Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 24.11 Underlying Price 81.220 Time to expiry: 15 Days Sep 10 37.23 1.00 72.00 0| 0 0 0 4400 33.23 1.00 65.47 0| 0 0 0 4800 25.23 1.00 52.44 0| 0 0 0 5600 21.23 1.00 46.57 0| 0 0 0 6000 17.24 1.00 41.29 0| 0 0 0 6400 13.25 0.99 36.66 0| 0 32 0 6800 9.36 0.95 35.56 0| 0 151 0 7200 7.43 0.92 32.27 0| 3 20 +3 7400 5.60 0.86 30.02 0| 0 2,191 0 7600 3.84 0.78 26.65 0| 44 713 +10 7800 2.40 0.62 25.30 0| 265 968 -187 8000 1.10 1.24 0.43 23.35 1.17 1.05 57| 84 529 +8 8200 0.44 0.53 0.24 22.09 0.44 0.44 10| 57 823 -50 8400 0.21 0.11 22.20 0| 0 89 0 8600 0.08 0.05 22.64 0| 0 3,274 0 8800 0.01 0.00 22.67 0| 0 472 0 9200 0.01 0.00 22.74 0| 0 170 0 9600 0.01 0.00 23.17 0| 0 89 0 10000 0.01 0.00 32.00 0| 0 0 0 12000 Total 67| 453 9,521 -216 Indicative a-t-m Vol 24.66 Underlying Price 81.220 Time to expiry: 43 Days Oct 10 17.42 0.97 39.55 0| 0 6 0 6400 13.54 0.94 34.88 0| 0 15 0 6800 9.84 0.88 31.57 0| 0 107 0 7200 8.10 0.83 30.23 0| 0 25 0 7400 6.43 0.77 28.61 0| 12 73 +11 7600 4.90 0.69 27.10 0| 0 144 0 7800 3.19 3.55 0.59 25.68 3.19 3.19 1| 0 323 0 8000 2.11 2.37 0.47 24.00 2.11 2.11 39| 0 1,301 0 8200 1.52 0.36 23.37 0| 0 134 0 8400 0.92 0.25 22.75 0| 0 314 0 8600 0.52 0.16 22.38 0| 0 211 0 8800 0.16 0.06 22.49 0| 0 58 0 9200 0.06 0.02 24.10 0| 0 54 0 9600 Total 40| 12 2,765 +11 Indicative a-t-m Vol 25.33 Underlying Price 81.220 Time to expiry: 78 Days Nov 10 17.74 0.93 36.29 0| 0 0 0 6400 14.04 0.89 33.51 0| 0 0 0 6800 10.53 0.82 30.80 0| 0 0 0 7200 8.90 0.78 29.62 0| 0 0 0 7400 7.33 0.72 28.29 0| 0 58 0 7600 5.91 0.65 27.22 0| 0 33 0 7800 4.62 0.58 26.14 0| 0 46 0 8000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.44 0.50 24.82 0| 0 4 0 8200 2.50 0.41 23.95 0| 0 82 0 8400 1.19 0.25 22.78 0| 0 93 0 8800 0.49 0.12 22.09 0| 0 0 0 9200 Total 0| 0 316 0 Indicative a-t-m Vol 25.38 Underlying Price 81.220 Time to expiry: 106 Days Dec 10 49.30 1.00 58.00 0| 0 0 0 3200 41.35 1.00 52.35 0| 0 0 0 4000 33.43 0.99 45.98 0| 0 0 0 4800 31.45 0.98 44.43 0| 0 99 0 5000 25.62 0.97 40.79 0| 0 0 0 5600 21.77 0.95 37.45 0| 0 1,514 0 6000 18.02 0.92 34.97 0| 0 55 0 6400 14.41 0.87 32.58 0| 0 4,296 0 6800 12.68 0.84 31.32 0| 0 995 0 7000 11.01 0.80 30.16 0| 0 167 0 7200 7.89 0.70 27.83 0| 0 2,894 0 7600 5.23 0.58 25.87 0| 22 4,930 +1 8000 3.15 0.43 24.27 0| 0 3,727 0 8400 1.55 1.72 0.29 23.19 1.55 1.55 3| 0 5,964 0 8800 1.23 0.23 22.85 0| 0 1,762 0 9000 0.41 0.09 22.28 0| 80 1,878 +80 9600 0.19 0.05 22.22 0| 0 818 0 10000 0.01 0.00 18.01 0| 0 0 0 12000 0.01 0.00 20.00 0| 0 0 0 16000 Total 3| 102 29,099 +81 Indicative a-t-m Vol 26.02 Underlying Price 81.220 Time to expiry: 197 Days Mar 11 33.71 0.97 42.79 0| 0 0 0 4800 26.13 0.93 37.76 0| 0 30 0 5600 18.94 0.87 33.58 0| 0 50 0 6400 15.55 0.82 31.52 0| 0 30 0 6800 12.40 0.75 29.68 0| 0 86 0 7200 9.52 0.67 27.95 0| 0 76 0 7600 6.98 0.58 26.34 0| 0 378 0 8000 4.92 0.47 25.29 0| 0 618 0 8400 3.30 0.37 24.24 0| 172 205 -114 8800 1.25 0.18 22.70 0| 60 106 +40 9600 0.75 0.12 22.30 0| 0 46 0 10000 0.05 0.01 22.44 0| 0 80 0 12000 Total 0| 232 1,705 -74 Indicative a-t-m Vol 26.00 Underlying Price 81.220 Time to expiry: 288 Days Jun 11 49.37 1.00 50.00 0| 0 0 0 3200 41.51 0.99 44.46 0| 0 0 0 4000 33.79 0.97 39.60 0| 0 0 0 4800 26.34 0.92 35.63 0| 0 10 0 5600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.77 0.89 33.91 0| 0 21 0 6000 19.34 0.85 32.22 0| 0 9 0 6400 13.01 0.74 28.97 0| 0 221 0 7200 10.26 0.66 27.60 0| 0 30 0 7600 7.79 0.58 26.18 0| 0 58 0 8000 5.88 0.49 25.58 0| 0 1,045 0 8400 4.18 0.39 24.52 0| 0 64 0 8800 1.90 0.23 22.95 0| 0 79 0 9600 1.23 0.16 22.50 0| 0 67 0 10000 0.11 0.02 21.50 0| 0 52 0 12000 0.01 0.00 22.00 0| 0 0 0 16000 Total 0| 0 1,656 0 Indicative a-t-m Vol 26.95 Underlying Price 81.220 Time to expiry: 470 Days Dec 11 49.48 0.99 49.00 0| 0 0 0 3200 41.80 0.97 43.82 0| 0 0 0 4000 34.33 0.94 39.13 0| 0 0 0 4800 32.52 0.93 38.07 0| 0 10 0 5000 27.22 0.89 35.15 0| 0 0 0 5600 23.84 0.85 33.43 0| 0 0 0 6000 20.61 0.81 31.88 0| 0 0 0 6400 16.20 0.73 29.85 0| 0 1,020 0 7000 10.05 0.58 27.17 0| 0 1,185 0 8000 5.69 0.41 25.34 0| 0 10 0 9000 2.97 0.26 24.11 0| 0 165 0 10000 0.73 0.08 23.27 0| 0 0 0 12000 0.06 0.01 24.00 0| 0 10 0 16000 Total 0| 0 2,400 0 Indicative a-t-m Vol 26.89 Underlying Price 81.220 Time to expiry: 652 Days Jun 12 49.61 0.98 48.61 0| 0 0 0 3200 41.98 0.96 42.11 0| 0 0 0 4000 34.59 0.93 37.02 0| 0 0 0 4800 27.55 0.88 32.87 0| 0 0 0 5600 24.36 0.84 31.66 0| 0 0 0 6000 21.11 0.80 29.66 0| 0 0 0 6400 15.59 0.70 27.65 0| 0 0 0 7200 11.45 0.59 27.04 0| 0 0 0 8000 7.98 0.47 26.03 0| 0 50 0 8800 1.26 0.12 23.02 0| 0 0 0 12000 0.29 0.03 25.60 0| 0 0 0 16000 Total 0| 0 50 0 Indicative a-t-m Vol 26.72 Underlying Price 81.220 Time to expiry: 841 Days Dec 12 49.83 0.97 48.40 0| 0 0 0 3200 42.44 0.94 42.51 0| 0 0 0 4000 35.15 0.91 36.62 0| 0 10 0 4800 25.34 0.82 31.53 0| 0 0 0 6000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.22 0.69 28.45 0| 0 0 0 7200 12.90 0.59 27.00 0| 0 10 0 8000 9.05 0.49 25.15 0| 0 0 0 8800 2.17 0.17 23.48 0| 0 0 0 12000 0.69 0.06 26.00 0| 0 0 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 27.30 Underlying Price 81.220 Time to expiry: 1023 Days Jun 13 35.26 0.91 35.41 0| 0 0 0 4800 25.95 0.81 31.40 0| 0 0 0 6000 18.07 0.69 28.32 0| 0 0 0 7200 14.19 0.60 27.65 0| 0 0 0 8000 10.12 0.50 25.35 0| 0 0 0 8800 2.90 0.21 23.69 0| 0 0 0 12000 1.08 0.08 26.06 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.63 Underlying Price 81.220 Time to expiry: 1205 Days Dec 13 50.18 0.96 48.33 0| 0 0 0 3200 43.35 0.92 43.67 0| 0 0 0 4000 36.55 0.88 38.19 0| 0 0 0 4800 27.52 0.80 33.27 0| 0 0 0 6000 14.89 0.61 26.71 0| 0 0 0 8000 3.88 0.24 24.00 0| 0 0 0 12000 1.73 0.12 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.81 Underlying Price 81.220 Time to expiry: 1569 Days Dec 14 37.71 0.87 38.87 0| 0 0 0 4800 29.09 0.79 33.65 0| 0 0 0 6000 16.72 0.62 26.90 0| 0 0 0 8000 5.34 0.29 24.00 0| 0 0 0 12000 3.03 0.17 27.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 110| 799 47,532 -198 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 24.11 Underlying Price 81.220 Time to expiry: 15 Days Sep 10 0.01 0.00 72.00 0| 0 0 0 4400 0.01 0.00 65.47 0| 0 20 0 4800 0.01 0.00 52.44 0| 0 40 0 5600 0.01 0.00 46.57 0| 0 1,545 0 6000 0.02 -0.01 46.19 0| 0 123 0 6400 0.03 -0.01 39.38 0| 0 1,932 0 6800 0.12 -0.05 35.56 0| 0 1,685 0 7200 0.20 -0.08 32.27 0| 0 123 0 7400 0.32 0.37 -0.14 30.02 0.32 0.32 1| 30 2,810 0 7600 0.61 -0.22 26.65 0| 150 270 +99 7800 1.16 -0.38 25.30 0| 39 700 -2 8000 2.00 -0.57 23.35 0| 0 774 0 8200 3.29 -0.76 22.09 0| 0 73 0 8400 4.97 -0.89 22.20 0| 0 5 0 8600 7.55 6.84 -0.95 22.64 7.55 7.55 1| 0 94 0 8800 10.78 -1.00 22.67 0| 0 9 0 9200 14.78 -1.00 22.74 0| 0 0 0 9600 18.78 -1.00 23.17 0| 0 0 0 10000 38.78 -1.00 32.00 0| 0 0 0 12000 Total 2| 219 10,203 +97 Indicative a-t-m Vol 24.66 Underlying Price 81.220 Time to expiry: 43 Days Oct 10 0.16 -0.03 39.55 0| 0 33 0 6400 0.28 -0.06 34.88 0| 8 206 -8 6800 0.57 -0.12 31.57 0| 35 77 -35 7200 0.83 -0.17 30.23 0| 803 824 +775 7400 1.25 1.17 -0.23 28.61 1.25 1.25 6| 47 162 +22 7600 1.71 1.63 -0.31 27.10 1.71 1.71 16| 0 136 0 7800 2.28 -0.41 25.68 0| 0 62 0 8000 3.10 -0.53 24.00 0| 20 60 0 8200 4.26 -0.64 23.37 0| 0 17 0 8400 5.65 -0.75 22.75 0| 0 93 0 8600 7.26 -0.84 22.38 0| 0 43 0 8800 10.90 -0.94 22.49 0| 0 4 0 9200 14.81 -0.98 24.10 0| 0 0 0 9600 Total 22| 913 1,717 +754 Indicative a-t-m Vol 25.33 Underlying Price 81.220 Time to expiry: 78 Days Nov 10 0.42 -0.07 36.29 0| 0 151 0 6400 0.72 -0.11 33.51 0| 0 96 0 6800 1.20 -0.18 30.80 0| 60 41 +26 7200 1.57 -0.23 29.62 0| 0 75 0 7400 2.00 -0.28 28.29 0| 0 77 0 7600 2.58 -0.35 27.22 0| 0 0 0 7800 3.29 -0.42 26.14 0| 0 43 0 8000 4.40 4.11 -0.51 24.82 4.40 4.40 20| 0 0 0 8200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.17 -0.59 23.95 0| 0 0 0 8400 7.86 -0.76 22.78 0| 0 0 0 8800 11.18 -0.88 22.09 0| 0 0 0 9200 Total 20| 60 483 +26 Indicative a-t-m Vol 25.38 Underlying Price 81.220 Time to expiry: 106 Days Dec 10 0.01 0.00 58.00 0| 0 440 0 3200 0.03 0.00 52.35 0| 0 215 0 4000 0.09 -0.01 45.98 0| 0 161 0 4800 0.12 -0.02 44.43 0| 0 203 0 5000 0.28 -0.04 40.79 0| 0 228 0 5600 0.42 -0.05 37.45 0| 0 3,047 0 6000 0.67 -0.09 34.97 0| 0 2,128 0 6400 1.15 1.05 -0.13 32.58 1.18 1.10 119| 0 4,819 0 6800 1.33 -0.17 31.32 0| 0 2,770 0 7000 1.66 -0.20 30.16 0| 20 1,775 +10 7200 2.53 -0.30 27.83 0| 58 6,628 +57 7600 3.89 -0.43 25.87 0| 0 3,842 0 8000 5.81 -0.57 24.27 0| 0 114 0 8400 8.38 -0.72 23.19 0| 0 21 0 8800 9.90 -0.78 22.85 0| 0 530 0 9000 15.08 -0.91 22.28 0| 0 134 0 9600 18.87 -0.96 22.22 0| 0 0 0 10000 38.78 -1.00 18.01 0| 0 0 0 12000 78.78 -1.00 20.00 0| 0 0 0 16000 Total 119| 78 27,055 +67 Indicative a-t-m Vol 26.02 Underlying Price 81.220 Time to expiry: 197 Days Mar 11 0.38 -0.03 42.79 0| 0 241 0 4800 0.77 -0.07 37.76 0| 0 229 0 5600 1.56 -0.14 33.58 0| 0 146 0 6400 2.16 -0.19 31.52 0| 32 197 +32 6800 3.00 -0.25 29.68 0| 17 1,094 -16 7200 4.11 -0.33 27.95 0| 0 150 0 7600 5.56 -0.43 26.34 0| 0 336 0 8000 7.49 -0.53 25.29 0| 0 138 0 8400 9.87 -0.64 24.24 0| 0 134 0 8800 15.82 -0.82 22.70 0| 0 30 0 9600 19.31 -0.88 22.30 0| 0 15 0 10000 38.78 -1.00 22.44 0| 0 0 0 12000 Total 0| 49 2,710 +16 Indicative a-t-m Vol 26.00 Underlying Price 81.220 Time to expiry: 288 Days Jun 11 0.15 -0.01 50.00 0| 0 0 0 3200 0.35 -0.03 44.46 0| 0 10 0 4000 0.70 -0.05 39.60 0| 0 81 0 4800 1.37 -0.10 35.63 0| 40 224 +40 5600 1.88 -0.13 33.91 0| 0 130 0 6000 2.53 -0.18 32.22 0| 0 82 0 6400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.39 -0.30 28.97 0| 0 1,101 0 7200 5.74 -0.37 27.60 0| 0 100 0 7600 7.37 -0.45 26.18 0| 0 162 0 8000 9.54 -0.54 25.58 0| 0 145 0 8400 11.92 -0.63 24.52 0| 0 107 0 8800 17.72 -0.79 22.95 0| 0 0 0 9600 21.07 -0.85 22.50 0| 0 0 0 10000 39.88 -0.98 21.50 0| 0 153 0 12000 79.49 -1.00 22.00 0| 0 0 0 16000 Total 0| 40 2,295 +40 Indicative a-t-m Vol 26.95 Underlying Price 81.220 Time to expiry: 470 Days Dec 11 0.54 -0.03 49.00 0| 0 0 0 3200 0.98 -0.05 43.82 0| 0 10 0 4000 1.62 -0.08 39.13 0| 0 175 0 4800 1.82 -0.09 38.07 0| 0 275 0 5000 2.58 -0.13 35.15 0| 0 76 0 5600 3.25 -0.17 33.43 0| 0 0 0 6000 4.04 -0.21 31.88 0| 0 10 0 6400 5.65 -0.28 29.85 0| 0 802 0 7000 9.50 -0.43 27.17 0| 0 1,225 0 8000 15.12 -0.61 25.34 0| 0 0 0 9000 22.39 -0.76 24.11 0| 0 0 0 10000 40.19 -0.93 23.27 0| 0 0 0 12000 79.36 -1.00 24.00 0| 0 0 0 16000 Total 0| 0 2,573 0 Indicative a-t-m Vol 26.89 Underlying Price 81.220 Time to expiry: 652 Days Jun 12 1.13 -0.04 48.61 0| 0 0 0 3200 1.62 -0.07 42.11 0| 0 0 0 4000 2.35 -0.10 37.02 0| 0 0 0 4800 3.43 -0.15 32.87 0| 0 0 0 5600 4.27 -0.19 31.66 0| 0 0 0 6000 5.06 -0.23 29.66 0| 0 0 0 6400 7.57 -0.33 27.65 0| 0 0 0 7200 11.48 -0.44 27.04 0| 0 0 0 8000 15.98 -0.55 26.03 0| 0 0 0 8800 40.88 -0.88 23.02 0| 0 0 0 12000 79.38 -0.98 25.60 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.72 Underlying Price 81.220 Time to expiry: 841 Days Dec 12 1.73 -0.05 48.40 0| 0 0 0 3200 2.45 -0.08 42.51 0| 0 0 0 4000 3.16 -0.12 36.62 0| 0 13 0 4800 5.34 -0.20 31.53 0| 0 10 0 6000 9.10 -0.32 28.45 0| 0 0 0 7200 12.66 -0.42 27.00 0| 0 0 0 8000 16.69 -0.53 25.15 0| 0 0 0 8800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 8 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 41.29 -0.84 23.48 0| 0 0 0 12000 79.38 -0.96 26.00 0| 0 0 0 16000 Total 0| 0 23 0 Indicative a-t-m Vol 27.30 Underlying Price 81.220 Time to expiry: 1023 Days Jun 13 3.77 -0.13 35.41 0| 0 0 0 4800 6.45 -0.21 31.40 0| 0 0 0 6000 10.40 -0.33 28.32 0| 0 0 0 7200 14.35 -0.42 27.65 0| 0 0 0 8000 18.06 -0.51 25.35 0| 0 0 0 8800 41.87 -0.81 23.69 0| 0 0 0 12000 79.43 -0.95 26.06 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.63 Underlying Price 81.220 Time to expiry: 1205 Days Dec 13 3.02 -0.07 48.33 0| 0 0 0 3200 4.26 -0.10 43.67 0| 0 0 0 4000 5.32 -0.14 38.19 0| 0 0 0 4800 7.98 -0.22 33.27 0| 0 0 0 6000 14.68 -0.41 26.71 0| 0 0 0 8000 42.27 -0.78 24.00 0| 0 0 0 12000 79.53 -0.93 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.81 Underlying Price 81.220 Time to expiry: 1569 Days Dec 14 7.06 -0.15 38.87 0| 0 0 0 4800 9.85 -0.22 33.65 0| 0 0 0 6000 16.30 -0.39 26.90 0| 0 0 0 8000 42.76 -0.74 24.00 0| 0 0 0 12000 79.57 -0.90 27.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 163| 1,359 47,059 +1,000 Grand Total 273| 2,158 94,591 +802 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 24.11 Underlying Price 81.220 Time to expiry: 15 Days Sep 10 49.23 1.00 85.86 0| 0 0 0 3200 41.23 1.00 78.40 0| 0 0 0 4000 36.23 1.00 70.47 0| 0 0 0 4500 33.23 1.00 65.41 0| 0 0 0 4800 31.23 1.00 62.04 0| 0 0 0 5000 26.23 1.00 53.91 0| 0 0 0 5500 21.23 1.00 46.49 0| 0 33 0 6000 16.24 1.00 40.00 0| 0 0 0 6500 13.25 0.99 36.60 0| 0 0 0 6800 11.27 0.98 34.55 0| 0 0 0 7000 9.36 0.95 35.56 0| 0 1,291 0 7200 7.43 0.92 32.06 0| 0 0 0 7400 6.48 0.90 30.16 0| 0 900 0 7500 5.60 0.86 30.02 0| 0 0 0 7600 3.85 0.77 26.75 0| 0 30 0 7800 2.40 0.62 25.30 0| 0 1,426 0 8000 1.24 0.43 23.35 0| 0 107 0 8200 0.53 0.24 22.09 0| 0 0 0 8400 0.44 0.20 24.51 0| 0 1,617 0 8500 0.21 0.11 22.20 0| 0 0 0 8600 0.08 0.05 22.64 0| 0 200 0 8800 0.03 0.02 23.17 0| 0 132 0 9000 0.01 0.00 22.67 0| 0 0 0 9200 0.01 0.00 22.75 0| 0 0 0 9500 0.01 0.00 23.20 0| 0 2 0 10000 0.01 0.00 32.00 0| 0 0 0 12000 Total 0| 0 5,738 0 Indicative a-t-m Vol 26.01 Underlying Price 81.220 Time to expiry: 197 Days Mar 11 49.13 1.00 47.39 0| 0 0 0 3200 41.29 0.99 46.70 0| 0 10 0 4000 36.44 0.98 44.39 0| 0 0 0 4500 33.57 0.97 42.79 0| 0 0 0 4800 31.66 0.96 41.55 0| 0 0 0 5000 26.95 0.94 38.57 0| 0 10 0 5500 22.37 0.90 35.66 0| 0 10 0 6000 17.97 0.85 32.94 0| 0 10 0 6500 15.46 0.81 31.52 0| 0 0 0 6800 13.84 0.78 30.49 0| 0 0 0 7000 12.32 0.75 29.68 0| 0 0 0 7200 10.12 0.69 28.34 0| 0 120 0 7500 6.92 0.57 26.34 0| 0 20 0 8000 4.44 0.44 24.99 0| 0 300 0 8500 3.27 0.36 24.24 0| 0 20 0 8800 2.60 0.31 23.78 0| 0 10 0 9000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.43 0.20 22.88 0| 0 125 0 9500 0.74 0.12 22.30 0| 0 10 0 10000 0.05 0.01 22.44 0| 0 0 0 12000 0.01 0.00 26.13 0| 0 10 0 14000 Total 0| 0 655 0 Indicative a-t-m Vol 26.89 Underlying Price 81.220 Time to expiry: 379 Days Sep 11 47.98 0.99 46.39 0| 0 0 0 3200 40.36 0.97 42.16 0| 0 0 0 4000 33.08 0.93 39.22 0| 0 0 0 4800 31.25 0.92 38.07 0| 0 0 0 5000 26.04 0.88 35.52 0| 0 0 0 5600 22.71 0.85 33.99 0| 0 0 0 6000 19.60 0.80 32.71 0| 0 10 0 6400 15.15 0.73 30.54 0| 0 10 0 7000 8.91 0.56 27.22 0| 0 0 0 8000 4.46 0.37 24.52 0| 0 1 0 9000 2.00 0.21 23.22 0| 0 0 0 10000 0.28 0.04 21.47 0| 0 0 0 12000 0.04 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 26.77 Underlying Price 81.220 Time to expiry: 561 Days Mar 12 48.63 0.97 46.71 0| 0 0 0 3200 41.36 0.95 42.55 0| 0 10 0 4000 34.37 0.91 39.03 0| 0 0 0 4800 32.58 0.90 37.75 0| 0 0 0 5000 27.66 0.86 35.51 0| 0 0 0 5600 24.47 0.82 33.75 0| 0 0 0 6000 21.50 0.78 32.47 0| 0 0 0 6400 17.24 0.72 30.39 0| 0 0 0 7000 10.95 0.58 27.00 0| 0 0 0 8000 6.48 0.43 25.08 0| 0 0 0 9000 3.40 0.28 23.28 0| 0 0 0 10000 0.69 0.08 20.93 0| 0 0 0 12000 0.18 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 26.65 Underlying Price 81.220 Time to expiry: 750 Days Sep 12 47.87 0.96 46.89 0| 0 0 0 3200 40.92 0.93 42.58 0| 0 10 0 4000 34.23 0.88 38.74 0| 0 0 0 4800 24.89 0.80 33.79 0| 0 0 0 6000 21.99 0.76 32.36 0| 0 0 0 6400 16.37 0.68 28.96 0| 0 0 0 7200 11.90 0.58 26.94 0| 0 0 0 8000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.15 0.47 25.06 0| 0 0 0 8800 1.14 0.11 20.90 0| 0 0 0 12000 0.15 0.02 21.70 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 26.53 Underlying Price 81.220 Time to expiry: 925 Days Mar 13 48.68 0.95 46.81 0| 0 0 0 3200 42.00 0.92 42.67 0| 0 0 0 4000 35.48 0.88 38.68 0| 0 0 0 4800 26.43 0.79 33.80 0| 0 0 0 6000 17.91 0.68 28.72 0| 0 0 0 7200 13.48 0.59 26.85 0| 0 0 0 8000 9.51 0.49 24.74 0| 0 0 0 8800 1.66 0.15 20.46 0| 0 0 0 12000 0.29 0.03 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.96 Underlying Price 81.220 Time to expiry: 1114 Days Sep 13 48.06 0.94 47.10 0| 0 0 0 3200 41.55 0.90 42.37 0| 0 0 0 4000 35.37 0.86 38.68 0| 0 0 0 4800 26.33 0.78 33.12 0| 0 0 0 6000 14.24 0.59 27.16 0| 0 0 0 8000 2.16 0.17 20.64 0| 0 0 0 12000 0.43 0.04 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.83 