Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 1 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 3i Group Plc - STND OPT (III) Indicative a-t-m Vol 32.75 Underlying Price 278.800 Time to expiry: 85 Days Mar 10 80.000 0.97 39.87 0 0 0| 0 96 0 0 200 70.500 0.95 38.45 0 0 0| 0 0 0 0 210 61.250 0.92 37.20 0 0 0| 0 0 0 0 220 52.250 0.88 36.57 0 0 0| 0 5 0 0 230 43.750 0.83 35.25 0 0 0| 0 8 0 0 240 28.750 0.70 33.28 0 0 0| 0 22 0 0 260 22.750 0.61 33.58 0 0 0| 0 0 0 0 270 17.250 0.53 32.55 0 0 0| 4 27 +4 0 280 12.500 0.43 31.51 0 0 0| 0 2 0 0 290 8.750 0.34 30.70 0 0 0| 0 41 0 0 300 4.250 0.20 30.50 0 0 0| 0 253 0 0 320 1.750 0.10 29.60 0 0 0| 0 8 0 0 340 0.750 0.04 29.30 0 0 0| 0 18 0 0 360 Total 0 0 0| 4 480 +4 0 Indicative a-t-m Vol 35.11 Underlying Price 278.800 Time to expiry: 176 Days Jun 10 66.750 0.84 39.91 0 0 0| 0 14 0 0 220 51.250 0.76 38.03 0 0 0| 0 15 0 0 240 37.750 0.66 36.34 0 0 0| 0 35 0 0 260 26.750 0.55 34.98 0 0 0| 0 19 0 0 280 18.250 0.43 34.28 0 0 0| 0 80 0 0 300 12.250 0.32 33.90 0 0 0| 0 76 0 0 320 5.250 0.17 33.79 0 0 0| 0 3 0 0 360 Total 0 0 0| 0 242 0 0 Indicative a-t-m Vol 37.04 Underlying Price 278.800 Time to expiry: 267 Days Sep 10 57.500 0.73 39.66 0 0 0| 0 0 0 0 240 44.750 0.65 37.82 0 0 0| 0 0 0 0 260 34.500 0.56 36.95 0 0 0| 0 0 0 0 280 26.000 0.47 36.06 0 0 0| 0 0 0 0 300 19.000 0.38 35.22 0 0 0| 0 5 0 0 320 Total 0 0 0| 0 5 0 0 Total Calls 0 0 0| 4 727 +4 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 2 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 3i Group Plc - STND OPT (III) Indicative a-t-m Vol 33.08 Underlying Price 278.800 Time to expiry: 85 Days Mar 10 0.500 -0.03 37.73 0 0 0| 0 19 0 0 200 1.000 -0.05 37.38 0 0 0| 0 0 0 0 210 1.750 -0.08 36.83 0 0 0| 0 50 0 0 220 3.000 -0.12 36.46 0 0 0| 0 59 0 0 230 4.500 -0.17 35.21 0 0 0| 0 69 0 0 240 9.000 -0.30 32.60 0 0 0| 0 51 0 0 260 13.250 -0.39 33.30 0 0 0| 0 2 0 0 270 18.250 -0.47 33.03 0 0 0| 0 31 0 0 280 23.500 -0.57 31.96 0 0 0| 0 0 0 0 290 30.000 -0.65 31.87 0 0 0| 0 24 0 0 300 44.750 -0.81 30.03 0 0 0| 0 15 0 0 320 62.750 -0.90 30.34 0 0 0| 0 0 0 0 340 81.750 -0.95 31.20 0 0 0| 0 96 0 0 360 Total 0 0 0| 0 416 0 0 Indicative a-t-m Vol 35.38 Underlying Price 278.800 Time to expiry: 176 Days Jun 10 7.750 -0.16 40.24 0 0 0| 0 100 0 0 220 12.250 -0.24 38.05 0 0 0| 0 98 0 0 240 19.000 -0.35 36.38 0 0 0| 0 14 0 0 260 28.000 -0.46 35.27 0 0 0| 0 19 0 0 280 39.500 -0.58 34.17 0 0 0| 0 5 0 0 300 53.250 -0.68 33.78 0 0 0| 0 0 0 0 320 87.250 -0.82 35.43 0 0 0| 0 34 0 0 360 Total 0 0 0| 0 270 0 0 Indicative a-t-m Vol 37.06 Underlying Price 278.800 Time to expiry: 267 Days Sep 10 18.750 -0.27 39.65 0 0 0| 0 6 0 0 240 26.000 -0.35 38.13 0 0 0| 0 0 0 0 260 35.500 -0.44 36.94 0 0 0| 0 0 0 0 280 46.750 -0.53 35.95 0 0 0| 0 0 0 0 300 60.000 -0.62 35.32 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 6 0 0 Total Puts 0 0 0| 0 692 0 0 Grand Total 0 0 0| 4 1,419 +4 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 3 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Anglo American plc (AHA) Indicative a-t-m Vol 28.83 Underlying Price 2695.000 Time to expiry: 22 Days Jan 10 799.500 796.000 1.00 42.42 799.500 S 799.500 S 0 0 1| 4 4 +4 0 1900 696.000 1.00 42.28 0 0 0| 0 0 0 0 2000 596.000 1.00 34.87 0 0 0| 0 12 0 0 2100 497.000 0.99 36.55 0 0 0| 0 46 0 0 2200 399.500 0.97 35.62 0 0 0| 0 35 0 0 2300 304.500 0.92 34.01 0 0 0| 0 47 0 0 2400 215.500 0.84 32.07 0 0 0| 1 151 0 0 2500 139.000 0.69 30.95 0 0 0| 9 58 -9 0 2600 75.500 0.51 28.72 0 0 0| 2 45 +2 0 2700 29.000 35.000 0.30 27.61 35.000 S 29.000 0 0 6| 0 334 0 0 2800 15.000 0.16 27.87 0 0 0| 0 4 0 0 2900 5.500 0.07 27.95 0 0 0| 0 19 0 0 3000 CAB 0.00 26.02 0 0 0| 0 1 0 0 3200 Total 0 0 7| 16 756 -3 0 Indicative a-t-m Vol 37.44 Underlying Price 2695.000 Time to expiry: 57 Days Feb 10 704.500 0.96 43.91 0 0 0| 0 0 0 0 2000 520.500 0.90 42.68 0 0 0| 0 3 0 0 2200 351.000 0.80 39.46 0 0 0| 0 7 0 0 2400 280.500 0.71 39.43 0 0 0| 0 35 0 0 2500 212.500 0.63 37.68 0 0 0| 0 42 0 0 2600 159.500 0.53 37.43 0 0 0| 9 524 +9 0 2700 111.000 113.500 0.43 36.44 111.000 111.000 0 0 1| 10 80 +5 0 2800 78.000 0.33 35.72 0 0 0| 0 9 0 0 2900 50.000 0.24 34.73 0 0 0| 0 29 0 0 3000 21.500 0.12 34.92 0 0 0| 0 11 0 0 3200 Total 0 0 1| 19 740 +14 0 Indicative a-t-m Vol 38.92 Underlying Price 2695.000 Time to expiry: 85 Days Mar 10 1737.000 1.00 25.50 0 0 0| 0 0 0 0 960 1697.000 1.00 29.76 0 0 0| 0 5 0 0 1000 1597.000 1.00 37.84 0 0 0| 0 5 0 0 1100 1497.500 1.00 43.14 0 0 0| 0 0 0 0 1200 1397.500 1.00 46.48 0 0 0| 0 0 0 0 1300 1298.000 1.00 47.95 0 0 0| 0 20 0 0 1400 1199.000 1.00 49.57 0 0 0| 0 5 0 0 1500 1101.000 0.99 50.29 0 0 0| 0 30 0 0 1600 1003.500 0.98 49.26 0 0 0| 0 7 0 0 1700 907.500 0.97 48.42 0 0 0| 0 264 0 0 1800 812.500 0.95 47.28 0 0 0| 0 33 0 0 1900 721.000 0.93 46.29 0 0 0| 0 47 0 0 2000 546.000 0.86 44.10 0 0 0| 0 111 0 0 2200 388.000 0.75 41.58 0 0 0| 5 1,243 -5 0 2400 320.000 0.69 40.89 0 0 0| 0 0 0 0 2500 257.000 0.62 39.82 0 0 0| 0 818 0 0 2600 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 4 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 202.500 0.54 38.87 0 0 0| 0 0 0 0 2700 158.000 0.46 38.48 0 0 0| 0 220 0 0 2800 88.000 0.31 37.09 0 0 0| 0 13 0 0 3000 44.500 0.19 35.93 0 0 0| 0 49 0 0 3200 Total 0 0 0| 5 2,870 -5 0 Indicative a-t-m Vol 39.11 Underlying Price 2695.000 Time to expiry: 176 Days Jun 10 1818.500 1.00 26.24 0 0 0| 0 6 0 0 880 1738.500 1.00 41.85 0 0 0| 0 0 0 0 960 1699.000 1.00 43.62 0 0 0| 0 0 0 0 1000 1501.000 1.00 48.36 0 0 0| 0 0 0 0 1200 1308.000 0.98 50.22 0 0 0| 0 0 0 0 1400 1213.000 0.97 49.54 0 0 0| 2 2 +2 0 1500 1119.500 0.96 48.81 0 0 0| 0 7 0 0 1600 1027.000 0.94 47.77 0 0 0| 0 0 0 0 1700 937.000 0.92 46.68 0 0 0| 0 253 0 0 1800 850.500 0.90 45.86 0 0 0| 0 115 0 0 1900 766.000 0.87 44.84 0 0 0| 0 99 0 0 2000 609.000 0.80 43.09 0 0 0| 0 12 0 0 2200 468.500 0.71 41.56 0 0 0| 0 56 0 0 2400 347.500 0.61 39.84 0 0 0| 0 5,413 0 0 2600 246.500 0.50 38.31 0 0 0| 5 92 0 0 2800 168.500 0.39 37.22 0 0 0| 3 10 +3 0 3000 117.000 0.30 37.05 0 0 0| 1 5,028 +1 0 3200 Total 0 0 0| 11 11,093 +6 0 Indicative a-t-m Vol 39.97 Underlying Price 2695.000 Time to expiry: 267 Days Sep 10 1145.000 0.93 49.32 0 0 0| 0 80 0 0 1600 972.000 0.89 47.04 0 0 0| 0 20 0 0 1800 890.500 0.87 46.04 0 0 0| 0 0 0 0 1900 811.000 0.84 45.03 0 0 0| 0 14 0 0 2000 664.500 0.77 43.42 0 0 0| 0 13 0 0 2200 532.500 0.70 41.83 0 0 0| 0 42 0 0 2400 418.000 0.62 40.50 0 0 0| 0 250 0 0 2600 311.000 321.500 0.53 39.39 311.000 S 311.000 S 0 0 2| 0 45 0 0 2800 243.000 0.44 38.53 0 0 0| 0 0 0 0 3000 169.000 178.000 0.36 37.54 169.000 S 169.000 S 0 0 2| 0 3 0 0 3200 Total 0 0 4| 0 467 0 0 Indicative a-t-m Vol 40.52 Underlying Price 2695.000 Time to expiry: 358 Days Dec 10 1823.500 0.99 52.78 0 0 0| 0 0 0 0 880 1747.000 0.99 53.29 0 0 0| 0 0 0 0 960 1709.000 0.99 53.38 0 0 0| 0 0 0 0 1000 1523.000 0.97 52.83 0 0 0| 0 0 0 0 1200 1343.000 0.94 50.87 0 0 0| 0 0 0 0 1400 1173.000 0.91 49.52 0 0 0| 0 4 0 0 1600 1010.000 0.87 47.45 0 0 0| 0 4 0 0 1800 932.000 0.84 46.43 0 0 0| 0 254 0 0 1900 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 5 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 855.000 0.82 45.10 0 0 0| 0 1,051 0 0 2000 592.000 0.69 42.30 0 0 0| 0 361 0 0 2400 481.500 0.62 41.03 0 0 0| 0 0 0 0 2600 386.500 0.55 39.97 0 0 0| 0 760 0 0 2800 240.500 0.40 38.38 0 0 0| 6 6 -4 0 3200 Total 0 0 0| 6 2,440 -4 0 Indicative a-t-m Vol 39.26 Underlying Price 2695.000 Time to expiry: 540 Days Jun 11 1379.500 0.92 50.28 0 0 0| 0 0 0 0 1400 1217.000 0.89 48.00 0 0 0| 0 0 0 0 1600 1042.500 0.86 43.15 0 0 0| 0 0 0 0 1800 905.000 0.81 42.46 0 0 0| 0 0 0 0 2000 660.000 0.70 40.56 0 0 0| 0 0 0 0 2400 466.500 0.57 38.80 0 0 0| 0 0 0 0 2800 311.000 0.45 36.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 37.97 Underlying Price 2695.000 Time to expiry: 722 Days Dec 11 1840.000 0.98 51.22 0 0 0| 0 0 0 0 880 1766.500 0.97 50.00 0 0 0| 0 0 0 0 960 1730.500 0.97 49.60 0 0 0| 0 0 0 0 1000 1545.500 0.96 44.35 0 0 0| 0 0 0 0 1200 1382.500 0.92 43.98 0 0 0| 0 0 0 0 1400 1229.000 0.89 43.08 0 0 0| 0 0 0 0 1600 1086.000 0.85 42.10 0 0 0| 0 0 0 0 1800 954.000 0.80 41.08 0 0 0| 0 0 0 0 2000 720.000 0.70 39.23 0 0 0| 0 250 0 0 2400 531.000 0.59 37.52 0 0 0| 0 0 0 0 2800 381.500 0.48 36.23 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 250 0 0 Indicative a-t-m Vol 37.97 Underlying Price 2695.000 Time to expiry: 1093 Days Dec 12 1054.000 0.80 41.08 0 0 0| 0 0 0 0 2000 842.000 0.72 39.23 0 0 0| 0 0 0 0 2400 661.000 0.63 37.52 0 0 0| 0 0 0 0 2800 499.000 0.54 35.40 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Total Calls 0 0 12| 57 18,616 +8 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 6 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Anglo American plc (AHA) Indicative a-t-m Vol 28.80 Underlying Price 2695.000 Time to expiry: 22 Days Jan 10 CAB 0.00 43.59 0 0 0| 0 35 0 0 1900 CAB 0.00 42.01 0 0 0| 0 37 0 0 2000 0.500 -0.01 40.02 0 0 0| 0 32 0 0 2100 1.500 -0.01 37.83 0 0 0| 0 21 0 0 2200 3.500 -0.03 35.57 0 0 0| 19 41 -4 0 2300 9.000 8.500 -0.08 33.74 9.000 S 9.000 S 0 0 1| 4 76 +4 0 2400 18.500 -0.16 31.44 0 0 0| 10 217 +10 0 2500 41.500 40.500 -0.30 29.93 41.500 41.500 0 0 5| 6 36 +5 0 2600 79.500 -0.49 28.74 0 0 0| 0 15 0 0 2700 139.000 -0.70 27.51 0 0 0| 0 39 0 0 2800 218.500 -0.85 27.55 0 0 0| 0 0 0 0 2900 309.000 -0.94 26.97 0 0 0| 0 32 0 0 3000 504.500 505.000 -1.00 28.19 504.500 S 504.500 S 0 0 1| 4 4 +4 0 3200 Total 0 0 7| 43 585 +19 0 Indicative a-t-m Vol 37.87 Underlying Price 2695.000 Time to expiry: 57 Days Feb 10 8.000 -0.04 44.64 0 0 0| 0 25 0 0 2000 24.000 24.000 -0.10 43.28 24.000 24.000 0 0 1| 0 117 0 0 2200 57.000 -0.21 40.77 0 0 0| 9 161 +9 0 2400 82.500 -0.29 39.42 0 0 0| 2 34 +2 0 2500 117.500 -0.38 38.46 0 0 0| 0 42 0 0 2600 163.000 -0.47 37.84 0 0 0| 0 40 0 0 2700 216.500 -0.57 36.70 0 0 0| 0 5 0 0 2800 278.500 -0.67 35.35 0 0 0| 0 0 0 0 2900 355.500 -0.75 35.68 0 0 0| 0 0 0 0 3000 525.000 -0.88 35.40 0 0 0| 0 0 0 0 3200 Total 0 0 1| 11 424 +11 0 Indicative a-t-m Vol 39.61 Underlying Price 2695.000 Time to expiry: 85 Days Mar 10 0.500 0.00 76.00 0 0 0| 0 3 0 0 960 0.500 0.00 74.00 0 0 0| 0 3 0 0 1000 0.500 0.00 69.71 0 0 0| 0 5 0 0 1100 1.000 0.00 65.90 0 0 0| 0 15 0 0 1200 1.500 0.00 62.52 0 0 0| 0 65 0 0 1300 2.000 -0.01 59.52 0 0 0| 0 145 0 0 1400 3.000 -0.01 56.84 0 0 0| 0 26 0 0 1500 5.000 -0.02 54.45 0 0 0| 0 39 0 0 1600 7.000 -0.02 52.29 0 0 0| 0 371 0 0 1700 10.500 -0.04 50.36 0 0 0| 0 151 0 0 1800 15.500 -0.05 48.37 0 0 0| 0 116 0 0 1900 23.500 -0.08 47.15 0 0 0| 0 71 0 0 2000 49.000 -0.15 44.79 0 0 0| 0 166 0 0 2200 93.500 90.000 -0.25 41.94 93.500 93.500 0 0 2| 8 1,227 0 0 2400 121.500 -0.31 41.07 0 0 0| 0 0 0 0 2500 160.000 -0.39 40.31 0 0 0| 0 441 0 0 2600 206.000 -0.46 39.57 0 0 0| 0 0 0 0 2700 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 7 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 260.500 -0.54 39.03 0 0 0| 0 22 0 0 2800 390.000 -0.69 37.57 0 0 0| 0 0 0 0 3000 548.500 -0.81 36.97 0 0 0| 0 3 0 0 3200 Total 0 0 2| 8 2,869 0 0 Indicative a-t-m Vol 39.69 Underlying Price 2695.000 Time to expiry: 176 Days Jun 10 0.500 0.00 56.74 0 0 0| 0 18 0 0 880 1.000 0.00 56.94 0 0 0| 0 3 0 0 960 1.000 0.00 56.87 0 0 0| 0 0 0 0 1000 4.500 -0.01 55.42 0 0 0| 0 28 0 0 1200 10.500 -0.02 53.06 0 0 0| 0 25 0 0 1400 15.000 -0.03 51.86 0 0 0| 3 11 +3 0 1500 21.000 -0.05 50.32 0 0 0| 0 31 0 0 1600 29.500 -0.06 49.31 0 0 0| 0 10 0 0 1700 38.500 -0.08 47.81 0 0 0| 0 10 0 0 1800 52.000 -0.11 46.80 0 0 0| 0 5 0 0 1900 66.500 -0.13 45.46 0 0 0| 0 263 0 0 2000 108.500 -0.20 43.52 0 0 0| 0 455 0 0 2200 165.000 166.500 -0.29 41.80 167.500 165.000 S 0 0 9| 2 21 +2 0 2400 247.500 -0.39 40.45 0 0 0| 0 0 0 0 2600 346.000 -0.50 38.85 0 0 0| 0 10 0 0 2800 465.500 -0.61 37.47 0 0 0| 0 0 0 0 3000 613.000 615.000 -0.70 37.50 613.000 S 613.000 S 0 0 2| 0 5 0 0 3200 Total 0 0 11| 5 895 +5 0 Indicative a-t-m Vol 39.81 Underlying Price 2695.000 Time to expiry: 267 Days Sep 10 43.000 -0.07 48.83 0 0 0| 0 29 0 0 1600 71.500 -0.11 47.06 0 0 0| 0 10 0 0 1800 90.000 -0.14 46.08 0 0 0| 0 1 0 0 1900 111.000 -0.17 45.15 0 0 0| 0 7 0 0 2000 159.500 163.000 -0.23 43.32 159.500 159.500 0 0 3| 0 0 0 0 2200 232.500 -0.31 41.99 0 0 0| 0 6 0 0 2400 316.000 -0.39 40.45 0 0 0| 0 0 0 0 2600 416.500 -0.48 39.11 0 0 0| 0 17 0 0 2800 536.000 -0.56 38.07 0 0 0| 0 0 0 0 3000 670.000 -0.65 37.04 0 0 0| 3 15 0 0 3200 Total 0 0 3| 3 85 0 0 Indicative a-t-m Vol 40.49 Underlying Price 2695.000 Time to expiry: 358 Days Dec 10 7.500 -0.01 57.21 0 0 0| 0 5 0 0 880 11.000 -0.02 56.61 0 0 0| 0 5 0 0 960 13.000 -0.02 56.25 0 0 0| 0 4 0 0 1000 26.500 -0.04 54.13 0 0 0| 0 3 0 0 1200 46.500 45.000 -0.06 51.61 46.500 S 46.500 S 0 0 4| 0 9 0 0 1400 71.500 -0.09 49.43 0 0 0| 0 6 0 0 1600 102.500 107.000 -0.13 47.32 102.500 S 102.500 S 0 0 4| 0 5 0 0 1800 128.000 -0.16 46.19 0 0 0| 1 11 +1 0 1900 153.000 -0.18 45.38 0 0 0| 1 1,051 +1 0 2000 286.000 -0.31 42.30 0 0 0| 0 350 0 0 2400 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 8 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 373.000 -0.38 40.96 0 0 0| 0 0 0 0 2600 477.500 -0.46 39.97 0 0 0| 0 751 0 0 2800 730.500 -0.60 38.51 0 0 0| 0 6 0 0 3200 Total 0 0 8| 2 2,206 +2 0 Indicative a-t-m Vol 39.29 Underlying Price 2695.000 Time to expiry: 540 Days Jun 11 58.500 -0.07 45.46 0 0 0| 0 0 0 0 1400 92.000 -0.10 44.00 0 0 0| 0 0 0 0 1600 139.500 -0.15 43.17 0 0 0| 0 0 0 0 1800 200.000 -0.20 42.52 0 0 0| 0 0 0 0 2000 352.500 -0.31 40.78 0 0 0| 0 0 0 0 2400 550.500 -0.43 38.76 0 0 0| 0 0 0 0 2800 783.000 -0.56 36.35 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 36.28 Underlying Price 2695.000 Time to expiry: 722 Days Dec 11 15.000 -0.02 46.00 0 0 0| 0 0 0 0 880 20.500 -0.02 45.59 0 0 0| 0 0 0 0 960 23.000 -0.03 45.00 0 0 0| 0 0 0 0 1000 44.500 -0.05 43.95 0 0 0| 0 0 0 0 1200 77.500 -0.08 43.49 0 0 0| 0 0 0 0 1400 118.000 -0.12 42.43 0 0 0| 0 0 0 0 1600 169.500 -0.16 41.44 0 0 0| 0 0 0 0 1800 230.000 -0.20 40.38 0 0 0| 0 0 0 0 2000 363.500 -0.31 37.05 0 0 0| 0 250 0 0 2400 569.500 -0.42 36.00 0 0 0| 0 0 0 0 2800 802.000 -0.54 34.23 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 250 0 0 Indicative a-t-m Vol 36.28 Underlying Price 2695.000 Time to expiry: 1093 Days Dec 12 307.500 -0.21 40.38 0 0 0| 0 0 0 0 2000 446.500 -0.29 37.05 0 0 0| 0 0 0 0 2400 649.000 -0.39 36.00 0 0 0| 0 0 0 0 2800 902.500 -0.48 35.99 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Total Puts 0 0 32| 72 7,314 +37 0 Grand Total 0 0 44| 129 25,930 +45 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 9 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Antofagasta PLC - STND OPT (ATT) Indicative a-t-m Vol 39.65 Underlying Price 935.500 Time to expiry: 85 Days Mar 10 456.500 1.00 42.56 0 0 0| 0 10 0 0 480 416.500 1.00 44.09 0 0 0| 0 0 0 0 520 377.250 0.99 47.13 0 0 0| 0 16 0 0 560 338.500 0.98 48.32 0 0 0| 0 20 0 0 600 300.000 0.97 46.25 0 0 0| 0 6 0 0 640 262.500 0.94 45.58 0 0 0| 0 7 0 0 680 226.000 0.91 44.27 0 0 0| 0 0 0 0 720 191.250 0.87 42.97 0 0 0| 0 0 0 0 760 159.250 0.81 42.25 0 0 0| 0 13 0 0 800 129.750 0.74 41.26 0 0 0| 0 6 0 0 840 102.500 0.66 39.96 0 0 0| 0 55 0 0 880 91.000 0.62 40.07 0 0 0| 0 0 0 0 900 80.250 0.58 39.74 0 0 0| 0 42 0 0 920 70.500 0.53 39.61 0 0 0| 0 0 0 0 940 61.500 0.49 39.36 0 0 0| 0 42 0 0 960 45.750 0.40 38.98 0 0 0| 0 117 0 0 1000 8.750 0.11 38.62 0 0 0| 0 31 0 0 1200 Total 0 0 0| 0 365 0 0 Indicative a-t-m Vol 39.95 Underlying Price 935.500 Time to expiry: 176 Days Jun 10 308.750 0.92 44.58 0 0 0| 0 1 0 0 640 274.500 0.89 43.78 0 0 0| 0 0 0 0 680 242.000 0.85 43.19 0 0 0| 0 0 0 0 720 211.750 0.81 42.71 0 0 0| 0 0 0 0 760 182.750 0.76 41.90 0 0 0| 0 2 0 0 800 155.750 0.70 40.96 0 0 0| 0 0 0 0 840 131.750 0.64 40.47 0 0 0| 0 4 0 0 880 111.250 0.58 40.14 0 0 0| 0 0 0 0 920 92.500 0.52 39.64 0 0 0| 0 12 0 0 960 77.000 0.46 39.56 0 0 0| 0 135 0 0 1000 27.250 0.22 38.65 0 0 0| 0 13 0 0 1200 Total 0 0 0| 0 167 0 0 Indicative a-t-m Vol 39.86 Underlying Price 935.500 Time to expiry: 267 Days Sep 10 201.000 0.74 41.15 0 0 0| 0 0 0 0 800 154.250 0.64 40.25 0 0 0| 0 0 0 0 880 134.750 0.59 40.08 0 0 0| 0 0 0 0 920 116.000 0.54 39.50 0 0 0| 0 0 0 0 960 100.000 0.49 39.38 0 0 0| 0 0 0 0 1000 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 532 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 10 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Antofagasta PLC - STND OPT (ATT) Indicative a-t-m Vol 39.82 Underlying