Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.97 Underlying Price 34.425 Time to expiry: 14 Days Sep 10 16.43 1.00 74.00 0| 0 0 0 1800 14.43 1.00 72.13 0| 0 0 0 2000 12.43 1.00 67.78 0| 0 0 0 2200 10.43 1.00 62.26 0| 0 0 0 2400 8.44 0.99 56.32 0| 0 15 0 2600 6.46 0.98 50.82 0| 0 40 0 2800 5.48 0.96 49.14 0| 0 0 0 2900 4.52 0.94 45.78 0| 0 5,151 0 3000 3.58 0.90 42.29 0| 0 1,030 0 3100 2.68 0.83 38.74 0| 0 2,962 0 3200 1.85 0.73 35.67 0| 30 137 0 3300 1.20 1.16 0.59 33.55 1.20 1.20 1| 2,515 12,644 +250 3400 0.70 0.65 0.41 32.19 0.70 0.70 300| 0 3,844 0 3500 0.27 0.31 0.25 31.03 0.45 0.23 37| 33 14,141 0 3600 0.07 0.07 32.47 0| 0 4,970 0 3800 0.01 0.00 26.31 0| 0 4,418 0 4000 0.01 0.00 24.74 0| 0 309 0 4200 0.01 0.00 23.87 0| 0 131 0 4400 0.01 0.00 24.19 0| 0 228 0 4800 0.01 0.00 32.00 0| 0 200 0 5600 Total 338| 2,578 50,220 +250 Indicative a-t-m Vol 35.38 Underlying Price 34.425 Time to expiry: 42 Days Oct 10 8.60 0.95 54.39 0| 0 0 0 2600 6.70 0.91 48.27 0| 0 0 0 2800 4.92 0.84 43.92 0| 0 0 0 3000 4.06 0.79 41.41 0| 35 35 +35 3100 3.27 0.73 39.41 0| 0 120 0 3200 2.56 0.65 37.69 0| 40 120 0 3300 2.11 1.92 0.57 35.94 2.11 1.82 4| 0 85 0 3400 1.39 0.47 34.63 0| 0 53 0 3500 0.87 0.95 0.37 33.38 0.89 0.85 41| 0 3 0 3600 0.40 0.20 31.84 0| 0 39 0 3800 0.14 0.09 30.96 0| 0 3 0 4000 0.04 0.03 30.42 0| 0 4 0 4200 Total 45| 75 462 +35 Indicative a-t-m Vol 36.79 Underlying Price 34.425 Time to expiry: 77 Days Nov 10 8.85 0.91 50.81 0| 0 0 0 2600 7.07 0.86 46.90 0| 0 0 0 2800 5.40 0.79 43.32 0| 0 59 0 3000 4.61 0.74 41.44 0| 0 0 0 3100 3.89 0.69 40.25 0| 0 0 0 3200 3.22 0.63 38.82 0| 0 0 0 3300 2.60 0.57 37.35 0| 0 0 0 3400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 2 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.06 0.50 36.03 0| 0 0 0 3500 1.59 0.43 34.88 0| 0 8 0 3600 0.88 0.29 33.21 0| 0 0 0 3800 0.45 0.17 31.91 0| 0 0 0 4000 Total 0| 0 67 0 Indicative a-t-m Vol 37.00 Underlying Price 34.425 Time to expiry: 105 Days Dec 10 26.45 1.00 95.00 0| 0 0 0 800 24.47 1.00 93.63 0| 0 0 0 1000 22.50 0.99 88.57 0| 0 0 0 1200 20.53 0.99 82.25 0| 0 0 0 1400 18.57 0.98 75.70 0| 0 0 0 1600 16.62 0.97 69.40 0| 0 0 0 1800 14.68 0.96 63.55 0| 0 1,080 0 2000 12.77 0.94 58.24 0| 0 0 0 2200 10.89 0.92 53.49 0| 0 291 0 2400 9.05 0.89 48.90 0| 0 121 0 2600 7.34 0.83 45.82 0| 0 2,535 0 2800 5.72 0.77 42.72 0| 0 2,293 0 3000 4.26 0.68 39.71 0| 0 10,212 0 3200 3.01 0.57 37.46 0| 0 4,867 0 3400 1.99 0.45 35.35 0| 0 9,368 0 3600 1.25 0.33 33.89 0| 0 7,342 0 3800 0.73 0.23 32.55 0| 0 7,631 0 4000 0.40 0.14 31.77 0| 0 2,303 0 4200 0.21 0.09 31.14 0| 0 791 0 4400 0.06 0.03 30.64 0| 0 518 0 4800 0.01 0.00 32.20 0| 0 3,257 0 5600 0.01 0.00 34.03 0| 0 729 0 6000 0.01 0.00 36.44 0| 0 390 0 6400 0.01 0.00 41.00 0| 0 150 0 7000 Total 0| 0 53,878 0 Indicative a-t-m Vol 38.12 Underlying Price 34.425 Time to expiry: 196 Days Mar 11 16.96 0.95 65.00 0| 0 0 0 1800 15.08 0.93 59.60 0| 0 0 0 2000 13.25 0.91 55.02 0| 0 0 0 2200 11.43 0.88 50.43 0| 0 0 0 2400 9.75 0.84 47.76 0| 0 0 0 2600 8.14 0.79 44.77 0| 0 71 0 2800 6.66 0.73 42.47 0| 0 84 0 3000 5.30 0.66 40.17 0| 0 1,330 0 3200 4.13 0.58 38.50 0| 0 185 0 3400 3.10 0.50 36.72 0| 0 1,119 0 3600 2.25 0.41 35.25 0| 0 78 0 3800 1.52 1.59 0.32 34.07 1.60 1.52 46| 0 1,027 0 4000 0.79 0.19 33.10 0| 0 3,091 0 4400 0.36 0.10 32.46 0| 0 104 0 4800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 3 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.09 0.03 33.00 0| 0 105 0 5600 Total 46| 0 7,194 0 Indicative a-t-m Vol 38.12 Underlying Price 34.425 Time to expiry: 287 Days Jun 11 26.51 1.00 77.00 0| 0 0 0 800 24.58 0.99 75.25 0| 0 0 0 1000 22.68 0.98 71.61 0| 0 0 0 1200 20.79 0.97 67.38 0| 0 0 0 1400 18.93 0.96 63.12 0| 0 0 0 1600 17.08 0.94 59.06 0| 0 0 0 1800 15.28 0.92 55.31 0| 0 0 0 2000 13.52 0.89 51.91 0| 0 0 0 2200 11.80 0.86 48.68 0| 0 0 0 2400 8.68 0.77 43.81 0| 0 0 0 2800 7.26 0.72 41.70 0| 0 0 0 3000 5.98 0.66 40.05 0| 0 25 0 3200 4.82 0.59 38.38 0| 0 41 0 3400 3.86 0.52 37.19 0| 0 154 0 3600 2.99 0.44 35.79 0| 66 66 +66 3800 2.27 0.37 34.52 0| 13 34 +13 4000 1.33 0.25 33.66 0| 0 0 0 4400 0.75 0.16 33.00 0| 0 0 0 4800 0.17 0.05 34.00 0| 0 0 0 6000 Total 0| 79 320 +79 Indicative a-t-m Vol 38.66 Underlying Price 34.425 Time to expiry: 469 Days Dec 11 24.74 0.98 73.00 0| 0 0 0 1000 22.95 0.96 69.88 0| 0 0 0 1200 21.17 0.95 65.93 0| 0 0 0 1400 19.41 0.93 61.83 0| 0 0 0 1600 17.66 0.91 57.90 0| 0 0 0 1800 15.96 0.89 54.27 0| 0 0 0 2000 14.30 0.86 50.99 0| 0 0 0 2200 12.70 0.83 48.08 0| 0 0 0 2400 9.71 0.75 43.17 0| 0 3,000 0 2800 7.23 0.66 39.99 0| 0 4,500 0 3200 5.22 0.55 37.79 0| 500 4,350 +500 3600 3.58 0.44 35.78 0| 0 42 0 4000 1.86 0.27 35.56 0| 0 1,326 0 4800 0.99 0.15 39.00 0| 0 110 0 6000 Total 0| 500 13,328 +500 Indicative a-t-m Vol 41.51 Underlying Price 34.425 Time to expiry: 651 Days Jun 12 19.62 0.92 58.51 0| 0 0 0 1600 16.53 0.88 54.20 0| 0 0 0 2000 15.05 0.85 52.32 0| 0 0 0 2200 13.66 0.82 50.27 0| 0 0 0 2400 11.11 0.75 47.28 0| 0 0 0 2800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 4 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.67 0.67 43.51 0| 0 0 0 3200 6.53 0.58 40.21 0| 0 0 0 3600 4.76 0.48 37.53 0| 0 0 0 4000 2.54 0.32 35.05 0| 0 0 0 4800 1.10 0.16 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.39 Underlying Price 34.425 Time to expiry: 840 Days Dec 12 23.29 0.95 64.62 0| 0 0 0 1200 20.07 0.91 58.21 0| 0 0 0 1600 17.15 0.86 54.06 0| 0 0 0 2000 14.46 0.81 50.43 0| 0 0 0 2400 12.02 0.75 47.28 0| 0 0 0 2800 9.60 0.67 43.30 0| 0 0 0 3200 7.51 0.60 40.15 0| 0 0 0 3600 5.66 0.51 37.24 0| 0 0 0 4000 4.33 0.43 35.72 0| 0 500 0 4400 3.29 0.36 34.57 0| 0 0 0 4800 1.77 0.22 34.98 0| 0 0 0 6000 Total 0| 0 500 0 Indicative a-t-m Vol 41.01 Underlying Price 34.425 Time to expiry: 1022 Days Jun 13 17.57 0.86 54.19 0| 0 0 0 2000 14.96 0.81 50.44 0| 0 0 0 2400 10.09 0.68 42.70 0| 0 0 0 3200 8.09 0.61 39.92 0| 0 0 0 3600 6.32 0.53 37.38 0| 0 0 0 4000 3.84 0.39 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 41.02 Underlying Price 34.425 Time to expiry: 1204 Days Dec 13 23.69 0.94 64.62 0| 0 0 0 1200 20.74 0.90 58.21 0| 0 0 0 1600 18.15 0.86 54.61 0| 0 0 0 2000 15.61 0.81 50.52 0| 0 0 0 2400 10.79 0.69 42.61 0| 0 0 0 3200 7.06 0.55 37.39 0| 0 0 0 4000 4.55 0.42 34.83 0| 0 0 0 4800 2.73 0.29 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.90 Underlying Price 34.425 Time to expiry: 1568 Days Dec 14 21.10 0.91 58.13 0| 0 0 0 1600 18.70 0.86 54.54 0| 0 0 0 2000 16.36 0.82 50.57 0| 0 0 0 2400 11.69 0.71 42.51 0| 0 0 0 3200 8.02 0.58 37.21 0| 0 0 0 4000 5.39 0.46 34.22 0| 0 0 0 4800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 5 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.55 0.33 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 429| 3,232 125,969 +864 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.97 Underlying Price 34.425 Time to expiry: 14 Days Sep 10 0.01 0.00 74.00 0| 0 0 0 1800 0.01 0.00 72.13 0| 0 0 0 2000 0.01 0.00 67.78 0| 0 420 0 2200 0.01 0.00 62.26 0| 0 352 0 2400 0.01 -0.01 56.32 0| 0 5,216 0 2600 0.03 -0.02 50.82 0| 0 3,538 0 2800 0.05 -0.04 49.14 0| 0 1 0 2900 0.11 0.09 -0.06 45.78 0.11 S 0.11 S 1| 0 536 0 3000 0.15 -0.10 42.29 0| 0 2,561 0 3100 0.25 -0.17 38.74 0| 0 6,342 0 3200 0.44 0.42 -0.27 35.67 0.44 0.44 34| 0 3,800 0 3300 0.55 0.73 -0.41 33.55 0.55 0.52 120| 0 1,826 0 3400 1.22 -0.59 32.19 0| 0 10 0 3500 1.88 -0.75 31.03 0| 0 7,027 0 3600 3.64 -0.93 32.47 0| 0 368 0 3800 5.58 -1.00 26.31 0| 0 264 0 4000 7.58 -1.00 24.74 0| 0 51 0 4200 9.57 -1.00 23.87 0| 0 0 0 4400 13.58 -1.00 24.19 0| 0 0 0 4800 21.58 -1.00 32.00 0| 0 0 0 5600 Total 155| 0 32,312 0 Indicative a-t-m Vol 35.38 Underlying Price 34.425 Time to expiry: 42 Days Oct 10 0.16 -0.05 54.39 0| 0 0 0 2600 0.26 -0.09 48.27 0| 0 1 0 2800 0.32 0.47 -0.16 43.92 0.32 S 0.32 S 1| 0 1,530 -30 3000 0.62 -0.21 41.41 0| 0 40 0 3100 0.69 0.83 -0.27 39.41 0.69 0.69 38| 0 1,520 0 3200 1.11 -0.35 37.69 0| 0 101 0 3300 1.25 1.47 -0.43 35.94 1.25 1.25 40| 0 40 0 3400 2.01 1.94 -0.53 34.63 2.01 1.76 90| 0 0 0 3500 2.50 -0.63 33.38 0| 0 0 0 3600 3.96 -0.80 31.84 0| 0 0 0 3800 5.70 -0.92 30.96 0| 0 0 0 4000 7.60 -0.97 30.42 0| 0 0 0 4200 Total 169| 0 3,232 -30 Indicative a-t-m Vol 36.79 Underlying Price 34.425 Time to expiry: 77 Days Nov 10 0.39 -0.09 50.81 0| 0 116 0 2600 0.55 0.60 -0.14 46.90 0.55 0.55 43| 0 0 0 2800 0.93 -0.21 43.32 0| 0 0 0 3000 1.14 -0.26 41.44 0| 0 0 0 3100 1.42 -0.31 40.25 0| 1,500 1,500 +1,500 3200 1.74 -0.37 38.82 0| 0 0 0 3300 2.13 -0.43 37.35 0| 0 0 0 3400 2.58 -0.50 36.03 0| 0 0 0 3500 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 7 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.11 -0.58 34.88 0| 0 0 0 3600 4.41 -0.71 33.21 0| 0 0 0 3800 5.97 -0.83 31.91 0| 0 0 0 4000 Total 43| 1,500 1,616 +1,500 Indicative a-t-m Vol 37.00 Underlying Price 34.425 Time to expiry: 105 Days Dec 10 0.01 0.00 95.00 0| 0 0 0 800 0.02 0.00 93.63 0| 0 230 0 1000 0.04 -0.01 88.57 0| 0 100 0 1200 0.07 -0.01 82.25 0| 0 413 0 1400 0.11 -0.02 75.70 0| 0 150 0 1600 0.15 -0.03 69.40 0| 0 3,024 0 1800 0.21 -0.04 63.55 0| 0 6,065 0 2000 0.29 -0.06 58.24 0| 0 727 0 2200 0.41 -0.08 53.49 0| 0 8,350 0 2400 0.57 -0.11 48.90 0| 0 5,644 0 2600 0.84 -0.17 45.82 0| 0 10,150 0 2800 1.22 -0.23 42.72 0| 3 11,154 -199 3000 1.76 -0.32 39.71 0| 0 24,753 0 3200 2.51 -0.43 37.46 0| 0 6,529 0 3400 3.49 -0.55 35.35 0| 0 4,574 0 3600 4.74 -0.67 33.89 0| 0 363 0 3800 6.22 -0.78 32.55 0| 0 1,834 0 4000 7.91 -0.86 31.77 0| 0 125 0 4200 9.72 -0.92 31.14 0| 0 51 0 4400 13.59 -0.98 30.64 0| 0 20 0 4800 21.58 -1.00 32.20 0| 0 50 0 5600 25.58 -1.00 34.03 0| 0 60 0 6000 29.58 -1.00 36.44 0| 0 20 0 6400 35.58 -1.00 41.00 0| 0 10 0 7000 Total 0| 3 84,396 -199 Indicative a-t-m Vol 38.12 Underlying Price 34.425 Time to expiry: 196 Days Mar 11 0.46 -0.05 65.00 0| 0 226 0 1800 0.57 -0.07 59.60 0| 0 63 0 2000 0.73 -0.09 55.02 0| 0 160 0 2200 0.91 -0.12 50.43 0| 0 855 0 2400 1.22 -0.16 47.76 0| 0 1,150 0 2600 1.60 -0.21 44.77 0| 0 1,297 0 2800 2.12 -0.27 42.47 0| 0 173 0 3000 2.76 -0.34 40.17 0| 0 3,063 0 3200 3.58 -0.42 38.50 0| 0 208 0 3400 4.54 -0.51 36.72 0| 0 143 0 3600 5.69 -0.60 35.25 0| 0 1 0 3800 7.03 -0.68 34.07 0| 0 141 0 4000 10.22 -0.81 33.10 0| 0 0 0 4400 13.81 -0.91 32.46 0| 0 1 0 4800 21.58 -0.99 33.00 0| 0 0 0 5600 Total 0| 0 7,481 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 38.12 Underlying Price 34.425 Time to expiry: 287 Days Jun 11 0.06 -0.01 77.00 0| 0 0 0 800 0.15 -0.01 75.25 0| 0 0 0 1000 0.25 -0.02 71.61 0| 0 0 0 1200 0.37 -0.04 67.38 0| 0 0 0 1400 0.50 -0.05 63.12 0| 0 10 0 1600 0.66 -0.07 59.06 0| 0 50 0 1800 0.86 -0.09 55.31 0| 0 110 0 2000 1.10 -0.11 51.91 0| 0 0 0 2200 1.38 -0.15 48.68 0| 0 51 0 2400 2.26 -0.23 43.81 0| 0 29 0 2800 2.84 -0.29 41.70 0| 0 40 0 3000 3.56 -0.35 40.05 0| 0 40 0 3200 4.40 -0.42 38.38 0| 0 17 0 3400 5.43 -0.49 37.19 0| 0 65 0 3600 6.57 -0.56 35.79 0| 0 34 0 3800 7.83 -0.63 34.52 0| 0 194 0 4000 10.88 -0.75 33.66 0| 0 0 0 4400 14.28 -0.84 33.00 0| 0 0 0 4800 25.63 -0.96 34.00 0| 0 0 0 6000 Total 0| 0 640 0 Indicative a-t-m Vol 38.66 Underlying Price 34.425 Time to expiry: 469 Days Dec 11 0.42 -0.03 73.00 0| 0 0 0 1000 0.64 -0.04 69.88 0| 0 0 0 1200 0.85 -0.06 65.93 0| 0 50 0 1400 1.09 -0.07 61.83 0| 0 7,502 0 1600 1.33 -0.09 57.90 0| 0 150 0 1800 1.61 -0.12 54.27 0| 0 50 0 2000 1.93 -0.14 50.99 0| 0 0 0 2200 2.30 -0.17 48.08 0| 0 2,000 0 2400 3.28 -0.25 43.17 0| 0 3,000 0 2800 4.76 -0.35 39.99 0| 0 2,005 0 3200 6.70 -0.46 37.79 0| 500 3,855 +500 3600 9.02 -0.57 35.78 0| 0 0 0 4000 15.24 -0.74 35.56 0| 0 10 0 4800 26.27 -0.86 39.00 0| 0 0 0 6000 Total 0| 500 18,622 +500 Indicative a-t-m Vol 41.51 Underlying Price 34.425 Time to expiry: 651 Days Jun 12 1.50 -0.09 58.51 0| 0 0 0 1600 2.39 -0.13 54.20 0| 0 0 0 2000 2.90 -0.16 52.32 0| 0 0 0 2200 3.48 -0.19 50.27 0| 0 0 0 2400 4.89 -0.26 47.28 0| 0 0 0 2800 6.40 -0.34 43.51 0| 0 0 0 3200 8.20 -0.43 40.21 0| 0 0 0 3600 10.37 -0.52 37.53 0| 0 0 0 4000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 9 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 16.01 -0.69 35.05 0| 0 0 0 4800 26.36 -0.84 34.56 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.39 Underlying Price 34.425 Time to expiry: 840 Days Dec 12 1.29 -0.06 64.62 0| 0 0 0 1200 2.02 -0.09 58.21 0| 0 0 0 1600 3.03 -0.14 54.06 0| 0 0 0 2000 4.26 -0.20 50.43 0| 0 500 0 2400 5.72 -0.26 47.28 0| 0 0 0 2800 7.20 -0.33 43.30 0| 0 0 0 3200 9.01 -0.41 40.15 0| 0 0 0 3600 11.08 -0.50 37.24 0| 0 0 0 4000 13.66 -0.58 35.72 0| 0 0 0 4400 16.53 -0.65 34.57 0| 0 1 0 4800 26.78 -0.79 34.98 0| 0 0 0 6000 Total 0| 0 501 0 Indicative a-t-m Vol 41.01 Underlying Price 34.425 Time to expiry: 1022 Days Jun 13 3.70 -0.15 54.19 0| 0 0 0 2000 4.99 -0.20 50.44 0| 0 0 0 2400 7.86 -0.33 42.70 0| 0 0 0 3200 9.73 -0.40 39.92 0| 0 0 0 3600 11.83 -0.48 37.38 0| 0 0 0 4000 17.07 -0.62 34.54 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 41.02 Underlying Price 34.425 Time to expiry: 1204 Days Dec 13 2.06 -0.07 64.62 0| 0 0 0 1200 2.99 -0.10 58.21 0| 0 0 0 1600 4.28 -0.15 54.61 0| 0 0 0 2000 5.58 -0.20 50.52 0| 0 0 0 2400 8.42 -0.32 42.61 0| 0 0 0 3200 12.35 -0.46 37.39 0| 0 0 0 4000 17.52 -0.59 34.83 0| 0 0 0 4800 27.30 -0.74 34.51 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.90 Underlying Price 34.425 Time to expiry: 1568 Days Dec 14 3.79 -0.11 58.13 0| 0 0 0 1600 5.18 -0.15 54.54 0| 0 0 0 2000 6.60 -0.19 50.57 0| 0 0 0 2400 9.43 -0.30 42.51 0| 0 0 0 3200 13.23 -0.43 37.21 0| 0 0 0 4000 18.09 -0.55 34.22 0| 0 0 0 4800 27.64 -0.69 34.06 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 367| 2,003 148,800 +1,771 Grand Total 796| 5,235 274,769 +2,635 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.97 Underlying Price 34.425 Time to expiry: 14 Days Sep 10 16.43 1.00 74.00 0| 0 0 0 1800 14.43 1.00 72.13 0| 0 0 0 2000 12.43 1.00 67.78 0| 0 32,500 0 2200 10.43 1.00 62.26 0| 0 0 0 2400 8.44 0.99 56.32 0| 0 0 0 2600 6.46 0.98 50.82 0| 0 0 0 2800 5.48 0.96 49.14 0| 0 0 0 2900 4.52 0.94 45.78 0| 0 0 0 3000 3.58 0.90 42.29 0| 0 0 0 3100 2.68 0.83 38.74 0| 0 90 0 3200 1.85 0.73 35.67 0| 0 0 0 3300 1.16 0.59 33.55 0| 0 400 0 3400 0.65 0.41 32.19 0| 0 0 0 3500 0.31 0.25 31.03 0| 0 400 0 3600 0.07 0.07 32.47 0| 0 400 0 3800 0.01 0.00 26.31 0| 0 20 0 4000 0.01 0.00 24.74 0| 0 0 0 4200 0.01 0.00 23.87 0| 0 702 0 4400 0.01 0.00 24.19 0| 0 369 0 4800 0.01 0.00 32.00 0| 0 0 0 5600 Total 0| 0 34,881 0 Indicative a-t-m Vol 38.12 Underlying Price 34.425 Time to expiry: 196 Days Mar 11 22.64 0.98 85.83 0| 0 0 0 1200 20.71 0.97 77.91 0| 0 0 0 1400 18.80 0.96 70.95 0| 0 0 0 1600 16.90 0.95 65.00 0| 0 0 0 1800 15.02 0.93 59.60 0| 0 0 0 2000 13.19 0.91 55.02 0| 0 0 0 2200 11.37 0.88 50.43 0| 0 0 0 2400 9.70 0.84 47.76 0| 0 0 0 2600 8.09 0.79 44.77 0| 0 0 0 2800 6.62 0.73 42.47 0| 0 0 0 3000 5.27 0.66 40.17 0| 0 0 0 3200 4.00 4.10 0.58 38.50 4.00 4.00 15| 0 0 0 3400 3.07 0.49 36.72 0| 0 6 0 3600 2.23 0.40 35.25 0| 0 0 0 3800 1.58 0.32 34.07 0| 0 0 0 4000 0.78 0.19 33.10 0| 0 15 0 4400 0.36 0.10 32.46 0| 0 0 0 4800 0.09 0.03 33.00 0| 0 0 0 5600 0.05 0.02 33.83 0| 0 0 0 6000 Total 15| 0 21 0 Indicative a-t-m Vol 40.11 Underlying Price 34.425 Time to expiry: 378 Days Sep 11 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 11 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.68 0.89 56.44 0| 0 0 0 2000 12.59 0.83 52.37 0| 0 0 0 2400 9.54 0.75 46.55 0| 0 0 0 2800 6.93 0.65 42.25 0| 0 0 0 3200 4.75 0.54 38.73 0| 0 0 0 3600 3.15 0.42 36.60 0| 0 30 0 4000 1.18 0.21 33.29 0| 0 47 0 4800 0.37 0.08 34.23 0| 0 0 0 6000 Total 0| 0 77 0 Indicative a-t-m Vol 40.12 Underlying Price 34.425 Time to expiry: 560 Days Mar 12 16.45 0.87 56.49 0| 0 0 0 2000 13.58 0.81 52.45 0| 0 0 0 2400 10.58 0.74 46.06 0| 0 0 0 2800 8.10 0.66 42.31 0| 0 0 0 3200 5.89 0.56 38.70 0| 0 0 0 3600 4.22 0.46 36.54 0| 0 3 0 4000 1.84 0.27 32.30 0| 0 0 0 4800 Total 0| 0 3 0 Total Calls 15| 0 34,982 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.97 Underlying Price 34.425 Time to expiry: 14 Days Sep 10 0.01 0.00 74.00 0| 0 0 0 1800 0.01 0.00 72.13 0| 0 0 0 2000 0.01 0.00 67.78 0| 0 33,740 0 2200 0.01 0.00 62.26 0| 0 1,106 0 2400 0.01 -0.01 56.32 0| 0 0 0 2600 0.03 -0.02 50.82 0| 0 260 0 2800 0.05 -0.04 49.14 0| 0 0 0 2900 0.09 -0.06 45.78 0| 0 50 0 3000 0.15 -0.10 42.29 0| 0 0 0 3100 0.25 -0.17 38.74 0| 35 45 0 3200 0.42 -0.27 35.67 0| 0 0 0 3300 0.73 -0.41 33.55 0| 0 0 0 3400 1.22 -0.59 32.19 0| 0 0 0 3500 1.88 -0.75 31.03 0| 0 0 0 3600 3.64 -0.93 32.47 0| 0 500 0 3800 5.57 -1.00 26.31 0| 0 785 0 4000 7.57 -1.00 24.74 0| 0 0 0 4200 9.57 -1.00 23.87 0| 0 35 0 4400 13.57 -1.00 24.19 0| 0 0 0 4800 21.56 -1.00 32.00 0| 0 0 0 5600 Total 0| 35 36,521 0 Indicative a-t-m Vol 38.12 Underlying Price 34.425 Time to expiry: 196 Days Mar 11 0.24 -0.02 85.83 0| 0 0 0 1200 0.30 -0.03 77.91 0| 0 0 0 1400 0.37 -0.04 70.95 0| 0 0 0 1600 0.46 -0.05 65.00 0| 0 0 0 1800 0.57 -0.07 59.60 0| 0 239 0 2000 0.73 -0.09 55.02 0| 0 0 0 2200 0.91 -0.12 50.43 0| 0 659 0 2400 1.22 -0.16 47.76 0| 0 