Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 26.16 Underlying Price 78.500 Time to expiry: 17 Days Sep 10 34.51 1.00 75.00 0| 0 0 0 4400 30.51 1.00 67.70 0| 0 0 0 4800 22.52 1.00 53.64 0| 0 0 0 5600 18.53 1.00 47.61 0| 0 0 0 6000 14.59 0.98 47.50 0| 0 0 0 6400 10.63 0.96 38.27 0| 0 32 0 6800 6.83 0.89 32.79 0| 0 151 0 7200 5.07 0.82 30.62 0| 0 17 0 7400 3.49 3.44 0.71 28.06 3.49 3.49 17| 0 2,198 0 7600 1.30 2.10 0.56 26.39 1.30 1.30 60| 16 703 +16 7800 1.15 0.38 25.46 0| 121 1,155 -8 8000 0.58 0.52 0.22 24.53 0.58 0.58 48| 71 473 +11 8200 0.13 0.21 0.11 23.89 0.13 0.13 60| 31 875 -30 8400 0.10 0.05 25.30 0| 0 89 0 8600 0.02 0.01 22.37 0| 0 3,274 0 8800 0.01 0.00 23.62 0| 0 472 0 9200 0.01 0.00 22.19 0| 0 170 0 9600 0.01 0.00 22.05 0| 0 89 0 10000 0.01 0.00 26.00 0| 0 0 0 12000 Total 185| 239 9,698 -11 Indicative a-t-m Vol 26.46 Underlying Price 78.500 Time to expiry: 45 Days Oct 10 14.85 0.94 39.18 0| 0 6 0 6400 11.06 0.89 34.31 0| 0 15 0 6800 6.96 7.57 0.80 31.22 6.96 6.96 16| 0 118 0 7200 4.70 6.00 0.73 29.87 6.21 4.70 25| 17 38 -17 7400 4.30 4.53 0.65 28.15 4.40 4.30 22| 0 75 0 7600 3.25 0.55 26.71 0| 0 144 0 7800 1.51 2.21 0.44 25.71 1.51 1.47 81| 0 242 0 8000 1.37 1.44 0.33 24.92 1.37 1.37 20| 0 1,321 0 8200 0.89 0.23 24.49 0| 0 134 0 8400 0.32 0.50 0.15 23.79 0.32 0.32 20| 45 294 +45 8600 0.28 0.09 23.58 0| 0 211 0 8800 0.09 0.04 24.16 0| 0 58 0 9200 0.03 0.01 25.00 0| 0 54 0 9600 Total 184| 62 2,710 +28 Indicative a-t-m Vol 27.07 Underlying Price 78.500 Time to expiry: 80 Days Nov 10 15.25 0.90 36.04 0| 0 0 0 6400 11.68 0.84 32.98 0| 0 0 0 6800 8.43 0.75 30.92 0| 0 0 0 7200 6.95 0.69 29.71 0| 0 0 0 7400 5.56 0.63 28.41 0| 0 58 0 7600 4.34 0.55 27.32 0| 0 33 0 7800 3.27 0.47 26.31 0| 0 46 0 8000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.39 0.39 25.54 0| 4 4 +4 8200 1.71 0.31 24.97 0| 2 82 +2 8400 0.76 0.17 23.76 0| 0 93 0 8800 0.31 0.08 23.12 0| 0 0 0 9200 Total 0| 6 316 +6 Indicative a-t-m Vol 26.79 Underlying Price 78.500 Time to expiry: 108 Days Dec 10 46.59 1.00 61.00 0| 0 0 0 3200 38.66 0.99 54.18 0| 0 0 0 4000 30.77 0.98 46.96 0| 0 0 0 4800 28.86 0.97 46.75 0| 0 99 0 5000 23.03 0.95 40.58 0| 0 0 0 5600 19.27 0.92 37.81 0| 0 1,514 0 6000 15.61 0.88 34.94 0| 0 55 0 6400 12.13 0.82 32.44 0| 1 4,296 +1 6800 10.50 0.78 31.19 0| 0 995 0 7000 8.96 0.73 30.08 0| 0 167 0 7200 6.15 0.62 28.01 0| 0 2,894 0 7600 3.86 0.48 26.06 0| 0 4,929 0 8000 2.20 2.25 0.34 24.92 2.20 2.20 18| 0 3,745 0 8400 1.18 1.19 0.22 24.06 1.18 1.18 3| 0 6,464 0 8800 0.84 0.16 23.74 0| 0 1,762 0 9000 0.26 0.06 23.04 0| 0 1,798 0 9600 0.14 0.04 23.77 0| 0 818 0 10000 0.01 0.00 20.23 0| 0 0 0 12000 0.01 0.00 25.00 0| 0 0 0 16000 Total 21| 1 29,536 +1 Indicative a-t-m Vol 27.21 Underlying Price 78.500 Time to expiry: 199 Days Mar 11 31.10 0.96 42.85 0| 0 0 0 4800 23.65 0.91 38.00 0| 0 30 0 5600 16.68 0.83 33.82 0| 0 50 0 6400 13.44 0.77 31.70 0| 0 30 0 6800 10.45 0.70 29.69 0| 0 86 0 7200 7.82 0.61 28.01 0| 0 76 0 7600 5.63 0.51 26.72 0| 0 378 0 8000 3.85 0.40 25.65 0| 17 618 -17 8400 2.56 2.53 0.30 24.80 2.57 2.56 130| 0 189 0 8800 0.93 0.14 23.38 0| 0 66 0 9600 0.53 0.09 22.90 0| 0 46 0 10000 0.04 0.01 23.80 0| 0 80 0 12000 Total 130| 17 1,649 -17 Indicative a-t-m Vol 27.30 Underlying Price 78.500 Time to expiry: 290 Days Jun 11 46.66 0.99 50.11 0| 0 0 0 3200 38.84 0.98 44.51 0| 0 0 0 4000 31.21 0.95 39.85 0| 0 0 0 4800 23.86 0.91 35.74 0| 0 10 0 5600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 20.39 0.87 34.00 0| 0 21 0 6000 17.08 0.82 32.24 0| 0 9 0 6400 11.14 0.69 29.11 0| 0 221 0 7200 8.60 0.61 27.73 0| 0 30 0 7600 6.56 0.52 27.05 0| 0 58 0 8000 4.72 0.43 25.87 0| 0 1,045 0 8400 3.30 0.34 24.90 0| 0 64 0 8800 1.47 0.19 23.54 0| 0 79 0 9600 0.95 0.13 23.08 0| 0 67 0 10000 0.07 0.01 21.69 0| 0 52 0 12000 0.01 0.00 25.00 0| 0 0 0 16000 Total 0| 0 1,656 0 Indicative a-t-m Vol 27.57 Underlying Price 78.500 Time to expiry: 472 Days Dec 11 46.81 0.99 49.00 0| 0 0 0 3200 39.19 0.96 43.82 0| 0 0 0 4000 31.82 0.93 39.13 0| 0 0 0 4800 30.02 0.91 38.07 0| 0 10 0 5000 24.83 0.87 35.15 0| 0 0 0 5600 21.58 0.83 33.43 0| 0 0 0 6000 18.51 0.78 31.88 0| 0 0 0 6400 14.29 0.70 29.85 0| 0 1,020 0 7000 8.58 0.53 27.17 0| 0 1,185 0 8000 4.67 0.36 25.34 0| 0 10 0 9000 2.33 0.22 24.11 0| 0 165 0 10000 0.54 0.07 23.27 0| 0 0 0 12000 0.08 0.01 26.00 0| 0 10 0 16000 Total 0| 0 2,400 0 Indicative a-t-m Vol 27.15 Underlying Price 78.500 Time to expiry: 654 Days Jun 12 46.95 0.98 48.61 0| 0 0 0 3200 39.38 0.95 42.11 0| 0 0 0 4000 32.10 0.91 37.02 0| 0 0 0 4800 25.23 0.86 32.87 0| 0 0 0 5600 22.14 0.81 31.66 0| 0 0 0 6000 18.97 0.77 29.66 0| 0 0 0 6400 13.78 0.66 27.65 0| 0 0 0 7200 9.91 0.55 27.04 0| 0 0 0 8000 6.77 0.43 26.03 0| 50 50 +50 8800 0.98 0.10 23.02 0| 0 0 0 12000 0.21 0.02 25.60 0| 0 0 0 16000 Total 0| 50 50 +50 Indicative a-t-m Vol 27.27 Underlying Price 78.500 Time to expiry: 843 Days Dec 12 47.20 0.97 48.40 0| 0 0 0 3200 39.89 0.94 42.51 0| 0 0 0 4000 32.68 0.90 36.62 0| 0 10 0 4800 23.17 0.80 31.53 0| 0 0 0 6000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.43 0.66 28.45 0| 0 0 0 7200 11.33 0.56 27.00 0| 0 10 0 8000 7.76 0.45 25.15 0| 0 0 0 8800 1.77 0.15 23.48 0| 0 0 0 12000 0.51 0.05 25.67 0| 0 0 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 27.78 Underlying Price 78.500 Time to expiry: 1025 Days Jun 13 32.82 0.89 35.41 0| 0 0 0 4800 23.77 0.79 31.40 0| 0 0 0 6000 16.24 0.66 28.32 0| 0 0 0 7200 12.57 0.57 27.65 0| 0 0 0 8000 8.78 0.47 25.35 0| 0 0 0 8800 2.38 0.18 23.69 0| 0 0 0 12000 0.85 0.07 26.06 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.20 Underlying Price 78.500 Time to expiry: 1207 Days Dec 13 47.60 0.96 48.33 0| 0 0 0 3200 40.88 0.91 43.67 0| 0 0 0 4000 34.16 0.87 38.19 0| 0 0 0 4800 25.43 0.78 33.27 0| 0 0 0 6000 13.25 0.58 26.71 0| 0 0 0 8000 3.27 0.22 24.00 0| 0 0 0 12000 1.42 0.10 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.41 Underlying Price 78.500 Time to expiry: 1571 Days Dec 14 35.38 0.86 38.87 0| 0 0 0 4800 26.95 0.78 33.65 0| 0 0 0 6000 15.02 0.60 26.90 0| 0 0 0 8000 4.59 0.27 24.00 0| 0 0 0 12000 2.43 0.15 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 520| 375 48,035 +57 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 26.16 Underlying Price 78.500 Time to expiry: 17 Days Sep 10 0.01 0.00 75.00 0| 0 0 0 4400 0.01 0.00 67.70 0| 0 20 0 4800 0.01 0.00 53.64 0| 0 40 0 5600 0.01 0.00 47.61 0| 0 1,545 0 6000 0.12 0.07 -0.02 47.50 0.12 0.12 2| 3 123 0 6400 0.12 -0.04 38.27 0| 30 1,932 -30 6800 0.60 0.31 -0.11 32.79 0.60 0.60 20| 0 1,695 0 7200 1.01 0.55 -0.18 30.62 1.01 0.76 136| 0 84 0 7400 1.60 0.92 -0.29 28.06 1.65 0.89 558| 0 2,994 0 7600 1.59 -0.44 26.39 0| 0 171 0 7800 3.15 2.63 -0.62 25.46 3.15 3.15 31| 29 733 +29 8000 4.01 -0.78 24.53 0| 0 774 0 8200 5.69 -0.89 23.89 0| 0 73 0 8400 7.59 -0.95 25.30 0| 0 5 0 8600 9.51 -0.99 22.37 0| 0 94 0 8800 13.50 -1.00 23.62 0| 0 9 0 9200 17.50 -1.00 22.19 0| 0 0 0 9600 21.50 -1.00 22.05 0| 0 0 0 10000 41.50 -1.00 26.00 0| 0 0 0 12000 Total 747| 62 10,292 -1 Indicative a-t-m Vol 26.46 Underlying Price 78.500 Time to expiry: 45 Days Oct 10 0.31 -0.06 39.18 0| 0 33 0 6400 0.73 0.51 -0.11 34.31 0.73 0.73 60| 0 154 0 6800 1.38 1.02 -0.20 31.22 1.38 1.38 21| 0 91 0 7200 1.43 1.45 -0.27 29.87 1.43 1.40 35| 0 14 0 7400 2.60 1.98 -0.35 28.15 2.60 2.04 85| 0 82 0 7600 2.70 -0.45 26.71 0| 17 136 0 7800 3.66 -0.56 25.71 0| 0 62 0 8000 4.89 -0.67 24.92 0| 0 60 0 8200 6.34 -0.77 24.49 0| 0 17 0 8400 7.96 -0.85 23.79 0| 0 93 0 8600 9.74 -0.91 23.58 0| 0 43 0 8800 13.56 -0.97 24.16 0| 0 4 0 9200 17.51 -0.99 25.00 0| 0 0 0 9600 Total 201| 17 789 0 Indicative a-t-m Vol 27.07 Underlying Price 78.500 Time to expiry: 80 Days Nov 10 0.78 0.65 -0.10 36.04 0.78 0.69 60| 0 91 0 6400 1.25 1.07 -0.16 32.98 1.25 1.19 73| 0 23 0 6800 1.83 -0.25 30.92 0| 0 15 0 7200 2.34 -0.31 29.71 0| 0 75 0 7400 2.95 -0.37 28.41 0| 0 77 0 7600 3.72 -0.45 27.32 0| 0 0 0 7800 4.65 -0.53 26.31 0| 0 43 0 8000 5.78 -0.62 25.54 0| 0 0 0 8200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.09 -0.70 24.97 0| 0 0 0 8400 10.16 -0.83 23.76 0| 0 0 0 8800 13.72 -0.92 23.12 0| 0 0 0 9200 Total 133| 0 324 0 Indicative a-t-m Vol 26.79 Underlying Price 78.500 Time to expiry: 108 Days Dec 10 0.02 0.00 61.00 0| 0 440 0 3200 0.06 -0.01 54.18 0| 0 215 0 4000 0.16 -0.02 46.96 0| 0 161 0 4800 0.24 -0.03 46.75 0| 0 203 0 5000 0.50 0.40 -0.05 40.58 0.50 0.50 2| 0 228 0 5600 0.77 0.64 -0.08 37.81 0.77 0.77 18| 1 3,032 0 6000 1.17 0.97 -0.12 34.94 1.17 1.17 20| 0 2,108 0 6400 1.70 1.50 -0.18 32.44 1.73 1.70 18| 0 4,820 0 6800 1.87 -0.22 31.19 0| 0 2,770 0 7000 2.86 2.33 -0.27 30.08 2.86 2.86 20| 0 1,755 0 7200 3.70 3.52 -0.38 28.01 3.70 3.70 5| 0 6,571 0 7600 5.24 -0.52 26.06 0| 0 3,842 0 8000 7.63 -0.66 24.92 0| 0 114 0 8400 10.58 -0.79 24.06 0| 0 21 0 8800 12.23 -0.84 23.74 0| 0 530 0 9000 17.65 -0.94 23.04 0| 0 134 0 9600 21.55 -0.97 23.77 0| 0 0 0 10000 41.50 -1.00 20.23 0| 0 0 0 12000 81.50 -1.00 25.00 0| 0 0 0 16000 Total 83| 1 26,944 0 Indicative a-t-m Vol 27.21 Underlying Price 78.500 Time to expiry: 199 Days Mar 11 0.49 -0.04 42.85 0| 0 241 0 4800 1.01 -0.09 38.00 0| 0 229 0 5600 2.02 -0.17 33.82 0| 0 146 0 6400 2.76 -0.23 31.70 0| 0 165 0 6800 3.77 -0.30 29.69 0| 0 1,110 0 7200 5.14 -0.39 28.01 0| 0 150 0 7600 6.93 -0.50 26.72 0| 3 336 0 8000 9.15 -0.60 25.65 0| 0 138 0 8400 11.83 -0.70 24.80 0| 0 134 0 8800 18.22 -0.86 23.38 0| 0 30 0 9600 21.83 -0.92 22.90 0| 0 15 0 10000 41.50 -1.00 23.80 0| 0 0 0 12000 Total 0| 3 2,694 0 Indicative a-t-m Vol 27.30 Underlying Price 78.500 Time to expiry: 290 Days Jun 11 0.20 -0.01 50.11 0| 0 0 0 3200 0.43 -0.03 44.51 0| 0 10 0 4000 0.89 -0.06 39.85 0| 0 81 0 4800 1.68 -0.12 35.74 0| 0 184 0 5600 2.29 -0.16 34.00 0| 0 130 0 6000 3.08 -0.21 32.24 0| 0 82 0 6400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.33 -0.34 29.11 0| 12 1,101 0 7200 6.89 -0.43 27.73 0| 0 100 0 7600 8.94 -0.51 27.05 0| 0 162 0 8000 11.17 -0.60 25.87 0| 0 145 0 8400 13.80 -0.68 24.90 0| 0 107 0 8800 20.03 -0.83 23.54 0| 0 0 0 9600 23.51 -0.88 23.08 0| 0 0 0 10000 42.56 -0.99 21.69 0| 0 153 0 12000 82.21 -1.00 25.00 0| 0 0 0 16000 Total 0| 12 2,255 0 Indicative a-t-m Vol 27.57 Underlying Price 78.500 Time to expiry: 472 Days Dec 11 0.63 -0.03 49.00 0| 0 0 0 3200 1.14 -0.06 43.82 0| 0 10 0 4000 1.87 -0.10 39.13 0| 0 175 0 4800 2.09 -0.11 38.07 0| 0 275 0 5000 2.97 -0.15 35.15 0| 0 76 0 5600 3.74 -0.19 33.43 0| 0 0 0 6000 4.70 -0.24 31.88 0| 0 10 0 6400 6.49 -0.32 29.85 0| 0 802 0 7000 10.77 -0.48 27.17 0| 0 1,225 0 8000 16.85 -0.65 25.34 0| 0 0 0 9000 24.51 -0.80 24.11 0| 0 0 0 10000 42.74 -0.95 23.27 0| 0 0 0 12000 82.08 -0.99 26.00 0| 0 0 0 16000 Total 0| 0 2,573 0 Indicative a-t-m Vol 27.15 Underlying Price 78.500 Time to expiry: 654 Days Jun 12 1.27 -0.05 48.61 0| 0 0 0 3200 1.84 -0.08 42.11 0| 0 0 0 4000 2.68 -0.12 37.02 0| 0 0 0 4800 3.89 -0.17 32.87 0| 0 0 0 5600 4.87 -0.21 31.66 0| 0 0 0 6000 5.69 -0.26 29.66 0| 0 0 0 6400 8.57 -0.36 27.65 0| 0 0 0 7200 12.70 -0.47 27.04 0| 0 0 0 8000 17.54 -0.59 26.03 0| 0 0 0 8800 43.32 -0.90 23.02 0| 0 0 0 12000 82.04 -0.98 25.60 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.27 Underlying Price 78.500 Time to expiry: 843 Days Dec 12 1.90 -0.06 48.40 0| 0 0 0 3200 2.70 -0.09 42.51 0| 0 0 0 4000 3.47 -0.13 36.62 0| 0 13 0 4800 5.93 -0.22 31.53 0| 0 10 0 6000 10.06 -0.35 28.45 0| 0 0 0 7200 13.85 -0.46 27.00 0| 0 0 0 8000 18.16 -0.57 25.15 0| 0 0 0 8800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 8 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 43.63 -0.87 23.48 0| 0 0 0 12000 81.98 -0.97 25.67 0| 0 0 0 16000 Total 0| 0 23 0 Indicative a-t-m Vol 27.78 Underlying Price 78.500 Time to expiry: 1025 Days Jun 13 4.17 -0.14 35.41 0| 0 0 0 4800 7.05 -0.23 31.40 0| 0 0 0 6000 11.31 -0.36 28.32 0| 0 0 0 7200 15.48 -0.45 27.65 0| 0 0 0 8000 19.50 -0.55 25.35 0| 0 0 0 8800 44.10 -0.83 23.69 0| 0 0 0 12000 82.01 -0.96 26.06 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.20 Underlying Price 78.500 Time to expiry: 1207 Days Dec 13 3.25 -0.07 48.33 0| 0 0 0 3200 4.58 -0.11 43.67 0| 0 0 0 4000 5.68 -0.15 38.19 0| 0 0 0 4800 8.66 -0.24 33.27 0| 0 0 0 6000 15.79 -0.44 26.71 0| 0 0 0 8000 44.43 -0.80 24.00 0| 0 0 0 12000 82.06 -0.94 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.41 Underlying Price 78.500 Time to expiry: 1571 Days Dec 14 7.50 -0.16 38.87 0| 0 0 0 4800 10.46 -0.24 33.65 0| 0 0 0 6000 17.36 -0.42 26.90 0| 0 0 0 8000 44.81 -0.76 24.00 0| 0 0 0 12000 81.94 -0.92 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 1,164| 95 45,894 -1 Grand Total 1,684| 470 93,929 +56 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 26.16 Underlying Price 78.500 Time to expiry: 17 Days Sep 10 46.51 1.00 99.32 0| 0 0 0 3200 38.51 1.00 83.76 0| 0 0 0 4000 33.51 1.00 73.56 0| 0 0 0 4500 30.51 1.00 67.70 0| 0 0 0 4800 28.51 1.00 63.95 0| 0 0 0 5000 23.52 1.00 55.25 0| 0 0 0 5500 18.53 1.00 47.61 0| 0 33 0 6000 13.56 0.98 41.05 0| 0 0 0 6500 10.63 0.96 38.27 0| 0 0 0 6800 8.71 0.93 35.56 0| 0 0 0 7000 6.83 0.89 32.79 0| 0 1,291 0 7200 5.07 0.82 30.62 0| 0 0 0 7400 4.32 0.76 31.09 0| 0 900 0 7500 3.44 0.71 28.06 0| 0 0 0 7600 2.10 0.56 26.39 0| 0 30 0 7800 1.15 0.38 25.46 0| 0 1,426 0 8000 0.52 0.22 24.53 0| 0 107 0 8200 0.21 0.11 23.89 0| 0 0 0 8400 0.15 0.08 25.01 0| 0 1,617 0 8500 0.10 0.05 25.30 0| 0 0 0 8600 0.02 0.01 22.37 0| 0 200 0 8800 0.01 0.00 23.26 0| 0 132 0 9000 0.01 0.00 23.62 0| 0 0 0 9200 0.01 0.00 22.30 0| 0 0 0 9500 0.01 0.00 22.05 0| 0 2 0 10000 0.01 0.00 26.00 0| 0 0 0 12000 Total 0| 0 5,738 0 Indicative a-t-m Vol 27.28 Underlying Price 78.500 Time to expiry: 199 Days Mar 11 46.42 1.00 46.63 0| 0 0 0 3200 38.62 0.98 46.60 0| 0 10 0 4000 33.82 0.97 44.46 0| 0 0 0 4500 30.97 0.96 42.85 0| 0 0 0 4800 29.09 0.95 41.69 0| 0 0 0 5000 24.46 0.92 38.73 0| 0 10 0 5500 19.97 0.88 35.83 0| 0 10 0 6000 15.74 0.82 33.12 0| 0 10 0 6500 13.35 0.77 31.70 0| 0 0 0 6800 11.85 0.73 30.69 0| 0 0 0 7000 10.37 0.70 29.69 0| 0 0 0 7200 8.39 0.63 28.57 0| 0 120 0 7500 5.58 0.51 26.72 0| 0 20 0 8000 3.44 0.37 25.35 0| 0 300 0 8500 2.51 0.30 24.80 0| 0 20 0 8800 1.95 0.25 24.24 0| 0 10 0 9000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.05 0.16 23.45 0| 0 125 0 9500 0.52 0.09 22.90 0| 0 10 0 10000 0.05 0.01 23.90 0| 0 0 0 12000 0.02 0.00 28.62 0| 0 10 0 14000 Total 0| 0 655 0 Indicative a-t-m Vol 27.72 Underlying Price 78.500 Time to expiry: 381 Days Sep 11 45.30 0.98 46.39 0| 0 0 0 3200 37.76 0.96 42.16 0| 0 0 0 4000 30.57 0.92 39.22 0| 0 0 0 4800 28.79 0.91 38.07 0| 0 0 0 5000 23.70 0.86 35.52 0| 0 0 0 5600 20.49 0.82 33.99 0| 0 0 0 6000 17.49 0.77 32.71 0| 0 10 0 6400 13.30 0.69 30.54 0| 0 10 0 7000 7.49 0.51 27.22 0| 0 0 0 8000 3.53 0.32 24.52 0| 0 1 0 9000 1.51 0.17 23.22 0| 0 0 0 10000 0.18 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 27.51 Underlying Price 78.500 Time to expiry: 563 Days Mar 12 46.01 0.97 46.71 0| 0 0 0 3200 38.79 0.94 42.55 0| 0 10 0 4000 31.93 0.89 39.03 0| 0 0 0 4800 30.20 0.88 37.75 0| 0 0 0 5000 25.41 0.84 35.51 0| 0 0 0 5600 22.26 0.80 33.75 0| 0 0 0 6000 19.41 0.76 32.47 0| 0 0 0 6400 15.34 0.69 30.39 0| 0 0 0 7000 9.48 0.54 27.00 0| 0 0 0 8000 5.44 0.38 25.08 0| 0 0 0 9000 2.74 0.24 23.28 0| 0 0 0 10000 0.51 0.06 20.93 0| 0 0 0 12000 0.12 0.02 21.15 0| 0 0 0 14000 0.03 0.00 21.26 0| 0 10 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 27.32 Underlying Price 78.500 Time to expiry: 752 Days Sep 12 45.29 0.95 46.89 0| 0 0 0 3200 38.41 0.92 42.58 0| 0 10 0 4000 31.82 0.87 38.74 0| 0 0 0 4800 22.76 0.78 33.79 0| 0 0 0 6000 19.99 0.74 32.36 0| 0 0 0 6400 14.63 0.65 28.96 0| 0 0 0 7200 10.38 0.54 26.94 0| 0 0 0 8000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.94 0.43 25.06 0| 0 0 0 8800 0.86 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 27.20 Underlying Price 78.500 Time to expiry: 927 Days Mar 13 46.14 0.94 46.81 0| 0 0 0 3200 39.55 0.91 42.67 0| 0 0 0 4000 33.16 0.86 38.68 0| 0 0 0 4800 24.27 