Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault (100) (RN1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 Total N/A | N/A N/A 0 Indicative a-t-m Vol 38.68 Underlying Price 32.260 Time to expiry: 24 Days Sep 10 14.27 1.00 68.00 0| 0 0 0 1800 12.27 1.00 62.07 0| 0 0 0 2000 10.27 1.00 56.66 0| 0 0 0 2200 8.29 0.99 52.33 0| 0 0 0 2400 6.38 0.94 54.17 0| 0 15 0 2600 4.51 0.88 47.89 0| 0 40 0 2800 3.62 0.83 44.70 0| 0 0 0 2900 2.81 0.76 42.81 0| 0 5,151 0 3000 2.08 0.67 40.89 0| 0 1,030 0 3100 1.45 0.55 38.91 0| 0 2,762 0 3200 0.96 0.43 38.02 0| 0 88 0 3300 0.63 0.59 0.31 36.62 0.63 0.63 40| 170 10,557 +80 3400 0.33 0.20 35.45 0| 0 3,832 0 3500 0.17 0.12 34.49 0| 0 14,093 0 3600 0.05 0.04 34.88 0| 0 4,970 0 3800 0.01 0.01 34.36 0| 0 4,418 0 4000 0.01 0.00 33.95 0| 0 309 0 4200 0.01 0.00 32.86 0| 0 131 0 4400 0.01 0.00 30.89 0| 0 228 0 4800 0.01 0.00 26.00 0| 0 200 0 5600 Total 40| 170 47,824 +80 Indicative a-t-m Vol 40.38 Underlying Price 32.260 Time to expiry: 52 Days Oct 10 6.69 0.88 52.54 0| 0 0 0 2600 4.96 0.81 47.94 0| 0 0 0 2800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.41 0.70 43.79 0| 0 0 0 3000 2.73 0.63 42.15 0| 0 0 0 3100 2.14 0.55 40.75 0| 0 120 0 3200 1.66 1.61 0.47 39.32 1.66 1.66 20| 0 80 0 3300 1.19 0.39 38.34 0| 0 0 0 3400 0.87 0.86 0.31 37.52 0.87 0.87 20| 0 2 0 3500 0.60 0.24 36.91 0| 0 2 0 3600 0.29 0.26 0.13 35.37 0.29 0.29 1| 0 40 0 3800 0.11 0.06 34.88 0| 0 2 0 4000 0.02 0.01 31.00 0| 0 4 0 4200 Total 41| 0 250 0 Indicative a-t-m Vol 40.87 Underlying Price 32.260 Time to expiry: 87 Days Nov 10 7.10 0.84 51.60 0| 0 0 0 2600 5.45 0.77 47.52 0| 0 0 0 2800 4.05 4.00 0.67 44.20 4.10 4.00 59| 0 0 0 3000 2.75 0.56 41.29 0| 0 0 0 3200 2.21 0.50 39.69 0| 0 0 0 3300 1.75 0.43 38.61 0| 0 0 0 3400 1.04 0.31 36.90 0| 0 0 0 3600 0.59 0.20 35.69 0| 0 0 0 3800 0.31 0.12 34.69 0| 0 0 0 4000 Total 59| 0 0 0 Indicative a-t-m Vol 41.20 Underlying Price 32.260 Time to expiry: 115 Days Dec 10 24.29 1.00 90.00 0| 0 0 0 800 22.31 1.00 89.03 0| 0 0 0 1000 20.35 0.99 84.81 0| 0 0 0 1200 18.41 0.98 79.44 0| 0 0 0 1400 16.48 0.97 73.82 0| 0 0 0 1600 14.56 0.96 68.35 0| 0 0 0 1800 12.68 0.94 63.23 0| 0 1,080 0 2000 10.84 0.91 58.53 0| 0 0 0 2200 9.08 0.87 54.66 0| 0 291 0 2400 7.37 0.82 50.44 0| 0 121 0 2600 5.79 0.75 46.82 0| 0 2,535 0 2800 4.38 0.67 43.94 0| 0 2,293 0 3000 3.17 0.57 41.55 0| 0 10,212 0 3200 2.14 0.45 38.87 0| 0 4,936 0 3400 1.36 0.34 36.77 0| 0 8,068 0 3600 0.84 0.24 35.70 0| 0 7,841 0 3800 0.51 0.16 34.97 0| 0 7,183 0 4000 0.25 0.09 33.13 0| 0 2,303 0 4200 0.13 0.05 32.26 0| 0 791 0 4400 0.03 0.02 31.15 0| 0 518 0 4800 0.01 0.00 31.08 0| 0 3,257 0 5600 0.01 0.00 31.93 0| 0 729 0 6000 0.01 0.00 33.27 0| 0 390 0 6400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 36.00 0| 0 150 0 7000 Total 0| 0 52,698 0 Indicative a-t-m Vol 41.14 Underlying Price 32.260 Time to expiry: 206 Days Mar 11 14.83 0.94 60.00 0| 0 0 0 1800 13.07 0.91 57.32 0| 0 0 0 2000 11.36 0.88 54.38 0| 0 0 0 2200 9.71 0.84 51.48 0| 0 0 0 2400 8.14 0.79 48.59 0| 0 0 0 2600 6.67 0.73 45.81 0| 0 71 0 2800 5.35 0.66 43.54 0| 0 84 0 3000 4.18 0.58 41.41 0| 0 1,307 0 3200 3.15 0.50 39.36 0| 0 185 0 3400 2.31 0.41 37.75 0| 0 113 0 3600 1.66 0.33 36.47 0| 0 78 0 3800 1.15 0.25 35.30 0| 0 1,027 0 4000 0.52 0.14 33.74 0| 0 3,091 0 4400 0.23 0.07 33.07 0| 0 104 0 4800 0.06 0.02 34.00 0| 0 105 0 5600 Total 0| 0 6,165 0 Indicative a-t-m Vol 41.09 Underlying Price 32.260 Time to expiry: 297 Days Jun 11 24.37 0.99 78.00 0| 0 0 0 800 22.48 0.98 76.02 0| 0 0 0 1000 20.62 0.97 72.32 0| 0 0 0 1200 18.78 0.96 68.11 0| 0 0 0 1400 16.95 0.94 63.89 0| 0 0 0 1600 15.18 0.92 59.88 0| 0 0 0 1800 13.45 0.89 56.18 0| 0 0 0 2000 11.76 0.86 52.82 0| 0 0 0 2200 10.14 0.82 49.48 0| 0 0 0 2400 7.26 0.72 44.70 0| 0 0 0 2800 6.01 0.65 42.92 0| 0 0 0 3000 4.89 0.59 41.35 0| 0 25 0 3200 3.86 0.52 39.32 0| 0 41 0 3400 3.00 0.44 37.74 0| 0 154 0 3600 2.29 0.37 36.48 0| 0 0 0 3800 1.72 0.31 35.41 0| 0 21 0 4000 0.96 0.20 34.34 0| 0 0 0 4400 0.53 0.12 33.53 0| 0 0 0 4800 0.11 0.03 34.00 0| 0 0 0 6000 Total 0| 0 241 0 Indicative a-t-m Vol 41.16 Underlying Price 32.260 Time to expiry: 479 Days Dec 11 22.67 0.97 71.00 0| 0 0 0 1000 20.87 0.96 66.29 0| 0 0 0 1200 19.09 0.94 62.08 0| 0 0 0 1400 17.36 0.92 58.37 0| 0 0 0 1600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.68 0.90 55.11 0| 0 0 0 1800 14.05 0.87 52.25 0| 0 0 0 2000 12.51 0.84 49.69 0| 0 0 0 2200 11.07 0.80 47.66 0| 0 0 0 2400 8.42 0.71 43.96 0| 0 3,000 0 2800 6.19 0.61 41.29 0| 0 4,500 0 3200 4.46 0.50 39.28 0| 0 3,850 0 3600 3.13 0.40 37.83 0| 0 42 0 4000 1.49 0.23 36.20 0| 0 1,326 0 4800 0.54 0.10 36.00 0| 0 110 0 6000 Total 0| 0 12,828 0 Indicative a-t-m Vol 43.30 Underlying Price 32.260 Time to expiry: 661 Days Jun 12 17.88 0.91 58.51 0| 0 0 0 1600 14.91 0.86 54.20 0| 0 0 0 2000 13.54 0.82 52.32 0| 0 0 0 2200 12.16 0.79 50.27 0| 0 0 0 2400 9.76 0.72 47.28 0| 0 0 0 2800 7.49 0.63 43.51 0| 0 0 0 3200 5.54 0.54 40.21 0| 0 0 0 3600 3.96 0.44 37.53 0| 0 0 0 4000 2.03 0.28 35.05 0| 0 0 0 4800 0.84 0.14 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.10 Underlying Price 32.260 Time to expiry: 850 Days Dec 12 21.48 0.94 64.62 0| 0 0 0 1200 18.37 0.90 58.21 0| 0 0 0 1600 15.58 0.85 54.06 0| 0 0 0 2000 13.01 0.79 50.43 0| 0 0 0 2400 10.68 0.72 47.28 0| 0 0 0 2800 8.39 0.64 43.30 0| 0 0 0 3200 6.44 0.56 40.15 0| 0 0 0 3600 4.76 0.47 37.24 0| 0 0 0 4000 3.57 0.39 35.72 0| 0 500 0 4400 2.66 0.32 34.57 0| 0 0 0 4800 1.39 0.19 34.98 0| 0 0 0 6000 Total 0| 0 500 0 Indicative a-t-m Vol 42.52 Underlying Price 32.260 Time to expiry: 1032 Days Jun 13 15.99 0.85 54.19 0| 0 0 0 2000 13.51 0.79 50.44 0| 0 0 0 2400 8.88 0.65 42.70 0| 0 0 0 3200 7.00 0.58 39.92 0| 0 0 0 3600 5.37 0.50 37.38 0| 0 0 0 4000 3.17 0.35 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 42.44 Underlying Price 32.260 Time to expiry: 1214 Days Dec 13 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 21.91 0.94 64.62 0| 0 0 0 1200 19.05 0.89 58.21 0| 0 0 0 1600 16.56 0.85 54.61 0| 0 0 0 2000 14.14 0.79 50.52 0| 0 0 0 2400 9.57 0.66 42.61 0| 0 0 0 3200 6.06 0.52 37.39 0| 0 0 0 4000 3.86 0.39 34.83 0| 0 0 0 4800 2.26 0.26 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.34 Underlying Price 32.260 Time to expiry: 1578 Days Dec 14 19.44 0.90 58.13 0| 0 0 0 1600 17.13 0.85 54.54 0| 0 0 0 2000 14.84 0.80 50.57 0| 0 0 0 2400 10.45 0.68 42.51 0| 0 0 0 3200 6.96 0.55 37.21 0| 0 0 0 4000 4.61 0.43 34.22 0| 0 0 0 4800 2.95 0.30 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 140| 170 120,506 +80 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault (100) (RN1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 Total N/A | N/A N/A 0 Indicative a-t-m Vol 38.68 Underlying Price 32.260 Time to expiry: 24 Days Sep 10 0.01 0.00 68.00 0| 0 0 0 1800 0.01 0.00 62.07 0| 0 0 0 2000 0.01 0.00 56.66 0| 0 420 0 2200 0.02 -0.01 52.33 0| 0 352 0 2400 0.11 -0.06 54.17 0| 0 5,216 0 2600 0.24 -0.12 47.89 0| 0 3,538 0 2800 0.35 -0.17 44.70 0| 0 1 0 2900 0.46 0.54 -0.24 42.81 0.46 0.46 1| 0 538 0 3000 0.81 0.81 -0.33 40.89 0.81 0.81 50| 0 2,461 0 3100 1.17 1.18 -0.45 38.91 1.17 1.17 50| 120 6,302 -61 3200 1.69 -0.57 38.02 0| 0 3,800 0 3300 2.32 -0.69 36.62 0| 0 1,825 0 3400 3.06 -0.80 35.45 0| 0 10 0 3500 3.90 -0.88 34.49 0| 0 7,027 0 3600 5.78 -0.96 34.88 0| 0 368 0 3800 7.74 -0.99 34.36 0| 0 264 0 4000 9.74 -1.00 33.95 0| 0 76 0 4200 11.74 -1.00 32.86 0| 0 0 0 4400 15.74 -1.00 30.89 0| 0 0 0 4800 23.74 -1.00 26.00 0| 0 0 0 5600 Total 101| 120 32,198 -61 Indicative a-t-m Vol 40.38 Underlying Price 32.260 Time to expiry: 52 Days Oct 10 0.41 -0.12 52.54 0| 0 0 0 2600 0.68 -0.19 47.94 0| 0 1 0 2800 1.13 -0.30 43.79 0| 0 1,500 0 3000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.45 -0.37 42.15 0| 0 0 0 3100 1.85 -0.45 40.75 0| 0 1,520 0 3200 2.33 -0.53 39.32 0| 20 101 +20 3300 2.91 -0.61 38.34 0| 0 40 0 3400 3.57 -0.69 37.52 0| 0 0 0 3500 4.32 -0.76 36.91 0| 0 0 0 3600 5.98 -0.88 35.37 0| 0 0 0 3800 7.83 -0.94 34.88 0| 0 0 0 4000 9.75 -0.99 31.00 0| 0 0 0 4200 Total 0| 20 3,162 +20 Indicative a-t-m Vol 40.87 Underlying Price 32.260 Time to expiry: 87 Days Nov 10 0.79 -0.16 51.60 0| 0 0 0 2600 1.15 -0.23 47.52 0| 0 0 0 2800 1.69 -0.33 44.20 0| 0 0 0 3000 2.44 -0.44 41.29 0| 0 0 0 3200 2.90 -0.50 39.69 0| 0 0 0 3300 3.44 -0.57 38.61 0| 0 0 0 3400 4.73 -0.70 36.90 0| 0 0 0 3600 6.28 -0.80 35.69 0| 0 0 0 3800 8.00 -0.88 34.69 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 41.20 Underlying Price 32.260 Time to expiry: 115 Days Dec 10 0.01 0.00 90.00 0| 0 0 0 800 0.03 0.00 89.03 0| 0 230 0 1000 0.06 -0.01 84.81 0| 0 100 0 1200 0.11 -0.02 79.44 0| 0 413 0 1400 0.17 -0.03 73.82 0| 0 150 0 1600 0.26 -0.04 68.35 0| 0 3,024 0 1800 0.37 -0.06 63.23 0| 0 6,055 0 2000 0.52 -0.09 58.53 0| 0 727 0 2200 0.75 -0.13 54.66 0| 0 8,350 0 2400 1.04 -0.18 50.44 0| 0 3,925 0 2600 1.46 -0.25 46.82 0| 0 10,153 0 2800 2.04 -0.33 43.94 0| 0 11,154 0 3000 2.75 2.83 -0.44 41.55 2.75 S 2.75 S 2,000| 0 16,353 0 3200 3.80 -0.55 38.87 0| 0 6,250 0 3400 5.02 -0.66 36.77 0| 0 4,574 0 3600 6.50 -0.76 35.70 0| 0 363 0 3800 8.17 -0.84 34.97 0| 0 1,834 0 4000 9.92 -0.91 33.13 0| 0 125 0 4200 11.81 -0.95 32.26 0| 0 51 0 4400 15.74 -1.00 31.15 0| 0 20 0 4800 23.74 -1.00 31.08 0| 0 50 0 5600 27.74 -1.00 31.93 0| 0 60 0 6000 31.74 -1.00 33.27 0| 0 20 0 6400 37.74 -1.00 36.00 0| 0 10 0 7000 Total 2,000| 0 73,991 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 8 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 41.14 Underlying Price 32.260 Time to expiry: 206 Days Mar 11 0.49 -0.06 60.00 0| 0 226 0 1800 0.72 -0.09 57.32 0| 0 63 0 2000 1.00 -0.12 54.38 0| 0 160 0 2200 1.34 -0.17 51.48 0| 0 855 0 2400 1.76 -0.22 48.59 0| 0 150 0 2600 2.28 -0.28 45.81 0| 5 297 +5 2800 2.96 -0.35 43.54 0| 0 173 0 3000 3.78 -0.42 41.41 0| 0 2,163 0 3200 4.74 -0.51 39.36 0| 0 208 0 3400 5.90 -0.59 37.75 0| 0 143 0 3600 7.24 -0.67 36.47 0| 0 1 0 3800 8.74 -0.75 35.30 0| 0 141 0 4000 12.12 -0.87 33.74 0| 0 0 0 4400 15.85 -0.94 33.07 0| 0 1 0 4800 23.74 -1.00 34.00 0| 0 0 0 5600 Total 0| 5 4,581 +5 Indicative a-t-m Vol 41.09 Underlying Price 32.260 Time to expiry: 297 Days Jun 11 0.09 -0.01 78.00 0| 0 0 0 800 0.21 -0.02 76.02 0| 0 0 0 1000 0.35 -0.03 72.32 0| 0 0 0 1200 0.51 -0.05 68.11 0| 0 0 0 1400 0.68 -0.07 63.89 0| 0 10 0 1600 0.90 -0.09 59.88 0| 0 50 0 1800 1.17 -0.12 56.18 0| 0 110 0 2000 1.48 -0.15 52.82 0| 0 0 0 2200 1.85 -0.19 49.48 0| 0 51 0 2400 2.96 -0.29 44.70 0| 0 29 0 2800 3.70 -0.35 42.92 0| 0 25 0 3000 4.58 -0.42 41.35 0| 0 21 0 3200 5.54 -0.49 39.32 0| 0 17 0 3400 6.67 -0.56 37.74 0| 0 65 0 3600 7.95 -0.63 36.48 0| 0 34 0 3800 9.37 -0.70 35.41 0| 0 175 0 4000 12.60 -0.80 34.34 0| 0 0 0 4400 16.14 -0.88 33.53 0| 0 0 0 4800 27.74 -0.99 34.00 0| 0 0 0 6000 Total 0| 0 587 0 Indicative a-t-m Vol 41.16 Underlying Price 32.260 Time to expiry: 479 Days Dec 11 0.45 -0.03 71.00 0| 0 0 0 1000 0.63 -0.05 66.29 0| 0 0 0 1200 0.83 -0.06 62.08 0| 0 50 0 1400 1.08 -0.08 58.37 0| 0 7,502 0 1600 1.38 -0.11 55.11 0| 0 150 0 1800 1.73 -0.13 52.25 0| 0 50 0 2000 2.16 -0.17 49.69 0| 0 0 0 2200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.69 -0.20 47.66 0| 0 2,000 0 2400 3.99 -0.29 43.96 0| 0 3,000 0 2800 5.71 -0.40 41.29 0| 0 2,005 0 3200 7.94 -0.50 39.28 0| 0 3,355 0 3600 10.58 -0.61 37.83 0| 0 0 0 4000 16.90 -0.78 36.20 0| 0 10 0 4800 27.94 -0.92 36.00 0| 0 0 0 6000 Total 0| 0 18,122 0 Indicative a-t-m Vol 43.30 Underlying Price 32.260 Time to expiry: 661 Days Jun 12 1.71 -0.10 58.51 0| 0 0 0 1600 2.69 -0.15 54.20 0| 0 0 0 2000 3.30 -0.18 52.32 0| 0 0 0 2200 3.89 -0.22 50.27 0| 0 0 0 2400 5.44 -0.29 47.28 0| 0 0 0 2800 7.11 -0.38 43.51 0| 0 0 0 3200 9.10 -0.47 40.21 0| 0 0 0 3600 11.45 -0.57 37.53 0| 0 0 0 4000 17.41 -0.73 35.05 0| 0 0 0 4800 28.10 -0.88 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.10 Underlying Price 32.260 Time to expiry: 850 Days Dec 12 1.42 -0.07 64.62 0| 0 0 0 1200 2.24 -0.11 58.21 0| 0 0 0 1600 3.36 -0.16 54.06 0| 0 0 0 2000 4.70 -0.22 50.43 0| 0 500 0 2400 6.27 -0.29 47.28 0| 0 0 0 2800 7.88 -0.36 43.30 0| 0 0 0 3200 9.84 -0.45 40.15 0| 0 0 0 3600 12.07 -0.54 37.24 0| 0 0 0 4000 14.80 -0.62 35.72 0| 0 0 0 4400 17.81 -0.69 34.57 0| 0 1 0 4800 28.40 -0.84 34.98 0| 0 0 0 6000 Total 0| 0 501 0 Indicative a-t-m Vol 42.52 Underlying Price 32.260 Time to expiry: 1032 Days Jun 13 4.03 -0.16 54.19 0| 0 0 0 2000 5.43 -0.22 50.44 0| 0 0 0 2400 8.56 -0.36 42.70 0| 0 0 0 3200 10.54 -0.43 39.92 0| 0 0 0 3600 12.77 -0.51 37.38 0| 0 0 0 4000 18.29 -0.66 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 42.44 Underlying Price 32.260 Time to expiry: 1214 Days Dec 13 2.20 -0.08 64.62 0| 0 0 0 1200 3.21 -0.12 58.21 0| 0 0 0 1600 4.58 -0.16 54.61 0| 0 0 0 2000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 10 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.00 -0.22 50.52 0| 0 0 0 2400 9.09 -0.34 42.61 0| 0 0 0 3200 13.24 -0.49 37.39 0| 0 0 0 4000 18.73 -0.63 34.83 0| 0 0 0 4800 28.81 -0.78 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.34 Underlying Price 32.260 Time to expiry: 1578 Days Dec 14 4.03 -0.12 58.13 0| 0 0 0 1600 5.52 -0.16 54.54 0| 0 0 0 2000 6.98 -0.21 50.57 0| 0 0 0 2400 10.08 -0.33 42.51 0| 0 0 0 3200 14.07 -0.46 37.21 0| 0 0 0 4000 19.21 -0.59 34.22 0| 0 0 0 4800 29.03 -0.74 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 2,101| 145 133,142 -36 Grand Total 2,241| 315 253,648 +44 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault European (RN3) Indicative a-t-m Vol 38.68 Underlying Price 32.260 Time to expiry: 24 Days Sep 10 14.27 1.00 68.00 0| 0 0 0 1800 12.27 1.00 62.07 0| 0 0 0 2000 10.27 1.00 56.66 0| 0 32,500 0 2200 8.29 0.99 52.33 0| 0 0 0 2400 6.38 0.94 54.17 0| 0 0 0 2600 4.51 0.88 47.89 0| 0 0 0 2800 3.62 0.83 44.70 0| 0 0 0 2900 2.81 0.76 42.81 0| 0 0 0 3000 2.08 0.67 40.89 0| 0 0 0 3100 1.45 0.55 38.91 0| 0 90 0 3200 0.96 0.43 38.02 0| 0 0 0 3300 0.59 0.31 36.62 0| 0 400 0 3400 0.33 0.20 35.45 0| 0 0 0 3500 0.17 0.12 34.49 0| 0 400 0 3600 0.05 0.04 34.88 0| 0 400 0 3800 0.01 0.01 34.36 0| 0 20 0 4000 0.01 0.00 33.95 0| 0 0 0 4200 0.01 0.00 32.86 0| 0 702 0 4400 0.01 0.00 30.89 0| 0 369 0 4800 0.01 0.00 26.00 0| 0 0 0 5600 Total 0| 0 34,881 0 Indicative a-t-m Vol 41.14 Underlying Price 32.260 Time to expiry: 206 Days Mar 11 20.32 0.99 61.05 0| 0 0 0 1200 18.43 0.98 62.82 0| 0 0 0 1400 16.59 0.96 62.07 0| 0 0 0 1600 14.79 0.94 60.00 0| 0 0 0 1800 13.04 0.91 57.32 0| 0 0 0 2000 11.33 0.88 54.38 0| 0 0 0 2200 9.68 0.83 51.48 0| 0 0 0 2400 8.11 0.78 48.59 0| 0 0 0 2600 6.64 0.72 45.81 0| 0 0 0 2800 5.33 0.66 43.54 0| 0 0 0 3000 4.16 0.58 41.41 0| 0 0 0 3200 3.13 0.49 39.36 0| 0 0 0 3400 2.30 0.41 37.75 0| 0 6 0 3600 1.65 0.33 36.47 0| 0 0 0 3800 1.14 0.25 35.30 0| 0 0 0 4000 0.52 0.14 33.74 0| 0 15 0 4400 0.23 0.07 33.07 0| 0 0 0 4800 0.06 0.02 34.00 0| 0 0 0 5600 0.04 0.01 35.45 0| 0 0 0 6000 Total 0| 0 21 0 Indicative a-t-m Vol 42.02 Underlying Price 32.260 Time to expiry: 388 Days Sep 11 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 12 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.88 0.87 56.44 0| 0 0 0 2000 10.96 0.80 52.37 0| 0 0 0 2400 8.11 0.71 46.55 0| 0 0 0 2800 5.68 0.60 42.25 0| 0 0 0 3200 3.77 0.48 38.73 0| 0 0 0 3600 2.40 0.36 36.60 0| 0 30 0 4000 0.83 0.17 33.29 0| 0 47 0 4800 0.25 0.06 34.23 0| 0 0 0 6000 Total 0| 0 77 0 Indicative a-t-m Vol 42.08 Underlying Price 32.260 Time to expiry: 570 Days Mar 12 14.88 0.85 56.49 0| 0 0 0 2000 12.12 0.79 52.45 0| 0 0 0 2400 9.25 0.71 46.06 0| 0 0 0 2800 6.92 0.62 42.31 0| 0 0 0 3200 4.93 0.52 38.70 0| 0 0 0 3600 3.46 0.42 36.54 0| 0 3 0 4000 1.39 0.22 32.30 0| 0 0 0 4800 Total 0| 0 3 0 Total Calls 0| 0 34,982 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault European (RN3) Indicative a-t-m Vol 38.68 Underlying Price 32.260 Time to expiry: 24 Days Sep 10 0.01 0.00 68.00 0| 0 0 0 1800 0.01 0.00 62.07 0| 0 0 0 2000 0.01 0.00 56.66 0| 0 33,740 0 2200 0.02 -0.01 52.33 0| 0 1,106 0 2400 0.11 -0.06 54.17 0| 0 0 0 2600 0.24 -0.12 47.89 0| 0 260 0 2800 0.35 -0.17 44.70 0| 0 0 0 2900 0.54 -0.24 42.81 0| 0 50 0 3000 0.81 -0.33 40.89 0| 0 0 0 3100 1.18 -0.45 38.91 0| 0 45 0 3200 1.69 -0.57 38.02 0| 0 0 0 3300 2.32 -0.69 36.62 0| 0 0 0 3400 3.06 -0.80 35.45 0| 0 0 0 3500 3.90 -0.88 34.49 0| 0 0 0 3600 5.77 -0.96 34.88 0| 0 500 0 3800 7.74 -0.99 34.36 0| 0 785 0 4000 9.73 -1.00 33.95 0| 0 0 0 4200 11.73 -1.00 32.86 0| 0 35 0 4400 15.73 -1.00 30.89 0| 0 0 0 4800 23.72 -1.00 26.00 0| 0 0 0 5600 Total 0| 0 36,521 0 Indicative a-t-m Vol 41.14 Underlying Price 32.260 Time to expiry: 206 Days Mar 11 0.05 -0.01 61.05 0| 0 0 0 1200 0.15 -0.02 62.82 0| 0 0 0 1400 0.30 -0.04 62.07 0| 0 0 0 1600 0.49 -0.06 60.00 