Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault (100) (RN1) Indicative a-t-m Vol 38.37 Underlying Price 32.540 Time to expiry: 21 Days Sep 10 14.54 1.00 68.00 0| 0 0 0 1800 12.55 1.00 65.09 0| 0 0 0 2000 10.55 1.00 60.62 0| 0 0 0 2200 8.56 0.99 56.18 0| 0 0 0 2400 6.68 0.94 61.31 0| 0 15 0 2600 4.72 0.91 47.87 0| 0 40 0 2800 3.82 0.86 45.80 0| 0 0 0 2900 2.98 0.79 43.69 0| 0 5,151 0 3000 2.20 0.70 40.94 0| 30 1,030 0 3100 1.52 0.59 38.98 0| 200 2,962 +200 3200 1.00 0.46 37.84 0| 20 137 +20 3300 0.36 0.54 0.32 34.40 0.36 S 0.36 S 2,001| 71 10,688 +71 3400 0.25 0.34 0.22 35.81 0.25 0.25 3| 1 3,831 -1 3500 0.13 0.18 0.13 35.40 0.13 S 0.13 S 2| 0 14,093 0 3600 0.12 0.08 43.05 0| 0 4,970 0 3800 0.03 0.02 42.04 0| 0 4,418 0 4000 0.01 0.00 34.70 0| 0 309 0 4200 0.01 0.00 34.58 0| 0 131 0 4400 0.01 0.00 35.51 0| 0 228 0 4800 0.01 0.00 40.00 0| 0 200 0 5600 Total 2,006| 322 48,203 +290 Indicative a-t-m Vol 40.42 Underlying Price 32.540 Time to expiry: 49 Days Oct 10 6.88 0.90 51.52 0| 0 0 0 2600 5.13 0.83 47.21 0| 0 0 0 2800 3.55 0.72 43.60 0| 0 0 0 3000 2.86 0.65 42.22 0| 0 0 0 3100 2.26 0.58 41.30 0| 0 120 0 3200 1.71 0.49 39.68 0| 0 120 0 3300 1.24 0.41 38.14 0| 0 75 0 3400 0.87 0.32 36.76 0| 11 53 +11 3500 0.60 0.25 36.11 0| 0 2 0 3600 0.23 0.12 34.04 0| 0 39 0 3800 0.12 0.07 35.47 0| 0 2 0 4000 0.04 0.02 34.00 0| 0 4 0 4200 Total 0| 11 415 +11 Indicative a-t-m Vol 40.16 Underlying Price 32.540 Time to expiry: 84 Days Nov 10 7.26 0.85 50.58 0| 0 0 0 2600 5.61 0.78 47.03 0| 0 0 0 2800 4.08 0.69 43.12 0| 0 59 0 3000 3.35 0.64 40.47 0| 0 0 0 3100 2.88 0.58 41.35 0| 0 0 0 3200 2.27 0.51 39.14 0| 0 0 0 3300 1.67 0.44 36.04 0| 0 0 0 3400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.07 0.32 36.39 0| 0 0 0 3600 0.57 0.20 34.60 0| 0 0 0 3800 0.29 0.12 33.81 0| 0 0 0 4000 Total 0| 0 59 0 Indicative a-t-m Vol 41.37 Underlying Price 32.540 Time to expiry: 112 Days Dec 10 24.57 1.00 92.00 0| 0 0 0 800 22.59 1.00 90.89 0| 0 0 0 1000 20.63 0.99 86.37 0| 0 0 0 1200 18.68 0.98 80.65 0| 0 0 0 1400 16.75 0.97 74.72 0| 0 0 0 1600 14.83 0.96 68.99 0| 0 0 0 1800 12.93 0.94 63.66 0| 0 1,080 0 2000 11.07 0.92 58.81 0| 0 0 0 2200 9.29 0.88 54.71 0| 0 291 0 2400 7.57 0.83 50.58 0| 0 121 0 2600 5.92 0.77 46.14 0| 0 2,535 0 2800 4.60 0.68 45.10 0| 0 2,293 0 3000 3.34 0.58 42.17 0| 0 10,212 0 3200 2.25 0.47 39.23 0| 0 4,936 0 3400 1.52 0.36 38.18 0| 0 9,368 0 3600 0.88 0.25 35.63 0| 2,500 7,341 -500 3800 0.56 0.18 35.57 0| 40 7,143 -40 4000 0.31 0.11 34.32 0| 0 2,303 0 4200 0.16 0.07 33.70 0| 0 791 0 4400 0.05 0.02 33.14 0| 0 518 0 4800 0.01 0.00 34.36 0| 0 3,257 0 5600 0.01 0.00 35.93 0| 0 729 0 6000 0.01 0.00 38.02 0| 0 390 0 6400 0.01 0.00 42.00 0| 0 150 0 7000 Total 0| 2,540 53,458 -540 Indicative a-t-m Vol 41.92 Underlying Price 32.540 Time to expiry: 203 Days Mar 11 15.14 0.94 62.00 0| 0 0 0 1800 13.38 0.91 59.08 0| 0 0 0 2000 11.66 0.88 55.97 0| 0 0 0 2200 10.00 0.84 52.91 0| 0 0 0 2400 8.52 0.79 51.30 0| 0 0 0 2600 6.89 0.73 46.29 0| 0 71 0 2800 5.58 0.67 44.26 0| 0 84 0 3000 4.42 0.59 42.48 0| 0 1,330 0 3200 3.37 0.51 40.42 0| 0 185 0 3400 2.47 0.42 38.35 0| 0 119 0 3600 1.79 0.34 37.15 0| 0 78 0 3800 1.26 0.27 35.98 0| 0 1,027 0 4000 0.53 0.14 33.32 0| 0 3,091 0 4400 0.21 0.07 31.79 0| 0 104 0 4800 0.03 0.01 30.50 0| 0 105 0 5600 Total 0| 0 6,194 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 40.58 Underlying Price 32.540 Time to expiry: 294 Days Jun 11 24.65 0.99 78.00 0| 0 0 0 800 22.71 0.99 72.81 0| 0 0 0 1000 20.81 0.98 68.15 0| 0 0 0 1200 18.93 0.97 63.99 0| 0 0 0 1400 17.10 0.95 60.28 0| 0 0 0 1600 15.30 0.93 56.95 0| 0 0 0 1800 13.56 0.90 53.96 0| 0 0 0 2000 11.89 0.87 51.26 0| 0 0 0 2200 10.31 0.83 48.83 0| 0 0 0 2400 7.41 0.72 44.45 0| 0 0 0 2800 6.17 0.66 42.97 0| 0 0 0 3000 5.02 0.60 41.21 0| 0 25 0 3200 3.94 0.53 38.88 0| 0 41 0 3400 3.07 0.45 37.45 0| 0 154 0 3600 2.47 0.39 37.28 0| 0 0 0 3800 1.78 0.32 35.38 0| 0 21 0 4000 0.91 0.20 33.17 0| 0 0 0 4400 0.42 0.11 31.25 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 41.02 Underlying Price 32.540 Time to expiry: 476 Days Dec 11 22.92 0.97 70.00 0| 0 0 0 1000 21.12 0.96 66.29 0| 0 0 0 1200 19.34 0.94 62.08 0| 0 0 0 1400 17.60 0.92 58.37 0| 0 0 0 1600 15.92 0.90 55.11 0| 0 0 0 1800 14.27 0.87 52.25 0| 0 0 0 2000 12.73 0.84 49.69 0| 0 0 0 2200 11.27 0.80 47.66 0| 0 0 0 2400 8.60 0.72 43.96 0| 0 3,000 0 2800 6.35 0.61 41.29 0| 0 4,500 0 3200 4.58 0.51 39.28 0| 0 3,850 0 3600 3.23 0.41 37.83 0| 0 42 0 4000 1.55 0.24 36.20 0| 0 1,326 0 4800 0.56 0.10 36.00 0| 0 110 0 6000 Total 0| 0 12,828 0 Indicative a-t-m Vol 43.06 Underlying Price 32.540 Time to expiry: 658 Days Jun 12 18.13 0.91 58.51 0| 0 0 0 1600 15.14 0.86 54.20 0| 0 0 0 2000 13.75 0.83 52.32 0| 0 0 0 2200 12.37 0.79 50.27 0| 0 0 0 2400 9.94 0.72 47.28 0| 0 0 0 2800 7.64 0.64 43.51 0| 0 0 0 3200 5.66 0.54 40.21 0| 0 0 0 3600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.06 0.45 37.53 0| 0 0 0 4000 2.10 0.28 35.05 0| 0 0 0 4800 0.87 0.14 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.87 Underlying Price 32.540 Time to expiry: 847 Days Dec 12 21.73 0.94 64.62 0| 0 0 0 1200 18.61 0.90 58.21 0| 0 0 0 1600 15.80 0.85 54.06 0| 0 0 0 2000 13.21 0.79 50.43 0| 0 0 0 2400 10.86 0.72 47.28 0| 0 0 0 2800 8.55 0.65 43.30 0| 0 0 0 3200 6.57 0.56 40.15 0| 0 0 0 3600 4.87 0.48 37.24 0| 0 0 0 4000 3.66 0.40 35.72 0| 0 500 0 4400 2.74 0.32 34.57 0| 0 0 0 4800 1.44 0.19 34.98 0| 0 0 0 6000 Total 0| 0 500 0 Indicative a-t-m Vol 42.32 Underlying Price 32.540 Time to expiry: 1029 Days Jun 13 16.22 0.85 54.19 0| 0 0 0 2000 13.72 0.79 50.44 0| 0 0 0 2400 9.05 0.66 42.70 0| 0 0 0 3200 7.15 0.58 39.92 0| 0 0 0 3600 5.48 0.50 37.38 0| 0 0 0 4000 3.26 0.36 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 42.26 Underlying Price 32.540 Time to expiry: 1211 Days Dec 13 22.17 0.94 64.62 0| 0 0 0 1200 19.30 0.90 58.21 0| 0 0 0 1600 16.80 0.85 54.61 0| 0 0 0 2000 14.35 0.79 50.52 0| 0 0 0 2400 9.74 0.67 42.61 0| 0 0 0 3200 6.20 0.52 37.39 0| 0 0 0 4000 3.96 0.39 34.83 0| 0 0 0 4800 2.32 0.26 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.15 Underlying Price 32.540 Time to expiry: 1575 Days Dec 14 19.68 0.90 58.13 0| 0 0 0 1600 17.36 0.85 54.54 0| 0 0 0 2000 15.06 0.80 50.57 0| 0 0 0 2400 10.63 0.69 42.51 0| 0 0 0 3200 7.11 0.56 37.21 0| 0 0 0 4000 4.72 0.43 34.22 0| 0 0 0 4800 3.03 0.31 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 2,006| 2,873 121,898 -239 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault (100) (RN1) Indicative a-t-m Vol 38.37 Underlying Price 32.540 Time to expiry: 21 Days Sep 10 0.01 0.00 68.00 0| 0 0 0 1800 0.01 0.00 65.09 0| 0 0 0 2000 0.01 0.00 60.62 0| 0 420 0 2200 0.02 -0.01 56.18 0| 0 352 0 2400 0.13 -0.06 61.31 0| 0 5,216 0 2600 0.17 -0.09 47.87 0| 0 3,538 0 2800 0.27 -0.14 45.80 0| 0 1 0 2900 0.43 -0.21 43.69 0| 1 538 -1 3000 0.65 -0.30 40.94 0| 50 2,561 +50 3100 0.98 -0.41 38.98 0| 0 6,302 0 3200 1.45 -0.54 37.84 0| 0 3,800 0 3300 2.00 -0.68 34.40 0| 0 1,826 0 3400 2.79 -0.78 35.81 0| 0 10 0 3500 3.63 -0.87 35.40 0| 0 7,027 0 3600 5.57 -0.92 43.05 0| 0 368 0 3800 7.48 -0.98 42.04 0| 0 264 0 4000 9.46 -1.00 34.70 0| 0 76 0 4200 11.46 -1.00 34.58 0| 0 0 0 4400 15.46 -1.00 35.51 0| 0 0 0 4800 23.46 -1.00 40.00 0| 0 0 0 5600 Total 0| 51 32,299 +49 Indicative a-t-m Vol 40.42 Underlying Price 32.540 Time to expiry: 49 Days Oct 10 0.32 -0.10 51.52 0| 0 0 0 2600 0.57 -0.17 47.21 0| 0 1 0 2800 0.99 -0.28 43.60 0| 0 1,500 0 3000 1.30 -0.35 42.22 0| 0 0 0 3100 1.70 -0.42 41.30 0| 0 1,520 0 3200 2.15 -0.51 39.68 0| 0 101 0 3300 2.68 -0.59 38.14 0| 0 40 0 3400 3.30 -0.68 36.76 0| 0 0 0 3500 4.04 -0.75 36.11 0| 0 0 0 3600 5.67 -0.88 34.04 0| 0 0 0 3800 7.56 -0.94 35.47 0| 0 0 0 4000 9.48 -0.98 34.00 0| 0 0 0 4200 Total 0| 0 3,162 0 Indicative a-t-m Vol 40.16 Underlying Price 32.540 Time to expiry: 84 Days Nov 10 0.73 0.68 -0.15 50.58 0.73 0.73 26| 0 0 0 2600 1.03 -0.22 47.03 0| 0 0 0 2800 1.49 -0.31 43.12 0| 0 0 0 3000 1.76 -0.36 40.47 0| 0 0 0 3100 2.29 -0.42 41.35 0| 0 0 0 3200 2.68 -0.49 39.14 0| 0 0 0 3300 3.08 -0.56 36.04 0| 0 0 0 3400 4.48 -0.69 36.39 0| 0 0 0 3600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.98 -0.80 34.60 0| 0 0 0 3800 7.71 -0.88 33.81 0| 0 0 0 4000 Total 26| 0 0 0 Indicative a-t-m Vol 41.37 Underlying Price 32.540 Time to expiry: 112 Days Dec 10 0.01 0.00 92.00 0| 0 0 0 800 0.03 0.00 90.89 0| 0 230 0 1000 0.06 -0.01 86.37 0| 0 100 0 1200 0.11 -0.02 80.65 0| 0 413 0 1400 0.16 -0.03 74.72 0| 0 150 0 1600 0.24 -0.04 68.99 0| 0 3,024 0 1800 0.34 -0.06 63.66 0| 0 6,055 0 2000 0.48 -0.08 58.81 0| 0 727 0 2200 0.69 -0.12 54.71 0| 0 8,350 0 2400 0.96 -0.17 50.58 0| 2,500 5,158 +1,233 2600 1.31 -0.23 46.14 0| 0 10,153 0 2800 1.99 -0.32 45.10 0| 1,550 12,704 +1,550 3000 2.72 -0.42 42.17 0| 7,500 24,753 +7,400 3200 3.63 -0.53 39.23 0| 0 6,250 0 3400 4.90 -0.64 38.18 0| 0 4,574 0 3600 6.26 -0.75 35.63 0| 0 363 0 3800 7.94 -0.83 35.57 0| 0 1,834 0 4000 9.69 -0.90 34.32 0| 0 125 0 4200 11.56 -0.94 33.70 0| 0 51 0 4400 15.47 -0.99 33.14 0| 0 20 0 4800 23.46 -1.00 34.36 0| 0 50 0 5600 27.46 -1.00 35.93 0| 0 60 0 6000 31.46 -1.00 38.02 0| 0 20 0 6400 37.46 -1.00 42.00 0| 0 10 0 7000 Total 0| 11,550 85,174 +10,183 Indicative a-t-m Vol 41.92 Underlying Price 32.540 Time to expiry: 203 Days Mar 11 0.52 -0.06 62.00 0| 0 226 0 1800 0.75 -0.09 59.08 0| 0 63 0 2000 1.02 -0.12 55.97 0| 0 160 0 2200 1.36 -0.16 52.91 0| 0 855 0 2400 1.81 1.87 -0.21 51.30 1.81 S 1.81 S 1,000| 0 150 0 2600 2.22 -0.27 46.29 0| 0 297 0 2800 2.91 -0.34 44.26 0| 0 173 0 3000 3.93 3.74 -0.41 42.48 3.93 S 3.93 S 1,000| 0 2,163 0 3200 4.69 -0.49 40.42 0| 0 208 0 3400 5.78 -0.58 38.35 0| 0 143 0 3600 7.10 -0.66 37.15 0| 0 1 0 3800 8.57 -0.74 35.98 0| 0 141 0 4000 11.84 -0.87 33.32 0| 0 0 0 4400 15.55 -0.95 31.79 0| 0 1 0 4800 23.46 -1.00 30.50 0| 0 0 0 5600 Total 2,000| 0 4,581 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 40.58 Underlying Price 32.540 Time to expiry: 294 Days Jun 11 0.09 -0.01 78.00 0| 0 0 0 800 0.16 -0.02 72.81 0| 0 0 0 1000 0.25 -0.03 68.15 0| 0 0 0 1200 0.37 -0.04 63.99 0| 0 0 0 1400 0.53 -0.06 60.28 0| 0 10 0 1600 0.74 -0.08 56.95 0| 0 50 0 1800 0.99 -0.11 53.96 0| 0 110 0 2000 1.32 -0.14 51.26 0| 0 0 0 2200 1.74 -0.18 48.83 0| 0 51 0 2400 2.83 -0.28 44.45 0| 0 29 0 2800 3.58 -0.34 42.97 0| 15 40 +15 3000 4.43 -0.41 41.21 0| 0 40 0 3200 5.34 -0.48 38.88 0| 0 17 0 3400 6.46 -0.55 37.45 0| 0 65 0 3600 7.85 -0.62 37.28 0| 0 34 0 3800 9.16 -0.69 35.38 0| 0 194 0 4000 12.27 -0.81 33.17 0| 0 0 0 4400 15.75 -0.90 31.25 0| 0 0 0 4800 27.46 -1.00 26.89 0| 0 0 0 6000 Total 0| 15 640 +15 Indicative a-t-m Vol 41.02 Underlying Price 32.540 Time to expiry: 476 Days Dec 11 0.41 -0.03 70.00 0| 0 0 0 1000 0.61 -0.04 66.29 0| 0 0 0 1200 0.80 -0.06 62.08 0| 0 50 0 1400 1.05 -0.08 58.37 0| 0 7,502 0 1600 1.34 -0.10 55.11 0| 0 150 0 1800 1.67 -0.13 52.25 0| 0 50 0 2000 2.10 -0.16 49.69 0| 0 0 0 2200 2.62 -0.20 47.66 0| 0 2,000 0 2400 3.89 -0.29 43.96 0| 0 3,000 0 2800 5.60 -0.39 41.29 0| 0 2,005 0 3200 7.78 -0.50 39.28 0| 0 3,355 0 3600 10.40 -0.60 37.83 0| 0 0 0 4000 16.68 -0.77 36.20 0| 0 10 0 4800 27.68 -0.92 36.00 0| 0 0 0 6000 Total 0| 0 18,122 0 Indicative a-t-m Vol 43.06 Underlying Price 32.540 Time to expiry: 658 Days Jun 12 1.68 -0.10 58.51 0| 0 0 0 1600 2.64 -0.15 54.20 0| 0 0 0 2000 3.23 -0.18 52.32 0| 0 0 0 2200 3.82 -0.21 50.27 0| 0 0 0 2400 5.34 -0.29 47.28 0| 0 0 0 2800 6.98 -0.37 43.51 0| 0 0 0 3200 8.95 -0.47 40.21 0| 0 0 0 3600 11.28 -0.56 37.53 0| 0 0 0 4000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.20 -0.73 35.05 0| 0 0 0 4800 27.86 -0.88 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.87 Underlying Price 32.540 Time to expiry: 847 Days Dec 12 1.39 -0.06 64.62 0| 0 0 0 1200 2.20 -0.10 58.21 0| 0 0 0 1600 3.30 -0.16 54.06 0| 0 0 0 2000 4.62 -0.21 50.43 0| 0 500 0 2400 6.17 -0.28 47.28 0| 0 0 0 2800 7.76 -0.36 43.30 0| 0 0 0 3200 9.69 -0.44 40.15 0| 0 0 0 3600 11.90 -0.53 37.24 0| 0 0 0 4000 14.61 -0.61 35.72 0| 0 0 0 4400 17.62 -0.69 34.57 0| 0 1 0 4800 28.17 -0.83 34.98 0| 0 0 0 6000 Total 0| 0 501 0 Indicative a-t-m Vol 42.32 Underlying Price 32.540 Time to expiry: 1029 Days Jun 13 3.98 -0.16 54.19 0| 0 0 0 2000 5.36 -0.22 50.44 0| 0 0 0 2400 8.44 -0.35 42.70 0| 0 0 0 3200 10.41 -0.43 39.92 0| 0 0 0 3600 12.61 -0.51 37.38 0| 0 0 0 4000 18.11 -0.65 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 42.26 Underlying Price 32.540 Time to expiry: 1211 Days Dec 13 2.17 -0.07 64.62 0| 0 0 0 1200 3.17 -0.11 58.21 0| 0 0 0 1600 4.53 -0.16 54.61 0| 0 0 0 2000 5.93 -0.21 50.52 0| 0 0 0 2400 8.98 -0.34 42.61 0| 0 0 0 3200 13.10 -0.49 37.39 0| 0 0 0 4000 18.55 -0.62 34.83 0| 0 0 0 4800 28.59 -0.77 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.15 Underlying Price 32.540 Time to expiry: 1575 Days Dec 14 4.00 -0.12 58.13 0| 0 0 0 1600 5.46 -0.16 54.54 0| 0 0 0 2000 6.92 -0.21 50.57 0| 0 0 0 2400 9.98 -0.32 42.51 0| 0 0 0 3200 13.94 -0.46 37.21 0| 0 0 0 4000 19.04 -0.58 34.22 0| 0 0 0 4800 28.82 -0.73 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 2,026| 11,616 144,479 +10,247 Grand Total 4,032| 14,489 266,377 +10,008 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault European (RN3) Indicative a-t-m Vol 38.37 Underlying Price 32.540 Time to expiry: 21 Days Sep 10 14.54 1.00 68.00 0| 0 0 0 1800 12.55 1.00 65.09 0| 0 0 0 2000 10.55 1.00 60.62 0| 0 32,500 0 2200 8.56 0.99 56.18 0| 0 0 0 2400 6.68 0.94 61.31 0| 0 0 0 2600 4.72 0.91 47.87 0| 0 0 0 2800 3.82 0.86 45.80 0| 0 0 0 2900 2.98 0.79 43.69 0| 0 0 0 3000 2.20 0.70 40.94 0| 0 0 0 3100 1.52 0.59 38.98 0| 0 90 0 3200 1.00 0.46 37.84 0| 0 0 0 3300 0.54 0.32 34.40 0| 0 400 0 3400 0.34 0.22 35.81 0| 0 0 0 3500 0.18 0.13 35.40 0| 0 400 0 3600 0.12 0.08 43.05 0| 0 400 0 3800 0.03 0.02 42.04 0| 0 20 0 4000 0.01 0.00 34.70 0| 0 0 0 4200 0.01 0.00 34.58 0| 0 702 0 4400 0.01 0.00 35.51 0| 0 369 0 4800 0.01 0.00 40.00 0| 0 0 0 5600 Total 0| 0 34,881 0 Indicative a-t-m Vol 41.92 Underlying Price 32.540 Time to expiry: 203 Days Mar 11 20.63 0.99 66.83 0| 0 0 0 1200 18.75 0.97 66.63 0| 0 0 0 1400 16.91 0.96 64.77 0| 0 0 0 1600 15.10 0.94 62.00 0| 0 0 0 1800 13.34 0.91 59.08 0| 0 0 0 2000 11.63 0.88 55.97 0| 0 0 0 2200 9.97 0.84 52.91 0| 0 0 0 2400 8.50 0.79 51.30 0| 0 0 0 2600 6.86 0.73 46.29 0| 0 0 0 2800 5.56 0.66 44.26 0| 0 0 0 3000 4.40 0.59 42.48 0| 0 0 0 3200 3.36 0.51 40.42 0| 0 0 0 3400 2.46 0.42 38.35 0| 0 6 0 3600 1.79 0.34 37.15 0| 0 0 0 3800 1.25 0.27 35.98 0| 0 0 0 4000 0.52 0.14 33.32 0| 0 15 0 4400 0.20 0.07 31.79 0| 0 0 0 4800 0.03 0.01 30.50 0| 0 0 0 5600 0.01 0.01 30.77 0| 0 0 0 6000 Total 0| 0 21 0 Indicative a-t-m Vol 41.77 Underlying Price 32.540 Time to expiry: 385 Days Sep 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.12 0.87 56.44 0| 0 0 0 2000 11.16 0.80 52.37 0| 0 0 0 2400 8.29 0.71 46.55 0| 0 0 0 2800 5.84 0.61 42.25 0| 0 0 0 3200 3.89 0.48 38.73 0| 0 0 0 3600 2.49 0.36 36.60 0| 0 30 0 4000 0.87 0.17 33.29 0| 0 47 0 4800 0.26 0.06 34.23 0| 0 0 0 6000 Total 0| 0 77 0 Indicative a-t-m Vol 41.82 Underlying Price 32.540 Time to expiry: 567 Days Mar 12 15.10 0.86 56.49 0| 0 0 0 2000 12.33 0.79 52.45 0| 0 0 0 2400 9.44 0.72 46.06 0| 0 0 0 2800 7.09 0.63 42.31 0| 0 0 0 3200 5.05 0.52 38.70 0| 0 0 0 3600 3.56 0.42 36.54 0| 0 3 0 4000 1.45 0.23 32.30 0| 0 0 0 4800 Total 0| 0 3 0 Total Calls 0| 0 34,982 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault European (RN3) Indicative a-t-m Vol 38.37 Underlying Price 32.540 Time to expiry: 21 Days Sep 10 0.01 0.00 68.00 0| 0 0 0 1800 0.01 0.00 65.09 0| 0 0 0 2000 0.01 0.00 60.62 0| 0 33,740 0 2200 0.02 -0.01 56.18 0| 0 1,106 0 2400 0.13 -0.06 61.31 0| 0 0 0 2600 0.17 -0.09 47.87 0| 0 260 0 2800 0.27 -0.14 45.80 0| 0 0 0 2900 0.43 -0.21 43.69 0| 0 50 0 3000 0.65 -0.30 40.94 0| 0 0 0 3100 0.98 -0.41 38.98 0| 0 45 0 3200 1.45 -0.54 37.84 0| 0 0 0 3300 1.99 -0.68 34.40 0| 0 0 0 3400 2.79 -0.78 35.81 0| 0 0 0 3500 3.63 -0.87 35.40 0| 0 0 0 3600 5.57 -0.92 43.05 0| 0 500 0 3800 7.48 -0.98 42.04 0| 0 785 0 4000 9.45 -1.00 34.70 0| 0 0 0 4200 11.45 -1.00 34.58 0| 0 35 0 4400 15.45 -1.00 35.51 0| 0 0 0 4800 23.44 -1.00 40.00 0| 0 0 0 5600 Total 0| 0 36,521 0 Indicative a-t-m Vol 41.92 Underlying Price 32.540 Time to expiry: 203 Days Mar 11 0.08 -0.01 66.83 0| 0 0 0 1200 0.19 -0.03 66.63 0| 0 0 0 1400 0.34 -0.04 64.77 0| 0 0 0 1600 0.52 -0.06 62.00 0| 0 0 0 1800 0.75 -0.09 59.08 0| 0 239 0 2000 1.02 -0.12 55.97 0| 0 0 0 2200 1.36 -0.16 52.91 0| 0 659 0 2400 1.87 -0.21 51.30 0| 0 750 0 2600 2.22 -0.27 46.29 0| 0 20 0 2800 2.91 -0.34 44.26 0| 0 0 0 3000 3.74 -0.41 42.48 0| 0 8 0 3200 4.69 -0.49 40.42 0| 0 0 