Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 37.37 Underlying Price 32.250 Time to expiry: 22 Days Sep 10 14.26 1.00 68.00 0| 0 0 0 1800 12.26 1.00 64.54 0| 0 0 0 2000 10.26 1.00 60.07 0| 0 0 0 2200 8.28 0.99 55.37 0| 0 0 0 2400 6.34 0.95 53.10 0| 0 15 0 2600 4.45 0.90 46.81 0| 0 40 0 2800 3.55 0.85 43.59 0| 0 0 0 2900 2.72 0.77 41.48 0| 0 5,151 0 3000 2.15 1.97 0.68 39.40 2.15 2.15 30| 0 1,030 0 3100 1.32 1.35 0.55 37.64 1.35 1.32 200| 0 2,762 0 3200 0.82 0.86 0.42 36.55 0.82 0.82 20| 29 117 +29 3300 0.58 0.51 0.29 35.71 0.58 0.58 71| 20 10,617 +20 3400 0.34 0.27 0.18 34.36 0.34 0.34 1| 0 3,832 0 3500 0.12 0.10 32.96 0| 0 14,093 0 3600 0.03 0.03 33.16 0| 0 4,970 0 3800 0.01 0.00 29.20 0| 0 4,418 0 4000 0.01 0.00 27.95 0| 0 309 0 4200 0.01 0.00 27.14 0| 0 131 0 4400 0.01 0.00 26.72 0| 0 228 0 4800 0.01 0.00 30.00 0| 0 200 0 5600 Total 322| 49 47,913 +49 Indicative a-t-m Vol 38.76 Underlying Price 32.250 Time to expiry: 50 Days Oct 10 6.63 0.89 51.38 0| 0 0 0 2600 4.88 0.82 46.76 0| 0 0 0 2800 3.32 0.71 42.62 0| 0 0 0 3000 2.63 0.63 40.79 0| 0 0 0 3100 2.02 0.55 39.16 0| 0 120 0 3200 1.49 0.47 37.59 0| 20 120 +20 3300 1.09 0.38 37.04 0| 75 75 +75 3400 0.73 0.75 0.30 35.97 0.76 0.73 11| 20 42 +20 3500 0.50 0.22 34.87 0| 0 2 0 3600 0.19 0.10 32.99 0| 0 39 0 3800 0.07 0.04 32.60 0| 0 2 0 4000 0.03 0.02 34.00 0| 0 4 0 4200 Total 11| 115 404 +115 Indicative a-t-m Vol 40.08 Underlying Price 32.250 Time to expiry: 85 Days Nov 10 7.02 0.84 50.53 0| 0 0 0 2600 5.38 0.77 46.58 0| 0 0 0 2800 3.91 0.68 43.17 0| 0 59 0 3000 3.26 0.62 41.90 0| 0 0 0 3100 2.67 0.56 40.57 0| 0 0 0 3200 2.11 0.49 38.62 0| 0 0 0 3300 1.66 0.43 37.56 0| 0 0 0 3400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.96 0.30 35.92 0| 0 0 0 3600 0.51 0.19 34.38 0| 0 0 0 3800 0.25 0.11 33.13 0| 0 0 0 4000 Total 0| 0 59 0 Indicative a-t-m Vol 40.24 Underlying Price 32.250 Time to expiry: 113 Days Dec 10 24.28 1.00 92.00 0| 0 0 0 800 22.31 0.99 93.78 0| 0 0 0 1000 20.37 0.99 89.96 0| 0 0 0 1200 18.43 0.98 83.99 0| 0 0 0 1400 16.50 0.97 77.39 0| 0 0 0 1600 14.59 0.95 70.85 0| 0 0 0 1800 12.69 0.93 64.73 0| 0 1,080 0 2000 10.83 0.91 59.15 0| 0 0 0 2200 9.03 0.87 54.37 0| 0 291 0 2400 7.29 0.82 49.54 0| 0 121 0 2600 5.71 0.75 46.07 0| 0 2,535 0 2800 4.29 0.67 42.98 0| 0 2,293 0 3000 3.06 0.56 40.52 0| 0 10,212 0 3200 2.07 0.45 38.27 0| 0 4,936 0 3400 1.31 0.34 36.40 0| 1,300 9,368 +1,300 3600 0.79 0.78 0.23 35.00 0.79 S 0.79 S 2,500| 0 7,841 0 3800 0.45 0.48 0.16 34.62 0.45 0.44 40| 0 7,183 0 4000 0.26 0.10 33.98 0| 0 2,303 0 4200 0.15 0.06 33.86 0| 0 791 0 4400 0.06 0.03 34.54 0| 0 518 0 4800 0.02 0.01 39.00 0| 0 3,257 0 5600 0.01 0.01 42.50 0| 0 729 0 6000 0.01 0.00 44.43 0| 0 390 0 6400 0.01 0.00 45.32 0| 0 150 0 7000 Total 2,540| 1,300 53,998 +1,300 Indicative a-t-m Vol 40.92 Underlying Price 32.250 Time to expiry: 204 Days Mar 11 14.87 0.93 62.00 0| 0 0 0 1800 13.08 0.91 58.14 0| 0 0 0 2000 11.34 0.88 54.55 0| 0 0 0 2200 9.67 0.84 51.23 0| 0 0 0 2400 8.09 0.79 48.26 0| 0 0 0 2600 6.62 0.73 45.48 0| 0 71 0 2800 5.30 0.66 43.26 0| 0 84 0 3000 4.13 0.58 41.20 0| 23 1,330 +23 3200 3.09 0.49 38.98 0| 0 185 0 3400 2.26 0.41 37.41 0| 6 119 +6 3600 1.58 0.32 35.85 0| 0 78 0 3800 1.10 0.25 34.87 0| 0 1,027 0 4000 0.47 0.13 32.79 0| 0 3,091 0 4400 0.18 0.06 31.49 0| 0 104 0 4800 0.02 0.01 30.46 0| 0 105 0 5600 Total 0| 29 6,194 +29 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 40.83 Underlying Price 32.250 Time to expiry: 295 Days Jun 11 24.36 0.99 78.00 0| 0 0 0 800 22.44 0.99 73.53 0| 0 0 0 1000 20.54 0.98 69.11 0| 0 0 0 1200 18.68 0.96 64.97 0| 0 0 0 1400 16.85 0.94 61.17 0| 0 0 0 1600 15.07 0.92 57.70 0| 0 0 0 1800 13.34 0.89 54.55 0| 0 0 0 2000 11.67 0.86 51.69 0| 0 0 0 2200 10.09 0.82 49.09 0| 0 0 0 2400 7.21 0.72 44.42 0| 0 0 0 2800 5.96 0.65 42.66 0| 0 0 0 3000 4.84 0.59 41.10 0| 0 25 0 3200 3.80 0.52 38.97 0| 0 41 0 3400 2.95 0.44 37.50 0| 0 154 0 3600 2.25 0.37 36.23 0| 0 0 0 3800 1.67 0.30 35.07 0| 0 21 0 4000 0.83 0.18 32.74 0| 0 0 0 4400 0.37 0.10 30.87 0| 0 0 0 4800 0.02 0.01 26.89 0| 0 0 0 6000 Total 0| 0 241 0 Indicative a-t-m Vol 41.17 Underlying Price 32.250 Time to expiry: 477 Days Dec 11 22.63 0.97 70.00 0| 0 0 0 1000 20.85 0.96 66.29 0| 0 0 0 1200 19.07 0.94 62.08 0| 0 0 0 1400 17.34 0.92 58.37 0| 0 0 0 1600 15.66 0.90 55.11 0| 0 0 0 1800 14.03 0.87 52.25 0| 0 0 0 2000 12.49 0.84 49.69 0| 0 0 0 2200 11.05 0.80 47.66 0| 0 0 0 2400 8.40 0.71 43.96 0| 0 3,000 0 2800 6.17 0.61 41.29 0| 0 4,500 0 3200 4.44 0.50 39.28 0| 0 3,850 0 3600 3.12 0.40 37.83 0| 0 42 0 4000 1.48 0.23 36.20 0| 0 1,326 0 4800 0.53 0.10 36.00 0| 0 110 0 6000 Total 0| 0 12,828 0 Indicative a-t-m Vol 43.30 Underlying Price 32.250 Time to expiry: 659 Days Jun 12 17.87 0.91 58.51 0| 0 0 0 1600 14.89 0.86 54.20 0| 0 0 0 2000 13.52 0.82 52.32 0| 0 0 0 2200 12.14 0.79 50.27 0| 0 0 0 2400 9.74 0.72 47.28 0| 0 0 0 2800 7.47 0.63 43.51 0| 0 0 0 3200 5.52 0.54 40.21 0| 0 0 0 3600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.94 0.44 37.53 0| 0 0 0 4000 2.02 0.28 35.05 0| 0 0 0 4800 0.83 0.14 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.10 Underlying Price 32.250 Time to expiry: 848 Days Dec 12 21.47 0.94 64.62 0| 0 0 0 1200 18.36 0.90 58.21 0| 0 0 0 1600 15.56 0.85 54.06 0| 0 0 0 2000 12.99 0.79 50.43 0| 0 0 0 2400 10.66 0.72 47.28 0| 0 0 0 2800 8.38 0.64 43.30 0| 0 0 0 3200 6.43 0.56 40.15 0| 0 0 0 3600 4.75 0.47 37.24 0| 0 0 0 4000 3.56 0.39 35.72 0| 0 500 0 4400 2.65 0.32 34.57 0| 0 0 0 4800 1.39 0.19 34.98 0| 0 0 0 6000 Total 0| 0 500 0 Indicative a-t-m Vol 42.53 Underlying Price 32.250 Time to expiry: 1030 Days Jun 13 15.98 0.85 54.19 0| 0 0 0 2000 13.49 0.79 50.44 0| 0 0 0 2400 8.87 0.65 42.70 0| 0 0 0 3200 6.99 0.58 39.92 0| 0 0 0 3600 5.35 0.50 37.38 0| 0 0 0 4000 3.16 0.35 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 42.45 Underlying Price 32.250 Time to expiry: 1212 Days Dec 13 21.90 0.94 64.62 0| 0 0 0 1200 19.04 0.89 58.21 0| 0 0 0 1600 16.55 0.85 54.61 0| 0 0 0 2000 14.12 0.79 50.52 0| 0 0 0 2400 9.55 0.66 42.61 0| 0 0 0 3200 6.04 0.52 37.39 0| 0 0 0 4000 3.85 0.39 34.83 0| 0 0 0 4800 2.25 0.26 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.34 Underlying Price 32.250 Time to expiry: 1576 Days Dec 14 19.43 0.90 58.13 0| 0 0 0 1600 17.12 0.85 54.54 0| 0 0 0 2000 14.82 0.80 50.57 0| 0 0 0 2400 10.43 0.68 42.51 0| 0 0 0 3200 6.95 0.55 37.21 0| 0 0 0 4000 4.60 0.43 34.22 0| 0 0 0 4800 2.94 0.30 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 2,873| 1,493 122,137 +1,493 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 37.37 Underlying Price 32.250 Time to expiry: 22 Days Sep 10 0.01 0.00 68.00 0| 0 0 0 1800 0.01 0.00 64.54 0| 0 0 0 2000 0.01 0.00 60.07 0| 0 420 0 2200 0.02 -0.01 55.37 0| 0 352 0 2400 0.08 -0.05 53.10 0| 0 5,216 0 2600 0.19 -0.10 46.81 0| 0 3,538 0 2800 0.29 -0.15 43.59 0| 0 1 0 2900 0.54 0.47 -0.23 41.48 0.54 0.54 1| 0 539 0 3000 0.75 0.71 -0.33 39.40 0.75 0.75 50| 0 2,511 0 3100 1.09 -0.45 37.64 0| 0 6,302 0 3200 1.60 -0.58 36.55 0| 0 3,800 0 3300 2.25 -0.71 35.71 0| 1 1,826 +1 3400 3.01 -0.82 34.36 0| 0 10 0 3500 3.86 -0.90 32.96 0| 0 7,027 0 3600 5.77 -0.97 33.16 0| 0 368 0 3800 7.75 -1.00 29.20 0| 0 264 0 4000 9.75 -1.00 27.95 0| 0 76 0 4200 11.75 -1.00 27.14 0| 0 0 0 4400 15.75 -1.00 26.72 0| 0 0 0 4800 23.75 -1.00 30.00 0| 0 0 0 5600 Total 51| 1 32,250 +1 Indicative a-t-m Vol 38.76 Underlying Price 32.250 Time to expiry: 50 Days Oct 10 0.36 -0.11 51.38 0| 0 0 0 2600 0.61 -0.18 46.76 0| 0 1 0 2800 1.05 -0.30 42.62 0| 0 1,500 0 3000 1.35 -0.37 40.79 0| 0 0 0 3100 1.74 -0.45 39.16 0| 0 1,520 0 3200 2.21 -0.54 37.59 0| 0 101 0 3300 2.82 -0.62 37.04 0| 0 40 0 3400 3.48 -0.71 35.97 0| 0 0 0 3500 4.23 -0.78 34.87 0| 0 0 0 3600 5.92 -0.90 32.99 0| 0 0 0 3800 7.80 -0.96 32.60 0| 0 0 0 4000 9.77 -0.98 34.00 0| 0 0 0 4200 Total 0| 0 3,162 0 Indicative a-t-m Vol 40.08 Underlying Price 32.250 Time to expiry: 85 Days Nov 10 0.73 -0.16 50.53 0| 0 0 0 2600 1.08 -0.23 46.58 0| 0 0 0 2800 1.61 -0.32 43.17 0| 0 0 0 3000 1.96 -0.38 41.90 0| 0 0 0 3100 2.37 -0.44 40.57 0| 0 0 0 3200 2.81 -0.51 38.62 0| 0 0 0 3300 3.36 -0.58 37.56 0| 0 0 0 3400 4.66 -0.71 35.92 0| 0 0 0 3600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.21 -0.82 34.38 0| 0 0 0 3800 7.95 -0.90 33.13 0| 0 0 0 4000 Total 0| 0 0 0 Indicative a-t-m Vol 40.24 Underlying Price 32.250 Time to expiry: 113 Days Dec 10 0.01 0.00 92.00 0| 0 0 0 800 0.04 -0.01 93.78 0| 0 230 0 1000 0.09 -0.01 89.96 0| 0 100 0 1200 0.14 -0.02 83.99 0| 0 413 0 1400 0.21 -0.03 77.39 0| 0 150 0 1600 0.29 -0.05 70.85 0| 0 3,024 0 1800 0.39 -0.07 64.73 0| 0 6,055 0 2000 0.53 -0.09 59.15 0| 0 727 0 2200 0.72 -0.13 54.37 0| 0 8,350 0 2400 0.99 0.98 -0.18 49.54 0.99 S 0.99 S 2,500| 0 3,925 0 2600 1.39 -0.25 46.07 0| 0 10,153 0 2800 1.89 1.96 -0.33 42.98 1.90 Q 1.89 Q 1,550| 0 11,154 0 3000 2.67 2.73 -0.44 40.52 2.67 S 2.67 S 7,500| 0 17,353 0 3200 3.74 -0.55 38.27 0| 0 6,250 0 3400 4.98 -0.67 36.40 0| 0 4,574 0 3600 6.45 -0.77 35.00 0| 0 363 0 3800 8.15 -0.85 34.62 0| 0 1,834 0 4000 9.94 -0.91 33.98 0| 0 125 0 4200 11.84 -0.95 33.86 0| 0 51 0 4400 15.76 -0.99 34.54 0| 0 20 0 4800 23.75 -1.00 39.00 0| 0 50 0 5600 27.75 -1.00 42.50 0| 0 60 0 6000 31.75 -1.00 44.43 0| 0 20 0 6400 37.75 -1.00 45.32 0| 0 10 0 7000 Total 11,550| 0 74,991 0 Indicative a-t-m Vol 40.92 Underlying Price 32.250 Time to expiry: 204 Days Mar 11 0.54 -0.07 62.00 0| 0 226 0 1800 0.74 -0.09 58.14 0| 0 63 0 2000 0.99 -0.12 54.55 0| 0 160 0 2200 1.31 -0.16 51.23 0| 0 855 0 2400 1.72 -0.21 48.26 0| 0 150 0 2600 2.24 -0.27 45.48 0| 0 297 0 2800 2.92 -0.35 43.26 0| 0 173 0 3000 3.74 -0.42 41.20 0| 0 2,163 0 3200 4.69 -0.51 38.98 0| 0 208 0 3400 5.86 -0.60 37.41 0| 0 143 0 3600 7.18 -0.68 35.85 0| 0 1 0 3800 8.70 -0.76 34.87 0| 0 141 0 4000 12.08 -0.88 32.79 0| 0 0 0 4400 15.82 -0.95 31.49 0| 0 1 0 4800 23.75 -1.00 30.46 0| 0 0 0 5600 Total 0| 0 4,581 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 40.83 Underlying Price 32.250 Time to expiry: 295 Days Jun 11 0.09 -0.01 78.00 0| 0 0 0 800 0.17 -0.02 73.53 0| 0 0 0 1000 0.28 -0.03 69.11 0| 0 0 0 1200 0.41 -0.04 64.97 0| 0 0 0 1400 0.58 -0.06 61.17 0| 0 10 0 1600 0.80 -0.08 57.70 0| 0 50 0 1800 1.06 -0.11 54.55 0| 0 110 0 2000 1.39 -0.14 51.69 0| 0 0 0 2200 1.81 -0.19 49.09 0| 0 51 0 2400 2.92 -0.29 44.42 0| 0 29 0 2800 3.70 3.66 -0.35 42.66 3.70 3.70 15| 0 25 0 3000 4.54 -0.42 41.10 0| 19 40 +19 3200 5.49 -0.49 38.97 0| 0 17 0 3400 6.63 -0.56 37.50 0| 0 65 0 3600 7.92 -0.63 36.23 0| 0 34 0 3800 9.34 -0.70 35.07 0| 19 194 +19 4000 12.48 -0.82 32.74 0| 0 0 0 4400 16.00 -0.91 30.87 0| 0 0 0 4800 27.75 -1.00 26.89 0| 0 0 0 6000 Total 15| 38 625 +38 Indicative a-t-m Vol 41.17 Underlying Price 32.250 Time to expiry: 477 Days Dec 11 0.42 -0.03 70.00 0| 0 0 0 1000 0.62 -0.04 66.29 0| 0 0 0 1200 0.83 -0.06 62.08 0| 0 50 0 1400 1.07 -0.08 58.37 0| 0 7,502 0 1600 1.38 -0.11 55.11 0| 0 150 0 1800 1.72 -0.13 52.25 0| 0 50 0 2000 2.15 -0.17 49.69 0| 0 0 0 2200 2.68 -0.20 47.66 0| 0 2,000 0 2400 3.98 -0.29 43.96 0| 0 3,000 0 2800 5.71 -0.40 41.29 0| 0 2,005 0 3200 7.94 -0.51 39.28 0| 0 3,355 0 3600 10.58 -0.61 37.83 0| 0 0 0 4000 16.90 -0.78 36.20 0| 0 10 0 4800 27.95 -0.92 36.00 0| 0 0 0 6000 Total 0| 0 18,122 0 Indicative a-t-m Vol 43.30 Underlying Price 32.250 Time to expiry: 659 Days Jun 12 1.71 -0.10 58.51 0| 0 0 0 1600 2.68 -0.15 54.20 0| 0 0 0 2000 3.29 -0.18 52.32 0| 0 0 0 2200 3.88 -0.22 50.27 0| 0 0 0 2400 5.43 -0.29 47.28 0| 0 0 0 2800 7.11 -0.38 43.51 0| 0 0 0 3200 9.09 -0.47 40.21 0| 0 0 0 3600 11.45 -0.57 37.53 0| 0 0 0 4000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.41 -0.73 35.05 0| 0 0 0 4800 28.11 -0.89 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.10 Underlying Price 32.250 Time to expiry: 848 Days Dec 12 1.42 -0.07 64.62 0| 0 0 0 1200 2.23 -0.11 58.21 0| 0 0 0 1600 3.36 -0.16 54.06 0| 0 0 0 2000 4.69 -0.22 50.43 0| 0 500 0 2400 6.27 -0.29 47.28 0| 0 0 0 2800 7.88 -0.36 43.30 0| 0 0 0 3200 9.84 -0.45 40.15 0| 0 0 0 3600 12.07 -0.54 37.24 0| 0 0 0 4000 14.80 -0.62 35.72 0| 0 0 0 4400 17.81 -0.69 34.57 0| 0 1 0 4800 28.41 -0.84 34.98 0| 0 0 0 6000 Total 0| 0 501 0 Indicative a-t-m Vol 42.53 Underlying Price 32.250 Time to expiry: 1030 Days Jun 13 4.03 -0.16 54.19 0| 0 0 0 2000 5.43 -0.22 50.44 0| 0 0 0 2400 8.55 -0.36 42.70 0| 0 0 0 3200 10.54 -0.43 39.92 0| 0 0 0 3600 12.77 -0.51 37.38 0| 0 0 0 4000 18.30 -0.66 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 42.45 Underlying Price 32.250 Time to expiry: 1212 Days Dec 13 2.20 -0.08 64.62 0| 0 0 0 1200 3.20 -0.12 58.21 0| 0 0 0 1600 4.58 -0.16 54.61 0| 0 0 0 2000 5.99 -0.22 50.52 0| 0 0 0 2400 9.08 -0.34 42.61 0| 0 0 0 3200 13.24 -0.49 37.39 0| 0 0 0 4000 18.73 -0.63 34.83 0| 0 0 0 4800 28.82 -0.78 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.34 Underlying Price 32.250 Time to expiry: 1576 Days Dec 14 4.03 -0.12 58.13 0| 0 0 0 1600 5.51 -0.16 54.54 0| 0 0 0 2000 6.98 -0.21 50.57 0| 0 0 0 2400 10.08 -0.33 42.51 0| 0 0 0 3200 14.07 -0.46 37.21 0| 0 0 0 4000 19.22 -0.59 34.22 0| 0 0 0 4800 29.03 -0.74 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 11,616| 39 134,232 +39 Grand Total 14,489| 1,532 256,369 +1,532 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 37.37 Underlying Price 32.250 Time to expiry: 22 Days Sep 10 14.26 1.00 68.00 0| 0 0 0 1800 12.26 1.00 64.54 0| 0 0 0 2000 10.26 1.00 60.07 0| 0 32,500 0 2200 8.28 0.99 55.37 0| 0 0 0 2400 6.34 0.95 53.10 0| 0 0 0 2600 4.45 0.90 46.81 0| 0 0 0 2800 3.55 0.85 43.59 0| 0 0 0 2900 2.72 0.77 41.48 0| 0 0 0 3000 1.97 0.68 39.40 0| 0 0 0 3100 1.35 0.55 37.64 0| 0 90 0 3200 0.86 0.42 36.55 0| 0 0 0 3300 0.51 0.29 35.71 0| 0 400 0 3400 0.27 0.18 34.36 0| 0 0 0 3500 0.12 0.10 32.96 0| 0 400 0 3600 0.03 0.03 33.16 0| 0 400 0 3800 0.01 0.00 29.20 0| 0 20 0 4000 0.01 0.00 27.95 0| 0 0 0 4200 0.01 0.00 27.14 0| 0 702 0 4400 0.01 0.00 26.72 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 40.92 Underlying Price 32.250 Time to expiry: 204 Days Mar 11 20.41 0.98 73.86 0| 0 0 0 1200 18.53 0.97 70.11 0| 0 0 0 1400 16.66 0.95 66.04 0| 0 0 0 1600 14.83 0.93 62.00 0| 0 0 0 1800 13.05 0.91 58.14 0| 0 0 0 2000 11.31 0.88 54.55 0| 0 0 0 2200 9.64 0.84 51.23 0| 0 0 0 2400 8.06 0.79 48.26 0| 0 0 0 2600 6.59 0.73 45.48 0| 0 0 0 2800 5.28 0.65 43.26 0| 0 0 0 3000 4.11 0.58 41.20 0| 0 0 0 3200 3.07 0.49 38.98 0| 0 0 0 3400 2.24 0.41 37.41 0| 0 6 0 3600 1.58 0.32 35.85 0| 0 0 0 3800 1.10 0.25 34.87 0| 0 0 0 4000 0.47 0.13 32.79 0| 0 15 0 4400 0.18 0.06 31.49 0| 0 0 0 4800 0.02 0.01 30.46 0| 0 0 0 5600 0.01 0.00 30.61 0| 0 0 0 6000 Total 0| 0 21 0 Indicative a-t-m Vol 42.03 Underlying Price 32.250 Time to expiry: 386 Days Sep 11 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.86 0.87 56.44 0| 0 0 0 2000 10.94 0.80 52.37 0| 0 0 0 2400 8.09 0.71 46.55 0| 0 0 0 2800 5.66 0.60 42.25 0| 0 0 0 3200 3.76 0.48 38.73 0| 0 0 0 3600 2.38 0.36 36.60 0| 0 30 0 4000 0.82 0.16 33.29 0| 0 47 0 4800 0.24 0.06 34.23 0| 0 0 0 6000 Total 0| 0 77 0 Indicative a-t-m Vol 42.08 Underlying Price 32.250 Time to expiry: 568 Days Mar 12 14.86 0.85 56.49 0| 0 0 0 2000 12.10 0.79 52.45 0| 0 0 0 2400 9.23 0.71 46.06 0| 0 0 0 2800 6.90 0.62 42.31 0| 0 0 0 3200 4.91 0.52 38.70 0| 0 0 0 3600 3.44 0.41 36.54 0| 0 3 0 4000 1.39 0.22 32.30 0| 0 0 0 4800 Total 0| 0 3 0 Total Calls 0| 0 34,982 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 37.37 Underlying Price 32.250 Time to expiry: 22 Days Sep 10 0.01 0.00 68.00 0| 0 0 0 1800 0.01 0.00 64.54 0| 0 0 0 2000 0.01 0.00 60.07 0| 0 33,740 0 2200 0.02 -0.01 55.37 0| 0 1,106 0 2400 0.08 -0.05 53.10 0| 0 0 0 2600 0.19 -0.10 46.81 0| 0 260 0 2800 0.29 -0.15 43.59 0| 0 0 0 2900 0.47 -0.23 41.48 0| 0 50 0 3000 0.71 -0.32 39.40 0| 0 0 0 3100 1.09 -0.45 37.64 0| 0 45 0 3200 1.60 -0.58 36.55 0| 0 0 0 3300 2.25 -0.71 35.71 0| 0 0 0 3400 3.01 -0.82 34.36 0| 0 0 0 3500 3.86 -0.90 32.96 0| 0 0 0 3600 5.77 -0.97 33.16 0| 0 500 0 3800 7.74 -1.00 29.20 0| 0 785 0 4000 9.74 -1.00 27.95 0| 0 0 0 4200 11.74 -1.00 27.14 0| 0 35 0 4400 15.74 -1.00 26.72 0| 0 0 0 4800 23.73 -1.00 30.00 0| 0 0 0 5600 Total 0| 0 36,521 0 Indicative a-t-m Vol 40.92 Underlying Price 32.250 Time to expiry: 204 Days Mar 11 0.15 -0.02 73.86 0| 0 0 0 1200 0.25 -0.03 70.11 0| 0 0 0 1400 0.38 -0.05 66.04 0| 0 0 0 1600 0.54 -0.07 62.00 0| 0 0 0 1800 0.74 -0.09 58.14 0| 0 239 0 2000 0.99 -0.12 54.55 0| 0 0 0 2200 1.31 -0.16 51.23 0| 0 659 0 2400 1.72 -0.21 48.26 0| 0 750 0 2600 2.24 -0.27 45.48 0| 0 20 0 2800 2.92 -0.35 43.26 0| 0 0 0 3000 3.74 -0.42 41.20 0| 0 8 0 3200 4.69 -0.51 38.98 0| 0 0 0 3400 5.85 -0.59 37.41 0| 0 400 0 3600 7.18 -0.68 35.85 0| 0 0 0 3800 8.69 -0.75 34.87 0| 0 0 0 4000 12.03 -0.87 32.79 0| 0 0 0 4400 15.73 -0.94 31.49 0| 0 0 0 4800 23.53 -0.99 30.46 0| 0 0 0 5600 27.49 -1.00 30.61 0| 0 0 0 6000 Total 0| 0 2,076 0 Indicative a-t-m Vol 42.03 Underlying Price 32.250 Time to expiry: 386 Days Sep 11 1.61 -0.13 56.44 0| 0 0 0 2000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.64 -0.20 52.37 0| 0 0 0 2400 3.74 -0.29 46.55 0| 0 30 0 2800 5.27 -0.40 42.25 0| 0 0 0 3200 7.31 -0.52 38.73 0| 0 40 0 3600 9.89 -0.64 36.60 0| 0 0 0 4000 16.23 -0.84 33.29 0| 0 0 0 4800 27.50 -0.94 34.23 0| 0 0 0 6000 Total 0| 0 70 0 Indicative a-t-m Vol 42.08 Underlying Price 32.250 Time to expiry: 568 Days Mar 12 2.47 -0.15 56.49 0| 0 0 0 2000 3.63 -0.21 52.45 0| 0 0 0 2400 4.68 -0.29 46.06 0| 0 0 0 2800 6.28 -0.38 42.31 0| 0 0 0 3200 8.21 -0.48 38.70 0| 0 0 0 3600 10.66 -0.59 36.54 0| 0 0 0 4000 16.45 -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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 32.56 Underlying Price 19.505 Time to expiry: 22 Days Sep 10 6.51 1.00 39.95 0| 0 0 0 1300 5.51 1.00 38.86 0| 0 0 0 1400 4.51 1.00 37.81 0| 0 0 0 1500 3.52 0.99 36.79 0| 0 0 0 1600 2.55 0.94 35.82 0| 0 0 0 1700 1.67 0.83 34.89 0| 0 0 0 1800 1.28 0.75 34.31 0| 0 0 0 1850 0.94 0.64 34.01 0| 0 0 0 1900 0.64 0.52 32.55 0| 0 0 0 1950 0.44 0.40 33.17 0| 0 0 0 2000 0.28 0.29 32.77 0| 0 0 0 2050 0.16 0.19 32.38 0| 0 0 0 2100 0.09 0.12 32.01 0| 0 0 0 2150 0.05 0.07 31.64 0| 0 273 0 2200 0.02 0.04 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 34.26 Underlying Price 19.505 Time to expiry: 50 Days Oct 10 3.61 0.93 38.50 0| 0 0 0 1600 2.73 0.86 37.39 0| 0 0 0 1700 1.94 0.75 36.15 0| 0 0 0 1800 1.59 0.68 35.51 0| 0 0 0 1850 1.28 0.61 34.85 0| 0 0 0 1900 1.00 0.53 34.26 0| 0 0 0 1950 0.77 0.45 33.79 0| 0 0 0 2000 0.57 0.37 33.09 0| 0 0 0 2050 0.41 0.29 32.37 0| 0 0 0 2100 0.29 0.23 32.02 0| 0 0 0 2150 0.20 0.17 31.60 0| 0 0 0 2200 0.08 0.08 30.73 0| 0 0 0 2300 0.03 0.04 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 35.04 Underlying Price 19.505 Time to expiry: 85 Days Nov 10 3.84 0.86 41.75 0| 0 0 0 1600 3.02 0.79 39.68 0| 0 0 0 1700 2.27 0.71 37.73 0| 0 0 0 1800 1.94 0.65 36.83 0| 0 0 0 1850 1.62 0.60 35.89 0| 0 0 0 1900 1.34 0.54 35.04 0| 0 0 0 1950 1.10 0.48 34.57 0| 0 0 0 2000 0.67 0.35 32.36 0| 0 0 0 2100 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.40 0.24 31.55 0| 0 0 0 2200 0.21 0.15 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 35.94 Underlying Price 19.505 Time to expiry: 113 Days Dec 10 11.55 0.99 73.91 0| 0 0 0 800 7.68 0.95 58.39 0| 0 0 0 1200 6.74 0.93 54.50 0| 0 0 0 1300 5.82 0.91 50.84 0| 0 0 0 1400 4.92 0.87 47.45 0| 0 0 0 1500 4.06 0.83 44.34 0| 0 0 0 1600 3.25 0.77 41.52 0| 0 0 0 1700 2.52 0.69 38.99 0| 0 0 0 1800 1.87 0.60 36.73 0| 0 0 0 1900 1.34 0.49 35.19 0| 0 0 0 2000 0.85 0.38 32.35 0| 0 0 0 2100 0.55 0.28 31.51 0| 0 0 0 2200 0.32 0.19 30.25 0| 0 0 0 2300 0.18 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 34.67 Underlying Price 19.505 Time to expiry: 204 Days Mar 11 7.79 0.94 48.54 0| 0 0 0 1200 5.94 0.89 41.50 0| 0 0 0 1400 4.30 0.80 38.25 0| 0 0 0 1600 3.56 0.74 36.77 0| 0 0 0 1700 2.90 0.68 35.86 0| 0 0 0 1800 2.32 0.60 34.91 0| 0 0 0 1900 1.84 0.52 34.44 0| 0 0 0 2000 1.44 0.45 34.19 0| 0 0 0 2100 1.14 0.38 34.37 0| 0 0 0 2200 0.89 0.31 34.51 0| 0 0 0 2300 0.69 0.26 34.64 0| 0 0 0 2400 0.43 0.17 35.23 0| 0 0 0 2600 0.30 0.13 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.04 Underlying Price 19.505 Time to expiry: 295 Days Jun 11 11.60 0.99 50.06 0| 0 0 0 800 7.87 0.93 44.55 0| 0 0 0 1200 6.07 0.88 39.28 0| 0 0 0 1400 4.49 0.79 36.63 0| 0 0 0 1600 3.16 0.67 35.03 0| 0 0 0 1800 2.67 0.61 35.25 0| 0 0 0 1900 2.20 0.54 34.83 0| 0 0 0 2000 1.81 0.47 34.71 0| 0 0 0 2100 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.49 0.41 34.82 0| 0 0 0 2200 1.21 0.36 34.72 0| 0 0 0 2300 1.04 0.31 35.44 0| 0 0 0 2400 0.70 0.23 35.62 0| 0 0 0 2600 0.51 0.17 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.38 Underlying Price 19.505 Time to expiry: 477 Days Dec 11 8.06 0.91 42.95 0| 0 0 0 1200 6.42 0.84 39.49 0| 0 0 0 1400 4.93 0.76 36.66 0| 0 0 0 1600 3.73 0.66 35.34 0| 0 0 0 1800 2.85 0.56 35.39 0| 0 0 0 2000 1.85 0.44 31.87 0| 0 0 0 2200 1.26 0.34 30.88 0| 0 0 0 2400 0.77 0.19 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.55 Underlying Price 19.505 Time to expiry: 659 Days Jun 12 8.27 0.89 43.00 0| 0 0 0 1200 5.29 0.75 36.66 0| 0 0 0 1600 3.31 0.57 35.39 0| 0 0 0 2000 2.63 0.49 35.40 0| 0 0 0 2200 2.13 0.42 35.82 0| 0 0 0 2400 0.94 0.22 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Calls 0| 0 530 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 32.56 Underlying Price 19.505 Time to expiry: 22 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 -0.01 36.79 0| 0 0 0 1600 0.04 -0.06 35.82 0| 0 0 0 1700 0.16 -0.17 34.89 0| 0 0 0 1800 0.27 -0.25 34.31 0| 0 0 0 1850 0.43 -0.36 34.01 0| 0 0 0 1900 0.63 -0.48 32.55 0| 0 75 0 1950 0.93 -0.60 33.17 0| 0 250 0 2000 1.27 -0.71 32.77 0| 0 0 0 2050 1.65 -0.81 32.38 0| 0 10 0 2100 2.08 -0.88 32.01 0| 0 0 0 2150 2.54 -0.93 31.64 0| 0 0 0 2200 3.01 -0.96 31.28 0| 0 0 0 2250 3.50 -0.98 30.94 0| 0 175 0 2300 4.00 -0.99 30.60 0| 0 0 0 2350 4.50 -1.00 30.28 0| 0 0 0 2400 Total 0| 0 580 0 Indicative a-t-m Vol 34.26 Underlying Price 19.505 Time to expiry: 50 Days Oct 10 0.10 -0.07 38.50 0| 0 0 0 1600 0.22 -0.14 37.39 0| 0 0 0 1700 0.43 -0.25 36.15 0| 0 0 0 1800 0.57 -0.32 35.51 0| 0 0 0 1850 0.76 -0.39 34.85 0| 0 0 0 1900 0.98 -0.47 34.26 0| 0 0 0 1950 1.25 -0.55 33.79 0| 0 0 0 2000 1.55 -0.63 33.09 0| 0 0 0 2050 1.89 -0.71 32.37 0| 0 0 0 2100 2.27 -0.77 32.02 0| 0 0 0 2150 2.68 -0.83 31.60 0| 0 0 0 2200 3.57 -0.92 30.73 0| 0 0 0 2300 4.52 -0.97 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 35.04 Underlying Price 19.505 Time to expiry: 85 Days Nov 10 0.30 -0.14 41.75 0| 0 0 0 1600 0.48 -0.21 39.68 0| 0 0 0 1700 0.74 -0.29 37.73 0| 0 0 0 1800 0.90 -0.35 36.83 0| 0 0 0 1850 1.09 -0.40 35.89 0| 0 0 0 1900 1.30 -0.46 35.04 0| 0 0 0 1950 1.57 -0.52 34.57 0| 0 0 0 2000 2.13 -0.65 32.36 0| 0 0 0 2100 2.86 -0.76 31.55 0| 0 0 0 2200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.68 -0.85 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 35.94 Underlying Price 19.505 Time to expiry: 113 Days Dec 10 0.02 -0.01 71.99 0| 0 6 0 800 0.15 -0.05 58.39 0| 0 0 0 1200 0.20 -0.07 54.50 0| 0 0 0 1300 0.27 -0.09 50.48 0| 0 0 0 1400 0.37 -0.13 47.45 0| 0 0 0 1500 0.51 -0.17 44.34 0| 0 0 0 1600 0.70 -0.24 41.52 0| 0 0 0 1700 0.97 -0.31 38.99 0| 0 0 0 1800 1.32 -0.40 36.73 0| 0 0 0 1900 1.78 -0.51 35.19 0| 0 0 0 2000 2.29 -0.62 32.35 0| 0 0 0 2100 3.00 -0.72 31.51 0| 0 0 0 2200 3.77 -0.81 30.25 0| 0 0 0 2300 4.63 -0.88 29.42 0| 0 3 0 2400 6.51 -0.97 27.74 0| 0 0 0 2600 8.49 -1.00 27.01 0| 0 0 0 2800 Total 0| 0 9 0 Indicative a-t-m Vol 34.67 Underlying Price 19.505 Time to expiry: 204 Days Mar 11 0.23 -0.06 48.54 0| 0 0 0 1200 0.36 -0.11 41.50 0| 0 0 0 1400 0.71 -0.20 38.25 0| 0 0 0 1600 0.96 -0.26 36.77 0| 0 0 0 1700 1.31 -0.33 35.86 0| 0 0 0 1800 1.72 -0.40 34.91 0| 0 0 0 1900 2.24 -0.48 34.44 0| 0 0 0 2000 2.84 -0.56 34.19 0| 0 0 0 2100 3.54 -0.63 34.37 0| 0 0 0 2200 4.29 -0.69 34.51 0| 0 0 0 2300 5.09 -0.75 34.64 0| 0 0 0 2400 6.83 -0.83 35.23 0| 0 0 0 2600 8.70 -0.88 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.04 Underlying Price 19.505 Time to expiry: 295 Days Jun 11 0.05 -0.01 50.06 0| 0 0 0 800 0.35 -0.08 44.55 0| 0 0 0 1200 0.57 -0.14 39.28 0| 0 0 0 1400 1.02 -0.23 36.63 0| 0 0 0 1600 1.74 -0.35 35.03 0| 0 0 0 1800 2.26 -0.42 35.25 0| 0 0 0 1900 2.81 -0.48 34.83 0| 0 0 0 2000 3.44 -0.55 34.71 0| 0 0 0 2100 4.13 -0.60 34.82 0| 0 0 0 2200 4.85 -0.66 34.72 0| 0 0 0 2300 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.68 -0.70 35.44 0| 0 0 0 2400 7.34 -0.78 35.62 0| 0 0 0 2600 9.15 -0.83 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.38 Underlying Price 19.505 Time to expiry: 477 Days Dec 11 0.63 -0.11 42.95 0| 0 0 0 1200 1.00 -0.17 39.49 0| 0 0 0 1400 1.52 -0.25 36.66 0| 0 0 0 1600 2.33 -0.35 35.34 0| 0 0 0 1800 3.44 -0.45 35.39 0| 0 0 0 2000 4.43 -0.57 31.87 0| 0 0 0 2200 5.83 -0.67 30.88 0| 0 0 0 2400 13.28 -0.82 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.55 Underlying Price 19.505 Time to expiry: 659 Days Jun 12 1.00 -0.14 43.00 0| 0 0 0 1200 2.04 -0.27 36.66 0| 0 0 0 1600 4.05 -0.44 35.39 0| 0 0 0 2000 5.36 -0.52 35.40 0| 0 0 0 2200 6.83 -0.59 35.82 0| 0 0 0 2400 13.52 -0.78 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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 38.02 Underlying Price 28.685 Time to expiry: 22 Days Sep 10 8.70 0.99 60.00 0| 0 0 0 2000 6.72 0.98 52.86 0| 0 0 0 2200 5.74 0.97 49.63 0| 0 0 0 2300 4.81 0.93 50.79 0| 0 0 0 2400 3.00 0.83 44.13 0| 0 0 0 2600 2.19 0.74 41.43 0| 0 0 0 2700 1.51 0.62 39.72 0| 0 38 0 2800 0.93 0.47 37.25 0| 0 94 0 2900 0.67 0.54 0.33 36.23 0.67 0.67 23| 400 2,105 +371 3000 0.29 0.21 35.85 0| 0 139 0 3100 0.21 0.14 0.12 35.31 0.21 0.21 1| 1 6,996 0 3200 0.08 0.07 36.62 0| 0 190 0 3300 0.06 0.05 40.55 0| 6 4,786 0 3400 0.03 0.03 39.80 0| 0 4,023 0 3500 0.01 0.01 37.21 0| 0 6,638 0 3600 0.01 0.00 37.56 0| 0 3,226 0 3800 0.01 0.00 38.13 0| 0 1,188 0 4000 0.01 0.00 38.86 0| 0 7,060 0 4200 0.01 0.00 39.70 0| 0 2,101 0 4400 0.01 0.00 41.54 0| 0 2,684 0 4800 0.01 0.00 45.00 0| 0 229 0 5600 Total 24| 407 41,497 +371 Indicative a-t-m Vol 38.79 Underlying Price 28.685 Time to expiry: 50 Days Oct 10 6.00 0.90 51.15 0| 0 0 0 2300 5.10 0.86 48.25 0| 0 0 0 2400 3.32 3.45 0.75 43.85 3.32 3.32 8| 5 5 +5 2600 2.72 0.68 42.06 0| 0 0 0 2700 2.08 0.60 40.37 0| 56 91 +56 2800 1.50 0.50 38.09 0| 7 18 0 2900 1.06 0.40 37.06 0| 575 600 +575 3000 0.73 0.31 36.55 0| 0 42 0 3100 0.47 0.23 35.68 0| 0 95 0 3200 0.29 0.16 34.90 0| 0 114 0 3300 0.17 0.10 34.11 0| 0 1,361 0 3400 0.11 0.07 34.47 0| 0 310 0 3500 0.06 0.04 33.79 0| 0 643 0 3600 0.02 0.01 33.71 0| 0 70 0 3800 0.01 0.01 34.00 0| 0 210 0 4000 Total 8| 643 3,559 +636 Indicative a-t-m Vol 39.80 Underlying Price 28.685 Time to expiry: 85 Days Nov 10 6.32 0.85 49.68 0| 0 0 0 2300 5.48 0.81 47.76 0| 0 0 0 2400 4.09 3.94 0.72 43.95 4.09 4.09 31| 0 0 0 2600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.27 0.66 42.71 0| 0 0 0 2700 2.65 0.59 41.31 0| 0 0 0 2800 2.05 0.52 39.13 0| 0 0 0 2900 1.57 0.44 37.75 0| 0 0 0 3000 1.18 0.37 36.81 0| 0 60 0 3100 0.83 0.86 0.30 35.77 0.83 0.83 42| 0 0 0 3200 0.55 0.44 0.18 34.99 0.55 0.55 44| 0 0 0 3400 0.19 0.09 33.32 0| 0 77 0 3600 0.09 0.05 33.39 0| 0 0 0 3800 Total 117| 0 137 0 Indicative a-t-m Vol 39.23 Underlying Price 28.685 Time to expiry: 113 Days Dec 10 16.76 0.99 74.00 0| 0 0 0 1200 14.32 0.97 70.43 0| 0 0 0 1454 10.86 0.94 60.00 0| 0 0 0 1817 9.18 0.91 55.56 0| 0 0 0 2000 7.59 0.87 51.69 0| 0 3,000 0 2180 5.77 0.79 47.48 0| 0 0 0 2400 4.68 0.73 44.94 0| 0 6,000 0 2544 2.92 0.59 40.00 0| 0 0 0 2800 2.34 0.52 38.80 0| 0 386 0 2907 2.05 1.89 0.46 37.74 2.05 2.05 55| 50 862 -22 3000 0.96 0.93 0.29 35.22 0.96 0.96 1| 55 5,615 +11 3271 0.63 0.22 34.31 0| 0 10,811 0 3400 0.32 0.13 33.11 0| 0 3,334 0 3600 0.28 0.12 32.74 0| 0 5,201 0 3634 0.19 0.16 0.07 32.42 0.19 0.19 2| 0 4,955 0 3800 0.05 0.03 29.85 0| 0 9,756 0 3997 0.05 0.03 29.83 0| 0 5,565 0 4000 0.02 0.01 28.80 0| 0 2,550 0 4200 0.01 0.00 28.12 0| 0 3,051 0 4361 0.01 0.00 27.49 0| 0 8,082 0 4543 0.01 0.00 26.86 0| 0 1 0 4800 0.01 0.00 26.45 0| 0 1,101 0 5088 0.01 0.00 26.36 0| 0 51 0 5451 0.01 0.00 26.68 0| 0 0 0 5814 0.01 0.00 27.84 0| 0 2 0 6360 0.01 0.00 31.00 0| 0 1 0 7268 Total 58| 105 70,324 -11 Indicative a-t-m Vol 39.60 Underlying Price 28.685 Time to expiry: 204 Days Mar 11 9.64 0.87 52.00 0| 0 0 0 2000 8.00 0.82 48.73 0| 0 0 0 2200 6.47 0.76 45.79 0| 0 0 0 2400 5.06 0.69 42.88 0| 0 0 0 2600 3.83 0.60 40.49 0| 0 0 0 2800 2.75 0.50 37.92 0| 0 126 0 3000 1.96 1.91 0.40 36.14 1.96 1.96 58| 0 110 0 3200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.28 0.31 34.71 0| 0 871 0 3400 0.80 0.22 33.16 0| 0 1,183 0 3600 0.50 0.15 32.46 0| 0 903 0 3800 0.28 0.10 31.28 0| 0 1,410 0 4000 0.16 0.06 30.57 0| 0 30 0 4200 0.08 0.04 29.54 0| 0 178 0 4400 0.03 0.01 29.66 0| 0 113 0 4800 0.01 0.00 31.00 0| 0 158 0 5600 Total 58| 0 5,082 0 Indicative a-t-m Vol 40.03 Underlying Price 28.685 Time to expiry: 295 Days Jun 11 16.94 0.97 63.21 0| 0 0 0 1200 13.26 0.93 55.44 0| 0 0 0 1600 11.51 0.90 52.35 0| 0 0 0 1800 9.85 0.86 49.61 0| 0 0 0 2000 8.28 0.81 46.96 0| 0 0 0 2200 6.83 0.75 44.58 0| 0 0 0 2400 5.49 0.68 42.26 0| 0 0 0 2600 4.42 4.36 0.61 40.78 4.44 4.26 121| 0 25 0 2800 3.31 0.52 38.63 0| 2,000 2,000 +2,000 3000 2.46 0.44 37.00 0| 75 75 +49 3200 1.77 0.35 35.52 0| 0 31 0 3400 1.21 1.26 0.28 34.50 1.29 1.21 30| 75 92 0 3600 0.57 0.15 32.40 0| 0 285 0 4000 0.24 0.08 31.11 0| 0 276 0 4400 0.15 0.05 30.48 0| 0 5,276 0 4600 0.09 0.03 30.08 0| 0 4,173 0 4800 0.01 0.00 31.00 0| 0 50 0 6000 Total 151| 2,150 12,283 +2,049 Indicative a-t-m Vol 40.41 Underlying Price 28.685 Time to expiry: 477 Days Dec 11 17.00 0.97 58.00 0| 0 0 0 1200 13.53 0.91 53.25 0| 0 0 0 1600 11.92 0.88 51.09 0| 0 0 0 1800 10.35 0.84 48.56 0| 0 0 0 2000 8.92 0.79 46.44 0| 0 0 0 2200 7.58 0.73 44.21 0| 0 0 0 2400 5.27 0.61 40.91 0| 0 0 0 2800 3.47 0.48 38.02 0| 0 3 0 3200 2.16 0.35 35.76 0| 0 4,200 0 3600 1.26 0.24 33.74 0| 0 31,000 0 4000 0.29 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 40.98 Underlying Price 28.685 Time to expiry: 659 Days Jun 12 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.63 0.91 51.60 0| 0 0 0 1600 10.63 0.83 47.29 0| 0 0 0 2000 9.32 0.78 45.80 0| 0 0 0 2200 8.04 0.73 43.84 0| 0 0 0 2400 5.97 0.62 41.52 0| 0 0 0 2800 4.15 0.51 38.41 0| 0 0 0 3200 2.73 0.39 35.87 0| 0 0 0 3600 1.76 0.29 33.92 0| 0 0 0 4000 0.71 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 40.91 Underlying Price 28.685 Time to expiry: 848 Days Dec 12 13.78 0.90 50.14 0| 0 0 0 1600 10.93 0.82 46.50 0| 0 0 0 2000 8.55 0.73 43.79 0| 0 0 0 2400 6.55 0.63 41.39 0| 0 0 0 2800 4.79 0.53 38.60 0| 0 750 0 3200 3.39 0.42 36.31 0| 0 0 0 3600 2.43 0.34 35.10 0| 0 0 0 4000 1.15 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 40.45 Underlying Price 28.685 Time to expiry: 1030 Days Jun 13 11.02 0.82 46.30 0| 0 0 0 2000 8.70 0.73 43.31 0| 0 0 0 2400 6.73 0.64 40.79 0| 0 0 0 2800 5.13 0.54 38.79 0| 0 0 0 3200 3.77 0.45 36.70 0| 0 0 0 3600 2.81 0.37 35.54 0| 0 0 0 4000 1.53 0.23 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 40.74 Underlying Price 28.685 Time to expiry: 1212 Days Dec 13 13.87 0.90 49.00 0| 0 0 0 1600 11.33 0.81 46.39 0| 0 0 0 2000 9.06 0.73 43.22 0| 0 0 0 2400 5.63 0.56 38.99 0| 0 0 0 3200 3.35 0.40 36.03 0| 0 0 0 4000 1.93 0.27 34.11 0| 0 0 0 4800 0.88 0.14 32.52 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.69 Underlying Price 28.685 Time to expiry: 1576 Days Dec 14 11.46 0.82 46.20 0| 0 0 0 2000 9.33 0.74 43.10 0| 0 0 0 2400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 24 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.12 0.58 38.99 0| 0 0 0 3200 3.84 0.43 35.76 0| 0 0 0 4000 2.40 0.31 33.94 0| 0 0 0 4800 1.33 0.19 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 416| 3,305 195,835 +3,045 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 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 38.02 Underlying Price 28.685 Time to expiry: 22 Days Sep 10 0.01 -0.01 60.00 0| 0 200 0 2000 0.03 -0.02 52.86 0| 0 261 0 2200 0.05 -0.03 49.65 0| 0 0 0 2300 0.09 0.12 -0.07 50.79 0.09 0.09 5| 6 1,444 0 2400 0.28 0.31 -0.17 44.13 0.29 0.28 163| 115 807 0 2600 0.50 -0.26 41.43 0| 0 0 0 2700 0.82 -0.38 39.72 1,000| 25 9,845 -1,000 2800 1.09 1.24 -0.53 37.25 1.09 1.09 111| 132 2,298 +132 2900 1.85 -0.67 36.23 0| 6 5,392 -6 3000 2.60 -0.79 35.85 0| 0 247 0 3100 3.45 -0.88 35.31 0| 0 5,284 0 3200 4.39 -0.93 36.62 0| 0 100 0 3300 5.37 -0.95 40.55 0| 10 2,298 -10 3400 6.34 -0.98 39.80 0| 0 1,334 0 3500 7.32 -0.99 37.21 0| 0 1,376 0 3600 9.09 9.32 -1.00 37.56 9.09 9.09 14| 0 304 0 3800 11.32 -1.00 38.13 0| 0 30 0 4000 13.32 -1.00 38.86 0| 0 0 0 4200 15.32 -1.00 39.70 0| 0 0 0 4400 19.32 -1.00 41.54 0| 0 0 0 4800 27.32 -1.00 45.00 0| 0 0 0 5600 Total 1,293| 294 31,220 -884 Indicative a-t-m Vol 38.79 Underlying Price 28.685 Time to expiry: 50 Days Oct 10 0.30 -0.10 51.15 0| 0 0 0 2300 0.40 -0.14 48.25 0| 0 62 0 2400 0.74 -0.25 43.85 0| 239 261 +122 2600 1.02 -0.32 42.06 0| 0 0 0 2700 1.38 -0.40 40.37 0| 500 4,358 +500 2800 1.79 -0.50 38.09 0| 0 40 0 2900 2.35 -0.60 37.06 0| 0 2,461 0 3000 3.02 -0.69 36.55 0| 0 65 0 3100 3.77 -0.77 35.68 0| 77 139 +50 3200 4.59 -0.84 34.90 0| 0 62 0 3300 5.47 -0.90 34.11 0| 0 34 0 3400 6.41 -0.93 34.47 0| 0 10 0 3500 7.36 -0.96 33.79 0| 0 0 0 3600 9.32 -0.99 33.71 0| 0 0 0 3800 