Underlying Price 81.220 Time to expiry: 1296 Days Mar 14 49.04 0.93 47.42 0| 0 0 0 3200 42.62 0.90 42.41 0| 0 0 0 4000 36.58 0.86 38.58 0| 0 0 0 4800 27.79 0.79 33.17 0| 0 0 0 6000 15.66 0.61 27.03 0| 0 0 0 8000 2.86 0.20 20.60 0| 0 0 0 12000 0.71 0.06 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.22 Underlying Price 81.220 Time to expiry: 1478 Days Sep 14 42.19 0.89 42.51 0| 0 0 0 4000 36.22 0.85 38.36 0| 0 0 0 4800 27.83 0.78 33.20 0| 0 0 0 6000 16.21 0.61 27.43 0| 0 0 0 8000 3.15 0.22 20.40 0| 0 0 0 12000 0.85 0.07 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.42 Underlying Price 81.220 Time to expiry: 1660 Days Mar 15 37.45 0.85 38.38 0| 0 0 0 4800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 29.26 0.78 33.41 0| 0 0 0 6000 17.72 0.63 27.64 0| 0 0 0 8000 3.94 0.25 20.40 0| 0 0 0 12000 1.22 0.09 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 0| 0 6,444 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 24.11 Underlying Price 81.220 Time to expiry: 15 Days Sep 10 0.01 0.00 85.86 0| 0 0 0 3200 0.01 0.00 78.40 0| 0 0 0 4000 0.01 0.00 70.47 0| 0 0 0 4500 0.01 0.00 65.41 0| 0 10 0 4800 0.01 0.00 62.04 0| 0 0 0 5000 0.01 0.00 53.91 0| 0 270 0 5500 0.01 0.00 46.49 0| 0 1,326 0 6000 0.01 0.00 40.00 0| 0 2,471 0 6500 0.02 -0.01 36.60 0| 0 4 0 6800 0.04 -0.02 34.55 0| 0 2,320 0 7000 0.12 -0.05 35.56 0| 0 50 0 7200 0.19 -0.08 32.06 0| 0 0 0 7400 0.33 0.24 -0.10 30.16 0.33 0.30 1,550| 0 3,516 0 7500 0.37 -0.14 30.02 0| 0 20 0 7600 0.61 -0.23 26.75 0| 0 0 0 7800 1.16 -0.38 25.30 0| 0 650 0 8000 2.00 -0.57 23.35 0| 0 0 0 8200 3.29 -0.76 22.09 0| 0 0 0 8400 4.21 -0.80 24.51 0| 0 0 0 8500 4.97 -0.89 22.20 0| 0 0 0 8600 6.84 -0.95 22.64 0| 0 0 0 8800 8.79 -0.98 23.17 0| 0 0 0 9000 10.77 -1.00 22.67 0| 0 0 0 9200 13.76 -1.00 22.75 0| 0 0 0 9500 18.76 -1.00 23.20 0| 0 0 0 10000 38.76 -1.00 32.00 0| 0 0 0 12000 Total 1,550| 0 10,637 0 Indicative a-t-m Vol 26.01 Underlying Price 81.220 Time to expiry: 197 Days Mar 11 0.02 0.00 47.39 0| 0 800 0 3200 0.14 -0.01 46.70 0| 0 2,443 0 4000 0.26 -0.02 44.39 0| 0 635 0 4500 0.38 -0.03 42.79 0| 0 400 0 4800 0.45 -0.04 41.55 0| 0 400 0 5000 0.72 -0.06 38.57 0| 0 687 0 5500 1.11 -0.10 35.66 0| 0 18 0 6000 1.68 -0.15 32.94 0| 0 10 0 6500 2.16 -0.19 31.52 0| 0 100 0 6800 2.53 -0.22 30.49 0| 0 160 0 7000 3.00 -0.25 29.68 0| 0 900 0 7200 3.78 -0.31 28.34 0| 0 75 0 7500 5.56 -0.43 26.34 0| 0 318 0 8000 8.06 -0.56 24.99 0| 0 10 0 8500 9.87 -0.64 24.24 0| 0 0 0 8800 11.19 -0.69 23.78 0| 0 10 0 9000 14.99 -0.80 22.88 0| 0 0 0 9500 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 19.28 -0.88 22.30 0| 0 10 0 10000 38.48 -0.99 22.44 0| 0 0 0 12000 58.35 -1.00 26.13 0| 0 0 0 14000 Total 0| 0 6,976 0 Indicative a-t-m Vol 26.89 Underlying Price 81.220 Time to expiry: 379 Days Sep 11 0.23 -0.01 46.39 0| 0 0 0 3200 0.51 -0.03 42.16 0| 0 0 0 4000 1.13 -0.07 39.22 0| 0 0 0 4800 1.28 -0.08 38.07 0| 0 0 0 5000 2.00 -0.12 35.52 0| 0 0 0 5600 2.62 -0.15 33.99 0| 0 1,040 0 6000 3.46 -0.20 32.71 0| 0 10 0 6400 4.94 -0.27 30.54 0| 0 510 0 7000 8.58 -0.44 27.22 0| 0 0 0 8000 14.01 -0.63 24.52 0| 0 0 0 9000 21.43 -0.79 23.22 0| 0 0 0 10000 39.46 -0.96 21.47 0| 0 0 0 12000 58.98 -0.99 21.26 0| 0 0 0 14000 78.70 -1.00 20.80 0| 0 10 0 16000 Total 0| 0 1,570 0 Indicative a-t-m Vol 26.77 Underlying Price 81.220 Time to expiry: 561 Days Mar 12 0.65 -0.03 46.71 0| 0 0 0 3200 1.22 -0.05 42.55 0| 0 0 0 4000 2.08 -0.09 39.03 0| 0 0 0 4800 2.26 -0.10 37.75 0| 0 10 0 5000 3.22 -0.14 35.51 0| 0 0 0 5600 3.96 -0.18 33.75 0| 0 0 0 6000 4.90 -0.22 32.47 0| 0 0 0 6400 6.53 -0.28 30.39 0| 0 0 0 7000 10.05 -0.42 27.00 0| 0 0 0 8000 15.39 -0.57 25.08 0| 0 0 0 9000 22.11 -0.72 23.28 0| 0 0 0 10000 39.02 -0.92 20.93 0| 0 0 0 12000 58.12 -0.98 21.15 0| 0 0 0 14000 77.60 -0.99 21.26 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 26.65 Underlying Price 81.220 Time to expiry: 750 Days Sep 12 1.27 -0.04 46.89 0| 0 0 0 3200 2.10 -0.07 42.58 0| 0 10 0 4000 3.19 -0.12 38.74 0| 0 0 0 4800 5.51 -0.20 33.79 0| 0 240 0 6000 6.49 -0.24 32.36 0| 0 0 0 6400 8.66 -0.32 28.96 0| 0 300 0 7200 11.97 -0.42 26.94 0| 0 0 0 8000 15.98 -0.53 25.06 0| 0 0 0 8800 40.09 -0.89 20.90 0| 0 0 0 12000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 77.98 -0.98 21.70 0| 0 0 0 16000 Total 0| 0 550 0 Indicative a-t-m Vol 26.53 Underlying Price 81.220 Time to expiry: 925 Days Mar 13 1.78 -0.05 46.81 0| 0 0 0 3200 2.79 -0.08 42.67 0| 0 0 0 4000 3.98 -0.12 38.68 0| 0 0 0 4800 6.48 -0.21 33.80 0| 0 0 0 6000 9.51 -0.32 28.72 0| 0 0 0 7200 12.78 -0.41 26.85 0| 0 0 0 8000 16.51 -0.51 24.74 0| 0 0 0 8800 39.47 -0.85 20.46 0| 0 0 0 12000 76.60 -0.97 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.96 Underlying Price 81.220 Time to expiry: 1114 Days Sep 13 2.52 -0.06 47.10 0| 0 0 0 3200 3.61 -0.10 42.37 0| 0 0 0 4000 5.05 -0.14 38.68 0| 0 0 0 4800 7.42 -0.22 33.12 0| 0 0 0 6000 14.36 -0.41 27.16 0| 0 0 0 8000 40.33 -0.83 20.64 0| 0 0 0 12000 76.66 -0.96 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.83 Underlying Price 81.220 Time to expiry: 1296 Days Mar 14 3.10 -0.07 47.42 0| 0 0 0 3200 4.20 -0.10 42.41 0| 0 0 0 4000 5.68 -0.14 38.58 0| 0 0 0 4800 8.17 -0.21 33.17 0| 0 0 0 6000 14.82 -0.39 27.03 0| 0 0 0 8000 39.61 -0.80 20.60 0| 0 0 0 12000 75.04 -0.94 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.22 Underlying Price 81.220 Time to expiry: 1478 Days Sep 14 5.03 -0.11 42.51 0| 0 0 0 4000 6.48 -0.15 38.36 0| 0 0 0 4800 9.21 -0.22 33.20 0| 0 0 0 6000 16.12 -0.39 27.43 0| 0 0 0 8000 40.13 -0.78 20.40 0| 0 0 0 12000 74.92 -0.93 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.42 Underlying Price 81.220 Time to expiry: 1660 Days Mar 15 7.03 -0.15 38.38 0| 0 0 0 4800 9.80 -0.22 33.41 0| 0 0 0 6000 16.52 -0.37 27.64 0| 0 0 0 8000 39.27 -0.75 20.40 0| 0 0 0 12000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 73.08 -0.91 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 1,550| 0 19,743 0 Grand Total 1,550| 0 26,187 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.65 Underlying Price 38.635 Time to expiry: 15 Days Sep 10 8.65 0.99 50.00 0| 0 0 0 3000 6.71 0.96 53.33 0| 0 2 0 3200 4.72 0.94 39.81 0| 0 0 0 3400 3.83 0.89 40.81 0| 0 10 0 3500 2.96 0.82 38.55 0| 0 0 0 3600 2.15 0.73 36.23 0| 6 200 -6 3700 1.46 0.61 34.80 0| 12 100 +12 3800 0.90 0.46 33.00 0| 64 903 +64 3900 0.39 0.51 0.32 31.98 0.39 0.39 3| 1,088 1,610 +1,049 4000 0.26 0.19 31.45 0| 21 61 +21 4100 0.15 0.13 0.11 31.17 0.15 0.11 S 1,004| 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 1,007| 1,191 22,164 +1,140 Indicative a-t-m Vol 34.23 Underlying Price 38.635 Time to expiry: 43 Days Oct 10 8.78 0.95 45.73 0| 0 0 0 3000 6.91 0.91 42.77 0| 0 0 0 3200 5.13 0.84 39.82 0| 0 0 0 3400 4.31 0.79 38.58 0| 0 0 0 3500 3.54 0.73 37.19 0| 0 0 0 3600 2.82 0.66 35.76 0| 166 166 +166 3700 2.19 0.58 34.68 0| 3 3,003 +3 3800 1.68 1.66 0.49 33.98 1.68 1.68 17| 4 2,575 0 3900 1.24 0.41 33.53 0| 8 147 0 4000 0.86 0.32 32.43 0| 0 114 0 4100 0.62 0.60 0.25 32.20 0.62 0.62 10| 0 3,014 0 4200 0.38 0.18 31.34 0| 0 5 0 4300 0.24 0.12 30.77 0| 0 11 0 4400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 18 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.15 0.08 30.44 0| 0 3 0 4500 0.10 0.06 30.66 0| 0 25 0 4600 0.03 0.02 29.87 0| 0 32 0 4800 0.03 0.02 39.10 0| 0 0 0 5200 Total 27| 181 9,095 +169 Indicative a-t-m Vol 35.56 Underlying Price 38.635 Time to expiry: 78 Days Nov 10 9.07 0.91 45.32 0| 0 0 0 3000 7.31 0.86 42.63 0| 0 0 0 3200 5.67 0.78 40.24 0| 0 0 0 3400 4.91 0.74 39.07 0| 0 0 0 3500 4.20 0.69 38.36 0| 0 0 0 3600 3.53 0.64 37.12 0| 0 121 0 3700 2.93 0.58 36.07 0| 0 9 0 3800 2.39 0.51 35.27 0| 0 0 0 3900 1.92 0.45 34.58 0| 0 7 0 4000 1.17 1.13 0.32 32.61 1.17 1.17 4| 4 24 +4 4200 0.68 0.22 32.46 0| 0 0 0 4400 Total 4| 4 161 +4 Indicative a-t-m Vol 35.49 Underlying Price 38.635 Time to expiry: 106 Days Dec 10 21.33 0.99 65.00 0| 0 0 0 1738 17.91 0.98 57.72 0| 0 5 0 2085 14.85 0.97 52.11 0| 0 0 0 2400 11.26 0.93 46.51 0| 0 0 0 2780 8.20 8.19 0.85 42.42 8.20 8.20 10| 0 0 0 3128 5.47 0.73 38.98 0| 18 18 +18 3475 4.59 0.68 37.70 0| 0 11 0 3600 3.23 0.57 35.84 0| 3,500 3,542 +3,500 3823 2.32 0.47 34.34 0| 1 592 0 4000 1.63 0.37 33.20 0| 0 65 0 4170 0.90 0.93 0.25 31.62 0.93 0.90 34| 3,500 148 -3,500 4400 0.55 0.17 30.84 0| 0 229 0 4600 0.26 0.09 30.19 0| 0 2,604 0 4865 0.09 0.04 29.46 0| 0 7,306 0 5213 0.02 0.01 27.92 0| 0 5,562 0 5560 0.02 0.01 27.83 0| 0 1,062 0 5600 0.01 0.00 27.15 0| 0 3,007 0 6000 0.01 0.00 27.05 0| 0 1,312 0 6081 0.01 0.00 26.76 0| 0 1,100 0 6400 0.01 0.00 26.63 0| 0 6,702 0 6950 0.01 0.00 27.23 0| 0 1 0 7819 0.01 0.00 27.46 0| 0 522 0 8000 0.01 0.00 27.97 0| 0 0 0 8340 0.01 0.00 28.60 0| 0 2 0 8688 0.01 0.00 33.00 0| 0 0 0 10425 Total 44| 7,019 33,790 +18 Indicative a-t-m Vol 35.27 Underlying Price 38.635 Time to expiry: 197 Days Mar 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 19 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.16 0.94 48.00 0| 0 0 0 2400 11.59 0.88 43.55 0| 0 0 0 2800 8.35 0.79 39.94 0| 0 12 0 3200 6.97 0.73 39.27 0| 0 0 0 3400 5.56 0.66 36.89 0| 0 0 0 3600 4.39 0.58 35.57 0| 0 10 0 3800 3.41 0.50 34.64 0| 0 28 0 4000 2.35 2.55 0.42 33.53 2.35 2.35 2| 0 36 0 4200 1.87 0.34 32.62 0| 17 42 -17 4400 1.30 0.27 31.50 0| 17 85 -17 4600 0.91 0.21 30.97 0| 0 49 0 4800 0.42 0.11 30.04 0| 0 26 0 5200 0.18 0.05 29.27 0| 0 760 0 5600 0.08 0.03 29.38 0| 0 5 0 6000 0.03 0.01 28.91 0| 0 3 0 6400 0.01 0.00 29.51 0| 0 0 0 7200 0.01 0.00 30.94 0| 0 0 0 8000 0.01 0.00 33.00 0| 0 0 0 8800 Total 2| 34 1,056 -34 Indicative a-t-m Vol 34.67 Underlying Price 38.635 Time to expiry: 288 Days Jun 11 21.54 0.98 54.00 0| 0 0 0 1738 18.27 0.95 49.39 0| 0 0 0 2085 15.40 0.92 45.75 0| 0 0 0 2400 12.13 0.86 42.04 0| 0 0 0 2780 9.41 0.79 39.34 0| 0 0 0 3128 6.99 0.69 36.82 0| 0 0 0 3475 6.21 0.66 36.13 0| 0 140 0 3600 4.93 0.58 34.72 0| 0 0 0 3823 4.17 0.52 34.53 0| 0 11 0 4000 3.43 0.46 33.73 0| 0 0 0 4170 2.57 0.39 32.67 0| 0 20 0 4400 1.95 0.32 31.79 0| 0 0 0 4600 1.33 0.24 30.84 0| 0 0 0 4865 0.85 0.77 0.16 29.88 0.85 0.85 5| 0 30 0 5213 0.43 0.10 29.09 0| 0 29 0 5560 0.12 0.03 27.87 0| 0 1,183 0 6255 0.08 0.02 30.71 0| 0 0 0 6950 0.02 0.01 29.38 0| 0 0 0 7645 0.01 0.00 29.73 0| 0 0 0 8000 0.01 0.00 30.14 0| 0 0 0 8340 0.01 0.00 30.64 0| 0 0 0 8688 0.01 0.00 38.00 0| 0 0 0 12000 Total 5| 0 1,413 0 Indicative a-t-m Vol 33.52 Underlying Price 38.635 Time to expiry: 470 Days Dec 11 21.62 0.97 57.00 0| 0 0 0 1738 18.30 0.95 49.00 0| 0 0 0 2085 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 20 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.41 0.92 44.00 0| 0 0 0 2400 12.15 0.86 40.00 0| 0 0 0 2780 9.44 0.79 36.94 0| 0 0 0 3128 7.19 0.69 35.34 0| 0 0 0 3475 5.26 0.58 33.65 0| 0 1,500 0 3823 4.47 0.52 33.11 0| 0 1,000 0 4000 3.98 0.48 33.83 0| 0 0 0 4170 3.23 0.41 33.40 0| 0 25 0 4400 2.75 0.36 33.62 0| 0 500 0 4600 2.37 0.32 33.87 0| 0 0 0 4800 1.75 0.25 34.43 0| 0 2,110 0 5213 1.29 0.20 34.57 0| 0 750 0 5600 0.66 0.12 31.62 0| 0 204 0 6000 0.53 0.10 32.65 0| 0 0 0 6400 0.49 0.09 35.71 0| 0 0 0 6950 0.31 0.06 36.84 0| 0 0 0 7819 0.17 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 35.72 Underlying Price 38.635 Time to expiry: 652 Days Jun 12 15.84 0.89 44.87 0| 0 0 0 2400 9.98 0.74 38.93 0| 0 0 0 3200 7.64 0.64 36.83 0| 0 0 0 3600 5.74 0.54 35.15 0| 0 0 0 4000 4.17 0.44 33.41 0| 0 0 0 4400 2.83 0.35 31.31 0| 0 0 0 4800 1.38 0.20 29.79 0| 0 0 0 5600 0.95 0.15 29.32 0| 0 0 0 6000 0.65 0.11 28.86 0| 0 0 0 6400 0.20 0.04 29.62 0| 0 0 0 8000 0.14 0.02 39.09 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 35.63 Underlying Price 38.635 Time to expiry: 841 Days Dec 12 19.11 0.96 47.73 0| 0 0 0 2000 15.86 0.90 46.39 0| 0 0 0 2400 10.08 0.74 39.50 0| 0 0 0 3200 7.71 0.64 36.68 0| 0 0 0 3600 5.89 0.55 35.09 0| 0 0 0 4000 4.29 0.45 33.06 0| 0 0 0 4400 3.14 0.36 31.84 0| 0 0 0 4800 1.52 0.22 29.40 0| 0 0 0 5600 1.10 0.17 29.04 0| 0 0 0 6000 0.82 0.13 29.07 0| 0 0 0 6400 0.31 0.06 29.70 0| 0 0 0 8000 0.28 0.04 39.64 0| 0 0 0 12000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.99 Underlying Price 38.635 Time to expiry: 1023 Days Jun 13 15.90 0.89 43.65 0| 0 0 0 2400 10.17 0.73 36.92 0| 0 0 0 3200 8.35 0.64 36.67 0| 0 0 0 3600 6.37 0.55 34.12 0| 0 0 0 4000 5.00 0.47 33.15 0| 0 0 0 4400 3.69 0.39 31.40 0| 0 0 0 4800 1.55 0.21 29.09 0| 0 0 0 6000 0.57 0.09 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 35.66 Underlying Price 38.635 Time to expiry: 1205 Days Dec 13 19.10 0.96 49.20 0| 0 0 0 2000 15.86 0.90 46.75 0| 0 0 0 2400 10.19 0.74 38.86 0| 0 0 0 3200 6.37 0.56 35.00 0| 0 0 0 4000 3.72 0.39 31.86 0| 0 0 0 4800 1.55 0.21 29.10 0| 0 0 0 6000 0.76 0.11 31.39 0| 0 0 0 8000 0.50 0.07 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 35.87 Underlying Price 38.635 Time to expiry: 1569 Days Dec 14 15.89 0.90 50.04 0| 0 0 0 2400 10.28 0.74 40.13 0| 0 0 0 3200 6.41 0.56 35.00 0| 0 0 0 4000 3.79 0.40 31.46 0| 0 0 0 4800 1.79 0.23 29.20 0| 0 0 0 6000 0.90 0.13 30.67 0| 0 0 0 8000 0.66 0.09 36.90 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 1,089| 8,429 73,768 +1,297 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.65 Underlying Price 38.635 Time to expiry: 15 Days Sep 10 0.01 -0.01 50.00 0| 0 2 0 3000 0.07 -0.04 53.33 0| 0 14 0 3200 0.08 -0.06 39.81 0| 1 631 -1 3400 0.19 -0.11 40.81 0| 0 0 0 3500 0.32 -0.18 38.55 0| 1 331 -1 3600 0.57 0.51 -0.27 36.23 0.57 S 0.57 S 1,000| 0 236 0 3700 0.87 0.82 -0.39 34.80 0.87 0.87 17| 302 1,919 +300 3800 1.26 -0.54 33.00 0| 0 96 0 3900 1.87 -0.69 31.98 0| 4 4,270 -1 4000 2.62 -0.81 31.45 0| 0 159 0 4100 3.48 -0.89 31.17 0| 0 1,028 0 4200 4.41 -0.95 31.02 0| 0 60 0 4300 5.38 -0.98 30.12 0| 0 460 0 4400 6.37 -0.99 30.98 0| 0 163 0 4500 7.37 -1.00 31.50 0| 0 51 0 4600 8.37 -1.00 32.00 0| 0 0 0 4700 9.37 -1.00 33.08 0| 0 5,999 0 4800 10.37 -1.00 33.90 0| 0 0 0 4900 11.37 -1.00 34.76 0| 0 0 0 5000 13.37 -1.00 36.36 0| 0 1,720 0 5200 15.37 -1.00 37.59 0| 0 0 0 5400 17.36 -1.00 39.80 0| 0 89 0 5600 21.37 -1.00 40.70 0| 0 565 0 6000 25.37 -1.00 42.45 0| 0 29 0 6400 29.37 -1.00 43.79 0| 0 192 0 6800 33.37 -1.00 44.46 0| 0 0 0 7200 41.37 -1.00 44.65 0| 0 0 0 8000 49.37 -1.00 44.69 0| 0 0 0 8800 57.37 -1.00 48.00 0| 0 0 0 9600 Total 1,017| 308 18,014 +297 Indicative a-t-m Vol 34.23 Underlying Price 38.635 Time to expiry: 43 Days Oct 10 0.12 -0.05 45.73 0| 0 0 0 3000 0.25 -0.09 42.77 0| 0 74 0 3200 0.48 -0.16 39.82 0| 0 116 0 3400 0.66 -0.21 38.58 0| 0 54 0 3500 0.88 -0.27 37.19 0| 0 52 0 3600 1.16 -0.34 35.76 0| 0 24 0 3700 1.53 -0.42 34.68 0| 0 40 0 3800 2.01 -0.51 33.98 0| 0 601 0 3900 2.58 -0.59 33.53 0| 0 52 0 4000 3.20 -0.68 32.43 0| 0 10 0 4100 3.94 -0.75 32.20 0| 0 0 0 4200 4.73 -0.82 31.34 0| 0 0 0 4300 5.58 -0.88 30.77 0| 0 0 0 4400 6.49 -0.92 30.44 0| 0 0 0 4500 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 23 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.44 -0.95 30.66 0| 0 0 0 4600 9.38 -0.98 29.87 0| 0 0 0 4800 13.38 -0.99 39.10 0| 0 0 0 5200 Total 0| 0 1,023 0 Indicative a-t-m Vol 35.56 Underlying Price 38.635 Time to expiry: 78 Days Nov 10 0.39 -0.09 45.32 0| 0 0 0 3000 0.63 -0.14 42.63 0| 0 38 0 3200 0.99 -0.22 40.24 0| 17 39 +17 3400 1.22 -0.26 39.07 0| 70 70 +70 3500 1.52 -0.31 38.36 0| 0 0 0 3600 1.85 -0.37 37.12 0| 0 0 0 3700 2.24 -0.42 36.07 0| 0 0 0 3800 2.70 -0.49 35.27 0| 0 0 0 3900 3.23 -0.55 34.58 0| 0 0 0 4000 4.44 -0.68 32.61 0| 0 0 0 4200 5.99 -0.78 32.46 0| 0 0 0 4400 Total 0| 87 147 +87 Indicative a-t-m Vol 35.49 Underlying Price 38.635 Time to expiry: 106 Days Dec 10 0.03 -0.01 65.00 0| 0 1,250 0 1738 0.08 -0.02 57.72 0| 0 0 0 2085 0.16 -0.03 52.11 0| 0 0 0 2400 0.36 -0.07 46.51 0| 0 0 0 2780 0.76 -0.15 42.42 0| 2 183 +2 3128 1.50 -0.27 38.98 0| 12 2,657 0 3475 1.87 -0.32 37.70 0| 1,528 1,811 +1,528 3600 2.73 -0.44 35.84 0| 0 78 0 3823 3.59 -0.53 34.34 0| 0 871 0 4000 4.60 -0.63 33.20 0| 0 3,612 0 4170 6.21 -0.75 31.62 0| 0 81 0 4400 7.83 -0.83 30.84 0| 0 3,289 0 4600 10.20 -0.91 30.19 0| 0 1,569 0 4865 13.52 -0.97 29.46 0| 8 4,849 0 5213 16.97 -1.00 27.92 0| 0 1,003 0 5560 17.36 -1.00 27.83 0| 0 752 0 5600 21.37 -1.00 27.15 0| 0 0 0 6000 22.18 -1.00 27.05 0| 0 1,447 0 6081 25.37 -1.00 26.76 0| 0 0 0 6400 30.87 -1.00 26.63 0| 0 1,593 0 6950 39.56 -1.00 27.23 0| 0 0 0 