0 3400 5.78 -0.58 38.35 0| 0 400 0 3600 7.09 -0.66 37.15 0| 0 0 0 3800 8.55 -0.73 35.98 0| 0 0 0 4000 11.80 -0.86 33.32 0| 0 0 0 4400 15.46 -0.93 31.79 0| 0 0 0 4800 23.24 -0.99 30.50 0| 0 0 0 5600 27.21 -0.99 30.77 0| 0 0 0 6000 Total 0| 0 2,076 0 Indicative a-t-m Vol 41.77 Underlying Price 32.540 Time to expiry: 385 Days Sep 11 1.58 -0.13 56.44 0| 0 0 0 2000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.58 -0.20 52.37 0| 0 0 0 2400 3.65 -0.29 46.55 0| 0 30 0 2800 5.15 -0.39 42.25 0| 0 0 0 3200 7.15 -0.52 38.73 0| 0 40 0 3600 9.71 -0.64 36.60 0| 0 0 0 4000 15.99 -0.83 33.29 0| 0 0 0 4800 27.23 -0.94 34.23 0| 0 0 0 6000 Total 0| 0 70 0 Indicative a-t-m Vol 41.82 Underlying Price 32.540 Time to expiry: 567 Days Mar 12 2.42 -0.14 56.49 0| 0 0 0 2000 3.57 -0.21 52.45 0| 0 0 0 2400 4.60 -0.28 46.06 0| 0 0 0 2800 6.17 -0.37 42.31 0| 0 0 0 3200 8.05 -0.48 38.70 0| 0 0 0 3600 10.49 -0.58 36.54 0| 0 0 0 4000 16.23 -0.77 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 33.02 Underlying Price 19.335 Time to expiry: 21 Days Sep 10 6.34 1.00 39.95 0| 0 0 0 1300 5.34 1.00 38.86 0| 0 0 0 1400 4.34 1.00 37.81 0| 0 0 0 1500 3.35 0.98 36.79 0| 0 0 0 1600 2.39 0.93 35.82 0| 0 0 0 1700 1.52 0.81 34.89 0| 0 0 0 1800 1.14 0.72 34.31 0| 0 0 0 1850 0.82 0.60 34.01 0| 0 0 0 1900 0.54 0.48 32.55 0| 0 0 0 1950 0.36 0.35 33.17 0| 0 0 0 2000 0.22 0.25 32.77 0| 0 0 0 2050 0.06 0.12 0.16 32.38 0.06 0.06 6| 0 0 0 2100 0.07 0.10 32.01 0| 0 0 0 2150 0.03 0.05 31.64 0| 0 273 0 2200 0.01 0.03 31.28 0| 0 0 0 2250 0.01 0.01 30.94 0| 0 0 0 2300 0.01 0.00 30.60 0| 0 0 0 2350 0.01 0.00 30.28 0| 0 3 0 2400 Total 6| 0 276 0 Indicative a-t-m Vol 34.45 Underlying Price 19.335 Time to expiry: 49 Days Oct 10 3.45 0.92 38.50 0| 0 0 0 1600 2.58 0.84 37.39 0| 0 0 0 1700 1.81 0.73 36.15 0| 0 0 0 1800 1.47 0.66 35.51 0| 0 0 0 1850 1.17 0.58 34.85 0| 0 0 0 1900 0.91 0.50 34.26 0| 0 0 0 1950 0.69 0.42 33.79 0| 0 0 0 2000 0.50 0.34 33.09 0| 0 0 0 2050 0.36 0.27 32.37 0| 0 0 0 2100 0.25 0.20 32.02 0| 0 0 0 2150 0.17 0.15 31.60 0| 0 0 0 2200 0.07 0.07 30.73 0| 0 0 0 2300 0.02 0.03 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 35.32 Underlying Price 19.335 Time to expiry: 84 Days Nov 10 3.69 0.85 41.75 0| 0 0 0 1600 2.88 0.78 39.68 0| 0 0 0 1700 2.14 0.69 37.73 0| 0 0 0 1800 1.82 0.64 36.83 0| 0 0 0 1850 1.52 0.58 35.89 0| 0 0 0 1900 1.24 0.52 35.04 0| 0 0 0 1950 1.01 0.46 34.57 0| 0 0 0 2000 0.61 0.33 32.36 0| 0 0 0 2100 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.35 0.22 31.55 0| 0 0 0 2200 0.18 0.14 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 36.20 Underlying Price 19.335 Time to expiry: 112 Days Dec 10 11.38 0.99 73.91 0| 0 0 0 800 7.52 0.95 58.39 0| 0 0 0 1200 6.58 0.93 54.50 0| 0 0 0 1300 5.66 0.90 50.84 0| 0 0 0 1400 4.77 0.87 47.45 0| 0 0 0 1500 3.92 0.82 44.34 0| 0 0 0 1600 3.12 0.75 41.52 0| 0 0 0 1700 2.40 0.67 38.99 0| 0 0 0 1800 1.76 0.58 36.73 0| 0 0 0 1900 1.24 0.48 35.19 0| 0 0 0 2000 0.78 0.36 32.35 0| 0 0 0 2100 0.50 0.26 31.51 0| 0 0 0 2200 0.29 0.18 30.25 0| 0 0 0 2300 0.16 0.11 29.42 0| 0 4 0 2400 0.04 0.03 27.74 0| 0 250 0 2600 0.01 0.01 27.01 0| 0 0 0 2800 Total 0| 0 254 0 Indicative a-t-m Vol 34.75 Underlying Price 19.335 Time to expiry: 203 Days Mar 11 7.63 0.93 48.54 0| 0 0 0 1200 5.79 0.89 41.50 0| 0 0 0 1400 4.16 0.80 38.25 0| 0 0 0 1600 3.43 0.73 36.77 0| 0 0 0 1700 2.78 0.66 35.86 0| 0 0 0 1800 2.21 0.59 34.91 0| 0 0 0 1900 1.75 0.51 34.44 0| 0 0 0 2000 1.36 0.43 34.19 0| 0 0 0 2100 1.07 0.36 34.37 0| 0 0 0 2200 0.84 0.30 34.51 0| 0 0 0 2300 0.65 0.25 34.64 0| 0 0 0 2400 0.40 0.17 35.23 0| 0 0 0 2600 0.28 0.12 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.11 Underlying Price 19.335 Time to expiry: 294 Days Jun 11 11.43 0.99 50.06 0| 0 0 0 800 7.71 0.93 44.55 0| 0 0 0 1200 5.92 0.88 39.28 0| 0 0 0 1400 4.35 0.78 36.63 0| 0 0 0 1600 3.05 0.66 35.03 0| 0 0 0 1800 2.56 0.59 35.25 0| 0 0 0 1900 2.10 0.53 34.83 0| 0 0 0 2000 1.73 0.46 34.71 0| 0 0 0 2100 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.42 0.40 34.82 0| 0 0 0 2200 1.15 0.35 34.72 0| 0 0 0 2300 0.98 0.30 35.44 0| 0 0 0 2400 0.65 0.22 35.62 0| 0 0 0 2600 0.47 0.17 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.37 Underlying Price 19.335 Time to expiry: 476 Days Dec 11 7.91 0.90 42.95 0| 0 0 0 1200 6.27 0.84 39.49 0| 0 0 0 1400 4.79 0.76 36.66 0| 0 0 0 1600 3.62 0.65 35.34 0| 0 0 0 1800 2.75 0.55 35.39 0| 0 0 0 2000 1.77 0.43 31.87 0| 0 0 0 2200 1.20 0.33 30.88 0| 0 0 0 2400 0.74 0.19 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.60 Underlying Price 19.335 Time to expiry: 658 Days Jun 12 8.12 0.88 43.00 0| 0 0 0 1200 5.16 0.74 36.66 0| 0 0 0 1600 3.21 0.57 35.39 0| 0 0 0 2000 2.54 0.48 35.40 0| 0 0 0 2200 2.05 0.41 35.82 0| 0 0 0 2400 0.91 0.22 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Calls 6| 0 530 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 33.02 Underlying Price 19.335 Time to expiry: 21 Days Sep 10 0.01 0.00 39.95 0| 0 70 0 1300 0.01 0.00 38.86 0| 0 0 0 1400 0.01 0.00 37.81 0| 0 0 0 1500 0.01 -0.02 36.79 0| 0 0 0 1600 0.05 -0.07 35.82 0| 0 0 0 1700 0.18 -0.19 34.89 0| 0 0 0 1800 0.30 -0.28 34.31 0| 0 0 0 1850 0.48 -0.40 34.01 0| 0 0 0 1900 0.70 -0.53 32.55 0| 0 75 0 1950 1.02 -0.65 33.17 0| 0 250 0 2000 1.38 -0.75 32.77 0| 0 0 0 2050 1.78 -0.84 32.38 0| 0 10 0 2100 2.23 -0.91 32.01 0| 0 0 0 2150 2.69 -0.95 31.64 0| 0 0 0 2200 3.18 -0.98 31.28 0| 0 0 0 2250 3.67 -0.99 30.94 0| 0 175 0 2300 4.17 -1.00 30.60 0| 0 0 0 2350 4.67 -1.00 30.28 0| 0 0 0 2400 Total 0| 0 580 0 Indicative a-t-m Vol 34.45 Underlying Price 19.335 Time to expiry: 49 Days Oct 10 0.11 -0.08 38.50 0| 0 0 0 1600 0.24 -0.16 37.39 0| 0 0 0 1700 0.46 -0.27 36.15 0| 0 0 0 1800 0.63 -0.34 35.51 0| 0 0 0 1850 0.82 -0.42 34.85 0| 0 0 0 1900 1.06 -0.50 34.26 0| 0 0 0 1950 1.34 -0.58 33.79 0| 0 0 0 2000 1.66 -0.66 33.09 0| 0 0 0 2050 2.01 -0.73 32.37 0| 0 0 0 2100 2.40 -0.80 32.02 0| 0 0 0 2150 2.82 -0.85 31.60 0| 0 0 0 2200 3.72 -0.93 30.73 0| 0 0 0 2300 4.68 -0.97 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 35.32 Underlying Price 19.335 Time to expiry: 84 Days Nov 10 0.33 -0.15 41.75 0| 0 0 0 1600 0.51 -0.22 39.68 0| 0 0 0 1700 0.78 -0.31 37.73 0| 0 0 0 1800 0.95 -0.36 36.83 0| 0 0 0 1850 1.15 -0.42 35.89 0| 0 0 0 1900 1.38 -0.48 35.04 0| 0 0 0 1950 1.65 -0.54 34.57 0| 0 0 0 2000 2.24 -0.67 32.36 0| 0 0 0 2100 2.99 -0.78 31.55 0| 0 0 0 2200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.82 -0.87 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 36.20 Underlying Price 19.335 Time to expiry: 112 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 0.21 -0.07 54.50 0| 0 0 0 1300 0.28 -0.10 50.48 0| 0 0 0 1400 0.39 -0.13 47.45 0| 0 0 0 1500 0.54 -0.18 44.34 0| 0 0 0 1600 0.74 -0.25 41.52 0| 0 0 0 1700 1.02 -0.33 38.99 0| 0 0 0 1800 1.38 -0.42 36.73 0| 0 0 0 1900 1.86 -0.53 35.19 0| 0 0 0 2000 2.40 -0.64 32.35 0| 0 0 0 2100 3.12 -0.74 31.51 0| 0 0 0 2200 3.91 -0.83 30.25 0| 0 0 0 2300 4.78 -0.90 29.42 0| 0 3 0 2400 6.68 -0.98 27.74 0| 0 0 0 2600 8.66 -1.00 27.01 0| 0 0 0 2800 Total 0| 0 9 0 Indicative a-t-m Vol 34.75 Underlying Price 19.335 Time to expiry: 203 Days Mar 11 0.23 -0.07 48.54 0| 0 0 0 1200 0.38 -0.11 41.50 0| 0 0 0 1400 0.74 -0.21 38.25 0| 0 0 0 1600 1.00 -0.27 36.77 0| 0 0 0 1700 1.36 -0.34 35.86 0| 0 0 0 1800 1.78 -0.42 34.91 0| 0 0 0 1900 2.31 -0.49 34.44 0| 0 0 0 2000 2.93 -0.57 34.19 0| 0 0 0 2100 3.64 -0.64 34.37 0| 0 0 0 2200 4.40 -0.70 34.51 0| 0 0 0 2300 5.21 -0.76 34.64 0| 0 0 0 2400 6.97 -0.84 35.23 0| 0 0 0 2600 8.85 -0.89 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.11 Underlying Price 19.335 Time to expiry: 294 Days Jun 11 0.05 -0.02 50.06 0| 0 0 0 800 0.36 -0.09 44.55 0| 0 0 0 1200 0.59 -0.15 39.28 0| 0 0 0 1400 1.06 -0.24 36.63 0| 0 0 0 1600 1.80 -0.36 35.03 0| 0 0 0 1800 2.33 -0.43 35.25 0| 0 0 0 1900 2.88 -0.50 34.83 0| 0 0 0 2000 3.53 -0.56 34.71 0| 0 0 0 2100 4.23 -0.62 34.82 0| 0 0 0 2200 4.96 -0.67 34.72 0| 0 0 0 2300 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.80 -0.71 35.44 0| 0 0 0 2400 7.47 -0.79 35.62 0| 0 0 0 2600 9.29 -0.84 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.37 Underlying Price 19.335 Time to expiry: 476 Days Dec 11 0.65 -0.11 42.95 0| 0 0 0 1200 1.03 -0.18 39.49 0| 0 0 0 1400 1.56 -0.26 36.66 0| 0 0 0 1600 2.39 -0.36 35.34 0| 0 0 0 1800 3.52 -0.46 35.39 0| 0 0 0 2000 4.53 -0.58 31.87 0| 0 0 0 2200 5.95 -0.68 30.88 0| 0 0 0 2400 13.42 -0.82 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.60 Underlying Price 19.335 Time to expiry: 658 Days Jun 12 1.02 -0.14 43.00 0| 0 0 0 1200 2.08 -0.28 36.66 0| 0 0 0 1600 4.12 -0.45 35.39 0| 0 0 0 2000 5.44 -0.53 35.40 0| 0 0 0 2200 6.93 -0.60 35.82 0| 0 0 0 2400 13.65 -0.79 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Puts 0| 0 589 0 Grand Total 6| 0 1,119 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 35.85 Underlying Price 28.755 Time to expiry: 21 Days Sep 10 8.77 1.00 59.00 0| 0 0 0 2000 6.78 0.98 52.21 0| 0 0 0 2200 5.80 0.97 48.93 0| 0 0 0 2300 4.87 0.94 50.51 0| 0 0 0 2400 2.79 3.01 0.85 42.54 2.79 2.79 26| 0 0 0 2600 2.20 0.75 40.36 0| 0 0 0 2700 1.49 0.63 38.19 0| 0 38 0 2800 0.76 0.88 0.48 35.11 0.76 0.76 39| 0 94 0 2900 0.49 0.49 0.32 34.43 0.49 0.49 50| 23 2,128 +23 3000 0.22 0.26 0.20 34.25 0.22 0.22 150| 0 139 0 3100 0.12 0.11 33.62 0| 1 6,996 0 3200 0.04 0.05 32.70 0| 0 190 0 3300 0.02 0.03 34.41 0| 0 4,786 0 3400 0.01 0.01 34.09 0| 0 4,023 0 3500 0.01 0.00 34.32 0| 0 6,638 0 3600 0.01 0.00 34.57 0| 0 3,226 0 3800 0.01 0.00 35.15 0| 0 1,188 0 4000 0.01 0.00 36.00 0| 0 7,060 0 4200 0.01 0.00 37.07 0| 0 2,101 0 4400 0.01 0.00 39.71 0| 0 2,684 0 4800 0.01 0.00 46.00 0| 0 229 0 5600 Total 265| 24 41,520 +23 Indicative a-t-m Vol 37.65 Underlying Price 28.755 Time to expiry: 49 Days Oct 10 6.03 0.91 49.77 0| 0 0 0 2300 5.12 0.87 46.97 0| 0 0 0 2400 3.46 0.76 42.94 0| 8 8 +3 2600 2.73 0.69 41.24 0| 0 0 0 2700 2.05 0.60 39.16 0| 0 91 0 2800 1.49 1.48 0.51 37.17 1.49 1.38 101| 0 18 0 2900 1.03 0.40 35.95 0| 0 600 0 3000 0.68 0.31 35.18 0| 0 42 0 3100 0.43 0.22 34.28 0| 0 95 0 3200 0.26 0.15 33.56 0| 0 114 0 3300 0.16 0.10 33.33 0| 0 1,361 0 3400 0.09 0.06 33.27 0| 0 310 0 3500 0.05 0.04 32.92 0| 0 643 0 3600 0.02 0.01 33.39 0| 0 70 0 3800 0.01 0.01 34.50 0| 0 210 0 4000 Total 101| 8 3,562 +3 Indicative a-t-m Vol 38.69 Underlying Price 28.755 Time to expiry: 84 Days Nov 10 6.33 0.86 48.50 0| 0 0 0 2300 5.49 0.82 46.71 0| 0 0 0 2400 3.95 0.72 43.46 0| 31 31 +31 2600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.25 0.66 41.65 0| 0 0 0 2700 2.63 0.60 40.38 0| 0 0 0 2800 2.02 0.52 38.16 0| 0 0 0 2900 1.55 1.55 0.45 37.10 1.55 1.55 39| 0 0 0 3000 1.15 0.37 35.97 0| 0 60 0 3100 0.85 0.30 35.42 0| 42 42 +42 3200 0.42 0.18 34.06 0| 44 44 +44 3400 0.19 0.09 33.07 0| 0 77 0 3600 0.09 0.05 32.95 0| 0 0 0 3800 Total 39| 117 254 +117 Indicative a-t-m Vol 38.75 Underlying Price 28.755 Time to expiry: 112 Days Dec 10 16.83 0.99 73.00 0| 0 0 0 1200 14.38 0.97 70.08 0| 0 0 0 1454 10.92 0.94 60.17 0| 0 0 0 1817 9.23 0.91 55.50 0| 0 0 0 2000 7.61 0.87 50.86 0| 0 3,000 0 2180 5.79 0.80 46.85 0| 0 0 0 2400 4.66 0.74 43.88 0| 0 6,000 0 2544 2.96 0.60 40.19 0| 0 0 0 2800 2.34 2.33 0.53 38.16 2.34 2.32 Q 425| 0 386 0 2907 1.87 0.46 37.06 0| 55 895 +33 3000 0.89 0.29 34.24 0| 1 5,615 0 3271 0.60 0.21 33.51 0| 0 10,811 0 3400 0.36 0.30 0.12 32.19 0.36 0.36 3| 0 3,334 0 3600 0.27 0.12 32.31 0| 0 5,201 0 3634 0.14 0.07 31.56 0| 2 4,955 0 3800 0.04 0.03 28.95 0| 0 9,756 0 3997 0.04 0.02 28.94 0| 0 5,565 0 4000 0.01 0.01 27.91 0| 0 2,550 0 4200 0.01 0.00 27.25 0| 0 3,051 0 4361 0.01 0.00 26.65 0| 0 8,082 0 4543 0.01 0.00 26.07 0| 0 1 0 4800 0.01 0.00 25.75 0| 0 1,101 0 5088 0.01 0.00 25.80 0| 0 51 0 5451 0.01 0.00 26.29 0| 0 0 0 5814 0.01 0.00 27.76 0| 0 2 0 6360 0.01 0.00 31.50 0| 0 1 0 7268 Total 428| 58 70,357 +33 Indicative a-t-m Vol 38.82 Underlying Price 28.755 Time to expiry: 203 Days Mar 11 9.66 0.88 51.26 0| 0 0 0 2000 8.00 0.83 47.90 0| 0 0 0 2200 6.46 0.77 44.90 0| 0 0 0 2400 5.04 0.69 42.07 0| 0 0 0 2600 3.81 0.60 39.73 0| 0 0 0 2800 2.73 0.50 37.34 0| 0 126 0 3000 1.86 0.40 35.33 0| 58 96 -14 3200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.24 0.30 34.01 0| 0 871 0 3400 0.77 0.22 32.47 0| 0 1,183 0 3600 0.46 0.15 31.55 0| 0 903 0 3800 0.27 0.09 30.62 0| 0 1,410 0 4000 0.16 0.06 30.19 0| 0 30 0 4200 0.09 0.04 29.76 0| 0 178 0 4400 0.03 0.01 29.65 0| 0 113 0 4800 0.01 0.00 31.50 0| 0 158 0 5600 Total 0| 58 5,068 -14 Indicative a-t-m Vol 39.11 Underlying Price 28.755 Time to expiry: 294 Days Jun 11 17.00 0.98 62.76 0| 0 0 0 1200 13.31 0.94 55.14 0| 0 0 0 1600 11.55 0.91 51.92 0| 0 0 0 1800 9.88 0.87 49.21 0| 0 0 0 2000 8.29 0.82 46.39 0| 0 0 0 2200 6.81 0.76 43.88 0| 0 0 0 2400 5.48 0.69 41.76 0| 0 0 0 2600 4.31 0.61 39.94 0| 121 146 +121 2800 3.26 0.52 37.77 0| 0 2,000 0 3000 2.42 0.44 36.33 0| 0 75 0 3200 1.65 1.75 0.35 35.10 1.65 1.65 26| 0 31 0 3400 1.20 0.27 33.61 0| 30 103 +11 3600 0.54 0.15 31.81 0| 0 285 0 4000 0.22 0.07 30.32 0| 0 276 0 4400 0.14 0.05 30.10 0| 0 5,276 0 4600 0.10 0.04 30.28 0| 0 4,173 0 4800 0.01 0.01 31.50 0| 0 50 0 6000 Total 26| 151 12,415 +132 Indicative a-t-m Vol 34.73 Underlying Price 28.755 Time to expiry: 476 Days Dec 11 17.09 0.97 59.00 0| 0 0 0 1200 13.31 0.93 46.94 0| 0 0 0 1600 11.67 0.90 46.00 0| 0 0 0 1800 10.04 0.85 43.47 0| 0 0 0 2000 8.29 0.81 38.60 0| 0 0 0 2200 6.89 0.75 37.06 0| 0 0 0 2400 4.58 0.60 34.97 0| 0 0 0 2800 2.95 0.46 33.70 0| 0 3 0 3200 1.90 0.33 33.36 0| 0 4,200 0 3600 1.07 0.22 31.77 0| 0 31,000 0 4000 0.34 0.08 32.09 0| 0 27,000 0 5000 0.09 0.03 31.47 0| 0 0 0 6000 0.02 0.01 31.08 0| 0 0 0 7000 0.01 0.00 30.50 0| 0 0 0 8000 Total 0| 0 62,203 0 Indicative a-t-m Vol 40.93 Underlying Price 28.755 Time to expiry: 658 Days Jun 12 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.69 0.91 51.60 0| 0 0 0 1600 10.69 0.83 47.29 0| 0 0 0 2000 9.37 0.78 45.80 0| 0 0 0 2200 8.09 0.73 43.84 0| 0 0 0 2400 6.01 0.62 41.52 0| 0 0 0 2800 4.18 0.51 38.41 0| 0 0 0 3200 2.75 0.39 35.87 0| 0 0 0 3600 1.77 0.29 33.92 0| 0 0 0 4000 0.71 0.15 31.96 0| 0 0 0 4800 0.20 0.05 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.86 Underlying Price 28.755 Time to expiry: 847 Days Dec 12 13.84 0.90 50.14 0| 0 0 0 1600 10.98 0.82 46.50 0| 0 0 0 2000 8.60 0.73 43.79 0| 0 0 0 2400 6.59 0.63 41.39 0| 0 0 0 2800 4.82 0.53 38.60 0| 0 750 0 3200 3.41 0.43 36.31 0| 0 0 0 3600 2.45 0.34 35.10 0| 0 0 0 4000 1.16 0.20 32.83 0| 0 0 0 4800 0.41 0.08 31.57 0| 0 0 0 6000 0.09 0.02 30.98 0| 0 0 0 8000 Total 0| 0 750 0 Indicative a-t-m Vol 40.41 Underlying Price 28.755 Time to expiry: 1029 Days Jun 13 11.07 0.82 46.30 0| 0 0 0 2000 8.74 0.73 43.31 0| 0 0 0 2400 6.77 0.64 40.79 0| 0 0 0 2800 5.16 0.54 38.79 0| 0 0 0 3200 3.80 0.45 36.70 0| 0 0 0 3600 2.83 0.37 35.54 0| 0 0 0 4000 1.54 0.24 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 40.70 Underlying Price 28.755 Time to expiry: 1211 Days Dec 13 13.93 0.90 49.00 0| 0 0 0 1600 11.38 0.81 46.39 0| 0 0 0 2000 9.11 0.73 43.22 0| 0 0 0 2400 5.67 0.56 38.99 0| 0 0 0 3200 3.37 0.40 36.03 0| 0 0 0 4000 1.95 0.27 34.11 0| 0 0 0 4800 0.88 0.15 32.52 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.65 Underlying Price 28.755 Time to expiry: 1575 Days Dec 14 11.51 0.82 46.20 0| 0 0 0 2000 9.38 0.74 43.10 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 24 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.16 0.58 38.99 0| 0 0 0 3200 3.86 0.43 35.76 0| 0 0 0 4000 2.42 0.31 33.94 0| 0 0 0 4800 1.34 0.19 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 859| 416 196,129 +294 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 35.85 Underlying Price 28.755 Time to expiry: 21 Days Sep 10 0.01 0.00 59.00 0| 0 200 0 2000 0.02 -0.02 52.21 0| 0 261 0 2200 0.04 -0.03 48.93 0| 0 0 0 2300 0.10 -0.06 50.51 0| 5 1,444 0 2400 0.34 0.25 -0.15 42.54 0.34 0.27 187| 163 884 +77 2600 0.44 -0.25 40.36 0| 0 0 0 2700 0.83 0.73 -0.37 38.19 0.83 0.72 641| 1,000 10,845 +1,000 2800 1.21 1.12 -0.52 35.11 1.21 1.21 50| 111 2,409 +111 2900 1.73 -0.68 34.43 0| 0 5,392 0 3000 2.50 -0.80 34.25 0| 0 247 0 3100 3.35 -0.90 33.62 0| 0 5,284 0 3200 4.28 -0.95 32.70 0| 0 100 0 3300 5.51 5.26 -0.98 34.41 5.51 S 5.51 S 8| 0 2,298 0 3400 6.25 -0.99 34.09 0| 0 1,334 0 3500 7.70 7.25 -1.00 34.32 7.70 7.70 40| 0 1,376 0 3600 9.24 -1.00 34.57 0| 14 304 0 3800 11.25 -1.00 35.15 0| 0 30 0 4000 13.25 -1.00 36.00 0| 0 0 0 4200 15.25 -1.00 37.07 0| 0 0 0 4400 19.25 -1.00 39.71 0| 0 0 0 4800 27.25 -1.00 46.00 0| 0 0 0 5600 Total 926| 1,293 32,408 +1,188 Indicative a-t-m Vol 37.65 Underlying Price 28.755 Time to expiry: 49 