Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 1 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault (100) (RN1) Indicative a-t-m Vol 37.39 Underlying Price 32.060 Time to expiry: 17 Days Sep 10 14.06 1.00 72.00 0| 0 0 0 1800 12.07 1.00 68.07 0| 0 0 0 2000 10.07 1.00 62.91 0| 0 0 0 2200 8.08 0.99 57.39 0| 0 0 0 2400 6.12 0.97 53.61 0| 0 15 0 2600 4.20 0.91 46.50 0| 0 40 0 2800 3.30 0.86 44.00 0| 0 0 0 2900 2.46 0.78 41.31 0| 0 5,151 0 3000 1.71 0.67 39.26 0| 0 1,030 0 3100 1.10 0.53 37.49 0| 0 2,962 0 3200 0.63 0.37 35.91 0| 0 137 0 3300 0.28 0.33 0.24 34.88 0.28 0.27 73| 0 12,209 0 3400 0.17 0.15 0.13 33.52 0.17 0.17 40| 0 3,831 0 3500 0.06 0.06 32.73 0| 0 14,091 0 3600 0.01 0.00 29.56 0| 0 4,970 0 3800 0.01 0.00 27.98 0| 0 4,418 0 4000 0.01 0.00 27.01 0| 0 309 0 4200 0.01 0.00 26.62 0| 0 131 0 4400 0.01 0.00 27.50 0| 0 228 0 4800 0.01 0.00 35.00 0| 0 200 0 5600 Total 113| 0 49,722 0 Indicative a-t-m Vol 38.74 Underlying Price 32.060 Time to expiry: 45 Days Oct 10 6.40 0.89 51.37 0| 0 0 0 2600 4.66 0.82 46.96 0| 0 0 0 2800 3.09 0.70 42.57 0| 0 0 0 3000 2.40 0.62 40.52 0| 0 0 0 3100 1.49 1.80 0.53 38.82 1.49 1.49 30| 0 120 0 3200 1.31 0.44 37.55 0| 0 120 0 3300 0.91 0.35 36.31 0| 0 75 0 3400 0.61 0.26 35.33 0| 0 53 0 3500 0.39 0.19 34.66 0| 1 3 +1 3600 0.14 0.08 33.41 0| 0 39 0 3800 0.05 0.04 33.81 0| 0 2 0 4000 0.02 0.02 35.00 0| 0 4 0 4200 Total 30| 1 416 +1 Indicative a-t-m Vol 40.18 Underlying Price 32.060 Time to expiry: 80 Days Nov 10 6.79 0.84 50.10 0| 0 0 0 2600 5.16 0.77 46.63 0| 0 0 0 2800 3.70 0.67 43.03 0| 0 59 0 3000 3.04 0.61 41.46 0| 0 0 0 3100 2.47 0.55 40.25 0| 0 0 0 3200 1.97 0.48 39.18 0| 0 0 0 3300 1.54 0.41 38.14 0| 0 0 0 3400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.87 0.28 36.16 0| 0 0 0 3600 0.46 0.17 35.03 0| 0 0 0 3800 0.23 0.10 34.48 0| 0 0 0 4000 Total 0| 0 59 0 Indicative a-t-m Vol 40.07 Underlying Price 32.060 Time to expiry: 108 Days Dec 10 24.09 1.00 95.00 0| 0 0 0 800 22.11 1.00 91.78 0| 0 0 0 1000 20.15 0.99 86.12 0| 0 0 0 1200 18.19 0.98 79.78 0| 0 0 0 1400 16.25 0.97 73.50 0| 0 0 0 1600 14.32 0.96 67.60 0| 0 0 0 1800 12.42 0.94 62.19 0| 0 1,080 0 2000 10.56 0.92 57.32 0| 0 0 0 2200 8.77 0.88 52.98 0| 0 291 0 2400 7.08 0.82 49.37 0| 0 121 0 2600 5.50 0.75 45.80 0| 0 2,535 0 2800 4.09 0.66 42.88 0| 60 2,293 0 3000 2.86 0.55 40.14 0| 0 10,212 0 3200 1.67 1.91 0.43 38.10 1.69 1.65 S 1,044| 0 4,936 0 3400 1.19 0.32 36.35 0| 0 9,368 0 3600 0.69 0.22 34.85 0| 1 7,342 +1 3800 0.40 0.14 34.31 0| 20 7,143 0 4000 0.20 0.08 32.90 0| 0 2,303 0 4200 0.10 0.04 32.24 0| 0 791 0 4400 0.02 0.01 31.56 0| 0 518 0 4800 0.01 0.00 32.40 0| 0 3,257 0 5600 0.01 0.00 33.72 0| 0 729 0 6000 0.01 0.00 35.53 0| 0 390 0 6400 0.01 0.00 39.00 0| 0 150 0 7000 Total 1,044| 81 53,459 +1 Indicative a-t-m Vol 40.61 Underlying Price 32.060 Time to expiry: 199 Days Mar 11 14.70 0.93 63.00 0| 0 0 0 1800 12.89 0.91 58.41 0| 0 0 0 2000 11.13 0.88 54.41 0| 0 0 0 2200 9.44 0.84 50.83 0| 0 0 0 2400 7.85 0.79 47.67 0| 0 0 0 2600 6.40 0.72 45.18 0| 0 71 0 2800 5.08 0.65 42.87 0| 0 84 0 3000 3.91 0.57 40.67 0| 0 1,330 0 3200 2.94 0.48 38.92 0| 0 185 0 3400 2.13 0.40 37.31 0| 0 119 0 3600 1.50 0.31 36.01 0| 0 78 0 3800 0.95 1.01 0.24 34.73 0.95 0.95 2| 0 1,027 0 4000 0.44 0.12 33.09 0| 0 3,091 0 4400 0.17 0.06 31.92 0| 0 104 0 4800 0.02 0.01 31.00 0| 0 105 0 5600 Total 2| 0 6,194 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 40.82 Underlying Price 32.060 Time to expiry: 290 Days Jun 11 24.15 0.99 77.00 0| 0 0 0 800 22.24 0.99 73.70 0| 0 0 0 1000 20.34 0.98 69.63 0| 0 0 0 1200 18.47 0.96 65.48 0| 0 0 0 1400 16.64 0.94 61.53 0| 0 0 0 1600 14.85 0.92 57.87 0| 0 0 0 1800 13.11 0.89 54.54 0| 0 0 0 2000 11.43 0.86 51.53 0| 0 0 0 2200 9.85 0.82 48.89 0| 0 0 0 2400 6.97 0.71 44.09 0| 0 0 0 2800 5.70 0.65 42.08 0| 0 0 0 3000 4.64 0.58 40.86 0| 0 25 0 3200 3.67 0.51 39.43 0| 0 41 0 3400 2.85 0.43 37.94 0| 0 154 0 3600 2.16 0.36 36.64 0| 0 0 0 3800 1.60 0.30 35.49 0| 0 21 0 4000 0.87 0.19 34.14 0| 0 0 0 4400 0.44 0.11 33.05 0| 0 0 0 4800 0.06 0.02 32.00 0| 0 0 0 6000 Total 0| 0 241 0 Indicative a-t-m Vol 41.07 Underlying Price 32.060 Time to expiry: 472 Days Dec 11 22.40 0.98 71.00 0| 0 0 0 1000 20.62 0.96 67.68 0| 0 0 0 1200 18.87 0.94 63.95 0| 0 0 0 1400 17.15 0.92 60.26 0| 0 0 0 1600 15.48 0.89 56.78 0| 0 0 0 1800 13.85 0.87 53.60 0| 0 0 0 2000 12.29 0.83 50.73 0| 0 0 0 2200 10.81 0.79 48.18 0| 0 0 0 2400 8.09 0.70 43.73 0| 0 3,000 0 2800 5.91 0.60 41.10 0| 0 4,500 0 3200 4.14 0.49 38.67 0| 0 3,850 0 3600 2.77 0.38 36.63 0| 0 42 0 4000 1.31 0.22 35.64 0| 0 1,326 0 4800 0.54 0.10 37.00 0| 0 110 0 6000 Total 0| 0 12,828 0 Indicative a-t-m Vol 43.46 Underlying Price 32.060 Time to expiry: 654 Days Jun 12 17.47 0.91 58.51 0| 0 0 0 1600 14.49 0.85 54.20 0| 0 0 0 2000 13.13 0.82 52.32 0| 0 0 0 2200 11.76 0.79 50.27 0| 0 0 0 2400 9.40 0.71 47.28 0| 0 0 0 2800 7.16 0.62 43.51 0| 0 0 0 3200 5.25 0.52 40.21 0| 0 0 0 3600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.72 0.43 37.53 0| 0 0 0 4000 1.88 0.26 35.05 0| 0 0 0 4800 0.76 0.13 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.25 Underlying Price 32.060 Time to expiry: 843 Days Dec 12 21.06 0.94 64.62 0| 0 0 0 1200 17.94 0.90 58.21 0| 0 0 0 1600 15.16 0.84 54.06 0| 0 0 0 2000 12.61 0.78 50.43 0| 0 0 0 2400 10.32 0.71 47.28 0| 0 0 0 2800 8.06 0.63 43.30 0| 0 0 0 3200 6.16 0.55 40.15 0| 0 0 0 3600 4.52 0.46 37.24 0| 0 0 0 4000 3.37 0.38 35.72 0| 0 500 0 4400 2.49 0.31 34.57 0| 0 0 0 4800 1.30 0.18 34.98 0| 0 0 0 6000 Total 0| 0 500 0 Indicative a-t-m Vol 42.66 Underlying Price 32.060 Time to expiry: 1025 Days Jun 13 15.57 0.84 54.19 0| 0 0 0 2000 13.11 0.79 50.44 0| 0 0 0 2400 8.55 0.65 42.70 0| 0 0 0 3200 6.71 0.57 39.92 0| 0 0 0 3600 5.12 0.49 37.38 0| 0 0 0 4000 2.97 0.34 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 42.57 Underlying Price 32.060 Time to expiry: 1207 Days Dec 13 21.47 0.93 64.62 0| 0 0 0 1200 18.60 0.89 58.21 0| 0 0 0 1600 16.13 0.84 54.61 0| 0 0 0 2000 13.73 0.79 50.52 0| 0 0 0 2400 9.23 0.66 42.61 0| 0 0 0 3200 5.78 0.51 37.39 0| 0 0 0 4000 3.65 0.38 34.83 0| 0 0 0 4800 2.12 0.25 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.47 Underlying Price 32.060 Time to expiry: 1571 Days Dec 14 19.00 0.89 58.13 0| 0 0 0 1600 16.72 0.85 54.54 0| 0 0 0 2000 14.44 0.80 50.57 0| 0 0 0 2400 10.10 0.68 42.51 0| 0 0 0 3200 6.66 0.54 37.21 0| 0 0 0 4000 4.39 0.42 34.22 0| 0 0 0 4800 2.78 0.29 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total Calls 1,189| 82 123,419 +2 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 6 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault (100) (RN1) Indicative a-t-m Vol 37.39 Underlying Price 32.060 Time to expiry: 17 Days Sep 10 0.01 0.00 72.00 0| 0 0 0 1800 0.01 0.00 68.07 0| 0 0 0 2000 0.01 0.00 62.91 0| 0 420 0 2200 0.01 -0.01 57.39 0| 0 352 0 2400 0.05 -0.03 53.61 0| 0 5,216 0 2600 0.14 -0.09 46.50 0| 0 3,538 0 2800 0.23 -0.14 44.00 0| 0 1 0 2900 0.62 0.39 -0.22 41.31 0.62 0.62 98| 0 538 0 3000 0.64 -0.33 39.26 0| 0 2,561 0 3100 1.03 -0.47 37.49 0| 0 6,302 0 3200 1.57 -0.63 35.91 0| 0 3,800 0 3300 2.27 -0.76 34.88 0| 0 1,826 0 3400 3.08 -0.87 33.52 0| 0 10 0 3500 3.99 -0.94 32.73 0| 0 7,027 0 3600 5.94 -1.00 29.56 0| 0 368 0 3800 7.94 -1.00 27.98 0| 0 264 0 4000 9.94 -1.00 27.01 0| 0 51 -25 4200 11.94 -1.00 26.62 0| 0 0 0 4400 15.94 -1.00 27.50 0| 0 0 0 4800 23.94 -1.00 35.00 0| 0 0 0 5600 Total 98| 0 32,274 -25 Indicative a-t-m Vol 38.74 Underlying Price 32.060 Time to expiry: 45 Days Oct 10 0.32 -0.11 51.37 0| 0 0 0 2600 0.58 -0.18 46.96 0| 0 1 0 2800 1.23 1.01 -0.30 42.57 1.23 1.23 30| 0 1,500 0 3000 1.64 1.32 -0.38 40.52 1.64 1.64 40| 0 0 0 3100 1.72 -0.47 38.82 0| 0 1,520 0 3200 2.23 -0.56 37.55 0| 0 101 0 3300 2.83 -0.65 36.31 0| 0 40 0 3400 3.53 -0.74 35.33 0| 0 0 0 3500 4.31 -0.81 34.66 0| 0 0 0 3600 6.06 -0.92 33.41 0| 0 0 0 3800 7.98 -0.97 33.81 0| 0 0 0 4000 9.95 -0.99 35.00 0| 0 0 0 4200 Total 70| 0 3,162 0 Indicative a-t-m Vol 40.18 Underlying Price 32.060 Time to expiry: 80 Days Nov 10 0.67 0.69 -0.16 50.10 0.67 0.67 20| 70 96 +70 2600 1.06 -0.23 46.63 0| 0 0 0 2800 1.60 -0.33 43.03 0| 0 0 0 3000 1.94 -0.39 41.46 0| 0 0 0 3100 2.36 -0.46 40.25 0| 0 0 0 3200 2.87 -0.52 39.18 0| 0 0 0 3300 3.43 -0.59 38.14 0| 0 0 0 3400 4.76 -0.72 36.16 0| 0 0 0 3600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.35 -0.83 35.03 0| 0 0 0 3800 8.13 -0.90 34.48 0| 0 0 0 4000 Total 20| 70 96 +70 Indicative a-t-m Vol 40.07 Underlying Price 32.060 Time to expiry: 108 Days Dec 10 0.01 0.00 95.00 0| 0 0 0 800 0.03 0.00 91.78 0| 0 230 0 1000 0.06 -0.01 86.12 0| 0 100 0 1200 0.10 -0.02 79.78 0| 0 413 0 1400 0.15 -0.03 73.50 0| 0 150 0 1600 0.22 -0.04 67.60 0| 0 3,024 0 1800 0.30 0.31 -0.06 62.19 0.30 0.30 10| 0 6,055 0 2000 0.46 0.45 -0.08 57.32 0.46 0.46 55| 0 727 0 2200 0.65 -0.12 52.98 0| 0 8,350 0 2400 0.95 -0.18 49.37 0| 20 5,158 0 2600 1.37 -0.25 45.80 0| 0 10,153 0 2800 1.96 -0.34 42.88 0| 0 11,154 0 3000 2.72 -0.45 40.14 0| 0 24,753 0 3200 4.17 3.78 -0.57 38.10 4.17 S 4.17 S 1,000| 0 6,250 0 3400 5.05 -0.68 36.35 0| 0 4,574 0 3600 6.56 -0.79 34.85 0| 0 363 0 3800 8.27 -0.86 34.31 0| 0 1,834 0 4000 10.07 -0.93 32.90 0| 0 125 0 4200 11.98 -0.97 32.24 0| 0 51 0 4400 15.94 -1.00 31.56 0| 0 20 0 4800 23.94 -1.00 32.40 0| 0 50 0 5600 27.94 -1.00 33.72 0| 0 60 0 6000 31.94 -1.00 35.53 0| 0 20 0 6400 37.94 -1.00 39.00 0| 0 10 0 7000 Total 1,065| 20 83,624 0 Indicative a-t-m Vol 40.61 Underlying Price 32.060 Time to expiry: 199 Days Mar 11 0.56 -0.07 63.00 0| 0 226 0 1800 0.74 -0.09 58.41 0| 0 63 0 2000 0.98 -0.13 54.41 0| 0 160 0 2200 1.29 -0.17 50.83 0| 0 855 0 2400 1.69 -0.22 47.67 0| 0 1,150 0 2600 2.23 -0.28 45.18 0| 0 297 0 2800 2.91 -0.35 42.87 0| 0 173 0 3000 3.74 -0.43 40.67 0| 0 3,063 0 3200 4.76 -0.52 38.92 0| 0 208 0 3400 5.95 -0.61 37.31 0| 0 143 0 3600 7.31 -0.69 36.01 0| 0 1 0 3800 8.83 -0.77 34.73 0| 0 141 0 4000 12.25 -0.88 33.09 0| 0 0 0 4400 16.00 -0.96 31.92 0| 0 1 0 4800 23.94 -1.00 31.00 0| 0 0 0 5600 Total 0| 0 6,481 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 40.82 Underlying Price 32.060 Time to expiry: 290 Days Jun 11 0.08 -0.01 77.00 0| 0 0 0 800 0.17 -0.02 73.70 0| 0 0 0 1000 0.28 -0.03 69.63 0| 0 0 0 1200 0.42 -0.04 65.48 0| 0 0 0 1400 0.59 -0.06 61.53 0| 0 10 0 1600 0.81 -0.08 57.87 0| 0 50 0 1800 1.07 -0.11 54.54 0| 0 110 0 2000 1.39 -0.15 51.53 0| 0 0 0 2200 1.81 -0.19 48.89 0| 0 51 0 2400 2.93 -0.30 44.09 0| 0 29 0 2800 3.67 -0.36 42.08 0| 0 40 0 3000 4.60 -0.43 40.86 0| 0 40 0 3200 5.63 -0.50 39.43 0| 0 17 0 3400 6.80 -0.57 37.94 0| 0 65 0 3600 8.10 -0.64 36.64 0| 0 34 0 3800 9.54 -0.71 35.49 0| 0 194 0 4000 12.79 -0.82 34.14 0| 0 0 0 4400 16.33 -0.89 33.05 0| 0 0 0 4800 27.94 -1.00 32.00 0| 0 0 0 6000 Total 0| 0 640 0 Indicative a-t-m Vol 41.07 Underlying Price 32.060 Time to expiry: 472 Days Dec 11 0.45 -0.03 71.00 0| 0 0 0 1000 0.68 -0.05 67.68 0| 0 0 0 1200 0.93 -0.07 63.95 0| 0 50 0 1400 1.19 -0.09 60.26 0| 0 7,502 0 1600 1.51 -0.11 56.78 0| 0 150 0 1800 1.87 -0.14 53.60 0| 0 50 0 2000 2.28 -0.17 50.73 0| 0 0 0 2200 2.80 -0.21 48.18 0| 0 2,000 0 2400 4.03 -0.30 43.73 0| 0 3,000 0 2800 5.81 -0.41 41.10 0| 0 2,005 0 3200 8.00 -0.52 38.67 0| 0 3,355 0 3600 10.58 -0.63 36.63 0| 0 0 0 4000 17.06 -0.79 35.64 0| 0 10 0 4800 28.22 -0.91 37.00 0| 0 0 0 6000 Total 0| 0 18,122 0 Indicative a-t-m Vol 43.46 Underlying Price 32.060 Time to expiry: 654 Days Jun 12 1.73 -0.10 58.51 0| 0 0 0 1600 2.73 -0.16 54.20 0| 0 0 0 2000 3.36 -0.19 52.32 0| 0 0 0 2200 3.97 -0.22 50.27 0| 0 0 0 2400 5.56 -0.30 47.28 0| 0 0 0 2800 7.27 -0.39 43.51 0| 0 0 0 3200 9.30 -0.48 40.21 0| 0 0 0 3600 11.70 -0.58 37.53 0| 0 0 0 4000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.72 -0.74 35.05 0| 0 0 0 4800 28.39 -0.88 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 43.25 Underlying Price 32.060 Time to expiry: 843 Days Dec 12 1.44 -0.07 64.62 0| 0 0 0 1200 2.28 -0.11 58.21 0| 0 0 0 1600 3.42 -0.16 54.06 0| 0 0 0 2000 4.78 -0.22 50.43 0| 0 500 0 2400 6.39 -0.29 47.28 0| 0 0 0 2800 8.04 -0.37 43.30 0| 0 0 0 3200 10.04 -0.46 40.15 0| 0 0 0 3600 12.32 -0.55 37.24 0| 0 0 0 4000 15.08 -0.63 35.72 0| 0 0 0 4400 18.12 -0.70 34.57 0| 0 1 0 4800 28.71 -0.83 34.98 0| 0 0 0 6000 Total 0| 0 501 0 Indicative a-t-m Vol 42.66 Underlying Price 32.060 Time to expiry: 1025 Days Jun 13 4.08 -0.17 54.19 0| 0 0 0 2000 5.51 -0.23 50.44 0| 0 0 0 2400 8.71 -0.36 42.70 0| 0 0 0 3200 10.74 -0.44 39.92 0| 0 0 0 3600 13.01 -0.52 37.38 0| 0 0 0 4000 18.57 -0.67 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 42.57 Underlying Price 32.060 Time to expiry: 1207 Days Dec 13 2.23 -0.08 64.62 0| 0 0 0 1200 3.24 -0.12 58.21 0| 0 0 0 1600 4.64 -0.17 54.61 0| 0 0 0 2000 6.08 -0.22 50.52 0| 0 0 0 2400 9.24 -0.35 42.61 0| 0 0 0 3200 13.45 -0.50 37.39 0| 0 0 0 4000 19.00 -0.63 34.83 0| 0 0 0 4800 29.10 -0.78 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.47 Underlying Price 32.060 Time to expiry: 1571 Days Dec 14 4.08 -0.12 58.13 0| 0 0 0 1600 5.58 -0.16 54.54 0| 0 0 0 2000 7.07 -0.21 50.57 0| 0 0 0 2400 10.22 -0.33 42.51 0| 0 0 0 3200 14.26 -0.47 37.21 0| 0 0 0 4000 19.48 -0.60 34.22 0| 0 0 0 4800 29.31 -0.74 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 1,253| 90 144,900 +45 Grand Total 2,442| 172 268,319 +47 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 10 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault European (RN3) Indicative a-t-m Vol 37.39 Underlying Price 32.060 Time to expiry: 17 Days Sep 10 14.06 1.00 72.00 0| 0 0 0 1800 12.07 1.00 68.07 0| 0 0 0 2000 10.07 1.00 62.91 0| 0 32,500 0 2200 8.08 0.99 57.39 0| 0 0 0 2400 6.12 0.97 53.61 0| 0 0 0 2600 4.20 0.91 46.50 0| 0 0 0 2800 3.30 0.86 44.00 0| 0 0 0 2900 2.46 0.78 41.31 0| 0 0 0 3000 1.71 0.67 39.26 0| 0 0 0 3100 1.10 0.53 37.49 0| 0 90 0 3200 0.63 0.37 35.91 0| 0 0 0 3300 0.33 0.24 34.88 0| 0 400 0 3400 0.15 0.13 33.52 0| 0 0 0 3500 0.06 0.06 32.73 0| 0 400 0 3600 0.01 0.00 29.56 0| 0 400 0 3800 0.01 0.00 27.98 0| 0 20 0 4000 0.01 0.00 27.01 0| 0 0 0 4200 0.01 0.00 26.62 0| 0 702 0 4400 0.01 0.00 27.50 0| 0 369 0 4800 0.01 0.00 35.00 0| 0 0 0 5600 Total 0| 0 34,881 0 Indicative a-t-m Vol 40.61 Underlying Price 32.060 Time to expiry: 199 Days Mar 11 20.27 0.97 80.70 0| 0 0 0 1200 18.37 0.96 74.06 0| 0 0 0 1400 16.48 0.95 68.17 0| 0 0 0 1600 14.63 0.93 63.00 0| 0 0 0 1800 12.83 0.91 58.41 0| 0 0 0 2000 11.08 0.87 54.41 0| 0 0 0 2200 9.39 0.83 50.83 0| 0 0 0 2400 7.80 0.78 47.67 0| 0 0 0 2600 6.36 0.72 45.18 0| 0 0 0 2800 5.05 0.65 42.87 0| 0 0 0 3000 3.88 0.57 40.67 0| 0 0 0 3200 2.91 0.48 38.92 0| 0 0 0 3400 2.11 0.39 37.31 0| 0 6 0 3600 1.49 0.31 36.01 0| 0 0 0 3800 1.01 0.24 34.73 0| 0 0 0 4000 0.43 0.12 33.09 0| 0 15 0 4400 0.17 0.06 31.92 0| 0 0 0 4800 0.02 0.01 31.00 0| 0 0 0 5600 0.01 0.00 31.07 0| 0 0 0 6000 Total 0| 0 21 0 Indicative a-t-m Vol 42.20 Underlying Price 32.060 Time to expiry: 381 Days Sep 11 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.60 0.87 56.44 0| 0 0 0 2000 10.70 0.79 52.37 0| 0 0 0 2400 7.86 0.70 46.55 0| 0 0 0 2800 5.48 0.59 42.25 0| 0 0 0 3200 3.59 0.47 38.73 0| 0 0 0 3600 2.26 0.34 36.60 0| 0 30 0 4000 0.76 0.16 33.29 0| 0 47 0 4800 0.22 0.05 34.23 0| 0 0 0 6000 Total 0| 0 77 0 Indicative a-t-m Vol 42.26 Underlying Price 32.060 Time to expiry: 563 Days Mar 12 14.44 0.85 56.49 0| 0 0 0 2000 11.70 0.78 52.45 0| 0 0 0 2400 8.86 0.70 46.06 0| 0 0 0 2800 6.60 0.61 42.31 0| 0 0 0 3200 4.65 0.50 38.70 0| 0 0 0 3600 3.23 0.40 36.54 0| 0 3 0 4000 1.28 0.21 32.30 0| 0 0 0 4800 Total 0| 0 3 0 Total Calls 0| 0 34,982 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 12 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Renault European (RN3) Indicative a-t-m Vol 37.39 Underlying Price 32.060 Time to expiry: 17 Days Sep 10 0.01 0.00 72.00 0| 0 0 0 1800 0.01 0.00 68.07 0| 0 0 0 2000 0.01 0.00 62.91 0| 0 33,740 0 2200 0.01 -0.01 57.39 0| 0 1,106 0 2400 0.05 -0.03 53.61 0| 0 0 0 2600 0.14 -0.09 46.50 0| 0 260 0 2800 0.23 -0.14 44.00 0| 0 0 0 2900 0.39 -0.22 41.31 0| 0 50 0 3000 0.64 -0.33 39.26 0| 0 0 0 3100 1.03 -0.47 37.49 0| 0 45 0 3200 1.57 -0.63 35.91 0| 0 0 0 3300 2.26 -0.76 34.88 0| 0 0 0 3400 3.08 -0.87 33.52 0| 0 0 0 3500 3.99 -0.94 32.73 0| 0 0 0 3600 5.93 -1.00 29.56 0| 0 500 0 3800 7.93 -1.00 27.98 0| 0 785 0 4000 9.93 -1.00 27.01 0| 0 0 0 4200 11.93 -1.00 26.62 0| 0 35 0 4400 15.93 -1.00 27.50 0| 0 0 0 4800 23.93 -1.00 35.00 0| 0 0 0 5600 Total 0| 0 36,521 0 Indicative a-t-m Vol 40.61 Underlying Price 