7819 41.37 -1.00 27.46 0| 0 0 0 8000 44.77 -1.00 27.97 0| 0 0 0 8340 48.25 -1.00 28.60 0| 0 0 0 8688 65.61 -1.00 33.00 0| 0 0 0 10425 Total 0| 1,550 25,045 +1,530 Indicative a-t-m Vol 35.27 Underlying Price 38.635 Time to expiry: 197 Days Mar 11 0.43 -0.06 48.00 0| 0 0 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.85 -0.12 43.55 0| 34 15 -33 2800 1.60 -0.21 39.94 0| 0 19 0 3200 2.23 -0.28 39.27 0| 15 34 0 3400 2.82 -0.34 36.89 0| 0 617 0 3600 3.65 -0.42 35.57 0| 0 92 0 3800 4.67 -0.50 34.64 0| 0 820 0 4000 5.81 -0.58 33.53 0| 0 104 0 4200 7.13 -0.66 32.62 0| 0 41 0 4400 8.56 -0.74 31.50 0| 0 26 0 4600 10.17 -0.80 30.97 0| 0 21 0 4800 13.67 -0.89 30.04 0| 0 0 0 5200 17.44 -0.96 29.27 0| 0 64 0 5600 21.37 -0.99 29.38 0| 0 22 0 6000 25.37 -1.00 28.91 0| 0 0 0 6400 33.37 -1.00 29.51 0| 0 0 0 7200 41.37 -1.00 30.94 0| 0 0 0 8000 49.37 -1.00 33.00 0| 0 0 0 8800 Total 0| 49 1,875 -33 Indicative a-t-m Vol 34.67 Underlying Price 38.635 Time to expiry: 288 Days Jun 11 0.24 -0.03 54.00 0| 0 0 0 1738 0.44 -0.05 49.39 0| 0 20 0 2085 0.73 -0.09 45.75 0| 0 0 0 2400 1.26 -0.14 42.04 0| 0 18 0 2780 2.02 -0.22 39.34 0| 0 1,022 0 3128 3.08 -0.31 36.82 0| 0 1 0 3475 3.55 -0.35 36.13 0| 0 60 0 3600 4.50 -0.43 34.72 0| 0 60 0 3823 5.50 -0.49 34.53 0| 0 0 0 4000 6.47 -0.54 33.73 0| 0 22 0 4170 7.91 -0.62 32.67 0| 0 62 0 4400 9.28 -0.68 31.79 0| 0 0 0 4600 11.30 -0.76 30.84 0| 0 101 0 4865 14.20 -0.84 29.88 0| 0 62 0 5213 17.31 -0.90 29.09 0| 0 132 0 5560 23.93 -0.98 27.87 0| 0 92 0 6255 30.87 -1.00 30.71 0| 0 0 0 6950 37.82 -1.00 29.38 0| 0 0 0 7645 41.37 -1.00 29.73 0| 0 0 0 8000 44.77 -1.00 30.14 0| 0 0 0 8340 48.25 -1.00 30.64 0| 0 0 0 8688 81.36 -1.00 38.00 0| 0 0 0 12000 Total 0| 0 1,652 0 Indicative a-t-m Vol 33.52 Underlying Price 38.635 Time to expiry: 470 Days Dec 11 0.95 -0.07 57.00 0| 0 0 0 1738 1.18 -0.10 49.00 0| 0 5 0 2085 1.56 -0.13 44.00 0| 0 5 0 2400 2.31 -0.20 40.00 0| 0 1 0 2780 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 25 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.28 -0.28 36.94 0| 0 0 0 3128 4.69 -0.37 35.34 0| 0 1,500 0 3475 6.38 -0.47 33.65 0| 0 1,500 0 3823 7.41 -0.52 33.11 0| 0 3 0 4000 8.66 -0.56 33.83 0| 0 0 0 4170 10.25 -0.62 33.40 0| 0 0 0 4400 11.79 -0.66 33.62 0| 0 500 0 4600 13.42 -0.70 33.87 0| 0 5 0 4800 16.93 -0.76 34.43 0| 0 1,505 0 5213 20.33 -0.82 34.57 0| 0 1,250 0 5600 23.70 -0.89 31.62 0| 0 250 0 6000 27.54 -0.91 32.65 0| 0 0 0 6400 32.95 -0.92 35.71 0| 0 70 0 6950 41.38 -0.95 36.84 0| 0 0 0 7819 49.86 -0.97 36.83 0| 0 0 0 8688 82.51 -1.00 34.22 0| 0 0 0 12000 Total 0| 0 6,594 0 Indicative a-t-m Vol 35.72 Underlying Price 38.635 Time to expiry: 652 Days Jun 12 2.35 -0.15 44.87 0| 0 5 0 2400 4.76 -0.30 38.93 0| 0 4 0 3200 6.48 -0.38 36.83 0| 0 0 0 3600 8.60 -0.48 35.15 0| 0 0 0 4000 11.02 -0.57 33.41 0| 0 0 0 4400 13.68 -0.67 31.31 0| 0 0 0 4800 20.22 -0.82 29.79 0| 0 0 0 5600 23.79 -0.87 29.32 0| 0 1 0 6000 27.48 -0.91 28.86 0| 0 0 0 6400 42.95 -0.97 29.62 0| 0 0 0 8000 82.47 -0.99 39.09 0| 0 0 0 12000 Total 0| 0 10 0 Indicative a-t-m Vol 35.63 Underlying Price 38.635 Time to expiry: 841 Days Dec 12 2.24 -0.13 47.73 0| 0 0 0 2000 3.35 -0.18 44.80 0| 0 0 0 2400 6.10 -0.33 38.64 0| 0 3 0 3200 8.02 -0.41 36.68 0| 0 0 0 3600 10.27 -0.49 35.09 0| 0 0 0 4000 12.69 -0.58 33.06 0| 0 0 0 4400 15.51 -0.66 31.84 0| 0 0 0 4800 21.79 -0.80 29.40 0| 0 0 0 5600 25.30 -0.85 29.04 0| 0 0 0 6000 28.94 -0.88 29.07 0| 0 0 0 6400 43.90 -0.97 26.07 0| 0 0 0 8000 82.98 -0.96 39.64 0| 0 0 0 12000 Total 0| 0 3 0 Indicative a-t-m Vol 35.58 Underlying Price 38.635 Time to expiry: 1023 Days Jun 13 3.60 -0.18 42.86 0| 0 0 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.67 -0.32 38.50 0| 0 0 0 3200 8.60 -0.39 36.67 0| 0 0 0 3600 10.80 -0.47 35.01 0| 0 0 0 4000 13.18 -0.55 33.15 0| 0 0 0 4400 15.90 -0.63 31.80 0| 0 0 0 4800 25.45 -0.81 29.09 0| 0 0 0 6000 44.01 -0.93 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 35.66 Underlying Price 38.635 Time to expiry: 1205 Days Dec 13 3.51 -0.15 48.00 0| 0 0 0 2000 4.51 -0.21 43.00 0| 5 5 +5 2400 7.92 -0.34 38.86 0| 0 0 0 3200 12.19 -0.49 35.00 0| 0 0 0 4000 17.41 -0.64 31.86 0| 0 0 0 4800 26.84 -0.81 29.10 0| 0 0 0 6000 46.20 -0.81 39.10 0| 0 0 0 8000 83.07 -0.94 38.00 0| 0 0 0 12000 Total 0| 5 5 +5 Indicative a-t-m Vol 35.76 Underlying Price 38.635 Time to expiry: 1569 Days Dec 14 5.78 -0.23 43.00 0| 0 0 0 2400 9.67 -0.35 39.50 0| 0 0 0 3200 13.93 -0.49 35.00 0| 0 0 0 4000 19.03 -0.63 31.46 0| 0 0 0 4800 28.39 -0.79 29.20 0| 0 0 0 6000 46.18 -0.88 30.67 0| 0 0 0 8000 83.14 -0.92 36.90 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 1,017| 1,999 54,368 +1,886 Grand Total 2,106| 10,428 128,136 +3,183 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.73 Underlying Price 38.635 Time to expiry: 15 Days Sep 10 10.85 0.99 65.60 0| 0 0 0 2780 8.65 0.99 50.00 0| 0 0 0 3000 7.39 0.98 49.05 0| 0 0 0 3128 4.04 0.91 39.56 0| 0 0 0 3475 2.96 0.82 38.55 0| 0 0 0 3600 2.15 0.73 36.23 0| 0 0 0 3700 1.33 0.57 34.56 0| 0 15 0 3823 0.90 0.46 33.00 0| 0 0 0 3900 0.51 0.32 31.98 0| 0 0 0 4000 0.26 0.19 31.45 0| 0 0 0 4100 0.18 0.14 32.50 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 33.25 0| 0 873 0 4865 0.01 0.00 34.76 0| 0 0 0 5000 0.01 0.00 34.88 0| 0 700 0 5213 0.01 0.00 37.59 0| 0 0 0 5400 0.01 0.00 36.84 0| 0 962 0 5560 0.01 0.00 40.70 0| 0 386 0 6000 0.01 0.00 40.93 0| 0 717 0 6255 0.01 0.00 44.37 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 41.11 0| 0 0 0 10425 Total 0| 0 7,053 0 Indicative a-t-m Vol 35.14 Underlying Price 38.635 Time to expiry: 197 Days Mar 11 15.04 0.94 48.00 0| 0 0 0 2400 11.48 0.88 43.55 0| 0 0 0 2800 8.25 0.79 39.94 0| 0 0 0 3200 6.89 0.72 39.27 0| 0 0 0 3400 5.49 0.66 36.89 0| 0 0 0 3600 4.33 0.58 35.57 0| 0 0 0 3800 3.31 0.50 34.24 0| 0 0 0 4000 2.51 0.42 33.53 0| 0 0 0 4200 1.84 0.34 32.62 0| 0 200 0 4400 1.28 0.26 31.50 0| 0 0 0 4600 0.90 0.20 30.97 0| 0 1,200 0 4800 0.41 0.11 30.04 0| 0 447 0 5200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 28 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.17 0.05 29.27 0| 0 100 0 5600 0.08 0.03 29.38 0| 0 0 0 6000 0.03 0.01 28.92 0| 0 0 0 6400 0.01 0.00 29.52 0| 0 0 0 7200 0.01 0.00 30.96 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 37.00 Underlying Price 38.635 Time to expiry: 379 Days Sep 11 13.90 0.87 46.01 0| 0 0 0 2400 8.21 0.71 40.71 0| 0 0 0 3200 5.91 0.60 38.31 0| 0 0 0 3600 4.10 0.48 36.33 0| 0 0 0 4000 2.55 0.36 33.59 0| 0 0 0 4400 1.41 0.24 30.76 0| 70 70 +70 4800 0.41 0.09 28.34 0| 80 80 0 5600 0.21 0.05 27.71 0| 0 10 0 6000 0.10 0.03 26.88 0| 0 0 0 6400 0.01 0.00 27.16 0| 0 0 0 8000 Total 0| 150 160 +70 Indicative a-t-m Vol 37.22 Underlying Price 38.635 Time to expiry: 561 Days Mar 12 14.78 0.85 45.40 0| 0 0 0 2400 9.35 0.71 40.00 0| 0 0 0 3200 7.17 0.62 38.13 0| 0 0 0 3600 5.42 0.52 36.76 0| 0 0 0 4000 3.69 0.42 33.70 0| 0 0 0 4400 2.31 0.31 30.83 0| 0 0 0 4800 0.91 0.16 28.45 0| 0 0 0 5600 0.58 0.11 27.94 0| 0 0 0 6000 0.06 0.02 26.92 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 150 9,160 +70 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.73 Underlying Price 38.635 Time to expiry: 15 Days Sep 10 0.01 -0.01 65.60 0| 0 150 0 2780 0.01 -0.01 50.00 0| 0 0 0 3000 0.03 -0.02 49.05 0| 0 0 0 3128 0.14 -0.09 39.56 0| 0 5 0 3475 0.32 -0.18 38.55 0| 0 0 0 3600 0.51 -0.27 36.23 0| 0 0 0 3700 0.92 -0.43 34.56 0| 0 134 0 3823 1.26 -0.54 33.00 0| 0 0 0 3900 1.87 -0.68 31.98 0| 0 280 0 4000 2.62 -0.81 31.45 0| 0 0 0 4100 3.24 -0.86 32.50 0| 0 848 0 4170 4.41 -0.95 31.02 0| 0 50 0 4300 5.37 -0.98 30.12 0| 0 417 0 4400 6.36 -0.99 30.98 0| 0 0 0 4500 7.36 -1.00 31.50 0| 0 245 0 4600 8.36 -1.00 32.00 0| 0 0 0 4700 9.36 -1.00 33.08 0| 0 0 0 4800 10.01 -1.00 33.25 0| 0 2,877 0 4865 11.36 -1.00 34.76 0| 0 0 0 5000 13.48 -1.00 34.88 0| 0 173 0 5213 15.35 -1.00 37.59 0| 0 0 0 5400 16.95 -1.00 36.84 0| 0 620 0 5560 21.35 -1.00 40.70 0| 0 1,020 0 6000 23.90 -1.00 40.93 0| 0 170 0 6255 30.85 -1.00 44.37 0| 0 210 0 6950 33.35 -1.00 44.46 0| 0 0 0 7200 41.35 -1.00 44.65 0| 0 0 0 8000 49.35 -1.00 44.69 0| 0 403 0 8800 57.35 -1.00 48.00 0| 0 0 0 9600 65.59 -1.00 41.11 0| 0 4 0 10425 Total 0| 0 7,606 0 Indicative a-t-m Vol 35.14 Underlying Price 38.635 Time to expiry: 197 Days Mar 11 0.43 -0.06 48.00 0| 0 1 0 2400 0.85 -0.12 43.55 0| 0 0 0 2800 1.60 -0.21 39.94 0| 0 200 0 3200 2.23 -0.28 39.27 0| 0 0 0 3400 2.82 -0.34 36.89 0| 0 595 0 3600 3.65 -0.42 35.57 0| 0 0 0 3800 4.62 -0.50 34.24 0| 0 1,320 0 4000 5.81 -0.58 33.53 0| 0 200 0 4200 7.13 -0.66 32.62 0| 0 435 0 4400 8.56 -0.74 31.50 0| 0 2,685 0 4600 10.17 -0.80 30.97 0| 0 147 0 4800 13.66 -0.89 30.04 0| 0 20 0 5200 17.40 -0.95 29.27 0| 0 4 0 5600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 21.29 -0.97 29.38 0| 0 428 0 6000 25.22 -0.99 28.92 0| 0 1,363 0 6400 33.15 -1.00 29.52 0| 0 0 0 7200 41.11 -1.00 30.96 0| 0 0 0 8000 49.06 -1.00 33.00 0| 0 20 0 8800 Total 0| 0 7,418 0 Indicative a-t-m Vol 37.00 Underlying Price 38.635 Time to expiry: 379 Days Sep 11 1.35 -0.13 46.01 0| 0 0 0 2400 3.57 -0.29 40.71 0| 0 60 0 3200 5.22 -0.40 38.31 0| 0 0 0 3600 7.36 -0.52 36.33 0| 0 431 0 4000 9.76 -0.64 33.59 0| 0 0 0 4400 12.58 -0.76 30.76 0| 0 70 0 4800 19.48 -0.91 28.34 0| 0 30 0 5600 23.23 -0.95 27.71 0| 0 500 0 6000 27.07 -0.97 26.88 0| 0 0 0 6400 42.78 -1.00 27.16 0| 0 0 0 8000 Total 0| 0 1,091 0 Indicative a-t-m Vol 37.22 Underlying Price 38.635 Time to expiry: 561 Days Mar 12 2.06 -0.15 45.40 0| 0 0 0 2400 4.47 -0.29 40.00 0| 0 40 0 3200 6.22 -0.38 38.13 0| 0 0 0 3600 8.39 -0.48 36.76 0| 0 10 0 4000 10.58 -0.58 33.70 0| 0 0 0 4400 13.13 -0.69 30.83 0| 0 0 0 4800 19.58 -0.84 28.45 0| 0 0 0 5600 23.17 -0.89 27.94 0| 0 0 0 6000 42.26 -0.98 26.92 0| 0 0 0 8000 Total 0| 0 50 0 Total Puts 0| 0 16,165 0 Grand Total 0| 150 25,325 +70 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.93 Underlying Price 28.740 Time to expiry: 15 Days Sep 10 10.74 1.00 50.00 0| 0 0 0 1800 8.74 1.00 45.57 0| 0 0 0 2000 7.74 1.00 43.30 0| 0 0 0 2100 6.74 1.00 41.03 0| 0 0 0 2200 5.75 1.00 38.92 0| 0 0 0 2300 4.75 0.99 36.49 0| 0 0 0 2400 4.25 0.99 35.20 0| 0 0 0 2450 3.76 0.98 34.06 0| 0 0 0 2500 2.80 0.94 32.12 0| 0 0 0 2600 1.91 0.84 31.16 0| 0 21 0 2700 1.15 0.67 30.29 0| 0 253 0 2800 0.57 0.45 28.45 0| 0 131 0 2900 0.24 0.23 0.24 27.97 0.24 0.22 34| 0 3,549 0 3000 0.11 0.12 30.45 0| 0 22 0 3100 0.04 0.04 0.05 31.07 0.04 0.04 12| 0 432 0 3200 0.02 0.02 38.19 0| 0 630 0 3400 0.01 0.01 41.73 0| 0 50 0 3600 0.01 0.00 43.67 0| 0 50 0 3800 0.01 0.00 46.24 0| 0 0 0 4000 0.01 0.00 50.11 0| 0 0 0 4400 0.01 0.00 51.00 0| 0 0 0 4800 Total 46| 0 5,138 0 Indicative a-t-m Vol 30.20 Underlying Price 28.740 Time to expiry: 43 Days Oct 10 6.77 0.99 36.58 0| 0 0 0 2200 5.80 0.97 36.44 0| 0 0 0 2300 4.86 0.94 35.72 0| 0 0 0 2400 3.95 0.89 34.65 0| 0 0 0 2500 3.09 0.82 33.41 0| 0 0 0 2600 2.31 0.73 32.09 0| 0 0 0 2700 1.63 0.62 30.98 0| 0 30 0 2800 0.99 1.08 0.49 29.92 1.01 0.99 83| 0 0 0 2900 0.70 0.67 0.36 29.14 0.70 0.66 140| 0 6 0 3000 0.39 0.24 28.72 0| 0 0 0 3100 0.22 0.15 28.60 0| 0 60 0 3200 0.07 0.06 29.57 0| 0 0 0 3400 0.03 0.02 32.26 0| 0 0 0 3600 Total 223| 0 96 0 Indicative a-t-m Vol 29.79 Underlying Price 28.740 Time to expiry: 78 Days Nov 10 6.83 0.97 32.69 0| 0 0 0 2200 5.91 0.93 33.88 0| 0 0 0 2300 5.03 0.89 33.99 0| 0 0 0 2400 3.42 0.77 33.03 0| 0 0 0 2600 2.69 0.69 31.90 0| 0 0 0 2700 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.03 0.60 30.59 0| 0 0 0 2800 1.48 0.51 29.51 0| 0 0 0 2900 0.97 0.98 0.40 27.77 1.01 0.97 52| 0 3 0 3000 0.47 0.23 28.20 0| 0 0 0 3200 0.19 0.11 27.94 0| 0 0 0 3400 0.10 0.06 29.95 0| 0 0 0 3600 Total 52| 0 3 0 Indicative a-t-m Vol 29.91 Underlying Price 28.740 Time to expiry: 106 Days Dec 10 16.77 1.00 54.00 0| 0 0 0 1200 12.80 0.99 48.18 0| 0 0 0 1600 10.84 0.98 44.70 0| 0 0 0 1800 8.90 0.96 41.31 0| 0 0 0 2000 7.03 0.92 38.16 0| 0 305 0 2200 6.13 0.89 36.93 0| 0 0 0 2300 5.25 0.86 35.10 0| 0 0 0 2400 3.64 0.75 32.70 0| 0 6 0 2600 2.30 0.60 30.60 0| 0 346 0 2800 1.29 0.43 28.73 0| 0 267 0 3000 0.63 0.26 27.26 0| 0 62 0 3200 0.25 0.13 25.94 0| 0 0 0 3400 0.13 0.07 27.00 0| 0 2 0 3600 0.01 0.01 23.78 0| 0 0 0 4000 0.01 0.00 23.50 0| 0 0 0 4400 0.01 0.00 24.00 0| 0 0 0 4800 Total 0| 0 988 0 Indicative a-t-m Vol 28.80 Underlying Price 28.740 Time to expiry: 197 Days Mar 11 10.99 0.96 41.00 0| 0 0 0 1800 9.12 0.93 38.28 0| 0 0 0 2000 7.33 0.88 35.69 0| 0 50 0 2200 6.49 0.85 34.55 0| 0 0 0 2300 5.66 0.81 33.23 0| 0 0 0 2400 4.15 0.72 31.20 0| 0 0 0 2600 2.87 0.60 29.37 0| 0 160 0 2800 1.85 0.47 27.82 0| 0 185 0 3000 1.09 0.33 26.56 0| 0 100 0 3200 0.60 0.22 25.54 0| 0 41 0 3400 0.31 0.13 24.79 0| 0 21 0 3600 0.07 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 28.28 Underlying Price 28.740 Time to expiry: 288 Days Jun 11 12.94 0.97 45.05 0| 0 0 0 1600 11.03 0.95 41.43 0| 0 0 0 1800 9.17 0.92 37.82 0| 0 0 0 2000 7.39 0.88 34.99 0| 0 0 0 2200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.53 0.85 33.52 0| 0 0 0 2300 5.73 0.81 32.54 0| 0 0 0 2400 4.25 0.72 30.49 0| 0 0 0 2600 3.00 0.60 28.82 0| 0 0 0 2800 1.98 0.47 27.36 0| 0 0 0 3000 1.24 0.35 26.15 0| 0 0 0 3200 0.44 0.16 25.19 0| 0 0 0 3600 0.13 0.06 24.40 0| 0 0 0 4000 0.04 0.02 24.01 0| 0 0 0 4400 0.01 0.01 24.00 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.44 Underlying Price 28.740 Time to expiry: 470 Days Dec 11 13.05 0.96 45.15 0| 0 0 0 1600 9.40 0.89 38.11 0| 0 0 0 2000 6.13 0.77 32.73 0| 0 0 0 2400 3.54 0.59 28.92 0| 0 0 0 2800 1.78 0.38 26.30 0| 0 0 0 3200 0.39 0.12 24.62 0| 0 0 0 4000 0.08 0.03 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.40 Underlying Price 28.740 Time to expiry: 652 Days Jun 12 13.08 0.95 45.17 0| 0 0 0 1600 9.50 0.88 37.98 0| 0 0 0 2000 6.32 0.76 32.64 0| 0 0 0 2400 3.81 0.58 28.85 0| 0 0 0 2800 2.10 0.40 26.42 0| 0 0 0 3200 0.58 0.15 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 321| 0 6,782 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.93 Underlying Price 28.740 Time to expiry: 15 Days Sep 10 0.01 0.00 50.00 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 0.02 -0.02 34.06 0| 0 42 0 2500 0.05 -0.06 32.12 0| 0 2,350 0 2600 0.16 -0.16 31.16 0| 0 25 0 2700 0.40 0.40 -0.33 30.29 0.40 0.40 50| 0 146 0 2800 0.82 -0.55 28.45 0| 0 7 0 2900 1.49 -0.76 27.97 0| 0 80 0 3000 2.36 -0.88 30.45 0| 0 0 0 3100 3.30 -0.95 31.07 0| 0 80 0 3200 5.27 -0.98 38.19 0| 0 104 0 3400 7.26 -1.00 41.73 0| 0 0 0 3600 9.26 -1.00 43.67 0| 0 0 0 3800 11.26 -1.00 46.24 0| 0 0 0 4000 15.26 -1.00 50.11 0| 0 0 0 4400 19.26 -1.00 51.00 0| 0 0 0 4800 Total 50| 0 3,040 0 Indicative a-t-m Vol 30.20 Underlying Price 28.740 Time to expiry: 43 Days Oct 10 0.02 -0.01 36.58 0| 0 0 0 2200 0.05 -0.03 36.44 0| 0 30 0 2300 0.10 -0.06 35.72 0| 0 0 0 2400 0.23 0.19 -0.11 34.65 0.23 0.23 20| 0 0 0 2500 0.34 -0.18 33.41 0| 0 0 0 2600 0.55 -0.27 32.09 0| 0 0 0 2700 0.88 0.88 -0.38 30.98 0.88 0.85 30| 0 0 0 2800 1.32 -0.51 29.92 0| 0 0 0 2900 1.91 -0.64 29.14 0| 0 0 0 3000 2.63 -0.76 28.72 0| 0 0 0 3100 3.46 -0.85 28.60 0| 0 0 0 3200 5.31 -0.95 29.57 0| 0 0 0 3400 7.28 -0.98 32.26 0| 0 0 0 3600 Total 50| 0 30 0 Indicative a-t-m Vol 29.79 Underlying Price 28.740 Time to expiry: 78 Days Nov 10 0.06 -0.03 32.69 0| 0 0 0 2200 0.23 0.14 -0.07 33.88 0.23 0.23 10| 0 0 0 2300 0.26 -0.11 33.99 0| 0 0 0 2400 0.64 -0.23 33.03 0| 0 0 0 2600 0.91 -0.31 31.90 0| 0 0 0 2700 1.25 -0.40 30.59 0| 0 0 0 2800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.69 -0.50 29.51 0| 0 0 0 2900 2.20 -0.60 27.77 0| 0 0 0 3000 3.69 -0.77 28.20 0| 0 0 0 3200 5.42 -0.89 27.94 0| 0 0 0 3400 7.33 -0.94 29.95 0| 0 0 0 3600 Total 10| 0 0 0 Indicative a-t-m Vol 29.91 Underlying Price 28.740 Time to expiry: 106 Days Dec 10 0.01 0.00 54.00 0| 0 0 0 1200 0.02 -0.01 48.18 0| 0 0 0 1600 0.05 -0.02 44.70 0| 0 224 0 1800 0.11 -0.04 41.31 0| 0 163 0 2000 0.23 -0.08 38.16 0| 0 52 0 2200 0.34 -0.11 36.93 0| 0 0 0 2300 0.45 -0.15 35.10 0| 0 93 0 2400 0.84 -0.25 32.70 0| 10 10 +10 2600 1.50 -0.40 30.60 0| 0 23 0 2800 2.48 -0.57 28.73 0| 0 0 0 3000 3.82 -0.74 27.26 0| 0 50 0 3200 5.45 -0.87 25.94 0| 0 0 0 3400 7.34 -0.94 27.00 0| 0 50 0 3600 11.26 -1.00 23.78 0| 0 0 0 4000 15.26 -1.00 23.50 0| 0 0 0 4400 19.26 -1.00 24.00 0| 0 0 0 4800 Total 0| 10 665 +10 Indicative a-t-m Vol 28.80 Underlying