Price 935.500 Time to expiry: 85 Days Mar 10 0.250 0.00 54.95 0 0 0| 0 3 0 0 480 0.750 -0.01 52.62 0 0 0| 0 0 0 0 520 1.250 -0.01 50.52 0 0 0| 0 8 0 0 560 2.000 -0.02 48.64 0 0 0| 0 11 0 0 600 3.250 -0.04 46.80 0 0 0| 0 4 0 0 640 5.750 -0.06 45.59 0 0 0| 0 16 0 0 680 9.000 -0.09 44.09 0 0 0| 0 19 0 0 720 14.500 -0.13 43.04 0 0 0| 0 10 0 0 760 22.000 -0.19 42.05 0 0 0| 0 37 0 0 800 32.250 -0.26 40.96 0 0 0| 0 17 0 0 840 46.250 -0.34 40.50 0 0 0| 0 31 0 0 880 54.250 -0.38 40.22 0 0 0| 0 0 0 0 900 63.500 63.500 -0.42 39.91 63.500 63.500 0 0 1| 0 26 0 0 920 73.500 -0.47 39.79 0 0 0| 0 0 0 0 940 84.500 -0.51 39.54 0 0 0| 0 11 0 0 960 108.250 -0.60 38.75 0 0 0| 0 1 0 0 1000 271.500 -0.90 38.44 0 0 0| 0 16 0 0 1200 Total 0 0 1| 0 210 0 0 Indicative a-t-m Vol 40.04 Underlying Price 935.500 Time to expiry: 176 Days Jun 10 13.250 -0.09 45.24 0 0 0| 0 2 0 0 640 19.000 -0.12 44.45 0 0 0| 0 9 0 0 680 26.500 -0.15 43.65 0 0 0| 0 3 0 0 720 36.250 -0.20 43.04 0 0 0| 0 10 0 0 760 47.000 -0.25 41.97 0 0 0| 0 75 0 0 800 60.750 -0.30 41.42 0 0 0| 0 3 0 0 840 77.000 -0.36 40.89 0 0 0| 0 8 0 0 880 95.750 -0.42 40.32 0 0 0| 0 5 0 0 920 116.500 -0.48 39.58 0 0 0| 0 10 0 0 960 140.500 -0.54 39.30 0 0 0| 0 55 0 0 1000 290.000 -0.79 38.16 0 0 0| 0 12 0 0 1200 Total 0 0 0| 0 192 0 0 Indicative a-t-m Vol 40.03 Underlying Price 935.500 Time to expiry: 267 Days Sep 10 66.750 -0.27 41.97 0 0 0| 0 0 0 0 800 98.750 -0.36 40.57 0 0 0| 0 0 0 0 880 118.500 -0.41 40.21 0 0 0| 0 0 0 0 920 140.000 -0.46 39.72 0 0 0| 0 0 0 0 960 164.000 -0.51 39.67 0 0 0| 0 0 0 0 1000 Total 0 0 0| 0 0 0 0 Total Puts 0 0 1| 0 402 0 0 Grand Total 0 0 1| 0 934 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 11 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ARM Holdings plc - STND OPT (ARM) Indicative a-t-m Vol 33.48 Underlying Price 175.200 Time to expiry: 85 Days Mar 10 79.500 0.99 54.00 0 0 0| 5 29 -5 0 96 75.500 0.99 52.00 0 0 0| 0 0 0 0 100 65.750 0.98 48.00 0 0 0| 0 0 0 0 110 56.000 0.97 44.00 0 0 0| 0 47 0 0 120 46.250 0.95 40.00 0 0 0| 0 20 0 0 130 37.000 0.91 37.33 0 0 0| 0 14 0 0 140 28.500 0.84 36.31 0 0 0| 0 58 0 0 150 20.750 0.74 34.88 0 0 0| 0 17 0 0 160 14.500 0.61 34.57 0 0 0| 0 18 0 0 170 9.000 0.47 32.39 0 0 0| 0 18 0 0 180 3.250 0.22 31.63 0 0 0| 0 10 0 0 200 1.250 0.09 33.38 0 0 0| 0 0 0 0 220 Total 0 0 0| 5 231 -5 0 Indicative a-t-m Vol 35.33 Underlying Price 175.200 Time to expiry: 176 Days Jun 10 57.000 0.94 41.55 0 0 0| 0 40 0 0 120 48.000 0.90 39.58 0 0 0| 0 2 0 0 130 39.500 0.85 38.20 0 0 0| 0 40 0 0 140 32.000 0.77 37.06 0 0 0| 0 46 0 0 150 25.250 0.69 36.74 0 0 0| 0 110 0 0 160 19.250 0.60 35.26 0 0 0| 0 23 0 0 170 14.750 0.50 35.40 0 0 0| 0 12 0 0 180 7.750 0.32 33.96 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 273 0 0 Indicative a-t-m Vol 36.48 Underlying Price 175.200 Time to expiry: 267 Days Sep 10 42.250 0.80 39.15 0 0 0| 0 0 0 0 140 29.000 0.67 37.17 0 0 0| 0 4 0 0 160 23.750 0.60 37.06 0 0 0| 0 0 0 0 170 18.750 0.52 35.90 0 0 0| 0 0 0 0 180 11.750 0.38 35.19 0 0 0| 0 61 0 0 200 Total 0 0 0| 0 65 0 0 Total Calls 0 0 0| 5 569 -5 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 12 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | ARM Holdings plc - STND OPT (ARM) Indicative a-t-m Vol 33.48 Underlying Price 175.200 Time to expiry: 85 Days Mar 10 CAB -0.01 54.00 0 0 0| 0 0 0 0 96 0.250 -0.01 52.00 0 0 0| 0 2 0 0 100 0.250 -0.02 48.00 0 0 0| 0 20 0 0 110 0.500 -0.03 44.00 0 0 0| 0 50 0 0 120 0.750 -0.05 40.00 0 0 0| 0 47 0 0 130 1.500 -0.09 37.33 0 0 0| 0 34 0 0 140 3.000 -0.16 36.31 0 0 0| 0 17 0 0 150 5.250 -0.26 34.88 0 0 0| 0 31 0 0 160 9.000 -0.39 34.57 0 0 0| 0 30 0 0 170 13.500 -0.53 32.39 0 0 0| 0 0 0 0 180 27.750 -0.78 31.63 0 0 0| 0 9 0 0 200 45.750 -0.91 33.38 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 240 0 0 Indicative a-t-m Vol 35.33 Underlying Price 175.200 Time to expiry: 176 Days Jun 10 2.000 -0.08 41.55 0 0 0| 0 109 0 0 120 3.000 -0.11 39.58 0 0 0| 0 210 0 0 130 4.750 -0.17 38.20 0 0 0| 0 10 0 0 140 7.250 -0.24 37.06 0 0 0| 0 3 0 0 150 10.750 -0.32 36.74 0 0 0| 0 0 0 0 160 14.750 -0.41 35.26 0 0 0| 0 14 0 0 170 20.250 -0.50 35.40 0 0 0| 0 2 0 0 180 33.250 -0.68 33.96 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 348 0 0 Indicative a-t-m Vol 36.38 Underlying Price 175.200 Time to expiry: 267 Days Sep 10 8.000 -0.21 39.00 0 0 0| 0 19 0 0 140 14.750 -0.34 37.17 0 0 0| 0 0 0 0 160 19.750 -0.41 36.86 0 0 0| 0 0 0 0 170 24.750 -0.48 35.90 0 0 0| 0 0 0 0 180 37.750 -0.62 35.19 0 0 0| 0 0 0 0 200 Total 0 0 0| 0 19 0 0 Total Puts 0 0 0| 0 607 0 0 Grand Total 0 0 0| 5 1,176 -5 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 13 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Associated British Foods PLC - STND OPT (ABR) Indicative a-t-m Vol 19.83 Underlying Price 819.000 Time to expiry: 85 Days Mar 10 181.000 0.98 24.97 0 0 0| 0 0 0 0 640 142.000 0.95 23.91 0 0 0| 0 0 0 0 680 105.000 0.89 22.71 0 0 0| 0 0 0 0 720 71.500 0.78 21.56 0 0 0| 0 0 0 0 760 42.500 0.62 19.84 0 0 0| 0 3 0 0 800 31.500 0.52 19.83 0 0 0| 0 0 0 0 820 22.500 0.42 19.44 0 0 0| 0 8 0 0 840 10.000 0.24 18.91 0 0 0| 0 12 0 0 880 4.000 0.11 18.84 0 0 0| 0 0 0 0 920 1.500 0.05 19.50 0 0 0| 0 0 0 0 960 Total 0 0 0| 0 23 0 0 Indicative a-t-m Vol 21.65 Underlying Price 819.000 Time to expiry: 176 Days Jun 10 115.500 0.82 23.79 0 0 0| 0 0 0 0 720 84.500 0.72 22.56 0 0 0| 0 0 0 0 760 60.000 0.60 22.17 0 0 0| 0 0 0 0 800 38.500 0.47 21.08 0 0 0| 0 7 0 0 840 23.500 0.34 20.55 0 0 0| 0 10 0 0 880 14.000 0.23 20.31 0 0 0| 0 0 0 0 920 8.000 0.14 20.36 0 0 0| 0 2 0 0 960 Total 0 0 0| 0 19 0 0 Indicative a-t-m Vol 23.02 Underlying Price 819.000 Time to expiry: 267 Days Sep 10 125.000 0.77 24.83 0 0 0| 0 0 0 0 720 97.500 0.68 24.06 0 0 0| 0 0 0 0 760 73.500 0.59 23.44 0 0 0| 0 0 0 0 800 52.500 0.48 22.56 0 0 0| 0 0 0 0 840 37.000 0.38 22.08 0 0 0| 0 0 0 0 880 17.000 0.22 21.60 0 0 0| 0 0 0 0 960 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 0 42 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 14 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Associated British Foods PLC - STND OPT (ABR) Indicative a-t-m Vol 20.66 Underlying Price 819.000 Time to expiry: 85 Days Mar 10 0.500 -0.01 23.02 0 0 0| 0 0 0 0 640 2.000 -0.04 23.68 0 0 0| 0 0 0 0 680 5.000 -0.11 23.13 0 0 0| 0 2 0 0 720 11.500 -0.22 21.72 0 0 0| 0 5 0 0 760 23.000 -0.38 20.66 0 0 0| 0 20 0 0 800 32.500 -0.48 20.66 0 0 0| 0 0 0 0 820 43.500 -0.58 20.37 0 0 0| 0 5 0 0 840 70.000 -0.77 19.05 0 0 0| 0 10 0 0 880 104.500 -0.88 19.79 0 0 0| 0 15 0 0 920 142.500 -0.94 20.99 0 0 0| 0 0 0 0 960 Total 0 0 0| 0 57 0 0 Indicative a-t-m Vol 21.73 Underlying Price 819.000 Time to expiry: 176 Days Jun 10 17.000 -0.21 23.93 0 0 0| 0 3 0 0 720 27.500 -0.30 23.13 0 0 0| 0 0 0 0 760 42.500 -0.42 22.11 0 0 0| 0 22 0 0 800 62.500 -0.55 21.32 0 0 0| 0 0 0 0 840 88.500 -0.68 20.97 0 0 0| 0 0 0 0 880 119.000 -0.78 20.65 0 0 0| 0 0 0 0 920 152.500 -0.87 20.19 0 0 0| 0 0 0 0 960 Total 0 0 0| 0 25 0 0 Indicative a-t-m Vol 22.88 Underlying Price 819.000 Time to expiry: 267 Days Sep 10 27.000 -0.24 24.58 0 0 0| 0 0 0 0 720 40.000 -0.33 23.82 0 0 0| 0 0 0 0 760 56.000 -0.42 23.15 0 0 0| 0 0 0 0 800 76.000 -0.52 22.58 0 0 0| 0 0 0 0 840 100.500 -0.62 22.09 0 0 0| 0 0 0 0 880 160.500 -0.79 21.45 0 0 0| 0 0 0 0 960 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 82 0 0 Grand Total 0 0 0| 0 124 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 15 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | AstraZeneca plc - STND OPT (AZA) Indicative a-t-m Vol 15.44 Underlying Price 2909.500 Time to expiry: 22 Days Jan 10 710.500 1.00 37.96 0 0 0| 0 0 0 0 2200 510.500 1.00 22.13 0 0 0| 0 0 0 0 2400 313.500 0.96 25.53 0 0 0| 0 12 0 0 2600 215.000 215.500 0.93 20.77 215.000 215.000 0 0 5| 0 50 0 0 2700 120.500 0.84 15.86 0 0 0| 0 81 0 0 2800 50.500 0.55 15.44 0 0 0| 0 854 0 0 2900 15.500 14.000 0.22 15.42 20.000 15.500 S 0 0 15| 30 70 +16 0 3000 2.500 3.000 0.05 22.23 2.500 2.500 0 0 10| 0 20 0 0 3200 1.000 0.01 27.88 0 0 0| 0 0 0 0 3400 Total 0 0 30| 30 1,087 +16 0 Indicative a-t-m Vol 19.15 Underlying Price 2909.500 Time to expiry: 57 Days Feb 10 711.500 1.00 22.78 0 0 0| 0 0 0 0 2200 512.000 1.00 22.61 0 0 0| 0 0 0 0 2400 315.500 0.96 20.95 0 0 0| 3 5 +3 0 2600 205.000 222.000 0.89 19.59 205.000 205.000 0 0 5| 0 19 0 0 2700 123.500 143.000 0.74 19.86 123.500 123.500 0 0 5| 0 51 0 0 2800 78.500 0.54 19.13 0 0 0| 0 67 0 0 2900 40.000 39.500 0.33 19.41 40.000 40.000 0 0 7| 1 348 +1 0 3000 7.500 0.08 20.09 0 0 0| 0 0 0 0 3200 2.000 0.02 22.77 0 0 0| 0 0 0 0 3400 Total 0 0 17| 4 490 +4 0 Indicative a-t-m Vol 20.17 Underlying Price 2909.500 Time to expiry: 85 Days Mar 10 1111.000 1.00 8.51 0 0 0| 0 0 0 0 1800 911.500 1.00 6.53 0 0 0| 0 0 0 0 2000 711.500 1.00 18.69 0 0 0| 0 12 0 0 2200 512.000 1.00 22.55 0 0 0| 0 39 0 0 2400 318.500 0.93 22.39 0 0 0| 0 122 0 0 2600 226.500 0.86 20.65 0 0 0| 0 2 0 0 2700 151.000 0.71 20.87 0 0 0| 0 667 0 0 2800 92.000 89.500 0.52 20.18 92.000 90.500 0 0 16| 1 27 +1 0 2900 50.000 0.34 20.09 0 0 0| 7 1,291 +5 0 3000 13.000 0.11 20.18 0 0 0| 0 250 0 0 3200 3.500 0.03 21.16 0 0 0| 12 12 +12 0 3400 Total 0 0 16| 20 2,422 +18 0 Indicative a-t-m Vol 21.97 Underlying Price 2909.500 Time to expiry: 176 Days Jun 10 1111.500 1.00 43.07 0 0 0| 0 0 0 0 1800 911.500 1.00 34.75 0 0 0| 0 0 0 0 2000 515.500 0.96 25.78 0 0 0| 0 32 0 0 2400 333.500 0.84 23.96 0 0 0| 0 634 0 0 2600 186.500 0.62 22.22 0 0 0| 0 2,068 0 0 2800 97.000 0.38 21.76 0 0 0| 0 1,163 0 0 3000 46.000 0.21 21.27 0 0 0| 5 205 0 0 3200 Total 0 0 0| 5 4,102 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 16 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 23.01 Underlying Price 2909.500 Time to expiry: 267 Days Sep 10 911.500 1.00 31.05 0 0 0| 0 5 0 0 2000 521.500 0.93 26.42 0 0 0| 0 13 0 0 2400 351.000 0.78 24.55 0 0 0| 0 14 0 0 2600 222.500 0.57 23.56 0 0 0| 0 25 0 0 2800 132.000 0.40 22.56 0 0 0| 0 28 0 0 3000 74.500 0.26 22.07 0 0 0| 0 50 0 0 3200 Total 0 0 0| 0 135 0 0 Indicative a-t-m Vol 23.47 Underlying Price 2909.500 Time to expiry: 358 Days Dec 10 1311.500 1.00 46.29 0 0 0| 0 0 0 0 1600 1111.500 1.00 37.80 0 0 0| 0 0 0 0 1800 912.000 1.00 31.34 0 0 0| 0 0 0 0 2000 533.000 0.87 26.79 0 0 0| 0 5 0 0 2400 379.500 0.71 25.47 0 0 0| 0 300 0 0 2600 258.500 0.56 24.05 0 0 0| 0 502 0 0 2800 167.500 0.42 22.99 0 0 0| 0 0 0 0 3000 108.000 108.500 0.31 22.65 108.000 108.000 0 0 4| 0 522 0 0 3200 Total 0 0 4| 0 1,329 0 0 Indicative a-t-m Vol 24.84 Underlying Price 2909.500 Time to expiry: 540 Days Jun 11 548.500 0.82 27.24 0 0 0| 0 0 0 0 2400 302.500 0.56 25.30 0 0 0| 0 0 0 0 2800 148.500 0.35 23.60 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.59 Underlying Price 2909.500 Time to expiry: 722 Days Dec 11 1112.000 1.00 31.12 0 0 0| 0 0 0 0 1800 912.500 1.00 28.64 0 0 0| 0 0 0 0 2000 558.500 0.78 26.14 0 0 0| 0 0 0 0 2400 322.000 0.56 24.00 0 0 0| 0 0 0 0 2800 170.000 0.37 22.50 0 0 0| 0 4 0 0 3200 Total 0 0 0| 0 4 0 0 Indicative a-t-m Vol 23.59 Underlying Price 2909.500 Time to expiry: 1093 Days Dec 12 581.500 0.74 26.14 0 0 0| 0 0 0 0 2400 362.500 0.56 24.00 0 0 0| 0 0 0 0 2800 213.500 0.40 22.50 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Total Calls 0 0 67| 59 9,569 +38 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 17 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | AstraZeneca plc - STND OPT (AZA) Indicative a-t-m Vol 15.38 Underlying Price 2909.500 Time to expiry: 22 Days Jan 10 CAB 0.00 27.71 0 0 0| 0 13 0 0 2200 CAB 0.00 26.48 0 0 0| 0 63 0 0 2400 1.000 -0.01 20.98 0 0 0| 0 92 0 0 2600 2.500 -0.05 18.25 0 0 0| 0 42 0 0 2700 9.500 10.000 -0.16 15.80 9.500 S 9.500 S 0 0 10| 5 40 +5 0 2800 40.000 -0.46 15.40 0 0 0| 1 29 0 0 2900 103.000 -0.78 15.11 0 0 0| 0 1 0 0 3000 291.000 -0.98 19.20 0 0 0| 0 0 0 0 3200 492.000 -0.98 30.84 0 0 0| 0 0 0 0 3400 Total 0 0 10| 6 280 +5 0 Indicative a-t-m Vol 17.60 Underlying Price 2909.500 Time to expiry: 57 Days Feb 10 3.500 -0.03 32.22 0 0 0| 0 0 0 0 2200 4.500 -0.04 22.79 0 0 0| 0 3 0 0 2400 20.500 21.000 -0.17 20.14 20.500 20.500 0 0 1| 1 52 0 0 2600 43.500 -0.30 19.23 0 0 0| 0 52 0 0 2700 100.000 82.000 -0.49 18.52 100.000 100.000 0 0 5| 19 56 +5 0 2800 140.000 -0.68 17.76 0 0 0| 4 34 +4 0 2900 212.500 -0.86 15.91 0 0 0| 0 25 0 0 3000 400.000 -1.00 8.95 0 0 0| 0 5 0 0 3200 613.000 599.500 -1.00 2.00 613.000 613.000 0 0 5| 0 0 0 0 3400 Total 0 0 11| 24 227 +9 0 Indicative a-t-m Vol 18.88 Underlying Price 2909.500 Time to expiry: 85 Days Mar 10 2.500 -0.01 42.57 0 0 0| 0 66 0 0 1800 2.500 -0.02 33.44 0 0 0| 0 29 0 0 2000 4.000 -0.03 27.18 0 0 0| 0 194 0 0 2200 12.000 -0.08 23.57 0 0 0| 12 144 -10 0 2400 38.000 -0.22 21.27 0 0 0| 3 682 +1 0 2600 65.000 -0.34 20.37 0 0 0| 0 2 0 0 2700 105.500 -0.48 19.67 0 0 0| 4 522 -7 0 2800 160.500 -0.63 18.96 0 0 0| 0 0 0 0 2900 229.500 -0.77 18.03 0 0 0| 0 606 0 0 3000 402.500 -0.97 15.41 0 0 0| 0 87 0 0 3200 599.500 -1.00 12.47 0 0 0| 0 0 0 0 3400 Total 0 0 0| 19 2,332 -16 0 Indicative a-t-m Vol 20.88 Underlying Price 2909.500 Time to expiry: 176 Days Jun 10 3.500 -0.02 31.36 0 0 0| 0 59 0 0 1800 8.500 -0.03 28.44 0 0 0| 0 61 0 0 2000 42.000 -0.16 24.30 0 0 0| 0 87 0 0 2400 86.500 -0.29 22.75 0 0 0| 0 1,053 0 0 2600 163.000 -0.47 21.50 0 0 0| 0 268 0 0 2800 278.500 -0.66 20.36 0 0 0| 0 36 0 0 3000 428.500 -0.83 19.21 0 0 0| 0 62 0 0 3200 Total 0 0 0| 0 1,626 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 18 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 21.64 Underlying Price 2909.500 Time to expiry: 267 Days Sep 10 22.500 -0.07 28.02 0 0 0| 0 30 0 0 2000 81.000 -0.22 24.82 0 0 0| 21 90 +17 0 2400 137.500 -0.34 23.20 0 0 0| 8 33 +8 0 2600 225.000 -0.48 22.19 0 0 0| 0 15 0 0 2800 341.500 -0.64 21.19 0 0 0| 0 0 0 0 3000 486.500 -0.77 20.36 0 0 0| 0 30 0 0 3200 Total 0 0 0| 29 198 +25 0 Indicative a-t-m Vol 22.50 Underlying Price 2909.500 Time to expiry: 358 Days Dec 10 11.000 -0.03 32.02 0 0 0| 4 86 0 0 1600 21.000 -0.05 30.10 0 0 0| 0 10 0 0 1800 39.500 -0.10 28.49 0 0 0| 0 262 0 0 2000 110.000 -0.24 25.22 0 0 0| 0 514 0 0 2400 173.000 -0.35 23.92 0 0 0| 0 0 0 0 2600 262.000 -0.47 22.97 0 0 0| 0 525 0 0 2800 375.000 -0.60 22.10 0 0 0| 0 0 0 0 3000 516.000 -0.72 21.56 0 0 0| 0 155 0 0 3200 Total 0 0 0| 4 1,552 0 0 Indicative a-t-m Vol 23.61 Underlying Price 2909.500 Time to expiry: 540 Days Jun 11 196.500 -0.30 26.42 0 0 0| 0 0 0 0 2400 369.500 -0.50 24.04 0 0 0| 0 0 0 0 2800 627.500 -0.70 22.48 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 23.73 Underlying Price 2909.500 Time to expiry: 722 Days Dec 11 77.500 -0.12 29.50 0 0 0| 0 1 0 0 1800 113.000 -0.17 27.85 0 0 0| 0 0 0 0 2000 233.500 -0.31 25.92 0 0 0| 0 0 0 0 2400 413.500 -0.49 24.00 0 0 0| 0 0 0 0 2800 668.500 -0.65 23.00 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 1 0 0 Indicative a-t-m Vol 23.73 Underlying Price 2909.500 Time to expiry: 1093 Days Dec 12 320.500 -0.34 25.92 0 0 0| 0 0 0 0 2400 506.000 -0.48 24.00 0 0 0| 0 0 0 0 2800 753.000 -0.62 23.00 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Total Puts 0 0 21| 82 6,216 +23 0 Grand Total 0 0 88| 141 15,785 +61 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 19 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Aviva Plc - STND OPT (CUA) Indicative a-t-m Vol 25.61 Underlying Price 388.100 Time to expiry: 22 Days Jan 10 68.250 1.00 26.93 0 0 0| 0 0 0 0 320 48.750 0.96 30.58 0 0 0| 0 0 0 0 340 30.250 0.86 28.43 0 0 0| 0 16 0 0 360 22.250 0.76 28.03 0 0 0| 0 20 0 0 370 15.250 0.64 27.35 0 0 0| 0 73 0 0 380 8.750 9.000 0.48 25.17 8.750 8.750 0 0 15| 5 49 +5 0 390 5.000 0.33 24.86 0 0 0| 0 349 0 0 400 2.250 0.19 23.80 0 0 0| 15 55 0 0 410 1.250 0.11 25.37 0 0 0| 5 43 +5 0 420 0.750 0.07 27.06 0 0 0| 0 29 0 0 430 0.500 0.05 29.87 0 0 0| 0 31 0 0 440 0.500 0.05 33.91 0 0 0| 0 0 0 0 450 0.500 0.04 37.91 0 0 0| 0 7 0 0 460 0.500 0.04 41.31 0 0 0| 0 0 0 0 470 0.500 0.03 44.34 0 0 0| 0 0 0 0 480 0.500 0.03 57.62 0 0 0| 0 0 0 0 520 Total 0 0 15| 25 672 +10 0 Indicative a-t-m Vol 32.92 Underlying Price 388.100 Time to expiry: 57 Days Feb 10 71.250 0.91 39.15 0 0 0| 0 1 0 0 320 54.000 0.83 37.57 0 0 0| 0 0 0 0 340 38.500 0.73 35.77 0 0 0| 0 0 0 0 360 31.250 0.67 34.33 0 0 0| 11 24 +11 0 370 25.250 0.59 33.98 0 0 0| 0 15 0 0 380 19.500 0.51 32.66 0 0 0| 0 35 0 0 390 14.500 15.000 0.44 32.35 14.500 S 14.500 S 0 0 4| 14 246 0 0 400 11.250 0.36 31.69 0 0 0| 0 79 0 0 410 8.250 0.29 31.34 0 0 0| 0 59 0 0 420 4.500 0.18 31.56 0 0 0| 0 0 0 0 440 