Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | L'Oreal (100) (OR1) Indicative a-t-m Vol 24.28 Underlying Price 80.680 Time to expiry: 16 Days Sep 10 36.69 1.00 76.00 0| 0 0 0 4400 32.69 1.00 67.00 0| 0 0 0 4800 24.69 1.00 51.77 0| 0 0 0 5600 20.69 1.00 45.66 0| 0 0 0 6000 16.70 1.00 40.43 0| 0 0 0 6400 12.75 0.98 40.06 0| 0 32 0 6800 8.82 0.95 33.21 0| 0 151 0 7200 6.47 6.92 0.91 30.64 6.47 6.47 3| 0 17 0 7400 5.11 0.84 28.32 0| 17 2,191 -7 7600 2.22 3.46 0.74 26.36 2.55 2.22 44| 60 703 0 7800 1.24 2.08 0.58 24.75 1.89 1.24 265| 0 1,155 0 8000 0.85 1.07 0.39 23.36 1.03 0.85 84| 48 521 +48 8200 0.46 0.50 0.22 23.29 0.46 0.46 57| 60 873 -2 8400 0.18 0.10 22.43 0| 0 89 0 8600 0.08 0.05 23.99 0| 0 3,274 0 8800 0.02 0.01 27.67 0| 0 472 0 9200 0.01 0.00 30.22 0| 0 170 0 9600 0.01 0.00 32.06 0| 0 89 0 10000 0.01 0.00 40.27 0| 0 0 0 12000 Total 453| 185 9,737 +39 Indicative a-t-m Vol 24.90 Underlying Price 80.680 Time to expiry: 44 Days Oct 10 16.90 0.96 38.79 0| 0 6 0 6400 13.04 0.93 34.65 0| 0 15 0 6800 9.36 0.87 31.17 0| 16 107 -11 7200 7.63 0.81 29.61 0| 25 25 -13 7400 4.86 6.00 0.75 28.07 4.86 4.86 12| 22 62 -13 7600 4.53 0.66 26.69 0| 0 144 0 7800 3.24 0.56 25.33 0| 81 323 +81 8000 2.15 0.44 24.04 0| 20 1,301 -20 8200 1.37 0.33 23.34 0| 0 134 0 8400 0.82 0.23 22.90 0| 20 314 +20 8600 0.47 0.15 22.54 0| 0 211 0 8800 0.11 0.04 21.44 0| 0 58 0 9200 0.06 0.02 24.76 0| 0 54 0 9600 Total 12| 184 2,754 +44 Indicative a-t-m Vol 25.49 Underlying Price 80.680 Time to expiry: 79 Days Nov 10 17.24 0.93 36.03 0| 0 0 0 6400 13.56 0.88 33.24 0| 0 0 0 6800 10.09 0.81 30.66 0| 0 0 0 7200 8.46 0.76 29.30 0| 0 0 0 7400 6.94 0.70 28.10 0| 0 58 0 7600 5.54 0.63 26.91 0| 0 33 0 7800 4.30 0.56 25.90 0| 0 46 0 8000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.19 0.47 24.69 0| 0 4 0 8200 2.31 0.39 23.99 0| 0 82 0 8400 1.09 0.23 22.95 0| 0 93 0 8800 0.45 0.11 22.15 0| 0 0 0 9200 Total 0| 0 316 0 Indicative a-t-m Vol 25.60 Underlying Price 80.680 Time to expiry: 107 Days Dec 10 48.77 1.00 62.00 0| 0 0 0 3200 40.83 0.99 54.89 0| 0 0 0 4000 32.92 0.99 47.34 0| 0 0 0 4800 30.97 0.98 46.42 0| 0 99 0 5000 25.11 0.96 40.74 0| 0 0 0 5600 21.25 0.94 37.24 0| 0 1,514 0 6000 17.53 0.91 34.78 0| 0 55 0 6400 13.93 0.86 32.24 0| 0 4,296 0 6800 12.22 0.83 31.09 0| 0 995 0 7000 10.57 0.79 29.89 0| 0 167 0 7200 7.53 0.69 27.84 0| 0 2,894 0 7600 4.02 4.94 0.56 25.86 4.60 4.02 22| 0 4,929 0 8000 2.95 0.41 24.34 0| 18 3,727 -18 8400 1.61 0.27 23.35 0| 3 5,964 -500 8800 1.15 0.21 22.97 0| 0 1,762 0 9000 0.32 0.34 0.08 21.75 0.32 0.32 80| 0 1,798 0 9600 0.18 0.05 22.57 0| 0 818 0 10000 0.01 0.00 19.78 0| 0 0 0 12000 0.01 0.00 26.00 0| 0 0 0 16000 Total 102| 21 29,018 -518 Indicative a-t-m Vol 26.22 Underlying Price 80.680 Time to expiry: 198 Days Mar 11 33.20 0.97 43.02 0| 0 0 0 4800 25.66 0.93 38.05 0| 0 30 0 5600 18.49 0.86 33.55 0| 0 50 0 6400 15.14 0.81 31.53 0| 0 30 0 6800 12.00 0.74 29.59 0| 0 86 0 7200 9.16 0.66 27.85 0| 0 76 0 7600 6.69 0.56 26.42 0| 0 378 0 8000 4.69 0.46 25.29 0| 0 618 0 8400 2.72 3.11 0.35 24.16 3.10 2.72 172| 130 319 +130 8800 1.10 1.20 0.18 22.87 1.10 1.10 60| 0 66 0 9600 0.70 0.11 22.35 0| 0 46 0 10000 0.05 0.01 22.95 0| 0 80 0 12000 Total 232| 130 1,779 +130 Indicative a-t-m Vol 26.13 Underlying Price 80.680 Time to expiry: 289 Days Jun 11 48.83 1.00 49.39 0| 0 0 0 3200 40.98 0.98 44.63 0| 0 0 0 4000 33.27 0.96 39.70 0| 0 0 0 4800 25.85 0.92 35.63 0| 0 10 0 5600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.29 0.89 33.85 0| 0 21 0 6000 18.88 0.85 32.11 0| 0 9 0 6400 12.64 0.73 28.98 0| 0 221 0 7200 9.93 0.65 27.58 0| 0 30 0 7600 7.53 0.57 26.25 0| 0 58 0 8000 5.63 0.47 25.54 0| 0 1,045 0 8400 3.99 0.38 24.53 0| 0 64 0 8800 1.80 0.22 23.05 0| 0 79 0 9600 1.17 0.16 22.63 0| 0 67 0 10000 0.09 0.02 21.24 0| 0 52 0 12000 0.01 0.00 26.00 0| 0 0 0 16000 Total 0| 0 1,656 0 Indicative a-t-m Vol 27.05 Underlying Price 80.680 Time to expiry: 471 Days Dec 11 48.95 0.99 49.00 0| 0 0 0 3200 41.28 0.97 43.82 0| 0 0 0 4000 33.84 0.93 39.13 0| 0 0 0 4800 32.02 0.92 38.07 0| 0 10 0 5000 26.74 0.88 35.15 0| 0 0 0 5600 23.40 0.85 33.43 0| 0 0 0 6000 20.20 0.80 31.88 0| 0 0 0 6400 15.82 0.73 29.85 0| 0 1,020 0 7000 9.76 0.57 27.17 0| 0 1,185 0 8000 5.50 0.40 25.34 0| 0 10 0 9000 2.84 0.25 24.11 0| 0 165 0 10000 0.69 0.08 23.27 0| 0 0 0 12000 0.10 0.01 26.00 0| 0 10 0 16000 Total 0| 0 2,400 0 Indicative a-t-m Vol 26.95 Underlying Price 80.680 Time to expiry: 653 Days Jun 12 49.08 0.98 48.61 0| 0 0 0 3200 41.47 0.96 42.11 0| 0 0 0 4000 34.10 0.92 37.02 0| 0 0 0 4800 27.09 0.87 32.87 0| 0 0 0 5600 23.91 0.83 31.66 0| 0 0 0 6000 20.69 0.79 29.66 0| 0 0 0 6400 15.23 0.69 27.65 0| 0 0 0 7200 11.15 0.58 27.04 0| 0 0 0 8000 7.73 0.46 26.03 0| 0 50 0 8800 1.20 0.12 23.02 0| 0 0 0 12000 0.27 0.03 25.60 0| 0 0 0 16000 Total 0| 0 50 0 Indicative a-t-m Vol 26.84 Underlying Price 80.680 Time to expiry: 842 Days Dec 12 49.30 0.97 48.40 0| 0 0 0 3200 41.93 0.94 42.51 0| 0 0 0 4000 34.66 0.91 36.62 0| 0 10 0 4800 24.92 0.81 31.53 0| 0 0 0 6000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.87 0.69 28.45 0| 0 0 0 7200 12.59 0.59 27.00 0| 0 10 0 8000 8.79 0.48 25.15 0| 0 0 0 8800 2.09 0.17 23.48 0| 0 0 0 12000 0.62 0.06 25.67 0| 0 0 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 27.45 Underlying Price 80.680 Time to expiry: 1024 Days Jun 13 34.78 0.90 35.41 0| 0 0 0 4800 25.52 0.81 31.40 0| 0 0 0 6000 17.71 0.69 28.32 0| 0 0 0 7200 13.87 0.60 27.65 0| 0 0 0 8000 9.85 0.50 25.35 0| 0 0 0 8800 2.79 0.20 23.69 0| 0 0 0 12000 1.03 0.08 26.06 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.66 Underlying Price 80.680 Time to expiry: 1206 Days Dec 13 49.67 0.96 48.33 0| 0 0 0 3200 42.85 0.92 43.67 0| 0 0 0 4000 36.08 0.88 38.19 0| 0 0 0 4800 27.11 0.79 33.27 0| 0 0 0 6000 14.57 0.60 26.71 0| 0 0 0 8000 3.76 0.24 24.00 0| 0 0 0 12000 1.67 0.11 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.85 Underlying Price 80.680 Time to expiry: 1570 Days Dec 14 37.25 0.87 38.87 0| 0 0 0 4800 28.67 0.79 33.65 0| 0 0 0 6000 16.39 0.62 26.90 0| 0 0 0 8000 5.18 0.29 24.00 0| 0 0 0 12000 2.74 0.16 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 799| 520 47,730 -305 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 5 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | L'Oreal (100) (OR1) Indicative a-t-m Vol 24.28 Underlying Price 80.680 Time to expiry: 16 Days Sep 10 0.01 0.00 76.00 0| 0 0 0 4400 0.01 0.00 67.00 0| 0 20 0 4800 0.01 0.00 51.77 0| 0 40 0 5600 0.01 0.00 45.66 0| 0 1,545 0 6000 0.03 -0.01 48.09 0| 2 123 0 6400 0.06 -0.02 40.06 0| 0 1,932 0 6800 0.13 -0.05 33.21 0| 20 1,685 -10 7200 0.23 -0.09 30.64 0| 136 123 +39 7400 0.59 0.41 -0.16 28.32 0.59 0.59 30| 558 2,810 -184 7600 1.35 0.76 -0.26 26.36 1.35 1.32 150| 0 171 0 7800 1.62 1.39 -0.43 24.75 1.62 1.62 39| 31 702 -31 8000 2.37 -0.62 23.36 0| 0 774 0 8200 3.80 -0.78 23.29 0| 0 73 0 8400 5.48 -0.90 22.43 0| 0 5 0 8600 7.39 -0.95 23.99 0| 0 94 0 8800 11.34 -0.99 27.67 0| 0 9 0 9200 15.32 -1.00 30.22 0| 0 0 0 9600 19.32 -1.00 32.06 0| 0 0 0 10000 39.32 -1.00 40.27 0| 0 0 0 12000 Total 219| 747 10,106 -186 Indicative a-t-m Vol 24.90 Underlying Price 80.680 Time to expiry: 44 Days Oct 10 0.18 -0.04 38.79 0| 0 33 0 6400 0.37 0.32 -0.07 34.65 0.37 0.37 8| 60 214 +60 6800 0.74 0.63 -0.14 31.17 0.74 0.74 35| 21 112 +21 7200 1.30 0.90 -0.19 29.61 1.30 1.08 803| 35 49 +35 7400 1.37 1.27 -0.25 28.07 1.51 1.37 47| 85 140 +58 7600 1.80 -0.34 26.69 0| 0 136 0 7800 2.51 -0.44 25.33 0| 0 62 0 8000 3.72 3.42 -0.56 24.04 3.72 3.72 20| 0 60 0 8200 4.64 -0.67 23.34 0| 0 17 0 8400 6.09 -0.77 22.90 0| 0 93 0 8600 7.74 -0.86 22.54 0| 0 43 0 8800 11.39 -0.96 21.44 0| 0 4 0 9200 15.35 -0.98 24.76 0| 0 0 0 9600 Total 913| 201 963 +174 Indicative a-t-m Vol 25.49 Underlying Price 80.680 Time to expiry: 79 Days Nov 10 0.46 -0.07 36.03 0| 60 151 +60 6400 0.78 -0.12 33.24 0| 73 96 +73 6800 1.61 1.30 -0.19 30.66 1.61 1.46 60| 0 15 0 7200 1.67 -0.24 29.30 0| 0 75 0 7400 2.15 -0.30 28.10 0| 0 77 0 7600 2.75 -0.37 26.91 0| 0 0 0 7800 3.51 -0.44 25.90 0| 0 43 0 8000 4.39 -0.53 24.69 0| 0 0 0 8200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.51 -0.62 23.99 0| 0 0 0 8400 8.30 -0.77 22.95 0| 0 0 0 8800 11.67 -0.89 22.15 0| 0 0 0 9200 Total 60| 133 457 +133 Indicative a-t-m Vol 25.60 Underlying Price 80.680 Time to expiry: 107 Days Dec 10 0.01 0.00 62.00 0| 0 440 0 3200 0.05 -0.01 54.89 0| 0 215 0 4000 0.12 -0.02 47.34 0| 0 161 0 4800 0.18 -0.02 46.42 0| 0 203 0 5000 0.30 -0.04 40.74 0| 2 228 0 5600 0.44 -0.06 37.24 0| 18 3,047 +15 6000 0.71 -0.09 34.78 0| 20 2,128 +20 6400 1.12 -0.14 32.24 0| 18 4,819 -1 6800 1.40 -0.18 31.09 0| 0 2,770 0 7000 2.20 1.75 -0.22 29.89 2.20 2.17 20| 20 1,765 +10 7200 3.31 2.71 -0.32 27.84 3.31 3.05 58| 5 6,571 0 7600 4.13 -0.45 25.86 0| 0 3,842 0 8000 6.15 -0.59 24.34 0| 0 114 0 8400 8.82 -0.73 23.35 0| 0 21 0 8800 10.36 -0.79 22.97 0| 0 530 0 9000 15.55 -0.92 21.75 0| 0 134 0 9600 19.40 -0.96 22.57 0| 0 0 0 10000 39.32 -1.00 19.78 0| 0 0 0 12000 79.32 -1.00 26.00 0| 0 0 0 16000 Total 78| 83 26,988 +44 Indicative a-t-m Vol 26.22 Underlying Price 80.680 Time to expiry: 198 Days Mar 11 0.41 -0.04 43.02 0| 0 241 0 4800 0.84 -0.07 38.05 0| 0 229 0 5600 1.65 -0.14 33.55 0| 0 146 0 6400 2.54 2.28 -0.20 31.53 2.54 2.54 32| 0 165 0 6800 3.37 3.14 -0.26 29.59 3.37 3.37 17| 0 1,110 0 7200 4.28 -0.34 27.85 0| 0 150 0 7600 5.81 -0.44 26.42 0| 0 336 0 8000 7.81 -0.55 25.29 0| 0 138 0 8400 10.22 -0.65 24.16 0| 0 134 0 8800 16.30 -0.83 22.87 0| 0 30 0 9600 19.80 -0.89 22.35 0| 0 15 0 10000 39.32 -1.00 22.95 0| 0 0 0 12000 Total 49| 0 2,694 0 Indicative a-t-m Vol 26.13 Underlying Price 80.680 Time to expiry: 289 Days Jun 11 0.15 -0.01 49.39 0| 0 0 0 3200 0.38 -0.03 44.63 0| 0 10 0 4000 0.73 -0.05 39.70 0| 0 81 0 4800 1.53 1.43 -0.10 35.63 1.53 1.53 40| 0 184 0 5600 1.96 -0.14 33.85 0| 0 130 0 6000 2.62 -0.18 32.11 0| 0 82 0 6400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.58 -0.30 28.98 0| 0 1,101 0 7200 5.97 -0.38 27.58 0| 0 100 0 7600 7.66 -0.47 26.25 0| 0 162 0 8000 9.85 -0.55 25.54 0| 0 145 0 8400 12.27 -0.64 24.53 0| 0 107 0 8800 18.16 -0.80 23.05 0| 0 0 0 9600 21.55 -0.85 22.63 0| 0 0 0 10000 40.40 -0.98 21.24 0| 0 153 0 12000 80.03 -1.00 26.00 0| 0 0 0 16000 Total 40| 0 2,255 0 Indicative a-t-m Vol 27.05 Underlying Price 80.680 Time to expiry: 471 Days Dec 11 0.55 -0.03 49.00 0| 0 0 0 3200 1.01 -0.05 43.82 0| 0 10 0 4000 1.67 -0.09 39.13 0| 0 175 0 4800 1.88 -0.10 38.07 0| 0 275 0 5000 2.66 -0.14 35.15 0| 0 76 0 5600 3.35 -0.17 33.43 0| 0 0 0 6000 4.17 -0.21 31.88 0| 0 10 0 6400 5.82 -0.29 29.85 0| 0 802 0 7000 9.76 -0.44 27.17 0| 0 1,225 0 8000 15.47 -0.61 25.34 0| 0 0 0 9000 22.82 -0.76 24.11 0| 0 0 0 10000 40.69 -0.93 23.27 0| 0 0 0 12000 79.92 -0.99 26.00 0| 0 0 0 16000 Total 0| 0 2,573 0 Indicative a-t-m Vol 26.95 Underlying Price 80.680 Time to expiry: 653 Days Jun 12 1.16 -0.04 48.61 0| 0 0 0 3200 1.67 -0.07 42.11 0| 0 0 0 4000 2.42 -0.10 37.02 0| 0 0 0 4800 3.53 -0.16 32.87 0| 0 0 0 5600 4.38 -0.19 31.66 0| 0 0 0 6000 5.19 -0.23 29.66 0| 0 0 0 6400 7.77 -0.33 27.65 0| 0 0 0 7200 11.73 -0.44 27.04 0| 0 0 0 8000 16.27 -0.56 26.03 0| 0 0 0 8800 41.37 -0.89 23.02 0| 0 0 0 12000 79.91 -0.98 25.60 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.84 Underlying Price 80.680 Time to expiry: 842 Days Dec 12 1.76 -0.05 48.40 0| 0 0 0 3200 2.50 -0.08 42.51 0| 0 0 0 4000 3.23 -0.12 36.62 0| 0 13 0 4800 5.46 -0.20 31.53 0| 0 10 0 6000 9.29 -0.33 28.45 0| 0 0 0 7200 12.90 -0.43 27.00 0| 0 0 0 8000 16.98 -0.54 25.15 0| 0 0 0 8800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 8 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 41.76 -0.85 23.48 0| 0 0 0 12000 79.87 -0.97 25.67 0| 0 0 0 16000 Total 0| 0 23 0 Indicative a-t-m Vol 27.45 Underlying Price 80.680 Time to expiry: 1024 Days Jun 13 3.85 -0.13 35.41 0| 0 0 0 4800 6.56 -0.22 31.40 0| 0 0 0 6000 10.58 -0.33 28.32 0| 0 0 0 7200 14.57 -0.42 27.65 0| 0 0 0 8000 18.33 -0.52 25.35 0| 0 0 0 8800 42.30 -0.81 23.69 0| 0 0 0 12000 79.94 -0.95 26.06 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.66 Underlying Price 80.680 Time to expiry: 1206 Days Dec 13 3.07 -0.07 48.33 0| 0 0 0 3200 4.31 -0.10 43.67 0| 0 0 0 4000 5.39 -0.14 38.19 0| 0 0 0 4800 8.12 -0.22 33.27 0| 0 0 0 6000 14.90 -0.41 26.71 0| 0 0 0 8000 42.70 -0.78 24.00 0| 0 0 0 12000 80.02 -0.93 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.85 Underlying Price 80.680 Time to expiry: 1570 Days Dec 14 7.15 -0.15 38.87 0| 0 0 0 4800 9.97 -0.23 33.65 0| 0 0 0 6000 16.51 -0.40 26.90 0| 0 0 0 8000 43.15 -0.74 24.00 0| 0 0 0 12000 79.94 -0.91 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 1,359| 1,164 46,059 +165 Grand Total 2,158| 1,684 93,789 -140 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 24.28 Underlying Price 80.680 Time to expiry: 16 Days Sep 10 48.69 1.00 111.54 0| 0 0 0 3200 40.69 1.00 86.79 0| 0 0 0 4000 35.69 1.00 73.85 0| 0 0 0 4500 32.69 1.00 67.00 0| 0 0 0 4800 30.69 1.00 62.79 0| 0 0 0 5000 25.69 1.00 53.45 0| 0 0 0 5500 20.69 1.00 45.66 0| 0 33 0 6000 15.70 1.00 39.25 0| 0 0 0 6500 12.75 0.98 40.06 0| 0 0 0 6800 10.75 0.98 34.09 0| 0 0 0 7000 8.82 0.95 33.21 0| 0 1,291 0 7200 6.92 0.91 30.64 0| 0 0 0 7400 6.02 0.88 30.03 0| 0 900 0 7500 5.11 0.84 28.32 0| 0 0 0 7600 3.46 0.74 26.36 0| 0 30 0 7800 2.08 0.58 24.75 0| 0 1,426 0 8000 1.07 0.39 23.36 0| 0 107 0 8200 0.50 0.22 23.29 0| 0 0 0 8400 0.39 0.17 24.78 0| 0 1,617 0 8500 0.18 0.10 22.43 0| 0 0 0 8600 0.08 0.05 23.99 0| 0 200 0 8800 0.02 0.02 23.40 0| 0 132 0 9000 0.02 0.01 27.67 0| 0 0 0 9200 0.01 0.01 31.75 0| 0 0 0 9500 0.01 0.00 32.06 0| 0 2 0 10000 0.01 0.00 40.27 0| 0 0 0 12000 Total 0| 0 5,738 0 Indicative a-t-m Vol 26.22 Underlying Price 80.680 Time to expiry: 198 Days Mar 11 48.60 1.00 47.67 0| 0 0 0 3200 40.77 0.99 47.06 0| 0 10 0 4000 35.94 0.97 44.71 0| 0 0 0 4500 33.06 0.96 43.02 0| 0 0 0 4800 31.17 0.96 41.80 0| 0 0 0 5000 26.47 0.93 38.74 0| 0 10 0 5500 21.90 0.90 35.75 0| 0 10 0 6000 17.52 0.85 32.98 0| 0 10 0 6500 15.04 0.80 31.53 0| 0 0 0 6800 13.42 0.77 30.48 0| 0 0 0 7000 11.92 0.74 29.59 0| 0 0 0 7200 9.77 0.68 28.31 0| 0 120 0 7500 6.63 0.56 26.42 0| 0 20 0 8000 4.22 0.43 24.96 0| 0 300 0 8500 3.07 0.35 24.16 0| 0 20 0 8800 2.46 0.30 23.78 0| 0 10 0 9000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.33 0.19 22.93 0| 0 125 0 9500 0.69 0.11 22.35 0| 0 10 0 10000 0.05 0.01 22.95 0| 0 0 0 12000 0.02 0.00 27.24 0| 0 10 0 14000 Total 0| 0 655 0 Indicative a-t-m Vol 27.04 Underlying Price 80.680 Time to expiry: 380 Days Sep 11 47.45 0.99 46.39 0| 0 0 0 3200 39.85 0.97 42.16 0| 0 0 0 4000 32.58 0.93 39.22 0| 0 0 0 4800 30.77 0.92 38.07 0| 0 0 0 5000 25.58 0.88 35.52 0| 0 0 0 5600 22.27 0.84 33.99 0| 0 0 0 6000 19.17 0.80 32.71 0| 0 10 0 6400 14.79 0.72 30.54 0| 0 10 0 7000 8.64 0.55 27.22 0| 0 0 0 8000 4.27 0.36 24.52 0| 0 1 0 9000 1.89 0.20 23.22 0| 0 0 0 10000 0.26 0.04 21.47 0| 0 0 0 12000 0.03 0.01 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 26.87 Underlying Price 80.680 Time to expiry: 562 Days Mar 12 48.11 0.97 46.71 0| 0 0 0 3200 40.85 0.94 42.55 0| 0 10 0 4000 33.88 0.90 39.03 0| 0 0 0 4800 32.11 0.89 37.75 0| 0 0 0 5000 27.22 0.85 35.51 0| 0 0 0 5600 24.04 0.82 33.75 0| 0 0 0 6000 21.09 0.78 32.47 0| 0 0 0 6400 16.87 0.71 30.39 0| 0 0 0 7000 10.67 0.57 27.00 0| 0 0 0 8000 6.28 0.42 25.08 0| 0 0 0 9000 3.27 0.27 23.28 0| 0 0 0 10000 0.65 0.08 20.93 0| 0 0 0 12000 0.16 0.02 21.15 0| 0 0 0 14000 0.04 0.01 21.26 0| 0 10 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 26.78 Underlying Price 80.680 Time to expiry: 751 Days Sep 12 47.36 0.95 46.89 0| 0 0 0 3200 40.42 0.92 42.58 0| 0 10 0 4000 33.76 0.88 38.74 0| 0 0 0 4800 24.47 0.79 33.79 0| 0 0 0 6000 21.57 0.76 32.36 0| 0 0 0 6400 16.03 0.67 28.96 0| 0 0 0 7200 11.61 0.57 26.94 0| 0 0 0 8000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.89 0.46 25.06 0| 0 0 0 8800 1.09 0.11 20.90 0| 0 0 0 12000 0.14 0.02 21.70 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 26.67 Underlying Price 80.680 Time to expiry: 926 Days Mar 13 48.18 0.95 46.81 0| 0 0 0 3200 41.51 0.91 42.67 0| 0 0 0 4000 35.02 0.87 38.68 0| 0 0 0 4800 26.01 0.79 33.80 0| 0 0 0 6000 17.56 0.68 28.72 0| 0 0 0 7200 13.17 0.59 26.85 0| 0 0 0 8000 9.25 0.48 24.74 0| 0 0 0 8800 1.58 0.14 20.46 0| 0 0 0 12000 0.27 0.03 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.05 