Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.55 Underlying Price 34.205 Time to expiry: 15 Days Sep 10 16.21 1.00 73.00 0| 0 0 0 1800 14.21 1.00 70.72 0| 0 0 0 2000 12.21 1.00 66.63 0| 0 0 0 2200 10.21 1.00 61.72 0| 0 0 0 2400 8.22 0.99 56.44 0| 0 15 0 2600 6.26 0.97 53.55 0| 0 40 0 2800 5.30 0.95 50.74 0| 0 0 0 2900 4.32 0.93 44.55 0| 0 5,151 0 3000 3.40 0.88 41.85 0| 0 1,030 0 3100 2.54 0.80 40.06 0| 40 2,962 0 3200 1.54 1.76 0.69 37.00 1.54 1.54 30| 0 137 0 3300 1.00 1.11 0.55 34.99 1.00 1.00 2,515| 730 12,394 +145 3400 0.61 0.38 32.88 0| 0 3,844 0 3500 0.24 0.29 0.23 31.50 0.24 0.24 33| 50 14,141 +50 3600 0.07 0.07 32.91 0| 0 4,970 0 3800 0.01 0.00 24.92 0| 0 4,418 0 4000 0.01 0.00 21.94 0| 0 309 0 4200 0.01 0.00 19.38 0| 0 131 0 4400 0.01 0.00 15.46 0| 0 228 0 4800 0.01 0.00 11.76 0| 0 200 0 5600 Total 2,578| 820 49,970 +195 Indicative a-t-m Vol 35.83 Underlying Price 34.205 Time to expiry: 43 Days Oct 10 8.40 0.94 53.97 0| 0 0 0 2600 6.52 0.90 48.63 0| 0 0 0 2800 4.75 0.83 44.04 0| 0 0 0 3000 4.11 3.93 0.77 42.11 4.11 4.11 35| 0 0 0 3100 3.15 0.71 39.77 0| 0 120 0 3200 2.59 2.44 0.63 37.78 2.59 2.59 40| 0 120 0 3300 1.82 0.55 36.12 0| 10 85 +10 3400 1.30 0.45 34.74 0| 0 53 0 3500 0.91 0.35 33.78 0| 0 3 0 3600 0.38 0.19 32.27 0| 0 39 0 3800 0.12 0.08 30.59 0| 1 3 +1 4000 0.03 0.02 28.70 0| 0 4 0 4200 Total 75| 11 427 +11 Indicative a-t-m Vol 37.38 Underlying Price 34.205 Time to expiry: 78 Days Nov 10 8.67 0.90 51.00 0| 0 0 0 2600 6.90 0.85 47.12 0| 0 0 0 2800 5.25 0.78 43.53 0| 0 59 0 3000 4.48 0.73 41.82 0| 0 0 0 3100 3.77 0.68 40.41 0| 0 0 0 3200 3.11 0.62 39.14 0| 0 0 0 3300 2.51 0.55 37.66 0| 0 0 0 3400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.51 0.41 34.98 0| 8 8 +8 3600 0.85 0.28 33.39 0| 0 0 0 3800 0.43 0.17 32.25 0| 0 0 0 4000 Total 0| 8 67 +8 Indicative a-t-m Vol 37.46 Underlying Price 34.205 Time to expiry: 106 Days Dec 10 26.23 1.00 96.00 0| 0 0 0 800 24.25 1.00 94.55 0| 0 0 0 1000 22.28 0.99 89.43 0| 0 0 0 1200 20.32 0.99 83.06 0| 0 0 0 1400 18.36 0.98 76.46 0| 0 0 0 1600 16.42 0.97 70.10 0| 0 0 0 1800 14.49 0.96 64.20 0| 0 1,080 0 2000 12.58 0.94 58.84 0| 0 0 0 2200 10.71 0.91 54.03 0| 0 291 0 2400 8.89 0.88 49.71 0| 0 121 0 2600 7.17 0.83 46.06 0| 0 2,535 0 2800 5.58 0.76 42.85 0| 0 2,293 0 3000 4.14 0.67 39.97 0| 0 10,212 0 3200 2.91 0.56 37.69 0| 0 4,867 0 3400 1.92 0.44 35.47 0| 0 9,368 0 3600 1.19 0.32 33.96 0| 4 7,342 0 3800 0.70 0.22 32.83 0| 500 7,631 +488 4000 0.38 0.14 31.74 0| 0 2,303 0 4200 0.20 0.08 31.04 0| 0 791 0 4400 0.05 0.02 30.41 0| 0 518 0 4800 0.01 0.00 31.70 0| 0 3,257 0 5600 0.01 0.00 33.40 0| 0 729 0 6000 0.01 0.00 35.67 0| 0 390 0 6400 0.01 0.00 40.00 0| 0 150 0 7000 Total 0| 504 53,878 +488 Indicative a-t-m Vol 38.50 Underlying Price 34.205 Time to expiry: 197 Days Mar 11 16.73 0.95 64.00 0| 0 0 0 1800 14.87 0.93 59.12 0| 0 0 0 2000 13.05 0.91 54.88 0| 0 0 0 2200 11.26 0.88 50.71 0| 0 0 0 2400 9.58 0.84 47.72 0| 0 0 0 2600 8.01 0.78 45.26 0| 0 71 0 2800 6.53 0.72 42.75 0| 0 84 0 3000 5.19 0.65 40.43 0| 0 1,330 0 3200 4.03 0.57 38.68 0| 0 185 0 3400 3.01 0.49 36.91 0| 1,000 1,119 +1,000 3600 2.19 0.40 35.49 0| 0 78 0 3800 1.54 0.32 34.10 0| 0 1,027 0 4000 0.74 0.18 32.89 0| 0 3,091 0 4400 0.33 0.10 32.01 0| 0 104 0 4800 0.07 0.02 32.00 0| 0 105 0 5600 Total 0| 1,000 7,194 +1,000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 38.40 Underlying Price 34.205 Time to expiry: 288 Days Jun 11 26.29 1.00 78.00 0| 0 0 0 800 24.37 0.99 75.70 0| 0 0 0 1000 22.47 0.98 71.82 0| 0 0 0 1200 20.59 0.97 67.50 0| 0 0 0 1400 18.72 0.95 63.21 0| 0 0 0 1600 16.88 0.94 59.16 0| 0 0 0 1800 15.09 0.92 55.44 0| 0 0 0 2000 13.34 0.89 52.06 0| 0 0 0 2200 11.63 0.86 48.88 0| 0 0 0 2400 8.53 0.77 43.94 0| 0 0 0 2800 7.13 0.71 41.86 0| 0 0 0 3000 5.87 0.65 40.20 0| 0 25 0 3200 4.72 0.58 38.53 0| 0 41 0 3400 3.76 0.51 37.29 0| 0 154 0 3600 2.66 2.90 0.44 35.81 2.90 2.66 66| 0 0 0 3800 2.10 2.19 0.36 34.50 2.10 2.10 13| 0 21 0 4000 1.27 0.24 33.49 0| 0 0 0 4400 0.69 0.15 32.66 0| 0 0 0 4800 0.14 0.04 33.00 0| 0 0 0 6000 Total 79| 0 241 0 Indicative a-t-m Vol 39.40 Underlying Price 34.205 Time to expiry: 470 Days Dec 11 24.51 0.98 72.00 0| 0 0 0 1000 22.72 0.96 69.15 0| 0 0 0 1200 20.95 0.95 65.48 0| 0 0 0 1400 19.20 0.93 61.65 0| 0 0 0 1600 17.47 0.91 57.95 0| 0 0 0 1800 15.79 0.89 54.51 0| 0 0 0 2000 14.15 0.86 51.38 0| 0 0 0 2200 12.57 0.83 48.59 0| 0 0 0 2400 9.64 0.75 43.84 0| 0 3,000 0 2800 7.19 0.65 40.65 0| 0 4,500 0 3200 5.19 0.55 38.38 500| 0 3,850 0 3600 3.57 0.44 36.28 0| 0 42 0 4000 1.81 0.27 35.57 0| 0 1,326 0 4800 0.87 0.14 38.00 0| 0 110 0 6000 Total 500| 0 12,828 0 Indicative a-t-m Vol 41.69 Underlying Price 34.205 Time to expiry: 652 Days Jun 12 19.42 0.92 58.51 0| 0 0 0 1600 16.34 0.87 54.20 0| 0 0 0 2000 14.88 0.84 52.32 0| 0 0 0 2200 13.48 0.81 50.27 0| 0 0 0 2400 10.95 0.74 47.28 0| 0 0 0 2800 8.53 0.66 43.51 0| 0 0 0 3200 6.41 0.57 40.21 0| 0 0 0 3600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.66 0.48 37.53 0| 0 0 0 4000 2.47 0.31 35.05 0| 0 0 0 4800 1.07 0.16 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.56 Underlying Price 34.205 Time to expiry: 841 Days Dec 12 23.09 0.95 64.62 0| 0 0 0 1200 19.87 0.91 58.21 0| 0 0 0 1600 16.96 0.86 54.06 0| 0 0 0 2000 14.29 0.81 50.43 0| 0 0 0 2400 11.86 0.74 47.28 0| 0 0 0 2800 9.46 0.67 43.30 0| 0 0 0 3200 7.38 0.59 40.15 0| 0 0 0 3600 5.56 0.51 37.24 0| 0 0 0 4000 4.24 0.43 35.72 0| 0 500 0 4400 3.21 0.35 34.57 0| 0 0 0 4800 1.73 0.22 34.98 0| 0 0 0 6000 Total 0| 0 500 0 Indicative a-t-m Vol 41.16 Underlying Price 34.205 Time to expiry: 1023 Days Jun 13 17.38 0.86 54.19 0| 0 0 0 2000 14.79 0.81 50.44 0| 0 0 0 2400 9.94 0.68 42.70 0| 0 0 0 3200 7.96 0.61 39.92 0| 0 0 0 3600 6.21 0.53 37.38 0| 0 0 0 4000 3.76 0.39 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 41.17 Underlying Price 34.205 Time to expiry: 1205 Days Dec 13 23.49 0.94 64.62 0| 0 0 0 1200 20.54 0.90 58.21 0| 0 0 0 1600 17.97 0.86 54.61 0| 0 0 0 2000 15.44 0.81 50.52 0| 0 0 0 2400 10.64 0.69 42.61 0| 0 0 0 3200 6.94 0.55 37.39 0| 0 0 0 4000 4.47 0.42 34.83 0| 0 0 0 4800 2.67 0.28 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.05 Underlying Price 34.205 Time to expiry: 1569 Days Dec 14 20.91 0.90 58.13 0| 0 0 0 1600 18.51 0.86 54.54 0| 0 0 0 2000 16.18 0.82 50.57 0| 0 0 0 2400 11.55 0.70 42.51 0| 0 0 0 3200 7.90 0.58 37.21 0| 0 0 0 4000 5.29 0.45 34.22 0| 0 0 0 4800 3.48 0.33 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 3,232| 2,343 125,105 +1,702 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.55 Underlying Price 34.205 Time to expiry: 15 Days Sep 10 0.01 0.00 73.00 0| 0 0 0 1800 0.01 0.00 70.72 0| 0 0 0 2000 0.01 0.00 66.63 0| 0 420 0 2200 0.01 0.00 61.72 0| 0 352 0 2400 0.01 -0.01 56.44 0| 0 5,216 0 2600 0.05 -0.03 53.55 0| 0 3,538 0 2800 0.09 -0.05 50.74 0| 0 1 0 2900 0.11 -0.07 44.55 0| 4 536 -2 3000 0.19 -0.12 41.85 0| 0 2,561 0 3100 0.33 -0.20 40.06 0| 40 6,342 +40 3200 0.54 -0.31 37.00 0| 0 3,800 0 3300 0.90 -0.45 34.99 0| 0 1,826 0 3400 1.40 -0.62 32.88 0| 0 10 0 3500 2.08 -0.77 31.50 0| 0 7,027 0 3600 3.86 -0.93 32.91 0| 0 368 0 3800 5.80 -1.00 24.92 0| 0 264 0 4000 7.80 -1.00 21.94 0| 0 51 0 4200 9.80 -1.00 19.38 0| 0 0 0 4400 13.80 -1.00 15.46 0| 0 0 0 4800 21.80 -1.00 11.76 0| 0 0 0 5600 Total 0| 44 32,312 +38 Indicative a-t-m Vol 35.83 Underlying Price 34.205 Time to expiry: 43 Days Oct 10 0.18 -0.06 53.97 0| 0 0 0 2600 0.30 -0.10 48.63 0| 1 1 0 2800 0.53 -0.17 44.04 0| 30 1,560 +30 3000 0.71 -0.23 42.11 0| 0 40 0 3100 0.92 -0.29 39.77 0| 10 1,520 0 3200 1.22 -0.37 37.78 0| 0 101 0 3300 1.60 -0.45 36.12 0| 0 40 0 3400 2.08 -0.55 34.74 0| 0 0 0 3500 2.68 -0.65 33.78 0| 0 0 0 3600 4.16 -0.81 32.27 0| 0 0 0 3800 5.90 -0.92 30.59 0| 0 0 0 4000 7.81 -0.98 28.70 0| 0 0 0 4200 Total 0| 41 3,262 +30 Indicative a-t-m Vol 37.38 Underlying Price 34.205 Time to expiry: 78 Days Nov 10 0.43 -0.10 51.00 0| 0 116 0 2600 0.66 -0.15 47.12 0| 0 0 0 2800 1.00 -0.22 43.53 0| 0 0 0 3000 1.23 -0.27 41.82 0| 0 0 0 3100 1.55 1.52 -0.32 40.41 1.55 S 1.55 S 1,500| 0 0 0 3200 1.86 -0.38 39.14 0| 0 0 0 3300 2.26 -0.45 37.66 0| 0 0 0 3400 3.26 -0.59 34.98 0| 0 0 0 3600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.59 -0.72 33.39 0| 0 0 0 3800 6.18 -0.83 32.25 0| 0 0 0 4000 Total 1,500| 0 116 0 Indicative a-t-m Vol 37.46 Underlying Price 34.205 Time to expiry: 106 Days Dec 10 0.01 0.00 96.00 0| 0 0 0 800 0.02 0.00 94.55 0| 0 230 0 1000 0.05 -0.01 89.43 0| 0 100 0 1200 0.08 -0.01 83.06 0| 0 413 0 1400 0.12 -0.02 76.46 0| 0 150 0 1600 0.17 -0.03 70.10 0| 0 3,024 0 1800 0.23 -0.04 64.20 0| 0 6,065 0 2000 0.32 -0.06 58.84 0| 0 727 0 2200 0.44 -0.09 54.03 0| 0 8,350 0 2400 0.63 -0.12 49.71 0| 580 5,644 +486 2600 0.90 -0.17 46.06 0| 3 10,150 -3 2800 1.30 1.30 -0.24 42.85 1.30 1.30 3| 199 11,353 +199 3000 1.86 -0.33 39.97 0| 150 24,753 0 3200 2.63 -0.44 37.69 0| 0 6,529 0 3400 3.63 -0.56 35.47 0| 0 4,574 0 3600 4.90 -0.68 33.96 0| 0 363 0 3800 6.42 -0.79 32.83 0| 0 1,834 0 4000 8.10 -0.87 31.74 0| 0 125 0 4200 9.93 -0.93 31.04 0| 0 51 0 4400 13.80 -0.99 30.41 0| 0 20 0 4800 21.80 -1.00 31.70 0| 0 50 0 5600 25.80 -1.00 33.40 0| 0 60 0 6000 29.80 -1.00 35.67 0| 0 20 0 6400 35.80 -1.00 40.00 0| 0 10 0 7000 Total 3| 932 84,595 +682 Indicative a-t-m Vol 38.50 Underlying Price 34.205 Time to expiry: 197 Days Mar 11 0.45 -0.05 64.00 0| 0 226 0 1800 0.57 -0.07 59.12 0| 0 63 0 2000 0.75 -0.10 54.88 0| 0 160 0 2200 0.96 -0.13 50.71 0| 0 855 0 2400 1.27 -0.17 47.72 0| 0 1,150 0 2600 1.69 -0.22 45.26 0| 1,000 1,297 +1,000 2800 2.21 -0.28 42.75 0| 0 173 0 3000 2.86 -0.35 40.43 0| 0 3,063 0 3200 3.70 -0.43 38.68 0| 0 208 0 3400 4.68 -0.52 36.91 0| 0 143 0 3600 5.86 -0.60 35.49 0| 0 1 0 3800 7.20 -0.69 34.10 0| 0 141 0 4000 10.40 -0.82 32.89 0| 0 0 0 4400 14.00 -0.91 32.01 0| 0 1 0 4800 21.80 -0.99 32.00 0| 0 0 0 5600 Total 0| 1,000 7,481 +1,000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 38.40 Underlying Price 34.205 Time to expiry: 288 Days Jun 11 0.07 -0.01 78.00 0| 0 0 0 800 0.16 -0.01 75.70 0| 0 0 0 1000 0.26 -0.02 71.82 0| 0 0 0 1200 0.38 -0.04 67.50 0| 0 0 0 1400 0.52 -0.05 63.21 0| 0 10 0 1600 0.68 -0.07 59.16 0| 0 50 0 1800 0.89 -0.09 55.44 0| 0 110 0 2000 1.14 -0.12 52.06 0| 0 0 0 2200 1.43 -0.15 48.88 0| 0 51 0 2400 2.33 -0.24 43.94 0| 0 29 0 2800 2.93 -0.30 41.86 0| 0 40 0 3000 3.67 -0.36 40.20 0| 0 40 0 3200 4.52 -0.43 38.53 0| 0 17 0 3400 5.56 -0.50 37.29 0| 0 65 0 3600 6.69 -0.57 35.81 0| 0 34 0 3800 7.98 -0.64 34.50 0| 0 194 0 4000 11.04 -0.76 33.49 0| 0 0 0 4400 14.44 -0.85 32.66 0| 0 0 0 4800 25.83 -0.97 33.00 0| 0 0 0 6000 Total 0| 0 640 0 Indicative a-t-m Vol 39.40 Underlying Price 34.205 Time to expiry: 470 Days Dec 11 0.41 -0.03 72.00 0| 0 0 0 1000 0.63 -0.04 69.15 0| 0 0 0 1200 0.85 -0.06 65.48 0| 0 50 0 1400 1.10 -0.07 61.65 0| 0 7,502 0 1600 1.36 -0.10 57.95 0| 0 150 0 1800 1.65 -0.12 54.51 0| 0 50 0 2000 2.00 -0.15 51.38 0| 0 0 0 2200 2.39 -0.18 48.59 0| 0 2,000 0 2400 3.43 -0.26 43.84 0| 0 3,000 0 2800 4.94 -0.35 40.65 0| 0 2,005 0 3200 6.89 -0.46 38.38 500| 0 3,355 0 3600 9.23 -0.57 36.28 0| 0 0 0 4000 15.41 -0.74 35.57 0| 0 10 0 4800 26.38 -0.87 38.00 0| 0 0 0 6000 Total 500| 0 18,122 0 Indicative a-t-m Vol 41.69 Underlying Price 34.205 Time to expiry: 652 Days Jun 12 1.53 -0.09 58.51 0| 0 0 0 1600 2.42 -0.14 54.20 0| 0 0 0 2000 2.94 -0.16 52.32 0| 0 0 0 2200 3.53 -0.20 50.27 0| 0 0 0 2400 4.95 -0.27 47.28 0| 0 0 0 2800 6.47 -0.35 43.51 0| 0 0 0 3200 8.30 -0.44 40.21 0| 0 0 0 3600 10.49 -0.53 37.53 0| 0 0 0 4000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.16 -0.69 35.05 0| 0 0 0 4800 26.55 -0.84 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.56 Underlying Price 34.205 Time to expiry: 841 Days Dec 12 1.30 -0.06 64.62 0| 0 0 0 1200 2.04 -0.10 58.21 0| 0 0 0 1600 3.06 -0.14 54.06 0| 0 0 0 2000 4.30 -0.20 50.43 0| 0 500 0 2400 5.77 -0.26 47.28 0| 0 0 0 2800 7.28 -0.33 43.30 0| 0 0 0 3200 9.10 -0.42 40.15 0| 0 0 0 3600 11.19 -0.50 37.24 0| 0 0 0 4000 13.79 -0.58 35.72 0| 0 0 0 4400 16.67 -0.66 34.57 0| 0 1 0 4800 26.96 -0.80 34.98 0| 0 0 0 6000 Total 0| 0 501 0 Indicative a-t-m Vol 41.16 Underlying Price 34.205 Time to expiry: 1023 Days Jun 13 3.74 -0.15 54.19 0| 0 0 0 2000 5.04 -0.20 50.44 0| 0 0 0 2400 7.93 -0.33 42.70 0| 0 0 0 3200 9.82 -0.40 39.92 0| 0 0 0 3600 11.94 -0.48 37.38 0| 0 0 0 4000 17.22 -0.62 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 41.17 Underlying Price 34.205 Time to expiry: 1205 Days Dec 13 2.08 -0.07 64.62 0| 0 0 0 1200 3.02 -0.11 58.21 0| 0 0 0 1600 4.31 -0.15 54.61 0| 0 0 0 2000 5.62 -0.20 50.52 0| 0 0 0 2400 8.49 -0.32 42.61 0| 0 0 0 3200 12.45 -0.46 37.39 0| 0 0 0 4000 17.66 -0.59 34.83 0| 0 0 0 4800 27.46 -0.74 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.05 Underlying Price 34.205 Time to expiry: 1569 Days Dec 14 3.81 -0.11 58.13 0| 0 0 0 1600 5.21 -0.15 54.54 0| 0 0 0 2000 6.65 -0.20 50.57 0| 0 0 0 2400 9.50 -0.31 42.51 0| 0 0 0 3200 13.33 -0.43 37.21 0| 0 0 0 4000 18.21 -0.56 34.22 0| 0 0 0 4800 27.80 -0.70 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 2,003| 2,017 147,029 +1,750 Grand Total 5,235| 4,360 272,134 +3,452 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.55 Underlying Price 34.205 Time to expiry: 15 Days Sep 10 16.21 1.00 73.00 0| 0 0 0 1800 14.21 1.00 70.72 0| 0 0 0 2000 12.21 1.00 66.63 0| 0 32,500 0 2200 10.21 1.00 61.72 0| 0 0 0 2400 8.22 0.99 56.44 0| 0 0 0 2600 6.26 0.97 53.55 0| 0 0 0 2800 5.30 0.95 50.74 0| 0 0 0 2900 4.32 0.93 44.55 0| 0 0 0 3000 3.40 0.88 41.85 0| 0 0 0 3100 2.54 0.80 40.06 0| 0 90 0 3200 1.76 0.69 37.00 0| 0 0 0 3300 1.11 0.55 34.99 0| 0 400 0 3400 0.61 0.38 32.88 0| 0 0 0 3500 0.29 0.23 31.50 0| 0 400 0 3600 0.07 0.07 32.91 0| 0 400 0 3800 0.01 0.00 24.92 0| 0 20 0 4000 0.01 0.00 21.94 0| 0 0 0 4200 0.01 0.00 19.38 0| 0 702 0 4400 0.01 0.00 15.46 0| 0 369 0 4800 0.01 0.00 11.76 0| 0 0 0 5600 Total 0| 0 34,881 0 Indicative a-t-m Vol 38.50 Underlying Price 34.205 Time to expiry: 197 Days Mar 11 22.38 0.98 81.47 0| 0 0 0 1200 20.45 0.97 75.11 0| 0 0 0 1400 18.55 0.96 69.23 0| 0 0 0 1600 16.67 0.95 64.00 0| 0 0 0 1800 14.80 0.93 59.13 0| 0 0 0 2000 12.99 0.90 54.89 0| 0 0 0 2200 11.21 0.87 50.71 0| 0 0 0 2400 9.53 0.83 47.72 0| 0 0 0 2600 7.96 0.78 45.26 0| 0 0 0 2800 6.49 0.72 42.81 0| 0 0 0 3000 5.15 0.65 40.49 0| 0 0 0 3200 4.00 0.57 38.68 0| 0 0 0 3400 2.99 0.48 36.91 0| 0 6 0 3600 2.18 0.40 35.49 0| 0 0 0 3800 1.52 0.31 34.10 0| 0 0 0 4000 0.74 0.18 32.90 0| 0 15 0 4400 0.33 0.10 32.01 0| 0 0 0 4800 0.07 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 40.31 Underlying Price 34.205 Time to expiry: 379 Days Sep 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.49 0.89 56.44 0| 0 0 0 2000 12.41 0.83 52.37 0| 0 0 0 2400 9.38 0.75 46.55 0| 0 0 0 2800 6.80 0.65 42.25 0| 0 0 0 3200 4.64 0.53 38.73 0| 0 0 0 3600 3.07 0.41 36.60 0| 0 30 0 4000 1.14 0.21 33.29 0| 0 47 0 4800 0.35 0.08 34.23 0| 0 0 0 6000 Total 0| 0 77 0 Indicative a-t-m Vol 40.32 Underlying Price 34.205 Time to expiry: 561 Days Mar 12 16.27 0.87 56.49 0| 0 0 0 2000 13.41 0.81 52.45 0| 0 0 0 2400 10.42 0.74 46.06 0| 0 0 0 2800 7.96 0.66 42.31 0| 0 0 0 3200 5.77 0.56 38.70 0| 0 0 0 3600 4.12 0.46 36.54 0| 0 3 0 4000 1.79 0.26 32.30 0| 0 0 0 4800 Total 0| 0 3 0 Total Calls 0| 0 34,982 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.55 Underlying Price 34.205 Time to expiry: 15 Days Sep 10 0.01 0.00 73.00 0| 0 0 0 1800 0.01 0.00 70.72 0| 0 0 0 2000 0.01 0.00 66.63 0| 0 33,740 0 2200 0.01 0.00 61.72 0| 0 1,106 0 2400 0.01 -0.01 56.44 0| 0 0 0 2600 0.05 -0.03 53.55 0| 0 260 0 2800 0.09 -0.05 50.74 0| 0 0 0 2900 0.11 -0.07 44.55 0| 0 50 0 3000 0.19 -0.12 41.85 0| 0 0 0 3100 0.36 0.33 -0.20 40.06 0.36 0.36 35| 0 45 0 3200 0.54 -0.31 37.00 0| 0 0 0 3300 0.90 -0.45 34.99 0| 0 0 0 3400 1.40 -0.62 32.88 0| 0 0 0 3500 2.08 -0.77 31.50 0| 0 0 0 3600 3.86 -0.93 32.91 0| 0 500 0 3800 5.79 -1.00 24.92 0| 0 785 0 4000 7.79 -1.00 21.94 0| 0 0 0 4200 9.79 -1.00 19.38 0| 0 35 0 4400 13.79 -1.00 15.46 0| 0 0 0 4800 21.78 -1.00 11.76 0| 0 0 0 5600 Total 35| 0 36,521 0 Indicative a-t-m Vol 38.50 Underlying Price 34.205 Time to expiry: 197 Days Mar 11 0.19 -0.02 81.47 0| 0 0 0 1200 0.26 -0.03 75.11 0| 0 0 0 1400 0.34 -0.04 69.23 0| 0 0 0 1600 0.45 -0.05 64.00 0| 0 0 0 1800 0.58 -0.07 59.13 0| 0 239 0 2000 0.75 -0.10 54.89 0| 0 0 0 2200 0.96 -0.13 50.71 0| 0 659 0 2400 1.27 -0.17 47.72 0| 0 750 0 2600 1.69 -0.22 45.26 0| 0 20 0 2800 2.21 -0.28 42.81 0| 0 0 0 3000 2.86 -0.35 40.49 