Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 38.48 Underlying Price 32.105 Time to expiry: 18 Days Sep 10 14.11 1.00 68.00 0| 0 0 0 1800 12.11 1.00 62.12 0| 0 0 0 2000 10.11 1.00 56.57 0| 0 0 0 2200 8.12 0.99 52.04 0| 0 0 0 2400 6.17 0.96 53.33 0| 0 15 0 2600 4.25 0.91 45.83 0| 0 40 0 2800 3.40 0.85 46.20 0| 0 0 0 2900 2.56 0.77 43.30 0| 0 5,151 0 3000 1.81 0.67 40.73 0| 0 1,030 0 3100 1.18 0.53 38.57 0| 0 2,962 0 3200 0.73 0.39 37.74 0| 0 137 0 3300 0.40 0.26 36.34 0| 2,001 12,209 +1,521 3400 0.19 0.15 34.96 0| 3 3,831 0 3500 0.08 0.07 33.87 0| 2 14,091 -2 3600 0.04 0.04 40.20 0| 0 4,970 0 3800 0.03 0.02 47.94 0| 0 4,418 0 4000 0.01 0.00 37.27 0| 0 309 0 4200 0.01 0.00 37.34 0| 0 131 0 4400 0.01 0.00 38.06 0| 0 228 0 4800 0.01 0.00 40.00 0| 0 200 0 5600 Total 0| 2,006 49,722 +1,519 Indicative a-t-m Vol 39.58 Underlying Price 32.105 Time to expiry: 46 Days Oct 10 6.48 0.89 52.70 0| 0 0 0 2600 4.72 0.82 47.41 0| 0 0 0 2800 3.17 0.70 43.36 0| 0 0 0 3000 2.49 0.62 41.42 0| 0 0 0 3100 1.89 0.54 39.76 0| 0 120 0 3200 1.37 0.45 38.11 0| 0 120 0 3300 0.99 0.36 37.39 0| 0 75 0 3400 0.67 0.28 36.27 0| 0 53 0 3500 0.51 0.44 0.20 35.56 0.51 0.51 1| 0 2 0 3600 0.17 0.10 34.27 0| 0 39 0 3800 0.07 0.04 34.83 0| 0 2 0 4000 0.02 0.02 34.00 0| 0 4 0 4200 Total 1| 0 415 0 Indicative a-t-m Vol 40.57 Underlying Price 32.105 Time to expiry: 81 Days Nov 10 6.86 0.84 50.60 0| 0 0 0 2600 5.22 0.77 46.79 0| 0 0 0 2800 3.76 0.67 43.39 0| 0 59 0 3000 3.13 0.61 42.22 0| 0 0 0 3100 2.54 0.55 40.78 0| 0 0 0 3200 2.00 0.48 38.94 0| 0 0 0 3300 1.57 0.41 38.07 0| 0 0 0 3400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.90 0.28 36.30 0| 0 0 0 3600 0.47 0.18 34.82 0| 0 0 0 3800 0.23 0.10 33.87 0| 0 0 0 4000 Total 0| 0 59 0 Indicative a-t-m Vol 40.60 Underlying Price 32.105 Time to expiry: 109 Days Dec 10 24.14 1.00 96.00 0| 0 0 0 800 22.16 0.99 93.46 0| 0 0 0 1000 20.20 0.99 88.03 0| 0 0 0 1200 18.25 0.98 81.71 0| 0 0 0 1400 16.32 0.97 75.33 0| 0 0 0 1600 14.40 0.96 69.27 0| 0 0 0 1800 12.50 0.94 63.67 0| 0 1,080 0 2000 10.65 0.91 58.60 0| 0 0 0 2200 8.89 0.87 54.82 0| 0 291 0 2400 7.14 0.82 49.71 0| 0 121 0 2600 5.55 0.75 45.95 0| 0 2,535 0 2800 4.17 4.15 0.66 43.13 4.17 4.13 60| 0 2,293 0 3000 2.94 0.56 40.73 0| 0 10,212 0 3200 1.97 0.44 38.41 0| 0 4,936 0 3400 1.22 0.32 36.54 0| 0 9,368 0 3600 0.85 0.73 0.22 35.26 0.85 0.85 1| 0 7,341 0 3800 0.47 0.39 0.14 33.68 0.47 0.47 20| 0 7,143 0 4000 0.20 0.08 32.58 0| 0 2,303 0 4200 0.09 0.04 31.81 0| 0 791 0 4400 0.02 0.01 30.96 0| 0 518 0 4800 0.01 0.00 31.56 0| 0 3,257 0 5600 0.01 0.00 32.81 0| 0 729 0 6000 0.01 0.00 34.57 0| 0 390 0 6400 0.01 0.00 38.00 0| 0 150 0 7000 Total 81| 0 53,458 0 Indicative a-t-m Vol 41.00 Underlying Price 32.105 Time to expiry: 200 Days Mar 11 14.72 0.93 62.00 0| 0 0 0 1800 12.92 0.91 58.03 0| 0 0 0 2000 11.18 0.88 54.39 0| 0 0 0 2200 9.51 0.84 51.03 0| 0 0 0 2400 7.93 0.78 48.08 0| 0 0 0 2600 6.47 0.72 45.43 0| 0 71 0 2800 5.16 0.65 43.17 0| 0 84 0 3000 4.00 0.57 41.12 0| 0 1,330 0 3200 2.97 0.49 38.89 0| 0 185 0 3400 2.15 0.40 37.27 0| 0 119 0 3600 1.52 0.32 35.92 0| 0 78 0 3800 1.05 0.24 34.97 0| 0 1,027 0 4000 0.44 0.12 32.87 0| 0 3,091 0 4400 0.17 0.06 31.57 0| 0 104 0 4800 0.02 0.01 30.50 0| 0 105 0 5600 Total 0| 0 6,194 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 40.99 Underlying Price 32.105 Time to expiry: 291 Days Jun 11 24.21 0.99 78.00 0| 0 0 0 800 22.29 0.99 73.45 0| 0 0 0 1000 20.39 0.98 69.01 0| 0 0 0 1200 18.52 0.96 64.86 0| 0 0 0 1400 16.70 0.94 61.07 0| 0 0 0 1600 14.92 0.92 57.62 0| 0 0 0 1800 13.18 0.89 54.48 0| 0 0 0 2000 11.51 0.86 51.63 0| 0 0 0 2200 9.94 0.82 49.04 0| 0 0 0 2400 7.08 0.71 44.44 0| 0 0 0 2800 5.83 0.65 42.63 0| 0 0 0 3000 4.73 0.58 41.11 0| 0 25 0 3200 3.69 0.51 38.98 0| 0 41 0 3400 2.84 0.43 37.42 0| 0 154 0 3600 2.16 0.36 36.23 0| 0 0 0 3800 1.61 0.30 35.14 0| 0 21 0 4000 0.79 0.18 32.77 0| 0 0 0 4400 0.35 0.09 30.89 0| 0 0 0 4800 0.01 0.01 26.89 0| 0 0 0 6000 Total 0| 0 241 0 Indicative a-t-m Vol 41.24 Underlying Price 32.105 Time to expiry: 473 Days Dec 11 22.49 0.97 70.00 0| 0 0 0 1000 20.70 0.96 66.29 0| 0 0 0 1200 18.92 0.94 62.08 0| 0 0 0 1400 17.19 0.92 58.37 0| 0 0 0 1600 15.52 0.90 55.11 0| 0 0 0 1800 13.89 0.87 52.25 0| 0 0 0 2000 12.35 0.83 49.69 0| 0 0 0 2200 10.91 0.80 47.66 0| 0 0 0 2400 8.27 0.71 43.96 0| 0 3,000 0 2800 6.06 0.60 41.29 0| 0 4,500 0 3200 4.35 0.50 39.28 0| 0 3,850 0 3600 3.03 0.39 37.83 0| 0 42 0 4000 1.42 0.23 36.20 0| 0 1,326 0 4800 0.51 0.10 36.00 0| 0 110 0 6000 Total 0| 0 12,828 0 Indicative a-t-m Vol 43.42 Underlying Price 32.105 Time to expiry: 655 Days Jun 12 17.72 0.91 58.51 0| 0 0 0 1600 14.75 0.85 54.20 0| 0 0 0 2000 13.38 0.82 52.32 0| 0 0 0 2200 12.00 0.79 50.27 0| 0 0 0 2400 9.62 0.71 47.28 0| 0 0 0 2800 7.36 0.63 43.51 0| 0 0 0 3200 5.42 0.53 40.21 0| 0 0 0 3600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.86 0.43 37.53 0| 0 0 0 4000 1.97 0.27 35.05 0| 0 0 0 4800 0.80 0.13 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.21 Underlying Price 32.105 Time to expiry: 844 Days Dec 12 21.32 0.94 64.62 0| 0 0 0 1200 18.22 0.90 58.21 0| 0 0 0 1600 15.43 0.85 54.06 0| 0 0 0 2000 12.86 0.79 50.43 0| 0 0 0 2400 10.54 0.72 47.28 0| 0 0 0 2800 8.27 0.64 43.30 0| 0 0 0 3200 6.33 0.55 40.15 0| 0 0 0 3600 4.67 0.47 37.24 0| 0 0 0 4000 3.49 0.39 35.72 0| 0 500 0 4400 2.59 0.31 34.57 0| 0 0 0 4800 1.35 0.19 34.98 0| 0 0 0 6000 Total 0| 0 500 0 Indicative a-t-m Vol 42.62 Underlying Price 32.105 Time to expiry: 1026 Days Jun 13 15.84 0.85 54.19 0| 0 0 0 2000 13.36 0.79 50.44 0| 0 0 0 2400 8.76 0.65 42.70 0| 0 0 0 3200 6.89 0.57 39.92 0| 0 0 0 3600 5.27 0.49 37.38 0| 0 0 0 4000 3.09 0.35 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 42.54 Underlying Price 32.105 Time to expiry: 1208 Days Dec 13 21.76 0.93 64.62 0| 0 0 0 1200 18.89 0.89 58.21 0| 0 0 0 1600 16.41 0.84 54.61 0| 0 0 0 2000 13.99 0.79 50.52 0| 0 0 0 2400 9.44 0.66 42.61 0| 0 0 0 3200 5.95 0.51 37.39 0| 0 0 0 4000 3.78 0.38 34.83 0| 0 0 0 4800 2.20 0.25 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.44 Underlying Price 32.105 Time to expiry: 1572 Days Dec 14 19.29 0.89 58.13 0| 0 0 0 1600 16.99 0.85 54.54 0| 0 0 0 2000 14.69 0.80 50.57 0| 0 0 0 2400 10.32 0.68 42.51 0| 0 0 0 3200 6.85 0.55 37.21 0| 0 0 0 4000 4.53 0.42 34.22 0| 0 0 0 4800 2.88 0.30 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 82| 2,006 123,417 +1,519 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 38.48 Underlying Price 32.105 Time to expiry: 18 Days Sep 10 0.01 0.00 68.00 0| 0 0 0 1800 0.01 0.00 62.12 0| 0 0 0 2000 0.01 0.00 56.57 0| 0 420 0 2200 0.01 -0.01 52.04 0| 0 352 0 2400 0.06 -0.04 53.33 0| 0 5,216 0 2600 0.14 -0.09 45.83 0| 0 3,538 0 2800 0.28 -0.15 46.20 0| 0 1 0 2900 0.45 -0.23 43.30 0| 0 538 0 3000 0.70 -0.33 40.73 0| 0 2,561 0 3100 1.07 -0.47 38.57 0| 0 6,302 0 3200 1.62 -0.61 37.74 0| 0 3,800 0 3300 2.29 -0.74 36.34 0| 0 1,826 0 3400 3.08 -0.85 34.96 0| 0 10 0 3500 3.97 -0.93 33.87 0| 0 7,027 0 3600 5.93 -0.96 40.20 0| 0 368 0 3800 7.92 -0.98 47.94 0| 0 264 0 4000 9.90 -1.00 37.27 0| 0 76 0 4200 11.90 -1.00 37.34 0| 0 0 0 4400 15.90 -1.00 38.06 0| 0 0 0 4800 23.90 -1.00 40.00 0| 0 0 0 5600 Total 0| 0 32,299 0 Indicative a-t-m Vol 39.58 Underlying Price 32.105 Time to expiry: 46 Days Oct 10 0.36 -0.11 52.70 0| 0 0 0 2600 0.60 -0.18 47.41 0| 0 1 0 2800 1.05 -0.30 43.36 0| 0 1,500 0 3000 1.36 -0.38 41.42 0| 0 0 0 3100 1.76 -0.46 39.76 0| 0 1,520 0 3200 2.24 -0.55 38.11 0| 0 101 0 3300 2.86 -0.64 37.39 0| 0 40 0 3400 3.54 -0.72 36.27 0| 0 0 0 3500 4.32 -0.80 35.56 0| 0 0 0 3600 6.05 -0.91 34.27 0| 0 0 0 3800 7.95 -0.96 34.83 0| 0 0 0 4000 9.90 -0.99 34.00 0| 0 0 0 4200 Total 0| 0 3,162 0 Indicative a-t-m Vol 40.57 Underlying Price 32.105 Time to expiry: 81 Days Nov 10 0.60 0.71 -0.16 50.60 0.64 0.60 70| 26 26 +26 2600 1.07 -0.23 46.79 0| 0 0 0 2800 1.61 -0.33 43.39 0| 0 0 0 3000 1.98 -0.39 42.22 0| 0 0 0 3100 2.39 -0.45 40.78 0| 0 0 0 3200 2.84 -0.52 38.94 0| 0 0 0 3300 3.42 -0.59 38.07 0| 0 0 0 3400 4.75 -0.72 36.30 0| 0 0 0 3600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.31 -0.83 34.82 0| 0 0 0 3800 8.08 -0.90 33.87 0| 0 0 0 4000 Total 70| 26 26 +26 Indicative a-t-m Vol 40.60 Underlying Price 32.105 Time to expiry: 109 Days Dec 10 0.01 0.00 96.00 0| 0 0 0 800 0.03 -0.01 93.46 0| 0 230 0 1000 0.07 -0.01 88.03 0| 0 100 0 1200 0.11 -0.02 81.71 0| 0 413 0 1400 0.17 -0.03 75.33 0| 0 150 0 1600 0.25 -0.04 69.27 0| 0 3,024 0 1800 0.35 -0.06 63.67 0| 0 6,055 0 2000 0.49 -0.09 58.60 0| 0 727 0 2200 0.72 -0.13 54.82 0| 0 8,350 0 2400 0.87 0.97 -0.18 49.71 0.87 0.87 20| 0 5,158 0 2600 1.38 -0.25 45.95 0| 0 10,153 0 2800 1.97 -0.34 43.13 0| 0 11,154 -1,550 3000 2.76 -0.45 40.73 0| 0 24,753 0 3200 3.78 -0.56 38.41 0| 0 6,250 0 3400 5.04 -0.68 36.54 0| 0 4,574 0 3600 6.55 -0.78 35.26 0| 0 363 0 3800 8.21 -0.87 33.68 0| 0 1,834 0 4000 10.03 -0.93 32.58 0| 0 125 0 4200 11.94 -0.97 31.81 0| 0 51 0 4400 15.90 -1.00 30.96 0| 0 20 0 4800 23.90 -1.00 31.56 0| 0 50 0 5600 27.90 -1.00 32.81 0| 0 60 0 6000 31.90 -1.00 34.57 0| 0 20 0 6400 37.90 -1.00 38.00 0| 0 10 0 7000 Total 20| 0 83,624 -1,550 Indicative a-t-m Vol 41.00 Underlying Price 32.105 Time to expiry: 200 Days Mar 11 0.53 -0.07 62.00 0| 0 226 0 1800 0.73 -0.09 58.03 0| 0 63 0 2000 0.98 -0.13 54.39 0| 0 160 0 2200 1.30 -0.17 51.03 0| 0 855 0 2400 1.71 -0.22 48.08 0| 1,000 1,150 +1,000 2600 2.24 -0.28 45.43 0| 0 297 0 2800 2.92 -0.35 43.17 0| 0 173 0 3000 3.76 -0.43 41.12 0| 1,000 3,063 +900 3200 4.72 -0.52 38.89 0| 0 208 0 3400 5.91 -0.60 37.27 0| 0 143 0 3600 7.27 -0.69 35.92 0| 0 1 0 3800 8.80 -0.76 34.97 0| 0 141 0 4000 12.19 -0.88 32.87 0| 0 0 0 4400 15.95 -0.96 31.57 0| 0 1 0 4800 23.90 -1.00 30.50 0| 0 0 0 5600 Total 0| 2,000 6,481 +1,900 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 40.99 Underlying Price 32.105 Time to expiry: 291 Days Jun 11 0.09 -0.01 78.00 0| 0 0 0 800 0.17 -0.02 73.45 0| 0 0 0 1000 0.27 -0.03 69.01 0| 0 0 0 1200 0.40 -0.04 64.86 0| 0 0 0 1400 0.57 -0.06 61.07 0| 0 10 0 1600 0.79 -0.08 57.62 0| 0 50 0 1800 1.06 -0.11 54.48 0| 0 110 0 2000 1.38 -0.15 51.63 0| 0 0 0 2200 1.81 -0.19 49.04 0| 0 51 0 2400 2.94 -0.29 44.44 0| 0 29 0 2800 3.69 -0.36 42.63 0| 0 40 0 3000 4.58 -0.42 41.11 0| 0 40 0 3200 5.53 -0.50 38.98 0| 0 17 0 3400 6.68 -0.57 37.42 0| 0 65 0 3600 7.99 -0.64 36.23 0| 0 34 0 3800 9.42 -0.71 35.14 0| 0 194 0 4000 12.59 -0.82 32.77 0| 0 0 0 4400 16.12 -0.91 30.89 0| 0 0 0 4800 27.90 -1.00 26.89 0| 0 0 0 6000 Total 0| 0 640 0 Indicative a-t-m Vol 41.24 Underlying Price 32.105 Time to expiry: 473 Days Dec 11 0.42 -0.03 70.00 0| 0 0 0 1000 0.62 -0.05 66.29 0| 0 0 0 1200 0.82 -0.06 62.08 0| 0 50 0 1400 1.07 -0.08 58.37 0| 0 7,502 0 1600 1.38 -0.11 55.11 0| 0 150 0 1800 1.72 -0.13 52.25 0| 0 50 0 2000 2.16 -0.17 49.69 0| 0 0 0 2200 2.69 -0.21 47.66 0| 0 2,000 0 2400 4.00 -0.30 43.96 0| 0 3,000 0 2800 5.75 -0.40 41.29 0| 0 2,005 0 3200 7.99 -0.51 39.28 0| 0 3,355 0 3600 10.65 -0.62 37.83 0| 0 0 0 4000 17.00 -0.79 36.20 0| 0 10 0 4800 28.07 -0.93 36.00 0| 0 0 0 6000 Total 0| 0 18,122 0 Indicative a-t-m Vol 43.42 Underlying Price 32.105 Time to expiry: 655 Days Jun 12 1.71 -0.10 58.51 0| 0 0 0 1600 2.69 -0.15 54.20 0| 0 0 0 2000 3.30 -0.19 52.32 0| 0 0 0 2200 3.90 -0.22 50.27 0| 0 0 0 2400 5.46 -0.30 47.28 0| 0 0 0 2800 7.15 -0.38 43.51 0| 0 0 0 3200 9.15 -0.48 40.21 0| 0 0 0 3600 11.52 -0.57 37.53 0| 0 0 0 4000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.51 -0.74 35.05 0| 0 0 0 4800 28.23 -0.89 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.21 Underlying Price 32.105 Time to expiry: 844 Days Dec 12 1.42 -0.07 64.62 0| 0 0 0 1200 2.24 -0.11 58.21 0| 0 0 0 1600 3.37 -0.16 54.06 0| 0 0 0 2000 4.71 -0.22 50.43 0| 0 500 0 2400 6.30 -0.29 47.28 0| 0 0 0 2800 7.92 -0.37 43.30 0| 0 0 0 3200 9.89 -0.45 40.15 0| 0 0 0 3600 12.14 -0.54 37.24 0| 0 0 0 4000 14.88 -0.62 35.72 0| 0 0 0 4400 17.91 -0.70 34.57 0| 0 1 0 4800 28.53 -0.84 34.98 0| 0 0 0 6000 Total 0| 0 501 0 Indicative a-t-m Vol 42.62 Underlying Price 32.105 Time to expiry: 1026 Days Jun 13 4.04 -0.16 54.19 0| 0 0 0 2000 5.45 -0.22 50.44 0| 0 0 0 2400 8.59 -0.36 42.70 0| 0 0 0 3200 10.60 -0.44 39.92 0| 0 0 0 3600 12.84 -0.52 37.38 0| 0 0 0 4000 18.38 -0.66 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 42.54 Underlying Price 32.105 Time to expiry: 1208 Days Dec 13 2.20 -0.08 64.62 0| 0 0 0 1200 3.21 -0.12 58.21 0| 0 0 0 1600 4.59 -0.16 54.61 0| 0 0 0 2000 6.01 -0.22 50.52 0| 0 0 0 2400 9.13 -0.35 42.61 0| 0 0 0 3200 13.30 -0.49 37.39 0| 0 0 0 4000 18.81 -0.63 34.83 0| 0 0 0 4800 28.93 -0.78 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.44 Underlying Price 32.105 Time to expiry: 1572 Days Dec 14 4.04 -0.12 58.13 0| 0 0 0 1600 5.53 -0.16 54.54 0| 0 0 0 2000 7.00 -0.21 50.57 0| 0 0 0 2400 10.12 -0.33 42.51 0| 0 0 0 3200 14.12 -0.46 37.21 0| 0 0 0 4000 19.30 -0.59 34.22 0| 0 0 0 4800 29.13 -0.74 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 90| 2,026 144,855 +376 Grand Total 172| 4,032 268,272 +1,895 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 38.48 Underlying Price 32.105 Time to expiry: 18 Days Sep 10 14.11 1.00 68.00 0| 0 0 0 1800 12.11 1.00 62.12 0| 0 0 0 2000 10.11 1.00 56.57 0| 0 32,500 0 2200 8.12 0.99 52.04 0| 0 0 0 2400 6.17 0.96 53.33 0| 0 0 0 2600 4.25 0.91 45.83 0| 0 0 0 2800 3.40 0.85 46.20 0| 0 0 0 2900 2.56 0.77 43.30 0| 0 0 0 3000 1.81 0.67 40.73 0| 0 0 0 3100 1.18 0.53 38.57 0| 0 90 0 3200 0.73 0.39 37.74 0| 0 0 0 3300 0.40 0.26 36.34 0| 0 400 0 3400 0.19 0.15 34.96 0| 0 0 0 3500 0.08 0.07 33.87 0| 0 400 0 3600 0.04 0.04 40.20 0| 0 400 0 3800 0.03 0.02 47.94 0| 0 20 0 4000 0.01 0.00 37.27 0| 0 0 0 4200 0.01 0.00 37.34 0| 0 702 0 4400 0.01 0.00 38.06 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 41.00 Underlying Price 32.105 Time to expiry: 200 Days Mar 11 20.28 0.98 74.96 0| 0 0 0 1200 18.38 0.97 70.64 0| 0 0 0 1400 16.51 0.95 66.23 0| 0 0 0 1600 14.68 0.93 62.00 0| 0 0 0 1800 12.89 0.91 58.03 0| 0 0 0 2000 11.15 0.87 54.39 0| 0 0 0 2200 9.48 0.83 51.03 0| 0 0 0 2400 7.90 0.78 48.08 0| 0 0 0 2600 6.44 0.72 45.43 0| 0 0 0 2800 5.13 0.65 43.17 0| 0 0 0 3000 3.98 0.57 41.12 0| 0 0 0 3200 2.95 0.48 38.89 0| 0 0 0 3400 2.14 0.40 37.27 0| 0 6 0 3600 1.51 0.31 35.92 0| 0 0 0 3800 1.05 0.24 34.97 0| 0 0 0 4000 0.44 0.12 32.87 0| 0 15 0 4400 0.17 0.06 31.57 0| 0 0 0 4800 0.02 0.01 30.50 0| 0 0 0 5600 0.01 0.00 30.60 0| 0 0 0 6000 Total 0| 0 21 0 Indicative a-t-m Vol 42.15 Underlying Price 32.105 Time to expiry: 382 Days Sep 11 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.71 0.87 56.44 0| 0 0 0 2000 10.80 0.79 52.37 0| 0 0 0 2400 7.96 0.70 46.55 0| 0 0 0 2800 5.55 0.59 42.25 0| 0 0 0 3200 3.66 0.47 38.73 0| 0 0 0 3600 2.31 0.35 36.60 0| 0 30 0 4000 0.78 0.16 33.29 0| 0 47 0 4800 0.23 0.05 34.23 0| 0 0 0 6000 Total 0| 0 77 0 Indicative a-t-m Vol 42.21 Underlying Price 32.105 Time to expiry: 564 Days Mar 12 14.72 0.85 56.49 0| 0 0 0 2000 11.96 0.79 52.45 0| 0 0 0 2400 9.10 0.71 46.06 0| 0 0 0 2800 6.79 0.62 42.31 0| 0 0 0 3200 4.82 0.51 38.70 0| 0 0 0 3600 3.36 0.41 36.54 0| 0 3 0 4000 1.34 0.22 32.30 0| 0 0 0 4800 Total 0| 0 3 0 Total Calls 0| 0 34,982 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 38.48 Underlying Price 32.105 Time to expiry: 18 Days Sep 10 0.01 0.00 68.00 0| 0 0 0 1800 0.01 0.00 62.12 0| 0 0 0 2000 0.01 0.00 56.57 0| 0 33,740 0 2200 0.01 -0.01 52.04 0| 0 1,106 0 2400 0.06 -0.04 53.33 0| 0 0 0 2600 0.14 -0.09 45.83 0| 0 260 0 2800 0.28 -0.15 46.20 0| 0 0 0 2900 0.45 -0.23 43.30 0| 0 50 0 3000 0.70 -0.33 40.73 0| 0 0 0 3100 1.07 -0.47 38.57 0| 0 45 0 3200 1.62 -0.61 37.74 0| 0 0 0 3300 2.29 -0.74 36.34 0| 0 0 0 3400 3.08 -0.85 34.96 0| 0 0 0 3500 3.97 -0.93 33.87 0| 0 0 0 3600 5.93 -0.96 40.20 0| 0 500 0 3800 7.92 -0.98 47.94 0| 0 785 0 4000 9.89 -1.00 37.27 0| 0 0 0 4200 11.88 -1.00 37.34 0| 0 35 0 4400 15.88 -1.00 38.06 0| 0 0 0 4800 23.88 -1.00 40.00 0| 0 0 0 5600 Total 0| 0 36,521 0 Indicative a-t-m Vol 41.00 Underlying Price 32.105 Time to expiry: 200 Days Mar 11 0.16 -0.02 74.96 0| 0 0 0 1200 0.25 -0.03 70.64 0| 0 0 0 1400 0.37 -0.05 66.23 0| 0 0 0 1600 0.53 -0.07 62.00 0| 0 0 0 1800 0.73 -0.09 58.03 0| 0 239 0 2000 0.98 -0.13 54.39 0| 0 0 0 2200 1.30 -0.17 51.03 0| 0 659 0 2400 1.71 -0.22 48.08 0| 0 750 0 2600 2.24 -0.28 45.43 0| 0 20 0 2800 2.92 -0.35 43.17 0| 0 0 0 3000 3.76 -0.43 41.12 0| 0 8 0 3200 4.72 -0.52 38.89 0| 0 0 0 3400 5.90 -0.60 37.27 0| 0 400 0 3600 7.26 -0.69 35.92 0| 0 0 0 3800 8.78 -0.76 34.97 0| 0 0 0 4000 12.15 -0.88 32.87 0| 0 0 0 4400 15.86 -0.94 31.57 0| 0 0 0 4800 23.68 -0.99 30.50 0| 0 0 0 5600 27.64 -1.00 