0.78 33.80 0| 0 0 0 6000 16.13 0.66 28.72 0| 0 0 0 7200 11.91 0.56 26.85 0| 0 0 0 8000 8.18 0.46 24.74 0| 0 0 0 8800 1.29 0.12 20.46 0| 0 0 0 12000 0.21 0.02 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.61 Underlying Price 78.500 Time to expiry: 1116 Days Sep 13 45.51 0.93 47.10 0| 0 0 0 3200 39.09 0.90 42.37 0| 0 0 0 4000 33.03 0.85 38.68 0| 0 0 0 4800 24.29 0.77 33.12 0| 0 0 0 6000 12.64 0.56 27.16 0| 0 0 0 8000 1.72 0.15 20.64 0| 0 0 0 12000 0.33 0.04 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.49 Underlying Price 78.500 Time to expiry: 1298 Days Mar 14 46.54 0.93 47.42 0| 0 0 0 3200 40.23 0.89 42.41 0| 0 0 0 4000 34.26 0.85 38.58 0| 0 0 0 4800 25.73 0.77 33.17 0| 0 0 0 6000 14.01 0.58 27.03 0| 0 0 0 8000 2.36 0.18 20.60 0| 0 0 0 12000 0.55 0.05 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.86 Underlying Price 78.500 Time to expiry: 1480 Days Sep 14 39.79 0.88 42.51 0| 0 0 0 4000 33.96 0.84 38.36 0| 0 0 0 4800 25.74 0.76 33.20 0| 0 0 0 6000 14.54 0.58 27.43 0| 0 0 0 8000 2.61 0.19 20.40 0| 0 0 0 12000 0.68 0.06 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.07 Underlying Price 78.500 Time to expiry: 1662 Days Mar 15 35.16 0.84 38.38 0| 0 0 0 4800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 27.14 0.77 33.41 0| 0 0 0 6000 16.00 0.60 27.64 0| 0 0 0 8000 3.26 0.22 20.40 0| 0 0 0 12000 0.97 0.08 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 6,444 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 26.16 Underlying Price 78.500 Time to expiry: 17 Days Sep 10 0.01 0.00 99.32 0| 0 0 0 3200 0.01 0.00 83.76 0| 0 0 0 4000 0.01 0.00 73.56 0| 0 0 0 4500 0.01 0.00 67.70 0| 0 10 0 4800 0.01 0.00 63.95 0| 0 0 0 5000 0.01 0.00 55.25 0| 0 270 0 5500 0.01 0.00 47.61 0| 0 1,326 0 6000 0.04 -0.02 41.05 0| 0 2,471 0 6500 0.12 -0.04 38.27 0| 0 4 0 6800 0.19 -0.07 35.56 0| 0 2,320 0 7000 0.31 -0.11 32.79 0| 0 50 0 7200 0.55 -0.18 30.62 0| 0 0 0 7400 1.21 0.81 -0.24 31.09 1.21 1.21 190| 0 3,457 0 7500 0.92 -0.29 28.06 0| 0 20 0 7600 1.59 -0.44 26.39 0| 0 0 0 7800 2.63 -0.62 25.46 0| 0 650 0 8000 4.01 -0.78 24.53 0| 0 0 0 8200 5.69 -0.89 23.89 0| 0 0 0 8400 6.64 -0.92 25.01 0| 0 0 0 8500 7.58 -0.95 25.30 0| 0 0 0 8600 9.50 -0.99 22.37 0| 0 0 0 8800 11.49 -1.00 23.26 0| 0 0 0 9000 13.48 -1.00 23.62 0| 0 0 0 9200 16.48 -1.00 22.30 0| 0 0 0 9500 21.48 -1.00 22.05 0| 0 0 0 10000 41.47 -1.00 26.00 0| 0 0 0 12000 Total 190| 0 10,578 0 Indicative a-t-m Vol 27.28 Underlying Price 78.500 Time to expiry: 199 Days Mar 11 0.02 0.00 46.63 0| 0 800 0 3200 0.18 -0.02 46.60 0| 0 2,443 0 4000 0.36 -0.03 44.46 0| 0 635 0 4500 0.49 -0.04 42.85 0| 0 400 0 4800 0.60 -0.05 41.69 0| 0 400 0 5000 0.94 -0.08 38.73 0| 0 687 0 5500 1.43 -0.12 35.83 0| 0 18 0 6000 2.18 -0.18 33.12 0| 0 10 0 6500 2.76 -0.23 31.70 0| 0 100 0 6800 3.26 -0.27 30.69 0| 0 160 0 7000 3.77 -0.30 29.69 0| 0 900 0 7200 4.77 -0.37 28.57 0| 0 75 0 7500 6.93 -0.49 26.72 0| 0 318 0 8000 9.77 -0.63 25.35 0| 0 10 0 8500 11.82 -0.70 24.80 0| 0 0 0 8800 13.26 -0.75 24.24 0| 0 10 0 9000 17.33 -0.84 23.45 0| 0 0 0 9500 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 21.78 -0.91 22.90 0| 0 10 0 10000 41.19 -0.99 23.90 0| 0 0 0 12000 61.07 -1.00 28.62 0| 0 0 0 14000 Total 0| 0 6,976 0 Indicative a-t-m Vol 27.72 Underlying Price 78.500 Time to expiry: 381 Days Sep 11 0.27 -0.02 46.39 0| 0 0 0 3200 0.63 -0.04 42.16 0| 0 0 0 4000 1.34 -0.08 39.22 0| 0 0 0 4800 1.54 -0.09 38.07 0| 0 0 0 5000 2.37 -0.14 35.52 0| 0 0 0 5600 3.12 -0.18 33.99 0| 0 1,040 0 6000 4.07 -0.23 32.71 0| 0 10 0 6400 5.80 -0.31 30.54 0| 0 510 0 7000 9.87 -0.49 27.22 0| 0 0 0 8000 15.79 -0.68 24.52 0| 0 0 0 9000 23.65 -0.83 23.22 0| 0 0 0 10000 42.08 -0.97 21.47 0| 0 0 0 12000 61.67 -1.00 21.26 0| 0 0 0 14000 81.41 -1.00 20.80 0| 0 10 0 16000 Total 0| 0 1,570 0 Indicative a-t-m Vol 27.51 Underlying Price 78.500 Time to expiry: 563 Days Mar 12 0.74 -0.03 46.71 0| 0 0 0 3200 1.38 -0.06 42.55 0| 0 0 0 4000 2.36 -0.11 39.03 0| 0 0 0 4800 2.59 -0.12 37.75 0| 0 10 0 5000 3.69 -0.16 35.51 0| 0 0 0 5600 4.46 -0.20 33.75 0| 0 0 0 6000 5.53 -0.24 32.47 0| 0 0 0 6400 7.35 -0.31 30.39 0| 0 0 0 7000 11.29 -0.46 27.00 0| 0 0 0 8000 17.06 -0.62 25.08 0| 0 0 0 9000 24.17 -0.76 23.28 0| 0 0 0 10000 41.55 -0.94 20.93 0| 0 0 0 12000 60.77 -0.98 21.15 0| 0 0 0 14000 80.29 -1.00 21.26 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 27.32 Underlying Price 78.500 Time to expiry: 752 Days Sep 12 1.41 -0.05 46.89 0| 0 0 0 3200 2.31 -0.08 42.58 0| 0 10 0 4000 3.49 -0.13 38.74 0| 0 0 0 4800 6.10 -0.22 33.79 0| 0 240 0 6000 7.22 -0.26 32.36 0| 0 0 0 6400 9.63 -0.35 28.96 0| 0 300 0 7200 13.16 -0.46 26.94 0| 0 0 0 8000 17.49 -0.57 25.06 0| 0 0 0 8800 42.52 -0.91 20.90 0| 0 0 0 12000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 80.64 -0.99 21.70 0| 0 0 0 16000 Total 0| 0 550 0 Indicative a-t-m Vol 27.20 Underlying Price 78.500 Time to expiry: 927 Days Mar 13 1.96 -0.06 46.81 0| 0 0 0 3200 3.07 -0.09 42.67 0| 0 0 0 4000 4.37 -0.14 38.68 0| 0 0 0 4800 7.04 -0.22 33.80 0| 0 0 0 6000 10.45 -0.34 28.72 0| 0 0 0 7200 13.93 -0.44 26.85 0| 0 0 0 8000 17.90 -0.54 24.74 0| 0 0 0 8800 41.81 -0.88 20.46 0| 0 0 0 12000 79.23 -0.98 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.61 Underlying Price 78.500 Time to expiry: 1116 Days Sep 13 2.68 -0.07 47.10 0| 0 0 0 3200 3.87 -0.10 42.37 0| 0 0 0 4000 5.42 -0.15 38.68 0| 0 0 0 4800 8.09 -0.23 33.12 0| 0 0 0 6000 15.47 -0.44 27.16 0| 0 0 0 8000 42.60 -0.85 20.64 0| 0 0 0 12000 79.27 -0.96 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.49 Underlying Price 78.500 Time to expiry: 1298 Days Mar 14 3.32 -0.07 47.42 0| 0 0 0 3200 4.53 -0.11 42.41 0| 0 0 0 4000 6.08 -0.15 38.58 0| 0 0 0 4800 8.82 -0.23 33.17 0| 0 0 0 6000 15.89 -0.42 27.03 0| 0 0 0 8000 41.81 -0.82 20.60 0| 0 0 0 12000 77.59 -0.95 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.86 Underlying Price 78.500 Time to expiry: 1480 Days Sep 14 5.34 -0.12 42.51 0| 0 0 0 4000 6.92 -0.16 38.36 0| 0 0 0 4800 9.83 -0.24 33.20 0| 0 0 0 6000 17.16 -0.42 27.43 0| 0 0 0 8000 42.30 -0.81 20.40 0| 0 0 0 12000 77.45 -0.94 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.07 Underlying Price 78.500 Time to expiry: 1662 Days Mar 15 7.45 -0.16 38.38 0| 0 0 0 4800 10.39 -0.23 33.41 0| 0 0 0 6000 17.51 -0.40 27.64 0| 0 0 0 8000 41.30 -0.78 20.40 0| 0 0 0 12000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 75.54 -0.92 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 190| 0 19,684 0 Grand Total 190| 0 26,128 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 36.355 Time to expiry: 17 Days Sep 10 6.42 0.96 50.00 0| 0 0 0 3000 4.51 0.91 44.00 0| 0 2 0 3200 2.76 0.79 39.81 0| 0 0 0 3400 1.99 0.69 37.62 0| 0 10 0 3500 1.38 0.56 37.00 0| 0 0 0 3600 0.88 0.43 36.23 0| 0 206 0 3700 0.51 0.30 34.80 0| 83 88 +72 3800 0.25 0.18 33.00 0| 0 839 0 3900 0.15 0.11 0.10 31.98 0.15 0.15 2| 0 563 0 4000 0.05 0.05 31.45 0| 0 40 0 4100 0.02 0.02 31.17 0| 5 6,022 +2 4200 0.01 0.01 31.02 0| 0 52 0 4300 0.01 0.00 30.12 0| 0 122 0 4400 0.01 0.00 30.98 0| 0 710 0 4500 0.01 0.00 31.50 0| 0 1,863 0 4600 0.01 0.00 32.00 0| 0 267 0 4700 0.01 0.00 33.08 0| 0 7,017 0 4800 0.01 0.00 33.90 0| 0 71 0 4900 0.01 0.00 34.76 0| 0 22 0 5000 0.01 0.00 36.36 0| 0 1,253 0 5200 0.01 0.00 37.59 0| 0 2 0 5400 0.01 0.00 39.80 0| 0 418 0 5600 0.01 0.00 40.70 0| 0 70 0 6000 0.01 0.00 42.45 0| 0 619 0 6400 0.01 0.00 43.79 0| 0 504 0 6800 0.01 0.00 44.46 0| 0 191 0 7200 0.01 0.00 44.65 0| 0 75 0 8000 0.01 0.00 44.69 0| 0 0 0 8800 0.01 0.00 48.00 0| 0 0 0 9600 Total 2| 88 21,026 +74 Indicative a-t-m Vol 37.27 Underlying Price 36.355 Time to expiry: 45 Days Oct 10 6.68 0.90 45.86 0| 0 0 0 3000 4.95 0.82 42.73 0| 0 0 0 3200 3.37 0.71 39.20 0| 0 0 0 3400 2.68 0.64 37.90 0| 0 0 0 3500 2.12 0.56 37.51 0| 0 0 0 3600 1.62 0.47 36.84 0| 0 0 0 3700 1.21 0.39 36.20 0| 0 3,000 0 3800 0.86 0.31 35.40 0| 0 2,575 0 3900 0.62 0.24 35.35 0| 132 147 +132 4000 0.43 0.18 35.12 0| 0 114 0 4100 0.30 0.14 34.95 0| 0 3,014 0 4200 0.20 0.10 34.89 0| 0 5 0 4300 0.12 0.06 34.05 0| 0 11 0 4400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 18 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.07 0.04 33.83 0| 0 3 0 4500 0.06 0.03 34.78 0| 0 25 0 4600 0.03 0.02 35.76 0| 0 32 0 4800 0.01 0.01 40.84 0| 0 0 0 5200 Total 0| 132 8,926 +132 Indicative a-t-m Vol 37.70 Underlying Price 36.355 Time to expiry: 80 Days Nov 10 7.09 0.85 45.18 0| 0 0 0 3000 5.47 0.77 42.49 0| 0 0 0 3200 4.00 0.68 39.73 0| 0 0 0 3400 3.36 0.62 38.91 0| 0 0 0 3500 2.79 0.56 37.98 0| 0 0 0 3600 2.28 0.50 37.21 0| 0 121 0 3700 1.83 0.44 36.47 0| 9 9 +9 3800 1.46 0.37 36.12 0| 0 0 0 3900 0.92 1.17 0.32 35.92 0.92 0.92 7| 0 0 0 4000 0.66 0.21 34.48 0| 0 20 0 4200 0.36 0.13 33.82 0| 0 0 0 4400 Total 7| 9 150 +9 Indicative a-t-m Vol 37.44 Underlying Price 36.355 Time to expiry: 108 Days Dec 10 19.08 0.99 65.27 0| 0 0 0 1738 15.68 0.97 56.99 0| 0 5 0 2085 12.68 0.95 52.12 0| 0 0 0 2400 9.23 0.88 47.03 0| 0 0 0 2780 6.32 0.78 41.97 0| 0 0 0 3128 3.91 0.63 38.79 0| 0 0 0 3475 3.19 0.56 37.68 0| 0 11 0 3600 1.84 2.13 0.44 36.19 1.84 1.84 20| 10 22 +7 3823 1.43 0.34 34.43 0| 0 592 0 4000 0.81 0.98 0.26 33.81 0.81 0.81 2| 0 65 0 4170 0.54 0.17 32.71 0| 0 3,648 0 4400 0.30 0.11 31.93 0| 0 229 0 4600 0.15 0.06 32.13 0| 0 2,604 0 4865 0.03 0.02 29.97 0| 0 7,306 0 5213 0.01 0.00 29.18 0| 0 5,562 0 5560 0.01 0.00 29.10 0| 0 1,062 0 5600 0.01 0.00 28.50 0| 0 3,007 0 6000 0.01 0.00 28.41 0| 0 1,312 0 6081 0.01 0.00 28.15 0| 0 1,100 0 6400 0.01 0.00 28.01 0| 0 6,702 0 6950 0.01 0.00 28.46 0| 0 1 0 7819 0.01 0.00 28.64 0| 0 522 0 8000 0.01 0.00 29.05 0| 0 0 0 8340 0.01 0.00 29.54 0| 0 2 0 8688 0.01 0.00 33.00 0| 0 0 0 10425 Total 22| 10 33,752 +7 Indicative a-t-m Vol 37.01 Underlying Price 36.355 Time to expiry: 199 Days Mar 11 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 19 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.03 0.92 47.40 0| 0 0 0 2400 9.63 0.84 43.40 0| 0 0 0 2800 6.67 0.73 40.32 0| 0 12 0 3200 5.35 0.65 38.61 0| 0 0 0 3400 4.19 0.58 37.14 0| 0 0 0 3600 3.27 0.50 36.42 0| 0 10 0 3800 2.26 2.40 0.41 34.86 2.26 2.25 5| 1 28 +1 4000 1.62 1.77 0.33 34.21 1.62 1.62 5| 0 36 0 4200 1.23 0.26 33.08 0| 0 59 0 4400 0.86 0.20 32.47 0| 0 102 0 4600 0.60 0.15 32.06 0| 0 49 0 4800 0.27 0.08 31.22 0| 0 26 0 5200 0.11 0.04 30.36 0| 0 760 0 5600 0.04 0.02 29.99 0| 0 5 0 6000 0.02 0.01 29.86 0| 0 3 0 6400 0.01 0.00 30.26 0| 0 0 0 7200 0.01 0.00 31.35 0| 0 0 0 8000 0.01 0.00 33.00 0| 0 0 0 8800 Total 10| 1 1,090 +1 Indicative a-t-m Vol 36.85 Underlying Price 36.355 Time to expiry: 290 Days Jun 11 19.33 0.97 54.00 0| 0 0 0 1738 16.12 0.94 49.33 0| 0 0 0 2085 13.34 0.90 45.77 0| 0 0 0 2400 10.23 0.82 42.17 0| 0 0 0 2780 7.69 0.73 39.47 0| 0 0 0 3128 5.50 0.63 36.82 0| 0 0 0 3475 4.93 0.58 37.00 0| 0 140 0 3600 3.89 0.51 36.04 0| 0 0 0 3823 3.16 0.45 35.10 0| 0 11 0 4000 2.54 0.39 34.22 0| 0 0 0 4170 1.85 0.31 33.15 0| 0 20 0 4400 1.38 0.25 32.40 0| 0 0 0 4600 0.93 0.19 31.70 0| 0 0 0 4865 0.52 0.12 30.73 0| 5 30 +5 5213 0.29 0.07 30.29 0| 0 29 0 5560 0.09 0.03 29.82 0| 0 1,183 0 6255 0.03 0.01 29.74 0| 0 0 0 6950 0.01 0.00 30.08 0| 0 0 0 7645 0.01 0.00 30.39 0| 0 0 0 8000 0.01 0.00 30.77 0| 0 0 0 8340 0.01 0.00 31.21 0| 0 0 0 8688 0.01 0.00 38.00 0| 0 0 0 12000 Total 0| 5 1,413 +5 Indicative a-t-m Vol 38.78 Underlying Price 36.355 Time to expiry: 472 Days Dec 11 19.43 0.96 57.00 0| 0 0 0 1738 16.38 0.92 53.54 0| 0 0 0 2085 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 20 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.77 0.88 50.06 0| 0 0 0 2400 10.78 0.80 45.43 0| 0 0 0 2780 8.40 0.72 42.41 0| 0 0 0 3128 6.26 0.62 39.26 0| 0 0 0 3475 4.73 0.52 38.22 0| 0 1,500 0 3823 3.67 0.46 35.20 0| 0 1,000 0 4000 2.83 0.40 32.73 0| 0 0 0 4170 2.28 0.34 32.67 0| 0 25 0 4400 1.73 0.28 31.56 0| 0 500 0 4600 1.30 0.23 30.57 0| 0 0 0 4800 0.69 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 36.355 Time to expiry: 654 Days Jun 12 13.84 0.87 44.87 0| 0 0 0 2400 8.37 0.69 38.93 0| 0 0 0 3200 6.27 0.59 36.83 0| 0 0 0 3600 4.59 0.48 35.15 0| 0 0 0 4000 3.22 0.39 33.41 0| 0 0 0 4400 2.10 0.29 31.31 0| 0 0 0 4800 0.97 0.16 29.79 0| 0 0 0 5600 0.65 0.12 29.32 0| 0 0 0 6000 0.43 0.08 28.86 0| 0 0 0 6400 0.13 0.03 29.62 0| 0 0 0 8000 0.09 0.02 39.09 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.54 Underlying Price 36.355 Time to expiry: 843 Days Dec 12 16.94 0.94 47.73 0| 0 0 0 2000 13.85 0.87 46.39 0| 0 0 0 2400 8.44 0.69 39.50 0| 0 0 0 3200 6.30 0.59 36.68 0| 0 0 0 3600 4.71 0.49 35.09 0| 0 0 0 4000 3.33 0.39 33.06 0| 0 0 0 4400 2.37 0.31 31.84 0| 0 0 0 4800 1.08 0.17 29.40 0| 0 0 0 5600 0.76 0.13 29.04 0| 0 0 0 6000 0.56 0.10 29.07 0| 0 0 0 6400 0.20 0.04 29.70 0| 0 0 0 8000 0.19 0.03 39.64 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 36.355 Time to expiry: 1025 Days Jun 13 13.88 0.86 43.65 0| 0 0 0 2400 8.54 0.69 36.92 0| 0 0 0 3200 6.92 0.59 36.67 0| 0 0 0 3600 5.15 0.50 34.12 0| 0 0 0 4000 3.98 0.42 33.15 0| 0 0 0 4400 2.86 0.34 31.40 0| 0 0 0 4800 1.13 0.17 29.09 0| 0 0 0 6000 0.39 0.07 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.76 Underlying Price 36.355 Time to expiry: 1207 Days Dec 13 16.94 0.95 49.20 0| 0 0 0 2000 13.88 0.87 46.75 0| 0 0 0 2400 8.61 0.69 38.86 0| 0 0 0 3200 5.17 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 36.355 Time to expiry: 1571 Days Dec 14 13.88 0.88 50.04 0| 0 0 0 2400 8.64 0.70 40.13 0| 0 0 0 3200 5.19 0.51 35.00 0| 0 0 0 4000 2.94 0.35 31.46 0| 0 0 0 4800 1.32 0.19 29.20 0| 0 0 0 6000 0.65 0.10 30.67 0| 0 0 0 8000 0.48 0.07 36.90 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 41| 245 72,446 +228 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 36.355 Time to expiry: 17 Days Sep 10 0.06 -0.04 50.00 0| 0 2 0 3000 0.15 -0.09 44.00 0| 0 14 0 3200 0.40 -0.21 39.81 0| 0 632 0 3400 0.63 -0.31 37.62 0| 0 0 0 3500 1.02 -0.44 37.00 0| 0 332 0 3600 1.52 -0.57 36.23 0| 0 236 0 3700 2.15 -0.70 34.80 0| 0 1,619 0 3800 2.89 -0.82 33.00 0| 0 96 0 3900 3.75 -0.91 31.98 0| 0 4,271 0 4000 4.69 -0.96 31.45 0| 1 159 0 4100 5.66 -0.98 31.17 0| 0 1,028 0 4200 6.65 -0.99 31.02 0| 0 60 0 4300 7.65 -1.00 30.12 0| 0 460 0 4400 8.65 -1.00 30.98 0| 0 163 0 4500 10.00 9.65 -1.00 31.50 10.00 10.00 10| 0 51 0 4600 10.65 -1.00 32.00 0| 0 0 0 4700 11.65 -1.00 33.08 0| 0 5,999 -19 4800 12.65 -1.00 33.90 0| 0 0 0 4900 13.65 -1.00 34.76 0| 0 0 0 5000 15.65 -1.00 36.36 0| 0 1,720 0 5200 17.65 -1.00 37.59 0| 0 0 0 5400 19.65 -1.00 39.80 0| 0 89 0 5600 23.65 -1.00 40.70 0| 0 565 0 6000 27.65 -1.00 42.45 0| 0 29 0 6400 31.65 -1.00 43.79 0| 0 192 0 6800 35.65 -1.00 44.46 0| 0 0 0 7200 43.65 -1.00 44.65 0| 0 0 0 8000 51.65 -1.00 44.69 0| 0 0 0 8800 59.65 -1.00 48.00 0| 0 0 0 9600 Total 10| 1 17,717 -19 Indicative a-t-m Vol 37.27 Underlying Price 36.355 Time to expiry: 45 Days Oct 10 0.31 -0.10 45.86 0| 0 0 0 3000 0.57 -0.18 42.73 0| 0 74 0 3200 0.99 -0.29 39.20 0| 35 116 +34 3400 1.50 1.31 -0.36 37.90 1.50 1.50 4| 40 50 +40 3500 1.74 -0.44 37.51 0| 0 52 0 3600 2.24 -0.53 36.84 0| 0 24 0 3700 2.83 -0.61 36.20 0| 0 40 0 3800 3.48 -0.69 35.40 0| 0 601 0 3900 4.24 -0.76 35.35 0| 0 52 0 4000 5.06 -0.82 35.12 0| 0 10 0 4100 5.92 -0.87 34.95 0| 0 0 0 4200 6.82 -0.90 34.89 0| 0 0 0 4300 7.74 -0.94 34.05 0| 0 0 0 4400 8.70 -0.96 33.83 0| 0 0 0 4500 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 23 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.68 -0.97 34.78 0| 0 0 0 4600 11.66 -0.99 35.76 0| 0 0 0 4800 15.65 -1.00 40.84 0| 0 0 0 5200 Total 4| 75 1,019 +74 Indicative a-t-m Vol 37.70 Underlying Price 36.355 Time to expiry: 80 Days Nov 10 0.69 -0.15 45.18 0| 0 0 0 3000 1.15 1.07 -0.23 42.49 1.16 1.15 7| 0 31 0 3200 1.59 -0.32 39.73 0| 0 22 0 3400 1.96 -0.38 38.91 0| 0 0 0 3500 2.38 -0.44 37.98 0| 0 0 0 3600 2.87 -0.50 37.21 0| 0 0 0 3700 3.42 -0.57 36.47 0| 0 0 0 3800 4.05 -0.63 36.12 0| 0 0 0 3900 4.76 -0.68 35.92 0| 0 0 0 4000 6.26 -0.79 34.48 0| 0 0 0 4200 7.96 -0.87 33.82 0| 0 0 0 4400 Total 7| 0 53 0 Indicative