0| 0 8 0 3200 3.70 -0.43 38.68 0| 0 0 0 3400 4.68 -0.52 36.91 0| 0 400 0 3600 5.86 -0.60 35.49 0| 0 0 0 3800 7.19 -0.69 34.10 0| 0 0 0 4000 10.39 -0.82 32.90 0| 0 0 0 4400 13.96 -0.90 32.01 0| 0 0 0 4800 21.66 -0.98 32.00 0| 0 0 0 5600 25.60 -0.99 32.56 0| 0 0 0 6000 Total 0| 0 2,076 0 Indicative a-t-m Vol 40.31 Underlying Price 34.205 Time to expiry: 379 Days Sep 11 1.37 -0.11 56.44 0| 0 0 0 2000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.24 -0.17 52.37 0| 0 0 0 2400 3.16 -0.25 46.55 0| 0 30 0 2800 4.54 -0.35 42.25 0| 0 0 0 3200 6.33 -0.47 38.73 0| 0 40 0 3600 8.71 -0.59 36.60 0| 0 0 0 4000 14.68 -0.79 33.29 0| 0 0 0 4800 25.75 -0.92 34.23 0| 0 0 0 6000 Total 0| 0 70 0 Indicative a-t-m Vol 40.32 Underlying Price 34.205 Time to expiry: 561 Days Mar 12 2.20 -0.13 56.49 0| 0 0 0 2000 3.27 -0.19 52.45 0| 0 0 0 2400 4.20 -0.26 46.06 0| 0 0 0 2800 5.66 -0.34 42.31 0| 0 0 0 3200 7.40 -0.44 38.70 0| 0 0 0 3600 9.67 -0.54 36.54 0| 0 0 0 4000 15.18 -0.74 32.30 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 35| 0 38,667 0 Grand Total 35| 0 73,649 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 14 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Safran SA (100) (SM1) Indicative a-t-m Vol 32.89 Underlying Price 20.350 Time to expiry: 15 Days Sep 10 7.35 1.00 39.95 0| 0 0 0 1300 6.35 1.00 38.86 0| 0 0 0 1400 5.35 1.00 37.81 0| 0 0 0 1500 4.35 1.00 36.79 0| 0 0 0 1600 3.36 0.99 35.82 0| 0 0 0 1700 2.38 0.96 34.89 0| 0 0 0 1800 1.91 0.91 34.31 0| 0 0 0 1850 1.48 0.84 34.01 0| 0 0 0 1900 1.07 0.75 32.55 0| 0 0 0 1950 0.75 0.61 33.17 0| 0 0 0 2000 0.49 0.47 32.77 0| 0 0 0 2050 0.30 0.33 32.38 0| 0 6 0 2100 0.16 0.22 32.01 0| 0 0 0 2150 0.08 0.13 31.64 0| 0 276 0 2200 0.04 0.07 31.28 0| 0 0 0 2250 0.02 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 33.30 Underlying Price 20.350 Time to expiry: 43 Days Oct 10 4.39 0.97 38.50 0| 0 0 0 1600 3.45 0.93 37.39 0| 0 0 0 1700 2.57 0.85 36.15 0| 0 0 0 1800 2.16 0.80 35.51 0| 0 0 0 1850 1.78 0.74 34.85 0| 0 0 0 1900 1.44 0.66 34.26 0| 0 0 0 1950 1.14 0.58 33.79 0| 0 0 0 2000 0.87 0.50 33.09 0| 0 0 0 2050 0.64 0.41 32.37 0| 0 0 0 2100 0.47 0.33 32.02 0| 0 0 0 2150 0.33 0.26 31.60 0| 0 0 0 2200 0.15 0.14 30.73 0| 0 0 0 2300 0.06 0.06 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 33.78 Underlying Price 20.350 Time to expiry: 78 Days Nov 10 4.55 0.91 41.75 0| 0 0 0 1600 3.67 0.86 39.68 0| 0 0 0 1700 2.85 0.79 37.73 0| 0 0 0 1800 2.47 0.74 36.83 0| 0 0 0 1850 2.11 0.69 35.89 0| 0 0 0 1900 1.78 0.64 35.04 0| 0 0 0 1950 1.49 0.58 34.57 0| 0 0 0 2000 1.21 0.52 33.45 0| 0 0 0 2050 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.95 0.45 32.36 0| 0 0 0 2100 0.60 0.33 31.55 0| 0 0 0 2200 0.34 0.22 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 34.20 Underlying Price 20.350 Time to expiry: 106 Days Dec 10 12.39 0.99 73.91 0| 0 0 0 800 8.47 0.97 58.39 0| 0 0 0 1200 7.51 0.95 54.50 0| 0 0 0 1300 6.57 0.93 50.84 0| 0 0 0 1400 5.64 0.91 47.45 0| 0 0 0 1500 4.74 0.87 44.34 0| 0 0 0 1600 3.88 0.82 41.52 0| 0 0 0 1700 3.08 0.76 38.99 0| 0 0 0 1800 2.35 0.68 36.73 0| 0 0 0 1900 1.74 0.58 35.19 0| 0 0 0 2000 1.16 0.47 32.35 0| 0 0 0 2100 0.78 0.36 31.51 0| 0 0 0 2200 0.48 0.26 30.25 0| 0 0 0 2300 0.28 0.17 29.42 0| 0 4 0 2400 0.08 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 34.35 Underlying Price 20.350 Time to expiry: 197 Days Mar 11 8.58 0.95 48.54 0| 0 0 0 1200 6.68 0.92 41.50 0| 0 0 0 1400 4.97 0.84 38.25 0| 0 0 0 1600 4.17 0.79 36.77 0| 0 0 0 1700 3.46 0.73 35.86 0| 0 0 0 1800 2.82 0.66 34.91 0| 0 0 0 1900 2.27 0.59 34.44 0| 0 0 0 2000 1.81 0.51 34.19 0| 0 0 0 2100 1.45 0.44 34.37 0| 0 0 0 2200 1.15 0.37 34.51 0| 0 0 0 2300 0.91 0.31 34.64 0| 0 0 0 2400 0.57 0.21 35.23 0| 0 0 0 2600 0.40 0.15 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 34.79 Underlying Price 20.350 Time to expiry: 288 Days Jun 11 12.43 0.99 50.06 0| 0 0 0 800 8.64 0.95 44.55 0| 0 0 0 1200 6.81 0.91 39.28 0| 0 0 0 1400 5.15 0.83 36.63 0| 0 0 0 1600 3.73 0.72 35.03 0| 0 0 0 1800 3.17 0.66 35.25 0| 0 0 0 1900 2.64 0.59 34.83 0| 0 0 0 2000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.20 0.53 34.71 0| 0 0 0 2100 1.84 0.47 34.82 0| 0 0 0 2200 1.51 0.41 34.72 0| 0 0 0 2300 1.29 0.36 35.44 0| 0 0 0 2400 0.88 0.27 35.62 0| 0 0 0 2600 0.64 0.21 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 34.62 Underlying Price 20.350 Time to expiry: 470 Days Dec 11 8.81 0.92 42.95 0| 0 0 0 1200 7.11 0.87 39.49 0| 0 0 0 1400 5.56 0.79 36.66 0| 0 0 0 1600 4.28 0.70 35.34 0| 0 0 0 1800 3.30 0.60 35.39 0| 0 0 0 2000 2.15 0.48 31.00 0| 0 0 0 2200 1.55 0.38 30.88 0| 0 0 0 2400 0.92 0.22 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.39 Underlying Price 20.350 Time to expiry: 652 Days Jun 12 9.01 0.90 43.00 0| 0 0 0 1200 5.91 0.78 36.66 0| 0 0 0 1600 3.79 0.61 35.39 0| 0 0 0 2000 3.04 0.53 35.40 0| 0 0 0 2200 2.47 0.46 35.82 0| 0 0 0 2400 1.12 0.25 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Calls 0| 0 539 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 17 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Safran SA (100) (SM1) Indicative a-t-m Vol 32.89 Underlying Price 20.350 Time to expiry: 15 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 0.03 -0.04 34.89 0| 0 0 0 1800 0.06 -0.09 34.31 0| 0 0 0 1850 0.12 -0.16 34.01 0| 0 0 0 1900 0.22 -0.25 32.55 0| 0 75 0 1950 0.40 -0.39 33.17 0| 150 250 0 2000 0.64 -0.53 32.77 0| 0 0 0 2050 0.94 -0.67 32.38 0| 0 10 0 2100 1.31 -0.78 32.01 0| 0 0 0 2150 1.73 -0.87 31.64 0| 0 0 0 2200 2.19 -0.93 31.28 0| 0 0 0 2250 2.66 -0.97 30.94 0| 0 175 0 2300 3.15 -0.99 30.60 0| 0 0 0 2350 3.65 -1.00 30.28 0| 0 0 0 2400 Total 0| 150 580 0 Indicative a-t-m Vol 33.30 Underlying Price 20.350 Time to expiry: 43 Days Oct 10 0.03 -0.03 38.50 0| 0 0 0 1600 0.09 -0.07 37.39 0| 0 0 0 1700 0.21 -0.15 36.15 0| 0 0 0 1800 0.30 -0.20 35.51 0| 0 0 0 1850 0.42 -0.26 34.85 0| 0 0 0 1900 0.58 -0.34 34.26 0| 0 0 0 1950 0.78 -0.42 33.79 0| 0 0 0 2000 1.01 -0.50 33.09 0| 0 0 0 2050 1.28 -0.59 32.37 0| 0 0 0 2100 1.61 -0.67 32.02 0| 0 0 0 2150 1.97 -0.74 31.60 0| 0 0 0 2200 2.78 -0.86 30.73 0| 0 0 0 2300 3.70 -0.94 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 33.78 Underlying Price 20.350 Time to expiry: 78 Days Nov 10 0.18 -0.09 41.75 0| 0 0 0 1600 0.29 -0.14 39.68 0| 0 0 0 1700 0.47 -0.21 37.73 0| 0 0 0 1800 0.59 -0.26 36.83 0| 0 0 0 1850 0.73 -0.31 35.89 0| 0 0 0 1900 0.90 -0.36 35.04 0| 0 0 0 1950 1.12 -0.42 34.57 0| 0 0 0 2000 1.33 -0.48 33.45 0| 0 0 0 2050 1.57 -0.55 32.36 0| 0 0 0 2100 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.22 -0.67 31.55 0| 0 0 0 2200 2.96 -0.79 30.46 0| 0 0 0 2300 Total 0| 0 0 0 Indicative a-t-m Vol 34.20 Underlying Price 20.350 Time to expiry: 106 Days Dec 10 0.01 0.00 71.99 0| 0 6 0 800 0.09 -0.03 58.39 0| 0 0 0 1200 0.13 -0.05 54.50 0| 0 0 0 1300 0.18 -0.06 50.48 0| 0 0 0 1400 0.25 -0.09 47.45 0| 0 0 0 1500 0.35 -0.13 44.34 0| 0 0 0 1600 0.49 -0.18 41.52 0| 0 0 0 1700 0.69 -0.24 38.99 0| 0 0 0 1800 0.96 -0.32 36.73 0| 0 0 0 1900 1.34 -0.42 35.19 0| 0 0 0 2000 1.76 -0.53 32.35 0| 0 0 0 2100 2.38 -0.64 31.51 0| 0 0 0 2200 3.08 -0.75 30.25 0| 0 0 0 2300 3.89 -0.83 29.42 0| 0 3 0 2400 5.69 -0.95 27.74 0| 0 0 0 2600 7.65 -1.00 27.01 0| 0 0 0 2800 Total 0| 0 9 0 Indicative a-t-m Vol 34.35 Underlying Price 20.350 Time to expiry: 197 Days Mar 11 0.16 -0.05 48.54 0| 0 0 0 1200 0.26 -0.08 41.50 0| 0 0 0 1400 0.53 -0.16 38.25 0| 0 0 0 1600 0.74 -0.21 36.77 0| 0 0 0 1700 1.02 -0.27 35.86 0| 0 0 0 1800 1.37 -0.34 34.91 0| 0 0 0 1900 1.82 -0.42 34.44 0| 0 0 0 2000 2.36 -0.49 34.19 0| 0 0 0 2100 3.00 -0.57 34.37 0| 0 0 0 2200 3.70 -0.63 34.51 0| 0 0 0 2300 4.45 -0.70 34.64 0| 0 0 0 2400 6.12 -0.79 35.23 0| 0 0 0 2600 7.95 -0.85 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 34.79 Underlying Price 20.350 Time to expiry: 288 Days Jun 11 0.04 -0.01 50.06 0| 0 0 0 800 0.27 -0.07 44.55 0| 0 0 0 1200 0.44 -0.11 39.28 0| 0 0 0 1400 0.82 -0.19 36.63 0| 0 0 0 1600 1.44 -0.30 35.03 0| 0 0 0 1800 1.91 -0.37 35.25 0| 0 0 0 1900 2.39 -0.43 34.83 0| 0 0 0 2000 2.96 -0.49 34.71 0| 0 0 0 2100 3.62 -0.55 34.82 0| 0 0 0 2200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.30 -0.61 34.72 0| 0 0 0 2300 5.08 -0.66 35.44 0| 0 0 0 2400 6.68 -0.74 35.62 0| 0 0 0 2600 8.44 -0.80 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 34.62 Underlying Price 20.350 Time to expiry: 470 Days Dec 11 0.53 -0.09 42.95 0| 0 0 0 1200 0.84 -0.15 39.49 0| 0 0 0 1400 1.31 -0.22 36.66 0| 0 0 0 1600 2.03 -0.31 35.34 0| 0 0 0 1800 3.05 -0.41 35.39 0| 0 0 0 2000 3.88 -0.53 31.00 0| 0 0 0 2200 5.27 -0.63 30.88 0| 0 0 0 2400 12.59 -0.79 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.39 Underlying Price 20.350 Time to expiry: 652 Days Jun 12 0.88 -0.12 43.00 0| 0 0 0 1200 1.79 -0.24 36.66 0| 0 0 0 1600 3.67 -0.41 35.39 0| 0 0 0 2000 4.91 -0.49 35.40 0| 0 0 0 2200 6.33 -0.56 35.82 0| 0 0 0 2400 12.84 -0.76 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Puts 0| 150 589 0 Grand Total 0| 150 1,128 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.52 Underlying Price 30.620 Time to expiry: 15 Days Sep 10 10.62 1.00 61.00 0| 0 0 0 2000 8.63 1.00 53.77 0| 0 0 0 2200 7.63 1.00 49.96 0| 0 0 0 2300 6.63 0.99 46.94 0| 0 0 0 2400 4.66 0.97 42.70 0| 0 26 0 2600 3.69 0.94 39.34 0| 0 0 0 2700 2.93 2.78 0.88 38.15 2.93 2.93 35| 0 188 0 2800 1.95 0.77 36.67 0| 0 133 0 2900 1.29 1.24 0.62 35.24 1.35 1.29 31| 39 2,134 0 3000 0.72 0.70 0.45 34.08 0.76 0.70 250| 418 620 +378 3100 0.36 0.34 0.27 32.98 0.36 0.36 1,150| 93 7,270 +93 3200 0.15 0.16 0.15 32.98 0.17 0.15 200| 0 190 0 3300 0.07 0.07 33.29 0| 0 4,786 0 3400 0.02 0.03 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 46.00 0| 0 229 0 5600 Total 1,666| 550 42,496 +471 Indicative a-t-m Vol 35.18 Underlying Price 30.620 Time to expiry: 43 Days Oct 10 7.74 0.96 51.53 0| 0 0 0 2300 6.79 0.94 48.84 0| 0 0 0 2400 4.93 0.88 43.04 0| 0 8 0 2600 4.19 4.07 0.83 41.27 4.19 4.19 28| 0 0 0 2700 3.21 0.77 38.04 0| 0 91 0 2800 2.43 0.69 35.63 0| 0 76 0 2900 1.86 0.59 36.32 0| 4 604 +4 3000 1.30 0.49 34.48 0| 0 42 0 3100 0.89 0.38 33.96 0| 0 146 0 3200 0.55 0.27 32.52 0| 75 140 +75 3300 0.34 0.19 32.27 0| 0 1,361 0 3400 0.20 0.13 32.03 0| 0 310 0 3500 0.11 0.07 31.06 0| 0 643 0 3600 0.03 0.03 31.24 0| 0 70 0 3800 0.01 0.01 31.51 0| 0 210 0 4000 Total 28| 79 3,701 +79 Indicative a-t-m Vol 36.09 Underlying Price 30.620 Time to expiry: 78 Days Nov 10 7.96 0.91 49.56 0| 0 0 0 2300 7.06 0.89 47.56 0| 0 0 0 2400 6.18 0.86 45.59 0| 0 0 0 2500 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.33 0.82 43.67 0| 0 31 0 2600 4.52 0.77 41.79 0| 0 0 0 2700 3.76 0.72 40.11 0| 0 0 0 2800 3.06 0.66 38.50 0| 0 45 0 2900 2.44 0.58 37.14 0| 0 39 0 3000 1.87 0.51 35.45 0| 0 60 0 3100 1.41 0.43 34.50 0| 9 51 +9 3200 0.73 0.27 32.76 0| 0 48 0 3400 0.34 0.15 31.61 0| 0 77 0 3600 0.15 0.08 31.12 0| 0 0 0 3800 Total 0| 9 351 +9 Indicative a-t-m Vol 35.16 Underlying Price 30.620 Time to expiry: 106 Days Dec 10 18.68 0.99 77.00 0| 0 0 0 1200 16.17 0.99 68.91 0| 0 0 0 1454 12.65 0.96 59.64 0| 0 0 0 1817 10.90 0.95 54.56 0| 0 0 0 2000 9.22 0.92 50.59 0| 0 3,000 0 2180 7.25 0.87 46.25 0| 0 0 0 2400 6.03 0.82 43.70 0| 0 6,000 0 2544 4.04 0.71 39.40 0| 0 0 0 2800 3.20 0.65 35.99 0| 0 761 0 2907 2.67 0.59 35.56 500| 0 895 0 3000 1.38 1.42 0.40 33.83 1.38 1.38 1| 0 7,215 0 3271 0.98 0.99 0.31 32.88 0.98 S 0.98 S 2,100| 0 10,811 0 3400 0.53 0.20 31.67 0| 0 3,334 0 3600 0.47 0.18 31.51 0| 0 5,201 0 3634 0.27 0.26 0.11 30.68 0.27 0.27 100| 0 4,109 0 3800 0.15 0.07 31.55 0| 0 9,756 0 3997 0.14 0.07 31.22 0| 0 5,565 0 4000 0.04 0.02 28.71 0| 0 2,550 0 4200 0.02 0.01 28.20 0| 0 3,051 0 4361 0.01 0.01 27.77 0| 0 8,082 0 4543 0.01 0.00 27.40 0| 0 1 0 4800 0.01 0.00 27.28 0| 0 1,101 0 5088 0.01 0.00 27.51 0| 0 51 0 5451 0.01 0.00 28.11 0| 0 0 0 5814 0.01 0.00 29.62 0| 0 2 0 6360 0.01 0.00 33.00 0| 0 1 0 7268 Total 2,701| 0 71,486 0 Indicative a-t-m Vol 36.57 Underlying Price 30.620 Time to expiry: 197 Days Mar 11 11.21 0.91 51.23 0| 0 0 0 2000 9.47 0.87 47.91 0| 0 0 0 2200 7.81 0.82 44.84 0| 0 0 0 2400 6.26 0.76 41.86 0| 0 0 0 2600 4.85 0.68 39.24 0| 0 0 0 2800 3.61 0.59 36.91 0| 0 201 0 3000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.64 0.49 35.83 0| 0 96 0 3200 1.77 0.38 33.48 0| 65 850 -21 3400 1.17 0.29 32.22 0| 0 1,183 0 3600 0.74 0.21 31.29 0| 0 930 0 3800 0.45 0.14 30.62 0| 0 1,410 0 4000 0.26 0.09 29.54 0| 0 30 0 4200 0.16 0.06 29.46 0| 0 178 0 4400 0.06 0.03 29.94 0| 0 113 0 4800 0.02 0.01 33.00 0| 0 158 0 5600 Total 0| 65 5,149 -21 Indicative a-t-m Vol 36.87 Underlying Price 30.620 Time to expiry: 288 Days Jun 11 18.78 0.98 65.00 0| 0 0 0 1200 14.99 0.95 54.84 0| 0 0 0 1600 13.17 0.93 51.36 0| 0 0 0 1800 11.42 0.90 48.45 0| 0 0 0 2000 9.75 0.86 45.92 0| 0 0 0 2200 8.17 0.81 43.49 0| 0 0 0 2400 6.43 6.69 0.75 41.12 6.43 6.43 50| 0 0 0 2600 5.36 0.68 39.12 0| 0 146 0 2800 4.19 0.60 37.37 0| 0 2,000 0 3000 3.19 0.51 35.77 0| 29 104 +29 3200 2.33 0.42 34.14 0| 0 52 0 3400 1.66 0.34 32.90 0| 32 135 +32 3600 0.79 0.20 31.12 0| 0 285 0 4000 0.34 0.10 29.92 0| 0 274 0 4400 0.23 0.07 29.60 0| 70 5,294 +18 4600 0.17 0.06 30.14 0| 0 4,173 0 4800 0.01 0.00 28.62 0| 0 50 0 6000 Total 50| 131 12,513 +79 Indicative a-t-m Vol 36.15 Underlying Price 30.620 Time to expiry: 470 Days Dec 11 18.85 0.97 60.00 0| 0 0 0 1200 15.17 0.94 51.87 0| 0 0 0 1600 13.43 0.91 48.80 0| 0 0 0 1800 11.74 0.88 45.93 0| 0 0 0 2000 10.14 0.83 43.50 0| 0 0 0 2200 8.67 0.78 41.37 0| 0 0 0 2400 6.07 0.66 37.89 0| 0 0 0 2800 4.00 0.53 35.24 0| 0 3 0 3200 2.52 0.39 33.22 0| 0 4,200 0 3600 1.49 0.27 31.71 0| 0 31,000 0 4000 0.36 0.09 29.59 0| 0 27,000 0 5000 0.17 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 39.48 Underlying Price 30.620 Time to expiry: 652 Days Jun 12 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 23 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.34 0.93 51.60 0| 0 0 0 1600 12.18 0.86 47.29 0| 0 0 0 2000 10.79 0.81 45.80 0| 0 0 0 2200 9.43 0.77 43.84 0| 0 0 0 2400 7.15 0.67 41.52 0| 0 0 0 2800 5.10 0.56 38.41 0| 0 0 0 3200 3.51 0.45 35.87 0| 0 0 0 3600 2.32 0.34 33.92 0| 0 0 0 4000 0.99 0.18 31.96 0| 0 0 0 4800 0.29 0.07 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 39.56 Underlying Price 30.620 Time to expiry: 841 Days Dec 12 15.47 0.92 50.14 0| 0 0 0 1600 12.49 0.85 46.50 0| 0 0 0 2000 9.93 0.76 43.79 0| 0 0 0 2400 7.73 0.67 41.39 0| 0 0 0 2800 5.76 0.57 38.60 0| 0 750 0 3200 4.20 0.47 36.31 0| 0 0 0 3600 3.08 0.38 35.10 0| 0 0 0 4000 1.54 0.23 32.83 0| 0 0 0 4800 0.58 0.11 31.57 0| 0 0 0 6000 0.14 0.03 31.50 0| 0 0 0 8000 Total 0| 0 750 0 Indicative a-t-m Vol 39.48 Underlying Price 30.620 Time to expiry: 1023 Days Jun 13 12.57 0.85 46.30 0| 0 0 0 2000 10.05 0.76 43.31 0| 0 0 0 2400 7.92 0.68 40.79 0| 0 0 0 2800 6.16 0.59 38.79 0| 0 0 0 3200 4.63 0.49 36.70 0| 0 0 0 3600 3.52 0.41 35.54 0| 0 0 0 4000 1.97 0.27 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 39.72 Underlying Price 30.620 Time to expiry: 1205 Days Dec 13 15.56 0.92 49.00 0| 0 0 0 1600 12.86 0.84 46.39 0| 0 0 0 2000 10.44 0.76 43.22 0| 0 0 0 2400 6.68 0.60 38.99 0| 0 0 0 3200 4.09 0.44 36.03 0| 0 0 0 4000 2.48 0.31 34.11 0| 0 0 0 4800 1.17 0.17 32.52 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 39.70 Underlying Price 30.620 Time to expiry: 1569 Days Dec 14 13.01 0.84 46.20 0| 0 0 0 2000 10.74 0.77 43.10 0| 0 0 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 24 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.22 0.61 38.99 0| 0 0 0 3200 4.64 0.47 35.76 0| 0 0 0 4000 3.02 0.35 33.94 0| 0 0 0 4800 1.70 0.22 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 4,445| 834 198,649 +617 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.52 Underlying Price 30.620 Time to expiry: 15 Days Sep 10 0.01 0.00 61.00 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| 0 1,444 0 2400 0.03 -0.03 42.70 0| 0 932 0 2600 0.06 -0.06 39.34 0| 0 75 0 2700 0.15 -0.12 38.15 1,000| 125 10,608 -1,132 2800 0.36 0.32 -0.23 36.67 0.36 0.36 10| 1,082 1,927 -782 2900 0.71 0.62 -0.38 35.24 0.71 0.62 110| 2 4,892 -1,000 3000 1.08 -0.55 34.08 0| 0 247 0 3100 1.69 1.72 -0.73 32.98 1.69 1.69 50| 0 5,274 0 3200 2.53 -0.85 32.98 0| 0 100 0 3300 3.44 -0.93 33.29 0| 0 2,290 0 3400 4.40 -0.97 33.45 0| 0 1,334 0 3500 5.39 -0.99 33.83 0| 0 1,336 0 3600 7.38 -1.00 33.95 0| 0 146 0 3800 9.38 -1.00 34.41 0| 0 30 0 4000 11.38 -1.00 35.18 0| 0 0 0 4200 13.38 -1.00 36.20 0| 0 0 0 4400 17.38 -1.00 38.87 0| 0 0 0 