99 0| 0 486 0 6400 1.15 1.09 0.21 29.89 1.15 1.15 10| 0 64 0 6800 0.53 0.12 29.19 0| 0 498 0 7200 0.13 0.03 29.49 0| 0 95 0 8000 0.04 0.01 31.00 0| 0 0 0 8800 Total 510| 60 8,702 -29 Indicative a-t-m Vol 33.62 Underlying Price 58.820 Time to expiry: 200 Days Mar 11 23.56 0.94 48.00 0| 0 0 0 3600 19.92 0.91 44.77 0| 0 0 0 4000 16.41 0.87 41.55 0| 0 0 0 4400 13.15 0.81 39.06 0| 0 0 0 4800 10.18 0.73 36.92 0| 0 0 0 5200 7.55 0.63 34.94 0| 0 0 0 5600 5.35 0.52 33.06 0| 0 16 0 6000 3.64 0.41 31.86 0| 0 187 0 6400 2.35 0.31 30.70 0| 0 16 0 6800 1.46 0.22 29.87 0| 0 201 0 7200 0.60 0.56 0.10 29.50 0.60 0.60 10| 0 87 0 8000 0.23 0.05 30.00 0| 0 10 0 8800 Total 10| 0 517 0 Indicative a-t-m Vol 34.00 Underlying Price 58.820 Time to expiry: 291 Days Jun 11 35.07 0.99 51.00 0| 0 0 0 2400 27.49 0.96 46.84 0| 0 0 0 3200 23.84 0.93 44.57 0| 0 0 0 3600 20.35 0.90 42.38 0| 0 0 0 4000 17.03 0.85 40.33 0| 0 0 0 4400 13.98 0.79 38.62 0| 0 17 0 4800 11.16 0.72 36.79 0| 0 15 0 5200 8.64 0.63 35.09 0| 0 24 0 5600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.48 0.54 33.54 0| 0 40 0 6000 4.76 0.45 32.58 0| 0 59 0 6400 3.41 0.36 31.74 0| 0 26 0 6800 2.35 0.28 30.87 0| 0 35 0 7200 1.02 0.15 29.29 0| 0 0 0 8000 0.41 0.07 28.33 0| 0 0 0 8800 0.01 0.00 28.00 0| 0 0 0 12000 Total 0| 0 216 0 Indicative a-t-m Vol 33.83 Underlying Price 58.820 Time to expiry: 473 Days Dec 11 27.86 0.94 45.00 0| 0 0 0 3200 21.18 0.87 41.66 0| 0 0 0 4000 15.14 0.76 37.65 0| 0 0 0 4800 10.18 0.63 34.60 0| 0 1,600 0 5600 8.17 0.56 33.51 0| 0 0 0 6000 6.38 0.48 32.24 0| 0 0 0 6400 1.87 0.21 28.17 0| 0 0 0 8000 0.11 0.02 28.00 0| 0 0 0 12000 Total 0| 0 1,600 0 Indicative a-t-m Vol 33.42 Underlying Price 58.820 Time to expiry: 655 Days Jun 12 21.93 0.85 41.24 0| 0 0 0 4000 16.20 0.75 37.28 0| 0 0 0 4800 11.35 0.64 34.24 0| 0 0 0 5600 9.37 0.57 33.07 0| 0 0 0 6000 7.57 0.51 31.83 0| 0 0 0 6400 2.67 0.25 27.79 0| 0 0 0 8000 0.29 0.04 28.00 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 1,047| 222 19,914 +127 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 32.05 Underlying Price 58.820 Time to expiry: 18 Days Sep 10 0.01 0.00 54.00 0| 0 71 0 3600 0.01 0.00 50.50 0| 0 74 0 4000 0.01 0.00 46.52 0| 0 2,134 0 4400 0.01 -0.01 44.52 0| 0 41 0 4600 0.03 -0.02 42.56 0| 0 4,852 0 4800 0.22 0.22 -0.08 40.31 0.22 0.22 3| 0 4,098 0 5200 0.40 -0.15 37.42 0| 0 74 0 5400 0.61 0.76 -0.26 35.08 0.61 0.61 3| 6 319 0 5600 1.37 -0.41 32.55 0| 6 85 0 5800 2.37 -0.60 31.32 0| 0 213 0 6000 2.96 3.74 -0.77 30.27 2.96 2.96 1| 0 15 0 6200 5.44 -0.88 30.30 0| 0 29 0 6400 7.31 -0.94 31.26 0| 0 6 0 6600 9.23 -0.99 28.12 0| 0 0 0 6800 13.21 -1.00 26.63 0| 0 0 0 7200 17.21 -1.00 25.61 0| 0 0 0 7600 21.21 -1.00 25.04 0| 0 0 0 8000 