750 0 2600 1.60 -0.21 44.77 0| 0 20 0 2800 2.12 -0.27 42.47 0| 0 0 0 3000 2.76 -0.34 40.17 0| 0 8 0 3200 3.58 -0.42 38.50 0| 0 0 0 3400 4.54 -0.51 36.72 0| 0 400 0 3600 5.69 -0.60 35.25 0| 0 0 0 3800 7.03 -0.68 34.07 0| 0 0 0 4000 10.21 -0.81 33.10 0| 0 0 0 4400 13.77 -0.90 32.46 0| 0 0 0 4800 21.46 -0.97 33.00 0| 0 0 0 5600 25.40 -0.98 33.83 0| 0 0 0 6000 Total 0| 0 2,076 0 Indicative a-t-m Vol 40.11 Underlying Price 34.425 Time to expiry: 378 Days Sep 11 1.34 -0.11 56.44 0| 0 0 0 2000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 13 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.20 -0.17 52.37 0| 0 0 0 2400 3.11 -0.25 46.55 0| 0 30 0 2800 4.45 -0.35 42.25 0| 0 0 0 3200 6.22 -0.46 38.73 0| 0 40 0 3600 8.57 -0.58 36.60 0| 0 0 0 4000 14.50 -0.79 33.29 0| 0 0 0 4800 25.55 -0.92 34.23 0| 0 0 0 6000 Total 0| 0 70 0 Indicative a-t-m Vol 40.12 Underlying Price 34.425 Time to expiry: 560 Days Mar 12 2.17 -0.13 56.49 0| 0 0 0 2000 3.22 -0.19 52.45 0| 0 0 0 2400 4.14 -0.26 46.06 0| 0 0 0 2800 5.58 -0.34 42.31 0| 0 0 0 3200 7.30 -0.44 38.70 0| 0 0 0 3600 9.55 -0.54 36.54 0| 0 0 0 4000 15.02 -0.73 32.30 0| 0 0 0 4800 Total 0| 0 0 0 Total Puts 0| 35 38,667 0 Grand Total 15| 35 73,649 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.68 Underlying Price 20.615 Time to expiry: 14 Days Sep 10 7.62 1.00 39.95 0| 0 0 0 1300 6.62 1.00 38.86 0| 0 0 0 1400 5.62 1.00 37.81 0| 0 0 0 1500 4.62 1.00 36.79 0| 0 0 0 1600 3.62 1.00 35.82 0| 0 0 0 1700 2.63 0.98 34.89 0| 0 0 0 1800 2.15 0.94 34.31 0| 0 0 0 1850 1.70 0.89 34.01 0| 0 0 0 1900 1.27 0.81 32.55 0| 0 0 0 1950 0.91 0.69 33.17 0| 0 0 0 2000 0.61 0.55 32.77 0| 0 0 0 2050 0.38 0.40 32.38 0| 0 6 0 2100 0.21 0.27 32.01 0| 0 0 0 2150 0.15 0.11 0.16 31.64 0.15 0.15 3| 0 276 0 2200 0.05 0.09 31.28 0| 0 0 0 2250 0.02 0.04 30.94 0| 0 0 0 2300 0.01 0.02 30.60 0| 0 0 0 2350 0.01 0.01 30.28 0| 0 3 0 2400 Total 3| 0 285 0 Indicative a-t-m Vol 32.91 Underlying Price 20.615 Time to expiry: 42 Days Oct 10 4.65 0.98 38.50 0| 0 0 0 1600 3.69 0.94 37.39 0| 0 0 0 1700 2.79 0.88 36.15 0| 0 0 0 1800 2.37 0.83 35.51 0| 0 0 0 1850 1.97 0.77 34.85 0| 0 0 0 1900 1.61 0.70 34.26 0| 0 0 0 1950 1.29 0.63 33.79 0| 0 0 0 2000 1.00 0.54 33.09 0| 0 0 0 2050 0.75 0.46 32.37 0| 0 0 0 2100 0.55 0.37 32.02 0| 0 0 0 2150 0.39 0.29 31.60 0| 0 0 0 2200 0.18 0.16 30.73 0| 0 0 0 2300 0.07 0.08 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 33.19 Underlying Price 20.615 Time to expiry: 77 Days Nov 10 4.79 0.92 41.75 0| 0 0 0 1600 3.89 0.88 39.68 0| 0 0 0 1700 3.05 0.81 37.73 0| 0 0 0 1800 2.66 0.77 36.83 0| 0 0 0 1850 2.29 0.72 35.89 0| 0 0 0 1900 1.95 0.67 35.04 0| 0 0 0 1950 1.64 0.61 34.57 0| 0 0 0 2000 1.34 0.55 33.45 0| 0 0 0 2050 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 15 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.07 0.48 32.36 0| 0 0 0 2100 0.68 0.36 31.55 0| 0 0 0 2200 0.39 0.24 30.46 0| 0 0 0 2300 0.21 0.15 29.68 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 33.43 Underlying Price 20.615 Time to expiry: 105 Days Dec 10 12.65 1.00 73.91 0| 0 0 0 800 8.73 0.97 58.39 0| 0 0 0 1200 7.76 0.96 54.50 0| 0 0 0 1300 6.81 0.94 50.84 0| 0 0 0 1400 5.88 0.92 47.45 0| 0 0 0 1500 4.97 0.88 44.34 0| 0 0 0 1600 4.10 0.84 41.52 0| 0 0 0 1700 3.28 0.78 38.99 0| 0 0 0 1800 2.53 0.70 36.73 0| 0 0 0 1900 1.89 0.61 35.19 0| 0 0 0 2000 1.29 0.50 32.35 0| 0 0 0 2100 0.87 0.39 31.51 0| 0 0 0 2200 0.55 0.28 30.25 0| 0 0 0 2300 0.33 0.19 29.42 0| 0 4 0 2400 0.09 0.07 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 34.29 Underlying Price 20.615 Time to expiry: 196 Days Mar 11 8.83 0.96 48.54 0| 0 0 0 1200 6.93 0.93 41.50 0| 0 0 0 1400 5.19 0.86 38.25 0| 0 0 0 1600 4.38 0.81 36.77 0| 0 0 0 1700 3.65 0.75 35.86 0| 0 0 0 1800 2.99 0.68 34.91 0| 0 0 0 1900 2.42 0.61 34.44 0| 0 0 0 2000 1.94 0.53 34.19 0| 0 0 0 2100 1.56 0.46 34.37 0| 0 0 0 2200 1.24 0.39 34.51 0| 0 0 0 2300 0.98 0.33 34.64 0| 0 0 0 2400 0.63 0.23 35.23 0| 0 0 0 2600 0.44 0.17 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 34.75 Underlying Price 20.615 Time to expiry: 287 Days Jun 11 12.70 0.99 50.06 0| 0 0 0 800 8.90 0.95 44.55 0| 0 0 0 1200 7.05 0.91 39.28 0| 0 0 0 1400 5.37 0.84 36.63 0| 0 0 0 1600 3.92 0.74 35.03 0| 0 0 0 1800 3.34 0.67 35.25 0| 0 0 0 1900 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 16 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.80 0.61 34.83 0| 0 0 0 2000 2.34 0.55 34.71 0| 0 0 0 2100 1.96 0.48 34.82 0| 0 0 0 2200 1.61 0.42 34.72 0| 0 0 0 2300 1.38 0.37 35.44 0| 0 0 0 2400 0.95 0.28 35.62 0| 0 0 0 2600 0.69 0.22 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 34.03 Underlying Price 20.615 Time to expiry: 469 Days Dec 11 9.06 0.93 42.95 0| 0 0 0 1200 7.34 0.88 39.49 0| 0 0 0 1400 5.77 0.80 36.66 0| 0 0 0 1600 4.46 0.71 35.34 0| 0 0 0 1800 3.46 0.61 35.39 0| 0 0 0 2000 2.27 0.50 31.00 0| 0 0 0 2200 1.65 0.40 30.88 0| 0 0 0 2400 0.97 0.23 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.39 Underlying Price 20.615 Time to expiry: 651 Days Jun 12 9.25 0.91 43.00 0| 0 0 0 1200 6.12 0.79 36.66 0| 0 0 0 1600 3.94 0.62 35.39 0| 0 0 0 2000 3.17 0.54 35.40 0| 0 0 0 2200 2.59 0.47 35.82 0| 0 0 0 2400 1.19 0.25 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Calls 3| 0 539 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.68 Underlying Price 20.615 Time to expiry: 14 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 0.00 35.82 0| 0 0 0 1700 0.01 -0.02 34.89 0| 0 0 0 1800 0.03 -0.06 34.31 0| 0 0 0 1850 0.08 -0.11 34.01 0| 0 0 0 1900 0.15 -0.19 32.55 0| 0 75 0 1950 0.29 -0.31 33.17 0| 0 250 0 2000 0.49 -0.45 32.77 0| 0 0 0 2050 0.76 -0.60 32.38 0| 0 10 0 2100 1.10 -0.73 32.01 0| 0 0 0 2150 1.49 -0.84 31.64 0| 0 0 0 2200 1.93 -0.91 31.28 0| 0 0 0 2250 2.40 -0.96 30.94 0| 0 175 0 2300 2.89 -0.98 30.60 0| 0 0 0 2350 3.39 -0.99 30.28 0| 0 0 0 2400 Total 0| 0 580 0 Indicative a-t-m Vol 32.91 Underlying Price 20.615 Time to expiry: 42 Days Oct 10 0.02 -0.02 38.50 0| 0 0 0 1600 0.07 -0.06 37.39 0| 0 0 0 1700 0.17 -0.12 36.15 0| 0 0 0 1800 0.24 -0.17 35.51 0| 0 0 0 1850 0.35 -0.23 34.85 0| 0 0 0 1900 0.48 -0.30 34.26 0| 0 0 0 1950 0.66 -0.37 33.79 0| 0 0 0 2000 0.87 -0.46 33.09 0| 0 0 0 2050 1.12 -0.54 32.37 0| 0 0 0 2100 1.42 -0.63 32.02 0| 0 0 0 2150 1.76 -0.71 31.60 0| 0 0 0 2200 2.55 -0.84 30.73 0| 0 0 0 2300 3.45 -0.92 30.01 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 33.19 Underlying Price 20.615 Time to expiry: 77 Days Nov 10 0.15 -0.08 41.75 0| 0 0 0 1600 0.25 -0.12 39.68 0| 0 0 0 1700 0.41 -0.19 37.73 0| 0 0 0 1800 0.52 -0.23 36.83 0| 0 0 0 1850 0.65 -0.28 35.89 0| 0 0 0 1900 0.80 -0.33 35.04 0| 0 0 0 1950 0.99 -0.39 34.57 0| 0 0 0 2000 1.20 -0.45 33.45 0| 0 0 0 2050 1.43 -0.52 32.36 0| 0 0 0 2100 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 18 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.03 -0.64 31.55 0| 0 0 0 2200 2.75 -0.76 30.46 0| 0 0 0 2300 3.57 -0.85 29.68 0| 0 0 0 2400 Total 0| 0 0 0 Indicative a-t-m Vol 33.43 Underlying Price 20.615 Time to expiry: 105 Days Dec 10 0.01 0.00 71.99 0| 0 6 0 800 0.08 -0.03 58.39 0| 0 0 0 1200 0.12 -0.04 54.50 0| 0 0 0 1300 0.16 -0.06 50.48 0| 0 0 0 1400 0.22 -0.08 47.45 0| 0 0 0 1500 0.31 -0.12 44.34 0| 0 0 0 1600 0.44 -0.16 41.52 0| 0 0 0 1700 0.62 -0.22 38.99 0| 0 0 0 1800 0.87 -0.30 36.73 0| 0 0 0 1900 1.23 -0.40 35.19 0| 0 0 0 2000 1.62 -0.50 32.35 0| 0 0 0 2100 2.21 -0.61 31.51 0| 0 0 0 2200 2.88 -0.72 30.25 0| 0 0 0 2300 3.67 -0.81 29.42 0| 0 3 0 2400 5.44 -0.94 27.74 0| 0 0 0 2600 7.39 -0.99 27.01 0| 0 0 0 2800 Total 0| 0 9 0 Indicative a-t-m Vol 34.29 Underlying Price 20.615 Time to expiry: 196 Days Mar 11 0.15 -0.04 48.54 0| 0 0 0 1200 0.24 -0.07 41.50 0| 0 0 0 1400 0.49 -0.14 38.25 0| 0 0 0 1600 0.68 -0.19 36.77 0| 0 0 0 1700 0.95 -0.25 35.86 0| 0 0 0 1800 1.28 -0.32 34.91 0| 0 0 0 1900 1.71 -0.40 34.44 0| 0 0 0 2000 2.23 -0.47 34.19 0| 0 0 0 2100 2.85 -0.55 34.37 0| 0 0 0 2200 3.52 -0.62 34.51 0| 0 0 0 2300 4.26 -0.68 34.64 0| 0 0 0 2400 5.91 -0.78 35.23 0| 0 0 0 2600 7.72 -0.84 37.02 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 34.75 Underlying Price 20.615 Time to expiry: 287 Days Jun 11 0.04 -0.01 50.06 0| 0 0 0 800 0.25 -0.06 44.55 0| 0 0 0 1200 0.42 -0.10 39.28 0| 0 0 0 1400 0.77 -0.18 36.63 0| 0 0 0 1600 1.35 -0.29 35.03 0| 0 0 0 1800 1.80 -0.35 35.25 0| 0 0 0 1900 2.28 -0.41 34.83 0| 0 0 0 2000 2.84 -0.48 34.71 0| 0 0 0 2100 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 19 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.47 -0.54 34.82 0| 0 0 0 2200 4.13 -0.59 34.72 0| 0 0 0 2300 4.91 -0.64 35.44 0| 0 0 0 2400 6.48 -0.73 35.62 0| 0 0 0 2600 8.22 -0.79 36.73 0| 0 0 0 2800 Total 0| 0 0 0 Indicative a-t-m Vol 34.03 Underlying Price 20.615 Time to expiry: 469 Days Dec 11 0.51 -0.09 42.95 0| 0 0 0 1200 0.80 -0.14 39.49 0| 0 0 0 1400 1.25 -0.21 36.66 0| 0 0 0 1600 1.94 -0.30 35.34 0| 0 0 0 1800 2.94 -0.40 35.39 0| 0 0 0 2000 3.74 -0.51 31.00 0| 0 0 0 2200 5.11 -0.61 30.88 0| 0 0 0 2400 12.38 -0.78 40.00 0| 0 0 0 3200 Total 0| 0 0 0 Indicative a-t-m Vol 35.39 Underlying Price 20.615 Time to expiry: 651 Days Jun 12 0.84 -0.12 43.00 0| 0 0 0 1200 1.73 -0.23 36.66 0| 0 0 0 1600 3.56 -0.40 35.39 0| 0 0 0 2000 4.78 -0.48 35.40 0| 0 0 0 2200 6.17 -0.55 35.82 0| 0 0 0 2400 12.65 -0.75 37.00 0| 0 0 0 3200 Total 0| 0 0 0 Total Puts 0| 0 589 0 Grand Total 3| 0 1,128 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 31.75 Underlying Price 31.510 Time to expiry: 14 Days Sep 10 11.51 1.00 62.00 0| 0 0 0 2000 9.51 1.00 53.77 0| 0 0 0 2200 8.51 1.00 49.96 0| 0 0 0 2300 7.52 1.00 46.94 0| 0 0 0 2400 5.53 0.99 42.70 0| 0 26 0 2600 4.54 0.98 39.34 0| 0 0 0 2700 3.58 0.94 38.15 0| 35 188 0 2800 2.66 0.88 36.67 0| 0 133 0 2900 1.84 0.77 35.24 0| 31 2,139 +5 3000 0.66 1.09 0.61 32.00 0.82 0.66 250| 250 844 +224 3100 0.31 0.59 0.42 31.50 0.63 Q 0.31 1,984| 1,150 7,145 -125 3200 0.14 0.32 0.26 32.98 0.20 0.14 62| 200 155 -35 3300 0.14 0.14 0.14 33.29 0.14 0.14 34| 0 4,786 0 3400 0.06 0.06 33.45 0| 0 4,023 0 3500 0.02 0.03 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 47.00 0| 0 229 0 5600 Total 2,330| 1,666 42,565 +69 Indicative a-t-m Vol 33.51 Underlying Price 31.510 Time to expiry: 42 Days Oct 10 8.57 0.98 47.47 0| 0 0 0 2300 7.60 0.96 46.12 0| 0 0 0 2400 5.71 0.92 42.58 0| 0 8 0 2600 4.81 0.88 40.91 0| 28 28 +28 2700 3.94 0.83 39.03 0| 0 91 0 2800 3.13 0.76 37.30 0| 0 76 0 2900 2.38 0.68 35.68 0| 0 604 0 3000 1.75 0.58 34.32 0| 0 42 0 3100 1.20 0.47 32.73 0| 0 146 0 3200 0.81 0.79 0.36 31.78 0.81 0.81 1| 0 140 0 3300 0.34 0.49 0.26 30.96 0.51 0.34 147| 0 1,361 0 3400 0.29 0.17 30.66 0| 0 310 0 3500 0.17 0.11 30.18 0| 0 643 0 3600 0.06 0.05 31.43 0| 0 70 0 3800 0.02 0.02 32.00 0| 0 210 0 4000 Total 148| 28 3,729 +28 Indicative a-t-m Vol 34.86 Underlying Price 31.510 Time to expiry: 77 Days Nov 10 8.78 0.93 49.54 0| 0 0 0 2300 7.83 0.92 46.68 0| 0 0 0 2400 6.93 0.89 44.95 0| 0 0 0 2500 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 21 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.04 0.86 43.01 0| 0 31 0 2600 5.21 0.82 41.62 0| 0 0 0 2700 4.40 0.77 39.92 0| 0 0 0 2800 3.65 0.71 38.24 0| 0 45 0 2900 2.97 0.65 36.98 0| 0 39 0 3000 2.35 0.58 35.72 0| 0 60 0 3100 1.78 0.50 34.04 0| 0 51 0 3200 0.97 0.34 32.26 0| 0 48 0 3400 0.48 0.20 31.33 0| 0 77 0 3600 0.21 0.10 30.21 0| 0 0 0 3800 Total 0| 0 351 0 Indicative a-t-m Vol 34.99 Underlying Price 31.510 Time to expiry: 105 Days Dec 10 19.56 1.00 76.00 0| 0 0 0 1200 17.05 0.99 68.71 0| 0 0 0 1454 13.51 0.97 60.08 0| 0 0 0 1817 11.73 0.96 53.80 0| 0 0 0 2000 10.02 0.94 49.97 0| 0 3,000 0 2180 8.01 0.89 45.73 0| 0 0 0 2400 6.74 0.85 43.10 0| 0 6,000 0 2544 4.67 0.75 39.22 0| 0 0 0 2800 3.89 0.70 37.68 0| 0 761 0 2907 3.26 0.64 36.46 0| 500 1,395 +500 3000 2.18 2.14 0.51 34.51 2.18 Q 2.10 Q 4,750| 0 0 0 3200 1.78 0.46 33.66 0| 1 7,216 +1 3271 1.26 0.37 32.46 0| 2,100 11,382 +571 3400 0.70 0.68 0.24 30.99 0.70 0.70 3,003| 0 3,334 0 3600 0.61 0.22 30.70 0| 0 5,201 0 3634 0.34 0.14 29.94 0| 100 4,209 +100 3800 0.16 0.08 29.09 0| 0 9,756 0 3997 0.15 0.07 28.76 0| 0 5,565 0 4000 0.06 0.03 27.71 0| 0 2,550 0 4200 0.02 0.02 27.19 0| 0 3,051 0 4361 0.01 0.01 26.76 0| 0 8,082 0 4543 0.04 0.01 0.00 26.41 0.04 0.04 1| 0 1 0 4800 0.01 0.00 26.35 0| 0 1,101 0 5088 0.01 0.00 26.72 0| 0 51 0 5451 0.01 0.00 27.53 0| 0 0 0 5814 0.01 0.00 29.44 0| 0 2 0 6360 0.01 0.00 34.00 0| 0 1 0 7268 Total 7,754| 2,701 72,658 +1,172 Indicative a-t-m Vol 35.79 Underlying Price 31.510 Time to expiry: 196 Days Mar 11 12.02 0.92 51.34 0| 0 0 0 2000 10.23 0.89 47.70 0| 0 0 0 2200 8.52 0.84 44.53 0| 0 0 0 2400 6.92 0.79 41.77 0| 0 0 0 2600 5.44 0.71 39.24 0| 0 0 0 2800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 22 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.14 0.63 36.96 0| 0 201 0 3000 3.06 0.53 35.41 0| 0 96 0 3200 1.92 2.13 0.43 33.57 1.92 1.92 34| 0 850 0 3400 1.20 1.40 0.33 31.93 1.20 1.20 10| 0 1,183 0 3600 0.91 0.24 30.92 0| 0 930 0 3800 0.56 0.17 29.98 0| 0 1,410 0 4000 0.33 0.11 29.27 0| 0 30 0 4200 0.18 0.07 28.55 0| 0 178 0 4400 0.08 0.03 29.28 0| 0 113 0 4800 0.04 0.01 34.00 0| 0 158 0 5600 Total 44| 0 5,149 0 Indicative a-t-m Vol 36.19 Underlying Price 31.510 Time to expiry: 287 Days Jun 11 19.65 0.98 64.00 0| 0 0 0 1200 15.84 0.96 54.99 0| 0 0 0 1600 13.99 0.94 51.28 0| 0 0 0 1800 12.22 0.91 48.57 0| 0 0 0 2000 10.52 0.87 46.06 0| 0 0 0 2200 8.88 0.83 43.24 0| 0 0 0 2400 7.33 0.77 40.65 0| 50 50 +50 2600 5.98 0.71 39.15 0| 0 146 0 2800 4.76 0.63 37.56 0| 0 2,000 0 3000 3.65 0.55 35.74 0| 0 104 0 3200 2.73 0.46 34.26 0| 0 52 0 3400 2.00 1.96 0.38 32.72 2.00 2.00 2| 0 135 0 3600 0.93 0.22 30.61 0| 0 285 0 4000 0.43 0.12 29.84 0| 0 274 0 4400 0.28 0.09 29.31 0| 0 5,294 0 4600 0.17 0.06 28.53 0| 0 4,173 0 4800 0.02 0.01 29.00 0| 0 50 0 6000 Total 2| 50 12,563 +50 Indicative a-t-m Vol 35.56 Underlying Price 31.510 Time to expiry: 469 Days Dec 11 19.71 0.98 60.00 0| 0 0 0 1200 16.01 0.94 51.87 0| 0 0 0 1600 14.23 0.92 48.80 0| 0 0 0 1800 12.51 0.89 45.93 0| 0 0 0 2000 10.90 0.85 43.50 0| 0 0 0 2200 9.37 0.80 41.37 0| 0 0 0 2400 6.64 0.69 37.89 0| 0 0 0 2800 4.49 0.56 35.24 0| 0 3 0 3200 2.87 0.42 33.22 0| 0 4,200 0 3600 1.75 0.30 31.71 0| 0 31,000 0 4000 0.45 0.10 29.59 0| 0 27,000 0 5000 0.21 0.05 32.00 0| 0 0 0 6000 0.04 0.01 29.68 0| 0 0 0 7000 0.02 0.01 31.00 0| 0 0 0 8000 Total 0| 0 62,203 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 23 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 38.79 Underlying Price 31.510 Time to expiry: 651 Days Jun 12 16.16 0.93 51.60 0| 0 0 0 1600 12.95 0.87 47.29 0| 0 0 0 2000 11.52 0.83 45.80 0| 0 0 0 2200 10.10 0.79 43.84 0| 0 0 0 2400 7.76 0.69 41.52 0| 0 0 0 2800 5.62 0.58 38.41 0| 0 0 0 3200 3.89 0.47 35.87 0| 0 0 0 3600 2.63 0.37 33.92 0| 0 0 0 4000 1.17 0.20 31.96 0| 0 0 0 4800 0.36 0.08 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 38.94 Underlying Price 31.510 Time to expiry: 840 Days Dec 12 16.28 0.93 50.14 0| 0 0 0 1600 13.24 0.86 46.50 0| 0 0 0 2000 10.61 0.78 43.79 0| 0 0 0 2400 8.34 0.69 41.39 0| 0 0 0 2800 6.30 0.59 38.60 0| 0 750 0 3200 4.63 0.50 36.31 0| 0 0 0 3600 3.42 0.41 35.10 0| 0 0 0 4000 1.75 0.25 32.83 0| 0 0 0 4800 0.68 0.12 31.57 0| 0 0 0 6000 0.17 0.04 31.50 0| 0 0 0 8000 Total 0| 0 750 0 Indicative a-t-m Vol 39.04 Underlying Price 31.510 Time to expiry: 1022 Days Jun 13 13.33 0.86 46.30 0| 0 0 0 2000 10.75 0.78 43.31 0| 0 0 0 2400 8.53 0.69 40.79 0| 0 0 0 2800 6.67 0.61 38.79 0| 0 0 0 3200 5.06 0.52 36.70 0| 0 0 0 3600 3.88 0.43 35.54 0| 0 0 0 4000 2.24 0.29 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 39.25 Underlying Price 31.510 Time to expiry: 1204 Days Dec 13 16.38 0.92 49.00 0| 0 0 0 1600 13.60 0.85 46.39 0| 0 0 0 2000 11.10 0.77 43.22 0| 0 0 0 2400 7.21 0.61 38.99 0| 0 0 0 3200 4.51 0.46 36.03 0| 0 0 0 4000 2.75 0.33 34.11 0| 0 0 0 4800 1.33 0.19 32.52 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 39.24 Underlying Price 31.510 Time to expiry: 1568 Days Dec 14 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 24 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 13.76 0.85 46.20 0| 0 0 0 2000 11.42 0.78 43.10 0| 0 0 0 2400 7.76 0.63 38.99 0| 0 0 0 3200 5.08 0.49 35.76 0| 0 0 0 4000 3.32 0.36 33.94 0| 0 0 0 4800 1.90 0.24 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 10,278| 4,445 199,968 +1,319 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 31.75 Underlying Price 31.510 Time to expiry: 14 Days Sep 10 0.01 0.00 62.00 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 0.00 46.94 0| 0 1,444 0 2400 0.01 -0.01 42.70 0| 0 932 0 2600 0.02 -0.02 39.34 0| 0 75 0 2700 0.06 -0.06 38.15 0| 1,000 10,608 0 2800 0.15 -0.12 36.67 0| 10 1,917 -10 2900 0.32 -0.23 35.24 0| 110 4,854 -38 3000 0.52 0.58 -0.39 32.00 0.57 0.48 164| 0 247 0 3100 1.07 -0.58 31.50 0| 50 5,274 0 3200 1.80 -0.74 32.98 0| 0 100 0 3300 2.63 -0.86 33.29 0| 0 2,290 0 3400 3.54 -0.94 33.45 0| 0 1,334 0 3500 4.51 -0.97 33.83 0| 0 1,336 0 3600 6.49 -1.00 33.95 0| 0 146 0 3800 8.49 -1.00 34.41 0| 0 30 0 4000 10.49 -1.00 35.18 