4800 25.38 -1.00 46.00 0| 0 0 0 5600 Total 1,170| 1,209 31,096 -2,914 Indicative a-t-m Vol 35.18 Underlying Price 30.620 Time to expiry: 43 Days Oct 10 0.11 -0.04 51.53 0| 0 76 0 2300 0.15 -0.06 48.84 0| 43 98 -43 2400 0.29 -0.12 43.04 0| 41 639 0 2600 0.43 -0.17 41.27 0| 0 265 0 2700 0.57 -0.23 38.04 0| 875 5,176 +804 2800 0.79 -0.31 35.63 0| 0 165 0 2900 1.23 -0.41 36.32 0| 0 2,461 0 3000 1.68 1.66 -0.52 34.48 1.68 1.68 60| 0 65 0 3100 2.25 -0.62 33.96 0| 0 139 0 3200 3.01 2.91 -0.73 32.52 3.01 3.01 30| 0 62 0 3300 3.71 -0.81 32.27 0| 0 34 0 3400 4.57 -0.88 32.03 0| 0 10 0 3500 5.47 -0.93 31.06 0| 0 0 0 3600 7.40 -0.98 31.24 0| 0 0 0 3800 9.38 -1.00 31.51 0| 0 0 0 4000 Total 90| 959 9,190 +761 Indicative a-t-m Vol 36.09 Underlying Price 30.620 Time to expiry: 78 Days Nov 10 0.31 -0.09 49.56 0| 0 75 0 2300 0.41 -0.11 47.56 0| 0 113 0 2400 0.52 -0.14 45.59 0| 75 2,055 +75 2500 0.67 -0.18 43.67 0| 0 62 0 2600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.86 -0.23 41.79 0| 0 0 0 2700 1.10 -0.28 40.11 0| 0 67 0 2800 1.40 -0.34 38.50 0| 0 45 0 2900 1.78 -0.42 37.14 0| 0 1,500 0 3000 2.48 2.20 -0.49 35.45 2.48 2.48 4| 0 0 0 3100 2.75 -0.57 34.50 0| 0 10 0 3200 4.07 -0.73 32.76 0| 0 0 0 3400 5.68 -0.85 31.61 0| 0 0 0 3600 7.49 -0.93 31.12 0| 0 0 0 3800 Total 4| 75 3,927 +75 Indicative a-t-m Vol 35.16 Underlying Price 30.620 Time to expiry: 106 Days Dec 10 0.03 -0.01 77.00 0| 0 54 0 1200 0.07 -0.01 68.91 0| 0 160 0 1454 0.17 -0.04 59.64 0| 0 139 0 1817 0.24 -0.06 54.56 0| 0 160 0 2000 0.36 -0.08 50.59 0| 0 3,242 0 2180 0.60 -0.14 46.25 0| 0 2,812 0 2400 0.82 -0.18 43.70 0| 0 1,403 0 2544 1.40 -0.30 39.40 0| 0 14,000 0 2800 1.64 -0.36 35.99 0| 0 2,185 0 2907 1.95 2.05 -0.42 35.56 1.95 1.95 529| 0 7,139 0 3000 3.52 -0.61 33.83 0| 0 4,149 0 3271 4.38 -0.69 32.88 0| 0 5,857 0 3400 5.93 -0.81 31.67 0| 0 1,073 0 3600 6.21 -0.82 31.51 0| 0 1,237 0 3634 7.66 -0.89 30.68 0| 0 2,340 0 3800 9.52 -0.93 31.55 0| 0 20 0 3997 9.54 -0.94 31.22 0| 0 0 0 4000 11.44 -0.98 28.71 0| 0 0 0 4200 13.02 -0.99 28.20 0| 0 9 0 4361 14.83 -1.00 27.77 0| 0 10 0 4543 17.38 -1.00 27.40 0| 0 0 0 4800 20.26 -1.00 27.28 0| 0 10 0 5088 23.89 -1.00 27.51 0| 0 10 0 5451 27.52 -1.00 28.11 0| 0 10 0 5814 32.98 -1.00 29.62 0| 0 10 0 6360 42.06 -1.00 33.00 0| 0 10 0 7268 Total 529| 0 46,039 0 Indicative a-t-m Vol 36.57 Underlying Price 30.620 Time to expiry: 197 Days Mar 11 0.59 -0.09 51.23 0| 0 597 0 2000 0.85 -0.13 47.91 0| 0 552 0 2200 1.18 -0.18 44.84 0| 0 1,360 0 2400 1.75 1.62 -0.25 41.86 1.75 1.75 100| 0 30 0 2600 2.21 -0.32 39.24 0| 0 500 0 2800 2.96 -0.42 36.91 0| 0 1,620 0 3000 3.99 -0.51 35.83 0| 0 735 0 3200 5.11 -0.62 33.48 0| 0 647 0 3400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 27 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.51 -0.72 32.22 0| 0 78 0 3600 8.08 -0.80 31.29 0| 0 89 0 3800 9.80 -0.86 30.62 0| 0 300 0 4000 11.61 -0.92 29.54 0| 0 0 0 4200 13.51 -0.95 29.46 0| 0 0 0 4400 17.42 -0.98 29.94 0| 0 0 0 4800 25.38 -1.00 33.00 0| 0 0 0 5600 Total 100| 0 6,508 0 Indicative a-t-m Vol 36.87 Underlying Price 30.620 Time to expiry: 288 Days Jun 11 0.26 -0.03 65.00 0| 0 464 0 1200 0.49 -0.06 54.84 0| 0 172 0 1600 0.70 -0.09 51.36 0| 0 195 0 1800 0.97 0.98 -0.13 48.45 0.97 0.97 35| 0 196 0 2000 1.35 -0.17 45.92 0| 58 155 +58 2200 1.87 1.82 -0.22 43.49 1.87 1.87 27| 0 4,012 0 2400 2.39 -0.29 41.12 0| 0 0 0 2600 3.10 -0.36 39.12 0| 0 1,150 0 2800 3.98 -0.44 37.37 0| 0 5,001 0 3000 5.02 -0.52 35.77 0| 0 1,908 0 3200 6.21 -0.61 34.14 0| 0 110 0 3400 7.58 -0.69 32.90 0| 0 146 0 3600 10.75 -0.82 31.12 0| 0 254 0 4000 14.31 -0.91 29.92 0| 0 208 0 4400 16.19 -0.93 29.60 0| 0 0 0 4600 18.12 -0.95 30.14 0| 0 0 0 4800 29.88 -1.00 28.62 0| 0 0 0 6000 Total 62| 58 13,971 +58 Indicative a-t-m Vol 36.15 Underlying Price 30.620 Time to expiry: 470 Days Dec 11 0.50 -0.05 60.00 0| 0 0 0 1200 0.90 -0.09 51.87 0| 0 0 0 1600 1.20 -0.11 48.80 0| 0 0 0 1800 1.54 -0.15 45.93 0| 0 0 0 2000 1.96 -0.19 43.50 0| 0 0 0 2200 2.51 -0.24 41.37 0| 0 0 0 2400 3.95 -0.35 37.89 0| 0 2,000 0 2800 5.88 -0.49 35.24 0| 0 1,450 0 3200 8.40 -0.62 33.22 0| 0 4,500 0 3600 11.36 -0.74 31.71 0| 0 1,850 0 4000 20.20 -0.92 29.59 0| 0 0 0 5000 29.93 -0.96 32.00 0| 0 0 0 6000 39.73 -0.99 29.68 0| 0 0 0 7000 49.63 -1.00 31.00 0| 0 0 0 8000 Total 0| 0 9,800 0 Indicative a-t-m Vol 39.48 Underlying Price 30.620 Time to expiry: 652 Days Jun 12 1.49 -0.11 51.60 0| 0 0 0 1600 2.47 -0.18 47.29 0| 0 0 0 2000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.12 -0.22 45.80 0| 0 0 0 2200 3.80 -0.27 43.84 0| 0 0 0 2400 5.57 -0.36 41.52 0| 0 0 0 2800 7.55 -0.47 38.41 0| 0 0 0 3200 9.96 -0.58 35.87 0| 0 0 0 3600 12.76 -0.68 33.92 0| 0 0 0 4000 19.35 -0.83 31.96 0| 0 0 0 4800 30.42 -0.94 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 39.56 Underlying Price 30.620 Time to expiry: 841 Days Dec 12 1.86 -0.12 50.14 0| 0 0 0 1600 2.98 -0.19 46.50 0| 0 0 0 2000 4.46 -0.26 43.79 0| 0 0 0 2400 6.24 -0.35 41.39 0| 0 0 0 2800 8.24 -0.45 38.60 0| 0 750 0 3200 10.62 -0.54 36.31 0| 0 1,000 0 3600 13.44 -0.63 35.10 0| 0 0 0 4000 19.75 -0.78 32.83 0| 0 0 0 4800 30.52 -0.90 31.57 0| 0 0 0 6000 50.00 -0.92 39.88 0| 0 0 0 8000 Total 0| 0 1,750 0 Indicative a-t-m Vol 39.48 Underlying Price 30.620 Time to expiry: 1023 Days Jun 13 3.61 -0.20 46.30 0| 0 0 0 2000 5.16 -0.27 43.31 0| 0 0 0 2400 7.01 -0.36 40.79 0| 0 0 0 2800 9.19 -0.44 38.79 0| 0 0 0 3200 11.59 -0.53 36.70 0| 0 0 0 3600 14.37 -0.61 35.54 0| 0 0 0 4000 20.57 -0.74 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 39.72 Underlying Price 30.620 Time to expiry: 1205 Days Dec 13 2.63 -0.13 49.00 0| 0 0 0 1600 4.07 -0.20 46.39 0| 0 0 0 2000 5.62 -0.27 43.22 0| 0 0 0 2400 9.67 -0.42 38.99 0| 0 3 0 3200 14.80 -0.58 36.03 0| 0 0 0 4000 20.87 -0.70 34.11 0| 0 0 0 4800 31.05 -0.84 32.52 0| 0 0 0 6000 Total 0| 0 3 0 Indicative a-t-m Vol 39.70 Underlying Price 30.620 Time to expiry: 1569 Days Dec 14 4.94 -0.20 46.20 0| 0 0 0 2000 6.59 -0.27 43.10 0| 0 0 0 2400 10.72 -0.41 38.99 0| 0 0 0 3200 15.67 -0.55 35.76 0| 0 0 0 4000 21.55 -0.66 33.94 0| 0 0 0 4800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 29 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 31.42 -0.79 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 1,955| 2,301 122,284 -2,020 Grand Total 6,400| 3,135 320,933 -1,403 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 35.05 Underlying Price 30.620 Time to expiry: 15 Days Sep 10 18.62 1.00 143.98 0| 0 0 0 1200 16.08 1.00 106.07 0| 0 0 0 1454 12.45 1.00 72.95 0| 0 0 0 1817 10.62 1.00 61.00 0| 0 110 0 2000 8.83 1.00 53.83 0| 0 30 0 2180 7.63 1.00 49.96 0| 0 0 0 2300 6.63 0.99 46.94 0| 0 60 0 2400 5.20 0.98 42.77 0| 0 0 0 2544 3.69 0.94 39.34 0| 0 0 0 2700 2.78 0.88 38.15 0| 0 0 0 2800 1.90 0.76 36.71 0| 0 30 0 2907 1.24 0.62 35.24 0| 0 0 0 3000 0.77 0.47 34.96 0| 0 2,500 0 3089 0.34 0.27 32.98 0| 0 0 0 3200 0.21 0.19 33.87 0| 0 6,572 0 3271 0.07 0.07 33.29 0| 0 0 0 3400 0.04 0.05 33.31 0| 0 5,000 0 3452 0.02 0.03 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 35.79 0| 0 16 0 4361 0.01 0.00 36.99 0| 0 5,176 0 4543 0.01 0.00 38.87 0| 0 5,000 0 4800 0.01 0.00 40.59 0| 0 97 0 4997 0.01 0.00 44.79 0| 0 0 0 5451 0.01 0.00 49.38 0| 0 80 0 5905 Total 0| 0 70,849 0 Indicative a-t-m Vol 36.37 Underlying Price 30.620 Time to expiry: 197 Days Mar 11 18.60 0.99 57.98 0| 0 0 0 1200 16.18 0.97 58.26 0| 0 0 0 1454 12.83 0.94 53.99 0| 0 0 0 1817 11.20 0.91 51.23 0| 0 0 0 2000 9.63 0.87 48.26 0| 0 0 0 2180 7.81 0.82 44.84 0| 0 0 0 2400 6.67 0.77 42.77 0| 0 0 0 2544 4.84 0.68 39.24 0| 0 0 0 2800 4.17 0.63 38.16 0| 0 0 0 2907 3.61 0.59 36.91 0| 0 0 0 3000 2.28 0.45 34.55 0| 0 0 0 3271 1.60 0.36 33.15 0| 0 0 0 3452 1.08 0.27 31.99 0| 0 15 0 3634 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.74 0.21 31.29 0| 0 30 0 3800 0.45 0.14 30.62 0| 0 110 0 4000 0.36 0.12 30.15 0| 0 0 0 4088 0.26 0.09 29.54 0| 0 567 0 4200 0.18 0.07 29.71 0| 0 0 0 4361 0.11 0.04 29.67 0| 0 15 0 4543 0.06 0.03 29.94 0| 0 0 0 4800 0.04 0.02 30.38 0| 0 252 0 4997 0.02 0.01 32.13 0| 0 0 0 5451 0.02 0.01 34.77 0| 0 0 0 5905 Total 0| 0 989 0 Indicative a-t-m Vol 37.25 Underlying Price 30.620 Time to expiry: 379 Days Sep 11 17.98 0.97 54.44 0| 0 0 0 1200 15.76 0.94 54.16 0| 0 0 0 1454 12.75 0.89 51.32 0| 0 0 0 1817 11.30 0.86 49.49 0| 0 0 0 2000 9.95 0.82 47.63 0| 0 0 0 2180 8.39 0.76 45.37 0| 0 0 0 2400 7.43 0.72 43.93 0| 0 0 0 2544 5.07 0.61 39.00 0| 0 0 0 2907 3.17 0.47 34.89 0| 0 0 0 3271 1.89 0.34 32.70 0| 0 20 0 3634 1.03 0.22 30.66 0| 0 51 0 4000 0.39 0.10 29.00 0| 0 30 0 4543 0.09 0.03 28.81 0| 0 0 0 5451 Total 0| 0 101 0 Indicative a-t-m Vol 37.72 Underlying Price 30.620 Time to expiry: 561 Days Mar 12 15.97 0.94 47.54 0| 0 0 0 1454 13.06 0.88 45.14 0| 0 0 0 1817 11.69 0.85 43.95 0| 0 0 0 2000 10.41 0.81 42.82 0| 0 0 0 2180 8.98 0.76 41.76 0| 0 0 0 2400 6.09 0.63 38.65 0| 0 0 0 2907 4.69 0.54 36.90 0| 0 0 0 3200 3.03 0.41 34.46 0| 0 0 0 3634 2.09 0.32 33.48 0| 0 0 0 4000 1.22 0.21 32.94 0| 0 0 0 4543 0.51 0.10 32.51 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 37.97 Underlying Price 30.620 Time to expiry: 750 Days Sep 12 15.39 0.91 47.93 0| 0 0 0 1454 12.72 0.86 45.44 0| 0 0 0 1817 11.46 0.82 44.15 0| 0 0 0 2000 10.31 0.78 43.18 0| 0 0 0 2180 9.05 0.74 42.15 0| 0 0 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.35 0.62 38.97 0| 0 0 0 2907 5.00 0.54 37.08 0| 0 0 0 3200 3.47 0.43 35.08 0| 0 0 0 3634 2.54 0.35 34.08 0| 0 0 0 4000 1.89 0.28 33.59 0| 0 0 0 4361 1.34 0.21 33.29 0| 0 0 0 4800 0.83 0.14 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 39.26 Underlying Price 30.620 Time to expiry: 925 Days Mar 13 15.92 0.90 48.76 0| 0 0 0 1454 13.41 0.85 46.55 0| 0 0 0 1817 12.24 0.82 45.28 0| 0 0 0 2000 11.15 0.78 44.31 0| 0 0 0 2180 9.89 0.74 42.94 0| 0 0 0 2400 7.36 0.64 40.36 0| 0 0 0 2907 5.97 0.57 38.29 0| 0 0 0 3200 4.43 0.47 36.50 0| 0 0 0 3634 3.39 0.40 35.33 0| 0 0 0 4000 2.63 0.33 34.54 0| 0 0 0 4361 2.04 0.27 34.58 0| 0 0 0 4800 1.40 0.20 34.67 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.51 Underlying Price 30.620 Time to expiry: 1114 Days Sep 13 14.42 0.87 48.70 0| 0 0 0 1600 12.01 0.80 46.26 0| 0 0 0 2000 9.85 0.73 43.82 0| 0 0 0 2400 6.33 0.58 39.82 0| 0 0 0 3200 3.77 0.42 36.42 0| 0 0 0 4000 2.42 0.30 35.52 0| 0 0 0 4800 1.42 0.20 36.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.24 Underlying Price 30.620 Time to expiry: 1296 Days Mar 14 15.09 0.87 50.12 0| 0 0 0 1600 12.66 0.81 46.50 0| 0 0 0 2000 10.68 0.74 44.80 0| 0 0 0 2400 7.16 0.60 40.50 0| 0 0 0 3200 4.59 0.46 37.18 0| 0 0 0 4000 3.08 0.35 36.20 0| 0 0 0 4800 2.03 0.25 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.07 Underlying Price 30.620 Time to expiry: 1478 Days Sep 14 12.54 0.80 48.90 0| 0 0 0 2000 10.54 0.74 45.87 0| 0 0 0 2400 7.21 0.60 41.28 0| 0 0 0 3200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.75 0.47 37.96 0| 0 0 0 4000 3.36 0.36 37.18 0| 0 0 0 4800 2.31 0.27 37.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.07 Underlying Price 30.620 Time to expiry: 1660 Days Mar 15 13.09 0.81 48.90 0| 0 0 0 2000 11.14 0.75 45.87 0| 0 0 0 2400 7.83 0.62 41.28 0| 0 0 0 3200 5.35 0.49 37.96 0| 0 0 0 4000 3.90 0.40 37.18 0| 0 0 0 4800 2.88 0.31 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 71,939 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 35.05 Underlying Price 30.620 Time to expiry: 15 Days Sep 10 0.01 0.00 143.98 0| 0 10 0 1200 0.01 0.00 106.07 0| 0 0 0 1454 0.01 0.00 72.95 0| 0 10 0 1817 0.01 0.00 61.00 0| 0 30 0 2000 0.01 0.00 53.83 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 0.02 -0.02 42.77 0| 0 100 0 2544 0.06 -0.06 39.34 0| 0 0 0 2700 0.15 -0.12 38.15 0| 0 0 0 2800 0.34 -0.24 36.71 0| 0 35 0 2907 0.62 -0.38 35.24 0| 0 120 0 3000 1.04 -0.53 34.96 0| 0 210 0 3089 1.72 -0.73 32.98 0| 0 0 0 3200 2.30 -0.81 33.87 0| 0 6,260 0 3271 3.44 -0.93 33.29 0| 0 0 0 3400 4.33 3.93 -0.95 33.31 4.33 4.33 28| 0 2,446 0 3452 4.40 -0.97 33.45 0| 0 0 0 3500 5.72 -0.99 33.18 0| 0 640 0 3634 7.37 -1.00 33.95 0| 0 32,540 0 3800 9.37 -1.00 34.41 0| 0 0 0 4000 10.25 -1.00 34.35 0| 0 40 0 4088 11.37 -1.00 35.18 0| 0 5 0 4200 12.98 -1.00 35.79 0| 0 0 0 4361 14.80 -1.00 36.99 0| 0 5,000 0 4543 17.37 -1.00 38.87 0| 0 100 0 4800 19.34 -1.00 40.59 0| 0 500 0 4997 23.88 -1.00 44.79 0| 0 170 0 5451 28.42 -1.00 49.38 0| 0 0 0 5905 Total 28| 0 49,144 0 Indicative a-t-m Vol 36.37 Underlying Price 30.620 Time to expiry: 197 Days Mar 11 0.04 -0.01 57.98 0| 0 400 0 1200 0.15 -0.03 58.26 0| 0 0 0 1454 0.41 -0.06 53.99 0| 0 0 0 1817 0.59 -0.09 51.23 0| 0 400 0 2000 0.82 -0.13 48.26 0| 0 117 0 2180 1.18 -0.18 44.84 0| 0 484 0 2400 1.48 -0.23 42.77 0| 0 500 0 2544 2.20 -0.32 39.24 0| 0 30 0 2800 2.59 -0.37 38.16 0| 0 0 0 2907 2.95 -0.41 36.91 0| 0 20 0 3000 4.32 -0.55 34.55 0| 0 241 0 3271 5.40 5.44 -0.64 33.15 5.40 5.40 25| 0 3,770 0 3452 6.73 -0.73 31.99 0| 0 500 0 3634 8.04 -0.79 31.29 0| 0 500 0 3800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.75 -0.86 30.62 0| 0 0 0 4000 10.53 -0.88 30.15 0| 0 0 0 4088 11.54 -0.91 29.54 0| 0 400 0 4200 13.06 -0.93 29.71 0| 0 0 0 4361 14.81 -0.96 29.67 0| 0 1,000 0 4543 17.32 -0.97 29.94 0| 0 0 0 4800 19.26 -0.98 30.38 0| 0 0 0 4997 23.75 -0.99 32.13 0| 0 0 0 5451 28.26 -0.99 34.77 0| 0 0 0 5905 Total 25| 0 8,362 0 Indicative a-t-m Vol 37.25 Underlying Price 30.620 Time to expiry: 379 Days Sep 11 0.21 -0.03 54.44 0| 0 0 0 1200 0.50 -0.06 54.16 0| 0 0 0 1454 1.07 -0.11 51.32 0| 0 0 0 1817 1.43 -0.14 49.49 0| 0 0 0 2000 1.86 -0.18 47.63 0| 0 0 0 2180 2.47 -0.24 45.37 0| 0 0 0 2400 2.93 -0.28 43.93 0| 0 40 0 2544 4.16 -0.39 39.00 0| 0 700 0 2907 5.86 -0.53 34.89 0| 0 300 0 3271 8.16 -0.66 32.70 0| 0 0 0 3634 10.91 -0.78 30.66 0| 0 20 0 4000 15.64 -0.90 29.00 0| 0 0 0 4543 24.31 -0.97 28.81 0| 0 0 0 5451 Total 0| 0 1,060 0 Indicative a-t-m Vol 37.72 Underlying Price 30.620 Time to expiry: 561 Days Mar 12 0.60 -0.06 47.54 0| 0 0 0 1454 1.25 -0.12 45.14 0| 0 0 0 1817 1.68 -0.15 43.95 0| 0 90 0 2000 2.16 -0.19 42.82 0| 0 0 0 2180 2.89 -0.24 41.76 0| 0 0 0 2400 4.97 -0.37 38.65 0| 0 0 0 2907 6.45 -0.46 36.90 0| 0 0 0 3200 9.04 -0.59 34.46 0| 0 0 0 3634 11.69 -0.68 33.48 0| 0 0 0 4000 16.15 -0.79 32.94 0| 0 0 0 4543 24.34 -0.90 32.51 0| 0 0 0 5451 Total 0| 0 90 0 Indicative a-t-m Vol 37.97 Underlying Price 30.620 Time to expiry: 750 Days Sep 12 1.07 -0.09 47.93 0| 0 0 0 1454 1.93 -0.14 45.44 0| 0 0 0 1817 2.44 -0.18 44.15 0| 0 0 0 2000 3.05 -0.22 43.18 0| 0 0 0 2180 3.92 -0.26 42.15 0| 0 0 0 2400 6.15 -0.38 38.97 0| 0 0 0 2907 7.65 -0.46 37.08 0| 0 0 0 3200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.34 -0.57 35.08 0| 0 0 0 3634 12.97 -0.65 34.08 0| 0 0 0 4000 15.83 -0.72 33.59 0| 0 0 0 4361 19.54 -0.79 33.29 0| 0 0 0 4800 25.36 -0.86 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 39.26 Underlying Price 30.620 Time to expiry: 925 Days Mar 13 1.45 -0.10 48.76 0| 0 0 0 1454 2.44 -0.15 46.55 0| 0 0 0 1817 3.03 -0.18 45.28 0| 0 0 0 2000 3.67 -0.22 44.31 0| 0 0 0 2180 4.53 -0.26 42.94 0| 0 0 0 2400 6.88 -0.36 40.36 0| 0 0 0 2907 8.32 -0.43 38.29 0| 0 0 0 3200 10.95 -0.53 36.50 0| 0 150 0 3634 13.43 -0.60 35.33 0| 0 0 0 4000 16.14 -0.67 34.54 0| 0 0 0 4361 19.78 -0.73 34.58 0| 0 0 0 4800 25.41 -0.80 34.67 0| 0 0 0 5451 Total 0| 0 150 0 Indicative a-t-m Vol 40.51 Underlying Price 30.620 Time to expiry: 1114 Days Sep 13 2.42 -0.13 48.70 0| 0 0 0 1600 3.81 -0.20 46.26 0| 0 0 0 2000 5.46 -0.27 43.82 0| 0 150 0 2400 9.55 -0.42 39.82 0| 0 0 0 3200 14.60 -0.58 36.42 0| 0 0 0 4000 20.86 -0.70 35.52 0| 0 0 0 4800 31.28 -0.80 36.08 0| 0 0 0 6000 Total 0| 0 150 0 Indicative a-t-m Vol 41.24 Underlying Price 30.620 Time to expiry: 1296 Days Mar 14 2.86 -0.13 49.81 0| 0 0 0 1600 4.22 -0.19 46.50 0| 0 0 0 2000 6.00 -0.26 44.80 0| 0 0 0 2400 9.99 -0.40 40.50 0| 0 0 0 3200 14.94 -0.54 37.18 0| 0 0 0 4000 20.95 -0.65 36.20 0| 0 0 0 4800 31.18 -0.75 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 42.07 Underlying Price 30.620 Time to expiry: 1478 Days Sep 14 5.15 -0.20 48.90 0| 0 0 0 2000 6.85 -0.26 45.87 0| 0 0 0 2400 10.94 -0.40 41.28 0| 0 0 0 3200 15.89 -0.53 37.96 0| 0 0 0 4000 21.91 -0.64 37.18 0| 0 0 0 4800 31.98 -0.73 37.86 0| 0 0 0 6000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 42.07 Underlying Price 30.620 Time to expiry: 1660 Days Mar 15 5.41 -0.19 48.90 0| 0 0 0 2000 7.11 -0.25 45.87 0| 0 0 0 2400 11.11 -0.38 41.28 0| 0 0 0 3200 15.93 -0.51 37.96 0| 0 0 0 4000 21.78 -0.60 37.18 0| 0 0 0 4800 31.73 -0.69 