Underlying Price 80.680 Time to expiry: 1115 Days Sep 13 47.56 0.94 47.10 0| 0 0 0 3200 41.06 0.90 42.37 0| 0 0 0 4000 34.91 0.86 38.68 0| 0 0 0 4800 25.91 0.78 33.12 0| 0 0 0 6000 13.93 0.59 27.16 0| 0 0 0 8000 2.07 0.17 20.64 0| 0 0 0 12000 0.41 0.04 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.92 Underlying Price 80.680 Time to expiry: 1297 Days Mar 14 48.55 0.93 47.42 0| 0 0 0 3200 42.15 0.90 42.41 0| 0 0 0 4000 36.12 0.86 38.58 0| 0 0 0 4800 27.39 0.78 33.17 0| 0 0 0 6000 15.33 0.60 27.03 0| 0 0 0 8000 2.74 0.20 20.60 0| 0 0 0 12000 0.68 0.06 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.31 Underlying Price 80.680 Time to expiry: 1479 Days Sep 14 41.72 0.89 42.51 0| 0 0 0 4000 35.78 0.85 38.36 0| 0 0 0 4800 27.42 0.78 33.20 0| 0 0 0 6000 15.88 0.60 27.43 0| 0 0 0 8000 3.02 0.21 20.40 0| 0 0 0 12000 0.82 0.07 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.52 Underlying Price 80.680 Time to expiry: 1661 Days Mar 15 37.00 0.85 38.38 0| 0 0 0 4800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 28.84 0.78 33.41 0| 0 0 0 6000 17.38 0.62 27.64 0| 0 0 0 8000 3.81 0.24 20.40 0| 0 0 0 12000 1.17 0.09 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 6,444 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 24.28 Underlying Price 80.680 Time to expiry: 16 Days Sep 10 0.01 0.00 111.54 0| 0 0 0 3200 0.01 0.00 86.79 0| 0 0 0 4000 0.01 0.00 73.85 0| 0 0 0 4500 0.01 0.00 67.00 0| 0 10 0 4800 0.01 0.00 62.79 0| 0 0 0 5000 0.01 0.00 53.45 0| 0 270 0 5500 0.01 0.00 45.66 0| 0 1,326 0 6000 0.01 0.00 39.25 0| 0 2,471 0 6500 0.06 -0.02 40.06 0| 0 4 0 6800 0.06 -0.02 34.09 0| 0 2,320 0 7000 0.13 -0.05 33.21 0| 0 50 0 7200 0.23 -0.09 30.64 0| 0 0 0 7400 0.33 -0.12 30.03 0| 190 3,516 +59 7500 0.41 -0.16 28.32 0| 0 20 0 7600 0.76 -0.26 26.36 0| 0 0 0 7800 1.39 -0.42 24.75 0| 0 650 0 8000 2.37 -0.61 23.36 0| 0 0 0 8200 3.80 -0.78 23.29 0| 0 0 0 8400 4.69 -0.83 24.78 0| 0 0 0 8500 5.48 -0.90 22.43 0| 0 0 0 8600 7.39 -0.95 23.99 0| 0 0 0 8800 9.32 -0.98 23.40 0| 0 0 0 9000 11.33 -0.99 27.67 0| 0 0 0 9200 14.32 -0.99 31.75 0| 0 0 0 9500 19.30 -1.00 32.06 0| 0 0 0 10000 39.30 -1.00 40.27 0| 0 0 0 12000 Total 0| 190 10,637 +59 Indicative a-t-m Vol 26.22 Underlying Price 80.680 Time to expiry: 198 Days Mar 11 0.02 0.00 47.67 0| 0 800 0 3200 0.15 -0.01 47.06 0| 0 2,443 0 4000 0.30 -0.03 44.71 0| 0 635 0 4500 0.41 -0.04 43.02 0| 0 400 0 4800 0.50 -0.04 41.80 0| 0 400 0 5000 0.78 -0.07 38.74 0| 0 687 0 5500 1.18 -0.10 35.75 0| 0 18 0 6000 1.78 -0.15 32.98 0| 0 10 0 6500 2.28 -0.20 31.53 0| 0 100 0 6800 2.65 -0.23 30.48 0| 0 160 0 7000 3.14 -0.26 29.59 0| 0 900 0 7200 3.97 -0.32 28.31 0| 0 75 0 7500 5.81 -0.44 26.42 0| 0 318 0 8000 8.37 -0.57 24.96 0| 0 10 0 8500 10.21 -0.65 24.16 0| 0 0 0 8800 11.59 -0.70 23.78 0| 0 10 0 9000 15.43 -0.81 22.93 0| 0 0 0 9500 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 19.76 -0.89 22.35 0| 0 10 0 10000 39.02 -0.99 22.95 0| 0 0 0 12000 58.89 -1.00 27.24 0| 0 0 0 14000 Total 0| 0 6,976 0 Indicative a-t-m Vol 27.04 Underlying Price 80.680 Time to expiry: 380 Days Sep 11 0.24 -0.01 46.39 0| 0 0 0 3200 0.54 -0.03 42.16 0| 0 0 0 4000 1.17 -0.07 39.22 0| 0 0 0 4800 1.34 -0.08 38.07 0| 0 0 0 5000 2.08 -0.12 35.52 0| 0 0 0 5600 2.71 -0.16 33.99 0| 0 1,040 0 6000 3.57 -0.20 32.71 0| 0 10 0 6400 5.12 -0.28 30.54 0| 0 510 0 7000 8.84 -0.45 27.22 0| 0 0 0 8000 14.36 -0.64 24.52 0| 0 0 0 9000 21.85 -0.80 23.22 0| 0 0 0 10000 39.98 -0.96 21.47 0| 0 0 0 12000 59.51 -0.99 21.26 0| 0 0 0 14000 79.24 -1.00 20.80 0| 0 10 0 16000 Total 0| 0 1,570 0 Indicative a-t-m Vol 26.87 Underlying Price 80.680 Time to expiry: 562 Days Mar 12 0.67 -0.03 46.71 0| 0 0 0 3200 1.25 -0.06 42.55 0| 0 0 0 4000 2.13 -0.10 39.03 0| 0 0 0 4800 2.33 -0.11 37.75 0| 0 10 0 5000 3.32 -0.15 35.51 0| 0 0 0 5600 4.05 -0.18 33.75 0| 0 0 0 6000 5.03 -0.22 32.47 0| 0 0 0 6400 6.70 -0.29 30.39 0| 0 0 0 7000 10.30 -0.43 27.00 0| 0 0 0 8000 15.72 -0.58 25.08 0| 0 0 0 9000 22.52 -0.73 23.28 0| 0 0 0 10000 39.51 -0.92 20.93 0| 0 0 0 12000 58.64 -0.98 21.15 0| 0 0 0 14000 78.13 -0.99 21.26 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 26.78 Underlying Price 80.680 Time to expiry: 751 Days Sep 12 1.30 -0.05 46.89 0| 0 0 0 3200 2.14 -0.08 42.58 0| 0 10 0 4000 3.25 -0.12 38.74 0| 0 0 0 4800 5.63 -0.21 33.79 0| 0 240 0 6000 6.62 -0.24 32.36 0| 0 0 0 6400 8.86 -0.33 28.96 0| 0 300 0 7200 12.21 -0.43 26.94 0| 0 0 0 8000 16.27 -0.54 25.06 0| 0 0 0 8800 40.57 -0.89 20.90 0| 0 0 0 12000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 78.50 -0.98 21.70 0| 0 0 0 16000 Total 0| 0 550 0 Indicative a-t-m Vol 26.67 Underlying Price 80.680 Time to expiry: 926 Days Mar 13 1.81 -0.05 46.81 0| 0 0 0 3200 2.85 -0.09 42.67 0| 0 0 0 4000 4.06 -0.13 38.68 0| 0 0 0 4800 6.60 -0.21 33.80 0| 0 0 0 6000 9.70 -0.32 28.72 0| 0 0 0 7200 13.01 -0.41 26.85 0| 0 0 0 8000 16.79 -0.52 24.74 0| 0 0 0 8800 39.92 -0.86 20.46 0| 0 0 0 12000 77.12 -0.97 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.05 Underlying Price 80.680 Time to expiry: 1115 Days Sep 13 2.55 -0.06 47.10 0| 0 0 0 3200 3.66 -0.10 42.37 0| 0 0 0 4000 5.12 -0.14 38.68 0| 0 0 0 4800 7.54 -0.22 33.12 0| 0 0 0 6000 14.58 -0.41 27.16 0| 0 0 0 8000 40.78 -0.83 20.64 0| 0 0 0 12000 77.17 -0.96 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.92 Underlying Price 80.680 Time to expiry: 1297 Days Mar 14 3.15 -0.07 47.42 0| 0 0 0 3200 4.27 -0.10 42.41 0| 0 0 0 4000 5.75 -0.14 38.58 0| 0 0 0 4800 8.30 -0.22 33.17 0| 0 0 0 6000 15.04 -0.40 27.03 0| 0 0 0 8000 40.02 -0.80 20.60 0| 0 0 0 12000 75.54 -0.94 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.31 Underlying Price 80.680 Time to expiry: 1479 Days Sep 14 5.10 -0.11 42.51 0| 0 0 0 4000 6.57 -0.15 38.36 0| 0 0 0 4800 9.33 -0.22 33.20 0| 0 0 0 6000 16.33 -0.40 27.43 0| 0 0 0 8000 40.54 -0.79 20.40 0| 0 0 0 12000 75.41 -0.93 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.52 Underlying Price 80.680 Time to expiry: 1661 Days Mar 15 7.11 -0.15 38.38 0| 0 0 0 4800 9.92 -0.22 33.41 0| 0 0 0 6000 16.72 -0.38 27.64 0| 0 0 0 8000 39.67 -0.76 20.40 0| 0 0 0 12000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 73.56 -0.91 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 190 19,743 +59 Grand Total 0| 190 26,187 +59 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.17 Underlying Price 38.350 Time to expiry: 16 Days Sep 10 8.37 0.99 50.00 0| 0 0 0 3000 6.39 0.98 44.00 0| 0 2 0 3200 4.47 0.93 39.81 0| 0 0 0 3400 3.55 0.88 37.62 0| 0 10 0 3500 2.72 0.80 37.00 0| 0 0 0 3600 1.35 1.98 0.69 36.23 1.68 1.35 6| 0 206 0 3700 0.83 1.33 0.56 34.80 1.05 0.83 12| 0 88 0 3800 0.46 0.81 0.42 33.00 0.70 0.46 64| 0 839 0 3900 0.25 0.45 0.28 31.98 0.44 0.25 1,088| 2 561 -2 4000 0.21 0.23 0.17 31.45 0.21 0.21 21| 0 40 0 4100 0.11 0.09 31.17 0| 0 6,022 0 4200 0.05 0.05 31.02 0| 0 52 0 4300 0.02 0.02 30.12 0| 0 122 0 4400 0.01 0.01 30.98 0| 0 710 0 4500 0.01 0.00 31.50 0| 0 1,863 0 4600 0.01 0.00 32.00 0| 0 267 0 4700 0.01 0.00 33.08 0| 0 7,017 0 4800 0.01 0.00 33.90 0| 0 71 0 4900 0.01 0.00 34.76 0| 0 22 0 5000 0.01 0.00 36.36 0| 0 1,253 0 5200 0.01 0.00 37.59 0| 0 2 0 5400 0.01 0.00 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 1,191| 2 21,024 -2 Indicative a-t-m Vol 34.89 Underlying Price 38.350 Time to expiry: 44 Days Oct 10 8.52 0.95 46.05 0| 0 0 0 3000 6.66 0.90 42.98 0| 0 0 0 3200 4.92 0.82 40.05 0| 0 0 0 3400 4.11 0.77 38.70 0| 0 0 0 3500 3.37 0.71 37.50 0| 0 0 0 3600 2.50 2.69 0.64 36.41 2.55 2.50 166| 0 0 0 3700 1.95 2.09 0.56 35.34 1.95 1.95 3| 0 3,000 0 3800 1.51 1.55 0.47 34.06 1.51 1.51 4| 0 2,575 0 3900 0.99 1.14 0.38 33.57 1.10 0.99 8| 0 147 0 4000 0.81 0.30 33.08 0| 0 114 0 4100 0.58 0.23 32.98 0| 0 3,014 0 4200 0.39 0.17 32.73 0| 0 5 0 4300 0.26 0.13 32.47 0| 0 11 0 4400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 18 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.17 0.09 32.28 0| 0 3 0 4500 0.11 0.06 32.18 0| 0 25 0 4600 0.06 0.03 33.57 0| 0 32 0 4800 0.02 0.01 37.03 0| 0 0 0 5200 Total 181| 0 8,926 0 Indicative a-t-m Vol 35.81 Underlying Price 38.350 Time to expiry: 79 Days Nov 10 8.82 0.90 44.97 0| 0 0 0 3000 7.08 0.85 42.48 0| 0 0 0 3200 5.46 0.77 40.17 0| 0 0 0 3400 4.71 0.73 38.93 0| 0 0 0 3500 4.02 0.67 38.13 0| 0 0 0 3600 3.38 0.62 37.32 0| 0 121 0 3700 2.80 0.56 36.32 0| 0 9 0 3800 2.24 0.50 34.87 0| 0 0 0 3900 1.78 0.43 34.14 0| 7 7 +7 4000 0.81 1.09 0.31 33.19 0.81 0.81 4| 0 20 0 4200 0.64 0.21 32.63 0| 0 0 0 4400 Total 4| 7 157 +7 Indicative a-t-m Vol 35.90 Underlying Price 38.350 Time to expiry: 107 Days Dec 10 21.05 0.99 65.00 0| 0 0 0 1738 17.64 0.98 57.73 0| 0 5 0 2085 14.58 0.96 52.12 0| 0 0 0 2400 11.01 0.92 46.58 0| 0 0 0 2780 7.96 0.84 42.55 0| 0 0 0 3128 4.82 5.27 0.72 38.99 4.82 4.82 18| 0 0 0 3475 4.42 0.66 37.75 0| 0 11 0 3600 3.09 0.55 36.04 3,500| 20 42 +20 3823 2.05 2.17 0.45 34.01 2.05 2.05 1| 0 592 0 4000 1.52 0.36 32.91 0| 2 65 0 4170 0.89 0.24 31.95 3,500| 0 3,648 0 4400 0.52 0.16 31.00 0| 0 229 0 4600 0.24 0.09 30.15 0| 0 2,604 0 4865 0.08 0.04 29.64 0| 0 7,306 0 5213 0.02 0.01 27.97 0| 0 5,562 0 5560 0.01 0.01 27.89 0| 0 1,062 0 5600 0.01 0.00 27.20 0| 0 3,007 0 6000 0.01 0.00 27.10 0| 0 1,312 0 6081 0.01 0.00 26.81 0| 0 1,100 0 6400 0.01 0.00 26.68 0| 0 6,702 0 6950 0.01 0.00 27.28 0| 0 1 0 7819 0.01 0.00 27.50 0| 0 522 0 8000 0.01 0.00 28.01 0| 0 0 0 8340 0.01 0.00 28.64 0| 0 2 0 8688 0.01 0.00 33.00 0| 0 0 0 10425 Total 7,019| 22 33,772 +20 Indicative a-t-m Vol 35.51 Underlying Price 38.350 Time to expiry: 198 Days Mar 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 19 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.92 0.94 48.37 0| 0 0 0 2400 11.34 0.88 43.44 0| 0 0 0 2800 8.12 0.78 39.88 0| 0 12 0 3200 6.70 0.72 38.54 0| 0 0 0 3400 5.39 0.65 37.01 0| 0 0 0 3600 4.25 0.57 35.80 0| 0 10 0 3800 3.21 0.49 34.14 0| 5 28 0 4000 2.37 0.41 32.96 0| 5 36 0 4200 1.64 1.74 0.33 32.24 1.64 1.64 17| 0 59 0 4400 1.19 1.25 0.26 31.75 1.19 1.19 17| 0 102 0 4600 0.86 0.20 31.06 0| 0 49 0 4800 0.39 0.11 30.05 0| 0 26 0 5200 0.17 0.05 29.40 0| 0 760 0 5600 0.08 0.03 29.74 0| 0 5 0 6000 0.03 0.01 29.19 0| 0 3 0 6400 0.01 0.00 29.79 0| 0 0 0 7200 0.01 0.00 31.14 0| 0 0 0 8000 0.01 0.00 33.00 0| 0 0 0 8800 Total 34| 10 1,090 0 Indicative a-t-m Vol 34.64 Underlying Price 38.350 Time to expiry: 289 Days Jun 11 21.26 0.98 54.00 0| 0 0 0 1738 18.00 0.95 49.34 0| 0 0 0 2085 15.14 0.92 45.68 0| 0 0 0 2400 11.89 0.86 41.99 0| 0 0 0 2780 9.19 0.78 39.28 0| 0 0 0 3128 6.82 0.69 36.93 0| 0 0 0 3475 6.05 0.65 36.22 0| 0 140 0 3600 4.77 0.57 34.63 0| 0 0 0 3823 4.05 0.51 34.74 0| 0 11 0 4000 3.31 0.45 33.79 0| 0 0 0 4170 2.47 0.38 32.67 0| 0 20 0 4400 1.87 0.31 31.81 0| 0 0 0 4600 1.27 0.24 30.85 0| 0 0 0 4865 0.73 0.16 29.95 0| 0 30 0 5213 0.41 0.10 29.17 0| 0 29 0 5560 0.12 0.03 28.21 0| 0 1,183 0 6255 0.08 0.02 31.01 0| 0 0 0 6950 0.02 0.01 29.59 0| 0 0 0 7645 0.01 0.00 29.93 0| 0 0 0 8000 0.01 0.00 30.35 0| 0 0 0 8340 0.01 0.00 30.84 0| 0 0 0 8688 0.01 0.00 38.00 0| 0 0 0 12000 Total 0| 0 1,413 0 Indicative a-t-m Vol 33.61 Underlying Price 38.350 Time to expiry: 471 Days Dec 11 21.35 0.97 57.00 0| 0 0 0 1738 17.97 0.96 47.28 0| 0 0 0 2085 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 20 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.04 0.93 42.12 0| 0 0 0 2400 11.79 0.86 38.60 0| 0 0 0 2780 9.22 0.78 36.94 0| 0 0 0 3128 7.00 0.68 35.34 0| 0 0 0 3475 5.10 0.57 33.65 0| 0 1,500 0 3823 4.32 0.51 33.11 0| 0 1,000 0 4000 3.85 0.47 33.83 0| 0 0 0 4170 3.12 0.40 33.40 0| 0 25 0 4400 2.66 0.36 33.62 0| 0 500 0 4600 2.28 0.32 33.87 0| 0 0 0 4800 1.68 0.24 34.43 0| 0 2,110 0 5213 1.24 0.19 34.57 0| 0 750 0 5600 0.98 0.15 35.47 0| 0 204 0 6000 0.71 0.12 35.53 0| 0 0 0 6400 0.52 0.09 36.42 0| 0 0 0 6950 0.29 0.05 36.84 0| 0 0 0 7819 0.16 0.03 36.83 0| 0 0 0 8688 0.01 0.00 34.22 0| 0 0 0 12000 Total 0| 0 6,089 0 Indicative a-t-m Vol 35.84 Underlying Price 38.350 Time to expiry: 653 Days Jun 12 15.59 0.89 44.87 0| 0 0 0 2400 9.77 0.73 38.93 0| 0 0 0 3200 7.46 0.64 36.83 0| 0 0 0 3600 5.60 0.54 35.15 0| 0 0 0 4000 4.05 0.44 33.41 0| 0 0 0 4400 2.74 0.34 31.31 0| 0 0 0 4800 1.33 0.20 29.79 0| 0 0 0 5600 0.92 0.15 29.32 0| 0 0 0 6000 0.62 0.11 28.86 0| 0 0 0 6400 0.19 0.04 29.62 0| 0 0 0 8000 0.13 0.02 39.09 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 35.75 Underlying Price 38.350 Time to expiry: 842 Days Dec 12 18.84 0.96 47.73 0| 0 0 0 2000 15.61 0.89 46.39 0| 0 0 0 2400 9.87 0.73 39.50 0| 0 0 0 3200 7.53 0.64 36.68 0| 0 0 0 3600 5.74 0.54 35.09 0| 0 0 0 4000 4.17 0.44 33.06 0| 0 0 0 4400 3.04 0.36 31.84 0| 0 0 0 4800 1.46 0.21 29.40 0| 0 0 0 5600 1.06 0.16 29.04 0| 0 0 0 6000 0.79 0.13 29.07 0| 0 0 0 6400 0.30 0.05 29.70 0| 0 0 0 8000 0.27 0.04 39.64 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 35.17 Underlying Price 38.350 Time to expiry: 1024 Days Jun 13 15.65 0.89 43.65 0| 0 0 0 2400 9.97 0.73 36.92 0| 0 0 0 3200 8.17 0.64 36.67 0| 0 0 0 3600 6.22 0.55 34.12 0| 0 0 0 4000 4.87 0.46 33.15 0| 0 0 0 4400 3.59 0.38 31.40 0| 0 0 0 4800 1.49 0.20 29.09 0| 0 0 0 6000 0.55 0.08 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 35.80 Underlying Price 38.350 Time to expiry: 1206 Days Dec 13 18.82 0.96 49.20 0| 0 0 0 2000 15.61 0.89 46.75 0| 0 0 0 2400 9.99 0.73 38.86 0| 0 0 0 3200 6.21 0.55 35.00 0| 0 0 0 4000 3.61 0.39 31.86 0| 0 0 0 4800 1.50 0.20 29.10 0| 0 0 0 6000 0.73 0.11 31.39 0| 0 0 0 8000 0.49 0.07 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.06 Underlying Price 38.350 Time to expiry: 1570 Days Dec 14 15.63 0.90 50.04 0| 0 0 0 2400 10.07 0.74 40.13 0| 0 0 0 3200 6.25 0.56 35.00 0| 0 0 0 4000 3.67 0.40 31.46 0| 0 0 0 4800 1.73 0.23 29.20 0| 0 0 0 6000 0.87 0.12 30.67 0| 0 0 0 8000 0.64 0.08 36.90 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 8,429| 41 72,471 +25 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.17 Underlying Price 38.350 Time to expiry: 16 Days Sep 10 0.01 -0.01 50.00 0| 0 2 0 3000 0.04 -0.02 44.00 0| 0 14 0 3200 0.22 0.11 -0.07 39.81 0.22 0.22 1| 0 632 0 3400 0.19 -0.12 37.62 0| 0 0 0 3500 0.46 0.36 -0.20 37.00 0.46 0.46 1| 0 332 0 3600 0.62 -0.31 36.23 0| 0 236 0 3700 1.12 0.98 -0.44 34.80 1.20 1.10 302| 0 1,619 0 3800 1.45 -0.58 33.00 0| 0 96 0 3900 2.76 2.09 -0.72 31.98 2.76 2.36 4| 0 4,271 0 4000 2.87 -0.83 31.45 0| 0 159 0 4100 3.75 -0.91 31.17 0| 0 1,028 0 4200 4.69 -0.95 31.02 0| 0 60 0 4300 5.66 -0.98 30.12 0| 0 460 0 4400 6.65 -0.99 30.98 0| 0 163 0 4500 7.65 -1.00 31.50 0| 10 51 0 4600 8.65 -1.00 32.00 0| 0 0 0 4700 9.65 -1.00 33.08 0| 0 5,999 0 4800 10.65 -1.00 33.90 0| 0 0 0 4900 11.65 -1.00 34.76 0| 0 0 0 5000 13.65 -1.00 36.36 0| 0 1,720 0 5200 15.65 -1.00 37.59 0| 0 0 0 5400 17.65 -1.00 39.80 0| 0 89 0 5600 21.65 -1.00 40.70 0| 0 565 0 6000 25.65 -1.00 42.45 0| 0 29 0 6400 29.65 -1.00 43.79 0| 0 192 0 6800 33.65 -1.00 44.46 0| 0 0 0 7200 41.65 -1.00 44.65 0| 0 0 0 8000 49.65 -1.00 44.69 0| 0 0 0 8800 57.65 -1.00 48.00 0| 0 0 0 9600 Total 308| 10 17,717 0 Indicative a-t-m Vol 34.89 Underlying Price 38.350 Time to expiry: 44 Days Oct 10 0.15 -0.05 46.05 0| 0 0 0 3000 0.29 -0.10 42.98 0| 0 74 0 3200 0.55 -0.18 40.05 0| 0 116 0 3400 0.74 -0.23 38.70 0| 4 54 +4 3500 0.99 -0.29 37.50 0| 0 52 0 3600 1.31 -0.36 36.41 0| 0 24 0 3700 1.71 -0.44 35.34 0| 0 40 0 3800 2.18 -0.53 34.06 0| 0 601 0 3900 2.77 -0.62 33.57 0| 0 52 0 4000 3.44 -0.70 33.08 0| 0 10 0 4100 4.20 -0.77 32.98 0| 0 0 0 4200 5.02 -0.83 32.73 0| 0 0 0 4300 5.89 -0.88 32.47 0| 0 0 0 4400 6.80 -0.91 32.28 0| 0 0 0 4500 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 23 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.74 -0.94 32.18 0| 0 0 0 4600 9.69 -0.97 33.57 0| 0 0 0 4800 13.66 -0.99 37.03 0| 0 0 0 5200 Total 0| 4 1,023 +4 Indicative a-t-m Vol 35.81 Underlying Price 38.350 Time to expiry: 79 Days Nov 10 0.42 -0.10 44.97 0| 0 0 0 3000 0.68 -0.15 42.48 0| 7 38 +7 3200 1.14 1.06 -0.23 40.17 1.14 1.14 17| 0 22 0 3400 1.36 1.30 -0.27 38.93 1.36 1.36 70| 0 0 0 3500 1.62 -0.33 38.13 0| 0 0 0 3600 1.97 -0.38 37.32 0| 0 0 0 3700 2.39 -0.44 36.32 0| 0 0 0 3800 2.83 -0.51 34.87 0| 0 0 0 3900 3.38 -0.57 34.14 0| 0 0 0 4000 4.68 -0.69 33.19 0| 0 0 0 4200 6.24 -0.79 32.63 0| 0 0 0 4400 Total 87| 7 60 +7 Indicative a-t-m Vol 35.90 Underlying Price 38.350 Time to expiry: 107 Days Dec 10 0.04 -0.01 65.00 0| 0 1,250 0 1738 0.08 -0.02 57.73 0| 0 0 0 2085 0.17 -0.04 52.12 0| 