11.32 -1.00 34.00 0| 0 0 0 4000 Total 0| 816 7,492 +672 Indicative a-t-m Vol 39.80 Underlying Price 28.685 Time to expiry: 85 Days Nov 10 0.60 -0.15 49.68 0| 0 0 0 2300 0.76 -0.19 47.76 0| 0 38 0 2400 1.25 1.21 -0.28 43.95 1.25 1.25 46| 53 16 -23 2600 1.54 -0.34 42.71 0| 0 0 0 2700 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.92 -0.41 41.31 0| 0 0 0 2800 2.32 -0.48 39.13 0| 20 40 +20 2900 2.84 -0.56 37.75 0| 0 0 0 3000 3.45 -0.63 36.81 0| 0 0 0 3100 4.12 -0.71 35.77 0| 0 0 0 3200 5.72 -0.82 34.99 0| 0 0 0 3400 7.47 -0.91 33.32 0| 0 0 0 3600 9.37 -0.96 33.39 0| 0 0 0 3800 Total 46| 73 94 -3 Indicative a-t-m Vol 39.23 Underlying Price 28.685 Time to expiry: 113 Days Dec 10 0.05 -0.01 74.00 0| 0 54 0 1200 0.13 -0.03 70.43 0| 0 160 0 1454 0.30 -0.06 60.00 0| 0 139 0 1817 0.44 -0.09 55.56 0| 0 160 0 2000 0.65 -0.13 51.69 0| 0 3,242 0 2180 1.02 -0.21 47.48 0| 0 2,812 0 2400 1.37 -0.27 44.94 0| 0 1,336 0 2544 2.17 -0.41 40.00 0| 4,000 14,000 +2,872 2800 2.66 -0.48 38.80 0| 0 2,185 0 2907 3.13 -0.54 37.74 0| 0 7,166 0 3000 4.88 -0.71 35.22 0| 0 4,149 0 3271 5.88 -0.78 34.31 0| 0 5,857 0 3400 7.57 -0.88 33.11 0| 0 1,073 0 3600 7.87 -0.89 32.74 0| 0 1,237 0 3634 9.42 -0.93 32.42 0| 0 2,340 0 3800 11.30 -0.98 29.85 0| 0 20 0 3997 11.33 -0.98 29.83 0| 0 0 0 4000 13.32 -1.00 28.80 0| 0 0 0 4200 14.93 -1.00 28.12 0| 0 70 0 4361 16.75 -1.00 27.49 0| 0 60 0 4543 19.32 -1.00 26.86 0| 0 0 0 4800 22.20 -1.00 26.45 0| 0 10 0 5088 25.83 -1.00 26.36 0| 0 10 0 5451 29.46 -1.00 26.68 0| 0 10 0 5814 34.92 -1.00 27.84 0| 0 10 0 6360 44.00 -1.00 31.00 0| 0 10 0 7268 Total 0| 4,000 46,110 +2,872 Indicative a-t-m Vol 39.60 Underlying Price 28.685 Time to expiry: 204 Days Mar 11 0.87 -0.13 52.00 0| 0 605 0 2000 1.22 -0.18 48.73 0| 75 600 +48 2200 1.69 -0.24 45.79 0| 109 1,314 -100 2400 2.28 -0.32 42.88 0| 30 30 +30 2600 2.87 3.04 -0.40 40.49 2.87 2.87 30| 10 515 0 2800 3.95 -0.50 37.92 0| 0 1,577 0 3000 5.11 -0.60 36.14 0| 0 735 0 3200 6.48 -0.70 34.71 0| 0 647 0 3400 8.00 -0.78 33.16 0| 0 78 0 3600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 27 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.70 -0.85 32.46 0| 0 89 0 3800 11.49 -0.91 31.28 0| 0 300 0 4000 13.38 -0.95 30.57 0| 0 0 0 4200 15.32 -0.98 29.54 0| 0 0 0 4400 19.32 -1.00 29.66 0| 0 0 0 4800 27.32 -1.00 31.00 0| 0 0 0 5600 Total 30| 224 6,490 -22 Indicative a-t-m Vol 40.03 Underlying Price 28.685 Time to expiry: 295 Days Jun 11 0.30 -0.04 63.21 0| 0 464 0 1200 0.68 -0.09 55.44 0| 0 172 0 1600 0.97 -0.12 52.35 0| 0 195 0 1800 1.36 1.36 -0.16 49.61 1.36 1.33 38| 0 196 0 2000 1.83 -0.22 46.96 0| 83 97 +11 2200 2.42 -0.28 44.58 0| 0 3,842 0 2400 3.13 -0.35 42.26 0| 0 0 0 2600 4.05 -0.43 40.78 0| 0 1,150 0 2800 5.05 -0.51 38.63 0| 2,000 5,000 +2,000 3000 6.24 -0.59 37.00 0| 0 1,908 0 3200 7.58 -0.67 35.52 0| 0 110 0 3400 9.09 -0.74 34.50 0| 0 146 0 3600 12.43 -0.86 32.40 0| 0 254 0 4000 16.10 -0.93 31.11 0| 0 208 0 4400 18.00 -0.95 30.48 0| 0 0 0 4600 19.93 -0.97 30.08 0| 0 0 0 4800 31.75 -1.00 31.00 0| 0 0 0 6000 Total 38| 2,083 13,742 +2,011 Indicative a-t-m Vol 40.41 Underlying Price 28.685 Time to expiry: 477 Days Dec 11 0.54 -0.05 58.00 0| 0 0 0 1200 1.19 -0.11 53.25 0| 0 0 0 1600 1.62 -0.14 51.09 0| 0 0 0 1800 2.09 -0.19 48.56 0| 0 0 0 2000 2.68 -0.23 46.44 0| 0 0 0 2200 3.35 -0.29 44.21 0| 0 0 0 2400 5.06 -0.40 40.91 0| 0 2,000 0 2800 7.26 -0.53 38.02 0| 0 1,450 0 3200 9.93 -0.66 35.76 0| 0 4,500 0 3600 13.01 -0.77 33.74 0| 0 1,850 0 4000 22.00 -0.93 30.94 0| 0 0 0 5000 31.72 -0.98 31.00 0| 0 0 0 6000 41.58 -1.00 29.57 0| 0 0 0 7000 51.47 -1.00 30.00 0| 0 0 0 8000 Total 0| 0 9,800 0 Indicative a-t-m Vol 40.98 Underlying Price 28.685 Time to expiry: 659 Days Jun 12 1.75 -0.13 51.60 0| 0 0 0 1600 2.87 -0.21 47.29 0| 0 0 0 2000 3.61 -0.26 45.80 0| 0 0 0 2200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.36 -0.30 43.84 0| 0 0 0 2400 6.34 -0.41 41.52 0| 0 0 0 2800 8.52 -0.52 38.41 0| 0 0 0 3200 11.11 -0.63 35.87 0| 0 0 0 3600 14.10 -0.73 33.92 0| 0 0 0 4000 20.95 -0.87 31.96 0| 0 0 0 4800 32.20 -0.95 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.91 Underlying Price 28.685 Time to expiry: 848 Days Dec 12 2.12 -0.14 50.14 0| 0 0 0 1600 3.36 -0.21 46.50 0| 0 0 0 2000 5.01 -0.30 43.79 0| 0 0 0 2400 6.98 -0.39 41.39 0| 0 0 0 2800 9.17 -0.49 38.60 0| 0 750 0 3200 11.71 -0.59 36.31 0| 0 1,000 0 3600 14.68 -0.68 35.10 0| 0 0 0 4000 21.25 -0.82 32.83 0| 0 0 0 4800 32.24 -0.92 31.57 0| 0 0 0 6000 51.43 -0.98 30.98 0| 0 0 0 8000 Total 0| 0 1,750 0 Indicative a-t-m Vol 40.45 Underlying Price 28.685 Time to expiry: 1030 Days Jun 13 4.05 -0.23 46.30 0| 0 0 0 2000 5.75 -0.31 43.31 0| 0 0 0 2400 7.75 -0.40 40.79 0| 0 0 0 2800 10.08 -0.48 38.79 0| 0 0 0 3200 12.63 -0.57 36.70 0| 0 0 0 3600 15.56 -0.65 35.54 0| 0 0 0 4000 22.02 -0.78 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 40.74 Underlying Price 28.685 Time to expiry: 1212 Days Dec 13 2.94 -0.15 49.00 0| 0 0 0 1600 4.49 -0.22 46.39 0| 0 0 0 2000 6.18 -0.30 43.22 0| 0 0 0 2400 10.54 -0.46 38.99 0| 0 3 0 3200 15.96 -0.62 36.03 0| 0 0 0 4000 22.22 -0.74 34.11 0| 0 0 0 4800 32.64 -0.86 32.52 0| 0 0 0 6000 Total 0| 0 3 0 Indicative a-t-m Vol 40.69 Underlying Price 28.685 Time to expiry: 1576 Days Dec 14 5.34 -0.23 46.20 0| 0 0 0 2000 7.10 -0.30 43.10 0| 0 0 0 2400 11.52 -0.44 38.99 0| 0 0 0 3200 16.76 -0.59 35.76 0| 0 0 0 4000 22.82 -0.70 33.94 0| 0 0 0 4800 32.93 -0.82 33.00 0| 0 0 0 6000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 29 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 0 0 Total Puts 1,407| 7,490 116,701 +4,646 Grand Total 1,823| 10,795 312,536 +7,691 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 30 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 39.36 Underlying Price 28.685 Time to expiry: 22 Days Sep 10 16.70 1.00 136.55 0| 0 0 0 1200 14.16 1.00 107.66 0| 0 0 0 1454 10.53 1.00 72.20 0| 0 0 0 1817 8.70 0.99 60.00 0| 0 110 0 2000 6.92 0.98 53.58 0| 0 30 0 2180 5.74 0.97 49.63 0| 0 0 0 2300 4.81 0.93 50.79 0| 0 60 0 2400 3.46 0.87 43.85 0| 0 0 0 2544 2.19 0.74 41.43 0| 0 0 0 2700 1.51 0.62 39.72 0| 0 0 0 2800 0.96 0.47 39.16 0| 0 30 0 2907 0.54 0.33 36.23 0| 0 0 0 3000 0.36 0.23 37.98 0| 0 2,500 0 3089 0.14 0.12 35.31 0| 0 0 0 3200 0.10 0.09 37.35 0| 0 6,572 0 3271 0.06 0.05 40.55 0| 0 0 0 3400 0.03 0.03 37.14 0| 90 5,000 0 3452 0.03 0.03 39.80 0| 0 1,400 0 3500 0.01 0.01 37.25 0| 0 11,378 0 3634 0.01 0.00 37.56 0| 0 32,910 0 3800 0.01 0.00 38.13 0| 0 400 0 4000 0.01 0.00 38.44 0| 0 40 0 4088 0.01 0.00 38.86 0| 0 50 0 4200 0.01 0.00 39.53 0| 0 16 0 4361 0.01 0.00 40.34 0| 0 5,176 0 4543 0.01 0.00 41.54 0| 0 5,000 0 4800 0.01 0.00 42.48 0| 0 97 0 4997 0.01 0.00 44.58 0| 0 0 0 5451 0.01 0.00 46.50 0| 0 80 0 5905 Total 0| 90 70,849 0 Indicative a-t-m Vol 39.65 Underlying Price 28.685 Time to expiry: 204 Days Mar 11 16.78 0.98 62.73 0| 0 0 0 1200 14.42 0.96 60.60 0| 0 0 0 1454 11.16 0.91 55.05 0| 0 0 0 1817 9.59 0.87 52.00 0| 0 0 0 2000 8.12 0.83 49.07 0| 0 0 0 2180 6.43 0.76 45.79 0| 0 0 0 2400 5.40 0.71 43.67 0| 0 0 0 2544 3.81 0.60 40.49 0| 0 0 0 2800 3.21 0.54 39.18 0| 0 0 0 2907 2.73 0.50 37.92 0| 0 0 0 3000 1.66 0.36 35.63 0| 0 0 0 3271 1.13 0.28 34.21 0| 0 0 0 3452 0.73 0.21 32.99 0| 0 15 0 3634 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.50 0.15 32.46 0| 0 30 0 3800 0.28 0.10 31.28 0| 0 110 0 4000 0.22 0.08 30.84 0| 0 0 0 4088 0.16 0.06 30.57 0| 0 550 0 4200 0.10 0.04 30.09 0| 0 0 0 4361 0.06 0.03 29.81 0| 0 15 0 4543 0.03 0.01 29.66 0| 0 0 0 4800 0.02 0.01 29.75 0| 0 252 0 4997 0.01 0.00 30.52 0| 0 0 0 5451 0.01 0.00 32.01 0| 0 0 0 5905 Total 0| 0 972 0 Indicative a-t-m Vol 39.52 Underlying Price 28.685 Time to expiry: 386 Days Sep 11 16.17 0.96 54.44 0| 0 0 0 1200 14.02 0.93 54.16 0| 0 0 0 1454 11.12 0.86 51.32 0| 0 0 0 1817 9.76 0.82 49.49 0| 0 0 0 2000 8.50 0.78 47.63 0| 0 0 0 2180 7.04 0.72 45.37 0| 0 0 0 2400 6.14 0.67 43.93 0| 0 0 0 2544 4.03 0.55 39.00 0| 0 0 0 2907 2.38 0.40 34.89 0| 0 0 0 3271 1.34 0.27 32.70 0| 0 20 0 3634 0.68 0.17 30.66 0| 0 51 0 4000 0.24 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 38.88 Underlying Price 28.685 Time to expiry: 568 Days Mar 12 14.24 0.92 47.54 0| 0 0 0 1454 11.44 0.86 45.14 0| 0 0 0 1817 10.13 0.82 43.95 0| 0 0 0 2000 8.95 0.78 42.82 0| 0 0 0 2180 7.64 0.72 41.76 0| 0 0 0 2400 5.00 0.57 38.65 0| 0 0 0 2907 3.77 0.49 36.90 0| 0 0 0 3200 2.32 0.36 34.46 0| 0 0 0 3634 1.56 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 39.21 Underlying Price 28.685 Time to expiry: 757 Days Sep 12 13.71 0.90 47.93 0| 0 0 0 1454 11.15 0.83 45.44 0| 0 0 0 1817 9.97 0.79 44.15 0| 0 0 0 2000 8.91 0.75 43.18 0| 0 0 0 2180 7.71 0.70 42.15 0| 0 0 0 2400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.26 0.57 38.97 0| 0 0 0 2907 4.07 0.49 37.08 0| 0 0 0 3200 2.72 0.38 35.08 0| 0 0 0 3634 1.95 0.30 34.08 0| 0 0 0 4000 1.42 0.23 33.59 0| 0 0 0 4361 0.98 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 40.55 Underlying Price 28.685 Time to expiry: 932 Days Mar 13 14.24 0.89 48.76 0| 0 0 0 1454 11.87 0.83 46.55 0| 0 0 0 1817 10.73 0.79 45.28 0| 0 0 0 2000 9.74 0.76 44.31 0| 0 0 0 2180 8.55 0.71 42.94 0| 0 0 0 2400 6.23 0.60 40.36 0| 0 0 0 2907 5.00 0.53 38.29 0| 0 0 0 3200 3.62 0.43 36.50 0| 0 0 0 3634 2.73 0.36 35.33 0| 0 0 0 4000 2.07 0.29 34.54 0| 0 0 0 4361 1.58 0.24 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 41.48 Underlying Price 28.685 Time to expiry: 1121 Days Sep 13 12.84 0.85 48.70 0| 0 0 0 1600 10.56 0.78 46.26 0| 0 0 0 2000 8.54 0.70 43.82 0| 0 0 0 2400 5.33 0.54 39.82 0| 0 0 0 3200 3.08 0.38 36.42 0| 0 0 0 4000 1.89 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 42.28 Underlying Price 28.685 Time to expiry: 1303 Days Mar 14 13.51 0.85 50.12 0| 0 0 0 1600 11.19 0.78 46.50 0| 0 0 0 2000 9.34 0.71 44.80 0| 0 0 0 2400 6.11 0.56 40.50 0| 0 0 0 3200 3.78 0.42 37.18 0| 0 0 0 4000 2.50 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 43.18 Underlying Price 28.685 Time to expiry: 1485 Days Sep 14 11.06 0.78 48.90 0| 0 0 0 2000 9.17 0.71 45.87 0| 0 0 0 2400 6.14 0.57 41.28 0| 0 0 0 3200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.94 0.43 37.96 0| 0 0 0 4000 2.74 0.33 37.18 0| 0 0 0 4800 1.82 0.24 37.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.18 Underlying Price 28.685 Time to expiry: 1667 Days Mar 15 11.60 0.79 48.90 0| 0 0 0 2000 9.74 0.72 45.87 0| 0 0 0 2400 6.73 0.59 41.28 0| 0 0 0 3200 4.46 0.46 37.96 0| 0 0 0 4000 3.22 0.36 37.18 0| 0 0 0 4800 2.37 0.28 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 90 71,922 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 34 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 39.36 Underlying Price 28.685 Time to expiry: 22 Days Sep 10 0.01 0.00 136.55 0| 0 10 0 1200 0.01 0.00 107.66 0| 0 0 0 1454 0.01 0.00 72.20 0| 0 10 0 1817 0.01 -0.01 60.00 0| 0 30 0 2000 0.02 -0.02 53.58 0| 0 754 0 2180 0.05 -0.03 49.63 0| 0 0 0 2300 0.12 -0.07 50.79 0| 0 174 0 2400 0.21 -0.13 43.85 0| 0 100 0 2544 0.50 -0.26 41.43 0| 0 0 0 2700 0.81 -0.38 39.72 0| 0 0 0 2800 1.33 -0.53 39.16 0| 0 35 0 2907 1.84 -0.67 36.23 0| 0 120 0 3000 2.55 -0.77 37.98 0| 0 210 0 3089 3.45 -0.88 35.31 0| 0 0 0 3200 4.12 -0.91 37.35 0| 0 6,260 0 3271 5.37 -0.95 40.55 0| 0 0 0 3400 5.85 -0.97 37.14 0| 0 2,446 0 3452 6.33 -0.97 39.80 0| 0 0 0 3500 7.65 -0.99 37.25 0| 0 640 0 3634 9.31 -1.00 37.56 0| 220 32,540 -25 3800 11.30 -1.00 38.13 0| 0 0 0 4000 12.18 -1.00 38.44 0| 0 40 0 4088 13.30 -1.00 38.86 0| 0 405 0 4200 14.91 -1.00 39.53 0| 0 0 0 4361 16.73 -1.00 40.34 0| 0 5,000 0 4543 19.30 -1.00 41.54 0| 0 100 0 4800 21.27 -1.00 42.48 0| 0 500 0 4997 25.81 -1.00 44.58 0| 0 170 0 5451 30.35 -1.00 46.50 0| 0 0 0 5905 Total 0| 220 49,544 -25 Indicative a-t-m Vol 39.65 Underlying Price 28.685 Time to expiry: 204 Days Mar 11 0.10 -0.02 62.73 0| 0 400 0 1200 0.26 -0.04 60.60 0| 0 0 0 1454 0.62 -0.09 55.05 0| 0 0 0 1817 0.87 -0.13 52.00 0| 0 400 0 2000 1.18 -0.17 49.07 0| 0 117 0 2180 1.69 -0.24 45.79 0| 0 484 0 2400 2.09 -0.29 43.67 0| 0 500 0 2544 3.04 -0.40 40.49 0| 0 30 0 2800 3.51 -0.46 39.18 0| 0 0 0 2907 3.95 -0.50 37.92 0| 0 20 0 3000 5.58 -0.64 35.63 0| 0 241 0 3271 6.85 -0.72 34.21 0| 0 3,770 0 3452 8.26 -0.79 32.99 0| 0 500 0 3634 9.68 -0.85 32.46 0| 220 500 0 3800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.46 -0.90 31.28 0| 0 0 0 4000 12.27 -0.92 30.84 0| 0 0 0 4088 13.32 -0.94 30.57 0| 0 0 0 4200 14.86 -0.96 30.09 0| 0 0 0 4361 16.63 -0.97 29.81 0| 0 1,000 0 4543 19.16 -0.99 29.66 0| 0 0 0 4800 21.11 -0.99 29.75 0| 0 0 0 4997 25.61 -1.00 30.52 0| 0 0 0 5451 30.13 -1.00 32.01 0| 0 0 0 5905 Total 0| 220 7,962 0 Indicative a-t-m Vol 39.52 Underlying Price 28.685 Time to expiry: 386 Days Sep 11 0.28 -0.04 54.44 0| 0 0 0 1200 0.63 -0.07 54.16 0| 0 0 0 1454 1.32 -0.14 51.32 0| 0 0 0 1817 1.77 -0.18 49.49 0| 0 0 0 2000 2.28 -0.22 47.63 0| 0 0 0 2180 3.00 -0.28 45.37 0| 0 0 0 2400 3.52 -0.33 43.93 0| 0 40 0 2544 5.00 -0.45 39.00 0| 700 700 +700 2907 6.94 -0.60 34.89 0| 300 300 +300 3271 9.49 -0.73 32.70 0| 0 0 0 3634 12.45 -0.83 30.66 0| 0 20 0 4000 17.36 -0.93 29.00 0| 0 0 0 4543 26.14 -0.98 28.81 0| 0 0 0 5451 Total 0| 1,000 1,060 +1,000 Indicative a-t-m Vol 38.88 Underlying Price 28.685 Time to expiry: 568 Days Mar 12 0.76 -0.08 47.54 0| 0 0 0 1454 1.51 -0.14 45.14 0| 0 0 0 1817 2.00 -0.18 43.95 0| 0 90 0 2000 2.58 -0.22 42.82 0| 0 0 0 2180 3.43 -0.28 41.76 0| 0 0 0 2400 5.76 -0.43 38.65 0| 0 0 0 2907 7.40 -0.51 36.90 0| 0 0 0 3200 10.21 -0.64 34.46 0| 0 0 0 3634 13.04 -0.73 33.48 0| 0 0 0 4000 17.67 -0.83 32.94 0| 0 0 0 4543 26.05 -0.92 32.51 0| 0 0 0 5451 Total 0| 0 90 0 Indicative a-t-m Vol 39.21 Underlying Price 28.685 Time to expiry: 757 Days Sep 12 1.27 -0.10 47.93 0| 0 0 0 1454 2.23 -0.17 45.44 0| 0 0 0 1817 2.83 -0.21 44.15 0| 0 0 0 2000 3.52 -0.25 43.18 0| 0 0 0 2180 4.46 -0.30 42.15 0| 0 0 0 2400 6.94 -0.43 38.97 0| 0 0 0 2907 8.60 -0.51 37.08 0| 0 0 0 3200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.46 -0.62 35.08 0| 0 0 0 3634 14.25 -0.70 34.08 0| 0 0 0 4000 17.22 -0.77 33.59 0| 0 0 0 4361 21.05 -0.83 33.29 0| 0 0 0 4800 27.00 -0.88 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.55 Underlying Price 28.685 Time to expiry: 932 Days Mar 13 1.66 -0.11 48.76 0| 0 0 0 1454 2.78 -0.17 46.55 0| 0 0 0 1817 3.40 -0.21 45.28 0| 0 0 0 2000 4.14 -0.24 44.31 0| 0 0 0 2180 5.07 -0.29 42.94 0| 0 0 0 2400 7.63 -0.40 40.36 0| 0 0 0 2907 9.21 -0.47 38.29 0| 0 0 0 3200 12.01 -0.57 36.50 0| 0 150 0 3634 14.65 -0.64 35.33 0| 0 0 0 4000 17.46 -0.71 34.54 0| 0 0 0 4361 21.20 -0.76 34.58 0| 0 0 0 4800 26.95 -0.83 34.67 0| 0 0 0 5451 Total 0| 0 150 0 Indicative a-t-m Vol 41.48 Underlying Price 28.685 Time to expiry: 1121 Days Sep 13 2.71 -0.15 48.70 0| 0 0 0 1600 4.25 -0.22 46.26 0| 0 0 0 2000 6.02 -0.30 43.82 0| 0 150 0 2400 10.42 -0.46 39.82 0| 0 0 0 3200 15.78 -0.62 36.42 0| 0 0 0 4000 22.20 -0.74 35.52 0| 0 0 0 4800 32.82 -0.83 36.08 0| 0 0 0 6000 Total 0| 0 150 0 Indicative a-t-m Vol 42.28 Underlying Price 28.685 Time to expiry: 1303 Days Mar 14 3.16 -0.15 49.81 0| 0 0 0 1600 4.63 -0.22 46.50 0| 0 0 0 2000 6.53 -0.29 44.80 0| 0 0 0 2400 10.82 -0.44 40.50 0| 0 0 0 3200 16.00 -0.58 37.18 0| 0 0 0 4000 22.24 -0.69 36.20 0| 0 0 0 4800 32.61 -0.79 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.18 Underlying Price 28.685 Time to expiry: 1485 Days Sep 14 5.54 -0.22 48.90 0| 0 0 0 2000 7.35 -0.29 45.87 0| 0 0 0 2400 11.74 -0.43 41.28 0| 0 0 0 3200 16.95 -0.57 37.96 0| 0 0 0 4000 23.16 -0.67 37.18 0| 0 0 0 4800 33.36 -0.76 37.86 0| 0 0 0 6000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 37 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 0 0 Indicative a-t-m Vol 43.18 Underlying Price 28.685 Time to expiry: 1667 Days Mar 15 5.80 -0.21 48.90 0| 0 0 0 2000 7.58 -0.28 45.87 0| 0 0 0 2400 11.88 -0.41 41.28 0| 0 0 0 3200 16.91 -0.54 37.96 0| 0 0 0 4000 22.97 -0.64 37.18 0| 0 0 0 4800 33.08 -0.72 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 1,440 58,956 +975 Grand Total 0| 1,530 130,878 +975 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 38 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 24.96 Underlying Price 44.660 Time to expiry: 22 Days Sep 10 12.68 1.00 51.00 0| 0 0 0 3200 8.72 0.98 44.79 0| 0 0 0 3600 6.74 0.96 37.25 0| 0 0 0 3800 4.80 0.92 31.66 0| 0 0 0 4000 2.99 0.82 28.00 0| 0 8 0 4200 1.97 2.19 0.73 26.69 2.10 1.97 118| 0 0 0 4300 1.43 1.50 0.61 25.43 1.43 1.43 1| 75 175 0 4400 0.93 0.96 0.47 24.72 0.93 0.93 54| 75 731 -13 4500 0.42 0.55 0.32 23.97 0.42 0.42 10| 103 798 -49 4600 0.28 0.20 23.19 0| 0 1,802 0 4700 0.13 0.11 22.77 0| 126 7,483 +51 4800 0.06 0.05 22.48 0| 0 205 -10 4900 0.02 0.02 22.40 0| 0 11,284 0 5000 0.01 0.01 