Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 38.02 Underlying Price 31.885 Time to expiry: 23 Days Sep 10 13.89 1.00 67.00 0| 0 0 0 1800 11.89 1.00 63.81 0| 0 0 0 2000 9.90 0.99 59.61 0| 0 0 0 2200 7.92 0.98 55.13 0| 0 0 0 2400 6.00 0.94 52.66 0| 0 15 0 2600 4.15 0.87 46.97 0| 0 40 0 2800 3.26 0.82 43.51 0| 0 0 0 2900 2.49 0.73 42.26 0| 0 5,151 0 3000 1.78 0.63 39.82 0| 0 1,030 0 3100 1.18 0.51 37.80 0| 0 2,762 0 3200 0.74 0.76 0.38 37.07 0.74 0.74 29| 0 88 0 3300 0.46 0.44 0.26 36.13 0.46 0.46 20| 40 10,597 +40 3400 0.24 0.16 35.15 0| 0 3,832 0 3500 0.10 0.08 33.02 0| 0 14,093 0 3600 0.02 0.02 33.30 0| 0 4,970 0 3800 0.01 0.00 29.65 0| 0 4,418 0 4000 0.01 0.00 28.39 0| 0 309 0 4200 0.01 0.00 27.54 0| 0 131 0 4400 0.01 0.00 27.03 0| 0 228 0 4800 0.01 0.00 30.00 0| 0 200 0 5600 Total 49| 40 47,864 +40 Indicative a-t-m Vol 39.55 Underlying Price 31.885 Time to expiry: 51 Days Oct 10 6.33 0.87 51.78 0| 0 0 0 2600 4.62 0.80 47.10 0| 0 0 0 2800 3.10 0.68 43.00 0| 0 0 0 3000 2.45 0.60 41.52 0| 0 0 0 3100 1.84 0.52 39.30 0| 0 120 0 3200 1.74 1.37 0.44 38.20 1.74 1.74 20| 20 100 +20 3300 1.31 1.00 0.35 37.59 1.31 1.27 75| 0 0 0 3400 0.92 0.68 0.27 36.18 0.92 0.92 20| 20 22 +20 3500 0.46 0.20 35.44 0| 0 2 0 3600 0.18 0.10 34.32 0| 1 39 -1 3800 0.08 0.05 34.69 0| 0 2 0 4000 0.03 0.02 34.00 0| 0 4 0 4200 Total 115| 41 289 +39 Indicative a-t-m Vol 40.90 Underlying Price 31.885 Time to expiry: 86 Days Nov 10 6.73 0.83 50.56 0| 0 0 0 2600 5.13 0.76 46.96 0| 0 0 0 2800 3.71 0.66 43.69 0| 59 59 +59 3000 3.07 0.60 42.07 0| 0 0 0 3100 2.50 0.54 40.75 0| 0 0 0 3200 1.98 0.47 39.29 0| 0 0 0 3300 1.56 0.40 38.26 0| 0 0 0 3400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.91 0.28 36.56 0| 0 0 0 3600 0.50 0.18 35.57 0| 0 0 0 3800 0.24 0.10 34.21 0| 0 0 0 4000 Total 0| 59 59 +59 Indicative a-t-m Vol 41.03 Underlying Price 31.885 Time to expiry: 114 Days Dec 10 23.91 1.00 91.00 0| 0 0 0 800 21.94 1.00 89.31 0| 0 0 0 1000 19.98 0.99 84.74 0| 0 0 0 1200 18.03 0.98 79.20 0| 0 0 0 1400 16.10 0.97 73.50 0| 0 0 0 1600 14.19 0.96 68.01 0| 0 0 0 1800 12.32 0.93 62.89 0| 0 1,080 0 2000 10.48 0.90 58.21 0| 0 0 0 2200 8.74 0.86 54.46 0| 0 291 0 2400 7.04 0.81 50.13 0| 0 121 0 2600 5.49 0.74 46.71 0| 0 2,535 0 2800 4.10 0.65 43.72 0| 0 2,293 0 3000 2.90 0.54 40.88 0| 0 10,212 0 3200 1.95 0.43 38.71 0| 0 4,936 0 3400 1.24 0.32 37.03 1,300| 0 8,068 0 3600 0.72 0.22 35.21 0| 0 7,841 0 3800 0.44 0.15 34.94 0| 0 7,183 0 4000 0.21 0.08 32.92 0| 0 2,303 0 4200 0.10 0.04 32.02 0| 0 791 0 4400 0.02 0.01 30.85 0| 0 518 0 4800 0.01 0.00 30.58 0| 0 3,257 0 5600 0.01 0.00 31.31 0| 0 729 0 6000 0.01 0.00 32.51 0| 0 390 0 6400 0.01 0.00 35.00 0| 0 150 0 7000 Total 1,300| 0 52,698 0 Indicative a-t-m Vol 40.89 Underlying Price 31.885 Time to expiry: 205 Days Mar 11 14.51 0.93 61.00 0| 0 0 0 1800 12.74 0.91 57.63 0| 0 0 0 2000 11.02 0.87 54.32 0| 0 0 0 2200 9.37 0.83 51.01 0| 0 0 0 2400 7.82 0.78 48.26 0| 0 0 0 2600 6.38 0.72 45.70 0| 0 71 0 2800 5.09 0.64 43.43 0| 0 84 0 3000 4.05 3.89 0.56 40.74 4.05 4.05 23| 0 1,307 0 3200 2.94 0.48 39.14 0| 0 185 0 3400 2.19 2.15 0.39 37.71 2.19 2.19 6| 0 113 0 3600 1.52 0.31 36.23 0| 0 78 0 3800 1.04 0.24 35.03 0| 0 1,027 0 4000 0.46 0.13 33.49 0| 0 3,091 0 4400 0.20 0.06 32.66 0| 0 104 0 4800 0.04 0.02 33.00 0| 0 105 0 5600 Total 29| 0 6,165 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 3 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 40.76 Underlying Price 31.885 Time to expiry: 296 Days Jun 11 23.99 0.99 77.00 0| 0 0 0 800 22.10 0.98 74.84 0| 0 0 0 1000 20.23 0.97 71.17 0| 0 0 0 1200 18.39 0.96 67.08 0| 0 0 0 1400 16.57 0.94 63.01 0| 0 0 0 1600 14.80 0.92 59.16 0| 0 0 0 1800 13.08 0.89 55.60 0| 0 0 0 2000 11.41 0.85 52.36 0| 0 0 0 2200 9.81 0.81 49.22 0| 0 0 0 2400 6.98 0.71 44.59 0| 0 0 0 2800 5.75 0.64 42.82 0| 0 0 0 3000 4.60 0.57 40.64 0| 0 25 0 3200 3.64 0.50 39.27 0| 0 41 0 3400 2.81 0.43 37.68 0| 0 154 0 3600 2.15 0.36 36.53 0| 0 0 0 3800 1.60 0.29 35.37 0| 0 21 0 4000 0.87 0.19 34.10 0| 0 0 0 4400 0.45 0.11 33.16 0| 0 0 0 4800 0.08 0.02 33.00 0| 0 0 0 6000 Total 0| 0 241 0 Indicative a-t-m Vol 41.37 Underlying Price 31.885 Time to expiry: 478 Days Dec 11 22.28 0.97 70.00 0| 0 0 0 1000 20.50 0.96 66.29 0| 0 0 0 1200 18.73 0.94 62.08 0| 0 0 0 1400 17.00 0.92 58.37 0| 0 0 0 1600 15.34 0.89 55.11 0| 0 0 0 1800 13.73 0.86 52.25 0| 0 0 0 2000 12.19 0.83 49.69 0| 0 0 0 2200 10.77 0.79 47.66 0| 0 0 0 2400 8.14 0.70 43.96 0| 0 3,000 0 2800 5.97 0.60 41.29 0| 0 4,500 0 3200 4.27 0.49 39.28 0| 0 3,850 0 3600 2.98 0.39 37.83 0| 0 42 0 4000 1.39 0.22 36.20 0| 0 1,326 0 4800 0.50 0.10 36.00 0| 0 110 0 6000 Total 0| 0 12,828 0 Indicative a-t-m Vol 43.61 Underlying Price 31.885 Time to expiry: 660 Days Jun 12 17.54 0.91 58.51 0| 0 0 0 1600 14.58 0.85 54.20 0| 0 0 0 2000 13.23 0.82 52.32 0| 0 0 0 2200 11.86 0.79 50.27 0| 0 0 0 2400 9.50 0.71 47.28 0| 0 0 0 2800 7.26 0.62 43.51 0| 0 0 0 3200 5.34 0.53 40.21 0| 0 0 0 3600 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.79 0.43 37.53 0| 0 0 0 4000 1.93 0.27 35.05 0| 0 0 0 4800 0.78 0.13 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.41 Underlying Price 31.885 Time to expiry: 849 Days Dec 12 21.13 0.94 64.62 0| 0 0 0 1200 18.04 0.90 58.21 0| 0 0 0 1600 15.26 0.84 54.06 0| 0 0 0 2000 12.72 0.78 50.43 0| 0 0 0 2400 10.42 0.71 47.28 0| 0 0 0 2800 8.16 0.64 43.30 0| 0 0 0 3200 6.24 0.55 40.15 0| 0 0 0 3600 4.59 0.46 37.24 0| 0 0 0 4000 3.43 0.38 35.72 0| 0 500 0 4400 2.54 0.31 34.57 0| 0 0 0 4800 1.33 0.18 34.98 0| 0 0 0 6000 Total 0| 0 500 0 Indicative a-t-m Vol 42.81 Underlying Price 31.885 Time to expiry: 1031 Days Jun 13 15.67 0.84 54.19 0| 0 0 0 2000 13.21 0.79 50.44 0| 0 0 0 2400 8.64 0.65 42.70 0| 0 0 0 3200 6.79 0.57 39.92 0| 0 0 0 3600 5.19 0.49 37.38 0| 0 0 0 4000 3.03 0.34 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 42.72 Underlying Price 31.885 Time to expiry: 1213 Days Dec 13 21.57 0.93 64.62 0| 0 0 0 1200 18.71 0.89 58.21 0| 0 0 0 1600 16.24 0.84 54.61 0| 0 0 0 2000 13.83 0.79 50.52 0| 0 0 0 2400 9.32 0.66 42.61 0| 0 0 0 3200 5.85 0.51 37.39 0| 0 0 0 4000 3.71 0.38 34.83 0| 0 0 0 4800 2.16 0.25 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.62 Underlying Price 31.885 Time to expiry: 1577 Days Dec 14 19.10 0.89 58.13 0| 0 0 0 1600 16.82 0.85 54.54 0| 0 0 0 2000 14.53 0.80 50.57 0| 0 0 0 2400 10.19 0.68 42.51 0| 0 0 0 3200 6.74 0.54 37.21 0| 0 0 0 4000 4.45 0.42 34.22 0| 0 0 0 4800 2.82 0.30 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total Calls 1,493| 140 120,644 +138 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 38.02 Underlying Price 31.885 Time to expiry: 23 Days Sep 10 0.01 0.00 67.00 0| 0 0 0 1800 0.01 0.00 63.81 0| 0 0 0 2000 0.01 -0.01 59.61 0| 0 420 0 2200 0.03 -0.02 55.13 0| 0 352 0 2400 0.11 -0.06 52.66 0| 0 5,216 0 2600 0.26 -0.13 46.97 0| 0 3,538 0 2800 0.37 -0.18 43.51 0| 0 1 0 2900 0.60 -0.27 42.26 0| 1 539 +1 3000 0.89 -0.37 39.82 0| 50 2,511 +50 3100 1.29 -0.49 37.80 0| 50 6,302 0 3200 1.86 -0.62 37.07 0| 0 3,800 0 3300 2.52 2.55 -0.74 36.13 2.52 2.52 1| 0 1,825 0 3400 3.34 -0.84 35.15 0| 0 10 0 3500 4.21 -0.92 33.02 0| 0 7,027 0 3600 6.13 -0.98 33.30 0| 0 368 0 3800 8.12 -1.00 29.65 0| 0 264 0 4000 10.12 -1.00 28.39 0| 0 76 0 4200 12.12 -1.00 27.54 0| 0 0 0 4400 16.11 -1.00 27.03 0| 0 0 0 4800 24.12 -1.00 30.00 0| 0 0 0 5600 Total 1| 101 32,249 +51 Indicative a-t-m Vol 39.55 Underlying Price 31.885 Time to expiry: 51 Days Oct 10 0.43 -0.13 51.78 0| 0 0 0 2600 0.72 -0.20 47.10 0| 0 1 0 2800 1.19 -0.32 43.00 0| 0 1,500 0 3000 1.54 -0.40 41.52 0| 0 0 0 3100 1.93 -0.48 39.30 0| 0 1,520 0 3200 2.46 -0.56 38.20 0| 0 101 0 3300 3.09 -0.65 37.59 0| 0 40 0 3400 3.77 -0.73 36.18 0| 0 0 0 3500 4.55 -0.80 35.44 0| 0 0 0 3600 6.28 -0.90 34.32 0| 0 0 0 3800 8.18 -0.95 34.69 0| 0 0 0 4000 10.13 -0.98 34.00 0| 0 0 0 4200 Total 0| 0 3,162 0 Indicative a-t-m Vol 40.90 Underlying Price 31.885 Time to expiry: 86 Days Nov 10 0.80 -0.17 50.56 0| 0 0 0 2600 1.20 -0.25 46.96 0| 0 0 0 2800 1.78 -0.34 43.69 0| 0 0 0 3000 2.14 -0.40 42.07 0| 0 0 0 3100 2.56 -0.46 40.75 0| 0 0 0 3200 3.05 -0.53 39.29 0| 0 0 0 3300 3.62 -0.60 38.26 0| 0 0 0 3400 4.97 -0.72 36.56 0| 0 0 0 3600 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.56 -0.82 35.57 0| 0 0 0 3800 8.31 -0.90 34.21 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 41.03 Underlying Price 31.885 Time to expiry: 114 Days Dec 10 0.01 0.00 91.00 0| 0 0 0 800 0.03 0.00 89.31 0| 0 230 0 1000 0.06 -0.01 84.74 0| 0 100 0 1200 0.11 -0.02 79.20 0| 0 413 0 1400 0.18 -0.03 73.50 0| 0 150 0 1600 0.26 -0.04 68.01 0| 0 3,024 0 1800 0.38 -0.07 62.89 0| 0 6,055 0 2000 0.54 -0.10 58.21 0| 0 727 0 2200 0.79 -0.14 54.46 0| 0 8,350 0 2400 1.09 -0.19 50.13 0| 0 3,925 0 2600 1.54 -0.26 46.71 0| 0 10,153 0 2800 2.14 -0.35 43.72 0| 0 11,154 0 3000 2.93 -0.46 40.88 0| 2,000 17,353 +1,000 3200 3.99 -0.57 38.71 0| 0 6,250 0 3400 5.27 -0.68 37.03 0| 0 4,574 0 3600 6.76 -0.78 35.21 0| 0 363 0 3800 8.48 -0.86 34.94 0| 0 1,834 0 4000 10.26 -0.92 32.92 0| 0 125 0 4200 12.16 -0.96 32.02 0| 0 51 0 4400 16.11 -1.00 30.85 0| 0 20 0 4800 24.12 -1.00 30.58 0| 0 50 0 5600 28.12 -1.00 31.31 0| 0 60 0 6000 32.12 -1.00 32.51 0| 0 20 0 6400 38.12 -1.00 35.00 0| 0 10 0 7000 Total 0| 2,000 74,991 +1,000 Indicative a-t-m Vol 40.89 Underlying Price 31.885 Time to expiry: 205 Days Mar 11 0.54 -0.07 61.00 0| 0 226 0 1800 0.76 -0.10 57.63 0| 0 63 0 2000 1.04 -0.13 54.32 0| 0 160 0 2200 1.37 -0.17 51.01 0| 0 855 0 2400 1.82 -0.22 48.26 0| 0 150 0 2600 2.38 -0.29 45.70 0| 0 297 0 2800 3.07 -0.36 43.43 0| 0 173 0 3000 3.87 -0.44 40.74 0| 0 2,163 0 3200 4.91 -0.52 39.14 0| 0 208 0 3400 6.12 -0.61 37.71 0| 0 143 0 3600 7.48 -0.69 36.23 0| 0 1 0 3800 9.00 -0.77 35.03 0| 0 141 0 4000 12.43 -0.88 33.49 0| 0 0 0 4400 16.19 -0.95 32.66 0| 0 1 0 4800 24.12 -1.00 33.00 0| 0 0 0 5600 Total 0| 0 4,581 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 40.76 Underlying Price 31.885 Time to expiry: 296 Days Jun 11 0.09 -0.01 77.00 0| 0 0 0 800 0.20 -0.02 74.84 0| 0 0 0 1000 0.33 -0.03 71.17 0| 0 0 0 1200 0.49 -0.05 67.08 0| 0 0 0 1400 0.67 -0.07 63.01 0| 0 10 0 1600 0.90 -0.09 59.16 0| 0 50 0 1800 1.17 -0.12 55.60 0| 0 110 0 2000 1.50 -0.15 52.36 0| 0 0 0 2200 1.89 -0.19 49.22 0| 0 51 0 2400 3.05 -0.30 44.59 0| 0 29 0 2800 3.83 -0.36 42.82 0| 0 25 0 3000 4.71 4.66 -0.43 40.64 4.71 4.71 19| 0 21 0 3200 5.70 -0.50 39.27 0| 0 17 0 3400 6.86 -0.57 37.68 0| 0 65 0 3600 8.19 -0.64 36.53 0| 0 34 0 3800 9.63 9.63 -0.71 35.37 9.63 9.63 19| 0 175 0 4000 12.88 -0.81 34.10 0| 0 0 0 4400 16.44 -0.89 33.16 0| 0 0 0 4800 28.12 -1.00 33.00 0| 0 0 0 6000 Total 38| 0 587 0 Indicative a-t-m Vol 41.37 Underlying Price 31.885 Time to expiry: 478 Days Dec 11 0.43 -0.03 70.00 0| 0 0 0 1000 0.64 -0.05 66.29 0| 0 0 0 1200 0.86 -0.06 62.08 0| 0 50 0 1400 1.10 -0.08 58.37 0| 0 7,502 0 1600 1.42 -0.11 55.11 0| 0 150 0 1800 1.78 -0.14 52.25 0| 0 50 0 2000 2.21 -0.17 49.69 0| 0 0 0 2200 2.77 -0.21 47.66 0| 0 2,000 0 2400 4.09 -0.30 43.96 0| 0 3,000 0 2800 5.87 -0.41 41.29 0| 0 2,005 0 3200 8.13 -0.52 39.28 0| 0 3,355 0 3600 10.81 -0.62 37.83 0| 0 0 0 4000 17.18 -0.79 36.20 0| 0 10 0 4800 28.28 -0.93 36.00 0| 0 0 0 6000 Total 0| 0 18,122 0 Indicative a-t-m Vol 43.61 Underlying Price 31.885 Time to expiry: 660 Days Jun 12 1.74 -0.10 58.51 0| 0 0 0 1600 2.73 -0.16 54.20 0| 0 0 0 2000 3.36 -0.19 52.32 0| 0 0 0 2200 3.97 -0.22 50.27 0| 0 0 0 2400 5.56 -0.30 47.28 0| 0 0 0 2800 7.26 -0.39 43.51 0| 0 0 0 3200 9.28 -0.48 40.21 0| 0 0 0 3600 11.67 -0.58 37.53 0| 0 0 0 4000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.68 -0.74 35.05 0| 0 0 0 4800 28.44 -0.89 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.41 Underlying Price 31.885 Time to expiry: 849 Days Dec 12 1.45 -0.07 64.62 0| 0 0 0 1200 2.28 -0.11 58.21 0| 0 0 0 1600 3.42 -0.16 54.06 0| 0 0 0 2000 4.78 -0.22 50.43 0| 0 500 0 2400 6.38 -0.29 47.28 0| 0 0 0 2800 8.03 -0.37 43.30 0| 0 0 0 3200 10.02 -0.46 40.15 0| 0 0 0 3600 12.28 -0.55 37.24 0| 0 0 0 4000 15.04 -0.63 35.72 0| 0 0 0 4400 18.08 -0.70 34.57 0| 0 1 0 4800 28.72 -0.84 34.98 0| 0 0 0 6000 Total 0| 0 501 0 Indicative a-t-m Vol 42.81 Underlying Price 31.885 Time to expiry: 1031 Days Jun 13 4.09 -0.17 54.19 0| 0 0 0 2000 5.51 -0.22 50.44 0| 0 0 0 2400 8.69 -0.36 42.70 0| 0 0 0 3200 10.71 -0.44 39.92 0| 0 0 0 3600 12.97 -0.52 37.38 0| 0 0 0 4000 18.53 -0.67 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 42.72 Underlying Price 31.885 Time to expiry: 1213 Days Dec 13 2.23 -0.08 64.62 0| 0 0 0 1200 3.24 -0.12 58.21 0| 0 0 0 1600 4.64 -0.17 54.61 0| 0 0 0 2000 6.07 -0.22 50.52 0| 0 0 0 2400 9.22 -0.35 42.61 0| 0 0 0 3200 13.41 -0.50 37.39 0| 0 0 0 4000 18.96 -0.63 34.83 0| 0 0 0 4800 29.11 -0.78 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.62 Underlying Price 31.885 Time to expiry: 1577 Days Dec 14 4.08 -0.12 58.13 0| 0 0 0 1600 5.58 -0.16 54.54 0| 0 0 0 2000 7.06 -0.21 50.57 0| 0 0 0 2400 10.20 -0.33 42.51 0| 0 0 0 3200 14.23 -0.47 37.21 0| 0 0 0 4000 19.43 -0.59 34.22 0| 0 0 0 4800 29.30 -0.75 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 39| 2,101 134,193 +1,051 Grand Total 1,532| 2,241 254,837 +1,189 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 10 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 38.02 Underlying Price 31.885 Time to expiry: 23 Days Sep 10 13.89 1.00 67.00 0| 0 0 0 1800 11.89 1.00 63.81 0| 0 0 0 2000 9.90 0.99 59.61 0| 0 32,500 0 2200 7.92 0.98 55.13 0| 0 0 0 2400 6.00 0.94 52.66 0| 0 0 0 2600 4.15 0.87 46.97 0| 0 0 0 2800 3.26 0.82 43.51 0| 0 0 0 2900 2.49 0.73 42.26 0| 0 0 0 3000 1.78 0.63 39.82 0| 0 0 0 3100 1.18 0.51 37.80 0| 0 90 0 3200 0.76 0.38 37.07 0| 0 0 0 3300 0.44 0.26 36.13 0| 0 400 0 3400 0.24 0.16 35.15 0| 0 0 0 3500 0.10 0.08 33.02 0| 0 400 0 3600 0.02 0.02 33.30 0| 0 400 0 3800 0.01 0.00 29.65 0| 0 20 0 4000 0.01 0.00 28.39 0| 0 0 0 4200 0.01 0.00 27.54 0| 0 702 0 4400 0.01 0.00 27.03 0| 0 369 0 4800 0.01 0.00 30.00 0| 0 0 0 5600 Total 0| 0 34,881 0 Indicative a-t-m Vol 40.89 Underlying Price 31.885 Time to expiry: 205 Days Mar 11 20.00 0.99 67.83 0| 0 0 0 1200 18.12 0.97 66.67 0| 0 0 0 1400 16.27 0.95 64.13 0| 0 0 0 1600 14.47 0.93 61.00 0| 0 0 0 1800 12.70 0.90 57.63 0| 0 0 0 2000 10.99 0.87 54.32 0| 0 0 0 2200 9.34 0.83 51.01 0| 0 0 0 2400 7.79 0.78 48.26 0| 0 0 0 2600 6.36 0.71 45.70 0| 0 0 0 2800 5.07 0.64 43.43 0| 0 0 0 3000 3.87 0.56 40.74 0| 0 0 0 3200 2.92 0.48 39.14 0| 0 0 0 3400 2.14 0.39 37.71 0| 0 6 0 3600 1.51 0.31 36.23 0| 0 0 0 3800 1.03 0.24 35.03 0| 0 0 0 4000 0.46 0.13 33.49 0| 0 15 0 4400 0.20 0.06 32.66 0| 0 0 0 4800 0.04 0.02 33.00 0| 0 0 0 5600 0.02 0.01 33.99 0| 0 0 0 6000 Total 0| 0 21 0 Indicative a-t-m Vol 42.37 Underlying Price 31.885 Time to expiry: 387 Days Sep 11 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.55 0.87 56.44 0| 0 0 0 2000 10.66 0.79 52.37 0| 0 0 0 2400 7.84 0.70 46.55 0| 0 0 0 2800 5.47 0.59 42.25 0| 0 0 0 3200 3.59 0.46 38.73 0| 0 0 0 3600 2.27 0.34 36.60 0| 0 30 0 4000 0.77 0.16 33.29 0| 0 47 0 4800 0.22 0.05 34.23 0| 0 0 0 6000 Total 0| 0 77 0 Indicative a-t-m Vol 42.41 Underlying Price 31.885 Time to expiry: 569 Days Mar 12 14.55 0.85 56.49 0| 0 0 0 2000 11.81 0.78 52.45 0| 0 0 0 2400 8.97 0.70 46.06 0| 0 0 0 2800 6.70 0.61 42.31 0| 0 0 0 3200 4.74 0.51 38.70 0| 0 0 0 3600 3.30 0.41 36.54 0| 0 3 0 4000 1.32 0.22 32.30 0| 0 0 0 4800 Total 0| 0 3 0 Total Calls 0| 0 34,982 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 12 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 38.02 Underlying Price 31.885 Time to expiry: 23 Days Sep 10 0.01 0.00 67.00 0| 0 0 0 1800 0.01 0.00 63.81 0| 0 0 0 2000 0.01 -0.01 59.61 0| 0 33,740 0 2200 0.03 -0.02 55.13 0| 0 1,106 0 2400 0.11 -0.06 52.66 0| 0 0 0 2600 0.26 -0.13 46.97 0| 0 260 0 2800 0.37 -0.18 43.51 0| 0 0 0 2900 0.60 -0.27 42.26 0| 0 50 0 3000 0.89 -0.37 39.82 0| 0 0 0 3100 1.29 -0.49 37.80 0| 0 45 0 3200 1.86 -0.62 37.07 0| 0 0 0 3300 2.55 -0.74 36.13 0| 0 0 0 3400 3.34 -0.84 35.15 0| 0 0 0 3500 4.20 -0.92 33.02 0| 0 0 0 3600 6.13 -0.98 33.30 0| 0 500 0 3800 8.10 -1.00 29.65 0| 0 785 0 4000 10.10 -1.00 28.39 0| 0 0 0 4200 12.10 -1.00 27.54 0| 0 35 0 4400 16.10 -1.00 27.03 0| 0 0 0 4800 24.10 -1.00 30.00 0| 0 0 0 5600 Total 0| 0 36,521 0 Indicative a-t-m Vol 40.89 Underlying Price 31.885 Time to expiry: 205 Days Mar 11 0.10 -0.01 67.83 0| 0 0 0 1200 0.21 -0.03 66.67 0| 0 0 0 1400 0.35 -0.05 64.13 0| 0 0 0 1600 0.54 -0.07 61.00 0| 0 0 0 1800 0.76 -0.10 57.63 0| 0 239 0 2000 1.04 -0.13 54.32 0| 0 0 0 2200 1.37 -0.17 51.01 0| 0 659 0 2400 1.82 -0.22 48.26 0| 0 750 0 2600 2.38 -0.29 45.70 0| 0 20 0 2800 3.07 -0.36 43.43 0| 0 0 0 3000 3.87 -0.44 40.74 0| 0 8 0 3200 4.91 -0.52 39.14 0| 0 0 0 3400 6.12 -0.61 37.71 0| 0 400 0 3600 7.47 -0.69 36.23 0| 0 0 0 3800 8.98 -0.76 35.03 0| 0 0 0 4000 12.39 -0.87 33.49 0| 0 0 0 4400 16.10 -0.94 32.66 0| 0 0 0 4800 23.91 -0.98 33.00 0| 0 0 0 5600 27.87 -0.99 33.99 0| 0 0 0 6000 Total 0| 0 2,076 0 Indicative a-t-m Vol 42.37 