Total 0 0 4| 25 459 +11 0 Indicative a-t-m Vol 37.11 Underlying Price 388.100 Time to expiry: 85 Days Mar 10 208.750 0.99 67.27 0 0 0| 0 0 0 0 180 188.750 0.99 57.56 0 0 0| 0 0 0 0 200 178.750 0.99 53.12 0 0 0| 0 0 0 0 210 168.750 1.00 47.18 0 0 0| 0 1 0 0 220 158.750 1.00 42.96 0 0 0| 0 0 0 0 230 149.000 0.99 45.72 0 0 0| 0 0 0 0 240 129.750 0.97 46.78 0 0 0| 0 15 0 0 260 111.000 0.94 45.99 0 0 0| 0 15 0 0 280 92.750 0.90 44.69 0 0 0| 0 25 0 0 300 75.750 0.85 43.03 0 0 0| 0 168 0 0 320 59.250 0.78 40.48 0 0 0| 0 26 0 0 340 44.250 0.69 38.30 0 0 0| 0 51 0 0 360 38.000 0.64 37.55 0 0 0| 0 0 0 0 370 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 20 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 32.000 0.59 36.86 0 0 0| 0 29 0 0 380 27.250 0.53 37.17 0 0 0| 0 0 0 0 390 21.750 0.47 35.50 0 0 0| 65 246 +65 0 400 14.250 0.35 34.68 0 0 0| 4 612 0 0 420 9.000 0.25 34.12 0 0 0| 0 75 0 0 440 5.750 0.18 34.15 0 0 0| 0 21 0 0 460 3.500 0.12 33.96 0 0 0| 0 56 0 0 480 CAB 0.00 28.51 0 0 0| 0 15 0 0 560 Total 0 0 0| 69 1,355 +65 0 Indicative a-t-m Vol 37.81 Underlying Price 388.100 Time to expiry: 176 Days Jun 10 228.500 1.00 51.74 0 0 0| 0 0 0 0 160 208.750 0.99 61.88 0 0 0| 0 0 0 0 180 188.750 0.99 51.93 0 0 0| 0 0 0 0 200 169.250 0.98 52.30 0 0 0| 0 0 0 0 220 149.750 0.97 50.02 0 0 0| 0 75 0 0 240 131.000 0.95 48.51 0 0 0| 0 0 0 0 260 113.500 0.91 47.75 0 0 0| 0 135 0 0 280 95.250 0.87 44.23 0 0 0| 0 0 0 0 300 79.250 0.81 42.72 0 0 0| 0 0 0 0 320 64.250 0.74 41.15 0 0 0| 0 35 0 0 340 51.250 0.66 39.77 0 0 0| 0 34 0 0 360 39.500 0.57 38.28 0 0 0| 0 34 0 0 380 29.750 0.48 37.10 0 0 0| 0 48 0 0 400 22.750 0.40 36.76 0 0 0| 14 44 +14 0 420 16.500 0.32 36.02 0 0 0| 0 68 0 0 440 12.500 0.25 36.08 0 0 0| 0 40 0 0 460 8.750 0.19 35.48 0 0 0| 0 22 0 0 480 1.500 0.05 32.44 0 0 0| 0 25 0 0 560 Total 0 0 0| 14 560 +14 0 Indicative a-t-m Vol 38.68 Underlying Price 388.100 Time to expiry: 267 Days Sep 10 85.250 0.77 43.00 0 0 0| 0 0 0 0 320 72.000 0.70 41.69 0 0 0| 0 0 0 0 340 59.250 0.64 40.05 0 0 0| 0 10 0 0 360 48.500 0.57 38.92 0 0 0| 0 19 0 0 380 39.750 0.50 38.32 0 0 0| 0 2 0 0 400 32.250 0.43 37.64 0 0 0| 0 0 0 0 420 26.250 0.38 37.47 0 0 0| 0 30 0 0 440 21.500 0.32 37.53 0 0 0| 0 520 0 0 460 16.500 0.27 36.58 0 0 0| 0 71 0 0 480 7.500 0.14 37.25 0 0 0| 0 58 0 0 560 Total 0 0 0| 0 710 0 0 Indicative a-t-m Vol 40.67 Underlying Price 388.100 Time to expiry: 358 Days Dec 10 228.750 0.99 64.91 0 0 0| 0 0 0 0 160 209.250 0.98 61.48 0 0 0| 0 0 0 0 180 190.250 0.97 58.80 0 0 0| 0 0 0 0 200 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 21 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 172.250 0.94 57.07 0 0 0| 0 0 0 0 220 153.750 0.92 53.57 0 0 0| 0 0 0 0 240 119.750 0.85 48.36 0 0 0| 0 0 0 0 280 90.000 0.75 44.50 0 0 0| 0 20 0 0 320 66.000 0.63 42.30 0 0 0| 0 17 0 0 360 55.500 0.57 40.92 0 0 0| 0 0 0 0 380 47.000 0.51 40.30 0 0 0| 0 5 0 0 400 39.250 0.46 39.57 0 0 0| 0 0 0 0 420 32.750 0.40 38.86 0 0 0| 13 15 0 0 440 21.750 0.30 37.41 0 0 0| 5 15 +5 0 480 9.250 0.16 35.89 0 0 0| 0 49 0 0 560 Total 0 0 0| 18 121 +5 0 Indicative a-t-m Vol 41.19 Underlying Price 388.100 Time to expiry: 540 Days Jun 11 154.250 0.92 50.13 0 0 0| 0 0 0 0 240 123.000 0.83 47.30 0 0 0| 0 0 0 0 280 97.000 0.73 44.99 0 0 0| 0 0 0 0 320 74.250 0.63 42.50 0 0 0| 0 0 0 0 360 56.000 0.53 40.63 0 0 0| 0 0 0 0 400 41.750 0.44 39.20 0 0 0| 0 0 0 0 440 30.500 0.36 38.00 0 0 0| 0 0 0 0 480 17.250 0.23 37.33 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 40.07 Underlying Price 388.100 Time to expiry: 722 Days Dec 11 229.250 0.99 62.85 0 0 0| 0 0 0 0 160 210.000 0.98 60.00 0 0 0| 0 0 0 0 180 192.000 0.95 58.00 0 0 0| 0 0 0 0 200 172.750 0.94 51.96 0 0 0| 0 0 0 0 220 156.000 0.90 50.00 0 0 0| 0 0 0 0 240 126.500 0.81 46.96 0 0 0| 0 0 0 0 280 101.000 0.72 43.99 0 0 0| 0 0 0 0 320 79.500 0.63 41.58 0 0 0| 0 0 0 0 360 61.250 0.54 39.43 0 0 0| 0 0 0 0 400 46.750 0.46 37.81 0 0 0| 0 10 0 0 440 36.000 0.38 37.04 0 0 0| 0 0 0 0 480 21.000 0.26 35.67 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 39.60 Underlying Price 388.100 Time to expiry: 1093 Days Dec 12 107.000 0.72 44.00 0 0 0| 0 0 0 0 320 86.000 0.64 41.00 0 0 0| 0 0 0 0 360 69.000 0.57 39.00 0 0 0| 0 0 0 0 400 56.500 0.50 38.00 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Calls 0 0 19| 151 3,887 +105 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 22 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Aviva Plc - STND OPT (CUA) Indicative a-t-m Vol 25.14 Underlying Price 388.100 Time to expiry: 22 Days Jan 10 0.250 -0.02 37.52 0 0 0| 0 0 0 0 320 1.000 -0.06 35.79 0 0 0| 0 53 0 0 340 1.500 -0.11 25.71 0 0 0| 5 78 +5 0 360 3.500 -0.22 26.42 0 0 0| 2 84 -2 0 370 6.250 -0.36 25.78 0 0 0| 0 80 0 0 380 10.750 -0.52 24.98 0 0 0| 0 67 0 0 390 16.250 -0.69 23.16 0 0 0| 0 18 0 0 400 24.000 -0.82 23.43 0 0 0| 0 5 0 0 410 32.750 -0.92 22.68 0 0 0| 3 53 0 0 420 42.250 -0.95 24.41 0 0 0| 0 3 0 0 430 52.250 -0.97 27.10 0 0 0| 0 0 0 0 440 62.250 -0.97 31.61 0 0 0| 0 1 0 0 450 72.500 -0.96 38.05 0 0 0| 0 0 0 0 460 82.750 -0.94 46.62 0 0 0| 0 0 0 0 470 93.750 -0.92 57.45 0 0 0| 0 0 0 0 480 132.000 -1.00 44.85 0 0 0| 0 0 0 0 520 Total 0 0 0| 10 442 +3 0 Indicative a-t-m Vol 32.99 Underlying Price 388.100 Time to expiry: 57 Days Feb 10 2.750 -0.09 38.96 0 0 0| 0 1 0 0 320 5.500 -0.17 37.31 0 0 0| 0 63 0 0 340 9.500 -0.27 34.69 0 0 0| 0 147 0 0 360 12.250 12.750 -0.33 34.26 12.250 S 12.250 S 0 0 4| 0 15 0 0 370 16.000 -0.41 32.89 0 0 0| 0 83 0 0 380 21.250 -0.49 33.01 0 0 0| 0 314 0 0 390 26.500 -0.56 32.30 0 0 0| 0 73 0 0 400 32.750 -0.64 31.94 0 0 0| 0 5 0 0 410 40.250 -0.71 32.36 0 0 0| 0 8 0 0 420 55.750 -0.83 31.11 0 0 0| 0 10 0 0 440 Total 0 0 4| 0 719 0 0 Indicative a-t-m Vol 36.60 Underlying Price 388.100 Time to expiry: 85 Days Mar 10 0.500 -0.01 73.05 0 0 0| 0 0 0 0 180 0.500 -0.01 66.27 0 0 0| 0 116 0 0 200 0.750 -0.01 63.21 0 0 0| 0 32 0 0 210 0.750 -0.02 60.37 0 0 0| 0 0 0 0 220 1.000 -0.02 57.73 0 0 0| 0 16 0 0 230 1.250 -0.03 55.28 0 0 0| 0 31 0 0 240 1.750 -0.04 50.92 0 0 0| 0 100 0 0 260 2.500 -0.06 47.23 0 0 0| 0 107 0 0 280 4.000 -0.09 44.19 0 0 0| 0 133 0 0 300 6.250 -0.14 41.70 0 0 0| 0 96 0 0 320 10.000 -0.21 39.59 0 0 0| 0 579 0 0 340 15.250 -0.30 37.85 0 0 0| 0 123 0 0 360 19.000 -0.36 37.45 0 0 0| 0 0 0 0 370 23.000 -0.41 36.48 0 0 0| 0 49 0 0 380 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 23 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 28.250 -0.47 36.63 0 0 0| 0 50 0 0 390 33.000 -0.53 35.64 0 0 0| 0 477 0 0 400 46.000 -0.64 35.40 0 0 0| 3 546 +3 0 420 60.750 -0.74 35.14 0 0 0| 0 6 0 0 440 77.250 -0.82 34.83 0 0 0| 0 1 0 0 460 95.250 -0.88 35.58 0 0 0| 0 2 0 0 480 172.250 -0.97 38.73 0 0 0| 0 10 0 0 560 Total 0 0 0| 3 2,474 +3 0 Indicative a-t-m Vol 37.15 Underlying Price 388.100 Time to expiry: 176 Days Jun 10 CAB 0.00 43.76 0 0 0| 0 0 0 0 160 0.500 -0.01 48.24 0 0 0| 0 0 0 0 180 1.250 -0.02 49.91 0 0 0| 0 0 0 0 200 2.750 -0.04 49.90 0 0 0| 0 28 0 0 220 4.500 -0.07 48.85 0 0 0| 0 18 0 0 240 7.000 -0.10 47.59 0 0 0| 0 23 0 0 260 9.500 -0.14 45.29 0 0 0| 0 45 0 0 280 13.500 -0.19 43.71 0 0 0| 0 66 0 0 300 18.500 -0.24 42.17 0 0 0| 150 394 +115 0 320 25.000 -0.31 40.69 0 0 0| 0 65 0 0 340 31.750 -0.38 38.48 0 0 0| 20 69 -20 0 360 41.250 -0.47 37.36 0 0 0| 0 14 0 0 380 52.750 -0.55 36.83 0 0 0| 0 31 0 0 400 66.000 -0.62 36.48 0 0 0| 0 8 0 0 420 80.250 -0.70 35.60 0 0 0| 0 15 0 0 440 96.500 -0.76 35.91 0 0 0| 0 6 0 0 460 113.000 -0.81 35.69 0 0 0| 0 16 0 0 480 188.250 -0.91 39.14 0 0 0| 0 16 0 0 560 Total 0 0 0| 170 814 +95 0 Indicative a-t-m Vol 38.61 Underlying Price 388.100 Time to expiry: 267 Days Sep 10 27.000 -0.26 42.61 0 0 0| 100 148 +100 0 320 34.000 -0.32 41.18 0 0 0| 0 0 0 0 340 42.250 -0.38 40.13 0 0 0| 2 59 -2 0 360 51.750 -0.45 38.93 0 0 0| 0 0 0 0 380 62.750 -0.51 38.14 0 0 0| 0 521 0 0 400 75.500 -0.57 37.64 0 0 0| 0 4 0 0 420 89.000 -0.63 37.06 0 0 0| 0 4 0 0 440 103.500 -0.69 36.31 0 0 0| 0 15 0 0 460 118.750 -0.75 35.57 0 0 0| 0 12 0 0 480 189.000 -0.89 34.62 0 0 0| 0 5 0 0 560 Total 0 0 0| 102 768 +98 0 Indicative a-t-m Vol 39.94 Underlying Price 388.100 Time to expiry: 358 Days Dec 10 4.750 -0.04 59.10 0 0 0| 0 14 0 0 160 6.250 -0.06 55.61 0 0 0| 0 0 0 0 180 9.000 -0.08 53.95 0 0 0| 0 15 0 0 200 11.000 -0.10 50.97 0 0 0| 0 35 0 0 220 14.750 -0.13 49.09 0 0 0| 49 49 +19 0 240 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 24 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 23.500 -0.20 45.46 0 0 0| 0 131 0 0 280 37.250 -0.29 43.27 0 0 0| 0 15 0 0 320 54.750 -0.40 41.34 0 0 0| 7 15 +7 0 360 65.000 -0.45 40.30 0 0 0| 0 0 0 0 380 76.250 -0.51 39.42 0 0 0| 0 15 0 0 400 88.750 -0.56 38.71 0 0 0| 0 0 0 0 420 104.750 -0.60 39.91 0 0 0| 0 0 0 0 440 134.500 -0.69 39.06 0 0 0| 0 23 0 0 480 202.250 -0.82 38.40 0 0 0| 0 1 0 0 560 Total 0 0 0| 56 313 +26 0 Indicative a-t-m Vol 41.19 Underlying Price 388.100 Time to expiry: 540 Days Jun 11 25.500 -0.17 49.23 0 0 0| 0 0 0 0 240 38.750 -0.24 47.30 0 0 0| 0 0 0 0 280 54.750 -0.32 44.99 0 0 0| 0 0 0 0 320 73.250 -0.40 42.50 0 0 0| 0 0 0 0 360 95.500 -0.49 40.63 0 0 0| 0 0 0 0 400 121.250 -0.58 39.20 0 0 0| 0 0 0 0 440 150.000 -0.66 38.00 0 0 0| 0 0 0 0 480 215.750 -0.78 37.33 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 40.07 Underlying Price 388.100 Time to expiry: 722 Days Dec 11 16.250 -0.08 58.60 0 0 0| 0 0 0 0 160 21.250 -0.11 57.56 0 0 0| 0 0 0 0 180 25.250 -0.13 54.54 0 0 0| 0 0 0 0 200 29.500 -0.15 51.96 0 0 0| 0 0 0 0 220 34.750 -0.18 49.67 0 0 0| 0 0 0 0 240 48.500 -0.25 46.96 0 0 0| 0 0 0 0 280 64.250 -0.32 43.99 0 0 0| 0 0 0 0 320 82.750 -0.40 41.58 0 0 0| 0 0 0 0 360 104.250 -0.48 39.43 0 0 0| 0 0 0 0 400 129.250 -0.56 37.81 0 0 0| 0 0 0 0 440 157.750 -0.63 37.04 0 0 0| 0 0 0 0 480 220.500 -0.75 35.67 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.60 Underlying Price 388.100 Time to expiry: 1093 Days Dec 12 81.500 -0.32 44.00 0 0 0| 0 0 0 0 320 99.250 -0.39 41.00 0 0 0| 0 0 0 0 360 121.000 -0.46 39.00 0 0 0| 0 0 0 0 400 146.500 -0.52 38.00 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Total Puts 0 0 4| 341 5,530 +225 0 Grand Total 0 0 23| 492 9,417 +330 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 25 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BAE Systems plc - STND OPT (AER) Indicative a-t-m Vol 22.28 Underlying Price 350.000 Time to expiry: 85 Days Mar 10 110.500 1.00 30.97 0 0 0| 0 6 0 0 240 71.500 0.95 28.82 0 0 0| 0 10 0 0 280 52.750 0.90 26.66 0 0 0| 0 34 0 0 300 36.000 0.79 24.94 0 0 0| 0 72 0 0 320 28.000 0.72 23.60 0 0 0| 0 6 0 0 330 20.250 21.250 0.63 23.12 20.250 19.750 0 0 5| 0 2,788 0 0 340 15.500 0.53 22.28 0 0 0| 0 50 0 0 350 10.500 10.750 0.42 21.87 10.500 10.500 0 0 5| 8 3,357 +8 0 360 4.750 0.23 21.31 0 0 0| 0 49 0 0 380 2.000 0.11 21.52 0 0 0| 0 3,053 0 0 400 Total 0 0 10| 8 9,425 +8 0 Indicative a-t-m Vol 24.17 Underlying Price 350.000 Time to expiry: 176 Days Jun 10 72.750 0.92 28.23 0 0 0| 0 25 0 0 280 55.250 0.85 26.70 0 0 0| 0 10 0 0 300 38.500 39.250 0.75 25.28 38.500 38.500 0 0 8| 0 8 0 0 320 26.250 0.61 24.30 0 0 0| 0 57 0 0 340 16.750 0.45 24.04 0 0 0| 0 87 0 0 360 5.500 0.20 23.16 0 0 0| 0 24 0 0 400 Total 0 0 8| 0 211 0 0 Indicative a-t-m Vol 25.37 Underlying Price 350.000 Time to expiry: 267 Days Sep 10 74.500 0.89 28.17 0 0 0| 0 0 0 0 280 43.750 0.70 26.38 0 0 0| 0 0 0 0 320 31.750 0.59 25.61 0 0 0| 0 0 0 0 340 22.500 0.47 25.14 0 0 0| 0 0 0 0 360 10.250 0.27 24.46 0 0 0| 5 5 +5 0 400 Total 0 0 0| 5 5 +5 0 Total Calls 0 0 18| 13 9,641 +13 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 26 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BAE Systems plc - STND OPT (AER) Indicative a-t-m Vol 22.28 Underlying Price 350.000 Time to expiry: 85 Days Mar 10 CAB 0.00 30.97 0 0 0| 0 25 0 0 240 1.000 -0.05 28.82 0 0 0| 0 79 0 0 280 2.250 -0.10 26.66 0 0 0| 0 153 0 0 300 5.250 -0.21 24.94 0 0 0| 0 363 0 0 320 7.250 -0.28 23.60 0 0 0| 0 17 0 0 330 10.500 10.750 -0.37 23.12 10.500 10.500 0 0 5| 5 323 +5 0 340 14.750 -0.47 22.28 0 0 0| 0 0 0 0 350 20.250 -0.58 21.87 0 0 0| 0 67 0 0 360 34.000 -0.77 21.31 0 0 0| 0 0 0 0 380 51.500 -0.89 21.52 0 0 0| 0 5 0 0 400 Total 0 0 5| 5 1,032 +5 0 Indicative a-t-m Vol 24.17 Underlying Price 350.000 Time to expiry: 176 Days Jun 10 4.750 -0.13 28.23 0 0 0| 0 78 0 0 280 8.500 -0.21 26.70 0 0 0| 0 49 0 0 300 14.000 -0.32 25.28 0 0 0| 0 93 0 0 320 22.000 -0.46 24.30 0 0 0| 0 84 0 0 340 33.750 -0.59 24.04 0 0 0| 0 11 0 0 360 63.500 -0.82 23.16 0 0 0| 0 7 0 0 400 Total 0 0 0| 0 322 0 0 Indicative a-t-m Vol 25.37 Underlying Price 350.000 Time to expiry: 267 Days Sep 10 8.250 -0.17 28.17 0 0 0| 0 5 0 0 280 19.750 -0.34 26.38 0 0 0| 5 5 +5 0 320 28.500 -0.45 25.61 0 0 0| 0 31 0 0 340 39.750 -0.55 25.14 0 0 0| 0 0 0 0 360 67.750 -0.74 24.46 0 0 0| 0 0 0 0 400 Total 0 0 0| 5 41 +5 0 Total Puts 0 0 5| 10 1,395 +10 0 Grand Total 0 0 23| 23 11,036 +23 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 27 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Barclays plc - STND OPT (BBL) Indicative a-t-m Vol 45.12 Underlying Price 276.000 Time to expiry: 22 Days Jan 10 57.250 0.94 61.91 0 0 0| 0 0 0 0 220 38.750 0.86 54.25 0 0 0| 0 0 0 0 240 22.500 0.71 47.96 0 0 0| 0 25 0 0 260 10.500 0.47 44.41 0 0 0| 0 826 0 0 280 3.750 0.23 42.22 0 0 0| 527 2,489 +527 0 300 1.000 0.08 40.62 0 0 0| 0 6,535 0 0 320 0.250 0.03 41.67 0 0 0| 0 20,493 0 0 340 CAB 0.01 41.66 0 0 0| 0 1,058 0 0 360 CAB 0.00 41.80 0 0 0| 0 69 0 0 380 CAB 0.00 45.37 0 0 0| 0 552 0 0 400 CAB 0.00 46.55 0 0 0| 0 0 0 0 440 CAB 0.00 48.43 0 0 0| 0 0 0 0 480 Total 0 0 0| 527 32,047 +527 0 Indicative a-t-m Vol 47.60 Underlying Price 276.000 Time to expiry: 57 Days Feb 10 61.000 0.87 57.33 0 0 0| 0 0 0 0 220 45.000 0.78 54.71 0 0 0| 0 110 0 0 240 30.750 0.66 50.50 0 0 0| 0 20 0 0 260 19.000 19.000 0.51 46.88 19.000 19.000 0 0 45| 0 44 0 0 280 10.000 10.750 0.36 44.68 10.000 10.000 0 0 5| 25 514 +25 0 300 5.750 0.22 43.49 0 0 0| 0 2,727 0 0 320 3.000 0.13 43.44 0 0 0| 0 6,456 0 0 340 1.750 0.08 45.08 0 0 0| 0 10 0 0 360 0.250 0.02 43.00 0 0 0| 0 0 0 0 400 Total 0 0 50| 25 9,881 +25 0 Indicative a-t-m Vol 49.47 Underlying Price 276.000 Time to expiry: 85 Days Mar 10 196.250 1.00 81.60 0 0 0| 0 0 0 0 80 180.250 1.00 79.90 0 0 0| 0 0 0 0 96 176.250 1.00 79.36 0 0 0| 0 0 0 0 100 156.250 1.00 75.61 0 0 0| 0 0 0 0 120 136.750 0.99 71.31 0 0 0| 0 13 0 0 140 117.250 0.97 68.08 0 0 0| 0 0 0 0 160 98.500 0.94 64.23 0 0 0| 0 1 0 0 180 80.500 0.90 60.55 0 0 0| 0 46 0 0 200 63.250 0.84 56.52 0 0 0| 0 826 0 0 220 48.250 0.75 54.29 0 0 0| 0 75 0 0 240 34.750 0.64 51.36 0 0 0| 0 1,250 0 0 260 23.000 24.000 0.52 49.00 23.000 23.000 0 0 3| 0 785 0 0 280 14.500 15.500 0.40 47.00 14.500 14.500 0 0 15| 10 15 +10 0 300 9.500 0.28 45.43 0 0 0| 0 15,422 -110 0 320 3.250 0.12 43.82 0 0 0| 0 11,673 0 0 360 0.750 0.04 41.31 0 0 0| 0 15,698 0 0 400 0.250 0.01 41.72 0 0 0| 0 237 0 0 440 CAB 0.01 43.80 0 0 0| 0 5,226 0 0 480 Total 0 0 18| 10 51,267 -100 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 28 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 48.80 Underlying Price 276.000 Time to expiry: 176 Days Jun 10 236.000 1.00 79.55 0 0 0| 0 0 0 0 40 228.000 1.00 76.25 0 0 0| 0 0 0 0 48 216.000 1.00 75.07 0 0 0| 0 0 0 0 60 196.250 1.00 73.89 0 0 0| 0 0 0 0 80 188.250 1.00 72.71 0 0 0| 0 0 0 0 88 180.250 1.00 70.95 0 0 0| 0 0 0 0 96 176.250 1.00 70.95 0 0 0| 0 0 0 0 100 156.750 0.98 69.92 0 0 0| 0 13 0 0 120 137.750 0.97 65.96 0 0 0| 0 26 0 0 140 119.500 0.94 63.60 0 0 0| 0 50 0 0 160 102.000 0.90 60.54 0 0 0| 0 50 0 0 180 86.500 0.84 59.26 0 0 0| 0 352 0 0 200 71.750 0.78 57.26 0 0 0| 0 488 0 0 220 57.000 0.71 52.94 0 0 0| 0 335 0 0 240 37.500 0.58 49.12 0 0 0| 0 2,402 0 0 273 20.500 0.40 44.99 0 0 0| 0 286 0 0 312 10.000 0.24 41.97 0 0 0| 0 1,851 0 0 351 8.000 0.21 40.76 0 0 0| 0 1,330 0 0 360 5.000 0.13 43.15 0 0 0| 0 12,048 0 0 400 2.250 0.07 42.44 0 0 0| 0 299 0 0 440 1.000 0.04 41.53 0 0 0| 0 462 0 0 480 Total 0 0 0| 0 19,992 0 0 Indicative a-t-m Vol 48.07 Underlying Price 276.000 Time to expiry: 267 Days Sep 10 90.750 0.82 56.29 0 0 0| 0 0 0 0 200 63.750 0.70 51.56 0 0 0| 0 85 0 0 240 41.750 0.56 47.68 0 0 0| 0 1,049 0 0 280 26.000 0.42 45.45 0 0 0| 0 505 0 0 320 15.250 0.29 43.17 0 0 0| 0 1,344 0 0 360 8.750 0.19 42.03 0 0 0| 19 2,891 +19 0 400 5.250 0.13 41.97 0 0 0| 0 496 0 0 440 3.250 0.08 41.87 0 0 0| 0 922 0 0 480 Total 0 0 0| 19 7,292 +19 0 Indicative a-t-m Vol 46.84 Underlying Price 276.000 Time to expiry: 358 Days Dec 10 