0| 0 0 0 4200 12.49 -1.00 36.20 0| 0 0 0 4400 16.49 -1.00 38.87 0| 0 0 0 4800 24.49 -1.00 47.00 0| 0 0 0 5600 Total 164| 1,170 31,048 -48 Indicative a-t-m Vol 33.51 Underlying Price 31.510 Time to expiry: 42 Days Oct 10 0.04 -0.02 47.47 0| 0 76 0 2300 0.07 -0.04 46.12 0| 0 98 0 2400 0.18 -0.08 42.58 0| 0 639 0 2600 0.28 -0.12 40.91 0| 0 265 0 2700 0.41 -0.17 39.03 0| 0 5,176 0 2800 0.60 -0.24 37.30 0| 0 165 0 2900 0.86 -0.32 35.68 0| 0 2,461 0 3000 1.22 -0.42 34.32 0| 60 117 +52 3100 1.67 -0.53 32.73 0| 0 139 0 3200 2.26 -0.64 31.78 0| 30 62 0 3300 2.96 -0.75 30.96 0| 0 34 0 3400 3.77 -0.83 30.66 0| 0 10 0 3500 4.64 -0.89 30.18 0| 0 0 0 3600 6.54 -0.96 31.43 0| 0 0 0 3800 8.50 -0.99 32.00 0| 0 0 0 4000 Total 0| 90 9,242 +52 Indicative a-t-m Vol 34.86 Underlying Price 31.510 Time to expiry: 77 Days Nov 10 0.23 -0.07 49.54 0| 0 75 0 2300 0.29 -0.08 46.68 0| 0 113 0 2400 0.38 -0.11 44.95 0| 0 2,055 0 2500 0.50 -0.14 43.01 0| 0 62 0 2600 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 26 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.66 -0.18 41.62 0| 0 0 0 2700 0.85 -0.23 39.92 0| 0 67 0 2800 1.10 -0.29 38.24 0| 0 45 0 2900 1.41 -0.35 36.98 0| 0 1,500 0 3000 1.80 -0.42 35.72 0| 4 4 +4 3100 2.23 -0.50 34.04 0| 0 10 0 3200 3.41 -0.67 32.26 0| 0 0 0 3400 4.93 -0.80 31.33 0| 0 0 0 3600 6.66 -0.90 30.21 0| 0 0 0 3800 Total 0| 4 3,931 +4 Indicative a-t-m Vol 34.99 Underlying Price 31.510 Time to expiry: 105 Days Dec 10 0.02 -0.01 76.00 0| 0 54 0 1200 0.05 -0.01 68.71 0| 0 160 0 1454 0.14 -0.03 60.08 0| 0 139 0 1817 0.18 -0.04 53.80 0| 0 160 0 2000 0.28 -0.07 49.97 0| 0 3,242 0 2180 0.43 0.46 -0.11 45.73 0.43 0.43 300| 0 2,812 0 2400 0.60 0.64 -0.15 43.10 0.60 0.60 50| 0 1,403 0 2544 1.13 1.14 -0.25 39.22 1.13 1.13 29| 0 14,000 0 2800 1.43 -0.31 37.68 0| 0 2,185 0 2907 1.74 -0.37 36.46 0| 529 7,139 0 3000 2.63 -0.50 34.51 0| 0 0 0 3200 2.85 2.99 -0.55 33.66 2.85 2.85 50| 0 4,149 0 3271 3.76 -0.64 32.46 0| 0 5,857 0 3400 5.19 -0.77 30.99 0| 0 1,073 0 3600 5.45 -0.78 30.70 0| 0 1,237 0 3634 6.85 -0.86 29.94 0| 0 2,340 0 3800 8.64 -0.93 29.09 0| 0 20 0 3997 8.66 -0.93 28.76 0| 0 0 0 4000 10.56 -0.97 27.71 0| 0 0 0 4200 12.14 -0.98 27.19 0| 0 9 0 4361 13.94 -0.99 26.76 0| 0 10 0 4543 16.50 -1.00 26.41 0| 0 0 0 4800 19.37 -1.00 26.35 0| 0 10 0 5088 23.00 -1.00 26.72 0| 0 10 0 5451 26.63 -1.00 27.53 0| 0 10 0 5814 32.09 -1.00 29.44 0| 0 10 0 6360 41.17 -1.00 34.00 0| 0 10 0 7268 Total 429| 529 46,039 0 Indicative a-t-m Vol 35.79 Underlying Price 31.510 Time to expiry: 196 Days Mar 11 0.51 -0.08 51.34 0| 0 597 0 2000 0.71 -0.11 47.70 0| 0 552 0 2200 1.00 -0.16 44.53 0| 0 1,360 0 2400 1.39 -0.22 41.77 0| 100 130 +100 2600 1.91 -0.29 39.24 0| 0 500 0 2800 2.60 -0.37 36.96 0| 0 1,620 0 3000 3.52 -0.47 35.41 0| 0 735 0 3200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 27 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.59 -0.57 33.57 0| 0 647 0 3400 5.85 -0.68 31.93 0| 0 78 0 3600 7.36 -0.76 30.92 0| 0 89 0 3800 9.01 -0.84 29.98 0| 0 300 0 4000 10.79 -0.90 29.27 0| 0 0 0 4200 12.64 -0.94 28.55 0| 0 0 0 4400 16.54 -0.97 29.28 0| 0 0 0 4800 24.49 -0.99 34.00 0| 0 0 0 5600 Total 0| 100 6,608 +100 Indicative a-t-m Vol 36.19 Underlying Price 31.510 Time to expiry: 287 Days Jun 11 0.21 -0.03 64.00 0| 0 464 0 1200 0.44 -0.06 54.99 0| 0 172 0 1600 0.61 -0.08 51.28 0| 0 195 0 1800 0.87 -0.11 48.57 0| 35 231 +35 2000 1.26 1.20 -0.15 46.06 1.26 1.26 25| 0 155 0 2200 1.60 -0.20 43.24 0| 27 4,039 +27 2400 2.09 -0.26 40.65 0| 0 0 0 2600 2.80 -0.33 39.15 0| 0 1,150 0 2800 3.62 -0.40 37.56 0| 0 5,001 0 3000 4.57 -0.49 35.74 0| 0 1,908 0 3200 5.69 -0.57 34.26 0| 0 110 0 3400 6.95 -0.65 32.72 0| 0 146 0 3600 9.98 -0.80 30.61 0| 0 254 0 4000 13.51 -0.89 29.84 0| 0 208 0 4400 15.35 -0.92 29.31 0| 0 0 0 4600 17.23 -0.95 28.53 0| 0 0 0 4800 29.00 -0.99 29.00 0| 0 0 0 6000 Total 25| 62 14,033 +62 Indicative a-t-m Vol 35.56 Underlying Price 31.510 Time to expiry: 469 Days Dec 11 0.46 -0.04 60.00 0| 0 0 0 1200 0.83 -0.08 51.87 0| 0 0 0 1600 1.09 -0.10 48.80 0| 0 0 0 1800 1.40 -0.14 45.93 0| 0 0 0 2000 1.81 -0.17 43.50 0| 0 0 0 2200 2.31 -0.22 41.37 0| 0 0 0 2400 3.62 -0.33 37.89 0| 0 2,000 0 2800 5.48 -0.46 35.24 0| 0 1,450 0 3200 7.85 -0.59 33.22 0| 0 4,500 0 3600 10.72 -0.71 31.71 0| 0 1,850 0 4000 19.39 -0.91 29.59 0| 0 0 0 5000 29.08 -0.96 32.00 0| 0 0 0 6000 38.85 -0.99 29.68 0| 0 0 0 7000 48.74 -1.00 31.00 0| 0 0 0 8000 Total 0| 0 9,800 0 Indicative a-t-m Vol 38.79 Underlying Price 31.510 Time to expiry: 651 Days Jun 12 1.40 -0.10 51.60 0| 0 0 0 1600 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 28 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.30 -0.17 47.29 0| 0 0 0 2000 2.94 -0.21 45.80 0| 0 0 0 2200 3.57 -0.25 43.84 0| 0 0 0 2400 5.26 -0.34 41.52 0| 0 0 0 2800 7.14 -0.45 38.41 0| 0 0 0 3200 9.44 -0.55 35.87 0| 0 0 0 3600 12.16 -0.66 33.92 0| 0 0 0 4000 18.62 -0.81 31.96 0| 0 0 0 4800 29.60 -0.93 31.02 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 38.94 Underlying Price 31.510 Time to expiry: 840 Days Dec 12 1.74 -0.11 50.14 0| 0 0 0 1600 2.82 -0.17 46.50 0| 0 0 0 2000 4.23 -0.25 43.79 0| 0 0 0 2400 5.95 -0.33 41.39 0| 0 0 0 2800 7.87 -0.42 38.60 0| 0 750 0 3200 10.14 -0.52 36.31 0| 0 1,000 0 3600 12.87 -0.61 35.10 0| 0 0 0 4000 19.05 -0.76 32.83 0| 0 0 0 4800 29.73 -0.89 31.57 0| 0 0 0 6000 49.19 -0.91 39.88 0| 0 0 0 8000 Total 0| 0 1,750 0 Indicative a-t-m Vol 39.04 Underlying Price 31.510 Time to expiry: 1022 Days Jun 13 3.45 -0.19 46.30 0| 0 0 0 2000 4.92 -0.26 43.31 0| 0 0 0 2400 6.68 -0.34 40.79 0| 0 0 0 2800 8.78 -0.42 38.79 0| 0 0 0 3200 11.10 -0.51 36.70 0| 0 0 0 3600 13.82 -0.59 35.54 0| 0 0 0 4000 19.94 -0.72 33.78 0| 0 0 0 4800 Total 0| 0 0 0 Indicative a-t-m Vol 39.25 Underlying Price 31.510 Time to expiry: 1204 Days Dec 13 2.52 -0.13 49.00 0| 0 0 0 1600 3.88 -0.19 46.39 0| 0 0 0 2000 5.36 -0.25 43.22 0| 0 0 0 2400 9.29 -0.41 38.99 0| 0 3 0 3200 14.32 -0.56 36.03 0| 0 0 0 4000 20.25 -0.68 34.11 0| 0 0 0 4800 30.31 -0.82 32.52 0| 0 0 0 6000 Total 0| 0 3 0 Indicative a-t-m Vol 39.24 Underlying Price 31.510 Time to expiry: 1568 Days Dec 14 4.77 -0.19 46.20 0| 0 0 0 2000 6.35 -0.26 43.10 0| 0 0 0 2400 10.34 -0.39 38.99 0| 0 0 0 3200 15.21 -0.53 35.76 0| 0 0 0 4000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 29 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 20.95 -0.65 33.94 0| 0 0 0 4800 30.73 -0.77 33.00 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 618| 1,955 122,454 +170 Grand Total 10,896| 6,400 322,422 +1,489 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.99 Underlying Price 31.510 Time to expiry: 14 Days Sep 10 19.51 1.00 146.70 0| 0 0 0 1200 16.97 1.00 107.83 0| 0 0 0 1454 13.34 1.00 73.82 0| 0 0 0 1817 11.51 1.00 62.00 0| 0 110 0 2000 9.71 1.00 54.20 0| 0 30 0 2180 8.51 1.00 49.96 0| 0 0 0 2300 7.52 1.00 46.94 0| 0 60 0 2400 6.08 0.99 42.84 0| 0 0 0 2544 4.54 0.98 39.34 0| 0 0 0 2700 3.58 0.94 38.15 0| 0 0 0 2800 2.60 0.87 36.65 0| 0 30 0 2907 1.84 0.77 35.24 0| 0 0 0 3000 1.23 0.63 34.87 0| 0 2,500 0 3089 0.59 0.42 31.50 0| 0 0 0 3200 0.41 0.31 33.76 0| 0 6,572 0 3271 0.14 0.14 33.29 0| 0 0 0 3400 0.09 0.09 33.21 0| 0 5,000 0 3452 0.06 0.06 33.45 0| 0 1,400 0 3500 0.01 0.02 33.12 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 34.39 0| 0 40 0 4088 0.01 0.00 35.18 0| 0 50 0 4200 0.01 0.00 35.94 0| 0 16 0 4361 0.01 0.00 37.21 0| 0 5,176 0 4543 0.01 0.00 38.87 0| 0 5,000 0 4800 0.01 0.00 41.02 0| 0 97 0 4997 0.01 0.00 45.47 0| 0 0 0 5451 0.01 0.00 50.32 0| 0 80 0 5905 Total 0| 0 70,849 0 Indicative a-t-m Vol 35.44 Underlying Price 31.510 Time to expiry: 196 Days Mar 11 19.46 1.00 51.29 0| 0 0 0 1200 17.02 0.98 55.26 0| 0 0 0 1454 13.64 0.95 53.28 0| 0 0 0 1817 12.00 0.92 51.34 0| 0 0 0 2000 10.40 0.89 48.27 0| 0 0 0 2180 8.51 0.84 44.53 0| 0 0 0 2400 7.38 0.80 42.84 0| 0 0 0 2544 5.44 0.71 39.24 0| 0 0 0 2800 4.73 0.67 38.05 0| 0 0 0 2907 4.14 0.63 36.96 0| 0 0 0 3000 2.66 0.49 34.23 0| 0 0 0 3271 1.88 0.40 32.74 0| 0 0 0 3452 1.29 0.31 31.52 0| 0 15 0 3634 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 31 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.91 0.24 30.92 0| 0 30 0 3800 0.56 0.17 29.98 0| 0 110 0 4000 0.44 0.14 29.63 0| 0 0 0 4088 0.33 0.11 29.27 0| 0 567 0 4200 0.23 0.08 29.25 0| 0 0 0 4361 0.15 0.06 29.29 0| 0 15 0 4543 0.08 0.03 29.28 0| 0 0 0 4800 0.06 0.03 30.34 0| 0 252 0 4997 0.04 0.01 32.61 0| 0 0 0 5451 0.03 0.01 35.96 0| 0 0 0 5905 Total 0| 0 989 0 Indicative a-t-m Vol 36.24 Underlying Price 31.510 Time to expiry: 378 Days Sep 11 18.85 0.98 54.44 0| 0 0 0 1200 16.60 0.95 54.16 0| 0 0 0 1454 13.53 0.90 51.32 0| 0 0 0 1817 12.07 0.87 49.49 0| 0 0 0 2000 10.68 0.83 47.63 0| 0 0 0 2180 9.07 0.78 45.37 0| 0 0 0 2400 8.06 0.75 43.93 0| 0 0 0 2544 5.63 0.64 39.00 0| 0 0 0 2907 3.58 0.51 34.89 0| 0 0 0 3271 2.22 0.37 32.70 0| 0 20 0 3634 1.24 0.25 30.66 0| 0 51 0 4000 0.49 0.12 29.00 0| 0 30 0 4543 0.12 0.04 28.81 0| 0 0 0 5451 Total 0| 0 101 0 Indicative a-t-m Vol 37.19 Underlying Price 31.510 Time to expiry: 560 Days Mar 12 16.81 0.94 47.54 0| 0 0 0 1454 13.84 0.89 45.14 0| 0 0 0 1817 12.44 0.86 43.95 0| 0 0 0 2000 11.13 0.83 42.82 0| 0 0 0 2180 9.68 0.78 41.76 0| 0 0 0 2400 6.66 0.65 38.65 0| 0 0 0 2907 5.19 0.57 36.90 0| 0 0 0 3200 3.38 0.44 34.46 0| 0 0 0 3634 2.38 0.35 33.48 0| 0 0 0 4000 1.42 0.23 32.94 0| 0 0 0 4543 0.60 0.12 32.51 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 37.40 Underlying Price 31.510 Time to expiry: 749 Days Sep 12 16.20 0.92 47.93 0| 0 0 0 1454 13.48 0.87 45.44 0| 0 0 0 1817 12.18 0.83 44.15 0| 0 0 0 2000 11.03 0.80 43.18 0| 0 0 0 2180 9.70 0.75 42.15 0| 0 0 0 2400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 32 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 6.89 0.64 38.97 0| 0 0 0 2907 5.50 0.56 37.08 0| 0 0 0 3200 3.85 0.45 35.08 0| 0 0 0 3634 2.85 0.37 34.08 0| 0 0 0 4000 2.13 0.30 33.59 0| 0 0 0 4361 1.52 0.23 33.29 0| 0 0 0 4800 0.97 0.16 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 38.63 Underlying Price 31.510 Time to expiry: 924 Days Mar 13 16.73 0.91 48.76 0| 0 0 0 1454 14.18 0.86 46.55 0| 0 0 0 1817 12.97 0.83 45.28 0| 0 0 0 2000 11.85 0.80 44.31 0| 0 0 0 2180 10.56 0.76 42.94 0| 0 0 0 2400 7.92 0.65 40.36 0| 0 0 0 2907 6.51 0.59 38.29 0| 0 0 0 3200 4.86 0.50 36.50 0| 0 0 0 3634 3.77 0.42 35.33 0| 0 0 0 4000 2.94 0.35 34.54 0| 0 0 0 4361 2.29 0.29 34.58 0| 0 0 0 4800 1.60 0.22 34.67 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 40.07 Underlying Price 31.510 Time to expiry: 1113 Days Sep 13 15.20 0.88 48.70 0| 0 0 0 1600 12.72 0.81 46.26 0| 0 0 0 2000 10.48 0.74 43.82 0| 0 0 0 2400 6.84 0.59 39.82 0| 0 0 0 3200 4.17 0.44 36.42 0| 0 0 0 4000 2.69 0.32 35.52 0| 0 0 0 4800 1.58 0.21 36.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 40.76 Underlying Price 31.510 Time to expiry: 1295 Days Mar 14 15.85 0.87 50.12 0| 0 0 0 1600 13.36 0.82 46.50 0| 0 0 0 2000 11.32 0.75 44.80 0| 0 0 0 2400 7.70 0.62 40.50 0| 0 0 0 3200 5.01 0.48 37.18 0| 0 0 0 4000 3.39 0.36 36.20 0| 0 0 0 4800 2.26 0.26 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.56 Underlying Price 31.510 Time to expiry: 1477 Days Sep 14 13.26 0.81 48.90 0| 0 0 0 2000 11.20 0.75 45.87 0| 0 0 0 2400 7.73 0.62 41.28 0| 0 0 0 3200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 33 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.19 0.48 37.96 0| 0 0 0 4000 3.69 0.38 37.18 0| 0 0 0 4800 2.54 0.28 37.86 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.56 Underlying Price 31.510 Time to expiry: 1659 Days Mar 15 13.82 0.81 48.90 0| 0 0 0 2000 11.80 0.76 45.87 0| 0 0 0 2400 8.36 0.63 41.28 0| 0 0 0 3200 5.80 0.51 37.96 0| 0 0 0 4000 4.27 0.41 37.18 0| 0 0 0 4800 3.16 0.32 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Calls 0| 0 71,939 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.99 Underlying Price 31.510 Time to expiry: 14 Days Sep 10 0.01 0.00 146.70 0| 0 10 0 1200 0.01 0.00 107.83 0| 0 0 0 1454 0.01 0.00 73.82 0| 0 10 0 1817 0.01 0.00 62.00 0| 0 30 0 2000 0.01 0.00 54.20 0| 0 754 0 2180 0.01 0.00 49.96 0| 0 0 0 2300 0.01 0.00 46.94 0| 0 174 0 2400 0.01 -0.01 42.84 0| 0 100 0 2544 0.02 -0.02 39.34 0| 0 0 0 2700 0.06 -0.06 38.15 0| 0 0 0 2800 0.16 -0.13 36.65 0| 0 35 0 2907 0.32 -0.23 35.24 0| 0 120 0 3000 0.60 -0.37 34.87 0| 0 210 0 3089 1.07 -0.58 31.50 0| 0 0 0 3200 2.00 1.60 -0.69 33.76 2.00 2.00 10| 0 6,260 0 3271 2.63 -0.86 33.29 0| 0 0 0 3400 3.09 -0.91 33.21 0| 28 2,425 -21 3452 3.54 -0.94 33.45 0| 0 0 0 3500 4.84 -0.98 33.12 0| 0 640 0 3634 6.49 -1.00 33.95 0| 0 32,540 0 3800 8.48 -1.00 34.41 0| 0 0 0 4000 9.36 -1.00 34.39 0| 0 40 0 4088 10.48 -1.00 35.18 0| 0 5 0 4200 12.09 -1.00 35.94 0| 0 0 0 4361 13.91 -1.00 37.21 0| 0 5,000 0 4543 16.48 -1.00 38.87 0| 0 100 0 4800 18.45 -1.00 41.02 0| 0 500 0 4997 22.99 -1.00 45.47 0| 0 170 0 5451 27.53 -1.00 50.32 0| 0 0 0 5905 Total 10| 28 49,123 -21 Indicative a-t-m Vol 35.44 Underlying Price 31.510 Time to expiry: 196 Days Mar 11 0.01 0.00 51.29 0| 0 400 0 1200 0.09 -0.02 55.26 0| 0 0 0 1454 0.33 -0.05 53.28 0| 0 0 0 1817 0.51 -0.08 51.34 0| 0 400 0 2000 0.70 -0.11 48.27 0| 0 117 0 2180 1.00 -0.16 44.53 0| 0 484 0 2400 1.30 -0.20 42.84 0| 0 500 0 2544 1.91 -0.29 39.24 0| 0 30 0 2800 2.27 -0.33 38.05 0| 0 0 0 2907 2.59 -0.37 36.96 0| 0 20 0 3000 3.81 -0.51 34.23 0| 0 241 0 3271 4.83 -0.60 32.74 0| 25 3,795 +25 3452 6.05 -0.69 31.52 0| 0 500 0 3634 7.32 -0.76 30.92 0| 0 500 0 3800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 35 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 8.96 -0.83 29.98 0| 0 0 0 4000 9.72 -0.86 29.63 0| 0 0 0 4088 10.73 -0.89 29.27 0| 0 400 0 4200 12.23 -0.92 29.25 0| 0 0 0 4361 13.96 -0.94 29.29 0| 0 1,000 0 4543 16.44 -0.97 29.28 0| 0 0 0 4800 18.39 -0.97 30.34 0| 0 0 0 4997 22.88 -0.99 32.61 0| 0 0 0 5451 27.39 -0.99 35.96 0| 0 0 0 5905 Total 0| 25 8,387 +25 Indicative a-t-m Vol 36.24 Underlying Price 31.510 Time to expiry: 378 Days Sep 11 0.19 -0.02 54.44 0| 0 0 0 1200 0.45 -0.05 54.16 0| 0 0 0 1454 0.96 -0.10 51.32 0| 0 0 0 1817 1.31 -0.13 49.49 0| 0 0 0 2000 1.70 -0.17 47.63 0| 0 0 0 2180 2.27 -0.22 45.37 0| 0 0 0 2400 2.67 -0.25 43.93 0| 0 40 0 2544 3.83 -0.36 39.00 0| 0 700 0 2907 5.70 5.38 -0.49 34.89 5.70 5.70 10| 0 300 0 3271 7.60 -0.63 32.70 0| 0 0 0 3634 11.10 10.24 -0.75 30.66 11.10 11.10 1,000| 0 20 0 4000 14.85 -0.88 29.00 0| 0 0 0 4543 23.45 -0.96 28.81 0| 0 0 0 5451 Total 1,010| 0 1,060 0 Indicative a-t-m Vol 37.19 Underlying Price 31.510 Time to expiry: 560 Days Mar 12 0.55 -0.06 47.54 0| 0 0 0 1454 1.15 -0.11 45.14 0| 0 0 0 1817 1.53 -0.14 43.95 0| 0 90 0 2000 2.00 -0.17 42.82 0| 0 0 0 2180 2.70 -0.22 41.76 0| 0 0 0 2400 4.65 -0.35 38.65 0| 0 0 0 2907 6.06 -0.43 36.90 0| 0 0 0 3200 8.51 -0.56 34.46 0| 0 0 0 3634 11.09 -0.65 33.48 0| 0 0 0 4000 15.46 -0.77 32.94 0| 0 0 0 4543 23.54 -0.88 32.51 0| 0 0 0 5451 Total 0| 0 90 0 Indicative a-t-m Vol 37.40 Underlying Price 31.510 Time to expiry: 749 Days Sep 12 0.99 -0.08 47.93 0| 0 0 0 1454 1.80 -0.13 45.44 0| 0 0 0 1817 2.27 -0.17 44.15 0| 0 0 0 2000 2.87 -0.20 43.18 0| 0 0 0 2180 3.69 -0.25 42.15 0| 0 0 0 2400 5.80 -0.36 38.97 0| 0 0 0 2907 7.25 -0.44 37.08 0| 0 0 0 3200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 36 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 9.83 -0.55 35.08 0| 0 0 0 3634 12.38 -0.63 34.08 0| 0 0 0 4000 15.18 -0.70 33.59 0| 0 0 0 4361 18.83 -0.77 33.29 0| 0 0 0 4800 24.61 -0.84 33.39 0| 0 0 0 5451 Total 0| 0 0 0 Indicative a-t-m Vol 38.63 Underlying Price 31.510 Time to expiry: 924 Days Mar 13 1.37 -0.09 48.76 0| 0 0 0 1454 2.32 -0.14 46.55 0| 0 0 0 1817 2.87 -0.17 45.28 0| 0 0 0 2000 3.48 -0.20 44.31 0| 0 0 0 2180 4.31 -0.24 42.94 0| 0 0 0 2400 6.55 -0.35 40.36 0| 0 0 0 2907 7.96 -0.41 38.29 0| 0 0 0 3200 10.49 -0.50 36.50 0| 0 150 0 3634 12.93 -0.58 35.33 0| 0 0 0 4000 15.57 -0.65 34.54 0| 0 0 0 4361 19.15 -0.71 34.58 0| 0 0 0 4800 24.72 -0.78 34.67 0| 0 0 0 5451 Total 0| 0 150 0 Indicative a-t-m Vol 40.07 Underlying Price 31.510 Time to expiry: 1113 Days Sep 13 2.31 -0.12 48.70 0| 0 0 0 1600 3.64 -0.19 46.26 0| 0 0 0 2000 5.20 -0.26 43.82 0| 0 150 0 2400 9.17 -0.41 39.82 0| 0 0 0 3200 14.11 -0.56 36.42 0| 0 0 0 4000 20.24 -0.68 35.52 0| 0 0 0 4800 30.55 -0.79 36.08 0| 0 0 0 6000 Total 0| 0 150 0 Indicative a-t-m Vol 40.76 Underlying Price 31.510 Time to expiry: 1295 Days Mar 14 2.73 -0.13 49.81 0| 0 0 0 1600 4.03 -0.18 46.50 0| 0 0 0 2000 5.75 -0.25 44.80 0| 0 0 0 2400 9.65 -0.38 40.50 0| 0 0 0 3200 14.47 -0.52 37.18 0| 0 0 0 4000 20.37 -0.64 36.20 0| 0 0 0 4800 30.51 -0.74 37.08 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 41.56 Underlying Price 31.510 Time to expiry: 1477 Days Sep 14 4.97 -0.19 48.90 0| 0 0 0 2000 6.62 -0.25 45.87 0| 0 0 0 2400 10.56 -0.38 41.28 0| 0 0 0 3200 15.44 -0.52 37.96 0| 0 0 0 4000 21.35 -0.62 37.18 0| 0 0 0 4800 31.33 -0.72 37.86 0| 0 0 0 6000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 41.56 Underlying Price 31.510 Time to expiry: 1659 Days Mar 15 5.25 -0.19 48.90 0| 0 0 0 2000 6.89 -0.24 45.87 0| 0 0 0 