Days Oct 10 0.31 0.25 -0.09 49.77 0.31 0.31 76| 0 0 0 2300 0.43 0.35 -0.13 46.97 0.43 0.41 129| 0 62 0 2400 0.81 0.69 -0.24 42.94 0.86 0.81 392| 0 261 0 2600 1.06 0.95 -0.31 41.24 1.11 1.06 265| 0 0 0 2700 1.52 1.28 -0.40 39.16 1.52 1.52 114| 0 4,358 0 2800 2.00 1.70 -0.50 37.17 2.00 1.80 201| 0 40 0 2900 2.25 -0.60 35.95 0| 0 2,461 0 3000 2.91 -0.70 35.18 0| 0 65 0 3100 3.66 -0.78 34.28 0| 0 139 0 3200 4.49 -0.85 33.56 0| 0 62 0 3300 5.38 -0.90 33.33 0| 0 34 0 3400 6.32 -0.94 33.27 0| 0 10 0 3500 7.28 -0.97 32.92 0| 0 0 0 3600 9.25 -0.99 33.39 0| 0 0 0 3800 11.25 -1.00 34.50 0| 0 0 0 4000 Total 1,177| 0 7,492 0 Indicative a-t-m Vol 38.69 Underlying Price 28.755 Time to expiry: 84 Days Nov 10 0.54 -0.14 48.50 0| 0 0 0 2300 0.69 -0.18 46.71 0| 0 38 0 2400 1.16 -0.28 43.46 0| 46 62 +46 2600 1.45 -0.34 41.65 0| 0 0 0 2700 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.10 1.83 -0.40 40.38 2.10 2.10 67| 0 0 0 2800 2.22 -0.48 38.16 0| 0 40 0 2900 2.75 -0.56 37.10 0| 0 0 0 3000 3.35 -0.63 35.97 0| 0 0 0 3100 4.05 -0.70 35.42 0| 0 0 0 3200 5.62 -0.83 34.06 0| 0 0 0 3400 7.39 -0.91 33.07 0| 0 0 0 3600 9.30 -0.96 32.95 0| 0 0 0 3800 Total 67| 46 140 +46 Indicative a-t-m Vol 38.75 Underlying Price 28.755 Time to expiry: 112 Days Dec 10 0.04 -0.01 73.00 0| 0 54 0 1200 0.12 -0.03 70.08 0| 0 160 0 1454 0.29 -0.06 60.17 0| 0 139 0 1817 0.42 -0.09 55.50 0| 0 160 0 2000 0.60 -0.13 50.86 0| 0 3,242 0 2180 1.00 0.97 -0.20 46.85 1.00 0.95 96| 0 2,812 0 2400 1.30 1.28 -0.26 43.88 1.30 1.30 69| 0 1,336 0 2544 2.14 -0.40 40.19 0| 0 14,000 0 2800 2.57 -0.47 38.16 0| 0 2,185 0 2907 3.04 -0.54 37.06 0| 0 7,166 0 3000 4.77 -0.72 34.24 0| 0 4,149 0 3271 5.78 -0.79 33.51 0| 0 5,857 0 3400 7.48 -0.88 32.19 0| 0 1,073 0 3600 7.79 -0.89 32.31 0| 0 1,237 0 3634 9.33 -0.94 31.56 0| 0 2,340 0 3800 11.22 -0.99 28.95 0| 0 20 0 3997 11.25 -0.99 28.94 0| 0 0 0 4000 13.25 -1.00 27.91 0| 0 0 0 4200 14.86 -1.00 27.25 0| 0 70 0 4361 16.68 -1.00 26.65 0| 0 60 0 4543 19.25 -1.00 26.07 0| 0 0 0 4800 22.13 -1.00 25.75 0| 0 10 0 5088 25.76 -1.00 25.80 0| 0 10 0 5451 29.39 -1.00 26.29 0| 0 10 0 5814 34.85 -1.00 27.76 0| 0 10 0 6360 43.93 -1.00 31.50 0| 0 10 0 7268 Total 165| 0 46,110 0 Indicative a-t-m Vol 38.82 Underlying Price 28.755 Time to expiry: 203 Days Mar 11 0.82 -0.13 51.26 0| 0 605 0 2000 1.27 1.16 -0.17 47.90 1.27 1.27 61| 0 600 0 2200 1.61 -0.24 44.90 0| 0 1,314 0 2400 2.19 -0.31 42.07 0| 0 30 0 2600 2.95 -0.40 39.73 0| 30 500 -15 2800 3.86 -0.50 37.34 0| 0 1,577 0 3000 4.99 -0.60 35.33 0| 0 735 0 3200 6.58 6.37 -0.70 34.01 6.58 S 6.58 S 8| 0 647 0 3400 7.89 -0.79 32.47 0| 0 78 0 3600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 27 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.59 -0.86 31.55 0| 0 89 0 3800 11.40 -0.92 30.62 0| 0 300 0 4000 13.30 -0.95 30.19 0| 0 0 0 4200 15.26 -0.98 29.76 0| 0 0 0 4400 19.25 -1.00 29.65 0| 0 0 0 4800 27.25 -1.00 31.50 0| 0 0 0 5600 Total 69| 30 6,475 -15 Indicative a-t-m Vol 39.11 Underlying Price 28.755 Time to expiry: 294 Days Jun 11 0.29 -0.04 62.76 0| 0 464 0 1200 0.66 -0.08 55.14 0| 0 172 0 1600 0.94 -0.12 51.92 0| 0 195 0 1800 1.31 -0.16 49.21 0| 38 196 0 2000 1.76 -0.21 46.39 0| 0 97 0 2200 2.33 -0.28 43.88 0| 0 3,842 0 2400 3.05 -0.35 41.76 0| 0 0 0 2600 3.93 -0.43 39.94 0| 0 1,150 0 2800 5.05 4.92 -0.51 37.77 5.05 5.05 1| 0 5,000 0 3000 6.12 -0.59 36.33 0| 0 1,908 0 3200 7.70 7.49 -0.67 35.10 7.70 7.70 40| 0 110 0 3400 8.97 -0.75 33.61 0| 0 146 0 3600 12.33 -0.86 31.81 0| 0 254 0 4000 16.01 -0.94 30.32 0| 0 208 0 4400 17.92 -0.96 30.10 0| 0 0 0 4600 19.86 -0.97 30.28 0| 0 0 0 4800 31.69 -0.99 31.50 0| 0 0 0 6000 Total 41| 38 13,742 0 Indicative a-t-m Vol 34.73 Underlying Price 28.755 Time to expiry: 476 Days Dec 11 0.57 -0.05 59.00 0| 0 0 0 1200 0.82 -0.09 46.94 0| 0 0 0 1600 1.24 -0.13 46.00 0| 0 0 0 1800 1.66 -0.17 43.47 0| 0 0 0 2000 1.92 -0.22 38.60 0| 0 0 0 2200 2.55 -0.28 37.06 0| 0 0 0 2400 4.29 -0.42 34.97 0| 0 2,000 0 2800 6.66 -0.56 33.70 0| 0 1,450 0 3200 9.61 -0.68 33.36 0| 0 4,500 0 3600 12.76 -0.79 31.77 0| 0 1,850 0 4000 21.98 -0.93 32.09 0| 0 0 0 5000 31.67 -0.98 31.47 0| 0 0 0 6000 41.51 -0.99 31.08 0| 0 0 0 7000 51.40 -1.00 30.50 0| 0 0 0 8000 Total 0| 0 9,800 0 Indicative a-t-m Vol 40.93 Underlying Price 28.755 Time to expiry: 658 Days Jun 12 1.74 -0.13 51.60 0| 0 0 0 1600 2.85 -0.21 47.29 0| 0 0 0 2000 3.59 -0.25 45.80 0| 0 0 0 2200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.33 -0.30 43.84 0| 0 0 0 2400 6.30 -0.41 41.52 0| 0 0 0 2800 8.48 -0.52 38.41 0| 0 0 0 3200 11.06 -0.63 35.87 0| 0 0 0 3600 14.05 -0.73 33.92 0| 0 0 0 4000 20.89 -0.87 31.96 0| 0 0 0 4800 32.14 -0.95 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.86 Underlying Price 28.755 Time to expiry: 847 Days Dec 12 2.11 -0.14 50.14 0| 0 0 0 1600 3.34 -0.21 46.50 0| 0 0 0 2000 4.98 -0.30 43.79 0| 0 0 0 2400 6.95 -0.39 41.39 0| 0 0 0 2800 9.13 -0.49 38.60 0| 0 750 0 3200 11.67 -0.59 36.31 0| 0 1,000 0 3600 14.63 -0.67 35.10 0| 0 0 0 4000 21.19 -0.81 32.83 0| 0 0 0 4800 32.17 -0.92 31.57 0| 0 0 0 6000 51.36 -0.98 30.98 0| 0 0 0 8000 Total 0| 0 1,750 0 Indicative a-t-m Vol 40.41 Underlying Price 28.755 Time to expiry: 1029 Days Jun 13 4.03 -0.22 46.30 0| 0 0 0 2000 5.72 -0.31 43.31 0| 0 0 0 2400 7.72 -0.39 40.79 0| 0 0 0 2800 10.04 -0.48 38.79 0| 0 0 0 3200 12.59 -0.57 36.70 0| 0 0 0 3600 15.52 -0.65 35.54 0| 0 0 0 4000 21.97 -0.78 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 40.70 Underlying Price 28.755 Time to expiry: 1211 Days Dec 13 2.93 -0.15 49.00 0| 0 0 0 1600 4.47 -0.22 46.39 0| 0 0 0 2000 6.16 -0.30 43.22 0| 0 0 0 2400 10.50 -0.46 38.99 0| 0 3 0 3200 15.91 -0.61 36.03 0| 0 0 0 4000 22.17 -0.74 34.11 0| 0 0 0 4800 32.58 -0.86 32.52 0| 0 0 0 6000 Total 0| 0 3 0 Indicative a-t-m Vol 40.65 Underlying Price 28.755 Time to expiry: 1575 Days Dec 14 5.32 -0.22 46.20 0| 0 0 0 2000 7.08 -0.30 43.10 0| 0 0 0 2400 11.49 -0.44 38.99 0| 0 0 0 3200 16.72 -0.58 35.76 0| 0 0 0 4000 22.77 -0.70 33.94 0| 0 0 0 4800 32.87 -0.81 33.00 0| 0 0 0 6000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 2,445| 1,407 117,920 +1,219 Grand Total 3,304| 1,823 314,049 +1,513 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 37.60 Underlying Price 28.755 Time to expiry: 21 Days Sep 10 16.77 1.00 137.51 0| 0 0 0 1200 14.22 1.00 101.66 0| 0 0 0 1454 10.59 1.00 70.62 0| 0 0 0 1817 8.77 1.00 59.00 0| 0 110 0 2000 6.98 0.99 52.92 0| 0 30 0 2180 5.80 0.97 48.93 0| 0 0 0 2300 4.87 0.94 50.51 0| 0 60 0 2400 3.49 0.89 42.81 0| 0 0 0 2544 2.20 0.75 40.36 0| 0 0 0 2700 1.49 0.63 38.19 0| 0 0 0 2800 0.91 0.47 37.36 0| 0 30 0 2907 0.49 0.32 34.43 0| 0 0 0 3000 0.31 0.22 35.81 0| 0 2,500 0 3089 0.12 0.11 33.62 0| 0 0 0 3200 0.08 0.07 34.87 0| 0 6,572 0 3271 0.02 0.03 34.41 0| 0 0 0 3400 0.01 0.02 34.40 0| 0 5,000 0 3452 0.01 0.01 34.09 0| 0 1,400 0 3500 0.01 0.00 34.34 0| 0 11,378 0 3634 0.01 0.00 34.57 0| 0 32,910 0 3800 0.01 0.00 35.15 0| 0 400 0 4000 0.01 0.00 35.49 0| 0 40 0 4088 0.01 0.00 36.00 0| 0 50 0 4200 0.01 0.00 36.84 0| 0 16 0 4361 0.01 0.00 37.94 0| 0 5,176 0 4543 0.01 0.00 39.71 0| 0 5,000 0 4800 0.01 0.00 41.21 0| 0 97 0 4997 0.01 0.00 44.97 0| 0 0 0 5451 0.01 0.00 49.04 0| 0 80 0 5905 Total 0| 0 70,849 0 Indicative a-t-m Vol 38.76 Underlying Price 28.755 Time to expiry: 203 Days Mar 11 16.84 0.98 62.13 0| 0 0 0 1200 14.47 0.96 59.99 0| 0 0 0 1454 11.20 0.91 54.34 0| 0 0 0 1817 9.61 0.87 51.26 0| 0 0 0 2000 8.12 0.83 48.28 0| 0 0 0 2180 6.42 0.76 44.90 0| 0 0 0 2400 5.38 0.71 42.84 0| 0 0 0 2544 3.78 0.60 39.73 0| 0 0 0 2800 3.17 0.55 38.37 0| 0 0 0 2907 2.70 0.50 37.34 0| 0 0 0 3000 1.62 0.36 34.88 0| 0 0 0 3271 1.09 0.28 33.51 0| 0 0 0 3452 0.70 0.20 32.36 0| 0 15 0 3634 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.46 0.15 31.55 0| 0 30 0 3800 0.26 0.09 30.62 0| 0 110 0 4000 0.21 0.08 30.41 0| 0 0 0 4088 0.15 0.15 0.06 30.19 0.15 0.15 17| 0 550 0 4200 0.10 0.04 29.81 0| 0 0 0 4361 0.06 0.03 29.63 0| 0 15 0 4543 0.03 0.01 29.65 0| 0 0 0 4800 0.02 0.01 29.87 0| 0 252 0 4997 0.01 0.00 30.97 0| 0 0 0 5451 0.01 0.00 32.83 0| 0 0 0 5905 Total 17| 0 972 0 Indicative a-t-m Vol 39.42 Underlying Price 28.755 Time to expiry: 385 Days Sep 11 16.24 0.96 54.44 0| 0 0 0 1200 14.08 0.93 54.16 0| 0 0 0 1454 11.17 0.86 51.32 0| 0 0 0 1817 9.82 0.82 49.49 0| 0 0 0 2000 8.54 0.78 47.63 0| 0 0 0 2180 7.09 0.72 45.37 0| 0 0 0 2400 6.18 0.67 43.93 0| 0 0 0 2544 4.07 0.55 39.00 0| 0 0 0 2907 2.40 0.41 34.89 0| 0 0 0 3271 1.35 0.28 32.70 0| 0 20 0 3634 0.69 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 38.84 Underlying Price 28.755 Time to expiry: 567 Days Mar 12 14.31 0.92 47.54 0| 0 0 0 1454 11.50 0.86 45.14 0| 0 0 0 1817 10.18 0.82 43.95 0| 0 0 0 2000 9.00 0.78 42.82 0| 0 0 0 2180 7.69 0.72 41.76 0| 0 0 0 2400 5.04 0.58 38.65 0| 0 0 0 2907 3.80 0.49 36.90 0| 0 0 0 3200 2.34 0.36 34.46 0| 0 0 0 3634 1.58 0.27 33.48 0| 0 0 0 4000 0.88 0.17 32.94 0| 0 0 0 4543 0.35 0.08 32.51 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 39.16 Underlying Price 28.755 Time to expiry: 756 Days Sep 12 13.77 0.90 47.93 0| 0 0 0 1454 11.20 0.83 45.44 0| 0 0 0 1817 10.02 0.79 44.15 0| 0 0 0 2000 8.96 0.75 43.18 0| 0 0 0 2180 7.76 0.70 42.15 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.30 0.57 38.97 0| 0 0 0 2907 4.11 0.49 37.08 0| 0 0 0 3200 2.74 0.38 35.08 0| 0 0 0 3634 1.96 0.30 34.08 0| 0 0 0 4000 1.43 0.24 33.59 0| 0 0 0 4361 0.99 0.18 33.29 0| 0 0 0 4800 0.61 0.12 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.52 Underlying Price 28.755 Time to expiry: 931 Days Mar 13 14.30 0.89 48.76 0| 0 0 0 1454 11.93 0.83 46.55 0| 0 0 0 1817 10.78 0.79 45.28 0| 0 0 0 2000 9.79 0.76 44.31 0| 0 0 0 2180 8.60 0.71 42.94 0| 0 0 0 2400 6.27 0.60 40.36 0| 0 0 0 2907 5.03 0.53 38.29 0| 0 0 0 3200 3.64 0.43 36.50 0| 0 0 0 3634 2.75 0.36 35.33 0| 0 0 0 4000 2.09 0.29 34.54 0| 0 0 0 4361 1.59 0.24 34.58 0| 0 0 0 4800 1.08 0.17 34.67 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 41.44 Underlying Price 28.755 Time to expiry: 1120 Days Sep 13 12.89 0.85 48.70 0| 0 0 0 1600 10.61 0.78 46.26 0| 0 0 0 2000 8.58 0.70 43.82 0| 0 0 0 2400 5.36 0.54 39.82 0| 0 0 0 3200 3.10 0.38 36.42 0| 0 0 0 4000 1.91 0.26 35.52 0| 0 0 0 4800 1.10 0.17 36.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.24 Underlying Price 28.755 Time to expiry: 1302 Days Mar 14 13.57 0.85 50.12 0| 0 0 0 1600 11.24 0.78 46.50 0| 0 0 0 2000 9.39 0.72 44.80 0| 0 0 0 2400 6.15 0.57 40.50 0| 0 0 0 3200 3.81 0.42 37.18 0| 0 0 0 4000 2.52 0.31 36.20 0| 0 0 0 4800 1.61 0.22 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.14 Underlying Price 28.755 Time to expiry: 1484 Days Sep 14 11.11 0.78 48.90 0| 0 0 0 2000 9.21 0.71 45.87 0| 0 0 0 2400 6.18 0.57 41.28 0| 0 0 0 3200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.96 0.43 37.96 0| 0 0 0 4000 2.76 0.33 37.18 0| 0 0 0 4800 1.83 0.24 37.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.14 Underlying Price 28.755 Time to expiry: 1666 Days Mar 15 11.65 0.79 48.90 0| 0 0 0 2000 9.79 0.72 45.87 0| 0 0 0 2400 6.77 0.59 41.28 0| 0 0 0 3200 4.48 0.46 37.96 0| 0 0 0 4000 3.24 0.36 37.18 0| 0 0 0 4800 2.39 0.28 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 17| 0 71,922 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 37.60 Underlying Price 28.755 Time to expiry: 21 Days Sep 10 0.01 0.00 137.51 0| 0 10 0 1200 0.01 0.00 101.66 0| 0 0 0 1454 0.01 0.00 70.62 0| 0 10 0 1817 0.01 0.00 59.00 0| 0 30 0 2000 0.02 -0.01 52.92 0| 0 754 0 2180 0.04 -0.03 48.93 0| 0 0 0 2300 0.10 -0.06 50.51 0| 0 174 0 2400 0.17 -0.11 42.81 0| 0 100 0 2544 0.44 -0.25 40.36 0| 0 0 0 2700 0.73 -0.37 38.19 0| 0 0 0 2800 1.22 -0.53 37.36 0| 0 35 0 2907 1.73 -0.68 34.43 0| 0 120 0 3000 2.43 -0.78 35.81 0| 0 210 0 3089 3.35 -0.89 33.62 0| 0 0 0 3200 4.02 -0.93 34.87 0| 0 6,260 0 3271 5.26 -0.97 34.41 0| 0 0 0 3400 5.77 -0.98 34.40 0| 0 2,446 0 3452 6.24 -0.99 34.09 0| 0 0 0 3500 7.58 -1.00 34.34 0| 0 640 0 3634 9.24 -1.00 34.57 0| 0 32,540 0 3800 11.23 -1.00 35.15 0| 0 0 0 4000 12.11 -1.00 35.49 0| 0 40 0 4088 13.53 13.23 -1.00 36.00 13.53 S 13.53 S 400| 0 405 0 4200 14.84 -1.00 36.84 0| 0 0 0 4361 16.66 -1.00 37.94 0| 0 5,000 0 4543 19.23 -1.00 39.71 0| 0 100 0 4800 21.20 -1.00 41.21 0| 0 500 0 4997 25.74 -1.00 44.97 0| 0 170 0 5451 30.28 -1.00 49.04 0| 0 0 0 5905 Total 400| 0 49,544 0 Indicative a-t-m Vol 38.76 Underlying Price 28.755 Time to expiry: 203 Days Mar 11 0.10 -0.02 62.13 0| 0 400 0 1200 0.25 -0.04 59.99 0| 0 0 0 1454 0.58 -0.09 54.34 0| 0 0 0 1817 0.82 -0.13 51.26 0| 0 400 0 2000 1.12 -0.17 48.28 0| 0 117 0 2180 1.61 -0.24 44.90 0| 0 484 0 2400 2.00 -0.29 42.84 0| 0 500 0 2544 2.95 -0.40 39.73 0| 0 30 0 2800 3.40 -0.45 38.37 0| 0 0 0 2907 3.86 -0.50 37.34 0| 0 20 0 3000 5.47 -0.64 34.88 0| 0 241 0 3271 6.74 -0.72 33.51 0| 0 3,770 0 3452 8.16 -0.80 32.36 0| 0 500 0 3634 9.57 -0.85 31.55 0| 0 500 0 3800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.37 -0.91 30.62 0| 0 0 0 4000 12.19 -0.92 30.41 0| 0 0 0 4088 13.47 13.25 -0.94 30.19 13.47 S 13.47 S 400| 0 0 0 4200 14.79 -0.96 29.81 0| 0 0 0 4361 16.56 -0.97 29.63 0| 0 1,000 0 4543 19.09 -0.99 29.65 0| 0 0 0 4800 21.04 -0.99 29.87 0| 0 0 0 4997 25.54 -1.00 30.97 0| 0 0 0 5451 30.06 -1.00 32.83 0| 0 0 0 5905 Total 400| 0 7,962 0 Indicative a-t-m Vol 39.42 Underlying Price 28.755 Time to expiry: 385 Days Sep 11 0.28 -0.04 54.44 0| 0 0 0 1200 0.62 -0.07 54.16 0| 0 0 0 1454 1.31 -0.14 51.32 0| 0 0 0 1817 1.76 -0.18 49.49 0| 0 0 0 2000 2.26 -0.22 47.63 0| 0 0 0 2180 2.98 -0.28 45.37 0| 0 0 0 2400 3.49 -0.33 43.93 0| 0 40 0 2544 4.97 -0.45 39.00 0| 0 700 0 2907 6.89 -0.59 34.89 0| 0 300 0 3271 9.43 -0.72 32.70 0| 0 0 0 3634 12.39 -0.83 30.66 0| 0 20 0 4000 17.30 -0.93 29.00 0| 0 0 0 4543 26.08 -0.98 28.81 0| 0 0 0 5451 Total 0| 0 1,060 0 Indicative a-t-m Vol 38.84 Underlying Price 28.755 Time to expiry: 567 Days Mar 12 0.75 -0.08 47.54 0| 0 0 0 1454 1.50 -0.14 45.14 0| 0 0 0 1817 1.98 -0.18 43.95 0| 0 90 0 2000 2.56 -0.22 42.82 0| 0 0 0 2180 3.41 -0.28 41.76 0| 0 0 0 2400 5.73 -0.42 38.65 0| 0 0 0 2907 7.36 -0.51 36.90 0| 0 0 0 3200 10.16 -0.64 34.46 0| 0 0 0 3634 12.98 -0.73 33.48 0| 0 0 0 4000 17.62 -0.83 32.94 0| 0 0 0 4543 25.98 -0.92 32.51 0| 0 0 0 5451 Total 0| 0 90 0 Indicative a-t-m Vol 39.16 Underlying Price 28.755 Time to expiry: 756 Days Sep 12 1.26 -0.10 47.93 0| 0 0 0 1454 2.21 -0.17 45.44 0| 0 0 0 1817 2.81 -0.21 44.15 0| 0 0 0 2000 3.50 -0.25 43.18 0| 0 0 0 2180 4.44 -0.30 42.15 0| 0 0 0 2400 6.91 -0.43 38.97 0| 0 0 0 2907 8.56 -0.51 37.08 0| 0 0 0 3200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.42 -0.62 35.08 0| 0 0 0 3634 14.19 -0.70 34.08 0| 0 0 0 4000 17.17 -0.76 33.59 0| 0 0 0 4361 20.99 -0.82 33.29 0| 0 0 0 4800 26.94 -0.88 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.52 Underlying Price 28.755 Time to expiry: 931 Days Mar 13 1.65 -0.11 48.76 0| 0 0 0 1454 2.77 -0.17 46.55 0| 0 0 0 1817 3.38 -0.21 45.28 0| 0 0 0 2000 4.12 -0.24 44.31 0| 0 0 0 2180 5.05 -0.29 42.94 0| 0 0 0 2400 7.60 -0.40 40.36 0| 0 0 0 2907 9.18 -0.47 38.29 0| 0 0 0 3200 11.97 -0.57 36.50 0| 0 150 0 3634 14.60 -0.64 35.33 0| 0 0 0 4000 17.41 -0.71 34.54 0| 0 0 0 4361 21.14 -0.76 34.58 0| 0 0 0 4800 26.90 -0.83 34.67 0| 0 0 0 5451 Total 0| 0 150 0 Indicative a-t-m Vol 41.44 Underlying Price 28.755 Time to expiry: 1120 Days Sep 13 2.70 -0.15 48.70 0| 0 0 0 1600 4.23 -0.22 46.26 0| 0 0 0 2000 6.00 -0.30 43.82 0| 0 150 0 2400 10.39 -0.46 39.82 0| 0 0 0 3200 15.73 -0.62 36.42 0| 0 0 0 4000 22.15 -0.74 35.52 0| 0 0 0 4800 32.76 -0.83 36.08 0| 0 0 0 6000 Total 0| 0 150 0 Indicative a-t-m Vol 42.24 Underlying Price 28.755 Time to expiry: 1302 Days Mar 14 3.14 -0.15 49.81 0| 0 0 0 1600 4.61 -0.22 46.50 0| 0 0 0 2000 6.51 -0.28 44.80 0| 0 0 0 2400 10.79 -0.43 40.50 0| 0 0 0 3200 15.96 -0.58 37.18 0| 0 0 0 4000 22.19 -0.69 36.20 0| 0 0 0 4800 32.56 -0.78 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.14 Underlying Price 28.755 Time to expiry: 1484 Days Sep 14 5.52 -0.22 48.90 0| 0 0 0 2000 7.33 -0.29 45.87 0| 0 0 0 2400 11.70 -0.43 41.28 0| 0 0 0 3200 16.91 -0.57 37.96 0| 0 0 0 4000 23.12 -0.67 37.18 0| 0 0 0 4800 33.31 -0.76 37.86 0| 0 0 0 6000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 43.14 Underlying Price 28.755 Time to expiry: 1666 Days Mar 15 5.78 -0.21 48.90 0| 0 0 0 2000 7.56 -0.28 45.87 0| 0 0 0 2400 11.85 -0.41 41.28 0| 0 0 0 3200 16.87 -0.54 37.96 0| 0 0 0 4000 22.93 -0.64 37.18 0| 0 0 0 4800 33.03 -0.72 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 800| 0 58,956 0 Grand Total 817| 0 130,878 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 23.78 Underlying Price 45.260 Time to expiry: 21 Days Sep 10 