Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 29.41 Underlying Price 259.700 Time to expiry: 24 Days Sep 10 40.250 0.95 39.77 0 0 0| 0 0 0 0 220 31.000 0.90 38.15 0 0 0| 0 0 0 0 230 22.250 0.82 34.35 0 0 0| 0 0 0 0 240 14.500 0.69 32.40 0 0 0| 0 0 0 0 250 8.000 0.51 29.41 0 0 0| 0 0 0 0 260 4.000 0.32 28.70 0 0 0| 0 5 0 0 270 1.500 0.16 28.20 0 0 0| 0 5 0 0 280 0.750 0.08 29.48 0 0 0| 0 5 0 0 290 0.500 0.05 32.29 0 0 0| 0 10 0 0 300 0.250 0.04 36.79 0 0 0| 0 0 0 0 310 0.250 0.03 40.40 0 0 0| 0 59 0 0 320 0.250 0.01 45.08 0 0 0| 0 0 0 0 340 CAB 0.00 44.50 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 84 0 0 Indicative a-t-m Vol 31.11 Underlying Price 259.700 Time to expiry: 115 Days Dec 10 45.750 0.82 36.69 0 0 0| 0 0 0 0 220 30.000 0.70 33.11 0 0 0| 0 0 0 0 240 18.000 0.54 31.11 0 0 0| 0 0 0 0 260 10.250 0.37 30.72 0 0 0| 0 12 0 0 280 5.000 0.22 29.64 0 0 0| 0 21 0 0 300 2.000 0.11 28.32 0 0 0| 0 41 0 0 320 CAB 0.01 23.20 0 0 0| 0 50 0 0 360 Total 0 0 0| 0 124 0 0 Indicative a-t-m Vol 32.73 Underlying Price 259.700 Time to expiry: 206 Days Mar 11 50.500 0.77 36.53 0 0 0| 0 2 0 0 220 37.000 0.67 34.59 0 0 0| 0 0 0 0 240 25.250 0.55 32.73 0 0 0| 0 0 0 0 260 16.000 0.42 30.84 0 0 0| 0 0 0 0 280 10.750 0.31 31.36 0 0 0| 0 0 0 0 300 6.750 0.22 30.77 0 0 0| 0 0 0 0 320 2.250 0.09 30.28 0 0 0| 0 72 0 0 360 Total 0 0 0| 0 74 0 0 Total Calls 0 0 0| 0 282 0 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 30.58 Underlying Price 259.700 Time to expiry: 24 Days Sep 10 0.750 -0.06 42.07 0 0 0| 0 20 0 0 220 1.000 -0.08 34.39 0 0 0| 0 8 0 0 230 2.000 -0.16 32.50 0 0 0| 0 120 0 0 240 4.750 -0.31 32.80 0 0 0| 0 10 0 0 250 8.500 -0.49 30.58 0 0 0| 0 99 0 0 260 13.750 -0.69 27.92 0 0 0| 0 75 0 0 270 19.000 21.750 -0.83 28.54 19.000 S 19.000 S 0 0 2| 0 7 0 0 280 31.000 -0.92 30.08 0 0 0| 0 4 0 0 290 40.500 -0.98 26.80 0 0 0| 0 20 0 0 300 50.250 -0.98 31.80 0 0 0| 0 0 0 0 310 60.250 -0.99 36.62 0 0 0| 0 0 0 0 320 80.500 -0.99 45.76 0 0 0| 0 0 0 0 340 100.500 -0.98 59.05 0 0 0| 0 0 0 0 360 Total 0 0 2| 0 363 0 0 Indicative a-t-m Vol 31.89 Underlying Price 259.700 Time to expiry: 115 Days Dec 10 6.000 -0.19 37.04 0 0 0| 0 0 0 0 220 11.000 -0.31 34.39 0 0 0| 0 122 0 0 240 15.000 19.000 -0.47 31.89 18.000 15.000 S 0 0 5| 10 41 0 0 260 29.500 -0.66 28.26 0 0 0| 0 50 0 0 280 46.000 -0.78 30.42 0 0 0| 0 5 0 0 300 63.000 -0.88 29.61 0 0 0| 0 0 0 0 320 101.500 -0.95 33.58 0 0 0| 0 