Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.09 Underlying Price 81.970 Time to expiry: 14 Days Sep 10 37.98 1.00 82.00 0| 0 0 0 4400 33.98 1.00 78.21 0| 0 0 0 4800 25.98 1.00 64.49 0| 0 0 0 5600 21.99 1.00 56.63 0| 0 0 0 6000 18.00 0.99 48.90 0| 0 0 0 6400 14.03 0.98 43.95 0| 0 32 0 6800 10.06 0.97 35.39 0| 0 151 0 7200 8.09 0.95 31.22 0| 0 20 0 7400 5.47 6.18 0.91 28.08 5.97 5.47 31| 0 2,191 0 7600 4.06 4.35 0.84 25.40 4.06 4.06 2| 0 713 0 7800 3.01 2.73 0.71 23.37 3.01 S 3.01 S 20| 0 968 0 8000 1.45 0.51 22.07 0| 57 550 +21 8200 0.79 0.66 0.30 21.62 0.90 0.79 37| 10 823 0 8400 0.27 0.15 21.95 0| 0 89 0 8600 0.11 0.06 22.72 0| 0 3,274 0 8800 0.01 0.00 2.00 0| 0 472 0 9200 0.01 0.00 25.00 0| 0 170 0 9600 0.01 0.00 15.71 0| 0 89 0 10000 0.01 0.00 30.00 0| 0 0 0 12000 Total 90| 67 9,542 +21 Indicative a-t-m Vol 23.81 Underlying Price 81.970 Time to expiry: 42 Days Oct 10 18.12 0.98 38.20 0| 0 6 0 6400 14.23 0.95 34.66 0| 0 15 0 6800 10.47 0.90 31.54 0| 0 107 0 7200 8.66 0.86 29.67 0| 0 25 0 7400 6.93 0.80 27.98 0| 0 73 0 7600 5.32 0.73 26.25 0| 0 144 0 7800 3.45 3.91 0.63 25.07 4.21 3.44 77| 1 322 -1 8000 2.67 0.52 23.80 0| 39 1,340 +39 8200 1.45 1.74 0.40 22.92 1.45 1.42 54| 0 134 0 8400 1.16 1.05 0.28 22.34 1.16 1.16 6| 0 314 0 8600 0.60 0.18 21.87 0| 0 211 0 8800 0.18 0.07 21.93 0| 0 58 0 9200 0.07 0.03 23.57 0| 0 54 0 9600 Total 137| 40 2,803 +38 Indicative a-t-m Vol 24.60 Underlying Price 81.970 Time to expiry: 77 Days Nov 10 18.40 0.95 35.42 0| 0 0 0 6400 14.66 0.91 33.05 0| 0 0 0 6800 11.10 0.84 30.38 0| 0 0 0 7200 9.42 0.80 29.27 0| 0 0 0 7400 7.80 0.75 27.91 0| 0 58 0 7600 5.80 6.30 0.68 26.72 5.80 5.80 35| 0 33 0 7800 5.53 4.96 0.61 25.70 5.53 5.53 15| 0 46 0 8000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.75 0.53 24.59 0| 0 4 0 8200 2.77 0.44 23.85 0| 0 82 0 8400 1.48 1.33 0.27 22.44 1.55 1.31 44| 0 93 0 8800 0.61 0.15 22.27 0| 0 0 0 9200 0.25 0.07 22.10 0| 0 0 0 9600 Total 94| 0 316 0 Indicative a-t-m Vol 24.86 Underlying Price 81.970 Time to expiry: 105 Days Dec 10 50.05 1.00 58.00 0| 0 0 0 3200 42.09 1.00 51.72 0| 0 0 0 4000 34.15 0.99 45.17 0| 0 0 0 4800 32.18 0.99 43.62 0| 0 99 0 5000 26.32 0.97 40.30 0| 0 0 0 5600 22.44 0.96 36.83 0| 0 1,514 0 6000 19.38 18.65 0.93 34.22 19.38 19.38 20| 0 55 0 6400 14.99 0.88 31.78 0| 0 4,296 0 6800 13.22 0.86 30.63 0| 0 995 0 7000 11.54 0.82 29.74 0| 0 167 0 7200 8.34 0.73 27.39 0| 0 2,894 0 7600 5.60 0.60 25.60 0| 0 4,930 0 8000 3.00 3.42 0.46 24.11 3.00 3.00 2| 0 3,727 0 8400 1.91 0.31 23.09 0| 3 5,964 0 8800 1.26 1.36 0.24 22.58 1.26 1.26 4| 0 1,762 0 9000 0.46 0.10 21.95 0| 0 1,878 0 9600 0.23 0.25 0.06 22.72 0.23 0.23 6| 0 818 0 10000 0.01 0.00 18.20 0| 0 0 0 12000 0.01 0.00 20.00 0| 0 0 0 16000 Total 32| 3 29,099 0 Indicative a-t-m Vol 25.66 Underlying Price 81.970 Time to expiry: 196 Days Mar 11 34.42 0.97 42.47 0| 0 0 0 4800 26.47 26.79 0.94 37.45 27.63 26.47 18| 0 30 0 5600 19.56 0.88 33.49 0| 0 50 0 6400 16.13 0.83 31.39 0| 0 30 0 6800 12.88 0.77 29.38 0| 0 86 0 7200 9.95 0.69 27.71 0| 0 76 0 7600 7.35 0.60 26.13 0| 0 378 0 8000 5.25 0.49 25.16 0| 0 618 0 8400 3.61 3.49 0.38 23.97 3.62 3.53 29| 0 205 0 8800 1.49 1.37 0.20 22.56 1.49 1.49 37| 0 106 0 9600 0.84 0.81 0.13 22.17 0.84 0.84 60| 0 46 0 10000 0.06 0.01 22.46 0| 0 80 0 12000 Total 144| 0 1,705 0 Indicative a-t-m Vol 26.01 Underlying Price 81.970 Time to expiry: 287 Days Jun 11 50.11 1.00 50.00 0| 0 0 0 3200 42.24 0.99 44.33 0| 0 0 0 4000 34.48 0.97 39.23 0| 0 0 0 4800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 27.00 0.93 35.58 0| 0 10 0 5600 23.36 0.90 33.55 0| 0 21 0 6000 19.89 0.86 31.91 0| 0 9 0 6400 13.51 0.75 28.89 0| 0 221 0 7200 10.67 0.68 27.38 0| 0 30 0 7600 8.27 0.59 26.50 0| 0 58 0 8000 6.18 0.50 25.50 0| 0 1,045 0 8400 4.43 0.41 24.47 0| 0 64 0 8800 2.09 0.24 23.10 0| 0 79 0 9600 1.39 1.30 0.17 22.21 1.39 1.39 11| 0 67 0 10000 0.08 0.02 20.20 0| 0 52 0 12000 0.01 0.00 22.00 0| 0 0 0 16000 Total 11| 0 1,656 0 Indicative a-t-m Vol 26.81 Underlying Price 81.970 Time to expiry: 469 Days Dec 11 50.22 0.99 49.00 0| 0 0 0 3200 42.52 0.97 43.82 0| 0 0 0 4000 35.03 0.94 39.13 0| 0 0 0 4800 33.21 0.93 38.07 0| 0 10 0 5000 27.88 0.89 35.15 0| 0 0 0 5600 24.47 0.86 33.43 0| 0 0 0 6000 21.22 0.82 31.88 0| 0 0 0 6400 16.72 0.74 29.85 0| 0 1,020 0 7000 10.46 0.59 27.17 0| 0 1,185 0 8000 5.97 0.42 25.34 0| 0 10 0 9000 3.14 0.27 24.11 0| 0 165 0 10000 0.80 0.09 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 25.75 Underlying Price 81.970 Time to expiry: 651 Days Jun 12 50.34 0.98 48.61 0| 0 0 0 3200 42.70 0.96 42.11 0| 0 0 0 4000 35.28 0.93 37.02 0| 0 0 0 4800 28.20 0.88 32.87 0| 0 0 0 5600 24.99 0.84 31.66 0| 0 0 0 6000 21.70 0.81 29.66 0| 0 0 0 6400 16.13 0.71 27.65 0| 0 0 0 7200 11.47 0.59 26.06 0| 0 0 0 8000 7.82 0.47 24.80 0| 0 50 0 8800 1.35 0.13 23.02 0| 0 0 0 12000 0.31 0.03 25.60 0| 0 0 0 16000 Total 0| 0 50 0 Indicative a-t-m Vol 26.54 Underlying Price 81.970 Time to expiry: 840 Days Dec 12 50.56 0.97 48.40 0| 0 0 0 3200 43.15 0.95 42.51 0| 0 0 0 4000 35.83 0.91 36.62 0| 0 10 0 4800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 25.94 0.82 31.53 0| 0 0 0 6000 17.71 0.70 28.45 0| 0 0 0 7200 13.32 0.60 27.00 0| 0 10 0 8000 9.41 0.50 25.15 0| 0 0 0 8800 2.29 0.18 23.48 0| 0 0 0 12000 0.72 0.06 26.00 0| 0 0 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 27.08 Underlying Price 81.970 Time to expiry: 1022 Days Jun 13 35.93 0.91 35.41 0| 0 0 0 4800 26.56 0.82 31.40 0| 0 0 0 6000 18.57 0.70 28.32 0| 0 0 0 7200 14.63 0.61 27.65 0| 0 0 0 8000 10.49 0.51 25.35 0| 0 0 0 8800 3.06 0.21 23.69 0| 0 0 0 12000 1.14 0.09 26.06 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.58 Underlying Price 81.970 Time to expiry: 1204 Days Dec 13 50.90 0.96 48.33 0| 0 0 0 3200 44.04 0.93 43.67 0| 0 0 0 4000 37.21 0.88 38.19 0| 0 0 0 4800 28.11 0.80 33.27 0| 0 0 0 6000 15.33 0.61 26.71 0| 0 0 0 8000 4.04 0.25 24.00 0| 0 0 0 12000 1.82 0.12 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.76 Underlying Price 81.970 Time to expiry: 1568 Days Dec 14 38.35 0.87 38.87 0| 0 0 0 4800 29.68 0.80 33.65 0| 0 0 0 6000 17.19 0.63 26.90 0| 0 0 0 8000 5.57 0.30 24.00 0| 0 0 0 12000 3.17 0.18 27.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 508| 110 47,591 +59 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.09 Underlying Price 81.970 Time to expiry: 14 Days Sep 10 0.01 0.00 82.00 0| 0 0 0 4400 0.01 0.00 78.21 0| 0 20 0 4800 0.01 0.00 64.49 0| 0 40 0 5600 0.01 0.00 56.63 0| 0 1,545 0 6000 0.01 -0.01 48.90 0| 0 123 0 6400 0.04 -0.02 43.95 0| 0 1,932 0 6800 0.07 -0.03 35.39 0| 0 1,685 0 7200 0.11 -0.05 31.22 0| 0 123 0 7400 0.19 -0.09 28.08 0| 1 2,811 +1 7600 0.51 0.36 -0.16 25.40 0.51 0.51 515| 0 270 0 7800 1.12 0.74 -0.29 23.37 1.12 1.12 42| 0 700 0 8000 1.66 1.47 -0.49 22.07 1.66 1.66 19| 0 774 0 8200 2.68 -0.70 21.62 0| 0 73 0 8400 4.29 -0.85 21.95 0| 0 5 0 8600 6.12 -0.94 22.72 0| 1 94 0 8800 10.03 -1.00 2.00 0| 0 9 0 9200 14.03 -1.00 25.00 0| 0 0 0 9600 18.03 -1.00 15.71 0| 0 0 0 10000 38.03 -1.00 30.00 0| 0 0 0 12000 Total 576| 2 10,204 +1 Indicative a-t-m Vol 23.81 Underlying Price 81.970 Time to expiry: 42 Days Oct 10 0.19 0.11 -0.02 38.20 0.19 0.19 2| 0 33 0 6400 0.22 -0.05 34.66 0| 0 206 0 6800 0.45 0.46 -0.10 31.54 0.45 0.45 49| 0 77 0 7200 0.64 -0.14 29.67 0| 0 824 0 7400 0.90 0.92 -0.20 27.98 0.90 0.90 30| 6 162 0 7600 1.37 1.30 -0.27 26.25 1.37 1.30 79| 16 136 0 7800 1.84 1.89 -0.37 25.07 1.96 1.77 77| 0 62 0 8000 2.56 2.66 -0.48 23.80 2.72 2.56 62| 0 60 0 8200 3.52 3.72 -0.60 22.92 3.52 3.52 13| 0 17 0 8400 5.04 -0.72 22.34 0| 0 93 0 8600 6.58 -0.82 21.87 0| 0 43 0 8800 10.17 -0.93 21.93 0| 0 4 0 9200 14.07 -0.98 23.57 0| 0 0 0 9600 Total 312| 22 1,717 0 Indicative a-t-m Vol 24.60 Underlying Price 81.970 Time to expiry: 77 Days Nov 10 0.33 -0.05 35.42 0| 0 151 0 6400 0.59 -0.09 33.05 0| 0 96 0 6800 1.02 -0.16 30.38 0| 0 41 0 7200 1.48 1.34 -0.20 29.27 1.48 1.36 56| 0 75 0 7400 1.72 -0.25 27.91 0| 0 77 0 7600 2.22 -0.32 26.72 0| 0 0 0 7800 2.88 -0.39 25.70 0| 0 43 0 8000 3.67 -0.47 24.59 0| 20 20 +20 8200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.68 -0.56 23.85 0| 0 0 0 8400 7.25 -0.73 22.44 0| 0 0 0 8800 10.53 -0.86 22.27 0| 0 0 0 9200 14.19 -0.94 22.10 0| 0 0 0 9600 Total 56| 20 503 +20 Indicative a-t-m Vol 24.86 Underlying Price 81.970 Time to expiry: 105 Days Dec 10 0.01 0.00 58.00 0| 0 440 0 3200 0.02 0.00 51.72 0| 0 215 0 4000 0.07 -0.01 45.17 0| 0 161 0 4800 0.09 -0.01 43.62 0| 0 203 0 5000 0.23 -0.03 40.30 0| 0 228 0 5600 0.38 0.34 -0.05 36.83 0.38 S 0.38 S 3| 0 3,047 0 6000 0.52 0.55 -0.07 34.22 0.52 S 0.52 S 3| 0 2,128 0 6400 0.89 0.88 -0.12 31.78 0.89 0.89 60| 119 4,820 +1 6800 0.98 1.12 -0.15 30.63 0.98 S 0.98 S 3| 0 2,770 0 7000 1.32 1.42 -0.18 29.74 1.32 S 1.32 S 3| 0 1,775 0 7200 2.24 -0.28 27.39 0| 0 6,628 0 7600 3.50 -0.40 25.60 0| 0 3,842 0 8000 5.32 -0.55 24.11 0| 0 114 0 8400 7.82 -0.69 23.09 0| 0 21 0 8800 9.27 -0.76 22.58 0| 0 530 0 9000 13.87 14.37 -0.90 21.95 14.09 13.87 11| 0 134 0 9600 18.17 -0.95 22.72 0| 0 0 0 10000 38.03 -1.00 18.20 0| 0 0 0 12000 78.03 -1.00 20.00 0| 0 0 0 16000 Total 83| 119 27,056 +1 Indicative a-t-m Vol 25.66 Underlying Price 81.970 Time to expiry: 196 Days Mar 11 0.34 -0.03 42.47 0| 0 241 0 4800 0.68 -0.06 37.45 0| 0 229 0 5600 1.42 -0.13 33.49 0| 0 146 0 6400 1.98 -0.17 31.39 0| 0 197 0 6800 2.73 -0.24 29.38 0| 0 1,094 0 7200 3.79 -0.31 27.71 0| 0 150 0 7600 5.19 -0.41 26.13 0| 0 336 0 8000 7.08 -0.51 25.16 0| 0 138 0 8400 9.31 -0.62 23.97 0| 0 134 0 8800 15.18 -0.81 22.56 0| 0 30 0 9600 18.63 -0.88 22.17 0| 0 15 0 10000 38.03 -1.00 22.46 0| 0 0 0 12000 Total 0| 0 2,710 0 Indicative a-t-m Vol 26.01 Underlying Price 81.970 Time to expiry: 287 Days Jun 11 0.15 -0.01 50.00 0| 0 0 0 3200 0.32 -0.02 44.33 0| 0 10 0 4000 0.63 -0.05 39.23 0| 0 81 0 4800 1.28 -0.09 35.58 0| 0 224 0 5600 1.71 -0.13 33.55 0| 0 130 0 6000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.32 -0.17 31.91 0| 0 82 0 6400 4.14 -0.28 28.89 0| 0 1,101 0 7200 5.40 -0.36 27.38 0| 0 100 0 7600 7.10 -0.44 26.50 0| 0 162 0 8000 9.09 -0.53 25.50 0| 0 145 0 8400 11.42 -0.61 24.47 0| 0 107 0 8800 17.17 -0.77 23.10 0| 0 0 0 9600 20.32 -0.85 21.80 0| 0 0 0 10000 39.12 -0.98 20.20 0| 0 153 0 12000 78.77 -1.00 22.00 0| 0 0 0 16000 Total 0| 0 2,295 0 Indicative a-t-m Vol 26.81 Underlying Price 81.970 Time to expiry: 469 Days Dec 11 0.52 -0.02 49.00 0| 0 0 0 3200 0.93 -0.05 43.82 0| 0 10 0 4000 1.55 -0.08 39.13 0| 0 175 0 4800 1.75 -0.09 38.07 0| 0 275 0 5000 2.48 -0.13 35.15 0| 0 76 0 5600 3.11 -0.16 33.43 0| 0 0 0 6000 3.88 -0.20 31.88 0| 0 10 0 6400 5.41 -0.27 29.85 0| 0 802 0 7000 9.15 -0.42 27.17 0| 0 1,225 0 8000 14.65 -0.59 25.34 0| 0 0 0 9000 21.81 -0.75 24.11 0| 0 0 0 10000 39.49 -0.93 23.27 0| 0 0 0 12000 78.61 -1.00 24.00 0| 0 0 0 16000 Total 0| 0 2,573 0 Indicative a-t-m Vol 25.75 Underlying Price 81.970 Time to expiry: 651 Days Jun 12 1.09 -0.04 48.61 0| 0 0 0 3200 1.56 -0.06 42.11 0| 0 0 0 4000 2.26 -0.10 37.02 0| 0 0 0 4800 3.30 -0.15 32.87 0| 0 0 0 5600 4.14 -0.18 31.66 0| 0 0 0 6000 4.88 -0.22 29.66 0| 0 0 0 6400 7.35 -0.32 27.65 0| 0 0 0 7200 10.74 -0.43 26.06 0| 0 0 0 8000 15.06 -0.55 24.80 0| 0 0 0 8800 40.22 -0.88 23.02 0| 0 0 0 12000 78.65 -0.98 25.60 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.54 Underlying Price 81.970 Time to expiry: 840 Days Dec 12 1.69 -0.05 48.40 0| 0 0 0 3200 2.40 -0.08 42.51 0| 0 0 0 4000 3.08 -0.11 36.62 0| 0 13 0 4800 5.18 -0.19 31.53 0| 0 10 0 6000 8.83 -0.32 28.45 0| 0 0 0 7200 12.33 -0.41 27.00 0| 0 0 0 8000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 8 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.30 -0.52 25.15 0| 0 0 0 8800 40.66 -0.84 23.48 0| 0 0 0 12000 78.66 -0.96 26.00 0| 0 0 0 16000 Total 0| 0 23 0 Indicative a-t-m Vol 27.08 Underlying Price 81.970 Time to expiry: 1022 Days Jun 13 3.66 -0.12 35.41 0| 0 0 0 4800 6.29 -0.21 31.40 0| 0 0 0 6000 10.14 -0.32 28.32 0| 0 0 0 7200 14.04 -0.41 27.65 0| 0 0 0 8000 17.69 -0.50 25.35 0| 0 0 0 8800 41.28 -0.80 23.69 0| 0 0 0 12000 78.72 -0.94 26.06 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.58 Underlying Price 81.970 Time to expiry: 1204 Days Dec 13 2.96 -0.07 48.33 0| 0 0 0 3200 4.19 -0.10 43.67 0| 0 0 0 4000 5.21 -0.14 38.19 0| 0 0 0 4800 7.81 -0.21 33.27 0| 0 0 0 6000 14.37 -0.40 26.71 0| 0 0 0 8000 41.68 -0.77 24.00 0| 0 0 0 12000 78.84 -0.92 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.76 Underlying Price 81.970 Time to expiry: 1568 Days Dec 14 6.93 -0.15 38.87 0| 0 0 0 4800 9.67 -0.22 33.65 0| 0 0 0 6000 16.02 -0.39 26.90 0| 0 0 0 8000 42.22 -0.73 24.00 0| 0 0 0 12000 78.90 -0.89 27.00 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 1,027| 163 47,081 +22 Grand Total 1,535| 273 94,672 +81 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.09 Underlying Price 81.970 Time to expiry: 14 Days Sep 10 49.98 1.00 56.28 0| 0 0 0 3200 41.98 1.00 81.91 0| 0 0 0 4000 36.98 1.00 81.46 0| 0 0 0 4500 33.98 1.00 78.21 0| 0 0 0 4800 31.98 1.00 75.28 0| 0 0 0 5000 26.98 1.00 66.41 0| 0 0 0 5500 21.99 1.00 56.63 0| 0 33 0 6000 17.00 0.99 47.04 0| 0 0 0 6500 14.03 0.98 43.95 0| 0 0 0 6800 12.03 0.98 38.26 0| 0 0 0 7000 10.06 0.97 35.39 0| 0 1,291 0 7200 8.09 0.95 31.22 0| 0 0 0 7400 7.15 0.93 30.71 0| 0 900 0 7500 6.18 0.91 28.08 0| 0 0 0 7600 4.35 0.84 25.40 0| 0 30 0 7800 2.60 2.73 0.71 23.37 2.60 2.60 20| 0 1,426 0 8000 1.45 0.51 22.07 0| 0 107 0 8200 0.66 0.30 21.62 0| 0 0 0 8400 0.46 0.35 0.19 20.00 0.46 0.46 100| 0 1,617 0 8500 0.27 0.15 21.95 0| 0 0 0 8600 0.11 0.06 22.72 0| 0 200 0 8800 0.01 0.00 17.00 0| 0 132 0 9000 0.01 0.00 2.00 0| 0 0 0 9200 0.01 0.00 15.58 0| 0 0 0 9500 0.01 0.00 15.71 0| 0 2 0 10000 0.01 0.00 30.00 0| 0 0 0 12000 Total 120| 0 5,738 0 Indicative a-t-m Vol 25.60 Underlying Price 81.970 Time to expiry: 196 Days Mar 11 49.88 1.00 46.16 0| 0 0 0 3200 42.02 0.99 46.10 0| 0 10 0 4000 37.16 0.98 43.98 0| 0 0 0 4500 34.28 0.97 42.47 0| 0 0 0 4800 32.36 0.96 41.25 0| 0 0 0 5000 27.62 0.94 38.33 0| 0 10 0 5500 23.00 0.91 35.44 0| 0 10 0 6000 18.56 0.86 32.74 0| 0 10 0 6500 16.02 0.83 31.39 0| 0 0 0 6800 14.39 0.80 30.29 0| 0 0 0 7000 12.79 0.76 29.38 0| 0 0 0 7200 10.57 0.71 28.14 0| 0 120 0 7500 7.29 0.59 26.13 0| 0 20 0 8000 4.70 0.46 24.79 0| 0 300 0 8500 3.46 0.38 23.97 0| 0 20 0 8800 2.80 0.33 23.60 0| 0 10 0 9000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.55 0.21 22.71 0| 0 125 0 9500 0.80 0.13 22.17 0| 0 10 0 10000 0.06 0.01 22.46 0| 0 0 0 12000 0.02 0.00 26.44 0| 0 10 0 14000 Total 0| 0 655 0 Indicative a-t-m Vol 26.69 Underlying Price 81.970 Time to expiry: 378 Days Sep 11 48.71 0.99 46.39 0| 0 0 0 3200 41.08 0.97 42.16 0| 0 0 0 4000 33.77 0.94 39.22 0| 0 0 0 4800 31.93 0.93 38.07 0| 0 0 0 5000 26.68 0.89 35.52 0| 0 0 0 5600 23.35 0.85 33.99 0| 0 0 0 6000 20.20 0.81 32.71 0| 0 10 0 6400 15.71 0.74 30.54 0| 0 10 0 7000 9.31 0.57 27.22 0| 0 0 0 8000 4.73 0.39 24.52 0| 0 1 0 9000 2.17 0.22 23.22 0| 0 0 0 10000 0.31 0.05 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 26.62 Underlying Price 81.970 Time to expiry: 560 Days Mar 12 49.35 0.97 46.71 0| 0 0 0 3200 42.06 0.95 42.55 0| 0 10 0 4000 35.05 0.91 39.03 0| 0 0 0 4800 33.24 0.90 37.75 0| 0 0 0 5000 28.30 0.86 35.51 0| 0 0 0 5600 25.09 0.83 33.75 0| 0 0 0 6000 22.07 0.79 32.47 0| 0 0 0 6400 17.76 0.73 30.39 0| 0 0 0 7000 11.36 0.59 27.00 0| 0 0 0 8000 6.82 0.44 25.08 0| 0 0 0 9000 3.63 0.29 23.28 0| 0 0 0 10000 0.76 0.09 20.93 0| 0 0 0 12000 0.20 0.03 21.15 0| 0 0 0 14000 0.05 0.01 21.26 0| 0 10 0 16000 Total 0| 0 20 0 Indicative a-t-m Vol 26.48 Underlying Price 81.970 Time to expiry: 749 Days Sep 12 48.58 0.96 46.89 0| 0 0 0 3200 41.61 0.93 42.58 0| 0 10 0 4000 34.89 0.89 38.74 0| 0 0 0 4800 25.47 0.80 33.79 0| 0 0 0 6000 22.57 0.77 32.36 0| 0 0 0 6400 16.86 0.69 28.96 0| 0 0 0 7200 12.32 0.59 26.94 0| 0 0 0 8000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.50 0.48 25.06 0| 0 0 0 8800 1.22 0.12 20.90 0| 0 0 0 12000 0.16 0.02 21.70 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 26.33 Underlying Price 81.970 Time to expiry: 924 Days Mar 13 49.38 0.95 46.81 0| 0 0 0 3200 42.67 0.92 42.67 0| 0 0 0 4000 36.12 0.88 38.68 0| 0 0 0 4800 27.02 