30.60 0| 0 0 0 6000 Total 0| 0 2,076 0 Indicative a-t-m Vol 42.15 Underlying Price 32.105 Time to expiry: 382 Days Sep 11 1.61 -0.13 56.44 0| 0 0 0 2000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.65 -0.21 52.37 0| 0 0 0 2400 3.76 -0.30 46.55 0| 0 30 0 2800 5.31 -0.41 42.25 0| 0 0 0 3200 7.36 -0.53 38.73 0| 0 40 0 3600 9.96 -0.65 36.60 0| 0 0 0 4000 16.34 -0.84 33.29 0| 0 0 0 4800 27.64 -0.95 34.23 0| 0 0 0 6000 Total 0| 0 70 0 Indicative a-t-m Vol 42.21 Underlying Price 32.105 Time to expiry: 564 Days Mar 12 2.47 -0.15 56.49 0| 0 0 0 2000 3.64 -0.21 52.45 0| 0 0 0 2400 4.70 -0.29 46.06 0| 0 0 0 2800 6.32 -0.38 42.31 0| 0 0 0 3200 8.26 -0.49 38.70 0| 0 0 0 3600 10.73 -0.59 36.54 0| 0 0 0 4000 16.56 -0.78 32.30 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 38,667 0 Grand Total 0| 0 73,649 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 34.08 Underlying Price 18.890 Time to expiry: 18 Days Sep 10 5.89 1.00 39.95 0| 0 0 0 1300 4.89 1.00 38.86 0| 0 0 0 1400 3.90 1.00 37.81 0| 0 0 0 1500 2.91 0.98 36.79 0| 0 0 0 1600 1.96 0.91 35.82 0| 0 0 0 1700 1.14 0.74 34.89 0| 0 0 0 1800 0.80 0.62 34.31 0| 0 0 0 1850 0.54 0.49 34.01 0| 0 0 0 1900 0.32 0.35 32.55 0| 0 0 0 1950 0.19 0.24 33.17 0| 0 0 0 2000 0.10 0.15 32.77 0| 0 0 0 2050 0.05 0.08 32.38 0| 6 6 +6 2100 0.02 0.04 32.01 0| 0 0 0 2150 0.06 0.01 0.02 31.64 0.06 0.06 6| 0 273 0 2200 0.01 0.01 31.28 0| 0 0 0 2250 0.01 0.00 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| 6 282 +6 Indicative a-t-m Vol 34.99 Underlying Price 18.890 Time to expiry: 46 Days Oct 10 3.03 0.90 38.50 0| 0 0 0 1600 2.19 0.81 37.39 0| 0 0 0 1700 1.47 0.67 36.15 0| 0 0 0 1800 1.16 0.59 35.51 0| 0 0 0 1850 0.90 0.51 34.85 0| 0 0 0 1900 0.67 0.42 34.26 0| 0 0 0 1950 0.49 0.34 33.79 0| 0 0 0 2000 0.34 0.27 33.09 0| 0 0 0 2050 0.23 0.20 32.37 0| 0 0 0 2100 0.15 0.14 32.02 0| 0 0 0 2150 0.10 0.10 31.60 0| 0 0 0 2200 0.03 0.04 30.73 0| 0 0 0 2300 0.01 0.01 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 36.10 Underlying Price 18.890 Time to expiry: 81 Days Nov 10 3.29 0.83 41.75 0| 0 0 0 1600 2.51 0.75 39.68 0| 0 0 0 1700 1.83 0.64 37.73 0| 0 0 0 1800 1.52 0.59 36.83 0| 0 0 0 1850 1.24 0.52 35.89 0| 0 0 0 1900 1.00 0.46 35.04 0| 0 0 0 1950 0.80 0.40 34.57 0| 0 0 0 2000 0.45 0.27 32.36 0| 0 0 0 2100 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.25 0.17 31.55 0| 0 0 0 2200 0.12 0.10 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 36.98 Underlying Price 18.890 Time to expiry: 109 Days Dec 10 10.94 0.99 73.91 0| 0 0 0 800 7.08 0.94 58.39 0| 0 0 0 1200 6.15 0.92 54.50 0| 0 0 0 1300 5.25 0.89 50.84 0| 0 0 0 1400 4.37 0.85 47.45 0| 0 0 0 1500 3.54 0.79 44.34 0| 0 0 0 1600 2.77 0.72 41.52 0| 0 0 0 1700 2.08 0.64 38.99 0| 0 0 0 1800 1.49 0.53 36.73 0| 0 0 0 1900 1.03 0.43 35.19 0| 0 0 0 2000 0.61 0.31 32.35 0| 0 0 0 2100 0.38 0.22 31.51 0| 0 0 0 2200 0.20 0.14 30.25 0| 0 0 0 2300 0.11 0.08 29.42 0| 0 4 0 2400 0.02 0.02 27.74 0| 0 250 0 2600 0.01 0.00 27.01 0| 0 0 0 2800 Total 0| 0 254 0 Indicative a-t-m Vol 35.01 Underlying Price 18.890 Time to expiry: 200 Days Mar 11 7.21 0.93 48.54 0| 0 0 0 1200 5.38 0.87 41.50 0| 0 0 0 1400 3.79 0.77 38.25 0| 0 0 0 1600 3.09 0.71 36.77 0| 0 0 0 1700 2.48 0.63 35.86 0| 0 0 0 1800 1.94 0.55 34.91 0| 0 0 0 1900 1.51 0.47 34.44 0| 0 0 0 2000 1.16 0.39 34.19 0| 0 0 0 2100 0.90 0.33 34.37 0| 0 0 0 2200 0.70 0.27 34.51 0| 0 0 0 2300 0.54 0.22 34.64 0| 0 0 0 2400 0.32 0.14 35.23 0| 0 0 0 2600 0.22 0.10 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.23 Underlying Price 18.890 Time to expiry: 291 Days Jun 11 10.99 0.99 50.06 0| 0 0 0 800 7.29 0.92 44.55 0| 0 0 0 1200 5.52 0.86 39.28 0| 0 0 0 1400 3.99 0.76 36.63 0| 0 0 0 1600 2.75 0.63 35.03 0| 0 0 0 1800 2.29 0.56 35.25 0| 0 0 0 1900 1.86 0.50 34.83 0| 0 0 0 2000 1.51 0.43 34.71 0| 0 0 0 2100 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.24 0.37 34.82 0| 0 0 0 2200 1.00 0.32 34.72 0| 0 0 0 2300 0.84 0.27 35.44 0| 0 0 0 2400 0.55 0.20 35.62 0| 0 0 0 2600 0.40 0.15 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.36 Underlying Price 18.890 Time to expiry: 473 Days Dec 11 7.49 0.89 42.95 0| 0 0 0 1200 5.88 0.83 39.49 0| 0 0 0 1400 4.45 0.74 36.66 0| 0 0 0 1600 3.32 0.63 35.34 0| 0 0 0 1800 2.49 0.52 35.39 0| 0 0 0 2000 1.52 0.40 31.00 0| 0 0 0 2200 1.05 0.30 30.88 0| 0 0 0 2400 0.64 0.17 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.74 Underlying Price 18.890 Time to expiry: 655 Days Jun 12 7.72 0.88 43.00 0| 0 0 0 1200 4.82 0.73 36.66 0| 0 0 0 1600 2.95 0.55 35.39 0| 0 0 0 2000 2.32 0.46 35.40 0| 0 0 0 2200 1.86 0.39 35.82 0| 0 0 0 2400 0.80 0.20 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Calls 6| 6 536 +6 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 34.08 Underlying Price 18.890 Time to expiry: 18 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 0.07 -0.09 35.82 0| 0 0 0 1700 0.24 -0.26 34.89 0| 0 0 0 1800 0.41 -0.38 34.31 0| 0 0 0 1850 0.64 -0.51 34.01 0| 0 0 0 1900 0.92 -0.65 32.55 0| 0 75 0 1950 1.30 -0.76 33.17 0| 0 250 0 2000 1.71 -0.85 32.77 0| 0 0 0 2050 2.16 -0.92 32.38 0| 0 10 0 2100 2.63 -0.96 32.01 0| 0 0 0 2150 3.12 -0.98 31.64 0| 0 0 0 2200 3.61 -0.99 31.28 0| 0 0 0 2250 4.11 -1.00 30.94 0| 0 175 0 2300 4.61 -1.00 30.60 0| 0 0 0 2350 5.11 -1.00 30.28 0| 0 0 0 2400 Total 0| 0 580 0 Indicative a-t-m Vol 34.99 Underlying Price 18.890 Time to expiry: 46 Days Oct 10 0.13 -0.10 38.50 0| 0 0 0 1600 0.29 -0.19 37.39 0| 0 0 0 1700 0.57 -0.33 36.15 0| 0 0 0 1800 0.76 -0.41 35.51 0| 0 0 0 1850 1.00 -0.49 34.85 0| 0 0 0 1900 1.27 -0.58 34.26 0| 0 0 0 1950 1.59 -0.66 33.79 0| 0 0 0 2000 1.94 -0.73 33.09 0| 0 0 0 2050 2.33 -0.80 32.37 0| 0 0 0 2100 2.75 -0.86 32.02 0| 0 0 0 2150 3.20 -0.90 31.60 0| 0 0 0 2200 4.13 -0.96 30.73 0| 0 0 0 2300 5.11 -0.99 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 36.10 Underlying Price 18.890 Time to expiry: 81 Days Nov 10 0.38 -0.17 41.75 0| 0 0 0 1600 0.60 -0.25 39.68 0| 0 0 0 1700 0.91 -0.36 37.73 0| 0 0 0 1800 1.10 -0.41 36.83 0| 0 0 0 1850 1.33 -0.48 35.89 0| 0 0 0 1900 1.58 -0.54 35.04 0| 0 0 0 1950 1.88 -0.60 34.57 0| 0 0 0 2000 2.53 -0.73 32.36 0| 0 0 0 2100 3.33 -0.83 31.55 0| 0 0 0 2200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.21 -0.90 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 36.98 Underlying Price 18.890 Time to expiry: 109 Days Dec 10 0.02 -0.01 71.99 0| 0 6 0 800 0.16 -0.06 58.39 0| 0 0 0 1200 0.23 -0.08 54.50 0| 0 0 0 1300 0.31 -0.11 50.48 0| 0 0 0 1400 0.44 -0.15 47.45 0| 0 0 0 1500 0.61 -0.21 44.34 0| 0 0 0 1600 0.84 -0.28 41.52 0| 0 0 0 1700 1.15 -0.37 38.99 0| 0 0 0 1800 1.55 -0.47 36.73 0| 0 0 0 1900 2.09 -0.58 35.19 0| 0 0 0 2000 2.67 -0.69 32.35 0| 0 0 0 2100 3.44 -0.79 31.51 0| 0 0 0 2200 4.27 -0.87 30.25 0| 0 0 0 2300 5.18 -0.92 29.42 0| 0 3 0 2400 7.11 -0.99 27.74 0| 0 0 0 2600 9.11 -1.00 27.01 0| 0 0 0 2800 Total 0| 0 9 0 Indicative a-t-m Vol 35.01 Underlying Price 18.890 Time to expiry: 200 Days Mar 11 0.26 -0.07 48.54 0| 0 0 0 1200 0.42 -0.13 41.50 0| 0 0 0 1400 0.82 -0.23 38.25 0| 0 0 0 1600 1.11 -0.29 36.77 0| 0 0 0 1700 1.50 -0.37 35.86 0| 0 0 0 1800 1.96 -0.45 34.91 0| 0 0 0 1900 2.52 -0.53 34.44 0| 0 0 0 2000 3.18 -0.61 34.19 0| 0 0 0 2100 3.91 -0.68 34.37 0| 0 0 0 2200 4.71 -0.74 34.51 0| 0 0 0 2300 5.55 -0.79 34.64 0| 0 0 0 2400 7.34 -0.87 35.23 0| 0 0 0 2600 9.24 -0.91 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.23 Underlying Price 18.890 Time to expiry: 291 Days Jun 11 0.06 -0.02 50.06 0| 0 0 0 800 0.40 -0.10 44.55 0| 0 0 0 1200 0.65 -0.16 39.28 0| 0 0 0 1400 1.16 -0.26 36.63 0| 0 0 0 1600 1.96 -0.39 35.03 0| 0 0 0 1800 2.52 -0.46 35.25 0| 0 0 0 1900 3.11 -0.53 34.83 0| 0 0 0 2000 3.76 -0.59 34.71 0| 0 0 0 2100 4.50 -0.65 34.82 0| 0 0 0 2200 5.27 -0.70 34.72 0| 0 0 0 2300 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.11 -0.74 35.44 0| 0 0 0 2400 7.83 -0.81 35.62 0| 0 0 0 2600 9.66 -0.86 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.36 Underlying Price 18.890 Time to expiry: 473 Days Dec 11 0.70 -0.12 42.95 0| 0 0 0 1200 1.10 -0.19 39.49 0| 0 0 0 1400 1.68 -0.28 36.66 0| 0 0 0 1600 2.54 -0.38 35.34 0| 0 0 0 1800 3.71 -0.49 35.39 0| 0 0 0 2000 4.72 -0.61 31.00 0| 0 0 0 2200 6.25 -0.71 30.88 0| 0 0 0 2400 13.78 -0.84 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.74 Underlying Price 18.890 Time to expiry: 655 Days Jun 12 1.08 -0.15 43.00 0| 0 0 0 1200 2.20 -0.29 36.66 0| 0 0 0 1600 4.31 -0.47 35.39 0| 0 0 0 2000 5.67 -0.55 35.40 0| 0 0 0 2200 7.18 -0.62 35.82 0| 0 0 0 2400 14.00 -0.81 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Puts 0| 0 589 0 Grand Total 6| 6 1,125 +6 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 37.87 Underlying Price 28.490 Time to expiry: 18 Days Sep 10 8.50 1.00 60.00 0| 0 0 0 2000 6.51 0.99 52.70 0| 0 0 0 2200 5.53 0.97 49.62 0| 0 0 0 2300 4.56 0.95 46.89 0| 0 0 0 2400 2.75 0.84 43.23 0| 26 26 +26 2600 1.94 0.74 40.76 0| 0 0 0 2700 1.27 0.60 38.94 0| 0 38 0 2800 0.73 0.43 36.75 0| 39 133 +39 2900 0.42 0.39 0.28 35.91 0.42 0.42 73| 50 2,178 +50 3000 0.23 0.18 0.16 35.34 0.23 0.23 10| 150 173 +34 3100 0.07 0.07 34.23 0| 0 6,996 0 3200 0.03 0.04 35.34 0| 0 190 0 3300 0.01 0.01 33.65 0| 0 4,786 0 3400 0.01 0.00 33.33 0| 0 4,023 0 3500 0.01 0.00 33.14 0| 0 6,638 0 3600 0.01 0.00 33.11 0| 0 3,226 0 3800 0.01 0.00 33.51 0| 0 1,188 0 4000 0.01 0.00 34.28 0| 0 7,060 0 4200 0.01 0.00 35.38 0| 0 2,101 0 4400 0.01 0.00 38.41 0| 0 2,684 0 4800 0.01 0.00 47.00 0| 0 229 0 5600 Total 83| 265 41,669 +149 Indicative a-t-m Vol 38.53 Underlying Price 28.490 Time to expiry: 46 Days Oct 10 5.75 0.90 49.26 0| 0 0 0 2300 4.85 0.87 46.61 0| 0 0 0 2400 3.22 0.75 43.03 0| 0 8 0 2600 2.50 0.67 41.37 0| 0 0 0 2700 1.86 0.58 39.31 0| 0 91 0 2800 1.38 1.32 0.48 37.73 1.38 1.29 45| 101 62 +44 2900 0.89 0.37 36.54 0| 0 600 0 3000 0.59 0.28 35.78 0| 0 42 0 3100 0.36 0.19 34.87 0| 0 95 0 3200 0.22 0.13 34.48 0| 0 114 0 3300 0.13 0.08 34.06 0| 0 1,361 0 3400 0.07 0.05 33.30 0| 0 310 0 3500 0.04 0.03 33.49 0| 0 643 0 3600 0.01 0.01 33.89 0| 0 70 0 3800 0.01 0.00 35.00 0| 0 210 0 4000 Total 45| 101 3,606 +44 Indicative a-t-m Vol 39.18 Underlying Price 28.490 Time to expiry: 81 Days Nov 10 6.05 0.86 47.58 0| 0 0 0 2300 5.24 0.82 46.59 0| 0 0 0 2400 4.45 0.77 44.93 0| 0 0 0 2500 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.72 0.71 43.47 0| 0 31 0 2600 3.03 0.65 41.51 0| 0 0 0 2700 2.42 0.58 40.06 0| 0 0 0 2800 1.85 1.86 0.50 38.26 1.85 1.85 45| 0 0 0 2900 1.39 0.42 36.85 0| 39 39 +39 3000 1.01 0.34 35.71 0| 0 60 0 3100 0.73 0.27 35.07 0| 0 42 0 3200 0.36 0.16 34.16 0| 0 44 0 3400 0.16 0.08 33.52 0| 0 77 0 3600 0.09 0.05 34.88 0| 0 0 0 3800 Total 45| 39 293 +39 Indicative a-t-m Vol 38.92 Underlying Price 28.490 Time to expiry: 109 Days Dec 10 16.58 0.99 78.00 0| 0 0 0 1200 14.10 0.98 68.85 0| 0 0 0 1454 10.61 0.94 57.73 0| 0 0 0 1817 8.93 0.91 54.16 0| 0 0 0 2000 7.34 0.87 50.41 0| 0 3,000 0 2180 5.52 0.79 46.23 0| 0 0 0 2400 4.42 0.73 43.54 0| 0 6,000 0 2544 2.76 0.58 39.93 0| 0 0 0 2800 2.13 0.51 37.72 0| 425 761 +375 2907 1.69 0.44 36.63 0| 0 895 0 3000 0.79 0.27 34.26 0| 0 5,615 0 3271 0.53 0.20 33.73 0| 0 10,811 0 3400 0.25 0.11 32.20 0| 3 3,334 0 3600 0.23 0.10 32.49 0| 0 5,201 0 3634 0.12 0.06 31.79 0| 0 4,955 0 3800 0.04 0.02 30.01 0| 0 9,756 0 3997 0.04 0.02 30.00 0| 0 5,565 0 4000 0.01 0.01 29.19 0| 0 2,550 0 4200 0.01 0.00 28.66 0| 0 3,051 0 4361 0.01 0.00 28.20 0| 0 8,082 0 4543 0.01 0.00 27.75 0| 0 1 0 4800 0.01 0.00 27.52 0| 0 1,101 0 5088 0.01 0.00 27.57 0| 0 51 0 5451 0.01 0.00 27.96 0| 0 0 0 5814 0.01 0.00 29.08 0| 0 2 0 6360 0.01 0.00 32.00 0| 0 1 0 7268 Total 0| 428 70,732 +375 Indicative a-t-m Vol 39.10 Underlying Price 28.490 Time to expiry: 200 Days Mar 11 9.39 0.87 50.71 0| 0 0 0 2000 7.75 0.82 47.69 0| 0 0 0 2200 6.22 0.76 44.65 0| 0 0 0 2400 4.81 0.68 41.75 0| 0 0 0 2600 3.61 0.59 39.60 0| 0 0 0 2800 2.58 0.49 37.55 0| 0 126 0 3000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.73 0.38 35.18 0| 0 96 0 3200 1.14 0.29 33.92 0| 0 871 0 3400 0.70 0.20 32.59 0| 0 1,183 0 3600 0.44 0.14 32.08 0| 0 903 0 3800 0.26 0.09 31.27 0| 0 1,410 0 4000 0.15 0.06 30.66 0| 0 30 0 4200 0.08 0.04 30.28 0| 0 178 0 4400 0.03 0.01 30.22 0| 0 113 0 4800 0.01 0.00 32.00 0| 0 158 0 5600 Total 0| 0 5,068 0 Indicative a-t-m Vol 39.22 Underlying Price 28.490 Time to expiry: 291 Days Jun 11 16.61 0.99 51.39 0| 0 0 0 1200 12.96 0.94 52.10 0| 0 0 0 1600 11.28 0.90 51.50 0| 0 0 0 1800 9.63 0.86 49.02 0| 0 0 0 2000 8.03 0.81 45.89 0| 0 0 0 2200 6.57 0.75 43.53 0| 0 0 0 2400 5.22 0.68 41.00 0| 0 0 0 2600 4.12 0.60 39.70 0| 0 146 0 2800 3.11 0.51 37.76 0| 0 2,000 0 3000 2.26 0.42 36.00 0| 0 75 0 3200 1.61 0.34 34.70 0| 26 31 0 3400 1.10 0.26 33.29 0| 0 103 0 3600 0.48 0.14 31.51 0| 0 285 0 4000 0.18 0.06 29.99 0| 0 276 0 4400 0.12 0.04 29.84 0| 0 5,276 0 4600 0.08 0.03 29.71 0| 0 4,173 0 4800 0.01 0.01 32.00 0| 0 50 0 6000 Total 0| 26 12,415 0 Indicative a-t-m Vol 37.57 Underlying Price 28.490 Time to expiry: 473 Days Dec 11 16.84 0.96 60.00 0| 0 0 0 1200 13.26 0.92 51.87 0| 0 0 0 1600 11.57 0.88 48.80 0| 0 0 0 1800 9.96 0.84 45.93 0| 0 0 0 2000 8.48 0.79 43.50 0| 0 0 0 2200 7.11 0.73 41.37 0| 0 0 0 2400 4.77 0.60 37.89 0| 0 0 0 2800 3.00 0.45 35.24 0| 0 3 0 3200 1.79 0.32 33.22 0| 0 4,200 0 3600 1.00 0.21 31.71 0| 0 31,000 0 4000 0.21 0.06 29.59 0| 0 27,000 0 5000 0.09 0.03 32.00 0| 0 0 0 6000 0.01 0.01 29.68 0| 0 0 0 7000 0.01 0.00 31.00 0| 0 0 0 8000 Total 0| 0 62,203 0 Indicative a-t-m Vol 41.14 Underlying Price 28.490 Time to expiry: 655 Days Jun 12 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.44 0.91 51.60 0| 0 0 0 1600 10.45 0.82 47.29 0| 0 0 0 2000 9.15 0.78 45.80 0| 0 0 0 2200 7.88 0.73 43.84 0| 0 0 0 2400 5.83 0.62 41.52 0| 0 0 0 2800 4.03 0.50 38.41 0| 0 0 0 3200 2.65 0.38 35.87 0| 0 0 0 3600 1.69 0.28 33.92 0| 0 0 0 4000 0.66 0.14 31.96 0| 0 0 0 4800 0.18 0.05 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.05 Underlying Price 28.490 Time to expiry: 844 Days Dec 12 13.60 0.90 50.14 0| 0 0 0 1600 10.76 0.82 46.50 0| 0 0 0 2000 8.40 0.72 43.79 0| 0 0 0 2400 6.41 0.62 41.39 0| 0 0 0 2800 4.67 0.52 38.60 0| 0 750 0 3200 3.29 0.42 36.31 0| 0 0 0 3600 2.34 0.33 35.10 0| 0 0 0 4000 1.10 0.19 32.83 0| 0 0 0 4800 0.39 0.08 31.57 0| 0 0 0 6000 0.09 0.02 31.50 0| 0 0 0 8000 Total 0| 0 750 0 Indicative a-t-m Vol 40.55 Underlying Price 28.490 Time to expiry: 1026 Days Jun 13 10.85 0.82 46.30 0| 0 0 0 2000 8.54 0.73 43.31 0| 0 0 0 2400 6.59 0.63 40.79 0| 0 0 0 2800 5.00 0.54 38.79 0| 0 0 0 3200 3.66 0.44 36.70 0| 0 0 0 3600 2.72 0.36 35.54 0| 0 0 0 4000 1.47 0.23 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 40.85 Underlying Price 28.490 Time to expiry: 1208 Days Dec 13 13.69 0.89 49.00 0| 0 0 0 1600 11.16 0.81 46.39 0| 0 0 0 2000 8.90 0.73 43.22 0| 0 0 0 2400 5.51 0.55 38.99 0| 0 0 0 3200 3.26 0.39 36.03 0| 0 0 0 4000 1.88 0.26 34.11 0| 0 0 0 4800 0.84 0.14 32.52 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.79 Underlying Price 28.490 Time to expiry: 1572 Days Dec 14 11.29 0.81 46.20 0| 0 0 0 2000 9.18 0.73 43.10 0| 0 0 0 2400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 24 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.99 0.57 38.99 0| 0 0 0 3200 3.74 0.42 35.76 0| 0 0 0 4000 2.33 0.30 33.94 0| 0 0 0 4800 1.28 0.19 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 173| 859 196,736 +607 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 37.87 Underlying Price 28.490 Time to expiry: 18 Days Sep 10 0.01 0.00 60.00 0| 0 200 0 2000 0.02 -0.01 52.70 0| 0 261 0 2200 0.03 -0.03 49.62 0| 0 0 0 2300 0.06 -0.05 46.89 0| 0 1,444 0 2400 0.26 -0.16 43.23 0| 187 933 +49 2600 0.45 -0.26 40.76 0| 0 0 0 2700 0.77 -0.40 38.94 0| 641 11,244 +399 2800 1.23 -0.57 36.75 0| 50 2,409 0 2900 1.89 -0.72 35.91 0| 0 5,392 0 3000 2.69 -0.84 35.34 0| 0 247 0 3100 3.39 3.58 -0.93 34.23 3.39 S 3.39 S 10| 0 5,284 0 3200 4.54 -0.96 35.34 0| 0 100 0 3300 5.52 -0.99 33.65 0| 8 2,290 -8 3400 6.51 -1.00 33.33 0| 0 1,334 0 3500 7.51 -1.00 33.14 0| 40 1,336 -40 3600 9.51 -1.00 33.11 0| 0 304 0 3800 11.51 -1.00 33.51 0| 0 30 0 4000 13.51 -1.00 34.28 0| 0 0 0 4200 15.51 -1.00 35.38 0| 0 0 0 4400 19.51 -1.00 38.41 0| 0 0 0 4800 27.51 -1.00 47.00 0| 0 0 0 5600 Total 10| 926 32,808 +400 Indicative a-t-m Vol 38.53 Underlying Price 28.490 Time to expiry: 46 Days Oct 10 0.24 -0.10 49.26 0| 76 76 +76 2300 0.34 -0.13 46.61 0| 129 141 +79 2400 0.66 0.71 -0.25 43.03 0.66 0.66 60| 392 616 +355 2600 1.00 -0.33 41.37 0| 265 265 +265 2700 1.35 -0.42 39.31 0| 114 4,416 +58 2800 1.81 -0.52 37.73 0| 201 165 +125 2900 2.39 -0.63 36.54 0| 0 2,461 0 3000 3.08 -0.72 35.78 0| 