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 53| 0 58,956 0 Grand Total 53| 0 130,895 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 38 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis (100) (SA1) Indicative a-t-m Vol 23.09 Underlying Price 46.375 Time to expiry: 15 Days Sep 10 14.38 1.00 62.27 0| 0 0 0 3200 10.39 0.99 50.24 0| 0 0 0 3600 8.40 0.99 43.31 0| 0 0 0 3800 6.42 0.98 36.79 0| 0 0 0 4000 4.46 0.94 31.09 0| 0 8 0 4200 3.50 0.91 27.86 0| 0 118 0 4300 2.60 0.84 26.07 0| 115 176 0 4400 1.72 1.79 0.73 24.58 1.72 S 1.72 S 1| 495 572 -379 4500 1.11 0.58 23.33 0| 10 780 0 4600 0.61 0.40 22.70 0| 0 1,710 0 4700 0.29 0.24 22.10 0| 57 7,388 -21 4800 0.14 0.13 0.12 22.09 0.14 0.14 50| 125 249 +44 4900 0.08 0.04 0.05 21.12 0.08 0.08 50| 50 11,564 +50 5000 0.02 0.02 26.85 0| 0 6,796 0 5200 0.01 0.00 27.63 0| 0 5,874 0 5600 0.01 0.00 29.85 0| 0 5,200 0 6000 0.01 0.00 30.45 0| 0 71 0 6400 0.01 0.00 27.71 0| 0 19 0 7200 0.01 0.00 17.08 0| 0 0 0 8000 Total 101| 852 40,525 -306 Indicative a-t-m Vol 23.78 Underlying Price 46.375 Time to expiry: 43 Days Oct 10 8.50 0.96 34.56 0| 0 0 0 3800 6.58 0.92 31.12 0| 0 0 0 4000 4.76 0.86 28.47 0| 0 78 0 4200 3.90 0.81 27.12 0| 0 0 0 4300 3.10 0.74 25.90 0| 0 235 0 4400 2.38 0.65 24.95 0| 0 38 0 4500 1.75 0.56 24.01 0| 93 306 +63 4600 1.23 0.45 23.40 0| 0 140 0 4700 0.83 0.35 22.83 0| 0 2,157 0 4800 0.53 0.25 22.40 0| 0 131 0 4900 0.33 0.18 22.19 0| 10 303 0 5000 0.11 0.07 21.91 0| 0 174 0 5200 0.04 0.02 26.54 0| 0 77 0 5600 0.01 0.00 25.00 0| 0 0 0 6000 Total 0| 103 3,639 +63 Indicative a-t-m Vol 24.75 Underlying Price 46.375 Time to expiry: 78 Days Nov 10 8.72 0.92 32.84 0| 0 0 0 3800 6.89 0.87 30.38 0| 0 0 0 4000 5.19 0.80 28.36 0| 0 0 0 4200 4.39 0.75 27.46 0| 0 75 0 4300 3.65 0.69 26.54 0| 0 0 0 4400 2.98 0.63 25.72 0| 0 75 0 4500 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.32 2.37 0.56 24.98 2.32 S 2.32 S 1| 0 176 0 4600 1.85 0.48 24.37 0| 37 75 -10 4700 1.40 1.39 0.40 23.64 1.40 1.40 75| 35 89 +35 4800 0.36 0.15 22.26 0| 0 56 0 5200 0.05 0.03 20.82 0| 0 0 0 5600 Total 76| 72 546 +25 Indicative a-t-m Vol 24.87 Underlying Price 46.375 Time to expiry: 106 Days Dec 10 22.48 0.99 55.95 0| 0 0 0 2400 14.56 0.97 38.25 0| 0 0 0 3200 10.75 0.93 34.13 0| 0 0 0 3600 7.12 0.85 29.61 0| 0 5 0 4000 5.48 0.77 28.02 0| 0 0 0 4200 4.01 0.68 26.51 0| 5 4,214 0 4400 2.75 0.56 25.09 0| 10 3,373 +10 4600 1.76 0.43 23.93 0| 0 13,602 0 4800 1.05 0.30 23.27 0| 130 8,314 -109 5000 0.59 0.20 22.66 0| 1 4,482 0 5200 0.16 0.07 22.11 0| 0 13,668 0 5600 0.06 0.03 23.54 0| 0 7,025 0 6000 0.01 0.00 21.30 0| 0 1,177 0 6400 0.01 0.00 20.94 0| 0 144 0 7000 0.01 0.00 20.83 0| 0 20 0 8000 0.01 0.00 21.04 0| 0 4 0 9000 0.01 0.00 21.96 0| 0 0 0 12000 0.01 0.00 22.00 0| 0 0 0 16000 Total 0| 146 56,028 -99 Indicative a-t-m Vol 25.56 Underlying Price 46.375 Time to expiry: 197 Days Mar 11 14.92 0.94 36.61 0| 0 0 0 3200 11.28 0.88 32.85 0| 0 0 0 3600 7.90 0.79 29.44 0| 0 122 0 4000 6.39 0.73 28.17 0| 0 0 0 4200 5.01 0.65 26.91 0| 0 393 0 4400 3.80 0.57 25.79 0| 0 532 0 4600 2.74 0.47 24.54 0| 42 2,321 +42 4800 1.30 1.30 0.29 23.01 1.30 1.30 3| 15 1,377 0 5200 0.56 0.15 22.34 0| 0 2,018 0 5600 0.21 0.07 21.82 0| 0 1,719 0 6000 0.09 0.03 22.14 0| 0 224 0 6400 0.01 0.00 21.90 0| 0 204 0 7200 0.01 0.00 23.00 0| 0 0 0 8000 Total 3| 57 8,910 +42 Indicative a-t-m Vol 25.64 Underlying Price 46.375 Time to expiry: 288 Days Jun 11 22.62 0.99 40.56 0| 0 0 0 2400 14.97 0.94 33.66 0| 0 0 0 3200 11.38 0.88 30.88 0| 0 0 0 3600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.11 0.79 28.55 0| 0 8 0 4000 6.64 0.73 27.57 0| 0 0 0 4200 5.35 5.31 0.65 26.59 5.35 5.35 1| 0 966 0 4400 4.16 0.57 25.85 0| 0 43 0 4600 3.07 3.12 0.49 24.78 3.07 3.07 10| 0 1,826 0 4800 1.67 0.32 23.69 0| 0 1,401 0 5200 0.82 0.19 22.99 0| 0 252 0 5600 0.38 0.10 22.53 0| 55 2,278 -30 6000 0.18 0.05 22.58 0| 0 27 0 6400 0.06 0.02 23.98 0| 0 0 0 7200 0.01 0.00 24.00 0| 0 50 0 8000 Total 11| 55 6,851 -30 Indicative a-t-m Vol 25.61 Underlying Price 46.375 Time to expiry: 470 Days Dec 11 22.71 0.98 41.06 0| 0 0 0 2400 15.27 0.91 34.55 0| 0 0 0 3200 8.75 0.75 29.27 0| 0 3,003 0 4000 6.04 0.63 26.92 0| 7 2,045 +7 4400 3.84 0.49 24.71 0| 0 138 0 4800 2.99 0.42 23.91 0| 0 4,405 0 5000 1.43 0.24 23.11 0| 0 2,020 0 5600 0.82 0.16 22.60 0| 0 3,511 0 6000 0.23 0.05 22.68 0| 0 110 0 7000 0.10 0.02 24.23 0| 0 13 0 8000 0.04 0.01 25.36 0| 0 100 0 9000 0.01 0.00 28.01 0| 0 0 0 12000 0.01 0.00 31.62 0| 0 0 0 16000 Total 0| 7 15,345 +7 Indicative a-t-m Vol 25.83 Underlying Price 46.375 Time to expiry: 652 Days Jun 12 22.72 0.98 41.42 0| 0 0 0 2400 15.44 0.90 35.51 0| 0 0 0 3200 9.13 0.74 30.01 0| 0 0 0 4000 6.43 0.63 27.03 0| 0 0 0 4400 4.31 0.50 25.02 0| 0 0 0 4800 1.82 0.27 23.21 0| 0 0 0 5600 1.16 0.19 22.80 0| 0 1 0 6000 0.20 0.04 24.31 0| 0 0 0 8000 Total 0| 0 1 0 Indicative a-t-m Vol 26.05 Underlying Price 46.375 Time to expiry: 841 Days Dec 12 22.80 0.97 41.47 0| 0 0 0 2400 15.72 0.88 35.84 0| 0 0 0 3200 9.59 0.72 30.12 0| 0 0 0 4000 6.95 0.62 27.26 0| 0 500 0 4400 4.85 0.50 25.23 0| 0 50 0 4800 4.05 0.45 24.58 0| 0 750 0 5000 2.35 0.30 23.58 0| 0 4,650 0 5600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 41 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.64 0.23 23.21 0| 0 3,556 0 6000 0.43 0.07 24.70 0| 0 0 0 8000 0.11 0.02 29.59 0| 0 0 0 12000 Total 0| 0 9,506 0 Indicative a-t-m Vol 26.32 Underlying Price 46.375 Time to expiry: 1023 Days Jun 13 15.70 0.89 36.35 0| 0 0 0 3200 9.67 0.72 30.42 0| 0 0 0 4000 7.10 0.62 27.56 0| 0 0 0 4400 5.05 0.51 25.47 0| 0 0 0 4800 1.91 0.25 23.68 0| 0 0 0 6000 0.55 0.09 24.74 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.77 Underlying Price 46.375 Time to expiry: 1205 Days Dec 13 22.79 0.98 42.00 0| 0 0 0 2400 15.86 0.88 36.42 0| 0 0 0 3200 9.98 0.71 30.55 0| 0 0 0 4000 5.49 0.51 25.81 0| 0 251 0 4800 2.23 0.27 23.65 0| 0 0 0 6000 0.81 0.11 25.01 0| 0 0 0 8000 0.27 0.04 28.99 0| 0 0 0 12000 Total 0| 0 251 0 Indicative a-t-m Vol 27.39 Underlying Price 46.375 Time to expiry: 1569 Days Dec 14 15.92 0.88 37.00 0| 0 0 0 3200 10.23 0.71 30.90 0| 0 0 0 4000 6.00 0.52 26.50 0| 0 0 0 4800 2.53 0.29 23.41 0| 0 0 0 6000 1.29 0.16 26.00 0| 0 0 0 8000 0.48 0.06 29.01 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 191| 1,292 141,602 -298 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 42 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis (100) (SA1) Indicative a-t-m Vol 23.09 Underlying Price 46.375 Time to expiry: 15 Days Sep 10 0.01 0.00 62.27 0| 0 246 0 3200 0.01 -0.01 50.24 0| 0 399 0 3600 0.02 -0.01 43.31 0| 0 151 0 3800 0.03 -0.02 36.79 0| 0 2,641 0 4000 0.08 -0.06 31.09 0| 0 1,081 0 4200 0.12 -0.09 27.86 0| 0 150 0 4300 0.22 -0.16 26.07 0| 75 9,034 0 4400 0.42 0.40 -0.27 24.58 0.42 0.35 125| 61 783 -161 4500 0.72 -0.42 23.33 0| 120 4,339 -101 4600 1.17 1.23 -0.60 22.70 1.17 1.17 50| 0 164 0 4700 1.82 1.91 -0.76 22.10 1.90 1.82 60| 0 7,077 0 4800 2.62 2.74 -0.88 22.09 2.62 2.62 60| 0 152 0 4900 3.41 3.66 -0.95 21.12 3.41 3.41 75| 1 8,236 0 5000 5.49 5.64 -0.98 26.85 5.49 S 5.49 S 10| 15 2,695 -15 5200 9.62 -1.00 27.63 0| 0 1,038 0 5600 13.63 -1.00 29.85 0| 0 8 0 6000 17.63 -1.00 30.45 0| 0 200 0 6400 25.63 -1.00 27.71 0| 0 0 0 7200 33.63 -1.00 17.08 0| 0 0 0 8000 Total 380| 272 38,394 -277 Indicative a-t-m Vol 23.78 Underlying Price 46.375 Time to expiry: 43 Days Oct 10 0.10 -0.04 34.56 0| 0 75 0 3800 0.18 -0.08 31.12 0| 0 136 0 4000 0.35 -0.14 28.47 0| 134 189 -88 4200 0.49 -0.20 27.12 0| 41 149 +41 4300 0.69 -0.26 25.90 0| 76 311 +10 4400 0.94 0.98 -0.35 24.95 0.94 0.94 48| 0 167 0 4500 1.35 -0.44 24.01 0| 38 190 +38 4600 1.83 -0.55 23.40 0| 41 137 +21 4700 2.43 -0.65 22.83 0| 0 244 0 4800 3.13 -0.75 22.40 0| 0 31 0 4900 3.93 -0.83 22.19 0| 0 0 0 5000 5.71 -0.93 21.91 0| 0 0 0 5200 9.64 -0.98 26.54 0| 0 0 0 5600 13.63 -1.00 25.00 0| 0 0 0 6000 Total 48| 330 1,629 +22 Indicative a-t-m Vol 24.75 Underlying Price 46.375 Time to expiry: 78 Days Nov 10 0.28 -0.08 32.84 0| 0 150 0 3800 0.45 -0.13 30.38 0| 63 1,286 +63 4000 0.75 -0.20 28.36 0| 0 4,718 0 4200 0.95 -0.25 27.46 0| 0 36 0 4300 1.21 -0.31 26.54 0| 0 152 0 4400 1.54 1.54 -0.37 25.72 1.54 1.54 25| 0 76 0 4500 1.86 1.93 -0.44 24.98 1.86 1.86 36| 0 76 0 4600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.41 -0.52 24.37 0| 0 0 0 4700 2.95 -0.60 23.64 0| 0 0 0 4800 5.92 -0.86 22.26 0| 0 0 0 5200 9.64 -0.98 20.82 0| 0 0 0 5600 Total 61| 63 6,494 +63 Indicative a-t-m Vol 24.87 Underlying Price 46.375 Time to expiry: 106 Days Dec 10 0.05 -0.01 55.95 0| 0 523 0 2400 0.11 -0.03 38.25 0| 0 1,815 0 3200 0.28 -0.07 34.13 0| 0 4,892 0 3600 0.65 -0.15 29.61 0| 0 12,927 0 4000 1.01 -0.23 28.02 0| 0 218 0 4200 1.53 -0.33 26.51 0| 131 22,551 -95 4400 2.27 -0.44 25.09 0| 0 3,571 0 4600 3.28 -0.57 23.93 0| 0 10,962 0 4800 4.57 -0.70 23.27 0| 0 10,497 0 5000 6.12 -0.81 22.66 0| 0 3,697 0 5200 9.70 -0.94 22.11 0| 7 8,729 0 5600 13.63 -0.99 23.54 0| 0 2,452 0 6000 17.63 -1.00 21.30 0| 0 0 0 6400 23.63 -1.00 20.94 0| 0 0 0 7000 33.63 -1.00 20.83 0| 0 0 0 8000 43.63 -1.00 21.04 0| 0 0 0 9000 73.63 -1.00 21.96 0| 0 0 0 12000 113.63 -1.00 22.00 0| 0 50 0 16000 Total 0| 138 82,884 -95 Indicative a-t-m Vol 25.56 Underlying Price 46.375 Time to expiry: 197 Days Mar 11 0.38 -0.06 36.61 0| 0 251 0 3200 0.72 -0.12 32.85 0| 0 7,035 0 3600 1.33 1.32 -0.21 29.44 1.33 1.33 30| 0 5,432 0 4000 1.81 -0.27 28.17 0| 0 175 0 4200 2.41 2.42 -0.35 26.91 2.43 2.41 102| 0 2,656 0 4400 3.21 -0.44 25.79 0| 0 7,658 0 4600 4.14 -0.53 24.54 0| 0 3,007 0 4800 6.61 6.71 -0.72 23.01 6.61 S 6.61 S 10| 15 2,166 +15 5200 9.99 -0.86 22.34 0| 0 71 0 5600 13.68 -0.95 21.82 0| 0 0 0 6000 17.63 -0.99 22.14 0| 0 0 0 6400 25.63 -1.00 21.90 0| 0 0 0 7200 33.63 -1.00 23.00 0| 0 0 0 8000 Total 142| 15 28,451 +15 Indicative a-t-m Vol 25.64 Underlying Price 46.375 Time to expiry: 288 Days Jun 11 0.21 -0.03 40.56 0| 0 2 0 2400 0.78 -0.11 33.66 0| 0 391 0 3200 1.40 -0.18 30.88 0| 0 446 0 3600 2.41 -0.30 28.55 0| 84 3,970 +50 4000 3.11 -0.37 27.57 0| 0 147 0 4200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.98 3.95 -0.44 26.59 3.98 3.92 73| 50 2,331 0 4400 4.97 -0.52 25.85 0| 100 833 +28 4600 6.08 -0.60 24.78 0| 0 2,842 0 4800 8.89 -0.74 23.69 0| 0 762 0 5200 12.20 -0.85 22.99 0| 7 122 +7 5600 15.83 -0.92 22.53 0| 0 0 0 6000 19.65 -0.96 22.58 0| 0 0 0 6400 27.50 -0.99 23.98 0| 0 0 0 7200 35.40 -1.00 24.00 0| 0 0 0 8000 Total 73| 241 11,846 +85 Indicative a-t-m Vol 25.61 Underlying Price 46.375 Time to expiry: 470 Days Dec 11 0.63 -0.06 41.06 0| 0 50 0 2400 1.59 -0.15 34.55 0| 0 2,200 0 3200 3.54 -0.31 29.27 0| 0 1,500 0 4000 5.01 -0.43 26.92 0| 0 2,001 0 4400 6.98 -0.55 24.71 0| 0 781 0 4800 8.19 -0.62 23.91 0| 0 2,375 0 5000 12.73 -0.78 23.11 0| 0 2,000 0 5600 16.14 -0.86 22.60 0| 0 0 0 6000 25.55 -0.96 22.68 0| 0 2 0 7000 35.38 -0.98 25.14 0| 0 24 0 8000 45.24 -0.99 25.36 0| 0 0 0 9000 74.96 -1.00 28.01 0| 0 1 0 12000 114.60 -1.00 31.62 0| 0 1 0 16000 Total 0| 0 10,935 0 Indicative a-t-m Vol 25.83 Underlying Price 46.375 Time to expiry: 652 Days Jun 12 1.31 -0.09 41.42 0| 0 0 0 2400 2.85 -0.20 35.51 0| 0 0 0 3200 5.26 -0.36 30.01 0| 0 0 0 4000 6.81 -0.46 27.03 0| 0 0 0 4400 8.92 -0.58 25.02 0| 0 0 0 4800 14.67 -0.77 23.21 0| 0 0 0 5600 18.02 -0.84 22.80 0| 0 0 0 6000 36.80 -0.96 24.31 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.05 Underlying Price 46.375 Time to expiry: 841 Days Dec 12 1.84 -0.11 41.47 0| 0 0 0 2400 3.59 -0.21 35.84 0| 0 0 0 3200 5.99 -0.35 30.12 0| 0 500 0 4000 7.52 -0.45 27.26 0| 0 500 0 4400 9.53 -0.55 25.23 0| 0 1,500 0 4800 10.77 -0.60 24.58 0| 0 0 0 5000 15.10 -0.72 23.58 0| 0 5,650 0 5600 18.36 -0.79 23.21 0| 0 5 0 6000 36.92 -0.92 26.21 0| 0 0 0 8000 75.56 -0.98 29.59 0| 0 0 0 12000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 26.32 Underlying Price 46.375 Time to expiry: 1023 Days Jun 13 4.74 -0.24 36.35 0| 0 0 0 3200 7.37 -0.38 30.42 0| 0 0 0 4000 9.00 -0.47 27.56 0| 0 0 0 4400 11.09 -0.56 25.47 0| 0 0 0 4800 19.95 -0.78 23.68 0| 0 0 0 6000 37.90 -0.93 24.33 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.77 Underlying Price 46.375 Time to expiry: 1205 Days Dec 13 3.08 -0.14 42.00 0| 0 0 0 2400 5.28 -0.24 36.42 0| 0 0 0 3200 7.90 -0.37 30.55 0| 0 0 0 4000 11.54 -0.54 25.81 0| 0 252 0 4800 20.10 -0.75 23.65 0| 0 0 0 6000 38.02 -0.89 25.66 0| 0 0 0 8000 75.66 -0.97 28.99 0| 0 0 0 12000 Total 0| 0 252 0 Indicative a-t-m Vol 27.39 Underlying Price 46.375 Time to expiry: 1569 Days Dec 14 6.72 -0.25 37.00 0| 0 0 0 3200 9.45 -0.38 30.90 0| 0 0 0 4000 13.20 -0.53 26.50 0| 0 0 0 4800 21.27 -0.74 23.41 0| 0 0 0 6000 38.78 -0.85 26.00 0| 0 0 0 8000 75.87 -0.89 34.58 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 704| 1,059 189,040 -187 Grand Total 895| 2,351 330,642 -485 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 46 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis European (ex Sanofi Synthelabo Euro (SA3) Indicative a-t-m Vol 23.09 Underlying Price 46.375 Time to expiry: 15 Days Sep 10 14.38 1.00 62.27 0| 0 0 0 3200 10.39 0.99 50.24 0| 0 0 0 3600 8.40 0.99 43.31 0| 0 0 0 3800 6.42 0.98 36.79 0| 0 0 0 4000 4.46 0.94 31.09 0| 0 0 0 4200 3.50 0.91 27.86 0| 0 0 0 4300 2.60 0.84 26.07 0| 0 0 0 4400 1.79 0.73 24.58 0| 0 0 0 4500 1.11 0.58 23.33 0| 0 0 0 4600 0.61 0.40 22.70 0| 0 0 0 4700 0.29 0.24 22.10 0| 0 253 0 4800 0.13 0.12 22.09 0| 0 0 0 4900 0.04 0.05 21.12 0| 0 14,910 0 5000 0.02 0.02 26.85 0| 0 500 0 5200 0.01 0.00 27.63 0| 0 1,051 0 5600 0.01 0.00 29.85 0| 0 7,520 0 6000 0.01 0.00 30.45 0| 0 750 0 6400 0.01 0.00 28.96 0| 0 1,090 0 7000 0.01 0.00 17.08 0| 0 20,000 0 8000 Total 0| 0 46,074 0 Indicative a-t-m Vol 24.68 Underlying Price 46.375 Time to expiry: 197 Days Mar 11 22.63 0.98 48.00 0| 0 0 0 2400 14.89 0.94 36.11 0| 0 0 0 3200 11.23 0.89 32.17 0| 0 0 0 3600 7.85 0.80 28.97 0| 0 0 0 4000 6.32 0.73 27.50 0| 0 0 0 4200 4.90 0.65 25.97 0| 0 0 0 4400 3.68 0.57 24.89 0| 0 0 0 4600 2.63 0.47 23.77 0| 0 0 0 4800 1.86 0.37 23.23 0| 0 0 0 5000 1.23 0.28 22.39 0| 0 22 0 5200 0.50 0.14 21.66 0| 0 508 0 5600 0.19 0.06 21.30 0| 0 100 0 6000 0.07 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 25.37 Underlying Price 46.375 Time to expiry: 379 Days Sep 11 20.98 0.94 46.76 0| 0 1 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.84 0.86 36.99 0| 0 0 0 3200 10.57 0.79 33.26 0| 0 0 0 3600 7.64 0.69 30.00 0| 0 0 0 4000 4.92 0.57 26.28 0| 0 0 0 4400 3.09 0.43 24.75 0| 0 500 0 4800 2.39 0.37 24.18 0| 0 160 0 5000 0.97 0.19 22.75 0| 0 160 0 5600 0.50 0.11 22.19 0| 0 0 0 6000 0.07 0.02 20.91 0| 0 0 0 7000 0.01 0.00 21.37 0| 0 0 0 8000 0.01 0.00 22.18 0| 0 0 0 9000 0.01 0.00 23.49 0| 0 0 0 10000 0.01 0.00 25.97 0| 0 0 0 12000 0.01 0.00 32.34 0| 0 0 0 16000 Total 0| 0 821 0 Indicative a-t-m Vol 25.37 Underlying Price 46.375 Time to expiry: 561 Days Mar 12 21.56 0.92 44.26 0| 0 0 0 2400 14.68 0.84 35.55 0| 0 0 0 3200 11.57 0.77 32.35 0| 0 0 0 3600 8.70 0.69 29.34 0| 0 0 0 4000 6.14 0.59 26.67 0| 0 0 0 4400 4.10 0.47 24.48 0| 0 0 0 4800 3.22 0.41 23.42 0| 0 0 0 5000 1.59 0.25 22.08 0| 0 0 0 5600 0.96 0.17 21.59 0| 0 0 0 6000 0.22 0.05 20.49 0| 0 0 0 7000 0.05 0.01 20.20 0| 0 0 0 8000 0.02 0.00 20.90 0| 0 0 0 9000 0.01 0.00 21.32 0| 0 0 0 10000 0.01 0.00 22.90 0| 0 0 0 12000 0.01 0.00 27.