2400 10.75 -0.37 41.28 0| 0 0 0 3200 15.49 -0.49 37.96 0| 0 0 0 4000 21.27 -0.59 37.18 0| 0 0 0 4800 31.12 -0.68 38.49 0| 0 0 0 6000 Total 0| 0 0 0 Total Puts 1,020| 53 58,960 +4 Grand Total 1,020| 53 130,899 +4 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.37 Underlying Price 46.800 Time to expiry: 14 Days Sep 10 14.81 1.00 54.41 0| 0 0 0 3200 10.81 1.00 46.24 0| 0 0 0 3600 8.82 0.99 42.93 0| 0 0 0 3800 6.83 0.98 38.69 0| 0 0 0 4000 4.87 0.95 32.81 0| 0 8 0 4200 3.89 0.93 28.41 0| 0 118 0 4300 2.95 0.89 25.98 0| 0 176 0 4400 1.80 2.07 0.80 24.15 1.80 1.80 75| 1 573 +1 4500 1.32 0.65 22.95 0| 0 780 0 4600 0.75 0.47 22.22 0| 0 1,710 0 4700 0.40 0.37 0.29 21.74 0.40 0.36 270| 0 7,388 0 4800 0.14 0.17 0.16 21.95 0.18 0.14 52| 50 299 +50 4900 0.08 0.08 22.92 0| 50 11,614 +50 5000 0.01 0.02 23.98 0| 0 6,796 0 5200 0.01 0.00 25.19 0| 0 5,874 0 5600 0.01 0.00 26.38 0| 0 5,200 0 6000 0.01 0.00 27.01 0| 0 71 0 6400 0.01 0.00 27.37 0| 0 19 0 7200 0.01 0.00 28.07 0| 0 0 0 8000 Total 397| 101 40,626 +101 Indicative a-t-m Vol 22.94 Underlying Price 46.800 Time to expiry: 42 Days Oct 10 8.90 0.97 34.44 0| 0 0 0 3800 6.96 0.94 30.93 0| 0 0 0 4000 5.10 0.88 28.10 0| 0 78 0 4200 4.22 0.84 26.76 0| 0 0 0 4300 3.39 0.78 25.51 0| 0 235 0 4400 2.60 2.64 0.70 24.78 2.60 2.60 76| 0 38 0 4500 1.98 1.95 0.60 23.65 1.98 1.91 79| 0 306 0 4600 1.38 0.50 22.76 0| 0 140 0 4700 0.94 0.39 22.27 0| 0 2,157 0 4800 0.55 0.60 0.28 21.84 0.55 0.55 3| 0 131 0 4900 0.33 0.37 0.20 21.62 0.33 0.33 1| 0 303 0 5000 0.13 0.08 21.50 0| 0 174 0 5200 0.01 0.01 22.24 0| 0 77 0 5600 0.01 0.00 25.00 0| 0 0 0 6000 Total 159| 0 3,639 0 Indicative a-t-m Vol 24.20 Underlying Price 46.800 Time to expiry: 77 Days Nov 10 9.09 0.93 32.69 0| 0 0 0 3800 7.24 0.89 30.00 0| 0 0 0 4000 5.50 0.82 28.13 0| 0 0 0 4200 4.69 0.77 27.14 0| 0 75 0 4300 3.92 0.72 26.25 0| 0 0 0 4400 3.00 3.21 0.66 25.40 3.00 3.00 20| 0 75 0 4500 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 39 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.58 0.59 24.75 0| 1 177 +1 4600 2.02 0.51 24.06 0| 0 75 0 4700 1.53 0.43 23.39 0| 75 164 +75 4800 0.39 0.16 21.88 0| 0 56 0 5200 0.09 0.05 22.29 0| 0 0 0 5600 0.01 0.01 21.00 0| 0 0 0 6000 Total 20| 76 622 +76 Indicative a-t-m Vol 24.37 Underlying Price 46.800 Time to expiry: 105 Days Dec 10 22.92 0.99 58.71 0| 0 0 0 2400 14.97 0.98 37.56 0| 0 0 0 3200 11.13 0.94 33.93 0| 0 0 0 3600 7.45 0.86 29.33 0| 0 5 0 4000 5.79 0.79 27.71 0| 0 0 0 4200 4.27 0.70 26.30 0| 0 4,214 0 4400 2.95 0.59 24.70 0| 0 3,373 0 4600 1.92 0.45 23.88 0| 0 13,602 0 4800 1.05 1.15 0.32 22.84 1.05 1.05 2| 0 8,314 0 5000 0.62 0.65 0.21 22.35 0.62 0.62 75| 0 4,482 0 5200 0.17 0.07 21.63 0| 0 13,668 0 5600 0.03 0.02 20.73 0| 0 7,025 0 6000 0.01 0.00 20.25 0| 0 1,177 0 6400 0.01 0.00 19.87 0| 0 144 0 7000 0.01 0.00 19.80 0| 0 20 0 8000 0.01 0.00 20.10 0| 0 4 0 9000 0.01 0.00 21.40 0| 0 0 0 12000 0.01 0.00 22.00 0| 0 0 0 16000 Total 77| 0 56,028 0 Indicative a-t-m Vol 24.90 Underlying Price 46.800 Time to expiry: 196 Days Mar 11 15.30 0.94 36.25 0| 0 0 0 3200 11.61 0.89 32.17 0| 0 0 0 3600 8.20 0.81 29.09 0| 0 122 0 4000 6.63 0.75 27.58 0| 0 0 0 4200 5.23 0.67 26.49 0| 0 393 0 4400 3.99 0.58 25.38 0| 0 532 0 4600 2.89 2.90 0.49 24.19 2.89 2.89 64| 0 2,321 0 4800 1.31 1.38 0.30 22.68 1.31 1.31 10| 3 1,377 0 5200 0.57 0.16 21.80 0| 0 2,018 0 5600 0.23 0.07 21.64 0| 0 1,719 0 6000 0.09 0.03 21.75 0| 0 224 0 6400 0.01 0.00 21.75 0| 0 204 0 7200 0.01 0.00 23.00 0| 0 0 0 8000 Total 74| 3 8,910 0 Indicative a-t-m Vol 25.04 Underlying Price 46.800 Time to expiry: 287 Days Jun 11 23.03 0.99 40.03 0| 0 0 0 2400 15.35 0.95 33.35 0| 0 0 0 3200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 40 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.72 0.89 30.57 0| 0 0 0 3600 8.41 0.80 28.35 0| 0 8 0 4000 6.89 0.74 27.10 0| 0 0 0 4200 5.55 0.67 26.33 0| 1 966 0 4400 4.35 0.59 25.47 0| 0 43 0 4600 3.27 0.50 24.40 0| 10 1,836 +10 4800 1.75 0.33 23.26 0| 0 1,401 0 5200 0.85 0.88 0.20 22.78 0.85 0.85 71| 0 252 0 5600 0.41 0.11 22.44 0| 0 2,278 0 6000 0.19 0.05 22.30 0| 0 27 0 6400 0.04 0.01 22.66 0| 0 0 0 7200 0.01 0.00 24.00 0| 0 50 0 8000 Total 71| 11 6,861 +10 Indicative a-t-m Vol 25.37 Underlying Price 46.800 Time to expiry: 469 Days Dec 11 23.13 0.98 41.06 0| 0 0 0 2400 15.66 0.92 34.55 0| 0 0 0 3200 9.07 0.77 29.27 0| 0 3,003 0 4000 6.31 0.65 26.92 0| 0 2,045 0 4400 4.05 0.51 24.71 0| 0 138 0 4800 3.16 0.44 23.91 0| 0 4,405 0 5000 1.53 0.25 23.11 0| 0 2,020 0 5600 0.89 0.17 22.60 0| 0 3,511 0 6000 0.25 0.06 22.68 0| 0 110 0 7000 0.11 0.03 24.23 0| 0 13 0 8000 0.05 0.01 25.36 0| 0 100 0 9000 0.01 0.00 28.01 0| 0 0 0 12000 0.01 0.00 31.62 0| 0 0 0 16000 Total 0| 0 15,345 0 Indicative a-t-m Vol 25.62 Underlying Price 46.800 Time to expiry: 651 Days Jun 12 23.13 0.98 41.42 0| 0 0 0 2400 15.82 0.91 35.51 0| 0 0 0 3200 9.44 0.75 30.01 0| 0 0 0 4000 6.69 0.64 27.03 0| 0 0 0 4400 4.52 0.51 25.02 0| 0 0 0 4800 1.94 0.28 23.21 0| 0 0 0 5600 1.25 0.20 22.80 0| 0 1 0 6000 0.22 0.04 24.31 0| 0 0 0 8000 Total 0| 0 1 0 Indicative a-t-m Vol 25.84 Underlying Price 46.800 Time to expiry: 840 Days Dec 12 23.21 0.98 41.47 0| 0 0 0 2400 16.09 0.89 35.84 0| 0 0 0 3200 9.90 0.73 30.12 0| 0 0 0 4000 7.22 0.63 27.26 0| 0 500 0 4400 5.07 0.52 25.23 0| 0 50 0 4800 4.24 0.46 24.58 0| 0 750 0 5000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 41 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.47 0.31 23.58 0| 0 4,650 0 5600 1.73 0.24 23.21 0| 0 3,556 0 6000 0.46 0.08 24.70 0| 0 0 0 8000 0.12 0.02 29.59 0| 0 0 0 12000 Total 0| 0 9,506 0 Indicative a-t-m Vol 26.10 Underlying Price 46.800 Time to expiry: 1022 Days Jun 13 16.08 0.89 36.35 0| 0 0 0 3200 9.98 0.73 30.42 0| 0 0 0 4000 7.37 0.63 27.56 0| 0 0 0 4400 5.27 0.52 25.47 0| 0 0 0 4800 2.01 0.26 23.68 0| 0 0 0 6000 0.59 0.09 24.74 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.52 Underlying Price 46.800 Time to expiry: 1204 Days Dec 13 23.21 0.98 42.00 0| 0 0 0 2400 16.24 0.88 36.42 0| 0 0 0 3200 10.28 0.72 30.55 0| 0 0 0 4000 5.70 0.52 25.81 0| 0 251 0 4800 2.36 0.28 23.65 0| 0 0 0 6000 0.86 0.12 25.01 0| 0 0 0 8000 0.29 0.04 28.99 0| 0 0 0 12000 Total 0| 0 251 0 Indicative a-t-m Vol 27.16 Underlying Price 46.800 Time to expiry: 1568 Days Dec 14 16.29 0.88 37.00 0| 0 0 0 3200 10.53 0.72 30.90 0| 0 0 0 4000 6.22 0.53 26.50 0| 0 0 0 4800 2.66 0.30 23.41 0| 0 0 0 6000 1.36 0.16 26.00 0| 0 0 0 8000 0.51 0.07 29.01 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 798| 191 141,789 +187 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.37 Underlying Price 46.800 Time to expiry: 14 Days Sep 10 0.01 0.00 54.41 0| 0 246 0 3200 0.01 0.00 46.24 0| 0 399 0 3600 0.01 -0.01 42.93 0| 0 151 0 3800 0.03 -0.02 38.69 0| 0 2,641 0 4000 0.05 0.06 -0.05 32.81 0.05 0.05 112| 0 1,081 0 4200 0.08 -0.07 28.41 0| 0 150 0 4300 0.14 -0.11 25.98 0| 0 9,034 0 4400 0.29 0.27 -0.20 24.15 0.29 0.29 50| 125 748 -35 4500 0.52 -0.35 22.95 0| 0 4,339 0 4600 1.03 0.94 -0.53 22.22 1.03 0.93 126| 50 164 0 4700 1.54 1.56 -0.71 21.74 1.54 1.54 50| 60 7,067 -10 4800 2.36 -0.84 21.95 0| 60 132 -20 4900 3.27 -0.92 22.92 0| 75 8,311 +75 5000 5.21 -0.99 23.98 0| 10 2,695 0 5200 9.20 -1.00 25.19 0| 0 1,038 0 5600 13.20 -1.00 26.38 0| 0 8 0 6000 17.20 -1.00 27.01 0| 0 200 0 6400 25.20 -1.00 27.37 0| 0 0 0 7200 33.20 -1.00 28.07 0| 0 0 0 8000 Total 338| 380 38,404 +10 Indicative a-t-m Vol 22.94 Underlying Price 46.800 Time to expiry: 42 Days Oct 10 0.08 -0.03 34.44 0| 0 75 0 3800 0.14 -0.06 30.93 0| 0 136 0 4000 0.28 -0.12 28.10 0| 0 189 0 4200 0.39 -0.16 26.76 0| 0 149 0 4300 0.64 0.56 -0.23 25.51 0.64 0.58 52| 0 311 0 4400 1.00 0.81 -0.30 24.78 1.00 1.00 1| 48 167 0 4500 1.26 1.12 -0.40 23.65 1.26 1.26 53| 0 190 0 4600 1.55 -0.50 22.76 0| 0 137 0 4700 2.17 2.11 -0.61 22.27 2.17 2.17 76| 0 244 0 4800 2.77 2.77 -0.72 21.84 2.77 2.77 50| 0 31 0 4900 3.55 -0.80 21.62 0| 0 0 0 5000 5.30 -0.92 21.50 0| 0 0 0 5200 9.20 -1.00 22.24 0| 0 0 0 5600 13.20 -1.00 25.00 0| 0 0 0 6000 Total 232| 48 1,629 0 Indicative a-t-m Vol 24.20 Underlying Price 46.800 Time to expiry: 77 Days Nov 10 0.24 -0.07 32.69 0| 0 150 0 3800 0.38 -0.11 30.00 0| 0 1,286 0 4000 0.64 -0.18 28.13 0| 0 4,718 0 4200 0.82 -0.23 27.14 0| 0 36 0 4300 1.06 -0.28 26.25 0| 0 152 0 4400 1.35 -0.34 25.40 0| 25 101 +25 4500 1.71 -0.41 24.75 0| 36 76 0 4600 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 43 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.15 -0.49 24.06 0| 0 0 0 4700 2.66 -0.57 23.39 0| 0 0 0 4800 5.53 -0.84 21.88 0| 0 0 0 5200 9.25 -0.96 22.29 0| 0 0 0 5600 13.20 -1.00 21.00 0| 0 0 0 6000 Total 0| 61 6,519 +25 Indicative a-t-m Vol 24.37 Underlying Price 46.800 Time to expiry: 105 Days Dec 10 0.06 -0.01 58.71 0| 0 523 0 2400 0.09 -0.02 37.56 0| 0 1,815 0 3200 0.24 -0.06 33.93 0| 0 4,892 0 3600 0.56 -0.14 29.33 0| 0 12,927 0 4000 0.89 -0.21 27.71 0| 0 218 0 4200 1.37 -0.30 26.30 0| 0 22,551 0 4400 2.04 -0.42 24.70 0| 0 3,571 0 4600 3.01 -0.55 23.88 0| 0 10,962 0 4800 4.24 -0.68 22.84 0| 0 10,497 0 5000 5.75 -0.79 22.35 0| 0 3,697 0 5200 9.29 -0.94 21.63 0| 0 8,722 -7 5600 13.20 -1.00 20.73 0| 0 2,452 0 6000 17.20 -1.00 20.25 0| 0 0 0 6400 23.20 -1.00 19.87 0| 0 0 0 7000 33.20 -1.00 19.80 0| 0 0 0 8000 43.20 -1.00 20.10 0| 0 0 0 9000 73.20 -1.00 21.40 0| 0 0 0 12000 113.20 -1.00 22.00 0| 0 50 0 16000 Total 0| 0 82,877 -7 Indicative a-t-m Vol 24.90 Underlying Price 46.800 Time to expiry: 196 Days Mar 11 0.34 -0.06 36.25 0| 0 251 0 3200 0.63 -0.11 32.17 0| 0 7,035 0 3600 1.20 -0.19 29.09 0| 30 5,432 0 4000 1.62 -0.26 27.58 0| 0 175 0 4200 2.22 -0.33 26.49 0| 102 2,656 0 4400 2.97 -0.42 25.38 0| 0 7,658 0 4600 3.87 -0.51 24.19 0| 0 3,007 0 4800 6.36 -0.71 22.68 0| 10 2,166 0 5200 9.58 -0.86 21.80 0| 0 71 0 5600 13.28 -0.95 21.64 0| 0 0 0 6000 17.20 -0.99 21.75 0| 0 0 0 6400 25.20 -1.00 21.75 0| 0 0 0 7200 33.20 -1.00 23.00 0| 0 0 0 8000 Total 0| 142 28,451 0 Indicative a-t-m Vol 25.04 Underlying Price 46.800 Time to expiry: 287 Days Jun 11 0.18 -0.03 40.03 0| 0 2 0 2400 0.71 -0.10 33.35 0| 0 391 0 3200 1.28 -0.17 30.57 0| 0 446 0 3600 2.25 -0.28 28.35 0| 0 3,970 0 4000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 44 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.89 -0.35 27.10 0| 0 147 0 4200 4.04 3.73 -0.42 26.33 4.04 4.04 50| 73 2,404 +73 4400 4.70 -0.50 25.47 0| 0 833 0 4600 5.78 -0.58 24.40 0| 0 2,842 0 4800 8.52 -0.73 23.26 0| 0 762 0 5200 11.83 -0.84 22.78 0| 0 122 0 5600 15.44 -0.92 22.44 0| 0 0 0 6000 19.24 -0.96 22.30 0| 0 0 0 6400 27.06 -0.99 22.66 0| 0 0 0 7200 34.98 -1.00 24.00 0| 0 0 0 8000 Total 50| 73 11,919 +73 Indicative a-t-m Vol 25.37 Underlying Price 46.800 Time to expiry: 469 Days Dec 11 0.60 -0.06 41.06 0| 0 50 0 2400 1.53 -0.14 34.55 0| 0 2,200 0 3200 3.40 -0.30 29.27 0| 0 1,500 0 4000 4.84 -0.41 26.92 0| 0 2,001 0 4400 6.75 -0.54 24.71 0| 0 781 0 4800 7.92 -0.61 23.91 0| 0 2,375 0 5000 12.39 -0.77 23.11 0| 0 2,000 0 5600 15.78 -0.85 22.60 0| 0 0 0 6000 25.14 -0.96 22.68 0| 0 2 0 7000 34.97 -0.98 25.14 0| 0 24 0 8000 44.82 -0.99 25.36 0| 0 0 0 9000 74.53 -1.00 28.01 0| 0 1 0 12000 114.18 -1.00 31.62 0| 0 1 0 16000 Total 0| 0 10,935 0 Indicative a-t-m Vol 25.62 Underlying Price 46.800 Time to expiry: 651 Days Jun 12 1.27 -0.09 41.42 0| 0 0 0 2400 2.75 -0.19 35.51 0| 0 0 0 3200 5.10 -0.35 30.01 0| 0 0 0 4000 6.61 -0.45 27.03 0| 0 0 0 4400 8.66 -0.57 25.02 0| 0 0 0 4800 14.35 -0.76 23.21 0| 0 0 0 5600 17.68 -0.83 22.80 0| 0 0 0 6000 36.39 -0.96 24.31 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.84 Underlying Price 46.800 Time to expiry: 840 Days Dec 12 1.79 -0.10 41.47 0| 0 0 0 2400 3.50 -0.20 35.84 0| 0 0 0 3200 5.84 -0.35 30.12 0| 0 500 0 4000 7.33 -0.44 27.26 0| 0 500 0 4400 9.30 -0.54 25.23 0| 0 1,500 0 4800 10.51 -0.59 24.58 0| 0 0 0 5000 14.78 -0.72 23.58 0| 0 5,650 0 5600 18.01 -0.78 23.21 0| 0 5 0 6000 36.53 -0.92 26.21 0| 0 0 0 8000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 45 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 75.15 -0.98 29.59 0| 0 0 0 12000 Total 0| 0 8,155 0 Indicative a-t-m Vol 26.10 Underlying Price 46.800 Time to expiry: 1022 Days Jun 13 4.64 -0.23 36.35 0| 0 0 0 3200 7.20 -0.37 30.42 0| 0 0 0 4000 8.79 -0.46 27.56 0| 0 0 0 4400 10.85 -0.55 25.47 0| 0 0 0 4800 19.61 -0.77 23.68 0| 0 0 0 6000 37.51 -0.92 24.33 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 26.52 Underlying Price 46.800 Time to expiry: 1204 Days Dec 13 3.02 -0.13 42.00 0| 0 0 0 2400 5.18 -0.23 36.42 0| 0 0 0 3200 7.73 -0.37 30.55 0| 0 0 0 4000 11.30 -0.53 25.81 0| 0 252 0 4800 19.79 -0.75 23.65 0| 0 0 0 6000 37.64 -0.89 25.66 0| 0 0 0 8000 75.26 -0.96 28.99 0| 0 0 0 12000 Total 0| 0 252 0 Indicative a-t-m Vol 27.16 Underlying Price 46.800 Time to expiry: 1568 Days Dec 14 6.60 -0.25 37.00 0| 0 0 0 3200 9.29 -0.37 30.90 0| 0 0 0 4000 12.98 -0.52 26.50 0| 0 0 0 4800 20.96 -0.73 23.41 0| 0 0 0 6000 38.41 -0.85 26.00 0| 0 0 0 8000 75.49 -0.88 34.58 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 620| 704 189,141 +101 Grand Total 1,418| 895 330,930 +288 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.37 Underlying Price 46.800 Time to expiry: 14 Days Sep 10 14.81 1.00 54.41 0| 0 0 0 3200 10.81 1.00 46.24 0| 0 0 0 3600 8.82 0.99 42.93 0| 0 0 0 3800 6.83 0.98 38.69 0| 0 0 0 4000 4.87 0.95 32.81 0| 0 0 0 4200 3.89 0.93 28.41 0| 0 0 0 4300 2.95 0.89 25.98 0| 0 0 0 4400 2.07 0.80 24.15 0| 0 0 0 4500 1.32 0.65 22.95 0| 0 0 0 4600 0.75 0.47 22.22 0| 0 0 0 4700 0.37 0.29 21.74 0| 0 253 0 4800 0.17 0.16 21.95 0| 0 0 0 4900 0.08 0.08 22.92 0| 0 14,910 0 5000 0.01 0.02 23.98 0| 0 500 0 5200 0.01 0.00 25.19 0| 0 1,051 0 5600 0.01 0.00 26.38 0| 0 7,520 0 6000 0.01 0.00 27.01 0| 0 750 0 6400 0.01 0.00 27.43 0| 0 1,090 0 7000 0.01 0.00 28.07 0| 0 20,000 0 8000 Total 0| 0 46,074 0 Indicative a-t-m Vol 24.44 Underlying Price 46.800 Time to expiry: 196 Days Mar 11 23.05 0.98 48.00 0| 0 0 0 2400 15.29 0.94 36.11 0| 0 0 0 3200 11.61 0.89 32.17 0| 0 0 0 3600 8.18 0.81 28.97 0| 0 0 0 4000 6.62 0.75 27.50 0| 0 0 0 4200 5.17 0.67 25.97 0| 0 0 0 4400 3.92 0.58 24.89 0| 0 0 0 4600 2.84 0.49 23.77 0| 0 0 0 4800 2.01 0.39 23.23 0| 0 0 0 5000 1.34 0.30 22.39 0| 0 22 0 5200 0.56 0.15 21.66 0| 0 508 0 5600 0.21 0.07 21.30 0| 0 100 0 6000 0.08 0.03 21.43 0| 0 0 0 6400 0.02 0.01 22.10 0| 0 4 0 7000 0.01 0.00 22.91 0| 0 16 0 8000 0.01 0.00 23.93 0| 0 0 0 9000 0.01 0.00 25.46 0| 0 0 0 10000 0.01 0.00 27.85 0| 0 0 0 12000 0.01 0.00 35.35 0| 0 0 0 16000 Total 0| 0 650 0 Indicative a-t-m Vol 25.21 Underlying Price 46.800 Time to expiry: 378 Days Sep 11 21.38 0.94 46.76 0| 0 1 0 2400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 47 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.21 0.86 36.99 0| 0 0 0 3200 10.91 0.80 33.26 0| 0 0 0 3600 7.92 0.70 30.00 0| 0 0 0 4000 5.17 0.59 26.28 0| 0 0 0 4400 3.27 0.45 24.75 0| 0 500 0 4800 2.54 0.38 24.18 0| 0 160 0 5000 1.04 0.20 22.75 0| 0 160 0 5600 0.55 0.12 22.19 0| 0 0 0 6000 0.08 0.02 20.91 0| 0 0 0 7000 0.02 0.01 21.37 0| 0 0 0 8000 0.01 0.00 22.18 0| 0 0 0 9000 0.01 0.00 23.49 0| 0 0 0 10000 0.01 0.00 25.97 0| 0 0 0 12000 0.01 0.00 32.34 0| 0 0 0 16000 Total 0| 0 821 0 Indicative a-t-m Vol 25.14 Underlying Price 46.800 Time to expiry: 560 Days Mar 12 21.95 0.92 44.26 0| 0 0 0 2400 15.03 0.84 35.55 0| 0 0 0 3200 11.89 0.78 32.35 0| 0 0 0 3600 8.99 0.70 29.34 0| 0 0 0 4000 6.40 0.60 26.67 0| 0 0 0 4400 4.30 0.48 24.48 0| 0 0 0 4800 3.38 0.42 23.42 0| 0 0 0 5000 1.69 0.26 22.08 0| 0 0 0 5600 1.03 0.18 21.59 0| 0 0 0 6000 0.24 0.06 20.49 0| 0 0 0 7000 0.06 0.02 20.20 0| 0 0 0 8000 0.02 0.01 20.90 0| 0 0 0 9000 0.01 0.00 21.32 0| 0 0 0 10000 0.01 0.00 22.90 0| 0 0 0 12000 0.01 0.00 27.00 0| 0 0 0 16000 Total 0| 0 0 0 Indicative a-t-m Vol 25.01 Underlying Price 46.800 Time to expiry: 749 Days Sep 12 20.32 0.90 42.18 0| 0 0 0 2400 13.80 0.81 34.16 0| 0 0 0 3200 8.45 0.65 29.38 0| 0 10 0 4000 6.06 0.56 26.58 0| 0 0 0 4400 4.09 0.45 24.33 0| 0 20 0 4800 1.95 0.27 23.04 0| 0 0 0 5600 1.22 0.19 22.13 0| 0 0 0 6000 0.09 0.02 20.07 0| 0 0 0 8000 0.02 0.00 25.88 0| 0 0 0 12000 Total 0| 0 30 0 Indicative a-t-m Vol 25.36 Underlying Price 46.800 Time to expiry: 924 Days Mar 13 20.94 0.89 41.75 0| 0 0 0 2400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 48 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.62 0.80 34.10 0| 0 0 0 3200 9.45 0.66 29.78 0| 0 0 0 4000 6.98 0.58 26.76 0| 0 0 0 4400 5.01 0.48 24.76 0| 0 0 0 4800 2.50 0.31 22.82 0| 0 0 0 5600 1.74 0.23 22.30 0| 0 0 0 6000 0.18 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 25.67 Underlying Price 46.800 Time to expiry: 1113 Days Sep 13 19.52 0.87 41.73 0| 0 0 0 2400 13.56 0.77 34.15 0| 0 0 0 3200 8.82 0.63 30.02 0| 0 10 0 4000 4.70 0.46 24.90 0| 0 0 0 4800 1.62 0.22 21.82 0| 0 0 0 6000 0.28 0.05 20.77 0| 0 0 0 8000 0.10 0.02 26.19 0| 0 0 0 12000 Total 0| 0 10 0 Indicative a-t-m Vol 25.81 Underlying Price 46.800 Time to expiry: 1295 Days Mar 14 19.99 0.87 40.43 0| 0 0 0 2400 14.07 0.78 32.96 0| 0 0 0 3200 9.76 0.65 30.45 0| 0 0 0 4000 5.42 0.48 24.99 0| 