Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.09 Underlying Price 33.800 Time to expiry: 16 Days Sep 10 15.80 1.00 73.00 0| 0 0 0 1800 13.80 1.00 72.04 0| 0 0 0 2000 11.81 1.00 68.05 0| 0 0 0 2200 9.81 1.00 62.57 0| 0 0 0 2400 7.82 0.99 56.17 0| 0 15 0 2600 5.88 0.95 53.91 0| 0 40 0 2800 4.89 0.94 46.00 0| 0 0 0 2900 3.96 0.90 44.02 0| 0 5,151 0 3000 3.06 0.84 41.50 0| 0 1,030 0 3100 1.47 2.23 0.76 38.77 1.47 S 1.47 S 40| 0 2,962 0 3200 1.49 0.64 36.11 0| 0 137 0 3300 0.28 0.89 0.48 33.59 0.63 Q 0.28 730| 73 12,249 +40 3400 0.48 0.32 32.43 0| 40 3,844 +13 3500 0.20 0.22 0.19 31.31 0.20 0.20 50| 0 14,091 0 3600 0.03 0.04 29.92 0| 0 4,970 0 3800 0.01 0.00 25.82 0| 0 4,418 0 4000 0.01 0.00 24.47 0| 0 309 0 4200 0.01 0.00 23.93 0| 0 131 0 4400 0.01 0.00 25.18 0| 0 228 0 4800 0.01 0.00 36.00 0| 0 200 0 5600 Total 820| 113 49,775 +53 Indicative a-t-m Vol 36.20 Underlying Price 33.800 Time to expiry: 44 Days Oct 10 8.02 0.93 53.53 0| 0 0 0 2600 6.17 0.88 48.30 0| 0 0 0 2800 4.42 0.81 43.69 0| 0 0 0 3000 3.61 0.75 41.30 0| 0 0 0 3100 2.86 0.68 39.26 0| 30 120 0 3200 2.20 0.60 37.64 0| 0 120 0 3300 0.84 1.61 0.51 35.84 0.84 0.84 10| 0 75 0 3400 1.14 0.41 34.47 0| 0 53 0 3500 0.78 0.32 33.54 0| 0 3 0 3600 0.30 0.16 31.65 0| 0 39 0 3800 0.10 0.12 0.07 31.74 0.10 0.10 1| 0 2 0 4000 0.05 0.03 32.37 0| 0 4 0 4200 Total 11| 30 416 0 Indicative a-t-m Vol 37.62 Underlying Price 33.800 Time to expiry: 79 Days Nov 10 8.32 0.89 50.96 0| 0 0 0 2600 6.57 0.83 47.02 0| 0 0 0 2800 4.93 0.76 43.14 0| 0 59 0 3000 4.20 0.71 41.78 0| 0 0 0 3100 3.49 0.65 39.97 0| 0 0 0 3200 2.85 0.59 38.53 0| 0 0 0 3300 2.29 0.53 37.39 0| 0 0 0 3400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.36 1.38 0.39 35.25 1.36 1.36 8| 0 0 0 3600 0.76 0.26 33.59 0| 0 0 0 3800 0.37 0.15 32.12 0| 0 0 0 4000 Total 8| 0 59 0 Indicative a-t-m Vol 37.58 Underlying Price 33.800 Time to expiry: 107 Days Dec 10 25.83 1.00 96.00 0| 0 0 0 800 23.85 1.00 93.60 0| 0 0 0 1000 21.88 0.99 88.09 0| 0 0 0 1200 19.91 0.99 81.60 0| 0 0 0 1400 17.96 0.98 75.03 0| 0 0 0 1600 16.01 0.97 68.79 0| 0 0 0 1800 14.09 0.96 63.03 0| 0 1,080 0 2000 12.18 0.94 57.83 0| 0 0 0 2200 10.32 0.91 53.19 0| 0 291 0 2400 8.52 0.87 48.96 0| 0 121 0 2600 6.83 0.81 45.60 0| 0 2,535 0 2800 5.27 0.74 42.49 0| 0 2,293 0 3000 3.88 0.65 39.88 0| 0 10,212 0 3200 2.68 0.53 37.33 0| 1,044 4,867 -69 3400 1.76 0.41 35.43 0| 0 9,368 0 3600 1.00 1.09 0.30 34.18 1.00 1.00 4| 0 7,342 0 3800 0.63 0.20 32.86 500| 0 7,143 0 4000 0.34 0.12 31.93 0| 0 2,303 0 4200 0.18 0.07 31.28 0| 0 791 0 4400 0.04 0.02 30.71 0| 0 518 0 4800 0.01 0.00 32.01 0| 0 3,257 0 5600 0.01 0.00 33.65 0| 0 729 0 6000 0.01 0.00 35.84 0| 0 390 0 6400 0.01 0.00 40.00 0| 0 150 0 7000 Total 504| 1,044 53,390 -69 Indicative a-t-m Vol 38.67 Underlying Price 33.800 Time to expiry: 198 Days Mar 11 16.35 0.94 64.00 0| 0 0 0 1800 14.49 0.93 59.08 0| 0 0 0 2000 12.69 0.90 54.80 0| 0 0 0 2200 10.92 0.87 50.70 0| 0 0 0 2400 9.26 0.83 47.79 0| 0 0 0 2600 7.68 0.77 44.94 0| 0 71 0 2800 6.23 0.71 42.52 0| 0 84 0 3000 4.95 0.64 40.62 0| 0 1,330 0 3200 3.79 0.56 38.46 0| 0 185 0 3400 2.83 0.47 36.88 1,000| 0 119 0 3600 2.06 0.38 35.55 0| 0 78 0 3800 1.43 0.30 34.15 0| 2 1,027 0 4000 0.68 0.17 32.91 0| 0 3,091 0 4400 0.30 0.09 32.04 0| 0 104 0 4800 0.06 0.02 32.00 0| 0 105 0 5600 Total 1,000| 2 6,194 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 38.99 Underlying Price 33.800 Time to expiry: 289 Days Jun 11 25.89 0.99 78.00 0| 0 0 0 800 23.97 0.99 75.39 0| 0 0 0 1000 22.07 0.98 71.41 0| 0 0 0 1200 20.19 0.97 67.10 0| 0 0 0 1400 18.33 0.95 62.88 0| 0 0 0 1600 16.50 0.94 58.91 0| 0 0 0 1800 14.71 0.91 55.28 0| 0 0 0 2000 12.98 0.88 51.99 0| 0 0 0 2200 11.30 0.85 48.90 0| 0 0 0 2400 8.25 0.76 44.23 0| 0 0 0 2800 6.87 0.70 42.05 0| 0 0 0 3000 5.62 0.64 40.19 0| 0 25 0 3200 4.55 0.57 38.86 0| 0 41 0 3400 3.58 0.49 37.43 0| 0 154 0 3600 2.77 0.42 36.16 0| 0 0 0 3800 2.10 0.35 35.02 0| 0 21 0 4000 1.21 0.24 33.80 0| 0 0 0 4400 0.65 0.15 32.93 0| 0 0 0 4800 0.12 0.03 33.00 0| 0 0 0 6000 Total 0| 0 241 0 Indicative a-t-m Vol 39.63 Underlying Price 33.800 Time to expiry: 471 Days Dec 11 24.11 0.98 72.00 0| 0 0 0 1000 22.33 0.96 69.15 0| 0 0 0 1200 20.57 0.95 65.48 0| 0 0 0 1400 18.83 0.93 61.65 0| 0 0 0 1600 17.11 0.91 57.95 0| 0 0 0 1800 15.43 0.88 54.51 0| 0 0 0 2000 13.81 0.85 51.38 0| 0 0 0 2200 12.24 0.82 48.59 0| 0 0 0 2400 9.35 0.74 43.84 0| 0 3,000 0 2800 6.93 0.64 40.65 0| 0 4,500 0 3200 4.97 0.53 38.38 0| 0 3,850 0 3600 3.40 0.42 36.28 0| 0 42 0 4000 1.72 0.26 35.57 0| 0 1,326 0 4800 0.81 0.13 38.00 0| 0 110 0 6000 Total 0| 0 12,828 0 Indicative a-t-m Vol 42.02 Underlying Price 33.800 Time to expiry: 653 Days Jun 12 19.06 0.92 58.51 0| 0 0 0 1600 16.00 0.87 54.20 0| 0 0 0 2000 14.55 0.84 52.32 0| 0 0 0 2200 13.16 0.81 50.27 0| 0 0 0 2400 10.65 0.74 47.28 0| 0 0 0 2800 8.26 0.65 43.51 0| 0 0 0 3200 6.18 0.56 40.21 0| 0 0 0 3600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.46 0.47 37.53 0| 0 0 0 4000 2.35 0.30 35.05 0| 0 0 0 4800 1.01 0.15 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.88 Underlying Price 33.800 Time to expiry: 842 Days Dec 12 22.70 0.95 64.62 0| 0 0 0 1200 19.50 0.91 58.21 0| 0 0 0 1600 16.61 0.86 54.06 0| 0 0 0 2000 13.96 0.80 50.43 0| 0 0 0 2400 11.55 0.74 47.28 0| 0 0 0 2800 9.18 0.66 43.30 0| 0 0 0 3200 7.14 0.58 40.15 0| 0 0 0 3600 5.35 0.50 37.24 0| 0 0 0 4000 4.07 0.42 35.72 0| 0 500 0 4400 3.07 0.35 34.57 0| 0 0 0 4800 1.64 0.21 34.98 0| 0 0 0 6000 Total 0| 0 500 0 Indicative a-t-m Vol 41.45 Underlying Price 33.800 Time to expiry: 1024 Days Jun 13 17.04 0.86 54.19 0| 0 0 0 2000 14.47 0.80 50.44 0| 0 0 0 2400 9.66 0.67 42.70 0| 0 0 0 3200 7.71 0.60 39.92 0| 0 0 0 3600 5.99 0.52 37.38 0| 0 0 0 4000 3.62 0.38 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 41.44 Underlying Price 33.800 Time to expiry: 1206 Days Dec 13 23.11 0.94 64.62 0| 0 0 0 1200 20.18 0.90 58.21 0| 0 0 0 1600 17.63 0.86 54.61 0| 0 0 0 2000 15.12 0.80 50.52 0| 0 0 0 2400 10.36 0.68 42.61 0| 0 0 0 3200 6.72 0.54 37.39 0| 0 0 0 4000 4.32 0.41 34.83 0| 0 0 0 4800 2.54 0.27 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.32 Underlying Price 33.800 Time to expiry: 1570 Days Dec 14 20.55 0.90 58.13 0| 0 0 0 1600 18.17 0.86 54.54 0| 0 0 0 2000 15.85 0.81 50.57 0| 0 0 0 2400 11.28 0.70 42.51 0| 0 0 0 3200 7.66 0.57 37.21 0| 0 0 0 4000 5.11 0.45 34.22 0| 0 0 0 4800 3.35 0.32 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Total Calls 2,343| 1,189 123,403 -16 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.09 Underlying Price 33.800 Time to expiry: 16 Days Sep 10 0.01 0.00 73.00 0| 0 0 0 1800 0.01 0.00 72.04 0| 0 0 0 2000 0.01 0.00 68.05 0| 0 420 0 2200 0.01 0.00 62.57 0| 0 352 0 2400 0.02 -0.01 56.17 0| 0 5,216 0 2600 0.08 -0.05 53.91 0| 0 3,538 0 2800 0.08 -0.06 46.00 0| 0 1 0 2900 0.22 0.15 -0.10 44.02 0.22 0.20 4| 98 538 0 3000 0.26 -0.16 41.50 0| 0 2,561 0 3100 0.70 0.42 -0.24 38.77 0.70 S 0.70 S 40| 0 6,302 0 3200 0.69 -0.36 36.11 0| 0 3,800 0 3300 1.08 -0.52 33.59 0| 0 1,826 0 3400 1.67 -0.68 32.43 0| 0 10 0 3500 2.42 -0.82 31.31 0| 0 7,027 0 3600 4.23 -0.96 29.92 0| 0 368 0 3800 6.20 -1.00 25.82 0| 0 264 0 4000 8.20 -1.00 24.47 0| 0 51 0 4200 10.20 -1.00 23.93 0| 0 0 0 4400 14.20 -1.00 25.18 0| 0 0 0 4800 22.20 -1.00 36.00 0| 0 0 0 5600 Total 44| 98 32,274 0 Indicative a-t-m Vol 36.20 Underlying Price 33.800 Time to expiry: 44 Days Oct 10 0.20 -0.07 53.53 0| 0 0 0 2600 0.38 0.35 -0.12 48.30 0.38 0.38 1| 0 1 0 2800 0.53 0.60 -0.19 43.69 0.53 0.53 30| 30 1,530 +30 3000 0.79 -0.25 41.30 0| 40 40 +40 3100 1.76 1.04 -0.32 39.26 1.76 1.76 10| 0 1,520 0 3200 1.38 -0.40 37.64 0| 0 101 0 3300 1.79 -0.49 35.84 0| 0 40 0 3400 2.32 -0.59 34.47 0| 0 0 0 3500 2.96 -0.68 33.54 0| 0 0 0 3600 4.48 -0.84 31.65 0| 0 0 0 3800 6.30 -0.93 31.74 0| 0 0 0 4000 8.23 -0.97 32.37 0| 0 0 0 4200 Total 41| 70 3,232 +70 Indicative a-t-m Vol 37.62 Underlying Price 33.800 Time to expiry: 79 Days Nov 10 0.48 -0.11 50.96 0| 20 116 +20 2600 0.73 -0.17 47.02 0| 0 0 0 2800 1.08 -0.24 43.14 0| 0 0 0 3000 1.35 -0.29 41.78 0| 0 0 0 3100 1.64 -0.35 39.97 0| 0 0 0 3200 2.00 -0.41 38.53 0| 0 0 0 3300 2.44 -0.48 37.39 0| 0 0 0 3400 3.53 -0.62 35.25 0| 0 0 0 3600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.91 -0.75 33.59 0| 0 0 0 3800 6.53 -0.85 32.12 0| 0 0 0 4000 Total 0| 20 116 +20 Indicative a-t-m Vol 37.58 Underlying Price 33.800 Time to expiry: 107 Days Dec 10 0.01 0.00 96.00 0| 0 0 0 800 0.02 0.00 93.60 0| 0 230 0 1000 0.05 -0.01 88.09 0| 0 100 0 1200 0.08 -0.01 81.60 0| 0 413 0 1400 0.12 -0.02 75.03 0| 0 150 0 1600 0.17 -0.03 68.79 0| 0 3,024 0 1800 0.24 -0.04 63.03 0| 10 6,065 +10 2000 0.33 -0.06 57.83 0| 55 727 0 2200 0.46 -0.09 53.19 0| 0 8,350 0 2400 0.87 0.66 -0.13 48.96 0.87 0.87 580| 0 5,158 0 2600 1.15 0.96 -0.19 45.60 1.15 1.15 3| 0 10,153 0 2800 1.80 1.40 -0.26 42.49 1.80 Q 1.80 Q 199| 0 11,154 0 3000 2.49 2.00 -0.36 39.88 2.49 2.49 150| 0 24,753 0 3200 2.80 -0.47 37.33 0| 1,000 6,529 +279 3400 3.88 -0.59 35.43 0| 0 4,574 0 3600 5.21 -0.70 34.18 0| 0 363 0 3800 6.75 -0.80 32.86 0| 0 1,834 0 4000 8.47 -0.88 31.93 0| 0 125 0 4200 10.31 -0.93 31.28 0| 0 51 0 4400 14.21 -0.99 30.71 0| 0 20 0 4800 22.20 -1.00 32.01 0| 0 50 0 5600 26.20 -1.00 33.65 0| 0 60 0 6000 30.20 -1.00 35.84 0| 0 20 0 6400 36.20 -1.00 40.00 0| 0 10 0 7000 Total 932| 1,065 83,913 +289 Indicative a-t-m Vol 38.67 Underlying Price 33.800 Time to expiry: 198 Days Mar 11 0.48 -0.06 64.00 0| 0 226 0 1800 0.60 -0.08 59.08 0| 0 63 0 2000 0.79 -0.10 54.80 0| 0 160 0 2200 1.02 -0.13 50.70 0| 0 855 0 2400 1.36 -0.18 47.79 0| 0 1,150 0 2600 1.77 -0.23 44.94 1,000| 0 297 0 2800 2.32 -0.29 42.52 0| 0 173 0 3000 3.04 -0.37 40.62 0| 0 3,063 0 3200 3.87 -0.45 38.46 0| 0 208 0 3400 4.91 -0.53 36.88 0| 0 143 0 3600 6.13 -0.62 35.55 0| 0 1 0 3800 7.50 -0.70 34.15 0| 0 141 0 4000 10.74 -0.83 32.91 0| 0 0 0 4400 14.37 -0.92 32.04 0| 0 1 0 4800 22.20 -1.00 32.00 0| 0 0 0 5600 Total 1,000| 0 6,481 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 38.99 Underlying Price 33.800 Time to expiry: 289 Days Jun 11 0.07 -0.01 78.00 0| 0 0 0 800 0.16 -0.02 75.39 0| 0 0 0 1000 0.26 -0.03 71.41 0| 0 0 0 1200 0.39 -0.04 67.10 0| 0 0 0 1400 0.54 -0.05 62.88 0| 0 10 0 1600 0.70 -0.07 58.91 0| 0 50 0 1800 0.92 -0.09 55.28 0| 0 110 0 2000 1.19 -0.12 51.99 0| 0 0 0 2200 1.51 -0.16 48.90 0| 0 51 0 2400 2.46 -0.25 44.23 0| 0 29 0 2800 3.08 -0.31 42.05 0| 0 40 0 3000 3.83 -0.37 40.19 0| 0 40 0 3200 4.75 -0.44 38.86 0| 0 17 0 3400 5.79 -0.51 37.43 0| 0 65 0 3600 6.97 -0.58 36.16 0| 0 34 0 3800 8.30 -0.65 35.02 0| 0 194 0 4000 11.38 -0.77 33.80 0| 0 0 0 4400 14.81 -0.86 32.93 0| 0 0 0 4800 26.22 -0.98 33.00 0| 0 0 0 6000 Total 0| 0 640 0 Indicative a-t-m Vol 39.63 Underlying Price 33.800 Time to expiry: 471 Days Dec 11 0.42 -0.03 72.00 0| 0 0 0 1000 0.65 -0.04 69.15 0| 0 0 0 1200 0.88 -0.06 65.48 0| 0 50 0 1400 1.13 -0.08 61.65 0| 0 7,502 0 1600 1.40 -0.10 57.95 0| 0 150 0 1800 1.70 -0.12 54.51 0| 0 50 0 2000 2.07 -0.15 51.38 0| 0 0 0 2200 2.47 -0.18 48.59 0| 0 2,000 0 2400 3.55 -0.26 43.84 0| 0 3,000 0 2800 5.09 -0.36 40.65 0| 0 2,005 0 3200 7.08 -0.47 38.38 0| 0 3,355 0 3600 9.48 -0.58 36.28 0| 0 0 0 4000 15.72 -0.75 35.57 0| 0 10 0 4800 26.73 -0.88 38.00 0| 0 0 0 6000 Total 0| 0 18,122 0 Indicative a-t-m Vol 42.02 Underlying Price 33.800 Time to expiry: 653 Days Jun 12 1.57 -0.09 58.51 0| 0 0 0 1600 2.48 -0.14 54.20 0| 0 0 0 2000 3.02 -0.17 52.32 0| 0 0 0 2200 3.61 -0.20 50.27 0| 0 0 0 2400 5.06 -0.27 47.28 0| 0 0 0 2800 6.61 -0.35 43.51 0| 0 0 0 3200 8.47 -0.44 40.21 0| 0 0 0 3600 10.70 -0.54 37.53 0| 0 0 0 4000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.45 -0.70 35.05 0| 0 0 0 4800 26.89 -0.85 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.88 Underlying Price 33.800 Time to expiry: 842 Days Dec 12 1.32 -0.06 64.62 0| 0 0 0 1200 2.07 -0.10 58.21 0| 0 0 0 1600 3.12 -0.15 54.06 0| 0 0 0 2000 4.38 -0.20 50.43 0| 0 500 0 2400 5.88 -0.27 47.28 0| 0 0 0 2800 7.41 -0.34 43.30 0| 0 0 0 3200 9.27 -0.42 40.15 0| 0 0 0 3600 11.39 -0.51 37.24 0| 0 0 0 4000 14.02 -0.59 35.72 0| 0 0 0 4400 16.94 -0.66 34.57 0| 0 1 0 4800 27.28 -0.81 34.98 0| 0 0 0 6000 Total 0| 0 501 0 Indicative a-t-m Vol 41.45 Underlying Price 33.800 Time to expiry: 1024 Days Jun 13 3.81 -0.15 54.19 0| 0 0 0 2000 5.13 -0.21 50.44 0| 0 0 0 2400 8.06 -0.34 42.70 0| 0 0 0 3200 9.98 -0.41 39.92 0| 0 0 0 3600 12.13 -0.49 37.38 0| 0 0 0 4000 17.47 -0.63 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 41.44 Underlying Price 33.800 Time to expiry: 1206 Days Dec 13 2.10 -0.07 64.62 0| 0 0 0 1200 3.06 -0.11 58.21 0| 0 0 0 1600 4.38 -0.15 54.61 0| 0 0 0 2000 5.71 -0.20 50.52 0| 0 0 0 2400 8.61 -0.33 42.61 0| 0 0 0 3200 12.64 -0.47 37.39 0| 0 0 0 4000 17.91 -0.60 34.83 0| 0 0 0 4800 27.76 -0.75 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.32 Underlying Price 33.800 Time to expiry: 1570 Days Dec 14 3.87 -0.11 58.13 0| 0 0 0 1600 5.28 -0.15 54.54 0| 0 0 0 2000 6.72 -0.20 50.57 0| 0 0 0 2400 9.64 -0.31 42.51 0| 0 0 0 3200 13.51 -0.44 37.21 0| 0 0 0 4000 18.44 -0.56 34.22 0| 0 0 0 4800 28.07 -0.70 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 2,017| 1,253 145,279 +379 Grand Total 4,360| 2,442 268,682 +363 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.09 Underlying Price 33.800 Time to expiry: 16 Days Sep 10 15.80 1.00 73.00 0| 0 0 0 1800 13.80 1.00 72.04 0| 0 0 0 2000 11.81 1.00 68.05 0| 0 32,500 0 2200 9.81 1.00 62.57 0| 0 0 0 2400 7.82 0.99 56.17 0| 0 0 0 2600 5.88 0.95 53.91 0| 0 0 0 2800 4.89 0.94 46.00 0| 0 0 0 2900 3.96 0.90 44.02 0| 0 0 0 3000 3.06 0.84 41.50 0| 0 0 0 3100 2.23 0.76 38.77 0| 0 90 0 3200 1.49 0.64 36.11 0| 0 0 0 3300 0.89 0.48 33.59 0| 0 400 0 3400 0.48 0.32 32.43 0| 0 0 0 3500 0.22 0.19 31.31 0| 0 400 0 3600 0.03 0.04 29.92 0| 0 400 0 3800 0.01 0.00 25.82 0| 0 20 0 4000 0.01 0.00 24.47 0| 0 0 0 4200 0.01 0.00 23.93 0| 0 702 0 4400 0.01 0.00 25.18 0| 0 369 0 4800 0.01 0.00 36.00 0| 0 0 0 5600 Total 0| 0 34,881 0 Indicative a-t-m Vol 38.67 Underlying Price 33.800 Time to expiry: 198 Days Mar 11 21.99 0.98 82.23 0| 0 0 0 1200 20.07 0.97 75.51 0| 0 0 0 1400 18.17 0.96 69.39 0| 0 0 0 1600 16.29 0.94 64.00 0| 0 0 0 1800 14.43 0.92 59.08 0| 0 0 0 2000 12.63 0.90 54.80 0| 0 0 0 2200 10.86 0.87 50.70 0| 0 0 0 2400 9.21 0.82 47.79 0| 0 0 0 2600 7.64 0.77 44.94 0| 0 0 0 2800 6.19 0.71 42.52 0| 0 0 0 3000 4.92 0.63 40.62 0| 0 0 0 3200 3.76 0.55 38.46 0| 0 0 0 3400 2.81 0.47 36.88 0| 0 6 0 3600 2.04 0.38 35.55 0| 0 0 0 3800 1.42 0.30 34.15 0| 0 0 0 4000 0.67 0.17 32.91 0| 0 15 0 4400 0.30 0.09 32.04 0| 0 0 0 4800 0.06 0.02 32.00 0| 0 0 0 5600 0.03 0.01 32.56 0| 0 0 0 6000 Total 0| 0 21 0 Indicative a-t-m Vol 40.67 Underlying Price 33.800 Time to expiry: 380 Days Sep 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.14 0.89 56.44 0| 0 0 0 2000 12.08 0.82 52.37 0| 0 0 0 2400 9.09 0.74 46.55 0| 0 0 0 2800 6.55 0.64 42.25 0| 0 0 0 3200 4.43 0.52 38.73 0| 0 0 0 3600 2.92 0.40 36.60 0| 0 30 0 4000 1.07 0.20 33.29 0| 0 47 0 4800 0.33 0.07 34.23 0| 0 0 0 6000 Total 0| 0 77 0 Indicative a-t-m Vol 40.69 Underlying Price 33.800 Time to expiry: 562 Days Mar 12 15.93 0.87 56.49 0| 0 0 0 2000 13.09 0.81 52.45 0| 0 0 0 2400 10.13 0.73 46.06 0| 0 0 0 2800 7.70 0.65 42.31 0| 0 0 0 3200 5.55 0.55 38.70 0| 0 0 0 3600 3.93 0.45 36.54 0| 0 3 0 4000 1.69 0.25 32.30 0| 0 0 0 4800 Total 0| 0 3 0 Total Calls 0| 0 34,982 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.09 Underlying Price 33.800 Time to expiry: 16 Days Sep 10 0.01 0.00 73.00 0| 0 0 0 1800 0.01 0.00 72.04 0| 0 0 0 2000 0.01 0.00 68.05 0| 0 33,740 0 2200 0.01 0.00 62.57 0| 0 1,106 0 2400 0.02 -0.01 56.17 0| 0 0 0 2600 0.08 -0.05 53.91 0| 0 260 0 2800 0.08 -0.06 46.00 0| 0 0 0 2900 0.15 -0.10 44.02 0| 0 50 0 3000 0.26 -0.16 41.50 0| 0 0 0 3100 0.42 -0.24 38.77 0| 0 45 0 3200 0.69 -0.36 36.11 0| 0 0 0 3300 1.08 -0.52 33.59 0| 0 0 0 3400 1.67 -0.68 32.43 0| 0 0 0 3500 2.42 -0.81 31.31 0| 0 0 0 3600 4.22 -0.96 29.92 0| 0 500 0 3800 6.19 -1.00 25.82 0| 0 785 0 4000 8.19 -1.00 24.47 0| 0 0 0 4200 10.19 -1.00 23.93 0| 0 35 0 4400 14.19 -1.00 25.18 0| 0 0 0 4800 22.19 -1.00 36.00 0| 0 0 0 5600 Total 0| 0 36,521 0 Indicative a-t-m Vol 38.67 Underlying Price 33.800 Time to expiry: 198 Days Mar 11 0.21 -0.02 82.23 0| 0 0 0 1200 0.28 -0.03 75.51 0| 0 0 0 1400 0.37 -0.04 69.39 0| 0 0 0 1600 0.48 -0.06 64.00 0| 0 0 0 1800 0.60 -0.08 59.08 0| 0 239 0 2000 0.79 -0.10 54.80 0| 0 0 0 2200 1.02 -0.13 50.70 0| 0 659 0 2400 1.36 -0.18 47.79 0| 0 750 0 2600 1.77 -0.23 44.94 0| 0 20 0 2800 2.32 -0.29 42.52 0| 0 0 0 3000 3.04 -0.37 40.62 0| 0 8 0 3200 3.87 -0.45 38.46 0| 0 0 0 3400 4.91 -0.53 36.88 0| 0 400 0 3600 6.13 -0.62 35.55 0| 0 0 0 3800 7.49 -0.70 34.15 0| 0 0 0 4000 10.73 -0.83 32.91 0| 0 0 0 4400 14.33 -0.91 32.04 