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.24 Underlying Price 46.375 Time to expiry: 750 Days Sep 12 19.94 0.90 42.18 0| 0 0 0 2400 13.47 0.80 34.16 0| 0 0 0 3200 8.18 0.65 29.38 0| 0 10 0 4000 5.82 0.55 26.58 0| 0 0 0 4400 3.90 0.44 24.33 0| 0 20 0 4800 1.84 0.26 23.04 0| 0 0 0 5600 1.14 0.18 22.13 0| 0 0 0 6000 0.08 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 25.57 Underlying Price 46.375 Time to expiry: 925 Days Mar 13 20.56 0.89 41.75 0| 0 0 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 48 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.29 0.80 34.10 0| 0 0 0 3200 9.18 0.66 29.78 0| 0 0 0 4000 6.73 0.57 26.76 0| 0 0 0 4400 4.81 0.47 24.76 0| 0 0 0 4800 2.38 0.30 22.82 0| 0 0 0 5600 1.65 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 25.94 Underlying Price 46.375 Time to expiry: 1114 Days Sep 13 19.16 0.87 41.73 0| 0 0 0 2400 13.24 0.77 34.15 0| 0 0 0 3200 8.57 0.63 30.02 0| 0 10 0 4000 4.52 0.45 24.90 0| 0 0 0 4800 1.53 0.21 21.82 0| 0 0 0 6000 0.25 0.05 20.77 0| 0 0 0 8000 0.09 0.02 26.19 0| 0 0 0 12000 Total 0| 0 10 0 Indicative a-t-m Vol 26.10 Underlying Price 46.375 Time to expiry: 1296 Days Mar 14 19.62 0.87 40.43 0| 0 0 0 2400 13.76 0.77 32.96 0| 0 0 0 3200 9.50 0.64 30.45 0| 0 0 0 4000 5.23 0.47 24.99 0| 0 0 0 4800 2.04 0.25 22.16 0| 0 0 0 6000 0.40 0.07 20.61 0| 0 0 0 8000 0.19 0.03 26.40 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.78 Underlying Price 46.375 Time to expiry: 1478 Days Sep 14 12.51 0.74 32.65 0| 0 0 0 3200 8.26 0.61 28.79 0| 0 0 0 4000 4.77 0.45 25.02 0| 0 0 0 4800 1.78 0.23 21.67 0| 0 0 0 6000 0.35 0.06 20.14 0| 0 0 0 8000 0.19 0.03 25.93 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.30 Underlying Price 46.375 Time to expiry: 1660 Days Mar 15 13.31 0.75 33.09 0| 0 0 0 3200 8.76 0.62 28.07 0| 0 0 0 4000 5.27 0.47 24.60 0| 0 0 0 4800 2.25 0.27 21.90 0| 0 0 0 6000 0.56 0.09 20.61 0| 0 0 0 8000 0.35 0.05 26.53 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 47,585 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 49 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Sanofi Aventis European (ex Sanofi Synthelabo Euro (SA3) Indicative a-t-m Vol 23.09 Underlying Price 46.375 Time to expiry: 15 Days Sep 10 0.01 0.00 62.27 0| 0 900 0 3200 0.01 -0.01 50.24 0| 0 1,985 0 3600 0.02 -0.01 43.31 0| 0 0 0 3800 0.03 -0.02 36.79 0| 0 13,516 0 4000 0.08 -0.06 31.09 0| 0 0 0 4200 0.12 -0.09 27.86 0| 0 0 0 4300 0.22 -0.16 26.07 0| 0 440 0 4400 0.40 -0.27 24.58 0| 0 0 0 4500 0.72 -0.42 23.33 0| 0 591 0 4600 1.23 -0.60 22.70 0| 0 0 0 4700 1.91 -0.76 22.10 0| 0 315 0 4800 2.74 -0.88 22.09 0| 0 0 0 4900 3.65 -0.95 21.12 0| 0 2,140 0 5000 5.64 -0.98 26.85 0| 0 1,100 0 5200 9.61 -1.00 27.63 0| 0 66 0 5600 13.61 -1.00 29.85 0| 0 20 0 6000 17.61 -1.00 30.45 0| 0 230 0 6400 23.61 -1.00 28.96 0| 0 70 0 7000 33.61 -1.00 17.08 0| 0 0 0 8000 Total 0| 0 21,373 0 Indicative a-t-m Vol 24.68 Underlying Price 46.375 Time to expiry: 197 Days Mar 11 0.14 -0.02 48.00 0| 0 3,000 0 2400 0.36 -0.06 36.11 0| 0 500 0 3200 0.67 -0.11 32.17 0| 0 55 0 3600 1.27 -0.20 28.97 0| 0 521 0 4000 1.73 -0.27 27.50 0| 0 0 0 4200 2.30 -0.35 25.97 0| 0 97 0 4400 3.07 -0.43 24.89 0| 0 1,680 0 4600 4.01 -0.53 23.77 0| 0 1,450 0 4800 5.23 -0.63 23.23 0| 0 12,879 0 5000 6.59 -0.72 22.39 0| 0 580 0 5200 9.84 -0.86 21.66 0| 0 45 0 5600 13.50 -0.94 21.30 0| 0 130 0 6000 17.37 -0.97 21.43 0| 0 0 0 6400 23.28 -0.99 22.10 0| 0 20 0 7000 33.22 -1.00 22.91 0| 0 0 0 8000 43.16 -1.00 23.93 0| 0 0 0 9000 53.11 -1.00 25.46 0| 0 0 0 10000 73.01 -1.00 27.85 0| 0 0 0 12000 112.81 -1.00 35.35 0| 0 0 0 16000 Total 0| 0 20,957 0 Indicative a-t-m Vol 25.37 Underlying Price 46.375 Time to expiry: 379 Days Sep 11 0.70 -0.06 46.76 0| 0 0 0 2400 1.46 -0.14 36.99 0| 0 0 0 3200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.14 -0.21 33.26 0| 0 1,800 0 3600 3.16 -0.31 30.00 0| 0 2,030 0 4000 4.39 -0.43 26.28 0| 0 1,810 0 4400 6.51 -0.57 24.75 0| 0 300 0 4800 7.79 -0.63 24.18 0| 0 28 0 5000 12.30 -0.81 22.75 0| 0 0 0 5600 15.78 -0.89 22.19 0| 0 20 0 6000 25.23 -0.98 20.91 0| 0 20 0 7000 35.05 -1.00 21.37 0| 0 0 0 8000 44.92 -1.00 22.18 0| 0 0 0 9000 54.80 -1.00 23.49 0| 0 0 0 10000 74.55 -1.00 25.97 0| 0 0 0 12000 114.07 -1.00 32.34 0| 0 0 0 16000 Total 0| 0 6,008 0 Indicative a-t-m Vol 25.37 Underlying Price 46.375 Time to expiry: 561 Days Mar 12 1.10 -0.08 44.26 0| 0 80 0 2400 2.07 -0.16 35.55 0| 0 0 0 3200 2.88 -0.23 32.35 0| 0 0 0 3600 3.93 -0.31 29.34 0| 0 15 0 4000 5.30 -0.41 26.67 0| 0 0 0 4400 7.18 -0.53 24.48 0| 0 0 0 4800 8.26 -0.59 23.42 0| 0 0 0 5000 12.51 -0.75 22.08 0| 0 0 0 5600 15.80 -0.83 21.59 0| 0 0 0 6000 24.88 -0.95 20.49 0| 0 0 0 7000 34.51 -0.99 20.20 0| 0 0 0 8000 44.29 -1.00 20.90 0| 0 0 0 9000 54.08 -1.00 21.32 0| 0 0 0 10000 73.70 -1.00 22.90 0| 0 0 0 12000 112.92 -1.00 27.00 0| 0 0 0 16000 Total 0| 0 95 0 Indicative a-t-m Vol 25.24 Underlying Price 46.375 Time to expiry: 750 Days Sep 12 1.67 -0.10 42.18 0| 0 0 0 2400 2.97 -0.20 34.16 0| 0 0 0 3200 5.46 -0.35 29.38 0| 0 16 0 4000 6.99 -0.45 26.58 0| 0 0 0 4400 8.95 -0.56 24.33 0| 0 20 0 4800 14.67 -0.74 23.04 0| 0 0 0 5600 17.86 -0.82 22.13 0| 0 0 0 6000 36.25 -0.98 20.07 0| 0 0 0 8000 75.07 -1.00 25.88 0| 0 0 0 12000 Total 0| 0 36 0 Indicative a-t-m Vol 25.57 Underlying Price 46.375 Time to expiry: 925 Days Mar 13 2.05 -0.11 41.75 0| 0 0 0 2400 3.48 -0.20 34.10 0| 0 0 0 3200 6.07 -0.34 29.78 0| 0 40 0 4000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 51 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.48 -0.43 26.76 0| 0 0 0 4400 9.40 -0.53 24.76 0| 0 70 0 4800 14.67 -0.70 22.82 0| 0 0 0 5600 17.80 -0.77 22.30 0| 0 0 0 6000 35.57 -0.96 19.75 0| 0 0 0 8000 73.96 -0.99 25.54 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 25.94 Underlying Price 46.375 Time to expiry: 1114 Days Sep 13 2.81 -0.13 41.73 0| 0 0 0 2400 4.50 -0.23 34.15 0| 0 0 0 3200 7.45 -0.37 30.02 0| 0 0 0 4000 11.00 -0.55 24.90 0| 0 0 0 4800 19.43 -0.79 21.82 0| 0 0 0 6000 37.18 -0.95 20.77 0| 0 0 0 8000 75.08 -0.98 26.19 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 26.10 Underlying Price 46.375 Time to expiry: 1296 Days Mar 14 2.98 -0.13 40.43 0| 0 0 0 2400 4.63 -0.23 32.96 0| 0 0 0 3200 7.89 -0.36 30.45 0| 0 0 0 4000 11.14 -0.53 24.99 0| 0 0 0 4800 19.22 -0.75 22.16 0| 0 0 0 6000 36.37 -0.93 20.61 0| 0 0 0 8000 73.75 -0.97 26.40 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.78 Underlying Price 46.375 Time to expiry: 1478 Days Sep 14 5.43 -0.26 32.65 0| 0 0 0 3200 8.59 -0.39 28.79 0| 0 0 0 4000 12.52 -0.55 25.02 0| 0 0 0 4800 20.65 -0.77 21.67 0| 0 0 0 6000 37.76 -0.94 20.14 0| 0 0 0 8000 74.68 -0.97 25.93 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.30 Underlying Price 46.375 Time to expiry: 1660 Days Mar 15 5.63 -0.25 32.54 0| 0 0 0 3200 8.52 -0.38 28.07 0| 0 0 0 4000 12.34 -0.53 24.60 0| 0 0 0 4800 20.28 -0.73 21.90 0| 0 0 0 6000 36.85 -0.91 20.61 0| 0 0 0 8000 73.17 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.58 Underlying Price 86.490 Time to expiry: 15 Days Sep 10 42.50 1.00 80.00 0| 0 0 0 4400 38.50 1.00 78.26 0| 0 0 0 4800 30.50 1.00 69.50 0| 0 0 0 5600 22.52 0.99 58.37 0| 0 0 0 6400 18.55 0.99 52.88 0| 0 0 0 6800 14.60 0.97 47.73 0| 0 1,659 0 7200 10.75 0.93 43.05 0| 0 27 0 7600 8.89 0.90 40.91 0| 0 0 0 7800 7.14 0.84 39.38 0| 0 530 0 8000 5.41 0.77 36.21 0| 10 30 +10 8200 3.94 0.67 35.00 0| 0 571 0 8400 2.70 0.55 33.84 0| 40 600 0 8600 1.88 1.72 0.41 32.77 1.88 1.69 17| 0 1,556 0 8800 1.15 0.96 0.28 31.30 1.15 1.12 7| 10 50 +10 9000 0.49 0.17 30.09 0| 0 506 0 9200 0.23 0.09 29.35 0| 0 491 0 9400 0.09 0.04 28.63 0| 0 872 0 9600 0.01 0.01 27.66 0| 0 491 0 10000 0.01 0.00 27.35 0| 0 90 0 10500 0.01 0.00 27.99 0| 0 0 0 11000 0.01 0.00 32.00 0| 0 41 0 12000 Total 24| 60 7,514 +20 Indicative a-t-m Vol 33.11 Underlying Price 86.490 Time to expiry: 43 Days Oct 10 18.71 0.96 40.00 0| 0 0 0 6800 15.06 0.91 40.98 0| 0 0 0 7200 11.58 0.84 39.79 0| 0 9 0 7600 8.34 0.75 37.48 0| 0 0 0 8000 6.86 0.69 36.09 0| 0 0 0 8200 5.52 0.62 34.93 0| 0 0 0 8400 4.27 0.54 33.44 0| 0 0 0 8600 3.20 0.46 32.11 0| 0 0 0 8800 2.33 0.38 31.17 0| 0 40 0 9000 1.67 0.30 30.66 0| 5 525 +5 9200 1.13 0.23 29.96 0| 0 52 0 9400 0.75 0.17 29.43 0| 0 0 0 9600 0.35 0.09 29.84 0| 0 129 0 10000 0.14 0.03 36.75 0| 0 0 0 11000 Total 0| 5 755 +5 Indicative a-t-m Vol 34.22 Underlying Price 86.490 Time to expiry: 78 Days Nov 10 19.57 0.90 45.00 0| 0 0 0 6800 16.17 0.84 43.55 0| 0 0 0 7200 12.88 0.78 41.13 0| 0 0 0 7600 9.80 0.70 38.35 0| 0 0 0 8000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.36 0.66 36.85 0| 0 0 0 8200 7.05 0.61 35.78 0| 0 0 0 8400 5.84 0.55 34.56 0| 0 0 0 8600 4.72 0.49 33.18 0| 0 0 0 8800 3.78 0.43 32.35 0| 0 0 0 9000 2.99 0.37 31.79 0| 0 0 0 9200 1.82 0.26 30.87 0| 0 500 0 9600 1.11 0.18 31.00 0| 0 0 0 10000 Total 0| 0 500 0 Indicative a-t-m Vol 34.03 Underlying Price 86.490 Time to expiry: 106 Days Dec 10 54.66 0.99 82.00 0| 0 0 0 3200 46.84 0.98 74.63 0| 0 0 0 4000 42.94 0.98 70.23 0| 0 0 0 4400 39.06 0.97 65.75 0| 0 0 0 4800 31.38 0.94 57.17 0| 0 0 0 5600 27.62 0.92 53.22 0| 0 0 0 6000 23.93 0.90 49.55 0| 0 0 0 6400 20.33 0.86 46.16 0| 0 1,500 0 6800 16.86 0.82 43.01 0| 0 723 0 7200 13.58 0.76 40.07 0| 0 1,021 0 7600 10.44 0.69 36.69 0| 140 4,429 +52 8000 7.97 0.60 35.54 0| 0 3,849 0 8400 5.61 0.50 33.12 0| 0 1,524 0 8800 3.80 3.76 0.40 31.41 3.90 3.80 86| 0 2,184 0 9200 2.43 0.29 30.27 0| 38 929 +32 9600 1.47 0.21 29.20 0| 0 2,260 0 10000 0.04 0.01 25.48 0| 0 490 0 12000 0.01 0.00 26.17 0| 0 0 0 14000 0.01 0.00 30.00 0| 0 0 0 16000 Total 86| 178 18,909 +84 Indicative a-t-m Vol 34.54 Underlying Price 86.490 Time to expiry: 197 Days Mar 11 39.31 0.96 51.00 0| 0 0 0 4800 32.13 0.92 49.34 0| 0 0 0 5600 25.27 0.86 45.71 0| 0 0 0 6400 18.78 0.78 41.60 0| 0 0 0 7200 15.76 0.73 39.35 0| 0 0 0 7600 13.01 0.67 37.56 0| 0 180 0 8000 10.48 0.60 35.81 0| 0 0 0 8400 8.11 0.53 33.76 0| 0 17 0 8800 6.20 0.45 32.46 0| 0 40 0 9200 4.57 0.38 31.15 0| 0 62 0 9600 3.32 0.30 30.22 0| 0 31 0 10000 0.46 0.07 27.31 0| 0 450 0 12000 0.10 0.02 29.00 0| 0 0 0 14000 Total 0| 0 780 0 Indicative a-t-m Vol 34.43 Underlying Price 86.490 Time to expiry: 288 Days Jun 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 46.97 0.99 50.00 0| 0 0 0 4000 39.42 0.96 47.71 0| 0 0 0 4800 32.18 0.92 44.69 0| 0 0 0 5600 28.72 0.89 43.13 0| 0 0 0 6000 25.36 0.86 41.60 0| 0 0 0 6400 19.13 0.78 38.72 0| 0 0 0 7200 16.35 0.72 37.53 0| 0 0 0 7600 13.81 0.67 36.55 0| 0 0 0 8000 11.40 0.61 35.36 0| 0 30 0 8400 9.20 0.54 33.87 0| 0 0 0 8800 7.29 0.47 32.57 0| 0 115 0 9200 5.76 5.81 0.41 32.01 5.76 5.75 50| 0 0 0 9600 4.53 0.34 31.42 0| 0 0 0 10000 1.05 0.11 28.88 0| 0 51 0 12000 0.22 0.03 28.20 0| 0 0 0 14000 0.06 0.01 29.00 0| 0 0 0 16000 Total 50| 0 196 0 Indicative a-t-m Vol 35.92 Underlying Price 86.490 Time to expiry: 470 Days Dec 11 40.74 0.92 52.00 0| 0 0 0 4800 30.41 0.85 44.24 0| 0 0 0 6000 21.55 0.74 39.65 0| 0 0 0 7200 18.89 0.70 38.25 0| 0 400 0 7600 16.57 0.65 37.31 0| 0 808 0 8000 12.46 0.56 35.60 0| 0 25 0 8800 9.14 0.46 34.24 0| 0 0 0 9600 3.17 0.22 31.51 0| 0 0 0 12000 0.40 0.04 29.00 0| 0 24 0 16000 Total 0| 0 1,257 0 Indicative a-t-m Vol 35.14 Underlying Price 86.490 Time to expiry: 652 Days Jun 12 40.95 0.92 49.94 0| 0 0 0 4800 31.41 0.84 44.53 0| 0 0 0 6000 17.68 0.66 36.46 0| 0 0 0 8000 13.68 0.57 34.83 0| 0 0 0 8800 10.08 0.48 32.79 0| 0 0 0 9600 3.73 0.24 29.59 0| 0 0 0 12000 0.81 0.07 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 160| 243 29,911 +109 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.58 Underlying Price 86.490 Time to expiry: 15 Days Sep 10 0.01 0.00 80.00 0| 0 0 0 4400 0.01 0.00 78.26 0| 0 60 0 4800 0.01 0.00 69.50 0| 0 242 0 5600 0.02 -0.01 58.37 0| 0 591 0 6400 0.04 -0.01 52.88 0| 0 306 0 6800 0.10 -0.03 47.73 0| 0 1,406 0 7200 0.25 -0.07 43.05 0| 330 4,173 +250 7600 0.38 -0.10 40.91 0| 46 200 +40 7800 0.63 -0.16 39.38 0| 56 2,205 +22 8000 0.85 0.91 -0.23 36.21 0.85 0.85 20| 528 2,524 -400 8200 1.40 1.43 -0.33 35.00 1.46 1.40 3| 0 2,079 0 8400 2.20 -0.45 33.84 0| 0 1,968 0 8600 3.21 -0.59 32.77 0| 0 85 0 8800 4.46 -0.72 31.30 0| 0 251 0 9000 5.98 -0.83 30.09 0| 0 3 0 9200 7.72 -0.91 29.35 0| 0 0 0 9400 9.59 -0.96 28.63 0| 0 21 0 9600 13.51 -1.00 27.66 0| 0 0 0 10000 18.51 -1.00 27.35 0| 0 0 0 10500 23.51 -1.00 27.99 0| 0 0 0 11000 33.51 -1.00 32.00 0| 0 0 0 12000 Total 23| 960 16,114 -88 Indicative a-t-m Vol 33.11 Underlying Price 86.490 Time to expiry: 43 Days Oct 10 0.18 -0.04 40.00 0| 0 0 0 6800 0.52 -0.09 40.98 0| 5 77 +5 7200 1.05 -0.16 39.79 0| 10 20 +10 7600 1.80 -0.25 37.48 0| 420 472 +400 8000 2.32 -0.31 36.09 0| 0 61 0 8200 2.98 -0.38 34.93 0| 0 616 0 8400 3.73 -0.46 33.44 0| 0 513 0 8600 4.90 4.65 -0.54 32.11 4.90 4.90 20| 0 11 0 8800 5.78 -0.62 31.17 0| 0 0 0 9000 7.12 -0.70 30.66 0| 0 0 0 9200 8.59 -0.77 29.96 0| 0 0 0 9400 10.21 -0.83 29.43 0| 0 0 0 9600 13.82 -0.91 29.84 0| 0 1 0 10000 23.62 -0.97 36.75 0| 0 0 0 11000 Total 20| 435 1,771 +415 Indicative a-t-m Vol 34.22 Underlying Price 86.490 Time to expiry: 78 Days Nov 10 0.98 -0.10 45.00 0| 0 0 0 6800 1.57 -0.16 43.55 0| 0 1 0 7200 2.28 -0.22 41.13 0| 0 2 0 7600 3.19 -0.30 38.35 0| 0 22 0 8000 3.75 -0.34 36.85 0| 0 0 0 8200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.44 -0.39 35.78 0| 0 0 0 8400 5.23 -0.45 34.56 0| 0 0 0 8600 6.10 -0.51 33.18 0| 0 0 0 8800 7.17 -0.57 32.35 0| 0 0 0 9000 8.38 -0.63 31.79 0| 0 0 0 9200 11.21 -0.74 30.87 0| 0 0 0 9600 14.51 -0.83 31.00 0| 0 0 0 10000 Total 0| 0 25 0 Indicative a-t-m Vol 34.03 Underlying Price 86.490 Time to expiry: 106 Days Dec 10 0.10 -0.01 82.00 0| 0 50 0 3200 0.25 -0.02 74.63 0| 0 44 0 4000 0.34 -0.02 70.23 0| 0 21 0 4400 0.45 -0.03 65.75 0| 0 2,011 0 4800 0.75 -0.06 57.17 0| 0 543 0 5600 0.99 -0.08 53.22 0| 0 558 0 6000 1.28 -0.10 49.55 0| 10 2,173 -10 6400 1.67 -0.14 46.16 0| 0 1,976 0 6800 2.20 -0.18 43.01 0| 0 3,281 0 7200 2.91 -0.24 40.07 0| 1,000 8,556 -250 7600 3.76 -0.31 36.69 0| 0 2,394 0 8000 5.28 -0.40 35.54 0| 0 7,116 0 8400 6.92 -0.50 33.12 0| 0 525 0 8800 9.07 -0.61 31.41 0| 0 57 0 9200 11.74 -0.71 30.27 0| 0 16 0 9600 14.79 -0.80 29.20 0| 0 0 0 10000 33.51 -1.00 25.48 0| 0 0 0 12000 53.51 -1.00 26.17 0| 0 0 0 14000 73.51 -1.00 30.00 0| 0 0 0 16000 Total 0| 1,010 29,321 -260 Indicative a-t-m Vol 34.54 Underlying Price 86.490 Time to expiry: 197 Days Mar 11 0.58 -0.04 51.00 0| 0 31 0 4800 1.36 -0.08 49.34 0| 0 54 0 5600 2.46 -0.14 45.71 0| 0 96 0 6400 3.93 -0.22 41.60 0| 3 610 +3 7200 4.90 -0.27 39.35 0| 0 314 0 7600 6.13 -0.33 37.56 0| 0 519 0 8000 7.58 -0.40 35.81 0| 0 29 0 8400 9.20 -0.47 33.76 0| 0 527 0 8800 11.28 -0.55 32.46 0| 0 6 0 9200 13.65 -0.63 31.15 0| 0 0 0 9600 16.40 -0.70 30.22 0| 0 0 0 10000 33.68 -0.95 27.31 0| 0 0 0 12000 53.51 -1.00 29.00 0| 0 0 0 14000 Total 0| 3 2,186 +3 Indicative a-t-m Vol 34.43 Underlying Price 86.490 Time to expiry: 288 Days Jun 11 0.48 -0.03 50.00 0| 0 68 0 4000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.12 -0.06 47.71 0| 0 57 0 4800 2.07 -0.11 44.69 0| 0 41 0 5600 2.73 -0.14 43.13 0| 0 51 0 6000 3.50 -0.17 41.60 0| 0 0 0 6400 5.51 -0.26 38.72 0| 0 2 0 7200 6.86 -0.31 37.53 0| 0 500 0 7600 8.45 -0.37 36.55 0| 0 0 0 8000 10.16 -0.43 35.36 0| 0 0 0 8400 12.06 -0.49 33.87 0| 0 125 0 8800 14.23 -0.56 32.57 0| 0 0 0 9200 16.83 -0.62 32.01 0| 0 0 0 9600 19.61 -0.68 31.42 0| 0 0 0 10000 36.23 -0.89 28.88 0| 0 0 0 12000 55.32 -0.97 28.20 0| 0 0 0 14000 75.03 -0.99 29.00 0| 0 0 0 16000 Total 0| 0 844 0 Indicative a-t-m Vol 35.92 Underlying Price 86.490 Time to expiry: 470 Days Dec 11 3.20 -0.10 52.00 0| 0 0 0 4800 5.02 -0.17 44.24 0| 0 0 0 6000 8.29 -0.28 39.65 0| 0 0 0 7200 9.63 -0.32 38.25 0| 0 800 0 7600 11.34 -0.36 37.31 0| 0 700 0 8000 15.22 -0.46 35.60 0| 0 0 0 8800 19.89 -0.55 34.24 0| 0 0 0 9600 37.87 -0.80 31.51 0| 0 0 0 12000 75.04 -0.97 29.00 0| 0 0 0 16000 Total 0| 0 1,500 0 Indicative a-t-m Vol 35.14 Underlying Price 86.490 Time to expiry: 652 Days Jun 12 4.68 -0.13 49.94 0| 0 0 0 4800 7.53 -0.20 44.53 0| 0 0 0 6000 14.09 -0.38 36.46 0| 0 0 0 8000 18.17 -0.46 34.83 0| 0 0 0 8800 22.60 -0.55 32.79 0| 0 0 0 9600 40.16 -0.77 29.59 0| 0 0 0 12000 76.59 -0.94 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 43| 2,408 51,761 +70 Grand Total 203| 2,651 81,672 +179 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.46 Underlying Price 86.490 Time to expiry: 15 Days Sep 10 54.50 1.00 64.89 0| 0 0 0 3200 46.50 1.00 80.23 0| 0 30 0 4000 42.50 1.00 80.00 0| 0 0 0 4400 38.50 1.00 77.13 0| 0 0 0 4800 30.50 1.00 67.55 0| 0 0 0 5600 26.51 1.00 62.05 0| 0 4,000 0 6000 22.52 1.00 56.57 0| 0 838 0 6400 18.54 0.99 51.33 0| 0 356 0 6800 14.59 0.97 46.48 0| 0 110 0 7200 10.73 0.94 42.11 0| 0 324 0 7600 8.87 0.90 40.13 0| 0 0 0 7800 7.09 0.85 38.28 0| 0 445 0 8000 5.40 0.77 36.03 0| 0 0 0 8200 3.94 0.67 35.00 0| 0 704 0 8400 2.70 0.55 33.84 0| 0 0 0 8600 1.68 0.41 32.27 0| 0 533 0 8800 0.97 0.28 31.37 0| 0 0 0 9000 0.49 0.17 30.09 0| 0 319 0 9200 0.23 0.09 29.53 0| 0 0 0 9400 0.10 0.05 28.88 0| 0 255 0 9600 0.01 0.01 28.02 0| 0 526 0 10000 0.01 0.00 28.35 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 34.54 Underlying Price 86.490 Time to expiry: 197 Days Mar 11 46.79 0.99 47.77 0| 0 0 0 4000 39.31 0.96 51.00 0| 0 0 0 4800 32.13 0.92 49.34 0| 0 0 0 5600 28.66 0.89 47.66 0| 0 0 0 6000 25.27 0.86 45.71 0| 0 212 0 6400 18.78 0.78 41.60 0| 0 0 0 7200 15.76 0.73 39.35 0| 0 0 0 7600 13.01 0.67 37.56 0| 0 4 0 8000 10.48 0.60 35.81 0| 0 190 0 8400 8.11 0.53 33.76 0| 0 300 0 8800 6.20 0.45 32.46 0| 0 0 0 9200 4.57 0.38 31.15 0| 0 0 0 9600 3.32 0.30 30.22 0| 0 0 0 10000 0.46 0.07 27.31 0| 0 772 0 12000 0.10 0.02 29.00 0| 0 0 0 14000 0.08 0.01 34.54 0| 0 0 0 16000 