Price 28.740 Time to expiry: 197 Days Mar 11 0.18 -0.05 41.00 0| 0 112 0 1800 0.32 -0.08 38.28 0| 0 1 0 2000 0.54 -0.13 35.69 0| 0 0 0 2200 0.70 -0.16 34.55 0| 0 0 0 2300 0.88 -0.20 33.23 0| 0 20 0 2400 1.38 -0.30 31.20 0| 0 50 0 2600 2.13 -0.42 29.37 0| 0 50 0 2800 3.12 -0.55 27.82 0| 0 2 0 3000 4.39 -0.68 26.56 0| 0 0 0 3200 5.91 -0.79 25.54 0| 0 0 0 3400 7.62 -0.88 24.79 0| 0 0 0 3600 11.37 -0.96 23.98 0| 0 0 0 4000 15.30 -0.99 24.00 0| 0 0 0 4400 Total 0| 0 235 0 Indicative a-t-m Vol 28.28 Underlying Price 28.740 Time to expiry: 288 Days Jun 11 0.34 -0.06 45.05 0| 0 0 0 1600 0.51 -0.09 41.43 0| 0 0 0 1800 0.73 -0.13 37.82 0| 0 0 0 2000 1.07 -0.19 34.99 0| 0 6 0 2200 1.27 -0.23 33.52 0| 0 0 0 2300 1.54 -0.27 32.54 0| 0 0 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.21 -0.37 30.49 0| 0 0 0 2600 3.11 -0.48 28.82 0| 0 0 0 2800 4.22 -0.60 27.36 0| 0 0 0 3000 5.59 -0.71 26.15 0| 0 0 0 3200 8.91 -0.87 25.19 0| 0 0 0 3600 12.62 -0.95 24.40 0| 0 0 0 4000 16.51 -0.98 24.01 0| 0 0 0 4400 20.46 -0.99 24.00 0| 0 0 0 4800 Total 0| 0 6 0 Indicative a-t-m Vol 28.44 Underlying Price 28.740 Time to expiry: 470 Days Dec 11 0.76 -0.09 45.15 0| 0 0 0 1600 1.32 -0.17 38.11 0| 0 0 0 2000 2.25 -0.29 32.73 0| 0 0 0 2400 3.80 -0.46 28.92 0| 0 0 0 2800 6.13 -0.65 26.30 0| 0 0 0 3200 12.77 -0.90 24.62 0| 0 0 0 4000 20.45 -0.98 24.22 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.40 Underlying Price 28.740 Time to expiry: 652 Days Jun 12 1.34 -0.13 45.17 0| 0 0 0 1600 2.07 -0.21 37.98 0| 0 0 0 2000 3.18 -0.33 32.64 0| 0 0 0 2400 4.88 -0.48 28.85 0| 0 0 0 2800 7.30 -0.64 26.42 0| 0 0 0 3200 13.81 -0.86 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 110| 10 3,976 +10 Grand Total 431| 10 10,758 +10 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.93 Underlying Price 28.740 Time to expiry: 15 Days Sep 10 10.74 1.00 50.00 0| 0 0 0 1800 8.74 1.00 45.57 0| 0 0 0 2000 7.74 1.00 43.30 0| 0 0 0 2100 6.74 1.00 41.03 0| 0 179 0 2200 5.75 1.00 38.92 0| 0 0 0 2300 4.75 0.99 36.49 0| 0 0 0 2400 4.25 0.99 35.20 0| 0 0 0 2450 3.76 0.98 34.06 0| 0 0 0 2500 2.80 0.94 32.12 0| 0 0 0 2600 1.91 0.84 31.16 0| 0 0 0 2700 1.15 0.67 30.29 0| 0 0 0 2800 0.57 0.45 28.45 0| 0 0 0 2900 0.23 0.24 27.97 0| 0 30 0 3000 0.11 0.12 30.45 0| 0 0 0 3100 0.04 0.05 31.07 0| 0 2,040 0 3200 0.02 0.02 38.19 0| 0 503 0 3400 0.01 0.01 41.73 0| 0 40 0 3600 0.01 0.00 43.67 0| 0 0 0 3800 0.01 0.00 46.24 0| 0 1 0 4000 0.01 0.00 50.11 0| 0 4 0 4400 0.01 0.00 51.00 0| 0 3 0 4800 Total 0| 0 2,800 0 Indicative a-t-m Vol 28.80 Underlying Price 28.740 Time to expiry: 197 Days Mar 11 16.57 1.00 47.27 0| 0 0 0 1200 12.67 0.98 43.68 0| 0 0 0 1600 10.77 0.95 41.00 0| 0 0 0 1800 8.91 0.92 38.28 0| 0 0 0 2000 7.14 0.87 35.69 0| 0 0 0 2200 6.31 0.84 34.55 0| 0 0 0 2300 5.49 0.80 33.23 0| 0 0 0 2400 4.01 0.70 31.20 0| 0 0 0 2600 2.76 0.58 29.37 0| 0 25 0 2800 1.77 0.45 27.82 0| 0 0 0 3000 1.04 0.32 26.56 0| 0 20 0 3200 0.57 0.21 25.54 0| 0 0 0 3400 0.29 0.12 24.79 0| 0 0 0 3600 0.07 0.04 23.98 0| 0 0 0 4000 0.01 0.01 24.00 0| 0 0 0 4400 0.01 0.00 24.75 0| 0 0 0 4800 Total 0| 0 45 0 Indicative a-t-m Vol 27.96 Underlying Price 28.740 Time to expiry: 379 Days Sep 11 11.81 0.93 41.65 0| 0 0 0 1600 8.36 0.85 36.43 0| 0 0 0 2000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.31 0.72 31.83 0| 0 0 0 2400 2.92 0.53 28.23 0| 0 0 0 2800 1.45 0.34 26.78 0| 0 0 0 3200 0.68 0.19 26.15 0| 0 0 0 3600 0.30 0.10 25.80 0| 0 0 0 4000 0.09 0.03 27.85 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 28.22 Underlying Price 28.740 Time to expiry: 561 Days Mar 12 12.35 0.90 43.05 0| 0 0 0 1600 9.04 0.83 36.79 0| 0 0 0 2000 6.17 0.71 32.68 0| 0 0 0 2400 3.72 0.56 28.51 0| 0 0 0 2800 2.15 0.40 26.94 0| 0 0 0 3200 0.69 0.17 26.33 0| 0 0 0 4000 0.30 0.08 28.05 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 2,845 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 28.93 Underlying Price 28.740 Time to expiry: 15 Days Sep 10 0.01 0.00 50.00 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 0.02 -0.02 34.06 0| 0 0 0 2500 0.05 -0.06 32.12 0| 0 41 0 2600 0.16 -0.16 31.16 0| 0 0 0 2700 0.40 -0.33 30.29 0| 0 1 0 2800 0.82 -0.55 28.45 0| 0 0 0 2900 1.49 -0.76 27.97 0| 0 15 0 3000 2.36 -0.88 30.45 0| 0 0 0 3100 3.29 -0.95 31.07 0| 0 11 0 3200 5.27 -0.98 38.19 0| 0 2 0 3400 7.26 -0.99 41.73 0| 0 2 0 3600 9.25 -1.00 43.67 0| 0 1 0 3800 11.25 -1.00 46.24 0| 0 1 0 4000 15.25 -1.00 50.11 0| 0 0 0 4400 19.25 -1.00 51.00 0| 0 0 0 4800 Total 0| 0 242 0 Indicative a-t-m Vol 28.80 Underlying Price 28.740 Time to expiry: 197 Days Mar 11 0.01 0.00 47.27 0| 0 0 0 1200 0.09 -0.02 43.68 0| 0 369 0 1600 0.18 -0.05 41.00 0| 0 310 0 1800 0.32 -0.08 38.28 0| 0 0 0 2000 0.54 -0.13 35.69 0| 0 0 0 2200 0.70 -0.16 34.55 0| 0 0 0 2300 0.88 -0.20 33.23 0| 0 0 0 2400 1.38 -0.30 31.20 0| 0 0 0 2600 2.13 -0.42 29.37 0| 0 20 0 2800 3.12 -0.55 27.82 0| 0 10 0 3000 4.39 -0.68 26.56 0| 0 0 0 3200 5.91 -0.79 25.54 0| 0 0 0 3400 7.62 -0.88 24.79 0| 0 0 0 3600 11.37 -0.96 23.98 0| 0 0 0 4000 15.30 -0.99 24.00 0| 0 0 0 4400 19.27 -1.00 24.75 0| 0 0 0 4800 Total 0| 0 709 0 Indicative a-t-m Vol 27.96 Underlying Price 28.740 Time to expiry: 379 Days Sep 11 0.41 -0.07 41.65 0| 0 0 0 1600 0.92 -0.15 36.43 0| 0 80 0 2000 1.82 -0.28 31.83 0| 0 0 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.38 -0.47 28.23 0| 0 0 0 2800 5.86 -0.66 26.78 0| 0 0 0 3200 9.04 -0.81 26.15 0| 0 0 0 3600 12.62 -0.90 25.80 0| 0 0 0 4000 20.31 -0.97 27.85 0| 0 0 0 4800 Total 0| 0 80 0 Indicative a-t-m Vol 28.22 Underlying Price 28.740 Time to expiry: 561 Days Mar 12 0.84 -0.10 43.05 0| 0 0 0 1600 1.45 -0.17 36.79 0| 0 0 0 2000 2.51 -0.29 32.68 0| 0 0 0 2400 3.98 -0.44 28.51 0| 0 0 0 2800 6.33 -0.60 26.94 0| 0 0 0 3200 12.72 -0.83 26.33 0| 0 0 0 4000 20.17 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 25.11 Underlying Price 96.470 Time to expiry: 15 Days Sep 10 52.48 1.00 90.00 0| 0 0 0 4400 48.48 1.00 90.71 0| 0 0 0 4800 40.48 1.00 83.45 0| 0 0 0 5600 32.49 1.00 70.99 0| 0 0 0 6400 28.50 1.00 64.18 0| 0 0 0 6800 24.51 0.99 57.39 0| 0 0 0 7200 20.52 0.99 50.84 0| 0 500 0 7600 16.58 0.97 47.02 0| 0 1,122 0 8000 12.60 0.96 37.96 0| 0 196 0 8400 10.67 0.94 35.63 0| 0 8 0 8600 8.75 0.92 32.83 0| 1 3,584 0 8800 6.90 0.87 30.47 0| 1 84 -1 9000 5.16 0.80 28.56 0| 0 4,449 0 9200 3.48 3.60 0.69 26.70 3.48 3.48 8| 0 1,279 0 9400 1.72 2.30 0.55 25.45 2.34 1.72 35| 264 1,085 +219 9600 1.03 1.29 0.39 23.97 1.20 1.03 73| 0 444 0 9800 0.61 0.65 0.24 23.27 0.66 0.61 46| 42 4,781 +9 10000 0.01 0.00 15.99 0| 0 2,793 0 11000 0.01 0.00 13.95 0| 0 4 0 12000 0.01 0.00 20.00 0| 0 0 0 14000 Total 162| 308 20,329 +227 Indicative a-t-m Vol 26.83 Underlying Price 96.470 Time to expiry: 43 Days Oct 10 20.72 0.96 39.78 0| 0 0 0 7600 16.88 0.94 36.89 0| 0 0 0 8000 13.16 0.89 34.30 0| 0 15 0 8400 11.36 0.86 32.90 0| 0 26 0 8600 9.66 0.82 31.71 0| 0 51 0 8800 8.01 0.76 30.32 0| 0 23 0 9000 6.50 0.70 29.18 0| 0 44 0 9200 5.11 0.63 28.08 0| 0 183 0 9400 3.63 3.88 0.54 27.07 3.63 S 3.63 S 2| 0 112 0 9600 2.82 0.45 26.04 0| 0 67 0 9800 1.82 1.98 0.36 25.32 1.82 S 1.78 12| 55 1,739 -26 10000 0.18 0.06 23.07 0| 0 140 0 11000 0.01 0.00 23.00 0| 0 0 0 12000 Total 14| 55 2,400 -26 Indicative a-t-m Vol 28.17 Underlying Price 96.470 Time to expiry: 78 Days Nov 10 21.24 0.92 38.69 0| 0 0 0 7600 17.59 0.88 36.51 0| 0 0 0 8000 14.15 0.83 34.71 0| 0 0 0 8400 10.84 0.76 32.28 0| 0 8 0 8800 9.32 0.71 31.12 0| 0 10 0 9000 7.89 0.66 30.15 0| 0 32 0 9200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.58 0.61 29.31 0| 50 100 +42 9400 5.38 0.55 28.40 0| 1 16 +1 9600 4.30 4.30 0.48 27.45 4.30 4.30 63| 0 0 0 9800 3.36 0.41 26.63 0| 21 91 +21 10000 0.57 0.72 0.14 24.25 0.57 0.57 3| 130 130 +70 11000 0.12 0.03 24.05 0| 0 0 0 12000 Total 66| 202 387 +134 Indicative a-t-m Vol 28.33 Underlying Price 96.470 Time to expiry: 106 Days Dec 10 72.52 1.00 85.00 0| 0 0 0 2400 64.55 1.00 78.54 0| 0 0 0 3200 56.60 1.00 69.64 0| 0 0 0 4000 52.62 0.99 65.18 0| 0 0 0 4400 48.66 0.99 60.88 0| 0 0 0 4800 46.68 0.99 58.81 0| 0 0 0 5000 40.75 0.98 52.99 0| 0 0 0 5600 36.82 0.98 49.45 0| 0 2 0 6000 32.92 0.97 46.18 0| 0 0 0 6400 29.06 0.95 43.17 0| 0 0 0 6800 27.14 0.95 41.76 0| 0 5,050 0 7000 25.21 0.94 39.85 0| 0 0 0 7200 21.52 0.91 37.77 0| 0 0 0 7600 17.97 0.86 35.96 0| 0 4,001 0 8000 14.58 0.81 33.95 0| 0 2,504 0 8400 11.41 0.74 32.01 0| 0 4,231 0 8800 9.93 0.70 31.14 0| 0 3,904 0 9000 8.54 0.65 30.20 0| 0 928 0 9200 6.06 0.55 28.55 0| 16 3,132 0 9600 3.98 0.43 26.70 0| 21 1,654 +21 10000 0.18 0.04 22.79 0| 0 364 0 12000 0.01 0.00 21.82 0| 0 0 0 14000 0.01 0.00 22.50 0| 0 0 0 16000 Total 0| 37 25,770 +21 Indicative a-t-m Vol 28.73 Underlying Price 96.470 Time to expiry: 197 Days Mar 11 40.97 0.97 47.05 0| 0 0 0 5600 33.37 0.94 42.48 0| 0 0 0 6400 26.11 0.89 38.70 0| 0 158 0 7200 22.63 0.85 36.76 0| 0 40 0 7600 19.31 0.81 34.95 0| 0 0 0 8000 16.15 0.76 33.23 0| 0 0 0 8400 13.23 0.70 31.71 0| 0 279 0 8800 10.54 0.63 30.15 0| 0 59 0 9200 8.18 0.55 28.86 0| 0 430 0 9600 6.19 0.47 27.78 0| 0 141 0 10000 0.98 0.12 24.26 0| 0 276 0 12000 0.07 0.01 22.51 0| 0 0 0 14000 0.01 0.00 23.00 0| 0 0 0 16000 Total 0| 0 1,383 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 29.24 Underlying Price 96.470 Time to expiry: 288 Days Jun 11 72.53 1.00 65.00 0| 0 0 0 2400 64.57 1.00 60.79 0| 0 0 0 3200 56.67 0.99 55.30 0| 0 0 0 4000 52.75 0.99 52.55 0| 0 0 0 4400 48.86 0.98 49.90 0| 0 0 0 4800 41.19 0.96 45.02 0| 0 0 0 5600 37.39 0.94 42.55 0| 0 0 0 6000 33.73 0.92 40.63 0| 0 0 0 6400 26.71 0.87 37.38 0| 0 0 0 7200 20.19 0.79 34.07 0| 0 0 0 8000 17.17 0.74 32.69 0| 0 0 0 8400 14.39 0.68 31.31 0| 0 640 0 8800 11.83 0.62 30.00 0| 0 50 0 9200 9.70 0.55 29.36 0| 12 30 -1 9600 7.69 0.49 28.33 0| 0 100 0 10000 3.91 0.31 26.13 0| 0 0 0 11000 1.74 0.17 24.59 0| 0 119 0 12000 0.26 0.04 22.91 0| 0 107 0 14000 0.04 0.01 23.00 0| 0 0 0 16000 Total 0| 12 1,046 -1 Indicative a-t-m Vol 29.94 Underlying Price 96.470 Time to expiry: 470 Days Dec 11 72.54 1.00 59.00 0| 0 0 0 2400 64.58 1.00 54.27 0| 0 0 0 3200 56.73 0.99 50.45 0| 0 0 0 4000 52.85 0.98 47.82 0| 0 0 0 4400 49.03 0.97 45.64 0| 0 0 0 4800 41.63 0.94 42.09 0| 0 0 0 5600 38.19 0.91 41.16 0| 0 1 0 6000 34.73 0.89 39.59 0| 0 0 0 6400 29.67 0.84 36.87 0| 0 1,750 0 7000 22.10 0.75 33.86 0| 0 1,000 0 8000 18.76 0.70 32.54 0| 0 500 0 8500 15.70 0.64 31.34 0| 0 250 0 9000 12.41 0.56 30.03 0| 0 1,000 0 9600 10.43 0.51 29.24 0| 0 1,000 0 10000 3.79 0.26 26.00 0| 0 50 0 12000 0.32 0.04 23.80 0| 0 0 0 16000 Total 0| 0 5,551 0 Indicative a-t-m Vol 30.71 Underlying Price 96.470 Time to expiry: 652 Days Jun 12 56.92 0.98 50.86 0| 0 0 0 4000 49.49 0.95 46.30 0| 0 0 0 4800 42.47 0.91 42.83 0| 0 0 0 5600 39.17 0.89 41.56 0| 0 0 0 6000 36.06 0.86 40.46 0| 0 0 0 6400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 44 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 29.64 0.80 36.82 0| 0 0 0 7200 24.07 0.74 34.63 0| 0 0 0 8000 18.82 0.66 32.07 0| 0 0 0 8800 14.67 0.58 30.80 0| 0 0 0 9600 5.32 0.31 26.10 0| 0 0 0 12000 0.74 0.07 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.91 Underlying Price 96.470 Time to expiry: 841 Days Dec 12 72.55 1.00 58.28 0| 0 0 0 2400 64.71 0.99 55.45 0| 0 0 0 3200 57.23 0.97 51.18 0| 0 0 0 4000 50.14 0.93 46.98 0| 0 0 0 4800 40.24 0.87 41.81 0| 0 0 0 6000 31.13 0.79 37.30 0| 0 0 0 7200 25.86 0.73 35.20 0| 0 0 0 8000 23.23 0.70 33.91 0| 0 0 0 8400 20.99 0.66 33.10 0| 0 0 0 8800 16.53 0.59 31.00 0| 0 0 0 9600 6.84 0.35 26.20 0| 0 0 0 12000 1.54 0.11 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.07 Underlying Price 96.470 Time to expiry: 1023 Days Jun 13 41.15 0.86 42.24 0| 0 0 0 6000 27.33 0.73 35.78 0| 0 0 0 8000 22.27 0.67 33.09 0| 0 0 0 8800 17.98 0.60 31.17 0| 0 0 0 9600 8.06 0.37 26.30 0| 0 0 0 12000 2.71 0.16 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.15 Underlying Price 96.470 Time to expiry: 1205 Days Dec 13 72.55 1.00 58.00 0| 0 0 0 2400 64.74 0.99 54.57 0| 0 0 0 3200 57.75 0.95 51.82 0| 0 0 0 4000 51.16 0.91 47.64 0| 0 0 0 4800 42.05 0.85 42.62 0| 0 0 0 6000 28.70 0.73 36.17 0| 0 0 0 8000 9.26 0.40 26.40 0| 0 0 0 12000 3.63 0.19 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.20 Underlying Price 96.470 Time to expiry: 1569 Days Dec 14 51.80 0.91 47.50 0| 0 0 0 4800 43.26 0.85 42.70 0| 0 0 0 6000 30.58 0.73 36.19 0| 0 0 0 8000 11.25 0.43 26.50 0| 0 0 0 12000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.28 0.24 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 242| 614 56,866 +355 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 25.11 Underlying Price 96.470 Time to expiry: 15 Days Sep 10 0.01 0.00 90.00 0| 0 120 0 4400 0.01 0.00 90.71 0| 0 655 0 4800 0.01 0.00 83.45 0| 0 152 0 5600 0.01 0.00 70.99 0| 0 91 0 6400 0.01 0.00 64.18 0| 0 235 0 6800 0.02 -0.01 57.39 0| 0 3,735 0 7200 0.04 -0.01 50.84 0| 0 2,441 0 7600 0.09 -0.03 47.02 0| 0 8,344 0 8000 0.16 0.12 -0.04 37.96 0.16 0.16 4| 0 1,253 0 8400 0.18 -0.06 35.63 0| 60 298 +10 8600 0.34 0.27 -0.08 32.83 0.34 Q 0.34 Q 25| 0 4,280 0 8800 0.42 -0.13 30.47 0| 1,000 1,703 +1,000 9000 0.80 0.68 -0.20 28.56 0.80 0.80 2| 10 561 -10 9200 1.33 1.11 -0.31 26.70 1.33 1.09 120| 0 78 0 9400 1.82 -0.45 25.45 0| 0 82 0 9600 2.80 -0.61 23.97 0| 0 21 0 9800 4.16 -0.76 23.27 0| 0 62 0 10000 13.53 -1.00 15.99 0| 0 0 0 11000 23.53 -1.00 13.95 0| 0 0 0 12000 43.53 -1.00 20.00 0| 0 0 0 14000 Total 151| 1,070 24,111 +1,000 Indicative a-t-m Vol 26.83 Underlying Price 96.470 Time to expiry: 43 Days Oct 10 0.28 0.20 -0.04 39.78 0.28 0.28 3| 0 100 0 7600 0.35 -0.06 36.89 0| 0 67 0 8000 0.64 -0.11 34.30 0| 5 121 +5 8400 0.84 -0.14 32.90 0| 0 101 0 8600 1.13 -0.18 31.71 0| 0 14 0 8800 1.49 -0.24 30.32 0| 21 83 +21 9000 1.97 -0.30 29.18 0| 0 202 0 9200 2.58 -0.37 28.08 0| 0 72 0 9400 3.35 -0.46 27.07 0| 0 40 0 9600 4.29 -0.55 26.04 0| 0 0 0 9800 5.45 -0.64 25.32 0| 0 0 0 10000 13.66 -0.95 23.07 0| 0 0 0 11000 23.53 -1.00 23.00 0| 0 0 0 12000 Total 3| 26 800 +26 Indicative a-t-m Vol 28.17 Underlying Price 96.470 Time to expiry: 78 Days Nov 10 0.65 -0.08 38.69 0| 0 58 0 7600 1.00 -0.12 36.51 0| 0 65 0 8000 1.55 -0.17 34.71 0| 0 34 0 8400 2.24 -0.24 32.28 0| 0 30 0 8800 2.62 2.72 -0.29 31.12 2.62 2.62 17| 0 0 0 9000 3.29 -0.34 30.15 0| 18 18 +18 9200 4.10 3.97 -0.39 29.31 4.10 4.10 21| 37 37 +37 9400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.04 4.77 -0.46 28.40 5.04 5.04 34| 0 0 0 9600 6.01 5.69 -0.52 27.45 6.01 6.01 16| 0 0 0 9800 6.75 -0.59 26.63 0| 0 0 0 10000 14.13 -0.87 24.25 0| 0 0 0 11000 23.57 -0.98 24.05 0| 0 0 0 12000 Total 88| 55 242 +55 Indicative a-t-m Vol 28.33 Underlying Price 96.470 Time to expiry: 106 Days Dec 10 0.01 0.00 85.00 0| 0 75 0 2400 0.03 0.00 78.54 0| 0 140 0 3200 0.08 -0.01 69.64 0| 0 225 0 4000 0.10 -0.01 65.18 0| 0 513 0 4400 0.14 -0.01 60.88 0| 0 366 0 4800 0.16 -0.01 58.81 0| 0 323 0 5000 0.24 -0.02 52.99 0| 4 861 0 5600 0.32 -0.03 49.45 0| 0 2,987 0 6000 0.42 -0.04 46.18 0| 0 321 0 6400 0.58 -0.06 43.17 0| 0 3,211 0 6800 0.67 -0.06 41.76 0| 0 2,463 0 7000 0.76 -0.07 39.85 0| 0 2,412 0 7200 1.10 -0.11 37.77 0| 0 4,865 0 7600 1.54 1.60 -0.15 35.96 1.54 1.54 2| 50 8,653 +50 8000 2.26 -0.21 33.95 0| 0 4,705 0 8400 3.14 -0.28 32.01 0| 0 4,224 0 8800 3.69 -0.32 31.14 0| 0 2,056 0 9000 4.33 -0.37 30.20 0| 0 90 0 9200 5.90 -0.47 28.55 0| 0 23 0 9600 7.87 -0.58 26.70 0| 0 83 0 10000 24.16 -0.96 22.79 0| 0 0 0 12000 43.94 -1.00 21.82 0| 0 0 0 14000 63.90 -1.00 22.50 0| 0 0 0 16000 Total 2| 54 38,596 +50 Indicative a-t-m Vol 28.73 Underlying Price 96.470 Time to expiry: 197 Days Mar 11 0.65 -0.04 47.05 0| 0 241 0 5600 1.12 -0.07 42.48 0| 0 221 0 6400 1.91 -0.12 38.70 0| 0 105 0 7200 2.46 -0.16 36.76 0| 0 123 0 7600 3.17 -0.20 34.95 0| 38 882 +32 8000 4.03 -0.25 33.23 0| 0 52 0 8400 5.13 -0.31 31.71 0| 51 287 -51 8800 6.44 -0.38 30.15 0| 0 312 0 9200 8.10 -0.46 28.86 0| 0 23 0 9600 10.11 -0.54 27.78 0| 0 0 0 10000 24.88 -0.88 24.26 0| 0 12 0 12000 43.95 -0.99 22.51 0| 0 20 0 14000 63.85 -1.00 23.00 0| 0 0 0 16000 Total 0| 89 2,278 -19 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 48 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 29.24 Underlying Price 96.470 Time to expiry: 288 Days Jun 11 0.07 0.00 65.00 0| 0 170 0 2400 0.23 -0.01 60.79 0| 0 465 0 3200 0.47 -0.02 55.30 0| 0 236 0 4000 0.61 -0.03 52.55 0| 0 200 0 4400 0.79 -0.04 49.90 0| 0 62 0 4800 1.26 -0.06 45.02 0| 0 3 0 5600 1.52 -0.08 42.55 0| 0 24 0 6000 1.94 -0.10 40.63 0| 0 27 0 6400 3.05 -0.16 37.38 0| 44 188 +4 7200 4.66 -0.24 34.07 0| 0 64 0 8000 5.70 -0.28 32.69 0| 0 10 0 8400 6.98 -0.34 31.31 0| 0 620 0 8800 8.48 -0.40 30.00 0| 0 39 0 9200 10.40 -0.46 29.36 0| 0 10 0 9600 12.42 -0.53 28.33 0| 0 0 0 10000 18.71 -0.70 26.13 0| 0 0 0 11000 26.56 -0.83 24.59 0| 0 0 0 12000 44.99 -0.97 22.91 0| 0 0 0 14000 64.63 -0.99 23.00 0| 0 0 0 16000 Total 0| 44 2,118 +4 Indicative a-t-m Vol 29.94 Underlying Price 96.470 Time to expiry: 470 Days Dec 11 0.22 -0.01 59.00 0| 0 0 0 2400 0.51 -0.02 54.27 0| 0 50 0 3200 0.98 -0.04 50.45 0| 0 200 0 4000 1.19 -0.05 47.82 0| 0 40 0 4400 1.50 -0.06 45.64 0| 0 50 0 4800 2.32 -0.09 42.09 0| 0 40 0 5600 2.98 -0.11 41.16 0| 0 121 0 6000 3.59 -0.14 39.59 0| 0 750 0 6400 4.58 -0.18 36.87 0| 0 1,250 0 7000 7.07 -0.26 33.86 0| 0 2,000 0 8000 8.75 -0.32 32.54 0| 0 500 0 8500 10.69 -0.37 31.34 0| 0 1,250 0 9000 13.39 -0.45 30.03 0| 0 0 0 9600 15.39 -0.50 29.24 0| 0 0 0 10000 28.60 -0.74 26.00 0| 0 0 0 12000 64.79 -0.96 24.85 0| 0 0 0 16000 Total 0| 0 6,251 0 Indicative a-t-m Vol 30.71 Underlying Price 96.470 Time to expiry: 652 Days Jun 12 1.94 -0.05 50.86 0| 0 0 0 4000 2.78 -0.08 46.30 0| 0 0 0 4800 3.95 -0.12 42.83 0| 0 0 0 5600 4.71 -0.14 41.56 0| 0 0 0 6000 5.65 -0.16 40.46 0| 0 0 0 6400 7.23 -0.21 36.82 0| 0 0 0 7200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.66 -0.28 34.63 0| 0 0 0 8000 12.35 -0.36 32.07 0| 0 0 0 8800 16.15 -0.44 30.80 0| 0 0 0 9600 30.50 -0.70 26.10 0| 0 0 0 12000 65.18 -0.94 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.91 Underlying Price 96.470 Time to expiry: 841 Days Dec 12 1.01 -0.02 58.28 0| 0 0 0 2400 1.99 -0.04 55.45 0| 0 0 0 3200 3.02 -0.07 51.18 0| 0 0 0 4000 4.16 -0.10 46.98 0| 0 0 0 4800 6.35 -0.15 41.81 0| 0 0 0 6000 9.13 -0.22 37.30 0| 0 0 0 7200 11.76 -0.28 35.20 0| 0 0 0 8000 13.09 -0.32 33.91 0| 0 0 0 8400 14.76 -0.35 33.10 0| 0 0 0 8800 18.14 -0.42 31.00 0| 0 0 0 9600 31.88 -0.66 26.20 0| 0 0 0 12000 65.56 -0.90 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.07 Underlying Price 96.470 Time to expiry: 1023 Days Jun 13 7.93 -0.16 42.24 0| 0 0 0 6000 13.73 -0.29 35.78 0| 0 0 0 8000 16.46 -0.35 33.09 0| 0 0 0 8800 19.96 -0.42 31.17 0| 0 0 0 9600 33.29 -0.64 26.30 0| 0 0 0 12000 66.41 -0.85 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.15 Underlying Price 96.470 Time to expiry: 1205 Days Dec 13 1.99 -0.03 58.00 0| 0 0 0 2400 3.36 -0.06 54.57 0| 0 0 0 3200 5.10 -0.08 51.82 0| 0 0 0 4000 6.61 -0.11 47.64 0| 0 0 0 4800 9.34 -0.17 42.62 0| 0 0 0 6000 15.34 -0.28 36.17 0| 0 0 0 8000 34.15 -0.61 26.40 0| 0 0 0 12000 66.82 -0.82 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.20 Underlying Price 96.470 Time to expiry: 1569 Days Dec 14 8.42 -0.12 47.50 0| 0 0 0 4800 11.46 -0.17 42.70 0| 0 0 0 6000 17.72 -0.28 36.19 0| 0 0 0 8000 35.61 -0.57 26.50 0| 0 0 0 12000 67.26 -0.78 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total Puts 244| 1,338 74,396 +1,116 Grand Total 486| 1,952 131,262 +1,471 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 51 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 25.06 Underlying Price 96.470 Time to expiry: 15 Days Sep 10 51.48 1.00 90.60 0| 0 0 0 4500 48.48 1.00 90.73 0| 0 0 0 4800 46.48 1.00 89.75 0| 0 0 0 5000 41.48 1.00 84.78 0| 0 23 0 5500 36.49 1.00 77.57 0| 0 450 0 6000 31.49 1.00 69.32 0| 0 0 0 6500 28.50 1.00 64.19 0| 0 86 0 6800 26.50 1.00 60.78 0| 0 95 0 7000 24.51 0.99 57.41 0| 0 110 0 7200 21.52 0.99 52.46 0| 0 20,000 0 7500 16.58 0.97 47.02 0| 0 2,157 0 8000 12.60 0.96 37.96 0| 0 0 0 8400 11.65 0.95 37.60 0| 0 13,448 0 8500 10.67 0.94 35.63 0| 0 0 0 8600 8.75 0.92 32.83 0| 0 235 0 8800 6.90 0.87 30.47 0| 0 147 0 9000 5.16 0.80 28.56 0| 0 8,707 0 9200 3.60 0.69 26.70 0| 0 47 0 9400 2.60 2.92 0.62 26.10 2.60 2.60 200| 0 830 0 9500 2.30 0.55 25.39 0| 0 0 0 9600 1.29 0.39 23.97 0| 0 0 0 9800 0.65 0.24 23.27 0| 0 34,600 0 10000 0.01 0.00 15.98 0| 0 0 0 11000 0.01 0.00 13.93 0| 0 0 0 12000 0.01 0.00 20.00 0| 0 0 0 14000 Total 200| 0 80,935 0 Indicative a-t-m Vol 28.88 Underlying Price 96.470 Time to expiry: 197 Days Mar 11 71.60 1.00 50.54 0| 0 0 0 2400 63.67 1.00 56.75 0| 0 0 0 3200 55.82 0.99 55.50 0| 0 0 0 4000 51.93 0.99 53.76 0| 0 0 0 4400 48.05 0.98 51.68 0| 0 0 0 4800 46.14 0.97 50.57 0| 0 0 0 5000 41.36 0.96 47.71 0| 0 0 0 5500 36.63 0.94 44.85 0| 0 0 0 6000 32.01 0.92 42.08 0| 0 0 0 6500 27.50 0.89 39.47 0| 0 0 0 7000 23.15 0.85 37.04 0| 0 150 0 7500 19.05 0.80 34.93 0| 0 0 0 8000 15.18 0.73 32.78 0| 0 0 0 8500 13.05 0.69 31.71 0| 0 0 0 8800 11.70 0.65 30.96 0| 0 0 0 9000 10.38 0.62 30.11 0| 0 230 0 9200 8.66 0.56 29.33 0| 0 248 0 9500 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.09 0.46 27.78 0| 0 15 0 10000 2.64 0.26 25.61 0| 0 522 0 11000 0.96 0.12 24.26 0| 0 608 0 12000 0.07 0.01 22.54 0| 0 0 0 14000 0.01 0.00 23.00 0| 0 0 0 16000 Total 0| 0 1,773 0 Indicative a-t-m Vol 31.73 Underlying Price 96.470 Time to expiry: 379 Days Sep 11 70.89 0.99 73.19 0| 0 0 0 2400 63.28 0.98 64.96 0| 0 0 0 3200 55.80 0.96 58.43 0| 0 0 0 4000 52.17 0.95 56.03 0| 0 0 0 4400 48.42 0.94 52.47 0| 0 0 0 4800 46.64 0.93 51.62 0| 0 0 0 5000 41.30 0.91 47.93 0| 0 0 0 5600 37.77 0.89 45.57 0| 0 0 0 6000 34.45 0.87 43.90 0| 0 0 0 6400 29.70 0.83 41.74 0| 0 0 0 7000 22.02 0.74 37.41 0| 0 0 0 8000 14.95 0.63 32.66 0| 0 0 0 9000 11.99 0.56 32.10 0| 0 0 0 9600 9.13 0.49 28.91 0| 0 0 0 10000 3.93 0.27 29.20 0| 0 0 0 12000 1.19 0.11 27.22 0| 0 0 0 14000 0.43 0.04 27.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.16 Underlying Price 96.470 Time to expiry: 561 Days Mar 12 70.59 0.98 68.85 0| 0 0 0 2400 63.15 0.97 60.22 0| 0 0 0 3200 55.76 0.95 53.03 0| 0 0 0 4000 48.75 0.92 48.75 0| 0 0 0 4800 47.04 0.92 47.90 0| 0 0 0 5000 41.93 0.89 44.80 0| 0 0 0 5600 38.56 0.87 42.82 0| 0 0 0 6000 35.50 0.85 41.69 0| 0 0 0 6400 31.03 0.81 39.99 0| 0 0 0 7000 23.63 0.73 35.75 0| 0 0 0 8000 16.97 0.63 32.00 0| 0 177 0 9000 13.59 0.57 30.32 0| 0 0 0 9600 11.35 0.52 28.94 0| 0 0 0 10000 4.37 0.28 25.40 0| 0 177 0 12000 1.66 0.13 24.52 0| 0 0 0 14000 0.78 0.07 25.41 0| 0 0 0 16000 Total 0| 0 354 0 Indicative a-t-m Vol 33.72 Underlying Price 96.470 Time to expiry: 750 Days Sep 12 70.59 0.97 72.66 0| 0 0 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 63.53 0.95 63.88 0| 0 0 0 3200 56.58 0.93 57.08 0| 0 0 0 4000 49.76 0.90 51.14 0| 0 0 0 4800 39.87 0.85 44.00 0| 0 0 0 6000 37.47 0.83 44.34 0| 0 0 0 6400 31.82 0.78 41.51 0| 0 0 0 7200 25.75 0.72 36.98 0| 0 0 0 8000 21.93 0.67 34.99 0| 0 0 0 8600 17.12 0.58 33.79 0| 0 0 0 9600 8.09 0.37 30.18 0| 0 0 0 12000 2.17 0.14 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.82 Underlying Price 96.470 Time to expiry: 925 Days Mar 13 70.70 0.96 73.28 0| 0 0 0 2400 63.22 0.95 60.17 0| 0 0 0 3200 56.26 0.93 53.00 0| 0 0 0 4000 50.50 0.89 51.28 0| 0 0 0 4800 41.44 0.84 45.63 0| 0 0 0 6000 27.12 0.72 36.89 0| 0 0 0 8000 21.95 0.66 33.78 0| 0 0 0 8800 18.27 0.59 32.88 0| 0 0 0 9600 9.27 0.39 29.55 0| 0 0 0 12000 3.18 0.17 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.70 Underlying Price 96.470 Time to expiry: 1114 Days Sep 13 70.45 0.96 73.85 0| 0 0 0 2400 63.70 0.94 63.53 0| 0 0 0 3200 57.22 0.91 56.83 0| 0 0 0 4000 50.60 0.89 50.12 0| 0 0 0 4800 42.07 0.83 45.22 0| 0 0 0 6000 28.03 0.72 36.46 0| 0 0 0 8000 10.74 0.42 29.75 0| 0 0 0 12000 4.15 0.21 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.16 Underlying Price 96.470 Time to expiry: 1296 Days Mar 14 63.83 0.93 63.10 0| 0 0 0 3200 57.37 0.91 55.65 0| 0 0 0 4000 50.97 0.88 49.48 0| 0 0 0 4800 42.69 0.83 44.60 0| 0 0 0 6000 29.05 0.72 36.12 0| 0 0 0 8000 11.50 0.43 28.92 0| 0 0 0 12000 5.13 0.23 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.35 Underlying Price 96.470 Time to expiry: 1478 Days Sep 14 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 57.24 0.91 55.13 0| 0 0 0 4000 50.93 0.88 49.10 0| 0 0 0 4800 42.79 0.83 43.91 0| 0 0 0 6000 29.76 0.72 36.00 0| 0 0 0 8000 12.96 0.45 29.56 0| 0 0 0 12000 5.82 0.25 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.40 Underlying Price 96.470 Time to expiry: 1660 Days Mar 15 51.60 0.88 49.52 0| 0 0 0 4800 43.53 0.83 44.03 0| 0 0 0 6000 30.59 0.72 35.80 0| 0 0 0 8000 14.38 0.48 29.97 0| 0 0 0 12000 7.09 0.29 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 200| 0 83,062 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 55 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 25.06 Underlying Price 96.470 Time to expiry: 15 Days Sep 10 0.01 0.00 90.60 0| 0 0 0 4500 0.01 0.00 90.73 0| 0 1,000 0 4800 0.01 0.00 89.75 0| 0 500 0 5000 0.01 0.00 84.78 0| 0 55 0 5500 0.01 0.00 77.57 0| 0 909 0 6000 0.01 0.00 69.32 0| 0 802 0 6500 0.01 0.00 64.19 0| 0 339 0 6800 0.02 0.00 60.78 0| 0 600 0 7000 0.02 -0.01 57.41 0| 0 1,176 0 7200 0.03 -0.01 52.46 0| 0 11,540 0 7500 0.09 -0.03 47.02 0| 0 671 0 8000 0.12 -0.04 37.96 0| 0 0 0 8400 0.16 -0.05 37.60 0| 0 12,910 0 8500 0.18 -0.06 35.63 0| 0 0 0 8600 0.27 -0.08 32.83 0| 0 0 0 8800 0.42 -0.13 30.47 0| 0 0 0 9000 0.68 -0.20 28.56 0| 0 17 0 9200 1.11 -0.31 26.70 0| 0 0 0 9400 1.43 -0.38 26.10 0| 0 0 0 9500 1.81 -0.45 25.39 0| 0 0 0 9600 2.80 -0.61 23.97 0| 0 0 0 9800 4.16 -0.76 23.27 0| 0 0 0 10000 13.51 -1.00 15.98 0| 0 0 0 11000 23.51 -1.00 13.93 0| 0 0 0 12000 43.50 -1.00 20.00 0| 0 0 0 14000 Total 0| 0 30,519 0 Indicative a-t-m Vol 28.88 Underlying Price 96.470 Time to expiry: 197 Days Mar 11 0.01 0.00 50.54 0| 0 0 0 2400 0.03 0.00 56.75 0| 0 0 0 3200 0.14 -0.01 55.50 0| 0 1,600 0 4000 0.23 -0.01 53.76 0| 0 1,200 0 4400 0.34 -0.02 51.68 0| 0 400 0 4800 0.41 -0.03 50.57 0| 0 0 0 5000 0.60 -0.04 47.71 0| 0 0 0 5500 0.85 -0.06 44.85 0| 0 0 0 6000 1.20 -0.08 42.08 0| 0 7 0 6500 1.67 -0.11 39.47 0| 0 446 0 7000 2.29 -0.15 37.04 0| 0 878 0 7500 3.16 -0.20 34.93 0| 0 15 0 8000 4.27 -0.27 32.78 0| 0 60 0 8500 5.13 -0.31 31.71 0| 0 400 0 8800 5.77 -0.35 30.96 0| 0 553 0 9000 6.43 -0.38 30.11 0| 0 0 0 9200 7.70 -0.44 29.33 0| 0 0 0 9500 10.11 -0.54 27.78 0| 0 0 0 10000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.61 -0.74 25.61 0| 0 1,906 0 11000 24.88 -0.88 24.26 0| 0 0 0 12000 43.88 -0.99 22.54 0| 0 0 0 14000 63.71 -1.00 23.00 0| 0 0 0 16000 Total 0| 0 7,465 0 Indicative a-t-m Vol 31.73 Underlying Price 96.470 Time to expiry: 379 Days Sep 11 0.42 -0.01 73.19 0| 0 0 0 2400 0.71 -0.02 64.96 0| 0 0 0 3200 1.13 -0.04 58.43 0| 0 0 0 4000 1.45 -0.05 56.03 0| 0 0 0 4400 1.65 -0.06 52.47 0| 0 0 0 4800 1.85 -0.07 51.62 0| 0 40 0 5000 2.44 -0.09 47.93 0| 0 0 0 5600 2.86 -0.11 45.57 0| 0 0 0 6000 3.49 -0.13 43.90 0| 0 0 0 6400 4.66 -0.17 41.74 0| 0 0 0 7000 6.87 -0.26 37.41 0| 0 0 0 8000 9.68 -0.37 32.66 0| 0 0 0 9000 12.64 -0.44 32.10 0| 0 0 0 9600 13.74 -0.51 28.91 0| 0 0 0 10000 28.29 -0.73 29.20 0| 0 0 0 12000 45.31 -0.89 27.22 0| 0 0 0 14000 64.31 -0.96 27.50 0| 0 0 0 16000 Total 0| 0 40 0 Indicative a-t-m Vol 30.16 Underlying Price 96.470 Time to expiry: 561 Days Mar 12 0.83 -0.02 68.85 0| 0 0 0 2400 1.23 -0.03 60.22 0| 0 0 0 3200 1.69 -0.05 53.03 0| 0 0 0 4000 2.52 -0.08 48.75 0| 0 0 0 4800 2.78 -0.08 47.90 0| 0 0 0 5000 3.55 -0.11 44.80 0| 0 0 0 5600 4.10 -0.13 42.82 0| 0 0 0 6000 4.97 -0.15 41.69 0| 0 0 0 6400 6.38 -0.19 39.99 0| 0 0 0 7000 8.79 -0.27 35.75 0| 0 0 0 8000 11.94 -0.37 32.00 0| 0 177 0 9000 14.45 -0.43 30.32 0| 0 0 0 9600 16.13 -0.48 28.94 0| 0 0 0 10000 28.76 -0.72 25.40 0| 0 0 0 12000 45.67 -0.87 24.52 0| 0 0 0 14000 64.40 -0.93 25.41 0| 0 0 0 16000 Total 0| 0 177 0 Indicative a-t-m Vol 33.72 Underlying Price 96.470 Time to expiry: 750 Days Sep 12 1.94 -0.03 72.66 0| 0 0 0 2400 2.65 -0.05 63.88 0| 0 0 0 3200 3.48 -0.07 57.08 0| 0 0 0 4000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.44 -0.10 51.14 0| 0 0 0 4800 6.21 -0.15 44.00 0| 0 0 0 6000 7.70 -0.17 44.34 0| 0 0 0 6400 9.82 -0.22 41.51 0| 0 0 0 7200 11.53 -0.28 36.98 0| 0 0 0 8000 13.54 -0.33 34.99 0| 0 0 0 8600 18.46 -0.42 33.79 0| 0 0 0 9600 32.76 -0.63 30.18 0| 0 0 0 12000 65.72 -0.86 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.82 Underlying Price 96.470 Time to expiry: 925 Days Mar 13 2.83 -0.04 73.28 0| 0 0 0 2400 3.05 -0.05 60.17 0| 0 0 0 3200 3.79 -0.07 53.00 0| 0 0 0 4000 5.73 -0.11 51.28 0| 0 0 0 4800 8.22 -0.16 45.63 0| 0 0 0 6000 13.16 -0.28 36.89 0| 0 0 0 8000 15.69 -0.34 33.78 0| 0 0 0 8800 19.71 -0.41 32.88 0| 0 0 0 9600 33.81 -0.61 29.55 0| 0 0 0 12000 66.23 -0.83 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.70 Underlying Price 96.470 Time to expiry: 1114 Days Sep 13 3.78 -0.04 73.85 0| 0 0 0 2400 4.65 -0.06 63.53 0| 0 0 0 3200 5.77 -0.09 56.83 0| 0 0 0 4000 6.76 -0.11 50.12 0| 0 0 0 4800 9.65 -0.17 45.22 0| 0 0 0 6000 14.64 -0.28 36.46 0| 0 0 0 8000 35.41 -0.58 29.75 0| 0 0 0 12000 66.87 -0.79 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.16 Underlying Price 96.470 Time to expiry: 1296 Days Mar 14 5.47 -0.07 63.10 0| 0 0 0 3200 6.53 -0.09 55.65 0| 0 0 0 4000 7.64 -0.12 49.48 0| 0 0 0 4800 10.64 -0.17 44.60 0| 0 0 0 6000 15.79 -0.28 36.12 0| 0 0 0 8000 35.82 -0.57 28.92 0| 0 0 0 12000 67.04 -0.77 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.35 Underlying Price 96.470 Time to expiry: 1478 Days Sep 14 7.36 -0.09 55.13 0| 0 0 0 4000 8.47 -0.12 49.10 0| 0 0 0 4800 11.45 -0.17 43.91 0| 0 0 0 6000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 58 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.96 -0.28 36.00 0| 0 0 0 8000 37.23 -0.55 29.56 0| 0 0 0 12000 67.16 -0.75 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.40 Underlying Price 96.470 Time to expiry: 1660 Days Mar 15 9.56 -0.12 49.52 0| 0 0 0 4800 12.45 -0.17 44.03 0| 0 0 0 6000 17.78 -0.28 35.80 0| 0 0 0 8000 38.09 -0.52 29.97 0| 0 0 0 12000 67.33 -0.71 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 38,201 0 Grand Total 200| 0 121,263 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 59 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 24.98 Underlying Price 117.760 Time to expiry: 15 Days Sep 10 29.78 1.00 35.00 0| 0 0 0 8800 25.78 1.00 31.19 0| 0 0 0 9200 21.78 1.00 29.79 0| 0 0 0 9600 17.78 1.00 28.19 0| 0 0 0 10000 12.82 0.98 26.67 0| 0 0 0 10500 8.06 0.91 25.34 0| 0 0 0 11000 4.07 0.69 24.98 0| 0 0 0 11500 1.53 0.37 24.98 0| 0 0 0 12000 0.46 0.14 26.03 0| 0 0 0 12500 0.17 0.06 29.46 0| 0 0 0 13000 0.04 0.01 36.47 0| 0 0 0 14000 0.02 0.00 43.93 0| 0 0 0 15000 0.01 0.00 48.56 0| 0 0 0 16000 0.01 0.00 60.44 0| 0 0 0 18000 Total 0| 0 0 0 Indicative a-t-m Vol 26.02 Underlying Price 117.760 Time to expiry: 43 Days Oct 10 26.03 0.97 40.00 0| 0 0 0 9200 21.98 0.97 32.62 0| 0 0 0 9600 18.13 0.94 30.74 0| 0 0 0 10000 13.54 0.88 29.10 0| 0 0 0 10500 9.37 0.78 27.82 0| 0 0 0 11000 5.88 0.62 26.73 0| 0 0 0 11500 3.19 0.44 25.45 0| 0 0 0 12000 1.56 0.26 24.97 0| 0 0 0 12500 0.65 0.13 24.54 0| 0 0 0 13000 0.16 0.04 27.31 0| 0 0 0 14000 0.06 0.01 31.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 26.36 Underlying Price 117.760 Time to expiry: 78 Days Nov 10 26.47 0.94 36.73 0| 0 0 0 9200 22.75 0.91 35.00 0| 0 0 0 9600 19.01 0.88 32.02 0| 0 0 0 10000 10.76 0.72 28.28 0| 0 0 0 11000 7.38 0.60 26.90 0| 0 0 0 11500 4.74 0.47 25.92 0| 0 0 0 12000 2.84 0.33 25.21 0| 0 0 0 12500 1.61 0.22 24.95 0| 0 0 0 13000 0.53 0.09 25.90 0| 0 0 0 14000 0.32 0.05 30.