0 0 0 2400 0.39 -0.08 46.58 0| 0 0 0 2780 0.82 0.82 -0.16 42.55 0.82 0.82 2| 0 181 0 3128 1.94 1.59 -0.28 38.99 1.94 1.94 12| 10 2,657 0 3475 2.29 1.98 -0.34 37.75 2.31 S 2.06 1,528| 0 283 0 3600 2.88 -0.45 36.04 0| 2 78 0 3823 3.73 -0.55 34.01 0| 1 871 -1 4000 4.78 -0.64 32.91 0| 0 3,612 0 4170 6.45 -0.76 31.95 0| 0 81 0 4400 8.09 -0.84 31.00 0| 0 3,289 0 4600 10.46 -0.92 30.15 0| 0 1,569 0 4865 14.58 13.81 -0.98 29.64 14.58 13.99 8| 0 4,849 0 5213 17.25 -1.00 27.97 0| 0 1,003 0 5560 17.65 -1.00 27.89 0| 0 752 0 5600 21.65 -1.00 27.20 0| 0 0 0 6000 22.46 -1.00 27.10 0| 0 1,447 0 6081 25.65 -1.00 26.81 0| 0 0 0 6400 31.15 -1.00 26.68 0| 0 1,593 0 6950 39.84 -1.00 27.28 0| 0 0 0 7819 41.65 -1.00 27.50 0| 0 0 0 8000 45.05 -1.00 28.01 0| 0 0 0 8340 48.53 -1.00 28.64 0| 0 0 0 8688 65.90 -1.00 33.00 0| 0 0 0 10425 Total 1,550| 13 23,515 -1 Indicative a-t-m Vol 35.51 Underlying Price 38.350 Time to expiry: 198 Days Mar 11 0.47 -0.07 48.37 0| 0 0 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.08 0.89 -0.13 43.44 1.08 1.02 34| 0 48 0 2800 1.66 -0.22 39.88 0| 0 19 0 3200 2.43 2.24 -0.28 38.54 2.43 2.43 15| 0 34 0 3400 2.94 -0.35 37.01 0| 0 617 0 3600 3.80 -0.43 35.80 0| 0 92 0 3800 4.76 -0.51 34.14 0| 0 820 0 4000 5.92 -0.60 32.96 0| 0 104 0 4200 7.28 -0.68 32.24 0| 0 41 0 4400 8.79 -0.74 31.75 0| 0 26 0 4600 10.40 -0.81 31.06 0| 0 21 0 4800 13.92 -0.90 30.05 0| 0 0 0 5200 17.71 -0.96 29.40 0| 0 64 0 5600 21.65 -0.99 29.74 0| 0 22 0 6000 25.65 -1.00 29.19 0| 0 0 0 6400 33.65 -1.00 29.79 0| 0 0 0 7200 41.65 -1.00 31.14 0| 0 0 0 8000 49.65 -1.00 33.00 0| 0 0 0 8800 Total 49| 0 1,908 0 Indicative a-t-m Vol 34.64 Underlying Price 38.350 Time to expiry: 289 Days Jun 11 0.25 -0.03 54.00 0| 0 0 0 1738 0.46 -0.05 49.34 0| 0 20 0 2085 0.76 -0.09 45.68 0| 0 0 0 2400 1.30 -0.15 41.99 0| 0 18 0 2780 2.09 -0.23 39.28 0| 0 1,022 0 3128 3.19 -0.32 36.93 0| 0 1 0 3475 3.68 -0.36 36.22 0| 0 60 0 3600 4.63 -0.44 34.63 0| 0 60 0 3823 5.68 -0.49 34.74 0| 0 0 0 4000 6.64 -0.55 33.79 0| 0 22 0 4170 8.09 -0.63 32.67 0| 0 62 0 4400 9.49 -0.69 31.81 0| 0 0 0 4600 11.52 -0.77 30.85 0| 0 101 0 4865 14.44 -0.85 29.95 0| 0 62 0 5213 17.57 -0.90 29.17 0| 0 132 0 5560 24.21 -0.98 28.21 0| 0 92 0 6255 31.15 -1.00 31.01 0| 0 0 0 6950 38.10 -1.00 29.59 0| 0 0 0 7645 41.65 -1.00 29.93 0| 0 0 0 8000 45.05 -1.00 30.35 0| 0 0 0 8340 48.53 -1.00 30.84 0| 0 0 0 8688 81.65 -1.00 38.00 0| 0 0 0 12000 Total 0| 0 1,652 0 Indicative a-t-m Vol 33.61 Underlying Price 38.350 Time to expiry: 471 Days Dec 11 0.98 -0.07 57.00 0| 0 0 0 1738 1.09 -0.09 47.28 0| 0 5 0 2085 1.44 -0.13 42.12 0| 0 5 0 2400 2.22 -0.20 38.60 0| 0 1 0 2780 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 25 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.36 -0.28 36.94 0| 0 0 0 3128 4.80 -0.37 35.34 0| 0 1,500 0 3475 6.51 -0.48 33.65 0| 0 1,500 0 3823 7.56 -0.53 33.11 0| 0 3 0 4000 8.82 -0.57 33.83 0| 0 0 0 4170 10.43 -0.62 33.40 0| 0 0 0 4400 11.99 -0.67 33.62 0| 0 500 0 4600 13.62 -0.70 33.87 0| 0 5 0 4800 17.15 -0.77 34.43 0| 0 1,505 0 5213 20.57 -0.82 34.57 0| 0 1,250 0 5600 24.28 -0.86 35.47 0| 0 250 0 6000 28.00 -0.89 35.53 0| 0 0 0 6400 33.26 -0.92 36.42 0| 0 70 0 6950 41.66 -0.95 36.84 0| 0 0 0 7819 50.14 -0.97 36.83 0| 0 0 0 8688 82.79 -1.00 34.22 0| 0 0 0 12000 Total 0| 0 6,594 0 Indicative a-t-m Vol 35.84 Underlying Price 38.350 Time to expiry: 653 Days Jun 12 2.40 -0.16 44.87 0| 0 5 0 2400 4.84 -0.30 38.93 0| 0 4 0 3200 6.59 -0.39 36.83 0| 0 0 0 3600 8.75 -0.48 35.15 0| 0 0 0 4000 11.20 -0.58 33.41 0| 0 0 0 4400 13.88 -0.68 31.31 0| 0 0 0 4800 20.45 -0.82 29.79 0| 0 0 0 5600 24.04 -0.87 29.32 0| 0 1 0 6000 27.74 -0.91 28.86 0| 0 0 0 6400 43.23 -0.98 29.62 0| 0 0 0 8000 82.75 -0.99 39.09 0| 0 0 0 12000 Total 0| 0 10 0 Indicative a-t-m Vol 35.75 Underlying Price 38.350 Time to expiry: 842 Days Dec 12 2.29 -0.13 47.73 0| 0 0 0 2000 3.41 -0.19 44.80 0| 0 0 0 2400 6.20 -0.33 38.64 0| 0 3 0 3200 8.14 -0.41 36.68 0| 0 0 0 3600 10.41 -0.50 35.09 0| 0 0 0 4000 12.85 -0.59 33.06 0| 0 0 0 4400 15.70 -0.67 31.84 0| 0 0 0 4800 22.02 -0.80 29.40 0| 0 0 0 5600 25.54 -0.85 29.04 0| 0 0 0 6000 29.20 -0.88 29.07 0| 0 0 0 6400 44.17 -0.98 26.07 0| 0 0 0 8000 83.25 -0.96 39.64 0| 0 0 0 12000 Total 0| 0 3 0 Indicative a-t-m Vol 35.70 Underlying Price 38.350 Time to expiry: 1024 Days Jun 13 3.66 -0.19 42.86 0| 0 0 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.76 -0.32 38.50 0| 0 0 0 3200 8.72 -0.40 36.67 0| 0 0 0 3600 10.94 -0.48 35.01 0| 0 0 0 4000 13.35 -0.56 33.15 0| 0 0 0 4400 16.08 -0.64 31.80 0| 0 0 0 4800 25.68 -0.82 29.09 0| 0 0 0 6000 44.27 -0.93 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 35.80 Underlying Price 38.350 Time to expiry: 1206 Days Dec 13 3.56 -0.15 48.00 0| 0 0 0 2000 3.95 4.58 -0.21 43.00 3.95 3.95 5| 0 0 0 2400 8.02 -0.34 38.86 0| 0 0 0 3200 12.32 -0.49 35.00 0| 0 0 0 4000 17.59 -0.64 31.86 0| 0 0 0 4800 27.08 -0.81 29.10 0| 0 0 0 6000 46.43 -0.82 39.10 0| 0 0 0 8000 83.34 -0.94 38.00 0| 0 0 0 12000 Total 5| 0 0 0 Indicative a-t-m Vol 35.93 Underlying Price 38.350 Time to expiry: 1570 Days Dec 14 5.85 -0.23 43.00 0| 0 0 0 2400 9.77 -0.36 39.50 0| 0 0 0 3200 14.07 -0.50 35.00 0| 0 0 0 4000 19.20 -0.64 31.46 0| 0 0 0 4800 28.62 -0.79 29.20 0| 0 0 0 6000 46.43 -0.89 30.67 0| 0 0 0 8000 83.40 -0.92 36.90 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 1,999| 34 52,482 +10 Grand Total 10,428| 75 124,953 +35 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.63 Underlying Price 38.350 Time to expiry: 16 Days Sep 10 10.56 0.99 60.40 0| 0 0 0 2780 8.37 0.99 50.00 0| 0 0 0 3000 7.10 0.98 45.99 0| 0 0 0 3128 3.77 0.90 37.87 0| 0 0 0 3475 2.72 0.80 37.00 0| 0 0 0 3600 1.98 0.69 36.23 0| 0 0 0 3700 1.18 0.53 33.75 0| 0 15 0 3823 0.81 0.42 33.00 0| 0 0 0 3900 0.45 0.28 31.98 0| 0 0 0 4000 0.23 0.17 31.45 0| 0 0 0 4100 0.15 0.12 32.21 0| 0 0 0 4170 0.05 0.05 31.02 0| 0 0 0 4300 0.02 0.02 30.12 0| 0 168 0 4400 0.01 0.01 30.98 0| 0 0 0 4500 0.01 0.00 31.50 0| 0 2,090 0 4600 0.01 0.00 32.00 0| 0 0 0 4700 0.01 0.00 33.08 0| 0 100 0 4800 0.01 0.00 33.41 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 35.51 Underlying Price 38.350 Time to expiry: 198 Days Mar 11 14.80 0.93 48.37 0| 0 0 0 2400 11.23 0.87 43.44 0| 0 0 0 2800 8.03 0.78 39.88 0| 0 0 0 3200 6.62 0.72 38.54 0| 0 0 0 3400 5.32 0.65 37.01 0| 0 0 0 3600 4.19 0.57 35.80 0| 0 0 0 3800 3.16 0.49 34.14 0| 0 0 0 4000 2.33 0.40 32.96 0| 0 0 0 4200 1.70 0.32 32.24 0| 0 200 0 4400 1.23 0.26 31.75 0| 0 0 0 4600 0.85 0.19 31.06 0| 0 1,200 0 4800 0.38 0.10 30.05 0| 0 447 0 5200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 28 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.16 0.05 29.40 0| 0 100 0 5600 0.08 0.03 29.74 0| 0 0 0 6000 0.03 0.01 29.19 0| 0 0 0 6400 0.01 0.00 29.79 0| 0 0 0 7200 0.01 0.00 31.14 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 37.15 Underlying Price 38.350 Time to expiry: 380 Days Sep 11 13.66 0.87 46.01 0| 0 0 0 2400 8.02 0.70 40.71 0| 0 0 0 3200 5.74 0.59 38.31 0| 0 0 0 3600 3.97 0.47 36.33 0| 0 0 0 4000 2.45 0.35 33.59 0| 0 0 0 4400 1.41 1.35 0.24 30.76 1.41 1.37 70| 0 0 0 4800 0.63 0.39 0.09 28.34 0.63 0.60 80| 0 80 0 5600 0.20 0.05 27.71 0| 0 10 0 6000 0.09 0.03 26.88 0| 0 0 0 6400 0.01 0.00 27.16 0| 0 0 0 8000 Total 150| 0 90 0 Indicative a-t-m Vol 37.32 Underlying Price 38.350 Time to expiry: 562 Days Mar 12 14.54 0.85 45.40 0| 0 0 0 2400 9.15 0.70 40.00 0| 0 0 0 3200 6.99 0.61 38.13 0| 0 0 0 3600 5.28 0.52 36.76 0| 0 0 0 4000 3.58 0.41 33.70 0| 0 0 0 4400 2.22 0.30 30.83 0| 0 0 0 4800 0.88 0.15 28.45 0| 0 0 0 5600 0.56 0.11 27.94 0| 0 0 0 6000 0.06 0.01 26.92 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 150| 0 9,090 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.63 Underlying Price 38.350 Time to expiry: 16 Days Sep 10 0.01 -0.01 60.40 0| 0 150 0 2780 0.01 -0.01 50.00 0| 0 0 0 3000 0.02 -0.02 45.99 0| 0 0 0 3128 0.16 -0.10 37.87 0| 0 5 0 3475 0.36 -0.20 37.00 0| 0 0 0 3600 0.62 -0.31 36.23 0| 0 0 0 3700 1.05 -0.47 33.75 0| 0 134 0 3823 1.45 -0.58 33.00 0| 0 0 0 3900 2.09 -0.72 31.98 0| 0 280 0 4000 2.87 -0.83 31.45 0| 0 0 0 4100 3.49 -0.88 32.21 0| 0 848 0 4170 4.69 -0.95 31.02 0| 0 50 0 4300 5.66 -0.98 30.12 0| 0 417 0 4400 6.65 -0.99 30.98 0| 0 0 0 4500 7.64 -1.00 31.50 0| 0 245 0 4600 8.64 -1.00 32.00 0| 0 0 0 4700 9.64 -1.00 33.08 0| 0 0 0 4800 10.29 -1.00 33.41 0| 0 2,877 0 4865 11.64 -1.00 34.76 0| 0 0 0 5000 13.77 -1.00 35.09 0| 0 173 0 5213 15.64 -1.00 37.59 0| 0 0 0 5400 17.24 -1.00 37.04 0| 0 620 0 5560 21.64 -1.00 40.70 0| 0 1,020 0 6000 24.19 -1.00 41.01 0| 0 170 0 6255 31.14 -1.00 44.31 0| 0 210 0 6950 33.64 -1.00 44.46 0| 0 0 0 7200 41.63 -1.00 44.65 0| 0 0 0 8000 49.63 -1.00 44.69 0| 0 403 0 8800 57.63 -1.00 48.00 0| 0 0 0 9600 65.88 -1.00 41.58 0| 0 4 0 10425 Total 0| 0 7,606 0 Indicative a-t-m Vol 35.51 Underlying Price 38.350 Time to expiry: 198 Days Mar 11 0.47 -0.07 48.37 0| 0 1 0 2400 0.89 -0.13 43.44 0| 0 0 0 2800 1.66 -0.22 39.88 0| 0 200 0 3200 2.24 -0.28 38.54 0| 0 0 0 3400 2.94 -0.35 37.01 0| 0 595 0 3600 3.80 -0.43 35.80 0| 0 0 0 3800 4.76 -0.51 34.14 0| 0 1,320 0 4000 5.92 -0.60 32.96 0| 0 200 0 4200 7.28 -0.68 32.24 0| 0 435 0 4400 8.79 -0.74 31.75 0| 0 2,685 0 4600 10.40 -0.81 31.06 0| 0 147 0 4800 13.91 -0.90 30.05 0| 0 20 0 5200 17.68 -0.95 29.40 0| 0 4 0 5600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 21.57 -0.97 29.74 0| 0 428 0 6000 25.50 -0.99 29.19 0| 0 1,363 0 6400 33.44 -1.00 29.79 0| 0 0 0 7200 41.39 -1.00 31.14 0| 0 0 0 8000 49.35 -1.00 33.00 0| 0 20 0 8800 Total 0| 0 7,418 0 Indicative a-t-m Vol 37.15 Underlying Price 38.350 Time to expiry: 380 Days Sep 11 1.39 -0.13 46.01 0| 0 0 0 2400 3.66 -0.30 40.71 0| 0 60 0 3200 5.33 -0.41 38.31 0| 0 0 0 3600 7.51 -0.53 36.33 0| 0 431 0 4000 9.94 -0.65 33.59 0| 0 0 0 4400 12.79 -0.76 30.76 0| 0 70 0 4800 19.74 -0.91 28.34 0| 0 30 0 5600 23.50 -0.95 27.71 0| 0 500 0 6000 27.35 -0.97 26.88 0| 0 0 0 6400 43.07 -1.00 27.16 0| 0 0 0 8000 Total 0| 0 1,091 0 Indicative a-t-m Vol 37.32 Underlying Price 38.350 Time to expiry: 562 Days Mar 12 2.10 -0.15 45.40 0| 0 0 0 2400 4.56 -0.30 40.00 0| 0 40 0 3200 6.33 -0.39 38.13 0| 0 0 0 3600 8.54 -0.48 36.76 0| 0 10 0 4000 10.76 -0.59 33.70 0| 0 0 0 4400 13.32 -0.70 30.83 0| 0 0 0 4800 19.82 -0.85 28.45 0| 0 0 0 5600 23.43 -0.89 27.94 0| 0 0 0 6000 42.54 -0.99 26.92 0| 0 0 0 8000 Total 0| 0 50 0 Total Puts 0| 0 16,165 0 Grand Total 150| 0 25,255 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lagardere (100) (MM1) Indicative a-t-m Vol 28.41 Underlying Price 29.085 Time to expiry: 16 Days Sep 10 11.09 1.00 52.00 0| 0 0 0 1800 9.09 1.00 45.57 0| 0 0 0 2000 8.09 1.00 43.30 0| 0 0 0 2100 7.09 1.00 41.03 0| 0 0 0 2200 6.09 1.00 38.92 0| 0 0 0 2300 5.09 0.99 36.49 0| 0 0 0 2400 4.60 0.99 35.20 0| 0 0 0 2450 4.10 0.98 34.06 0| 0 0 0 2500 3.13 0.95 32.12 0| 0 0 0 2600 2.22 0.87 31.16 0| 0 21 0 2700 1.41 0.73 30.29 0| 0 253 0 2800 0.76 0.53 28.45 0| 0 131 0 2900 0.35 0.32 27.97 0| 0 3,549 0 3000 0.17 0.17 30.45 0| 0 22 0 3100 0.07 0.08 31.07 0| 0 432 0 3200 0.03 0.03 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 53.00 0| 0 0 0 4800 Total 0| 0 5,138 0 Indicative a-t-m Vol 29.36 Underlying Price 29.085 Time to expiry: 44 Days Oct 10 7.17 0.96 46.70 0| 0 0 0 2200 6.18 0.96 41.11 0| 0 0 0 2300 5.20 0.94 36.75 0| 0 0 0 2400 4.27 0.90 35.16 0| 0 0 0 2500 3.38 0.85 33.16 0| 0 0 0 2600 2.55 0.77 31.22 0| 0 0 0 2700 1.81 0.66 29.54 0| 0 30 0 2800 1.26 0.53 29.64 0| 0 0 0 2900 0.71 0.39 26.56 0| 0 6 0 3000 0.38 0.25 25.38 0| 0 0 0 3100 0.19 0.15 24.80 0| 0 60 0 3200 0.03 0.04 24.20 0| 0 0 0 3400 0.01 0.01 26.28 0| 0 0 0 3600 Total 0| 0 96 0 Indicative a-t-m Vol 28.54 Underlying Price 29.085 Time to expiry: 79 Days Nov 10 7.24 0.95 39.02 0| 0 0 0 2200 6.29 0.93 36.85 0| 0 0 0 2300 5.38 0.89 35.49 0| 0 0 0 2400 3.68 0.80 32.49 0| 0 0 0 2600 2.91 0.72 31.07 0| 0 0 0 2700 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.28 0.63 31.09 0| 0 0 0 2800 1.61 0.54 28.56 0| 0 0 0 2900 1.17 0.44 28.34 0| 0 3 0 3000 0.47 0.24 26.05 0| 0 0 0 3200 0.16 0.10 24.85 0| 0 0 0 3400 0.05 0.04 24.78 0| 0 0 0 3600 Total 0| 0 3 0 Indicative a-t-m Vol 28.62 Underlying Price 29.085 Time to expiry: 107 Days Dec 10 17.12 1.00 52.00 0| 0 0 0 1200 13.14 0.99 46.90 0| 0 0 0 1600 11.17 0.98 43.57 0| 0 0 0 1800 9.23 0.97 40.26 0| 0 0 0 2000 7.32 0.93 36.99 0| 0 305 0 2200 6.41 0.91 35.62 0| 0 0 0 2300 5.53 0.87 34.55 0| 0 0 0 2400 3.88 0.77 31.99 0| 0 6 0 2600 2.48 0.63 29.82 0| 0 346 0 2800 1.38 0.45 27.63 0| 0 267 0 3000 0.68 0.28 26.37 0| 0 62 0 3200 0.28 0.15 25.18 0| 0 0 0 3400 0.10 0.06 24.27 0| 2 2 +2 3600 0.01 0.01 23.27 0| 0 0 0 4000 0.01 0.00 23.22 0| 0 0 0 4400 0.01 0.00 24.00 0| 0 0 0 4800 Total 0| 2 988 +2 Indicative a-t-m Vol 28.43 Underlying Price 29.085 Time to expiry: 198 Days Mar 11 11.32 0.96 41.00 0| 0 0 0 1800 9.45 0.93 38.23 0| 0 0 0 2000 7.65 0.89 35.78 0| 0 50 0 2200 6.78 0.86 34.41 0| 0 0 0 2300 5.95 0.83 33.19 0| 0 0 0 2400 4.39 0.74 30.90 0| 0 0 0 2600 3.03 0.62 28.67 0| 0 160 0 2800 2.05 0.49 28.23 0| 0 185 0 3000 1.22 0.35 26.46 0| 0 100 0 3200 0.68 0.24 25.48 0| 0 41 0 3400 0.36 0.14 24.75 0| 0 21 0 3600 0.09 0.04 23.98 0| 0 0 0 4000 0.02 0.01 24.00 0| 0 0 0 4400 Total 0| 0 557 0 Indicative a-t-m Vol 28.02 Underlying Price 29.085 Time to expiry: 289 Days Jun 11 13.28 0.98 45.05 0| 0 0 0 1600 11.37 0.96 41.43 0| 0 0 0 1800 9.49 0.93 37.82 0| 0 0 0 2000 7.70 0.89 34.99 0| 0 0 0 2200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.83 0.86 33.52 0| 0 0 0 2300 6.02 0.82 32.54 0| 0 0 0 2400 4.50 0.73 30.49 0| 0 0 0 2600 3.21 0.62 28.82 0| 0 0 0 2800 2.16 0.49 27.36 0| 0 0 0 3000 1.36 0.37 26.15 0| 0 0 0 3200 0.50 0.17 25.19 0| 0 0 0 3600 0.16 0.07 24.40 0| 0 0 0 4000 0.04 0.02 24.01 0| 0 0 0 4400 0.01 0.01 24.00 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.21 Underlying Price 29.085 Time to expiry: 471 Days Dec 11 13.38 0.96 45.15 0| 0 0 0 1600 9.71 0.90 38.11 0| 0 0 0 2000 6.40 0.78 32.73 0| 0 0 0 2400 3.74 0.60 28.92 0| 0 0 0 2800 1.92 0.40 26.30 0| 0 0 0 3200 0.44 0.13 24.62 0| 0 0 0 4000 0.09 0.03 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.19 Underlying Price 29.085 Time to expiry: 653 Days Jun 12 13.41 0.96 45.17 0| 0 0 0 1600 9.80 0.89 37.98 0| 0 0 0 2000 6.59 0.77 32.64 0| 0 0 0 2400 4.02 0.60 28.85 0| 0 0 0 2800 2.25 0.42 26.42 0| 0 0 0 3200 0.64 0.16 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 2 6,782 +2 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 34 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lagardere (100) (MM1) Indicative a-t-m Vol 28.41 Underlying Price 29.085 Time to expiry: 16 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 0.00 38.92 0| 0 0 0 2300 0.01 -0.01 36.49 0| 0 111 0 2400 0.01 -0.01 35.20 0| 0 0 0 2450 0.01 -0.02 34.06 0| 0 42 0 2500 0.04 -0.05 32.12 0| 0 2,350 0 2600 0.13 -0.13 31.16 0| 0 25 0 2700 0.32 -0.27 30.29 0| 0 146 0 2800 0.67 -0.47 28.45 0| 0 7 0 2900 1.26 -0.68 27.97 0| 0 80 0 3000 2.08 -0.83 30.45 0| 0 0 0 3100 2.98 -0.92 31.07 0| 0 80 0 3200 4.94 -0.97 38.19 0| 0 104 0 3400 6.92 -0.99 41.73 0| 0 0 0 3600 8.92 -1.00 43.67 0| 0 0 0 3800 10.92 -1.00 46.24 0| 0 0 0 4000 14.92 -1.00 50.11 0| 0 0 0 4400 18.92 -1.00 53.00 0| 0 0 0 4800 Total 0| 0 3,040 0 Indicative a-t-m Vol 29.36 Underlying Price 29.085 Time to expiry: 44 Days Oct 10 0.07 -0.04 46.70 0| 0 0 0 2200 0.08 -0.04 41.11 0| 0 30 0 2300 0.10 -0.06 36.75 0| 0 0 0 2400 0.17 -0.10 35.16 0| 0 0 0 2500 0.28 -0.15 33.16 0| 0 0 0 2600 0.45 -0.23 31.22 0| 0 0 0 2700 0.71 -0.34 29.54 0| 0 0 0 2800 1.15 -0.47 29.64 0| 0 0 0 2900 1.61 -0.61 26.56 0| 0 0 0 3000 2.28 -0.75 25.38 0| 0 0 0 3100 3.09 -0.85 24.80 0| 0 0 0 3200 4.94 -0.97 24.20 0| 0 0 0 3400 6.92 -0.99 26.28 0| 0 0 0 3600 Total 0| 0 30 0 Indicative a-t-m Vol 28.54 Underlying Price 29.085 Time to expiry: 79 Days Nov 10 0.12 -0.05 39.02 0| 0 0 0 2200 0.17 -0.07 36.85 0| 0 0 0 2300 0.26 -0.11 35.49 0| 0 0 0 2400 0.55 -0.21 32.49 0| 0 0 0 2600 0.78 -0.28 31.07 0| 0 0 0 2700 1.16 -0.37 31.09 0| 0 0 0 2800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.48 -0.46 28.56 0| 0 0 0 2900 2.04 -0.56 28.34 0| 0 0 0 3000 3.34 -0.76 26.05 0| 0 0 0 3200 5.04 -0.90 24.85 0| 0 0 0 3400 6.94 -0.97 24.78 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 28.62 Underlying Price 29.085 Time to expiry: 107 Days Dec 10 0.01 0.00 52.00 0| 0 0 0 1200 0.02 -0.01 46.90 0| 0 0 0 1600 0.04 -0.02 43.57 0| 0 224 0 1800 0.09 -0.03 40.26 0| 0 163 0 2000 0.18 -0.07 36.99 0| 0 52 0 2200 0.26 -0.09 35.62 0| 0 0 0 2300 0.38 -0.13 34.55 0| 0 93 0 2400 0.85 0.73 -0.23 31.99 0.85 0.85 10| 0 0 0 2600 1.33 -0.37 29.82 0| 0 23 0 2800 2.22 -0.55 27.63 0| 0 0 0 3000 3.53 -0.72 26.37 0| 0 50 0 3200 5.14 -0.86 25.18 0| 0 0 0 3400 6.97 -0.95 24.27 0| 0 50 0 3600 10.92 -1.00 23.27 0| 0 0 0 4000 14.92 -1.00 23.22 0| 0 0 0 4400 18.92 -1.00 24.00 0| 0 0 0 4800 Total 10| 0 655 0 Indicative a-t-m Vol 28.43 Underlying Price 29.085 Time to expiry: 198 Days Mar 11 0.17 -0.04 41.00 0| 0 112 0 1800 0.30 -0.07 38.23 0| 0 1 0 2000 0.50 -0.12 35.78 0| 0 0 0 2200 0.64 -0.15 34.41 0| 0 0 0 2300 0.81 -0.19 33.19 0| 0 20 0 2400 1.28 -0.28 30.90 0| 0 50 0 2600 1.93 -0.39 28.67 0| 0 50 0 2800 2.97 -0.52 28.23 0| 0 2 0 3000 4.16 -0.66 26.46 0| 0 0 0 3200 5.64 -0.77 25.48 0| 0 0 0 3400 7.31 -0.86 24.75 0| 0 0 0 3600 11.04 -0.96 23.98 0| 0 0 0 4000 14.96 -0.99 24.00 0| 0 0 0 4400 Total 0| 0 235 0 Indicative a-t-m Vol 28.02 Underlying Price 29.085 Time to expiry: 289 Days Jun 11 0.32 -0.06 45.05 0| 0 0 0 1600 0.48 -0.09 41.43 0| 0 0 0 1800 0.69 -0.13 37.82 0| 0 0 0 2000 1.01 -0.18 34.99 0| 0 6 0 2200 1.19 -0.22 33.52 0| 0 0 0 2300 1.46 -0.26 32.54 0| 0 0 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.09 -0.35 30.49 0| 0 0 0 2600 2.95 -0.46 28.82 0| 0 0 0 2800 4.03 -0.58 27.36 0| 0 0 0 3000 5.35 -0.69 26.15 0| 0 0 0 3200 8.61 -0.85 25.19 0| 0 0 0 3600 12.29 -0.94 24.40 0| 0 0 0 4000 16.17 -0.98 24.01 0| 0 0 0 4400 20.11 -0.99 24.00 0| 0 0 0 4800 Total 0| 0 6 0 Indicative a-t-m Vol 28.21 Underlying Price 29.085 Time to expiry: 471 Days Dec 11 0.74 -0.09 45.15 0| 0 0 0 1600 1.26 -0.16 38.11 0| 0 0 0 2000 2.15 -0.28 32.73 0| 0 0 0 2400 3.65 -0.44 28.92 0| 0 0 0 2800 5.91 -0.63 26.30 0| 0 0 0 3200 12.47 -0.89 24.62 0| 0 0 0 4000 20.12 -0.98 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.19 Underlying Price 29.085 Time to expiry: 653 Days Jun 12 1.30 -0.12 45.17 0| 0 0 0 1600 2.00 -0.20 37.98 0| 0 0 0 2000 3.06 -0.32 32.64 0| 0 0 0 2400 4.73 -0.47 28.85 0| 0 0 0 2800 7.09 -0.63 26.42 0| 0 0 0 3200 13.51 -0.85 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 10| 0 3,966 0 Grand Total 10| 2 10,748 +2 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 37 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lagardere SCA European (MM3) Indicative a-t-m Vol 28.41 Underlying Price 29.085 Time to expiry: 16 Days Sep 10 11.09 1.00 52.00 0| 0 0 0 1800 9.09 1.00 45.57 0| 0 0 0 2000 8.09 1.00 43.30 0| 0 0 0 2100 7.09 1.00 41.03 0| 0 179 0 2200 6.09 1.00 38.92 0| 0 0 0 2300 5.09 0.99 36.49 0| 0 0 0 2400 4.60 0.99 35.20 0| 0 0 0 2450 4.10 0.98 34.06 0| 0 0 0 2500 3.13 0.95 32.12 0| 0 0 0 2600 2.22 0.87 31.16 0| 0 0 0 2700 1.41 0.73 30.29 0| 0 0 0 2800 0.76 0.53 28.45 0| 0 0 0 2900 0.35 0.32 27.97 0| 0 30 0 3000 0.17 0.17 30.45 0| 0 0 0 3100 0.11 0.11 34.32 0| 0 2,040 0 3200 0.03 0.03 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 53.00 0| 0 3 0 4800 Total 0| 0 2,800 0 Indicative a-t-m Vol 28.43 Underlying Price 29.085 Time to expiry: 198 Days Mar 11 16.91 1.00 48.37 0| 0 0 0 1200 13.01 0.98 43.93 0| 0 0 0 1600 11.10 0.96 41.00 0| 0 0 0 1800 9.24 0.93 38.23 0| 0 0 0 2000 7.45 0.88 35.78 0| 0 0 0 2200 6.60 0.85 34.41 0| 0 0 0 2300 5.77 0.81 33.19 0| 0 0 0 2400 4.25 0.72 30.90 0| 0 0 0 2600 2.92 0.61 28.67 0| 0 25 0 2800 1.96 0.48 28.23 0| 0 0 0 3000 1.16 0.34 26.46 0| 0 20 0 3200 0.65 0.23 25.48 0| 0 0 0 3400 0.33 0.14 24.75 0| 0 0 0 3600 0.08 0.04 23.98 0| 0 0 0 4000 0.02 0.01 24.00 0| 0 0 0 4400 0.01 0.00 24.79 0| 0 0 0 4800 Total 0| 0 45 0 Indicative a-t-m Vol 27.83 Underlying Price 29.085 Time to expiry: 380 Days Sep 11 12.14 0.94 41.65 0| 0 0 0 1600 8.67 0.86 36.43 0| 0 0 0 2000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.57 0.73 31.83 0| 0 0 0 2400 3.11 0.55 28.23 0| 0 0 0 2800 1.58 0.36 26.78 0| 0 0 0 3200 0.75 0.20 26.15 0| 0 0 0 3600 0.34 0.11 25.80 0| 0 0 0 4000 0.11 0.04 27.85 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.08 Underlying Price 29.085 Time to expiry: 562 Days Mar 12 12.67 0.91 43.05 0| 0 0 0 1600 9.33 0.83 36.79 0| 0 0 0 2000 6.42 0.72 32.68 0| 0 0 0 2400 3.91 0.57 28.51 0| 0 0 0 2800 2.29 0.41 26.94 0| 0 0 0 3200 0.76 0.18 26.33 0| 0 0 0 4000 0.33 0.08 28.05 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 2,845 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 39 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Lagardere SCA European (MM3) Indicative a-t-m Vol 28.41 Underlying Price 29.085 Time to expiry: 16 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 0.00 38.92 0| 0 0 0 2300 0.01 -0.01 36.49 0| 0 40 0 2400 0.01 -0.01 35.20 0| 0 0 0 2450 0.01 -0.02 34.06 0| 0 0 0 2500 0.04 -0.05 32.12 0| 0 41 0 2600 0.13 -0.13 31.16 0| 0 0 0 2700 0.32 -0.27 30.29 0| 0 1 0 2800 0.67 -0.47 28.45 0| 0 0 0 2900 1.26 -0.68 27.97 0| 0 15 0 3000 2.08 -0.83 30.45 0| 0 0 0 3100 3.01 -0.89 34.32 0| 0 11 0 3200 4.94 -0.97 38.19 0| 0 2 0 3400 6.92 -0.99 41.73 0| 0 2 0 3600 8.91 -1.00 43.67 0| 0 1 0 3800 10.91 -1.00 46.24 0| 0 1 0 4000 14.91 -1.00 50.11 0| 0 0 0 4400 18.91 -1.00 53.00 0| 0 0 0 4800 Total 0| 0 242 0 Indicative a-t-m Vol 28.43 Underlying Price 29.085 Time to expiry: 198 Days Mar 11 0.01 0.00 48.37 0| 0 0 0 1200 0.09 -0.02 43.93 0| 0 369 0 1600 0.17 -0.04 41.00 0| 0 310 0 1800 0.30 -0.07 38.23 0| 0 0 0 2000 0.50 -0.12 35.78 0| 0 0 0 2200 0.64 -0.15 34.41 0| 0 0 0 2300 0.81 -0.19 33.19 0| 0 0 0 2400 1.28 -0.28 30.90 0| 0 0 0 2600 1.93 -0.39 28.67 0| 0 20 0 2800 2.97 -0.52 28.23 0| 0 10 0 3000 4.16 -0.66 26.46 0| 0 0 0 3200 5.64 -0.77 25.48 0| 0 0 0 3400 7.31 -0.86 24.75 0| 0 0 0 3600 11.04 -0.96 23.98 0| 0 0 0 4000 14.96 -0.99 24.00 0| 0 0 0 4400 18.92 -1.00 24.79 0| 0 0 0 4800 Total 0| 0 709 0 Indicative a-t-m Vol 27.83 Underlying Price 29.085 Time to expiry: 380 Days Sep 11 0.39 -0.06 41.65 0| 0 0 0 1600 0.88 -0.14 36.43 0| 0 80 0 2000 1.73 -0.27 31.83 0| 0 0 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.23 -0.45 28.23 0| 0 0 0 2800 5.65 -0.64 26.78 0| 0 0 0 3200 8.76 -0.80 26.15 0| 0 0 0 3600 12.30 -0.89 25.80 0| 0 0 0 4000 19.98 -0.96 27.85 0| 0 0 0 4800 Total 0| 0 80 0 Indicative a-t-m Vol 28.08 Underlying Price 29.085 Time to expiry: 562 Days Mar 12 0.81 -0.09 43.05 0| 0 0 0 1600 1.39 -0.17 36.79 0| 0 0 0 2000 2.41 -0.28 32.68 0| 0 0 0 2400 3.83 -0.43 28.51 0| 0 0 0 2800 6.13 -0.59 26.94 0| 0 0 0 3200 12.44 -0.82 26.33 0| 0 0 0 4000 19.85 -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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 25.59 Underlying Price 95.800 Time to expiry: 16 Days Sep 10 51.81 1.00 88.00 0| 0 0 0 4400 47.81 1.00 88.45 0| 0 0 0 4800 39.82 1.00 81.05 0| 0 0 0 5600 31.82 1.00 68.79 0| 0 0 0 6400 27.83 1.00 62.16 0| 0 0 0 6800 23.84 0.99 55.60 0| 0 0 0 7200 19.86 0.99 49.32 0| 0 500 0 7600 15.92 0.97 44.94 0| 0 1,122 0 8000 11.98 0.95 37.81 0| 0 196 0 8400 10.05 0.93 34.90 0| 0 8 0 8600 8.04 8.17 0.90 32.49 8.04 8.04 1| 11 3,584 +6 8800 5.41 6.37 0.84 30.36 5.41 5.41 1| 60 85 +10 9000 4.70 0.76 28.48 0| 250 4,449 0 9200 3.23 0.64 26.89 0| 140 1,279 -51 9400 1.02 2.01 0.50 25.45 1.80 1.02 264| 0 866 0 9600 1.12 0.34 24.30 0| 0 444 0 9800 0.32 0.55 0.21 23.43 0.35 0.32 42| 0 4,772 0 10000 0.01 0.00 17.62 0| 0 2,793 0 11000 0.01 0.00 16.66 0| 0 4 0 12000 0.01 0.00 25.00 0| 0 0 0 14000 Total 308| 461 20,102 -35 Indicative a-t-m Vol 26.97 Underlying Price 95.800 Time to expiry: 44 Days Oct 10 20.04 0.96 38.14 0| 0 0 0 7600 16.25 0.93 36.61 0| 0 0 0 8000 12.58 0.88 33.96 0| 0 15 0 8400 10.82 0.84 32.67 0| 8 26 0 8600 9.15 0.80 31.65 0| 0 51 0 8800 7.54 0.74 30.37 0| 0 23 0 9000 6.05 0.68 29.12 0| 0 44 0 9200 4.72 0.60 28.05 0| 53 183 +53 9400 3.53 0.51 26.85 0| 2 112 +2 9600 2.55 0.42 25.91 0| 0 67 0 9800 0.87 1.77 0.33 25.10 1.05 0.87 55| 0 1,765 0 10000 0.15 0.05 22.96 0| 0 140 0 11000 0.04 0.01 28.00 0| 0 0 0 12000 Total 55| 63 2,426 +55 Indicative a-t-m Vol 28.15 Underlying Price 95.800 Time to expiry: 79 Days Nov 10 20.67 0.91 39.20 0| 0 0 0 7600 17.04 0.87 36.72 0| 0 0 0 8000 13.60 0.82 34.60 0| 0 0 0 8400 10.36 0.74 32.15 0| 0 8 0 8800 8.87 0.70 31.10 0| 0 10 0 9000 7.51 0.64 30.24 0| 0 32 0 9200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.53 6.18 0.59 29.07 4.53 4.53 50| 19 58 -19 9400 3.90 4.98 0.52 28.05 3.90 3.90 1| 15 15 +15 9600 2.18 3.08 0.39 26.45 2.90 2.18 21| 50 70 +50 10000 0.44 0.61 0.12 23.91 0.58 0.44 130| 0 60 0 11000 0.08 0.02 22.91 0| 0 0 0 12000 Total 202| 84 253 +46 Indicative a-t-m Vol 28.45 Underlying Price 95.800 Time to expiry: 107 Days Dec 10 71.85 1.00 85.00 0| 0 0 0 2400 63.88 1.00 78.34 0| 0 0 0 3200 55.93 1.00 69.37 0| 0 0 0 4000 51.96 0.99 64.90 0| 0 0 0 4400 48.00 0.99 60.61 0| 0 0 0 4800 46.02 0.99 58.55 0| 0 0 0 5000 40.10 0.98 52.77 0| 0 0 0 5600 36.17 0.98 49.26 0| 0 2 0 6000 32.27 0.97 46.03 0| 0 0 0 6400 28.42 0.95 43.06 0| 0 0 0 6800 26.47 0.94 40.89 0| 0 5,050 0 7000 24.66 0.93 40.70 0| 0 0 0 7200 20.95 0.90 38.01 0| 0 0 0 7600 17.41 0.86 35.89 0| 0 4,001 0 8000 14.09 0.80 34.11 0| 0 2,504 0 8400 10.96 0.72 32.14 0| 0 4,231 0 8800 9.51 0.68 31.12 0| 67 3,904 +28 9000 8.15 0.63 30.32 0| 15 928 +15 9200 4.65 5.70 0.53 28.35 4.65 4.65 16| 0 3,132 0 9600 2.80 3.76 0.41 26.91 3.07 S 2.80 21| 0 1,633 0 10000 0.21 0.04 23.86 0| 0 364 0 12000 0.01 0.00 22.66 0| 0 0 0 14000 0.01 0.00 24.00 0| 0 0 0 16000 Total 37| 82 25,749 +43 Indicative a-t-m Vol 29.29 Underlying Price 95.800 Time to expiry: 198 Days Mar 11 40.35 0.97 47.38 0| 0 0 0 5600 32.76 0.94 42.48 0| 0 0 0 6400 25.55 0.88 38.84 0| 0 158 0 7200 22.11 0.84 36.98 0| 0 40 0 7600 18.81 0.80 35.09 0| 0 0 0 8000 15.75 0.75 33.57 0| 0 0 0 8400 12.87 0.68 32.01 0| 0 279 0 8800 10.19 0.61 30.30 0| 0 59 0 9200 7.95 0.54 29.23 0| 0 430 0 9600 5.96 0.45 27.99 0| 20 141 -17 10000 0.89 0.12 24.16 0| 17 276 +17 12000 0.08 0.01 22.99 0| 0 0 0 14000 0.01 0.00 24.00 0| 0 0 0 16000 Total 0| 37 1,383 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.47 Underlying Price 95.800 Time to expiry: 289 Days Jun 11 71.86 1.00 66.00 0| 0 0 0 2400 63.91 1.00 60.61 0| 0 0 0 3200 56.00 0.99 54.78 0| 0 0 0 4000 52.08 0.99 52.01 0| 0 0 0 4400 48.18 0.98 49.38 0| 0 0 0 4800 40.47 0.96 43.95 0| 0 0 0 5600 36.78 0.94 42.60 0| 0 0 0 6000 33.12 0.92 40.68 0| 0 0 0 6400 26.18 0.86 37.53 0| 0 0 0 7200 19.67 0.78 34.04 0| 0 0 0 8000 16.75 0.73 32.80 0| 0 0 0 8400 14.04 0.67 31.65 0| 0 640 0 8800 11.54 0.61 30.36 0| 0 50 0 9200 7.39 9.37 0.54 29.42 7.39 7.39 12| 0 31 0 9600 7.43 0.47 28.45 0| 0 100 0 10000 3.69 0.30 26.05 0| 0 0 0 11000 1.67 0.17 24.74 0| 45 119 +29 12000 0.29 0.04 23.66 0| 0 107 0 14000 0.03 0.01 22.62 0| 0 0 0 16000 Total 12| 45 1,047 +29 Indicative a-t-m Vol 30.07 Underlying Price 95.800 Time to expiry: 471 Days Dec 11 71.87 1.00 59.00 0| 0 0 0 2400 63.91 1.00 54.27 0| 0 0 0 3200 56.07 0.99 50.45 0| 0 0 0 4000 52.19 0.98 47.82 0| 0 0 0 4400 48.39 0.97 45.64 0| 0 0 0 4800 41.01 0.93 42.09 0| 0 0 0 5600 37.59 0.91 41.16 0| 0 1 0 6000 34.14 0.88 39.59 0| 0 0 0 6400 29.11 0.84 36.87 0| 0 1,750 0 7000 21.63 0.75 33.86 0| 0 1,000 0 8000 18.30 0.69 32.54 0| 0 500 0 8500 15.29 0.63 31.34 0| 0 250 0 9000 12.05 0.56 30.03 0| 0 1,000 0 9600 10.13 0.50 29.24 0| 0 1,000 0 10000 3.63 0.26 26.00 0| 0 50 0 12000 0.30 0.03 23.80 0| 0 0 0 16000 Total 0| 0 5,551 0 Indicative a-t-m Vol 30.83 Underlying Price 95.800 Time to expiry: 653 Days Jun 12 56.27 0.98 50.86 0| 0 0 0 4000 48.86 0.95 46.30 0| 0 0 0 4800 41.87 0.91 42.83 0| 0 0 0 5600 38.59 0.88 41.56 0| 0 0 0 6000 35.49 0.86 40.46 0| 0 0 0 6400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 44 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 29.11 0.80 36.82 0| 0 0 0 7200 23.59 0.73 34.63 0| 0 0 0 8000 18.39 0.65 32.07 0| 0 0 0 8800 14.30 0.57 30.80 0| 0 0 0 9600 5.11 0.30 26.10 0| 0 0 0 12000 0.70 0.06 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.05 Underlying Price 95.800 Time to expiry: 842 Days Dec 12 71.88 1.00 58.28 0| 0 0 0 2400 64.05 0.99 55.45 0| 0 0 0 3200 56.60 0.96 51.18 0| 0 0 0 4000 49.54 0.93 46.98 0| 0 0 0 4800 39.68 0.87 41.81 0| 0 0 0 6000 30.61 0.79 37.30 0| 0 0 0 7200 25.39 0.73 35.20 0| 0 0 0 8000 22.81 0.69 33.91 0| 0 0 0 8400 20.56 0.66 33.10 0| 0 0 0 8800 16.16 0.58 31.00 0| 0 0 0 9600 6.62 0.34 26.20 0| 0 0 0 12000 1.47 0.11 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.22 Underlying Price 95.800 Time to expiry: 1024 Days Jun 13 40.59 0.86 42.24 0| 0 0 0 6000 26.86 0.72 35.78 0| 0 0 0 8000 21.83 0.66 33.09 0| 0 0 0 8800 17.59 0.59 31.17 0| 0 0 0 9600 7.83 0.37 26.30 0| 0 0 0 12000 2.60 0.15 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.31 Underlying Price 95.800 Time to expiry: 1206 Days Dec 13 71.88 1.00 58.00 0| 0 0 0 2400 64.08 0.99 54.57 0| 0 0 0 3200 57.12 0.95 51.82 0| 0 0 0 4000 50.56 0.91 47.64 0| 0 0 0 4800 41.50 0.85 42.62 0| 0 0 0 6000 28.23 0.72 36.17 0| 0 0 0 8000 9.01 0.39 26.40 0| 0 0 0 12000 3.51 0.19 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.36 Underlying Price 95.800 Time to expiry: 1570 Days Dec 14 51.21 0.91 47.50 0| 0 0 0 4800 42.70 0.85 42.70 0| 0 0 0 6000 30.10 0.73 36.19 0| 0 0 0 8000 10.98 0.43 26.50 0| 0 0 0 12000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.12 0.24 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 614| 772 56,511 +138 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 25.59 Underlying Price 95.800 Time to expiry: 16 Days Sep 10 0.01 0.00 88.00 0| 0 120 0 4400 0.01 0.00 88.45 0| 0 655 0 4800 0.01 0.00 81.05 0| 0 152 0 5600 0.01 0.00 68.79 0| 0 91 0 6400 0.02 0.00 62.16 0| 0 235 0 6800 0.03 -0.01 55.60 0| 0 3,735 0 7200 0.05 -0.01 49.32 0| 0 2,441 0 7600 0.10 -0.03 44.94 0| 0 8,344 0 8000 0.16 -0.05 37.81 0| 52 1,253 +15 8400 0.54 0.23 -0.07 34.90 0.54 0.39 60| 0 288 0 8600 0.35 -0.10 32.49 0| 50 4,280 0 8800 0.55 -0.16 30.36 1,000| 20 703 +20 9000 0.98 0.88 -0.24 28.48 0.98 0.98 10| 0 571 0 9200 1.41 -0.36 26.89 0| 0 78 0 9400 2.19 -0.50 25.45 0| 0 82 0 9600 3.30 -0.66 24.30 0| 0 21 0 9800 4.73 -0.79 23.43 0| 0 62 0 10000 14.20 -1.00 17.62 0| 0 0 0 11000 24.20 -1.00 16.66 0| 0 0 0 12000 44.20 -1.00 25.00 0| 0 0 0 14000 Total 1,070| 122 23,111 +35 Indicative a-t-m Vol 26.97 Underlying Price 95.800 Time to expiry: 44 Days Oct 10 0.19 -0.04 38.14 0| 3 100 0 7600 0.40 -0.07 36.61 0| 0 67 0 8000 1.40 0.73 -0.12 33.96 1.40 1.40 5| 34 116 +33 8400 0.96 -0.16 32.67 0| 58 101 +35 8600 1.29 -0.20 31.65 0| 10 14 +10 8800 2.26 1.69 -0.26 30.37 2.26 2.26 21| 40 62 +7 9000 2.20 -0.32 29.12 0| 0 202 0 9200 2.86 -0.40 28.05 0| 0 72 0 9400 3.68 -0.49 26.85 0| 0 40 0 9600 4.69 -0.58 25.91 0| 0 0 0 9800 5.91 -0.67 25.10 0| 0 0 0 10000 14.31 -0.96 22.96 0| 0 0 0 11000 24.21 -0.99 28.00 0| 0 0 0 12000 Total 26| 145 774 +85 Indicative a-t-m Vol 28.15 Underlying Price 95.800 Time to expiry: 79 Days Nov 10 0.76 -0.09 39.20 0| 40 58 +40 7600 1.12 -0.13 36.72 0| 15 65 +15 8000 1.67 -0.18 34.60 0| 0 34 0 8400 2.43 -0.26 32.15 0| 30 30 +20 8800 2.93 -0.30 31.10 0| 0 0 0 9000 4.42 3.57 -0.36 30.24 4.42 4.42 18| 0 0 0 9200 5.25 4.25 -0.41 29.07 5.25 5.25 37| 0 0 0 9400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.05 -0.48 28.05 0| 0 0 0 9600 7.14 -0.61 26.45 0| 0 0 0 10000 14.69 -0.88 23.91 0| 0 0 0 11000 24.21 -0.99 22.91 0| 0 0 0 12000 Total 55| 85 187 +75 Indicative a-t-m Vol 28.45 Underlying Price 95.800 Time to expiry: 107 Days Dec 10 0.01 0.00 85.00 0| 0 75 0 2400 0.04 0.00 78.34 0| 0 140 0 3200 0.08 -0.01 69.37 0| 0 225 0 4000 0.11 -0.01 64.90 0| 0 513 0 4400 0.15 -0.01 60.61 0| 0 366 0 4800 0.17 -0.01 58.55 0| 0 323 0 5000 0.27 0.26 -0.02 52.77 0.27 0.27 4| 0 861 0 5600 0.34 -0.03 49.26 0| 0 2,987 0 6000 0.45 -0.04 46.03 0| 0 321 0 6400 0.62 -0.06 43.06 0| 0 3,211 0 6800 0.67 -0.07 40.89 0| 0 2,463 0 7000 0.89 -0.08 40.70 0| 0 2,412 0 7200 1.22 -0.12 38.01 0| 0 4,865 0 7600 2.31 1.72 -0.16 35.89 2.31 2.31 50| 0 8,603 0 8000 2.44 -0.22 34.11 0| 0 4,705 0 8400 3.37 -0.29 32.14 0| 0 4,224 0 8800 3.95 -0.34 31.12 0| 0 2,056 0 9000 4.61 -0.38 30.32 0| 0 90 0 9200 6.22 -0.49 28.35 0| 0 23 0 9600 8.33 -0.60 26.91 0| 0 83 0 10000 24.85 -0.96 23.86 0| 0 0 0 12000 44.61 -1.00 22.66 0| 0 0 0 14000 64.57 -1.00 24.00 0| 0 0 0 16000 Total 54| 0 38,546 0 Indicative a-t-m Vol 29.29 Underlying Price 95.800 Time to expiry: 198 Days Mar 11 0.71 -0.04 47.38 0| 0 241 0 5600 1.17 -0.08 42.48 0| 0 221 0 6400 2.04 -0.13 38.84 0| 0 105 0 7200 2.61 -0.17 36.98 0| 0 123 0 7600 