Total 0| 0 1,478 0 Indicative a-t-m Vol 35.11 Underlying Price 86.490 Time to expiry: 379 Days Sep 11 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 38.58 0.92 50.00 0| 0 0 0 4800 35.26 0.89 48.67 0| 0 3,000 0 5200 28.87 0.84 45.39 0| 0 0 0 6000 25.76 0.81 43.68 0| 0 2,310 0 6400 20.24 0.73 41.09 0| 0 0 0 7200 14.77 0.64 36.88 0| 0 2,500 0 8000 10.57 0.53 34.70 0| 0 2 0 8800 6.93 0.42 32.07 0| 0 0 0 9600 1.53 0.14 27.88 0| 0 0 0 12000 0.11 0.01 27.00 0| 0 0 0 16000 Total 0| 0 7,812 0 Indicative a-t-m Vol 35.11 Underlying Price 86.490 Time to expiry: 561 Days Mar 12 40.83 0.89 52.02 0| 0 0 0 4800 31.28 0.82 45.46 0| 0 0 0 6000 22.92 0.72 40.59 0| 0 5,000 0 7200 18.13 0.65 38.22 0| 0 0 0 8000 13.25 0.56 34.39 0| 0 0 0 8800 9.39 0.46 31.77 0| 0 0 0 9600 2.77 0.20 27.24 0| 0 0 0 12000 0.48 0.05 27.24 0| 0 0 0 16000 Total 0| 0 5,000 0 Total Calls 0| 0 25,273 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 33.46 Underlying Price 86.490 Time to expiry: 15 Days Sep 10 0.01 0.00 64.89 0| 0 0 0 3200 0.01 0.00 80.23 0| 0 0 0 4000 0.01 0.00 80.00 0| 0 5 0 4400 0.01 0.00 77.13 0| 0 275 0 4800 0.01 0.00 67.55 0| 0 280 0 5600 0.01 0.00 62.05 0| 0 20 0 6000 0.01 0.00 56.57 0| 0 267 0 6400 0.03 -0.01 51.33 0| 0 728 0 6800 0.09 -0.03 46.48 0| 0 327 0 7200 0.22 -0.06 42.11 0| 0 438 0 7600 0.36 -0.10 40.13 0| 0 0 0 7800 0.58 -0.15 38.28 0| 0 336 0 8000 0.90 -0.23 36.03 0| 40 40 +40 8200 1.43 -0.33 35.00 0| 0 300 0 8400 2.20 -0.45 33.84 0| 0 0 0 8600 3.18 -0.59 32.27 0| 0 0 0 8800 4.46 -0.72 31.37 0| 0 0 0 9000 5.98 -0.83 30.09 0| 0 0 0 9200 7.72 -0.91 29.53 0| 0 0 0 9400 9.59 -0.95 28.88 0| 0 0 0 9600 13.50 -0.99 28.02 0| 0 0 0 10000 23.49 -1.00 28.35 0| 0 0 0 11000 33.49 -1.00 32.00 0| 0 0 0 12000 Total 0| 40 3,016 +40 Indicative a-t-m Vol 34.54 Underlying Price 86.490 Time to expiry: 197 Days Mar 11 0.09 -0.01 47.77 0| 0 1,199 0 4000 0.57 -0.04 51.00 0| 0 1,828 0 4800 1.35 -0.08 49.34 0| 0 50 0 5600 1.87 -0.11 47.66 0| 0 0 0 6000 2.45 -0.14 45.71 0| 0 110 0 6400 3.92 -0.22 41.60 0| 0 64 0 7200 4.88 -0.27 39.35 0| 0 176 0 7600 6.11 -0.33 37.56 0| 0 208 0 8000 7.56 -0.40 35.81 0| 0 0 0 8400 9.17 -0.47 33.76 0| 0 10 0 8800 11.24 -0.55 32.46 0| 0 0 0 9200 13.59 -0.62 31.15 0| 0 0 0 9600 16.31 -0.70 30.22 0| 0 0 0 10000 33.36 -0.93 27.31 0| 0 10 0 12000 52.90 -0.98 29.00 0| 0 0 0 14000 72.77 -0.99 34.54 0| 0 0 0 16000 Total 0| 0 3,655 0 Indicative a-t-m Vol 35.11 Underlying Price 86.490 Time to expiry: 379 Days Sep 11 2.09 -0.08 50.00 0| 0 0 0 4800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 61 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.72 -0.11 48.67 0| 0 0 0 5200 4.23 -0.16 45.39 0| 0 0 0 6000 5.08 -0.19 43.68 0| 0 0 0 6400 7.45 -0.27 41.09 0| 0 18 0 7200 9.90 -0.36 36.88 0| 0 0 0 8000 13.60 -0.47 34.70 0| 0 0 0 8800 17.86 -0.58 32.07 0| 0 0 0 9600 36.17 -0.86 27.88 0| 0 0 0 12000 74.27 -0.99 27.00 0| 0 0 0 16000 Total 0| 0 18 0 Indicative a-t-m Vol 35.11 Underlying Price 86.490 Time to expiry: 561 Days Mar 12 3.99 -0.11 52.02 0| 0 0 0 4800 6.21 -0.18 45.46 0| 0 0 0 6000 9.62 -0.28 40.59 0| 0 0 0 7200 12.68 -0.35 38.22 0| 0 0 0 8000 15.64 -0.44 34.39 0| 0 0 0 8800 19.63 -0.54 31.77 0| 0 0 0 9600 36.55 -0.80 27.24 0| 0 0 0 12000 73.49 -0.95 27.24 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 40 6,689 +40 Grand Total 0| 40 31,962 +40 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 62 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Scor (100) (SC1) Indicative a-t-m Vol 30.07 Underlying Price 16.965 Time to expiry: 15 Days Sep 10 7.37 1.00 48.00 0| 0 0 0 960 6.97 1.00 45.25 0| 0 0 0 1000 4.97 1.00 36.47 0| 0 0 0 1200 3.97 1.00 34.06 0| 0 0 0 1300 2.97 1.00 32.42 0| 0 0 0 1400 1.98 0.97 31.30 0| 0 0 0 1500 1.50 0.93 29.40 0| 0 0 0 1550 1.08 0.82 31.80 0| 0 0 0 1600 0.71 0.68 30.91 0| 0 120 0 1650 0.41 0.50 30.02 0| 0 422 0 1700 0.21 0.32 29.61 0| 0 0 0 1750 0.09 0.17 28.84 0| 0 200 0 1800 0.01 0.03 29.01 0| 0 160 0 1900 0.01 0.00 28.56 0| 0 40 0 2000 0.01 0.00 27.51 0| 0 0 0 2200 0.01 0.00 26.11 0| 0 0 0 2400 0.01 0.00 22.00 0| 0 0 0 2800 Total 0| 0 942 0 Indicative a-t-m Vol 28.79 Underlying Price 16.965 Time to expiry: 106 Days Dec 10 7.40 0.99 45.00 0| 0 0 0 960 7.00 0.99 43.62 0| 0 0 0 1000 5.05 0.97 37.71 0| 0 0 0 1200 3.20 0.88 33.23 0| 0 0 0 1400 2.37 0.79 31.51 0| 0 0 0 1500 1.63 0.68 29.77 0| 0 0 0 1600 1.05 0.53 28.76 0| 0 60 0 1700 0.62 0.38 27.66 0| 0 360 0 1800 0.32 0.24 26.58 0| 0 290 0 1900 0.16 0.14 25.97 0| 0 1,580 0 2000 0.03 0.03 25.01 0| 0 0 0 2200 0.01 0.01 24.58 0| 0 0 0 2400 0.01 0.00 25.00 0| 0 0 0 2800 Total 0| 0 2,290 0 Indicative a-t-m Vol 30.66 Underlying Price 16.965 Time to expiry: 197 Days Mar 11 7.56 0.95 52.00 0| 0 0 0 960 7.16 0.95 48.96 0| 0 0 0 1000 5.23 0.92 38.59 0| 0 0 0 1200 3.48 0.82 33.13 0| 0 0 0 1400 2.71 0.75 31.43 0| 0 0 0 1500 1.99 0.66 29.14 0| 0 40 0 1600 1.55 0.55 30.71 0| 1 21 +1 1700 1.09 0.44 29.52 0| 0 40 0 1800 0.72 0.34 28.41 0| 0 0 0 1900 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.45 0.24 27.37 0| 0 0 0 2000 0.20 0.13 27.79 0| 0 0 0 2200 0.08 0.06 27.55 0| 0 0 0 2400 0.01 0.01 27.00 0| 0 0 0 2800 Total 0| 1 101 +1 Indicative a-t-m Vol 29.94 Underlying Price 16.965 Time to expiry: 288 Days Jun 11 7.55 0.96 48.01 0| 0 0 0 960 7.15 0.96 45.00 0| 0 0 0 1000 5.33 0.90 40.00 0| 0 0 0 1200 3.49 0.83 30.95 0| 0 0 0 1400 2.81 0.75 31.50 0| 0 0 0 1500 2.05 0.66 28.06 0| 0 0 0 1600 1.64 0.56 30.00 0| 0 0 0 1700 1.03 0.44 26.11 0| 0 0 0 1800 0.44 0.24 24.86 0| 0 0 0 2000 0.16 0.11 23.92 0| 0 0 0 2200 0.09 0.06 26.00 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 1 3,333 +1 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 64 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | Scor (100) (SC1) Indicative a-t-m Vol 30.07 Underlying Price 16.965 Time to expiry: 15 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 -0.03 31.30 0| 0 37 0 1500 0.03 -0.07 29.40 0| 0 0 0 1550 0.11 -0.18 31.80 0| 0 101 0 1600 0.24 -0.32 30.91 0| 0 0 0 1650 0.44 -0.50 30.02 0| 0 130 0 1700 0.74 -0.68 29.61 0| 0 0 0 1750 1.12 -0.83 28.84 0| 0 0 0 1800 2.05 -0.97 29.01 0| 0 0 0 1900 3.04 -1.00 28.56 0| 0 0 0 2000 5.04 -1.00 27.51 0| 0 0 0 2200 7.04 -1.00 26.11 0| 0 0 0 2400 11.04 -1.00 22.00 0| 0 0 0 2800 Total 0| 0 268 0 Indicative a-t-m Vol 28.79 Underlying Price 16.965 Time to expiry: 106 Days Dec 10 0.01 -0.01 45.00 0| 0 0 0 960 0.01 -0.01 43.62 0| 0 0 0 1000 0.05 -0.03 37.71 0| 0 0 0 1200 0.20 -0.12 33.23 0| 0 60 0 1400 0.37 -0.21 31.51 0| 0 0 0 1500 0.63 -0.32 29.77 0| 0 50 0 1600 1.05 -0.47 28.76 0| 0 120 0 1700 1.61 -0.62 27.66 0| 0 0 0 1800 2.32 -0.76 26.58 0| 0 80 0 1900 3.16 -0.87 25.97 0| 0 42 0 2000 5.04 -0.98 25.01 0| 0 0 0 2200 7.04 -1.00 24.58 0| 0 0 0 2400 11.04 -1.00 25.00 0| 0 0 0 2800 Total 0| 0 352 0 Indicative a-t-m Vol 30.66 Underlying Price 16.965 Time to expiry: 197 Days Mar 11 0.14 -0.05 52.00 0| 0 0 0 960 0.14 -0.05 48.96 0| 0 0 0 1000 0.21 -0.08 38.59 0| 0 0 0 1200 0.44 -0.18 33.13 0| 0 40 0 1400 0.67 -0.25 31.43 0| 0 20 0 1500 0.95 -0.34 29.14 0| 0 0 0 1600 1.50 -0.45 30.71 0| 0 0 0 1700 2.04 -0.56 29.52 0| 0 0 0 1800 2.67 -0.67 28.41 0| 0 0 0 1900 3.40 -0.76 27.37 0| 0 0 0 2000 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.16 -0.89 27.79 0| 0 0 0 2200 7.06 -0.96 27.55 0| 0 0 0 2400 11.04 -1.00 27.00 0| 0 0 0 2800 Total 0| 0 60 0 Indicative a-t-m Vol 29.94 Underlying Price 16.965 Time to expiry: 288 Days Jun 11 0.28 -0.08 48.01 0| 0 0 0 960 0.28 -0.08 45.00 0| 0 0 0 1000 0.55 -0.16 40.00 0| 0 0 0 1200 0.78 -0.26 30.53 0| 0 0 0 1400 1.23 -0.35 31.50 0| 0 0 0 1500 1.53 -0.44 28.06 0| 0 0 0 1600 2.23 -0.53 30.00 0| 0 0 0 1700 2.69 -0.64 26.11 0| 0 0 0 1800 4.21 -0.81 24.86 0| 0 0 0 2000 5.99 -0.91 23.92 0| 0 0 0 2200 7.92 -0.95 26.00 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 0 680 0 Grand Total 0| 1 4,013 +1 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 43.10 Underlying Price 42.785 Time to expiry: 15 Days Sep 10 22.79 1.00 97.00 0| 0 0 0 2000 20.79 1.00 91.11 0| 0 0 0 2200 18.79 1.00 84.56 0| 0 0 0 2400 16.79 1.00 78.57 0| 0 0 0 2600 14.79 1.00 73.11 0| 0 200 0 2800 12.80 0.99 68.16 0| 0 0 0 3000 10.82 0.99 63.68 0| 0 416 0 3200 9.86 0.97 66.96 0| 0 2,050 0 3300 8.76 0.96 63.48 0| 0 6,750 0 3412 7.91 0.95 60.78 0| 0 885 0 3500 6.96 0.93 58.02 0| 0 8,235 0 3600 6.02 0.91 55.23 0| 0 550 0 3700 5.19 0.88 52.82 0| 0 324 0 3791 5.11 0.87 52.65 0| 0 3,038 0 3800 4.23 0.83 50.00 0| 75 868 0 3900 3.42 0.76 48.22 0| 550 10,739 -550 4000 2.65 0.69 45.72 0| 350 425 +350 4100 2.32 2.17 0.63 44.23 2.32 2.32 1,330| 1,495 6,252 +750 4170 1.97 0.60 43.65 0| 83 50 +50 4200 1.51 1.44 0.50 42.96 1.51 1.51 9| 60 1,031 +60 4300 0.98 0.39 41.42 2,300| 0 4,319 0 4400 0.63 0.29 40.42 0| 0 1,067 0 4500 0.50 0.25 40.04 0| 0 2,390 0 4549 0.41 0.41 0.21 40.56 0.41 0.41 25| 0 537 0 4600 0.26 0.14 40.41 0| 75 585 +40 4700 0.15 0.09 40.39 0| 0 10,994 0 4800 0.07 0.05 39.33 0| 0 5,344 0 4929 0.04 0.03 46.92 0| 0 2,129 0 5200 0.04 0.02 51.15 0| 0 4,656 0 5308 0.01 0.00 36.44 0| 0 460 0 5687 0.01 0.00 35.49 0| 0 93 0 6066 0.01 0.00 35.12 0| 0 100 0 6400 0.01 0.00 35.22 0| 0 6 0 6824 0.01 0.00 35.78 0| 0 0 0 7200 0.01 0.00 36.75 0| 0 587 0 7582 0.01 0.00 36.00 0| 0 120 0 8000 Total 3,664| 2,688 75,200 +700 Indicative a-t-m Vol 43.38 Underlying Price 42.785 Time to expiry: 43 Days Oct 10 14.93 0.97 69.52 0| 0 0 0 2800 13.01 0.95 65.46 0| 0 0 0 3000 11.11 0.93 61.30 0| 0 0 0 3200 9.27 0.90 57.34 0| 0 0 0 3400 8.38 0.87 55.53 0| 0 0 0 3500 7.51 0.85 53.79 0| 75 75 +14 3600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.65 0.82 51.90 0| 0 75 0 3700 5.83 0.78 49.98 0| 0 67 0 3800 5.07 0.74 48.67 0| 0 50 0 3900 4.32 0.69 47.04 0| 0 242 0 4000 3.65 0.64 45.60 0| 2 14 +2 4100 3.03 0.58 44.27 0| 186 170 +5 4200 2.47 0.52 43.14 0| 0 75 0 4300 1.96 0.45 41.84 750| 0 638 0 4400 1.53 0.39 40.67 0| 31 143 -31 4500 1.16 0.32 39.51 0| 34 221 -4 4600 0.88 0.27 38.94 0| 0 78 0 4700 0.64 0.21 37.98 0| 137 744 -137 4800 0.17 0.17 0.07 37.04 0.17 0.17 27| 0 2,757 0 5200 0.02 0.01 34.00 0| 0 50 0 5600 Total 777| 465 5,399 -151 Indicative a-t-m Vol 43.98 Underlying Price 42.785 Time to expiry: 78 Days Nov 10 9.86 0.85 56.10 0| 0 0 0 3400 8.22 0.80 53.25 0| 0 0 0 3600 6.66 0.74 50.19 0| 0 0 0 3800 5.94 0.70 49.09 0| 0 0 0 3900 5.25 0.66 47.60 0| 0 75 0 4000 4.59 0.62 46.42 0| 0 0 0 4100 3.98 0.58 45.01 0| 0 26 0 4200 3.40 0.53 43.71 0| 0 0 0 4300 2.86 0.49 42.25 0| 0 75 0 4400 1.99 0.39 40.54 0| 10 210 +10 4600 1.30 1.30 0.29 38.64 1.30 Q 1.30 Q 2,000| 50 525 +50 4800 Total 2,000| 60 911 +60 Indicative a-t-m Vol 43.88 Underlying Price 42.785 Time to expiry: 106 Days Dec 10 31.46 1.00 98.00 0| 0 0 0 1137 27.76 0.99 95.40 0| 0 0 0 1516 24.06 0.98 84.34 0| 0 113 0 1896 23.05 0.97 81.40 0| 0 0 0 2000 20.42 0.96 75.51 0| 0 0 0 2275 19.23 0.95 72.76 0| 0 12 0 2400 15.52 0.92 65.43 0| 0 0 0 2800 13.42 0.89 60.95 0| 0 2,929 0 3033 11.96 0.86 57.96 0| 0 1,650 0 3200 10.27 0.82 55.04 0| 0 331 0 3400 8.66 0.78 52.06 0| 0 4,268 0 3600 7.25 0.72 49.80 0| 0 7,771 0 3791 5.81 0.66 47.25 1,500| 75 13,081 -33 4000 4.56 0.58 44.82 0| 0 2,325 0 4200 4.22 0.56 44.24 0| 20 5,515 0 4258 3.61 0.52 42.48 0| 0 4,631 0 4360 2.71 0.44 40.61 0| 0 6,349 0 4549 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.49 0.42 40.18 0| 0 1,741 0 4600 1.96 0.36 38.97 0| 0 23,204 0 4739 1.37 0.28 37.55 0| 0 19,825 0 4929 0.96 0.22 36.32 0| 0 4,204 0 5100 0.57 0.15 34.97 0| 22 2,547 0 5323 0.27 0.08 33.20 0| 70 5,429 0 5600 0.22 0.07 33.20 0| 0 2,094 0 5687 0.02 0.01 29.79 0| 0 765 0 6388 0.02 0.01 29.75 0| 0 1,022 0 6400 0.01 0.00 28.05 0| 0 260 0 7097 0.01 0.00 27.89 0| 0 193 0 7203 0.01 0.00 27.48 0| 0 311 0 7582 0.01 0.00 27.34 0| 0 717 0 7984 0.01 0.00 27.56 0| 0 262 0 8517 0.01 0.00 27.94 0| 0 1,060 0 8872 0.01 0.00 32.00 0| 0 120 0 10647 Total 1,500| 187 112,729 -33 Indicative a-t-m Vol 42.50 Underlying Price 42.785 Time to expiry: 197 Days Mar 11 23.37 0.96 71.44 0| 0 0 0 2000 21.55 0.94 68.67 0| 0 0 0 2200 19.75 0.93 65.91 0| 0 0 0 2400 16.23 0.89 59.63 0| 0 0 0 2800 14.55 0.86 57.10 0| 0 0 0 3000 12.90 0.83 54.27 0| 0 3,001 0 3200 11.34 0.79 52.15 0| 0 2,095 0 3400 9.85 0.75 49.65 0| 0 446 0 3600 8.47 0.70 47.77 0| 0 775 0 3800 7.11 0.65 45.60 0| 0 1,402 0 4000 5.90 0.59 43.45 0| 0 838 0 4200 4.73 0.53 41.04 750| 0 4,212 0 4400 3.75 0.47 39.32 0| 0 7,459 0 4600 2.90 0.40 37.80 0| 0 2,551 0 4800 1.61 0.27 34.93 0| 0 498 0 5200 0.82 0.17 32.84 0| 0 2,337 0 5600 0.18 0.05 30.65 0| 0 355 0 6400 0.02 0.01 27.00 0| 0 350 0 7200 Total 750| 0 26,319 0 Indicative a-t-m Vol 41.24 Underlying Price 42.785 Time to expiry: 288 Days Jun 11 31.56 0.99 73.89 0| 0 0 0 1137 27.97 0.98 72.69 0| 0 0 0 1516 26.21 0.97 70.64 0| 0 0 0 1706 24.48 0.96 68.21 0| 0 0 0 1896 22.76 0.95 65.61 0| 0 0 0 2085 21.07 0.93 63.00 0| 0 0 0 2275 19.96 0.92 61.27 0| 0 50 0 2400 17.76 0.90 57.68 0| 0 0 0 2654 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.62 0.85 53.01 0| 0 50 0 3033 13.33 0.82 51.44 0| 0 0 0 3200 11.65 0.78 48.62 0| 0 51 0 3412 10.28 0.75 46.62 0| 0 1,150 0 3600 8.99 0.70 45.01 0| 0 433 0 3791 7.61 0.65 42.92 0| 0 7,942 0 4000 6.67 0.61 42.05 0| 0 2,172 0 4170 5.44 0.55 40.33 0| 0 50 0 4400 4.71 0.50 39.23 0| 0 7,828 0 4549 3.64 0.43 37.70 0| 2,000 4,931 +1,806 4800 1.96 0.29 34.61 0| 0 7,628 0 5308 1.13 0.19 32.51 0| 0 471 0 5687 0.65 0.13 31.45 0| 0 1,236 0 6066 0.42 0.09 31.18 0| 0 175 0 6400 0.19 0.05 29.80 0| 0 256 0 6824 0.10 0.03 29.31 0| 0 28 0 7200 0.06 0.02 29.00 0| 0 100 0 7582 Total 0| 2,000 34,551 +1,806 Indicative a-t-m Vol 39.82 Underlying Price 42.785 Time to expiry: 470 Days Dec 11 31.68 0.99 76.00 0| 0 0 0 1137 28.08 0.97 66.71 0| 0 0 0 1516 24.57 0.95 59.97 0| 0 0 0 1896 21.20 0.92 54.82 0| 0 0 0 2275 15.04 0.83 47.45 0| 0 0 0 3033 13.83 0.80 46.18 0| 0 42 0 3200 11.13 0.73 43.52 0| 0 2,540 0 3600 9.93 0.69 42.42 0| 0 6,250 0 3791 8.77 0.65 41.31 1,000| 0 4,920 0 4000 7.39 0.59 39.90 0| 0 1,950 0 4258 5.13 0.47 38.05 0| 0 7,408 0 4800 3.38 0.36 36.08 0| 0 5,723 0 5323 0.67 0.11 31.98 0| 0 50 0 7097 0.27 0.05 30.85 0| 0 241 0 7984 0.10 0.02 30.00 0| 0 0 0 8872 Total 1,000| 0 29,124 0 Indicative a-t-m Vol 39.96 Underlying Price 42.785 Time to expiry: 652 Days Jun 12 24.10 0.93 62.40 0| 0 0 0 2000 21.55 0.91 55.59 0| 0 0 0 2275 15.94 0.82 49.66 0| 0 0 0 3033 14.82 0.79 48.49 0| 0 0 0 3200 13.43 0.76 46.89 0| 0 0 0 3412 12.15 0.73 45.06 0| 0 0 0 3600 11.14 0.69 44.33 0| 0 0 0 3791 9.70 0.66 41.85 0| 0 0 0 4000 8.84 0.62 40.84 0| 0 0 0 4170 8.64 0.62 40.45 0| 0 0 0 4200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.90 0.55 38.27 0| 0 1,000 0 4549 6.15 0.50 38.58 0| 0 0 0 4800 3.81 0.39 33.80 0| 0 0 0 5308 2.76 0.31 32.28 0| 0 0 0 5687 0.70 0.11 31.00 0| 0 25 0 7582 Total 0| 0 1,025 0 Indicative a-t-m Vol 41.63 Underlying Price 42.785 Time to expiry: 841 Days Dec 12 35.30 1.00 80.62 0| 0 0 0 758 28.33 0.97 66.60 0| 0 0 0 1516 25.07 0.94 60.55 0| 0 0 0 1896 21.89 0.90 54.48 0| 0 0 0 2275 16.54 0.81 48.99 0| 0 4,000 0 3033 15.52 0.78 48.02 0| 0 0 0 3200 12.85 0.72 44.18 0| 0 0 0 3600 11.74 0.69 42.91 0| 0 7,500 0 3791 10.52 0.66 41.46 0| 0 500 0 4000 9.64 0.62 41.76 0| 0 1,500 0 4258 7.08 0.52 38.40 0| 0 9,500 0 4800 5.14 0.43 36.00 0| 0 5,474 0 5323 3.62 0.35 33.60 0| 0 1,500 0 5800 1.86 0.22 30.60 0| 0 5,750 0 6635 1.43 0.18 30.60 0| 0 0 0 7097 0.98 0.13 31.40 0| 0 0 0 8000 Total 0| 0 35,724 0 Indicative a-t-m Vol 39.42 Underlying Price 42.785 Time to expiry: 1023 Days Jun 13 24.31 0.93 61.07 0| 0 0 0 2000 21.37 0.88 57.00 0| 0 0 0 2400 15.63 0.79 47.67 0| 0 0 0 3200 13.16 0.73 44.31 0| 0 0 0 3600 10.85 0.67 41.24 0| 0 0 0 4000 8.77 0.60 38.64 0| 0 0 0 4400 7.44 0.54 38.22 0| 0 0 0 4800 3.39 0.33 32.32 0| 0 0 0 6000 1.18 0.14 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.66 Underlying Price 42.785 Time to expiry: 1205 Days Dec 13 25.14 0.94 59.83 0| 0 0 0 1896 22.14 0.90 54.24 0| 0 0 0 2275 17.16 0.81 48.57 0| 0 0 0 3033 12.69 0.70 43.04 0| 0 1,000 0 3791 8.77 0.58 37.79 0| 0 0 0 4549 4.83 0.40 33.45 0| 0 3,000 0 5687 2.71 0.27 31.57 0| 0 1,066 0 6800 1.63 0.18 31.21 0| 0 0 0 8000 1.11 0.13 32.66 0| 0 1,000 0 9478 Total 0| 0 6,066 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 39.94 Underlying Price 42.785 Time to expiry: 1569 Days Dec 14 24.40 0.93 60.60 0| 0 0 0 2000 21.67 0.88 56.18 0| 0 0 0 2400 16.36 0.79 46.94 0| 0 0 0 3200 11.95 0.68 40.97 0| 0 0 0 4000 8.78 0.57 38.02 0| 0 0 0 4800 4.76 0.39 32.65 0| 0 0 0 6000 2.63 0.24 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 9,691| 5,400 