0| 0 0 0 4800 22.05 -0.98 32.00 0| 0 0 0 5600 26.00 -0.99 32.56 0| 0 0 0 6000 Total 0| 0 2,076 0 Indicative a-t-m Vol 40.67 Underlying Price 33.800 Time to expiry: 380 Days Sep 11 1.42 -0.11 56.44 0| 0 0 0 2000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.31 -0.18 52.37 0| 0 0 0 2400 3.28 -0.26 46.55 0| 0 30 0 2800 4.69 -0.36 42.25 0| 0 0 0 3200 6.52 -0.48 38.73 0| 0 40 0 3600 8.96 -0.60 36.60 0| 0 0 0 4000 15.02 -0.80 33.29 0| 0 0 0 4800 26.13 -0.93 34.23 0| 0 0 0 6000 Total 0| 0 70 0 Indicative a-t-m Vol 40.69 Underlying Price 33.800 Time to expiry: 562 Days Mar 12 2.26 -0.13 56.49 0| 0 0 0 2000 3.35 -0.19 52.45 0| 0 0 0 2400 4.31 -0.27 46.06 0| 0 0 0 2800 5.81 -0.35 42.31 0| 0 0 0 3200 7.58 -0.45 38.70 0| 0 0 0 3600 9.89 -0.55 36.54 0| 0 0 0 4000 15.49 -0.75 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 14 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Safran SA (100) (SM1) Indicative a-t-m Vol 33.03 Underlying Price 20.180 Time to expiry: 16 Days Sep 10 7.18 1.00 39.95 0| 0 0 0 1300 6.18 1.00 38.86 0| 0 0 0 1400 5.18 1.00 37.81 0| 0 0 0 1500 4.18 1.00 36.79 0| 0 0 0 1600 3.19 0.99 35.82 0| 0 0 0 1700 2.22 0.94 34.89 0| 0 0 0 1800 1.77 0.89 34.31 0| 0 0 0 1850 1.35 0.81 34.01 0| 0 0 0 1900 0.96 0.70 32.55 0| 0 0 0 1950 0.67 0.57 33.17 0| 0 0 0 2000 0.43 0.43 32.77 0| 0 0 0 2050 0.26 0.30 32.38 0| 0 6 0 2100 0.14 0.19 32.01 0| 0 0 0 2150 0.07 0.11 31.64 0| 0 276 0 2200 0.03 0.06 31.28 0| 0 0 0 2250 0.01 0.03 30.94 0| 0 0 0 2300 0.01 0.01 30.60 0| 0 0 0 2350 0.01 0.00 30.28 0| 0 3 0 2400 Total 0| 0 285 0 Indicative a-t-m Vol 33.54 Underlying Price 20.180 Time to expiry: 44 Days Oct 10 4.23 0.96 38.50 0| 0 0 0 1600 3.30 0.92 37.39 0| 0 0 0 1700 2.43 0.83 36.15 0| 0 0 0 1800 2.04 0.78 35.51 0| 0 0 0 1850 1.67 0.71 34.85 0| 0 0 0 1900 1.34 0.64 34.26 0| 0 0 0 1950 1.05 0.56 33.79 0| 0 0 0 2000 0.80 0.47 33.09 0| 0 0 0 2050 0.59 0.39 32.37 0| 0 0 0 2100 0.42 0.31 32.02 0| 0 0 0 2150 0.29 0.24 31.60 0| 0 0 0 2200 0.13 0.12 30.73 0| 0 0 0 2300 0.05 0.06 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 34.17 Underlying Price 20.180 Time to expiry: 79 Days Nov 10 4.40 0.90 41.75 0| 0 0 0 1600 3.53 0.85 39.68 0| 0 0 0 1700 2.72 0.77 37.73 0| 0 0 0 1800 2.35 0.73 36.83 0| 0 0 0 1850 2.00 0.67 35.89 0| 0 0 0 1900 1.68 0.62 35.04 0| 0 0 0 1950 1.40 0.56 34.57 0| 0 0 0 2000 0.89 0.43 32.36 0| 0 0 0 2100 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.54 0.31 31.55 0| 0 0 0 2200 0.31 0.20 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 34.68 Underlying Price 20.180 Time to expiry: 107 Days Dec 10 12.22 0.99 73.91 0| 0 0 0 800 8.31 0.96 58.39 0| 0 0 0 1200 7.35 0.95 54.50 0| 0 0 0 1300 6.41 0.93 50.84 0| 0 0 0 1400 5.49 0.90 47.45 0| 0 0 0 1500 4.60 0.86 44.34 0| 0 0 0 1600 3.75 0.81 41.52 0| 0 0 0 1700 2.96 0.74 38.99 0| 0 0 0 1800 2.25 0.66 36.73 0| 0 0 0 1900 1.65 0.56 35.19 0| 0 0 0 2000 1.09 0.45 32.35 0| 0 0 0 2100 0.73 0.34 31.51 0| 0 0 0 2200 0.44 0.24 30.25 0| 0 0 0 2300 0.26 0.16 29.42 0| 0 4 0 2400 0.07 0.06 27.74 0| 0 250 0 2600 0.02 0.02 27.01 0| 0 0 0 2800 Total 0| 0 254 0 Indicative a-t-m Vol 34.40 Underlying Price 20.180 Time to expiry: 198 Days Mar 11 8.42 0.95 48.54 0| 0 0 0 1200 6.53 0.91 41.50 0| 0 0 0 1400 4.82 0.84 38.25 0| 0 0 0 1600 4.04 0.78 36.77 0| 0 0 0 1700 3.34 0.72 35.86 0| 0 0 0 1800 2.71 0.65 34.91 0| 0 0 0 1900 2.17 0.57 34.44 0| 0 0 0 2000 1.73 0.50 34.19 0| 0 0 0 2100 1.38 0.42 34.37 0| 0 0 0 2200 1.09 0.36 34.51 0| 0 0 0 2300 0.86 0.30 34.64 0| 0 0 0 2400 0.54 0.20 35.23 0| 0 0 0 2600 0.37 0.15 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 34.81 Underlying Price 20.180 Time to expiry: 289 Days Jun 11 12.27 0.99 50.06 0| 0 0 0 800 8.49 0.94 44.55 0| 0 0 0 1200 6.65 0.90 39.28 0| 0 0 0 1400 5.01 0.82 36.63 0| 0 0 0 1600 3.61 0.71 35.03 0| 0 0 0 1800 3.07 0.65 35.25 0| 0 0 0 1900 2.55 0.58 34.83 0| 0 0 0 2000 2.11 0.52 34.71 0| 0 0 0 2100 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.76 0.46 34.82 0| 0 0 0 2200 1.45 0.40 34.72 0| 0 0 0 2300 1.23 0.35 35.44 0| 0 0 0 2400 0.84 0.26 35.62 0| 0 0 0 2600 0.62 0.20 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 34.99 Underlying Price 20.180 Time to expiry: 471 Days Dec 11 8.66 0.92 42.95 0| 0 0 0 1200 6.97 0.86 39.49 0| 0 0 0 1400 5.43 0.79 36.66 0| 0 0 0 1600 4.16 0.69 35.34 0| 0 0 0 1800 3.21 0.59 35.39 0| 0 0 0 2000 2.07 0.47 31.00 0| 0 0 0 2200 1.48 0.37 30.88 0| 0 0 0 2400 0.89 0.21 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.39 Underlying Price 20.180 Time to expiry: 653 Days Jun 12 8.85 0.90 43.00 0| 0 0 0 1200 5.78 0.77 36.66 0| 0 0 0 1600 3.69 0.60 35.39 0| 0 0 0 2000 2.95 0.52 35.40 0| 0 0 0 2200 2.40 0.45 35.82 0| 0 0 0 2400 1.08 0.24 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Calls 0| 0 539 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 17 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Safran SA (100) (SM1) Indicative a-t-m Vol 33.03 Underlying Price 20.180 Time to expiry: 16 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 0.00 36.79 0| 0 0 0 1600 0.01 -0.01 35.82 0| 0 0 0 1700 0.04 -0.06 34.89 0| 0 0 0 1800 0.08 -0.11 34.31 0| 0 0 0 1850 0.17 -0.19 34.01 0| 0 0 0 1900 0.28 -0.30 32.55 0| 0 75 0 1950 0.45 0.49 -0.43 33.17 0.45 0.45 150| 0 250 0 2000 0.75 -0.57 32.77 0| 0 0 0 2050 1.07 -0.70 32.38 0| 0 10 0 2100 1.46 -0.81 32.01 0| 0 0 0 2150 1.89 -0.89 31.64 0| 0 0 0 2200 2.35 -0.94 31.28 0| 0 0 0 2250 2.83 -0.97 30.94 0| 0 175 0 2300 3.32 -0.99 30.60 0| 0 0 0 2350 3.82 -1.00 30.28 0| 0 0 0 2400 Total 150| 0 580 0 Indicative a-t-m Vol 33.54 Underlying Price 20.180 Time to expiry: 44 Days Oct 10 0.04 -0.04 38.50 0| 0 0 0 1600 0.11 -0.08 37.39 0| 0 0 0 1700 0.24 -0.17 36.15 0| 0 0 0 1800 0.34 -0.22 35.51 0| 0 0 0 1850 0.48 -0.29 34.85 0| 0 0 0 1900 0.65 -0.36 34.26 0| 0 0 0 1950 0.86 -0.44 33.79 0| 0 0 0 2000 1.11 -0.53 33.09 0| 0 0 0 2050 1.39 -0.61 32.37 0| 0 0 0 2100 1.73 -0.69 32.02 0| 0 0 0 2150 2.10 -0.76 31.60 0| 0 0 0 2200 2.94 -0.88 30.73 0| 0 0 0 2300 3.86 -0.95 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 34.17 Underlying Price 20.180 Time to expiry: 79 Days Nov 10 0.20 -0.10 41.75 0| 0 0 0 1600 0.33 -0.15 39.68 0| 0 0 0 1700 0.52 -0.23 37.73 0| 0 0 0 1800 0.65 -0.27 36.83 0| 0 0 0 1850 0.80 -0.33 35.89 0| 0 0 0 1900 0.97 -0.38 35.04 0| 0 0 0 1950 1.20 -0.44 34.57 0| 0 0 0 2000 1.68 -0.57 32.36 0| 0 0 0 2100 2.34 -0.69 31.55 0| 0 0 0 2200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.10 -0.80 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 34.68 Underlying Price 20.180 Time to expiry: 107 Days Dec 10 0.01 0.00 71.99 0| 0 6 0 800 0.10 -0.04 58.39 0| 0 0 0 1200 0.14 -0.05 54.50 0| 0 0 0 1300 0.19 -0.07 50.48 0| 0 0 0 1400 0.27 -0.10 47.45 0| 0 0 0 1500 0.38 -0.14 44.34 0| 0 0 0 1600 0.53 -0.19 41.52 0| 0 0 0 1700 0.74 -0.26 38.99 0| 0 0 0 1800 1.02 -0.34 36.73 0| 0 0 0 1900 1.42 -0.44 35.19 0| 0 0 0 2000 1.86 -0.55 32.35 0| 0 0 0 2100 2.50 -0.66 31.51 0| 0 0 0 2200 3.21 -0.76 30.25 0| 0 0 0 2300 4.03 -0.84 29.42 0| 0 3 0 2400 5.85 -0.95 27.74 0| 0 0 0 2600 7.82 -1.00 27.01 0| 0 0 0 2800 Total 0| 0 9 0 Indicative a-t-m Vol 34.40 Underlying Price 20.180 Time to expiry: 198 Days Mar 11 0.17 -0.05 48.54 0| 0 0 0 1200 0.28 -0.09 41.50 0| 0 0 0 1400 0.56 -0.16 38.25 0| 0 0 0 1600 0.78 -0.22 36.77 0| 0 0 0 1700 1.07 -0.28 35.86 0| 0 0 0 1800 1.43 -0.35 34.91 0| 0 0 0 1900 1.90 -0.43 34.44 0| 0 0 0 2000 2.45 -0.51 34.19 0| 0 0 0 2100 3.10 -0.58 34.37 0| 0 0 0 2200 3.81 -0.65 34.51 0| 0 0 0 2300 4.58 -0.71 34.64 0| 0 0 0 2400 6.25 -0.80 35.23 0| 0 0 0 2600 8.09 -0.86 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 34.81 Underlying Price 20.180 Time to expiry: 289 Days Jun 11 0.04 -0.01 50.06 0| 0 0 0 800 0.29 -0.07 44.55 0| 0 0 0 1200 0.47 -0.12 39.28 0| 0 0 0 1400 0.86 -0.20 36.63 0| 0 0 0 1600 1.50 -0.31 35.03 0| 0 0 0 1800 1.98 -0.38 35.25 0| 0 0 0 1900 2.47 -0.44 34.83 0| 0 0 0 2000 3.05 -0.50 34.71 0| 0 0 0 2100 3.71 -0.56 34.82 0| 0 0 0 2200 4.41 -0.62 34.72 0| 0 0 0 2300 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.19 -0.67 35.44 0| 0 0 0 2400 6.81 -0.75 35.62 0| 0 0 0 2600 8.58 -0.81 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 34.99 Underlying Price 20.180 Time to expiry: 471 Days Dec 11 0.55 -0.10 42.95 0| 0 0 0 1200 0.87 -0.15 39.49 0| 0 0 0 1400 1.35 -0.23 36.66 0| 0 0 0 1600 2.08 -0.32 35.34 0| 0 0 0 1800 3.13 -0.42 35.39 0| 0 0 0 2000 3.98 -0.54 31.00 0| 0 0 0 2200 5.38 -0.64 30.88 0| 0 0 0 2400 12.73 -0.80 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.39 Underlying Price 20.180 Time to expiry: 653 Days Jun 12 0.90 -0.12 43.00 0| 0 0 0 1200 1.84 -0.25 36.66 0| 0 0 0 1600 3.75 -0.41 35.39 0| 0 0 0 2000 5.00 -0.49 35.40 0| 0 0 0 2200 6.43 -0.56 35.82 0| 0 0 0 2400 12.98 -0.77 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Puts 150| 0 589 0 Grand Total 150| 0 1,128 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.87 Underlying Price 30.315 Time to expiry: 16 Days Sep 10 10.32 1.00 61.05 0| 0 0 0 2000 8.32 1.00 53.77 0| 0 0 0 2200 7.32 1.00 49.96 0| 0 0 0 2300 6.33 0.99 46.94 0| 0 0 0 2400 4.37 0.96 42.70 0| 0 26 0 2600 3.42 0.92 39.34 0| 0 0 0 2700 2.53 0.84 38.15 0| 150 188 +150 2800 1.74 0.73 36.67 0| 0 133 0 2900 0.73 1.09 0.57 35.24 0.73 0.73 39| 0 2,134 0 3000 0.21 0.60 0.40 34.08 0.51 Q 0.21 418| 125 242 +69 3100 0.17 0.29 0.24 32.98 0.19 0.17 93| 245 7,177 +181 3200 0.13 0.12 32.98 0| 0 190 0 3300 0.05 0.06 33.29 0| 0 4,786 0 3400 0.02 0.02 33.45 0| 0 4,023 0 3500 0.01 0.01 33.83 0| 0 6,638 0 3600 0.01 0.00 33.95 0| 0 3,226 0 3800 0.01 0.00 34.41 0| 0 1,188 0 4000 0.01 0.00 35.18 0| 0 7,060 0 4200 0.01 0.00 36.20 0| 0 2,101 0 4400 0.01 0.00 38.87 0| 0 2,684 0 4800 0.01 0.00 46.05 0| 0 229 0 5600 Total 550| 520 42,025 +400 Indicative a-t-m Vol 35.37 Underlying Price 30.315 Time to expiry: 44 Days Oct 10 7.46 0.95 51.29 0| 0 0 0 2300 6.51 0.93 48.53 0| 0 0 0 2400 4.68 0.86 43.39 0| 0 8 0 2600 3.83 0.81 41.44 0| 0 0 0 2700 3.03 0.74 39.30 0| 0 91 0 2800 2.31 0.66 37.46 0| 0 76 0 2900 1.56 1.69 0.56 35.89 1.56 1.56 4| 0 600 0 3000 1.16 0.45 34.26 0| 0 42 0 3100 0.77 0.35 33.36 0| 55 146 +51 3200 0.36 0.49 0.25 32.54 0.36 0.36 75| 75 65 -49 3300 0.29 0.17 32.03 0| 0 1,361 0 3400 0.17 0.11 31.63 0| 0 310 0 3500 0.09 0.07 31.34 0| 0 643 0 3600 0.04 0.03 33.21 0| 0 70 0 3800 0.02 0.02 36.00 0| 0 210 0 4000 Total 79| 130 3,622 +2 Indicative a-t-m Vol 36.55 Underlying Price 30.315 Time to expiry: 79 Days Nov 10 7.70 0.91 49.72 0| 0 0 0 2300 6.80 0.88 47.67 0| 0 0 0 2400 5.93 0.85 45.41 0| 0 0 0 2500 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.09 0.81 43.44 0| 0 31 0 2600 4.30 0.76 41.91 0| 0 0 0 2700 3.57 0.70 40.31 0| 0 0 0 2800 2.89 0.63 38.80 0| 0 45 0 2900 2.27 0.56 37.08 0| 0 39 0 3000 1.72 0.48 35.42 0| 0 60 0 3100 0.86 1.29 0.40 34.37 1.24 0.86 9| 0 42 0 3200 0.66 0.25 32.80 0| 4 48 +4 3400 0.28 0.13 31.01 0| 0 77 0 3600 0.13 0.07 30.96 0| 0 0 0 3800 Total 9| 4 342 +4 Indicative a-t-m Vol 36.93 Underlying Price 30.315 Time to expiry: 107 Days Dec 10 18.38 0.99 77.00 0| 0 0 0 1200 15.89 0.98 69.89 0| 0 0 0 1454 12.39 0.96 61.13 0| 0 0 0 1817 10.63 0.94 55.08 0| 0 0 0 2000 8.97 0.91 51.33 0| 0 3,000 0 2180 7.03 0.85 46.76 0| 0 0 0 2400 5.82 0.81 44.10 0| 0 6,000 0 2544 3.90 0.69 40.11 0| 0 0 0 2800 3.19 0.62 38.60 0| 0 761 0 2907 2.64 0.57 37.33 0| 0 895 0 3000 1.33 0.38 33.92 0| 1,600 7,215 +1,600 3271 0.93 0.30 32.93 0| 0 10,811 0 3400 0.47 0.18 31.38 0| 0 3,334 0 3600 0.42 0.17 31.16 0| 0 5,201 0 3634 0.22 0.10 30.32 0| 846 4,109 -846 3800 0.10 0.05 29.35 0| 0 9,756 0 3997 0.10 0.05 29.42 0| 0 5,565 0 4000 0.03 0.02 27.91 0| 0 2,550 0 4200 0.01 0.01 27.31 0| 0 3,051 0 4361 0.01 0.00 26.80 0| 0 8,082 0 4543 0.01 0.00 26.34 0| 0 1 0 4800 0.01 0.00 26.15 0| 0 1,101 0 5088 0.01 0.00 26.38 0| 0 51 0 5451 0.01 0.00 27.04 0| 0 0 0 5814 0.01 0.00 28.75 0| 0 2 0 6360 0.01 0.00 33.00 0| 0 1 0 7268 Total 0| 2,446 71,486 +754 Indicative a-t-m Vol 37.11 Underlying Price 30.315 Time to expiry: 198 Days Mar 11 11.05 0.90 51.82 0| 0 0 0 2000 9.30 0.86 48.08 0| 0 0 0 2200 7.66 0.81 45.09 0| 0 0 0 2400 6.13 0.75 42.13 0| 0 0 0 2600 4.75 0.67 39.70 0| 0 0 0 2800 3.54 0.58 37.46 0| 75 201 +75 3000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.50 0.48 35.26 0| 0 96 0 3200 1.48 1.70 0.37 33.52 1.48 1.48 65| 0 871 0 3400 1.12 0.28 32.32 0| 0 1,183 0 3600 0.68 0.20 31.04 0| 27 930 +27 3800 0.42 0.13 30.44 0| 0 1,410 0 4000 0.23 0.08 29.24 0| 0 30 0 4200 0.12 0.05 28.57 0| 0 178 0 4400 0.05 0.02 29.56 0| 0 113 0 4800 0.02 0.01 33.00 0| 0 158 0 5600 Total 65| 102 5,170 +102 Indicative a-t-m Vol 37.63 Underlying Price 30.315 Time to expiry: 289 Days Jun 11 18.52 0.98 63.05 0| 0 0 0 1200 14.76 0.95 55.05 0| 0 0 0 1600 12.95 0.93 51.61 0| 0 0 0 1800 11.22 0.89 48.93 0| 0 0 0 2000 9.55 0.85 45.98 0| 0 0 0 2200 7.99 0.80 43.70 0| 0 0 0 2400 6.54 0.74 41.38 0| 0 0 0 2600 5.26 0.67 39.69 0| 0 146 0 2800 4.12 0.59 37.99 0| 0 2,000 0 3000 2.81 3.06 0.50 35.72 2.81 2.81 29| 0 75 0 3200 2.25 0.41 34.35 0| 26 52 +21 3400 1.62 1.62 0.33 33.23 1.62 1.62 32| 0 103 0 3600 0.73 0.19 30.87 0| 0 285 0 4000 0.33 0.10 30.18 0| 75 274 -2 4400 0.18 0.21 0.07 29.51 0.18 0.18 70| 0 5,276 0 4600 0.13 0.04 28.95 0| 0 4,173 0 4800 0.03 0.01 33.00 0| 0 50 0 6000 Total 131| 101 12,434 +19 Indicative a-t-m Vol 36.35 Underlying Price 30.315 Time to expiry: 471 Days Dec 11 18.61 0.97 60.00 0| 0 0 0 1200 14.94 0.93 51.87 0| 0 0 0 1600 13.20 0.91 48.80 0| 0 0 0 1800 11.53 0.87 45.93 0| 0 0 0 2000 9.94 0.83 43.50 0| 0 0 0 2200 8.47 0.78 41.37 0| 0 0 0 2400 5.91 0.66 37.89 0| 0 0 0 2800 3.87 0.52 35.24 0| 0 3 0 3200 2.42 0.38 33.22 0| 0 4,200 0 3600 1.43 0.26 31.71 0| 0 31,000 0 4000 0.34 0.09 29.59 0| 0 27,000 0 5000 0.15 0.04 32.00 0| 0 0 0 6000 0.03 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 39.72 Underlying Price 30.315 Time to expiry: 653 Days Jun 12 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.11 0.92 51.60 0| 0 0 0 1600 11.97 0.85 47.29 0| 0 0 0 2000 10.58 0.81 45.80 0| 0 0 0 2200 9.24 0.76 43.84 0| 0 0 0 2400 6.98 0.66 41.52 0| 0 0 0 2800 4.97 0.55 38.41 0| 0 0 0 3200 3.40 0.44 35.87 0| 0 0 0 3600 2.24 0.33 33.92 0| 0 0 0 4000 0.95 0.18 31.96 0| 0 0 0 4800 0.28 0.06 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 39.77 Underlying Price 30.315 Time to expiry: 842 Days Dec 12 15.24 0.92 50.14 0| 0 0 0 1600 12.28 0.84 46.50 0| 0 0 0 2000 9.74 0.76 43.79 0| 0 0 0 2400 7.56 0.66 41.39 0| 0 0 0 2800 5.63 0.57 38.60 0| 0 750 0 3200 4.09 0.47 36.31 0| 0 0 0 3600 2.99 0.38 35.10 0| 0 0 0 4000 1.49 0.23 32.83 0| 0 0 0 4800 0.55 0.10 31.57 0| 0 0 0 6000 0.13 0.03 31.50 0| 0 0 0 8000 Total 0| 0 750 0 Indicative a-t-m Vol 39.63 Underlying Price 30.315 Time to expiry: 1024 Days Jun 13 12.35 0.84 46.30 0| 0 0 0 2000 9.86 0.76 43.31 0| 0 0 0 2400 7.76 0.67 40.79 0| 0 0 0 2800 6.02 0.58 38.79 0| 0 0 0 3200 4.52 0.49 36.70 0| 0 0 0 3600 3.42 0.41 35.54 0| 0 0 0 4000 1.91 0.27 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 39.88 Underlying Price 30.315 Time to expiry: 1206 Days Dec 13 15.33 0.91 49.00 0| 0 0 0 1600 12.65 0.84 46.39 0| 0 0 0 2000 10.25 0.76 43.22 0| 0 0 0 2400 6.53 0.59 38.99 0| 0 0 0 3200 3.97 0.43 36.03 0| 0 0 0 4000 2.40 0.30 34.11 0| 0 0 0 4800 1.12 0.17 32.52 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 39.85 Underlying Price 30.315 Time to expiry: 1570 Days Dec 14 12.79 0.84 46.20 0| 0 0 0 2000 10.55 0.76 43.10 0| 0 0 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 24 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.07 0.61 38.99 0| 0 0 0 3200 4.52 0.46 35.76 0| 0 0 0 4000 2.94 0.34 33.94 0| 0 0 0 4800 1.65 0.22 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 834| 3,303 198,032 +1,281 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 34.87 Underlying Price 30.315 Time to expiry: 16 Days Sep 10 0.01 0.00 61.05 0| 0 200 0 2000 0.01 0.00 53.77 0| 0 261 0 2200 0.01 0.00 49.96 0| 0 0 0 2300 0.01 -0.01 46.94 0| 2 1,444 0 2400 0.05 -0.04 42.70 0| 1 932 -1 2600 0.10 -0.08 39.34 0| 75 75 +75 2700 0.49 0.21 -0.16 38.15 0.49 0.33 125| 4,131 11,740 +496 2800 0.60 0.42 -0.27 36.67 0.60 0.40 1,082| 300 2,709 +300 2900 0.70 0.76 -0.43 35.24 0.70 0.70 2| 1,500 5,892 +500 3000 1.28 -0.60 34.08 0| 0 247 0 3100 1.97 -0.77 32.98 0| 0 5,274 0 3200 2.81 -0.88 32.98 0| 0 100 0 3300 3.73 -0.94 33.29 0| 0 2,290 0 3400 4.70 -0.98 33.45 0| 0 1,334 0 3500 5.69 -0.99 33.83 0| 0 1,336 0 3600 7.69 -1.00 33.95 0| 0 146 0 3800 9.68 -1.00 34.41 0| 0 30 0 4000 11.69 -1.00 35.18 0| 0 0 0 4200 13.69 -1.00 36.20 0| 0 0 0 4400 17.68 -1.00 38.87 0| 0 0 0 4800 25.69 -1.00 46.05 0| 0 0 0 5600 Total 1,209| 6,009 34,010 +1,370 Indicative a-t-m Vol 35.37 Underlying Price 30.315 Time to expiry: 44 Days Oct 10 0.13 -0.05 51.29 0| 0 76 0 2300 0.24 0.18 -0.07 48.53 0.24 0.24 43| 0 141 0 2400 0.46 0.35 -0.14 