0| 0 0 0 1800 0.72 -0.09 57.32 0| 0 239 0 2000 1.00 -0.12 54.38 0| 0 0 0 2200 1.34 -0.17 51.48 0| 0 659 0 2400 1.76 -0.22 48.59 0| 0 750 0 2600 2.28 -0.28 45.81 0| 5 20 +5 2800 2.96 -0.34 43.54 0| 0 0 0 3000 3.78 -0.42 41.41 0| 0 8 0 3200 4.74 -0.51 39.36 0| 0 0 0 3400 5.90 -0.59 37.75 0| 0 400 0 3600 7.23 -0.67 36.47 0| 0 0 0 3800 8.72 -0.75 35.30 0| 0 0 0 4000 12.08 -0.86 33.74 0| 0 0 0 4400 15.76 -0.93 33.07 0| 0 0 0 4800 23.55 -0.98 34.00 0| 0 0 0 5600 27.51 -0.99 35.45 0| 0 0 0 6000 Total 0| 5 2,076 +5 Indicative a-t-m Vol 42.02 Underlying Price 32.260 Time to expiry: 388 Days Sep 11 1.62 -0.13 56.44 0| 0 0 0 2000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 14 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.65 -0.20 52.37 0| 0 0 0 2400 3.75 -0.29 46.55 0| 0 30 0 2800 5.28 -0.40 42.25 0| 0 0 0 3200 7.32 -0.52 38.73 0| 0 40 0 3600 9.89 -0.64 36.60 0| 0 0 0 4000 16.22 -0.83 33.29 0| 0 0 0 4800 27.49 -0.94 34.23 0| 0 0 0 6000 Total 0| 0 70 0 Indicative a-t-m Vol 42.08 Underlying Price 32.260 Time to expiry: 570 Days Mar 12 2.48 -0.15 56.49 0| 0 0 0 2000 3.64 -0.21 52.45 0| 0 0 0 2400 4.69 -0.29 46.06 0| 0 0 0 2800 6.28 -0.38 42.31 0| 0 0 0 3200 8.21 -0.48 38.70 0| 0 0 0 3600 10.66 -0.58 36.54 0| 0 0 0 4000 16.44 -0.78 32.30 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 5 38,667 +5 Grand Total 0| 5 73,649 +5 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Safran SA (100) (SM1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1950 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2050 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2150 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2350 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 33.25 Underlying Price 19.255 Time to expiry: 24 Days Sep 10 11.26 1.00 44.85 0| 0 0 0 800 10.46 1.00 44.65 0| 0 0 0 880 9.66 1.00 43.66 0| 0 0 0 960 9.26 1.00 42.86 0| 0 0 0 1000 8.26 1.00 42.26 0| 0 0 0 1100 7.26 1.00 41.07 0| 0 0 0 1200 6.26 1.00 39.95 0| 0 0 0 1300 5.26 1.00 38.86 0| 0 0 0 1400 4.26 1.00 37.81 0| 0 0 0 1500 3.28 0.98 36.79 0| 0 0 0 1600 2.33 0.92 35.82 0| 0 0 0 1700 1.49 0.78 34.89 0| 0 0 0 1800 0.82 0.58 34.01 0| 0 0 0 1900 0.55 0.46 32.55 0| 0 0 0 1950 0.37 0.35 33.17 0| 0 0 0 2000 0.23 0.25 32.77 0| 0 0 0 2050 0.14 0.16 32.38 0| 0 0 0 2100 0.08 0.10 32.01 0| 0 0 0 2150 0.04 0.06 31.64 0| 0 273 0 2200 0.02 0.03 31.28 0| 0 0 0 2250 0.01 0.02 30.94 0| 0 0 0 2300 0.01 0.01 30.60 0| 0 0 0 2350 0.01 0.00 30.28 0| 0 3 0 2400 0.01 0.00 29.07 0| 0 0 0 2600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 28.01 0| 0 0 0 2800 0.01 0.00 27.09 0| 0 0 0 3000 0.01 0.00 26.28 0| 0 0 0 3200 0.01 0.00 25.00 0| 0 0 0 3600 Total 0| 0 276 0 Indicative a-t-m Vol 34.54 Underlying Price 19.255 Time to expiry: 52 Days Oct 10 3.39 0.91 38.50 0| 0 0 0 1600 2.54 0.83 37.39 0| 0 0 0 1700 1.78 0.71 36.15 0| 0 0 0 1800 1.16 0.57 34.85 0| 0 0 0 1900 0.90 0.49 34.26 0| 0 0 0 1950 0.69 0.41 33.79 0| 0 0 0 2000 0.50 0.33 33.09 0| 0 0 0 2050 0.36 0.26 32.37 0| 0 0 0 2100 0.25 0.20 32.02 0| 0 0 0 2150 0.17 0.15 31.60 0| 0 0 0 2200 0.07 0.07 30.73 0| 0 0 0 2300 0.03 0.03 30.01 0| 0 0 0 2400 0.01 0.00 29.26 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 35.45 Underlying Price 19.255 Time to expiry: 87 Days Nov 10 3.64 0.84 41.75 0| 0 0 0 1600 2.83 0.77 39.68 0| 0 0 0 1700 2.11 0.68 37.73 0| 0 0 0 1800 1.49 0.57 35.89 0| 0 0 0 1900 1.23 0.51 35.04 0| 0 0 0 1950 1.00 0.45 34.57 0| 0 0 0 2000 0.60 0.32 32.36 0| 0 0 0 2100 0.35 0.22 31.55 0| 0 0 0 2200 0.18 0.13 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 36.33 Underlying Price 19.255 Time to expiry: 115 Days Dec 10 14.47 1.00 85.00 0| 0 0 0 480 13.28 1.00 80.80 0| 0 0 0 600 12.88 1.00 78.61 0| 0 0 0 640 12.09 0.99 75.88 0| 0 0 0 720 11.31 0.99 73.91 0| 0 0 0 800 10.53 0.98 71.23 0| 0 0 0 880 9.75 0.98 68.16 0| 0 0 0 960 7.45 0.95 58.39 0| 0 0 0 1200 6.52 0.93 54.50 0| 0 0 0 1300 5.60 0.90 50.84 0| 0 0 0 1400 4.71 0.86 47.45 0| 0 0 0 1500 3.87 0.81 44.34 0| 0 0 0 1600 3.08 0.75 41.52 0| 0 0 0 1700 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 17 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.36 0.67 38.99 0| 0 0 0 1800 1.74 0.57 36.73 0| 0 0 0 1900 1.22 0.47 35.19 0| 0 0 0 2000 0.77 0.36 32.35 0| 0 0 0 2100 0.49 0.26 31.51 0| 0 0 0 2200 0.28 0.17 30.25 0| 0 0 0 2300 0.16 0.11 29.42 0| 0 4 0 2400 0.04 0.03 27.74 0| 0 250 0 2600 0.01 0.01 27.01 0| 0 0 0 2800 0.01 0.00 27.46 0| 0 0 0 3200 0.01 0.00 30.00 0| 0 0 0 3600 Total 0| 0 254 0 Indicative a-t-m Vol 34.79 Underlying Price 19.255 Time to expiry: 206 Days Mar 11 7.57 0.93 48.54 0| 0 0 0 1200 5.72 0.88 41.50 0| 0 0 0 1400 4.11 0.79 38.25 0| 0 0 0 1600 3.38 0.73 36.77 0| 0 0 0 1700 2.74 0.66 35.86 0| 0 0 0 1800 2.18 0.58 34.91 0| 0 0 0 1900 1.72 0.50 34.44 0| 0 0 0 2000 1.34 0.43 34.19 0| 0 0 0 2100 1.06 0.36 34.37 0| 0 0 0 2200 0.83 0.30 34.51 0| 0 0 0 2300 0.64 0.24 34.64 0| 0 0 0 2400 0.40 0.16 35.23 0| 0 0 0 2600 0.28 0.12 37.02 0| 0 0 0 2800 0.13 0.06 38.89 0| 0 0 0 3200 0.07 0.03 41.82 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 35.14 Underlying Price 19.255 Time to expiry: 297 Days Jun 11 13.31 1.00 53.00 0| 0 0 0 600 11.35 0.99 50.06 0| 0 0 0 800 10.58 0.98 48.08 0| 0 0 0 880 9.82 0.98 46.92 0| 0 0 0 960 7.64 0.93 44.55 0| 0 0 0 1200 5.85 0.87 39.28 0| 0 0 0 1400 4.30 0.78 36.63 0| 0 0 0 1600 3.01 0.66 35.03 0| 0 0 0 1800 2.53 0.59 35.25 0| 0 0 0 1900 2.07 0.52 34.83 0| 0 0 0 2000 1.70 0.46 34.71 0| 0 0 0 2100 1.40 0.40 34.82 0| 0 0 0 2200 1.13 0.34 34.72 0| 0 0 0 2300 0.97 0.30 35.44 0| 0 0 0 2400 0.64 0.22 35.62 0| 0 0 0 2600 0.47 0.16 36.73 0| 0 0 0 2800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 18 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.30 0.11 39.85 0| 0 0 0 3200 0.24 0.08 44.23 0| 0 0 0 3600 0.07 0.03 40.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.37 Underlying Price 19.255 Time to expiry: 479 Days Dec 11 13.33 0.99 53.73 0| 0 0 0 600 11.42 0.98 49.85 0| 0 0 0 800 7.84 0.90 42.95 0| 0 0 0 1200 6.21 0.84 39.49 0| 0 0 0 1400 4.74 0.75 36.66 0| 0 0 0 1600 3.58 0.65 35.34 0| 0 0 0 1800 2.72 0.54 35.39 0| 0 0 0 2000 1.75 0.43 31.87 0| 0 0 0 2200 1.19 0.32 30.88 0| 0 0 0 2400 0.73 0.19 40.00 0| 0 0 0 3200 0.22 0.07 38.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.62 Underlying Price 19.255 Time to expiry: 661 Days Jun 12 8.05 0.88 43.00 0| 0 0 0 1200 5.11 0.74 36.66 0| 0 0 0 1600 3.17 0.56 35.39 0| 0 0 0 2000 2.51 0.48 35.40 0| 0 0 0 2200 2.03 0.41 35.82 0| 0 0 0 2400 0.90 0.21 37.00 0| 0 0 0 3200 0.81 0.17 44.73 0| 0 0 0 4000 Total 0| 0 0 0 Total Calls 0| 0 530 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Safran SA (100) (SM1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 1950 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2050 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2150 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2250 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2350 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2450 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 33.25 Underlying Price 19.255 Time to expiry: 24 Days Sep 10 0.01 0.00 44.85 0| 0 0 0 800 0.01 0.00 44.65 0| 0 0 0 880 0.01 0.00 43.66 0| 0 0 0 960 0.01 0.00 42.86 0| 0 0 0 1000 0.01 0.00 42.26 0| 0 0 0 1100 0.01 0.00 41.07 0| 0 0 0 1200 0.01 0.00 39.95 0| 0 70 0 1300 0.01 0.00 38.86 0| 0 0 0 1400 0.01 0.00 37.81 0| 0 0 0 1500 0.02 -0.02 36.79 0| 0 0 0 1600 0.07 -0.08 35.82 0| 0 0 0 1700 0.23 -0.22 34.89 0| 0 0 0 1800 0.56 -0.42 34.01 0| 0 0 0 1900 0.79 -0.54 32.55 0| 0 75 0 1950 1.11 -0.65 33.17 0| 0 250 0 2000 1.47 -0.75 32.77 0| 0 0 0 2050 1.88 -0.84 32.38 0| 0 10 0 2100 2.32 -0.90 32.01 0| 0 0 0 2150 2.78 -0.94 31.64 0| 0 0 0 2200 3.26 -0.97 31.28 0| 0 0 0 2250 3.75 -0.99 30.94 0| 0 175 0 2300 4.25 -1.00 30.60 0| 0 0 0 2350 4.75 -1.00 30.28 0| 0 0 0 2400 6.75 -1.00 29.07 0| 0 0 0 2600 8.74 -1.00 28.01 0| 0 0 0 2800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 20 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.75 -1.00 27.09 0| 0 0 0 3000 12.75 -1.00 26.28 0| 0 0 0 3200 16.75 -1.00 25.00 0| 0 0 0 3600 Total 0| 0 580 0 Indicative a-t-m Vol 34.54 Underlying Price 19.255 Time to expiry: 52 Days Oct 10 0.13 -0.09 38.50 0| 0 0 0 1600 0.27 -0.17 37.39 0| 0 0 0 1700 0.51 -0.29 36.15 0| 0 0 0 1800 0.89 -0.43 34.85 0| 0 0 0 1900 1.13 -0.51 34.26 0| 0 0 0 1950 1.42 -0.59 33.79 0| 0 0 0 2000 1.73 -0.67 33.09 0| 0 0 0 2050 2.09 -0.74 32.37 0| 0 0 0 2100 2.48 -0.80 32.02 0| 0 0 0 2150 2.90 -0.85 31.60 0| 0 0 0 2200 3.80 -0.93 30.73 0| 0 0 0 2300 4.76 -0.97 30.01 0| 0 0 0 2400 6.75 -1.00 29.26 0| 0 0 0 2600 Total 0| 0 0 0 Indicative a-t-m Vol 35.45 Underlying Price 19.255 Time to expiry: 87 Days Nov 10 0.35 -0.16 41.75 0| 0 0 0 1600 0.55 -0.23 39.68 0| 0 0 0 1700 0.83 -0.32 37.73 0| 0 0 0 1800 1.21 -0.43 35.89 0| 0 0 0 1900 1.44 -0.49 35.04 0| 0 0 0 1950 1.71 -0.55 34.57 0| 0 0 0 2000 2.31 -0.68 32.36 0| 0 0 0 2100 3.07 -0.78 31.55 0| 0 0 0 2200 3.90 -0.87 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 36.33 Underlying Price 19.255 Time to expiry: 115 Days Dec 10 0.01 0.00 85.00 0| 0 0 0 480 0.01 0.00 80.80 0| 0 0 0 600 0.01 0.00 78.61 0| 0 0 0 640 0.02 -0.01 75.88 0| 0 0 0 720 0.03 -0.01 71.99 0| 0 6 0 800 0.04 -0.01 68.37 0| 0 0 0 880 0.06 -0.02 67.22 0| 0 0 0 960 0.16 -0.05 58.39 0| 0 0 0 1200 0.23 -0.07 54.50 0| 0 0 0 1300 0.30 -0.10 50.48 0| 0 0 0 1400 0.42 -0.14 47.45 0| 0 0 0 1500 0.57 -0.19 44.34 0| 0 0 0 1600 0.78 -0.25 41.52 0| 0 0 0 1700 1.06 -0.33 38.99 0| 0 0 0 1800 1.43 -0.43 36.73 0| 0 0 0 1900 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 21 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.92 -0.53 35.19 0| 0 0 0 2000 2.47 -0.65 32.35 0| 0 0 0 2100 3.19 -0.74 31.51 0| 0 0 0 2200 3.98 -0.83 30.25 0| 0 0 0 2300 4.86 -0.90 29.42 0| 0 3 0 2400 6.75 -0.98 27.74 0| 0 0 0 2600 8.74 -1.00 27.01 0| 0 0 0 2800 12.75 -1.00 27.46 0| 0 0 0 3200 16.75 -1.00 30.00 0| 0 0 0 3600 Total 0| 0 9 0 Indicative a-t-m Vol 34.79 Underlying Price 19.255 Time to expiry: 206 Days Mar 11 0.25 -0.07 48.54 0| 0 0 0 1200 0.39 -0.12 41.50 0| 0 0 0 1400 0.77 -0.21 38.25 0| 0 0 0 1600 1.04 -0.27 36.77 0| 0 0 0 1700 1.40 -0.34 35.86 0| 0 0 0 1800 1.83 -0.42 34.91 0| 0 0 0 1900 2.37 -0.50 34.44 0| 0 0 0 2000 2.99 -0.58 34.19 0| 0 0 0 2100 3.70 -0.65 34.37 0| 0 0 0 2200 4.47 -0.71 34.51 0| 0 0 0 2300 5.29 -0.76 34.64 0| 0 0 0 2400 7.04 -0.85 35.23 0| 0 0 0 2600 8.93 -0.89 37.02 0| 0 0 0 2800 12.79 -0.96 38.89 0| 0 0 0 3200 16.75 -0.98 41.82 0| 0 0 0 3600 Total 0| 0 0 0 Indicative a-t-m Vol 35.14 Underlying Price 19.255 Time to expiry: 297 Days Jun 11 0.01 0.00 53.00 0| 0 0 0 600 0.06 -0.02 50.06 0| 0 0 0 800 0.08 -0.02 48.08 0| 0 0 0 880 0.12 -0.03 46.92 0| 0 0 0 960 0.38 -0.09 44.55 0| 0 0 0 1200 0.61 -0.15 39.28 0| 0 0 0 1400 1.09 -0.25 36.63 0| 0 0 0 1600 1.84 -0.37 35.03 0| 0 0 0 1800 2.38 -0.44 35.25 0| 0 0 0 1900 2.93 -0.50 34.83 0| 0 0 0 2000 3.58 -0.56 34.71 0| 0 0 0 2100 4.29 -0.62 34.82 0| 0 0 0 2200 5.03 -0.67 34.72 0| 0 0 0 2300 5.86 -0.71 35.44 0| 0 0 0 2400 7.54 -0.79 35.62 0| 0 0 0 2600 9.36 -0.84 36.73 0| 0 0 0 2800 13.16 -0.90 39.85 0| 0 0 0 3200 17.08 -0.92 44.23 0| 0 0 0 3600 20.88 -0.97 40.00 0| 0 0 0 4000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 22 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 35.37 Underlying Price 19.255 Time to expiry: 479 Days Dec 11 0.07 -0.01 53.73 0| 0 0 0 600 0.19 -0.03 49.85 0| 0 0 0 800 0.67 -0.12 42.95 0| 0 0 0 1200 1.05 -0.18 39.49 0| 0 0 0 1400 1.59 -0.26 36.66 0| 0 0 0 1600 2.42 -0.36 35.34 0| 0 0 0 1800 3.56 -0.47 35.39 0| 0 0 0 2000 4.58 -0.58 31.87 0| 0 0 0 2200 6.01 -0.69 30.88 0| 0 0 0 2400 13.49 -0.82 40.00 0| 0 0 0 3200 20.94 -0.94 38.00 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 35.62 Underlying Price 19.255 Time to expiry: 661 Days Jun 12 1.04 -0.14 43.00 0| 0 0 0 1200 2.11 -0.28 36.66 0| 0 0 0 1600 4.16 -0.45 35.39 0| 0 0 0 2000 5.49 -0.53 35.40 0| 0 0 0 2200 6.98 -0.60 35.82 0| 0 0 0 2400 13.71 -0.79 37.00 0| 0 0 0 3200 21.91 -0.78 51.00 0| 0 0 0 4000 Total 0| 0 0 0 Total Puts 0| 0 589 0 Grand Total 0| 0 1,119 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Saint Gobain (100) (SG1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 Total N/A | N/A N/A 0 Indicative a-t-m Vol 40.33 Underlying Price 28.955 Time to expiry: 24 Days Sep 10 8.98 0.99 65.00 0| 0 0 0 2000 7.01 0.97 57.37 0| 0 0 0 2200 5.11 0.92 53.05 0| 0 0 0 2400 3.31 0.83 46.57 0| 0 0 0 2600 1.79 0.64 41.99 0| 23 38 +23 2800 1.10 1.20 0.52 40.27 1.10 1.10 37| 57 57 +57 2900 0.87 0.73 0.38 38.23 0.87 0.87 1,600| 0 134 0 3000 0.43 0.26 37.45 0| 0 139 0 3100 0.24 0.22 0.16 36.34 0.24 0.24 2| 460 6,996 +40 3200 0.11 0.09 36.16 0| 0 190 0 3300 0.06 0.07 0.06 38.39 0.06 0.05 84| 0 4,756 0 3400 0.02 0.02 34.81 0| 0 4,023 0 3500 0.01 0.01 34.18 0| 0 6,638 0 3600 0.01 0.00 33.13 0| 0 3,226 0 3800 0.01 0.00 32.32 0| 4 1,192 +4 4000 0.01 0.00 31.71 0| 0 7,060 0 4200 0.01 0.00 31.24 0| 0 2,101 0 4400 0.01 0.00 30.63 0| 0 2,684 0 4800 0.01 0.00 30.00 0| 0 229 0 5600 Total 1,723| 544 39,463 +124 Indicative a-t-m Vol 40.68 Underlying Price 28.955 Time to expiry: 52 Days Oct 10 5.41 0.86 50.44 0| 0 0 0 2400 3.75 0.76 45.83 0| 0 0 0 2600 2.77 2.34 0.62 42.01 2.77 2.77 35| 0 0 0 2800 2.15 1.77 0.53 40.62 2.15 2.15 18| 0 0 0 2900 1.23 1.29 0.44 39.07 1.23 S 1.23 S 10| 0 25 0 3000 0.89 0.35 37.69 0| 23 42 +23 3100 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 24 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.63 0.60 0.26 36.58 0.63 0.63 50| 0 91 0 3200 0.38 0.19 35.62 0| 0 114 0 3300 0.24 0.13 35.31 0| 0 1,361 0 3400 0.14 0.09 34.61 0| 0 310 0 3500 0.08 0.05 34.19 0| 0 643 0 3600 0.03 0.02 33.81 0| 0 70 0 3800 0.01 0.01 34.00 0| 0 210 0 4000 Total 113| 23 2,866 +23 Indicative a-t-m Vol 40.77 Underlying Price 28.955 Time to expiry: 87 Days Nov 10 5.82 0.81 50.32 0| 0 0 0 2400 4.22 0.73 45.31 0| 0 0 0 2600 2.89 0.61 42.39 0| 0 0 0 2800 2.30 0.54 40.70 0| 0 0 0 2900 1.81 0.47 39.54 0| 0 0 0 3000 1.58 1.39 0.40 38.36 1.58 1.58 60| 0 0 0 3100 1.05 0.33 37.45 0| 0 0 0 3200 0.55 0.21 35.73 0| 0 0 0 3400 0.25 0.21 0.10 32.63 0.25 0.25 60| 17 17 +17 3600 0.06 0.04 29.74 0| 0 0 0 3800 Total 120| 17 17 +17 Indicative a-t-m Vol 40.24 Underlying Price 28.955 Time to expiry: 115 Days Dec 10 17.03 0.99 73.74 0| 0 0 0 1200 14.56 0.98 67.91 0| 0 0 0 1454 11.15 0.94 61.35 0| 0 0 0 1817 9.48 0.91 57.06 0| 0 0 0 2000 7.89 0.87 53.08 0| 0 3,000 0 2180 6.05 0.80 48.43 0| 0 0 0 2400 4.94 0.74 45.86 0| 0 6,000 0 2544 3.23 0.61 42.00 0| 0 0 0 2800 2.70 2.58 0.54 40.04 2.70 2.56 165| 0 415 0 2907 2.31 2.10 0.48 38.67 2.31 2.31 20| 0 864 0 3000 1.24 1.09 0.32 36.47 1.24 1.19 568| 0 5,622 0 3271 0.77 0.74 0.24 35.01 0.77 0.72 24| 4 10,810 +4 3400 0.43 0.39 0.15 33.60 0.43 0.43 810| 8 2,804 +3 3600 0.35 0.14 33.60 0| 0 5,201 0 3634 0.19 0.08 32.57 0| 0 4,955 0 3800 0.07 0.04 30.45 0| 0 9,756 0 3997 0.07 0.04 30.43 0| 0 5,565 0 4000 0.02 0.02 29.33 0| 0 2,550 0 4200 0.01 0.01 28.58 0| 0 3,051 0 4361 0.01 0.00 27.89 0| 0 8,082 0 4543 0.01 0.00 27.17 0| 0 1 0 4800 0.01 0.00 26.68 0| 0 1,101 0 5088 0.01 0.00 26.49 0| 0 51 0 5451 0.01 0.00 26.74 0| 0 0 0 5814 0.01 0.00 27.81 0| 0 2 0 6360 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 25 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.01 0.00 31.00 0| 0 1 0 7268 Total 1,587| 12 69,831 +7 Indicative a-t-m Vol 40.04 Underlying Price 28.955 Time to expiry: 206 Days Mar 11 9.92 0.88 52.70 0| 0 0 0 2000 8.28 0.83 49.56 0| 0 0 0 2200 6.74 0.77 46.62 0| 0 0 0 2400 4.07 0.61 41.26 0| 0 0 0 2800 2.97 0.52 38.73 0| 0 126 0 3000 2.11 0.42 37.05 0| 0 110 0 3200 1.66 1.43 0.33 35.49 1.66 1.66 35| 0 850 0 3400 0.92 0.24 33.87 0| 0 1,183 0 3600 0.57 0.17 32.78 0| 0 903 0 3800 0.34 0.11 31.81 0| 0 1,410 0 4000 0.20 0.07 31.28 0| 0 30 0 4200 0.11 0.04 30.33 0| 0 178 0 4400 0.04 0.02 30.37 0| 0 113 0 4800 0.01 0.00 32.00 0| 0 158 0 5600 Total 35| 0 5,061 0 Indicative a-t-m Vol 39.98 Underlying Price 28.955 Time to expiry: 297 Days Jun 11 17.20 0.98 63.88 0| 0 0 0 1200 13.51 0.94 56.23 0| 0 0 0 1600 11.75 0.91 52.78 0| 0 0 0 1800 10.09 0.87 50.10 0| 0 0 0 2000 8.51 0.82 47.52 0| 0 0 0 2200 7.02 0.76 44.76 0| 0 0 0 2400 4.48 0.62 40.56 0| 0 25 0 2800 3.51 0.53 39.36 0| 0 0 0 3000 2.62 0.45 37.58 0| 0 26 0 3200 1.96 0.37 36.64 0| 14 31 +14 3400 1.39 0.29 35.37 0| 23 92 +23 3600 0.64 0.17 33.16 0| 0 285 0 4000 0.29 0.09 31.92 0| 0 276 0 4400 0.18 0.06 31.29 0| 0 5,276 0 4600 0.11 0.04 30.69 0| 0 4,173 0 4800 0.01 0.00 26.00 0| 0 50 0 6000 Total 0| 37 10,234 +37 Indicative a-t-m Vol 40.22 Underlying Price 28.955 Time to expiry: 479 Days Dec 11 17.24 0.97 58.00 0| 0 0 0 1200 13.73 0.92 53.25 0| 0 0 0 1600 12.10 0.88 51.09 0| 0 