236.000 1.00 64.57 0 0 0| 0 0 0 0 40 228.000 1.00 64.31 0 0 0| 0 0 0 0 48 216.000 1.00 63.79 0 0 0| 0 0 0 0 60 196.250 1.00 62.88 0 0 0| 0 0 0 0 80 188.250 1.00 62.73 0 0 0| 0 0 0 0 88 180.500 0.99 62.76 0 0 0| 0 0 0 0 96 176.750 0.99 62.60 0 0 0| 0 0 0 0 100 158.000 0.96 61.56 0 0 0| 0 0 0 0 120 140.750 0.93 59.77 0 0 0| 0 0 0 0 140 124.500 0.89 58.37 0 0 0| 0 36 0 0 160 109.250 0.85 56.59 0 0 0| 0 250 0 0 180 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 29 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 95.000 0.81 54.82 0 0 0| 0 0 0 0 200 81.250 0.76 52.42 0 0 0| 0 0 0 0 220 68.750 0.70 50.34 0 0 0| 0 2,750 0 0 240 50.500 0.60 47.06 0 0 0| 0 836 0 0 273 33.750 0.47 44.21 0 0 0| 0 3,268 0 0 312 21.250 0.35 41.86 0 0 0| 0 4,868 0 0 351 13.250 0.25 40.42 0 0 0| 0 11,613 0 0 390 5.500 0.12 39.70 0 0 0| 0 12,974 0 0 467 5.000 0.11 39.88 0 0 0| 0 419 0 0 480 Total 0 0 0| 0 37,014 0 0 Indicative a-t-m Vol 43.89 Underlying Price 276.000 Time to expiry: 540 Days Jun 11 99.500 0.80 50.40 0 0 0| 0 0 0 0 200 73.750 0.70 46.01 0 0 0| 0 0 0 0 240 37.750 0.48 41.29 0 0 0| 0 25 0 0 320 18.000 0.29 38.90 0 0 0| 0 25 0 0 400 8.250 0.16 37.41 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 50 0 0 Indicative a-t-m Vol 41.65 Underlying Price 276.000 Time to expiry: 722 Days Dec 11 236.000 1.00 63.62 0 0 0| 0 0 0 0 40 228.250 1.00 62.91 0 0 0| 0 0 0 0 48 216.250 1.00 61.13 0 0 0| 0 0 0 0 60 196.500 1.00 58.83 0 0 0| 0 0 0 0 80 188.750 0.99 57.94 0 0 0| 0 0 0 0 88 181.250 0.98 56.88 0 0 0| 0 0 0 0 96 160.500 0.94 54.39 0 0 0| 0 0 0 0 120 145.000 0.91 52.80 0 0 0| 0 0 0 0 140 130.000 0.88 50.85 0 0 0| 0 0 0 0 160 116.500 0.84 49.61 0 0 0| 0 0 0 0 180 103.000 0.80 47.53 0 0 0| 0 0 0 0 200 79.500 0.71 44.44 0 0 0| 0 0 0 0 240 41.500 0.50 38.25 0 0 0| 0 1,000 0 0 320 20.000 0.30 35.00 0 0 0| 0 0 0 0 400 9.750 0.18 34.00 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 1,000 0 0 Indicative a-t-m Vol 41.65 Underlying Price 276.000 Time to expiry: 1093 Days Dec 12 112.250 0.80 47.53 0 0 0| 0 0 0 0 200 90.500 0.72 44.44 0 0 0| 0 0 0 0 240 53.500 0.55 38.25 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 0 0 0 Total Calls 0 0 68| 581 158,543 +471 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 30 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Barclays plc - STND OPT (BBL) Indicative a-t-m Vol 44.11 Underlying Price 276.000 Time to expiry: 22 Days Jan 10 1.000 -0.06 60.31 0 0 0| 0 0 0 0 220 2.750 -0.13 53.85 0 0 0| 0 534 0 0 240 6.250 -0.28 46.93 0 0 0| 0 1,738 0 0 260 14.250 -0.53 43.40 0 0 0| 90 2,413 +70 0 280 27.250 -0.78 40.42 0 0 0| 0 728 0 0 300 44.750 -0.94 37.85 0 0 0| 0 2,236 0 0 320 64.000 -0.99 37.38 0 0 0| 0 211 0 0 340 84.000 -1.00 38.06 0 0 0| 0 179 0 0 360 104.000 -1.00 38.80 0 0 0| 0 5 0 0 380 124.000 -1.00 39.54 0 0 0| 0 160 0 0 400 164.000 -1.00 41.01 0 0 0| 0 0 0 0 440 204.000 -1.00 50.46 0 0 0| 0 0 0 0 480 Total 0 0 0| 90 8,204 +70 0 Indicative a-t-m Vol 47.01 Underlying Price 276.000 Time to expiry: 57 Days Feb 10 4.750 -0.14 58.15 0 0 0| 0 218 0 0 220 8.250 -0.22 53.20 0 0 0| 5 4,194 0 0 240 14.000 -0.34 49.53 0 0 0| 0 106 0 0 260 22.500 -0.49 46.38 0 0 0| 27 252 +25 0 280 34.500 -0.65 44.66 0 0 0| 25 749 0 0 300 49.250 -0.78 42.71 0 0 0| 0 540 0 0 320 65.250 -0.91 37.06 0 0 0| 0 36 0 0 340 84.500 -0.96 38.33 0 0 0| 0 20 0 0 360 124.000 -1.00 34.34 0 0 0| 0 0 0 0 400 Total 0 0 0| 57 6,115 +25 0 Indicative a-t-m Vol 49.69 Underlying Price 276.000 Time to expiry: 85 Days Mar 10 CAB 0.00 89.11 0 0 0| 0 226 0 0 80 0.250 0.00 88.21 0 0 0| 0 0 0 0 96 0.250 0.00 86.41 0 0 0| 0 0 0 0 100 0.500 -0.01 81.91 0 0 0| 0 0 0 0 120 1.250 -0.03 78.77 0 0 0| 0 110 0 0 140 1.750 -0.04 71.65 0 0 0| 0 223 0 0 160 3.500 -0.07 68.30 0 0 0| 0 273 0 0 180 5.500 -0.12 62.62 0 0 0| 0 2,752 0 0 200 9.000 -0.18 59.45 0 0 0| 0 419 0 0 220 13.500 13.750 -0.26 55.66 13.500 13.500 0 0 20| 0 1,280 0 0 240 20.000 -0.37 51.66 0 0 0| 0 1,254 0 0 260 29.250 -0.49 49.20 0 0 0| 0 14,626 0 0 280 40.250 -0.61 46.42 0 0 0| 0 56 0 0 300 54.500 -0.73 44.66 0 0 0| 0 16,435 -110 0 320 88.000 -0.90 41.06 0 0 0| 0 1,210 0 0 360 125.750 -0.98 36.99 0 0 0| 0 247 0 0 400 165.500 -0.99 38.12 0 0 0| 0 0 0 0 440 205.250 -1.00 40.91 0 0 0| 0 25 0 0 480 Total 0 0 20| 0 39,136 -110 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 31 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 51.69 Underlying Price 276.000 Time to expiry: 176 Days Jun 10 CAB 0.00 75.99 0 0 0| 0 0 0 0 40 CAB 0.00 76.55 0 0 0| 0 0 0 0 48 CAB 0.00 76.55 0 0 0| 0 0 0 0 60 0.250 0.00 75.94 0 0 0| 0 0 0 0 80 0.500 -0.01 75.94 0 0 0| 0 30 0 0 88 0.750 -0.01 76.55 0 0 0| 0 0 0 0 96 1.000 -0.01 75.99 0 0 0| 0 52 0 0 100 2.250 -0.03 75.71 0 0 0| 0 189 0 0 120 4.000 -0.06 72.12 0 0 0| 0 50 0 0 140 6.750 -0.09 69.90 0 0 0| 0 164 0 0 160 9.000 -0.12 64.00 0 0 0| 0 529 0 0 180 13.500 -0.17 61.60 0 0 0| 0 3,119 0 0 200 18.500 -0.23 58.57 0 0 0| 0 2,183 0 0 220 24.750 -0.30 55.49 0 0 0| 35 2,028 +30 0 240 38.500 -0.42 52.00 0 0 0| 25 6,560 +1,000 0 273 60.500 -0.59 48.00 0 0 0| 0 3,946 0 0 312 88.000 -0.74 44.15 0 0 0| 0 2,481 0 0 351 95.500 -0.77 43.95 0 0 0| 0 1,143 0 0 360 130.750 -0.86 43.65 0 0 0| 0 894 0 0 400 168.000 -0.93 43.08 0 0 0| 0 235 0 0 440 206.750 -0.96 43.58 0 0 0| 0 80 0 0 480 Total 0 0 0| 60 23,683 +1,030 0 Indicative a-t-m Vol 50.19 Underlying Price 276.000 Time to expiry: 267 Days Sep 10 18.750 -0.19 58.87 0 0 0| 0 4,400 0 0 200 32.500 -0.30 54.57 0 0 0| 0 121 0 0 240 49.750 -0.44 49.70 0 0 0| 0 1,049 0 0 280 74.000 -0.57 47.46 0 0 0| 0 28,100 -200 0 320 103.000 -0.70 45.38 0 0 0| 0 924 0 0 360 135.500 -0.80 43.61 0 0 0| 0 29,560 -200 0 400 171.750 -0.86 43.85 0 0 0| 0 62 0 0 440 209.500 -0.90 44.60 0 0 0| 0 17 0 0 480 Total 0 0 0| 0 64,233 -400 0 Indicative a-t-m Vol 50.45 Underlying Price 276.000 Time to expiry: 358 Days Dec 10 0.250 0.00 76.23 0 0 0| 0 0 0 0 40 0.250 0.00 75.90 0 0 0| 0 0 0 0 48 0.750 -0.01 75.09 0 0 0| 0 0 0 0 60 2.000 -0.02 74.44 0 0 0| 0 0 0 0 80 2.750 -0.03 73.95 0 0 0| 0 0 0 0 88 3.500 -0.03 71.93 0 0 0| 0 0 0 0 96 3.750 -0.04 71.45 0 0 0| 0 25 0 0 100 6.500 -0.06 68.77 0 0 0| 25 181 +25 0 120 9.750 -0.09 65.86 0 0 0| 0 106 0 0 140 13.750 -0.12 63.16 0 0 0| 0 2,025 0 0 160 18.250 -0.16 60.01 0 0 0| 0 4,214 0 0 180 23.250 -0.20 56.89 0 0 0| 0 102 0 0 200 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 32 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 29.750 -0.25 54.74 0 0 0| 0 328 0 0 220 37.000 -0.30 52.35 0 0 0| 12 751 0 0 240 53.250 -0.40 50.58 0 0 0| 0 1,805 0 0 273 76.750 -0.51 48.94 0 0 0| 0 7,926 0 0 312 103.250 -0.62 47.18 0 0 0| 0 2,709 0 0 351 133.500 -0.71 46.01 0 0 0| 0 8,101 0 0 390 201.500 -0.83 46.48 0 0 0| 0 25 0 0 467 213.250 -0.84 45.98 0 0 0| 0 7 0 0 480 Total 0 0 0| 37 28,305 +25 0 Indicative a-t-m Vol 48.18 Underlying Price 276.000 Time to expiry: 540 Days Jun 11 31.000 -0.21 54.96 0 0 0| 0 0 0 0 200 45.750 -0.30 50.40 0 0 0| 0 0 0 0 240 89.000 -0.50 45.47 0 0 0| 0 10 0 0 320 145.750 -0.69 42.00 0 0 0| 0 0 0 0 400 217.000 -0.79 44.00 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 10 0 0 Indicative a-t-m Vol 43.75 Underlying Price 276.000 Time to expiry: 722 Days Dec 11 0.500 0.00 64.25 0 0 0| 0 0 0 0 40 0.750 -0.01 63.15 0 0 0| 0 0 0 0 48 1.750 -0.01 62.06 0 0 0| 0 0 0 0 60 3.500 -0.03 59.87 0 0 0| 0 0 0 0 80 4.750 -0.04 59.14 0 0 0| 0 0 0 0 88 5.750 -0.04 58.05 0 0 0| 0 0 0 0 96 9.750 -0.07 55.67 0 0 0| 0 0 0 0 120 13.750 -0.10 53.49 0 0 0| 0 0 0 0 140 18.750 -0.13 51.48 0 0 0| 0 0 0 0 160 24.500 -0.17 49.84 0 0 0| 0 0 0 0 180 32.750 -0.21 50.00 0 0 0| 0 0 0 0 200 47.750 -0.30 46.00 0 0 0| 0 0 0 0 240 89.500 -0.49 41.00 0 0 0| 0 1,000 0 0 320 148.000 -0.65 40.00 0 0 0| 0 0 0 0 400 218.250 -0.76 42.00 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 1,000 0 0 Indicative a-t-m Vol 41.13 Underlying Price 276.000 Time to expiry: 1093 Days Dec 12 41.250 -0.21 48.20 0 0 0| 0 0 0 0 200 55.500 -0.29 44.00 0 0 0| 0 0 0 0 240 93.000 -0.46 37.62 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 0 0 0 Total Puts 0 0 20| 244 170,686 +640 0 Grand Total 0 0 88| 825 329,229 +1,111 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 33 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BG Group plc - STND OPT (BGG) Indicative a-t-m Vol 21.73 Underlying Price 1135.000 Time to expiry: 22 Days Jan 10 215.500 0.99 36.36 0 0 0| 0 0 0 0 920 175.500 0.99 27.66 0 0 0| 0 0 0 0 960 135.500 0.99 22.62 0 0 0| 0 0 0 0 1000 88.000 0.91 23.47 0 0 0| 0 15 0 0 1050 46.500 0.72 22.33 0 0 0| 0 308 0 0 1100 18.000 0.42 21.47 0 0 0| 0 57 0 0 1150 4.500 5.000 0.16 21.31 4.500 S 4.500 S 0 0 2| 0 134 0 0 1200 CAB 0.00 9.31 0 0 0| 0 30 0 0 1300 CAB 0.00 6.38 0 0 0| 0 5 0 0 1400 Total 0 0 2| 0 549 0 0 Indicative a-t-m Vol 29.61 Underlying Price 1135.000 Time to expiry: 57 Days Feb 10 220.000 0.95 34.40 0 0 0| 0 0 0 0 920 182.500 0.91 33.05 0 0 0| 0 0 0 0 960 147.500 0.86 31.92 0 0 0| 0 0 0 0 1000 107.000 0.76 30.60 0 0 0| 0 23 0 0 1050 73.500 0.63 30.05 0 0 0| 0 51 0 0 1100 47.000 0.48 29.42 0 0 0| 1 380 +1 0 1150 25.500 27.500 0.34 28.81 25.500 S 25.500 S 0 0 2| 8 1,204 +8 0 1200 9.000 0.14 29.53 0 0 0| 33 200 +33 0 1300 2.500 0.05 30.55 0 0 0| 0 1 0 0 1400 Total 0 0 2| 42 1,859 +42 0 Indicative a-t-m Vol 29.08 Underlying Price 1135.000 Time to expiry: 85 Days Mar 10 261.000 0.95 34.03 0 0 0| 0 8 0 0 880 188.500 0.88 32.28 0 0 0| 0 40 0 0 960 155.000 0.82 31.50 0 0 0| 0 181 0 0 1000 117.000 0.73 30.57 0 0 0| 0 0 0 0 1050 84.000 0.62 29.50 0 0 0| 0 4,018 0 0 1100 58.000 0.50 28.90 0 0 0| 0 1 0 0 1150 31.000 38.000 0.38 28.73 31.000 31.000 0 0 2| 4 4,657 +2 0 1200 15.000 0.19 28.71 0 0 0| 0 739 0 0 1300 6.500 0.09 30.17 0 0 0| 0 1,872 0 0 1400 Total 0 0 2| 4 11,516 +2 0 Indicative a-t-m Vol 29.93 Underlying Price 1135.000 Time to expiry: 176 Days Jun 10 206.000 0.81 33.22 0 0 0| 0 10 0 0 960 174.500 0.76 31.84 0 0 0| 0 16 0 0 1000 110.500 0.60 30.39 0 0 0| 0 34 0 0 1100 60.000 63.500 0.43 29.10 60.000 60.000 0 0 10| 0 133 0 0 1200 34.000 0.27 28.52 0 0 0| 0 38 0 0 1300 17.000 0.16 27.98 0 0 0| 0 279 0 0 1400 Total 0 0 10| 0 510 0 0 Indicative a-t-m Vol 30.54 Underlying Price 1135.000 Time to expiry: 267 Days Sep 10 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 34 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 223.000 0.77 34.02 0 0 0| 0 0 0 0 960 192.000 0.73 32.32 0 0 0| 0 0 0 0 1000 132.000 0.60 31.02 0 0 0| 0 0 0 0 1100 85.000 0.46 29.66 0 0 0| 15 27 +15 0 1200 29.500 0.22 27.88 0 0 0| 0 30 0 0 1400 Total 0 0 0| 15 57 +15 0 Total Calls 0 0 16| 61 14,491 +59 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 35 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BG Group plc - STND OPT (BGG) Indicative a-t-m Vol 21.99 Underlying Price 1135.000 Time to expiry: 22 Days Jan 10 CAB -0.01 34.18 0 0 0| 0 12 0 0 920 0.500 -0.01 29.26 0 0 0| 0 26 0 0 960 0.500 -0.02 24.13 0 0 0| 0 56 0 0 1000 4.500 3.500 -0.10 24.81 4.500 4.500 0 0 4| 0 2,182 0 0 1050 11.500 -0.28 22.79 0 0 0| 5 258 0 0 1100 32.500 -0.58 21.64 0 0 0| 0 31 0 0 1150 70.000 -0.84 21.93 0 0 0| 0 0 0 0 1200 165.000 -1.00 22.53 0 0 0| 0 3 0 0 1300 265.000 -1.00 22.04 0 0 0| 0 0 0 0 1400 Total 0 0 4| 5 2,568 0 0 Indicative a-t-m Vol 29.11 Underlying Price 1135.000 Time to expiry: 57 Days Feb 10 4.000 -0.06 34.91 0 0 0| 0 15 0 0 920 6.500 -0.09 33.29 0 0 0| 0 10 0 0 960 11.500 11.500 -0.14 32.11 11.500 11.500 0 0 1| 0 35 0 0 1000 21.500 21.500 -0.24 31.11 21.500 S 21.500 S 0 0 2| 0 1,130 0 0 1050 37.000 -0.37 29.93 0 0 0| 0 39 0 0 1100 59.500 -0.52 28.75 0 0 0| 0 0 0 0 1150 92.000 -0.66 29.14 0 0 0| 0 1 0 0 1200 172.000 -0.87 28.88 0 0 0| 0 0 0 0 1300 266.000 -0.97 29.13 0 0 0| 0 0 0 0 1400 Total 0 0 3| 0 1,230 0 0 Indicative a-t-m Vol 29.33 Underlying Price 1135.000 Time to expiry: 85 Days Mar 10 5.500 -0.06 35.72 0 0 0| 0 200 0 0 880 12.000 -0.12 32.55 0 0 0| 0 2,028 0 0 960 18.000 -0.18 31.42 0 0 0| 4 2,046 +2 0 1000 30.000 -0.27 30.41 0 0 0| 2 26 0 0 1050 51.000 47.500 -0.38 29.74 51.000 51.000 0 0 1| 0 1,574 0 0 1100 71.500 -0.50 29.15 0 0 0| 0 20 0 0 1150 101.500 -0.62 28.99 0 0 0| 0 243 0 0 1200 178.500 -0.81 29.05 0 0 0| 0 2 0 0 1300 269.000 -0.92 29.51 0 0 0| 0 15 0 0 1400 Total 0 0 1| 6 6,154 +2 0 Indicative a-t-m Vol 29.56 Underlying Price 1135.000 Time to expiry: 176 Days Jun 10 34.000 -0.21 33.24 0 0 0| 0 204 0 0 960 43.000 -0.25 31.77 0 0 0| 0 114 0 0 1000 79.000 -0.41 30.06 0 0 0| 0 93 0 0 1100 132.000 -0.58 28.64 0 0 0| 0 22 0 0 1200 200.000 -0.75 26.89 0 0 0| 0 0 0 0 1300 284.000 -0.86 26.57 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 433 0 0 Indicative a-t-m Vol 29.79 Underlying Price 1135.000 Time to expiry: 267 Days Sep 10 52.000 -0.24 32.96 0 0 0| 5 14 +5 0 960 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 36 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 63.000 -0.28 31.99 0 0 0| 1 10 +1 0 1000 101.500 -0.41 30.18 0 0 0| 0 0 0 0 1100 155.500 -0.55 29.07 0 0 0| 0 16 0 0 1200 299.500 -0.80 26.97 0 0 0| 0 0 0 0 1400 Total 0 0 0| 6 40 +6 0 Total Puts 0 0 8| 17 10,425 +8 0 Grand Total 0 0 24| 78 24,916 +67 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 37 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BHP Billiton plc - STND OPT (BLT) Indicative a-t-m Vol 25.91 Underlying Price 1970.000 Time to expiry: 22 Days Jan 10 570.500 1.00 25.11 0 0 0| 0 0 0 0 1400 470.500 1.00 3.60 0 0 0| 0 0 0 0 1500 370.500 1.00 24.24 0 0 0| 0 0 0 0 1600 321.000 1.00 26.60 0 0 0| 0 15 0 0 1650 271.500 0.99 27.60 0 0 0| 0 32 0 0 1700 223.500 0.95 28.93 0 0 0| 0 18 0 0 1750 178.000 0.90 29.22 0 0 0| 0 303 0 0 1800 135.500 0.82 28.78 0 0 0| 0 510 0 0 1850 95.000 0.72 26.79 0 0 0| 0 171 0 0 1900 63.000 0.58 26.38 0 0 0| 24 59 +3 0 1950 37.000 0.42 25.22 0 0 0| 0 749 0 0 2000 1.000 0.03 22.64 0 0 0| 2 58 +2 0 2200 0.500 0.01 24.73 0 0 0| 0 200 0 0 2300 CAB 0.00 25.63 0 0 0| 0 0 0 0 2400 Total 0 0 0| 26 2,115 +5 0 Indicative a-t-m Vol 34.28 Underlying Price 1970.000 Time to expiry: 57 Days Feb 10 384.500 0.92 39.79 0 0 0| 0 0 0 0 1600 295.500 0.86 37.80 0 0 0| 0 13 0 0 1700 214.500 0.76 35.88 0 0 0| 0 44 0 0 1800 181.500 0.70 36.22 0 0 0| 0 47 0 0 1850 149.000 0.63 35.38 0 0 0| 10 165 +10 0 1900 119.500 0.56 34.54 0 0 0| 0 24 0 0 1950 91.000 94.000 0.49 33.89 91.000 91.000 0 0 1| 21 195 +21 0 2000 30.500 0.22 32.69 0 0 0| 0 210 0 0 2200 8.500 0.08 32.85 0 0 0| 0 0 0 0 2400 Total 0 0 1| 31 698 +31 0 Indicative a-t-m Vol 36.05 Underlying Price 1970.000 Time to expiry: 85 Days Mar 10 971.500 1.00 40.43 0 0 0| 0 0 0 0 1000 773.500 0.99 51.03 0 0 0| 0 4 0 0 1200 674.500 0.98 45.64 0 0 0| 0 10 0 0 1300 579.500 0.96 46.32 0 0 0| 0 23 0 0 1400 485.500 0.93 43.81 0 0 0| 0 1,356 0 0 1500 394.000 0.89 41.00 0 0 0| 0 202 0 0 1600 309.000 0.82 38.95 0 0 0| 0 1,107 0 0 1700 235.500 0.73 38.27 0 0 0| 0 423 0 0 1800 202.500 0.67 37.90 0 0 0| 0 1 0 0 1850 169.500 0.62 36.60 0 0 0| 35 680 +35 0 1900 142.000 0.56 36.27 0 0 0| 0 0 0 0 1950 117.000 0.50 35.71 0 0 0| 0 6,064 -70 0 2000 48.000 0.27 34.16 0 0 0| 10 136 +10 0 2200 17.000 18.000 0.12 34.13 17.000 17.000 0 0 1| 0 158 0 0 2400 Total 0 0 1| 45 10,164 -25 0 Indicative a-t-m Vol 36.63 Underlying Price 1970.000 Time to expiry: 176 Days Jun 10 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 38 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 1331.000 1.00 67.97 0 0 0| 0 0 0 0 640 1251.000 1.00 64.88 0 0 0| 0 0 0 0 720 1171.500 1.00 61.82 0 0 0| 0 0 0 0 800 1092.500 0.99 59.06 0 0 0| 0 0 0 0 880 1013.000 0.99 55.72 0 0 0| 0 0 0 0 960 973.500 0.99 54.76 0 0 0| 0 0 0 0 1000 779.500 0.96 49.32 0 0 0| 0 0 0 0 1200 686.000 0.94 47.30 0 0 0| 0 24 0 0 1300 592.500 0.91 43.71 0 0 0| 0 24 0 0 1400 505.500 0.87 42.05 0 0 0| 0 10 0 0 1500 424.500 0.82 40.51 0 0 0| 0 36 0 0 1600 349.500 0.75 39.09 0 0 0| 0 233 0 0 1700 284.500 0.68 38.33 0 0 0| 0 94 0 0 1800 226.000 0.60 37.29 0 0 0| 0 21 0 0 1900 175.500 0.51 36.35 0 0 0| 0 95 0 0 2000 99.500 0.35 34.77 0 0 0| 0 40 0 0 2200 53.500 0.22 33.91 0 0 0| 0 87 0 0 2400 Total 0 0 0| 0 664 0 0 Indicative a-t-m Vol 37.71 Underlying Price 1970.000 Time to expiry: 267 Days Sep 10 612.000 0.88 43.91 0 0 0| 0 0 0 0 1400 530.500 0.83 42.22 0 0 0| 0 0 0 0 1500 456.000 0.78 40.95 0 0 0| 0 0 0 0 1600 389.500 0.72 40.28 0 0 0| 0 0 0 0 1700 328.500 0.66 39.55 0 0 0| 0 2 0 0 1800 272.000 0.60 38.45 0 0 0| 0 35 0 0 1900 222.500 0.53 37.40 0 0 0| 0 82 0 0 2000 145.500 0.41 36.25 0 0 0| 0 0 0 0 2200 89.500 0.29 35.01 0 0 0| 0 57 0 0 2400 Total 0 0 0| 0 176 0 0 Indicative a-t-m Vol 38.16 Underlying Price 1970.000 Time to expiry: 358 Days Dec 10 1336.500 