0.80 33.80 0| 0 0 0 6000 18.40 0.69 28.72 0| 0 0 0 7200 13.90 0.60 26.85 0| 0 0 0 8000 9.87 0.50 24.74 0| 0 0 0 8800 1.77 0.15 20.46 0| 0 0 0 12000 0.31 0.03 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.84 Underlying Price 81.970 Time to expiry: 1113 Days Sep 13 48.76 0.94 47.10 0| 0 0 0 3200 42.23 0.91 42.37 0| 0 0 0 4000 36.02 0.87 38.68 0| 0 0 0 4800 26.93 0.79 33.12 0| 0 0 0 6000 14.68 0.60 27.16 0| 0 0 0 8000 2.28 0.18 20.64 0| 0 0 0 12000 0.46 0.04 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.71 Underlying Price 81.970 Time to expiry: 1295 Days Mar 14 49.72 0.93 47.42 0| 0 0 0 3200 43.30 0.90 42.41 0| 0 0 0 4000 37.23 0.86 38.58 0| 0 0 0 4800 28.36 0.79 33.17 0| 0 0 0 6000 16.11 0.62 27.03 0| 0 0 0 8000 3.02 0.21 20.60 0| 0 0 0 12000 0.75 0.07 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.08 Underlying Price 81.970 Time to expiry: 1477 Days Sep 14 42.86 0.90 42.51 0| 0 0 0 4000 36.85 0.86 38.36 0| 0 0 0 4800 28.40 0.78 33.20 0| 0 0 0 6000 16.67 0.62 27.43 0| 0 0 0 8000 3.32 0.22 20.40 0| 0 0 0 12000 0.90 0.07 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.28 Underlying Price 81.970 Time to expiry: 1659 Days Mar 15 38.08 0.86 38.38 0| 0 0 0 4800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 29.84 0.79 33.41 0| 0 0 0 6000 18.19 0.63 27.64 0| 0 0 0 8000 4.12 0.26 20.40 0| 0 0 0 12000 1.30 0.10 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 120| 0 6,444 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.09 Underlying Price 81.970 Time to expiry: 14 Days Sep 10 0.01 0.00 56.28 0| 0 0 0 3200 0.01 0.00 81.91 0| 0 0 0 4000 0.01 0.00 81.46 0| 0 0 0 4500 0.01 0.00 78.21 0| 0 10 0 4800 0.01 0.00 75.28 0| 0 0 0 5000 0.01 0.00 66.41 0| 0 270 0 5500 0.01 0.00 56.63 0| 0 1,326 0 6000 0.02 -0.01 47.04 0| 0 2,471 0 6500 0.04 -0.02 43.95 0| 0 4 0 6800 0.04 -0.02 38.26 0| 0 2,320 0 7000 0.07 -0.03 35.39 0| 0 50 0 7200 0.11 -0.05 31.22 0| 0 0 0 7400 0.17 -0.07 30.71 0| 1,550 2,289 -1,227 7500 0.19 -0.09 28.08 0| 0 20 0 7600 0.36 -0.16 25.40 0| 0 0 0 7800 0.74 -0.29 23.37 0| 0 650 0 8000 1.47 -0.49 22.07 0| 0 0 0 8200 2.68 -0.70 21.62 0| 0 0 0 8400 3.36 -0.81 20.00 0| 0 0 0 8500 4.28 -0.85 21.95 0| 0 0 0 8600 6.12 -0.94 22.72 0| 0 0 0 8800 8.02 -1.00 17.00 0| 0 0 0 9000 10.01 -1.00 2.00 0| 0 0 0 9200 13.01 -1.00 15.58 0| 0 0 0 9500 18.01 -1.00 15.71 0| 0 0 0 10000 38.01 -1.00 30.00 0| 0 0 0 12000 Total 0| 1,550 9,410 -1,227 Indicative a-t-m Vol 25.60 Underlying Price 81.970 Time to expiry: 196 Days Mar 11 0.01 0.00 46.16 0| 0 800 0 3200 0.11 -0.01 46.10 0| 0 2,443 0 4000 0.23 -0.02 43.98 0| 0 635 0 4500 0.34 -0.03 42.47 0| 0 400 0 4800 0.40 -0.04 41.25 0| 0 400 0 5000 0.64 -0.06 38.33 0| 0 687 0 5500 1.00 -0.09 35.44 0| 0 18 0 6000 1.53 -0.14 32.74 0| 0 10 0 6500 1.98 -0.17 31.39 0| 0 100 0 6800 2.33 -0.20 30.29 0| 0 160 0 7000 2.73 -0.24 29.38 0| 0 900 0 7200 3.49 -0.29 28.14 0| 0 75 0 7500 5.18 -0.41 26.13 0| 0 318 0 8000 7.57 -0.54 24.79 0| 0 10 0 8500 9.31 -0.62 23.97 0| 0 0 0 8800 10.64 -0.67 23.60 0| 0 10 0 9000 14.37 -0.79 22.71 0| 0 0 0 9500 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.59 -0.87 22.17 0| 0 10 0 10000 37.75 -0.99 22.46 0| 0 0 0 12000 57.60 -1.00 26.44 0| 0 0 0 14000 Total 0| 0 6,976 0 Indicative a-t-m Vol 26.69 Underlying Price 81.970 Time to expiry: 378 Days Sep 11 0.21 -0.01 46.39 0| 0 0 0 3200 0.49 -0.03 42.16 0| 0 0 0 4000 1.08 -0.06 39.22 0| 0 0 0 4800 1.22 -0.07 38.07 0| 0 0 0 5000 1.89 -0.11 35.52 0| 0 0 0 5600 2.51 -0.15 33.99 0| 0 1,040 0 6000 3.32 -0.19 32.71 0| 0 10 0 6400 4.75 -0.26 30.54 0| 0 510 0 7000 8.23 -0.43 27.22 0| 0 0 0 8000 13.53 -0.61 24.52 0| 0 0 0 9000 20.85 -0.78 23.22 0| 0 0 0 10000 38.74 -0.95 21.47 0| 0 0 0 12000 58.24 -0.99 21.26 0| 0 0 0 14000 77.96 -1.00 20.80 0| 0 10 0 16000 Total 0| 0 1,570 0 Indicative a-t-m Vol 26.62 Underlying Price 81.970 Time to expiry: 560 Days Mar 12 0.62 -0.03 46.71 0| 0 0 0 3200 1.18 -0.05 42.55 0| 0 0 0 4000 2.01 -0.09 39.03 0| 0 0 0 4800 2.17 -0.10 37.75 0| 0 10 0 5000 3.11 -0.14 35.51 0| 0 0 0 5600 3.82 -0.17 33.75 0| 0 0 0 6000 4.72 -0.21 32.47 0| 0 0 0 6400 6.30 -0.27 30.39 0| 0 0 0 7000 9.71 -0.41 27.00 0| 0 0 0 8000 14.97 -0.56 25.08 0| 0 0 0 9000 21.59 -0.71 23.28 0| 0 0 0 10000 38.34 -0.91 20.93 0| 0 0 0 12000 57.39 -0.97 21.15 0| 0 0 0 14000 76.86 -0.99 21.26 0| 0 0 0 16000 Total 0| 0 10 0 Indicative a-t-m Vol 26.48 Underlying Price 81.970 Time to expiry: 749 Days Sep 12 1.24 -0.04 46.89 0| 0 0 0 3200 2.04 -0.07 42.58 0| 0 10 0 4000 3.10 -0.11 38.74 0| 0 0 0 4800 5.34 -0.20 33.79 0| 0 240 0 6000 6.33 -0.23 32.36 0| 0 0 0 6400 8.40 -0.31 28.96 0| 0 300 0 7200 11.64 -0.41 26.94 0| 0 0 0 8000 15.59 -0.52 25.06 0| 0 0 0 8800 39.42 -0.88 20.90 0| 0 0 0 12000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 15 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 77.25 -0.98 21.70 0| 0 0 0 16000 Total 0| 0 550 0 Indicative a-t-m Vol 26.33 Underlying Price 81.970 Time to expiry: 924 Days Mar 13 1.73 -0.05 46.81 0| 0 0 0 3200 2.71 -0.08 42.67 0| 0 0 0 4000 3.87 -0.12 38.68 0| 0 0 0 4800 6.33 -0.20 33.80 0| 0 0 0 6000 9.25 -0.31 28.72 0| 0 0 0 7200 12.46 -0.40 26.85 0| 0 0 0 8000 16.13 -0.50 24.74 0| 0 0 0 8800 38.84 -0.85 20.46 0| 0 0 0 12000 75.88 -0.97 21.24 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.84 Underlying Price 81.970 Time to expiry: 1113 Days Sep 13 2.47 -0.06 47.10 0| 0 0 0 3200 3.54 -0.09 42.37 0| 0 0 0 4000 4.94 -0.13 38.68 0| 0 0 0 4800 7.28 -0.21 33.12 0| 0 0 0 6000 14.05 -0.40 27.16 0| 0 0 0 8000 39.70 -0.82 20.64 0| 0 0 0 12000 75.94 -0.96 21.04 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 26.71 Underlying Price 81.970 Time to expiry: 1295 Days Mar 14 3.04 -0.07 47.42 0| 0 0 0 3200 4.14 -0.10 42.41 0| 0 0 0 4000 5.59 -0.14 38.58 0| 0 0 0 4800 7.99 -0.21 33.17 0| 0 0 0 6000 14.53 -0.38 27.03 0| 0 0 0 8000 39.03 -0.79 20.60 0| 0 0 0 12000 74.34 -0.93 20.96 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.08 Underlying Price 81.970 Time to expiry: 1477 Days Sep 14 4.94 -0.10 42.51 0| 0 0 0 4000 6.35 -0.14 38.36 0| 0 0 0 4800 9.03 -0.22 33.20 0| 0 0 0 6000 15.84 -0.38 27.43 0| 0 0 0 8000 39.56 -0.78 20.40 0| 0 0 0 12000 74.22 -0.93 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 27.28 Underlying Price 81.970 Time to expiry: 1659 Days Mar 15 6.91 -0.14 38.38 0| 0 0 0 4800 9.63 -0.21 33.41 0| 0 0 0 6000 16.24 -0.37 27.64 0| 0 0 0 8000 38.71 -0.74 20.40 0| 0 0 0 12000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 16 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 72.41 -0.90 20.71 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 1,550 18,516 -1,227 Grand Total 120| 1,550 24,960 -1,227 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 33.20 Underlying Price 38.885 Time to expiry: 14 Days Sep 10 8.90 0.99 51.00 0| 0 0 0 3000 6.94 0.97 53.33 0| 0 2 0 3200 4.95 0.96 39.81 0| 0 0 0 3400 4.04 0.91 40.81 0| 0 10 0 3500 3.14 0.85 38.55 0| 0 0 0 3600 2.31 0.76 36.23 0| 0 200 0 3700 1.26 1.59 0.64 34.80 1.26 1.26 10| 0 100 0 3800 0.99 0.50 33.00 0| 0 903 0 3900 0.56 0.34 31.98 0| 3 1,613 +3 4000 0.29 0.21 31.45 0| 0 61 0 4100 0.14 0.12 31.17 0| 1,004 5,026 -996 4200 0.06 0.06 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 49.00 0| 0 0 0 9600 Total 10| 1,007 21,171 -993 Indicative a-t-m Vol 34.39 Underlying Price 38.885 Time to expiry: 42 Days Oct 10 9.02 0.96 46.15 0| 0 0 0 3000 7.13 0.92 43.21 0| 0 0 0 3200 5.34 0.85 40.19 0| 0 0 0 3400 4.51 0.81 39.02 0| 0 0 0 3500 3.71 0.75 37.59 0| 0 0 0 3600 2.97 0.68 36.08 0| 0 166 0 3700 2.33 0.60 35.13 0| 0 3,003 0 3800 1.78 0.52 34.30 0| 17 2,575 0 3900 1.32 0.43 33.50 0| 0 147 0 4000 0.95 0.34 33.03 0| 0 114 0 4100 0.53 0.66 0.26 32.38 0.61 0.53 1,466| 10 3,024 +10 4200 0.43 0.45 0.20 32.10 0.43 Q 0.43 Q 500| 0 5 0 4300 0.39 0.29 0.14 31.81 0.39 0.39 1| 0 11 0 4400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 18 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.19 0.10 31.72 0| 0 3 0 4500 0.12 0.07 31.53 0| 0 25 0 4600 0.04 0.02 30.38 0| 0 32 0 4800 0.01 0.00 31.53 0| 0 0 0 5200 Total 1,967| 27 9,105 +10 Indicative a-t-m Vol 34.93 Underlying Price 38.885 Time to expiry: 77 Days Nov 10 9.29 0.91 45.20 0| 0 0 0 3000 7.51 0.86 42.56 0| 0 0 0 3200 5.85 0.80 40.06 0| 0 0 0 3400 5.05 0.75 38.76 0| 0 0 0 3500 4.33 0.71 37.73 0| 0 0 0 3600 3.66 0.65 36.79 0| 0 121 0 3700 3.03 0.59 35.66 0| 0 9 0 3800 2.47 0.53 34.84 0| 0 0 0 3900 1.76 1.99 0.46 34.24 1.76 1.76 10| 0 7 0 4000 1.22 0.34 32.80 0| 4 28 +4 4200 0.68 0.22 31.66 0| 0 0 0 4400 0.37 0.14 31.00 0| 0 0 0 4600 Total 10| 4 165 +4 Indicative a-t-m Vol 35.05 Underlying Price 38.885 Time to expiry: 105 Days Dec 10 21.58 0.99 64.00 0| 0 0 0 1738 18.15 0.99 57.22 0| 0 5 0 2085 15.09 0.97 51.88 0| 0 0 0 2400 11.49 0.93 46.62 0| 0 0 0 2780 8.40 0.86 42.50 0| 10 10 +10 3128 5.61 0.74 38.66 0| 0 18 0 3475 5.00 4.72 0.69 37.49 5.00 5.00 1| 0 11 0 3600 3.34 0.58 35.56 0| 0 3,542 0 3823 2.60 2.41 0.48 34.18 2.60 2.60 20| 0 592 0 4000 1.70 0.39 33.13 0| 0 65 0 4170 1.14 0.99 0.27 31.60 1.15 1.14 30| 34 174 +26 4400 0.59 0.18 30.88 0| 0 229 0 4600 0.27 0.10 30.04 0| 0 2,604 0 4865 0.07 0.03 28.11 0| 0 7,306 0 5213 0.02 0.01 27.01 0| 0 5,562 0 5560 0.01 0.01 26.89 0| 0 1,062 0 5600 0.01 0.00 25.95 0| 0 3,007 0 6000 0.01 0.00 25.79 0| 0 1,312 0 6081 0.01 0.00 25.28 0| 0 1,100 0 6400 0.04 0.01 0.00 24.76 0.04 0.04 1| 0 6,702 0 6950 0.01 0.00 24.70 0| 0 1 0 7819 0.01 0.00 24.79 0| 0 522 0 8000 0.01 0.00 25.04 0| 0 0 0 8340 0.01 0.00 25.39 0| 0 2 0 8688 0.01 0.00 28.41 0| 0 0 0 10425 Total 52| 44 33,826 +36 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 19 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 34.94 Underlying Price 38.885 Time to expiry: 196 Days Mar 11 15.36 0.95 47.00 0| 0 0 0 2400 11.81 0.89 43.63 0| 0 0 0 2800 8.54 0.80 39.89 0| 0 12 0 3200 7.04 0.74 38.03 0| 0 0 0 3400 5.70 0.67 36.72 0| 0 0 0 3600 4.50 0.59 35.34 0| 0 10 0 3800 3.50 0.51 34.45 0| 0 28 0 4000 2.64 0.43 33.40 0| 2 36 0 4200 1.93 0.35 32.42 0| 0 42 0 4400 1.37 0.28 31.59 0| 0 85 0 4600 0.95 0.21 30.82 0| 0 49 0 4800 0.43 0.11 29.81 0| 0 26 0 5200 0.18 0.06 28.95 0| 0 760 0 5600 0.08 0.03 28.73 0| 0 5 0 6000 0.03 0.01 28.73 0| 0 3 0 6400 0.01 0.00 29.58 0| 0 0 0 7200 0.01 0.00 31.39 0| 0 0 0 8000 0.01 0.00 34.00 0| 0 0 0 8800 Total 0| 2 1,056 0 Indicative a-t-m Vol 34.66 Underlying Price 38.885 Time to expiry: 287 Days Jun 11 21.76 0.98 53.00 0| 0 0 0 1738 18.49 0.96 48.97 0| 0 0 0 2085 15.62 0.93 45.66 0| 0 0 0 2400 12.34 0.87 41.97 0| 0 0 0 2780 9.59 0.80 39.25 0| 0 0 0 3128 7.27 0.70 37.80 0| 0 0 0 3475 6.43 0.66 36.65 0| 0 140 0 3600 5.07 0.59 34.70 0| 0 0 0 3823 4.30 0.53 34.59 0| 0 11 0 4000 3.55 0.47 33.85 0| 0 0 0 4170 2.68 0.40 32.81 0| 0 20 0 4400 2.05 0.33 32.01 0| 0 0 0 4600 1.42 0.25 31.14 0| 0 0 0 4865 0.83 0.17 30.06 0| 5 35 +5 5213 0.47 0.11 29.46 0| 0 29 0 5560 0.14 0.04 28.29 0| 0 1,183 0 6255 0.05 0.02 28.74 0| 0 0 0 6950 0.02 0.01 29.17 0| 0 0 0 7645 0.01 0.00 29.55 0| 0 0 0 8000 0.01 0.00 30.00 0| 0 0 0 8340 0.01 0.00 30.55 0| 0 0 0 8688 0.01 0.00 39.00 0| 0 0 0 12000 Total 0| 5 1,418 +5 Indicative a-t-m Vol 33.56 Underlying Price 38.885 Time to expiry: 469 Days Dec 11 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 20 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 21.83 0.97 56.00 0| 0 0 0 1738 18.50 0.96 48.00 0| 0 0 0 2085 15.69 0.92 45.00 0| 0 0 0 2400 12.36 0.87 40.00 0| 0 0 0 2780 9.65 0.79 37.14 0| 0 0 0 3128 7.36 0.69 35.38 0| 0 0 0 3475 5.38 0.59 33.52 0| 0 1,500 0 3823 4.67 0.53 33.63 0| 0 1,000 0 4000 4.00 0.48 33.24 0| 0 0 0 4170 3.33 0.42 33.40 0| 0 25 0 4400 2.66 0.36 32.51 0| 0 500 0 4600 2.21 0.31 32.27 0| 0 0 0 4800 1.47 0.23 31.94 0| 0 2,110 0 5213 0.90 0.16 30.66 0| 0 750 0 5600 0.61 0.70 0.12 31.72 0.61 0.61 5| 0 204 0 6000 0.31 0.07 28.80 0| 0 0 0 6400 0.29 0.06 31.87 0| 0 0 0 6950 0.14 0.03 32.20 0| 0 0 0 7819 0.07 0.02 32.60 0| 0 0 0 8688 0.01 0.00 34.00 0| 0 0 0 12000 Total 5| 0 6,089 0 Indicative a-t-m Vol 35.62 Underlying Price 38.885 Time to expiry: 651 Days Jun 12 16.06 0.90 44.87 0| 0 0 0 2400 10.16 0.74 38.93 0| 0 0 0 3200 7.80 0.65 36.83 0| 0 0 0 3600 5.87 0.55 35.15 0| 0 0 0 4000 4.27 0.45 33.41 0| 0 0 0 4400 2.91 0.35 31.31 0| 0 0 0 4800 1.43 0.21 29.79 0| 0 0 0 5600 0.99 0.16 29.32 0| 0 0 0 6000 0.67 0.11 28.86 0| 0 0 0 6400 0.21 0.04 29.62 0| 0 0 0 8000 0.15 0.02 39.09 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 35.53 Underlying Price 38.885 Time to expiry: 840 Days Dec 12 19.34 0.96 47.73 0| 0 0 0 2000 16.08 0.90 46.39 0| 0 0 0 2400 10.26 0.74 39.50 0| 0 0 0 3200 7.87 0.65 36.68 0| 0 0 0 3600 6.02 0.55 35.09 0| 0 0 0 4000 4.40 0.46 33.06 0| 0 0 0 4400 3.22 0.37 31.84 0| 0 0 0 4800 1.57 0.22 29.40 0| 0 0 0 5600 1.14 0.17 29.04 0| 0 0 0 6000 0.85 0.13 29.07 0| 0 0 0 6400 0.33 0.06 29.70 0| 0 0 0 8000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.29 0.04 39.64 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 34.83 Underlying Price 38.885 Time to expiry: 1022 Days Jun 13 16.12 0.89 43.65 0| 0 0 0 2400 10.35 0.74 36.92 0| 0 0 0 3200 8.51 0.65 36.67 0| 0 0 0 3600 6.50 0.56 34.12 0| 0 0 0 4000 5.11 0.48 33.15 0| 0 0 0 4400 3.78 0.39 31.40 0| 0 0 0 4800 1.60 0.21 29.09 0| 0 0 0 6000 0.59 0.09 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 35.54 Underlying Price 38.885 Time to expiry: 1204 Days Dec 13 19.33 0.96 49.20 0| 0 0 0 2000 16.08 0.90 46.75 0| 0 0 0 2400 10.37 0.74 38.86 0| 0 0 0 3200 6.51 0.56 35.00 0| 0 0 0 4000 3.82 0.40 31.86 0| 0 0 0 4800 1.60 0.21 29.10 0| 0 0 0 6000 0.65 0.10 30.00 0| 0 0 0 8000 0.52 0.07 38.00 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 35.71 Underlying Price 38.885 Time to expiry: 1568 Days Dec 14 16.11 0.90 50.04 0| 0 0 0 2400 10.46 0.75 40.13 0| 0 0 0 3200 6.54 0.57 35.00 0| 0 0 0 4000 3.90 0.41 31.46 0| 0 0 0 4800 1.85 0.24 29.20 0| 0 0 0 6000 0.93 0.13 30.67 0| 0 0 0 8000 0.68 0.09 36.90 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 2,044| 1,089 72,830 -938 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 33.20 Underlying Price 38.885 Time to expiry: 14 Days Sep 10 0.01 -0.01 51.00 0| 0 2 0 3000 0.05 -0.03 53.33 0| 0 14 0 3200 0.06 -0.04 39.81 0| 0 631 0 3400 0.15 -0.09 40.81 0| 0 0 0 3500 0.28 0.25 -0.15 38.55 0.28 0.28 1| 0 331 0 3600 0.41 -0.24 36.23 0| 1,000 1,236 +1,000 3700 0.70 -0.36 34.80 0| 17 1,919 0 3800 0.83 1.10 -0.50 33.00 0.83 0.83 1| 0 96 0 3900 1.81 1.67 -0.66 31.98 1.81 1.81 3| 0 4,270 0 4000 2.40 -0.79 31.45 0| 0 159 0 4100 3.25 -0.88 31.17 0| 0 1,028 0 4200 4.17 -0.94 31.02 0| 0 60 0 4300 5.13 -0.98 30.12 0| 0 460 0 4400 6.12 -0.99 30.98 0| 0 163 0 4500 7.12 -1.00 31.50 0| 0 51 0 4600 8.12 -1.00 32.00 0| 0 0 0 4700 9.12 -1.00 33.08 0| 0 5,999 0 4800 10.12 -1.00 33.90 0| 0 0 0 4900 11.12 -1.00 34.76 0| 0 0 0 5000 13.12 -1.00 36.36 0| 0 1,720 0 5200 15.12 -1.00 37.59 0| 0 0 0 5400 17.11 -1.00 39.80 0| 0 89 0 5600 21.12 -1.00 40.70 0| 0 565 0 6000 25.12 -1.00 42.45 0| 0 29 0 6400 29.12 -1.00 43.79 0| 0 192 0 6800 33.12 -1.00 44.46 0| 0 0 0 7200 41.12 -1.00 44.65 0| 0 0 0 8000 49.12 -1.00 44.69 0| 0 0 0 8800 57.12 -1.00 49.00 0| 0 0 0 9600 Total 5| 1,017 19,014 +1,000 Indicative a-t-m Vol 34.39 Underlying Price 38.885 Time to expiry: 42 Days Oct 10 0.11 -0.04 46.15 0| 0 0 0 3000 0.23 -0.08 43.21 0| 0 74 0 3200 0.43 -0.15 40.19 0| 0 116 0 3400 0.60 -0.19 39.02 0| 0 54 0 3500 0.71 0.81 -0.25 37.59 0.71 0.71 1| 0 52 0 3600 1.07 -0.32 36.08 0| 0 24 0 3700 1.64 1.43 -0.40 35.13 1.64 1.64 4| 0 40 0 3800 1.87 -0.48 34.30 0| 0 601 0 3900 2.41 -0.57 33.50 0| 0 52 0 4000 2.80 3.04 -0.66 33.03 2.80 2.80 5| 0 10 0 4100 3.75 -0.74 32.38 0| 0 0 0 4200 4.54 -0.80 32.10 0| 0 0 0 4300 5.39 -0.86 31.81 0| 0 0 0 4400 6.29 -0.90 31.72 0| 0 0 0 4500 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 23 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.22 -0.93 31.53 0| 0 0 0 4600 9.14 -0.98 30.38 0| 0 0 0 4800 13.12 -1.00 31.53 0| 0 0 0 5200 Total 10| 0 1,023 0 Indicative a-t-m Vol 34.93 Underlying Price 38.885 Time to expiry: 77 Days Nov 10 0.36 -0.09 45.20 0| 0 0 0 3000 0.57 -0.14 42.56 0| 0 38 0 3200 0.91 -0.20 40.06 0| 0 39 0 3400 1.12 -0.25 38.76 0| 0 70 0 3500 1.39 -0.30 37.73 0| 0 0 0 3600 1.92 1.72 -0.35 36.79 1.92 1.92 17| 0 0 0 3700 