Underlying Price 31.885 Time to expiry: 387 Days Sep 11 1.67 -0.13 56.44 0| 0 0 0 2000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.73 -0.21 52.37 0| 0 0 0 2400 3.85 -0.30 46.55 0| 0 30 0 2800 5.43 -0.41 42.25 0| 0 0 0 3200 7.51 -0.54 38.73 0| 0 40 0 3600 10.13 -0.66 36.60 0| 0 0 0 4000 16.53 -0.84 33.29 0| 0 0 0 4800 27.84 -0.95 34.23 0| 0 0 0 6000 Total 0| 0 70 0 Indicative a-t-m Vol 42.41 Underlying Price 31.885 Time to expiry: 569 Days Mar 12 2.52 -0.15 56.49 0| 0 0 0 2000 3.71 -0.22 52.45 0| 0 0 0 2400 4.79 -0.30 46.06 0| 0 0 0 2800 6.43 -0.39 42.31 0| 0 0 0 3200 8.40 -0.49 38.70 0| 0 0 0 3600 10.88 -0.59 36.54 0| 0 0 0 4000 16.74 -0.78 32.30 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 38,667 0 Grand Total 0| 0 73,649 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 14 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 32.93 Underlying Price 19.370 Time to expiry: 23 Days Sep 10 6.37 1.00 39.95 0| 0 0 0 1300 5.37 1.00 38.86 0| 0 0 0 1400 4.38 1.00 37.81 0| 0 0 0 1500 3.39 0.98 36.79 0| 0 0 0 1600 2.43 0.93 35.82 0| 0 0 0 1700 1.57 0.81 34.89 0| 0 0 0 1800 1.19 0.72 34.31 0| 0 0 0 1850 0.87 0.61 34.01 0| 0 0 0 1900 0.59 0.49 32.55 0| 0 0 0 1950 0.40 0.37 33.17 0| 0 0 0 2000 0.25 0.26 32.77 0| 0 0 0 2050 0.15 0.18 32.38 0| 0 0 0 2100 0.08 0.11 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 Total 0| 0 276 0 Indicative a-t-m Vol 34.42 Underlying Price 19.370 Time to expiry: 51 Days Oct 10 3.49 0.92 38.50 0| 0 0 0 1600 2.63 0.84 37.39 0| 0 0 0 1700 1.86 0.73 36.15 0| 0 0 0 1800 1.52 0.66 35.51 0| 0 0 0 1850 1.21 0.59 34.85 0| 0 0 0 1900 0.95 0.51 34.26 0| 0 0 0 1950 0.72 0.43 33.79 0| 0 0 0 2000 0.53 0.35 33.09 0| 0 0 0 2050 0.38 0.28 32.37 0| 0 0 0 2100 0.27 0.21 32.02 0| 0 0 0 2150 0.18 0.16 31.60 0| 0 0 0 2200 0.08 0.08 30.73 0| 0 0 0 2300 0.03 0.03 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 35.26 Underlying Price 19.370 Time to expiry: 86 Days Nov 10 3.73 0.85 41.75 0| 0 0 0 1600 2.92 0.78 39.68 0| 0 0 0 1700 2.18 0.69 37.73 0| 0 0 0 1800 1.85 0.64 36.83 0| 0 0 0 1850 1.55 0.58 35.89 0| 0 0 0 1900 1.28 0.52 35.04 0| 0 0 0 1950 1.04 0.46 34.57 0| 0 0 0 2000 0.63 0.34 32.36 0| 0 0 0 2100 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.37 0.23 31.55 0| 0 0 0 2200 0.20 0.14 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 36.16 Underlying Price 19.370 Time to expiry: 114 Days Dec 10 11.42 0.99 73.91 0| 0 0 0 800 7.56 0.95 58.39 0| 0 0 0 1200 6.62 0.93 54.50 0| 0 0 0 1300 5.70 0.90 50.84 0| 0 0 0 1400 4.81 0.87 47.45 0| 0 0 0 1500 3.96 0.82 44.34 0| 0 0 0 1600 3.16 0.75 41.52 0| 0 0 0 1700 2.43 0.68 38.99 0| 0 0 0 1800 1.80 0.58 36.73 0| 0 0 0 1900 1.28 0.48 35.19 0| 0 0 0 2000 0.80 0.37 32.35 0| 0 0 0 2100 0.52 0.27 31.51 0| 0 0 0 2200 0.30 0.18 30.25 0| 0 0 0 2300 0.17 0.12 29.42 0| 0 4 0 2400 0.04 0.04 27.74 0| 0 250 0 2600 0.01 0.01 27.01 0| 0 0 0 2800 Total 0| 0 254 0 Indicative a-t-m Vol 34.74 Underlying Price 19.370 Time to expiry: 205 Days Mar 11 7.67 0.93 48.54 0| 0 0 0 1200 5.82 0.89 41.50 0| 0 0 0 1400 4.19 0.80 38.25 0| 0 0 0 1600 3.46 0.74 36.77 0| 0 0 0 1700 2.82 0.67 35.86 0| 0 0 0 1800 2.24 0.59 34.91 0| 0 0 0 1900 1.77 0.51 34.44 0| 0 0 0 2000 1.39 0.43 34.19 0| 0 0 0 2100 1.10 0.37 34.37 0| 0 0 0 2200 0.86 0.30 34.51 0| 0 0 0 2300 0.66 0.25 34.64 0| 0 0 0 2400 0.41 0.17 35.23 0| 0 0 0 2600 0.29 0.12 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.10 Underlying Price 19.370 Time to expiry: 296 Days Jun 11 11.47 0.99 50.06 0| 0 0 0 800 7.74 0.93 44.55 0| 0 0 0 1200 5.95 0.88 39.28 0| 0 0 0 1400 4.38 0.79 36.63 0| 0 0 0 1600 3.08 0.66 35.03 0| 0 0 0 1800 2.59 0.60 35.25 0| 0 0 0 1900 2.13 0.53 34.83 0| 0 0 0 2000 1.75 0.47 34.71 0| 0 0 0 2100 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.44 0.41 34.82 0| 0 0 0 2200 1.17 0.35 34.72 0| 0 0 0 2300 1.00 0.30 35.44 0| 0 0 0 2400 0.67 0.22 35.62 0| 0 0 0 2600 0.48 0.17 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.37 Underlying Price 19.370 Time to expiry: 478 Days Dec 11 7.94 0.90 42.95 0| 0 0 0 1200 6.30 0.84 39.49 0| 0 0 0 1400 4.82 0.76 36.66 0| 0 0 0 1600 3.65 0.65 35.34 0| 0 0 0 1800 2.78 0.55 35.39 0| 0 0 0 2000 1.79 0.43 31.87 0| 0 0 0 2200 1.22 0.33 30.88 0| 0 0 0 2400 0.75 0.19 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.59 Underlying Price 19.370 Time to expiry: 660 Days Jun 12 8.15 0.89 43.00 0| 0 0 0 1200 5.19 0.75 36.66 0| 0 0 0 1600 3.23 0.57 35.39 0| 0 0 0 2000 2.57 0.49 35.40 0| 0 0 0 2200 2.08 0.42 35.82 0| 0 0 0 2400 0.92 0.22 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Calls 0| 0 530 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 17 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 32.93 Underlying Price 19.370 Time to expiry: 23 Days Sep 10 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 0.01 -0.02 36.79 0| 0 0 0 1600 0.06 -0.07 35.82 0| 0 0 0 1700 0.19 -0.19 34.89 0| 0 0 0 1800 0.32 -0.28 34.31 0| 0 0 0 1850 0.50 -0.39 34.01 0| 0 0 0 1900 0.71 -0.51 32.55 0| 0 75 0 1950 1.03 -0.63 33.17 0| 0 250 0 2000 1.38 -0.74 32.77 0| 0 0 0 2050 1.77 -0.82 32.38 0| 0 10 0 2100 2.21 -0.89 32.01 0| 0 0 0 2150 2.67 -0.94 31.64 0| 0 0 0 2200 3.15 -0.97 31.28 0| 0 0 0 2250 3.64 -0.99 30.94 0| 0 175 0 2300 4.13 -0.99 30.60 0| 0 0 0 2350 4.63 -1.00 30.28 0| 0 0 0 2400 Total 0| 0 580 0 Indicative a-t-m Vol 34.42 Underlying Price 19.370 Time to expiry: 51 Days Oct 10 0.11 -0.08 38.50 0| 0 0 0 1600 0.24 -0.16 37.39 0| 0 0 0 1700 0.47 -0.27 36.15 0| 0 0 0 1800 0.63 -0.34 35.51 0| 0 0 0 1850 0.83 -0.41 34.85 0| 0 0 0 1900 1.06 -0.49 34.26 0| 0 0 0 1950 1.34 -0.57 33.79 0| 0 0 0 2000 1.65 -0.65 33.09 0| 0 0 0 2050 2.00 -0.72 32.37 0| 0 0 0 2100 2.38 -0.79 32.02 0| 0 0 0 2150 2.80 -0.84 31.60 0| 0 0 0 2200 3.69 -0.92 30.73 0| 0 0 0 2300 4.65 -0.97 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 35.26 Underlying Price 19.370 Time to expiry: 86 Days Nov 10 0.33 -0.15 41.75 0| 0 0 0 1600 0.52 -0.22 39.68 0| 0 0 0 1700 0.78 -0.31 37.73 0| 0 0 0 1800 0.95 -0.36 36.83 0| 0 0 0 1850 1.15 -0.42 35.89 0| 0 0 0 1900 1.38 -0.48 35.04 0| 0 0 0 1950 1.64 -0.54 34.57 0| 0 0 0 2000 2.23 -0.66 32.36 0| 0 0 0 2100 2.97 -0.77 31.55 0| 0 0 0 2200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.80 -0.86 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 36.16 Underlying Price 19.370 Time to expiry: 114 Days Dec 10 0.02 -0.01 71.99 0| 0 6 0 800 0.16 -0.05 58.39 0| 0 0 0 1200 0.21 -0.07 54.50 0| 0 0 0 1300 0.29 -0.10 50.48 0| 0 0 0 1400 0.40 -0.13 47.45 0| 0 0 0 1500 0.54 -0.18 44.34 0| 0 0 0 1600 0.75 -0.25 41.52 0| 0 0 0 1700 1.02 -0.32 38.99 0| 0 0 0 1800 1.38 -0.42 36.73 0| 0 0 0 1900 1.86 -0.52 35.19 0| 0 0 0 2000 2.39 -0.64 32.35 0| 0 0 0 2100 3.10 -0.73 31.51 0| 0 0 0 2200 3.88 -0.82 30.25 0| 0 0 0 2300 4.76 -0.89 29.42 0| 0 3 0 2400 6.64 -0.98 27.74 0| 0 0 0 2600 8.63 -1.00 27.01 0| 0 0 0 2800 Total 0| 0 9 0 Indicative a-t-m Vol 34.74 Underlying Price 19.370 Time to expiry: 205 Days Mar 11 0.24 -0.07 48.54 0| 0 0 0 1200 0.38 -0.11 41.50 0| 0 0 0 1400 0.74 -0.20 38.25 0| 0 0 0 1600 1.00 -0.26 36.77 0| 0 0 0 1700 1.36 -0.34 35.86 0| 0 0 0 1800 1.78 -0.41 34.91 0| 0 0 0 1900 2.31 -0.49 34.44 0| 0 0 0 2000 2.92 -0.57 34.19 0| 0 0 0 2100 3.63 -0.64 34.37 0| 0 0 0 2200 4.39 -0.70 34.51 0| 0 0 0 2300 5.19 -0.76 34.64 0| 0 0 0 2400 6.94 -0.84 35.23 0| 0 0 0 2600 8.82 -0.89 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.10 Underlying Price 19.370 Time to expiry: 296 Days Jun 11 0.06 -0.02 50.06 0| 0 0 0 800 0.36 -0.09 44.55 0| 0 0 0 1200 0.59 -0.14 39.28 0| 0 0 0 1400 1.06 -0.24 36.63 0| 0 0 0 1600 1.79 -0.36 35.03 0| 0 0 0 1800 2.32 -0.43 35.25 0| 0 0 0 1900 2.88 -0.49 34.83 0| 0 0 0 2000 3.51 -0.56 34.71 0| 0 0 0 2100 4.22 -0.61 34.82 0| 0 0 0 2200 4.95 -0.67 34.72 0| 0 0 0 2300 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.78 -0.71 35.44 0| 0 0 0 2400 7.45 -0.79 35.62 0| 0 0 0 2600 9.26 -0.84 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.37 Underlying Price 19.370 Time to expiry: 478 Days Dec 11 0.65 -0.11 42.95 0| 0 0 0 1200 1.03 -0.18 39.49 0| 0 0 0 1400 1.55 -0.26 36.66 0| 0 0 0 1600 2.38 -0.36 35.34 0| 0 0 0 1800 3.51 -0.46 35.39 0| 0 0 0 2000 4.51 -0.58 31.87 0| 0 0 0 2200 5.93 -0.68 30.88 0| 0 0 0 2400 13.40 -0.82 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.59 Underlying Price 19.370 Time to expiry: 660 Days Jun 12 1.02 -0.14 43.00 0| 0 0 0 1200 2.08 -0.28 36.66 0| 0 0 0 1600 4.11 -0.45 35.39 0| 0 0 0 2000 5.43 -0.53 35.40 0| 0 0 0 2200 6.92 -0.60 35.82 0| 0 0 0 2400 13.62 -0.79 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Puts 0| 0 589 0 Grand Total 0| 0 1,119 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 20 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 39.64 Underlying Price 28.785 Time to expiry: 23 Days Sep 10 8.81 0.99 64.00 0| 0 0 0 2000 6.84 0.97 57.22 0| 0 0 0 2200 5.87 0.96 54.04 0| 0 0 0 2300 4.94 0.92 52.97 0| 0 0 0 2400 3.14 0.82 46.09 0| 0 0 0 2600 1.64 0.62 41.37 0| 0 38 0 2800 1.06 0.49 39.18 0| 37 94 +37 2900 0.77 0.61 0.35 37.13 0.80 0.55 400| 1,600 1,734 +1,600 3000 0.34 0.23 36.39 0| 0 139 0 3100 0.23 0.17 0.14 35.90 0.23 0.23 1| 2 6,996 0 3200 0.09 0.08 35.94 0| 0 190 0 3300 0.08 0.03 0.03 33.63 0.08 0.08 6| 84 4,786 +30 3400 0.01 0.01 32.42 0| 0 4,023 0 3500 0.01 0.00 31.59 0| 0 6,638 0 3600 0.01 0.00 30.24 0| 0 3,226 0 3800 0.01 0.00 29.26 0| 0 1,188 -4 4000 0.01 0.00 28.63 0| 0 7,060 0 4200 0.01 0.00 28.29 0| 0 2,101 0 4400 0.01 0.00 28.39 0| 0 2,684 0 4800 0.01 0.00 31.00 0| 0 229 0 5600 Total 407| 1,723 41,126 +1,663 Indicative a-t-m Vol 40.14 Underlying Price 28.785 Time to expiry: 51 Days Oct 10 6.10 0.90 51.13 0| 0 0 0 2300 5.23 0.86 49.56 0| 0 0 0 2400 3.41 3.58 0.75 45.13 3.41 3.41 5| 0 0 0 2600 2.46 2.21 0.60 41.66 2.46 2.46 56| 35 35 +35 2800 1.44 1.63 0.51 39.73 1.44 1.44 7| 18 18 +18 2900 1.26 1.16 0.42 38.07 1.26 1.26 575| 10 25 0 3000 0.79 0.32 37.01 0| 0 42 0 3100 0.52 0.24 36.15 0| 50 95 +4 3200 0.33 0.17 35.50 0| 0 114 0 3300 0.20 0.11 34.59 0| 0 1,361 0 3400 0.12 0.08 34.47 0| 0 310 0 3500 0.07 0.05 34.53 0| 0 643 0 3600 0.02 0.02 34.02 0| 0 70 0 3800 0.01 0.01 34.50 0| 0 210 0 4000 Total 643| 113 2,923 +57 Indicative a-t-m Vol 40.24 Underlying Price 28.785 Time to expiry: 86 Days Nov 10 6.43 0.85 50.14 0| 0 0 0 2300 5.62 0.81 48.83 0| 0 0 0 2400 4.08 0.72 45.10 0| 0 0 0 2600 2.76 0.60 41.96 0| 0 0 0 2800 2.15 0.53 39.78 0| 0 0 0 2900 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.68 0.45 38.81 0| 0 0 0 3000 1.25 0.38 37.37 0| 60 60 +60 3100 0.94 0.31 36.71 0| 0 0 0 3200 0.47 0.19 34.99 0| 0 0 0 3400 0.20 0.10 33.05 0| 60 77 +60 3600 0.10 0.05 33.36 0| 0 0 0 3800 Total 0| 120 137 +120 Indicative a-t-m Vol 40.02 Underlying Price 28.785 Time to expiry: 114 Days Dec 10 16.86 0.99 74.00 0| 0 0 0 1200 14.41 0.98 69.40 0| 0 0 0 1454 10.98 0.94 61.06 0| 0 0 0 1817 9.30 0.91 56.60 0| 0 0 0 2000 7.72 0.86 52.77 0| 0 3,000 0 2180 5.90 0.79 48.31 0| 0 0 0 2400 4.80 0.73 45.75 0| 0 6,000 0 2544 3.07 0.60 41.20 0| 0 0 0 2800 2.46 0.53 39.61 0| 165 386 -29 2907 1.80 1.98 0.47 38.32 1.80 1.80 50| 20 884 +20 3000 1.07 0.99 0.30 35.67 1.07 1.07 55| 568 5,604 -18 3271 0.68 0.23 34.77 0| 24 10,811 +1 3400 0.36 0.14 33.65 0| 810 3,334 +530 3600 0.32 0.13 33.54 0| 0 5,201 0 3634 0.18 0.08 32.63 0| 0 4,955 0 3800 0.06 0.03 30.28 0| 0 9,756 0 3997 0.06 0.03 30.26 0| 0 5,565 0 4000 0.02 0.01 29.19 0| 0 2,550 0 4200 0.01 0.01 28.48 0| 0 3,051 0 4361 0.01 0.00 27.82 0| 0 8,082 0 4543 0.01 0.00 27.16 0| 0 1 0 4800 0.01 0.00 26.73 0| 0 1,101 0 5088 0.01 0.00 26.63 0| 0 51 0 5451 0.01 0.00 26.95 0| 0 0 0 5814 0.01 0.00 28.15 0| 0 2 0 6360 0.01 0.00 31.50 0| 0 1 0 7268 Total 105| 1,587 70,335 +504 Indicative a-t-m Vol 39.94 Underlying Price 28.785 Time to expiry: 205 Days Mar 11 9.71 0.88 51.57 0| 0 0 0 2000 8.12 0.82 49.44 0| 0 0 0 2200 6.59 0.76 46.37 0| 0 0 0 2400 5.18 0.69 43.53 0| 0 0 0 2600 3.94 0.60 40.94 0| 0 0 0 2800 2.84 0.51 38.40 0| 0 126 0 3000 2.00 0.41 36.73 0| 0 110 0 3200 1.35 0.32 35.26 0| 35 871 +21 3400 0.87 0.23 33.85 0| 0 1,183 0 3600 0.55 0.16 32.90 0| 0 903 0 3800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.32 0.11 31.94 0| 0 1,410 0 4000 0.19 0.07 31.29 0| 0 30 0 4200 0.12 0.05 31.15 0| 0 178 0 4400 0.04 0.02 30.74 0| 0 113 0 4800 0.01 0.00 32.50 0| 0 158 0 5600 Total 0| 35 5,082 +21 Indicative a-t-m Vol 39.97 Underlying Price 28.785 Time to expiry: 296 Days Jun 11 17.02 0.98 63.56 0| 0 0 0 1200 13.34 0.94 55.72 0| 0 0 0 1600 11.58 0.91 52.53 0| 0 0 0 1800 9.92 0.87 49.76 0| 0 0 0 2000 8.35 0.82 47.22 0| 0 0 0 2200 6.86 0.76 44.49 0| 0 0 0 2400 5.57 0.69 42.76 0| 0 0 0 2600 4.36 0.61 40.47 0| 0 25 0 2800 3.39 0.53 39.22 2,000| 0 0 0 3000 2.65 2.58 0.44 38.07 2.65 2.65 75| 0 26 0 3200 1.89 0.36 36.64 0| 0 31 0 3400 1.32 1.30 0.28 34.91 1.32 1.32 75| 0 92 0 3600 0.60 0.16 32.98 0| 0 285 0 4000 0.27 0.08 31.87 0| 0 276 0 4400 0.16 0.06 31.11 0| 0 5,276 0 4600 0.10 0.04 30.52 0| 0 4,173 0 4800 0.01 0.00 26.50 0| 0 50 0 6000 Total 2,150| 0 10,234 0 Indicative a-t-m Vol 40.34 Underlying Price 28.785 Time to expiry: 478 Days Dec 11 17.07 0.97 58.00 0| 0 0 0 1200 13.57 0.92 53.25 0| 0 0 0 1600 11.94 0.88 51.09 0| 0 0 0 1800 10.38 0.84 48.56 0| 0 0 0 2000 8.94 0.79 46.44 0| 0 0 0 2200 7.58 0.74 44.21 0| 0 0 0 2400 5.27 0.61 40.91 0| 0 0 0 2800 3.46 0.48 38.02 0| 0 3 0 3200 2.15 0.35 35.76 0| 0 4,200 0 3600 1.25 0.24 33.74 0| 0 31,000 0 4000 0.28 0.07 30.94 0| 0 27,000 0 5000 0.08 0.02 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| 0 62,203 0 Indicative a-t-m Vol 40.91 Underlying Price 28.785 Time to expiry: 660 Days Jun 12 13.65 0.91 51.60 0| 0 0 0 1600 10.63 0.83 47.29 0| 0 0 0 2000 9.30 0.78 45.80 0| 0 0 0 2200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.02 0.73 43.84 0| 0 0 0 2400 5.95 0.62 41.52 0| 0 0 0 2800 4.13 0.51 38.41 0| 0 0 0 3200 2.72 0.39 35.87 0| 0 0 0 3600 1.75 0.29 33.92 0| 0 0 0 4000 0.70 0.14 31.96 0| 0 0 0 4800 0.19 0.05 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.84 Underlying Price 28.785 Time to expiry: 849 Days Dec 12 13.79 0.90 50.14 0| 0 0 0 1600 10.91 0.82 46.50 0| 0 0 0 2000 8.53 0.73 43.79 0| 0 0 0 2400 6.53 0.63 41.39 0| 0 0 0 2800 4.76 0.53 38.60 0| 0 750 0 3200 3.37 0.42 36.31 0| 0 0 0 3600 2.41 0.34 35.10 0| 0 0 0 4000 1.14 0.19 32.83 0| 0 0 0 4800 0.41 0.08 31.57 0| 0 0 0 6000 0.08 0.02 30.98 0| 0 0 0 8000 Total 0| 0 750 0 Indicative a-t-m Vol 40.40 Underlying Price 28.785 Time to expiry: 1031 Days Jun 13 11.01 0.82 46.30 0| 0 0 0 2000 8.67 0.73 43.31 0| 0 0 0 2400 6.70 0.64 40.79 0| 0 0 0 2800 5.10 0.54 38.79 0| 0 0 0 3200 3.75 0.45 36.70 0| 0 0 0 3600 2.79 0.37 35.54 0| 0 0 0 4000 1.52 0.23 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 40.69 Underlying Price 28.785 Time to expiry: 1213 Days Dec 13 13.88 0.90 49.00 0| 0 0 0 1600 11.31 0.81 46.39 0| 0 0 0 2000 9.04 0.73 43.22 0| 0 0 0 2400 5.61 0.56 38.99 0| 0 0 0 3200 3.33 0.40 36.03 0| 0 0 0 4000 1.92 0.27 34.11 0| 0 0 0 4800 0.87 0.14 32.52 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.64 Underlying Price 28.785 Time to expiry: 1577 Days Dec 14 11.43 0.82 46.20 0| 0 0 0 2000 9.30 0.74 43.10 0| 0 0 0 2400 6.10 0.58 38.99 0| 0 0 0 3200 3.82 0.43 35.76 0| 0 0 0 4000 2.39 0.31 33.94 0| 0 0 0 4800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 24 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.32 0.19 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 3,305| 3,578 192,790 +2,365 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 25 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 39.64 Underlying Price 28.785 Time to expiry: 23 Days Sep 10 0.02 -0.01 64.00 0| 0 200 0 2000 0.05 -0.03 57.22 0| 0 261 0 2200 0.08 -0.04 54.04 0| 0 0 0 2300 0.06 0.15 -0.08 52.97 0.06 0.06 6| 0 1,444 0 2400 0.27 0.35 -0.18 46.09 0.27 0.27 115| 1 807 0 2600 0.80 0.85 -0.38 41.37 1.01 0.80 25| 2,866 10,845 +1,108 2800 1.20 1.27 -0.51 39.18 1.20 1.20 132| 162 2,166 +162 2900 1.87 1.82 -0.65 37.13 1.87 1.87 6| 2 5,398 0 3000 2.55 -0.77 36.39 0| 0 247 0 3100 3.38 -0.87 35.90 0| 10 5,284 0 3200 4.30 -0.93 35.94 0| 0 100 0 3300 5.00 5.24 -0.97 33.63 5.00 5.00 10| 0 2,308 0 3400 6.22 -0.99 32.42 0| 0 1,334 0 3500 7.22 -1.00 31.59 0| 0 1,376 0 3600 9.22 -1.00 30.24 0| 0 304 0 3800 11.22 -1.00 29.26 0| 0 30 0 4000 13.22 -1.00 28.63 0| 0 0 0 4200 15.22 -1.00 28.29 0| 0 0 0 4400 19.22 -1.00 28.39 0| 0 0 0 4800 27.22 -1.00 31.00 0| 0 0 0 5600 Total 294| 3,041 32,104 +1,270 Indicative a-t-m Vol 40.14 Underlying Price 28.785 Time to expiry: 51 Days Oct 10 0.30 -0.10 51.13 0| 0 0 0 2300 0.43 -0.14 49.56 0| 0 62 0 2400 0.85 0.78 -0.25 45.13 0.86 0.76 239| 169 139 +126 2600 1.40 -0.40 41.66 500| 39 3,858 0 2800 1.83 -0.49 39.73 0| 0 40 0 2900 2.35 -0.58 38.07 0| 10 2,461 -10 3000 2.99 -0.68 37.01 0| 0 65 0 3100 3.69 3.72 -0.76 36.15 3.69 3.67 77| 0 89 0 3200 4.53 -0.83 35.50 0| 0 62 0 3300 5.39 -0.89 34.59 0| 0 34 0 3400 6.32 -0.93 34.47 0| 0 10 0 3500 7.27 -0.95 34.53 0| 0 0 0 3600 9.23 -0.99 34.02 0| 0 0 0 3800 11.22 -1.00 34.50 0| 0 0 0 4000 Total 