32.060 Time to expiry: 199 Days Mar 11 0.23 -0.03 80.70 0| 0 0 0 1200 0.32 -0.04 74.06 0| 0 0 0 1400 0.42 -0.05 68.17 0| 0 0 0 1600 0.56 -0.07 63.00 0| 0 0 0 1800 0.74 -0.09 58.41 0| 0 239 0 2000 0.98 -0.13 54.41 0| 0 0 0 2200 1.29 -0.17 50.83 0| 0 659 0 2400 1.69 -0.22 47.67 0| 0 750 0 2600 2.23 -0.28 45.18 0| 0 20 0 2800 2.91 -0.35 42.87 0| 0 0 0 3000 3.74 -0.43 40.67 0| 0 8 0 3200 4.76 -0.52 38.92 0| 0 0 0 3400 5.94 -0.61 37.31 0| 0 400 0 3600 7.31 -0.69 36.01 0| 0 0 0 3800 8.82 -0.76 34.73 0| 0 0 0 4000 12.23 -0.88 33.09 0| 0 0 0 4400 15.94 -0.94 31.92 0| 0 0 0 4800 23.75 -0.99 31.00 0| 0 0 0 5600 27.72 -1.00 31.07 0| 0 0 0 6000 Total 0| 0 2,076 0 Indicative a-t-m Vol 42.20 Underlying Price 32.060 Time to expiry: 381 Days Sep 11 1.62 -0.13 56.44 0| 0 0 0 2000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.67 -0.21 52.37 0| 0 0 0 2400 3.79 -0.30 46.55 0| 0 30 0 2800 5.35 -0.41 42.25 0| 0 0 0 3200 7.42 -0.53 38.73 0| 0 40 0 3600 10.04 -0.66 36.60 0| 0 0 0 4000 16.44 -0.84 33.29 0| 0 0 0 4800 27.76 -0.95 34.23 0| 0 0 0 6000 Total 0| 0 70 0 Indicative a-t-m Vol 42.26 Underlying Price 32.060 Time to expiry: 563 Days Mar 12 2.51 -0.15 56.49 0| 0 0 0 2000 3.70 -0.22 52.45 0| 0 0 0 2400 4.78 -0.30 46.06 0| 0 0 0 2800 6.45 -0.39 42.31 0| 0 0 0 3200 8.42 -0.50 38.70 0| 0 0 0 3600 10.92 -0.60 36.54 0| 0 0 0 4000 16.81 -0.79 32.30 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 0 38,667 0 Grand Total 0| 0 73,649 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 14 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Safran SA (100) (SM1) Indicative a-t-m Vol 32.87 Underlying Price 19.390 Time to expiry: 17 Days Sep 10 6.39 1.00 39.95 0| 0 0 0 1300 5.39 1.00 38.86 0| 0 0 0 1400 4.39 1.00 37.81 0| 0 0 0 1500 3.40 0.99 36.79 0| 0 0 0 1600 2.42 0.96 35.82 0| 0 0 0 1700 1.52 0.84 34.89 0| 0 0 0 1800 1.13 0.75 34.31 0| 0 0 0 1850 0.80 0.62 34.01 0| 0 0 0 1900 0.51 0.48 32.55 0| 0 0 0 1950 0.33 0.35 33.17 0| 0 0 0 2000 0.19 0.23 32.77 0| 0 0 0 2050 0.10 0.14 32.38 0| 0 6 0 2100 0.05 0.08 32.01 0| 0 0 0 2150 0.02 0.04 31.64 0| 6 276 +3 2200 0.01 0.02 31.28 0| 0 0 0 2250 0.01 0.01 30.94 0| 0 0 0 2300 0.01 0.00 30.60 0| 0 0 0 2350 0.01 0.00 30.28 0| 0 3 0 2400 Total 0| 6 285 +3 Indicative a-t-m Vol 34.39 Underlying Price 19.390 Time to expiry: 45 Days Oct 10 3.49 0.93 38.50 0| 0 0 0 1600 2.60 0.86 37.39 0| 0 0 0 1700 1.82 0.74 36.15 0| 0 0 0 1800 1.47 0.67 35.51 0| 0 0 0 1850 1.16 0.59 34.85 0| 0 0 0 1900 0.90 0.51 34.26 0| 0 0 0 1950 0.67 0.42 33.79 0| 0 0 0 2000 0.49 0.34 33.09 0| 0 0 0 2050 0.34 0.26 32.37 0| 0 0 0 2100 0.23 0.20 32.02 0| 0 0 0 2150 0.15 0.14 31.60 0| 0 0 0 2200 0.06 0.07 30.73 0| 0 0 0 2300 0.02 0.03 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 35.23 Underlying Price 19.390 Time to expiry: 80 Days Nov 10 3.71 0.86 41.75 0| 0 0 0 1600 2.89 0.79 39.68 0| 0 0 0 1700 2.15 0.70 37.73 0| 0 0 0 1800 1.82 0.64 36.83 0| 0 0 0 1850 1.52 0.59 35.89 0| 0 0 0 1900 1.24 0.52 35.04 0| 0 0 0 1950 1.01 0.46 34.57 0| 0 0 0 2000 0.60 0.33 32.36 0| 0 0 0 2100 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.34 0.22 31.55 0| 0 0 0 2200 0.18 0.13 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 36.13 Underlying Price 19.390 Time to expiry: 108 Days Dec 10 11.43 0.99 73.91 0| 0 0 0 800 7.56 0.95 58.39 0| 0 0 0 1200 6.61 0.93 54.50 0| 0 0 0 1300 5.69 0.91 50.84 0| 0 0 0 1400 4.79 0.87 47.45 0| 0 0 0 1500 3.93 0.82 44.34 0| 0 0 0 1600 3.13 0.76 41.52 0| 0 0 0 1700 2.40 0.68 38.99 0| 0 0 0 1800 1.76 0.59 36.73 0| 0 0 0 1900 1.24 0.48 35.19 0| 0 0 0 2000 0.78 0.36 32.35 0| 0 0 0 2100 0.49 0.26 31.51 0| 0 0 0 2200 0.28 0.17 30.25 0| 0 0 0 2300 0.15 0.11 29.42 0| 0 4 0 2400 0.04 0.03 27.74 0| 0 250 0 2600 0.01 0.01 27.01 0| 0 0 0 2800 Total 0| 0 254 0 Indicative a-t-m Vol 34.73 Underlying Price 19.390 Time to expiry: 199 Days Mar 11 7.67 0.94 48.54 0| 0 0 0 1200 5.82 0.89 41.50 0| 0 0 0 1400 4.19 0.80 38.25 0| 0 0 0 1600 3.45 0.74 36.77 0| 0 0 0 1700 2.80 0.67 35.86 0| 0 0 0 1800 2.23 0.59 34.91 0| 0 0 0 1900 1.75 0.51 34.44 0| 0 0 0 2000 1.37 0.43 34.19 0| 0 0 0 2100 1.08 0.36 34.37 0| 0 0 0 2200 0.84 0.30 34.51 0| 0 0 0 2300 0.65 0.25 34.64 0| 0 0 0 2400 0.40 0.17 35.23 0| 0 0 0 2600 0.28 0.12 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.09 Underlying Price 19.390 Time to expiry: 290 Days Jun 11 11.48 0.99 50.06 0| 0 0 0 800 7.75 0.93 44.55 0| 0 0 0 1200 5.95 0.88 39.28 0| 0 0 0 1400 4.38 0.79 36.63 0| 0 0 0 1600 3.07 0.67 35.03 0| 0 0 0 1800 2.57 0.60 35.25 0| 0 0 0 1900 2.11 0.53 34.83 0| 0 0 0 2000 1.74 0.46 34.71 0| 0 0 0 2100 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.43 0.40 34.82 0| 0 0 0 2200 1.15 0.35 34.72 0| 0 0 0 2300 0.98 0.30 35.44 0| 0 0 0 2400 0.65 0.22 35.62 0| 0 0 0 2600 0.47 0.17 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.37 Underlying Price 19.390 Time to expiry: 472 Days Dec 11 7.94 0.91 42.95 0| 0 0 0 1200 6.30 0.84 39.49 0| 0 0 0 1400 4.82 0.76 36.66 0| 0 0 0 1600 3.64 0.65 35.34 0| 0 0 0 1800 2.77 0.55 35.39 0| 0 0 0 2000 1.71 0.42 31.00 0| 0 0 0 2200 1.21 0.33 30.88 0| 0 0 0 2400 0.74 0.19 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.58 Underlying Price 19.390 Time to expiry: 654 Days Jun 12 8.15 0.89 43.00 0| 0 0 0 1200 5.19 0.75 36.66 0| 0 0 0 1600 3.23 0.57 35.39 0| 0 0 0 2000 2.56 0.49 35.40 0| 0 0 0 2200 2.07 0.42 35.82 0| 0 0 0 2400 0.91 0.22 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Calls 0| 6 539 +3 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 17 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Safran SA (100) (SM1) Indicative a-t-m Vol 32.87 Underlying Price 19.390 Time to expiry: 17 Days Sep 10 0.01 0.00 39.95 0| 0 70 0 1300 0.01 0.00 38.86 0| 0 0 0 1400 0.01 0.00 37.81 0| 0 0 0 1500 0.01 -0.01 36.79 0| 0 0 0 1600 0.03 -0.04 35.82 0| 0 0 0 1700 0.13 -0.16 34.89 0| 0 0 0 1800 0.24 -0.25 34.31 0| 0 0 0 1850 0.40 -0.38 34.01 0| 0 0 0 1900 0.62 -0.52 32.55 0| 0 75 0 1950 0.93 -0.65 33.17 0| 0 250 0 2000 1.29 -0.77 32.77 0| 0 0 0 2050 1.71 -0.86 32.38 0| 0 10 0 2100 2.15 -0.92 32.01 0| 0 0 0 2150 2.63 -0.96 31.64 0| 0 0 0 2200 3.12 -0.98 31.28 0| 0 0 0 2250 3.61 -0.99 30.94 0| 0 175 0 2300 4.11 -1.00 30.60 0| 0 0 0 2350 4.61 -1.00 30.28 0| 0 0 0 2400 Total 0| 0 580 0 Indicative a-t-m Vol 34.39 Underlying Price 19.390 Time to expiry: 45 Days Oct 10 0.08 -0.07 38.50 0| 0 0 0 1600 0.20 -0.14 37.39 0| 0 0 0 1700 0.41 -0.26 36.15 0| 0 0 0 1800 0.57 -0.33 35.51 0| 0 0 0 1850 0.76 -0.41 34.85 0| 0 0 0 1900 0.99 -0.49 34.26 0| 0 0 0 1950 1.27 -0.58 33.79 0| 0 0 0 2000 1.59 -0.66 33.09 0| 0 0 0 2050 1.94 -0.74 32.37 0| 0 0 0 2100 2.33 -0.80 32.02 0| 0 0 0 2150 2.75 -0.86 31.60 0| 0 0 0 2200 3.66 -0.94 30.73 0| 0 0 0 2300 4.62 -0.98 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 35.23 Underlying Price 19.390 Time to expiry: 80 Days Nov 10 0.30 -0.14 41.75 0| 0 0 0 1600 0.48 -0.21 39.68 0| 0 0 0 1700 0.73 -0.30 37.73 0| 0 0 0 1800 0.90 -0.36 36.83 0| 0 0 0 1850 1.10 -0.42 35.89 0| 0 0 0 1900 1.32 -0.48 35.04 0| 0 0 0 1950 1.59 -0.54 34.57 0| 0 0 0 2000 2.18 -0.67 32.36 0| 0 0 0 2100 2.93 -0.78 31.55 0| 0 0 0 2200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.76 -0.87 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 36.13 Underlying Price 19.390 Time to expiry: 108 Days Dec 10 0.02 -0.01 71.99 0| 0 6 0 800 0.14 -0.05 58.39 0| 0 0 0 1200 0.19 -0.07 54.50 0| 0 0 0 1300 0.26 -0.09 50.48 0| 0 0 0 1400 0.36 -0.13 47.45 0| 0 0 0 1500 0.51 -0.18 44.34 0| 0 0 0 1600 0.70 -0.24 41.52 0| 0 0 0 1700 0.97 -0.32 38.99 0| 0 0 0 1800 1.33 -0.42 36.73 0| 0 0 0 1900 1.81 -0.52 35.19 0| 0 0 0 2000 2.34 -0.64 32.35 0| 0 0 0 2100 3.06 -0.74 31.51 0| 0 0 0 2200 3.85 -0.83 30.25 0| 0 0 0 2300 4.72 -0.90 29.42 0| 0 3 0 2400 6.62 -0.98 27.74 0| 0 0 0 2600 8.61 -1.00 27.01 0| 0 0 0 2800 Total 0| 0 9 0 Indicative a-t-m Vol 34.73 Underlying Price 19.390 Time to expiry: 199 Days Mar 11 0.22 -0.06 48.54 0| 0 0 0 1200 0.36 -0.11 41.50 0| 0 0 0 1400 0.71 -0.20 38.25 0| 0 0 0 1600 0.97 -0.26 36.77 0| 0 0 0 1700 1.32 -0.33 35.86 0| 0 0 0 1800 1.74 -0.41 34.91 0| 0 0 0 1900 2.27 -0.49 34.44 0| 0 0 0 2000 2.88 -0.57 34.19 0| 0 0 0 2100 3.59 -0.64 34.37 0| 0 0 0 2200 4.35 -0.70 34.51 0| 0 0 0 2300 5.16 -0.76 34.64 0| 0 0 0 2400 6.91 -0.84 35.23 0| 0 0 0 2600 8.79 -0.89 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.09 Underlying Price 19.390 Time to expiry: 290 Days Jun 11 0.05 -0.01 50.06 0| 0 0 0 800 0.35 -0.08 44.55 0| 0 0 0 1200 0.58 -0.14 39.28 0| 0 0 0 1400 1.04 -0.24 36.63 0| 0 0 0 1600 1.76 -0.36 35.03 0| 0 0 0 1800 2.29 -0.43 35.25 0| 0 0 0 1900 2.84 -0.49 34.83 0| 0 0 0 2000 3.48 -0.56 34.71 0| 0 0 0 2100 4.18 -0.61 34.82 0| 0 0 0 2200 4.91 -0.67 34.72 0| 0 0 0 2300 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.75 -0.71 35.44 0| 0 0 0 2400 7.42 -0.79 35.62 0| 0 0 0 2600 9.23 -0.84 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 35.37 Underlying Price 19.390 Time to expiry: 472 Days Dec 11 0.64 -0.11 42.95 0| 0 0 0 1200 1.01 -0.17 39.49 0| 0 0 0 1400 1.53 -0.26 36.66 0| 0 0 0 1600 2.36 -0.36 35.34 0| 0 0 0 1800 3.48 -0.46 35.39 0| 0 0 0 2000 4.41 -0.59 31.00 0| 0 0 0 2200 5.90 -0.68 30.88 0| 0 0 0 2400 13.37 -0.82 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.58 Underlying Price 19.390 Time to expiry: 654 Days Jun 12 1.00 -0.14 43.00 0| 0 0 0 1200 2.06 -0.28 36.66 0| 0 0 0 1600 4.09 -0.45 35.39 0| 0 0 0 2000 5.40 -0.53 35.40 0| 0 0 0 2200 6.89 -0.60 35.82 0| 0 0 0 2400 13.60 -0.79 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Puts 0| 0 589 0 Grand Total 0| 6 1,128 +3 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 20 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Saint Gobain (100) (SG1) Indicative a-t-m Vol 38.56 Underlying Price 29.040 Time to expiry: 17 Days Sep 10 9.05 1.00 63.00 0| 0 0 0 2000 7.06 0.99 55.72 0| 0 0 0 2200 6.07 0.98 51.91 0| 0 0 0 2300 5.09 0.97 48.89 0| 0 0 0 2400 3.23 0.88 44.65 0| 0 26 0 2600 2.35 0.80 41.29 0| 0 0 0 2700 1.20 1.62 0.68 40.10 1.49 1.20 150| 0 38 0 2800 1.01 0.52 38.62 0| 0 133 0 2900 0.57 0.36 37.19 0| 73 2,134 -44 3000 0.22 0.30 0.23 37.22 0.26 0.22 125| 10 173 0 3100 0.07 0.12 0.11 34.93 0.12 0.07 245| 0 6,996 0 3200 0.05 0.05 34.93 0| 0 190 0 3300 0.02 0.02 35.24 0| 0 4,786 0 3400 0.01 0.01 35.40 0| 0 4,023 0 3500 0.01 0.00 35.78 0| 0 6,638 0 3600 0.01 0.00 35.90 0| 0 3,226 0 3800 0.01 0.00 36.36 0| 0 1,188 0 4000 0.01 0.00 37.13 0| 0 7,060 0 4200 0.01 0.00 38.15 0| 0 2,101 0 4400 0.01 0.00 40.82 0| 0 2,684 0 4800 0.01 0.00 48.00 0| 0 229 0 5600 Total 520| 83 41,625 -44 Indicative a-t-m Vol 37.56 Underlying Price 29.040 Time to expiry: 45 Days Oct 10 6.28 0.91 51.73 0| 0 0 0 2300 5.36 0.89 48.24 0| 0 0 0 2400 3.64 0.79 43.51 0| 0 8 0 2600 2.87 0.72 41.29 0| 0 0 0 2700 2.17 0.63 39.34 0| 0 91 0 2800 1.57 0.53 37.63 0| 45 76 +14 2900 1.08 0.43 35.90 0| 0 600 0 3000 0.71 0.32 34.75 0| 0 42 0 3100 0.36 0.47 0.24 34.91 0.36 0.36 55| 0 95 0 3200 0.27 0.28 0.16 34.05 0.27 0.27 75| 0 114 0 3300 0.15 0.10 33.01 0| 0 1,361 0 3400 0.08 0.06 32.73 0| 0 310 0 3500 0.05 0.04 33.24 0| 0 643 0 3600 0.02 0.02 34.15 0| 0 70 0 3800 0.01 0.01 36.00 0| 0 210 0 4000 Total 130| 45 3,620 +14 Indicative a-t-m Vol 38.17 Underlying Price 29.040 Time to expiry: 80 Days Nov 10 6.56 0.87 49.31 0| 0 0 0 2300 5.70 0.84 47.18 0| 0 0 0 2400 4.88 0.79 45.13 0| 0 0 0 2500 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.11 0.74 43.48 0| 0 31 0 2600 3.40 0.68 41.94 0| 0 0 0 2700 2.76 0.62 40.71 0| 0 0 0 2800 2.12 0.54 38.20 0| 45 45 +45 2900 1.64 0.46 37.33 0| 0 39 0 3000 1.22 0.39 36.25 0| 0 60 0 3100 0.90 0.31 35.61 0| 0 42 0 3200 0.29 0.44 0.18 34.00 0.29 0.29 4| 0 44 0 3400 0.20 0.10 33.21 0| 0 77 0 3600 0.08 0.05 32.64 0| 0 0 0 3800 Total 4| 45 338 +45 Indicative a-t-m Vol 38.20 Underlying Price 29.040 Time to expiry: 108 Days Dec 10 17.12 0.99 77.00 0| 0 0 0 1200 14.62 0.98 67.14 0| 0 0 0 1454 11.16 0.95 59.79 0| 0 0 0 1817 9.46 0.92 55.27 0| 0 0 0 2000 7.85 0.88 51.63 0| 0 3,000 0 2180 5.96 0.81 46.53 0| 0 0 0 2400 4.82 0.75 43.74 0| 0 6,000 0 2544 3.08 0.61 40.08 0| 0 0 0 2800 2.43 0.54 38.15 0| 0 761 0 2907 1.95 0.48 36.87 0| 0 895 0 3000 0.94 0.30 34.39 1,600| 0 5,615 0 3271 0.64 0.23 33.56 0| 0 10,811 0 3400 0.31 0.13 32.29 0| 0 3,334 0 3600 0.28 0.12 32.09 0| 0 5,201 0 3634 0.16 0.07 31.82 846| 0 4,955 0 3800 0.05 0.03 29.68 0| 0 9,756 0 3997 0.05 0.03 29.67 0| 0 5,565 0 4000 0.02 0.01 28.79 0| 0 2,550 0 4200 0.01 0.01 28.23 0| 0 3,051 0 4361 0.01 0.00 27.74 0| 0 8,082 0 4543 0.01 0.00 27.29 0| 0 1 0 4800 0.01 0.00 27.10 0| 0 1,101 0 5088 0.01 0.00 27.25 0| 0 51 0 5451 0.01 0.00 27.80 0| 0 0 0 5814 0.01 0.00 29.27 0| 0 2 0 6360 0.01 0.00 33.00 0| 0 1 0 7268 Total 2,446| 0 70,732 0 Indicative a-t-m Vol 38.32 Underlying Price 29.040 Time to expiry: 199 Days Mar 11 9.90 0.88 51.63 0| 0 0 0 2000 8.23 0.84 48.28 0| 0 0 0 2200 6.63 0.78 44.79 0| 0 0 0 2400 5.21 0.70 42.20 0| 0 0 0 2600 3.93 0.61 39.58 0| 0 0 0 2800 2.36 2.83 0.52 37.15 2.36 2.36 75| 0 126 0 3000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.97 0.41 35.59 0| 0 96 0 3200 1.30 0.31 34.04 0| 0 871 0 3400 0.82 0.23 32.66 0| 0 1,183 0 3600 0.48 0.50 0.16 31.75 0.48 0.48 27| 0 903 0 3800 0.31 0.11 31.50 0| 0 1,410 0 4000 0.16 0.06 30.18 0| 0 30 0 4200 0.10 0.04 30.36 0| 0 178 0 4400 0.04 0.02 30.53 0| 0 113 0 4800 0.01 0.01 33.00 0| 0 158 0 5600 Total 102| 0 5,068 0 Indicative a-t-m Vol 38.71 Underlying Price 29.040 Time to expiry: 290 Days Jun 11 17.27 0.98 63.07 0| 0 0 0 1200 13.57 0.94 55.35 0| 0 0 0 1600 11.76 0.91 51.13 0| 0 0 0 1800 10.11 0.87 49.27 0| 0 0 0 2000 8.46 0.83 45.71 0| 0 0 0 2200 6.98 0.77 43.47 0| 0 0 0 2400 5.66 0.70 41.79 0| 0 0 0 2600 4.46 0.62 39.92 0| 0 146 0 2800 3.36 0.53 37.60 0| 0 2,000 0 3000 2.49 0.45 36.05 0| 0 75 0 3200 1.76 1.79 0.36 34.74 1.76 1.76 26| 0 31 0 3400 1.26 0.28 33.64 0| 0 103 0 3600 0.56 0.15 31.66 0| 0 285 0 4000 0.24 0.24 0.08 30.53 0.24 0.24 75| 0 276 0 4400 0.15 0.05 30.10 0| 0 5,276 0 4600 0.10 0.04 30.05 0| 0 4,173 0 4800 0.02 0.01 33.00 0| 0 50 0 6000 Total 101| 0 12,415 0 Indicative a-t-m Vol 37.20 Underlying Price 29.040 Time to expiry: 472 Days Dec 11 17.37 0.97 60.00 0| 0 0 0 1200 13.76 0.92 51.87 0| 0 0 0 1600 12.05 0.89 48.80 0| 0 0 0 1800 10.43 0.85 45.93 0| 0 0 0 2000 8.92 0.80 43.50 0| 0 0 0 2200 7.51 0.75 41.37 0| 0 0 0 2400 5.08 0.62 37.89 0| 0 0 0 2800 3.26 0.47 35.24 0| 0 3 0 3200 1.96 0.34 33.22 0| 0 4,200 0 3600 1.12 0.23 31.71 0| 0 31,000 0 4000 0.25 0.07 29.59 0| 0 27,000 0 5000 0.11 0.03 32.00 0| 0 0 0 6000 0.02 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 40.71 Underlying Price 29.040 Time to expiry: 654 Days Jun 12 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.94 0.91 51.60 0| 0 0 0 1600 10.91 0.83 47.29 0| 0 0 0 2000 9.57 0.79 45.80 0| 0 0 0 2200 8.28 0.74 43.84 0| 0 0 0 2400 6.16 0.63 41.52 0| 0 0 0 2800 4.31 0.52 38.41 0| 0 0 0 3200 2.86 0.40 35.87 0| 0 0 0 3600 1.84 0.30 33.92 0| 0 0 0 4000 0.75 0.15 31.96 0| 0 0 0 4800 0.21 0.05 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.66 Underlying Price 29.040 Time to expiry: 843 Days Dec 12 14.09 0.90 50.14 0| 0 0 0 1600 11.21 0.82 46.50 0| 0 0 0 2000 8.78 0.73 43.79 0| 0 0 0 2400 6.75 0.64 41.39 0| 0 0 0 2800 4.96 0.53 38.60 0| 0 750 0 3200 3.52 0.43 36.31 0| 0 0 0 3600 2.54 0.35 35.10 0| 0 0 0 4000 1.22 0.20 32.83 0| 0 0 0 4800 0.43 0.09 31.57 0| 0 0 0 6000 0.10 0.02 31.50 0| 0 0 0 8000 Total 0| 0 750 0 Indicative a-t-m Vol 40.27 Underlying Price 29.040 Time to expiry: 1025 Days Jun 13 11.30 0.82 46.30 0| 0 0 0 2000 8.94 0.74 43.31 0| 0 0 0 2400 6.94 0.64 40.79 0| 0 0 0 2800 5.31 0.55 38.79 0| 0 0 0 3200 3.92 0.46 36.70 0| 0 0 0 3600 2.93 0.38 35.54 0| 0 0 0 4000 1.60 0.24 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 40.56 Underlying Price 29.040 Time to expiry: 1207 Days Dec 13 14.18 0.90 49.00 0| 0 0 0 1600 11.61 0.82 46.39 0| 0 0 0 2000 9.30 0.74 43.22 0| 0 0 0 2400 5.82 0.56 38.99 0| 0 0 0 3200 3.47 0.40 36.03 0| 0 0 0 4000 2.01 0.27 34.11 0| 0 0 0 4800 0.92 0.15 32.52 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.51 Underlying Price 29.040 Time to expiry: 1571 Days Dec 14 11.73 0.82 46.20 0| 0 0 0 2000 9.58 0.74 43.10 0| 0 0 0 2400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 24 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.32 0.58 38.99 0| 0 0 0 3200 3.97 0.44 35.76 0| 0 0 0 4000 2.51 0.32 33.94 0| 0 0 0 4800 1.39 0.20 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 3,303| 173 196,751 +15 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 