13.27 1.00 50.00 0| 0 0 0 3200 9.31 0.98 47.70 0| 0 0 0 3600 7.33 0.97 39.95 0| 0 0 0 3800 5.37 0.94 33.28 0| 0 0 0 4000 3.48 0.87 28.09 0| 0 8 0 4200 2.62 0.80 26.38 0| 118 118 +118 4300 1.84 0.69 24.85 0| 1 176 +1 4400 1.11 1.21 0.55 24.04 1.11 1.06 166| 54 785 +54 4500 0.65 0.71 0.40 23.05 0.65 0.60 124| 10 798 0 4600 0.27 0.37 0.26 22.26 0.27 0.27 50| 0 1,802 0 4700 0.14 0.19 0.15 22.36 0.14 0.13 302| 0 7,483 0 4800 0.09 0.08 22.39 0| 0 205 0 4900 0.07 0.06 25.18 0| 0 11,284 0 5000 0.04 0.03 29.93 0| 0 6,796 0 5200 0.01 0.00 22.20 0| 0 5,874 0 5600 0.01 0.00 22.66 0| 0 5,200 0 6000 0.01 0.00 23.73 0| 0 71 0 6400 0.01 0.00 27.10 0| 0 19 0 7200 0.01 0.00 31.00 0| 0 0 0 8000 Total 642| 183 40,619 +173 Indicative a-t-m Vol 24.86 Underlying Price 45.260 Time to expiry: 49 Days Oct 10 7.46 0.93 33.18 0| 0 0 0 3800 5.62 0.88 30.42 0| 0 0 0 4000 3.91 0.78 28.02 0| 0 78 0 4200 3.13 0.72 26.83 0| 0 0 0 4300 1.99 2.43 0.64 25.86 1.99 1.99 53| 0 201 0 4400 1.66 1.82 0.55 25.06 1.66 1.66 52| 25 49 0 4500 1.18 1.30 0.45 24.28 1.18 1.18 62| 86 181 +86 4600 0.90 0.35 23.72 0| 0 140 0 4700 0.61 0.27 23.44 0| 0 2,157 0 4800 0.39 0.19 22.98 0| 0 131 0 4900 0.24 0.13 22.90 0| 25 303 +25 5000 0.08 0.05 22.47 0| 0 174 0 5200 0.01 0.01 23.09 0| 0 77 0 5600 0.01 0.00 25.00 0| 0 0 0 6000 Total 167| 136 3,491 +111 Indicative a-t-m Vol 25.64 Underlying Price 45.260 Time to expiry: 84 Days Nov 10 7.73 0.89 32.19 0| 0 0 0 3800 6.00 0.82 30.30 0| 0 0 0 4000 4.38 0.74 28.02 0| 50 0 0 4200 3.68 0.68 27.53 0| 0 0 0 4300 3.02 0.62 26.70 0| 0 0 0 4400 2.41 0.55 25.84 0| 0 75 0 4500 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.89 0.48 25.06 0| 0 176 0 4600 1.46 0.40 24.66 0| 0 75 0 4700 1.09 0.33 24.08 0| 20 44 +20 4800 0.26 0.11 22.46 0| 0 56 0 5200 0.04 0.02 21.74 0| 0 0 0 5600 Total 0| 70 426 +20 Indicative a-t-m Vol 25.77 Underlying Price 45.260 Time to expiry: 112 Days Dec 10 21.39 0.99 55.32 0| 0 0 0 2400 13.53 0.96 39.22 0| 0 0 0 3200 9.77 0.90 34.47 0| 0 0 0 3600 6.26 0.80 29.67 0| 0 5 0 4000 4.73 0.72 28.10 0| 0 0 0 4200 3.39 0.61 26.81 0| 2 4,214 0 4400 2.30 2.25 0.49 25.17 2.30 2.30 50| 267 3,413 -154 4600 1.41 0.36 24.27 0| 4 13,602 0 4800 0.83 0.25 23.57 0| 50 7,922 0 5000 0.45 0.16 22.85 0| 100 4,482 +79 5200 0.13 0.05 22.70 0| 0 13,678 0 5600 0.02 0.01 20.88 0| 0 7,025 0 6000 0.01 0.00 20.27 0| 0 1,177 0 6400 0.01 0.00 19.77 0| 0 144 0 7000 0.01 0.00 19.75 0| 0 20 0 8000 0.01 0.00 20.41 0| 0 4 0 9000 0.01 0.00 24.45 0| 0 0 0 12000 0.01 0.00 31.50 0| 0 0 0 16000 Total 50| 423 55,686 -75 Indicative a-t-m Vol 26.18 Underlying Price 45.260 Time to expiry: 203 Days Mar 11 13.92 0.92 36.66 0| 0 0 0 3200 10.34 0.86 32.80 0| 0 0 0 3600 7.13 0.75 29.89 0| 0 122 0 4000 5.68 0.69 28.40 0| 0 0 0 4200 4.39 0.61 27.08 0| 0 393 0 4400 3.24 0.52 25.65 0| 0 500 0 4600 2.33 0.42 24.72 0| 0 2,279 0 4800 1.06 0.25 23.26 0| 0 1,377 0 5200 0.44 0.12 22.45 0| 0 2,064 0 5600 0.17 0.06 22.09 0| 0 1,719 0 6000 0.08 0.03 22.81 0| 0 224 0 6400 0.02 0.01 24.42 0| 0 204 0 7200 0.01 0.00 28.00 0| 0 0 0 8000 Total 0| 0 8,882 0 Indicative a-t-m Vol 26.16 Underlying Price 45.260 Time to expiry: 294 Days Jun 11 21.53 0.99 40.99 0| 0 0 0 2400 13.96 0.93 33.96 0| 0 0 0 3200 10.45 0.86 31.17 0| 0 0 0 3600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.29 0.76 28.61 0| 0 8 0 4000 5.90 0.69 27.51 0| 0 0 0 4200 4.63 0.61 26.40 0| 751 966 +750 4400 3.25 3.63 0.53 26.01 3.25 3.25 25| 0 18 0 4600 2.71 0.44 25.16 0| 0 1,826 0 4800 1.40 0.28 23.90 0| 125 1,401 +98 5200 0.68 0.16 23.32 0| 50 252 +50 5600 0.31 0.09 22.94 0| 0 2,308 0 6000 0.16 0.05 23.38 0| 0 27 0 6400 0.03 0.01 23.34 0| 0 0 0 7200 0.01 0.00 24.50 0| 0 50 0 8000 Total 25| 926 6,856 +898 Indicative a-t-m Vol 26.22 Underlying Price 45.260 Time to expiry: 476 Days Dec 11 21.63 0.98 41.06 0| 0 0 0 2400 14.29 0.90 34.55 0| 0 0 0 3200 7.95 0.73 29.27 0| 0 3,003 0 4000 5.40 0.60 26.92 0| 0 2,038 0 4400 3.33 0.45 24.71 0| 0 138 0 4800 2.57 0.38 23.91 0| 0 4,405 0 5000 1.19 0.21 23.11 0| 0 2,020 0 5600 0.68 0.14 22.60 0| 0 3,511 0 6000 0.19 0.04 22.68 0| 0 110 0 7000 0.08 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 26.40 Underlying Price 45.260 Time to expiry: 658 Days Jun 12 21.66 0.98 41.42 0| 0 0 0 2400 14.49 0.89 35.51 0| 0 0 0 3200 8.39 0.71 30.01 0| 0 0 0 4000 5.79 0.60 27.03 0| 0 0 0 4400 3.80 0.46 25.02 0| 0 0 0 4800 1.55 0.25 23.21 0| 0 0 0 5600 0.97 0.17 22.80 0| 0 1 0 6000 0.17 0.04 24.31 0| 0 0 0 8000 Total 0| 0 1 0 Indicative a-t-m Vol 26.62 Underlying Price 45.260 Time to expiry: 847 Days Dec 12 21.72 0.97 41.47 0| 0 0 0 2400 14.77 0.87 35.84 0| 0 0 0 3200 8.83 0.70 30.12 0| 0 0 0 4000 6.30 0.59 27.26 0| 0 500 0 4400 4.36 0.47 25.23 0| 0 50 0 4800 3.60 0.42 24.58 0| 0 750 0 5000 2.07 0.28 23.58 0| 0 4,650 0 5600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 41 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.42 0.21 23.21 0| 0 3,556 0 6000 0.36 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 26.90 Underlying Price 45.260 Time to expiry: 1029 Days Jun 13 14.73 0.87 36.35 0| 0 0 0 3200 8.90 0.70 30.42 0| 0 0 0 4000 6.46 0.59 27.56 0| 0 0 0 4400 4.53 0.48 25.47 0| 0 0 0 4800 1.67 0.23 23.68 0| 0 0 0 6000 0.46 0.08 24.74 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.43 Underlying Price 45.260 Time to expiry: 1211 Days Dec 13 21.71 0.97 42.00 0| 0 0 0 2400 14.91 0.86 36.42 0| 0 0 0 3200 9.25 0.69 30.55 0| 0 0 0 4000 4.98 0.49 25.81 0| 0 251 0 4800 1.97 0.25 23.65 0| 0 0 0 6000 0.69 0.10 25.01 0| 0 0 0 8000 0.23 0.03 28.99 0| 0 0 0 12000 Total 0| 0 251 0 Indicative a-t-m Vol 28.01 Underlying Price 45.260 Time to expiry: 1575 Days Dec 14 14.98 0.86 37.00 0| 0 0 0 3200 9.47 0.69 30.90 0| 0 0 0 4000 5.45 0.50 26.50 0| 0 0 0 4800 2.25 0.27 23.41 0| 0 0 0 6000 0.98 0.13 25.04 0| 0 0 0 8000 0.42 0.06 29.01 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 884| 1,738 141,056 +1,127 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 23.78 Underlying Price 45.260 Time to expiry: 21 Days Sep 10 0.01 0.00 50.00 0| 0 246 0 3200 0.04 -0.02 47.70 0| 0 399 0 3600 0.06 -0.03 39.95 0| 0 151 0 3800 0.10 -0.06 33.28 0| 0 2,641 0 4000 0.24 0.21 -0.13 28.09 0.24 0.24 75| 54 1,081 +54 4200 0.36 0.34 -0.20 26.38 0.36 0.36 76| 140 140 +140 4300 0.88 0.57 -0.31 24.85 0.88 S 0.61 2,151| 4,723 8,846 -3,903 4400 0.93 -0.45 24.04 0| 0 909 0 4500 1.79 1.44 -0.60 23.05 1.79 1.79 56| 48 4,343 -48 4600 2.25 2.10 -0.75 22.26 2.25 2.25 53| 75 111 0 4700 2.92 -0.85 22.36 0| 0 7,067 0 4800 3.82 -0.92 22.39 0| 0 152 0 4900 4.80 -0.94 25.18 0| 0 8,235 0 5000 6.77 -0.97 29.93 0| 0 2,710 0 5200 10.74 -1.00 22.20 0| 0 1,038 -1,000 5600 14.74 -1.00 22.66 0| 0 8 0 6000 18.74 -1.00 23.73 0| 0 200 0 6400 26.74 -1.00 27.10 0| 0 0 0 7200 34.74 -1.00 31.00 0| 0 0 0 8000 Total 2,411| 5,040 38,277 -4,757 Indicative a-t-m Vol 24.86 Underlying Price 45.260 Time to expiry: 49 Days Oct 10 0.17 -0.07 33.18 0| 0 75 0 3800 0.33 -0.12 30.42 0| 0 136 0 4000 0.77 0.62 -0.22 28.02 0.79 0.77 109| 0 274 0 4200 0.84 -0.28 26.83 0| 48 48 +48 4300 1.14 -0.36 25.86 0| 0 235 0 4400 1.74 1.53 -0.45 25.06 1.74 1.74 10| 0 105 0 4500 2.01 -0.55 24.28 0| 0 152 0 4600 2.61 -0.65 23.72 0| 48 116 0 4700 3.32 -0.74 23.44 0| 0 244 0 4800 4.10 -0.81 22.98 0| 0 31 0 4900 4.95 -0.87 22.90 0| 0 0 0 5000 6.80 -0.95 22.47 0| 0 0 0 5200 10.74 -1.00 23.09 0| 0 0 0 5600 14.74 -1.00 25.00 0| 0 0 0 6000 Total 119| 96 1,416 +48 Indicative a-t-m Vol 25.64 Underlying Price 45.260 Time to expiry: 84 Days Nov 10 0.41 -0.11 32.19 0| 0 75 0 3800 0.79 0.68 -0.18 30.30 0.79 0.71 163| 1,015 1,155 +1,015 4000 1.11 1.05 -0.26 28.02 1.11 1.11 75| 4,632 4,674 +4,632 4200 1.35 -0.32 27.53 0| 0 0 0 4300 1.69 -0.38 26.70 0| 0 152 0 4400 2.09 -0.45 25.84 0| 0 76 0 4500 2.56 -0.53 25.06 0| 0 76 0 4600 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.13 -0.60 24.66 0| 0 0 0 4700 3.76 -0.67 24.08 0| 0 0 0 4800 6.94 -0.89 22.46 0| 0 0 0 5200 10.75 -0.99 21.74 0| 0 0 0 5600 Total 238| 5,647 6,208 +5,647 Indicative a-t-m Vol 25.77 Underlying Price 45.260 Time to expiry: 112 Days Dec 10 0.07 -0.01 55.32 0| 0 523 0 2400 0.19 -0.04 39.22 0| 0 1,815 0 3200 0.42 -0.10 34.47 0| 0 4,892 0 3600 0.90 -0.20 29.67 0| 1,044 12,027 +386 4000 1.36 -0.28 28.10 0| 0 218 0 4200 2.13 2.02 -0.39 26.81 2.13 2.13 37| 350 22,646 +250 4400 2.88 -0.51 25.17 0| 0 3,545 0 4600 4.04 -0.64 24.27 0| 0 10,972 0 4800 5.46 -0.76 23.57 0| 0 10,497 0 5000 7.09 -0.85 22.85 0| 0 3,697 0 5200 10.79 -0.96 22.70 0| 0 8,729 0 5600 14.74 -1.00 20.88 0| 0 2,452 0 6000 18.74 -1.00 20.27 0| 0 0 0 6400 24.74 -1.00 19.77 0| 0 0 0 7000 34.74 -1.00 19.75 0| 0 0 0 8000 44.74 -1.00 20.41 0| 0 0 0 9000 74.74 -1.00 24.45 0| 0 0 0 12000 114.74 -1.00 31.50 0| 0 50 0 16000 Total 37| 1,394 82,063 +636 Indicative a-t-m Vol 26.18 Underlying Price 45.260 Time to expiry: 203 Days Mar 11 0.49 -0.08 36.66 0| 0 251 0 3200 0.90 -0.14 32.80 0| 0 7,035 0 3600 1.66 -0.25 29.89 0| 0 5,432 0 4000 2.38 2.21 -0.32 28.40 2.46 2.38 103| 0 72 0 4200 2.91 -0.40 27.08 0| 0 2,656 0 4400 3.76 -0.49 25.65 0| 0 7,658 0 4600 4.84 -0.58 24.72 0| 0 3,007 0 4800 7.98 7.59 -0.76 23.26 7.98 7.98 1| 0 2,151 0 5200 10.99 -0.89 22.45 0| 0 71 0 5600 14.77 -0.97 22.09 0| 0 0 0 6000 18.74 -1.00 22.81 0| 0 0 0 6400 26.74 -1.00 24.42 0| 0 0 0 7200 34.74 -1.00 28.00 0| 0 0 0 8000 Total 104| 0 28,333 0 Indicative a-t-m Vol 26.16 Underlying Price 45.260 Time to expiry: 294 Days Jun 11 0.27 -0.04 40.99 0| 0 2 0 2400 0.96 -0.13 33.96 0| 0 391 0 3200 1.82 1.68 -0.21 31.17 1.82 1.71 93| 0 446 0 3600 2.82 -0.33 28.61 0| 100 3,923 +28 4000 3.72 3.59 -0.40 27.51 3.72 3.72 57| 0 90 0 4200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.54 4.49 -0.48 26.40 4.54 4.54 50| 810 2,281 +750 4400 5.65 -0.56 26.01 0| 0 805 0 4600 6.88 -0.64 25.16 0| 0 2,842 0 4800 9.80 -0.77 23.90 0| 0 762 0 5200 13.21 -0.87 23.32 0| 0 115 0 5600 16.89 -0.93 22.94 0| 0 0 0 6000 20.75 -0.96 23.38 0| 0 0 0 6400 28.58 -0.99 23.34 0| 0 0 0 7200 36.50 -1.00 24.50 0| 0 0 0 8000 Total 200| 910 11,657 +778 Indicative a-t-m Vol 26.22 Underlying Price 45.260 Time to expiry: 476 Days Dec 11 0.71 -0.07 41.06 0| 0 50 0 2400 1.80 -0.16 34.55 0| 0 2,200 0 3200 3.91 -0.34 29.27 0| 0 1,500 0 4000 5.56 -0.46 26.92 0| 0 2,001 0 4400 7.63 -0.59 24.71 0| 0 781 0 4800 8.92 -0.66 23.91 0| 0 2,375 0 5000 13.62 -0.81 23.11 0| 0 2,000 0 5600 17.13 -0.88 22.60 0| 0 0 0 6000 26.62 -0.97 22.68 0| 0 2 0 7000 36.47 -0.98 25.14 0| 0 24 0 8000 46.34 -0.99 25.36 0| 0 0 0 9000 76.06 -1.00 28.01 0| 0 1 0 12000 115.70 -1.00 31.62 0| 0 1 0 16000 Total 0| 0 10,935 0 Indicative a-t-m Vol 26.40 Underlying Price 45.260 Time to expiry: 658 Days Jun 12 1.45 -0.10 41.42 0| 0 0 0 2400 3.11 -0.22 35.51 0| 0 0 0 3200 5.68 -0.39 30.01 0| 0 0 0 4000 7.36 -0.49 27.03 0| 0 0 0 4400 9.61 -0.61 25.02 0| 0 0 0 4800 15.54 -0.79 23.21 0| 0 0 0 5600 18.98 -0.86 22.80 0| 0 0 0 6000 37.86 -0.97 24.31 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.62 Underlying Price 45.260 Time to expiry: 847 Days Dec 12 1.97 -0.12 41.47 0| 0 0 0 2400 3.84 -0.22 35.84 0| 0 0 0 3200 6.40 -0.38 30.12 0| 0 500 0 4000 8.02 -0.47 27.26 0| 0 500 0 4400 10.17 -0.57 25.23 0| 0 1,500 0 4800 11.44 -0.62 24.58 0| 0 0 0 5000 15.92 -0.75 23.58 0| 0 5,650 0 5600 19.24 -0.81 23.21 0| 0 5 0 6000 37.91 -0.93 26.21 0| 0 0 0 8000 76.56 -0.99 29.59 0| 0 0 0 12000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 26.90 Underlying Price 45.260 Time to expiry: 1029 Days Jun 13 5.04 -0.25 36.35 0| 0 0 0 3200 7.84 -0.40 30.42 0| 0 0 0 4000 9.56 -0.49 27.56 0| 0 0 0 4400 11.74 -0.59 25.47 0| 0 0 0 4800 20.82 -0.80 23.68 0| 0 0 0 6000 38.92 -0.94 24.33 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.43 Underlying Price 45.260 Time to expiry: 1211 Days Dec 13 3.23 -0.15 42.00 0| 0 0 0 2400 5.57 -0.25 36.42 0| 0 0 0 3200 8.35 -0.39 30.55 0| 0 0 0 4000 12.18 -0.57 25.81 0| 0 252 0 4800 20.96 -0.77 23.65 0| 0 0 0 6000 39.00 -0.90 25.66 0| 0 0 0 8000 76.71 -0.97 28.99 0| 0 0 0 12000 Total 0| 0 252 0 Indicative a-t-m Vol 28.01 Underlying Price 45.260 Time to expiry: 1575 Days Dec 14 7.04 -0.27 37.00 0| 0 0 0 3200 9.87 -0.40 30.90 0| 0 0 0 4000 13.81 -0.55 26.50 0| 0 0 0 4800 22.11 -0.75 23.41 0| 0 0 0 6000 39.57 -0.88 25.04 0| 0 0 0 8000 76.84 -0.89 34.58 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 3,109| 13,087 187,296 +2,352 Grand Total 3,993| 14,825 328,352 +3,479 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 23.78 Underlying Price 45.260 Time to expiry: 21 Days Sep 10 13.27 1.00 50.00 0| 0 0 0 3200 9.31 0.98 47.70 0| 0 0 0 3600 7.33 0.97 39.95 0| 0 0 0 3800 5.37 0.94 33.28 0| 0 0 0 4000 3.48 0.87 28.09 0| 0 0 0 4200 2.62 0.80 26.38 0| 0 0 0 4300 1.84 0.69 24.85 0| 0 0 0 4400 1.21 0.55 24.04 0| 0 0 0 4500 0.71 0.40 23.05 0| 0 0 0 4600 0.37 0.26 22.26 0| 0 0 0 4700 0.19 0.15 22.36 0| 0 253 0 4800 0.09 0.08 22.39 0| 0 0 0 4900 0.07 0.06 25.18 0| 0 14,910 0 5000 0.04 0.03 29.93 0| 0 500 0 5200 0.01 0.00 22.20 0| 0 1,051 0 5600 0.01 0.00 22.66 0| 0 7,520 0 6000 0.01 0.00 23.73 0| 0 750 0 6400 0.01 0.00 26.14 0| 0 1,090 0 7000 0.01 0.00 31.00 0| 0 20,000 0 8000 Total 0| 0 46,074 0 Indicative a-t-m Vol 25.29 Underlying Price 45.260 Time to expiry: 203 Days Mar 11 21.56 0.98 48.00 0| 0 0 0 2400 13.89 0.93 36.11 0| 0 0 0 3200 10.30 0.86 32.17 0| 0 0 0 3600 7.03 0.76 28.97 0| 0 0 0 4000 5.57 0.69 27.50 0| 0 0 0 4200 4.24 0.61 25.97 0| 0 0 0 4400 3.14 0.51 24.89 0| 0 0 0 4600 2.20 0.42 23.77 0| 0 0 0 4800 1.52 0.32 23.23 0| 0 0 0 5000 0.97 0.24 22.39 0| 0 22 0 5200 0.39 0.11 21.66 0| 0 508 0 5600 0.14 0.05 21.30 0| 0 100 0 6000 0.05 0.02 21.43 0| 0 0 0 6400 0.01 0.01 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 25.80 Underlying Price 45.260 Time to expiry: 385 Days Sep 11 19.96 0.93 46.76 0| 0 1 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.93 0.84 36.99 0| 0 0 0 3200 9.77 0.76 33.26 0| 0 0 0 3600 6.91 0.66 30.00 0| 0 0 0 4000 4.37 0.53 26.28 0| 0 0 0 4400 2.66 0.39 24.75 0| 0 500 0 4800 2.02 0.33 24.18 0| 0 160 0 5000 0.80 0.17 22.75 0| 0 160 0 5600 0.40 0.10 22.19 0| 0 0 0 6000 0.05 0.02 20.91 0| 0 0 0 7000 0.01 0.00 21.37 0| 0 0 0 8000 0.01 0.00 22.18 0| 0 0 0 9000 0.01 0.00 23.49 0| 0 0 0 10000 0.01 0.00 25.97 0| 0 0 0 12000 0.01 0.00 32.34 0| 0 0 0 16000 Total 0| 0 821 0 Indicative a-t-m Vol 25.98 Underlying Price 45.260 Time to expiry: 567 Days Mar 12 20.55 0.91 44.26 0| 0 0 0 2400 13.79 0.82 35.55 0| 0 0 0 3200 10.74 0.75 32.35 0| 0 0 0 3600 7.96 0.67 29.34 0| 0 0 0 4000 5.57 0.56 26.67 0| 0 0 0 4400 3.62 0.44 24.48 0| 0 0 0 4800 2.82 0.38 23.42 0| 0 0 0 5000 1.34 0.22 22.08 0| 0 0 0 5600 0.79 0.15 21.59 0| 0 0 0 6000 0.18 0.04 20.49 0| 0 0 0 7000 0.04 0.01 20.20 0| 0 0 0 8000 0.01 0.00 20.90 0| 0 0 0 9000 0.01 0.00 21.32 0| 0 0 0 10000 0.01 0.00 22.90 0| 0 0 0 12000 0.01 0.00 27.