4.21 3.34 -0.21 35.09 4.21 4.21 38| 16 850 0 8000 4.30 -0.26 33.57 0| 0 52 0 8400 5.90 5.45 -0.32 32.01 5.90 5.90 51| 0 338 0 8800 6.78 -0.39 30.30 0| 0 312 0 9200 8.55 -0.47 29.23 0| 0 23 0 9600 10.56 -0.55 27.99 0| 0 0 0 10000 25.46 -0.89 24.16 0| 0 12 0 12000 44.62 -0.99 22.99 0| 0 20 0 14000 64.52 -1.00 24.00 0| 0 0 0 16000 Total 89| 16 2,297 0 Indicative a-t-m Vol 29.47 Underlying Price 95.800 Time to expiry: 289 Days Jun 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.09 0.00 66.00 0| 0 170 0 2400 0.24 -0.01 60.61 0| 0 465 0 3200 0.46 -0.02 54.78 0| 0 236 0 4000 0.60 -0.03 52.01 0| 0 200 0 4400 0.78 -0.04 49.38 0| 0 62 0 4800 1.19 -0.06 43.95 0| 0 3 0 5600 1.60 -0.08 42.60 0| 0 24 0 6000 2.02 -0.11 40.68 0| 0 27 0 6400 3.73 3.22 -0.16 37.53 3.73 3.73 44| 0 184 0 7200 4.84 -0.24 34.04 0| 0 64 0 8000 5.96 -0.29 32.80 0| 0 10 0 8400 7.31 -0.35 31.65 0| 0 620 0 8800 8.87 -0.41 30.36 0| 0 39 0 9200 10.75 -0.48 29.42 0| 0 10 0 9600 12.85 -0.54 28.45 0| 0 0 0 10000 19.17 -0.71 26.05 0| 0 0 0 11000 27.16 -0.84 24.74 0| 0 0 0 12000 45.68 -0.96 23.66 0| 0 0 0 14000 65.28 -0.99 22.62 0| 0 0 0 16000 Total 44| 0 2,114 0 Indicative a-t-m Vol 30.07 Underlying Price 95.800 Time to expiry: 471 Days Dec 11 0.22 -0.01 59.00 0| 0 0 0 2400 0.52 -0.02 54.27 0| 0 50 0 3200 1.01 -0.04 50.45 0| 0 200 0 4000 1.23 -0.05 47.82 0| 0 40 0 4400 1.54 -0.06 45.64 0| 0 50 0 4800 2.38 -0.09 42.09 0| 0 40 0 5600 3.07 -0.12 41.16 0| 0 121 0 6000 3.68 -0.14 39.59 0| 0 750 0 6400 4.71 -0.18 36.87 0| 0 1,250 0 7000 7.28 -0.27 33.86 0| 0 2,000 0 8000 8.96 -0.32 32.54 0| 0 500 0 8500 10.95 -0.38 31.34 0| 0 1,250 0 9000 13.70 -0.46 30.03 0| 0 0 0 9600 15.76 -0.51 29.24 0| 0 0 0 10000 29.12 -0.75 26.00 0| 0 0 0 12000 65.43 -0.96 24.85 0| 0 0 0 16000 Total 0| 0 6,251 0 Indicative a-t-m Vol 30.83 Underlying Price 95.800 Time to expiry: 653 Days Jun 12 1.98 -0.06 50.86 0| 0 0 0 4000 2.83 -0.08 46.30 0| 0 0 0 4800 4.03 -0.12 42.83 0| 0 0 0 5600 4.83 -0.14 41.56 0| 0 0 0 6000 5.76 -0.17 40.46 0| 0 0 0 6400 7.39 -0.22 36.82 0| 0 0 0 7200 9.85 -0.29 34.63 0| 0 0 0 8000 12.60 -0.36 32.07 0| 0 0 0 8800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.45 -0.44 30.80 0| 0 0 0 9600 30.96 -0.71 26.10 0| 0 0 0 12000 65.80 -0.94 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.05 Underlying Price 95.800 Time to expiry: 842 Days Dec 12 1.03 -0.02 58.28 0| 0 0 0 2400 2.02 -0.04 55.45 0| 0 0 0 3200 3.07 -0.07 51.18 0| 0 0 0 4000 4.24 -0.10 46.98 0| 0 0 0 4800 6.45 -0.15 41.81 0| 0 0 0 6000 9.28 -0.23 37.30 0| 0 0 0 7200 11.95 -0.29 35.20 0| 0 0 0 8000 13.33 -0.32 33.91 0| 0 0 0 8400 14.99 -0.36 33.10 0| 0 0 0 8800 18.43 -0.43 31.00 0| 0 0 0 9600 32.32 -0.67 26.20 0| 0 0 0 12000 66.10 -0.90 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.22 Underlying Price 95.800 Time to expiry: 1024 Days Jun 13 8.05 -0.17 42.24 0| 0 0 0 6000 13.95 -0.29 35.78 0| 0 0 0 8000 16.69 -0.35 33.09 0| 0 0 0 8800 20.23 -0.42 31.17 0| 0 0 0 9600 33.72 -0.64 26.30 0| 0 0 0 12000 66.97 -0.85 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.31 Underlying Price 95.800 Time to expiry: 1206 Days Dec 13 2.01 -0.03 58.00 0| 0 0 0 2400 3.40 -0.06 54.57 0| 0 0 0 3200 5.15 -0.09 51.82 0| 0 0 0 4000 6.69 -0.12 47.64 0| 0 0 0 4800 9.45 -0.17 42.62 0| 0 0 0 6000 15.55 -0.29 36.17 0| 0 0 0 8000 34.58 -0.62 26.40 0| 0 0 0 12000 67.38 -0.82 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.36 Underlying Price 95.800 Time to expiry: 1570 Days Dec 14 8.52 -0.12 47.50 0| 0 0 0 4800 11.58 -0.17 42.70 0| 0 0 0 6000 17.91 -0.28 36.19 0| 0 0 0 8000 36.02 -0.58 26.50 0| 0 0 0 12000 67.77 -0.78 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 1,338| 368 73,280 +195 Grand Total 1,952| 1,140 129,791 +333 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 25.60 Underlying Price 95.800 Time to expiry: 16 Days Sep 10 50.81 1.00 88.51 0| 0 0 0 4500 47.81 1.00 88.45 0| 0 0 0 4800 45.81 1.00 87.40 0| 0 0 0 5000 40.81 1.00 82.36 0| 0 23 0 5500 35.82 1.00 75.22 0| 0 450 0 6000 30.83 1.00 67.13 0| 0 0 0 6500 27.83 1.00 62.16 0| 0 86 0 6800 25.84 0.99 58.86 0| 0 95 0 7000 23.84 0.99 55.60 0| 0 110 0 7200 20.86 0.99 50.86 0| 0 20,000 0 7500 15.92 0.97 44.94 0| 0 2,157 0 8000 11.98 0.95 37.81 0| 0 0 0 8400 11.02 0.94 36.79 0| 0 13,448 0 8500 10.05 0.93 34.90 0| 0 0 0 8600 8.17 0.90 32.49 0| 0 235 0 8800 6.37 0.84 30.36 0| 0 147 0 9000 4.70 0.76 28.48 0| 0 8,707 0 9200 3.23 0.64 26.89 0| 150 47 -103 9400 2.59 0.57 26.21 0| 0 830 0 9500 2.01 0.50 25.45 0| 0 0 0 9600 1.12 0.34 24.30 0| 0 0 0 9800 0.55 0.21 23.43 0| 0 34,600 0 10000 0.01 0.00 17.62 0| 0 0 0 11000 0.01 0.00 16.66 0| 0 0 0 12000 0.01 0.00 25.00 0| 0 0 0 14000 Total 0| 150 80,935 -103 Indicative a-t-m Vol 29.27 Underlying Price 95.800 Time to expiry: 198 Days Mar 11 70.93 1.00 41.54 0| 0 0 0 2400 62.98 1.00 52.88 0| 0 0 0 3200 55.13 0.99 53.98 0| 0 0 0 4000 51.25 0.99 52.89 0| 0 0 0 4400 47.39 0.98 51.26 0| 0 0 0 4800 45.48 0.97 50.32 0| 0 0 0 5000 40.73 0.96 47.75 0| 0 0 0 5500 36.03 0.94 45.05 0| 0 0 0 6000 31.42 0.92 42.36 0| 0 0 0 6500 26.95 0.89 39.77 0| 0 0 0 7000 22.64 0.84 37.33 0| 0 150 0 7500 18.56 0.79 35.09 0| 0 0 0 8000 14.76 0.72 33.02 0| 0 0 0 8500 12.70 0.68 32.01 0| 0 0 0 8800 11.33 0.64 31.16 0| 0 0 0 9000 10.05 0.61 30.30 0| 0 230 0 9200 8.35 0.55 29.51 0| 0 248 0 9500 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.88 0.45 27.99 0| 0 15 0 10000 2.51 0.25 25.76 0| 0 522 0 11000 0.88 0.11 24.16 0| 0 608 0 12000 0.08 0.01 22.99 0| 0 0 0 14000 0.01 0.00 24.00 0| 0 0 0 16000 Total 0| 0 1,773 0 Indicative a-t-m Vol 32.12 Underlying Price 95.800 Time to expiry: 380 Days Sep 11 70.23 0.99 73.19 0| 0 0 0 2400 62.63 0.98 64.96 0| 0 0 0 3200 55.16 0.96 58.43 0| 0 0 0 4000 51.54 0.95 56.03 0| 0 0 0 4400 47.79 0.94 52.47 0| 0 0 0 4800 46.03 0.93 51.62 0| 0 0 0 5000 40.70 0.91 47.93 0| 0 0 0 5600 37.20 0.89 45.57 0| 0 0 0 6000 33.88 0.86 43.90 0| 0 0 0 6400 29.16 0.82 41.74 0| 0 0 0 7000 21.52 0.74 37.41 0| 0 0 0 8000 14.55 0.63 32.66 0| 0 0 0 9000 11.65 0.55 32.10 0| 0 0 0 9600 8.84 0.49 28.91 0| 0 0 0 10000 3.78 0.26 29.20 0| 0 0 0 12000 1.13 0.10 27.22 0| 0 0 0 14000 0.41 0.04 27.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.38 Underlying Price 95.800 Time to expiry: 562 Days Mar 12 69.94 0.98 68.85 0| 0 0 0 2400 62.50 0.97 60.22 0| 0 0 0 3200 55.13 0.95 53.03 0| 0 0 0 4000 48.14 0.92 48.75 0| 0 0 0 4800 46.43 0.91 47.90 0| 0 0 0 5000 41.34 0.89 44.80 0| 0 0 0 5600 37.97 0.87 42.82 0| 0 0 0 6000 34.95 0.84 41.69 0| 0 0 0 6400 30.52 0.80 39.99 0| 0 0 0 7000 23.16 0.73 35.75 0| 0 0 0 8000 16.56 0.63 32.00 0| 0 177 0 9000 13.23 0.56 30.32 0| 0 0 0 9600 11.03 0.51 28.94 0| 0 0 0 10000 4.21 0.27 25.40 0| 0 177 0 12000 1.57 0.13 24.52 0| 0 0 0 14000 0.74 0.06 25.41 0| 0 0 0 16000 Total 0| 0 354 0 Indicative a-t-m Vol 33.82 Underlying Price 95.800 Time to expiry: 751 Days Sep 12 69.95 0.97 72.66 0| 0 0 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 62.91 0.95 63.88 0| 0 0 0 3200 55.96 0.93 57.08 0| 0 0 0 4000 49.17 0.90 51.14 0| 0 0 0 4800 39.31 0.85 44.00 0| 0 0 0 6000 36.95 0.82 44.34 0| 0 0 0 6400 31.30 0.77 41.51 0| 0 0 0 7200 25.27 0.72 36.98 0| 0 0 0 8000 21.50 0.67 34.99 0| 0 0 0 8600 16.75 0.58 33.79 0| 0 0 0 9600 7.87 0.36 30.18 0| 0 0 0 12000 2.07 0.13 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.90 Underlying Price 95.800 Time to expiry: 926 Days Mar 13 70.06 0.96 73.28 0| 0 0 0 2400 62.59 0.95 60.17 0| 0 0 0 3200 55.65 0.92 53.00 0| 0 0 0 4000 49.92 0.89 51.28 0| 0 0 0 4800 40.90 0.84 45.63 0| 0 0 0 6000 26.64 0.71 36.89 0| 0 0 0 8000 21.51 0.65 33.78 0| 0 0 0 8800 17.89 0.59 32.88 0| 0 0 0 9600 9.01 0.39 29.55 0| 0 0 0 12000 3.08 0.17 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.81 Underlying Price 95.800 Time to expiry: 1115 Days Sep 13 69.81 0.96 73.85 0| 0 0 0 2400 63.09 0.94 63.53 0| 0 0 0 3200 56.60 0.91 56.83 0| 0 0 0 4000 50.01 0.89 50.12 0| 0 0 0 4800 41.52 0.83 45.22 0| 0 0 0 6000 27.58 0.71 36.46 0| 0 0 0 8000 10.45 0.41 29.75 0| 0 0 0 12000 4.00 0.20 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.28 Underlying Price 95.800 Time to expiry: 1297 Days Mar 14 63.20 0.93 63.10 0| 0 0 0 3200 56.77 0.91 55.65 0| 0 0 0 4000 50.38 0.88 49.48 0| 0 0 0 4800 42.13 0.83 44.60 0| 0 0 0 6000 28.58 0.72 36.12 0| 0 0 0 8000 11.20 0.43 28.92 0| 0 0 0 12000 4.98 0.23 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.46 Underlying Price 95.800 Time to expiry: 1479 Days Sep 14 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 56.63 0.91 55.13 0| 0 0 0 4000 50.36 0.88 49.10 0| 0 0 0 4800 42.23 0.83 43.91 0| 0 0 0 6000 29.29 0.72 36.00 0| 0 0 0 8000 12.65 0.45 29.56 0| 0 0 0 12000 5.66 0.25 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.50 Underlying Price 95.800 Time to expiry: 1661 Days Mar 15 51.02 0.88 49.52 0| 0 0 0 4800 43.00 0.83 44.03 0| 0 0 0 6000 30.12 0.72 35.80 0| 0 0 0 8000 14.07 0.47 29.97 0| 0 0 0 12000 6.93 0.28 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 150 83,062 -103 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 25.60 Underlying Price 95.800 Time to expiry: 16 Days Sep 10 0.01 0.00 88.51 0| 0 0 0 4500 0.01 0.00 88.45 0| 0 1,000 0 4800 0.01 0.00 87.40 0| 0 500 0 5000 0.01 0.00 82.36 0| 0 55 0 5500 0.01 0.00 75.22 0| 0 909 0 6000 0.01 0.00 67.13 0| 0 802 0 6500 0.02 0.00 62.16 0| 0 339 0 6800 0.02 -0.01 58.86 0| 0 600 0 7000 0.03 -0.01 55.60 0| 0 1,176 0 7200 0.04 -0.01 50.86 0| 0 11,540 0 7500 0.10 -0.03 44.94 0| 150 671 0 8000 0.16 -0.05 37.81 0| 0 0 0 8400 0.21 -0.06 36.79 0| 0 12,910 0 8500 0.23 -0.07 34.90 0| 0 0 0 8600 0.35 -0.10 32.49 0| 0 0 0 8800 0.55 -0.16 30.36 0| 0 0 0 9000 0.88 -0.24 28.48 0| 0 17 0 9200 1.41 -0.36 26.89 0| 0 0 0 9400 1.77 -0.43 26.21 0| 0 0 0 9500 2.19 -0.50 25.45 0| 0 0 0 9600 3.30 -0.66 24.30 0| 0 0 0 9800 4.73 -0.79 23.43 0| 0 0 0 10000 14.18 -1.00 17.62 0| 0 0 0 11000 24.18 -1.00 16.66 0| 0 0 0 12000 44.17 -1.00 25.00 0| 0 0 0 14000 Total 0| 150 30,519 0 Indicative a-t-m Vol 29.27 Underlying Price 95.800 Time to expiry: 198 Days Mar 11 0.01 0.00 41.54 0| 0 0 0 2400 0.02 0.00 52.88 0| 0 0 0 3200 0.12 -0.01 53.98 0| 0 1,600 0 4000 0.22 -0.01 52.89 0| 0 1,200 0 4400 0.34 -0.02 51.26 0| 0 400 0 4800 0.42 -0.03 50.32 0| 0 0 0 5000 0.64 -0.04 47.75 0| 0 0 0 5500 0.92 -0.06 45.05 0| 0 0 0 6000 1.28 -0.08 42.36 0| 0 7 0 6500 1.79 -0.11 39.77 0| 0 446 0 7000 2.45 -0.16 37.33 0| 0 878 0 7500 3.34 -0.21 35.09 0| 0 15 0 8000 4.52 -0.28 33.02 0| 0 60 0 8500 5.45 -0.32 32.01 0| 0 400 0 8800 6.06 -0.36 31.16 0| 0 553 0 9000 6.78 -0.39 30.30 0| 0 0 0 9200 8.05 -0.45 29.51 0| 0 0 0 9500 10.56 -0.55 27.99 0| 0 0 0 10000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.14 -0.75 25.76 0| 0 1,906 0 11000 25.46 -0.89 24.16 0| 0 0 0 12000 44.55 -0.99 22.99 0| 0 0 0 14000 64.38 -1.00 24.00 0| 0 0 0 16000 Total 0| 0 7,465 0 Indicative a-t-m Vol 32.12 Underlying Price 95.800 Time to expiry: 380 Days Sep 11 0.43 -0.01 73.19 0| 0 0 0 2400 0.73 -0.02 64.96 0| 0 0 0 3200 1.16 -0.04 58.43 0| 0 0 0 4000 1.49 -0.05 56.03 0| 0 0 0 4400 1.70 -0.06 52.47 0| 0 0 0 4800 1.91 -0.07 51.62 0| 0 40 0 5000 2.50 -0.09 47.93 0| 0 0 0 5600 2.96 -0.11 45.57 0| 0 0 0 6000 3.59 -0.14 43.90 0| 0 0 0 6400 4.79 -0.18 41.74 0| 0 0 0 7000 7.04 -0.26 37.41 0| 0 0 0 8000 9.95 -0.37 32.66 0| 0 0 0 9000 12.97 -0.45 32.10 0| 0 0 0 9600 14.11 -0.51 28.91 0| 0 0 0 10000 28.81 -0.74 29.20 0| 0 0 0 12000 45.92 -0.90 27.22 0| 0 0 0 14000 64.95 -0.96 27.50 0| 0 0 0 16000 Total 0| 0 40 0 Indicative a-t-m Vol 30.38 Underlying Price 95.800 Time to expiry: 562 Days Mar 12 0.85 -0.02 68.85 0| 0 0 0 2400 1.25 -0.03 60.22 0| 0 0 0 3200 1.73 -0.05 53.03 0| 0 0 0 4000 2.58 -0.08 48.75 0| 0 0 0 4800 2.84 -0.09 47.90 0| 0 0 0 5000 3.64 -0.11 44.80 0| 0 0 0 5600 4.19 -0.13 42.82 0| 0 0 0 6000 5.09 -0.16 41.69 0| 0 0 0 6400 6.54 -0.20 39.99 0| 0 0 0 7000 8.99 -0.27 35.75 0| 0 0 0 8000 12.20 -0.37 32.00 0| 0 177 0 9000 14.75 -0.44 30.32 0| 0 0 0 9600 16.47 -0.49 28.94 0| 0 0 0 10000 29.27 -0.73 25.40 0| 0 0 0 12000 46.24 -0.87 24.52 0| 0 0 0 14000 65.02 -0.94 25.41 0| 0 0 0 16000 Total 0| 0 177 0 Indicative a-t-m Vol 33.82 Underlying Price 95.800 Time to expiry: 751 Days Sep 12 1.96 -0.03 72.66 0| 0 0 0 2400 2.70 -0.05 63.88 0| 0 0 0 3200 3.53 -0.07 57.08 0| 0 0 0 4000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.51 -0.10 51.14 0| 0 0 0 4800 6.32 -0.15 44.00 0| 0 0 0 6000 7.84 -0.18 44.34 0| 0 0 0 6400 9.97 -0.23 41.51 0| 0 0 0 7200 11.72 -0.28 36.98 0| 0 0 0 8000 13.78 -0.33 34.99 0| 0 0 0 8600 18.75 -0.42 33.79 0| 0 0 0 9600 33.20 -0.64 30.18 0| 0 0 0 12000 66.29 -0.87 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.90 Underlying Price 95.800 Time to expiry: 926 Days Mar 13 2.86 -0.04 73.28 0| 0 0 0 2400 3.09 -0.05 60.17 0| 0 0 0 3200 3.85 -0.08 53.00 0| 0 0 0 4000 5.82 -0.11 51.28 0| 0 0 0 4800 8.35 -0.16 45.63 0| 0 0 0 6000 13.34 -0.29 36.89 0| 0 0 0 8000 15.92 -0.35 33.78 0| 0 0 0 8800 19.99 -0.41 32.88 0| 0 0 0 9600 34.22 -0.61 29.55 0| 0 0 0 12000 66.79 -0.83 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.81 Underlying Price 95.800 Time to expiry: 1115 Days Sep 13 3.81 -0.04 73.85 0| 0 0 0 2400 4.70 -0.06 63.53 0| 0 0 0 3200 5.83 -0.09 56.83 0| 0 0 0 4000 6.85 -0.11 50.12 0| 0 0 0 4800 9.77 -0.17 45.22 0| 0 0 0 6000 14.85 -0.29 36.46 0| 0 0 0 8000 35.78 -0.59 29.75 0| 0 0 0 12000 67.38 -0.80 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.28 Underlying Price 95.800 Time to expiry: 1297 Days Mar 14 5.51 -0.07 63.10 0| 0 0 0 3200 6.60 -0.09 55.65 0| 0 0 0 4000 7.72 -0.12 49.48 0| 0 0 0 4800 10.75 -0.17 44.60 0| 0 0 0 6000 15.99 -0.28 36.12 0| 0 0 0 8000 36.19 -0.57 28.92 0| 0 0 0 12000 67.55 -0.77 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.46 Underlying Price 95.800 Time to expiry: 1479 Days Sep 14 7.42 -0.09 55.13 0| 0 0 0 4000 8.56 -0.12 49.10 0| 0 0 0 4800 11.55 -0.17 43.91 0| 0 0 0 6000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.15 -0.28 36.00 0| 0 0 0 8000 37.58 -0.55 29.56 0| 0 0 0 12000 67.66 -0.75 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.50 Underlying Price 95.800 Time to expiry: 1661 Days Mar 15 9.65 -0.12 49.52 0| 0 0 0 4800 12.58 -0.17 44.03 0| 0 0 0 6000 17.97 -0.28 35.80 0| 0 0 0 8000 38.44 -0.53 29.97 0| 0 0 0 12000 67.83 -0.72 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 150 38,201 0 Grand Total 0| 300 121,263 -103 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.56 Underlying Price 117.820 Time to expiry: 16 Days Sep 10 29.84 1.00 35.00 0| 0 0 0 8800 25.84 1.00 31.19 0| 0 0 0 9200 21.84 1.00 29.79 0| 0 0 0 9600 17.85 1.00 28.19 0| 0 0 0 10000 12.89 0.98 26.67 0| 0 0 0 10500 8.15 0.90 25.34 0| 0 0 0 11000 4.10 0.69 24.08 0| 0 0 0 11500 1.45 0.37 23.16 0| 0 0 0 12000 0.32 0.12 22.48 0| 0 0 0 12500 0.05 0.02 22.39 0| 0 0 0 13000 0.01 0.00 25.79 0| 0 0 0 14000 0.01 0.00 31.46 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 26.01 Underlying Price 117.820 Time to expiry: 44 Days Oct 10 26.10 0.97 40.00 0| 0 0 0 9200 22.05 0.97 32.62 0| 0 0 0 9600 18.21 0.94 30.74 0| 0 0 0 10000 13.62 0.88 29.10 0| 0 0 0 10500 9.46 0.78 27.82 0| 0 0 0 11000 5.96 0.62 26.73 0| 0 0 0 11500 3.26 0.44 25.45 0| 0 0 0 12000 1.61 0.27 24.97 0| 0 0 0 12500 0.68 0.14 24.54 0| 0 0 0 13000 0.17 0.04 27.31 0| 0 0 0 14000 0.07 0.01 31.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 26.35 Underlying Price 117.820 Time to expiry: 79 Days Nov 10 26.55 0.94 36.73 0| 0 0 0 9200 22.83 0.91 35.00 0| 0 0 0 9600 19.08 0.88 32.02 0| 0 0 0 10000 10.84 0.72 28.28 0| 0 0 0 11000 7.45 0.61 26.90 0| 0 0 0 11500 4.81 0.47 25.92 0| 0 0 0 12000 2.89 0.33 25.21 0| 0 0 0 12500 1.65 0.22 24.95 0| 0 0 0 13000 0.55 0.09 25.90 0| 0 0 0 14000 0.33 0.05 30.