816| 218 6,820 +116 Indicative a-t-m Vol 40.24 Underlying Price 28.785 Time to expiry: 86 Days Nov 10 0.61 -0.15 50.14 0| 0 0 0 2300 0.79 -0.19 48.83 0| 38 38 +38 2400 1.19 1.25 -0.28 45.10 1.26 1.19 53| 39 39 +39 2600 1.93 -0.40 41.96 0| 0 0 0 2800 2.58 2.32 -0.47 39.78 2.58 2.58 20| 20 20 +20 2900 2.85 -0.55 38.81 0| 0 0 0 3000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.42 -0.62 37.37 0| 0 0 0 3100 4.11 -0.69 36.71 0| 0 0 0 3200 5.64 -0.81 34.99 0| 0 0 0 3400 7.37 -0.91 33.05 0| 0 0 0 3600 9.28 -0.95 33.36 0| 0 0 0 3800 Total 73| 97 97 +97 Indicative a-t-m Vol 40.02 Underlying Price 28.785 Time to expiry: 114 Days Dec 10 0.05 -0.01 74.00 0| 0 54 0 1200 0.12 -0.02 69.40 0| 0 160 0 1454 0.32 -0.06 61.06 0| 0 139 0 1817 0.47 -0.09 56.60 0| 0 160 0 2000 0.68 -0.14 52.77 0| 7 3,242 +7 2180 1.05 -0.21 48.31 0| 10 2,812 +10 2400 1.39 -0.27 45.75 0| 20 1,336 +10 2544 2.21 -0.40 41.20 4,000| 30 11,128 +20 2800 2.67 -0.47 39.61 0| 0 2,185 0 2907 3.12 -0.53 38.32 0| 0 7,166 0 3000 4.84 -0.70 35.67 0| 0 4,149 0 3271 5.83 -0.77 34.77 0| 0 5,857 0 3400 7.51 -0.87 33.65 0| 0 1,073 0 3600 7.81 -0.88 33.54 0| 0 1,237 0 3634 9.33 -0.93 32.63 0| 0 2,340 0 3800 11.20 -0.98 30.28 0| 0 20 0 3997 11.23 -0.98 30.26 0| 0 0 0 4000 13.22 -1.00 29.19 0| 0 0 0 4200 14.83 -1.00 28.48 0| 0 70 0 4361 16.65 -1.00 27.82 0| 0 60 0 4543 19.22 -1.00 27.16 0| 0 0 0 4800 22.10 -1.00 26.73 0| 0 10 0 5088 25.73 -1.00 26.63 0| 0 10 0 5451 29.36 -1.00 26.95 0| 0 10 0 5814 34.82 -1.00 28.15 0| 0 10 0 6360 43.90 -1.00 31.50 0| 0 10 0 7268 Total 4,000| 67 43,238 +47 Indicative a-t-m Vol 39.94 Underlying Price 28.785 Time to expiry: 205 Days Mar 11 0.85 -0.13 51.57 0| 0 605 0 2000 1.24 1.26 -0.18 49.44 1.24 1.24 75| 0 552 0 2200 1.75 1.72 -0.24 46.37 1.75 1.70 109| 0 1,414 0 2400 2.30 2.31 -0.31 43.53 2.30 2.30 30| 0 0 0 2600 3.01 3.06 -0.40 40.94 3.01 3.01 10| 26 515 0 2800 3.97 -0.50 38.40 0| 10 1,577 +10 3000 5.12 -0.59 36.73 0| 0 735 0 3200 6.47 -0.69 35.26 0| 0 647 0 3400 7.98 -0.77 33.85 0| 0 78 0 3600 9.66 -0.84 32.90 0| 0 89 0 3800 11.43 -0.90 31.94 0| 0 300 0 4000 13.31 -0.94 31.29 0| 0 0 0 4200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 27 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.25 -0.97 31.15 0| 0 0 0 4400 19.22 -1.00 30.74 0| 0 0 0 4800 27.22 -1.00 32.50 0| 0 0 0 5600 Total 224| 36 6,512 +10 Indicative a-t-m Vol 39.97 Underlying Price 28.785 Time to expiry: 296 Days Jun 11 0.31 -0.04 63.56 0| 0 464 0 1200 0.70 -0.09 55.72 0| 0 172 0 1600 0.99 -0.12 52.53 0| 4 195 0 1800 1.38 -0.17 49.76 0| 0 196 0 2000 1.79 1.86 -0.22 47.22 1.95 1.79 83| 0 86 0 2200 2.43 -0.28 44.49 0| 0 3,842 0 2400 3.20 -0.35 42.76 0| 0 0 0 2600 4.05 -0.43 40.47 0| 0 1,150 0 2800 5.14 -0.51 39.22 2,000| 0 3,000 0 3000 6.37 -0.59 38.07 0| 500 1,908 0 3200 7.72 -0.67 36.64 0| 0 110 0 3400 9.17 -0.74 34.91 0| 94 146 +94 3600 12.50 -0.86 32.98 0| 0 254 0 4000 16.16 -0.93 31.87 0| 0 208 0 4400 18.06 -0.95 31.11 0| 0 0 0 4600 19.98 -0.97 30.52 0| 0 0 0 4800 31.79 -1.00 26.50 0| 0 0 0 6000 Total 2,083| 598 11,731 +94 Indicative a-t-m Vol 40.34 Underlying Price 28.785 Time to expiry: 478 Days Dec 11 0.55 -0.05 58.00 0| 0 0 0 1200 1.20 -0.11 53.25 0| 0 0 0 1600 1.63 -0.15 51.09 0| 0 0 0 1800 2.10 -0.19 48.56 0| 0 0 0 2000 2.70 -0.23 46.44 0| 0 0 0 2200 3.37 -0.29 44.21 0| 0 0 0 2400 5.08 -0.41 40.91 0| 0 2,000 0 2800 7.29 -0.54 38.02 0| 0 1,450 0 3200 9.96 -0.66 35.76 0| 0 4,500 0 3600 13.05 -0.77 33.74 0| 0 1,850 0 4000 22.04 -0.93 30.94 0| 0 0 0 5000 31.77 -0.98 31.00 0| 0 0 0 6000 41.62 -1.00 29.57 0| 0 0 0 7000 51.52 -1.00 30.00 0| 0 0 0 8000 Total 0| 0 9,800 0 Indicative a-t-m Vol 40.91 Underlying Price 28.785 Time to expiry: 660 Days Jun 12 1.76 -0.13 51.60 0| 0 0 0 1600 2.88 -0.21 47.29 0| 0 0 0 2000 3.63 -0.26 45.80 0| 0 0 0 2200 4.38 -0.31 43.84 0| 0 0 0 2400 6.36 -0.41 41.52 0| 0 0 0 2800 8.54 -0.52 38.41 0| 0 0 0 3200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.15 -0.63 35.87 0| 0 0 0 3600 14.14 -0.73 33.92 0| 0 0 0 4000 20.99 -0.87 31.96 0| 0 0 0 4800 32.25 -0.96 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.84 Underlying Price 28.785 Time to expiry: 849 Days Dec 12 2.13 -0.14 50.14 0| 0 0 0 1600 3.37 -0.21 46.50 0| 0 0 0 2000 5.03 -0.30 43.79 0| 0 0 0 2400 7.00 -0.39 41.39 0| 0 0 0 2800 9.20 -0.49 38.60 0| 0 750 0 3200 11.74 -0.59 36.31 0| 0 1,000 0 3600 14.71 -0.68 35.10 0| 0 0 0 4000 21.29 -0.82 32.83 0| 0 0 0 4800 32.28 -0.92 31.57 0| 0 0 0 6000 51.47 -0.98 30.98 0| 0 0 0 8000 Total 0| 0 1,750 0 Indicative a-t-m Vol 40.40 Underlying Price 28.785 Time to expiry: 1031 Days Jun 13 4.07 -0.23 46.30 0| 0 0 0 2000 5.76 -0.31 43.31 0| 0 0 0 2400 7.77 -0.40 40.79 0| 0 0 0 2800 10.10 -0.49 38.79 0| 0 0 0 3200 12.66 -0.58 36.70 0| 0 0 0 3600 15.59 -0.65 35.54 0| 0 0 0 4000 22.06 -0.78 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 40.69 Underlying Price 28.785 Time to expiry: 1213 Days Dec 13 2.95 -0.15 49.00 0| 0 0 0 1600 4.50 -0.22 46.39 0| 0 0 0 2000 6.19 -0.30 43.22 0| 0 0 0 2400 10.56 -0.46 38.99 0| 0 3 0 3200 15.99 -0.62 36.03 0| 0 0 0 4000 22.26 -0.74 34.11 0| 0 0 0 4800 32.68 -0.86 32.52 0| 0 0 0 6000 Total 0| 0 3 0 Indicative a-t-m Vol 40.64 Underlying Price 28.785 Time to expiry: 1577 Days Dec 14 5.35 -0.23 46.20 0| 0 0 0 2000 7.12 -0.30 43.10 0| 0 0 0 2400 11.54 -0.44 38.99 0| 0 0 0 3200 16.79 -0.59 35.76 0| 0 0 0 4000 22.85 -0.70 33.94 0| 0 0 0 4800 32.97 -0.82 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 7,490| 4,057 112,055 +1,634 Grand Total 10,795| 7,635 304,845 +3,999 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 29 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 40.33 Underlying Price 28.785 Time to expiry: 23 Days Sep 10 16.79 1.00 112.03 0| 0 0 0 1200 14.25 1.00 92.80 0| 0 0 0 1454 10.63 1.00 72.43 0| 0 0 0 1817 8.81 0.99 64.00 0| 0 110 0 2000 7.03 0.97 57.89 0| 0 30 0 2180 5.87 0.96 54.04 0| 0 0 0 2300 4.94 0.92 52.97 0| 0 60 0 2400 3.62 0.86 47.41 0| 0 0 0 2544 1.64 0.62 41.37 0| 0 0 0 2800 1.05 0.48 39.96 0| 0 30 0 2907 0.61 0.35 37.13 0| 0 0 0 3000 0.38 0.24 37.12 0| 0 2,500 0 3089 0.17 0.14 35.90 0| 0 0 0 3200 0.09 0.08 34.76 0| 0 6,572 0 3271 0.03 0.03 33.63 0| 0 0 0 3400 0.10 0.01 0.02 32.86 0.10 0.10 90| 15,000 5,000 -10,222 3452 0.01 0.01 32.42 0| 1,400 1,400 0 3500 0.01 0.00 31.33 0| 0 11,378 0 3634 0.01 0.00 30.24 0| 0 32,910 0 3800 0.01 0.00 29.26 0| 0 400 0 4000 0.01 0.00 28.94 0| 0 40 0 4088 0.01 0.00 28.63 0| 0 50 0 4200 0.01 0.00 28.33 0| 0 16 0 4361 0.01 0.00 28.21 0| 0 5,176 0 4543 0.01 0.00 28.39 0| 0 5,000 0 4800 0.01 0.00 28.78 0| 0 97 0 4997 0.01 0.00 30.36 0| 0 0 0 5451 0.01 0.00 32.75 0| 0 80 0 5905 Total 90| 16,400 70,849 -10,222 Indicative a-t-m Vol 40.10 Underlying Price 28.785 Time to expiry: 205 Days Mar 11 16.81 0.99 57.98 0| 0 0 0 1200 14.45 0.96 58.35 0| 0 0 0 1454 11.21 0.91 54.54 0| 0 0 0 1817 9.64 0.87 51.57 0| 0 0 0 2000 8.19 0.83 49.29 0| 0 0 0 2180 6.53 0.76 46.37 0| 0 0 0 2400 5.50 0.71 44.18 0| 0 0 0 2544 3.90 0.60 40.94 0| 0 0 0 2800 3.31 0.55 39.80 0| 0 0 0 2907 2.81 0.50 38.40 0| 0 0 0 3000 1.74 0.37 36.28 0| 0 0 0 3271 1.20 0.29 34.87 0| 0 0 0 3452 0.80 0.22 33.68 0| 0 15 0 3634 0.54 0.16 32.90 0| 0 30 0 3800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 30 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.32 0.11 31.94 0| 0 110 0 4000 0.25 0.09 31.62 0| 0 0 0 4088 0.19 0.07 31.29 0| 0 550 0 4200 0.12 0.05 30.96 0| 0 0 0 4361 0.07 0.03 30.75 0| 0 15 0 4543 0.04 0.02 30.74 0| 0 0 0 4800 0.03 0.01 30.94 0| 0 252 0 4997 0.01 0.01 32.05 0| 0 0 0 5451 0.01 0.00 33.97 0| 0 0 0 5905 Total 0| 0 972 0 Indicative a-t-m Vol 39.38 Underlying Price 28.785 Time to expiry: 387 Days Sep 11 16.13 0.96 54.44 0| 0 0 0 1200 13.97 0.93 54.16 0| 0 0 0 1454 11.08 0.86 51.32 0| 0 0 0 1817 9.73 0.82 49.49 0| 0 0 0 2000 8.46 0.78 47.63 0| 0 0 0 2180 7.01 0.72 45.37 0| 0 0 0 2400 6.12 0.67 43.93 0| 0 0 0 2544 4.01 0.55 39.00 0| 0 0 0 2907 2.36 0.40 34.89 0| 0 0 0 3271 1.33 0.27 32.70 0| 0 20 0 3634 0.68 0.17 30.66 0| 0 51 0 4000 0.23 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 38.82 Underlying Price 28.785 Time to expiry: 569 Days Mar 12 14.20 0.92 47.54 0| 0 0 0 1454 11.40 0.86 45.14 0| 0 0 0 1817 10.10 0.82 43.95 0| 0 0 0 2000 8.92 0.77 42.82 0| 0 0 0 2180 7.61 0.72 41.76 0| 0 0 0 2400 4.98 0.57 38.65 0| 0 0 0 2907 3.75 0.48 36.90 0| 0 0 0 3200 2.31 0.36 34.46 0| 0 0 0 3634 1.55 0.27 33.48 0| 0 0 0 4000 0.87 0.17 32.94 0| 0 0 0 4543 0.34 0.08 32.51 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 39.15 Underlying Price 28.785 Time to expiry: 758 Days Sep 12 13.67 0.90 47.93 0| 0 0 0 1454 11.11 0.83 45.44 0| 0 0 0 1817 9.93 0.79 44.15 0| 0 0 0 2000 8.88 0.75 43.18 0| 0 0 0 2180 7.68 0.70 42.15 0| 0 0 0 2400 5.24 0.57 38.97 0| 0 0 0 2907 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.05 0.49 37.08 0| 0 0 0 3200 2.71 0.38 35.08 0| 0 0 0 3634 1.94 0.30 34.08 0| 0 0 0 4000 1.41 0.23 33.59 0| 0 0 0 4361 0.97 0.17 33.29 0| 0 0 0 4800 0.60 0.12 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.50 Underlying Price 28.785 Time to expiry: 933 Days Mar 13 14.20 0.89 48.76 0| 0 0 0 1454 11.84 0.83 46.55 0| 0 0 0 1817 10.70 0.79 45.28 0| 0 0 0 2000 9.71 0.75 44.31 0| 0 0 0 2180 8.52 0.71 42.94 0| 0 0 0 2400 6.21 0.60 40.36 0| 0 0 0 2907 4.97 0.53 38.29 0| 0 0 0 3200 3.60 0.43 36.50 0| 0 0 0 3634 2.71 0.35 35.33 0| 0 0 0 4000 2.06 0.29 34.54 0| 0 0 0 4361 1.57 0.23 34.58 0| 0 0 0 4800 1.07 0.17 34.67 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 41.43 Underlying Price 28.785 Time to expiry: 1122 Days Sep 13 12.80 0.85 48.70 0| 0 0 0 1600 10.53 0.78 46.26 0| 0 0 0 2000 8.51 0.70 43.82 0| 0 0 0 2400 5.30 0.53 39.82 0| 0 0 0 3200 3.06 0.38 36.42 0| 0 0 0 4000 1.88 0.26 35.52 0| 0 0 0 4800 1.09 0.17 36.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.23 Underlying Price 28.785 Time to expiry: 1304 Days Mar 14 13.47 0.85 50.12 0| 0 0 0 1600 11.28 0.78 47.43 0| 0 0 0 2000 9.31 0.71 44.80 0| 0 0 0 2400 6.09 0.56 40.50 0| 0 0 0 3200 3.76 0.42 37.18 0| 0 0 0 4000 2.49 0.31 36.20 0| 0 0 0 4800 1.60 0.21 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.12 Underlying Price 28.785 Time to expiry: 1486 Days Sep 14 11.03 0.78 48.90 0| 0 0 0 2000 9.13 0.71 45.87 0| 0 0 0 2400 6.11 0.57 41.28 0| 0 0 0 3200 3.92 0.43 37.96 0| 0 0 0 4000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.73 0.33 37.18 0| 0 0 0 4800 1.81 0.24 37.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.12 Underlying Price 28.785 Time to expiry: 1668 Days Mar 15 11.57 0.79 48.90 0| 0 0 0 2000 9.71 0.72 45.87 0| 0 0 0 2400 6.70 0.59 41.28 0| 0 0 0 3200 4.44 0.46 37.96 0| 0 0 0 4000 3.21 0.36 37.18 0| 0 0 0 4800 2.36 0.28 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 90| 16,400 71,922 -10,222 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 33 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 40.33 Underlying Price 28.785 Time to expiry: 23 Days Sep 10 0.01 0.00 112.03 0| 0 10 0 1200 0.01 0.00 92.80 0| 0 0 0 1454 0.01 0.00 72.43 0| 0 10 0 1817 0.02 -0.01 64.00 0| 0 30 0 2000 0.04 -0.03 57.89 0| 0 754 0 2180 0.08 -0.04 54.04 0| 0 0 0 2300 0.15 -0.08 52.97 0| 0 174 0 2400 0.26 -0.14 47.41 0| 0 100 0 2544 0.85 -0.38 41.37 0| 0 0 0 2800 1.33 -0.52 39.96 0| 0 35 0 2907 1.82 -0.65 37.13 0| 0 120 0 3000 2.48 -0.76 37.12 0| 0 210 0 3089 3.38 -0.86 35.90 0| 0 0 0 3200 4.01 -0.92 34.76 0| 0 6,260 0 3271 5.23 -0.97 33.63 0| 0 0 0 3400 5.74 -0.98 32.86 0| 0 2,446 0 3452 6.21 -0.99 32.42 0| 0 0 0 3500 7.55 -1.00 31.33 0| 0 640 0 3634 8.93 9.20 -1.00 30.24 8.93 S 8.93 S 220| 0 32,565 0 3800 11.20 -1.00 29.26 0| 0 0 0 4000 12.08 -1.00 28.94 0| 0 40 0 4088 13.20 -1.00 28.63 0| 0 405 0 4200 14.81 -1.00 28.33 0| 0 0 0 4361 16.63 -1.00 28.21 0| 0 5,000 0 4543 19.20 -1.00 28.39 0| 0 100 0 4800 21.17 -1.00 28.78 0| 0 500 0 4997 25.71 -1.00 30.36 0| 0 170 0 5451 30.25 -1.00 32.75 0| 0 0 0 5905 Total 220| 0 49,569 0 Indicative a-t-m Vol 40.10 Underlying Price 28.785 Time to expiry: 205 Days Mar 11 0.06 -0.01 57.98 0| 0 400 0 1200 0.22 -0.04 58.35 0| 0 0 0 1454 0.60 -0.09 54.54 0| 0 0 0 1817 0.85 -0.13 51.57 0| 0 400 0 2000 1.19 -0.17 49.29 0| 0 117 0 2180 1.72 -0.24 46.37 0| 370 484 +370 2400 2.12 -0.29 44.18 0| 0 500 0 2544 3.06 -0.40 40.94 0| 0 30 0 2800 3.54 -0.45 39.80 0| 0 0 0 2907 3.97 -0.50 38.40 0| 0 20 0 3000 5.60 -0.63 36.28 0| 0 241 0 3271 6.85 -0.71 34.87 0| 0 3,770 0 3452 8.26 -0.78 33.68 0| 0 500 0 3634 9.28 9.65 -0.84 32.90 9.28 S 9.28 S 220| 0 500 0 3800 11.42 -0.89 31.94 0| 0 0 0 4000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 34 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.23 -0.91 31.62 0| 0 0 0 4088 13.28 -0.93 31.29 0| 0 0 0 4200 14.81 -0.95 30.96 0| 0 0 0 4361 16.58 -0.97 30.75 0| 0 1,000 0 4543 19.10 -0.98 30.74 0| 0 0 0 4800 21.04 -0.99 30.94 0| 0 0 0 4997 25.55 -0.99 32.05 0| 0 0 0 5451 30.06 -1.00 33.97 0| 0 0 0 5905 Total 220| 370 7,962 +370 Indicative a-t-m Vol 39.38 Underlying Price 28.785 Time to expiry: 387 Days Sep 11 0.28 -0.04 54.44 0| 0 0 0 1200 0.64 -0.07 54.16 0| 0 0 0 1454 1.33 -0.14 51.32 0| 0 0 0 1817 1.78 -0.18 49.49 0| 0 0 0 2000 2.30 -0.22 47.63 0| 0 0 0 2180 3.02 -0.28 45.37 0| 0 0 0 2400 3.55 -0.33 43.93 0| 0 40 0 2544 4.90 5.03 -0.45 39.00 4.90 4.90 700| 0 0 0 2907 6.90 6.97 -0.60 34.89 6.90 6.90 300| 0 0 0 3271 9.53 -0.73 32.70 0| 0 0 0 3634 12.49 -0.83 30.66 0| 0 20 0 4000 17.41 -0.93 29.00 0| 0 0 0 4543 26.19 -0.98 28.81 0| 0 0 0 5451 Total 1,000| 0 60 0 Indicative a-t-m Vol 38.82 Underlying Price 28.785 Time to expiry: 569 Days Mar 12 0.76 -0.08 47.54 0| 0 0 0 1454 1.52 -0.14 45.14 0| 0 0 0 1817 2.01 -0.18 43.95 0| 0 90 0 2000 2.60 -0.23 42.82 0| 0 0 0 2180 3.45 -0.28 41.76 0| 0 0 0 2400 5.79 -0.43 38.65 0| 0 0 0 2907 7.43 -0.52 36.90 0| 0 0 0 3200 10.24 -0.64 34.46 0| 0 0 0 3634 13.08 -0.73 33.48 0| 0 0 0 4000 17.71 -0.83 32.94 0| 0 0 0 4543 26.09 -0.92 32.51 0| 0 0 0 5451 Total 0| 0 90 0 Indicative a-t-m Vol 39.15 Underlying Price 28.785 Time to expiry: 758 Days Sep 12 1.27 -0.10 47.93 0| 0 0 0 1454 2.24 -0.17 45.44 0| 0 0 0 1817 2.84 -0.21 44.15 0| 0 0 0 2000 3.54 -0.25 43.18 0| 0 0 0 2180 4.48 -0.30 42.15 0| 0 0 0 2400 6.96 -0.43 38.97 0| 0 0 0 2907 8.62 -0.51 37.08 0| 0 0 0 3200 11.50 -0.62 35.08 0| 0 0 0 3634 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.28 -0.70 34.08 0| 0 0 0 4000 17.26 -0.77 33.59 0| 0 0 0 4361 21.09 -0.83 33.29 0| 0 0 0 4800 27.05 -0.88 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.50 Underlying Price 28.785 Time to expiry: 933 Days Mar 13 1.66 -0.11 48.76 0| 0 0 0 1454 2.79 -0.17 46.55 0| 0 0 0 1817 3.41 -0.21 45.28 0| 0 0 0 2000 4.16 -0.25 44.31 0| 0 0 0 2180 5.09 -0.29 42.94 0| 0 0 0 2400 7.65 -0.40 40.36 0| 0 0 0 2907 9.24 -0.47 38.29 0| 0 0 0 3200 12.04 -0.57 36.50 0| 0 150 0 3634 14.68 -0.65 35.33 0| 0 0 0 4000 17.50 -0.71 34.54 0| 0 0 0 4361 21.23 -0.77 34.58 0| 0 0 0 4800 26.99 -0.83 34.67 0| 0 0 0 5451 Total 0| 0 150 0 Indicative a-t-m Vol 41.43 Underlying Price 28.785 Time to expiry: 1122 Days Sep 13 2.72 -0.15 48.70 0| 0 0 0 1600 4.26 -0.22 46.26 0| 0 0 0 2000 6.04 -0.30 43.82 0| 0 150 0 2400 10.44 -0.47 39.82 0| 0 0 0 3200 15.81 -0.62 36.42 0| 0 0 0 4000 22.24 -0.74 35.52 0| 0 0 0 4800 32.85 -0.83 36.08 0| 0 0 0 6000 Total 0| 0 150 0 Indicative a-t-m Vol 42.23 Underlying Price 28.785 Time to expiry: 1304 Days Mar 14 3.17 -0.15 49.81 0| 0 0 0 1600 4.77 -0.22 47.43 0| 0 0 0 2000 6.55 -0.29 44.80 0| 0 0 0 2400 10.85 -0.44 40.50 0| 0 0 0 3200 16.03 -0.58 37.18 0| 0 0 0 4000 22.27 -0.69 36.20 0| 0 0 0 4800 32.65 -0.79 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.12 Underlying Price 28.785 Time to expiry: 1486 Days Sep 14 5.55 -0.22 48.90 0| 0 0 0 2000 7.37 -0.29 45.87 0| 0 0 0 2400 11.76 -0.43 41.28 0| 0 0 0 3200 16.98 -0.57 37.96 0| 0 0 0 4000 23.20 -0.67 37.18 0| 0 0 0 4800 33.39 -0.76 37.86 0| 0 0 0 6000 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 36 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 43.12 Underlying Price 28.785 Time to expiry: 1668 Days Mar 15 5.81 -0.21 48.90 0| 0 0 0 2000 7.60 -0.28 45.87 0| 0 0 0 2400 11.90 -0.41 41.28 0| 0 0 0 3200 16.93 -0.54 37.96 0| 0 0 0 4000 23.00 -0.64 37.18 0| 0 0 0 4800 33.11 -0.72 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 1,440| 370 57,981 +370 Grand Total 1,530| 16,770 129,903 -9,852 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 37 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 25.41 Underlying Price 44.600 Time to expiry: 23 Days Sep 10 12.62 1.00 51.00 0| 0 0 0 3200 8.64 0.98 40.30 0| 0 0 0 3600 6.69 0.96 38.05 0| 0 0 0 3800 4.77 0.91 32.76 0| 0 0 0 4000 2.99 0.80 29.09 0| 0 8 0 4200 1.50 1.51 0.60 26.13 1.50 1.50 75| 43 175 0 4400 1.05 0.96 0.46 24.92 1.05 1.05 75| 0 744 0 4500 0.55 0.57 0.32 24.31 0.58 0.53 103| 39 847 +39 4600 0.31 0.21 23.91 0| 275 1,802 +168 4700 0.15 0.15 0.12 23.68 0.17 0.15 126| 0 7,432 0 4800 0.07 0.06 23.31 0| 10 215 0 4900 0.04 0.04 24.35 0| 0 11,284 0 5000 0.01 0.01 24.62 0| 0 6,796 0 5200 0.01 0.00 22.15 0| 0 5,874 0 5600 