25 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Saint Gobain (100) (SG1) Indicative a-t-m Vol 38.56 Underlying Price 29.040 Time to expiry: 17 Days Sep 10 0.01 0.00 63.00 0| 0 200 0 2000 0.01 -0.01 55.72 0| 0 261 0 2200 0.02 -0.02 51.91 0| 0 0 0 2300 0.12 0.05 -0.03 48.89 0.12 0.12 2| 0 1,444 0 2400 0.20 0.18 -0.12 44.65 0.20 0.20 1| 0 933 0 2600 0.34 0.31 -0.20 41.29 0.34 0.34 75| 0 0 0 2700 0.96 0.57 -0.32 40.10 0.96 0.64 4,131| 0 11,244 0 2800 0.92 0.97 -0.48 38.62 0.92 0.92 300| 0 2,409 0 2900 1.52 -0.64 37.19 1,500| 0 5,392 0 3000 2.26 -0.77 37.22 0| 0 247 0 3100 3.07 -0.89 34.93 0| 10 5,274 -10 3200 4.00 -0.95 34.93 0| 0 100 0 3300 4.98 -0.98 35.24 0| 0 2,290 0 3400 5.96 -0.99 35.40 0| 0 1,334 0 3500 6.96 -1.00 35.78 0| 0 1,336 0 3600 8.96 -1.00 35.90 0| 0 146 -158 3800 10.96 -1.00 36.36 0| 0 30 0 4000 12.96 -1.00 37.13 0| 0 0 0 4200 14.96 -1.00 38.15 0| 0 0 0 4400 18.96 -1.00 40.82 0| 0 0 0 4800 26.96 -1.00 48.00 0| 0 0 0 5600 Total 6,009| 10 32,640 -168 Indicative a-t-m Vol 37.56 Underlying Price 29.040 Time to expiry: 45 Days Oct 10 0.23 -0.09 51.73 0| 0 76 0 2300 0.30 -0.11 48.24 0| 0 141 0 2400 0.64 0.59 -0.21 43.51 0.64 0.64 50| 60 676 +60 2600 0.96 0.81 -0.28 41.29 0.96 0.90 226| 0 265 0 2700 1.25 1.12 -0.37 39.34 1.25 1.25 44| 0 4,416 0 2800 1.51 -0.47 37.63 0| 0 165 0 2900 2.02 -0.57 35.90 0| 0 2,461 0 3000 2.65 -0.68 34.75 0| 0 65 0 3100 3.41 -0.76 34.91 0| 0 139 0 3200 4.22 -0.84 34.05 0| 0 62 0 3300 5.10 -0.90 33.01 0| 0 34 0 3400 6.03 -0.94 32.73 0| 0 10 0 3500 7.00 -0.96 33.24 0| 0 0 0 3600 8.97 -0.99 34.15 0| 0 0 0 3800 10.96 -1.00 36.00 0| 0 0 0 4000 Total 320| 60 8,510 +60 Indicative a-t-m Vol 38.17 Underlying Price 29.040 Time to expiry: 80 Days Nov 10 0.48 -0.13 49.31 0| 75 75 +75 2300 0.67 0.63 -0.16 47.18 0.67 0.67 75| 0 38 0 2400 0.80 -0.21 45.13 1,980| 0 0 0 2500 1.03 -0.26 43.48 0| 0 62 0 2600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.32 -0.32 41.94 0| 0 0 0 2700 1.68 -0.38 40.71 0| 0 67 0 2800 2.27 2.04 -0.46 38.20 2.27 2.27 45| 0 40 0 2900 2.56 -0.54 37.33 1,500| 0 0 0 3000 3.14 -0.61 36.25 0| 0 0 0 3100 3.82 -0.69 35.61 0| 10 10 +10 3200 5.35 -0.82 34.00 0| 0 0 0 3400 7.12 -0.91 33.21 0| 0 0 0 3600 9.01 -0.96 32.64 0| 0 0 0 3800 Total 3,600| 85 292 +85 Indicative a-t-m Vol 38.20 Underlying Price 29.040 Time to expiry: 108 Days Dec 10 0.05 -0.01 77.00 0| 0 54 0 1200 0.08 -0.02 67.14 0| 0 160 0 1454 0.25 -0.05 59.79 0| 0 139 0 1817 0.37 -0.08 55.27 0| 0 160 0 2000 0.56 -0.12 51.63 0| 0 3,242 0 2180 0.86 -0.19 46.53 0| 0 2,812 0 2400 1.16 -0.25 43.74 0| 10 1,403 0 2544 1.97 -0.39 40.08 0| 0 14,000 0 2800 2.39 -0.46 38.15 0| 0 2,185 0 2907 2.84 -0.52 36.87 0| 27 7,139 -27 3000 4.54 -0.70 34.39 0| 0 4,149 0 3271 5.53 -0.78 33.56 0| 0 5,857 0 3400 7.21 -0.87 32.29 0| 0 1,073 0 3600 7.52 -0.89 32.09 0| 0 1,237 0 3634 9.06 -0.93 31.82 0| 0 2,340 0 3800 10.94 -0.98 29.68 0| 0 20 0 3997 10.97 -0.98 29.67 0| 0 0 0 4000 12.96 -1.00 28.79 0| 0 0 0 4200 14.57 -1.00 28.23 0| 0 9 -61 4361 16.39 -1.00 27.74 0| 0 10 -50 4543 18.96 -1.00 27.29 0| 0 0 0 4800 21.84 -1.00 27.10 0| 0 10 0 5088 25.47 -1.00 27.25 0| 0 10 0 5451 29.10 -1.00 27.80 0| 0 10 0 5814 34.56 -1.00 29.27 0| 0 10 0 6360 43.64 -1.00 33.00 0| 0 10 0 7268 Total 0| 37 46,039 -138 Indicative a-t-m Vol 38.32 Underlying Price 29.040 Time to expiry: 199 Days Mar 11 0.84 0.78 -0.12 51.63 0.84 0.84 8| 0 605 0 2000 1.10 -0.17 48.28 0| 0 552 0 2200 1.54 1.50 -0.23 44.79 1.54 1.54 51| 1 1,315 +1 2400 2.07 -0.30 42.20 0| 0 30 0 2600 2.79 -0.39 39.58 0| 0 500 0 2800 3.89 3.68 -0.49 37.15 3.89 3.89 43| 0 1,577 0 3000 4.82 -0.59 35.59 0| 0 735 0 3200 6.15 -0.69 34.04 0| 0 647 0 3400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 27 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.67 -0.78 32.66 0| 0 78 0 3600 9.35 -0.85 31.75 0| 0 89 0 3800 11.16 -0.90 31.50 0| 0 300 0 4000 13.03 -0.95 30.18 0| 0 0 0 4200 14.98 -0.97 30.36 0| 0 0 0 4400 18.96 -1.00 30.53 0| 0 0 0 4800 26.96 -1.00 33.00 0| 0 0 0 5600 Total 102| 1 6,428 +1 Indicative a-t-m Vol 38.71 Underlying Price 29.040 Time to expiry: 290 Days Jun 11 0.28 -0.04 63.07 0| 0 464 0 1200 0.63 -0.08 55.35 0| 0 172 0 1600 0.84 -0.11 51.13 0| 0 195 0 1800 1.25 -0.15 49.27 0| 0 196 0 2000 1.62 -0.20 45.71 0| 0 97 0 2200 2.19 -0.27 43.47 0| 200 4,012 +170 2400 2.93 -0.34 41.79 0| 0 0 0 2600 3.78 -0.42 39.92 0| 0 1,150 0 2800 4.73 -0.50 37.60 0| 0 5,001 0 3000 5.90 -0.59 36.05 0| 0 1,908 0 3200 7.24 -0.67 34.74 0| 0 110 0 3400 8.74 -0.74 33.64 0| 0 146 0 3600 12.07 -0.86 31.66 0| 0 254 0 4000 15.74 -0.93 30.53 0| 0 208 0 4400 17.65 -0.95 30.10 0| 0 0 0 4600 19.59 -0.97 30.05 0| 0 0 0 4800 31.42 -0.99 33.00 0| 0 0 0 6000 Total 0| 200 13,913 +170 Indicative a-t-m Vol 37.20 Underlying Price 29.040 Time to expiry: 472 Days Dec 11 0.58 -0.05 60.00 0| 0 0 0 1200 1.05 -0.10 51.87 0| 0 0 0 1600 1.38 -0.13 48.80 0| 0 0 0 1800 1.79 -0.17 45.93 0| 0 0 0 2000 2.30 -0.22 43.50 0| 0 0 0 2200 2.92 -0.27 41.37 0| 0 0 0 2400 4.51 -0.40 37.89 0| 0 2,000 0 2800 6.69 -0.54 35.24 0| 0 1,450 0 3200 9.39 -0.67 33.22 0| 0 4,500 0 3600 12.53 -0.79 31.71 0| 0 1,850 0 4000 21.63 -0.94 29.59 0| 0 0 0 5000 31.42 -0.98 32.00 0| 0 0 0 6000 41.25 -1.00 29.68 0| 0 0 0 7000 51.15 -1.00 31.00 0| 0 0 0 8000 Total 0| 0 9,800 0 Indicative a-t-m Vol 40.71 Underlying Price 29.040 Time to expiry: 654 Days Jun 12 1.69 -0.13 51.60 0| 0 0 0 1600 2.78 -0.20 47.29 0| 0 0 0 2000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.50 -0.25 45.80 0| 0 0 0 2200 4.22 -0.30 43.84 0| 0 0 0 2400 6.17 -0.40 41.52 0| 0 0 0 2800 8.32 -0.51 38.41 0| 0 0 0 3200 10.86 -0.62 35.87 0| 0 0 0 3600 13.84 -0.72 33.92 0| 0 0 0 4000 20.65 -0.86 31.96 0| 0 0 0 4800 31.87 -0.95 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.66 Underlying Price 29.040 Time to expiry: 843 Days Dec 12 2.06 -0.13 50.14 0| 0 0 0 1600 3.27 -0.21 46.50 0| 0 0 0 2000 4.88 -0.29 43.79 0| 0 0 0 2400 6.83 -0.38 41.39 0| 0 0 0 2800 8.98 -0.48 38.60 0| 0 750 0 3200 11.49 -0.58 36.31 0| 0 1,000 0 3600 14.44 -0.67 35.10 0| 0 0 0 4000 20.96 -0.81 32.83 0| 0 0 0 4800 31.91 -0.92 31.57 0| 0 0 0 6000 51.10 -0.98 31.50 0| 0 0 0 8000 Total 0| 0 1,750 0 Indicative a-t-m Vol 40.27 Underlying Price 29.040 Time to expiry: 1025 Days Jun 13 3.96 -0.22 46.30 0| 0 0 0 2000 5.63 -0.30 43.31 0| 0 0 0 2400 7.60 -0.39 40.79 0| 0 0 0 2800 9.90 -0.48 38.79 0| 0 0 0 3200 12.43 -0.57 36.70 0| 0 0 0 3600 15.33 -0.64 35.54 0| 0 0 0 4000 21.75 -0.77 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 40.56 Underlying Price 29.040 Time to expiry: 1207 Days Dec 13 2.87 -0.15 49.00 0| 0 0 0 1600 4.40 -0.22 46.39 0| 0 0 0 2000 6.06 -0.29 43.22 0| 0 0 0 2400 10.37 -0.45 38.99 0| 0 3 0 3200 15.73 -0.61 36.03 0| 0 0 0 4000 21.95 -0.74 34.11 0| 0 0 0 4800 32.33 -0.86 32.52 0| 0 0 0 6000 Total 0| 0 3 0 Indicative a-t-m Vol 40.51 Underlying Price 29.040 Time to expiry: 1571 Days Dec 14 5.25 -0.22 46.20 0| 0 0 0 2000 7.00 -0.29 43.10 0| 0 0 0 2400 11.36 -0.44 38.99 0| 0 0 0 3200 16.55 -0.58 35.76 0| 0 0 0 4000 22.57 -0.70 33.94 0| 0 0 0 4800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 29 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 32.65 -0.81 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 10,031| 393 119,375 +10 Grand Total 13,334| 566 316,126 +25 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 38.87 Underlying Price 29.040 Time to expiry: 17 Days Sep 10 17.04 1.00 83.27 0| 0 0 0 1200 14.50 1.00 76.64 0| 0 0 0 1454 10.87 1.00 64.78 0| 0 0 0 1817 9.05 1.00 63.00 0| 0 110 0 2000 7.25 0.99 53.86 0| 0 30 0 2180 6.07 0.98 51.91 0| 0 0 0 2300 5.09 0.97 48.89 0| 0 60 0 2400 3.72 0.92 45.13 0| 0 0 0 2544 2.35 0.80 41.29 0| 0 0 0 2700 1.62 0.68 40.10 0| 0 0 0 2800 0.99 0.51 38.83 0| 0 30 0 2907 0.57 0.36 37.19 0| 0 0 0 3000 0.31 0.24 36.55 0| 0 2,500 0 3089 0.12 0.11 34.93 0| 0 0 0 3200 0.06 0.07 34.81 0| 0 6,572 0 3271 0.02 0.02 35.24 0| 0 0 0 3400 0.01 0.01 33.58 0| 0 5,000 0 3452 0.01 0.01 35.40 0| 0 1,400 0 3500 0.01 0.00 32.83 0| 0 11,378 0 3634 0.01 0.00 35.90 0| 0 32,910 0 3800 0.01 0.00 36.36 0| 0 400 0 4000 0.01 0.00 32.85 0| 0 40 0 4088 0.01 0.00 37.13 0| 0 50 0 4200 0.01 0.00 34.03 0| 0 16 0 4361 0.01 0.00 35.25 0| 0 5,176 0 4543 0.01 0.00 40.82 0| 0 5,000 0 4800 0.01 0.00 39.64 0| 0 97 0 4997 0.01 0.00 45.70 0| 0 0 0 5451 0.01 0.00 53.17 0| 0 80 0 5905 Total 0| 0 70,849 0 Indicative a-t-m Vol 38.54 Underlying Price 29.040 Time to expiry: 199 Days Mar 11 17.11 0.99 61.31 0| 0 0 0 1200 14.73 0.96 59.94 0| 0 0 0 1454 11.44 0.92 54.63 0| 0 0 0 1817 9.85 0.88 51.53 0| 0 0 0 2000 8.34 0.84 48.57 0| 0 0 0 2180 6.62 0.77 45.16 0| 0 0 0 2400 5.56 0.72 43.05 0| 0 0 0 2544 3.94 0.61 40.00 0| 0 0 0 2800 3.30 0.56 38.50 0| 0 0 0 2907 2.80 0.51 37.15 0| 0 0 0 3000 1.70 0.38 34.99 0| 0 0 0 3271 1.15 0.29 33.63 0| 0 0 0 3452 0.75 0.21 32.50 0| 0 15 0 3634 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.50 0.15 31.75 0| 0 30 0 3800 0.30 0.10 31.24 0| 0 110 0 4000 0.23 0.08 30.70 0| 0 0 0 4088 0.16 0.06 30.18 0| 0 567 0 4200 0.11 0.04 30.24 0| 0 0 0 4361 0.07 0.03 30.17 0| 0 15 0 4543 0.04 0.02 30.38 0| 0 0 0 4800 0.02 0.01 30.76 0| 0 252 0 4997 0.01 0.01 32.30 0| 0 0 0 5451 0.01 0.00 34.67 0| 0 0 0 5905 Total 0| 0 989 0 Indicative a-t-m Vol 39.04 Underlying Price 29.040 Time to expiry: 381 Days Sep 11 16.50 0.97 54.44 0| 0 0 0 1200 14.32 0.93 54.16 0| 0 0 0 1454 11.41 0.87 51.32 0| 0 0 0 1817 10.03 0.83 49.49 0| 0 0 0 2000 8.74 0.79 47.63 0| 0 0 0 2180 7.26 0.73 45.37 0| 0 0 0 2400 6.36 0.68 43.93 0| 0 0 0 2544 4.20 0.56 39.00 0| 0 0 0 2907 2.49 0.42 34.89 0| 0 0 0 3271 1.42 0.29 32.70 0| 0 20 0 3634 0.73 0.18 30.66 0| 0 51 0 4000 0.25 0.08 29.00 0| 0 30 0 4543 0.05 0.02 28.81 0| 0 0 0 5451 Total 0| 0 101 0 Indicative a-t-m Vol 38.67 Underlying Price 29.040 Time to expiry: 563 Days Mar 12 14.56 0.93 47.54 0| 0 0 0 1454 11.72 0.86 45.14 0| 0 0 0 1817 10.41 0.83 43.95 0| 0 0 0 2000 9.21 0.78 42.82 0| 0 0 0 2180 7.88 0.73 41.76 0| 0 0 0 2400 5.18 0.58 38.65 0| 0 0 0 2907 3.92 0.50 36.90 0| 0 0 0 3200 2.42 0.37 34.46 0| 0 0 0 3634 1.64 0.28 33.48 0| 0 0 0 4000 0.93 0.18 32.94 0| 0 0 0 4543 0.36 0.08 32.51 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 38.99 Underlying Price 29.040 Time to expiry: 752 Days Sep 12 14.02 0.90 47.93 0| 0 0 0 1454 11.42 0.84 45.44 0| 0 0 0 1817 10.23 0.80 44.15 0| 0 0 0 2000 9.15 0.76 43.18 0| 0 0 0 2180 7.93 0.71 42.15 0| 0 0 0 2400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.45 0.58 38.97 0| 0 0 0 2907 4.23 0.50 37.08 0| 0 0 0 3200 2.83 0.39 35.08 0| 0 0 0 3634 2.03 0.31 34.08 0| 0 0 0 4000 1.48 0.24 33.59 0| 0 0 0 4361 1.02 0.18 33.29 0| 0 0 0 4800 0.63 0.12 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.38 Underlying Price 29.040 Time to expiry: 927 Days Mar 13 14.54 0.89 48.76 0| 0 0 0 1454 12.15 0.83 46.55 0| 0 0 0 1817 11.00 0.80 45.28 0| 0 0 0 2000 9.99 0.76 44.31 0| 0 0 0 2180 8.78 0.72 42.94 0| 0 0 0 2400 6.43 0.60 40.36 0| 0 0 0 2907 5.16 0.54 38.29 0| 0 0 0 3200 3.76 0.44 36.50 0| 0 0 0 3634 2.84 0.36 35.33 0| 0 0 0 4000 2.16 0.30 34.54 0| 0 0 0 4361 1.65 0.24 34.58 0| 0 0 0 4800 1.12 0.18 34.67 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 41.30 Underlying Price 29.040 Time to expiry: 1116 Days Sep 13 13.12 0.85 48.70 0| 0 0 0 1600 10.82 0.78 46.26 0| 0 0 0 2000 8.77 0.71 43.82 0| 0 0 0 2400 5.50 0.54 39.82 0| 0 0 0 3200 3.19 0.38 36.42 0| 0 0 0 4000 1.96 0.27 35.52 0| 0 0 0 4800 1.15 0.17 36.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.09 Underlying Price 29.040 Time to expiry: 1298 Days Mar 14 13.80 0.85 50.12 0| 0 0 0 1600 11.45 0.79 46.50 0| 0 0 0 2000 9.58 0.72 44.80 0| 0 0 0 2400 6.30 0.57 40.50 0| 0 0 0 3200 3.91 0.42 37.18 0| 0 0 0 4000 2.60 0.32 36.20 0| 0 0 0 4800 1.66 0.22 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.98 Underlying Price 29.040 Time to expiry: 1480 Days Sep 14 11.31 0.78 48.90 0| 0 0 0 2000 9.41 0.71 45.87 0| 0 0 0 2400 6.33 0.57 41.28 0| 0 0 0 3200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.07 0.44 37.96 0| 0 0 0 4000 2.85 0.34 37.18 0| 0 0 0 4800 1.90 0.24 37.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.98 Underlying Price 29.040 Time to expiry: 1662 Days Mar 15 11.86 0.79 48.90 0| 0 0 0 2000 9.99 0.73 45.87 0| 0 0 0 2400 6.92 0.60 41.28 0| 0 0 0 3200 4.60 0.46 37.96 0| 0 0 0 4000 3.33 0.37 37.18 0| 0 0 0 4800 2.46 0.28 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 71,939 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 38.87 Underlying Price 29.040 Time to expiry: 17 Days Sep 10 0.01 0.00 83.27 0| 0 10 0 1200 0.01 0.00 76.64 0| 0 0 0 1454 0.01 0.00 64.78 0| 0 10 0 1817 0.01 0.00 63.00 0| 0 30 0 2000 0.01 -0.01 53.86 0| 0 754 0 2180 0.02 -0.02 51.91 0| 0 0 0 2300 0.05 -0.03 48.89 0| 0 174 0 2400 0.12 -0.08 45.13 0| 0 100 0 2544 0.31 -0.20 41.29 0| 0 0 0 2700 0.57 -0.32 40.10 0| 0 0 0 2800 1.01 -0.49 38.83 0| 0 35 0 2907 1.52 -0.64 37.19 0| 0 120 0 3000 2.16 -0.76 36.55 0| 0 210 0 3089 3.07 -0.89 34.93 0| 0 0 0 3200 3.73 -0.93 34.81 0| 0 6,260 0 3271 4.97 -0.98 35.24 0| 0 0 0 3400 5.48 -0.99 33.58 0| 0 2,446 0 3452 5.96 -0.99 35.40 0| 0 0 0 3500 7.29 -1.00 32.83 0| 0 640 0 3634 8.95 -1.00 35.90 0| 0 32,540 0 3800 10.95 -1.00 36.36 0| 0 0 0 4000 11.83 -1.00 32.85 0| 0 40 0 4088 12.95 -1.00 37.13 0| 0 5 0 4200 14.56 -1.00 34.03 0| 0 0 0 4361 16.38 -1.00 35.25 0| 0 5,000 0 4543 18.95 -1.00 40.82 0| 0 100 0 4800 20.92 -1.00 39.64 0| 0 500 0 4997 25.46 -1.00 45.70 0| 0 170 0 5451 30.00 -1.00 53.17 0| 0 0 0 5905 Total 0| 0 49,144 0 Indicative a-t-m Vol 38.54 Underlying Price 29.040 Time to expiry: 199 Days Mar 11 0.08 -0.01 61.31 0| 0 400 0 1200 0.22 -0.04 59.94 0| 0 0 0 1454 0.55 -0.08 54.63 0| 0 0 0 1817 0.77 -0.12 51.53 0| 0 400 0 2000 1.06 -0.16 48.57 0| 0 117 0 2180 1.53 -0.23 45.16 0| 0 484 0 2400 1.90 -0.28 43.05 0| 0 500 0 2544 2.82 -0.39 40.00 0| 0 30 0 2800 3.25 -0.44 38.50 0| 0 0 0 2907 3.68 -0.49 37.15 0| 0 20 0 3000 5.27 -0.62 34.99 0| 0 241 0 3271 6.53 -0.71 33.63 0| 0 3,770 0 3452 7.93 -0.79 32.50 0| 0 500 0 3634 9.33 -0.85 31.75 0| 0 500 0 3800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.12 -0.90 31.24 0| 0 0 0 4000 11.93 -0.92 30.70 0| 0 0 0 4088 12.98 -0.94 30.18 0| 0 400 0 4200 14.52 -0.96 30.24 0| 0 0 0 4361 16.29 -0.97 30.17 0| 0 1,000 0 4543 18.82 -0.98 30.38 0| 0 0 0 4800 20.77 -0.99 30.76 0| 0 0 0 4997 25.27 -0.99 32.30 0| 0 0 0 5451 29.78 -1.00 34.67 0| 0 0 0 5905 Total 0| 0 8,362 0 Indicative a-t-m Vol 39.04 Underlying Price 29.040 Time to expiry: 381 Days Sep 11 0.26 -0.03 54.44 0| 0 0 0 1200 0.59 -0.07 54.16 0| 0 0 0 1454 1.26 -0.13 51.32 0| 0 0 0 1817 1.69 -0.17 49.49 0| 0 0 0 2000 2.18 -0.21 47.63 0| 0 0 0 2180 2.87 -0.27 45.37 0| 0 0 0 2400 3.39 -0.32 43.93 0| 0 40 0 2544 4.82 -0.44 39.00 0| 0 700 0 2907 6.70 -0.58 34.89 0| 0 300 0 3271 9.22 -0.71 32.70 0| 0 0 0 3634 12.15 -0.82 30.66 0| 0 20 0 4000 17.03 -0.92 29.00 0| 0 0 0 4543 25.80 -0.98 28.81 0| 0 0 0 5451 Total 0| 0 1,060 0 Indicative a-t-m Vol 38.67 Underlying Price 29.040 Time to expiry: 563 Days Mar 12 0.72 -0.07 47.54 0| 0 0 0 1454 1.44 -0.14 45.14 0| 0 0 0 1817 1.92 -0.17 43.95 0| 0 90 0 2000 2.49 -0.22 42.82 0| 0 0 0 2180 3.31 -0.27 41.76 0| 0 0 0 2400 5.59 -0.42 38.65 0| 0 0 0 2907 7.20 -0.50 36.90 0| 0 0 0 3200 9.96 -0.63 34.46 0| 0 0 0 3634 12.76 -0.72 33.48 0| 0 0 0 4000 17.38 -0.82 32.94 0| 0 0 0 4543 25.72 -0.92 32.51 0| 0 0 0 5451 Total 0| 0 90 0 Indicative a-t-m Vol 38.99 Underlying Price 29.040 Time to expiry: 752 Days Sep 12 1.22 -0.10 47.93 0| 0 0 0 1454 2.15 -0.16 45.44 0| 0 0 0 1817 2.75 -0.20 44.15 0| 0 0 0 2000 3.41 -0.24 43.18 0| 0 0 0 2180 4.33 -0.29 42.15 0| 0 0 0 2400 6.78 -0.42 38.97 0| 0 0 0 2907 8.41 -0.50 37.08 0| 0 0 0 3200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.23 -0.61 35.08 0| 0 0 0 3634 13.98 -0.69 34.08 0| 0 0 0 4000 16.94 -0.76 33.59 0| 0 0 0 4361 20.75 -0.82 33.29 0| 0 0 0 4800 26.69 -0.88 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.38 Underlying Price 29.040 Time to expiry: 927 Days Mar 13 1.60 -0.11 48.76 0| 0 0 0 1454 2.71 -0.17 46.55 0| 0 0 0 1817 3.31 -0.20 45.28 0| 0 0 0 2000 4.04 -0.24 44.31 0| 0 0 0 2180 4.95 -0.28 42.94 0| 0 0 0 2400 7.48 -0.40 40.36 0| 0 0 0 2907 9.03 -0.46 38.29 0| 0 0 0 3200 11.80 -0.56 36.50 0| 0 150 0 3634 14.41 -0.64 35.33 0| 0 0 0 4000 17.21 -0.70 34.54 0| 0 0 0 4361 20.92 -0.76 34.58 0| 0 0 0 4800 26.66 -0.82 34.67 0| 0 0 0 5451 Total 0| 0 150 0 Indicative a-t-m Vol 41.30 Underlying Price 29.040 Time to expiry: 1116 Days Sep 13 2.65 -0.15 48.70 0| 0 0 0 1600 4.16 -0.22 46.26 0| 0 0 0 2000 5.91 -0.29 43.82 0| 0 150 0 2400 10.25 -0.46 39.82 0| 0 0 0 3200 15.55 -0.62 36.42 0| 0 0 0 4000 21.93 -0.73 35.52 0| 0 0 0 4800 32.53 -0.83 36.08 0| 0 0 0 6000 Total 0| 0 150 0 Indicative a-t-m Vol 42.09 Underlying Price 29.040 Time to expiry: 1298 Days Mar 14 3.09 -0.15 49.81 0| 0 0 0 1600 4.54 -0.21 46.50 0| 0 0 0 2000 6.43 -0.28 44.80 0| 0 0 0 2400 10.66 -0.43 40.50 0| 0 0 0 3200 15.79 -0.58 37.18 0| 0 0 0 4000 21.99 -0.68 36.20 0| 0 0 0 4800 32.33 -0.78 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.98 Underlying Price 29.040 Time to expiry: 1480 Days Sep 14 5.44 -0.22 48.90 0| 0 0 0 2000 7.25 -0.29 45.87 0| 0 0 0 2400 11.58 -0.43 41.28 0| 0 0 0 3200 16.74 -0.56 37.96 0| 0 0 0 4000 22.93 -0.66 37.18 0| 0 0 0 4800 33.10 -0.76 37.86 0| 0 0 0 6000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 42.98 Underlying Price 29.040 Time to expiry: 1662 Days Mar 15 5.70 -0.21 48.90 0| 0 0 0 2000 7.49 -0.27 45.87 0| 0 0 0 2400 11.73 -0.40 41.28 0| 0 0 0 3200 16.70 -0.54 37.96 0| 0 0 0 4000 22.74 -0.63 37.18 0| 0 0 0 4800 32.83 -0.72 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 0| 0 58,956 0 Grand Total 0| 0 130,895 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 24.89 Underlying Price 45.270 Time to expiry: 17 Days Sep 10 13.28 1.00 55.00 0| 0 0 0 3200 9.31 0.98 49.63 0| 0 0 0 3600 7.34 0.96 45.02 0| 0 0 0 3800 5.35 0.95 34.60 0| 0 0 0 4000 3.46 0.88 29.43 0| 0 8 0 4200 2.57 0.81 27.36 0| 0 118 0 4300 1.78 0.70 25.54 0| 0 176 0 4400 1.15 0.56 24.97 0| 0 951 0 4500 0.68 0.40 24.66 0| 0 780 0 4600 0.29 0.35 0.25 23.91 0.29 0.29 75| 59 1,743 -59 4700 0.18 0.17 0.14 23.86 0.18 0.18 1| 1 7,409 +1 4800 0.11 0.09 25.95 0| 0 205 0 4900 0.05 0.05 26.36 0| 250 11,514 +230 5000 0.03 0.03 32.15 0| 0 6,796 0 5200 0.01 0.00 34.38 0| 0 5,874 0 5600 0.01 0.00 33.57 0| 0 5,200 0 6000 0.01 0.00 35.30 0| 0 71 0 6400 0.01 0.00 36.38 0| 0 19 0 7200 0.01 0.00 37.19 0| 0 0 0 8000 Total 76| 310 40,864 +172 Indicative a-t-m Vol 24.74 Underlying Price 45.270 Time to expiry: 45 Days Oct 10 7.46 0.93 34.26 0| 0 0 0 3800 5.61 0.88 31.30 0| 0 0 0 4000 3.88 0.79 28.44 0| 0 78 0 4200 3.10 0.72 27.31 0| 0 0 0 4300 2.13 2.40 0.64 26.32 2.13 2.13 9| 0 226 0 4400 1.75 0.55 25.00 0| 0 38 0 4500 1.23 0.45 24.04 0| 0 243 0 4600 0.85 0.35 23.72 0| 0 140 0 4700 0.54 0.25 23.12 0| 0 2,157 0 4800 0.34 0.18 22.91 0| 0 131 0 4900 0.21 0.12 22.94 0| 0 303 0 5000 0.08 0.05 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 9| 0 3,567 0 Indicative a-t-m Vol 25.87 Underlying Price 45.270 Time to expiry: 80 Days Nov 10 7.74 0.89 32.90 0| 0 0 0 3800 5.98 0.83 30.50 0| 0 0 0 4000 4.35 0.74 28.27 0| 0 0 0 4200 3.40 3.63 0.68 27.58 3.40 3.40 75| 0 0 0 4300 2.98 0.62 26.85 0| 0 0 0 4400 2.39 0.55 26.08 0| 0 75 0 4500 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.86 0.48 25.31 0| 0 176 0 4600 1.42 0.40 24.78 0| 10 85 +10 4700 0.94 1.06 0.33 24.31 0.94 0.94 27| 10 54 +10 4800 0.27 0.11 23.18 0| 0 56 0 5200 0.04 0.02 22.14 0| 0 0 0 5600 Total 102| 20 446 +20 Indicative a-t-m Vol 25.87 Underlying Price 45.270 Time to expiry: 108 Days Dec 10 21.40 0.99 56.16 0| 0 0 0 2400 13.52 0.96 39.33 0| 0 0 0 3200 9.76 0.91 34.62 0| 0 0 0 3600 6.25 0.80 30.02 0| 0 5 0 4000 4.71 0.72 28.30 0| 0 0 0 4200 3.36 3.36 0.61 26.91 3.36 3.36 3| 0 4,214 0 4400 2.22 0.49 25.27 0| 0 3,363 0 4600 1.38 0.36 24.35 0| 0 13,602 0 4800 0.74 0.82 0.25 23.87 0.74 S 0.74 S 2,400| 1 7,923 +1 5000 0.45 0.16 23.30 0| 12 4,482 0 5200 0.15 0.12 0.05 22.96 0.15 0.15 10| 0 13,678 0 5600 0.01 0.01 21.10 0| 0 7,025 0 6000 0.01 0.00 20.42 0| 0 1,177 0 6400 0.01 0.00 19.74 0| 0 144 0 7000 0.01 0.00 19.23 0| 0 20 0 8000 0.01 0.00 19.21 0| 0 4 0 9000 0.01 0.00 20.29 0| 0 0 0 12000 0.01 0.00 22.00 0| 0 0 0 16000 Total 2,413| 13 55,637 +1 Indicative a-t-m Vol 26.17 Underlying Price 45.270 Time to expiry: 199 Days Mar 11 13.90 0.92 36.64 0| 0 0 0 3200 10.33 0.86 32.85 0| 0 0 0 3600 7.09 0.76 29.78 0| 0 122 0 4000 5.62 0.69 28.16 0| 0 0 0 4200 4.36 0.61 27.11 0| 0 393 0 4400 3.07 3.21 0.52 25.62 3.07 3.07 32| 0 500 0 4600 2.29 0.42 24.65 0| 0 2,279 0 4800 1.06 0.25 23.49 0| 0 1,377 0 5200 0.47 0.42 0.12 22.34 0.47 0.43 50| 0 2,064 0 5600 0.16 0.05 22.21 0| 0 1,719 0 6000 0.08 0.03 23.18 0| 0 224 0 6400 0.01 0.00 22.76 0| 0 204 0 7200 0.01 0.00 24.00 0| 0 0 0 8000 Total 82| 0 8,882 0 Indicative a-t-m Vol 26.14 Underlying Price 45.270 Time to expiry: 290 Days Jun 11 21.53 0.99 40.85 0| 0 0 0 2400 13.96 0.93 34.00 0| 0 0 0 3200 10.42 0.86 30.98 0| 0 0 0 3600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.27 0.76 28.54 0| 0 8 0 4000 5.86 0.69 27.36 0| 0 0 0 4200 4.63 0.61 26.52 0| 0 966 0 4400 3.59 0.53 25.92 0| 0 43 0 4600 2.68 0.44 25.10 0| 0 1,826 0 4800 1.40 0.28 24.05 0| 0 1,401 0 5200 0.65 0.16 23.15 0| 0 252 0 5600 0.30 0.08 22.82 0| 0 2,308 0 6000 0.14 0.04 22.84 0| 0 27 0 6400 0.03 0.01 23.43 0| 0 0 0 7200 0.01 0.00 25.00 0| 0 50 0 8000 Total 0| 0 6,881 0 Indicative a-t-m Vol 26.22 Underlying Price 45.270 Time to expiry: 472 Days Dec 11 21.63 0.98 41.06 0| 0 0 0 2400 14.28 0.90 34.55 0| 0 0 0 3200 7.93 0.73 29.27 0| 0 3,003 0 4000 5.39 0.60 26.92 0| 0 2,038 0 4400 3.32 0.45 24.71 0| 0 138 0 4800 2.55 0.38 23.91 0| 0 4,405 0 5000 1.18 0.21 23.11 0| 0 2,020 0 5600 0.67 0.14 22.60 0| 0 3,511 0 6000 0.18 0.04 22.68 0| 0 110 0 7000 0.08 0.02 24.23 0| 0 13 0 8000 0.03 0.01 25.36 0| 0 100 0 9000 0.01 0.00 28.01 0| 0 0 0 12000 0.01 0.00 31.62 0| 0 0 0 16000 Total 0| 0 15,338 0 Indicative a-t-m Vol 26.39 Underlying Price 45.270 Time to expiry: 654 Days Jun 12 21.64 0.98 41.42 0| 0 0 0 2400 14.45 0.89 35.51 0| 0 0 0 3200 8.35 0.71 30.01 0| 0 0 0 4000 5.76 0.59 27.03 0| 0 0 0 4400 3.78 0.46 25.02 0| 0 0 0 4800 1.54 0.24 23.21 0| 0 0 0 5600 0.97 0.17 22.80 0| 0 1 0 6000 0.16 0.04 24.31 0| 0 0 0 8000 Total 0| 0 1 0 Indicative a-t-m Vol 26.62 Underlying Price 45.270 Time to expiry: 843 Days Dec 12 21.73 0.97 41.47 0| 0 0 0 2400 14.77 0.87 35.84 0| 0 0 0 3200 8.82 0.70 30.12 0| 0 0 0 4000 6.29 0.59 27.26 0| 0 500 0 4400 4.35 0.47 25.23 0| 0 50 0 4800 3.59 0.42 24.58 0| 0 750 0 5000 2.06 0.28 23.58 0| 0 4,650 0 5600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 41 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.41 0.21 23.21 0| 0 3,556 0 6000 0.35 0.06 24.70 0| 0 0 0 8000 0.09 0.02 29.59 0| 0 0 0 12000 Total 0| 0 9,506 0 Indicative a-t-m Vol 26.90 Underlying Price 45.270 Time to expiry: 1025 Days Jun 13 14.73 0.87 36.35 0| 0 0 0 3200 8.89 0.70 30.42 0| 0 0 0 4000 6.45 0.59 27.56 0| 0 0 0 4400 4.52 0.48 25.47 0| 0 0 0 4800 1.66 0.23 23.68 0| 0 0 0 6000 0.45 0.08 24.74 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.43 Underlying Price 45.270 Time to expiry: 1207 Days Dec 13 21.72 0.97 42.00 0| 0 0 0 2400 14.91 0.86 36.42 0| 0 0 0 3200 9.24 0.69 30.55 0| 0 0 0 4000 4.97 0.49 25.81 0| 0 251 0 4800 1.96 0.25 23.65 0| 0 0 0 6000 0.69 0.10 25.01 0| 0 0 0 8000 0.23 0.03 28.99 0| 0 0 0 12000 Total 0| 0 251 0 Indicative a-t-m Vol 28.00 Underlying Price 45.270 Time to expiry: 1571 Days Dec 14 14.98 0.86 37.00 0| 0 0 0 3200 9.46 0.69 30.90 0| 0 0 0 4000 5.45 0.50 26.50 0| 0 0 0 4800 2.24 0.27 23.41 0| 0 0 0 6000 1.14 0.14 26.00 0| 0 0 0 8000 0.42 0.06 29.01 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 2,682| 343 141,373 +193 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 24.89 Underlying Price 45.270 Time to expiry: 17 Days Sep 10 0.01 0.00 55.00 0| 0 246 0 3200 0.03 -0.02 49.63 0| 0 399 0 3600 0.07 -0.04 45.02 0| 0 151 0 3800 0.07 -0.05 34.60 0| 0 2,641 0 4000 0.18 -0.12 29.43 0| 0 1,081 0 4200 0.29 -0.19 27.36 0| 75 150 +74 4300 0.65 0.50 -0.30 25.54 0.66 0.65 1,000| 296 9,097 -204 4400 1.04 0.87 -0.44 24.97 1.04 0.98 110| 0 909 0 4500 1.60 1.40 -0.60 24.66 1.60 1.60 41| 0 4,399 0 4600 2.07 -0.75 23.91 0| 0 164 0 4700 3.10 2.89 -0.86 23.86 3.10 S 3.10 S 10| 0 7,067 0 4800 3.83 -0.91 25.95 0| 0 152 0 4900 4.80 4.77 -0.95 26.36 4.80 4.80 1| 0 8,235 0 5000 6.76 -0.97 32.15 0| 0 2,710 0 5200 10.73 -1.00 34.38 0| 0 1,038 0 5600 14.73 -1.00 33.57 0| 0 8 0 6000 18.73 -1.00 35.30 0| 0 200 0 6400 26.73 -1.00 36.38 0| 0 0 0 7200 34.73 -1.00 37.19 0| 0 0 0 8000 Total 1,162| 371 38,647 -130 Indicative a-t-m Vol 24.74 Underlying Price 45.270 Time to expiry: 45 Days Oct 10 0.17 -0.07 34.26 0| 0 75 0 3800 0.31 -0.12 31.30 0| 0 136 0 4000 0.58 -0.21 28.44 0| 0 277 0 4200 0.80 -0.28 27.31 0| 60 108 +60 4300 1.18 1.10 -0.36 26.32 1.18 1.18 2| 84 301 +66 4400 1.63 1.46 -0.45 25.00 1.63 1.63 133| 38 77 -38 4500 1.93 -0.56 24.04 0| 0 152 0 4600 2.55 -0.65 23.72 0| 0 116 0 4700 3.25 -0.75 23.12 0| 0 244 0 4800 4.04 -0.82 22.91 0| 0 31 0 4900 4.92 -0.88 22.94 0| 0 0 0 5000 6.79 -0.95 23.63 0| 0 0 0 5200 10.73 -0.99 26.01 0| 0 0 0 5600 14.73 -1.00 26.00 0| 0 0 0 6000 Total 135| 182 1,517 +88 Indicative a-t-m Vol 25.87 Underlying Price 45.270 Time to expiry: 80 Days Nov 10 0.41 -0.11 32.90 0| 75 150 +75 3800 0.65 -0.17 30.50 0| 0 1,223 0 4000 1.02 -0.26 28.27 0| 3 4,718 0 4200 1.30 -0.32 27.58 0| 36 36 +36 4300 1.65 -0.38 26.85 0| 0 152 0 4400 2.05 -0.45 26.08 0| 0 76 0 4500 2.74 2.52 -0.53 25.31 2.74 2.74 27| 0 76 0 4600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.09 -0.60 24.78 0| 0 0 0 4700 3.73 -0.67 24.31 0| 0 0 0 4800 6.94 -0.89 23.18 0| 0 0 0 5200 10.74 -0.99 22.14 0| 0 0 0 5600 Total 27| 114 6,431 +111 Indicative a-t-m Vol 25.87 Underlying Price 45.270 Time to expiry: 108 Days Dec 10 0.07 -0.01 56.16 0| 0 523 0 2400 0.18 -0.04 39.33 0| 0 1,815 0 3200 0.40 -0.09 34.62 0| 0 4,892 0 3600 0.96 0.89 -0.20 30.02 0.96 S 0.96 S 2,400| 0 12,027 0 4000 1.34 -0.28 28.30 0| 12 218 0 4200 2.05 1.98 -0.39 26.91 2.05 2.05 20| 29 22,646 0 4400 2.84 -0.51 25.27 0| 26 3,571 +26 4600 4.35 4.01 -0.64 24.35 4.35 S 4.15 S 20| 0 10,972 0 4800 5.45 -0.76 23.87 0| 0 10,497 0 5000 7.09 -0.85 23.30 0| 0 3,697 0 5200 10.78 -0.96 22.96 0| 0 8,729 0 5600 14.73 -1.00 21.10 0| 0 2,452 0 6000 18.73 -1.00 20.42 0| 0 0 0 6400 24.73 -1.00 19.74 0| 0 0 0 7000 34.73 -1.00 19.23 0| 0 0 0 8000 44.73 -1.00 19.21 0| 0 0 0 9000 74.73 -1.00 20.29 0| 0 0 0 12000 114.73 -1.00 22.00 0| 0 50 0 16000 Total 2,440| 67 82,089 +26 Indicative a-t-m Vol 26.17 Underlying Price 45.270 Time to expiry: 199 Days Mar 11 0.47 -0.08 36.64 0| 0 251 0 3200 0.87 -0.14 32.85 0| 0 7,035 0 3600 1.62 -0.24 29.78 0| 0 5,432 0 4000 2.17 2.14 -0.31 28.16 2.17 2.17 75| 0 175 0 4200 2.88 -0.40 27.11 0| 0 2,656 0 4400 3.72 -0.49 25.62 0| 0 7,658 0 4600 4.80 -0.58 24.65 0| 0 3,007 0 4800 7.58 -0.76 23.49 0| 0 2,151 0 5200 10.97 -0.90 22.34 0| 0 71 0 5600 14.76 -0.97 22.21 0| 0 0 0 6000 18.73 -1.00 23.18 0| 0 0 0 6400 26.73 -1.00 22.76 0| 0 0 0 7200 34.73 -1.00 24.00 0| 0 0 0 8000 Total 75| 0 28,436 0 Indicative a-t-m Vol 26.14 Underlying Price 45.270 Time to expiry: 290 Days Jun 11 0.25 -0.04 40.85 0| 0 2 0 2400 0.94 -0.13 34.00 0| 0 391 0 3200 1.64 -0.21 30.98 0| 0 446 0 3600 2.90 2.78 -0.33 28.54 2.90 2.88 31| 66 3,918 -5 4000 3.53 -0.40 27.36 0| 0 147 0 4200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.48 -0.48 26.52 0| 0 2,331 0 4400 5.60 -0.56 25.92 0| 0 805 0 4600 7.10 6.84 -0.64 25.10 7.10 S 7.10 S 10| 0 2,842 0 4800 9.79 -0.77 24.05 0| 0 762 0 5200 13.18 -0.88 23.15 0| 0 115 0 5600 16.88 -0.94 22.82 0| 0 0 0 6000 20.72 -0.97 22.84 0| 0 0 0 6400 28.58 -0.99 23.43 0| 0 0 0 7200 36.50 -1.00 25.00 0| 0 0 0 8000 Total 41| 66 11,759 -5 Indicative a-t-m Vol 26.22 Underlying Price 45.270 Time to expiry: 472 Days Dec 11 0.70 -0.07 41.06 0| 0 50 0 2400 1.78 -0.16 34.55 0| 0 2,200 0 3200 3.89 -0.34 29.27 0| 0 1,500 0 4000 5.53 -0.46 26.92 0| 0 2,001 0 4400 7.60 -0.59 24.71 0| 0 781 0 4800 8.89 -0.66 23.91 0| 0 2,375 0 5000 13.60 -0.81 23.11 0| 0 2,000 0 5600 17.11 -0.88 22.60 0| 0 0 0 6000 26.61 -0.97 22.68 0| 0 2 0 7000 36.46 -0.98 25.14 0| 0 24 0 8000 46.33 -1.00 25.36 0| 0 0 0 9000 76.06 -1.00 28.01 0| 0 1 0 12000 115.70 -1.00 31.62 0| 0 1 0 16000 Total 0| 0 10,935 0 Indicative a-t-m Vol 26.39 Underlying Price 45.270 Time to expiry: 654 Days Jun 12 1.44 -0.10 41.42 0| 0 0 0 2400 3.10 -0.22 35.51 0| 0 0 0 3200 5.67 -0.39 30.01 0| 0 0 0 4000 7.34 -0.49 27.03 0| 0 0 0 4400 9.59 -0.61 25.02 0| 0 0 0 4800 15.53 -0.79 23.21 0| 0 0 0 5600 18.97 -0.86 22.80 0| 0 0 0 6000 37.86 -0.97 24.31 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.62 Underlying Price 45.270 Time to expiry: 843 Days Dec 12 1.96 -0.12 41.47 0| 0 0 0 2400 3.82 -0.22 35.84 0| 0 0 0 3200 6.38 -0.38 30.12 0| 0 500 0 4000 8.00 -0.47 27.26 0| 0 500 0 4400 10.15 -0.57 25.23 0| 0 1,500 0 4800 11.42 -0.62 24.58 0| 0 0 0 5000 15.90 -0.75 23.58 0| 0 5,650 0 5600 19.23 -0.81 23.21 0| 0 5 0 6000 37.91 -0.93 26.21 0| 0 0 0 8000 76.57 -0.99 29.59 0| 0 0 0 12000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 45 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total 0| 0 8,155 0 Indicative a-t-m Vol 26.90 Underlying Price 45.270 Time to expiry: 1025 Days Jun 13 5.03 -0.25 36.35 0| 0 0 0 3200 7.82 -0.40 30.42 0| 0 0 0 4000 9.55 -0.50 27.56 0| 0 0 0 4400 11.73 -0.59 25.47 0| 0 0 0 4800 20.81 -0.80 23.68 0| 0 0 0 6000 38.92 -0.94 24.33 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.43 Underlying Price 45.270 Time to expiry: 1207 Days Dec 13 3.22 -0.15 42.00 0| 0 0 0 2400 5.55 -0.25 36.42 0| 0 0 0 3200 8.34 -0.39 30.55 0| 0 0 0 4000 12.17 -0.57 25.81 0| 0 252 0 4800 20.95 -0.77 23.65 0| 0 0 0 6000 38.99 -0.90 25.66 0| 0 0 0 8000 76.72 -0.97 28.99 0| 0 0 0 12000 Total 0| 0 252 0 Indicative a-t-m Vol 28.00 Underlying Price 45.270 Time to expiry: 1571 Days Dec 14 7.03 -0.27 37.00 0| 0 0 0 3200 9.86 -0.40 30.90 0| 0 0 0 4000 13.80 -0.55 26.50 0| 0 0 0 4800 22.11 -0.76 23.41 0| 0 0 0 6000 39.73 -0.87 26.00 0| 0 0 0 8000 76.85 -0.89 34.58 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 3,880| 800 188,221 +90 Grand Total 6,562| 1,143 329,594 +283 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 24.89 Underlying Price 45.270 Time to expiry: 17 Days Sep 10 13.28 1.00 55.00 0| 0 0 0 3200 9.31 0.98 49.63 0| 0 0 0 3600 7.34 0.96 45.02 0| 0 0 0 3800 5.35 0.95 34.60 0| 0 0 0 4000 3.46 0.88 29.43 0| 0 0 0 4200 2.57 0.81 27.36 0| 0 0 0 4300 1.78 0.70 25.54 0| 0 0 0 4400 1.15 0.56 24.97 0| 0 0 0 4500 0.68 0.40 24.66 0| 0 0 0 4600 0.35 0.25 23.91 0| 0 0 0 4700 0.17 0.14 23.86 0| 0 253 0 4800 0.11 0.09 25.95 0| 0 0 0 4900 0.05 0.05 26.36 0| 0 14,910 0 5000 0.03 0.03 32.15 0| 0 500 0 5200 0.01 0.00 34.38 0| 0 1,051 0 5600 0.01 0.00 33.57 0| 0 7,520 0 6000 0.01 0.00 35.30 0| 0 750 0 6400 0.01 0.00 36.46 0| 0 1,090 0 7000 0.01 0.00 37.19 0| 0 20,000 0 8000 Total 0| 0 46,074 0 Indicative a-t-m Vol 25.28 Underlying Price 45.270 Time to expiry: 199 Days Mar 11 21.56 0.98 48.00 0| 0 0 0 2400 13.88 0.93 36.11 0| 0 0 0 3200 10.28 0.87 32.17 0| 0 0 0 3600 7.00 0.76 28.97 0| 0 0 0 4000 5.54 0.69 27.50 0| 0 0 0 4200 4.21 0.61 25.97 0| 0 0 0 4400 3.11 0.51 24.89 0| 0 0 0 4600 2.17 0.41 23.77 0| 0 0 0 4800 1.49 0.32 23.23 0| 0 0 0 5000 0.95 0.23 22.39 0| 0 22 0 5200 0.37 0.11 21.66 0| 0 508 0 5600 0.13 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 25.79 Underlying Price 45.270 Time to expiry: 381 Days Sep 11 19.95 0.93 46.76 0| 0 1 0 2400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.92 0.84 36.99 0| 0 0 0 3200 9.75 0.76 33.26 0| 0 0 0 3600 6.89 0.66 30.00 0| 0 0 0 4000 4.35 0.53 26.28 0| 0 0 0 4400 2.64 0.39 24.75 0| 0 500 0 4800 2.00 0.33 24.18 0| 0 160 0 5000 0.79 0.16 22.75 0| 0 160 0 5600 0.40 0.09 22.19 0| 0 0 0 6000 0.05 0.02 20.91 0| 0 0 0 7000 0.01 0.00 21.37 0| 0 0 0 8000 0.01 0.00 22.18 0| 0 0 0 9000 0.01 0.00 23.49 0| 0 0 0 10000 0.01 0.00 25.97 0| 0 0 0 12000 0.01 0.00 32.34 0| 0 0 0 16000 Total 0| 0 821 0 Indicative a-t-m Vol 25.97 Underlying Price 45.270 Time to expiry: 563 Days Mar 12 20.55 0.91 44.26 0| 0 0 0 2400 13.77 0.82 35.55 0| 0 0 0 3200 10.73 0.75 32.35 0| 0 0 0 3600 7.94 0.67 29.34 0| 0 0 0 4000 5.55 0.56 26.67 0| 0 0 0 4400 3.60 0.44 24.48 0| 0 0 0 4800 2.80 0.38 23.42 0| 0 0 0 5000 1.33 0.22 22.08 0| 0 0 0 5600 0.79 0.15 21.59 0| 0 0 0 6000 0.17 0.04 20.49 0| 0 0 0 7000 0.04 0.01 20.20 0| 0 0 0 8000 0.01 0.00 20.90 0| 0 0 0 9000 0.01 0.00 21.32 0| 0 0 0 10000 0.01 0.00 22.90 0| 0 0 0 12000 0.01 0.00 27.