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 26.82 Underlying Price 117.760 Time to expiry: 106 Days Dec 10 38.63 0.95 47.00 0| 0 0 0 8000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 60 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 30.71 0.94 38.34 0| 0 0 0 8800 23.35 0.88 34.56 0| 0 0 0 9600 19.86 0.85 33.04 0| 0 0 0 10000 11.76 0.70 28.65 0| 0 0 0 11000 5.82 0.48 26.29 0| 0 0 0 12000 2.40 0.26 25.27 0| 0 0 0 13000 0.83 0.11 24.77 0| 0 0 0 14000 0.13 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 26.86 Underlying Price 117.760 Time to expiry: 197 Days Mar 11 39.27 0.93 39.00 0| 0 0 0 8000 31.55 0.91 33.24 0| 0 0 0 8800 24.63 0.85 31.11 0| 0 0 0 9600 21.33 0.81 29.97 0| 0 0 0 10000 14.16 0.68 28.23 0| 0 0 0 11000 8.44 0.51 26.46 0| 0 0 0 12000 4.46 0.34 25.08 0| 0 0 0 13000 2.17 0.20 24.44 0| 0 0 0 14000 0.47 0.06 24.38 0| 0 0 0 16000 0.20 0.02 27.45 0| 0 0 0 18000 0.06 0.01 28.59 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 27.98 Underlying Price 117.760 Time to expiry: 288 Days Jun 11 59.00 0.97 49.00 0| 0 0 0 6000 40.13 0.92 37.90 0| 0 0 0 8000 33.07 0.87 35.16 0| 0 0 0 8800 26.42 0.82 32.76 0| 0 0 0 9600 23.01 0.78 30.67 0| 0 0 0 10000 16.04 0.67 28.81 0| 0 0 0 11000 10.68 0.53 27.74 0| 0 0 0 12000 6.66 0.39 26.78 0| 0 0 0 13000 3.74 0.26 25.60 0| 0 0 0 14000 1.21 0.11 25.43 0| 0 0 0 16000 0.33 0.04 25.09 0| 0 0 0 18000 0.14 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 28.17 Underlying Price 117.760 Time to expiry: 470 Days Dec 11 59.03 0.97 41.46 0| 0 0 0 6000 40.35 0.91 32.57 0| 0 0 0 8000 13.64 0.54 27.91 0| 0 0 0 12000 2.95 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 61 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 30.02 Underlying Price 117.760 Time to expiry: 652 Days Jun 12 59.26 0.96 38.80 0| 0 0 0 6000 42.28 0.87 35.20 0| 0 0 0 8000 17.09 0.56 29.71 0| 0 0 0 12000 5.24 0.25 27.24 0| 0 0 0 16000 0.38 0.03 26.04 0| 0 0 0 24000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 62 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 24.58 Underlying Price 117.760 Time to expiry: 15 Days Sep 10 0.01 0.00 41.12 0| 0 0 0 8800 0.01 0.00 36.54 0| 0 0 0 9200 0.01 0.00 33.86 0| 0 0 0 9600 0.01 -0.01 31.47 0| 0 0 0 10000 0.06 -0.02 28.09 0| 0 0 0 10500 0.35 -0.11 27.04 0| 0 0 0 11000 1.30 -0.31 25.05 0| 0 0 0 11500 3.67 -0.63 24.19 0| 0 0 0 12000 7.66 -0.86 25.63 0| 0 0 0 12500 12.38 -0.95 28.86 0| 0 0 0 13000 22.26 -0.99 35.88 0| 0 0 0 14000 32.25 -1.00 44.02 0| 0 0 0 15000 42.24 -1.00 49.09 0| 0 0 0 16000 62.24 -1.00 61.01 0| 0 0 0 18000 Total 0| 0 0 0 Indicative a-t-m Vol 23.19 Underlying Price 117.760 Time to expiry: 43 Days Oct 10 0.06 -0.01 32.50 0| 0 0 0 9200 0.09 -0.02 29.55 0| 0 0 0 9600 0.17 -0.04 27.16 0| 0 0 0 10000 0.45 -0.09 25.47 0| 0 0 0 10500 1.15 -0.20 24.60 0| 0 0 0 11000 2.57 -0.37 23.67 0| 0 0 0 11500 4.94 -0.58 22.80 0| 0 0 0 12000 8.30 -0.77 21.75 0| 0 0 0 12500 12.61 -0.90 21.81 0| 0 0 0 13000 22.27 -0.99 23.48 0| 0 0 0 14000 32.29 -0.98 32.94 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 24.11 Underlying Price 117.760 Time to expiry: 78 Days Nov 10 0.26 -0.04 31.01 0| 0 0 0 9200 0.45 -0.06 29.85 0| 0 0 0 9600 0.71 -0.09 28.19 0| 0 0 0 10000 2.36 -0.26 25.70 0| 0 0 0 11000 3.95 -0.39 24.50 0| 0 0 0 11500 6.35 -0.54 23.79 0| 0 0 0 12000 9.47 -0.69 23.00 0| 0 0 0 12500 13.31 -0.81 22.44 0| 0 0 0 13000 22.42 -0.95 22.86 0| 0 0 0 14000 32.38 -0.96 29.02 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 25.03 Underlying Price 117.760 Time to expiry: 106 Days Dec 10 0.23 -0.02 38.09 0| 0 0 0 8000 0.35 -0.04 32.52 0| 0 0 0 8800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 63 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.84 -0.09 30.09 0| 0 0 0 9600 1.27 -0.13 29.01 0| 0 0 0 10000 3.30 -0.29 26.58 0| 0 0 0 11000 7.35 -0.52 24.58 0| 0 0 0 12000 13.89 -0.77 22.94 0| 0 0 0 13000 22.58 -0.92 22.36 0| 0 0 0 14000 42.28 -0.98 28.56 0| 0 0 0 16000 62.24 -0.99 35.11 0| 0 0 0 18000 82.24 -1.00 32.53 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.28 Underlying Price 117.760 Time to expiry: 197 Days Mar 11 0.64 -0.05 34.39 0| 0 0 0 8000 1.35 -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 9.92 -0.49 25.90 0| 0 0 0 12000 15.97 -0.67 24.58 0| 0 0 0 13000 23.69 -0.82 23.68 0| 0 0 0 14000 42.52 -0.94 26.49 0| 0 0 0 16000 62.25 -0.99 29.03 0| 0 0 0 18000 82.24 -1.00 30.26 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.54 Underlying Price 117.760 Time to expiry: 288 Days Jun 11 0.43 -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 4.09 -0.20 31.03 0| 0 0 0 9600 5.03 -0.24 30.10 0| 0 0 0 10000 8.18 -0.36 28.14 0| 0 0 0 11000 12.58 -0.50 26.08 0| 0 0 0 12000 18.74 -0.65 25.06 0| 0 0 0 13000 26.15 -0.77 24.13 0| 0 0 0 14000 43.84 -0.92 23.79 0| 0 0 0 16000 63.04 -0.97 23.84 0| 0 0 0 18000 82.99 -0.97 30.29 0| 0 0 0 20000 122.33 -1.00 26.22 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 27.74 Underlying Price 117.760 Time to expiry: 470 Days Dec 11 0.98 -0.04 38.61 0| 0 0 0 6000 2.77 -0.11 32.87 0| 0 0 0 8000 15.93 -0.47 27.44 0| 0 0 0 12000 45.14 -0.84 25.00 0| 0 0 0 16000 122.42 -0.97 31.38 0| 0 0 0 24000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 64 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 27.99 Underlying Price 117.760 Time to expiry: 652 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 18.98 -0.46 27.65 0| 0 0 0 12000 47.48 -0.77 26.14 0| 0 0 0 16000 122.82 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 65 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 28.07 Underlying Price 22.175 Time to expiry: 15 Days Sep 10 10.18 1.00 52.04 0| 0 0 0 1200 8.18 1.00 49.65 0| 0 0 0 1400 6.18 1.00 43.46 0| 0 0 0 1600 5.18 1.00 40.06 0| 0 0 0 1700 4.18 1.00 36.74 0| 0 0 0 1800 3.18 0.99 33.65 0| 0 0 0 1900 2.69 0.98 32.21 0| 0 0 0 1950 2.20 0.96 30.86 0| 0 0 0 2000 1.73 0.92 30.51 0| 0 0 0 2050 1.29 0.83 30.37 0| 0 0 0 2100 0.89 0.72 28.72 0| 0 0 0 2150 0.57 0.57 28.42 0| 0 0 0 2200 0.32 0.40 27.44 0| 0 0 0 2250 0.16 0.24 26.33 0| 0 0 0 2300 0.06 0.11 24.70 0| 0 0 0 2350 0.02 0.05 24.21 0| 0 0 0 2400 0.01 0.00 26.47 0| 0 0 0 2600 0.01 0.00 28.45 0| 0 0 0 2800 0.01 0.00 27.11 0| 0 0 0 3000 0.01 0.00 31.04 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 33.36 Underlying Price 22.175 Time to expiry: 43 Days Oct 10 5.18 0.99 46.24 0| 0 0 0 1700 4.19 0.98 42.87 0| 0 0 0 1800 3.23 0.94 40.13 0| 0 0 0 1900 2.31 0.86 37.19 0| 0 0 0 2000 1.89 0.79 35.98 0| 0 0 0 2050 1.50 0.72 34.52 0| 0 0 0 2100 1.18 0.62 34.06 0| 0 0 0 2150 0.91 0.52 33.66 0| 0 0 0 2200 0.67 0.42 32.82 0| 0 0 0 2250 0.43 0.32 30.32 0| 0 0 0 2300 0.32 0.25 30.82 0| 0 0 0 2350 0.20 0.18 29.47 0| 0 0 0 2400 0.02 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 32.97 Underlying Price 22.175 Time to expiry: 78 Days Nov 10 4.25 0.93 42.60 0| 0 0 0 1800 3.34 0.86 40.01 0| 0 0 0 1900 2.51 0.76 37.43 0| 0 0 0 2000 2.15 0.70 36.70 0| 0 0 0 2050 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 66 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.80 0.63 35.49 0| 0 0 0 2100 1.48 0.57 34.19 0| 0 0 0 2150 1.22 0.50 33.47 0| 0 0 0 2200 0.96 0.44 32.07 0| 0 0 0 2250 0.74 0.37 30.94 0| 0 0 0 2300 0.41 0.25 29.05 0| 0 0 0 2400 0.09 0.08 26.47 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 33.83 Underlying Price 22.175 Time to expiry: 106 Days Dec 10 10.18 1.00 57.00 0| 0 0 0 1200 8.18 1.00 54.16 0| 0 0 0 1400 6.21 0.97 48.93 0| 0 0 0 1600 4.36 0.87 43.75 0| 0 0 0 1800 3.51 0.80 41.27 0| 0 0 0 1900 2.75 0.71 38.98 0| 0 0 0 2000 2.07 0.61 36.47 0| 0 0 0 2100 1.48 0.51 34.21 0| 0 0 0 2200 0.99 0.41 32.09 0| 0 0 0 2300 0.61 0.30 29.97 0| 0 0 0 2400 0.04 0.04 25.08 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 34.16 Underlying Price 22.175 Time to expiry: 197 Days Mar 11 10.18 1.00 53.00 0| 0 0 0 1200 8.22 0.97 50.40 0| 0 0 0 1400 6.42 0.87 46.96 0| 0 0 0 1600 4.81 0.78 43.15 0| 0 0 0 1800 4.07 0.73 41.12 0| 0 0 0 1900 3.37 0.67 38.97 0| 0 0 0 2000 2.69 0.61 36.43 0| 0 0 0 2100 2.10 0.54 34.48 0| 0 0 0 2200 1.59 0.46 32.72 0| 0 0 0 2300 1.15 0.38 31.03 0| 0 0 0 2400 0.22 0.12 26.47 0| 0 0 0 2800 0.06 0.04 27.51 0| 0 0 0 3200 0.04 0.02 31.94 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 33.85 Underlying Price 22.175 Time to expiry: 288 Days Jun 11 10.19 0.99 50.00 0| 0 0 0 1200 8.36 0.91 47.71 0| 0 0 0 1400 6.67 0.84 43.80 0| 0 0 0 1600 5.13 0.77 40.26 0| 0 0 0 1800 4.41 0.72 38.71 0| 0 0 0 1900 3.73 0.67 36.85 0| 0 0 0 2000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.17 0.61 36.11 0| 0 0 0 2100 2.55 0.55 34.05 0| 0 0 0 2200 2.06 0.49 32.91 0| 0 0 0 2300 1.58 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 0.05 0.03 27.03 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 34.71 Underlying Price 22.175 Time to expiry: 470 Days Dec 11 10.42 0.92 52.81 0| 0 0 0 1200 7.23 0.82 45.69 0| 0 0 0 1600 5.76 0.75 42.07 0| 0 0 0 1800 4.33 0.67 37.60 0| 0 0 0 2000 3.19 0.57 34.92 0| 0 0 0 2200 2.24 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 34.31 Underlying Price 22.175 Time to expiry: 652 Days Jun 12 10.49 0.91 48.05 0| 0 0 0 1200 7.44 0.80 42.25 0| 0 0 0 1600 4.80 0.66 36.68 0| 0 0 0 2000 3.72 0.58 34.56 0| 0 0 0 2200 2.70 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 68 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 30.32 Underlying Price 22.175 Time to expiry: 15 Days Sep 10 0.01 0.00 56.35 0| 0 0 0 1200 0.01 0.00 53.54 0| 0 0 0 1400 0.01 0.00 48.75 0| 0 0 0 1600 0.01 -0.01 46.93 0| 0 0 0 1700 0.01 -0.02 43.90 0| 0 0 0 1800 0.05 -0.06 40.92 0| 0 0 0 1900 0.08 -0.09 38.82 0| 0 0 0 1950 0.14 -0.15 38.19 0| 0 0 0 2000 0.21 -0.21 35.53 0| 0 0 0 2050 0.31 -0.31 32.74 0| 0 0 0 2100 0.49 -0.44 31.98 0| 0 0 0 2150 0.73 -0.58 30.63 0| 0 0 0 2200 1.05 -0.71 29.77 0| 0 0 0 2250 1.43 -0.83 28.59 0| 0 0 0 2300 1.86 -0.92 26.61 0| 0 0 0 2350 2.33 -0.97 24.89 0| 0 0 0 2400 4.32 -1.00 22.47 0| 0 0 0 2600 6.32 -1.00 23.21 0| 0 0 0 2800 8.32 -1.00 23.91 0| 0 0 0 3000 10.32 -1.00 27.22 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 30.41 Underlying Price 22.175 Time to expiry: 43 Days Oct 10 0.10 -0.06 47.62 0| 0 0 0 1700 0.17 -0.10 44.53 0| 0 0 0 1800 0.27 -0.16 40.87 0| 0 0 0 1900 0.44 -0.25 37.69 0| 0 0 0 2000 0.56 -0.30 36.07 0| 0 0 0 2050 0.71 -0.37 34.44 0| 0 0 0 2100 0.92 -0.45 33.72 0| 0 0 0 2150 1.06 -0.54 29.57 0| 0 0 0 2200 1.44 -0.61 31.92 0| 0 0 0 2250 1.75 -0.69 30.80 0| 0 0 0 2300 2.06 -0.78 28.01 0| 0 0 0 2350 2.50 -0.83 28.78 0| 0 0 0 2400 4.34 -0.97 28.17 0| 0 0 0 2600 6.32 -1.00 28.24 0| 0 0 0 2800 8.32 -0.99 37.33 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 32.81 Underlying Price 22.175 Time to expiry: 78 Days Nov 10 0.37 -0.15 42.93 0| 0 0 0 1800 0.52 -0.21 39.86 0| 0 0 0 1900 0.75 -0.29 37.46 0| 0 0 0 2000 0.91 -0.34 36.50 0| 0 0 0 2050 1.04 -0.39 34.47 0| 0 0 0 2100 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 69 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.28 -0.44 34.37 0| 0 0 0 2150 1.50 -0.50 33.20 0| 0 0 0 2200 1.75 -0.57 32.11 0| 0 0 0 2250 2.04 -0.63 31.12 0| 0 0 0 2300 2.68 -0.76 28.46 0| 0 0 0 2400 4.39 -0.93 25.97 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 32.77 Underlying Price 22.175 Time to expiry: 106 Days Dec 10 0.04 -0.02 54.99 0| 0 0 0 1200 0.12 -0.04 51.64 0| 0 0 0 1400 0.26 -0.09 46.92 0| 0 0 0 1600 0.52 -0.17 42.38 0| 0 0 0 1800 0.72 -0.23 40.25 0| 0 0 0 1900 0.97 -0.31 37.91 0| 0 0 0 2000 1.27 -0.39 34.82 0| 0 0 0 2100 1.71 -0.49 33.17 0| 0 0 0 2200 2.22 -0.60 30.97 0| 0 0 0 2300 2.80 -0.72 27.87 0| 0 0 0 2400 6.37 -0.95 28.35 0| 0 0 0 2800 10.33 -0.98 35.63 0| 0 0 0 3200 14.31 -1.00 33.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 33.60 Underlying Price 22.175 Time to expiry: 197 Days Mar 11 0.18 -0.04 53.86 0| 0 0 0 1200 0.35 -0.08 49.79 0| 0 0 0 1400 0.61 -0.14 45.89 0| 0 0 0 1600 0.97 -0.22 41.60 0| 0 0 0 1800 1.23 -0.27 39.77 0| 0 0 0 1900 1.51 -0.33 37.48 0| 0 0 0 2000 1.84 -0.39 35.25 0| 0 0 0 2100 2.29 -0.47 33.93 0| 0 0 0 2200 2.77 -0.55 32.10 0| 0 0 0 2300 3.35 -0.63 30.73 0| 0 0 0 2400 6.52 -0.87 28.61 0| 0 0 0 2800 10.34 -0.97 29.65 0| 0 0 0 3200 14.32 -0.99 33.38 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 33.16 Underlying Price 22.175 Time to expiry: 288 Days Jun 11 0.33 -0.06 51.71 0| 0 0 0 1200 0.57 -0.11 48.50 0| 0 0 0 1400 0.93 -0.16 45.14 0| 0 0 0 1600 1.35 -0.24 41.05 0| 0 0 0 1800 1.61 -0.28 39.12 0| 0 0 0 1900 1.92 -0.33 37.35 0| 0 0 0 2000 2.30 -0.39 35.79 0| 0 0 0 2100 2.66 -0.45 33.40 0| 0 0 0 2200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 70 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.14 -0.52 32.09 0| 0 0 0 2300 3.70 -0.59 30.72 0| 0 0 0 2400 6.57 -0.85 25.83 0| 0 0 0 2800 10.40 -0.94 28.98 0| 0 0 0 3200 14.33 -0.98 31.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 33.40 Underlying Price 22.175 Time to expiry: 470 Days Dec 11 0.77 -0.10 51.65 0| 0 0 0 1200 1.57 -0.20 44.13 0| 0 0 0 1600 2.04 -0.27 39.68 0| 0 0 0 1800 2.74 -0.36 36.75 0| 0 0 0 2000 3.55 -0.45 33.55 0| 0 0 0 2200 4.67 -0.56 31.88 0| 0 0 0 2400 10.79 -0.89 26.05 0| 0 0 0 3200 18.42 -0.99 22.09 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 33.20 Underlying Price 22.175 Time to expiry: 652 Days Jun 12 0.99 -0.11 48.49 0| 0 0 0 1200 1.93 -0.21 42.41 0| 0 0 0 1600 3.15 -0.35 35.75 0| 0 0 0 2000 4.02 -0.43 33.37 0| 0 0 0 2200 5.09 -0.53 31.52 0| 0 0 0 2400 11.05 -0.83 27.39 0| 0 0 0 3200 18.46 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 71 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 35.23 Underlying Price 50.890 Time to expiry: 15 Days Sep 10 18.90 1.00 44.41 0| 0 0 0 3200 14.90 1.00 43.51 0| 0 0 0 3600 12.90 1.00 42.21 0| 0 0 0 3800 10.90 1.00 40.95 0| 0 0 0 4000 8.90 0.99 39.75 0| 0 0 0 4200 6.93 0.98 38.61 0| 0 0 0 4400 5.97 0.96 38.07 0| 0 0 0 4500 5.03 0.92 37.56 0| 0 0 0 4600 4.14 0.87 37.06 0| 0 0 0 4700 3.31 0.80 36.59 0| 0 0 0 4800 2.55 0.72 36.15 0| 0 0 0 4900 1.90 0.61 35.59 0| 0 0 0 5000 0.92 0.39 34.78 0| 0 6 0 5200 0.31 0.18 32.07 0| 0 0 0 5400 0.13 0.08 34.13 0| 0 0 0 5600 0.03 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 37.70 Underlying Price 50.890 Time to expiry: 43 Days Oct 10 10.94 0.98 46.03 0| 0 0 0 4000 9.02 0.95 44.50 0| 0 0 0 4200 7.18 0.89 42.49 0| 0 0 0 4400 6.31 0.85 41.55 0| 0 0 0 4500 5.48 0.80 40.66 0| 0 0 0 4600 4.71 0.75 39.96 0| 0 0 0 4700 4.01 0.69 39.41 0| 0 0 0 4800 3.37 0.62 38.83 0| 0 0 0 4900 2.79 0.56 38.20 0| 0 0 0 5000 1.84 0.42 37.08 0| 0 0 0 5200 1.13 0.30 36.06 0| 0 0 0 5400 0.63 0.20 34.49 0| 0 0 0 5600 0.18 0.07 33.78 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 36.08 Underlying Price 50.890 Time to expiry: 78 Days Nov 10 11.07 0.94 43.90 0| 0 0 0 4000 9.29 0.88 42.89 0| 0 0 0 4200 7.62 0.81 41.38 0| 0 0 0 4400 6.10 0.73 39.82 0| 0 0 0 4600 5.40 0.68 39.18 0| 0 0 0 4700 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.73 0.64 38.24 0| 0 0 0 4800 4.12 0.59 37.43 0| 0 0 0 4900 3.55 0.55 36.77 0| 0 0 0 5000 2.53 0.45 35.21 0| 0 0 0 5200 1.16 0.27 32.98 0| 0 0 0 5600 0.50 0.14 32.75 0| 0 0 0 6000 0.16 0.05 30.89 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 36.88 Underlying Price 50.890 Time to expiry: 106 Days Dec 10 18.91 0.99 51.51 0| 0 0 0 3200 15.02 0.96 48.76 0| 0 0 0 3600 11.27 0.89 43.13 0| 0 0 0 4000 9.60 0.83 42.17 0| 0 0 0 4200 8.01 0.77 40.58 0| 0 0 0 4400 6.62 0.70 39.79 0| 0 0 0 4600 5.29 0.63 38.17 0| 0 0 0 4800 3.22 0.47 36.38 0| 0 0 0 5200 1.78 0.32 34.92 0| 0 0 0 5600 0.33 0.09 31.32 0| 0 0 0 6400 0.05 0.02 30.49 0| 0 0 0 7200 0.02 0.01 33.50 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.94 Underlying Price 50.890 Time to expiry: 197 Days Mar 11 19.21 0.93 51.15 0| 0 0 0 3200 15.73 0.87 48.06 0| 0 0 0 3600 12.30 0.81 42.96 0| 0 0 0 4000 10.81 0.77 42.04 0| 0 0 0 4200 9.41 0.73 40.98 0| 0 0 0 4400 8.09 0.68 39.77 0| 0 0 0 4600 6.84 0.63 38.55 0| 0 0 0 4800 4.70 0.51 36.32 0| 0 0 0 5200 3.29 0.40 36.38 0| 0 0 0 5600 1.10 0.19 32.20 0| 0 0 0 6400 0.36 0.08 31.23 0| 0 0 0 7200 0.12 0.03 31.13 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.91 Underlying Price 50.890 Time to expiry: 288 Days Jun 11 19.47 0.91 45.13 0| 0 0 0 3200 16.26 0.86 44.22 0| 0 0 0 3600 13.27 0.79 42.77 0| 0 0 0 4000 11.88 0.75 41.76 0| 0 0 0 4200 10.58 0.72 41.11 0| 0 0 0 4400 9.25 0.67 39.66 0| 0 0 0 4600 8.07 0.63 38.64 0| 0 0 0 4800 5.87 0.53 36.24 0| 0 0 0 5200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 73 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.33 0.44 35.64 0| 0 0 0 5600 2.86 0.34 33.55 0| 0 0 0 6000 2.02 0.26 33.32 0| 0 0 0 6400 0.95 0.14 32.78 0| 0 0 0 7200 0.42 0.07 32.34 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.28 Underlying Price 50.890 Time to expiry: 470 Days Dec 11 20.52 0.88 46.67 0| 0 0 0 3200 14.70 0.77 42.89 0| 0 0 0 4000 12.01 0.71 40.37 0| 0 0 0 4400 9.86 0.64 39.42 0| 0 0 0 4800 6.08 0.48 36.27 0| 0 0 0 5600 4.77 0.41 35.64 0| 0 0 0 6000 1.20 0.15 32.96 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.97 Underlying Price 50.890 Time to expiry: 652 Days Jun 12 21.64 0.86 47.48 0| 0 0 0 3200 16.31 0.76 44.19 0| 0 0 0 4000 13.82 0.70 42.14 0| 0 0 0 4400 11.78 0.65 40.97 0| 0 0 0 4800 8.11 0.52 38.21 0| 0 0 0 5600 6.62 0.46 37.13 0| 0 0 0 6000 2.37 0.22 34.36 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 6 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 74 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 33.48 Underlying Price 50.890 Time to expiry: 15 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 0.00 42.92 0| 0 0 0 4000 0.03 -0.02 41.51 0| 0 0 0 4200 0.09 -0.05 39.73 0| 0 0 0 4400 0.16 -0.08 38.66 0| 0 0 0 4500 0.26 -0.13 37.77 0| 0 0 0 4600 0.40 -0.18 36.64 0| 0 0 0 4700 0.62 -0.26 35.92 0| 0 0 0 4800 0.94 -0.36 35.27 0| 0 0 0 4900 1.34 -0.46 34.32 0| 0 0 0 5000 2.47 -0.69 32.43 0| 0 0 0 5200 4.04 -0.86 31.94 0| 0 0 0 5400 5.87 -0.95 31.35 0| 0 0 0 5600 9.80 -1.00 31.15 0| 0 0 0 6000 13.80 -1.00 31.44 0| 0 0 0 6400 17.80 -1.00 31.73 0| 0 0 0 6800 21.80 -1.00 33.47 0| 0 0 0 7200 29.80 -1.00 34.