0.01 0.00 22.49 0| 0 5,200 0 6000 0.01 0.00 23.43 0| 0 71 0 6400 0.01 0.00 26.53 0| 0 19 0 7200 0.01 0.00 30.50 0| 0 0 0 8000 Total 379| 367 40,467 +207 Indicative a-t-m Vol 25.38 Underlying Price 44.600 Time to expiry: 51 Days Oct 10 6.87 0.91 33.18 0| 0 0 0 3800 5.07 0.84 30.42 0| 0 0 0 4000 3.43 0.74 28.02 0| 0 78 0 4200 2.06 0.58 25.86 0| 0 201 0 4400 1.52 0.48 25.06 0| 0 49 0 4500 1.04 1.06 0.39 24.28 1.04 1.04 4| 0 95 0 4600 0.72 0.30 23.72 0| 0 140 0 4700 0.47 0.22 23.44 0| 0 2,157 0 4800 0.29 0.15 22.98 0| 0 131 0 4900 0.20 0.18 0.10 22.90 0.20 0.20 60| 0 278 0 5000 0.06 0.04 22.47 0| 1 174 0 5200 0.01 0.00 23.09 0| 0 77 0 5600 0.01 0.00 25.00 0| 0 0 0 6000 Total 64| 1 3,380 0 Indicative a-t-m Vol 26.04 Underlying Price 44.600 Time to expiry: 86 Days Nov 10 7.18 0.87 32.42 0| 0 0 0 3800 5.47 0.80 30.02 0| 0 0 0 4000 3.93 0.70 27.97 0| 0 0 0 4200 2.67 0.57 26.79 0| 0 0 0 4400 2.07 0.50 25.54 0| 0 75 0 4500 1.67 1.61 0.43 25.00 1.67 1.67 76| 100 100 +100 4600 1.26 1.22 0.36 24.50 1.26 1.26 75| 0 0 0 4700 0.90 0.91 0.29 24.20 0.90 0.88 24| 0 0 0 4800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.21 0.09 22.79 0| 56 56 +56 5200 0.04 0.02 22.86 0| 0 0 0 5600 Total 175| 156 231 +156 Indicative a-t-m Vol 26.51 Underlying Price 44.600 Time to expiry: 114 Days Dec 10 20.79 0.98 59.39 0| 0 0 0 2400 12.92 0.95 39.48 0| 0 0 0 3200 9.21 0.89 34.53 0| 0 0 0 3600 5.80 0.77 30.13 0| 0 5 0 4000 4.33 0.68 28.62 0| 0 0 0 4200 3.04 0.57 26.93 0| 0 4,214 0 4400 1.99 0.45 25.52 0| 0 3,567 0 4600 1.23 0.33 24.47 1,000| 0 12,602 0 4800 0.67 0.71 0.22 23.82 0.67 0.67 50| 0 7,872 0 5000 0.41 0.39 0.14 23.41 0.42 0.39 178| 0 4,280 0 5200 0.10 0.04 22.84 0| 0 13,678 0 5600 0.02 0.01 21.73 0| 0 7,025 0 6000 0.01 0.00 21.35 0| 0 1,177 0 6400 0.01 0.00 21.17 0| 0 144 0 7000 0.01 0.00 21.57 0| 0 20 0 8000 0.01 0.00 22.48 0| 0 4 0 9000 0.01 0.00 26.23 0| 0 0 0 12000 0.01 0.00 31.00 0| 0 0 0 16000 Total 1,228| 0 54,588 0 Indicative a-t-m Vol 27.06 Underlying Price 44.600 Time to expiry: 205 Days Mar 11 13.34 0.91 37.10 0| 0 0 0 3200 9.83 0.84 33.19 0| 0 0 0 3600 6.68 0.73 30.06 0| 0 122 0 4000 5.29 0.66 28.67 0| 0 0 0 4200 4.08 0.58 27.54 0| 0 393 0 4400 2.96 0.49 25.95 0| 0 500 0 4600 2.14 2.09 0.39 24.96 2.14 2.14 75| 8 2,296 0 4800 0.96 0.23 23.56 0| 0 1,377 0 5200 0.41 0.12 23.02 0| 0 2,064 0 5600 0.16 0.05 22.66 0| 0 1,719 0 6000 0.07 0.02 23.12 0| 0 224 0 6400 0.02 0.01 24.93 0| 0 204 0 7200 0.01 0.00 28.50 0| 0 0 0 8000 Total 75| 8 8,899 0 Indicative a-t-m Vol 26.86 Underlying Price 44.600 Time to expiry: 296 Days Jun 11 20.89 0.98 41.02 0| 0 0 0 2400 13.36 0.92 33.99 0| 0 0 0 3200 9.93 0.84 31.40 0| 0 0 0 3600 6.88 0.73 29.21 0| 0 8 0 4000 5.55 0.66 28.22 0| 0 0 0 4200 4.35 4.36 0.58 27.16 4.35 4.35 15| 0 201 0 4400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.31 0.50 26.15 0| 0 18 0 4600 2.47 0.42 25.42 0| 0 1,826 0 4800 1.26 0.26 24.18 0| 0 1,303 0 5200 0.61 0.15 23.57 0| 0 202 0 5600 0.28 0.08 23.23 0| 0 2,308 0 6000 0.14 0.04 23.58 0| 0 27 0 6400 0.03 0.01 23.44 0| 0 0 0 7200 0.01 0.00 24.50 0| 0 50 0 8000 Total 15| 0 5,943 0 Indicative a-t-m Vol 26.59 Underlying Price 44.600 Time to expiry: 478 Days Dec 11 20.99 0.97 41.06 0| 0 0 0 2400 13.71 0.89 34.55 0| 0 0 0 3200 7.50 0.71 29.27 0| 0 3,003 0 4000 5.02 0.57 26.92 0| 0 2,038 0 4400 3.07 0.43 24.71 0| 0 138 0 4800 2.33 0.36 23.91 0| 0 4,405 0 5000 1.07 0.20 23.11 0| 0 2,020 0 5600 0.60 0.12 22.60 0| 0 3,511 0 6000 0.16 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 26.73 Underlying Price 44.600 Time to expiry: 660 Days Jun 12 21.01 0.97 41.42 0| 0 0 0 2400 13.91 0.88 35.51 0| 0 0 0 3200 7.93 0.70 30.01 0| 0 0 0 4000 5.41 0.57 27.03 0| 0 0 0 4400 3.52 0.44 25.02 0| 0 0 0 4800 1.40 0.23 23.21 0| 0 0 0 5600 0.87 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 26.96 Underlying Price 44.600 Time to expiry: 849 Days Dec 12 21.08 0.97 41.47 0| 0 0 0 2400 14.20 0.86 35.84 0| 0 0 0 3200 8.37 0.68 30.12 0| 0 0 0 4000 5.95 0.57 27.26 0| 0 500 0 4400 4.07 0.46 25.23 0| 0 50 0 4800 3.33 0.40 24.58 0| 0 750 0 5000 1.89 0.26 23.58 0| 0 4,650 0 5600 1.29 0.20 23.21 0| 0 3,556 0 6000 0.32 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 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 40 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 27.25 Underlying Price 44.600 Time to expiry: 1031 Days Jun 13 14.16 0.86 36.35 0| 0 0 0 3200 8.46 0.68 30.42 0| 0 0 0 4000 6.09 0.57 27.56 0| 0 0 0 4400 4.23 0.46 25.47 0| 0 0 0 4800 1.52 0.22 23.68 0| 0 0 0 6000 0.42 0.07 24.74 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.82 Underlying Price 44.600 Time to expiry: 1213 Days Dec 13 21.07 0.97 42.00 0| 0 0 0 2400 14.36 0.85 36.42 0| 0 0 0 3200 8.81 0.67 30.55 0| 0 0 0 4000 4.67 0.47 25.81 0| 0 251 0 4800 1.82 0.24 23.65 0| 0 0 0 6000 0.64 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 28.37 Underlying Price 44.600 Time to expiry: 1577 Days Dec 14 14.42 0.85 37.00 0| 0 0 0 3200 9.02 0.67 30.90 0| 0 0 0 4000 5.12 0.48 26.50 0| 0 0 0 4800 2.08 0.26 23.41 0| 0 0 0 6000 0.89 0.12 25.04 0| 0 0 0 8000 0.39 0.05 29.01 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 1,936| 532 138,604 +363 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 41 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 25.41 Underlying Price 44.600 Time to expiry: 23 Days Sep 10 0.01 0.00 51.00 0| 0 246 0 3200 0.03 -0.02 40.30 0| 0 399 0 3600 0.08 -0.04 38.05 0| 0 151 0 3800 0.16 -0.09 32.76 0| 18 2,641 0 4000 0.38 -0.20 29.09 0| 0 1,027 0 4200 0.95 0.90 -0.41 26.13 1.00 0.88 48| 24 12,749 +17 4400 1.28 1.35 -0.54 24.92 1.39 1.28 139| 30 770 0 4500 1.96 -0.68 24.31 0| 0 4,391 0 4600 2.70 -0.79 23.91 0| 75 111 +30 4700 3.54 -0.88 23.68 0| 10 7,067 0 4800 4.46 -0.94 23.31 0| 0 152 0 4900 5.43 -0.97 24.35 0| 0 8,235 0 5000 7.40 -0.99 24.62 0| 0 2,710 0 5200 11.40 -1.00 22.15 0| 0 2,038 0 5600 15.40 -1.00 22.49 0| 0 8 0 6000 19.40 -1.00 23.43 0| 0 200 0 6400 27.40 -1.00 26.53 0| 0 0 0 7200 35.40 -1.00 30.50 0| 0 0 0 8000 Total 187| 157 42,895 +47 Indicative a-t-m Vol 25.38 Underlying Price 44.600 Time to expiry: 51 Days Oct 10 0.24 -0.09 33.18 0| 0 75 0 3800 0.44 -0.16 30.42 0| 0 136 0 4000 0.74 0.80 -0.26 28.02 0.74 0.74 40| 86 274 +86 4200 1.30 1.43 -0.42 25.86 1.52 1.30 115| 5 217 +5 4400 1.88 -0.52 25.06 0| 56 105 +30 4500 2.43 -0.61 24.28 0| 0 152 0 4600 3.08 -0.70 23.72 0| 0 116 0 4700 3.84 -0.78 23.44 0| 0 244 0 4800 4.66 -0.85 22.98 0| 0 31 0 4900 5.55 -0.90 22.90 0| 0 0 0 5000 7.44 -0.97 22.47 0| 0 0 0 5200 11.40 -1.00 23.09 0| 0 0 0 5600 15.40 -1.00 25.00 0| 0 0 0 6000 Total 155| 147 1,350 +121 Indicative a-t-m Vol 26.04 Underlying Price 44.600 Time to expiry: 86 Days Nov 10 0.55 0.52 -0.13 32.42 0.55 0.55 75| 0 75 0 3800 0.81 -0.20 30.02 0| 140 140 +140 4000 1.26 -0.30 27.97 0| 5 42 0 4200 1.91 2.00 -0.43 26.79 1.91 1.91 1| 151 151 +151 4400 2.40 -0.50 25.54 0| 76 76 +76 4500 2.94 -0.57 25.00 0| 0 76 0 4600 3.55 -0.64 24.50 0| 0 0 0 4700 4.24 -0.71 24.20 0| 0 0 0 4800 7.55 -0.91 22.79 0| 0 0 0 5200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.41 -0.99 22.86 0| 0 0 0 5600 Total 76| 372 560 +367 Indicative a-t-m Vol 26.51 Underlying Price 44.600 Time to expiry: 114 Days Dec 10 0.04 -0.01 50.20 0| 0 523 0 2400 0.24 -0.05 39.48 0| 0 1,815 0 3200 0.51 -0.11 34.53 0| 4 4,892 0 3600 1.13 1.09 -0.23 30.13 1.13 1.13 75| 3 11,716 0 4000 1.50 1.62 -0.32 28.62 1.50 1.50 3| 76 218 0 4200 2.34 -0.43 26.93 0| 161 22,396 0 4400 3.28 -0.55 25.52 0| 0 3,545 0 4600 4.52 -0.68 24.47 1,000| 0 10,472 0 4800 6.01 -0.78 23.82 0| 0 10,497 0 5000 7.70 -0.87 23.41 0| 0 3,697 0 5200 11.43 -0.97 22.84 0| 0 8,729 0 5600 15.40 -1.00 21.73 0| 0 2,452 0 6000 19.40 -1.00 21.35 0| 0 0 0 6400 25.40 -1.00 21.17 0| 0 0 0 7000 35.40 -1.00 21.57 0| 0 0 0 8000 45.40 -1.00 22.48 0| 0 0 0 9000 75.40 -1.00 26.23 0| 0 0 0 12000 115.40 -1.00 31.00 0| 0 50 0 16000 Total 1,078| 244 81,002 0 Indicative a-t-m Vol 27.06 Underlying Price 44.600 Time to expiry: 205 Days Mar 11 0.57 -0.09 37.10 0| 0 251 0 3200 1.04 -0.16 33.19 0| 0 7,035 0 3600 1.87 -0.27 30.06 0| 0 5,432 0 4000 2.48 -0.34 28.67 0| 41 72 +41 4200 3.26 -0.43 27.54 0| 0 2,656 0 4400 4.14 -0.52 25.95 0| 0 7,658 0 4600 5.27 -0.61 24.96 0| 0 3,007 0 4800 8.14 -0.78 23.56 0| 0 2,151 0 5200 11.62 -0.90 23.02 0| 0 71 0 5600 15.43 -0.97 22.66 0| 0 0 0 6000 19.40 -1.00 23.12 0| 0 0 0 6400 27.40 -1.00 24.93 0| 0 0 0 7200 35.40 -1.00 28.50 0| 0 0 0 8000 Total 0| 41 28,333 +41 Indicative a-t-m Vol 26.86 Underlying Price 44.600 Time to expiry: 296 Days Jun 11 0.30 -0.04 41.02 0| 0 2 0 2400 1.06 -0.14 33.99 0| 0 391 0 3200 1.82 1.87 -0.23 31.40 1.82 1.82 31| 0 446 0 3600 3.03 3.13 -0.36 29.21 3.03 3.03 10| 1,500 3,895 +1,350 4000 3.97 -0.43 28.22 0| 0 90 0 4200 4.93 -0.51 27.16 0| 150 1,531 +91 4400 6.05 -0.58 26.15 0| 0 805 0 4600 7.34 -0.66 25.42 0| 0 2,842 0 4800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.35 -0.79 24.18 0| 0 762 0 5200 13.81 -0.88 23.57 0| 0 115 0 5600 17.53 -0.94 23.23 0| 0 0 0 6000 21.39 -0.97 23.58 0| 0 0 0 6400 29.24 -0.99 23.44 0| 0 0 0 7200 37.16 -1.00 24.50 0| 0 0 0 8000 Total 41| 1,650 10,879 +1,441 Indicative a-t-m Vol 26.59 Underlying Price 44.600 Time to expiry: 478 Days Dec 11 0.66 0.76 -0.07 41.06 0.66 0.66 50| 0 0 0 2400 1.61 1.92 -0.18 34.55 1.62 S 1.61 1,550| 0 650 0 3200 4.16 -0.36 29.27 0| 0 1,500 0 4000 5.87 -0.48 26.92 0| 0 2,001 0 4400 8.05 -0.61 24.71 0| 0 781 0 4800 9.36 -0.68 23.91 0| 0 2,375 0 5000 14.17 -0.82 23.11 0| 0 2,000 0 5600 17.71 -0.89 22.60 0| 0 0 0 6000 27.26 -0.97 22.68 0| 0 2 0 7000 37.12 -0.99 25.14 0| 0 24 0 8000 46.99 -1.00 25.36 0| 0 0 0 9000 76.71 -1.00 28.01 0| 0 1 0 12000 116.36 -1.00 31.62 0| 0 1 0 16000 Total 1,600| 0 9,335 0 Indicative a-t-m Vol 26.73 Underlying Price 44.600 Time to expiry: 660 Days Jun 12 1.53 -0.11 41.42 0| 0 0 0 2400 3.26 -0.23 35.51 0| 0 0 0 3200 5.95 -0.40 30.01 0| 0 0 0 4000 7.71 -0.51 27.03 0| 0 0 0 4400 10.01 -0.63 25.02 0| 0 0 0 4800 16.08 -0.81 23.21 0| 0 0 0 5600 19.55 -0.87 22.80 0| 0 0 0 6000 38.50 -0.97 24.31 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.96 Underlying Price 44.600 Time to expiry: 849 Days Dec 12 2.04 -0.12 41.47 0| 0 0 0 2400 3.98 -0.23 35.84 0| 0 0 0 3200 6.65 -0.39 30.12 0| 0 500 0 4000 8.36 -0.49 27.26 0| 0 500 0 4400 10.56 -0.59 25.23 0| 0 1,500 0 4800 11.85 -0.64 24.58 0| 0 0 0 5000 16.41 -0.76 23.58 0| 0 5,650 0 5600 19.77 -0.82 23.21 0| 0 5 0 6000 38.52 -0.94 26.21 0| 0 0 0 8000 77.21 -0.99 29.59 0| 0 0 0 12000 Total 0| 0 8,155 0 Indicative a-t-m Vol 27.25 Underlying Price 44.600 Time to expiry: 1031 Days Jun 13 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.21 -0.26 36.35 0| 0 0 0 3200 8.11 -0.42 30.42 0| 0 0 0 4000 9.89 -0.51 27.56 0| 0 0 0 4400 12.12 -0.61 25.47 0| 0 0 0 4800 21.34 -0.81 23.68 0| 0 0 0 6000 39.54 -0.94 24.33 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.82 Underlying Price 44.600 Time to expiry: 1213 Days Dec 13 3.35 -0.15 42.00 0| 0 0 0 2400 5.73 -0.26 36.42 0| 0 0 0 3200 8.61 -0.40 30.55 0| 0 0 0 4000 12.56 -0.58 25.81 0| 0 252 0 4800 21.48 -0.79 23.65 0| 0 0 0 6000 39.59 -0.91 25.66 0| 0 0 0 8000 77.34 -0.97 28.99 0| 0 0 0 12000 Total 0| 0 252 0 Indicative a-t-m Vol 28.37 Underlying Price 44.600 Time to expiry: 1577 Days Dec 14 7.23 -0.27 37.00 0| 0 0 0 3200 10.14 -0.41 30.90 0| 0 0 0 4000 14.16 -0.57 26.50 0| 0 0 0 4800 22.61 -0.77 23.41 0| 0 0 0 6000 40.14 -0.89 25.04 0| 0 0 0 8000 77.42 -0.90 34.58 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 3,137| 2,611 182,761 +2,017 Grand Total 5,073| 3,143 321,365 +2,380 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 45 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 25.41 Underlying Price 44.600 Time to expiry: 23 Days Sep 10 12.62 1.00 51.00 0| 0 0 0 3200 8.64 0.98 40.30 0| 0 0 0 3600 6.69 0.96 38.05 0| 0 0 0 3800 4.77 0.91 32.76 0| 0 0 0 4000 2.99 0.80 29.09 0| 0 0 0 4200 1.51 0.60 26.13 0| 0 0 0 4400 0.96 0.46 24.92 0| 0 0 0 4500 0.57 0.32 24.31 0| 0 0 0 4600 0.31 0.21 23.91 0| 0 0 0 4700 0.15 0.12 23.68 0| 0 253 0 4800 0.07 0.06 23.31 0| 0 0 0 4900 0.04 0.04 24.35 0| 0 14,910 0 5000 0.01 0.01 24.62 0| 0 500 0 5200 0.01 0.00 22.15 0| 0 1,051 0 5600 0.01 0.00 22.49 0| 0 7,520 0 6000 0.01 0.00 23.43 0| 0 750 0 6400 0.01 0.00 25.64 0| 0 1,090 0 7000 0.01 0.00 30.50 0| 0 20,000 0 8000 Total 0| 0 46,074 0 Indicative a-t-m Vol 25.65 Underlying Price 44.600 Time to expiry: 205 Days Mar 11 20.79 0.99 40.00 0| 0 0 0 2400 13.29 0.92 36.11 0| 0 0 0 3200 9.75 0.85 32.17 0| 0 0 0 3600 6.56 0.74 28.97 0| 0 0 0 4000 5.15 0.66 27.50 0| 0 0 0 4200 3.87 0.58 25.97 0| 0 0 0 4400 2.82 0.48 24.89 0| 0 0 0 4600 1.94 0.38 23.77 0| 0 0 0 4800 1.33 0.30 23.23 0| 0 0 0 5000 0.84 0.21 22.39 0| 0 22 0 5200 0.31 0.10 21.66 0| 0 508 0 5600 0.11 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 26.31 Underlying Price 44.600 Time to expiry: 387 Days Sep 11 19.36 0.93 46.76 0| 0 1 0 2400 12.40 0.83 36.99 0| 0 0 0 3200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.28 0.75 33.26 0| 0 0 0 3600 6.49 0.64 30.00 0| 0 0 0 4000 4.08 0.51 26.59 0| 0 0 0 4400 2.42 0.37 24.75 0| 0 500 0 4800 1.83 0.31 24.18 0| 0 160 0 5000 0.69 0.15 22.75 0| 0 160 0 5600 0.35 0.09 22.19 0| 0 0 0 6000 0.04 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 27.74 Underlying Price 44.600 Time to expiry: 569 Days Mar 12 19.95 0.91 44.26 0| 0 0 0 2400 13.25 0.81 35.55 0| 0 0 0 3200 10.25 0.74 32.35 0| 0 0 0 3600 7.55 0.65 29.34 0| 0 0 0 4000 5.48 0.55 27.94 0| 0 0 0 4400 3.77 0.44 26.59 0| 0 0 0 4800 3.09 0.38 25.95 0| 0 0 0 5000 1.54 0.24 24.18 0| 0 0 0 5600 0.88 0.16 23.12 0| 0 0 0 6000 0.17 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 28.23 Underlying Price 44.600 Time to expiry: 758 Days Sep 12 17.44 0.91 33.02 0| 0 0 0 2400 11.62 0.78 31.29 0| 0 0 0 3200 7.08 0.61 29.38 0| 0 10 0 4000 5.34 0.51 28.40 0| 0 0 0 4400 3.88 0.42 27.29 0| 0 20 0 4800 1.74 0.24 24.77 0| 0 0 0 5600 1.07 0.17 23.67 0| 0 0 0 6000 0.05 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 28.63 Underlying Price 44.600 Time to expiry: 933 Days Mar 13 18.04 0.90 33.59 0| 0 0 0 2400 12.47 0.78 31.75 0| 0 0 0 3200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.05 0.62 29.78 0| 0 0 0 4000 6.29 0.54 28.80 0| 0 0 0 4400 4.76 0.45 27.66 0| 0 0 0 4800 2.40 0.29 25.08 0| 0 0 0 5600 1.57 0.22 23.75 0| 0 0 0 6000 0.11 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 28.82 Underlying Price 44.600 Time to expiry: 1122 Days Sep 13 16.51 0.87 33.85 0| 0 0 0 2400 11.27 0.74 31.00 0| 0 0 0 3200 7.54 0.59 30.02 0| 0 10 0 4000 4.57 0.44 27.94 0| 0 0 0 4800 1.59 0.21 23.98 0| 0 0 0 6000 0.18 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 29.27 Underlying Price 44.600 Time to expiry: 1304 Days Mar 14 17.25 0.86 34.91 0| 0 0 0 2400 12.25 0.75 32.13 0| 0 0 0 3200 8.44 0.61 30.45 0| 0 0 0 4000 5.42 0.47 28.39 0| 0 0 0 4800 2.06 0.25 24.06 0| 0 0 0 6000 0.30 0.05 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 29.75 Underlying Price 44.600 Time to expiry: 1486 Days Sep 14 11.27 0.72 32.65 0| 0 0 0 3200 7.83 0.59 31.02 0| 0 0 0 4000 5.08 0.45 28.81 0| 0 0 0 4800 1.98 0.24 24.37 0| 0 0 0 6000 0.25 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 30.15 Underlying Price 44.600 Time to expiry: 1668 Days Mar 15 12.06 0.73 33.09 0| 0 0 0 3200 8.63 0.61 31.39 0| 0 0 0 4000 5.87 0.48 29.24 0| 0 0 0 4800 2.50 0.28 24.77 0| 0 0 0 6000 0.43 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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 48 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 25.41 Underlying Price 44.600 Time to expiry: 23 Days Sep 10 0.01 0.00 51.00 0| 0 900 0 3200 0.03 -0.02 40.30 0| 0 1,985 0 3600 0.08 -0.04 38.05 0| 0 0 0 3800 0.16 -0.09 32.76 0| 0 13,516 0 4000 0.38 -0.20 29.09 0| 0 0 0 4200 0.90 -0.40 26.13 0| 0 440 0 4400 1.35 -0.54 24.92 0| 0 0 0 4500 1.96 -0.68 24.31 0| 0 591 0 4600 2.70 -0.79 23.91 0| 0 0 0 4700 3.54 -0.88 23.68 0| 0 315 0 4800 4.45 -0.94 23.31 0| 0 0 0 4900 5.42 -0.96 24.35 0| 0 2,140 0 5000 7.39 -0.99 24.62 0| 0 1,100 0 5200 11.38 -1.00 22.15 0| 0 66 0 5600 15.38 -1.00 22.49 0| 0 20 0 6000 19.38 -1.00 23.43 0| 0 230 0 6400 25.38 -1.00 25.64 0| 0 70 0 7000 35.38 -1.00 30.50 0| 0 0 0 8000 Total 0| 0 21,373 0 Indicative a-t-m Vol 25.65 Underlying Price 44.600 Time to expiry: 205 Days Mar 11 0.07 -0.01 40.00 0| 0 3,000 0 2400 0.52 -0.08 36.11 0| 0 500 0 3200 0.96 -0.15 32.17 0| 0 55 0 3600 1.75 -0.26 28.97 0| 0 521 0 4000 2.32 -0.34 27.50 0| 0 0 0 4200 3.04 -0.42 25.97 0| 0 97 0 4400 3.98 -0.52 24.89 0| 0 1,680 0 4600 5.09 -0.62 23.77 0| 0 1,450 0 4800 6.47 -0.70 23.23 0| 0 12,879 0 5000 7.97 -0.79 22.39 0| 0 580 0 5200 11.42 -0.90 21.66 0| 0 45 0 5600 15.19 -0.96 21.30 0| 0 130 0 6000 19.10 -0.98 21.43 0| 0 0 0 6400 25.04 -1.00 22.10 0| 0 20 0 7000 34.97 -1.00 22.91 0| 0 0 0 8000 44.92 -1.00 23.93 0| 0 0 0 9000 54.87 -1.00 25.46 0| 0 0 0 10000 74.76 -1.00 27.85 0| 0 0 0 12000 114.55 -1.00 35.35 0| 0 0 0 16000 Total 0| 0 20,957 0 Indicative