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.87 Underlying Price 45.270 Time to expiry: 752 Days Sep 12 18.96 0.89 42.18 0| 0 0 0 2400 12.60 0.78 34.16 0| 0 0 0 3200 7.47 0.62 29.38 0| 0 10 0 4000 5.23 0.52 26.58 0| 0 0 0 4400 3.46 0.41 24.33 0| 0 20 0 4800 1.56 0.23 23.04 0| 0 0 0 5600 0.95 0.16 22.13 0| 0 0 0 6000 0.06 0.02 20.07 0| 0 0 0 8000 0.02 0.00 25.88 0| 0 0 0 12000 Total 0| 0 30 0 Indicative a-t-m Vol 26.13 Underlying Price 45.270 Time to expiry: 927 Days Mar 13 19.59 0.88 41.75 0| 0 0 0 2400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 48 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.41 0.78 34.10 0| 0 0 0 3200 8.46 0.64 29.78 0| 0 0 0 4000 6.10 0.54 26.76 0| 0 0 0 4400 4.30 0.45 24.76 0| 0 0 0 4800 2.09 0.27 22.82 0| 0 0 0 5600 1.43 0.21 22.30 0| 0 0 0 6000 0.13 0.03 19.75 0| 0 0 0 8000 0.04 0.01 25.54 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.65 Underlying Price 45.270 Time to expiry: 1116 Days Sep 13 18.20 0.86 41.73 0| 0 0 0 2400 12.42 0.75 34.15 0| 0 0 0 3200 7.91 0.60 30.02 0| 0 10 0 4000 4.04 0.42 24.90 0| 0 0 0 4800 1.29 0.19 21.82 0| 0 0 0 6000 0.21 0.04 20.77 0| 0 0 0 8000 0.08 0.01 26.19 0| 0 0 0 12000 Total 0| 0 10 0 Indicative a-t-m Vol 26.85 Underlying Price 45.270 Time to expiry: 1298 Days Mar 14 18.66 0.86 40.43 0| 0 0 0 2400 12.92 0.76 32.96 0| 0 0 0 3200 8.83 0.62 30.45 0| 0 0 0 4000 4.74 0.45 24.99 0| 0 0 0 4800 1.80 0.23 22.16 0| 0 0 0 6000 0.33 0.06 20.61 0| 0 0 0 8000 0.16 0.03 26.40 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.31 Underlying Price 45.270 Time to expiry: 1480 Days Sep 14 11.72 0.73 32.65 0| 0 0 0 3200 7.57 0.59 28.79 0| 0 0 0 4000 4.27 0.42 25.02 0| 0 0 0 4800 1.52 0.21 21.67 0| 0 0 0 6000 0.28 0.05 20.14 0| 0 0 0 8000 0.16 0.03 25.93 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.78 Underlying Price 45.270 Time to expiry: 1662 Days Mar 15 12.52 0.74 33.09 0| 0 0 0 3200 8.06 0.60 28.07 0| 0 0 0 4000 4.75 0.45 24.60 0| 0 0 0 4800 1.98 0.25 21.90 0| 0 0 0 6000 0.47 0.08 20.61 0| 0 0 0 8000 0.30 0.04 26.53 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 47,585 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 24.89 Underlying Price 45.270 Time to expiry: 17 Days Sep 10 0.01 0.00 55.00 0| 0 900 0 3200 0.03 -0.02 49.63 0| 0 1,985 0 3600 0.07 -0.04 45.02 0| 0 0 0 3800 0.07 -0.05 34.60 0| 0 13,516 0 4000 0.18 -0.12 29.43 0| 0 0 0 4200 0.29 -0.19 27.36 0| 0 0 0 4300 0.50 -0.30 25.54 0| 0 440 0 4400 0.87 -0.44 24.97 0| 0 0 0 4500 1.40 -0.60 24.66 0| 0 591 0 4600 2.07 -0.75 23.91 0| 0 0 0 4700 2.89 -0.86 23.86 0| 0 315 0 4800 3.82 -0.91 25.95 0| 0 0 0 4900 4.77 -0.95 26.36 0| 0 2,140 0 5000 6.75 -0.97 32.15 0| 0 1,100 0 5200 10.72 -1.00 34.38 0| 0 66 0 5600 14.72 -1.00 33.57 0| 0 20 0 6000 18.72 -1.00 35.30 0| 0 230 0 6400 24.71 -1.00 36.46 0| 0 70 0 7000 34.71 -1.00 37.19 0| 0 0 0 8000 Total 0| 0 21,373 0 Indicative a-t-m Vol 25.28 Underlying Price 45.270 Time to expiry: 199 Days Mar 11 0.16 -0.02 48.00 0| 0 3,000 0 2400 0.44 -0.07 36.11 0| 0 500 0 3200 0.82 -0.13 32.17 0| 0 55 0 3600 1.53 -0.24 28.97 0| 0 521 0 4000 2.05 -0.31 27.50 0| 0 0 0 4200 2.72 -0.39 25.97 0| 0 97 0 4400 3.60 -0.49 24.89 0| 0 1,680 0 4600 4.66 -0.59 23.77 0| 0 1,450 0 4800 5.96 -0.68 23.23 0| 0 12,879 0 5000 7.41 -0.77 22.39 0| 0 580 0 5200 10.81 -0.89 21.66 0| 0 45 0 5600 14.55 -0.95 21.30 0| 0 130 0 6000 18.45 -0.98 21.43 0| 0 0 0 6400 24.38 -0.99 22.10 0| 0 20 0 7000 34.32 -1.00 22.91 0| 0 0 0 8000 44.26 -1.00 23.93 0| 0 0 0 9000 54.21 -1.00 25.46 0| 0 0 0 10000 74.11 -1.00 27.85 0| 0 0 0 12000 113.90 -1.00 35.35 0| 0 0 0 16000 Total 0| 0 20,957 0 Indicative a-t-m Vol 25.79 Underlying Price 45.270 Time to expiry: 381 Days Sep 11 0.77 -0.07 46.76 0| 0 0 0 2400 1.64 -0.16 36.99 0| 0 0 0 3200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.42 -0.24 33.26 0| 0 1,800 0 3600 3.51 -0.34 30.00 0| 0 2,030 0 4000 4.92 -0.47 26.28 0| 0 1,810 0 4400 7.16 -0.61 24.75 0| 0 300 0 4800 8.50 -0.67 24.18 0| 0 28 0 5000 13.21 -0.84 22.75 0| 0 0 0 5600 16.78 -0.91 22.19 0| 0 20 0 6000 26.31 -0.98 20.91 0| 0 20 0 7000 36.15 -1.00 21.37 0| 0 0 0 8000 46.02 -1.00 22.18 0| 0 0 0 9000 55.89 -1.00 23.49 0| 0 0 0 10000 75.65 -1.00 25.97 0| 0 0 0 12000 115.16 -1.00 32.34 0| 0 0 0 16000 Total 0| 0 6,008 0 Indicative a-t-m Vol 25.97 Underlying Price 45.270 Time to expiry: 563 Days Mar 12 1.19 -0.09 44.26 0| 0 80 0 2400 2.26 -0.18 35.55 0| 0 0 0 3200 3.14 -0.25 32.35 0| 0 0 0 3600 4.27 -0.33 29.34 0| 0 15 0 4000 5.81 -0.44 26.67 0| 0 0 0 4400 7.78 -0.56 24.48 0| 0 0 0 4800 8.95 -0.62 23.42 0| 0 0 0 5000 13.35 -0.78 22.08 0| 0 0 0 5600 16.73 -0.85 21.59 0| 0 0 0 6000 25.93 -0.96 20.49 0| 0 0 0 7000 35.60 -0.99 20.20 0| 0 0 0 8000 45.38 -1.00 20.90 0| 0 0 0 9000 55.18 -1.00 21.32 0| 0 0 0 10000 74.79 -1.00 22.90 0| 0 0 0 12000 114.02 -1.00 27.00 0| 0 0 0 16000 Total 0| 0 95 0 Indicative a-t-m Vol 25.87 Underlying Price 45.270 Time to expiry: 752 Days Sep 12 1.79 -0.11 42.18 0| 0 0 0 2400 3.21 -0.22 34.16 0| 0 0 0 3200 5.85 -0.38 29.38 0| 0 16 0 4000 7.49 -0.48 26.58 0| 0 0 0 4400 9.62 -0.59 24.33 0| 0 20 0 4800 15.49 -0.77 23.04 0| 0 0 0 5600 18.77 -0.84 22.13 0| 0 0 0 6000 37.32 -0.98 20.07 0| 0 0 0 8000 76.16 -1.00 25.88 0| 0 0 0 12000 Total 0| 0 36 0 Indicative a-t-m Vol 26.13 Underlying Price 45.270 Time to expiry: 927 Days Mar 13 2.18 -0.12 41.75 0| 0 0 0 2400 3.71 -0.22 34.10 0| 0 0 0 3200 6.45 -0.36 29.78 0| 0 40 0 4000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 51 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.95 -0.46 26.76 0| 0 0 0 4400 10.00 -0.55 24.76 0| 0 70 0 4800 15.48 -0.73 22.82 0| 0 0 0 5600 18.68 -0.79 22.30 0| 0 0 0 6000 36.63 -0.97 19.75 0| 0 0 0 8000 75.04 -0.99 25.54 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 26.65 Underlying Price 45.270 Time to expiry: 1116 Days Sep 13 2.96 -0.14 41.73 0| 0 0 0 2400 4.78 -0.25 34.15 0| 0 0 0 3200 7.89 -0.40 30.02 0| 0 0 0 4000 11.63 -0.58 24.90 0| 0 0 0 4800 20.29 -0.81 21.82 0| 0 0 0 6000 38.23 -0.96 20.77 0| 0 0 0 8000 76.16 -0.99 26.19 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.85 Underlying Price 45.270 Time to expiry: 1298 Days Mar 14 3.12 -0.14 40.43 0| 0 0 0 2400 4.89 -0.24 32.96 0| 0 0 0 3200 8.32 -0.38 30.45 0| 0 0 0 4000 11.75 -0.55 24.99 0| 0 0 0 4800 20.08 -0.77 22.16 0| 0 0 0 6000 37.40 -0.94 20.61 0| 0 0 0 8000 74.81 -0.97 26.40 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.31 Underlying Price 45.270 Time to expiry: 1480 Days Sep 14 5.74 -0.27 32.65 0| 0 0 0 3200 9.01 -0.41 28.79 0| 0 0 0 4000 13.12 -0.58 25.02 0| 0 0 0 4800 21.49 -0.79 21.67 0| 0 0 0 6000 38.79 -0.95 20.14 0| 0 0 0 8000 75.74 -0.97 25.93 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.78 Underlying Price 45.270 Time to expiry: 1662 Days Mar 15 5.94 -0.26 32.54 0| 0 0 0 3200 8.92 -0.40 28.07 0| 0 0 0 4000 12.92 -0.55 24.60 0| 0 0 0 4800 21.10 -0.75 21.90 0| 0 0 0 6000 37.86 -0.92 20.61 0| 0 0 0 8000 74.21 -0.96 26.53 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 48,579 0 Grand Total 0| 0 96,164 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 35.67 Underlying Price 83.690 Time to expiry: 17 Days Sep 10 39.70 1.00 83.00 0| 0 0 0 4400 35.70 1.00 76.61 0| 0 0 0 4800 27.71 1.00 64.21 0| 0 0 0 5600 19.74 0.99 53.40 0| 0 0 0 6400 15.79 0.98 48.76 0| 0 0 0 6800 11.92 0.94 44.67 0| 0 1,659 0 7200 8.25 0.87 41.11 0| 0 27 0 7600 6.58 0.80 40.12 0| 0 0 0 7800 4.96 0.72 37.37 0| 0 530 0 8000 2.45 3.64 0.62 36.81 2.45 S 2.45 S 2| 0 20 0 8200 2.49 0.50 35.47 0| 0 571 0 8400 1.00 1.61 0.38 34.58 1.00 S 1.00 S 2| 0 602 0 8600 0.67 0.98 0.26 33.79 0.70 0.67 300| 20 1,733 0 8800 0.53 0.17 32.77 0| 20 40 +8 9000 0.27 0.10 32.06 0| 0 506 0 9200 0.12 0.05 31.48 0| 300 491 -300 9400 0.05 0.02 31.00 0| 0 872 0 9600 0.01 0.00 30.37 0| 0 491 0 10000 0.01 0.00 30.16 0| 0 90 0 10500 0.01 0.00 30.56 0| 0 0 0 11000 0.01 0.00 33.00 0| 0 41 0 12000 Total 304| 340 7,673 -292 Indicative a-t-m Vol 35.32 Underlying Price 83.690 Time to expiry: 45 Days Oct 10 16.37 0.91 47.01 0| 0 0 0 6800 12.79 0.85 43.71 0| 0 0 0 7200 9.39 0.78 39.84 0| 0 9 0 7600 6.46 0.66 37.37 0| 0 0 0 8000 5.19 0.59 36.35 0| 0 0 0 8200 4.04 0.52 35.13 0| 0 0 0 8400 3.05 0.44 34.00 0| 0 0 0 8600 2.26 0.36 33.23 0| 0 0 0 8800 1.61 0.28 32.43 0| 30 40 +30 9000 1.12 0.22 31.83 0| 0 520 0 9200 0.78 0.16 31.63 0| 0 52 0 9400 0.53 0.12 31.46 0| 0 0 0 9600 0.25 0.06 31.61 0| 0 129 0 10000 0.06 0.02 35.00 0| 0 0 0 11000 Total 0| 30 750 +30 Indicative a-t-m Vol 36.27 Underlying Price 83.690 Time to expiry: 80 Days Nov 10 17.21 0.86 45.60 0| 0 0 0 6800 13.88 0.80 43.14 0| 0 0 0 7200 10.73 0.73 40.31 0| 0 0 0 7600 7.99 0.64 38.29 0| 0 0 0 8000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.71 0.58 36.99 0| 0 0 0 8200 5.59 0.53 36.14 0| 0 0 0 8400 4.56 0.47 35.05 0| 0 0 0 8600 3.67 0.41 34.10 0| 0 0 0 8800 2.92 0.36 33.51 0| 0 0 0 9000 2.25 0.30 32.70 0| 0 0 0 9200 1.27 0.20 31.23 0| 0 500 0 9600 0.65 0.12 30.00 0| 0 0 0 10000 Total 0| 0 500 0 Indicative a-t-m Vol 36.11 Underlying Price 83.690 Time to expiry: 108 Days Dec 10 51.95 0.99 87.00 0| 0 0 0 3200 44.14 0.98 76.21 0| 0 0 0 4000 40.26 0.97 70.89 0| 0 0 0 4400 36.39 0.96 65.84 0| 0 0 0 4800 28.78 0.93 56.75 0| 0 0 0 5600 25.07 0.90 52.75 0| 0 0 0 6000 21.43 0.87 49.11 0| 0 0 0 6400 17.94 0.83 45.59 0| 0 1,500 0 6800 14.66 0.78 42.76 0| 0 723 0 7200 11.60 0.71 40.14 0| 0 1,021 0 7600 8.90 0.63 38.14 0| 0 4,377 0 8000 6.50 0.54 35.94 0| 0 3,849 0 8400 4.50 0.43 33.91 0| 0 1,524 0 8800 2.96 0.33 32.33 0| 0 2,184 0 9200 1.48 1.85 0.24 31.17 1.48 1.48 20| 0 897 0 9600 1.05 1.11 0.16 30.14 1.05 1.05 4| 0 2,260 0 10000 0.04 0.01 27.60 0| 0 490 0 12000 0.01 0.00 28.87 0| 0 0 0 14000 0.01 0.00 33.00 0| 0 0 0 16000 Total 24| 0 18,825 0 Indicative a-t-m Vol 36.12 Underlying Price 83.690 Time to expiry: 199 Days Mar 11 36.83 0.95 54.00 0| 0 0 0 4800 29.71 0.90 50.08 0| 0 0 0 5600 22.90 0.84 45.66 0| 0 0 0 6400 16.69 0.75 41.42 0| 0 0 0 7200 13.90 0.69 39.67 0| 0 0 0 7600 11.30 0.63 37.86 0| 0 180 0 8000 8.91 0.56 35.98 0| 0 0 0 8400 6.94 0.48 34.72 0| 0 17 0 8800 5.24 0.41 33.36 0| 0 40 0 9200 3.82 0.33 32.05 0| 0 62 0 9600 2.75 0.26 31.15 0| 0 31 0 10000 0.39 0.06 28.40 0| 0 450 0 12000 0.06 0.01 29.00 0| 0 0 0 14000 Total 0| 0 780 0 Indicative a-t-m Vol 35.67 Underlying Price 83.690 Time to expiry: 290 Days Jun 11 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 44.37 0.98 54.00 0| 0 0 0 4000 36.90 0.95 49.66 0| 0 0 0 4800 29.77 0.90 45.69 0| 0 0 0 5600 26.35 0.87 43.88 0| 0 0 0 6000 23.11 0.84 42.21 0| 0 0 0 6400 17.18 0.74 39.33 0| 0 0 0 7200 14.53 0.69 38.18 0| 0 0 0 7600 12.05 0.63 36.64 0| 0 0 0 8000 9.92 0.56 35.59 0| 10 30 +10 8400 7.96 0.50 34.41 0| 0 0 0 8800 6.33 0.43 33.59 0| 0 115 0 9200 5.00 0.37 32.95 0| 0 0 0 9600 3.88 0.31 32.23 0| 0 0 0 10000 0.90 0.10 29.76 0| 0 51 0 12000 0.18 0.03 28.81 0| 0 0 0 14000 0.04 0.01 29.00 0| 0 0 0 16000 Total 0| 10 196 +10 Indicative a-t-m Vol 36.52 Underlying Price 83.690 Time to expiry: 472 Days Dec 11 38.20 0.91 52.00 0| 0 0 0 4800 28.05 0.83 44.24 0| 0 0 0 6000 19.55 0.72 39.65 0| 0 0 0 7200 17.01 0.67 38.25 0| 0 400 0 7600 14.79 0.62 37.31 0| 0 808 0 8000 10.91 0.52 35.60 0| 0 25 0 8800 7.91 0.43 34.24 0| 0 0 0 9600 2.65 0.19 31.51 0| 0 0 0 12000 0.30 0.03 29.00 0| 0 24 0 16000 Total 0| 0 1,257 0 Indicative a-t-m Vol 35.71 Underlying Price 83.690 Time to expiry: 654 Days Jun 12 38.42 0.91 49.94 0| 0 0 0 4800 29.08 0.82 44.53 0| 0 0 0 6000 15.94 0.63 36.46 0| 0 0 0 8000 12.18 0.54 34.83 0| 0 0 0 8800 8.84 0.44 32.79 0| 0 0 0 9600 3.12 0.21 29.59 0| 0 0 0 12000 0.63 0.06 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 328| 380 29,981 -252 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 35.67 Underlying Price 83.690 Time to expiry: 17 Days Sep 10 0.01 0.00 83.00 0| 0 0 0 4400 0.01 0.00 76.61 0| 0 60 0 4800 0.01 0.00 64.21 0| 0 242 0 5600 0.07 0.03 -0.01 53.40 0.07 0.07 20| 0 591 0 6400 0.09 -0.02 48.76 0| 0 306 0 6800 0.22 -0.06 44.67 0| 0 1,406 0 7200 0.54 -0.13 41.11 0| 10 3,923 +10 7600 0.87 -0.20 40.12 0| 12 160 +12 7800 1.80 1.25 -0.28 37.37 1.80 1.80 18| 0 2,183 0 8000 2.45 1.94 -0.38 36.81 2.79 2.45 63| 2 2,965 0 8200 2.79 -0.50 35.47 0| 0 2,079 0 8400 3.91 -0.62 34.58 0| 0 1,968 0 8600 5.27 -0.74 33.79 0| 0 85 0 8800 6.82 -0.83 32.77 0| 0 251 0 9000 8.56 -0.90 32.06 0| 0 3 0 9200 10.42 -0.95 31.48 0| 0 0 0 9400 12.35 -0.98 31.00 0| 0 21 0 9600 16.31 -1.00 30.37 0| 0 0 0 10000 21.31 -1.00 30.16 0| 0 0 0 10500 26.31 -1.00 30.56 0| 0 0 0 11000 36.31 -1.00 33.00 0| 0 0 0 12000 Total 101| 24 16,243 +22 Indicative a-t-m Vol 35.32 Underlying Price 83.690 Time to expiry: 45 Days Oct 10 0.64 -0.09 47.01 0| 0 0 0 6800 1.05 -0.15 43.71 0| 14 72 0 7200 1.65 -0.22 39.84 0| 0 10 0 7600 2.72 -0.34 37.37 0| 0 72 0 8000 3.45 -0.41 36.35 0| 0 61 0 8200 4.30 -0.49 35.13 0| 0 616 0 8400 5.31 -0.56 34.00 0| 0 513 0 8600 6.52 -0.64 33.23 0| 0 11 0 8800 7.87 -0.72 32.43 0| 0 0 0 9000 9.38 -0.78 31.83 0| 0 0 0 9200 11.04 -0.84 31.63 0| 0 0 0 9400 12.79 -0.88 31.46 0| 0 0 0 9600 16.51 -0.94 31.61 0| 0 1 0 10000 26.34 -0.99 35.00 0| 0 0 0 11000 Total 0| 14 1,356 0 Indicative a-t-m Vol 36.27 Underlying Price 83.690 Time to expiry: 80 Days Nov 10 1.41 -0.14 45.60 0| 0 0 0 6800 2.08 -0.20 43.14 0| 0 1 0 7200 2.93 -0.27 40.31 0| 2 2 +2 7600 4.18 -0.36 38.29 0| 0 22 0 8000 4.90 -0.42 36.99 0| 0 0 0 8200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.78 -0.47 36.14 0| 0 0 0 8400 6.75 -0.53 35.05 0| 0 0 0 8600 7.85 -0.59 34.10 0| 0 0 0 8800 9.11 -0.65 33.51 0| 0 0 0 9000 10.44 -0.70 32.70 0| 0 0 0 9200 13.46 -0.80 31.23 0| 0 0 0 9600 16.85 -0.88 30.00 0| 0 0 0 10000 Total 0| 2 25 +2 Indicative a-t-m Vol 36.11 Underlying Price 83.690 Time to expiry: 108 Days Dec 10 0.18 -0.01 87.00 0| 0 50 0 3200 0.35 -0.02 76.21 0| 0 44 0 4000 0.46 -0.03 70.89 0| 0 21 0 4400 0.58 -0.04 65.84 0| 6 2,011 +6 4800 0.95 -0.07 56.75 0| 0 543 0 5600 1.23 -0.10 52.75 0| 0 558 0 6000 1.75 1.58 -0.13 49.11 1.75 1.75 10| 10 2,183 -10 6400 2.08 -0.17 45.59 0| 0 1,976 0 6800 2.79 -0.22 42.76 0| 0 3,281 0 7200 3.73 -0.29 40.14 0| 0 8,806 0 7600 5.02 -0.37 38.14 0| 0 2,394 0 8000 6.61 -0.46 35.94 0| 0 7,116 0 8400 8.61 -0.57 33.91 0| 0 525 0 8800 11.07 -0.67 32.33 0| 0 57 0 9200 13.96 -0.76 31.17 0| 0 16 0 9600 17.23 -0.84 30.14 0| 0 0 0 10000 36.31 -1.00 27.60 0| 0 0 0 12000 56.31 -1.00 28.87 0| 0 0 0 14000 76.31 -1.00 33.00 0| 0 0 0 16000 Total 10| 16 29,581 -4 Indicative a-t-m Vol 36.12 Underlying Price 83.690 Time to expiry: 199 Days Mar 11 0.90 -0.05 54.00 0| 5 31 +5 4800 1.74 -0.10 50.08 0| 0 54 0 5600 2.88 -0.16 45.66 0| 6 96 +6 6400 4.64 -0.25 41.42 0| 0 607 0 7200 6.50 5.84 -0.31 39.67 6.50 6.50 14| 0 300 0 7600 7.22 -0.38 37.86 0| 0 519 0 8000 8.82 -0.45 35.98 0| 0 29 0 8400 10.84 -0.52 34.72 0| 0 527 0 8800 13.13 -0.60 33.36 0| 0 6 0 9200 15.71 -0.67 32.05 0| 0 0 0 9600 18.64 -0.74 31.15 0| 0 0 0 10000 36.42 -0.96 28.40 0| 0 0 0 12000 56.31 -1.00 29.00 0| 0 0 0 14000 Total 14| 11 2,169 +11 Indicative a-t-m Vol 35.67 Underlying Price 83.690 Time to expiry: 290 Days Jun 11 0.82 -0.04 54.00 0| 0 68 0 4000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.50 -0.08 49.66 0| 12 57 +12 4800 2.59 -0.13 45.69 0| 0 41 0 5600 3.29 -0.16 43.88 0| 0 51 0 6000 4.16 -0.20 42.21 0| 0 0 0 6400 6.49 -0.30 39.33 0| 0 2 0 7200 7.96 -0.35 38.18 0| 0 500 0 7600 9.59 -0.41 36.64 0| 0 0 0 8000 11.56 -0.47 35.59 0| 0 0 0 8400 13.70 -0.53 34.41 0| 0 125 0 8800 16.15 -0.60 33.59 0| 0 0 0 9200 18.88 -0.66 32.95 0| 0 0 0 9600 21.81 -0.71 32.23 0| 0 0 0 10000 38.88 -0.91 29.76 0| 0 0 0 12000 58.07 -0.98 28.81 0| 0 0 0 14000 77.80 -0.99 29.00 0| 0 0 0 16000 Total 0| 12 844 +12 Indicative a-t-m Vol 36.52 Underlying Price 83.690 Time to expiry: 472 Days Dec 11 3.53 -0.11 52.00 0| 0 0 0 4800 5.50 -0.19 44.24 0| 0 0 0 6000 9.12 -0.30 39.65 0| 0 0 0 7200 10.61 -0.35 38.25 0| 0 800 0 7600 12.39 -0.39 37.31 0| 0 700 0 8000 16.52 -0.49 35.60 0| 0 0 0 8800 21.50 -0.59 34.24 0| 0 0 0 9600 40.18 -0.82 31.51 0| 0 0 0 12000 77.77 -0.98 29.00 0| 0 0 0 16000 Total 0| 0 1,500 0 Indicative a-t-m Vol 35.71 Underlying Price 83.690 Time to expiry: 654 Days Jun 12 5.09 -0.14 49.94 0| 0 0 0 4800 8.11 -0.22 44.53 0| 0 0 0 6000 15.25 -0.41 36.46 0| 0 0 0 8000 19.57 -0.49 34.83 0| 0 0 0 8800 24.26 -0.58 32.79 0| 0 0 0 9600 42.41 -0.80 29.59 0| 0 0 0 12000 79.22 -0.95 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 125| 79 51,718 +43 Grand Total 453| 459 81,699 -209 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 35.62 Underlying Price 83.690 Time to expiry: 17 Days Sep 10 51.70 1.00 96.76 0| 0 0 0 3200 43.70 1.00 88.94 0| 0 30 0 4000 39.70 1.00 83.00 0| 0 0 0 4400 35.70 1.00 76.71 0| 0 0 0 4800 27.71 1.00 64.40 0| 0 0 0 5600 23.72 1.00 58.76 0| 0 4,000 0 6000 19.74 0.99 53.60 0| 0 838 0 6400 15.79 0.98 48.95 0| 0 356 0 6800 11.93 0.94 44.84 0| 0 110 0 7200 8.28 0.86 41.85 0| 0 324 0 7600 6.56 0.80 39.79 0| 0 0 0 7800 4.96 0.72 37.35 