25.55 0| 0 6,796 0 5200 0.01 0.00 21.21 0| 0 5,874 0 5600 0.01 0.00 21.56 0| 0 5,200 0 6000 0.01 0.00 22.55 0| 0 71 0 6400 0.01 0.00 25.85 0| 0 19 0 7200 0.01 0.00 30.00 0| 0 0 0 8000 Total 183| 379 40,446 -21 Indicative a-t-m Vol 25.33 Underlying Price 44.660 Time to expiry: 50 Days Oct 10 6.92 0.91 33.18 0| 0 0 0 3800 5.11 0.85 30.42 0| 0 0 0 4000 3.46 0.74 28.02 0| 0 78 0 4200 2.73 0.67 26.83 0| 0 0 0 4300 2.08 0.58 25.86 0| 0 201 0 4400 1.38 1.53 0.49 25.06 1.38 1.38 25| 0 49 0 4500 0.90 1.07 0.39 24.28 1.04 0.90 86| 4 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 0.18 0.18 0.10 22.90 0.18 0.18 25| 60 278 0 5000 0.06 0.04 22.47 0| 0 174 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 136| 64 3,380 0 Indicative a-t-m Vol 26.14 Underlying Price 44.660 Time to expiry: 85 Days Nov 10 7.22 0.87 32.31 0| 0 0 0 3800 5.51 0.80 30.11 0| 0 0 0 4000 3.91 3.97 0.70 28.19 3.91 3.91 50| 0 0 0 4200 3.29 0.64 27.37 0| 0 0 0 4300 2.66 0.58 26.52 0| 0 0 0 4400 2.12 0.51 25.95 0| 0 75 0 4500 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.65 0.43 25.41 0| 76 176 +76 4600 1.25 0.36 24.82 0| 75 75 +75 4700 0.80 0.93 0.30 24.46 0.80 0.80 20| 24 24 +24 4800 0.24 0.10 23.45 0| 0 56 0 5200 0.04 0.02 22.21 0| 0 0 0 5600 Total 70| 175 406 +175 Indicative a-t-m Vol 26.34 Underlying Price 44.660 Time to expiry: 113 Days Dec 10 20.79 0.99 53.38 0| 0 0 0 2400 12.97 0.95 39.19 0| 0 0 0 3200 9.22 0.89 33.93 0| 0 0 0 3600 5.81 0.78 29.85 0| 0 5 0 4000 4.32 0.69 28.21 0| 0 0 0 4200 2.90 3.05 0.58 26.74 2.90 2.90 2| 0 4,214 0 4400 1.90 2.00 0.45 25.51 1.97 1.90 267| 0 3,567 0 4600 1.16 1.25 0.33 24.66 1.16 1.16 4| 1,000 13,602 +1,000 4800 0.71 0.72 0.22 23.92 0.71 0.71 50| 50 7,922 +50 5000 0.41 0.40 0.14 23.46 0.41 0.40 100| 178 4,403 +123 5200 0.11 0.05 23.22 0| 0 13,678 0 5600 0.01 0.01 21.36 0| 0 7,025 0 6000 0.01 0.00 20.75 0| 0 1,177 0 6400 0.01 0.00 20.23 0| 0 144 0 7000 0.01 0.00 20.13 0| 0 20 0 8000 0.01 0.00 20.67 0| 0 4 0 9000 0.01 0.00 24.35 0| 0 0 0 12000 0.01 0.00 31.00 0| 0 0 0 16000 Total 423| 1,228 55,761 +1,173 Indicative a-t-m Vol 26.80 Underlying Price 44.660 Time to expiry: 204 Days Mar 11 13.36 0.92 36.56 0| 0 0 0 3200 9.84 0.85 32.81 0| 0 0 0 3600 6.68 0.74 29.70 0| 0 122 0 4000 5.28 0.66 28.35 0| 0 0 0 4200 4.07 0.58 27.24 0| 0 393 0 4400 2.98 0.49 25.91 0| 0 500 0 4600 2.12 0.40 24.98 0| 75 2,279 -17 4800 0.97 0.23 23.62 0| 0 1,377 0 5200 0.40 0.12 22.95 0| 0 2,064 0 5600 0.16 0.05 22.66 0| 0 1,719 0 6000 0.07 0.03 23.36 0| 0 224 0 6400 0.02 0.01 24.80 0| 0 204 0 7200 0.01 0.00 28.00 0| 0 0 0 8000 Total 0| 75 8,882 -17 Indicative a-t-m Vol 26.65 Underlying Price 44.660 Time to expiry: 295 Days Jun 11 20.94 0.98 40.63 0| 0 0 0 2400 13.42 0.92 33.99 0| 0 0 0 3200 9.95 0.85 31.16 0| 0 0 0 3600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.87 0.74 28.85 0| 0 8 0 4000 5.54 0.66 27.92 0| 0 0 0 4200 4.40 4.35 0.59 26.96 4.40 4.30 Q 751| 15 216 +15 4400 3.32 0.50 26.02 0| 0 18 0 4600 2.47 0.42 25.27 0| 0 1,826 0 4800 1.21 1.28 0.26 24.19 1.21 1.17 125| 0 1,303 0 5200 0.58 0.63 0.15 23.73 0.58 0.58 50| 0 202 0 5600 0.29 0.08 23.39 0| 0 2,308 0 6000 0.14 0.04 23.52 0| 0 27 0 6400 0.03 0.01 23.24 0| 0 0 0 7200 0.01 0.00 24.00 0| 0 50 0 8000 Total 926| 15 5,958 +15 Indicative a-t-m Vol 26.56 Underlying Price 44.660 Time to expiry: 477 Days Dec 11 21.04 0.97 41.06 0| 0 0 0 2400 13.76 0.89 34.55 0| 0 0 0 3200 7.53 0.71 29.27 0| 0 3,003 0 4000 5.05 0.58 26.92 0| 0 2,038 0 4400 3.09 0.43 24.71 0| 0 138 0 4800 2.35 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 26.70 Underlying Price 44.660 Time to expiry: 659 Days Jun 12 21.07 0.97 41.42 0| 0 0 0 2400 13.96 0.88 35.51 0| 0 0 0 3200 7.97 0.70 30.01 0| 0 0 0 4000 5.44 0.58 27.03 0| 0 0 0 4400 3.54 0.45 25.02 0| 0 0 0 4800 1.41 0.23 23.21 0| 0 0 0 5600 0.88 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 26.93 Underlying Price 44.660 Time to expiry: 848 Days Dec 12 21.14 0.97 41.47 0| 0 0 0 2400 14.25 0.86 35.84 0| 0 0 0 3200 8.41 0.68 30.12 0| 0 0 0 4000 5.98 0.57 27.26 0| 0 500 0 4400 4.09 0.46 25.23 0| 0 50 0 4800 3.34 0.40 24.58 0| 0 750 0 5000 1.90 0.26 23.58 0| 0 4,650 0 5600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 41 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.30 0.20 23.21 0| 0 3,556 0 6000 0.33 0.06 24.70 0| 0 0 0 8000 0.09 0.02 29.59 0| 0 0 0 12000 Total 0| 0 9,506 0 Indicative a-t-m Vol 27.22 Underlying Price 44.660 Time to expiry: 1030 Days Jun 13 14.21 0.86 36.35 0| 0 0 0 3200 8.50 0.68 30.42 0| 0 0 0 4000 6.12 0.57 27.56 0| 0 0 0 4400 4.26 0.46 25.47 0| 0 0 0 4800 1.53 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 27.79 Underlying Price 44.660 Time to expiry: 1212 Days Dec 13 21.13 0.97 42.00 0| 0 0 0 2400 14.41 0.85 36.42 0| 0 0 0 3200 8.85 0.67 30.55 0| 0 0 0 4000 4.69 0.47 25.81 0| 0 251 0 4800 1.83 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 28.34 Underlying Price 44.660 Time to expiry: 1576 Days Dec 14 14.47 0.85 37.00 0| 0 0 0 3200 9.06 0.68 30.90 0| 0 0 0 4000 5.15 0.48 26.50 0| 0 0 0 4800 2.09 0.26 23.41 0| 0 0 0 6000 0.90 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 1,738| 1,936 139,929 +1,325 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 42 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 24.96 Underlying Price 44.660 Time to expiry: 22 Days Sep 10 0.01 0.00 51.00 0| 0 246 0 3200 0.05 -0.02 44.79 0| 0 399 0 3600 0.07 -0.04 37.25 0| 0 151 0 3800 0.12 -0.08 31.66 0| 0 2,641 0 4000 0.32 0.32 -0.18 28.00 0.42 0.32 54| 0 1,027 0 4200 0.65 0.52 -0.27 26.69 0.65 0.50 140| 0 0 0 4300 0.96 0.82 -0.39 25.43 0.96 0.82 4,723| 48 12,749 0 4400 1.28 -0.53 24.72 0| 139 909 +139 4500 2.05 1.88 -0.68 23.97 2.05 2.05 48| 0 4,391 0 4600 2.70 2.61 -0.80 23.19 2.70 2.70 75| 0 111 0 4700 3.46 -0.89 22.77 0| 0 7,067 0 4800 4.39 -0.95 22.48 0| 0 152 0 4900 5.35 -0.98 22.40 0| 0 8,235 0 5000 7.34 -0.99 25.55 0| 0 2,710 0 5200 11.34 -1.00 21.21 0| 0 2,038 0 5600 15.34 -1.00 21.56 0| 0 8 0 6000 19.34 -1.00 22.55 0| 0 200 0 6400 27.34 -1.00 25.85 0| 0 0 0 7200 35.34 -1.00 30.00 0| 0 0 0 8000 Total 5,040| 187 43,034 +139 Indicative a-t-m Vol 25.33 Underlying Price 44.660 Time to expiry: 50 Days Oct 10 0.23 -0.09 33.18 0| 0 75 0 3800 0.42 -0.15 30.42 0| 0 136 0 4000 0.77 -0.26 28.02 0| 40 274 0 4200 1.01 1.03 -0.33 26.83 1.01 1.01 48| 0 0 0 4300 1.39 -0.42 25.86 0| 115 235 +18 4400 1.84 -0.51 25.06 0| 0 105 0 4500 2.38 -0.61 24.28 0| 0 152 0 4600 3.30 3.03 -0.70 23.72 3.30 3.30 48| 0 116 0 4700 3.78 -0.78 23.44 0| 0 244 0 4800 4.60 -0.85 22.98 0| 0 31 0 4900 5.49 -0.90 22.90 0| 0 0 0 5000 7.38 -0.97 22.47 0| 0 0 0 5200 11.34 -1.00 23.09 0| 0 0 0 5600 15.34 -1.00 25.00 0| 0 0 0 6000 Total 96| 155 1,368 +18 Indicative a-t-m Vol 26.14 Underlying Price 44.660 Time to expiry: 85 Days Nov 10 0.50 -0.13 32.31 0| 75 75 0 3800 0.86 0.79 -0.20 30.11 0.86 0.86 1,015| 0 140 0 4000 1.26 1.25 -0.30 28.19 1.26 Q 1.26 Q 4,632| 0 42 0 4200 1.56 -0.36 27.37 0| 0 0 0 4300 1.93 -0.42 26.52 0| 1 152 +1 4400 2.39 -0.49 25.95 0| 0 76 0 4500 2.92 -0.57 25.41 0| 0 76 0 4600 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.52 -0.64 24.82 0| 0 0 0 4700 4.20 -0.71 24.46 0| 0 0 0 4800 7.52 -0.90 23.45 0| 0 0 0 5200 11.35 -0.99 22.21 0| 0 0 0 5600 Total 5,647| 76 561 +1 Indicative a-t-m Vol 26.34 Underlying Price 44.660 Time to expiry: 113 Days Dec 10 0.06 -0.01 53.38 0| 0 523 0 2400 0.22 -0.05 39.19 0| 0 1,815 0 3200 0.47 -0.11 33.93 0| 0 4,892 0 3600 1.04 1.05 -0.22 29.85 1.04 1.04 1,044| 75 11,641 -75 4000 1.55 -0.31 28.21 0| 3 218 0 4200 2.28 2.28 -0.43 26.74 2.38 2.28 350| 0 22,396 0 4400 3.23 -0.55 25.51 0| 0 3,545 0 4600 4.49 -0.67 24.66 0| 1,000 10,972 +500 4800 5.96 -0.78 23.92 0| 0 10,497 0 5000 7.64 -0.87 23.46 0| 0 3,697 0 5200 11.38 -0.96 23.22 0| 0 8,729 0 5600 15.34 -1.00 21.36 0| 0 2,452 0 6000 19.34 -1.00 20.75 0| 0 0 0 6400 25.34 -1.00 20.23 0| 0 0 0 7000 35.34 -1.00 20.13 0| 0 0 0 8000 45.34 -1.00 20.67 0| 0 0 0 9000 75.34 -1.00 24.35 0| 0 0 0 12000 115.34 -1.00 31.00 0| 0 50 0 16000 Total 1,394| 1,078 81,427 +425 Indicative a-t-m Vol 26.80 Underlying Price 44.660 Time to expiry: 204 Days Mar 11 0.53 -0.08 36.56 0| 0 251 0 3200 0.99 -0.15 32.81 0| 0 7,035 0 3600 1.81 -0.27 29.70 0| 0 5,432 0 4000 2.41 -0.34 28.35 0| 0 72 0 4200 3.19 -0.42 27.24 0| 0 2,656 0 4400 4.10 -0.51 25.91 0| 0 7,658 0 4600 5.23 -0.61 24.98 0| 0 3,007 0 4800 8.10 -0.78 23.62 0| 0 2,151 0 5200 11.56 -0.90 22.95 0| 0 71 0 5600 15.37 -0.97 22.66 0| 0 0 0 6000 19.34 -1.00 23.36 0| 0 0 0 6400 27.34 -1.00 24.80 0| 0 0 0 7200 35.34 -1.00 28.00 0| 0 0 0 8000 Total 0| 0 28,333 0 Indicative a-t-m Vol 26.65 Underlying Price 44.660 Time to expiry: 295 Days Jun 11 0.28 -0.04 40.63 0| 0 2 0 2400 1.05 -0.14 33.99 0| 0 391 0 3200 1.82 -0.23 31.16 0| 31 446 0 3600 3.08 3.05 -0.35 28.85 3.08 3.08 100| 10 3,895 0 4000 3.89 -0.43 27.92 0| 0 90 0 4200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.80 4.87 -0.50 26.96 5.01 4.80 810| 0 1,531 0 4400 5.99 -0.58 26.02 0| 0 805 0 4600 7.28 -0.66 25.27 0| 0 2,842 0 4800 10.30 -0.79 24.19 0| 0 762 0 5200 13.77 -0.88 23.73 0| 0 115 0 5600 17.48 -0.94 23.39 0| 0 0 0 6000 21.33 -0.97 23.52 0| 0 0 0 6400 29.18 -0.99 23.24 0| 0 0 0 7200 37.10 -1.00 24.00 0| 0 0 0 8000 Total 910| 41 10,879 0 Indicative a-t-m Vol 26.56 Underlying Price 44.660 Time to expiry: 477 Days Dec 11 0.75 -0.07 41.06 0| 50 50 +50 2400 1.91 -0.17 34.55 0| 1,550 2,200 +1,550 3200 4.14 -0.36 29.27 0| 0 1,500 0 4000 5.84 -0.48 26.92 0| 0 2,001 0 4400 8.00 -0.61 24.71 0| 0 781 0 4800 9.31 -0.67 23.91 0| 0 2,375 0 5000 14.11 -0.82 23.11 0| 0 2,000 0 5600 17.66 -0.89 22.60 0| 0 0 0 6000 27.20 -0.97 22.68 0| 0 2 0 7000 37.06 -0.99 25.14 0| 0 24 0 8000 46.93 -1.00 25.36 0| 0 0 0 9000 76.65 -1.00 28.01 0| 0 1 0 12000 116.30 -1.00 31.62 0| 0 1 0 16000 Total 0| 1,600 10,935 +1,600 Indicative a-t-m Vol 26.70 Underlying Price 44.660 Time to expiry: 659 Days Jun 12 1.52 -0.11 41.42 0| 0 0 0 2400 3.25 -0.23 35.51 0| 0 0 0 3200 5.92 -0.40 30.01 0| 0 0 0 4000 7.67 -0.51 27.03 0| 0 0 0 4400 9.97 -0.62 25.02 0| 0 0 0 4800 16.03 -0.80 23.21 0| 0 0 0 5600 19.50 -0.87 22.80 0| 0 0 0 6000 38.44 -0.97 24.31 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.93 Underlying Price 44.660 Time to expiry: 848 Days Dec 12 2.03 -0.12 41.47 0| 0 0 0 2400 3.97 -0.23 35.84 0| 0 0 0 3200 6.62 -0.39 30.12 0| 0 500 0 4000 8.32 -0.49 27.26 0| 0 500 0 4400 10.53 -0.59 25.23 0| 0 1,500 0 4800 11.81 -0.64 24.58 0| 0 0 0 5000 16.37 -0.76 23.58 0| 0 5,650 0 5600 19.72 -0.82 23.21 0| 0 5 0 6000 38.47 -0.94 26.21 0| 0 0 0 8000 77.15 -0.99 29.59 0| 0 0 0 12000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 45 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 8,155 0 Indicative a-t-m Vol 27.22 Underlying Price 44.660 Time to expiry: 1030 Days Jun 13 5.19 -0.26 36.35 0| 0 0 0 3200 8.08 -0.42 30.42 0| 0 0 0 4000 9.86 -0.51 27.56 0| 0 0 0 4400 12.08 -0.60 25.47 0| 0 0 0 4800 21.29 -0.81 23.68 0| 0 0 0 6000 39.48 -0.94 24.33 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.79 Underlying Price 44.660 Time to expiry: 1212 Days Dec 13 3.34 -0.15 42.00 0| 0 0 0 2400 5.71 -0.26 36.42 0| 0 0 0 3200 8.59 -0.40 30.55 0| 0 0 0 4000 12.52 -0.58 25.81 0| 0 252 0 4800 21.43 -0.78 23.65 0| 0 0 0 6000 39.54 -0.91 25.66 0| 0 0 0 8000 77.29 -0.97 28.99 0| 0 0 0 12000 Total 0| 0 252 0 Indicative a-t-m Vol 28.34 Underlying Price 44.660 Time to expiry: 1576 Days Dec 14 7.21 -0.27 37.00 0| 0 0 0 3200 10.11 -0.41 30.90 0| 0 0 0 4000 14.13 -0.57 26.50 0| 0 0 0 4800 22.57 -0.77 23.41 0| 0 0 0 6000 40.09 -0.89 25.04 0| 0 0 0 8000 77.37 -0.90 34.58 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 13,087| 3,137 184,944 +2,183 Grand Total 14,825| 5,073 324,873 +3,508 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis European (ex Sanofi Synthelabo Euro (SA3) Indicative a-t-m Vol 24.96 Underlying Price 44.660 Time to expiry: 22 Days Sep 10 12.68 1.00 51.00 0| 0 0 0 3200 8.72 0.98 44.79 0| 0 0 0 3600 6.74 0.96 37.25 0| 0 0 0 3800 4.80 0.92 31.66 0| 0 0 0 4000 2.99 0.82 28.00 0| 0 0 0 4200 2.19 0.73 26.69 0| 0 0 0 4300 1.50 0.61 25.43 0| 0 0 0 4400 0.96 0.47 24.72 0| 0 0 0 4500 0.55 0.32 23.97 0| 0 0 0 4600 0.28 0.20 23.19 0| 0 0 0 4700 0.13 0.11 22.77 0| 0 253 0 4800 0.06 0.05 22.48 0| 0 0 0 4900 0.02 0.02 22.40 0| 0 14,910 0 5000 0.01 0.01 25.55 0| 0 500 0 5200 0.01 0.00 21.21 0| 0 1,051 0 5600 0.01 0.00 21.56 0| 0 7,520 0 6000 0.01 0.00 22.55 0| 0 750 0 6400 0.01 0.00 24.90 0| 0 1,090 0 7000 0.01 0.00 30.00 0| 0 20,000 0 8000 Total 0| 0 46,074 0 Indicative a-t-m Vol 25.61 Underlying Price 44.660 Time to expiry: 204 Days Mar 11 20.85 0.99 40.00 0| 0 0 0 2400 13.34 0.92 36.11 0| 0 0 0 3200 9.79 0.85 32.17 0| 0 0 0 3600 6.60 0.74 28.97 0| 0 0 0 4000 5.18 0.67 27.50 0| 0 0 0 4200 3.90 0.58 25.97 0| 0 0 0 4400 2.84 0.49 24.89 0| 0 0 0 4600 1.96 0.39 23.77 0| 0 0 0 4800 1.34 0.30 23.23 0| 0 0 0 5000 0.85 0.21 22.39 0| 0 22 0 5200 0.32 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 26.29 Underlying Price 44.660 Time to expiry: 386 Days Sep 11 19.41 0.93 46.76 0| 0 1 0 2400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.45 0.83 36.99 0| 0 0 0 3200 9.32 0.75 33.26 0| 0 0 0 3600 6.52 0.65 30.00 0| 0 0 0 4000 4.11 0.51 26.59 0| 0 0 0 4400 2.44 0.37 24.75 0| 0 500 0 4800 1.84 0.31 24.18 0| 0 160 0 5000 0.70 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 27.72 Underlying Price 44.660 Time to expiry: 568 Days Mar 12 20.01 0.91 44.26 0| 0 0 0 2400 13.29 0.82 35.55 0| 0 0 0 3200 10.29 0.74 32.35 0| 0 0 0 3600 7.58 0.65 29.34 0| 0 0 0 4000 5.51 0.55 27.94 0| 0 0 0 4400 3.79 0.44 26.59 0| 0 0 0 4800 3.11 0.38 25.95 0| 0 0 0 5000 1.55 0.24 24.18 0| 0 0 0 5600 0.89 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 28.21 Underlying Price 44.660 Time to expiry: 757 Days Sep 12 17.50 0.91 33.02 0| 0 0 0 2400 11.66 0.78 31.29 0| 0 0 0 3200 7.11 0.61 29.38 0| 0 10 0 4000 5.36 0.51 28.40 0| 0 0 0 4400 3.90 0.42 27.29 0| 0 20 0 4800 1.75 0.24 24.77 0| 0 0 0 5600 1.08 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 28.61 Underlying Price 44.660 Time to expiry: 932 Days Mar 13 18.09 0.90 33.59 0| 0 0 0 2400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 48 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.51 0.78 31.75 0| 0 0 0 3200 8.08 0.62 29.78 0| 0 0 0 4000 6.32 0.54 28.80 0| 0 0 0 4400 4.78 0.46 27.66 0| 0 0 0 4800 2.41 0.29 25.08 0| 0 0 0 5600 1.58 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 28.81 Underlying Price 44.660 Time to expiry: 1121 Days Sep 13 16.56 0.87 33.85 0| 0 0 0 2400 11.31 0.74 31.00 0| 0 0 0 3200 7.57 0.59 30.02 0| 0 10 0 4000 4.59 0.44 27.94 0| 0 0 0 4800 1.60 0.21 23.98 0| 0 0 0 6000 0.19 0.04 20.77 0| 0 0 0 8000 0.01 0.00 17.72 0| 0 0 0 12000 Total 0| 0 10 0 Indicative a-t-m Vol 29.25 Underlying Price 44.660 Time to expiry: 1303 Days Mar 14 17.30 0.86 34.91 0| 0 0 0 2400 12.29 0.75 32.13 0| 0 0 0 3200 8.47 0.61 30.45 0| 0 0 0 4000 5.44 0.47 28.39 0| 0 0 0 4800 2.07 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 29.73 Underlying Price 44.660 Time to expiry: 1485 Days Sep 14 11.31 0.72 32.65 0| 0 0 0 3200 7.86 0.59 31.02 0| 0 0 0 4000 5.11 0.45 28.81 0| 0 0 0 4800 1.99 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 30.14 Underlying Price 44.660 Time to expiry: 1667 Days Mar 15 12.10 0.73 33.09 0| 0 0 0 3200 8.67 0.61 31.39 0| 0 0 0 4000 5.90 0.48 29.24 0| 0 0 0 4800 2.52 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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis European (ex Sanofi Synthelabo Euro (SA3) Indicative a-t-m Vol 24.96 Underlying Price 44.660 Time to expiry: 22 Days Sep 10 0.01 0.00 51.00 0| 0 900 0 3200 0.05 -0.02 44.79 0| 0 1,985 0 3600 0.07 -0.04 37.25 0| 0 0 0 3800 0.12 -0.08 31.66 0| 0 13,516 0 4000 0.32 -0.18 28.00 0| 0 0 0 4200 0.52 -0.27 26.69 0| 0 0 0 4300 0.82 -0.39 25.43 0| 0 440 0 4400 1.28 -0.53 24.72 0| 0 0 0 4500 1.88 -0.68 23.97 0| 0 591 0 4600 2.61 -0.80 23.19 0| 0 0 0 4700 3.46 -0.89 22.77 0| 0 315 0 4800 4.38 -0.95 22.48 0| 0 0 0 4900 5.35 -0.98 22.40 0| 0 2,140 0 5000 7.33 -0.99 25.55 0| 0 1,100 0 5200 11.32 -1.00 21.21 0| 0 66 0 5600 15.32 -1.00 21.56 0| 0 20 0 6000 19.32 -1.00 22.55 0| 0 230 0 6400 25.32 -1.00 24.90 0| 0 70 0 7000 35.32 -1.00 30.00 0| 0 0 0 8000 Total 0| 0 21,373 0 Indicative a-t-m Vol 25.61 Underlying Price 44.660 Time to expiry: 204 Days Mar 11 0.06 -0.01 40.00 0| 0 3,000 0 2400 0.51 -0.08 36.11 0| 0 500 0 3200 0.94 -0.15 32.17 0| 0 55 0 3600 1.72 -0.26 28.97 0| 0 521 0 4000 2.30 -0.33 27.50 0| 0 0 0 4200 3.01 -0.42 25.97 0| 0 97 0 4400 3.94 -0.51 24.89 0| 0 1,680 0 4600 5.04 -0.61 23.77 0| 0 1,450 0 4800 6.42 -0.70 23.23 0| 0 12,879 0 5000 7.91 -0.79 22.39 0| 0 580 0 5200 11.36 -0.90 21.66 0| 0 45 0 5600 15.13 -0.96 21.30 0| 0 130 0 6000 19.04 -0.98 21.43 0| 0 0 0 6400 24.98 -1.00 22.10 0| 0 20 0 7000 34.92 -1.00 22.91 0| 0 0 0 8000 44.86 -1.00 23.93 0| 0 0 0 9000 54.81 -1.00 25.46 0| 0 0 0 10000 74.70 -1.00 27.85 0| 0 0 0 12000 114.49 -1.00 35.35 0| 0 0 0 16000 Total 0| 0 20,957 0 Indicative a-t-m Vol 26.29 Underlying Price 44.660 Time to expiry: 386 Days Sep 11 0.83 -0.07 46.76 0| 0 0 0 2400 1.77 -0.17 36.99 0| 0 0 0 3200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.59 -0.25 33.26 0| 0 1,800 0 3600 3.75 -0.35 30.00 0| 0 2,030 0 4000 5.29 -0.49 26.59 0| 0 1,810 0 4400 7.57 -0.63 24.75 0| 0 300 0 4800 8.95 -0.69 24.18 0| 0 28 0 5000 13.73 -0.85 22.75 0| 0 0 0 5600 17.33 -0.91 22.19 0| 0 20 0 6000 26.90 -0.99 20.91 0| 0 20 0 7000 36.74 -1.00 20.09 0| 0 0 0 8000 46.61 -1.00 20.09 0| 0 0 0 9000 56.49 -1.00 19.20 0| 0 0 0 10000 76.24 -1.00 18.84 0| 0 0 0 12000 115.75 -1.00 20.80 0| 0 0 0 16000 Total 0| 0 6,008 0 Indicative a-t-m Vol 27.72 Underlying Price 44.660 Time to expiry: 568 Days Mar 12 1.26 -0.09 44.26 0| 0 80 0 2400 2.39 -0.18 35.55 0| 0 0 0 3200 3.30 -0.26 32.35 0| 0 0 0 3600 4.52 -0.35 29.34 0| 0 15 0 4000 6.37 -0.45 27.94 0| 0 0 0 4400 8.58 -0.56 26.59 0| 0 0 0 4800 9.85 -0.62 25.95 0| 0 0 0 5000 14.18 -0.76 24.18 0| 0 0 0 5600 17.44 -0.84 23.12 0| 0 0 0 6000 26.53 -0.96 20.90 0| 0 0 0 7000 36.18 -0.99 19.27 0| 0 0 0 8000 45.97 -1.00 18.14 0| 0 0 0 9000 55.77 -1.00 17.44 0| 0 0 0 10000 75.38 -1.00 17.11 0| 0 0 0 12000 114.60 -1.00 19.48 0| 0 0 0 16000 Total 0| 0 95 0 Indicative a-t-m Vol 28.21 Underlying Price 44.660 Time to expiry: 757 Days Sep 12 0.93 -0.09 33.02 0| 0 0 0 2400 2.87 -0.22 31.29 0| 0 0 0 3200 6.09 -0.39 29.38 0| 0 16 0 4000 8.23 -0.49 28.40 0| 0 0 0 4400 10.65 -0.58 27.29 0| 0 20 0 4800 16.28 -0.76 24.77 0| 0 0 0 5600 19.50 -0.83 23.67 0| 0 0 0 6000 37.91 -0.99 20.07 0| 0 0 0 8000 76.73 -1.00 17.40 0| 0 0 0 12000 Total 0| 0 36 0 Indicative a-t-m Vol 28.62 Underlying Price 44.660 Time to expiry: 932 Days Mar 13 1.29 -0.10 33.59 0| 0 0 0 2400 3.41 -0.22 31.75 0| 0 0 0 3200 6.68 -0.38 29.78 0| 0 40 0 4000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 51 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.76 -0.46 28.81 0| 0 0 0 4400 11.07 -0.54 27.66 0| 0 70 0 4800 16.41 -0.71 25.08 0| 0 0 0 5600 19.43 -0.78 23.75 0| 0 0 0 6000 37.20 -0.97 19.75 0| 0 0 0 8000 75.59 -1.00 17.25 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 28.81 Underlying Price 44.660 Time to expiry: 1121 Days Sep 13 1.91 -0.13 33.85 0| 0 0 0 2400 4.28 -0.26 31.00 0| 0 0 0 3200 8.14 -0.41 30.02 0| 0 0 0 4000 12.78 -0.56 27.94 0| 0 0 0 4800 21.20 -0.79 23.98 0| 0 0 0 6000 38.80 -0.96 20.77 0| 0 0 0 8000 76.66 -1.00 17.72 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 29.25 Underlying Price 44.660 Time to expiry: 1303 Days Mar 14 2.33 -0.13 34.72 0| 0 0 0 2400 4.86 -0.25 32.13 0| 0 0 0 3200 8.56 -0.39 30.45 0| 0 0 0 4000 13.04 -0.53 28.39 0| 0 0 0 4800 20.95 -0.75 24.06 0| 0 0 0 6000 37.96 -0.95 20.61 0| 0 0 0 8000 75.23 -1.00 17.64 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 29.73 Underlying Price 44.660 Time to expiry: 1485 Days Sep 14 5.93 -0.28 32.65 0| 0 0 0 3200 9.89 -0.41 31.02 0| 0 0 0 4000 14.55 -0.55 28.81 0| 0 0 0 4800 22.56 -0.76 24.37 0| 0 0 0 6000 39.35 -0.95 20.14 0| 0 0 0 8000 76.16 -1.00 17.48 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 30.14 Underlying Price 44.660 Time to expiry: 1667 Days Mar 15 6.12 -0.27 32.54 0| 0 0 0 3200 10.13 -0.39 31.39 0| 0 0 0 4000 14.66 -0.52 29.24 0| 0 0 0 4800 22.23 -0.72 24.77 0| 0 0 0 6000 38.41 -0.93 20.61 0| 0 0 0 8000 74.50 -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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 52 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 34.90 Underlying Price 83.460 Time to expiry: 22 Days Sep 10 39.48 1.00 86.00 0| 0 0 0 4400 35.48 1.00 78.44 0| 0 0 0 4800 27.50 0.99 64.80 0| 0 0 0 5600 19.56 0.98 53.49 0| 0 0 0 6400 15.66 0.96 48.74 0| 0 0 0 6800 11.86 0.92 44.56 0| 0 1,659 0 7200 8.33 0.83 41.72 0| 0 27 0 7600 6.63 0.77 39.08 0| 0 0 0 7800 5.15 0.69 37.89 0| 0 530 0 8000 3.76 0.60 35.86 0| 20 20 +20 8200 2.65 0.49 34.55 0| 30 563 -4 8400 1.79 0.38 33.92 0| 0 600 0 8600 1.16 0.28 33.41 750| 0 1,002 0 8800 0.70 0.68 0.19 32.48 0.70 0.70 20| 0 14 0 9000 0.38 0.12 31.80 0| 10 506 -10 9200 0.18 0.07 30.74 0| 0 791 0 9400 0.09 0.03 30.16 0| 0 872 0 9600 0.01 0.01 29.29 0| 0 491 0 10000 0.01 0.00 28.71 0| 0 90 0 10500 0.01 0.00 28.68 0| 0 0 0 11000 0.01 0.00 30.00 0| 0 41 0 12000 Total 770| 60 7,206 +6 Indicative a-t-m Vol 35.34 Underlying Price 83.460 Time to expiry: 50 Days Oct 10 16.23 0.90 46.00 0| 0 0 0 6800 12.75 0.84 43.53 0| 0 0 0 7200 9.43 0.76 40.14 0| 0 9 0 7600 6.53 0.65 37.31 0| 0 0 0 8000 5.27 0.58 36.20 0| 0 0 0 8200 4.14 0.51 35.02 0| 0 0 0 8400 3.15 0.43 33.83 0| 0 0 0 8600 2.33 0.36 32.86 0| 0 0 0 8800 1.69 0.29 32.11 0| 0 10 0 9000 1.22 0.22 31.78 0| 0 520 0 9200 0.82 0.17 31.04 0| 0 40 0 9400 0.56 0.12 30.70 0| 0 0 0 9600 0.25 0.06 30.52 0| 0 129 0 10000 0.05 0.01 33.00 0| 0 0 0 11000 Total 0| 0 708 0 Indicative a-t-m Vol 36.24 Underlying Price 83.460 Time to expiry: 85 Days Nov 10 17.09 0.85 45.00 0| 0 0 0 6800 13.84 0.79 43.07 0| 0 0 0 7200 10.76 0.72 40.50 0| 0 0 0 7600 8.02 0.63 38.34 0| 0 0 0 8000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.79 0.58 37.21 0| 0 0 0 8200 5.61 0.52 35.88 0| 0 0 0 8400 4.61 0.47 35.01 0| 0 0 0 8600 3.69 0.41 33.85 0| 0 0 0 8800 2.93 0.35 33.06 0| 0 0 0 9000 2.26 0.30 32.28 0| 0 0 0 9200 1.33 0.20 31.17 0| 500 500 +500 9600 0.70 0.12 30.00 0| 0 0 0 10000 Total 0| 500 500 +500 Indicative a-t-m Vol 36.18 Underlying Price 83.460 Time to expiry: 113 Days Dec 10 51.81 0.98 90.00 0| 0 0 0 3200 43.99 0.97 76.86 0| 0 0 0 4000 40.09 0.97 71.01 0| 0 0 0 4400 36.24 0.96 65.68 0| 0 0 0 4800 28.64 0.92 56.44 0| 0 0 0 5600 24.94 0.90 52.48 0| 0 0 0 6000 21.34 0.87 48.92 0| 0 0 0 6400 17.88 0.83 45.82 0| 0 1,500 0 6800 14.64 0.77 43.05 0| 0 723 0 7200 11.63 0.71 40.52 0| 0 1,021 0 7600 8.92 0.63 38.24 0| 0 4,377 0 8000 6.52 0.53 35.86 0| 0 3,849 0 8400 4.43 4.48 0.43 33.57 4.43 4.43 60| 570 1,524 +550 8800 2.90 3.04 0.33 32.53 2.90 2.90 45| 250 2,212 +250 9200 1.87 0.24 30.98 0| 0 899 0 9600 1.33 0.18 31.79 0| 90 2,260 +76 10000 0.05 0.01 27.37 0| 0 490 0 12000 0.01 0.00 27.54 0| 0 0 0 14000 0.01 0.00 30.00 0| 0 0 0 16000 Total 105| 910 18,855 +876 Indicative a-t-m Vol 36.12 Underlying Price 83.460 Time to expiry: 204 Days Mar 11 37.06 0.93 59.00 0| 0 0 0 4800 29.80 0.89 52.14 0| 0 0 0 5600 22.87 0.83 46.01 0| 0 0 0 6400 16.70 0.74 41.75 0| 0 0 0 7200 13.88 0.69 39.74 0| 0 0 0 7600 11.30 0.62 37.94 0| 0 180 0 8000 8.87 0.55 35.84 0| 0 0 0 8400 6.90 0.48 34.56 0| 0 17 0 8800 5.18 0.40 33.12 0| 0 40 0 9200 3.79 0.33 31.89 0| 0 62 0 9600 2.72 0.26 30.93 0| 0 31 0 10000 0.36 0.05 27.72 0| 0 450 0 12000 0.04 0.01 27.00 0| 0 0 0 14000 Total 0| 0 780 0 Indicative a-t-m Vol 35.37 Underlying Price 83.460 Time to expiry: 295 Days Jun 11 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 44.62 0.96 62.00 0| 0 0 0 4000 37.22 0.93 54.88 0| 0 0 0 4800 30.08 0.89 48.97 0| 0 0 0 5600 26.67 0.86 46.41 0| 0 0 0 6000 23.36 0.83 44.08 0| 0 0 0 6400 17.32 0.74 40.07 0| 0 0 0 7200 14.60 0.68 38.53 0| 0 0 0 7600 12.05 0.62 36.69 0| 0 0 0 8000 9.79 0.56 35.16 0| 0 20 0 8400 7.84 0.49 33.96 0| 0 0 0 8800 6.25 0.43 33.25 0| 0 115 0 9200 4.74 0.36 31.98 0| 0 0 0 9600 3.61 0.30 31.08 0| 0 0 0 10000 0.70 0.08 28.03 0| 0 51 0 12000 0.11 0.02 26.84 0| 0 0 0 14000 0.02 0.00 27.00 0| 0 0 0 16000 Total 0| 0 186 0 Indicative a-t-m Vol 35.86 Underlying Price 83.460 Time to expiry: 477 Days Dec 11 37.89 0.91 51.00 0| 0 0 0 4800 27.90 0.83 44.14 0| 0 0 0 6000 19.42 0.71 39.54 0| 0 0 0 7200 16.85 0.67 38.01 0| 0 400 0 7600 14.70 14.50 0.62 36.70 14.70 Q 14.70 Q 200| 0 608 0 8000 10.57 0.52 34.75 0| 0 25 0 8800 7.48 0.42 33.08 0| 0 0 0 9600 2.21 0.17 29.77 0| 0 0 0 12000 0.24 0.03 28.00 0| 0 24 0 16000 Total 200| 0 1,057 0 Indicative a-t-m Vol 35.76 Underlying Price 83.460 Time to expiry: 659 Days Jun 12 38.25 0.90 49.94 0| 0 0 0 4800 28.94 0.82 44.53 0| 0 0 0 6000 15.85 0.62 36.46 0| 0 0 0 8000 12.11 0.54 34.83 0| 0 0 0 8800 8.79 0.44 32.79 0| 0 0 0 9600 3.11 0.21 29.59 0| 0 0 0 12000 0.64 0.06 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 1,075| 1,470 29,292 +1,382 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 55 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 34.90 Underlying Price 83.460 Time to expiry: 22 Days Sep 10 0.01 0.00 86.00 0| 0 0 0 4400 0.01 0.00 78.44 0| 0 60 0 4800 0.02 -0.01 64.80 0| 0 242 0 5600 0.09 -0.02 53.49 0| 0 591 0 6400 0.18 -0.04 48.74 0| 13 306 0 6800 0.38 -0.08 44.56 0| 17 1,284 0 7200 0.85 -0.17 41.72 750| 0 4,086 0 7600 1.15 -0.23 39.08 0| 50 122 +27 7800 1.55 1.67 -0.31 37.89 1.55 1.55 10| 60 2,193 +40 8000 2.28 -0.40 35.86 0| 12 2,976 -12 8200 3.17 -0.51 34.55 0| 2 2,079 -2 8400 4.31 -0.62 33.92 0| 0 1,968 0 8600 5.67 -0.72 33.41 0| 0 85 0 8800 7.20 -0.81 32.48 0| 0 251 0 9000 8.90 -0.88 31.80 0| 0 3 0 9200 10.70 -0.93 30.74 0| 0 0 0 9400 12.61 -0.97 30.16 0| 0 21 0 9600 16.55 -0.99 29.29 0| 0 0 0 10000 21.54 -1.00 28.71 0| 0 0 0 10500 26.54 -1.00 28.68 0| 0 0 0 11000 36.54 -1.00 30.00 0| 0 0 0 12000 Total 760| 154 16,267 +53 Indicative a-t-m Vol 35.34 Underlying Price 83.460 Time to expiry: 50 Days Oct 10 0.72 -0.10 46.00 0| 0 0 0 6800 1.24 -0.16 43.53 0| 0 0 0 7200 1.92 -0.24 40.14 0| 0 10 0 7600 3.01 -0.35 37.31 0| 6 67 +6 8000 3.75 -0.42 36.20 0| 0 61 0 8200 4.62 -0.49 35.02 0| 0 616 0 8400 5.63 -0.57 33.83 0| 0 513 0 8600 6.81 -0.64 32.86 0| 0 11 0 8800 8.17 -0.71 32.11 0| 0 0 0 9000 9.70 -0.78 31.78 0| 0 0 0 9200 11.31 -0.83 31.04 0| 0 0 0 9400 13.04 -0.88 30.70 0| 0 0 0 9600 16.74 -0.94 30.52 0| 0 1 0 10000 26.56 -0.99 33.00 0| 0 0 0 11000 Total 0| 6 1,279 +6 Indicative a-t-m Vol 36.24 Underlying Price 83.460 Time to expiry: 85 Days Nov 10 1.52 -0.15 45.00 0| 0 0 0 6800 2.26 -0.21 43.07 0| 1 1 +1 7200 3.18 -0.28 40.50 0| 0 0 0 7600 4.43 -0.37 38.34 0| 0 22 0 8000 5.21 -0.42 37.21 0| 0 0 0 8200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.02 -0.48 35.88 0| 0 0 0 8400 7.02 -0.53 35.01 0| 0 0 0 8600 8.10 -0.59 33.85 0| 0 0 0 8800 9.34 -0.65 33.06 0| 0 0 0 9000 10.67 -0.71 32.28 0| 0 0 0 9200 13.74 -0.80 31.17 0| 0 0 0 9600 17.12 -0.88 30.00 0| 0 0 0 10000 Total 0| 1 23 +1 Indicative a-t-m Vol 36.18 Underlying Price 83.460 Time to expiry: 113 Days Dec 10 0.27 -0.02 90.00 0| 0 50 0 3200 0.43 -0.03 76.86 0| 0 44 0 4000 0.52 -0.03 71.01 0| 0 21 0 4400 0.65 -0.04 65.68 0| 0 2,005 0 4800 1.03 -0.08 56.44 0| 0 543 0 5600 1.33 -0.10 52.48 0| 0 558 0 6000 1.71 -0.13 48.92 0| 10 2,193 +5 6400 2.25 -0.17 45.82 0| 0 1,976 0 6800 3.00 3.00 -0.23 43.05 3.00 3.00 50| 0 3,231 0 7200 4.00 3.98 -0.30 40.52 4.07 S 4.00 3,050| 0 8,660 0 7600 5.26 -0.38 38.24 0| 0 2,394 0 8000 6.85 -0.47 35.86 0| 0 7,116 0 8400 8.82 -0.57 33.57 0| 0 525 0 8800 11.38 -0.67 32.53 0| 0 57 0 9200 14.20 -0.76 30.98 0| 0 16 0 9600 17.67 -0.83 31.79 0| 0 0 0 10000 36.54 -1.00 27.37 0| 0 0 0 12000 56.54 -1.00 27.54 0| 0 0 0 14000 76.54 -1.00 30.00 0| 0 0 0 16000 Total 3,100| 10 29,389 +5 Indicative a-t-m Vol 36.12 Underlying Price 83.460 Time to expiry: 204 Days Mar 11 1.35 -0.07 59.00 0| 0 26 0 4800 2.05 -0.11 52.14 0| 0 54 0 5600 3.08 -0.17 46.01 0| 0 90 0 6400 4.86 -0.26 41.75 0| 0 607 0 7200 6.03 -0.32 39.74 0| 0 300 0 7600 7.44 -0.38 37.94 0| 0 519 0 8000 9.00 -0.45 35.84 0| 0 29 0 8400 11.02 -0.52 34.56 0| 0 527 0 8800 13.30 -0.60 33.12 0| 0 6 0 9200 15.90 -0.68 31.89 0| 0 0 0 9600 18.83 -0.75 30.93 0| 0 0 0 10000 36.62 -0.97 27.72 0| 0 0 0 12000 56.54 -1.00 27.00 0| 0 0 0 14000 Total 0| 0 2,158 0 Indicative a-t-m Vol 35.37 Underlying Price 83.460 Time to expiry: 295 Days Jun 11 1.48 -0.06 62.00 0| 0 68 0 4000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.18 -0.09 54.88 0| 0 45 0 4800 3.19 -0.14 48.97 0| 0 41 0 5600 3.88 -0.17 46.41 0| 0 51 0 6000 4.65 -0.21 44.08 0| 0 0 0 6400 6.83 -0.30 40.07 0| 0 2 0 7200 8.23 -0.35 38.53 0| 0 500 0 7600 9.77 -0.41 36.69 0| 0 0 0 8000 11.62 -0.47 35.16 0| 0 0 0 8400 13.77 -0.54 33.96 0| 0 125 0 8800 16.26 -0.60 33.25 0| 0 0 0 9200 18.82 -0.67 31.98 0| 0 0 0 9600 21.73 -0.72 31.08 0| 0 0 0 10000 38.89 -0.92 28.03 0| 0 0 0 12000 58.20 -0.98 26.84 0| 0 0 0 14000 77.97 -1.00 27.00 0| 0 0 0 16000 Total 0| 0 832 0 Indicative a-t-m Vol 35.86 Underlying Price 83.460 Time to expiry: 477 Days Dec 11 3.42 -0.11 51.00 0| 0 0 0 4800 5.59 -0.19 44.14 0| 0 0 0 6000 9.22 -0.30 39.54 0| 0 0 0 7200 10.67 -0.35 38.01 0| 0 800 0 7600 12.80 12.32 -0.40 36.70 12.80 Q 12.80 Q 200| 0 500 0 8000 16.39 -0.50 34.75 0| 0 0 0 8800 21.28 -0.60 33.08 0| 0 0 0 9600 39.98 -0.84 29.77 0| 0 0 0 12000 77.94 -0.98 28.00 0| 0 0 0 16000 Total 200| 0 1,300 0 Indicative a-t-m Vol 35.76 Underlying Price 83.460 Time to expiry: 659 Days Jun 12 5.17 -0.14 49.94 0| 0 0 0 4800 8.20 -0.22 44.53 0| 0 0 0 6000 15.40 -0.41 36.46 0| 0 0 0 8000 19.73 -0.49 34.83 0| 0 0 0 8800 24.43 -0.58 32.79 0| 0 0 0 9600 42.61 -0.80 29.59 0| 0 0 0 12000 79.43 -0.95 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 4,060| 171 51,248 +65 Grand Total 5,135| 1,641 80,540 +1,447 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 58 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 34.90 Underlying Price 83.460 Time to expiry: 22 Days Sep 10 51.47 1.00 109.02 0| 0 0 0 3200 43.47 1.00 93.87 0| 0 30 0 4000 39.48 1.00 86.00 0| 0 0 0 4400 35.48 1.00 78.44 0| 0 0 0 4800 27.50 0.99 64.80 0| 0 0 0 5600 23.52 0.99 58.85 0| 0 4,000 0 6000 19.56 0.98 53.49 0| 0 838 0 6400 15.66 0.96 48.74 0| 0 356 0 6800 11.86 0.92 44.56 0| 0 110 0 7200 8.33 0.83 41.72 0| 0 324 0 7600 6.63 0.77 39.08 0| 0 0 0 7800 5.15 0.69 37.89 0| 0 445 0 8000 3.76 0.60 35.86 0| 0 0 0 8200 2.65 0.49 34.55 0| 0 704 0 8400 1.79 0.38 33.92 0| 0 0 0 8600 1.16 0.28 33.41 0| 4,829 533 -4,829 8800 0.68 0.19 32.48 0| 0 0 0 9000 0.38 0.12 31.80 0| 0 319 0 9200 0.18 0.07 30.74 0| 0 0 0 9400 0.09 0.03 30.16 0| 0 255 0 9600 0.01 0.01 29.29 0| 0 526 0 10000 0.01 0.00 28.68 0| 0 0 0 11000 0.01 0.00 30.00 0| 0 2,543 0 12000 Total 0| 4,829 10,983 -4,829 Indicative a-t-m Vol 36.12 Underlying Price 83.460 Time to expiry: 204 Days Mar 11 44.54 0.96 66.75 0| 0 0 0 4000 37.06 0.93 59.00 0| 0 0 0 4800 29.80 0.89 52.14 0| 0 0 0 5600 26.32 0.86 49.14 0| 0 0 0 6000 22.87 0.83 46.01 0| 0 212 0 6400 16.70 0.74 41.75 0| 0 0 0 7200 13.88 0.69 39.74 0| 0 0 0 7600 11.30 0.62 37.94 0| 0 4 0 8000 8.87 0.55 35.84 0| 0 190 0 8400 6.90 0.48 34.56 0| 0 300 0 8800 5.18 0.40 33.12 0| 0 0 0 9200 3.79 0.33 31.89 0| 0 0 0 9600 2.72 0.26 30.93 0| 0 0 0 10000 0.36 0.05 27.72 0| 0 772 0 12000 0.04 0.01 27.00 0| 0 0 0 14000 0.01 0.00 28.08 0| 0 0 0 16000 Total 0| 0 1,478 0 Indicative a-t-m Vol 35.94 Underlying Price 83.460 Time to expiry: 386 Days Sep 11 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 35.88 0.90 50.00 0| 0 0 0 4800 32.68 0.88 48.67 0| 0 3,000 0 5200 26.45 0.82 45.39 0| 0 0 0 6000 23.51 0.78 43.68 0| 0 2,310 0 6400 18.22 0.70 41.09 0| 0 0 0 7200 12.99 0.60 36.88 0| 0 2,500 0 8000 9.12 0.49 34.70 0| 0 2 0 8800 5.87 0.38 32.07 0| 0 0 0 9600 1.18 0.12 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 36.56 Underlying Price 83.460 Time to expiry: 568 Days Mar 12 38.18 0.88 52.02 0| 0 0 0 4800 28.96 0.80 45.46 0| 0 0 0 6000 20.82 0.70 40.59 0| 0 5,000 0 7200 16.27 0.62 38.22 0| 0 0 0 8000 11.63 0.53 34.39 0| 0 0 0 8800 8.11 0.43 31.77 0| 0 0 0 9600 2.24 0.18 27.24 0| 0 0 0 12000 0.36 0.04 27.24 0| 0 0 0 16000 Total 0| 0 5,000 0 Total Calls 0| 4,829 25,273 -4,829 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 60 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 34.90 Underlying Price 83.460 Time to expiry: 22 Days Sep 10 0.01 0.00 109.02 0| 0 0 0 3200 0.01 0.00 93.87 0| 0 0 0 4000 0.01 0.00 86.00 0| 0 5 0 4400 0.01 0.00 78.44 0| 0 275 0 4800 0.02 -0.01 64.80 0| 0 280 0 5600 0.04 -0.01 58.85 0| 0 20 0 6000 0.09 -0.02 53.49 0| 0 267 0 6400 0.18 -0.04 48.74 0| 0 728 0 6800 0.38 -0.08 44.56 0| 0 327 0 7200 0.85 -0.17 41.72 0| 0 438 0 7600 1.15 -0.23 39.08 0| 0 0 0 7800 1.67 -0.31 37.89 0| 0 336 0 8000 2.28 -0.40 35.86 0| 0 0 0 8200 3.17 -0.51 34.55 0| 0 300 0 8400 4.31 -0.62 33.92 0| 0 0 0 8600 5.67 -0.72 33.41 0| 0 0 0 8800 7.20 -0.81 32.48 0| 0 0 0 9000 8.89 -0.88 31.80 0| 0 0 0 9200 10.70 -0.93 30.74 0| 0 0 0 9400 12.60 -0.97 30.16 0| 0 0 0 9600 16.53 -0.99 29.29 0| 0 0 0 10000 26.51 -1.00 28.68 0| 0 0 0 11000 36.51 -1.00 30.00 0| 0 0 0 12000 Total 0| 0 2,976 0 Indicative a-t-m Vol 36.12 Underlying Price 83.460 Time to expiry: 204 Days Mar 11 0.86 -0.04 66.75 0| 0 1,199 0 4000 1.35 -0.07 59.00 0| 0 1,828 0 4800 2.04 -0.11 52.14 0| 0 50 0 5600 2.55 -0.14 49.14 0| 0 0 0 6000 3.07 -0.17 46.01 0| 0 110 0 6400 4.85 -0.26 41.75 0| 0 64 0 7200 6.01 -0.31 39.74 0| 0 176 0 7600 7.41 -0.38 37.94 0| 0 208 0 8000 8.96 -0.45 35.84 0| 0 0 0 8400 10.98 -0.52 34.56 0| 0 10 0 8800 13.24 -0.60 33.12 0| 0 0 0 9200 15.82 -0.67 31.89 0| 0 0 0 9600 18.73 -0.74 30.93 0| 0 0 0 10000 36.26 -0.95 27.72 0| 0 10 0 12000 55.84 -0.99 27.00 0| 0 0 0 14000 75.70 -1.00 28.08 0| 0 0 0 16000 Total 0| 0 3,655 0 Indicative a-t-m Vol 35.94 Underlying Price 83.460 Time to expiry: 386 Days Sep 11 2.40 -0.10 50.00 0| 0 0 0 4800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 61 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.16 -0.12 48.67 0| 0 0 0 5200 4.83 -0.18 45.39 0| 0 0 0 6000 5.84 -0.22 43.68 0| 0 0 0 6400 8.45 -0.30 41.09 0| 0 18 0 7200 11.13 -0.40 36.88 0| 0 0 0 8000 15.16 -0.51 34.70 0| 0 0 0 8800 19.80 -0.62 32.07 0| 0 0 0 9600 38.82 -0.88 27.88 0| 0 0 0 12000 77.23 -0.99 27.00 0| 0 0 0 16000 Total 0| 0 18 0 Indicative a-t-m Vol 36.56 Underlying Price 83.460 Time to expiry: 568 Days Mar 12 4.37 -0.12 52.02 0| 0 0 0 4800 6.91 -0.20 45.46 0| 0 0 0 6000 10.54 -0.30 40.59 0| 0 0 0 7200 13.83 -0.38 38.22 0| 0 0 0 8000 17.04 -0.47 34.39 0| 0 0 0 8800 21.36 -0.57 31.77 0| 0 0 0 9600 39.02 -0.82 27.24 0| 0 0 0 12000 76.36 -0.96 27.24 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 6,649 0 Grand Total 0| 4,829 31,922 -4,829 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 62 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 28.83 Underlying Price 16.285 Time to expiry: 22 Days Sep 10 6.69 1.00 48.00 0| 0 0 0 960 6.29 1.00 45.15 0| 0 0 0 1000 4.29 1.00 35.71 0| 0 0 0 1200 3.29 1.00 32.96 0| 0 0 0 1300 2.30 0.98 31.01 0| 0 0 0 1400 1.36 0.88 28.56 0| 0 0 0 1500 0.97 0.76 29.76 0| 0 0 0 1550 0.63 0.61 29.38 0| 0 0 0 1600 0.37 0.44 28.43 0| 0 120 0 1650 0.19 0.28 27.75 0| 0 422 0 1700 0.09 0.15 27.07 0| 0 0 0 1750 0.04 0.08 27.30 0| 0 200 0 1800 0.01 0.01 26.83 0| 0 160 0 1900 0.01 0.00 26.42 0| 0 40 0 2000 0.01 0.00 25.60 0| 0 0 0 2200 0.01 0.00 24.65 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 28.34 Underlying Price 16.285 Time to expiry: 113 Days Dec 10 6.73 0.99 44.00 0| 0 0 0 960 6.33 0.99 42.43 0| 0 0 0 1000 4.39 0.95 36.12 0| 0 0 0 1200 2.60 0.83 31.76 0| 0 0 0 1400 1.83 0.72 30.02 0| 0 0 0 1500 1.19 0.58 28.51 0| 0 0 0 1600 0.73 0.43 27.92 0| 0 60 0 1700 0.39 0.28 26.77 0| 0 360 0 1800 0.19 0.16 25.74 0| 0 290 0 1900 0.09 0.09 25.39 0| 0 1,580 0 2000 0.01 0.02 24.69 0| 0 0 0 2200 0.01 0.00 24.45 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 29.05 Underlying Price 16.285 Time to expiry: 204 Days Mar 11 6.82 0.96 47.00 0| 0 0 0 960 6.44 0.95 44.99 0| 0 0 0 1000 4.52 0.91 35.00 0| 0 0 0 1200 2.89 0.78 32.43 0| 0 0 0 1400 2.17 0.69 30.41 0| 0 0 0 1500 1.57 0.58 29.17 0| 0 40 0 1600 1.11 0.47 28.76 0| 0 20 0 1700 0.73 0.36 27.54 0| 0 40 0 1800 0.45 0.25 26.77 0| 0 0 0 1900 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.27 0.17 25.95 0| 0 0 0 2000 0.10 0.07 25.88 0| 0 0 0 2200 0.02 0.02 24.00 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 27.67 Underlying Price 16.285 Time to expiry: 295 Days Jun 11 6.83 0.96 45.49 0| 0 0 0 960 6.44 0.95 43.00 0| 0 0 0 1000 4.55 0.90 34.27 0| 0 0 0 1200 2.92 0.78 30.95 0| 0 0 0 1400 2.20 0.69 29.01 0| 0 0 0 1500 1.61 0.59 28.06 0| 0 0 0 1600 1.11 0.47 26.73 0| 0 0 0 1700 0.75 0.36 26.11 0| 0 0 0 1800 0.29 0.18 24.86 0| 0 0 0 2000 0.10 0.08 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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 64 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 28.83 Underlying Price 16.285 Time to expiry: 22 Days Sep 10 0.01 0.00 48.00 0| 0 0 0 960 0.01 0.00 45.15 0| 0 0 0 1000 0.01 0.00 35.71 0| 0 0 0 1200 0.01 0.00 32.96 0| 0 0 0 1300 0.01 -0.02 31.01 0| 0 0 0 1400 0.07 -0.12 28.56 0| 0 37 0 1500 0.18 -0.24 29.76 0| 0 0 0 1550 0.34 -0.39 29.38 0| 0 101 0 1600 0.58 -0.56 28.43 0| 0 0 0 1650 0.90 -0.72 27.75 0| 0 130 0 1700 1.30 -0.85 27.07 0| 0 0 0 1750 1.75 -0.92 27.30 0| 0 0 0 1800 2.72 -0.99 26.83 0| 0 0 0 1900 3.72 -1.00 26.42 0| 0 0 0 2000 5.72 -1.00 25.60 0| 0 0 0 2200 7.72 -1.00 24.65 0| 0 0 0 2400 11.72 -1.00 22.00 0| 0 0 0 2800 Total 0| 0 268 0 Indicative a-t-m Vol 28.34 Underlying Price 16.285 Time to expiry: 113 Days Dec 10 0.02 -0.01 44.00 0| 0 0 0 960 0.02 -0.01 42.43 0| 0 0 0 1000 0.08 -0.05 36.12 0| 0 0 0 1200 0.29 -0.17 31.76 0| 0 60 0 1400 0.53 -0.28 30.02 0| 0 0 0 1500 0.89 -0.43 28.51 0| 0 40 0 1600 1.43 -0.58 27.92 0| 0 120 0 1700 2.10 -0.72 26.77 0| 0 0 0 1800 2.90 -0.84 25.74 0| 0 80 0 1900 3.80 -0.92 25.39 0| 0 42 0 2000 5.72 -0.98 24.69 0| 0 0 0 2200 7.72 -1.00 24.45 0| 0 0 0 2400 11.72 -1.00 25.00 0| 0 0 0 2800 Total 0| 0 342 0 Indicative a-t-m Vol 29.05 Underlying Price 16.285 Time to expiry: 204 Days Mar 11 0.13 -0.05 47.00 0| 0 0 0 960 0.14 -0.05 44.99 0| 0 0 0 1000 0.22 -0.10 35.00 0| 0 0 0 1200 0.58 -0.23 32.43 0| 0 20 0 1400 0.86 -0.31 30.41 0| 0 0 0 1500 1.25 -0.42 29.17 0| 0 0 0 1600 1.79 -0.54 28.76 0| 0 0 0 1700 2.41 -0.65 27.54 0| 0 0 0 1800 3.13 -0.75 26.77 0| 0 0 0 1900 3.95 -0.83 25.95 0| 0 0 0 2000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.78 -0.93 25.88 0| 0 0 0 2200 7.72 -0.99 24.00 0| 0 0 0 2400 11.72 -1.00 27.00 0| 0 0 0 2800 Total 0| 0 20 0 Indicative a-t-m Vol 27.67 Underlying Price 16.285 Time to expiry: 295 Days Jun 11 0.30 -0.09 45.49 0| 0 0 0 960 0.32 -0.10 43.00 0| 0 0 0 1000 0.49 -0.17 34.27 0| 0 0 0 1200 1.01 -0.32 30.53 0| 0 0 0 1400 1.39 -0.41 29.01 0| 0 0 0 1500 1.90 -0.51 28.06 0| 0 0 0 1600 2.48 -0.62 26.73 0| 0 0 0 1700 3.19 -0.71 26.11 0| 0 0 0 1800 4.83 -0.86 24.86 0| 0 0 0 2000 6.66 -0.94 23.92 0| 0 0 0 2200 8.59 -0.98 22.67 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 0 630 0 Grand Total 0| 0 3,962 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 66 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 47.78 Underlying Price 40.120 Time to expiry: 22 Days Sep 10 20.13 1.00 99.00 0| 0 0 0 2000 18.14 1.00 93.93 0| 0 0 0 2200 16.15 0.99 88.41 0| 0 0 0 2400 14.17 0.99 82.88 0| 0 0 0 2600 12.21 0.97 77.50 0| 0 200 0 2800 10.27 0.96 72.26 0| 0 0 0 3000 8.39 0.92 68.07 0| 0 416 0 3200 7.45 0.90 64.75 0| 0 2,050 0 3300 6.48 0.87 63.24 0| 0 6,750 0 3412 5.72 0.83 61.35 0| 0 885 0 3500 4.90 0.79 59.41 0| 0 8,235 0 3600 4.13 0.74 57.62 0| 0 550 0 3700 3.40 0.69 53.90 0| 0 324 0 3791 2.97 3.15 0.69 48.52 2.97 2.97 5| 0 3,043 0 3800 2.50 0.62 47.49 0| 0 843 0 3900 2.00 0.54 48.25 0| 26 11,234 0 4000 1.40 0.45 44.35 0| 0 75 0 4100 1.12 0.38 43.81 0| 10 5,461 0 4170 0.72 0.28 43.31 0| 0 951 0 4300 0.52 0.22 43.82 0| 0 4,319 0 4400 0.35 0.16 43.59 0| 55 1,168 +41 4500 0.29 0.14 43.42 0| 184 2,341 +79 4549 0.23 0.11 42.92 0| 0 560 0 4600 0.16 0.08 43.57 0| 0 545 0 4700 0.10 0.05 43.10 0| 0 10,994 0 4800 0.05 0.03 43.29 0| 0 5,344 0 4929 0.01 0.00 37.26 0| 0 2,129 0 5200 0.01 0.00 36.48 0| 0 4,656 0 5308 0.01 0.00 34.30 0| 0 460 0 5687 0.01 0.00 32.94 0| 0 93 0 6066 0.01 0.00 32.37 0| 0 100 0 6400 0.01 0.00 32.41 0| 0 6 0 6824 0.01 0.00 33.10 0| 0 0 0 7200 0.01 0.00 34.36 0| 0 587 0 7582 0.01 0.00 36.00 0| 0 120 0 8000 Total 5| 275 74,439 +120 Indicative a-t-m Vol 48.77 Underlying Price 40.120 Time to expiry: 50 Days Oct 10 12.50 0.93 71.16 0| 0 0 0 2800 10.66 0.90 66.91 0| 0 0 0 3000 8.96 0.85 65.02 0| 0 0 0 3200 7.29 0.80 60.90 0| 0 0 0 3400 6.50 0.77 59.35 0| 0 0 0 3500 5.50 0.74 52.59 0| 0 61 0 3600 4.80 0.70 51.73 0| 0 75 0 3700 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.11 0.65 49.96 0| 0 67 0 3800 3.50 0.60 49.02 0| 0 50 0 3900 3.00 0.54 49.10 0| 0 242 0 4000 2.40 0.49 46.34 0| 0 9 0 4100 2.02 1.90 0.43 44.44 2.02 1.98 49| 0 194 0 4200 1.52 0.37 43.81 0| 0 75 0 4300 1.20 0.31 43.15 0| 58 638 0 4400 1.05 0.92 0.26 42.11 1.05 1.04 29| 0 171 0 4500 0.95 0.70 0.21 41.48 0.95 0.75 55| 75 225 -1 4600 0.54 0.17 41.49 0| 0 78 0 4700 0.39 0.13 40.59 0| 10 891 +10 4800 0.07 0.03 36.29 0| 0 2,757 0 5200 0.01 0.01 35.00 0| 0 50 0 5600 Total 133| 143 5,583 +9 Indicative a-t-m Vol 47.88 Underlying Price 40.120 Time to expiry: 85 Days Nov 10 7.80 0.78 55.78 0| 0 0 0 3400 6.30 0.71 52.58 0| 0 0 0 3600 5.00 0.64 50.58 0| 0 0 0 3800 4.40 0.60 49.37 0| 0 0 0 3900 3.80 0.55 47.99 0| 0 75 0 4000 3.30 0.51 47.04 0| 0 0 0 4100 2.80 0.47 45.94 0| 0 26 0 4200 2.00 0.38 44.20 0| 0 0 0 4400 1.40 0.29 43.05 0| 0 125 0 4600 0.90 0.22 41.18 0| 0 475 0 4800 Total 0| 0 701 0 Indicative a-t-m Vol 47.03 Underlying Price 40.120 Time to expiry: 113 Days Dec 10 28.82 1.00 98.00 0| 0 0 0 1137 25.15 0.98 93.77 0| 0 0 0 1516 21.54 0.96 86.20 0| 0 113 0 1896 20.56 0.96 83.97 0| 0 0 0 2000 17.98 0.94 76.88 0| 0 0 0 2275 16.84 0.93 74.58 0| 0 12 0 2400 13.34 0.87 67.92 0| 0 0 0 2800 11.40 0.83 64.33 0| 0 2,929 0 3033 10.04 0.80 61.18 0| 0 1,650 0 3200 8.20 0.76 53.82 0| 0 331 0 3400 6.80 0.70 51.86 0| 0 4,268 0 3600 5.60 0.64 50.35 0| 0 7,771 0 3791 4.30 0.56 47.14 0| 0 13,114 0 4000 3.30 0.48 45.28 0| 0 2,325 0 4200 3.10 0.46 45.41 0| 0 5,515 0 4258 2.70 0.42 44.78 0| 0 4,631 0 4360 2.15 2.00 0.35 43.11 2.15 2.15 12| 0 6,337 0 4549 2.04 1.80 0.33 42.38 2.04 1.75 22| 0 1,719 0 4600 1.65 1.40 0.28 41.14 1.65 1.36 105| 30 23,276 -30 4739 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.00 0.22 40.29 0| 0 19,825 0 4929 0.70 0.16 39.16 0| 0 4,199 0 5100 0.40 0.11 37.38 0| 0 2,547 0 5323 0.19 0.06 35.51 0| 0 5,429 0 5600 0.17 0.05 36.18 0| 0 2,094 0 5687 0.01 0.00 31.02 0| 0 765 0 6388 0.01 0.00 30.97 0| 0 1,022 0 6400 0.01 0.00 28.91 0| 0 260 0 7097 0.01 0.00 28.68 0| 0 193 0 7203 0.01 0.00 28.07 0| 0 311 0 7582 0.01 0.00 27.71 0| 0 717 0 7984 0.01 0.00 27.64 0| 0 262 0 8517 0.01 0.00 27.83 0| 0 1,060 0 8872 0.01 0.00 31.00 0| 0 120 0 10647 Total 139| 30 112,795 -30 Indicative a-t-m Vol 45.65 Underlying Price 40.120 Time to expiry: 204 Days Mar 11 20.98 0.94 74.17 0| 0 0 0 2000 19.20 0.92 70.52 0| 0 0 0 2200 17.49 0.90 68.23 0| 0 0 0 2400 14.14 0.85 61.87 0| 0 0 0 2800 12.58 0.81 59.27 0| 0 0 0 3000 11.11 0.78 57.14 0| 0 3,001 0 3200 9.30 0.74 51.05 0| 0 2,095 0 3400 7.90 0.69 48.45 0| 0 446 0 3600 6.70 0.64 47.09 0| 0 775 0 3800 5.60 0.58 45.78 0| 26 1,402 0 4000 4.55 0.52 43.73 0| 0 850 0 4200 3.63 3.60 0.45 41.74 3.63 3.63 31| 0 4,236 0 4400 2.90 0.39 41.03 0| 0 7,459 0 4600 2.20 0.33 39.44 0| 0 2,551 0 4800 1.25 0.22 37.24 0| 26 498 0 5200 0.67 0.60 0.13 34.67 0.67 0.67 28| 0 2,337 0 5600 0.16 0.04 33.36 0| 0 355 0 6400 0.03 0.01 32.00 0| 0 350 0 7200 Total 59| 52 26,355 0 Indicative a-t-m Vol 43.79 Underlying Price 40.120 Time to expiry: 295 Days Jun 11 28.96 0.99 78.00 0| 0 0 0 1137 25.46 0.97 75.40 0| 0 0 0 1516 23.75 0.96 72.96 0| 0 0 0 1706 22.07 0.94 70.24 0| 0 0 0 1896 20.43 0.93 68.00 0| 0 0 0 2085 18.73 0.91 63.85 0| 0 0 0 2275 17.75 0.89 63.29 0| 0 50 0 2400 15.60 0.86 59.06 0| 0 0 0 2654 12.62 0.81 54.20 0| 0 50 0 3033 11.42 0.77 52.67 0| 0 0 0 3200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.70 0.73 48.33 0| 0 51 0 3412 8.50 0.69 46.95 0| 0 1,150 0 3600 7.40 0.64 45.74 0| 0 433 0 3791 6.20 0.59 43.90 0| 0 7,942 0 4000 5.30 0.54 42.39 0| 0 2,172 0 4170 4.35 0.48 41.47 0| 0 50 0 4400 3.70 0.44 40.27 0| 0 7,828 0 4549 2.85 0.37 39.01 0| 0 3,125 0 4800 1.57 0.24 36.61 0| 0 7,628 0 5308 0.90 0.16 34.67 0| 0 471 0 5687 0.53 0.11 33.60 0| 0 1,236 0 6066 0.34 0.07 33.28 0| 0 175 0 6400 0.18 0.04 32.42 0| 0 256 0 6824 0.10 0.03 31.97 0| 0 28 0 7200 0.06 0.02 32.00 0| 0 100 0 7582 Total 0| 0 32,745 0 Indicative a-t-m Vol 42.96 Underlying Price 40.120 Time to expiry: 477 Days Dec 11 29.08 0.98 75.00 0| 0 0 0 1137 25.63 0.96 68.93 0| 0 0 0 1516 22.31 0.93 63.45 0| 0 0 0 1896 19.17 0.89 58.71 0| 0 0 0 2275 13.50 0.79 51.17 0| 0 0 0 3033 12.36 0.76 49.69 0| 0 42 0 3200 9.82 0.68 46.31 0| 0 2,540 0 3600 8.64 0.64 44.36 0| 0 6,250 0 3791 7.54 0.60 43.03 0| 0 4,920 0 4000 6.29 0.54 41.51 0| 0 1,950 0 4258 4.23 0.42 39.02 0| 2,000 7,408 +1,950 4800 2.69 0.31 36.59 0| 0 5,723 0 5323 0.37 0.07 30.72 0| 0 50 0 7097 0.11 0.02 28.85 0| 0 241 0 7984 0.05 0.01 29.00 0| 0 0 0 8872 Total 0| 2,000 29,124 +1,950 Indicative a-t-m Vol 41.78 Underlying Price 40.120 Time to expiry: 659 Days Jun 12 21.75 0.92 62.40 0| 0 0 0 2000 19.29 0.89 55.59 0| 0 0 0 2275 13.97 0.79 49.66 0| 0 0 0 3033 12.91 0.76 48.49 0| 0 0 0 3200 11.61 0.72 46.89 0| 0 0 0 3412 10.43 0.69 45.06 0| 0 0 0 3600 9.46 0.65 44.33 0| 0 0 0 3791 8.19 0.61 41.85 0| 0 0 0 4000 7.33 0.58 40.84 0| 0 0 0 4170 7.16 0.57 40.45 0| 0 0 0 4200 5.61 0.50 38.27 0| 0 1,000 0 4549 5.00 0.46 38.58 0| 0 0 0 4800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.94 0.33 33.80 0| 0 0 0 5308 2.07 0.26 32.28 0| 0 0 0 5687 0.49 0.08 31.00 0| 0 0 0 7582 Total 0| 0 1,000 0 Indicative a-t-m Vol 41.47 Underlying Price 40.120 Time to expiry: 848 Days Dec 12 32.65 1.00 80.62 0| 0 0 0 758 25.85 0.96 66.60 0| 0 0 0 1516 22.71 0.92 60.55 0| 0 0 0 1896 19.61 0.88 54.48 0| 0 0 0 2275 14.59 0.78 48.99 0| 0 4,000 0 3033 13.59 0.75 48.02 0| 0 0 0 3200 11.10 0.69 44.18 0| 0 0 0 3600 10.06 0.66 42.91 0| 0 7,500 0 3791 8.99 0.62 41.46 0| 0 500 0 4000 8.14 0.58 41.76 0| 0 1,500 0 4258 5.84 0.48 38.40 0| 0 9,500 0 4800 4.14 0.39 36.00 0| 0 5,474 0 5323 2.84 0.30 33.60 0| 0 1,500 0 5800 1.37 0.18 30.60 0| 0 5,750 0 6635 1.05 0.14 30.60 0| 0 0 0 7097 0.70 0.10 31.40 0| 0 0 0 8000 Total 0| 0 35,724 0 Indicative a-t-m Vol 41.16 Underlying Price 40.120 Time to expiry: 1030 Days Jun 13 21.96 0.91 61.07 0| 0 0 0 2000 19.16 0.87 57.00 0| 0 0 0 2400 13.74 0.76 47.67 0| 0 0 0 3200 11.37 0.70 44.31 0| 0 0 0 3600 9.23 0.63 41.24 0| 0 0 0 4000 7.37 0.56 38.64 0| 0 0 0 4400 6.20 0.49 38.22 0| 0 0 0 4800 2.63 0.29 32.32 0| 0 0 0 6000 0.87 0.12 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.51 Underlying Price 40.120 Time to expiry: 1212 Days Dec 13 22.78 0.92 59.83 0| 0 0 0 1896 19.90 0.88 54.24 0| 0 0 0 2275 15.18 0.78 48.57 0| 0 0 0 3033 11.03 0.67 43.04 0| 0 1,000 0 3791 7.39 0.54 37.79 0| 0 0 0 4549 3.88 0.36 33.45 0| 0 3,000 0 5687 2.12 0.23 31.57 0| 0 1,066 0 6800 1.22 0.15 31.21 0| 0 0 0 8000 0.83 0.10 32.66 0| 0 1,000 0 9478 Total 0| 0 6,066 0 Indicative a-t-m Vol 40.93 Underlying Price 40.120 Time to expiry: 1576 Days Dec 14 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.06 0.91 60.60 0| 0 0 0 2000 19.49 0.87 56.18 0| 0 0 0 2400 14.42 0.76 46.94 0| 0 0 0 3200 10.28 0.65 40.97 0| 0 0 0 4000 7.43 0.53 38.02 0| 0 0 0 4800 3.84 0.35 32.65 0| 0 0 0 6000 2.08 0.21 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 336| 2,500 324,532 +2,049 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 72 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 51.36 Underlying Price 40.120 Time to expiry: 22 Days Sep 10 0.01 0.00 99.00 0| 0 1,003 0 2000 0.01 0.00 93.93 0| 0 3,692 0 2200 0.02 -0.01 88.41 0| 0 6,510 0 2400 0.04 -0.01 82.88 0| 0 6,541 0 2600 0.08 -0.03 77.50 0| 0 4,044 0 2800 0.14 -0.04 72.26 0| 32 2,968 0 3000 0.26 -0.08 68.07 0| 0 7,789 0 3200 0.32 -0.10 64.75 0| 0 3,497 0 3300 0.48 0.47 -0.13 63.24 0.48 0.48 63| 75 6,474 +75 3412 0.58 0.59 -0.17 61.35 0.58 0.50 248| 0 6,601 0 3500 0.77 -0.21 59.41 0| 75 7,116 0 3600 1.00 -0.26 57.62 0| 36 475 +13 3700 1.20 1.18 -0.31 53.90 1.20 1.20 41| 0 1,966 0 3791 1.21 1.20 -0.32 53.75 1.23 Q 1.21 265| 0 605 0 3800 1.60 -0.39 53.58 0| 0 191 0 3900 2.00 -0.46 51.53 0| 120 8,420 0 4000 2.50 -0.54 50.17 0| 0 354 0 4100 3.00 -0.59 51.76 0| 0 7,218 0 4170 3.80 -0.69 49.39 0| 0 78 0 4300 4.40 -0.78 44.20 0| 10 2,232 -2 4400 5.40 -0.80 50.19 0| 0 1,015 0 4500 5.90 -0.81 53.43 0| 0 2,545 0 4549 6.30 -0.84 52.14 0| 0 21 0 4600 7.20 -0.87 53.07 0| 0 0 0 4700 8.20 -0.88 57.77 0| 0 2,127 0 4800 9.40 -0.91 58.79 0| 0 1,782 0 4929 12.10 -0.92 68.78 0| 0 0 0 5200 13.20 -0.92 74.20 0| 0 15 0 5308 17.00 -0.93 88.50 0| 0 2 0 5687 20.75 -0.94 97.13 0| 0 1,250 0 6066 24.00 -0.96 97.27 0| 0 0 0 6400 28.30 -0.96 115.15 0| 0 0 0 6824 32.00 -0.97 116.99 0| 0 0 0 7200 36.00 -0.94 144.52 0| 0 50 0 7582 40.00 -0.97 133.37 0| 0 0 0 8000 Total 617| 348 86,581 +86 Indicative a-t-m Vol 51.45 Underlying Price 40.120 Time to expiry: 50 Days Oct 10 0.36 -0.07 71.16 0| 0 155 0 2800 0.52 -0.10 66.91 0| 0 265 0 3000 0.82 -0.15 65.02 0| 0 2,415 0 3200 1.07 1.14 -0.20 60.90 1.09 1.07 135| 0 246 0 3400 1.35 -0.23 59.35 0| 0 183 0 3500 1.50 1.60 -0.27 57.48 1.50 1.50 4| 0 140 0 3600 1.80 -0.31 54.59 0| 0 1,621 0 3700 2.15 -0.35 53.33 0| 0 126 0 3800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.35 2.55 -0.40 52.39 2.35 2.35 50| 0 1,672 0 3900 3.00 -0.45 51.59 0| 0 138 0 4000 3.50 -0.51 50.47 0| 0 170 0 4100 4.00 -0.56 48.74 0| 0 60 0 4200 4.60 -0.62 47.88 0| 0 125 0 4300 5.25 5.30 -0.66 47.63 5.25 5.25 30| 0 118 0 4400 6.00 -0.71 46.76 0| 0 4,005 0 4500 6.80 -0.75 47.09 0| 0 