2.09 -0.41 35.66 0| 0 0 0 3800 2.53 -0.47 34.84 0| 0 0 0 3900 3.05 -0.54 34.24 0| 0 0 0 4000 4.28 -0.66 32.80 0| 0 0 0 4200 5.74 -0.78 31.66 0| 0 0 0 4400 7.43 -0.87 31.00 0| 0 0 0 4600 Total 17| 0 147 0 Indicative a-t-m Vol 35.05 Underlying Price 38.885 Time to expiry: 105 Days Dec 10 0.03 -0.01 64.00 0| 0 1,250 0 1738 0.07 -0.01 57.22 0| 0 0 0 2085 0.14 -0.03 51.88 0| 0 0 0 2400 0.34 -0.07 46.62 0| 0 0 0 2780 0.72 -0.14 42.50 0| 0 183 0 3128 1.40 -0.26 38.66 0| 0 2,657 0 3475 1.75 -0.31 37.49 0| 0 1,811 0 3600 2.42 2.59 -0.42 35.56 2.42 S 2.42 S 2| 0 78 0 3823 3.44 -0.52 34.18 0| 0 871 0 4000 4.37 4.43 -0.62 33.13 4.37 S 4.37 S 1| 0 3,612 0 4170 6.01 -0.74 31.60 0| 0 81 0 4400 7.62 -0.82 30.88 0| 0 3,289 0 4600 9.96 -0.91 30.04 0| 0 1,569 0 4865 13.26 -0.98 28.11 0| 0 4,849 0 5213 16.72 -1.00 27.01 0| 0 1,003 0 5560 17.11 -1.00 26.89 0| 0 752 0 5600 21.12 -1.00 25.95 0| 0 0 0 6000 21.93 -1.00 25.79 0| 0 1,447 0 6081 25.12 -1.00 25.28 0| 0 0 0 6400 30.62 -1.00 24.76 0| 0 1,593 0 6950 39.31 -1.00 24.70 0| 0 0 0 7819 41.12 -1.00 24.79 0| 0 0 0 8000 44.52 -1.00 25.04 0| 0 0 0 8340 48.00 -1.00 25.39 0| 0 0 0 8688 65.36 -1.00 28.41 0| 0 0 0 10425 Total 3| 0 25,045 0 Indicative a-t-m Vol 34.94 Underlying Price 38.885 Time to expiry: 196 Days Mar 11 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 24 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.38 -0.06 47.00 0| 0 0 0 2400 0.82 -0.12 43.63 0| 0 15 0 2800 1.54 -0.21 39.89 0| 0 19 0 3200 2.04 -0.27 38.03 0| 0 34 0 3400 2.87 2.71 -0.33 36.72 2.87 2.87 20| 0 617 0 3600 3.51 -0.41 35.34 0| 0 92 0 3800 4.51 -0.49 34.45 0| 0 820 0 4000 5.65 -0.57 33.40 0| 0 104 0 4200 6.94 -0.65 32.42 0| 0 41 0 4400 8.38 -0.73 31.59 0| 0 26 0 4600 9.95 -0.79 30.82 0| 0 21 0 4800 13.43 -0.89 29.81 0| 0 0 0 5200 17.19 -0.96 28.95 0| 0 64 0 5600 21.12 -0.99 28.73 0| 0 22 0 6000 25.12 -1.00 28.73 0| 0 0 0 6400 33.12 -1.00 29.58 0| 0 0 0 7200 41.12 -1.00 31.39 0| 0 0 0 8000 49.12 -1.00 34.00 0| 0 0 0 8800 Total 20| 0 1,875 0 Indicative a-t-m Vol 34.66 Underlying Price 38.885 Time to expiry: 287 Days Jun 11 0.21 -0.03 53.00 0| 0 0 0 1738 0.41 -0.05 48.97 0| 0 20 0 2085 0.70 -0.08 45.66 0| 0 0 0 2400 1.22 -0.14 41.97 0| 0 18 0 2780 1.94 -0.21 39.25 0| 0 1,022 0 3128 3.12 -0.31 37.80 0| 0 1 0 3475 3.52 -0.35 36.65 0| 0 60 0 3600 4.39 -0.42 34.70 0| 0 60 0 3823 5.39 -0.48 34.59 0| 0 0 0 4000 6.34 -0.53 33.85 0| 0 22 0 4170 7.76 -0.61 32.81 0| 0 62 0 4400 9.13 -0.68 32.01 0| 0 0 0 4600 11.13 -0.75 31.14 0| 0 101 0 4865 14.01 -0.83 30.06 0| 0 62 0 5213 17.10 -0.89 29.46 0| 0 132 0 5560 23.69 -0.97 28.29 0| 0 92 0 6255 30.62 -1.00 28.74 0| 0 0 0 6950 37.57 -1.00 29.17 0| 0 0 0 7645 41.12 -1.00 29.55 0| 0 0 0 8000 44.52 -1.00 30.00 0| 0 0 0 8340 48.00 -1.00 30.55 0| 0 0 0 8688 81.11 -1.00 39.00 0| 0 0 0 12000 Total 0| 0 1,652 0 Indicative a-t-m Vol 33.56 Underlying Price 38.885 Time to expiry: 469 Days Dec 11 0.88 -0.07 56.00 0| 0 0 0 1738 1.09 -0.09 48.00 0| 0 5 0 2085 1.61 -0.13 45.00 0| 0 5 0 2400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 25 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.25 -0.19 40.00 0| 0 1 0 2780 3.23 -0.27 37.14 0| 0 0 0 3128 4.59 -0.36 35.38 0| 0 1,500 0 3475 6.24 -0.46 33.52 0| 0 1,500 0 3823 7.35 -0.51 33.63 0| 0 3 0 4000 8.42 -0.55 33.24 0| 0 0 0 4170 10.25 10.10 -0.61 33.40 10.25 10.25 5| 0 0 0 4400 11.45 -0.66 32.51 0| 0 500 0 4600 13.01 -0.71 32.27 0| 0 5 0 4800 16.42 -0.79 31.94 0| 0 1,505 0 5213 19.72 -0.85 30.66 0| 0 1,250 0 5600 23.48 -0.89 31.72 0| 0 250 0 6000 27.09 -0.94 28.80 0| 0 0 0 6400 32.52 -0.95 31.87 0| 0 70 0 6950 40.99 -0.97 32.20 0| 0 0 0 7819 49.53 -0.99 32.60 0| 0 0 0 8688 82.26 -1.00 34.00 0| 0 0 0 12000 Total 5| 0 6,594 0 Indicative a-t-m Vol 35.62 Underlying Price 38.885 Time to expiry: 651 Days Jun 12 2.31 -0.15 44.87 0| 0 5 0 2400 4.68 -0.29 38.93 0| 0 4 0 3200 6.39 -0.38 36.83 0| 0 0 0 3600 8.47 -0.47 35.15 0| 0 0 0 4000 10.87 -0.57 33.41 0| 0 0 0 4400 13.51 -0.67 31.31 0| 0 0 0 4800 20.01 -0.81 29.79 0| 0 0 0 5600 23.57 -0.87 29.32 0| 0 1 0 6000 27.25 -0.91 28.86 0| 0 0 0 6400 42.71 -0.97 29.62 0| 0 0 0 8000 82.22 -0.99 39.09 0| 0 0 0 12000 Total 0| 0 10 0 Indicative a-t-m Vol 35.53 Underlying Price 38.885 Time to expiry: 840 Days Dec 12 2.21 -0.12 47.73 0| 0 0 0 2000 3.30 -0.18 44.80 0| 0 0 0 2400 6.02 -0.32 38.64 0| 0 3 0 3200 7.91 -0.40 36.68 0| 0 0 0 3600 10.14 -0.49 35.09 0| 0 0 0 4000 12.54 -0.58 33.06 0| 0 0 0 4400 15.34 -0.66 31.84 0| 0 0 0 4800 21.59 -0.80 29.40 0| 0 0 0 5600 25.09 -0.84 29.04 0| 0 0 0 6000 28.72 -0.88 29.07 0| 0 0 0 6400 43.66 -0.97 26.07 0| 0 0 0 8000 82.74 -0.96 39.64 0| 0 0 0 12000 Total 0| 0 3 0 Indicative a-t-m Vol 35.47 Underlying Price 38.885 Time to expiry: 1022 Days Jun 13 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.55 -0.18 42.86 0| 0 0 0 2400 6.59 -0.31 38.50 0| 0 0 0 3200 8.50 -0.39 36.67 0| 0 0 0 3600 10.68 -0.47 35.01 0| 0 0 0 4000 13.04 -0.55 33.15 0| 0 0 0 4400 15.73 -0.63 31.80 0| 0 0 0 4800 25.25 -0.81 29.09 0| 0 0 0 6000 43.78 -0.93 29.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 35.54 Underlying Price 38.885 Time to expiry: 1204 Days Dec 13 3.47 -0.15 48.00 0| 0 0 0 2000 4.45 -0.20 43.00 0| 0 5 0 2400 7.82 -0.34 38.86 0| 0 0 0 3200 12.07 -0.48 35.00 0| 0 0 0 4000 17.25 -0.63 31.86 0| 0 0 0 4800 26.64 -0.80 29.10 0| 0 0 0 6000 44.83 -0.91 30.00 0| 0 0 0 8000 82.84 -0.94 38.00 0| 0 0 0 12000 Total 0| 0 5 0 Indicative a-t-m Vol 35.62 Underlying Price 38.885 Time to expiry: 1568 Days Dec 14 5.73 -0.23 43.00 0| 0 0 0 2400 9.59 -0.35 39.50 0| 0 0 0 3200 13.80 -0.49 35.00 0| 0 0 0 4000 18.87 -0.63 31.46 0| 0 0 0 4800 28.20 -0.78 29.20 0| 0 0 0 6000 45.96 -0.88 30.67 0| 0 0 0 8000 82.92 -0.92 36.90 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 60| 1,017 55,368 +1,000 Grand Total 2,104| 2,106 128,198 +62 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 33.23 Underlying Price 38.885 Time to expiry: 14 Days Sep 10 11.10 1.00 66.18 0| 0 0 0 2780 8.90 0.99 51.00 0| 0 0 0 3000 7.63 0.99 49.39 0| 0 0 0 3128 4.25 0.93 39.74 0| 0 0 0 3475 3.14 0.85 38.55 0| 0 0 0 3600 2.31 0.76 36.23 0| 0 0 0 3700 1.50 1.44 0.61 34.63 1.50 1.50 5| 0 15 0 3823 0.99 0.50 33.00 0| 0 0 0 3900 0.56 0.34 31.98 0| 0 0 0 4000 0.29 0.21 31.45 0| 0 0 0 4100 0.20 0.15 32.49 0| 0 0 0 4170 0.06 0.06 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 33.16 0| 0 873 0 4865 0.01 0.00 34.76 0| 0 0 0 5000 0.01 0.00 34.79 0| 0 700 0 5213 0.01 0.00 37.59 0| 0 0 0 5400 0.01 0.00 36.76 0| 0 962 0 5560 0.01 0.00 40.70 0| 0 386 0 6000 0.01 0.00 40.90 0| 0 717 0 6255 0.01 0.00 44.43 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 49.00 0| 0 0 0 9600 0.01 0.00 41.86 0| 0 0 0 10425 Total 5| 0 7,053 0 Indicative a-t-m Vol 34.94 Underlying Price 38.885 Time to expiry: 196 Days Mar 11 15.23 0.94 47.00 0| 0 0 0 2400 11.70 0.88 43.63 0| 0 0 0 2800 8.44 0.79 39.89 0| 0 0 0 3200 6.95 0.73 38.03 0| 0 0 0 3400 5.63 0.67 36.72 0| 0 0 0 3600 4.44 0.59 35.34 0| 0 0 0 3800 3.45 0.51 34.45 0| 0 0 0 4000 2.60 0.43 33.40 0| 0 0 0 4200 1.90 0.35 32.42 0| 0 200 0 4400 1.35 0.27 31.59 0| 0 0 0 4600 0.93 0.21 30.82 0| 0 1,200 0 4800 0.43 0.11 29.81 0| 0 447 0 5200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 28 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.18 0.05 28.95 0| 0 100 0 5600 0.07 0.03 28.73 0| 0 0 0 6000 0.03 0.01 28.73 0| 0 0 0 6400 0.01 0.00 29.58 0| 0 0 0 7200 0.01 0.00 31.39 0| 0 0 0 8000 0.01 0.00 34.00 0| 0 0 0 8800 Total 0| 0 1,947 0 Indicative a-t-m Vol 36.88 Underlying Price 38.885 Time to expiry: 378 Days Sep 11 14.11 0.88 46.01 0| 0 0 0 2400 8.38 0.71 40.71 0| 0 0 0 3200 6.06 0.60 38.31 0| 0 0 0 3600 4.21 0.49 36.33 0| 0 0 0 4000 2.41 0.35 32.00 0| 0 0 0 4400 1.47 0.25 30.76 0| 0 70 0 4800 0.43 0.10 28.34 0| 0 80 0 5600 0.23 0.06 27.71 0| 0 10 0 6000 0.11 0.03 26.88 0| 0 0 0 6400 0.01 0.00 27.16 0| 0 0 0 8000 Total 0| 0 160 0 Indicative a-t-m Vol 37.14 Underlying Price 38.885 Time to expiry: 560 Days Mar 12 14.98 0.86 45.40 0| 0 0 0 2400 9.52 0.71 40.00 0| 0 0 0 3200 7.33 0.62 38.13 0| 0 0 0 3600 5.53 0.53 36.76 0| 0 0 0 4000 3.79 0.42 33.70 0| 0 0 0 4400 2.39 0.32 30.83 0| 0 0 0 4800 0.95 0.16 28.45 0| 0 0 0 5600 0.61 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 5| 0 9,160 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 33.23 Underlying Price 38.885 Time to expiry: 14 Days Sep 10 0.01 0.00 66.18 0| 0 150 0 2780 0.01 -0.01 51.00 0| 0 0 0 3000 0.02 -0.01 49.39 0| 0 0 0 3128 0.11 -0.07 39.74 0| 0 5 0 3475 0.25 -0.15 38.55 0| 0 0 0 3600 0.41 -0.24 36.23 0| 0 0 0 3700 0.78 -0.39 34.63 0| 0 134 0 3823 1.09 -0.50 33.00 0| 0 0 0 3900 1.67 -0.66 31.98 0| 0 280 0 4000 2.40 -0.79 31.45 0| 0 0 0 4100 3.01 -0.85 32.49 0| 0 848 0 4170 4.17 -0.94 31.02 0| 0 50 0 4300 5.13 -0.98 30.12 0| 0 417 0 4400 6.12 -0.99 30.98 0| 0 0 0 4500 7.11 -1.00 31.50 0| 0 245 0 4600 8.11 -1.00 32.00 0| 0 0 0 4700 9.11 -1.00 33.08 0| 0 0 0 4800 9.76 -1.00 33.16 0| 0 2,877 0 4865 11.11 -1.00 34.76 0| 0 0 0 5000 13.24 -1.00 34.79 0| 0 173 0 5213 15.11 -1.00 37.59 0| 0 0 0 5400 16.70 -1.00 36.76 0| 0 620 0 5560 21.00 21.10 -1.00 40.70 21.00 21.00 6| 0 1,020 0 6000 23.65 -1.00 40.90 0| 0 170 0 6255 30.60 -1.00 44.43 0| 0 210 0 6950 33.10 -1.00 44.46 0| 0 0 0 7200 41.10 -1.00 44.65 0| 0 0 0 8000 49.10 -1.00 44.69 0| 0 403 0 8800 57.10 -1.00 49.00 0| 0 0 0 9600 65.35 -1.00 41.86 0| 0 4 0 10425 Total 6| 0 7,606 0 Indicative a-t-m Vol 34.94 Underlying Price 38.885 Time to expiry: 196 Days Mar 11 0.38 -0.06 47.00 0| 0 1 0 2400 0.82 -0.12 43.63 0| 0 0 0 2800 1.54 -0.21 39.89 0| 0 200 0 3200 2.04 -0.27 38.03 0| 0 0 0 3400 2.71 -0.33 36.72 0| 0 595 0 3600 3.51 -0.41 35.34 0| 0 0 0 3800 4.51 -0.49 34.45 0| 0 1,320 0 4000 5.65 -0.57 33.40 0| 0 200 0 4200 6.94 -0.65 32.42 0| 0 435 0 4400 8.38 -0.73 31.59 0| 0 2,685 0 4600 9.95 -0.79 30.82 0| 0 147 0 4800 13.42 -0.89 29.81 0| 0 20 0 5200 17.15 -0.95 28.95 0| 0 4 0 5600 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 30 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 21.03 -0.97 28.73 0| 0 428 0 6000 24.97 -0.99 28.73 0| 0 1,363 0 6400 32.90 -1.00 29.58 0| 0 0 0 7200 40.86 -1.00 31.39 0| 0 0 0 8000 48.82 -1.00 34.00 0| 0 20 0 8800 Total 0| 0 7,418 0 Indicative a-t-m Vol 36.88 Underlying Price 38.885 Time to expiry: 378 Days Sep 11 1.32 -0.12 46.01 0| 0 0 0 2400 3.49 -0.29 40.71 0| 0 60 0 3200 5.12 -0.40 38.31 0| 0 0 0 3600 7.22 -0.51 36.33 0| 0 431 0 4000 9.37 -0.65 32.00 0| 0 0 0 4400 12.38 -0.75 30.76 0| 0 70 0 4800 19.25 -0.90 28.34 0| 0 30 0 5600 23.00 -0.94 27.71 0| 0 500 0 6000 26.83 -0.97 26.88 0| 0 0 0 6400 42.54 -1.00 27.16 0| 0 0 0 8000 Total 0| 0 1,091 0 Indicative a-t-m Vol 37.14 Underlying Price 38.885 Time to expiry: 560 Days Mar 12 2.01 -0.14 45.40 0| 0 0 0 2400 4.40 -0.29 40.00 0| 0 40 0 3200 6.12 -0.38 38.13 0| 0 0 0 3600 8.25 -0.47 36.76 0| 0 10 0 4000 10.43 -0.58 33.70 0| 0 0 0 4400 12.95 -0.68 30.83 0| 0 0 0 4800 19.36 -0.84 28.45 0| 0 0 0 5600 22.94 -0.89 27.94 0| 0 0 0 6000 42.02 -0.98 26.92 0| 0 0 0 8000 Total 0| 0 50 0 Total Puts 6| 0 16,165 0 Grand Total 11| 0 25,325 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.91 Underlying Price 28.745 Time to expiry: 14 Days Sep 10 10.75 1.00 50.00 0| 0 0 0 1800 8.75 1.00 45.57 0| 0 0 0 2000 7.75 1.00 43.30 0| 0 0 0 2100 6.75 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 4.26 0.99 35.20 0| 0 0 0 2450 3.76 0.98 34.06 0| 0 0 0 2500 2.80 0.94 32.63 0| 0 0 0 2600 1.90 0.85 31.16 0| 0 21 0 2700 1.02 1.13 0.68 30.29 1.02 1.01 32| 0 253 0 2800 0.55 0.45 28.45 0| 0 131 0 2900 0.22 0.23 27.97 0| 34 3,515 -34 3000 0.08 0.10 28.76 0| 0 22 0 3100 0.03 0.04 30.36 0| 12 420 -12 3200 0.01 0.01 34.37 0| 0 630 0 3400 0.01 0.00 39.04 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 32| 46 5,092 -46 Indicative a-t-m Vol 28.10 Underlying Price 28.745 Time to expiry: 42 Days Oct 10 6.83 0.96 46.20 0| 0 0 0 2200 5.83 0.96 39.87 0| 0 0 0 2300 4.83 0.95 33.54 0| 0 0 0 2400 3.93 0.90 34.02 0| 0 0 0 2500 3.05 0.84 32.01 0| 0 0 0 2600 2.25 0.74 30.64 0| 0 0 0 2700 1.56 0.62 29.31 0| 0 30 0 2800 1.01 0.98 0.48 27.69 1.01 1.01 21| 83 83 +83 2900 0.58 0.34 27.04 0| 140 140 +134 3000 0.31 0.22 26.34 0| 0 0 0 3100 0.15 0.12 25.74 0| 0 60 0 3200 0.03 0.03 25.85 0| 0 0 0 3400 0.01 0.00 23.40 0| 0 0 0 3600 Total 21| 223 313 +217 Indicative a-t-m Vol 28.20 Underlying Price 28.745 Time to expiry: 77 Days Nov 10 6.86 0.96 35.55 0| 0 0 0 2200 5.95 0.92 35.92 0| 0 0 0 2300 5.04 0.89 34.41 0| 0 0 0 2400 3.35 0.78 31.51 0| 0 0 0 2600 2.61 0.70 30.44 0| 0 0 0 2700 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.96 0.61 29.40 0| 0 0 0 2800 1.38 0.50 27.80 0| 0 0 0 2900 0.98 0.93 0.39 26.90 0.98 0.98 20| 52 55 +52 3000 0.37 0.20 25.67 0| 0 0 0 3200 0.12 0.08 24.76 0| 0 0 0 3400 0.03 0.03 24.54 0| 0 0 0 3600 Total 20| 52 55 +52 Indicative a-t-m Vol 28.30 Underlying Price 28.745 Time to expiry: 105 Days Dec 10 16.78 1.00 54.00 0| 0 0 0 1200 12.80 0.99 47.67 0| 0 0 0 1600 10.83 0.98 43.90 0| 0 0 0 1800 8.89 0.96 40.26 0| 0 0 0 2000 6.99 0.93 36.59 0| 0 305 0 2200 6.08 0.90 35.37 0| 0 0 0 2300 5.21 0.86 34.08 0| 0 0 0 2400 3.58 0.76 31.48 0| 0 6 0 2600 2.21 0.60 29.20 0| 0 346 0 2800 1.17 0.42 26.79 0| 0 267 0 3000 0.54 0.24 25.63 0| 0 62 0 3200 0.21 0.12 24.45 0| 0 0 0 3400 0.07 0.05 23.60 0| 0 2 0 3600 0.01 0.00 22.75 0| 0 0 0 4000 0.01 0.00 22.92 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 27.66 Underlying Price 28.745 Time to expiry: 196 Days Mar 11 10.99 0.96 41.00 0| 0 0 0 1800 9.11 0.93 37.77 0| 0 0 0 2000 7.31 0.89 35.03 0| 0 50 0 2200 6.44 0.86 33.55 0| 0 0 0 2300 5.61 0.82 32.35 0| 0 0 0 2400 4.08 0.72 30.18 0| 0 0 0 2600 2.74 0.60 27.82 0| 0 160 0 2800 1.81 0.46 27.38 0| 0 185 0 3000 1.03 0.32 25.77 0| 0 100 0 3200 0.56 0.21 24.89 0| 0 41 0 3400 0.29 0.12 24.28 0| 0 21 0 3600 0.07 0.04 23.74 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 28.27 Underlying Price 28.745 Time to expiry: 287 Days Jun 11 12.94 0.97 45.05 0| 0 0 0 1600 11.04 0.95 41.43 0| 0 0 0 1800 9.17 0.93 37.82 0| 0 0 0 2000 7.39 0.88 34.99 0| 0 0 0 2200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 2.99 0.60 28.82 0| 0 0 0 2800 1.98 0.47 27.36 0| 0 0 0 3000 1.23 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 28.43 Underlying Price 28.745 Time to expiry: 469 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 28.39 Underlying Price 28.745 Time to expiry: 651 Days Jun 12 13.08 0.96 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 2.09 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 73| 321 7,005 +223 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.91 Underlying Price 28.745 Time to expiry: 14 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 0.01 -0.02 34.06 0| 0 42 0 2500 0.05 -0.06 32.63 0| 0 2,350 0 2600 0.15 -0.15 31.16 0| 0 25 0 2700 0.38 -0.32 30.29 0| 50 195 +49 2800 0.80 -0.55 28.45 0| 0 7 0 2900 1.47 -0.77 27.97 0| 0 80 0 3000 2.33 -0.90 28.76 0| 0 0 0 3100 3.28 -0.96 30.36 0| 0 80 0 3200 5.26 -0.99 34.37 0| 0 104 0 3400 7.26 -1.00 39.04 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 0| 50 3,089 +49 Indicative a-t-m Vol 28.10 Underlying Price 28.745 Time to expiry: 42 Days Oct 10 0.07 -0.04 46.20 0| 0 0 0 2200 0.07 -0.04 39.87 0| 0 30 0 2300 0.07 -0.05 33.54 0| 0 0 0 2400 0.17 -0.10 34.02 0| 20 20 +20 2500 0.29 -0.17 32.01 0| 0 0 0 2600 0.49 -0.26 30.64 0| 0 0 0 2700 0.80 -0.38 29.31 0| 30 30 +30 2800 1.22 -0.52 27.69 0| 0 0 0 2900 1.82 -0.66 27.04 0| 0 0 0 3000 2.55 -0.78 26.34 0| 0 0 0 3100 3.39 -0.88 25.74 0| 0 0 0 3200 5.28 -0.97 25.85 0| 0 0 0 3400 7.26 -1.00 23.40 0| 0 0 0 3600 Total 0| 50 80 +50 Indicative a-t-m Vol 28.20 Underlying Price 28.745 Time to expiry: 77 Days Nov 10 0.09 -0.04 35.55 0| 0 0 0 2200 0.17 -0.08 35.92 0| 10 10 +10 2300 0.26 -0.11 34.41 0| 0 0 0 2400 0.57 -0.22 31.51 0| 0 0 0 2600 0.83 -0.30 30.44 0| 0 0 0 2700 1.17 -0.39 29.40 0| 0 0 0 2800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.59 -0.50 27.80 0| 0 0 0 2900 2.15 -0.61 26.90 0| 0 0 0 3000 3.58 -0.80 25.67 0| 0 0 0 3200 5.34 -0.92 24.76 0| 0 0 0 3400 7.27 -0.98 24.54 0| 0 0 0 3600 Total 0| 10 10 +10 Indicative a-t-m Vol 28.30 Underlying Price 28.745 Time to expiry: 105 Days Dec 10 0.01 0.00 54.00 0| 0 0 0 1200 0.02 -0.01 