a-t-m Vol 37.44 Underlying Price 36.355 Time to expiry: 108 Days Dec 10 0.06 -0.01 65.27 0| 0 1,250 0 1738 0.12 -0.03 56.99 0| 0 0 0 2085 0.26 -0.05 52.12 0| 0 0 0 2400 0.61 -0.12 47.03 0| 0 0 0 2780 1.17 -0.22 41.97 0| 57 181 +30 3128 2.45 2.23 -0.37 38.79 2.45 2.45 10| 0 2,657 0 3475 2.75 -0.44 37.68 0| 0 283 0 3600 4.17 3.92 -0.56 36.19 4.17 4.17 2| 0 78 0 3823 5.50 4.99 -0.66 34.43 5.50 5.50 1| 0 872 0 4000 6.24 -0.74 33.81 0| 0 3,612 0 4170 8.10 -0.84 32.71 0| 0 81 0 4400 9.87 -0.90 31.93 0| 0 3,289 0 4600 12.38 -0.95 32.13 0| 0 1,569 0 4865 15.78 -1.00 29.97 0| 0 4,849 0 5213 19.25 -1.00 29.18 0| 0 1,003 -8 5560 19.65 -1.00 29.10 0| 0 752 0 5600 23.65 -1.00 28.50 0| 0 0 0 6000 24.46 -1.00 28.41 0| 0 1,447 0 6081 27.65 -1.00 28.15 0| 0 0 0 6400 33.15 -1.00 28.01 0| 0 1,593 0 6950 41.84 -1.00 28.46 0| 0 0 0 7819 43.65 -1.00 28.64 0| 0 0 0 8000 47.05 -1.00 29.05 0| 0 0 0 8340 50.53 -1.00 29.54 0| 0 0 0 8688 67.90 -1.00 33.00 0| 0 0 0 10425 Total 13| 57 23,516 +22 Indicative a-t-m Vol 37.01 Underlying Price 36.355 Time to expiry: 199 Days Mar 11 0.59 -0.09 47.40 0| 0 0 0 2400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.17 -0.16 43.40 0| 0 48 0 2800 2.21 -0.28 40.32 0| 0 19 0 3200 2.90 -0.35 38.61 0| 34 34 +34 3400 3.74 -0.43 37.14 0| 0 617 0 3600 4.81 -0.51 36.42 0| 0 92 0 3800 5.95 -0.59 34.86 0| 0 820 0 4000 7.32 -0.67 34.21 0| 0 104 0 4200 8.78 -0.74 33.08 0| 0 41 0 4400 10.40 -0.81 32.47 0| 0 26 0 4600 12.13 -0.85 32.06 0| 0 21 0 4800 15.80 -0.93 31.22 0| 0 0 0 5200 19.66 -0.98 30.36 0| 0 64 -12 5600 23.65 -1.00 29.99 0| 0 22 0 6000 27.65 -1.00 29.86 0| 0 0 0 6400 35.65 -1.00 30.26 0| 0 0 0 7200 43.65 -1.00 31.35 0| 0 0 0 8000 51.65 -1.00 33.00 0| 0 0 0 8800 Total 0| 34 1,908 +22 Indicative a-t-m Vol 36.85 Underlying Price 36.355 Time to expiry: 290 Days Jun 11 0.33 -0.04 54.00 0| 0 0 0 1738 0.59 -0.07 49.33 0| 0 20 0 2085 0.96 -0.11 45.77 0| 0 0 0 2400 1.67 -0.19 42.17 0| 0 18 0 2780 2.60 -0.27 39.47 0| 0 1,022 0 3128 3.89 -0.38 36.82 0| 0 1 0 3475 4.56 -0.43 37.00 0| 0 60 0 3600 5.75 -0.50 36.04 0| 0 60 0 3823 6.79 -0.56 35.10 0| 0 0 0 4000 7.87 -0.62 34.22 0| 0 22 0 4170 9.47 -0.69 33.15 0| 0 62 0 4400 11.00 -0.75 32.40 0| 0 0 0 4600 13.18 -0.81 31.70 0| 0 101 0 4865 16.23 -0.88 30.73 0| 0 62 0 5213 19.45 -0.93 30.29 0| 0 132 0 5560 26.20 -0.99 29.82 0| 0 92 0 6255 33.15 -1.00 29.74 0| 0 0 0 6950 40.10 -1.00 30.08 0| 0 0 0 7645 43.65 -1.00 30.39 0| 0 0 0 8000 47.05 -1.00 30.77 0| 0 0 0 8340 50.53 -1.00 31.21 0| 0 0 0 8688 83.65 -1.00 38.00 0| 0 0 0 12000 Total 0| 0 1,652 0 Indicative a-t-m Vol 38.78 Underlying Price 36.355 Time to expiry: 472 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| 0 1 0 2780 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 6.19 -0.42 39.26 0| 0 1,500 0 3475 8.23 -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 21.74 -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 43.41 -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| 0 6,594 0 Indicative a-t-m Vol 36.68 Underlying Price 36.355 Time to expiry: 654 Days Jun 12 2.73 -0.18 44.87 0| 5 5 +5 2400 5.50 -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 15.28 -0.73 31.31 0| 0 0 0 4800 22.13 -0.86 29.79 0| 0 0 0 5600 25.81 -0.90 29.32 0| 0 1 0 6000 29.58 -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 0| 5 10 +5 Indicative a-t-m Vol 36.54 Underlying Price 36.355 Time to expiry: 843 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 6.88 -0.37 38.64 0| 3 3 +3 3200 8.99 -0.46 36.68 0| 0 0 0 3600 11.44 -0.55 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 30.98 -0.91 29.07 0| 0 0 0 6400 46.12 -0.98 26.07 0| 0 0 0 8000 85.17 -0.97 39.64 0| 0 0 0 12000 Total 0| 3 3 +3 Indicative a-t-m Vol 36.52 Underlying Price 36.355 Time to expiry: 1025 Days Jun 13 4.03 -0.21 42.86 0| 0 0 0 2400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 46.14 -0.95 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.76 Underlying Price 36.355 Time to expiry: 1207 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 48.06 -0.84 39.10 0| 0 0 0 8000 85.21 -0.95 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 37.05 Underlying Price 36.355 Time to expiry: 1571 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 30.24 -0.82 29.20 0| 0 0 0 6000 48.22 -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 34| 175 52,472 +107 Grand Total 75| 420 124,918 +335 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 36.355 Time to expiry: 17 Days Sep 10 8.60 0.98 60.40 0| 0 0 0 2780 6.42 0.96 50.00 0| 0 0 0 3000 5.19 0.94 45.99 0| 0 0 0 3128 2.17 0.72 37.87 0| 0 0 0 3475 1.38 0.56 37.00 0| 0 0 0 3600 0.88 0.43 36.23 0| 0 0 0 3700 0.42 0.26 33.75 0| 0 15 0 3823 0.25 0.18 33.00 0| 0 0 0 3900 0.11 0.10 31.98 0| 0 0 0 4000 0.05 0.05 31.45 0| 0 0 0 4100 0.03 0.03 32.21 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 33.41 0| 0 873 0 4865 0.01 0.00 34.76 0| 0 0 0 5000 0.01 0.00 35.09 0| 0 700 0 5213 0.01 0.00 37.59 0| 0 0 0 5400 0.01 0.00 37.04 0| 0 962 0 5560 0.01 0.00 40.70 0| 0 386 0 6000 0.01 0.00 41.01 0| 0 717 0 6255 0.01 0.00 44.31 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 48.00 0| 0 0 0 9600 0.01 0.00 41.58 0| 0 0 0 10425 Total 0| 0 7,053 0 Indicative a-t-m Vol 36.70 Underlying Price 36.355 Time to expiry: 199 Days Mar 11 12.92 0.91 47.43 0| 0 0 0 2400 9.56 0.83 43.92 0| 0 0 0 2800 6.54 0.72 39.89 0| 0 0 0 3200 5.25 0.65 38.28 0| 0 0 0 3400 4.10 0.57 36.84 0| 0 0 0 3600 3.18 0.49 36.09 0| 0 0 0 3800 2.36 0.41 34.87 0| 0 0 0 4000 1.71 0.33 33.91 0| 0 0 0 4200 1.21 0.26 33.11 0| 0 200 0 4400 0.84 0.20 32.45 0| 0 0 0 4600 0.58 0.15 32.04 0| 0 1,200 0 4800 0.26 0.08 31.20 0| 0 447 0 5200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 28 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.11 0.04 30.48 0| 0 100 0 5600 0.04 0.02 30.10 0| 0 0 0 6000 0.02 0.01 30.01 0| 0 0 0 6400 0.01 0.00 30.42 0| 0 0 0 7200 0.01 0.00 31.47 0| 0 0 0 8000 0.01 0.00 33.00 0| 0 0 0 8800 Total 0| 0 1,947 0 Indicative a-t-m Vol 38.13 Underlying Price 36.355 Time to expiry: 381 Days Sep 11 11.96 0.84 46.01 0| 0 0 0 2400 6.68 0.65 40.71 0| 0 0 0 3200 4.65 0.53 38.31 0| 0 0 0 3600 3.09 0.41 36.33 0| 0 0 0 4000 1.82 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 0.11 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 36.355 Time to expiry: 563 Days Mar 12 12.86 0.83 45.40 0| 0 0 0 2400 7.81 0.66 40.00 0| 0 0 0 3200 5.86 0.56 38.13 0| 0 0 0 3600 4.31 0.47 36.76 0| 0 0 0 4000 2.80 0.36 33.70 0| 0 0 0 4400 1.67 0.26 30.83 0| 0 0 0 4800 0.60 0.12 28.45 0| 0 0 0 5600 0.37 0.08 27.94 0| 0 0 0 6000 0.03 0.01 26.92 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 9,090 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 36.355 Time to expiry: 17 Days Sep 10 0.03 -0.02 60.40 0| 0 150 0 2780 0.06 -0.04 50.00 0| 0 0 0 3000 0.11 -0.06 45.99 0| 0 0 0 3128 0.56 -0.28 37.87 0| 0 5 0 3475 1.02 -0.44 37.00 0| 0 0 0 3600 1.52 -0.57 36.23 0| 0 0 0 3700 2.29 -0.74 33.75 0| 0 134 0 3823 2.89 -0.82 33.00 0| 0 0 0 3900 3.75 -0.90 31.98 0| 0 280 0 4000 4.68 -0.95 31.45 0| 0 0 0 4100 5.37 -0.97 32.21 0| 0 848 0 4170 6.64 -0.99 31.02 0| 0 50 0 4300 7.64 -1.00 30.12 0| 0 417 0 4400 8.64 -1.00 30.98 0| 0 0 0 4500 9.64 -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 33.41 0| 0 2,877 0 4865 13.63 -1.00 34.76 0| 0 0 0 5000 15.76 -1.00 35.09 0| 0 173 0 5213 17.63 -1.00 37.59 0| 0 0 0 5400 19.23 -1.00 37.04 0| 0 620 0 5560 23.63 -1.00 40.70 0| 0 1,020 0 6000 26.18 -1.00 41.01 0| 0 170 0 6255 33.13 -1.00 44.31 0| 0 210 0 6950 35.63 -1.00 44.46 0| 0 0 0 7200 43.63 -1.00 44.65 0| 0 0 0 8000 51.63 -1.00 44.69 0| 0 403 0 8800 59.62 -1.00 48.00 0| 0 0 0 9600 67.87 -1.00 41.58 0| 0 4 0 10425 Total 0| 0 7,606 0 Indicative a-t-m Vol 36.70 Underlying Price 36.355 Time to expiry: 199 Days Mar 11 0.59 -0.09 47.43 0| 0 1 0 2400 1.21 -0.17 43.92 0| 0 0 0 2800 2.17 -0.28 39.89 0| 0 200 0 3200 2.86 -0.35 38.28 0| 0 0 0 3400 3.71 -0.43 36.84 0| 0 595 0 3600 4.78 -0.51 36.09 0| 0 0 0 3800 5.95 -0.59 34.87 0| 0 1,320 0 4000 7.29 -0.67 33.91 0| 0 200 0 4200 8.78 -0.74 33.11 0| 0 435 0 4400 10.40 -0.80 32.45 0| 0 2,685 0 4600 12.13 -0.85 32.04 0| 0 147 0 4800 15.79 -0.92 31.20 0| 0 20 0 5200 19.61 -0.96 30.48 0| 0 4 0 5600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 23.53 -0.98 30.10 0| 0 428 0 6000 27.48 -0.99 30.01 0| 0 1,363 0 6400 35.43 -1.00 30.42 0| 0 0 0 7200 43.38 -1.00 31.47 0| 0 0 0 8000 51.34 -1.00 33.00 0| 0 20 0 8800 Total 0| 0 7,418 0 Indicative a-t-m Vol 38.13 Underlying Price 36.355 Time to expiry: 381 Days Sep 11 1.69 -0.16 46.01 0| 0 0 0 2400 4.31 -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 21.58 -0.94 28.34 0| 0 30 0 5600 25.41 -0.97 27.71 0| 0 500 0 6000 29.30 -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 36.355 Time to expiry: 563 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 14.77 -0.74 30.83 0| 0 0 0 4800 21.54 -0.88 28.45 0| 0 0 0 5600 25.23 -0.92 27.94 0| 0 0 0 6000 44.51 -0.99 26.92 0| 0 0 0 8000 Total 0| 0 50 0 Total Puts 0| 0 16,165 0 Grand Total 0| 0 25,255 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.50 Underlying Price 28.425 Time to expiry: 17 Days Sep 10 10.43 1.00 52.00 0| 0 0 0 1800 8.43 1.00 45.57 0| 0 0 0 2000 7.43 1.00 43.30 0| 0 0 0 2100 6.43 1.00 41.03 0| 0 0 0 2200 5.43 0.99 38.92 0| 0 0 0 2300 4.44 0.98 36.49 0| 0 0 0 2400 3.95 0.97 35.20 0| 0 0 0 2450 3.47 0.96 34.06 0| 0 0 0 2500 2.53 0.90 32.12 0| 0 0 0 2600 1.68 0.78 31.16 0| 0 21 0 2700 0.99 0.60 30.29 0| 20 253 -2 2800 0.48 0.39 28.45 0| 0 131 0 2900 0.19 0.20 27.97 0| 0 3,549 0 3000 0.10 0.11 30.45 0| 0 22 0 3100 0.06 0.06 34.32 0| 0 432 0 3200 0.02 0.02 38.19 0| 0 630 0 3400 0.01 0.01 41.73 0| 0 50 0 3600 0.01 0.00 43.67 0| 0 50 0 3800 0.01 0.00 46.24 0| 0 0 0 4000 0.01 0.00 50.11 0| 0 0 0 4400 0.01 0.00 53.01 0| 0 0 0 4800 Total 0| 20 5,138 -2 Indicative a-t-m Vol 28.95 Underlying Price 28.425 Time to expiry: 45 Days Oct 10 6.51 0.96 42.24 0| 0 0 0 2200 5.54 0.94 39.55 0| 0 0 0 2300 4.60 0.91 37.14 0| 0 0 0 2400 3.70 0.86 35.19 0| 0 0 0 2500 2.86 0.79 33.29 0| 0 0 0 2600 2.08 0.70 31.33 0| 0 0 0 2700 1.42 0.58 29.56 0| 0 30 0 2800 0.88 0.44 28.14 0| 0 0 0 2900 0.52 0.31 27.37 0| 0 6 0 3000 0.27 0.19 26.52 0| 0 0 0 3100 0.13 0.11 25.81 0| 0 60 0 3200 0.08 0.06 31.27 0| 0 0 0 3400 0.08 0.05 38.71 0| 0 0 0 3600 Total 0| 0 96 0 Indicative a-t-m Vol 29.58 Underlying Price 28.425 Time to expiry: 80 Days Nov 10 6.62 0.93 38.84 0| 0 0 0 2200 5.70 0.90 37.26 0| 0 0 0 2300 4.81 0.87 35.60 0| 0 0 0 2400 3.19 0.75 32.80 0| 0 0 0 2600 2.47 0.67 31.45 0| 0 0 0 2700 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.85 0.57 30.17 0| 0 0 0 2800 1.30 0.47 28.81 0| 0 0 0 2900 0.88 0.37 27.87 0| 0 3 0 3000 0.35 0.19 26.54 0| 0 0 0 3200 0.13 0.08 26.21 0| 0 0 0 3400 0.03 0.02 24.80 0| 0 0 0 3600 Total 0| 0 3 0 Indicative a-t-m Vol 29.72 Underlying Price 28.425 Time to expiry: 108 Days Dec 10 16.46 1.00 52.00 0| 0 0 0 1200 12.49 0.99 46.62 0| 0 0 0 1600 10.52 0.98 43.38 0| 0 0 0 1800 8.59 0.96 40.24 0| 0 0 0 2000 6.73 0.91 37.49 0| 0 305 0 2200 5.83 0.88 35.89 0| 0 0 0 2300 4.97 0.84 34.54 0| 0 0 0 2400 3.41 0.73 32.28 0| 0 6 0 2600 2.10 0.58 29.97 0| 0 346 0 2800 1.18 0.40 28.81 0| 0 267 0 3000 0.55 0.24 27.07 0| 0 62 0 3200 0.22 0.12 25.90 0| 0 0 0 3400 0.16 0.08 0.05 24.98 0.16 0.16 2| 0 0 0 3600 0.01 0.01 23.86 0| 0 0 0 4000 0.01 0.00 23.57 0| 0 0 0 4400 0.01 0.00 24.00 0| 0 0 0 4800 Total 2| 0 986 0 Indicative a-t-m Vol 28.48 Underlying Price 28.425 Time to expiry: 199 Days Mar 11 10.69 0.96 41.00 0| 0 0 0 1800 8.83 0.92 38.16 0| 0 0 0 2000 7.07 0.87 35.60 0| 0 50 0 2200 6.22 0.84 34.41 0| 0 0 0 2300 5.41 0.80 33.13 0| 0 0 0 2400 3.92 0.70 30.87 0| 0 0 0 2600 2.63 0.58 28.55 0| 0 160 0 2800 1.75 0.45 28.24 0| 0 185 0 3000 1.00 0.31 26.45 0| 0 100 0 3200 0.54 0.20 25.48 0| 0 41 0 3400 0.27 0.12 24.76 0| 0 21 0 3600 0.06 0.03 23.99 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 28.51 Underlying Price 28.425 Time to expiry: 290 Days Jun 11 12.64 0.97 45.05 0| 0 0 0 1600 10.74 0.95 41.43 0| 0 0 0 1800 8.88 0.92 37.82 0| 0 0 0 2000 7.12 0.87 34.99 0| 0 0 0 2200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.28 0.84 33.52 0| 0 0 0 2300 5.49 0.80 32.54 0| 0 0 0 2400 4.04 0.70 30.49 0| 0 0 0 2600 2.82 0.58 28.82 0| 0 0 0 2800 1.84 0.45 27.36 0| 0 0 0 3000 1.14 0.33 26.15 0| 0 0 0 3200 0.40 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 28.64 Underlying Price 28.425 Time to expiry: 472 Days Dec 11 12.75 0.95 45.15 0| 0 0 0 1600 9.14 0.89 38.11 0| 0 0 0 2000 5.91 0.76 32.73 0| 0 0 0 2400 3.37 0.57 28.92 0| 0 0 0 2800 1.67 0.36 26.30 0| 0 0 0 3200 0.36 0.11 24.62 0| 0 0 0 4000 0.07 0.03 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.59 Underlying Price 28.425 Time to expiry: 654 Days Jun 12 12.78 0.95 45.17 0| 0 0 0 1600 9.22 0.88 37.98 0| 0 0 0 2000 6.09 0.75 32.64 0| 0 0 0 2400 3.63 0.57 28.85 0| 0 0 0 2800 1.98 0.39 26.42 0| 0 0 0 3200 0.53 0.14 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 2| 20 6,780 -2 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.50 Underlying Price 28.425 Time to expiry: 17 Days Sep 10 0.01 0.00 52.00 0| 0 50 0 1800 0.01 0.00 45.57 0| 0 22 0 2000 0.01 0.00 43.30 0| 0 0 0 2100 0.01 0.00 41.03 0| 0 23 0 2200 0.01 -0.01 38.92 0| 0 0 0 2300 0.01 -0.02 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 -0.22 31.16 0| 0 25 0 2700 0.56 -0.40 30.29 0| 0 146 0 2800 1.05 -0.61 28.45 0| 0 7 0 2900 1.76 -0.80 27.97 0| 0 80 0 3000 2.67 -0.89 30.45 0| 0 0 0 3100 3.63 -0.94 34.32 0| 0 80 0 3200 5.59 -0.98 38.19 0| 0 104 0 3400 7.58 -1.00 41.73 0| 0 0 0 3600 9.57 -1.00 43.67 0| 0 0 0 3800 11.58 -1.00 46.24 0| 0 0 0 4000 15.58 -1.00 50.11 0| 0 0 0 4400 19.58 -1.00 53.01 0| 0 0 0 4800 Total 0| 0 3,040 0 Indicative a-t-m Vol 28.95 Underlying Price 28.425 Time to expiry: 45 Days Oct 10 0.07 -0.04 42.24 0| 0 0 0 2200 0.10 -0.06 39.55 0| 0 30 0 2300 0.16 -0.09 37.14 0| 0 0 0 2400 0.26 -0.14 35.19 0| 0 0 0 2500 0.41 -0.21 33.29 0| 0 0 0 2600 0.64 -0.30 31.33 0| 0 0 0 2700 0.97 -0.42 29.56 0| 0 0 0 2800 1.44 -0.56 28.14 0| 0 0 0 2900 2.08 -0.69 27.37 0| 0 0 0 3000 2.83 -0.81 26.52 0| 0 0 0 3100 3.69 -0.89 25.81 0| 0 0 0 3200 5.64 -0.94 31.27 0| 0 0 0 3400 7.64 -0.95 38.71 0| 0 0 0 3600 Total 0| 0 30 0 Indicative a-t-m Vol 29.58 Underlying Price 28.425 Time to expiry: 80 Days Nov 10 0.16 -0.07 38.84 0| 0 0 0 2200 0.24 -0.10 37.26 0| 0 0 0 2300 0.35 -0.13 35.60 0| 0 0 0 2400 0.72 -0.25 32.80 0| 0 0 0 2600 1.01 -0.33 31.45 0| 0 0 0 2700 1.38 -0.43 30.17 0| 0 0 0 2800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.84 -0.53 28.81 0| 0 0 0 2900 2.41 -0.63 27.87 0| 0 0 0 3000 3.89 -0.81 26.54 0| 0 0 0 3200 5.67 -0.92 26.21 0| 0 0 0 3400 7.58 -0.98 24.80 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 29.72 Underlying Price 28.425 Time to expiry: 108 Days Dec 10 0.01 0.00 52.00 0| 0 0 0 1200 0.02 -0.01 46.62 0| 0 0 0 1600 0.05 -0.02 43.38 0| 0 224 0 1800 0.12 -0.04 40.24 0| 0 163 0 2000 0.25 -0.09 37.49 0| 0 52 0 2200 0.35 -0.12 35.89 0| 0 0 0 2300 0.49 -0.16 34.54 0| 0 93 0 2400 0.92 -0.27 32.28 0| 0 0 0 2600 1.61 -0.43 29.97 0| 0 23 0 2800 2.69 -0.60 28.81 0| 0 0 0 3000 4.06 -0.77 27.07 0| 0 50 0 3200 5.74 -0.89 25.90 0| 0 0 0 3400 7.61 -0.96 24.98 0| 0 50 0 3600 11.58 -1.00 23.86 0| 0 0 0 4000 15.58 -1.00 23.57 0| 0 0 0 4400 19.58 -1.00 24.00 0| 0 0 0 4800 Total 0| 0 655 0 Indicative a-t-m Vol 28.48 Underlying Price 28.425 Time to expiry: 199 Days Mar 11 0.20 -0.05 41.00 0| 0 112 0 1800 0.35 -0.08 38.16 0| 0 1 0 2000 0.59 -0.14 35.60 0| 0 0 0 2200 0.75 -0.17 34.41 0| 0 0 0 2300 0.95 -0.21 33.13 0| 0 20 0 2400 1.47 -0.31 30.87 0| 0 50 0 2600 2.20 -0.44 28.55 0| 0 50 0 2800 3.34 -0.57 28.24 0| 0 2 0 3000 4.61 -0.70 26.45 0| 0 0 0 3200 6.16 -0.81 25.48 0| 0 0 0 3400 7.90 -0.89 24.76 0| 0 0 0 3600 11.67 -0.97 23.99 0| 0 0 0 4000 15.61 -0.99 24.00 0| 0 0 0 4400 Total 0| 0 235 0 Indicative a-t-m Vol 28.51 Underlying Price 28.425 Time to expiry: 290 Days Jun 11 0.37 -0.06 45.05 0| 0 0 0 1600 0.54 -0.10 41.43 0| 0 0 0 1800 