43.39 0.46 0.46 41| 50 639 -37 2600 0.50 -0.19 41.44 0| 226 265 0 2700 0.97 0.70 -0.26 39.30 0.97 0.97 875| 44 4,372 -44 2800 0.98 -0.34 37.46 0| 0 165 0 2900 1.36 -0.44 35.89 0| 0 2,461 0 3000 1.83 -0.55 34.26 0| 0 65 0 3100 2.44 -0.66 33.36 0| 0 139 0 3200 3.15 -0.75 32.54 0| 0 62 0 3300 3.96 -0.83 32.03 0| 0 34 0 3400 4.84 -0.89 31.63 0| 0 10 0 3500 5.76 -0.94 31.34 0| 0 0 0 3600 7.71 -0.97 33.21 0| 0 0 0 3800 9.70 -0.99 36.00 0| 0 0 0 4000 Total 959| 320 8,429 -81 Indicative a-t-m Vol 36.55 Underlying Price 30.315 Time to expiry: 79 Days Nov 10 0.35 -0.09 49.72 0| 0 75 0 2300 0.45 -0.12 47.67 0| 75 113 +75 2400 0.68 0.57 -0.15 45.41 0.68 0.68 75| 1,980 1,980 +1,980 2500 0.73 -0.19 43.44 0| 0 62 0 2600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.94 -0.24 41.91 0| 0 0 0 2700 1.21 -0.30 40.31 0| 0 67 0 2800 1.54 -0.37 38.80 0| 45 45 +5 2900 1.91 -0.44 37.08 0| 1,500 1,500 +1,500 3000 2.37 -0.52 35.42 0| 0 0 0 3100 2.93 -0.60 34.37 0| 0 10 0 3200 4.30 -0.75 32.80 0| 0 0 0 3400 5.93 -0.87 31.01 0| 0 0 0 3600 7.78 -0.94 30.96 0| 0 0 0 3800 Total 75| 3,600 3,852 +3,560 Indicative a-t-m Vol 36.93 Underlying Price 30.315 Time to expiry: 107 Days Dec 10 0.03 -0.01 77.00 0| 0 54 0 1200 0.08 -0.02 69.89 0| 0 160 0 1454 0.20 -0.04 61.13 0| 0 139 0 1817 0.27 -0.06 55.08 0| 0 160 0 2000 0.41 -0.09 51.33 0| 0 3,242 0 2180 0.65 -0.15 46.76 0| 0 2,812 0 2400 0.89 -0.19 44.10 0| 0 1,403 0 2544 1.52 -0.31 40.11 0| 0 14,000 0 2800 1.87 -0.38 38.60 0| 0 2,185 0 2907 2.25 -0.44 37.33 0| 0 7,139 0 3000 3.66 -0.62 33.92 0| 0 4,149 0 3271 4.54 -0.71 32.93 0| 0 5,857 0 3400 6.09 -0.82 31.38 0| 0 1,073 0 3600 6.38 -0.84 31.16 0| 0 1,237 0 3634 7.85 -0.91 30.32 0| 0 2,340 0 3800 9.70 -0.96 29.35 0| 0 20 0 3997 9.73 -0.96 29.42 0| 0 0 0 4000 11.69 -0.99 27.91 0| 0 0 0 4200 13.30 -1.00 27.31 0| 0 9 0 4361 15.12 -1.00 26.80 0| 0 10 0 4543 17.68 -1.00 26.34 0| 0 0 0 4800 20.57 -1.00 26.15 0| 0 10 0 5088 24.20 -1.00 26.38 0| 0 10 0 5451 27.83 -1.00 27.04 0| 0 10 0 5814 33.28 -1.00 28.75 0| 0 10 0 6360 42.37 -1.00 33.00 0| 0 10 0 7268 Total 0| 0 46,039 0 Indicative a-t-m Vol 37.11 Underlying Price 30.315 Time to expiry: 198 Days Mar 11 0.65 -0.10 51.82 0| 8 597 -8 2000 0.89 -0.14 48.08 0| 0 552 0 2200 1.25 -0.19 45.09 0| 51 1,360 +45 2400 1.71 -0.25 42.13 0| 0 30 0 2600 2.33 -0.33 39.70 0| 0 500 0 2800 3.11 -0.43 37.46 0| 43 1,620 +43 3000 4.07 -0.53 35.26 0| 0 735 0 3200 5.27 -0.63 33.52 0| 0 647 0 3400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 27 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.68 -0.72 32.32 0| 0 78 0 3600 8.24 -0.81 31.04 0| 0 89 0 3800 9.99 -0.87 30.44 0| 0 300 0 4000 11.80 -0.93 29.24 0| 0 0 0 4200 13.72 -0.97 28.57 0| 0 0 0 4400 17.68 -1.00 29.56 0| 0 0 0 4800 25.69 -1.00 33.00 0| 0 0 0 5600 Total 0| 102 6,508 +80 Indicative a-t-m Vol 37.63 Underlying Price 30.315 Time to expiry: 289 Days Jun 11 0.23 -0.03 63.05 0| 0 464 0 1200 0.52 -0.07 55.05 0| 0 172 0 1600 0.74 -0.09 51.61 0| 0 195 0 1800 1.04 -0.13 48.93 0| 0 196 0 2000 1.61 1.41 -0.18 45.98 1.61 1.55 58| 0 97 0 2200 1.90 -0.23 43.70 0| 0 4,012 0 2400 2.49 -0.29 41.38 0| 0 0 0 2600 3.26 -0.37 39.69 0| 0 1,150 0 2800 4.17 -0.45 37.99 0| 0 5,001 0 3000 5.16 -0.53 35.72 0| 0 1,908 0 3200 6.39 -0.62 34.35 0| 0 110 0 3400 7.79 -0.69 33.23 0| 0 146 0 3600 10.94 -0.83 30.87 0| 0 254 0 4000 14.56 -0.91 30.18 0| 0 208 0 4400 16.43 -0.94 29.51 0| 0 0 0 4600 18.34 -0.96 28.95 0| 0 0 0 4800 30.16 -0.99 33.00 0| 0 0 0 6000 Total 58| 0 13,913 0 Indicative a-t-m Vol 36.35 Underlying Price 30.315 Time to expiry: 471 Days Dec 11 0.52 -0.05 60.00 0| 0 0 0 1200 0.92 -0.09 51.87 0| 0 0 0 1600 1.23 -0.12 48.80 0| 0 0 0 1800 1.58 -0.15 45.93 0| 0 0 0 2000 2.02 -0.19 43.50 0| 0 0 0 2200 2.57 -0.24 41.37 0| 0 0 0 2400 4.04 -0.36 37.89 0| 0 2,000 0 2800 6.02 -0.50 35.24 0| 0 1,450 0 3200 8.56 -0.63 33.22 0| 0 4,500 0 3600 11.56 -0.75 31.71 0| 0 1,850 0 4000 20.43 -0.93 29.59 0| 0 0 0 5000 30.18 -0.97 32.00 0| 0 0 0 6000 39.98 -0.99 29.68 0| 0 0 0 7000 49.88 -1.00 31.00 0| 0 0 0 8000 Total 0| 0 9,800 0 Indicative a-t-m Vol 39.72 Underlying Price 30.315 Time to expiry: 653 Days Jun 12 1.52 -0.11 51.60 0| 0 0 0 1600 2.53 -0.18 47.29 0| 0 0 0 2000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.17 -0.23 45.80 0| 0 0 0 2200 3.88 -0.27 43.84 0| 0 0 0 2400 5.66 -0.37 41.52 0| 0 0 0 2800 7.68 -0.48 38.41 0| 0 0 0 3200 10.11 -0.59 35.87 0| 0 0 0 3600 12.93 -0.69 33.92 0| 0 0 0 4000 19.56 -0.84 31.96 0| 0 0 0 4800 30.66 -0.94 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 39.77 Underlying Price 30.315 Time to expiry: 842 Days Dec 12 1.89 -0.12 50.14 0| 0 0 0 1600 3.03 -0.19 46.50 0| 0 0 0 2000 4.52 -0.27 43.79 0| 0 0 0 2400 6.33 -0.36 41.39 0| 0 0 0 2800 8.36 -0.45 38.60 0| 0 750 0 3200 10.76 -0.55 36.31 0| 0 1,000 0 3600 13.60 -0.63 35.10 0| 0 0 0 4000 19.95 -0.78 32.83 0| 0 0 0 4800 30.75 -0.91 31.57 0| 0 0 0 6000 49.86 -0.97 31.50 0| 0 0 0 8000 Total 0| 0 1,750 0 Indicative a-t-m Vol 39.63 Underlying Price 30.315 Time to expiry: 1024 Days Jun 13 3.67 -0.20 46.30 0| 0 0 0 2000 5.24 -0.28 43.31 0| 0 0 0 2400 7.11 -0.36 40.79 0| 0 0 0 2800 9.31 -0.45 38.79 0| 0 0 0 3200 11.73 -0.54 36.70 0| 0 0 0 3600 14.53 -0.61 35.54 0| 0 0 0 4000 20.76 -0.75 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 39.88 Underlying Price 30.315 Time to expiry: 1206 Days Dec 13 2.67 -0.14 49.00 0| 0 0 0 1600 4.12 -0.20 46.39 0| 0 0 0 2000 5.69 -0.27 43.22 0| 0 0 0 2400 9.79 -0.43 38.99 0| 0 3 0 3200 14.95 -0.58 36.03 0| 0 0 0 4000 21.05 -0.71 34.11 0| 0 0 0 4800 31.26 -0.84 32.52 0| 0 0 0 6000 Total 0| 0 3 0 Indicative a-t-m Vol 39.85 Underlying Price 30.315 Time to expiry: 1570 Days Dec 14 4.99 -0.21 46.20 0| 0 0 0 2000 6.66 -0.27 43.10 0| 0 0 0 2400 10.83 -0.41 38.99 0| 0 0 0 3200 15.80 -0.55 35.76 0| 0 0 0 4000 21.72 -0.67 33.94 0| 0 0 0 4800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 29 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 31.63 -0.79 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 2,301| 10,031 124,304 +4,929 Grand Total 3,135| 13,334 322,336 +6,210 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 35.14 Underlying Price 30.315 Time to expiry: 16 Days Sep 10 18.32 1.00 144.12 0| 0 0 0 1200 15.78 1.00 106.16 0| 0 0 0 1454 12.15 1.00 72.99 0| 0 0 0 1817 10.32 1.00 61.05 0| 0 110 0 2000 8.52 1.00 53.85 0| 0 30 0 2180 7.32 1.00 49.96 0| 0 0 0 2300 6.33 0.99 46.94 0| 0 60 0 2400 4.91 0.97 42.77 0| 0 0 0 2544 3.42 0.92 39.34 0| 0 0 0 2700 2.53 0.84 38.15 0| 0 0 0 2800 1.69 0.72 36.71 0| 0 30 0 2907 1.09 0.57 35.24 0| 0 0 0 3000 0.67 0.42 34.96 0| 0 2,500 0 3089 0.29 0.24 32.98 0| 0 0 0 3200 0.18 0.16 33.86 0| 0 6,572 0 3271 0.05 0.06 33.29 0| 0 0 0 3400 0.03 0.04 33.30 0| 0 5,000 0 3452 0.02 0.02 33.45 0| 0 1,400 0 3500 0.01 0.01 33.18 0| 0 11,378 0 3634 0.01 0.00 33.95 0| 0 32,910 0 3800 0.01 0.00 34.41 0| 0 400 0 4000 0.01 0.00 34.35 0| 0 40 0 4088 0.01 0.00 35.18 0| 0 50 0 4200 0.01 0.00 35.80 0| 0 16 0 4361 0.01 0.00 37.00 0| 0 5,176 0 4543 0.01 0.00 38.87 0| 0 5,000 0 4800 0.01 0.00 40.61 0| 0 97 0 4997 0.01 0.00 44.82 0| 0 0 0 5451 0.01 0.00 49.43 0| 0 80 0 5905 Total 0| 0 70,849 0 Indicative a-t-m Vol 37.12 Underlying Price 30.315 Time to expiry: 198 Days Mar 11 18.34 0.99 55.06 0| 0 0 0 1200 15.92 0.98 57.26 0| 0 0 0 1454 12.60 0.93 54.14 0| 0 0 0 1817 10.99 0.90 51.82 0| 0 0 0 2000 9.44 0.87 48.70 0| 0 0 0 2180 7.62 0.81 45.09 0| 0 0 0 2400 6.52 0.76 43.15 0| 0 0 0 2544 4.72 0.67 39.70 0| 0 0 0 2800 4.04 0.62 38.35 0| 0 0 0 2907 3.51 0.57 37.46 0| 0 0 0 3000 2.17 0.44 34.53 0| 0 0 0 3271 1.50 0.35 33.03 0| 0 0 0 3452 0.99 0.26 31.79 0| 0 15 0 3634 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.67 0.19 31.04 0| 0 30 0 3800 0.42 0.13 30.44 0| 0 110 0 4000 0.32 0.11 29.80 0| 0 0 0 4088 0.23 0.08 29.24 0| 0 567 0 4200 0.15 0.06 29.32 0| 0 0 0 4361 0.10 0.04 29.27 0| 0 15 0 4543 0.05 0.02 29.56 0| 0 0 0 4800 0.04 0.02 30.04 0| 0 252 0 4997 0.02 0.01 31.95 0| 0 0 0 5451 0.02 0.01 34.85 0| 0 0 0 5905 Total 0| 0 989 0 Indicative a-t-m Vol 37.59 Underlying Price 30.315 Time to expiry: 380 Days Sep 11 17.73 0.97 54.44 0| 0 0 0 1200 15.52 0.94 54.16 0| 0 0 0 1454 12.53 0.89 51.32 0| 0 0 0 1817 11.09 0.85 49.49 0| 0 0 0 2000 9.74 0.81 47.63 0| 0 0 0 2180 8.20 0.76 45.37 0| 0 0 0 2400 7.25 0.72 43.93 0| 0 0 0 2544 4.92 0.60 39.00 0| 0 0 0 2907 3.06 0.47 34.89 0| 0 0 0 3271 1.81 0.33 32.70 0| 0 20 0 3634 0.97 0.21 30.66 0| 0 51 0 4000 0.37 0.10 29.00 0| 0 30 0 4543 0.08 0.03 28.81 0| 0 0 0 5451 Total 0| 0 101 0 Indicative a-t-m Vol 37.90 Underlying Price 30.315 Time to expiry: 562 Days Mar 12 15.73 0.94 47.54 0| 0 0 0 1454 12.83 0.88 45.14 0| 0 0 0 1817 11.48 0.84 43.95 0| 0 0 0 2000 10.21 0.81 42.82 0| 0 0 0 2180 8.80 0.75 41.76 0| 0 0 0 2400 5.93 0.62 38.65 0| 0 0 0 2907 4.55 0.53 36.90 0| 0 0 0 3200 2.93 0.41 34.46 0| 0 0 0 3634 2.01 0.31 33.48 0| 0 0 0 4000 1.18 0.21 32.94 0| 0 0 0 4543 0.48 0.10 32.51 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 38.16 Underlying Price 30.315 Time to expiry: 751 Days Sep 12 15.16 0.91 47.93 0| 0 0 0 1454 12.51 0.85 45.44 0| 0 0 0 1817 11.26 0.82 44.15 0| 0 0 0 2000 10.11 0.78 43.18 0| 0 0 0 2180 8.86 0.73 42.15 0| 0 0 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.20 0.61 38.97 0| 0 0 0 2907 4.88 0.53 37.08 0| 0 0 0 3200 3.37 0.42 35.08 0| 0 0 0 3634 2.46 0.34 34.08 0| 0 0 0 4000 1.83 0.27 33.59 0| 0 0 0 4361 1.28 0.21 33.29 0| 0 0 0 4800 0.79 0.14 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 39.48 Underlying Price 30.315 Time to expiry: 926 Days Mar 13 15.69 0.90 48.76 0| 0 0 0 1454 13.20 0.85 46.55 0| 0 0 0 1817 12.04 0.81 45.28 0| 0 0 0 2000 10.96 0.78 44.31 0| 0 0 0 2180 9.70 0.74 42.94 0| 0 0 0 2400 7.21 0.63 40.36 0| 0 0 0 2907 5.83 0.56 38.29 0| 0 0 0 3200 4.32 0.47 36.50 0| 0 0 0 3634 3.30 0.39 35.33 0| 0 0 0 4000 2.54 0.33 34.54 0| 0 0 0 4361 1.97 0.27 34.58 0| 0 0 0 4800 1.34 0.20 34.67 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.66 Underlying Price 30.315 Time to expiry: 1115 Days Sep 13 14.20 0.86 48.70 0| 0 0 0 1600 11.81 0.80 46.26 0| 0 0 0 2000 9.67 0.73 43.82 0| 0 0 0 2400 6.20 0.57 39.82 0| 0 0 0 3200 3.68 0.41 36.42 0| 0 0 0 4000 2.34 0.30 35.52 0| 0 0 0 4800 1.38 0.19 36.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.40 Underlying Price 30.315 Time to expiry: 1297 Days Mar 14 14.88 0.86 50.12 0| 0 0 0 1600 12.46 0.80 46.50 0| 0 0 0 2000 10.50 0.74 44.80 0| 0 0 0 2400 7.01 0.60 40.50 0| 0 0 0 3200 4.47 0.45 37.18 0| 0 0 0 4000 3.01 0.34 36.20 0| 0 0 0 4800 1.97 0.24 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.24 Underlying Price 30.315 Time to expiry: 1479 Days Sep 14 12.34 0.80 48.90 0| 0 0 0 2000 10.35 0.73 45.87 0| 0 0 0 2400 7.07 0.60 41.28 0| 0 0 0 3200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.63 0.46 37.96 0| 0 0 0 4000 3.27 0.36 37.18 0| 0 0 0 4800 2.24 0.26 37.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.24 Underlying Price 30.315 Time to expiry: 1661 Days Mar 15 12.89 0.80 48.90 0| 0 0 0 2000 10.95 0.74 45.87 0| 0 0 0 2400 7.68 0.62 41.28 0| 0 0 0 3200 5.23 0.49 37.96 0| 0 0 0 4000 3.79 0.39 37.18 0| 0 0 0 4800 2.81 0.30 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 71,939 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 35.14 Underlying Price 30.315 Time to expiry: 16 Days Sep 10 0.01 0.00 144.12 0| 0 10 0 1200 0.01 0.00 106.16 0| 0 0 0 1454 0.01 0.00 72.99 0| 0 10 0 1817 0.01 0.00 61.05 0| 0 30 0 2000 0.01 0.00 53.85 0| 0 754 0 2180 0.01 0.00 49.96 0| 0 0 0 2300 0.01 -0.01 46.94 0| 0 174 0 2400 0.03 -0.03 42.77 0| 0 100 0 2544 0.10 -0.08 39.34 0| 0 0 0 2700 0.21 -0.16 38.15 0| 0 0 0 2800 0.44 -0.28 36.71 0| 0 35 0 2907 0.76 -0.43 35.24 0| 0 120 0 3000 1.23 -0.58 34.96 0| 0 210 0 3089 1.97 -0.76 32.98 0| 0 0 0 3200 2.57 -0.84 33.86 0| 0 6,260 0 3271 3.73 -0.94 33.29 0| 0 0 0 3400 4.23 -0.96 33.30 0| 0 2,446 0 3452 4.70 -0.98 33.45 0| 0 0 0 3500 6.02 -0.99 33.18 0| 0 640 0 3634 7.68 -1.00 33.95 0| 0 32,540 0 3800 9.68 -1.00 34.41 0| 0 0 0 4000 10.56 -1.00 34.35 0| 0 40 0 4088 11.68 -1.00 35.18 0| 0 5 0 4200 13.29 -1.00 35.80 0| 0 0 0 4361 15.11 -1.00 37.00 0| 0 5,000 0 4543 17.68 -1.00 38.87 0| 0 100 0 4800 19.64 -1.00 40.61 0| 0 500 0 4997 24.18 -1.00 44.82 0| 0 170 0 5451 28.72 -1.00 49.43 0| 0 0 0 5905 Total 0| 0 49,144 0 Indicative a-t-m Vol 37.12 Underlying Price 30.315 Time to expiry: 198 Days Mar 11 0.03 -0.01 55.06 0| 0 400 0 1200 0.14 -0.02 57.26 0| 0 0 0 1454 0.43 -0.07 54.14 0| 0 0 0 1817 0.65 -0.10 51.82 0| 0 400 0 2000 0.88 -0.13 48.70 0| 0 117 0 2180 1.25 -0.19 45.09 0| 0 484 0 2400 1.58 -0.24 43.15 0| 0 500 0 2544 2.33 -0.33 39.70 0| 0 30 0 2800 2.71 -0.38 38.35 0| 0 0 0 2907 3.11 -0.43 37.46 0| 0 20 0 3000 4.47 -0.56 34.53 0| 0 241 0 3271 5.60 -0.65 33.03 0| 0 3,770 0 3452 6.90 -0.74 31.79 0| 0 500 0 3634 8.23 -0.81 31.04 0| 0 500 0 3800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.97 -0.87 30.44 0| 0 0 0 4000 10.74 -0.89 29.80 0| 0 0 0 4088 11.76 -0.92 29.24 0| 0 400 0 4200 13.30 -0.94 29.32 0| 0 0 0 4361 15.05 -0.96 29.27 0| 0 1,000 0 4543 17.56 -0.98 29.56 0| 0 0 0 4800 19.50 -0.98 30.04 0| 0 0 0 4997 24.00 -0.99 31.95 0| 0 0 0 5451 28.52 -0.99 34.85 0| 0 0 0 5905 Total 0| 0 8,362 0 Indicative a-t-m Vol 37.59 Underlying Price 30.315 Time to expiry: 380 Days Sep 11 0.21 -0.03 54.44 0| 0 0 0 1200 0.51 -0.06 54.16 0| 0 0 0 1454 1.11 -0.11 51.32 0| 0 0 0 1817 1.48 -0.15 49.49 0| 0 0 0 2000 1.90 -0.19 47.63 0| 0 0 0 2180 2.53 -0.24 45.37 0| 0 0 0 2400 3.01 -0.28 43.93 0| 0 40 0 2544 4.26 -0.40 39.00 0| 0 700 0 2907 6.00 -0.53 34.89 0| 0 300 0 3271 8.34 -0.67 32.70 0| 0 0 0 3634 11.11 -0.79 30.66 0| 0 20 0 4000 15.87 -0.90 29.00 0| 0 0 0 4543 24.56 -0.97 28.81 0| 0 0 0 5451 Total 0| 0 1,060 0 Indicative a-t-m Vol 37.90 Underlying Price 30.315 Time to expiry: 562 Days Mar 12 0.62 -0.06 47.54 0| 0 0 0 1454 1.28 -0.12 45.14 0| 0 0 0 1817 1.72 -0.16 43.95 0| 0 90 0 2000 2.22 -0.19 42.82 0| 0 0 0 2180 2.96 -0.25 41.76 0| 0 0 0 2400 5.06 -0.38 38.65 0| 0 0 0 2907 6.56 -0.47 36.90 0| 0 0 0 3200 9.19 -0.59 34.46 0| 0 0 0 3634 11.87 -0.69 33.48 0| 0 0 0 4000 16.36 -0.79 32.94 0| 0 0 0 4543 24.57 -0.90 32.51 0| 0 0 0 5451 Total 0| 0 90 0 Indicative a-t-m Vol 38.16 Underlying Price 30.315 Time to expiry: 751 Days Sep 12 1.09 -0.09 47.93 0| 0 0 0 1454 1.97 -0.15 45.44 0| 0 0 0 1817 2.49 -0.18 44.15 0| 0 0 0 2000 3.10 -0.22 43.18 0| 0 0 0 2180 3.99 -0.27 42.15 0| 0 0 0 2400 6.25 -0.39 38.97 0| 0 0 0 2907 7.78 -0.47 37.08 0| 0 0 0 3200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.49 -0.58 35.08 0| 0 0 0 3634 13.14 -0.66 34.08 0| 0 0 0 4000 16.01 -0.73 33.59 0| 0 0 0 4361 19.74 -0.79 33.29 0| 0 0 0 4800 25.58 -0.86 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 39.48 Underlying Price 30.315 Time to expiry: 926 Days Mar 13 1.48 -0.10 48.76 0| 0 0 0 1454 2.48 -0.15 46.55 0| 0 0 0 1817 3.08 -0.19 45.28 0| 0 0 0 2000 3.74 -0.22 44.31 0| 0 0 0 2180 4.60 -0.26 42.94 0| 0 0 0 2400 6.98 -0.37 40.36 0| 0 0 0 2907 8.43 -0.44 38.29 0| 0 0 0 3200 11.09 -0.53 36.50 0| 0 150 0 3634 13.60 -0.61 35.33 0| 0 0 0 4000 16.31 -0.67 34.54 0| 0 0 0 4361 19.96 -0.73 34.58 0| 0 0 0 4800 25.61 -0.80 34.67 0| 0 0 0 5451 Total 0| 0 150 0 Indicative a-t-m Vol 40.66 Underlying Price 30.315 Time to expiry: 1115 Days Sep 13 2.45 -0.14 48.70 0| 0 0 0 1600 3.87 -0.20 46.26 0| 0 0 0 2000 5.53 -0.27 43.82 0| 0 150 0 2400 9.67 -0.43 39.82 0| 0 0 0 3200 14.76 -0.59 36.42 0| 0 0 0 4000 21.04 -0.70 35.52 0| 0 0 0 4800 31.49 -0.81 36.08 0| 0 0 0 6000 Total 0| 0 150 0 Indicative a-t-m Vol 41.40 Underlying Price 30.315 Time to expiry: 1297 Days Mar 14 2.90 -0.14 49.81 0| 0 0 0 1600 4.27 -0.20 46.50 0| 0 0 0 2000 6.07 -0.26 44.80 0| 0 0 0 2400 10.10 -0.40 40.50 0| 0 0 0 3200 15.07 -0.55 37.18 0| 0 0 0 4000 21.13 -0.66 36.20 0| 0 0 0 4800 31.37 -0.76 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.24 Underlying Price 30.315 Time to expiry: 1479 Days Sep 14 5.20 -0.20 48.90 0| 0 0 0 2000 6.92 -0.27 45.87 0| 0 0 0 2400 11.05 -0.40 41.28 0| 0 0 0 3200 16.02 -0.54 37.96 0| 0 0 0 4000 22.08 -0.64 37.18 0| 0 0 0 4800 32.17 -0.74 37.86 0| 0 0 0 6000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 42.24 Underlying Price 30.315 Time to expiry: 1661 Days Mar 15 5.46 -0.20 48.90 0| 0 0 0 2000 7.17 -0.26 45.87 0| 0 0 0 2400 11.21 -0.38 41.28 0| 0 0 0 3200 16.06 -0.51 37.96 0| 0 0 0 4000 21.93 -0.61 37.18 0| 0 0 0 4800 31.91 -0.70 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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22.80 Underlying Price 46.620 Time to expiry: 16 Days Sep 10 14.63 1.00 54.00 0| 0 0 0 3200 10.65 0.99 53.44 0| 0 0 0 3600 8.67 0.98 49.10 0| 0 0 0 3800 6.68 0.97 38.82 0| 0 0 0 4000 4.68 0.96 28.31 0| 0 8 0 4200 3.72 0.92 26.92 0| 0 118 0 4300 1.75 2.81 0.86 25.21 2.13 1.75 115| 0 176 0 4400 1.62 2.00 0.75 24.89 