0 0 0 360 Total 0 0 5| 10 218 0 0 Indicative a-t-m Vol 32.84 Underlying Price 259.700 Time to expiry: 206 Days Mar 11 11.250 -0.23 37.17 0 0 0| 0 0 0 0 220 16.250 -0.33 33.23 0 0 0| 0 75 0 0 240 25.750 -0.45 32.84 0 0 0| 0 5 0 0 260 37.250 -0.58 32.14 0 0 0| 0 0 0 0 280 51.250 -0.69 31.73 0 0 0| 0 0 0 0 300 67.250 -0.78 31.50 0 0 0| 0 0 0 0 320 101.750 -0.94 27.51 0 0 0| 0 0 0 0 360 Total 0 0 0| 0 80 0 0 Total Puts 0 0 7| 10 661 0 0 Grand Total 0 5,400 5,407| 10 6,343 0 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 1900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -16 0 2300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -17 0 2400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -183 0 2500 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -108 0 2600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -380 0 2700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -115 0 2800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -48 0 3000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -10 0 3200 TotalN/A N/A N/A | N/A N/A -877 0 Indicative a-t-m Vol 37.22 Underlying Price 2320.000 Time to expiry: 24 Days Sep 10 721.500 0.99 58.79 0 0 0| 0 0 0 0 1600 522.000 0.99 45.45 0 0 0| 0 0 0 0 1800 428.500 0.94 50.41 0 0 0| 0 0 0 0 1900 334.500 0.90 46.35 0 0 0| 0 0 0 0 2000 167.500 0.71 40.15 0 0 0| 3 24 +3 0 2200 102.000 0.56 37.61 0 0 0| 6 37 -6 0 2300 51.500 54.000 0.38 35.62 51.500 51.500 0 0 2| 12 387 +5 0 2400 26.500 25.000 0.22 34.42 26.500 S 26.500 S 0 0 1| 10 380 +2 0 2500 10.500 0.11 34.16 0 0 0| 3 1,413 0 0 2600 5.000 4.500 0.05 34.30 5.000 S 5.000 S 0 0 1| 1 26 +1 0 2700 3.500 0.04 39.42 0 0 0| 4 1,543 +4 0 2800 1.000 0.01 43.16 0 0 0| 0 113 0 0 3000 1.000 0.01 52.05 0 0 0| 0 304 0 0 3200 1.000 0.01 67.17 0 0 0| 0 27 0 0 3600 Total 0 0 4| 39 4,254 +9 0 Indicative a-t-m Vol 38.12 Underlying Price 2320.000 Time to expiry: 52 Days Oct 10 448.500 0.88 47.92 0 0 0| 0 0 0 0 1900 351.500 361.500 0.83 45.19 351.500 351.500 0 0 3| 0 12 0 0 2000 208.000 0.67 40.27 0 0 0| 0 7 0 0 2200 153.500 146.500 0.56 38.44 153.500 S 153.500 S 0 0 1| 4 1 -2 0 2300 96.500 97.000 0.44 36.83 96.500 S 96.500 S 0 0 1| 1 6 0 0 2400 58.500 60.000 0.32 35.45 58.500 58.500 0 0 1| 0 14 0 0 2500 33.500 33.000 0.21 33.71 33.500 S 33.500 S 0 0 2| 0 54 0 0 2600 16.500 16.500 0.12 32.34 16.500 S 16.500 S 0 0 1| 2 14 +1 0 2700 8.500 0.07 31.93 0 0 0| 0 11 0 0 2800 2.000 0.02 