0.78 -0.14 37.82 0| 0 0 0 2000 1.13 -0.20 34.99 0| 0 6 0 2200 1.36 -0.24 33.52 0| 0 0 0 2300 1.63 -0.29 32.54 0| 0 0 0 2400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.34 -0.39 30.49 0| 0 0 0 2600 3.27 -0.50 28.82 0| 0 0 0 2800 4.43 -0.62 27.36 0| 0 0 0 3000 5.82 -0.73 26.15 0| 0 0 0 3200 9.18 -0.88 25.19 0| 0 0 0 3600 12.92 -0.96 24.40 0| 0 0 0 4000 16.82 -0.99 24.01 0| 0 0 0 4400 20.77 -1.00 24.00 0| 0 0 0 4800 Total 0| 0 6 0 Indicative a-t-m Vol 28.64 Underlying Price 28.425 Time to expiry: 472 Days Dec 11 0.80 -0.10 45.15 0| 0 0 0 1600 1.38 -0.18 38.11 0| 0 0 0 2000 2.35 -0.30 32.73 0| 0 0 0 2400 3.96 -0.47 28.92 0| 0 0 0 2800 6.33 -0.66 26.30 0| 0 0 0 3200 13.06 -0.91 24.62 0| 0 0 0 4000 20.76 -0.98 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.59 Underlying Price 28.425 Time to expiry: 654 Days Jun 12 1.39 -0.13 45.17 0| 0 0 0 1600 2.14 -0.22 37.98 0| 0 0 0 2000 3.30 -0.34 32.64 0| 0 0 0 2400 5.05 -0.50 28.85 0| 0 0 0 2800 7.51 -0.66 26.42 0| 0 0 0 3200 14.08 -0.87 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 3,966 0 Grand Total 2| 20 10,746 -2 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.50 Underlying Price 28.425 Time to expiry: 17 Days Sep 10 10.43 1.00 52.00 0| 0 0 0 1800 8.43 1.00 45.57 0| 0 0 0 2000 7.43 1.00 43.30 0| 0 0 0 2100 6.43 1.00 41.03 0| 0 179 0 2200 5.43 0.99 38.92 0| 0 0 0 2300 4.44 0.98 36.49 0| 0 0 0 2400 3.95 0.97 35.20 0| 0 0 0 2450 3.47 0.96 34.06 0| 0 0 0 2500 2.53 0.90 32.12 0| 0 0 0 2600 1.68 0.78 31.16 0| 0 0 0 2700 0.99 0.60 30.29 0| 0 0 0 2800 0.48 0.39 28.45 0| 0 0 0 2900 0.19 0.20 27.97 0| 0 30 0 3000 0.10 0.11 30.45 0| 0 0 0 3100 0.06 0.06 34.32 0| 0 2,040 0 3200 0.02 0.02 38.19 0| 0 503 0 3400 0.01 0.01 41.73 0| 0 40 0 3600 0.01 0.00 43.67 0| 0 0 0 3800 0.01 0.00 46.24 0| 0 1 0 4000 0.01 0.00 50.11 0| 0 4 0 4400 0.01 0.00 53.01 0| 0 3 0 4800 Total 0| 0 2,800 0 Indicative a-t-m Vol 28.48 Underlying Price 28.425 Time to expiry: 199 Days Mar 11 16.26 0.99 49.08 0| 0 0 0 1200 12.37 0.97 44.04 0| 0 0 0 1600 10.47 0.95 41.00 0| 0 0 0 1800 8.63 0.92 38.16 0| 0 0 0 2000 6.88 0.86 35.60 0| 0 0 0 2200 6.04 0.83 34.41 0| 0 0 0 2300 5.25 0.79 33.13 0| 0 0 0 2400 3.78 0.69 30.87 0| 0 0 0 2600 2.52 0.56 28.55 0| 0 25 0 2800 1.68 0.43 28.24 0| 0 0 0 3000 0.95 0.30 26.45 0| 0 20 0 3200 0.51 0.19 25.48 0| 0 0 0 3400 0.26 0.11 24.76 0| 0 0 0 3600 0.06 0.03 23.99 0| 0 0 0 4000 0.01 0.01 24.00 0| 0 0 0 4400 0.01 0.00 24.74 0| 0 0 0 4800 Total 0| 0 45 0 Indicative a-t-m Vol 28.07 Underlying Price 28.425 Time to expiry: 381 Days Sep 11 11.52 0.93 41.65 0| 0 0 0 1600 8.10 0.85 36.43 0| 0 0 0 2000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.10 0.71 31.83 0| 0 0 0 2400 2.77 0.52 28.23 0| 0 0 0 2800 1.36 0.32 26.78 0| 0 0 0 3200 0.63 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 28.34 Underlying Price 28.425 Time to expiry: 563 Days Mar 12 12.08 0.90 43.05 0| 0 0 0 1600 8.78 0.82 36.79 0| 0 0 0 2000 5.95 0.70 32.68 0| 0 0 0 2400 3.55 0.55 28.51 0| 0 0 0 2800 2.03 0.38 26.94 0| 0 0 0 3200 0.64 0.16 26.33 0| 0 0 0 4000 0.28 0.08 28.05 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 2,845 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.50 Underlying Price 28.425 Time to expiry: 17 Days Sep 10 0.01 0.00 52.00 0| 0 0 0 1800 0.01 0.00 45.57 0| 0 18 0 2000 0.01 0.00 43.30 0| 0 0 0 2100 0.01 0.00 41.03 0| 0 110 0 2200 0.01 -0.01 38.92 0| 0 0 0 2300 0.01 -0.02 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 -0.22 31.16 0| 0 0 0 2700 0.56 -0.40 30.29 0| 0 1 0 2800 1.04 -0.61 28.45 0| 0 0 0 2900 1.76 -0.80 27.97 0| 0 15 0 3000 2.66 -0.89 30.45 0| 0 0 0 3100 3.63 -0.94 34.32 0| 0 11 0 3200 5.58 -0.98 38.19 0| 0 2 0 3400 7.57 -0.99 41.73 0| 0 2 0 3600 9.57 -1.00 43.67 0| 0 1 0 3800 11.57 -1.00 46.24 0| 0 1 0 4000 15.57 -1.00 50.11 0| 0 0 0 4400 19.56 -1.00 53.01 0| 0 0 0 4800 Total 0| 0 242 0 Indicative a-t-m Vol 28.48 Underlying Price 28.425 Time to expiry: 199 Days Mar 11 0.02 -0.01 49.08 0| 0 0 0 1200 0.11 -0.03 44.04 0| 0 369 0 1600 0.20 -0.05 41.00 0| 0 310 0 1800 0.35 -0.08 38.16 0| 0 0 0 2000 0.59 -0.14 35.60 0| 0 0 0 2200 0.75 -0.17 34.41 0| 0 0 0 2300 0.95 -0.21 33.13 0| 0 0 0 2400 1.47 -0.31 30.87 0| 0 0 0 2600 2.20 -0.44 28.55 0| 0 20 0 2800 3.34 -0.57 28.24 0| 0 10 0 3000 4.61 -0.70 26.45 0| 0 0 0 3200 6.16 -0.81 25.48 0| 0 0 0 3400 7.90 -0.89 24.76 0| 0 0 0 3600 11.67 -0.97 23.99 0| 0 0 0 4000 15.61 -0.99 24.00 0| 0 0 0 4400 19.58 -1.00 24.74 0| 0 0 0 4800 Total 0| 0 709 0 Indicative a-t-m Vol 28.07 Underlying Price 28.425 Time to expiry: 381 Days Sep 11 0.44 -0.07 41.65 0| 0 0 0 1600 0.97 -0.15 36.43 0| 0 80 0 2000 1.92 -0.29 31.83 0| 0 0 0 2400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.54 -0.48 28.23 0| 0 0 0 2800 6.08 -0.68 26.78 0| 0 0 0 3200 9.31 -0.82 26.15 0| 0 0 0 3600 12.90 -0.91 25.80 0| 0 0 0 4000 20.61 -0.97 27.85 0| 0 0 0 4800 Total 0| 0 80 0 Indicative a-t-m Vol 28.34 Underlying Price 28.425 Time to expiry: 563 Days Mar 12 0.88 -0.10 43.05 0| 0 0 0 1600 1.51 -0.18 36.79 0| 0 0 0 2000 2.60 -0.30 32.68 0| 0 0 0 2400 4.12 -0.45 28.51 0| 0 0 0 2800 6.53 -0.62 26.94 0| 0 0 0 3200 12.98 -0.84 26.33 0| 0 0 0 4000 20.46 -0.92 28.05 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 1,031 0 Grand Total 0| 0 3,876 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.26 Underlying Price 91.770 Time to expiry: 17 Days Sep 10 47.78 1.00 89.00 0| 0 0 0 4400 43.78 1.00 83.87 0| 0 0 0 4800 35.79 1.00 71.96 0| 0 0 0 5600 27.79 1.00 59.99 0| 0 0 0 6400 23.80 0.99 54.39 0| 0 0 0 6800 19.82 0.99 49.17 0| 0 0 0 7200 15.87 0.98 44.31 0| 0 500 0 7600 12.00 0.94 40.58 0| 0 1,122 0 8000 8.27 0.87 36.26 0| 0 196 0 8400 6.54 0.81 34.58 0| 0 8 0 8600 4.33 4.88 0.74 32.03 4.33 4.33 11| 0 3,578 0 8800 2.83 3.46 0.63 30.52 2.83 2.83 60| 0 75 0 9000 1.60 2.27 0.50 29.10 1.60 1.60 250| 23 4,449 +6 9200 1.10 1.35 0.36 27.80 1.38 1.10 140| 0 1,330 0 9400 0.75 0.24 27.12 0| 0 866 0 9600 0.37 0.14 26.39 0| 0 444 0 9800 0.16 0.07 25.68 0| 1 4,772 0 10000 0.01 0.00 21.40 0| 0 2,793 0 11000 0.01 0.00 20.23 0| 0 4 0 12000 0.01 0.00 24.00 0| 0 0 0 14000 Total 461| 24 20,137 +6 Indicative a-t-m Vol 30.04 Underlying Price 91.770 Time to expiry: 45 Days Oct 10 16.30 0.92 39.43 0| 0 0 0 7600 12.68 0.87 37.03 0| 0 0 0 8000 9.28 0.79 34.36 0| 9 15 +9 8400 6.49 7.75 0.73 33.46 6.49 6.49 8| 1 26 +1 8600 6.32 0.67 32.45 0| 0 51 0 8800 4.92 0.59 30.67 0| 0 23 0 9000 3.81 0.51 29.96 0| 0 44 0 9200 2.27 2.77 0.43 28.53 2.27 2.27 53| 0 130 0 9400 1.51 2.05 0.35 28.34 1.51 1.51 2| 60 110 +60 9600 1.37 0.27 27.14 0| 0 67 0 9800 0.94 0.20 27.01 0| 42 1,765 +25 10000 0.07 0.02 24.96 0| 0 140 0 11000 0.01 0.00 27.00 0| 0 0 0 12000 Total 63| 112 2,371 +95 Indicative a-t-m Vol 30.76 Underlying Price 91.770 Time to expiry: 80 Days Nov 10 17.06 0.87 38.84 0| 0 0 0 7600 13.63 0.81 36.56 0| 0 0 0 8000 10.51 0.74 34.65 0| 0 0 0 8400 7.70 0.64 32.72 0| 0 8 0 8800 6.42 0.59 31.69 0| 0 10 0 9000 5.23 0.53 30.63 0| 0 32 0 9200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.99 4.18 0.46 29.60 3.99 3.99 19| 50 77 0 9400 2.65 3.36 0.40 29.18 2.65 S 2.65 S 15| 0 0 0 9600 1.67 1.96 0.28 27.76 1.67 1.67 50| 0 20 0 10000 0.42 0.08 26.54 0| 0 60 0 11000 0.05 0.01 25.00 0| 0 0 0 12000 Total 84| 50 207 0 Indicative a-t-m Vol 30.69 Underlying Price 91.770 Time to expiry: 108 Days Dec 10 67.83 1.00 86.00 0| 0 0 0 2400 59.86 1.00 77.88 0| 0 0 0 3200 51.92 0.99 68.61 0| 0 0 0 4000 47.96 0.99 64.16 0| 0 0 0 4400 44.01 0.99 59.96 0| 0 0 0 4800 42.04 0.98 57.95 0| 0 0 0 5000 36.15 0.97 52.37 0| 0 0 0 5600 32.26 0.96 48.99 0| 0 2 0 6000 28.42 0.95 45.89 0| 0 0 0 6400 24.68 0.92 43.48 0| 0 0 0 6800 22.78 0.91 41.47 0| 0 5,050 0 7000 20.97 0.90 40.27 0| 0 0 0 7200 17.42 0.85 37.85 0| 0 0 0 7600 14.13 0.80 36.06 0| 0 4,001 0 8000 11.09 0.72 34.43 0| 0 2,504 0 8400 8.27 0.63 32.33 0| 0 4,231 0 8800 6.10 7.06 0.58 31.47 6.50 6.10 67| 0 3,876 0 9000 5.05 5.90 0.53 30.59 5.05 5.05 15| 0 913 0 9200 3.95 0.42 28.95 0| 0 3,132 0 9600 2.46 0.31 27.62 0| 5 1,633 +5 10000 0.10 0.02 24.42 0| 0 364 0 12000 0.01 0.00 22.48 0| 0 0 0 14000 0.01 0.00 23.00 0| 0 0 0 16000 Total 82| 5 25,706 +5 Indicative a-t-m Vol 30.80 Underlying Price 91.770 Time to expiry: 199 Days Mar 11 36.50 0.95 47.62 0| 0 0 0 5600 29.08 0.91 42.86 0| 0 0 0 6400 22.09 0.85 38.90 0| 0 158 0 7200 18.76 0.80 36.62 0| 0 40 0 7600 15.69 0.75 34.95 0| 0 0 0 8000 12.81 0.69 33.28 0| 0 0 0 8400 10.20 0.61 31.73 0| 0 279 0 8800 8.01 0.54 30.74 0| 0 59 0 9200 6.01 0.46 29.37 0| 0 430 0 9600 4.40 4.39 0.37 28.27 4.40 4.40 20| 0 158 0 10000 0.52 0.61 0.08 25.06 0.52 0.52 17| 60 259 0 12000 0.04 0.01 23.11 0| 0 0 0 14000 0.01 0.00 23.00 0| 0 0 0 16000 Total 37| 60 1,383 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 31.00 Underlying Price 91.770 Time to expiry: 290 Days Jun 11 67.83 1.00 65.00 0| 0 0 0 2400 59.89 1.00 59.99 0| 0 0 0 3200 52.00 0.99 54.35 0| 0 0 0 4000 48.11 0.98 51.64 0| 0 0 0 4400 44.23 0.97 48.91 0| 0 0 0 4800 36.67 0.94 44.36 0| 0 0 0 5600 33.03 0.92 42.45 0| 0 0 0 6000 29.44 0.90 40.30 0| 0 0 0 6400 22.71 0.83 37.00 0| 0 0 0 7200 16.61 0.73 33.96 0| 0 0 0 8000 13.91 0.67 32.74 0| 0 0 0 8400 11.42 0.61 31.40 0| 0 640 0 8800 9.44 0.55 30.98 0| 0 50 0 9200 7.46 0.48 29.83 0| 0 31 0 9600 5.78 0.41 28.85 0| 0 100 0 10000 2.78 0.25 26.73 0| 0 0 0 11000 1.18 1.19 0.13 25.31 1.18 1.18 45| 0 90 0 12000 0.16 0.02 23.58 0| 0 107 0 14000 0.03 0.01 24.00 0| 0 0 0 16000 Total 45| 0 1,018 0 Indicative a-t-m Vol 30.95 Underlying Price 91.770 Time to expiry: 472 Days Dec 11 67.84 1.00 59.00 0| 0 0 0 2400 59.90 1.00 54.27 0| 0 0 0 3200 52.11 0.98 50.45 0| 0 0 0 4000 48.28 0.97 47.82 0| 0 0 0 4400 44.50 0.96 45.64 0| 0 0 0 4800 37.30 0.92 42.09 0| 0 0 0 5600 33.97 0.89 41.16 0| 0 1 0 6000 30.68 0.86 39.59 0| 0 0 0 6400 25.80 0.81 36.87 0| 0 1,750 0 7000 18.74 0.71 33.86 0| 0 1,000 0 8000 15.64 0.65 32.54 0| 0 500 0 8500 12.83 0.58 31.34 0| 0 250 0 9000 9.90 0.50 30.03 0| 0 1,000 0 9600 8.22 0.45 29.24 0| 0 1,000 0 10000 2.69 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 31.47 Underlying Price 91.770 Time to expiry: 654 Days Jun 12 52.35 0.97 50.86 0| 0 0 0 4000 45.06 0.94 46.30 0| 0 0 0 4800 38.24 0.89 42.83 0| 0 0 0 5600 35.11 0.86 41.56 0| 0 0 0 6000 32.07 0.83 40.46 0| 0 0 0 6400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 44 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.92 0.77 36.82 0| 0 0 0 7200 20.68 0.70 34.63 0| 0 0 0 8000 15.80 0.61 32.07 0| 0 0 0 8800 12.07 0.53 30.80 0| 0 0 0 9600 4.02 0.26 26.10 0| 0 0 0 12000 0.49 0.05 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.11 Underlying Price 91.770 Time to expiry: 843 Days Dec 12 67.85 1.00 58.28 0| 0 0 0 2400 60.06 0.99 55.45 0| 0 0 0 3200 52.73 0.96 51.18 0| 0 0 0 4000 45.80 0.92 46.98 0| 0 0 0 4800 36.22 0.85 41.81 0| 0 0 0 6000 27.55 0.76 37.30 0| 0 0 0 7200 22.55 0.70 35.20 0| 0 0 0 8000 20.11 0.66 33.91 0| 0 0 0 8400 17.98 0.62 33.10 0| 0 0 0 8800 13.86 0.54 31.00 0| 0 0 0 9600 5.30 0.30 26.20 0| 0 0 0 12000 1.08 0.08 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.19 Underlying Price 91.770 Time to expiry: 1025 Days Jun 13 37.20 0.84 42.24 0| 0 0 0 6000 24.05 0.70 35.78 0| 0 0 0 8000 19.26 0.63 33.09 0| 0 0 0 8800 15.26 0.56 31.17 0| 0 0 0 9600 6.41 0.33 26.30 0| 0 0 0 12000 2.02 0.13 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.30 Underlying Price 91.770 Time to expiry: 1207 Days Dec 13 67.85 1.00 58.00 0| 0 0 0 2400 60.11 0.98 54.57 0| 0 0 0 3200 53.32 0.94 51.82 0| 0 0 0 4000 46.91 0.90 47.64 0| 0 0 0 4800 38.10 0.83 42.62 0| 0 0 0 6000 25.38 0.70 36.17 0| 0 0 0 8000 7.53 0.35 26.40 0| 0 0 0 12000 2.82 0.16 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.34 Underlying Price 91.770 Time to expiry: 1571 Days Dec 14 47.61 0.90 47.50 0| 0 0 0 4800 39.36 0.83 42.70 0| 0 0 0 6000 27.18 0.71 36.19 0| 0 0 0 8000 9.38 0.39 26.50 0| 0 0 0 12000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.19 0.21 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 772| 251 56,373 +106 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.26 Underlying Price 91.770 Time to expiry: 17 Days Sep 10 0.01 0.00 89.00 0| 0 120 0 4400 0.01 0.00 83.87 0| 0 655 0 4800 0.01 0.00 71.96 0| 0 152 0 5600 0.01 0.00 59.99 0| 0 91 0 6400 0.02 -0.01 54.39 0| 0 235 0 6800 0.04 -0.01 49.17 0| 0 3,735 0 7200 0.09 -0.02 44.31 0| 0 2,441 0 7600 0.21 -0.06 40.58 0| 0 8,344 0 8000 0.74 0.49 -0.13 36.26 0.74 0.73 52| 0 1,238 0 8400 0.75 -0.19 34.58 0| 0 288 0 8600 1.66 1.09 -0.26 32.03 1.66 1.66 50| 0 4,280 0 8800 2.23 1.67 -0.37 30.52 2.23 2.23 20| 0 683 0 9000 2.48 -0.50 29.10 0| 0 571 0 9200 3.56 -0.64 27.80 0| 0 78 0 9400 4.96 -0.76 27.12 0| 0 82 0 9600 6.58 -0.86 26.39 0| 0 21 0 9800 8.37 -0.93 25.68 0| 1 62 0 10000 18.23 -1.00 21.40 0| 0 0 0 11000 28.23 -1.00 20.23 0| 0 0 0 12000 48.23 -1.00 24.00 0| 0 0 0 14000 Total 122| 1 23,076 0 Indicative a-t-m Vol 30.04 Underlying Price 91.770 Time to expiry: 45 Days Oct 10 0.65 0.48 -0.08 39.43 0.65 0.65 3| 0 100 0 7600 0.85 -0.13 37.03 0| 0 67 0 8000 1.85 1.46 -0.21 34.36 1.85 1.71 34| 25 83 -13 8400 2.23 1.92 -0.27 33.46 2.30 2.18 58| 0 66 0 8600 2.50 2.49 -0.33 32.45 2.50 2.50 10| 31 4 -23 8800 3.84 3.10 -0.41 30.67 3.84 3.84 40| 0 55 0 9000 3.98 -0.49 29.96 0| 2 202 +2 9200 4.94 -0.57 28.53 0| 0 72 0 9400 6.22 -0.65 28.34 0| 0 40 0 9600 7.54 -0.74 27.14 0| 0 0 0 9800 9.12 -0.80 27.01 0| 0 0 0 10000 18.26 -0.98 24.96 0| 0 0 0 11000 28.23 -1.00 27.00 0| 0 0 0 12000 Total 145| 58 689 -34 Indicative a-t-m Vol 30.76 Underlying Price 91.770 Time to expiry: 80 Days Nov 10 1.37 1.17 -0.13 38.84 1.37 1.37 40| 0 18 0 7600 2.10 1.74 -0.19 36.56 2.10 S 2.10 S 15| 0 50 0 8000 2.62 -0.26 34.65 0| 0 34 0 8400 4.21 3.80 -0.36 32.72 4.21 4.21 30| 0 10 0 8800 4.52 -0.42 31.69 0| 0 0 0 9000 5.33 -0.47 30.63 0| 0 0 0 9200 6.28 -0.54 29.60 0| 0 0 0 9400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.46 -0.60 29.18 0| 0 0 0 9600 10.06 -0.72 27.76 0| 0 0 0 10000 18.54 -0.92 26.54 0| 0 0 0 11000 28.23 -1.00 25.00 0| 0 0 0 12000 Total 85| 0 112 0 Indicative a-t-m Vol 30.69 Underlying Price 91.770 Time to expiry: 108 Days Dec 10 0.01 0.00 86.00 0| 0 75 0 2400 0.05 0.00 77.88 0| 0 140 0 3200 0.10 -0.01 68.61 0| 0 225 0 4000 0.15 -0.01 64.16 0| 0 513 0 4400 0.20 -0.02 59.96 0| 0 366 0 4800 0.23 -0.02 57.95 0| 0 323 0 5000 0.36 -0.03 52.37 0| 0 861 0 5600 0.49 -0.04 48.99 0| 0 2,987 0 6000 0.66 -0.06 45.89 0| 0 321 0 6400 0.96 -0.09 43.48 0| 0 3,211 0 6800 1.07 -0.10 41.47 0| 0 2,463 0 7000 1.27 -0.12 40.27 0| 0 2,412 0 7200 1.77 -0.16 37.85 0| 0 4,865 0 7600 2.53 -0.22 36.06 0| 0 8,603 0 8000 3.55 -0.30 34.43 0| 0 4,705 0 8400 4.78 -0.38 32.33 0| 0 4,224 0 8800 5.59 -0.43 31.47 0| 157 2,056 +141 9000 6.47 -0.49 30.59 0| 0 90 0 9200 8.55 -0.59 28.95 0| 0 23 0 9600 11.10 -0.70 27.62 0| 0 83 0 10000 28.78 -0.98 24.42 0| 0 0 0 12000 48.64 -1.00 22.48 0| 0 0 0 14000 68.59 -1.00 23.00 0| 0 0 0 16000 Total 0| 157 38,546 +141 Indicative a-t-m Vol 30.80 Underlying Price 91.770 Time to expiry: 199 Days Mar 11 0.93 -0.06 47.62 0| 0 241 0 5600 1.59 -0.10 42.86 0| 0 221 0 6400 2.65 -0.17 38.90 0| 0 105 0 7200 3.34 -0.21 36.62 0| 0 123 0 7600 4.59 4.29 -0.26 34.95 4.59 4.59 16| 0 850 0 8000 5.44 -0.32 33.28 0| 0 52 0 8400 6.84 -0.39 31.73 0| 0 338 0 8800 8.65 -0.47 30.74 0| 3 312 +3 9200 10.66 -0.55 29.37 0| 0 23 0 9600 13.04 -0.63 28.27 0| 0 0 0 10000 29.21 -0.92 25.06 0| 0 12 0 12000 48.62 -0.99 23.11 0| 0 20 0 14000 68.55 -1.00 23.00 0| 0 0 0 16000 Total 16| 3 2,297 +3 Indicative a-t-m Vol 31.00 Underlying Price 91.770 Time to expiry: 290 Days Jun 11 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 0.28 -0.01 59.99 0| 0 465 0 3200 0.55 -0.03 54.35 0| 0 236 0 4000 0.73 -0.04 51.64 0| 0 200 0 4400 0.92 -0.05 48.91 0| 0 62 0 4800 1.52 -0.08 44.36 0| 0 3 0 5600 1.97 -0.10 42.45 0| 0 24 0 6000 2.45 -0.13 40.30 0| 0 27 0 6400 3.86 -0.20 37.00 0| 0 184 0 7200 5.89 -0.29 33.96 0| 0 64 0 8000 7.24 -0.35 32.74 0| 0 10 0 8400 8.81 -0.41 31.40 0| 0 620 0 8800 10.88 -0.47 30.98 0| 0 39 0 9200 12.94 -0.54 29.83 0| 0 10 0 9600 15.29 -0.61 28.85 0| 0 0 0 10000 22.32 -0.76 26.73 0| 0 0 0 11000 30.72 -0.88 25.31 0| 0 0 0 12000 49.58 -0.98 23.58 0| 0 0 0 14000 69.31 -1.00 24.00 0| 0 0 0 16000 Total 0| 0 2,114 0 Indicative a-t-m Vol 30.95 Underlying Price 91.770 Time to expiry: 472 Days Dec 11 0.27 -0.01 59.00 0| 0 0 0 2400 0.61 -0.02 54.27 0| 0 50 0 3200 1.17 -0.04 50.45 0| 0 200 0 4000 1.46 -0.06 47.82 0| 0 40 0 4400 1.80 -0.07 45.64 0| 0 50 0 4800 2.80 -0.11 42.09 0| 0 40 0 5600 3.57 -0.14 41.16 0| 0 121 0 6000 4.33 -0.16 39.59 0| 0 750 0 6400 5.49 -0.21 36.87 0| 0 1,250 0 7000 8.49 -0.31 33.86 0| 0 2,000 0 8000 10.39 -0.37 32.54 0| 0 500 0 8500 12.58 -0.43 31.34 0| 0 1,250 0 9000 15.63 -0.51 30.03 0| 0 0 0 9600 17.93 -0.56 29.24 0| 0 0 0 10000 32.22 -0.80 26.00 0| 0 0 0 12000 69.33 -0.97 24.85 0| 0 0 0 16000 Total 0| 0 6,251 0 Indicative a-t-m Vol 31.47 Underlying Price 91.770 Time to expiry: 654 Days Jun 12 2.25 -0.06 50.86 0| 0 0 0 4000 3.20 -0.09 46.30 0| 0 0 0 4800 4.54 -0.13 42.83 0| 0 0 0 5600 5.45 -0.16 41.56 0| 0 0 0 6000 6.46 -0.19 40.46 0| 0 0 0 6400 8.29 -0.25 36.82 0| 0 0 0 7200 11.03 -0.32 34.63 0| 0 0 0 8000 14.11 -0.40 32.07 0| 0 0 0 8800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.31 -0.49 30.80 0| 0 0 0 9600 33.93 -0.75 26.10 0| 0 0 0 12000 69.62 -0.95 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.11 Underlying Price 91.770 Time to expiry: 843 Days Dec 12 1.13 -0.03 58.28 0| 0 0 0 2400 2.22 -0.05 55.45 0| 0 0 0 3200 3.35 -0.08 51.18 0| 0 0 0 4000 4.63 -0.11 46.98 0| 0 0 0 4800 7.11 -0.17 41.81 0| 0 0 0 6000 10.33 -0.25 37.30 0| 0 0 0 7200 13.22 -0.32 35.20 0| 0 0 0 8000 14.69 -0.35 33.91 0| 0 0 0 8400 16.50 -0.39 33.10 0| 0 0 0 8800 20.21 -0.47 31.00 0| 0 0 0 9600 35.07 -0.71 26.20 0| 0 0 0 12000 69.76 -0.92 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.19 Underlying Price 91.770 Time to expiry: 1025 Days Jun 13 8.78 -0.18 42.24 0| 0 0 0 6000 15.24 -0.32 35.78 0| 0 0 0 8000 18.24 -0.39 33.09 0| 0 0 0 8800 22.00 -0.46 31.17 0| 0 0 0 9600 36.34 -0.68 26.30 0| 0 0 0 12000 70.44 -0.88 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.30 Underlying Price 91.770 Time to expiry: 1207 Days Dec 13 2.16 -0.04 58.00 0| 0 0 0 2400 3.66 -0.06 54.57 0| 0 0 0 3200 5.51 -0.09 51.82 0| 0 0 0 4000 7.16 -0.13 47.64 0| 0 0 0 4800 10.14 -0.19 42.62 0| 0 0 0 6000 16.78 -0.31 36.17 0| 0 0 0 8000 37.14 -0.65 26.40 0| 0 0 0 12000 70.75 -0.85 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.34 Underlying Price 91.770 Time to expiry: 1571 Days Dec 14 9.09 -0.13 47.50 0| 0 0 0 4800 12.39 -0.19 42.70 0| 0 0 0 6000 19.04 -0.31 36.19 0| 0 0 0 8000 38.47 -0.61 26.50 0| 0 0 0 12000 70.97 -0.81 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 368| 219 73,085 +110 Grand Total 1,140| 470 129,458 +216 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.26 Underlying Price 91.770 Time to expiry: 17 Days Sep 10 46.78 1.00 87.82 0| 0 0 0 4500 43.78 1.00 83.87 0| 0 0 0 4800 41.78 1.00 81.01 0| 0 0 0 5000 36.78 1.00 73.49 0| 0 23 0 5500 31.79 1.00 65.88 0| 0 450 0 6000 26.80 1.00 58.56 0| 0 0 0 6500 23.80 0.99 54.39 0| 0 86 0 6800 21.81 0.99 51.73 0| 0 95 0 7000 19.82 0.99 49.17 0| 0 110 0 7200 16.86 0.98 45.52 0| 0 20,000 0 7500 12.00 0.94 40.58 0| 0 2,157 0 8000 8.27 0.87 36.26 0| 0 0 0 8400 7.38 0.85 35.18 0| 0 13,448 0 8500 6.54 0.81 34.58 0| 0 0 0 8600 4.88 0.74 32.03 0| 0 235 0 8800 3.46 0.63 30.52 0| 0 147 0 9000 2.27 0.50 29.10 0| 0 8,707 0 9200 0.96 1.35 0.36 27.80 0.97 0.96 150| 0 150 0 9400 1.03 0.30 27.66 0| 0 830 0 9500 0.75 0.24 27.12 0| 0 0 0 9600 0.37 0.14 26.39 0| 0 0 0 9800 0.16 0.07 25.68 0| 0 34,600 0 10000 0.01 0.00 21.40 0| 0 0 0 11000 0.01 0.00 20.23 0| 0 0 0 12000 0.01 0.00 24.00 0| 0 0 0 14000 Total 150| 0 81,038 0 Indicative a-t-m Vol 30.75 Underlying Price 91.770 Time to expiry: 199 Days Mar 11 66.93 1.00 68.92 0| 0 0 0 2400 59.07 0.99 65.27 0| 0 0 0 3200 51.28 0.98 59.39 0| 0 0 0 4000 47.42 0.98 56.33 0| 0 0 0 4400 43.57 0.97 53.34 0| 0 0 0 4800 41.67 0.96 51.89 0| 0 0 0 5000 36.93 0.95 48.42 0| 0 0 0 5500 32.31 0.92 45.20 0| 0 0 0 6000 27.80 0.89 42.26 0| 0 0 0 6500 23.45 0.85 39.57 0| 0 0 0 7000 19.32 0.80 37.15 0| 0 150 0 7500 15.49 0.74 34.99 0| 0 0 0 8000 12.00 0.66 33.02 0| 0 0 0 8500 10.08 0.61 31.78 0| 0 0 0 8800 8.95 0.57 31.29 0| 0 0 0 9000 7.88 0.53 30.68 0| 0 230 0 9200 6.38 0.47 29.76 0| 0 248 0 9500 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.32 0.37 28.24 0| 0 15 0 10000 1.72 0.19 26.25 0| 0 522 0 11000 0.59 0.08 25.04 0| 0 608 0 12000 0.04 0.01 23.07 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 32.50 Underlying Price 91.770 Time to expiry: 381 Days Sep 11 66.27 0.98 73.19 0| 0 0 0 2400 58.73 0.97 64.96 0| 0 0 0 3200 51.33 0.95 58.43 0| 0 0 0 4000 47.74 0.94 56.03 0| 0 0 0 4400 44.05 0.93 52.47 0| 0 0 0 4800 42.34 0.92 51.62 0| 0 0 0 5000 37.09 0.89 47.93 0| 0 0 0 5600 33.68 0.87 45.57 0| 0 0 0 6000 30.46 0.84 43.90 0| 0 0 0 6400 25.89 0.79 41.74 0| 0 0 0 7000 18.70 0.70 37.41 0| 0 0 0 8000 12.12 0.57 32.66 0| 0 0 0 9000 9.52 0.50 32.10 0| 0 0 0 9600 7.02 0.43 28.91 0| 0 0 0 10000 2.83 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 31.50 Underlying Price 91.770 Time to expiry: 563 Days Mar 12 66.02 0.98 68.85 0| 0 0 0 2400 58.63 0.96 60.22 0| 0 0 0 3200 51.30 0.94 53.03 0| 0 0 0 4000 44.42 0.91 48.75 0| 0 0 0 4800 42.78 0.90 47.90 0| 0 0 0 5000 37.78 0.87 44.80 0| 0 0 0 5600 34.56 0.85 42.82 0| 0 0 0 6000 31.58 0.82 41.69 0| 0 0 0 6400 27.37 0.78 39.99 0| 0 0 0 7000 20.30 0.69 35.75 0| 0 0 0 8000 14.12 0.58 32.00 0| 0 177 0 9000 11.04 0.51 30.32 0| 0 0 0 9600 9.13 0.46 28.94 0| 0 0 0 10000 3.22 0.23 25.40 0| 0 177 0 12000 1.13 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 34.30 Underlying Price 91.770 Time to expiry: 752 Days Sep 12 66.05 0.96 72.66 0| 0 0 0 2400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 59.11 0.94 63.88 0| 0 0 0 3200 52.28 0.92 57.08 0| 0 0 0 4000 45.53 0.89 51.14 0| 0 0 0 4800 35.89 0.83 44.00 0| 0 0 0 6000 33.71 0.80 44.34 0| 0 0 0 6400 28.32 0.75 41.51 0| 0 0 0 7200 22.45 0.69 36.98 0| 0 0 0 8000 18.86 0.63 34.99 0| 0 0 0 8600 14.42 0.54 33.79 0| 0 0 0 9600 6.52 0.33 30.18 0| 0 0 0 12000 1.61 0.11 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.36 Underlying Price 91.770 Time to expiry: 927 Days Mar 13 66.21 0.96 73.28 0| 0 0 0 2400 58.78 0.94 60.17 0| 0 0 0 3200 51.97 0.92 53.00 0| 0 0 0 4000 46.40 0.88 51.28 0| 0 0 0 4800 37.60 0.82 45.63 0| 0 0 0 6000 23.90 0.69 36.89 0| 0 0 0 8000 18.95 0.62 33.78 0| 0 0 0 8800 15.52 0.55 32.88 0| 0 0 0 9600 7.60 0.35 29.55 0| 0 0 0 12000 2.43 0.15 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.49 Underlying Price 91.770 Time to expiry: 1116 Days Sep 13 65.98 0.95 73.85 0| 0 0 0 2400 59.33 0.93 63.53 0| 0 0 0 3200 53.00 0.90 56.83 0| 0 0 0 4000 46.46 0.87 50.12 0| 0 0 0 4800 38.18 0.82 45.22 0| 0 0 0 6000 24.80 0.69 36.46 0| 0 0 0 8000 8.91 0.38 29.75 0| 0 0 0 12000 3.28 0.18 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.00 Underlying Price 91.770 Time to expiry: 1298 Days Mar 14 59.42 0.93 63.10 0| 0 0 0 3200 53.15 0.90 55.65 0| 0 0 0 4000 46.80 0.87 49.48 0| 0 0 0 4800 38.77 0.81 44.60 0| 0 0 0 6000 25.76 0.69 36.12 0| 0 0 0 8000 9.59 0.39 28.92 0| 0 0 0 12000 4.05 0.20 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.11 Underlying Price 91.770 Time to expiry: 1480 Days Sep 14 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 52.98 0.90 55.13 0| 0 0 0 4000 46.91 0.87 49.10 0| 0 0 0 4800 38.98 0.81 43.91 0| 0 0 0 6000 26.42 0.69 36.00 0| 0 0 0 8000 10.89 0.42 29.56 0| 0 0 0 12000 4.67 0.22 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.08 Underlying Price 91.770 Time to expiry: 1662 Days Mar 15 47.54 0.87 49.52 0| 0 0 0 4800 39.75 0.81 44.03 0| 0 0 0 6000 27.20 0.70 35.80 0| 0 0 0 8000 12.16 0.44 29.97 0| 0 0 0 12000 5.89 0.26 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 150| 0 83,165 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.26 Underlying Price 91.770 Time to expiry: 17 Days Sep 10 0.01 0.00 87.82 0| 0 0 0 4500 0.01 0.00 83.87 0| 0 1,000 0 4800 0.01 0.00 81.01 0| 0 500 0 5000 0.01 0.00 73.49 0| 0 55 0 5500 0.01 0.00 65.88 0| 0 909 0 6000 0.01 0.00 58.56 0| 0 802 0 6500 0.02 -0.01 54.39 0| 0 339 0 6800 0.03 -0.01 51.73 0| 0 600 0 7000 0.04 -0.01 49.17 0| 0 1,176 0 7200 0.07 -0.02 45.52 0| 0 11,540 0 7500 0.33 0.21 -0.06 40.58 0.33 0.33 150| 0 671 0 8000 0.49 -0.13 36.26 0| 0 0 0 8400 0.59 -0.15 35.18 0| 0 12,910 0 8500 0.75 -0.19 34.58 0| 0 0 0 8600 1.09 -0.26 32.03 0| 0 0 0 8800 1.67 -0.37 30.52 0| 0 0 0 9000 2.48 -0.50 29.10 0| 0 17 0 9200 3.56 -0.64 27.80 0| 0 0 0 9400 4.24 -0.70 27.66 0| 0 0 0 9500 4.96 -0.76 27.12 0| 0 0 0 9600 6.58 -0.86 26.39 0| 0 0 0 9800 8.37 -0.93 25.68 0| 0 0 0 10000 18.21 -1.00 21.40 0| 0 0 0 11000 28.20 -1.00 20.23 0| 0 0 0 12000 48.20 -1.00 24.00 0| 0 0 0 14000 Total 150| 0 30,519 0 Indicative a-t-m Vol 30.75 Underlying Price 91.770 Time to expiry: 199 Days Mar 11 0.03 0.00 68.92 0| 0 0 0 2400 0.13 -0.01 65.27 0| 0 0 0 3200 0.30 -0.02 59.39 0| 0 1,600 0 4000 0.42 -0.02 56.33 0| 0 1,200 0 4400 0.55 -0.03 53.34 0| 0 400 0 4800 0.64 -0.04 51.89 0| 0 0 0 5000 0.88 -0.05 48.42 0| 0 0 0 5500 1.22 -0.08 45.20 0| 0 0 0 6000 1.69 -0.11 42.26 0| 0 7 0 6500 2.31 -0.15 39.57 0| 0 446 0 7000 3.16 -0.20 37.15 0| 0 878 0 7500 4.30 -0.26 34.99 0| 0 15 0 8000 5.79 -0.34 33.02 0| 0 60 0 8500 6.85 -0.39 31.78 0| 0 400 0 8800 7.71 -0.43 31.29 0| 0 553 0 9000 8.64 -0.47 30.68 0| 0 0 0 9200 10.11 -0.53 29.76 0| 0 0 0 9500 13.03 -0.63 28.24 0| 0 0 0 10000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 20.37 -0.81 26.25 0| 0 1,906 0 11000 29.20 -0.92 25.04 0| 0 0 0 12000 48.54 -0.99 23.07 0| 0 0 0 14000 68.40 -1.00 23.00 0| 0 0 0 16000 Total 0| 0 7,465 0 Indicative a-t-m Vol 32.50 Underlying Price 91.770 Time to expiry: 381 Days Sep 11 0.49 -0.02 73.19 0| 0 0 0 2400 0.85 -0.03 64.96 0| 0 0 0 3200 1.36 -0.05 58.43 0| 0 0 0 4000 1.72 -0.06 56.03 0| 0 0 0 4400 1.98 -0.07 52.47 0| 0 0 0 4800 2.25 -0.08 51.62 0| 0 40 0 5000 2.93 -0.11 47.93 0| 0 0 0 5600 3.46 -0.13 45.57 0| 0 0 0 6000 4.20 -0.16 43.90 0| 0 0 0 6400 5.56 -0.21 41.74 0| 0 0 0 7000 8.24 -0.30 37.41 0| 0 0 0 8000 11.54 -0.43 32.66 0| 0 0 0 9000 14.86 -0.50 32.10 0| 0 0 0 9600 16.32 -0.57 28.91 0| 0 0 0 10000 31.89 -0.79 29.20 0| 0 0 0 12000 49.58 -0.92 27.22 0| 0 0 0 14000 68.83 -0.97 27.50 0| 0 0 0 16000 Total 0| 0 40 0 Indicative a-t-m Vol 31.50 Underlying Price 91.770 Time to expiry: 563 Days Mar 12 0.96 -0.02 68.85 0| 0 0 0 2400 1.41 -0.04 60.22 0| 0 0 0 3200 1.93 -0.06 53.03 0| 0 0 0 4000 2.89 -0.09 48.75 0| 0 0 0 4800 3.22 -0.10 47.90 0| 0 0 0 5000 4.10 -0.13 44.80 0| 0 0 0 5600 4.80 -0.15 42.82 0| 0 0 0 6000 5.74 -0.18 41.69 0| 0 0 0 6400 7.42 -0.22 39.99 0| 0 0 0 7000 10.15 -0.31 35.75 0| 0 0 0 8000 13.78 -0.42 32.00 0| 0 177 0 9000 16.59 -0.49 30.32 0| 0 0 0 9600 18.60 -0.54 28.94 0| 0 0 0 10000 32.30 -0.77 25.40 0| 0 0 0 12000 49.82 -0.90 24.52 0| 0 0 0 14000 68.82 -0.95 25.41 0| 0 0 0 16000 Total 0| 0 177 0 Indicative a-t-m Vol 34.30 Underlying Price 91.770 Time to expiry: 752 Days Sep 12 2.10 -0.04 72.66 0| 0 0 0 2400 2.93 -0.06 63.88 0| 0 0 0 3200 3.88 -0.08 57.08 0| 0 0 0 4000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.90 -0.11 51.14 0| 0 0 0 4800 6.92 -0.17 44.00 0| 0 0 0 6000 8.64 -0.20 44.34 0| 0 0 0 6400 11.02 -0.25 41.51 0| 0 0 0 7200 12.93 -0.31 36.98 0| 0 0 0 8000 15.17 -0.37 34.99 0| 0 0 0 8600 20.45 -0.46 33.79 0| 0 0 0 9600 35.88 -0.67 30.18 0| 0 0 0 12000 69.85 -0.89 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.36 Underlying Price 91.770 Time to expiry: 927 Days Mar 13 3.04 -0.04 73.28 0| 0 0 0 2400 3.31 -0.06 60.17 0| 0 0 0 3200 4.20 -0.08 53.00 0| 0 0 0 4000 6.33 -0.12 51.28 0| 0 0 0 4800 9.08 -0.18 45.63 0| 0 0 0 6000 14.63 -0.31 36.89 0| 0 0 0 8000 17.38 -0.38 33.78 0| 0 0 0 8800 21.65 -0.45 32.88 0| 0 0 0 9600 36.84 -0.65 29.55 0| 0 0 0 12000 70.17 -0.85 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.49 Underlying Price 91.770 Time to expiry: 1116 Days Sep 13 4.01 -0.05 73.85 0| 0 0 0 2400 4.97 -0.07 63.53 0| 0 0 0 3200 6.25 -0.10 56.83 0| 0 0 0 4000 7.32 -0.13 50.12 0| 0 0 0 4800 10.46 -0.18 45.22 0| 0 0 0 6000 16.10 -0.31 36.46 0| 0 0 0 8000 38.26 -0.62 29.75 0| 0 0 0 12000 70.68 -0.82 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.00 Underlying Price 91.770 Time to expiry: 1298 Days Mar 14 5.76 -0.07 63.10 0| 0 0 0 3200 7.00 -0.10 55.65 0| 0 0 0 4000 8.17 -0.13 49.48 0| 0 0 0 4800 11.41 -0.19 44.60 0| 0 0 0 6000 17.19 -0.31 36.12 0| 0 0 0 8000 38.61 -0.61 28.92 0| 0 0 0 12000 70.65 -0.80 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.11 Underlying Price 91.770 Time to expiry: 1480 Days Sep 14 7.80 -0.10 55.13 0| 0 0 0 4000 9.14 -0.13 49.10 0| 0 0 0 4800 12.34 -0.19 43.91 0| 0 0 0 6000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.31 -0.31 36.00 0| 0 0 0 8000 39.85 -0.58 29.56 0| 0 0 0 12000 70.70 -0.78 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 34.08 Underlying Price 91.770 Time to expiry: 1662 Days Mar 15 10.19 -0.13 49.52 0| 0 0 0 4800 13.37 -0.19 44.03 0| 0 0 0 6000 19.07 -0.30 35.80 0| 0 0 0 8000 40.56 -0.56 29.97 0| 0 0 0 12000 70.81 -0.74 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 150| 0 38,201 0 Grand Total 300| 0 121,366 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 23.86 Underlying Price 116.220 Time to expiry: 17 Days Sep 10 28.24 1.00 35.00 0| 0 0 0 8800 24.24 1.00 31.19 0| 0 0 0 9200 20.24 1.00 29.79 0| 0 0 0 9600 16.26 0.99 28.19 0| 0 0 0 10000 11.36 0.96 26.67 0| 0 0 0 10500 6.79 0.84 25.34 0| 0 0 0 11000 3.13 0.59 24.08 0| 0 0 0 11500 0.99 0.28 23.16 0| 0 0 0 12000 0.20 0.08 22.48 0| 0 0 0 12500 0.03 0.01 22.39 0| 0 0 0 13000 0.02 0.01 33.72 0| 0 0 0 14000 0.02 0.01 44.59 0| 0 0 0 15000 0.01 0.00 39.49 0| 0 0 0 16000 0.01 0.00 48.00 0| 0 0 0 18000 Total 0| 0 0 0 Indicative a-t-m Vol 26.42 Underlying Price 116.220 Time to expiry: 45 Days Oct 10 24.58 0.96 40.00 0| 0 0 0 9200 20.53 0.96 32.62 0| 0 0 0 9600 16.73 0.93 30.74 0| 0 0 0 10000 12.25 0.85 29.10 0| 0 0 0 10500 8.29 0.73 27.82 0| 0 0 0 11000 5.06 0.57 26.73 0| 0 0 0 11500 2.66 0.38 25.45 0| 0 0 0 12000 1.25 0.22 24.97 0| 0 0 0 12500 0.51 0.11 24.54 0| 0 0 0 13000 0.13 0.03 27.31 0| 0 0 0 14000 0.05 0.01 31.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 26.66 Underlying Price 116.220 Time to expiry: 80 Days Nov 10 25.08 0.93 36.73 0| 0 0 0 9200 21.41 0.90 35.00 0| 0 0 0 9600 17.70 0.86 32.02 0| 0 0 0 10000 9.72 0.69 28.28 0| 0 0 0 11000 6.58 0.56 26.90 0| 0 0 0 11500 4.13 0.43 25.92 0| 0 0 0 12000 2.40 0.29 25.21 0| 0 0 0 12500 1.35 0.19 24.95 0| 0 0 0 13000 0.44 0.07 25.90 0| 0 0 0 14000 0.26 0.04 30.