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.87 Underlying Price 45.260 Time to expiry: 756 Days Sep 12 18.97 0.89 42.18 0| 0 0 0 2400 12.61 0.78 34.16 0| 0 0 0 3200 7.49 0.62 29.38 0| 0 10 0 4000 5.24 0.52 26.58 0| 0 0 0 4400 3.47 0.41 24.33 0| 0 20 0 4800 1.57 0.23 23.04 0| 0 0 0 5600 0.96 0.16 22.13 0| 0 0 0 6000 0.06 0.02 20.07 0| 0 0 0 8000 0.02 0.00 25.88 0| 0 0 0 12000 Total 0| 0 30 0 Indicative a-t-m Vol 26.13 Underlying Price 45.260 Time to expiry: 931 Days Mar 13 19.60 0.88 41.75 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 48 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.42 0.78 34.10 0| 0 0 0 3200 8.47 0.64 29.78 0| 0 0 0 4000 6.11 0.54 26.76 0| 0 0 0 4400 4.31 0.45 24.76 0| 0 0 0 4800 2.09 0.27 22.82 0| 0 0 0 5600 1.44 0.21 22.30 0| 0 0 0 6000 0.13 0.03 19.75 0| 0 0 0 8000 0.04 0.01 25.54 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.65 Underlying Price 45.260 Time to expiry: 1120 Days Sep 13 18.21 0.86 41.73 0| 0 0 0 2400 12.43 0.75 34.15 0| 0 0 0 3200 7.93 0.60 30.02 0| 0 10 0 4000 4.05 0.42 24.90 0| 0 0 0 4800 1.30 0.19 21.82 0| 0 0 0 6000 0.21 0.04 20.77 0| 0 0 0 8000 0.08 0.01 26.19 0| 0 0 0 12000 Total 0| 0 10 0 Indicative a-t-m Vol 26.86 Underlying Price 45.260 Time to expiry: 1302 Days Mar 14 18.66 0.86 40.43 0| 0 0 0 2400 12.93 0.76 32.96 0| 0 0 0 3200 8.84 0.62 30.45 0| 0 0 0 4000 4.75 0.45 24.99 0| 0 0 0 4800 1.80 0.23 22.16 0| 0 0 0 6000 0.33 0.06 20.61 0| 0 0 0 8000 0.16 0.03 26.40 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.31 Underlying Price 45.260 Time to expiry: 1484 Days Sep 14 11.73 0.73 32.65 0| 0 0 0 3200 7.58 0.59 28.79 0| 0 0 0 4000 4.28 0.42 25.02 0| 0 0 0 4800 1.53 0.21 21.67 0| 0 0 0 6000 0.28 0.05 20.14 0| 0 0 0 8000 0.16 0.03 25.93 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.79 Underlying Price 45.260 Time to expiry: 1666 Days Mar 15 12.53 0.74 33.09 0| 0 0 0 3200 8.07 0.60 28.07 0| 0 0 0 4000 4.76 0.45 24.60 0| 0 0 0 4800 1.98 0.25 21.90 0| 0 0 0 6000 0.47 0.08 20.61 0| 0 0 0 8000 0.30 0.04 26.53 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 47,585 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 23.78 Underlying Price 45.260 Time to expiry: 21 Days Sep 10 0.01 0.00 50.00 0| 0 900 0 3200 0.04 -0.02 47.70 0| 0 1,985 0 3600 0.06 -0.03 39.95 0| 0 0 0 3800 0.10 -0.06 33.28 0| 0 13,516 0 4000 0.21 -0.13 28.09 0| 0 0 0 4200 0.34 -0.20 26.38 0| 0 0 0 4300 0.57 -0.31 24.85 0| 0 440 0 4400 0.93 -0.45 24.04 0| 0 0 0 4500 1.44 -0.60 23.05 0| 0 591 0 4600 2.10 -0.74 22.26 0| 0 0 0 4700 2.92 -0.85 22.36 0| 0 315 0 4800 3.81 -0.92 22.39 0| 0 0 0 4900 4.79 -0.94 25.18 0| 0 2,140 0 5000 6.77 -0.97 29.93 0| 0 1,100 0 5200 10.73 -1.00 22.20 0| 0 66 0 5600 14.72 -1.00 22.66 0| 0 20 0 6000 18.72 -1.00 23.73 0| 0 230 0 6400 24.72 -1.00 26.14 0| 0 70 0 7000 34.72 -1.00 31.00 0| 0 0 0 8000 Total 0| 0 21,373 0 Indicative a-t-m Vol 25.29 Underlying Price 45.260 Time to expiry: 203 Days Mar 11 0.17 -0.02 48.00 0| 0 3,000 0 2400 0.46 -0.07 36.11 0| 0 500 0 3200 0.85 -0.14 32.17 0| 0 55 0 3600 1.56 -0.24 28.97 0| 0 521 0 4000 2.09 -0.31 27.50 0| 0 0 0 4200 2.75 -0.39 25.97 0| 0 97 0 4400 3.64 -0.49 24.89 0| 0 1,680 0 4600 4.69 -0.58 23.77 0| 0 1,450 0 4800 5.99 -0.68 23.23 0| 0 12,879 0 5000 7.44 -0.76 22.39 0| 0 580 0 5200 10.83 -0.89 21.66 0| 0 45 0 5600 14.56 -0.95 21.30 0| 0 130 0 6000 18.45 -0.98 21.43 0| 0 0 0 6400 24.38 -0.99 22.10 0| 0 20 0 7000 34.32 -1.00 22.91 0| 0 0 0 8000 44.27 -1.00 23.93 0| 0 0 0 9000 54.21 -1.00 25.46 0| 0 0 0 10000 74.11 -1.00 27.85 0| 0 0 0 12000 113.90 -1.00 35.35 0| 0 0 0 16000 Total 0| 0 20,957 0 Indicative a-t-m Vol 25.80 Underlying Price 45.260 Time to expiry: 385 Days Sep 11 0.78 -0.07 46.76 0| 0 0 0 2400 1.66 -0.16 36.99 0| 0 0 0 3200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.44 -0.24 33.26 0| 0 1,800 0 3600 3.54 -0.34 30.00 0| 0 2,030 0 4000 4.95 -0.47 26.28 0| 0 1,810 0 4400 7.19 -0.61 24.75 0| 0 300 0 4800 8.52 -0.67 24.18 0| 0 28 0 5000 13.23 -0.83 22.75 0| 0 0 0 5600 16.79 -0.90 22.19 0| 0 20 0 6000 26.31 -0.98 20.91 0| 0 20 0 7000 36.15 -1.00 21.37 0| 0 0 0 8000 46.02 -1.00 22.18 0| 0 0 0 9000 55.89 -1.00 23.49 0| 0 0 0 10000 75.64 -1.00 25.97 0| 0 0 0 12000 115.15 -1.00 32.34 0| 0 0 0 16000 Total 0| 0 6,008 0 Indicative a-t-m Vol 25.98 Underlying Price 45.260 Time to expiry: 567 Days Mar 12 1.21 -0.09 44.26 0| 0 80 0 2400 2.28 -0.18 35.55 0| 0 0 0 3200 3.16 -0.25 32.35 0| 0 0 0 3600 4.30 -0.33 29.34 0| 0 15 0 4000 5.83 -0.44 26.67 0| 0 0 0 4400 7.80 -0.56 24.48 0| 0 0 0 4800 8.97 -0.62 23.42 0| 0 0 0 5000 13.37 -0.78 22.08 0| 0 0 0 5600 16.74 -0.85 21.59 0| 0 0 0 6000 25.93 -0.96 20.49 0| 0 0 0 7000 35.60 -0.99 20.20 0| 0 0 0 8000 45.38 -1.00 20.90 0| 0 0 0 9000 55.18 -1.00 21.32 0| 0 0 0 10000 74.78 -1.00 22.90 0| 0 0 0 12000 114.01 -1.00 27.00 0| 0 0 0 16000 Total 0| 0 95 0 Indicative a-t-m Vol 25.87 Underlying Price 45.260 Time to expiry: 756 Days Sep 12 1.80 -0.11 42.18 0| 0 0 0 2400 3.22 -0.22 34.16 0| 0 0 0 3200 5.87 -0.38 29.38 0| 0 16 0 4000 7.51 -0.48 26.58 0| 0 0 0 4400 9.63 -0.59 24.33 0| 0 20 0 4800 15.50 -0.77 23.04 0| 0 0 0 5600 18.78 -0.84 22.13 0| 0 0 0 6000 37.32 -0.98 20.07 0| 0 0 0 8000 76.15 -1.00 25.88 0| 0 0 0 12000 Total 0| 0 36 0 Indicative a-t-m Vol 26.13 Underlying Price 45.260 Time to expiry: 931 Days Mar 13 2.19 -0.12 41.75 0| 0 0 0 2400 3.72 -0.22 34.10 0| 0 0 0 3200 6.47 -0.36 29.78 0| 0 40 0 4000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 51 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.96 -0.46 26.76 0| 0 0 0 4400 10.01 -0.55 24.76 0| 0 70 0 4800 15.49 -0.73 22.82 0| 0 0 0 5600 18.68 -0.79 22.30 0| 0 0 0 6000 36.63 -0.97 19.75 0| 0 0 0 8000 75.03 -0.99 25.54 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 26.65 Underlying Price 45.260 Time to expiry: 1120 Days Sep 13 2.97 -0.14 41.73 0| 0 0 0 2400 4.80 -0.25 34.15 0| 0 0 0 3200 7.90 -0.40 30.02 0| 0 0 0 4000 11.64 -0.58 24.90 0| 0 0 0 4800 20.30 -0.81 21.82 0| 0 0 0 6000 38.23 -0.96 20.77 0| 0 0 0 8000 76.15 -0.99 26.19 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.86 Underlying Price 45.260 Time to expiry: 1302 Days Mar 14 3.13 -0.14 40.43 0| 0 0 0 2400 4.91 -0.24 32.96 0| 0 0 0 3200 8.33 -0.38 30.45 0| 0 0 0 4000 11.76 -0.55 24.99 0| 0 0 0 4800 20.08 -0.77 22.16 0| 0 0 0 6000 37.40 -0.94 20.61 0| 0 0 0 8000 74.80 -0.97 26.40 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.31 Underlying Price 45.260 Time to expiry: 1484 Days Sep 14 5.75 -0.27 32.65 0| 0 0 0 3200 9.02 -0.41 28.79 0| 0 0 0 4000 13.13 -0.58 25.02 0| 0 0 0 4800 21.50 -0.79 21.67 0| 0 0 0 6000 38.78 -0.95 20.14 0| 0 0 0 8000 75.73 -0.97 25.93 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.79 Underlying Price 45.260 Time to expiry: 1666 Days Mar 15 5.95 -0.26 32.54 0| 0 0 0 3200 8.93 -0.40 28.07 0| 0 0 0 4000 12.93 -0.55 24.60 0| 0 0 0 4800 21.11 -0.75 21.90 0| 0 0 0 6000 37.85 -0.92 20.61 0| 0 0 0 8000 74.20 -0.96 26.53 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 34.46 Underlying Price 84.040 Time to expiry: 21 Days Sep 10 40.05 1.00 85.00 0| 0 0 0 4400 36.06 1.00 78.64 0| 0 0 0 4800 28.08 1.00 65.92 0| 0 0 0 5600 20.13 0.98 54.55 0| 0 0 0 6400 16.21 0.96 49.61 0| 0 0 0 6800 12.37 0.93 45.20 0| 0 1,659 0 7200 8.78 0.85 42.06 0| 0 27 0 7600 7.10 0.79 40.26 0| 0 0 0 7800 5.45 0.72 37.18 0| 0 530 0 8000 4.08 0.63 35.96 0| 0 20 0 8200 2.01 2.86 0.52 34.47 2.01 2.01 10| 0 563 0 8400 1.63 1.97 0.41 33.92 1.63 S 1.63 S 2| 0 600 0 8600 1.23 0.30 32.79 0| 750 1,733 +731 8800 0.63 0.78 0.21 32.95 0.63 S 0.63 S 2| 20 34 +20 9000 0.41 0.13 31.54 0| 0 506 0 9200 0.20 0.07 30.51 0| 0 791 0 9400 0.10 0.04 30.30 0| 0 872 0 9600 0.02 0.01 29.09 0| 0 491 0 10000 0.01 0.00 28.67 0| 0 90 0 10500 0.01 0.00 28.88 0| 0 0 0 11000 0.01 0.00 31.00 0| 0 41 0 12000 Total 14| 770 7,957 +751 Indicative a-t-m Vol 34.95 Underlying Price 84.040 Time to expiry: 49 Days Oct 10 16.79 0.91 47.00 0| 0 0 0 6800 13.21 0.85 43.55 0| 0 0 0 7200 9.79 0.78 39.47 0| 0 9 0 7600 6.82 0.67 36.98 0| 0 0 0 8000 5.54 0.60 36.07 0| 0 0 0 8200 4.38 0.53 34.98 0| 0 0 0 8400 3.31 0.45 33.46 0| 0 0 0 8600 2.45 0.38 32.42 0| 0 0 0 8800 1.79 0.30 31.83 0| 0 10 0 9000 1.28 0.24 31.33 0| 0 520 0 9200 0.72 0.89 0.18 30.94 0.72 0.72 12| 0 40 0 9400 0.61 0.13 30.69 0| 0 0 0 9600 0.29 0.07 30.68 0| 0 129 0 10000 0.06 0.02 33.50 0| 0 0 0 11000 Total 12| 0 708 0 Indicative a-t-m Vol 36.01 Underlying Price 84.040 Time to expiry: 84 Days Nov 10 17.63 0.86 45.83 0| 0 0 0 6800 14.27 0.80 43.06 0| 0 0 0 7200 11.11 0.73 40.22 0| 0 0 0 7600 8.30 0.64 37.91 0| 0 0 0 8000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.05 0.59 36.94 0| 0 0 0 8200 5.89 0.54 36.04 0| 0 0 0 8400 4.81 0.48 34.67 0| 0 0 0 8600 3.87 0.42 33.61 0| 0 0 0 8800 3.09 0.37 32.99 0| 0 0 0 9000 2.42 0.31 32.31 0| 0 0 0 9200 1.39 0.21 30.83 0| 0 500 0 9600 0.73 0.13 29.71 0| 0 0 0 10000 Total 0| 0 500 0 Indicative a-t-m Vol 36.11 Underlying Price 84.040 Time to expiry: 112 Days Dec 10 52.36 0.99 89.00 0| 0 0 0 3200 44.54 0.98 76.76 0| 0 0 0 4000 40.65 0.97 71.09 0| 0 0 0 4400 36.78 0.96 65.82 0| 0 0 0 4800 29.16 0.93 56.55 0| 0 0 0 5600 25.44 0.91 52.53 0| 0 0 0 6000 21.81 0.88 48.89 0| 0 0 0 6400 18.36 0.83 45.83 0| 0 1,500 0 6800 14.99 0.78 42.42 0| 0 723 0 7200 11.95 0.72 40.02 0| 0 1,021 0 7600 9.21 0.64 37.91 0| 0 4,377 0 8000 6.83 0.55 36.13 0| 0 3,849 0 8400 4.70 0.44 33.55 0| 60 1,524 0 8800 2.90 3.12 0.34 31.96 2.90 2.90 5| 45 2,189 -23 9200 1.70 2.00 0.25 30.98 1.70 1.70 2| 0 899 0 9600 1.26 0.18 30.45 0| 0 2,260 0 10000 0.05 0.01 27.10 0| 0 490 0 12000 0.01 0.00 27.76 0| 0 0 0 14000 0.01 0.00 31.00 0| 0 0 0 16000 Total 7| 105 18,832 -23 Indicative a-t-m Vol 36.32 Underlying Price 84.040 Time to expiry: 203 Days Mar 11 37.52 0.94 58.00 0| 0 0 0 4800 30.27 0.90 51.79 0| 0 0 0 5600 23.31 0.84 45.96 0| 0 0 0 6400 17.07 0.75 41.54 0| 0 0 0 7200 14.20 0.69 39.54 0| 0 0 0 7600 11.60 0.63 37.86 0| 0 180 0 8000 9.28 0.56 36.34 0| 0 0 0 8400 7.12 0.49 34.35 0| 0 17 0 8800 5.37 0.41 32.93 0| 0 40 0 9200 3.94 0.34 31.70 0| 0 62 0 9600 2.82 0.27 30.72 0| 0 31 0 10000 0.39 0.06 27.74 0| 0 450 0 12000 0.05 0.01 27.50 0| 0 0 0 14000 Total 0| 0 780 0 Indicative a-t-m Vol 35.49 Underlying Price 84.040 Time to expiry: 294 Days Jun 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 45.11 0.96 61.00 0| 0 0 0 4000 37.59 0.94 53.16 0| 0 0 0 4800 30.37 0.90 47.30 0| 0 0 0 5600 27.06 0.87 45.88 0| 0 0 0 6000 23.80 0.83 43.91 0| 0 0 0 6400 17.46 0.75 39.00 0| 0 0 0 7200 15.04 0.69 38.80 0| 0 0 0 7600 12.49 0.63 37.00 0| 0 0 0 8000 10.20 0.57 35.50 0| 0 20 0 8400 8.17 0.50 34.20 0| 0 0 0 8800 6.55 0.44 33.56 0| 0 115 0 9200 5.15 0.37 32.65 0| 0 0 0 9600 3.99 0.31 31.92 0| 0 0 0 10000 0.91 0.10 29.33 0| 0 51 0 12000 0.16 0.02 28.00 0| 0 0 0 14000 0.03 0.00 27.50 0| 0 0 0 16000 Total 0| 0 186 0 Indicative a-t-m Vol 35.72 Underlying Price 84.040 Time to expiry: 476 Days Dec 11 38.41 0.91 51.00 0| 0 0 0 4800 28.37 0.84 44.14 0| 0 0 0 6000 19.82 0.72 39.54 0| 0 0 0 7200 17.22 0.67 38.01 0| 0 400 0 7600 14.86 0.63 36.70 0| 200 808 +200 8000 10.85 0.52 34.75 0| 0 25 0 8800 7.69 0.42 33.08 0| 0 0 0 9600 2.31 0.18 29.77 0| 0 0 0 12000 0.26 0.03 28.00 0| 0 24 0 16000 Total 0| 200 1,257 +200 Indicative a-t-m Vol 35.64 Underlying Price 84.040 Time to expiry: 658 Days Jun 12 38.77 0.91 49.94 0| 0 0 0 4800 29.41 0.82 44.53 0| 0 0 0 6000 16.20 0.63 36.46 0| 0 0 0 8000 12.41 0.54 34.83 0| 0 0 0 8800 9.04 0.45 32.79 0| 0 0 0 9600 3.22 0.22 29.59 0| 0 0 0 12000 0.66 0.06 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 33| 1,075 30,220 +928 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 34.46 Underlying Price 84.040 Time to expiry: 21 Days Sep 10 0.01 0.00 85.00 0| 0 0 0 4400 0.01 0.00 78.64 0| 0 60 0 4800 0.02 0.00 65.92 0| 0 242 0 5600 0.07 -0.02 54.55 0| 0 591 0 6400 0.15 -0.04 49.61 0| 0 306 0 6800 0.40 0.31 -0.07 45.20 0.40 0.26 205| 0 1,284 0 7200 0.72 -0.15 42.06 0| 750 3,913 -173 7600 0.98 1.04 -0.21 40.26 0.98 0.98 26| 0 122 0 7800 1.39 -0.28 37.18 0| 10 2,183 -10 8000 2.77 2.01 -0.37 35.96 2.77 2.77 19| 0 2,976 0 8200 2.80 -0.48 34.47 0| 0 2,079 0 8400 3.90 -0.59 33.92 0| 0 1,968 0 8600 5.17 -0.70 32.79 0| 0 85 0 8800 6.72 -0.79 32.95 0| 0 251 0 9000 8.35 -0.87 31.54 0| 0 3 0 9200 10.14 -0.93 30.51 0| 0 0 0 9400 12.04 -0.96 30.30 0| 0 21 0 9600 15.97 -0.99 29.09 0| 0 0 0 10000 20.96 -1.00 28.67 0| 0 0 0 10500 25.96 -1.00 28.88 0| 0 0 0 11000 35.96 -1.00 31.00 0| 0 0 0 12000 Total 250| 760 16,084 -183 Indicative a-t-m Vol 34.95 Underlying Price 84.040 Time to expiry: 49 Days Oct 10 0.70 -0.09 47.00 0| 0 0 0 6800 1.19 1.12 -0.15 43.55 1.29 1.05 72| 0 0 0 7200 1.69 -0.22 39.47 0| 0 10 0 7600 3.09 2.72 -0.33 36.98 3.09 3.09 5| 0 67 0 8000 3.44 -0.40 36.07 0| 0 61 0 8200 4.28 -0.47 34.98 0| 0 616 0 8400 5.21 -0.55 33.46 0| 0 513 0 8600 6.35 -0.63 32.42 0| 0 11 0 8800 7.69 -0.70 31.83 0| 0 0 0 9000 9.18 -0.76 31.33 0| 0 0 0 9200 10.80 -0.82 30.94 0| 0 0 0 9400 12.52 -0.87 30.69 0| 0 0 0 9600 16.20 -0.93 30.68 0| 0 1 0 10000 25.99 -0.99 33.50 0| 0 0 0 11000 Total 77| 0 1,279 0 Indicative a-t-m Vol 36.01 Underlying Price 84.040 Time to expiry: 84 Days Nov 10 1.48 -0.14 45.83 0| 0 0 0 6800 2.11 -0.20 43.06 0| 0 1 0 7200 2.95 -0.27 40.22 0| 0 0 0 7600 4.13 -0.36 37.91 0| 0 22 0 8000 4.88 -0.41 36.94 0| 0 0 0 8200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.72 -0.46 36.04 0| 0 0 0 8400 6.64 -0.52 34.67 0| 0 0 0 8600 7.70 -0.58 33.61 0| 0 0 0 8800 8.92 -0.63 32.99 0| 0 0 0 9000 10.25 -0.69 32.31 0| 0 0 0 9200 13.22 -0.79 30.83 0| 0 0 0 9600 16.57 -0.88 29.71 0| 0 0 0 10000 Total 0| 0 23 0 Indicative a-t-m Vol 36.11 Underlying Price 84.040 Time to expiry: 112 Days Dec 10 0.24 -0.01 89.00 0| 0 50 0 3200 0.40 -0.02 76.76 0| 0 44 0 4000 0.49 -0.03 71.09 0| 0 21 0 4400 0.62 -0.04 65.82 0| 0 2,005 0 4800 0.98 -0.07 56.55 0| 0 543 0 5600 1.25 -0.10 52.53 0| 0 558 0 6000 1.60 -0.12 48.89 0| 0 2,193 0 6400 2.14 -0.17 45.83 0| 0 1,976 0 6800 2.77 -0.22 42.42 0| 50 3,281 +50 7200 3.72 -0.28 40.02 0| 3,050 8,806 +146 7600 4.97 -0.36 37.91 0| 0 2,394 0 8000 6.59 -0.45 36.13 0| 0 7,116 0 8400 8.45 -0.56 33.55 0| 0 525 0 8800 10.87 -0.66 31.96 0| 0 57 0 9200 13.75 -0.75 30.98 0| 0 16 0 9600 17.02 -0.83 30.45 0| 0 0 0 10000 35.96 -1.00 27.10 0| 0 0 0 12000 55.96 -1.00 27.76 0| 0 0 0 14000 75.96 -1.00 31.00 0| 0 0 0 16000 Total 0| 3,100 29,585 +196 Indicative a-t-m Vol 36.32 Underlying Price 84.040 Time to expiry: 203 Days Mar 11 1.23 -0.06 58.00 0| 0 26 0 4800 1.94 -0.10 51.79 0| 0 54 0 5600 2.94 -0.16 45.96 0| 0 90 0 6400 4.66 -0.25 41.54 0| 0 607 0 7200 5.78 -0.31 39.54 0| 0 300 0 7600 7.16 -0.37 37.86 0| 0 519 0 8000 8.82 -0.44 36.34 0| 0 29 0 8400 10.66 -0.51 34.35 0| 0 527 0 8800 12.90 -0.59 32.93 0| 0 6 0 9200 15.47 -0.67 31.70 0| 0 0 0 9600 18.36 -0.74 30.72 0| 0 0 0 10000 36.06 -0.96 27.74 0| 0 0 0 12000 55.96 -1.00 27.50 0| 0 0 0 14000 Total 0| 0 2,158 0 Indicative a-t-m Vol 35.49 Underlying Price 84.040 Time to expiry: 294 Days Jun 11 1.35 -0.06 61.00 0| 0 68 0 4000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.92 -0.09 53.16 0| 0 45 0 4800 2.84 -0.13 47.30 0| 0 41 0 5600 3.66 -0.17 45.88 0| 0 51 0 6000 4.48 -0.20 43.91 0| 0 0 0 6400 6.36 -0.29 39.00 0| 0 2 0 7200 8.00 -0.35 38.57 0| 0 500 0 7600 9.62 -0.40 37.00 0| 0 0 0 8000 11.43 -0.46 35.50 0| 0 0 0 8400 13.50 -0.53 34.20 0| 0 125 0 8800 15.97 -0.59 33.56 0| 0 0 0 9200 18.63 -0.65 32.65 0| 0 0 0 9600 21.53 -0.71 31.92 0| 0 0 0 10000 38.51 -0.91 29.33 0| 0 0 0 12000 57.67 -0.98 28.00 0| 0 0 0 14000 77.40 -1.00 27.50 0| 0 0 0 16000 Total 0| 0 832 0 Indicative a-t-m Vol 35.72 Underlying Price 84.040 Time to expiry: 476 Days Dec 11 3.35 -0.11 51.00 0| 0 0 0 4800 5.46 -0.19 44.14 0| 0 0 0 6000 9.04 -0.30 39.54 0| 0 0 0 7200 10.45 -0.34 38.01 0| 0 800 0 7600 12.10 -0.39 36.70 0| 200 700 +200 8000 16.09 -0.49 34.75 0| 0 0 0 8800 20.92 -0.59 33.08 0| 0 0 0 9600 39.50 -0.84 29.77 0| 0 0 0 12000 77.37 -0.98 28.00 0| 0 0 0 16000 Total 0| 200 1,500 +200 Indicative a-t-m Vol 35.64 Underlying Price 84.040 Time to expiry: 658 Days Jun 12 5.08 -0.14 49.94 0| 0 0 0 4800 8.08 -0.22 44.53 0| 0 0 0 6000 15.14 -0.40 36.46 0| 0 0 0 8000 19.43 -0.49 34.83 0| 0 0 0 8800 24.08 -0.58 32.79 0| 0 0 0 9600 42.14 -0.79 29.59 0| 0 0 0 12000 78.88 -0.94 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 327| 4,060 51,461 +213 Grand Total 360| 5,135 81,681 +1,141 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 34.30 Underlying Price 84.040 Time to expiry: 21 Days Sep 10 52.05 1.00 100.10 0| 0 0 0 3200 44.05 1.00 91.32 0| 0 30 0 4000 40.05 1.00 85.00 0| 0 0 0 4400 36.06 1.00 78.38 0| 0 0 0 4800 28.07 1.00 65.49 0| 0 0 0 5600 24.09 0.99 59.59 0| 0 4,000 0 6000 20.13 0.98 54.19 0| 0 838 0 6400 16.20 0.97 49.31 0| 0 356 0 6800 12.37 0.93 44.98 0| 0 110 0 7200 8.77 0.85 41.96 0| 0 324 0 7600 7.09 0.79 40.15 0| 0 0 0 7800 5.45 0.72 37.20 0| 0 445 0 8000 4.06 0.63 35.82 0| 0 0 0 8200 2.85 0.52 34.30 0| 0 704 0 8400 1.98 0.41 34.07 0| 0 0 0 8600 1.24 0.30 32.92 0| 0 533 0 8800 0.79 0.21 33.06 0| 0 0 0 9000 0.41 0.13 31.63 0| 0 319 0 9200 0.20 0.07 30.64 0| 0 0 0 9400 0.10 0.04 30.30 0| 0 255 0 9600 0.02 0.01 29.25 0| 0 526 0 10000 0.01 0.00 29.01 0| 0 0 0 11000 0.01 0.00 31.00 0| 0 2,543 0 12000 Total 0| 0 10,983 0 Indicative a-t-m Vol 36.34 Underlying Price 84.040 Time to expiry: 203 Days Mar 11 44.95 0.96 64.28 0| 0 0 0 4000 37.52 0.94 58.00 0| 0 0 0 4800 30.27 0.90 51.79 0| 0 0 0 5600 26.78 0.87 48.95 0| 0 0 0 6000 23.31 0.84 45.96 0| 0 212 0 6400 17.07 0.75 41.54 0| 0 0 0 7200 14.21 0.69 39.56 0| 0 0 0 7600 11.60 0.63 37.86 0| 0 4 0 8000 9.28 0.56 36.36 0| 0 190 0 8400 7.12 0.49 34.35 0| 0 300 0 8800 5.37 0.41 32.93 0| 0 0 0 9200 3.94 0.34 31.70 0| 0 0 0 9600 2.82 0.27 30.72 0| 0 0 0 10000 0.39 0.06 27.74 0| 0 772 0 12000 0.05 0.01 27.50 0| 0 0 0 14000 0.01 0.00 29.33 0| 0 0 0 16000 Total 0| 0 1,478 0 Indicative a-t-m Vol 35.78 Underlying Price 84.040 Time to expiry: 385 Days Sep 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 36.40 0.91 50.00 0| 0 0 0 4800 33.18 0.88 48.67 0| 0 3,000 0 5200 26.92 0.82 45.39 0| 0 0 0 6000 23.94 0.79 43.68 0| 0 2,310 0 6400 18.61 0.70 41.09 0| 0 0 0 7200 13.34 0.61 36.88 0| 0 2,500 0 8000 9.37 0.50 34.70 0| 0 2 0 8800 6.08 0.38 32.07 0| 0 0 0 9600 1.25 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 36.29 Underlying Price 84.040 Time to expiry: 567 Days Mar 12 38.69 0.88 52.02 0| 0 0 0 4800 29.41 0.81 45.46 0| 0 0 0 6000 21.23 0.70 40.59 0| 0 5,000 0 7200 16.63 0.63 38.22 0| 0 0 0 8000 11.95 0.53 34.39 0| 0 0 0 8800 8.33 0.43 