a-t-m Vol 26.31 Underlying Price 44.600 Time to expiry: 387 Days Sep 11 0.84 -0.07 46.76 0| 0 0 0 2400 1.79 -0.17 36.99 0| 0 0 0 3200 2.61 -0.25 33.26 0| 0 1,800 0 3600 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.78 -0.36 30.00 0| 0 2,030 0 4000 5.32 -0.49 26.59 0| 0 1,810 0 4400 7.61 -0.63 24.75 0| 0 300 0 4800 8.99 -0.69 24.18 0| 0 28 0 5000 13.78 -0.85 22.75 0| 0 0 0 5600 17.39 -0.91 22.19 0| 0 20 0 6000 26.96 -0.99 20.91 0| 0 20 0 7000 36.79 -1.00 20.09 0| 0 0 0 8000 46.67 -1.00 20.09 0| 0 0 0 9000 56.54 -1.00 19.20 0| 0 0 0 10000 76.30 -1.00 18.84 0| 0 0 0 12000 115.80 -1.00 20.80 0| 0 0 0 16000 Total 0| 0 6,008 0 Indicative a-t-m Vol 27.74 Underlying Price 44.600 Time to expiry: 569 Days Mar 12 1.26 -0.09 44.26 0| 0 80 0 2400 2.40 -0.19 35.55 0| 0 0 0 3200 3.32 -0.26 32.35 0| 0 0 0 3600 4.55 -0.35 29.34 0| 0 15 0 4000 6.40 -0.45 27.94 0| 0 0 0 4400 8.61 -0.56 26.59 0| 0 0 0 4800 9.89 -0.62 25.95 0| 0 0 0 5000 14.22 -0.76 24.18 0| 0 0 0 5600 17.49 -0.84 23.12 0| 0 0 0 6000 26.58 -0.96 20.90 0| 0 0 0 7000 36.24 -0.99 19.27 0| 0 0 0 8000 46.02 -1.00 18.14 0| 0 0 0 9000 55.83 -1.00 17.44 0| 0 0 0 10000 75.44 -1.00 17.11 0| 0 0 0 12000 114.65 -1.00 19.48 0| 0 0 0 16000 Total 0| 0 95 0 Indicative a-t-m Vol 28.23 Underlying Price 44.600 Time to expiry: 758 Days Sep 12 0.93 -0.09 33.02 0| 0 0 0 2400 2.88 -0.22 31.29 0| 0 0 0 3200 6.12 -0.39 29.38 0| 0 16 0 4000 8.27 -0.49 28.40 0| 0 0 0 4400 10.69 -0.58 27.29 0| 0 20 0 4800 16.33 -0.76 24.77 0| 0 0 0 5600 19.54 -0.83 23.67 0| 0 0 0 6000 37.97 -0.99 20.07 0| 0 0 0 8000 76.78 -1.00 17.40 0| 0 0 0 12000 Total 0| 0 36 0 Indicative a-t-m Vol 28.64 Underlying Price 44.600 Time to expiry: 933 Days Mar 13 1.29 -0.10 33.59 0| 0 0 0 2400 3.42 -0.22 31.75 0| 0 0 0 3200 6.71 -0.38 29.78 0| 0 40 0 4000 8.80 -0.46 28.81 0| 0 0 0 4400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.11 -0.55 27.66 0| 0 70 0 4800 16.45 -0.71 25.08 0| 0 0 0 5600 19.47 -0.78 23.75 0| 0 0 0 6000 37.26 -0.97 19.75 0| 0 0 0 8000 75.64 -1.00 17.25 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 28.82 Underlying Price 44.600 Time to expiry: 1122 Days Sep 13 1.92 -0.13 33.85 0| 0 0 0 2400 4.30 -0.26 31.00 0| 0 0 0 3200 8.17 -0.41 30.02 0| 0 0 0 4000 12.81 -0.56 27.94 0| 0 0 0 4800 21.24 -0.79 23.98 0| 0 0 0 6000 38.86 -0.96 20.77 0| 0 0 0 8000 76.72 -1.00 17.72 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 29.27 Underlying Price 44.600 Time to expiry: 1304 Days Mar 14 2.34 -0.14 34.72 0| 0 0 0 2400 4.88 -0.25 32.13 0| 0 0 0 3200 8.59 -0.39 30.45 0| 0 0 0 4000 13.08 -0.53 28.39 0| 0 0 0 4800 20.99 -0.75 24.06 0| 0 0 0 6000 38.01 -0.95 20.61 0| 0 0 0 8000 75.29 -1.00 17.64 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 29.75 Underlying Price 44.600 Time to expiry: 1486 Days Sep 14 5.95 -0.28 32.65 0| 0 0 0 3200 9.92 -0.41 31.02 0| 0 0 0 4000 14.59 -0.55 28.81 0| 0 0 0 4800 22.60 -0.76 24.37 0| 0 0 0 6000 39.40 -0.95 20.14 0| 0 0 0 8000 76.21 -1.00 17.48 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 30.15 Underlying Price 44.600 Time to expiry: 1668 Days Mar 15 6.14 -0.27 32.54 0| 0 0 0 3200 10.15 -0.39 31.39 0| 0 0 0 4000 14.70 -0.52 29.24 0| 0 0 0 4800 22.28 -0.72 24.77 0| 0 0 0 6000 38.46 -0.93 20.61 0| 0 0 0 8000 74.55 -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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 51 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 36.70 Underlying Price 83.010 Time to expiry: 23 Days Sep 10 39.03 1.00 86.00 0| 0 0 0 4400 35.04 1.00 79.67 0| 0 0 0 4800 27.07 0.99 67.09 0| 0 0 0 5600 19.17 0.97 55.83 0| 0 0 0 6400 15.30 0.95 50.90 0| 0 0 0 6800 11.55 0.90 46.49 0| 0 1,659 0 7200 8.05 0.81 42.64 0| 0 27 0 7600 6.41 0.75 40.18 0| 0 0 0 7800 5.01 0.66 39.20 0| 0 530 0 8000 3.96 3.76 0.57 38.01 3.96 3.96 20| 0 0 0 8200 2.76 2.57 0.47 35.41 2.76 2.34 30| 0 567 0 8400 1.84 0.37 35.96 0| 0 600 0 8600 1.14 0.27 34.10 0| 310 1,002 +282 8800 0.65 0.18 32.76 0| 0 14 0 9000 0.45 0.35 0.11 31.60 0.45 0.45 10| 141 516 +136 9200 0.18 0.06 31.19 0| 15 791 0 9400 0.09 0.03 30.50 0| 0 872 0 9600 0.02 0.01 29.46 0| 0 491 0 10000 0.01 0.00 28.72 0| 0 90 0 10500 0.01 0.00 28.59 0| 0 0 0 11000 0.01 0.00 30.00 0| 0 41 0 12000 Total 60| 466 7,200 +418 Indicative a-t-m Vol 35.24 Underlying Price 83.010 Time to expiry: 51 Days Oct 10 12.39 0.83 43.21 0| 0 0 0 7200 9.20 0.74 40.85 0| 0 9 0 7600 6.35 0.63 37.89 0| 0 0 0 8000 5.02 0.57 35.91 0| 0 0 0 8200 3.91 0.49 34.58 0| 0 0 0 8400 2.95 0.42 33.37 0| 0 0 0 8600 2.21 0.34 32.80 0| 0 0 0 8800 1.60 0.27 32.10 0| 0 10 0 9000 1.10 0.21 31.21 0| 0 520 0 9200 0.74 0.16 30.59 0| 480 40 -440 9400 0.50 0.11 30.24 0| 0 0 0 9600 0.22 0.06 30.14 0| 0 129 0 10000 0.05 0.01 33.50 0| 0 0 0 11000 Total 0| 480 708 -440 Indicative a-t-m Vol 35.75 Underlying Price 83.010 Time to expiry: 86 Days Nov 10 13.49 0.79 42.89 0| 0 0 0 7200 10.55 0.71 41.18 0| 0 0 0 7600 7.67 0.62 37.80 0| 0 0 0 8000 6.47 0.57 36.60 0| 0 0 0 8200 5.26 0.51 34.91 0| 0 0 0 8400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 52 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.33 0.45 34.39 0| 0 0 0 8600 3.43 0.39 33.21 0| 0 0 0 8800 2.71 0.34 32.41 0| 0 0 0 9000 2.06 0.28 31.47 0| 0 0 0 9200 1.31 0.20 31.64 500| 0 0 0 9600 0.70 0.12 30.50 0| 0 0 0 10000 Total 500| 0 0 0 Indicative a-t-m Vol 36.10 Underlying Price 83.010 Time to expiry: 114 Days Dec 10 51.38 0.98 90.00 0| 0 0 0 3200 43.61 0.97 78.47 0| 0 0 0 4000 39.75 0.96 72.87 0| 0 0 0 4400 35.91 0.95 67.56 0| 0 0 0 4800 28.34 0.92 58.03 0| 0 0 0 5600 24.67 0.89 53.83 0| 0 0 0 6000 21.10 0.86 50.01 0| 0 0 0 6400 17.60 0.82 46.19 0| 0 1,500 0 6800 14.41 0.76 43.61 0| 0 723 0 7200 11.40 0.70 40.80 0| 0 1,021 0 7600 8.77 0.61 38.75 0| 0 4,377 0 8000 6.20 0.52 35.23 0| 0 3,849 0 8400 4.46 4.30 0.42 33.46 4.46 4.46 570| 0 974 0 8800 3.34 2.87 0.32 32.29 3.34 S 3.34 S 250| 0 1,962 0 9200 1.83 0.23 31.30 0| 10 899 0 9600 1.23 1.04 0.15 29.65 1.23 1.20 90| 0 2,184 0 10000 0.03 0.01 26.43 0| 0 490 0 12000 0.01 0.00 27.04 0| 0 0 0 14000 0.01 0.00 30.50 0| 0 0 0 16000 Total 910| 10 17,979 0 Indicative a-t-m Vol 36.43 Underlying Price 83.010 Time to expiry: 205 Days Mar 11 36.65 0.93 59.00 0| 0 0 0 4800 29.42 0.89 52.26 0| 0 0 0 5600 22.54 0.83 46.10 0| 0 0 0 6400 16.44 0.73 42.05 0| 0 0 0 7200 13.54 0.68 39.50 0| 0 0 0 7600 11.16 0.61 38.41 0| 0 180 0 8000 8.64 0.54 35.77 0| 0 0 0 8400 6.81 0.47 34.90 0| 11 17 +11 8800 5.11 0.40 33.48 0| 0 40 0 9200 3.72 0.32 32.19 0| 0 62 0 9600 2.69 0.26 31.33 0| 0 31 0 10000 0.37 0.05 28.14 0| 0 450 0 12000 0.04 0.01 27.50 0| 0 0 0 14000 Total 0| 11 780 +11 Indicative a-t-m Vol 36.10 Underlying Price 83.010 Time to expiry: 296 Days Jun 11 44.20 0.96 62.00 0| 0 0 0 4000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 36.71 0.93 53.90 0| 0 0 0 4800 29.55 0.89 47.90 0| 0 0 0 5600 26.15 0.86 45.46 0| 0 0 0 6000 22.86 0.82 43.32 0| 0 0 0 6400 16.93 0.73 39.73 0| 0 0 0 7200 14.31 0.68 38.50 0| 0 0 0 7600 11.86 0.62 37.00 0| 0 0 0 8000 9.74 0.55 35.80 0| 0 20 0 8400 7.80 0.49 34.50 0| 0 0 0 8800 6.19 0.42 33.63 0| 0 115 0 9200 4.85 0.36 32.95 0| 0 0 0 9600 3.77 0.30 32.20 0| 0 0 0 10000 0.85 0.09 29.52 0| 0 51 0 12000 0.15 0.02 28.10 0| 0 0 0 14000 0.02 0.00 27.50 0| 0 0 0 16000 Total 0| 0 186 0 Indicative a-t-m Vol 35.79 Underlying Price 83.010 Time to expiry: 478 Days Dec 11 37.50 0.91 51.09 0| 0 0 0 4800 27.73 0.83 44.91 0| 0 0 0 6000 19.01 0.71 39.23 0| 0 0 0 7200 16.33 0.66 37.30 0| 0 400 0 7600 14.15 0.61 36.48 0| 0 608 0 8000 10.33 0.51 34.64 0| 0 25 0 8800 6.96 0.40 32.09 0| 0 0 0 9600 1.95 0.16 29.04 0| 0 0 0 12000 0.26 0.03 28.42 0| 0 24 0 16000 Total 0| 0 1,057 0 Indicative a-t-m Vol 35.85 Underlying Price 83.010 Time to expiry: 660 Days Jun 12 37.86 0.90 49.94 0| 0 0 0 4800 28.58 0.82 44.53 0| 0 0 0 6000 15.59 0.62 36.46 0| 0 0 0 8000 11.89 0.53 34.83 0| 0 0 0 8800 8.60 0.44 32.79 0| 0 0 0 9600 3.03 0.21 29.59 0| 0 0 0 12000 0.61 0.06 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 1,470| 967 27,910 -11 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 54 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 36.70 Underlying Price 83.010 Time to expiry: 23 Days Sep 10 0.01 0.00 86.00 0| 0 0 0 4400 0.01 0.00 79.67 0| 0 60 0 4800 0.04 -0.01 67.09 0| 0 242 0 5600 0.14 -0.03 55.83 0| 0 591 0 6400 0.27 0.27 -0.05 50.90 0.27 0.27 13| 0 306 0 6800 0.38 0.51 -0.10 46.49 0.38 0.38 17| 0 1,284 0 7200 1.02 -0.19 42.64 0| 0 4,086 0 7600 1.23 1.37 -0.25 40.18 1.37 S 1.23 S 50| 0 95 0 7800 1.63 1.97 -0.34 39.20 2.15 1.63 S 60| 193 2,153 +192 8000 2.92 2.72 -0.43 38.01 2.92 2.92 12| 2,438 2,988 +2,438 8200 3.75 3.54 -0.53 35.41 3.75 3.75 2| 13 2,081 +13 8400 4.81 -0.63 35.96 0| 0 1,968 0 8600 6.10 -0.73 34.10 0| 6 85 0 8800 7.62 -0.82 32.76 0| 0 251 0 9000 9.32 -0.89 31.60 0| 0 3 0 9200 11.15 -0.94 31.19 0| 0 0 0 9400 13.06 -0.97 30.50 0| 0 21 0 9600 16.99 -0.99 29.46 0| 0 0 0 10000 21.99 -1.00 28.72 0| 0 0 0 10500 26.99 -1.00 28.59 0| 0 0 0 11000 36.99 -1.00 30.00 0| 0 0 0 12000 Total 154| 2,650 16,214 +2,643 Indicative a-t-m Vol 35.24 Underlying Price 83.010 Time to expiry: 51 Days Oct 10 1.32 -0.17 43.21 0| 0 0 0 7200 2.14 -0.26 40.85 0| 0 10 0 7600 3.37 3.28 -0.37 37.89 3.37 3.37 6| 0 61 0 8000 3.95 -0.44 35.91 0| 0 61 0 8200 4.84 -0.51 34.58 0| 0 616 0 8400 5.88 -0.58 33.37 0| 0 513 0 8600 7.14 -0.66 32.80 0| 0 11 0 8800 8.53 -0.73 32.10 0| 0 0 0 9000 10.03 -0.79 31.21 0| 0 0 0 9200 11.68 -0.85 30.59 0| 0 0 0 9400 13.43 -0.89 30.24 0| 0 0 0 9600 17.16 -0.95 30.14 0| 0 1 0 10000 27.01 -0.99 33.50 0| 0 0 0 11000 Total 6| 0 1,273 0 Indicative a-t-m Vol 35.75 Underlying Price 83.010 Time to expiry: 86 Days Nov 10 2.50 2.37 -0.21 42.89 2.50 2.50 1| 0 0 0 7200 3.42 -0.29 41.18 0| 0 0 0 7600 4.54 -0.38 37.80 0| 0 22 0 8000 5.33 -0.43 36.60 0| 0 0 0 8200 6.12 -0.49 34.91 0| 0 0 0 8400 7.19 -0.55 34.39 0| 0 0 0 8600 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 55 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.29 -0.61 33.21 0| 0 0 0 8800 9.56 -0.66 32.41 0| 0 0 0 9000 10.92 -0.72 31.47 0| 0 0 0 9200 14.17 -0.81 31.64 0| 0 0 0 9600 17.57 -0.88 30.50 0| 0 0 0 10000 Total 1| 0 22 0 Indicative a-t-m Vol 36.10 Underlying Price 83.010 Time to expiry: 114 Days Dec 10 0.29 -0.02 90.00 0| 0 50 0 3200 0.50 -0.03 78.47 0| 0 44 0 4000 0.62 -0.04 72.87 0| 0 21 0 4400 0.77 -0.05 67.56 0| 0 2,005 0 4800 1.18 -0.08 58.03 0| 0 543 0 5600 1.51 -0.11 53.83 0| 0 558 0 6000 1.75 1.92 -0.14 50.01 1.75 1.75 10| 0 2,188 0 6400 2.41 -0.18 46.19 0| 1,850 1,976 +1,850 6800 3.21 -0.24 43.61 0| 0 3,231 0 7200 4.19 -0.30 40.80 0| 1,850 8,660 +1,850 7600 5.56 -0.39 38.75 0| 0 2,394 0 8000 6.98 -0.48 35.23 0| 1,850 7,116 +850 8400 9.08 -0.58 33.46 0| 0 525 0 8800 11.65 -0.68 32.29 0| 0 57 0 9200 14.62 -0.77 31.30 0| 0 16 0 9600 17.83 -0.85 29.65 0| 0 0 0 10000 36.99 -1.00 26.43 0| 0 0 0 12000 56.99 -1.00 27.04 0| 0 0 0 14000 76.99 -1.00 30.50 0| 0 0 0 16000 Total 10| 5,550 29,384 +4,550 Indicative a-t-m Vol 36.43 Underlying Price 83.010 Time to expiry: 205 Days Mar 11 1.39 -0.07 59.00 0| 0 26 0 4800 2.11 -0.11 52.26 0| 0 54 0 5600 3.19 -0.17 46.10 0| 0 90 0 6400 5.06 -0.27 42.05 0| 0 607 0 7200 6.14 -0.32 39.50 0| 0 300 0 7600 7.75 -0.39 38.41 0| 0 519 0 8000 9.22 -0.46 35.77 0| 6 29 +6 8400 11.37 -0.53 34.90 0| 0 527 0 8800 13.67 -0.61 33.48 0| 0 6 0 9200 16.28 -0.68 32.19 0| 0 0 0 9600 19.26 -0.75 31.33 0| 0 0 0 10000 37.08 -0.97 28.14 0| 0 0 0 12000 56.99 -1.00 27.50 0| 0 0 0 14000 Total 0| 6 2,158 +6 Indicative a-t-m Vol 36.10 Underlying Price 83.010 Time to expiry: 296 Days Jun 11 1.51 -0.06 62.00 0| 0 68 0 4000 2.12 -0.09 53.90 0| 0 45 0 4800 3.09 -0.14 47.90 0| 0 41 0 5600 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.79 -0.17 45.46 0| 0 51 0 6000 4.61 -0.21 43.32 0| 0 0 0 6400 6.90 -0.30 39.73 0| 0 2 0 7200 8.41 -0.36 38.50 0| 0 500 0 7600 10.05 -0.42 37.00 0| 0 0 0 8000 12.03 -0.48 35.80 0| 0 0 0 8400 14.18 -0.54 34.50 0| 0 125 0 8800 16.66 -0.61 33.63 0| 0 0 0 9200 19.39 -0.66 32.95 0| 0 0 0 9600 22.34 -0.72 32.20 0| 0 0 0 10000 39.47 -0.91 29.52 0| 0 0 0 12000 58.67 -0.98 28.10 0| 0 0 0 14000 78.41 -1.00 27.50 0| 0 0 0 16000 Total 0| 0 832 0 Indicative a-t-m Vol 35.79 Underlying Price 83.010 Time to expiry: 478 Days Dec 11 3.50 -0.11 51.09 0| 0 0 0 4800 5.90 -0.20 44.91 0| 0 0 0 6000 9.26 -0.31 39.23 0| 0 0 0 7200 10.60 -0.35 37.30 0| 0 800 0 7600 12.42 -0.40 36.48 0| 0 500 0 8000 16.60 -0.50 34.64 0| 0 0 0 8800 21.22 -0.61 32.09 0| 0 0 0 9600 40.20 -0.85 29.04 0| 0 0 0 12000 78.40 -0.98 28.42 0| 0 0 0 16000 Total 0| 0 1,300 0 Indicative a-t-m Vol 35.85 Underlying Price 83.010 Time to expiry: 660 Days Jun 12 5.24 -0.14 49.94 0| 0 0 0 4800 8.30 -0.22 44.53 0| 0 0 0 6000 15.60 -0.41 36.46 0| 0 0 0 8000 19.96 -0.50 34.83 0| 0 0 0 8800 24.70 -0.59 32.79 0| 0 0 0 9600 42.97 -0.80 29.59 0| 0 0 0 12000 79.85 -0.95 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 171| 8,206 51,183 +7,199 Grand Total 1,641| 9,173 79,093 +7,188 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 57 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 36.02 Underlying Price 83.010 Time to expiry: 23 Days Sep 10 51.02 1.00 102.04 0| 0 0 0 3200 43.03 1.00 92.48 0| 0 30 0 4000 39.03 1.00 86.00 0| 0 0 0 4400 35.04 1.00 79.29 0| 0 0 0 4800 27.07 0.99 66.33 0| 0 0 0 5600 23.10 0.99 60.42 0| 0 4,000 0 6000 19.16 0.97 55.00 0| 0 838 0 6400 15.28 0.95 50.10 0| 0 356 0 6800 11.52 0.90 45.73 0| 0 110 0 7200 8.03 0.81 42.18 0| 0 324 0 7600 6.41 0.75 40.18 0| 0 0 0 7800 5.01 0.66 39.20 0| 0 445 0 8000 3.66 0.57 36.92 0| 0 0 0 8200 2.55 0.47 35.14 0| 0 704 0 8400 1.71 0.36 34.27 0| 0 0 0 8600 1.18 1.13 0.27 34.03 1.18 Q 1.18 Q 4,829| 0 5,362 0 8800 0.65 0.18 32.76 0| 0 0 0 9000 0.35 0.11 31.60 0| 0 319 0 9200 0.17 0.06 30.87 0| 0 0 0 9400 0.08 0.03 30.23 0| 0 255 0 9600 0.01 0.01 29.25 0| 0 526 0 10000 0.01 0.00 28.53 0| 0 0 0 11000 0.01 0.00 30.00 0| 0 2,543 0 12000 Total 4,829| 0 15,812 0 Indicative a-t-m Vol 36.43 Underlying Price 83.010 Time to expiry: 205 Days Mar 11 44.10 0.96 66.53 0| 0 0 0 4000 36.65 0.93 59.00 0| 0 0 0 4800 29.42 0.89 52.26 0| 0 0 0 5600 25.97 0.86 49.30 0| 0 0 0 6000 22.54 0.83 46.10 0| 0 212 0 6400 16.44 0.73 42.05 0| 0 0 0 7200 13.54 0.68 39.50 0| 0 0 0 7600 11.16 0.61 38.41 0| 0 4 0 8000 8.64 0.54 35.77 0| 0 190 0 8400 6.81 0.47 34.90 0| 0 300 0 8800 5.11 0.40 33.48 0| 0 0 0 9200 3.72 0.32 32.19 0| 0 0 0 9600 2.69 0.26 31.33 0| 0 0 0 10000 0.37 0.05 28.14 0| 0 772 0 12000 0.04 0.01 27.50 0| 0 0 0 14000 0.01 0.00 28.68 0| 0 0 0 16000 Total 0| 0 1,478 0 Indicative a-t-m Vol 36.06 Underlying Price 83.010 Time to expiry: 387 Days Sep 11 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 58 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 35.47 0.90 50.00 0| 0 0 0 4800 32.30 0.87 48.67 0| 0 3,000 0 5200 26.09 0.81 45.39 0| 0 0 0 6000 23.18 0.78 43.68 0| 0 2,310 0 6400 17.92 0.69 41.09 0| 0 0 0 7200 12.73 0.59 36.88 0| 0 2,500 0 8000 8.93 0.49 34.70 0| 0 2 0 8800 5.71 0.37 32.07 0| 0 0 0 9600 1.13 0.11 27.88 0| 0 0 0 12000 0.08 0.01 27.00 0| 0 0 0 16000 Total 0| 0 7,812 0 Indicative a-t-m Vol 36.78 Underlying Price 83.010 Time to expiry: 569 Days Mar 12 37.80 0.88 52.02 0| 0 0 0 4800 28.62 0.80 45.46 0| 0 0 0 6000 20.51 0.70 40.59 0| 0 5,000 0 7200 15.99 0.62 38.22 0| 0 0 0 8000 11.42 0.52 34.39 0| 0 0 0 8800 7.94 0.42 31.77 0| 0 0 0 9600 2.16 0.17 27.24 0| 0 0 0 12000 0.34 0.04 27.24 0| 0 0 0 16000 Total 0| 0 5,000 0 Total Calls 4,829| 0 30,102 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 European (SU2) Indicative a-t-m Vol 36.02 Underlying Price 83.010 Time to expiry: 23 Days Sep 10 0.01 0.00 102.04 0| 0 0 0 3200 0.01 0.00 92.48 0| 0 0 0 4000 0.01 0.00 86.00 0| 0 5 0 4400 0.01 0.00 79.29 0| 0 275 0 4800 0.04 -0.01 66.33 0| 0 280 0 5600 0.07 -0.01 60.42 0| 0 20 0 6000 0.13 -0.03 55.00 0| 0 267 0 6400 0.25 -0.05 50.10 0| 0 728 0 6800 0.49 -0.10 45.73 0| 0 327 0 7200 0.99 -0.19 42.18 0| 0 438 0 7600 1.37 -0.25 40.18 0| 0 0 0 7800 1.97 -0.34 39.20 0| 0 336 0 8000 2.63 -0.43 36.92 0| 0 0 0 8200 3.51 -0.53 35.14 0| 0 300 0 8400 4.67 -0.64 34.27 0| 0 0 0 8600 6.10 -0.73 34.03 0| 0 0 0 8800 7.62 -0.82 32.76 0| 0 0 0 9000 9.31 -0.89 31.60 0| 0 0 0 9200 11.14 -0.94 30.87 0| 0 0 0 9400 13.04 -0.97 30.23 0| 0 0 0 9600 16.97 -0.99 29.25 0| 0 0 0 10000 26.96 -1.00 28.53 0| 0 0 0 11000 36.95 -1.00 30.00 0| 0 0 0 12000 Total 0| 0 2,976 0 Indicative a-t-m Vol 36.43 Underlying Price 83.010 Time to expiry: 205 Days Mar 11 0.88 -0.04 66.53 0| 0 1,199 0 4000 1.39 -0.07 59.00 0| 0 1,828 0 4800 2.11 -0.11 52.26 0| 0 50 0 5600 2.64 -0.14 49.30 0| 0 0 0 6000 3.19 -0.17 46.10 0| 0 110 0 6400 5.04 -0.27 42.05 0| 0 64 0 7200 6.13 -0.32 39.50 0| 0 176 0 7600 7.73 -0.39 38.41 0| 0 208 0 8000 9.18 -0.46 35.77 0| 0 0 0 8400 11.33 -0.53 34.90 0| 0 10 0 8800 13.61 -0.60 33.48 0| 0 0 0 9200 16.20 -0.68 32.19 0| 0 0 0 9600 19.15 -0.74 31.33 0| 0 0 0 10000 36.72 -0.95 28.14 0| 0 10 0 12000 56.29 -0.99 27.50 0| 0 0 0 14000 76.15 -1.00 28.68 0| 0 0 0 16000 Total 0| 0 3,655 0 