0 65 0 3100 3.86 -0.81 34.87 0| 0 139 0 3200 4.71 -0.87 34.48 0| 0 62 0 3300 5.62 -0.92 34.06 0| 0 34 0 3400 6.56 -0.95 33.30 0| 0 10 0 3500 7.53 -0.97 33.49 0| 0 0 0 3600 9.51 -0.99 33.89 0| 0 0 0 3800 11.51 -1.00 35.00 0| 0 0 0 4000 Total 60| 1,177 8,450 +958 Indicative a-t-m Vol 39.18 Underlying Price 28.490 Time to expiry: 81 Days Nov 10 0.57 0.52 -0.14 47.58 0.57 0.57 75| 0 0 0 2300 0.71 -0.19 46.59 0| 0 38 0 2400 0.92 -0.23 44.93 0| 0 0 0 2500 1.19 -0.29 43.47 0| 0 62 0 2600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.50 -0.35 41.51 0| 0 0 0 2700 1.89 -0.42 40.06 0| 67 67 +67 2800 2.32 -0.50 38.26 0| 0 40 0 2900 2.86 -0.58 36.85 0| 0 0 0 3000 3.48 -0.66 35.71 0| 0 0 0 3100 4.04 4.20 -0.73 35.07 4.04 S 4.04 S 10| 0 0 0 3200 5.83 -0.84 34.16 0| 0 0 0 3400 7.64 -0.92 33.52 0| 0 0 0 3600 9.57 -0.96 34.88 0| 0 0 0 3800 Total 85| 67 207 +67 Indicative a-t-m Vol 38.92 Underlying Price 28.490 Time to expiry: 109 Days Dec 10 0.06 -0.01 78.00 0| 0 54 0 1200 0.11 -0.02 68.85 0| 0 160 0 1454 0.24 -0.06 57.73 0| 0 139 0 1817 0.39 -0.09 54.16 0| 0 160 0 2000 0.60 -0.13 50.41 0| 0 3,242 0 2180 0.97 -0.21 46.23 0| 96 2,812 0 2400 1.25 1.30 -0.27 43.54 1.25 1.25 10| 69 1,403 +67 2544 2.20 -0.42 39.93 0| 0 14,000 0 2800 2.64 -0.49 37.72 0| 0 2,185 0 2907 2.97 3.14 -0.56 36.63 2.97 2.97 27| 0 7,166 0 3000 4.94 -0.74 34.26 0| 0 4,149 0 3271 5.98 -0.81 33.73 0| 0 5,857 0 3400 7.70 -0.90 32.20 0| 0 1,073 0 3600 8.02 -0.90 32.49 0| 0 1,237 0 3634 9.58 -0.95 31.79 0| 0 2,340 0 3800 11.49 -0.99 30.01 0| 0 20 0 3997 11.52 -0.99 30.00 0| 0 0 0 4000 13.51 -1.00 29.19 0| 0 0 0 4200 15.12 -1.00 28.66 0| 0 70 0 4361 16.94 -1.00 28.20 0| 0 60 0 4543 19.51 -1.00 27.75 0| 0 0 0 4800 22.39 -1.00 27.52 0| 0 10 0 5088 26.02 -1.00 27.57 0| 0 10 0 5451 29.65 -1.00 27.96 0| 0 10 0 5814 35.11 -1.00 29.08 0| 0 10 0 6360 44.19 -1.00 32.00 0| 0 10 0 7268 Total 37| 165 46,177 +67 Indicative a-t-m Vol 39.10 Underlying Price 28.490 Time to expiry: 200 Days Mar 11 0.82 -0.13 50.71 0| 0 605 0 2000 1.18 -0.18 47.69 0| 61 552 -48 2200 1.55 1.63 -0.24 44.65 1.55 1.55 1| 0 1,314 0 2400 2.22 -0.32 41.75 0| 0 30 0 2600 3.02 -0.41 39.60 0| 0 500 0 2800 3.98 -0.51 37.55 0| 0 1,577 0 3000 5.13 -0.62 35.18 0| 0 735 0 3200 6.54 -0.71 33.92 0| 8 647 0 3400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 27 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.09 -0.80 32.59 0| 0 78 0 3600 9.83 -0.87 32.08 0| 0 89 0 3800 11.66 -0.92 31.27 0| 0 300 0 4000 13.56 -0.96 30.66 0| 0 0 0 4200 15.52 -0.98 30.28 0| 0 0 0 4400 19.51 -1.00 30.22 0| 0 0 0 4800 27.51 -1.00 32.00 0| 0 0 0 5600 Total 1| 69 6,427 -48 Indicative a-t-m Vol 39.22 Underlying Price 28.490 Time to expiry: 291 Days Jun 11 0.11 -0.02 51.39 0| 0 464 0 1200 0.55 -0.08 52.10 0| 0 172 0 1600 0.94 -0.12 51.50 0| 0 195 0 1800 1.33 -0.17 49.02 0| 0 196 0 2000 1.77 -0.22 45.89 0| 0 97 0 2200 2.27 2.36 -0.28 43.53 2.27 2.27 200| 0 3,842 0 2400 3.06 -0.36 41.00 0| 0 0 0 2600 4.01 -0.44 39.70 0| 0 1,150 0 2800 5.04 -0.52 37.76 0| 1 5,001 +1 3000 6.24 -0.61 36.00 0| 0 1,908 0 3200 7.63 -0.69 34.70 0| 40 110 0 3400 9.14 -0.76 33.29 0| 0 146 0 3600 12.54 -0.88 31.51 0| 0 254 0 4000 16.24 -0.94 29.99 0| 0 208 0 4400 18.17 -0.96 29.84 0| 0 0 0 4600 20.12 -0.97 29.71 0| 0 0 0 4800 31.96 -0.99 32.00 0| 0 0 0 6000 Total 200| 41 13,743 +1 Indicative a-t-m Vol 37.57 Underlying Price 28.490 Time to expiry: 473 Days Dec 11 0.61 -0.06 60.00 0| 0 0 0 1200 1.11 -0.11 51.87 0| 0 0 0 1600 1.47 -0.14 48.80 0| 0 0 0 1800 1.89 -0.18 45.93 0| 0 0 0 2000 2.43 -0.23 43.50 0| 0 0 0 2200 3.08 -0.29 41.37 0| 0 0 0 2400 4.76 -0.42 37.89 0| 0 2,000 0 2800 6.99 -0.56 35.24 0| 0 1,450 0 3200 9.77 -0.69 33.22 0| 0 4,500 0 3600 12.97 -0.80 31.71 0| 0 1,850 0 4000 22.14 -0.95 29.59 0| 0 0 0 5000 31.95 -0.98 32.00 0| 0 0 0 6000 41.80 -1.00 29.68 0| 0 0 0 7000 51.70 -1.00 31.00 0| 0 0 0 8000 Total 0| 0 9,800 0 Indicative a-t-m Vol 41.14 Underlying Price 28.490 Time to expiry: 655 Days Jun 12 1.77 -0.13 51.60 0| 0 0 0 1600 2.89 -0.21 47.29 0| 0 0 0 2000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.65 -0.26 45.80 0| 0 0 0 2200 4.41 -0.31 43.84 0| 0 0 0 2400 6.40 -0.41 41.52 0| 0 0 0 2800 8.60 -0.53 38.41 0| 0 0 0 3200 11.23 -0.64 35.87 0| 0 0 0 3600 14.24 -0.74 33.92 0| 0 0 0 4000 21.11 -0.87 31.96 0| 0 0 0 4800 32.39 -0.96 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.05 Underlying Price 28.490 Time to expiry: 844 Days Dec 12 2.14 -0.14 50.14 0| 0 0 0 1600 3.39 -0.22 46.50 0| 0 0 0 2000 5.06 -0.30 43.79 0| 0 0 0 2400 7.05 -0.40 41.39 0| 0 0 0 2800 9.25 -0.50 38.60 0| 0 750 0 3200 11.81 -0.60 36.31 0| 0 1,000 0 3600 14.80 -0.68 35.10 0| 0 0 0 4000 21.40 -0.82 32.83 0| 0 0 0 4800 32.42 -0.93 31.57 0| 0 0 0 6000 51.64 -0.98 31.50 0| 0 0 0 8000 Total 0| 0 1,750 0 Indicative a-t-m Vol 40.55 Underlying Price 28.490 Time to expiry: 1026 Days Jun 13 4.09 -0.23 46.30 0| 0 0 0 2000 5.79 -0.31 43.31 0| 0 0 0 2400 7.81 -0.40 40.79 0| 0 0 0 2800 10.16 -0.49 38.79 0| 0 0 0 3200 12.73 -0.58 36.70 0| 0 0 0 3600 15.68 -0.66 35.54 0| 0 0 0 4000 22.17 -0.78 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 40.85 Underlying Price 28.490 Time to expiry: 1208 Days Dec 13 2.96 -0.16 49.00 0| 0 0 0 1600 4.52 -0.23 46.39 0| 0 0 0 2000 6.23 -0.30 43.22 0| 0 0 0 2400 10.62 -0.47 38.99 0| 0 3 0 3200 16.07 -0.62 36.03 0| 0 0 0 4000 22.37 -0.75 34.11 0| 0 0 0 4800 32.81 -0.87 32.52 0| 0 0 0 6000 Total 0| 0 3 0 Indicative a-t-m Vol 40.79 Underlying Price 28.490 Time to expiry: 1572 Days Dec 14 5.38 -0.23 46.20 0| 0 0 0 2000 7.16 -0.30 43.10 0| 0 0 0 2400 11.60 -0.45 38.99 0| 0 0 0 3200 16.88 -0.59 35.76 0| 0 0 0 4000 22.95 -0.71 33.94 0| 0 0 0 4800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 29 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 33.09 -0.82 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 393| 2,445 119,365 +1,445 Grand Total 566| 3,304 316,101 +2,052 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 38.34 Underlying Price 28.490 Time to expiry: 18 Days Sep 10 16.49 1.00 121.27 0| 0 0 0 1200 13.95 1.00 94.30 0| 0 0 0 1454 10.33 1.00 68.99 0| 0 0 0 1817 8.50 1.00 60.00 0| 0 110 0 2000 6.71 0.99 53.22 0| 0 30 0 2180 5.53 0.98 49.44 0| 0 0 0 2300 4.56 0.95 46.73 0| 0 60 0 2400 3.22 0.88 43.42 0| 0 0 0 2544 1.94 0.74 40.76 0| 0 0 0 2700 1.27 0.60 38.94 0| 0 0 0 2800 0.73 0.43 37.63 0| 0 30 0 2907 0.39 0.28 35.91 0| 0 0 0 3000 0.21 0.17 35.84 0| 0 2,500 0 3089 0.08 0.08 35.34 0| 0 0 0 3200 0.04 0.04 34.64 0| 0 6,572 0 3271 0.01 0.01 34.09 0| 0 0 0 3400 0.01 0.01 33.94 0| 0 5,000 0 3452 0.01 0.00 33.83 0| 0 1,400 0 3500 0.01 0.00 33.67 0| 0 11,378 0 3634 0.01 0.00 33.75 0| 0 32,910 0 3800 0.01 0.00 34.20 0| 0 400 0 4000 0.01 0.00 34.51 0| 0 40 0 4088 0.01 0.00 35.00 0| 0 50 0 4200 0.01 0.00 35.85 0| 0 16 0 4361 0.01 0.00 37.03 0| 0 5,176 0 4543 0.01 0.00 39.01 0| 0 5,000 0 4800 0.01 0.00 40.75 0| 0 97 0 4997 0.01 0.00 45.36 0| 0 0 0 5451 0.01 0.00 50.63 0| 0 80 0 5905 Total 0| 0 70,849 0 Indicative a-t-m Vol 39.00 Underlying Price 28.490 Time to expiry: 200 Days Mar 11 16.59 0.98 63.19 0| 0 0 0 1200 14.21 0.96 60.13 0| 0 0 0 1454 10.93 0.91 53.99 0| 0 0 0 1817 9.34 0.87 50.71 0| 0 0 0 2000 7.86 0.83 47.88 0| 0 0 0 2180 6.18 0.76 44.65 0| 0 0 0 2400 5.15 0.70 42.57 0| 0 0 0 2544 3.58 0.59 39.60 0| 0 0 0 2800 3.00 0.53 38.29 0| 0 0 0 2907 2.56 0.49 37.55 0| 0 0 0 3000 1.51 0.35 35.00 0| 0 0 0 3271 1.01 0.26 33.72 0| 0 0 0 3452 0.65 0.19 32.65 0| 0 15 0 3634 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.43 0.14 32.08 0| 0 30 0 3800 0.25 0.09 31.27 0| 0 110 0 4000 0.19 0.07 30.85 0| 0 0 0 4088 0.14 0.06 30.66 0| 17 567 +17 4200 0.09 0.04 30.32 0| 0 0 0 4361 0.06 0.02 30.17 0| 0 15 0 4543 0.03 0.01 30.22 0| 0 0 0 4800 0.02 0.01 30.45 0| 0 252 0 4997 0.01 0.00 31.53 0| 0 0 0 5451 0.01 0.00 33.31 0| 0 0 0 5905 Total 0| 17 989 +17 Indicative a-t-m Vol 39.79 Underlying Price 28.490 Time to expiry: 382 Days Sep 11 15.97 0.96 54.44 0| 0 0 0 1200 13.82 0.93 54.16 0| 0 0 0 1454 10.93 0.86 51.32 0| 0 0 0 1817 9.58 0.82 49.49 0| 0 0 0 2000 8.32 0.77 47.63 0| 0 0 0 2180 6.88 0.71 45.37 0| 0 0 0 2400 5.99 0.67 43.93 0| 0 0 0 2544 3.90 0.54 39.00 0| 0 0 0 2907 2.28 0.40 34.89 0| 0 0 0 3271 1.27 0.27 32.70 0| 0 20 0 3634 0.64 0.16 30.66 0| 0 51 0 4000 0.22 0.07 29.00 0| 0 30 0 4543 0.04 0.02 28.81 0| 0 0 0 5451 Total 0| 0 101 0 Indicative a-t-m Vol 39.01 Underlying Price 28.490 Time to expiry: 564 Days Mar 12 14.05 0.92 47.54 0| 0 0 0 1454 11.26 0.86 45.14 0| 0 0 0 1817 9.96 0.82 43.95 0| 0 0 0 2000 8.78 0.77 42.82 0| 0 0 0 2180 7.48 0.71 41.76 0| 0 0 0 2400 4.87 0.57 38.65 0| 0 0 0 2907 3.65 0.48 36.90 0| 0 0 0 3200 2.24 0.35 34.46 0| 0 0 0 3634 1.50 0.26 33.48 0| 0 0 0 4000 0.83 0.17 32.94 0| 0 0 0 4543 0.32 0.08 32.51 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 39.33 Underlying Price 28.490 Time to expiry: 753 Days Sep 12 13.52 0.90 47.93 0| 0 0 0 1454 10.97 0.83 45.44 0| 0 0 0 1817 9.79 0.79 44.15 0| 0 0 0 2000 8.75 0.75 43.18 0| 0 0 0 2180 7.56 0.69 42.15 0| 0 0 0 2400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.13 0.56 38.97 0| 0 0 0 2907 3.96 0.48 37.08 0| 0 0 0 3200 2.64 0.37 35.08 0| 0 0 0 3634 1.88 0.29 34.08 0| 0 0 0 4000 1.36 0.23 33.59 0| 0 0 0 4361 0.94 0.17 33.29 0| 0 0 0 4800 0.57 0.11 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.66 Underlying Price 28.490 Time to expiry: 928 Days Mar 13 14.06 0.89 48.76 0| 0 0 0 1454 11.70 0.82 46.55 0| 0 0 0 1817 10.57 0.79 45.28 0| 0 0 0 2000 9.58 0.75 44.31 0| 0 0 0 2180 8.40 0.71 42.94 0| 0 0 0 2400 6.10 0.59 40.36 0| 0 0 0 2907 4.88 0.52 38.29 0| 0 0 0 3200 3.52 0.42 36.50 0| 0 0 0 3634 2.64 0.35 35.33 0| 0 0 0 4000 2.00 0.29 34.54 0| 0 0 0 4361 1.53 0.23 34.58 0| 0 0 0 4800 1.03 0.17 34.67 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 41.58 Underlying Price 28.490 Time to expiry: 1117 Days Sep 13 12.66 0.85 48.70 0| 0 0 0 1600 10.40 0.77 46.26 0| 0 0 0 2000 8.38 0.70 43.82 0| 0 0 0 2400 5.20 0.53 39.82 0| 0 0 0 3200 2.99 0.37 36.42 0| 0 0 0 4000 1.83 0.26 35.52 0| 0 0 0 4800 1.05 0.16 36.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.39 Underlying Price 28.490 Time to expiry: 1299 Days Mar 14 13.33 0.85 50.12 0| 0 0 0 1600 11.02 0.78 46.50 0| 0 0 0 2000 9.18 0.71 44.80 0| 0 0 0 2400 5.99 0.56 40.50 0| 0 0 0 3200 3.69 0.41 37.18 0| 0 0 0 4000 2.43 0.30 36.20 0| 0 0 0 4800 1.56 0.21 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.29 Underlying Price 28.490 Time to expiry: 1481 Days Sep 14 10.90 0.77 48.90 0| 0 0 0 2000 9.02 0.71 45.87 0| 0 0 0 2400 6.01 0.56 41.28 0| 0 0 0 3200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.85 0.42 37.96 0| 0 0 0 4000 2.67 0.32 37.18 0| 0 0 0 4800 1.77 0.23 37.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.29 Underlying Price 28.490 Time to expiry: 1663 Days Mar 15 11.44 0.78 48.90 0| 0 0 0 2000 9.59 0.72 45.87 0| 0 0 0 2400 6.60 0.58 41.28 0| 0 0 0 3200 4.36 0.45 37.96 0| 0 0 0 4000 3.14 0.36 37.18 0| 0 0 0 4800 2.30 0.27 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 17 71,939 +17 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 38.34 Underlying Price 28.490 Time to expiry: 18 Days Sep 10 0.01 0.00 121.27 0| 0 10 0 1200 0.01 0.00 94.30 0| 0 0 0 1454 0.01 0.00 68.99 0| 0 10 0 1817 0.01 0.00 60.00 0| 0 30 0 2000 0.01 -0.01 53.22 0| 0 754 0 2180 0.03 -0.02 49.44 0| 0 0 0 2300 0.06 -0.05 46.73 0| 0 174 0 2400 0.17 -0.12 43.42 0| 0 100 0 2544 0.45 -0.26 40.76 0| 0 0 0 2700 0.77 -0.40 38.94 0| 0 0 0 2800 1.30 -0.57 37.63 0| 0 35 0 2907 1.89 -0.72 35.91 0| 0 120 0 3000 2.60 -0.83 35.84 0| 0 210 0 3089 3.58 -0.92 35.34 0| 0 0 0 3200 4.25 -0.96 34.64 0| 0 6,260 0 3271 5.51 -0.99 34.09 0| 0 0 0 3400 6.03 -0.99 33.94 0| 0 2,446 0 3452 6.50 -1.00 33.83 0| 0 0 0 3500 7.84 -1.00 33.67 0| 0 640 0 3634 9.50 -1.00 33.75 0| 0 32,540 0 3800 11.50 -1.00 34.20 0| 0 0 0 4000 12.38 -1.00 34.51 0| 0 40 0 4088 13.50 -1.00 35.00 0| 400 5 -400 4200 15.11 -1.00 35.85 0| 0 0 0 4361 16.93 -1.00 37.03 0| 0 5,000 0 4543 19.50 -1.00 39.01 0| 0 100 0 4800 21.47 -1.00 40.75 0| 0 500 0 4997 26.01 -1.00 45.36 0| 0 170 0 5451 30.55 -1.00 50.63 0| 0 0 0 5905 Total 0| 400 49,144 -400 Indicative a-t-m Vol 39.00 Underlying Price 28.490 Time to expiry: 200 Days Mar 11 0.10 -0.02 63.19 0| 0 400 0 1200 0.25 -0.04 60.13 0| 0 0 0 1454 0.58 -0.09 53.99 0| 0 0 0 1817 0.82 -0.13 50.71 0| 0 400 0 2000 1.13 -0.17 47.88 0| 0 117 0 2180 1.63 -0.24 44.65 0| 0 484 0 2400 2.04 -0.30 42.57 0| 0 500 0 2544 3.02 -0.41 39.60 0| 0 30 0 2800 3.50 -0.47 38.29 0| 0 0 0 2907 3.98 -0.51 37.55 0| 0 20 0 3000 5.63 -0.65 35.00 0| 0 241 0 3271 6.93 -0.74 33.72 0| 0 3,770 0 3452 8.38 -0.81 32.65 0| 0 500 0 3634 9.82 -0.86 32.08 0| 0 500 0 3800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.63 -0.91 31.27 0| 0 0 0 4000 12.44 -0.93 30.85 0| 0 0 0 4088 13.51 -0.94 30.66 0| 400 400 +400 4200 15.05 -0.96 30.32 0| 0 0 0 4361 16.83 -0.98 30.17 0| 0 1,000 0 4543 19.36 -0.99 30.22 0| 0 0 0 4800 21.31 -0.99 30.45 0| 0 0 0 4997 25.81 -1.00 31.53 0| 0 0 0 5451 30.33 -1.00 33.31 0| 0 0 0 5905 Total 0| 400 8,362 +400 Indicative a-t-m Vol 39.79 Underlying Price 28.490 Time to expiry: 382 Days Sep 11 0.28 -0.04 54.44 0| 0 0 0 1200 0.64 -0.07 54.16 0| 0 0 0 1454 1.33 -0.14 51.32 0| 0 0 0 1817 1.79 -0.18 49.49 0| 0 0 0 2000 2.31 -0.23 47.63 0| 0 0 0 2180 3.04 -0.29 45.37 0| 0 0 0 2400 3.57 -0.33 43.93 0| 0 40 0 2544 5.07 -0.46 39.00 0| 0 700 0 2907 7.04 -0.60 34.89 0| 0 300 0 3271 9.62 -0.73 32.70 0| 0 0 0 3634 12.60 -0.84 30.66 0| 0 20 0 4000 17.54 -0.93 29.00 0| 0 0 0 4543 26.34 -0.98 28.81 0| 0 0 0 5451 Total 0| 0 1,060 0 Indicative a-t-m Vol 39.01 Underlying Price 28.490 Time to expiry: 564 Days Mar 12 0.76 -0.08 47.54 0| 0 0 0 1454 1.53 -0.14 45.14 0| 0 0 0 1817 2.02 -0.18 43.95 0| 0 90 0 2000 2.61 -0.23 42.82 0| 0 0 0 2180 3.47 -0.29 41.76 0| 0 0 0 2400 5.83 -0.43 38.65 0| 0 0 0 2907 7.49 -0.52 36.90 0| 0 0 0 3200 10.33 -0.65 34.46 0| 0 0 0 3634 13.17 -0.74 33.48 0| 0 0 0 4000 17.84 -0.83 32.94 0| 0 0 0 4543 26.23 -0.92 32.51 0| 0 0 0 5451 Total 0| 0 90 0 Indicative a-t-m Vol 39.33 Underlying Price 28.490 Time to expiry: 753 Days Sep 12 1.28 -0.10 47.93 0| 0 0 0 1454 2.26 -0.17 45.44 0| 0 0 0 1817 2.85 -0.21 44.15 0| 0 0 0 2000 3.56 -0.25 43.18 0| 0 0 0 2180 4.51 -0.31 42.15 0| 0 0 0 2400 7.01 -0.44 38.97 0| 0 0 0 2907 8.68 -0.52 37.08 0| 0 0 0 3200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.58 -0.63 35.08 0| 0 0 0 3634 14.38 -0.71 34.08 0| 0 0 0 4000 17.37 -0.77 33.59 0| 0 0 0 4361 21.21 -0.83 33.29 0| 0 0 0 4800 27.18 -0.89 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.66 Underlying Price 28.490 Time to expiry: 928 Days Mar 13 1.67 -0.11 48.76 0| 0 0 0 1454 2.81 -0.18 46.55 0| 0 0 0 1817 3.43 -0.21 45.28 0| 0 0 0 2000 4.18 -0.25 44.31 0| 0 0 0 2180 5.12 -0.29 42.94 0| 0 0 0 2400 7.70 -0.41 40.36 0| 0 0 0 2907 9.30 -0.48 38.29 0| 0 0 0 3200 12.11 -0.58 36.50 0| 0 150 0 3634 14.76 -0.65 35.33 0| 0 0 0 4000 17.60 -0.71 34.54 0| 0 0 0 4361 21.34 -0.77 34.58 0| 0 0 0 4800 27.12 -0.83 34.67 0| 0 0 0 5451 Total 0| 0 150 0 Indicative a-t-m Vol 41.58 Underlying Price 28.490 Time to expiry: 1117 Days Sep 13 2.74 -0.15 48.70 0| 0 0 0 1600 4.28 -0.23 46.26 0| 0 0 0 2000 6.07 -0.30 43.82 0| 0 150 0 2400 10.50 -0.47 39.82 0| 0 0 0 3200 15.89 -0.63 36.42 0| 0 0 0 4000 22.35 -0.74 35.52 0| 0 0 0 4800 32.98 -0.84 36.08 0| 0 0 0 6000 Total 0| 0 150 0 Indicative a-t-m Vol 42.39 Underlying Price 28.490 Time to expiry: 1299 Days Mar 14 3.18 -0.15 49.81 0| 0 0 0 1600 4.66 -0.22 46.50 0| 0 0 0 2000 6.58 -0.29 44.80 0| 0 0 0 2400 10.90 -0.44 40.50 0| 0 0 0 3200 16.12 -0.59 37.18 0| 0 0 0 4000 22.37 -0.70 36.20 0| 0 0 0 4800 32.77 -0.79 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.29 Underlying Price 28.490 Time to expiry: 1481 Days Sep 14 5.58 -0.23 48.90 0| 0 0 0 2000 7.40 -0.29 45.87 0| 0 0 0 2400 11.81 -0.44 41.28 0| 0 0 0 3200 17.06 -0.58 37.96 0| 0 0 0 4000 23.29 -0.68 37.18 0| 0 0 0 4800 33.51 -0.77 37.86 0| 0 0 0 6000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 43.29 Underlying Price 28.490 Time to expiry: 1663 Days Mar 15 5.84 -0.22 48.90 0| 0 0 0 2000 7.63 -0.28 45.87 0| 0 0 0 2400 11.95 -0.42 41.28 0| 0 0 0 3200 17.02 -0.55 37.96 0| 0 0 0 4000 23.10 -0.64 37.18 0| 0 0 0 4800 33.22 -0.73 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 800 58,956 0 Grand Total 0| 817 130,895 +17 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis (100) (SA1) Indicative a-t-m Vol 24.74 Underlying Price 45.560 Time to expiry: 18 Days Sep 10 13.57 1.00 51.00 0| 0 0 0 3200 9.61 0.98 52.28 0| 0 0 0 3600 7.62 0.97 43.37 0| 0 0 0 3800 5.65 0.95 35.77 0| 0 0 0 4000 3.72 0.90 29.24 0| 0 8 0 4200 