0| 0 445 0 8000 3.64 0.62 36.75 0| 0 0 0 8200 2.49 0.50 35.41 0| 0 704 0 8400 1.63 0.38 34.77 0| 0 0 0 8600 1.00 0.27 34.16 0| 0 533 0 8800 0.53 0.17 32.84 0| 0 0 0 9000 0.27 0.10 32.13 0| 0 319 0 9200 0.13 0.05 31.53 0| 0 0 0 9400 0.05 0.02 31.05 0| 0 255 0 9600 0.01 0.00 30.40 0| 0 526 0 10000 0.01 0.00 30.57 0| 0 0 0 11000 0.01 0.00 33.00 0| 0 2,543 0 12000 Total 0| 0 10,983 0 Indicative a-t-m Vol 36.12 Underlying Price 83.690 Time to expiry: 199 Days Mar 11 44.23 0.98 55.98 0| 0 0 0 4000 36.83 0.95 54.00 0| 0 0 0 4800 29.71 0.90 50.08 0| 0 0 0 5600 26.27 0.87 47.90 0| 0 0 0 6000 22.90 0.84 45.66 0| 0 212 0 6400 16.69 0.75 41.42 0| 0 0 0 7200 13.90 0.69 39.67 0| 0 0 0 7600 11.30 0.63 37.86 0| 0 4 0 8000 8.91 0.56 35.98 0| 0 190 0 8400 6.94 0.48 34.72 0| 0 300 0 8800 5.24 0.41 33.36 0| 0 0 0 9200 3.82 0.33 32.05 0| 0 0 0 9600 2.75 0.26 31.15 0| 0 0 0 10000 0.39 0.06 28.40 0| 0 772 0 12000 0.06 0.01 29.00 0| 0 0 0 14000 0.03 0.00 32.31 0| 0 0 0 16000 Total 0| 0 1,478 0 Indicative a-t-m Vol 35.87 Underlying Price 83.690 Time to expiry: 381 Days Sep 11 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 36.04 0.90 50.00 0| 0 0 0 4800 32.82 0.88 48.67 0| 0 3,000 0 5200 26.57 0.82 45.39 0| 0 0 0 6000 23.61 0.78 43.68 0| 0 2,310 0 6400 18.29 0.70 41.09 0| 0 0 0 7200 13.06 0.60 36.88 0| 0 2,500 0 8000 9.15 0.49 34.70 0| 0 2 0 8800 5.89 0.38 32.07 0| 0 0 0 9600 1.18 0.12 27.88 0| 0 0 0 12000 0.08 0.01 27.00 0| 0 0 0 16000 Total 0| 0 7,812 0 Indicative a-t-m Vol 36.45 Underlying Price 83.690 Time to expiry: 563 Days Mar 12 38.34 0.88 52.02 0| 0 0 0 4800 29.08 0.80 45.46 0| 0 0 0 6000 20.92 0.70 40.59 0| 0 5,000 0 7200 16.34 0.62 38.22 0| 0 0 0 8000 11.70 0.53 34.39 0| 0 0 0 8800 8.14 0.43 31.77 0| 0 0 0 9600 2.25 0.18 27.24 0| 0 0 0 12000 0.36 0.04 27.24 0| 0 0 0 16000 Total 0| 0 5,000 0 Total Calls 0| 0 25,273 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 35.62 Underlying Price 83.690 Time to expiry: 17 Days Sep 10 0.01 0.00 96.76 0| 0 0 0 3200 0.01 0.00 88.94 0| 0 0 0 4000 0.01 0.00 83.00 0| 0 5 0 4400 0.01 0.00 76.71 0| 0 275 0 4800 0.01 0.00 64.40 0| 0 280 0 5600 0.02 0.00 58.76 0| 0 20 0 6000 0.04 -0.01 53.60 0| 0 267 0 6400 0.09 -0.02 48.95 0| 0 728 0 6800 0.22 -0.06 44.84 0| 0 327 0 7200 0.57 -0.14 41.85 0| 0 438 0 7600 0.85 -0.20 39.79 0| 0 0 0 7800 1.25 -0.28 37.35 0| 0 336 0 8000 1.93 -0.38 36.75 0| 0 0 0 8200 2.78 -0.50 35.41 0| 0 300 0 8400 3.92 -0.62 34.77 0| 0 0 0 8600 5.29 -0.73 34.16 0| 0 0 0 8800 6.82 -0.83 32.84 0| 0 0 0 9000 8.56 -0.90 32.13 0| 0 0 0 9200 10.42 -0.95 31.53 0| 0 0 0 9400 12.34 -0.98 31.05 0| 0 0 0 9600 16.30 -1.00 30.40 0| 0 0 0 10000 26.29 -1.00 30.57 0| 0 0 0 11000 36.28 -1.00 33.00 0| 0 0 0 12000 Total 0| 0 2,976 0 Indicative a-t-m Vol 36.12 Underlying Price 83.690 Time to expiry: 199 Days Mar 11 0.33 -0.02 55.98 0| 0 1,199 0 4000 0.89 -0.05 54.00 0| 0 1,828 0 4800 1.73 -0.10 50.08 0| 0 50 0 5600 2.27 -0.13 47.90 0| 0 0 0 6000 2.88 -0.16 45.66 0| 0 110 0 6400 4.63 -0.25 41.42 0| 0 64 0 7200 5.82 -0.31 39.67 0| 0 176 0 7600 7.20 -0.37 37.86 0| 0 208 0 8000 8.79 -0.44 35.98 0| 0 0 0 8400 10.80 -0.52 34.72 0| 0 10 0 8800 13.07 -0.59 33.36 0| 0 0 0 9200 15.63 -0.67 32.05 0| 0 0 0 9600 18.54 -0.74 31.15 0| 0 0 0 10000 36.08 -0.94 28.40 0| 0 10 0 12000 55.65 -0.99 29.00 0| 0 0 0 14000 75.51 -1.00 32.31 0| 0 0 0 16000 Total 0| 0 3,655 0 Indicative a-t-m Vol 35.87 Underlying Price 83.690 Time to expiry: 381 Days Sep 11 2.34 -0.10 50.00 0| 0 0 0 4800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 61 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.08 -0.12 48.67 0| 0 0 0 5200 4.73 -0.18 45.39 0| 0 0 0 6000 5.72 -0.22 43.68 0| 0 0 0 6400 8.31 -0.30 41.09 0| 0 18 0 7200 10.97 -0.40 36.88 0| 0 0 0 8000 14.97 -0.51 34.70 0| 0 0 0 8800 19.61 -0.62 32.07 0| 0 0 0 9600 38.61 -0.88 27.88 0| 0 0 0 12000 77.02 -0.99 27.00 0| 0 0 0 16000 Total 0| 0 18 0 Indicative a-t-m Vol 36.45 Underlying Price 83.690 Time to expiry: 563 Days Mar 12 4.30 -0.12 52.02 0| 0 0 0 4800 6.81 -0.20 45.46 0| 0 0 0 6000 10.42 -0.30 40.59 0| 0 0 0 7200 13.69 -0.38 38.22 0| 0 0 0 8000 16.89 -0.47 34.39 0| 0 0 0 8800 21.18 -0.57 31.77 0| 0 0 0 9600 38.82 -0.82 27.24 0| 0 0 0 12000 76.15 -0.96 27.24 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 6,649 0 Grand Total 0| 0 31,922 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Scor (100) (SC1) Indicative a-t-m Vol 29.88 Underlying Price 17.165 Time to expiry: 17 Days Sep 10 7.57 1.00 48.00 0| 0 0 0 960 7.17 1.00 45.25 0| 0 0 0 1000 5.17 1.00 36.47 0| 0 0 0 1200 4.17 1.00 34.06 0| 0 0 0 1300 3.17 1.00 32.42 0| 0 0 0 1400 2.18 0.98 31.30 0| 0 0 0 1500 1.70 0.95 29.40 0| 0 0 0 1550 1.27 0.85 31.80 0| 0 0 0 1600 0.87 0.73 30.91 0| 0 120 0 1650 0.54 0.57 30.02 0| 0 422 0 1700 0.31 0.40 29.61 0| 0 0 0 1750 0.15 0.24 28.84 0| 0 200 0 1800 0.03 0.06 29.01 0| 0 160 0 1900 0.01 0.01 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 28.35 Underlying Price 17.165 Time to expiry: 108 Days Dec 10 7.60 1.00 43.00 0| 0 0 0 960 7.20 0.99 42.29 0| 0 0 0 1000 5.25 0.97 38.09 0| 0 0 0 1200 3.39 0.89 33.90 0| 0 0 0 1400 2.55 0.81 31.96 0| 0 0 0 1500 1.80 0.70 30.23 0| 0 0 0 1600 1.17 0.56 28.52 0| 0 60 0 1700 0.71 0.41 27.54 0| 0 360 0 1800 0.38 0.27 26.50 0| 0 290 0 1900 0.19 0.16 25.59 0| 0 1,580 0 2000 0.03 0.04 24.57 0| 0 0 0 2200 0.01 0.01 24.35 0| 0 0 0 2400 0.01 0.00 26.00 0| 0 0 0 2800 Total 0| 0 2,290 0 Indicative a-t-m Vol 29.24 Underlying Price 17.165 Time to expiry: 199 Days Mar 11 7.72 0.96 49.00 0| 0 0 0 960 7.33 0.96 47.12 0| 0 0 0 1000 5.44 0.92 39.57 0| 0 0 0 1200 3.66 0.83 33.43 0| 0 0 0 1400 2.89 0.76 31.93 0| 0 0 0 1500 2.19 0.67 30.40 0| 0 40 0 1600 1.62 0.57 29.56 0| 0 20 0 1700 1.09 0.46 27.68 0| 0 40 0 1800 0.72 0.35 26.83 0| 0 0 0 1900 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.46 0.25 26.35 0| 0 0 0 2000 0.16 0.11 24.97 0| 0 0 0 2200 0.07 0.05 25.80 0| 0 0 0 2400 0.01 0.01 28.00 0| 0 0 0 2800 Total 0| 0 100 0 Indicative a-t-m Vol 29.34 Underlying Price 17.165 Time to expiry: 290 Days Jun 11 7.75 0.96 48.01 0| 0 0 0 960 7.35 0.96 45.00 0| 0 0 0 1000 5.52 0.91 40.00 0| 0 0 0 1200 3.67 0.84 30.95 0| 0 0 0 1400 2.97 0.76 31.50 0| 0 0 0 1500 2.19 0.68 28.06 0| 0 0 0 1600 1.76 0.58 30.00 0| 0 0 0 1700 1.12 0.47 26.11 0| 0 0 0 1800 0.49 0.26 24.86 0| 0 0 0 2000 0.19 0.12 23.92 0| 0 0 0 2200 0.11 0.07 26.00 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 3,332 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 64 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Scor (100) (SC1) Indicative a-t-m Vol 29.88 Underlying Price 17.165 Time to expiry: 17 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 0.00 32.42 0| 0 0 0 1400 0.01 -0.02 31.30 0| 0 37 0 1500 0.03 -0.05 29.40 0| 0 0 0 1550 0.10 -0.15 31.80 0| 0 101 0 1600 0.20 -0.27 30.91 0| 0 0 0 1650 0.38 -0.43 30.02 0| 0 130 0 1700 0.64 -0.60 29.61 0| 0 0 0 1750 0.98 -0.76 28.84 0| 0 0 0 1800 1.86 -0.94 29.01 0| 0 0 0 1900 2.84 -0.99 28.56 0| 0 0 0 2000 4.84 -1.00 27.51 0| 0 0 0 2200 6.84 -1.00 26.11 0| 0 0 0 2400 10.84 -1.00 22.00 0| 0 0 0 2800 Total 0| 0 268 0 Indicative a-t-m Vol 28.35 Underlying Price 17.165 Time to expiry: 108 Days Dec 10 0.01 0.00 43.00 0| 0 0 0 960 0.01 -0.01 42.29 0| 0 0 0 1000 0.05 -0.03 38.09 0| 0 0 0 1200 0.19 -0.11 33.90 0| 0 60 0 1400 0.34 -0.19 31.96 0| 0 0 0 1500 0.59 -0.30 30.23 0| 0 50 0 1600 0.96 -0.44 28.52 0| 0 120 0 1700 1.50 -0.59 27.54 0| 0 0 0 1800 2.18 -0.73 26.50 0| 0 80 0 1900 2.98 -0.85 25.59 0| 0 42 0 2000 4.85 -0.97 24.57 0| 0 0 0 2200 6.84 -1.00 24.35 0| 0 0 0 2400 10.84 -1.00 26.00 0| 0 0 0 2800 Total 0| 0 352 0 Indicative a-t-m Vol 29.24 Underlying Price 17.165 Time to expiry: 199 Days Mar 11 0.10 -0.04 49.00 0| 0 0 0 960 0.11 -0.04 47.12 0| 0 0 0 1000 0.21 -0.08 39.57 0| 0 0 0 1200 0.56 0.42 -0.17 33.43 0.56 0.56 20| 0 20 0 1400 0.65 -0.24 31.93 0| 0 20 0 1500 0.95 -0.33 30.40 0| 0 0 0 1600 1.37 -0.43 29.56 0| 0 0 0 1700 1.84 -0.55 27.68 0| 0 0 0 1800 2.48 -0.66 26.83 0| 0 0 0 1900 3.22 -0.75 26.35 0| 0 0 0 2000 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.92 -0.90 24.97 0| 0 0 0 2200 6.85 -0.97 25.80 0| 0 0 0 2400 10.84 -1.00 28.00 0| 0 0 0 2800 Total 20| 0 40 0 Indicative a-t-m Vol 29.34 Underlying Price 17.165 Time to expiry: 290 Days Jun 11 0.27 -0.07 48.01 0| 0 0 0 960 0.27 -0.08 45.00 0| 0 0 0 1000 0.53 -0.15 40.00 0| 0 0 0 1200 0.74 -0.24 30.53 0| 0 0 0 1400 1.17 -0.33 31.50 0| 0 0 0 1500 1.45 -0.42 28.06 0| 0 0 0 1600 2.13 -0.51 30.00 0| 0 0 0 1700 2.56 -0.62 26.11 0| 0 0 0 1800 4.05 -0.79 24.86 0| 0 0 0 2000 5.80 -0.90 23.92 0| 0 0 0 2200 7.73 -0.94 26.00 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 20| 0 660 0 Grand Total 20| 0 3,992 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 66 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Societe Generale (100) (GL1) Indicative a-t-m Vol 47.42 Underlying Price 40.180 Time to expiry: 17 Days Sep 10 20.19 1.00 98.00 0| 0 0 0 2000 18.19 1.00 92.10 0| 0 0 0 2200 16.19 1.00 85.68 0| 0 0 0 2400 14.20 0.99 79.77 0| 0 0 0 2600 12.21 0.99 74.35 0| 0 200 0 2800 10.28 0.97 74.96 0| 0 0 0 3000 8.33 0.95 66.44 0| 0 416 0 3200 7.37 0.93 62.86 0| 0 2,050 0 3300 6.34 0.90 60.77 0| 0 6,750 0 3412 5.57 0.87 59.91 0| 0 885 0 3500 4.72 0.82 57.81 0| 0 8,235 0 3600 3.87 0.77 54.21 0| 0 550 0 3700 2.74 3.17 0.71 52.04 2.74 2.74 1| 0 324 0 3791 3.10 0.71 51.89 0| 0 3,038 0 3800 2.39 0.63 49.35 0| 0 868 0 3900 1.42 1.79 0.54 47.77 1.42 1.42 35| 0 11,289 0 4000 1.27 0.44 45.79 0| 0 75 0 4100 0.81 1.05 0.38 46.74 0.81 0.81 3| 0 5,502 0 4170 0.99 0.36 48.17 0| 0 0 0 4200 0.61 0.26 44.65 0| 23 971 +20 4300 0.37 0.42 0.20 45.18 0.37 0.37 1| 27 4,319 0 4400 0.29 0.15 45.97 0| 82 1,067 -82 4500 0.22 0.12 45.20 0| 26 2,390 -26 4549 0.20 0.11 46.75 0| 0 537 0 4600 0.12 0.07 45.90 0| 0 545 0 4700 0.06 0.04 44.05 0| 0 10,994 0 4800 0.02 0.02 42.43 0| 0 5,344 0 4929 0.01 0.00 38.80 0| 0 2,129 0 5200 0.01 0.00 38.12 0| 0 4,656 0 5308 0.01 0.00 36.21 0| 0 460 0 5687 0.01 0.00 34.91 0| 0 93 0 6066 0.01 0.00 34.23 0| 0 100 0 6400 0.01 0.00 33.92 0| 0 6 0 6824 0.01 0.00 34.11 0| 0 0 0 7200 0.01 0.00 34.69 0| 0 587 0 7582 0.01 0.00 35.00 0| 0 120 0 8000 Total 40| 158 74,500 -88 Indicative a-t-m Vol 47.76 Underlying Price 40.180 Time to expiry: 45 Days Oct 10 12.46 0.94 69.57 0| 0 0 0 2800 10.62 0.91 66.48 0| 0 0 0 3000 8.87 0.87 64.02 0| 0 0 0 3200 7.16 0.82 59.82 0| 0 0 0 3400 6.34 0.78 57.63 0| 0 0 0 3500 5.56 0.75 55.65 0| 0 61 0 3600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.77 0.70 53.00 0| 0 75 0 3700 4.08 0.66 51.26 0| 0 67 0 3800 3.43 0.60 49.79 0| 0 50 0 3900 2.83 0.55 48.03 0| 0 242 0 4000 2.04 2.30 0.49 46.50 2.04 2.04 3| 0 9 0 4100 1.83 0.42 45.09 0| 0 165 0 4200 1.44 0.36 44.15 0| 0 75 0 4300 1.13 0.31 43.68 0| 0 638 0 4400 0.85 0.25 42.50 0| 0 174 0 4500 0.63 0.20 41.70 0| 0 225 0 4600 0.47 0.16 41.21 0| 0 78 0 4700 0.30 0.12 39.37 0| 0 881 0 4800 0.06 0.03 37.06 0| 0 2,757 0 5200 0.01 0.01 36.00 0| 0 50 0 5600 Total 3| 0 5,547 0 Indicative a-t-m Vol 48.51 Underlying Price 40.180 Time to expiry: 80 Days Nov 10 7.84 0.78 57.34 0| 0 0 0 3400 6.35 0.71 54.36 0| 0 0 0 3600 4.98 0.64 51.24 0| 0 0 0 3800 4.36 0.60 49.84 0| 0 0 0 3900 3.79 0.56 48.80 0| 0 75 0 4000 3.23 0.51 47.17 0| 0 0 0 4100 2.73 0.46 46.04 0| 10 26 0 4200 1.89 0.37 43.73 0| 0 75 0 4400 1.20 1.27 0.28 42.12 1.20 1.20 33| 0 200 0 4600 0.80 0.20 40.35 0| 0 475 0 4800 Total 33| 10 851 0 Indicative a-t-m Vol 47.38 Underlying Price 40.180 Time to expiry: 108 Days Dec 10 28.87 1.00 99.00 0| 0 0 0 1137 25.19 0.99 93.20 0| 0 0 0 1516 21.54 0.97 84.91 0| 0 113 0 1896 20.56 0.96 82.58 0| 0 0 0 2000 17.97 0.94 76.26 0| 0 0 0 2275 16.81 0.93 73.42 0| 0 12 0 2400 13.25 0.88 66.56 0| 0 0 0 2800 11.27 0.84 62.52 0| 0 2,929 0 3033 9.88 0.81 59.17 0| 0 1,650 0 3200 8.30 0.76 55.93 0| 0 331 0 3400 6.84 0.70 53.12 0| 0 4,268 0 3600 5.60 0.64 51.08 0| 0 7,771 0 3791 4.28 0.56 47.56 0| 0 13,114 0 4000 3.26 0.48 45.57 0| 0 2,325 0 4200 2.97 0.46 44.65 0| 0 5,515 0 4258 2.55 0.42 43.80 0| 0 4,631 0 4360 1.86 0.34 42.14 0| 0 6,349 0 4549 1.68 0.32 41.70 0| 0 1,741 0 4600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.17 1.29 0.27 40.40 1.24 1.17 22| 0 23,226 0 4739 0.86 0.20 38.91 0| 0 19,825 0 4929 0.61 0.15 38.20 0| 0 4,204 0 5100 0.34 0.32 0.09 35.99 0.34 0.33 115| 0 2,547 0 5323 0.15 0.05 34.96 0| 0 5,429 0 5600 0.11 0.04 34.05 0| 0 2,094 0 5687 0.01 0.00 31.01 0| 0 765 0 6388 0.01 0.00 30.97 0| 0 1,022 0 6400 0.01 0.00 29.15 0| 0 260 0 7097 0.01 0.00 28.96 0| 0 193 0 7203 0.01 0.00 28.47 0| 0 311 0 7582 0.01 0.00 28.22 0| 0 717 0 7984 0.01 0.00 28.27 0| 0 262 0 8517 0.01 0.00 28.54 0| 0 1,060 0 8872 0.01 0.00 32.00 0| 0 120 0 10647 Total 137| 0 112,784 0 Indicative a-t-m Vol 46.28 Underlying Price 40.180 Time to expiry: 199 Days Mar 11 21.00 0.94 74.00 0| 0 0 0 2000 19.16 0.93 69.58 0| 0 0 0 2200 17.47 0.90 67.54 0| 0 0 0 2400 14.08 0.85 61.20 0| 0 0 0 2800 12.51 0.82 58.55 0| 0 0 0 3000 10.92 0.78 55.30 0| 0 3,001 0 3200 9.53 0.74 53.63 0| 0 2,095 0 3400 8.16 0.69 51.17 0| 0 446 0 3600 6.85 0.64 48.73 0| 0 775 0 3800 5.65 0.58 46.50 0| 0 1,402 0 4000 4.56 0.52 44.12 0| 75 838 -12 4200 3.61 0.45 42.13 0| 0 4,212 0 4400 2.78 0.39 40.32 0| 0 7,459 0 4600 2.10 0.32 38.82 0| 0 2,551 0 4800 1.18 0.21 36.75 0| 0 498 0 5200 0.59 0.13 34.83 0| 0 2,337 0 5600 0.18 0.05 34.38 0| 0 355 0 6400 0.04 0.01 33.00 0| 0 350 0 7200 Total 0| 75 26,319 -12 Indicative a-t-m Vol 44.38 Underlying Price 40.180 Time to expiry: 290 Days Jun 11 29.06 0.99 83.00 0| 0 0 0 1137 25.54 0.97 77.56 0| 0 0 0 1516 23.81 0.96 74.29 0| 0 0 0 1706 22.10 0.95 70.98 0| 0 0 0 1896 20.42 0.93 67.77 0| 0 0 0 2085 18.76 0.91 64.43 0| 0 0 0 2275 17.69 0.90 62.62 0| 0 50 0 2400 15.58 0.87 58.98 0| 0 0 0 2654 12.55 0.81 53.75 0| 0 50 0 3033 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.34 0.78 52.18 0| 0 0 0 3200 9.81 0.73 49.58 0| 0 51 0 3412 8.57 0.69 47.83 0| 0 1,150 0 3600 7.46 0.64 46.60 0| 0 433 0 3791 6.24 0.59 44.53 0| 0 7,942 0 4000 5.34 0.54 43.11 0| 0 2,172 0 4170 4.35 0.48 41.90 0| 0 50 0 4400 3.73 0.44 40.83 0| 0 7,828 0 4549 2.84 0.37 39.30 0| 0 3,125 0 4800 1.52 0.24 36.49 0| 0 7,628 0 5308 0.84 0.16 34.24 0| 0 471 0 5687 0.51 0.10 33.56 0| 0 1,236 0 6066 0.34 0.07 33.48 0| 0 175 0 6400 0.18 0.04 32.85 0| 0 256 0 6824 0.11 0.03 32.53 0| 0 28 0 7200 0.07 0.02 33.00 0| 0 100 0 7582 Total 0| 0 32,745 0 Indicative a-t-m Vol 42.53 Underlying Price 40.180 Time to expiry: 472 Days Dec 11 29.11 0.98 76.00 0| 0 0 0 1137 25.67 0.96 70.12 0| 0 0 0 1516 22.33 0.93 64.30 0| 0 0 0 1896 19.14 0.90 59.03 0| 0 0 0 2275 13.33 0.79 50.46 0| 0 0 0 3033 12.17 0.76 48.85 0| 0 42 0 3200 9.60 0.68 45.46 0| 0 2,540 0 3600 8.52 0.64 44.16 0| 0 6,250 0 3791 7.39 0.60 42.64 0| 0 4,920 0 4000 6.12 0.54 41.02 0| 0 1,950 0 4258 4.01 0.41 38.12 0| 0 7,408 0 4800 2.51 0.30 35.89 0| 0 5,723 0 5323 0.39 0.07 31.36 0| 0 50 0 7097 0.15 0.03 30.38 0| 0 241 0 7984 0.06 0.01 30.00 0| 0 0 0 8872 Total 0| 0 29,124 0 Indicative a-t-m Vol 41.74 Underlying Price 40.180 Time to expiry: 654 Days Jun 12 21.68 0.92 62.40 0| 0 0 0 2000 19.22 0.89 55.59 0| 0 0 0 2275 13.88 0.79 49.66 0| 0 0 0 3033 12.82 0.76 48.49 0| 0 0 0 3200 11.52 0.72 46.89 0| 0 0 0 3412 10.34 0.69 45.06 0| 0 0 0 3600 9.38 0.65 44.33 0| 0 0 0 3791 8.11 0.61 41.85 0| 0 0 0 4000 7.25 0.57 40.84 0| 0 0 0 4170 7.08 0.57 40.45 0| 0 0 0 4200 5.53 0.49 38.27 0| 0 1,000 0 4549 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.93 0.45 38.58 0| 0 0 0 4800 2.88 0.33 33.80 0| 0 0 0 5308 2.02 0.26 32.28 0| 0 0 0 5687 0.60 0.47 0.08 31.00 0.60 0.60 25| 0 0 0 7582 Total 25| 0 1,000 0 Indicative a-t-m Vol 41.48 Underlying Price 40.180 Time to expiry: 843 Days Dec 12 32.70 1.00 80.62 0| 0 0 0 758 25.83 0.96 66.60 0| 0 0 0 1516 22.66 0.92 60.55 0| 0 0 0 1896 19.55 0.89 54.48 0| 0 0 0 2275 14.51 0.78 48.99 0| 0 4,000 0 3033 13.50 0.75 48.02 0| 0 0 0 3200 11.02 0.69 44.18 0| 0 0 0 3600 9.98 0.65 42.91 0| 0 7,500 0 3791 8.91 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 2.79 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 40.180 Time to expiry: 1025 Days Jun 13 21.90 0.92 61.07 0| 0 0 0 2000 19.08 0.87 57.00 0| 0 0 0 2400 13.65 0.76 47.67 0| 0 0 0 3200 11.29 0.69 44.31 0| 0 0 0 3600 9.15 0.63 41.24 0| 0 0 0 4000 7.30 0.55 38.64 0| 0 0 0 4400 6.13 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 41.47 Underlying Price 40.180 Time to expiry: 1207 Days Dec 13 22.73 0.92 59.83 0| 0 0 0 1896 19.82 0.88 54.24 0| 0 0 0 2275 15.10 0.78 48.57 0| 0 0 0 3033 10.94 