0.99 77.27 0 0 0| 0 0 0 0 640 1255.500 0.99 68.02 0 0 0| 0 0 0 0 720 1175.500 0.98 61.27 0 0 0| 0 0 0 0 800 1096.500 0.98 56.30 0 0 0| 0 0 0 0 880 1020.000 0.97 53.84 0 0 0| 0 0 0 0 960 978.000 0.97 49.14 0 0 0| 0 0 0 0 1000 795.000 0.93 45.86 0 0 0| 0 0 0 0 1200 629.000 0.85 43.08 0 0 0| 0 0 0 0 1400 483.500 0.76 40.89 0 0 0| 0 250 0 0 1600 358.000 0.66 38.80 0 0 0| 0 376 0 0 1800 307.500 0.60 38.44 0 0 0| 0 700 0 0 1900 263.500 0.55 38.05 0 0 0| 15 21 +15 0 2000 123.500 123.500 0.33 35.42 124.500 123.500 0 0 10| 0 267 0 0 2400 Total 0 0 10| 15 1,614 +15 0 Indicative a-t-m Vol 38.71 Underlying Price 1970.000 Time to expiry: 540 Days Jun 11 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 39 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 984.000 0.96 46.62 0 0 0| 0 0 0 0 1000 802.000 0.91 41.27 0 0 0| 0 0 0 0 1200 652.500 0.83 40.65 0 0 0| 0 0 0 0 1400 524.000 0.75 39.80 0 0 0| 0 0 0 0 1600 417.000 0.66 39.18 0 0 0| 0 0 0 0 1800 328.500 0.57 38.63 0 0 0| 0 0 0 0 2000 165.500 0.38 34.11 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 38.66 Underlying Price 1970.000 Time to expiry: 722 Days Dec 11 1037.500 0.94 49.92 0 0 0| 0 0 0 0 960 984.000 0.96 42.60 0 0 0| 0 0 0 0 1000 825.000 0.89 42.07 0 0 0| 0 0 0 0 1200 685.000 0.82 40.80 0 0 0| 0 0 0 0 1400 562.500 0.74 39.62 0 0 0| 0 0 0 0 1600 460.500 0.66 38.89 0 0 0| 0 0 0 0 1800 378.500 0.59 38.62 0 0 0| 0 0 0 0 2000 268.500 0.46 39.64 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 38.66 Underlying Price 1970.000 Time to expiry: 1093 Days Dec 12 628.500 0.74 39.62 0 0 0| 0 0 0 0 1600 535.500 0.68 38.89 0 0 0| 0 0 0 0 1800 461.000 0.62 38.62 0 0 0| 0 0 0 0 2000 339.500 0.51 38.11 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Calls 0 0 12| 117 15,431 +26 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 40 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BHP Billiton plc - STND OPT (BLT) Indicative a-t-m Vol 25.50 Underlying Price 1970.000 Time to expiry: 22 Days Jan 10 1.000 -0.01 59.18 0 0 0| 0 5 0 0 1400 1.000 -0.01 49.64 0 0 0| 0 28 0 0 1500 1.500 -0.02 41.36 0 0 0| 1 427 0 0 1600 2.000 -0.03 37.75 0 0 0| 0 348 0 0 1650 2.500 3.000 -0.04 34.55 2.500 S 2.500 S 0 0 2| 1 507 -1 0 1700 3.500 -0.05 30.26 0 0 0| 0 297 0 0 1750 7.500 -0.10 29.40 0 0 0| 0 34 0 0 1800 13.500 -0.17 27.88 0 0 0| 10 51 -1 0 1850 25.000 24.000 -0.28 26.81 25.000 23.500 S 0 0 3| 10 351 0 0 1900 47.500 41.000 -0.42 25.78 47.500 42.000 0 0 7| 0 46 0 0 1950 66.000 -0.58 25.09 0 0 0| 0 35 0 0 2000 231.000 -0.97 23.92 0 0 0| 0 0 0 0 2200 331.000 -0.97 31.58 0 0 0| 0 0 0 0 2300 430.500 -0.99 36.11 0 0 0| 0 0 0 0 2400 Total 0 0 12| 22 2,129 -2 0 Indicative a-t-m Vol 34.38 Underlying Price 1970.000 Time to expiry: 57 Days Feb 10 13.500 -0.09 40.88 0 0 0| 4 21 +1 0 1600 25.000 -0.15 38.69 0 0 0| 7 87 +7 0 1700 44.500 -0.24 36.82 0 0 0| 10 44 -8 0 1800 59.000 -0.30 36.11 0 0 0| 0 45 0 0 1850 76.500 -0.37 35.37 0 0 0| 0 40 0 0 1900 97.500 -0.44 34.70 0 0 0| 0 44 0 0 1950 121.500 -0.51 33.90 0 0 0| 0 5 0 0 2000 258.500 -0.78 32.88 0 0 0| 0 0 0 0 2200 437.500 -0.92 33.60 0 0 0| 0 0 0 0 2400 Total 0 0 0| 21 286 0 0 Indicative a-t-m Vol 35.87 Underlying Price 1970.000 Time to expiry: 85 Days Mar 10 3.500 -0.01 67.80 0 0 0| 0 26 0 0 1000 3.500 -0.02 51.26 0 0 0| 0 108 0 0 1200 6.500 -0.03 48.63 0 0 0| 0 427 0 0 1300 11.500 -0.06 46.19 0 0 0| 0 162 0 0 1400 19.500 -0.09 44.00 0 0 0| 0 812 0 0 1500 31.000 -0.14 41.63 0 0 0| 0 167 0 0 1600 47.500 51.000 -0.21 40.18 47.500 47.500 0 0 2| 0 1,883 0 0 1700 75.500 76.500 -0.30 38.20 75.500 S 75.500 S 0 0 3| 12 874 +8 0 1800 94.500 -0.35 37.53 0 0 0| 0 3 0 0 1850 113.000 114.000 -0.41 36.64 113.000 113.000 0 0 2| 0 36 0 0 1900 137.000 -0.47 36.12 0 0 0| 0 0 0 0 1950 163.000 -0.53 35.50 0 0 0| 0 48 0 0 2000 298.500 -0.74 34.29 0 0 0| 0 16 0 0 2200 472.500 471.500 -0.87 35.07 472.500 S 472.500 S 0 0 3| 3 33 +3 0 2400 Total 0 0 10| 15 4,595 +11 0 Indicative a-t-m Vol 36.76 Underlying Price 1970.000 Time to expiry: 176 Days Jun 10 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 41 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 0.500 0.00 58.51 0 0 0| 0 10 0 0 640 1.000 0.00 58.10 0 0 0| 0 46 0 0 720 2.000 -0.01 57.00 0 0 0| 0 28 0 0 800 3.500 -0.01 55.49 0 0 0| 0 32 0 0 880 5.500 -0.02 53.87 0 0 0| 0 5 0 0 960 7.000 -0.02 53.16 0 0 0| 0 65 0 0 1000 17.000 -0.05 48.41 0 0 0| 0 175 0 0 1200 26.000 -0.08 46.74 0 0 0| 38 44 +18 0 1300 36.500 -0.11 44.36 0 0 0| 0 35 0 0 1400 54.000 52.500 -0.15 42.82 54.000 54.000 0 0 6| 0 23 0 0 1500 73.500 -0.20 41.29 0 0 0| 0 88 0 0 1600 100.000 -0.26 39.86 0 0 0| 0 40 0 0 1700 134.500 -0.33 38.74 0 0 0| 20 40 +3 0 1800 176.500 -0.41 37.63 0 0 0| 0 753 0 0 1900 224.500 -0.49 36.38 0 0 0| 0 2 0 0 2000 351.500 -0.64 35.35 0 0 0| 0 0 0 0 2200 504.000 -0.78 34.30 0 0 0| 0 0 0 0 2400 Total 0 0 6| 58 1,386 +21 0 Indicative a-t-m Vol 37.45 Underlying Price 1970.000 Time to expiry: 267 Days Sep 10 65.000 -0.15 43.42 0 0 0| 0 56 0 0 1400 89.000 -0.19 42.57 0 0 0| 0 3 0 0 1500 116.000 -0.24 41.27 0 0 0| 0 8 0 0 1600 148.500 -0.29 40.02 0 0 0| 0 41 0 0 1700 189.000 -0.35 39.36 0 0 0| 0 12 0 0 1800 234.500 -0.42 38.41 0 0 0| 0 10 0 0 1900 283.500 -0.48 37.04 0 0 0| 0 10 0 0 2000 409.000 -0.61 36.03 0 0 0| 0 0 0 0 2200 554.500 -0.72 34.84 0 0 0| 0 17 0 0 2400 Total 0 0 0| 0 157 0 0 Indicative a-t-m Vol 38.18 Underlying Price 1970.000 Time to expiry: 358 Days Dec 10 6.500 -0.01 58.12 0 0 0| 0 7 0 0 640 10.000 -0.02 56.58 0 0 0| 0 10 0 0 720 14.000 -0.03 54.70 0 0 0| 0 1 0 0 800 19.000 -0.04 52.71 0 0 0| 0 3 0 0 880 26.000 -0.05 51.47 0 0 0| 0 15 0 0 960 30.000 -0.06 50.60 0 0 0| 0 34 0 0 1000 54.000 -0.10 46.81 0 0 0| 0 34 0 0 1200 94.000 -0.17 44.02 0 0 0| 0 11 0 0 1400 151.000 -0.25 41.82 0 0 0| 0 287 0 0 1600 228.000 -0.35 39.83 0 0 0| 0 359 0 0 1800 273.500 -0.41 38.85 0 0 0| 0 700 0 0 1900 325.000 -0.46 37.89 0 0 0| 0 16 0 0 2000 589.000 -0.67 35.95 0 0 0| 0 11 0 0 2400 Total 0 0 0| 0 1,488 0 0 Indicative a-t-m Vol 38.87 Underlying Price 1970.000 Time to expiry: 540 Days Jun 11 44.000 -0.07 46.00 0 0 0| 0 0 0 0 1000 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 42 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 69.000 -0.12 41.38 0 0 0| 0 0 0 0 1200 122.000 -0.19 40.71 0 0 0| 0 0 0 0 1400 195.500 -0.27 39.95 0 0 0| 0 0 0 0 1600 288.000 -0.35 39.39 0 0 0| 0 0 0 0 1800 397.000 -0.44 38.78 0 0 0| 0 0 0 0 2000 660.500 -0.60 37.65 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 38.74 Underlying Price 1970.000 Time to expiry: 722 Days Dec 11 49.500 -0.07 43.49 0 0 0| 0 0 0 0 960 56.000 -0.08 43.22 0 0 0| 0 0 0 0 1000 102.500 -0.14 42.15 0 0 0| 0 0 0 0 1200 162.000 -0.20 40.86 0 0 0| 0 0 0 0 1400 237.500 -0.27 39.76 0 0 0| 0 0 0 0 1600 332.000 -0.34 39.06 0 0 0| 0 0 0 0 1800 444.000 -0.42 38.68 0 0 0| 0 0 0 0 2000 716.500 -0.55 38.98 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 38.74 Underlying Price 1970.000 Time to expiry: 1093 Days Dec 12 300.500 -0.27 39.76 0 0 0| 0 0 0 0 1600 396.500 -0.33 39.06 0 0 0| 0 0 0 0 1800 508.500 -0.39 38.68 0 0 0| 0 0 0 0 2000 755.500 -0.50 37.59 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Total Puts 0 0 28| 116 10,041 +30 0 Grand Total 0 0 40| 233 25,472 +56 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 43 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BP plc - STND OPT (BP ) Indicative a-t-m Vol 15.81 Underlying Price 608.500 Time to expiry: 22 Days Jan 10 129.000 0.99 42.29 0 0 0| 0 0 0 0 480 89.000 0.99 29.00 0 0 0| 0 0 0 0 520 66.500 69.250 0.97 25.66 66.500 S 66.500 S 0 0 2| 0 77 0 0 540 49.500 0.94 21.22 0 0 0| 0 182 0 0 560 30.750 0.86 17.87 0 0 0| 5 1,998 -10 0 580 12.500 14.750 0.65 16.12 12.500 12.000 0 0 12| 65 470 -14 0 600 4.500 5.000 0.32 15.34 4.500 4.500 0 0 10| 12 2,933 +12 0 620 1.000 0.09 14.92 0 0 0| 0 828 0 0 640 0.750 0.05 26.23 0 0 0| 0 60 0 0 680 Total 0 0 24| 82 6,548 -12 0 Indicative a-t-m Vol 19.17 Underlying Price 608.500 Time to expiry: 57 Days Feb 10 129.500 0.98 31.21 0 0 0| 0 0 0 0 480 90.750 0.94 27.13 0 0 0| 0 0 0 0 520 52.750 0.86 21.12 0 0 0| 0 0 0 0 560 36.500 0.75 20.40 0 0 0| 0 1,933 0 0 580 22.750 0.60 19.35 0 0 0| 0 153 0 0 600 11.500 12.750 0.42 18.90 11.500 S 11.500 S 0 0 3| 11 73 +11 0 620 6.250 0.25 18.37 0 0 0| 50 310 0 0 640 2.750 0.13 18.02 0 0 0| 0 110 0 0 660 1.000 0.06 18.25 0 0 0| 0 25 0 0 680 Total 0 0 3| 61 2,604 +11 0 Indicative a-t-m Vol 20.45 Underlying Price 608.500 Time to expiry: 85 Days Mar 10 209.000 1.00 30.43 0 0 0| 0 4 0 0 400 189.000 1.00 30.97 0 0 0| 0 0 0 0 420 169.000 1.00 30.71 0 0 0| 0 0 0 0 440 149.250 0.99 30.07 0 0 0| 0 0 0 0 460 129.750 0.98 29.85 0 0 0| 0 1 0 0 480 91.250 0.93 26.61 0 0 0| 0 708 0 0 520 55.250 0.82 22.89 0 0 0| 0 6,975 -15 0 560 39.250 0.71 21.47 0 0 0| 0 3,414 0 0 580 26.250 0.58 20.70 0 0 0| 55 7,912 +31 0 600 16.250 0.43 20.07 0 0 0| 1 1 +1 0 620 9.500 0.29 19.60 0 0 0| 10 1,269 +10 0 640 4.750 0.17 19.03 0 0 0| 0 746 0 0 660 2.500 0.10 19.05 0 0 0| 0 0 0 0 680 1.000 0.04 21.03 0 0 0| 0 0 0 0 720 Total 0 0 0| 66 21,030 +27 0 Indicative a-t-m Vol 22.01 Underlying Price 608.500 Time to expiry: 176 Days Jun 10 249.000 1.00 33.95 0 0 0| 0 0 0 0 360 209.000 1.00 27.94 0 0 0| 0 0 0 0 400 169.250 0.99 28.33 0 0 0| 0 0 0 0 440 150.000 0.97 30.16 0 0 0| 0 0 0 0 460 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 44 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 130.750 0.95 28.61 0 0 0| 0 92 0 0 480 94.250 0.87 26.40 0 0 0| 0 2,441 0 0 520 61.250 0.74 23.91 0 0 0| 0 874 0 0 560 45.500 47.250 0.65 22.85 45.500 S 45.000 0 0 3| 0 3,534 0 0 580 35.500 0.55 22.28 0 0 0| 0 631 0 0 600 17.750 0.35 20.90 0 0 0| 0 1,636 0 0 640 3.500 0.10 20.27 0 0 0| 0 25 0 0 720 Total 0 0 3| 0 9,233 0 0 Indicative a-t-m Vol 22.94 Underlying Price 608.500 Time to expiry: 267 Days Sep 10 169.500 0.99 28.47 0 0 0| 0 0 0 0 440 131.750 0.93 28.30 0 0 0| 0 125 0 0 480 95.500 0.85 25.34 0 0 0| 0 630 0 0 520 65.750 0.70 24.22 0 0 0| 0 87 0 0 560 42.250 0.53 23.15 0 0 0| 1 364 +1 0 600 23.750 25.000 0.38 22.07 23.750 23.750 0 0 10| 0 337 0 0 640 7.000 0.15 20.84 0 0 0| 0 31 0 0 720 Total 0 0 10| 1 1,574 +1 0 Indicative a-t-m Vol 23.78 Underlying Price 608.500 Time to expiry: 358 Days Dec 10 249.000 1.00 18.45 0 0 0| 0 0 0 0 360 209.000 1.00 26.44 0 0 0| 0 0 0 0 400 169.500 0.98 28.02 0 0 0| 0 3 0 0 440 133.000 0.91 28.26 0 0 0| 0 3,150 0 0 480 70.750 0.67 25.02 0 0 0| 0 5,757 0 0 560 48.000 0.53 23.98 0 0 0| 0 3,000 0 0 600 30.000 31.250 0.40 22.99 30.000 30.000 0 0 1| 85 4,934 -6 0 640 10.000 0.18 20.75 0 0 0| 75 92 +75 0 720 Total 0 0 1| 160 16,936 +69 0 Indicative a-t-m Vol 25.09 Underlying Price 608.500 Time to expiry: 540 Days Jun 11 172.500 0.93 32.00 0 0 0| 0 0 0 0 440 138.000 0.85 30.51 0 0 0| 0 0 0 0 480 79.750 0.64 26.56 0 0 0| 0 0 0 0 560 41.000 0.42 24.12 0 0 0| 0 0 0 0 640 14.750 0.21 20.66 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.40 Underlying Price 608.500 Time to expiry: 722 Days Dec 11 249.250 1.00 36.38 0 0 0| 0 0 0 0 360 209.750 0.98 32.82 0 0 0| 0 0 0 0 400 172.750 0.92 31.74 0 0 0| 0 0 0 0 440 147.750 0.79 34.60 0 0 0| 0 0 0 0 480 82.250 0.63 25.83 0 0 0| 0 30 0 0 560 44.500 0.43 23.45 0 0 0| 0 502 0 0 640 16.250 0.22 19.52 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 532 0 0 Indicative a-t-m Vol 24.40 Underlying Price 608.500 Time to expiry: 1093 Days Dec 12 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 45 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 151.500 0.77 34.60 0 0 0| 0 0 0 0 480 87.000 0.63 25.83 0 0 0| 0 0 0 0 560 50.750 0.44 23.45 0 0 0| 0 0 0 0 640 18.750 0.24 18.55 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Calls 0 0 41| 370 58,457 +96 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 46 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BP plc - STND OPT (BP ) Indicative a-t-m Vol 15.94 Underlying Price 608.500 Time to expiry: 22 Days Jan 10 CAB 0.00 6.01 0 0 0| 0 0 0 0 480 CAB 0.00 21.47 0 0 0| 0 375 0 0 520 0.250 -0.01 22.08 0 0 0| 0 145 0 0 540 1.000 0.750 -0.05 20.71 1.000 1.000 0 0 1| 0 880 0 0 560 2.000 -0.14 17.93 0 0 0| 1 518 0 0 580 6.500 6.250 -0.36 16.47 6.750 6.500 0 0 22| 0 121 0 0 600 16.000 -0.68 15.15 0 0 0| 0 4 0 0 620 32.250 -0.91 14.83 0 0 0| 0 0 0 0 640 71.750 -0.98 22.62 0 0 0| 0 0 0 0 680 Total 0 0 23| 1 2,043 0 0 Indicative a-t-m Vol 18.90 Underlying Price 608.500 Time to expiry: 57 Days Feb 10 0.750 -0.03 30.59 0 0 0| 0 35 0 0 480 2.000 2.000 -0.07 25.51 2.000 2.000 0 0 63| 35 198 +35 0 520 6.000 -0.20 21.53 0 0 0| 22 138 +22 0 560 11.500 10.500 -0.32 20.17 11.500 S 11.500 S 0 0 3| 0 151 0 0 580 20.000 18.500 -0.48 19.42 20.000 20.000 0 0 1| 2 11 +2 0 600 29.500 -0.66 18.13 0 0 0| 0 0 0 0 620 44.500 -0.81 17.91 0 0 0| 0 25 0 0 640 61.500 -0.92 17.01 0 0 0| 0 0 0 0 660 80.750 -0.96 18.18 0 0 0| 0 0 0 0 680 Total 0 0 67| 59 558 +59 0 Indicative a-t-m Vol 20.35 Underlying Price 608.500 Time to expiry: 85 Days Mar 10 0.250 -0.01 36.66 0 0 0| 0 210 0 0 400 0.500 -0.01 34.88 0 0 0| 0 69 0 0 420 0.750 -0.02 32.99 0 0 0| 0 318 0 0 440 1.250 -0.03 31.06 0 0 0| 0 233 0 0 460 1.750 -0.05 29.27 0 0 0| 27 3,658 -1 0 480 4.250 4.250 -0.11 25.43 4.250 4.250 0 0 35| 0 8,627 0 0 520 10.500 10.250 -0.25 22.64 10.500 10.500 0 0 10| 20 2,918 +20 0 560 16.000 -0.35 21.69 0 0 0| 3 107 0 0 580 23.750 -0.48 20.64 0 0 0| 0 161 0 0 600 34.750 -0.61 19.92 0 0 0| 0 0 0 0 620 48.000 -0.74 19.16 0 0 0| 0 340 0 0 640 64.250 -0.84 18.92 0 0 0| 0 0 0 0 660 81.750 -0.92 17.90 0 0 0| 0 0 0 0 680 120.250 -0.98 19.10 0 0 0| 0 25 0 0 720 Total 0 0 45| 50 16,666 +19 0 Indicative a-t-m Vol 21.45 Underlying Price 608.500 Time to expiry: 176 Days Jun 10 0.750 -0.01 34.48 0 0 0| 0 434 0 0 360 1.750 -0.03 32.40 0 0 0| 0 330 0 0 400 3.750 -0.06 30.03 0 0 0| 0 1,653 0 0 440 5.250 -0.09 28.79 0 0 0| 0 617 0 0 460 7.000 -0.12 27.53 0 0 0| 0 3,374 0 0 480 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 47 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 13.000 -0.20 25.28 0 0 0| 0 2,246 0 0 520 23.250 -0.34 23.19 0 0 0| 0 8,837 0 0 560 30.750 -0.42 22.41 0 0 0| 0 37 0 0 580 40.000 -0.51 21.68 0 0 0| 0 58 0 0 600 64.000 -0.68 20.52 0 0 0| 0 192 0 0 640 131.000 -0.91 19.89 0 0 0| 0 25 0 0 720 Total 0 0 0| 0 17,803 0 0 Indicative a-t-m Vol 21.94 Underlying Price 608.500 Time to expiry: 267 Days Sep 10 7.500 -0.10 28.59 0 0 0| 0 50 0 0 440 13.000 -0.17 26.77 0 0 0| 0 116 0 0 480 21.750 -0.26 25.01 0 0 0| 1 205 0 0 520 34.500 -0.38 23.49 0 0 0| 5 585 +5 0 560 52.750 -0.52 22.16 0 0 0| 0 53 0 0 600 77.000 -0.66 21.04 0 0 0| 0 332 0 0 640 141.000 -0.88 19.82 0 0 0| 0 0 0 0 720 Total 0 0 0| 6 1,341 +5 0 Indicative a-t-m Vol 22.83 Underlying Price 608.500 Time to expiry: 358 Days Dec 10 4.250 -0.05 31.81 0 0 0| 0 6,576 0 0 360 7.500 -0.08 30.28 0 0 0| 0 48 0 0 400 13.000 -0.14 28.74 0 0 0| 0 1,584 0 0 440 20.250 -0.21 27.00 0 0 0| 26 7,987 0 0 480 45.500 -0.40 23.99 0 0 0| 0 5,729 0 0 560 65.250 -0.52 23.10 0 0 0| 0 2,750 0 0 600 89.000 -0.65 21.76 0 0 0| 0 521 0 0 640 151.250 -0.84 20.62 0 0 0| 0 0 0 0 720 Total 0 0 0| 26 25,195 0 0 Indicative a-t-m Vol 23.32 Underlying Price 608.500 Time to expiry: 540 Days Jun 11 23.250 -0.19 28.35 0 0 0| 0 5 0 0 440 33.250 -0.26 26.91 0 0 0| 26 26 +26 0 480 63.500 -0.43 24.50 0 0 0| 0 0 0 0 560 108.500 -0.63 22.54 0 0 0| 0 0 0 0 640 167.500 -0.80 21.04 0 0 0| 0 0 0 0 720 Total 0 0 0| 26 31 +26 0 Indicative a-t-m Vol 23.60 Underlying Price 608.500 Time to expiry: 722 Days Dec 11 14.750 -0.11 30.14 0 0 0| 0 1,008 0 0 360 22.000 -0.16 28.81 0 0 0| 0 6 0 0 400 31.750 -0.22 27.72 0 0 0| 0 1,502 0 0 440 44.500 -0.29 26.78 0 0 0| 0 1,000 0 0 480 76.750 -0.45 24.44 0 0 0| 0 0 0 0 560 123.250 -0.61 23.04 0 0 0| 0 500 0 0 640 181.000 -0.76 21.90 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 4,016 0 0 Indicative a-t-m Vol 23.60 Underlying Price 608.500 Time to expiry: 1093 Days Dec 12 64.000 -0.32 26.78 0 0 0| 0 0 0 0 480 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 48 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 98.500 -0.46 24.44 0 0 0| 0 0 0 0 560 145.000 -0.60 23.04 0 0 0| 0 0 0 0 640 194.500 -0.76 19.75 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 135| 168 67,653 +109 0 Grand Total 0 0 176| 538 126,110 +205 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 49 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Airways plc - STND OPT (AWS) Indicative a-t-m Vol 30.74 Underlying Price 192.000 Time to expiry: 22 Days Jan 10 32.500 0.95 44.82 0 0 0| 0 0 0 0 160 23.000 0.90 38.91 0 0 0| 0 0 0 0 170 18.250 0.87 34.76 0 