2.85 0.83 27.94 0| 0 118 0 4300 2.04 0.73 26.46 0| 0 176 0 4400 1.36 0.60 25.42 0| 166 951 +166 4500 0.81 0.44 24.21 0| 124 780 -18 4600 0.51 0.42 0.29 23.25 0.51 0.51 59| 50 1,802 0 4700 0.23 0.23 0.18 23.77 0.23 0.23 1| 302 7,408 -75 4800 0.11 0.10 24.10 0| 0 205 0 4900 0.05 0.03 0.04 22.39 0.05 0.05 250| 0 11,284 0 5000 0.01 0.00 17.87 0| 0 6,796 0 5200 0.01 0.00 15.03 0| 0 5,874 0 5600 0.01 0.00 13.94 0| 0 5,200 0 6000 0.01 0.00 14.55 0| 0 71 0 6400 0.01 0.00 20.53 0| 0 19 0 7200 0.01 0.00 32.00 0| 0 0 0 8000 Total 310| 642 40,692 +73 Indicative a-t-m Vol 24.72 Underlying Price 45.560 Time to expiry: 46 Days Oct 10 7.74 0.94 34.26 0| 0 0 0 3800 5.88 0.89 31.30 0| 0 0 0 4000 4.12 0.80 28.44 0| 0 78 0 4200 3.32 0.74 27.31 0| 0 0 0 4300 2.60 0.66 26.32 0| 53 226 +25 4400 1.97 0.57 25.59 0| 52 38 -11 4500 1.38 0.48 24.04 0| 62 243 +62 4600 0.97 0.38 23.72 0| 0 140 0 4700 0.63 0.28 23.12 0| 0 2,157 0 4800 0.41 0.20 22.91 0| 0 131 0 4900 0.26 0.14 22.94 0| 0 303 0 5000 0.11 0.07 23.63 0| 0 174 0 5200 0.02 0.01 26.01 0| 0 77 0 5600 0.01 0.00 26.00 0| 0 0 0 6000 Total 0| 167 3,567 +76 Indicative a-t-m Vol 25.64 Underlying Price 45.560 Time to expiry: 81 Days Nov 10 8.01 0.89 33.02 0| 0 0 0 3800 6.24 0.84 30.75 0| 0 0 0 4000 4.61 0.75 28.74 0| 0 0 0 4200 3.88 0.70 27.95 0| 0 0 0 4300 3.20 0.64 27.09 0| 0 0 0 4400 2.58 0.57 26.25 0| 0 75 0 4500 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.00 0.50 25.16 0| 0 176 0 4600 1.62 1.54 0.42 24.67 1.62 1.62 10| 0 75 0 4700 1.26 1.17 0.35 24.28 1.26 1.26 10| 0 44 0 4800 0.30 0.13 23.21 0| 0 56 0 5200 0.04 0.03 21.79 0| 0 0 0 5600 Total 20| 0 426 0 Indicative a-t-m Vol 25.69 Underlying Price 45.560 Time to expiry: 109 Days Dec 10 21.68 0.99 55.42 0| 0 0 0 2400 13.82 0.96 40.13 0| 0 0 0 3200 10.03 0.91 34.45 0| 0 0 0 3600 6.51 0.81 30.30 0| 0 5 0 4000 4.94 0.73 28.47 0| 0 0 0 4200 3.57 0.63 27.14 0| 0 4,214 0 4400 2.38 0.51 25.28 0| 50 3,363 -50 4600 1.49 0.38 24.29 0| 0 13,602 0 4800 0.80 0.90 0.26 23.69 0.80 0.80 1| 0 7,922 0 5000 0.57 0.50 0.17 23.22 0.57 0.52 12| 0 4,482 0 5200 0.14 0.06 23.10 0| 0 13,678 0 5600 0.02 0.01 20.78 0| 0 7,025 0 6000 0.01 0.00 19.98 0| 0 1,177 0 6400 0.01 0.00 19.13 0| 0 144 0 7000 0.01 0.00 18.42 0| 0 20 0 8000 0.01 0.00 18.27 0| 0 4 0 9000 0.01 0.00 19.41 0| 0 0 0 12000 0.01 0.00 22.00 0| 0 0 0 16000 Total 13| 50 55,636 -50 Indicative a-t-m Vol 26.34 Underlying Price 45.560 Time to expiry: 200 Days Mar 11 14.18 0.93 36.75 0| 0 0 0 3200 10.61 0.86 33.22 0| 0 0 0 3600 7.34 0.76 30.04 0| 0 122 0 4000 5.89 0.70 28.68 0| 0 0 0 4200 4.60 0.62 27.52 0| 0 393 0 4400 3.41 0.53 26.00 0| 0 500 0 4600 2.42 0.43 24.65 0| 0 2,279 0 4800 1.14 0.26 23.40 0| 0 1,377 0 5200 0.49 0.13 22.84 0| 0 2,064 0 5600 0.19 0.06 22.41 0| 0 1,719 0 6000 0.08 0.03 22.90 0| 0 224 0 6400 0.02 0.01 24.96 0| 0 204 0 7200 0.01 0.00 24.00 0| 0 0 0 8000 Total 0| 0 8,882 0 Indicative a-t-m Vol 26.12 Underlying Price 45.560 Time to expiry: 291 Days Jun 11 21.83 0.99 41.45 0| 0 0 0 2400 14.23 0.93 34.07 0| 0 0 0 3200 10.70 0.87 31.16 0| 0 0 0 3600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.53 0.76 28.89 0| 0 8 0 4000 6.12 0.70 27.75 0| 0 0 0 4200 4.84 0.62 26.67 0| 0 966 0 4400 3.76 0.54 25.96 0| 25 43 +25 4600 2.83 0.46 25.21 0| 0 1,826 0 4800 1.48 0.29 23.93 0| 0 1,401 0 5200 0.73 0.17 23.36 0| 0 252 0 5600 0.33 0.09 22.93 0| 0 2,308 0 6000 0.16 0.05 22.96 0| 0 27 0 6400 0.05 0.02 24.29 0| 0 0 0 7200 0.01 0.00 25.00 0| 0 50 0 8000 Total 0| 25 6,881 +25 Indicative a-t-m Vol 26.06 Underlying Price 45.560 Time to expiry: 473 Days Dec 11 21.92 0.98 41.06 0| 0 0 0 2400 14.55 0.90 34.55 0| 0 0 0 3200 8.15 0.73 29.27 0| 0 3,003 0 4000 5.57 0.61 26.92 0| 0 2,038 0 4400 3.46 0.46 24.71 0| 0 138 0 4800 2.67 0.39 23.91 0| 0 4,405 0 5000 1.24 0.22 23.11 0| 0 2,020 0 5600 0.71 0.14 22.60 0| 0 3,511 0 6000 0.19 0.05 22.68 0| 0 110 0 7000 0.08 0.02 24.23 0| 0 13 0 8000 0.04 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 26.25 Underlying Price 45.560 Time to expiry: 655 Days Jun 12 21.92 0.98 41.42 0| 0 0 0 2400 14.72 0.89 35.51 0| 0 0 0 3200 8.56 0.72 30.01 0| 0 0 0 4000 5.94 0.60 27.03 0| 0 0 0 4400 3.92 0.47 25.02 0| 0 0 0 4800 1.62 0.25 23.21 0| 0 0 0 5600 1.01 0.18 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 26.47 Underlying Price 45.560 Time to expiry: 844 Days Dec 12 22.01 0.97 41.47 0| 0 0 0 2400 15.03 0.87 35.84 0| 0 0 0 3200 9.04 0.71 30.12 0| 0 0 0 4000 6.47 0.60 27.26 0| 0 500 0 4400 4.48 0.48 25.23 0| 0 50 0 4800 3.72 0.43 24.58 0| 0 750 0 5000 2.14 0.29 23.58 0| 0 4,650 0 5600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 41 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.48 0.22 23.21 0| 0 3,556 0 6000 0.37 0.06 24.70 0| 0 0 0 8000 0.10 0.02 29.59 0| 0 0 0 12000 Total 0| 0 9,506 0 Indicative a-t-m Vol 26.74 Underlying Price 45.560 Time to expiry: 1026 Days Jun 13 14.99 0.88 36.35 0| 0 0 0 3200 9.09 0.70 30.42 0| 0 0 0 4000 6.62 0.60 27.56 0| 0 0 0 4400 4.67 0.49 25.47 0| 0 0 0 4800 1.73 0.24 23.68 0| 0 0 0 6000 0.48 0.08 24.74 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.26 Underlying Price 45.560 Time to expiry: 1208 Days Dec 13 22.00 0.97 42.00 0| 0 0 0 2400 15.16 0.86 36.42 0| 0 0 0 3200 9.44 0.69 30.55 0| 0 0 0 4000 5.11 0.49 25.81 0| 0 251 0 4800 2.04 0.26 23.65 0| 0 0 0 6000 0.72 0.10 25.01 0| 0 0 0 8000 0.24 0.04 28.99 0| 0 0 0 12000 Total 0| 0 251 0 Indicative a-t-m Vol 27.84 Underlying Price 45.560 Time to expiry: 1572 Days Dec 14 15.23 0.87 37.00 0| 0 0 0 3200 9.67 0.69 30.90 0| 0 0 0 4000 5.60 0.51 26.50 0| 0 0 0 4800 2.32 0.28 23.41 0| 0 0 0 6000 1.02 0.13 25.04 0| 0 0 0 8000 0.43 0.06 29.01 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 343| 884 141,180 +124 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis (100) (SA1) Indicative a-t-m Vol 24.74 Underlying Price 45.560 Time to expiry: 18 Days Sep 10 0.01 0.00 51.00 0| 0 246 0 3200 0.04 -0.02 52.28 0| 0 399 0 3600 0.05 -0.03 43.37 0| 0 151 0 3800 0.08 -0.05 35.77 0| 0 2,641 0 4000 0.15 -0.10 29.24 0| 75 1,081 0 4200 0.27 0.28 -0.17 27.94 0.27 0.27 75| 76 76 -64 4300 0.40 0.47 -0.27 26.46 0.44 0.40 296| 2,151 9,301 +455 4400 0.79 -0.40 25.42 0| 0 909 0 4500 1.24 -0.56 24.21 0| 56 4,399 +56 4600 1.86 -0.71 23.25 0| 53 164 +53 4700 2.66 -0.83 23.77 0| 0 7,067 0 4800 3.55 -0.90 24.10 0| 0 152 0 4900 4.47 -0.97 22.39 0| 0 8,235 0 5000 6.44 -1.00 17.87 0| 0 2,710 0 5200 10.44 -1.00 15.03 0| 0 1,038 0 5600 14.44 -1.00 13.94 0| 0 8 0 6000 18.44 -1.00 14.55 0| 0 200 0 6400 26.44 -1.00 20.53 0| 0 0 0 7200 34.44 -1.00 32.00 0| 0 0 0 8000 Total 371| 2,411 38,777 +500 Indicative a-t-m Vol 24.72 Underlying Price 45.560 Time to expiry: 46 Days Oct 10 0.16 -0.06 34.26 0| 0 75 0 3800 0.29 -0.11 31.30 0| 0 136 0 4000 0.53 -0.20 28.44 0| 109 277 +3 4200 0.69 0.73 -0.26 27.31 0.69 0.69 60| 0 48 0 4300 0.99 1.01 -0.34 26.32 0.99 0.93 84| 0 235 0 4400 1.24 1.38 -0.43 25.59 1.24 1.24 38| 10 115 +10 4500 1.79 -0.52 24.04 0| 0 152 0 4600 2.38 -0.62 23.72 0| 0 116 0 4700 3.04 -0.72 23.12 0| 0 244 0 4800 3.82 -0.80 22.91 0| 0 31 0 4900 4.67 -0.86 22.94 0| 0 0 0 5000 6.52 -0.94 23.63 0| 0 0 0 5200 10.45 -0.99 26.01 0| 0 0 0 5600 14.44 -1.00 26.00 0| 0 0 0 6000 Total 182| 119 1,429 +13 Indicative a-t-m Vol 25.64 Underlying Price 45.560 Time to expiry: 81 Days Nov 10 0.37 0.39 -0.11 33.02 0.37 0.37 75| 0 75 0 3800 0.62 -0.16 30.75 0| 163 1,223 +68 4000 0.93 0.99 -0.25 28.74 0.93 0.93 3| 75 4,718 +44 4200 1.21 1.26 -0.30 27.95 1.21 1.21 36| 0 0 0 4300 1.57 -0.36 27.09 0| 0 152 0 4400 1.95 -0.43 26.25 0| 0 76 0 4500 2.37 -0.50 25.16 0| 0 76 0 4600 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.92 -0.58 24.67 0| 0 0 0 4700 3.54 -0.65 24.28 0| 0 0 0 4800 6.69 -0.88 23.21 0| 0 0 0 5200 10.45 -0.98 21.79 0| 0 0 0 5600 Total 114| 238 6,320 +112 Indicative a-t-m Vol 25.69 Underlying Price 45.560 Time to expiry: 109 Days Dec 10 0.06 -0.01 55.42 0| 0 523 0 2400 0.18 -0.04 40.13 0| 0 1,815 0 3200 0.38 -0.09 34.45 0| 0 4,892 0 3600 0.85 -0.19 30.30 0| 0 12,027 0 4000 1.22 1.28 -0.27 28.47 1.22 1.22 12| 0 218 0 4200 1.79 1.91 -0.37 27.14 1.79 1.79 29| 37 22,646 0 4400 2.62 2.71 -0.49 25.28 2.62 2.62 26| 0 3,545 0 4600 3.82 -0.62 24.29 0| 0 10,972 0 4800 5.23 -0.74 23.69 0| 0 10,497 0 5000 6.84 -0.84 23.22 0| 0 3,697 0 5200 10.51 -0.95 23.10 0| 0 8,729 0 5600 14.44 -1.00 20.78 0| 0 2,452 0 6000 18.44 -1.00 19.98 0| 0 0 0 6400 24.44 -1.00 19.13 0| 0 0 0 7000 34.44 -1.00 18.42 0| 0 0 0 8000 44.44 -1.00 18.27 0| 0 0 0 9000 74.44 -1.00 19.41 0| 0 0 0 12000 114.44 -1.00 22.00 0| 0 50 0 16000 Total 67| 37 82,063 0 Indicative a-t-m Vol 26.34 Underlying Price 45.560 Time to expiry: 200 Days Mar 11 0.46 -0.07 36.75 0| 0 251 0 3200 0.87 -0.14 33.22 0| 0 7,035 0 3600 1.58 -0.24 30.04 0| 0 5,432 0 4000 2.12 -0.30 28.68 0| 103 175 +103 4200 2.82 -0.38 27.52 0| 0 2,656 0 4400 3.63 -0.47 26.00 0| 0 7,658 0 4600 4.64 -0.57 24.65 0| 0 3,007 0 4800 7.36 -0.75 23.40 0| 1 2,151 0 5200 10.74 -0.88 22.84 0| 0 71 0 5600 14.49 -0.96 22.41 0| 0 0 0 6000 18.44 -1.00 22.90 0| 0 0 0 6400 26.44 -1.00 24.96 0| 0 0 0 7200 34.44 -1.00 24.00 0| 0 0 0 8000 Total 0| 104 28,436 +103 Indicative a-t-m Vol 26.12 Underlying Price 45.560 Time to expiry: 291 Days Jun 11 0.26 -0.04 41.45 0| 0 2 0 2400 0.91 -0.12 34.07 0| 0 391 0 3200 1.61 -0.21 31.16 0| 93 446 0 3600 2.73 2.74 -0.32 28.89 2.73 2.73 66| 0 3,923 0 4000 3.48 -0.39 27.75 0| 57 147 +57 4200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.37 -0.47 26.67 0| 50 2,331 +50 4400 5.45 -0.55 25.96 0| 0 805 0 4600 6.68 -0.63 25.21 0| 0 2,842 0 4800 9.56 -0.77 23.93 0| 0 762 0 5200 12.94 -0.87 23.36 0| 0 115 0 5600 16.61 -0.93 22.93 0| 0 0 0 6000 20.45 -0.96 22.96 0| 0 0 0 6400 28.30 -0.99 24.29 0| 0 0 0 7200 36.21 -1.00 25.00 0| 0 0 0 8000 Total 66| 200 11,764 +107 Indicative a-t-m Vol 26.06 Underlying Price 45.560 Time to expiry: 473 Days Dec 11 0.69 -0.06 41.06 0| 0 50 0 2400 1.73 -0.16 34.55 0| 0 2,200 0 3200 3.80 -0.33 29.27 0| 0 1,500 0 4000 5.40 -0.45 26.92 0| 0 2,001 0 4400 7.45 -0.58 24.71 0| 0 781 0 4800 8.71 -0.65 23.91 0| 0 2,375 0 5000 13.37 -0.80 23.11 0| 0 2,000 0 5600 16.86 -0.88 22.60 0| 0 0 0 6000 26.33 -0.96 22.68 0| 0 2 0 7000 36.18 -0.98 25.14 0| 0 24 0 8000 46.04 -0.99 25.36 0| 0 0 0 9000 75.76 -1.00 28.01 0| 0 1 0 12000 115.41 -1.00 31.62 0| 0 1 0 16000 Total 0| 0 10,935 0 Indicative a-t-m Vol 26.25 Underlying Price 45.560 Time to expiry: 655 Days Jun 12 1.41 -0.10 41.42 0| 0 0 0 2400 3.04 -0.21 35.51 0| 0 0 0 3200 5.56 -0.38 30.01 0| 0 0 0 4000 7.19 -0.49 27.03 0| 0 0 0 4400 9.42 -0.60 25.02 0| 0 0 0 4800 15.30 -0.79 23.21 0| 0 0 0 5600 18.72 -0.85 22.80 0| 0 0 0 6000 37.58 -0.97 24.31 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.47 Underlying Price 45.560 Time to expiry: 844 Days Dec 12 1.93 -0.11 41.47 0| 0 0 0 2400 3.77 -0.22 35.84 0| 0 0 0 3200 6.29 -0.37 30.12 0| 0 500 0 4000 7.87 -0.47 27.26 0| 0 500 0 4400 9.98 -0.57 25.23 0| 0 1,500 0 4800 11.25 -0.62 24.58 0| 0 0 0 5000 15.69 -0.74 23.58 0| 0 5,650 0 5600 18.99 -0.81 23.21 0| 0 5 0 6000 37.63 -0.93 26.21 0| 0 0 0 8000 76.28 -0.99 29.59 0| 0 0 0 12000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 26.74 Underlying Price 45.560 Time to expiry: 1026 Days Jun 13 4.96 -0.25 36.35 0| 0 0 0 3200 7.71 -0.40 30.42 0| 0 0 0 4000 9.41 -0.49 27.56 0| 0 0 0 4400 11.56 -0.58 25.47 0| 0 0 0 4800 20.58 -0.79 23.68 0| 0 0 0 6000 38.64 -0.93 24.33 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.26 Underlying Price 45.560 Time to expiry: 1208 Days Dec 13 3.19 -0.14 42.00 0| 0 0 0 2400 5.49 -0.25 36.42 0| 0 0 0 3200 8.22 -0.39 30.55 0| 0 0 0 4000 12.01 -0.56 25.81 0| 0 252 0 4800 20.73 -0.77 23.65 0| 0 0 0 6000 38.73 -0.90 25.66 0| 0 0 0 8000 76.44 -0.97 28.99 0| 0 0 0 12000 Total 0| 0 252 0 Indicative a-t-m Vol 27.84 Underlying Price 45.560 Time to expiry: 1572 Days Dec 14 6.95 -0.26 37.00 0| 0 0 0 3200 9.75 -0.39 30.90 0| 0 0 0 4000 13.64 -0.55 26.50 0| 0 0 0 4800 21.89 -0.75 23.41 0| 0 0 0 6000 39.32 -0.88 25.04 0| 0 0 0 8000 76.58 -0.89 34.58 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 800| 3,109 188,131 +835 Grand Total 1,143| 3,993 329,311 +959 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis European (ex Sanofi Synthelabo Euro (SA3) Indicative a-t-m Vol 24.74 Underlying Price 45.560 Time to expiry: 18 Days Sep 10 13.57 1.00 51.00 0| 0 0 0 3200 9.61 0.98 52.28 0| 0 0 0 3600 7.62 0.97 43.37 0| 0 0 0 3800 5.65 0.95 35.77 0| 0 0 0 4000 3.72 0.90 29.24 0| 0 0 0 4200 2.85 0.83 27.94 0| 0 0 0 4300 2.04 0.73 26.46 0| 0 0 0 4400 1.36 0.60 25.42 0| 0 0 0 4500 0.81 0.44 24.21 0| 0 0 0 4600 0.42 0.29 23.25 0| 0 0 0 4700 0.23 0.18 23.77 0| 0 253 0 4800 0.11 0.10 24.10 0| 0 0 0 4900 0.03 0.04 22.39 0| 0 14,910 0 5000 0.01 0.00 17.87 0| 0 500 0 5200 0.01 0.00 15.03 0| 0 1,051 0 5600 0.01 0.00 13.94 0| 0 7,520 0 6000 0.01 0.00 14.55 0| 0 750 0 6400 0.01 0.00 18.47 0| 0 1,090 0 7000 0.01 0.00 32.00 0| 0 20,000 0 8000 Total 0| 0 46,074 0 Indicative a-t-m Vol 25.13 Underlying Price 45.560 Time to expiry: 200 Days Mar 11 21.84 0.98 48.00 0| 0 0 0 2400 14.15 0.93 36.11 0| 0 0 0 3200 10.53 0.87 32.17 0| 0 0 0 3600 7.23 0.77 28.97 0| 0 0 0 4000 5.74 0.70 27.50 0| 0 0 0 4200 4.39 0.62 25.97 0| 0 0 0 4400 3.26 0.53 24.89 0| 0 0 0 4600 2.31 0.43 23.77 0| 0 0 0 4800 1.60 0.34 23.23 0| 0 0 0 5000 1.02 0.25 22.39 0| 0 22 0 5200 0.41 0.12 21.66 0| 0 508 0 5600 0.15 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 25.68 Underlying Price 45.560 Time to expiry: 382 Days Sep 11 20.23 0.93 46.76 0| 0 1 0 2400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.16 0.85 36.99 0| 0 0 0 3200 9.97 0.77 33.26 0| 0 0 0 3600 7.10 0.67 30.00 0| 0 0 0 4000 4.51 0.54 26.28 0| 0 0 0 4400 2.75 0.40 24.75 0| 0 500 0 4800 2.10 0.34 24.18 0| 0 160 0 5000 0.84 0.17 22.75 0| 0 160 0 5600 0.42 0.10 22.19 0| 0 0 0 6000 0.06 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 25.82 Underlying Price 45.560 Time to expiry: 564 Days Mar 12 20.82 0.92 44.26 0| 0 0 0 2400 14.02 0.83 35.55 0| 0 0 0 3200 10.96 0.76 32.35 0| 0 0 0 3600 8.14 0.67 29.34 0| 0 0 0 4000 5.71 0.57 26.67 0| 0 0 0 4400 3.74 0.45 24.48 0| 0 0 0 4800 2.92 0.39 23.42 0| 0 0 0 5000 1.40 0.23 22.08 0| 0 0 0 5600 0.83 0.15 21.59 0| 0 0 0 6000 0.19 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 25.70 Underlying Price 45.560 Time to expiry: 753 Days Sep 12 19.22 0.89 42.18 0| 0 0 0 2400 12.84 0.79 34.16 0| 0 0 0 3200 7.67 0.63 29.38 0| 0 10 0 4000 5.37 0.53 26.58 0| 0 0 0 4400 3.58 0.42 24.33 0| 0 20 0 4800 1.64 0.24 23.04 0| 0 0 0 5600 1.00 0.17 22.13 0| 0 0 0 6000 0.07 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 25.98 Underlying Price 45.560 Time to expiry: 928 Days Mar 13 19.84 0.88 41.75 0| 0 0 0 2400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 48 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.65 0.79 34.10 0| 0 0 0 3200 8.65 0.64 29.78 0| 0 0 0 4000 6.27 0.55 26.76 0| 0 0 0 4400 4.43 0.45 24.76 0| 0 0 0 4800 2.17 0.28 22.82 0| 0 0 0 5600 1.49 0.21 22.30 0| 0 0 0 6000 0.14 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 26.46 Underlying Price 45.560 Time to expiry: 1117 Days Sep 13 18.46 0.86 41.73 0| 0 0 0 2400 12.64 0.75 34.15 0| 0 0 0 3200 8.09 0.61 30.02 0| 0 10 0 4000 4.17 0.43 24.90 0| 0 0 0 4800 1.36 0.20 21.82 0| 0 0 0 6000 0.22 0.04 20.77 0| 0 0 0 8000 0.08 0.02 26.19 0| 0 0 0 12000 Total 0| 0 10 0 Indicative a-t-m Vol 26.66 Underlying Price 45.560 Time to expiry: 1299 Days Mar 14 18.92 0.86 40.43 0| 0 0 0 2400 13.15 0.76 32.96 0| 0 0 0 3200 9.01 0.63 30.45 0| 0 0 0 4000 4.88 0.46 24.99 0| 0 0 0 4800 1.86 0.24 22.16 0| 0 0 0 6000 0.35 0.06 20.61 0| 0 0 0 8000 0.17 0.03 26.40 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.17 Underlying Price 45.560 Time to expiry: 1481 Days Sep 14 11.93 0.73 32.65 0| 0 0 0 3200 7.76 0.59 28.79 0| 0 0 0 4000 4.41 0.43 25.02 0| 0 0 0 4800 1.59 0.22 21.67 0| 0 0 0 6000 0.30 0.06 20.14 0| 0 0 0 8000 0.17 0.03 25.93 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.66 Underlying Price 45.560 Time to expiry: 1663 Days Mar 15 12.73 0.74 33.09 0| 0 0 0 3200 8.25 0.61 28.07 0| 0 0 0 4000 4.90 0.45 24.60 0| 0 0 0 4800 2.05 0.25 21.90 0| 0 0 0 6000 0.49 0.08 20.61 0| 0 0 0 8000 0.31 0.05 26.53 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 47,585 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis European (ex Sanofi Synthelabo Euro (SA3) Indicative a-t-m Vol 24.74 Underlying Price 45.560 Time to expiry: 18 Days Sep 10 0.01 0.00 51.00 0| 0 900 0 3200 0.04 -0.02 52.28 0| 0 1,985 0 3600 0.05 -0.03 43.37 0| 0 0 0 3800 0.08 -0.05 35.77 0| 0 13,516 0 4000 0.15 -0.10 29.24 0| 0 0 0 4200 0.28 -0.17 27.94 0| 0 0 0 4300 0.47 -0.27 