1.63 1.60 495| 0 951 0 4500 0.78 1.29 0.61 23.71 0.78 0.78 10| 0 780 0 4600 0.72 0.44 22.24 0| 75 1,710 -33 4700 0.34 0.36 0.27 21.55 0.34 0.34 57| 1 7,409 0 4800 0.13 0.15 0.14 20.99 0.14 0.13 125| 0 205 0 4900 0.09 0.07 0.07 21.86 0.09 0.09 50| 0 11,514 0 5000 0.04 0.03 27.19 0| 0 6,796 0 5200 0.01 0.01 33.92 0| 0 5,874 0 5600 0.01 0.00 40.42 0| 0 5,200 0 6000 0.01 0.00 48.88 0| 0 71 0 6400 0.01 0.00 54.31 0| 0 19 0 7200 0.01 0.00 62.33 0| 0 0 0 8000 Total 852| 76 40,831 -33 Indicative a-t-m Vol 23.74 Underlying Price 46.620 Time to expiry: 44 Days Oct 10 8.75 0.96 34.96 0| 0 0 0 3800 6.82 0.93 31.47 0| 0 0 0 4000 4.99 0.86 28.71 0| 0 78 0 4200 4.12 0.82 27.31 0| 0 0 0 4300 3.30 0.75 25.99 0| 9 235 +9 4400 2.56 0.68 25.08 0| 0 38 0 4500 1.70 1.91 0.58 24.15 1.93 1.69 93| 0 243 0 4600 1.37 0.48 23.48 0| 0 140 0 4700 0.93 0.38 22.72 0| 0 2,157 0 4800 0.60 0.28 22.27 0| 0 131 0 4900 0.30 0.38 0.19 21.95 0.30 0.30 10| 0 303 0 5000 0.12 0.08 21.40 0| 0 174 0 5200 0.04 0.02 25.86 0| 0 77 0 5600 0.01 0.00 27.00 0| 0 0 0 6000 Total 103| 9 3,576 +9 Indicative a-t-m Vol 24.58 Underlying Price 46.620 Time to expiry: 79 Days Nov 10 8.95 0.92 32.86 0| 0 0 0 3800 7.10 0.88 30.15 0| 0 0 0 4000 5.39 0.81 28.31 0| 0 0 0 4200 4.59 0.76 27.47 0| 75 75 +75 4300 3.83 0.71 26.42 0| 0 0 0 4400 3.15 0.64 25.79 0| 0 75 0 4500 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.52 0.57 24.95 0| 0 176 0 4600 1.78 1.98 0.50 24.35 1.78 1.78 37| 0 85 0 4700 1.38 1.52 0.42 23.83 1.41 1.38 35| 27 54 0 4800 0.41 0.16 22.36 0| 0 56 0 5200 0.09 0.05 22.43 0| 0 0 0 5600 Total 72| 102 521 +75 Indicative a-t-m Vol 24.83 Underlying Price 46.620 Time to expiry: 107 Days Dec 10 22.74 0.99 57.88 0| 0 0 0 2400 14.82 0.97 38.86 0| 0 0 0 3200 10.98 0.93 34.16 0| 0 0 0 3600 7.35 0.85 29.87 0| 0 5 0 4000 5.69 0.78 28.06 0| 0 0 0 4200 3.80 4.19 0.69 26.58 3.80 3.80 5| 3 4,214 0 4400 2.70 2.91 0.57 25.17 2.70 2.70 10| 0 3,363 0 4600 1.89 0.45 24.09 0| 0 13,602 0 4800 1.02 1.14 0.32 23.20 1.10 1.02 130| 2,400 8,423 +500 5000 0.55 0.64 0.21 22.54 0.55 0.55 1| 0 4,482 0 5200 0.18 0.07 22.10 0| 10 13,668 -10 5600 0.06 0.03 23.18 0| 0 7,025 0 6000 0.01 0.00 21.24 0| 0 1,177 0 6400 0.01 0.00 20.94 0| 0 144 0 7000 0.01 0.00 20.95 0| 0 20 0 8000 0.01 0.00 21.30 0| 0 4 0 9000 0.01 0.00 22.61 0| 0 0 0 12000 0.01 0.00 23.00 0| 0 0 0 16000 Total 146| 2,413 56,127 +490 Indicative a-t-m Vol 25.51 Underlying Price 46.620 Time to expiry: 198 Days Mar 11 15.13 0.94 36.22 0| 0 0 0 3200 11.49 0.89 32.63 0| 0 0 0 3600 8.10 0.80 29.43 0| 0 122 0 4000 6.58 0.74 28.15 0| 0 0 0 4200 5.19 0.66 26.97 0| 0 393 0 4400 3.97 0.58 25.86 0| 32 532 +32 4600 2.65 2.90 0.48 24.72 2.65 2.65 42| 0 2,279 0 4800 1.16 1.40 0.30 23.24 1.16 1.16 15| 0 1,377 0 5200 0.59 0.16 22.23 0| 50 2,018 -46 5600 0.23 0.07 21.92 0| 0 1,719 0 6000 0.09 0.03 21.89 0| 0 224 0 6400 0.02 0.01 22.73 0| 0 204 0 7200 0.01 0.00 25.00 0| 0 0 0 8000 Total 57| 82 8,868 -14 Indicative a-t-m Vol 25.64 Underlying Price 46.620 Time to expiry: 289 Days Jun 11 22.86 0.99 40.07 0| 0 0 0 2400 15.21 0.94 33.82 0| 0 0 0 3200 11.61 0.89 30.96 0| 0 0 0 3600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.32 0.79 28.71 0| 0 8 0 4000 6.85 0.73 27.72 0| 0 0 0 4200 5.51 0.66 26.82 0| 0 966 0 4400 4.33 0.58 25.95 0| 0 43 0 4600 3.28 0.50 24.94 0| 0 1,826 0 4800 1.76 0.33 23.69 0| 0 1,401 0 5200 0.87 0.20 23.00 0| 0 252 0 5600 0.35 0.41 0.11 22.57 0.35 0.35 55| 0 2,308 0 6000 0.19 0.06 22.58 0| 0 27 0 6400 0.06 0.02 23.74 0| 0 0 0 7200 0.03 0.01 26.00 0| 0 50 0 8000 Total 55| 0 6,881 0 Indicative a-t-m Vol 25.47 Underlying Price 46.620 Time to expiry: 471 Days Dec 11 22.95 0.98 41.06 0| 0 0 0 2400 15.50 0.92 34.55 0| 0 0 0 3200 8.94 0.76 29.27 0| 0 3,003 0 4000 6.00 6.20 0.64 26.92 6.00 5.90 7| 0 2,038 0 4400 3.97 0.50 24.71 0| 0 138 0 4800 3.10 0.43 23.91 0| 0 4,405 0 5000 1.50 0.25 23.11 0| 0 2,020 0 5600 0.86 0.16 22.60 0| 0 3,511 0 6000 0.24 0.06 22.68 0| 0 110 0 7000 0.10 0.02 24.23 0| 0 13 0 8000 0.05 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 7| 0 15,338 0 Indicative a-t-m Vol 25.71 Underlying Price 46.620 Time to expiry: 653 Days Jun 12 22.96 0.98 41.42 0| 0 0 0 2400 15.67 0.90 35.51 0| 0 0 0 3200 9.31 0.74 30.01 0| 0 0 0 4000 6.58 0.63 27.03 0| 0 0 0 4400 4.44 0.51 25.02 0| 0 0 0 4800 1.90 0.28 23.21 0| 0 0 0 5600 1.21 0.20 22.80 0| 0 1 0 6000 0.21 0.04 24.31 0| 0 0 0 8000 Total 0| 0 1 0 Indicative a-t-m Vol 25.93 Underlying Price 46.620 Time to expiry: 842 Days Dec 12 23.04 0.97 41.47 0| 0 0 0 2400 15.95 0.89 35.84 0| 0 0 0 3200 9.80 0.73 30.12 0| 0 0 0 4000 7.14 0.63 27.26 0| 0 500 0 4400 5.00 0.51 25.23 0| 0 50 0 4800 4.19 0.46 24.58 0| 0 750 0 5000 2.44 0.31 23.58 0| 0 4,650 0 5600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 41 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.70 0.24 23.21 0| 0 3,556 0 6000 0.45 0.07 24.70 0| 0 0 0 8000 0.12 0.02 29.59 0| 0 0 0 12000 Total 0| 0 9,506 0 Indicative a-t-m Vol 26.19 Underlying Price 46.620 Time to expiry: 1024 Days Jun 13 15.92 0.89 36.35 0| 0 0 0 3200 9.86 0.73 30.42 0| 0 0 0 4000 7.26 0.62 27.56 0| 0 0 0 4400 5.18 0.51 25.47 0| 0 0 0 4800 1.97 0.26 23.68 0| 0 0 0 6000 0.58 0.09 24.74 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.63 Underlying Price 46.620 Time to expiry: 1206 Days Dec 13 23.03 0.98 42.00 0| 0 0 0 2400 16.08 0.88 36.42 0| 0 0 0 3200 10.16 0.72 30.55 0| 0 0 0 4000 5.62 0.52 25.81 0| 0 251 0 4800 2.31 0.28 23.65 0| 0 0 0 6000 0.84 0.12 25.01 0| 0 0 0 8000 0.28 0.04 28.99 0| 0 0 0 12000 Total 0| 0 251 0 Indicative a-t-m Vol 27.26 Underlying Price 46.620 Time to expiry: 1570 Days Dec 14 16.13 0.88 37.00 0| 0 0 0 3200 10.41 0.71 30.90 0| 0 0 0 4000 6.13 0.53 26.50 0| 0 0 0 4800 2.60 0.30 23.41 0| 0 0 0 6000 1.33 0.16 26.00 0| 0 0 0 8000 0.50 0.06 29.01 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 1,292| 2,682 141,900 +527 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22.80 Underlying Price 46.620 Time to expiry: 16 Days Sep 10 0.01 0.00 54.00 0| 0 246 0 3200 0.02 -0.01 53.44 0| 0 399 0 3600 0.05 -0.02 49.10 0| 0 151 0 3800 0.05 -0.03 38.82 0| 0 2,641 0 4000 0.05 -0.04 28.31 0| 0 1,081 0 4200 0.10 -0.08 26.92 0| 0 150 0 4300 0.36 0.18 -0.14 25.21 0.36 0.36 75| 1,000 9,034 -63 4400 0.71 0.38 -0.25 24.89 0.71 0.71 61| 110 944 +35 4500 0.67 0.67 -0.39 23.71 0.69 0.67 120| 41 4,440 +41 4600 1.09 -0.56 22.24 0| 0 164 0 4700 1.73 -0.73 21.55 0| 10 7,077 +10 4800 2.52 -0.86 20.99 0| 0 152 0 4900 3.80 3.44 -0.93 21.86 3.80 3.80 1| 1 8,236 +1 5000 5.75 5.41 -0.97 27.19 5.75 5.75 15| 0 2,710 0 5200 9.38 -0.99 33.92 0| 0 1,038 0 5600 13.38 -1.00 40.42 0| 0 8 0 6000 17.38 -1.00 48.88 0| 0 200 0 6400 25.38 -1.00 54.31 0| 0 0 0 7200 33.38 -1.00 62.33 0| 0 0 0 8000 Total 272| 1,162 38,671 +24 Indicative a-t-m Vol 23.74 Underlying Price 46.620 Time to expiry: 44 Days Oct 10 0.10 -0.04 34.96 0| 0 75 0 3800 0.18 -0.07 31.47 0| 0 136 0 4000 0.46 0.34 -0.14 28.71 0.46 0.40 134| 0 277 0 4200 0.50 0.47 -0.18 27.31 0.50 0.50 41| 0 108 0 4300 0.70 0.65 -0.25 25.99 0.70 0.70 76| 2 301 0 4400 0.91 -0.32 25.08 0| 133 167 +90 4500 1.40 1.26 -0.42 24.15 1.40 1.40 38| 0 152 0 4600 2.47 1.73 -0.52 23.48 2.47 2.47 41| 0 116 0 4700 2.28 -0.63 22.72 0| 0 244 0 4800 2.95 -0.72 22.27 0| 0 31 0 4900 3.73 -0.81 21.95 0| 0 0 0 5000 5.48 -0.92 21.40 0| 0 0 0 5200 9.40 -0.98 25.86 0| 0 0 0 5600 13.38 -1.00 27.00 0| 0 0 0 6000 Total 330| 135 1,607 +90 Indicative a-t-m Vol 24.58 Underlying Price 46.620 Time to expiry: 79 Days Nov 10 0.27 -0.08 32.86 0| 0 150 0 3800 0.50 0.42 -0.12 30.15 0.50 0.50 63| 0 1,223 0 4000 0.70 -0.19 28.31 0| 0 4,718 0 4200 0.91 -0.24 27.47 0| 0 36 0 4300 1.15 -0.29 26.42 0| 0 152 0 4400 1.47 -0.36 25.79 0| 0 76 0 4500 1.84 -0.43 24.95 0| 27 76 0 4600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.29 -0.50 24.35 0| 0 0 0 4700 2.83 -0.58 23.83 0| 0 0 0 4800 5.72 -0.84 22.36 0| 0 0 0 5200 9.43 -0.96 22.43 0| 0 0 0 5600 Total 63| 27 6,431 0 Indicative a-t-m Vol 24.83 Underlying Price 46.620 Time to expiry: 107 Days Dec 10 0.06 -0.01 57.88 0| 0 523 0 2400 0.12 -0.03 38.86 0| 0 1,815 0 3200 0.27 -0.07 34.16 0| 0 4,892 0 3600 0.63 -0.15 29.87 0| 2,400 12,927 +900 4000 0.97 -0.22 28.06 0| 0 218 0 4200 1.79 1.46 -0.31 26.58 1.79 1.57 131| 20 22,646 0 4400 2.19 -0.43 25.17 0| 0 3,571 0 4600 3.16 -0.56 24.09 0| 20 10,962 -10 4800 4.41 -0.69 23.20 0| 0 10,497 0 5000 5.92 -0.80 22.54 0| 0 3,697 0 5200 9.88 9.48 -0.94 22.10 9.88 S 9.88 S 7| 0 8,729 0 5600 13.39 -0.99 23.18 0| 0 2,452 0 6000 17.38 -1.00 21.24 0| 0 0 0 6400 23.38 -1.00 20.94 0| 0 0 0 7000 33.38 -1.00 20.95 0| 0 0 0 8000 43.38 -1.00 21.30 0| 0 0 0 9000 73.38 -1.00 22.61 0| 0 0 0 12000 113.38 -1.00 23.00 0| 0 50 0 16000 Total 138| 2,440 82,979 +890 Indicative a-t-m Vol 25.51 Underlying Price 46.620 Time to expiry: 198 Days Mar 11 0.35 -0.06 36.22 0| 0 251 0 3200 0.68 -0.11 32.63 0| 0 7,035 0 3600 1.28 -0.20 29.43 0| 0 5,432 0 4000 1.75 -0.27 28.15 0| 75 175 0 4200 2.36 -0.34 26.97 0| 0 2,656 0 4400 3.12 -0.43 25.86 0| 0 7,658 0 4600 4.05 -0.52 24.72 0| 0 3,007 0 4800 6.75 6.56 -0.71 23.24 6.75 6.75 15| 0 2,151 0 5200 9.77 -0.86 22.23 0| 0 71 0 5600 13.46 -0.95 21.92 0| 0 0 0 6000 17.38 -0.99 21.89 0| 0 0 0 6400 25.38 -1.00 22.73 0| 0 0 0 7200 33.38 -1.00 25.00 0| 0 0 0 8000 Total 15| 75 28,436 0 Indicative a-t-m Vol 25.64 Underlying Price 46.620 Time to expiry: 289 Days Jun 11 0.19 -0.03 40.07 0| 0 2 0 2400 0.77 -0.10 33.82 0| 0 391 0 3200 1.37 -0.18 30.96 0| 0 446 0 3600 2.68 2.36 -0.29 28.71 2.68 2.48 84| 31 3,920 +2 4000 3.05 -0.36 27.72 0| 0 147 0 4200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.11 3.89 -0.43 26.82 4.11 4.11 50| 0 2,331 0 4400 5.14 4.87 -0.51 25.95 5.14 5.14 100| 0 805 0 4600 5.98 -0.59 24.94 0| 10 2,842 0 4800 8.72 -0.73 23.69 0| 0 762 0 5200 12.40 12.00 -0.84 23.00 12.40 S 12.40 S 7| 0 115 0 5600 15.61 -0.92 22.57 0| 0 0 0 6000 19.42 -0.96 22.58 0| 0 0 0 6400 27.25 -0.99 23.74 0| 0 0 0 7200 35.17 -0.99 26.00 0| 0 0 0 8000 Total 241| 41 11,761 +2 Indicative a-t-m Vol 25.47 Underlying Price 46.620 Time to expiry: 471 Days Dec 11 0.62 -0.06 41.06 0| 0 50 0 2400 1.56 -0.14 34.55 0| 0 2,200 0 3200 3.47 -0.31 29.27 0| 0 1,500 0 4000 4.92 -0.42 26.92 0| 0 2,001 0 4400 6.85 -0.55 24.71 0| 0 781 0 4800 8.04 -0.61 23.91 0| 0 2,375 0 5000 12.54 -0.77 23.11 0| 0 2,000 0 5600 15.93 -0.86 22.60 0| 0 0 0 6000 25.31 -0.96 22.68 0| 0 2 0 7000 35.14 -0.98 25.14 0| 0 24 0 8000 44.99 -0.99 25.36 0| 0 0 0 9000 74.71 -1.00 28.01 0| 0 1 0 12000 114.36 -1.00 31.62 0| 0 1 0 16000 Total 0| 0 10,935 0 Indicative a-t-m Vol 25.71 Underlying Price 46.620 Time to expiry: 653 Days Jun 12 1.29 -0.09 41.42 0| 0 0 0 2400 2.80 -0.20 35.51 0| 0 0 0 3200 5.18 -0.36 30.01 0| 0 0 0 4000 6.70 -0.46 27.03 0| 0 0 0 4400 8.77 -0.57 25.02 0| 0 0 0 4800 14.49 -0.76 23.21 0| 0 0 0 5600 17.82 -0.83 22.80 0| 0 0 0 6000 36.56 -0.96 24.31 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.93 Underlying Price 46.620 Time to expiry: 842 Days Dec 12 1.82 -0.11 41.47 0| 0 0 0 2400 3.54 -0.21 35.84 0| 0 0 0 3200 5.91 -0.35 30.12 0| 0 500 0 4000 7.41 -0.44 27.26 0| 0 500 0 4400 9.39 -0.54 25.23 0| 0 1,500 0 4800 10.61 -0.59 24.58 0| 0 0 0 5000 14.90 -0.72 23.58 0| 0 5,650 0 5600 18.14 -0.79 23.21 0| 0 5 0 6000 36.65 -0.92 26.21 0| 0 0 0 8000 75.24 -0.98 29.59 0| 0 0 0 12000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 26.19 Underlying Price 46.620 Time to expiry: 1024 Days Jun 13 4.69 -0.24 36.35 0| 0 0 0 3200 7.27 -0.38 30.42 0| 0 0 0 4000 8.88 -0.47 27.56 0| 0 0 0 4400 10.95 -0.56 25.47 0| 0 0 0 4800 19.75 -0.77 23.68 0| 0 0 0 6000 37.67 -0.92 24.33 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.63 Underlying Price 46.620 Time to expiry: 1206 Days Dec 13 3.05 -0.14 42.00 0| 0 0 0 2400 5.23 -0.24 36.42 0| 0 0 0 3200 7.80 -0.37 30.55 0| 0 0 0 4000 11.41 -0.54 25.81 0| 0 252 0 4800 19.92 -0.75 23.65 0| 0 0 0 6000 37.80 -0.89 25.66 0| 0 0 0 8000 75.42 -0.96 28.99 0| 0 0 0 12000 Total 0| 0 252 0 Indicative a-t-m Vol 27.26 Underlying Price 46.620 Time to expiry: 1570 Days Dec 14 6.65 -0.25 37.00 0| 0 0 0 3200 9.36 -0.38 30.90 0| 0 0 0 4000 13.07 -0.53 26.50 0| 0 0 0 4800 21.09 -0.73 23.41 0| 0 0 0 6000 38.56 -0.85 26.00 0| 0 0 0 8000 75.65 -0.89 34.58 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 1,059| 3,880 189,227 +1,006 Grand Total 2,351| 6,562 331,127 +1,533 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22.80 Underlying Price 46.620 Time to expiry: 16 Days Sep 10 14.63 1.00 54.00 0| 0 0 0 3200 10.65 0.99 53.44 0| 0 0 0 3600 8.67 0.98 49.10 0| 0 0 0 3800 6.68 0.97 38.82 0| 0 0 0 4000 4.68 0.96 28.31 0| 0 0 0 4200 3.72 0.92 26.92 0| 0 0 0 4300 2.81 0.86 25.21 0| 0 0 0 4400 2.00 0.75 24.89 0| 0 0 0 4500 1.29 0.61 23.71 0| 0 0 0 4600 0.72 0.44 22.24 0| 0 0 0 4700 0.36 0.27 21.55 0| 0 253 0 4800 0.15 0.14 20.99 0| 0 0 0 4900 0.07 0.07 21.86 0| 0 14,910 0 5000 0.04 0.03 27.19 0| 0 500 0 5200 0.01 0.01 33.92 0| 0 1,051 0 5600 0.01 0.00 40.42 0| 0 7,520 0 6000 0.01 0.00 48.88 0| 0 750 0 6400 0.01 0.00 34.19 0| 0 1,090 0 7000 0.01 0.00 62.33 0| 0 20,000 0 8000 Total 0| 0 46,074 0 Indicative a-t-m Vol 24.54 Underlying Price 46.620 Time to expiry: 198 Days Mar 11 22.88 0.98 48.00 0| 0 0 0 2400 15.13 0.94 36.11 0| 0 0 0 3200 11.46 0.89 32.17 0| 0 0 0 3600 8.06 0.80 28.97 0| 0 0 0 4000 6.50 0.74 27.50 0| 0 0 0 4200 5.07 0.66 25.97 0| 0 0 0 4400 3.83 0.58 24.89 0| 0 0 0 4600 2.76 0.48 23.77 0| 0 0 0 4800 1.96 0.38 23.23 0| 0 0 0 5000 1.31 0.29 22.39 0| 0 22 0 5200 0.54 0.15 21.66 0| 0 508 0 5600 0.20 0.07 21.30 0| 0 100 0 6000 0.08 0.03 21.43 0| 0 0 0 6400 0.02 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 25.28 Underlying Price 46.620 Time to expiry: 380 Days Sep 11 21.22 0.94 46.76 0| 0 1 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.06 0.86 36.99 0| 0 0 0 3200 10.77 0.79 33.26 0| 0 0 0 3600 7.81 0.70 30.00 0| 0 0 0 4000 5.08 0.58 26.28 0| 0 0 0 4400 3.20 0.44 24.75 0| 0 500 0 4800 2.48 0.37 24.18 0| 0 160 0 5000 1.02 0.20 22.75 0| 0 160 0 5600 0.54 0.12 22.19 0| 0 0 0 6000 0.08 0.02 20.91 0| 0 0 0 7000 0.02 0.01 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 25.24 Underlying Price 46.620 Time to expiry: 562 Days Mar 12 21.79 0.92 44.26 0| 0 0 0 2400 14.89 0.84 35.55 0| 0 0 0 3200 11.77 0.78 32.35 0| 0 0 0 3600 8.87 0.70 29.34 0| 0 0 0 4000 6.30 0.60 26.67 0| 0 0 0 4400 4.22 0.48 24.48 0| 0 0 0 4800 3.32 0.42 23.42 0| 0 0 0 5000 1.65 0.26 22.08 0| 0 0 0 5600 1.00 0.18 21.59 0| 0 0 0 6000 0.23 0.05 20.49 0| 0 0 0 7000 0.05 0.01 20.20 0| 0 0 0 8000 0.02 0.01 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 25.11 Underlying Price 46.620 Time to expiry: 751 Days Sep 12 20.16 0.90 42.18 0| 0 0 0 2400 13.66 0.80 34.16 0| 0 0 0 3200 8.34 0.65 29.38 0| 0 10 0 4000 5.96 0.55 26.58 0| 0 0 0 4400 4.01 0.45 24.33 0| 0 20 0 4800 1.91 0.26 23.04 0| 0 0 0 5600 1.19 0.19 22.13 0| 0 0 0 6000 0.09 0.02 20.07 0| 0 0 0 8000 0.02 0.00 25.88 0| 0 0 0 12000 Total 0| 0 30 0 Indicative a-t-m Vol 25.45 Underlying Price 46.620 Time to expiry: 926 Days Mar 13 20.79 0.89 41.75 0| 0 0 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 48 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.49 0.80 34.10 0| 0 0 0 3200 9.34 0.66 29.78 0| 0 0 0 4000 6.88 0.57 26.76 0| 0 0 0 4400 4.93 0.48 24.76 0| 0 0 0 4800 2.45 0.30 22.82 0| 0 0 0 5600 1.71 0.23 22.30 0| 0 0 0 6000 0.17 0.04 19.75 0| 0 0 0 8000 0.05 0.01 25.54 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.78 Underlying Price 46.620 Time to expiry: 1115 Days Sep 13 19.38 0.87 41.73 0| 0 0 0 2400 13.43 0.77 34.15 0| 0 0 0 3200 8.72 0.63 30.02 0| 0 10 0 4000 4.63 0.45 24.90 0| 0 0 0 4800 1.58 0.22 21.82 0| 0 0 0 6000 0.27 0.05 20.77 0| 0 0 0 8000 0.10 0.02 26.19 0| 0 0 0 12000 Total 0| 0 10 0 Indicative a-t-m Vol 25.93 Underlying Price 46.620 Time to expiry: 1297 Days Mar 14 19.84 0.87 40.43 0| 0 0 0 2400 13.95 0.77 32.96 0| 0 0 0 3200 9.66 0.65 30.45 0| 0 0 0 4000 5.35 0.48 24.99 0| 0 0 0 4800 2.10 0.26 22.16 0| 0 0 0 6000 0.41 0.07 20.61 0| 0 0 0 8000 0.20 0.03 26.40 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.67 Underlying Price 46.620 Time to expiry: 1479 Days Sep 14 12.70 0.75 32.65 0| 0 0 0 3200 8.41 0.61 28.79 0| 0 0 0 4000 4.89 0.45 25.02 0| 0 0 0 4800 1.84 0.24 21.67 0| 0 0 0 6000 0.37 0.06 20.14 0| 0 0 0 8000 0.20 0.03 25.93 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.20 Underlying Price 46.620 Time to expiry: 1661 Days Mar 15 13.50 0.75 33.09 0| 0 0 0 3200 8.92 0.63 28.07 0| 0 0 0 4000 5.39 0.48 24.60 0| 0 0 0 4800 2.31 0.27 21.90 0| 0 0 0 6000 0.59 0.09 20.61 0| 0 0 0 8000 0.36 0.05 26.53 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 47,585 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 22.80 Underlying Price 46.620 Time to expiry: 16 Days Sep 10 0.01 0.00 54.00 0| 0 900 0 3200 0.02 -0.01 53.44 0| 0 1,985 