0 0 1800 10.52 0.84 48.56 0| 0 0 0 2000 9.08 0.79 46.44 0| 0 0 0 2200 7.71 0.74 44.21 0| 0 0 0 2400 5.37 0.62 40.91 0| 0 0 0 2800 3.55 0.48 38.02 0| 0 3 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 26 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.21 0.36 35.76 0| 0 4,200 0 3600 1.30 0.24 33.74 0| 1,000 31,000 +1,000 4000 0.30 0.08 30.94 0| 0 27,000 0 5000 0.09 0.03 31.00 0| 0 0 0 6000 0.02 0.01 29.57 0| 0 0 0 7000 0.01 0.00 30.00 0| 0 0 0 8000 Total 0| 1,000 62,203 +1,000 Indicative a-t-m Vol 40.77 Underlying Price 28.955 Time to expiry: 661 Days Jun 12 13.81 0.91 51.60 0| 0 0 0 1600 10.77 0.83 47.29 0| 0 0 0 2000 9.44 0.79 45.80 0| 0 0 0 2200 8.15 0.74 43.84 0| 0 0 0 2400 6.06 0.63 41.52 0| 0 0 0 2800 4.22 0.51 38.41 0| 0 0 0 3200 2.79 0.40 35.87 0| 0 0 0 3600 1.80 0.29 33.92 0| 0 0 0 4000 0.73 0.15 31.96 0| 0 0 0 4800 0.20 0.05 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.72 Underlying Price 28.955 Time to expiry: 850 Days Dec 12 13.96 0.91 50.14 0| 0 0 0 1600 11.07 0.82 46.50 0| 0 0 0 2000 8.66 0.73 43.79 0| 0 0 0 2400 6.64 0.63 41.39 0| 0 0 0 2800 4.86 0.53 38.60 0| 0 750 0 3200 3.45 0.43 36.31 0| 0 0 0 3600 2.48 0.34 35.10 0| 0 0 0 4000 1.18 0.20 32.83 0| 0 0 0 4800 0.42 0.09 31.57 0| 0 0 0 6000 0.09 0.02 30.98 0| 0 0 0 8000 Total 0| 0 750 0 Indicative a-t-m Vol 40.51 Underlying Price 28.955 Time to expiry: 1032 Days Jun 13 11.15 0.82 46.30 0| 0 0 0 2000 8.80 0.73 43.31 0| 0 0 0 2400 5.20 0.55 38.79 0| 0 0 0 3200 3.83 0.45 36.70 0| 0 0 0 3600 2.86 0.37 35.54 0| 0 0 0 4000 1.56 0.24 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 40.60 Underlying Price 28.955 Time to expiry: 1214 Days Dec 13 14.04 0.90 49.00 0| 0 0 0 1600 11.46 0.82 46.39 0| 0 0 0 2000 9.17 0.73 43.22 0| 0 0 0 2400 5.71 0.56 38.99 0| 0 0 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 27 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.40 0.40 36.03 0| 0 0 0 4000 1.97 0.27 34.11 0| 0 0 0 4800 0.90 0.15 32.52 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.55 Underlying Price 28.955 Time to expiry: 1578 Days Dec 14 11.57 0.82 46.20 0| 0 0 0 2000 9.43 0.74 43.10 0| 0 0 0 2400 6.20 0.58 38.99 0| 0 0 0 3200 3.89 0.43 35.76 0| 0 0 0 4000 2.45 0.31 33.94 0| 0 0 0 4800 1.35 0.20 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 3,578| 1,633 190,425 +1,208 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Saint Gobain (100) (SG1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 Total N/A | N/A N/A 0 Indicative a-t-m Vol 40.33 Underlying Price 28.955 Time to expiry: 24 Days Sep 10 0.02 -0.01 65.00 0| 0 200 0 2000 0.05 -0.03 57.37 0| 0 261 0 2200 0.15 -0.08 53.05 0| 0 1,444 0 2400 0.31 0.35 -0.17 46.57 0.31 0.31 1| 0 807 0 2600 0.74 0.83 -0.36 41.99 0.82 0.63 S 2,866| 0 9,737 0 2800 1.18 1.23 -0.48 40.27 1.25 1.17 162| 735 2,004 +735 2900 1.74 1.77 -0.62 38.23 1.74 1.74 2| 50 5,398 0 3000 2.46 -0.74 37.45 0| 0 247 0 3100 3.00 3.26 -0.84 36.34 3.24 3.00 10| 0 5,284 0 3200 4.15 -0.91 36.16 0| 0 100 0 3300 5.11 -0.94 38.39 0| 0 2,308 0 3400 6.06 -0.98 34.81 0| 0 1,334 0 3500 7.05 -0.99 34.18 0| 0 1,376 0 3600 9.05 -1.00 33.13 0| 9 304 0 3800 11.05 -1.00 32.32 0| 0 30 0 4000 13.05 -1.00 31.71 0| 0 0 0 4200 15.05 -1.00 31.24 0| 0 0 0 4400 19.05 -1.00 30.63 0| 0 0 0 4800 27.05 -1.00 30.00 0| 0 0 0 5600 Total 3,041| 794 30,834 +735 Indicative a-t-m Vol 40.68 Underlying Price 28.955 Time to expiry: 52 Days Oct 10 0.44 -0.14 50.44 0| 0 62 0 2400 0.65 0.78 -0.24 45.83 0.87 0.65 169| 0 13 0 2600 1.22 1.37 -0.38 42.01 1.22 1.22 39| 120 3,858 -63 2800 1.80 -0.47 40.62 0| 40 40 +40 2900 2.38 2.31 -0.56 39.07 2.38 S 2.38 S 10| 60 2,471 +48 3000 2.92 -0.66 37.69 0| 60 65 -45 3100 3.62 -0.74 36.58 0| 0 89 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 29 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.40 -0.81 35.62 0| 0 62 0 3300 5.26 -0.87 35.31 0| 0 34 0 3400 6.17 -0.92 34.61 0| 0 10 0 3500 7.11 -0.95 34.19 0| 0 0 0 3600 9.06 -0.98 33.81 0| 0 0 0 3800 11.05 -1.00 34.00 0| 0 0 0 4000 Total 218| 280 6,704 -20 Indicative a-t-m Vol 40.77 Underlying Price 28.955 Time to expiry: 87 Days Nov 10 0.69 0.83 -0.19 50.32 0.69 0.69 38| 0 0 0 2400 1.12 1.22 -0.27 45.31 1.12 1.12 39| 0 0 0 2600 1.89 -0.39 42.39 0| 0 0 0 2800 2.28 2.30 -0.46 40.70 2.28 2.28 20| 0 0 0 2900 2.81 -0.53 39.54 0| 0 0 0 3000 3.39 -0.60 38.36 0| 0 0 0 3100 4.05 -0.67 37.45 0| 0 0 0 3200 5.55 -0.80 35.73 0| 0 0 0 3400 7.21 -0.90 32.63 0| 0 0 0 3600 9.07 -0.97 29.74 0| 0 0 0 3800 Total 97| 0 0 0 Indicative a-t-m Vol 40.24 Underlying Price 28.955 Time to expiry: 115 Days Dec 10 0.05 -0.01 73.74 0| 0 54 0 1200 0.11 -0.02 67.91 0| 0 160 0 1454 0.32 -0.06 61.35 0| 0 139 0 1817 0.47 -0.09 57.06 0| 0 160 0 2000 0.60 0.68 -0.13 53.08 0.60 0.60 7| 0 3,235 0 2180 0.98 1.03 -0.20 48.43 0.98 0.98 10| 29 2,802 0 2400 1.38 1.36 -0.26 45.86 1.39 1.38 20| 26 1,326 0 2544 2.23 2.20 -0.39 42.00 2.23 2.20 30| 0 11,108 0 2800 2.62 -0.46 40.04 0| 0 2,185 0 2907 3.07 -0.52 38.67 0| 0 7,166 0 3000 4.77 -0.69 36.47 0| 0 4,149 0 3271 5.71 -0.76 35.01 0| 0 5,857 0 3400 7.36 -0.86 33.60 0| 0 1,073 0 3600 7.67 -0.87 33.60 0| 0 1,237 0 3634 9.17 -0.92 32.57 0| 0 2,340 0 3800 11.04 -0.97 30.45 0| 0 20 0 3997 11.07 -0.97 30.43 0| 0 0 0 4000 13.05 -1.00 29.33 0| 0 0 0 4200 14.66 -1.00 28.58 0| 0 70 0 4361 16.48 -1.00 27.89 0| 0 60 0 4543 19.05 -1.00 27.17 0| 0 0 0 4800 21.93 -1.00 26.68 0| 0 10 0 5088 25.56 -1.00 26.49 0| 0 10 0 5451 29.19 -1.00 26.74 0| 0 10 0 5814 34.65 -1.00 27.81 0| 0 10 0 6360 43.73 -1.00 31.00 0| 0 10 0 7268 Total 67| 55 43,191 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 30 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 40.04 Underlying Price 28.955 Time to expiry: 206 Days Mar 11 0.88 -0.13 52.70 0| 0 605 0 2000 1.24 -0.18 49.56 0| 0 552 0 2200 1.70 -0.24 46.62 0| 28 1,414 +25 2400 2.95 3.03 -0.39 41.26 2.95 2.95 26| 120 515 -57 2800 3.75 3.92 -0.49 38.73 3.75 3.75 10| 60 1,567 +42 3000 5.06 -0.58 37.05 0| 0 735 0 3200 6.37 -0.68 35.49 0| 0 647 0 3400 7.86 -0.76 33.87 0| 0 78 0 3600 9.51 -0.84 32.78 0| 0 89 0 3800 11.28 -0.89 31.81 0| 0 300 0 4000 13.15 -0.94 31.28 0| 0 0 0 4200 15.07 -0.97 30.33 0| 0 0 0 4400 19.05 -1.00 30.37 0| 0 0 0 4800 27.05 -1.00 32.00 0| 0 0 0 5600 Total 36| 208 6,502 +10 Indicative a-t-m Vol 39.98 Underlying Price 28.955 Time to expiry: 297 Days Jun 11 0.32 -0.04 63.88 0| 0 464 0 1200 0.71 -0.09 56.23 0| 60 172 +60 1600 0.95 0.99 -0.12 52.78 0.95 0.95 4| 36 195 +36 1800 1.38 -0.16 50.10 0| 0 196 0 2000 1.85 -0.22 47.52 0| 27 86 -11 2200 2.41 -0.28 44.76 0| 0 3,842 0 2400 3.99 -0.42 40.56 0| 0 1,150 0 2800 5.06 -0.50 39.36 0| 0 3,000 0 3000 6.35 6.23 -0.58 37.58 6.35 6.34 500| 0 1,908 0 3200 7.60 -0.66 36.64 0| 0 110 0 3400 8.59 9.07 -0.73 35.37 9.36 8.59 94| 0 52 0 3600 12.36 -0.85 33.16 0| 0 254 0 4000 16.01 -0.92 31.92 0| 0 208 0 4400 17.90 -0.95 31.29 0| 0 0 0 4600 19.82 -0.96 30.69 0| 0 0 0 4800 31.62 -1.00 26.00 0| 0 0 0 6000 Total 598| 123 11,637 +85 Indicative a-t-m Vol 40.22 Underlying Price 28.955 Time to expiry: 479 Days Dec 11 0.54 -0.05 58.00 0| 0 0 0 1200 1.18 -0.11 53.25 0| 0 0 0 1600 1.61 -0.14 51.09 0| 0 0 0 1800 2.07 -0.18 48.56 0| 0 0 0 2000 2.66 -0.23 46.44 0| 0 0 0 2200 3.32 -0.28 44.21 0| 0 0 0 2400 5.01 -0.40 40.91 0| 0 2,000 0 2800 7.20 -0.53 38.02 0| 0 1,450 0 3200 9.85 -0.66 35.76 0| 0 4,500 0 3600 12.93 -0.77 33.74 0| 0 1,850 0 4000 21.89 -0.93 30.94 0| 0 0 0 5000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 31 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 31.60 -0.98 31.00 0| 0 0 0 6000 41.45 -1.00 29.57 0| 0 0 0 7000 51.35 -1.00 30.00 0| 0 0 0 8000 Total 0| 0 9,800 0 Indicative a-t-m Vol 40.77 Underlying Price 28.955 Time to expiry: 661 Days Jun 12 1.74 -0.13 51.60 0| 0 0 0 1600 2.85 -0.21 47.29 0| 0 0 0 2000 3.59 -0.25 45.80 0| 0 0 0 2200 4.32 -0.30 43.84 0| 0 0 0 2400 6.29 -0.41 41.52 0| 0 0 0 2800 8.46 -0.52 38.41 0| 0 0 0 3200 11.04 -0.63 35.87 0| 0 0 0 3600 14.02 -0.73 33.92 0| 0 0 0 4000 20.85 -0.86 31.96 0| 0 0 0 4800 32.09 -0.95 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.72 Underlying Price 28.955 Time to expiry: 850 Days Dec 12 2.11 -0.14 50.14 0| 0 0 0 1600 3.34 -0.21 46.50 0| 0 0 0 2000 4.98 -0.30 43.79 0| 0 0 0 2400 6.94 -0.39 41.39 0| 0 0 0 2800 9.12 -0.49 38.60 0| 0 750 0 3200 11.64 -0.59 36.31 0| 0 1,000 0 3600 14.60 -0.67 35.10 0| 0 0 0 4000 21.15 -0.81 32.83 0| 0 0 0 4800 32.12 -0.92 31.57 0| 0 0 0 6000 51.30 -0.98 30.98 0| 0 0 0 8000 Total 0| 0 1,750 0 Indicative a-t-m Vol 40.51 Underlying Price 28.955 Time to expiry: 1032 Days Jun 13 4.03 -0.22 46.30 0| 0 0 0 2000 5.71 -0.31 43.31 0| 0 0 0 2400 10.03 -0.48 38.79 0| 0 0 0 3200 12.57 -0.57 36.70 0| 0 0 0 3600 15.49 -0.65 35.54 0| 0 0 0 4000 21.93 -0.77 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 40.60 Underlying Price 28.955 Time to expiry: 1214 Days Dec 13 2.92 -0.15 49.00 0| 0 0 0 1600 4.47 -0.22 46.39 0| 0 0 0 2000 6.15 -0.30 43.22 0| 0 0 0 2400 10.49 -0.46 38.99 0| 0 3 0 3200 15.88 -0.61 36.03 0| 0 0 0 4000 22.13 -0.74 34.11 0| 0 0 0 4800 32.53 -0.86 32.52 0| 0 0 0 6000 Total 0| 0 3 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 32 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 40.55 Underlying Price 28.955 Time to expiry: 1578 Days Dec 14 5.31 -0.22 46.20 0| 0 0 0 2000 7.07 -0.29 43.10 0| 0 0 0 2400 11.47 -0.44 38.99 0| 0 0 0 3200 16.69 -0.58 35.76 0| 0 0 0 4000 22.73 -0.70 33.94 0| 0 0 0 4800 32.83 -0.81 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 4,057| 1,460 110,421 +810 Grand Total 7,635| 3,093 300,846 +2,018 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Saint Gobain European (SG3) Indicative a-t-m Vol 40.93 Underlying Price 28.955 Time to expiry: 24 Days Sep 10 16.97 1.00 128.34 0| 0 0 0 1200 14.43 1.00 105.28 0| 0 0 0 1454 10.80 0.99 75.51 0| 0 0 0 1817 8.98 0.99 65.00 0| 0 110 0 2000 7.21 0.97 58.09 0| 0 30 0 2180 5.11 0.92 53.05 0| 0 60 0 2400 3.78 0.87 47.44 0| 0 0 0 2544 1.79 0.64 41.99 0| 0 0 0 2800 1.18 0.51 40.81 0| 0 30 0 2907 0.73 0.38 38.23 0| 0 0 0 3000 0.48 0.28 38.47 0| 0 2,500 0 3089 0.22 0.16 36.34 0| 0 0 0 3200 0.14 0.11 36.62 0| 0 6,572 0 3271 0.07 0.06 38.39 0| 0 0 0 3400 0.09 0.03 0.03 35.15 0.09 Q 0.09 Q 15,000| 0 15,222 0 3452 0.06 0.02 0.02 34.81 0.06 Q 0.06 Q 1,400| 0 1,400 0 3500 0.01 0.01 33.98 0| 0 11,378 0 3634 0.01 0.00 33.13 0| 0 32,910 0 3800 0.01 0.00 32.32 0| 0 400 0 4000 0.01 0.00 32.03 0| 0 40 0 4088 0.01 0.00 31.71 0| 0 50 0 4200 0.01 0.00 31.32 0| 0 16 0 4361 0.01 0.00 30.98 0| 0 5,176 0 4543 0.01 0.00 30.63 0| 0 5,000 0 4800 0.01 0.00 30.44 0| 0 97 0 4997 0.01 0.00 30.16 0| 0 0 0 5451 0.01 0.00 30.00 0| 0 80 0 5905 Total 16,400| 0 81,071 0 Indicative a-t-m Vol 40.13 Underlying Price 28.955 Time to expiry: 206 Days Mar 11 17.00 0.99 60.46 0| 0 0 0 1200 14.64 0.96 59.99 0| 0 0 0 1454 11.41 0.91 55.50 0| 0 0 0 1817 9.85 0.87 52.70 0| 0 0 0 2000 8.37 0.83 49.88 0| 0 0 0 2180 6.69 0.76 46.62 0| 0 0 0 2400 5.65 0.71 44.55 0| 0 0 0 2544 4.03 0.61 41.26 0| 0 0 0 2800 3.43 0.56 40.00 0| 0 0 0 2907 2.94 0.51 38.73 0| 0 0 0 3000 1.82 0.38 36.37 0| 0 0 0 3271 1.26 0.30 34.90 0| 0 0 0 3452 0.84 0.22 33.66 0| 0 15 0 3634 0.57 0.17 32.78 0| 0 30 0 3800 0.34 0.11 31.81 0| 0 110 0 4000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 34 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.27 0.09 31.46 0| 0 0 0 4088 0.20 0.07 31.28 0| 0 550 0 4200 0.13 0.05 30.73 0| 0 0 0 4361 0.08 0.03 30.46 0| 0 15 0 4543 0.04 0.02 30.37 0| 0 0 0 4800 0.02 0.01 30.51 0| 0 252 0 4997 0.01 0.01 31.46 0| 0 0 0 5451 0.01 0.00 33.21 0| 0 0 0 5905 Total 0| 0 972 0 Indicative a-t-m Vol 39.15 Underlying Price 28.955 Time to expiry: 388 Days Sep 11 16.29 0.96 54.44 0| 0 0 0 1200 14.13 0.93 54.16 0| 0 0 0 1454 11.23 0.86 51.32 0| 0 0 0 1817 9.87 0.82 49.49 0| 0 0 0 2000 8.60 0.78 47.63 0| 0 0 0 2180 7.14 0.72 45.37 0| 0 0 0 2400 6.23 0.68 43.93 0| 0 0 0 2544 4.11 0.55 39.00 0| 0 0 0 2907 2.44 0.41 34.89 0| 0 0 0 3271 1.38 0.28 32.70 0| 0 20 0 3634 0.71 0.17 30.66 0| 0 51 0 4000 0.25 0.07 29.00 0| 0 30 0 4543 0.05 0.02 28.81 0| 0 0 0 5451 Total 0| 0 101 0 Indicative a-t-m Vol 38.72 Underlying Price 28.955 Time to expiry: 570 Days Mar 12 14.36 0.92 47.54 0| 0 0 0 1454 11.55 0.86 45.14 0| 0 0 0 1817 10.24 0.82 43.95 0| 0 0 0 2000 9.06 0.78 42.82 0| 0 0 0 2180 7.74 0.72 41.76 0| 0 0 0 2400 5.08 0.58 38.65 0| 0 0 0 2907 3.84 0.49 36.90 0| 0 0 0 3200 2.37 0.36 34.46 0| 0 0 0 3634 1.60 0.27 33.48 0| 0 0 0 4000 0.90 0.17 32.94 0| 0 0 0 4543 0.36 0.08 32.51 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 39.04 Underlying Price 28.955 Time to expiry: 759 Days Sep 12 13.83 0.90 47.93 0| 0 0 0 1454 11.25 0.83 45.44 0| 0 0 0 1817 10.07 0.79 44.15 0| 0 0 0 2000 9.01 0.75 43.18 0| 0 0 0 2180 7.80 0.70 42.15 0| 0 0 0 2400 5.34 0.57 38.97 0| 0 0 0 2907 4.14 0.49 37.08 0| 0 0 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 35 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.77 0.38 35.08 0| 0 0 0 3634 1.99 0.30 34.08 0| 0 0 0 4000 1.45 0.24 33.59 0| 0 0 0 4361 1.00 0.18 33.29 0| 0 0 0 4800 0.62 0.12 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.42 Underlying Price 28.955 Time to expiry: 934 Days Mar 13 14.35 0.89 48.76 0| 0 0 0 1454 11.98 0.83 46.55 0| 0 0 0 1817 10.83 0.79 45.28 0| 0 0 0 2000 9.84 0.76 44.31 0| 0 0 0 2180 8.64 0.71 42.94 0| 0 0 0 2400 6.32 0.60 40.36 0| 0 0 0 2907 5.07 0.53 38.29 0| 0 0 0 3200 3.68 0.43 36.50 0| 0 0 0 3634 2.78 0.36 35.33 0| 0 0 0 4000 2.11 0.29 34.54 0| 0 0 0 4361 1.61 0.24 34.58 0| 0 0 0 4800 1.10 0.17 34.67 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 41.34 Underlying Price 28.955 Time to expiry: 1123 Days Sep 13 12.94 0.85 48.70 0| 0 0 0 1600 10.67 0.78 46.26 0| 0 0 0 2000 8.63 0.70 43.82 0| 0 0 0 2400 5.40 0.54 39.82 0| 0 0 0 3200 3.13 0.38 36.42 0| 0 0 0 4000 1.92 0.27 35.52 0| 0 0 0 4800 1.12 0.17 36.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.13 Underlying Price 28.955 Time to expiry: 1305 Days Mar 14 13.62 0.85 50.12 0| 0 0 0 1600 11.42 0.79 47.43 0| 0 0 0 2000 9.43 0.72 44.80 0| 0 0 0 2400 6.19 0.57 40.50 0| 0 0 0 3200 3.84 0.42 37.18 0| 0 0 0 4000 2.54 0.31 36.20 0| 0 0 0 4800 1.63 0.22 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.02 Underlying Price 28.955 Time to expiry: 1487 Days Sep 14 11.16 0.78 48.90 0| 0 0 0 2000 9.26 0.71 45.87 0| 0 0 0 2400 6.22 0.57 41.28 0| 0 0 0 3200 3.99 0.43 37.96 0| 0 0 0 4000 2.79 0.33 37.18 0| 0 0 0 4800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 36 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.86 0.24 37.