0 0 0 4800 2.15 0.26 22.16 0| 0 0 0 6000 0.42 0.07 20.61 0| 0 0 0 8000 0.20 0.03 26.40 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.59 Underlying Price 46.800 Time to expiry: 1477 Days Sep 14 12.83 0.75 32.65 0| 0 0 0 3200 8.52 0.62 28.79 0| 0 0 0 4000 4.97 0.46 25.02 0| 0 0 0 4800 1.88 0.24 21.67 0| 0 0 0 6000 0.38 0.07 20.14 0| 0 0 0 8000 0.20 0.03 25.93 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.12 Underlying Price 46.800 Time to expiry: 1659 Days Mar 15 13.63 0.76 33.09 0| 0 0 0 3200 9.02 0.63 28.07 0| 0 0 0 4000 5.47 0.48 24.60 0| 0 0 0 4800 2.35 0.27 21.90 0| 0 0 0 6000 0.60 0.09 20.61 0| 0 0 0 8000 0.37 0.05 26.53 0| 0 0 0 12000 Total 0| 0 0 0 Total Calls 0| 0 47,585 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 22.37 Underlying Price 46.800 Time to expiry: 14 Days Sep 10 0.01 0.00 54.41 0| 0 900 0 3200 0.01 0.00 46.24 0| 0 1,985 0 3600 0.01 -0.01 42.93 0| 0 0 0 3800 0.03 -0.02 38.69 0| 0 13,516 0 4000 0.06 -0.05 32.81 0| 0 0 0 4200 0.08 -0.07 28.41 0| 0 0 0 4300 0.14 -0.11 25.98 0| 0 440 0 4400 0.27 -0.20 24.15 0| 0 0 0 4500 0.52 -0.35 22.95 0| 0 591 0 4600 0.94 -0.53 22.22 0| 0 0 0 4700 1.56 -0.71 21.74 0| 0 315 0 4800 2.36 -0.84 21.95 0| 0 0 0 4900 3.27 -0.92 22.92 0| 0 2,140 0 5000 5.20 -0.98 23.98 0| 0 1,100 0 5200 9.19 -1.00 25.19 0| 0 66 0 5600 13.19 -1.00 26.38 0| 0 20 0 6000 17.19 -1.00 27.01 0| 0 230 0 6400 23.19 -1.00 27.43 0| 0 70 0 7000 33.19 -1.00 28.07 0| 0 0 0 8000 Total 0| 0 21,373 0 Indicative a-t-m Vol 24.44 Underlying Price 46.800 Time to expiry: 196 Days Mar 11 0.13 -0.02 48.00 0| 0 3,000 0 2400 0.33 -0.06 36.11 0| 0 500 0 3200 0.62 -0.11 32.17 0| 0 55 0 3600 1.18 -0.19 28.97 0| 0 521 0 4000 1.61 -0.25 27.50 0| 0 0 0 4200 2.14 -0.33 25.97 0| 0 97 0 4400 2.89 -0.42 24.89 0| 0 1,680 0 4600 3.79 -0.51 23.77 0| 0 1,450 0 4800 4.96 -0.61 23.23 0| 0 12,879 0 5000 6.28 -0.70 22.39 0| 0 580 0 5200 9.48 -0.85 21.66 0| 0 45 0 5600 13.10 -0.93 21.30 0| 0 130 0 6000 16.95 -0.97 21.43 0| 0 0 0 6400 22.86 -0.99 22.10 0| 0 20 0 7000 32.79 -1.00 22.91 0| 0 0 0 8000 42.74 -1.00 23.93 0| 0 0 0 9000 52.69 -1.00 25.46 0| 0 0 0 10000 72.59 -1.00 27.85 0| 0 0 0 12000 112.39 -1.00 35.35 0| 0 0 0 16000 Total 0| 0 20,957 0 Indicative a-t-m Vol 25.21 Underlying Price 46.800 Time to expiry: 378 Days Sep 11 0.67 -0.06 46.76 0| 0 0 0 2400 1.40 -0.14 36.99 0| 0 0 0 3200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 50 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.05 -0.20 33.26 0| 0 1,800 0 3600 3.02 -0.30 30.00 0| 0 2,030 0 4000 4.22 -0.41 26.28 0| 0 1,810 0 4400 6.27 -0.55 24.75 0| 0 300 0 4800 7.51 -0.62 24.18 0| 0 28 0 5000 11.95 -0.80 22.75 0| 0 0 0 5600 15.41 -0.88 22.19 0| 0 20 0 6000 24.82 -0.98 20.91 0| 0 20 0 7000 34.63 -0.99 21.37 0| 0 0 0 8000 44.50 -1.00 22.18 0| 0 0 0 9000 54.37 -1.00 23.49 0| 0 0 0 10000 74.13 -1.00 25.97 0| 0 0 0 12000 113.65 -1.00 32.34 0| 0 0 0 16000 Total 0| 0 6,008 0 Indicative a-t-m Vol 25.14 Underlying Price 46.800 Time to expiry: 560 Days Mar 12 1.06 -0.08 44.26 0| 0 80 0 2400 2.00 -0.16 35.55 0| 0 0 0 3200 2.78 -0.22 32.35 0| 0 0 0 3600 3.80 -0.30 29.34 0| 0 15 0 4000 5.14 -0.40 26.67 0| 0 0 0 4400 6.95 -0.52 24.48 0| 0 0 0 4800 8.00 -0.58 23.42 0| 0 0 0 5000 12.19 -0.74 22.08 0| 0 0 0 5600 15.46 -0.82 21.59 0| 0 0 0 6000 24.47 -0.94 20.49 0| 0 0 0 7000 34.10 -0.98 20.20 0| 0 0 0 8000 43.87 -0.99 20.90 0| 0 0 0 9000 53.66 -1.00 21.32 0| 0 0 0 10000 73.27 -1.00 22.90 0| 0 0 0 12000 112.50 -1.00 27.00 0| 0 0 0 16000 Total 0| 0 95 0 Indicative a-t-m Vol 25.01 Underlying Price 46.800 Time to expiry: 749 Days Sep 12 1.62 -0.10 42.18 0| 0 0 0 2400 2.87 -0.19 34.16 0| 0 0 0 3200 5.30 -0.35 29.38 0| 0 16 0 4000 6.80 -0.44 26.58 0| 0 0 0 4400 8.72 -0.55 24.33 0| 0 20 0 4800 14.35 -0.73 23.04 0| 0 0 0 5600 17.52 -0.81 22.13 0| 0 0 0 6000 35.83 -0.98 20.07 0| 0 0 0 8000 74.65 -1.00 25.88 0| 0 0 0 12000 Total 0| 0 36 0 Indicative a-t-m Vol 25.36 Underlying Price 46.800 Time to expiry: 924 Days Mar 13 2.01 -0.11 41.75 0| 0 0 0 2400 3.39 -0.20 34.10 0| 0 0 0 3200 5.92 -0.34 29.78 0| 0 40 0 4000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 51 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.30 -0.42 26.76 0| 0 0 0 4400 9.19 -0.52 24.76 0| 0 70 0 4800 14.37 -0.69 22.82 0| 0 0 0 5600 17.46 -0.77 22.30 0| 0 0 0 6000 35.16 -0.96 19.75 0| 0 0 0 8000 73.54 -0.99 25.54 0| 0 0 0 12000 Total 0| 0 110 0 Indicative a-t-m Vol 25.67 Underlying Price 46.800 Time to expiry: 1113 Days Sep 13 2.75 -0.13 41.73 0| 0 0 0 2400 4.40 -0.23 34.15 0| 0 0 0 3200 7.27 -0.37 30.02 0| 0 0 0 4000 10.76 -0.54 24.90 0| 0 0 0 4800 19.10 -0.78 21.82 0| 0 0 0 6000 36.79 -0.95 20.77 0| 0 0 0 8000 74.66 -0.98 26.19 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.81 Underlying Price 46.800 Time to expiry: 1295 Days Mar 14 2.92 -0.13 40.43 0| 0 0 0 2400 4.52 -0.22 32.96 0| 0 0 0 3200 7.73 -0.35 30.45 0| 0 0 0 4000 10.90 -0.52 24.99 0| 0 0 0 4800 18.90 -0.74 22.16 0| 0 0 0 6000 35.97 -0.93 20.61 0| 0 0 0 8000 73.34 -0.97 26.40 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.59 Underlying Price 46.800 Time to expiry: 1477 Days Sep 14 5.33 -0.25 32.65 0| 0 0 0 3200 8.43 -0.38 28.79 0| 0 0 0 4000 12.30 -0.54 25.02 0| 0 0 0 4800 20.33 -0.76 21.67 0| 0 0 0 6000 37.37 -0.93 20.14 0| 0 0 0 8000 74.27 -0.97 25.93 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 25.12 Underlying Price 46.800 Time to expiry: 1659 Days Mar 15 5.53 -0.24 32.54 0| 0 0 0 3200 8.37 -0.37 28.07 0| 0 0 0 4000 12.12 -0.52 24.60 0| 0 0 0 4800 19.96 -0.73 21.90 0| 0 0 0 6000 36.48 -0.91 20.61 0| 0 0 0 8000 72.77 -0.95 26.53 0| 0 0 0 12000 Total 0| 0 0 0 Total Puts 0| 0 48,579 0 Grand Total 0| 0 96,164 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.28 Underlying Price 86.250 Time to expiry: 14 Days Sep 10 42.26 1.00 79.00 0| 0 0 0 4400 38.26 1.00 73.38 0| 0 0 0 4800 30.26 1.00 61.96 0| 0 0 0 5600 22.27 1.00 51.67 0| 0 0 0 6400 18.28 0.99 47.17 0| 0 0 0 6800 14.31 0.98 43.17 0| 0 1,659 0 7200 10.42 0.95 39.66 0| 0 27 0 7600 8.55 0.91 38.10 0| 0 0 0 7800 6.77 0.85 36.97 0| 0 530 0 8000 5.13 0.77 35.65 0| 0 30 0 8200 3.63 0.66 33.88 0| 0 571 0 8400 2.39 0.53 32.29 0| 0 600 0 8600 2.00 1.51 0.39 32.24 2.00 2.00 100| 17 1,557 +1 8800 0.81 0.26 30.71 0| 7 43 -7 9000 0.40 0.47 0.16 31.56 0.40 0.40 100| 0 506 0 9200 0.19 0.08 29.88 0| 0 491 0 9400 0.08 0.04 29.44 0| 0 872 0 9600 0.01 0.01 28.75 0| 0 491 0 10000 0.01 0.00 28.45 0| 0 90 0 10500 0.01 0.00 28.76 0| 0 0 0 11000 0.01 0.00 31.00 0| 0 41 0 12000 Total 200| 24 7,508 -6 Indicative a-t-m Vol 32.88 Underlying Price 86.250 Time to expiry: 42 Days Oct 10 18.49 0.96 41.00 0| 0 0 0 6800 14.79 0.92 40.52 0| 0 0 0 7200 11.26 0.85 38.63 0| 0 9 0 7600 7.99 0.75 36.05 0| 0 0 0 8000 6.52 0.69 34.84 0| 0 0 0 8200 5.17 0.62 33.55 0| 0 0 0 8400 4.04 0.54 33.00 0| 0 0 0 8600 2.88 3.02 0.45 32.00 2.88 2.88 10| 0 0 0 8800 2.10 2.17 0.37 31.00 2.10 2.10 18| 0 40 0 9000 1.49 0.28 29.96 0| 0 525 0 9200 1.01 0.21 29.49 0| 0 52 0 9400 0.69 0.16 29.36 0| 0 0 0 9600 0.32 0.08 29.95 0| 0 129 0 10000 0.13 0.03 37.00 0| 0 0 0 11000 Total 28| 0 755 0 Indicative a-t-m Vol 33.61 Underlying Price 86.250 Time to expiry: 77 Days Nov 10 19.41 0.89 46.00 0| 0 0 0 6800 15.86 0.85 42.70 0| 0 0 0 7200 12.49 0.79 39.62 0| 0 0 0 7600 9.37 0.70 36.73 0| 0 0 0 8000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 53 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.98 0.66 35.60 0| 0 0 0 8200 6.76 0.60 35.00 0| 0 0 0 8400 5.55 0.54 33.80 0| 0 0 0 8600 4.42 0.48 32.32 0| 0 0 0 8800 3.59 0.42 32.00 0| 0 0 0 9000 2.74 0.36 30.78 0| 0 0 0 9200 1.60 0.24 29.87 0| 0 500 0 9600 0.89 0.15 29.20 0| 0 0 0 10000 Total 0| 0 500 0 Indicative a-t-m Vol 33.27 Underlying Price 86.250 Time to expiry: 105 Days Dec 10 54.41 0.99 81.00 0| 0 0 0 3200 46.56 0.98 73.12 0| 0 0 0 4000 42.65 0.98 68.60 0| 0 0 0 4400 38.76 0.97 64.08 0| 0 0 0 4800 31.06 0.95 55.54 0| 0 0 0 5600 27.28 0.93 51.65 0| 0 0 0 6000 23.57 0.90 48.05 0| 0 0 0 6400 19.95 0.87 44.75 0| 0 1,500 0 6800 16.47 0.82 41.68 0| 0 723 0 7200 13.25 0.76 39.25 0| 0 1,021 0 7600 10.26 0.69 36.74 0| 0 4,429 0 8000 7.59 0.60 34.38 0| 0 3,849 0 8400 5.33 0.49 32.40 0| 0 1,524 0 8800 4.00 3.65 0.39 31.50 4.00 4.00 2| 86 2,232 +48 9200 2.24 0.28 29.61 0| 0 929 0 9600 1.33 0.19 28.65 0| 0 2,260 0 10000 0.04 0.01 25.53 0| 0 490 0 12000 0.01 0.00 26.72 0| 0 0 0 14000 0.01 0.00 31.00 0| 0 0 0 16000 Total 2| 86 18,957 +48 Indicative a-t-m Vol 34.50 Underlying Price 86.250 Time to expiry: 196 Days Mar 11 39.13 0.96 52.00 0| 0 0 0 4800 31.90 0.92 49.31 0| 0 0 0 5600 24.97 0.86 45.14 0| 0 0 0 6400 18.40 0.78 40.68 0| 0 0 0 7200 15.59 0.73 39.50 0| 0 0 0 7600 12.65 0.67 36.79 0| 0 180 0 8000 10.14 0.60 35.14 0| 0 0 0 8400 8.02 0.53 34.00 0| 0 17 0 8800 6.08 0.45 32.50 0| 0 40 0 9200 4.34 0.37 30.61 0| 0 62 0 9600 3.13 0.29 29.76 0| 0 31 0 10000 0.49 0.46 0.07 27.53 0.49 0.49 11| 0 450 0 12000 0.12 0.02 30.00 0| 0 0 0 14000 Total 11| 0 780 0 Indicative a-t-m Vol 34.39 Underlying Price 86.250 Time to expiry: 287 Days Jun 11 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 54 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 46.76 0.98 51.00 0| 0 0 0 4000 39.24 0.96 48.48 0| 0 0 0 4800 32.00 0.92 45.19 0| 0 0 0 5600 28.54 0.89 43.51 0| 0 0 0 6000 25.19 0.86 41.85 0| 0 0 0 6400 18.94 0.77 38.77 0| 0 0 0 7200 16.15 0.72 37.50 0| 0 0 0 7600 13.62 0.66 36.50 0| 0 0 0 8000 11.15 0.60 35.00 0| 0 30 0 8400 9.06 0.54 33.91 0| 0 0 0 8800 7.13 0.47 32.50 0| 0 115 0 9200 5.66 0.40 31.87 0| 50 50 +50 9600 4.39 0.34 31.21 0| 0 0 0 10000 1.01 0.11 28.86 0| 0 51 0 12000 0.23 0.03 28.59 0| 0 0 0 14000 0.08 0.01 30.00 0| 0 0 0 16000 Total 0| 50 246 +50 Indicative a-t-m Vol 35.97 Underlying Price 86.250 Time to expiry: 469 Days Dec 11 40.47 0.92 52.00 0| 0 0 0 4800 30.16 0.85 44.24 0| 0 0 0 6000 21.33 0.74 39.65 0| 0 0 0 7200 18.68 0.70 38.25 0| 0 400 0 7600 16.38 0.65 37.31 0| 0 808 0 8000 12.29 0.55 35.60 0| 0 25 0 8800 9.00 0.46 34.24 0| 0 0 0 9600 3.11 0.22 31.51 0| 0 0 0 12000 0.38 0.04 29.00 0| 0 24 0 16000 Total 0| 0 1,257 0 Indicative a-t-m Vol 35.19 Underlying Price 86.250 Time to expiry: 651 Days Jun 12 40.72 0.92 49.94 0| 0 0 0 4800 31.19 0.84 44.53 0| 0 0 0 6000 17.51 0.65 36.46 0| 0 0 0 8000 13.53 0.57 34.83 0| 0 0 0 8800 9.95 0.47 32.79 0| 0 0 0 9600 3.66 0.24 29.59 0| 0 0 0 12000 0.78 0.07 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Calls 241| 160 30,003 +92 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.28 Underlying Price 86.250 Time to expiry: 14 Days Sep 10 0.01 0.00 79.00 0| 0 0 0 4400 0.01 0.00 73.38 0| 0 60 0 4800 0.01 0.00 61.96 0| 0 242 0 5600 0.01 0.00 51.67 0| 0 591 0 6400 0.01 -0.01 47.17 0| 0 306 0 6800 0.05 -0.02 43.17 0| 0 1,406 0 7200 0.16 -0.05 39.66 0| 0 4,093 -80 7600 0.29 -0.09 38.10 0| 0 200 0 7800 0.51 -0.15 36.97 0| 0 2,205 0 8000 1.03 0.87 -0.23 35.65 1.03 0.62 Q 302| 20 2,544 +20 8200 1.57 1.37 -0.34 33.88 1.57 1.07 504| 3 2,082 +3 8400 2.12 -0.47 32.29 0| 0 1,968 0 8600 3.25 -0.61 32.24 0| 0 85 0 8800 4.55 -0.74 30.71 0| 0 251 0 9000 6.20 -0.84 31.56 0| 0 3 0 9200 7.93 -0.92 29.88 0| 0 0 0 9400 9.82 -0.96 29.44 0| 0 21 0 9600 13.75 -1.00 28.75 0| 0 0 0 10000 18.75 -1.00 28.45 0| 0 0 0 10500 23.75 -1.00 28.76 0| 0 0 0 11000 33.75 -1.00 31.00 0| 0 0 0 12000 Total 806| 23 16,057 -57 Indicative a-t-m Vol 32.88 Underlying Price 86.250 Time to expiry: 42 Days Oct 10 0.20 -0.04 41.00 0| 0 0 0 6800 0.50 -0.08 40.52 0| 0 77 0 7200 0.97 -0.15 38.63 0| 0 20 0 7600 1.69 -0.25 36.05 0| 0 472 0 8000 2.22 -0.31 34.84 0| 0 61 0 8200 2.87 -0.38 33.55 0| 0 616 0 8400 3.74 -0.47 33.00 0| 0 513 0 8600 4.72 -0.55 32.00 0| 20 20 +9 8800 5.87 -0.63 31.00 0| 0 0 0 9000 7.19 -0.72 29.96 0| 0 0 0 9200 8.72 -0.79 29.49 0| 0 0 0 9400 10.39 -0.84 29.36 0| 0 0 0 9600 14.03 -0.92 29.95 0| 0 1 0 10000 23.84 -0.97 37.00 0| 0 0 0 11000 Total 0| 20 1,780 +9 Indicative a-t-m Vol 33.61 Underlying Price 86.250 Time to expiry: 77 Days Nov 10 1.06 -0.11 46.00 0| 0 0 0 6800 1.50 -0.15 42.70 0| 0 1 0 7200 2.13 -0.21 39.62 0| 0 2 0 7600 3.00 -0.30 36.73 0| 0 22 0 8000 3.62 -0.35 35.60 0| 0 0 0 8200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 56 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.39 -0.40 35.00 0| 0 0 0 8400 5.17 -0.46 33.80 0| 0 0 0 8600 6.05 -0.52 32.32 0| 0 0 0 8800 7.22 -0.58 32.00 0| 0 0 0 9000 8.37 -0.65 30.78 0| 0 0 0 9200 11.23 -0.76 29.87 0| 0 0 0 9600 14.53 -0.85 29.20 0| 0 0 0 10000 Total 0| 0 25 0 Indicative a-t-m Vol 33.27 Underlying Price 86.250 Time to expiry: 105 Days Dec 10 0.09 -0.01 81.00 0| 0 50 0 3200 0.22 -0.02 73.12 0| 0 44 0 4000 0.29 -0.02 68.60 0| 0 21 0 4400 0.40 -0.03 64.08 0| 0 2,011 0 4800 0.67 -0.05 55.54 0| 0 543 0 5600 0.89 -0.07 51.65 0| 0 558 0 6000 1.16 -0.10 48.05 0| 0 2,173 0 6400 1.54 -0.13 44.75 0| 0 1,976 0 6800 2.05 -0.18 41.68 0| 0 3,281 0 7200 2.82 -0.24 39.25 0| 0 8,556 0 7600 3.82 -0.31 36.74 0| 0 2,394 0 8000 5.14 -0.40 34.38 0| 0 7,116 0 8400 6.88 -0.51 32.40 0| 0 525 0 8800 9.20 -0.61 31.50 0| 0 57 0 9200 11.79 -0.72 29.61 0| 0 16 0 9600 14.89 -0.81 28.65 0| 0 0 0 10000 33.75 -1.00 25.53 0| 0 0 0 12000 53.75 -1.00 26.72 0| 0 0 0 14000 73.75 -1.00 31.00 0| 0 0 0 16000 Total 0| 0 29,321 0 Indicative a-t-m Vol 34.50 Underlying Price 86.250 Time to expiry: 196 Days Mar 11 0.64 -0.04 52.00 0| 0 31 0 4800 1.36 -0.08 49.31 0| 0 54 0 5600 2.40 -0.14 45.14 0| 0 96 0 6400 3.79 -0.22 40.68 0| 0 610 0 7200 4.97 -0.27 39.50 0| 0 314 0 7600 6.01 -0.33 36.79 0| 0 519 0 8000 7.49 -0.40 35.14 0| 0 29 0 8400 9.36 -0.48 34.00 0| 0 527 0 8800 11.41 -0.55 32.50 0| 0 6 0 9200 13.67 -0.64 30.61 0| 0 0 0 9600 16.46 -0.71 29.76 0| 0 0 0 10000 33.92 -0.95 27.53 0| 0 0 0 12000 53.75 -1.00 30.00 0| 0 0 0 14000 Total 0| 0 2,186 0 Indicative a-t-m Vol 34.39 Underlying Price 86.250 Time to expiry: 287 Days Jun 11 0.53 -0.03 51.00 0| 0 68 0 4000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 57 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.20 -0.06 48.48 0| 0 57 0 4800 2.14 -0.11 45.19 0| 0 41 0 5600 2.81 -0.14 43.51 0| 0 51 0 6000 3.58 -0.18 41.85 0| 0 0 0 6400 5.57 -0.26 38.77 0| 0 2 0 7200 6.92 -0.32 37.50 0| 0 500 0 7600 8.51 -0.37 36.50 0| 0 0 0 8000 10.15 -0.43 35.00 0| 0 0 0 8400 12.17 -0.50 33.91 0| 0 125 0 8800 14.33 -0.56 32.50 0| 0 0 0 9200 16.93 -0.63 31.87 0| 0 0 0 9600 19.72 -0.68 31.21 0| 0 0 0 10000 36.43 -0.90 28.86 0| 0 0 0 12000 55.57 -0.97 28.59 0| 0 0 0 14000 75.29 -0.99 30.00 0| 0 0 0 16000 Total 0| 0 844 0 Indicative a-t-m Vol 35.97 Underlying Price 86.250 Time to expiry: 469 Days Dec 11 3.22 -0.10 52.00 0| 0 0 0 4800 5.05 -0.17 44.24 0| 0 0 0 6000 8.34 -0.28 39.65 0| 0 0 0 7200 9.69 -0.32 38.25 0| 0 800 0 7600 11.41 -0.36 37.31 0| 0 700 0 8000 15.32 -0.46 35.60 0| 0 0 0 8800 20.01 -0.55 34.24 0| 0 0 0 9600 38.08 -0.80 31.51 0| 0 0 0 12000 75.32 -0.97 29.00 0| 0 0 0 16000 Total 0| 0 1,500 0 Indicative a-t-m Vol 35.19 Underlying Price 86.250 Time to expiry: 651 Days Jun 12 4.70 -0.13 49.94 0| 0 0 0 4800 7.57 -0.20 44.53 0| 0 0 0 6000 14.17 -0.38 36.46 0| 0 0 0 8000 18.26 -0.47 34.83 0| 0 0 0 8800 22.73 -0.55 32.79 0| 0 0 0 9600 40.35 -0.78 29.59 0| 0 0 0 12000 76.82 -0.94 29.02 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 806| 43 51,713 -48 Grand Total 1,047| 203 81,716 +44 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.28 Underlying Price 86.250 Time to expiry: 14 Days Sep 10 54.26 1.00 89.17 0| 0 0 0 3200 46.26 1.00 84.06 0| 0 30 0 4000 42.26 1.00 79.00 0| 0 0 0 4400 38.26 1.00 73.38 0| 0 0 0 4800 30.26 1.00 61.96 0| 0 0 0 5600 26.26 1.00 56.61 0| 0 4,000 0 6000 22.27 1.00 51.67 0| 0 838 0 6400 18.28 0.99 47.17 0| 0 356 0 6800 14.31 0.98 43.17 0| 0 110 0 7200 10.42 0.95 39.66 0| 0 324 0 7600 8.55 0.91 38.10 0| 0 0 0 7800 6.77 0.85 36.97 0| 0 445 0 8000 5.13 0.77 35.65 0| 0 0 0 8200 3.63 0.66 33.88 0| 0 704 0 8400 2.39 0.53 32.29 0| 0 0 0 8600 1.51 0.39 32.24 0| 0 533 0 8800 0.81 0.26 30.71 0| 0 0 0 9000 0.47 0.16 31.56 0| 0 319 0 9200 0.19 0.08 29.88 0| 0 0 0 9400 0.08 0.04 29.44 0| 0 255 0 9600 0.01 0.01 28.75 0| 0 526 0 10000 0.01 0.00 28.76 0| 0 0 0 11000 0.01 0.00 31.00 0| 0 2,543 0 12000 Total 0| 0 10,983 0 Indicative a-t-m Vol 33.80 Underlying Price 86.250 Time to expiry: 196 Days Mar 11 46.60 0.99 50.62 0| 0 0 0 4000 39.13 0.96 52.00 0| 0 0 0 4800 31.90 0.92 49.31 0| 0 0 0 5600 28.39 0.89 47.31 0| 0 0 0 6000 24.97 0.86 45.14 0| 0 212 0 6400 18.40 0.78 40.68 0| 0 0 0 7200 15.42 0.73 38.64 0| 0 0 0 7600 12.65 0.67 36.79 0| 0 4 0 8000 10.14 0.60 35.14 0| 0 190 0 8400 7.71 0.52 32.75 0| 0 300 0 8800 5.93 0.45 31.88 0| 0 0 0 9200 4.34 0.37 30.61 0| 0 0 0 9600 3.13 0.29 29.76 0| 0 0 0 10000 0.46 0.07 27.53 0| 0 772 0 12000 0.12 0.02 30.00 0| 0 0 0 14000 0.11 0.01 36.31 0| 0 0 0 16000 Total 0| 0 1,478 0 Indicative a-t-m Vol 35.18 Underlying Price 86.250 Time to expiry: 378 Days Sep 11 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 59 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 38.35 0.91 50.00 0| 0 0 0 4800 35.04 0.89 48.67 0| 0 3,000 0 5200 28.65 0.84 45.39 0| 0 0 0 6000 25.55 0.80 43.68 0| 0 2,310 0 6400 20.05 0.73 