0 3600 0.05 -0.02 49.10 0| 0 0 0 3800 0.05 -0.03 38.82 0| 0 13,516 0 4000 0.05 -0.04 28.31 0| 0 0 0 4200 0.10 -0.08 26.92 0| 0 0 0 4300 0.18 -0.14 25.21 0| 0 440 0 4400 0.38 -0.25 24.89 0| 0 0 0 4500 0.66 -0.39 23.71 0| 0 591 0 4600 1.09 -0.56 22.24 0| 0 0 0 4700 1.73 -0.73 21.55 0| 0 315 0 4800 2.52 -0.86 20.99 0| 0 0 0 4900 3.44 -0.93 21.86 0| 0 2,140 0 5000 5.40 -0.97 27.19 0| 0 1,100 0 5200 9.38 -0.99 33.92 0| 0 66 0 5600 13.37 -1.00 40.42 0| 0 20 0 6000 17.37 -1.00 48.88 0| 0 230 0 6400 23.37 -1.00 34.19 0| 0 70 0 7000 33.36 -1.00 62.33 0| 0 0 0 8000 Total 0| 0 21,373 0 Indicative a-t-m Vol 24.54 Underlying Price 46.620 Time to expiry: 198 Days Mar 11 0.13 -0.02 48.00 0| 0 3,000 0 2400 0.34 -0.06 36.11 0| 0 500 0 3200 0.65 -0.11 32.17 0| 0 55 0 3600 1.23 -0.20 28.97 0| 0 521 0 4000 1.67 -0.26 27.50 0| 0 0 0 4200 2.22 -0.34 25.97 0| 0 97 0 4400 2.98 -0.42 24.89 0| 0 1,680 0 4600 3.90 -0.52 23.77 0| 0 1,450 0 4800 5.08 -0.62 23.23 0| 0 12,879 0 5000 6.42 -0.71 22.39 0| 0 580 0 5200 9.64 -0.85 21.66 0| 0 45 0 5600 13.27 -0.93 21.30 0| 0 130 0 6000 17.13 -0.97 21.43 0| 0 0 0 6400 23.04 -0.99 22.10 0| 0 20 0 7000 32.97 -1.00 22.91 0| 0 0 0 8000 42.92 -1.00 23.93 0| 0 0 0 9000 52.87 -1.00 25.46 0| 0 0 0 10000 72.76 -1.00 27.85 0| 0 0 0 12000 112.56 -1.00 35.35 0| 0 0 0 16000 Total 0| 0 20,957 0 Indicative a-t-m Vol 25.28 Underlying Price 46.620 Time to expiry: 380 Days Sep 11 0.68 -0.06 46.76 0| 0 0 0 2400 1.43 -0.14 36.99 0| 0 0 0 3200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.09 -0.21 33.26 0| 0 1,800 0 3600 3.09 -0.30 30.00 0| 0 2,030 0 4000 4.30 -0.42 26.28 0| 0 1,810 0 4400 6.38 -0.56 24.75 0| 0 300 0 4800 7.64 -0.63 24.18 0| 0 28 0 5000 12.10 -0.80 22.75 0| 0 0 0 5600 15.57 -0.88 22.19 0| 0 20 0 6000 24.99 -0.98 20.91 0| 0 20 0 7000 34.80 -0.99 21.37 0| 0 0 0 8000 44.67 -1.00 22.18 0| 0 0 0 9000 54.55 -1.00 23.49 0| 0 0 0 10000 74.30 -1.00 25.97 0| 0 0 0 12000 113.82 -1.00 32.34 0| 0 0 0 16000 Total 0| 0 6,008 0 Indicative a-t-m Vol 25.24 Underlying Price 46.620 Time to expiry: 562 Days Mar 12 1.08 -0.08 44.26 0| 0 80 0 2400 2.03 -0.16 35.55 0| 0 0 0 3200 2.83 -0.22 32.35 0| 0 0 0 3600 3.86 -0.30 29.34 0| 0 15 0 4000 5.21 -0.40 26.67 0| 0 0 0 4400 7.06 -0.52 24.48 0| 0 0 0 4800 8.12 -0.58 23.42 0| 0 0 0 5000 12.33 -0.74 22.08 0| 0 0 0 5600 15.61 -0.82 21.59 0| 0 0 0 6000 24.64 -0.95 20.49 0| 0 0 0 7000 34.27 -0.99 20.20 0| 0 0 0 8000 44.04 -0.99 20.90 0| 0 0 0 9000 53.84 -1.00 21.32 0| 0 0 0 10000 73.45 -1.00 22.90 0| 0 0 0 12000 112.67 -1.00 27.00 0| 0 0 0 16000 Total 0| 0 95 0 Indicative a-t-m Vol 25.11 Underlying Price 46.620 Time to expiry: 751 Days Sep 12 1.64 -0.10 42.18 0| 0 0 0 2400 2.92 -0.20 34.16 0| 0 0 0 3200 5.37 -0.35 29.38 0| 0 16 0 4000 6.88 -0.45 26.58 0| 0 0 0 4400 8.82 -0.55 24.33 0| 0 20 0 4800 14.49 -0.74 23.04 0| 0 0 0 5600 17.67 -0.81 22.13 0| 0 0 0 6000 36.00 -0.98 20.07 0| 0 0 0 8000 74.82 -1.00 25.88 0| 0 0 0 12000 Total 0| 0 36 0 Indicative a-t-m Vol 25.45 Underlying Price 46.620 Time to expiry: 926 Days Mar 13 2.03 -0.11 41.75 0| 0 0 0 2400 3.43 -0.20 34.10 0| 0 0 0 3200 5.99 -0.34 29.78 0| 0 40 0 4000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 51 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.38 -0.43 26.76 0| 0 0 0 4400 9.28 -0.52 24.76 0| 0 70 0 4800 14.49 -0.70 22.82 0| 0 0 0 5600 17.61 -0.77 22.30 0| 0 0 0 6000 35.33 -0.96 19.75 0| 0 0 0 8000 73.71 -0.99 25.54 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 25.78 Underlying Price 46.620 Time to expiry: 1115 Days Sep 13 2.78 -0.13 41.73 0| 0 0 0 2400 4.45 -0.23 34.15 0| 0 0 0 3200 7.35 -0.37 30.02 0| 0 0 0 4000 10.86 -0.55 24.90 0| 0 0 0 4800 19.24 -0.78 21.82 0| 0 0 0 6000 36.95 -0.95 20.77 0| 0 0 0 8000 74.83 -0.98 26.19 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.93 Underlying Price 46.620 Time to expiry: 1297 Days Mar 14 2.95 -0.13 40.43 0| 0 0 0 2400 4.57 -0.23 32.96 0| 0 0 0 3200 7.80 -0.35 30.45 0| 0 0 0 4000 11.00 -0.52 24.99 0| 0 0 0 4800 19.04 -0.74 22.16 0| 0 0 0 6000 36.14 -0.93 20.61 0| 0 0 0 8000 73.50 -0.97 26.40 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.67 Underlying Price 46.620 Time to expiry: 1479 Days Sep 14 5.38 -0.25 32.65 0| 0 0 0 3200 8.50 -0.39 28.79 0| 0 0 0 4000 12.39 -0.55 25.02 0| 0 0 0 4800 20.47 -0.76 21.67 0| 0 0 0 6000 37.53 -0.94 20.14 0| 0 0 0 8000 74.43 -0.97 25.93 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.20 Underlying Price 46.620 Time to expiry: 1661 Days Mar 15 5.58 -0.25 32.54 0| 0 0 0 3200 8.43 -0.37 28.07 0| 0 0 0 4000 12.22 -0.52 24.60 0| 0 0 0 4800 20.09 -0.73 21.90 0| 0 0 0 6000 36.63 -0.91 20.61 0| 0 0 0 8000 72.93 -0.95 26.53 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 48,579 0 Grand Total 0| 0 96,164 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.64 Underlying Price 87.440 Time to expiry: 16 Days Sep 10 43.45 1.00 80.00 0| 0 0 0 4400 39.45 1.00 75.04 0| 0 0 0 4800 31.45 1.00 64.29 0| 0 0 0 5600 23.46 1.00 54.16 0| 0 0 0 6400 19.48 0.99 49.65 0| 0 0 0 6800 15.52 0.98 45.58 0| 0 1,659 0 7200 11.67 0.94 42.73 0| 0 27 0 7600 9.78 0.91 40.37 0| 0 0 0 7800 7.98 0.87 38.87 0| 0 530 0 8000 2.60 6.27 0.80 37.34 2.60 2.60 10| 2 20 0 8200 4.75 0.71 36.17 0| 0 571 0 8400 1.02 3.37 0.60 34.54 1.14 1.02 40| 2 600 -2 8600 2.26 0.48 33.29 0| 300 1,556 -177 8800 0.30 1.42 0.35 32.57 0.30 0.30 10| 0 40 0 9000 0.80 0.24 31.35 0| 0 506 0 9200 0.47 0.15 31.72 0| 0 491 0 9400 0.31 0.10 33.46 0| 0 872 0 9600 0.05 0.02 30.35 0| 0 491 0 10000 0.01 0.00 29.92 0| 0 90 0 10500 0.01 0.00 30.11 0| 0 0 0 11000 0.01 0.00 32.00 0| 0 41 0 12000 Total 60| 304 7,494 -179 Indicative a-t-m Vol 33.15 Underlying Price 87.440 Time to expiry: 44 Days Oct 10 19.63 0.97 39.76 0| 0 0 0 6800 15.95 0.92 41.11 0| 0 0 0 7200 12.44 0.86 40.20 0| 0 9 0 7600 9.18 0.77 38.11 0| 0 0 0 8000 7.63 0.72 36.57 0| 0 0 0 8200 6.23 0.65 35.37 0| 0 0 0 8400 4.95 0.58 34.19 0| 0 0 0 8600 3.78 0.50 32.75 0| 0 0 0 8800 2.82 0.42 31.73 0| 0 40 0 9000 0.94 2.04 0.34 30.85 0.94 0.94 5| 0 520 0 9200 1.44 0.27 30.26 0| 0 52 0 9400 0.96 0.20 29.47 0| 0 0 0 9600 0.45 0.11 29.52 0| 0 129 0 10000 0.15 0.04 35.00 0| 0 0 0 11000 Total 5| 0 750 0 Indicative a-t-m Vol 34.28 Underlying Price 87.440 Time to expiry: 79 Days Nov 10 20.10 0.93 39.56 0| 0 0 0 6800 16.77 0.87 41.10 0| 0 0 0 7200 13.59 0.80 40.50 0| 0 0 0 7600 10.56 0.72 38.66 0| 0 0 0 8000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.07 0.68 37.20 0| 0 0 0 8200 7.74 0.63 36.19 0| 0 0 0 8400 6.51 0.58 35.11 0| 0 0 0 8600 5.35 0.52 33.96 0| 0 0 0 8800 4.36 0.46 33.22 0| 0 0 0 9000 3.49 0.40 32.34 0| 0 0 0 9200 2.14 0.29 31.11 0| 0 500 0 9600 1.32 0.20 30.91 0| 0 0 0 10000 Total 0| 0 500 0 Indicative a-t-m Vol 34.15 Underlying Price 87.440 Time to expiry: 107 Days Dec 10 55.61 0.99 81.54 0| 0 0 0 3200 47.78 0.98 74.61 0| 0 0 0 4000 43.87 0.98 70.37 0| 0 0 0 4400 40.00 0.97 66.02 0| 0 0 0 4800 32.32 0.94 57.64 0| 0 0 0 5600 28.56 0.93 53.76 0| 0 0 0 6000 24.85 0.90 50.14 0| 0 0 0 6400 21.23 0.87 46.79 0| 0 1,500 0 6800 17.74 0.83 43.59 0| 0 723 0 7200 14.48 0.77 40.99 0| 0 1,021 0 7600 8.10 11.40 0.71 38.28 8.20 8.10 140| 0 4,377 0 8000 8.70 0.62 36.33 0| 0 3,849 0 8400 6.25 0.53 33.79 0| 0 1,524 0 8800 4.33 0.43 32.15 0| 0 2,184 0 9200 1.42 2.86 0.32 30.92 1.55 1.42 38| 20 897 0 9600 1.76 0.23 29.72 0| 4 2,260 0 10000 0.06 0.02 25.96 0| 0 490 0 12000 0.01 0.00 26.43 0| 0 0 0 14000 0.01 0.00 30.00 0| 0 0 0 16000 Total 178| 24 18,825 0 Indicative a-t-m Vol 34.72 Underlying Price 87.440 Time to expiry: 198 Days Mar 11 40.23 0.96 51.00 0| 0 0 0 4800 33.04 0.92 49.53 0| 0 0 0 5600 26.16 0.87 46.08 0| 0 0 0 6400 19.65 0.79 42.06 0| 0 0 0 7200 16.63 0.74 39.98 0| 0 0 0 7600 13.82 0.68 38.17 0| 0 180 0 8000 11.26 0.62 36.57 0| 0 0 0 8400 8.79 0.55 34.42 0| 0 17 0 8800 6.82 0.47 33.18 0| 0 40 0 9200 5.09 0.40 31.78 0| 0 62 0 9600 3.76 0.33 30.87 0| 0 31 0 10000 0.58 0.08 27.74 0| 0 450 0 12000 0.12 0.02 29.00 0| 0 0 0 14000 Total 0| 0 780 0 Indicative a-t-m Vol 34.28 Underlying Price 87.440 Time to expiry: 289 Days Jun 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 47.91 0.99 50.00 0| 0 0 0 4000 40.34 0.96 47.77 0| 0 0 0 4800 33.08 0.92 44.81 0| 0 0 0 5600 29.60 0.90 43.28 0| 0 0 0 6000 26.21 0.87 41.77 0| 0 0 0 6400 19.94 0.79 38.92 0| 0 0 0 7200 17.11 0.74 37.76 0| 0 0 0 7600 14.54 0.68 36.93 0| 0 0 0 8000 12.06 0.62 35.50 0| 0 30 0 8400 9.82 0.56 34.08 0| 0 0 0 8800 7.85 0.49 32.89 0| 0 115 0 9200 6.28 0.42 32.30 0| 0 0 0 9600 4.94 0.36 31.67 0| 0 0 0 10000 1.21 0.13 29.09 0| 0 51 0 12000 0.26 0.03 28.32 0| 0 0 0 14000 0.07 0.01 29.00 0| 0 0 0 16000 Total 0| 0 196 0 Indicative a-t-m Vol 35.72 Underlying Price 87.440 Time to expiry: 471 Days Dec 11 41.62 0.92 52.00 0| 0 0 0 4800 31.23 0.86 44.24 0| 0 0 0 6000 22.26 0.75 39.65 0| 0 0 0 7200 19.59 0.71 38.25 0| 0 400 0 7600 17.20 0.66 37.31 0| 0 808 0 8000 13.01 0.57 35.60 0| 0 25 0 8800 9.61 0.47 34.24 0| 0 0 0 9600 3.42 0.23 31.51 0| 0 0 0 12000 0.44 0.04 29.00 0| 0 24 0 16000 Total 0| 0 1,257 0 Indicative a-t-m Vol 34.94 Underlying Price 87.440 Time to expiry: 653 Days Jun 12 41.82 0.92 49.94 0| 0 0 0 4800 32.22 0.84 44.53 0| 0 0 0 6000 18.33 0.66 36.46 0| 0 0 0 8000 14.25 0.58 34.83 0| 0 0 0 8800 10.57 0.49 32.79 0| 0 0 0 9600 3.98 0.25 29.59 0| 0 0 0 12000 0.88 0.07 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 243| 328 29,802 -179 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.64 Underlying Price 87.440 Time to expiry: 16 Days Sep 10 0.01 0.00 80.00 0| 0 0 0 4400 0.01 0.00 75.04 0| 0 60 0 4800 0.01 0.00 64.29 0| 0 242 0 5600 0.01 0.00 54.16 0| 20 591 0 6400 0.03 -0.01 49.65 0| 0 306 0 6800 0.07 -0.02 45.58 0| 0 1,406 0 7200 0.44 0.21 -0.06 42.73 0.44 0.25 330| 0 3,923 0 7600 1.10 0.32 -0.09 40.37 1.10 S 1.08 46| 0 160 0 7800 1.60 0.52 -0.13 38.87 1.66 1.05 56| 18 2,183 0 8000 2.72 0.81 -0.20 37.34 2.73 0.80 528| 63 2,924 -41 8200 1.29 -0.29 36.17 0| 0 2,079 0 8400 1.91 -0.40 34.54 0| 0 1,968 0 8600 2.80 -0.52 33.29 0| 0 85 0 8800 3.96 -0.65 32.57 0| 0 251 0 9000 5.34 -0.76 31.35 0| 0 3 0 9200 7.01 -0.85 31.72 0| 0 0 0 9400 8.85 -0.90 33.46 0| 0 21 0 9600 12.59 -0.98 30.35 0| 0 0 0 10000 17.56 -1.00 29.92 0| 0 0 0 10500 22.56 -1.00 30.11 0| 0 0 0 11000 32.56 -1.00 32.00 0| 0 0 0 12000 Total 960| 101 16,202 -41 Indicative a-t-m Vol 33.15 Underlying Price 87.440 Time to expiry: 44 Days Oct 10 0.15 -0.03 39.76 0| 0 0 0 6800 1.02 0.47 -0.08 41.11 1.02 1.02 5| 0 72 0 7200 1.15 0.95 -0.14 40.20 1.15 1.15 10| 0 10 0 7600 3.26 1.69 -0.23 38.11 3.26 3.19 Q 420| 0 72 0 8000 2.14 -0.28 36.57 0| 0 61 0 8200 2.73 -0.35 35.37 0| 0 616 0 8400 3.45 -0.42 34.19 0| 0 513 0 8600 4.29 -0.50 32.75 0| 0 11 0 8800 5.33 -0.58 31.73 0| 0 0 0 9000 6.54 -0.66 30.85 0| 0 0 0 9200 7.95 -0.73 30.26 0| 0 0 0 9400 9.47 -0.80 29.47 0| 0 0 0 9600 12.97 -0.89 29.52 0| 0 1 0 10000 22.67 -0.97 35.00 0| 0 0 0 11000 Total 435| 0 1,356 0 Indicative a-t-m Vol 34.28 Underlying Price 87.440 Time to expiry: 79 Days Nov 10 0.56 -0.07 39.56 0| 0 0 0 6800 1.22 -0.13 41.10 0| 0 1 0 7200 2.04 -0.20 40.50 0| 0 2 0 7600 3.00 -0.28 38.66 0| 0 22 0 8000 3.51 -0.32 37.20 0| 0 0 0 8200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.18 -0.37 36.19 0| 0 0 0 8400 4.95 -0.42 35.11 0| 0 0 0 8600 5.78 -0.48 33.96 0| 0 0 0 8800 6.79 -0.54 33.22 0| 0 0 0 9000 7.93 -0.60 32.34 0| 0 0 0 9200 10.57 -0.71 31.11 0| 0 0 0 9600 13.76 -0.80 30.91 0| 0 0 0 10000 Total 0| 0 25 0 Indicative a-t-m Vol 34.15 Underlying Price 87.440 Time to expiry: 107 Days Dec 10 0.09 -0.01 81.54 0| 0 50 0 3200 0.24 -0.02 74.61 0| 0 44 0 4000 0.33 -0.02 70.37 0| 0 21 0 4400 0.44 -0.03 66.02 0| 0 2,011 0 4800 0.74 -0.06 57.64 0| 0 543 0 5600 0.97 -0.07 53.76 0| 0 558 0 6000 1.45 1.25 -0.10 50.14 1.45 1.45 10| 10 2,183 0 6400 1.62 -0.13 46.79 0| 0 1,976 0 6800 2.13 -0.17 43.59 0| 0 3,281 0 7200 2.86 -0.23 40.99 1,000| 0 8,806 0 7600 3.77 -0.29 38.28 0| 0 2,394 0 8000 5.07 -0.38 36.33 0| 0 7,116 0 8400 6.60 -0.47 33.79 0| 0 525 0 8800 8.68 -0.58 32.15 0| 0 57 0 9200 11.21 -0.68 30.92 0| 0 16 0 9600 14.12 -0.77 29.72 0| 0 0 0 10000 32.56 -1.00 25.96 0| 0 0 0 12000 52.56 -1.00 26.43 0| 0 0 0 14000 72.56 -1.00 30.00 0| 0 0 0 16000 Total 1,010| 10 29,581 0 Indicative a-t-m Vol 34.72 Underlying Price 87.440 Time to expiry: 198 Days Mar 11 0.54 -0.04 51.00 0| 0 31 0 4800 1.32 -0.08 49.53 0| 0 54 0 5600 2.40 -0.14 46.08 0| 0 96 0 6400 4.60 3.85 -0.21 42.06 4.60 4.60 3| 0 607 0 7200 4.81 -0.26 39.98 0| 14 314 +14 7600 5.98 -0.32 38.17 0| 0 519 0 8000 7.41 -0.38 36.57 0| 0 29 0 8400 8.93 -0.45 34.42 0| 0 527 0 8800 10.95 -0.53 33.18 0| 0 6 0 9200 13.21 -0.61 31.78 0| 0 0 0 9600 15.89 -0.68 30.87 0| 0 0 0 10000 32.81 -0.94 27.74 0| 0 0 0 12000 52.56 -1.00 29.00 0| 0 0 0 14000 Total 3| 14 2,183 +14 Indicative a-t-m Vol 34.28 Underlying Price 87.440 Time to expiry: 289 Days Jun 11 0.46 -0.03 50.00 0| 0 68 0 4000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.07 -0.06 47.77 0| 0 57 0 4800 2.00 -0.10 44.81 0| 0 41 0 5600 2.64 -0.13 43.28 0| 0 51 0 6000 3.38 -0.17 41.77 0| 0 0 0 6400 5.35 -0.25 38.92 0| 0 2 0 7200 6.65 -0.30 37.76 0| 0 500 0 7600 8.20 -0.36 36.93 0| 0 0 0 8000 9.83 -0.42 35.50 0| 0 0 0 8400 11.69 -0.48 34.08 0| 0 125 0 8800 13.82 -0.54 32.89 0| 0 0 0 9200 16.33 -0.60 32.30 0| 0 0 0 9600 19.05 -0.66 31.67 0| 0 0 0 10000 35.43 -0.88 29.09 0| 0 0 0 12000 54.40 -0.97 28.32 0| 0 0 0 14000 74.08 -0.99 29.00 0| 0 0 0 16000 Total 0| 0 844 0 Indicative a-t-m Vol 35.72 Underlying Price 87.440 Time to expiry: 471 Days Dec 11 3.10 -0.10 52.00 0| 0 0 0 4800 4.87 -0.17 44.24 0| 0 0 0 6000 8.03 -0.27 39.65 0| 0 0 0 7200 9.37 -0.31 38.25 0| 0 800 0 7600 11.00 -0.35 37.31 0| 0 700 0 8000 14.81 -0.44 35.60 0| 0 0 0 8800 19.40 -0.54 34.24 0| 0 0 0 9600 37.15 -0.78 31.51 0| 0 0 0 12000 74.13 -0.97 29.00 0| 0 0 0 16000 Total 0| 0 1,500 0 Indicative a-t-m Vol 34.94 Underlying Price 87.440 Time to expiry: 653 Days Jun 12 4.55 -0.12 49.94 0| 0 0 0 4800 7.34 -0.20 44.53 0| 0 0 0 6000 13.77 -0.37 36.46 0| 0 0 0 8000 17.77 -0.45 34.83 0| 0 0 0 8800 22.12 -0.54 32.79 0| 0 0 0 9600 39.45 -0.76 29.59 0| 0 0 0 12000 75.71 -0.93 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 2,408| 125 51,691 -27 Grand Total 2,651| 453 81,493 -206 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.64 Underlying Price 87.440 Time to expiry: 16 Days Sep 10 55.45 1.00 85.62 0| 0 0 0 3200 47.45 1.00 84.09 0| 0 30 0 4000 43.45 1.00 80.00 0| 0 0 0 4400 39.45 1.00 75.04 0| 0 0 0 4800 31.45 1.00 64.29 0| 0 0 0 5600 27.46 1.00 59.07 0| 0 4,000 0 6000 23.46 1.00 54.16 0| 0 838 0 6400 19.48 0.99 49.65 0| 0 356 0 6800 15.52 0.98 45.58 0| 0 110 0 7200 11.67 0.94 42.73 0| 0 324 0 7600 9.78 0.91 40.37 0| 0 0 0 7800 7.98 0.87 38.87 0| 0 445 0 8000 6.27 0.80 37.34 0| 0 0 0 8200 4.75 0.71 36.17 0| 0 704 0 8400 3.37 0.60 34.54 0| 0 0 0 8600 2.26 0.48 33.29 0| 0 533 0 8800 1.42 0.35 32.57 0| 0 0 0 9000 0.80 0.24 31.35 0| 0 319 0 9200 0.47 0.15 31.72 0| 0 0 0 9400 0.31 0.10 33.46 0| 0 255 0 9600 0.05 0.02 30.35 0| 0 526 0 10000 0.01 0.00 30.11 0| 0 0 0 11000 0.01 0.00 32.00 0| 0 2,543 0 12000 Total 0| 0 10,983 0 Indicative a-t-m Vol 34.72 Underlying Price 87.440 Time to expiry: 198 Days Mar 11 47.73 0.99 47.63 0| 0 0 0 4000 40.23 0.96 51.00 0| 0 0 0 4800 33.04 0.92 49.53 0| 0 0 0 5600 29.57 0.90 47.94 0| 0 0 0 6000 26.16 0.87 46.08 0| 0 212 0 6400 19.65 0.79 42.06 0| 0 0 0 7200 16.63 0.74 39.98 0| 0 0 0 7600 13.82 0.68 38.17 0| 0 4 0 8000 11.26 0.62 36.57 0| 0 190 0 8400 8.79 0.55 34.42 0| 0 300 0 8800 6.82 0.47 33.18 0| 0 0 0 9200 5.09 0.40 31.78 0| 0 0 0 9600 3.76 0.33 30.87 0| 0 0 0 10000 0.58 0.08 27.74 0| 0 772 0 12000 0.12 0.02 29.00 0| 0 0 0 14000 0.08 0.01 33.94 0| 0 0 0 16000 Total 0| 0 1,478 0 Indicative a-t-m Vol 34.85 Underlying Price 87.440 Time to expiry: 380 Days Sep 11 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 39.46 0.92 50.00 0| 0 0 0 4800 36.11 0.90 48.67 0| 0 3,000 0 5200 29.67 0.84 45.39 0| 0 0 0 6000 26.56 0.81 43.68 0| 0 2,310 0 6400 20.92 0.74 41.09 0| 0 0 0 7200 15.39 0.65 36.88 0| 0 2,500 0 8000 11.11 0.54 34.70 0| 0 2 0 8800 7.36 0.43 32.07 0| 0 0 0 9600 1.67 0.15 27.88 0| 0 0 0 12000 0.13 0.02 27.00 0| 0 0 0 16000 Total 0| 0 7,812 0 Indicative a-t-m Vol 34.66 Underlying Price 87.440 Time to expiry: 562 Days Mar 12 41.69 0.89 52.02 0| 0 0 0 4800 32.08 0.83 45.46 0| 0 0 0 6000 23.62 0.73 40.59 0| 0 5,000 0 7200 18.76 0.66 38.22 0| 0 0 0 8000 13.80 0.57 34.39 0| 0 0 0 8800 9.86 0.47 31.77 0| 0 0 0 9600 2.96 0.21 27.24 0| 0 0 0 12000 0.52 0.05 27.24 0| 0 0 0 16000 Total 0| 0 5,000 0 Total Calls 0| 0 25,273 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 33.64 Underlying Price 87.440 Time to expiry: 16 Days Sep 10 0.01 0.00 85.62 0| 0 0 0 3200 0.01 0.00 84.09 0| 0 0 0 4000 0.01 0.00 80.00 0| 0 5 0 4400 0.01 0.00 75.04 0| 0 275 0 4800 0.01 0.00 64.29 0| 0 280 0 5600 