31.77 0| 0 0 0 9600 2.35 0.18 27.24 0| 0 0 0 12000 0.38 0.04 27.24 0| 0 0 0 16000 Total 0| 0 5,000 0 Total Calls 0| 0 25,273 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 34.30 Underlying Price 84.040 Time to expiry: 21 Days Sep 10 0.01 0.00 100.10 0| 0 0 0 3200 0.01 0.00 91.32 0| 0 0 0 4000 0.01 0.00 85.00 0| 0 5 0 4400 0.01 0.00 78.38 0| 0 275 0 4800 0.02 0.00 65.49 0| 0 280 0 5600 0.04 -0.01 59.59 0| 0 20 0 6000 0.07 -0.02 54.19 0| 0 267 0 6400 0.15 -0.03 49.31 0| 0 728 0 6800 0.31 -0.07 44.98 0| 0 327 0 7200 0.71 -0.15 41.96 0| 0 438 0 7600 1.03 -0.21 40.15 0| 0 0 0 7800 1.39 -0.28 37.20 0| 0 336 0 8000 2.00 -0.37 35.82 0| 0 0 0 8200 2.79 -0.48 34.30 0| 0 300 0 8400 3.91 -0.59 34.07 0| 0 0 0 8600 5.17 -0.70 32.92 0| 0 0 0 8800 6.72 -0.79 33.06 0| 0 0 0 9000 8.35 -0.87 31.63 0| 0 0 0 9200 10.14 -0.93 30.64 0| 0 0 0 9400 12.03 -0.96 30.30 0| 0 0 0 9600 15.95 -0.99 29.25 0| 0 0 0 10000 25.93 -1.00 29.01 0| 0 0 0 11000 35.93 -1.00 31.00 0| 0 0 0 12000 Total 0| 0 2,976 0 Indicative a-t-m Vol 36.34 Underlying Price 84.040 Time to expiry: 203 Days Mar 11 0.70 -0.04 64.28 0| 0 1,199 0 4000 1.22 -0.06 58.00 0| 0 1,828 0 4800 1.94 -0.10 51.79 0| 0 50 0 5600 2.42 -0.13 48.95 0| 0 0 0 6000 2.94 -0.16 45.96 0| 0 110 0 6400 4.65 -0.25 41.54 0| 0 64 0 7200 5.77 -0.31 39.56 0| 0 176 0 7600 7.14 -0.37 37.86 0| 0 208 0 8000 8.80 -0.44 36.36 0| 0 0 0 8400 10.62 -0.51 34.35 0| 0 10 0 8800 12.85 -0.59 32.93 0| 0 0 0 9200 15.39 -0.66 31.70 0| 0 0 0 9600 18.25 -0.73 30.72 0| 0 0 0 10000 35.71 -0.94 27.74 0| 0 10 0 12000 55.27 -0.99 27.50 0| 0 0 0 14000 75.13 -1.00 29.33 0| 0 0 0 16000 Total 0| 0 3,655 0 Indicative a-t-m Vol 35.78 Underlying Price 84.040 Time to expiry: 385 Days Sep 11 2.35 -0.09 50.00 0| 0 0 0 4800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 61 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.08 -0.12 48.67 0| 0 0 0 5200 4.72 -0.18 45.39 0| 0 0 0 6000 5.70 -0.21 43.68 0| 0 0 0 6400 8.26 -0.30 41.09 0| 0 18 0 7200 10.90 -0.39 36.88 0| 0 0 0 8000 14.83 -0.50 34.70 0| 0 0 0 8800 19.44 -0.62 32.07 0| 0 0 0 9600 38.32 -0.88 27.88 0| 0 0 0 12000 76.66 -0.99 27.00 0| 0 0 0 16000 Total 0| 0 18 0 Indicative a-t-m Vol 36.29 Underlying Price 84.040 Time to expiry: 567 Days Mar 12 4.30 -0.12 52.02 0| 0 0 0 4800 6.78 -0.19 45.46 0| 0 0 0 6000 10.37 -0.30 40.59 0| 0 0 0 7200 13.61 -0.37 38.22 0| 0 0 0 8000 16.77 -0.47 34.39 0| 0 0 0 8800 21.00 -0.57 31.77 0| 0 0 0 9600 38.55 -0.82 27.24 0| 0 0 0 12000 75.80 -0.96 27.24 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 6,649 0 Grand Total 0| 0 31,922 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 29.03 Underlying Price 16.940 Time to expiry: 21 Days Sep 10 7.34 1.00 48.00 0| 0 0 0 960 6.94 1.00 45.02 0| 0 0 0 1000 4.94 1.00 35.51 0| 0 0 0 1200 3.94 1.00 32.93 0| 0 0 0 1300 2.95 0.99 31.20 0| 0 0 0 1400 1.97 0.95 30.04 0| 0 0 0 1500 1.50 0.90 28.75 0| 0 0 0 1550 1.10 0.79 30.12 0| 0 0 0 1600 0.73 0.66 29.17 0| 0 120 0 1650 0.46 0.50 29.02 0| 0 422 0 1700 0.25 0.33 28.28 0| 0 0 0 1750 0.13 0.20 28.05 0| 0 200 0 1800 0.02 0.05 27.97 0| 0 160 0 1900 0.01 0.01 27.63 0| 0 40 0 2000 0.01 0.00 26.80 0| 0 0 0 2200 0.01 0.00 25.65 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 28.37 Underlying Price 16.940 Time to expiry: 112 Days Dec 10 7.37 0.99 44.00 0| 0 0 0 960 6.98 0.99 42.82 0| 0 0 0 1000 5.03 0.96 37.41 0| 0 0 0 1200 3.19 0.87 33.21 0| 0 0 0 1400 2.35 0.79 31.07 0| 0 0 0 1500 1.63 0.67 29.51 0| 0 0 0 1600 1.05 0.53 28.30 0| 0 60 0 1700 0.62 0.38 27.20 0| 0 360 0 1800 0.33 0.24 26.28 0| 0 290 0 1900 0.16 0.14 25.55 0| 0 1,580 0 2000 0.03 0.03 24.56 0| 0 0 0 2200 0.01 0.01 24.21 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 28.88 Underlying Price 16.940 Time to expiry: 203 Days Mar 11 7.45 0.97 47.00 0| 0 0 0 960 7.06 0.96 45.09 0| 0 0 0 1000 5.17 0.92 37.73 0| 0 0 0 1200 3.42 0.82 32.53 0| 0 0 0 1400 2.66 0.74 31.04 0| 0 0 0 1500 2.00 0.65 29.81 0| 0 40 0 1600 1.44 0.54 28.82 0| 0 20 0 1700 0.99 0.43 27.85 0| 0 40 0 1800 0.65 0.32 26.94 0| 0 0 0 1900 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.40 0.23 25.99 0| 0 0 0 2000 0.16 0.11 25.93 0| 0 0 0 2200 0.06 0.04 25.91 0| 0 0 0 2400 0.01 0.01 27.00 0| 0 0 0 2800 Total 0| 0 100 0 Indicative a-t-m Vol 26.81 Underlying Price 16.940 Time to expiry: 294 Days Jun 11 7.49 0.96 48.01 0| 0 0 0 960 7.09 0.96 45.00 0| 0 0 0 1000 5.17 0.92 35.32 0| 0 0 0 1200 3.44 0.82 30.95 0| 0 0 0 1400 2.66 0.75 29.01 0| 0 0 0 1500 2.01 0.65 28.06 0| 0 0 0 1600 1.44 0.55 26.73 0| 0 0 0 1700 1.01 0.44 26.11 0| 0 0 0 1800 0.43 0.24 24.86 0| 0 0 0 2000 0.16 0.11 23.92 0| 0 0 0 2200 0.09 0.06 26.00 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 3,332 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 29.03 Underlying Price 16.940 Time to expiry: 21 Days Sep 10 0.01 0.00 48.00 0| 0 0 0 960 0.01 0.00 45.02 0| 0 0 0 1000 0.01 0.00 35.51 0| 0 0 0 1200 0.01 0.00 32.93 0| 0 0 0 1300 0.01 -0.01 31.20 0| 0 0 0 1400 0.02 -0.05 30.04 0| 0 37 0 1500 0.06 -0.10 28.75 0| 0 0 0 1550 0.15 -0.21 30.12 0| 0 101 0 1600 0.29 -0.34 29.17 0| 0 0 0 1650 0.51 -0.50 29.02 0| 0 130 0 1700 0.81 -0.67 28.28 0| 0 0 0 1750 1.18 -0.80 28.05 0| 0 0 0 1800 2.08 -0.95 27.97 0| 0 0 0 1900 3.06 -0.99 27.63 0| 0 0 0 2000 5.06 -1.00 26.80 0| 0 0 0 2200 7.06 -1.00 25.65 0| 0 0 0 2400 11.06 -1.00 22.00 0| 0 0 0 2800 Total 0| 0 268 0 Indicative a-t-m Vol 28.37 Underlying Price 16.940 Time to expiry: 112 Days Dec 10 0.01 -0.01 44.00 0| 0 0 0 960 0.01 -0.01 42.82 0| 0 0 0 1000 0.06 -0.04 37.41 0| 0 0 0 1200 0.22 -0.13 33.21 0| 0 60 0 1400 0.39 -0.22 31.07 0| 0 0 0 1500 0.80 0.67 -0.33 29.51 0.80 0.80 10| 0 40 0 1600 1.10 -0.48 28.30 0| 0 120 0 1700 1.67 -0.63 27.20 0| 0 0 0 1800 2.38 -0.76 26.28 0| 0 80 0 1900 3.21 -0.87 25.55 0| 0 42 0 2000 5.08 -0.97 24.56 0| 0 0 0 2200 7.06 -1.00 24.21 0| 0 0 0 2400 11.06 -1.00 25.00 0| 0 0 0 2800 Total 10| 0 342 0 Indicative a-t-m Vol 28.88 Underlying Price 16.940 Time to expiry: 203 Days Mar 11 0.10 -0.04 47.00 0| 0 0 0 960 0.11 -0.04 45.09 0| 0 0 0 1000 0.21 -0.08 37.73 0| 0 0 0 1200 0.45 -0.18 32.53 0| 0 20 0 1400 0.78 0.69 -0.26 31.04 0.78 0.78 20| 0 0 0 1500 1.02 -0.35 29.81 0| 0 0 0 1600 1.47 -0.46 28.82 0| 0 0 0 1700 2.02 -0.57 27.85 0| 0 0 0 1800 2.67 -0.68 26.94 0| 0 0 0 1900 3.42 -0.78 25.99 0| 0 0 0 2000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.18 -0.90 25.93 0| 0 0 0 2200 7.09 -0.96 25.91 0| 0 0 0 2400 11.06 -1.00 27.00 0| 0 0 0 2800 Total 20| 0 20 0 Indicative a-t-m Vol 26.81 Underlying Price 16.940 Time to expiry: 294 Days Jun 11 0.30 -0.08 48.01 0| 0 0 0 960 0.30 -0.09 45.00 0| 0 0 0 1000 0.43 -0.14 35.32 0| 0 0 0 1200 0.81 -0.26 30.53 0| 0 0 0 1400 1.14 -0.35 29.01 0| 0 0 0 1500 1.58 -0.45 28.06 0| 0 0 0 1600 2.10 -0.55 26.73 0| 0 0 0 1700 2.75 -0.65 26.11 0| 0 0 0 1800 4.28 -0.81 24.86 0| 0 0 0 2000 6.06 -0.92 23.92 0| 0 0 0 2200 7.99 -0.95 26.00 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 30| 0 630 0 Grand Total 30| 0 3,962 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 48.62 Underlying Price 40.450 Time to expiry: 21 Days Sep 10 20.46 1.00 99.00 0| 0 0 0 2000 18.46 1.00 92.69 0| 0 0 0 2200 16.47 1.00 86.29 0| 0 0 0 2400 14.48 0.99 80.34 0| 0 0 0 2600 12.51 0.98 74.85 0| 0 200 0 2800 10.56 0.97 70.54 0| 0 0 0 3000 8.66 0.94 66.93 0| 0 416 0 3200 7.73 0.91 64.76 0| 0 2,050 0 3300 6.71 0.88 61.94 0| 0 6,750 0 3412 5.91 0.86 59.07 0| 0 885 0 3500 5.07 0.82 57.32 0| 0 8,235 0 3600 4.25 0.77 54.84 0| 0 550 0 3700 3.56 0.71 53.08 0| 0 324 0 3791 3.49 0.71 52.79 0| 5 3,038 -5 3800 2.67 2.79 0.64 50.77 2.67 2.67 25| 0 843 0 3900 1.92 2.18 0.56 49.16 1.92 1.92 94| 0 11,234 0 4000 1.66 0.48 47.97 0| 0 75 0 4100 1.06 1.34 0.42 47.05 1.06 1.06 75| 0 5,461 0 4170 0.83 0.31 44.81 0| 0 951 0 4300 0.58 0.24 44.35 0| 0 4,319 0 4400 0.32 0.41 0.18 44.50 0.40 0.32 169| 0 1,167 -1 4500 0.32 0.33 0.15 44.00 0.32 0.32 75| 0 2,341 0 4549 0.26 0.26 0.12 43.61 0.26 0.26 75| 0 560 0 4600 0.16 0.09 43.32 0| 0 545 0 4700 0.10 0.06 42.62 0| 0 10,994 0 4800 0.07 0.04 44.31 0| 0 5,344 0 4929 0.01 0.00 38.38 0| 0 2,129 0 5200 0.01 0.00 37.71 0| 0 4,656 0 5308 0.01 0.00 35.82 0| 0 460 0 5687 0.01 0.00 34.61 0| 0 93 0 6066 0.01 0.00 34.03 0| 0 100 0 6400 0.01 0.00 33.90 0| 0 6 0 6824 0.01 0.00 34.29 0| 0 0 0 7200 0.01 0.00 35.11 0| 0 587 0 7582 0.01 0.00 36.00 0| 0 120 0 8000 Total 513| 5 74,433 -6 Indicative a-t-m Vol 48.35 Underlying Price 40.450 Time to expiry: 49 Days Oct 10 12.80 0.94 71.50 0| 0 0 0 2800 10.95 0.91 67.41 0| 0 0 0 3000 9.18 0.87 63.80 0| 0 0 0 3200 7.47 0.82 59.62 0| 0 0 0 3400 6.66 0.79 57.61 0| 0 0 0 3500 5.86 0.75 55.63 0| 0 61 0 3600 5.13 0.71 54.15 0| 0 75 0 3700 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.41 0.66 51.91 0| 0 67 0 3800 3.77 0.62 50.90 0| 0 50 0 3900 3.17 0.56 49.19 0| 0 242 0 4000 2.59 0.51 47.33 0| 0 9 0 4100 2.12 0.45 46.28 0| 49 165 -29 4200 1.69 0.39 45.11 0| 0 75 0 4300 1.37 0.34 44.63 0| 0 638 0 4400 1.04 0.28 43.23 0| 29 174 +3 4500 0.81 0.23 42.85 0| 55 225 0 4600 0.58 0.18 41.45 0| 0 78 0 4700 0.41 0.14 40.31 0| 0 881 -10 4800 0.11 0.05 39.17 0| 0 2,757 0 5200 0.01 0.01 35.00 0| 0 50 0 5600 Total 0| 133 5,547 -36 Indicative a-t-m Vol 49.04 Underlying Price 40.450 Time to expiry: 84 Days Nov 10 8.22 0.78 58.89 0| 0 0 0 3400 6.72 0.72 55.58 0| 0 0 0 3600 5.35 0.65 52.69 0| 0 0 0 3800 4.73 0.61 51.40 0| 0 0 0 3900 4.12 0.57 49.94 0| 0 75 0 4000 3.52 0.53 47.93 0| 0 0 0 4100 3.01 0.48 46.81 0| 0 26 0 4200 1.81 2.15 0.39 44.85 1.81 1.81 75| 0 0 0 4400 1.48 1.49 0.31 43.22 1.48 1.48 75| 0 125 0 4600 0.97 0.23 41.38 0| 0 475 0 4800 Total 150| 0 701 0 Indicative a-t-m Vol 48.53 Underlying Price 40.450 Time to expiry: 112 Days Dec 10 29.15 1.00 98.00 0| 0 0 0 1137 25.47 0.98 93.19 0| 0 0 0 1516 21.83 0.97 85.42 0| 0 113 0 1896 20.86 0.96 83.18 0| 0 0 0 2000 18.29 0.94 77.26 0| 0 0 0 2275 17.14 0.93 74.60 0| 0 12 0 2400 13.59 0.88 67.66 0| 0 0 0 2800 11.59 0.84 63.14 0| 0 2,929 0 3033 10.23 0.81 60.27 0| 0 1,650 0 3200 8.67 0.76 57.21 0| 0 331 0 3400 7.22 0.71 54.51 0| 0 4,268 0 3600 5.88 0.65 51.28 0| 0 7,771 0 3791 4.65 0.57 49.14 0| 0 13,114 0 4000 3.56 0.50 46.44 0| 0 2,325 0 4200 3.27 0.47 45.93 0| 0 5,515 0 4258 2.80 0.43 44.45 0| 0 4,631 0 4360 1.85 2.10 0.36 43.05 1.85 1.85 13| 12 6,349 +12 4549 1.91 0.34 42.50 0| 22 1,741 +22 4600 1.32 1.49 0.29 41.24 1.32 1.32 31| 105 23,257 -19 4739 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.04 0.22 39.95 0| 0 19,825 0 4929 0.66 0.69 0.17 38.18 0.73 0.66 43| 0 4,199 0 5100 0.43 0.11 37.28 0| 0 2,547 0 5323 0.19 0.06 35.06 0| 0 5,429 0 5600 0.19 0.06 36.33 0| 0 2,094 0 5687 0.01 0.01 31.53 0| 0 765 0 6388 0.01 0.01 31.48 0| 0 1,022 0 6400 0.01 0.00 29.44 0| 0 260 0 7097 0.01 0.00 29.22 0| 0 193 0 7203 0.01 0.00 28.60 0| 0 311 0 7582 0.01 0.00 28.22 0| 0 717 0 7984 0.01 0.00 28.10 0| 0 262 0 8517 0.01 0.00 28.25 0| 0 1,060 0 8872 0.01 0.00 31.00 0| 0 120 0 10647 Total 87| 139 112,810 +15 Indicative a-t-m Vol 46.79 Underlying Price 40.450 Time to expiry: 203 Days Mar 11 21.30 0.94 74.64 0| 0 0 0 2000 19.52 0.92 71.19 0| 0 0 0 2200 17.78 0.90 68.15 0| 0 0 0 2400 14.39 0.85 61.77 0| 0 0 0 2800 12.80 0.82 58.80 0| 0 0 0 3000 11.25 0.78 56.10 0| 0 3,001 0 3200 9.80 0.74 53.84 0| 0 2,095 0 3400 8.43 0.70 51.40 0| 0 446 0 3600 7.15 0.64 49.35 0| 0 775 0 3800 5.98 0.59 47.44 0| 0 1,402 0 4000 4.81 0.53 44.55 0| 0 850 0 4200 3.83 0.47 42.50 0| 31 4,212 -24 4400 3.03 0.40 41.18 0| 0 7,459 0 4600 2.33 0.34 39.68 0| 0 2,551 0 4800 1.27 0.22 36.77 0| 0 498 0 5200 0.65 0.14 34.89 0| 28 2,337 0 5600 0.18 0.05 33.88 0| 0 355 0 6400 0.03 0.01 32.00 0| 0 350 0 7200 Total 0| 59 26,331 -24 Indicative a-t-m Vol 44.81 Underlying Price 40.450 Time to expiry: 294 Days Jun 11 29.35 0.99 84.00 0| 0 0 0 1137 25.85 0.97 78.40 0| 0 0 0 1516 24.13 0.96 75.09 0| 0 0 0 1706 22.42 0.94 71.52 0| 0 0 0 1896 20.75 0.93 68.35 0| 0 0 0 2085 19.08 0.91 64.76 0| 0 0 0 2275 18.04 0.90 63.39 0| 0 50 0 2400 15.92 0.87 59.60 0| 0 0 0 2654 12.90 0.81 54.44 0| 0 50 0 3033 11.70 0.78 52.87 0| 0 0 0 3200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.19 0.74 50.53 0| 0 51 0 3412 8.81 0.70 47.66 0| 0 1,150 0 3600 7.77 0.65 47.03 0| 0 433 0 3791 6.59 0.60 45.45 0| 0 7,942 0 4000 5.56 0.55 43.03 0| 0 2,172 0 4170 4.48 0.49 41.34 0| 0 50 0 4400 4.01 0.45 41.53 0| 0 7,828 0 4549 2.98 0.38 39.07 0| 0 3,125 0 4800 1.57 0.25 35.97 0| 0 7,628 0 5308 0.90 0.16 34.09 0| 0 471 0 5687 0.53 0.11 33.14 0| 0 1,236 0 6066 0.33 0.07 32.63 0| 0 175 0 6400 0.20 0.05 32.71 0| 0 256 0 6824 0.13 0.03 32.91 0| 0 28 0 7200 0.07 0.02 32.00 0| 0 100 0 7582 Total 0| 0 32,745 0 Indicative a-t-m Vol 42.76 Underlying Price 40.450 Time to expiry: 476 Days Dec 11 29.40 0.98 75.00 0| 0 0 0 1137 25.95 0.96 68.93 0| 0 0 0 1516 22.62 0.93 63.45 0| 0 0 0 1896 19.46 0.90 58.71 0| 0 0 0 2275 13.75 0.79 51.17 0| 0 0 0 3033 12.60 0.76 49.69 0| 0 42 0 3200 10.03 0.69 46.31 0| 0 2,540 0 3600 8.85 0.65 44.36 0| 0 6,250 0 3791 7.72 0.60 43.03 0| 0 4,920 0 4000 6.47 0.55 41.51 0| 0 1,950 0 4258 4.36 0.43 39.02 0| 0 7,408 0 4800 2.79 0.32 36.59 0| 0 5,723 0 5323 0.39 0.07 30.72 0| 0 50 0 7097 0.12 0.03 28.85 0| 0 241 0 7984 0.05 0.01 29.00 0| 0 0 0 8872 Total 0| 0 29,124 0 Indicative a-t-m Vol 41.58 Underlying Price 40.450 Time to expiry: 658 Days Jun 12 22.04 0.92 62.40 0| 0 0 0 2000 19.58 0.89 55.59 0| 0 0 0 2275 14.22 0.79 49.66 0| 0 0 0 3033 13.16 0.76 48.49 0| 0 0 0 3200 11.84 0.73 46.89 0| 0 0 0 3412 10.66 0.69 45.06 0| 0 0 0 3600 9.66 0.66 44.33 0| 0 0 0 3791 8.39 0.62 41.85 0| 0 0 0 4000 7.53 0.58 40.84 0| 0 0 0 4170 7.33 0.58 40.45 0| 0 0 0 4200 5.78 0.50 38.27 0| 0 1,000 0 4549 5.15 0.46 38.58 0| 0 0 0 4800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.06 0.34 33.80 0| 0 0 0 5308 2.16 0.27 32.28 0| 0 0 0 5687 0.51 0.08 31.00 0| 0 0 0 7582 Total 0| 0 1,000 0 Indicative a-t-m Vol 41.51 Underlying Price 40.450 Time to expiry: 847 Days Dec 12 32.98 1.00 80.62 0| 0 0 0 758 26.16 0.96 66.60 0| 0 0 0 1516 23.01 0.92 60.55 0| 0 0 0 1896 19.90 0.89 54.48 0| 0 0 0 2275 14.85 0.78 48.99 0| 0 4,000 0 3033 13.84 0.76 48.02 0| 0 0 0 3200 11.33 0.69 44.18 0| 0 0 0 3600 10.26 0.66 42.91 0| 0 7,500 0 3791 9.19 0.62 41.46 0| 0 500 0 4000 8.33 0.58 41.76 0| 0 1,500 0 4258 5.99 0.48 38.40 0| 0 9,500 0 4800 4.26 0.39 36.00 0| 0 5,474 0 5323 2.93 0.31 33.60 0| 0 1,500 0 5800 1.42 0.18 30.60 0| 0 5,750 0 6635 1.10 0.15 30.60 0| 0 0 0 7097 0.73 0.10 31.40 0| 0 0 0 8000 Total 0| 0 35,724 0 Indicative a-t-m Vol 40.95 Underlying Price 40.450 Time to expiry: 1029 Days Jun 13 22.26 0.91 61.07 0| 0 0 0 2000 19.45 0.87 57.00 0| 0 0 0 2400 13.98 0.76 47.67 0| 0 0 0 3200 11.59 0.70 44.31 0| 0 0 0 3600 9.44 0.63 41.24 0| 0 0 0 4000 7.56 0.56 38.64 0| 0 0 0 4400 6.35 0.50 38.22 0| 0 0 0 4800 2.72 0.29 32.32 0| 0 0 0 6000 0.91 0.12 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.28 Underlying Price 40.450 Time to expiry: 1211 Days Dec 13 23.07 0.92 59.83 0| 0 0 0 1896 20.19 0.88 54.24 0| 0 0 0 2275 15.43 0.78 48.57 0| 0 0 0 3033 11.24 0.67 43.04 0| 0 1,000 0 3791 7.57 0.55 37.79 0| 0 0 0 4549 4.01 0.37 33.45 0| 0 3,000 0 5687 2.20 0.24 31.57 0| 0 1,066 0 6800 1.26 0.15 31.21 0| 0 0 0 8000 0.86 0.11 32.66 0| 0 1,000 0 9478 Total 0| 0 6,066 0 Indicative a-t-m Vol 40.80 Underlying Price 40.450 Time to expiry: 1575 Days Dec 14 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.37 0.92 60.60 0| 0 0 0 2000 19.77 0.87 56.18 0| 0 0 0 2400 14.67 0.77 46.94 0| 0 0 0 3200 10.48 0.65 40.97 0| 0 0 0 4000 7.60 0.54 38.02 0| 0 0 0 4800 3.95 0.36 32.65 0| 0 0 0 6000 2.14 0.22 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 750| 336 324,481 -51 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 48.62 Underlying Price 40.450 Time to expiry: 21 Days Sep 10 0.01 0.00 99.00 0| 0 1,003 0 2000 0.01 0.00 92.69 0| 0 3,692 0 2200 0.01 0.00 86.29 0| 0 6,510 0 2400 0.03 -0.01 80.34 0| 0 6,541 0 2600 0.05 -0.02 74.85 0| 0 4,044 0 2800 0.10 -0.03 70.54 0| 0 2,968 0 3000 0.20 -0.06 66.93 0| 0 7,789 0 3200 0.27 -0.09 64.76 0| 0 3,497 0 3300 0.37 -0.12 61.94 0| 63 6,474 0 3412 0.45 -0.14 59.07 0| 248 6,771 +170 3500 0.79 0.61 -0.18 57.32 0.79 0.70 154| 0 7,116 0 3600 0.80 0.79 -0.23 54.84 0.84 0.80 62| 0 475 0 3700 0.99 1.01 -0.29 53.08 0.99 0.99 58| 41 1,925 -41 3791 1.25 1.03 -0.29 52.79 1.25 1.25 115| 265 755 +150 3800 1.36 1.33 -0.36 50.77 1.36 1.36 37| 0 191 0 3900 2.27 1.72 -0.44 49.16 2.27 1.87 85| 0 8,420 0 4000 2.20 -0.52 47.97 0| 0 354 0 4100 2.58 -0.58 47.05 0| 0 7,218 0 4170 3.97 3.37 -0.69 44.81 3.97 3.97 75| 0 78 0 4300 4.12 -0.76 44.35 0| 0 2,232 0 4400 5.93 4.95 -0.82 44.50 5.93 Q 5.83 Q 940| 0 1,015 0 4500 5.36 -0.85 44.00 0| 0 2,545 0 4549 5.80 -0.88 43.61 0| 0 21 