Indicative a-t-m Vol 36.06 Underlying Price 83.010 Time to expiry: 387 Days Sep 11 2.45 -0.10 50.00 0| 0 0 0 4800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 60 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.22 -0.13 48.67 0| 0 0 0 5200 4.92 -0.19 45.39 0| 0 0 0 6000 5.96 -0.22 43.68 0| 0 0 0 6400 8.60 -0.31 41.09 0| 0 18 0 7200 11.31 -0.41 36.88 0| 0 0 0 8000 15.41 -0.51 34.70 0| 0 0 0 8800 20.09 -0.63 32.07 0| 0 0 0 9600 39.21 -0.89 27.88 0| 0 0 0 12000 77.67 -0.99 27.00 0| 0 0 0 16000 Total 0| 0 18 0 Indicative a-t-m Vol 36.78 Underlying Price 83.010 Time to expiry: 569 Days Mar 12 4.44 -0.12 52.02 0| 0 0 0 4800 7.02 -0.20 45.46 0| 0 0 0 6000 10.67 -0.30 40.59 0| 0 0 0 7200 13.99 -0.38 38.22 0| 0 0 0 8000 17.27 -0.48 34.39 0| 0 0 0 8800 21.64 -0.58 31.77 0| 0 0 0 9600 39.39 -0.83 27.24 0| 0 0 0 12000 76.79 -0.96 27.24 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 6,649 0 Grand Total 4,829| 0 36,751 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 61 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 29.28 Underlying Price 16.035 Time to expiry: 23 Days Sep 10 6.44 1.00 48.00 0| 0 0 0 960 6.04 1.00 45.47 0| 0 0 0 1000 4.04 1.00 36.74 0| 0 0 0 1200 3.04 0.99 34.03 0| 0 0 0 1300 2.06 0.96 32.02 0| 0 0 0 1400 1.17 0.81 30.73 0| 0 0 0 1500 0.80 0.69 29.72 0| 0 0 0 1550 0.50 0.53 29.34 0| 0 0 0 1600 0.28 0.36 28.61 0| 0 120 0 1650 0.14 0.22 28.39 0| 0 422 0 1700 0.07 0.12 28.23 0| 0 0 0 1750 0.03 0.06 27.67 0| 0 200 0 1800 0.01 0.01 27.04 0| 0 160 0 1900 0.01 0.00 26.49 0| 0 40 0 2000 0.01 0.00 25.47 0| 0 0 0 2200 0.01 0.00 24.44 0| 0 0 0 2400 0.01 0.00 22.00 0| 0 0 0 2800 Total 0| 0 942 0 Indicative a-t-m Vol 28.72 Underlying Price 16.035 Time to expiry: 114 Days Dec 10 6.48 0.99 44.00 0| 0 0 0 960 6.09 0.98 42.56 0| 0 0 0 1000 4.16 0.94 36.73 0| 0 0 0 1200 2.40 0.81 31.80 0| 0 0 0 1400 1.66 0.69 30.13 0| 0 0 0 1500 1.06 0.54 28.75 0| 0 0 0 1600 0.63 0.39 27.98 0| 0 60 0 1700 0.33 0.25 26.97 0| 0 360 0 1800 0.16 0.14 26.08 0| 0 290 0 1900 0.07 0.07 25.50 0| 0 1,580 0 2000 0.01 0.01 24.75 0| 0 0 0 2200 0.01 0.00 24.48 0| 0 0 0 2400 0.01 0.00 25.00 0| 0 0 0 2800 Total 0| 0 2,290 0 Indicative a-t-m Vol 29.39 Underlying Price 16.035 Time to expiry: 205 Days Mar 11 6.58 0.95 47.00 0| 0 0 0 960 6.19 0.95 44.41 0| 0 0 0 1000 4.31 0.89 35.38 0| 0 0 0 1200 2.69 0.76 31.86 0| 0 0 0 1400 2.00 0.66 30.32 0| 0 0 0 1500 1.44 0.55 29.42 0| 0 40 0 1600 1.00 0.44 28.67 0| 0 20 0 1700 0.64 0.33 27.57 0| 0 40 0 1800 0.43 0.24 27.77 0| 0 0 0 1900 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.28 0.17 27.57 0| 0 0 0 2000 0.10 0.08 27.35 0| 0 0 0 2200 0.04 0.03 27.25 0| 0 0 0 2400 0.01 0.00 27.00 0| 0 0 0 2800 Total 0| 0 100 0 Indicative a-t-m Vol 28.01 Underlying Price 16.035 Time to expiry: 296 Days Jun 11 6.60 0.95 45.49 0| 0 0 0 960 6.21 0.95 43.00 0| 0 0 0 1000 4.33 0.89 34.27 0| 0 0 0 1200 2.73 0.76 30.95 0| 0 0 0 1400 2.03 0.67 29.01 0| 0 0 0 1500 1.47 0.56 28.06 0| 0 0 0 1600 1.00 0.44 26.73 0| 0 0 0 1700 0.66 0.34 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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 63 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 29.28 Underlying Price 16.035 Time to expiry: 23 Days Sep 10 0.01 0.00 48.00 0| 0 0 0 960 0.01 0.00 45.47 0| 0 0 0 1000 0.01 0.00 36.74 0| 0 0 0 1200 0.01 -0.01 34.03 0| 0 0 0 1300 0.02 -0.04 32.02 0| 0 0 0 1400 0.13 -0.19 30.73 0| 0 37 0 1500 0.26 -0.31 29.72 0| 0 0 0 1550 0.46 -0.47 29.34 0| 0 101 0 1600 0.74 -0.64 28.61 0| 0 0 0 1650 1.10 -0.78 28.39 0| 0 130 0 1700 1.53 -0.88 28.23 0| 0 0 0 1750 1.99 -0.95 27.67 0| 0 0 0 1800 2.97 -0.99 27.04 0| 0 0 0 1900 3.97 -1.00 26.49 0| 0 0 0 2000 5.97 -1.00 25.47 0| 0 0 0 2200 7.97 -1.00 24.44 0| 0 0 0 2400 11.97 -1.00 22.00 0| 0 0 0 2800 Total 0| 0 268 0 Indicative a-t-m Vol 28.72 Underlying Price 16.035 Time to expiry: 114 Days Dec 10 0.02 -0.01 44.00 0| 0 0 0 960 0.03 -0.02 42.56 0| 0 0 0 1000 0.10 -0.06 36.73 0| 0 0 0 1200 0.35 -0.20 31.80 0| 0 60 0 1400 0.61 -0.32 30.13 0| 0 0 0 1500 1.01 -0.46 28.75 0| 0 40 0 1600 1.59 -0.62 27.98 0| 0 120 0 1700 2.29 -0.76 26.97 0| 0 0 0 1800 3.12 -0.86 26.08 0| 0 80 0 1900 4.03 -0.93 25.50 0| 0 42 0 2000 5.97 -0.99 24.75 0| 0 0 0 2200 7.97 -1.00 24.48 0| 0 0 0 2400 11.97 -1.00 25.00 0| 0 0 0 2800 Total 0| 0 342 0 Indicative a-t-m Vol 29.39 Underlying Price 16.035 Time to expiry: 205 Days Mar 11 0.14 -0.05 47.00 0| 0 0 0 960 0.14 -0.06 44.41 0| 0 0 0 1000 0.25 -0.11 35.38 0| 0 0 0 1200 0.63 -0.24 31.86 0| 20 20 +20 1400 0.94 -0.34 30.32 0| 0 0 0 1500 1.37 -0.45 29.42 0| 0 0 0 1600 1.93 -0.56 28.67 0| 0 0 0 1700 2.57 -0.68 27.57 0| 0 0 0 1800 3.36 -0.76 27.77 0| 0 0 0 1900 4.21 -0.84 27.57 0| 0 0 0 2000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 64 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.04 -0.93 27.35 0| 0 0 0 2200 7.97 -0.98 27.25 0| 0 0 0 2400 11.97 -1.00 27.00 0| 0 0 0 2800 Total 0| 20 20 +20 Indicative a-t-m Vol 28.01 Underlying Price 16.035 Time to expiry: 296 Days Jun 11 0.33 -0.09 45.49 0| 0 0 0 960 0.34 -0.10 43.00 0| 0 0 0 1000 0.54 -0.18 34.27 0| 0 0 0 1200 1.09 -0.34 30.53 0| 0 0 0 1400 1.49 -0.44 29.01 0| 0 0 0 1500 2.03 -0.54 28.06 0| 0 0 0 1600 2.64 -0.64 26.73 0| 0 0 0 1700 3.37 -0.74 26.11 0| 0 0 0 1800 5.05 -0.87 24.86 0| 0 0 0 2000 6.90 -0.95 23.92 0| 0 0 0 2200 8.84 -0.99 22.67 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 20 630 +20 Grand Total 0| 20 3,962 +20 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 65 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 52.03 Underlying Price 39.930 Time to expiry: 23 Days Sep 10 19.94 1.00 99.00 0| 0 0 0 2000 17.95 1.00 94.39 0| 0 0 0 2200 15.97 0.99 88.72 0| 0 0 0 2400 13.99 0.98 83.20 0| 0 0 0 2600 12.06 0.97 80.79 0| 0 200 0 2800 10.14 0.94 75.03 0| 0 0 0 3000 8.26 0.91 69.55 0| 0 416 0 3200 7.35 0.89 66.40 0| 0 2,050 0 3300 6.36 0.85 63.90 0| 0 6,750 0 3412 5.60 0.82 61.49 0| 0 885 0 3500 4.78 0.78 59.04 0| 0 8,235 0 3600 4.01 0.72 57.00 0| 0 550 0 3700 3.36 0.67 55.31 0| 0 324 0 3791 3.31 0.66 55.40 0| 0 3,043 0 3800 2.66 0.60 53.49 0| 0 843 0 3900 1.87 2.09 0.52 51.92 1.87 1.87 26| 0 11,234 0 4000 1.59 0.45 50.42 0| 0 75 0 4100 1.35 1.30 0.39 49.39 1.35 1.35 10| 10 5,461 0 4170 0.86 0.29 48.05 0| 0 951 0 4300 0.61 0.23 47.21 0| 900 4,319 +815 4400 0.61 0.42 0.17 46.52 0.61 0.61 55| 131 1,127 +23 4500 0.48 0.34 0.15 45.89 0.48 0.37 184| 0 2,262 0 4549 0.28 0.13 45.81 0| 0 560 0 4600 0.18 0.09 45.25 0| 0 545 0 4700 0.12 0.06 44.92 0| 30 10,994 0 4800 0.07 0.04 45.39 0| 0 5,344 0 4929 0.01 0.01 39.64 0| 0 2,129 0 5200 0.01 0.00 38.87 0| 0 4,656 0 5308 0.01 0.00 36.66 0| 0 460 0 5687 0.01 0.00 35.19 0| 0 93 0 6066 0.01 0.00 34.43 0| 0 100 0 6400 0.01 0.00 34.14 0| 0 6 0 6824 0.01 0.00 34.45 0| 0 0 0 7200 0.01 0.00 35.25 0| 0 587 0 7582 0.01 0.00 36.00 0| 0 120 0 8000 Total 275| 1,071 74,319 +838 Indicative a-t-m Vol 51.16 Underlying Price 39.930 Time to expiry: 51 Days Oct 10 12.36 0.93 72.20 0| 0 0 0 2800 10.54 0.89 67.89 0| 0 0 0 3000 8.80 0.85 64.35 0| 0 0 0 3200 7.14 0.79 60.52 0| 0 0 0 3400 6.36 0.76 58.97 0| 0 0 0 3500 5.62 0.72 57.27 0| 0 61 0 3600 4.93 0.68 55.97 0| 0 75 0 3700 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 66 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.24 0.64 54.07 0| 0 67 0 3800 3.60 0.59 52.06 0| 0 50 0 3900 3.04 0.54 51.09 0| 20 242 +20 4000 2.53 0.48 49.52 0| 0 9 0 4100 2.08 0.43 48.38 0| 0 194 0 4200 1.65 0.37 47.02 0| 0 75 0 4300 1.56 1.34 0.32 46.38 1.56 1.56 58| 0 638 0 4400 1.02 0.27 44.73 0| 0 171 0 4500 0.95 0.79 0.22 44.11 0.95 0.95 75| 75 226 +46 4600 0.61 0.18 43.63 0| 27 78 -27 4700 0.45 0.47 0.15 43.15 0.45 0.45 10| 75 881 +75 4800 0.14 0.06 41.74 0| 0 2,757 0 5200 0.01 0.01 35.00 0| 0 50 0 5600 Total 143| 197 5,574 +114 Indicative a-t-m Vol 51.13 Underlying Price 39.930 Time to expiry: 86 Days Nov 10 7.97 0.76 60.56 0| 0 0 0 3400 6.52 0.70 57.54 0| 0 0 0 3600 5.19 0.63 54.50 0| 0 0 0 3800 4.57 0.59 52.83 0| 0 0 0 3900 3.95 0.55 51.00 0| 75 75 +75 4000 3.46 0.51 50.07 0| 0 0 0 4100 2.94 0.47 48.64 0| 26 26 +26 4200 2.10 0.38 46.26 0| 0 0 0 4400 1.44 0.29 44.23 0| 75 125 +75 4600 0.96 0.22 42.64 0| 450 475 +400 4800 Total 0| 626 701 +576 Indicative a-t-m Vol 50.51 Underlying Price 39.930 Time to expiry: 114 Days Dec 10 28.62 1.00 94.00 0| 0 0 0 1137 24.97 0.98 94.30 0| 0 0 0 1516 21.35 0.96 85.34 0| 0 113 0 1896 20.37 0.96 83.00 0| 0 0 0 2000 17.82 0.94 77.22 0| 0 0 0 2275 16.69 0.92 75.08 0| 0 12 0 2400 13.19 0.87 67.96 0| 0 0 0 2800 11.25 0.83 64.25 0| 0 2,929 0 3033 9.89 0.80 61.11 0| 0 1,650 0 3200 8.38 0.75 58.06 0| 0 331 0 3400 6.98 0.69 55.44 0| 0 4,268 0 3600 5.74 0.63 53.05 0| 0 7,771 0 3791 4.50 0.56 50.42 0| 1,000 13,114 +455 4000 3.44 0.48 47.66 0| 0 2,325 0 4200 3.18 0.46 47.03 0| 0 5,515 0 4258 2.74 0.42 45.93 0| 0 4,631 0 4360 2.03 0.35 44.11 0| 0 6,337 0 4549 1.87 0.33 43.78 0| 11 1,719 +2 4600 1.40 1.46 0.28 42.46 1.40 1.40 30| 21 23,306 -21 4739 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.02 0.22 41.01 0| 0 19,825 0 4929 0.72 0.17 39.98 0| 0 4,199 0 5100 0.43 0.11 38.44 0| 0 2,547 0 5323 0.22 0.07 37.27 0| 0 5,429 0 5600 0.18 0.06 36.99 0| 0 2,094 0 5687 0.01 0.01 32.53 0| 0 765 0 6388 0.01 0.01 32.48 0| 0 1,022 0 6400 0.01 0.00 30.31 0| 0 260 0 7097 0.01 0.00 30.07 0| 0 193 0 7203 0.01 0.00 29.38 0| 0 311 0 7582 0.01 0.00 28.92 0| 0 717 0 7984 0.01 0.00 28.70 0| 0 262 0 8517 0.01 0.00 28.78 0| 0 1,060 0 8872 0.01 0.00 31.00 0| 0 120 0 10647 Total 30| 1,032 112,825 +436 Indicative a-t-m Vol 48.09 Underlying Price 39.930 Time to expiry: 205 Days Mar 11 20.75 0.94 72.45 0| 0 0 0 2000 19.01 0.92 70.14 0| 0 0 0 2200 17.31 0.90 67.86 0| 0 0 0 2400 14.00 0.84 61.98 0| 0 0 0 2800 12.43 0.81 59.25 0| 0 0 0 3000 10.91 0.77 56.45 0| 0 3,001 0 3200 9.48 0.73 54.22 0| 0 2,095 0 3400 8.14 0.68 51.84 0| 0 446 0 3600 6.91 0.63 49.83 0| 0 775 0 3800 6.10 5.77 0.58 48.03 6.10 6.10 26| 0 1,402 0 4000 4.64 0.52 45.19 0| 75 850 0 4200 3.74 0.45 43.56 0| 0 4,236 0 4400 2.94 0.39 41.90 0| 0 7,459 0 4600 2.27 0.33 40.56 0| 0 2,551 0 4800 1.39 1.28 0.22 37.96 1.39 1.39 26| 0 498 0 5200 0.65 0.13 35.67 0| 0 2,337 0 5600 0.15 0.04 33.08 0| 0 355 0 6400 0.03 0.01 32.00 0| 0 350 0 7200 Total 52| 75 26,355 0 Indicative a-t-m Vol 45.93 Underlying Price 39.930 Time to expiry: 296 Days Jun 11 28.77 0.99 78.00 0| 0 0 0 1137 25.29 0.97 75.81 0| 0 0 0 1516 23.59 0.96 73.44 0| 0 0 0 1706 21.92 0.94 70.87 0| 0 0 0 1896 20.28 0.93 68.29 0| 0 0 0 2085 18.61 0.91 64.69 0| 0 0 0 2275 17.59 0.89 63.38 0| 0 50 0 2400 15.49 0.86 59.71 0| 0 0 0 2654 12.54 0.80 54.84 0| 0 50 0 3033 11.33 0.77 53.15 0| 0 0 0 3200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.85 0.73 50.67 0| 0 51 0 3412 8.63 0.69 48.95 0| 0 1,150 0 3600 7.56 0.64 47.81 0| 0 433 0 3791 6.37 0.59 45.87 0| 1,250 7,942 +750 4000 5.37 0.54 43.57 0| 0 2,172 0 4170 4.40 0.48 42.40 0| 0 50 0 4400 3.77 0.44 41.34 0| 0 7,828 0 4549 2.88 0.37 39.67 0| 2,250 3,125 +1,500 4800 1.53 0.24 36.58 0| 0 7,628 0 5308 0.90 0.16 34.92 0| 0 471 0 5687 0.53 0.11 33.87 0| 0 1,236 0 6066 0.36 0.08 33.88 0| 0 175 0 6400 0.23 0.05 34.02 0| 0 256 0 6824 0.11 0.03 32.51 0| 0 28 0 7200 0.06 0.02 32.00 0| 0 100 0 7582 Total 0| 3,500 32,745 +2,250 Indicative a-t-m Vol 44.27 Underlying Price 39.930 Time to expiry: 478 Days Dec 11 28.89 0.98 75.00 0| 0 0 0 1137 25.45 0.96 68.93 0| 0 0 0 1516 22.14 0.93 63.45 0| 0 0 0 1896 19.00 0.89 58.71 0| 0 0 0 2275 13.35 0.78 51.17 0| 0 0 0 3033 12.23 0.76 49.69 0| 0 42 0 3200 9.83 0.68 47.09 0| 0 2,540 0 3600 8.74 0.64 45.65 0| 0 6,250 0 3791 7.64 0.60 44.22 0| 1,000 4,920 +1,000 4000 6.45 0.54 42.95 0| 0 1,950 0 4258 4.10 4.40 0.43 40.41 4.10 S 4.10 S 2,000| 0 5,458 0 4800 2.93 0.33 38.42 0| 0 5,723 0 5323 0.60 0.10 34.18 0| 0 50 0 7097 0.26 0.05 33.09 0| 0 241 0 7984 0.11 0.02 32.50 0| 0 0 0 8872 Total 2,000| 1,000 27,174 +1,000 Indicative a-t-m Vol 43.08 Underlying Price 39.930 Time to expiry: 660 Days Jun 12 21.58 0.91 62.40 0| 0 0 0 2000 19.37 0.89 58.31 0| 0 0 0 2275 14.12 0.78 51.67 0| 0 0 0 3033 12.89 0.76 49.28 0| 0 0 0 3200 11.48 0.72 46.89 0| 0 0 0 3412 10.31 0.69 45.06 0| 0 0 0 3600 9.35 0.65 44.33 0| 0 0 0 3791 8.31 0.61 43.04 0| 0 0 0 4000 7.24 0.57 40.84 0| 0 0 0 4170 7.07 0.57 40.45 0| 0 0 0 4200 5.51 0.49 38.27 0| 0 1,000 0 4549 4.41 0.43 36.00 0| 0 0 0 4800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.88 0.33 33.80 0| 0 0 0 5308 2.02 0.26 32.28 0| 0 0 0 5687 0.47 0.08 31.00 0| 0 0 0 7582 Total 0| 0 1,000 0 Indicative a-t-m Vol 41.11 Underlying Price 39.930 Time to expiry: 849 Days Dec 12 32.46 1.00 80.62 0| 0 0 0 758 25.67 0.95 66.60 0| 0 0 0 1516 22.62 0.92 61.54 0| 0 0 0 1896 19.75 0.88 57.20 0| 0 0 0 2275 14.52 0.78 49.42 0| 0 4,000 0 3033 13.28 0.75 47.07 0| 0 0 0 3200 10.97 0.69 44.18 0| 0 0 0 3600 9.95 0.65 42.91 0| 0 7,500 0 3791 8.79 0.61 41.05 0| 0 500 0 4000 7.59 0.57 39.66 0| 0 1,500 0 4258 5.41 0.46 36.79 0| 0 9,500 0 4800 3.74 0.37 34.41 0| 0 5,474 0 5323 2.79 0.30 33.60 0| 0 1,500 0 5800 1.34 0.18 30.60 0| 0 5,750 0 6635 1.02 0.14 30.60 0| 0 0 0 7097 0.68 0.10 31.40 0| 0 0 0 8000 Total 0| 0 35,724 0 Indicative a-t-m Vol 41.29 Underlying Price 39.930 Time to expiry: 1031 Days Jun 13 21.80 0.91 61.07 0| 0 0 0 2000 19.00 0.86 57.00 0| 0 0 0 2400 13.74 0.76 48.39 0| 0 0 0 3200 11.25 0.69 44.31 0| 0 0 0 3600 9.11 0.62 41.24 0| 0 0 0 4000 7.27 0.55 38.64 0| 0 0 0 4400 5.68 0.48 36.37 0| 0 0 0 4800 2.58 0.28 32.32 0| 0 0 0 6000 0.85 0.12 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.64 Underlying Price 39.930 Time to expiry: 1213 Days Dec 13 22.84 0.92 62.27 0| 0 0 0 1896 20.08 0.88 56.96 0| 0 0 0 2275 15.12 0.78 49.00 0| 0 0 0 3033 10.91 0.67 43.04 0| 0 1,000 0 3791 7.29 0.54 37.79 0| 0 0 0 4549 3.81 0.36 33.45 0| 0 3,000 0 5687 2.08 0.23 31.57 0| 0 1,066 0 6800 1.20 0.15 31.21 0| 0 0 0 8000 0.82 0.10 32.66 0| 0 1,000 0 9478 Total 0| 0 6,066 0 Indicative a-t-m Vol 41.03 Underlying Price 39.930 Time to expiry: 1577 Days Dec 14 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 21.89 0.91 60.60 0| 0 0 0 2000 19.32 0.87 56.18 0| 0 0 0 2400 14.43 0.76 47.66 0| 0 0 0 3200 10.17 0.64 40.97 0| 0 0 0 4000 6.96 0.52 36.63 0| 0 0 0 4800 3.78 0.35 32.65 0| 0 0 0 6000 2.04 0.21 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 2,500| 7,501 322,483 +5,214 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 71 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 52.03 Underlying Price 39.930 Time to expiry: 23 Days Sep 10 0.01 0.00 99.00 0| 0 1,003 0 2000 0.02 0.00 94.39 0| 0 3,692 0 2200 0.03 -0.01 88.72 0| 100 6,510 0 2400 0.05 -0.02 83.20 0| 0 6,541 0 2600 0.12 -0.03 80.79 0| 0 4,044 0 2800 0.18 0.20 -0.06 75.03 0.18 0.18 32| 0 2,968 0 3000 0.33 -0.09 69.55 0| 75 7,789 +75 3200 0.41 -0.11 66.40 0| 40 3,497 +40 3300 0.54 0.54 -0.15 63.90 0.54 0.54 75| 101 6,399 +75 3412 0.66 -0.18 61.49 0| 89 6,601 -58 3500 0.82 0.84 -0.22 59.04 0.82 0.82 75| 1,145 7,116 +990 3600 1.12 1.07 -0.28 57.00 1.26 1.12 36| 10 462 0 3700 1.33 -0.33 55.31 0| 33 1,966 0 3791 1.37 -0.34 55.40 0| 54 605 -46 3800 1.72 -0.40 53.49 0| 20 191 +20 3900 1.90 2.15 -0.48 51.92 2.45 1.90 120| 75 8,420 +55 4000 2.65 -0.56 50.42 0| 75 354 0 4100 3.06 -0.61 49.39 0| 112 7,218 +34 4170 3.92 -0.71 48.05 0| 0 78 0 4300 5.15 4.66 -0.77 47.21 5.15 5.15 10| 0 2,234 0 4400 5.48 -0.83 46.52 0| 0 1,015 0 4500 5.89 -0.85 45.89 0| 0 2,545 0 4549 6.34 -0.88 45.81 0| 0 21 0 4600 7.24 -0.91 45.25 0| 0 0 0 4700 8.18 -0.94 44.92 0| 0 2,127 0 4800 9.42 -0.96 45.39 0| 0 1,782 0 4929 12.07 -1.00 39.64 0| 0 0 0 5200 13.15 -1.00 38.87 0| 0 15 0 5308 16.94 -1.00 36.66 0| 0 2 0 5687 20.73 -1.00 35.19 0| 0 1,250 0 6066 24.07 -1.00 34.43 0| 0 0 0 6400 28.31 -1.00 34.14 0| 0 0 0 6824 32.07 -1.00 34.45 0| 0 0 0 7200 35.89 -1.00 35.25 0| 0 50 0 7582 40.07 -1.00 36.00 0| 0 0 0 8000 Total 348| 1,929 86,495 +1,185 Indicative a-t-m Vol 51.16 Underlying Price 39.930 Time to expiry: 51 Days Oct 10 0.41 -0.07 72.20 0| 0 155 0 2800 0.59 -0.11 67.89 0| 0 265 0 3000 0.85 -0.15 64.35 0| 0 2,415 0 3200 1.19 -0.21 60.52 0| 75 246 +14 3400 1.40 -0.24 58.97 0| 150 183 +75 3500 1.67 -0.28 57.27 0| 0 140 0 3600 1.97 -0.32 55.97 0| 0 1,621 0 3700 2.29 -0.36 54.07 0| 0 126 0 3800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 72 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.64 -0.41 52.06 0| 0 1,672 0 3900 3.09 -0.46 51.09 0| 0 138 0 4000 3.57 -0.52 49.52 0| 0 170 0 4100 4.12 -0.57 48.38 0| 0 60 0 4200 4.70 -0.63 47.02 0| 0 125 0 4300 5.38 -0.68 46.38 0| 0 118 -5 4400 6.06 -0.73 44.73 0| 0 4,005 0 4500 6.83 -0.78 44.11 0| 0 86 0 4600 7.65 -0.82 43.63 0| 0 0 0 4700 8.51 -0.85 43.15 0| 0 29 0 4800 12.19 -0.95 41.74 0| 0 0 0 5200 16.07 -1.00 35.00 0| 0 0 0 5600 Total 0| 225 11,554 +84 Indicative a-t-m Vol 51.13 Underlying Price 39.930 Time to expiry: 86 Days Nov 10 1.90 1.99 -0.24 60.56 1.91 1.90 153| 150 150 +150 3400 2.39 2.54 -0.30 57.54 2.39 2.39 37| 75 107 +75 3600 3.08 3.20 -0.37 54.50 3.08 3.08 29| 0 0 0 3800 3.58 -0.41 52.83 0| 0 0 0 3900 3.95 -0.45 