0.01 0.00 59.07 0| 0 20 0 6000 0.01 0.00 54.16 0| 0 267 0 6400 0.03 -0.01 49.65 0| 0 728 0 6800 0.07 -0.02 45.58 0| 0 327 0 7200 0.21 -0.06 42.73 0| 0 438 0 7600 0.32 -0.09 40.37 0| 0 0 0 7800 0.52 -0.13 38.87 0| 0 336 0 8000 1.54 0.81 -0.20 37.34 1.54 1.54 40| 0 0 0 8200 1.29 -0.29 36.17 0| 0 300 0 8400 1.91 -0.40 34.54 0| 0 0 0 8600 2.80 -0.52 33.29 0| 0 0 0 8800 3.96 -0.65 32.57 0| 0 0 0 9000 5.34 -0.76 31.35 0| 0 0 0 9200 7.01 -0.85 31.72 0| 0 0 0 9400 8.85 -0.90 33.46 0| 0 0 0 9600 12.58 -0.98 30.35 0| 0 0 0 10000 22.54 -1.00 30.11 0| 0 0 0 11000 32.54 -1.00 32.00 0| 0 0 0 12000 Total 40| 0 2,976 0 Indicative a-t-m Vol 34.72 Underlying Price 87.440 Time to expiry: 198 Days Mar 11 0.09 -0.01 47.63 0| 0 1,199 0 4000 0.54 -0.04 51.00 0| 0 1,828 0 4800 1.31 -0.08 49.53 0| 0 50 0 5600 1.82 -0.10 47.94 0| 0 0 0 6000 2.39 -0.13 46.08 0| 0 110 0 6400 3.84 -0.21 42.06 0| 0 64 0 7200 4.79 -0.26 39.98 0| 0 176 0 7600 5.97 -0.32 38.17 0| 0 208 0 8000 7.39 -0.38 36.57 0| 0 0 0 8400 8.90 -0.45 34.42 0| 0 10 0 8800 10.90 -0.53 33.18 0| 0 0 0 9200 13.15 -0.60 31.78 0| 0 0 0 9600 15.81 -0.67 30.87 0| 0 0 0 10000 32.53 -0.92 27.74 0| 0 10 0 12000 51.96 -0.98 29.00 0| 0 0 0 14000 71.81 -0.99 33.94 0| 0 0 0 16000 Total 0| 0 3,655 0 Indicative a-t-m Vol 34.85 Underlying Price 87.440 Time to expiry: 380 Days Sep 11 2.02 -0.08 50.00 0| 0 0 0 4800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 61 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.62 -0.10 48.67 0| 0 0 0 5200 4.08 -0.16 45.39 0| 0 0 0 6000 4.93 -0.19 43.68 0| 0 0 0 6400 7.19 -0.26 41.09 0| 0 18 0 7200 9.56 -0.35 36.88 0| 0 0 0 8000 13.18 -0.46 34.70 0| 0 0 0 8800 17.33 -0.57 32.07 0| 0 0 0 9600 35.35 -0.85 27.88 0| 0 0 0 12000 73.33 -0.98 27.00 0| 0 0 0 16000 Total 0| 0 18 0 Indicative a-t-m Vol 34.66 Underlying Price 87.440 Time to expiry: 562 Days Mar 12 3.90 -0.11 52.02 0| 0 0 0 4800 6.06 -0.17 45.46 0| 0 0 0 6000 9.37 -0.27 40.59 0| 0 0 0 7200 12.35 -0.34 38.22 0| 0 0 0 8000 15.24 -0.43 34.39 0| 0 0 0 8800 19.15 -0.53 31.77 0| 0 0 0 9600 35.79 -0.79 27.24 0| 0 0 0 12000 72.58 -0.95 27.24 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 40| 0 6,649 0 Grand Total 40| 0 31,922 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.86 Underlying Price 17.185 Time to expiry: 16 Days Sep 10 7.59 1.00 48.00 0| 0 0 0 960 7.19 1.00 45.25 0| 0 0 0 1000 5.19 1.00 36.47 0| 0 0 0 1200 4.19 1.00 34.06 0| 0 0 0 1300 3.19 1.00 32.42 0| 0 0 0 1400 2.20 0.98 31.30 0| 0 0 0 1500 1.71 0.95 29.40 0| 0 0 0 1550 1.28 0.86 31.80 0| 0 0 0 1600 0.87 0.74 30.91 0| 0 120 0 1650 0.54 0.58 30.02 0| 0 422 0 1700 0.30 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 28.63 Underlying Price 17.185 Time to expiry: 107 Days Dec 10 7.62 1.00 43.50 0| 0 0 0 960 7.22 0.99 42.70 0| 0 0 0 1000 5.26 0.97 38.22 0| 0 0 0 1200 3.40 0.89 33.73 0| 0 0 0 1400 2.56 0.81 31.89 0| 0 0 0 1500 1.80 0.70 30.14 0| 0 0 0 1600 1.19 0.57 28.92 0| 0 60 0 1700 0.71 0.41 27.39 0| 0 360 0 1800 0.38 0.27 26.32 0| 0 290 0 1900 0.18 0.16 25.46 0| 0 1,580 0 2000 0.03 0.04 24.64 0| 0 0 0 2200 0.01 0.01 24.54 0| 0 0 0 2400 0.01 0.00 26.50 0| 0 0 0 2800 Total 0| 0 2,290 0 Indicative a-t-m Vol 29.08 Underlying Price 17.185 Time to expiry: 198 Days Mar 11 7.74 0.96 50.00 0| 0 0 0 960 7.36 0.96 47.78 0| 0 0 0 1000 5.45 0.92 39.25 0| 0 0 0 1200 3.67 0.84 33.35 0| 0 0 0 1400 2.89 0.76 31.74 0| 0 0 0 1500 2.21 0.67 30.51 0| 0 40 0 1600 1.60 1.61 0.57 29.32 1.60 1.60 1| 0 20 0 1700 1.11 0.46 28.07 0| 0 40 0 1800 0.74 0.35 27.02 0| 0 0 0 1900 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.50 0.26 27.00 0| 0 0 0 2000 0.20 0.13 26.72 0| 0 0 0 2200 0.08 0.06 27.03 0| 0 0 0 2400 0.02 0.02 29.00 0| 0 0 0 2800 Total 1| 0 100 0 Indicative a-t-m Vol 29.26 Underlying Price 17.185 Time to expiry: 289 Days Jun 11 7.76 0.96 48.01 0| 0 0 0 960 7.37 0.96 45.00 0| 0 0 0 1000 5.53 0.91 40.00 0| 0 0 0 1200 3.68 0.84 30.95 0| 0 0 0 1400 2.98 0.76 31.50 0| 0 0 0 1500 2.20 0.68 28.06 0| 0 0 0 1600 1.77 0.58 30.00 0| 0 0 0 1700 1.13 0.47 26.11 0| 0 0 0 1800 0.50 0.27 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 1| 0 3,332 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 29.86 Underlying Price 17.185 Time to expiry: 16 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 0.02 -0.05 29.40 0| 0 0 0 1550 0.09 -0.14 31.80 0| 0 101 0 1600 0.18 -0.26 30.91 0| 0 0 0 1650 0.35 -0.42 30.02 0| 0 130 0 1700 0.62 -0.60 29.61 0| 0 0 0 1750 0.96 -0.76 28.84 0| 0 0 0 1800 1.84 -0.94 29.01 0| 0 0 0 1900 2.82 -0.99 28.56 0| 0 0 0 2000 4.82 -1.00 27.51 0| 0 0 0 2200 6.82 -1.00 26.11 0| 0 0 0 2400 10.82 -1.00 22.00 0| 0 0 0 2800 Total 0| 0 268 0 Indicative a-t-m Vol 28.63 Underlying Price 17.185 Time to expiry: 107 Days Dec 10 0.01 0.00 43.50 0| 0 0 0 960 0.01 -0.01 42.70 0| 0 0 0 1000 0.05 -0.03 38.22 0| 0 0 0 1200 0.18 -0.11 33.73 0| 0 60 0 1400 0.33 -0.19 31.89 0| 0 0 0 1500 0.58 -0.30 30.14 0| 0 50 0 1600 0.96 -0.44 28.92 0| 0 120 0 1700 1.48 -0.59 27.39 0| 0 0 0 1800 2.16 -0.73 26.32 0| 0 80 0 1900 2.96 -0.85 25.46 0| 0 42 0 2000 4.83 -0.97 24.64 0| 0 0 0 2200 6.82 -1.00 24.54 0| 0 0 0 2400 10.82 -1.00 26.50 0| 0 0 0 2800 Total 0| 0 352 0 Indicative a-t-m Vol 29.08 Underlying Price 17.185 Time to expiry: 198 Days Mar 11 0.11 -0.04 50.00 0| 0 0 0 960 0.12 -0.04 47.78 0| 0 0 0 1000 0.21 -0.08 39.25 0| 0 0 0 1200 0.42 -0.16 33.35 0| 20 40 +20 1400 0.63 -0.24 31.74 0| 0 20 0 1500 0.94 -0.33 30.51 0| 0 0 0 1600 1.34 -0.43 29.32 0| 0 0 0 1700 1.85 -0.54 28.07 0| 0 0 0 1800 2.47 -0.65 27.02 0| 0 0 0 1900 3.23 -0.75 27.00 0| 0 0 0 2000 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.94 -0.88 26.72 0| 0 0 0 2200 6.84 -0.96 27.03 0| 0 0 0 2400 10.82 -1.00 29.00 0| 0 0 0 2800 Total 0| 20 60 +20 Indicative a-t-m Vol 29.26 Underlying Price 17.185 Time to expiry: 289 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 0.73 -0.24 30.53 0| 0 0 0 1400 1.16 -0.33 31.50 0| 0 0 0 1500 1.44 -0.42 28.06 0| 0 0 0 1600 2.11 -0.51 30.00 0| 0 0 0 1700 2.55 -0.62 26.11 0| 0 0 0 1800 4.04 -0.79 24.86 0| 0 0 0 2000 5.78 -0.90 23.92 0| 0 0 0 2200 7.72 -0.94 26.00 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 20 680 +20 Grand Total 1| 20 4,012 +20 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 44.11 Underlying Price 42.465 Time to expiry: 16 Days Sep 10 22.47 1.00 97.00 0| 0 0 0 2000 20.47 1.00 91.82 0| 0 0 0 2200 18.47 1.00 86.00 0| 0 0 0 2400 16.47 1.00 80.32 0| 0 0 0 2600 14.48 1.00 74.89 0| 0 200 0 2800 12.49 0.99 69.78 0| 0 0 0 3000 10.51 0.98 65.02 0| 0 416 0 3200 9.55 0.97 66.22 0| 0 2,050 0 3300 8.46 0.96 62.64 0| 0 6,750 0 3412 7.63 0.94 60.46 0| 0 885 0 3500 6.67 0.92 57.05 0| 0 8,235 0 3600 5.75 0.89 54.86 0| 0 550 0 3700 4.93 0.86 52.20 0| 1 324 0 3791 4.86 0.85 52.25 0| 0 3,038 0 3800 3.48 4.01 0.80 50.13 3.48 3.48 75| 0 868 0 3900 3.39 3.22 0.74 48.25 3.39 3.39 550| 35 11,289 0 4000 1.73 2.50 0.66 46.13 1.76 1.73 350| 0 75 0 4100 0.81 2.05 0.59 45.25 1.30 0.81 1,495| 3 5,502 0 4170 0.96 1.89 0.57 45.01 2.20 0.96 83| 0 0 0 4200 1.00 1.34 0.47 43.10 1.00 1.00 60| 0 971 0 4300 0.92 0.37 42.25 0| 1 4,319 0 4400 0.61 0.27 41.40 0| 0 1,067 0 4500 0.49 0.23 41.14 0| 0 2,390 0 4549 0.39 0.19 40.83 0| 0 537 0 4600 0.31 0.25 0.13 40.93 0.31 0.31 75| 0 545 0 4700 0.15 0.09 41.22 0| 0 10,994 0 4800 0.07 0.05 40.47 0| 0 5,344 0 4929 0.02 0.01 42.47 0| 0 2,129 0 5200 0.01 0.00 35.68 0| 0 4,656 0 5308 0.01 0.00 33.78 0| 0 460 0 5687 0.01 0.00 32.67 0| 0 93 0 6066 0.01 0.00 32.30 0| 0 100 0 6400 0.01 0.00 32.55 0| 0 6 0 6824 0.01 0.00 33.39 0| 0 0 0 7200 0.01 0.00 34.78 0| 0 587 0 7582 0.01 0.00 36.00 0| 0 120 0 8000 Total 2,688| 40 74,500 0 Indicative a-t-m Vol 43.61 Underlying Price 42.465 Time to expiry: 44 Days Oct 10 14.63 0.97 69.70 0| 0 0 0 2800 12.70 0.95 64.58 0| 0 0 0 3000 10.83 0.92 61.14 0| 0 0 0 3200 9.00 0.89 57.28 0| 0 0 0 3400 8.13 0.86 55.88 0| 0 0 0 3500 7.04 7.26 0.83 53.81 7.04 7.04 75| 0 61 0 3600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.43 0.80 52.03 0| 0 75 0 3700 5.62 0.77 50.32 0| 0 67 0 3800 4.88 0.72 48.98 0| 0 50 0 3900 4.14 0.67 47.14 0| 0 242 0 4000 2.85 3.48 0.62 45.84 2.85 2.85 2| 3 12 +3 4100 1.80 2.87 0.56 44.27 2.27 1.80 186| 0 165 0 4200 2.32 0.50 42.87 0| 0 75 0 4300 1.85 0.44 41.80 0| 0 638 0 4400 0.80 1.43 0.37 40.79 0.80 0.80 31| 0 174 0 4500 0.60 1.10 0.31 39.91 0.60 0.60 34| 0 225 0 4600 0.82 0.25 38.95 0| 0 78 0 4700 0.31 0.59 0.20 38.04 0.69 0.31 137| 0 881 0 4800 0.13 0.06 35.45 0| 0 2,757 0 5200 0.02 0.01 33.95 0| 0 50 0 5600 Total 465| 3 5,550 +3 Indicative a-t-m Vol 45.38 Underlying Price 42.465 Time to expiry: 79 Days Nov 10 9.62 0.84 56.53 0| 0 0 0 3400 8.02 0.79 53.79 0| 0 0 0 3600 6.47 0.72 50.53 0| 0 0 0 3800 5.78 0.69 49.51 0| 0 0 0 3900 5.01 0.65 46.85 0| 0 75 0 4000 4.34 0.61 45.35 0| 0 0 0 4100 3.90 0.57 46.13 0| 0 26 0 4200 2.77 0.47 42.94 0| 0 75 0 4400 1.37 1.98 0.38 41.83 1.37 1.37 10| 33 200 0 4600 1.37 1.23 0.28 38.70 1.37 1.37 50| 0 475 0 4800 Total 60| 33 851 0 Indicative a-t-m Vol 44.32 Underlying Price 42.465 Time to expiry: 107 Days Dec 10 31.15 1.00 98.00 0| 0 0 0 1137 27.43 0.99 92.62 0| 0 0 0 1516 23.75 0.98 84.59 0| 0 113 0 1896 22.75 0.97 82.04 0| 0 0 0 2000 20.13 0.96 75.96 0| 0 0 0 2275 18.93 0.95 72.72 0| 0 12 0 2400 15.27 0.91 66.04 0| 0 0 0 2800 13.14 0.88 60.96 0| 0 2,929 0 3033 11.73 0.85 58.55 0| 0 1,650 0 3200 10.06 0.82 55.54 0| 0 331 0 3400 8.48 0.77 52.69 0| 0 4,268 0 3600 7.07 0.71 50.23 0| 0 7,771 0 3791 4.59 5.64 0.64 47.51 4.59 4.59 75| 0 13,114 0 4000 4.42 0.57 45.14 0| 0 2,325 0 4200 3.25 4.05 0.55 44.13 3.25 3.25 20| 0 5,515 0 4258 3.51 0.51 42.87 0| 0 4,631 0 4360 2.61 0.43 40.88 0| 0 6,349 0 4549 2.41 0.41 40.61 0| 0 1,741 0 4600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.88 0.35 39.18 0| 22 23,204 -22 4739 1.32 0.27 37.86 0| 0 19,825 0 4929 0.91 0.21 36.46 0| 0 4,204 0 5100 0.54 0.55 0.14 35.30 0.54 0.54 22| 115 2,547 0 5323 0.27 0.31 0.09 35.04 0.27 0.27 70| 0 5,429 0 5600 0.25 0.07 34.58 0| 0 2,094 0 5687 0.02 0.01 30.41 0| 0 765 0 6388 0.02 0.01 30.37 0| 0 1,022 0 6400 0.01 0.00 28.70 0| 0 260 0 7097 0.01 0.00 28.53 0| 0 193 0 7203 0.01 0.00 28.13 0| 0 311 0 7582 0.01 0.00 27.99 0| 0 717 0 7984 0.01 0.00 28.20 0| 0 262 0 8517 0.01 0.00 28.57 0| 0 1,060 0 8872 0.01 0.00 32.50 0| 0 120 0 10647 Total 187| 137 112,762 -22 Indicative a-t-m Vol 43.25 Underlying Price 42.465 Time to expiry: 198 Days Mar 11 23.13 0.95 73.55 0| 0 0 0 2000 21.31 0.94 70.09 0| 0 0 0 2200 19.50 0.92 66.63 0| 0 0 0 2400 15.97 0.88 59.73 0| 0 0 0 2800 14.29 0.85 57.19 0| 0 0 0 3000 12.70 0.82 54.80 0| 0 3,001 0 3200 11.12 0.78 52.23 0| 0 2,095 0 3400 9.68 0.74 50.32 0| 0 446 0 3600 8.29 0.69 48.06 0| 0 775 0 3800 6.97 0.64 45.95 0| 0 1,402 0 4000 5.76 0.58 43.81 0| 0 838 0 4200 4.62 0.52 41.40 0| 0 4,212 0 4400 3.64 0.46 39.46 0| 0 7,459 0 4600 2.83 0.39 38.06 0| 0 2,551 0 4800 1.54 0.26 35.03 0| 0 498 0 5200 0.81 0.16 33.26 0| 0 2,337 0 5600 0.11 0.03 28.33 0| 0 355 0 6400 0.02 0.01 27.42 0| 0 350 0 7200 Total 0| 0 26,319 0 Indicative a-t-m Vol 41.51 Underlying Price 42.465 Time to expiry: 289 Days Jun 11 31.30 0.99 82.00 0| 0 0 0 1137 27.74 0.98 76.31 0| 0 0 0 1516 25.97 0.97 73.03 0| 0 0 0 1706 24.22 0.96 69.74 0| 0 0 0 1896 22.49 0.94 66.18 0| 0 0 0 2085 20.81 0.93 63.62 0| 0 0 0 2275 19.70 0.92 61.62 0| 0 50 0 2400 17.47 0.89 57.57 0| 0 0 0 2654 14.36 0.84 53.06 0| 0 50 0 3033 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.03 0.82 50.99 0| 0 0 0 3200 11.45 0.78 48.91 0| 0 51 0 3412 10.08 0.74 46.81 0| 0 1,150 0 3600 8.79 0.70 45.18 0| 0 433 0 3791 7.43 0.65 43.03 0| 0 7,942 0 4000 6.49 0.60 42.02 0| 0 2,172 0 4170 5.30 0.54 40.49 0| 0 50 0 4400 4.61 0.50 39.54 0| 0 7,828 0 4549 3.42 0.42 36.97 2,000| 0 3,125 0 4800 1.85 0.28 34.37 0| 0 7,628 0 5308 1.09 0.19 32.73 0| 0 471 0 5687 0.63 0.12 31.60 0| 0 1,236 0 6066 0.43 0.09 31.85 0| 0 175 0 6400 0.20 0.05 30.44 0| 0 256 0 6824 0.10 0.03 29.60 0| 0 28 0 7200 0.05 0.02 29.19 0| 0 100 0 7582 Total 2,000| 0 32,745 0 Indicative a-t-m Vol 41.09 Underlying Price 42.465 Time to expiry: 471 Days Dec 11 31.37 0.99 76.00 0| 0 0 0 1137 27.88 0.97 70.12 0| 0 0 0 1516 24.48 0.94 64.30 0| 0 0 0 1896 21.22 0.91 59.03 0| 0 0 0 2275 15.16 0.82 50.46 0| 0 0 0 3033 13.94 0.79 48.85 0| 0 42 0 3200 11.21 0.72 45.46 0| 0 2,540 0 3600 10.02 0.69 44.16 0| 0 6,250 0 3791 8.80 0.64 42.64 0| 0 4,920 0 4000 7.42 0.59 41.02 0| 0 1,950 0 4258 5.00 0.47 38.12 0| 0 7,408 0 4800 3.25 0.35 35.89 0| 0 5,723 0 5323 0.59 0.10 31.36 0| 0 50 0 7097 0.23 0.05 30.38 0| 0 241 0 7984 0.10 0.02 30.00 0| 0 0 0 8872 Total 0| 0 29,124 0 Indicative a-t-m Vol 40.16 Underlying Price 42.465 Time to expiry: 653 Days Jun 12 23.80 0.93 62.40 0| 0 0 0 2000 21.27 0.91 55.59 0| 0 0 0 2275 15.67 0.81 49.66 0| 0 0 0 3033 14.58 0.79 48.49 0| 0 0 0 3200 13.19 0.75 46.89 0| 0 0 0 3412 11.94 0.72 45.06 0| 0 0 0 3600 10.92 0.69 44.33 0| 0 0 0 3791 9.51 0.65 41.85 0| 0 0 0 4000 8.65 0.62 40.84 0| 0 0 0 4170 8.45 0.61 40.45 0| 0 0 0 4200 6.73 0.54 38.27 0| 0 1,000 0 4549 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.99 0.50 38.58 0| 0 0 0 4800 3.70 0.38 33.80 0| 0 0 0 5308 2.67 0.30 32.28 0| 0 0 0 5687 0.67 0.10 31.00 0| 25 25 +25 7582 Total 0| 25 1,025 +25 Indicative a-t-m Vol 41.75 Underlying Price 42.465 Time to expiry: 842 Days Dec 12 34.98 1.00 80.62 0| 0 0 0 758 28.03 0.96 66.60 0| 0 0 0 1516 24.77 0.94 60.55 0| 0 0 0 1896 21.60 0.90 54.48 0| 0 0 0 2275 16.30 0.80 48.99 0| 0 4,000 0 3033 15.28 0.78 48.02 0| 0 0 0 3200 12.63 0.72 44.18 0| 0 0 0 3600 11.52 0.69 42.91 0| 0 7,500 0 3791 10.33 0.65 41.46 0| 0 500 0 4000 9.45 0.61 41.76 0| 0 1,500 0 4258 6.92 0.52 38.40 0| 0 9,500 0 4800 5.01 0.43 36.00 0| 0 5,474 0 5323 3.51 0.34 33.60 0| 0 1,500 0 5800 1.80 0.21 30.60 0| 0 5,750 0 6635 1.38 0.17 30.60 0| 0 0 0 7097 0.94 0.12 31.40 0| 0 0 0 8000 Total 0| 0 35,724 0 Indicative a-t-m Vol 39.63 Underlying Price 42.465 Time to expiry: 1024 Days Jun 13 24.01 0.93 61.07 0| 0 0 0 2000 21.09 0.88 57.00 0| 0 0 0 2400 15.38 0.78 47.67 0| 0 0 0 3200 12.93 0.73 44.31 0| 0 0 0 3600 10.64 0.66 41.24 0| 0 0 0 4000 8.60 0.59 38.64 0| 0 0 0 4400 7.27 0.53 38.22 0| 0 0 0 4800 3.29 0.32 32.32 0| 0 0 0 6000 1.14 0.14 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.88 Underlying Price 42.465 Time to expiry: 1206 Days Dec 13 24.85 0.94 59.83 0| 0 0 0 1896 21.86 0.90 54.24 0| 0 0 0 2275 16.90 0.80 48.57 0| 0 0 0 3033 12.47 0.70 43.04 0| 0 1,000 0 3791 8.60 0.58 37.79 0| 0 0 0 4549 4.71 0.40 33.45 0| 0 3,000 0 5687 2.63 0.26 31.57 0| 0 1,066 0 6800 1.57 0.17 31.21 0| 0 0 0 8000 1.07 0.12 32.66 0| 0 1,000 0 9478 Total 0| 0 6,066 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 40.06 Underlying Price 42.465 Time to expiry: 1570 Days Dec 14 24.10 0.93 60.60 0| 0 0 0 2000 21.39 0.88 56.18 0| 0 0 0 2400 16.11 0.79 46.94 0| 0 0 0 3200 11.73 0.68 40.97 0| 0 0 0 4000 8.60 0.56 38.02 0| 0 0 0 4800 4.63 0.39 32.65 0| 0 0 0 6000 2.55 0.24 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 5,400| 238 324,666 +6 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 44.11 Underlying Price 42.465 Time to expiry: 16 Days Sep 10 0.01 0.00 97.00 0| 0 1,003 0 2000 0.01 0.00 91.82 0| 0 3,692 0 2200 0.01 0.00 86.00 0| 0 6,510 0 2400 0.01 0.00 80.32 0| 0 6,541 0 2600 0.01 0.00 74.89 0| 0 4,044 0 2800 0.02 -0.01 69.78 0| 1,000 3,508 +540 3000 0.12 0.04 -0.02 65.02 0.12 0.10 117| 0 7,789 0 3200 0.08 -0.03 66.22 0| 0 3,497 0 3300 0.11 -0.04 62.64 0| 0 6,474 0 3412 0.15 -0.06 60.46 0| 0 6,771 0 3500 0.20 -0.08 57.05 0| 25 7,245 -25 3600 0.42 0.28 -0.11 54.86 0.42 0.26 43| 100 424 -24 3700 0.40 0.37 -0.14 52.20 0.40 0.40 145| 75 1,925 0 3791 0.41 0.38 -0.15 52.25 0.41 0.41 125| 0 755 0 3800 0.48 0.54 -0.20 50.13 0.55 0.48 95| 0 195 0 3900 1.32 0.75 -0.26 48.25 1.32 0.69 260| 1,041 9,023 +650 4000 1.02 -0.34 46.13 0| 0 354 0 4100 3.05 1.28 -0.41 45.25 3.05 3.05 42| 0 7,218 0 4170 1.45 1.41 -0.43 45.01 1.45 1.45 112| 1,130 1,130 +1,130 4200 1.95 1.87 -0.53 43.10 1.95 1.95 75| 0 78 0 4300 2.55 2.45 -0.63 42.25 2.55 2.55 75| 1 2,232 0 4400 3.14 -0.73 41.40 0| 0 75 0 4500 3.51 -0.77 41.14 0| 0 2,545 0 4549 3.92 -0.81 40.83 0| 0 21 0 4600 4.77 -0.87 40.93 0| 0 0 0 4700 5.68 -0.91 41.22 0| 0 2,127 0 4800 6.89 -0.95 40.47 0| 0 1,782 0 4929 9.55 -0.99 42.47 0| 0 0 0 5200 10.62 -1.00 35.68 0| 0 15 0 5308 14.41 -1.00 33.78 0| 0 2 0 5687 18.20 -1.00 32.67 0| 0 1,250 0 6066 21.54 -1.00 32.30 0| 0 0 0 6400 25.78 -1.00 32.55 0| 0 0 0 6824 29.54 -1.00 33.39 0| 0 0 0 7200 33.35 -1.00 34.78 0| 0 50 0 7582 37.53 -1.00 36.00 0| 0 0 0 8000 Total 1,089| 3,372 88,275 +2,271 Indicative a-t-m Vol 43.61 Underlying Price 42.465 Time to expiry: 44 Days Oct 10 0.15 -0.03 69.70 0| 0 155 0 2800 0.22 -0.05 64.58 0| 0 265 0 3000 0.34 -0.08 61.14 0| 0 2,415 0 3200 0.96 0.52 -0.11 57.28 0.96 0.96 50| 0 278 0 3400 0.64 -0.14 55.88 0| 0 247 0 3500 1.24 