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 27.18 Underlying Price 116.220 Time to expiry: 108 Days Dec 10 37.20 0.94 47.00 0| 0 0 0 8000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 29.32 0.93 38.34 0| 0 0 0 8800 22.03 0.87 34.56 0| 0 0 0 9600 18.61 0.83 33.04 0| 0 0 0 10000 10.77 0.67 28.65 0| 0 0 0 11000 5.15 0.45 26.29 0| 0 0 0 12000 2.05 0.23 25.27 0| 0 0 0 13000 0.69 0.10 24.77 0| 0 0 0 14000 0.10 0.02 26.82 0| 0 0 0 16000 0.03 0.00 29.94 0| 0 0 0 18000 0.03 0.00 36.00 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 27.13 Underlying Price 116.220 Time to expiry: 199 Days Mar 11 37.86 0.93 39.00 0| 0 0 0 8000 30.21 0.90 33.24 0| 0 0 0 8800 23.36 0.83 31.11 0| 0 0 0 9600 20.14 0.79 29.97 0| 0 0 0 10000 13.18 0.65 28.23 0| 0 0 0 11000 7.70 0.48 26.46 0| 0 0 0 12000 3.97 0.31 25.08 0| 0 0 0 13000 1.91 0.18 24.44 0| 0 0 0 14000 0.24 0.03 22.25 0| 0 0 0 16000 0.05 0.01 23.39 0| 0 0 0 18000 0.04 0.01 28.00 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 28.14 Underlying Price 116.220 Time to expiry: 290 Days Jun 11 57.53 0.97 49.00 0| 0 0 0 6000 38.74 0.91 37.90 0| 0 0 0 8000 31.75 0.86 35.16 0| 0 0 0 8800 25.19 0.80 32.76 0| 0 0 0 9600 21.85 0.77 30.67 0| 0 0 0 10000 15.11 0.65 28.81 0| 0 0 0 11000 9.88 0.51 27.74 0| 0 0 0 12000 6.09 0.37 26.78 0| 0 0 0 13000 3.39 0.25 25.60 0| 0 0 0 14000 1.08 0.10 25.43 0| 0 0 0 16000 0.29 0.03 25.09 0| 0 0 0 18000 0.12 0.01 26.57 0| 0 0 0 20000 0.04 0.00 30.00 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 28.35 Underlying Price 116.220 Time to expiry: 472 Days Dec 11 57.57 0.96 41.46 0| 0 0 0 6000 38.99 0.90 32.57 0| 0 0 0 8000 12.83 0.53 27.91 0| 0 0 0 12000 2.69 0.17 25.75 0| 0 0 0 16000 0.25 0.02 28.89 0| 0 0 0 24000 Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 30.23 Underlying Price 116.220 Time to expiry: 654 Days Jun 12 57.79 0.96 38.80 0| 0 0 0 6000 40.98 0.86 35.20 0| 0 0 0 8000 16.22 0.55 29.71 0| 0 0 0 12000 4.85 0.24 27.24 0| 0 0 0 16000 0.34 0.03 26.04 0| 0 0 0 24000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 24.84 Underlying Price 116.220 Time to expiry: 17 Days Sep 10 0.01 0.00 39.82 0| 0 0 0 8800 0.01 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 1.99 -0.41 25.05 0| 0 0 0 11500 4.84 -0.72 24.19 0| 0 0 0 12000 9.00 -0.91 23.75 0| 0 0 0 12500 13.80 -0.99 23.35 0| 0 0 0 13000 23.78 -1.00 26.13 0| 0 0 0 14000 33.78 -1.00 32.43 0| 0 0 0 15000 43.78 -1.00 38.72 0| 0 0 0 16000 63.78 -1.00 51.30 0| 0 0 0 18000 Total 0| 0 0 0 Indicative a-t-m Vol 23.46 Underlying Price 116.220 Time to expiry: 45 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 0.65 -0.12 25.47 0| 0 0 0 10500 1.57 -0.25 24.60 0| 0 0 0 11000 3.27 -0.43 23.67 0| 0 0 0 11500 5.94 -0.64 22.80 0| 0 0 0 12000 9.59 -0.82 21.75 0| 0 0 0 12500 14.04 -0.92 21.81 0| 0 0 0 13000 23.79 -0.99 23.48 0| 0 0 0 14000 33.82 -0.99 32.94 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 24.33 Underlying Price 116.220 Time to expiry: 80 Days Nov 10 0.33 -0.05 31.01 0| 0 0 0 9200 0.58 -0.07 29.85 0| 0 0 0 9600 0.90 -0.11 28.19 0| 0 0 0 10000 2.85 -0.30 25.70 0| 0 0 0 11000 4.67 -0.44 24.50 0| 0 0 0 11500 7.29 -0.59 23.79 0| 0 0 0 12000 10.62 -0.73 23.00 0| 0 0 0 12500 14.62 -0.84 22.44 0| 0 0 0 13000 23.91 -0.96 22.86 0| 0 0 0 14000 33.89 -0.97 29.02 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 25.34 Underlying Price 116.220 Time to expiry: 108 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 62 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.02 -0.10 30.09 0| 0 0 0 9600 1.53 -0.15 29.01 0| 0 0 0 10000 3.80 -0.32 26.58 0| 0 0 0 11000 8.24 -0.56 24.58 0| 0 0 0 12000 15.15 -0.80 22.94 0| 0 0 0 13000 24.03 -0.94 22.36 0| 0 0 0 14000 44.18 -0.94 36.44 0| 0 0 0 16000 64.03 -0.96 43.94 0| 0 0 0 18000 83.78 -1.00 32.53 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.54 Underlying Price 116.220 Time to expiry: 199 Days Mar 11 0.74 -0.05 34.39 0| 0 0 0 8000 1.54 -0.10 33.28 0| 0 0 0 8800 2.64 -0.17 31.07 0| 0 0 0 9600 3.42 -0.21 30.01 0| 0 0 0 10000 6.21 -0.35 27.58 0| 0 0 0 11000 10.72 -0.52 25.90 0| 0 0 0 12000 17.04 -0.70 24.58 0| 0 0 0 13000 25.01 -0.84 23.68 0| 0 0 0 14000 44.49 -0.91 31.05 0| 0 0 0 16000 64.05 -0.96 34.74 0| 0 0 0 18000 84.02 -0.96 41.08 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.86 Underlying Price 116.220 Time to expiry: 290 Days Jun 11 0.49 -0.03 41.64 0| 0 0 0 6000 1.79 -0.09 35.04 0| 0 0 0 8000 2.86 -0.14 32.88 0| 0 0 0 8800 4.42 -0.21 31.03 0| 0 0 0 9600 5.45 -0.26 30.10 0| 0 0 0 10000 8.82 -0.38 28.14 0| 0 0 0 11000 13.39 -0.52 26.08 0| 0 0 0 12000 19.75 -0.67 25.06 0| 0 0 0 13000 27.36 -0.79 24.13 0| 0 0 0 14000 45.25 -0.93 23.79 0| 0 0 0 16000 64.54 -0.98 23.84 0| 0 0 0 18000 84.48 -0.97 30.29 0| 0 0 0 20000 123.85 -1.00 26.22 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 27.95 Underlying Price 116.220 Time to expiry: 472 Days Dec 11 1.05 -0.04 38.61 0| 0 0 0 6000 2.99 -0.12 32.87 0| 0 0 0 8000 16.68 -0.49 27.44 0| 0 0 0 12000 46.43 -0.85 25.00 0| 0 0 0 16000 123.92 -0.98 31.38 0| 0 0 0 24000 Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 28.23 Underlying Price 116.220 Time to expiry: 654 Days Jun 12 2.00 -0.06 38.30 0| 0 0 0 6000 5.10 -0.15 33.74 0| 0 0 0 8000 19.68 -0.48 27.65 0| 0 0 0 12000 48.70 -0.78 26.14 0| 0 0 0 16000 124.26 -0.94 31.88 0| 0 0 0 24000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 32.84 Underlying Price 21.445 Time to expiry: 17 Days Sep 10 9.45 1.00 56.00 0| 0 0 0 1200 7.45 1.00 53.61 0| 0 0 0 1400 5.45 1.00 47.42 0| 0 0 0 1600 4.45 1.00 44.02 0| 0 0 0 1700 3.46 0.98 40.70 0| 0 0 0 1800 2.49 0.95 37.61 0| 0 0 0 1900 2.02 0.91 36.17 0| 0 0 0 1950 1.58 0.85 34.82 0| 0 0 0 2000 1.18 0.75 34.47 0| 0 0 0 2050 0.85 0.63 34.33 0| 0 0 0 2100 0.55 0.50 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 0.03 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 35.87 Underlying Price 21.445 Time to expiry: 45 Days Oct 10 4.47 0.97 48.00 0| 0 0 0 1700 3.51 0.94 44.63 0| 0 0 0 1800 2.61 0.86 41.89 0| 0 0 0 1900 1.79 0.74 38.95 0| 0 0 0 2000 1.43 0.66 37.74 0| 0 0 0 2050 1.11 0.57 36.28 0| 0 0 0 2100 0.86 0.48 35.82 0| 0 0 0 2150 0.65 0.40 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 35.94 Underlying Price 21.445 Time to expiry: 80 Days Nov 10 3.63 0.87 44.14 0| 0 0 0 1800 2.80 0.77 41.55 0| 0 0 0 1900 2.06 0.66 38.97 0| 0 0 0 2000 1.75 0.60 38.24 0| 0 0 0 2050 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 65 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.48 0.54 37.88 0| 0 0 0 2100 1.18 0.48 35.73 0| 0 0 0 2150 0.96 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 36.24 Underlying Price 21.445 Time to expiry: 108 Days Dec 10 9.45 1.00 57.00 0| 0 0 0 1200 7.46 0.99 54.16 0| 0 0 0 1400 5.53 0.94 48.93 0| 0 0 0 1600 3.76 0.82 43.75 0| 0 0 0 1800 2.98 0.73 41.27 0| 0 0 0 1900 2.28 0.64 38.98 0| 0 0 0 2000 1.71 0.54 37.52 0| 0 0 0 2100 1.17 0.44 34.68 0| 0 0 0 2200 0.77 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 36.31 Underlying Price 21.445 Time to expiry: 199 Days Mar 11 9.45 1.00 53.00 0| 0 0 0 1200 7.53 0.94 50.40 0| 0 0 0 1400 5.81 0.84 46.96 0| 0 0 0 1600 4.28 0.74 43.15 0| 0 0 0 1800 3.57 0.69 41.12 0| 0 0 0 1900 2.90 0.63 38.97 0| 0 0 0 2000 2.32 0.56 37.22 0| 0 0 0 2100 1.78 0.48 35.20 0| 0 0 0 2200 1.32 0.41 33.35 0| 0 0 0 2300 0.93 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 35.18 Underlying Price 21.445 Time to expiry: 290 Days Jun 11 9.48 0.98 50.00 0| 0 0 0 1200 7.71 0.89 47.71 0| 0 0 0 1400 6.08 0.82 43.80 0| 0 0 0 1600 4.58 0.73 40.26 0| 0 0 0 1800 3.92 0.68 38.71 0| 0 0 0 1900 3.26 0.63 36.85 0| 0 0 0 2000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 66 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.73 0.57 36.11 0| 0 0 0 2100 2.17 0.51 34.05 0| 0 0 0 2200 1.74 0.44 32.91 0| 0 0 0 2300 1.30 0.37 31.10 0| 0 0 0 2400 0.37 0.15 27.50 0| 0 0 0 2800 0.05 0.03 23.91 0| 0 0 0 3200 0.02 0.01 25.00 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 35.66 Underlying Price 21.445 Time to expiry: 472 Days Dec 11 9.76 0.91 52.81 0| 0 0 0 1200 6.65 0.80 45.69 0| 0 0 0 1600 5.24 0.72 42.07 0| 0 0 0 1800 3.87 0.64 37.60 0| 0 0 0 2000 2.78 0.54 34.92 0| 0 0 0 2200 1.91 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 35.14 Underlying Price 21.445 Time to expiry: 654 Days Jun 12 9.84 0.90 48.05 0| 0 0 0 1200 6.86 0.79 42.25 0| 0 0 0 1600 4.33 0.64 36.68 0| 0 0 0 2000 3.31 0.55 34.56 0| 0 0 0 2200 2.35 0.46 31.82 0| 0 0 0 2400 0.51 0.16 26.87 0| 0 0 0 3200 0.06 0.03 23.63 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 35.06 Underlying Price 21.445 Time to expiry: 17 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 0.02 -0.03 49.94 0| 0 0 0 1700 0.07 -0.07 46.91 0| 0 0 0 1800 0.16 -0.15 43.93 0| 0 0 0 1900 0.24 -0.21 41.83 0| 0 0 0 1950 0.37 -0.29 41.20 0| 0 0 0 2000 0.51 -0.38 38.54 0| 0 0 0 2050 0.69 -0.50 35.75 0| 0 0 0 2100 0.97 -0.62 34.99 0| 0 0 0 2150 1.30 -0.73 33.64 0| 0 0 0 2200 1.69 -0.83 32.78 0| 0 0 0 2250 2.12 -0.90 31.60 0| 0 0 0 2300 2.57 -0.96 29.62 0| 0 0 0 2350 3.06 -0.99 27.90 0| 0 0 0 2400 5.05 -1.00 25.48 0| 0 0 0 2600 7.05 -1.00 26.22 0| 0 0 0 2800 9.05 -1.00 26.92 0| 0 0 0 3000 11.05 -1.00 30.23 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 36.06 Underlying Price 21.445 Time to expiry: 45 Days Oct 10 0.19 -0.10 49.89 0| 0 0 0 1700 0.32 -0.16 46.80 0| 0 0 0 1800 0.48 -0.24 43.14 0| 0 0 0 1900 0.78 -0.35 41.12 0| 0 0 0 2000 0.91 -0.41 38.34 0| 0 0 0 2050 1.11 -0.48 36.71 0| 0 0 0 2100 1.37 -0.55 35.99 0| 0 0 0 2150 1.67 -0.63 35.32 0| 0 0 0 2200 2.00 -0.70 34.19 0| 0 0 0 2250 2.35 -0.77 33.07 0| 0 0 0 2300 2.72 -0.85 30.28 0| 0 0 0 2350 3.17 -0.88 31.05 0| 0 0 0 2400 5.06 -0.98 28.17 0| 0 0 0 2600 7.05 -1.00 31.58 0| 0 0 0 2800 9.05 -1.00 38.92 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 36.51 Underlying Price 21.445 Time to expiry: 80 Days Nov 10 0.55 -0.20 44.52 0| 0 0 0 1800 0.76 -0.27 41.45 0| 0 0 0 1900 1.10 -0.36 40.12 0| 0 0 0 2000 1.28 -0.41 38.62 0| 0 0 0 2050 1.49 -0.47 37.61 0| 0 0 0 2100 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 68 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.73 -0.52 36.39 0| 0 0 0 2150 1.99 -0.58 35.03 0| 0 0 0 2200 2.28 -0.64 33.94 0| 0 0 0 2250 2.60 -0.70 32.95 0| 0 0 0 2300 3.32 -0.81 30.29 0| 0 0 0 2400 5.08 -0.96 25.77 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 35.97 Underlying Price 21.445 Time to expiry: 108 Days Dec 10 0.07 -0.02 56.84 0| 0 0 0 1200 0.19 -0.06 53.49 0| 0 0 0 1400 0.39 -0.12 48.77 0| 0 0 0 1600 0.74 -0.22 44.24 0| 0 0 0 1800 0.99 -0.29 41.91 0| 0 0 0 1900 1.30 -0.37 39.32 0| 0 0 0 2000 1.69 -0.46 36.93 0| 0 0 0 2100 2.18 -0.56 34.80 0| 0 0 0 2200 2.78 -0.66 32.86 0| 0 0 0 2300 3.42 -0.78 29.68 0| 0 0 0 2400 7.07 -0.97 28.35 0| 0 0 0 2800 11.05 -0.99 35.63 0| 0 0 0 3200 15.04 -1.00 33.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 36.39 Underlying Price 21.445 Time to expiry: 199 Days Mar 11 0.22 -0.05 53.86 0| 0 0 0 1200 0.48 -0.10 51.87 0| 0 0 0 1400 0.77 -0.17 47.02 0| 0 0 0 1600 1.24 -0.26 43.14 0| 0 0 0 1800 1.51 -0.31 40.71 0| 0 0 0 1900 1.84 -0.37 38.64 0| 0 0 0 2000 2.27 -0.44 37.29 0| 0 0 0 2100 2.73 -0.52 35.30 0| 0 0 0 2200 3.27 -0.60 33.41 0| 0 0 0 2300 3.89 -0.68 31.65 0| 0 0 0 2400 7.18 -0.91 28.61 0| 0 0 0 2800 11.06 -0.98 29.65 0| 0 0 0 3200 15.04 -0.99 33.38 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 34.71 Underlying Price 21.445 Time to expiry: 290 Days Jun 11 0.38 -0.07 51.71 0| 0 0 0 1200 0.67 -0.12 48.50 0| 0 0 0 1400 1.06 -0.19 45.14 0| 0 0 0 1600 1.53 -0.27 41.05 0| 0 0 0 1800 1.84 -0.32 39.12 0| 0 0 0 1900 2.19 -0.37 37.35 0| 0 0 0 2000 2.60 -0.43 35.79 0| 0 0 0 2100 3.01 -0.50 33.40 0| 0 0 0 2200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 69 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.56 -0.57 32.09 0| 0 0 0 2300 4.16 -0.64 30.72 0| 0 0 0 2400 7.21 -0.89 25.83 0| 0 0 0 2800 11.09 -0.96 28.98 0| 0 0 0 3200 15.05 -0.99 31.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 34.43 Underlying Price 21.445 Time to expiry: 472 Days Dec 11 0.86 -0.11 51.65 0| 0 0 0 1200 1.74 -0.22 44.13 0| 0 0 0 1600 2.26 -0.30 39.68 0| 0 0 0 1800 3.01 -0.39 36.75 0| 0 0 0 2000 3.89 -0.49 33.55 0| 0 0 0 2200 5.10 -0.59 31.88 0| 0 0 0 2400 11.45 -0.91 26.05 0| 0 0 0 3200 19.14 -0.99 22.09 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 34.02 Underlying Price 21.445 Time to expiry: 654 Days Jun 12 1.07 -0.12 48.49 0| 0 0 0 1200 2.09 -0.23 42.41 0| 0 0 0 1600 3.42 -0.38 35.75 0| 0 0 0 2000 4.35 -0.47 33.37 0| 0 0 0 2200 5.48 -0.56 31.52 0| 0 0 0 2400 11.65 -0.85 27.39 0| 0 0 0 3200 19.15 -0.97 25.35 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 36.29 Underlying Price 48.680 Time to expiry: 17 Days Sep 10 16.69 1.00 44.41 0| 0 0 0 3200 12.69 1.00 43.51 0| 0 0 0 3600 10.69 1.00 42.21 0| 0 0 0 3800 8.70 0.99 40.95 0| 0 0 0 4000 6.74 0.97 39.75 0| 0 0 0 4200 4.87 0.90 38.61 0| 0 0 0 4400 4.00 0.85 38.07 0| 0 0 0 4500 3.20 0.78 37.56 0| 0 0 0 4600 2.47 0.69 37.06 0| 0 0 0 4700 1.84 0.59 36.59 0| 0 0 0 4800 1.32 0.48 36.15 0| 0 0 0 4900 0.90 0.37 35.59 0| 0 0 0 5000 0.37 0.19 34.78 0| 0 6 0 5200 0.12 0.08 34.12 0| 0 0 0 5400 0.04 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 39.02 Underlying Price 48.680 Time to expiry: 45 Days Oct 10 8.85 0.94 46.03 0| 0 0 0 4000 7.04 0.88 44.50 0| 0 0 0 4200 5.38 0.79 42.49 0| 0 0 0 4400 4.61 0.73 41.55 0| 0 0 0 4500 3.92 0.68 40.66 0| 0 0 0 4600 3.28 0.61 39.96 0| 0 0 0 4700 2.71 0.55 39.41 0| 0 0 0 4800 2.22 0.48 38.83 0| 0 0 0 4900 1.79 0.42 38.20 0| 0 0 0 5000 1.10 0.30 37.08 0| 0 0 0 5200 0.64 0.20 36.06 0| 0 0 0 5400 0.32 0.12 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 40.75 Underlying Price 48.680 Time to expiry: 80 Days Nov 10 9.24 0.86 46.96 0| 0 0 0 4000 7.66 0.79 45.95 0| 0 0 0 4200 6.20 0.71 44.44 0| 0 0 0 4400 4.89 0.63 42.88 0| 0 0 0 4600 4.32 0.59 42.24 0| 0 0 0 4700 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.74 0.54 41.30 0| 0 0 0 4800 3.24 0.50 40.49 0| 0 0 0 4900 2.77 0.45 39.83 0| 0 0 0 5000 1.96 0.36 38.27 0| 0 0 0 5200 0.88 0.21 36.04 0| 0 0 0 5600 0.35 0.10 34.80 0| 0 0 0 6000 0.13 0.04 33.95 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 40.90 Underlying Price 48.680 Time to expiry: 108 Days Dec 10 16.74 0.98 51.51 0| 0 0 0 3200 12.97 0.92 48.76 0| 0 0 0 3600 9.62 0.81 46.39 0| 0 0 0 4000 8.12 0.75 45.19 0| 0 0 0 4200 6.75 0.69 44.09 0| 0 0 0 4400 5.52 0.62 43.09 0| 0 0 0 4600 4.36 0.55 41.47 0| 0 0 0 4800 2.47 0.39 38.09 0| 0 0 0 5200 1.32 0.25 36.54 0| 0 0 0 5600 0.30 0.08 34.62 0| 0 0 0 6400 0.05 0.02 33.79 0| 0 0 0 7200 0.02 0.01 36.80 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.14 Underlying Price 48.680 Time to expiry: 199 Days Mar 11 17.20 0.91 51.15 0| 0 0 0 3200 13.85 0.84 48.06 0| 0 0 0 3600 10.89 0.76 45.93 0| 0 0 0 4000 9.52 0.72 45.01 0| 0 0 0 4200 8.27 0.67 43.95 0| 0 0 0 4400 7.08 0.62 42.74 0| 0 0 0 4600 5.95 0.57 41.52 0| 0 0 0 4800 4.09 0.46 39.29 0| 0 0 0 5200 2.68 0.35 37.59 0| 0 0 0 5600 1.01 0.17 35.17 0| 0 0 0 6400 0.35 0.07 34.20 0| 0 0 0 7200 0.13 0.03 34.10 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.21 Underlying Price 48.680 Time to expiry: 290 Days Jun 11 17.82 0.88 49.02 0| 0 0 0 3200 14.79 0.82 47.57 0| 0 0 0 3600 12.00 0.75 45.75 0| 0 0 0 4000 10.71 0.71 44.74 0| 0 0 0 4200 9.53 0.67 44.09 0| 0 0 0 4400 8.33 0.63 42.64 0| 0 0 0 4600 7.22 0.58 41.62 0| 0 0 0 4800 5.27 0.49 39.22 0| 0 0 0 5200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.71 0.39 37.21 0| 0 0 0 5600 2.66 0.31 36.53 0| 0 0 0 6000 1.86 0.24 35.87 0| 0 0 0 6400 0.79 0.12 34.00 0| 0 0 0 7200 0.45 0.07 35.32 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 42.03 Underlying Price 48.680 Time to expiry: 472 Days Dec 11 19.16 0.85 50.99 0| 0 0 0 3200 13.72 0.74 46.69 0| 0 0 0 4000 11.23 0.67 44.16 0| 0 0 0 4400 9.09 0.60 42.30 0| 0 0 0 4800 5.65 0.46 39.08 0| 0 0 0 5600 4.40 0.39 37.95 0| 0 0 0 6000 1.09 0.14 34.53 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.74 Underlying Price 48.680 Time to expiry: 654 Days Jun 12 19.76 0.84 47.48 0| 0 0 0 3200 14.70 0.73 44.19 0| 0 0 0 4000 12.36 0.68 42.14 0| 0 0 0 4400 10.39 0.62 40.97 0| 0 0 0 4800 7.02 0.49 38.21 0| 0 0 0 5600 5.69 0.43 37.13 0| 0 0 0 6000 1.92 0.19 34.36 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 6 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 35.48 Underlying Price 48.680 Time to expiry: 17 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 0.01 -0.01 44.36 0| 0 0 0 3800 0.04 -0.02 42.92 0| 0 0 0 4000 0.14 -0.07 41.51 0| 0 0 0 4200 0.35 -0.15 39.73 0| 0 0 0 4400 0.52 -0.21 38.66 0| 0 0 0 4500 0.78 -0.29 37.77 0| 0 0 0 4600 1.10 -0.38 36.64 0| 0 0 0 4700 1.53 -0.49 35.92 0| 0 0 0 4800 2.08 -0.59 35.27 0| 0 0 0 4900 2.71 -0.69 34.32 0| 0 0 0 5000 4.25 -0.86 32.43 0| 0 0 0 5200 6.08 -0.95 31.94 0| 0 0 0 5400 8.02 -0.99 31.35 0| 0 0 0 5600 12.01 -1.00 31.15 0| 0 0 0 6000 16.01 -1.00 31.44 0| 0 0 0 6400 20.01 -1.00 31.73 0| 0 0 0 6800 24.01 -1.00 33.47 0| 0 0 0 7200 32.00 -1.00 34.