26.46 0| 0 440 0 4400 0.79 -0.40 25.42 0| 0 0 0 4500 1.24 -0.56 24.21 0| 0 591 0 4600 1.85 -0.71 23.25 0| 0 0 0 4700 2.66 -0.82 23.77 0| 0 315 0 4800 3.54 -0.90 24.10 0| 0 0 0 4900 4.46 -0.96 22.39 0| 0 2,140 0 5000 6.43 -1.00 17.87 0| 0 1,100 0 5200 10.43 -1.00 15.03 0| 0 66 0 5600 14.43 -1.00 13.94 0| 0 20 0 6000 18.43 -1.00 14.55 0| 0 230 0 6400 24.42 -1.00 18.47 0| 0 70 0 7000 34.42 -1.00 32.00 0| 0 0 0 8000 Total 0| 0 21,373 0 Indicative a-t-m Vol 25.13 Underlying Price 45.560 Time to expiry: 200 Days Mar 11 0.16 -0.02 48.00 0| 0 3,000 0 2400 0.43 -0.07 36.11 0| 0 500 0 3200 0.78 -0.13 32.17 0| 0 55 0 3600 1.46 -0.23 28.97 0| 0 521 0 4000 1.96 -0.30 27.50 0| 0 0 0 4200 2.61 -0.38 25.97 0| 0 97 0 4400 3.47 -0.47 24.89 0| 0 1,680 0 4600 4.50 -0.57 23.77 0| 0 1,450 0 4800 5.78 -0.66 23.23 0| 0 12,879 0 5000 7.19 -0.75 22.39 0| 0 580 0 5200 10.56 -0.88 21.66 0| 0 45 0 5600 14.27 -0.95 21.30 0| 0 130 0 6000 18.16 -0.98 21.43 0| 0 0 0 6400 24.09 -0.99 22.10 0| 0 20 0 7000 34.03 -1.00 22.91 0| 0 0 0 8000 43.97 -1.00 23.93 0| 0 0 0 9000 53.92 -1.00 25.46 0| 0 0 0 10000 73.82 -1.00 27.85 0| 0 0 0 12000 113.61 -1.00 35.35 0| 0 0 0 16000 Total 0| 0 20,957 0 Indicative a-t-m Vol 25.68 Underlying Price 45.560 Time to expiry: 382 Days Sep 11 0.75 -0.07 46.76 0| 0 0 0 2400 1.59 -0.15 36.99 0| 0 0 0 3200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.35 -0.23 33.26 0| 0 1,800 0 3600 3.43 -0.33 30.00 0| 0 2,030 0 4000 4.79 -0.46 26.28 0| 0 1,810 0 4400 6.99 -0.60 24.75 0| 0 300 0 4800 8.31 -0.66 24.18 0| 0 28 0 5000 12.98 -0.83 22.75 0| 0 0 0 5600 16.51 -0.90 22.19 0| 0 20 0 6000 26.02 -0.98 20.91 0| 0 20 0 7000 35.85 -1.00 21.37 0| 0 0 0 8000 45.72 -1.00 22.18 0| 0 0 0 9000 55.60 -1.00 23.49 0| 0 0 0 10000 75.36 -1.00 25.97 0| 0 0 0 12000 114.87 -1.00 32.34 0| 0 0 0 16000 Total 0| 0 6,008 0 Indicative a-t-m Vol 25.82 Underlying Price 45.560 Time to expiry: 564 Days Mar 12 1.17 -0.08 44.26 0| 0 80 0 2400 2.22 -0.17 35.55 0| 0 0 0 3200 3.08 -0.24 32.35 0| 0 0 0 3600 4.18 -0.33 29.34 0| 0 15 0 4000 5.68 -0.43 26.67 0| 0 0 0 4400 7.63 -0.55 24.48 0| 0 0 0 4800 8.77 -0.61 23.42 0| 0 0 0 5000 13.14 -0.77 22.08 0| 0 0 0 5600 16.48 -0.85 21.59 0| 0 0 0 6000 25.65 -0.96 20.49 0| 0 0 0 7000 35.31 -0.99 20.20 0| 0 0 0 8000 45.09 -1.00 20.90 0| 0 0 0 9000 54.89 -1.00 21.32 0| 0 0 0 10000 74.50 -1.00 22.90 0| 0 0 0 12000 113.72 -1.00 27.00 0| 0 0 0 16000 Total 0| 0 95 0 Indicative a-t-m Vol 25.70 Underlying Price 45.560 Time to expiry: 753 Days Sep 12 1.76 -0.11 42.18 0| 0 0 0 2400 3.15 -0.21 34.16 0| 0 0 0 3200 5.75 -0.37 29.38 0| 0 16 0 4000 7.35 -0.47 26.58 0| 0 0 0 4400 9.45 -0.58 24.33 0| 0 20 0 4800 15.28 -0.76 23.04 0| 0 0 0 5600 18.53 -0.83 22.13 0| 0 0 0 6000 37.04 -0.98 20.07 0| 0 0 0 8000 75.86 -1.00 25.88 0| 0 0 0 12000 Total 0| 0 36 0 Indicative a-t-m Vol 25.98 Underlying Price 45.560 Time to expiry: 928 Days Mar 13 2.15 -0.12 41.75 0| 0 0 0 2400 3.65 -0.21 34.10 0| 0 0 0 3200 6.35 -0.36 29.78 0| 0 40 0 4000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 51 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.83 -0.45 26.76 0| 0 0 0 4400 9.83 -0.55 24.76 0| 0 70 0 4800 15.27 -0.72 22.82 0| 0 0 0 5600 18.45 -0.79 22.30 0| 0 0 0 6000 36.34 -0.97 19.75 0| 0 0 0 8000 74.75 -0.99 25.54 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 26.46 Underlying Price 45.560 Time to expiry: 1117 Days Sep 13 2.92 -0.14 41.73 0| 0 0 0 2400 4.71 -0.25 34.15 0| 0 0 0 3200 7.78 -0.39 30.02 0| 0 0 0 4000 11.47 -0.57 24.90 0| 0 0 0 4800 20.07 -0.80 21.82 0| 0 0 0 6000 37.95 -0.96 20.77 0| 0 0 0 8000 75.87 -0.98 26.19 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.66 Underlying Price 45.560 Time to expiry: 1299 Days Mar 14 3.08 -0.14 40.43 0| 0 0 0 2400 4.83 -0.24 32.96 0| 0 0 0 3200 8.21 -0.37 30.45 0| 0 0 0 4000 11.59 -0.54 24.99 0| 0 0 0 4800 19.85 -0.76 22.16 0| 0 0 0 6000 37.13 -0.94 20.61 0| 0 0 0 8000 74.52 -0.97 26.40 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.17 Underlying Price 45.560 Time to expiry: 1481 Days Sep 14 5.66 -0.27 32.65 0| 0 0 0 3200 8.90 -0.41 28.79 0| 0 0 0 4000 12.96 -0.57 25.02 0| 0 0 0 4800 21.27 -0.78 21.67 0| 0 0 0 6000 38.51 -0.94 20.14 0| 0 0 0 8000 75.45 -0.97 25.93 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.66 Underlying Price 45.560 Time to expiry: 1663 Days Mar 15 5.86 -0.26 32.54 0| 0 0 0 3200 8.82 -0.39 28.07 0| 0 0 0 4000 12.77 -0.55 24.60 0| 0 0 0 4800 20.88 -0.75 21.90 0| 0 0 0 6000 37.59 -0.92 20.61 0| 0 0 0 8000 73.93 -0.95 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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 35.35 Underlying Price 83.180 Time to expiry: 18 Days Sep 10 39.19 1.00 84.00 0| 0 0 0 4400 35.19 1.00 77.14 0| 0 0 0 4800 27.20 1.00 64.28 0| 0 0 0 5600 19.24 0.99 53.35 0| 0 0 0 6400 15.31 0.97 48.70 0| 0 0 0 6800 11.48 0.93 44.94 0| 0 1,659 0 7200 7.88 0.84 41.60 0| 0 27 0 7600 6.23 0.78 39.84 0| 0 0 0 7800 4.67 0.69 37.39 0| 0 530 0 8000 3.35 0.59 36.05 0| 0 20 0 8200 2.28 0.47 34.86 0| 10 571 +8 8400 1.44 0.35 33.90 0| 2 602 +2 8600 1.26 0.92 0.25 34.15 1.26 1.26 20| 0 1,733 0 8800 0.71 0.49 0.16 32.81 0.71 0.71 20| 2 32 -2 9000 0.27 0.10 32.84 0| 0 506 0 9200 0.30 0.11 0.05 31.37 0.30 Q 0.30 Q 300| 0 791 0 9400 0.05 0.02 30.86 0| 0 872 0 9600 0.01 0.00 30.16 0| 0 491 0 10000 0.01 0.00 29.82 0| 0 90 0 10500 0.01 0.00 30.06 0| 0 0 0 11000 0.01 0.00 32.00 0| 0 41 0 12000 Total 340| 14 7,965 +8 Indicative a-t-m Vol 35.16 Underlying Price 83.180 Time to expiry: 46 Days Oct 10 15.99 0.90 48.00 0| 0 0 0 6800 12.39 0.84 43.57 0| 0 0 0 7200 9.03 0.76 39.84 0| 0 9 0 7600 6.13 0.64 36.92 0| 0 0 0 8000 4.88 0.57 35.76 0| 0 0 0 8200 3.79 0.50 34.74 0| 0 0 0 8400 2.83 0.42 33.47 0| 0 0 0 8600 2.07 0.34 32.69 0| 0 0 0 8800 1.76 1.44 0.26 31.72 1.78 1.76 30| 0 10 0 9000 1.08 0.21 32.18 0| 0 520 0 9200 0.72 0.15 31.43 0| 12 52 +12 9400 0.49 0.11 31.26 0| 0 0 0 9600 0.22 0.06 31.37 0| 0 129 0 10000 0.04 0.01 34.00 0| 0 0 0 11000 Total 30| 12 720 +12 Indicative a-t-m Vol 36.14 Underlying Price 83.180 Time to expiry: 81 Days Nov 10 16.84 0.85 46.00 0| 0 0 0 6800 13.43 0.80 42.53 0| 0 0 0 7200 10.37 0.72 40.08 0| 0 0 0 7600 7.63 0.62 37.93 0| 0 0 0 8000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.43 0.57 36.83 0| 0 0 0 8200 5.30 0.51 35.66 0| 0 0 0 8400 4.30 0.46 34.76 0| 0 0 0 8600 3.40 0.40 33.52 0| 0 0 0 8800 2.67 0.34 32.75 0| 0 0 0 9000 2.11 0.29 32.47 0| 0 0 0 9200 1.13 0.18 30.70 0| 0 500 0 9600 0.56 0.11 29.35 0| 0 0 0 10000 Total 0| 0 500 0 Indicative a-t-m Vol 35.76 Underlying Price 83.180 Time to expiry: 109 Days Dec 10 51.47 0.99 88.00 0| 0 0 0 3200 43.66 0.98 76.24 0| 0 0 0 4000 39.77 0.97 70.68 0| 0 0 0 4400 35.91 0.96 65.48 0| 0 0 0 4800 28.30 0.93 56.26 0| 0 0 0 5600 24.59 0.90 52.25 0| 0 0 0 6000 20.97 0.87 48.62 0| 0 0 0 6400 17.50 0.83 45.32 0| 0 1,500 0 6800 14.22 0.77 42.35 0| 0 723 0 7200 11.24 0.70 40.04 0| 0 1,021 0 7600 8.56 0.62 37.87 0| 0 4,377 0 8000 6.14 0.52 35.22 0| 0 3,849 0 8400 4.22 0.42 33.38 0| 0 1,524 0 8800 2.75 0.32 31.97 0| 5 2,184 -5 9200 1.72 0.23 30.85 0| 2 897 -2 9600 1.06 0.16 30.28 0| 0 2,260 0 10000 0.04 0.01 27.23 0| 0 490 0 12000 0.01 0.00 28.28 0| 0 0 0 14000 0.01 0.00 32.00 0| 0 0 0 16000 Total 0| 7 18,825 -7 Indicative a-t-m Vol 36.17 Underlying Price 83.180 Time to expiry: 200 Days Mar 11 36.35 0.94 53.76 0| 0 0 0 4800 29.28 0.90 50.17 0| 0 0 0 5600 22.53 0.83 45.83 0| 0 0 0 6400 16.35 0.74 41.53 0| 0 0 0 7200 13.55 0.68 39.54 0| 0 0 0 7600 11.00 0.62 37.78 0| 0 180 0 8000 8.61 0.55 35.76 0| 0 0 0 8400 6.64 0.47 34.33 0| 0 17 0 8800 4.95 0.39 32.92 0| 0 40 0 9200 3.59 0.32 31.74 0| 0 62 0 9600 2.51 0.25 30.60 0| 0 31 0 10000 0.31 0.05 27.54 0| 0 450 0 12000 0.05 0.01 28.00 0| 0 0 0 14000 Total 0| 0 780 0 Indicative a-t-m Vol 35.89 Underlying Price 83.180 Time to expiry: 291 Days Jun 11 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 43.92 0.97 55.00 0| 0 0 0 4000 36.46 0.94 50.15 0| 0 0 0 4800 29.36 0.90 45.96 0| 0 0 0 5600 25.97 0.87 44.11 0| 0 0 0 6000 22.72 0.83 42.40 0| 0 0 0 6400 16.86 0.74 39.47 0| 0 0 0 7200 14.30 0.68 38.50 0| 0 0 0 7600 11.83 0.62 37.00 0| 0 0 0 8000 9.62 9.65 0.55 35.60 9.62 9.62 10| 0 20 0 8400 7.70 0.49 34.30 0| 0 0 0 8800 6.16 0.42 33.68 0| 0 115 0 9200 4.84 0.36 33.04 0| 0 0 0 9600 3.75 0.30 32.30 0| 0 0 0 10000 0.84 0.09 29.61 0| 0 51 0 12000 0.15 0.02 28.30 0| 0 0 0 14000 0.03 0.00 28.00 0| 0 0 0 16000 Total 10| 0 186 0 Indicative a-t-m Vol 36.63 Underlying Price 83.180 Time to expiry: 473 Days Dec 11 37.74 0.91 52.00 0| 0 0 0 4800 27.65 0.83 44.24 0| 0 0 0 6000 19.19 0.71 39.65 0| 0 0 0 7200 16.69 0.66 38.25 0| 0 400 0 7600 14.48 0.62 37.31 0| 0 808 0 8000 10.68 0.52 35.60 0| 0 25 0 8800 7.72 0.42 34.24 0| 0 0 0 9600 2.56 0.19 31.51 0| 0 0 0 12000 0.29 0.03 29.00 0| 0 24 0 16000 Total 0| 0 1,257 0 Indicative a-t-m Vol 35.81 Underlying Price 83.180 Time to expiry: 655 Days Jun 12 37.97 0.90 49.94 0| 0 0 0 4800 28.67 0.82 44.53 0| 0 0 0 6000 15.63 0.62 36.46 0| 0 0 0 8000 11.92 0.53 34.83 0| 0 0 0 8800 8.62 0.44 32.79 0| 0 0 0 9600 3.03 0.21 29.59 0| 0 0 0 12000 0.61 0.06 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 380| 33 30,233 +13 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 35.35 Underlying Price 83.180 Time to expiry: 18 Days Sep 10 0.01 0.00 84.00 0| 0 0 0 4400 0.01 0.00 77.14 0| 0 60 0 4800 0.01 0.00 64.28 0| 0 242 0 5600 0.05 -0.01 53.35 0| 0 591 0 6400 0.11 -0.03 48.70 0| 0 306 0 6800 0.28 -0.07 44.94 0| 205 1,406 +122 7200 0.50 0.69 -0.16 41.60 0.50 0.50 10| 0 3,913 0 7600 0.89 1.03 -0.23 39.84 0.89 0.89 12| 26 148 +26 7800 1.47 -0.31 37.39 0| 0 2,183 0 8000 1.71 2.15 -0.41 36.05 1.71 1.71 2| 19 2,965 -11 8200 3.08 -0.53 34.86 0| 0 2,079 0 8400 4.25 -0.65 33.90 0| 0 1,968 0 8600 5.73 -0.75 34.15 0| 0 85 0 8800 7.29 -0.85 32.81 0| 0 251 0 9000 9.08 -0.91 32.84 0| 0 3 0 9200 10.92 -0.95 31.37 0| 0 0 0 9400 12.86 -0.98 30.86 0| 0 21 0 9600 16.82 -1.00 30.16 0| 0 0 0 10000 21.82 -1.00 29.82 0| 0 0 0 10500 26.82 -1.00 30.06 0| 0 0 0 11000 36.82 -1.00 32.00 0| 0 0 0 12000 Total 24| 250 16,221 +137 Indicative a-t-m Vol 35.16 Underlying Price 83.180 Time to expiry: 46 Days Oct 10 0.76 -0.10 48.00 0| 0 0 0 6800 1.15 1.16 -0.16 43.57 1.15 1.15 14| 72 72 +72 7200 1.80 -0.24 39.84 0| 0 10 0 7600 2.89 -0.36 36.92 0| 5 72 +5 8000 3.65 -0.43 35.76 0| 0 61 0 8200 4.56 -0.50 34.74 0| 0 616 0 8400 5.59 -0.58 33.47 0| 0 513 0 8600 6.84 -0.66 32.69 0| 0 11 0 8800 8.21 -0.74 31.72 0| 0 0 0 9000 9.85 -0.79 32.18 0| 0 0 0 9200 11.49 -0.85 31.43 0| 0 0 0 9400 13.26 -0.89 31.26 0| 0 0 0 9600 17.00 -0.95 31.37 0| 0 1 0 10000 26.84 -0.99 34.00 0| 0 0 0 11000 Total 14| 77 1,356 +77 Indicative a-t-m Vol 36.14 Underlying Price 83.180 Time to expiry: 81 Days Nov 10 1.56 -0.15 46.00 0| 0 0 0 6800 2.14 -0.20 42.53 0| 0 1 0 7200 3.00 3.07 -0.28 40.08 3.00 3.00 2| 0 0 0 7600 4.33 -0.38 37.93 0| 0 22 0 8000 5.13 -0.43 36.83 0| 0 0 0 8200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.99 -0.49 35.66 0| 0 0 0 8400 6.99 -0.55 34.76 0| 0 0 0 8600 8.09 -0.61 33.52 0| 0 0 0 8800 9.37 -0.66 32.75 0| 0 0 0 9000 10.81 -0.72 32.47 0| 0 0 0 9200 13.83 -0.82 30.70 0| 0 0 0 9600 17.27 -0.90 29.35 0| 0 0 0 10000 Total 2| 0 23 0 Indicative a-t-m Vol 35.76 Underlying Price 83.180 Time to expiry: 109 Days Dec 10 0.21 -0.01 88.00 0| 0 50 0 3200 0.38 -0.02 76.24 0| 0 44 0 4000 0.48 -0.03 70.68 0| 0 21 0 4400 0.46 0.61 -0.04 65.48 0.46 0.46 6| 0 2,005 0 4800 0.98 -0.07 56.26 0| 0 543 0 5600 1.26 -0.10 52.25 0| 0 558 0 6000 1.50 1.63 -0.13 48.62 1.50 1.50 10| 0 2,193 0 6400 2.15 -0.17 45.32 0| 0 1,976 0 6800 2.86 -0.23 42.35 0| 0 3,281 0 7200 3.87 -0.30 40.04 0| 0 8,806 0 7600 5.19 -0.38 37.87 0| 0 2,394 0 8000 6.76 -0.48 35.22 0| 0 7,116 0 8400 8.84 -0.58 33.38 0| 0 525 0 8800 11.37 -0.68 31.97 0| 0 57 0 9200 14.34 -0.78 30.85 0| 0 16 0 9600 17.69 -0.85 30.28 0| 0 0 0 10000 36.82 -1.00 27.23 0| 0 0 0 12000 56.82 -1.00 28.28 0| 0 0 0 14000 76.82 -1.00 32.00 0| 0 0 0 16000 Total 16| 0 29,585 0 Indicative a-t-m Vol 36.17 Underlying Price 83.180 Time to expiry: 200 Days Mar 11 1.07 0.92 -0.06 53.76 1.07 1.07 5| 0 26 0 4800 1.81 -0.10 50.17 0| 0 54 0 5600 2.98 3.03 -0.17 45.83 3.08 2.98 6| 0 90 0 6400 4.81 -0.26 41.53 0| 0 607 0 7200 5.99 -0.32 39.54 0| 0 300 0 7600 7.43 -0.38 37.78 0| 0 519 0 8000 9.03 -0.46 35.76 0| 0 29 0 8400 11.04 -0.53 34.33 0| 0 527 0 8800 13.35 -0.61 32.92 0| 0 6 0 9200 15.99 -0.69 31.74 0| 0 0 0 9600 18.92 -0.76 30.60 0| 0 0 0 10000 36.88 -0.97 27.54 0| 0 0 0 12000 56.82 -1.00 28.00 0| 0 0 0 14000 Total 11| 0 2,158 0 Indicative a-t-m Vol 35.89 Underlying Price 83.180 Time to expiry: 291 Days Jun 11 0.90 -0.05 55.00 0| 0 68 0 4000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.71 1.62 -0.08 50.15 1.71 1.71 12| 0 45 0 4800 2.71 -0.13 45.96 0| 0 41 0 5600 3.44 -0.17 44.11 0| 0 51 0 6000 4.30 -0.21 42.40 0| 0 0 0 6400 6.70 -0.30 39.47 0| 0 2 0 7200 8.26 -0.36 38.50 0| 0 500 0 7600 9.90 -0.42 37.00 0| 0 0 0 8000 11.82 -0.48 35.60 0| 0 0 0 8400 13.96 -0.54 34.30 0| 0 125 0 8800 16.50 -0.60 33.68 0| 0 0 0 9200 19.24 -0.66 33.04 0| 0 0 0 9600 22.20 -0.72 32.30 0| 0 0 0 10000 39.33 -0.91 29.61 0| 0 0 0 12000 58.55 -0.98 28.30 0| 0 0 0 14000 78.29 -1.00 28.00 0| 0 0 0 16000 Total 12| 0 832 0 Indicative a-t-m Vol 36.63 Underlying Price 83.180 Time to expiry: 473 Days Dec 11 3.59 -0.12 52.00 0| 0 0 0 4800 5.63 -0.19 44.24 0| 0 0 0 6000 9.28 -0.31 39.65 0| 0 0 0 7200 10.81 -0.35 38.25 0| 0 800 0 7600 12.59 -0.40 37.31 0| 0 700 0 8000 16.80 -0.50 35.60 0| 0 0 0 8800 21.82 -0.59 34.24 0| 0 0 0 9600 40.60 -0.83 31.51 0| 0 0 0 12000 78.27 -0.98 29.00 0| 0 0 0 16000 Total 0| 0 1,500 0 Indicative a-t-m Vol 35.81 Underlying Price 83.180 Time to expiry: 655 Days Jun 12 5.17 -0.14 49.94 0| 0 0 0 4800 8.22 -0.22 44.53 0| 0 0 0 6000 15.48 -0.41 36.46 0| 0 0 0 8000 19.83 -0.50 34.83 0| 0 0 0 8800 24.57 -0.59 32.79 0| 0 0 0 9600 42.82 -0.80 29.59 0| 0 0 0 12000 79.70 -0.95 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 79| 327 51,675 +214 Grand Total 459| 360 81,908 +227 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 35.35 Underlying Price 83.180 Time to expiry: 18 Days Sep 10 51.19 1.00 102.28 0| 0 0 0 3200 43.19 1.00 90.87 0| 0 30 0 4000 39.19 1.00 84.00 0| 0 0 0 4400 35.19 1.00 77.14 0| 0 0 0 4800 27.20 1.00 64.28 0| 0 0 0 5600 23.22 0.99 58.54 0| 0 4,000 0 6000 19.24 0.99 53.35 0| 0 838 0 6400 15.31 0.97 48.70 0| 0 356 0 6800 11.48 0.93 44.94 0| 0 110 0 7200 7.88 0.84 41.60 0| 0 324 0 7600 6.23 0.78 39.84 0| 0 0 0 7800 4.67 0.69 37.39 0| 0 445 0 8000 3.35 0.59 36.05 0| 0 0 0 8200 2.28 0.47 34.86 0| 0 704 0 8400 1.44 0.35 33.90 0| 0 0 0 8600 0.92 0.25 34.15 0| 0 533 0 8800 0.49 0.16 32.81 0| 0 0 0 9000 0.27 0.10 32.84 0| 0 319 0 9200 0.11 0.05 31.37 0| 0 0 0 9400 0.05 0.02 30.86 0| 0 255 0 9600 0.01 0.00 30.16 0| 0 526 0 10000 0.01 0.00 30.06 0| 0 0 0 11000 0.01 0.00 32.00 0| 0 2,543 0 12000 Total 0| 0 10,983 0 Indicative a-t-m Vol 36.17 Underlying Price 83.180 Time to expiry: 200 Days Mar 11 43.70 0.98 54.88 0| 0 0 0 4000 36.35 0.94 53.76 0| 0 0 0 4800 29.28 0.90 50.17 0| 0 0 0 5600 25.86 0.87 48.04 0| 0 0 0 6000 22.53 0.83 45.83 0| 0 212 0 6400 16.35 0.74 41.53 0| 0 0 0 7200 13.55 0.68 39.54 0| 0 0 0 7600 11.00 0.62 37.78 0| 0 4 0 8000 8.61 0.55 35.76 0| 0 190 0 8400 6.64 0.47 34.33 0| 0 300 0 8800 4.95 0.39 32.92 0| 0 0 0 9200 3.59 0.32 31.74 0| 0 0 0 9600 2.51 0.25 30.60 0| 0 0 0 10000 0.31 0.05 27.54 0| 0 772 0 12000 0.05 0.01 28.00 0| 0 0 0 14000 0.02 0.00 31.38 0| 0 0 0 16000 Total 0| 0 1,478 0 Indicative a-t-m Vol 36.01 Underlying Price 83.180 Time to expiry: 382 Days Sep 11 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 35.58 0.90 50.00 0| 0 0 0 4800 32.39 0.88 48.67 0| 0 3,000 0 5200 26.16 0.82 45.39 0| 0 0 0 6000 23.23 0.78 43.68 0| 0 2,310 0 6400 17.95 0.69 41.09 0| 0 0 0 7200 12.75 0.60 36.88 0| 0 2,500 0 8000 8.93 0.49 34.70 0| 0 2 0 8800 5.70 0.37 32.07 0| 0 0 0 9600 1.12 0.11 27.88 0| 0 0 0 12000 0.07 0.01 27.00 0| 0 0 0 16000 Total 0| 0 7,812 0 Indicative a-t-m Vol 36.70 Underlying Price 83.180 Time to expiry: 564 Days Mar 12 37.89 0.88 52.02 0| 0 0 0 4800 28.69 0.80 45.46 0| 0 0 0 6000 20.56 0.70 40.59 0| 0 5,000 0 7200 16.03 0.62 38.22 0| 0 0 0 8000 11.44 0.52 34.39 0| 0 0 0 8800 7.95 0.42 31.77 0| 0 0 0 9600 2.16 0.17 27.24 0| 0 0 0 12000 0.34 0.04 27.24 0| 0 0 0 16000 Total 0| 0 5,000 0 Total Calls 0| 0 25,273 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 35.35 Underlying Price 83.180 Time to expiry: 18 Days Sep 10 0.01 0.00 102.28 0| 0 0 0 3200 0.01 0.00 90.87 0| 0 0 0 4000 0.01 0.00 84.00 0| 0 5 0 4400 0.01 0.00 77.14 0| 0 275 0 4800 0.01 0.00 64.28 0| 0 280 0 5600 0.02 -0.01 58.54 0| 0 20 0 6000 0.05 -0.01 53.35 0| 0 267 0 6400 0.11 -0.03 48.70 0| 0 728 0 6800 0.28 -0.07 44.94 0| 0 327 0 7200 0.69 -0.16 41.60 0| 0 438 0 7600 1.03 -0.22 39.84 0| 0 0 0 7800 1.47 -0.31 37.39 0| 0 336 0 8000 2.15 -0.41 36.05 0| 0 0 0 8200 3.08 -0.53 34.86 0| 0 300 0 8400 4.24 -0.65 33.90 0| 0 0 0 8600 5.72 -0.75 34.15 0| 0 0 0 8800 7.29 -0.84 32.81 0| 0 0 0 9000 9.07 -0.90 32.84 0| 0 0 0 9200 10.91 -0.95 31.37 0| 0 0 0 9400 12.85 -0.98 30.86 0| 0 0 0 9600 16.80 -1.00 30.16 0| 0 0 0 10000 26.79 -1.00 30.06 0| 0 0 0 11000 36.79 -1.00 32.00 0| 0 0 0 12000 Total 0| 0 2,976 0 Indicative a-t-m Vol 36.17 Underlying Price 83.180 Time to expiry: 200 Days Mar 11 0.31 -0.02 54.88 0| 0 1,199 0 4000 0.92 -0.06 53.76 0| 0 1,828 0 4800 1.80 -0.10 50.17 0| 0 50 0 5600 2.37 -0.13 48.04 0| 0 0 0 6000 3.02 -0.17 45.83 0| 0 110 0 6400 4.80 -0.26 41.53 0| 0 64 0 7200 5.98 -0.32 39.54 0| 0 176 0 7600 7.40 -0.38 37.78 0| 0 208 0 8000 9.00 -0.45 35.76 0| 0 0 0 8400 11.00 -0.53 34.33 0| 0 10 0 8800 13.29 -0.61 32.92 0| 0 0 0 9200 15.91 -0.68 31.74 0| 0 0 0 9600 18.81 -0.75 30.60 0| 0 0 0 10000 36.50 -0.95 27.54 0| 0 10 0 12000 56.14 -0.99 28.00 0| 0 0 0 14000 76.01 -1.00 31.38 0| 0 0 0 16000 Total 0| 0 3,655 0 Indicative a-t-m Vol 36.01 Underlying Price 83.180 Time to expiry: 382 Days Sep 11 2.39 -0.10 50.00 0| 0 0 0 4800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 61 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.15 -0.12 48.67 0| 0 0 0 5200 4.83 -0.18 45.39 0| 0 0 0 6000 5.85 -0.22 43.68 0| 0 0 0 6400 8.47 -0.31 41.09 0| 0 18 0 7200 11.18 -0.40 36.88 0| 0 0 0 8000 15.25 -0.51 34.70 0| 0 0 0 8800 19.93 -0.63 32.07 0| 0 0 0 9600 39.05 -0.89 27.88 0| 0 0 0 12000 77.52 -0.99 27.00 0| 0 0 0 16000 Total 0| 0 18 0 Indicative a-t-m Vol 36.70 Underlying Price 83.180 Time to expiry: 564 Days Mar 12 4.36 -0.12 52.02 0| 0 0 0 4800 6.93 -0.20 45.46 0| 0 0 0 6000 10.57 -0.30 40.59 0| 0 0 0 7200 13.88 -0.38 38.22 0| 0 0 0 8000 17.13 -0.48 34.39 0| 0 0 0 8800 21.49 -0.58 31.77 0| 0 0 0 9600 39.24 -0.83 27.24 0| 0 0 0 12000 76.64 -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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 30.70 Underlying Price 16.620 Time to expiry: 18 Days Sep 10 7.02 1.00 48.00 0| 0 0 0 960 6.62 1.00 45.25 0| 0 0 0 1000 4.62 1.00 36.47 0| 0 0 0 1200 3.62 1.00 34.06 0| 0 0 0 1300 2.63 0.99 32.42 0| 0 0 0 1400 1.66 0.93 31.30 0| 0 0 0 1500 1.21 0.86 29.40 0| 0 0 0 1550 0.85 0.71 31.80 0| 0 0 0 1600 0.53 0.56 30.91 0| 0 120 0 1650 0.30 0.39 30.02 0| 0 422 0 1700 0.15 0.23 29.61 0| 0 0 0 1750 0.06 0.12 28.84 0| 0 200 0 1800 0.01 0.02 29.01 0| 0 160 0 1900 0.01 0.00 28.56 0| 0 40 0 2000 0.01 0.00 27.51 0| 0 0 0 2200 0.01 0.00 26.11 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 29.27 Underlying Price 16.620 Time to expiry: 109 Days Dec 10 7.06 0.99 44.00 0| 0 0 0 960 6.66 0.99 42.87 0| 0 0 0 1000 4.72 0.96 37.66 0| 0 0 0 1200 2.91 0.85 33.25 0| 0 0 0 1400 2.11 0.76 31.39 0| 0 0 0 1500 1.43 0.63 29.90 0| 0 0 0 1600 0.90 0.48 28.88 0| 0 60 0 1700 0.50 0.33 27.31 0| 0 360 0 1800 0.25 0.20 26.25 0| 0 290 0 1900 0.12 0.11 25.65 0| 0 1,580 0 2000 0.02 0.02 24.64 0| 0 0 0 2200 0.01 0.00 24.24 0| 0 0 0 2400 0.01 0.00 25.00 0| 0 0 0 2800 Total 0| 0 2,290 0 Indicative a-t-m Vol 29.08 Underlying Price 16.620 Time to expiry: 200 Days Mar 11 7.18 0.96 48.00 0| 0 0 0 960 6.79 0.95 45.45 0| 0 0 0 1000 4.88 0.91 36.21 0| 0 0 0 1200 3.20 0.80 32.78 0| 0 0 0 1400 2.47 0.72 31.47 0| 0 0 0 1500 1.83 0.62 30.27 0| 0 40 0 1600 1.27 0.51 28.34 0| 0 20 0 1700 0.86 0.40 27.78 0| 0 40 0 1800 0.59 0.30 27.77 0| 0 0 0 1900 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.29 0.19 25.00 0| 0 0 0 2000 0.09 0.07 24.00 0| 0 0 0 2200 0.05 0.04 26.94 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 27.24 Underlying Price 16.620 Time to expiry: 291 Days Jun 11 7.23 0.96 48.01 0| 0 0 0 960 6.83 0.95 45.00 0| 0 0 0 1000 4.92 0.91 35.32 0| 0 0 0 1200 3.21 0.81 30.95 0| 0 0 0 1400 2.58 0.72 31.50 0| 0 0 0 1500 1.84 0.63 28.06 0| 0 0 0 1600 1.29 0.52 26.73 0| 0 0 0 1700 0.89 0.40 26.11 0| 0 0 0 1800 0.37 0.21 24.86 0| 0 0 0 2000 0.13 0.09 23.92 0| 0 0 0 2200 0.07 0.05 26.00 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 3,332 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 30.70 Underlying Price 16.620 Time to expiry: 18 Days Sep 10 0.01 0.00 48.00 0| 0 0 0 960 0.01 0.00 45.25 0| 0 0 0 1000 0.01 0.00 36.47 0| 0 0 0 1200 0.01 0.00 34.06 0| 0 0 0 1300 0.01 -0.01 32.42 0| 0 0 0 1400 0.04 -0.07 31.30 0| 0 37 0 1500 0.08 -0.14 29.40 0| 0 0 0 1550 0.23 -0.29 31.80 0| 0 101 0 1600 0.41 -0.44 30.91 0| 0 0 0 1650 0.67 -0.62 30.02 0| 0 130 0 1700 1.02 -0.77 29.61 0| 0 0 0 1750 1.44 -0.88 28.84 0| 0 0 0 1800 2.39 -0.98 29.01 0| 0 0 0 1900 3.38 -1.00 28.56 0| 0 0 0 2000 5.38 -1.00 27.51 0| 0 0 0 2200 7.38 -1.00 26.11 0| 0 0 0 2400 11.38 -1.00 22.00 0| 0 0 0 2800 Total 0| 0 268 0 Indicative a-t-m Vol 29.27 Underlying Price 16.620 Time to expiry: 109 Days Dec 10 0.01 -0.01 44.00 0| 0 0 0 960 0.02 -0.01 42.87 0| 0 0 0 1000 0.07 -0.04 37.66 0| 0 0 0 1200 0.25 -0.15 33.25 0| 0 60 0 1400 0.45 -0.24 31.39 0| 0 0 0 1500 0.77 -0.37 29.90 0| 10 50 +10 1600 1.24 -0.52 28.88 0| 0 120 0 1700 1.84 -0.67 27.31 0| 0 0 0 1800 2.59 -0.80 26.25 0| 0 80 0 1900 3.46 -0.90 25.65 0| 0 42 0 2000 5.38 -0.99 24.64 0| 0 0 0 2200 7.38 -1.00 24.24 0| 0 0 0 2400 11.38 -1.00 25.00 0| 0 0 0 2800 Total 0| 10 352 +10 Indicative a-t-m Vol 29.08 Underlying Price 16.620 Time to expiry: 200 Days Mar 11 0.11 -0.04 48.00 0| 0 0 0 960 0.12 -0.05 45.45 0| 0 0 0 1000 0.20 -0.09 36.21 0| 0 0 0 1200 0.51 -0.20 32.78 0| 0 20 0 1400 0.77 -0.28 31.47 0| 20 20 +20 1500 1.13 -0.38 30.27 0| 0 0 0 1600 1.57 -0.49 28.34 0| 0 0 0 1700 2.16 -0.61 27.78 0| 0 0 0 1800 2.89 -0.71 27.77 0| 0 0 0 1900 3.60 -0.82 25.00 0| 0 0 0 2000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.41 -0.95 24.00 0| 0 0 0 2200 7.39 -0.98 26.94 0| 0 0 0 2400 11.38 -1.00 27.00 0| 0 0 0 2800 Total 0| 20 40 +20 Indicative a-t-m Vol 27.24 Underlying Price 16.620 Time to expiry: 291 Days Jun 11 0.32 -0.09 48.01 0| 0 0 0 960 0.32 -0.09 45.00 0| 0 0 0 1000 0.46 -0.15 35.32 0| 0 0 0 1200 0.88 -0.28 30.53 0| 0 0 0 1400 1.36 -0.38 31.50 0| 0 0 0 1500 1.70 -0.47 28.06 0| 0 0 0 1600 2.24 -0.58 26.73 0| 0 0 0 1700 2.91 -0.68 26.11 0| 0 0 0 1800 4.50 -0.83 24.86 0| 0 0 0 2000 6.30 -0.93 23.92 0| 0 0 0 2200 8.25 -0.96 26.00 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 30 660 +30 Grand Total 0| 30 3,992 +30 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 49.09 Underlying Price 40.185 Time to expiry: 18 Days Sep 10 20.19 1.00 99.00 0| 0 0 0 2000 18.19 1.00 91.65 0| 0 0 0 2200 16.20 1.00 84.83 0| 0 0 0 2400 14.20 0.99 78.74 0| 0 0 0 2600 12.22 0.99 73.30 0| 0 200 0 2800 10.26 0.97 68.44 0| 0 0 0 3000 8.35 0.94 65.97 0| 0 416 0 3200 7.38 0.93 62.07 0| 0 2,050 0 3300 6.38 0.89 61.29 0| 0 6,750 0 3412 5.59 0.86 59.25 0| 0 885 0 3500 4.76 0.82 57.76 0| 0 8,235 0 3600 3.92 0.77 54.49 0| 0 550 0 3700 3.23 0.71 52.68 0| 0 324 0 3791 3.16 0.70 52.38 0| 0 3,038 0 3800 2.48 0.63 50.57 0| 25 868 +25 3900 1.90 0.54 49.27 0| 94 11,289 +55 4000 1.41 0.45 48.35 0| 0 75 0 4100 1.12 0.39 47.61 0| 75 5,502 +41 4170 0.86 0.70 0.28 46.35 0.86 0.86 23| 0 951 0 4300 0.47 0.47 0.21 45.75 0.47 0.47 27| 0 4,319 0 4400 0.38 0.32 0.15 45.78 0.38 0.32 82| 169 1,149 -18 4500 0.29 0.26 0.13 45.84 0.29 0.29 26| 75 2,416 +75 4549 0.20 0.11 45.53 0| 75 537 -23 4600 0.13 0.07 45.56 0| 0 545 0 4700 0.04 0.03 40.55 0| 0 10,994 0 4800 0.03 0.02 43.76 0| 0 5,344 0 4929 0.01 0.00 39.82 0| 0 2,129 0 5200 0.01 0.00 39.21 0| 0 4,656 0 5308 0.01 0.00 37.45 0| 0 460 0 5687 0.01 0.00 36.23 0| 0 93 0 6066 0.01 0.00 35.55 0| 0 100 0 6400 0.01 0.00 35.15 0| 0 6 0 6824 0.01 0.00 35.19 0| 0 0 0 7200 0.01 0.00 35.54 0| 0 587 0 7582 0.01 0.00 36.00 0| 0 120 0 8000 Total 158| 513 74,588 +155 Indicative a-t-m Vol 48.72 Underlying Price 40.185 Time to expiry: 46 Days Oct 10 12.48 0.94 69.60 0| 0 0 0 2800 10.63 0.91 66.02 0| 0 0 0 3000 8.91 0.87 64.52 0| 0 0 0 3200 7.20 0.81 60.23 0| 0 0 0 3400 6.39 0.78 58.17 0| 0 0 0 3500 5.59 0.74 55.67 0| 0 61 0 3600 4.84 0.70 53.74 0| 0 75 0 3700 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.13 0.65 51.70 0| 0 67 0 3800 3.51 0.60 50.55 0| 0 50 0 3900 2.91 0.55 48.98 0| 0 242 0 4000 2.39 0.49 47.63 0| 0 9 0 4100 1.93 0.43 46.47 0| 0 165 0 4200 1.53 0.37 45.48 0| 0 75 0 4300 1.20 0.31 44.57 0| 0 638 0 4400 0.90 0.26 43.15 0| 0 174 0 4500 0.68 0.21 42.42 0| 0 225 0 4600 0.51 0.17 42.10 0| 0 78 0 4700 0.36 0.13 41.24 0| 0 881 0 4800 0.06 0.03 37.35 0| 0 2,757 0 5200 0.01 0.00 35.00 0| 0 50 0 5600 Total 0| 0 5,547 0 Indicative a-t-m Vol 49.06 Underlying Price 40.185 Time to expiry: 81 Days Nov 10 7.89 0.78 57.81 0| 0 0 0 3400 6.40 0.71 54.68 0| 0 0 0 3600 5.03 0.64 51.70 0| 0 0 0 3800 4.42 0.60 50.40 0| 0 0 0 3900 3.85 0.56 49.33 0| 0 75 0 4000 3.31 0.51 47.93 0| 0 0 0 4100 2.85 2.81 0.47 46.86 2.85 2.85 10| 0 26 0 4200 1.98 0.38 44.69 0| 75 75 +75 4400 1.36 0.29 43.11 0| 75 200 +75 4600 0.86 0.21 41.29 0| 0 475 0 4800 Total 10| 150 851 +150 Indicative a-t-m Vol 48.42 Underlying Price 40.185 Time to expiry: 109 Days Dec 10 28.88 1.00 100.00 0| 0 0 0 1137 25.20 0.98 93.40 0| 0 0 0 1516 21.55 0.97 84.91 0| 0 113 0 1896 20.57 0.96 82.58 0| 0 0 0 2000 17.99 0.94 76.49 0| 0 0 0 2275 16.83 0.93 73.49 0| 0 12 0 2400 13.28 0.88 66.78 0| 0 0 0 2800 11.29 0.84 62.66 0| 0 2,929 0 3033 9.89 0.81 59.02 0| 0 1,650 0 3200 8.37 0.76 56.57 0| 0 331 0 3400 6.92 0.70 53.78 0| 0 4,268 0 3600 5.66 0.64 51.53 0| 0 7,771 0 3791 4.39 0.56 48.62 0| 0 13,114 0 4000 3.37 0.49 46.50 0| 0 2,325 0 4200 3.09 0.46 45.83 0| 0 5,515 0 4258 2.65 0.42 44.68 0| 0 4,631 0 4360 1.91 0.34 42.55 0| 13 6,349 0 4549 1.77 0.33 42.47 0| 0 1,741 0 4600 1.35 0.27 40.92 0| 31 23,226 -31 4739 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.91 0.21 39.48 0| 0 19,825 0 4929 0.63 0.16 38.42 0| 43 4,204 +5 5100 0.41 0.11 38.09 0| 0 2,547 0 5323 0.16 0.05 35.08 0| 0 5,429 0 5600 0.13 0.04 34.84 0| 0 2,094 0 5687 0.01 0.00 31.71 0| 0 765 0 6388 0.01 0.00 31.67 0| 0 1,022 0 6400 0.01 0.00 29.69 0| 0 260 0 7097 0.01 0.00 29.47 0| 0 193 0 7203 0.01 0.00 28.86 0| 0 311 0 7582 0.01 0.00 28.47 0| 0 717 0 7984 0.01 0.00 28.32 0| 0 262 0 8517 0.01 0.00 28.42 0| 0 1,060 0 8872 0.01 0.00 31.00 0| 0 120 0 10647 Total 0| 87 112,784 -26 Indicative a-t-m Vol 46.67 Underlying Price 40.185 Time to expiry: 200 Days Mar 11 20.99 0.94 73.48 0| 0 0 0 2000 19.20 0.92 70.12 0| 0 0 0 2200 17.46 0.90 67.13 0| 0 0 0 2400 14.06 0.85 60.77 0| 0 0 0 2800 12.49 0.82 58.05 0| 0 0 0 3000 10.96 0.78 55.57 0| 0 3,001 0 3200 9.52 0.74 53.42 0| 0 2,095 0 3400 8.15 0.69 50.90 0| 0 446 0 3600 6.89 0.64 48.92 0| 0 775 0 3800 5.71 0.58 46.89 0| 0 1,402 0 4000 4.91 4.64 0.52 44.61 4.91 4.91 75| 0 850 0 4200 3.69 0.46 42.65 0| 0 4,212 0 4400 2.88 0.39 41.02 0| 0 7,459 0 4600 2.19 0.33 39.60 0| 0 2,551 0 4800 1.21 0.22 37.05 0| 0 498 0 5200 0.59 0.13 34.73 0| 0 2,337 0 5600 0.16 0.04 33.59 0| 0 355 0 6400 0.03 0.01 32.00 0| 0 350 0 7200 Total 75| 0 26,331 0 Indicative a-t-m Vol 44.55 Underlying Price 40.185 Time to expiry: 291 Days Jun 11 29.07 0.99 84.00 0| 0 0 0 1137 25.54 0.97 77.18 0| 0 0 0 1516 23.80 0.96 73.68 0| 0 0 0 1706 22.09 0.95 70.29 0| 0 0 0 1896 20.39 0.93 66.90 0| 0 0 0 2085 18.72 0.91 63.53 0| 0 0 0 2275 17.69 0.90 62.48 0| 0 50 0 2400 15.57 0.87 58.62 0| 0 0 0 2654 12.55 0.81 53.59 0| 0 50 0 3033 11.33 0.78 52.03 0| 0 0 0 3200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.84 0.73 49.80 0| 0 51 0 3412 8.59 0.69 47.91 0| 0 1,150 0 3600 7.48 0.65 46.68 0| 0 433 0 3791 6.27 0.59 44.68 0| 0 7,942 0 4000 5.42 0.54 43.53 0| 0 2,172 0 4170 4.40 0.48 42.18 0| 0 50 0 4400 3.79 0.44 41.23 0| 0 7,828 0 4549 2.86 0.37 39.38 0| 0 3,125 0 4800 1.53 0.24 36.56 0| 0 7,628 0 5308 0.86 0.16 34.45 0| 0 471 0 5687 0.50 0.10 33.39 0| 0 1,236 0 6066 0.33 0.07 33.30 0| 0 175 0 6400 0.17 0.04 32.37 0| 0 256 0 6824 0.09 0.02 31.78 0| 0 28 0 7200 0.06 0.02 32.00 0| 0 100 0 7582 Total 0| 0 32,745 0 Indicative a-t-m Vol 42.92 Underlying Price 40.185 Time to expiry: 473 Days Dec 11 29.10 0.99 75.00 0| 0 0 0 1137 25.63 0.97 68.93 0| 0 0 0 1516 22.29 0.94 63.45 0| 0 0 0 1896 19.12 0.90 58.71 0| 0 0 0 2275 13.43 0.79 51.17 0| 0 0 0 3033 12.29 0.76 49.69 0| 0 42 0 3200 9.75 0.68 46.31 0| 0 2,540 0 3600 8.57 0.64 44.36 0| 0 6,250 0 3791 7.46 0.60 43.03 0| 0 4,920 0 4000 6.22 0.54 41.51 0| 0 1,950 0 4258 4.17 0.42 39.02 0| 0 7,408 0 4800 2.63 0.31 36.59 0| 0 5,723 0 5323 0.36 0.07 30.72 0| 0 50 0 7097 0.10 0.02 28.85 0| 0 241 0 7984 0.04 0.01 29.00 0| 0 0 0 8872 Total 0| 0 29,124 0 Indicative a-t-m Vol 41.74 Underlying Price 40.185 Time to expiry: 655 Days Jun 12 21.69 0.92 62.40 0| 0 0 0 2000 19.23 0.89 55.59 0| 0 0 0 2275 13.89 0.79 49.66 0| 0 0 0 3033 12.83 0.76 48.49 0| 0 0 0 3200 11.53 0.72 46.89 0| 0 0 0 3412 10.35 0.69 45.06 0| 0 0 0 3600 9.39 0.65 44.33 0| 0 0 0 3791 8.12 0.61 41.85 0| 0 0 0 4000 7.26 0.57 40.84 0| 0 0 0 4170 7.09 0.57 40.45 0| 0 0 0 4200 5.54 0.49 38.27 0| 0 1,000 0 4549 4.94 0.45 38.58 0| 0 0 0 4800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.89 0.33 33.80 0| 0 0 0 5308 2.03 0.26 32.28 0| 0 0 0 5687 0.47 0.08 31.00 0| 0 0 0 7582 Total 0| 0 1,000 0 Indicative a-t-m Vol 41.48 Underlying Price 40.185 Time to expiry: 844 Days Dec 12 32.71 1.00 80.62 0| 0 0 0 758 25.84 0.96 66.60 0| 0 0 0 1516 22.67 0.92 60.55 0| 0 0 0 1896 19.56 0.89 54.48 0| 0 0 0 2275 14.52 0.78 48.99 0| 0 4,000 0 3033 13.51 0.75 48.02 0| 0 0 0 3200 11.02 0.69 44.18 0| 0 0 0 3600 9.99 0.65 42.91 0| 0 7,500 0 3791 8.92 0.62 41.46 0| 0 500 0 4000 8.07 0.58 41.76 0| 0 1,500 0 4258 5.78 0.48 38.40 0| 0 9,500 0 4800 4.09 0.38 36.00 0| 0 5,474 0 5323 2.80 0.30 33.60 0| 0 1,500 0 5800 1.35 0.18 30.60 0| 0 5,750 0 6635 1.02 0.14 30.60 0| 0 0 0 7097 0.68 0.10 31.40 0| 0 0 0 8000 Total 0| 0 35,724 0 Indicative a-t-m Vol 41.12 Underlying Price 40.185 Time to expiry: 1026 Days Jun 13 21.91 0.92 61.07 0| 0 0 0 2000 19.09 0.87 57.00 0| 0 0 0 2400 13.66 0.76 47.67 0| 0 0 0 3200 11.30 0.69 44.31 0| 0 0 0 3600 9.15 0.63 41.24 0| 0 0 0 4000 7.31 0.55 38.64 0| 0 0 0 4400 6.14 0.49 38.22 0| 0 0 0 4800 2.59 0.28 32.32 0| 0 0 0 6000 0.85 0.12 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.46 Underlying Price 40.185 Time to expiry: 1208 Days Dec 13 22.74 0.92 59.83 0| 0 0 0 1896 19.83 0.88 54.24 0| 0 0 0 2275 15.10 0.78 48.57 0| 0 0 0 3033 10.95 0.67 43.04 0| 0 1,000 0 3791 7.32 0.54 37.79 0| 0 0 0 4549 3.84 0.36 33.45 0| 0 3,000 0 5687 2.09 0.23 31.57 0| 0 1,066 0 6800 1.20 0.15 31.21 0| 0 0 0 8000 0.82 0.10 32.66 0| 0 1,000 0 9478 Total 0| 0 6,066 0 Indicative a-t-m Vol 40.90 Underlying Price 40.185 Time to expiry: 1572 Days Dec 14 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 22.00 0.92 60.60 0| 0 0 0 2000 19.41 0.87 56.18 0| 0 0 0 2400 14.34 0.76 46.94 0| 0 0 0 3200 10.21 0.65 40.97 0| 0 0 0 4000 7.37 0.53 38.02 0| 0 0 0 4800 3.80 0.35 32.65 0| 0 0 0 6000 2.05 0.21 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 243| 750 324,760 +279 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 49.09 Underlying Price 40.185 Time to expiry: 18 Days Sep 10 0.01 0.00 99.00 0| 0 1,003 0 2000 0.01 0.00 91.65 0| 0 3,692 0 2200 0.01 0.00 84.83 0| 0 6,510 0 2400 0.01 -0.01 78.74 0| 0 6,541 0 2600 0.03 -0.01 73.30 0| 0 4,044 0 2800 0.06 -0.03 68.44 0| 0 2,968 0 3000 0.15 -0.06 65.97 0| 0 7,789 0 3200 0.19 -0.07 62.07 0| 0 3,497 0 3300 0.31 -0.11 61.29 0| 0 6,474 0 3412 0.40 -0.14 59.25 0| 0 6,771 0 3500 0.56 -0.18 57.76 0| 154 7,270 +154 3600 0.71 0.73 -0.23 54.49 0.71 0.71 50| 62 472 -3 3700 0.95 -0.29 52.68 0| 58 1,925 0 3791 0.97 -0.30 52.38 0| 115 755 0 3800 1.29 -0.37 50.57 0| 37 195 +4 3900 1.70 -0.46 49.27 0| 85 8,373 -47 4000 2.22 -0.55 48.35 0| 0 354 0 4100 2.63 -0.61 47.61 0| 0 7,218 0 4170 3.50 -0.72 46.35 0| 75 78 0 4300 4.20 4.28 -0.79 45.75 4.20 4.20 3| 0 2,232 0 4400 5.12 -0.85 45.78 0| 940 75 -940 4500 5.55 -0.87 45.84 0| 0 2,545 0 4549 6.01 -0.89 45.53 0| 0 21 0 4600 6.94 -0.93 45.56 0| 0 0 0 4700 7.85 -0.97 40.55 0| 0 2,127 0 4800 9.13 -0.98 43.76 0| 0 1,782 0 4929 11.82 -1.00 39.82 0| 0 0 0 5200 12.90 -1.00 39.21 0| 0 15 0 5308 16.68 -1.00 37.45 0| 0 2 0 5687 20.48 -1.00 36.23 0| 0 1,250 0 6066 23.82 -1.00 35.55 0| 0 0 0 6400 28.06 -1.00 35.15 0| 0 0 0 6824 31.82 -1.00 35.19 0| 0 0 0 7200 35.64 -1.00 35.54 0| 0 50 0 7582 39.82 -1.00 36.00 0| 0 0 0 8000 Total 53| 1,526 86,028 -832 Indicative a-t-m Vol 48.72 Underlying Price 40.185 Time to expiry: 46 Days Oct 10 0.27 -0.06 69.60 0| 0 155 0 2800 0.42 -0.09 66.02 0| 0 265 0 3000 0.70 -0.13 64.52 0| 53 2,415 0 3200 