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 26.80 Underlying Price 117.820 Time to expiry: 107 Days Dec 10 38.70 0.95 47.00 0| 0 0 0 8000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 30.78 0.94 38.34 0| 0 0 0 8800 23.42 0.88 34.56 0| 0 0 0 9600 19.94 0.85 33.04 0| 0 0 0 10000 11.84 0.70 28.65 0| 0 0 0 11000 5.88 0.48 26.29 0| 0 0 0 12000 2.44 0.26 25.27 0| 0 0 0 13000 0.85 0.12 24.77 0| 0 0 0 14000 0.14 0.02 26.82 0| 0 0 0 16000 0.03 0.01 29.94 0| 0 0 0 18000 0.03 0.00 36.00 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.85 Underlying Price 117.820 Time to expiry: 198 Days Mar 11 39.33 0.93 39.00 0| 0 0 0 8000 31.62 0.91 33.24 0| 0 0 0 8800 24.70 0.85 31.11 0| 0 0 0 9600 21.40 0.81 29.97 0| 0 0 0 10000 14.23 0.68 28.23 0| 0 0 0 11000 8.49 0.51 26.46 0| 0 0 0 12000 4.50 0.34 25.08 0| 0 0 0 13000 2.20 0.20 24.44 0| 0 0 0 14000 0.48 0.06 24.38 0| 0 0 0 16000 0.21 0.02 27.45 0| 0 0 0 18000 0.07 0.01 28.59 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 27.97 Underlying Price 117.820 Time to expiry: 289 Days Jun 11 59.07 0.97 49.00 0| 0 0 0 6000 40.19 0.92 37.90 0| 0 0 0 8000 33.14 0.87 35.16 0| 0 0 0 8800 26.48 0.82 32.76 0| 0 0 0 9600 23.07 0.78 30.67 0| 0 0 0 10000 16.10 0.67 28.81 0| 0 0 0 11000 10.73 0.53 27.74 0| 0 0 0 12000 6.70 0.39 26.78 0| 0 0 0 13000 3.77 0.26 25.60 0| 0 0 0 14000 1.23 0.11 25.43 0| 0 0 0 16000 0.34 0.04 25.09 0| 0 0 0 18000 0.15 0.02 26.57 0| 0 0 0 20000 0.05 0.01 30.00 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 28.16 Underlying Price 117.820 Time to expiry: 471 Days Dec 11 59.10 0.97 41.46 0| 0 0 0 6000 40.41 0.91 32.57 0| 0 0 0 8000 13.69 0.54 27.91 0| 0 0 0 12000 2.97 0.18 25.75 0| 0 0 0 16000 0.27 0.02 28.89 0| 0 0 0 24000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 30.01 Underlying Price 117.820 Time to expiry: 653 Days Jun 12 59.33 0.96 38.80 0| 0 0 0 6000 42.34 0.87 35.20 0| 0 0 0 8000 17.14 0.57 29.71 0| 0 0 0 12000 5.26 0.25 27.24 0| 0 0 0 16000 0.39 0.03 26.04 0| 0 0 0 24000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 24.57 Underlying Price 117.820 Time to expiry: 16 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 0.01 0.00 35.69 0| 0 0 0 9600 0.03 -0.01 33.92 0| 0 0 0 10000 0.12 -0.04 30.75 0| 0 0 0 10500 0.39 -0.11 27.04 0| 0 0 0 11000 1.34 -0.32 25.05 0| 0 0 0 11500 3.71 -0.63 24.19 0| 0 0 0 12000 7.55 -0.87 23.75 0| 0 0 0 12500 12.22 -0.97 23.35 0| 0 0 0 13000 22.18 -1.00 26.13 0| 0 0 0 14000 32.18 -1.00 32.43 0| 0 0 0 15000 42.18 -1.00 38.39 0| 0 0 0 16000 62.18 -1.00 51.30 0| 0 0 0 18000 Total 0| 0 0 0 Indicative a-t-m Vol 23.18 Underlying Price 117.820 Time to expiry: 44 Days Oct 10 0.06 -0.01 32.50 0| 0 0 0 9200 0.10 -0.02 29.55 0| 0 0 0 9600 0.18 -0.04 27.16 0| 0 0 0 10000 0.46 -0.09 25.47 0| 0 0 0 10500 1.17 -0.20 24.60 0| 0 0 0 11000 2.59 -0.37 23.67 0| 0 0 0 11500 4.94 -0.57 22.80 0| 0 0 0 12000 8.29 -0.77 21.75 0| 0 0 0 12500 12.57 -0.89 21.81 0| 0 0 0 13000 22.21 -0.98 23.48 0| 0 0 0 14000 32.24 -0.98 32.94 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 24.10 Underlying Price 117.820 Time to expiry: 79 Days Nov 10 0.27 -0.04 31.01 0| 0 0 0 9200 0.46 -0.06 29.85 0| 0 0 0 9600 0.72 -0.09 28.19 0| 0 0 0 10000 2.37 -0.26 25.70 0| 0 0 0 11000 3.96 -0.39 24.50 0| 0 0 0 11500 6.35 -0.54 23.79 0| 0 0 0 12000 9.46 -0.69 23.00 0| 0 0 0 12500 13.28 -0.81 22.44 0| 0 0 0 13000 22.37 -0.95 22.86 0| 0 0 0 14000 32.33 -0.96 29.02 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 25.02 Underlying Price 117.820 Time to expiry: 107 Days Dec 10 0.23 -0.02 38.09 0| 0 0 0 8000 0.36 -0.04 32.52 0| 0 0 0 8800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 62 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.85 -0.09 30.09 0| 0 0 0 9600 1.28 -0.13 29.01 0| 0 0 0 10000 3.31 -0.29 26.58 0| 0 0 0 11000 7.35 -0.52 24.58 0| 0 0 0 12000 13.87 -0.77 22.94 0| 0 0 0 13000 22.53 -0.92 22.36 0| 0 0 0 14000 42.23 -0.98 28.56 0| 0 0 0 16000 62.18 -1.00 31.00 0| 0 0 0 18000 82.18 -1.00 32.53 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.27 Underlying Price 117.820 Time to expiry: 198 Days Mar 11 0.65 -0.05 34.39 0| 0 0 0 8000 1.36 -0.09 33.28 0| 0 0 0 8800 2.38 -0.15 31.07 0| 0 0 0 9600 3.08 -0.19 30.01 0| 0 0 0 10000 5.66 -0.32 27.58 0| 0 0 0 11000 9.91 -0.49 25.90 0| 0 0 0 12000 15.95 -0.67 24.58 0| 0 0 0 13000 23.66 -0.82 23.68 0| 0 0 0 14000 42.47 -0.94 26.49 0| 0 0 0 16000 62.19 -0.99 29.03 0| 0 0 0 18000 82.18 -1.00 30.26 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.53 Underlying Price 117.820 Time to expiry: 289 Days Jun 11 0.44 -0.02 41.64 0| 0 0 0 6000 1.62 -0.09 35.04 0| 0 0 0 8000 2.62 -0.13 32.88 0| 0 0 0 8800 4.10 -0.20 31.03 0| 0 0 0 9600 5.03 -0.24 30.10 0| 0 0 0 10000 8.17 -0.36 28.14 0| 0 0 0 11000 12.57 -0.50 26.08 0| 0 0 0 12000 18.72 -0.64 25.06 0| 0 0 0 13000 26.11 -0.77 24.13 0| 0 0 0 14000 43.78 -0.92 23.79 0| 0 0 0 16000 62.98 -0.97 23.84 0| 0 0 0 18000 82.93 -0.97 30.29 0| 0 0 0 20000 122.26 -1.00 26.22 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 27.74 Underlying Price 117.820 Time to expiry: 471 Days Dec 11 0.98 -0.04 38.61 0| 0 0 0 6000 2.78 -0.11 32.87 0| 0 0 0 8000 15.92 -0.47 27.44 0| 0 0 0 12000 45.09 -0.84 25.00 0| 0 0 0 16000 122.36 -0.97 31.38 0| 0 0 0 24000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 27.98 Underlying Price 117.820 Time to expiry: 653 Days Jun 12 1.91 -0.06 38.30 0| 0 0 0 6000 4.83 -0.15 33.74 0| 0 0 0 8000 18.97 -0.46 27.65 0| 0 0 0 12000 47.44 -0.77 26.14 0| 0 0 0 16000 122.77 -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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 32.09 Underlying Price 22.150 Time to expiry: 16 Days Sep 10 10.15 1.00 56.00 0| 0 0 0 1200 8.15 1.00 53.61 0| 0 0 0 1400 6.15 1.00 47.42 0| 0 0 0 1600 5.15 1.00 44.02 0| 0 0 0 1700 4.16 1.00 40.70 0| 0 0 0 1800 3.16 0.98 37.61 0| 0 0 0 1900 2.68 0.97 36.17 0| 0 0 0 1950 2.20 0.94 34.82 0| 0 0 0 2000 1.75 0.88 34.47 0| 0 0 0 2050 1.34 0.79 34.33 0| 0 0 0 2100 0.95 0.69 32.68 0| 0 0 0 2150 0.65 0.56 32.38 0| 0 0 0 2200 0.40 0.41 31.40 0| 0 0 0 2250 0.22 0.28 30.29 0| 0 0 0 2300 0.10 0.16 28.66 0| 0 0 0 2350 0.04 0.08 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 35.17 Underlying Price 22.150 Time to expiry: 44 Days Oct 10 5.16 0.99 48.00 0| 0 0 0 1700 4.18 0.97 44.63 0| 0 0 0 1800 3.23 0.92 41.89 0| 0 0 0 1900 2.33 0.84 38.95 0| 0 0 0 2000 1.92 0.77 37.74 0| 0 0 0 2050 1.54 0.70 36.28 0| 0 0 0 2100 1.23 0.61 35.82 0| 0 0 0 2150 0.96 0.52 35.42 0| 0 0 0 2200 0.72 0.43 34.58 0| 0 0 0 2250 0.48 0.33 32.08 0| 0 0 0 2300 0.33 0.25 30.91 0| 0 0 0 2350 0.24 0.19 31.23 0| 0 0 0 2400 0.03 0.03 27.36 0| 0 0 0 2600 0.01 0.01 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 34.59 Underlying Price 22.150 Time to expiry: 79 Days Nov 10 4.25 0.92 44.14 0| 0 0 0 1800 3.36 0.85 41.55 0| 0 0 0 1900 2.55 0.75 38.97 0| 0 0 0 2000 2.20 0.69 38.24 0| 0 0 0 2050 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 65 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.89 0.63 37.88 0| 0 0 0 2100 1.54 0.57 35.73 0| 0 0 0 2150 1.28 0.50 35.01 0| 0 0 0 2200 1.02 0.44 33.61 0| 0 0 0 2250 0.79 0.38 32.48 0| 0 0 0 2300 0.46 0.26 30.59 0| 0 0 0 2400 0.12 0.09 28.01 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 34.40 Underlying Price 22.150 Time to expiry: 107 Days Dec 10 10.15 1.00 57.00 0| 0 0 0 1200 8.16 1.00 54.16 0| 0 0 0 1400 6.19 0.97 48.93 0| 0 0 0 1600 4.34 0.87 43.75 0| 0 0 0 1800 3.50 0.79 41.27 0| 0 0 0 1900 2.74 0.70 38.98 0| 0 0 0 2000 2.11 0.61 37.52 0| 0 0 0 2100 1.50 0.51 34.68 0| 0 0 0 2200 1.02 0.41 32.80 0| 0 0 0 2300 0.64 0.30 30.78 0| 0 0 0 2400 0.05 0.04 25.83 0| 0 0 0 2800 0.03 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 34.92 Underlying Price 22.150 Time to expiry: 198 Days Mar 11 10.15 1.00 53.00 0| 0 0 0 1200 8.20 0.96 50.40 0| 0 0 0 1400 6.41 0.87 46.96 0| 0 0 0 1600 4.80 0.78 43.15 0| 0 0 0 1800 4.06 0.73 41.12 0| 0 0 0 1900 3.36 0.67 38.97 0| 0 0 0 2000 2.73 0.61 37.22 0| 0 0 0 2100 2.14 0.54 35.20 0| 0 0 0 2200 1.62 0.46 33.35 0| 0 0 0 2300 1.18 0.38 31.52 0| 0 0 0 2400 0.26 0.13 27.56 0| 0 0 0 2800 0.05 0.03 26.98 0| 0 0 0 3200 0.02 0.02 30.02 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 33.88 Underlying Price 22.150 Time to expiry: 289 Days Jun 11 10.17 0.99 50.00 0| 0 0 0 1200 8.34 0.91 47.71 0| 0 0 0 1400 6.65 0.84 43.80 0| 0 0 0 1600 5.11 0.76 40.26 0| 0 0 0 1800 4.40 0.72 38.71 0| 0 0 0 1900 3.71 0.67 36.85 0| 0 0 0 2000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 66 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.16 0.61 36.11 0| 0 0 0 2100 2.54 0.55 34.05 0| 0 0 0 2200 2.05 0.49 32.91 0| 0 0 0 2300 1.57 0.42 31.10 0| 0 0 0 2400 0.49 0.19 27.50 0| 0 0 0 2800 0.08 0.05 23.91 0| 0 0 0 3200 0.03 0.02 25.00 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 34.75 Underlying Price 22.150 Time to expiry: 471 Days Dec 11 10.40 0.92 52.81 0| 0 0 0 1200 7.21 0.82 45.69 0| 0 0 0 1600 5.75 0.75 42.07 0| 0 0 0 1800 4.32 0.67 37.60 0| 0 0 0 2000 3.18 0.57 34.92 0| 0 0 0 2200 2.23 0.47 32.60 0| 0 0 0 2400 0.34 0.12 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 34.36 Underlying Price 22.150 Time to expiry: 653 Days Jun 12 10.47 0.91 48.05 0| 0 0 0 1200 7.42 0.80 42.25 0| 0 0 0 1600 4.78 0.66 36.68 0| 0 0 0 2000 3.71 0.58 34.56 0| 0 0 0 2200 2.69 0.49 31.82 0| 0 0 0 2400 0.63 0.18 26.87 0| 0 0 0 3200 0.08 0.04 23.63 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.38 Underlying Price 22.150 Time to expiry: 16 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 0.00 51.76 0| 0 0 0 1600 0.01 -0.01 49.94 0| 0 0 0 1700 0.03 -0.03 46.91 0| 0 0 0 1800 0.07 -0.08 43.93 0| 0 0 0 1900 0.11 -0.11 41.83 0| 0 0 0 1950 0.19 -0.17 41.20 0| 0 0 0 2000 0.27 -0.24 38.54 0| 0 0 0 2050 0.38 -0.33 35.75 0| 0 0 0 2100 0.58 -0.45 34.99 0| 0 0 0 2150 0.82 -0.57 33.64 0| 0 0 0 2200 1.14 -0.69 32.78 0| 0 0 0 2250 1.50 -0.80 31.60 0| 0 0 0 2300 1.91 -0.89 29.62 0| 0 0 0 2350 2.37 -0.95 27.90 0| 0 0 0 2400 4.35 -1.00 25.48 0| 0 0 0 2600 6.34 -1.00 26.22 0| 0 0 0 2800 8.34 -1.00 26.92 0| 0 0 0 3000 10.34 -1.00 30.23 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 34.98 Underlying Price 22.150 Time to expiry: 44 Days Oct 10 0.13 -0.07 49.89 0| 0 0 0 1700 0.21 -0.11 46.80 0| 0 0 0 1800 0.33 -0.17 43.14 0| 0 0 0 1900 0.55 -0.27 41.12 0| 0 0 0 2000 0.64 -0.32 38.34 0| 0 0 0 2050 0.80 -0.38 36.71 0| 0 0 0 2100 1.01 -0.45 35.99 0| 0 0 0 2150 1.26 -0.52 35.32 0| 0 0 0 2200 1.53 -0.60 34.19 0| 0 0 0 2250 1.84 -0.68 33.07 0| 0 0 0 2300 2.14 -0.76 30.28 0| 0 0 0 2350 2.57 -0.81 31.05 0| 0 0 0 2400 4.37 -0.97 28.17 0| 0 0 0 2600 6.35 -0.99 31.58 0| 0 0 0 2800 8.35 -0.99 38.92 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 34.70 Underlying Price 22.150 Time to expiry: 79 Days Nov 10 0.42 -0.16 44.52 0| 0 0 0 1800 0.58 -0.22 41.45 0| 0 0 0 1900 0.86 -0.30 40.12 0| 0 0 0 2000 1.00 -0.34 38.62 0| 0 0 0 2050 1.18 -0.39 37.61 0| 0 0 0 2100 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 68 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.38 -0.45 36.39 0| 0 0 0 2150 1.59 -0.50 35.03 0| 0 0 0 2200 1.85 -0.56 33.94 0| 0 0 0 2250 2.13 -0.62 32.95 0| 0 0 0 2300 2.77 -0.74 30.29 0| 0 0 0 2400 4.41 -0.93 25.77 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 34.51 Underlying Price 22.150 Time to expiry: 107 Days Dec 10 0.05 -0.02 56.84 0| 0 0 0 1200 0.15 -0.05 53.49 0| 0 0 0 1400 0.31 -0.10 48.77 0| 0 0 0 1600 0.59 -0.18 44.24 0| 0 0 0 1800 0.80 -0.24 41.91 0| 0 0 0 1900 1.05 -0.31 39.32 0| 0 0 0 2000 1.38 -0.40 36.93 0| 0 0 0 2100 1.80 -0.49 34.80 0| 0 0 0 2200 2.32 -0.59 32.86 0| 0 0 0 2300 2.90 -0.71 29.68 0| 0 0 0 2400 6.39 -0.95 28.35 0| 0 0 0 2800 10.36 -0.98 35.63 0| 0 0 0 3200 14.34 -1.00 33.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 35.02 Underlying Price 22.150 Time to expiry: 198 Days Mar 11 0.19 -0.04 53.86 0| 0 0 0 1200 0.41 -0.09 51.87 0| 0 0 0 1400 0.66 -0.14 47.02 0| 0 0 0 1600 1.06 -0.22 43.14 0| 0 0 0 1800 1.29 -0.27 40.71 0| 0 0 0 1900 1.59 -0.33 38.64 0| 0 0 0 2000 1.98 -0.40 37.29 0| 0 0 0 2100 2.39 -0.47 35.30 0| 0 0 0 2200 2.87 -0.54 33.41 0| 0 0 0 2300 3.43 -0.62 31.65 0| 0 0 0 2400 6.55 -0.87 28.61 0| 0 0 0 2800 10.37 -0.97 29.65 0| 0 0 0 3200 14.35 -0.99 33.38 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 33.20 Underlying Price 22.150 Time to expiry: 289 Days Jun 11 0.33 -0.06 51.71 0| 0 0 0 1200 0.58 -0.11 48.50 0| 0 0 0 1400 0.93 -0.16 45.14 0| 0 0 0 1600 1.36 -0.24 41.05 0| 0 0 0 1800 1.62 -0.28 39.12 0| 0 0 0 1900 1.93 -0.33 37.35 0| 0 0 0 2000 2.31 -0.39 35.79 0| 0 0 0 2100 2.67 -0.45 33.40 0| 0 0 0 2200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 69 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.16 -0.52 32.09 0| 0 0 0 2300 3.72 -0.59 30.72 0| 0 0 0 2400 6.59 -0.85 25.83 0| 0 0 0 2800 10.42 -0.94 28.98 0| 0 0 0 3200 14.35 -0.98 31.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 33.42 Underlying Price 22.150 Time to expiry: 471 Days Dec 11 0.78 -0.10 51.65 0| 0 0 0 1200 1.58 -0.20 44.13 0| 0 0 0 1600 2.05 -0.27 39.68 0| 0 0 0 1800 2.75 -0.36 36.75 0| 0 0 0 2000 3.57 -0.46 33.55 0| 0 0 0 2200 4.69 -0.56 31.88 0| 0 0 0 2400 10.82 -0.89 26.05 0| 0 0 0 3200 18.44 -0.99 22.09 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 33.23 Underlying Price 22.150 Time to expiry: 653 Days Jun 12 1.00 -0.11 48.49 0| 0 0 0 1200 1.94 -0.21 42.41 0| 0 0 0 1600 3.17 -0.35 35.75 0| 0 0 0 2000 4.04 -0.44 33.37 0| 0 0 0 2200 5.11 -0.53 31.52 0| 0 0 0 2400 11.07 -0.83 27.39 0| 0 0 0 3200 18.49 -0.96 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 35.18 Underlying Price 51.000 Time to expiry: 16 Days Sep 10 19.01 1.00 44.41 0| 0 0 0 3200 15.01 1.00 43.51 0| 0 0 0 3600 13.01 1.00 42.21 0| 0 0 0 3800 11.01 1.00 40.95 0| 0 0 0 4000 9.02 0.99 39.75 0| 0 0 0 4200 7.05 0.97 38.61 0| 0 0 0 4400 6.09 0.95 38.07 0| 0 0 0 4500 5.15 0.92 37.56 0| 0 0 0 4600 4.27 0.87 37.06 0| 0 0 0 4700 3.43 0.80 36.59 0| 0 0 0 4800 2.68 0.72 36.15 0| 0 0 0 4900 2.02 0.62 35.59 0| 0 0 0 5000 1.01 0.41 34.78 0| 0 6 0 5200 0.42 0.22 34.12 0| 0 0 0 5400 0.15 0.09 34.13 0| 0 0 0 5600 0.04 0.02 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 37.64 Underlying Price 51.000 Time to expiry: 44 Days Oct 10 11.06 0.98 46.03 0| 0 0 0 4000 9.14 0.94 44.50 0| 0 0 0 4200 7.30 0.89 42.49 0| 0 0 0 4400 6.43 0.85 41.55 0| 0 0 0 4500 5.60 0.81 40.66 0| 0 0 0 4600 4.83 0.75 39.96 0| 0 0 0 4700 4.12 0.69 39.41 0| 0 0 0 4800 3.47 0.63 38.83 0| 0 0 0 4900 2.89 0.56 38.20 0| 0 0 0 5000 1.92 0.43 37.08 0| 0 0 0 5200 1.20 0.31 36.06 0| 0 0 0 5400 0.67 0.21 34.49 0| 0 0 0 5600 0.23 0.08 34.90 0| 0 0 0 6000 0.07 0.03 35.69 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 39.05 Underlying Price 51.000 Time to expiry: 79 Days Nov 10 11.29 0.92 46.96 0| 0 0 0 4000 9.56 0.86 45.95 0| 0 0 0 4200 7.93 0.79 44.44 0| 0 0 0 4400 6.44 0.72 42.88 0| 0 0 0 4600 5.76 0.68 42.24 0| 0 0 0 4700 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.10 0.64 41.30 0| 0 0 0 4800 4.48 0.60 40.49 0| 0 0 0 4900 3.92 0.55 39.83 0| 0 0 0 5000 2.89 0.47 38.27 0| 0 0 0 5200 1.44 0.29 36.04 0| 0 0 0 5600 0.65 0.16 34.80 0| 0 0 0 6000 0.26 0.08 33.95 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 38.93 Underlying Price 51.000 Time to expiry: 107 Days Dec 10 19.02 0.99 51.51 0| 0 0 0 3200 15.13 0.96 48.76 0| 0 0 0 3600 11.55 0.87 46.39 0| 0 0 0 4000 9.92 0.82 45.19 0| 0 0 0 4200 8.41 0.76 44.09 0| 0 0 0 4400 7.03 0.70 43.09 0| 0 0 0 4600 5.71 0.63 41.47 0| 0 0 0 4800 3.48 0.48 38.09 0| 0 0 0 5200 2.00 0.33 36.54 0| 0 0 0 5600 0.52 0.12 34.62 0| 0 0 0 6400 0.11 0.03 33.79 0| 0 0 0 7200 0.04 0.01 36.80 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.85 Underlying Price 51.000 Time to expiry: 198 Days Mar 11 19.31 0.93 51.15 0| 0 0 0 3200 15.84 0.87 48.06 0| 0 0 0 3600 12.70 0.81 45.93 0| 0 0 0 4000 11.25 0.77 45.01 0| 0 0 0 4200 9.86 0.72 43.95 0| 0 0 0 4400 8.57 0.68 42.74 0| 0 0 0 4600 7.34 0.63 41.52 0| 0 0 0 4800 5.21 0.52 39.29 0| 0 0 0 5200 3.53 0.41 37.59 0| 0 0 0 5600 1.45 0.22 35.17 0| 0 0 0 6400 0.55 0.10 34.20 0| 0 0 0 7200 0.21 0.04 34.10 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.82 Underlying Price 51.000 Time to expiry: 289 Days Jun 11 19.86 0.90 49.02 0| 0 0 0 3200 16.70 0.85 47.57 0| 0 0 0 3600 13.77 0.79 45.75 0| 0 0 0 4000 12.39 0.75 44.74 0| 0 0 0 4200 11.13 0.71 44.09 0| 0 0 0 4400 9.81 0.67 42.64 0| 0 0 0 4600 8.65 0.63 41.62 0| 0 0 0 4800 6.47 0.54 39.22 0| 0 0 0 5200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.68 0.45 37.21 0| 0 0 0 5600 3.43 0.36 36.53 0| 0 0 0 6000 2.45 0.29 35.87 0| 0 0 0 6400 1.10 0.16 34.00 0| 0 0 0 7200 0.65 0.10 35.32 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.09 Underlying Price 51.000 Time to expiry: 471 Days Dec 11 21.14 0.87 50.99 0| 0 0 0 3200 15.42 0.77 46.69 0| 0 0 0 4000 12.82 0.71 44.16 0| 0 0 0 4400 10.54 0.64 42.30 0| 0 0 0 4800 6.77 0.50 39.08 0| 0 0 0 5600 5.33 0.43 37.95 0| 0 0 0 6000 1.42 0.16 34.53 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.94 Underlying Price 51.000 Time to expiry: 653 Days Jun 12 21.74 0.86 47.48 0| 0 0 0 3200 16.40 0.76 44.19 0| 0 0 0 4000 13.91 0.71 42.14 0| 0 0 0 4400 11.86 0.65 40.97 0| 0 0 0 4800 8.17 0.53 38.21 0| 0 0 0 5600 6.69 0.47 37.13 0| 0 0 0 6000 2.40 0.22 34.36 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 6 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.38 Underlying Price 51.000 Time to expiry: 16 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 0.00 44.36 0| 0 0 0 3800 0.01 -0.01 42.92 0| 0 0 0 4000 0.03 -0.02 41.51 0| 0 0 0 4200 0.10 -0.05 39.73 0| 0 0 0 4400 0.17 -0.08 38.66 0| 0 0 0 4500 0.27 -0.13 37.77 0| 0 0 0 4600 0.42 -0.18 36.64 0| 0 0 0 4700 0.63 -0.26 35.92 0| 0 0 0 4800 0.94 -0.35 35.27 0| 0 0 0 4900 1.33 -0.45 34.32 0| 0 0 0 5000 2.43 -0.67 32.43 0| 0 0 0 5200 3.97 -0.84 31.94 0| 0 0 0 5400 5.77 -0.94 31.35 0| 0 0 0 5600 9.69 -1.00 31.15 0| 0 0 0 6000 13.69 -1.00 31.44 0| 0 0 0 6400 17.69 -1.00 31.73 0| 0 0 0 6800 21.69 -1.00 33.47 0| 0 0 0 7200 29.68 -1.00 34.