0.67 43.04 0| 0 1,000 0 3791 7.32 0.54 37.79 0| 0 0 0 4549 3.83 0.36 33.45 0| 0 3,000 0 5687 2.08 0.23 31.57 0| 0 1,066 0 6800 1.20 0.15 31.21 0| 0 0 0 8000 0.82 0.10 32.66 0| 0 1,000 0 9478 Total 0| 0 6,066 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 71 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 40.90 Underlying Price 40.180 Time to expiry: 1571 Days Dec 14 22.00 0.92 60.60 0| 0 0 0 2000 19.40 0.87 56.18 0| 0 0 0 2400 14.33 0.76 46.94 0| 0 0 0 3200 10.21 0.64 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 238| 243 324,660 -100 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 47.42 Underlying Price 40.180 Time to expiry: 17 Days Sep 10 0.01 0.00 98.00 0| 0 1,003 0 2000 0.01 0.00 92.10 0| 0 3,692 0 2200 0.01 0.00 85.68 0| 0 6,510 0 2400 0.01 -0.01 79.77 0| 0 6,541 0 2600 0.03 -0.01 74.35 0| 0 4,044 0 2800 0.10 0.09 -0.03 74.96 0.10 Q 0.10 Q 1,000| 0 2,968 0 3000 0.14 -0.05 66.44 0| 0 7,789 0 3200 0.18 -0.07 62.86 0| 0 3,497 0 3300 0.27 -0.10 60.77 0| 0 6,474 0 3412 0.38 -0.13 59.91 0| 0 6,771 0 3500 0.55 0.53 -0.18 57.81 0.55 0.55 25| 0 7,270 0 3600 0.95 0.68 -0.23 54.21 0.95 0.95 100| 50 448 -24 3700 1.16 0.89 -0.29 52.04 1.16 1.16 75| 0 1,925 0 3791 0.91 -0.29 51.89 0| 0 755 0 3800 1.20 -0.37 49.35 0| 0 195 0 3900 2.10 1.60 -0.46 47.77 2.10 1.99 Q 1,041| 0 8,373 0 4000 2.08 -0.56 45.79 0| 0 354 0 4100 2.56 -0.62 46.74 0| 0 7,218 0 4170 2.80 -0.64 48.17 1,130| 0 0 0 4200 3.42 -0.74 44.65 0| 0 78 0 4300 5.00 4.23 -0.80 45.18 5.00 5.00 1| 3 2,232 0 4400 5.11 -0.86 45.97 0| 0 75 0 4500 5.53 -0.88 45.20 0| 0 2,545 0 4549 6.02 -0.89 46.75 0| 0 21 0 4600 6.93 -0.93 45.90 0| 0 0 0 4700 7.87 -0.96 44.05 0| 0 2,127 0 4800 9.13 -0.98 42.43 0| 0 1,782 0 4929 11.82 -1.00 38.80 0| 0 0 0 5200 12.90 -1.00 38.12 0| 0 15 0 5308 16.69 -1.00 36.21 0| 0 2 0 5687 20.48 -1.00 34.91 0| 0 1,250 0 6066 23.82 -1.00 34.23 0| 0 0 0 6400 28.06 -1.00 33.92 0| 0 0 0 6824 31.82 -1.00 34.11 0| 0 0 0 7200 35.64 -1.00 34.69 0| 0 50 0 7582 39.82 -1.00 35.00 0| 0 0 0 8000 Total 3,372| 53 86,004 -24 Indicative a-t-m Vol 47.76 Underlying Price 40.180 Time to expiry: 45 Days Oct 10 0.26 -0.06 69.57 0| 0 155 0 2800 0.42 -0.09 66.48 0| 0 265 0 3000 0.66 -0.13 64.02 0| 0 2,415 0 3200 0.95 -0.18 59.82 0| 0 278 0 3400 1.14 -0.22 57.63 0| 38 247 +38 3500 1.35 -0.25 55.65 0| 57 201 +57 3600 1.57 -0.30 53.00 0| 0 1,621 0 3700 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.87 -0.34 51.26 0| 0 200 0 3800 2.23 -0.40 49.79 0| 0 1,672 0 3900 2.62 -0.45 48.03 0| 0 138 0 4000 3.09 -0.51 46.50 0| 0 170 0 4100 3.62 -0.58 45.09 0| 0 60 0 4200 4.23 -0.64 44.15 0| 0 125 0 4300 4.92 -0.69 43.68 0| 0 118 0 4400 5.64 -0.75 42.50 0| 0 4,005 0 4500 6.42 -0.80 41.70 0| 0 86 0 4600 7.26 -0.84 41.21 0| 0 0 0 4700 8.10 -0.89 39.37 0| 0 29 0 4800 11.86 -0.97 37.06 0| 0 0 0 5200 15.82 -1.00 36.00 0| 0 0 0 5600 Total 0| 95 11,785 +95 Indicative a-t-m Vol 48.51 Underlying Price 40.180 Time to expiry: 80 Days Nov 10 1.61 -0.22 57.34 0| 0 300 0 3400 2.12 -0.29 54.36 0| 0 182 0 3600 2.74 -0.36 51.24 0| 0 29 0 3800 3.12 -0.40 49.84 0| 0 0 0 3900 3.55 -0.44 48.80 0| 0 0 0 4000 3.99 -0.49 47.17 0| 0 0 0 4100 4.49 -0.54 46.04 0| 0 0 0 4200 5.65 -0.63 43.73 0| 0 0 0 4400 7.03 -0.72 42.12 0| 0 0 0 4600 8.56 -0.80 40.35 0| 0 0 0 4800 Total 0| 0 511 0 Indicative a-t-m Vol 47.38 Underlying Price 40.180 Time to expiry: 108 Days Dec 10 0.04 0.00 99.00 0| 0 654 0 1137 0.13 -0.01 93.20 0| 0 709 0 1516 0.27 -0.03 84.91 0| 0 2,384 0 1896 0.33 -0.04 82.58 0| 0 11,759 0 2000 0.48 -0.06 76.26 0| 0 3,620 0 2275 0.57 -0.07 73.42 0| 0 9,485 0 2400 1.00 -0.12 66.56 0| 0 5,858 0 2800 1.34 -0.16 62.52 0| 0 6,595 0 3033 1.62 -0.19 59.17 0| 0 10,891 0 3200 2.04 -0.24 55.93 0| 0 2,059 0 3400 2.58 -0.30 53.12 0| 200 4,946 -120 3600 3.24 -0.36 51.08 0| 0 23,275 0 3791 4.00 -0.44 47.56 0| 100 7,837 -100 4000 4.99 -0.52 45.57 1,060| 0 1,817 0 4200 5.27 -0.54 44.65 0| 0 8,943 0 4258 5.87 -0.58 43.80 0| 0 2,867 0 4360 7.07 -0.66 42.14 0| 20 6,276 +20 4549 7.41 -0.68 41.70 0| 0 2,633 0 4600 8.40 -0.74 40.40 0| 0 13,994 0 4739 9.88 -0.80 38.91 0| 0 6,106 0 4929 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.33 -0.85 38.20 0| 0 25 0 5100 13.28 -0.91 35.99 0| 0 226 0 5323 15.90 -0.96 34.96 0| 0 0 0 5600 16.73 -0.97 34.05 0| 0 1,664 0 5687 23.70 -1.00 31.01 0| 0 100 0 6388 23.82 -1.00 30.97 0| 0 0 0 6400 30.79 -1.00 29.15 0| 0 101 0 7097 31.85 -1.00 28.96 0| 0 0 0 7203 35.64 -1.00 28.47 0| 0 2 0 7582 39.66 -1.00 28.22 0| 0 5 0 7984 44.99 -1.00 28.27 0| 0 0 0 8517 48.54 -1.00 28.54 0| 0 51 0 8872 66.29 -1.00 32.00 0| 0 1 0 10647 Total 1,060| 320 134,883 -200 Indicative a-t-m Vol 46.28 Underlying Price 40.180 Time to expiry: 199 Days Mar 11 0.71 -0.06 74.00 0| 0 3,481 0 2000 0.87 -0.07 69.58 0| 0 1,344 0 2200 1.17 -0.10 67.54 0| 0 494 0 2400 1.76 -0.15 61.20 0| 0 4,313 0 2800 2.18 -0.18 58.55 0| 0 3,457 0 3000 2.77 2.58 -0.22 55.30 2.77 2.77 25| 0 4,130 0 3200 3.21 3.18 -0.26 53.63 3.21 3.21 27| 0 1,254 0 3400 4.01 3.80 -0.31 51.17 4.01 3.87 29| 0 3,805 0 3600 4.49 -0.36 48.73 0| 0 5,219 0 3800 5.28 -0.42 46.50 0| 0 8,126 0 4000 6.18 -0.48 44.12 0| 32 1,680 +32 4200 7.23 -0.55 42.13 0| 0 2,017 0 4400 8.40 -0.62 40.32 0| 0 6,553 0 4600 9.72 -0.68 38.82 0| 0 1 0 4800 12.79 -0.79 36.75 0| 0 20 0 5200 16.23 -0.88 34.83 0| 0 750 0 5600 23.86 -0.97 34.38 0| 0 0 0 6400 31.82 -1.00 33.00 0| 0 0 0 7200 Total 81| 32 46,644 +32 Indicative a-t-m Vol 44.38 Underlying Price 40.180 Time to expiry: 290 Days Jun 11 0.29 -0.02 83.00 0| 0 122 0 1137 0.62 -0.04 77.56 0| 0 175 0 1516 0.81 -0.06 74.29 0| 0 300 0 1706 1.03 -0.07 70.98 0| 0 275 0 1896 1.26 -0.09 67.77 0| 0 300 0 2085 1.52 -0.11 64.43 0| 0 356 0 2275 1.73 -0.12 62.62 0| 0 2,640 0 2400 2.19 -0.16 58.98 0| 0 527 0 2654 3.02 -0.22 53.75 0| 0 82 0 3033 3.49 -0.25 52.18 0| 0 656 0 3200 4.14 -0.29 49.58 0| 0 193 0 3412 4.80 -0.34 47.83 0| 0 2,502 0 3600 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.65 -0.38 46.60 0| 75 284 +75 3791 6.56 -0.44 44.53 0| 0 8,157 0 4000 7.38 -0.48 43.11 0| 0 1,152 0 4170 8.74 -0.54 41.90 0| 0 28 0 4400 9.62 -0.59 40.83 0| 0 2,200 0 4549 11.27 -0.65 39.30 0| 0 107 0 4800 15.07 -0.78 36.49 0| 0 68 0 5308 18.20 -0.86 34.24 0| 0 0 0 5687 21.65 -0.90 33.56 0| 0 0 0 6066 24.81 -0.93 33.48 0| 0 0 0 6400 28.87 -0.96 32.85 0| 0 0 0 6824 32.53 -0.97 32.53 0| 0 0 0 7200 36.29 -0.98 33.00 0| 0 0 0 7582 Total 0| 75 20,124 +75 Indicative a-t-m Vol 42.53 Underlying Price 40.180 Time to expiry: 472 Days Dec 11 0.56 -0.03 76.00 0| 0 0 0 1137 1.01 -0.05 70.12 0| 0 75 0 1516 1.55 -0.08 64.30 0| 0 375 0 1896 2.20 -0.12 59.03 0| 0 1,025 0 2275 4.03 -0.23 50.46 0| 0 5,355 0 3033 4.55 -0.25 48.85 0| 0 40 0 3200 5.99 -0.33 45.46 0| 0 3,040 0 3600 6.82 -0.37 44.16 0| 0 20,300 0 3791 7.77 -0.42 42.64 0| 0 2,520 0 4000 9.08 -0.47 41.02 0| 0 1,750 0 4258 12.36 -0.60 38.12 0| 0 500 0 4800 16.07 -0.71 35.89 0| 0 0 0 5323 31.64 -0.94 31.36 0| 0 0 0 7097 40.22 -0.98 30.38 0| 0 0 0 7984 48.96 -0.99 30.00 0| 0 1 0 8872 Total 0| 0 34,981 0 Indicative a-t-m Vol 41.74 Underlying Price 40.180 Time to expiry: 654 Days Jun 12 2.71 -0.12 62.40 0| 0 0 0 2000 2.98 -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 6.88 -0.31 46.89 0| 0 0 0 3412 7.59 -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 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 76 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 41.48 Underlying Price 40.180 Time to expiry: 843 Days Dec 12 0.77 -0.03 80.62 0| 0 10,000 0 758 2.13 -0.08 66.60 0| 0 0 0 1516 2.89 -0.11 60.55 0| 0 500 0 1896 3.61 -0.15 54.48 0| 0 2,500 0 2275 6.24 -0.25 48.99 0| 0 18,000 0 3033 6.90 -0.27 48.02 0| 0 5,500 0 3200 8.39 -0.33 44.18 0| 0 0 0 3600 9.24 -0.37 42.91 0| 0 9,000 0 3791 10.24 -0.40 41.46 0| 0 0 0 4000 11.95 -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 -0.84 30.60 0| 0 0 0 6635 32.82 -0.87 30.60 0| 0 0 0 7097 41.31 -0.91 31.40 0| 0 0 0 8000 Total 0| 0 55,230 0 Indicative a-t-m Vol 41.12 Underlying Price 40.180 Time to expiry: 1025 Days Jun 13 4.20 -0.13 61.07 0| 0 0 0 2000 5.47 -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 41.47 Underlying Price 40.180 Time to expiry: 1207 Days Dec 13 4.13 -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 55.78 -0.90 32.66 0| 0 0 0 9478 Total 0| 0 3,333 0 Indicative a-t-m Vol 40.90 Underlying Price 40.180 Time to expiry: 1571 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 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 77 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.54 -0.38 40.97 0| 0 0 0 4000 18.30 -0.49 38.02 0| 0 0 0 4800 26.02 -0.67 32.65 0| 0 0 0 6000 42.95 -0.80 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 4,513| 575 393,495 -22 Grand Total 4,751| 818 718,155 -122 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 47.42 Underlying Price 40.180 Time to expiry: 17 Days Sep 10 21.22 1.00 102.81 0| 0 0 0 1896 20.19 1.00 98.00 0| 0 0 0 2000 19.34 1.00 96.03 0| 0 0 0 2085 17.44 1.00 89.64 0| 0 0 0 2275 16.19 1.00 85.69 0| 0 0 0 2400 13.66 0.99 78.27 0| 0 0 0 2654 12.21 0.99 74.36 0| 0 0 0 2800 9.92 0.97 68.64 0| 0 0 0 3033 8.33 0.95 66.44 0| 0 150 0 3200 7.37 0.93 62.86 0| 0 0 0 3300 6.34 0.90 60.77 0| 0 1,028 0 3412 5.57 0.87 59.91 0| 0 0 0 3500 4.72 0.82 57.81 0| 0 10,750 0 3600 3.87 0.77 54.21 0| 0 0 0 3700 3.17 0.71 52.04 0| 0 0 0 3791 2.39 0.63 49.35 0| 0 0 0 3900 1.79 0.54 47.77 0| 0 400 0 4000 1.27 0.44 45.79 0| 0 0 0 4100 0.99 0.36 48.16 0| 0 0 0 4200 0.80 0.31 47.44 0| 0 21,027 0 4258 0.61 0.26 44.65 0| 0 0 0 4300 0.42 0.20 44.98 0| 0 1,530 0 4400 0.29 0.15 45.97 0| 0 0 0 4500 0.22 0.12 45.20 0| 0 1,500 0 4549 0.20 0.11 46.75 0| 0 0 0 4600 0.12 0.07 45.90 0| 0 0 0 4700 0.06 0.04 44.05 0| 0 550 0 4800 0.02 0.02 42.43 0| 0 35 0 4929 0.01 0.00 38.77 0| 0 0 0 5200 0.01 0.00 36.18 0| 0 0 0 5687 0.01 0.00 34.89 0| 0 0 0 6066 0.01 0.00 34.23 0| 0 28 0 6388 0.01 0.00 34.00 0| 0 0 0 7097 0.01 0.00 35.69 0| 0 20 0 7984 0.01 0.00 37.56 0| 0 0 0 8517 0.01 0.00 49.76 0| 0 0 0 10647 Total 0| 0 37,018 0 Indicative a-t-m Vol 46.27 Underlying Price 40.180 Time to expiry: 199 Days Mar 11 21.89 0.95 74.44 0| 0 0 0 1896 21.00 0.94 74.01 0| 0 0 0 2000 20.21 0.93 72.16 0| 0 0 0 2085 18.56 0.92 69.48 0| 0 0 0 2275 17.47 0.90 67.55 0| 0 0 0 2400 15.33 0.87 63.73 0| 0 0 0 2654 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.08 0.85 61.21 0| 0 0 0 2800 12.25 0.81 58.07 0| 0 0 0 3033 10.92 0.78 55.31 0| 0 0 0 3200 9.38 0.74 52.88 0| 0 0 0 3412 8.16 0.69 51.18 0| 0 715 0 3600 6.85 0.64 48.31 0| 0 0 0 3791 5.65 0.58 46.47 0| 0 100 0 4000 4.27 0.50 43.60 0| 0 315 0 4258 3.61 0.45 42.11 0| 0 0 0 4400 3.01 0.41 41.16 0| 0 318 0 4549 2.10 0.32 38.81 0| 0 501 0 4800 0.59 0.13 34.82 0| 0 0 0 5600 0.27 0.07 33.89 0| 0 0 0 6066 0.18 0.05 34.37 0| 0 0 0 6400 0.05 0.01 33.21 0| 0 0 0 7097 0.02 0.01 34.70 0| 0 0 0 7984 0.02 0.00 47.40 0| 0 0 0 10647 Total 0| 0 1,949 0 Indicative a-t-m Vol 42.05 Underlying Price 40.180 Time to expiry: 381 Days Sep 11 19.69 0.91 60.00 0| 0 0 0 2085 18.08 0.89 57.00 0| 0 0 0 2275 11.28 0.75 49.20 0| 0 0 0 3200 9.81 0.71 46.53 0| 0 0 0 3412 8.73 0.67 45.64 0| 0 0 0 3600 7.58 0.62 43.75 0| 0 0 0 3791 6.46 0.57 42.18 0| 0 0 0 4000 5.18 0.51 40.29 0| 0 0 0 4258 3.97 0.43 38.44 0| 0 0 0 4549 3.11 0.37 36.97 0| 0 30 0 4800 2.00 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 42.41 Underlying Price 40.180 Time to expiry: 563 Days Mar 12 18.53 0.86 58.48 0| 0 0 0 2400 12.90 0.75 49.96 0| 0 0 0 3200 10.32 0.68 45.91 0| 0 0 0 3600 8.04 0.60 42.50 0| 0 0 0 4000 6.24 0.52 40.44 0| 0 0 0 4400 4.62 0.44 38.03 0| 0 0 0 4800 3.15 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 42.39 Underlying Price 40.180 Time to expiry: 752 Days Sep 12 18.12 0.84 57.63 0| 0 0 0 2400 12.73 0.73 48.68 0| 0 0 0 3200 10.33 0.66 44.85 0| 0 0 0 3600 8.37 0.59 42.50 0| 0 0 0 4000 6.59 0.52 40.06 0| 0 0 0 4400 5.22 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 39.68 Underlying Price 40.180 Time to expiry: 927 Days Mar 13 17.93 0.84 49.73 0| 0 0 0 2400 12.96 0.73 44.29 0| 0 0 0 3200 10.78 0.67 41.81 0| 0 0 0 3600 8.85 0.61 39.76 0| 0 0 0 4000 7.16 0.54 37.96 0| 0 0 0 4400 5.72 0.47 36.52 0| 0 0 0 4800 3.48 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 40.180 Time to expiry: 1116 Days Sep 13 20.28 0.87 56.92 0| 0 0 0 2000 17.48 0.83 51.60 0| 0 0 0 2400 12.52 0.72 43.95 0| 0 0 0 3200 8.52 0.59 39.01 0| 0 0 0 4000 5.48 0.46 35.23 0| 0 0 0 4800 3.55 0.34 34.15 0| 0 0 0 5687 1.67 0.18 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.13 Underlying Price 40.180 Time to expiry: 1298 Days Mar 14 20.72 0.87 54.87 0| 0 0 0 2000 18.17 0.83 51.08 0| 0 0 0 2400 13.57 0.73 44.73 0| 0 0 0 3200 9.72 0.62 40.20 0| 0 0 0 4000 6.81 0.50 37.20 0| 0 0 0 4800 3.89 0.35 34.40 0| 0 0 0 6000 1.72 0.18 33.02 0| 0 0 0 8000 0.57 0.07 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 39.25 Underlying Price 40.180 Time to expiry: 1480 Days Sep 14 19.50 0.86 54.40 0| 0 0 0 2000 16.98 0.82 49.79 0| 0 0 0 2400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 9.04 0.60 39.32 0| 0 0 0 4000 6.34 0.49 36.28 0| 0 0 0 4800 3.66 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 40.180 Time to expiry: 1662 Days Mar 15 19.95 0.86 53.26 0| 0 0 0 2000 17.55 0.82 49.11 0| 0 0 0 2400 13.17 0.73 42.76 0| 0 0 0 3200 9.61 0.62 38.58 0| 0 0 0 4000 6.86 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 47.42 Underlying Price 40.180 Time to expiry: 17 Days Sep 10 0.01 0.00 102.81 0| 0 1,975 0 1896 0.01 0.00 98.00 0| 0 0 0 2000 0.01 0.00 96.03 0| 0 3,000 0 2085 0.01 0.00 89.64 0| 0 1,025 0 2275 0.01 0.00 85.69 0| 0 890 0 2400 0.02 -0.01 78.27 0| 0 482 0 2654 0.03 -0.01 74.36 0| 0 0 0 2800 0.07 -0.03 68.64 0| 0 1,588 0 3033 0.14 -0.05 66.44 0| 0 370 0 3200 0.18 -0.07 62.86 0| 0 0 0 3300 0.27 -0.10 60.77 0| 0 750 0 3412 0.38 -0.13 59.91 0| 0 0 0 3500 0.53 -0.18 57.81 0| 0 10,000 0 3600 0.68 -0.23 54.21 0| 0 0 0 3700 0.89 -0.29 52.04 0| 0 600 0 3791 1.20 -0.37 49.35 0| 0 0 0 3900 1.60 -0.46 47.77 0| 0 386 0 4000 2.08 -0.56 45.79 0| 0 0 0 4100 2.80 -0.64 48.16 0| 0 0 0 4200 3.19 -0.69 47.44 0| 0 20,010 0 4258 3.42 -0.74 44.65 0| 0 0 0 4300 4.23 -0.80 44.98 0| 0 2,688 0 4400 5.10 -0.85 45.97 0| 0 0 0 4500 5.52 -0.88 45.20 0| 200 512 -200 4549 6.01 -0.89 46.75 0| 0 0 0 4600 6.93 -0.93 45.90 0| 0 0 0 4700 7.87 -0.96 44.05 0| 0 500 0 4800 9.12 -0.98 42.43 0| 0 50 0 4929 11.81 -1.00 38.77 0| 0 0 0 5200 16.68 -1.00 36.18 0| 0 20 0 5687 20.47 -1.00 34.89 0| 0 150 0 6066 23.69 -1.00 34.23 0| 0 240 0 6388 30.77 -1.00 34.00 0| 0 105 0 7097 39.64 -1.00 35.69 0| 0 0 0 7984 44.97 -1.00 37.56 0| 0 20 0 8517 66.27 -1.00 49.76 0| 0 2,500 0 10647 Total 0| 200 47,861 -200 Indicative a-t-m Vol 46.27 Underlying Price 40.180 Time to expiry: 199 Days Mar 11 0.57 -0.05 74.44 0| 0 0 0 1896 0.71 -0.06 74.01 0| 0 0 0 2000 0.78 -0.07 72.16 0| 0 10 0 2085 1.01 -0.08 69.48 0| 0 500 0 2275 1.17 -0.10 67.55 0| 0 40,000 0 2400 1.55 -0.13 63.73 0| 0 0 0 2654 1.76 -0.15 61.21 0| 0 0 0 2800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 58.07 0| 0 0 0 3033 2.57 -0.22 55.31 0| 0 0 0 3200 3.14 -0.26 52.88 0| 0 950 0 3412 3.80 -0.31 51.18 0| 0 20 0 3600 4.38 -0.36 48.31 0| 0 506 0 3791 5.26 -0.42 46.47 0| 0 375 0 4000 6.45 -0.50 43.60 0| 0 10 0 4258 7.20 -0.55 42.11 0| 0 0 0 4400 8.09 -0.59 41.16 0| 0 20 0 4549 9.67 -0.68 38.81 0| 0 10 0 4800 16.12 -0.87 34.82 0| 0 0 0 5600 20.44 -0.93 33.89 0| 0 900 0 6066 23.66 -0.95 34.37 0| 0 10 0 6400 30.47 -0.99 33.21 0| 0 0 0 7097 39.26 -0.99 34.70 0| 0 0 0 7984 65.76 -1.00 47.40 0| 0 1 0 10647 Total 0| 0 43,312 0 Indicative a-t-m Vol 42.05 Underlying Price 40.180 Time to expiry: 381 Days Sep 11 1.30 -0.09 60.00 0| 0 0 0 2085 1.56 -0.11 57.00 0| 0 0 0 2275 3.90 -0.25 49.20 0| 0 0 0 3200 4.52 -0.29 46.53 0| 0 0 0 3412 5.30 -0.33 45.64 0| 0 0 0 3600 6.03 -0.38 43.75 0| 0 0 0 3791 6.98 -0.43 42.18 0| 0 0 0 4000 8.25 -0.49 40.29 0| 0 0 0 4258 9.92 -0.57 38.44 0| 0 0 0 4549 11.53 -0.63 36.97 0| 0 0 0 4800 15.59 -0.73 36.47 0| 0 20 0 5323 21.97 -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 42.41 Underlying Price 40.180 Time to expiry: 563 Days Mar 12 3.07 -0.14 58.48 0| 0 0 0 2400 5.29 -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 16.36 -0.66 36.33 0| 0 0 0 5323 31.30 -0.89 32.38 0| 0 0 0 7097 39.78 -0.94 31.58 0| 0 0 0 8000 48.19 -0.97 31.85 0| 0 250 0 8872 65.48 -0.99 32.31 0| 0 1 0 10647 Total 0| 0 251 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 42.39 Underlying Price 40.180 Time to expiry: 752 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 