86 0 4600 7.60 -0.79 46.45 0| 0 0 0 4700 8.50 -0.82 47.86 0| 0 29 0 4800 12.20 -0.90 50.97 0| 0 0 0 5200 16.10 -0.93 56.73 0| 0 0 0 5600 Total 219| 0 11,554 0 Indicative a-t-m Vol 50.82 Underlying Price 40.120 Time to expiry: 85 Days Nov 10 1.82 1.80 -0.23 58.69 1.82 1.82 72| 153 153 +3 3400 2.33 2.40 -0.30 56.80 2.33 2.27 150| 37 107 0 3600 3.00 -0.36 53.09 0| 29 29 +29 3800 3.40 -0.40 51.76 0| 0 0 0 3900 3.85 -0.44 51.01 0| 0 0 0 4000 4.30 -0.49 49.39 0| 0 0 0 4100 4.90 -0.53 49.59 0| 0 0 0 4200 6.00 -0.61 46.77 0| 0 0 0 4400 7.40 -0.69 45.89 0| 0 0 0 4600 9.00 -0.75 46.20 0| 0 0 0 4800 Total 222| 219 289 +32 Indicative a-t-m Vol 49.54 Underlying Price 40.120 Time to expiry: 113 Days Dec 10 0.04 0.00 98.00 0| 0 654 0 1137 0.15 -0.02 93.77 0| 0 709 0 1516 0.33 -0.04 86.20 0| 0 2,384 0 1896 0.39 -0.04 83.97 0| 0 11,759 0 2000 0.55 -0.06 76.88 0| 0 3,620 0 2275 0.66 -0.07 74.58 0| 50 9,485 0 2400 1.14 -0.13 67.92 0| 0 5,858 0 2800 1.53 -0.17 64.33 0| 0 6,595 0 3033 1.83 -0.20 61.18 0| 0 10,891 0 3200 2.31 -0.25 58.30 0| 0 2,059 0 3400 2.80 -0.30 54.49 0| 0 5,066 0 3600 3.50 -0.36 52.75 0| 0 23,275 0 3791 4.30 -0.44 49.62 0| 0 8,437 0 4000 5.35 -0.51 48.28 0| 60 1,817 -25 4200 5.65 -0.53 47.60 0| 0 8,943 0 4258 6.30 -0.57 47.30 0| 0 2,867 0 4360 7.50 -0.64 45.91 0| 0 6,256 0 4549 7.80 -0.66 45.04 0| 0 2,633 0 4600 8.80 -0.71 44.23 0| 0 13,994 0 4739 10.30 -0.76 43.82 0| 0 6,106 0 4929 11.70 -0.81 43.14 0| 0 25 0 5100 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.70 -0.85 43.55 0| 0 226 0 5323 16.25 -0.90 43.80 0| 0 0 0 5600 17.10 -0.90 44.84 0| 0 1,664 0 5687 24.00 -0.93 51.98 0| 0 100 0 6388 24.10 -0.94 51.35 0| 0 0 0 6400 31.00 -0.95 57.03 0| 0 101 0 7097 31.91 -1.00 28.68 0| 0 0 0 7203 35.70 -1.00 28.07 0| 0 2 0 7582 39.72 -1.00 27.71 0| 0 5 0 7984 45.05 -1.00 27.64 0| 0 0 0 8517 48.60 -1.00 27.83 0| 0 51 0 8872 66.35 -1.00 31.00 0| 0 1 0 10647 Total 0| 110 135,583 -25 Indicative a-t-m Vol 48.60 Underlying Price 40.120 Time to expiry: 204 Days Mar 11 0.75 -0.06 74.17 0| 0 3,481 0 2000 0.96 -0.08 70.52 0| 0 1,344 0 2200 1.25 -0.10 68.23 0| 0 494 0 2400 1.88 -0.15 61.87 0| 0 4,313 0 2800 2.30 -0.19 59.27 0| 75 3,457 0 3000 2.82 -0.23 57.14 0| 0 4,130 0 3200 3.37 -0.27 54.89 0| 0 1,254 0 3400 4.00 -0.31 52.23 0| 10 3,805 +10 3600 4.80 -0.36 50.66 0| 0 5,219 0 3800 5.63 -0.42 48.76 0| 0 8,126 0 4000 6.50 -0.48 46.00 0| 10 1,648 +10 4200 7.60 -0.54 44.51 0| 0 2,017 0 4400 8.85 -0.60 43.54 0| 0 6,553 0 4600 10.20 -0.65 42.40 0| 0 1 0 4800 13.20 -0.76 40.36 0| 0 20 0 5200 16.60 -0.84 39.36 0| 0 750 0 5600 24.10 -0.93 40.13 0| 0 0 0 6400 32.00 -0.96 44.61 0| 0 0 0 7200 Total 0| 95 46,612 +20 Indicative a-t-m Vol 46.14 Underlying Price 40.120 Time to expiry: 295 Days Jun 11 0.21 -0.02 78.00 0| 0 122 0 1137 0.56 -0.04 75.40 0| 0 175 0 1516 0.78 -0.05 72.96 0| 0 300 0 1706 1.02 -0.07 70.24 0| 0 275 0 1896 1.30 -0.09 68.00 0| 0 300 0 2085 1.51 -0.11 63.85 0| 0 356 0 2275 1.80 -0.12 63.29 0| 0 2,640 0 2400 2.23 -0.16 59.06 0| 0 527 0 2654 3.09 -0.22 54.20 0| 0 82 0 3033 3.62 3.57 -0.25 52.67 3.68 3.62 150| 0 581 0 3200 4.36 4.25 -0.29 50.33 4.36 4.36 26| 0 167 0 3412 4.93 -0.33 48.72 0| 0 2,502 0 3600 5.75 -0.38 47.20 0| 0 209 0 3791 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.80 -0.43 46.23 0| 0 8,157 0 4000 7.65 -0.47 44.93 0| 0 1,152 0 4170 9.00 -0.53 43.76 0| 0 28 0 4400 9.90 -0.57 43.00 0| 0 2,200 0 4549 11.50 -0.64 41.12 0| 0 107 0 4800 15.35 -0.75 39.38 0| 0 68 0 5308 18.60 -0.81 39.29 0| 0 0 0 5687 21.58 -0.90 33.60 0| 0 0 0 6066 24.72 -0.93 33.28 0| 0 0 0 6400 28.77 -0.96 32.42 0| 0 0 0 6824 32.43 -0.97 31.97 0| 0 0 0 7200 36.18 -0.98 32.00 0| 0 0 0 7582 Total 176| 0 19,948 0 Indicative a-t-m Vol 42.96 Underlying Price 40.120 Time to expiry: 477 Days Dec 11 0.54 -0.03 75.00 0| 0 0 0 1137 0.96 -0.05 68.93 0| 0 75 0 1516 1.51 -0.08 63.45 0| 0 375 0 1896 2.19 -0.12 58.71 0| 0 1,025 0 2275 4.14 -0.23 51.17 0| 1,000 5,355 +250 3033 4.68 -0.25 49.69 0| 0 40 0 3200 6.14 -0.33 46.31 0| 0 3,040 0 3600 6.86 -0.37 44.36 0| 0 20,300 0 3791 7.84 -0.41 43.03 500| 0 2,020 0 4000 9.16 -0.47 41.51 0| 0 1,750 0 4258 12.49 -0.59 39.02 0| 0 500 0 4800 16.14 -0.70 36.59 0| 0 0 0 5323 31.51 -0.94 30.72 0| 0 0 0 7097 40.08 -0.98 28.85 0| 0 0 0 7984 48.82 -0.99 29.00 0| 0 1 0 8872 Total 500| 1,000 34,481 +250 Indicative a-t-m Vol 41.78 Underlying Price 40.120 Time to expiry: 659 Days Jun 12 2.72 -0.12 62.40 0| 0 0 0 2000 2.99 -0.14 55.59 0| 0 0 0 2275 5.41 -0.25 49.66 0| 0 0 0 3033 6.04 -0.27 48.49 0| 0 0 0 3200 6.88 -0.31 46.89 0| 0 0 0 3412 7.59 -0.34 45.06 0| 0 0 0 3600 8.55 -0.38 44.33 0| 0 0 0 3791 9.37 -0.42 41.85 0| 0 0 0 4000 10.22 -0.45 40.84 0| 0 0 0 4170 10.35 -0.46 40.45 0| 0 0 0 4200 12.29 -0.53 38.27 0| 0 0 0 4549 14.19 -0.57 38.58 0| 0 0 0 4800 17.21 -0.69 33.80 0| 0 0 0 5308 20.10 -0.76 32.28 0| 0 0 0 5687 37.17 -0.92 31.00 0| 0 0 0 7582 Total 0| 0 0 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 76 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 41.47 Underlying Price 40.120 Time to expiry: 848 Days Dec 12 0.78 -0.03 80.62 0| 0 10,000 0 758 2.14 -0.08 66.60 0| 0 0 0 1516 2.90 -0.11 60.55 0| 0 500 0 1896 3.61 -0.15 54.48 0| 0 2,500 0 2275 6.24 -0.24 48.99 0| 0 18,000 0 3033 6.90 -0.27 48.02 0| 0 5,500 0 3200 8.39 -0.33 44.18 0| 0 0 0 3600 9.23 -0.36 42.91 0| 0 9,000 0 3791 10.23 -0.40 41.46 0| 0 0 0 4000 11.93 -0.44 41.76 0| 0 1,230 0 4258 14.98 -0.54 38.40 0| 0 0 0 4800 18.43 -0.63 36.00 0| 0 8,500 0 5323 21.81 -0.71 33.60 0| 0 0 0 5800 28.55 -0.83 30.60 0| 0 0 0 6635 32.75 -0.87 30.60 0| 0 0 0 7097 41.23 -0.91 31.40 0| 0 0 0 8000 Total 0| 0 55,230 0 Indicative a-t-m Vol 41.16 Underlying Price 40.120 Time to expiry: 1030 Days Jun 13 4.20 -0.13 61.07 0| 0 0 0 2000 5.48 -0.17 57.00 0| 0 0 0 2400 8.05 -0.28 47.67 0| 0 0 0 3200 9.65 -0.34 44.31 0| 0 0 0 3600 11.47 -0.41 41.24 0| 0 0 0 4000 13.55 -0.48 38.64 0| 0 0 0 4400 16.31 -0.53 38.22 0| 0 0 0 4800 24.44 -0.73 32.32 0| 0 0 0 6000 41.95 -0.89 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.51 Underlying Price 40.120 Time to expiry: 1212 Days Dec 13 4.14 -0.12 59.83 0| 0 0 0 1896 5.08 -0.16 54.24 0| 0 0 0 2275 7.95 -0.25 48.57 0| 0 0 0 3033 11.22 -0.36 43.04 0| 0 2,333 0 3791 14.93 -0.48 37.79 0| 0 1,000 0 4549 22.42 -0.66 33.45 0| 0 0 0 5687 31.36 -0.78 31.57 0| 0 0 0 6800 41.95 -0.86 31.21 0| 0 0 0 8000 55.69 -0.90 32.66 0| 0 0 0 9478 Total 0| 0 3,333 0 Indicative a-t-m Vol 40.93 Underlying Price 40.120 Time to expiry: 1576 Days Dec 14 5.88 -0.14 60.60 0| 0 0 0 2000 7.33 -0.17 56.18 0| 0 0 0 2400 10.00 -0.27 46.94 0| 0 0 0 3200 13.51 -0.38 40.97 0| 0 0 0 4000 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 77 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.26 -0.49 38.02 0| 0 0 0 4800 25.96 -0.66 32.65 0| 0 0 0 6000 42.87 -0.80 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 1,734| 1,772 393,611 +363 Grand Total 2,070| 4,272 718,143 +2,412 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 78 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 49.97 Underlying Price 40.120 Time to expiry: 22 Days Sep 10 21.17 1.00 104.08 0| 0 0 0 1896 20.13 1.00 99.00 0| 0 0 0 2000 19.28 1.00 95.70 0| 0 0 0 2085 17.39 1.00 88.39 0| 0 0 0 2275 16.14 0.99 84.08 0| 0 0 0 2400 13.62 0.99 76.39 0| 0 0 0 2654 12.18 0.98 72.52 0| 0 0 0 2800 9.92 0.96 67.05 0| 0 0 0 3033 8.36 0.93 66.01 0| 0 150 0 3200 7.41 0.91 61.74 0| 0 0 0 3300 6.43 0.87 60.98 0| 0 1,028 0 3412 5.66 0.84 58.83 0| 0 0 0 3500 4.82 0.80 56.59 0| 0 10,750 0 3600 4.02 0.75 54.43 0| 0 0 0 3700 3.40 0.69 53.90 0| 0 0 0 3791 2.64 0.61 51.15 0| 0 0 0 3900 2.08 0.54 50.14 0| 0 400 0 4000 1.57 0.45 48.74 0| 0 0 0 4100 1.21 0.38 48.90 0| 0 0 0 4200 1.01 0.33 48.29 0| 0 21,027 0 4258 0.82 0.30 46.39 0| 0 0 0 4300 0.60 0.23 46.55 0| 0 1,530 0 4400 0.41 0.17 46.03 0| 0 0 0 4500 0.35 0.15 45.85 0| 0 1,500 0 4549 0.27 0.12 45.13 0| 0 0 0 4600 0.19 0.09 45.59 0| 0 0 0 4700 0.13 0.07 45.92 0| 0 550 0 4800 0.06 0.03 43.73 0| 0 35 0 4929 0.01 0.01 41.01 0| 0 0 0 5200 0.01 0.00 38.74 0| 0 0 0 5687 0.01 0.00 37.51 0| 0 0 0 6066 0.01 0.00 36.78 0| 0 28 0 6388 0.01 0.00 36.00 0| 0 0 0 7097 0.01 0.00 36.30 0| 0 20 0 7984 0.01 0.00 37.01 0| 0 0 0 8517 0.01 0.00 42.59 0| 0 0 0 10647 Total 0| 0 37,018 0 Indicative a-t-m Vol 46.77 Underlying Price 40.120 Time to expiry: 204 Days Mar 11 21.87 0.95 74.53 0| 0 0 0 1896 20.96 0.94 73.54 0| 0 0 0 2000 20.19 0.93 71.98 0| 0 0 0 2085 18.54 0.91 69.21 0| 0 0 0 2275 17.46 0.90 67.55 0| 0 0 0 2400 15.32 0.87 63.53 0| 0 0 0 2654 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.07 0.85 60.99 0| 0 0 0 2800 12.26 0.81 58.12 0| 0 0 0 3033 11.02 0.78 56.16 0| 0 0 0 3200 9.43 0.73 53.20 0| 0 0 0 3412 8.14 0.69 50.70 0| 0 715 0 3600 6.94 0.64 48.87 0| 0 0 0 3791 5.73 0.58 46.89 0| 0 100 0 4000 4.39 0.50 44.34 0| 0 315 0 4258 3.73 0.46 42.86 0| 0 0 0 4400 3.14 0.41 41.95 0| 0 318 0 4549 2.24 0.33 39.80 0| 0 501 0 4800 0.65 0.13 35.45 0| 0 0 0 5600 0.29 0.07 34.10 0| 0 0 0 6066 0.17 0.05 33.95 0| 0 0 0 6400 0.04 0.01 32.31 0| 0 0 0 7097 0.01 0.00 32.49 0| 0 0 0 7984 0.01 0.00 39.82 0| 0 0 0 10647 Total 0| 0 1,949 0 Indicative a-t-m Vol 42.09 Underlying Price 40.120 Time to expiry: 386 Days Sep 11 19.57 0.92 56.09 0| 0 0 0 2085 18.10 0.90 55.83 0| 0 0 0 2275 11.39 0.75 49.20 0| 0 0 0 3200 9.91 0.71 46.53 0| 0 0 0 3412 8.83 0.67 45.64 0| 0 0 0 3600 7.68 0.63 43.75 0| 0 0 0 3791 6.55 0.58 42.18 0| 0 0 0 4000 5.27 0.51 40.29 0| 0 0 0 4258 4.06 0.44 38.44 0| 0 0 0 4549 3.18 0.38 36.97 0| 0 30 0 4800 2.05 0.27 36.47 0| 0 0 0 5323 1.08 0.16 35.91 0| 0 0 0 6066 0.42 0.08 35.13 0| 0 209 0 7097 0.32 0.06 38.50 0| 0 0 0 8000 Total 0| 0 239 0 Indicative a-t-m Vol 42.44 Underlying Price 40.120 Time to expiry: 568 Days Mar 12 18.63 0.86 58.48 0| 0 0 0 2400 13.00 0.75 49.96 0| 0 0 0 3200 10.42 0.68 45.91 0| 0 0 0 3600 8.13 0.60 42.50 0| 0 0 0 4000 6.32 0.52 40.44 0| 0 0 0 4400 4.69 0.44 38.03 0| 0 0 0 4800 3.21 0.34 36.33 0| 0 0 0 5323 0.72 0.11 32.38 0| 0 150 0 7097 0.33 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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 80 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 42.43 Underlying Price 40.120 Time to expiry: 757 Days Sep 12 18.23 0.84 57.63 0| 0 0 0 2400 12.83 0.73 48.68 0| 0 0 0 3200 10.42 0.67 44.85 0| 0 0 0 3600 8.46 0.60 42.50 0| 0 0 0 4000 6.67 0.52 40.06 0| 0 0 0 4400 5.29 0.45 38.67 0| 0 0 0 4800 2.16 0.25 33.69 0| 0 0 0 6000 1.02 0.14 32.36 0| 0 0 0 7097 0.56 0.09 31.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.71 Underlying Price 40.120 Time to expiry: 932 Days Mar 13 18.03 0.84 49.73 0| 0 0 0 2400 13.05 0.74 44.29 0| 0 0 0 3200 10.87 0.67 41.81 0| 0 0 0 3600 8.93 0.61 39.76 0| 0 0 0 4000 7.23 0.54 37.96 0| 0 0 0 4400 5.79 0.47 36.52 0| 0 0 0 4800 3.54 0.34 34.49 0| 0 30 0 5687 1.32 0.15 34.81 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 38.95 Underlying Price 40.120 Time to expiry: 1121 Days Sep 13 20.37 0.87 56.92 0| 0 0 0 2000 17.58 0.83 51.60 0| 0 0 0 2400 12.60 0.72 43.95 0| 0 0 0 3200 8.60 0.60 39.01 0| 0 0 0 4000 5.55 0.46 35.23 0| 0 0 0 4800 3.61 0.34 34.15 0| 0 0 0 5687 1.71 0.18 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.16 Underlying Price 40.120 Time to expiry: 1303 Days Mar 14 20.81 0.87 54.87 0| 0 0 0 2000 18.26 0.83 51.08 0| 0 0 0 2400 13.66 0.73 44.73 0| 0 0 0 3200 9.80 0.62 40.20 0| 0 0 0 4000 6.87 0.50 37.20 0| 0 0 0 4800 3.93 0.35 34.40 0| 0 0 0 6000 1.75 0.19 33.02 0| 0 0 0 8000 0.59 0.07 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 39.27 Underlying Price 40.120 Time to expiry: 1485 Days Sep 14 19.60 0.86 54.40 0| 0 0 0 2000 17.07 0.82 49.79 0| 0 0 0 2400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 81 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.67 0.72 43.51 0| 0 0 0 3200 9.12 0.61 39.32 0| 0 0 0 4000 6.40 0.49 36.28 0| 0 0 0 4800 3.71 0.34 33.61 0| 0 0 0 6000 1.70 0.19 32.47 0| 0 0 0 8000 0.60 0.08 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.53 Underlying Price 40.120 Time to expiry: 1667 Days Mar 15 20.04 0.87 53.26 0| 0 0 0 2000 17.64 0.82 49.11 0| 0 0 0 2400 13.26 0.73 42.76 0| 0 0 0 3200 9.69 0.62 38.58 0| 0 0 0 4000 6.92 0.51 35.53 0| 0 0 0 4800 4.15 0.36 33.00 0| 0 0 0 6000 2.00 0.21 31.73 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 39,386 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 82 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 49.97 Underlying Price 40.120 Time to expiry: 22 Days Sep 10 0.01 0.00 104.08 0| 0 1,975 0 1896 0.01 0.00 99.00 0| 0 0 0 2000 0.01 0.00 95.70 0| 0 3,000 0 2085 0.01 0.00 88.39 0| 0 1,025 0 2275 0.02 -0.01 84.08 0| 0 890 0 2400 0.03 -0.01 76.39 0| 0 482 0 2654 0.05 -0.02 72.52 0| 0 0 0 2800 0.12 -0.04 67.05 0| 0 1,588 0 3033 0.23 -0.07 66.01 0| 0 370 0 3200 0.28 -0.09 61.74 0| 0 0 0 3300 0.42 -0.13 60.98 0| 0 750 0 3412 0.53 -0.16 58.83 0| 0 0 0 3500 0.69 -0.20 56.59 0| 0 10,000 0 3600 0.89 -0.25 54.43 0| 0 0 0 3700 1.18 -0.31 53.90 0| 0 600 0 3791 1.51 -0.39 51.15 0| 0 0 0 3900 1.94 -0.46 50.14 0| 0 386 0 4000 2.44 -0.55 48.74 0| 0 0 0 4100 3.08 -0.62 48.90 0| 0 0 0 4200 3.46 -0.67 48.29 0| 0 20,010 0 4258 3.69 -0.70 46.39 0| 0 0 0 4300 4.47 -0.77 46.55 0| 0 2,688 0 4400 5.28 -0.83 46.03 0| 0 0 0 4500 5.70 -0.85 45.85 0| 0 712 0 4549 6.13 -0.88 45.13 0| 0 0 0 4600 7.05 -0.91 45.59 0| 0 0 0 4700 8.00 -0.93 45.92 0| 0 500 0 4800 9.21 -0.97 43.73 0| 0 50 0 4929 11.87 -0.99 41.01 0| 0 0 0 5200 16.73 -1.00 38.74 0| 0 20 0 5687 20.52 -1.00 37.51 0| 0 150 0 6066 23.74 -1.00 36.78 0| 0 240 0 6388 30.83 -1.00 36.00 0| 0 105 0 7097 39.70 -1.00 36.30 0| 0 0 0 7984 45.03 -1.00 37.01 0| 0 20 0 8517 66.32 -1.00 42.59 0| 0 2,500 0 10647 Total 0| 0 48,061 0 Indicative a-t-m Vol 46.77 Underlying Price 40.120 Time to expiry: 204 Days Mar 11 0.61 -0.05 74.53 0| 0 0 0 1896 0.73 -0.06 73.54 0| 0 0 0 2000 0.80 -0.07 71.98 0| 0 10 0 2085 1.05 -0.09 69.21 0| 0 500 0 2275 1.21 -0.10 67.55 0| 0 40,000 0 2400 1.59 -0.13 63.53 0| 0 0 0 2654 1.81 -0.15 60.99 0| 0 0 0 2800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.31 -0.19 58.12 0| 0 0 0 3033 2.73 -0.22 56.16 0| 0 0 0 3200 3.25 -0.27 53.20 0| 0 950 0 3412 3.83 -0.31 50.70 0| 0 20 0 3600 4.53 -0.36 48.87 0| 0 506 0 3791 5.40 -0.42 46.89 0| 0 375 0 4000 6.63 -0.50 44.34 0| 0 10 0 4258 7.38 -0.54 42.86 0| 0 0 0 4400 8.26 -0.59 41.95 0| 0 20 0 4549 9.86 -0.67 39.80 0| 0 10 0 4800 16.23 -0.87 35.45 0| 0 0 0 5600 20.51 -0.93 34.10 0| 0 900 0 6066 23.71 -0.95 33.95 0| 0 10 0 6400 30.52 -0.99 32.31 0| 0 0 0 7097 39.31 -1.00 32.49 0| 0 0 0 7984 65.79 -1.00 39.82 0| 0 1 0 10647 Total 0| 0 43,312 0 Indicative a-t-m Vol 42.09 Underlying Price 40.120 Time to expiry: 386 Days Sep 11 1.08 -0.08 56.09 0| 0 0 0 2085 1.49 -0.10 55.83 0| 0 0 0 2275 3.91 -0.25 49.20 0| 0 0 0 3200 4.53 -0.29 46.53 0| 0 0 0 3412 5.31 -0.33 45.64 0| 0 0 0 3600 6.04 -0.37 43.75 0| 0 0 0 3791 6.98 -0.42 42.18 0| 0 0 0 4000 8.24 -0.49 40.29 0| 0 0 0 4258 9.91 -0.56 38.44 0| 0 0 0 4549 11.51 -0.62 36.97 0| 0 0 0 4800 15.55 -0.73 36.47 0| 0 20 0 5323 21.91 -0.84 35.91 0| 0 0 0 6066 31.43 -0.92 35.13 0| 0 0 0 7097 40.26 -0.94 38.50 0| 0 0 0 8000 Total 0| 0 20 0 Indicative a-t-m Vol 42.44 Underlying Price 40.120 Time to expiry: 568 Days Mar 12 3.08 -0.14 58.48 0| 0 0 0 2400 5.30 -0.25 49.96 0| 0 0 0 3200 6.64 -0.32 45.91 0| 0 0 0 3600 8.27 -0.40 42.50 0| 0 0 0 4000 10.38 -0.48 40.44 0| 0 0 0 4400 12.67 -0.56 38.03 0| 0 0 0 4800 16.33 -0.66 36.33 0| 0 0 0 5323 31.22 -0.89 32.38 0| 0 0 0 7097 39.69 -0.94 31.58 0| 0 0 0 8000 48.10 -0.97 31.85 0| 0 250 0 8872 65.38 -0.99 32.31 0| 0 1 0 10647 Total 0| 0 251 0 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 84 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 42.43 Underlying Price 40.120 Time to expiry: 757 Days Sep 12 4.18 -0.16 57.63 0| 0 0 0 2400 6.55 -0.27 48.68 0| 0 0 0 3200 8.03 -0.33 44.85 0| 0 0 0 3600 9.96 -0.40 42.50 0| 0 0 0 4000 12.05 -0.48 40.06 0| 0 0 0 4400 14.56 -0.55 38.67 0| 0 0 0 4800 23.10 -0.75 33.69 0| 0 0 0 6000 32.62 -0.86 32.36 0| 0 2,000 0 7097 40.94 -0.91 31.83 0| 0 20 0 8000 Total 0| 0 2,020 0 Indicative a-t-m Vol 39.71 Underlying Price 40.120 Time to expiry: 932 Days Mar 13 3.75 -0.16 49.73 0| 0 0 0 2400 6.47 -0.26 44.29 0| 0 0 0 3200 8.13 -0.33 41.81 0| 0 0 0 3600 10.05 -0.39 39.76 0| 0 0 0 4000 12.20 -0.46 37.96 0| 0 0 0 4400 14.61 -0.53 36.52 0| 0 0 0 4800 20.89 -0.66 34.49 0| 0 0 0 5687 40.93 -0.85 34.81 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.95 Underlying Price 40.120 Time to expiry: 1121 Days Sep 13 3.92 -0.13 56.92 0| 0 0 0 2000 4.93 -0.17 51.60 0| 0 0 0 2400 7.57 -0.28 43.95 0| 0 0 0 3200 11.17 -0.40 39.01 0| 0 0 0 4000 15.73 -0.54 35.23 0| 0 0 0 4800 22.23 -0.66 34.15 0| 0 0 0 5687 