32.02 0 0 0| 0 0 0 0 3000 Total 0 0 9| 7 119 -1 0 Indicative a-t-m Vol 38.52 Underlying Price 2320.000 Time to expiry: 87 Days Nov 10 472.000 0.84 46.08 0 0 0| 0 0 0 0 1900 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 391.000 0.79 44.10 0 0 0| 0 0 0 0 2000 247.000 0.65 40.29 0 0 0| 0 0 0 0 2200 187.500 0.56 38.77 0 0 0| 0 0 0 0 2300 137.500 0.47 37.53 0 0 0| 0 0 0 0 2400 93.500 97.500 0.37 36.35 93.500 S 93.500 S 0 0 4| 0 0 0 0 2500 65.500 0.29 35.07 0 0 0| 0 0 0 0 2600 27.000 27.500 0.15 33.65 27.000 26.000 0 0 8| 0 0 0 0 2800 Total 0 0 12| 0 0 0 0 Indicative a-t-m Vol 38.79 Underlying Price 2320.000 Time to expiry: 115 Days Dec 10 1442.000 1.00 51.76 0 0 0| 0 0 0 0 880 1362.500 1.00 55.04 0 0 0| 0 0 0 0 960 1323.000 1.00 56.07 0 0 0| 0 0 0 0 1000 1127.000 0.99 57.81 0 0 0| 0 0 0 0 1200 933.500 0.97 53.80 0 0 0| 0 0 0 0 1400 750.000 0.92 51.72 0 0 0| 0 51 0 0 1600 572.500 0.86 47.20 0 0 0| 0 16 0 0 1800 491.000 0.82 45.80 0 0 0| 0 507 0 0 1900 412.000 0.77 43.91 0 0 0| 0 1,290 0 0 2000 273.500 0.64 40.44 0 0 0| 0 23 0 0 2200 164.500 0.48 37.69 0 0 0| 0 766 0 0 2400 90.000 0.33 35.82 0 0 0| 3 948 -3 0 2600 42.500 43.000 0.19 34.03 47.000 42.500 S 0 0 7| 4 896 0 0 2800 20.500 0.11 33.58 0 0 0| 0 1,705 0 0 3000 9.000 0.05 33.06 0 0 0| 0 163 0 0 3200 3.500 0.02 36.54 0 0 0| 0 95 0 0 3600 Total 0 0 7| 7 6,460 -3 0 Indicative a-t-m Vol 38.38 Underlying Price 2320.000 Time to expiry: 206 Days Mar 11 605.500 0.83 44.06 0 0 0| 0 14 0 0 1800 456.000 0.74 41.43 0 0 0| 0 15 0 0 2000 328.500 0.63 39.36 0 0 0| 0 8 0 0 2200 226.500 0.51 37.74 0 0 0| 0 37 0 0 2400 147.500 0.39 36.29 0 0 0| 0 277 0 0 2600 95.000 90.000 0.28 34.80 95.000 95.000 0 0 5| 0 169 0 0 2800 52.500 0.19 33.70 0 0 0| 0 48 0 0 3000 29.500 0.12 32.91 0 0 0| 0 48 0 0 3200 9.000 0.04 32.27 0 0 0| 0 15 0 0 3600 Total 0 0 5| 0 631 0 0 Indicative a-t-m Vol 37.92 Underlying Price 2320.000 Time to expiry: 297 Days Jun 11 962.500 0.93 48.48 0 0 0| 0 66 0 0 1400 793.000 0.87 45.91 0 0 0| 0 3 0 0 1600 634.500 0.81 43.23 0 0 0| 0 11 0 0 1800 496.000 0.72 41.36 0 0 0| 0 0 0 0 2000 371.000 0.63 38.88 0 0 0| 0 0 0 0 2200 270.000 0.53 37.29 0 0 0| 0 1 0 0 2400 192.500 0.42 36.28 0 0 0| 0 7 0 0 2600 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 131.500 0.33 35.10 0 0 0| 0 2 0 0 2800 88.000 0.24 34.17 0 0 0| 0 22 0 0 3000 56.000 58.000 0.18 33.54 56.000 56.000 0 0 1| 0 42 0 0 3200 Total 0 0 1| 0 154 0 0 Indicative a-t-m