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 35.81 Underlying Price 51.000 Time to expiry: 44 Days Oct 10 0.26 -0.07 46.32 0| 0 0 0 4000 0.41 -0.10 43.58 0| 0 0 0 4200 0.65 -0.16 41.25 0| 0 0 0 4400 0.83 -0.19 40.51 0| 0 0 0 4500 1.05 -0.24 39.82 0| 0 0 0 4600 1.33 -0.29 39.16 0| 0 0 0 4700 1.64 -0.34 38.35 0| 0 0 0 4800 1.98 -0.39 37.37 0| 0 0 0 4900 2.41 -0.45 36.65 0| 0 0 0 5000 3.43 -0.58 34.98 0| 0 0 0 5200 4.73 -0.70 33.99 0| 0 0 0 5400 6.27 -0.81 33.16 0| 0 0 0 5600 9.83 -0.94 31.95 0| 0 0 0 6000 13.71 -0.99 31.19 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 35.29 Underlying Price 51.000 Time to expiry: 79 Days Nov 10 0.55 -0.10 42.70 0| 0 0 0 4000 0.86 -0.15 41.92 0| 0 0 0 4200 1.19 -0.21 39.61 0| 0 0 0 4400 1.78 -0.28 39.37 0| 0 0 0 4600 2.06 -0.32 38.54 0| 0 0 0 4700 2.46 -0.36 38.30 0| 0 0 0 4800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.81 -0.40 37.19 0| 0 0 0 4900 3.22 -0.45 36.37 0| 0 0 0 5000 4.14 -0.55 34.20 0| 0 0 0 5200 6.77 -0.74 32.23 0| 0 0 0 5600 10.05 -0.88 30.52 0| 0 0 0 6000 13.79 -0.95 30.24 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 36.70 Underlying Price 51.000 Time to expiry: 107 Days Dec 10 0.23 -0.04 51.13 0| 0 0 0 3200 0.45 -0.07 46.32 0| 0 0 0 3600 0.91 -0.14 43.39 0| 0 0 0 4000 1.28 -0.18 42.33 0| 0 0 0 4200 1.73 -0.23 41.11 0| 0 0 0 4400 2.20 -0.29 38.68 0| 0 0 0 4600 3.03 -0.37 38.78 0| 0 0 0 4800 4.83 -0.52 36.01 0| 0 0 0 5200 7.27 -0.69 33.57 0| 0 0 0 5600 13.96 -0.91 31.56 0| 0 0 0 6400 21.76 -0.97 35.23 0| 0 0 0 7200 29.74 -0.98 42.51 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.30 Underlying Price 51.000 Time to expiry: 198 Days Mar 11 0.60 -0.07 46.90 0| 0 0 0 3200 1.11 -0.12 45.04 0| 0 0 0 3600 1.89 -0.18 42.91 0| 0 0 0 4000 2.36 -0.22 41.71 0| 0 0 0 4200 2.95 -0.27 40.68 0| 0 0 0 4400 3.64 -0.32 39.70 0| 0 0 0 4600 4.32 -0.37 38.11 0| 0 0 0 4800 6.13 -0.49 35.69 0| 0 0 0 5200 8.39 -0.62 33.47 0| 0 0 0 5600 14.60 -0.82 32.31 0| 0 0 0 6400 21.96 -0.92 33.00 0| 0 0 0 7200 29.78 -0.96 35.37 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.03 Underlying Price 51.000 Time to expiry: 289 Days Jun 11 1.16 -0.10 47.30 0| 0 0 0 3200 1.92 -0.15 45.89 0| 0 0 0 3600 2.91 -0.21 44.07 0| 0 0 0 4000 3.51 -0.25 43.06 0| 0 0 0 4200 4.19 -0.29 42.28 0| 0 0 0 4400 4.91 -0.33 41.22 0| 0 0 0 4600 5.77 -0.37 40.46 0| 0 0 0 4800 7.65 -0.46 38.56 0| 0 0 0 5200 9.84 -0.56 36.59 0| 0 0 0 5600 12.68 -0.64 36.45 0| 0 0 0 6000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.68 -0.73 35.60 0| 0 0 0 6400 22.36 -0.86 33.63 0| 0 0 0 7200 29.94 -0.93 34.62 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.32 Underlying Price 51.000 Time to expiry: 471 Days Dec 11 2.16 -0.13 45.95 0| 0 0 0 3200 4.55 -0.24 43.80 0| 0 0 0 4000 5.78 -0.30 40.86 0| 0 0 0 4400 7.49 -0.37 39.33 0| 0 0 0 4800 11.75 -0.52 36.63 0| 0 0 0 5600 14.32 -0.59 35.60 0| 0 0 0 6000 30.36 -0.87 31.52 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.98 Underlying Price 51.000 Time to expiry: 653 Days Jun 12 3.21 -0.15 46.52 0| 0 0 0 3200 5.78 -0.24 43.65 0| 0 0 0 4000 7.38 -0.30 42.31 0| 0 0 0 4400 9.21 -0.36 40.94 0| 0 0 0 4800 13.46 -0.48 38.38 0| 0 0 0 5600 16.03 -0.54 37.68 0| 0 0 0 6000 31.54 -0.78 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.46 Underlying Price 30.625 Time to expiry: 16 Days Sep 10 10.63 1.00 34.03 0| 0 0 0 2000 8.63 1.00 31.58 0| 0 0 0 2200 7.63 1.00 30.18 0| 0 0 0 2300 6.63 1.00 28.49 0| 0 0 0 2400 4.63 1.00 25.73 0| 0 0 0 2600 3.63 1.00 24.29 0| 0 0 0 2700 2.64 0.98 23.01 0| 0 0 0 2800 1.69 0.91 21.80 0| 0 0 0 2900 0.88 0.70 21.25 0| 0 0 0 3000 0.35 0.40 21.58 0| 0 0 0 3100 0.09 0.14 20.66 0| 0 0 0 3200 0.03 0.05 23.20 0| 0 0 0 3300 0.01 0.01 21.50 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 21.91 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 22.19 Underlying Price 30.625 Time to expiry: 44 Days Oct 10 7.63 1.00 31.86 0| 0 0 0 2300 6.63 1.00 29.12 0| 0 0 0 2400 4.63 1.00 25.91 0| 0 0 0 2600 2.65 0.97 23.11 0| 0 0 0 2800 1.71 0.88 22.26 0| 0 0 0 2900 0.96 0.66 22.49 0| 0 0 0 3000 0.44 0.39 22.01 0| 0 0 0 3100 0.17 0.18 21.61 0| 0 0 0 3200 0.06 0.07 21.25 0| 0 0 0 3300 0.04 0.04 23.16 0| 0 0 0 3400 0.01 0.01 23.43 0| 0 0 0 3600 0.01 0.00 24.40 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.06 Underlying Price 30.625 Time to expiry: 79 Days Nov 10 7.63 1.00 33.76 0| 0 0 0 2300 6.63 1.00 31.31 0| 0 0 0 2400 4.64 0.99 27.98 0| 0 0 0 2600 2.69 0.92 25.15 0| 0 0 0 2800 1.83 0.79 24.03 0| 0 0 0 2900 1.14 0.59 23.21 0| 0 0 0 3000 0.68 0.38 22.96 0| 0 0 0 3100 0.38 0.23 22.29 0| 0 0 0 3200 0.10 0.08 21.59 0| 0 0 0 3400 0.02 0.02 20.95 0| 0 0 0 3600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 77 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 20.77 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.34 Underlying Price 30.625 Time to expiry: 107 Days Dec 10 10.63 1.00 39.92 0| 0 0 0 2000 8.63 1.00 35.96 0| 0 0 0 2200 6.63 1.00 33.06 0| 0 0 0 2400 4.64 0.98 29.63 0| 0 0 0 2600 2.77 0.85 26.79 0| 0 0 0 2800 1.30 0.54 23.75 0| 0 0 0 3000 0.54 0.27 22.45 0| 0 0 0 3200 0.20 0.12 21.92 0| 0 0 0 3400 0.06 0.04 21.18 0| 0 0 0 3600 0.01 0.00 20.60 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 23.11 Underlying Price 30.625 Time to expiry: 198 Days Mar 11 10.63 1.00 43.44 0| 0 0 0 2000 8.63 1.00 35.40 0| 0 0 0 2200 6.64 0.99 31.26 0| 0 0 0 2400 4.70 0.92 28.25 0| 0 0 0 2600 3.04 0.71 25.71 0| 0 0 0 2800 1.81 0.50 23.56 0| 0 0 0 3000 0.99 0.34 22.14 0| 0 0 0 3200 0.48 0.20 21.20 0| 0 0 0 3400 0.22 0.11 20.61 0| 0 0 0 3600 0.03 0.02 19.24 0| 0 0 0 4000 0.02 0.01 22.87 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 23.73 Underlying Price 30.625 Time to expiry: 289 Days Jun 11 10.63 1.00 39.87 0| 0 0 0 2000 8.64 0.99 34.95 0| 0 0 0 2200 6.71 0.93 31.26 0| 0 0 0 2400 4.98 0.78 28.75 0| 0 0 0 2600 3.51 0.64 26.24 0| 0 0 0 2800 2.36 0.52 24.39 0| 0 0 0 3000 1.40 0.38 22.28 0| 0 0 0 3200 0.78 0.26 21.05 0| 0 0 0 3400 0.39 0.15 19.88 0| 0 0 0 3600 0.09 0.05 19.33 0| 0 0 0 4000 0.03 0.02 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 23.74 Underlying Price 30.625 Time to expiry: 471 Days Dec 11 10.63 1.00 38.89 0| 0 0 0 2000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.90 0.84 31.50 0| 0 0 0 2400 3.83 0.64 25.50 0| 0 0 0 2800 1.83 0.42 22.83 0| 0 0 0 3200 0.20 0.08 19.30 0| 0 0 0 4000 0.04 0.02 20.73 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.12 Underlying Price 30.625 Time to expiry: 653 Days Jun 12 10.71 0.95 38.00 0| 0 0 0 2000 6.96 0.82 28.80 0| 0 0 0 2400 4.12 0.63 24.71 0| 0 0 0 2800 2.16 0.43 22.29 0| 0 0 0 3200 0.37 0.12 19.12 0| 0 0 0 4000 0.04 0.02 17.72 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 23.28 Underlying Price 30.625 Time to expiry: 16 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 0.00 32.62 0| 0 0 0 2400 0.02 -0.02 28.74 0| 0 0 0 2600 0.05 -0.07 26.47 0| 0 0 0 2700 0.17 -0.19 25.12 0| 0 0 0 2800 0.46 -0.40 24.37 0| 0 0 0 2900 1.00 -0.66 23.72 0| 0 4 0 3000 1.77 -0.86 23.02 0| 0 0 0 3100 2.69 -0.96 22.38 0| 0 0 0 3200 3.67 -1.00 20.80 0| 0 0 0 3300 4.67 -1.00 22.27 0| 0 0 0 3400 6.67 -1.00 22.52 0| 0 0 0 3600 8.67 -1.00 23.03 0| 0 0 0 3800 10.67 -1.00 23.56 0| 0 0 0 4000 14.67 -1.00 25.77 0| 0 0 0 4400 Total 0| 0 4 0 Indicative a-t-m Vol 23.13 Underlying Price 30.625 Time to expiry: 44 Days Oct 10 0.01 -0.01 30.40 0| 0 0 0 2300 0.03 -0.02 29.57 0| 0 0 0 2400 0.13 -0.10 27.44 0| 0 0 0 2600 0.50 -0.29 25.63 0| 0 0 0 2800 0.84 -0.43 24.46 0| 0 0 0 2900 1.35 -0.59 23.73 0| 0 0 0 3000 2.01 -0.74 22.77 0| 0 0 0 3100 2.81 -0.87 21.67 0| 0 0 0 3200 3.73 -0.93 22.11 0| 0 0 0 3300 4.69 -0.98 21.48 0| 0 0 0 3400 6.67 -0.99 24.73 0| 0 0 0 3600 8.67 -1.00 24.92 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.07 Underlying Price 30.625 Time to expiry: 79 Days Nov 10 0.12 -0.06 34.71 0| 0 0 0 2300 0.17 -0.08 32.36 0| 0 0 0 2400 0.38 -0.17 29.08 0| 0 0 0 2600 0.79 -0.32 25.54 0| 0 0 0 2800 1.16 -0.43 24.39 0| 0 0 0 2900 1.64 -0.56 23.58 0| 0 0 0 3000 2.26 -0.68 22.77 0| 0 0 0 3100 2.99 -0.79 22.01 0| 0 0 0 3200 4.74 -0.93 21.19 0| 0 0 0 3400 6.68 -0.98 22.26 0| 0 0 0 3600 8.67 -0.99 24.51 0| 0 0 0 3800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.45 Underlying Price 30.625 Time to expiry: 107 Days Dec 10 0.07 -0.03 39.50 0| 0 0 0 2000 0.15 -0.06 35.92 0| 0 0 0 2200 0.28 -0.11 32.23 0| 0 0 0 2400 0.52 -0.19 28.54 0| 0 0 0 2600 0.97 -0.34 25.14 0| 0 0 0 2800 1.74 -0.55 22.11 0| 0 0 0 3000 3.02 -0.77 20.02 0| 0 0 0 3200 4.76 -0.91 19.91 0| 0 0 0 3400 6.69 -0.97 21.17 0| 0 0 0 3600 10.67 -0.99 26.53 0| 0 0 0 4000 14.67 -0.99 33.72 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 22.33 Underlying Price 30.625 Time to expiry: 198 Days Mar 11 0.26 -0.06 38.28 0| 0 0 0 2000 0.40 -0.10 34.44 0| 0 0 0 2200 0.62 -0.16 31.16 0| 0 0 0 2400 0.94 -0.24 27.84 0| 0 0 0 2600 1.47 -0.36 25.17 0| 0 0 0 2800 2.28 -0.51 22.92 0| 0 0 0 3000 3.43 -0.68 21.05 0| 0 0 0 3200 5.00 -0.82 20.77 0| 0 0 0 3400 6.81 -0.90 21.29 0| 0 0 0 3600 10.67 -0.99 21.52 0| 0 0 0 4000 14.67 -0.99 27.63 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 22.72 Underlying Price 30.625 Time to expiry: 289 Days Jun 11 0.47 -0.09 37.22 0| 0 0 0 2000 0.66 -0.13 33.82 0| 0 0 0 2200 0.93 -0.19 30.78 0| 0 0 0 2400 1.35 -0.26 28.20 0| 0 0 0 2600 1.89 -0.36 25.56 0| 0 0 0 2800 2.69 -0.49 23.38 0| 0 0 0 3000 3.75 -0.64 21.30 0| 0 0 0 3200 5.14 -0.78 19.89 0| 0 0 0 3400 6.89 -0.86 20.26 0| 0 0 0 3600 10.70 -0.96 21.95 0| 0 0 0 4000 14.67 -0.98 25.09 0| 0 0 0 4400 18.65 -1.00 25.70 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.65 Underlying Price 30.625 Time to expiry: 471 Days Dec 11 0.96 -0.14 34.89 0| 0 0 0 2000 1.73 -0.25 29.71 0| 0 0 0 2400 3.03 -0.43 25.50 0| 0 0 0 2800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.20 -0.64 22.69 0| 0 0 0 3200 11.76 -0.92 20.46 0| 0 0 0 4000 19.48 -0.98 20.86 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.32 Underlying Price 30.625 Time to expiry: 653 Days Jun 12 1.16 -0.15 32.39 0| 0 0 0 2000 2.05 -0.26 28.52 0| 0 0 0 2400 3.40 -0.42 24.75 0| 0 0 0 2800 5.56 -0.60 22.58 0| 0 0 0 3200 11.91 -0.88 20.77 0| 0 0 0 4000 19.52 -0.96 22.04 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 4 0 Grand Total 0| 0 4 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 15.24 Underlying Price 28.520 Time to expiry: 16 Days Sep 10 10.52 1.00 36.25 0| 0 0 0 1800 8.52 1.00 31.20 0| 0 0 0 2000 6.52 1.00 27.27 0| 0 0 0 2200 5.52 1.00 25.51 0| 0 0 0 2300 4.52 1.00 23.51 0| 0 0 0 2400 4.02 1.00 22.51 0| 0 0 0 2450 3.52 1.00 21.51 0| 0 0 0 2500 2.53 1.00 19.47 0| 0 0 0 2600 1.54 0.96 17.33 0| 0 0 0 2700 0.64 0.76 15.25 0| 0 0 0 2800 0.13 0.28 15.23 0| 0 0 0 2900 0.01 0.04 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 16.59 Underlying Price 28.520 Time to expiry: 44 Days Oct 10 6.52 1.00 26.98 0| 0 0 0 2200 5.52 1.00 23.56 0| 0 0 0 2300 4.52 1.00 21.86 0| 0 0 0 2400 3.52 1.00 21.06 0| 0 0 0 2500 2.53 0.99 21.00 0| 0 0 0 2600 1.55 0.94 18.57 0| 0 0 0 2700 0.69 0.71 16.94 0| 0 0 0 2800 0.18 0.29 16.27 0| 0 0 0 2900 0.03 0.06 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 17.46 Underlying Price 28.520 Time to expiry: 79 Days Nov 10 6.53 1.00 26.71 0| 0 0 0 2200 5.53 1.00 24.47 0| 0 0 0 2300 4.53 1.00 22.72 0| 0 0 0 2400 2.53 0.98 20.77 0| 0 0 0 2600 1.59 0.89 19.61 0| 0 0 0 2700 0.78 0.64 17.85 0| 0 0 0 2800 0.31 0.30 17.10 0| 0 0 0 2900 0.10 0.11 15.91 0| 0 0 0 3000 0.02 0.02 17.00 0| 0 0 0 3200 0.01 0.01 18.79 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 17.85 Underlying Price 28.520 Time to expiry: 107 Days Dec 10 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 83 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.53 1.00 33.04 0| 0 0 0 1800 8.53 1.00 29.89 0| 0 0 0 2000 6.53 1.00 26.49 0| 0 0 0 2200 5.53 1.00 25.19 0| 0 0 0 2300 4.53 1.00 23.41 0| 0 0 0 2400 2.54 0.97 20.59 0| 0 0 0 2600 0.89 0.58 18.41 0| 0 0 0 2800 0.18 0.15 16.24 0| 0 0 0 3000 0.04 0.04 16.81 0| 0 0 0 3200 0.03 0.02 24.70 0| 0 0 0 3600 0.01 0.00 26.18 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 19.20 Underlying Price 28.520 Time to expiry: 198 Days Mar 11 10.53 1.00 30.73 0| 0 0 0 1800 8.53 1.00 29.41 0| 0 0 0 2000 6.53 1.00 25.03 0| 0 0 0 2200 5.53 1.00 23.73 0| 0 0 0 2300 4.53 1.00 22.53 0| 0 0 0 2400 2.63 0.85 21.13 0| 0 0 0 2600 1.31 0.48 19.77 0| 0 0 0 2800 0.52 0.26 17.59 0| 0 0 0 3000 0.15 0.10 15.94 0| 0 0 0 3200 0.04 0.03 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 19.34 Underlying Price 28.520 Time to expiry: 289 Days Jun 11 12.53 1.00 32.96 0| 0 0 0 1600 10.53 1.00 30.97 0| 0 0 0 1800 8.53 1.00 28.72 0| 0 0 0 2000 6.53 1.00 25.93 0| 0 0 0 2200 4.57 0.94 24.23 0| 0 0 0 2400 2.93 0.68 22.41 0| 0 0 0 2600 1.66 0.49 19.64 0| 0 0 0 2800 0.87 0.32 18.48 0| 0 0 0 3000 0.38 0.18 17.20 0| 0 0 0 3200 0.05 0.04 16.29 0| 0 0 0 3600 0.03 0.02 19.04 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.94 Underlying Price 28.520 Time to expiry: 471 Days Dec 11 12.53 1.00 35.00 0| 0 0 0 1600 8.53 1.00 30.11 0| 0 0 0 2000 4.67 0.84 24.40 0| 0 0 0 2400 2.12 0.51 21.22 0| 0 0 0 2800 0.71 0.25 19.05 0| 0 0 0 3200 0.05 0.03 18.02 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.03 Underlying Price 28.520 Time to expiry: 653 Days Jun 12 12.53 0.96 32.19 0| 0 0 0 1600 8.53 0.88 28.86 0| 0 0 0 2000 4.85 0.74 24.31 0| 0 0 0 2400 2.45 0.51 21.27 0| 0 0 0 2800 1.02 0.29 19.42 0| 0 0 0 3200 0.24 0.08 20.45 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 17.72 Underlying Price 28.520 Time to expiry: 16 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 0.01 -0.01 22.69 0| 0 0 0 2450 0.02 -0.03 21.69 0| 0 0 0 2500 0.08 -0.13 19.69 0| 0 0 0 2600 0.31 -0.41 17.83 0| 0 0 0 2700 0.92 -0.76 17.75 0| 0 0 0 2800 1.80 -0.95 17.70 0| 0 0 0 2900 2.78 -0.99 18.38 0| 0 0 0 3000 4.77 -1.00 19.63 0| 0 0 0 3200 6.77 -1.00 22.08 0| 0 0 0 3400 8.77 -1.00 23.10 0| 0 0 0 3600 12.77 -1.00 29.80 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 18.05 Underlying Price 28.520 Time to expiry: 44 Days Oct 10 0.01 -0.01 26.69 0| 0 0 0 2200 0.03 -0.03 25.70 0| 0 0 0 2300 0.07 -0.06 24.46 0| 0 0 0 2400 0.15 -0.13 22.90 0| 0 0 0 2500 0.32 -0.25 21.19 0| 0 0 0 2600 0.63 -0.44 19.44 0| 0 0 0 2700 1.15 -0.66 18.07 0| 0 0 0 2800 1.91 -0.83 18.04 0| 0 0 0 2900 2.80 -0.95 16.51 0| 0 0 0 3000 4.78 -1.00 18.53 0| 0 0 0 3200 6.77 -1.00 22.34 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.03 Underlying Price 28.520 Time to expiry: 79 Days Nov 10 0.06 -0.04 27.39 0| 0 0 0 2200 0.11 -0.07 25.78 0| 0 0 0 2300 0.19 -0.12 24.17 0| 0 0 0 2400 0.53 -0.30 20.97 0| 0 0 0 2600 0.88 -0.44 19.76 0| 0 0 0 2700 1.37 -0.61 18.47 0| 0 0 0 2800 2.05 -0.77 17.62 0| 0 0 0 2900 2.86 -0.89 16.51 0| 0 0 0 3000 4.79 -0.98 18.01 0| 0 0 0 3200 6.77 -1.00 20.04 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.67 Underlying Price 28.520 Time to expiry: 107 Days Dec 10 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 0.04 -0.02 29.43 0| 0 0 0 2000 0.11 -0.06 26.54 0| 0 0 0 2200 0.17 -0.09 25.19 0| 0 0 0 2300 0.28 -0.14 23.78 0| 0 0 0 2400 0.66 -0.31 20.74 0| 0 0 0 2600 1.52 -0.58 18.79 0| 0 0 0 2800 2.98 -0.82 18.34 0| 0 0 0 3000 4.81 -0.95 18.58 0| 0 0 0 3200 8.77 -0.99 22.55 0| 0 0 0 3600 12.79 -0.98 34.26 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 19.53 Underlying Price 28.520 Time to expiry: 198 Days Mar 11 0.07 -0.03 31.02 0| 0 0 0 1800 0.16 -0.06 29.04 0| 0 0 0 2000 0.31 -0.11 26.31 0| 0 0 0 2200 0.45 -0.15 25.43 0| 0 0 0 2300 0.62 -0.21 24.22 0| 0 0 0 