42.32 -0.82 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.16 Underlying Price 40.120 Time to expiry: 1303 Days Mar 14 4.12 -0.13 54.87 0| 0 0 0 2000 5.32 -0.17 51.08 0| 0 0 0 2400 8.23 -0.27 44.73 0| 0 0 0 3200 11.89 -0.38 40.20 0| 0 0 0 4000 16.48 -0.50 37.20 0| 0 0 0 4800 24.81 -0.65 34.40 0| 0 0 0 6000 41.41 -0.81 33.02 0| 0 0 0 8000 77.82 -0.93 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 39.27 Underlying Price 40.120 Time to expiry: 1485 Days Sep 14 4.73 -0.14 54.40 0| 0 0 0 2000 5.91 -0.18 49.79 0| 0 0 0 2400 8.92 -0.28 43.51 0| 0 0 0 3200 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.78 -0.39 39.32 0| 0 0 0 4000 17.48 -0.51 36.28 0| 0 0 0 4800 25.90 -0.66 33.61 0| 0 0 0 6000 42.43 -0.81 32.47 0| 0 0 0 8000 78.39 -0.92 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.53 Underlying Price 40.120 Time to expiry: 1667 Days Mar 15 4.88 -0.13 53.26 0| 0 0 0 2000 6.13 -0.18 49.11 0| 0 0 0 2400 9.05 -0.27 42.76 0| 0 0 0 3200 12.78 -0.38 38.58 0| 0 0 0 4000 17.33 -0.49 35.53 0| 0 0 0 4800 25.51 -0.64 33.00 0| 0 0 0 6000 41.61 -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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 86 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 23.35 Underlying Price 44.915 Time to expiry: 22 Days Sep 10 20.92 1.00 60.00 0| 0 0 0 2400 16.92 1.00 48.07 0| 0 0 0 2800 12.92 1.00 38.97 0| 0 0 0 3200 8.93 1.00 32.16 0| 0 0 0 3600 6.94 0.99 29.49 0| 0 0 0 3800 4.98 0.96 27.25 0| 0 0 0 4000 3.13 0.86 25.40 0| 0 0 0 4200 2.31 0.77 24.63 0| 0 0 0 4300 1.60 1.59 0.65 23.87 1.60 1.60 4| 0 10 0 4400 1.01 0.50 23.30 0| 0 3 0 4500 0.58 0.35 22.74 0| 0 23 0 4600 0.30 0.22 22.27 0| 0 0 0 4700 0.14 0.12 21.87 0| 0 71 0 4800 0.06 0.06 21.54 0| 0 0 0 4900 0.02 0.02 21.28 0| 3 11 -3 5000 0.01 0.00 20.94 0| 0 1,424 0 5200 0.01 0.00 20.95 0| 0 28 0 5600 0.01 0.00 21.76 0| 0 7 0 6000 0.01 0.00 23.27 0| 0 0 0 6400 0.01 0.00 28.00 0| 0 0 0 7200 Total 4| 3 1,577 -3 Indicative a-t-m Vol 23.76 Underlying Price 44.915 Time to expiry: 50 Days Oct 10 7.17 0.92 34.00 0| 0 0 0 3800 5.27 0.87 28.88 0| 0 0 0 4000 3.53 0.78 25.53 0| 0 0 0 4200 2.79 0.70 24.86 0| 0 0 0 4300 2.11 0.61 24.02 0| 0 0 0 4400 1.56 0.51 23.74 0| 0 0 0 4500 1.14 1.11 0.41 23.25 1.14 1.14 6| 0 0 0 4600 0.76 0.32 23.05 0| 0 0 0 4700 0.52 0.24 23.16 0| 0 0 0 4800 0.34 0.17 23.26 0| 0 7 0 4900 0.22 0.12 23.42 0| 0 4 0 5000 0.09 0.06 23.82 0| 0 0 0 5200 0.01 0.01 24.44 0| 0 0 0 5600 0.01 0.00 24.03 0| 0 0 0 6000 0.01 0.00 22.00 0| 0 0 0 6400 Total 6| 0 11 0 Indicative a-t-m Vol 24.80 Underlying Price 44.915 Time to expiry: 85 Days Nov 10 7.43 0.88 32.00 0| 0 0 0 3800 5.64 0.82 28.83 0| 0 0 0 4000 4.03 0.73 26.50 0| 0 0 0 4200 3.35 0.66 26.03 0| 0 0 0 4300 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.70 0.60 25.24 0| 0 0 0 4400 2.14 0.52 24.76 0| 0 0 0 4500 1.67 0.45 24.35 0| 0 0 0 4600 0.96 0.94 0.30 23.58 0.96 0.96 7| 0 0 0 4800 0.24 0.11 22.85 0| 0 0 0 5200 0.04 0.02 22.00 0| 0 0 0 5600 Total 7| 0 0 0 Indicative a-t-m Vol 25.48 Underlying Price 44.915 Time to expiry: 113 Days Dec 10 24.97 1.00 40.00 0| 0 0 0 2000 20.98 1.00 39.57 0| 0 0 0 2400 17.02 0.99 37.17 0| 0 0 0 2800 13.10 0.97 34.14 0| 0 0 0 3200 9.33 0.92 31.09 0| 0 0 0 3600 7.55 0.87 29.69 0| 0 0 0 3800 5.90 0.80 28.31 0| 0 0 0 4000 4.40 0.70 27.07 0| 0 0 0 4200 3.10 0.59 25.77 0| 0 0 0 4400 2.09 0.47 25.15 0| 0 500 0 4600 1.27 0.34 23.92 0| 0 20 0 4800 0.39 0.14 22.68 0| 0 20 0 5200 0.08 0.04 21.67 0| 0 0 0 5600 0.01 0.01 21.16 0| 0 4 0 6000 0.01 0.00 21.06 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 26.07 Underlying Price 44.915 Time to expiry: 204 Days Mar 11 13.21 0.96 32.00 0| 0 0 0 3200 9.59 0.89 30.31 0| 0 0 0 3600 6.35 0.77 28.29 0| 0 0 0 4000 4.93 0.68 27.25 0| 0 0 0 4200 3.70 0.59 26.22 0| 0 0 0 4400 2.74 0.49 25.90 0| 0 0 0 4600 1.91 0.39 24.98 0| 0 0 0 4800 0.83 0.21 23.80 0| 2 2 +2 5200 0.31 0.10 22.84 0| 0 13 0 5600 0.03 0.01 21.87 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 0| 2 15 +2 Indicative a-t-m Vol 26.71 Underlying Price 44.915 Time to expiry: 295 Days Jun 11 21.03 1.00 34.05 0| 0 0 0 2400 13.35 0.94 32.03 0| 0 0 0 3200 9.86 0.86 30.21 0| 0 0 0 3600 6.83 0.73 28.60 0| 0 0 0 4000 5.53 0.66 27.90 0| 0 0 0 4200 4.37 0.58 27.06 0| 0 0 0 4400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.38 0.49 26.31 0| 0 0 0 4600 2.60 0.41 25.94 0| 0 0 0 4800 1.43 0.27 24.96 0| 0 0 0 5200 0.74 0.16 24.24 0| 0 0 0 5600 0.34 0.09 23.48 0| 0 0 0 6000 0.15 0.04 23.00 0| 0 0 0 6400 0.03 0.01 22.59 0| 0 0 0 7200 0.01 0.00 22.99 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.75 Underlying Price 44.915 Time to expiry: 477 Days Dec 11 21.08 0.99 34.25 0| 0 0 0 2400 13.81 0.89 32.13 0| 0 0 0 3200 7.90 0.69 28.84 0| 0 0 0 4000 5.53 0.58 27.05 0| 0 0 0 4400 3.73 0.45 25.74 0| 0 0 0 4800 0.86 0.16 23.35 0| 0 0 0 6000 0.07 0.02 23.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.79 Underlying Price 44.915 Time to expiry: 659 Days Jun 12 14.02 0.87 32.09 0| 0 0 0 3200 8.38 0.69 28.87 0| 0 0 0 4000 6.10 0.58 27.11 0| 0 0 0 4400 4.28 0.47 25.74 0| 0 0 0 4800 1.24 0.20 23.35 0| 0 0 0 6000 0.16 0.03 23.11 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 17| 5 2,147 -1 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 89 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 23.35 Underlying Price 44.915 Time to expiry: 22 Days Sep 10 0.01 0.00 60.00 0| 0 0 0 2400 0.01 0.00 48.07 0| 0 0 0 2800 0.01 0.00 38.97 0| 0 0 0 3200 0.01 0.00 32.16 0| 0 0 0 3600 0.01 -0.01 29.49 0| 0 2 0 3800 0.05 -0.04 27.25 0| 1 8 -1 4000 0.21 -0.14 25.40 0| 0 27 0 4200 0.38 -0.23 24.63 0| 0 0 0 4300 0.66 -0.35 23.87 0| 0 30 0 4400 1.09 -0.50 23.30 0| 0 0 0 4500 1.66 -0.65 22.74 0| 0 0 0 4600 2.38 -0.78 22.27 0| 0 2 0 4700 3.21 -0.88 21.87 0| 0 6 0 4800 4.13 -0.95 21.54 0| 0 0 0 4900 5.10 -0.98 21.28 0| 0 0 0 5000 7.09 -1.00 20.94 0| 0 0 0 5200 11.09 -1.00 20.95 0| 0 20 0 5600 15.09 -1.00 21.76 0| 0 0 0 6000 19.09 -1.00 23.27 0| 0 0 0 6400 27.09 -1.00 28.00 0| 0 0 0 7200 Total 0| 1 95 -1 Indicative a-t-m Vol 23.76 Underlying Price 44.915 Time to expiry: 50 Days Oct 10 0.23 -0.08 34.00 0| 0 0 0 3800 0.33 -0.13 28.88 0| 0 0 0 4000 0.58 -0.22 25.53 0| 0 0 0 4200 0.84 -0.30 24.86 0| 0 0 0 4300 1.16 -0.39 24.02 0| 0 0 0 4400 1.62 -0.49 23.74 0| 0 6 0 4500 2.16 -0.59 23.25 0| 0 0 0 4600 2.82 -0.68 23.05 0| 0 0 0 4700 3.57 -0.76 23.16 0| 0 0 0 4800 4.40 -0.83 23.26 0| 0 0 0 4900 5.28 -0.88 23.42 0| 0 0 0 5000 7.15 -0.95 23.82 0| 0 0 0 5200 11.09 -1.00 24.44 0| 0 0 0 5600 15.09 -1.00 24.03 0| 0 0 0 6000 19.09 -1.00 22.00 0| 0 0 0 6400 Total 0| 0 6 0 Indicative a-t-m Vol 24.80 Underlying Price 44.915 Time to expiry: 85 Days Nov 10 0.45 -0.12 32.00 0| 0 0 0 3800 0.66 -0.18 28.83 0| 0 0 0 4000 1.05 -0.28 26.50 0| 0 0 0 4200 1.37 -0.34 26.03 0| 0 0 0 4300 1.72 -0.40 25.24 0| 0 0 0 4400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.16 -0.48 24.76 0| 0 0 0 4500 2.68 -0.55 24.35 0| 0 0 0 4600 3.96 -0.70 23.58 0| 0 0 0 4800 7.27 -0.90 22.85 0| 0 0 0 5200 11.09 -0.99 22.00 0| 0 0 0 5600 Total 0| 0 0 0 Indicative a-t-m Vol 25.48 Underlying Price 44.915 Time to expiry: 113 Days Dec 10 0.01 0.00 40.00 0| 0 0 0 2000 0.01 0.00 39.57 0| 0 0 0 2400 0.03 -0.01 37.17 0| 0 0 0 2800 0.10 -0.03 34.14 0| 0 0 0 3200 0.33 -0.08 31.09 0| 0 0 0 3600 0.54 -0.13 29.69 0| 0 250 0 3800 0.88 -0.20 28.31 0| 0 20 0 4000 1.38 -0.30 27.07 0| 0 20 0 4200 2.08 -0.41 25.77 0| 0 6 0 4400 3.06 -0.53 25.15 0| 0 0 0 4600 4.25 -0.66 23.92 0| 0 0 0 4800 7.38 -0.87 22.68 0| 0 0 0 5200 11.11 -0.97 21.67 0| 0 0 0 5600 15.09 -1.00 21.16 0| 0 0 0 6000 19.09 -1.00 21.06 0| 0 0 0 6400 27.09 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 296 0 Indicative a-t-m Vol 26.07 Underlying Price 44.915 Time to expiry: 204 Days Mar 11 0.39 -0.08 32.00 0| 0 0 0 3200 0.95 -0.16 30.31 0| 0 0 0 3600 1.92 -0.29 28.29 0| 0 13 0 4000 2.62 -0.38 27.25 0| 0 14 0 4200 3.50 -0.47 26.22 0| 0 4 0 4400 4.63 -0.56 25.90 0| 0 0 0 4600 5.87 -0.65 24.98 0| 0 0 0 4800 8.88 -0.81 23.80 0| 0 0 0 5200 12.40 -0.91 22.84 0| 0 0 0 5600 20.12 -0.99 21.87 0| 0 0 0 6400 28.06 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 31 0 Indicative a-t-m Vol 26.71 Underlying Price 44.915 Time to expiry: 295 Days Jun 11 0.09 -0.02 34.05 0| 0 0 0 2400 0.73 -0.11 32.03 0| 0 0 0 3200 1.44 -0.19 30.21 0| 0 0 0 3600 2.58 -0.31 28.60 0| 0 0 0 4000 3.35 -0.38 27.90 0| 0 0 0 4200 4.24 -0.45 27.06 0| 0 0 0 4400 5.29 -0.53 26.31 0| 0 0 0 4600 6.54 -0.61 25.94 0| 0 0 0 4800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.40 -0.74 24.96 0| 0 0 0 5200 12.73 -0.85 24.24 0| 0 0 0 5600 16.35 -0.92 23.48 0| 0 0 0 6000 20.16 -0.96 23.00 0| 0 0 0 6400 28.04 -0.99 22.59 0| 0 0 0 7200 35.99 -1.00 22.99 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.75 Underlying Price 44.915 Time to expiry: 477 Days Dec 11 0.31 -0.04 34.25 0| 0 0 0 2400 1.40 -0.14 32.13 0| 0 0 0 3200 3.60 -0.32 28.84 0| 0 0 0 4000 5.24 -0.44 27.05 0| 0 0 0 4400 7.42 -0.56 25.74 0| 0 0 0 4800 16.61 -0.87 23.35 0| 0 0 0 6000 35.93 -0.99 23.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.79 Underlying Price 44.915 Time to expiry: 659 Days Jun 12 2.21 -0.18 32.09 0| 0 0 0 3200 4.80 -0.35 28.87 0| 0 0 0 4000 6.55 -0.45 27.11 0| 0 0 0 4400 8.73 -0.55 25.74 0| 0 0 0 4800 17.64 -0.82 23.35 0| 0 0 0 6000 36.26 -0.97 23.11 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 1 428 -1 Grand Total 17| 6 2,575 -2 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 92 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 23.35 Underlying Price 44.915 Time to expiry: 22 Days Sep 10 20.92 1.00 60.00 0| 0 0 0 2400 16.92 1.00 48.07 0| 0 0 0 2800 12.92 1.00 38.97 0| 0 200 0 3200 8.93 1.00 32.16 0| 0 2 0 3600 6.94 0.99 29.49 0| 0 6 0 3800 4.98 0.96 27.25 0| 0 0 0 4000 3.13 0.86 25.40 0| 0 0 0 4200 2.31 0.77 24.63 0| 0 0 0 4300 1.59 0.65 23.87 0| 0 34 0 4400 1.01 0.50 23.30 0| 0 0 0 4500 0.58 0.35 22.74 0| 0 0 0 4600 0.30 0.22 22.27 0| 0 0 0 4700 0.14 0.12 21.87 0| 0 300 0 4800 0.06 0.06 21.54 0| 0 0 0 4900 0.02 0.02 21.28 0| 0 0 0 5000 0.01 0.00 20.94 0| 0 0 0 5200 0.01 0.00 20.95 0| 0 202 0 5600 0.01 0.00 21.76 0| 0 152 0 6000 0.01 0.00 23.27 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 26.07 Underlying Price 44.915 Time to expiry: 204 Days Mar 11 23.76 1.00 32.49 0| 0 0 0 2000 19.80 0.99 34.20 0| 0 0 0 2400 12.21 0.92 32.00 0| 0 0 0 3200 8.79 0.84 30.31 0| 0 0 0 3600 5.78 0.71 28.29 0| 0 408 0 4000 4.48 0.62 27.25 0| 0 66 0 4200 3.37 0.53 26.22 0| 0 422 0 4400 2.51 0.44 25.90 0| 0 52 0 4600 1.75 0.35 24.98 0| 0 2 0 4800 0.77 0.19 23.80 0| 0 46 0 5200 0.29 0.09 22.84 0| 0 0 0 5600 0.10 0.04 22.21 0| 0 0 0 6000 0.03 0.01 21.87 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 27.01 Underlying Price 44.915 Time to expiry: 386 Days Sep 11 20.19 0.97 36.11 0| 0 0 0 2400 13.09 0.87 31.92 0| 0 0 0 3200 9.90 0.80 29.75 0| 0 0 0 3600 7.19 0.69 28.40 0| 0 0 0 4000 4.95 0.56 27.23 0| 0 0 0 4400 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.25 0.43 26.28 0| 0 0 0 4800 0.72 0.14 24.77 0| 0 0 0 6000 0.07 0.02 26.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.51 Underlying Price 44.915 Time to expiry: 568 Days Mar 12 12.90 0.83 32.10 0| 0 0 0 3200 7.56 0.65 28.94 0| 0 0 0 4000 5.51 0.55 27.71 0| 0 0 0 4400 3.90 0.44 26.86 0| 0 0 0 4800 1.24 0.19 25.44 0| 0 0 0 6000 0.22 0.04 26.29 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 1,892 0 | Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 94 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sodexo SA European (SW2) Indicative a-t-m Vol 23.35 Underlying Price 44.915 Time to expiry: 22 Days Sep 10 0.01 0.00 60.00 0| 0 0 0 2400 0.01 0.00 48.07 0| 0 0 0 2800 0.01 0.00 38.97 0| 0 1 0 3200 0.01 0.00 32.16 0| 0 2 0 3600 0.01 -0.01 29.49 0| 0 20 0 3800 0.05 -0.04 27.25 0| 0 4 0 4000 0.21 -0.14 25.40 0| 0 0 0 4200 0.38 -0.23 24.63 0| 0 0 0 4300 0.66 -0.35 23.87 0| 0 0 0 4400 1.09 -0.50 23.30 0| 0 0 0 4500 1.66 -0.65 22.74 0| 0 0 0 4600 2.38 -0.78 22.27 0| 0 0 0 4700 3.21 -0.88 21.87 0| 0 0 0 4800 4.13 -0.94 21.54 0| 0 0 0 4900 5.09 -0.98 21.28 0| 0 0 0 5000 7.07 -1.00 20.94 0| 0 0 0 5200 11.07 -1.00 20.95 0| 0 0 0 5600 15.07 -1.00 21.76 0| 0 0 0 6000 19.07 -1.00 23.27 0| 0 0 0 6400 27.06 -1.00 28.00 0| 0 0 0 7200 Total 0| 0 27 0 Indicative a-t-m Vol 26.07 Underlying Price 44.915 Time to expiry: 204 Days Mar 11 0.01 0.00 32.49 0| 0 0 0 2000 0.03 -0.01 34.20 0| 0 967 0 2400 0.39 -0.08 32.00 0| 0 200 0 3200 0.95 -0.16 30.31 0| 0 200 0 3600 1.92 -0.29 28.29 0| 0 0 0 4000 2.61 -0.38 27.25 0| 0 0 0 4200 3.48 -0.47 26.22 0| 0 0 0 4400 4.62 -0.56 25.90 0| 0 0 0 4600 5.85 -0.65 24.98 0| 0 0 0 4800 8.84 -0.81 23.80 0| 0 0 0 5200 12.34 -0.91 22.84 0| 0 0 0 5600 16.13 -0.96 22.21 0| 0 0 0 6000 20.04 -0.99 21.87 0| 0 0 0 6400 27.97 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 1,367 0 Indicative a-t-m Vol 27.01 Underlying Price 44.915 Time to expiry: 386 Days Sep 11 0.24 -0.03 36.11 0| 0 0 0 2400 1.05 -0.13 31.92 0| 0 0 0 3200 1.80 -0.20 29.75 0| 0 0 0 3600 3.05 -0.31 28.40 0| 0 0 0 4000 4.76 -0.44 27.23 0| 0 0 0 4400 7.01 -0.57 26.28 0| 0 0 0 4800 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 95 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.33 -0.86 24.77 0| 0 0 0 6000 35.43 -0.98 26.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.51 Underlying Price 44.915 Time to expiry: 568 Days Mar 12 1.90 -0.17 32.10 0| 0 0 0 3200 4.41 -0.35 28.94 0| 0 0 0 4000 6.28 -0.45 27.71 0| 0 0 0 4400 8.59 -0.56 26.86 0| 0 0 0 4800 17.69 -0.81 25.44 0| 0 0 0 6000 36.29 -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 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 96 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 34.02 Underlying Price 5.576 Time to expiry: 22 Days Sep 10 1.58 0.99 60.00 0| 0 0 0 400 1.18 0.99 42.87 0| 0 0 0 440 0.98 1.00 30.29 0| 0 0 0 460 0.79 0.95 36.82 0| 0 0 0 480 0.45 0.78 37.72 0| 0 0 0 520 0.29 0.66 35.11 0| 0 0 0 540 0.18 0.50 33.89 0| 0 120 0 560 0.09 0.33 32.01 0| 0 0 0 580 0.05 0.20 33.41 0| 0 30 0 600 0.03 0.12 33.99 0| 0 0 0 620 0.02 0.08 38.49 0| 0 0 0 640 0.01 0.05 39.24 0| 0 0 0 660 0.01 0.03 40.80 0| 0 0 0 680 0.01 0.02 42.31 0| 0 0 0 700 0.01 0.01 43.75 0| 0 50,092 0 720 0.01 0.00 46.23 0| 0 0 0 760 0.01 0.00 48.06 0| 0 2,800 0 800 0.01 0.00 49.08 0| 0 0 0 840 0.01 0.00 49.22 0| 0 0 0 880 0.01 0.00 46.64 0| 0 0 0 960 0.01 0.00 44.00 0| 0 0 0 1000 0.01 0.00 15.71 0| 0 2 0 1200 Total 0| 0 53,044 0 Indicative a-t-m Vol 36.55 Underlying Price 5.576 Time to expiry: 204 Days Mar 11 1.65 0.86 45.96 0| 0 0 0 400 1.32 0.80 43.06 0| 0 0 0 440 1.03 0.73 40.66 0| 0 0 0 480 0.77 0.63 38.39 0| 0 0 0 520 0.55 0.53 36.46 0| 0 0 0 560 0.38 0.42 35.02 0| 0 0 0 600 0.25 0.32 33.59 0| 0 1,000 0 640 0.16 0.23 32.71 0| 0 2,040 0 680 0.10 0.16 32.19 0| 0 1,660 0 720 0.06 0.11 31.74 0| 0 0 0 760 0.03 0.06 30.20 0| 0 200 0 800 0.02 0.04 30.57 0| 0 0 0 840 0.01 0.03 30.47 0| 0 0 0 880 0.01 0.01 30.66 0| 0 10 0 960 0.01 0.01 31.00 0| 0 0 0 1000 0.01 0.00 33.84 0| 0 0 0 1200 0.01 0.00 38.63 0| 0 0 0 1400 Total 0| 0 4,910 0 Indicative a-t-m Vol 36.87 Underlying Price 5.576 Time to expiry: 386 Days Sep 11 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.03 0.86 46.98 0| 0 0 0 360 1.73 0.82 44.56 0| 0 0 0 400 1.44 0.76 42.32 0| 0 0 0 440 1.18 0.69 40.28 0| 0 0 0 480 0.74 0.54 36.78 0| 0 0 0 560 0.56 0.46 35.26 0| 0 0 0 600 0.43 0.39 34.36 0| 0 0 0 640 0.21 0.24 31.48 0| 0 1,600 0 720 0.09 0.12 28.83 0| 0 0 0 800 0.03 0.06 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 Total 0| 0 1,600 0 Indicative a-t-m Vol 37.61 Underlying Price 5.576 Time to expiry: 568 Days Mar 12 2.09 0.83 47.27 0| 0 0 0 360 1.80 0.79 44.73 0| 0 0 0 400 1.53 0.74 42.33 0| 0 0 0 440 1.29 0.68 40.50 0| 0 0 0 480 0.88 0.56 37.54 0| 0 0 0 560 0.70 0.49 35.71 0| 0 0 0 600 0.55 0.42 34.44 0| 0 0 0 640 0.31 0.29 31.73 0| 0 0 0 720 0.15 0.18 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 Total 0| 0 200 0 Indicative a-t-m Vol 37.19 Underlying Price 5.576 Time to expiry: 757 Days Sep 12 1.85 0.78 44.44 0| 0 0 0 400 1.35 0.68 39.45 0| 0 0 0 480 0.97 0.56 37.13 0| 0 0 0 560 0.79 0.50 35.30 0| 0 19 0 600 0.65 0.44 34.33 0| 0 0 0 640 0.39 0.32 31.33 0| 0 0 0 720 0.22 0.22 29.09 0| 0 0 0 800 0.03 0.04 29.04 0| 0 0 0 1200 Total 0| 0 19 0 Indicative a-t-m Vol 37.20 Underlying Price 5.576 Time to expiry: 932 Days Mar 13 2.41 0.85 48.99 0| 0 0 0 320 1.91 0.77 44.94 0| 0 0 0 400 1.42 0.67 39.93 0| 0 0 0 480 1.03 0.57 37.13 0| 0 0 0 560 0.89 0.52 36.23 0| 0 0 0 600 0.73 0.46 34.80 0| 0 0 0 640 Equity Options 21:19 Business Day Thu 26 Aug 2010 Previous Business Day Wed 25 Aug 2010 Page 98 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price |