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.02 Underlying Price 28.955 Time to expiry: 1669 Days Mar 15 11.70 0.79 48.90 0| 0 0 0 2000 9.84 0.72 45.87 0| 0 0 0 2400 6.81 0.59 41.28 0| 0 0 0 3200 4.51 0.46 37.96 0| 0 0 0 4000 3.27 0.36 37.18 0| 0 0 0 4800 2.41 0.28 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 16,400| 0 82,144 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 37 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Saint Gobain European (SG3) Indicative a-t-m Vol 40.93 Underlying Price 28.955 Time to expiry: 24 Days Sep 10 0.01 0.00 128.34 0| 0 10 0 1200 0.01 0.00 105.28 0| 0 0 0 1454 0.01 -0.01 75.51 0| 0 10 0 1817 0.02 -0.01 65.00 0| 0 30 0 2000 0.05 -0.03 58.09 0| 0 754 0 2180 0.15 -0.08 53.05 0| 0 174 0 2400 0.26 -0.13 47.44 0| 0 100 0 2544 0.83 -0.36 41.99 0| 0 0 0 2800 1.29 -0.49 40.81 0| 0 35 0 2907 1.77 -0.62 38.23 0| 0 120 0 3000 2.40 -0.72 38.47 0| 0 210 0 3089 3.26 -0.84 36.34 0| 0 0 0 3200 3.89 -0.89 36.62 0| 0 6,260 0 3271 5.11 -0.94 38.39 0| 0 0 0 3400 5.59 -0.97 35.15 0| 0 2,446 0 3452 6.05 -0.98 34.81 0| 0 0 0 3500 7.38 -0.99 33.98 0| 0 640 0 3634 9.03 -1.00 33.13 0| 0 32,565 0 3800 11.03 -1.00 32.32 0| 0 0 0 4000 11.91 -1.00 32.03 0| 0 40 0 4088 13.03 -1.00 31.71 0| 0 405 0 4200 14.64 -1.00 31.32 0| 20 0 -20 4361 16.46 -1.00 30.98 0| 0 5,000 0 4543 19.03 -1.00 30.63 0| 0 100 0 4800 21.00 -1.00 30.44 0| 0 500 0 4997 25.54 -1.00 30.16 0| 0 170 0 5451 30.08 -1.00 30.00 0| 0 0 0 5905 Total 0| 20 49,569 -20 Indicative a-t-m Vol 40.13 Underlying Price 28.955 Time to expiry: 206 Days Mar 11 0.08 -0.01 60.46 0| 0 400 0 1200 0.25 -0.04 59.99 0| 0 0 0 1454 0.62 -0.09 55.50 0| 0 0 0 1817 0.88 -0.13 52.70 0| 0 400 0 2000 1.20 -0.17 49.88 0| 0 117 0 2180 1.61 1.70 -0.24 46.62 1.65 1.61 370| 0 114 0 2400 2.10 -0.29 44.55 0| 0 500 0 2544 3.03 -0.39 41.26 0| 0 30 0 2800 3.49 -0.44 40.00 0| 0 0 0 2907 3.92 -0.49 38.73 0| 0 20 0 3000 5.50 -0.62 36.37 0| 0 241 0 3271 6.74 -0.70 34.90 0| 0 3,770 0 3452 8.13 -0.78 33.66 0| 0 500 0 3634 9.51 -0.83 32.78 0| 0 500 0 3800 11.27 -0.89 31.81 0| 0 0 0 4000 12.07 -0.91 31.46 0| 0 0 0 4088 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 38 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.12 -0.93 31.28 0| 0 0 0 4200 14.65 -0.95 30.73 0| 0 0 0 4361 16.41 -0.97 30.46 0| 0 1,000 0 4543 18.93 -0.98 30.37 0| 0 0 0 4800 20.87 -0.99 30.51 0| 0 0 0 4997 25.37 -0.99 31.46 0| 0 0 0 5451 29.88 -1.00 33.21 0| 0 0 0 5905 Total 370| 0 7,592 0 Indicative a-t-m Vol 39.15 Underlying Price 28.955 Time to expiry: 388 Days Sep 11 0.28 -0.04 54.44 0| 0 0 0 1200 0.63 -0.07 54.16 0| 0 0 0 1454 1.31 -0.14 51.32 0| 0 0 0 1817 1.76 -0.18 49.49 0| 0 0 0 2000 2.27 -0.22 47.63 0| 0 0 0 2180 2.98 -0.28 45.37 0| 0 0 0 2400 3.49 -0.32 43.93 0| 0 40 0 2544 4.96 -0.45 39.00 0| 0 0 0 2907 6.88 -0.59 34.89 0| 0 0 0 3271 9.41 -0.72 32.70 0| 0 0 0 3634 12.35 -0.83 30.66 0| 20 20 +20 4000 17.25 -0.93 29.00 0| 0 0 0 4543 26.02 -0.98 28.81 0| 0 0 0 5451 Total 0| 20 60 +20 Indicative a-t-m Vol 38.72 Underlying Price 28.955 Time to expiry: 570 Days Mar 12 0.75 -0.08 47.54 0| 0 0 0 1454 1.50 -0.14 45.14 0| 0 0 0 1817 1.98 -0.18 43.95 0| 0 90 0 2000 2.56 -0.22 42.82 0| 0 0 0 2180 3.41 -0.28 41.76 0| 0 0 0 2400 5.72 -0.42 38.65 0| 0 0 0 2907 7.35 -0.51 36.90 0| 0 0 0 3200 10.13 -0.64 34.46 0| 0 0 0 3634 12.95 -0.73 33.48 0| 0 0 0 4000 17.58 -0.83 32.94 0| 0 0 0 4543 25.93 -0.92 32.51 0| 0 0 0 5451 Total 0| 0 90 0 Indicative a-t-m Vol 39.04 Underlying Price 28.955 Time to expiry: 759 Days Sep 12 1.26 -0.10 47.93 0| 0 0 0 1454 2.21 -0.17 45.44 0| 0 0 0 1817 2.81 -0.21 44.15 0| 0 0 0 2000 3.49 -0.25 43.18 0| 0 0 0 2180 4.43 -0.30 42.15 0| 0 0 0 2400 6.90 -0.43 38.97 0| 0 0 0 2907 8.54 -0.51 37.08 0| 0 0 0 3200 11.39 -0.62 35.08 0| 0 0 0 3634 14.16 -0.70 34.08 0| 0 0 0 4000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 39 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.13 -0.76 33.59 0| 0 0 0 4361 20.95 -0.82 33.29 0| 0 0 0 4800 26.89 -0.88 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.42 Underlying Price 28.955 Time to expiry: 934 Days Mar 13 1.64 -0.11 48.76 0| 0 0 0 1454 2.77 -0.17 46.55 0| 0 0 0 1817 3.38 -0.21 45.28 0| 0 0 0 2000 4.12 -0.24 44.31 0| 0 0 0 2180 5.04 -0.29 42.94 0| 0 0 0 2400 7.59 -0.40 40.36 0| 0 0 0 2907 9.16 -0.47 38.29 0| 0 0 0 3200 11.95 -0.57 36.50 0| 0 150 0 3634 14.57 -0.64 35.33 0| 0 0 0 4000 17.38 -0.71 34.54 0| 0 0 0 4361 21.10 -0.76 34.58 0| 0 0 0 4800 26.85 -0.83 34.67 0| 0 0 0 5451 Total 0| 0 150 0 Indicative a-t-m Vol 41.34 Underlying Price 28.955 Time to expiry: 1123 Days Sep 13 2.70 -0.15 48.70 0| 0 0 0 1600 4.22 -0.22 46.26 0| 0 0 0 2000 5.99 -0.30 43.82 0| 0 150 0 2400 10.37 -0.46 39.82 0| 0 0 0 3200 15.71 -0.62 36.42 0| 0 0 0 4000 22.11 -0.73 35.52 0| 0 0 0 4800 32.72 -0.83 36.08 0| 0 0 0 6000 Total 0| 0 150 0 Indicative a-t-m Vol 42.13 Underlying Price 28.955 Time to expiry: 1305 Days Mar 14 3.14 -0.15 49.81 0| 0 0 0 1600 4.74 -0.21 47.43 0| 0 0 0 2000 6.51 -0.28 44.80 0| 0 0 0 2400 10.77 -0.43 40.50 0| 0 0 0 3200 15.93 -0.58 37.18 0| 0 0 0 4000 22.16 -0.69 36.20 0| 0 0 0 4800 32.51 -0.78 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.02 Underlying Price 28.955 Time to expiry: 1487 Days Sep 14 5.51 -0.22 48.90 0| 0 0 0 2000 7.32 -0.29 45.87 0| 0 0 0 2400 11.69 -0.43 41.28 0| 0 0 0 3200 16.88 -0.57 37.96 0| 0 0 0 4000 23.08 -0.67 37.18 0| 0 0 0 4800 33.27 -0.76 37.86 0| 0 0 0 6000 Total 0| 0 0 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 40 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 43.02 Underlying Price 28.955 Time to expiry: 1669 Days Mar 15 5.77 -0.21 48.90 0| 0 0 0 2000 7.56 -0.28 45.87 0| 0 0 0 2400 11.83 -0.41 41.28 0| 0 0 0 3200 16.84 -0.54 37.96 0| 0 0 0 4000 22.89 -0.64 37.18 0| 0 0 0 4800 32.99 -0.72 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 370| 40 57,611 0 Grand Total 16,770| 40 139,755 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 41 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis (100) (SA1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 Total N/A | N/A N/A 0 Indicative a-t-m Vol 24.60 Underlying Price 44.745 Time to expiry: 24 Days Sep 10 12.77 0.99 52.00 0| 0 0 0 3200 8.79 0.98 40.18 0| 0 0 0 3600 6.84 0.96 37.59 0| 0 0 0 3800 4.90 0.92 31.94 0| 0 0 0 4000 3.11 0.82 28.28 0| 0 8 0 4200 1.70 1.60 0.61 25.58 1.70 1.70 43| 0 175 0 4400 1.02 0.48 24.27 0| 4 744 0 4500 0.67 0.61 0.34 23.58 0.67 0.67 39| 43 808 +22 4600 0.43 0.33 0.22 23.11 0.43 0.35 275| 157 1,634 +97 4700 0.17 0.13 22.97 0| 0 7,432 0 4800 0.13 0.08 0.07 22.81 0.13 0.13 10| 0 215 0 4900 0.03 0.03 21.97 0| 30 11,284 0 5000 0.01 0.01 22.84 0| 0 6,796 0 5200 0.01 0.00 23.85 0| 0 5,874 0 5600 0.01 0.00 24.70 0| 0 5,200 0 6000 0.01 0.00 25.84 0| 0 71 0 6400 0.01 0.00 28.28 0| 0 19 0 7200 0.01 0.00 30.00 0| 0 0 0 8000 Total 367| 234 40,260 +119 Indicative a-t-m Vol 25.26 Underlying Price 44.745 Time to expiry: 52 Days Oct 10 7.01 0.91 33.18 0| 0 0 0 3800 5.20 0.85 30.42 0| 0 0 0 4000 3.55 0.74 28.02 0| 0 78 0 4200 2.16 0.59 25.86 0| 0 201 0 4400 1.60 0.50 25.06 0| 0 49 0 4500 1.14 0.40 24.28 0| 0 95 0 4600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 42 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.78 0.31 23.72 0| 1 140 +1 4700 0.52 0.23 23.44 0| 5 2,157 0 4800 0.32 0.16 22.98 0| 0 131 0 4900 0.20 0.11 22.90 0| 0 278 0 5000 0.10 0.07 0.04 22.47 0.10 0.10 1| 52 174 +52 5200 0.01 0.01 23.09 0| 0 77 0 5600 0.01 0.00 25.00 0| 0 0 0 6000 Total 1| 58 3,380 +53 Indicative a-t-m Vol 25.85 Underlying Price 44.745 Time to expiry: 87 Days Nov 10 7.31 0.87 32.42 0| 0 0 0 3800 5.60 0.80 30.02 0| 0 0 0 4000 4.04 0.71 27.97 0| 0 0 0 4200 2.76 0.58 26.79 0| 0 0 0 4400 2.16 0.51 25.54 0| 75 75 +75 4500 1.70 1.67 0.44 24.91 1.70 1.70 100| 0 0 0 4600 1.26 0.37 24.35 0| 0 0 0 4700 0.93 0.30 23.84 0| 0 0 0 4800 0.25 0.23 0.10 22.79 0.25 0.25 56| 0 0 0 5200 0.05 0.03 22.86 0| 0 0 0 5600 Total 156| 75 75 +75 Indicative a-t-m Vol 26.13 Underlying Price 44.745 Time to expiry: 115 Days Dec 10 20.89 0.99 55.18 0| 0 0 0 2400 13.07 0.95 39.46 0| 0 0 0 3200 9.32 0.89 33.94 0| 0 0 0 3600 5.89 0.78 29.68 0| 0 5 0 4000 4.41 0.69 28.30 0| 0 0 0 4200 3.11 0.58 26.64 0| 0 4,214 0 4400 2.04 0.46 25.29 0| 0 3,567 0 4600 1.26 0.34 24.24 0| 1,250 12,602 -1,000 4800 0.74 0.23 23.70 0| 0 7,872 0 5000 0.40 0.14 23.02 0| 201 4,280 -18 5200 0.10 0.04 22.41 0| 0 13,678 0 5600 0.01 0.01 20.82 0| 0 7,025 0 6000 0.01 0.00 20.19 0| 0 1,177 0 6400 0.01 0.00 19.64 0| 0 144 0 7000 0.01 0.00 19.51 0| 0 20 0 8000 0.01 0.00 20.04 0| 0 4 0 9000 0.01 0.00 23.63 0| 0 0 0 12000 0.01 0.00 30.00 0| 0 0 0 16000 Total 0| 1,451 54,588 -1,018 Indicative a-t-m Vol 26.71 Underlying Price 44.745 Time to expiry: 206 Days Mar 11 13.45 0.92 36.51 0| 0 0 0 3200 9.92 0.85 32.68 0| 0 0 0 3600 6.76 0.74 29.72 0| 0 122 0 4000 5.37 0.67 28.41 0| 0 0 0 4200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 43 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.14 0.58 27.26 0| 0 393 0 4400 3.03 0.49 25.80 0| 0 500 0 4600 2.11 2.13 0.40 24.72 2.11 2.11 8| 0 2,296 0 4800 0.96 0.23 23.23 0| 0 1,377 0 5200 0.40 0.11 22.60 0| 75 2,064 -75 5600 0.15 0.05 22.36 0| 0 1,719 0 6000 0.07 0.03 22.97 0| 0 224 0 6400 0.02 0.01 24.54 0| 0 204 0 7200 0.01 0.00 28.00 0| 0 0 0 8000 Total 8| 75 8,899 -75 Indicative a-t-m Vol 26.50 Underlying Price 44.745 Time to expiry: 297 Days Jun 11 21.03 0.98 40.63 0| 0 0 0 2400 13.49 0.92 33.77 0| 0 0 0 3200 10.03 0.85 31.14 0| 0 0 0 3600 6.96 0.74 28.91 0| 0 8 0 4000 5.60 0.67 27.85 0| 0 0 0 4200 4.40 0.59 26.88 0| 5 201 +5 4400 3.35 0.51 25.88 0| 0 18 0 4600 2.48 0.42 25.05 0| 0 1,826 0 4800 1.28 0.27 23.98 0| 0 1,303 0 5200 0.61 0.15 23.34 0| 0 202 0 5600 0.28 0.08 22.99 0| 0 2,308 0 6000 0.13 0.04 23.16 0| 0 27 0 6400 0.03 0.01 23.03 0| 0 0 0 7200 0.01 0.00 24.00 0| 0 50 0 8000 Total 0| 5 5,943 +5 Indicative a-t-m Vol 26.51 Underlying Price 44.745 Time to expiry: 479 Days Dec 11 21.13 0.97 41.06 0| 0 0 0 2400 13.84 0.89 34.55 0| 0 0 0 3200 7.60 0.71 29.27 0| 0 3,003 0 4000 5.11 0.58 26.92 0| 0 2,038 0 4400 3.13 0.44 24.71 0| 0 138 0 4800 2.38 0.36 23.91 0| 0 4,405 0 5000 1.10 0.20 23.11 0| 0 2,020 0 5600 0.62 0.13 22.60 0| 0 3,511 0 6000 0.17 0.04 22.68 0| 0 110 0 7000 0.07 0.02 24.23 0| 0 13 0 8000 0.03 0.01 25.36 0| 0 100 0 9000 0.01 0.00 28.01 0| 0 0 0 12000 0.01 0.00 31.62 0| 0 0 0 16000 Total 0| 0 15,338 0 Indicative a-t-m Vol 26.65 Underlying Price 44.745 Time to expiry: 661 Days Jun 12 21.16 0.97 41.42 0| 0 0 0 2400 14.04 0.88 35.51 0| 0 0 0 3200 8.04 0.70 30.01 0| 0 0 0 4000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 44 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.50 0.58 27.03 0| 0 0 0 4400 3.59 0.45 25.02 0| 0 0 0 4800 1.44 0.23 23.21 0| 0 0 0 5600 0.90 0.16 22.80 0| 0 1 0 6000 0.15 0.03 24.31 0| 0 0 0 8000 Total 0| 0 1 0 Indicative a-t-m Vol 26.88 Underlying Price 44.745 Time to expiry: 850 Days Dec 12 21.22 0.97 41.47 0| 0 0 0 2400 14.33 0.86 35.84 0| 0 0 0 3200 8.47 0.69 30.12 0| 0 0 0 4000 6.03 0.58 27.26 0| 0 500 0 4400 4.14 0.46 25.23 0| 0 50 0 4800 3.39 0.40 24.58 0| 0 750 0 5000 1.93 0.27 23.58 0| 0 4,650 0 5600 1.32 0.20 23.21 0| 0 3,556 0 6000 0.33 0.06 24.70 0| 0 0 0 8000 0.09 0.02 29.59 0| 0 0 0 12000 Total 0| 0 9,506 0 Indicative a-t-m Vol 27.17 Underlying Price 44.745 Time to expiry: 1032 Days Jun 13 14.29 0.86 36.35 0| 0 0 0 3200 8.56 0.68 30.42 0| 0 0 0 4000 6.17 0.58 27.56 0| 0 0 0 4400 4.30 0.46 25.47 0| 0 0 0 4800 1.55 0.22 23.68 0| 0 0 0 6000 0.43 0.07 24.74 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.74 Underlying Price 44.745 Time to expiry: 1214 Days Dec 13 21.27 0.97 42.00 0| 0 0 0 2400 14.55 0.85 36.42 0| 0 0 0 3200 8.96 0.68 30.55 0| 0 0 0 4000 4.76 0.48 25.81 0| 0 251 0 4800 1.86 0.24 23.65 0| 0 0 0 6000 0.65 0.10 25.01 0| 0 0 0 8000 0.21 0.03 28.99 0| 0 0 0 12000 Total 0| 0 251 0 Indicative a-t-m Vol 28.17 Underlying Price 44.745 Time to expiry: 1578 Days Dec 14 14.57 0.85 37.00 0| 0 0 0 3200 9.14 0.68 30.90 0| 0 0 0 4000 5.16 0.49 26.31 0| 0 0 0 4800 2.12 0.26 23.41 0| 0 0 0 6000 0.91 0.12 25.04 0| 0 0 0 8000 0.40 0.05 29.01 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 532| 1,898 138,241 -841 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 45 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis (100) (SA1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 Total N/A | N/A N/A 0 Indicative a-t-m Vol 24.60 Underlying Price 44.745 Time to expiry: 24 Days Sep 10 0.01 -0.01 52.00 0| 0 246 0 3200 0.03 -0.02 40.18 0| 0 399 0 3600 0.08 -0.04 37.59 0| 0 151 0 3800 0.14 0.15 -0.08 31.94 0.14 0.14 18| 0 2,641 0 4000 0.35 -0.18 28.28 0| 44 1,027 0 4200 0.79 0.85 -0.39 25.58 0.83 0.75 24| 53 12,732 +1 4400 1.30 1.26 -0.52 24.27 1.30 1.30 30| 20 770 +20 4500 1.85 -0.66 23.58 0| 13 4,391 -13 4600 2.52 2.57 -0.78 23.11 2.52 2.52 75| 75 81 -13 4700 3.20 3.41 -0.87 22.97 3.20 3.20 10| 0 7,067 0 4800 4.32 -0.93 22.81 0| 0 152 0 4900 5.27 -0.97 21.97 0| 0 8,235 0 5000 7.26 -1.00 22.84 0| 0 2,710 0 5200 11.26 -1.00 23.85 0| 0 2,038 0 5600 15.26 -1.00 24.70 0| 0 8 0 6000 19.26 -1.00 25.84 0| 0 200 0 6400 27.26 -1.00 28.28 0| 0 0 0 7200 35.26 -1.00 30.00 0| 0 0 0 8000 Total 157| 205 42,848 -5 Indicative a-t-m Vol 25.26 Underlying Price 44.745 Time to expiry: 52 Days Oct 10 0.24 -0.09 33.18 0| 0 75 0 3800 0.43 -0.15 30.42 0| 0 136 0 4000 0.80 0.78 -0.26 28.02 0.80 0.80 86| 0 188 0 4200 1.35 1.38 -0.41 25.86 1.35 1.35 5| 0 212 0 4400 1.62 1.83 -0.50 25.06 1.62 1.62 56| 0 75 0 4500 2.36 -0.60 24.28 0| 76 152 +52 4600 3.00 -0.69 23.72 0| 0 116 0 4700 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 46 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.74 -0.77 23.44 0| 0 244 0 4800 4.55 -0.84 22.98 0| 0 31 0 4900 5.43 -0.89 22.90 0| 0 0 0 5000 7.30 -0.96 22.47 0| 0 0 0 5200 11.26 -1.00 23.09 0| 0 0 0 5600 15.26 -1.00 25.00 0| 0 0 0 6000 Total 147| 76 1,229 +52 Indicative a-t-m Vol 25.85 Underlying Price 44.745 Time to expiry: 87 Days Nov 10 0.51 -0.13 32.42 0| 75 75 +75 3800 0.70 0.79 -0.20 30.02 0.70 0.68 140| 0 0 0 4000 1.21 1.23 -0.29 27.97 1.21 1.21 5| 42 42 +42 4200 1.79 1.95 -0.42 26.79 1.91 1.79 151| 0 0 0 4400 2.34 2.34 -0.49 25.54 2.34 2.34 76| 0 0 0 4500 2.86 -0.56 24.91 0| 76 76 +76 4600 3.45 -0.63 24.35 0| 0 0 0 4700 4.12 -0.70 23.84 0| 0 0 0 4800 7.43 -0.90 22.79 0| 0 0 0 5200 11.27 -0.98 22.86 0| 0 0 0 5600 Total 372| 193 193 +193 Indicative a-t-m Vol 26.13 Underlying Price 44.745 Time to expiry: 115 Days Dec 10 0.08 -0.01 55.18 0| 0 523 0 2400 0.24 -0.05 39.46 0| 0 1,815 0 3200 0.43 0.48 -0.11 33.94 0.43 0.43 4| 0 4,892 0 3600 0.97 1.04 -0.22 29.68 0.97 S 0.97 S 3| 0 11,716 0 4000 1.52 1.56 -0.31 28.30 1.52 1.52 76| 0 218 0 4200 2.12 2.26 -0.42 26.64 2.20 2.12 161| 0 22,396 0 4400 3.19 -0.54 25.29 0| 76 3,545 0 4600 4.41 -0.67 24.24 0| 1,250 10,472 -1,250 4800 5.89 -0.78 23.70 0| 0 10,497 0 5000 7.55 -0.87 23.02 0| 0 3,697 0 5200 11.29 -0.97 22.41 0| 0 8,729 0 5600 15.26 -1.00 20.82 0| 0 2,452 0 6000 19.26 -1.00 20.19 0| 0 0 0 6400 25.26 -1.00 19.64 0| 0 0 0 7000 35.26 -1.00 19.51 0| 0 0 0 8000 45.26 -1.00 20.04 0| 0 0 0 9000 75.26 -1.00 23.63 0| 0 0 0 12000 115.26 -1.00 30.00 0| 0 50 0 16000 Total 244| 1,326 81,002 -1,250 Indicative a-t-m Vol 26.71 Underlying Price 44.745 Time to expiry: 206 Days Mar 11 0.53 -0.08 36.51 0| 0 251 0 3200 0.98 -0.15 32.68 0| 0 7,035 0 3600 1.80 -0.26 29.72 0| 50 5,432 +32 4000 2.25 2.41 -0.34 28.41 2.25 2.25 41| 0 31 0 4200 3.17 -0.42 27.26 0| 0 2,656 0 4400 4.06 -0.51 25.80 0| 0 7,658 0 4600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 47 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.16 -0.61 24.72 0| 0 3,007 0 4800 8.00 -0.78 23.23 0| 0 2,151 0 5200 11.47 -0.90 22.60 0| 0 71 0 5600 15.28 -0.97 22.36 0| 0 0 0 6000 19.26 -1.00 22.97 0| 0 0 0 6400 27.26 -1.00 24.54 0| 0 0 0 7200 35.26 -1.00 28.00 0| 0 0 0 8000 Total 41| 50 28,292 +32 Indicative a-t-m Vol 26.50 Underlying Price 44.745 Time to expiry: 297 Days Jun 11 0.29 -0.04 40.63 0| 0 2 0 2400 1.03 -0.14 33.77 0| 75 391 +28 3200 1.81 -0.23 31.14 0| 0 446 0 3600 3.04 -0.35 28.91 1,500| 5 2,545 0 4000 3.86 -0.42 27.85 0| 0 90 0 4200 4.64 4.83 -0.50 26.88 4.64 4.64 150| 0 1,440 0 4400 5.93 -0.58 25.88 0| 0 805 0 4600 7.20 -0.66 25.05 0| 0 2,842 0 4800 10.22 -0.79 23.98 0| 0 762 0 5200 13.67 -0.88 23.34 0| 0 115 0 5600 17.38 -0.94 22.99 0| 0 0 0 6000 21.23 -0.97 23.16 0| 0 0 0 6400 29.09 -0.99 23.03 0| 0 0 0 7200 37.01 -1.00 24.00 0| 0 0 0 8000 Total 1,650| 80 9,438 +28 Indicative a-t-m Vol 26.51 Underlying Price 44.745 Time to expiry: 479 Days Dec 11 0.75 -0.07 41.06 0| 0 0 0 2400 1.90 -0.17 34.55 0| 0 650 0 3200 4.11 -0.35 29.27 0| 0 1,500 0 4000 5.81 -0.47 26.92 0| 0 2,001 0 4400 7.96 -0.61 24.71 0| 0 781 0 4800 9.26 -0.67 23.91 0| 0 2,375 0 5000 14.05 -0.82 23.11 0| 0 2,000 0 5600 17.58 -0.89 22.60 0| 0 0 0 6000 27.12 -0.97 22.68 0| 0 2 0 7000 36.97 -0.99 25.14 0| 0 24 0 8000 46.85 -1.00 25.36 0| 0 0 0 9000 76.56 -1.00 28.01 0| 0 1 0 12000 116.21 -1.00 31.62 0| 0 1 0 16000 Total 0| 0 9,335 0 Indicative a-t-m Vol 26.65 Underlying Price 44.745 Time to expiry: 661 Days Jun 12 1.52 -0.11 41.42 0| 0 0 0 2400 3.24 -0.23 35.51 0| 0 0 0 3200 5.89 -0.40 30.01 0| 0 0 0 4000 7.64 -0.51 27.03 0| 0 0 0 4400 9.92 -0.62 25.02 0| 0 0 0 4800 15.96 -0.80 23.21 0| 0 0 0 5600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 48 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 19.42 -0.86 22.80 0| 0 0 0 6000 38.36 -0.97 24.31 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.88 Underlying Price 44.745 Time to expiry: 850 Days Dec 12 2.03 -0.12 41.47 0| 0 0 0 2400 3.96 -0.23 35.84 0| 0 0 0 3200 6.60 -0.39 30.12 0| 0 500 0 4000 8.29 -0.48 27.26 0| 0 500 0 4400 10.48 -0.59 25.23 0| 0 1,500 0 4800 11.76 -0.64 24.58 0| 0 0 0 5000 16.30 -0.76 23.58 0| 0 5,650 0 5600 19.65 -0.82 23.21 0| 0 5 0 6000 38.38 -0.93 26.21 0| 0 0 0 8000 77.06 -0.99 29.59 0| 0 0 0 12000 Total 0| 0 8,155 0 Indicative a-t-m Vol 27.17 Underlying Price 44.745 Time to expiry: 1032 Days Jun 13 5.18 -0.26 36.35 0| 0 0 0 3200 8.05 -0.41 30.42 0| 0 0 0 4000 9.82 -0.51 27.56 0| 0 0 0 4400 12.04 -0.60 25.47 0| 0 0 0 4800 21.22 -0.81 23.68 0| 0 0 0 6000 39.40 -0.94 24.33 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.74 Underlying Price 44.745 Time to expiry: 1214 Days Dec 13 3.33 -0.15 42.00 0| 0 0 0 2400 5.70 -0.26 36.42 0| 0 0 0 3200 8.56 -0.40 30.55 0| 0 0 0 4000 12.48 -0.58 25.81 0| 0 252 0 4800 21.36 -0.78 23.65 0| 0 0 0 6000 39.46 -0.91 25.66 0| 0 0 0 8000 77.20 -0.97 28.99 0| 0 0 0 12000 Total 0| 0 252 0 Indicative a-t-m Vol 28.17 Underlying Price 44.745 Time to expiry: 1578 Days Dec 14 7.19 -0.27 37.00 0| 0 0 0 3200 10.07 -0.41 30.90 0| 0 0 0 4000 14.03 -0.57 26.31 0| 0 0 0 4800 22.50 -0.76 23.41 0| 0 0 0 6000 40.01 -0.89 25.04 0| 0 0 0 8000 77.29 -0.90 34.58 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 2,611| 1,930 180,744 -950 Grand Total 3,143| 3,828 318,985 -1,791 