Vol 44.21 Underlying Price 2320.000 Time to expiry: 479 Days Dec 11 1466.000 0.97 63.58 0 0 0| 0 0 0 0 880 1396.500 0.96 63.10 0 0 0| 0 0 0 0 960 1362.500 0.95 62.58 0 0 0| 0 0 0 0 1000 1193.000 0.92 58.89 0 0 0| 0 0 0 0 1200 1027.500 0.88 54.59 0 0 0| 0 0 0 0 1400 879.500 0.83 52.04 0 0 0| 0 0 0 0 1600 739.500 0.77 49.13 0 0 0| 0 0 0 0 1800 619.500 0.71 47.41 0 0 0| 0 0 0 0 2000 410.000 0.57 43.41 0 0 0| 0 250 0 0 2400 245.000 0.42 39.37 0 0 0| 0 500 0 0 2800 146.000 0.29 37.74 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 750 0 0 Indicative a-t-m Vol 44.40 Underlying Price 2320.000 Time to expiry: 661 Days Jun 12 698.500 0.71 49.17 0 0 0| 0 0 0 0 2000 473.500 0.59 43.21 0 0 0| 0 0 0 0 2400 312.500 0.46 40.00 0 0 0| 0 0 0 0 2800 208.000 0.35 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 43.88 Underlying Price 2320.000 Time to expiry: 850 Days Dec 12 737.500 0.71 47.42 0 0 0| 0 750 0 0 2000 531.500 0.60 43.00 0 0 0| 0 0 0 0 2400 447.500 0.55 41.45 0 0 0| 0 100 0 0 2600 381.000 0.49 40.68 0 0 0| 0 0 0 0 2800 269.500 0.39 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 850 0 0 Total Calls 0 0 38| 53 13,218 -872 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -24 0 1900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -28 0 2000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -79 0 2200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -182 0 2300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -425 0 2400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -349 0 2500 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -64 0 2600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -46 0 2700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -48 0 2800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1 0 3000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -6 0 3200 TotalN/A N/A N/A | N/A N/A -1,252 0 Indicative a-t-m Vol 37.03 Underlying Price 2320.000 Time to expiry: 24 Days Sep 10 3.500 -0.02 72.83 0 0 0| 0 41 0 0 1600 4.500 -0.03 55.04 0 0 0| 4 40 0 0 1800 8.000 -0.06 50.37 0 0 0| 0 58 0 0 1900 12.500 -0.09 45.22 0 0 0| 5 331 0 0 2000 43.500 46.500 -0.29 40.21 43.500 S 43.500 S 0 0 1| 3 652 +2 0 2200 75.000 80.000 -0.44 37.32 75.000 S 75.000 S 0 0 1| 8 27 +7 0 2300 133.500 -0.62 35.86 0 0 0| 4 1,110 +3 0 2400 204.500 -0.78 34.72 0 0 0| 0 529 0 0 2500 289.000 -0.89 33.68 0 0 0| 0 329 0 0 2600 384.000 -0.95 35.19 0 0 0| 0 