12.07 -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 41.03 -0.92 31.83 0| 0 20 0 8000 Total 0| 0 2,020 0 Indicative a-t-m Vol 39.68 Underlying Price 40.180 Time to expiry: 927 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 41.01 -0.85 34.81 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.92 Underlying Price 40.180 Time to expiry: 1116 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 42.40 -0.82 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 40.13 Underlying Price 40.180 Time to expiry: 1298 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 8.24 -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 -0.82 33.02 0| 0 0 0 8000 77.92 -0.93 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 39.25 Underlying Price 40.180 Time to expiry: 1480 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 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 17.52 -0.51 36.28 0| 0 0 0 4800 25.96 -0.66 33.61 0| 0 0 0 6000 42.51 -0.82 32.47 0| 0 0 0 8000 78.49 -0.93 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.51 Underlying Price 40.180 Time to expiry: 1662 Days Mar 15 4.88 -0.14 53.26 0| 0 0 0 2000 6.14 -0.18 49.11 0| 0 0 0 2400 9.06 -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 25.57 -0.64 33.00 0| 0 0 0 6000 41.69 -0.79 31.73 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 200 93,464 -200 Grand Total 0| 200 132,850 -200 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 23.75 Underlying Price 45.345 Time to expiry: 17 Days Sep 10 21.35 1.00 60.00 0| 0 0 0 2400 17.35 1.00 56.96 0| 0 0 0 2800 13.35 1.00 49.72 0| 0 0 0 3200 9.36 0.99 41.33 0| 0 0 0 3600 7.37 0.99 37.22 0| 0 0 0 3800 5.41 0.96 33.31 0| 0 0 0 4000 3.53 0.89 29.70 0| 0 0 0 4200 2.67 0.81 28.62 0| 0 0 0 4300 1.86 0.71 26.42 0| 0 10 0 4400 1.14 0.57 23.87 0| 0 3 0 4500 0.67 0.40 23.52 0| 0 23 0 4600 0.31 0.24 22.21 0| 0 0 0 4700 0.13 0.12 21.46 0| 0 71 0 4800 0.03 0.04 19.91 0| 0 0 0 4900 0.01 0.01 18.91 0| 6 8 -3 5000 0.01 0.00 17.23 0| 0 1,424 0 5200 0.01 0.00 15.11 0| 0 28 0 5600 0.01 0.00 14.60 0| 0 7 0 6000 0.01 0.00 15.64 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 0| 6 1,574 -3 Indicative a-t-m Vol 24.00 Underlying Price 45.345 Time to expiry: 45 Days Oct 10 7.46 0.96 30.00 0| 0 0 0 3800 5.57 0.91 27.81 0| 0 0 0 4000 3.83 0.81 26.12 0| 0 0 0 4200 3.04 0.74 25.33 0| 0 0 0 4300 2.34 0.65 24.61 0| 0 0 0 4400 1.74 0.56 24.15 0| 0 0 0 4500 1.24 0.45 23.72 0| 0 6 0 4600 0.85 0.35 23.29 0| 0 0 0 4700 0.55 0.26 22.96 0| 0 0 0 4800 0.35 0.18 22.71 0| 0 7 0 4900 0.21 0.12 22.52 0| 0 4 0 5000 0.07 0.05 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 24.68 Underlying Price 45.345 Time to expiry: 80 Days Nov 10 7.69 0.91 30.00 0| 0 0 0 3800 5.95 0.84 28.85 0| 0 0 0 4000 4.31 0.75 26.83 0| 0 0 0 4200 3.60 0.69 26.34 0| 0 0 0 4300 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.92 0.63 25.44 0| 0 0 0 4400 2.35 0.55 25.20 0| 0 0 0 4500 1.76 0.48 23.72 0| 0 0 0 4600 0.90 0.31 21.96 0| 0 7 0 4800 0.18 0.09 20.88 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 23.54 Underlying Price 45.345 Time to expiry: 108 Days Dec 10 25.40 1.00 50.00 0| 0 0 0 2000 21.42 1.00 45.28 0| 0 0 0 2400 17.45 0.99 39.82 0| 0 0 0 2800 13.51 0.97 34.70 0| 0 0 0 3200 9.67 0.93 30.33 0| 0 0 0 3600 7.84 0.89 28.49 0| 0 0 0 3800 6.11 0.83 26.88 0| 0 0 0 4000 4.53 0.74 25.50 0| 0 0 0 4200 3.20 0.62 24.69 0| 0 0 0 4400 2.03 0.49 22.98 0| 0 500 0 4600 1.26 0.35 22.71 0| 0 24 0 4800 0.38 0.14 21.90 0| 0 20 0 5200 0.10 0.05 21.98 0| 0 0 0 5600 0.03 0.01 22.51 0| 3 7 +3 6000 0.01 0.00 23.79 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 0| 3 551 +3 Indicative a-t-m Vol 26.10 Underlying Price 45.345 Time to expiry: 199 Days Mar 11 13.63 0.96 33.00 0| 0 0 0 3200 9.94 0.90 30.49 0| 0 0 0 3600 6.64 0.78 28.33 0| 0 0 0 4000 5.20 0.70 27.45 0| 0 0 0 4200 3.92 0.61 26.41 0| 0 0 0 4400 2.90 0.51 25.94 0| 0 0 0 4600 2.03 0.40 25.08 0| 0 0 0 4800 0.91 0.23 23.99 0| 0 4 0 5200 0.34 0.10 23.14 0| 0 13 0 5600 0.04 0.02 22.16 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 0| 0 17 0 Indicative a-t-m Vol 26.12 Underlying Price 45.345 Time to expiry: 290 Days Jun 11 21.46 1.00 36.00 0| 0 0 0 2400 13.72 0.95 31.56 0| 0 0 0 3200 10.15 0.87 29.50 0| 0 0 0 3600 7.00 0.75 27.73 0| 0 0 0 4000 5.65 0.68 27.01 0| 0 0 0 4200 4.48 0.59 26.38 0| 0 0 0 4400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.51 0.51 25.99 0| 0 0 0 4600 2.67 0.43 25.41 0| 0 0 0 4800 1.47 0.28 24.57 0| 0 0 0 5200 0.79 0.17 24.21 0| 0 0 0 5600 0.39 0.10 23.89 0| 0 0 0 6000 0.19 0.05 23.59 0| 0 0 0 6400 0.04 0.01 23.18 0| 0 0 0 7200 0.01 0.00 23.58 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.04 Underlying Price 45.345 Time to expiry: 472 Days Dec 11 21.49 0.99 34.25 0| 0 0 0 2400 14.03 0.91 30.57 0| 0 0 0 3200 7.94 0.71 27.52 0| 0 0 0 4000 5.61 0.59 26.37 0| 0 0 0 4400 3.83 0.46 25.39 0| 0 0 0 4800 1.06 0.18 24.39 0| 0 0 0 6000 0.09 0.02 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.20 Underlying Price 45.345 Time to expiry: 654 Days Jun 12 14.17 0.89 30.11 0| 0 0 0 3200 8.34 0.70 27.30 0| 0 0 0 4000 6.17 0.59 26.43 0| 0 0 0 4400 4.46 0.48 25.74 0| 0 0 0 4800 1.53 0.22 24.75 0| 0 0 0 6000 0.22 0.04 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 9 2,166 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 23.75 Underlying Price 45.345 Time to expiry: 17 Days Sep 10 0.01 0.00 60.00 0| 0 0 0 2400 0.01 0.00 56.96 0| 0 0 0 2800 0.01 0.00 49.72 0| 0 0 0 3200 0.01 -0.01 41.33 0| 0 0 0 3600 0.02 -0.01 37.22 0| 0 2 0 3800 0.06 -0.04 33.31 0| 0 8 0 4000 0.17 -0.11 29.70 0| 0 27 0 4200 0.32 0.31 -0.19 28.62 0.32 0.32 15| 0 0 0 4300 0.51 -0.29 26.42 0| 0 30 0 4400 0.79 -0.43 23.87 0| 0 0 0 4500 1.31 -0.60 23.52 0| 0 0 0 4600 1.96 -0.76 22.21 0| 0 2 0 4700 2.77 -0.88 21.46 0| 0 6 0 4800 3.68 -0.96 19.91 0| 0 0 0 4900 4.66 -0.99 18.91 0| 0 0 0 5000 6.65 -1.00 17.23 0| 0 0 0 5200 10.66 -1.00 15.11 0| 0 20 0 5600 14.66 -1.00 14.60 0| 0 0 0 6000 18.66 -1.00 15.64 0| 0 0 0 6400 26.66 -1.00 22.00 0| 0 0 0 7200 Total 15| 0 95 0 Indicative a-t-m Vol 24.00 Underlying Price 45.345 Time to expiry: 45 Days Oct 10 0.09 -0.04 30.00 0| 0 0 0 3800 0.20 -0.09 27.81 0| 0 0 0 4000 0.46 -0.19 26.12 0| 0 0 0 4200 0.67 -0.26 25.33 0| 0 0 0 4300 0.97 -0.35 24.61 0| 0 0 0 4400 1.37 -0.44 24.15 0| 0 6 0 4500 1.87 -0.55 23.72 0| 0 0 0 4600 2.47 -0.65 23.29 0| 0 0 0 4700 3.18 -0.74 22.96 0| 0 0 0 4800 3.97 -0.82 22.71 0| 0 0 0 4900 4.84 -0.88 22.52 0| 0 0 0 5000 6.70 -0.96 22.32 0| 0 0 0 5200 10.66 -1.00 22.55 0| 0 0 0 5600 14.66 -1.00 23.49 0| 0 0 0 6000 18.66 -1.00 25.00 0| 0 0 0 6400 Total 0| 0 6 0 Indicative a-t-m Vol 24.68 Underlying Price 45.345 Time to expiry: 80 Days Nov 10 0.29 -0.09 30.00 0| 0 0 0 3800 0.55 -0.16 28.85 0| 0 0 0 4000 0.90 -0.25 26.83 0| 0 0 0 4200 1.19 -0.31 26.34 0| 0 0 0 4300 1.50 -0.37 25.44 0| 0 0 0 4400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.94 -0.45 25.20 0| 0 0 0 4500 2.35 -0.52 23.72 0| 0 0 0 4600 3.49 -0.69 21.96 0| 0 0 0 4800 6.78 -0.92 20.88 0| 0 0 0 5200 10.66 -0.99 22.00 0| 0 0 0 5600 Total 0| 0 0 0 Indicative a-t-m Vol 23.54 Underlying Price 45.345 Time to expiry: 108 Days Dec 10 0.01 0.00 50.00 0| 0 0 0 2000 0.01 0.00 45.28 0| 0 0 0 2400 0.03 -0.01 39.82 0| 0 0 0 2800 0.09 -0.03 34.70 0| 0 0 0 3200 0.24 -0.07 30.33 0| 0 0 0 3600 0.40 -0.11 28.49 0| 0 250 0 3800 0.66 -0.17 26.88 0| 0 20 0 4000 1.08 -0.26 25.50 0| 0 20 0 4200 1.75 -0.38 24.69 0| 0 6 0 4400 2.58 -0.51 22.98 0| 0 0 0 4600 3.81 -0.65 22.71 0| 0 0 0 4800 6.94 -0.86 21.90 0| 0 0 0 5200 10.69 -0.97 21.98 0| 0 0 0 5600 14.66 -1.00 22.51 0| 0 0 0 6000 18.66 -1.00 23.79 0| 0 0 0 6400 26.66 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 296 0 Indicative a-t-m Vol 26.10 Underlying Price 45.345 Time to expiry: 199 Days Mar 11 0.39 -0.07 33.00 0| 0 0 0 3200 0.87 -0.15 30.49 0| 0 0 0 3600 1.78 -0.28 28.33 0| 0 13 0 4000 2.45 -0.36 27.45 0| 0 14 0 4200 3.28 -0.45 26.41 0| 0 4 0 4400 4.36 -0.54 25.94 0| 0 0 0 4600 5.57 -0.64 25.08 0| 0 0 0 4800 8.54 -0.80 23.99 0| 0 0 0 5200 12.02 -0.90 23.14 0| 0 0 0 5600 19.71 -0.99 22.16 0| 0 0 0 6400 27.65 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 31 0 Indicative a-t-m Vol 26.12 Underlying Price 45.345 Time to expiry: 290 Days Jun 11 0.11 -0.02 36.00 0| 0 0 0 2400 0.63 -0.10 31.56 0| 0 0 0 3200 1.25 -0.18 29.50 0| 0 0 0 3600 2.29 -0.29 27.73 0| 0 0 0 4000 3.02 -0.36 27.01 0| 0 0 0 4200 3.91 -0.44 26.38 0| 0 0 0 4400 4.98 -0.52 25.99 0| 0 0 0 4600 6.17 -0.60 25.41 0| 0 0 0 4800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.01 -0.74 24.57 0| 0 0 0 5200 12.35 -0.84 24.21 0| 0 0 0 5600 15.97 -0.91 23.89 0| 0 0 0 6000 19.77 -0.96 23.59 0| 0 0 0 6400 27.62 -0.99 23.18 0| 0 0 0 7200 35.56 -1.00 23.58 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.04 Underlying Price 45.345 Time to expiry: 472 Days Dec 11 0.29 -0.04 34.25 0| 0 0 0 2400 1.15 -0.13 30.57 0| 0 0 0 3200 3.21 -0.31 27.52 0| 0 0 0 4000 4.88 -0.42 26.37 0| 0 0 0 4400 7.09 -0.55 25.39 0| 0 0 0 4800 16.37 -0.84 24.39 0| 0 0 0 6000 35.54 -0.99 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.20 Underlying Price 45.345 Time to expiry: 654 Days Jun 12 1.84 -0.16 30.11 0| 0 0 0 3200 4.29 -0.34 27.30 0| 0 0 0 4000 6.19 -0.44 26.43 0| 0 0 0 4400 8.49 -0.54 25.74 0| 0 0 0 4800 17.50 -0.79 24.75 0| 0 0 0 6000 35.90 -0.96 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 15| 0 428 0 Grand Total 15| 9 2,594 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 23.75 Underlying Price 45.345 Time to expiry: 17 Days Sep 10 21.35 1.00 60.00 0| 0 0 0 2400 17.35 1.00 56.96 0| 0 0 0 2800 13.35 1.00 49.72 0| 0 200 0 3200 9.36 0.99 41.33 0| 0 2 0 3600 7.37 0.99 37.22 0| 0 6 0 3800 5.41 0.96 33.31 0| 0 0 0 4000 3.53 0.89 29.70 0| 0 0 0 4200 2.67 0.81 28.62 0| 0 0 0 4300 1.86 0.71 26.42 0| 0 34 0 4400 1.14 0.57 23.87 0| 0 0 0 4500 0.67 0.40 23.52 0| 0 0 0 4600 0.31 0.24 22.21 0| 0 0 0 4700 0.13 0.12 21.46 0| 0 300 0 4800 0.03 0.04 19.91 0| 0 0 0 4900 0.01 0.01 18.91 0| 0 0 0 5000 0.01 0.00 17.23 0| 0 0 0 5200 0.01 0.00 15.11 0| 0 202 0 5600 0.01 0.00 14.60 0| 0 152 0 6000 0.01 0.00 15.64 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 26.10 Underlying Price 45.345 Time to expiry: 199 Days Mar 11 24.20 1.00 42.42 0| 0 0 0 2000 20.26 0.99 39.12 0| 0 0 0 2400 12.63 0.93 33.00 0| 0 0 0 3200 9.13 0.85 30.49 0| 0 0 0 3600 6.06 0.72 28.33 0| 0 408 0 4000 4.74 0.64 27.45 0| 0 66 0 4200 3.57 0.55 26.41 0| 0 422 0 4400 2.66 0.46 25.94 0| 0 52 0 4600 1.87 0.37 25.08 0| 0 2 0 4800 0.85 0.21 23.99 0| 0 46 0 5200 0.33 0.10 23.14 0| 0 0 0 5600 0.12 0.04 22.54 0| 0 0 0 6000 0.04 0.02 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 26.91 Underlying Price 45.345 Time to expiry: 381 Days Sep 11 20.60 0.97 36.11 0| 0 0 0 2400 13.44 0.88 31.92 0| 0 0 0 3200 10.22 0.80 29.75 0| 0 0 0 3600 7.46 0.70 28.40 0| 0 0 0 4000 5.15 0.58 27.23 0| 0 0 0 4400 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.41 0.45 26.28 0| 0 0 0 4800 0.76 0.15 24.77 0| 0 0 0 6000 0.08 0.02 26.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.42 Underlying Price 45.345 Time to expiry: 563 Days Mar 12 13.24 0.84 32.10 0| 0 0 0 3200 7.80 0.66 28.94 0| 0 0 0 4000 5.72 0.56 27.71 0| 0 0 0 4400 4.07 0.45 26.86 0| 0 0 0 4800 1.30 0.20 25.44 0| 0 0 0 6000 0.23 0.05 26.29 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 1,892 0 | Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 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 23.75 Underlying Price 45.345 Time to expiry: 17 Days Sep 10 0.01 0.00 60.00 0| 0 0 0 2400 0.01 0.00 56.96 0| 0 0 0 2800 0.01 0.00 49.72 0| 0 1 0 3200 0.01 -0.01 41.33 0| 0 2 0 3600 0.02 -0.01 37.22 0| 0 20 0 3800 0.06 -0.04 33.31 0| 0 4 0 4000 0.17 -0.11 29.70 0| 0 0 0 4200 0.31 -0.19 28.62 0| 0 0 0 4300 0.51 -0.29 26.42 0| 0 0 0 4400 0.79 -0.43 23.87 0| 0 0 0 4500 1.31 -0.60 23.52 0| 0 0 0 4600 1.96 -0.76 22.21 0| 0 0 0 4700 2.77 -0.88 21.46 0| 0 0 0 4800 3.68 -0.96 19.91 0| 0 0 0 4900 4.65 -0.99 18.91 0| 0 0 0 5000 6.64 -1.00 17.23 0| 0 0 0 5200 10.64 -1.00 15.11 0| 0 0 0 5600 14.64 -1.00 14.60 0| 0 0 0 6000 18.64 -1.00 15.64 0| 0 0 0 6400 26.64 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 27 0 Indicative a-t-m Vol 26.10 Underlying Price 45.345 Time to expiry: 199 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 0.39 -0.07 33.00 0| 0 200 0 3200 0.87 -0.15 30.49 0| 0 200 0 3600 1.77 -0.28 28.33 0| 0 0 0 4000 2.45 -0.36 27.45 0| 0 0 0 4200 3.26 -0.45 26.41 0| 0 0 0 4400 4.34 -0.54 25.94 0| 0 0 0 4600 5.55 -0.63 25.08 0| 0 0 0 4800 8.50 -0.79 23.99 0| 0 0 0 5200 11.96 -0.90 23.14 0| 0 0 0 5600 15.73 -0.96 22.54 0| 0 0 0 6000 19.63 -0.98 22.16 0| 0 0 0 6400 27.55 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 1,367 0 Indicative a-t-m Vol 26.91 Underlying Price 45.345 Time to expiry: 381 Days Sep 11 0.23 -0.03 36.11 0| 0 0 0 2400 0.97 -0.12 31.92 0| 0 0 0 3200 1.70 -0.20 29.75 0| 0 0 0 3600 2.89 -0.30 28.40 0| 0 0 0 4000 4.54 -0.42 27.23 0| 0 0 0 4400 6.75 -0.55 26.28 0| 0 0 0 4800 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 95 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.95 -0.85 24.77 0| 0 0 0 6000 35.02 -0.98 26.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.42 Underlying Price 45.345 Time to expiry: 563 Days Mar 12 1.81 -0.16 32.10 0| 0 0 0 3200 4.23 -0.34 28.94 0| 0 0 0 4000 6.06 -0.44 27.71 0| 0 0 0 4400 8.34 -0.55 26.86 0| 0 0 0 4800 17.34 -0.80 25.44 0| 0 0 0 6000 35.88 -0.95 26.29 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 1,394 0 Grand Total 0| 0 3,286 0 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | ST Microelectronics European (ST3) Indicative a-t-m Vol 36.07 Underlying Price 5.260 Time to expiry: 17 Days Sep 10 1.27 0.98 60.00 0| 0 0 0 400 0.87 0.95 51.24 0| 0 0 0 440 0.68 0.93 43.57 0| 0 0 0 460 0.50 0.85 42.15 0| 0 0 0 480 0.20 0.57 36.05 0| 0 0 0 520 0.11 0.39 36.13 0| 0 0 0 540 0.06 0.23 36.55 0| 0 120 0 560 0.03 0.13 37.95 0| 0 0 0 580 0.02 0.08 40.94 0| 0 30 0 600 0.01 0.03 39.16 0| 0 0 0 620 0.01 0.02 40.54 0| 0 0 0 640 0.01 0.01 41.77 0| 0 0 0 660 0.01 0.00 43.07 0| 0 0 0 680 0.01 0.00 44.42 0| 0 0 0 700 0.01 0.00 45.77 0| 0 50,092 0 720 0.01 0.00 48.40 0| 0 0 0 760 0.01 0.00 50.79 0| 0 2,800 0 800 0.01 0.00 52.82 0| 0 0 0 840 0.01 0.00 54.41 0| 0 0 0 880 0.01 0.00 56.06 0| 0 0 0 960 0.01 0.00 56.00 0| 0 0 0 1000 0.01 0.00 47.54 0| 0 2 0 1200 Total 0| 0 53,044 0 Indicative a-t-m Vol 37.32 Underlying Price 5.260 Time to expiry: 199 Days Mar 11 1.69 0.89 47.71 0| 0 0 0 360 1.36 0.83 44.74 0| 0 0 0 400 1.05 0.75 41.43 0| 0 0 0 440 0.79 0.66 39.76 0| 0 0 0 480 0.56 0.55 37.63 0| 0 0 0 520 0.38 0.44 35.56 0| 0 0 0 560 0.25 0.33 35.01 0| 0 0 0 600 0.16 0.24 33.75 0| 0 1,000 0 640 0.10 0.16 33.19 0| 0 2,040 0 680 0.06 0.11 32.60 0| 0 1,660 0 720 0.04 0.07 32.83 0| 0 0 0 760 0.02 0.04 32.40 0| 0 200 0 800 0.01 0.03 31.97 0| 0 0 0 840 0.01 0.02 31.90 0| 0 0 0 880 0.01 0.01 32.00 0| 0 10 0 960 0.01 0.00 32.00 0| 0 0 0 1000 0.01 0.00 33.56 0| 0 0 0 1200 0.01 0.00 35.73 0| 0 0 0 1400 Total 0| 0 4,910 0 Indicative a-t-m Vol 38.27 Underlying Price 5.260 Time to expiry: 381 Days Sep 11 Equity Options 21:21 Business Day Tue 31 Aug 2010 Previous Business Day Mon 30 Aug 2010 Page 97 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.76 0.83 46.98 0| 0 0 0 360 1.47 0.78 44.56 0| 0 0 0 400 1.20 0.71 42.32 0| 0 0 0 440 0.96 0.64 40.28 0| 0 0 0 480 0.57 0.48 36.78 0| 0 0 0 560 0.42 0.39 35.26 0| 0 0 0 600 0.31 0.32 34.36 0| 0 0 0 640 0.14 0.18 31.48 0| 0 1,600 0 720 0.05 0.08 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 38.80 Underlying Price 5.260 Time to expiry: 563 Days Mar 12 1.83 0.81 47.27 0| 0 0 0 360 1.55 0.76 44.73 0| 0 0 0 400 1.30 0.70 42.33 0| 0 0 0 440 1.07 0.64 40.50 0| 0 0 0 480 0.71 0.50 37.54 0| 0 0 0 560 0.55 0.43 35.71 0| 0 0 0 600 0.42 0.36 34.44 0| 0 0 0 640 0.23 0.24 31.73 0| 0 0 0 720 0.10 0.13 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 38.12 Underlying Price 5.260 Time to expiry: 752 Days Sep 12 1.61 0.74 44.44 0| 0 0 0 400 1.13 0.63 39.45 0| 0 0 0 480 0.79 0.52 37.13 0| 0 0 0 560 0.63 0.45 35.30 0| 0 19 0 600 0.51 0.39 34.33 0| 0 0 0 640 0.29 0.27 31.33 0| 0 0 0 720 0.16 0.17 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 38.32 Underlying Price 5.260 Time to expiry: 927 Days Mar 13 2.15 0.82 48.99 0| 0 0 0 320 1.66 0.74 44.94 0| 0 0 0 400 1.20 0.64 39.93 0| 0 0 0 480 0.86 0.53 37.13 0| 0 0 0 560 0.72 0.47 36.23 0| 0 0 0 600 0.59 0.42 34.80 0| 0 0 0 640 Equity Options