47.67 0| 0 0 0 1600 0.05 -0.02 43.90 0| 0 224 0 1800 0.10 -0.04 40.26 0| 0 163 0 2000 0.19 -0.07 36.59 0| 0 52 0 2200 0.28 -0.10 35.37 0| 0 0 0 2300 0.40 -0.14 34.08 0| 0 93 0 2400 0.77 -0.24 31.48 0| 0 10 0 2600 1.40 -0.40 29.20 0| 0 23 0 2800 2.36 -0.58 26.79 0| 0 0 0 3000 3.73 -0.76 25.63 0| 0 50 0 3200 5.40 -0.89 24.45 0| 0 0 0 3400 7.28 -0.97 23.60 0| 0 50 0 3600 11.26 -1.00 22.75 0| 0 0 0 4000 15.26 -1.00 22.92 0| 0 0 0 4400 19.26 -1.00 24.00 0| 0 0 0 4800 Total 0| 0 665 0 Indicative a-t-m Vol 27.66 Underlying Price 28.745 Time to expiry: 196 Days Mar 11 0.18 -0.04 41.00 0| 0 112 0 1800 0.30 -0.08 37.77 0| 0 1 0 2000 0.50 -0.12 35.03 0| 0 0 0 2200 0.64 -0.16 33.55 0| 0 0 0 2300 0.82 -0.19 32.35 0| 0 20 0 2400 1.31 -0.29 30.18 0| 0 50 0 2600 1.99 -0.42 27.82 0| 0 50 0 2800 3.08 -0.55 27.38 0| 0 2 0 3000 4.32 -0.69 25.77 0| 0 0 0 3200 5.86 -0.80 24.89 0| 0 0 0 3400 7.59 -0.88 24.28 0| 0 0 0 3600 11.36 -0.97 23.74 0| 0 0 0 4000 15.29 -0.99 24.00 0| 0 0 0 4400 Total 0| 0 235 0 Indicative a-t-m Vol 28.27 Underlying Price 28.745 Time to expiry: 287 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 1.06 -0.19 34.99 0| 0 6 0 2200 1.26 -0.23 33.52 0| 0 0 0 2300 1.54 -0.27 32.54 0| 0 0 0 2400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.20 -0.37 30.49 0| 0 0 0 2600 3.10 -0.48 28.82 0| 0 0 0 2800 4.22 -0.60 27.36 0| 0 0 0 3000 5.58 -0.71 26.15 0| 0 0 0 3200 8.90 -0.87 25.19 0| 0 0 0 3600 12.61 -0.95 24.40 0| 0 0 0 4000 16.50 -0.98 24.01 0| 0 0 0 4400 20.45 -0.99 24.00 0| 0 0 0 4800 Total 0| 0 6 0 Indicative a-t-m Vol 28.43 Underlying Price 28.745 Time to expiry: 469 Days Dec 11 0.76 -0.09 45.15 0| 0 0 0 1600 1.31 -0.17 38.11 0| 0 0 0 2000 2.24 -0.29 32.73 0| 0 0 0 2400 3.80 -0.46 28.92 0| 0 0 0 2800 6.12 -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 28.39 Underlying Price 28.745 Time to expiry: 651 Days Jun 12 1.34 -0.13 45.17 0| 0 0 0 1600 2.06 -0.21 37.98 0| 0 0 0 2000 3.17 -0.33 32.64 0| 0 0 0 2400 4.88 -0.48 28.85 0| 0 0 0 2800 7.29 -0.64 26.42 0| 0 0 0 3200 13.80 -0.86 24.62 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 110 4,085 +109 Grand Total 73| 431 11,090 +332 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.91 Underlying Price 28.745 Time to expiry: 14 Days Sep 10 10.75 1.00 50.00 0| 0 0 0 1800 8.75 1.00 45.57 0| 0 0 0 2000 7.75 1.00 43.30 0| 0 0 0 2100 6.75 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 4.26 0.99 35.20 0| 0 0 0 2450 3.76 0.98 34.06 0| 0 0 0 2500 2.80 0.94 32.63 0| 0 0 0 2600 1.90 0.85 31.16 0| 0 0 0 2700 1.13 0.68 30.29 0| 0 0 0 2800 0.55 0.45 28.45 0| 0 0 0 2900 0.22 0.23 27.97 0| 0 30 0 3000 0.08 0.10 28.76 0| 0 0 0 3100 0.03 0.04 30.36 0| 0 2,040 0 3200 0.01 0.01 34.37 0| 0 503 0 3400 0.01 0.00 39.04 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 27.66 Underlying Price 28.745 Time to expiry: 196 Days Mar 11 16.58 0.99 52.14 0| 0 0 0 1200 12.68 0.97 44.65 0| 0 0 0 1600 10.77 0.96 41.00 0| 0 0 0 1800 8.90 0.92 37.77 0| 0 0 0 2000 7.11 0.88 35.03 0| 0 0 0 2200 6.26 0.84 33.55 0| 0 0 0 2300 5.44 0.81 32.35 0| 0 0 0 2400 3.93 0.71 30.18 0| 0 0 0 2600 2.63 0.58 27.82 0| 0 25 0 2800 1.73 0.45 27.38 0| 0 0 0 3000 0.98 0.31 25.77 0| 0 20 0 3200 0.53 0.20 24.89 0| 0 0 0 3400 0.27 0.12 24.28 0| 0 0 0 3600 0.06 0.03 23.74 0| 0 0 0 4000 0.01 0.01 24.00 0| 0 0 0 4400 0.01 0.00 24.97 0| 0 0 0 4800 Total 0| 0 45 0 Indicative a-t-m Vol 27.96 Underlying Price 28.745 Time to expiry: 378 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 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.745 Time to expiry: 560 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 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.91 Underlying Price 28.745 Time to expiry: 14 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 0.01 -0.02 34.06 0| 0 0 0 2500 0.05 -0.06 32.63 0| 0 41 0 2600 0.15 -0.15 31.16 0| 0 0 0 2700 0.38 -0.32 30.29 0| 0 1 0 2800 0.80 -0.55 28.45 0| 0 0 0 2900 1.30 1.47 -0.77 27.97 1.30 1.30 15| 0 15 0 3000 2.33 -0.90 28.76 0| 0 0 0 3100 3.28 -0.96 30.36 0| 0 11 0 3200 5.25 -0.99 34.37 0| 0 2 0 3400 7.25 -1.00 39.04 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 15| 0 242 0 Indicative a-t-m Vol 27.66 Underlying Price 28.745 Time to expiry: 196 Days Mar 11 0.03 -0.01 52.14 0| 0 0 0 1200 0.10 -0.03 44.65 0| 0 369 0 1600 0.18 -0.04 41.00 0| 0 310 0 1800 0.30 -0.08 37.77 0| 0 0 0 2000 0.50 -0.12 35.03 0| 0 0 0 2200 0.64 -0.16 33.55 0| 0 0 0 2300 0.82 -0.19 32.35 0| 0 0 0 2400 1.31 -0.29 30.18 0| 0 0 0 2600 1.99 -0.42 27.82 0| 0 20 0 2800 3.08 -0.55 27.38 0| 0 10 0 3000 4.32 -0.69 25.77 0| 0 0 0 3200 5.86 -0.80 24.89 0| 0 0 0 3400 7.59 -0.88 24.28 0| 0 0 0 3600 11.36 -0.97 23.74 0| 0 0 0 4000 15.29 -0.99 24.00 0| 0 0 0 4400 19.26 -1.00 24.97 0| 0 0 0 4800 Total 0| 0 709 0 Indicative a-t-m Vol 27.96 Underlying Price 28.745 Time to expiry: 378 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 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 40 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.20 3.38 -0.47 28.23 3.20 3.20 20| 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 12.61 -0.90 25.80 0| 0 0 0 4000 20.31 -0.97 27.85 0| 0 0 0 4800 Total 20| 0 80 0 Indicative a-t-m Vol 28.22 Underlying Price 28.745 Time to expiry: 560 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 2.50 -0.29 32.68 0| 0 0 0 2400 3.97 -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 35| 0 1,031 0 Grand Total 35| 0 3,876 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.68 Underlying Price 98.310 Time to expiry: 14 Days Sep 10 54.32 1.00 94.00 0| 0 0 0 4400 50.32 1.00 96.04 0| 0 0 0 4800 42.32 1.00 89.28 0| 0 0 0 5600 34.33 1.00 75.84 0| 0 0 0 6400 30.34 1.00 68.28 0| 0 0 0 6800 26.34 1.00 60.69 0| 0 0 0 7200 22.35 0.99 53.33 0| 0 500 0 7600 18.36 0.99 46.35 0| 0 1,122 0 8000 14.40 0.98 40.57 0| 0 196 0 8400 12.43 0.97 37.34 0| 0 8 0 8600 8.97 10.47 0.95 33.98 8.97 S 8.97 S 250| 0 3,584 0 8800 8.53 0.93 30.72 0| 0 84 0 9000 5.19 6.65 0.89 28.03 5.32 5.19 3| 0 4,449 0 9200 4.13 4.87 0.81 25.74 4.18 4.13 9| 8 1,271 -8 9400 2.53 3.25 0.70 23.68 2.53 2.53 1| 35 1,120 +35 9600 1.85 1.99 0.54 22.85 1.85 1.85 20| 73 441 -3 9800 0.68 1.03 0.36 21.74 1.05 0.67 895| 46 4,748 -33 10000 0.01 0.00 14.10 0| 0 2,793 0 11000 0.01 0.00 12.06 0| 0 4 0 12000 0.01 0.00 20.00 0| 0 0 0 14000 Total 1,178| 162 20,320 -9 Indicative a-t-m Vol 25.39 Underlying Price 98.310 Time to expiry: 42 Days Oct 10 22.49 0.97 40.00 0| 0 0 0 7600 18.62 0.95 37.67 0| 0 0 0 8000 14.80 0.92 34.20 0| 0 15 0 8400 12.95 0.90 32.80 0| 0 26 0 8600 11.16 0.86 31.58 0| 0 51 0 8800 9.42 0.82 30.13 0| 0 23 0 9000 7.76 0.77 28.70 0| 0 44 0 9200 6.19 0.70 27.26 0| 0 183 0 9400 4.83 0.62 26.43 0| 2 112 0 9600 2.81 3.62 0.53 25.56 3.38 2.81 46| 0 67 0 9800 2.56 0.44 24.42 0| 12 1,741 +2 10000 0.24 0.07 21.89 0| 0 140 0 11000 0.02 0.01 23.00 0| 0 0 0 12000 Total 46| 14 2,402 +2 Indicative a-t-m Vol 26.38 Underlying Price 98.310 Time to expiry: 77 Days Nov 10 22.91 0.94 38.40 0| 0 0 0 7600 19.20 0.91 36.39 0| 0 0 0 8000 15.61 0.86 34.18 0| 0 0 0 8400 12.19 0.80 31.83 0| 0 8 0 8800 10.59 0.76 30.83 0| 0 10 0 9000 9.06 0.71 29.68 0| 0 32 0 9200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.63 0.66 28.73 0| 0 100 0 9400 6.30 0.60 27.85 0| 0 16 0 9600 5.01 0.54 26.44 0| 63 63 +63 9800 3.98 4.03 0.47 26.00 3.98 3.98 2| 0 91 0 10000 0.81 0.16 22.67 0| 3 133 +3 11000 0.09 0.03 21.64 0| 0 0 0 12000 Total 2| 66 453 +66 Indicative a-t-m Vol 26.66 Underlying Price 98.310 Time to expiry: 105 Days Dec 10 74.36 1.00 85.00 0| 0 0 0 2400 66.39 1.00 78.62 0| 0 0 0 3200 58.43 1.00 69.65 0| 0 0 0 4000 54.45 1.00 65.12 0| 0 0 0 4400 50.48 0.99 60.75 0| 0 0 0 4800 48.50 0.99 58.65 0| 0 0 0 5000 42.55 0.99 52.73 0| 0 0 0 5600 38.61 0.98 49.12 0| 0 2 0 6000 34.69 0.97 45.78 0| 0 0 0 6400 30.78 0.96 42.71 0| 0 0 0 6800 28.86 0.96 41.28 0| 0 5,050 0 7000 26.91 0.95 39.55 0| 0 0 0 7200 23.15 0.93 37.29 0| 0 0 0 7600 19.47 0.89 35.03 0| 0 4,001 0 8000 15.98 0.84 33.29 0| 0 2,504 0 8400 12.69 0.78 31.53 0| 0 4,231 0 8800 11.10 0.74 30.30 0| 0 3,904 0 9000 9.59 0.70 29.35 0| 0 928 0 9200 6.88 0.60 27.46 0| 0 3,132 0 9600 4.15 4.65 0.48 26.08 4.55 Q 4.15 425| 0 1,654 0 10000 0.23 0.05 22.12 0| 0 364 0 12000 0.01 0.00 20.87 0| 0 0 0 14000 0.01 0.00 22.00 0| 0 0 0 16000 Total 425| 0 25,770 0 Indicative a-t-m Vol 27.95 Underlying Price 98.310 Time to expiry: 196 Days Mar 11 42.74 0.97 47.00 0| 0 0 0 5600 35.01 0.95 41.29 0| 0 0 0 6400 27.74 0.90 38.64 0| 0 158 0 7200 24.17 0.87 36.58 0| 0 40 0 7600 20.76 0.83 34.82 0| 0 0 0 8000 17.52 0.78 33.21 0| 0 0 0 8400 14.47 0.73 31.49 0| 0 279 0 8800 11.67 0.66 30.01 0| 0 59 0 9200 9.15 0.58 28.60 0| 0 430 0 9600 6.99 0.50 27.47 0| 0 141 0 10000 1.11 0.14 23.67 0| 0 276 0 12000 0.09 0.02 22.28 0| 0 0 0 14000 0.01 0.00 23.00 0| 0 0 0 16000 Total 0| 0 1,383 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.44 Underlying Price 98.310 Time to expiry: 287 Days Jun 11 74.37 1.00 65.00 0| 0 0 0 2400 66.41 1.00 60.09 0| 0 0 0 3200 58.48 0.99 54.39 0| 0 0 0 4000 54.54 0.99 51.63 0| 0 0 0 4400 50.62 0.98 49.00 0| 0 0 0 4800 42.89 0.97 44.20 0| 0 0 0 5600 39.05 0.95 41.48 0| 0 0 0 6000 35.38 0.93 40.17 0| 0 0 0 6400 28.24 0.88 36.90 0| 0 0 0 7200 21.56 0.81 33.86 0| 0 0 0 8000 18.43 0.76 32.23 0| 0 0 0 8400 15.54 0.71 30.90 0| 0 640 0 8800 12.97 0.65 30.00 0| 0 50 0 9200 10.49 0.58 28.73 0| 0 30 0 9600 8.55 0.52 28.22 0| 0 100 0 10000 4.40 0.34 25.88 0| 0 0 0 11000 2.06 0.20 24.57 0| 0 119 0 12000 0.35 0.05 23.20 0| 0 107 0 14000 0.06 0.01 23.00 0| 0 0 0 16000 Total 0| 0 1,046 0 Indicative a-t-m Vol 29.57 Underlying Price 98.310 Time to expiry: 469 Days Dec 11 74.38 1.00 59.00 0| 0 0 0 2400 66.42 1.00 54.27 0| 0 0 0 3200 58.55 0.99 50.45 0| 0 0 0 4000 54.65 0.98 47.82 0| 0 0 0 4400 50.81 0.97 45.64 0| 0 0 0 4800 43.36 0.94 42.09 0| 0 0 0 5600 39.84 0.92 41.16 0| 0 1 0 6000 36.37 0.90 39.59 0| 0 0 0 6400 31.22 0.86 36.87 0| 0 1,750 0 7000 23.52 0.77 33.86 0| 0 1,000 0 8000 20.06 0.72 32.54 0| 0 500 0 8500 16.86 0.66 31.34 0| 0 250 0 9000 13.42 0.59 30.03 0| 0 1,000 0 9600 11.42 0.54 29.24 0| 0 1,000 0 10000 4.26 0.28 26.00 0| 0 50 0 12000 0.40 0.04 23.80 0| 0 0 0 16000 Total 0| 0 5,551 0 Indicative a-t-m Vol 30.35 Underlying Price 98.310 Time to expiry: 651 Days Jun 12 58.72 0.98 50.86 0| 0 0 0 4000 51.24 0.95 46.30 0| 0 0 0 4800 44.15 0.92 42.83 0| 0 0 0 5600 40.79 0.89 41.56 0| 0 0 0 6000 37.64 0.87 40.46 0| 0 0 0 6400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 44 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 31.11 0.82 36.82 0| 0 0 0 7200 25.41 0.75 34.63 0| 0 0 0 8000 20.01 0.68 32.07 0| 0 0 0 8800 15.72 0.60 30.80 0| 0 0 0 9600 5.91 0.33 26.10 0| 0 0 0 12000 0.87 0.07 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.54 Underlying Price 98.310 Time to expiry: 840 Days Dec 12 74.39 1.00 58.28 0| 0 0 0 2400 66.53 0.99 55.45 0| 0 0 0 3200 59.00 0.97 51.18 0| 0 0 0 4000 51.84 0.94 46.98 0| 0 0 0 4800 41.83 0.88 41.81 0| 0 0 0 6000 32.61 0.80 37.30 0| 0 0 0 7200 27.22 0.74 35.20 0| 0 0 0 8000 24.49 0.71 33.91 0| 0 0 0 8400 22.21 0.68 33.10 0| 0 0 0 8800 17.60 0.60 31.00 0| 0 0 0 9600 7.46 0.36 26.20 0| 0 0 0 12000 1.74 0.12 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.70 Underlying Price 98.310 Time to expiry: 1022 Days Jun 13 42.71 0.87 42.24 0| 0 0 0 6000 28.68 0.74 35.78 0| 0 0 0 8000 23.52 0.68 33.09 0| 0 0 0 8800 19.08 0.61 31.17 0| 0 0 0 9600 8.73 0.39 26.30 0| 0 0 0 12000 3.01 0.17 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.70 Underlying Price 98.310 Time to expiry: 1204 Days Dec 13 74.39 1.00 58.00 0| 0 0 0 2400 66.55 0.99 54.57 0| 0 0 0 3200 59.49 0.95 51.82 0| 0 0 0 4000 52.84 0.92 47.64 0| 0 0 0 4800 43.61 0.86 42.62 0| 0 0 0 6000 30.02 0.74 36.17 0| 0 0 0 8000 9.97 0.41 26.40 0| 0 0 0 12000 3.97 0.20 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.75 Underlying Price 98.310 Time to expiry: 1568 Days Dec 14 53.47 0.91 47.50 0| 0 0 0 4800 44.84 0.85 42.70 0| 0 0 0 6000 31.92 0.74 36.19 0| 0 0 0 8000 12.09 0.45 26.50 0| 0 0 0 12000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 45 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.74 0.25 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 1,651| 242 56,925 +59 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.68 Underlying Price 98.310 Time to expiry: 14 Days Sep 10 0.01 0.00 94.00 0| 0 120 0 4400 0.01 0.00 96.04 0| 0 655 0 4800 0.01 0.00 89.28 0| 0 152 0 5600 0.01 0.00 75.84 0| 0 91 0 6400 0.01 0.00 68.28 0| 0 235 0 6800 0.02 0.00 60.69 0| 0 3,735 0 7200 0.03 -0.01 53.33 0| 0 2,441 0 7600 0.04 -0.01 46.35 0| 0 8,344 0 8000 0.12 0.08 -0.02 40.57 0.12 0.12 20| 4 1,253 0 8400 0.11 -0.03 37.34 0| 0 298 0 8600 0.14 -0.05 33.98 0| 25 4,246 -34 8800 0.20 -0.07 30.72 0| 0 1,703 0 9000 0.60 0.32 -0.11 28.03 0.60 0.46 7| 2 563 +2 9200 0.87 0.54 -0.19 25.74 0.87 0.87 2| 120 178 +100 9400 0.93 -0.30 23.68 0| 0 82 0 9600 1.66 1.66 -0.46 22.85 1.72 1.63 129| 0 21 0 9800 2.70 -0.64 21.74 0| 0 62 0 10000 11.69 -1.00 14.10 0| 0 0 0 11000 21.69 -1.00 12.06 0| 0 0 0 12000 41.69 -1.00 20.00 0| 0 0 0 14000 Total 158| 151 24,179 +68 Indicative a-t-m Vol 25.39 Underlying Price 98.310 Time to expiry: 42 Days Oct 10 0.14 -0.03 40.00 0| 3 100 0 7600 0.26 -0.05 37.67 0| 0 67 0 8000 0.44 -0.08 34.20 0| 0 121 0 8400 0.82 0.58 -0.10 32.80 0.82 0.62 35| 0 101 0 8600 0.82 0.79 -0.14 31.58 0.82 0.82 10| 0 14 0 8800 1.05 -0.18 30.13 0| 0 83 0 9000 1.39 -0.23 28.70 0| 0 202 0 9200 1.87 1.82 -0.30 27.26 1.87 1.87 10| 0 72 0 9400 2.46 -0.38 26.43 0| 0 40 0 9600 3.26 -0.47 25.56 0| 0 0 0 9800 4.19 -0.56 24.42 0| 0 0 0 10000 11.88 -0.93 21.89 0| 0 0 0 11000 21.69 -1.00 23.00 0| 0 0 0 12000 Total 55| 3 800 0 Indicative a-t-m Vol 26.38 Underlying Price 98.310 Time to expiry: 77 Days Nov 10 0.49 -0.06 38.40 0| 0 58 0 7600 0.77 -0.09 36.39 0| 0 65 0 8000 1.17 -0.14 34.18 0| 0 34 0 8400 1.76 -0.20 31.83 0| 0 30 0 8800 2.15 -0.24 30.83 0| 17 17 +17 9000 2.61 -0.29 29.68 0| 0 18 0 9200 3.18 -0.34 28.73 0| 21 16 -21 9400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.85 -0.40 27.85 0| 34 34 +34 9600 4.56 -0.46 26.44 0| 16 16 +16 9800 5.58 -0.53 26.00 0| 0 0 0 10000 12.38 -0.85 22.67 0| 0 0 0 11000 21.71 -0.98 21.64 0| 0 0 0 12000 Total 0| 88 288 +46 Indicative a-t-m Vol 26.66 Underlying Price 98.310 Time to expiry: 105 Days Dec 10 0.01 0.00 85.00 0| 0 75 0 2400 0.03 0.00 78.62 0| 0 140 0 3200 0.06 0.00 69.65 0| 0 225 0 4000 0.09 -0.01 65.12 0| 0 513 0 4400 0.11 -0.01 60.75 0| 0 366 0 4800 0.13 -0.01 58.65 0| 0 323 0 5000 0.19 -0.02 52.73 0| 0 861 0 5600 0.25 -0.02 49.12 0| 0 2,987 0 6000 0.34 -0.03 45.78 0| 0 321 0 6400 0.45 -0.04 42.71 0| 0 3,211 0 6800 0.53 -0.05 41.28 0| 0 2,463 0 7000 0.59 -0.06 39.55 0| 0 2,412 0 7200 0.86 -0.09 37.29 0| 0 4,865 0 7600 1.22 -0.12 35.03 0| 2 8,655 +2 8000 2.05 1.78 -0.17 33.29 2.05 2.05 2| 0 4,705 0 8400 2.54 -0.24 31.53 0| 0 4,224 0 8800 3.38 2.98 -0.28 30.30 3.38 3.35 25| 0 2,056 0 9000 4.02 3.50 -0.32 29.35 4.02 4.02 6| 0 90 0 9200 4.85 -0.42 27.46 0| 0 23 0 9600 6.68 -0.53 26.08 0| 0 83 0 10000 22.37 -0.95 22.12 0| 0 0 0 12000 42.11 -1.00 20.87 0| 0 0 0 14000 62.06 -1.00 22.00 0| 0 0 0 16000 Total 33| 2 38,598 +2 Indicative a-t-m Vol 27.95 Underlying Price 98.310 Time to expiry: 196 Days Mar 11 0.55 -0.04 47.00 0| 0 241 0 5600 0.86 -0.06 41.29 0| 0 221 0 6400 1.69 -0.11 38.64 0| 0 105 0 7200 2.47 2.15 -0.14 36.58 2.47 2.47 6| 0 123 0 7600 2.76 -0.18 34.82 0| 0 882 0 8000 3.54 -0.23 33.21 0| 0 52 0 8400 4.50 -0.28 31.49 0| 0 287 0 8800 6.21 5.73 -0.35 30.01 6.21 5.75 9| 0 312 0 9200 7.21 -0.42 28.60 0| 0 23 0 9600 9.06 -0.50 27.47 0| 0 0 0 10000 23.17 -0.86 23.67 0| 0 12 0 12000 42.13 -0.99 22.28 0| 0 20 0 14000 62.02 -1.00 23.00 0| 0 0 0 16000 Total 15| 0 2,278 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 28.44 Underlying Price 98.310 Time to expiry: 287 Days Jun 11 0.07 0.00 65.00 0| 0 170 0 2400 0.20 -0.01 60.09 0| 0 465 0 3200 0.38 -0.02 54.39 0| 0 236 0 4000 0.51 -0.03 51.63 0| 0 200 0 4400 0.64 -0.03 49.00 0| 0 62 0 4800 1.04 -0.06 44.20 0| 0 3 0 5600 1.26 -0.07 41.48 0| 0 24 0 6000 1.68 -0.09 40.17 0| 0 27 0 6400 2.70 -0.14 36.90 0| 0 188 0 7200 4.14 -0.22 33.86 0| 0 64 0 8000 5.09 -0.26 32.23 