327,048 +2,382 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 43.10 Underlying Price 42.785 Time to expiry: 15 Days Sep 10 0.01 0.00 97.00 0| 0 1,003 0 2000 0.01 0.00 91.11 0| 0 3,692 0 2200 0.01 0.00 84.56 0| 0 6,510 0 2400 0.01 0.00 78.57 0| 0 6,541 0 2600 0.01 0.00 73.11 0| 0 4,044 0 2800 0.01 -0.01 68.16 0| 0 3,508 0 3000 0.02 -0.01 63.68 0| 117 7,789 0 3200 0.06 -0.03 66.96 0| 0 3,497 0 3300 0.09 -0.04 63.48 0| 0 6,474 0 3412 0.12 -0.05 60.78 0| 0 6,771 0 3500 0.16 -0.07 58.02 0| 0 7,245 0 3600 0.23 -0.09 55.23 0| 43 438 +14 3700 0.31 -0.12 52.82 0| 145 1,816 -109 3791 0.32 -0.13 52.65 0| 125 787 +32 3800 0.45 0.44 -0.17 50.00 0.45 0.45 25| 95 222 +27 3900 0.63 -0.24 48.22 0| 260 9,050 +27 4000 0.86 -0.31 45.72 0| 0 354 0 4100 1.08 -0.37 44.23 0| 42 7,218 0 4170 1.18 -0.40 43.65 0| 112 1,242 +112 4200 1.69 1.65 -0.50 42.96 1.69 1.69 9| 75 153 +75 4300 2.18 -0.61 41.42 0| 75 2,284 +52 4400 2.84 -0.71 40.42 0| 0 75 0 4500 3.20 -0.75 40.04 0| 0 2,545 0 4549 3.62 -0.79 40.56 0| 0 21 0 4600 4.46 -0.86 40.41 0| 0 0 0 4700 5.36 -0.91 40.39 0| 0 2,127 0 4800 6.56 -0.95 39.33 0| 0 1,782 0 4929 9.25 -0.97 46.92 0| 0 0 0 5200 10.33 -0.98 51.15 0| 0 15 0 5308 14.09 -1.00 36.44 0| 0 2 0 5687 17.88 -1.00 35.49 0| 0 1,250 0 6066 21.22 -1.00 35.12 0| 0 0 0 6400 25.46 -1.00 35.22 0| 0 0 0 6824 29.22 -1.00 35.78 0| 0 0 0 7200 33.03 -1.00 36.75 0| 0 50 0 7582 37.22 -1.00 36.00 0| 0 0 0 8000 Total 34| 1,089 88,505 +230 Indicative a-t-m Vol 43.38 Underlying Price 42.785 Time to expiry: 43 Days Oct 10 0.13 -0.03 69.52 0| 0 155 0 2800 0.20 -0.05 65.46 0| 0 265 0 3000 0.31 -0.07 61.30 0| 0 2,415 0 3200 0.46 -0.10 57.34 0| 50 328 +50 3400 0.57 -0.13 55.53 0| 0 247 0 3500 0.70 -0.15 53.79 0| 59 142 -59 3600 0.84 -0.18 51.90 0| 120 1,590 -31 3700 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.02 -0.22 49.98 0| 6 200 0 3800 1.34 1.26 -0.26 48.67 1.34 1.34 13| 21 1,674 +2 3900 1.51 -0.31 47.04 0| 0 138 0 4000 1.84 -0.36 45.60 0| 25 145 -25 4100 2.22 -0.42 44.27 0| 0 60 0 4200 2.66 -0.48 43.14 0| 0 125 0 4300 3.15 -0.55 41.84 0| 0 118 0 4400 3.72 -0.61 40.67 0| 0 4,005 0 4500 4.35 -0.68 39.51 0| 0 86 0 4600 5.07 -0.73 38.94 0| 0 0 0 4700 5.83 -0.79 37.98 0| 0 29 0 4800 9.37 -0.93 37.04 0| 0 0 0 5200 13.22 -0.99 34.00 0| 0 0 0 5600 Total 13| 281 11,722 -63 Indicative a-t-m Vol 43.98 Underlying Price 42.785 Time to expiry: 78 Days Nov 10 1.02 -0.15 56.10 0| 0 300 0 3400 1.38 -0.20 53.25 0| 0 182 0 3600 1.82 -0.26 50.19 0| 0 29 0 3800 2.10 -0.30 49.09 0| 0 0 0 3900 2.41 -0.34 47.60 0| 28 28 +28 4000 2.75 -0.38 46.42 0| 0 0 0 4100 3.14 -0.42 45.01 0| 0 0 0 4200 3.55 -0.47 43.71 0| 0 0 0 4300 4.01 -0.52 42.25 0| 0 0 0 4400 5.14 -0.61 40.54 0| 0 0 0 4600 6.45 -0.71 38.64 0| 0 0 0 4800 Total 0| 28 539 +28 Indicative a-t-m Vol 43.88 Underlying Price 42.785 Time to expiry: 106 Days Dec 10 0.02 0.00 98.00 0| 0 654 0 1137 0.10 -0.01 95.40 0| 0 709 0 1516 0.18 -0.02 84.34 0| 0 2,384 0 1896 0.21 -0.03 81.40 0| 0 11,759 0 2000 0.33 -0.04 75.51 0| 0 3,620 0 2275 0.39 -0.05 72.76 0| 0 9,485 0 2400 0.67 -0.08 65.43 0| 0 5,858 0 2800 0.89 -0.11 60.95 0| 112 6,595 0 3033 1.09 -0.14 57.96 0| 0 10,891 0 3200 1.41 -0.18 55.04 0| 0 2,059 0 3400 1.79 -0.22 52.06 0| 0 4,946 0 3600 2.29 -0.28 49.80 0| 0 23,275 0 3791 2.93 -0.34 47.25 0| 0 7,837 0 4000 3.67 -0.42 44.82 0| 13 2,789 -13 4200 3.91 -0.44 44.24 0| 0 8,943 0 4258 4.33 -0.48 42.48 0| 0 2,867 0 4360 5.31 -0.56 40.61 0| 0 6,276 0 4549 5.61 -0.59 40.18 0| 0 2,633 0 4600 6.46 -0.64 38.97 0| 0 13,994 0 4739 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.77 -0.72 37.55 0| 0 6,106 0 4929 9.07 -0.79 36.32 0| 0 25 0 5100 10.92 -0.86 34.97 0| 0 226 0 5323 13.40 -0.93 33.20 0| 0 0 0 5600 14.22 -0.94 33.20 0| 0 1,664 0 5687 21.10 -1.00 29.79 0| 0 100 0 6388 21.22 -1.00 29.75 0| 0 0 0 6400 28.19 -1.00 28.05 0| 0 101 0 7097 29.25 -1.00 27.89 0| 0 0 0 7203 33.03 -1.00 27.48 0| 0 2 0 7582 37.06 -1.00 27.34 0| 0 5 0 7984 42.39 -1.00 27.56 0| 0 0 0 8517 45.94 -1.00 27.94 0| 0 51 0 8872 63.69 -1.00 32.00 0| 0 1 0 10647 Total 0| 125 135,855 -13 Indicative a-t-m Vol 42.50 Underlying Price 42.785 Time to expiry: 197 Days Mar 11 0.48 -0.04 71.44 0| 0 3,481 0 2000 0.66 -0.06 68.67 0| 0 1,344 0 2200 0.84 -0.07 65.91 0| 60 494 0 2400 1.30 -0.12 59.63 0| 0 4,313 0 2800 1.62 -0.14 57.10 0| 0 3,457 0 3000 1.96 -0.17 54.27 0| 0 4,130 0 3200 2.39 -0.21 52.15 0| 0 1,254 0 3400 2.88 -0.25 49.65 0| 0 3,806 0 3600 3.49 -0.30 47.77 0| 0 5,219 0 3800 4.14 -0.35 45.60 0| 44 8,170 +44 4000 4.91 -0.41 43.45 0| 0 1,680 0 4200 5.74 -0.47 41.04 0| 0 2,017 0 4400 6.75 -0.54 39.32 0| 0 6,553 0 4600 7.90 -0.60 37.80 0| 0 1 0 4800 10.61 -0.73 34.93 0| 0 20 0 5200 13.83 -0.84 32.84 0| 0 750 0 5600 21.26 -0.97 30.65 0| 0 0 0 6400 29.22 -1.00 27.00 0| 0 0 0 7200 Total 0| 104 46,689 +44 Indicative a-t-m Vol 41.24 Underlying Price 42.785 Time to expiry: 288 Days Jun 11 0.37 -0.02 91.17 0| 0 122 0 1137 0.38 -0.03 72.69 0| 0 175 0 1516 0.54 -0.04 70.64 0| 0 300 0 1706 0.74 -0.05 68.21 0| 0 275 0 1896 0.93 -0.07 65.61 0| 0 300 0 2085 1.17 -0.08 63.00 0| 0 356 0 2275 1.32 -0.10 61.27 0| 75 2,640 0 2400 1.70 -0.12 57.68 0| 0 527 0 2654 2.41 -0.18 53.01 0| 0 82 0 3033 2.81 -0.21 51.44 0| 0 656 0 3200 3.30 -0.24 48.62 0| 0 193 0 3412 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.83 -0.28 46.62 0| 2,000 4,427 +1,925 3600 4.48 -0.32 45.01 0| 25 284 0 3791 5.25 -0.38 42.92 0| 0 8,157 0 4000 6.03 -0.42 42.05 0| 0 1,152 0 4170 7.15 -0.48 40.33 0| 0 28 0 4400 7.94 -0.52 39.23 0| 0 2,200 0 4549 9.42 -0.59 37.70 0| 0 107 0 4800 12.87 -0.73 34.61 0| 0 68 0 5308 15.87 -0.82 32.51 0| 0 0 0 5687 19.18 -0.88 31.45 0| 0 0 0 6066 22.28 -0.92 31.18 0| 0 0 0 6400 26.28 -0.96 29.80 0| 0 0 0 6824 29.92 -0.97 29.31 0| 0 0 0 7200 33.67 -0.99 29.00 0| 0 0 0 7582 Total 0| 2,100 22,049 +1,925 Indicative a-t-m Vol 39.82 Underlying Price 42.785 Time to expiry: 470 Days Dec 11 0.49 -0.03 76.00 0| 0 0 0 1137 0.73 -0.04 66.71 0| 0 75 0 1516 1.08 -0.06 59.97 0| 0 375 0 1896 1.56 -0.10 54.82 0| 0 1,025 0 2275 3.07 -0.19 47.45 0| 0 5,355 0 3033 3.55 -0.21 46.18 0| 0 40 0 3200 4.87 -0.29 43.52 0| 0 3,040 0 3600 5.58 -0.32 42.42 0| 0 20,300 0 3791 6.51 -0.37 41.31 0| 0 2,520 0 4000 7.71 -0.42 39.90 0| 0 1,750 0 4258 10.86 -0.54 38.05 0| 0 500 0 4800 14.31 -0.65 36.08 0| 0 0 0 5323 29.28 -0.90 31.98 0| 0 0 0 7097 37.72 -0.96 30.85 0| 0 0 0 7984 46.39 -0.98 30.00 0| 0 1 0 8872 Total 0| 0 34,981 0 Indicative a-t-m Vol 39.96 Underlying Price 42.785 Time to expiry: 652 Days Jun 12 2.41 -0.10 62.40 0| 0 0 0 2000 2.62 -0.12 55.59 0| 0 0 0 2275 4.76 -0.22 49.66 0| 0 0 0 3033 5.36 -0.24 48.49 0| 0 0 0 3200 6.10 -0.27 46.89 0| 0 0 0 3412 6.72 -0.30 45.06 0| 0 0 0 3600 7.64 -0.34 44.33 0| 0 0 0 3791 8.30 -0.38 41.85 0| 0 0 0 4000 9.14 -0.41 40.84 0| 0 0 0 4170 9.24 -0.41 40.45 0| 0 0 0 4200 11.00 -0.48 38.27 0| 0 0 0 4549 12.77 -0.52 38.58 0| 0 0 0 4800 15.51 -0.64 33.80 0| 0 0 0 5308 18.23 -0.71 32.28 0| 0 0 0 5687 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 76 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 34.87 -0.90 31.00 0| 0 0 0 7582 Total 0| 0 0 0 Indicative a-t-m Vol 41.63 Underlying Price 42.785 Time to expiry: 841 Days Dec 12 0.70 -0.02 80.62 0| 0 10,000 0 758 1.93 -0.07 66.60 0| 0 0 0 1516 2.59 -0.10 60.55 0| 0 500 0 1896 3.27 -0.13 54.48 0| 0 2,500 0 2275 5.61 -0.22 48.99 0| 0 18,000 0 3033 6.26 -0.24 48.02 0| 0 5,500 0 3200 7.56 -0.30 44.18 0| 0 0 0 3600 8.35 -0.33 42.91 0| 0 9,000 0 3791 9.20 -0.36 41.46 0| 0 0 0 4000 10.89 -0.40 41.76 0| 0 1,230 0 4258 13.67 -0.49 38.40 0| 0 0 0 4800 16.88 -0.58 36.00 0| 0 8,500 0 5323 20.06 -0.67 33.60 0| 0 0 0 5800 26.51 -0.80 30.60 0| 0 0 0 6635 30.61 -0.84 30.60 0| 0 0 0 7097 38.98 -0.88 31.40 0| 0 0 0 8000 Total 0| 0 55,230 0 Indicative a-t-m Vol 39.42 Underlying Price 42.785 Time to expiry: 1023 Days Jun 13 3.85 -0.12 61.07 0| 0 0 0 2000 5.07 -0.16 57.00 0| 0 0 0 2400 7.32 -0.25 47.67 0| 0 0 0 3200 8.84 -0.31 44.31 0| 0 0 0 3600 10.49 -0.37 41.24 0| 0 0 0 4000 12.37 -0.43 38.64 0| 0 0 0 4400 14.98 -0.49 38.22 0| 0 0 0 4800 22.65 -0.69 32.32 0| 0 0 0 6000 39.75 -0.86 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.66 Underlying Price 42.785 Time to expiry: 1205 Days Dec 13 3.83 -0.11 59.83 0| 0 0 0 1896 4.69 -0.14 54.24 0| 0 0 0 2275 7.34 -0.23 48.57 0| 0 0 0 3033 10.30 -0.32 43.04 0| 0 2,333 0 3791 13.77 -0.44 37.79 0| 0 1,000 0 4549 20.83 -0.61 33.45 0| 0 0 0 5687 29.42 -0.75 31.57 0| 0 0 0 6800 39.84 -0.83 31.21 0| 0 0 0 8000 53.46 -0.88 32.66 0| 0 0 0 9478 Total 0| 0 3,333 0 Indicative a-t-m Vol 39.94 Underlying Price 42.785 Time to expiry: 1569 Days Dec 14 5.56 -0.12 60.60 0| 0 0 0 2000 6.88 -0.16 56.18 0| 0 0 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 77 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.35 -0.25 46.94 0| 0 0 0 3200 12.61 -0.35 40.97 0| 0 0 0 4000 17.05 -0.45 38.02 0| 0 0 0 4800 24.33 -0.62 32.65 0| 0 0 0 6000 40.90 -0.77 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 47| 3,727 398,903 +2,151 Grand Total 9,738| 9,127 725,951 +4,533 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 44.79 Underlying Price 42.785 Time to expiry: 15 Days Sep 10 23.83 1.00 102.13 0| 0 0 0 1896 22.79 1.00 97.00 0| 0 0 0 2000 21.94 1.00 95.13 0| 0 0 0 2085 20.04 1.00 88.59 0| 0 0 0 2275 18.79 1.00 84.56 0| 0 0 0 2400 16.25 1.00 77.04 0| 0 0 0 2654 14.79 1.00 73.11 0| 0 0 0 2800 12.47 0.99 67.39 0| 0 0 0 3033 10.82 0.99 63.68 0| 0 150 0 3200 9.86 0.97 66.96 0| 0 0 0 3300 8.76 0.96 63.48 0| 0 1,028 0 3412 7.91 0.95 60.78 0| 0 0 0 3500 6.96 0.93 58.02 0| 0 10,750 0 3600 6.02 0.91 55.23 0| 0 0 0 3700 5.19 0.88 52.82 0| 0 0 0 3791 4.23 0.83 50.00 0| 0 0 0 3900 3.42 0.76 48.22 0| 0 400 0 4000 2.65 0.69 45.72 0| 0 0 0 4100 1.97 0.60 43.65 0| 0 0 0 4200 1.77 0.54 46.62 0| 0 21,027 0 4258 1.44 0.50 42.96 0| 0 0 0 4300 0.98 0.39 41.42 0| 0 1,530 0 4400 0.63 0.29 40.42 0| 0 0 0 4500 0.50 0.25 40.04 0| 0 1,500 0 4549 0.41 0.21 40.56 0| 0 0 0 4600 0.26 0.14 40.41 0| 0 0 0 4700 0.15 0.09 40.39 0| 0 550 0 4800 0.07 0.05 39.33 0| 0 35 0 4929 0.04 0.03 46.92 0| 0 0 0 5200 0.01 0.00 36.44 0| 0 0 0 5687 0.01 0.00 35.49 0| 0 0 0 6066 0.01 0.00 35.13 0| 0 28 0 6388 0.01 0.00 35.58 0| 0 0 0 7097 0.01 0.00 38.16 0| 0 20 0 7984 0.01 0.00 40.58 0| 0 0 0 8517 0.01 0.00 55.03 0| 0 0 0 10647 Total 0| 0 37,018 0 Indicative a-t-m Vol 42.43 Underlying Price 42.785 Time to expiry: 197 Days Mar 11 24.33 0.96 72.76 0| 0 0 0 1896 23.37 0.96 71.44 0| 0 0 0 2000 22.59 0.95 70.29 0| 0 0 0 2085 20.87 0.94 67.59 0| 0 0 0 2275 19.75 0.93 65.91 0| 0 0 0 2400 17.51 0.90 62.05 0| 0 0 0 2654 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.23 0.89 59.63 0| 0 0 0 2800 14.28 0.85 56.72 0| 0 0 0 3033 12.90 0.83 54.27 0| 0 0 0 3200 11.23 0.79 51.81 0| 0 0 0 3412 9.85 0.75 49.65 0| 0 715 0 3600 8.47 0.70 47.40 0| 0 0 0 3791 7.11 0.65 45.60 0| 0 100 0 4000 5.52 0.58 42.67 0| 0 315 0 4258 4.73 0.53 41.04 0| 0 0 0 4400 4.02 0.48 40.10 0| 0 318 0 4549 2.90 0.40 37.80 0| 0 501 0 4800 0.82 0.17 32.84 0| 0 0 0 5600 0.32 0.08 30.81 0| 0 0 0 6066 0.18 0.05 30.65 0| 0 0 0 6400 0.02 0.01 27.67 0| 0 0 0 7097 0.01 0.00 26.52 0| 0 0 0 7984 0.01 0.00 29.25 0| 0 0 0 10647 Total 0| 0 1,949 0 Indicative a-t-m Vol 40.16 Underlying Price 42.785 Time to expiry: 379 Days Sep 11 22.08 0.93 60.00 0| 0 0 0 2085 20.41 0.91 57.00 0| 0 0 0 2275 13.29 0.79 49.20 0| 0 0 0 3200 11.67 0.75 46.53 0| 0 0 0 3412 10.52 0.72 45.64 0| 0 0 0 3600 9.23 0.68 43.75 0| 0 0 0 3791 8.01 0.63 42.18 0| 0 0 0 4000 6.59 0.57 40.29 0| 0 0 0 4258 5.18 0.50 38.44 0| 0 0 0 4549 4.13 0.44 36.97 0| 0 30 0 4800 2.77 0.33 36.47 0| 0 0 0 5323 1.51 0.21 35.91 0| 0 0 0 6066 0.62 0.10 35.13 0| 0 209 0 7097 0.47 0.07 38.50 0| 0 0 0 8000 Total 0| 0 239 0 Indicative a-t-m Vol 41.07 Underlying Price 42.785 Time to expiry: 561 Days Mar 12 20.76 0.88 58.48 0| 0 0 0 2400 14.85 0.78 49.96 0| 0 0 0 3200 12.12 0.72 45.91 0| 0 0 0 3600 9.66 0.65 42.50 0| 0 0 0 4000 7.66 0.57 40.44 0| 0 0 0 4400 5.83 0.49 38.03 0| 0 0 0 4800 4.08 0.39 36.33 0| 0 0 0 5323 1.01 0.14 32.38 0| 0 150 0 7097 0.49 0.08 31.58 0| 0 0 0 8000 0.28 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 40.80 Underlying Price 42.785 Time to expiry: 750 Days Sep 12 20.29 0.86 57.63 0| 0 0 0 2400 14.68 0.76 48.68 0| 0 0 0 3200 12.09 0.70 44.85 0| 0 0 0 3600 9.92 0.64 42.50 0| 0 0 0 4000 7.97 0.57 40.06 0| 0 0 0 4400 6.45 0.50 38.67 0| 0 0 0 4800 2.82 0.29 33.69 0| 0 0 0 6000 1.39 0.17 32.36 0| 0 0 0 7097 0.80 0.11 31.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.50 Underlying Price 42.785 Time to expiry: 925 Days Mar 13 20.14 0.86 49.73 0| 0 0 0 2400 14.93 0.76 44.29 0| 0 0 0 3200 12.56 0.71 41.81 0| 0 0 0 3600 10.43 0.65 39.76 0| 0 0 0 4000 8.59 0.58 37.96 0| 0 0 0 4400 7.02 0.52 36.52 0| 0 0 0 4800 4.42 0.38 34.49 0| 0 30 0 5687 1.73 0.18 34.81 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 37.69 Underlying Price 42.785 Time to expiry: 1114 Days Sep 13 22.56 0.88 56.92 0| 0 0 0 2000 19.67 0.85 51.60 0| 0 0 0 2400 14.40 0.75 43.95 0| 0 0 0 3200 10.13 0.63 39.01 0| 0 0 0 4000 6.70 0.50 35.23 0| 0 0 0 4800 4.52 0.39 34.15 0| 0 0 0 5687 2.15 0.21 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.15 Underlying Price 42.785 Time to expiry: 1296 Days Mar 14 22.98 0.89 54.87 0| 0 0 0 2000 20.38 0.85 51.08 0| 0 0 0 2400 15.46 0.76 44.73 0| 0 0 0 3200 11.38 0.65 40.20 0| 0 0 0 4000 8.18 0.54 37.20 0| 0 0 0 4800 4.87 0.39 34.40 0| 0 0 0 6000 2.20 0.21 33.02 0| 0 0 0 8000 0.77 0.09 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.26 Underlying Price 42.785 Time to expiry: 1478 Days Sep 14 21.76 0.88 54.40 0| 0 0 0 2000 19.09 0.84 49.79 0| 0 0 0 2400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 81 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.49 0.75 43.51 0| 0 0 0 3200 10.67 0.64 39.32 0| 0 0 0 4000 7.61 0.53 36.28 0| 0 0 0 4800 4.58 0.38 33.61 0| 0 0 0 6000 2.18 0.22 32.47 0| 0 0 0 8000 0.79 0.09 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 37.52 Underlying Price 42.785 Time to expiry: 1660 Days Mar 15 22.22 0.88 53.26 0| 0 0 0 2000 19.67 0.84 49.11 0| 0 0 0 2400 15.10 0.75 42.76 0| 0 0 0 3200 11.29 0.65 38.58 0| 0 0 0 4000 8.19 0.55 35.53 0| 0 0 0 4800 5.11 0.40 33.00 0| 0 0 0 6000 2.52 0.24 31.73 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 39,386 0 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 44.79 Underlying Price 42.785 Time to expiry: 15 Days Sep 10 0.01 0.00 102.13 0| 0 1,975 0 1896 0.01 0.00 97.00 0| 0 0 0 2000 0.01 0.00 95.13 0| 0 3,000 0 2085 0.01 0.00 88.59 0| 0 1,025 0 2275 0.01 0.00 84.56 0| 0 890 0 2400 0.01 0.00 77.04 0| 0 482 0 2654 0.01 0.00 73.11 0| 0 0 0 2800 0.01 -0.01 67.39 0| 0 1,588 0 3033 0.02 -0.01 63.68 0| 0 370 0 3200 0.06 -0.03 66.96 0| 0 0 0 3300 0.09 -0.04 63.48 0| 0 750 0 3412 0.12 -0.05 60.78 0| 0 0 0 3500 0.16 -0.07 58.02 0| 0 10,000 0 3600 0.23 -0.09 55.23 0| 0 0 0 3700 0.31 -0.12 52.82 0| 0 600 0 3791 0.44 -0.17 50.00 0| 0 0 0 3900 0.63 -0.24 48.22 0| 0 386 0 4000 0.86 -0.31 45.72 0| 0 0 0 4100 1.18 -0.40 43.65 0| 0 0 0 4200 1.56 -0.46 46.62 0| 0 20,010 0 4258 1.65 -0.50 42.96 0| 0 0 0 4300 2.18 -0.61 41.42 0| 0 2,688 0 4400 2.84 -0.71 40.42 0| 0 0 0 4500 3.20 -0.75 40.04 0| 0 512 0 4549 3.62 -0.79 40.56 0| 0 0 0 4600 4.46 -0.86 40.41 0| 0 0 0 4700 5.36 -0.91 40.39 0| 0 500 0 4800 6.56 -0.95 39.33 0| 0 50 0 4929 9.24 -0.97 46.92 0| 0 0 0 5200 14.07 -1.00 36.44 0| 0 20 0 5687 17.86 -1.00 35.49 0| 0 150 0 6066 21.08 -1.00 35.13 0| 0 240 0 6388 28.17 -1.00 35.58 0| 0 105 0 7097 37.04 -1.00 38.16 0| 0 0 0 7984 42.37 -1.00 40.58 0| 0 20 0 8517 63.66 -1.00 55.03 0| 0 2,500 0 10647 Total 0| 0 47,861 0 Indicative a-t-m Vol 42.43 Underlying Price 42.785 Time to expiry: 197 Days Mar 11 0.41 -0.04 72.76 0| 0 0 0 1896 0.48 -0.04 71.44 0| 0 0 0 2000 0.55 -0.05 70.29 0| 0 10 0 2085 0.72 -0.06 67.59 0| 0 500 0 2275 0.84 -0.07 65.91 0| 0 40,000 0 2400 1.13 -0.10 62.05 0| 0 0 0 2654 1.30 -0.11 59.63 0| 0 0 0 2800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.67 -0.15 56.72 0| 0 0 0 3033 1.96 -0.17 54.27 0| 0 0 0 3200 2.39 -0.21 51.81 0| 0 950 0 3412 2.88 -0.25 49.65 0| 0 20 0 3600 3.41 -0.30 47.40 0| 0 506 0 3791 4.12 -0.35 45.60 0| 0 375 0 4000 5.10 -0.42 42.67 0| 0 10 0 4258 5.72 -0.47 41.04 0| 0 0 0 4400 6.49 -0.52 40.10 0| 0 20 0 4549 7.87 -0.60 37.80 0| 0 10 0 4800 13.75 -0.83 32.84 0| 0 0 0 5600 17.89 -0.92 30.81 0| 0 900 0 6066 21.07 -0.95 30.65 0| 0 10 0 6400 27.85 -0.99 27.67 0| 0 0 0 7097 36.65 -1.00 26.52 0| 0 0 0 7984 63.14 -1.00 29.25 0| 0 1 0 10647 Total 0| 0 43,312 0 