1.00 -0.19 60.23 0| 0 278 0 3400 1.17 1.19 -0.22 58.17 1.17 1.17 38| 26 209 +26 3500 1.22 1.38 -0.26 55.67 1.35 1.22 57| 0 144 0 3600 1.63 -0.30 53.74 0| 0 1,621 0 3700 1.92 -0.35 51.70 0| 75 200 +74 3800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.30 -0.40 50.55 0| 0 1,672 0 3900 2.70 -0.45 48.98 0| 0 138 0 4000 3.18 -0.51 47.63 0| 0 170 0 4100 3.72 -0.57 46.47 0| 0 60 0 4200 4.32 -0.63 45.48 0| 0 125 0 4300 4.99 -0.69 44.57 0| 0 118 0 4400 5.69 -0.74 43.15 0| 0 4,005 0 4500 6.47 -0.79 42.42 0| 0 86 0 4600 7.30 -0.83 42.10 0| 0 0 0 4700 8.15 -0.87 41.24 0| 0 29 0 4800 11.86 -0.97 37.35 0| 0 0 0 5200 15.82 -1.00 35.00 0| 0 0 0 5600 Total 95| 154 11,690 +100 Indicative a-t-m Vol 49.06 Underlying Price 40.185 Time to expiry: 81 Days Nov 10 1.65 -0.23 57.81 0| 75 300 +75 3400 2.16 -0.29 54.68 0| 0 182 0 3600 2.79 -0.36 51.70 0| 0 29 0 3800 3.18 -0.40 50.40 0| 0 0 0 3900 3.61 -0.44 49.33 0| 0 0 0 4000 4.07 -0.49 47.93 0| 0 0 0 4100 4.57 -0.53 46.86 0| 0 0 0 4200 5.74 -0.62 44.69 0| 0 0 0 4400 7.11 -0.71 43.11 0| 0 0 0 4600 8.62 -0.79 41.29 0| 0 0 0 4800 Total 0| 75 511 +75 Indicative a-t-m Vol 48.42 Underlying Price 40.185 Time to expiry: 109 Days Dec 10 0.04 0.00 100.00 0| 0 654 0 1137 0.13 -0.02 93.40 0| 0 709 0 1516 0.28 -0.03 84.91 0| 0 2,384 0 1896 0.33 -0.04 82.58 0| 0 11,759 0 2000 0.50 -0.06 76.49 0| 0 3,620 0 2275 0.58 -0.07 73.49 0| 0 9,485 0 2400 1.02 -0.12 66.78 0| 0 5,858 0 2800 1.36 -0.16 62.66 0| 0 6,595 0 3033 1.63 -0.19 59.02 0| 0 10,891 0 3200 2.10 -0.24 56.57 0| 0 2,059 0 3400 2.47 2.65 -0.30 53.78 2.47 2.42 200| 100 5,066 0 3600 3.30 -0.36 51.53 0| 0 23,275 0 3791 3.88 4.11 -0.44 48.62 3.88 3.88 100| 0 7,937 0 4000 5.09 -0.52 46.50 0| 0 1,817 0 4200 5.39 -0.54 45.83 0| 0 8,943 0 4258 5.96 -0.58 44.68 0| 0 2,867 0 4360 7.15 7.12 -0.66 42.55 7.15 7.15 20| 0 6,256 0 4549 7.48 -0.68 42.47 0| 0 2,633 0 4600 8.45 -0.73 40.92 0| 0 13,994 0 4739 9.92 -0.80 39.48 0| 0 6,106 0 4929 11.35 -0.85 38.42 0| 0 25 0 5100 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.36 -0.90 38.09 0| 0 226 0 5323 15.90 -0.95 35.08 0| 0 0 0 5600 16.74 -0.97 34.84 0| 0 1,664 0 5687 23.70 -1.00 31.71 0| 0 100 0 6388 23.82 -1.00 31.67 0| 0 0 0 6400 30.79 -1.00 29.69 0| 0 101 0 7097 31.85 -1.00 29.47 0| 0 0 0 7203 35.64 -1.00 28.86 0| 0 2 0 7582 39.66 -1.00 28.47 0| 0 5 0 7984 44.99 -1.00 28.32 0| 0 0 0 8517 48.54 -1.00 28.42 0| 0 51 0 8872 66.29 -1.00 31.00 0| 0 1 0 10647 Total 320| 100 135,083 0 Indicative a-t-m Vol 46.67 Underlying Price 40.185 Time to expiry: 200 Days Mar 11 0.70 -0.06 73.48 0| 0 3,481 0 2000 0.90 -0.08 70.12 0| 0 1,344 0 2200 1.15 -0.10 67.13 0| 0 494 0 2400 1.74 -0.15 60.77 0| 0 4,313 0 2800 2.15 -0.18 58.05 0| 0 3,457 0 3000 2.61 -0.22 55.57 0| 0 4,130 0 3200 3.17 -0.26 53.42 0| 0 1,254 0 3400 3.79 -0.31 50.90 0| 0 3,805 0 3600 4.52 -0.36 48.92 0| 0 5,219 0 3800 5.34 -0.42 46.89 0| 0 8,126 0 4000 6.27 6.25 -0.48 44.61 6.27 6.25 32| 0 1,648 0 4200 7.30 -0.55 42.65 0| 0 2,017 0 4400 8.48 -0.61 41.02 0| 0 6,553 0 4600 9.80 -0.67 39.60 0| 0 1 0 4800 12.82 -0.79 37.05 0| 0 20 0 5200 16.22 -0.88 34.73 0| 0 750 0 5600 23.85 -0.98 33.59 0| 0 0 0 6400 31.82 -1.00 32.00 0| 0 0 0 7200 Total 32| 0 46,612 0 Indicative a-t-m Vol 44.55 Underlying Price 40.185 Time to expiry: 291 Days Jun 11 0.30 -0.02 84.00 0| 0 122 0 1137 0.61 -0.04 77.18 0| 0 175 0 1516 0.80 -0.05 73.68 0| 0 300 0 1706 1.00 -0.07 70.29 0| 0 275 0 1896 1.22 -0.09 66.90 0| 0 300 0 2085 1.47 -0.11 63.53 0| 0 356 0 2275 1.73 -0.12 62.48 0| 0 2,640 0 2400 2.17 -0.16 58.62 0| 0 527 0 2654 3.01 -0.22 53.59 0| 0 82 0 3033 3.49 -0.25 52.03 0| 0 656 0 3200 4.17 -0.29 49.80 0| 0 193 0 3412 4.81 -0.34 47.91 0| 0 2,502 0 3600 5.49 5.67 -0.38 46.68 5.49 5.49 75| 0 209 0 3791 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.58 -0.44 44.68 0| 0 8,157 0 4000 7.45 -0.48 43.53 0| 0 1,152 0 4170 8.79 -0.54 42.18 0| 0 28 0 4400 9.68 -0.58 41.23 0| 0 2,200 0 4549 11.28 -0.65 39.38 0| 0 107 0 4800 15.08 -0.77 36.56 0| 0 68 0 5308 18.21 -0.85 34.45 0| 0 0 0 5687 21.64 -0.90 33.39 0| 0 0 0 6066 24.80 -0.93 33.30 0| 0 0 0 6400 28.85 -0.96 32.37 0| 0 0 0 6824 32.51 -0.98 31.78 0| 0 0 0 7200 36.27 -0.98 32.00 0| 0 0 0 7582 Total 75| 0 20,049 0 Indicative a-t-m Vol 42.92 Underlying Price 40.185 Time to expiry: 473 Days Dec 11 0.53 -0.03 75.00 0| 0 0 0 1137 0.95 -0.05 68.93 0| 0 75 0 1516 1.49 -0.08 63.45 0| 0 375 0 1896 2.18 -0.12 58.71 0| 0 1,025 0 2275 4.13 -0.23 51.17 0| 0 5,355 0 3033 4.68 -0.26 49.69 0| 0 40 0 3200 6.14 -0.33 46.31 0| 0 3,040 0 3600 6.86 -0.37 44.36 0| 0 20,300 0 3791 7.84 -0.41 43.03 0| 0 2,520 0 4000 9.17 -0.47 41.51 0| 0 1,750 0 4258 12.51 -0.59 39.02 0| 0 500 0 4800 16.19 -0.70 36.59 0| 0 0 0 5323 31.61 -0.94 30.72 0| 0 0 0 7097 40.18 -0.98 28.85 0| 0 0 0 7984 48.94 -0.99 29.00 0| 0 1 0 8872 Total 0| 0 34,981 0 Indicative a-t-m Vol 41.74 Underlying Price 40.185 Time to expiry: 655 Days Jun 12 2.71 -0.12 62.40 0| 0 0 0 2000 2.99 -0.14 55.59 0| 0 0 0 2275 5.41 -0.25 49.66 0| 0 0 0 3033 6.03 -0.27 48.49 0| 0 0 0 3200 6.89 -0.31 46.89 0| 0 0 0 3412 7.60 -0.34 45.06 0| 0 0 0 3600 8.56 -0.38 44.33 0| 0 0 0 3791 9.38 -0.42 41.85 0| 0 0 0 4000 10.24 -0.46 40.84 0| 0 0 0 4170 10.37 -0.46 40.45 0| 0 0 0 4200 12.31 -0.53 38.27 0| 0 0 0 4549 14.22 -0.57 38.58 0| 0 0 0 4800 17.25 -0.69 33.80 0| 0 0 0 5308 20.15 -0.76 32.28 0| 0 0 0 5687 37.25 -0.93 31.00 0| 0 0 0 7582 Total 0| 0 0 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 41.48 Underlying Price 40.185 Time to expiry: 844 Days Dec 12 0.77 -0.03 80.62 0| 0 10,000 0 758 2.14 -0.08 66.60 0| 0 0 0 1516 2.90 -0.11 60.55 0| 0 500 0 1896 3.61 -0.15 54.48 0| 0 2,500 0 2275 6.25 -0.25 48.99 0| 0 18,000 0 3033 6.91 -0.27 48.02 0| 0 5,500 0 3200 8.39 -0.33 44.18 0| 0 0 0 3600 9.25 -0.37 42.91 0| 0 9,000 0 3791 10.25 -0.40 41.46 0| 0 0 0 4000 11.96 -0.44 41.76 0| 0 1,230 0 4258 15.01 -0.54 38.40 0| 0 0 0 4800 18.47 -0.63 36.00 0| 0 8,500 0 5323 21.86 -0.72 33.60 0| 0 0 0 5800 28.62 -0.83 30.60 0| 0 0 0 6635 32.82 -0.87 30.60 0| 0 0 0 7097 41.30 -0.91 31.40 0| 0 0 0 8000 Total 0| 0 55,230 0 Indicative a-t-m Vol 41.12 Underlying Price 40.185 Time to expiry: 1026 Days Jun 13 4.20 -0.13 61.07 0| 0 0 0 2000 5.48 -0.18 57.00 0| 0 0 0 2400 8.06 -0.28 47.67 0| 0 0 0 3200 9.67 -0.34 44.31 0| 0 0 0 3600 11.48 -0.41 41.24 0| 0 0 0 4000 13.58 -0.48 38.64 0| 0 0 0 4400 16.34 -0.53 38.22 0| 0 0 0 4800 24.49 -0.73 32.32 0| 0 0 0 6000 42.03 -0.89 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 41.46 Underlying Price 40.185 Time to expiry: 1208 Days Dec 13 4.14 -0.12 59.83 0| 0 0 0 1896 5.08 -0.16 54.24 0| 0 0 0 2275 7.95 -0.25 48.57 0| 0 0 0 3033 11.24 -0.36 43.04 0| 0 2,333 0 3791 14.96 -0.48 37.79 0| 0 1,000 0 4549 22.47 -0.66 33.45 0| 0 0 0 5687 31.42 -0.78 31.57 0| 0 0 0 6800 42.03 -0.86 31.21 0| 0 0 0 8000 55.77 -0.90 32.66 0| 0 0 0 9478 Total 0| 0 3,333 0 Indicative a-t-m Vol 40.90 Underlying Price 40.185 Time to expiry: 1572 Days Dec 14 5.88 -0.14 60.60 0| 0 0 0 2000 7.33 -0.18 56.18 0| 0 0 0 2400 10.01 -0.27 46.94 0| 0 0 0 3200 13.54 -0.38 40.97 0| 0 0 0 4000 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 77 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 18.30 -0.49 38.02 0| 0 0 0 4800 26.02 -0.67 32.65 0| 0 0 0 6000 42.94 -0.80 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 575| 1,855 393,517 -657 Grand Total 818| 2,605 718,277 -378 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 78 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Societe Generale European (GL3) Indicative a-t-m Vol 49.09 Underlying Price 40.185 Time to expiry: 18 Days Sep 10 21.23 1.00 103.62 0| 0 0 0 1896 20.19 1.00 99.00 0| 0 0 0 2000 19.34 1.00 95.93 0| 0 0 0 2085 17.44 1.00 89.00 0| 0 0 0 2275 16.20 1.00 84.83 0| 0 0 0 2400 13.67 0.99 77.21 0| 0 0 0 2654 12.22 0.99 73.30 0| 0 0 0 2800 9.93 0.97 67.68 0| 0 0 0 3033 8.35 0.94 65.97 0| 0 150 0 3200 7.38 0.93 62.07 0| 0 0 0 3300 6.38 0.89 61.29 0| 0 1,028 0 3412 5.59 0.86 59.25 0| 0 0 0 3500 4.76 0.82 57.76 0| 0 10,750 0 3600 3.92 0.77 54.49 0| 0 0 0 3700 3.23 0.71 52.68 0| 0 0 0 3791 2.48 0.63 50.57 0| 0 0 0 3900 1.90 0.54 49.27 0| 0 400 0 4000 1.41 0.45 48.35 0| 0 0 0 4100 1.04 0.37 48.38 0| 0 0 0 4200 0.85 0.32 47.72 0| 0 21,027 0 4258 0.70 0.28 46.35 0| 0 0 0 4300 0.47 0.21 45.75 0| 0 1,530 0 4400 0.32 0.15 45.78 0| 0 0 0 4500 0.26 0.13 45.84 0| 0 1,500 0 4549 0.20 0.11 45.53 0| 0 0 0 4600 0.13 0.07 45.56 0| 0 0 0 4700 0.04 0.03 40.55 0| 0 550 0 4800 0.03 0.02 43.76 0| 0 35 0 4929 0.01 0.00 39.82 0| 0 0 0 5200 0.01 0.00 37.45 0| 0 0 0 5687 0.01 0.00 36.23 0| 0 0 0 6066 0.01 0.00 35.57 0| 0 28 0 6388 0.01 0.00 35.14 0| 0 0 0 7097 0.01 0.00 36.23 0| 0 20 0 7984 0.01 0.00 37.58 0| 0 0 0 8517 0.01 0.00 46.68 0| 0 0 0 10647 Total 0| 0 37,018 0 Indicative a-t-m Vol 46.67 Underlying Price 40.185 Time to expiry: 200 Days Mar 11 21.92 0.95 75.05 0| 0 0 0 1896 21.01 0.94 73.92 0| 0 0 0 2000 20.23 0.93 72.32 0| 0 0 0 2085 18.57 0.92 69.39 0| 0 0 0 2275 17.46 0.90 67.13 0| 0 0 0 2400 15.33 0.87 63.50 0| 0 0 0 2654 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.07 0.85 60.84 0| 0 0 0 2800 12.25 0.81 57.94 0| 0 0 0 3033 10.97 0.78 55.68 0| 0 0 0 3200 9.40 0.74 52.94 0| 0 0 0 3412 8.15 0.69 50.90 0| 0 715 0 3600 6.89 0.64 48.55 0| 0 0 0 3791 5.71 0.58 46.89 0| 0 100 0 4000 4.33 0.50 43.99 0| 0 315 0 4258 3.69 0.46 42.65 0| 0 0 0 4400 3.07 0.41 41.59 0| 0 318 0 4549 2.19 0.33 39.60 0| 0 501 0 4800 0.59 0.13 34.73 0| 0 0 0 5600 0.27 0.07 33.79 0| 0 0 0 6066 0.16 0.04 33.59 0| 0 0 0 6400 0.04 0.01 32.07 0| 0 0 0 7097 0.01 0.00 32.34 0| 0 0 0 7984 0.01 0.00 39.89 0| 0 0 0 10647 Total 0| 0 1,949 0 Indicative a-t-m Vol 42.04 Underlying Price 40.185 Time to expiry: 382 Days Sep 11 19.70 0.91 60.00 0| 0 0 0 2085 18.09 0.89 57.00 0| 0 0 0 2275 11.29 0.75 49.20 0| 0 0 0 3200 9.82 0.71 46.53 0| 0 0 0 3412 8.74 0.67 45.64 0| 0 0 0 3600 7.59 0.62 43.75 0| 0 0 0 3791 6.47 0.57 42.18 0| 0 0 0 4000 5.19 0.51 40.29 0| 0 0 0 4258 3.98 0.44 38.44 0| 0 0 0 4549 3.12 0.37 36.97 0| 0 30 0 4800 2.01 0.27 36.47 0| 0 0 0 5323 1.04 0.16 35.91 0| 0 0 0 6066 0.40 0.07 35.13 0| 0 209 0 7097 0.31 0.05 38.50 0| 0 0 0 8000 Total 0| 0 239 0 Indicative a-t-m Vol 42.40 Underlying Price 40.185 Time to expiry: 564 Days Mar 12 18.54 0.86 58.48 0| 0 0 0 2400 12.91 0.75 49.96 0| 0 0 0 3200 10.33 0.68 45.91 0| 0 0 0 3600 8.05 0.60 42.50 0| 0 0 0 4000 6.25 0.52 40.44 0| 0 0 0 4400 4.63 0.44 38.03 0| 0 0 0 4800 3.16 0.34 36.33 0| 0 0 0 5323 0.70 0.11 32.38 0| 0 150 0 7097 0.32 0.06 31.58 0| 0 0 0 8000 0.18 0.03 31.85 0| 0 0 0 8872 0.06 0.01 32.31 0| 0 0 0 10647 Total 0| 0 150 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 42.38 Underlying Price 40.185 Time to expiry: 753 Days Sep 12 18.13 0.84 57.63 0| 0 0 0 2400 12.74 0.73 48.68 0| 0 0 0 3200 10.34 0.66 44.85 0| 0 0 0 3600 8.38 0.59 42.50 0| 0 0 0 4000 6.60 0.52 40.06 0| 0 0 0 4400 5.23 0.45 38.67 0| 0 0 0 4800 2.12 0.25 33.69 0| 0 0 0 6000 0.99 0.14 32.36 0| 0 0 0 7097 0.55 0.08 31.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.67 Underlying Price 40.185 Time to expiry: 928 Days Mar 13 17.94 0.84 49.73 0| 0 0 0 2400 12.97 0.73 44.29 0| 0 0 0 3200 10.79 0.67 41.81 0| 0 0 0 3600 8.86 0.61 39.76 0| 0 0 0 4000 7.17 0.54 37.96 0| 0 0 0 4400 5.73 0.47 36.52 0| 0 0 0 4800 3.49 0.34 34.49 0| 0 30 0 5687 1.29 0.15 34.81 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 38.92 Underlying Price 40.185 Time to expiry: 1117 Days Sep 13 20.28 0.87 56.92 0| 0 0 0 2000 17.49 0.83 51.60 0| 0 0 0 2400 12.53 0.72 43.95 0| 0 0 0 3200 8.52 0.59 39.01 0| 0 0 0 4000 5.49 0.46 35.23 0| 0 0 0 4800 3.56 0.34 34.15 0| 0 0 0 5687 1.68 0.18 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.13 Underlying Price 40.185 Time to expiry: 1299 Days Mar 14 20.73 0.87 54.87 0| 0 0 0 2000 18.17 0.83 51.08 0| 0 0 0 2400 13.58 0.73 44.73 0| 0 0 0 3200 9.73 0.62 40.20 0| 0 0 0 4000 6.82 0.50 37.20 0| 0 0 0 4800 3.89 0.35 34.40 0| 0 0 0 6000 1.72 0.19 33.02 0| 0 0 0 8000 0.58 0.07 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 39.25 Underlying Price 40.185 Time to expiry: 1481 Days Sep 14 19.51 0.86 54.40 0| 0 0 0 2000 16.99 0.82 49.79 0| 0 0 0 2400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 81 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.59 0.72 43.51 0| 0 0 0 3200 9.05 0.60 39.32 0| 0 0 0 4000 6.34 0.49 36.28 0| 0 0 0 4800 3.67 0.34 33.61 0| 0 0 0 6000 1.68 0.18 32.47 0| 0 0 0 8000 0.59 0.07 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.51 Underlying Price 40.185 Time to expiry: 1663 Days Mar 15 19.96 0.86 53.26 0| 0 0 0 2000 17.56 0.82 49.11 0| 0 0 0 2400 13.18 0.73 42.76 0| 0 0 0 3200 9.62 0.62 38.58 0| 0 0 0 4000 6.87 0.51 35.53 0| 0 0 0 4800 4.11 0.36 33.00 0| 0 0 0 6000 1.97 0.21 31.73 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 39,386 0 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 82 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Societe Generale European (GL3) Indicative a-t-m Vol 49.09 Underlying Price 40.185 Time to expiry: 18 Days Sep 10 0.01 0.00 103.62 0| 0 1,975 0 1896 0.01 0.00 99.00 0| 0 0 0 2000 0.01 0.00 95.93 0| 0 3,000 0 2085 0.01 0.00 89.00 0| 0 1,025 0 2275 0.01 0.00 84.83 0| 0 890 0 2400 0.02 -0.01 77.21 0| 0 482 0 2654 0.03 -0.01 73.30 0| 0 0 0 2800 0.07 -0.03 67.68 0| 0 1,588 0 3033 0.15 -0.06 65.97 0| 0 370 0 3200 0.19 -0.07 62.07 0| 0 0 0 3300 0.31 -0.11 61.29 0| 0 750 0 3412 0.40 -0.14 59.25 0| 0 0 0 3500 0.56 -0.18 57.76 0| 0 10,000 0 3600 0.73 -0.23 54.49 0| 0 0 0 3700 0.95 -0.29 52.68 0| 0 600 0 3791 1.29 -0.37 50.57 0| 0 0 0 3900 1.70 -0.46 49.27 0| 0 386 0 4000 2.22 -0.55 48.35 0| 0 0 0 4100 2.85 -0.63 48.38 0| 0 0 0 4200 3.24 -0.68 47.72 0| 0 20,010 0 4258 3.50 -0.72 46.35 0| 0 0 0 4300 4.27 -0.79 45.75 0| 0 2,688 0 4400 5.12 -0.85 45.78 0| 0 0 0 4500 5.60 5.55 -0.87 45.84 5.60 5.60 200| 0 712 0 4549 6.01 -0.89 45.53 0| 0 0 0 4600 6.94 -0.93 45.56 0| 0 0 0 4700 7.85 -0.97 40.55 0| 0 500 0 4800 9.13 -0.98 43.76 0| 0 50 0 4929 11.81 -1.00 39.82 0| 0 0 0 5200 16.67 -1.00 37.45 0| 0 20 0 5687 20.46 -1.00 36.23 0| 0 150 0 6066 23.68 -1.00 35.57 0| 0 240 0 6388 30.77 -1.00 35.14 0| 0 105 0 7097 39.64 -1.00 36.23 0| 0 0 0 7984 44.97 -1.00 37.58 0| 0 20 0 8517 66.26 -1.00 46.68 0| 0 2,500 0 10647 Total 200| 0 48,061 0 Indicative a-t-m Vol 46.67 Underlying Price 40.185 Time to expiry: 200 Days Mar 11 0.60 -0.05 75.05 0| 0 0 0 1896 0.72 -0.06 73.92 0| 0 0 0 2000 0.79 -0.07 72.32 0| 0 10 0 2085 1.02 -0.08 69.39 0| 0 500 0 2275 1.15 -0.10 67.13 0| 0 40,000 0 2400 1.55 -0.13 63.50 0| 0 0 0 2654 1.74 -0.15 60.84 0| 0 0 0 2800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.24 -0.19 57.94 0| 0 0 0 3033 2.62 -0.22 55.68 0| 0 0 0 3200 3.16 -0.26 52.94 0| 0 950 0 3412 3.78 -0.31 50.90 0| 0 20 0 3600 4.42 -0.36 48.55 0| 0 506 0 3791 5.32 -0.42 46.89 0| 0 375 0 4000 6.50 -0.50 43.99 0| 0 10 0 4258 7.27 -0.54 42.65 0| 0 0 0 4400 8.14 -0.59 41.59 0| 0 20 0 4549 9.76 -0.67 39.60 0| 0 10 0 4800 16.12 -0.87 34.73 0| 0 0 0 5600 20.43 -0.93 33.79 0| 0 900 0 6066 23.64 -0.96 33.59 0| 0 10 0 6400 30.45 -0.99 32.07 0| 0 0 0 7097 39.25 -1.00 32.34 0| 0 0 0 7984 65.73 -1.00 39.89 0| 0 1 0 10647 Total 0| 0 43,312 0 Indicative a-t-m Vol 42.04 Underlying Price 40.185 Time to expiry: 382 Days Sep 11 1.30 -0.09 60.00 0| 0 0 0 2085 1.57 -0.11 57.00 0| 0 0 0 2275 3.90 -0.25 49.20 0| 0 0 0 3200 4.53 -0.29 46.53 0| 0 0 0 3412 5.30 -0.33 45.64 0| 0 0 0 3600 6.04 -0.38 43.75 0| 0 0 0 3791 6.99 -0.43 42.18 0| 0 0 0 4000 8.26 -0.49 40.29 0| 0 0 0 4258 9.92 -0.56 38.44 0| 0 0 0 4549 11.54 -0.63 36.97 0| 0 0 0 4800 15.59 -0.73 36.47 0| 0 20 0 5323 21.96 -0.84 35.91 0| 0 0 0 6066 31.51 -0.93 35.13 0| 0 0 0 7097 40.34 -0.95 38.50 0| 0 0 0 8000 Total 0| 0 20 0 Indicative a-t-m Vol 42.40 Underlying Price 40.185 Time to expiry: 564 Days Mar 12 3.07 -0.14 58.48 0| 0 0 0 2400 5.30 -0.25 49.96 0| 0 0 0 3200 6.64 -0.32 45.91 0| 0 0 0 3600 8.28 -0.40 42.50 0| 0 0 0 4000 10.40 -0.48 40.44 0| 0 0 0 4400 12.70 -0.56 38.03 0| 0 0 0 4800 16.37 -0.66 36.33 0| 0 0 0 5323 31.30 -0.89 32.38 0| 0 0 0 7097 39.77 -0.94 31.58 0| 0 0 0 8000 48.19 -0.97 31.85 0| 0 250 0 8872 65.47 -0.99 32.31 0| 0 1 0 10647 Total 0| 0 251 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 42.38 Underlying Price 40.185 Time to expiry: 753 Days Sep 12 4.17 -0.16 57.63 0| 0 0 0 2400 6.55 -0.27 48.68 0| 0 0 0 3200 8.04 -0.34 44.85 0| 0 0 0 3600 9.97 -0.41 42.50 0| 0 0 0 4000 12.08 -0.48 40.06 0| 0 0 0 4400 14.59 -0.55 38.67 0| 0 0 0 4800 23.15 -0.75 33.69 0| 0 0 0 6000 32.69 -0.86 32.36 0| 0 2,000 0 7097 41.02 -0.92 31.83 0| 0 20 0 8000 Total 0| 0 2,020 0 Indicative a-t-m Vol 39.67 Underlying Price 40.185 Time to expiry: 