0| 0 10 0 8400 6.25 -0.31 30.90 0| 0 620 0 8800 7.73 -0.37 30.00 0| 0 39 0 9200 9.30 -0.44 28.73 0| 0 10 0 9600 11.42 -0.50 28.22 0| 0 0 0 10000 17.34 -0.67 25.88 0| 0 0 0 11000 25.02 -0.81 24.57 0| 0 0 0 12000 43.24 -0.96 23.20 0| 0 0 0 14000 62.81 -0.99 23.00 0| 0 0 0 16000 Total 0| 0 2,118 0 Indicative a-t-m Vol 29.57 Underlying Price 98.310 Time to expiry: 469 Days Dec 11 0.20 -0.01 59.00 0| 0 0 0 2400 0.47 -0.02 54.27 0| 0 50 0 3200 0.91 -0.03 50.45 0| 0 200 0 4000 1.10 -0.04 47.82 0| 0 40 0 4400 1.39 -0.05 45.64 0| 0 50 0 4800 2.15 -0.08 42.09 0| 0 40 0 5600 2.75 -0.10 41.16 0| 0 121 0 6000 3.35 -0.13 39.59 0| 0 750 0 6400 4.26 -0.16 36.87 0| 0 1,250 0 7000 6.63 -0.25 33.86 0| 0 2,000 0 8000 8.19 -0.30 32.54 0| 0 500 0 8500 9.99 -0.35 31.34 0| 0 1,250 0 9000 12.54 -0.43 30.03 0| 0 0 0 9600 14.52 -0.48 29.24 0| 0 0 0 10000 27.22 -0.72 26.00 0| 0 0 0 12000 63.03 -0.95 24.85 0| 0 0 0 16000 Total 0| 0 6,251 0 Indicative a-t-m Vol 30.35 Underlying Price 98.310 Time to expiry: 651 Days Jun 12 1.85 -0.05 50.86 0| 0 0 0 4000 2.64 -0.08 46.30 0| 0 0 0 4800 3.74 -0.11 42.83 0| 0 0 0 5600 4.43 -0.13 41.56 0| 0 0 0 6000 5.35 -0.15 40.46 0| 0 0 0 6400 6.83 -0.20 36.82 0| 0 0 0 7200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.13 -0.27 34.63 0| 0 0 0 8000 11.69 -0.34 32.07 0| 0 0 0 8800 15.34 -0.42 30.80 0| 0 0 0 9600 29.25 -0.68 26.10 0| 0 0 0 12000 63.48 -0.93 23.69 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.54 Underlying Price 98.310 Time to expiry: 840 Days Dec 12 0.96 -0.02 58.28 0| 0 0 0 2400 1.92 -0.04 55.45 0| 0 0 0 3200 2.90 -0.06 51.18 0| 0 0 0 4000 3.98 -0.09 46.98 0| 0 0 0 4800 6.08 -0.14 41.81 0| 0 0 0 6000 8.75 -0.21 37.30 0| 0 0 0 7200 11.27 -0.27 35.20 0| 0 0 0 8000 12.46 -0.30 33.91 0| 0 0 0 8400 14.13 -0.34 33.10 0| 0 0 0 8800 17.36 -0.41 31.00 0| 0 0 0 9600 30.65 -0.64 26.20 0| 0 0 0 12000 63.92 -0.89 24.55 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 30.70 Underlying Price 98.310 Time to expiry: 1022 Days Jun 13 7.59 -0.16 42.24 0| 0 0 0 6000 13.21 -0.28 35.78 0| 0 0 0 8000 15.86 -0.34 33.09 0| 0 0 0 8800 19.21 -0.40 31.17 0| 0 0 0 9600 32.09 -0.62 26.30 0| 0 0 0 12000 64.86 -0.83 26.07 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.70 Underlying Price 98.310 Time to expiry: 1204 Days Dec 13 1.93 -0.03 58.00 0| 0 0 0 2400 3.27 -0.05 54.57 0| 0 0 0 3200 4.95 -0.08 51.82 0| 0 0 0 4000 6.39 -0.11 47.64 0| 0 0 0 4800 9.02 -0.16 42.62 0| 0 0 0 6000 14.78 -0.27 36.17 0| 0 0 0 8000 33.00 -0.60 26.40 0| 0 0 0 12000 65.30 -0.81 26.38 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 31.75 Underlying Price 98.310 Time to expiry: 1568 Days Dec 14 8.20 -0.12 47.50 0| 0 0 0 4800 11.18 -0.17 42.70 0| 0 0 0 6000 17.20 -0.27 36.19 0| 0 0 0 8000 34.60 -0.56 26.50 0| 0 0 0 12000 65.85 -0.77 26.50 0| 0 0 0 16000 Total 0| 0 0 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 261| 244 74,512 +116 Grand Total 1,912| 486 131,437 +175 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.68 Underlying Price 98.310 Time to expiry: 14 Days Sep 10 53.32 1.00 95.01 0| 0 0 0 4500 50.32 1.00 96.04 0| 0 0 0 4800 48.32 1.00 95.41 0| 0 0 0 5000 43.32 1.00 90.64 0| 0 23 0 5500 38.33 1.00 83.00 0| 0 450 0 6000 33.33 1.00 73.97 0| 0 0 0 6500 30.34 1.00 68.28 0| 0 86 0 6800 28.34 1.00 64.47 0| 0 95 0 7000 26.34 1.00 60.69 0| 0 110 0 7200 23.35 0.99 55.14 0| 0 20,000 0 7500 18.36 0.99 46.35 0| 0 2,157 0 8000 14.40 0.98 40.57 0| 0 0 0 8400 13.70 13.41 0.97 38.37 13.70 S 13.70 S 55| 0 13,448 0 8500 12.43 0.97 37.34 0| 0 0 0 8600 10.47 0.95 33.98 0| 0 235 0 8800 8.53 0.93 30.72 0| 0 147 0 9000 6.65 0.89 28.03 0| 0 8,707 0 9200 4.87 0.81 25.74 0| 0 47 0 9400 3.23 4.08 0.76 25.37 4.04 3.23 100| 200 830 0 9500 3.25 0.70 23.68 0| 0 0 0 9600 1.99 0.54 22.85 0| 0 0 0 9800 1.03 0.36 21.74 0| 0 34,600 0 10000 0.01 0.00 14.10 0| 0 0 0 11000 0.01 0.00 12.06 0| 0 0 0 12000 0.01 0.00 20.00 0| 0 0 0 14000 Total 155| 200 80,935 0 Indicative a-t-m Vol 28.02 Underlying Price 98.310 Time to expiry: 196 Days Mar 11 73.44 1.00 42.50 0| 0 0 0 2400 65.49 1.00 52.78 0| 0 0 0 3200 57.61 0.99 53.49 0| 0 0 0 4000 53.70 0.99 52.33 0| 0 0 0 4400 49.82 0.98 50.66 0| 0 0 0 4800 47.89 0.98 49.71 0| 0 0 0 5000 43.09 0.97 47.15 0| 0 0 0 5500 38.35 0.95 44.47 0| 0 0 0 6000 33.68 0.93 41.81 0| 0 0 0 6500 29.11 0.90 39.25 0| 0 0 0 7000 24.68 0.87 36.85 0| 0 150 0 7500 20.48 0.82 34.82 0| 0 0 0 8000 16.48 0.76 32.58 0| 0 0 0 8500 14.26 0.72 31.49 0| 0 0 0 8800 12.86 0.69 30.74 0| 0 0 0 9000 11.51 0.65 30.01 0| 0 230 0 9200 9.66 0.60 29.09 0| 0 248 0 9500 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.70 6.88 0.50 27.47 6.70 S 6.70 S 5,055| 0 15 0 10000 3.07 0.30 25.31 0| 0 522 0 11000 1.09 0.14 23.67 0| 0 608 0 12000 0.09 0.02 22.28 0| 0 0 0 14000 0.01 0.00 23.00 0| 0 0 0 16000 Total 5,055| 0 1,773 0 Indicative a-t-m Vol 30.26 Underlying Price 98.310 Time to expiry: 378 Days Sep 11 72.71 0.99 73.19 0| 0 0 0 2400 65.08 0.98 64.96 0| 0 0 0 3200 57.57 0.96 58.43 0| 0 0 0 4000 53.90 0.95 56.03 0| 0 0 0 4400 50.15 0.94 52.47 0| 0 0 0 4800 48.36 0.94 51.62 0| 0 0 0 5000 42.97 0.92 47.93 0| 0 0 0 5600 39.39 0.90 45.57 0| 0 0 0 6000 36.05 0.88 43.90 0| 0 0 0 6400 31.20 0.84 41.74 0| 0 0 0 7000 23.41 0.76 37.41 0| 0 0 0 8000 16.07 0.66 32.66 0| 0 0 0 9000 12.97 0.58 32.10 0| 0 0 0 9600 10.10 0.52 28.91 0| 0 0 0 10000 4.45 0.29 29.20 0| 0 0 0 12000 1.39 0.12 27.22 0| 0 0 0 14000 0.51 0.05 27.50 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 29.52 Underlying Price 98.310 Time to expiry: 560 Days Mar 12 72.39 0.98 68.85 0| 0 0 0 2400 64.93 0.97 60.22 0| 0 0 0 3200 57.50 0.95 53.03 0| 0 0 0 4000 50.44 0.93 48.75 0| 0 0 0 4800 48.73 0.92 47.90 0| 0 0 0 5000 43.55 0.90 44.80 0| 0 0 0 5600 40.17 0.88 42.82 0| 0 0 0 6000 37.04 0.86 41.69 0| 0 0 0 6400 32.51 0.82 39.99 0| 0 0 0 7000 24.93 0.75 35.75 0| 0 0 0 8000 18.13 0.65 32.00 0| 0 177 0 9000 14.60 0.59 30.32 0| 0 0 0 9600 12.36 0.54 28.94 0| 0 0 0 10000 4.94 0.30 25.40 0| 0 177 0 12000 1.91 0.15 24.52 0| 0 0 0 14000 0.90 0.08 25.41 0| 0 0 0 16000 Total 0| 0 354 0 Indicative a-t-m Vol 33.45 Underlying Price 98.310 Time to expiry: 749 Days Sep 12 72.37 0.97 72.66 0| 0 0 0 2400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 65.26 0.95 63.88 0| 0 0 0 3200 58.30 0.93 57.08 0| 0 0 0 4000 51.42 0.91 51.14 0| 0 0 0 4800 41.43 0.86 44.00 0| 0 0 0 6000 38.95 0.83 44.34 0| 0 0 0 6400 33.28 0.79 41.51 0| 0 0 0 7200 27.08 0.73 36.98 0| 0 0 0 8000 23.13 0.69 34.99 0| 0 0 0 8600 18.18 0.60 33.79 0| 0 0 0 9600 8.80 0.39 30.18 0| 0 0 0 12000 2.44 0.15 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.56 Underlying Price 98.310 Time to expiry: 924 Days Mar 13 72.45 0.96 73.28 0| 0 0 0 2400 64.96 0.95 60.17 0| 0 0 0 3200 57.93 0.93 53.00 0| 0 0 0 4000 52.12 0.90 51.28 0| 0 0 0 4800 42.94 0.85 45.63 0| 0 0 0 6000 28.48 0.73 36.89 0| 0 0 0 8000 23.17 0.67 33.78 0| 0 0 0 8800 19.35 0.61 32.88 0| 0 0 0 9600 10.05 0.41 29.55 0| 0 0 0 12000 3.47 0.18 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.39 Underlying Price 98.310 Time to expiry: 1113 Days Sep 13 72.21 0.96 73.85 0| 0 0 0 2400 65.42 0.94 63.53 0| 0 0 0 3200 58.91 0.92 56.83 0| 0 0 0 4000 52.22 0.89 50.12 0| 0 0 0 4800 43.59 0.84 45.22 0| 0 0 0 6000 29.32 0.73 36.46 0| 0 0 0 8000 11.55 0.43 29.75 0| 0 0 0 12000 4.56 0.22 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.82 Underlying Price 98.310 Time to expiry: 1295 Days Mar 14 65.55 0.94 63.10 0| 0 0 0 3200 59.02 0.91 55.65 0| 0 0 0 4000 52.60 0.89 49.48 0| 0 0 0 4800 44.22 0.84 44.60 0| 0 0 0 6000 30.33 0.73 36.12 0| 0 0 0 8000 12.33 0.45 28.92 0| 0 0 0 12000 5.56 0.25 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.05 Underlying Price 98.310 Time to expiry: 1477 Days Sep 14 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 58.90 0.91 55.13 0| 0 0 0 4000 52.58 0.88 49.10 0| 0 0 0 4800 44.34 0.84 43.91 0| 0 0 0 6000 31.07 0.73 36.00 0| 0 0 0 8000 13.81 0.47 29.56 0| 0 0 0 12000 6.27 0.27 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.13 Underlying Price 98.310 Time to expiry: 1659 Days Mar 15 53.19 0.88 49.52 0| 0 0 0 4800 45.03 0.84 44.03 0| 0 0 0 6000 31.92 0.73 35.80 0| 0 0 0 8000 15.27 0.49 29.97 0| 0 0 0 12000 7.64 0.30 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 5,210| 200 83,062 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.68 Underlying Price 98.310 Time to expiry: 14 Days Sep 10 0.01 0.00 95.01 0| 0 0 0 4500 0.01 0.00 96.04 0| 0 1,000 0 4800 0.01 0.00 95.41 0| 0 500 0 5000 0.01 0.00 90.64 0| 0 55 0 5500 0.01 0.00 83.00 0| 0 909 0 6000 0.01 0.00 73.97 0| 0 802 0 6500 0.01 0.00 68.28 0| 0 339 0 6800 0.01 0.00 64.47 0| 0 600 0 7000 0.02 0.00 60.69 0| 0 1,176 0 7200 0.02 -0.01 55.14 0| 0 11,540 0 7500 0.04 -0.01 46.35 0| 0 671 0 8000 0.08 -0.02 40.57 0| 0 0 0 8400 0.08 -0.03 38.37 0| 0 12,910 0 8500 0.11 -0.03 37.34 0| 0 0 0 8600 0.14 -0.05 33.98 0| 0 0 0 8800 0.20 -0.07 30.72 0| 0 0 0 9000 0.32 -0.11 28.03 0| 0 17 0 9200 0.54 -0.19 25.74 0| 0 0 0 9400 0.75 -0.24 25.37 0| 0 0 0 9500 0.93 -0.30 23.68 0| 0 0 0 9600 1.66 -0.46 22.85 0| 0 0 0 9800 2.70 -0.64 21.74 0| 0 0 0 10000 11.67 -1.00 14.10 0| 0 0 0 11000 21.67 -1.00 12.06 0| 0 0 0 12000 41.66 -1.00 20.00 0| 0 0 0 14000 Total 0| 0 30,519 0 Indicative a-t-m Vol 28.02 Underlying Price 98.310 Time to expiry: 196 Days Mar 11 0.01 0.00 42.50 0| 0 0 0 2400 0.01 0.00 52.78 0| 0 0 0 3200 0.09 -0.01 53.49 0| 0 1,600 0 4000 0.17 -0.01 52.33 0| 0 1,200 0 4400 0.27 -0.02 50.66 0| 0 400 0 4800 0.32 -0.02 49.71 0| 0 0 0 5000 0.50 -0.03 47.15 0| 0 0 0 5500 0.73 -0.05 44.47 0| 0 0 0 6000 1.04 -0.07 41.81 0| 0 7 0 6500 1.44 -0.10 39.25 0| 0 446 0 7000 1.98 -0.13 36.85 0| 0 878 0 7500 2.76 -0.18 34.82 0| 0 15 0 8000 3.73 -0.24 32.58 0| 0 60 0 8500 4.50 -0.28 31.49 0| 0 400 0 8800 5.08 -0.31 30.74 0| 0 553 0 9000 5.73 -0.35 30.01 0| 0 0 0 9200 6.86 -0.40 29.09 0| 0 0 0 9500 9.06 -0.50 27.47 5,000| 0 0 0 10000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.20 -0.70 25.31 0| 0 1,906 0 11000 23.17 -0.86 23.67 0| 0 0 0 12000 42.07 -0.98 22.28 0| 0 0 0 14000 61.88 -1.00 23.00 0| 0 0 0 16000 Total 5,000| 0 7,465 0 Indicative a-t-m Vol 30.26 Underlying Price 98.310 Time to expiry: 378 Days Sep 11 0.39 -0.01 73.19 0| 0 0 0 2400 0.67 -0.02 64.96 0| 0 0 0 3200 1.06 -0.04 58.43 0| 0 0 0 4000 1.34 -0.05 56.03 0| 0 0 0 4400 1.54 -0.06 52.47 0| 0 0 0 4800 1.73 -0.06 51.62 0| 0 40 0 5000 2.27 -0.08 47.93 0| 0 0 0 5600 2.64 -0.10 45.57 0| 0 0 0 6000 3.25 -0.12 43.90 0| 0 0 0 6400 4.33 -0.16 41.74 0| 0 0 0 7000 6.42 -0.24 37.41 0| 0 0 0 8000 8.96 -0.34 32.66 0| 0 0 0 9000 11.79 -0.42 32.10 0| 0 0 0 9600 12.86 -0.48 28.91 0| 0 0 0 10000 26.98 -0.71 29.20 0| 0 0 0 12000 43.68 -0.88 27.22 0| 0 0 0 14000 62.55 -0.95 27.50 0| 0 0 0 16000 Total 0| 0 40 0 Indicative a-t-m Vol 29.52 Underlying Price 98.310 Time to expiry: 560 Days Mar 12 0.79 -0.02 68.85 0| 0 0 0 2400 1.17 -0.03 60.22 0| 0 0 0 3200 1.60 -0.05 53.03 0| 0 0 0 4000 2.38 -0.07 48.75 0| 0 0 0 4800 2.63 -0.08 47.90 0| 0 0 0 5000 3.34 -0.10 44.80 0| 0 0 0 5600 3.88 -0.12 42.82 0| 0 0 0 6000 4.67 -0.14 41.69 0| 0 0 0 6400 6.02 -0.18 39.99 0| 0 0 0 7000 8.25 -0.25 35.75 0| 0 0 0 8000 11.26 -0.35 32.00 0| 0 177 0 9000 13.62 -0.41 30.32 0| 0 0 0 9600 15.30 -0.46 28.94 0| 0 0 0 10000 27.50 -0.70 25.40 0| 0 0 0 12000 44.08 -0.85 24.52 0| 0 0 0 14000 62.69 -0.92 25.41 0| 0 0 0 16000 Total 0| 0 177 0 Indicative a-t-m Vol 33.45 Underlying Price 98.310 Time to expiry: 749 Days Sep 12 1.88 -0.03 72.66 0| 0 0 0 2400 2.54 -0.05 63.88 0| 0 0 0 3200 3.36 -0.07 57.08 0| 0 0 0 4000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.26 -0.09 51.14 0| 0 0 0 4800 5.94 -0.14 44.00 0| 0 0 0 6000 7.34 -0.17 44.34 0| 0 0 0 6400 9.45 -0.21 41.51 0| 0 0 0 7200 11.03 -0.27 36.98 0| 0 0 0 8000 12.90 -0.31 34.99 0| 0 0 0 8600 17.68 -0.40 33.79 0| 0 0 0 9600 31.63 -0.61 30.18 0| 0 0 0 12000 64.16 -0.85 28.20 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.56 Underlying Price 98.310 Time to expiry: 924 Days Mar 13 2.75 -0.04 73.28 0| 0 0 0 2400 2.95 -0.05 60.17 0| 0 0 0 3200 3.62 -0.07 53.00 0| 0 0 0 4000 5.52 -0.10 51.28 0| 0 0 0 4800 7.89 -0.15 45.63 0| 0 0 0 6000 12.69 -0.27 36.89 0| 0 0 0 8000 15.08 -0.33 33.78 0| 0 0 0 8800 18.96 -0.39 32.88 0| 0 0 0 9600 32.76 -0.59 29.55 0| 0 0 0 12000 64.69 -0.82 28.42 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.39 Underlying Price 98.310 Time to expiry: 1113 Days Sep 13 3.71 -0.04 73.85 0| 0 0 0 2400 4.52 -0.06 63.53 0| 0 0 0 3200 5.63 -0.08 56.83 0| 0 0 0 4000 6.54 -0.11 50.12 0| 0 0 0 4800 9.33 -0.16 45.22 0| 0 0 0 6000 14.09 -0.27 36.46 0| 0 0 0 8000 34.38 -0.57 29.75 0| 0 0 0 12000 65.44 -0.78 28.46 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 32.82 Underlying Price 98.310 Time to expiry: 1295 Days Mar 14 5.35 -0.06 63.10 0| 0 0 0 3200 6.34 -0.09 55.65 0| 0 0 0 4000 7.43 -0.11 49.48 0| 0 0 0 4800 10.34 -0.16 44.60 0| 0 0 0 6000 15.23 -0.27 36.12 0| 0 0 0 8000 34.82 -0.55 28.92 0| 0 0 0 12000 65.64 -0.75 28.41 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.05 Underlying Price 98.310 Time to expiry: 1477 Days Sep 14 7.18 -0.09 55.13 0| 0 0 0 4000 8.28 -0.12 49.10 0| 0 0 0 4800 11.16 -0.16 43.91 0| 0 0 0 6000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 58 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.43 -0.27 36.00 0| 0 0 0 8000 36.25 -0.53 29.56 0| 0 0 0 12000 65.78 -0.73 28.10 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 33.13 Underlying Price 98.310 Time to expiry: 1659 Days Mar 15 9.31 -0.12 49.52 0| 0 0 0 4800 12.11 -0.16 44.03 0| 0 0 0 6000 17.27 -0.27 35.80 0| 0 0 0 8000 37.15 -0.51 29.97 0| 0 0 0 12000 66.05 -0.70 28.77 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 5,000| 0 38,201 0 Grand Total 10,210| 200 121,263 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 118.830 Time to expiry: 14 Days Sep 10 30.85 1.00 35.00 0| 0 0 0 8800 26.85 1.00 31.19 0| 0 0 0 9200 22.85 1.00 29.79 0| 0 0 0 9600 18.85 1.00 28.19 0| 0 0 0 10000 13.87 0.99 26.67 0| 0 0 0 10500 9.02 0.94 25.34 0| 0 0 0 11000 4.77 0.75 24.98 0| 0 0 0 11500 1.88 0.43 24.98 0| 0 0 0 12000 0.58 0.18 26.03 0| 0 0 0 12500 0.22 0.07 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 21.79 Underlying Price 118.830 Time to expiry: 42 Days Oct 10 26.98 0.98 36.04 0| 0 0 0 9200 22.94 0.99 28.66 0| 0 0 0 9600 19.01 0.97 26.78 0| 0 0 0 10000 14.21 0.93 25.14 0| 0 0 0 10500 9.76 0.84 23.86 0| 0 0 0 11000 5.92 0.68 22.77 0| 0 0 0 11500 3.00 0.47 21.49 0| 0 0 0 12000 1.27 0.26 21.01 0| 0 0 0 12500 0.43 0.11 20.58 0| 0 0 0 13000 0.20 0.04 27.31 0| 0 0 0 14000 0.07 0.02 31.00 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 22.44 Underlying Price 118.830 Time to expiry: 77 Days Nov 10 27.27 0.96 33.02 0| 0 0 0 9200 23.44 0.94 31.29 0| 0 0 0 9600 19.59 0.92 28.31 0| 0 0 0 10000 10.88 0.77 24.57 0| 0 0 0 11000 7.26 0.65 23.19 0| 0 0 0 11500 4.42 0.49 22.21 0| 0 0 0 12000 2.42 0.33 21.50 0| 0 0 0 12500 1.23 0.20 21.24 0| 0 0 0 13000 0.31 0.06 22.19 0| 0 0 0 14000 0.18 0.03 26.29 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 22.82 Underlying Price 118.830 Time to expiry: 105 Days Dec 10 39.43 0.97 43.25 0| 0 0 0 8000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 60 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 31.45 0.96 34.59 0| 0 0 0 8800 23.87 0.92 30.81 0| 0 0 0 9600 20.24 0.88 29.29 0| 0 0 0 10000 11.70 0.75 24.90 0| 0 0 0 11000 5.36 0.50 22.54 0| 0 0 0 12000 1.87 0.24 21.52 0| 0 0 0 13000 0.50 0.08 21.02 0| 0 0 0 14000 0.15 0.02 26.82 0| 0 0 0 16000 0.04 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 26.67 Underlying Price 118.830 Time to expiry: 196 Days Mar 11 40.25 0.94 39.00 0| 0 0 0 8000 32.52 0.92 33.24 0| 0 0 0 8800 25.52 0.86 31.11 0| 0 0 0 9600 22.16 0.82 29.97 0| 0 0 0 10000 14.85 0.69 28.23 0| 0 0 0 11000 8.96 0.53 26.46 0| 0 0 0 12000 4.82 0.36 25.08 0| 0 0 0 13000 2.39 0.21 24.44 0| 0 0 0 14000 0.53 0.06 24.38 0| 0 0 0 16000 0.22 0.03 27.45 0| 0 0 0 18000 0.07 0.01 28.59 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 27.87 Underlying Price 118.830 Time to expiry: 287 Days Jun 11 60.03 0.97 49.00 0| 0 0 0 6000 41.09 0.92 37.90 0| 0 0 0 8000 34.00 0.88 35.16 0| 0 0 0 8800 27.29 0.82 32.76 0| 0 0 0 9600 23.82 0.79 30.67 