0 4600 6.71 -0.91 43.32 0| 0 0 0 4700 7.64 -0.94 42.62 0| 0 2,127 0 4800 8.90 -0.96 44.31 0| 0 1,782 0 4929 11.55 -1.00 38.38 0| 0 0 0 5200 12.63 -1.00 37.71 0| 0 15 0 5308 16.42 -1.00 35.82 0| 0 2 0 5687 20.21 -1.00 34.61 0| 0 1,250 0 6066 23.55 -1.00 34.03 0| 0 0 0 6400 27.79 -1.00 33.90 0| 0 0 0 6824 31.55 -1.00 34.29 0| 0 0 0 7200 35.37 -1.00 35.11 0| 0 50 0 7582 39.55 -1.00 36.00 0| 0 0 0 8000 Total 1,526| 617 86,860 +279 Indicative a-t-m Vol 48.35 Underlying Price 40.450 Time to expiry: 49 Days Oct 10 0.33 -0.06 71.50 0| 0 155 0 2800 0.48 -0.09 67.41 0| 0 265 0 3000 0.75 0.71 -0.13 63.80 0.75 0.75 53| 0 2,415 0 3200 0.99 -0.18 59.62 0| 135 278 +32 3400 1.44 1.18 -0.21 57.61 1.44 1.44 26| 0 183 0 3500 1.39 -0.25 55.63 0| 4 144 +4 3600 1.66 -0.29 54.15 0| 0 1,621 0 3700 1.99 1.93 -0.34 51.91 1.99 1.99 75| 0 126 0 3800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.29 -0.38 50.90 0| 50 1,672 0 3900 2.69 -0.44 49.19 0| 0 138 0 4000 3.12 -0.49 47.33 0| 0 170 0 4100 3.64 -0.55 46.28 0| 0 60 0 4200 4.22 -0.61 45.11 0| 0 125 0 4300 4.89 -0.66 44.63 0| 30 118 0 4400 5.56 -0.72 43.23 0| 0 4,005 0 4500 6.33 -0.77 42.85 0| 0 86 0 4600 7.10 -0.82 41.45 0| 0 0 0 4700 7.94 -0.86 40.31 0| 0 29 0 4800 11.64 -0.95 39.17 0| 0 0 0 5200 15.55 -1.00 35.00 0| 0 0 0 5600 Total 154| 219 11,590 +36 Indicative a-t-m Vol 49.04 Underlying Price 40.450 Time to expiry: 84 Days Nov 10 1.77 1.71 -0.22 58.89 1.77 1.77 75| 72 225 +72 3400 2.21 -0.28 55.58 0| 150 182 +75 3600 2.84 -0.35 52.69 0| 0 29 0 3800 3.22 -0.39 51.40 0| 0 0 0 3900 3.61 -0.43 49.94 0| 0 0 0 4000 4.00 -0.47 47.93 0| 0 0 0 4100 4.50 -0.52 46.81 0| 0 0 0 4200 5.64 -0.61 44.85 0| 0 0 0 4400 6.97 -0.69 43.22 0| 0 0 0 4600 8.45 -0.77 41.38 0| 0 0 0 4800 Total 75| 222 436 +147 Indicative a-t-m Vol 48.53 Underlying Price 40.450 Time to expiry: 112 Days Dec 10 0.04 0.00 98.00 0| 0 654 0 1137 0.14 -0.02 93.19 0| 0 709 0 1516 0.29 -0.03 85.42 0| 0 2,384 0 1896 0.36 -0.04 83.18 0| 0 11,759 0 2000 0.53 -0.06 77.26 0| 0 3,620 0 2275 0.63 -0.07 74.60 0| 0 9,485 0 2400 1.07 -0.12 67.66 0| 0 5,858 0 2800 1.39 -0.16 63.14 0| 0 6,595 0 3033 1.70 -0.19 60.27 0| 0 10,891 0 3200 2.13 -0.24 57.21 0| 0 2,059 0 3400 2.80 2.68 -0.29 54.51 2.80 2.79 100| 0 5,066 0 3600 3.25 -0.35 51.28 0| 0 23,275 0 3791 4.11 -0.43 49.14 0| 0 7,937 -500 4000 5.01 -0.50 46.44 0| 0 1,817 0 4200 5.30 -0.53 45.93 0| 0 8,943 0 4258 5.84 -0.57 44.45 0| 0 2,867 0 4360 7.03 -0.64 43.05 0| 0 6,256 0 4549 7.36 -0.66 42.50 0| 0 2,633 0 4600 8.32 -0.72 41.24 0| 0 13,994 0 4739 9.78 -0.78 39.95 0| 0 6,106 0 4929 11.14 -0.84 38.18 0| 0 25 0 5100 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.11 -0.89 37.28 0| 0 226 0 5323 15.66 -0.95 35.06 0| 0 0 0 5600 16.53 -0.95 36.33 0| 0 1,664 0 5687 23.43 -1.00 31.53 0| 0 100 0 6388 23.55 -1.00 31.48 0| 0 0 0 6400 30.52 -1.00 29.44 0| 0 101 0 7097 31.58 -1.00 29.22 0| 0 0 0 7203 35.37 -1.00 28.60 0| 0 2 0 7582 39.39 -1.00 28.22 0| 0 5 0 7984 44.72 -1.00 28.10 0| 0 0 0 8517 48.27 -1.00 28.25 0| 0 51 0 8872 66.02 -1.00 31.00 0| 0 1 0 10647 Total 100| 0 135,083 -500 Indicative a-t-m Vol 46.79 Underlying Price 40.450 Time to expiry: 203 Days Mar 11 0.75 -0.06 74.64 0| 0 3,481 0 2000 0.95 -0.08 71.19 0| 0 1,344 0 2200 1.20 -0.10 68.15 0| 0 494 0 2400 1.80 -0.15 61.77 0| 0 4,313 0 2800 2.19 -0.18 58.80 0| 0 3,457 0 3000 2.64 -0.22 56.10 0| 0 4,130 0 3200 3.18 -0.26 53.84 0| 0 1,254 0 3400 3.80 -0.31 51.40 0| 0 3,805 0 3600 4.51 -0.36 49.35 0| 0 5,219 0 3800 5.34 -0.41 47.44 0| 0 8,126 0 4000 6.16 -0.47 44.55 0| 0 1,648 0 4200 7.17 -0.54 42.50 0| 0 2,017 0 4400 8.37 -0.60 41.18 0| 0 6,553 0 4600 9.67 -0.66 39.68 0| 0 1 0 4800 12.61 -0.78 36.77 0| 0 20 0 5200 16.01 -0.87 34.89 0| 0 750 0 5600 23.59 -0.97 33.88 0| 0 0 0 6400 31.55 -1.00 32.00 0| 0 0 0 7200 Total 0| 0 46,612 0 Indicative a-t-m Vol 44.81 Underlying Price 40.450 Time to expiry: 294 Days Jun 11 0.30 -0.02 84.00 0| 0 122 0 1137 0.65 -0.04 78.40 0| 0 175 0 1516 0.84 -0.06 75.09 0| 0 300 0 1706 1.05 -0.07 71.52 0| 0 275 0 1896 1.29 -0.09 68.35 0| 0 300 0 2085 1.53 -0.11 64.76 0| 0 356 0 2275 1.76 -0.12 63.39 0| 0 2,640 0 2400 2.21 -0.15 59.60 0| 0 527 0 2654 3.03 -0.21 54.44 0| 0 82 0 3033 3.51 -0.24 52.87 0| 150 656 +75 3200 4.17 -0.29 50.53 0| 26 193 +26 3412 4.67 -0.33 47.66 0| 0 2,502 0 3600 5.59 -0.37 47.03 0| 0 209 0 3791 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.53 -0.42 45.45 0| 0 8,157 0 4000 7.22 -0.47 43.03 0| 0 1,152 0 4170 8.47 -0.53 41.34 0| 0 28 0 4400 9.50 -0.57 41.53 0| 0 2,200 0 4549 11.01 -0.64 39.07 0| 0 107 0 4800 14.72 -0.77 35.97 0| 0 68 0 5308 17.84 -0.85 34.09 0| 0 0 0 5687 21.26 -0.90 33.14 0| 0 0 0 6066 24.38 -0.93 32.63 0| 0 0 0 6400 28.47 -0.96 32.71 0| 0 0 0 6824 32.13 -0.97 32.91 0| 0 0 0 7200 35.86 -0.98 32.00 0| 0 0 0 7582 Total 0| 176 20,049 +101 Indicative a-t-m Vol 42.76 Underlying Price 40.450 Time to expiry: 476 Days Dec 11 0.53 -0.03 75.00 0| 0 0 0 1137 0.94 -0.05 68.93 0| 0 75 0 1516 1.48 -0.08 63.45 0| 0 375 0 1896 2.15 -0.12 58.71 0| 0 1,025 0 2275 4.06 -0.22 51.17 0| 0 5,355 0 3033 4.59 -0.25 49.69 0| 0 40 0 3200 6.01 -0.32 46.31 0| 0 3,040 0 3600 6.73 -0.36 44.36 0| 0 20,300 0 3791 7.69 -0.41 43.03 0| 500 2,520 +500 4000 9.01 -0.46 41.51 0| 0 1,750 0 4258 12.28 -0.58 39.02 0| 0 500 0 4800 15.91 -0.69 36.59 0| 0 0 0 5323 31.20 -0.94 30.72 0| 0 0 0 7097 39.75 -0.98 28.85 0| 0 0 0 7984 48.50 -0.99 29.00 0| 0 1 0 8872 Total 0| 500 34,981 +500 Indicative a-t-m Vol 41.58 Underlying Price 40.450 Time to expiry: 658 Days Jun 12 2.68 -0.11 62.40 0| 0 0 0 2000 2.94 -0.14 55.59 0| 0 0 0 2275 5.32 -0.24 49.66 0| 0 0 0 3033 5.95 -0.27 48.49 0| 0 0 0 3200 6.77 -0.30 46.89 0| 0 0 0 3412 7.48 -0.34 45.06 0| 0 0 0 3600 8.41 -0.37 44.33 0| 0 0 0 3791 9.23 -0.41 41.85 0| 0 0 0 4000 10.07 -0.45 40.84 0| 0 0 0 4170 10.18 -0.45 40.45 0| 0 0 0 4200 12.12 -0.52 38.27 0| 0 0 0 4549 14.00 -0.56 38.58 0| 0 0 0 4800 16.98 -0.68 33.80 0| 0 0 0 5308 19.86 -0.75 32.28 0| 0 0 0 5687 36.86 -0.92 31.00 0| 0 0 0 7582 Total 0| 0 0 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 41.51 Underlying Price 40.450 Time to expiry: 847 Days Dec 12 0.77 -0.03 80.62 0| 0 10,000 0 758 2.11 -0.07 66.60 0| 0 0 0 1516 2.86 -0.11 60.55 0| 0 500 0 1896 3.56 -0.14 54.48 0| 0 2,500 0 2275 6.16 -0.24 48.99 0| 0 18,000 0 3033 6.82 -0.26 48.02 0| 0 5,500 0 3200 8.28 -0.33 44.18 0| 0 0 0 3600 9.10 -0.36 42.91 0| 0 9,000 0 3791 10.09 -0.40 41.46 0| 0 0 0 4000 11.79 -0.43 41.76 0| 0 1,230 0 4258 14.79 -0.53 38.40 0| 0 0 0 4800 18.21 -0.62 36.00 0| 0 8,500 0 5323 21.57 -0.71 33.60 0| 0 0 0 5800 28.27 -0.83 30.60 0| 0 0 0 6635 32.47 -0.86 30.60 0| 0 0 0 7097 40.93 -0.91 31.40 0| 0 0 0 8000 Total 0| 0 55,230 0 Indicative a-t-m Vol 40.95 Underlying Price 40.450 Time to expiry: 1029 Days Jun 13 4.15 -0.13 61.07 0| 0 0 0 2000 5.42 -0.17 57.00 0| 0 0 0 2400 7.95 -0.27 47.67 0| 0 0 0 3200 9.53 -0.34 44.31 0| 0 0 0 3600 11.34 -0.40 41.24 0| 0 0 0 4000 13.40 -0.47 38.64 0| 0 0 0 4400 16.12 -0.53 38.22 0| 0 0 0 4800 24.20 -0.73 32.32 0| 0 0 0 6000 41.66 -0.88 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.28 Underlying Price 40.450 Time to expiry: 1211 Days Dec 13 4.09 -0.12 59.83 0| 0 0 0 1896 5.03 -0.16 54.24 0| 0 0 0 2275 7.85 -0.25 48.57 0| 0 0 0 3033 11.10 -0.35 43.04 0| 0 2,333 0 3791 14.78 -0.47 37.79 0| 0 1,000 0 4549 22.21 -0.65 33.45 0| 0 0 0 5687 31.10 -0.78 31.57 0| 0 0 0 6800 41.66 -0.86 31.21 0| 0 0 0 8000 55.39 -0.90 32.66 0| 0 0 0 9478 Total 0| 0 3,333 0 Indicative a-t-m Vol 40.80 Underlying Price 40.450 Time to expiry: 1575 Days Dec 14 5.84 -0.13 60.60 0| 0 0 0 2000 7.27 -0.17 56.18 0| 0 0 0 2400 9.92 -0.27 46.94 0| 0 0 0 3200 13.38 -0.38 40.97 0| 0 0 0 4000 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 77 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.09 -0.48 38.02 0| 0 0 0 4800 25.74 -0.66 32.65 0| 0 0 0 6000 42.61 -0.79 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 1,855| 1,734 394,174 +563 Grand Total 2,605| 2,070 718,655 +512 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 48.62 Underlying Price 40.450 Time to expiry: 21 Days Sep 10 21.50 1.00 103.13 0| 0 0 0 1896 20.46 1.00 99.00 0| 0 0 0 2000 19.61 1.00 96.55 0| 0 0 0 2085 17.72 1.00 90.25 0| 0 0 0 2275 16.47 1.00 86.31 0| 0 0 0 2400 13.95 0.99 78.83 0| 0 0 0 2654 12.51 0.98 74.87 0| 0 0 0 2800 10.24 0.96 69.04 0| 0 0 0 3033 8.66 0.94 66.93 0| 0 150 0 3200 7.73 0.91 64.76 0| 0 0 0 3300 6.71 0.88 61.94 0| 0 1,028 0 3412 5.91 0.86 59.07 0| 0 0 0 3500 5.07 0.82 57.53 0| 0 10,750 0 3600 4.25 0.77 54.84 0| 0 0 0 3700 3.56 0.71 53.08 0| 0 0 0 3791 2.79 0.64 50.77 0| 0 0 0 3900 2.18 0.56 49.16 0| 0 400 0 4000 1.66 0.48 47.97 0| 0 0 0 4100 1.27 0.40 47.96 0| 0 0 0 4200 1.04 0.35 47.22 0| 0 21,027 0 4258 0.83 0.31 44.81 0| 0 0 0 4300 0.58 0.24 44.35 0| 0 1,530 0 4400 0.41 0.18 44.50 0| 0 0 0 4500 0.33 0.15 44.00 0| 0 1,500 0 4549 0.26 0.12 43.61 0| 0 0 0 4600 0.16 0.09 43.32 0| 0 0 0 4700 0.10 0.06 42.62 0| 0 550 0 4800 0.07 0.04 44.31 0| 0 35 0 4929 0.01 0.00 38.38 0| 0 0 0 5200 0.01 0.00 35.81 0| 0 0 0 5687 0.01 0.00 34.60 0| 0 0 0 6066 0.01 0.00 34.03 0| 0 28 0 6388 0.01 0.00 34.13 0| 0 0 0 7097 0.01 0.00 36.40 0| 0 20 0 7984 0.01 0.00 38.71 0| 0 0 0 8517 0.01 0.00 53.14 0| 0 0 0 10647 Total 0| 0 37,018 0 Indicative a-t-m Vol 46.58 Underlying Price 40.450 Time to expiry: 203 Days Mar 11 22.22 0.95 75.76 0| 0 0 0 1896 21.30 0.94 74.64 0| 0 0 0 2000 20.53 0.93 73.13 0| 0 0 0 2085 18.88 0.91 70.24 0| 0 0 0 2275 17.78 0.90 68.15 0| 0 0 0 2400 15.64 0.87 64.28 0| 0 0 0 2654 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.39 0.85 61.77 0| 0 0 0 2800 12.56 0.81 58.58 0| 0 0 0 3033 11.25 0.78 56.10 0| 0 0 0 3200 9.69 0.74 53.40 0| 0 0 0 3412 8.42 0.70 51.36 0| 0 715 0 3600 7.13 0.65 48.84 0| 0 0 0 3791 5.94 0.59 47.10 0| 0 100 0 4000 4.53 0.51 44.11 0| 0 315 0 4258 3.83 0.47 42.50 0| 0 0 0 4400 3.23 0.42 41.63 0| 0 318 0 4549 2.33 0.34 39.68 0| 0 501 0 4800 0.65 0.14 34.89 0| 0 0 0 5600 0.29 0.07 33.74 0| 0 0 0 6066 0.18 0.05 33.88 0| 0 0 0 6400 0.04 0.01 32.26 0| 0 0 0 7097 0.01 0.00 32.88 0| 0 0 0 7984 0.01 0.00 42.13 0| 0 0 0 10647 Total 0| 0 1,949 0 Indicative a-t-m Vol 41.85 Underlying Price 40.450 Time to expiry: 385 Days Sep 11 20.10 0.91 60.00 0| 0 0 0 2085 18.47 0.90 57.00 0| 0 0 0 2275 11.63 0.76 49.20 0| 0 0 0 3200 10.14 0.72 46.53 0| 0 0 0 3412 9.03 0.68 45.64 0| 0 0 0 3600 7.88 0.63 43.75 0| 0 0 0 3791 6.73 0.58 42.18 0| 0 0 0 4000 5.43 0.52 40.29 0| 0 0 0 4258 4.20 0.45 38.44 0| 0 0 0 4549 3.30 0.38 36.97 0| 0 30 0 4800 2.13 0.28 36.47 0| 0 0 0 5323 1.13 0.17 35.91 0| 0 0 0 6066 0.44 0.08 35.13 0| 0 209 0 7097 0.34 0.06 38.50 0| 0 0 0 8000 Total 0| 0 239 0 Indicative a-t-m Vol 42.27 Underlying Price 40.450 Time to expiry: 567 Days Mar 12 18.91 0.86 58.48 0| 0 0 0 2400 13.24 0.75 49.96 0| 0 0 0 3200 10.63 0.68 45.91 0| 0 0 0 3600 8.31 0.61 42.50 0| 0 0 0 4000 6.48 0.53 40.44 0| 0 0 0 4400 4.82 0.45 38.03 0| 0 0 0 4800 3.32 0.35 36.33 0| 0 0 0 5323 0.75 0.11 32.38 0| 0 150 0 7097 0.34 0.06 31.58 0| 0 0 0 8000 0.19 0.04 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 42.23 Underlying Price 40.450 Time to expiry: 756 Days Sep 12 18.49 0.84 57.63 0| 0 0 0 2400 13.07 0.74 48.68 0| 0 0 0 3200 10.64 0.67 44.85 0| 0 0 0 3600 8.65 0.60 42.50 0| 0 0 0 4000 6.83 0.53 40.06 0| 0 0 0 4400 5.42 0.46 38.67 0| 0 0 0 4800 2.25 0.26 33.69 0| 0 0 0 6000 1.07 0.14 32.36 0| 0 0 0 7097 0.59 0.09 31.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.56 Underlying Price 40.450 Time to expiry: 931 Days Mar 13 18.30 0.85 49.73 0| 0 0 0 2400 13.30 0.74 44.29 0| 0 0 0 3200 11.09 0.68 41.81 0| 0 0 0 3600 9.13 0.61 39.76 0| 0 0 0 4000 7.40 0.55 37.96 0| 0 0 0 4400 5.93 0.48 36.52 0| 0 0 0 4800 3.65 0.34 34.49 0| 0 30 0 5687 1.37 0.16 34.81 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 38.80 Underlying Price 40.450 Time to expiry: 1120 Days Sep 13 20.65 0.87 56.92 0| 0 0 0 2000 17.85 0.83 51.60 0| 0 0 0 2400 12.83 0.73 43.95 0| 0 0 0 3200 8.80 0.60 39.01 0| 0 0 0 4000 5.69 0.47 35.23 0| 0 0 0 4800 3.73 0.35 34.15 0| 0 0 0 5687 1.76 0.19 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.03 Underlying Price 40.450 Time to expiry: 1302 Days Mar 14 21.09 0.87 54.87 0| 0 0 0 2000 18.54 0.83 51.08 0| 0 0 0 2400 13.89 0.74 44.73 0| 0 0 0 3200 10.01 0.63 40.20 0| 0 0 0 4000 7.03 0.51 37.20 0| 0 0 0 4800 4.04 0.35 34.40 0| 0 0 0 6000 1.81 0.19 33.02 0| 0 0 0 8000 0.61 0.07 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 39.15 Underlying Price 40.450 Time to expiry: 1484 Days Sep 14 19.88 0.86 54.40 0| 0 0 0 2000 17.34 0.82 49.79 0| 0 0 0 2400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 81 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.91 0.72 43.51 0| 0 0 0 3200 9.30 0.61 39.32 0| 0 0 0 4000 6.56 0.50 36.28 0| 0 0 0 4800 3.81 0.35 33.61 0| 0 0 0 6000 1.77 0.19 32.47 0| 0 0 0 8000 0.62 0.08 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.41 Underlying Price 40.450 Time to expiry: 1666 Days Mar 15 20.33 0.87 53.26 0| 0 0 0 2000 17.90 0.83 49.11 0| 0 0 0 2400 13.50 0.73 42.76 0| 0 0 0 3200 9.88 0.62 38.58 0| 0 0 0 4000 7.08 0.52 35.53 0| 0 0 0 4800 4.26 0.37 33.00 0| 0 0 0 6000 2.06 0.21 31.73 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 39,386 0 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 48.62 Underlying Price 40.450 Time to expiry: 21 Days Sep 10 0.01 0.00 103.13 0| 0 1,975 0 1896 0.01 0.00 99.00 0| 0 0 0 2000 0.01 0.00 96.55 0| 0 3,000 0 2085 0.01 0.00 90.25 0| 0 1,025 0 2275 0.01 0.00 86.31 0| 0 890 0 2400 0.03 -0.01 78.83 0| 0 482 0 2654 0.05 -0.02 74.87 0| 0 0 0 2800 0.11 -0.04 69.04 0| 0 1,588 0 3033 0.20 -0.06 66.93 0| 0 370 0 3200 0.27 -0.09 64.76 0| 0 0 0 3300 0.37 -0.12 61.94 0| 0 750 0 3412 0.45 -0.14 59.07 0| 0 0 0 3500 0.61 -0.18 57.53 0| 0 10,000 0 3600 0.79 -0.23 54.84 0| 0 0 0 3700 1.01 -0.29 53.08 0| 0 600 0 3791 1.33 -0.36 50.77 0| 0 0 0 3900 1.72 -0.44 49.16 0| 0 386 0 4000 2.20 -0.52 47.97 0| 0 0 0 4100 2.81 -0.60 47.96 0| 0 0 0 4200 3.16 -0.65 47.22 0| 0 20,010 0 4258 3.37 -0.69 44.81 0| 0 0 0 4300 4.12 -0.76 44.35 0| 0 2,688 0 4400 4.94 -0.82 44.50 0| 0 0 0 4500 5.36 -0.85 44.00 0| 0 712 0 4549 5.79 -0.88 43.61 0| 0 0 0 4600 6.70 -0.91 43.32 0| 0 0 0 4700 7.64 -0.94 42.62 0| 0 500 0 4800 8.89 -0.96 44.31 0| 0 50 0 4929 11.54 -1.00 38.38 0| 0 0 0 5200 16.40 -1.00 35.81 0| 0 20 0 5687 20.19 -1.00 34.60 0| 0 150 0 6066 23.41 -1.00 34.03 0| 0 240 0 6388 30.50 -1.00 34.13 0| 0 105 0 7097 39.37 -1.00 36.40 0| 0 0 0 7984 44.70 -1.00 38.71 0| 0 20 0 8517 65.99 -1.00 53.14 0| 0 2,500 0 10647 Total 0| 0 48,061 0 Indicative a-t-m Vol 46.58 Underlying Price 40.450 Time to expiry: 203 Days Mar 11 0.63 -0.05 75.76 0| 0 0 0 1896 0.75 -0.06 74.64 0| 0 0 0 2000 0.82 -0.07 73.13 0| 0 10 0 2085 1.06 -0.09 70.24 0| 0 500 0 2275 1.20 -0.10 68.15 0| 0 40,000 0 2400 1.59 -0.13 64.28 0| 0 0 0 2654 1.80 -0.15 61.77 0| 0 0 0 2800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.28 -0.19 58.58 0| 0 0 0 3033 2.63 -0.22 56.10 0| 0 0 0 3200 3.18 -0.26 53.40 0| 0 950 0 3412 3.78 -0.30 51.36 0| 0 20 0 3600 4.39 -0.35 48.84 0| 0 506 0 3791 5.28 -0.41 47.10 0| 0 375 0 4000 6.43 -0.49 44.11 0| 0 10 0 4258 7.14 -0.53 42.50 0| 0 0 0 4400 8.03 -0.58 41.63 0| 0 20 0 4549 9.63 -0.66 39.68 0| 0 10 0 4800 15.91 -0.86 34.89 0| 0 0 0 5600 20.18 -0.93 33.74 0| 0 900 0 6066 23.39 -0.95 33.88 0| 0 10 0 6400 30.19 -0.99 32.26 0| 0 0 0 7097 38.98 -1.00 32.88 0| 0 0 0 7984 65.46 -1.00 42.13 0| 0 1 0 10647 Total 0| 0 43,312 0 Indicative a-t-m Vol 41.85 Underlying Price 40.450 Time to expiry: 385 Days Sep 11 1.28 -0.09 60.00 0| 0 0 0 2085 1.54 -0.10 57.00 0| 0 0 0 2275 3.83 -0.24 49.20 0| 0 0 0 3200 4.43 -0.28 46.53 0| 0 0 0 3412 5.18 -0.32 45.64 0| 0 0 0 3600 5.92 -0.37 43.75 0| 0 0 0 3791 6.83 -0.42 42.18 0| 0 0 0 4000 8.08 -0.48 40.29 0| 0 0 0 4258 9.72 -0.55 38.44 0| 0 0 0 4549 11.30 -0.62 36.97 0| 0 0 0 4800 15.30 -0.72 36.47 0| 0 20 0 5323 21.64 -0.83 35.91 0| 0 0 0 6066 31.12 -0.92 35.13 0| 0 0 0 7097 39.95 -0.94 38.50 0| 0 0 0 8000 Total 0| 0 20 0 Indicative a-t-m Vol 42.27 Underlying Price 40.450 Time to expiry: 567 Days Mar 12 3.03 -0.14 58.48 0| 0 0 0 2400 5.21 -0.25 49.96 0| 0 0 0 3200 6.52 -0.32 45.91 0| 0 0 0 3600 8.12 -0.39 42.50 0| 0 0 0 4000 10.21 -0.47 40.44 0| 0 0 0 4400 12.47 -0.55 38.03 0| 0 0 0 4800 16.10 -0.65 36.33 0| 0 0 0 5323 30.93 -0.89 32.38 0| 0 0 0 7097 39.38 -0.94 31.58 0| 0 0 0 8000 47.78 -0.96 31.85 0| 0 250 0 8872 65.05 -0.99 32.31 0| 0 1 0 10647 Total 0| 0 251 0 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 42.23 Underlying Price 40.450 Time to expiry: 756 Days Sep 12 4.12 -0.16 57.63 0| 0 0 0 2400 6.47 -0.26 48.68 0| 0 0 0 3200 7.92 -0.33 44.85 