41.09 0| 0 0 0 7200 14.61 0.63 36.88 0| 0 2,500 0 8000 10.42 0.53 34.70 0| 0 2 0 8800 6.82 0.41 32.07 0| 0 0 0 9600 1.49 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 35.23 Underlying Price 86.250 Time to expiry: 560 Days Mar 12 40.60 0.89 52.02 0| 0 0 0 4800 31.07 0.82 45.46 0| 0 0 0 6000 22.73 0.72 40.59 0| 0 5,000 0 7200 17.96 0.65 38.22 0| 0 0 0 8000 13.10 0.56 34.39 0| 0 0 0 8800 9.26 0.46 31.77 0| 0 0 0 9600 2.72 0.20 27.24 0| 0 0 0 12000 0.46 0.04 27.24 0| 0 0 0 16000 Total 0| 0 5,000 0 Total Calls 0| 0 25,273 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 32.28 Underlying Price 86.250 Time to expiry: 14 Days Sep 10 0.01 0.00 89.17 0| 0 0 0 3200 0.01 0.00 84.06 0| 0 0 0 4000 0.01 0.00 79.00 0| 0 5 0 4400 0.01 0.00 73.38 0| 0 275 0 4800 0.01 0.00 61.96 0| 0 280 0 5600 0.01 0.00 56.61 0| 0 20 0 6000 0.01 0.00 51.67 0| 0 267 0 6400 0.01 -0.01 47.17 0| 0 728 0 6800 0.05 -0.02 43.17 0| 0 327 0 7200 0.16 -0.05 39.66 0| 0 438 0 7600 0.29 -0.09 38.10 0| 0 0 0 7800 0.51 -0.15 36.97 0| 0 336 0 8000 0.87 -0.23 35.65 0| 0 40 0 8200 1.37 -0.34 33.88 0| 0 300 0 8400 2.12 -0.47 32.29 0| 0 0 0 8600 3.25 -0.61 32.24 0| 0 0 0 8800 4.55 -0.74 30.71 0| 0 0 0 9000 6.20 -0.84 31.56 0| 0 0 0 9200 7.92 -0.92 29.88 0| 0 0 0 9400 9.81 -0.96 29.44 0| 0 0 0 9600 13.74 -0.99 28.75 0| 0 0 0 10000 23.73 -1.00 28.76 0| 0 0 0 11000 33.73 -1.00 31.00 0| 0 0 0 12000 Total 0| 0 3,016 0 Indicative a-t-m Vol 33.80 Underlying Price 86.250 Time to expiry: 196 Days Mar 11 0.15 -0.01 50.62 0| 0 1,199 0 4000 0.64 -0.04 52.00 0| 0 1,828 0 4800 1.36 -0.08 49.31 0| 0 50 0 5600 1.84 -0.11 47.31 0| 0 0 0 6000 2.39 -0.14 45.14 0| 0 110 0 6400 3.78 -0.22 40.68 0| 0 64 0 7200 4.78 -0.27 38.64 0| 0 176 0 7600 5.99 -0.33 36.79 0| 0 208 0 8000 7.47 -0.40 35.14 0| 0 0 0 8400 9.01 -0.48 32.75 0| 0 10 0 8800 11.21 -0.55 31.88 0| 0 0 0 9200 13.60 -0.63 30.61 0| 0 0 0 9600 16.37 -0.71 29.76 0| 0 0 0 10000 33.60 -0.93 27.53 0| 0 10 0 12000 53.16 -0.98 30.00 0| 0 0 0 14000 73.05 -0.99 36.31 0| 0 0 0 16000 Total 0| 0 3,655 0 Indicative a-t-m Vol 35.18 Underlying Price 86.250 Time to expiry: 378 Days Sep 11 2.10 -0.09 50.00 0| 0 0 0 4800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 61 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.74 -0.11 48.67 0| 0 0 0 5200 4.26 -0.16 45.39 0| 0 0 0 6000 5.11 -0.20 43.68 0| 0 0 0 6400 7.51 -0.27 41.09 0| 0 18 0 7200 9.97 -0.37 36.88 0| 0 0 0 8000 13.69 -0.47 34.70 0| 0 0 0 8800 17.99 -0.59 32.07 0| 0 0 0 9600 36.38 -0.86 27.88 0| 0 0 0 12000 74.51 -0.99 27.00 0| 0 0 0 16000 Total 0| 0 18 0 Indicative a-t-m Vol 35.23 Underlying Price 86.250 Time to expiry: 560 Days Mar 12 4.01 -0.11 52.02 0| 0 0 0 4800 6.25 -0.18 45.46 0| 0 0 0 6000 9.67 -0.28 40.59 0| 0 0 0 7200 12.75 -0.35 38.22 0| 0 0 0 8000 15.74 -0.44 34.39 0| 0 0 0 8800 19.75 -0.54 31.77 0| 0 0 0 9600 36.74 -0.80 27.24 0| 0 0 0 12000 73.72 -0.96 27.24 0| 0 0 0 16000 Total 0| 0 0 0 Total Puts 0| 0 6,689 0 Grand Total 0| 0 31,962 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.98 Underlying Price 17.050 Time to expiry: 14 Days Sep 10 7.45 1.00 48.00 0| 0 0 0 960 7.05 1.00 45.25 0| 0 0 0 1000 5.05 1.00 36.47 0| 0 0 0 1200 4.05 1.00 34.06 0| 0 0 0 1300 3.05 1.00 32.42 0| 0 0 0 1400 2.06 0.98 31.30 0| 0 0 0 1500 1.57 0.95 29.40 0| 0 0 0 1550 1.14 0.85 31.80 0| 0 0 0 1600 0.75 0.71 30.91 0| 0 120 0 1650 0.44 0.53 30.02 0| 0 422 0 1700 0.23 0.34 29.61 0| 0 0 0 1750 0.10 0.19 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 28.76 Underlying Price 17.050 Time to expiry: 105 Days Dec 10 7.47 1.00 30.08 0| 0 0 0 960 7.07 1.00 31.93 0| 0 0 0 1000 5.11 0.98 35.19 0| 0 0 0 1200 3.27 0.88 33.40 0| 0 0 0 1400 2.44 0.80 31.89 0| 0 0 0 1500 1.70 0.69 30.17 0| 0 0 0 1600 1.10 0.54 28.84 0| 0 60 0 1700 0.63 0.39 27.15 0| 0 360 0 1800 0.33 0.25 26.16 0| 0 290 0 1900 0.16 0.14 25.51 0| 0 1,580 0 2000 0.03 0.03 24.80 0| 0 0 0 2200 0.01 0.01 25.68 0| 0 0 0 2400 0.01 0.00 31.65 0| 0 0 0 2800 Total 0| 0 2,290 0 Indicative a-t-m Vol 29.20 Underlying Price 17.050 Time to expiry: 196 Days Mar 11 7.51 0.99 35.90 0| 0 0 0 960 7.13 0.99 36.24 0| 0 0 0 1000 5.26 0.93 35.58 0| 0 0 0 1200 3.54 0.83 33.13 0| 0 0 0 1400 2.78 0.75 31.70 0| 0 0 0 1500 2.10 0.66 30.26 0| 0 40 0 1600 1.52 0.56 29.26 0| 0 21 0 1700 1.04 0.45 27.87 0| 0 40 0 1800 0.68 0.34 26.98 0| 0 0 0 1900 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 63 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.42 0.24 26.26 0| 0 0 0 2000 0.15 0.10 25.28 0| 0 0 0 2200 0.05 0.04 25.11 0| 0 0 0 2400 0.01 0.01 27.02 0| 0 0 0 2800 Total 0| 0 101 0 Indicative a-t-m Vol 29.81 Underlying Price 17.050 Time to expiry: 287 Days Jun 11 7.63 0.96 48.01 0| 0 0 0 960 7.23 0.96 45.00 0| 0 0 0 1000 5.41 0.91 40.00 0| 0 0 0 1200 3.56 0.84 30.95 0| 0 0 0 1400 2.87 0.75 31.50 0| 0 0 0 1500 2.10 0.67 28.06 0| 0 0 0 1600 1.69 0.57 30.00 0| 0 0 0 1700 1.06 0.45 26.11 0| 0 0 0 1800 0.46 0.25 24.86 0| 0 0 0 2000 0.17 0.11 23.92 0| 0 0 0 2200 0.10 0.07 26.00 0| 0 0 0 2400 Total 0| 0 0 0 Total Calls 0| 0 3,333 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 29.98 Underlying Price 17.050 Time to expiry: 14 Days Sep 10 0.01 0.00 48.00 0| 0 0 0 960 0.01 0.00 45.25 0| 0 0 0 1000 0.01 0.00 36.47 0| 0 0 0 1200 0.01 0.00 34.06 0| 0 0 0 1300 0.01 0.00 32.42 0| 0 0 0 1400 0.01 -0.02 31.30 0| 0 37 0 1500 0.02 -0.05 29.40 0| 0 0 0 1550 0.09 -0.15 31.80 0| 0 101 0 1600 0.20 -0.29 30.91 0| 0 0 0 1650 0.39 -0.47 30.02 0| 0 130 0 1700 0.68 -0.66 29.61 0| 0 0 0 1750 1.05 -0.82 28.84 0| 0 0 0 1800 1.96 -0.97 29.01 0| 0 0 0 1900 2.95 -1.00 28.56 0| 0 0 0 2000 4.95 -1.00 27.51 0| 0 0 0 2200 6.95 -1.00 26.11 0| 0 0 0 2400 10.95 -1.00 22.00 0| 0 0 0 2800 Total 0| 0 268 0 Indicative a-t-m Vol 28.76 Underlying Price 17.050 Time to expiry: 105 Days Dec 10 0.01 0.00 30.08 0| 0 0 0 960 0.01 0.00 31.93 0| 0 0 0 1000 0.03 -0.02 35.19 0| 0 0 0 1200 0.19 -0.12 33.40 0| 0 60 0 1400 0.35 -0.20 31.89 0| 0 0 0 1500 0.61 -0.31 30.17 0| 0 50 0 1600 1.01 -0.46 28.84 0| 0 120 0 1700 1.54 -0.61 27.15 0| 0 0 0 1800 2.24 -0.76 26.16 0| 0 80 0 1900 3.07 -0.87 25.51 0| 0 42 0 2000 4.96 -0.98 24.80 0| 0 0 0 2200 6.95 -1.00 25.68 0| 0 0 0 2400 10.95 -1.00 31.65 0| 0 0 0 2800 Total 0| 0 352 0 Indicative a-t-m Vol 29.20 Underlying Price 17.050 Time to expiry: 196 Days Mar 11 0.02 -0.01 35.90 0| 0 0 0 960 0.03 -0.01 36.24 0| 0 0 0 1000 0.15 -0.07 35.58 0| 0 0 0 1200 0.42 -0.17 33.13 0| 0 40 0 1400 0.66 -0.25 31.70 0| 0 20 0 1500 0.97 -0.34 30.26 0| 0 0 0 1600 1.39 -0.44 29.26 0| 0 0 0 1700 1.91 -0.56 27.87 0| 0 0 0 1800 2.55 -0.67 26.98 0| 0 0 0 1900 3.29 -0.77 26.26 0| 0 0 0 2000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 65 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 5.03 -0.91 25.28 0| 0 0 0 2200 6.96 -0.98 25.11 0| 0 0 0 2400 10.95 -1.00 27.02 0| 0 0 0 2800 Total 0| 0 60 0 Indicative a-t-m Vol 29.81 Underlying Price 17.050 Time to expiry: 287 Days Jun 11 0.27 -0.07 48.01 0| 0 0 0 960 0.27 -0.08 45.00 0| 0 0 0 1000 0.54 -0.15 40.00 0| 0 0 0 1200 0.76 -0.25 30.53 0| 0 0 0 1400 1.20 -0.34 31.50 0| 0 0 0 1500 1.49 -0.43 28.06 0| 0 0 0 1600 2.18 -0.52 30.00 0| 0 0 0 1700 2.63 -0.63 26.11 0| 0 0 0 1800 4.14 -0.80 24.86 0| 0 0 0 2000 5.91 -0.91 23.92 0| 0 0 0 2200 7.84 -0.95 26.00 0| 0 0 0 2400 Total 0| 0 0 0 Total Puts 0| 0 680 0 Grand Total 0| 0 4,013 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 40.20 Underlying Price 44.375 Time to expiry: 14 Days Sep 10 24.38 1.00 94.00 0| 0 0 0 2000 22.38 1.00 89.53 0| 0 0 0 2200 20.38 1.00 84.35 0| 0 0 0 2400 18.38 1.00 79.12 0| 0 0 0 2600 16.38 1.00 74.00 0| 0 200 0 2800 14.38 1.00 69.07 0| 0 0 0 3000 12.39 1.00 64.42 0| 0 416 0 3200 11.40 0.99 62.20 0| 0 2,050 0 3300 10.29 0.99 59.80 0| 0 6,750 0 3412 9.42 0.98 57.27 0| 0 885 0 3500 8.43 0.98 54.31 0| 0 8,235 0 3600 7.46 0.96 52.67 0| 0 550 0 3700 6.58 0.95 49.73 0| 0 324 0 3791 6.51 0.94 51.44 0| 0 3,038 0 3800 5.57 0.91 48.84 0| 0 868 0 3900 4.71 0.86 49.52 0| 0 10,739 0 4000 3.83 0.81 46.38 0| 0 425 0 4100 3.26 0.77 44.86 0| 1,330 5,010 -1,242 4170 3.00 0.75 43.70 0| 0 50 0 4200 1.53 2.30 0.66 42.60 1.53 1.53 10| 9 1,031 0 4300 1.00 1.64 0.56 40.12 1.00 1.00 4,135| 2,300 6,304 +1,985 4400 0.60 1.17 0.45 40.32 1.10 0.60 115| 0 1,067 0 4500 0.64 0.97 0.40 39.99 0.64 0.64 75| 0 2,390 0 4549 0.35 0.77 0.34 39.23 0.97 S 0.35 1,176| 25 537 0 4600 0.30 0.48 0.24 38.38 0.30 0.30 50| 0 585 0 4700 0.40 0.32 0.17 39.62 0.40 0.37 1,530| 0 10,994 0 4800 0.11 0.15 0.10 38.41 0.11 0.11 75| 0 5,344 0 4929 0.01 0.01 34.69 0| 0 2,129 0 5200 0.01 0.01 34.38 0| 0 4,656 0 5308 0.01 0.00 31.67 0| 0 460 0 5687 0.01 0.00 30.21 0| 0 93 0 6066 0.01 0.00 29.53 0| 0 100 0 6400 0.01 0.00 29.41 0| 0 6 0 6824 0.01 0.00 29.92 0| 0 0 0 7200 0.01 0.00 31.00 0| 0 587 0 7582 0.01 0.00 32.00 0| 0 120 0 8000 Total 7,166| 3,664 75,943 +743 Indicative a-t-m Vol 40.35 Underlying Price 44.375 Time to expiry: 42 Days Oct 10 16.50 0.98 72.94 0| 0 0 0 2800 14.55 0.96 67.72 0| 0 0 0 3000 12.62 0.95 62.67 0| 0 0 0 3200 10.72 0.93 58.14 0| 0 0 0 3400 9.80 0.91 56.44 0| 0 0 0 3500 8.82 0.90 52.31 0| 0 75 0 3600 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 67 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.96 0.87 51.64 0| 0 75 0 3700 7.06 0.84 48.94 0| 0 67 0 3800 6.28 0.80 48.93 0| 0 50 0 3900 5.42 0.77 46.09 0| 0 242 0 4000 4.66 0.72 44.70 0| 0 14 0 4100 3.95 0.67 43.63 0| 0 170 0 4200 3.27 0.62 41.98 0| 0 75 0 4300 2.67 0.55 40.68 0| 750 836 +198 4400 1.83 2.15 0.49 39.82 2.54 1.83 207| 0 143 0 4500 1.71 0.42 39.14 0| 0 221 0 4600 1.30 0.36 37.98 2,000| 0 78 0 4700 0.96 0.29 36.89 500| 0 744 0 4800 0.26 0.11 35.10 0| 27 2,784 +27 5200 0.07 0.03 35.66 0| 0 50 0 5600 Total 2,707| 777 5,624 +225 Indicative a-t-m Vol 41.33 Underlying Price 44.375 Time to expiry: 77 Days Nov 10 11.15 0.88 54.70 0| 0 0 0 3400 9.42 0.84 51.66 0| 0 0 0 3600 7.77 0.79 48.89 0| 0 0 0 3800 6.98 0.76 47.55 0| 0 0 0 3900 6.24 0.73 46.29 0| 0 75 0 4000 5.50 0.69 44.88 0| 0 0 0 4100 4.83 0.65 43.64 0| 0 26 0 4200 4.21 0.61 42.84 0| 0 0 0 4300 3.61 0.56 41.59 0| 0 75 0 4400 2.67 2.62 0.46 40.23 2.67 2.67 26| 0 210 0 4600 1.92 1.79 0.37 38.43 1.92 1.80 52| 2,000 2,525 +2,000 4800 0.69 0.71 0.19 35.53 0.69 0.69 27| 0 0 0 5200 Total 105| 2,000 2,911 +2,000 Indicative a-t-m Vol 41.40 Underlying Price 44.375 Time to expiry: 105 Days Dec 10 33.05 1.00 96.00 0| 0 0 0 1137 29.31 0.99 90.85 0| 0 0 0 1516 25.60 0.98 82.82 0| 0 113 0 1896 24.58 0.98 80.53 0| 0 0 0 2000 21.93 0.97 74.58 0| 0 0 0 2275 20.72 0.96 71.96 0| 0 12 0 2400 16.98 0.93 65.05 0| 0 0 0 2800 14.81 0.91 60.46 0| 0 2,929 0 3033 13.28 0.89 56.95 0| 0 1,650 0 3200 11.51 0.86 53.45 0| 0 331 0 3400 9.80 0.82 50.37 0| 0 4,268 0 3600 8.33 0.77 48.74 0| 0 7,771 0 3791 8.26 0.77 48.60 0| 0 0 0 3800 6.81 0.71 46.62 0| 1,500 11,876 -1,205 4000 5.42 0.64 43.90 0| 0 2,325 0 4200 5.04 0.62 43.18 0| 0 5,515 0 4258 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 68 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.45 0.58 42.26 2,650| 0 4,631 0 4360 3.40 0.50 40.19 1,200| 0 6,349 0 4549 3.13 0.48 39.66 0| 0 1,741 0 4600 2.51 0.42 38.38 0| 0 23,204 0 4739 1.81 0.34 37.06 1,200| 0 19,825 0 4929 1.29 0.27 35.73 0| 0 4,204 0 5100 0.79 0.19 34.41 0| 0 2,547 0 5323 0.39 0.11 32.66 0| 0 5,429 0 5600 0.33 0.10 32.95 0| 0 2,094 0 5687 0.03 0.01 29.07 0| 0 765 0 6388 0.03 0.01 29.03 0| 0 1,022 0 6400 0.01 0.00 27.20 0| 0 260 0 7097 0.01 0.00 27.01 0| 0 193 0 7203 0.01 0.00 26.51 0| 0 311 0 7582 0.01 0.00 26.26 0| 0 717 0 7984 0.01 0.00 26.32 0| 0 262 0 8517 0.01 0.00 26.59 0| 0 1,060 0 8872 0.01 0.00 30.00 0| 0 120 0 10647 Total 5,050| 1,500 111,524 -1,205 Indicative a-t-m Vol 40.06 Underlying Price 44.375 Time to expiry: 196 Days Mar 11 24.83 0.97 68.88 0| 0 0 0 2000 22.97 0.96 66.41 0| 0 0 0 2200 21.15 0.94 63.82 0| 0 0 0 2400 17.56 0.90 58.24 0| 0 0 0 2800 15.82 0.88 55.59 0| 0 0 0 3000 14.12 0.85 52.97 0| 0 3,001 0 3200 12.44 0.82 50.02 0| 0 2,095 0 3400 10.89 0.78 48.23 0| 0 446 0 3600 9.40 0.74 45.98 0| 0 775 0 3800 8.05 0.69 44.40 0| 0 1,402 0 4000 6.76 0.64 42.73 0| 0 838 0 4200 5.50 0.58 40.37 0| 750 4,212 0 4400 4.45 0.51 38.75 0| 0 7,459 0 4600 3.44 0.45 36.70 0| 0 2,551 0 4800 1.98 0.31 34.12 0| 0 498 0 5200 1.01 0.20 31.87 0| 0 2,337 0 5600 0.21 0.06 29.07 0| 0 355 0 6400 0.03 0.01 26.88 0| 0 350 0 7200 Total 0| 750 26,319 0 Indicative a-t-m Vol 39.07 Underlying Price 44.375 Time to expiry: 287 Days Jun 11 33.14 1.00 74.00 0| 0 0 0 1137 29.50 0.99 70.49 0| 0 0 0 1516 27.71 0.98 68.06 0| 0 0 0 1706 25.92 0.97 65.51 0| 0 0 0 1896 24.18 0.96 62.95 0| 0 0 0 2085 22.44 0.95 60.52 0| 0 0 0 2275 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 69 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 21.31 0.94 58.55 0| 0 50 0 2400 19.10 0.91 56.27 0| 0 0 0 2654 15.82 0.87 51.17 0| 0 50 0 3033 14.40 0.85 48.89 0| 0 0 0 3200 12.86 0.81 48.06 0| 0 51 0 3412 11.36 0.78 45.60 0| 0 1,150 0 3600 9.99 0.74 43.92 0| 0 433 0 3791 8.58 0.69 42.30 0| 0 7,942 0 4000 7.48 0.65 40.70 0| 0 2,172 0 4170 6.17 0.59 39.20 0| 0 50 0 4400 5.45 0.55 38.69 0| 0 7,828 0 4549 4.31 0.48 37.36 0| 0 4,931 0 4800 2.39 0.33 34.13 0| 0 7,628 0 5308 1.36 0.22 31.68 0| 0 471 0 5687 0.80 0.15 30.63 0| 0 1,236 0 6066 0.53 0.44 0.09 29.25 0.53 0.53 112| 0 175 0 6400 0.21 0.05 28.34 0| 0 256 0 6824 0.10 0.03 27.19 0| 0 28 0 7200 0.04 0.01 26.37 0| 0 100 0 7582 Total 112| 0 34,551 0 Indicative a-t-m Vol 37.50 Underlying Price 44.375 Time to expiry: 469 Days Dec 11 33.18 0.99 70.00 0| 0 0 0 1137 29.71 0.97 69.72 0| 0 0 0 1516 26.35 0.95 65.49 0| 0 0 0 1896 22.71 0.93 55.48 0| 0 0 0 2275 16.70 0.84 50.31 0| 0 0 0 3033 15.39 0.82 48.37 0| 0 42 0 3200 12.40 0.75 44.21 0| 0 2,540 0 3600 11.06 0.72 42.38 0| 0 6,250 0 3791 11.01 0.72 42.33 0| 0 0 0 3800 9.68 0.68 40.62 0| 1,000 5,920 +1,000 4000 8.11 0.62 38.64 0| 0 1,950 0 4258 5.34 0.50 35.20 0| 0 7,408 0 4800 3.37 0.37 32.73 0| 0 5,723 0 5323 0.59 0.10 29.21 0| 0 50 0 7097 0.28 0.05 29.58 0| 0 241 0 7984 0.18 0.03 31.00 0| 0 0 0 8872 Total 0| 1,000 30,124 +1,000 Indicative a-t-m Vol 38.96 Underlying Price 44.375 Time to expiry: 651 Days Jun 12 25.58 0.94 62.40 0| 0 0 0 2000 23.01 0.92 55.59 0| 0 0 0 2275 17.26 0.83 49.66 0| 0 0 0 3033 16.07 0.81 48.49 0| 0 0 0 3200 14.65 0.78 46.89 0| 0 0 0 3412 13.33 0.75 45.06 0| 0 0 0 3600 12.24 0.72 44.33 0| 0 0 0 3791 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 70 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 10.79 0.68 41.85 0| 0 0 0 4000 9.81 0.65 40.84 0| 0 0 0 4170 9.61 0.64 40.45 0| 0 0 0 4200 7.76 0.58 38.27 0| 0 1,000 0 4549 6.98 0.54 38.58 0| 0 0 0 4800 4.46 0.42 33.80 0| 0 0 0 5308 3.29 0.34 32.28 0| 0 0 0 5687 0.89 0.12 31.00 0| 0 25 0 7582 Total 0| 0 1,025 0 Indicative a-t-m Vol 40.64 Underlying Price 44.375 Time to expiry: 840 Days Dec 12 36.89 1.00 80.62 0| 0 0 0 758 29.86 0.97 66.60 0| 0 0 0 1516 26.57 0.94 60.55 0| 0 0 0 1896 23.32 0.91 54.48 0| 0 0 0 2275 17.83 0.82 48.99 0| 0 4,000 0 3033 16.76 0.80 48.02 0| 0 0 0 3200 13.98 0.74 44.18 0| 0 0 0 3600 12.85 0.72 42.91 0| 0 7,500 0 3791 11.60 0.68 41.46 0| 0 500 0 4000 10.62 0.64 41.76 0| 0 1,500 0 4258 7.92 0.55 38.40 0| 0 9,500 0 4800 5.84 0.46 36.00 0| 0 5,474 0 5323 4.18 0.37 33.60 0| 0 1,500 0 5800 2.20 0.24 30.60 0| 0 5,750 0 6635 1.73 0.20 30.60 0| 0 0 0 7097 1.18 0.14 31.40 0| 0 0 0 8000 Total 0| 0 35,724 0 Indicative a-t-m Vol 38.60 Underlying Price 44.375 Time to expiry: 1022 Days Jun 13 25.77 0.93 61.07 0| 0 0 0 2000 22.76 0.89 57.00 0| 0 0 0 2400 16.90 0.80 47.67 0| 0 0 0 3200 14.31 0.75 44.31 0| 0 0 0 3600 11.87 0.69 41.24 0| 0 0 0 4000 9.72 0.62 38.64 0| 0 0 0 4400 8.32 0.56 38.22 0| 0 0 0 4800 3.92 0.36 32.32 0| 0 0 0 6000 1.43 0.16 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.56 Underlying Price 44.375 Time to expiry: 1204 Days Dec 13 26.64 0.94 59.83 0| 0 0 0 1896 23.57 0.91 54.24 0| 0 0 0 2275 18.45 0.82 48.57 0| 0 0 0 3033 13.84 0.72 43.04 0| 0 1,000 0 3791 9.68 0.61 37.79 0| 0 0 0 4549 5.46 0.43 33.45 0| 0 3,000 0 5687 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 71 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 3.17 0.29 31.57 0| 0 1,066 0 6800 1.91 0.20 31.21 0| 0 0 0 8000 1.32 0.14 32.66 0| 0 1,000 0 9478 Total 0| 0 6,066 0 Indicative a-t-m Vol 39.35 Underlying Price 44.375 Time to expiry: 1568 Days Dec 14 25.88 0.93 60.60 0| 0 0 0 2000 23.06 0.89 56.18 0| 0 0 0 2400 17.61 0.80 46.94 0| 0 0 0 3200 13.04 0.70 40.97 0| 0 0 0 4000 9.71 0.59 38.02 0| 0 0 0 4800 5.41 0.42 32.65 0| 0 0 0 6000 3.05 0.27 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 15,140| 9,691 329,811 +2,763 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 40.20 Underlying Price 44.375 Time to expiry: 14 Days Sep 10 0.01 0.00 94.00 0| 0 1,003 0 2000 0.01 0.00 89.53 0| 0 3,692 0 2200 0.01 0.00 84.35 0| 0 6,510 0 2400 0.01 0.00 79.12 0| 0 6,541 0 2600 0.01 0.00 74.00 0| 0 4,044 0 2800 0.01 0.00 69.07 0| 0 3,508 0 3000 0.01 0.00 64.42 0| 0 7,789 0 3200 0.01 -0.01 62.20 0| 0 3,497 0 3300 0.02 -0.01 59.80 0| 0 6,474 0 3412 0.03 -0.02 57.27 0| 0 6,771 0 3500 0.05 -0.02 54.31 0| 0 7,245 0 3600 0.08 -0.04 