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 37.68 Underlying Price 48.680 Time to expiry: 45 Days Oct 10 0.49 -0.12 46.32 0| 0 0 0 4000 0.74 -0.17 43.58 0| 0 0 0 4200 1.14 -0.25 41.25 0| 0 0 0 4400 1.43 -0.30 40.51 0| 0 0 0 4500 1.77 -0.35 39.82 0| 0 0 0 4600 2.16 -0.41 39.16 0| 0 0 0 4700 2.59 -0.47 38.35 0| 0 0 0 4800 3.09 -0.54 37.37 0| 0 0 0 4900 3.66 -0.60 36.65 0| 0 0 0 5000 4.97 -0.72 34.98 0| 0 0 0 5200 6.53 -0.82 33.99 0| 0 0 0 5400 8.27 -0.90 33.16 0| 0 0 0 5600 12.05 -0.97 31.95 0| 0 0 0 6000 16.01 -1.00 31.19 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 37.55 Underlying Price 48.680 Time to expiry: 80 Days Nov 10 0.87 -0.16 42.70 0| 0 0 0 4000 1.31 -0.22 41.92 0| 0 0 0 4200 1.77 -0.29 39.61 0| 0 0 0 4400 2.54 -0.37 39.37 0| 0 0 0 4600 2.94 -0.42 38.54 0| 0 0 0 4700 3.42 -0.46 38.30 0| 0 0 0 4800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.89 -0.51 37.19 0| 0 0 0 4900 4.41 -0.56 36.37 0| 0 0 0 5000 5.57 -0.66 34.20 0| 0 0 0 5200 8.59 -0.83 32.23 0| 0 0 0 5600 12.17 -0.93 30.52 0| 0 0 0 6000 16.04 -0.98 30.24 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 38.31 Underlying Price 48.680 Time to expiry: 108 Days Dec 10 0.35 -0.05 51.13 0| 0 0 0 3200 0.66 -0.10 46.32 0| 0 0 0 3600 1.29 -0.18 43.39 0| 0 0 0 4000 1.78 -0.24 42.33 0| 0 0 0 4200 2.38 -0.31 41.11 0| 0 0 0 4400 2.99 -0.38 38.68 0| 0 0 0 4600 3.99 -0.45 38.78 0| 0 0 0 4800 6.17 -0.62 36.01 0| 0 0 0 5200 8.99 -0.77 33.57 0| 0 0 0 5600 16.13 -0.95 31.56 0| 0 0 0 6400 24.02 -0.98 35.23 0| 0 0 0 7200 32.02 -0.99 42.51 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 37.70 Underlying Price 48.680 Time to expiry: 199 Days Mar 11 0.78 -0.09 46.90 0| 0 0 0 3200 1.44 -0.15 45.04 0| 0 0 0 3600 2.37 -0.23 42.91 0| 0 0 0 4000 2.95 -0.27 41.71 0| 0 0 0 4200 3.66 -0.33 40.68 0| 0 0 0 4400 4.46 -0.38 39.70 0| 0 0 0 4600 5.26 -0.44 38.11 0| 0 0 0 4800 7.36 -0.56 35.69 0| 0 0 0 5200 9.92 -0.69 33.47 0| 0 0 0 5600 16.55 -0.87 32.31 0| 0 0 0 6400 24.14 -0.95 33.00 0| 0 0 0 7200 32.03 -0.98 35.37 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.14 Underlying Price 48.680 Time to expiry: 290 Days Jun 11 1.41 -0.12 47.30 0| 0 0 0 3200 2.32 -0.18 45.89 0| 0 0 0 3600 3.47 -0.25 44.07 0| 0 0 0 4000 4.14 -0.29 43.06 0| 0 0 0 4200 4.91 -0.33 42.28 0| 0 0 0 4400 5.75 -0.38 41.22 0| 0 0 0 4600 6.67 -0.42 40.46 0| 0 0 0 4800 8.78 -0.52 38.56 0| 0 0 0 5200 11.22 -0.62 36.59 0| 0 0 0 5600 14.25 -0.70 36.45 0| 0 0 0 6000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.43 -0.77 35.60 0| 0 0 0 6400 24.41 -0.90 33.63 0| 0 0 0 7200 32.13 -0.95 34.62 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.10 Underlying Price 48.680 Time to expiry: 472 Days Dec 11 2.49 -0.15 45.95 0| 0 0 0 3200 5.17 -0.27 43.80 0| 0 0 0 4000 6.53 -0.34 40.86 0| 0 0 0 4400 8.40 -0.41 39.33 0| 0 0 0 4800 12.99 -0.57 36.63 0| 0 0 0 5600 15.73 -0.64 35.60 0| 0 0 0 6000 32.42 -0.90 31.52 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.72 Underlying Price 48.680 Time to expiry: 654 Days Jun 12 3.56 -0.17 46.52 0| 0 0 0 3200 6.40 -0.27 43.65 0| 0 0 0 4000 8.15 -0.33 42.31 0| 0 0 0 4400 10.07 -0.39 40.94 0| 0 0 0 4800 14.64 -0.52 38.38 0| 0 0 0 5600 17.35 -0.58 37.68 0| 0 0 0 6000 33.39 -0.81 35.08 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 6 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 21.35 Underlying Price 29.810 Time to expiry: 17 Days Sep 10 9.81 1.00 34.03 0| 0 0 0 2000 7.81 1.00 31.58 0| 0 0 0 2200 6.81 1.00 30.18 0| 0 0 0 2300 5.81 1.00 28.49 0| 0 0 0 2400 3.82 1.00 25.73 0| 0 0 0 2600 2.83 0.98 24.29 0| 0 0 0 2700 1.87 0.92 23.01 0| 0 0 0 2800 1.02 0.75 21.80 0| 0 0 0 2900 0.42 0.45 21.25 0| 0 0 0 3000 0.13 0.19 21.58 0| 0 0 0 3100 0.02 0.04 20.66 0| 0 0 0 3200 0.01 0.01 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 22.45 Underlying Price 29.810 Time to expiry: 45 Days Oct 10 6.82 1.00 31.86 0| 0 0 0 2300 5.82 1.00 29.12 0| 0 0 0 2400 3.82 0.99 25.91 0| 0 0 0 2600 1.89 0.90 23.11 0| 0 0 0 2800 1.07 0.71 22.26 0| 0 0 0 2900 0.53 0.44 22.49 0| 0 0 0 3000 0.21 0.22 22.01 0| 0 0 0 3100 0.08 0.09 21.61 0| 0 0 0 3200 0.02 0.03 21.25 0| 0 0 0 3300 0.01 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 23.37 Underlying Price 29.810 Time to expiry: 80 Days Nov 10 6.82 1.00 33.76 0| 0 0 0 2300 5.82 1.00 31.31 0| 0 0 0 2400 3.83 0.98 27.98 0| 0 0 0 2600 1.98 0.82 25.15 0| 0 0 0 2800 1.26 0.63 24.03 0| 0 0 0 2900 0.73 0.41 23.21 0| 0 0 0 3000 0.42 0.26 22.96 0| 0 0 0 3100 0.23 0.15 22.29 0| 0 0 0 3200 0.06 0.05 21.59 0| 0 0 0 3400 0.01 0.01 20.95 0| 0 0 0 3600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 24.04 Underlying Price 29.810 Time to expiry: 108 Days Dec 10 9.82 1.00 39.92 0| 0 0 0 2000 7.82 1.00 35.96 0| 0 0 0 2200 5.82 0.99 33.06 0| 0 0 0 2400 3.87 0.94 29.63 0| 0 0 0 2600 2.15 0.73 26.79 0| 0 0 0 2800 0.93 0.42 23.75 0| 0 0 0 3000 0.36 0.20 22.45 0| 0 0 0 3200 0.12 0.08 21.92 0| 0 0 0 3400 0.03 0.03 21.18 0| 0 0 0 3600 0.01 0.00 22.57 0| 0 0 0 4000 0.01 0.00 25.40 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 23.77 Underlying Price 29.810 Time to expiry: 199 Days Mar 11 9.82 1.00 43.44 0| 0 0 0 2000 7.82 1.00 35.40 0| 0 0 0 2200 5.84 0.97 31.26 0| 0 0 0 2400 3.99 0.84 28.25 0| 0 0 0 2600 2.51 0.62 25.71 0| 0 0 0 2800 1.43 0.43 23.56 0| 0 0 0 3000 0.74 0.28 22.14 0| 0 0 0 3200 0.34 0.16 21.20 0| 0 0 0 3400 0.14 0.08 20.61 0| 0 0 0 3600 0.01 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 24.57 Underlying Price 29.810 Time to expiry: 290 Days Jun 11 9.82 0.99 39.87 0| 0 0 0 2000 7.84 0.97 34.95 0| 0 0 0 2200 5.96 0.88 31.26 0| 0 0 0 2400 4.36 0.72 28.75 0| 0 0 0 2600 3.02 0.59 26.24 0| 0 0 0 2800 1.96 0.47 24.39 0| 0 0 0 3000 1.11 0.33 22.28 0| 0 0 0 3200 0.60 0.21 21.05 0| 0 0 0 3400 0.28 0.12 19.88 0| 0 0 0 3600 0.06 0.03 19.33 0| 0 0 0 4000 0.02 0.01 20.05 0| 0 0 0 4400 0.01 0.01 21.63 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 24.29 Underlying Price 29.810 Time to expiry: 472 Days Dec 11 9.84 0.98 38.89 0| 0 0 0 2000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.24 0.77 31.50 0| 0 0 0 2400 3.34 0.60 25.50 0| 0 0 0 2800 1.51 0.37 22.83 0| 0 0 0 3200 0.14 0.06 19.30 0| 0 0 0 4000 0.03 0.01 20.73 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.61 Underlying Price 29.810 Time to expiry: 654 Days Jun 12 9.93 0.92 38.00 0| 0 0 0 2000 6.33 0.76 28.80 0| 0 0 0 2400 3.65 0.59 24.71 0| 0 0 0 2800 1.84 0.39 22.29 0| 0 0 0 3200 0.29 0.10 19.12 0| 0 0 0 4000 0.03 0.01 17.72 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 23.84 Underlying Price 29.810 Time to expiry: 17 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 0.06 -0.07 28.74 0| 0 0 0 2600 0.16 -0.17 26.47 0| 0 0 0 2700 0.41 -0.36 25.12 0| 0 0 0 2800 0.89 -0.61 24.37 0| 0 0 0 2900 1.62 -0.83 23.72 0| 0 4 0 3000 2.52 -0.95 23.02 0| 0 0 0 3100 3.49 -0.99 22.38 0| 0 0 0 3200 4.48 -1.00 22.24 0| 0 0 0 3300 5.48 -1.00 22.27 0| 0 0 0 3400 7.48 -1.00 22.52 0| 0 0 0 3600 9.48 -1.00 23.03 0| 0 0 0 3800 11.48 -1.00 23.56 0| 0 0 0 4000 15.48 -1.00 25.77 0| 0 0 0 4400 Total 0| 0 4 0 Indicative a-t-m Vol 23.87 Underlying Price 29.810 Time to expiry: 45 Days Oct 10 0.02 -0.02 30.40 0| 0 0 0 2300 0.06 -0.04 29.57 0| 0 0 0 2400 0.24 -0.16 27.44 0| 0 0 0 2600 0.78 -0.40 25.63 0| 0 0 0 2800 1.25 -0.56 24.46 0| 0 0 0 2900 1.89 -0.71 23.73 0| 0 0 0 3000 2.66 -0.84 22.77 0| 0 0 0 3100 3.54 -0.93 21.67 0| 0 0 0 3200 4.51 -0.97 22.11 0| 0 0 0 3300 5.49 -0.99 21.48 0| 0 0 0 3400 7.48 -1.00 24.73 0| 0 0 0 3600 9.48 -1.00 29.97 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.73 Underlying Price 29.810 Time to expiry: 80 Days Nov 10 0.18 -0.08 34.71 0| 0 0 0 2300 0.25 -0.11 32.36 0| 0 0 0 2400 0.55 -0.23 29.08 0| 0 0 0 2600 1.10 -0.41 25.54 0| 0 0 0 2800 1.56 -0.53 24.39 0| 0 0 0 2900 2.15 -0.65 23.58 0| 0 0 0 3000 2.86 -0.77 22.77 0| 0 0 0 3100 3.67 -0.86 22.01 0| 0 0 0 3200 5.51 -0.96 21.19 0| 0 0 0 3400 7.49 -0.99 22.26 0| 0 0 0 3600 9.48 -0.99 26.48 0| 0 0 0 3800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 22.40 Underlying Price 29.810 Time to expiry: 108 Days Dec 10 0.10 -0.04 39.50 0| 0 0 0 2000 0.21 -0.08 35.92 0| 0 0 0 2200 0.39 -0.14 32.23 0| 0 0 0 2400 0.70 -0.25 28.54 0| 0 0 0 2600 1.28 -0.41 25.14 0| 0 0 0 2800 2.23 -0.64 22.11 0| 0 0 0 3000 3.69 -0.84 20.02 0| 0 0 0 3200 5.52 -0.95 19.91 0| 0 0 0 3400 7.49 -0.98 21.17 0| 0 0 0 3600 11.48 -0.99 28.42 0| 0 0 0 4000 15.53 -0.97 41.54 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 23.13 Underlying Price 29.810 Time to expiry: 199 Days Mar 11 0.33 -0.08 38.28 0| 0 0 0 2000 0.49 -0.12 34.44 0| 0 0 0 2200 0.76 -0.19 31.16 0| 0 0 0 2400 1.16 -0.28 27.84 0| 0 0 0 2600 1.79 -0.42 25.17 0| 0 0 0 2800 2.73 -0.58 22.92 0| 0 0 0 3000 4.02 -0.75 21.05 0| 0 0 0 3200 5.69 -0.86 20.77 0| 0 0 0 3400 7.56 -0.93 21.29 0| 0 0 0 3600 11.49 -0.98 23.83 0| 0 0 0 4000 15.62 -0.93 37.33 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 23.59 Underlying Price 29.810 Time to expiry: 290 Days Jun 11 0.55 -0.10 37.22 0| 0 0 0 2000 0.77 -0.15 33.82 0| 0 0 0 2200 1.10 -0.21 30.78 0| 0 0 0 2400 1.58 -0.30 28.20 0| 0 0 0 2600 2.22 -0.41 25.56 0| 0 0 0 2800 3.12 -0.55 23.38 0| 0 0 0 3000 4.29 -0.69 21.30 0| 0 0 0 3200 5.79 -0.83 19.89 0| 0 0 0 3400 7.61 -0.90 20.26 0| 0 0 0 3600 11.49 -0.98 21.95 0| 0 0 0 4000 15.77 -0.89 36.32 0| 0 0 0 4400 19.46 -1.00 25.70 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 24.23 Underlying Price 29.810 Time to expiry: 472 Days Dec 11 1.08 -0.16 34.89 0| 0 0 0 2000 1.95 -0.28 29.71 0| 0 0 0 2400 3.41 -0.47 25.50 0| 0 0 0 2800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.73 -0.68 22.69 0| 0 0 0 3200 12.52 -0.94 20.46 0| 0 0 0 4000 20.28 -0.99 20.86 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.77 Underlying Price 29.810 Time to expiry: 654 Days Jun 12 1.30 -0.17 32.39 0| 0 0 0 2000 2.30 -0.29 28.52 0| 0 0 0 2400 3.76 -0.45 24.75 0| 0 0 0 2800 6.07 -0.64 22.58 0| 0 0 0 3200 12.61 -0.90 20.77 0| 0 0 0 4000 20.28 -0.97 22.04 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 4 0 Grand Total 0| 0 4 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 82 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lyxor ETF DJ Stoxx 600 Telecommunications Option (TEL) Indicative a-t-m Vol 15.25 Underlying Price 28.165 Time to expiry: 17 Days Sep 10 10.17 1.00 36.25 0| 0 0 0 1800 8.17 1.00 31.20 0| 0 0 0 2000 6.17 1.00 27.27 0| 0 0 0 2200 5.17 1.00 25.51 0| 0 0 0 2300 4.17 1.00 23.51 0| 0 0 0 2400 3.67 1.00 22.51 0| 0 0 0 2450 3.17 1.00 21.51 0| 0 0 0 2500 2.17 0.99 19.47 0| 0 0 0 2600 1.21 0.91 17.33 0| 0 0 0 2700 0.41 0.59 15.25 0| 0 0 0 2800 0.06 0.15 15.23 0| 0 0 0 2900 0.01 0.02 15.84 0| 0 0 0 3000 0.01 0.00 17.62 0| 0 0 0 3200 0.01 0.00 18.88 0| 0 0 0 3400 0.01 0.00 20.57 0| 0 0 0 3600 0.01 0.00 26.62 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 16.83 Underlying Price 28.165 Time to expiry: 45 Days Oct 10 6.17 1.00 26.98 0| 0 0 0 2200 5.17 1.00 23.56 0| 0 0 0 2300 4.17 1.00 21.86 0| 0 0 0 2400 3.17 1.00 21.06 0| 0 0 0 2500 2.18 0.98 21.00 0| 0 0 0 2600 1.23 0.88 18.57 0| 0 0 0 2700 0.47 0.57 16.94 0| 0 0 0 2800 0.11 0.19 16.27 0| 0 0 0 2900 0.02 0.04 16.14 0| 0 0 0 3000 0.01 0.00 17.24 0| 0 0 0 3200 0.01 0.00 21.06 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 17.72 Underlying Price 28.165 Time to expiry: 80 Days Nov 10 6.17 1.00 26.71 0| 0 0 0 2200 5.17 1.00 24.47 0| 0 0 0 2300 4.17 1.00 22.72 0| 0 0 0 2400 2.19 0.96 20.77 0| 0 0 0 2600 1.29 0.81 19.61 0| 0 0 0 2700 0.59 0.51 17.85 0| 0 0 0 2800 0.23 0.22 17.10 0| 0 0 0 2900 0.07 0.08 15.91 0| 0 0 0 3000 0.01 0.02 17.00 0| 0 0 0 3200 0.01 0.00 18.79 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.23 Underlying Price 28.165 Time to expiry: 108 Days Dec 10 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 83 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.17 1.00 33.04 0| 0 0 0 1800 8.17 1.00 29.89 0| 0 0 0 2000 6.17 1.00 26.49 0| 0 0 0 2200 5.17 1.00 25.19 0| 0 0 0 2300 4.17 1.00 23.41 0| 0 0 0 2400 2.20 0.94 20.59 0| 0 0 0 2600 0.71 0.48 18.41 0| 0 0 0 2800 0.14 0.12 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 19.58 Underlying Price 28.165 Time to expiry: 199 Days Mar 11 10.17 1.00 30.73 0| 0 0 0 1800 8.17 1.00 38.99 0| 0 0 0 2000 6.17 1.00 25.03 0| 0 0 0 2200 5.17 1.00 23.73 0| 0 0 0 2300 4.18 0.99 22.53 0| 0 0 0 2400 2.33 0.79 21.13 0| 0 0 0 2600 1.16 0.44 19.77 0| 0 0 0 2800 0.44 0.23 17.59 0| 0 0 0 3000 0.12 0.08 15.94 0| 0 0 0 3200 0.03 0.02 18.89 0| 0 0 0 3600 0.02 0.01 22.87 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 19.54 Underlying Price 28.165 Time to expiry: 290 Days Jun 11 12.17 1.00 32.96 0| 0 0 0 1600 10.17 1.00 30.97 0| 0 0 0 1800 8.17 1.00 34.84 0| 0 0 0 2000 6.17 1.00 25.93 0| 0 0 0 2200 4.25 0.90 24.23 0| 0 0 0 2400 2.70 0.64 22.41 0| 0 0 0 2600 1.50 0.46 19.64 0| 0 0 0 2800 0.77 0.30 18.48 0| 0 0 0 3000 0.32 0.16 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 21.13 Underlying Price 28.165 Time to expiry: 472 Days Dec 11 12.17 1.00 51.97 0| 0 0 0 1600 8.19 0.98 35.10 0| 0 0 0 2000 4.39 0.80 24.40 0| 0 0 0 2400 1.94 0.49 21.22 0| 0 0 0 2800 0.63 0.23 19.05 0| 0 0 0 3200 0.04 0.02 18.02 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 21.19 Underlying Price 28.165 Time to expiry: 654 Days Jun 12 12.19 0.99 47.05 0| 0 0 0 1600 8.19 0.99 31.02 0| 0 0 0 2000 4.61 0.72 24.31 0| 0 0 0 2400 2.28 0.49 21.27 0| 0 0 0 2800 0.93 0.27 19.42 0| 0 0 0 3200 0.22 0.08 20.45 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 17.74 Underlying Price 28.165 Time to expiry: 17 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 0.00 25.69 0| 0 0 0 2300 0.01 -0.01 23.69 0| 0 0 0 2400 0.02 -0.03 22.69 0| 0 0 0 2450 0.04 -0.06 21.69 0| 0 0 0 2500 0.15 -0.22 19.69 0| 0 0 0 2600 0.49 -0.54 17.83 0| 0 0 0 2700 1.21 -0.85 17.75 0| 0 0 0 2800 2.14 -0.97 17.70 0| 0 0 0 2900 3.13 -1.00 18.38 0| 0 0 0 3000 5.13 -1.00 19.63 0| 0 0 0 3200 7.13 -1.00 22.08 0| 0 0 0 3400 9.13 -1.00 23.10 0| 0 0 0 3600 13.13 -1.00 29.80 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 18.06 Underlying Price 28.165 Time to expiry: 45 Days Oct 10 0.01 -0.02 26.69 0| 0 0 0 2200 0.04 -0.04 25.70 0| 0 0 0 2300 0.10 -0.09 24.46 0| 0 0 0 2400 0.22 -0.18 22.90 0| 0 0 0 2500 0.43 -0.32 21.19 0| 0 0 0 2600 0.80 -0.51 19.44 0| 0 0 0 2700 1.40 -0.73 18.07 0| 0 0 0 2800 2.22 -0.88 18.04 0| 0 0 0 2900 3.14 -0.97 16.51 0| 0 0 0 3000 5.13 -0.99 20.31 0| 0 0 0 3200 7.13 -0.99 26.49 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.33 Underlying Price 28.165 Time to expiry: 80 Days Nov 10 0.08 -0.05 27.39 0| 0 0 0 2200 0.14 -0.09 25.78 0| 0 0 0 2300 0.24 -0.14 24.17 0| 0 0 0 2400 0.65 -0.35 20.97 0| 0 0 0 2600 1.05 -0.50 19.76 0| 0 0 0 2700 1.60 -0.66 18.47 0| 0 0 0 2800 2.33 -0.81 17.62 0| 0 0 0 2900 3.19 -0.92 16.51 0| 0 0 0 3000 5.13 -0.99 18.01 0| 0 0 0 3200 7.13 -0.99 23.09 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.75 Underlying Price 28.165 Time to expiry: 108 Days Dec 10 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 86 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 -0.01 32.40 0| 0 0 0 1800 0.05 -0.03 29.43 0| 0 0 0 2000 0.13 -0.07 26.54 0| 0 0 0 2200 0.21 -0.11 25.19 0| 0 0 0 2300 0.34 -0.17 23.78 0| 0 0 0 2400 0.79 -0.36 20.74 0| 0 0 0 2600 1.74 -0.63 18.79 0| 0 0 0 2800 3.29 -0.86 18.34 0| 0 0 0 3000 5.15 -0.96 18.58 0| 0 0 0 3200 9.13 -0.99 25.63 0| 0 0 0 3600 13.14 -0.99 34.26 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 19.82 Underlying Price 28.165 Time to expiry: 199 Days Mar 11 0.08 -0.03 31.02 0| 0 0 0 1800 0.18 -0.07 29.04 0| 0 0 0 2000 0.35 -0.12 26.31 0| 0 0 0 2200 0.51 -0.17 25.43 0| 0 0 0 2300 0.70 -0.23 24.22 0| 0 0 0 2400 1.25 -0.38 21.90 0| 0 0 0 2600 2.17 -0.57 19.96 0| 0 0 0 2800 3.49 -0.77 18.30 0| 0 0 0 3000 5.17 -0.94 15.98 0| 0 0 0 3200 9.13 -0.98 21.26 0| 0 0 0 3600 13.15 -0.98 29.10 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.32 Underlying Price 28.165 Time to expiry: 290 Days Jun 11 0.07 -0.02 31.71 0| 0 0 0 1600 0.17 -0.05 30.53 0| 0 0 0 1800 0.32 -0.09 28.30 0| 0 0 0 2000 0.58 -0.16 26.28 0| 0 0 0 2200 0.99 -0.25 24.25 0| 0 0 0 2400 1.59 -0.38 22.17 0| 0 0 0 2600 2.49 -0.54 20.46 0| 0 0 0 2800 3.73 -0.71 18.87 0| 0 0 0 3000 5.32 -0.86 18.05 0| 0 0 0 3200 9.14 -0.97 20.00 0| 0 0 0 3600 13.16 -0.96 26.73 