19 0 0 2700 481.000 -0.98 34.96 0 0 0| 0 924 0 0 2800 680.000 -0.99 40.88 0 0 0| 0 37 -45 45 3000 880.000 -1.00 47.95 0 0 0| 0 55 -2 2 3200 1280.500 -0.99 68.55 0 0 0| 0 0 0 0 3600 Total 0 0 2| 24 4,152 -35 47 Indicative a-t-m Vol 38.11 Underlying Price 2320.000 Time to expiry: 52 Days Oct 10 24.500 -0.11 46.74 0 0 0| 0 3 0 0 1900 38.000 40.000 -0.17 45.40 38.000 38.000 0 0 5| 1 7 +1 0 2000 86.500 -0.33 40.48 0 0 0| 0 5 0 0 2200 121.500 124.000 -0.44 38.44 121.500 S 121.500 S 0 0 1| 1 38 +1 0 2300 174.500 -0.57 36.83 0 0 0| 0 7 0 0 2400 238.000 -0.68 35.59 0 0 0| 0 2 0 0 2500 311.500 -0.79 33.97 0 0 0| 0 10 0 0 2600 396.000 -0.87 33.37 0 0 0| 0 4 0 0 2700 487.500 -0.93 32.84 0 0 0| 0 13 0 0 2800 680.000 -1.00 28.13 0 0 0| 0 12 0 0 3000 Total 0 0 6| 2 101 +2 0 Indicative a-t-m Vol 38.76 Underlying Price 2320.000 Time to expiry: 87 Days Nov 10 48.500 -0.16 45.96 0 0 0| 0 0 0 0 1900 68.000 -0.21 44.29 0 0 0| 0 0 0 0 2000 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 124.000 -0.35 40.51 0 0 0| 0 0 0 0 2200 164.500 -0.44 38.98 0 0 0| 0 0 0 0 2300 215.500 -0.53 37.87 0 0 0| 0 0 0 0 2400 277.000 -0.62 37.15 0 0 0| 0 0 0 0 2500 341.500 -0.72 35.04 0 0 0| 0 0 0 0 2600 502.000 -0.86 32.92 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.06 Underlying Price 2320.000 Time to expiry: 115 Days Dec 10 0.500 0.00 63.36 0 0 0| 0 55 0 0 880 1.000 0.00 64.34 0 0 0| 0 41 0 0 960 2.000 -0.01 64.39 0 0 0| 0 48 0 0 1000 6.500 -0.02 61.98 0 0 0| 0 61 0 0 1200 14.500 -0.04 57.57 0 0 0| 0 48 0 0 1400 27.500 -0.08 52.38 0 0 0| 0 37 0 0 1600 49.000 -0.14 47.36 0 0 0| 0 72 0 0 1800 64.500 -0.18 45.12 0 0 0| 0 1,076 0 0 1900 84.000 87.500 -0.23 43.80 86.000 84.000 0 0 5| 4 1,244 +4 0 2000 150.000 -0.36 40.71 0 0 0| 0 169 0 0 2200 241.000 -0.52 37.96 0 0 0| 0 916 0 0 2400 364.500 -0.68 35.73 0 0 0| 0 552 0 0 2600 518.500 -0.81 34.15 0 0 0| 0 1,219 0 0 2800 695.500 -0.90 33.48 0 0 0| 0 1,206 0 0 3000 885.000 -0.95 33.04 0 0 0| 0 10 0 0 3200 1280.500 -0.99 36.56 0 0 0| 0 2 0 0 3600 Total 0 0 5| 4 6,756 +4 0 Indicative a-t-m Vol 38.53 Underlying Price 2320.000 Time to expiry: 206 Days Mar 11 94.000 -0.19 45.02 0 0 0| 0 27 0 0 1800 147.500 -0.27 42.44 0 0 0| 0 155 0 0 2000 220.500 -0.38 39.83 0 0 0| 0 37 0 0 2200 316.500 -0.50 37.66 0 0 0| 0 447 0 0 2400 439.500 -0.62 36.06 0 0 0| 0 8 0 0 2600 582.500 -0.73 34.52 0 0 0| 0 14 0 0 2800 730.000 746.500 -0.82 33.52 745.500 730.000 0 0 9| 0 47 0 0 