29.21 -1.00 25.00 0| 0 0 0 8800 Total 7| 12 12,011 0 Indicative a-t-m Vol 32.41 Underlying Price 58.820 Time to expiry: 46 Days Oct 10 0.21 -0.05 43.87 0| 0 70 0 4600 0.30 -0.07 41.15 0| 0 60 0 4800 0.74 -0.16 37.74 0| 0 110 0 5200 1.62 -0.32 34.26 0| 0 27 0 5600 2.51 2.35 -0.43 32.67 2.51 2.51 6| 0 46 0 5800 3.37 3.36 -0.55 32.05 3.37 3.37 6| 0 32 0 6000 4.56 -0.66 30.81 0| 0 19 0 6200 6.03 -0.77 30.41 0| 0 8 0 6400 7.66 -0.85 29.57 0| 0 0 0 6600 9.45 -0.91 29.27 0| 0 0 0 6800 13.28 -0.97 30.02 0| 0 0 0 7200 17.22 -0.99 29.00 0| 0 0 0 7600 Total 12| 0 372 0 Indicative a-t-m Vol 33.17 Underlying Price 58.820 Time to expiry: 81 Days Nov 10 0.54 0.55 -0.09 42.35 0.54 0.54 40| 0 50 0 4600 0.75 0.75 -0.12 40.56 0.79 0.70 50| 0 0 0 4800 1.41 -0.22 37.46 0| 0 0 0 5200 2.52 -0.35 34.77 0| 0 0 0 5600 3.29 -0.43 33.46 0| 0 0 0 5800 4.27 4.28 -0.52 32.75 4.30 4.27 13| 0 0 0 6000 5.42 -0.61 31.84 0| 0 0 0 6200 6.75 -0.69 31.20 0| 0 0 0 6400 9.87 -0.83 30.05 0| 0 0 0 6800 13.46 -0.92 29.39 0| 0 0 0 7200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 103| 0 50 0 Indicative a-t-m Vol 33.12 Underlying Price 58.820 Time to expiry: 109 Days Dec 10 0.01 0.00 71.00 0| 0 0 0 1600 0.01 0.00 72.31 0| 0 0 0 2000 0.02 0.00 70.94 0| 0 0 0 2200 0.04 0.00 68.89 0| 0 1 0 2400 0.08 -0.01 63.76 0| 0 1 0 2800 0.15 -0.02 58.23 0| 0 11 0 3200 0.24 -0.03 52.89 0| 0 226 0 3600 0.40 -0.05 48.01 0| 0 139 0 4000 0.65 -0.09 43.71 0| 0 243 0 4400 1.07 1.07 -0.15 39.62 1.07 1.07 6| 0 2,583 0 4800 1.89 1.87 -0.24 37.33 1.89 1.89 80| 0 492 0 5200 3.03 -0.36 34.51 0| 0 3,600 0 5600 4.80 -0.51 32.53 0| 0 115 0 6000 7.20 -0.66 30.99 0| 0 90 0 6400 10.19 -0.79 29.89 0| 0 12 0 6800 13.63 -0.89 29.19 0| 0 20 0 7200 21.26 -0.97 29.49 0| 0 0 0 8000 29.20 -0.99 31.00 0| 0 0 0 8800 Total 86| 0 7,533 0 Indicative a-t-m Vol 33.62 Underlying Price 58.820 Time to expiry: 200 Days Mar 11 0.60 -0.06 48.00 0| 0 0 0 3600 0.94 -0.09 44.77 0| 0 5 0 4000 1.41 -0.13 41.55 0| 0 22 0 4400 2.14 -0.19 39.06 0| 0 1,700 0 4800 3.15 -0.27 36.92 0| 0 60 0 5200 4.51 -0.37 34.94 0| 0 6 0 5600 6.29 -0.48 33.06 0| 10 46 +10 6000 8.34 8.57 -0.59 31.86 8.34 8.34 6| 0 24 0 6400 11.28 -0.70 30.70 0| 0 0 0 6800 14.41 -0.79 29.87 0| 0 0 0 7200 21.54 -0.91 29.50 0| 0 0 0 8000 29.27 -0.97 30.00 0| 0 0 0 8800 Total 6| 10 1,863 +10 Indicative a-t-m Vol 34.00 Underlying Price 58.820 Time to expiry: 291 Days Jun 11 0.17 -0.01 51.00 0| 0 2 0 2400 0.60 -0.05 46.84 0| 0 2 0 3200 1.00 -0.08 44.57 0| 0 0 0 3600 1.54 -0.12 42.38 0| 0 0 0 4000 2.28 -0.17 40.33 0| 0 0 0 4400 3.28 -0.23 38.62 0| 0 184 0 4800 4.53 -0.31 36.79 0| 0 19 0 5200 6.09 -0.39 35.09 0| 0 62 0 5600 7.99 -0.48 33.54 0| 0 91 0 6000 10.34 -0.57 32.58 0| 0 39 0 6400 Equity Options