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 49 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis European (ex Sanofi Synthelabo Euro (SA3) Indicative a-t-m Vol 24.60 Underlying Price 44.745 Time to expiry: 24 Days Sep 10 12.77 0.99 52.00 0| 0 0 0 3200 8.79 0.98 40.18 0| 0 0 0 3600 6.84 0.96 37.59 0| 0 0 0 3800 4.90 0.92 31.94 0| 0 0 0 4000 3.11 0.82 28.28 0| 0 0 0 4200 1.60 0.61 25.58 0| 0 0 0 4400 1.02 0.48 24.27 0| 0 0 0 4500 0.61 0.34 23.58 0| 0 0 0 4600 0.33 0.22 23.11 0| 0 0 0 4700 0.17 0.13 22.97 0| 0 253 0 4800 0.08 0.07 22.81 0| 0 0 0 4900 0.03 0.03 21.97 0| 0 14,910 0 5000 0.01 0.01 22.84 0| 0 500 0 5200 0.01 0.00 23.85 0| 0 1,051 0 5600 0.01 0.00 24.70 0| 0 7,520 0 6000 0.01 0.00 25.84 0| 0 750 0 6400 0.01 0.00 27.69 0| 0 1,090 0 7000 0.01 0.00 30.00 0| 0 20,000 0 8000 Total 0| 0 46,074 0 Indicative a-t-m Vol 25.56 Underlying Price 44.745 Time to expiry: 206 Days Mar 11 20.94 0.99 40.00 0| 0 0 0 2400 13.43 0.92 36.11 0| 0 0 0 3200 9.88 0.85 32.17 0| 0 0 0 3600 6.68 0.74 28.97 0| 0 0 0 4000 5.25 0.67 27.50 0| 0 0 0 4200 3.97 0.58 25.97 0| 0 0 0 4400 2.90 0.49 24.89 0| 0 0 0 4600 2.01 0.39 23.77 0| 0 0 0 4800 1.38 0.30 23.23 0| 0 0 0 5000 0.88 0.22 22.39 0| 0 22 0 5200 0.34 0.10 21.66 0| 0 508 0 5600 0.12 0.04 21.30 0| 0 100 0 6000 0.04 0.02 21.43 0| 0 0 0 6400 0.01 0.00 22.10 0| 0 4 0 7000 0.01 0.00 22.91 0| 0 16 0 8000 0.01 0.00 23.93 0| 0 0 0 9000 0.01 0.00 25.46 0| 0 0 0 10000 0.01 0.00 27.85 0| 0 0 0 12000 0.01 0.00 35.35 0| 0 0 0 16000 Total 0| 0 650 0 Indicative a-t-m Vol 26.24 Underlying Price 44.745 Time to expiry: 388 Days Sep 11 19.49 0.93 46.76 0| 0 1 0 2400 12.53 0.83 36.99 0| 0 0 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 50 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.39 0.75 33.26 0| 0 0 0 3600 6.59 0.65 30.00 0| 0 0 0 4000 4.17 0.52 26.59 0| 0 0 0 4400 2.48 0.38 24.75 0| 0 500 0 4800 1.88 0.31 24.18 0| 0 160 0 5000 0.72 0.15 22.75 0| 0 160 0 5600 0.36 0.09 22.19 0| 0 0 0 6000 0.05 0.01 20.91 0| 0 0 0 7000 0.01 0.00 20.09 0| 0 0 0 8000 0.01 0.00 20.09 0| 0 0 0 9000 0.01 0.00 19.20 0| 0 0 0 10000 0.01 0.00 18.84 0| 0 0 0 12000 0.01 0.00 20.80 0| 0 0 0 16000 Total 0| 0 821 0 Indicative a-t-m Vol 27.69 Underlying Price 44.745 Time to expiry: 570 Days Mar 12 20.09 0.91 44.26 0| 0 0 0 2400 13.37 0.82 35.55 0| 0 0 0 3200 10.36 0.74 32.35 0| 0 0 0 3600 7.65 0.65 29.34 0| 0 0 0 4000 5.57 0.55 27.94 0| 0 0 0 4400 3.84 0.44 26.59 0| 0 0 0 4800 3.15 0.39 25.95 0| 0 0 0 5000 1.58 0.24 24.18 0| 0 0 0 5600 0.91 0.16 23.12 0| 0 0 0 6000 0.18 0.04 20.90 0| 0 0 0 7000 0.02 0.01 19.27 0| 0 0 0 8000 0.01 0.00 18.14 0| 0 0 0 9000 0.01 0.00 17.44 0| 0 0 0 10000 0.01 0.00 17.11 0| 0 0 0 12000 0.01 0.00 19.48 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 28.19 Underlying Price 44.745 Time to expiry: 759 Days Sep 12 17.58 0.91 33.02 0| 0 0 0 2400 11.73 0.78 31.29 0| 0 0 0 3200 7.17 0.61 29.38 0| 0 10 0 4000 5.42 0.52 28.40 0| 0 0 0 4400 3.94 0.42 27.29 0| 0 20 0 4800 1.78 0.25 24.77 0| 0 0 0 5600 1.10 0.17 23.67 0| 0 0 0 6000 0.06 0.01 20.07 0| 0 0 0 8000 0.01 0.00 17.40 0| 0 0 0 12000 Total 0| 0 30 0 Indicative a-t-m Vol 28.59 Underlying Price 44.745 Time to expiry: 934 Days Mar 13 18.17 0.90 33.59 0| 0 0 0 2400 12.59 0.78 31.75 0| 0 0 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 51 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.14 0.63 29.78 0| 0 0 0 4000 6.37 0.54 28.80 0| 0 0 0 4400 4.82 0.46 27.66 0| 0 0 0 4800 2.44 0.29 25.08 0| 0 0 0 5600 1.61 0.22 23.75 0| 0 0 0 6000 0.12 0.03 19.75 0| 0 0 0 8000 0.01 0.00 17.25 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 28.78 Underlying Price 44.745 Time to expiry: 1123 Days Sep 13 16.63 0.87 33.85 0| 0 0 0 2400 11.39 0.75 31.00 0| 0 0 0 3200 7.63 0.60 30.02 0| 0 10 0 4000 4.64 0.44 27.94 0| 0 0 0 4800 1.62 0.22 23.98 0| 0 0 0 6000 0.19 0.04 20.77 0| 0 0 0 8000 0.01 0.00 17.72 0| 0 0 0 12000 Total 0| 0 10 0 Indicative a-t-m Vol 29.23 Underlying Price 44.745 Time to expiry: 1305 Days Mar 14 17.38 0.87 34.91 0| 0 0 0 2400 12.36 0.75 32.13 0| 0 0 0 3200 8.53 0.61 30.45 0| 0 0 0 4000 5.49 0.47 28.39 0| 0 0 0 4800 2.10 0.25 24.06 0| 0 0 0 6000 0.30 0.06 20.61 0| 0 0 0 8000 0.01 0.00 17.64 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 29.71 Underlying Price 44.745 Time to expiry: 1487 Days Sep 14 11.37 0.72 32.65 0| 0 0 0 3200 7.91 0.59 31.02 0| 0 0 0 4000 5.15 0.45 28.81 0| 0 0 0 4800 2.02 0.25 24.37 0| 0 0 0 6000 0.26 0.05 20.14 0| 0 0 0 8000 0.01 0.00 17.48 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 30.11 Underlying Price 44.745 Time to expiry: 1669 Days Mar 15 12.17 0.73 33.09 0| 0 0 0 3200 8.73 0.61 31.39 0| 0 0 0 4000 5.95 0.48 29.24 0| 0 0 0 4800 2.54 0.28 24.77 0| 0 0 0 6000 0.44 0.07 20.61 0| 0 0 0 8000 0.01 0.00 17.64 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 47,585 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 52 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis European (ex Sanofi Synthelabo Euro (SA3) Indicative a-t-m Vol 24.60 Underlying Price 44.745 Time to expiry: 24 Days Sep 10 0.01 -0.01 52.00 0| 0 900 0 3200 0.03 -0.02 40.18 0| 0 1,985 0 3600 0.08 -0.04 37.59 0| 0 0 0 3800 0.15 -0.08 31.94 0| 0 13,516 0 4000 0.35 -0.18 28.28 0| 0 0 0 4200 0.85 -0.39 25.58 0| 0 440 0 4400 1.26 -0.52 24.27 0| 0 0 0 4500 1.85 -0.66 23.58 0| 0 591 0 4600 2.57 -0.78 23.11 0| 0 0 0 4700 3.41 -0.87 22.97 0| 0 315 0 4800 4.32 -0.93 22.81 0| 0 0 0 4900 5.27 -0.97 21.97 0| 0 2,140 0 5000 7.24 -0.99 22.84 0| 0 1,100 0 5200 11.24 -1.00 23.85 0| 0 66 0 5600 15.24 -1.00 24.70 0| 0 20 0 6000 19.24 -1.00 25.84 0| 0 230 0 6400 25.23 -1.00 27.69 0| 0 70 0 7000 35.23 -1.00 30.00 0| 0 0 0 8000 Total 0| 0 21,373 0 Indicative a-t-m Vol 25.56 Underlying Price 44.745 Time to expiry: 206 Days Mar 11 0.06 -0.01 40.00 0| 0 3,000 0 2400 0.51 -0.08 36.11 0| 0 500 0 3200 0.94 -0.15 32.17 0| 0 55 0 3600 1.72 -0.26 28.97 0| 0 521 0 4000 2.28 -0.33 27.50 0| 0 0 0 4200 2.99 -0.42 25.97 0| 0 97 0 4400 3.91 -0.51 24.89 0| 0 1,680 0 4600 5.00 -0.61 23.77 0| 0 1,450 0 4800 6.37 -0.70 23.23 0| 0 12,879 0 5000 7.86 -0.78 22.39 0| 0 580 0 5200 11.29 -0.90 21.66 0| 0 45 0 5600 15.05 -0.96 21.30 0| 0 130 0 6000 18.95 -0.98 21.43 0| 0 0 0 6400 24.89 -1.00 22.10 0| 0 20 0 7000 34.83 -1.00 22.91 0| 0 0 0 8000 44.77 -1.00 23.93 0| 0 0 0 9000 54.72 -1.00 25.46 0| 0 0 0 10000 74.61 -1.00 27.85 0| 0 0 0 12000 114.40 -1.00 35.35 0| 0 0 0 16000 Total 0| 0 20,957 0 Indicative a-t-m Vol 26.24 Underlying Price 44.745 Time to expiry: 388 Days Sep 11 0.83 -0.07 46.76 0| 0 0 0 2400 1.77 -0.17 36.99 0| 0 0 0 3200 2.58 -0.25 33.26 0| 0 1,800 0 3600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 53 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.73 -0.35 30.00 0| 0 2,030 0 4000 5.26 -0.48 26.59 0| 0 1,810 0 4400 7.52 -0.62 24.75 0| 0 300 0 4800 8.90 -0.69 24.18 0| 0 28 0 5000 13.66 -0.85 22.75 0| 0 0 0 5600 17.25 -0.91 22.19 0| 0 20 0 6000 26.81 -0.99 20.91 0| 0 20 0 7000 36.65 -1.00 20.09 0| 0 0 0 8000 46.52 -1.00 20.09 0| 0 0 0 9000 56.40 -1.00 19.20 0| 0 0 0 10000 76.15 -1.00 18.84 0| 0 0 0 12000 115.65 -1.00 20.80 0| 0 0 0 16000 Total 0| 0 6,008 0 Indicative a-t-m Vol 27.69 Underlying Price 44.745 Time to expiry: 570 Days Mar 12 1.26 -0.09 44.26 0| 0 80 0 2400 2.38 -0.18 35.55 0| 0 0 0 3200 3.29 -0.26 32.35 0| 0 0 0 3600 4.50 -0.35 29.34 0| 0 15 0 4000 6.34 -0.45 27.94 0| 0 0 0 4400 8.54 -0.56 26.59 0| 0 0 0 4800 9.81 -0.61 25.95 0| 0 0 0 5000 14.12 -0.76 24.18 0| 0 0 0 5600 17.37 -0.84 23.12 0| 0 0 0 6000 26.44 -0.96 20.90 0| 0 0 0 7000 36.09 -0.99 19.27 0| 0 0 0 8000 45.88 -1.00 18.14 0| 0 0 0 9000 55.68 -1.00 17.44 0| 0 0 0 10000 75.29 -1.00 17.11 0| 0 0 0 12000 114.50 -1.00 19.48 0| 0 0 0 16000 Total 0| 0 95 0 Indicative a-t-m Vol 28.19 Underlying Price 44.745 Time to expiry: 759 Days Sep 12 0.92 -0.09 33.02 0| 0 0 0 2400 2.85 -0.22 31.29 0| 0 0 0 3200 6.06 -0.39 29.38 0| 0 16 0 4000 8.20 -0.48 28.40 0| 0 0 0 4400 10.61 -0.58 27.29 0| 0 20 0 4800 16.22 -0.75 24.77 0| 0 0 0 5600 19.43 -0.83 23.67 0| 0 0 0 6000 37.82 -0.99 20.07 0| 0 0 0 8000 76.63 -1.00 17.40 0| 0 0 0 12000 Total 0| 0 36 0 Indicative a-t-m Vol 28.60 Underlying Price 44.745 Time to expiry: 934 Days Mar 13 1.28 -0.10 33.59 0| 0 0 0 2400 3.40 -0.22 31.75 0| 0 0 0 3200 6.65 -0.37 29.78 0| 0 40 0 4000 8.73 -0.46 28.81 0| 0 0 0 4400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 54 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.03 -0.54 27.66 0| 0 70 0 4800 16.35 -0.71 25.08 0| 0 0 0 5600 19.36 -0.78 23.75 0| 0 0 0 6000 37.12 -0.97 19.75 0| 0 0 0 8000 75.49 -1.00 17.25 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 28.78 Underlying Price 44.745 Time to expiry: 1123 Days Sep 13 1.91 -0.13 33.85 0| 0 0 0 2400 4.26 -0.25 31.00 0| 0 0 0 3200 8.11 -0.40 30.02 0| 0 0 0 4000 12.73 -0.56 27.94 0| 0 0 0 4800 21.13 -0.78 23.98 0| 0 0 0 6000 38.72 -0.96 20.77 0| 0 0 0 8000 76.57 -1.00 17.72 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 29.23 Underlying Price 44.745 Time to expiry: 1305 Days Mar 14 2.32 -0.13 34.72 0| 0 0 0 2400 4.85 -0.25 32.13 0| 0 0 0 3200 8.53 -0.39 30.45 0| 0 0 0 4000 13.00 -0.53 28.39 0| 0 0 0 4800 20.88 -0.75 24.06 0| 0 0 0 6000 37.87 -0.94 20.61 0| 0 0 0 8000 75.14 -1.00 17.64 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 29.71 Underlying Price 44.745 Time to expiry: 1487 Days Sep 14 5.91 -0.28 32.65 0| 0 0 0 3200 9.86 -0.41 31.02 0| 0 0 0 4000 14.51 -0.55 28.81 0| 0 0 0 4800 22.49 -0.75 24.37 0| 0 0 0 6000 39.26 -0.95 20.14 0| 0 0 0 8000 76.06 -1.00 17.48 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 30.11 Underlying Price 44.745 Time to expiry: 1669 Days Mar 15 6.10 -0.27 32.54 0| 0 0 0 3200 10.10 -0.39 31.39 0| 0 0 0 4000 14.62 -0.52 29.24 0| 0 0 0 4800 22.17 -0.72 24.77 0| 0 0 0 6000 38.32 -0.93 20.61 0| 0 0 0 8000 74.40 -1.00 17.64 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 48,579 0 Grand Total 0| 0 96,164 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 55 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Schneider Electric (100) (SU1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 10000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 11000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 35.53 Underlying Price 84.190 Time to expiry: 24 Days Sep 10 40.21 1.00 87.00 0| 0 0 0 4400 36.22 1.00 80.17 0| 0 0 0 4800 28.25 0.99 66.99 0| 0 0 0 5600 20.33 0.98 55.44 0| 0 0 0 6400 16.43 0.95 50.43 0| 0 0 0 6800 12.64 0.91 45.96 0| 0 1,659 0 7200 9.05 0.84 42.02 0| 0 27 0 7600 7.40 0.78 40.55 0| 0 0 0 7800 5.85 0.71 38.74 0| 0 530 0 8000 4.43 0.63 36.80 0| 0 0 0 8200 3.24 0.53 35.68 0| 0 567 0 8400 2.22 0.42 34.08 0| 0 600 0 8600 1.98 1.46 0.32 33.02 1.98 1.52 310| 20 720 +19 8800 0.88 0.23 32.04 0| 0 14 0 9000 0.85 0.56 0.16 32.05 0.85 0.71 141| 140 380 +120 9200 0.45 0.27 0.09 30.53 0.45 0.45 15| 15 791 +15 9400 0.14 0.05 29.83 0| 0 872 0 9600 0.03 0.01 28.75 0| 0 491 0 10000 0.01 0.00 27.98 0| 0 90 0 10500 0.01 0.00 27.79 0| 0 0 0 11000 0.01 0.00 29.00 0| 0 41 0 12000 Total 466| 175 6,782 +154 Indicative a-t-m Vol 36.01 Underlying Price 84.190 Time to expiry: 52 Days Oct 10 13.46 0.85 43.86 0| 0 0 0 7200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 56 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.17 0.77 41.12 0| 0 9 0 7600 7.19 0.67 38.22 0| 0 0 0 8000 5.90 0.60 37.24 0| 0 0 0 8200 4.74 0.54 36.16 0| 0 0 0 8400 3.66 0.46 34.61 0| 0 0 0 8600 2.76 0.39 33.49 0| 0 0 0 8800 2.02 0.32 32.44 0| 0 10 0 9000 1.48 0.25 31.97 0| 0 520 0 9200 1.12 1.08 0.20 31.77 1.12 1.02 480| 0 480 0 9400 0.72 0.15 31.01 0| 0 0 0 9600 0.34 0.08 30.66 0| 0 129 0 10000 0.07 0.02 33.00 0| 0 0 0 11000 Total 480| 0 1,148 0 Indicative a-t-m Vol 36.76 Underlying Price 84.190 Time to expiry: 87 Days Nov 10 14.58 0.80 43.91 0| 0 0 0 7200 11.45 0.73 41.24 0| 0 0 0 7600 8.63 0.65 38.75 0| 0 0 0 8000 6.22 0.54 36.90 0| 0 0 0 8400 5.11 0.49 35.41 0| 0 0 0 8600 4.14 0.43 34.33 0| 0 0 0 8800 3.31 0.38 33.56 0| 0 0 0 9000 2.62 0.32 32.72 0| 0 0 0 9200 1.53 0.22 31.26 0| 0 0 0 9600 0.82 0.14 30.00 0| 0 0 0 10000 Total 0| 0 0 0 Indicative a-t-m Vol 36.70 Underlying Price 84.190 Time to expiry: 115 Days Dec 10 52.53 0.99 89.00 0| 0 0 0 3200 44.76 0.97 78.14 0| 0 0 0 4000 40.88 0.96 72.75 0| 0 0 0 4400 37.05 0.95 67.61 0| 0 0 0 4800 29.47 0.92 58.29 0| 0 0 0 5600 25.78 0.90 54.16 0| 0 0 0 6000 22.17 0.87 50.38 0| 0 0 0 6400 18.68 0.83 46.95 0| 0 1,500 0 6800 15.35 0.78 43.55 0| 0 723 0 7200 12.32 0.72 41.12 0| 0 1,021 0 7600 9.55 0.64 38.78 0| 0 4,377 0 8000 7.14 0.55 36.82 0| 0 3,849 0 8400 4.96 0.45 34.19 0| 0 974 0 8800 3.31 0.35 32.32 0| 0 1,962 0 9200 2.44 2.09 0.26 30.92 2.44 2.44 10| 20 899 0 9600 1.30 0.18 30.21 0| 520 2,184 -486 10000 0.04 0.01 26.47 0| 0 490 0 12000 0.01 0.00 26.81 0| 0 0 0 14000 0.01 0.00 30.00 0| 0 0 0 16000 Total 10| 540 17,979 -486 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 57 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Indicative a-t-m Vol 36.78 Underlying Price 84.190 Time to expiry: 206 Days Mar 11 37.69 0.94 58.00 0| 0 0 0 4800 30.51 0.89 52.34 0| 0 0 0 5600 23.67 0.83 47.00 0| 0 0 0 6400 17.33 0.75 41.98 0| 0 0 0 7200 14.50 0.69 40.10 0| 0 0 0 7600 11.90 0.63 38.40 0| 0 180 0 8000 9.57 0.57 36.88 0| 0 0 0 8400 7.43 7.37 0.49 34.75 7.43 7.43 11| 0 6 0 8800 5.58 0.42 33.25 0| 0 40 0 9200 4.12 0.34 31.99 0| 0 62 0 9600 2.98 0.28 30.99 0| 0 31 0 10000 0.39 0.06 27.52 0| 0 450 0 12000 0.05 0.01 27.00 0| 0 0 0 14000 Total 11| 0 769 0 Indicative a-t-m Vol 35.08 Underlying Price 84.190 Time to expiry: 297 Days Jun 11 45.27 0.96 61.00 0| 0 0 0 4000 37.86 0.93 54.26 0| 0 0 0 4800 30.71 0.89 48.59 0| 0 0 0 5600 27.27 0.86 46.12 0| 0 0 0 6000 23.96 0.83 43.86 0| 0 0 0 6400 17.88 0.75 40.08 0| 0 0 0 7200 15.10 0.69 38.41 0| 0 0 0 7600 12.48 0.63 36.41 0| 0 0 0 8000 10.23 0.57 35.13 0| 0 20 0 8400 8.31 0.51 34.26 0| 0 0 0 8800 6.54 0.44 33.14 0| 0 115 0 9200 5.07 0.37 32.00 0| 0 0 0 9600 3.88 0.31 31.11 0| 0 0 0 10000 0.79 0.09 28.07 0| 0 51 0 12000 0.13 0.02 26.87 0| 0 0 0 14000 0.03 0.00 27.00 0| 0 0 0 16000 Total 0| 0 186 0 Indicative a-t-m Vol 35.52 Underlying Price 84.190 Time to expiry: 479 Days Dec 11 38.58 0.91 51.09 0| 0 0 0 4800 28.70 0.83 44.91 0| 0 0 0 6000 19.87 0.72 39.23 0| 0 0 0 7200 17.12 0.68 37.30 0| 0 400 0 7600 14.93 0.63 36.48 0| 0 608 0 8000 10.94 0.53 34.64 0| 0 25 0 8800 7.44 0.42 32.09 0| 0 0 0 9600 2.18 0.17 29.04 0| 0 0 0 12000 0.29 0.03 28.42 0| 0 24 0 16000 Total 0| 0 1,057 0 Indicative a-t-m Vol 35.61 Underlying Price 84.190 Time to expiry: 661 Days Jun 12 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 38.92 0.91 49.94 0| 0 0 0 4800 29.56 0.82 44.53 0| 0 0 0 6000 16.33 0.63 36.46 0| 0 0 0 8000 12.53 0.54 34.83 0| 0 0 0 8800 9.14 0.45 32.79 0| 0 0 0 9600 3.28 0.22 29.59 0| 0 0 0 12000 0.68 0.06 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 967| 715 27,921 -332 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 59 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Schneider Electric (100) (SU1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 7800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 8800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 9600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 10000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 11000 Total N/A | N/A N/A 0 Indicative a-t-m Vol 35.53 Underlying Price 84.190 Time to expiry: 24 Days Sep 10 0.01 0.00 87.00 0| 0 0 0 4400 0.01 0.00 80.17 0| 0 60 0 4800 0.04 -0.01 66.99 0| 0 242 0 5600 0.12 -0.02 55.44 0| 0 591 0 6400 0.22 -0.05 50.43 0| 0 306 0 6800 0.43 -0.09 45.96 0| 0 1,284 0 7200 0.83 -0.16 42.02 0| 0 4,086 0 7600 1.19 -0.22 40.55 0| 35 95 0 7800 1.30 1.63 -0.29 38.74 1.44 1.30 193| 60 1,961 0 8000 1.83 2.21 -0.37 36.80 1.83 1.80 Q 2,438| 12 550 +12 8200 2.40 3.02 -0.47 35.68 2.55 2.40 13| 3 2,068 +3 8400 4.00 -0.58 34.08 0| 0 1,968 0 8600 4.47 5.24 -0.68 33.02 4.47 4.47 6| 0 85 0 8800 6.67 -0.78 32.04 0| 0 251 0 9000 8.34 -0.85 32.05 0| 0 3 0 9200 10.06 -0.91 30.53 0| 0 0 0 9400 11.93 -0.95 29.83 0| 0 21 0 9600 15.82 -0.99 28.75 0| 0 0 0 10000 20.81 -1.00 27.98 0| 0 0 0 10500 25.81 -1.00 27.79 0| 0 0 0 11000 35.81 -1.00 29.00 0| 0 0 0 12000 Total 2,650| 110 13,571 +15 Indicative a-t-m Vol 36.01 Underlying Price 84.190 Time to expiry: 52 Days Oct 10 1.21 -0.15 43.86 0| 0 0 0 7200 1.92 -0.23 41.12 0| 10 10 +10 7600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.94 -0.33 38.22 0| 0 61 0 8000 3.65 -0.40 37.24 0| 0 61 0 8200 4.49 -0.46 36.16 0| 0 616 0 8400 5.41 -0.54 34.61 0| 0 513 0 8600 6.51 -0.61 33.49 0| 0 11 0 8800 7.77 -0.68 32.44 0| 0 0 0 9000 9.23 -0.75 31.97 0| 0 0 0 9200 10.83 -0.80 31.77 0| 0 0 0 9400 12.48 -0.85 31.01 0| 0 0 0 9600 16.10 -0.92 