0 0| 0 0 0 0 175 13.750 0.80 32.06 0 0 0| 0 0 0 0 180 10.000 0.70 31.02 0 0 0| 0 15 0 0 185 7.000 0.57 30.61 0 0 0| 0 30 0 0 190 4.750 0.44 30.93 0 0 0| 0 34 0 0 195 3.000 0.32 31.27 0 0 0| 0 20 0 0 200 2.000 0.22 32.13 0 0 0| 30 42 +30 0 205 1.250 0.15 32.97 0 0 0| 0 0 0 0 210 0.750 0.09 33.26 0 0 0| 0 28 0 0 215 0.500 0.06 33.57 0 0 0| 0 1,233 0 0 220 0.250 0.04 34.19 0 0 0| 0 15 0 0 225 0.250 0.02 34.71 0 0 0| 0 15 0 0 230 CAB 0.01 35.17 0 0 0| 0 0 0 0 240 Total 0 0 0| 30 1,432 +30 0 Indicative a-t-m Vol 35.01 Underlying Price 192.000 Time to expiry: 57 Days Feb 10 25.000 0.82 35.83 0 0 0| 0 0 0 0 170 17.500 0.71 34.98 0 0 0| 0 0 0 0 180 14.500 0.63 35.20 0 0 0| 0 15 0 0 185 11.750 0.56 35.08 0 0 0| 0 15 0 0 190 9.500 0.49 34.90 0 0 0| 0 0 0 0 195 7.500 0.42 35.16 0 0 0| 0 15 0 0 200 5.750 0.35 35.09 0 0 0| 0 15 0 0 205 4.500 0.29 35.01 0 0 0| 0 15 0 0 210 3.500 0.23 35.24 0 0 0| 0 0 0 0 215 2.500 0.19 35.36 0 0 0| 0 0 0 0 220 1.500 0.12 36.26 0 0 0| 0 4 0 0 230 Total 0 0 0| 0 79 0 0 Indicative a-t-m Vol 34.84 Underlying Price 192.000 Time to expiry: 85 Days Mar 10 92.250 1.00 42.41 0 0 0| 0 0 0 0 100 82.250 1.00 41.75 0 0 0| 0 0 0 0 110 72.250 0.99 40.65 0 0 0| 0 20 0 0 120 62.500 0.98 39.55 0 0 0| 0 11 0 0 130 52.750 0.96 38.26 0 0 0| 0 21 0 0 140 43.500 0.93 37.11 0 0 0| 0 0 0 0 150 34.500 0.88 35.53 0 0 0| 0 1,044 0 0 160 26.500 0.79 34.78 0 0 0| 0 150 0 0 170 19.500 0.69 34.16 0 0 0| 0 40 0 0 180 16.500 0.62 34.50 0 0 0| 0 0 0 0 185 14.000 0.56 34.61 0 0 0| 0 16 0 0 190 12.000 0.50 35.19 0 0 0| 0 0 0 0 195 10.000 0.44 35.55 0 0 0| 0 130 0 0 200 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 50 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 6.750 0.34 35.71 0 0 0| 0 60 0 0 210 4.500 0.24 35.67 0 0 0| 0 143 0 0 220 3.000 0.18 36.16 0 0 0| 0 115 0 0 230 2.000 0.12 36.62 0 0 0| 0 1,908 0 0 240 0.750 0.06 37.33 0 0 0| 0 28 0 0 260 0.500 0.03 39.69 0 0 0| 0 45 0 0 280 Total 0 0 0| 0 3,731 0 0 Indicative a-t-m Vol 35.78 Underlying Price 192.000 Time to expiry: 176 Days Jun 10 38.000 0.81 34.92 0 0 0| 0 1 0 0 160 31.250 0.74 35.18 0 0 0| 0 0 0 0 170 25.250 0.66 35.41 0 0 0| 0 921 0 0 180 20.250 0.57 35.75 0 0 0| 0 154 0 0 190 16.000 0.49 35.91 0 0 0| 0 41 0 0 200 12.750 0.42 36.29 0 0 0| 0 10 0 0 210 10.250 0.35 37.05 0 0 0| 0 1 0 0 220 8.250 0.30 37.82 0 0 0| 0 2,538 0 0 230 6.500 0.25 38.38 0 0 0| 0 271 0 0 240 2.500 0.11 39.66 0 0 0| 0 346 0 0 280 Total 0 0 0| 0 4,283 0 0 Indicative a-t-m Vol 35.09 Underlying Price 192.000 Time to expiry: 267 Days Sep 10 40.750 0.79 33.57 0 0 0| 0 1 0 0 160 29.000 0.65 34.40 0 0 0| 0 0 0 0 180 24.250 0.58 35.01 0 0 0| 0 1 0 0 190 20.500 0.52 35.42 0 0 0| 0 0 0 0 200 14.500 0.40 36.57 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 2 0 0 Total Calls 0 0 0| 30 9,527 +30 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 51 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Airways plc - STND OPT (AWS) Indicative a-t-m Vol 34.34 Underlying Price 192.000 Time to expiry: 22 Days Jan 10 0.250 -0.04 42.11 0 0 0| 0 0 0 0 160 0.750 -0.09 38.33 0 0 0| 0 0 0 0 170 1.500 -0.15 36.91 0 0 0| 0 23 0 0 175 2.250 -0.22 34.97 0 0 0| 0 40 0 0 180 3.500 -0.32 34.48 0 0 0| 0 5 0 0 185 5.500 -0.43 34.24 0 0 0| 0 0 0 0 190 8.250 -0.55 34.48 0 0 0| 0 38 0 0 195 11.750 -0.66 35.65 0 0 0| 0 30 0 0 200 15.500 -0.74 37.12 0 0 0| 0 22 0 0 205 19.750 -0.82 37.29 0 0 0| 0 15 0 0 210 24.000 -0.87 38.08 0 0 0| 0 0 0 0 215 28.500 -0.92 37.87 0 0 0| 0 0 0 0 220 33.250 -0.95 37.63 0 0 0| 0 0 0 0 225 38.250 -0.97 37.51 0 0 0| 0 3 0 0 230 48.000 -0.99 37.53 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 176 0 0 Indicative a-t-m Vol 40.00 Underlying Price 192.000 Time to expiry: 57 Days Feb 10 4.000 -0.20 41.13 0 0 0| 0 0 0 0 170 6.750 -0.31 40.45 0 0 0| 15 25 +15 0 180 8.750 -0.37 40.00 0 0 0| 0 100 0 0 185 11.000 -0.44 40.00 0 0 0| 0 1,460 0 0 190 13.750 -0.50 40.00 0 0 0| 0 0 0 0 195 16.750 -0.57 40.00 0 0 0| 0 2 0 0 200 20.000 -0.63 40.23 0 0 0| 0 0 0 0 205 23.750 -0.68 40.57 0 0 0| 0 0 0 0 210 27.500 -0.73 40.77 0 0 0| 0 0 0 0 215 31.750 -0.77 41.36 0 0 0| 0 2 0 0 220 40.500 -0.83 43.10 0 0 0| 0 0 0 0 230 Total 0 0 0| 15 1,589 +15 0 Indicative a-t-m Vol 42.16 Underlying Price 192.000 Time to expiry: 85 Days Mar 10 0.500 -0.02 71.19 0 0 0| 0 780 0 0 100 0.500 -0.02 62.16 0 0 0| 0 45 0 0 110 0.500 -0.03 54.96 0 0 0| 0 71 0 0 120 0.750 -0.04 49.78 0 0 0| 0 15 0 0 130 1.250 -0.07 47.00 0 0 0| 0 15 0 0 140 2.250 -0.11 45.09 0 0 0| 0 2,025 0 0 150 4.000 -0.16 43.73 0 0 0| 0 176 0 0 160 6.500 -0.24 43.19 0 0 0| 0 228 0 0 170 10.000 -0.34 42.43 0 0 0| 0 123 0 0 180 12.000 -0.38 42.16 0 0 0| 0 0 0 0 185 14.500 -0.44 42.16 0 0 0| 0 107 0 0 190 17.250 -0.49 42.16 0 0 0| 0 0 0 0 195 20.000 -0.54 42.16 0 0 0| 0 1,193 0 0 200 27.250 -0.62 43.73 0 0 0| 0 53 0 0 210 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 52 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 35.000 -0.69 45.37 0 0 0| 0 1,206 0 0 220 43.750 -0.75 47.59 0 0 0| 0 52 0 0 230 52.500 -0.79 49.20 0 0 0| 0 1,064 0 0 240 70.750 -0.86 52.37 0 0 0| 0 0 0 0 260 90.250 -0.89 56.69 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 7,153 0 0 Indicative a-t-m Vol 45.03 Underlying Price 192.000 Time to expiry: 176 Days Jun 10 9.500 -0.23 45.61 0 0 0| 0 15 0 0 160 13.000 -0.29 45.32 0 0 0| 0 5 0 0 170 17.500 -0.35 45.40 0 0 0| 0 11 0 0 180 22.500 -0.42 44.99 0 0 0| 0 15 0 0 190 28.250 -0.48 45.20 0 0 0| 0 27 0 0 200 35.000 -0.55 45.61 0 0 0| 0 920 0 0 210 42.250 -0.60 46.33 0 0 0| 0 49 0 0 220 50.250 -0.64 47.67 0 0 0| 0 16 0 0 230 59.000 -0.68 49.51 0 0 0| 0 15 0 0 240 94.500 -0.79 54.40 0 0 0| 0 5 0 0 280 Total 0 0 0| 0 1,078 0 0 Indicative a-t-m Vol 46.04 Underlying Price 192.000 Time to expiry: 267 Days Sep 10 14.750 -0.25 47.58 0 0 0| 0 1 0 0 160 22.750 -0.35 45.70 0 0 0| 0 0 0 0 180 28.250 -0.41 46.04 0 0 0| 0 0 0 0 190 34.250 -0.46 46.02 0 0 0| 0 0 0 0 200 48.250 -0.55 47.45 0 0 0| 0 0 0 0 220 Total 0 0 0| 0 1 0 0 Total Puts 0 0 0| 15 9,997 +15 0 Grand Total 0 0 0| 45 19,524 +45 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 53 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British American Tobacco plc STND OPT (TAB) Indicative a-t-m Vol 14.17 Underlying Price 2032.500 Time to expiry: 22 Days Jan 10 433.500 1.00 36.03 0 0 0| 0 0 0 0 1600 333.500 1.00 25.58 0 0 0| 0 0 0 0 1700 233.500 0.99 19.40 0 0 0| 0 10 0 0 1800 183.500 0.99 17.46 0 0 0| 0 0 0 0 1850 135.000 0.95 16.21 0 0 0| 0 2 0 0 1900 88.000 0.88 14.71 0 0 0| 0 9 0 0 1950 49.000 0.68 14.44 0 0 0| 2 121 +2 0 2000 6.500 0.18 13.59 0 0 0| 0 10 0 0 2100 0.500 0.01 13.80 0 0 0| 0 0 0 0 2200 CAB 0.00 13.60 0 0 0| 0 0 0 0 2400 Total 0 0 0| 2 152 +2 0 Indicative a-t-m Vol 16.11 Underlying Price 2032.500 Time to expiry: 57 Days Feb 10 435.000 0.99 25.56 0 0 0| 0 0 0 0 1600 335.500 0.98 21.87 0 0 0| 0 0 0 0 1700 238.000 0.95 19.25 0 0 0| 0 0 0 0 1800 191.500 0.91 18.46 0 0 0| 0 2 0 0 1850 146.500 0.85 17.41 0 0 0| 0 9 0 0 1900 106.500 0.75 16.97 0 0 0| 0 14 0 0 1950 71.500 0.62 16.32 0 0 0| 0 53 0 0 2000 25.500 0.32 15.66 0 0 0| 35 35 +35 0 2100 6.000 0.10 15.05 0 0 0| 0 15 0 0 2200 CAB 0.00 14.61 0 0 0| 0 0 0 0 2400 Total 0 0 0| 35 128 +35 0 Indicative a-t-m Vol 18.11 Underlying Price 2032.500 Time to expiry: 85 Days Mar 10 635.000 1.00 21.30 0 0 0| 0 2 0 0 1400 435.500 1.00 19.81 0 0 0| 0 10 0 0 1600 336.500 0.98 20.08 0 0 0| 0 19 0 0 1700 241.000 0.93 19.38 0 0 0| 0 869 0 0 1800 155.500 0.80 19.37 0 0 0| 1 1,154 -1 0 1900 117.500 0.71 18.77 0 0 0| 10 10 +10 0 1950 84.000 0.60 18.21 0 0 0| 91 487 +10 0 2000 38.000 0.36 17.88 0 0 0| 1 1 +1 0 2100 13.000 14.500 0.17 17.84 13.000 13.000 0 0 15| 0 90 0 0 2200 1.500 0.03 18.91 0 0 0| 0 27 0 0 2400 Total 0 0 15| 103 2,669 +20 0 Indicative a-t-m Vol 19.90 Underlying Price 2032.500 Time to expiry: 176 Days Jun 10 436.500 0.98 24.01 0 0 0| 0 0 0 0 1600 340.000 0.95 22.47 0 0 0| 0 0 0 0 1700 248.500 0.88 21.20 0 0 0| 0 2 0 0 1800 169.500 0.74 20.67 0 0 0| 0 632 0 0 1900 106.500 0.57 20.05 0 0 0| 0 27 0 0 2000 32.500 0.24 19.07 0 0 0| 0 14 0 0 2200 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 54 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 8.000 0.08 18.81 0 0 0| 0 7 0 0 2400 Total 0 0 0| 0 682 0 0 Indicative a-t-m Vol 20.46 Underlying Price 2032.500 Time to expiry: 267 Days Sep 10 439.500 0.96 24.92 0 0 0| 0 0 0 0 1600 257.500 0.83 21.97 0 0 0| 0 0 0 0 1800 183.500 0.70 21.24 0 0 0| 0 4 0 0 1900 124.500 0.55 20.66 0 0 0| 0 8 0 0 2000 80.000 0.40 20.03 0 0 0| 10 10 +10 0 2100 50.500 0.28 19.73 0 0 0| 0 0 0 0 2200 18.500 0.13 19.47 0 0 0| 2 2 +2 0 2400 Total 0 0 0| 12 24 +12 0 Total Calls 0 0 15| 152 3,655 +69 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 55 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British American Tobacco plc STND OPT (TAB) Indicative a-t-m Vol 14.45 Underlying Price 2032.500 Time to expiry: 22 Days Jan 10 CAB 0.00 30.00 0 0 0| 0 0 0 0 1600 CAB 0.00 28.00 0 0 0| 0 3 0 0 1700 1.000 -0.02 25.00 0 0 0| 0 0 0 0 1800 1.500 -0.03 20.90 0 0 0| 0 0 0 0 1850 2.500 -0.07 18.15 0 0 0| 0 7 0 0 1900 5.500 -0.14 15.38 0 0 0| 15 15 +9 0 1950 15.500 -0.32 14.33 0 0 0| 10 37 +10 0 2000 75.000 -0.81 14.69 0 0 0| 1 1 0 0 2100 169.500 -0.94 19.83 0 0 0| 0 0 0 0 2200 367.500 -1.00 23.77 0 0 0| 0 0 0 0 2400 Total 0 0 0| 26 63 +19 0 Indicative a-t-m Vol 16.47 Underlying Price 2032.500 Time to expiry: 57 Days Feb 10 1.500 -0.02 29.67 0 0 0| 0 0 0 0 1600 2.000 -0.02 23.61 0 0 0| 0 3 0 0 1700 4.000 -0.06 19.98 0 0 0| 0 14 0 0 1800 7.000 -0.09 18.70 0 0 0| 0 12 0 0 1850 13.000 -0.16 17.97 0 0 0| 0 13 0 0 1900 22.000 -0.26 17.17 0 0 0| 0 22 0 0 1950 37.500 -0.38 16.58 0 0 0| 0 6 0 0 2000 92.500 -0.68 16.25 0 0 0| 0 0 0 0 2100 173.000 -0.89 15.96 0 0 0| 0 0 0 0 2200 367.500 -1.00 16.93 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 70 0 0 Indicative a-t-m Vol 17.98 Underlying Price 2032.500 Time to expiry: 85 Days Mar 10 2.500 -0.02 35.29 0 0 0| 0 43 0 0 1400 4.000 -0.04 25.13 0 0 0| 0 97 0 0 1600 8.500 -0.08 22.34 0 0 0| 5 54 -1 0 1700 19.500 -0.18 20.54 0 0 0| 0 512 0 0 1800 44.500 -0.34 19.35 0 0 0| 3 571 +3 0 1900 64.000 -0.45 18.83 0 0 0| 30 30 +28 0 1950 88.000 -0.56 18.20 0 0 0| 0 535 0 0 2000 155.500 -0.77 17.52 0 0 0| 0 0 0 0 2100 238.500 -0.93 15.44 0 0 0| 0 0 0 0 2200 434.000 -1.00 15.34 0 0 0| 0 10 0 0 2400 Total 0 0 0| 38 1,852 +30 0 Indicative a-t-m Vol 19.50 Underlying Price 2032.500 Time to expiry: 176 Days Jun 10 16.500 -0.10 24.68 0 0 0| 0 34 0 0 1600 28.000 -0.16 22.91 0 0 0| 0 1 0 0 1700 52.000 47.500 -0.25 21.58 52.000 52.000 0 0 10| 0 152 0 0 1800 80.000 -0.38 20.73 0 0 0| 0 613 0 0 1900 124.500 -0.52 19.63 0 0 0| 0 6 0 0 2000 261.500 -0.79 18.82 0 0 0| 0 0 0 0 2200 438.000 -0.95 17.17 0 0 0| 0 0 0 0 2400 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 56 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 10| 0 806 0 0 Indicative a-t-m Vol 19.76 Underlying Price 2032.500 Time to expiry: 267 Days Sep 10 32.000 -0.14 23.54 0 0 0| 0 3 0 0 1600 76.500 -0.31 21.27 0 0 0| 0 10 0 0 1800 116.000 -0.42 20.68 0 0 0| 0 4 0 0 1900 165.500 -0.54 20.04 0 0 0| 0 1 0 0 2000 226.000 -0.66 19.17 0 0 0| 0 0 0 0 2100 300.000 -0.76 18.96 0 0 0| 0 0 0 0 2200 469.000 -0.91 17.76 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 18 0 0 Total Puts 0 0 10| 64 2,809 +49 0 Grand Total 0 0 25| 216 6,464 +118 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 57 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Land Company PLC - STND OPT (BLC) Indicative a-t-m Vol 28.99 Underlying Price 448.000 Time to expiry: 85 Days Mar 10 128.250 1.00 38.68 0 0 0| 0 22 0 0 320 108.250 1.00 32.17 0 0 0| 0 0 0 0 340 88.750 0.97 32.89 0 0 0| 0 0 0 0 360 69.250 0.93 29.69 0 0 0| 0 0 0 0 380 52.250 0.83 29.81 0 0 0| 0 0 0 0 400 37.500 0.69 29.19 0 0 0| 0 0 0 0 420 26.000 0.55 28.93 0 0 0| 0 0 0 0 440 20.750 21.500 0.48 29.00 20.750 20.750 0 0 5| 0 0 0 0 450 17.250 17.250 0.42 28.67 17.250 17.250 0 0 5| 5 283 0 0 460 10.250 11.000 0.30 28.87 10.250 10.250 0 0 5| 0 63 0 0 480 6.750 0.21 28.64 0 0 0| 0 0 0 0 500 4.000 0.14 28.81 0 0 0| 0 12 0 0 520 1.000 0.05 27.69 0 0 0| 0 27 0 0 560 CAB 0.00 22.98 0 0 0| 0 5 0 0 640 Total 0 0 15| 5 412 0 0 Indicative a-t-m Vol 32.65 Underlying Price 448.000 Time to expiry: 176 Days Jun 10 61.000 0.72 33.29 0 0 0| 0 0 0 0 400 49.000 0.63 32.96 0 0 0| 0 0 0 0 420 38.500 0.55 32.64 0 0 0| 0 0 0 0 440 30.250 0.46 32.65 0 0 0| 0 0 0 0 460 23.500 0.39 32.68 0 0 0| 0 11 0 0 480 13.750 0.26 32.70 0 0 0| 0 22 0 0 520 8.000 0.17 32.91 0 0 0| 0 0 0 0 560 2.750 0.07 33.81 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 33 0 0 Indicative a-t-m Vol 34.43 Underlying Price 448.000 Time to expiry: 267 Days Sep 10 69.750 0.68 35.86 0 0 0| 0 0 0 0 400 57.750 0.62 34.83 0 0 0| 0 0 0 0 420 48.000 0.55 34.50 0 0 0| 0 0 0 0 440 39.750 0.49 34.33 0 0 0| 0 0 0 0 460 32.750 0.42 34.22 0 0 0| 0 0 0 0 480 10.000 0.19 29.83 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 0 0 0 Total Calls 0 0 15| 5 445 0 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 58 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Land Company PLC - STND OPT (BLC) Indicative a-t-m Vol 33.70 Underlying Price 448.000 Time to expiry: 85 Days Mar 10 1.250 -0.03 38.73 0 0 0| 0 20 0 0 320 2.250 -0.06 36.98 0 0 0| 0 0 0 0 340 3.750 -0.10 35.52 0 0 0| 0 109 0 0 360 7.000 -0.16 34.75 0 0 0| 0 6 0 0 380 11.250 -0.24 33.87 0 0 0| 0 441 0 0 400 18.000 -0.34 33.22 0 0 0| 5 50 +5 0 420 27.500 -0.46 33.64 0 0 0| 0 69 0 0 440 33.250 -0.51 33.71 0 0 0| 0 0 0 0 450 39.250 -0.56 34.01 0 0 0| 0 295 0 0 460 53.250 -0.66 34.57 0 0 0| 0 21 0 0 480 69.500 -0.73 36.03 0 0 0| 0 0 0 0 500 86.750 -0.79 37.55 0 0 0| 0 5 0 0 520 123.750 -0.86 41.69 0 0 0| 0 5 0 0 560 202.500 -0.90 53.76 0 0 0| 0 10 0 0 640 Total 0 0 0| 5 1,031 +5 0 Indicative a-t-m Vol 31.79 Underlying Price 448.000 Time to expiry: 176 Days Jun 10 22.750 -0.31 33.13 0 0 0| 0 53 0 0 400 30.500 -0.39 32.32 0 0 0| 0 0 0 0 420 40.500 -0.47 31.86 0 0 0| 0 62 0 0 440 52.250 -0.55 31.67 0 0 0| 2 37 +2 0 460 65.500 -0.63 31.53 0 0 0| 0 10 0 0 480 95.250 -0.76 30.92 0 0 0| 0 0 0 0 520 129.250 -0.87 30.02 0 0 0| 0 0 0 0 560 204.250 -0.97 28.36 0 0 0| 0 22 0 0 640 Total 0 0 0| 2 184 +2 0 Indicative a-t-m Vol 33.86 Underlying Price 448.000 Time to expiry: 267 Days Sep 10 35.000 -0.34 35.00 0 0 0| 0 35 0 0 400 44.000 -0.40 34.38 0 0 0| 0 0 0 0 420 53.000 54.500 -0.47 33.88 53.000 53.000 0 0 10| 1 1 +1 0 440 66.500 -0.53 33.84 0 0 0| 0 0 0 0 460 79.750 -0.59 33.91 0 0 0| 0 0 0 0 480 145.500 -0.75 36.95 0 0 0| 0 0 0 0 560 Total 0 0 10| 1 36 +1 0 Total Puts 0 0 10| 8 1,251 +8 0 Grand Total 0 0 25| 13 1,696 +8 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 59 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Sky Broadcasting Group plc - STND OPT (BSK) Indicative a-t-m Vol 19.12 Underlying Price 561.500 Time to expiry: 22 Days Jan 10 101.750 1.00 30.82 0 0 0| 0 0 0 0 460 81.750 1.00 24.43 0 0 0| 0 0 0 0 480 62.000 0.98 23.51 0 0 0| 0 0 0 0 500 43.250 0.90 24.26 0 0 0| 0 28 0 0 520 25.250 0.79 20.31 0 0 0| 0 52 0 0 540 11.750 0.54 19.15 0 0 0| 25 316 +15 0 560 4.000 0.25 18.54 0 0 0| 0 1,198 0 0 580 1.000 0.08 18.18 0 0 0| 0 32 0 0 600 CAB 0.00 14.09 0 0 0| 0 0 0 0 640 CAB 0.00 10.15 0 0 0| 0 0 0 0 680 Total 0 0 0| 25 1,626 +15 0 Indicative a-t-m Vol 22.71 Underlying Price 561.500 Time to expiry: 57 Days Feb 10 103.750 0.95 32.13 0 0 0| 0 0 0 0 460 84.000 0.94 27.21 0 0 0| 0 0 0 0 480 65.500 0.88 25.89 0 0 0| 0 0 0 0 500 48.250 0.81 24.19 0 0 0| 0 0 0 0 520 33.250 0.68 23.32 0 0 0| 0 24 0 0 540 21.250 0.54 22.73 0 0 0| 0 21 0 0 560 12.500 0.38 22.28 0 0 0| 0 36 0 0 580 6.750 0.24 22.09 0 0 0| 0 8 0 0 600 1.500 0.08 22.01 0 0 0| 0 0 0 0 640 0.250 0.01 20.71 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 89 0 0 Indicative a-t-m Vol 22.84 Underlying Price 561.500 Time to expiry: 85 Days Mar 10 202.250 1.00 33.33 0 0 0| 0 0 0 0 360 162.500 0.99 29.13 0 0 0| 0 0 0 0 400 142.500 0.99 25.61 0 0 0| 0 0 0 0 420 123.250 0.97 27.75 0 0 0| 0 0 0 0 440 104.250 0.95 26.98 0 0 0| 0 10 0 0 460 85.500 0.91 25.82 0 0 0| 0 24 0 0 480 52.500 0.76 24.62 0 0 0| 0 18 0 0 520 37.500 0.66 23.20 0 0 0| 0 0 0 0 540 26.000 0.54 22.86 0 0 0| 0 138 0 0 560 17.250 0.41 22.57 0 0 0| 0 15 0 0 580 10.500 0.29 22.16 0 0 0| 0 93 0 0 600 3.250 0.12 21.57 0 0 0| 0 16 0 0 640 CAB 0.00 17.71 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 314 0 0 Indicative a-t-m Vol 24.84 Underlying Price 561.500 Time to expiry: 176 Days Jun 10 282.000 1.00 15.09 0 0 0| 0 0 0 0 280 242.000 1.00 25.47 