3000 924.500 -0.89 33.00 0 0 0| 0 98 0 0 3200 1304.000 -0.96 32.57 0 0 0| 0 30 0 0 3600 Total 0 0 9| 0 863 0 0 Indicative a-t-m Vol 37.91 Underlying Price 2320.000 Time to expiry: 297 Days Jun 11 51.000 -0.09 49.06 0 0 0| 0 10 0 0 1400 82.000 -0.14 46.00 0 0 0| 0 17 0 0 1600 123.000 -0.20 42.92 0 0 0| 0 22 0 0 1800 184.000 -0.28 40.74 0 0 0| 0 6 0 0 2000 265.500 -0.38 39.06 0 0 0| 0 135 0 0 2200 362.500 -0.48 37.14 0 0 0| 0 2 0 0 2400 481.500 -0.59 35.77 0 0 0| 0 8 0 0 2600 622.000 -0.68 34.61 0 0 0| 0 1 0 0 2800 780.000 -0.76 33.98 0 0 0| 0 3 0 0 3000 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 941.000 949.000 -0.83 33.19 941.000 941.000 0 0 3| 0 23 0 0 3200 Total 0 0 3| 0 227 0 0 Indicative a-t-m Vol 42.10 Underlying Price 2320.000 Time to expiry: 479 Days Dec 11 24.500 -0.03 55.29 0 0 0| 0 0 0 0 880 30.500 -0.04 53.70 0 0 0| 0 0 0 0 960 36.000 -0.05 53.54 0 0 0| 0 0 0 0 1000 69.000 -0.08 52.54 0 0 0| 0 0 0 0 1200 106.000 -0.12 49.89 0 0 0| 0 0 0 0 1400 158.500 -0.18 48.23 0 0 0| 0 0 0 0 1600 223.000 -0.23 46.57 0 0 0| 0 0 0 0 1800 305.000 -0.30 45.40 0 0 0| 0 0 0 0 2000 488.500 -0.44 41.27 0 0 0| 0 500 0 0 2400 742.500 -0.59 39.37 0 0 0| 0 0 0 0 2800 1041.000 -0.71 37.74 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 42.60 Underlying Price 2320.000 Time to expiry: 661 Days Jun 12 377.500 -0.30 45.30 0 0 0| 0 0 0 0 2000 574.000 -0.42 41.93 0 0 0| 0 0 0 0 2400 823.500 -0.55 40.00 0 0 0| 0 0 0 0 2800 1113.500 -0.66 38.31 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.98 Underlying Price 2320.000 Time to expiry: 850 Days Dec 12 427.000 -0.30 44.34 0 0 0| 0 0 0 0 2000 644.000 -0.40 42.64 0 0 0| 0 0 0 0 2400 760.500 -0.46 41.45 0 0 0| 0 100 0 0 2600 889.000 -0.51 40.68 0 0 0| 0 0 0 0 2800 1168.500 -0.61 38.92 0 0 0| 0 0 0 0 3200 Total 0 0 0| 0 100 0 0 Total Puts 0 0 25| 30 12,699 -1,281 47 Grand Total 0 19,600 19,663| 83 45,517 -2,153 47 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 35.43 Underlying Price 1012.000 Time to expiry: 24 Days Sep 10 332.250 1.00 47.20 0 0 0| 0 0 0 0 680 299.250 1.00 44.12 0 0 0| 0 0 0 0 713 260.500 1.00 43.56 0 0 0| 0 0 0 0 752 220.750 0.99 41.45 0 0 0| 0 0 0 0 792 183.000 0.97 43.79 0 0 0| 0 0 0 0 831 145.000 0.93 41.91 0 0 0| 0 5 0 0 871 109.000 0.86 39.97 0 0 0| 0 200 0 0 911 77.000 0.76 37.68 0 0 0| 0 150 0 0 950 49.000 0.61 35.83 0 0 0| 0 30 0 0 990 8.000 10.500 0.22 34.02 8.000 8.000 0 0 10| 0 81 0 0 1089 