928 Days Mar 13 3.75 -0.16 49.73 0| 0 0 0 2400 6.47 -0.27 44.29 0| 0 0 0 3200 8.14 -0.33 41.81 0| 0 0 0 3600 10.07 -0.39 39.76 0| 0 0 0 4000 12.22 -0.46 37.96 0| 0 0 0 4400 14.64 -0.53 36.52 0| 0 0 0 4800 20.94 -0.66 34.49 0| 0 0 0 5687 41.00 -0.85 34.81 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.92 Underlying Price 40.185 Time to expiry: 1117 Days Sep 13 3.92 -0.13 56.92 0| 0 0 0 2000 4.93 -0.17 51.60 0| 0 0 0 2400 7.58 -0.28 43.95 0| 0 0 0 3200 11.19 -0.41 39.01 0| 0 0 0 4000 15.76 -0.54 35.23 0| 0 0 0 4800 22.27 -0.66 34.15 0| 0 0 0 5687 42.39 -0.82 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.13 Underlying Price 40.185 Time to expiry: 1299 Days Mar 14 4.12 -0.13 54.87 0| 0 0 0 2000 5.32 -0.17 51.08 0| 0 0 0 2400 8.25 -0.27 44.73 0| 0 0 0 3200 11.91 -0.38 40.20 0| 0 0 0 4000 16.51 -0.50 37.20 0| 0 0 0 4800 24.86 -0.65 34.40 0| 0 0 0 6000 41.48 -0.81 33.02 0| 0 0 0 8000 77.91 -0.93 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 39.25 Underlying Price 40.185 Time to expiry: 1481 Days Sep 14 4.73 -0.14 54.40 0| 0 0 0 2000 5.92 -0.18 49.79 0| 0 0 0 2400 8.94 -0.28 43.51 0| 0 0 0 3200 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.81 -0.40 39.32 0| 0 0 0 4000 17.51 -0.51 36.28 0| 0 0 0 4800 25.96 -0.66 33.61 0| 0 0 0 6000 42.50 -0.82 32.47 0| 0 0 0 8000 78.48 -0.93 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.51 Underlying Price 40.185 Time to expiry: 1663 Days Mar 15 4.89 -0.14 53.26 0| 0 0 0 2000 6.14 -0.18 49.11 0| 0 0 0 2400 9.07 -0.27 42.76 0| 0 0 0 3200 12.81 -0.38 38.58 0| 0 0 0 4000 17.36 -0.49 35.53 0| 0 0 0 4800 25.56 -0.64 33.00 0| 0 0 0 6000 41.68 -0.79 31.73 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 200| 0 93,664 0 Grand Total 200| 0 133,050 0 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 23.82 Underlying Price 45.060 Time to expiry: 18 Days Sep 10 21.07 1.00 60.00 0| 0 0 0 2400 17.07 1.00 49.87 0| 0 0 0 2800 13.07 1.00 41.54 0| 0 0 0 3200 9.07 1.00 35.24 0| 0 0 0 3600 7.08 0.99 32.25 0| 0 0 0 3800 5.11 0.97 29.48 0| 0 0 0 4000 3.24 0.88 27.05 0| 0 0 0 4200 2.38 0.80 25.76 0| 0 0 0 4300 1.63 0.68 24.80 0| 0 10 0 4400 1.01 0.52 23.87 0| 0 3 0 4500 0.56 0.36 22.96 0| 0 23 0 4600 0.27 0.21 22.17 0| 0 0 0 4700 0.11 0.10 21.46 0| 0 71 0 4800 0.04 0.04 20.85 0| 0 0 0 4900 0.12 0.01 0.01 20.33 0.13 0.12 6| 0 11 0 5000 0.01 0.00 19.55 0| 0 1,424 0 5200 0.01 0.00 19.05 0| 0 28 0 5600 0.01 0.00 19.92 0| 0 7 0 6000 0.01 0.00 20.86 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 6| 0 1,577 0 Indicative a-t-m Vol 24.12 Underlying Price 45.060 Time to expiry: 46 Days Oct 10 7.19 0.95 30.00 0| 0 0 0 3800 5.32 0.90 27.81 0| 0 0 0 4000 3.62 0.79 26.12 0| 0 0 0 4200 2.86 0.71 25.33 0| 0 0 0 4300 2.18 0.63 24.61 0| 0 0 0 4400 1.60 0.53 24.15 0| 0 0 0 4500 1.13 0.42 23.72 0| 0 6 0 4600 0.77 0.32 23.29 0| 0 0 0 4700 0.49 0.24 22.96 0| 0 0 0 4800 0.31 0.16 22.71 0| 0 7 0 4900 0.18 0.11 22.52 0| 0 4 0 5000 0.06 0.04 22.32 0| 0 0 0 5200 0.01 0.00 22.55 0| 0 0 0 5600 0.01 0.00 23.49 0| 0 0 0 6000 0.01 0.00 25.00 0| 0 0 0 6400 Total 0| 0 17 0 Indicative a-t-m Vol 25.11 Underlying Price 45.060 Time to expiry: 81 Days Nov 10 7.44 0.90 30.00 0| 0 0 0 3800 5.72 0.83 28.81 0| 0 0 0 4000 4.11 0.74 26.83 0| 0 0 0 4200 3.41 0.67 26.33 0| 0 0 0 4300 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.75 0.61 25.45 0| 0 0 0 4400 2.21 0.53 25.20 0| 0 0 0 4500 1.64 0.45 23.79 0| 0 0 0 4600 0.83 0.30 22.09 0| 0 7 0 4800 0.17 0.08 21.01 0| 0 0 0 5200 0.04 0.02 22.00 0| 0 0 0 5600 Total 0| 0 7 0 Indicative a-t-m Vol 23.73 Underlying Price 45.060 Time to expiry: 109 Days Dec 10 25.11 1.00 46.00 0| 0 0 0 2000 21.13 1.00 42.00 0| 0 0 0 2400 17.15 0.99 37.27 0| 0 0 0 2800 13.21 0.98 32.83 0| 0 0 0 3200 9.37 0.93 29.09 0| 0 0 0 3600 7.55 0.89 27.54 0| 0 0 0 3800 5.83 0.82 26.20 0| 0 0 0 4000 4.30 0.73 25.08 0| 0 0 0 4200 3.02 0.60 24.56 0| 0 0 0 4400 1.90 0.47 22.99 0| 0 500 0 4600 1.20 0.34 22.98 0| 4 24 +4 4800 0.38 0.14 22.57 0| 4 20 0 5200 0.12 0.05 23.00 0| 0 0 0 5600 0.12 0.03 0.02 23.83 0.12 0.12 3| 0 4 0 6000 0.01 0.01 25.38 0| 0 0 0 6400 0.01 0.00 30.00 0| 0 0 0 7200 Total 3| 8 548 +4 Indicative a-t-m Vol 26.16 Underlying Price 45.060 Time to expiry: 200 Days Mar 11 13.37 0.96 33.00 0| 0 0 0 3200 9.71 0.89 30.49 0| 0 0 0 3600 6.44 0.77 28.33 0| 0 0 0 4000 5.02 0.69 27.45 0| 0 0 0 4200 3.77 0.59 26.41 0| 0 0 0 4400 2.78 0.49 25.94 0| 0 0 0 4600 1.94 0.39 25.08 0| 0 0 0 4800 0.86 0.22 23.99 0| 2 4 +2 5200 0.32 0.10 23.14 0| 0 13 0 5600 0.03 0.01 22.16 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 0| 2 17 +2 Indicative a-t-m Vol 26.17 Underlying Price 45.060 Time to expiry: 291 Days Jun 11 21.18 1.00 36.00 0| 0 0 0 2400 13.45 0.94 31.56 0| 0 0 0 3200 9.91 0.87 29.50 0| 0 0 0 3600 6.80 0.74 27.73 0| 0 0 0 4000 5.47 0.67 27.01 0| 0 0 0 4200 4.32 0.58 26.38 0| 0 0 0 4400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.37 0.50 25.99 0| 0 0 0 4600 2.55 0.41 25.41 0| 0 0 0 4800 1.39 0.27 24.57 0| 0 0 0 5200 0.74 0.16 24.21 0| 0 0 0 5600 0.37 0.09 23.89 0| 0 0 0 6000 0.17 0.05 23.59 0| 0 0 0 6400 0.03 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 26.11 Underlying Price 45.060 Time to expiry: 473 Days Dec 11 21.21 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 5.45 0.58 26.37 0| 0 0 0 4400 3.70 0.45 25.39 0| 0 0 0 4800 1.01 0.17 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 45.060 Time to expiry: 655 Days Jun 12 13.92 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 1.48 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 9| 10 2,166 +6 | Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 23.82 Underlying Price 45.060 Time to expiry: 18 Days Sep 10 0.01 0.00 60.00 0| 0 0 0 2400 0.01 0.00 49.87 0| 0 0 0 2800 0.01 0.00 41.54 0| 0 0 0 3200 0.01 0.00 35.24 0| 0 0 0 3600 0.01 -0.01 32.25 0| 0 2 0 3800 0.04 -0.03 29.48 0| 0 8 0 4000 0.17 -0.12 27.05 0| 0 27 0 4200 0.31 -0.20 25.76 0| 0 0 0 4300 0.56 -0.32 24.80 0| 0 30 0 4400 0.94 -0.48 23.87 0| 0 0 0 4500 1.49 -0.64 22.96 0| 0 0 0 4600 2.20 -0.79 22.17 0| 0 2 0 4700 3.04 -0.90 21.46 0| 0 6 0 4800 3.97 -0.96 20.85 0| 0 0 0 4900 4.94 -0.99 20.33 0| 0 0 0 5000 6.94 -1.00 19.55 0| 0 0 0 5200 10.94 -1.00 19.05 0| 0 20 0 5600 14.94 -1.00 19.92 0| 0 0 0 6000 18.94 -1.00 20.86 0| 0 0 0 6400 26.94 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 95 0 Indicative a-t-m Vol 24.12 Underlying Price 45.060 Time to expiry: 46 Days Oct 10 0.10 -0.05 30.00 0| 0 0 0 3800 0.23 -0.10 27.81 0| 0 0 0 4000 0.53 -0.21 26.12 0| 0 0 0 4200 0.77 -0.29 25.33 0| 0 0 0 4300 1.09 -0.37 24.61 0| 0 0 0 4400 1.51 -0.47 24.15 0| 0 6 0 4500 2.05 -0.58 23.72 0| 0 0 0 4600 2.68 -0.68 23.29 0| 0 0 0 4700 3.41 -0.77 22.96 0| 0 0 0 4800 4.22 -0.84 22.71 0| 0 0 0 4900 5.10 -0.89 22.52 0| 0 0 0 5000 6.98 -0.96 22.32 0| 0 0 0 5200 10.94 -1.00 22.55 0| 0 0 0 5600 14.94 -1.00 23.49 0| 0 0 0 6000 18.94 -1.00 25.00 0| 0 0 0 6400 Total 0| 0 6 0 Indicative a-t-m Vol 25.11 Underlying Price 45.060 Time to expiry: 81 Days Nov 10 0.32 -0.10 30.00 0| 0 0 0 3800 0.60 -0.17 28.81 0| 0 0 0 4000 0.99 -0.26 26.83 0| 0 0 0 4200 1.29 -0.33 26.33 0| 0 0 0 4300 1.62 -0.39 25.45 0| 0 0 0 4400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.08 -0.47 25.20 0| 0 0 0 4500 2.51 -0.55 23.79 0| 0 0 0 4600 3.71 -0.71 22.09 0| 0 0 0 4800 7.06 -0.92 21.01 0| 0 0 0 5200 10.95 -0.99 22.00 0| 0 0 0 5600 Total 0| 0 0 0 Indicative a-t-m Vol 23.73 Underlying Price 45.060 Time to expiry: 109 Days Dec 10 0.01 0.00 46.00 0| 0 0 0 2000 0.01 0.00 42.00 0| 0 0 0 2400 0.02 -0.01 37.27 0| 0 0 0 2800 0.07 -0.02 32.83 0| 0 0 0 3200 0.22 -0.07 29.09 0| 0 0 0 3600 0.39 -0.11 27.54 0| 0 250 0 3800 0.67 -0.18 26.20 0| 0 20 0 4000 1.14 -0.28 25.08 0| 0 20 0 4200 1.85 -0.40 24.56 0| 0 6 0 4400 2.73 -0.53 22.99 0| 0 0 0 4600 4.03 -0.67 22.98 0| 0 0 0 4800 7.23 -0.87 22.57 0| 0 0 0 5200 10.99 -0.96 23.00 0| 0 0 0 5600 14.94 -1.00 23.83 0| 0 0 0 6000 18.94 -1.00 25.38 0| 0 0 0 6400 26.94 -1.00 30.00 0| 0 0 0 7200 Total 0| 0 296 0 Indicative a-t-m Vol 26.16 Underlying Price 45.060 Time to expiry: 200 Days Mar 11 0.41 -0.08 33.00 0| 0 0 0 3200 0.92 -0.16 30.49 0| 0 0 0 3600 1.86 -0.29 28.33 0| 0 13 0 4000 2.56 -0.37 27.45 0| 0 14 0 4200 3.42 -0.46 26.41 0| 0 4 0 4400 4.53 -0.55 25.94 0| 0 0 0 4600 5.76 -0.65 25.08 0| 0 0 0 4800 8.77 -0.81 23.99 0| 0 0 0 5200 12.27 -0.91 23.14 0| 0 0 0 5600 19.98 -0.99 22.16 0| 0 0 0 6400 27.92 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 31 0 Indicative a-t-m Vol 26.17 Underlying Price 45.060 Time to expiry: 291 Days Jun 11 0.11 -0.02 36.00 0| 0 0 0 2400 0.66 -0.10 31.56 0| 0 0 0 3200 1.31 -0.18 29.50 0| 0 0 0 3600 2.39 -0.30 27.73 0| 0 0 0 4000 3.14 -0.37 27.01 0| 0 0 0 4200 4.04 -0.45 26.38 0| 0 0 0 4400 5.14 -0.53 25.99 0| 0 0 0 4600 6.35 -0.61 25.41 0| 0 0 0 4800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.22 -0.75 24.57 0| 0 0 0 5200 12.59 -0.85 24.21 0| 0 0 0 5600 16.23 -0.92 23.89 0| 0 0 0 6000 20.04 -0.96 23.59 0| 0 0 0 6400 27.90 -0.99 23.18 0| 0 0 0 7200 35.85 -1.00 23.58 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.11 Underlying Price 45.060 Time to expiry: 473 Days Dec 11 0.30 -0.04 34.25 0| 0 0 0 2400 1.20 -0.13 30.57 0| 0 0 0 3200 3.31 -0.31 27.52 0| 0 0 0 4000 5.02 -0.43 26.37 0| 0 0 0 4400 7.25 -0.56 25.39 0| 0 0 0 4800 16.61 -0.85 24.39 0| 0 0 0 6000 35.82 -0.99 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.25 Underlying Price 45.060 Time to expiry: 655 Days Jun 12 1.89 -0.17 30.11 0| 0 0 0 3200 4.40 -0.34 27.30 0| 0 0 0 4000 6.32 -0.45 26.43 0| 0 0 0 4400 8.64 -0.55 25.74 0| 0 0 0 4800 17.73 -0.80 24.75 0| 0 0 0 6000 36.17 -0.96 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 428 0 Grand Total 9| 10 2,594 +6 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 23.82 Underlying Price 45.060 Time to expiry: 18 Days Sep 10 21.07 1.00 58.00 0| 0 0 0 2400 17.07 1.00 49.87 0| 0 0 0 2800 13.07 1.00 41.54 0| 0 200 0 3200 9.07 1.00 35.24 0| 0 2 0 3600 7.08 0.99 32.25 0| 0 6 0 3800 5.11 0.97 29.48 0| 0 0 0 4000 3.24 0.88 27.05 0| 0 0 0 4200 2.38 0.80 25.76 0| 0 0 0 4300 1.63 0.68 24.80 0| 0 34 0 4400 1.01 0.52 23.87 0| 0 0 0 4500 0.56 0.36 22.96 0| 0 0 0 4600 0.27 0.21 22.17 0| 0 0 0 4700 0.11 0.10 21.46 0| 0 300 0 4800 0.04 0.04 20.85 0| 0 0 0 4900 0.01 0.01 20.33 0| 0 0 0 5000 0.01 0.00 19.55 0| 0 0 0 5200 0.01 0.00 19.05 0| 0 202 0 5600 0.01 0.00 19.92 0| 0 152 0 6000 0.01 0.00 20.86 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 0| 0 896 0 Indicative a-t-m Vol 26.16 Underlying Price 45.060 Time to expiry: 200 Days Mar 11 23.92 1.00 42.42 0| 0 0 0 2000 19.98 0.99 39.12 0| 0 0 0 2400 12.37 0.92 33.00 0| 0 0 0 3200 8.90 0.84 30.49 0| 0 0 0 3600 5.86 0.71 28.33 0| 0 408 0 4000 4.56 0.63 27.45 0| 0 66 0 4200 3.43 0.54 26.41 0| 0 422 0 4400 2.54 0.45 25.94 0| 0 52 0 4600 1.78 0.36 25.08 0| 0 2 0 4800 0.79 0.20 23.99 0| 0 46 0 5200 0.31 0.09 23.14 0| 0 0 0 5600 0.11 0.04 22.54 0| 0 0 0 6000 0.03 0.01 22.16 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 26.97 Underlying Price 45.060 Time to expiry: 382 Days Sep 11 20.32 0.97 36.11 0| 0 0 0 2400 13.20 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 5.00 0.57 27.23 0| 0 0 0 4400 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.29 0.44 26.28 0| 0 0 0 4800 0.73 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 27.48 Underlying Price 45.060 Time to expiry: 564 Days Mar 12 13.00 0.83 32.10 0| 0 0 0 3200 7.63 0.66 28.94 0| 0 0 0 4000 5.57 0.55 27.71 0| 0 0 0 4400 3.94 0.45 26.86 0| 0 0 0 4800 1.25 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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 23.82 Underlying Price 45.060 Time to expiry: 18 Days Sep 10 0.01 0.00 58.00 0| 0 0 0 2400 0.01 0.00 49.87 0| 0 0 0 2800 0.01 0.00 41.54 0| 0 1 0 3200 0.01 0.00 35.24 0| 0 2 0 3600 0.01 -0.01 32.25 0| 0 20 0 3800 0.04 -0.03 29.48 0| 0 4 0 4000 0.17 -0.12 27.05 0| 0 0 0 4200 0.31 -0.20 25.76 0| 0 0 0 4300 0.56 -0.32 24.80 0| 0 0 0 4400 0.94 -0.48 23.87 0| 0 0 0 4500 1.49 -0.64 22.96 0| 0 0 0 4600 2.19 -0.79 22.17 0| 0 0 0 4700 3.04 -0.90 21.46 0| 0 0 0 4800 3.96 -0.96 20.85 0| 0 0 0 4900 4.94 -0.99 20.33 0| 0 0 0 5000 6.93 -1.00 19.55 0| 0 0 0 5200 10.93 -1.00 19.05 0| 0 0 0 5600 14.93 -1.00 19.92 0| 0 0 0 6000 18.93 -1.00 20.86 0| 0 0 0 6400 26.92 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 27 0 Indicative a-t-m Vol 26.16 Underlying Price 45.060 Time to expiry: 200 Days Mar 11 0.02 0.00 42.42 0| 0 0 0 2000 0.06 -0.01 39.12 0| 0 967 0 2400 0.41 -0.08 33.00 0| 0 200 0 3200 0.92 -0.16 30.49 0| 0 200 0 3600 1.85 -0.29 28.33 0| 0 0 0 4000 2.55 -0.37 27.45 0| 0 0 0 4200 3.40 -0.46 26.41 0| 0 0 0 4400 4.51 -0.55 25.94 0| 0 0 0 4600 5.74 -0.64 25.08 0| 0 0 0 4800 8.73 -0.80 23.99 0| 0 0 0 5200 12.22 -0.91 23.14 0| 0 0 0 5600 16.00 -0.96 22.54 0| 0 0 0 6000 19.91 -0.99 22.16 0| 0 0 0 6400 27.83 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 1,367 0 Indicative a-t-m Vol 26.97 Underlying Price 45.060 Time to expiry: 382 Days Sep 11 0.23 -0.03 36.11 0| 0 0 0 2400 1.01 -0.12 31.92 0| 0 0 0 3200 1.76 -0.20 29.75 0| 0 0 0 3600 2.98 -0.31 28.40 0| 0 0 0 4000 4.67 -0.43 27.23 0| 0 0 0 4400 6.91 -0.56 26.28 0| 0 0 0 4800 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 95 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.20 -0.86 24.77 0| 0 0 0 6000 35.30 -0.98 26.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.48 Underlying Price 45.060 Time to expiry: 564 Days Mar 12 1.87 -0.17 32.10 0| 0 0 0 3200 4.34 -0.34 28.94 0| 0 0 0 4000 6.20 -0.45 27.71 0| 0 0 0 4400 8.49 -0.55 26.86 0| 0 0 0 4800 17.57 -0.81 25.44 0| 0 0 0 6000 36.15 -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 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 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 37.17 Underlying Price 5.313 Time to expiry: 18 Days Sep 10 1.32 0.98 60.00 0| 0 0 0 400 0.92 0.97 44.19 0| 0 0 0 440 0.73 0.93 43.62 0| 0 0 0 460 0.56 0.86 44.19 0| 0 0 0 480 0.25 0.61 38.72 0| 0 0 0 520 0.13 0.44 35.89 0| 0 0 0 540 0.07 0.27 35.04 0| 0 120 0 560 0.03 0.15 35.96 0| 0 0 0 580 0.02 0.09 38.58 0| 0 30 0 600 0.01 0.05 39.72 0| 0 0 0 620 0.01 0.04 46.19 0| 0 0 0 640 0.01 0.02 45.78 0| 0 0 0 660 0.01 0.02 51.90 0| 0 0 0 680 0.01 0.01 49.07 0| 0 0 0 700 0.01 0.00 50.51 0| 0 50,092 0 720 0.01 0.00 52.85 0| 0 0 0 760 0.01 0.00 54.26 0| 0 2,800 0 800 0.01 0.00 54.63 0| 0 0 0 840 0.01 0.00 53.86 0| 0 0 0 880 0.01 0.00 48.74 0| 0 0 0 960 0.01 0.00 44.00 0| 0 0 0 1000 0.01 0.00 5.09 0| 0 2 0 1200 Total 0| 0 53,044 0 Indicative a-t-m Vol 37.93 Underlying Price 5.313 Time to expiry: 200 Days Mar 11 1.74 0.89 48.16 0| 0 0 0 360 1.41 0.83 45.30 0| 0 0 0 400 1.10 0.76 42.35 0| 0 0 0 440 0.84 0.67 40.29 0| 0 0 0 480 0.61 0.57 38.62 0| 0 0 0 520 0.41 0.45 36.11 0| 0 0 0 560 0.28 0.35 35.09 0| 0 0 0 600 0.17 0.25 34.04 0| 0 1,000 0 640 0.11 0.17 33.06 0| 0 2,040 0 680 0.06 0.11 32.40 0| 0 1,660 0 720 0.04 0.08 32.39 0| 0 0 0 760 0.02 0.04 31.48 0| 0 200 0 800 0.01 0.03 31.18 0| 0 0 0 840 0.01 0.02 31.01 0| 0 0 0 880 0.01 0.01 30.97 0| 0 10 0 960 0.01 0.00 31.00 0| 0 0 0 1000 0.01 0.00 32.73 0| 0 0 0 1200 0.01 0.00 35.70 0| 0 0 0 1400 Total 0| 0 4,910 0 Indicative a-t-m Vol 38.05 Underlying Price 5.313 Time to expiry: 382 Days Sep 11 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.81 0.84 46.98 0| 0 0 0 360 1.51 0.78 44.56 0| 0 0 0 400 1.24 0.72 42.32 0| 0 0 0 440 1.00 0.65 40.28 0| 0 0 0 480 0.60 0.49 36.78 0| 0 0 0 560 0.44 0.41 35.26 0| 0 0 0 600 0.33 0.33 34.36 0| 0 0 0 640 0.15 0.19 31.48 0| 0 1,600 0 720 0.06 0.09 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 38.61 Underlying Price 5.313 Time to expiry: 564 Days Mar 12 1.87 0.81 47.27 0| 0 0 0 360 1.59 0.76 44.73 0| 0 0 0 400 1.34 0.71 42.33 0| 0 0 0 440 1.11 0.64 40.50 0| 0 0 0 480 0.74 0.51 37.54 0| 0 0 0 560 0.57 0.44 35.71 0| 0 0 0 600 0.44 0.37 34.44 0| 0 0 0 640 0.24 0.25 31.73 0| 0 0 0 720 0.11 0.14 28.94 0| 0 0 0 800 0.02 0.03 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 37.97 Underlying Price 5.313 Time to expiry: 753 Days Sep 12 1.65 0.75 44.44 0| 0 0 0 400 1.17 0.64 39.45 0| 0 0 0 480 0.82 0.52 37.13 0| 0 0 0 560 0.65 0.46 35.30 0| 0 19 0 600 0.53 0.40 34.33 0| 0 0 0 640 0.31 0.28 31.33 0| 0 0 0 720 0.17 0.18 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 38.14 Underlying Price 5.313 Time to expiry: 928 Days Mar 13 2.19 0.83 48.99 0| 0 0 0 320 1.70 0.74 44.94 0| 0 0 0 400 1.24 0.64 39.93 0| 0 0 0 480 0.89 0.53 37.13 0| 0 0 0 560 0.75 0.48 36.23 0| 0 0 0 600 0.61 0.43 34.80 0| 0 0 0 640 Equity Options 21:23 Business Day Mon 30 Aug 2010 Previous Business Day Fri 27 Aug 2010 Page 98 Calls | Opening Settle