30.66 0| 0 1 0 10000 25.85 -0.98 33.00 0| 0 0 0 11000 Total 0| 10 1,273 +10 Indicative a-t-m Vol 36.76 Underlying Price 84.190 Time to expiry: 87 Days Nov 10 2.27 -0.20 43.91 0| 0 0 0 7200 3.14 -0.27 41.24 0| 0 0 0 7600 4.31 -0.36 38.75 0| 22 22 +22 8000 5.90 -0.46 36.90 0| 0 0 0 8400 6.78 -0.51 35.41 0| 0 0 0 8600 7.81 -0.57 34.33 0| 0 0 0 8800 8.99 -0.62 33.56 0| 0 0 0 9000 10.29 -0.68 32.72 0| 0 0 0 9200 13.21 -0.78 31.26 0| 0 0 0 9600 16.51 -0.87 30.00 0| 0 0 0 10000 Total 0| 22 22 +22 Indicative a-t-m Vol 36.70 Underlying Price 84.190 Time to expiry: 115 Days Dec 10 0.26 -0.01 89.00 0| 0 50 0 3200 0.46 -0.03 78.14 0| 0 44 0 4000 0.58 -0.04 72.75 0| 0 21 0 4400 0.73 -0.05 67.61 0| 0 2,005 0 4800 1.13 -0.08 58.29 0| 0 543 0 5600 1.43 -0.10 54.16 0| 0 558 0 6000 1.81 -0.13 50.38 0| 0 2,188 0 6400 2.31 -0.17 46.95 1,850| 0 126 0 6800 2.97 -0.22 43.55 0| 0 3,231 0 7200 3.54 3.94 -0.28 41.12 3.54 Q 3.54 Q 1,850| 0 6,810 0 7600 5.16 -0.36 38.78 0| 10 2,394 0 8000 6.74 -0.45 36.82 1,850| 0 6,266 0 8400 8.56 -0.55 34.19 0| 0 525 0 8800 10.91 -0.65 32.32 0| 0 57 0 9200 13.69 -0.75 30.92 0| 0 16 0 9600 16.91 -0.82 30.21 0| 0 0 0 10000 35.81 -1.00 26.47 0| 0 0 0 12000 55.81 -1.00 26.81 0| 0 0 0 14000 75.81 -1.00 30.00 0| 0 0 0 16000 Total 5,550| 10 24,834 0 Indicative a-t-m Vol 36.78 Underlying Price 84.190 Time to expiry: 206 Days Mar 11 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 61 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.25 -0.06 58.00 0| 0 26 0 4800 2.02 -0.11 52.34 0| 0 54 0 5600 3.14 -0.17 47.00 0| 0 90 0 6400 4.77 -0.25 41.98 0| 0 607 0 7200 5.92 -0.31 40.10 0| 0 300 0 7600 7.30 -0.37 38.40 0| 0 519 0 8000 8.22 8.96 -0.44 36.88 8.22 8.22 6| 0 23 0 8400 10.75 -0.51 34.75 0| 0 527 0 8800 12.95 -0.59 33.25 0| 0 6 0 9200 15.49 -0.66 31.99 0| 0 0 0 9600 18.35 -0.73 30.99 0| 0 0 0 10000 35.92 -0.96 27.52 0| 0 0 0 12000 55.81 -1.00 27.00 0| 0 0 0 14000 Total 6| 0 2,152 0 Indicative a-t-m Vol 35.08 Underlying Price 84.190 Time to expiry: 297 Days Jun 11 1.37 -0.06 61.00 0| 0 68 0 4000 2.07 -0.09 54.26 0| 0 45 0 4800 3.06 -0.14 48.59 0| 0 41 0 5600 3.72 -0.17 46.12 0| 0 51 0 6000 4.49 -0.20 43.86 0| 0 0 0 6400 6.64 -0.29 40.08 0| 0 2 0 7200 7.96 -0.34 38.41 0| 0 500 0 7600 9.44 -0.40 36.41 0| 0 0 0 8000 11.30 -0.46 35.13 0| 0 0 0 8400 13.49 -0.53 34.26 0| 0 125 0 8800 15.80 -0.59 33.14 0| 0 0 0 9200 18.39 -0.65 32.00 0| 0 0 0 9600 21.25 -0.71 31.11 0| 0 0 0 10000 38.23 -0.92 28.07 0| 0 0 0 12000 57.47 -0.98 26.87 0| 0 0 0 14000 77.23 -1.00 27.00 0| 0 0 0 16000 Total 0| 0 832 0 Indicative a-t-m Vol 35.52 Underlying Price 84.190 Time to expiry: 479 Days Dec 11 3.38 -0.11 51.09 0| 0 0 0 4800 5.66 -0.19 44.91 0| 0 0 0 6000 8.93 -0.30 39.23 0| 0 0 0 7200 10.19 -0.34 37.30 0| 0 800 0 7600 12.00 -0.39 36.48 0| 0 500 0 8000 16.01 -0.49 34.64 0| 0 0 0 8800 20.51 -0.59 32.09 0| 0 0 0 9600 39.21 -0.84 29.04 0| 0 0 0 12000 77.24 -0.98 28.42 0| 0 0 0 16000 Total 0| 0 1,300 0 Indicative a-t-m Vol 35.61 Underlying Price 84.190 Time to expiry: 661 Days Jun 12 5.08 -0.14 49.94 0| 0 0 0 4800 8.07 -0.22 44.53 0| 0 0 0 6000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 62 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.11 -0.40 36.46 0| 0 0 0 8000 19.38 -0.49 34.83 0| 0 0 0 8800 24.02 -0.57 32.79 0| 0 0 0 9600 42.03 -0.79 29.59 0| 0 0 0 12000 78.73 -0.94 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 8,206| 152 43,984 +47 Grand Total 9,173| 867 71,905 -285 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Schneider Electric European (SU2) Indicative a-t-m Vol 35.53 Underlying Price 84.190 Time to expiry: 24 Days Sep 10 52.20 1.00 103.40 0| 0 0 0 3200 44.21 1.00 93.59 0| 0 30 0 4000 40.21 1.00 87.00 0| 0 0 0 4400 36.22 1.00 80.17 0| 0 0 0 4800 28.25 0.99 66.99 0| 0 0 0 5600 24.28 0.99 60.97 0| 0 4,000 0 6000 20.33 0.98 55.44 0| 0 838 0 6400 16.43 0.95 50.43 0| 0 356 0 6800 12.64 0.91 45.96 0| 0 110 0 7200 9.05 0.84 42.02 0| 0 324 0 7600 7.40 0.78 40.55 0| 0 0 0 7800 5.85 0.71 38.74 0| 0 445 0 8000 4.43 0.63 36.80 0| 0 0 0 8200 3.24 0.53 35.68 0| 0 704 0 8400 2.22 0.42 34.08 0| 0 0 0 8600 1.46 0.32 33.02 0| 0 5,362 0 8800 0.88 0.23 32.04 0| 0 0 0 9000 0.56 0.16 32.05 0| 0 319 0 9200 0.27 0.09 30.53 0| 0 0 0 9400 0.14 0.05 29.83 0| 0 255 0 9600 0.03 0.01 28.75 0| 0 526 0 10000 0.01 0.00 27.79 0| 0 0 0 11000 0.01 0.00 29.00 0| 0 2,543 0 12000 Total 0| 0 15,812 0 Indicative a-t-m Vol 36.78 Underlying Price 84.190 Time to expiry: 206 Days Mar 11 45.07 0.97 63.21 0| 0 0 0 4000 37.69 0.94 58.00 0| 0 0 0 4800 30.51 0.89 52.34 0| 0 0 0 5600 27.05 0.87 49.61 0| 0 0 0 6000 23.67 0.83 47.00 0| 0 212 0 6400 17.33 0.75 41.98 0| 0 0 0 7200 14.50 0.69 40.10 0| 0 0 0 7600 11.90 0.63 38.40 0| 0 4 0 8000 9.57 0.57 36.88 0| 0 190 0 8400 7.37 0.49 34.75 0| 0 300 0 8800 5.58 0.42 33.25 0| 0 0 0 9200 4.12 0.34 31.99 0| 0 0 0 9600 2.98 0.28 30.99 0| 0 0 0 10000 0.39 0.06 27.52 0| 0 772 0 12000 0.05 0.01 27.00 0| 0 0 0 14000 0.01 0.00 28.76 0| 0 0 0 16000 Total 0| 0 1,478 0 Indicative a-t-m Vol 35.74 Underlying Price 84.190 Time to expiry: 388 Days Sep 11 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 64 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 36.56 0.91 50.00 0| 0 0 0 4800 33.35 0.88 48.67 0| 0 3,000 0 5200 27.08 0.82 45.39 0| 0 0 0 6000 24.11 0.79 43.68 0| 0 2,310 0 6400 18.76 0.70 41.09 0| 0 0 0 7200 13.48 0.61 36.88 0| 0 2,500 0 8000 9.49 0.50 34.70 0| 0 2 0 8800 6.18 0.39 32.07 0| 0 0 0 9600 1.29 0.12 27.88 0| 0 0 0 12000 0.09 0.01 27.00 0| 0 0 0 16000 Total 0| 0 7,812 0 Indicative a-t-m Vol 36.21 Underlying Price 84.190 Time to expiry: 570 Days Mar 12 38.86 0.88 52.02 0| 0 0 0 4800 29.57 0.81 45.46 0| 0 0 0 6000 21.38 0.71 40.59 0| 0 5,000 0 7200 16.77 0.63 38.22 0| 0 0 0 8000 12.07 0.53 34.39 0| 0 0 0 8800 8.43 0.44 31.77 0| 0 0 0 9600 2.40 0.18 27.24 0| 0 0 0 12000 0.39 0.04 27.24 0| 0 0 0 16000 Total 0| 0 5,000 0 Total Calls 0| 0 30,102 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Schneider Electric European (SU2) Indicative a-t-m Vol 35.53 Underlying Price 84.190 Time to expiry: 24 Days Sep 10 0.01 0.00 103.40 0| 0 0 0 3200 0.01 0.00 93.59 0| 0 0 0 4000 0.01 0.00 87.00 0| 0 5 0 4400 0.01 0.00 80.17 0| 0 275 0 4800 0.04 -0.01 66.99 0| 0 280 0 5600 0.07 -0.01 60.97 0| 0 20 0 6000 0.12 -0.02 55.44 0| 0 267 0 6400 0.22 -0.05 50.43 0| 0 728 0 6800 0.42 -0.09 45.96 0| 0 327 0 7200 0.83 -0.16 42.02 0| 0 438 0 7600 1.19 -0.22 40.55 0| 0 0 0 7800 1.63 -0.29 38.74 0| 0 336 0 8000 2.21 -0.37 36.80 0| 0 0 0 8200 3.02 -0.47 35.68 0| 0 300 0 8400 4.00 -0.58 34.08 0| 0 0 0 8600 5.24 -0.68 33.02 0| 0 0 0 8800 6.67 -0.77 32.04 0| 0 0 0 9000 8.34 -0.84 32.05 0| 0 0 0 9200 10.05 -0.91 30.53 0| 0 0 0 9400 11.92 -0.95 29.83 0| 0 0 0 9600 15.81 -0.99 28.75 0| 0 0 0 10000 25.78 -1.00 27.79 0| 0 0 0 11000 35.77 -1.00 29.00 0| 0 0 0 12000 Total 0| 0 2,976 0 Indicative a-t-m Vol 36.78 Underlying Price 84.190 Time to expiry: 206 Days Mar 11 0.66 -0.03 63.21 0| 0 1,199 0 4000 1.25 -0.06 58.00 0| 0 1,828 0 4800 2.02 -0.11 52.34 0| 0 50 0 5600 2.54 -0.13 49.61 0| 0 0 0 6000 3.14 -0.17 47.00 0| 0 110 0 6400 4.76 -0.25 41.98 0| 0 64 0 7200 5.90 -0.31 40.10 0| 0 176 0 7600 7.28 -0.37 38.40 0| 0 208 0 8000 8.93 -0.43 36.88 0| 0 0 0 8400 10.71 -0.51 34.75 0| 0 10 0 8800 12.90 -0.58 33.25 0| 0 0 0 9200 15.41 -0.66 31.99 0| 0 0 0 9600 18.25 -0.72 30.99 0| 0 0 0 10000 35.56 -0.94 27.52 0| 0 10 0 12000 55.11 -0.99 27.00 0| 0 0 0 14000 74.96 -1.00 28.76 0| 0 0 0 16000 Total 0| 0 3,655 0 Indicative a-t-m Vol 35.74 Underlying Price 84.190 Time to expiry: 388 Days Sep 11 2.36 -0.09 50.00 0| 0 0 0 4800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 66 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.09 -0.12 48.67 0| 0 0 0 5200 4.73 -0.18 45.39 0| 0 0 0 6000 5.70 -0.21 43.68 0| 0 0 0 6400 8.26 -0.30 41.09 0| 0 18 0 7200 10.88 -0.39 36.88 0| 0 0 0 8000 14.79 -0.50 34.70 0| 0 0 0 8800 19.38 -0.61 32.07 0| 0 0 0 9600 38.19 -0.88 27.88 0| 0 0 0 12000 76.50 -0.99 27.00 0| 0 0 0 16000 Total 0| 0 18 0 Indicative a-t-m Vol 36.21 Underlying Price 84.190 Time to expiry: 570 Days Mar 12 4.31 -0.12 52.02 0| 0 0 0 4800 6.78 -0.19 45.46 0| 0 0 0 6000 10.36 -0.29 40.59 0| 0 0 0 7200 13.59 -0.37 38.22 0| 0 0 0 8000 16.74 -0.47 34.39 0| 0 0 0 8800 20.94 -0.56 31.77 0| 0 0 0 9600 38.44 -0.82 27.24 0| 0 0 0 12000 75.65 -0.96 27.24 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 6,649 0 Grand Total 0| 0 36,751 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Scor (100) (SC1) Indicative a-t-m Vol 29.35 Underlying Price 15.980 Time to expiry: 24 Days Sep 10 6.38 1.00 47.50 0| 0 0 0 960 5.98 1.00 46.11 0| 0 0 0 1000 3.98 1.00 39.58 0| 0 0 0 1200 2.99 0.99 36.68 0| 0 0 0 1300 2.02 0.94 34.05 0| 0 0 0 1400 1.15 0.79 31.79 0| 0 0 0 1500 0.79 0.66 30.92 0| 0 0 0 1550 0.48 0.51 29.29 0| 0 0 0 1600 0.27 0.35 28.42 0| 0 120 0 1650 0.13 0.21 27.93 0| 0 422 0 1700 0.06 0.11 27.21 0| 0 0 0 1750 0.02 0.04 26.27 0| 0 200 0 1800 0.01 0.00 24.95 0| 0 160 0 1900 0.01 0.00 23.85 0| 0 40 0 2000 0.01 0.00 22.25 0| 0 0 0 2200 0.01 0.00 21.39 0| 0 0 0 2400 0.01 0.00 21.50 0| 0 0 0 2800 Total 0| 0 942 0 Indicative a-t-m Vol 29.10 Underlying Price 15.980 Time to expiry: 115 Days Dec 10 6.42 0.99 43.50 0| 0 0 0 960 6.03 0.98 42.13 0| 0 0 0 1000 4.11 0.94 36.42 0| 0 0 0 1200 2.36 0.80 31.97 0| 0 0 0 1400 1.63 0.68 30.23 0| 0 0 0 1500 1.05 0.54 29.08 0| 0 0 0 1600 0.61 0.38 27.78 0| 0 60 0 1700 0.32 0.24 26.74 0| 0 360 0 1800 0.15 0.13 25.96 0| 0 290 0 1900 0.06 0.07 25.31 0| 0 1,580 0 2000 0.01 0.01 24.46 0| 0 0 0 2200 0.01 0.00 24.09 0| 0 0 0 2400 0.01 0.00 24.50 0| 0 0 0 2800 Total 0| 0 2,290 0 Indicative a-t-m Vol 29.57 Underlying Price 15.980 Time to expiry: 206 Days Mar 11 6.53 0.95 46.50 0| 0 0 0 960 6.14 0.95 44.06 0| 0 0 0 1000 4.26 0.89 35.48 0| 0 0 0 1200 2.65 0.75 31.79 0| 0 0 0 1400 1.98 0.66 30.69 0| 0 0 0 1500 1.42 0.55 29.54 0| 0 40 0 1600 0.97 0.43 28.52 0| 0 20 0 1700 0.62 0.32 27.54 0| 0 40 0 1800 0.42 0.24 27.63 0| 0 0 0 1900 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.26 0.16 27.36 0| 0 0 0 2000 0.10 0.07 27.02 0| 0 0 0 2200 0.03 0.03 26.82 0| 0 0 0 2400 0.01 0.00 26.50 0| 0 0 0 2800 Total 0| 0 100 0 Indicative a-t-m Vol 28.08 Underlying Price 15.980 Time to expiry: 297 Days Jun 11 6.55 0.95 45.49 0| 0 0 0 960 6.15 0.95 43.00 0| 0 0 0 1000 4.29 0.89 34.27 0| 0 0 0 1200 2.69 0.75 30.95 0| 0 0 0 1400 1.99 0.66 29.01 0| 0 0 0 1500 1.45 0.55 28.06 0| 0 0 0 1600 0.98 0.44 26.73 0| 0 0 0 1700 0.65 0.33 26.11 0| 0 0 0 1800 0.25 0.16 24.86 0| 0 0 0 2000 0.08 0.06 23.92 0| 0 0 0 2200 0.02 0.02 22.67 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 3,332 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 69 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Scor (100) (SC1) Indicative a-t-m Vol 29.35 Underlying Price 15.980 Time to expiry: 24 Days Sep 10 0.01 0.00 47.50 0| 0 0 0 960 0.01 0.00 46.11 0| 0 0 0 1000 0.01 0.00 39.58 0| 0 0 0 1200 0.01 -0.01 36.68 0| 0 0 0 1300 0.04 -0.06 34.05 0| 0 0 0 1400 0.16 -0.21 31.79 0| 0 37 0 1500 0.30 -0.34 30.92 0| 0 0 0 1550 0.50 -0.49 29.29 0| 0 101 0 1600 0.78 -0.65 28.42 0| 0 0 0 1650 1.15 -0.79 27.93 0| 0 130 0 1700 1.57 -0.89 27.21 0| 0 0 0 1750 2.04 -0.96 26.27 0| 0 0 0 1800 3.02 -1.00 24.95 0| 0 0 0 1900 4.02 -1.00 23.85 0| 0 0 0 2000 6.02 -1.00 22.25 0| 0 0 0 2200 8.02 -1.00 21.39 0| 0 0 0 2400 12.02 -1.00 21.50 0| 0 0 0 2800 Total 0| 0 268 0 Indicative a-t-m Vol 29.10 Underlying Price 15.980 Time to expiry: 115 Days Dec 10 0.02 -0.01 43.50 0| 0 0 0 960 0.03 -0.02 42.13 0| 0 0 0 1000 0.10 -0.07 36.42 0| 0 0 0 1200 0.36 -0.21 31.97 0| 0 60 0 1400 0.64 -0.32 30.23 0| 0 0 0 1500 1.06 -0.47 29.08 0| 0 40 0 1600 1.62 -0.63 27.78 0| 0 120 0 1700 2.33 -0.76 26.74 0| 0 0 0 1800 3.16 -0.87 25.96 0| 0 80 0 1900 4.08 -0.93 25.31 0| 0 42 0 2000 6.02 -0.99 24.46 0| 0 0 0 2200 8.02 -1.00 24.09 0| 0 0 0 2400 12.02 -1.00 24.50 0| 0 0 0 2800 Total 0| 0 342 0 Indicative a-t-m Vol 29.57 Underlying Price 15.980 Time to expiry: 206 Days Mar 11 0.14 -0.05 46.50 0| 0 0 0 960 0.14 -0.06 44.06 0| 0 0 0 1000 0.26 -0.11 35.48 0| 0 0 0 1200 0.68 0.64 -0.25 31.79 0.68 0.68 20| 0 0 0 1400 0.98 -0.35 30.69 0| 0 0 0 1500 1.41 -0.46 29.54 0| 0 0 0 1600 1.96 -0.57 28.52 0| 0 0 0 1700 2.61 -0.68 27.54 0| 0 0 0 1800 3.40 -0.77 27.63 0| 0 0 0 1900 4.25 -0.84 27.36 0| 0 0 0 2000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 70 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.09 -0.93 27.02 0| 0 0 0 2200 8.03 -0.98 26.82 0| 0 0 0 2400 12.02 -1.00 26.50 0| 0 0 0 2800 Total 20| 0 0 0 Indicative a-t-m Vol 28.08 Underlying Price 15.980 Time to expiry: 297 Days Jun 11 0.34 -0.10 45.49 0| 0 0 0 960 0.35 -0.11 43.00 0| 0 0 0 1000 0.56 -0.19 34.27 0| 0 0 0 1200 1.11 -0.34 30.53 0| 0 0 0 1400 1.52 -0.44 29.01 0| 0 0 0 1500 2.07 -0.54 28.06 0| 0 0 0 1600 2.68 -0.65 26.73 0| 0 0 0 1700 3.41 -0.74 26.11 0| 0 0 0 1800 5.09 -0.88 24.86 0| 0 0 0 2000 6.95 -0.95 23.92 0| 0 0 0 2200 8.89 -0.99 22.67 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 20| 0 610 0 Grand Total 20| 0 3,942 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Societe Generale (100) (GL1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 Total N/A | N/A N/A 0 Indicative a-t-m Vol 50.92 Underlying Price 40.700 Time to expiry: 24 Days Sep 10 20.71 1.00 100.00 0| 0 0 0 2000 18.72 1.00 95.22 0| 0 0 0 2200 16.74 0.99 89.84 0| 0 0 0 2400 14.76 0.98 84.43 0| 0 0 0 2600 12.80 0.97 79.15 0| 0 200 0 2800 10.88 0.95 74.61 0| 0 0 0 3000 9.02 0.92 71.21 0| 0 416 0 3200 8.08 0.90 67.73 0| 0 2,050 0 3300 7.07 0.87 64.46 0| 0 6,750 0 3412 6.30 0.84 62.46 0| 0 885 0 3500 5.48 0.80 60.93 0| 0 8,235 0 3600 4.67 0.76 58.50 0| 0 550 0 3700 4.00 0.71 56.83 0| 0 324 0 3791 3.92 0.71 56.28 0| 0 3,043 0 3800 3.21 0.65 54.13 0| 0 843 0 3900 2.59 0.58 52.42 0| 75 11,234 +68 4000 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 72 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.01 0.51 50.28 0| 75 75 +24 4100 1.60 1.64 0.45 48.75 1.60 1.60 10| 84 5,461 +30 4170 1.15 0.36 48.14 0| 1,027 951 +881 4300 0.75 0.86 0.29 47.77 0.80 Q 0.75 900| 109 3,504 -74 4400 0.58 0.57 0.22 45.39 0.58 0.55 131| 398 1,104 +92 4500 0.49 0.19 45.49 0| 0 2,262 0 4549 0.40 0.16 45.09 0| 51 560 +23 4600 0.26 0.12 44.11 0| 0 545 0 4700 0.15 0.16 0.08 43.35 0.15 0.15 30| 0 10,994 0 4800 0.09 0.05 43.15 0| 5 5,344 0 4929 0.01 0.01 38.67 0| 0 2,129 0 5200 0.01 0.00 37.83 0| 0 4,656 0 5308 0.01 0.00 35.45 0| 0 460 0 5687 0.01 0.00 33.86 0| 0 93 0 6066 0.01 0.00 33.07 0| 0 100 0 6400 0.01 0.00 32.81 0| 0 6 0 6824 0.01 0.00 33.21 0| 0 0 0 7200 0.01 0.00 34.17 0| 0 587 0 7582 0.01 0.00 35.50 0| 0 120 0 8000 Total 1,071| 1,824 73,481 +1,044 Indicative a-t-m Vol 51.32 Underlying Price 40.700 Time to expiry: 52 Days Oct 10 13.10 0.93 72.95 0| 0 0 0 2800 11.28 0.90 69.32 0| 0 0 0 3000 9.55 0.86 66.27 0| 0 0 0 3200 7.85 0.81 62.09 0| 0 0 0 3400 7.04 0.78 60.08 0| 0 0 0 3500 6.29 0.75 58.83 0| 0 61 0 3600 5.56 0.71 57.32 0| 0 75 0 3700 4.82 0.67 54.84 0| 0 67 0 3800 4.14 0.62 53.00 0| 0 50 0 3900 3.20 3.52 0.58 51.25 3.20 3.20 20| 0 222 0 4000 3.05 0.53 51.35 0| 0 9 0 4100 2.44 0.47 48.32 0| 0 194 0 4200 1.99 0.42 46.86 0| 0 75 0 4300 1.64 0.36 46.54 0| 75 638 +62 4400 1.24 0.31 44.46 0| 30 171 +30 4500 1.00 0.98 0.26 43.82 1.00 1.00 75| 0 180 0 4600 0.75 0.73 0.21 42.31 0.75 0.75 27| 75 105 +75 4700 0.54 0.56 0.17 42.00 0.54 0.54 75| 0 806 0 4800 0.10 0.04 36.35 0| 0 2,757 0 5200 0.01 0.01 34.33 0| 0 50 0 5600 Total 197| 180 5,460 +167 Indicative a-t-m Vol 50.35 Underlying Price 40.700 Time to expiry: 87 Days Nov 10 8.57 0.78 60.56 0| 0 0 0 3400 7.09 0.72 57.54 0| 0 0 0 3600 5.72 0.65 54.50 0| 0 0 0 3800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 73 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.28 4.42 0.58 51.00 4.28 4.28 75| 0 0 0 4000 3.88 0.54 50.07 0| 0 0 0 4100 3.21 3.35 0.50 48.64 3.21 3.21 26| 0 0 0 4200 2.43 0.41 46.26 0| 0 0 0 4400 1.70 1.70 0.33 44.23 1.70 1.70 75| 50 50 +50 4600 1.07 1.14 0.25 42.64 1.14 1.07 450| 75 75 +75 4800 Total 626| 125 125 +125 Indicative a-t-m Vol 48.76 Underlying Price 40.700 Time to expiry: 115 Days Dec 10 29.38 1.00 91.00 0| 0 0 0 1137 25.73 0.98 93.77 0| 0 0 0 1516 22.10 0.97 85.70 0| 0 113 0 1896 21.13 0.96 83.87 0| 0 0 0 2000 18.58 0.94 78.06 0| 0 0 0 2275 17.43 0.93 75.57 0| 0 12 0 2400 13.90 0.88 68.51 0| 0 0 0 2800 11.93 0.84 64.76 0| 0 2,929 0 3033 10.56 0.81 61.55 0| 0 1,650 0 3200 9.02 0.76 58.65 0| 0 331 0 3400 7.57 0.71 56.10 0| 0 4,268 0 3600 6.28 0.65 53.41 0| 0 7,771 0 3791 4.89 0.58 49.50 1,000| 0 12,659 0 4000 3.83 0.51 47.40 0| 0 2,325 0 4200 3.55 0.49 46.94 0| 0 5,515 0 4258 3.09 0.45 45.87 0| 0 4,631 0 4360 2.32 0.38 44.09 0| 0 6,337 0 4549 2.12 2.14 0.36 43.54 2.12 