0| 0 0 0 10000 16.77 0.68 28.81 0| 0 0 0 11000 11.25 0.55 27.74 0| 0 0 0 12000 7.06 0.41 26.78 0| 0 0 0 13000 3.99 0.28 25.60 0| 0 0 0 14000 1.31 0.11 25.43 0| 0 0 0 16000 0.37 0.04 25.09 0| 0 0 0 18000 0.16 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 28.05 Underlying Price 118.830 Time to expiry: 469 Days Dec 11 60.06 0.97 41.46 0| 0 0 0 6000 41.32 0.91 32.57 0| 0 0 0 8000 14.21 0.55 27.91 0| 0 0 0 12000 3.14 0.19 25.75 0| 0 0 0 16000 0.29 0.02 28.89 0| 0 0 0 24000 Total 0| 0 0 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.87 Underlying Price 118.830 Time to expiry: 651 Days Jun 12 60.29 0.96 38.80 0| 0 0 0 6000 43.19 0.88 35.20 0| 0 0 0 8000 17.70 0.57 29.71 0| 0 0 0 12000 5.51 0.26 27.24 0| 0 0 0 16000 0.41 0.03 26.04 0| 0 0 0 24000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 24.39 Underlying Price 118.830 Time to expiry: 14 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 0.00 31.47 0| 0 0 0 10000 0.03 -0.01 28.09 0| 0 0 0 10500 0.22 -0.07 27.04 0| 0 0 0 11000 0.93 -0.25 25.05 0| 0 0 0 11500 2.95 -0.57 24.19 0| 0 0 0 12000 6.71 -0.83 25.63 0| 0 0 0 12500 11.35 -0.93 28.86 0| 0 0 0 13000 21.20 -0.99 35.88 0| 0 0 0 14000 31.18 -1.00 44.02 0| 0 0 0 15000 41.17 -1.00 49.09 0| 0 0 0 16000 61.17 -1.00 61.01 0| 0 0 0 18000 Total 0| 0 0 0 Indicative a-t-m Vol 17.72 Underlying Price 118.830 Time to expiry: 42 Days Oct 10 0.04 -0.01 32.50 0| 0 0 0 9200 0.07 -0.02 29.55 0| 0 0 0 9600 0.12 -0.03 27.16 0| 0 0 0 10000 0.20 -0.05 22.69 0| 0 0 0 10500 0.45 -0.11 19.32 0| 0 0 0 11000 1.40 -0.29 18.39 0| 0 0 0 11500 3.45 -0.55 17.52 0| 0 0 0 12000 6.82 -0.81 16.47 0| 0 0 0 12500 11.37 -0.92 18.04 0| 0 0 0 13000 21.21 -0.98 23.48 0| 0 0 0 14000 31.23 -0.98 32.94 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 19.74 Underlying Price 118.830 Time to expiry: 77 Days Nov 10 0.21 -0.03 31.01 0| 0 0 0 9200 0.38 -0.05 29.85 0| 0 0 0 9600 0.60 -0.08 28.19 0| 0 0 0 10000 1.38 -0.20 21.48 0| 0 0 0 11000 2.67 -0.34 20.28 0| 0 0 0 11500 4.84 -0.52 19.57 0| 0 0 0 12000 7.89 -0.70 18.78 0| 0 0 0 12500 11.82 -0.85 18.22 0| 0 0 0 13000 21.41 -0.94 22.86 0| 0 0 0 14000 31.35 -0.96 29.02 0| 0 0 0 15000 Total 0| 0 0 0 Indicative a-t-m Vol 24.81 Underlying Price 118.830 Time to expiry: 105 Days Dec 10 0.20 -0.02 38.09 0| 0 0 0 8000 0.31 -0.03 32.52 0| 0 0 0 8800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 63 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.74 -0.08 30.09 0| 0 0 0 9600 1.13 -0.12 29.01 0| 0 0 0 10000 2.97 -0.27 26.58 0| 0 0 0 11000 6.78 -0.50 24.58 0| 0 0 0 12000 13.08 -0.75 22.94 0| 0 0 0 13000 21.60 -0.91 22.36 0| 0 0 0 14000 41.23 -0.98 28.56 0| 0 0 0 16000 61.18 -0.99 35.11 0| 0 0 0 18000 81.17 -1.00 32.53 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.10 Underlying Price 118.830 Time to expiry: 196 Days Mar 11 0.58 -0.04 34.39 0| 0 0 0 8000 1.25 -0.08 33.28 0| 0 0 0 8800 2.20 -0.14 31.07 0| 0 0 0 9600 2.84 -0.18 30.01 0| 0 0 0 10000 5.27 -0.31 27.58 0| 0 0 0 11000 9.37 -0.47 25.90 0| 0 0 0 12000 15.25 -0.65 24.58 0| 0 0 0 13000 22.83 -0.81 23.68 0| 0 0 0 14000 41.51 -0.94 26.49 0| 0 0 0 16000 61.19 -0.99 29.03 0| 0 0 0 18000 81.17 -1.00 30.26 0| 0 0 0 20000 Total 0| 0 0 0 Indicative a-t-m Vol 26.32 Underlying Price 118.830 Time to expiry: 287 Days Jun 11 0.40 -0.02 41.64 0| 0 0 0 6000 1.52 -0.08 35.04 0| 0 0 0 8000 2.45 -0.13 32.88 0| 0 0 0 8800 3.87 -0.19 31.03 0| 0 0 0 9600 4.74 -0.23 30.10 0| 0 0 0 10000 7.81 -0.35 28.14 0| 0 0 0 11000 12.06 -0.49 26.08 0| 0 0 0 12000 18.05 -0.63 25.06 0| 0 0 0 13000 25.31 -0.76 24.13 0| 0 0 0 14000 42.86 -0.91 23.79 0| 0 0 0 16000 62.00 -0.97 23.84 0| 0 0 0 18000 81.95 -0.97 30.29 0| 0 0 0 20000 121.26 -1.00 26.22 0| 0 0 0 24000 Total 0| 0 0 0 Indicative a-t-m Vol 27.60 Underlying Price 118.830 Time to expiry: 469 Days Dec 11 0.93 -0.04 38.61 0| 0 0 0 6000 2.65 -0.11 32.87 0| 0 0 0 8000 15.43 -0.46 27.44 0| 0 0 0 12000 44.24 -0.83 25.00 0| 0 0 0 16000 121.38 -0.97 31.38 0| 0 0 0 24000 Total 0| 0 0 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.83 Underlying Price 118.830 Time to expiry: 651 Days Jun 12 1.85 -0.06 38.30 0| 0 0 0 6000 4.65 -0.14 33.74 0| 0 0 0 8000 18.50 -0.45 27.65 0| 0 0 0 12000 46.68 -0.76 26.14 0| 0 0 0 16000 121.82 -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 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.50 Underlying Price 22.465 Time to expiry: 14 Days Sep 10 10.47 1.00 52.04 0| 0 0 0 1200 8.47 1.00 49.65 0| 0 0 0 1400 6.47 1.00 43.46 0| 0 0 0 1600 5.47 1.00 40.06 0| 0 0 0 1700 4.47 1.00 36.74 0| 0 0 0 1800 3.47 1.00 33.65 0| 0 0 0 1900 2.97 0.99 32.21 0| 0 0 0 1950 2.48 0.98 30.86 0| 0 0 0 2000 1.99 0.95 30.51 0| 0 0 0 2050 1.54 0.89 30.37 0| 0 0 0 2100 1.10 0.80 28.72 0| 0 0 0 2150 0.74 0.67 28.42 0| 0 0 0 2200 0.44 0.50 27.44 0| 0 0 0 2250 0.23 0.32 26.33 0| 0 0 0 2300 0.09 0.17 24.70 0| 0 0 0 2350 0.03 0.07 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 32.87 Underlying Price 22.465 Time to expiry: 42 Days Oct 10 5.47 1.00 46.24 0| 0 0 0 1700 4.48 0.99 42.87 0| 0 0 0 1800 3.50 0.96 40.13 0| 0 0 0 1900 2.56 0.90 37.19 0| 0 0 0 2000 2.12 0.84 35.98 0| 0 0 0 2050 1.71 0.77 34.52 0| 0 0 0 2100 1.35 0.68 34.06 0| 0 0 0 2150 1.05 0.58 33.66 0| 0 0 0 2200 0.79 0.48 32.82 0| 0 0 0 2250 0.52 0.37 30.32 0| 0 0 0 2300 0.39 0.29 30.82 0| 0 0 0 2350 0.25 0.21 29.47 0| 0 0 0 2400 0.03 0.04 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 32.15 Underlying Price 22.465 Time to expiry: 77 Days Nov 10 4.51 0.95 42.60 0| 0 0 0 1800 3.59 0.89 40.01 0| 0 0 0 1900 2.73 0.80 37.43 0| 0 0 0 2000 2.34 0.74 36.70 0| 0 0 0 2050 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 66 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.99 0.67 35.49 0| 0 0 0 2100 1.65 0.61 34.19 0| 0 0 0 2150 1.36 0.54 33.47 0| 0 0 0 2200 1.08 0.47 32.07 0| 0 0 0 2250 0.85 0.41 30.94 0| 0 0 0 2300 0.48 0.28 29.05 0| 0 0 0 2400 0.11 0.10 26.47 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 33.21 Underlying Price 22.465 Time to expiry: 105 Days Dec 10 10.47 1.00 57.00 0| 0 0 0 1200 8.47 1.00 54.16 0| 0 0 0 1400 6.49 0.98 48.93 0| 0 0 0 1600 4.61 0.89 43.75 0| 0 0 0 1800 3.75 0.82 41.27 0| 0 0 0 1900 2.96 0.73 38.98 0| 0 0 0 2000 2.24 0.64 36.47 0| 0 0 0 2100 1.62 0.54 34.21 0| 0 0 0 2200 1.11 0.43 32.09 0| 0 0 0 2300 0.70 0.33 29.97 0| 0 0 0 2400 0.05 0.04 25.08 0| 0 0 0 2800 0.04 0.03 34.56 0| 0 0 0 3200 0.01 0.01 34.68 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 33.65 Underlying Price 22.465 Time to expiry: 196 Days Mar 11 10.47 1.00 53.00 0| 0 0 0 1200 8.50 0.98 50.40 0| 0 0 0 1400 6.68 0.89 46.96 0| 0 0 0 1600 5.04 0.79 43.15 0| 0 0 0 1800 4.28 0.74 41.12 0| 0 0 0 1900 3.56 0.69 38.97 0| 0 0 0 2000 2.86 0.63 36.43 0| 0 0 0 2100 2.24 0.56 34.48 0| 0 0 0 2200 1.71 0.48 32.72 0| 0 0 0 2300 1.26 0.40 31.03 0| 0 0 0 2400 0.26 0.13 26.47 0| 0 0 0 2800 0.07 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 33.51 Underlying Price 22.465 Time to expiry: 287 Days Jun 11 10.48 0.99 50.00 0| 0 0 0 1200 8.63 0.92 47.71 0| 0 0 0 1400 6.91 0.85 43.80 0| 0 0 0 1600 5.34 0.78 40.26 0| 0 0 0 1800 4.62 0.73 38.71 0| 0 0 0 1900 3.92 0.68 36.85 0| 0 0 0 2000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.34 0.63 36.11 0| 0 0 0 2100 2.70 0.57 34.05 0| 0 0 0 2200 2.21 0.51 32.91 0| 0 0 0 2300 1.71 0.44 31.10 0| 0 0 0 2400 0.50 0.19 26.73 0| 0 0 0 2800 0.09 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 34.38 Underlying Price 22.465 Time to expiry: 469 Days Dec 11 10.68 0.92 52.81 0| 0 0 0 1200 7.46 0.82 45.69 0| 0 0 0 1600 5.98 0.76 42.07 0| 0 0 0 1800 4.52 0.68 37.60 0| 0 0 0 2000 3.35 0.59 34.92 0| 0 0 0 2200 2.37 0.48 32.60 0| 0 0 0 2400 0.38 0.13 26.67 0| 0 0 0 3200 0.03 0.01 23.42 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 33.92 Underlying Price 22.465 Time to expiry: 651 Days Jun 12 10.76 0.91 48.05 0| 0 0 0 1200 7.67 0.81 42.25 0| 0 0 0 1600 4.98 0.67 36.68 0| 0 0 0 2000 3.88 0.59 34.56 0| 0 0 0 2200 2.84 0.50 31.82 0| 0 0 0 2400 0.69 0.19 26.87 0| 0 0 0 3200 0.09 0.04 23.63 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.82 Underlying Price 22.465 Time to expiry: 14 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 0.00 46.93 0| 0 0 0 1700 0.01 -0.01 43.90 0| 0 0 0 1800 0.03 -0.04 40.92 0| 0 0 0 1900 0.05 -0.06 38.82 0| 0 0 0 1950 0.09 -0.10 38.19 0| 0 0 0 2000 0.14 -0.16 35.53 0| 0 0 0 2050 0.21 -0.24 32.74 0| 0 0 0 2100 0.36 -0.36 31.98 0| 0 0 0 2150 0.56 -0.50 30.63 0| 0 0 0 2200 0.84 -0.64 29.77 0| 0 0 0 2250 1.19 -0.78 28.59 0| 0 0 0 2300 1.59 -0.89 26.61 0| 0 0 0 2350 2.05 -0.96 24.89 0| 0 0 0 2400 4.03 -1.00 22.47 0| 0 0 0 2600 6.03 -1.00 23.21 0| 0 0 0 2800 8.03 -1.00 23.91 0| 0 0 0 3000 10.03 -1.00 27.22 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 31.78 Underlying Price 22.465 Time to expiry: 42 Days Oct 10 0.08 -0.05 47.62 0| 0 0 0 1700 0.14 -0.08 44.53 0| 0 0 0 1800 0.22 -0.13 40.87 0| 0 0 0 1900 0.37 -0.21 37.69 0| 0 0 0 2000 0.47 -0.27 36.07 0| 0 0 0 2050 0.60 -0.33 34.44 0| 0 0 0 2100 0.78 -0.40 33.72 0| 0 0 0 2150 0.90 -0.48 29.57 0| 0 0 0 2200 1.25 -0.56 31.92 0| 0 0 0 2250 1.55 -0.65 30.80 0| 0 0 0 2300 1.84 -0.74 28.01 0| 0 0 0 2350 2.26 -0.80 28.78 0| 0 0 0 2400 4.06 -0.96 28.17 0| 0 0 0 2600 6.03 -0.99 28.24 0| 0 0 0 2800 8.03 -0.99 37.33 0| 0 0 0 3000 Total 0| 0 0 0 Indicative a-t-m Vol 32.18 Underlying Price 22.465 Time to expiry: 77 Days Nov 10 0.32 -0.13 42.93 0| 0 0 0 1800 0.45 -0.19 39.86 0| 0 0 0 1900 0.66 -0.26 37.46 0| 0 0 0 2000 0.80 -0.31 36.50 0| 0 0 0 2050 0.93 -0.36 34.47 0| 0 0 0 2100 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 69 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.14 -0.41 34.37 0| 0 0 0 2150 1.34 -0.47 33.20 0| 0 0 0 2200 1.58 -0.53 32.11 0| 0 0 0 2250 1.86 -0.59 31.12 0| 0 0 0 2300 2.47 -0.73 28.46 0| 0 0 0 2400 4.11 -0.91 25.97 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 32.14 Underlying Price 22.465 Time to expiry: 105 Days Dec 10 0.03 -0.01 54.99 0| 0 0 0 1200 0.10 -0.04 51.64 0| 0 0 0 1400 0.23 -0.08 46.92 0| 0 0 0 1600 0.47 -0.16 42.38 0| 0 0 0 1800 0.66 -0.22 40.25 0| 0 0 0 1900 0.89 -0.28 37.91 0| 0 0 0 2000 1.15 -0.37 34.82 0| 0 0 0 2100 1.56 -0.46 33.17 0| 0 0 0 2200 2.04 -0.57 30.97 0| 0 0 0 2300 2.59 -0.69 27.87 0| 0 0 0 2400 6.09 -0.94 28.35 0| 0 0 0 2800 10.05 -0.98 35.63 0| 0 0 0 3200 14.02 -1.00 33.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 33.07 Underlying Price 22.465 Time to expiry: 196 Days Mar 11 0.17 -0.04 53.86 0| 0 0 0 1200 0.32 -0.08 49.79 0| 0 0 0 1400 0.57 -0.13 45.89 0| 0 0 0 1600 0.91 -0.21 41.60 0| 0 0 0 1800 1.15 -0.26 39.77 0| 0 0 0 1900 1.41 -0.31 37.48 0| 0 0 0 2000 1.72 -0.37 35.25 0| 0 0 0 2100 2.14 -0.45 33.93 0| 0 0 0 2200 2.60 -0.53 32.10 0| 0 0 0 2300 3.17 -0.61 30.73 0| 0 0 0 2400 6.24 -0.87 27.73 0| 0 0 0 2800 10.06 -0.96 29.65 0| 0 0 0 3200 14.03 -0.99 33.38 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 32.78 Underlying Price 22.465 Time to expiry: 287 Days Jun 11 0.31 -0.06 51.71 0| 0 0 0 1200 0.55 -0.10 48.50 0| 0 0 0 1400 0.87 -0.16 45.14 0| 0 0 0 1600 1.28 -0.23 41.05 0| 0 0 0 1800 1.52 -0.27 39.12 0| 0 0 0 1900 1.83 -0.32 37.35 0| 0 0 0 2000 2.18 -0.37 35.79 0| 0 0 0 2100 2.52 -0.43 33.40 0| 0 0 0 2200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 70 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.00 -0.50 32.09 0| 0 0 0 2300 3.53 -0.57 30.72 0| 0 0 0 2400 6.32 -0.83 25.83 0| 0 0 0 2800 10.12 -0.93 28.98 0| 0 0 0 3200 14.04 -0.97 31.18 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 33.16 Underlying Price 22.465 Time to expiry: 469 Days Dec 11 0.74 -0.10 51.65 0| 0 0 0 1200 1.50 -0.19 44.13 0| 0 0 0 1600 1.95 -0.26 39.68 0| 0 0 0 1800 2.63 -0.34 36.75 0| 0 0 0 2000 3.42 -0.44 33.55 0| 0 0 0 2200 4.51 -0.54 31.88 0| 0 0 0 2400 10.54 -0.88 26.05 0| 0 0 0 3200 18.13 -0.99 22.09 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 32.94 Underlying Price 22.465 Time to expiry: 651 Days Jun 12 0.96 -0.11 48.49 0| 0 0 0 1200 1.87 -0.20 42.41 0| 0 0 0 1600 3.05 -0.34 35.75 0| 0 0 0 2000 3.90 -0.42 33.37 0| 0 0 0 2200 4.94 -0.51 31.52 0| 0 0 0 2400 10.81 -0.82 27.39 0| 0 0 0 3200 18.18 -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 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 31.77 Underlying Price 51.590 Time to expiry: 14 Days Sep 10 19.60 1.00 44.41 0| 0 0 0 3200 15.60 1.00 43.51 0| 0 0 0 3600 13.60 1.00 42.21 0| 0 0 0 3800 11.60 1.00 40.95 0| 0 0 0 4000 9.60 1.00 39.75 0| 0 0 0 4200 7.61 0.99 38.61 0| 0 0 0 4400 6.63 0.97 38.07 0| 0 0 0 4500 5.67 0.95 37.56 0| 0 0 0 4600 4.74 0.92 37.06 0| 0 0 0 4700 3.86 0.86 36.59 0| 0 0 0 4800 3.04 0.79 36.15 0| 0 0 0 4900 2.20 0.71 32.57 0| 0 0 0 5000 1.04 0.46 31.56 0| 0 6 0 5200 0.35 0.22 29.59 0| 0 0 0 5400 0.17 0.11 34.13 0| 0 0 0 5600 0.04 0.02 39.21 0| 0 0 0 6000 0.03 0.02 51.69 0| 0 0 0 6400 0.01 0.01 56.66 0| 0 0 0 6800 0.01 0.00 58.81 0| 0 0 0 7200 0.01 0.00 60.73 0| 0 0 0 8000 Total 0| 0 6 0 Indicative a-t-m Vol 37.31 Underlying Price 51.590 Time to expiry: 42 Days Oct 10 11.62 0.99 46.03 0| 0 0 0 4000 9.68 0.96 44.50 0| 0 0 0 4200 7.80 0.92 42.49 0| 0 0 0 4400 6.90 0.88 41.55 0| 0 0 0 4500 6.04 0.84 40.66 0| 0 0 0 4600 5.23 0.79 39.96 0| 0 0 0 4700 4.48 0.73 39.41 0| 0 0 0 4800 3.79 0.67 38.83 0| 0 0 0 4900 3.17 0.60 38.20 0| 0 0 0 5000 2.12 0.47 37.08 0| 0 0 0 5200 1.34 0.34 36.06 0| 0 0 0 5400 0.75 0.23 34.49 0| 0 0 0 5600 0.22 0.09 33.78 0| 0 0 0 6000 0.08 0.04 35.69 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 35.53 Underlying Price 51.590 Time to expiry: 77 Days Nov 10 11.72 0.95 43.90 0| 0 0 0 4000 9.89 0.90 42.89 0| 0 0 0 4200 8.17 0.83 41.38 0| 0 0 0 4400 6.60 0.76 39.82 0| 0 0 0 4600 5.88 0.72 39.18 0| 0 0 0 4700 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.17 0.67 38.24 0| 0 0 0 4800 4.51 0.63 37.43 0| 0 0 0 4900 3.93 0.58 36.77 0| 0 0 0 5000 2.85 0.48 35.21 0| 0 0 0 5200 1.33 0.29 32.98 0| 0 0 0 5600 0.58 0.15 32.31 0| 0 0 0 6000 0.19 0.06 30.89 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 36.56 Underlying Price 51.590 Time to expiry: 105 Days Dec 10 19.61 1.00 51.51 0| 0 0 0 3200 15.69 0.97 48.76 0| 0 0 0 3600 11.89 0.91 43.13 0| 0 0 0 4000 10.18 0.85 42.17 0| 0 0 0 4200 8.55 0.79 40.58 0| 0 0 0 4400 7.11 0.73 39.79 0| 0 0 0 4600 5.73 0.66 38.17 0| 0 0 0 4800 3.55 0.50 36.38 0| 0 0 0 5200 2.00 0.34 34.92 0| 0 0 0 5600 0.40 0.10 31.32 0| 0 0 0 6400 0.06 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 36.55 Underlying Price 51.590 Time to expiry: 196 Days Mar 11 19.86 0.94 51.15 0| 0 0 0 3200 16.33 0.88 48.06 0| 0 0 0 3600 12.85 0.83 42.96 0| 0 0 0 4000 11.34 0.79 42.04 0| 0 0 0 4200 9.92 0.74 40.98 0| 0 0 0 4400 8.55 0.70 39.77 0| 0 0 0 4600 7.25 0.64 38.55 0| 0 0 0 4800 5.05 0.53 36.32 0| 0 0 0 5200 3.58 0.42 36.38 0| 0 0 0 5600 1.23 0.20 32.20 0| 0 0 0 6400 0.41 0.08 31.23 0| 0 0 0 7200 0.14 0.03 31.13 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.49 Underlying Price 51.590 Time to expiry: 287 Days Jun 11 20.10 0.92 45.13 0| 0 0 0 3200 16.86 0.86 44.22 0| 0 0 0 3600 13.83 0.80 42.77 0| 0 0 0 4000 12.40 0.77 41.76 0| 0 0 0 4200 11.06 0.73 41.11 0| 0 0 0 4400 9.72 0.69 39.66 0| 0 0 0 4600 8.48 0.64 38.64 0| 0 0 0 4800 6.23 0.55 36.24 0| 0 0 0 5200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 73 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.64 0.45 35.64 0| 0 0 0 5600 3.11 0.35 33.55 0| 0 0 0 6000 2.21 0.27 33.32 0| 0 0 0 6400 0.96 0.15 31.97 0| 0 0 0 7200 0.47 0.08 32.34 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.01 Underlying Price 51.590 Time to expiry: 469 Days Dec 11 21.14 0.88 46.67 0| 0 0 0 3200 15.24 0.78 42.89 0| 0 0 0 4000 12.50 0.72 40.37 0| 0 0 0 4400 10.30 0.65 39.42 0| 0 0 0 4800 6.41 0.50 36.27 0| 0 0 0 5600 5.05 0.42 35.64 0| 0 0 0 6000 1.29 0.15 32.96 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.73 Underlying Price 51.590 Time to expiry: 651 Days Jun 12 22.23 0.86 47.48 0| 0 0 0 3200 16.82 0.77 44.19 0| 0 0 0 4000 14.33 0.71 42.14 0| 0 0 0 4400 12.23 0.66 40.97 0| 0 0 0 4800 8.45 0.54 38.21 0| 0 0 0 5600 6.96 0.48 37.13 0| 0 0 0 6000 2.46 0.23 34.08 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 6 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.82 Underlying Price 51.590 