52.67 0| 0 438 0 3700 0.20 0.10 -0.05 49.73 0.20 0.20 75| 0 1,816 0 3791 0.22 0.13 -0.06 51.44 0.22 0.22 455| 0 787 0 3800 0.21 0.19 -0.09 48.84 0.21 0.21 26| 25 223 +1 3900 0.40 0.33 -0.14 49.52 0.40 0.40 33| 0 9,050 0 4000 0.66 0.45 -0.19 46.38 0.66 0.66 75| 0 354 0 4100 0.52 0.57 -0.23 44.86 0.52 0.52 44| 0 7,218 0 4170 0.62 -0.25 43.70 0| 0 1,242 0 4200 0.67 0.91 -0.34 42.60 0.67 0.67 117| 9 153 0 4300 0.99 1.25 -0.44 40.12 0.99 0.99 125| 0 2,284 0 4400 1.47 1.79 -0.55 40.32 1.51 1.47 125| 0 75 0 4500 1.71 2.08 -0.60 39.99 1.76 1.71 125| 0 2,545 0 4549 2.39 -0.66 39.23 0| 0 21 0 4600 3.10 -0.76 38.38 0| 0 0 0 4700 3.94 -0.83 39.62 0| 0 2,127 0 4800 5.06 -0.91 38.41 0| 0 1,782 0 4929 7.63 -0.99 34.69 0| 0 0 0 5200 8.71 -1.00 34.38 0| 0 15 0 5308 12.50 -1.00 31.67 0| 0 2 0 5687 16.29 -1.00 30.21 0| 0 1,250 0 6066 19.63 -1.00 29.53 0| 0 0 0 6400 23.87 -1.00 29.41 0| 0 0 0 6824 27.63 -1.00 29.92 0| 0 0 0 7200 31.45 -1.00 31.00 0| 0 50 0 7582 35.63 -1.00 32.00 0| 0 0 0 8000 Total 1,200| 34 88,506 +1 Indicative a-t-m Vol 40.35 Underlying Price 44.375 Time to expiry: 42 Days Oct 10 0.11 -0.02 72.94 0| 0 155 0 2800 0.16 -0.04 67.72 0| 0 265 0 3000 0.23 -0.05 62.67 0| 0 2,415 0 3200 0.33 -0.07 58.14 0| 0 328 0 3400 0.40 -0.09 56.44 0| 0 247 0 3500 0.60 0.43 -0.10 52.31 0.60 0.60 75| 0 142 0 3600 0.56 -0.13 51.64 0| 0 1,590 0 3700 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 73 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.64 0.66 -0.16 48.94 0.64 0.64 32| 0 200 0 3800 0.79 0.88 -0.20 48.93 0.83 0.79 95| 13 1,674 0 3900 0.94 1.02 -0.23 46.09 1.01 0.93 100| 0 138 0 4000 1.26 -0.28 44.70 500| 0 145 0 4100 1.55 -0.33 43.63 0| 0 60 0 4200 1.87 -0.38 41.98 0| 0 125 0 4300 2.27 -0.45 40.68 0| 0 118 0 4400 2.75 -0.51 39.82 0| 0 4,005 0 4500 3.31 -0.58 39.14 0| 0 86 0 4600 3.90 -0.65 37.98 0| 0 0 0 4700 4.56 -0.71 36.89 0| 0 29 0 4800 7.86 -0.90 35.10 0| 0 0 0 5200 11.67 -0.97 35.66 0| 0 0 0 5600 Total 802| 13 11,722 0 Indicative a-t-m Vol 41.33 Underlying Price 44.375 Time to expiry: 77 Days Nov 10 0.73 -0.12 54.70 0| 0 300 0 3400 0.99 -0.16 51.66 0| 0 182 0 3600 1.34 -0.21 48.89 0| 0 29 0 3800 1.55 -0.24 47.55 0| 0 0 0 3900 1.81 -0.27 46.29 0| 0 28 0 4000 2.07 -0.31 44.88 0| 0 0 0 4100 2.39 -0.35 43.64 0| 0 0 0 4200 2.78 -0.40 42.84 0| 0 0 0 4300 3.17 -0.44 41.59 0| 0 0 0 4400 4.18 -0.54 40.23 0| 0 0 0 4600 5.35 -0.64 38.43 0| 0 0 0 4800 8.27 -0.81 35.53 0| 0 0 0 5200 Total 0| 0 539 0 Indicative a-t-m Vol 41.40 Underlying Price 44.375 Time to expiry: 105 Days Dec 10 0.01 0.00 96.00 0| 0 654 0 1137 0.06 -0.01 90.85 0| 0 709 0 1516 0.14 -0.02 82.82 0| 0 2,384 0 1896 0.16 -0.02 80.53 0| 0 11,759 0 2000 0.25 -0.03 74.58 0| 0 3,620 0 2275 0.29 -0.04 71.96 0| 0 9,485 0 2400 0.53 -0.07 65.05 0| 0 5,858 0 2800 0.70 -0.09 60.46 0| 0 6,595 0 3033 0.83 -0.11 56.95 0| 0 10,891 0 3200 1.05 -0.14 53.45 0| 0 2,059 0 3400 1.34 -0.18 50.37 0| 0 4,946 0 3600 1.77 -0.23 48.74 0| 0 23,275 0 3791 1.79 -0.23 48.60 2,850| 0 0 0 3800 2.34 -0.29 46.62 0| 0 7,837 0 4000 2.95 -0.36 43.90 0| 0 2,789 0 4200 3.15 -0.38 43.18 0| 0 8,943 0 4258 3.35 3.57 -0.42 42.26 3.35 3.35 1| 0 2,867 0 4360 4.41 -0.50 40.19 0| 0 6,276 0 4549 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 74 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.65 -0.52 39.66 0| 0 2,633 0 4600 5.42 -0.58 38.38 0| 0 13,994 0 4739 6.62 -0.66 37.06 0| 0 6,106 0 4929 7.81 -0.73 35.73 0| 0 25 0 5100 9.55 -0.81 34.41 0| 0 226 0 5323 11.93 -0.89 32.66 0| 0 0 0 5600 12.74 -0.91 32.95 0| 0 1,664 0 5687 19.51 -1.00 29.07 0| 0 100 0 6388 19.63 -1.00 29.03 0| 0 0 0 6400 26.60 -1.00 27.20 0| 0 101 0 7097 27.66 -1.00 27.01 0| 0 0 0 7203 31.45 -1.00 26.51 0| 0 2 0 7582 35.47 -1.00 26.26 0| 0 5 0 7984 40.80 -1.00 26.32 0| 0 0 0 8517 44.35 -1.00 26.59 0| 0 51 0 8872 62.10 -1.00 30.00 0| 0 1 0 10647 Total 2,851| 0 135,855 0 Indicative a-t-m Vol 40.06 Underlying Price 44.375 Time to expiry: 196 Days Mar 11 0.35 -0.03 68.88 0| 0 3,481 0 2000 0.49 -0.04 66.41 0| 0 1,344 0 2200 0.65 -0.06 63.82 0| 0 494 0 2400 1.16 1.05 -0.10 58.24 1.16 1.16 28| 0 4,313 0 2800 1.55 1.29 -0.12 55.59 1.55 1.55 5| 0 3,457 0 3000 1.58 -0.15 52.97 0| 0 4,130 0 3200 1.90 -0.18 50.02 0| 0 1,254 0 3400 2.34 -0.22 48.23 0| 0 3,806 0 3600 2.84 -0.26 45.98 0| 0 5,219 0 3800 3.48 -0.31 44.40 0| 0 8,170 0 4000 4.19 -0.36 42.73 0| 0 1,680 0 4200 4.92 -0.42 40.37 0| 0 2,017 0 4400 5.86 -0.49 38.75 0| 0 6,553 0 4600 6.85 -0.56 36.70 0| 0 1 0 4800 9.38 -0.69 34.12 0| 0 20 0 5200 12.42 -0.81 31.87 0| 0 750 0 5600 19.69 -0.96 29.07 0| 0 0 0 6400 27.63 -1.00 26.88 0| 0 0 0 7200 Total 33| 0 46,689 0 Indicative a-t-m Vol 39.07 Underlying Price 44.375 Time to expiry: 287 Days Jun 11 0.10 -0.01 74.00 0| 0 122 0 1137 0.29 -0.02 70.49 0| 0 175 0 1516 0.41 -0.03 68.06 0| 0 300 0 1706 0.55 -0.04 65.51 0| 0 275 0 1896 0.72 -0.05 62.95 0| 0 300 0 2085 0.90 -0.07 60.52 0| 0 356 0 2275 1.03 -0.08 58.55 0| 0 2,640 0 2400 1.40 -0.11 56.27 0| 0 527 0 2654 2.39 1.95 -0.15 51.17 2.39 2.37 10| 0 82 0 3033 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 75 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 2.24 -0.18 48.89 0| 0 656 0 3200 2.86 -0.22 48.06 0| 0 193 0 3412 3.27 -0.25 45.60 0| 0 4,427 0 3600 3.85 -0.29 43.92 0| 0 284 0 3791 4.56 -0.34 42.30 0| 0 8,157 0 4000 5.21 -0.38 40.70 0| 0 1,152 0 4170 6.24 -0.44 39.20 0| 0 28 0 4400 7.05 -0.48 38.69 0| 0 2,200 0 4549 8.46 -0.55 37.36 0| 0 107 0 4800 11.69 -0.69 34.13 0| 0 68 0 5308 14.49 -0.79 31.68 0| 0 0 0 5687 17.73 -0.86 30.63 0| 0 0 0 6066 20.71 -0.91 29.25 0| 0 0 0 6400 24.71 -0.95 28.34 0| 0 0 0 6824 28.33 -0.98 27.19 0| 0 0 0 7200 32.07 -0.99 26.37 0| 0 0 0 7582 Total 10| 0 22,049 0 Indicative a-t-m Vol 37.50 Underlying Price 44.375 Time to expiry: 469 Days Dec 11 0.30 -0.02 70.00 0| 0 0 0 1137 0.79 -0.04 69.72 0| 0 75 0 1516 1.32 -0.07 65.49 0| 0 375 0 1896 1.45 -0.09 55.48 0| 0 1,025 0 2275 3.14 -0.18 50.31 0| 0 5,355 0 3033 3.51 -0.20 48.37 0| 0 40 0 3200 4.53 -0.26 44.21 0| 0 3,040 0 3600 5.10 -0.29 42.38 0| 0 20,300 0 3791 5.14 -0.30 42.33 2,850| 0 0 0 3800 5.81 -0.34 40.62 0| 0 2,520 0 4000 6.82 -0.39 38.64 0| 0 1,750 0 4258 9.47 -0.52 35.20 0| 0 500 0 4800 12.70 -0.64 32.73 0| 0 0 0 5323 27.62 -0.91 29.21 0| 0 0 0 7097 36.14 -0.96 29.58 0| 0 0 0 7984 44.86 -0.97 31.00 0| 0 1 0 8872 Total 2,850| 0 34,981 0 Indicative a-t-m Vol 38.96 Underlying Price 44.375 Time to expiry: 651 Days Jun 12 2.26 -0.09 62.40 0| 0 0 0 2000 2.41 -0.11 55.59 0| 0 0 0 2275 4.45 -0.20 49.66 0| 0 0 0 3033 4.95 -0.22 48.49 0| 0 0 0 3200 5.69 -0.25 46.89 0| 0 0 0 3412 6.25 -0.28 45.06 0| 0 0 0 3600 7.10 -0.31 44.33 0| 0 0 0 3791 7.74 -0.35 41.85 0| 0 0 0 4000 8.47 -0.38 40.84 0| 0 0 0 4170 8.57 -0.39 40.45 0| 0 0 0 4200 10.23 -0.45 38.27 0| 0 0 0 4549 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 76 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.98 -0.49 38.58 0| 0 0 0 4800 14.53 -0.61 33.80 0| 0 0 0 5308 17.14 -0.68 32.28 0| 0 0 0 5687 33.45 -0.88 31.00 0| 0 0 0 7582 Total 0| 0 0 0 Indicative a-t-m Vol 40.64 Underlying Price 44.375 Time to expiry: 840 Days Dec 12 0.66 -0.02 80.62 0| 0 10,000 0 758 1.81 -0.06 66.60 0| 0 0 0 1516 2.46 -0.09 60.55 0| 0 500 0 1896 3.06 -0.12 54.48 0| 0 2,500 0 2275 5.26 -0.20 48.99 0| 0 18,000 0 3033 5.88 -0.22 48.02 0| 0 5,500 0 3200 7.07 -0.28 44.18 0| 0 0 0 3600 7.84 -0.31 42.91 0| 0 9,000 0 3791 8.67 -0.34 41.46 0| 0 0 0 4000 10.25 -0.38 41.76 0| 0 1,230 0 4258 12.90 -0.47 38.40 0| 0 0 0 4800 15.97 -0.56 36.00 0| 0 8,500 0 5323 19.01 -0.64 33.60 0| 0 0 0 5800 25.24 -0.77 30.60 0| 0 0 0 6635 29.30 -0.81 30.60 0| 0 0 0 7097 37.58 -0.87 31.40 0| 0 0 0 8000 Total 0| 0 55,230 0 Indicative a-t-m Vol 38.60 Underlying Price 44.375 Time to expiry: 1022 Days Jun 13 3.68 -0.11 61.07 0| 0 0 0 2000 4.82 -0.15 57.00 0| 0 0 0 2400 6.96 -0.23 47.67 0| 0 0 0 3200 8.36 -0.29 44.31 0| 0 0 0 3600 9.88 -0.35 41.24 0| 0 0 0 4000 11.69 -0.41 38.64 0| 0 0 0 4400 14.24 -0.46 38.22 0| 0 0 0 4800 21.56 -0.66 32.32 0| 0 0 0 6000 38.40 -0.84 31.06 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.56 Underlying Price 44.375 Time to expiry: 1204 Days Dec 13 3.67 -0.10 59.83 0| 0 0 0 1896 4.45 -0.13 54.24 0| 0 0 0 2275 7.00 -0.21 48.57 0| 0 0 0 3033 9.83 -0.31 43.04 0| 0 2,333 0 3791 13.04 -0.42 37.79 0| 0 1,000 0 4549 19.85 -0.59 33.45 0| 0 0 0 5687 28.27 -0.72 31.57 0| 0 0 0 6800 38.52 -0.81 31.21 0| 0 0 0 8000 52.07 -0.87 32.66 0| 0 0 0 9478 Total 0| 0 3,333 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 77 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 39.35 Underlying Price 44.375 Time to expiry: 1568 Days Dec 14 5.38 -0.12 60.60 0| 0 0 0 2000 6.61 -0.15 56.18 0| 0 0 0 2400 8.94 -0.23 46.94 0| 0 0 0 3200 12.07 -0.33 40.97 0| 0 0 0 4000 16.36 -0.43 38.02 0| 0 0 0 4800 23.37 -0.60 32.65 0| 0 0 0 6000 39.72 -0.75 33.17 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 7,746| 47 398,904 +1 Grand Total 22,886| 9,738 728,715 +2,764 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 40.20 Underlying Price 44.375 Time to expiry: 14 Days Sep 10 25.42 1.00 96.68 0| 0 0 0 1896 24.38 1.00 94.00 0| 0 0 0 2000 23.53 1.00 92.39 0| 0 0 0 2085 21.63 1.00 87.61 0| 0 0 0 2275 20.38 1.00 84.35 0| 0 0 0 2400 17.84 1.00 77.72 0| 0 0 0 2654 16.38 1.00 74.00 0| 0 0 0 2800 14.05 1.00 68.29 0| 0 0 0 3033 12.39 1.00 64.42 0| 0 150 0 3200 11.40 0.99 62.20 0| 0 0 0 3300 10.29 0.99 59.80 0| 0 1,028 0 3412 9.42 0.98 57.27 0| 0 0 0 3500 8.43 0.98 54.31 0| 0 10,750 0 3600 7.46 0.96 52.67 0| 0 0 0 3700 6.58 0.95 49.73 0| 0 0 0 3791 5.57 0.91 48.84 0| 0 0 0 3900 4.71 0.86 49.52 0| 0 400 0 4000 3.83 0.81 46.38 0| 0 0 0 4100 3.00 0.75 43.70 0| 0 0 0 4200 2.64 0.69 44.94 0| 0 21,027 0 4258 2.30 0.66 42.60 0| 0 0 0 4300 1.64 0.56 40.12 0| 0 1,530 0 4400 1.17 0.45 40.32 0| 0 0 0 4500 0.97 0.40 39.99 0| 0 1,500 0 4549 0.77 0.34 39.23 0| 0 0 0 4600 0.48 0.24 38.38 0| 0 0 0 4700 0.32 0.17 39.62 0| 0 550 0 4800 0.15 0.10 38.41 0| 0 35 0 4929 0.01 0.01 34.69 0| 0 0 0 5200 0.01 0.00 31.67 0| 0 0 0 5687 0.01 0.00 30.21 0| 0 0 0 6066 0.01 0.00 29.55 0| 0 28 0 6388 0.01 0.00 29.73 0| 0 0 0 7097 0.01 0.00 32.67 0| 0 20 0 7984 0.01 0.00 35.66 0| 0 0 0 8517 0.01 0.00 54.59 0| 0 0 0 10647 Total 0| 0 37,018 0 Indicative a-t-m Vol 40.03 Underlying Price 44.375 Time to expiry: 196 Days Mar 11 25.80 0.97 70.02 0| 0 0 0 1896 24.83 0.97 68.88 0| 0 0 0 2000 24.04 0.96 67.86 0| 0 0 0 2085 22.28 0.95 65.41 0| 0 0 0 2275 21.15 0.94 63.82 0| 0 0 0 2400 18.85 0.92 60.25 0| 0 0 0 2654 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 79 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 17.56 0.90 58.24 0| 0 0 0 2800 15.54 0.88 55.16 0| 0 0 0 3033 14.12 0.85 52.97 0| 0 0 0 3200 12.39 0.82 50.42 0| 0 0 0 3412 10.89 0.78 48.23 0| 0 715 0 3600 9.48 0.74 46.14 0| 0 0 0 3791 8.06 0.69 44.44 0| 0 100 0 4000 6.34 0.62 41.54 0| 0 315 0 4258 5.50 0.58 40.37 0| 0 0 0 4400 4.69 0.53 39.04 0| 0 318 0 4549 3.44 0.45 36.70 0| 0 501 0 4800 1.01 0.20 31.87 0| 0 0 0 5600 0.42 0.10 30.03 0| 0 0 0 6066 0.21 0.06 29.07 0| 0 0 0 6400 0.04 0.01 27.06 0| 0 0 0 7097 0.01 0.00 26.08 0| 0 0 0 7984 0.01 0.00 29.38 0| 0 0 0 10647 Total 0| 0 1,949 0 Indicative a-t-m Vol 39.14 Underlying Price 44.375 Time to expiry: 378 Days Sep 11 23.55 0.94 60.00 0| 0 0 0 2085 21.87 0.92 57.00 0| 0 0 0 2275 14.52 0.81 49.20 0| 0 0 0 3200 12.90 0.78 46.53 0| 0 0 0 3412 11.65 0.74 45.64 0| 0 0 0 3600 10.35 0.71 43.75 0| 0 0 0 3791 9.01 0.66 42.18 0| 0 0 0 4000 7.51 0.61 40.29 0| 0 0 0 4258 6.01 0.54 38.44 0| 0 0 0 4549 4.87 0.48 36.97 0| 0 30 0 4800 3.31 0.37 36.47 0| 0 0 0 5323 1.87 0.24 35.91 0| 0 0 0 6066 0.78 0.12 35.13 0| 0 209 0 7097 0.60 0.09 38.50 0| 0 0 0 8000 Total 0| 0 239 0 Indicative a-t-m Vol 40.22 Underlying Price 44.375 Time to expiry: 560 Days Mar 12 22.14 0.89 58.48 0| 0 0 0 2400 16.11 0.80 49.96 0| 0 0 0 3200 13.28 0.74 45.91 0| 0 0 0 3600 10.69 0.67 42.50 0| 0 0 0 4000 8.57 0.60 40.44 0| 0 0 0 4400 6.60 0.52 38.03 0| 0 0 0 4800 4.73 0.42 36.33 0| 0 0 0 5323 1.24 0.16 32.38 0| 0 150 0 7097 0.62 0.09 31.58 0| 0 0 0 8000 0.36 0.06 31.85 0| 0 0 0 8872 0.12 0.02 32.31 0| 0 0 0 10647 Total 0| 0 150 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 39.93 Underlying Price 44.375 Time to expiry: 749 Days Sep 12 21.68 0.87 57.63 0| 0 0 0 2400 15.88 0.78 48.68 0| 0 0 0 3200 13.20 0.72 44.85 0| 0 0 0 3600 10.98 0.66 42.50 0| 0 0 0 4000 8.91 0.59 40.06 0| 0 0 0 4400 7.26 0.53 38.67 0| 0 0 0 4800 3.30 0.32 33.69 0| 0 0 0 6000 1.68 0.19 32.36 0| 0 0 0 7097 0.97 0.12 31.83 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 37.82 Underlying Price 44.375 Time to expiry: 924 Days Mar 13 21.52 0.87 49.73 0| 0 0 0 2400 16.13 0.78 44.29 0| 0 0 0 3200 13.67 0.73 41.81 0| 0 0 0 3600 11.50 0.67 39.76 0| 0 0 0 4000 9.55 0.61 37.96 0| 0 0 0 4400 7.84 0.54 36.52 0| 0 0 0 4800 5.03 0.41 34.49 0| 0 30 0 5687 2.01 0.20 34.81 0| 0 0 0 8000 Total 0| 0 30 0 Indicative a-t-m Vol 36.94 Underlying Price 44.375 Time to expiry: 1113 Days Sep 13 23.98 0.89 56.92 0| 0 0 0 2000 21.00 0.86 51.60 0| 0 0 0 2400 15.62 0.77 43.95 0| 0 0 0 3200 11.12 0.66 39.01 0| 0 0 0 4000 7.55 0.53 35.23 0| 0 0 0 4800 5.12 0.41 34.15 0| 0 0 0 5687 2.53 0.23 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.56 Underlying Price 44.375 Time to expiry: 1295 Days Mar 14 24.41 0.89 54.87 0| 0 0 0 2000 21.73 0.86 51.08 0| 0 0 0 2400 16.70 0.77 44.73 0| 0 0 0 3200 12.40 0.67 40.20 0| 0 0 0 4000 9.06 0.57 37.20 0| 0 0 0 4800 5.49 0.41 34.40 0| 0 0 0 6000 2.59 0.24 33.02 0| 0 0 0 8000 0.93 0.10 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 37.66 Underlying Price 44.375 Time to expiry: 1477 Days Sep 14 23.13 0.88 54.40 0| 0 0 0 2000 20.45 0.85 49.79 0| 0 0 0 2400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 81 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 15.65 0.76 43.51 0| 0 0 0 3200 11.71 0.66 39.32 0| 0 0 0 4000 8.50 0.55 36.28 0| 0 0 0 4800 5.21 0.40 33.61 0| 0 0 0 6000 2.55 0.24 32.47 0| 0 0 0 8000 0.95 0.10 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.91 Underlying Price 44.375 Time to expiry: 1659 Days Mar 15 23.61 0.89 53.26 0| 0 0 0 2000 21.02 0.85 49.11 0| 0 0 0 2400 16.28 0.77 42.76 0| 0 0 0 3200 12.34 0.67 38.58 0| 0 0 0 4000 9.11 0.57 35.53 0| 0 0 0 4800 5.77 0.43 33.00 0| 0 0 0 6000 2.94 0.26 31.73 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 39,386 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 40.20 Underlying Price 44.375 Time to expiry: 14 Days Sep 10 0.01 0.00 96.68 0| 0 1,975 0 1896 0.01 0.00 94.00 0| 0 0 0 2000 0.01 0.00 92.39 0| 0 3,000 0 2085 0.01 0.00 87.61 0| 0 1,025 0 2275 0.01 0.00 84.35 0| 0 890 0 2400 0.01 0.00 77.72 0| 0 482 0 2654 0.01 0.00 74.00 0| 0 0 0 2800 0.01 0.00 68.29 0| 0 1,588 0 3033 0.01 0.00 64.42 0| 0 370 0 3200 0.01 -0.01 62.20 0| 0 0 0 3300 0.02 -0.01 59.80 0| 0 750 0 3412 0.03 -0.02 57.27 0| 0 0 0 3500 0.05 -0.02 54.31 0| 0 10,000 0 3600 0.08 -0.04 52.67 0| 0 0 0 3700 0.10 -0.05 49.73 0| 0 600 0 3791 0.19 -0.09 48.84 0| 0 0 0 3900 0.33 -0.14 49.52 0| 0 386 0 4000 0.45 -0.19 46.38 0| 0 0 0 4100 0.62 -0.25 43.70 0| 0 0 0 4200 0.84 -0.31 44.94 0| 0 20,010 0 4258 0.91 -0.34 42.60 0| 0 0 0 4300 1.25 -0.44 40.12 0| 0 2,688 0 4400 1.79 -0.55 40.32 0| 0 0 0 4500 2.08 -0.60 39.99 0| 0 512 0 4549 2.39 -0.66 39.23 0| 0 0 0 4600 3.09 -0.76 38.38 0| 0 0 0 4700 3.94 -0.83 39.62 0| 0 500 0 4800 5.06 -0.90 38.41 0| 0 50 0 4929 7.63 -0.99 34.69 0| 0 0 0 5200 12.48 -1.00 31.67 0| 0 20 0 5687 16.27 -1.00 30.21 0| 0 150 0 6066 19.49 -1.00 29.55 0| 0 240 0 6388 26.58 -1.00 29.73 0| 0 105 0 7097 35.45 -1.00 32.67 0| 0 0 0 7984 40.78 -1.00 35.66 0| 0 20 0 8517 62.08 -1.00 54.59 0| 0 2,500 0 10647 Total 0| 0 47,861 0 Indicative a-t-m Vol 40.03 Underlying Price 44.375 Time to expiry: 196 Days Mar 11 0.29 -0.03 70.02 0| 0 0 0 1896 0.35 -0.03 68.88 0| 0 0 0 2000 0.41 -0.04 67.86 0| 0 10 0 2085 0.54 -0.05 65.41 0| 0 500 0 2275 0.65 -0.06 63.82 0| 0 40,000 0 2400 0.88 -0.08 60.25 0| 0 0 0 2654 1.04 -0.10 58.24 0| 0 0 0 2800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 83 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 1.34 -0.12 55.16 0| 0 0 0 3033 1.58 -0.15 52.97 0| 0 0 0 3200 1.96 -0.18 50.42 0| 0 950 0 3412 2.34 -0.22 48.23 0| 0 20 0 3600 2.82 -0.26 46.14 0| 0 506 0 3791 3.48 -0.31 44.44 0| 0 375 0 4000 4.32 -0.38 41.54 0| 0 10 0 4258 4.90 -0.42 40.37 0| 0 0 0 4400 5.58 -0.47 39.04 0| 0 20 0 4549 6.82 -0.55 36.70 0| 0 10 0 4800 12.35 -0.80 31.87 0| 0 0 0 5600 16.39 -0.90 30.03 0| 0 900 0 6066 19.51 -0.94 29.07 0| 0 10 0 6400 26.27 -0.99 27.06 0| 0 0 0 7097 35.06 -1.00 26.08 0| 0 0 0 7984 61.55 -1.00 29.38 0| 0 1 0 10647 Total 0| 0 43,312 0 Indicative a-t-m Vol 39.14 Underlying Price 44.375 Time to expiry: 378 Days Sep 11 0.96 -0.06 60.00 0| 0 0 0 2085 1.16 -0.08 57.00 0| 0 0 0 2275 2.95 -0.19 49.20 0| 0 0 0 3200 3.42 -0.22 46.53 0| 0 0 0 3412 4.03 -0.26 45.64 0| 0 0 0 3600 4.61 -0.29 43.75 0| 0 0 0 3791 5.35 -0.34 42.18 0| 0 0 0 4000 6.39 -0.39 40.29 0| 0 0 0 4258 7.77 -0.46 38.44 0| 0 0 0 4549 9.11 -0.52 36.97 0| 0 0 0 4800 12.71 -0.63 36.47 0| 0 20 0 5323 18.61 -0.76 35.91 0| 0 0 0 6066 