2.12 11| 0 1,717 0 4600 1.64 1.72 0.31 42.78 1.73 1.64 21| 0 23,327 0 4739 1.20 0.24 41.02 0| 0 19,825 0 4929 0.84 0.19 39.65 0| 0 4,199 0 5100 0.54 0.13 38.68 0| 0 2,547 0 5323 0.29 0.08 37.26 0| 0 5,429 0 5600 0.22 0.06 36.49 0| 0 2,094 0 5687 0.02 0.01 31.97 0| 0 765 0 6388 0.02 0.01 31.92 0| 0 1,022 0 6400 0.01 0.00 29.65 0| 0 260 0 7097 0.01 0.00 29.40 0| 0 193 0 7203 0.01 0.00 28.68 0| 0 311 0 7582 0.01 0.00 28.20 0| 0 717 0 7984 0.01 0.00 27.99 0| 0 262 0 8517 0.01 0.00 28.09 0| 0 1,060 0 8872 0.01 0.00 30.50 0| 0 120 0 10647 Total 1,032| 0 112,389 0 Indicative a-t-m Vol 47.34 Underlying Price 40.700 Time to expiry: 206 Days Mar 11 21.59 0.94 75.64 0| 0 0 0 2000 19.82 0.92 72.23 0| 0 0 0 2200 18.06 0.90 68.75 0| 0 0 0 2400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 74 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.70 0.85 62.60 0| 0 0 0 2800 13.12 0.82 59.74 0| 0 0 0 3000 11.59 0.78 57.24 0| 0 3,001 0 3200 10.13 0.74 54.85 0| 0 2,095 0 3400 8.75 0.70 52.40 0| 0 446 0 3600 7.46 0.65 50.40 0| 0 775 0 3800 6.28 0.60 48.31 0| 0 1,402 0 4000 5.00 5.10 0.54 45.52 5.00 5.00 75| 0 850 0 4200 4.14 0.48 43.86 0| 0 4,236 0 4400 3.30 0.42 42.28 0| 31 7,459 -31 4600 2.56 0.36 40.52 0| 0 2,551 0 4800 1.47 0.24 37.94 0| 0 498 0 5200 0.78 0.15 35.94 0| 0 2,337 0 5600 0.21 0.05 34.01 0| 0 355 0 6400 0.03 0.01 31.50 0| 0 350 0 7200 Total 75| 31 26,355 -31 Indicative a-t-m Vol 45.30 Underlying Price 40.700 Time to expiry: 297 Days Jun 11 29.53 0.99 77.00 0| 0 0 0 1137 26.03 0.97 75.62 0| 0 0 0 1516 24.33 0.96 73.50 0| 0 0 0 1706 22.65 0.95 70.99 0| 0 0 0 1896 21.00 0.93 68.34 0| 0 0 0 2085 19.36 0.91 65.33 0| 0 0 0 2275 18.33 0.90 64.09 0| 0 50 0 2400 16.22 0.87 60.38 0| 0 0 0 2654 13.24 0.81 55.59 0| 0 50 0 3033 11.97 0.78 53.30 0| 0 0 0 3200 10.46 0.74 51.07 0| 0 51 0 3412 9.22 0.70 49.35 0| 0 1,150 0 3600 8.09 0.66 47.99 0| 0 433 0 3791 6.88 0.61 46.20 1,250| 0 7,192 0 4000 5.87 0.56 44.01 0| 0 2,172 0 4170 4.82 0.50 42.72 0| 0 50 0 4400 4.16 0.46 41.53 0| 53 7,828 +53 4549 3.21 0.39 39.82 2,250| 750 1,625 -144 4800 1.75 0.26 36.79 0| 0 7,628 0 5308 1.05 0.18 35.03 0| 0 471 0 5687 0.63 0.12 34.00 0| 0 1,236 0 6066 0.40 0.08 33.47 0| 0 175 0 6400 0.25 0.06 33.64 0| 0 256 0 6824 0.12 0.03 32.11 0| 0 28 0 7200 0.07 0.02 31.50 0| 0 100 0 7582 Total 3,500| 803 30,495 -91 Indicative a-t-m Vol 41.74 Underlying Price 40.700 Time to expiry: 479 Days Dec 11 29.65 0.98 74.75 0| 0 0 0 1137 26.25 0.96 70.41 0| 0 0 0 1516 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 75 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.95 0.93 64.98 0| 0 0 0 1896 19.85 0.89 60.64 0| 0 0 0 2275 14.03 0.79 51.59 0| 0 0 0 3033 12.82 0.77 49.78 0| 0 42 0 3200 10.14 0.69 45.80 0| 0 2,540 0 3600 9.10 0.65 44.72 0| 0 6,250 0 3791 7.75 0.61 42.26 1,000| 0 3,920 0 4000 6.43 0.55 40.33 0| 0 1,950 0 4258 4.21 0.43 37.44 0| 0 5,458 0 4800 2.58 0.31 34.73 0| 0 5,723 0 5323 0.34 0.07 29.45 0| 0 50 0 7097 0.19 0.04 30.70 0| 0 241 0 7984 0.11 0.02 32.00 0| 0 0 0 8872 Total 1,000| 0 26,174 0 Indicative a-t-m Vol 42.13 Underlying Price 40.700 Time to expiry: 661 Days Jun 12 22.28 0.92 62.40 0| 0 0 0 2000 20.06 0.89 58.31 0| 0 0 0 2275 14.73 0.79 51.67 0| 0 0 0 3033 13.49 0.77 49.28 0| 0 0 0 3200 12.03 0.73 46.89 0| 0 0 0 3412 10.85 0.70 45.06 0| 0 0 0 3600 9.85 0.66 44.33 0| 0 0 0 3791 8.79 0.62 43.04 0| 0 0 0 4000 7.70 0.59 40.84 0| 0 0 0 4170 7.51 0.58 40.45 0| 0 0 0 4200 5.93 0.51 38.27 0| 0 1,000 0 4549 4.76 0.45 36.00 0| 0 0 0 4800 3.16 0.35 33.80 0| 0 0 0 5308 2.25 0.27 32.28 0| 0 0 0 5687 0.54 0.09 31.00 0| 0 0 0 7582 Total 0| 0 1,000 0 Indicative a-t-m Vol 40.67 Underlying Price 40.700 Time to expiry: 850 Days Dec 12 33.23 1.00 80.62 0| 0 0 0 758 26.41 0.96 66.60 0| 0 0 0 1516 23.33 0.92 61.54 0| 0 0 0 1896 20.43 0.88 57.20 0| 0 0 0 2275 15.13 0.79 49.42 0| 0 4,000 0 3033 13.88 0.76 47.07 0| 0 0 0 3200 11.52 0.70 44.18 0| 0 0 0 3600 10.44 0.66 42.91 0| 0 7,500 0 3791 9.27 0.63 41.05 0| 0 500 0 4000 8.02 0.58 39.66 0| 0 1,500 0 4258 5.76 0.48 36.79 0| 0 9,500 0 4800 4.03 0.38 34.41 0| 0 5,474 0 5323 3.01 0.31 33.60 0| 0 1,500 0 5800 1.48 0.19 30.60 0| 0 5,750 0 6635 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 76 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.15 0.15 30.60 0| 0 0 0 7097 0.77 0.11 31.40 0| 0 0 0 8000 Total 0| 0 35,724 0 Indicative a-t-m Vol 40.78 Underlying Price 40.700 Time to expiry: 1032 Days Jun 13 22.50 0.92 61.07 0| 0 0 0 2000 19.68 0.87 57.00 0| 0 0 0 2400 14.32 0.77 48.39 0| 0 0 0 3200 11.77 0.70 44.31 0| 0 0 0 3600 9.62 0.64 41.24 0| 0 0 0 4000 7.71 0.57 38.64 0| 0 0 0 4400 6.05 0.49 36.37 0| 0 0 0 4800 2.81 0.30 32.32 0| 0 0 0 6000 0.94 0.12 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.11 Underlying Price 40.700 Time to expiry: 1214 Days Dec 13 23.55 0.92 62.27 0| 0 0 0 1896 20.76 0.88 56.96 0| 0 0 0 2275 15.72 0.79 49.00 0| 0 0 0 3033 11.42 0.68 43.04 0| 0 1,000 0 3791 7.73 0.55 37.79 0| 0 0 0 4549 4.12 0.37 33.45 0| 0 3,000 0 5687 2.27 0.24 31.57 0| 0 1,066 0 6800 1.30 0.15 31.21 0| 0 0 0 8000 0.89 0.11 32.66 0| 0 1,000 0 9478 Total 0| 0 6,066 0 Indicative a-t-m Vol 40.59 Underlying Price 40.700 Time to expiry: 1578 Days Dec 14 22.60 0.92 60.60 0| 0 0 0 2000 20.00 0.87 56.18 0| 0 0 0 2400 15.03 0.77 47.66 0| 0 0 0 3200 10.66 0.65 40.97 0| 0 0 0 4000 7.36 0.53 36.63 0| 0 0 0 4800 4.05 0.36 32.65 0| 0 0 0 6000 2.20 0.22 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 7,501| 2,963 317,269 +1,214 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 77 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Societe Generale (100) (GL1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 2900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4100 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4300 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 Total N/A | N/A N/A 0 Indicative a-t-m Vol 50.92 Underlying Price 40.700 Time to expiry: 24 Days Sep 10 0.01 0.00 100.00 0| 0 1,003 0 2000 0.02 0.00 95.22 0| 0 3,692 0 2200 0.07 0.03 -0.01 89.84 0.07 0.07 100| 0 6,510 0 2400 0.05 -0.02 84.43 0| 0 6,541 0 2600 0.10 -0.03 79.15 0| 0 4,044 0 2800 0.17 -0.05 74.61 0| 0 2,968 0 3000 0.34 0.31 -0.08 71.21 0.34 0.34 75| 75 7,714 -75 3200 0.42 0.37 -0.10 67.73 0.42 0.42 40| 75 3,457 +75 3300 0.53 0.48 -0.13 64.46 0.53 0.53 101| 0 6,324 0 3412 0.60 0.59 -0.16 62.46 0.67 0.60 89| 155 6,659 +2 3500 0.84 0.77 -0.20 60.93 0.84 0.84 1,145| 75 6,126 0 3600 1.00 0.96 -0.24 58.50 1.00 1.00 10| 75 462 -75 3700 1.23 1.20 -0.29 56.83 1.23 1.23 33| 145 1,966 +101 3791 1.26 1.21 -0.29 56.28 1.33 1.26 54| 75 651 +75 3800 1.60 1.50 -0.35 54.13 1.60 1.60 20| 0 171 0 3900 1.98 1.87 -0.42 52.42 1.98 1.98 75| 210 8,365 -103 4000 2.44 2.29 -0.49 50.28 2.44 2.44 75| 75 354 +75 4100 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 78 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.80 2.62 -0.55 48.75 2.80 2.80 112| 0 7,184 0 4170 3.44 -0.64 48.14 0| 0 78 0 4300 4.15 -0.71 47.77 0| 50 2,234 0 4400 4.85 -0.78 45.39 0| 0 1,015 0 4500 5.26 -0.81 45.49 0| 0 2,545 0 4549 5.69 -0.84 45.09 0| 13 21 0 4600 6.55 -0.88 44.11 0| 0 0 0 4700 7.45 -0.92 43.35 0| 0 2,127 0 4800 8.67 -0.95 43.15 0| 0 1,782 0 4929 11.31 -0.99 38.67 0| 0 0 0 5200 12.38 -1.00 37.83 0| 0 15 0 5308 16.17 -1.00 35.45 0| 0 2 0 5687 19.96 -1.00 33.86 0| 0 1,250 0 6066 23.30 -1.00 33.07 0| 0 0 0 6400 27.54 -1.00 32.81 0| 0 0 0 6824 31.30 -1.00 33.21 0| 0 0 0 7200 35.12 -1.00 34.17 0| 0 50 0 7582 39.30 -1.00 35.50 0| 0 0 0 8000 Total 1,929| 1,023 85,310 +75 Indicative a-t-m Vol 51.32 Underlying Price 40.700 Time to expiry: 52 Days Oct 10 0.38 -0.07 72.95 0| 30 155 +30 2800 0.56 -0.10 69.32 0| 75 265 +75 3000 0.82 -0.14 66.27 0| 0 2,415 0 3200 1.13 1.12 -0.19 62.09 1.13 1.13 75| 0 232 0 3400 1.43 1.31 -0.22 60.08 1.43 1.33 150| 0 108 0 3500 1.57 -0.25 58.83 0| 0 140 0 3600 1.83 -0.29 57.32 0| 0 1,621 0 3700 2.09 -0.33 54.84 0| 0 126 0 3800 2.41 -0.38 53.00 0| 0 1,672 0 3900 2.79 -0.42 51.25 0| 0 138 0 4000 3.32 -0.47 51.35 0| 20 170 0 4100 3.71 -0.53 48.32 0| 29 60 -6 4200 4.25 -0.58 46.86 0| 0 125 0 4300 4.91 -0.64 46.54 0| 0 123 0 4400 5.51 -0.69 44.46 0| 0 4,005 0 4500 6.25 -0.74 43.82 0| 0 86 0 4600 7.00 -0.79 42.31 0| 0 0 0 4700 7.83 -0.83 42.00 0| 0 29 0 4800 11.37 -0.96 36.35 0| 0 0 0 5200 15.30 -1.00 34.33 0| 0 0 0 5600 Total 225| 154 11,470 +99 Indicative a-t-m Vol 50.35 Underlying Price 40.700 Time to expiry: 87 Days Nov 10 1.79 1.81 -0.22 60.56 1.79 1.78 150| 0 0 0 3400 2.40 2.33 -0.28 57.54 2.40 2.40 75| 32 32 +32 3600 2.95 -0.35 54.50 0| 0 0 0 3800 3.66 -0.42 51.00 0| 0 0 0 4000 4.11 -0.46 50.07 0| 0 0 0 4100 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 79 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.58 -0.50 48.64 0| 0 0 0 4200 5.66 -0.59 46.26 0| 0 0 0 4400 6.93 -0.67 44.23 0| 0 0 0 4600 8.38 -0.75 42.64 0| 0 0 0 4800 Total 225| 32 32 +32 Indicative a-t-m Vol 48.76 Underlying Price 40.700 Time to expiry: 115 Days Dec 10 0.02 0.00 91.00 0| 0 654 0 1137 0.15 -0.02 93.77 0| 0 709 0 1516 0.31 -0.03 85.70 0| 0 2,384 0 1896 0.38 -0.04 83.87 0| 0 11,759 0 2000 0.57 -0.06 78.06 0| 17 3,620 0 2275 0.67 -0.07 75.57 0| 20 9,485 0 2400 1.19 1.12 -0.12 68.51 1.19 1.19 5| 0 5,858 0 2800 1.48 -0.16 64.76 0| 0 6,595 0 3033 1.88 1.78 -0.19 61.55 1.88 1.78 90| 0 10,816 0 3200 2.35 2.23 -0.24 58.65 2.35 2.35 75| 0 1,984 0 3400 2.78 -0.29 56.10 1,060| 0 4,501 -1,500 3600 3.40 -0.35 53.41 0| 0 23,275 0 3791 4.25 4.09 -0.42 49.50 4.25 Q 4.25 Q 2,000| 0 6,453 0 4000 5.15 5.03 -0.49 47.40 5.15 5.15 60| 75 1,782 +75 4200 5.33 -0.51 46.94 0| 0 8,943 0 4258 5.88 -0.55 45.87 0| 0 2,867 0 4360 7.01 -0.62 44.09 0| 0 6,256 0 4549 7.61 7.33 -0.64 43.54 7.61 7.61 1| 0 2,633 0 4600 8.30 -0.69 42.78 0| 0 13,994 0 4739 9.68 -0.76 41.02 0| 0 6,106 0 4929 11.04 -0.82 39.65 0| 0 25 0 5100 12.97 -0.87 38.68 0| 0 226 0 5323 15.50 -0.93 37.26 0| 0 0 0 5600 16.30 -0.94 36.49 0| 0 1,664 0 5687 23.18 -1.00 31.97 0| 0 100 0 6388 23.30 -1.00 31.92 0| 0 0 0 6400 30.27 -1.00 29.65 0| 0 101 0 7097 31.33 -1.00 29.40 0| 0 0 0 7203 35.12 -1.00 28.68 0| 0 2 0 7582 39.14 -1.00 28.20 0| 0 5 0 7984 44.47 -1.00 27.99 0| 0 0 0 8517 48.02 -1.00 28.09 0| 0 51 0 8872 65.77 -1.00 30.50 0| 0 1 0 10647 Total 3,291| 112 132,849 -1,425 Indicative a-t-m Vol 47.34 Underlying Price 40.700 Time to expiry: 206 Days Mar 11 0.79 -0.06 75.64 0| 0 3,481 0 2000 1.01 -0.08 72.23 0| 33 1,344 +33 2200 1.27 1.24 -0.10 68.75 1.27 1.27 125| 0 406 0 2400 1.85 -0.15 62.60 0| 0 4,313 0 2800 2.26 -0.18 59.74 0| 0 3,457 0 3000 2.72 -0.22 57.24 0| 1,000 4,130 +1,000 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 80 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.25 -0.26 54.85 0| 0 1,254 0 3400 3.87 -0.30 52.40 0| 0 3,795 0 3600 4.70 4.57 -0.35 50.40 4.70 4.70 75| 0 5,226 0 3800 5.38 -0.40 48.31 0| 0 8,126 0 4000 6.20 -0.46 45.52 0| 1,000 1,638 +1,000 4200 7.23 -0.52 43.86 0| 0 2,017 0 4400 8.38 -0.59 42.28 0| 0 6,553 0 4600 9.64 -0.65 40.52 0| 0 1 0 4800 12.55 -0.76 37.94 0| 0 20 0 5200 15.87 -0.86 35.94 0| 0 750 0 5600 23.36 -0.96 34.01 0| 0 0 0 6400 31.30 -1.00 31.50 0| 0 0 0 7200 Total 200| 2,033 46,511 +2,033 Indicative a-t-m Vol 45.30 Underlying Price 40.700 Time to expiry: 297 Days Jun 11 0.19 -0.02 77.00 0| 0 122 0 1137 0.55 -0.04 75.62 0| 0 175 0 1516 0.78 -0.05 73.50 0| 0 300 0 1706 1.02 -0.07 70.99 0| 0 275 0 1896 1.28 -0.09 68.34 0| 0 300 0 2085 1.56 -0.10 65.33 0| 0 356 0 2275 1.81 -0.12 64.09 0| 0 2,640 0 2400 2.26 -0.15 60.38 0| 0 527 0 2654 3.13 -0.21 55.59 0| 26 82 -26 3033 3.67 3.53 -0.24 53.30 3.67 3.67 32| 0 613 0 3200 4.19 -0.28 51.07 0| 0 167 0 3412 4.96 4.84 -0.32 49.35 4.96 4.96 2,325| 0 1,427 0 3600 5.66 -0.37 47.99 0| 0 209 0 3791 6.56 -0.42 46.20 1,250| 750 7,907 0 4000 7.28 -0.46 44.01 0| 1,000 1,152 +1,000 4170 8.56 -0.52 42.72 0| 0 28 0 4400 9.40 -0.56 41.53 0| 0 2,200 0 4549 10.98 -0.63 39.82 0| 0 107 0 4800 14.64 -0.75 36.79 0| 0 68 0 5308 17.73 -0.83 35.03 0| 0 0 0 5687 21.09 -0.89 34.00 0| 0 0 0 6066 24.19 -0.92 33.47 0| 0 0 0 6400 28.26 -0.95 33.64 0| 0 0 0 6824 31.86 -0.97 32.11 0| 0 0 0 7200 35.60 -0.98 31.50 0| 0 0 0 7582 Total 3,607| 1,776 18,655 +974 Indicative a-t-m Vol 41.74 Underlying Price 40.700 Time to expiry: 479 Days Dec 11 0.52 -0.03 74.75 0| 0 0 0 1137 1.01 -0.05 70.41 0| 0 75 0 1516 1.57 -0.08 64.98 0| 0 375 0 1896 2.30 -0.12 60.64 0| 0 1,025 0 2275 4.09 -0.22 51.59 0| 0 5,105 0 3033 4.55 -0.25 49.78 0| 0 40 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 81 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.86 -0.32 45.80 0| 0 3,040 0 3600 6.73 -0.36 44.72 0| 0 20,300 0 3791 7.47 -0.40 42.26 0| 0 2,020 0 4000 8.70 -0.46 40.33 0| 0 1,750 0 4258 11.88 -0.58 37.44 0| 0 500 0 4800 15.46 -0.70 34.73 0| 0 0 0 5323 30.90 -0.94 29.45 0| 0 0 0 7097 39.55 -0.97 30.70 0| 0 0 0 7984 48.29 -0.98 32.00 0| 0 1 0 8872 Total 0| 0 34,231 0 Indicative a-t-m Vol 42.13 Underlying Price 40.700 Time to expiry: 661 Days Jun 12 2.66 -0.11 62.40 0| 0 0 0 2000 3.23 -0.14 58.31 0| 0 0 0 2275 5.60 -0.24 51.67 0| 0 0 0 3033 6.03 -0.27 49.28 0| 0 0 0 3200 6.70 -0.30 46.89 0| 0 0 0 3412 7.41 -0.33 45.06 0| 0 0 0 3600 8.33 -0.37 44.33 0| 0 0 0 3791 9.38 -0.40 43.04 0| 0 0 0 4000 9.99 -0.44 40.84 0| 0 0 0 4170 10.09 -0.45 40.45 0| 0 0 0 4200 12.01 -0.52 38.27 0| 0 0 0 4549 13.36 -0.58 36.00 0| 0 0 0 4800 16.83 -0.68 33.80 0| 0 0 0 5308 19.68 -0.74 32.28 0| 0 0 0 5687 36.63 -0.92 31.00 0| 0 0 0 7582 Total 0| 0 0 0 Indicative a-t-m Vol 40.67 Underlying Price 40.700 Time to expiry: 850 Days Dec 12 0.76 -0.03 80.62 0| 0 10,000 0 758 2.10 -0.07 66.60 0| 0 0 0 1516 2.95 -0.11 61.54 0| 0 500 0 1896 3.90 -0.14 57.20 0| 0 2,500 0 2275 6.19 -0.24 49.42 0| 0 18,000 0 3033 6.59 -0.26 47.07 0| 0 5,500 0 3200 8.21 -0.32 44.18 0| 0 0 0 3600 9.02 -0.36 42.91 0| 0 9,000 0 3791 9.92 -0.39 41.05 0| 0 0 0 4000 11.22 -0.44 39.66 0| 0 1,230 0 4258 14.30 -0.54 36.79 0| 0 0 0 4800 17.72 -0.63 34.41 0| 0 8,500 0 5323 21.39 -0.70 33.60 0| 0 0 0 5800 28.06 -0.82 30.60 0| 0 0 0 6635 32.25 -0.86 30.60 0| 0 0 0 7097 40.71 -0.90 31.40 0| 0 0 0 8000 Total 0| 0 55,230 0 Indicative a-t-m Vol 40.78 Underlying Price 40.700 Time to expiry: 1032 Days Jun 13 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.13 -0.13 61.07 0| 0 0 0 2000 5.40 -0.17 57.00 0| 0 0 0 2400 8.04 -0.27 48.39 0| 0 0 0 3200 9.45 -0.33 44.31 0| 0 0 0 3600 11.25 -0.40 41.24 0| 0 0 0 4000 13.29 -0.46 38.64 0| 0 0 0 4400 15.56 -0.54 36.37 0| 0 0 0 4800 24.03 -0.72 32.32 0| 0 0 0 6000 41.44 -0.88 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.11 Underlying Price 40.700 Time to expiry: 1214 Days Dec 13 4.40 -0.12 62.27 0| 0 0 0 1896 5.42 -0.16 56.96 0| 0 0 0 2275 7.88 -0.24 49.00 0| 0 0 0 3033 11.02 -0.35 43.04 0| 0 2,333 0 3791 14.67 -0.47 37.79 0| 0 1,000 0 4549 22.06 -0.64 33.45 0| 0 0 0 5687 30.91 -0.77 31.57 0| 0 0 0 6800 41.44 -0.85 31.21 0| 0 0 0 8000 55.16 -0.90 32.66 0| 0 0 0 9478 Total 0| 0 3,333 0 Indicative a-t-m Vol 40.59 Underlying Price 40.700 Time to expiry: 1578 Days Dec 14 5.81 -0.13 60.60 0| 0 0 0 2000 7.24 -0.17 56.18 0| 0 0 0 2400 10.03 -0.26 47.66 0| 0 0 0 3200 13.29 -0.37 40.97 0| 0 0 0 4000 17.59 -0.49 36.63 0| 0 0 0 4800 25.57 -0.65 32.65 0| 0 0 0 6000 42.40 -0.79 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 9,477| 5,130 387,621 +1,788 Grand Total 16,978| 8,093 704,890 +3,002 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 83 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Societe Generale European (GL3) Indicative a-t-m Vol 51.01 Underlying Price 40.700 Time to expiry: 24 Days Sep 10 21.75 1.00 102.91 0| 0 0 0 1896 20.71 1.00 100.00 0| 0 0 0 2000 19.87 1.00 98.16 0| 0 0 0 2085 17.98 0.99 93.04 0| 0 0 0 2275 16.74 0.99 89.61 0| 0 0 0 2400 14.23 0.98 82.72 0| 0 0 0 2654 12.80 0.97 78.89 0| 0 0 0 2800 10.56 0.95 73.05 0| 0 0 0 3033 9.02 0.92 71.12 0| 0 150 0 3200 8.08 0.90 67.63 0| 0 0 0 3300 7.07 0.87 64.37 0| 0 1,028 0 3412 6.30 0.84 62.35 0| 0 0 0 3500 5.48 0.80 60.81 0| 0 10,750 0 3600 4.67 0.76 58.37 0| 0 0 0 3700 3.99 0.71 56.70 0| 0 0 0 3791 3.21 0.65 53.97 0| 0 0 0 3900 2.58 0.58 52.24 0| 0 400 0 4000 2.01 0.51 50.48 0| 0 0 0 4100 1.58 0.43 50.23 0| 0 0 0 4200 1.34 0.39 49.38 0| 0 21,027 0 4258 1.16 0.36 48.29 0| 0 0 0 4300 0.86 0.29 47.91 0| 0 1,530 0 4400 0.57 0.22 45.51 0| 0 0 0 4500 0.49 0.19 45.61 0| 0 1,500 0 4549 0.40 0.16 45.20 0| 0 0 0 4600 0.26 0.12 44.20 0| 0 0 0 4700 0.16 0.08 43.44 0| 0 550 0 4800 0.10 0.05 43.93 0| 0 35 0 4929 0.01 0.01 38.95 0| 0 0 0 5200 0.01 0.00 35.77 0| 0 0 0 5687 0.01 0.00 34.20 0| 0 0 0 6066 0.01 0.00 33.41 0| 0 28 0 6388 0.01 0.00 33.28 0| 0 0 0 7097 0.01 0.00 35.75 0| 0 20 0 7984 0.01 0.00 38.42 0| 0 0 0 8517 0.01 0.00 55.82 0| 0 0 0 10647 Total 0| 0 37,018 0 Indicative a-t-m Vol 47.49 Underlying Price 40.700 Time to expiry: 206 Days Mar 11 22.51 0.95 76.96 0| 0 0 0 1896 21.59 0.94 75.64 0| 0 0 0 2000 20.82 0.93 74.09 0| 0 0 0 2085 19.17 0.91 71.07 0| 0 0 0 2275 18.06 0.90 68.75 0| 0 0 0 2400 15.94 0.87 65.09 0| 0 0 0 2654 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 84 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.70 0.85 62.60 0| 0 0 0 2800 12.87 0.81 59.48 0| 0 0 0 3033 11.59 0.78 57.24 0| 0 0 0 3200 10.02 0.74 54.43 0| 0 0 0 3412 8.75 0.70 52.40 0| 0 715 0 3600 7.46 0.65 49.97 0| 0 0 0 3791 6.28 0.60 48.31 0| 0 100 0 4000 4.85 0.52 45.29 0| 0 315 0 4258 4.14 0.48 43.86 0| 0 0 0 4400 3.53 0.43 42.80 0| 0 318 0 4549 2.56 0.36 40.52 0| 0 501 0 4800 0.78 0.15 35.94 0| 0 0 0 5600 0.35 0.08 34.27 0| 0 0 0 6066 0.21 0.05 34.01 0| 0 0 0 6400 0.05 0.01 31.86 0| 0 0 0 7097 0.01 0.00 31.41 0| 0 0 0 7984 0.01 0.00 36.45 0| 0 0 0 10647 Total 0| 0 1,949 0 Indicative a-t-m Vol 41.67 Underlying Price 40.700 Time to expiry: 388 Days Sep 11 20.11 0.92 56.09 0| 0 0 0 2085 18.62 0.90 55.83 0| 0 0 0 2275 11.85 0.76 49.20 0| 0 0 0 3200 10.35 0.72 46.53 0| 0 0 0 3412 9.23 0.68 45.64 0| 0 0 0 3600 8.07 0.64 43.75 0| 0 0 0 3791 6.89 0.59 42.18 0| 0 0 0 4000 5.60 0.53 40.29 0| 0 0 0 4258 4.35 0.45 38.44 0| 0 0 0 4549 3.42 0.39 36.97 0| 0 30 0 4800 2.23 0.29 36.47 0| 0 0 0 5323 1.20 0.18 35.91 0| 0 0 0 6066 0.46 0.08 35.13 0| 0 209 0 7097 0.36 0.06 38.50 0| 0 0 0 8000 Total 0| 0 239 0 Indicative a-t-m Vol 42.14 Underlying Price 40.700 Time to expiry: 570 Days Mar 12 19.14 0.86 58.48 0| 0 0 0 2400 13.45 0.76 49.96 0| 0 0 0 3200 10.82 0.69 45.91 0| 0 0 0 3600 8.48 0.61 42.50 0| 0 0 0 4000 6.62 0.53 40.44 0| 0 0 0 4400 4.94 0.45 38.03 0| 0 0 0 4800 3.42 0.35 36.33 0| 0 0 0 5323 0.78 0.12 32.38 0| 0 150 0 7097 0.37 0.06 31.58 0| 0 0 0 8000 0.21 0.04 31.85 0| 0 0 0 8872 0.07 0.01 32.31 0| 0 0 0 10647 Total 0| 0 150 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 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 42.07 Underlying Price 40.700 Time to expiry: 759 Days Sep 12 18.72 0.84 57.63 0| 0 0 0 2400 13.28 0.74 48.68 0| 0 0 0 3200 10.83 0.67 44.85 0| 0 0 0 3600 8.82 0.61 42.50 0| 0 0 0 4000 6.98 0.53 40.06 0| 0 0 0 4400 5.55 0.46 38.67 0| 0 0 0 4800 2.33 0.26 33.69 0| 0 0 0 6000 1.12 0.15 32.36 0| 0 0 0 7097 0.61 0.09 31.