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 33.68 Underlying Price 50.890 Time to expiry: 43 Days Oct 10 0.25 -0.07 46.32 0| 0 0 0 4000 0.40 -0.10 43.58 0| 0 0 0 4200 0.65 -0.16 41.25 0| 0 0 0 4400 0.74 -0.19 38.81 0| 0 0 0 4500 0.97 -0.23 38.23 0| 0 0 0 4600 1.20 -0.28 36.93 0| 0 0 0 4700 1.50 -0.34 36.12 0| 0 0 0 4800 1.85 -0.40 35.14 0| 0 0 0 4900 2.28 -0.46 34.42 0| 0 0 0 5000 3.32 -0.60 32.75 0| 0 0 0 5200 4.66 -0.73 31.76 0| 0 0 0 5400 6.24 -0.83 30.93 0| 0 0 0 5600 9.88 -0.96 29.72 0| 0 0 0 6000 13.81 -0.99 28.96 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 35.40 Underlying Price 50.890 Time to expiry: 78 Days Nov 10 0.55 -0.11 42.70 0| 0 0 0 4000 0.87 -0.15 41.92 0| 0 0 0 4200 1.19 -0.21 39.61 0| 0 0 0 4400 1.79 -0.28 39.37 0| 0 0 0 4600 2.08 -0.32 38.54 0| 0 0 0 4700 2.47 -0.36 38.30 0| 0 0 0 4800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.83 -0.41 37.19 0| 0 0 0 4900 3.25 -0.45 36.37 0| 0 0 0 5000 4.18 -0.55 34.20 0| 0 0 0 5200 6.84 -0.74 32.23 0| 0 0 0 5600 10.14 -0.88 30.52 0| 0 0 0 6000 13.90 -0.96 30.24 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 36.78 Underlying Price 50.890 Time to expiry: 106 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 1.75 -0.24 41.11 0| 0 0 0 4400 2.21 -0.30 38.68 0| 0 0 0 4600 3.05 -0.37 38.78 0| 0 0 0 4800 4.87 -0.53 36.01 0| 0 0 0 5200 7.33 -0.69 33.57 0| 0 0 0 5600 14.05 -0.91 31.56 0| 0 0 0 6400 21.86 -0.97 35.23 0| 0 0 0 7200 29.84 -0.98 42.51 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.36 Underlying Price 50.890 Time to expiry: 197 Days Mar 11 0.60 -0.07 46.90 0| 0 0 0 3200 1.12 -0.12 45.04 0| 0 0 0 3600 1.90 -0.19 42.91 0| 0 0 0 4000 2.37 -0.23 41.71 0| 0 0 0 4200 2.96 -0.27 40.68 0| 0 0 0 4400 3.66 -0.32 39.70 0| 0 0 0 4600 4.35 -0.38 38.11 0| 0 0 0 4800 6.17 -0.50 35.69 0| 0 0 0 5200 8.45 -0.62 33.47 0| 0 0 0 5600 14.68 -0.82 32.31 0| 0 0 0 6400 22.06 -0.92 33.00 0| 0 0 0 7200 29.88 -0.97 35.37 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.09 Underlying Price 50.890 Time to expiry: 288 Days Jun 11 1.17 -0.10 47.30 0| 0 0 0 3200 1.93 -0.15 45.89 0| 0 0 0 3600 2.92 -0.21 44.07 0| 0 0 0 4000 3.52 -0.25 43.06 0| 0 0 0 4200 4.21 -0.29 42.28 0| 0 0 0 4400 4.93 -0.33 41.22 0| 0 0 0 4600 5.80 -0.37 40.46 0| 0 0 0 4800 7.69 -0.47 38.56 0| 0 0 0 5200 9.89 -0.56 36.59 0| 0 0 0 5600 12.74 -0.65 36.45 0| 0 0 0 6000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 76 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.75 -0.73 35.60 0| 0 0 0 6400 22.45 -0.86 33.63 0| 0 0 0 7200 30.04 -0.93 34.62 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.35 Underlying Price 50.890 Time to expiry: 470 Days Dec 11 2.16 -0.13 45.95 0| 0 0 0 3200 4.57 -0.24 43.80 0| 0 0 0 4000 5.80 -0.30 40.86 0| 0 0 0 4400 7.53 -0.37 39.33 0| 0 0 0 4800 11.80 -0.52 36.63 0| 0 0 0 5600 14.38 -0.60 35.60 0| 0 0 0 6000 30.45 -0.87 31.52 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.02 Underlying Price 50.890 Time to expiry: 652 Days Jun 12 3.22 -0.15 46.52 0| 0 0 0 3200 5.80 -0.24 43.65 0| 0 0 0 4000 7.40 -0.30 42.31 0| 0 0 0 4400 9.25 -0.36 40.94 0| 0 0 0 4800 13.51 -0.48 38.38 0| 0 0 0 5600 16.08 -0.54 37.68 0| 0 0 0 6000 31.62 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 77 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 20.36 Underlying Price 30.585 Time to expiry: 15 Days Sep 10 10.59 1.00 34.03 0| 0 0 0 2000 8.59 1.00 31.58 0| 0 0 0 2200 7.59 1.00 30.18 0| 0 0 0 2300 6.59 1.00 28.49 0| 0 0 0 2400 4.59 1.00 25.73 0| 0 0 0 2600 3.59 1.00 24.29 0| 0 0 0 2700 2.60 0.98 23.01 0| 0 0 0 2800 1.64 0.91 21.80 0| 0 0 0 2900 0.83 0.70 21.25 0| 0 0 0 3000 0.28 0.37 19.74 0| 0 0 0 3100 0.07 0.12 20.66 0| 0 0 0 3200 0.02 0.04 23.20 0| 0 0 0 3300 0.01 0.00 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 22.21 Underlying Price 30.585 Time to expiry: 43 Days Oct 10 7.59 1.00 31.86 0| 0 0 0 2300 6.59 1.00 29.12 0| 0 0 0 2400 4.59 1.00 25.91 0| 0 0 0 2600 2.60 0.98 23.11 0| 0 0 0 2800 1.67 0.88 22.26 0| 0 0 0 2900 0.91 0.65 22.49 0| 0 0 0 3000 0.41 0.37 22.01 0| 0 0 0 3100 0.16 0.16 21.61 0| 0 0 0 3200 0.05 0.06 21.25 0| 0 0 0 3300 0.03 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 23.07 Underlying Price 30.585 Time to expiry: 78 Days Nov 10 7.59 1.00 33.76 0| 0 0 0 2300 6.59 1.00 31.31 0| 0 0 0 2400 4.59 1.00 27.98 0| 0 0 0 2600 2.64 0.93 25.15 0| 0 0 0 2800 1.78 0.79 24.03 0| 0 0 0 2900 1.09 0.58 23.21 0| 0 0 0 3000 0.65 0.37 22.96 0| 0 0 0 3100 0.36 0.22 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 78 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 23.15 Underlying Price 30.585 Time to expiry: 106 Days Dec 10 10.59 1.00 39.92 0| 0 0 0 2000 8.59 1.00 35.96 0| 0 0 0 2200 6.59 1.00 33.06 0| 0 0 0 2400 4.60 0.98 29.63 0| 0 0 0 2600 2.73 0.85 26.79 0| 0 0 0 2800 1.27 0.53 23.75 0| 0 0 0 3000 0.49 0.25 21.71 0| 0 0 0 3200 0.16 0.11 20.88 0| 0 0 0 3400 0.05 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 23.14 Underlying Price 30.585 Time to expiry: 197 Days Mar 11 10.59 1.00 46.99 0| 0 0 0 2000 8.59 1.00 35.40 0| 0 0 0 2200 6.60 0.99 31.26 0| 0 0 0 2400 4.67 0.92 28.25 0| 0 0 0 2600 3.00 0.71 25.71 0| 0 0 0 2800 1.78 0.49 23.56 0| 0 0 0 3000 0.97 0.33 22.14 0| 0 0 0 3200 0.44 0.19 20.63 0| 0 0 0 3400 0.21 0.11 20.61 0| 0 0 0 3600 0.02 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 23.77 Underlying Price 30.585 Time to expiry: 288 Days Jun 11 10.60 1.00 41.33 0| 0 0 0 2000 8.60 0.99 34.95 0| 0 0 0 2200 6.67 0.93 31.26 0| 0 0 0 2400 4.95 0.78 28.75 0| 0 0 0 2600 3.48 0.64 26.24 0| 0 0 0 2800 2.33 0.52 24.39 0| 0 0 0 3000 1.38 0.38 22.28 0| 0 0 0 3200 0.76 0.25 21.05 0| 0 0 0 3400 0.38 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 23.77 Underlying Price 30.585 Time to expiry: 470 Days Dec 11 10.60 1.00 39.46 0| 0 0 0 2000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.86 0.84 31.50 0| 0 0 0 2400 3.80 0.64 25.50 0| 0 0 0 2800 1.81 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 23.14 Underlying Price 30.585 Time to expiry: 652 Days Jun 12 10.67 0.95 38.00 0| 0 0 0 2000 6.93 0.82 28.80 0| 0 0 0 2400 4.09 0.63 24.71 0| 0 0 0 2800 2.15 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 80 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 23.31 Underlying Price 30.585 Time to expiry: 15 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 0.01 -0.02 28.74 0| 0 0 0 2600 0.05 -0.07 26.47 0| 0 0 0 2700 0.16 -0.19 25.12 0| 0 0 0 2800 0.44 -0.41 23.53 0| 0 0 0 2900 1.01 -0.68 23.72 0| 0 4 0 3000 1.79 -0.88 23.02 0| 0 0 0 3100 2.73 -0.97 22.38 0| 0 0 0 3200 3.71 -1.00 20.80 0| 0 0 0 3300 4.71 -1.00 22.27 0| 0 0 0 3400 6.71 -1.00 22.52 0| 0 0 0 3600 8.71 -1.00 23.03 0| 0 0 0 3800 10.71 -1.00 23.56 0| 0 0 0 4000 14.71 -1.00 25.77 0| 0 0 0 4400 Total 0| 0 4 0 Indicative a-t-m Vol 23.16 Underlying Price 30.585 Time to expiry: 43 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 0.45 -0.28 24.16 0| 0 0 0 2800 0.82 -0.43 23.77 0| 0 0 0 2900 1.36 -0.60 23.73 0| 0 0 0 3000 2.03 -0.75 22.77 0| 0 0 0 3100 2.84 -0.87 21.67 0| 0 0 0 3200 3.76 -0.94 22.11 0| 0 0 0 3300 4.72 -0.98 21.48 0| 0 0 0 3400 6.71 -0.99 24.73 0| 0 0 0 3600 8.71 -1.00 28.73 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 23.10 Underlying Price 30.585 Time to expiry: 78 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 -0.33 25.54 0| 0 0 0 2800 1.16 -0.44 24.39 0| 0 0 0 2900 1.66 -0.56 23.58 0| 0 0 0 3000 2.28 -0.68 22.77 0| 0 0 0 3100 3.02 -0.79 22.01 0| 0 0 0 3200 4.77 -0.93 21.19 0| 0 0 0 3400 6.72 -0.98 22.26 0| 0 0 0 3600 8.71 -0.99 24.51 0| 0 0 0 3800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 81 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 21.49 Underlying Price 30.585 Time to expiry: 106 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 1.76 -0.55 22.11 0| 0 0 0 3000 3.05 -0.78 20.02 0| 0 0 0 3200 4.80 -0.92 19.91 0| 0 0 0 3400 6.73 -0.97 21.17 0| 0 0 0 3600 10.71 -0.99 26.53 0| 0 0 0 4000 14.71 -0.99 33.72 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 22.37 Underlying Price 30.585 Time to expiry: 197 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 1.48 -0.36 25.17 0| 0 0 0 2800 2.30 -0.52 22.92 0| 0 0 0 3000 3.46 -0.69 21.05 0| 0 0 0 3200 5.03 -0.82 20.77 0| 0 0 0 3400 6.84 -0.90 21.29 0| 0 0 0 3600 10.71 -0.98 22.43 0| 0 0 0 4000 14.71 -0.99 27.94 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 22.77 Underlying Price 30.585 Time to expiry: 288 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 0.94 -0.19 30.78 0| 0 0 0 2400 1.35 -0.26 28.20 0| 0 0 0 2600 1.90 -0.37 25.56 0| 0 0 0 2800 2.71 -0.49 23.38 0| 0 0 0 3000 3.77 -0.64 21.30 0| 0 0 0 3200 5.17 -0.78 19.89 0| 0 0 0 3400 6.92 -0.87 20.26 0| 0 0 0 3600 10.74 -0.96 21.95 0| 0 0 0 4000 14.71 -0.98 25.54 0| 0 0 0 4400 18.69 -1.00 25.70 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.68 Underlying Price 30.585 Time to expiry: 470 Days Dec 11 0.93 -0.14 34.38 0| 0 0 0 2000 1.73 -0.26 29.71 0| 0 0 0 2400 3.05 -0.43 25.50 0| 0 0 0 2800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.22 -0.64 22.69 0| 0 0 0 3200 11.80 -0.92 20.46 0| 0 0 0 4000 19.52 -0.98 20.86 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.34 Underlying Price 30.585 Time to expiry: 652 Days Jun 12 1.16 -0.15 32.39 0| 0 0 0 2000 2.06 -0.26 28.52 0| 0 0 0 2400 3.41 -0.42 24.75 0| 0 0 0 2800 5.59 -0.60 22.58 0| 0 0 0 3200 11.94 -0.88 20.77 0| 0 0 0 4000 19.56 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 83 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 12.67 Underlying Price 28.325 Time to expiry: 15 Days Sep 10 10.33 1.00 27.56 0| 0 0 0 1800 8.33 1.00 24.33 0| 0 0 0 2000 6.33 1.00 20.64 0| 0 0 0 2200 5.33 1.00 18.87 0| 0 0 0 2300 4.33 1.00 17.25 0| 0 0 0 2400 3.83 1.00 16.50 0| 0 0 0 2450 3.33 1.00 15.80 0| 0 0 0 2500 2.33 1.00 14.57 0| 0 0 0 2600 1.33 0.98 13.57 0| 0 0 0 2700 0.45 0.71 12.83 0| 0 0 0 2800 0.04 0.14 12.36 0| 0 0 0 2900 0.01 0.00 12.16 0| 0 0 0 3000 0.01 0.00 12.58 0| 0 0 0 3200 0.01 0.00 14.10 0| 0 0 0 3400 0.01 0.00 16.70 0| 0 0 0 3600 0.01 0.00 24.95 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 18.12 Underlying Price 28.325 Time to expiry: 43 Days Oct 10 6.33 1.00 25.45 0| 0 0 0 2200 5.33 1.00 24.34 0| 0 0 0 2300 4.33 1.00 23.42 0| 0 0 0 2400 3.33 1.00 21.79 0| 0 0 0 2500 2.33 0.99 20.65 0| 0 0 0 2600 1.38 0.90 20.38 0| 0 0 0 2700 0.58 0.62 18.50 0| 0 0 0 2800 0.15 0.23 17.35 0| 0 0 0 2900 0.05 0.07 18.64 0| 0 0 0 3000 0.02 0.02 23.36 0| 0 0 0 3200 0.01 0.01 28.77 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 16.81 Underlying Price 28.325 Time to expiry: 78 Days Nov 10 6.33 1.00 24.14 0| 0 0 0 2200 5.33 1.00 23.88 0| 0 0 0 2300 4.33 1.00 22.82 0| 0 0 0 2400 2.34 0.99 19.73 0| 0 0 0 2600 1.39 0.88 18.63 0| 0 0 0 2700 0.62 0.58 17.05 0| 0 0 0 2800 0.23 0.23 16.32 0| 0 0 0 2900 0.08 0.09 16.15 0| 0 0 0 3000 0.02 0.02 17.86 0| 0 0 0 3200 0.02 0.02 22.67 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 16.83 Underlying Price 28.325 Time to expiry: 106 Days Dec 10 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 84 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.33 1.00 31.60 0| 0 0 0 1800 8.33 1.00 28.76 0| 0 0 0 2000 6.33 1.00 25.46 0| 0 0 0 2200 5.33 1.00 23.81 0| 0 0 0 2300 4.33 1.00 22.23 0| 0 0 0 2400 2.34 0.98 19.38 0| 0 0 0 2600 0.70 0.53 17.10 0| 0 0 0 2800 0.13 0.12 15.46 0| 0 0 0 3000 0.03 0.03 16.22 0| 0 0 0 3200 0.01 0.01 20.20 0| 0 0 0 3600 0.01 0.00 24.15 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 18.41 Underlying Price 28.325 Time to expiry: 197 Days Mar 11 10.33 1.00 30.64 0| 0 0 0 1800 8.33 1.00 28.32 0| 0 0 0 2000 6.33 1.00 25.52 0| 0 0 0 2200 5.33 1.00 24.12 0| 0 0 0 2300 4.33 1.00 22.79 0| 0 0 0 2400 2.44 0.84 20.45 0| 0 0 0 2600 1.13 0.45 18.69 0| 0 0 0 2800 0.43 0.23 16.99 0| 0 0 0 3000 0.13 0.09 16.16 0| 0 0 0 3200 0.03 0.02 18.62 0| 0 0 0 3600 0.02 0.01 22.79 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 19.47 Underlying Price 28.325 Time to expiry: 288 Days Jun 11 12.33 1.00 32.96 0| 0 0 0 1600 10.33 1.00 30.97 0| 0 0 0 1800 8.33 1.00 28.12 0| 0 0 0 2000 6.33 1.00 25.93 0| 0 0 0 2200 4.39 0.92 24.23 0| 0 0 0 2400 2.79 0.66 22.41 0| 0 0 0 2600 1.56 0.47 19.64 0| 0 0 0 2800 0.82 0.31 18.61 0| 0 0 0 3000 0.34 0.17 17.20 0| 0 0 0 3200 0.05 0.03 16.29 0| 0 0 0 3600 0.02 0.01 19.04 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 21.04 Underlying Price 28.325 Time to expiry: 470 Days Dec 11 12.43 0.95 58.01 0| 0 0 0 1600 8.41 0.93 38.44 0| 0 0 0 2000 4.51 0.82 24.40 0| 0 0 0 2400 2.02 0.50 21.22 0| 0 0 0 2800 0.66 0.24 19.05 0| 0 0 0 3200 0.04 0.02 18.02 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 85 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 21.93 Underlying Price 28.325 Time to expiry: 652 Days Jun 12 12.44 0.88 53.58 0| 0 0 0 1600 8.43 0.83 36.13 0| 0 0 0 2000 4.70 0.73 24.31 0| 0 0 0 2400 2.46 0.51 22.16 0| 0 0 0 2800 0.97 0.28 19.42 0| 0 0 0 3200 0.07 0.03 16.39 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 86 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 20.36 Underlying Price 28.325 Time to expiry: 15 Days Sep 10 0.01 0.00 38.50 0| 0 0 0 1800 0.01 0.00 33.67 0| 0 0 0 2000 0.01 0.00 29.08 0| 0 0 0 2200 0.01 0.00 27.03 0| 0 0 0 2300 0.01 -0.01 25.21 0| 0 0 0 2400 0.01 -0.03 24.39 0| 0 0 0 2450 0.03 -0.05 23.63 0| 0 0 0 2500 0.14 -0.20 22.32 0| 0 0 0 2600 0.46 -0.48 21.28 0| 0 0 0 2700 1.11 -0.79 20.52 0| 0 0 0 2800 1.99 -0.95 20.04 0| 0 0 0 2900 2.97 -0.99 19.85 0| 0 0 0 3000 4.97 -1.00 20.30 0| 0 0 0 3200 6.97 -1.00 21.84 0| 0 0 0 3400 8.97 -1.00 24.41 0| 0 0 0 3600 12.97 -1.00 32.44 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 18.06 Underlying Price 28.325 Time to expiry: 43 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 0.06 -0.06 23.34 0| 0 0 0 2400 0.15 -0.14 21.75 0| 0 0 0 2500 0.35 -0.28 20.67 0| 0 0 0 2600 0.71 -0.48 19.44 0| 0 0 0 2700 1.27 -0.70 18.07 0| 0 0 0 2800 2.08 -0.86 18.04 0| 0 0 0 2900 3.00 -0.95 18.11 0| 0 0 0 3000 5.01 -0.96 27.93 0| 0 0 0 3200 7.01 -0.96 36.50 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.01 Underlying Price 28.325 Time to expiry: 78 Days Nov 10 0.05 -0.03 25.38 0| 0 0 0 2200 0.11 -0.07 25.22 0| 0 0 0 2300 0.21 -0.13 24.03 0| 0 0 0 2400 0.57 -0.32 20.59 0| 0 0 0 2600 0.92 -0.47 19.09 0| 0 0 0 2700 1.47 -0.64 18.10 0| 0 0 0 2800 2.20 -0.79 17.83 0| 0 0 0 2900 3.08 -0.88 18.43 0| 0 0 0 3000 5.02 -0.94 22.72 0| 0 0 0 3200 7.06 -0.94 31.63 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 19.80 Underlying Price 28.325 Time to expiry: 106 Days Dec 10 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 87 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 -0.01 32.64 0| 0 0 0 1800 0.04 -0.02 29.14 0| 0 0 0 2000 0.10 -0.06 25.74 0| 0 0 0 2200 0.17 -0.09 24.23 0| 0 0 0 2300 0.27 -0.15 22.90 0| 0 0 0 2400 0.73 -0.34 20.89 0| 0 0 0 2600 1.69 -0.60 19.81 0| 0 0 0 2800 3.19 -0.82 19.73 0| 0 0 0 3000 5.03 -0.94 20.63 0| 0 0 0 3200 8.97 -0.99 25.28 0| 0 0 0 3600 12.97 -0.99 33.44 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 19.81 Underlying Price 28.325 Time to expiry: 197 Days Mar 11 0.07 -0.03 30.90 0| 0 0 0 1800 0.17 -0.06 29.22 0| 0 0 0 2000 0.34 -0.12 26.64 0| 0 0 0 2200 0.47 -0.16 25.28 0| 0 0 0 2300 0.64 -0.22 23.96 0| 0 0 0 2400 1.24 -0.37 22.58 0| 0 0 0 2600 2.07 -0.56 19.96 0| 0 0 0 2800 3.42 -0.75 19.06 0| 0 0 0 3000 5.11 -0.88 19.01 0| 0 0 0 3200 8.98 -0.98 21.55 0| 0 0 0 3600 12.98 -0.98 27.53 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 21.14 