51.00 0| 0 0 0 4000 4.47 -0.49 50.07 0| 0 0 0 4100 4.95 -0.54 48.64 0| 0 0 0 4200 6.11 -0.62 46.26 0| 0 0 0 4400 7.45 -0.71 44.23 0| 0 0 0 4600 8.96 -0.78 42.64 0| 0 0 0 4800 Total 219| 225 257 +225 Indicative a-t-m Vol 50.51 Underlying Price 39.930 Time to expiry: 114 Days Dec 10 0.03 0.00 94.00 0| 0 654 0 1137 0.16 -0.02 94.30 0| 0 709 0 1516 0.33 -0.04 85.34 0| 0 2,384 0 1896 0.39 -0.04 83.00 0| 0 11,759 0 2000 0.58 -0.06 77.22 0| 0 3,620 0 2275 0.70 0.69 -0.08 75.08 0.70 0.70 50| 0 9,485 0 2400 1.19 -0.13 67.96 0| 5 5,858 0 2800 1.58 -0.17 64.25 0| 0 6,595 0 3033 1.88 -0.20 61.11 0| 90 10,891 +75 3200 2.36 -0.25 58.06 0| 75 2,059 +75 3400 2.96 -0.31 55.44 0| 1,060 5,066 +565 3600 3.62 -0.37 53.05 0| 0 23,275 0 3791 4.47 -0.44 50.42 0| 2,000 8,437 +1,984 4000 5.30 5.40 -0.52 47.66 5.30 5.30 60| 60 1,842 +60 4200 5.72 -0.54 47.03 0| 0 8,943 0 4258 6.30 -0.58 45.93 0| 0 2,867 0 4360 7.49 -0.65 44.11 0| 0 6,256 0 4549 7.83 -0.67 43.78 0| 1 2,633 0 4600 8.82 -0.72 42.46 0| 0 13,994 0 4739 10.27 -0.79 41.01 0| 0 6,106 0 4929 11.69 -0.84 39.98 0| 0 25 0 5100 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.64 -0.89 38.44 0| 0 226 0 5323 16.21 -0.94 37.27 0| 0 0 0 5600 17.04 -0.95 36.99 0| 0 1,664 0 5687 23.95 -1.00 32.53 0| 0 100 0 6388 24.07 -1.00 32.48 0| 0 0 0 6400 31.04 -1.00 30.31 0| 0 101 0 7097 32.10 -1.00 30.07 0| 0 0 0 7203 35.89 -1.00 29.38 0| 0 2 0 7582 39.91 -1.00 28.92 0| 0 5 0 7984 45.24 -1.00 28.70 0| 0 0 0 8517 48.79 -1.00 28.78 0| 0 51 0 8872 66.54 -1.00 31.00 0| 0 1 0 10647 Total 110| 3,291 135,608 +2,759 Indicative a-t-m Vol 48.09 Underlying Price 39.930 Time to expiry: 205 Days Mar 11 0.71 -0.06 72.45 0| 0 3,481 0 2000 0.97 -0.08 70.14 0| 0 1,344 0 2200 1.25 -0.10 67.86 0| 125 494 +88 2400 1.93 -0.16 61.98 0| 0 4,313 0 2800 2.32 2.34 -0.19 59.25 2.32 2.32 75| 0 3,457 0 3000 2.81 -0.23 56.45 0| 0 4,130 0 3200 3.37 -0.27 54.22 0| 0 1,254 0 3400 4.11 4.03 -0.32 51.84 4.11 4.11 10| 0 3,795 0 3600 4.79 -0.37 49.83 0| 75 5,219 -7 3800 5.64 -0.43 48.03 0| 0 8,126 0 4000 6.80 6.50 -0.49 45.19 6.80 6.80 10| 0 1,638 0 4200 7.60 -0.55 43.56 0| 0 2,017 0 4400 8.80 -0.61 41.90 0| 0 6,553 0 4600 10.12 -0.67 40.56 0| 0 1 0 4800 13.14 -0.78 37.96 0| 0 20 0 5200 16.52 -0.88 35.67 0| 0 750 0 5600 24.09 -0.98 33.08 0| 0 0 0 6400 32.07 -1.00 32.00 0| 0 0 0 7200 Total 95| 200 46,592 +81 Indicative a-t-m Vol 45.93 Underlying Price 39.930 Time to expiry: 296 Days Jun 11 0.22 -0.02 78.00 0| 0 122 0 1137 0.59 -0.04 75.81 0| 0 175 0 1516 0.81 -0.06 73.44 0| 0 300 0 1706 1.07 -0.07 70.87 0| 0 275 0 1896 1.33 -0.09 68.29 0| 0 300 0 2085 1.60 -0.11 64.69 0| 0 356 0 2275 1.84 -0.13 63.38 0| 0 2,640 0 2400 2.32 -0.16 59.71 0| 0 527 0 2654 3.21 -0.22 54.84 0| 0 82 0 3033 3.68 -0.25 53.15 0| 32 581 -32 3200 4.36 -0.30 50.67 0| 0 167 0 3412 5.04 -0.34 48.95 0| 2,325 2,502 +1,075 3600 5.91 -0.38 47.81 0| 0 209 0 3791 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.85 -0.44 45.87 0| 1,250 8,157 +250 4000 7.55 -0.48 43.57 0| 0 1,152 0 4170 8.92 -0.54 42.40 0| 0 28 0 4400 9.80 -0.58 41.34 0| 0 2,200 0 4549 11.43 -0.65 39.67 0| 0 107 0 4800 15.19 -0.77 36.58 0| 0 68 0 5308 18.36 -0.85 34.92 0| 0 0 0 5687 21.77 -0.90 33.87 0| 0 0 0 6066 24.93 -0.93 33.88 0| 0 0 0 6400 29.00 -0.95 34.02 0| 0 0 0 6824 32.62 -0.97 32.51 0| 0 0 0 7200 36.36 -0.98 32.00 0| 0 0 0 7582 Total 0| 3,607 19,948 +1,293 Indicative a-t-m Vol 44.27 Underlying Price 39.930 Time to expiry: 478 Days Dec 11 0.55 -0.03 75.00 0| 0 0 0 1137 0.98 -0.05 68.93 0| 0 75 0 1516 1.53 -0.08 63.45 0| 0 375 0 1896 2.22 -0.12 58.71 0| 0 1,025 0 2275 4.20 4.19 -0.23 51.17 4.20 S 4.20 S 1,000| 0 5,105 0 3033 4.74 -0.26 49.69 0| 0 40 0 3200 6.34 -0.33 47.09 0| 0 3,040 0 3600 7.15 -0.37 45.65 0| 0 20,300 0 3791 8.13 -0.41 44.22 0| 0 2,020 0 4000 9.51 -0.47 42.95 0| 0 1,750 0 4258 12.84 -0.58 40.41 0| 0 500 0 4800 16.57 -0.68 38.42 0| 0 0 0 5323 31.90 -0.91 34.18 0| 0 0 0 7097 40.38 -0.96 33.09 0| 0 0 0 7984 49.06 -0.98 32.50 0| 0 1 0 8872 Total 1,000| 0 34,231 0 Indicative a-t-m Vol 43.08 Underlying Price 39.930 Time to expiry: 660 Days Jun 12 2.75 -0.12 62.40 0| 0 0 0 2000 3.32 -0.15 58.31 0| 0 0 0 2275 5.79 -0.25 51.67 0| 0 0 0 3033 6.22 -0.28 49.28 0| 0 0 0 3200 6.95 -0.31 46.89 0| 0 0 0 3412 7.66 -0.35 45.06 0| 0 0 0 3600 8.63 -0.38 44.33 0| 0 0 0 3791 9.69 -0.42 43.04 0| 0 0 0 4000 10.32 -0.46 40.84 0| 0 0 0 4170 10.45 -0.46 40.45 0| 0 0 0 4200 12.39 -0.54 38.27 0| 0 0 0 4549 13.80 -0.59 36.00 0| 0 0 0 4800 17.33 -0.69 33.80 0| 0 0 0 5308 20.24 -0.76 32.28 0| 0 0 0 5687 37.34 -0.93 31.00 0| 0 0 0 7582 Total 0| 0 0 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 75 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 41.11 Underlying Price 39.930 Time to expiry: 849 Days Dec 12 0.78 -0.03 80.62 0| 0 10,000 0 758 2.16 -0.08 66.60 0| 0 0 0 1516 3.04 -0.11 61.54 0| 0 500 0 1896 4.02 -0.15 57.20 0| 0 2,500 0 2275 6.37 -0.25 49.42 0| 0 18,000 0 3033 6.78 -0.27 47.07 0| 0 5,500 0 3200 8.45 -0.33 44.18 0| 0 0 0 3600 9.31 -0.37 42.91 0| 0 9,000 0 3791 10.22 -0.41 41.05 0| 0 0 0 4000 11.57 -0.45 39.66 0| 0 1,230 0 4258 14.73 -0.55 36.79 0| 0 0 0 4800 18.22 -0.65 34.41 0| 0 8,500 0 5323 21.95 -0.72 33.60 0| 0 0 0 5800 28.71 -0.84 30.60 0| 0 0 0 6635 32.91 -0.87 30.60 0| 0 0 0 7097 41.40 -0.91 31.40 0| 0 0 0 8000 Total 0| 0 55,230 0 Indicative a-t-m Vol 41.29 Underlying Price 39.930 Time to expiry: 1031 Days Jun 13 4.24 -0.13 61.07 0| 0 0 0 2000 5.51 -0.18 57.00 0| 0 0 0 2400 8.26 -0.28 48.39 0| 0 0 0 3200 9.73 -0.34 44.31 0| 0 0 0 3600 11.54 -0.41 41.24 0| 0 0 0 4000 13.64 -0.48 38.64 0| 0 0 0 4400 15.98 -0.55 36.37 0| 0 0 0 4800 24.57 -0.74 32.32 0| 0 0 0 6000 42.11 -0.89 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.64 Underlying Price 39.930 Time to expiry: 1213 Days Dec 13 4.49 -0.12 62.27 0| 0 0 0 1896 5.53 -0.16 56.96 0| 0 0 0 2275 8.09 -0.25 49.00 0| 0 0 0 3033 11.29 -0.36 43.04 0| 0 2,333 0 3791 15.02 -0.48 37.79 0| 0 1,000 0 4549 22.55 -0.66 33.45 0| 0 0 0 5687 31.50 -0.78 31.57 0| 0 0 0 6800 42.11 -0.86 31.21 0| 0 0 0 8000 55.86 -0.90 32.66 0| 0 0 0 9478 Total 0| 0 3,333 0 Indicative a-t-m Vol 41.03 Underlying Price 39.930 Time to expiry: 1577 Days Dec 14 5.90 -0.14 60.60 0| 0 0 0 2000 7.36 -0.18 56.18 0| 0 0 0 2400 10.22 -0.27 47.66 0| 0 0 0 3200 13.60 -0.38 40.97 0| 0 0 0 4000 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 76 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.98 -0.50 36.63 0| 0 0 0 4800 26.09 -0.67 32.65 0| 0 0 0 6000 43.02 -0.80 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 1,772| 9,477 393,248 +5,627 Grand Total 4,272| 16,978 715,731 +10,841 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 77 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 52.03 Underlying Price 39.930 Time to expiry: 23 Days Sep 10 20.98 1.00 102.91 0| 0 0 0 1896 19.94 1.00 99.00 0| 0 0 0 2000 19.10 1.00 97.66 0| 0 0 0 2085 17.21 0.99 92.25 0| 0 0 0 2275 15.97 0.99 88.72 0| 0 0 0 2400 13.46 0.98 81.76 0| 0 0 0 2654 12.06 0.97 80.79 0| 0 0 0 2800 9.80 0.94 72.20 0| 0 0 0 3033 8.26 0.91 69.55 0| 0 150 0 3200 7.35 0.89 66.40 0| 0 0 0 3300 6.36 0.85 63.90 0| 0 1,028 0 3412 5.60 0.82 61.49 0| 0 0 0 3500 4.78 0.78 59.04 0| 0 10,750 0 3600 4.01 0.72 57.00 0| 0 0 0 3700 3.36 0.67 55.31 0| 0 0 0 3791 2.66 0.60 53.49 0| 0 0 0 3900 2.09 0.52 51.92 0| 0 400 0 4000 1.59 0.45 50.42 0| 0 0 0 4100 1.23 0.37 50.27 0| 0 0 0 4200 1.03 0.33 49.47 0| 0 21,027 0 4258 0.86 0.29 48.05 0| 0 0 0 4300 0.61 0.23 47.21 0| 0 1,530 0 4400 0.42 0.17 46.52 0| 0 0 0 4500 0.34 0.15 45.89 0| 0 1,500 0 4549 0.28 0.13 45.81 0| 0 0 0 4600 0.18 0.09 45.25 0| 0 0 0 4700 0.12 0.06 44.92 0| 0 550 0 4800 0.07 0.04 45.39 0| 0 35 0 4929 0.01 0.01 39.64 0| 0 0 0 5200 0.01 0.00 36.66 0| 0 0 0 5687 0.01 0.00 35.19 0| 0 0 0 6066 0.01 0.00 34.45 0| 0 28 0 6388 0.01 0.00 34.31 0| 0 0 0 7097 0.01 0.00 36.57 0| 0 20 0 7984 0.01 0.00 39.01 0| 0 0 0 8517 0.01 0.00 54.87 0| 0 0 0 10647 Total 0| 0 37,018 0 Indicative a-t-m Vol 48.09 Underlying Price 39.930 Time to expiry: 205 Days Mar 11 21.66 0.95 73.40 0| 0 0 0 1896 20.75 0.94 72.45 0| 0 0 0 2000 20.00 0.93 71.55 0| 0 0 0 2085 18.37 0.91 69.26 0| 0 0 0 2275 17.31 0.90 67.86 0| 0 0 0 2400 15.20 0.86 64.14 0| 0 0 0 2654 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.00 0.84 61.98 0| 0 0 0 2800 12.18 0.80 58.94 0| 0 0 0 3033 10.91 0.77 56.45 0| 0 0 0 3200 9.39 0.73 54.05 0| 0 0 0 3412 8.14 0.68 51.84 0| 0 715 0 3600 6.93 0.63 49.64 0| 0 0 0 3791 5.77 0.58 48.03 0| 0 100 0 4000 4.38 0.50 44.94 0| 0 315 0 4258 3.74 0.45 43.56 0| 0 0 0 4400 3.13 0.41 42.43 0| 0 318 0 4549 2.27 0.33 40.56 0| 0 501 0 4800 0.65 0.13 35.67 0| 0 0 0 5600 0.28 0.07 34.02 0| 0 0 0 6066 0.15 0.04 33.08 0| 0 0 0 6400 0.04 0.01 32.01 0| 0 0 0 7097 0.01 0.00 32.13 0| 0 0 0 7984 0.01 0.00 39.91 0| 0 0 0 10647 Total 0| 0 1,949 0 Indicative a-t-m Vol 42.23 Underlying Price 39.930 Time to expiry: 387 Days Sep 11 19.40 0.92 56.09 0| 0 0 0 2085 17.94 0.89 55.83 0| 0 0 0 2275 11.26 0.75 49.20 0| 0 0 0 3200 9.79 0.71 46.53 0| 0 0 0 3412 8.72 0.67 45.64 0| 0 0 0 3600 7.57 0.62 43.75 0| 0 0 0 3791 6.46 0.57 42.18 0| 0 0 0 4000 5.19 0.51 40.29 0| 0 0 0 4258 3.98 0.43 38.44 0| 0 0 0 4549 3.12 0.37 36.97 0| 0 30 0 4800 2.01 0.27 36.47 0| 0 0 0 5323 1.05 0.16 35.91 0| 0 0 0 6066 0.41 0.07 35.13 0| 0 209 0 7097 0.31 0.06 38.50 0| 0 0 0 8000 Total 0| 0 239 0 Indicative a-t-m Vol 42.56 Underlying Price 39.930 Time to expiry: 569 Days Mar 12 18.47 0.85 58.48 0| 0 0 0 2400 12.87 0.75 49.96 0| 0 0 0 3200 10.30 0.68 45.91 0| 0 0 0 3600 8.03 0.60 42.50 0| 0 0 0 4000 6.23 0.52 40.44 0| 0 0 0 4400 4.62 0.44 38.03 0| 0 0 0 4800 3.16 0.34 36.33 0| 0 0 0 5323 0.70 0.11 32.38 0| 0 150 0 7097 0.32 0.06 31.58 0| 0 0 0 8000 0.18 0.03 31.85 0| 0 0 0 8872 0.06 0.01 32.31 0| 0 0 0 10647 Total 0| 0 150 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 79 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 42.54 Underlying Price 39.930 Time to expiry: 758 Days Sep 12 18.07 0.84 57.63 0| 0 0 0 2400 12.69 0.73 48.68 0| 0 0 0 3200 10.30 0.66 44.85 0| 0 0 0 3600 8.35 0.59 42.50 0| 0 0 0 4000 6.57 0.52 40.06 0| 0 0 0 4400 5.21 0.45 38.67 0| 0 0 0 4800 2.11 0.25 33.69 0| 0 0 0 6000 0.99 0.14 32.36 0| 0 0 0 7097 0.55 0.08 31.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.80 Underlying Price 39.930 Time to expiry: 933 Days Mar 13 17.88 0.84 49.73 0| 0 0 0 2400 12.91 0.73 44.29 0| 0 0 0 3200 10.74 0.67 41.81 0| 0 0 0 3600 8.82 0.61 39.76 0| 0 0 0 4000 7.14 0.54 37.96 0| 0 0 0 4400 5.71 0.47 36.52 0| 0 0 0 4800 3.47 0.34 34.49 0| 0 30 0 5687 1.29 0.15 34.81 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 39.05 Underlying Price 39.930 Time to expiry: 1122 Days Sep 13 20.21 0.87 56.92 0| 0 0 0 2000 17.42 0.83 51.60 0| 0 0 0 2400 12.47 0.72 43.95 0| 0 0 0 3200 8.48 0.59 39.01 0| 0 0 0 4000 5.46 0.46 35.23 0| 0 0 0 4800 3.54 0.34 34.15 0| 0 0 0 5687 1.67 0.18 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.24 Underlying Price 39.930 Time to expiry: 1304 Days Mar 14 20.65 0.87 54.87 0| 0 0 0 2000 18.10 0.83 51.08 0| 0 0 0 2400 13.53 0.73 44.73 0| 0 0 0 3200 9.69 0.62 40.20 0| 0 0 0 4000 6.79 0.50 37.20 0| 0 0 0 4800 3.87 0.35 34.40 0| 0 0 0 6000 1.71 0.18 33.02 0| 0 0 0 8000 0.57 0.07 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 39.36 Underlying Price 39.930 Time to expiry: 1486 Days Sep 14 19.43 0.86 54.40 0| 0 0 0 2000 16.92 0.82 49.79 0| 0 0 0 2400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 80 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.54 0.72 43.51 0| 0 0 0 3200 9.01 0.60 39.32 0| 0 0 0 4000 6.31 0.49 36.28 0| 0 0 0 4800 3.65 0.34 33.61 0| 0 0 0 6000 1.67 0.18 32.47 0| 0 0 0 8000 0.59 0.07 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.62 Underlying Price 39.930 Time to expiry: 1668 Days Mar 15 19.88 0.86 53.26 0| 0 0 0 2000 17.49 0.82 49.11 0| 0 0 0 2400 13.12 0.73 42.76 0| 0 0 0 3200 9.58 0.62 38.58 0| 0 0 0 4000 6.83 0.51 35.53 0| 0 0 0 4800 4.09 0.36 33.00 0| 0 0 0 6000 1.96 0.21 31.73 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 39,386 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 81 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 52.03 Underlying Price 39.930 Time to expiry: 23 Days Sep 10 0.01 0.00 102.91 0| 0 1,975 0 1896 0.01 0.00 99.00 0| 0 0 0 2000 0.01 0.00 97.66 0| 0 3,000 0 2085 0.02 -0.01 92.25 0| 0 1,025 0 2275 0.03 -0.01 88.72 0| 0 890 0 2400 0.07 -0.02 81.76 0| 0 482 0 2654 0.12 -0.03 80.79 0| 0 0 0 2800 0.19 -0.06 72.20 0| 0 1,588 0 3033 0.33 -0.09 69.55 0| 0 370 0 3200 0.41 -0.11 66.40 0| 0 0 0 3300 0.54 -0.15 63.90 0| 0 750 0 3412 0.66 -0.18 61.49 0| 0 0 0 3500 0.84 -0.22 59.04 0| 0 10,000 0 3600 1.07 -0.28 57.00 0| 0 0 0 3700 1.33 -0.33 55.31 0| 0 600 0 3791 1.72 -0.40 53.49 0| 0 0 0 3900 2.15 -0.48 51.92 0| 0 386 0 4000 2.65 -0.55 50.42 0| 0 0 0 4100 3.29 -0.63 50.27 0| 0 0 0 4200 3.67 -0.67 49.47 0| 0 20,010 0 4258 3.91 -0.71 48.05 0| 0 0 0 4300 4.66 -0.77 47.21 0| 0 2,688 0 4400 5.47 -0.83 46.52 0| 0 0 0 4500 5.89 -0.85 45.89 0| 0 712 0 4549 6.33 -0.87 45.81 0| 0 0 0 4600 7.24 -0.91 45.25 0| 0 0 0 4700 8.17 -0.94 44.92 0| 0 500 0 4800 9.42 -0.96 45.39 0| 0 50 0 4929 12.06 -0.99 39.64 0| 0 0 0 5200 16.92 -1.00 36.66 0| 0 20 0 5687 20.71 -1.00 35.19 0| 0 150 0 6066 23.93 -1.00 34.45 0| 0 240 0 6388 31.02 -1.00 34.31 0| 0 105 0 7097 39.89 -1.00 36.57 0| 0 0 0 7984 45.22 -1.00 39.01 0| 0 20 0 8517 66.51 -1.00 54.87 0| 0 2,500 0 10647 Total 0| 0 48,061 0 Indicative a-t-m Vol 48.09 Underlying Price 39.930 Time to expiry: 205 Days Mar 11 0.59 -0.05 73.40 0| 0 0 0 1896 0.71 -0.06 72.45 0| 0 0 0 2000 0.81 -0.07 71.55 0| 0 10 0 2085 1.07 -0.09 69.26 0| 0 500 0 2275 1.25 -0.10 67.86 0| 0 40,000 0 2400 1.67 -0.14 64.14 0| 0 0 0 2654 1.92 -0.16 61.98 0| 0 0 0 2800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.42 -0.20 58.94 0| 0 0 0 3033 2.81 -0.23 56.45 0| 0 0 0 3200 3.40 -0.27 54.05 0| 0 950 0 3412 4.02 -0.32 51.84 0| 0 20 0 3600 4.71 -0.37 49.64 0| 0 506 0 3791 5.62 -0.42 48.03 0| 0 375 0 4000 6.80 -0.50 44.94 0| 0 10 0 4258 7.58 -0.55 43.56 0| 0 0 0 4400 8.45 -0.59 42.43 0| 0 20 0 4549 10.08 -0.67 40.56 0| 0 10 0 4800 16.42 -0.87 35.67 0| 0 0 0 5600 20.68 -0.93 34.02 0| 0 900 0 6066 23.87 -0.96 33.08 0| 0 10 0 6400 30.70 -0.99 32.01 0| 0 0 0 7097 39.49 -1.00 32.13 0| 0 0 0 7984 65.98 -1.00 39.91 0| 0 1 0 10647 Total 0| 0 43,312 0 Indicative a-t-m Vol 42.23 Underlying Price 39.930 Time to expiry: 387 Days Sep 11 1.10 -0.08 56.09 0| 0 0 0 2085 1.51 -0.11 55.83 0| 0 0 0 2275 3.97 -0.25 49.20 0| 0 0 0 3200 4.60 -0.29 46.53 0| 0 0 0 3412 5.38 -0.33 45.64 0| 0 0 0 3600 6.12 -0.38 43.75 0| 0 0 0 3791 7.07 -0.43 42.18 0| 0 0 0 4000 8.35 -0.49 40.29 0| 0 0 0 4258 10.01 -0.57 38.44 0| 0 0 0 4549 11.63 -0.63 36.97 0| 0 0 0 4800 15.70 -0.73 36.47 0| 0 20 0 5323 22.07 -0.84 35.91 0| 0 0 0 6066 31.61 -0.93 35.13 0| 0 0 0 7097 40.44 -0.94 38.50 0| 0 0 0 8000 Total 0| 0 20 0 Indicative a-t-m Vol 42.56 Underlying Price 39.930 Time to expiry: 569 Days Mar 12 3.12 -0.15 58.48 0| 0 0 0 2400 5.36 -0.25 49.96 0| 0 0 0 3200 6.71 -0.32 45.91 0| 0 0 0 3600 8.35 -0.40 42.50 0| 0 0 0 4000 10.48 -0.48 40.44 0| 0 0 0 4400 12.79 -0.56 38.03 0| 0 0 0 4800 16.46 -0.66 36.33 0| 0 0 0 5323 31.40 -0.89 32.38 0| 0 0 0 7097 39.87 -0.94 31.58 0| 0 0 0 8000 48.28 -0.97 31.85 0| 0 250 0 8872 65.56 -0.99 32.31 0| 0 1 0 10647 Total 0| 0 251 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 83 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 42.54 Underlying Price 39.930 Time to expiry: 758 Days Sep 12 4.21 -0.16 57.63 0| 0 0 0 2400 6.60 -0.27 48.68 0| 0 0 0 3200 8.10 -0.34 44.85 0| 0 0 0 3600 10.04 -0.41 42.50 0| 0 0 0 4000 12.15 -0.48 40.06 0| 0 0 0 4400 14.67 -0.55 38.67 0| 0 0 0 4800 23.24 -0.75 33.69 0| 0 0 0 6000 32.78 -0.86 32.36 0| 0 2,000 0 7097 41.11 -0.92 31.83 0| 0 20 0 8000 Total 0| 0 2,020 0 Indicative a-t-m Vol 39.80 Underlying Price 39.930 Time to expiry: 933 Days Mar 13 3.78 -0.16 49.73 0| 0 0 0 2400 6.52 -0.27 44.29 0| 0 0 0 3200 8.20 -0.33 41.81 0| 0 0 0 3600 10.13 -0.39 39.76 0| 0 0 0 4000 12.29 -0.46 37.96 0| 0 0 0 4400 14.71 -0.53 36.52 0| 0 0 0 4800 21.01 -0.66 34.49 0| 0 0 0 5687 41.09 -0.85 34.81 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.05 Underlying Price 39.930 Time to expiry: 1122 Days Sep 13 3.95 -0.13 56.92 0| 0 0 0 2000 4.96 -0.17 51.60 0| 0 0 0 2400 7.63 -0.28 43.95 0| 0 0 0 3200 11.24 -0.41 39.01 0| 0 0 0 4000 15.83 -0.54 35.23 0| 0 0 0 4800 22.35 -0.66 34.15 0| 0 0 0 5687 42.47 -0.82 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.24 Underlying Price 39.930 Time to expiry: 1304 Days Mar 14 4.15 -0.13 54.87 0| 0 0 0 2000 5.35 -0.17 51.08 0| 0 0 0 2400 8.29 -0.27 44.73 0| 0 0 0 3200 11.96 -0.38 40.20 0| 0 0 0 4000 16.58 -0.50 37.20 0| 0 0 0 4800 24.94 -0.65 34.40 0| 0 0 0 6000 41.56 -0.82 33.02 0| 0 0 0 8000 77.99 -0.93 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 39.36 Underlying Price 39.930 Time to expiry: 1486 Days Sep 14 4.76 -0.14 54.40 0| 0 0 0 2000 5.95 -0.18 49.79 0| 0 0 0 2400 