Indicative a-t-m Vol 40.16 Underlying Price 42.785 Time to expiry: 379 Days Sep 11 1.09 -0.07 60.00 0| 0 0 0 2085 1.29 -0.09 57.00 0| 0 0 0 2275 3.30 -0.21 49.20 0| 0 0 0 3200 3.78 -0.25 46.53 0| 0 0 0 3412 4.49 -0.28 45.64 0| 0 0 0 3600 5.08 -0.32 43.75 0| 0 0 0 3791 5.93 -0.37 42.18 0| 0 0 0 4000 7.06 -0.43 40.29 0| 0 0 0 4258 8.53 -0.50 38.44 0| 0 0 0 4549 9.96 -0.56 36.97 0| 0 0 0 4800 13.77 -0.67 36.47 0| 0 20 0 5323 19.84 -0.79 35.91 0| 0 0 0 6066 29.14 -0.90 35.13 0| 0 0 0 7097 37.91 -0.93 38.50 0| 0 0 0 8000 Total 0| 0 20 0 Indicative a-t-m Vol 41.07 Underlying Price 42.785 Time to expiry: 561 Days Mar 12 2.70 -0.12 58.48 0| 0 0 0 2400 4.64 -0.22 49.96 0| 0 0 0 3200 5.83 -0.28 45.91 0| 0 0 0 3600 7.29 -0.35 42.50 0| 0 0 0 4000 9.22 -0.43 40.44 0| 0 0 0 4400 11.31 -0.51 38.03 0| 0 0 0 4800 14.69 -0.61 36.33 0| 0 0 0 5323 29.02 -0.86 32.38 0| 0 0 0 7097 37.35 -0.92 31.58 0| 0 0 0 8000 45.70 -0.95 31.85 0| 0 250 0 8872 62.92 -0.98 32.31 0| 0 1 0 10647 Total 0| 0 251 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 40.80 Underlying Price 42.785 Time to expiry: 750 Days Sep 12 3.73 -0.14 57.63 0| 0 0 0 2400 5.90 -0.24 48.68 0| 0 0 0 3200 7.19 -0.30 44.85 0| 0 0 0 3600 8.92 -0.36 42.50 0| 0 0 0 4000 10.85 -0.43 40.06 0| 0 0 0 4400 13.22 -0.50 38.67 0| 0 0 0 4800 21.26 -0.71 33.69 0| 0 0 0 6000 30.49 -0.83 32.36 0| 0 2,000 0 7097 38.68 -0.89 31.83 0| 0 20 0 8000 Total 0| 0 2,020 0 Indicative a-t-m Vol 38.50 Underlying Price 42.785 Time to expiry: 925 Days Mar 13 3.35 -0.14 49.73 0| 0 0 0 2400 5.84 -0.24 44.29 0| 0 0 0 3200 7.32 -0.29 41.81 0| 0 0 0 3600 9.04 -0.35 39.76 0| 0 0 0 4000 11.05 -0.42 37.96 0| 0 0 0 4400 13.33 -0.48 36.52 0| 0 0 0 4800 19.27 -0.62 34.49 0| 0 0 0 5687 38.85 -0.82 34.81 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 37.69 Underlying Price 42.785 Time to expiry: 1114 Days Sep 13 3.60 -0.12 56.92 0| 0 0 0 2000 4.52 -0.15 51.60 0| 0 0 0 2400 6.86 -0.25 43.95 0| 0 0 0 3200 10.20 -0.37 39.01 0| 0 0 0 4000 14.38 -0.50 35.23 0| 0 0 0 4800 20.64 -0.61 34.15 0| 0 0 0 5687 40.28 -0.79 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 39.15 Underlying Price 42.785 Time to expiry: 1296 Days Mar 14 3.78 -0.11 54.87 0| 0 0 0 2000 4.93 -0.15 51.08 0| 0 0 0 2400 7.53 -0.24 44.73 0| 0 0 0 3200 10.97 -0.35 40.20 0| 0 0 0 4000 15.28 -0.46 37.20 0| 0 0 0 4800 23.25 -0.61 34.40 0| 0 0 0 6000 39.37 -0.79 33.02 0| 0 0 0 8000 75.52 -0.91 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 38.26 Underlying Price 42.785 Time to expiry: 1478 Days Sep 14 4.38 -0.12 54.40 0| 0 0 0 2000 5.42 -0.16 49.79 0| 0 0 0 2400 8.24 -0.25 43.51 0| 0 0 0 3200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.84 -0.36 39.32 0| 0 0 0 4000 16.19 -0.47 36.28 0| 0 0 0 4800 24.28 -0.62 33.61 0| 0 0 0 6000 40.42 -0.78 32.47 0| 0 0 0 8000 76.10 -0.91 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 37.52 Underlying Price 42.785 Time to expiry: 1660 Days Mar 15 4.55 -0.12 53.26 0| 0 0 0 2000 5.66 -0.16 49.11 0| 0 0 0 2400 8.39 -0.25 42.76 0| 0 0 0 3200 11.89 -0.35 38.58 0| 0 0 0 4000 16.10 -0.45 35.53 0| 0 0 0 4800 23.98 -0.60 33.00 0| 0 0 0 6000 39.65 -0.76 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 19.14 Underlying Price 46.705 Time to expiry: 15 Days Sep 10 22.71 1.00 64.00 0| 0 0 0 2400 18.71 1.00 64.30 0| 0 0 0 2800 14.71 1.00 57.22 0| 0 0 0 3200 10.72 1.00 45.83 0| 0 0 0 3600 8.72 0.99 39.75 0| 0 0 0 3800 6.73 0.99 33.79 0| 0 0 0 4000 4.75 0.97 28.16 0| 0 0 0 4200 3.77 0.94 25.32 0| 0 0 0 4300 2.83 0.90 23.00 0| 0 10 0 4400 1.93 0.81 20.62 0| 0 3 0 4500 1.18 0.65 19.79 0| 0 23 0 4600 0.61 0.45 18.88 0| 100 100 +100 4700 0.28 0.26 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 23.00 0| 0 0 0 7200 Total 0| 100 1,674 +100 Indicative a-t-m Vol 21.09 Underlying Price 46.705 Time to expiry: 43 Days Oct 10 8.77 0.98 30.00 0| 0 0 0 3800 6.78 0.97 24.56 0| 0 0 0 4000 4.85 0.93 21.73 0| 0 0 0 4200 3.94 0.88 21.04 0| 0 0 0 4300 3.10 0.81 20.73 0| 0 0 0 4400 2.28 0.73 19.26 0| 0 0 0 4500 1.92 0.59 23.72 0| 0 6 0 4600 1.17 0.48 20.01 0| 0 0 0 4700 0.89 0.38 21.91 0| 0 0 0 4800 0.62 0.29 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 22.90 Underlying Price 46.705 Time to expiry: 78 Days Nov 10 8.89 0.95 28.00 0| 0 0 0 3800 7.07 0.90 27.78 0| 0 0 0 4000 5.35 0.82 26.65 0| 0 0 0 4200 4.54 0.78 25.89 0| 0 0 0 4300 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.78 0.72 25.04 0| 0 0 0 4400 3.07 0.66 24.26 0| 0 0 0 4500 2.44 0.58 23.59 0| 0 0 0 4600 1.86 0.50 22.62 0| 0 0 0 4700 1.39 0.42 22.04 0| 3 10 +3 4800 0.32 0.15 20.63 0| 0 0 0 5200 0.08 0.04 22.00 0| 0 0 0 5600 Total 0| 3 10 +3 Indicative a-t-m Vol 24.04 Underlying Price 46.705 Time to expiry: 106 Days Dec 10 26.76 1.00 50.00 0| 0 0 0 2000 22.77 1.00 43.71 0| 0 0 0 2400 18.79 1.00 38.41 0| 0 0 0 2800 14.83 0.98 34.04 0| 0 0 0 3200 10.95 0.95 30.50 0| 0 0 0 3600 9.08 0.92 29.01 0| 0 0 0 3800 7.29 0.87 27.69 0| 0 0 0 4000 5.66 0.79 26.83 0| 0 0 0 4200 4.15 0.70 25.51 0| 0 0 0 4400 2.85 0.58 24.14 0| 0 500 0 4600 1.89 0.45 23.86 0| 2 24 0 4800 0.66 0.21 22.69 0| 0 20 0 5200 0.18 0.08 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 0| 2 551 0 Indicative a-t-m Vol 25.64 Underlying Price 46.705 Time to expiry: 197 Days Mar 11 14.94 0.97 33.00 0| 0 0 0 3200 11.17 0.92 30.49 0| 0 0 0 3600 7.71 0.83 28.33 0| 0 0 0 4000 6.17 0.76 27.45 0| 0 0 0 4200 4.77 0.67 26.41 0| 0 0 0 4400 3.62 0.57 25.94 0| 0 0 0 4600 2.62 0.47 25.08 0| 0 0 0 4800 1.24 0.28 23.99 0| 0 4 0 5200 0.51 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 25.78 Underlying Price 46.705 Time to expiry: 288 Days Jun 11 22.82 1.00 36.00 0| 0 0 0 2400 15.01 0.96 31.56 0| 0 0 0 3200 11.35 0.90 29.50 0| 0 0 0 3600 8.05 0.80 27.73 0| 0 0 0 4000 6.60 0.73 27.01 0| 0 0 0 4200 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.32 0.65 26.38 0| 0 0 0 4400 4.23 0.57 25.99 0| 0 0 0 4600 3.27 0.48 25.41 0| 0 0 0 4800 1.86 0.33 24.57 0| 0 0 0 5200 1.03 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 25.71 Underlying Price 46.705 Time to expiry: 470 Days Dec 11 22.84 0.99 34.25 0| 0 0 0 2400 15.26 0.93 30.57 0| 0 0 0 3200 8.90 0.75 27.52 0| 0 0 0 4000 6.44 0.63 26.37 0| 0 0 0 4400 4.45 0.50 25.39 0| 0 0 0 4800 1.30 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 25.96 Underlying Price 46.705 Time to expiry: 652 Days Jun 12 15.39 0.91 30.11 0| 0 0 0 3200 9.31 0.73 27.30 0| 0 0 0 4000 6.98 0.63 26.43 0| 0 0 0 4400 5.12 0.52 25.74 0| 0 0 0 4800 1.86 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 0| 105 2,269 +103 | Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 19.14 Underlying Price 46.705 Time to expiry: 15 Days Sep 10 0.01 0.00 64.00 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 0.01 -0.01 33.79 0| 0 8 0 4000 0.04 -0.03 28.16 0| 0 27 0 4200 0.06 -0.06 25.32 0| 0 15 0 4300 0.11 -0.10 23.00 0| 0 30 0 4400 0.21 -0.19 20.62 0| 0 0 0 4500 0.46 -0.35 19.79 0| 0 0 0 4600 0.89 -0.55 18.88 0| 0 2 0 4700 1.57 -0.74 19.18 0| 0 6 0 4800 2.39 -0.89 18.58 0| 0 0 0 4900 3.32 -0.96 18.58 0| 0 0 0 5000 5.30 -1.00 18.88 0| 0 0 0 5200 9.30 -1.00 19.18 0| 0 20 0 5600 13.30 -1.00 20.39 0| 0 0 0 6000 17.30 -1.00 22.79 0| 0 0 0 6400 25.30 -1.00 23.00 0| 0 0 0 7200 Total 0| 0 110 0 Indicative a-t-m Vol 21.09 Underlying Price 46.705 Time to expiry: 43 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 0.12 -0.07 21.73 0| 0 0 0 4200 0.36 -0.16 25.33 0| 0 0 0 4300 0.55 -0.23 24.61 0| 0 0 0 4400 0.55 -0.27 19.26 0| 0 6 0 4500 1.18 -0.41 23.72 0| 0 0 0 4600 1.44 -0.52 20.01 0| 0 0 0 4700 2.16 -0.62 21.91 0| 0 0 0 4800 2.89 -0.72 22.56 0| 0 0 0 4900 3.71 -0.79 23.26 0| 0 0 0 5000 5.49 -0.89 24.69 0| 0 0 0 5200 9.32 -0.97 26.92 0| 0 0 0 5600 13.30 -1.00 27.29 0| 0 0 0 6000 17.30 -1.00 25.00 0| 0 0 0 6400 Total 0| 0 6 0 Indicative a-t-m Vol 22.90 Underlying Price 46.705 Time to expiry: 78 Days Nov 10 0.13 -0.05 28.00 0| 0 0 0 3800 0.30 -0.10 27.78 0| 0 0 0 4000 0.58 -0.18 26.65 0| 0 0 0 4200 0.78 -0.22 25.89 0| 0 0 0 4300 1.01 -0.28 25.04 0| 0 0 0 4400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 24.26 0| 0 0 0 4500 1.67 -0.42 23.59 0| 0 0 0 4600 2.09 -0.50 22.62 0| 0 0 0 4700 2.62 -0.58 22.04 0| 0 0 0 4800 5.56 -0.86 20.63 0| 0 0 0 5200 9.33 -0.96 22.00 0| 0 0 0 5600 Total 0| 0 0 0 Indicative a-t-m Vol 24.04 Underlying Price 46.705 Time to expiry: 106 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 0.00 38.41 0| 0 0 0 2800 0.05 -0.02 34.04 0| 0 0 0 3200 0.16 -0.05 30.50 0| 0 0 0 3600 0.28 -0.08 29.01 0| 0 250 0 3800 0.49 -0.13 27.69 0| 0 20 0 4000 0.85 -0.21 26.83 0| 0 20 0 4200 1.34 -0.30 25.51 0| 0 6 0 4400 2.04 -0.42 24.14 0| 0 0 0 4600 3.08 -0.55 23.86 0| 0 0 0 4800 5.86 -0.79 22.69 0| 0 0 0 5200 9.40 -0.93 22.14 0| 0 0 0 5600 13.30 -1.00 21.52 0| 0 0 0 6000 17.30 -1.00 21.43 0| 0 0 0 6400 25.30 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 296 0 Indicative a-t-m Vol 25.64 Underlying Price 46.705 Time to expiry: 197 Days Mar 11 0.29 -0.06 33.00 0| 0 0 0 3200 0.67 -0.12 30.49 0| 0 0 0 3600 1.41 -0.23 28.33 0| 0 13 0 4000 1.98 -0.30 27.45 0| 0 14 0 4200 2.70 -0.39 26.41 0| 0 4 0 4400 3.66 -0.48 25.94 0| 0 0 0 4600 4.74 -0.57 25.08 0| 0 0 0 4800 7.48 -0.74 23.99 0| 0 0 0 5200 10.81 -0.87 23.14 0| 0 0 0 5600 18.37 -0.98 22.16 0| 0 0 0 6400 26.29 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 31 0 Indicative a-t-m Vol 25.78 Underlying Price 46.705 Time to expiry: 288 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 1.03 -0.15 29.50 0| 0 0 0 3600 1.92 -0.25 27.73 0| 0 0 0 4000 2.56 -0.32 27.01 0| 0 0 0 4200 3.34 -0.39 26.38 0| 0 0 0 4400 4.31 -0.46 25.99 0| 0 0 0 4600 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.39 -0.54 25.41 0| 0 0 0 4800 8.03 -0.69 24.57 0| 0 0 0 5200 11.22 -0.81 24.21 0| 0 0 0 5600 14.74 -0.89 23.89 0| 0 0 0 6000 18.48 -0.94 23.59 0| 0 0 0 6400 26.30 -0.98 24.82 0| 0 0 0 7200 34.20 -1.00 23.58 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.71 Underlying Price 46.705 Time to expiry: 470 Days Dec 11 0.24 -0.03 34.25 0| 0 0 0 2400 0.97 -0.11 30.57 0| 0 0 0 3200 2.79 -0.27 27.52 0| 0 0 0 4000 4.35 -0.38 26.37 0| 0 0 0 4400 6.34 -0.51 25.39 0| 0 0 0 4800 15.22 -0.82 24.39 0| 0 0 0 6000 34.20 -0.99 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.96 Underlying Price 46.705 Time to expiry: 652 Days Jun 12 1.60 -0.15 30.11 0| 0 0 0 3200 3.86 -0.31 27.30 0| 0 0 0 4000 5.59 -0.40 26.43 0| 0 0 0 4400 7.76 -0.51 25.74 0| 0 0 0 4800 16.45 -0.76 24.75 0| 0 0 0 6000 34.60 -0.95 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 443 0 Grand Total 0| 105 2,712 +103 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 19.14 Underlying Price 46.705 Time to expiry: 15 Days Sep 10 22.71 1.00 64.00 0| 0 0 0 2400 18.71 1.00 64.30 0| 0 0 0 2800 14.71 1.00 57.22 0| 0 200 0 3200 10.72 1.00 45.83 0| 0 2 0 3600 8.72 0.99 39.75 0| 0 6 0 3800 6.73 0.99 33.79 0| 0 0 0 4000 4.75 0.97 28.16 0| 0 0 0 4200 3.77 0.94 25.32 0| 0 0 0 4300 2.83 0.90 23.00 0| 0 34 0 4400 1.93 0.81 20.62 0| 0 0 0 4500 1.18 0.65 19.79 0| 0 0 0 4600 0.61 0.45 18.88 0| 0 0 0 4700 0.28 0.26 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 23.00 0| 0 0 0 7200 Total 0| 0 896 0 Indicative a-t-m Vol 25.64 Underlying Price 46.705 Time to expiry: 197 Days Mar 11 25.55 1.00 42.42 0| 0 0 0 2000 21.60 0.99 39.12 0| 0 0 0 2400 13.89 0.94 33.00 0| 0 0 0 3200 10.29 0.88 30.49 0| 0 0 0 3600 7.05 0.77 28.33 0| 0 408 0 4000 5.63 0.70 27.45 0| 0 66 0 4200 4.35 0.61 26.41 0| 0 422 0 4400 3.32 0.52 25.94 0| 0 52 0 4600 2.40 0.43 25.08 0| 0 2 0 4800 1.15 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 26.58 Underlying Price 46.705 Time to expiry: 379 Days Sep 11 21.92 0.97 36.11 0| 0 0 0 2400 14.65 0.90 31.92 0| 0 0 0 3200 11.31 0.83 29.75 0| 0 0 0 3600 8.41 0.74 28.40 0| 0 0 0 4000 5.97 0.62 27.23 0| 0 0 0 4400 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.01 0.49 26.28 0| 0 0 0 4800 0.99 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 27.13 Underlying Price 46.705 Time to expiry: 561 Days Mar 12 14.36 0.86 32.10 0| 0 0 0 3200 8.74 0.70 28.94 0| 0 0 0 4000 6.47 0.59 27.71 0| 0 0 0 4400 4.70 0.49 26.86 0| 0 0 0 4800 1.57 0.23 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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 19.14 Underlying Price 46.705 Time to expiry: 15 Days Sep 10 0.01 0.00 64.00 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 0.01 -0.01 33.79 0| 0 4 0 4000 0.04 -0.03 28.16 0| 0 0 0 4200 0.06 -0.06 25.32 0| 0 0 0 4300 0.11 -0.10 23.00 0| 0 0 0 4400 0.21 -0.19 20.62 0| 0 0 0 4500 0.46 -0.35 19.79 0| 0 0 0 4600 0.89 -0.55 18.88 0| 0 0 0 4700 1.57 -0.74 19.18 0| 0 0 0 4800 2.38 -0.89 18.58 0| 0 0 0 4900 3.32 -0.96 18.58 0| 0 0 0 5000 5.29 -1.00 18.88 0| 0 0 0 5200 9.28 -1.00 19.18 0| 0 0 0 5600 13.28 -1.00 20.39 0| 0 0 0 6000 17.28 -1.00 22.79 0| 0 0 0 6400 25.28 -1.00 23.00 0| 0 0 0 7200 Total 0| 0 27 0 Indicative a-t-m Vol 25.64 Underlying Price 46.705 Time to expiry: 197 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 0.29 -0.06 33.00 0| 0 200 0 3200 0.67 -0.12 30.49 0| 0 200 0 3600 1.40 -0.23 28.33 0| 0 0 0 4000 1.98 -0.30 27.45 0| 0 0 0 4200 2.69 -0.39 26.41 0| 0 0 0 4400 3.64 -0.48 25.94 0| 0 0 0 4600 4.72 -0.57 25.08 0| 0 0 0 4800 7.45 -0.74 23.99 0| 0 0 0 5200 10.75 -0.87 23.14 0| 0 0 0 5600 14.43 -0.94 22.54 0| 0 0 0 6000 18.29 -0.98 22.16 0| 0 0 0 6400 26.20 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 1,367 0 Indicative a-t-m Vol 26.58 Underlying Price 46.705 Time to expiry: 379 Days Sep 11 0.19 -0.03 36.11 0| 0 0 0 2400 0.82 -0.10 31.92 0| 0 0 0 3200 1.44 -0.17 29.75 0| 0 0 0 3600 2.49 -0.26 28.40 0| 0 0 0 4000 4.00 -0.38 27.23 0| 0 0 0 4400 5.99 -0.51 26.28 0| 0 0 0 4800 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 2010 Page 95 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.82 -0.82 24.77 0| 0 0 0 6000 33.70 -0.98 26.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.13 Underlying Price 46.705 Time to expiry: 561 Days Mar 12 1.58 -0.14 32.10 0| 0 0 0 3200 3.80 -0.30 28.94 0| 0 0 0 4000 5.46 -0.41 27.71 0| 0 0 0 4400 7.61 -0.51 26.86 0| 0 0 0 4800 16.25 -0.77 25.44 0| 0 0 0 6000 34.59 -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 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 34.38 Underlying Price 5.524 Time to expiry: 15 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 0.94 0.96 52.59 0| 0 0 0 460 0.74 0.93 47.23 0| 0 0 0 480 0.56 0.87 44.22 0| 0 0 0 500 0.38 0.79 37.93 0| 0 0 0 520 0.23 0.64 35.50 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 0.02 0.13 33.76 0| 0 30 0 600 0.01 0.06 35.00 0| 0 0 0 620 0.01 0.04 40.00 0| 0 0 0 640 0.01 0.03 44.16 0| 0 0 0 660 0.01 0.02 47.72 0| 0 0 0 680 0.01 0.01 47.72 0| 0 0 0 700 0.01 0.00 48.61 0| 0 50,092 0 720 0.01 0.00 52.18 0| 0 0 0 760 0.01 0.00 53.96 0| 0 2,800 0 800 0.01 0.00 53.07 0| 0 0 0 840 0.01 0.00 56.64 0| 0 0 0 880 0.01 0.00 54.86 0| 0 0 0 960 0.01 0.00 56.43 0| 0 0 0 1000 0.01 0.00 36.69 0| 0 2 0 1200 Total 0| 0 53,044 0 Indicative a-t-m Vol 35.94 Underlying Price 5.524 Time to expiry: 197 Days Mar 11 1.92 0.91 47.80 0| 0 0 0 360 1.58 0.86 45.01 0| 0 0 0 400 1.26 0.80 42.19 0| 0 0 0 440 0.97 0.72 39.81 0| 0 0 0 480 0.71 0.62 37.36 0| 0 0 0 520 0.50 0.51 35.58 0| 0 0 0 560 0.33 0.40 34.23 0| 0 0 0 600 0.21 0.29 32.84 0| 0 1,000 0 640 0.14 0.21 32.39 0| 0 2,040 0 680 0.08 0.14 31.33 0| 0 1,660 0 720 0.05 0.09 31.35 0| 0 0 0 760 0.03 0.06 31.23 0| 0 200 0 800 0.02 0.04 31.08 0| 0 0 0 840 0.01 0.02 31.32 0| 0 0 0 880 0.01 0.01 32.34 0| 0 10 0 960 0.01 0.01 33.00 0| 0 0 0 1000 0.01 0.00 38.76 0| 0 0 0 1200 0.01 0.00 46.93 0| 0 0 0 1400 Total 0| 0 4,910 0 Equity Options 21:38 Business Day Thu 2 Sep 2010 Previous Business Day Wed 1 Sep 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 5.524 Time to expiry: 379 Days Sep 11 1.97 0.86 46.98 0| 0 0 0 360 1.67 0.81 44.56 0| 0 0 0 400 1.38 0.75 42.32 0| 0 0 0 440 1.12 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 0.22 31.48 0| 0 1,600 0 720 0.07 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 5.524 Time to expiry: 561 Days Mar 12 2.03 0.83 47.27 0| 0 0 0 360 1.74 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 0.54 37.54 0| 0 0 0 560 0.66 0.47 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 5.524 Time to expiry: 750 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 0.92 0.55 37.13 0| 0 0 0 560 0.75 0.49 35.30 0| 0 19 0 600 0.61 0.43 34.33 0| 0 0 0 640 0.36 0.31 31.33 0| 0 0 0 720 0.20 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 5.524 Time to expiry: 925 Days Mar 13