27.71 -0.88 35.13 0| 0 0 0 7097 36.45 -0.91 38.50 0| 0 0 0 8000 Total 0| 0 20 0 Indicative a-t-m Vol 40.22 Underlying Price 44.375 Time to expiry: 560 Days Mar 12 2.49 -0.11 58.48 0| 0 0 0 2400 4.31 -0.20 49.96 0| 0 0 0 3200 5.40 -0.26 45.91 0| 0 0 0 3600 6.74 -0.33 42.50 0| 0 0 0 4000 8.53 -0.40 40.44 0| 0 0 0 4400 10.49 -0.48 38.03 0| 0 0 0 4800 13.75 -0.58 36.33 0| 0 0 0 5323 27.66 -0.84 32.38 0| 0 0 0 7097 35.89 -0.91 31.58 0| 0 0 0 8000 44.19 -0.94 31.85 0| 0 250 0 8872 61.36 -0.98 32.31 0| 0 1 0 10647 Total 0| 0 251 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 39.93 Underlying Price 44.375 Time to expiry: 749 Days Sep 12 3.53 -0.13 57.63 0| 0 0 0 2400 5.51 -0.22 48.68 0| 0 0 0 3200 6.72 -0.28 44.85 0| 0 0 0 3600 8.39 -0.34 42.50 0| 0 0 0 4000 10.20 -0.41 40.06 0| 0 0 0 4400 12.44 -0.47 38.67 0| 0 0 0 4800 20.15 -0.68 33.69 0| 0 0 0 6000 29.19 -0.81 32.36 0| 0 2,000 0 7097 37.27 -0.88 31.83 0| 0 20 0 8000 Total 0| 0 2,020 0 Indicative a-t-m Vol 37.82 Underlying Price 44.375 Time to expiry: 924 Days Mar 13 3.14 -0.13 49.73 0| 0 0 0 2400 5.45 -0.22 44.29 0| 0 0 0 3200 6.84 -0.27 41.81 0| 0 0 0 3600 8.53 -0.33 39.76 0| 0 0 0 4000 10.42 -0.39 37.96 0| 0 0 0 4400 12.57 -0.46 36.52 0| 0 0 0 4800 18.29 -0.59 34.49 0| 0 0 0 5687 37.54 -0.80 34.81 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 36.94 Underlying Price 44.375 Time to expiry: 1113 Days Sep 13 3.43 -0.11 56.92 0| 0 0 0 2000 4.26 -0.14 51.60 0| 0 0 0 2400 6.49 -0.23 43.95 0| 0 0 0 3200 9.60 -0.34 39.01 0| 0 0 0 4000 13.64 -0.47 35.23 0| 0 0 0 4800 19.65 -0.59 34.15 0| 0 0 0 5687 39.07 -0.77 35.73 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 38.56 Underlying Price 44.375 Time to expiry: 1295 Days Mar 14 3.62 -0.11 54.87 0| 0 0 0 2000 4.69 -0.14 51.08 0| 0 0 0 2400 7.19 -0.23 44.73 0| 0 0 0 3200 10.40 -0.33 40.20 0| 0 0 0 4000 14.57 -0.43 37.20 0| 0 0 0 4800 22.28 -0.59 34.40 0| 0 0 0 6000 38.18 -0.76 33.02 0| 0 0 0 8000 74.10 -0.90 34.34 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 37.66 Underlying Price 44.375 Time to expiry: 1477 Days Sep 14 4.17 -0.12 54.40 0| 0 0 0 2000 5.20 -0.15 49.79 0| 0 0 0 2400 7.81 -0.24 43.51 0| 0 0 0 3200 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 85 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 11.28 -0.34 39.32 0| 0 0 0 4000 15.50 -0.45 36.28 0| 0 0 0 4800 23.33 -0.60 33.61 0| 0 0 0 6000 39.20 -0.76 32.47 0| 0 0 0 8000 74.68 -0.90 33.61 0| 0 0 0 12000 Total 0| 0 0 0 Indicative a-t-m Vol 36.91 Underlying Price 44.375 Time to expiry: 1659 Days Mar 15 4.35 -0.11 53.26 0| 0 0 0 2000 5.42 -0.15 49.11 0| 0 0 0 2400 7.99 -0.23 42.76 0| 0 0 0 3200 11.35 -0.33 38.58 0| 0 0 0 4000 15.43 -0.43 35.53 0| 0 0 0 4800 23.04 -0.57 33.00 0| 0 0 0 6000 38.48 -0.74 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 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 18.96 Underlying Price 47.280 Time to expiry: 14 Days Sep 10 23.28 1.00 64.00 0| 0 0 0 2400 19.29 1.00 64.30 0| 0 0 0 2800 15.29 1.00 57.22 0| 0 0 0 3200 11.29 1.00 45.83 0| 0 0 0 3600 9.29 1.00 39.75 0| 0 0 0 3800 7.29 0.99 33.79 0| 0 0 0 4000 5.30 0.98 28.16 0| 0 0 0 4200 4.32 0.97 25.32 0| 0 0 0 4300 3.34 0.95 22.50 0| 0 10 0 4400 2.40 0.89 20.62 0| 0 3 0 4500 1.56 0.76 19.79 0| 0 23 0 4600 0.87 0.57 18.88 0| 0 100 0 4700 0.44 0.36 19.18 0| 0 71 0 4800 0.17 0.18 18.58 0| 0 0 0 4900 0.06 0.07 18.58 0| 0 8 0 5000 0.01 0.01 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| 0 1,674 0 Indicative a-t-m Vol 20.47 Underlying Price 47.280 Time to expiry: 42 Days Oct 10 9.33 0.99 30.00 0| 0 0 0 3800 7.41 0.95 30.63 0| 0 0 0 4000 5.55 0.89 28.96 0| 0 0 0 4200 4.65 0.86 27.57 0| 0 0 0 4300 3.78 0.81 25.93 0| 0 0 0 4400 2.94 0.74 24.14 0| 0 0 0 4500 2.14 0.66 21.70 0| 0 6 0 4600 1.55 0.55 21.44 0| 0 0 0 4700 0.86 0.42 17.97 0| 0 0 0 4800 0.46 0.28 16.73 0| 0 7 0 4900 0.40 0.22 20.02 0| 0 4 0 5000 0.01 0.01 12.37 0| 0 0 0 5200 0.01 0.00 9.93 0| 0 0 0 5600 0.01 0.00 12.56 0| 0 0 0 6000 0.01 0.00 21.00 0| 0 0 0 6400 Total 0| 0 17 0 Indicative a-t-m Vol 19.74 Underlying Price 47.280 Time to expiry: 77 Days Nov 10 9.44 0.96 28.00 0| 0 0 0 3800 7.53 0.93 26.07 0| 0 0 0 4000 5.70 0.87 24.13 0| 0 0 0 4200 4.83 0.83 23.21 0| 0 0 0 4300 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 87 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.01 0.78 22.37 0| 0 0 0 4400 3.29 0.71 22.14 0| 0 0 0 4500 2.55 0.64 20.91 0| 0 0 0 4600 1.89 0.55 19.70 0| 0 0 0 4700 1.44 0.46 19.85 0| 0 10 0 4800 0.33 0.16 19.13 0| 0 0 0 5200 0.08 0.04 20.76 0| 0 0 0 5600 0.03 0.02 24.00 0| 0 0 0 6000 Total 0| 0 10 0 Indicative a-t-m Vol 23.96 Underlying Price 47.280 Time to expiry: 105 Days Dec 10 27.33 1.00 50.00 0| 0 0 0 2000 23.34 1.00 43.71 0| 0 0 0 2400 19.36 1.00 38.41 0| 0 0 0 2800 15.40 0.99 34.04 0| 0 0 0 3200 11.50 0.96 30.50 0| 0 0 0 3600 9.60 0.93 29.01 0| 0 0 0 3800 7.79 0.89 27.69 0| 0 0 0 4000 6.10 0.82 26.83 0| 0 0 0 4200 4.55 0.73 25.51 0| 0 0 0 4400 3.17 0.62 24.14 0| 0 500 0 4600 2.16 0.49 23.86 0| 0 24 0 4800 0.78 0.24 22.69 0| 0 20 0 5200 0.22 0.09 22.14 0| 0 0 0 5600 0.05 0.02 21.52 0| 0 7 0 6000 0.01 0.01 21.43 0| 0 0 0 6400 0.01 0.00 22.00 0| 0 0 0 7200 Total 0| 0 551 0 Indicative a-t-m Vol 25.39 Underlying Price 47.280 Time to expiry: 196 Days Mar 11 15.49 0.98 33.00 0| 0 0 0 3200 11.70 0.93 30.49 0| 0 0 0 3600 8.19 0.84 28.33 0| 0 0 0 4000 6.61 0.78 27.45 0| 0 0 0 4200 5.16 0.70 26.41 0| 0 0 0 4400 3.94 0.60 25.94 0| 0 0 0 4600 2.88 0.50 25.08 0| 0 0 0 4800 1.41 0.31 23.99 0| 0 4 0 5200 0.59 0.16 23.14 0| 0 13 0 5600 0.08 0.03 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 25.62 Underlying Price 47.280 Time to expiry: 287 Days Jun 11 23.39 1.00 36.00 0| 0 0 0 2400 15.56 0.97 31.56 0| 0 0 0 3200 11.87 0.91 29.50 0| 0 0 0 3600 8.50 0.81 27.73 0| 0 0 0 4000 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 88 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 7.01 0.75 27.01 0| 0 0 0 4200 5.68 0.67 26.38 0| 0 0 0 4400 4.54 0.59 25.99 0| 0 0 0 4600 3.54 0.51 25.41 0| 0 0 0 4800 2.06 0.35 24.57 0| 0 0 0 5200 1.15 0.22 24.21 0| 0 0 0 5600 0.61 0.13 23.89 0| 0 0 0 6000 0.30 0.08 23.59 0| 0 0 0 6400 0.07 0.02 23.18 0| 0 0 0 7200 0.02 0.01 23.58 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.57 Underlying Price 47.280 Time to expiry: 469 Days Dec 11 23.41 0.99 34.25 0| 0 0 0 2400 15.80 0.93 30.57 0| 0 0 0 3200 9.33 0.76 27.52 0| 0 0 0 4000 6.80 0.64 26.37 0| 0 0 0 4400 4.76 0.52 25.39 0| 0 0 0 4800 1.43 0.22 24.39 0| 0 0 0 6000 0.15 0.03 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.86 Underlying Price 47.280 Time to expiry: 651 Days Jun 12 15.92 0.92 30.11 0| 0 0 0 3200 9.73 0.75 27.30 0| 0 0 0 4000 7.35 0.64 26.43 0| 0 0 0 4400 5.41 0.53 25.74 0| 0 0 0 4800 2.01 0.26 24.75 0| 0 0 0 6000 0.31 0.06 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 2,269 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 18.96 Underlying Price 47.280 Time to expiry: 14 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 0.00 39.75 0| 0 2 0 3800 0.01 -0.01 33.79 0| 0 8 0 4000 0.02 -0.02 28.16 0| 0 27 0 4200 0.03 -0.03 25.32 0| 0 15 0 4300 0.05 -0.05 22.50 0| 0 30 0 4400 0.11 -0.11 20.62 0| 0 0 0 4500 0.27 -0.24 19.79 0| 0 0 0 4600 0.59 -0.43 18.88 0| 0 2 0 4700 1.15 -0.64 19.18 0| 0 6 0 4800 1.88 -0.82 18.58 0| 0 0 0 4900 2.77 -0.93 18.58 0| 0 0 0 5000 4.72 -1.00 18.88 0| 0 0 0 5200 8.72 -1.00 19.18 0| 0 20 0 5600 12.72 -1.00 20.39 0| 0 0 0 6000 16.72 -1.00 22.79 0| 0 0 0 6400 24.72 -1.00 23.00 0| 0 0 0 7200 Total 0| 0 110 0 Indicative a-t-m Vol 20.47 Underlying Price 47.280 Time to expiry: 42 Days Oct 10 0.03 -0.01 30.00 0| 0 0 0 3800 0.11 -0.05 30.63 0| 0 0 0 4000 0.25 -0.11 28.96 0| 0 0 0 4200 0.35 -0.14 27.57 0| 0 0 0 4300 0.47 -0.19 25.93 0| 0 0 0 4400 0.64 -0.26 24.14 0| 0 6 0 4500 0.83 -0.34 21.70 0| 0 0 0 4600 1.24 -0.45 21.44 0| 0 0 0 4700 1.55 -0.58 17.97 0| 0 0 0 4800 2.15 -0.72 16.73 0| 0 0 0 4900 2.88 -0.85 15.10 0| 0 0 0 5000 4.72 -1.00 12.37 0| 0 0 0 5200 8.72 -1.00 9.93 0| 0 0 0 5600 12.72 -1.00 12.56 0| 0 0 0 6000 16.72 -1.00 21.00 0| 0 0 0 6400 Total 0| 0 6 0 Indicative a-t-m Vol 19.74 Underlying Price 47.280 Time to expiry: 77 Days Nov 10 0.10 -0.04 28.00 0| 0 0 0 3800 0.19 -0.07 26.07 0| 0 0 0 4000 0.36 -0.13 24.13 0| 0 0 0 4200 0.49 -0.17 23.21 0| 0 0 0 4300 0.67 -0.22 22.37 0| 0 0 0 4400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 90 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 0.94 -0.29 22.14 0| 0 0 0 4500 1.21 -0.36 20.91 0| 0 0 0 4600 1.55 -0.45 19.70 0| 0 0 0 4700 2.09 -0.54 19.85 0| 0 0 0 4800 4.99 -0.85 19.13 0| 0 0 0 5200 8.76 -0.96 20.76 0| 0 0 0 5600 12.72 -0.99 24.00 0| 0 0 0 6000 Total 0| 0 0 0 Indicative a-t-m Vol 23.96 Underlying Price 47.280 Time to expiry: 105 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 0.01 0.00 38.41 0| 0 0 0 2800 0.04 -0.01 34.04 0| 0 0 0 3200 0.13 -0.04 30.50 0| 0 0 0 3600 0.23 -0.07 29.01 0| 0 250 0 3800 0.42 -0.11 27.69 0| 0 20 0 4000 0.72 -0.18 26.83 0| 0 20 0 4200 1.17 -0.27 25.51 0| 0 6 0 4400 1.79 -0.39 24.14 0| 0 0 0 4600 2.77 -0.52 23.86 0| 0 0 0 4800 5.40 -0.76 22.69 0| 0 0 0 5200 8.86 -0.92 22.14 0| 0 0 0 5600 12.72 -0.99 21.52 0| 0 0 0 6000 16.72 -1.00 21.43 0| 0 0 0 6400 24.72 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 296 0 Indicative a-t-m Vol 25.39 Underlying Price 47.280 Time to expiry: 196 Days Mar 11 0.26 -0.05 33.00 0| 0 0 0 3200 0.60 -0.11 30.49 0| 0 0 0 3600 1.28 -0.21 28.33 0| 0 13 0 4000 1.81 -0.28 27.45 0| 0 14 0 4200 2.47 -0.36 26.41 0| 0 4 0 4400 3.37 -0.45 25.94 0| 0 0 0 4600 4.40 -0.55 25.08 0| 0 0 0 4800 7.06 -0.72 23.99 0| 0 0 0 5200 10.31 -0.85 23.14 0| 0 0 0 5600 17.81 -0.97 22.16 0| 0 0 0 6400 25.72 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 31 0 Indicative a-t-m Vol 25.62 Underlying Price 47.280 Time to expiry: 287 Days Jun 11 0.07 -0.01 36.00 0| 0 0 0 2400 0.46 -0.07 31.56 0| 0 0 0 3200 0.94 -0.14 29.50 0| 0 0 0 3600 1.77 -0.23 27.73 0| 0 0 0 4000 2.36 -0.30 27.01 0| 0 0 0 4200 3.11 -0.37 26.38 0| 0 0 0 4400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 91 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.03 -0.44 25.99 0| 0 0 0 4600 5.07 -0.52 25.41 0| 0 0 0 4800 7.64 -0.67 24.57 0| 0 0 0 5200 10.76 -0.79 24.21 0| 0 0 0 5600 14.23 -0.88 23.89 0| 0 0 0 6000 17.94 -0.93 23.59 0| 0 0 0 6400 25.74 -0.98 24.82 0| 0 0 0 7200 33.64 -1.00 23.58 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.57 Underlying Price 47.280 Time to expiry: 469 Days Dec 11 0.22 -0.03 34.25 0| 0 0 0 2400 0.92 -0.10 30.57 0| 0 0 0 3200 2.65 -0.26 27.52 0| 0 0 0 4000 4.12 -0.37 26.37 0| 0 0 0 4400 6.07 -0.49 25.39 0| 0 0 0 4800 14.76 -0.80 24.39 0| 0 0 0 6000 33.63 -0.98 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 25.86 Underlying Price 47.280 Time to expiry: 651 Days Jun 12 1.53 -0.14 30.11 0| 0 0 0 3200 3.69 -0.29 27.30 0| 0 0 0 4000 5.37 -0.39 26.43 0| 0 0 0 4400 7.46 -0.49 25.74 0| 0 0 0 4800 16.02 -0.75 24.75 0| 0 0 0 6000 34.05 -0.95 24.04 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 443 0 Grand Total 0| 0 2,712 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 18.96 Underlying Price 47.280 Time to expiry: 14 Days Sep 10 23.28 1.00 64.00 0| 0 0 0 2400 19.29 1.00 64.30 0| 0 0 0 2800 15.29 1.00 57.22 0| 0 200 0 3200 11.29 1.00 45.83 0| 0 2 0 3600 9.29 1.00 39.75 0| 0 6 0 3800 7.29 0.99 33.79 0| 0 0 0 4000 5.30 0.98 28.16 0| 0 0 0 4200 4.32 0.97 25.32 0| 0 0 0 4300 3.34 0.95 22.50 0| 0 34 0 4400 2.40 0.89 20.62 0| 0 0 0 4500 1.56 0.76 19.79 0| 0 0 0 4600 0.87 0.57 18.88 0| 0 0 0 4700 0.44 0.36 19.18 0| 0 300 0 4800 0.17 0.18 18.58 0| 0 0 0 4900 0.06 0.07 18.58 0| 0 0 0 5000 0.01 0.01 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 25.39 Underlying Price 47.280 Time to expiry: 196 Days Mar 11 26.13 1.00 42.42 0| 0 0 0 2000 22.17 0.99 39.12 0| 0 0 0 2400 14.44 0.95 33.00 0| 0 0 0 3200 10.80 0.89 30.49 0| 0 0 0 3600 7.50 0.79 28.33 0| 0 408 0 4000 6.04 0.72 27.45 0| 0 66 0 4200 4.70 0.64 26.41 0| 0 422 0 4400 3.60 0.55 25.94 0| 0 52 0 4600 2.64 0.46 25.08 0| 0 2 0 4800 1.31 0.28 23.99 0| 0 46 0 5200 0.56 0.15 23.14 0| 0 0 0 5600 0.21 0.07 22.54 0| 0 0 0 6000 0.07 0.03 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 26.45 Underlying Price 47.280 Time to expiry: 378 Days Sep 11 22.47 0.98 36.11 0| 0 0 0 2400 15.16 0.91 31.92 0| 0 0 0 3200 11.78 0.84 29.75 0| 0 0 0 3600 8.84 0.75 28.40 0| 0 0 0 4000 6.32 0.63 27.23 0| 0 0 0 4400 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 93 Calls | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 4.31 0.51 26.28 0| 0 0 0 4800 1.09 0.19 24.77 0| 0 0 0 6000 0.12 0.03 26.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.01 Underlying Price 47.280 Time to expiry: 560 Days Mar 12 14.86 0.86 32.10 0| 0 0 0 3200 9.14 0.71 28.94 0| 0 0 0 4000 6.83 0.61 27.71 0| 0 0 0 4400 4.96 0.51 26.86 0| 0 0 0 4800 1.71 0.24 25.44 0| 0 0 0 6000 0.32 0.06 26.29 0| 0 0 0 8000 Total 0| 0 0 0 Total Calls 0| 0 1,892 0 | Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 18.96 Underlying Price 47.280 Time to expiry: 14 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 0.00 39.75 0| 0 20 0 3800 0.01 -0.01 33.79 0| 0 4 0 4000 0.02 -0.02 28.16 0| 0 0 0 4200 0.03 -0.03 25.32 0| 0 0 0 4300 0.05 -0.05 22.50 0| 0 0 0 4400 0.11 -0.11 20.62 0| 0 0 0 4500 0.27 -0.24 19.79 0| 0 0 0 4600 0.59 -0.43 18.88 0| 0 0 0 4700 1.15 -0.64 19.18 0| 0 0 0 4800 1.88 -0.82 18.58 0| 0 0 0 4900 2.77 -0.93 18.58 0| 0 0 0 5000 4.71 -0.99 18.88 0| 0 0 0 5200 8.71 -1.00 19.18 0| 0 0 0 5600 12.71 -1.00 20.39 0| 0 0 0 6000 16.71 -1.00 22.79 0| 0 0 0 6400 24.71 -1.00 23.00 0| 0 0 0 7200 Total 0| 0 27 0 Indicative a-t-m Vol 25.39 Underlying Price 47.280 Time to expiry: 196 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 0.26 -0.05 33.00 0| 0 200 0 3200 0.60 -0.11 30.49 0| 0 200 0 3600 1.28 -0.21 28.33 0| 0 0 0 4000 1.81 -0.28 27.45 0| 0 0 0 4200 2.46 -0.36 26.41 0| 0 0 0 4400 3.35 -0.45 25.94 0| 0 0 0 4600 4.38 -0.54 25.08 0| 0 0 0 4800 7.03 -0.72 23.99 0| 0 0 0 5200 10.26 -0.85 23.14 0| 0 0 0 5600 13.89 -0.93 22.54 0| 0 0 0 6000 17.73 -0.97 22.16 0| 0 0 0 6400 25.63 -1.00 22.00 0| 0 0 0 7200 Total 0| 0 1,367 0 Indicative a-t-m Vol 26.45 Underlying Price 47.280 Time to expiry: 378 Days Sep 11 0.17 -0.02 36.11 0| 0 0 0 2400 0.76 -0.09 31.92 0| 0 0 0 3200 1.33 -0.16 29.75 0| 0 0 0 3600 2.34 -0.25 28.40 0| 0 0 0 4000 3.77 -0.37 27.23 0| 0 0 0 4400 5.71 -0.49 26.28 0| 0 0 0 4800 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 Sep 2010 Page 95 Puts | Opening Settle Delta Vola- Daily Total| Official Open Change Exer Trans Price tility High Low Volume| Volume Int Price | | 14.35 -0.81 24.77 0| 0 0 0 6000 33.14 -0.97 26.00 0| 0 0 0 8000 Total 0| 0 0 0 Indicative a-t-m Vol 27.01 Underlying Price 47.280 Time to expiry: 560 Days Mar 12 1.51 -0.14 32.10 0| 0 0 0 3200 3.63 -0.29 28.94 0| 0 0 0 4000 5.24 -0.39 27.71 0| 0 0 0 4400 7.30 -0.49 26.86 0| 0 0 0 4800 15.82 -0.76 25.44 0| 0 0 0 6000 34.05 -0.94 26.29 0| 0 0 0 8000 Total 0| 0 0 0 Total Puts 0| 0 1,394 0 Grand Total 0| 0 3,286 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 34.01 Underlying Price 5.561 Time to expiry: 14 Days Sep 10 1.56 0.99 71.00 0| 0 0 0 400 1.17 0.98 58.30 0| 0 0 0 440 0.97 0.97 52.59 0| 0 0 0 460 0.78 0.94 47.23 0| 0 0 0 480 0.59 0.89 44.22 0| 0 0 0 500 0.41 0.82 37.93 0| 0 0 0 520 0.25 0.67 35.50 0| 0 0 0 540 0.13 0.47 33.63 0| 0 120 0 560 0.06 0.27 31.45 0| 0 0 0 580 0.03 0.14 33.76 0| 0 30 0 600 0.01 0.07 35.00 0| 0 0 0 620 0.01 0.05 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 57.00 0| 0 0 0 1000 0.01 0.00 37.22 0| 0 2 0 1200 Total 0| 0 53,044 0 Indicative a-t-m Vol 35.38 Underlying Price 5.561 Time to expiry: 196 Days Mar 11 1.95 0.92 47.53 0| 0 0 0 360 1.61 0.87 44.37 0| 0 0 0 400 1.28 0.81 41.35 0| 0 0 0 440 0.98 0.73 39.22 0| 0 0 0 480 0.73 0.63 37.10 0| 0 0 0 520 0.51 0.52 35.19 0| 0 0 0 560 0.34 0.40 33.65 0| 0 0 0 600 0.21 0.29 32.05 0| 0 1,000 0 640 0.13 0.21 31.61 0| 0 2,040 0 680 0.09 0.08 0.14 31.64 0.09 0.09 700| 0 1,660 0 720 0.05 0.09 31.10 0| 0 0 0 760 0.02 0.05 29.95 0| 0 200 0 800 0.02 0.03 30.14 0| 0 0 0 840 0.01 0.03 31.21 0| 0 0 0 880 0.01 0.01 32.70 0| 0 10 0 960 0.01 0.01 34.00 0| 0 0 0 1000 0.01 0.01 41.27 0| 0 0 0 1200 0.01 0.01 51.92 0| 0 0 0 1400 Total 700| 0 4,910 0 Equity Options 21:23 Business Day Fri 3 Sep 2010 Previous Business Day Thu 2 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 36.95 Underlying Price 5.561 Time to expiry: 378 Days Sep 11 2.00 0.86 46.98 0| 0 0 0 360 1.70 0.81 44.56 0| 0 0 0 400 1.41 0.76 42.32 0| 0 0 0 440 1.15 0.69 40.28 0| 0 0 0 480 0.71 0.54 36.78 0| 0 0 0 560 0.54 0.46 35.26 0| 0 0 0 600 0.41 0.38 34.36 0| 0 0 0 640 0.20 0.23 31.48 0| 0 1,600 0 720 0.08 0.12 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 37.69 Underlying Price 5.561 Time to expiry: 560 Days Mar 12 2.06 0.83 47.27 0| 0 0 0 360 1.77 0.79 44.73 0| 0 0 0 400 1.50 0.73 42.33 0| 0 0 0 440 1.26 0.68 40.50 0| 0 0 0 480 0.86 0.55 37.54 0| 0 0 0 560 0.68 0.48 35.71 0| 0 0 0 600 0.53 0.41 34.44 0| 0 0 0 640 0.30 0.28 31.73 0| 0 0 0 720