8.98 -0.28 43.51 0| 0 0 0 3200 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 84 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.86 -0.40 39.32 0| 0 0 0 4000 17.58 -0.51 36.28 0| 0 0 0 4800 26.03 -0.66 33.61 0| 0 0 0 6000 42.58 -0.82 32.47 0| 0 0 0 8000 78.56 -0.93 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.62 Underlying Price 39.930 Time to expiry: 1668 Days Mar 15 4.91 -0.14 53.26 0| 0 0 0 2000 6.17 -0.18 49.11 0| 0 0 0 2400 9.10 -0.27 42.76 0| 0 0 0 3200 12.86 -0.38 38.58 0| 0 0 0 4000 17.42 -0.49 35.53 0| 0 0 0 4800 25.63 -0.64 33.00 0| 0 0 0 6000 41.76 -0.79 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 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 85 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 21.58 Underlying Price 44.105 Time to expiry: 23 Days Sep 10 20.11 1.00 47.00 0| 0 0 0 2400 16.11 1.00 52.66 0| 0 0 0 2800 12.12 1.00 47.65 0| 0 0 0 3200 8.14 0.98 38.56 0| 0 0 0 3600 6.18 0.96 33.63 0| 0 0 0 3800 4.24 0.92 28.35 0| 0 0 0 4000 2.44 0.80 24.26 0| 0 0 0 4200 1.65 0.68 22.15 0| 0 0 0 4300 1.03 0.53 21.58 0| 0 10 0 4400 0.61 0.37 21.59 0| 0 3 0 4500 0.38 0.25 23.08 0| 0 23 0 4600 0.14 0.12 20.74 0| 0 0 0 4700 0.01 0.01 13.54 0| 0 71 0 4800 0.01 0.00 12.26 0| 0 0 0 4900 0.10 0.01 0.00 11.15 0.10 0.10 3| 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 3| 0 1,580 0 Indicative a-t-m Vol 24.54 Underlying Price 44.105 Time to expiry: 51 Days Oct 10 6.45 0.89 34.04 0| 0 0 0 3800 4.64 0.82 30.00 0| 0 0 0 4000 3.02 0.71 26.93 0| 0 0 0 4200 2.32 0.62 25.74 0| 0 0 0 4300 1.71 0.53 24.74 0| 0 0 0 4400 1.15 0.43 22.99 0| 0 0 0 4500 0.88 0.34 24.31 0| 0 0 0 4600 0.52 0.24 22.54 0| 0 0 0 4700 0.32 0.17 22.29 0| 0 0 0 4800 0.18 0.11 21.52 0| 0 7 0 4900 0.10 0.07 21.54 0| 0 4 0 5000 0.03 0.02 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 25.63 Underlying Price 44.105 Time to expiry: 86 Days Nov 10 6.72 0.85 31.58 0| 0 0 0 3800 5.02 0.78 29.04 0| 0 0 0 4000 3.53 0.67 27.23 0| 0 0 0 4200 2.88 0.61 26.49 0| 0 0 0 4300 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 86 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.29 0.54 25.69 0| 0 0 0 4400 1.80 0.46 25.19 0| 0 0 0 4500 1.41 0.39 25.03 0| 0 0 0 4600 0.74 0.25 23.63 0| 0 0 0 4800 0.16 0.08 22.43 0| 0 0 0 5200 0.02 0.01 21.82 0| 0 0 0 5600 Total 0| 0 0 0 Indicative a-t-m Vol 26.40 Underlying Price 44.105 Time to expiry: 114 Days Dec 10 24.16 1.00 40.00 0| 0 0 0 2000 20.17 1.00 38.77 0| 0 0 0 2400 16.21 0.99 36.32 0| 0 0 0 2800 12.31 0.97 33.55 0| 0 0 0 3200 8.59 0.90 30.86 0| 0 0 0 3600 6.87 0.84 29.61 0| 0 0 0 3800 5.27 0.76 28.26 0| 0 0 0 4000 3.90 0.66 27.47 0| 0 0 0 4200 2.71 0.54 26.45 0| 0 0 0 4400 1.79 0.42 25.60 0| 0 500 0 4600 1.08 0.30 24.71 0| 0 20 0 4800 0.33 0.12 23.41 0| 0 20 0 5200 0.07 0.03 22.37 0| 0 0 0 5600 0.01 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 25.57 Underlying Price 44.105 Time to expiry: 205 Days Mar 11 12.44 0.95 32.00 0| 0 0 0 3200 8.85 0.87 29.83 0| 0 0 0 3600 5.66 0.74 27.44 0| 0 0 0 4000 4.33 0.65 26.54 0| 0 0 0 4200 3.18 0.55 25.61 0| 0 0 0 4400 2.23 0.44 24.77 0| 0 0 0 4600 1.50 0.34 24.05 0| 0 0 0 4800 0.65 0.60 0.17 22.80 0.65 0.65 2| 0 0 0 5200 0.20 0.07 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 2| 0 13 0 Indicative a-t-m Vol 27.02 Underlying Price 44.105 Time to expiry: 296 Days Jun 11 20.22 1.00 34.05 0| 0 0 0 2400 12.59 0.93 32.03 0| 0 0 0 3200 9.17 0.84 30.21 0| 0 0 0 3600 6.25 0.70 28.60 0| 0 0 0 4000 5.02 0.62 27.90 0| 0 0 0 4200 3.93 0.54 27.06 0| 0 0 0 4400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.01 0.46 26.31 0| 0 0 0 4600 2.30 0.38 25.94 0| 0 0 0 4800 1.23 0.24 24.96 0| 0 0 0 5200 0.61 0.14 24.24 0| 0 0 0 5600 0.27 0.07 23.48 0| 0 0 0 6000 0.12 0.04 23.00 0| 0 0 0 6400 0.02 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 27.01 Underlying Price 44.105 Time to expiry: 478 Days Dec 11 20.28 0.99 34.25 0| 0 0 0 2400 13.08 0.88 32.13 0| 0 0 0 3200 7.33 0.67 28.84 0| 0 0 0 4000 5.10 0.55 27.05 0| 0 0 0 4400 3.36 0.43 25.74 0| 0 0 0 4800 0.75 0.14 23.35 0| 0 0 0 6000 0.05 0.01 23.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.07 Underlying Price 44.105 Time to expiry: 660 Days Jun 12 13.31 0.86 32.09 0| 0 0 0 3200 7.84 0.67 28.87 0| 0 0 0 4000 5.64 0.56 27.11 0| 0 0 0 4400 3.90 0.45 25.74 0| 0 0 0 4800 1.09 0.18 23.35 0| 0 0 0 6000 0.14 0.03 23.11 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 5| 0 2,148 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 88 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 21.58 Underlying Price 44.105 Time to expiry: 23 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 0.03 -0.02 38.56 0| 0 0 0 3600 0.06 -0.04 33.63 0| 0 2 0 3800 0.07 0.13 -0.08 28.35 0.07 0.07 1| 0 9 0 4000 0.33 -0.20 24.26 0| 0 27 0 4200 0.53 -0.32 22.15 0| 0 0 0 4300 0.92 -0.47 21.58 0| 0 30 0 4400 1.49 -0.63 21.59 0| 0 0 0 4500 2.26 -0.75 23.08 0| 0 0 0 4600 3.02 -0.88 20.74 0| 0 2 0 4700 3.90 -1.00 13.54 0| 4 6 -1 4800 4.89 -1.00 12.26 0| 0 0 0 4900 5.90 -1.00 11.15 0| 0 0 0 5000 7.90 -1.00 9.41 0| 0 0 0 5200 11.90 -1.00 7.94 0| 0 20 0 5600 15.90 -1.00 9.14 0| 0 0 0 6000 19.90 -1.00 12.96 0| 0 0 0 6400 27.90 -1.00 28.00 0| 0 0 0 7200 Total 1| 4 96 -1 Indicative a-t-m Vol 24.54 Underlying Price 44.105 Time to expiry: 51 Days Oct 10 0.32 -0.11 34.04 0| 0 0 0 3800 0.51 -0.18 30.00 0| 0 0 0 4000 0.88 -0.30 26.93 0| 0 0 0 4200 1.18 -0.38 25.74 0| 0 0 0 4300 1.57 -0.47 24.74 0| 0 0 0 4400 2.01 -0.57 22.99 0| 0 6 0 4500 2.75 -0.66 24.31 0| 0 0 0 4600 3.38 -0.76 22.54 0| 0 0 0 4700 4.19 -0.83 22.29 0| 0 0 0 4800 5.05 -0.90 21.52 0| 0 0 0 4900 5.97 -0.94 21.54 0| 0 0 0 5000 7.91 -0.98 21.20 0| 0 0 0 5200 11.90 -1.00 21.14 0| 0 0 0 5600 15.90 -1.00 21.51 0| 0 0 0 6000 19.90 -1.00 22.00 0| 0 0 0 6400 Total 0| 0 6 0 Indicative a-t-m Vol 25.63 Underlying Price 44.105 Time to expiry: 86 Days Nov 10 0.55 -0.15 31.58 0| 0 0 0 3800 0.85 -0.22 29.04 0| 0 0 0 4000 1.36 -0.33 27.23 0| 0 0 0 4200 1.70 -0.39 26.49 0| 0 0 0 4300 2.12 -0.46 25.69 0| 0 0 0 4400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 89 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.62 -0.54 25.19 0| 0 0 0 4500 3.23 -0.61 25.03 0| 0 0 0 4600 4.56 -0.75 23.63 0| 0 0 0 4800 8.00 -0.93 22.43 0| 0 0 0 5200 11.90 -1.00 21.82 0| 0 0 0 5600 Total 0| 0 0 0 Indicative a-t-m Vol 26.40 Underlying Price 44.105 Time to expiry: 114 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 0.12 -0.03 33.55 0| 0 0 0 3200 0.40 -0.10 30.86 0| 0 0 0 3600 0.67 -0.16 29.61 0| 0 250 0 3800 1.06 -0.24 28.26 0| 0 20 0 4000 1.69 -0.34 27.47 0| 0 20 0 4200 2.50 -0.46 26.45 0| 0 6 0 4400 3.58 -0.58 25.60 0| 0 0 0 4600 4.87 -0.70 24.71 0| 0 0 0 4800 8.13 -0.89 23.41 0| 0 0 0 5200 11.91 -0.98 22.37 0| 0 0 0 5600 15.90 -1.00 21.89 0| 0 0 0 6000 19.90 -1.00 21.63 0| 0 0 0 6400 27.90 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 296 0 Indicative a-t-m Vol 25.57 Underlying Price 44.105 Time to expiry: 205 Days Mar 11 0.46 -0.09 32.00 0| 0 0 0 3200 1.05 -0.18 29.83 0| 0 0 0 3600 2.09 -0.32 27.44 0| 0 13 0 4000 2.87 -0.41 26.54 0| 0 14 0 4200 3.82 -0.51 25.61 0| 4 4 +4 4400 4.96 -0.61 24.77 0| 0 0 0 4600 6.31 -0.70 24.05 0| 0 0 0 4800 9.48 -0.85 22.80 0| 0 0 0 5200 13.11 -0.94 21.95 0| 0 0 0 5600 20.92 -0.99 21.33 0| 0 0 0 6400 28.87 -1.00 22.00 0| 0 0 0 7200 Total 0| 4 31 +4 Indicative a-t-m Vol 27.02 Underlying Price 44.105 Time to expiry: 296 Days Jun 11 0.10 -0.02 34.05 0| 0 0 0 2400 0.81 -0.12 32.03 0| 0 0 0 3200 1.60 -0.21 30.21 0| 0 0 0 3600 2.85 -0.34 28.60 0| 0 0 0 4000 3.68 -0.41 27.90 0| 0 0 0 4200 4.64 -0.48 27.06 0| 0 0 0 4400 5.75 -0.56 26.31 0| 0 0 0 4600 7.06 -0.64 25.94 0| 0 0 0 4800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.02 -0.77 24.96 0| 0 0 0 5200 13.42 -0.87 24.24 0| 0 0 0 5600 17.10 -0.94 23.48 0| 0 0 0 6000 20.95 -0.97 23.00 0| 0 0 0 6400 28.84 -1.00 22.59 0| 0 0 0 7200 36.80 -1.00 22.99 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.01 Underlying Price 44.105 Time to expiry: 478 Days Dec 11 0.35 -0.04 34.25 0| 0 0 0 2400 1.51 -0.15 32.13 0| 0 0 0 3200 3.86 -0.34 28.84 0| 0 0 0 4000 5.62 -0.46 27.05 0| 0 0 0 4400 7.87 -0.59 25.74 0| 0 0 0 4800 17.33 -0.88 23.35 0| 0 0 0 6000 36.74 -1.00 23.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.07 Underlying Price 44.105 Time to expiry: 660 Days Jun 12 2.35 -0.19 32.09 0| 0 0 0 3200 5.10 -0.36 28.87 0| 0 0 0 4000 6.92 -0.47 27.11 0| 0 0 0 4400 9.19 -0.58 25.74 0| 0 0 0 4800 18.30 -0.83 23.35 0| 0 0 0 6000 37.05 -0.97 23.11 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 1| 8 429 +3 Grand Total 6| 8 2,577 +3 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 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 European (SW2) Indicative a-t-m Vol 21.58 Underlying Price 44.105 Time to expiry: 23 Days Sep 10 20.11 1.00 47.00 0| 0 0 0 2400 16.11 1.00 52.66 0| 0 0 0 2800 12.12 1.00 47.65 0| 0 200 0 3200 8.14 0.98 38.56 0| 0 2 0 3600 6.18 0.96 33.63 0| 0 6 0 3800 4.24 0.92 28.35 0| 0 0 0 4000 2.44 0.80 24.26 0| 0 0 0 4200 1.65 0.68 22.15 0| 0 0 0 4300 1.03 0.53 21.58 0| 0 34 0 4400 0.61 0.37 21.59 0| 0 0 0 4500 0.38 0.25 23.08 0| 0 0 0 4600 0.14 0.12 20.74 0| 0 0 0 4700 0.01 0.01 13.54 0| 0 300 0 4800 0.01 0.00 12.26 0| 0 0 0 4900 0.01 0.00 11.15 0| 0 0 0 5000 0.01 0.00 9.41 0| 0 0 0 5200 0.01 0.00 7.94 0| 0 202 0 5600 0.01 0.00 9.14 0| 0 152 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| 0 896 0 Indicative a-t-m Vol 25.57 Underlying Price 44.105 Time to expiry: 205 Days Mar 11 22.95 1.00 34.29 0| 0 0 0 2000 19.01 0.99 35.31 0| 0 0 0 2400 11.47 0.91 32.00 0| 0 0 0 3200 8.08 0.82 29.83 0| 0 0 0 3600 5.14 0.68 27.44 0| 0 408 0 4000 3.93 0.59 26.54 0| 0 66 0 4200 2.88 0.49 25.61 0| 0 422 0 4400 2.03 0.40 24.77 0| 0 52 0 4600 1.37 0.30 24.05 0| 0 2 0 4800 0.55 0.16 22.80 0| 0 46 0 5200 0.19 0.06 21.95 0| 0 0 0 5600 0.06 0.02 21.47 0| 0 0 0 6000 0.02 0.01 21.33 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 0| 0 996 0 Indicative a-t-m Vol 27.20 Underlying Price 44.105 Time to expiry: 387 Days Sep 11 19.42 0.96 36.11 0| 0 0 0 2400 12.40 0.86 31.92 0| 0 0 0 3200 9.27 0.78 29.75 0| 0 0 0 3600 6.64 0.66 28.40 0| 0 0 0 4000 4.53 0.54 27.23 0| 0 0 0 4400 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 92 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.91 0.41 26.28 0| 0 0 0 4800 0.62 0.13 24.77 0| 0 0 0 6000 0.06 0.02 26.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.69 Underlying Price 44.105 Time to expiry: 569 Days Mar 12 12.24 0.82 32.10 0| 0 0 0 3200 7.06 0.63 28.94 0| 0 0 0 4000 5.07 0.53 27.71 0| 0 0 0 4400 3.55 0.42 26.86 0| 0 0 0 4800 1.09 0.17 25.44 0| 0 0 0 6000 0.18 0.04 26.29 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 1,892 0 | Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 93 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sodexo SA European (SW2) Indicative a-t-m Vol 21.58 Underlying Price 44.105 Time to expiry: 23 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 1 0 3200 0.03 -0.02 38.56 0| 0 2 0 3600 0.06 -0.04 33.63 0| 0 20 0 3800 0.13 -0.08 28.35 0| 0 4 0 4000 0.33 -0.20 24.26 0| 0 0 0 4200 0.53 -0.32 22.15 0| 0 0 0 4300 0.92 -0.47 21.58 0| 0 0 0 4400 1.49 -0.63 21.59 0| 0 0 0 4500 2.26 -0.75 23.08 0| 0 0 0 4600 3.02 -0.88 20.74 0| 0 0 0 4700 3.88 -0.99 13.54 0| 0 0 0 4800 4.88 -1.00 12.26 0| 0 0 0 4900 5.88 -1.00 11.15 0| 0 0 0 5000 7.88 -1.00 9.41 0| 0 0 0 5200 11.88 -1.00 7.94 0| 0 0 0 5600 15.88 -1.00 9.14 0| 0 0 0 6000 19.88 -1.00 12.96 0| 0 0 0 6400 27.87 -1.00 28.00 0| 0 0 0 7200 Total 0| 0 27 0 Indicative a-t-m Vol 25.57 Underlying Price 44.105 Time to expiry: 205 Days Mar 11 0.01 0.00 34.29 0| 0 0 0 2000 0.04 -0.01 35.31 0| 0 967 0 2400 0.46 -0.09 32.00 0| 0 200 0 3200 1.05 -0.18 29.83 0| 0 200 0 3600 2.09 -0.32 27.44 0| 0 0 0 4000 2.86 -0.41 26.54 0| 0 0 0 4200 3.81 -0.51 25.61 0| 0 0 0 4400 4.94 -0.60 24.77 0| 0 0 0 4600 6.28 -0.70 24.05 0| 0 0 0 4800 9.44 -0.84 22.80 0| 0 0 0 5200 13.05 -0.94 21.95 0| 0 0 0 5600 16.90 -0.98 21.47 0| 0 0 0 6000 20.84 -0.99 21.33 0| 0 0 0 6400 28.78 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 1,367 0 Indicative a-t-m Vol 27.20 Underlying Price 44.105 Time to expiry: 387 Days Sep 11 0.28 -0.04 36.11 0| 0 0 0 2400 1.16 -0.14 31.92 0| 0 0 0 3200 1.98 -0.22 29.75 0| 0 0 0 3600 3.31 -0.34 28.40 0| 0 0 0 4000 5.14 -0.46 27.23 0| 0 0 0 4400 7.47 -0.59 26.28 0| 0 0 0 4800 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 94 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.04 -0.87 24.77 0| 0 0 0 6000 36.23 -0.98 26.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.69 Underlying Price 44.105 Time to expiry: 569 Days Mar 12 2.05 -0.18 32.10 0| 0 0 0 3200 4.71 -0.37 28.94 0| 0 0 0 4000 6.65 -0.47 27.71 0| 0 0 0 4400 9.05 -0.58 26.86 0| 0 0 0 4800 18.35 -0.83 25.44 0| 0 0 0 6000 37.06 -0.96 26.29 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 1,394 0 Grand Total 0| 0 3,286 0 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 95 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | ST Microelectronics European (ST3) Indicative a-t-m Vol 35.04 Underlying Price 5.513 Time to expiry: 23 Days Sep 10 1.52 0.99 60.00 0| 0 0 0 400 1.12 0.97 48.07 0| 0 0 0 440 0.92 0.96 41.03 0| 0 0 0 460 0.75 0.90 44.28 0| 0 0 0 480 0.40 0.74 38.15 0| 0 0 0 520 0.26 0.61 36.13 0| 0 0 0 540 0.15 0.45 34.16 0| 0 120 0 560 0.08 0.29 33.08 0| 0 0 0 580 0.04 0.16 32.31 0| 0 30 0 600 0.02 0.10 35.02 0| 0 0 0 620 0.01 0.06 37.10 0| 0 0 0 640 0.01 0.03 35.43 0| 0 0 0 660 0.01 0.01 35.98 0| 0 0 0 680 0.01 0.01 36.61 0| 0 0 0 700 0.01 0.00 37.29 0| 0 50,092 0 720 0.01 0.00 38.71 0| 0 0 0 760 0.01 0.00 40.10 0| 0 2,800 0 800 0.01 0.00 41.37 0| 0 0 0 840 0.01 0.00 42.45 0| 0 0 0 880 0.01 0.00 43.82 0| 0 0 0 960 0.01 0.00 44.00 0| 0 0 0 1000 0.01 0.00 40.23 0| 0 2 0 1200 Total 0| 0 53,044 0 Indicative a-t-m Vol 37.29 Underlying Price 5.513 Time to expiry: 205 Days Mar 11 1.60 0.85 46.85 0| 0 0 0 400 1.28 0.79 43.57 0| 0 0 0 440 0.99 0.71 41.18 0| 0 0 0 480 0.74 0.62 38.81 0| 0 0 0 520 0.53 0.51 36.85 0| 0 0 0 560 0.36 0.40 35.19 0| 0 0 0 600 0.24 0.31 34.05 0| 0 1,000 0 640 0.15 0.22 33.02 0| 0 2,040 0 680 0.09 0.15 32.34 0| 0 1,660 0 720 0.06 0.10 32.29 0| 0 0 0 760 0.03 0.06 30.65 0| 0 200 0 800 0.02 0.04 31.23 0| 0 0 0 840 0.01 0.02 30.83 0| 0 0 0 880 0.01 0.01 30.86 0| 0 10 0 960 0.01 0.01 31.00 0| 0 0 0 1000 0.01 0.00 33.01 0| 0 0 0 1200 0.01 0.00 36.38 0| 0 0 0 1400 Total 0| 0 4,910 0 Indicative a-t-m Vol 37.17 Underlying Price 5.513 Time to expiry: 387 Days Sep 11 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.73 0.99 56.84 0| 0 0 0 160 2.99 0.96 54.62 0| 0 0 0 240 2.30 0.90 49.54 0| 0 0 0 320 1.98 0.86 46.98 0| 0 0 0 360 1.67 0.81 44.56 0| 0 0 0 400 1.39 0.75 42.32 0| 0 0 0 440 1.13 0.68 40.28 0| 0 0 0 480 0.70 0.53 36.78 0| 0 0 0 560 0.53 0.45 35.26 0| 0 0 0 600 0.40 0.37 34.36 0| 0 0 0 640 0.20 0.23 31.48 0| 0 1,600 0 720 0.08 0.11 28.83 0| 0 0 0 800 0.03 0.05 27.56 0| 0 0 0 880 0.01 0.02 27.42 0| 0 0 0 1000 0.01 0.00 28.09 0| 0 0 0 1200 0.01 0.00 29.46 0| 0 0 0 1400 0.01 0.00 31.84 0| 0 0 0 1600 Total 0| 0 1,600 0 Indicative a-t-m Vol 37.87 Underlying Price 5.513 Time to expiry: 569 Days Mar 12 3.65 0.98 56.29 0| 0 0 0 160 2.97 0.93 54.31 0| 0 0 0 240 2.34 0.87 49.80 0| 0 0 0 320 2.04 0.83 47.27 0| 0 0 0 360 1.75 0.78 44.73 0| 0 0 0 400 1.49 0.73 42.33 0| 0 0 0 440 1.25 0.67 40.50 0| 0 0 0 480 0.85 0.55 37.54 0| 0 0 0 560 0.67 0.48 35.71 0| 0 0 0 600 0.53 0.41 34.44 0| 0 0 0 640 0.30 0.28 31.73 0| 0 0 0 720 0.14 0.17 28.94 0| 0 0 0 800 0.03 0.05 27.46 0| 0 0 0 1000 0.01 0.02 28.70 0| 0 0 0 1200 0.01 0.01 28.64 0| 0 200 0 1400 0.01 0.00 28.98 0| 0 0 0 1600 Total 0| 0 200 0 Indicative a-t-m Vol 37.39 Underlying Price 5.513 Time to expiry: 758 Days Sep 12 3.58 0.97 55.66 0| 0 0 0 160 2.94 0.92 53.46 0| 0 0 0 240 2.36 0.85 49.44 0| 0 0 0 320 1.81 0.77 44.44 0| 0 0 0 400 1.31 0.67 39.45 0| 0 0 0 480 0.93 0.55 37.13 0| 0 0 0 560 0.76 0.49 35.30 0| 0 19 0 600 0.62 0.43 34.33 0| 0 0 0 640 0.37 0.31 31.33 0| 0 0 0 720 Equity Options 21:32 Business Day Wed 25 Aug 2010 Previous Business Day Tue 24 Aug 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.21 0.21 29.09 0| 0 0 0 800 0.03 0.04 29.04 0| 0 0 0 1200 0.01 0.01 30.62 0| 0 0 0 1600 Total 0| 0 19 0 Indicative a-t-m Vol 37.44 Underlying Price 5.513 Time to expiry: 933 Days Mar 13 3.50 0.96 54.12 0| 0 0 0 160 2.91 0.91 52.93 0| 0 0 0 240 2.36 0.84 48.99 0| 0 0 0 320 1.86 0.76 44.94 0| 0 0 0 400 1.37 0.67 39.93 0| 0 0 0 480 1.00 0.56 37.13 0| 0 0 0 560 0.85 0.51 36.23 0| 0 0 0 600 0.71 0.46 34.80 0| 0 0 0 640 0.45 0.34 31.87 0| 0 0 0 720 0.27 0.24 29.67 0| 0 0 0 800 0.05 0.06 29.45 0| 0 0 0 1200 0.01 0.02 30.78 0| 0 0 0 1600 Total 0| 0 0 0 Indicative a-t-m Vol 37.74 Underlying Price 5.513 Time to expiry: 1122 Days Sep 13 3.43 0.96 52.78 0| 0 0 0 160 2.90 0.90 53.48 0| 0 0 0 240 2.37 0.83 48.80 0| 0 0 0 320 1.90 0.76 45.07 0| 0 0 0 400 1.43 0.67 40.15 0| 0 0 0 480 0.91 0.52 36.07 0| 0 0 0 600 0.33 0.27 29.95