0 0 0| 0 0 0 0 320 202.250 0.99 31.42 0 0 0| 0 0 0 0 360 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 60 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 163.250 0.97 30.62 0 0 0| 0 0 0 0 400 144.250 0.95 30.10 0 0 0| 0 0 0 0 420 125.750 0.92 29.39 0 0 0| 0 0 0 0 440 107.750 0.89 28.41 0 0 0| 0 0 0 0 460 90.500 0.84 27.38 0 0 0| 0 20 0 0 480 60.500 0.70 26.03 0 0 0| 0 3 0 0 520 37.000 0.53 24.87 0 0 0| 0 13 0 0 560 20.500 0.36 23.95 0 0 0| 0 23 0 0 600 10.250 0.22 23.34 0 0 0| 0 72 0 0 640 2.500 0.07 23.42 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 131 0 0 Indicative a-t-m Vol 25.54 Underlying Price 561.500 Time to expiry: 267 Days Sep 10 131.250 0.86 31.22 0 0 0| 0 0 0 0 440 97.750 0.78 28.31 0 0 0| 0 0 0 0 480 70.000 0.67 26.82 0 0 0| 0 0 0 0 520 47.250 0.54 25.56 0 0 0| 0 10 0 0 560 30.250 0.40 24.72 0 0 0| 0 24 0 0 600 18.500 0.29 24.15 0 0 0| 0 19 0 0 640 6.250 0.12 23.57 0 0 0| 0 45 0 0 720 Total 0 0 0| 0 98 0 0 Indicative a-t-m Vol 26.92 Underlying Price 561.500 Time to expiry: 358 Days Dec 10 282.500 0.99 40.99 0 0 0| 0 0 0 0 280 243.000 0.99 36.51 0 0 0| 0 0 0 0 320 205.500 0.95 36.33 0 0 0| 0 0 0 0 360 169.250 0.90 34.03 0 0 0| 0 0 0 0 400 135.250 0.84 31.93 0 0 0| 0 0 0 0 440 104.000 0.76 29.78 0 0 0| 0 0 0 0 480 77.500 0.66 28.38 0 0 0| 0 0 0 0 520 55.000 0.54 26.94 0 0 0| 0 9 0 0 560 38.750 0.43 26.47 0 0 0| 10 10 +10 0 600 25.250 0.33 25.42 0 0 0| 0 6 0 0 640 10.500 0.17 24.73 0 0 0| 0 0 0 0 720 Total 0 0 0| 10 25 +10 0 Indicative a-t-m Vol 27.71 Underlying Price 561.500 Time to expiry: 540 Days Jun 11 171.500 0.89 31.75 0 0 0| 0 0 0 0 400 140.250 0.81 30.53 0 0 0| 0 0 0 0 440 111.750 0.74 29.17 0 0 0| 0 0 0 0 480 67.750 0.55 27.72 0 0 0| 0 0 0 0 560 39.250 0.38 27.07 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.01 Underlying Price 561.500 Time to expiry: 722 Days Dec 11 212.250 0.90 36.07 0 0 0| 0 0 0 0 360 174.250 0.87 30.53 0 0 0| 0 0 0 0 400 144.750 0.80 29.64 0 0 0| 0 0 0 0 440 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 61 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 118.000 0.73 28.61 0 0 0| 0 0 0 0 480 75.250 0.56 27.01 0 0 0| 0 0 0 0 560 48.750 0.42 27.04 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 27.01 Underlying Price 561.500 Time to expiry: 1093 Days Dec 12 130.750 0.72 28.61 0 0 0| 0 0 0 0 480 90.250 0.58 27.01 0 0 0| 0 0 0 0 560 65.000 0.47 27.04 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 35 2,283 +25 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 62 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | British Sky Broadcasting Group plc - STND OPT (BSK) Indicative a-t-m Vol 17.87 Underlying Price 561.500 Time to expiry: 22 Days Jan 10 CAB 0.00 27.76 0 0 0| 0 5 0 0 460 CAB -0.01 26.29 0 0 0| 0 15 0 0 480 0.250 -0.02 24.00 0 0 0| 0 0 0 0 500 1.250 -0.09 22.97 0 0 0| 0 42 0 0 520 3.500 -0.21 20.12 0 0 0| 0 1,546 0 0 540 9.250 -0.46 17.89 0 0 0| 0 183 0 0 560 21.750 -0.76 17.45 0 0 0| 0 204 0 0 580 39.500 -0.91 19.15 0 0 0| 0 0 0 0 600 79.000 -0.97 28.58 0 0 0| 0 3 0 0 640 118.750 -0.98 35.65 0 0 0| 0 0 0 0 680 Total 0 0 0| 0 1,998 0 0 Indicative a-t-m Vol 23.14 Underlying Price 561.500 Time to expiry: 57 Days Feb 10 1.750 -0.05 32.34 0 0 0| 0 0 0 0 460 2.250 -0.07 28.38 0 0 0| 0 0 0 0 480 3.750 -0.12 26.59 0 0 0| 0 0 0 0 500 6.750 -0.20 24.98 0 0 0| 0 10 0 0 520 11.500 -0.32 23.79 0 0 0| 3 32 +3 0 540 19.500 -0.47 23.17 0 0 0| 0 6 0 0 560 30.750 -0.62 22.72 0 0 0| 0 0 0 0 580 45.000 -0.75 22.61 0 0 0| 0 0 0 0 600 79.000 -0.96 19.21 0 0 0| 0 0 0 0 640 119.250 -0.96 27.61 0 0 0| 0 0 0 0 680 Total 0 0 0| 3 48 +3 0 Indicative a-t-m Vol 23.76 Underlying Price 561.500 Time to expiry: 85 Days Mar 10 0.250 -0.01 40.50 0 0 0| 0 10 0 0 360 0.750 -0.02 35.01 0 0 0| 0 2 0 0 400 1.000 -0.03 32.67 0 0 0| 0 14 0 0 420 1.500 -0.04 30.98 0 0 0| 0 12 0 0 440 2.500 -0.07 29.33 0 0 0| 0 20 0 0 460 4.000 -0.11 27.63 0 0 0| 0 15 0 0 480 10.500 -0.24 25.45 0 0 0| 0 35 0 0 520 16.500 -0.34 24.45 0 0 0| 0 0 0 0 540 24.500 -0.46 23.79 0 0 0| 0 49 0 0 560 35.250 -0.59 23.17 0 0 0| 0 0 0 0 580 49.000 -0.70 23.18 0 0 0| 0 0 0 0 600 81.250 -0.88 21.98 0 0 0| 0 0 0 0 640 158.500 -1.00 22.16 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 157 0 0 Indicative a-t-m Vol 25.53 Underlying Price 561.500 Time to expiry: 176 Days Jun 10 0.500 -0.01 43.17 0 0 0| 0 0 0 0 280 1.000 -0.02 39.63 0 0 0| 0 0 0 0 320 2.000 -0.03 36.32 0 0 0| 0 250 0 0 360 3.750 -0.06 33.03 0 0 0| 0 0 0 0 400 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 63 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 5.000 -0.08 31.61 0 0 0| 0 2 0 0 420 7.250 -0.11 30.47 0 0 0| 0 35 0 0 440 10.000 -0.15 29.46 0 0 0| 0 60 0 0 460 13.500 -0.20 28.41 0 0 0| 0 22 0 0 480 24.250 -0.33 26.50 0 0 0| 0 97 0 0 520 41.750 -0.48 25.56 0 0 0| 0 73 0 0 560 65.500 -0.64 24.56 0 0 0| 0 10 0 0 600 95.500 -0.78 24.05 0 0 0| 0 0 0 0 640 167.750 -0.92 25.21 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 549 0 0 Indicative a-t-m Vol 26.00 Underlying Price 561.500 Time to expiry: 267 Days Sep 10 13.000 -0.15 30.58 0 0 0| 0 30 0 0 440 20.750 -0.23 28.57 0 0 0| 0 0 0 0 480 33.750 -0.34 27.30 0 0 0| 0 29 0 0 520 51.000 -0.47 26.02 0 0 0| 0 19 0 0 560 74.000 -0.60 25.20 0 0 0| 0 10 0 0 600 103.000 -0.71 25.04 0 0 0| 0 0 0 0 640 170.250 -0.88 24.24 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 88 0 0 Indicative a-t-m Vol 26.84 Underlying Price 561.500 Time to expiry: 358 Days Dec 10 2.250 -0.02 38.26 0 0 0| 0 0 0 0 280 4.250 -0.05 36.08 0 0 0| 0 0 0 0 320 7.500 -0.08 34.02 0 0 0| 0 0 0 0 360 12.500 -0.13 32.17 0 0 0| 0 0 0 0 400 20.000 -0.19 30.43 0 0 0| 0 0 0 0 440 30.750 -0.27 29.11 0 0 0| 0 0 0 0 480 45.250 -0.37 27.82 0 0 0| 15 33 +15 0 520 64.500 -0.48 26.86 0 0 0| 4 10 +4 0 560 88.000 -0.59 26.10 0 0 0| 0 0 0 0 600 115.750 -0.69 25.47 0 0 0| 0 0 0 0 640 179.250 -0.86 23.33 0 0 0| 0 0 0 0 720 Total 0 0 0| 19 43 +19 0 Indicative a-t-m Vol 28.14 Underlying Price 561.500 Time to expiry: 540 Days Jun 11 19.750 -0.16 31.03 0 0 0| 0 0 0 0 400 30.250 -0.22 30.15 0 0 0| 0 0 0 0 440 43.250 -0.30 29.14 0 0 0| 0 0 0 0 480 81.250 -0.46 28.14 0 0 0| 0 0 0 0 560 132.750 -0.62 27.57 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.20 Underlying Price 561.500 Time to expiry: 722 Days Dec 11 19.000 -0.13 32.27 0 0 0| 0 0 0 0 360 27.250 -0.18 30.83 0 0 0| 0 0 0 0 400 39.250 -0.24 30.13 0 0 0| 0 0 0 0 440 54.000 -0.31 29.40 0 0 0| 0 0 0 0 480 92.250 -0.45 28.21 0 0 0| 0 0 0 0 560 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 64 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 142.500 -0.59 27.51 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.20 Underlying Price 561.500 Time to expiry: 1093 Days Dec 12 69.000 -0.31 29.40 0 0 0| 0 0 0 0 480 106.750 -0.43 28.21 0 0 0| 0 0 0 0 560 154.750 -0.54 27.51 0 0 0| 0 0 0 0 640 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 22 2,883 +22 0 Grand Total 0 0 0| 57 5,166 +47 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 65 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BT Group plc - STND OPT (BTG) Indicative a-t-m Vol 20.21 Underlying Price 137.200 Time to expiry: 22 Days Jan 10 27.250 0.99 35.51 0 0 0| 0 0 0 0 110 17.500 0.97 29.80 0 0 0| 0 0 0 0 120 7.750 0.85 21.82 0 0 0| 0 0 0 0 130 4.000 4.000 0.64 20.65 4.000 4.000 0 0 2| 0 0 0 0 135 1.500 0.35 19.56 0 0 0| 10 125 +10 0 140 0.250 0.11 17.69 0 0 0| 0 7,415 0 0 145 CAB 0.02 16.80 0 0 0| 0 262 0 0 150 CAB 0.00 16.52 0 0 0| 0 271 0 0 155 CAB 0.00 16.00 0 0 0| 0 40 0 0 160 CAB 0.00 20.00 0 0 0| 0 0 0 0 170 Total 0 0 2| 10 8,113 +10 0 Indicative a-t-m Vol 25.54 Underlying Price 137.200 Time to expiry: 57 Days Feb 10 28.250 0.92 42.11 0 0 0| 0 0 0 0 110 18.250 0.89 28.47 0 0 0| 0 0 0 0 120 10.250 0.72 26.88 0 0 0| 0 0 0 0 130 6.750 0.59 25.79 0 0 0| 0 35 0 0 135 4.250 0.44 25.17 0 0 0| 0 78 0 0 140 2.500 0.31 24.34 0 0 0| 0 2 0 0 145 1.250 0.19 23.86 0 0 0| 0 20 0 0 150 0.500 0.09 22.20 0 0 0| 0 25 0 0 155 CAB 0.03 19.74 0 0 0| 0 25 0 0 160 CAB 0.00 11.91 0 0 0| 0 0 0 0 170 Total 0 0 0| 0 185 0 0 Indicative a-t-m Vol 26.26 Underlying Price 137.200 Time to expiry: 85 Days Mar 10 73.750 0.98 81.84 0 0 0| 0 0 0 0 64 69.500 0.99 72.59 0 0 0| 0 0 0 0 68 65.500 0.99 64.95 0 0 0| 0 0 0 0 72 61.500 0.99 58.67 0 0 0| 0 0 0 0 76 57.500 0.99 53.79 0 0 0| 0 0 0 0 80 53.500 0.99 49.13 0 0 0| 0 0 0 0 84 49.500 0.99 44.72 0 0 0| 0 0 0 0 88 45.500 0.98 40.38 0 0 0| 0 0 0 0 92 41.750 0.98 39.79 0 0 0| 0 0 0 0 96 37.750 0.97 38.01 0 0 0| 0 20 0 0 100 28.250 0.92 34.98 0 0 0| 0 0 0 0 110 19.250 0.85 29.68 0 0 0| 0 10 0 0 120 11.250 0.69 26.69 0 0 0| 0 111 0 0 130 8.250 0.58 26.56 0 0 0| 0 0 0 0 135 5.750 0.47 25.82 0 0 0| 0 1,211 0 0 140 3.750 0.35 25.19 0 0 0| 0 20 0 0 145 2.500 0.26 25.10 0 0 0| 5 6,065 -3 0 150 1.500 0.17 24.57 0 0 0| 0 561 0 0 155 0.750 0.10 23.69 0 0 0| 0 1,464 0 0 160 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 66 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | CAB 0.00 20.64 0 0 0| 0 0 0 0 180 Total 0 0 0| 5 9,462 -3 0 Indicative a-t-m Vol 28.39 Underlying Price 137.200 Time to expiry: 176 Days Jun 10 73.750 0.99 54.55 0 0 0| 0 0 0 0 64 65.750 0.99 45.95 0 0 0| 0 0 0 0 72 58.000 0.97 43.56 0 0 0| 0 0 0 0 80 50.000 0.97 36.74 0 0 0| 0 0 0 0 88 43.000 0.93 39.64 0 0 0| 0 0 0 0 96 39.000 0.92 35.92 0 0 0| 0 0 0 0 100 30.500 0.85 34.70 0 0 0| 0 132 0 0 110 22.000 0.77 31.14 0 0 0| 0 316 0 0 120 15.250 0.65 29.59 0 0 0| 0 63 0 0 130 9.500 0.51 27.87 0 0 0| 0 226 0 0 140 6.000 0.36 27.45 0 0 0| 0 3,684 0 0 150 3.250 0.23 26.44 0 0 0| 0 13 0 0 160 1.000 0.09 26.75 0 0 0| 0 50 0 0 180 0.250 0.04 28.28 0 0 0| 0 0 0 0 200 0.250 0.02 31.08 0 0 0| 0 0 0 0 220 0.250 0.02 34.98 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 4,484 0 0 Indicative a-t-m Vol 30.42 Underlying Price 137.200 Time to expiry: 267 Days Sep 10 39.750 0.90 35.88 0 0 0| 0 0 0 0 100 23.750 0.75 32.37 0 0 0| 0 30 0 0 120 17.500 0.64 31.43 0 0 0| 0 0 0 0 130 12.000 0.52 29.98 0 0 0| 0 60 0 0 140 7.750 0.40 28.55 0 0 0| 0 175 0 0 150 5.000 0.29 28.48 0 0 0| 0 175 0 0 160 1.750 0.12 26.52 0 0 0| 0 60 0 0 180 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 31.41 Underlying Price 137.200 Time to expiry: 358 Days Dec 10 74.250 0.98 51.57 0 0 0| 0 0 0 0 64 66.250 0.97 45.71 0 0 0| 0 0 0 0 72 58.750 0.95 43.28 0 0 0| 0 0 0 0 80 51.500 0.93 41.25 0 0 0| 0 0 0 0 88 44.250 0.90 38.05 0 0 0| 0 0 0 0 96 40.500 0.89 35.80 0 0 0| 0 0 0 0 100 25.500 0.73 33.17 0 0 0| 0 10 0 0 120 19.500 0.63 32.33 0 0 0| 0 0 0 0 130 14.250 0.53 31.01 0 0 0| 0 198 0 0 140 10.000 0.43 30.01 0 0 0| 0 0 0 0 150 7.250 0.33 29.52 0 0 0| 0 4,258 0 0 160 3.500 0.19 29.30 0 0 0| 0 21 0 0 180 1.750 0.11 29.57 0 0 0| 0 64 0 0 200 1.000 0.07 30.33 0 0 0| 0 4 0 0 220 0.750 0.04 31.50 0 0 0| 0 4 0 0 240 Total 0 0 0| 0 4,559 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 67 Calls | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 31.28 Underlying Price 137.200 Time to expiry: 540 Days Jun 11 45.250 0.88 37.13 0 0 0| 0 0 0 0 96 42.250 0.85 36.86 0 0 0| 0 0 0 0 100 27.750 0.71 33.41 0 0 0| 0 0 0 0 120 17.000 0.54 30.91 0 0 0| 0 0 0 0 140 9.500 0.37 28.70 0 0 0| 0 0 0 0 160 5.000 0.23 27.32 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.82 Underlying Price 137.200 Time to expiry: 722 Days Dec 11 74.750 0.97 50.58 0 0 0| 0 0 0 0 64 67.500 0.95 48.31 0 0 0| 0 0 0 0 72 60.500 0.92 45.94 0 0 0| 0 0 0 0 80 52.250 0.92 38.00 0 0 0| 0 0 0 0 88 45.500 0.88 36.28 0 0 0| 0 191 0 0 96 42.500 0.85 35.66 0 0 0| 0 0 0 0 100 28.500 0.71 32.43 0 0 0| 0 0 0 0 120 17.750 0.54 29.36 0 0 0| 0 0 0 0 140 10.000 0.38 27.18 0 0 0| 0 0 0 0 160 5.000 0.23 25.00 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 191 0 0 Indicative a-t-m Vol 29.82 Underlying Price 137.200 Time to expiry: 1093 Days Dec 12 30.000 0.70 32.43 0 0 0| 0 0 0 0 120 19.500 0.55 29.36 0 0 0| 0 0 0 0 140 12.250 0.41 27.18 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Total Calls 0 0 2| 15 27,494 +7 0 | Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 68 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | BT Group plc - STND OPT (BTG) Indicative a-t-m Vol 20.56 Underlying Price 137.200 Time to expiry: 22 Days Jan 10 0.250 -0.04 51.95 0 0 0| 0 0 0 0 110 0.500 -0.07 38.40 0 0 0| 0 6 0 0 120 0.500 -0.12 19.01 0 0 0| 0 13 0 0 130 1.750 -0.37 20.66 0 0 0| 27 200 +20 0 135 4.500 -0.64 20.40 0 0 0| 0 362 0 0 140 8.250 -0.87 19.36 0 0 0| 0 85 0 0 145 12.750 -0.97 19.06 0 0 0| 0 0 0 0 150 18.000 -0.94 30.97 0 0 0| 0 0 0 0 155 23.250 -0.92 42.95 0 0 0| 0 0 0 0 160 35.000 -0.83 81.46 0 0 0| 0 0 0 0 170 Total 0 0 0| 27 666 +20 0 Indicative a-t-m Vol 25.79 Underlying Price 137.200 Time to expiry: 57 Days Feb 10 0.250 -0.04 34.31 0 0 0| 0 0 0 0 110 1.000 -0.11 28.98 0 0 0| 20 20 +20 0 120 2.750 -0.29 27.02 0 0 0| 0 50 0 0 130 5.000 4.500 -0.41 26.05 5.000 5.000 0 0 5| 0 0 0 0 135 7.000 -0.56 25.40 0 0 0| 4 104 +4 0 140 10.500 -0.68 26.17 0 0 0| 0 115 0 0 145 14.500 -0.78 27.58 0 0 0| 2 0 -2 0 150 19.000 -0.85 28.49 0 0 0| 0 50 0 0 155 23.250 -0.93 25.99 0 0 0| 0 0 0 0 160 35.250 -0.82 52.55 0 0 0| 0 0 0 0 170 Total 0 0 5| 26 339 +22 0 Indicative a-t-m Vol 28.15 Underlying Price 137.200 Time to expiry: 85 Days Mar 10 CAB 0.00 64.00 0 0 0| 0 0 0 0 64 CAB -0.01 61.00 0 0 0| 0 0 0 0 68 CAB -0.01 58.00 0 0 0| 0 10 0 0 72 CAB -0.01 55.00 0 0 0| 0 0 0 0 76 CAB 0.00 30.00 0 0 0| 0 152 0 0 80 0.250 -0.01 49.00 0 0 0| 0 25 0 0 84 0.250 -0.02 46.00 0 0 0| 0 24 0 0 88 0.250 -0.02 43.00 0 0 0| 0 4 0 0 92 0.250 -0.03 41.08 0 0 0| 0 50 0 0 96 0.500 -0.04 38.88 0 0 0| 0 5 0 0 100 0.750 -0.07 33.15 0 0 0| 0 305 0 0 110 2.000 -0.17 31.43 0 0 0| 0 235 0 0 120 4.250 -0.32 28.50 0 0 0| 0 2,683 0 0 130 6.250 -0.42 28.53 0 0 0| 0 0 0 0 135 8.750 -0.53 27.58 0 0 0| 5 10,239 +5 0 140 11.750 -0.64 27.08 0 0 0| 0 0 0 0 145 15.250 -0.73 26.59 0 0 0| 0 9 0 0 150 19.500 -0.80 27.51 0 0 0| 0 0 0 0 155 24.250 -0.84 29.50 0 0 0| 0 9 0 0 160 45.000 43.000 -0.96 31.43 45.000 45.000 0 0 8| 2 6 +2 0 180 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 69 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total 0 0 8| 7 13,756 +7 0 Indicative a-t-m Vol 29.36 Underlying Price 137.200 Time to expiry: 176 Days Jun 10 CAB 0.00 42.75 0 0 0| 0 0 0 0 64 0.250 -0.01 43.78 0 0 0| 0 0 0 0 72 0.500 -0.02 42.89 0 0 0| 0 250 0 0 80 0.750 -0.04 41.02 0 0 0| 0 351 0 0 88 1.250 -0.07 38.70 0 0 0| 0 53 0 0 96 1.500 -0.09 37.49 0 0 0| 0 219 0 0 100 2.750 -0.15 34.62 0 0 0| 0 110 0 0 110 4.500 -0.23 31.76 0 0 0| 0 541 0 0 120 7.750 -0.35 30.19 0 0 0| 0 149 0 0 130 12.250 -0.49 29.00 0 0 0| 0 51 0 0 140 18.500 -0.63 28.43 0 0 0| 0 4 0 0 150 25.750 -0.76 27.08 0 0 0| 0 23 0 0 160 43.250 -0.93 25.96 0 0 0| 0 7 0 0 180 63.250 -0.94 33.56 0 0 0| 0 2 0 0 200 83.250 -0.95 39.99 0 0 0| 0 4 0 0 220 103.000 -0.97 41.63 0 0 0| 0 30 0 0 240 Total 0 0 0| 0 1,794 0 0 Indicative a-t-m Vol 28.25 Underlying Price 137.200 Time to expiry: 267 Days Sep 10 3.250 -0.13 35.18 0 0 0| 0 12 0 0 100 7.500 -0.30 30.47 0 0 0| 0 20 0 0 120 11.000 -0.41 28.22 0 0 0| 10 70 +10 0 130 16.750 -0.53 28.25 0 0 0| 0 25 0 0 140 22.500 -0.66 25.93 0 0 0| 0 110 0 0 150 29.750 -0.79 23.96 0 0 0| 0 12 0 0 160 46.750 -0.97 18.52 0 0 0| 0 2 0 0 180 Total 0 0 0| 10 251 +10 0 Indicative a-t-m Vol 29.69 Underlying Price 137.200 Time to expiry: 358 Days Dec 10 1.000 -0.03 46.64 0 0 0| 0 0 0 0 64 1.250 -0.05 42.95 0 0 0| 0 0 0 0 72 1.750 -0.07 40.02 0 0 0| 0 0 0 0 80 2.500 -0.09 37.27 0 0 0| 0 6 0 0 88 3.750 -0.13 35.89 0 0 0| 0 0 0 0 96 4.500 -0.16 35.35 0 0 0| 0 4 0 0 100 9.750 -0.31 31.53 0 0 0| 0 124 0 0 120 14.000 -0.41 30.42 0 0 0| 0 0 0 0 130 19.000 -0.51 29.38 0 0 0| 0 78 0 0 140 25.250 -0.61 28.45 0 0 0| 0 0 0 0 150 32.250 -0.70 27.70 0 0 0| 0 6,116 0 0 160 49.500 -0.82 28.49 0 0 0| 0 30 0 0 180 67.250 -0.93 26.58 0 0 0| 0 55 0 0 200 86.500 -0.97 25.90 0 0 0| 0 2,500 0 0 220 106.250 -0.99 25.96 0 0 0| 0 20 0 0 240 Total 0 0 0| 0 8,933 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 70 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Indicative a-t-m Vol 30.80 Underlying Price 137.200 Time to expiry: 540 Days Jun 11 6.750 -0.17 36.80 0 0 0| 0 0 0 0 96 7.500 -0.19 35.74 0 0 0| 0 0 0 0 100 14.000 -0.33 32.81 0 0 0| 0 0 0 0 120 23.500 -0.49 30.45 0 0 0| 0 0 0 0 140 36.000 -0.65 28.30 0 0 0| 0 0 0 0 160 51.000 -0.80 25.74 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.93 Underlying Price 137.200 Time to expiry: 722 Days Dec 11 3.500 -0.08 44.84 0 0 0| 0 0 0 0 64 3.750 -0.09 39.77 0 0 0| 0 0 0 0 72 5.250 -0.12 37.95 0 0 0| 0 0 0 