0.77 -0.17 53.81 1.24 0.81 59| 0 201 0 3600 1.69 0.94 -0.20 52.03 1.69 1.01 120| 0 1,621 0 3700 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.64 1.13 -0.24 50.32 1.64 1.64 6| 0 200 0 3800 1.97 1.39 -0.28 48.98 1.97 1.97 21| 0 1,672 0 3900 1.65 -0.33 47.14 0| 0 138 0 4000 2.82 1.99 -0.38 45.84 2.82 2.82 25| 0 170 0 4100 2.38 -0.44 44.27 0| 0 60 0 4200 2.83 -0.50 42.87 0| 0 125 0 4300 3.36 -0.57 41.80 0| 0 118 0 4400 3.94 -0.63 40.79 0| 0 4,005 0 4500 4.61 -0.69 39.91 0| 0 86 0 4600 5.33 -0.75 38.95 0| 0 0 0 4700 6.10 -0.80 38.04 0| 0 29 0 4800 9.64 -0.94 35.45 0| 0 0 0 5200 13.54 -0.99 33.95 0| 0 0 0 5600 Total 281| 0 11,785 0 Indicative a-t-m Vol 45.38 Underlying Price 42.465 Time to expiry: 79 Days Nov 10 1.11 -0.16 56.53 0| 0 300 0 3400 1.50 -0.22 53.79 0| 0 182 0 3600 1.95 -0.28 50.53 0| 0 29 0 3800 2.25 -0.31 49.51 0| 0 0 0 3900 3.87 2.48 -0.35 46.85 3.87 3.87 28| 0 0 0 4000 2.82 -0.39 45.35 0| 0 0 0 4100 3.38 -0.43 46.13 0| 0 0 0 4200 4.25 -0.53 42.94 0| 0 0 0 4400 5.45 -0.62 41.83 0| 0 0 0 4600 6.71 -0.72 38.70 0| 0 0 0 4800 Total 28| 0 511 0 Indicative a-t-m Vol 44.32 Underlying Price 42.465 Time to expiry: 107 Days Dec 10 0.02 0.00 98.00 0| 0 654 0 1137 0.09 -0.01 92.62 0| 0 709 0 1516 0.20 -0.02 84.59 0| 0 2,384 0 1896 0.24 -0.03 82.04 0| 0 11,759 0 2000 0.36 -0.04 75.96 0| 0 3,620 0 2275 0.41 -0.05 72.72 0| 0 9,485 0 2400 0.74 -0.09 66.04 0| 0 5,858 0 2800 1.00 0.94 -0.12 60.96 1.00 0.98 112| 0 6,595 0 3033 1.18 -0.15 58.55 0| 0 10,891 0 3200 1.52 -0.19 55.54 0| 0 2,059 0 3400 1.92 -0.23 52.69 0| 0 4,946 0 3600 2.42 -0.29 50.23 0| 0 23,275 0 3791 3.08 -0.36 47.51 0| 0 7,837 0 4000 4.65 3.85 -0.43 45.14 4.65 4.65 13| 1,060 2,802 +985 4200 4.06 -0.45 44.13 0| 0 8,943 0 4258 4.54 -0.49 42.87 0| 0 2,867 0 4360 5.53 -0.58 40.88 0| 0 6,276 0 4549 5.84 -0.60 40.61 0| 0 2,633 0 4600 6.70 -0.66 39.18 0| 0 13,994 0 4739 8.04 -0.73 37.86 0| 0 6,106 0 4929 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.34 -0.79 36.46 0| 0 25 0 5100 11.22 -0.86 35.30 0| 0 226 0 5323 13.76 -0.92 35.04 0| 0 0 0 5600 14.57 -0.93 34.58 0| 0 1,664 0 5687 21.42 -1.00 30.41 0| 0 100 0 6388 21.54 -1.00 30.37 0| 0 0 0 6400 28.51 -1.00 28.70 0| 0 101 0 7097 29.57 -1.00 28.53 0| 0 0 0 7203 33.35 -1.00 28.13 0| 0 2 0 7582 37.38 -1.00 27.99 0| 0 5 0 7984 42.71 -1.00 28.20 0| 0 0 0 8517 46.26 -1.00 28.57 0| 0 51 0 8872 64.01 -1.00 32.50 0| 0 1 0 10647 Total 125| 1,060 135,868 +985 Indicative a-t-m Vol 43.25 Underlying Price 42.465 Time to expiry: 198 Days Mar 11 0.56 -0.05 73.55 0| 0 3,481 0 2000 0.73 -0.06 70.09 0| 0 1,344 0 2200 1.10 0.92 -0.08 66.63 1.10 1.10 60| 0 494 0 2400 1.36 -0.12 59.73 0| 0 4,313 0 2800 1.67 -0.15 57.19 0| 0 3,457 0 3000 2.07 -0.18 54.80 0| 25 4,130 0 3200 2.48 -0.22 52.23 0| 27 1,254 0 3400 3.04 -0.26 50.32 0| 29 3,806 +1 3600 3.64 -0.31 48.06 0| 0 5,219 0 3800 5.60 4.31 -0.36 45.95 5.60 5.50 44| 0 8,126 0 4000 5.09 -0.42 43.81 0| 0 1,680 0 4200 5.95 -0.48 41.40 0| 0 2,017 0 4400 6.96 -0.55 39.46 0| 0 6,553 0 4600 8.15 -0.61 38.06 0| 0 1 0 4800 10.86 -0.74 35.03 0| 0 20 0 5200 14.14 -0.85 33.26 0| 0 750 0 5600 21.54 -0.99 28.33 0| 0 0 0 6400 29.54 -1.00 24.89 0| 0 0 0 7200 Total 104| 81 46,645 +1 Indicative a-t-m Vol 41.51 Underlying Price 42.465 Time to expiry: 289 Days Jun 11 0.23 -0.02 82.00 0| 0 122 0 1137 0.49 -0.03 76.31 0| 0 175 0 1516 0.65 -0.04 73.03 0| 0 300 0 1706 0.82 -0.06 69.74 0| 0 275 0 1896 0.99 -0.07 66.18 0| 0 300 0 2085 1.24 -0.09 63.62 0| 0 356 0 2275 1.64 1.39 -0.10 61.62 1.64 1.64 75| 0 2,640 0 2400 1.74 -0.13 57.57 0| 0 527 0 2654 2.47 -0.18 53.06 0| 0 82 0 3033 2.84 -0.21 50.99 0| 0 656 0 3200 3.41 -0.25 48.91 0| 0 193 0 3412 3.96 -0.29 46.81 2,000| 0 2,502 0 3600 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.64 4.61 -0.33 45.18 5.64 5.64 25| 0 284 0 3791 5.40 -0.38 43.03 0| 0 8,157 0 4000 6.18 -0.43 42.02 0| 0 1,152 0 4170 7.33 -0.49 40.49 0| 0 28 0 4400 8.17 -0.53 39.54 0| 0 2,200 0 4549 9.52 -0.61 36.97 0| 0 107 0 4800 13.09 -0.74 34.37 0| 0 68 0 5308 16.16 -0.82 32.73 0| 0 0 0 5687 19.48 -0.89 31.60 0| 0 0 0 6066 22.61 -0.92 31.85 0| 0 0 0 6400 26.61 -0.95 30.44 0| 0 0 0 6824 30.24 -0.97 29.60 0| 0 0 0 7200 33.99 -0.99 29.19 0| 0 0 0 7582 Total 2,100| 0 20,124 0 Indicative a-t-m Vol 41.09 Underlying Price 42.465 Time to expiry: 471 Days Dec 11 0.50 -0.03 76.00 0| 0 0 0 1137 0.90 -0.05 70.12 0| 0 75 0 1516 1.38 -0.07 64.30 0| 0 375 0 1896 1.96 -0.11 59.03 0| 0 1,025 0 2275 3.55 -0.20 50.46 0| 0 5,355 0 3033 4.00 -0.22 48.85 0| 0 40 0 3200 5.28 -0.29 45.46 0| 0 3,040 0 3600 6.00 -0.33 44.16 0| 0 20,300 0 3791 6.87 -0.37 42.64 0| 0 2,520 0 4000 8.07 -0.42 41.02 0| 0 1,750 0 4258 11.04 -0.54 38.12 0| 0 500 0 4800 14.51 -0.66 35.89 0| 0 0 0 5323 29.53 -0.91 31.36 0| 0 0 0 7097 38.01 -0.96 30.38 0| 0 0 0 7984 46.70 -0.98 30.00 0| 0 1 0 8872 Total 0| 0 34,981 0 Indicative a-t-m Vol 40.16 Underlying Price 42.465 Time to expiry: 653 Days Jun 12 2.44 -0.10 62.40 0| 0 0 0 2000 2.67 -0.12 55.59 0| 0 0 0 2275 4.83 -0.22 49.66 0| 0 0 0 3033 5.44 -0.25 48.49 0| 0 0 0 3200 6.19 -0.28 46.89 0| 0 0 0 3412 6.83 -0.31 45.06 0| 0 0 0 3600 7.75 -0.34 44.33 0| 0 0 0 3791 8.43 -0.38 41.85 0| 0 0 0 4000 9.28 -0.41 40.84 0| 0 0 0 4170 9.38 -0.42 40.45 0| 0 0 0 4200 11.17 -0.49 38.27 0| 0 0 0 4549 12.94 -0.53 38.58 0| 0 0 0 4800 15.73 -0.64 33.80 0| 0 0 0 5308 18.47 -0.72 32.28 0| 0 0 0 5687 35.16 -0.90 31.00 0| 0 0 0 7582 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 41.75 Underlying Price 42.465 Time to expiry: 842 Days Dec 12 0.71 -0.02 80.62 0| 0 10,000 0 758 1.96 -0.07 66.60 0| 0 0 0 1516 2.62 -0.10 60.55 0| 0 500 0 1896 3.31 -0.13 54.48 0| 0 2,500 0 2275 5.69 -0.22 48.99 0| 0 18,000 0 3033 6.34 -0.24 48.02 0| 0 5,500 0 3200 7.66 -0.30 44.18 0| 0 0 0 3600 8.46 -0.33 42.91 0| 0 9,000 0 3791 9.33 -0.37 41.46 0| 0 0 0 4000 11.02 -0.40 41.76 0| 0 1,230 0 4258 13.83 -0.50 38.40 0| 0 0 0 4800 17.07 -0.59 36.00 0| 0 8,500 0 5323 20.27 -0.67 33.60 0| 0 0 0 5800 26.76 -0.80 30.60 0| 0 0 0 6635 30.88 -0.84 30.60 0| 0 0 0 7097 39.27 -0.89 31.40 0| 0 0 0 8000 Total 0| 0 55,230 0 Indicative a-t-m Vol 39.63 Underlying Price 42.465 Time to expiry: 1024 Days Jun 13 3.89 -0.12 61.07 0| 0 0 0 2000 5.12 -0.16 57.00 0| 0 0 0 2400 7.40 -0.25 47.67 0| 0 0 0 3200 8.94 -0.31 44.31 0| 0 0 0 3600 10.61 -0.37 41.24 0| 0 0 0 4000 12.52 -0.44 38.64 0| 0 0 0 4400 15.13 -0.50 38.22 0| 0 0 0 4800 22.88 -0.69 32.32 0| 0 0 0 6000 40.03 -0.87 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.88 Underlying Price 42.465 Time to expiry: 1206 Days Dec 13 3.86 -0.11 59.83 0| 0 0 0 1896 4.74 -0.14 54.24 0| 0 0 0 2275 7.41 -0.23 48.57 0| 0 0 0 3033 10.41 -0.33 43.04 0| 0 2,333 0 3791 13.92 -0.45 37.79 0| 0 1,000 0 4549 21.04 -0.62 33.45 0| 0 0 0 5687 29.66 -0.75 31.57 0| 0 0 0 6800 40.10 -0.84 31.21 0| 0 0 0 8000 53.73 -0.89 32.66 0| 0 0 0 9478 Total 0| 0 3,333 0 Indicative a-t-m Vol 40.06 Underlying Price 42.465 Time to expiry: 1570 Days Dec 14 5.60 -0.12 60.60 0| 0 0 0 2000 6.94 -0.16 56.18 0| 0 0 0 2400 9.43 -0.25 46.94 0| 0 0 0 3200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 77 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 12.72 -0.35 40.97 0| 0 0 0 4000 17.18 -0.46 38.02 0| 0 0 0 4800 24.52 -0.63 32.65 0| 0 0 0 6000 41.14 -0.77 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 3,727| 4,513 396,752 +3,257 Grand Total 9,127| 4,751 721,418 +3,263 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 45.69 Underlying Price 42.465 Time to expiry: 16 Days Sep 10 23.51 1.00 100.47 0| 0 0 0 1896 22.47 1.00 97.00 0| 0 0 0 2000 21.62 1.00 95.16 0| 0 0 0 2085 19.72 1.00 89.63 0| 0 0 0 2275 18.47 1.00 86.00 0| 0 0 0 2400 15.94 1.00 78.83 0| 0 0 0 2654 14.48 1.00 74.89 0| 0 0 0 2800 12.16 0.99 68.97 0| 0 0 0 3033 10.51 0.98 65.02 0| 0 150 0 3200 9.55 0.97 66.22 0| 0 0 0 3300 8.46 0.96 62.64 0| 0 1,028 0 3412 7.63 0.94 60.46 0| 0 0 0 3500 6.67 0.92 57.05 0| 0 10,750 0 3600 5.75 0.89 54.86 0| 0 0 0 3700 4.93 0.86 52.20 0| 0 0 0 3791 4.01 0.80 50.13 0| 0 0 0 3900 3.22 0.74 48.25 0| 0 400 0 4000 2.50 0.66 46.13 0| 0 0 0 4100 1.89 0.57 45.01 0| 0 0 0 4200 1.62 0.51 45.85 0| 0 21,027 0 4258 1.34 0.47 43.10 0| 0 0 0 4300 0.92 0.37 42.25 0| 0 1,530 0 4400 0.61 0.27 41.40 0| 0 0 0 4500 0.49 0.23 41.14 0| 0 1,500 0 4549 0.39 0.19 40.83 0| 0 0 0 4600 0.25 0.13 40.93 0| 0 0 0 4700 0.15 0.09 41.22 0| 0 550 0 4800 0.07 0.05 40.47 0| 0 35 0 4929 0.02 0.01 42.47 0| 0 0 0 5200 0.01 0.00 33.78 0| 0 0 0 5687 0.01 0.00 32.67 0| 0 0 0 6066 0.01 0.00 32.30 0| 0 28 0 6388 0.01 0.00 33.11 0| 0 0 0 7097 0.01 0.00 36.77 0| 0 20 0 7984 0.01 0.00 40.16 0| 0 0 0 8517 0.01 0.00 60.37 0| 0 0 0 10647 Total 0| 0 37,018 0 Indicative a-t-m Vol 43.19 Underlying Price 42.465 Time to expiry: 198 Days Mar 11 24.10 0.96 75.41 0| 0 0 0 1896 23.13 0.95 73.50 0| 0 0 0 2000 22.35 0.95 71.96 0| 0 0 0 2085 20.62 0.93 68.64 0| 0 0 0 2275 19.50 0.92 66.62 0| 0 0 0 2400 17.25 0.90 62.50 0| 0 0 0 2654 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.96 0.88 59.72 0| 0 0 0 2800 14.03 0.85 57.01 0| 0 0 0 3033 12.70 0.82 54.78 0| 0 0 0 3200 11.03 0.78 52.12 0| 0 0 0 3412 9.68 0.74 50.30 0| 0 715 0 3600 8.31 0.70 47.78 0| 0 0 0 3791 6.97 0.64 45.89 0| 0 100 0 4000 5.40 0.57 43.07 0| 0 315 0 4258 4.63 0.52 41.44 0| 0 0 0 4400 3.93 0.48 40.46 0| 0 318 0 4549 2.83 0.39 38.08 0| 0 501 0 4800 0.81 0.16 33.27 0| 0 0 0 5600 0.26 0.07 30.03 0| 0 0 0 6066 0.11 0.03 28.30 0| 0 0 0 6400 0.01 0.00 25.23 0| 0 0 0 7097 0.01 0.00 22.17 0| 0 0 0 7984 0.01 0.00 17.14 0| 0 0 0 10647 Total 0| 0 1,949 0 Indicative a-t-m Vol 40.37 Underlying Price 42.465 Time to expiry: 380 Days Sep 11 21.79 0.93 60.00 0| 0 0 0 2085 20.12 0.91 57.00 0| 0 0 0 2275 13.04 0.78 49.20 0| 0 0 0 3200 11.43 0.75 46.53 0| 0 0 0 3412 10.31 0.71 45.64 0| 0 0 0 3600 9.02 0.67 43.75 0| 0 0 0 3791 7.82 0.63 42.18 0| 0 0 0 4000 6.42 0.56 40.29 0| 0 0 0 4258 5.04 0.49 38.44 0| 0 0 0 4549 3.99 0.43 36.97 0| 0 30 0 4800 2.68 0.32 36.47 0| 0 0 0 5323 1.46 0.20 35.91 0| 0 0 0 6066 0.59 0.10 35.13 0| 0 209 0 7097 0.45 0.07 38.50 0| 0 0 0 8000 Total 0| 0 239 0 Indicative a-t-m Vol 41.23 Underlying Price 42.465 Time to expiry: 562 Days Mar 12 20.49 0.87 58.48 0| 0 0 0 2400 14.60 0.77 49.96 0| 0 0 0 3200 11.89 0.71 45.91 0| 0 0 0 3600 9.45 0.64 42.50 0| 0 0 0 4000 7.48 0.57 40.44 0| 0 0 0 4400 5.68 0.48 38.03 0| 0 0 0 4800 3.96 0.38 36.33 0| 0 0 0 5323 0.97 0.14 32.38 0| 0 150 0 7097 0.47 0.07 31.58 0| 0 0 0 8000 0.27 0.05 31.85 0| 0 0 0 8872 0.09 0.02 32.31 0| 0 0 0 10647 Total 0| 0 150 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 40.99 Underlying Price 42.465 Time to expiry: 751 Days Sep 12 20.02 0.85 57.63 0| 0 0 0 2400 14.45 0.76 48.68 0| 0 0 0 3200 11.88 0.70 44.85 0| 0 0 0 3600 9.74 0.63 42.50 0| 0 0 0 4000 7.79 0.56 40.06 0| 0 0 0 4400 6.29 0.49 38.67 0| 0 0 0 4800 2.74 0.29 33.69 0| 0 0 0 6000 1.35 0.17 32.36 0| 0 0 0 7097 0.76 0.11 31.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.65 Underlying Price 42.465 Time to expiry: 926 Days Mar 13 19.86 0.86 49.73 0| 0 0 0 2400 14.69 0.76 44.29 0| 0 0 0 3200 12.34 0.70 41.81 0| 0 0 0 3600 10.24 0.64 39.76 0| 0 0 0 4000 8.40 0.58 37.96 0| 0 0 0 4400 6.86 0.51 36.52 0| 0 0 0 4800 4.30 0.38 34.49 0| 0 30 0 5687 1.68 0.18 34.81 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 37.84 Underlying Price 42.465 Time to expiry: 1115 Days Sep 13 22.28 0.88 56.92 0| 0 0 0 2000 19.40 0.84 51.60 0| 0 0 0 2400 14.16 0.75 43.95 0| 0 0 0 3200 9.94 0.63 39.01 0| 0 0 0 4000 6.53 0.50 35.23 0| 0 0 0 4800 4.41 0.38 34.15 0| 0 0 0 5687 2.09 0.21 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.27 Underlying Price 42.465 Time to expiry: 1297 Days Mar 14 22.70 0.88 54.87 0| 0 0 0 2000 20.11 0.85 51.08 0| 0 0 0 2400 15.22 0.76 44.73 0| 0 0 0 3200 11.18 0.65 40.20 0| 0 0 0 4000 8.01 0.54 37.20 0| 0 0 0 4800 4.75 0.38 34.40 0| 0 0 0 6000 2.14 0.21 33.02 0| 0 0 0 8000 0.74 0.08 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.38 Underlying Price 42.465 Time to expiry: 1479 Days Sep 14 21.48 0.87 54.40 0| 0 0 0 2000 18.83 0.84 49.79 0| 0 0 0 2400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 81 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.26 0.74 43.51 0| 0 0 0 3200 10.47 0.64 39.32 0| 0 0 0 4000 7.45 0.52 36.28 0| 0 0 0 4800 4.46 0.37 33.61 0| 0 0 0 6000 2.12 0.21 32.47 0| 0 0 0 8000 0.76 0.09 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 37.64 Underlying Price 42.465 Time to expiry: 1661 Days Mar 15 21.94 0.88 53.26 0| 0 0 0 2000 19.42 0.84 49.11 0| 0 0 0 2400 14.87 0.75 42.76 0| 0 0 0 3200 11.08 0.65 38.58 0| 0 0 0 4000 8.01 0.54 35.53 0| 0 0 0 4800 4.99 0.40 33.00 0| 0 0 0 6000 2.44 0.23 31.73 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 39,386 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 45.69 Underlying Price 42.465 Time to expiry: 16 Days Sep 10 0.01 0.00 100.47 0| 0 1,975 0 1896 0.01 0.00 97.00 0| 0 0 0 2000 0.01 0.00 95.16 0| 0 3,000 0 2085 0.01 0.00 89.63 0| 0 1,025 0 2275 0.01 0.00 86.00 0| 0 890 0 2400 0.01 0.00 78.83 0| 0 482 0 2654 0.01 0.00 74.89 0| 0 0 0 2800 0.02 -0.01 68.97 0| 0 1,588 0 3033 0.04 -0.02 65.02 0| 0 370 0 3200 0.08 -0.03 66.22 0| 0 0 0 3300 0.11 -0.04 62.64 0| 0 750 0 3412 0.15 -0.06 60.46 0| 0 0 0 3500 0.20 -0.08 57.05 0| 0 10,000 0 3600 0.28 -0.11 54.86 0| 0 0 0 3700 0.37 -0.14 52.20 0| 0 600 0 3791 0.54 -0.20 50.13 0| 0 0 0 3900 0.75 -0.26 48.25 0| 0 386 0 4000 1.02 -0.34 46.13 0| 0 0 0 4100 1.41 -0.43 45.01 0| 0 0 0 4200 1.73 -0.49 45.85 0| 0 20,010 0 4258 1.86 -0.53 43.10 0| 0 0 0 4300 2.45 -0.63 42.25 0| 0 2,688 0 4400 3.14 -0.73 41.40 0| 0 0 0 4500 3.51 -0.77 41.14 0| 0 512 0 4549 3.91 -0.81 40.83 0| 0 0 0 4600 4.77 -0.87 40.93 0| 0 0 0 4700 5.68 -0.91 41.22 0| 0 500 0 4800 6.89 -0.95 40.47 0| 0 50 0 4929 9.54 -0.99 42.47 0| 0 0 0 5200 14.39 -1.00 33.78 0| 0 20 0 5687 18.18 -1.00 32.67 0| 0 150 0 6066 21.40 -1.00 32.30 0| 0 240 0 6388 28.49 -1.00 33.11 0| 0 105 0 7097 37.36 -1.00 36.77 0| 0 0 0 7984 42.69 -1.00 40.16 0| 0 20 0 8517 63.98 -1.00 60.37 0| 0 2,500 0 10647 Total 0| 0 47,861 0 Indicative a-t-m Vol 43.19 Underlying Price 42.465 Time to expiry: 198 Days Mar 11 0.49 -0.04 75.41 0| 0 0 0 1896 0.56 -0.05 73.50 0| 0 0 0 2000 0.63 -0.05 71.96 0| 0 10 0 2085 0.79 -0.07 68.64 0| 0 500 0 2275 0.91 -0.08 66.62 0| 0 40,000 0 2400 1.19 -0.10 62.50 0| 0 0 0 2654 1.36 -0.12 59.72 0| 0 0 0 2800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.74 -0.15 57.01 0| 0 0 0 3033 2.07 -0.18 54.78 0| 0 0 0 3200 2.51 -0.22 52.12 0| 0 950 0 3412 3.03 -0.26 50.30 0| 0 20 0 3600 3.56 -0.30 47.78 0| 0 506 0 3791 4.30 -0.36 45.89 0| 0 375 0 4000 5.30 -0.43 43.07 0| 0 10 0 4258 5.93 -0.48 41.44 0| 0 0 0 4400 6.72 -0.52 40.46 0| 0 20 0 4549 8.12 -0.61 38.08 0| 0 10 0 4800 14.06 -0.84 33.27 0| 0 0 0 5600 18.15 -0.93 30.03 0| 0 900 0 6066 21.31 -0.97 28.30 0| 0 10 0 6400 28.15 -1.00 25.23 0| 0 0 0 7097 36.96 -1.00 22.17 0| 0 0 0 7984 63.46 -1.00 17.14 0| 0 1 0 10647 Total 0| 0 43,312 0 Indicative a-t-m Vol 40.37 Underlying Price 42.465 Time to expiry: 380 Days Sep 11 1.12 -0.07 60.00 0| 0 0 0 2085 1.32 -0.09 57.00 0| 0 0 0 2275 3.38 -0.22 49.20 0| 0 0 0 3200 3.86 -0.25 46.53 0| 0 0 0 3412 4.59 -0.29 45.64 0| 0 0 0 3600 5.20 -0.33 43.75 0| 0 0 0 3791 6.06 -0.37 42.18 0| 0 0 0 4000 7.21 -0.44 40.29 0| 0 0 0 4258 8.70 -0.51 38.44 0| 0 0 0 4549 10.13 -0.57 36.97 0| 0 0 0 4800 13.99 -0.68 36.47 0| 0 20 0 5323 20.11 -0.80 35.91 0| 0 0 0 6066 29.42 -0.90 35.13 0| 0 0 0 7097 38.21 -0.93 38.50 0| 0 0 0 8000 Total 0| 0 20 0 Indicative a-t-m Vol 41.23 Underlying Price 42.465 Time to expiry: 562 Days Mar 12 2.75 -0.13 58.48 0| 0 0 0 2400 4.71 -0.23 49.96 0| 0 0 0 3200 5.92 -0.29 45.91 0| 0 0 0 3600 7.41 -0.36 42.50 0| 0 0 0 4000 9.36 -0.43 40.44 0| 0 0 0 4400 11.47 -0.52 38.03 0| 0 0 0 4800 14.89 -0.62 36.33 0| 0 0 0 5323 29.29 -0.86 32.38 0| 0 0 0 7097 37.65 -0.93 31.58 0| 0 0 0 8000 46.00 -0.95 31.85 0| 0 250 0 8872 63.23 -0.98 32.31 0| 0 1 0 10647 Total 0| 0 251 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 40.99 Underlying Price 42.465 Time to expiry: 751 Days Sep 12 3.78 -0.15 57.63 0| 0 0 0 2400 5.98 -0.24 48.68 0| 0 0 0 3200 7.30 -0.30 44.85 0| 0 0 0 3600 9.05 -0.37 42.50 0| 0 0 0 4000 10.99 -0.44 40.06 0| 0 0 0 4400 13.38 -0.51 38.67 0| 0 0 0 4800 21.49 -0.71 33.69 0| 0 0 0 6000 30.76 -0.83 32.36 0| 0 2,000 0 7097 38.96 -0.89 31.83 0| 0 20 0 8000 Total 0| 0 2,020 0 Indicative a-t-m Vol 38.65 Underlying Price 42.465 Time to expiry: 926 Days Mar 13 3.39 -0.14 49.73 0| 0 0 0 2400 5.92 -0.24 44.29 0| 0 0 0 3200 7.42 -0.30 41.81 0| 0 0 0 3600 9.17 -0.36 39.76 0| 0 0 0 4000 11.18 -0.42 37.96 0| 0 0 0 4400 13.49 -0.49 36.52 0| 0 0 0 4800 19.47 -0.62 34.49 0| 0 0 0 5687 39.11 -0.82 34.81 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 37.84 Underlying Price 42.465 Time to expiry: 1115 Days Sep 13 3.64 -0.12 56.92 0| 0 0 0 2000 