Underlying Price 28.325 Time to expiry: 288 Days Jun 11 0.07 -0.02 31.71 0| 0 0 0 1600 0.16 -0.05 30.53 0| 0 0 0 1800 0.32 -0.09 28.60 0| 0 0 0 2000 0.59 -0.16 26.88 0| 0 0 0 2200 0.96 -0.25 24.45 0| 0 0 0 2400 1.60 -0.37 23.11 0| 0 0 0 2600 2.49 -0.53 21.40 0| 0 0 0 2800 3.68 -0.69 19.81 0| 0 0 0 3000 5.24 -0.83 18.99 0| 0 0 0 3200 8.98 -0.97 19.58 0| 0 0 0 3600 12.98 -0.98 25.16 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 22.88 Underlying Price 28.325 Time to expiry: 470 Days Dec 11 0.36 -0.07 33.47 0| 0 0 0 1600 0.92 -0.17 29.42 0| 0 0 0 2000 2.00 -0.34 25.97 0| 0 0 0 2400 3.88 -0.56 23.12 0| 0 0 0 2800 6.57 -0.79 20.16 0| 0 0 0 3200 13.95 -0.95 21.30 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 88 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 23.04 Underlying Price 28.325 Time to expiry: 652 Days Jun 12 0.55 -0.09 32.45 0| 0 0 0 1600 1.21 -0.19 28.70 0| 0 0 0 2000 2.32 -0.34 25.16 0| 0 0 0 2400 4.28 -0.53 23.25 0| 0 0 0 2800 6.84 -0.74 20.63 0| 0 0 0 3200 13.95 -0.94 19.87 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 0 0 Grand Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 89 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 28.40 Underlying Price 16.875 Time to expiry: 15 Days Sep 10 6.88 1.00 62.47 0| 0 0 0 1000 4.88 1.00 47.47 0| 0 0 0 1200 3.88 1.00 42.42 0| 0 0 0 1300 2.88 0.99 37.49 0| 0 0 0 1400 1.90 0.95 34.05 0| 0 0 0 1500 1.28 0.88 31.73 0| 0 0 0 1567 1.00 0.81 30.62 0| 0 0 0 1600 0.63 0.65 29.68 0| 0 0 0 1650 0.34 0.46 28.00 0| 0 0 0 1700 0.15 0.27 26.38 0| 0 0 0 1750 0.05 0.12 25.33 0| 0 0 0 1800 0.02 0.05 24.66 0| 0 0 0 1844 0.01 0.01 24.64 0| 0 60 0 1900 0.01 0.00 24.16 0| 0 0 0 1936 0.01 0.00 23.91 0| 0 4 0 2028 0.01 0.00 23.43 0| 0 0 0 2100 0.01 0.00 23.72 0| 0 0 0 2213 0.01 0.00 25.13 0| 0 0 0 2400 Total 0| 0 64 0 Indicative a-t-m Vol 28.46 Underlying Price 16.875 Time to expiry: 43 Days Oct 10 4.89 0.99 43.88 0| 0 0 0 1200 3.91 0.97 41.00 0| 0 0 0 1300 2.95 0.94 37.18 0| 0 0 0 1400 2.04 0.86 33.82 0| 0 0 0 1500 1.62 0.79 32.24 0| 0 0 0 1550 1.23 0.71 30.82 0| 0 0 0 1600 0.89 0.61 29.33 0| 0 0 0 1650 0.61 0.49 28.18 0| 0 0 0 1700 0.38 0.37 26.81 0| 0 0 0 1750 0.21 0.25 25.57 0| 0 0 0 1800 0.12 0.16 24.96 0| 0 0 0 1850 0.06 0.09 24.39 0| 0 0 0 1900 0.01 0.02 23.63 0| 0 0 0 2000 0.01 0.00 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 28.70 Underlying Price 16.875 Time to expiry: 78 Days Nov 10 4.94 0.96 43.22 0| 0 0 0 1200 3.99 0.93 39.94 0| 0 0 0 1300 3.08 0.88 36.80 0| 0 0 0 1400 2.21 0.80 33.54 0| 0 0 0 1500 1.82 0.74 32.28 0| 0 0 0 1550 1.46 0.67 31.07 0| 0 0 0 1600 1.13 0.60 29.59 0| 0 0 0 1650 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 90 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.84 0.51 28.42 0| 0 0 0 1700 0.40 0.32 25.87 0| 0 0 0 1800 0.15 0.16 24.08 0| 0 0 0 1900 0.04 0.06 22.25 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 28.92 Underlying Price 16.875 Time to expiry: 106 Days Dec 10 7.00 0.96 61.09 0| 0 0 0 1000 5.06 0.93 47.86 0| 0 0 0 1200 3.18 0.86 36.49 0| 0 0 0 1400 2.34 0.78 33.31 0| 0 0 0 1500 1.63 0.66 31.27 0| 0 0 0 1600 1.00 0.52 28.60 0| 0 0 0 1700 0.53 0.36 26.10 0| 0 0 0 1800 0.36 0.28 24.40 0| 0 2 0 1844 0.23 0.20 23.83 0| 0 0 0 1900 0.17 0.16 23.54 0| 0 2 0 1936 0.07 0.08 22.96 0| 0 17 0 2028 0.01 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 29.58 Underlying Price 16.875 Time to expiry: 197 Days Mar 11 7.30 0.92 63.00 0| 0 0 0 1000 5.43 0.87 50.20 0| 0 0 0 1200 3.57 0.80 37.80 0| 0 0 0 1400 2.71 0.73 33.14 0| 0 0 0 1500 2.03 0.64 31.28 0| 0 0 0 1600 1.44 0.54 29.35 0| 0 0 0 1700 0.83 0.41 25.02 0| 0 0 0 1800 0.51 0.29 24.24 0| 0 0 0 1900 0.31 0.20 24.17 0| 0 0 0 2000 0.19 0.13 24.18 0| 0 0 0 2100 0.10 0.08 23.66 0| 0 0 0 2200 0.02 0.02 22.96 0| 0 0 0 2400 0.01 0.00 25.21 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 29.57 Underlying Price 16.875 Time to expiry: 288 Days Jun 11 11.10 0.97 90.00 0| 0 0 0 600 9.23 0.95 75.19 0| 0 0 0 800 7.40 0.91 63.07 0| 0 0 0 1000 5.50 0.87 48.94 0| 0 0 0 1200 3.73 0.79 39.11 0| 0 0 0 1400 2.97 0.72 36.20 0| 0 0 0 1500 2.08 0.65 29.74 0| 0 50 0 1600 1.58 0.55 29.55 0| 0 0 0 1700 0.96 0.43 25.52 0| 0 60 0 1800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 91 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.65 0.33 25.15 0| 0 0 0 1900 0.39 0.23 24.12 0| 0 0 0 2000 0.13 0.10 23.00 0| 0 0 0 2200 0.05 0.04 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 27.82 Underlying Price 16.875 Time to expiry: 470 Days Dec 11 9.34 0.93 70.00 0| 0 0 0 800 5.75 0.84 47.72 0| 0 0 0 1200 2.33 0.63 29.00 0| 0 0 0 1600 1.31 0.45 26.31 0| 0 0 0 1800 0.67 0.28 24.59 0| 0 0 0 2000 0.17 0.09 23.55 0| 0 0 0 2400 0.02 0.02 26.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 27.53 Underlying Price 16.875 Time to expiry: 652 Days Jun 12 9.37 0.93 70.00 0| 0 0 0 800 5.86 0.83 47.72 0| 0 0 0 1200 2.44 0.62 28.49 0| 0 0 0 1600 1.48 0.46 26.31 0| 0 0 0 1800 0.82 0.31 24.59 0| 0 0 0 2000 0.25 0.12 23.55 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 195 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 92 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 28.40 Underlying Price 16.875 Time to expiry: 15 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 -0.05 34.05 0| 0 0 0 1500 0.07 -0.12 31.73 0| 0 0 0 1567 0.12 -0.19 30.62 0| 0 0 0 1600 0.25 -0.35 29.68 0| 0 0 0 1650 0.46 -0.54 28.00 0| 0 0 0 1700 0.77 -0.74 26.38 0| 0 0 0 1750 1.17 -0.88 25.33 0| 0 0 0 1800 1.58 -0.96 24.66 0| 0 0 0 1844 2.13 -0.99 24.64 0| 0 0 0 1900 2.49 -1.00 24.16 0| 0 0 0 1936 3.41 -1.00 23.91 0| 0 0 0 2028 4.13 -1.00 23.43 0| 0 0 0 2100 5.26 -1.00 23.72 0| 0 0 0 2213 7.13 -1.00 25.13 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 28.46 Underlying Price 16.875 Time to expiry: 43 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 0.15 -0.14 33.82 0| 0 0 0 1500 0.23 -0.21 32.24 0| 0 0 0 1550 0.35 -0.29 30.82 0| 0 0 0 1600 0.50 -0.39 29.33 0| 0 0 0 1650 0.72 -0.51 28.18 0| 0 0 0 1700 0.99 -0.63 26.81 0| 0 0 0 1750 1.33 -0.75 25.57 0| 0 0 0 1800 1.73 -0.85 24.96 0| 0 0 0 1850 2.17 -0.92 24.39 0| 0 0 0 1900 3.13 -0.98 23.63 0| 0 0 0 2000 4.13 -1.00 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 28.70 Underlying Price 16.875 Time to expiry: 78 Days Nov 10 0.05 -0.04 43.22 0| 0 0 0 1200 0.10 -0.07 39.94 0| 0 0 0 1300 0.18 -0.12 36.80 0| 0 0 0 1400 0.32 -0.20 33.54 0| 0 0 0 1500 0.43 -0.26 32.28 0| 0 0 0 1550 0.56 -0.33 31.07 0| 0 0 0 1600 0.73 -0.40 29.59 0| 0 0 0 1650 0.95 -0.49 28.42 0| 0 0 0 1700 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.50 -0.68 25.87 0| 0 0 0 1800 2.26 -0.84 24.08 0| 0 0 0 1900 3.15 -0.95 22.25 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 28.92 Underlying Price 16.875 Time to expiry: 106 Days Dec 10 0.10 -0.04 61.09 0| 0 0 0 1000 0.16 -0.07 47.86 0| 0 0 0 1200 0.27 -0.15 36.49 0| 0 0 0 1400 0.43 -0.22 33.31 0| 0 0 0 1500 0.71 -0.34 31.27 0| 0 0 0 1600 1.09 -0.48 28.60 0| 0 0 0 1700 1.62 -0.65 26.10 0| 0 0 0 1800 1.89 -0.73 24.40 0| 0 0 0 1844 2.32 -0.80 23.83 0| 0 0 0 1900 2.62 -0.85 23.54 0| 0 0 0 1936 3.45 -0.93 22.96 0| 0 0 0 2028 5.13 -1.00 22.72 0| 0 0 0 2200 7.13 -1.00 22.70 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 29.58 Underlying Price 16.875 Time to expiry: 197 Days Mar 11 0.38 -0.08 63.00 0| 0 0 0 1000 0.49 -0.13 50.20 0| 0 0 0 1200 0.62 -0.20 37.80 0| 0 0 0 1400 0.76 -0.27 33.14 0| 0 0 0 1500 1.08 -0.36 31.28 0| 0 0 0 1600 1.48 -0.46 29.35 0| 0 0 0 1700 1.87 -0.60 25.02 0| 0 0 0 1800 2.55 -0.71 24.24 0| 0 0 0 1900 3.36 -0.81 24.17 0| 0 0 0 2000 4.24 -0.88 24.18 0| 0 0 0 2100 5.17 -0.94 23.66 0| 0 0 0 2200 7.13 -1.00 22.96 0| 0 0 0 2400 11.13 -1.00 25.21 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 29.57 Underlying Price 16.875 Time to expiry: 288 Days Jun 11 0.38 -0.05 90.00 0| 0 0 0 600 0.55 -0.08 75.19 0| 0 0 0 800 0.75 -0.13 63.07 0| 0 0 0 1000 0.87 -0.18 48.94 0| 0 0 0 1200 1.16 -0.28 39.11 0| 0 0 0 1400 1.45 -0.35 36.20 0| 0 0 0 1500 1.60 -0.43 29.74 0| 0 0 0 1600 2.17 -0.53 29.55 0| 0 0 0 1700 2.62 -0.64 25.52 0| 0 0 0 1800 3.35 -0.73 25.15 0| 0 0 0 1900 4.14 -0.81 24.12 0| 0 0 0 2000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 94 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.91 -0.92 23.00 0| 0 0 0 2200 7.84 -0.97 23.41 0| 0 0 0 2400 15.73 -1.00 23.57 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 27.82 Underlying Price 16.875 Time to expiry: 470 Days Dec 11 0.87 -0.10 70.00 0| 0 0 0 800 1.32 -0.20 47.72 0| 0 0 0 1200 1.96 -0.42 29.00 0| 0 0 0 1600 2.99 -0.58 26.31 0| 0 0 0 1800 4.38 -0.74 24.59 0| 0 0 0 2000 7.90 -0.92 23.55 0| 0 0 0 2400 15.72 -0.99 26.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 27.53 Underlying Price 16.875 Time to expiry: 652 Days Jun 12 1.36 -0.12 70.00 0| 0 0 0 800 1.91 -0.23 47.72 0| 0 0 0 1200 2.59 -0.46 28.49 0| 0 0 0 1600 3.72 -0.60 26.31 0| 0 0 0 1800 5.11 -0.73 24.59 0| 0 0 0 2000 8.54 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 95 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 28.95 Underlying Price 61.390 Time to expiry: 15 Days Sep 10 25.40 1.00 56.00 0| 0 0 0 3600 21.40 1.00 50.26 0| 0 0 0 4000 17.40 1.00 45.22 0| 0 0 0 4400 15.40 1.00 43.09 0| 0 0 0 4600 13.40 1.00 41.18 0| 0 0 0 4800 9.46 0.97 42.97 0| 0 495 0 5200 7.50 0.95 38.46 0| 0 0 0 5400 5.62 0.90 35.78 0| 0 3,888 0 5600 3.85 0.81 32.66 0| 0 65 0 5800 2.31 0.66 29.89 0| 5 2,271 0 6000 1.18 0.45 28.54 0| 0 859 0 6200 0.51 0.25 27.79 0| 17 919 +2 6400 0.19 0.11 27.92 0| 5 104 +5 6600 0.09 0.06 30.66 0| 0 158 0 6800 0.08 0.04 41.67 0| 0 243 0 7200 0.01 0.00 29.34 0| 0 12 0 7600 0.01 0.00 29.08 0| 0 34 0 8000 0.01 0.00 27.00 0| 0 0 0 8800 Total 0| 27 9,048 +7 Indicative a-t-m Vol 30.32 Underlying Price 61.390 Time to expiry: 43 Days Oct 10 15.48 0.98 44.26 0| 0 0 0 4600 13.53 0.96 42.04 0| 0 9 0 4800 9.74 0.91 37.67 0| 0 0 0 5200 6.27 0.80 34.48 0| 0 10 0 5600 4.71 0.71 32.54 0| 0 10 0 5800 3.35 0.60 31.02 0| 0 15 0 6000 2.27 0.48 30.02 0| 10 38 -1 6200 1.40 0.36 28.77 0| 1,050 1,163 +1,050 6400 0.82 0.24 28.12 0| 0 80 0 6600 0.44 0.15 27.35 0| 0 42 0 6800 0.10 0.05 26.57 0| 0 28 0 7200 0.02 0.01 26.51 0| 0 0 0 7600 Total 0| 1,060 1,395 +1,049 Indicative a-t-m Vol 31.49 Underlying Price 61.390 Time to expiry: 78 Days Nov 10 15.73 0.94 42.09 0| 0 0 0 4600 13.86 0.92 40.34 0| 0 0 0 4800 10.32 0.85 37.60 0| 0 0 0 5200 7.09 0.74 34.76 0| 0 0 0 5600 5.66 0.67 33.46 0| 0 0 0 5800 4.37 0.59 32.08 0| 0 15 0 6000 3.30 0.50 31.23 0| 0 0 0 6200 2.50 2.40 0.41 30.37 2.50 2.50 4| 5 5 +5 6400 1.13 0.25 28.89 0| 0 1 0 6800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.46 0.12 28.01 0| 0 0 0 7200 Total 4| 5 21 +5 Indicative a-t-m Vol 31.56 Underlying Price 61.390 Time to expiry: 106 Days Dec 10 45.40 1.00 75.00 0| 0 0 0 1600 41.41 1.00 79.11 0| 0 0 0 2000 39.43 1.00 78.09 0| 0 0 0 2200 37.46 0.99 75.99 0| 0 0 0 2400 33.52 0.99 70.09 0| 0 0 0 2800 29.58 0.98 63.38 0| 0 0 0 3200 25.66 0.97 56.77 0| 0 0 0 3600 21.77 0.96 50.68 0| 0 0 0 4000 17.95 0.93 45.31 0| 0 0 0 4400 14.19 0.90 39.86 0| 0 0 0 4800 10.75 0.83 37.22 0| 0 1 0 5200 7.80 7.62 0.72 34.34 7.80 7.80 2| 0 2,377 0 5600 5.00 0.59 32.17 0| 0 5,182 0 6000 2.98 0.44 30.40 0| 0 486 0 6400 1.60 0.29 29.01 0| 0 64 0 6800 0.77 0.17 28.00 0| 0 498 0 7200 0.17 0.05 27.83 0| 0 95 0 8000 0.11 0.03 33.00 0| 0 0 0 8800 Total 2| 0 8,703 0 Indicative a-t-m Vol 32.44 Underlying Price 61.390 Time to expiry: 197 Days Mar 11 26.07 0.95 50.00 0| 0 0 0 3600 22.38 0.92 46.71 0| 0 0 0 4000 18.79 0.89 43.34 0| 0 0 0 4400 15.26 0.84 39.38 0| 0 0 0 4800 12.07 0.78 37.05 0| 0 0 0 5200 9.22 0.69 34.90 0| 0 0 0 5600 6.72 0.59 32.98 0| 0 16 0 6000 4.66 0.48 31.42 0| 0 187 0 6400 3.08 0.37 30.05 0| 0 16 0 6800 1.95 0.27 29.15 0| 1 201 0 7200 0.69 0.12 27.79 0| 0 93 0 8000 0.49 0.08 32.00 0| 0 10 0 8800 Total 0| 1 523 0 Indicative a-t-m Vol 33.12 Underlying Price 61.390 Time to expiry: 288 Days Jun 11 37.64 0.99 53.00 0| 0 0 0 2400 30.04 0.96 48.90 0| 0 0 0 3200 26.35 0.94 46.30 0| 0 0 0 3600 22.77 0.91 43.72 0| 0 0 0 4000 19.33 0.87 41.26 0| 0 0 0 4400 16.07 0.82 39.03 0| 0 17 0 4800 13.02 0.76 36.85 0| 0 15 0 5200 10.31 0.69 35.26 0| 0 24 0 5600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.93 0.60 33.77 0| 0 40 0 6000 5.81 0.51 31.90 0| 0 59 0 6400 4.21 0.41 30.91 0| 0 26 0 6800 3.00 0.33 30.24 0| 0 35 0 7200 1.34 0.18 28.68 0| 0 0 0 8000 0.57 0.09 27.95 0| 0 0 0 8800 0.02 0.00 28.00 0| 0 0 0 12000 Total 0| 0 216 0 Indicative a-t-m Vol 33.07 Underlying Price 61.390 Time to expiry: 470 Days Dec 11 30.27 0.95 45.00 0| 0 0 0 3200 23.42 0.89 41.66 0| 0 0 0 4000 17.13 0.80 37.65 0| 0 0 0 4800 11.79 0.67 34.60 0| 0 1,600 0 5600 9.59 0.60 33.51 0| 0 0 0 6000 7.62 0.53 32.24 0| 0 0 0 6400 2.45 0.25 28.17 0| 0 0 0 8000 0.18 0.03 28.50 0| 0 0 0 12000 Total 0| 0 1,600 0 Indicative a-t-m Vol 32.64 Underlying Price 61.390 Time to expiry: 652 Days Jun 12 24.14 0.87 41.24 0| 0 0 0 4000 18.12 0.78 37.28 0| 0 0 0 4800 13.04 0.67 34.24 0| 0 0 0 5600 10.86 0.61 33.07 0| 0 0 0 6000 8.86 0.55 31.83 0| 0 0 0 6400 3.36 0.29 27.79 0| 0 0 0 8000 0.41 0.05 28.00 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 6| 1,093 21,506 +1,061 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 98 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 28.95 Underlying Price 61.390 Time to expiry: 15 Days Sep 10 0.01 0.00 56.00 0| 0 71 0 3600 0.01 0.00 50.26 0| 0 74 0 4000 0.01 0.00 45.22 0| 0 2,134 0 4400 0.01 0.00 43.09 0| 0 41 0 4600 0.01 0.00 41.18 0| 0 4,852 0 4800 0.06 -0.03 42.97 0| 0 4,110 0 5200 0.11 -0.05 38.46 0| 0 74 0 5400 0.24 0.23 -0.10 35.78 0.24 0.24 1| 0 322 0 5600 0.47 -0.20 32.66 0| 0 85 0 5800 0.94 -0.35 29.89 0| 0 211 0 6000 2.20 1.82 -0.56 28.54 2.20 2.20 5| 0 16 0 6200 3.15 -0.76 27.79 0| 0 29 0 6400 4.84 -0.89 27.92 0| 0 6 0 6600 6.74 -0.94 30.66 0| 0 0 0 6800 10.72 -0.96 41.67 0| 0 0 0 7200 14.65 -1.00 29.34 0| 0 0 0 7600 18.65 -1.00 29.08 0| 0 0 0 8000 26.64 -1.00 27.00 0| 0 0 0 8800 Total 6| 0 12,025 0 Indicative a-t-m Vol 30.32 Underlying Price 61.390 Time to expiry: 43 Days Oct 10 0.09 -0.03 44.26 0| 0 70 0 4600 0.15 -0.04 42.04 0| 0 60 0 4800 0.36 -0.09 37.67 0| 0 110 0 5200 0.90 0.89 -0.20 34.48 0.90 0.80 2| 0 27 0 5600 1.33 -0.29 32.54 0| 0 35 0 5800 1.92 1.97 -0.40 31.02 1.92 1.92 2| 0 38 0 6000 2.85 2.89 -0.52 30.02 2.97 2.85 12| 0 19 0 6200 4.02 -0.64 28.77 0| 0 8 0 6400 5.45 -0.76 28.12 0| 0 0 0 6600 7.07 -0.85 27.35 0| 0 0 0 6800 10.74 -0.96 26.57 0| 0 0 0 7200 14.66 -0.99 26.51 0| 0 0 0 7600 Total 16| 0 367 0 Indicative a-t-m Vol 31.49 Underlying Price 61.390 Time to expiry: 78 Days Nov 10 0.32 -0.06 42.09 0| 0 100 0 4600 0.45 -0.08 40.34 0| 0 50 0 4800 0.90 -0.15 37.60 0| 0 15 0 5200 1.67 -0.26 34.76 0| 0 0 0 5600 2.24 -0.33 33.46 0| 0 0 0 5800 2.95 -0.41 32.08 0| 0 13 0 6000 3.87 -0.50 31.23 0| 0 0 0 6200 4.97 -0.59 30.37 0| 0 0 0 6400 7.70 -0.76 28.89 0| 0 0 0 6800 11.05 -0.88 28.01 0| 0 0 0 7200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 99 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 178 0 Indicative a-t-m Vol 31.56 Underlying Price 61.390 Time to expiry: 106 Days Dec 10 0.01 0.00 75.00 0| 0 0 0 1600 0.02 0.00 79.11 0| 0 0 0 2000 0.04 0.00 78.09 0| 0 0 0 2200 0.06 -0.01 75.99 0| 0 1 0 2400 0.11 -0.01 70.09 0| 0 1 0 2800 0.16 -0.02 63.38 0| 0 11 0 3200 0.24 -0.03 56.77 0| 0 226 0 3600 0.34 -0.04 50.68 0| 0 139 0 4000 0.50 -0.07 45.31 0| 0 243 0 4400 0.73 -0.10 39.86 0| 0 2,589 0 4800 1.29 -0.17 37.22 0| 0 412 0 5200 2.10 2.15 -0.28 34.34 2.10 2.10 45| 0 3,600 0 5600 3.52 3.52 -0.41 32.17 3.52 3.44 11| 0 55 0 6000 5.50 -0.57 30.40 0| 0 90 0 6400 8.12 -0.72 29.01 0| 0 12 0 6800 11.30 -0.84 28.00 0| 0 20 0 7200 18.73 -0.96 27.83 0| 0 0 0 8000 26.68 -0.98 33.00 0| 0 0 0 8800 Total 56| 0 7,399 0 Indicative a-t-m Vol 32.44 Underlying Price 61.390 Time to expiry: 197 Days Mar 11 0.54 -0.05 50.00 0| 0 0 0 3600 0.84 -0.08 46.71 0| 0 5 0 4000 1.23 -0.11 43.34 0| 0 22 0 4400 1.68 -0.16 39.38 0| 0 1,700 0 4800 2.48 -0.22 37.05 0| 0 60 0 5200 3.60 -0.31 34.90 0| 0 7 0 5600 5.09 -0.41 32.98 0| 0 46 0 6000 7.02 -0.52 31.42 0| 0 26 0 6400 9.44 -0.63 30.05 0| 0 0 0 6800 12.32 -0.74 29.15 0| 0 0 0 7200 19.09 -0.89 27.79 0| 0 0 0 8000 26.91 -0.93 32.00 0| 0 0 0 8800 Total 0| 0 1,866 0 Indicative a-t-m Vol 33.12 Underlying Price 61.390 Time