0| 0 0 0 3600 9.82 -0.40 42.50 0| 0 0 0 4000 11.89 -0.47 40.06 0| 0 0 0 4400 14.37 -0.54 38.67 0| 0 0 0 4800 22.86 -0.74 33.69 0| 0 0 0 6000 32.34 -0.86 32.36 0| 0 2,000 0 7097 40.64 -0.91 31.83 0| 0 20 0 8000 Total 0| 0 2,020 0 Indicative a-t-m Vol 39.56 Underlying Price 40.450 Time to expiry: 931 Days Mar 13 3.69 -0.15 49.73 0| 0 0 0 2400 6.39 -0.26 44.29 0| 0 0 0 3200 8.03 -0.32 41.81 0| 0 0 0 3600 9.92 -0.39 39.76 0| 0 0 0 4000 12.04 -0.45 37.96 0| 0 0 0 4400 14.42 -0.52 36.52 0| 0 0 0 4800 20.68 -0.66 34.49 0| 0 0 0 5687 40.66 -0.84 34.81 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.80 Underlying Price 40.450 Time to expiry: 1120 Days Sep 13 3.87 -0.13 56.92 0| 0 0 0 2000 4.88 -0.17 51.60 0| 0 0 0 2400 7.47 -0.27 43.95 0| 0 0 0 3200 11.04 -0.40 39.01 0| 0 0 0 4000 15.54 -0.53 35.23 0| 0 0 0 4800 22.02 -0.65 34.15 0| 0 0 0 5687 42.05 -0.81 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.03 Underlying Price 40.450 Time to expiry: 1302 Days Mar 14 4.07 -0.13 54.87 0| 0 0 0 2000 5.27 -0.17 51.08 0| 0 0 0 2400 8.14 -0.26 44.73 0| 0 0 0 3200 11.77 -0.37 40.20 0| 0 0 0 4000 16.30 -0.49 37.20 0| 0 0 0 4800 24.59 -0.65 34.40 0| 0 0 0 6000 41.14 -0.81 33.02 0| 0 0 0 8000 77.52 -0.93 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 39.15 Underlying Price 40.450 Time to expiry: 1484 Days Sep 14 4.68 -0.14 54.40 0| 0 0 0 2000 5.85 -0.18 49.79 0| 0 0 0 2400 8.83 -0.28 43.51 0| 0 0 0 3200 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.64 -0.39 39.32 0| 0 0 0 4000 17.31 -0.50 36.28 0| 0 0 0 4800 25.68 -0.65 33.61 0| 0 0 0 6000 42.17 -0.81 32.47 0| 0 0 0 8000 78.09 -0.92 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.41 Underlying Price 40.450 Time to expiry: 1666 Days Mar 15 4.84 -0.13 53.26 0| 0 0 0 2000 6.07 -0.17 49.11 0| 0 0 0 2400 8.97 -0.27 42.76 0| 0 0 0 3200 12.65 -0.38 38.58 0| 0 0 0 4000 17.16 -0.48 35.53 0| 0 0 0 4800 25.29 -0.63 33.00 0| 0 0 0 6000 41.35 -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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 23.28 Underlying Price 45.040 Time to expiry: 21 Days Sep 10 21.05 1.00 55.00 0| 0 0 0 2400 17.05 1.00 48.07 0| 0 0 0 2800 13.05 1.00 38.97 0| 0 0 0 3200 9.05 1.00 32.16 0| 0 0 0 3600 7.06 0.99 29.49 0| 0 0 0 3800 5.09 0.97 27.25 0| 0 0 0 4000 3.23 0.88 25.40 0| 0 0 0 4200 2.39 0.79 24.63 0| 0 0 0 4300 1.65 0.67 23.87 0| 4 10 0 4400 1.05 0.52 23.30 0| 0 3 0 4500 0.61 0.36 22.74 0| 0 23 0 4600 0.32 0.23 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| 0 11 0 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 25.00 0| 0 0 0 7200 Total 0| 4 1,577 0 Indicative a-t-m Vol 23.72 Underlying Price 45.040 Time to expiry: 49 Days Oct 10 7.19 0.94 30.00 0| 0 0 0 3800 5.31 0.89 27.09 0| 0 0 0 4000 3.61 0.79 25.48 0| 0 0 0 4200 2.86 0.71 24.86 0| 0 0 0 4300 2.17 0.62 24.02 0| 0 0 0 4400 1.61 0.52 23.74 0| 0 0 0 4500 1.14 0.42 23.25 0| 6 6 +6 4600 0.77 0.32 22.76 0| 0 0 0 4700 0.50 0.24 22.52 0| 0 0 0 4800 0.31 0.16 22.18 0| 0 7 0 4900 0.19 0.11 21.98 0| 0 4 0 5000 0.06 0.04 21.87 0| 0 0 0 5200 0.01 0.00 22.00 0| 0 0 0 5600 0.01 0.00 22.00 0| 0 0 0 6000 0.01 0.00 22.00 0| 0 0 0 6400 Total 0| 6 17 +6 Indicative a-t-m Vol 22.39 Underlying Price 45.040 Time to expiry: 84 Days Nov 10 7.53 0.88 32.00 0| 0 0 0 3800 5.73 0.83 28.68 0| 0 0 0 4000 4.11 0.73 26.45 0| 0 0 0 4200 3.32 0.68 24.88 0| 0 0 0 4300 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.65 0.61 23.93 0| 0 0 0 4400 1.99 0.53 22.38 0| 0 0 0 4500 1.55 0.45 22.49 0| 0 0 0 4600 0.85 0.30 22.02 0| 7 7 +7 4800 0.19 0.09 21.41 0| 0 0 0 5200 0.05 0.03 23.00 0| 0 0 0 5600 Total 0| 7 7 +7 Indicative a-t-m Vol 24.64 Underlying Price 45.040 Time to expiry: 112 Days Dec 10 25.09 1.00 42.00 0| 0 0 0 2000 21.10 1.00 36.32 0| 0 0 0 2400 17.12 1.00 32.39 0| 0 0 0 2800 13.16 0.99 29.57 0| 0 0 0 3200 9.32 0.94 27.51 0| 0 0 0 3600 7.58 0.88 28.11 0| 0 0 0 3800 5.83 0.82 25.98 0| 0 0 0 4000 4.34 0.72 25.37 0| 0 0 0 4200 3.05 0.60 24.63 0| 0 0 0 4400 2.09 0.47 24.64 0| 0 500 0 4600 1.15 1.31 0.35 23.98 1.15 1.15 4| 0 20 0 4800 0.55 0.44 0.15 23.33 0.55 0.55 4| 0 20 0 5200 0.12 0.05 22.78 0| 0 0 0 5600 0.03 0.01 22.50 0| 0 4 0 6000 0.01 0.00 22.26 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 8| 0 544 0 Indicative a-t-m Vol 26.05 Underlying Price 45.040 Time to expiry: 203 Days Mar 11 13.39 0.95 34.00 0| 0 0 0 3200 9.69 0.89 30.31 0| 0 0 0 3600 6.44 0.77 28.29 0| 0 0 0 4000 5.01 0.69 27.25 0| 0 0 0 4200 3.76 0.59 26.22 0| 0 0 0 4400 2.79 0.49 25.90 0| 0 0 0 4600 1.95 0.39 24.98 0| 0 0 0 4800 0.80 0.85 0.22 23.80 0.80 0.80 2| 0 2 0 5200 0.32 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 2| 0 15 0 Indicative a-t-m Vol 26.18 Underlying Price 45.040 Time to expiry: 294 Days Jun 11 21.16 1.00 36.00 0| 0 0 0 2400 13.44 0.94 31.56 0| 0 0 0 3200 9.90 0.87 29.50 0| 0 0 0 3600 6.80 0.74 27.73 0| 0 0 0 4000 5.48 0.66 27.01 0| 0 0 0 4200 4.33 0.58 26.38 0| 0 0 0 4400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 0.50 25.99 0| 0 0 0 4600 2.56 0.41 25.41 0| 0 0 0 4800 1.40 0.27 24.57 0| 0 0 0 5200 0.75 0.16 24.21 0| 0 0 0 5600 0.38 0.09 23.89 0| 0 0 0 6000 0.18 0.05 23.59 0| 0 0 0 6400 0.04 0.01 23.18 0| 0 0 0 7200 0.01 0.00 23.58 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.12 Underlying Price 45.040 Time to expiry: 476 Days Dec 11 21.20 0.99 34.25 0| 0 0 0 2400 13.77 0.90 30.57 0| 0 0 0 3200 7.74 0.70 27.52 0| 0 0 0 4000 5.46 0.58 26.37 0| 0 0 0 4400 3.71 0.45 25.39 0| 0 0 0 4800 1.02 0.18 24.39 0| 0 0 0 6000 0.09 0.02 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.25 Underlying Price 45.040 Time to expiry: 658 Days Jun 12 13.91 0.89 30.11 0| 0 0 0 3200 8.15 0.69 27.30 0| 0 0 0 4000 6.02 0.58 26.43 0| 0 0 0 4400 4.33 0.47 25.74 0| 0 0 0 4800 1.49 0.22 24.75 0| 0 0 0 6000 0.21 0.04 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 10| 17 2,160 +13 | Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 23.28 Underlying Price 45.040 Time to expiry: 21 Days Sep 10 0.01 0.00 55.00 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 0.04 -0.03 27.25 0| 0 8 0 4000 0.18 -0.12 25.40 0| 0 27 0 4200 0.34 -0.21 24.63 0| 0 0 0 4300 0.60 -0.33 23.87 0| 0 30 0 4400 1.00 -0.48 23.30 0| 0 0 0 4500 1.56 -0.64 22.74 0| 0 0 0 4600 2.26 -0.77 22.27 0| 0 2 0 4700 3.09 -0.88 21.87 0| 0 6 0 4800 4.01 -0.94 21.54 0| 0 0 0 4900 4.97 -0.98 21.28 0| 0 0 0 5000 6.96 -1.00 20.94 0| 0 0 0 5200 10.96 -1.00 20.95 0| 0 20 0 5600 14.96 -1.00 21.76 0| 0 0 0 6000 18.96 -1.00 23.27 0| 0 0 0 6400 26.96 -1.00 25.00 0| 0 0 0 7200 Total 0| 0 95 0 Indicative a-t-m Vol 23.72 Underlying Price 45.040 Time to expiry: 49 Days Oct 10 0.12 -0.06 30.00 0| 0 0 0 3800 0.24 -0.11 27.09 0| 0 0 0 4000 0.54 -0.21 25.48 0| 0 0 0 4200 0.79 -0.29 24.86 0| 0 0 0 4300 1.10 -0.38 24.02 0| 0 0 0 4400 1.54 -0.48 23.74 0| 0 6 0 4500 2.07 -0.58 23.25 0| 0 0 0 4600 2.70 -0.68 22.76 0| 0 0 0 4700 3.43 -0.76 22.52 0| 0 0 0 4800 4.24 -0.84 22.18 0| 0 0 0 4900 5.12 -0.89 21.98 0| 0 0 0 5000 7.00 -0.96 21.87 0| 0 0 0 5200 10.96 -1.00 22.00 0| 0 0 0 5600 14.96 -1.00 22.00 0| 0 0 0 6000 18.96 -1.00 22.00 0| 0 0 0 6400 Total 0| 0 6 0 Indicative a-t-m Vol 22.39 Underlying Price 45.040 Time to expiry: 84 Days Nov 10 0.43 -0.12 32.00 0| 0 0 0 3800 0.62 -0.17 28.68 0| 0 0 0 4000 1.00 -0.27 26.45 0| 0 0 0 4200 1.22 -0.32 24.88 0| 0 0 0 4300 1.54 -0.39 23.93 0| 0 0 0 4400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.88 -0.47 22.38 0| 0 0 0 4500 2.44 -0.55 22.49 0| 0 0 0 4600 3.74 -0.71 22.02 0| 0 0 0 4800 7.10 -0.91 21.41 0| 0 0 0 5200 10.98 -0.98 23.00 0| 0 0 0 5600 Total 0| 0 0 0 Indicative a-t-m Vol 24.64 Underlying Price 45.040 Time to expiry: 112 Days Dec 10 0.01 0.00 42.00 0| 0 0 0 2000 0.01 0.00 36.32 0| 0 0 0 2400 0.01 0.00 32.39 0| 0 0 0 2800 0.04 -0.01 29.57 0| 0 0 0 3200 0.19 -0.06 27.51 0| 0 0 0 3600 0.44 -0.12 28.11 0| 0 250 0 3800 0.69 -0.18 25.98 0| 0 20 0 4000 1.19 -0.28 25.37 0| 0 20 0 4200 1.90 -0.40 24.63 0| 0 6 0 4400 2.94 -0.53 24.64 0| 0 0 0 4600 4.16 -0.66 23.98 0| 0 0 0 4800 7.30 -0.85 23.33 0| 0 0 0 5200 11.01 -0.96 22.78 0| 0 0 0 5600 14.96 -1.00 22.50 0| 0 0 0 6000 18.96 -1.00 22.26 0| 0 0 0 6400 26.96 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 296 0 Indicative a-t-m Vol 26.05 Underlying Price 45.040 Time to expiry: 203 Days Mar 11 0.47 -0.08 34.00 0| 0 0 0 3200 0.93 -0.16 30.31 0| 0 0 0 3600 1.88 -0.29 28.29 0| 0 13 0 4000 2.56 -0.37 27.25 0| 0 14 0 4200 3.43 -0.46 26.22 0| 0 4 0 4400 4.56 -0.55 25.90 0| 0 0 0 4600 5.78 -0.65 24.98 0| 0 0 0 4800 8.78 -0.81 23.80 0| 0 0 0 5200 12.28 -0.91 22.84 0| 0 0 0 5600 20.00 -0.99 21.87 0| 0 0 0 6400 27.94 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 31 0 Indicative a-t-m Vol 26.18 Underlying Price 45.040 Time to expiry: 294 Days Jun 11 0.12 -0.02 36.00 0| 0 0 0 2400 0.68 -0.10 31.56 0| 0 0 0 3200 1.33 -0.18 29.50 0| 0 0 0 3600 2.41 -0.30 27.73 0| 0 0 0 4000 3.16 -0.37 27.01 0| 0 0 0 4200 4.07 -0.45 26.38 0| 0 0 0 4400 5.17 -0.53 25.99 0| 0 0 0 4600 6.37 -0.61 25.41 0| 0 0 0 4800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.25 -0.75 24.57 0| 0 0 0 5200 12.61 -0.85 24.21 0| 0 0 0 5600 16.25 -0.92 23.89 0| 0 0 0 6000 20.06 -0.96 23.59 0| 0 0 0 6400 27.92 -0.99 23.18 0| 0 0 0 7200 35.86 -1.00 23.58 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.12 Underlying Price 45.040 Time to expiry: 476 Days Dec 11 0.31 -0.04 34.25 0| 0 0 0 2400 1.21 -0.13 30.57 0| 0 0 0 3200 3.33 -0.31 27.52 0| 0 0 0 4000 5.04 -0.43 26.37 0| 0 0 0 4400 7.27 -0.56 25.39 0| 0 0 0 4800 16.63 -0.85 24.39 0| 0 0 0 6000 35.84 -0.99 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.25 Underlying Price 45.040 Time to expiry: 658 Days Jun 12 1.90 -0.17 30.11 0| 0 0 0 3200 4.42 -0.34 27.30 0| 0 0 0 4000 6.34 -0.45 26.43 0| 0 0 0 4400 8.66 -0.55 25.74 0| 0 0 0 4800 17.75 -0.80 24.75 0| 0 0 0 6000 36.18 -0.96 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 428 0 Grand Total 10| 17 2,588 +13 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 23.28 Underlying Price 45.040 Time to expiry: 21 Days Sep 10 21.05 1.00 55.00 0| 0 0 0 2400 17.05 1.00 48.07 0| 0 0 0 2800 13.05 1.00 38.97 0| 0 200 0 3200 9.05 1.00 32.16 0| 0 2 0 3600 7.06 0.99 29.49 0| 0 6 0 3800 5.09 0.97 27.25 0| 0 0 0 4000 3.23 0.88 25.40 0| 0 0 0 4200 2.39 0.79 24.63 0| 0 0 0 4300 1.65 0.67 23.87 0| 0 34 0 4400 1.05 0.52 23.30 0| 0 0 0 4500 0.61 0.36 22.74 0| 0 0 0 4600 0.32 0.23 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 25.00 0| 0 0 0 7200 Total 0| 0 896 0 Indicative a-t-m Vol 26.05 Underlying Price 45.040 Time to expiry: 203 Days Mar 11 23.88 1.00 32.49 0| 0 0 0 2000 19.93 0.99 34.20 0| 0 0 0 2400 12.42 0.92 34.00 0| 0 0 0 3200 8.89 0.84 30.31 0| 0 0 0 3600 5.86 0.71 28.29 0| 0 408 0 4000 4.55 0.63 27.25 0| 0 66 0 4200 3.42 0.54 26.22 0| 0 422 0 4400 2.56 0.45 25.90 0| 0 52 0 4600 1.79 0.36 24.98 0| 0 2 0 4800 0.79 0.20 23.80 0| 0 46 0 5200 0.30 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 26.98 Underlying Price 45.040 Time to expiry: 385 Days Sep 11 20.31 0.97 36.11 0| 0 0 0 2400 13.19 0.88 31.92 0| 0 0 0 3200 9.99 0.80 29.75 0| 0 0 0 3600 7.27 0.69 28.40 0| 0 0 0 4000 5.01 0.57 27.23 0| 0 0 0 4400 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.30 0.44 26.28 0| 0 0 0 4800 0.74 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 27.49 Underlying Price 45.040 Time to expiry: 567 Days Mar 12 13.00 0.83 32.10 0| 0 0 0 3200 7.64 0.66 28.94 0| 0 0 0 4000 5.57 0.55 27.71 0| 0 0 0 4400 3.95 0.45 26.86 0| 0 0 0 4800 1.26 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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 23.28 Underlying Price 45.040 Time to expiry: 21 Days Sep 10 0.01 0.00 55.00 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 0.04 -0.03 27.25 0| 0 4 0 4000 0.18 -0.12 25.40 0| 0 0 0 4200 0.34 -0.21 24.63 0| 0 0 0 4300 0.60 -0.33 23.87 0| 0 0 0 4400 1.00 -0.48 23.30 0| 0 0 0 4500 1.56 -0.64 22.74 0| 0 0 0 4600 2.26 -0.77 22.27 0| 0 0 0 4700 3.09 -0.88 21.87 0| 0 0 0 4800 4.01 -0.94 21.54 0| 0 0 0 4900 4.97 -0.98 21.28 0| 0 0 0 5000 6.95 -1.00 20.94 0| 0 0 0 5200 10.94 -1.00 20.95 0| 0 0 0 5600 14.94 -1.00 21.76 0| 0 0 0 6000 18.94 -1.00 23.27 0| 0 0 0 6400 26.94 -1.00 25.00 0| 0 0 0 7200 Total 0| 0 27 0 Indicative a-t-m Vol 26.05 Underlying Price 45.040 Time to expiry: 203 Days Mar 11 0.01 0.00 32.49 0| 0 0 0 2000 0.02 -0.01 34.20 0| 0 967 0 2400 0.47 -0.08 34.00 0| 0 200 0 3200 0.92 -0.16 30.31 0| 0 200 0 3600 1.88 -0.29 28.29 0| 0 0 0 4000 2.55 -0.37 27.25 0| 0 0 0 4200 3.41 -0.46 26.22 0| 0 0 0 4400 4.54 -0.55 25.90 0| 0 0 0 4600 5.76 -0.64 24.98 0| 0 0 0 4800 8.74 -0.80 23.80 0| 0 0 0 5200 12.23 -0.91 22.84 0| 0 0 0 5600 16.01 -0.96 22.21 0| 0 0 0 6000 19.92 -0.99 21.87 0| 0 0 0 6400 27.85 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 1,367 0 Indicative a-t-m Vol 26.98 Underlying Price 45.040 Time to expiry: 385 Days Sep 11 0.24 -0.03 36.11 0| 0 0 0 2400 1.02 -0.12 31.92 0| 0 0 0 3200 1.77 -0.20 29.75 0| 0 0 0 3600 3.00 -0.31 28.40 0| 0 0 0 4000 4.69 -0.43 27.23 0| 0 0 0 4400 6.93 -0.56 26.28 0| 0 0 0 4800 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 95 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.22 -0.86 24.77 0| 0 0 0 6000 35.31 -0.98 26.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.49 Underlying Price 45.040 Time to expiry: 567 Days Mar 12 1.88 -0.17 32.10 0| 0 0 0 3200 4.36 -0.34 28.94 0| 0 0 0 4000 6.22 -0.45 27.71 0| 0 0 0 4400 8.52 -0.55 26.86 0| 0 0 0 4800 17.59 -0.81 25.44 0| 0 0 0 6000 36.17 -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 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 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 36.01 Underlying Price 5.361 Time to expiry: 21 Days Sep 10 1.37 0.98 60.00 0| 0 0 0 400 0.96 0.99 37.48 0| 0 0 0 440 0.77 0.96 36.31 0| 0 0 0 460 0.60 0.87 42.26 0| 0 0 0 480 0.29 0.65 37.51 0| 0 0 0 520 0.17 0.49 35.64 0| 0 0 0 540 0.09 0.32 34.75 0| 0 120 0 560 0.05 0.20 36.57 0| 0 0 0 580 0.02 0.11 35.83 0| 0 30 0 600 0.01 0.06 36.97 0| 0 0 0 620 0.01 0.04 39.64 0| 0 0 0 640 0.01 0.02 41.04 0| 0 0 0 660 0.01 0.01 42.44 0| 0 0 0 680 0.01 0.01 43.78 0| 0 0 0 700 0.01 0.00 45.04 0| 0 50,092 0 720 0.01 0.00 47.19 0| 0 0 0 760 0.01 0.00 48.71 0| 0 2,800 0 800 0.01 0.00 49.48 0| 0 0 0 840 0.01 0.00 49.42 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 16.87 0| 0 2 0 1200 Total 0| 0 53,044 0 Indicative a-t-m Vol 37.65 Underlying Price 5.361 Time to expiry: 203 Days Mar 11 1.45 0.84 45.26 0| 0 0 0 400 1.15 0.77 42.61 0| 0 0 0 440 0.87 0.68 40.03 0| 0 0 0 480 0.64 0.58 38.29 0| 0 0 0 520 0.45 0.47 36.70 0| 0 0 0 560 0.30 0.36 34.97 0| 0 0 0 600 0.19 0.26 33.89 0| 0 1,000 0 640 0.12 0.19 33.49 0| 0 2,040 0 680 0.07 0.13 32.65 0| 0 1,660 0 720 0.04 0.08 32.27 0| 0 0 0 760 0.03 0.06 32.74 0| 0 200 0 800 0.01 0.03 31.69 0| 0 0 0 840 0.01 0.02 31.47 0| 0 0 0 880 0.01 0.01 31.22 0| 0 10 0 960 0.01 0.00 31.00 0| 0 0 0 1000 0.01 0.00 31.34 0| 0 0 0 1200 0.01 0.00 31.95 0| 0 0 0 1400 Total 0| 0 4,910 0 Indicative a-t-m Vol 37.83 Underlying Price 5.361 Time to expiry: 385 Days Sep 11 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.85 0.84 46.98 0| 0 0 0 360 1.55 0.79 44.56 0| 0 0 0 400 1.28 0.73 42.32 0| 0 0 0 440 1.03 0.66 40.28 0| 0 0 0 480 0.62 0.50 36.78 0| 0 0 0 560 0.46 0.42 35.26 0| 0 0 0 600 0.35 0.34 34.36 0| 0 0 0 640 0.16 0.20 31.48 0| 0 1,600 0 720 0.06 0.10 28.83 0| 0 0 0 800 0.02 0.04 27.56 0| 0 0 0 880 0.01 0.01 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 38.43 Underlying Price 5.361 Time to expiry: 567 Days Mar 12 1.91 0.82 47.27 0| 0 0 0 360 1.63 0.77 44.73 0| 0 0 0 400 1.38 0.71 42.33 0| 0 0 0 440 1.15 0.65 40.50 0| 0 0 0 480 0.76 0.52 37.54 0| 0 0 0 560 0.59 0.45 35.71 0| 0 0 0 600 0.46 0.38 34.44 0| 0 0 0 640 0.26 0.26 31.73 0| 0 0 0 720 0.12 0.15 28.94 0| 0 0 0 800 0.02 0.04 27.46 0| 0 0 0 1000 0.01 0.01 28.70 0| 0 0 0 1200 0.01 0.00 28.64 0| 0 200 0 1400 Total 0| 0 200 0 Indicative a-t-m Vol 37.83 Underlying Price 5.361 Time to expiry: 756 Days Sep 12 1.69 0.75 44.44 0| 0 0 0 400 1.20 0.65 39.45 0| 0 0 0 480 0.85 0.53 37.13 0| 0 0 0 560 0.68 0.47 35.30 0| 0 19 0 600 0.55 0.41 34.33 0| 0 0 0 640 0.32 0.29 31.33 0| 0 0 0 720 0.18 0.19 29.09 0| 0 0 0 800 0.02 0.03 29.04 0| 0 0 0 1200 Total 0| 0 19 0 Indicative a-t-m Vol 37.97 Underlying Price 5.361 Time to expiry: 931 Days Mar 13 2.24 0.83 48.99 0| 0 0 0 320 1.74 0.75 44.94 0| 0 0 0 400 1.27 0.65 39.93 0| 0 0 0 480 0.92 0.54 37.13 0| 0 0 0 560 0.77 0.49 36.23 0| 0 0 0 600 0.64 0.43 34.80 0| 0 0 0 640 Equity Options 21:21 Business Day Fri 27 Aug 2010 Previous Business Day Thu 26 Aug 2010 Page 98 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price |