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.45 Underlying Price 40.700 Time to expiry: 934 Days Mar 13 18.52 0.85 49.73 0| 0 0 0 2400 13.50 0.74 44.29 0| 0 0 0 3200 11.28 0.68 41.81 0| 0 0 0 3600 9.30 0.62 39.76 0| 0 0 0 4000 7.55 0.55 37.96 0| 0 0 0 4400 6.06 0.48 36.52 0| 0 0 0 4800 3.76 0.35 34.49 0| 0 30 0 5687 1.43 0.16 34.81 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 38.68 Underlying Price 40.700 Time to expiry: 1123 Days Sep 13 20.88 0.87 56.92 0| 0 0 0 2000 18.07 0.83 51.60 0| 0 0 0 2400 13.03 0.73 43.95 0| 0 0 0 3200 8.97 0.60 39.01 0| 0 0 0 4000 5.82 0.47 35.23 0| 0 0 0 4800 3.84 0.35 34.15 0| 0 0 0 5687 1.82 0.19 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.94 Underlying Price 40.700 Time to expiry: 1305 Days Mar 14 21.32 0.88 54.87 0| 0 0 0 2000 18.76 0.83 51.08 0| 0 0 0 2400 14.09 0.74 44.73 0| 0 0 0 3200 10.18 0.63 40.20 0| 0 0 0 4000 7.16 0.51 37.20 0| 0 0 0 4800 4.15 0.36 34.40 0| 0 0 0 6000 1.86 0.19 33.02 0| 0 0 0 8000 0.63 0.08 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 39.05 Underlying Price 40.700 Time to expiry: 1487 Days Sep 14 20.11 0.87 54.40 0| 0 0 0 2000 17.55 0.82 49.79 0| 0 0 0 2400 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 86 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.10 0.73 43.51 0| 0 0 0 3200 9.46 0.61 39.32 0| 0 0 0 4000 6.69 0.50 36.28 0| 0 0 0 4800 3.90 0.35 33.61 0| 0 0 0 6000 1.82 0.19 32.47 0| 0 0 0 8000 0.64 0.08 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.31 Underlying Price 40.700 Time to expiry: 1669 Days Mar 15 20.55 0.87 53.26 0| 0 0 0 2000 18.12 0.83 49.11 0| 0 0 0 2400 13.70 0.73 42.76 0| 0 0 0 3200 10.04 0.63 38.58 0| 0 0 0 4000 7.22 0.52 35.53 0| 0 0 0 4800 4.35 0.37 33.00 0| 0 0 0 6000 2.12 0.22 31.73 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 39,386 0 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 87 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Societe Generale European (GL3) Indicative a-t-m Vol 51.01 Underlying Price 40.700 Time to expiry: 24 Days Sep 10 0.01 0.00 102.91 0| 0 1,975 0 1896 0.01 0.00 100.00 0| 0 0 0 2000 0.01 0.00 98.16 0| 0 3,000 0 2085 0.02 -0.01 93.04 0| 0 1,025 0 2275 0.03 -0.01 89.61 0| 0 890 0 2400 0.06 -0.02 82.72 0| 0 482 0 2654 0.09 -0.03 78.89 0| 0 0 0 2800 0.18 -0.05 73.05 0| 0 1,588 0 3033 0.31 -0.08 71.12 0| 0 370 0 3200 0.37 -0.10 67.63 0| 0 0 0 3300 0.48 -0.13 64.37 0| 0 750 0 3412 0.59 -0.16 62.35 0| 0 0 0 3500 0.77 -0.20 60.81 0| 0 10,000 0 3600 0.96 -0.24 58.37 0| 0 0 0 3700 1.19 -0.29 56.70 0| 0 600 0 3791 1.50 -0.35 53.97 0| 0 0 0 3900 1.87 -0.42 52.24 0| 0 386 0 4000 2.30 -0.49 50.48 0| 0 0 0 4100 2.87 -0.57 50.23 0| 0 0 0 4200 3.21 -0.61 49.38 0| 0 20,010 0 4258 3.45 -0.64 48.29 0| 0 0 0 4300 4.15 -0.71 47.91 0| 0 2,688 0 4400 4.86 -0.78 45.51 0| 0 0 0 4500 5.27 -0.81 45.61 0| 0 712 0 4549 5.69 -0.84 45.20 0| 0 0 0 4600 6.55 -0.88 44.20 0| 0 0 0 4700 7.45 -0.92 43.44 0| 0 500 0 4800 8.68 -0.95 43.93 0| 0 50 0 4929 11.30 -0.99 38.95 0| 0 0 0 5200 16.15 -1.00 35.77 0| 0 20 0 5687 19.94 -1.00 34.20 0| 0 150 0 6066 23.16 -1.00 33.41 0| 0 240 0 6388 30.25 -1.00 33.28 0| 0 105 0 7097 39.12 -1.00 35.75 0| 0 0 0 7984 44.44 -1.00 38.42 0| 0 20 0 8517 65.74 -1.00 55.82 0| 0 2,500 0 10647 Total 0| 0 48,061 0 Indicative a-t-m Vol 47.49 Underlying Price 40.700 Time to expiry: 206 Days Mar 11 0.67 -0.05 76.96 0| 0 0 0 1896 0.79 -0.06 75.64 0| 0 0 0 2000 0.86 -0.07 74.09 0| 0 10 0 2085 1.10 -0.09 71.07 0| 0 500 0 2275 1.24 -0.10 68.75 0| 0 40,000 0 2400 1.64 -0.13 65.09 0| 0 0 0 2654 1.85 -0.15 62.60 0| 0 0 0 2800 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 88 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.34 -0.19 59.48 0| 0 0 0 3033 2.71 -0.22 57.24 0| 0 0 0 3200 3.25 -0.26 54.43 0| 0 950 0 3412 3.86 -0.30 52.40 0| 0 20 0 3600 4.47 -0.35 49.97 0| 0 506 0 3791 5.37 -0.40 48.31 0| 0 375 0 4000 6.50 -0.48 45.29 0| 0 10 0 4258 7.21 -0.52 43.86 0| 0 0 0 4400 8.07 -0.57 42.80 0| 0 20 0 4549 9.60 -0.64 40.52 0| 0 10 0 4800 15.78 -0.85 35.94 0| 0 0 0 5600 19.99 -0.92 34.27 0| 0 900 0 6066 23.17 -0.95 34.01 0| 0 10 0 6400 29.94 -0.99 31.86 0| 0 0 0 7097 38.72 -1.00 31.41 0| 0 0 0 7984 65.20 -1.00 36.45 0| 0 1 0 10647 Total 0| 0 43,312 0 Indicative a-t-m Vol 41.67 Underlying Price 40.700 Time to expiry: 388 Days Sep 11 1.04 -0.08 56.09 0| 0 0 0 2085 1.43 -0.10 55.83 0| 0 0 0 2275 3.79 -0.24 49.20 0| 0 0 0 3200 4.38 -0.28 46.53 0| 0 0 0 3412 5.12 -0.32 45.64 0| 0 0 0 3600 5.85 -0.36 43.75 0| 0 0 0 3791 6.74 -0.41 42.18 0| 0 0 0 4000 7.99 -0.47 40.29 0| 0 0 0 4258 9.61 -0.55 38.44 0| 0 0 0 4549 11.17 -0.61 36.97 0| 0 0 0 4800 15.14 -0.71 36.47 0| 0 20 0 5323 21.45 -0.82 35.91 0| 0 0 0 6066 30.89 -0.92 35.13 0| 0 0 0 7097 39.71 -0.94 38.50 0| 0 0 0 8000 Total 0| 0 20 0 Indicative a-t-m Vol 42.14 Underlying Price 40.700 Time to expiry: 570 Days Mar 12 3.02 -0.14 58.48 0| 0 0 0 2400 5.16 -0.24 49.96 0| 0 0 0 3200 6.46 -0.31 45.91 0| 0 0 0 3600 8.04 -0.39 42.50 0| 0 0 0 4000 10.10 -0.47 40.44 0| 0 0 0 4400 12.34 -0.55 38.03 0| 0 0 0 4800 15.95 -0.65 36.33 0| 0 0 0 5323 30.71 -0.88 32.38 0| 0 0 0 7097 39.14 -0.94 31.58 0| 0 0 0 8000 47.53 -0.96 31.85 0| 0 250 0 8872 64.80 -0.99 32.31 0| 0 1 0 10647 Total 0| 0 251 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 89 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 42.07 Underlying Price 40.700 Time to expiry: 759 Days Sep 12 4.09 -0.16 57.63 0| 0 0 0 2400 6.42 -0.26 48.68 0| 0 0 0 3200 7.86 -0.33 44.85 0| 0 0 0 3600 9.74 -0.39 42.50 0| 0 0 0 4000 11.78 -0.47 40.06 0| 0 0 0 4400 14.24 -0.54 38.67 0| 0 0 0 4800 22.68 -0.74 33.69 0| 0 0 0 6000 32.13 -0.85 32.36 0| 0 2,000 0 7097 40.40 -0.91 31.83 0| 0 20 0 8000 Total 0| 0 2,020 0 Indicative a-t-m Vol 39.45 Underlying Price 40.700 Time to expiry: 934 Days Mar 13 3.66 -0.15 49.73 0| 0 0 0 2400 6.34 -0.26 44.29 0| 0 0 0 3200 7.96 -0.32 41.81 0| 0 0 0 3600 9.83 -0.38 39.76 0| 0 0 0 4000 11.93 -0.45 37.96 0| 0 0 0 4400 14.29 -0.52 36.52 0| 0 0 0 4800 20.53 -0.65 34.49 0| 0 0 0 5687 40.45 -0.84 34.81 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.68 Underlying Price 40.700 Time to expiry: 1123 Days Sep 13 3.84 -0.13 56.92 0| 0 0 0 2000 4.85 -0.17 51.60 0| 0 0 0 2400 7.41 -0.27 43.95 0| 0 0 0 3200 10.96 -0.40 39.01 0| 0 0 0 4000 15.42 -0.53 35.23 0| 0 0 0 4800 21.87 -0.65 34.15 0| 0 0 0 5687 41.84 -0.81 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.94 Underlying Price 40.700 Time to expiry: 1305 Days Mar 14 4.04 -0.12 54.87 0| 0 0 0 2000 5.24 -0.17 51.08 0| 0 0 0 2400 8.08 -0.26 44.73 0| 0 0 0 3200 11.69 -0.37 40.20 0| 0 0 0 4000 16.18 -0.49 37.20 0| 0 0 0 4800 24.44 -0.64 34.40 0| 0 0 0 6000 40.93 -0.81 33.02 0| 0 0 0 8000 77.27 -0.92 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 39.05 Underlying Price 40.700 Time to expiry: 1487 Days Sep 14 4.66 -0.13 54.40 0| 0 0 0 2000 5.81 -0.18 49.79 0| 0 0 0 2400 8.77 -0.27 43.51 0| 0 0 0 3200 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.54 -0.39 39.32 0| 0 0 0 4000 17.18 -0.50 36.28 0| 0 0 0 4800 25.51 -0.65 33.61 0| 0 0 0 6000 41.96 -0.81 32.47 0| 0 0 0 8000 77.84 -0.92 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.31 Underlying Price 40.700 Time to expiry: 1669 Days Mar 15 4.81 -0.13 53.26 0| 0 0 0 2000 6.03 -0.17 49.11 0| 0 0 0 2400 8.91 -0.27 42.76 0| 0 0 0 3200 12.56 -0.37 38.58 0| 0 0 0 4000 17.04 -0.48 35.53 0| 0 0 0 4800 25.12 -0.63 33.00 0| 0 0 0 6000 41.14 -0.78 31.73 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 93,664 0 Grand Total 0| 0 133,050 0 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 91 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sodexo SA (100) (SW1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 Total N/A | N/A N/A 0 Indicative a-t-m Vol 19.31 Underlying Price 44.685 Time to expiry: 24 Days Sep 10 20.69 1.00 47.00 0| 0 0 0 2400 16.69 1.00 52.66 0| 0 0 0 2800 12.70 1.00 47.65 0| 0 0 0 3200 8.72 0.99 38.56 0| 0 0 0 3600 6.74 0.97 33.63 0| 0 0 0 3800 4.79 0.94 28.35 0| 0 0 0 4000 2.93 0.85 24.26 0| 0 0 0 4200 1.39 0.62 21.58 0| 0 10 0 4400 0.71 0.45 18.28 0| 3 3 +3 4500 0.26 0.25 15.56 0| 0 23 0 4600 0.09 0.10 14.97 0| 0 0 0 4700 0.01 0.02 13.54 0| 0 71 0 4800 0.01 0.00 12.26 0| 0 0 0 4900 0.01 0.00 11.15 0| 0 14 0 5000 0.01 0.00 9.41 0| 0 1,424 0 5200 0.01 0.00 7.94 0| 0 28 0 5600 0.01 0.00 9.14 0| 0 7 0 6000 0.01 0.00 12.96 0| 0 0 0 6400 0.01 0.00 28.00 0| 0 0 0 7200 Total 0| 3 1,580 +3 Indicative a-t-m Vol 23.53 Underlying Price 44.685 Time to expiry: 52 Days Oct 10 6.98 0.91 34.04 0| 0 0 0 3800 5.14 0.85 30.00 0| 0 0 0 4000 3.45 0.75 26.93 0| 0 0 0 4200 2.05 0.59 24.74 0| 0 0 0 4400 1.43 0.49 22.99 0| 0 0 0 4500 1.12 0.40 24.31 0| 0 0 0 4600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 92 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.68 0.30 22.54 0| 0 0 0 4700 0.45 0.21 22.29 0| 0 0 0 4800 0.26 0.14 21.52 0| 0 7 0 4900 0.15 0.09 21.54 0| 0 4 0 5000 0.05 0.03 21.20 0| 0 0 0 5200 0.01 0.00 21.14 0| 0 0 0 5600 0.01 0.00 21.51 0| 0 0 0 6000 0.01 0.00 22.00 0| 0 0 0 6400 Total 0| 0 11 0 Indicative a-t-m Vol 25.35 Underlying Price 44.685 Time to expiry: 87 Days Nov 10 7.23 0.87 31.58 0| 0 0 0 3800 5.49 0.81 29.04 0| 0 0 0 4000 3.95 0.71 27.23 0| 0 0 0 4200 2.63 0.58 25.69 0| 0 0 0 4400 2.10 0.51 25.19 0| 0 0 0 4500 1.66 0.44 25.03 0| 0 0 0 4600 0.90 0.29 23.63 0| 0 0 0 4800 0.21 0.09 22.43 0| 0 0 0 5200 0.04 0.02 21.82 0| 0 0 0 5600 Total 0| 0 0 0 Indicative a-t-m Vol 26.16 Underlying Price 44.685 Time to expiry: 115 Days Dec 10 24.74 1.00 40.00 0| 0 0 0 2000 20.75 1.00 38.77 0| 0 0 0 2400 16.79 0.99 36.32 0| 0 0 0 2800 12.88 0.97 33.55 0| 0 0 0 3200 9.13 0.91 30.86 0| 0 0 0 3600 7.37 0.86 29.61 0| 0 0 0 3800 5.74 0.79 28.26 0| 0 0 0 4000 4.29 0.69 27.47 0| 0 0 0 4200 3.06 0.58 26.45 0| 0 0 0 4400 2.05 0.46 25.60 0| 0 500 0 4600 1.29 0.34 24.71 0| 0 20 0 4800 0.41 0.14 23.41 0| 0 20 0 5200 0.09 0.04 22.37 0| 0 0 0 5600 0.02 0.01 21.89 0| 0 4 0 6000 0.01 0.00 21.63 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 0| 0 544 0 Indicative a-t-m Vol 25.32 Underlying Price 44.685 Time to expiry: 206 Days Mar 11 13.00 0.96 32.00 0| 0 0 0 3200 9.37 0.89 29.83 0| 0 0 0 3600 6.10 0.76 27.44 0| 0 0 0 4000 4.72 0.67 26.54 0| 0 0 0 4200 3.51 0.58 25.61 0| 0 0 0 4400 2.51 0.47 24.77 0| 0 0 0 4600 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.72 0.37 24.05 0| 0 0 0 4800 0.70 0.19 22.80 0| 0 0 0 5200 0.25 0.08 21.95 0| 0 13 0 5600 0.02 0.01 21.33 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 0| 0 13 0 Indicative a-t-m Vol 26.80 Underlying Price 44.685 Time to expiry: 297 Days Jun 11 20.81 1.00 34.05 0| 0 0 0 2400 13.15 0.93 32.03 0| 0 0 0 3200 9.69 0.85 30.21 0| 0 0 0 3600 6.69 0.72 28.60 0| 0 0 0 4000 5.41 0.65 27.90 0| 0 0 0 4200 4.27 0.57 27.06 0| 0 0 0 4400 3.29 0.48 26.31 0| 0 0 0 4600 2.53 0.41 25.94 0| 0 0 0 4800 1.37 0.26 24.96 0| 0 0 0 5200 0.71 0.16 24.24 0| 0 0 0 5600 0.33 0.08 23.48 0| 0 0 0 6000 0.15 0.04 23.00 0| 0 0 0 6400 0.03 0.01 22.59 0| 0 0 0 7200 0.01 0.00 22.99 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.82 Underlying Price 44.685 Time to expiry: 479 Days Dec 11 20.86 0.99 34.25 0| 0 0 0 2400 13.60 0.89 32.13 0| 0 0 0 3200 7.75 0.69 28.84 0| 0 0 0 4000 5.42 0.57 27.05 0| 0 0 0 4400 3.63 0.45 25.74 0| 0 0 0 4800 0.83 0.15 23.35 0| 0 0 0 6000 0.06 0.02 23.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.87 Underlying Price 44.685 Time to expiry: 661 Days Jun 12 13.82 0.87 32.09 0| 0 0 0 3200 8.24 0.68 28.87 0| 0 0 0 4000 5.98 0.57 27.11 0| 0 0 0 4400 4.17 0.46 25.74 0| 0 0 0 4800 1.20 0.19 23.35 0| 0 0 0 6000 0.16 0.03 23.11 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 3 2,148 +3 | Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 94 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sodexo SA (100) (SW1) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A | N/A N/A 0 3800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4400 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4500 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4700 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4800 N/A N/A N/A N/A N/A N/A | N/A N/A 0 4900 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5200 N/A N/A N/A N/A N/A N/A | N/A N/A 0 5600 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6000 N/A N/A N/A N/A N/A N/A | N/A N/A 0 6400 Total N/A | N/A N/A 0 Indicative a-t-m Vol 19.31 Underlying Price 44.685 Time to expiry: 24 Days Sep 10 0.01 0.00 47.00 0| 0 0 0 2400 0.01 0.00 52.66 0| 0 0 0 2800 0.01 0.00 47.65 0| 0 0 0 3200 0.02 -0.01 38.56 0| 0 0 0 3600 0.05 -0.03 33.63 0| 0 2 0 3800 0.09 -0.06 28.35 0| 0 9 0 4000 0.24 -0.16 24.26 0| 0 27 0 4200 0.69 -0.38 21.58 0| 0 30 0 4400 1.02 -0.55 18.28 0| 0 0 0 4500 1.57 -0.75 15.56 0| 0 0 0 4600 2.39 -0.90 14.97 0| 0 2 0 4700 3.85 3.32 -0.98 13.54 3.85 S 3.58 S 4| 0 7 0 4800 4.32 -1.00 12.26 0| 0 0 0 4900 5.32 -1.00 11.15 0| 0 0 0 5000 7.32 -1.00 9.41 0| 0 0 0 5200 11.32 -1.00 7.94 0| 0 20 0 5600 15.32 -1.00 9.14 0| 0 0 0 6000 19.32 -1.00 12.96 0| 0 0 0 6400 27.32 -1.00 28.00 0| 0 0 0 7200 Total 4| 0 97 0 Indicative a-t-m Vol 23.53 Underlying Price 44.685 Time to expiry: 52 Days Oct 10 0.27 -0.09 34.04 0| 0 0 0 3800 0.42 -0.15 30.00 0| 0 0 0 4000 0.73 -0.25 26.93 0| 0 0 0 4200 1.33 -0.41 24.74 0| 0 0 0 4400 1.72 -0.51 22.99 0| 0 6 0 4500 2.40 -0.60 24.31 0| 0 0 0 4600 2.97 -0.71 22.54 0| 0 0 0 4700 Equity Options 21:20 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 95 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.73 -0.79 22.29 0| 0 0 0 4800 4.54 -0.86 21.52 0| 0 0 0 4900 5.44 -0.91 21.54 0| 0 0 0 5000 7.34 -0.97 21.20 0| 0 0 0 5200 11.32 -1.00 21.14 0| 0 0 0 5600 15.32 -1.00 21.51 0| 0 0 0 6000 19.32 -1.00 22.00 0| 0 0 0 6400 Total 0| 0 6 0 Indicative a-t-m Vol 25.35 Underlying Price 44.685 Time to expiry: 87 Days Nov 10 0.48 -0.13 31.58 0| 0 0 0 3800 0.74 -0.19 29.04 0| 0 0 0 4000 1.19 -0.29 27.23 0| 0 0 0 4200 1.88 -0.42 25.69 0| 0 0 0 4400 2.34 -0.49 25.19 0| 0 0 0 4500 2.90 -0.57 25.03 0| 0 0 0 4600 4.15 -0.71 23.63 0| 0 0 0 4800 7.47 -0.91 22.43 0| 0 0 0 5200 11.32 -0.99 21.82 0| 0 0 0 5600 Total 0| 0 0 0 Indicative a-t-m Vol 26.16 Underlying Price 44.685 Time to expiry: 115 Days Dec 10 0.01 0.00 40.00 0| 0 0 0 2000 0.01 0.00 38.77 0| 0 0 0 2400 0.03 -0.01 36.32 0| 0 0 0 2800 0.11 -0.03 33.55 0| 0 0 0 3200 0.35 -0.09 30.86 0| 0 0 0 3600 0.59 -0.14 29.61 0| 0 250 0 3800 0.95 -0.21 28.26 0| 0 20 0 4000