Time to expiry: 14 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 0.01 -0.01 41.51 0| 0 0 0 4200 0.05 -0.03 39.73 0| 0 0 0 4400 0.09 -0.05 38.66 0| 0 0 0 4500 0.16 -0.09 37.77 0| 0 0 0 4600 0.26 -0.13 36.64 0| 0 0 0 4700 0.43 -0.20 35.92 0| 0 0 0 4800 0.67 -0.29 35.27 0| 0 0 0 4900 1.00 -0.39 34.32 0| 0 0 0 5000 1.97 -0.62 32.43 0| 0 0 0 5200 3.43 -0.81 31.94 0| 0 0 0 5400 5.20 -0.93 31.35 0| 0 0 0 5600 9.10 -1.00 31.15 0| 0 0 0 6000 13.10 -1.00 31.44 0| 0 0 0 6400 17.10 -1.00 31.73 0| 0 0 0 6800 21.10 -1.00 33.47 0| 0 0 0 7200 29.10 -1.00 34.97 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 33.09 Underlying Price 51.590 Time to expiry: 42 Days Oct 10 0.20 -0.05 46.32 0| 0 0 0 4000 0.32 -0.09 43.58 0| 0 0 0 4200 0.52 -0.13 41.25 0| 0 0 0 4400 0.61 -0.16 38.81 0| 0 0 0 4500 0.80 -0.20 38.23 0| 0 0 0 4600 0.99 -0.24 36.93 0| 0 0 0 4700 1.26 -0.30 36.12 0| 0 0 0 4800 1.57 -0.35 35.14 0| 0 0 0 4900 1.95 -0.42 34.42 0| 0 0 0 5000 2.88 -0.55 32.75 0| 0 0 0 5200 4.15 -0.69 31.76 0| 0 0 0 5400 5.66 -0.80 30.93 0| 0 0 0 5600 9.21 -0.94 29.72 0| 0 0 0 6000 13.11 -0.99 28.96 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 33.46 Underlying Price 51.590 Time to expiry: 77 Days Nov 10 0.47 -0.09 42.70 0| 0 0 0 4000 0.74 -0.14 41.92 0| 0 0 0 4200 1.03 -0.18 39.61 0| 0 0 0 4400 1.44 -0.25 37.61 0| 0 0 0 4600 1.71 -0.29 36.78 0| 0 0 0 4700 2.00 -0.33 35.86 0| 0 0 0 4800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.37 -0.37 35.43 0| 0 0 0 4900 2.77 -0.42 34.61 0| 0 0 0 5000 3.69 -0.52 33.16 0| 0 0 0 5200 6.31 -0.71 32.23 0| 0 0 0 5600 9.52 -0.87 30.52 0| 0 0 0 6000 13.22 -0.95 30.24 0| 0 0 0 6400 Total 0| 0 0 0 Indicative a-t-m Vol 34.07 Underlying Price 51.590 Time to expiry: 105 Days Dec 10 0.18 -0.03 49.62 0| 0 0 0 3200 0.34 -0.06 44.81 0| 0 0 0 3600 0.73 -0.12 41.88 0| 0 0 0 4000 1.05 -0.16 40.82 0| 0 0 0 4200 1.44 -0.21 39.30 0| 0 0 0 4400 1.93 -0.27 37.78 0| 0 0 0 4600 2.54 -0.34 36.27 0| 0 0 0 4800 4.26 -0.51 33.82 0| 0 0 0 5200 6.63 -0.68 31.37 0| 0 0 0 5600 13.42 -0.90 31.56 0| 0 0 0 6400 21.18 -0.97 35.23 0| 0 0 0 7200 29.16 -0.98 42.51 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 35.94 Underlying Price 51.590 Time to expiry: 196 Days Mar 11 0.55 -0.06 46.90 0| 0 0 0 3200 1.04 -0.11 45.04 0| 0 0 0 3600 1.76 -0.17 42.91 0| 0 0 0 4000 2.21 -0.21 41.71 0| 0 0 0 4200 2.77 -0.26 40.68 0| 0 0 0 4400 3.42 -0.31 39.70 0| 0 0 0 4600 4.07 -0.36 38.11 0| 0 0 0 4800 5.82 -0.47 35.69 0| 0 0 0 5200 8.00 -0.60 33.47 0| 0 0 0 5600 14.11 -0.80 32.31 0| 0 0 0 6400 21.41 -0.91 33.00 0| 0 0 0 7200 29.21 -0.96 35.37 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 35.93 Underlying Price 51.590 Time to expiry: 287 Days Jun 11 1.10 -0.09 47.30 0| 0 0 0 3200 1.83 -0.14 45.89 0| 0 0 0 3600 2.56 -0.20 42.41 0| 0 0 0 4000 3.02 -0.23 40.75 0| 0 0 0 4200 3.66 -0.27 40.14 0| 0 0 0 4400 4.12 -0.31 37.57 0| 0 0 0 4600 5.00 -0.36 37.42 0| 0 0 0 4800 6.85 -0.46 35.76 0| 0 0 0 5200 9.13 -0.56 34.55 0| 0 0 0 5600 11.50 -0.67 31.83 0| 0 0 0 6000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 76 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.67 -0.75 31.83 0| 0 0 0 6400 21.85 -0.85 33.63 0| 0 0 0 7200 29.39 -0.92 34.62 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 37.58 Underlying Price 51.590 Time to expiry: 469 Days Dec 11 2.08 -0.12 45.95 0| 0 0 0 3200 4.11 -0.23 42.05 0| 0 0 0 4000 5.60 -0.29 40.86 0| 0 0 0 4400 7.27 -0.36 39.33 0| 0 0 0 4800 11.16 -0.51 35.44 0| 0 0 0 5600 13.69 -0.59 34.41 0| 0 0 0 6000 29.85 -0.87 31.52 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.79 Underlying Price 51.590 Time to expiry: 651 Days Jun 12 3.11 -0.14 46.52 0| 0 0 0 3200 5.37 -0.24 42.51 0| 0 0 0 4000 7.20 -0.29 42.31 0| 0 0 0 4400 9.00 -0.35 40.94 0| 0 0 0 4800 13.15 -0.47 38.38 0| 0 0 0 5600 15.48 -0.54 36.80 0| 0 0 0 6000 31.06 -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 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 15.62 Underlying Price 30.980 Time to expiry: 14 Days Sep 10 10.98 1.00 34.03 0| 0 0 0 2000 8.98 1.00 31.58 0| 0 0 0 2200 7.98 1.00 30.18 0| 0 0 0 2300 6.98 1.00 28.49 0| 0 0 0 2400 4.98 1.00 25.73 0| 0 0 0 2600 3.98 1.00 24.29 0| 0 0 0 2700 2.99 0.99 23.01 0| 0 0 0 2800 2.01 0.96 21.80 0| 0 0 0 2900 1.11 0.81 21.25 0| 0 0 0 3000 0.34 0.50 15.51 0| 0 0 0 3100 0.07 0.14 16.60 0| 0 0 0 3200 0.04 0.07 23.20 0| 0 0 0 3300 0.01 0.01 21.50 0| 0 0 0 3400 0.01 0.00 18.31 0| 0 0 0 3600 0.01 0.00 18.55 0| 0 0 0 3800 0.01 0.00 21.91 0| 0 0 0 4000 0.01 0.00 17.82 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 22.02 Underlying Price 30.980 Time to expiry: 42 Days Oct 10 7.98 1.00 31.86 0| 0 0 0 2300 6.98 1.00 29.12 0| 0 0 0 2400 4.98 1.00 25.91 0| 0 0 0 2600 2.99 0.99 23.11 0| 0 0 0 2800 2.02 0.93 22.26 0| 0 0 0 2900 1.18 0.75 22.49 0| 0 0 0 3000 0.57 0.48 22.01 0| 0 0 0 3100 0.14 0.19 18.15 0| 0 0 0 3200 0.08 0.09 21.25 0| 0 0 0 3300 0.05 0.05 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 20.80 Underlying Price 30.980 Time to expiry: 77 Days Nov 10 7.99 1.00 33.76 0| 0 0 0 2300 6.99 1.00 31.31 0| 0 0 0 2400 4.99 1.00 27.98 0| 0 0 0 2600 3.01 0.96 25.15 0| 0 0 0 2800 2.10 0.86 24.03 0| 0 0 0 2900 1.25 0.70 21.05 0| 0 0 0 3000 0.70 0.44 20.80 0| 0 0 0 3100 0.36 0.25 20.13 0| 0 0 0 3200 0.08 0.07 19.43 0| 0 0 0 3400 0.03 0.03 20.95 0| 0 0 0 3600 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 0.01 20.77 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 21.03 Underlying Price 30.980 Time to expiry: 105 Days Dec 10 10.99 1.00 39.92 0| 0 0 0 2000 8.99 1.00 35.96 0| 0 0 0 2200 6.99 1.00 33.06 0| 0 0 0 2400 4.99 0.99 29.63 0| 0 0 0 2600 3.08 0.90 26.79 0| 0 0 0 2800 1.38 0.64 21.52 0| 0 0 0 3000 0.53 0.28 20.51 0| 0 0 0 3200 0.14 0.10 18.65 0| 0 0 0 3400 0.04 0.03 18.95 0| 0 0 0 3600 0.01 0.00 18.37 0| 0 0 0 4000 0.01 0.00 21.05 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 21.28 Underlying Price 30.980 Time to expiry: 196 Days Mar 11 10.99 1.00 31.66 0| 0 0 0 2000 8.99 1.00 28.19 0| 0 0 0 2200 6.99 1.00 26.46 0| 0 0 0 2400 4.99 0.99 24.58 0| 0 0 0 2600 3.20 0.80 24.13 0| 0 0 0 2800 1.84 0.53 21.98 0| 0 0 0 3000 0.97 0.35 20.56 0| 0 0 0 3200 0.42 0.19 19.05 0| 0 0 0 3400 0.19 0.10 19.03 0| 0 0 0 3600 0.04 0.03 19.73 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 21.88 Underlying Price 30.980 Time to expiry: 287 Days Jun 11 10.99 1.00 41.33 0| 0 0 0 2000 8.99 0.99 34.95 0| 0 0 0 2200 7.03 0.95 31.26 0| 0 0 0 2400 5.26 0.82 28.75 0| 0 0 0 2600 3.57 0.68 24.42 0| 0 0 0 2800 2.36 0.54 22.76 0| 0 0 0 3000 1.39 0.39 20.97 0| 0 0 0 3200 0.75 0.26 19.74 0| 0 0 0 3400 0.35 0.15 18.57 0| 0 0 0 3600 0.11 0.05 19.33 0| 0 0 0 4000 0.03 0.02 20.05 0| 0 0 0 4400 0.02 0.01 21.63 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 22.56 Underlying Price 30.980 Time to expiry: 469 Days Dec 11 10.99 1.00 39.46 0| 0 0 0 2000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.20 0.86 31.50 0| 0 0 0 2400 4.05 0.66 25.50 0| 0 0 0 2800 1.82 0.43 21.55 0| 0 0 0 3200 0.17 0.07 18.04 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 22.69 Underlying Price 30.980 Time to expiry: 651 Days Jun 12 10.99 0.87 40.00 0| 0 0 0 2000 7.21 0.80 28.80 0| 0 0 0 2400 4.34 0.65 24.71 0| 0 0 0 2800 2.26 0.45 21.99 0| 0 0 0 3200 0.38 0.12 18.70 0| 0 0 0 4000 0.05 0.02 17.72 0| 0 0 0 4800 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.96 Underlying Price 30.980 Time to expiry: 14 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 32.07 0| 0 0 0 2600 0.02 -0.04 26.47 0| 0 0 0 2700 0.09 -0.12 25.12 0| 0 0 0 2800 0.28 -0.30 23.53 0| 0 0 0 2900 0.65 -0.60 19.88 0| 0 4 0 3000 1.45 -0.82 23.02 0| 0 0 0 3100 2.34 -0.95 22.38 0| 0 0 0 3200 3.32 -0.99 20.80 0| 0 0 0 3300 4.31 -1.00 22.27 0| 0 0 0 3400 6.31 -1.00 22.52 0| 0 0 0 3600 8.31 -1.00 23.03 0| 0 0 0 3800 10.31 -1.00 23.56 0| 0 0 0 4000 14.31 -1.00 25.77 0| 0 0 0 4400 Total 0| 0 4 0 Indicative a-t-m Vol 21.69 Underlying Price 30.980 Time to expiry: 42 Days Oct 10 0.01 -0.01 30.40 0| 0 0 0 2300 0.02 -0.02 29.57 0| 0 0 0 2400 0.09 -0.07 27.44 0| 0 0 0 2600 0.34 -0.23 24.16 0| 0 0 0 2800 0.65 -0.37 23.77 0| 0 0 0 2900 1.04 -0.54 21.62 0| 0 0 0 3000 1.70 -0.71 21.69 0| 0 0 0 3100 2.49 -0.84 21.67 0| 0 0 0 3200 3.39 -0.92 22.11 0| 0 0 0 3300 4.34 -0.97 21.48 0| 0 0 0 3400 6.32 -0.99 24.73 0| 0 0 0 3600 8.32 -0.99 28.73 0| 0 0 0 3800 Total 0| 0 0 0 Indicative a-t-m Vol 22.79 Underlying Price 30.980 Time to expiry: 77 Days Nov 10 0.10 -0.05 34.71 0| 0 0 0 2300 0.14 -0.07 32.36 0| 0 0 0 2400 0.29 -0.14 28.28 0| 0 0 0 2600 0.67 -0.29 25.54 0| 0 0 0 2800 0.99 -0.39 24.39 0| 0 0 0 2900 1.44 -0.51 23.58 0| 0 0 0 3000 2.01 -0.64 22.77 0| 0 0 0 3100 2.71 -0.75 22.01 0| 0 0 0 3200 4.41 -0.91 21.19 0| 0 0 0 3400 6.33 -0.97 22.26 0| 0 0 0 3600 8.32 -0.99 24.51 0| 0 0 0 3800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.09 Underlying Price 30.980 Time to expiry: 105 Days Dec 10 0.06 -0.02 39.50 0| 0 0 0 2000 0.13 -0.05 35.92 0| 0 0 0 2200 0.20 -0.08 30.51 0| 0 0 0 2400 0.45 -0.17 28.54 0| 0 0 0 2600 0.84 -0.30 25.14 0| 0 0 0 2800 1.55 -0.51 22.11 0| 0 0 0 3000 2.75 -0.74 20.02 0| 0 0 0 3200 4.44 -0.89 19.91 0| 0 0 0 3400 6.35 -0.96 21.17 0| 0 0 0 3600 10.32 -0.99 26.53 0| 0 0 0 4000 14.32 -0.99 33.72 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 22.00 Underlying Price 30.980 Time to expiry: 196 Days Mar 11 0.23 -0.06 38.28 0| 0 0 0 2000 0.36 -0.09 34.44 0| 0 0 0 2200 0.51 -0.14 30.16 0| 0 0 0 2400 0.79 -0.21 26.93 0| 0 0 0 2600 1.34 -0.33 25.17 0| 0 0 0 2800 2.10 -0.48 22.92 0| 0 0 0 3000 3.19 -0.65 21.05 0| 0 0 0 3200 4.71 -0.79 20.77 0| 0 0 0 3400 6.49 -0.89 21.29 0| 0 0 0 3600 10.33 -0.98 22.43 0| 0 0 0 4000 14.32 -0.98 27.94 0| 0 0 0 4400 Total 0| 0 0 0 Indicative a-t-m Vol 21.58 Underlying Price 30.980 Time to expiry: 287 Days Jun 11 0.38 -0.08 35.94 0| 0 0 0 2000 0.60 -0.12 33.82 0| 0 0 0 2200 0.79 -0.17 29.88 0| 0 0 0 2400 1.11 -0.24 26.60 0| 0 0 0 2600 1.76 -0.34 25.56 0| 0 0 0 2800 2.35 -0.47 21.85 0| 0 0 0 3000 3.51 -0.61 21.30 0| 0 0 0 3200 4.87 -0.75 19.89 0| 0 0 0 3400 6.58 -0.85 20.26 0| 0 0 0 3600 10.36 -0.95 21.95 0| 0 0 0 4000 14.33 -0.97 25.54 0| 0 0 0 4400 18.30 -1.00 25.70 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 23.41 Underlying Price 30.980 Time to expiry: 469 Days Dec 11 0.76 -0.12 32.76 0| 0 0 0 2000 1.53 -0.24 28.69 0| 0 0 0 2400 2.88 -0.41 25.50 0| 0 0 0 2800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.97 -0.62 22.69 0| 0 0 0 3200 11.44 -0.91 20.46 0| 0 0 0 4000 19.13 -0.98 20.86 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 22.29 Underlying Price 30.980 Time to expiry: 651 Days Jun 12 1.05 -0.14 31.85 0| 0 0 0 2000 1.78 -0.24 26.95 0| 0 0 0 2400 3.25 -0.40 24.75 0| 0 0 0 2800 5.18 -0.60 21.44 0| 0 0 0 3200 11.60 -0.87 20.77 0| 0 0 0 4000 19.18 -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 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 12.59 Underlying Price 28.500 Time to expiry: 14 Days Sep 10 10.50 1.00 27.56 0| 0 0 0 1800 8.50 1.00 24.33 0| 0 0 0 2000 6.50 1.00 20.64 0| 0 0 0 2200 5.50 1.00 18.87 0| 0 0 0 2300 4.50 1.00 17.25 0| 0 0 0 2400 4.00 1.00 16.50 0| 0 0 0 2450 3.50 1.00 15.80 0| 0 0 0 2500 2.50 1.00 14.57 0| 0 0 0 2600 1.51 0.99 13.57 0| 0 0 0 2700 0.57 0.80 12.83 0| 0 0 0 2800 0.06 0.20 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 15.07 Underlying Price 28.500 Time to expiry: 42 Days Oct 10 6.50 1.00 25.45 0| 0 0 0 2200 5.50 1.00 24.34 0| 0 0 0 2300 4.50 1.00 23.42 0| 0 0 0 2400 3.50 1.00 21.79 0| 0 0 0 2500 2.50 1.00 20.65 0| 0 0 0 2600 1.53 0.94 20.38 0| 0 0 0 2700 0.68 0.70 18.50 0| 0 0 0 2800 0.06 0.19 11.65 0| 0 0 0 2900 0.06 0.08 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 15.96 Underlying Price 28.500 Time to expiry: 77 Days Nov 10 6.50 1.00 24.14 0| 0 0 0 2200 5.50 1.00 23.88 0| 0 0 0 2300 4.50 1.00 22.82 0| 0 0 0 2400 2.51 0.99 19.73 0| 0 0 0 2600 1.54 0.92 18.63 0| 0 0 0 2700 0.72 0.65 17.05 0| 0 0 0 2800 0.21 0.26 14.87 0| 0 0 0 2900 0.06 0.07 14.10 0| 0 0 0 3000 0.02 0.03 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 15.72 Underlying Price 28.500 Time to expiry: 105 Days Dec 10 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 84 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.50 1.00 31.60 0| 0 0 0 1800 8.51 1.00 50.30 0| 0 0 0 2000 6.50 1.00 25.46 0| 0 0 0 2200 5.50 1.00 23.81 0| 0 0 0 2300 4.50 1.00 22.23 0| 0 0 0 2400 2.51 0.99 19.38 0| 0 0 0 2600 0.76 0.61 16.11 0| 0 0 0 2800 0.12 0.12 14.55 0| 0 0 0 3000 0.03 0.04 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 18.27 Underlying Price 28.500 Time to expiry: 196 Days Mar 11 10.51 0.99 57.07 0| 0 0 0 1800 8.51 0.99 46.03 0| 0 0 0 2000 6.50 1.00 25.52 0| 0 0 0 2200 5.50 1.00 24.12 0| 0 0 0 2300 4.50 1.00 22.79 0| 0 0 0 2400 2.57 0.89 20.45 0| 0 0 0 2600 1.20 0.47 18.69 0| 0 0 0 2800 0.47 0.25 16.99 0| 0 0 0 3000 0.12 0.09 15.21 0| 0 0 0 3200 0.03 0.03 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 18.70 Underlying Price 28.500 Time to expiry: 287 Days Jun 11 12.50 1.00 32.96 0| 0 0 0 1600 10.57 0.95 53.22 0| 0 0 0 1800 8.51 0.99 40.68 0| 0 0 0 2000 6.50 1.00 31.16 0| 0 0 0 2200 4.52 0.97 24.23 0| 0 0 0 2400 2.79 0.69 21.04 0| 0 0 0 2600 1.59 0.49 19.08 0| 0 0 0 2800 0.78 0.31 17.54 0| 0 0 0 3000 0.30 0.16 16.13 0| 0 0 0 3200 0.05 0.03 16.29 0| 0 0 0 3600 0.02 0.02 19.04 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 20.52 Underlying Price 28.500 Time to expiry: 469 Days Dec 11 12.59 0.95 58.01 0| 0 0 0 1600 8.58 0.94 38.44 0| 0 0 0 2000 4.65 0.84 24.40 0| 0 0 0 2400 2.06 0.51 20.82 0| 0 0 0 2800 0.64 0.24 18.43 0| 0 0 0 3200 0.05 0.03 18.02 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 21.13 Underlying Price 28.500 Time to expiry: 651 Days Jun 12 12.77 0.88 56.40 0| 0 0 0 1600 8.63 0.83 36.84 0| 0 0 0 2000 4.83 0.74 24.31 0| 0 0 0 2400 2.45 0.51 21.42 0| 0 0 0 2800 0.98 0.28 19.09 0| 0 0 0 3200 0.08 0.04 16.39 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 0 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 20.28 Underlying Price 28.500 Time to expiry: 14 Days Sep 10 0.01 0.00 42.62 0| 0 0 0 1800 0.01 0.00 37.79 0| 0 0 0 2000 0.01 0.00 33.20 0| 0 0 0 2200 0.01 0.00 31.15 0| 0 0 0 2300 0.01 -0.02 30.49 0| 0 0 0 2400 0.02 -0.03 28.04 0| 0 0 0 2450 0.02 -0.04 23.63 0| 0 0 0 2500 0.10 -0.15 22.32 0| 0 0 0 2600 0.37 -0.42 21.28 0| 0 0 0 2700 0.96 -0.75 20.52 0| 0 0 0 2800 1.82 -0.94 20.04 0| 0 0 0 2900 2.80 -0.99 19.85 0| 0 0 0 3000 4.80 -1.00 20.30 0| 0 0 0 3200 6.80 -1.00 21.84 0| 0 0 0 3400 8.79 -1.00 24.41 0| 0 0 0 3600 12.79 -1.00 32.44 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 18.06 Underlying Price 28.500 Time to expiry: 42 Days Oct 10 0.01 -0.01 26.69 0| 0 0 0 2200 0.02 -0.03 25.70 0| 0 0 0 2300 0.05 -0.05 23.34 0| 0 0 0 2400 0.12 -0.12 21.75 0| 0 0 0 2500 0.30 -0.25 20.67 0| 0 0 0 2600 0.62 -0.44 19.44 0| 0 0 0 2700 1.15 -0.67 18.07 0| 0 0 0 2800 1.92 -0.84 18.04 0| 0 0 0 2900 2.83 -0.94 18.11 0| 0 0 0 3000 4.84 -0.95 27.93 0| 0 0 0 3200 6.84 -0.96 36.50 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 16.51 Underlying Price 28.500 Time to expiry: 77 Days Nov 10 0.04 -0.03 25.38 0| 0 0 0 2200 0.07 -0.06 23.76 0| 0 0 0 2300 0.14 -0.10 22.57 0| 0 0 0 2400 0.45 -0.28 19.13 0| 0 0 0 2600 0.77 -0.44 17.63 0| 0 0 0 2700 1.28 -0.63 16.64 0| 0 0 0 2800 2.01 -0.79 16.37 0| 0 0 0 2900 2.89 -0.89 16.94 0| 0 0 0 3000 4.85 -0.94 22.63 0| 0 0 0 3200 6.87 -0.94 30.42 0| 0 0 0 3400 Total 0| 0 0 0 Indicative a-t-m Vol 18.31 Underlying Price 28.500 Time to expiry: 105 Days Dec 10 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 0.03 -0.02 29.14 0| 0 0 0 2000 0.06 -0.04 23.77 0| 0 0 0 2200 0.10 -0.07 22.26 0| 0 0 0 2300 0.22 -0.13 22.18 0| 0 0 0 2400 0.57 -0.30 18.92 0| 0 0 0 2600 1.47 -0.59 17.84 0| 0 0 0 2800 3.05 -0.81 19.73 0| 0 0 0 3000 4.86 -0.93 20.63 0| 0 0 0 3200 8.84 -0.96 29.62 0| 0 0 0 3600 12.80 -0.99 33.44 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 18.77 Underlying Price 28.500 Time to expiry: 196 Days Mar 11 0.06 -0.02 30.90 0| 0 0 0 1800 0.13 -0.05 27.94 0| 0 0 0 2000 0.27 -0.10 25.36 0| 0 0 0 2200 0.38 -0.14 24.00 0| 0 0 0 2300 0.53 -0.19 22.68 0| 0 0 0 2400 1.08 -0.35 21.30 0| 0 0 0 2600 1.87 -0.55 18.68 0| 0 0 0 