2400 1.13 -0.35 21.90 0| 0 0 0 2600 1.97 -0.54 19.96 0| 0 0 0 2800 3.22 -0.74 18.30 0| 0 0 0 3000 4.84 -0.92 15.98 0| 0 0 0 3200 8.79 -0.98 21.26 0| 0 0 0 3600 12.79 -0.98 28.10 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.05 Underlying Price 28.520 Time to expiry: 289 Days Jun 11 0.06 -0.02 31.71 0| 0 0 0 1600 0.16 -0.05 30.53 0| 0 0 0 1800 0.29 -0.08 28.30 0| 0 0 0 2000 0.53 -0.14 26.28 0| 0 0 0 2200 0.90 -0.23 24.25 0| 0 0 0 2400 1.45 -0.36 22.17 0| 0 0 0 2600 2.30 -0.51 20.46 0| 0 0 0 2800 3.47 -0.69 18.87 0| 0 0 0 3000 5.02 -0.83 18.05 0| 0 0 0 3200 8.79 -0.97 19.28 0| 0 0 0 3600 12.79 -0.97 25.16 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.80 Underlying Price 28.520 Time to expiry: 471 Days Dec 11 0.33 -0.07 32.97 0| 0 0 0 1600 0.81 -0.16 28.41 0| 0 0 0 2000 1.80 -0.33 24.58 0| 0 0 0 2400 3.56 -0.56 21.26 0| 0 0 0 2800 6.22 -0.82 17.69 0| 0 0 0 3200 13.76 -0.95 21.30 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 21.54 Underlying Price 28.520 Time to expiry: 653 Days Jun 12 0.51 -0.08 31.96 0| 0 0 0 1600 1.11 -0.18 27.89 0| 0 0 0 2000 2.20 -0.33 24.62 0| 0 0 0 2400 3.98 -0.53 21.81 0| 0 0 0 2800 6.60 -0.74 19.73 0| 0 0 0 3200 13.83 -0.92 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.10 Underlying Price 16.970 Time to expiry: 16 Days Sep 10 6.97 1.00 62.47 0| 0 0 0 1000 4.97 1.00 47.47 0| 0 0 0 1200 3.97 1.00 42.42 0| 0 0 0 1300 2.98 0.99 37.49 0| 0 0 0 1400 2.00 0.96 34.05 0| 0 0 0 1500 1.37 0.89 31.73 0| 0 0 0 1567 1.08 0.82 30.62 0| 0 0 0 1600 0.71 0.68 29.68 0| 0 0 0 1650 0.40 0.50 28.00 0| 0 0 0 1700 0.18 0.31 26.38 0| 0 0 0 1750 0.07 0.15 25.33 0| 0 0 0 1800 0.02 0.06 24.66 0| 0 0 0 1844 0.01 0.02 24.64 0| 0 60 0 1900 0.01 0.01 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 28.25 Underlying Price 16.970 Time to expiry: 44 Days Oct 10 4.99 0.99 43.88 0| 0 0 0 1200 4.00 0.97 41.00 0| 0 0 0 1300 3.04 0.94 37.18 0| 0 0 0 1400 2.12 0.87 33.82 0| 0 0 0 1500 1.70 0.81 32.24 0| 0 0 0 1550 1.31 0.73 30.82 0| 0 0 0 1600 0.96 0.63 29.33 0| 0 0 0 1650 0.66 0.52 28.18 0| 0 0 0 1700 0.42 0.39 26.81 0| 0 0 0 1750 0.24 0.27 25.57 0| 0 0 0 1800 0.13 0.17 24.96 0| 0 0 0 1850 0.07 0.10 24.39 0| 0 0 0 1900 0.01 0.03 23.63 0| 0 0 0 2000 0.01 0.01 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 28.49 Underlying Price 16.970 Time to expiry: 79 Days Nov 10 5.04 0.97 43.22 0| 0 0 0 1200 4.08 0.94 39.94 0| 0 0 0 1300 3.16 0.89 36.80 0| 0 0 0 1400 2.29 0.81 33.54 0| 0 0 0 1500 1.90 0.75 32.28 0| 0 0 0 1550 1.53 0.69 31.07 0| 0 0 0 1600 1.19 0.61 29.59 0| 0 0 0 1650 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 89 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.90 0.53 28.42 0| 0 0 0 1700 0.44 0.34 25.87 0| 0 0 0 1800 0.17 0.17 24.08 0| 0 0 0 1900 0.05 0.06 22.25 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 28.68 Underlying Price 16.970 Time to expiry: 107 Days Dec 10 7.09 0.96 61.09 0| 0 0 0 1000 5.15 0.93 47.86 0| 0 0 0 1200 3.27 0.86 36.49 0| 0 0 0 1400 2.42 0.78 33.31 0| 0 0 0 1500 1.69 0.67 31.27 0| 0 0 0 1600 1.06 0.53 28.60 0| 0 0 0 1700 0.57 0.37 26.10 0| 0 0 0 1800 0.39 0.29 24.40 0| 0 2 0 1844 0.26 0.22 23.83 0| 0 0 0 1900 0.19 0.17 23.54 0| 0 2 0 1936 0.08 0.09 22.96 0| 0 17 0 2028 0.02 0.02 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 29.41 Underlying Price 16.970 Time to expiry: 198 Days Mar 11 7.39 0.92 63.00 0| 0 0 0 1000 5.51 0.87 50.20 0| 0 0 0 1200 3.65 0.80 37.80 0| 0 0 0 1400 2.79 0.74 33.14 0| 0 0 0 1500 2.10 0.65 31.28 0| 0 0 0 1600 1.49 0.55 29.35 0| 0 0 0 1700 0.87 0.42 25.02 0| 0 0 0 1800 0.54 0.30 24.24 0| 0 0 0 1900 0.34 0.21 24.17 0| 0 0 0 2000 0.20 0.14 24.18 0| 0 0 0 2100 0.11 0.09 23.66 0| 0 0 0 2200 0.03 0.03 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 29.55 Underlying Price 16.970 Time to expiry: 289 Days Jun 11 11.19 0.97 90.00 0| 0 0 0 600 9.32 0.95 75.19 0| 0 0 0 800 7.49 0.91 63.07 0| 0 0 0 1000 5.59 0.87 48.94 0| 0 0 0 1200 3.81 0.79 39.11 0| 0 0 0 1400 3.05 0.73 36.20 0| 0 0 0 1500 2.15 0.66 29.74 0| 0 50 0 1600 1.63 0.56 29.55 0| 0 0 0 1700 1.01 0.44 25.52 0| 0 60 0 1800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 90 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.68 0.34 25.15 0| 0 0 0 1900 0.42 0.24 24.12 0| 0 0 0 2000 0.14 0.10 23.00 0| 0 0 0 2200 0.06 0.05 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 27.70 Underlying Price 16.970 Time to expiry: 471 Days Dec 11 9.43 0.93 70.00 0| 0 0 0 800 5.83 0.84 47.72 0| 0 0 0 1200 2.39 0.64 29.00 0| 0 0 0 1600 1.36 0.46 26.31 0| 0 0 0 1800 0.70 0.29 24.59 0| 0 0 0 2000 0.18 0.10 23.55 0| 0 0 0 2400 0.03 0.02 26.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 27.43 Underlying Price 16.970 Time to expiry: 653 Days Jun 12 9.46 0.93 70.00 0| 0 0 0 800 5.94 0.83 47.72 0| 0 0 0 1200 2.50 0.63 28.49 0| 0 0 0 1600 1.52 0.47 26.31 0| 0 0 0 1800 0.85 0.32 24.59 0| 0 0 0 2000 0.27 0.13 23.55 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 195 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 28.10 Underlying Price 16.970 Time to expiry: 16 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 0.00 42.42 0| 0 0 0 1300 0.01 -0.01 37.49 0| 0 0 0 1400 0.02 -0.04 34.05 0| 0 0 0 1500 0.07 -0.11 31.73 0| 0 0 0 1567 0.11 -0.18 30.62 0| 0 0 0 1600 0.23 -0.32 29.68 0| 0 0 0 1650 0.42 -0.50 28.00 0| 0 0 0 1700 0.71 -0.69 26.38 0| 0 0 0 1750 1.10 -0.85 25.33 0| 0 0 0 1800 1.49 -0.94 24.66 0| 0 0 0 1844 2.03 -0.98 24.64 0| 0 0 0 1900 2.39 -1.00 24.16 0| 0 0 0 1936 3.31 -1.00 23.91 0| 0 0 0 2028 4.03 -1.00 23.43 0| 0 0 0 2100 5.16 -1.00 23.72 0| 0 0 0 2213 7.03 -1.00 25.13 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 28.25 Underlying Price 16.970 Time to expiry: 44 Days Oct 10 0.01 -0.01 43.88 0| 0 0 0 1200 0.03 -0.03 41.00 0| 0 0 0 1300 0.06 -0.06 37.18 0| 0 0 0 1400 0.14 -0.13 33.82 0| 0 0 0 1500 0.22 -0.19 32.24 0| 0 0 0 1550 0.33 -0.27 30.82 0| 0 0 0 1600 0.47 -0.37 29.33 0| 0 0 0 1650 0.68 -0.49 28.18 0| 0 0 0 1700 0.94 -0.61 26.81 0| 0 0 0 1750 1.26 -0.73 25.57 0| 0 0 0 1800 1.65 -0.83 24.96 0| 0 0 0 1850 2.09 -0.90 24.39 0| 0 0 0 1900 3.04 -0.98 23.63 0| 0 0 0 2000 4.03 -1.00 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 28.49 Underlying Price 16.970 Time to expiry: 79 Days Nov 10 0.05 -0.03 43.22 0| 0 0 0 1200 0.09 -0.06 39.94 0| 0 0 0 1300 0.17 -0.11 36.80 0| 0 0 0 1400 0.30 -0.19 33.54 0| 0 0 0 1500 0.40 -0.25 32.28 0| 0 0 0 1550 0.54 -0.31 31.07 0| 0 0 0 1600 0.70 -0.39 29.59 0| 0 0 0 1650 0.90 -0.48 28.42 0| 0 0 0 1700 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 92 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.44 -0.66 25.87 0| 0 0 0 1800 2.18 -0.83 24.08 0| 0 0 0 1900 3.06 -0.94 22.25 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 28.68 Underlying Price 16.970 Time to expiry: 107 Days Dec 10 0.10 -0.04 61.09 0| 0 0 0 1000 0.15 -0.07 47.86 0| 0 0 0 1200 0.26 -0.14 36.49 0| 0 0 0 1400 0.42 -0.22 33.31 0| 0 0 0 1500 0.69 -0.33 31.27 0| 0 0 0 1600 1.05 -0.47 28.60 0| 0 0 0 1700 1.56 -0.63 26.10 0| 0 0 0 1800 1.82 -0.71 24.40 0| 0 0 0 1844 2.25 -0.79 23.83 0| 0 0 0 1900 2.54 -0.83 23.54 0| 0 0 0 1936 3.36 -0.92 22.96 0| 0 0 0 2028 5.03 -0.99 22.72 0| 0 0 0 2200 7.03 -1.00 22.70 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 29.41 Underlying Price 16.970 Time to expiry: 198 Days Mar 11 0.37 -0.08 63.00 0| 0 0 0 1000 0.48 -0.13 50.20 0| 0 0 0 1200 0.61 -0.20 37.80 0| 0 0 0 1400 0.74 -0.26 33.14 0| 0 0 0 1500 1.05 -0.35 31.28 0| 0 0 0 1600 1.44 -0.45 29.35 0| 0 0 0 1700 1.82 -0.58 25.02 0| 0 0 0 1800 2.49 -0.70 24.24 0| 0 0 0 1900 3.29 -0.80 24.17 0| 0 0 0 2000 4.16 -0.87 24.18 0| 0 0 0 2100 5.08 -0.93 23.66 0| 0 0 0 2200 7.03 -1.00 22.96 0| 0 0 0 2400 11.03 -1.00 25.21 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 29.55 Underlying Price 16.970 Time to expiry: 289 Days Jun 11 0.38 -0.05 90.00 0| 0 0 0 600 0.54 -0.08 75.19 0| 0 0 0 800 0.74 -0.13 63.07 0| 0 0 0 1000 0.86 -0.18 48.94 0| 0 0 0 1200 1.14 -0.27 39.11 0| 0 0 0 1400 1.42 -0.34 36.20 0| 0 0 0 1500 1.56 -0.42 29.74 0| 0 0 0 1600 2.12 -0.52 29.55 0| 0 0 0 1700 2.56 -0.63 25.52 0| 0 0 0 1800 3.29 -0.72 25.15 0| 0 0 0 1900 4.06 -0.81 24.12 0| 0 0 0 2000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.83 -0.92 23.00 0| 0 0 0 2200 7.74 -0.96 23.41 0| 0 0 0 2400 15.64 -1.00 23.57 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 27.70 Underlying Price 16.970 Time to expiry: 471 Days Dec 11 0.86 -0.10 70.00 0| 0 0 0 800 1.30 -0.20 47.72 0| 0 0 0 1200 1.92 -0.41 29.00 0| 0 0 0 1600 2.94 -0.58 26.31 0| 0 0 0 1800 4.32 -0.73 24.59 0| 0 0 0 2000 7.81 -0.92 23.55 0| 0 0 0 2400 15.63 -0.99 26.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 27.43 Underlying Price 16.970 Time to expiry: 653 Days Jun 12 1.35 -0.12 70.00 0| 0 0 0 800 1.89 -0.23 47.72 0| 0 0 0 1200 2.55 -0.45 28.49 0| 0 0 0 1600 3.66 -0.59 26.31 0| 0 0 0 1800 5.04 -0.72 24.59 0| 0 0 0 2000 8.46 -0.89 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.66 Underlying Price 60.870 Time to expiry: 16 Days Sep 10 24.88 1.00 56.00 0| 0 0 0 3600 20.88 1.00 55.05 0| 0 0 0 4000 16.88 1.00 51.19 0| 0 0 0 4400 14.88 1.00 48.70 0| 0 0 0 4600 12.89 0.99 46.04 0| 0 0 0 4800 8.96 0.97 41.59 0| 0 495 0 5200 7.04 0.93 38.61 0| 0 0 0 5400 5.14 0.88 33.68 0| 0 3,888 0 5600 3.48 0.77 32.53 0| 0 65 0 5800 1.38 2.04 0.60 30.17 1.38 1.38 5| 10 2,271 0 6000 1.03 0.40 29.01 0| 0 859 0 6200 0.30 0.41 0.21 27.59 0.34 0.30 17| 0 917 0 6400 0.14 0.12 0.08 26.28 0.14 0.14 5| 0 99 0 6600 0.02 0.02 24.45 0| 0 158 0 6800 0.01 0.00 22.83 0| 0 243 0 7200 0.01 0.00 22.29 0| 0 12 0 7600 0.01 0.00 22.84 0| 0 34 0 8000 0.01 0.00 27.00 0| 0 0 0 8800 Total 27| 10 9,041 0 Indicative a-t-m Vol 30.47 Underlying Price 60.870 Time to expiry: 44 Days Oct 10 14.97 0.97 43.65 0| 0 0 0 4600 13.03 0.96 41.68 0| 9 9 +9 4800 9.29 0.90 37.83 0| 0 0 0 5200 5.85 0.78 33.92 0| 0 10 0 5600 4.36 0.68 32.41 0| 0 10 0 5800 3.05 0.57 30.66 0| 0 15 0 6000 1.58 2.07 0.45 30.23 1.72 1.58 10| 0 39 0 6200 1.28 0.33 29.13 1,050| 0 113 0 6400 0.73 0.22 28.29 0| 0 80 0 6600 0.39 0.14 27.56 0| 0 42 0 6800 0.13 0.05 28.76 0| 0 28 0 7200 0.06 0.02 31.00 0| 0 0 0 7600 Total 1,060| 9 346 +9 Indicative a-t-m Vol 31.70 Underlying Price 60.870 Time to expiry: 79 Days Nov 10 15.25 0.94 42.28 0| 0 0 0 4600 13.40 0.91 40.48 0| 0 0 0 4800 9.87 0.84 37.20 0| 0 0 0 5200 6.71 0.73 34.46 0| 0 0 0 5600 5.32 0.65 33.23 0| 0 0 0 5800 4.08 0.57 31.97 0| 10 15 +10 6000 3.08 0.48 31.35 0| 0 0 0 6200 1.55 2.22 0.39 30.48 1.99 1.55 5| 0 0 0 6400 1.04 0.23 29.21 0| 0 1 0 6800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.42 0.11 28.08 0| 0 0 0 7200 Total 5| 10 16 +10 Indicative a-t-m Vol 31.77 Underlying Price 60.870 Time to expiry: 107 Days Dec 10 44.88 1.00 75.00 0| 0 0 0 1600 40.89 1.00 78.36 0| 0 0 0 2000 38.91 1.00 77.16 0| 0 0 0 2200 36.94 0.99 74.95 0| 0 0 0 2400 32.99 0.99 69.01 0| 0 0 0 2800 29.06 0.98 62.37 0| 0 0 0 3200 25.15 0.97 55.90 0| 0 0 0 3600 21.27 0.95 49.98 0| 0 0 0 4000 17.45 0.93 44.78 0| 0 0 0 4400 13.73 0.89 39.70 0| 0 0 0 4800 10.32 0.81 37.03 0| 1 1 +1 5200 7.26 0.71 34.31 0| 0 2,377 0 5600 4.71 0.57 32.13 0| 2 5,182 0 6000 2.79 0.42 30.46 0| 0 486 0 6400 1.49 0.27 29.15 0| 0 64 0 6800 0.71 0.16 28.06 0| 0 498 0 7200 0.22 0.06 29.96 0| 0 95 0 8000 0.10 0.02 33.00 0| 0 0 0 8800 Total 0| 3 8,703 +1 Indicative a-t-m Vol 32.79 Underlying Price 60.870 Time to expiry: 198 Days Mar 11 25.58 0.95 50.00 0| 0 0 0 3600 21.89 0.92 46.45 0| 0 0 0 4000 18.30 0.88 43.00 0| 0 0 0 4400 14.83 0.84 39.39 0| 0 0 0 4800 11.69 0.77 36.97 0| 0 0 0 5200 8.89 0.68 34.96 0| 0 0 0 5600 6.46 0.58 33.16 0| 0 16 0 6000 4.44 0.47 31.47 0| 0 187 0 6400 2.94 0.36 30.25 0| 0 16 0 6800 1.50 1.86 0.26 29.41 1.50 1.50 1| 0 201 0 7200 0.84 0.14 30.11 0| 0 93 0 8000 0.45 0.08 32.00 0| 0 10 0 8800 Total 1| 0 523 0 Indicative a-t-m Vol 33.38 Underlying Price 60.870 Time to expiry: 289 Days Jun 11 37.13 0.99 53.00 0| 0 0 0 2400 29.55 0.96 48.96 0| 0 0 0 3200 25.87 0.94 46.37 0| 0 0 0 3600 22.30 0.91 43.79 0| 0 0 0 4000 18.88 0.87 41.34 0| 0 0 0 4400 15.65 0.82 39.08 0| 0 17 0 4800 12.65 0.75 36.98 0| 0 15 0 5200 9.96 0.68 35.25 0| 0 24 0 5600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.64 0.59 33.74 0| 0 40 0 6000 5.61 0.50 32.08 0| 0 59 0 6400 4.05 0.40 31.08 0| 0 26 0 6800 2.82 0.31 30.13 0| 0 35 0 7200 1.25 0.17 28.71 0| 0 0 0 8000 0.53 0.09 27.96 0| 0 0 0 8800 0.03 0.01 30.00 0| 0 0 0 12000 Total 0| 0 216 0 Indicative a-t-m Vol 33.23 Underlying Price 60.870 Time to expiry: 471 Days Dec 11 29.78 0.95 45.00 0| 0 0 0 3200 22.96 0.88 41.66 0| 0 0 0 4000 16.73 0.79 37.65 0| 0 0 0 4800 11.47 0.66 34.60 0| 0 1,600 0 5600 9.30 0.59 33.51 0| 0 0 0 6000 7.35 0.52 32.24 0| 0 0 0 6400 2.33 0.24 28.17 0| 0 0 0 8000 0.17 0.03 28.50 0| 0 0 0 12000 Total 0| 0 1,600 0 Indicative a-t-m Vol 32.80 Underlying Price 60.870 Time to expiry: 653 Days Jun 12 23.70 0.87 41.24 0| 0 0 0 4000 17.71 0.78 37.28 0| 0 0 0 4800 12.70 0.66 34.24 0| 0 0 0 5600 10.56 0.60 33.07 0| 0 0 0 6000 8.60 0.54 31.83 0| 0 0 0 6400 3.22 0.29 27.79 0| 0 0 0 8000 0.38 0.05 28.00 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 1,093| 32 20,445 +20 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.66 Underlying Price 60.870 Time to expiry: 16 Days Sep 10 0.01 0.00 56.00 0| 0 71 0 3600 0.01 0.00 55.05 0| 0 74 0 4000 0.01 0.00 51.19 0| 0 2,134 0 4400 0.01 0.00 48.70 0| 0 41 0 4600 0.01 -0.01 46.04 0| 0 4,852 0 4800 0.08 -0.04 41.59 0| 10 4,110 +10 5200 0.16 -0.07 38.61 0| 0 74 0 5400 0.27 -0.12 33.68 0| 2 322 0 5600 0.62 -0.24 32.53 0| 6 85 0 5800 1.18 -0.40 30.17 0| 2 211 -2 6000 2.19 -0.61 29.01 0| 0 16 0 6200 3.57 -0.79 27.59 0| 0 29 0 6400 5.29 -0.92 26.28 0| 0 6 0 6600 7.19 -0.98 24.45 0| 0 0 0 6800 11.17 -1.00 22.83 0| 0 0 0 7200 15.16 -1.00 22.29 0| 0 0 0 7600 19.16 -1.00 22.84 0| 0 0 0 8000 27.16 -1.00 27.00 0| 0 0 0 8800 Total 0| 20 12,025 +8 Indicative a-t-m Vol 30.47 Underlying Price 60.870 Time to expiry: 44 Days Oct 10 0.11 -0.03 43.65 0| 0 70 0 4600 0.17 -0.04 41.68 0| 0 60 0 4800 0.43 -0.10 37.83 0| 0 110 0 5200 1.00 -0.22 33.92 0| 0 27 0 5600 1.50 -0.32 32.41 0| 5 35 -5 5800 2.19 -0.43 30.66 0| 0 38 0 6000 3.21 -0.55 30.23 0| 0 19 0 6200 4.42 -0.67 29.13 0| 0 8 0 6400 5.88 -0.78 28.29 0| 0 0 0 6600 7.53 -0.87 27.56 0| 0 0 0 6800 11.28 -0.95 28.76 0| 0 0 0 7200 15.21 -0.98 31.00 0| 0 0 0 7600 Total 0| 5 367 -5 Indicative a-t-m Vol 31.70 Underlying Price 60.870 Time to expiry: 79 Days Nov 10 0.36 -0.06 42.28 0| 10 100 +10 4600 0.51 -0.09 40.48 0| 0 50 0 4800 0.97 -0.16 37.20 0| 15 15 +15 5200 1.81 -0.27 34.46 0| 0 0 0 5600 2.42 -0.35 33.23 0| 0 0 0 5800 3.18 -0.43 31.97 0| 0 13 0 6000 4.17 -0.52 31.35 0| 0 0 0 6200 5.31 -0.61 30.48 0| 0 0 0 6400 8.14 -0.77 29.21 0| 0 0 0 6800 11.52 -0.89 28.08 0| 0 0 0 7200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 98 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 25 178 +25 Indicative a-t-m Vol 31.77 Underlying Price 60.870 Time to expiry: 107 Days Dec 10 0.01 0.00 75.00 0| 0 0 0 1600 0.02 0.00 78.36 0| 0 0 0 2000 0.04 0.00 77.16 0| 0 0 0 2200 0.06 -0.01 74.95 0| 0 1 0 2400 0.10 -0.01 69.01 0| 0 1 0 2800 0.16 -0.02 62.37 0| 0 11 0 3200 0.24 -0.03 55.90 0| 0 226 0 3600 0.35 -0.05 49.98 0| 3 139 0 4000 0.53 -0.07 44.78 0| 0 243 0 4400 0.79 -0.11 39.70 0| 0 2,589 0 4800 1.38 -0.19 37.03 0| 0 412 0 5200 2.31 -0.29 34.31 0| 0 3,600 0 5600 3.75 -0.43 32.13 0| 60 55 -60 6000 5.82 -0.58 30.46 0| 0 90 0 6400 8.53 -0.73 29.15 0| 0 12 0 6800 11.76 -0.85 28.06 0| 0 20 0 7200 19.30 -0.95 29.96 0| 0 0 0 8000 27.19 -0.98 33.00 0| 0 0 0 8800 Total 0| 63 7,399 -60 Indicative a-t-m Vol 32.79 Underlying Price 60.870 Time to expiry: 198 Days Mar 11 0.57 -0.05 50.00 0| 0 0 0 3600 0.86 -0.08 46.45 0| 0 5 0 4000 1.26 -0.12 43.00 0| 0 22 0 4400 1.77 -0.16 39.39 0| 0 1,700 0 4800 2.61 -0.23 36.97 0| 0 60 0 5200 3.79 -0.32 34.96 0| 1 7 +1 5600 5.35 -0.42 33.16 0| 0 46 0 6000 7.32 -0.54 31.47 0| 0 26 0 6400 9.82 -0.65 30.25 0| 0 0 0 6800 12.74 -0.75 29.41 0| 0 0 0 7200 19.75 -0.88 30.11 0| 0 0 0 8000 27.39 -0.94 32.00 0| 0 0 0 8800 Total 0| 1 1,866 +1 Indicative a-t-m Vol 33.38 Underlying Price 60.870 Time to expiry: 289 Days Jun 11 0.17 -0.01 53.00 0| 0 2 0 2400 0.61 -0.05 48.96 0| 0 2 0 3200 0.96 -0.07 46.37 0| 0 0 0 3600 1.43 -0.11 43.79 0| 0 0 0 4000 2.05 -0.15 41.34 0| 0 0 0 4400 2.87 -0.20 39.08 0| 10 186 +2 4800 3.92 -0.27 36.98 0| 5 24 +5 5200 5.30 -0.35 35.25 0| 0 62 0 5600 7.05 -0.44 3