4.57 -0.16 51.60 0| 0 0 0 2400 6.93 -0.25 43.95 0| 0 0 0 3200 10.32 -0.37 39.01 0| 0 0 0 4000 14.53 -0.50 35.23 0| 0 0 0 4800 20.84 -0.62 34.15 0| 0 0 0 5687 40.53 -0.79 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.27 Underlying Price 42.465 Time to expiry: 1297 Days Mar 14 3.81 -0.12 54.87 0| 0 0 0 2000 4.98 -0.15 51.08 0| 0 0 0 2400 7.61 -0.24 44.73 0| 0 0 0 3200 11.09 -0.35 40.20 0| 0 0 0 4000 15.43 -0.46 37.20 0| 0 0 0 4800 23.45 -0.62 34.40 0| 0 0 0 6000 39.63 -0.79 33.02 0| 0 0 0 8000 75.81 -0.92 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.38 Underlying Price 42.465 Time to expiry: 1479 Days Sep 14 4.43 -0.13 54.40 0| 0 0 0 2000 5.48 -0.16 49.79 0| 0 0 0 2400 8.33 -0.26 43.51 0| 0 0 0 3200 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.95 -0.36 39.32 0| 0 0 0 4000 16.35 -0.48 36.28 0| 0 0 0 4800 24.47 -0.63 33.61 0| 0 0 0 6000 40.67 -0.79 32.47 0| 0 0 0 8000 76.38 -0.91 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 37.64 Underlying Price 42.465 Time to expiry: 1661 Days Mar 15 4.60 -0.12 53.26 0| 0 0 0 2000 5.72 -0.16 49.11 0| 0 0 0 2400 8.48 -0.25 42.76 0| 0 0 0 3200 12.00 -0.35 38.58 0| 0 0 0 4000 16.23 -0.46 35.53 0| 0 0 0 4800 24.17 -0.60 33.00 0| 0 0 0 6000 39.88 -0.77 31.73 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 93,464 0 Grand Total 0| 0 132,850 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 19.21 Underlying Price 46.635 Time to expiry: 16 Days Sep 10 22.64 1.00 60.00 0| 0 0 0 2400 18.64 1.00 64.30 0| 0 0 0 2800 14.64 1.00 57.22 0| 0 0 0 3200 10.65 1.00 45.83 0| 0 0 0 3600 8.65 0.99 39.75 0| 0 0 0 3800 6.66 0.98 33.79 0| 0 0 0 4000 4.69 0.96 28.16 0| 0 0 0 4200 3.72 0.94 25.32 0| 0 0 0 4300 2.78 0.89 23.00 0| 0 10 0 4400 1.88 0.80 20.62 0| 0 3 0 4500 1.15 0.64 19.79 0| 0 23 0 4600 0.40 0.60 0.43 18.88 0.40 0.40 100| 0 0 0 4700 0.28 0.25 19.18 0| 0 71 0 4800 0.10 0.11 18.58 0| 0 0 0 4900 0.03 0.04 18.58 0| 0 8 0 5000 0.01 0.00 18.88 0| 0 1,424 0 5200 0.01 0.00 19.18 0| 0 28 0 5600 0.01 0.00 20.39 0| 0 7 0 6000 0.01 0.00 22.79 0| 0 0 0 6400 0.01 0.00 29.10 0| 0 0 0 7200 Total 100| 0 1,574 0 Indicative a-t-m Vol 21.35 Underlying Price 46.635 Time to expiry: 44 Days Oct 10 8.70 0.98 30.00 0| 0 0 0 3800 6.71 0.97 24.56 0| 0 0 0 4000 4.79 0.92 21.73 0| 0 0 0 4200 3.89 0.87 21.04 0| 0 0 0 4300 3.05 0.80 20.73 0| 0 0 0 4400 2.24 0.72 19.26 0| 0 0 0 4500 1.89 0.58 23.72 0| 0 6 0 4600 1.15 0.47 20.01 0| 0 0 0 4700 0.88 0.37 21.91 0| 0 0 0 4800 0.62 0.28 22.56 0| 0 7 0 4900 0.44 0.21 23.26 0| 0 4 0 5000 0.22 0.11 24.69 0| 0 0 0 5200 0.05 0.03 26.92 0| 0 0 0 5600 0.01 0.00 27.29 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 22.23 Underlying Price 46.635 Time to expiry: 79 Days Nov 10 8.88 0.94 30.00 0| 0 0 0 3800 7.02 0.90 27.91 0| 0 0 0 4000 5.27 0.82 26.02 0| 0 0 0 4200 4.46 0.78 25.18 0| 0 0 0 4300 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.74 0.71 25.04 0| 0 0 0 4400 3.00 0.65 23.74 0| 0 0 0 4500 2.27 0.58 21.94 0| 0 0 0 4600 1.30 1.44 0.42 22.83 1.30 1.30 3| 0 7 0 4800 0.36 0.15 21.38 0| 0 0 0 5200 0.08 0.04 22.00 0| 0 0 0 5600 Total 3| 0 7 0 Indicative a-t-m Vol 24.05 Underlying Price 46.635 Time to expiry: 107 Days Dec 10 26.69 1.00 50.00 0| 0 0 0 2000 22.70 1.00 43.71 0| 0 0 0 2400 18.72 0.99 38.41 0| 0 0 0 2800 14.77 0.98 34.04 0| 0 0 0 3200 10.89 0.95 30.50 0| 0 0 0 3600 9.02 0.92 29.01 0| 0 0 0 3800 7.24 0.87 27.69 0| 0 0 0 4000 5.61 0.79 26.83 0| 0 0 0 4200 4.11 0.69 25.51 0| 0 0 0 4400 2.82 0.58 24.14 0| 0 500 0 4600 1.20 1.87 0.44 23.86 1.20 1.20 2| 0 24 0 4800 0.66 0.21 22.69 0| 0 20 0 5200 0.18 0.07 22.14 0| 0 0 0 5600 0.04 0.02 21.52 0| 0 7 0 6000 0.01 0.00 21.43 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 2| 0 551 0 Indicative a-t-m Vol 25.67 Underlying Price 46.635 Time to expiry: 198 Days Mar 11 14.87 0.97 33.00 0| 0 0 0 3200 11.11 0.92 30.49 0| 0 0 0 3600 7.66 0.83 28.33 0| 0 0 0 4000 6.13 0.75 27.45 0| 0 0 0 4200 4.73 0.67 26.41 0| 0 0 0 4400 3.59 0.57 25.94 0| 0 0 0 4600 2.59 0.47 25.08 0| 0 0 0 4800 1.22 0.28 23.99 0| 0 4 0 5200 0.50 0.14 23.14 0| 0 13 0 5600 0.06 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 25.80 Underlying Price 46.635 Time to expiry: 289 Days Jun 11 22.75 1.00 36.00 0| 0 0 0 2400 14.95 0.96 31.56 0| 0 0 0 3200 11.29 0.90 29.50 0| 0 0 0 3600 8.00 0.79 27.73 0| 0 0 0 4000 6.56 0.72 27.01 0| 0 0 0 4200 5.28 0.65 26.38 0| 0 0 0 4400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.20 0.56 25.99 0| 0 0 0 4600 3.25 0.48 25.41 0| 0 0 0 4800 1.85 0.32 24.57 0| 0 0 0 5200 1.02 0.21 24.21 0| 0 0 0 5600 0.54 0.12 23.89 0| 0 0 0 6000 0.26 0.07 23.59 0| 0 0 0 6400 0.06 0.02 23.18 0| 0 0 0 7200 0.01 0.01 23.58 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.72 Underlying Price 46.635 Time to expiry: 471 Days Dec 11 22.77 0.99 34.25 0| 0 0 0 2400 15.19 0.93 30.57 0| 0 0 0 3200 8.85 0.74 27.52 0| 0 0 0 4000 6.41 0.63 26.37 0| 0 0 0 4400 4.42 0.50 25.39 0| 0 0 0 4800 1.29 0.21 24.39 0| 0 0 0 6000 0.13 0.03 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.97 Underlying Price 46.635 Time to expiry: 653 Days Jun 12 15.33 0.91 30.11 0| 0 0 0 3200 9.26 0.73 27.30 0| 0 0 0 4000 6.94 0.62 26.43 0| 0 0 0 4400 5.09 0.52 25.74 0| 0 0 0 4800 1.85 0.25 24.75 0| 0 0 0 6000 0.28 0.05 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 105| 0 2,166 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 19.21 Underlying Price 46.635 Time to expiry: 16 Days Sep 10 0.01 0.00 60.00 0| 0 0 0 2400 0.01 0.00 64.30 0| 0 0 0 2800 0.01 0.00 57.22 0| 0 0 0 3200 0.01 0.00 45.83 0| 0 0 0 3600 0.01 -0.01 39.75 0| 0 2 0 3800 0.02 -0.02 33.79 0| 0 8 0 4000 0.05 -0.04 28.16 0| 0 27 0 4200 0.07 -0.06 25.32 0| 15 15 +15 4300 0.13 -0.11 23.00 0| 0 30 0 4400 0.24 -0.20 20.62 0| 0 0 0 4500 0.51 -0.36 19.79 0| 0 0 0 4600 0.95 -0.57 18.88 0| 0 2 0 4700 1.64 -0.75 19.18 0| 0 6 0 4800 2.46 -0.89 18.58 0| 0 0 0 4900 3.39 -0.96 18.58 0| 0 0 0 5000 5.37 -1.00 18.88 0| 0 0 0 5200 9.36 -1.00 19.18 0| 0 20 0 5600 13.37 -1.00 20.39 0| 0 0 0 6000 17.36 -1.00 22.79 0| 0 0 0 6400 25.37 -1.00 29.10 0| 0 0 0 7200 Total 0| 15 110 +15 Indicative a-t-m Vol 21.35 Underlying Price 46.635 Time to expiry: 44 Days Oct 10 0.04 -0.02 30.00 0| 0 0 0 3800 0.05 -0.03 24.56 0| 0 0 0 4000 0.13 -0.08 21.73 0| 0 0 0 4200 0.39 -0.17 25.33 0| 0 0 0 4300 0.58 -0.23 24.61 0| 0 0 0 4400 0.58 -0.28 19.26 0| 0 6 0 4500 1.23 -0.42 23.72 0| 0 0 0 4600 1.49 -0.53 20.01 0| 0 0 0 4700 2.22 -0.63 21.91 0| 0 0 0 4800 2.96 -0.72 22.56 0| 0 0 0 4900 3.78 -0.79 23.26 0| 0 0 0 5000 5.56 -0.89 24.69 0| 0 0 0 5200 9.40 -0.97 26.92 0| 0 0 0 5600 13.37 -1.00 27.29 0| 0 0 0 6000 17.36 -1.00 25.00 0| 0 0 0 6400 Total 0| 0 6 0 Indicative a-t-m Vol 22.23 Underlying Price 46.635 Time to expiry: 79 Days Nov 10 0.19 -0.06 30.00 0| 0 0 0 3800 0.32 -0.10 27.91 0| 0 0 0 4000 0.57 -0.18 26.02 0| 0 0 0 4200 0.76 -0.22 25.18 0| 0 0 0 4300 1.04 -0.29 25.04 0| 0 0 0 4400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.30 -0.35 23.74 0| 0 0 0 4500 1.57 -0.42 21.94 0| 0 0 0 4600 2.74 -0.58 22.83 0| 0 0 0 4800 5.66 -0.85 21.38 0| 0 0 0 5200 9.40 -0.97 22.00 0| 0 0 0 5600 Total 0| 0 0 0 Indicative a-t-m Vol 24.05 Underlying Price 46.635 Time to expiry: 107 Days Dec 10 0.01 0.00 50.00 0| 0 0 0 2000 0.01 0.00 43.71 0| 0 0 0 2400 0.02 -0.01 38.41 0| 0 0 0 2800 0.05 -0.02 34.04 0| 0 0 0 3200 0.17 -0.05 30.50 0| 0 0 0 3600 0.29 -0.08 29.01 0| 0 250 0 3800 0.50 -0.13 27.69 0| 0 20 0 4000 0.87 -0.21 26.83 0| 0 20 0 4200 1.37 -0.31 25.51 0| 0 6 0 4400 2.08 -0.43 24.14 0| 0 0 0 4600 3.13 -0.56 23.86 0| 0 0 0 4800 5.92 -0.79 22.69 0| 0 0 0 5200 9.47 -0.94 22.14 0| 0 0 0 5600 13.37 -1.00 21.52 0| 0 0 0 6000 17.36 -1.00 21.43 0| 0 0 0 6400 25.37 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 296 0 Indicative a-t-m Vol 25.67 Underlying Price 46.635 Time to expiry: 198 Days Mar 11 0.30 -0.06 33.00 0| 0 0 0 3200 0.68 -0.12 30.49 0| 0 0 0 3600 1.43 -0.23 28.33 0| 0 13 0 4000 2.01 -0.31 27.45 0| 0 14 0 4200 2.73 -0.39 26.41 0| 0 4 0 4400 3.70 -0.48 25.94 0| 0 0 0 4600 4.78 -0.58 25.08 0| 0 0 0 4800 7.54 -0.75 23.99 0| 0 0 0 5200 10.87 -0.87 23.14 0| 0 0 0 5600 18.44 -0.98 22.16 0| 0 0 0 6400 26.36 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 31 0 Indicative a-t-m Vol 25.80 Underlying Price 46.635 Time to expiry: 289 Days Jun 11 0.08 -0.01 36.00 0| 0 0 0 2400 0.51 -0.08 31.56 0| 0 0 0 3200 1.04 -0.15 29.50 0| 0 0 0 3600 1.94 -0.25 27.73 0| 0 0 0 4000 2.59 -0.32 27.01 0| 0 0 0 4200 3.38 -0.39 26.38 0| 0 0 0 4400 4.35 -0.47 25.99 0| 0 0 0 4600 5.44 -0.54 25.41 0| 0 0 0 4800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.08 -0.69 24.57 0| 0 0 0 5200 11.27 -0.81 24.21 0| 0 0 0 5600 14.81 -0.89 23.89 0| 0 0 0 6000 18.54 -0.94 23.59 0| 0 0 0 6400 26.34 -0.99 23.18 0| 0 0 0 7200 34.28 -1.00 23.58 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.72 Underlying Price 46.635 Time to expiry: 471 Days Dec 11 0.24 -0.03 34.25 0| 0 0 0 2400 0.98 -0.11 30.57 0| 0 0 0 3200 2.81 -0.27 27.52 0| 0 0 0 4000 4.38 -0.39 26.37 0| 0 0 0 4400 6.38 -0.51 25.39 0| 0 0 0 4800 15.28 -0.82 24.39 0| 0 0 0 6000 34.27 -0.99 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.97 Underlying Price 46.635 Time to expiry: 653 Days Jun 12 1.62 -0.15 30.11 0| 0 0 0 3200 3.89 -0.31 27.30 0| 0 0 0 4000 5.62 -0.41 26.43 0| 0 0 0 4400 7.81 -0.51 25.74 0| 0 0 0 4800 16.51 -0.76 24.75 0| 0 0 0 6000 34.66 -0.95 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 15 443 +15 Grand Total 105| 15 2,609 +15 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 19.21 Underlying Price 46.635 Time to expiry: 16 Days Sep 10 22.64 1.00 60.00 0| 0 0 0 2400 18.64 1.00 64.30 0| 0 0 0 2800 14.64 1.00 57.22 0| 0 200 0 3200 10.65 1.00 45.83 0| 0 2 0 3600 8.65 0.99 39.75 0| 0 6 0 3800 6.66 0.98 33.79 0| 0 0 0 4000 4.69 0.96 28.16 0| 0 0 0 4200 3.72 0.94 25.32 0| 0 0 0 4300 2.78 0.89 23.00 0| 0 34 0 4400 1.88 0.80 20.62 0| 0 0 0 4500 1.15 0.64 19.79 0| 0 0 0 4600 0.60 0.43 18.88 0| 0 0 0 4700 0.28 0.25 19.18 0| 0 300 0 4800 0.10 0.11 18.58 0| 0 0 0 4900 0.03 0.04 18.58 0| 0 0 0 5000 0.01 0.00 18.88 0| 0 0 0 5200 0.01 0.00 19.18 0| 0 202 0 5600 0.01 0.00 20.39 0| 0 152 0 6000 0.01 0.00 22.79 0| 0 0 0 6400 0.01 0.00 29.10 0| 0 0 0 7200 Total 0| 0 896 0 Indicative a-t-m Vol 25.67 Underlying Price 46.635 Time to expiry: 198 Days Mar 11 25.48 1.00 42.42 0| 0 0 0 2000 21.53 0.99 39.12 0| 0 0 0 2400 13.83 0.94 33.00 0| 0 0 0 3200 10.24 0.88 30.49 0| 0 0 0 3600 7.00 0.77 28.33 0| 0 408 0 4000 5.59 0.69 27.45 0| 0 66 0 4200 4.32 0.61 26.41 0| 0 422 0 4400 3.29 0.52 25.94 0| 0 52 0 4600 2.38 0.43 25.08 0| 0 2 0 4800 1.14 0.26 23.99 0| 0 46 0 5200 0.48 0.13 23.14 0| 0 0 0 5600 0.18 0.06 22.54 0| 0 0 0 6000 0.06 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 26.60 Underlying Price 46.635 Time to expiry: 380 Days Sep 11 21.85 0.97 36.11 0| 0 0 0 2400 14.59 0.90 31.92 0| 0 0 0 3200 11.26 0.83 29.75 0| 0 0 0 3600 8.36 0.73 28.40 0| 0 0 0 4000 5.94 0.62 27.23 0| 0 0 0 4400 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.99 0.49 26.28 0| 0 0 0 4800 0.98 0.18 24.77 0| 0 0 0 6000 0.10 0.02 26.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.15 Underlying Price 46.635 Time to expiry: 562 Days Mar 12 14.30 0.85 32.10 0| 0 0 0 3200 8.69 0.69 28.94 0| 0 0 0 4000 6.43 0.59 27.71 0| 0 0 0 4400 4.67 0.49 26.86 0| 0 0 0 4800 1.56 0.22 25.44 0| 0 0 0 6000 0.29 0.05 26.29 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 1,892 0 | Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 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 19.21 Underlying Price 46.635 Time to expiry: 16 Days Sep 10 0.01 0.00 60.00 0| 0 0 0 2400 0.01 0.00 64.30 0| 0 0 0 2800 0.01 0.00 57.22 0| 0 1 0 3200 0.01 0.00 45.83 0| 0 2 0 3600 0.01 -0.01 39.75 0| 0 20 0 3800 0.02 -0.02 33.79 0| 0 4 0 4000 0.05 -0.04 28.16 0| 0 0 0 4200 0.07 -0.06 25.32 0| 0 0 0 4300 0.13 -0.11 23.00 0| 0 0 0 4400 0.24 -0.20 20.62 0| 0 0 0 4500 0.51 -0.36 19.79 0| 0 0 0 4600 0.95 -0.57 18.88 0| 0 0 0 4700 1.64 -0.75 19.18 0| 0 0 0 4800 2.46 -0.89 18.58 0| 0 0 0 4900 3.39 -0.96 18.58 0| 0 0 0 5000 5.36 -1.00 18.88 0| 0 0 0 5200 9.35 -1.00 19.18 0| 0 0 0 5600 13.35 -1.00 20.39 0| 0 0 0 6000 17.35 -1.00 22.79 0| 0 0 0 6400 25.35 -1.00 29.10 0| 0 0 0 7200 Total 0| 0 27 0 Indicative a-t-m Vol 25.67 Underlying Price 46.635 Time to expiry: 198 Days Mar 11 0.01 0.00 42.42 0| 0 0 0 2000 0.04 -0.01 39.12 0| 0 967 0 2400 0.30 -0.06 33.00 0| 0 200 0 3200 0.68 -0.12 30.49 0| 0 200 0 3600 1.42 -0.23 28.33 0| 0 0 0 4000 2.01 -0.31 27.45 0| 0 0 0 4200 2.72 -0.39 26.41 0| 0 0 0 4400 3.68 -0.48 25.94 0| 0 0 0 4600 4.76 -0.57 25.08 0| 0 0 0 4800 7.50 -0.74 23.99 0| 0 0 0 5200 10.82 -0.87 23.14 0| 0 0 0 5600 14.50 -0.94 22.54 0| 0 0 0 6000 18.36 -0.98 22.16 0| 0 0 0 6400 26.27 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 1,367 0 Indicative a-t-m Vol 26.60 Underlying Price 46.635 Time to expiry: 380 Days Sep 11 0.19 -0.03 36.11 0| 0 0 0 2400 0.83 -0.10 31.92 0| 0 0 0 3200 1.46 -0.17 29.75 0| 0 0 0 3600 2.51 -0.27 28.40 0| 0 0 0 4000 4.03 -0.38 27.23 0| 0 0 0 4400 6.04 -0.51 26.28 0| 0 0 0 4800 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 95 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.88 -0.82 24.77 0| 0 0 0 6000 33.76 -0.98 26.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.15 Underlying Price 46.635 Time to expiry: 562 Days Mar 12 1.59 -0.15 32.10 0| 0 0 0 3200 3.83 -0.31 28.94 0| 0 0 0 4000 5.49 -0.41 27.71 0| 0 0 0 4400 7.65 -0.51 26.86 0| 0 0 0 4800 16.31 -0.78 25.44 0| 0 0 0 6000 34.65 -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 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 96 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | ST Microelectronics European (ST3) Indicative a-t-m Vol 34.61 Underlying Price 5.520 Time to expiry: 16 Days Sep 10 1.53 0.99 70.46 0| 0 0 0 400 1.13 0.97 58.30 0| 0 0 0 440 0.93 0.95 52.59 0| 0 0 0 460 0.74 0.92 47.23 0| 0 0 0 480 0.56 0.86 44.22 0| 0 0 0 500 0.38 0.78 37.93 0| 0 0 0 520 0.24 0.63 36.07 0| 0 0 0 540 0.12 0.44 33.63 0| 0 120 0 560 0.05 0.24 31.45 0| 0 0 0 580 0.03 0.13 33.76 0| 0 30 0 600 0.02 0.10 40.43 0| 0 0 0 620 0.01 0.07 44.01 0| 0 0 0 640 0.01 0.05 49.37 0| 0 0 0 660 0.01 0.04 52.23 0| 0 0 0 680 0.01 0.03 56.52 0| 0 0 0 700 0.01 0.02 58.66 0| 0 50,092 0 720 0.01 0.01 64.38 0| 0 0 0 760 0.01 0.01 68.31 0| 0 2,800 0 800 0.01 0.00 71.89 0| 0 0 0 840 0.01 0.00 75.82 0| 0 0 0 880 0.01 0.00 79.75 0| 0 0 0 960 0.01 0.00 84.04 0| 0 0 0 1000 0.01 0.00 63.01 0| 0 2 0 1200 Total 0| 0 53,044 0 Indicative a-t-m Vol 35.65 Underlying Price 5.520 Time to expiry: 198 Days Mar 11 1.93 0.91 48.31 0| 0 0 0 360 1.59 0.86 45.36 0| 0 0 0 400 1.27 0.80 42.89 0| 0 0 0 440 0.97 0.72 40.35 0| 0 0 0 480 0.72 0.62 37.76 0| 0 0 0 520 0.49 0.51 35.12 0| 0 0 0 560 0.33 0.40 34.00 0| 0 0 0 600 0.21 0.29 32.18 0| 0 1,000 0 640 0.13 0.20 32.02 0| 0 2,040 0 680 0.08 0.14 31.35 0| 0 1,660 0 720 0.05 0.09 31.37 0| 0 0 0 760 0.03 0.06 31.23 0| 0 200 0 800 0.02 0.04 30.88 0| 0 0 0 840 0.01 0.02 31.18 0| 0 0 0 880 0.01 0.01 32.37 0| 0 10 0 960 0.01 0.01 33.00 0| 0 0 0 1000 0.01 0.01 39.71 0| 0 0 0 1200 0.01 0.01 49.00 0| 0 0 0 1400 Total 0| 0 4,910 0 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day Tue 31 Aug 2010 Page 97 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 37.13 Underlying Price 5.520 Time to expiry: 380 Days Sep 11 1.98 0.86 46.98 0| 0 0 0 360 1.67 0.81 44.56 0| 0 0 0 400 1.39 0.75 42.32 0| 0 0 0 440 1.13 0.68 40.28 0| 0 0 0 480 0.70 0.53 36.78 0| 0 0 0 560 0.53 0.45 35.26 0| 0 0 0 600 0.40 0.37 34.36 0| 0 0 0 640 0.19 0.23 31.48 0| 0 1,600 0 720 0.08 0.11 28.83 0| 0 0 0 800 0.03 0.05 27.56 0| 0 0 0 880 0.01 0.02 27.42 0| 0 0 0 1000 0.01 0.00 28.09 0| 0 0 0 1200 0.01 0.00 29.46 0| 0 0 0 1400 Total 0| 0 1,600 0 Indicative a-t-m Vol 37.84 Underlying Price 5.520 Time to expiry: 562 Days Mar 12 2.04 0.83 47.27 0| 0 0 0 360 1.75 0.78 44.73 0| 0 0 0 400 1.48 0.73 42.33 0| 0 0 0 440 1.24 0.67 40.50 0| 0 0 0 480 0.84 0.55 37.54 0| 0 0 0 560 0.66 0.48 35.71 0| 0 0 0 600 0.52 0.41 34.44 0| 0 0 0 640 0.29 0.28 31.73 0| 0 0 0 720 0.14 0.16 28.94 0| 0 0 0 800 0.03 0.04 27.46 0| 0 0 0 1000 0.01 0.02 28.70 0| 0 0 0 1200 0.01 0.00 28.64 0| 0 200 0 1400 Total 0| 0 200 0 Indicative a-t-m Vol 37.36 Underlying Price 5.520 Time to expiry: 751 Days Sep 12 1.80 0.77 44.44 0| 0 0 0 400 1.30 0.67 39.45 0| 0 0 0 480 0.93 0.55 37.13 0| 0 0 0 560 0.75 0.49 35.30 0| 0 19 0 600 0.62 0.43 34.33 0| 0 0 0 640 0.37 0.31 31.33 0| 0 0 0 720 0.21 0.21 29.09 0| 0 0 0 800 0.03 0.04 29.04 0| 0 0 0 1200 Total 0| 0 19 0 Indicative a-t-m Vol 37.41 Underlying Price 5.520 Time to expiry: 926 Days Mar 13 2.36 0.84 48.99 0| 0 0 0 320 1.86 0.76 44.94 0| 0 0 0 400 1.37 0.67 39.93 0| 0 0 0 480 0.99 0.56 37.13 0| 0 0 0 560 Equity Options 21:57 Business Day Wed 1 Sep 2010 Previous Business Day