2800 3.28 -0.73 19.06 0| 0 0 0 3000 4.96 -0.87 19.01 0| 0 0 0 3200 8.86 -0.94 24.58 0| 0 0 0 3600 12.80 -0.98 27.53 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 19.98 Underlying Price 28.500 Time to expiry: 287 Days Jun 11 0.06 -0.02 31.71 0| 0 0 0 1600 0.13 -0.04 29.51 0| 0 0 0 1800 0.26 -0.08 27.58 0| 0 0 0 2000 0.50 -0.14 25.86 0| 0 0 0 2200 0.83 -0.23 23.43 0| 0 0 0 2400 1.45 -0.36 22.09 0| 0 0 0 2600 2.30 -0.52 20.38 0| 0 0 0 2800 3.47 -0.69 18.79 0| 0 0 0 3000 5.03 -0.84 17.97 0| 0 0 0 3200 8.88 -0.93 22.47 0| 0 0 0 3600 12.81 -0.97 25.16 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 22.75 Underlying Price 28.500 Time to expiry: 469 Days Dec 11 0.35 -0.07 33.47 0| 0 0 0 1600 0.84 -0.16 28.84 0| 0 0 0 2000 1.95 -0.33 25.97 0| 0 0 0 2400 3.78 -0.55 23.12 0| 0 0 0 2800 6.43 -0.78 20.16 0| 0 0 0 3200 13.78 -0.95 21.30 0| 0 0 0 4000 Total 0| 0 0 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.92 Underlying Price 28.500 Time to expiry: 651 Days Jun 12 0.50 -0.08 31.78 0| 0 0 0 1600 1.09 -0.18 27.70 0| 0 0 0 2000 2.26 -0.33 25.16 0| 0 0 0 2400 4.19 -0.52 23.25 0| 0 0 0 2800 6.71 -0.73 20.63 0| 0 0 0 3200 13.79 -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 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.90 Underlying Price 17.030 Time to expiry: 14 Days Sep 10 7.03 1.00 62.47 0| 0 0 0 1000 5.03 1.00 47.47 0| 0 0 0 1200 4.03 1.00 42.42 0| 0 0 0 1300 3.03 1.00 37.49 0| 0 0 0 1400 2.05 0.97 34.05 0| 0 0 0 1500 1.41 0.91 31.73 0| 0 0 0 1567 1.12 0.85 30.62 0| 0 0 0 1600 0.72 0.71 29.68 0| 0 0 0 1650 0.40 0.53 28.00 0| 0 0 0 1700 0.18 0.32 26.38 0| 0 0 0 1750 0.07 0.15 25.33 0| 0 0 0 1800 0.02 0.06 24.66 0| 0 0 0 1844 0.01 0.01 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 28.10 Underlying Price 17.030 Time to expiry: 42 Days Oct 10 5.04 0.99 43.88 0| 0 0 0 1200 4.06 0.98 41.00 0| 0 0 0 1300 3.09 0.95 37.18 0| 0 0 0 1400 2.17 0.88 33.82 0| 0 0 0 1500 1.74 0.82 32.24 0| 0 0 0 1550 1.34 0.74 30.82 0| 0 0 0 1600 0.98 0.64 29.33 0| 0 0 0 1650 0.68 0.53 28.18 0| 0 0 0 1700 0.43 0.40 26.81 0| 0 0 0 1750 0.25 0.28 25.57 0| 0 0 0 1800 0.14 0.18 24.96 0| 0 0 0 1850 0.07 0.10 24.39 0| 0 0 0 1900 0.01 0.03 23.63 0| 0 0 0 2000 0.01 0.01 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 28.34 Underlying Price 17.030 Time to expiry: 77 Days Nov 10 5.09 0.97 43.22 0| 0 0 0 1200 4.14 0.94 39.94 0| 0 0 0 1300 3.21 0.89 36.80 0| 0 0 0 1400 2.33 0.82 33.54 0| 0 0 0 1500 1.93 0.76 32.28 0| 0 0 0 1550 1.56 0.70 31.07 0| 0 0 0 1600 1.22 0.62 29.59 0| 0 0 0 1650 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 90 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.92 0.54 28.42 0| 0 0 0 1700 0.66 0.44 27.16 0| 0 0 0 1750 0.45 0.35 25.87 0| 0 0 0 1800 0.18 0.18 24.08 0| 0 0 0 1900 0.05 0.07 22.25 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 28.53 Underlying Price 17.030 Time to expiry: 105 Days Dec 10 7.15 0.96 61.09 0| 0 0 0 1000 5.20 0.93 47.86 0| 0 0 0 1200 3.31 0.87 36.49 0| 0 0 0 1400 2.46 0.79 33.31 0| 0 0 0 1500 1.72 0.68 31.27 0| 0 0 0 1600 1.08 0.54 28.60 0| 0 0 0 1700 0.58 0.38 26.10 0| 0 0 0 1800 0.40 0.30 24.40 0| 0 2 0 1844 0.26 0.22 23.83 0| 0 0 0 1900 0.19 0.18 23.54 0| 0 2 0 1936 0.08 0.09 22.96 0| 0 17 0 2028 0.02 0.02 22.72 0| 0 0 0 2200 0.01 0.00 22.70 0| 0 0 0 2400 Total 0| 0 21 0 Indicative a-t-m Vol 29.22 Underlying Price 17.030 Time to expiry: 196 Days Mar 11 7.44 0.92 63.00 0| 0 0 0 1000 5.56 0.87 50.20 0| 0 0 0 1200 3.69 0.81 37.80 0| 0 0 0 1400 2.82 0.75 33.14 0| 0 0 0 1500 2.13 0.66 31.28 0| 0 0 0 1600 1.51 0.56 29.35 0| 0 0 0 1700 0.89 0.43 25.02 0| 0 0 0 1800 0.55 0.31 24.24 0| 0 0 0 1900 0.34 0.22 24.17 0| 0 0 0 2000 0.21 0.14 24.18 0| 0 0 0 2100 0.11 0.09 23.66 0| 0 0 0 2200 0.03 0.03 22.96 0| 0 0 0 2400 0.01 0.00 25.21 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 29.42 Underlying Price 17.030 Time to expiry: 287 Days Jun 11 11.25 0.97 90.00 0| 0 0 0 600 9.38 0.95 75.19 0| 0 0 0 800 7.54 0.91 63.07 0| 0 0 0 1000 5.64 0.87 48.94 0| 0 0 0 1200 3.86 0.79 39.11 0| 0 0 0 1400 3.08 0.73 36.20 0| 0 0 0 1500 2.18 0.66 29.74 0| 0 50 0 1600 1.66 0.56 29.55 0| 0 0 0 1700 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 91 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.03 0.45 25.52 0| 0 60 0 1800 0.70 0.34 25.15 0| 0 0 0 1900 0.43 0.24 24.12 0| 0 0 0 2000 0.15 0.10 23.00 0| 0 0 0 2200 0.06 0.05 23.41 0| 0 0 0 2400 0.01 0.00 23.57 0| 0 0 0 3200 Total 0| 0 110 0 Indicative a-t-m Vol 27.61 Underlying Price 17.030 Time to expiry: 469 Days Dec 11 9.49 0.94 70.00 0| 0 0 0 800 5.88 0.84 47.72 0| 0 0 0 1200 2.43 0.64 29.00 0| 0 0 0 1600 1.38 0.46 26.31 0| 0 0 0 1800 0.72 0.30 24.59 0| 0 0 0 2000 0.18 0.10 23.55 0| 0 0 0 2400 0.03 0.02 26.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 27.37 Underlying Price 17.030 Time to expiry: 651 Days Jun 12 9.52 0.93 70.00 0| 0 0 0 800 5.98 0.84 47.72 0| 0 0 0 1200 2.54 0.64 28.49 0| 0 0 0 1600 1.54 0.47 26.31 0| 0 0 0 1800 0.87 0.32 24.59 0| 0 0 0 2000 0.27 0.13 23.55 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 195 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 27.90 Underlying Price 17.030 Time to expiry: 14 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 0.00 37.49 0| 0 0 0 1400 0.01 -0.03 34.05 0| 0 0 0 1500 0.05 -0.09 31.73 0| 0 0 0 1567 0.08 -0.15 30.62 0| 0 0 0 1600 0.19 -0.29 29.68 0| 0 0 0 1650 0.37 -0.48 28.00 0| 0 0 0 1700 0.65 -0.68 26.38 0| 0 0 0 1750 1.03 -0.85 25.33 0| 0 0 0 1800 1.43 -0.94 24.66 0| 0 0 0 1844 1.97 -0.99 24.64 0| 0 0 0 1900 2.33 -1.00 24.16 0| 0 0 0 1936 3.25 -1.00 23.91 0| 0 0 0 2028 3.97 -1.00 23.43 0| 0 0 0 2100 5.10 -1.00 23.72 0| 0 0 0 2213 6.97 -1.00 25.13 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 28.10 Underlying Price 17.030 Time to expiry: 42 Days Oct 10 0.01 -0.01 43.88 0| 0 0 0 1200 0.02 -0.02 41.00 0| 0 0 0 1300 0.05 -0.05 37.18 0| 0 0 0 1400 0.13 -0.12 33.82 0| 0 0 0 1500 0.20 -0.18 32.24 0| 0 0 0 1550 0.30 -0.26 30.82 0| 0 0 0 1600 0.44 -0.36 29.33 0| 0 0 0 1650 0.64 -0.47 28.18 0| 0 0 0 1700 0.89 -0.60 26.81 0| 0 0 0 1750 1.21 -0.72 25.57 0| 0 0 0 1800 1.60 -0.82 24.96 0| 0 0 0 1850 2.03 -0.90 24.39 0| 0 0 0 1900 2.98 -0.98 23.63 0| 0 0 0 2000 3.97 -1.00 23.81 0| 0 0 0 2100 Total 0| 0 0 0 Indicative a-t-m Vol 28.34 Underlying Price 17.030 Time to expiry: 77 Days Nov 10 0.04 -0.03 43.22 0| 0 0 0 1200 0.09 -0.06 39.94 0| 0 0 0 1300 0.16 -0.11 36.80 0| 0 0 0 1400 0.28 -0.18 33.54 0| 0 0 0 1500 0.38 -0.24 32.28 0| 0 0 0 1550 0.51 -0.30 31.07 0| 0 0 0 1600 0.66 -0.38 29.59 0| 0 0 0 1650 0.86 -0.46 28.42 0| 0 0 0 1700 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.10 -0.56 27.16 0| 0 0 0 1750 1.39 -0.65 25.87 0| 0 0 0 1800 2.12 -0.82 24.08 0| 0 0 0 1900 3.00 -0.94 22.25 0| 0 0 0 2000 Total 0| 0 0 0 Indicative a-t-m Vol 28.53 Underlying Price 17.030 Time to expiry: 105 Days Dec 10 0.09 -0.04 61.09 0| 0 0 0 1000 0.14 -0.07 47.86 0| 0 0 0 1200 0.25 -0.13 36.49 0| 0 0 0 1400 0.40 -0.21 33.31 0| 0 0 0 1500 0.66 -0.32 31.27 0| 0 0 0 1600 1.01 -0.46 28.60 0| 0 0 0 1700 1.52 -0.62 26.10 0| 0 0 0 1800 1.77 -0.70 24.40 0| 0 0 0 1844 2.19 -0.78 23.83 0| 0 0 0 1900 2.49 -0.83 23.54 0| 0 0 0 1936 3.30 -0.92 22.96 0| 0 0 0 2028 4.97 -0.99 22.72 0| 0 0 0 2200 6.97 -1.00 22.70 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 29.22 Underlying Price 17.030 Time to expiry: 196 Days Mar 11 0.36 -0.08 63.00 0| 0 0 0 1000 0.47 -0.13 50.20 0| 0 0 0 1200 0.59 -0.19 37.80 0| 0 0 0 1400 0.72 -0.25 33.14 0| 0 0 0 1500 1.02 -0.34 31.28 0| 0 0 0 1600 1.40 -0.45 29.35 0| 0 0 0 1700 1.78 -0.58 25.02 0| 0 0 0 1800 2.44 -0.70 24.24 0| 0 0 0 1900 3.24 -0.79 24.17 0| 0 0 0 2000 4.10 -0.87 24.18 0| 0 0 0 2100 5.02 -0.93 23.66 0| 0 0 0 2200 6.97 -1.00 22.96 0| 0 0 0 2400 10.97 -1.00 25.21 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 29.42 Underlying Price 17.030 Time to expiry: 287 Days Jun 11 0.37 -0.05 90.00 0| 0 0 0 600 0.53 -0.08 75.19 0| 0 0 0 800 0.73 -0.12 63.07 0| 0 0 0 1000 0.84 -0.18 48.94 0| 0 0 0 1200 1.12 -0.27 39.11 0| 0 0 0 1400 1.40 -0.34 36.20 0| 0 0 0 1500 1.53 -0.42 29.74 0| 0 0 0 1600 2.08 -0.51 29.55 0| 0 0 0 1700 2.52 -0.63 25.52 0| 0 0 0 1800 3.24 -0.72 25.15 0| 0 0 0 1900 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 94 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.01 -0.80 24.12 0| 0 0 0 2000 5.77 -0.92 23.00 0| 0 0 0 2200 7.69 -0.96 23.41 0| 0 0 0 2400 15.58 -1.00 23.57 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 27.61 Underlying Price 17.030 Time to expiry: 469 Days Dec 11 0.85 -0.10 70.00 0| 0 0 0 800 1.28 -0.20 47.72 0| 0 0 0 1200 1.90 -0.41 29.00 0| 0 0 0 1600 2.91 -0.57 26.31 0| 0 0 0 1800 4.27 -0.73 24.59 0| 0 0 0 2000 7.76 -0.92 23.55 0| 0 0 0 2400 15.57 -0.99 26.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 27.37 Underlying Price 17.030 Time to expiry: 651 Days Jun 12 1.34 -0.12 70.00 0| 0 0 0 800 1.87 -0.23 47.72 0| 0 0 0 1200 2.52 -0.45 28.49 0| 0 0 0 1600 3.63 -0.59 26.31 0| 0 0 0 1800 5.00 -0.72 24.59 0| 0 0 0 2000 8.41 -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 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.69 Underlying Price 61.950 Time to expiry: 14 Days Sep 10 25.96 1.00 55.00 0| 0 0 0 3600 21.96 1.00 55.46 0| 0 0 0 4000 17.96 1.00 52.15 0| 0 0 0 4400 15.96 1.00 49.73 0| 0 0 0 4600 13.96 1.00 47.03 0| 0 0 0 4800 9.70 9.99 0.98 41.47 9.70 Q 9.70 Q 350| 0 495 0 5200 8.03 0.96 38.92 0| 0 0 0 5400 6.00 6.12 0.92 36.12 6.00 Q 6.00 Q 350| 0 3,888 0 5600 4.29 0.85 32.91 0| 0 65 0 5800 2.36 2.69 0.71 30.86 2.75 2.36 5| 0 2,271 0 6000 1.22 1.46 0.51 29.66 1.22 1.22 2| 0 859 0 6200 0.36 0.63 0.29 28.10 0.53 0.36 13| 0 919 0 6400 0.22 0.13 27.38 0| 0 104 0 6600 0.06 0.04 26.65 0| 0 158 0 6800 0.01 0.00 25.45 0| 0 243 0 7200 0.01 0.00 24.49 0| 0 12 0 7600 0.01 0.00 23.89 0| 0 34 0 8000 0.01 0.00 25.81 0| 0 0 0 8800 Total 720| 0 9,048 0 Indicative a-t-m Vol 29.84 Underlying Price 61.950 Time to expiry: 42 Days Oct 10 16.01 0.98 43.78 0| 0 0 0 4600 14.06 0.97 41.83 0| 0 9 0 4800 10.24 0.92 37.83 0| 0 0 0 5200 6.69 0.82 34.25 0| 0 10 0 5600 5.07 0.74 32.33 0| 0 10 0 5800 3.66 0.64 30.79 0| 0 15 0 6000 2.49 0.52 29.81 0| 0 38 0 6200 1.58 0.39 28.66 0| 0 1,163 0 6400 0.94 0.27 28.02 0| 0 80 0 6600 0.51 0.17 27.34 0| 0 42 0 6800 0.11 0.05 25.84 0| 0 28 0 7200 0.03 0.01 27.00 0| 0 0 0 7600 Total 0| 0 1,395 0 Indicative a-t-m Vol 31.17 Underlying Price 61.950 Time to expiry: 77 Days Nov 10 16.25 0.95 42.23 0| 0 0 0 4600 14.38 0.93 40.68 0| 0 0 0 4800 10.77 0.87 37.57 0| 0 0 0 5200 7.47 0.76 34.58 0| 0 0 0 5600 6.01 0.70 33.33 0| 0 0 0 5800 4.67 0.62 32.00 0| 0 15 0 6000 3.54 0.53 31.15 0| 0 0 0 6200 2.59 0.44 30.18 0| 4 9 +4 6400 1.23 0.26 28.62 0| 0 1 0 6800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.51 0.13 27.70 0| 0 0 0 7200 0.18 0.06 27.05 0| 0 0 0 7600 Total 0| 4 25 +4 Indicative a-t-m Vol 31.15 Underlying Price 61.950 Time to expiry: 105 Days Dec 10 45.95 1.00 76.00 0| 0 0 0 1600 41.97 1.00 80.33 0| 0 0 0 2000 39.99 1.00 79.24 0| 0 0 0 2200 38.02 0.99 77.02 0| 0 0 0 2400 34.07 0.99 70.81 0| 0 0 0 2800 30.13 0.98 63.78 0| 0 0 0 3200 26.20 0.97 56.89 0| 0 0 0 3600 22.30 0.96 50.58 0| 0 0 0 4000 18.45 0.94 45.05 0| 0 0 0 4400 14.66 0.91 39.70 0| 0 0 0 4800 10.75 11.17 0.84 36.77 10.75 Q 10.75 Q 350| 0 1 0 5200 7.85 7.98 0.74 34.06 7.85 Q 7.52 352| 2 2,377 0 5600 5.28 0.61 31.95 0| 0 5,182 0 6000 3.25 3.18 0.46 30.30 3.25 3.25 58| 0 486 0 6400 1.72 0.30 28.87 0| 0 64 0 6800 0.83 0.18 27.75 0| 0 498 0 7200 0.29 0.07 30.30 0| 0 95 0 8000 0.15 0.03 34.00 0| 0 0 0 8800 Total 760| 2 8,703 0 Indicative a-t-m Vol 31.96 Underlying Price 61.950 Time to expiry: 196 Days Mar 11 26.64 0.95 51.00 0| 0 0 0 3600 22.91 0.93 46.96 0| 0 0 0 4000 19.27 0.89 43.15 0| 0 0 0 4400 15.69 0.85 38.99 0| 0 0 0 4800 12.47 0.79 36.75 0| 0 0 0 5200 9.55 0.71 34.75 0| 0 0 0 5600 7.00 0.61 32.72 0| 0 16 0 6000 4.89 0.50 31.16 0| 0 187 0 6400 3.25 0.38 29.97 0| 0 16 0 6800 2.07 0.28 28.95 0| 0 201 0 7200 1.02 0.16 30.41 0| 0 93 0 8000 0.61 0.09 33.00 0| 0 10 0 8800 Total 0| 0 523 0 Indicative a-t-m Vol 32.54 Underlying Price 61.950 Time to expiry: 287 Days Jun 11 38.21 0.99 54.00 0| 0 0 0 2400 30.57 0.97 48.74 0| 0 0 0 3200 26.86 0.95 45.93 0| 0 0 0 3600 23.24 0.92 43.26 0| 0 0 0 4000 19.76 0.88 40.78 0| 0 0 0 4400 16.47 0.83 38.63 0| 0 17 0 4800 13.37 0.77 36.37 0| 0 15 0 5200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.62 0.70 34.83 0| 0 24 0 5600 8.16 0.61 33.26 0| 0 40 0 6000 6.05 0.52 31.78 0| 0 59 0 6400 4.37 0.42 30.65 0| 0 26 0 6800 3.11 0.34 29.94 0| 0 35 0 7200 1.40 0.19 28.42 0| 0 0 0 8000 0.61 0.10 27.87 0| 0 0 0 8800 0.03 0.01 29.00 0| 0 0 0 12000 Total 0| 0 216 0 Indicative a-t-m Vol 32.94 Underlying Price 61.950 Time to expiry: 469 Days Dec 11 30.87 0.95 46.00 0| 0 0 0 3200 23.94 0.89 41.86 0| 0 0 0 4000 17.64 0.80 38.03 0| 0 0 0 4800 12.21 0.68 34.85 0| 0 1,600 0 5600 9.93 0.61 33.48 0| 0 0 0 6000 7.70 7.96 0.54 32.38 8.10 Q 7.70 Q 710| 0 0 0 6400 2.52 2.79 0.27 29.15 2.72 Q 2.52 Q 710| 0 0 0 8000 0.22 0.03 29.00 0| 0 0 0 12000 Total 1,420| 0 1,600 0 Indicative a-t-m Vol 32.47 Underlying Price 61.950 Time to expiry: 651 Days Jun 12 24.62 0.87 41.24 0| 0 0 0 4000 18.56 0.79 37.28 0| 0 0 0 4800 13.40 0.68 34.24 0| 0 0 0 5600 11.18 0.62 33.07 0| 0 0 0 6000 9.17 0.56 31.83 0| 0 0 0 6400 3.50 0.30 27.79 0| 0 0 0 8000 0.43 0.05 28.00 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 2,900| 6 21,510 +4 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.69 Underlying Price 61.950 Time to expiry: 14 Days Sep 10 0.01 0.00 55.00 0| 0 71 0 3600 0.01 0.00 55.46 0| 0 74 0 4000 0.01 0.00 52.15 0| 0 2,134 0 4400 0.01 0.00 49.73 0| 0 41 0 4600 0.01 0.00 47.03 0| 0 4,852 0 4800 0.03 -0.02 41.47 0| 0 4,110 0 5200 0.08 -0.04 38.92 0| 0 74 0 5400 0.17 -0.08 36.12 0| 1 321 -1 5600 0.35 -0.16 32.91 0| 0 85 0 5800 0.76 -0.30 30.86 0| 0 211 0 6000 1.22 1.53 -0.50 29.66 1.36 1.22 34| 5 11 -5 6200 2.71 -0.71 28.10 0| 0 29 0 6400 4.31 -0.87 27.38 0| 0 6 0 6600 6.15 -0.96 26.65 0| 0 0 0 6800 10.09 -1.00 25.45 0| 0 0 0 7200 14.09 -1.00 24.49 0| 0 0 0 7600 18.09 -1.00 23.89 0| 0 0 0 8000 26.08 -1.00 25.81 0| 0 0 0 8800 Total 34| 6 12,019 -6 Indicative a-t-m Vol 29.84 Underlying Price 61.950 Time to expiry: 42 Days Oct 10 0.07 -0.02 43.78 0| 0 70 0 4600 0.12 -0.03 41.83 0| 0 60 0 4800 0.30 -0.08 37.83 0| 0 110 0 5200 0.75 -0.18 34.25 0| 2 27 0 5600 1.13 -0.26 32.33 0| 0 35 0 5800 1.72 -0.36 30.79 0| 2 40 +2 6000 2.94 2.56 -0.48 29.81 2.94 2.38 22| 12 24 +5 6200 3.64 -0.61 28.66 0| 0 8 0 6400 5.01 -0.73 28.02 0| 0 0 0 6600 6.57 -0.83 27.34 0| 0 0 0 6800 10.18 -0.95 25.84 0| 0 0 0 7200 14.11 -0.99 27.00 0| 0 0 0 7600 Total 22| 16 374 +7 Indicative a-t-m Vol 31.17 Underlying Price 61.950 Time to expiry: 77 Days Nov 10 0.29 -0.05 42.23 0| 0 100 0 4600 0.41 -0.07 40.68 0| 0 50 0 4800 0.79 -0.13 37.57 0| 0 15 0 5200 1.49 -0.24 34.58 0| 0 0 0 5600 1.88 2.02 -0.31 33.33 1.88 1.88 40| 0 0 0 5800 2.68 -0.38 32.00 0| 0 13 0 6000 3.45 3.56 -0.47 31.15 3.45 3.45 5| 0 0 0 6200 4.60 -0.56 30.18 0| 0 0 0 6400 7.25 -0.74 28.62 0| 0 0 0 6800 10.53 -0.87 27.70 0| 0 0 0 7200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 99 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.22 -0.95 27.05 0| 0 0 0 7600 Total 45| 0 178 0 Indicative a-t-m Vol 31.15 Underlying Price 61.950 Time to expiry: 105 Days Dec 10 0.01 0.00 76.00 0| 0 0 0 1600 0.02 0.00 80.33 0| 0 0 0 2000 0.04 0.00 79.24 0| 0 0 0 2200 0.06 -0.01 77.02 0| 0 1 0 2400 0.10 -0.01 70.81 0| 0 1 0 2800 0.16 -0.02 63.78 0| 0 11 0 3200 0.21 -0.03 56.89 0| 0 226 0 3600 0.30 -0.04 50.58 0| 0 139 0 4000 0.44 -0.06 45.05 0| 0 243 0 4400 0.65 -0.09 39.70 0| 0 2,589 0 4800 1.15 -0.16 36.77 0| 0 412 0 5200 1.95 -0.26 34.06 0| 45 3,600 0 5600 3.24 -0.39 31.95 0| 11 55 0 6000 5.14 -0.54 30.30 0| 0 90 0 6400 7.68 -0.70 28.87 0| 0 12 0 6800 10.80 -0.83 27.75 0| 0 20 0 7200 18.28 -0.94 30.30 0| 0 0 0 8000 26.15 -0.97 34.00 0| 0 0 0 8800 Total 0| 56 7,399 0 Indicative a-t-m Vol 31.96 Underlying Price 61.950 Time to expiry: 196 Days Mar 11 0.56 -0.05 51.00 0| 0 0 0 3600 0.81 -0.07 46.96 0| 0 5 0 4000 1.15 -0.11 43.15 0| 0 22 0 4400 1.55 -0.15 38.99 0| 0 1,700 0 4800 2.31 -0.21 36.75 0| 0 60 0 5200 3.38 -0.29 34.75