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 21.11 Underlying Price 28.165 Time to expiry: 472 Days Dec 11 0.35 -0.07 32.97 0| 0 0 0 1600 0.87 -0.17 28.41 0| 0 0 0 2000 1.91 -0.34 24.58 0| 0 0 0 2400 3.76 -0.59 21.26 0| 0 0 0 2800 6.51 -0.84 17.69 0| 0 0 0 3200 14.05 -0.97 19.17 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 21.72 Underlying Price 28.165 Time to expiry: 654 Days Jun 12 0.54 -0.09 31.96 0| 0 0 0 1600 1.17 -0.19 27.89 0| 0 0 0 2000 2.32 -0.34 24.62 0| 0 0 0 2400 4.17 -0.55 21.81 0| 0 0 0 2800 6.87 -0.76 19.73 0| 0 0 0 3200 14.14 -0.93 21.19 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.76 Underlying Price 16.455 Time to expiry: 17 Days Sep 10 6.46 1.00 62.47 0| 0 0 0 1000 4.46 1.00 47.47 0| 0 0 0 1200 3.46 0.99 42.42 0| 0 0 0 1300 2.47 0.98 37.49 0| 0 0 0 1400 1.52 0.90 34.05 0| 0 0 0 1500 0.95 0.77 31.73 0| 0 0 0 1567 0.71 0.67 30.62 0| 0 0 0 1600 0.41 0.50 29.68 0| 0 0 0 1650 0.20 0.31 28.00 0| 0 0 0 1700 0.08 0.15 26.38 0| 0 0 0 1750 0.02 0.06 25.33 0| 0 0 0 1800 0.01 0.02 24.66 0| 0 0 0 1844 0.01 0.00 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 29.45 Underlying Price 16.455 Time to expiry: 45 Days Oct 10 4.48 0.98 43.88 0| 0 0 0 1200 3.51 0.96 41.00 0| 0 0 0 1300 2.57 0.90 37.18 0| 0 0 0 1400 1.70 0.80 33.82 0| 0 0 0 1500 1.31 0.72 32.24 0| 0 0 0 1550 0.97 0.62 30.82 0| 0 0 0 1600 0.67 0.51 29.33 0| 0 0 0 1650 0.44 0.39 28.18 0| 0 0 0 1700 0.26 0.28 26.81 0| 0 0 0 1750 0.13 0.17 25.57 0| 0 0 0 1800 0.07 0.10 24.96 0| 0 0 0 1850 0.03 0.05 24.39 0| 0 0 0 1900 0.01 0.01 23.63 0| 0 0 0 2000 0.01 0.00 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 29.71 Underlying Price 16.455 Time to expiry: 80 Days Nov 10 4.55 0.95 43.22 0| 0 0 0 1200 3.61 0.91 39.94 0| 0 0 0 1300 2.72 0.85 36.80 0| 0 0 0 1400 1.90 0.75 33.54 0| 0 0 0 1500 1.53 0.68 32.28 0| 0 0 0 1550 1.20 0.61 31.07 0| 0 0 0 1600 0.90 0.52 29.59 0| 0 0 0 1650 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 89 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.66 0.43 28.42 0| 0 0 0 1700 0.29 0.25 25.87 0| 0 0 0 1800 0.10 0.12 24.08 0| 0 0 0 1900 Total 0| 0 0 0 Indicative a-t-m Vol 30.04 Underlying Price 16.455 Time to expiry: 108 Days Dec 10 6.60 0.95 61.09 0| 0 0 0 1000 4.68 0.91 47.86 0| 0 0 0 1200 2.84 0.82 36.49 0| 0 0 0 1400 2.04 0.73 33.31 0| 0 0 0 1500 1.37 0.60 31.27 0| 0 0 0 1600 0.81 0.45 28.60 0| 0 0 0 1700 0.40 0.29 26.10 0| 0 0 0 1800 0.26 0.22 24.40 0| 0 2 0 1844 0.16 0.15 23.83 0| 0 0 0 1900 0.12 0.12 23.54 0| 0 2 0 1936 0.05 0.06 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 30.39 Underlying Price 16.455 Time to expiry: 199 Days Mar 11 6.93 0.91 63.00 0| 0 0 0 1000 5.07 0.85 50.20 0| 0 0 0 1200 3.24 0.77 37.80 0| 0 0 0 1400 2.42 0.70 33.14 0| 0 0 0 1500 1.78 0.60 31.28 0| 0 0 0 1600 1.23 0.49 29.35 0| 0 0 0 1700 0.67 0.36 25.02 0| 0 0 0 1800 0.40 0.25 24.24 0| 0 0 0 1900 0.24 0.17 24.17 0| 0 0 0 2000 0.14 0.11 24.18 0| 0 0 0 2100 0.07 0.06 23.66 0| 0 0 0 2200 0.02 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 29.65 Underlying Price 16.455 Time to expiry: 290 Days Jun 11 10.69 0.97 90.00 0| 0 0 0 600 8.84 0.94 75.19 0| 0 0 0 800 7.02 0.90 63.07 0| 0 0 0 1000 5.14 0.85 48.94 0| 0 0 0 1200 3.42 0.76 39.11 0| 0 0 0 1400 2.69 0.69 36.20 0| 0 0 0 1500 1.82 0.61 29.74 0| 0 50 0 1600 1.37 0.51 29.55 0| 0 0 0 1700 0.80 0.38 25.52 0| 0 60 0 1800 0.52 0.28 25.15 0| 0 0 0 1900 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 90 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.31 0.19 24.12 0| 0 0 0 2000 0.10 0.08 23.00 0| 0 0 0 2200 0.04 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 28.38 Underlying Price 16.455 Time to expiry: 472 Days Dec 11 8.97 0.93 70.00 0| 0 0 0 800 5.42 0.82 47.72 0| 0 0 0 1200 2.09 0.60 29.00 0| 0 0 0 1600 1.14 0.41 26.31 0| 0 0 0 1800 0.57 0.25 24.59 0| 0 0 0 2000 0.13 0.08 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 27.99 Underlying Price 16.455 Time to expiry: 654 Days Jun 12 8.99 0.93 70.00 0| 0 0 0 800 5.52 0.82 47.72 0| 0 0 0 1200 2.18 0.59 28.49 0| 0 0 0 1600 1.29 0.43 26.31 0| 0 0 0 1800 0.70 0.28 24.59 0| 0 0 0 2000 0.21 0.11 23.55 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 195 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 29.76 Underlying Price 16.455 Time to expiry: 17 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 0.01 -0.02 37.49 0| 0 0 0 1400 0.06 -0.10 34.05 0| 0 0 0 1500 0.16 -0.23 31.73 0| 0 0 0 1567 0.25 -0.33 30.62 0| 0 0 0 1600 0.45 -0.50 29.68 0| 0 0 0 1650 0.74 -0.69 28.00 0| 0 0 0 1700 1.12 -0.85 26.38 0| 0 0 0 1750 1.56 -0.94 25.33 0| 0 0 0 1800 1.99 -0.98 24.66 0| 0 0 0 1844 2.55 -1.00 24.64 0| 0 0 0 1900 2.91 -1.00 24.16 0| 0 0 0 1936 3.83 -1.00 23.91 0| 0 0 0 2028 4.55 -1.00 23.43 0| 0 0 0 2100 5.68 -1.00 23.72 0| 0 0 0 2213 7.55 -1.00 25.13 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 29.45 Underlying Price 16.455 Time to expiry: 45 Days Oct 10 0.02 -0.02 43.88 0| 0 0 0 1200 0.05 -0.04 41.00 0| 0 0 0 1300 0.11 -0.10 37.18 0| 0 0 0 1400 0.24 -0.20 33.82 0| 0 0 0 1500 0.35 -0.28 32.24 0| 0 0 0 1550 0.50 -0.38 30.82 0| 0 0 0 1600 0.70 -0.49 29.33 0| 0 0 0 1650 0.97 -0.61 28.18 0| 0 0 0 1700 1.29 -0.72 26.81 0| 0 0 0 1750 1.67 -0.83 25.57 0| 0 0 0 1800 2.10 -0.90 24.96 0| 0 0 0 1850 2.57 -0.95 24.39 0| 0 0 0 1900 3.55 -0.99 23.63 0| 0 0 0 2000 4.55 -1.00 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 29.71 Underlying Price 16.455 Time to expiry: 80 Days Nov 10 0.07 -0.05 43.22 0| 0 0 0 1200 0.14 -0.09 39.94 0| 0 0 0 1300 0.25 -0.15 36.80 0| 0 0 0 1400 0.42 -0.25 33.54 0| 0 0 0 1500 0.55 -0.32 32.28 0| 0 0 0 1550 0.72 -0.39 31.07 0| 0 0 0 1600 0.93 -0.48 29.59 0| 0 0 0 1650 1.18 -0.57 28.42 0| 0 0 0 1700 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.81 -0.75 25.87 0| 0 0 0 1800 2.62 -0.89 24.08 0| 0 0 0 1900 Total 0| 0 0 0 Indicative a-t-m Vol 30.04 Underlying Price 16.455 Time to expiry: 108 Days Dec 10 0.12 -0.05 61.09 0| 0 0 0 1000 0.20 -0.09 47.86 0| 0 0 0 1200 0.35 -0.18 36.49 0| 0 0 0 1400 0.55 -0.27 33.31 0| 0 0 0 1500 0.88 -0.40 31.27 0| 0 0 0 1600 1.31 -0.55 28.60 0| 0 0 0 1700 1.91 -0.71 26.10 0| 0 0 0 1800 2.21 -0.78 24.40 0| 0 0 0 1844 2.67 -0.85 23.83 0| 0 0 0 1900 2.99 -0.89 23.54 0| 0 0 0 1936 3.85 -0.95 22.96 0| 0 0 0 2028 5.55 -1.00 22.72 0| 0 0 0 2200 7.55 -1.00 22.70 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 30.39 Underlying Price 16.455 Time to expiry: 199 Days Mar 11 0.42 -0.09 63.00 0| 0 0 0 1000 0.55 -0.15 50.20 0| 0 0 0 1200 0.72 -0.23 37.80 0| 0 0 0 1400 0.89 -0.30 33.14 0| 0 0 0 1500 1.25 -0.40 31.28 0| 0 0 0 1600 1.69 -0.51 29.35 0| 0 0 0 1700 2.14 -0.65 25.02 0| 0 0 0 1800 2.86 -0.76 24.24 0| 0 0 0 1900 3.71 -0.85 24.17 0| 0 0 0 2000 4.62 -0.91 24.18 0| 0 0 0 2100 5.56 -0.96 23.66 0| 0 0 0 2200 7.55 -1.00 22.96 0| 0 0 0 2400 11.55 -1.00 25.21 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 29.65 Underlying Price 16.455 Time to expiry: 290 Days Jun 11 0.41 -0.05 90.00 0| 0 0 0 600 0.59 -0.09 75.19 0| 0 0 0 800 0.81 -0.14 63.07 0| 0 0 0 1000 0.95 -0.20 48.94 0| 0 0 0 1200 1.30 -0.30 39.11 0| 0 0 0 1400 1.62 -0.38 36.20 0| 0 0 0 1500 1.80 -0.47 29.74 0| 0 0 0 1600 2.41 -0.56 29.55 0| 0 0 0 1700 2.90 -0.68 25.52 0| 0 0 0 1800 3.67 -0.77 25.15 0| 0 0 0 1900 4.49 -0.84 24.12 0| 0 0 0 2000 6.30 -0.94 23.00 0| 0 0 0 2200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.24 -0.97 23.41 0| 0 0 0 2400 16.15 -1.00 23.57 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 28.38 Underlying Price 16.455 Time to expiry: 472 Days Dec 11 0.91 -0.10 70.00 0| 0 0 0 800 1.41 -0.22 47.72 0| 0 0 0 1200 2.15 -0.45 29.00 0| 0 0 0 1600 3.26 -0.62 26.31 0| 0 0 0 1800 4.71 -0.77 24.59 0| 0 0 0 2000 8.28 -0.94 23.55 0| 0 0 0 2400 16.13 -0.99 26.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 27.99 Underlying Price 16.455 Time to expiry: 654 Days Jun 12 1.41 -0.13 70.00 0| 0 0 0 800 2.02 -0.25 47.72 0| 0 0 0 1200 2.78 -0.49 28.49 0| 0 0 0 1600 3.97 -0.63 26.31 0| 0 0 0 1800 5.43 -0.76 24.59 0| 0 0 0 2000 8.92 -0.91 23.55 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 195 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 94 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Michelin (100) (ML1) Indicative a-t-m Vol 31.83 Underlying Price 58.610 Time to expiry: 17 Days Sep 10 22.62 1.00 55.00 0| 0 0 0 3600 18.62 1.00 53.82 0| 0 0 0 4000 14.63 1.00 50.07 0| 0 0 0 4400 12.64 0.99 47.68 0| 0 0 0 4600 10.66 0.98 45.14 0| 0 0 0 4800 6.81 0.92 39.80 0| 0 495 0 5200 5.00 0.85 37.21 0| 0 0 0 5400 3.36 0.74 34.66 0| 0 3,888 0 5600 1.99 0.57 32.21 0| 0 65 0 5800 0.83 1.02 0.38 30.96 0.83 0.83 10| 512 2,271 +500 6000 0.44 0.21 30.00 0| 7 859 0 6200 0.15 0.09 29.08 0| 0 917 0 6400 0.01 0.01 22.79 0| 0 99 0 6600 0.01 0.00 24.38 0| 3 158 0 6800 0.01 0.00 22.71 0| 0 243 0 7200 0.01 0.00 22.04 0| 0 12 0 7600 0.01 0.00 22.36 0| 0 34 0 8000 0.01 0.00 26.00 0| 0 0 0 8800 Total 10| 522 9,041 +500 Indicative a-t-m Vol 32.17 Underlying Price 58.610 Time to expiry: 45 Days Oct 10 12.79 0.95 43.42 0| 0 0 0 4600 10.00 10.91 0.93 41.35 10.00 10.00 9| 0 0 0 4800 7.34 0.83 37.57 0| 0 0 0 5200 4.25 0.67 34.11 0| 0 10 0 5600 2.99 0.56 32.39 0| 0 10 0 5800 2.01 0.44 31.69 0| 0 15 0 6000 1.26 0.32 30.68 0| 0 39 0 6200 0.74 0.22 29.91 0| 0 113 0 6400 0.42 0.14 29.61 0| 0 80 0 6600 0.21 0.08 28.96 0| 0 42 0 6800 0.06 0.03 29.13 0| 0 28 0 7200 0.02 0.01 30.00 0| 0 0 0 7600 Total 9| 0 337 0 Indicative a-t-m Vol 33.31 Underlying Price 58.610 Time to expiry: 80 Days Nov 10 13.18 0.91 42.20 0| 0 0 0 4600 11.39 0.87 40.46 0| 0 0 0 4800 8.07 0.78 37.38 0| 0 0 0 5200 5.22 0.64 34.81 0| 0 0 0 5600 4.01 0.56 33.58 0| 0 0 0 5800 2.71 3.01 0.47 32.72 2.71 2.71 10| 5 5 +5 6000 2.17 0.38 31.83 0| 0 0 0 6200 1.52 0.30 31.14 0| 0 0 0 6400 0.68 0.16 29.97 0| 0 1 0 6800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.27 0.08 29.23 0| 0 0 0 7200 Total 10| 5 6 +5 Indicative a-t-m Vol 33.24 Underlying Price 58.610 Time to expiry: 108 Days Dec 10 42.62 1.00 73.00 0| 0 0 0 1600 38.63 1.00 74.60 0| 0 0 0 2000 36.65 1.00 73.17 0| 0 0 0 2200 34.67 0.99 70.98 0| 0 0 0 2400 30.73 0.99 65.49 0| 0 0 0 2800 26.81 0.98 59.56 0| 0 0 0 3200 22.92 0.97 53.84 0| 0 0 0 3600 19.08 0.94 48.63 0| 0 0 0 4000 15.35 0.91 44.06 0| 0 0 0 4400 11.78 0.85 39.70 0| 0 0 0 4800 8.18 8.58 0.76 37.25 8.18 8.18 1| 0 0 0 5200 5.80 0.63 34.64 0| 0 2,377 0 5600 3.28 3.58 0.49 32.50 3.28 3.28 2| 500 5,182 0 6000 2.02 0.34 30.95 0| 0 486 0 6400 1.04 0.21 29.92 0| 10 64 0 6800 0.49 0.11 29.07 0| 0 498 0 7200 0.13 0.03 29.95 0| 0 95 0 8000 0.04 0.01 32.00 0| 0 0 0 8800 Total 3| 510 8,702 0 Indicative a-t-m Vol 33.73 Underlying Price 58.610 Time to expiry: 199 Days Mar 11 23.41 0.94 49.00 0| 0 0 0 3600 19.76 0.91 45.30 0| 0 0 0 4000 16.22 0.86 41.60 0| 0 0 0 4400 12.97 0.80 39.11 0| 0 0 0 4800 10.01 0.72 36.91 0| 0 0 0 5200 7.41 0.63 34.94 0| 0 0 0 5600 5.23 0.52 33.08 0| 0 16 0 6000 3.53 0.41 31.83 0| 0 187 0 6400 2.27 0.30 30.65 0| 0 16 0 6800 1.40 0.21 29.84 0| 0 201 0 7200 0.57 0.10 30.00 0| 10 93 +6 8000 0.26 0.05 31.00 0| 0 10 0 8800 Total 0| 10 523 +6 Indicative a-t-m Vol 34.16 Underlying Price 58.610 Time to expiry: 290 Days Jun 11 34.88 0.99 52.00 0| 0 0 0 2400 27.31 0.96 47.53 0| 0 0 0 3200 23.68 0.93 45.09 0| 0 0 0 3600 20.19 0.89 42.74 0| 0 0 0 4000 16.88 0.85 40.56 0| 0 0 0 4400 13.80 0.79 38.61 0| 0 17 0 4800 10.99 0.71 36.79 0| 0 15 0 5200 8.51 0.63 35.13 0| 0 24 0 5600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.37 0.54 33.64 0| 0 40 0 6000 4.64 0.44 32.52 0| 0 59 0 6400 3.28 0.35 31.56 0| 0 26 0 6800 2.25 0.27 30.63 0| 0 35 0 7200 0.98 0.14 29.25 0| 0 0 0 8000 0.39 0.07 28.42 0| 0 0 0 8800 0.02 0.00 29.00 0| 0 0 0 12000 Total 0| 0 216 0 Indicative a-t-m Vol 33.89 Underlying Price 58.610 Time to expiry: 472 Days Dec 11 27.66 0.94 45.00 0| 0 0 0 3200 20.99 0.86 41.66 0| 0 0 0 4000 14.97 0.76 37.65 0| 0 0 0 4800 10.03 0.62 34.60 0| 0 1,600 0 5600 8.05 0.55 33.51 0| 0 0 0 6000 6.27 0.48 32.24 0| 0 0 0 6400 1.82 0.20 28.17 0| 0 0 0 8000 0.12 0.02 28.50 0| 0 0 0 12000 Total 0| 0 1,600 0 Indicative a-t-m Vol 33.48 Underlying Price 58.610 Time to expiry: 654 Days Jun 12 21.75 0.85 41.24 0| 0 0 0 4000 16.03 0.75 37.28 0| 0 0 0 4800 11.20 0.63 34.24 0| 0 0 0 5600 9.24 0.57 33.07 0| 0 0 0 6000 7.46 0.50 31.83 0| 0 0 0 6400 2.61 0.25 27.79 0| 0 0 0 8000 0.28 0.04 28.00 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 32| 1,047 20,425 +511 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 97 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Michelin (100) (ML1) Indicative a-t-m Vol 31.83 Underlying Price 58.610 Time to expiry: 17 Days Sep 10 0.01 0.00 55.00 0| 0 71 0 3600 0.01 0.00 53.82 0| 0 74 0 4000 0.01 0.00 50.07 0| 0 2,134 0 4400 0.02 -0.01 47.68 0| 0 41 0 4600 0.05 -0.02 45.14 0| 0 4,852 0 4800 0.24 0.20 -0.08 39.80 0.24 0.24 10| 3 4,100 +2 5200 0.40 -0.15 37.21 0| 0 74 0 5400 1.02 0.76 -0.27 34.66 1.02 0.99 2| 3 322 +3 5600 1.87 1.39 -0.43 32.21 1.87 1.87 6| 0 85 0 5800 2.92 2.44 -0.62 30.96 2.92 2.92 2| 0 213 0 6000 3.87 -0.79 30.00 0| 1 16 +1 6200 5.58 -0.91 29.08 0| 0 29 0 6400 7.44 -0.99 22.79 0| 0 6 0 6600 9.43 -1.00 24.38 0| 0 0 0 6800 13.42 -1.00 22.71 0| 0 0 0 7200 17.42 -1.00 22.04 0| 0 0 0 7600 21.42 -1.00 22.36 0| 0 0 0 8000 29.42 -1.00 26.00 0| 0 0 0 8800 Total 20| 7 12,017 +6 Indicative a-t-m Vol 32.17 Underlying Price 58.610 Time to expiry: 45 Days Oct 10 0.20 -0.05 43.42 0| 0 70 0 4600 0.31 -0.08 41.35 0| 0 60 0 4800 0.75 -0.17 37.57 0| 0 110 0 5200 1.66 -0.33 34.11 0| 0 27 0 5600 2.88 2.39 -0.44 32.39 2.88 2.88 5| 6 40 -6 5800 3.42 -0.56 31.69 0| 6 38 +6 6000 4.67 -0.68 30.68 0| 0 19 0 6200 6.14 -0.78 29.91 0| 0 8 0 6400 7.83 -0.86 29.61 0| 0 0 0 6600 9.62 -0.92 28.96 0| 0 0 0 6800 13.47 -0.98 29.13 0| 0 0 0 7200 17.43 -0.99 30.00 0| 0 0 0 7600 Total 5| 12 372 0 Indicative a-t-m Vol 33.31 Underlying Price 58.610 Time to expiry: 80 Days Nov 10 0.56 0.55 -0.09 42.20 0.56 0.56 10| 40 90 +40 4600 0.76 -0.13 40.46 0| 50 50 +50 4800 1.50 1.43 -0.22 37.38 1.50 1.50 15| 0 0 0 5200 2.57 -0.36 34.81 0| 0 0 0 5600 3.37 -0.44 33.58 0| 0 0 0 5800 4.36 -0.53 32.72 0| 13 13 +13 6000 5.52 -0.62 31.83 0| 0 0 0 6200 6.87 -0.70 31.14 0| 0 0 0 6400 10.04 -0.84 29.97 0| 0 0 0 6800 13.64 -0.93 29.23 0| 0 0 0 7200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 25| 103 153 +103 Indicative a-t-m Vol 33.24 Underlying Price 58.610 Time to expiry: 108 Days Dec 10 0.01 0.00 73.00 0| 0 0 0 1600 0.02 0.00 74.60 0| 0 0 0 2000 0.03 0.00 73.17 0| 0 0 0 2200 0.05 -0.01 70.98 0| 0 1 0 2400 0.10 -0.01 65.49 0| 0 1 0 2800 0.17 -0.02 59.56 0| 0 11 0 3200 0.27 -0.03 53.84 0| 0 226 0 3600 0.42 0.42 -0.06 48.63 0.42 0.42 3| 0 139 0 4000 0.68 -0.09 44.06 0| 0 243 0 4400 1.10 -0.15 39.70 0| 6 2,589 +6 4800 1.90 -0.24 37.25 0| 80 412 -80 5200 3.10 -0.37 34.64 0| 0 3,600 0 5600 5.00 4.88 -0.51 32.50 5.00 5.00 60| 0 115 0 6000 7.32 -0.67 30.95 0| 0 90 0 6400 10.34 -0.80 29.92 0| 0 12 0 6800 13.80 -0.89 29.07 0| 0 20 0 7200 21.48 -0.97 29.95 0| 0 0 0 8000 29.42 -0.99 32.00 0| 0 0 0 8800 Total 63| 86 7,459 -74 Indicative a-t-m Vol 33.73 Underlying Price 58.610 Time to expiry: 199 Days Mar 11 0.67 -0.06 49.00 0| 0 0 0 3600 1.00 -0.09 45.30 0| 0 5 0 4000 1.44 -0.14 41.60 0| 0 22 0 4400 2.17 -0.20 39.11 0| 0 1,700 0 4800 3.19 -0.28 36.91 0| 0 60 0 5200 4.73 4.58 -0.37 34.94 4.73 4.73 1| 0 6 0 5600 6.38 -0.48 33.08 0| 0 46 0 6000 8.68 -0.60 31.83 0| 6 26 +2 6400 11.42 -0.70 30.65 0| 0 0 0 6800 14.56 -0.80 29.84 0| 0 0 0 7200 21.76 -0.91 30.00 0| 0 0 0 8000 29.50 -0.97 31.00 0| 0 0 0 8800 Total 1| 6 1,865 +2 Indicative a-t-m Vol 34.16 Underlying Price 58.610 Time to expiry: 290 Days Jun 11 0.19 -0.02 52.00 0| 0 2 0 2400 0.65 -0.05 47.53 0| 0 2 0 3200 1.05 -0.08 45.09 0| 0 0 0 3600 1.60 -0.12 42.74 0| 0 0 0 4000 2.34 -0.17 40.56 0| 0 0 0 4400 3.57 3.32 -0.24 38.61 3.57 3.57 10| 0 184 0 4800 4.44 4.59 -0.31 36.79 4.44 4.44 5| 0 19 0 5200 6.17 -0.40 35.13 0| 0 62 0 5600 8.10 -0.49 33.64 0| 0 91 0 6000 11.10 10.43 -0.58 32.52 11.10 11.10 10| 0 39 0 6400 Equity Options