0 80 6.750 -0.16 36.50 0 0 0| 0 0 0 0 88 8.750 -0.20 35.24 0 0 0| 0 0 0 0 96 10.000 -0.22 34.57 0 0 0| 0 0 0 0 100 17.250 -0.35 31.83 0 0 0| 0 0 0 0 120 27.000 -0.49 29.60 0 0 0| 0 0 0 0 140 39.250 -0.64 27.38 0 0 0| 0 0 0 0 160 53.500 -0.79 24.43 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 29.93 Underlying Price 137.200 Time to expiry: 1093 Days Dec 12 22.750 -0.37 31.83 0 0 0| 0 0 0 0 120 32.750 -0.49 29.60 0 0 0| 0 0 0 0 140 44.500 -0.62 27.38 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Total Puts 0 0 13| 70 25,739 +59 0 Grand Total 0 0 15| 85 53,233 +66 0 ABB Ltd (ABQ) Indicative a-t-m Vol 0.00 Underlying Price 19.670 Time to expiry: 85 Days 19 Mar 10 0.096 -0.06 37.83 N/A 0 0| 0 6,000 0 0 150 0.352 -0.20 31.19 N/A 0 0| 0 3,900 0 0 175 TotalN/A 0 0| 0 9,900 0 0 Indicative a-t-m Vol 0.00 Underlying Price 19.670 Time to expiry: 361 Days 20 Dec 10 6.421 -0.71 33.61 N/A 0 0| 0 1,000 0 0 252 11.059 -0.83 37.76 N/A 0 0| 0 460 0 0 303 TotalN/A 0 0| 0 1,460 0 0 Total PutsN/A 0 0| 0 11,360 0 0 Grand TotalN/A 0 15| 85 90,493 +66 0 Acerinox SA (QFX) Indicative a-t-m Vol 0.00 Underlying Price 14.3950 Time to expiry: 85 Days 19 Mar 10 0.7363 -0.42 31.35 N/A 0 0| 0 12,500 0 0 1400 1.1432 -0.62 25.20 N/A 0 0| 0 20,000 0 0 1500 TotalN/A 0 0| 0 32,500 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 71 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total PutsN/A 0 0| 0 32,500 0 0 Grand TotalN/A 0 15| 85 155,493 +66 0 Actelion Ltd - Amer Phys FLEX Opt (YKQ) Indicative a-t-m Vol 0.00 Underlying Price 57.050 Time to expiry: 358 Days 17 Dec 10 0.470 -0.03 51.58 N/A 0 0| 0 260 0 0 250 TotalN/A 0 0| 0 260 0 0 Total PutsN/A 0 0| 0 260 0 0 Grand TotalN/A 0 15| 85 161,643 +66 0 Adecco SA (QVQ) Grand TotalN/A 0 15| 85 161,903 +66 0 Air Liquide (AIQ) Indicative a-t-m Vol 0.00 Underlying Price 83.5700 Time to expiry: 85 Days 19 Mar 10 0.5200 -0.08 32.44 N/A 0 0| 0 1,800 0 0 6800 TotalN/A 0 0| 0 1,800 0 0 Total PutsN/A 0 0| 0 1,800 0 0 Grand TotalN/A 0 15| 85 168,483 +66 0 Akzo Nobel NV (AKQ) Indicative a-t-m Vol 0.00 Underlying Price 2.2710 Time to expiry: 449 Days 18 Mar 11 0.6445 -0.47 51.17 N/A 0 0| 0 71,500 0 0 241 TotalN/A 0 0| 0 71,500 0 0 Total PutsN/A 0 0| 0 71,500 0 0 Grand TotalN/A 0 15| 85 173,483 +66 0 Alcatel-Lucent SA - Amer Phys FLEX Opt (CGQ) Grand TotalN/A 0 15| 85 244,983 +66 0 Allianz AG (ALX) Indicative a-t-m Vol 0.00 Underlying Price 87.5800 Time to expiry: 43 Days 5 Feb 10 0.0212 -0.01 37.36 N/A 0 0| 0 140 0 0 6378 TotalN/A 0 0| 0 140 0 0 Indicative a-t-m Vol 0.00 Underlying Price 87.5800 Time to expiry: 176 Days 18 Jun 10 2.4782 -0.19 35.80 N/A 0 0| 0 500 0 0 7000 5.4046 -0.36 32.82 N/A 0 0| 0 500 0 0 8000 6.2031 -0.40 32.02 N/A 0 0| 0 1,000 0 0 8200 TotalN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 87.5800 Time to expiry: 358 Days 17 Dec 10 1.1962 -0.07 41.30 N/A 0 0| 0 100 0 0 5000 8.5550 -0.37 33.61 N/A 0 0| 0 1,000 0 0 8000 9.8775 -0.42 31.78 N/A 0 0| 0 750 0 0 8400 10.8914 -0.45 31.34 N/A 0 0| 0 1,000 0 0 8600 27.8115 -0.78 27.38 N/A 0 0| 0 2,000 0 0 11100 35.7452 -0.85 27.37 N/A 0 0| 0 1,000 0 0 12000 54.5286 -0.94 26.89 N/A 0 0| 0 500 0 0 14000 55.7754 -0.95 26.79 N/A 0 0| 0 35 0 0 14130 74.0206 -0.97 26.71 N/A 0 0| 0 500 0 0 16000 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 72 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | TotalN/A 0 0| 0 6,885 0 0 Indicative a-t-m Vol 0.00 Underlying Price 87.5800 Time to expiry: 722 Days 16 Dec 11 15.7263 -0.43 32.77 N/A 0 0| 0 2,500 0 0 8500 40.7588 -0.77 29.26 N/A 0 0| 0 1,500 0 0 12000 74.8874 -0.93 27.90 N/A 0 0| 0 1,250 0 0 16000 TotalN/A 0 0| 0 5,250 0 0 Total PutsN/A 0 0| 0 14,275 0 0 Grand TotalN/A 0 15| 85 267,008 +66 0 Anglo American plc - Euro Phys FLEX Opt (AHV) Indicative a-t-m Vol 0.00 Underlying Price 2695.000 Time to expiry: 358 Days 17 Dec 10 126.400 -0.16 46.19 N/A 0 0| 0 250 0 0 1900 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 0 15| 85 267,508 +66 0 Antofagasta plc - Amer Phys FLEX Opt (KFQ) Indicative a-t-m Vol 0.00 Underlying Price 31.3050 Time to expiry: 85 Days 19 Mar 10 0.6606 -0.17 44.30 N/A 0 0| 0 2,000 0 0 2600 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 0 15| 85 268,453 +66 0 Arcelor Mittal (LOQ) Indicative a-t-m Vol 0.00 Underlying Price 31.3050 Time to expiry: 85 Days 19 Mar 10 1.7478 -0.38 39.25 N/A 0 0| 0 2,000 0 0 3000 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 0 15| 85 272,453 +66 0 ASML Holding NV (FDQ) Grand TotalN/A 0 15| 85 282,453 +66 0 Assicurazioni Generali SpA (GXX) Indicative a-t-m Vol 0.00 Underlying Price 18.5000 Time to expiry: 358 Days 17 Dec 10 1.1309 -0.27 31.41 N/A 0 0| 0 150 0 0 1600 TotalN/A 0 0| 0 150 0 0 Total PutsN/A 0 0| 0 150 0 0 Grand TotalN/A 0 15| 85 282,753 +66 0 AstraZeneca plc (AZX) Grand TotalN/A 0 15| 85 284,453 +66 0 AstraZeneca Plc (AZQ) Grand TotalN/A 0 15| 85 285,053 +66 0 AstraZeneca plc (AZX) Grand TotalN/A 0 15| 85 285,553 +66 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 2909.500 Time to expiry: 358 Days 17 Dec 10 38.140 -0.09 28.50 N/A 0 0| 0 250 0 0 2000 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 73 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 0 15| 85 285,803 +66 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 2909.500 Time to expiry: 358 Days 17 Dec 10 67.100 -0.15 26.86 N/A 0 0| 0 500 0 0 2200 TotalN/A 0 0| 0 500 0 0 Total PutsN/A 0 0| 0 500 0 0 Grand TotalN/A 0 15| 85 286,053 +66 0 AstraZeneca Plc (AZQ) Indicative a-t-m Vol 0.00 Underlying Price 2909.500 Time to expiry: 358 Days 17 Dec 10 107.900 -0.23 25.22 N/A 0 0| 0 250 0 0 2400 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 0 15| 85 286,553 +66 0 AstraZeneca plc (AZX) Indicative a-t-m Vol 0.00 Underlying Price 2909.500 Time to expiry: 358 Days 17 Dec 10 256.800 -0.46 22.97 N/A 0 0| 0 750 0 0 2800 TotalN/A 0 0| 0 750 0 0 Total PutsN/A 0 0| 0 750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 2909.500 Time to expiry: 722 Days 16 Dec 11 312.720 -0.40 24.96 N/A 0 0| 0 250 0 0 2600 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 250 0 0 Grand TotalN/A 0 15| 85 287,553 +66 0 AstraZeneca Plc (AZQ) Grand TotalN/A 0 15| 85 287,803 +66 0 Aviva Plc (AVQ) Grand TotalN/A 0 15| 85 289,603 +66 0 AXA SA (CJQ) Indicative a-t-m Vol 0.00 Underlying Price 16.6400 Time to expiry: 358 Days 17 Dec 10 3.1700 -0.50 38.21 N/A 0 0| 0 2,500 0 0 1759 4.3758 -0.61 36.83 N/A 0 0| 0 2,500 0 0 1954 6.7335 -0.78 35.83 N/A 0 0| 0 2,500 0 0 2247 TotalN/A 0 0| 0 7,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 16.6400 Time to expiry: 540 Days 17 Jun 11 1.6570 -0.24 45.29 N/A 0 0| 0 5,000 0 0 1270 TotalN/A 0 0| 0 5,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 16.6400 Time to expiry: 722 Days 16 Dec 11 2.9524 -0.36 38.59 N/A 0 0| 0 40,000 0 0 1563 14.9878 -0.83 38.00 N/A 0 0| 0 20,000 0 0 3127 TotalN/A 0 0| 0 60,000 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 74 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Total PutsN/A 0 0| 0 72,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 350.000 Time to expiry: 85 Days 19 Mar 10 1.490 -0.07 27.74 N/A 0 0| 0 2,800 0 0 290 TotalN/A 0 0| 0 2,800 0 0 Total PutsN/A 0 0| 0 2,800 0 0 Grand TotalN/A 0 15| 85 373,603 +66 0 BAE Systems Plc (BAQ) Grand TotalN/A 0 15| 85 376,403 +66 0 Banco Bilbao Vizcaya Argentaria SA (BDQ) Indicative a-t-m Vol 0.00 Underlying Price 12.8500 Time to expiry: 85 Days 19 Mar 10 0.8737 -0.50 30.29 N/A 0 0| 0 2,000 0 0 1300 TotalN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 12.8500 Time to expiry: 358 Days 17 Dec 10 1.9991 -0.48 30.70 N/A 0 0| 0 20,000 0 0 1350 TotalN/A 0 0| 0 20,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 12.8500 Time to expiry: 449 Days 18 Mar 11 1.9673 -0.43 32.75 N/A 0 0| 0 2,500 0 0 1300 TotalN/A 0 0| 0 2,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 12.8500 Time to expiry: 722 Days 16 Dec 11 1.8765 -0.37 32.42 N/A 0 0| 0 20,000 0 0 1200 TotalN/A 0 0| 0 20,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 12.8500 Time to expiry: 1002 Days 21 Sep 12 3.7716 -0.51 28.26 N/A 0 0| 0 50,600 0 0 1500 4.0849 -0.53 27.60 N/A 0 0| 0 19,530 0 0 1550 TotalN/A 0 0| 0 70,130 0 0 Total PutsN/A 0 0| 0 114,630 0 0 Grand TotalN/A 0 15| 85 493,033 +66 0 Banco Santander SA - Euro Phys FLEX OPT (SJX) Indicative a-t-m Vol 0.00 Underlying Price 11.5500 Time to expiry: 358 Days 17 Dec 10 1.3939 -0.43 31.83 N/A 0 0| 0 2,500 0 0 1119 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 15| 85 498,033 +66 0 Barclays plc (BBX) Grand TotalN/A 0 15| 85 535,833 +366 0 Barclays Plc (BBQ) Grand TotalN/A 0 15| 85 546,033 +366 0 Barclays plc (BBX) Grand TotalN/A 0 15| 85 552,533 +366 0 Barclays Plc (BBQ) Grand TotalN/A 0 15| 85 555,933 +366 0 Barclays plc (BBX) Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 75 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand TotalN/A 0 15| 85 577,333 +766 0 Barclays Plc (BBQ) Grand TotalN/A 0 15| 85 582,333 +766 0 Barclays plc (BBX) Grand TotalN/A 0 15| 85 588,333 +766 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 276.000 Time to expiry: 22 Days 15 Jan 10 3.900 -0.19 50.39 N/A 0 0| 0 2,000 0 0 250 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 276.000 Time to expiry: 57 Days 19 Feb 10 123.530 -1.00 34.34 N/A 0 0| 0 22,500 0 0 400 TotalN/A 0 0| 0 22,500 0 0 Total PutsN/A 0 0| 0 22,500 0 0 Grand TotalN/A 0 15| 85 592,583 +766 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 276.000 Time to expiry: 85 Days 19 Mar 10 78.840 -0.86 41.96 N/A 0 0| 0 2,000 0 0 350 TotalN/A 0 0| 0 2,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 276.000 Time to expiry: 176 Days 18 Jun 10 95.130 -0.77 43.95 N/A 0 0| 0 4,500 0 0 360 TotalN/A 0 0| 0 4,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 276.000 Time to expiry: 267 Days 17 Sep 10 60.870 -0.50 48.58 N/A 0 0| 0 20,400 +400 0 300 TotalN/A 0 0| 0 20,400 +400 0 Total PutsN/A 0 0| 0 26,900 +400 0 Indicative a-t-m Vol 0.00 Underlying Price 276.000 Time to expiry: 267 Days 17 Sep 10 61.010 -0.51 48.58 N/A 0 0| 0 3,400 0 0 300 TotalN/A 0 0| 0 3,400 0 0 Total PutsN/A 0 0| 0 3,400 0 0 Grand TotalN/A 0 15| 85 641,983 +1,166 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 276.000 Time to expiry: 358 Days 17 Dec 10 76.180 -0.51 48.94 N/A 0 0| 0 1,000 0 0 312 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 15| 85 645,383 +1,166 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 276.000 Time to expiry: 358 Days 17 Dec 10 102.770 -0.61 47.18 N/A 0 0| 0 3,000 0 0 351 109.420 -0.64 46.91 N/A 0 0| 0 6,000 0 0 360 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 76 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | TotalN/A 0 0| 0 9,000 0 0 Total PutsN/A 0 0| 0 9,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 276.000 Time to expiry: 358 Days 17 Dec 10 149.450 -0.75 46.13 N/A 0 0| 0 2,000 0 0 409 TotalN/A 0 0| 0 2,000 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Grand TotalN/A 0 15| 85 655,383 +1,166 0 Barclays Plc (BBQ) Indicative a-t-m Vol 0.00 Underlying Price 276.000 Time to expiry: 358 Days 17 Dec 10 219.590 -0.86 45.98 N/A 0 0| 0 250 0 0 487 TotalN/A 0 0| 0 250 0 0 Indicative a-t-m Vol 0.00 Underlying Price 276.000 Time to expiry: 722 Days 16 Dec 11 62.880 -0.37 43.94 N/A 0 0| 0 2,500 0 0 273 110.830 -0.57 40.61 N/A 0 0| 0 1,000 0 0 351 TotalN/A 0 0| 0 3,500 0 0 Total PutsN/A 0 0| 0 3,750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 276.000 Time to expiry: 722 Days 16 Dec 11 108.860 -0.55 40.61 N/A 0 0| 0 5,000 0 0 351 TotalN/A 0 0| 0 5,000 0 0 Total PutsN/A 0 0| 0 5,000 0 0 Grand TotalN/A 0 15| 85 661,133 +1,166 0 Barclays plc (BBX) Indicative a-t-m Vol 0.00 Underlying Price 276.000 Time to expiry: 722 Days 16 Dec 11 161.160 -0.67 40.48 N/A 0 0| 0 2,500 0 0 419 TotalN/A 0 0| 0 2,500 0 0 Total PutsN/A 0 0| 0 2,500 0 0 Grand TotalN/A 0 15| 85 668,633 +1,166 0 BASF SE (BJX) Indicative a-t-m Vol 0.00 Underlying Price 43.8700 Time to expiry: 176 Days 18 Jun 10 0.1120 -0.02 53.61 N/A 0 0| 0 500 0 0 2100 0.7388 -0.11 39.96 N/A 0 0| 0 3,000 0 0 3200 TotalN/A 0 0| 0 3,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 43.8700 Time to expiry: 358 Days 17 Dec 10 0.6439 -0.07 43.32 N/A 0 0| 0 1,200 0 0 2500 4.1265 -0.34 35.13 N/A 0 0| 0 1,000 0 0 4000 6.5534 -0.47 33.53 N/A 0 0| 0 1,000 0 0 4500 TotalN/A 0 0| 0 3,200 0 0 Indicative a-t-m Vol 0.00 Underlying Price 43.8700 Time to expiry: 722 Days 16 Dec 11 6.2224 -0.38 31.37 N/A 0 0| 0 3,000 0 0 4000 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 9,700 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 77 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand TotalN/A 0 15| 85 685,033 +1,166 0 BG Group Plc (BGQ) Grand TotalN/A 0 15| 85 686,401 +1,166 0 BHP Billiton Plc (BHQ) Indicative a-t-m Vol 0.00 Underlying Price 1970.000 Time to expiry: 22 Days 15 Jan 10 CAB 0.00 59.18 N/A 0 0| 0 300 0 0 19 TotalN/A 0 0| 0 300 0 0 Total PutsN/A 0 0| 0 300 0 0 Grand TotalN/A 0 15| 85 688,301 +1,166 0 BNP Paribas (BNU) Indicative a-t-m Vol 0.00 Underlying Price 55.5500 Time to expiry: 176 Days 18 Jun 10 7.8400 -0.56 36.09 N/A 0 0| 0 1,000 0 0 5831 TotalN/A 0 0| 0 1,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 55.5500 Time to expiry: 358 Days 17 Dec 10 0.9153 -0.06 49.75 N/A 0 0| 0 500 0 0 2916 12.3900 -0.58 35.55 N/A 0 0| 0 2,750 0 0 6220 TotalN/A 0 0| 0 3,250 0 0 Total PutsN/A 0 0| 0 4,250 0 0 Grand TotalN/A 0 15| 85 694,191 +1,166 0 Bouygues (EHQ) Grand TotalN/A 0 15| 85 695,191 +1,166 0 BP Plc (BPQ) Grand TotalN/A 0 15| 85 705,191 +1,166 0 BP plc (BPX) Grand TotalN/A 0 15| 85 712,641 +1,166 0 BP Plc (BPQ) Grand TotalN/A 0 15| 85 715,641 +1,166 0 BP plc (BPX) Grand TotalN/A 0 15| 85 717,841 +1,166 0 BP Plc (BPQ) Grand TotalN/A 0 15| 85 738,991 +1,166 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 608.500 Time to expiry: 176 Days 18 Jun 10 6.920 -0.12 27.53 N/A 0 0| 0 1,200 0 0 480 TotalN/A 0 0| 0 1,200 0 0 Indicative a-t-m Vol 0.00 Underlying Price 608.500 Time to expiry: 358 Days 17 Dec 10 0.200 0.00 31.81 N/A 0 0| 0 9,000 0 0 260 7.500 -0.08 30.29 N/A 0 0| 0 2,500 0 0 400 12.610 -0.13 28.74 N/A 0 0| 0 6,750 0 0 440 16.070 -0.17 27.87 N/A 0 0| 0 500 0 0 460 TotalN/A 0 0| 0 18,750 0 0 Total PutsN/A 0 0| 0 19,950 0 0 Indicative a-t-m Vol 0.00 Underlying Price 608.500 Time to expiry: 358 Days 17 Dec 10 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 78 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | 16.190 -0.17 27.87 N/A 0 0| 0 3,000 0 0 460 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 0 15| 85 761,941 +1,166 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 608.500 Time to expiry: 358 Days 17 Dec 10 19.830 -0.20 27.00 N/A 0 0| 0 1,200 0 0 480 TotalN/A 0 0| 0 1,200 0 0 Total PutsN/A 0 0| 0 1,200 0 0 Grand TotalN/A 0 15| 85 764,941 +1,166 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 608.500 Time to expiry: 358 Days 17 Dec 10 24.840 -0.24 26.25 N/A 0 0| 0 1,000 0 0 500 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 608.500 Time to expiry: 358 Days 17 Dec 10 25.040 -0.25 26.25 N/A 0 0| 0 3,000 0 0 500 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 0 15| 85 767,141 +1,166 0 BP Plc (BPQ) Indicative a-t-m Vol 0.00 Underlying Price 608.500 Time to expiry: 358 Days 17 Dec 10 30.820 -0.29 25.50 N/A 0 0| 0 8,600 0 0 520 41.180 -0.37 24.37 N/A 0 0| 0 3,000 0 0 550 54.560 -0.46 23.55 N/A 0 0| 0 1,500 0 0 580 95.570 -0.67 21.62 N/A 0 0| 0 3,000 0 0 650 TotalN/A 0 0| 0 16,100 0 0 Total PutsN/A 0 0| 0 16,100 0 0 Indicative a-t-m Vol 0.00 Underlying Price 608.500 Time to expiry: 358 Days 17 Dec 10 94.760 -0.67 21.62 N/A 0 0| 0 1,000 0 0 650 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 0 15| 85 786,241 +1,166 0 BP plc (BPX) Indicative a-t-m Vol 0.00 Underlying Price 608.500 Time to expiry: 358 Days 17 Dec 10 132.850 -0.79 20.91 N/A 0 0| 0 500 0 0 700 TotalN/A 0 0| 0 500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 608.500 Time to expiry: 722 Days 16 Dec 11 70.110 -0.42 24.73 N/A 0 0| 0 250 0 0 550 74.640 -0.44 24.44 N/A 0 0| 0 1,250 0 0 560 TotalN/A 0 0| 0 1,500 0 0 Total PutsN/A 0 0| 0 2,000 0 0 Equity Options 15:57 Business Day Thu 24 Dec 2009 Previous Business Day Wed 23 Dec 2009 Page 79 Puts | Block | Opening Settle Delta Vola- Daily Trade Bclear Total | Official **Open Change Exer- Exer Trans Price tility High Low Volume Volume*** Volume | Volume Int cises Price | Grand TotalN/A 0 15| 85 789,241 +1,166 0 British Airways Plc (BYQ) Grand TotalN/A 0 15| 85 789,491 +1,166 0