2.250 0.06 37.69 0 0 0| 0 3 0 0 1188 1.250 0.02 57.63 0 0 0| 0 4 0 0 1386 Total 0 0 10| 0 473 0 0 Indicative a-t-m Vol 36.57 Underlying Price 1012.000 Time to expiry: 115 Days Dec 10 374.250 0.98 45.08 0 0 0| 0 0 0 0 640 299.250 0.94 43.67 0 0 0| 0 0 0 0 720 263.000 0.91 42.26 0 0 0| 0 0 0 0 760 228.250 0.87 41.11 0 0 0| 0 0 0 0 800 195.500 0.83 40.24 0 0 0| 0 0 0 0 840 172.250 0.78 39.74 0 0 0| 0 0 0 0 871 143.500 0.72 38.77 0 0 0| 0 0 0 0 911 118.000 0.66 37.89 0 0 0| 0 164 0 0 950 94.000 0.58 36.77 0 0 0| 0 50 0 0 990 51.500 0.40 35.84 0 0 0| 0 83 0 0 1089 26.000 0.24 35.46 0 0 0| 0 16 0 0 1188 6.250 0.07 36.15 0 0 0| 0 3 0 0 1386 Total 0 0 0| 0 316 0 0 Indicative a-t-m Vol 36.81 Underlying Price 1012.000 Time to expiry: 206 Days Mar 11 382.000 0.94 43.74 0 0 0| 0 0 0 0 640 311.500 0.89 41.81 0 0 0| 0 0 0 0 720 278.500 0.86 41.06 0 0 0| 0 0 0 0 760 246.500 0.83 40.27 0 0 0| 0 0 0 0 800 217.000 0.78 39.69 0 0 0| 0 0 0 0 840 189.500 0.74 39.04 0 0 0| 0 0 0 0 880 163.500 0.69 38.29 0 0 0| 0 2 0 0 920 139.750 0.63 37.67 0 0 0| 0 12 0 0 960 118.250 0.58 36.97 0 0 0| 0 9 0 0 1000 75.000 0.43 35.68 0 0 0| 0 17 0 0 1100 45.250 0.30 34.81 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 40 0 0 Total Calls 0 0 10| 0 829 0 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 37.26 Underlying Price 1012.000 Time to expiry: 24 Days Sep 10 1.000 -0.01 71.52 0 0 0| 0 2 0 0 680 1.500 -0.02 69.48 0 0 0| 0 7 0 0 713 2.000 -0.03 63.10 0 0 0| 0 8 0 0 752 2.500 -0.04 55.70 0 0 0| 0 170 0 0 792 3.250 -0.06 49.30 0 0 0| 0 8 0 0 831 4.750 -0.09 43.35 0 0 0| 0 145 0 0 871 8.750 -0.15 40.40 0 0 0| 0 310 0 0 911 15.500 -0.25 37.36 0 0 0| 0 25 0 0 950 29.000 -0.40 36.86 0 0 0| 0 525 0 0 990 93.000 -0.76 38.66 0 0 0| 0 12 0 0 1089 180.000 -0.95 37.69 0 0 0| 0 0 0 0 1188 376.750 -0.98 57.81 0 0 0| 0 0 0 0 1386 Total 0 0 0| 0 1,212 0 0 Indicative a-t-m Vol 36.74 Underlying Price 1012.000 Time to expiry: 115 Days Dec 10 3.500 -0.03 46.71 0 0 0| 0 0 0 0 640 8.750 -0.07 44.65 0 0 0| 0 4 0 0 720 12.000 -0.09 42.76 0 0 0| 0 5 0 0 760 17.250 -0.13 41.56 0 0 0| 0 3 0 0 800 24.250 -0.18 40.53 0 0 0| 0 0 0 0 840 32.000 -0.22 40.05 0 0 0| 0 32 0 0 871 43.250 -0.28 39.05 0 0 0| 0 10 0 0 911 56.250 -0.34 37.92 0 0 0| 0 15 0 0 950 72.500 -0.42 36.94 0 0 0| 0 115 0 0 990 138.000 129.000 -0.60 36.05 138.000 138.000 0 0 2| 0 23 0 0 1089 202.500 -0.76 35.71 0 0 0| 0 0 0 0 1188 381.000 -0.93 36.52 0 0 0| 0 0 0 0 1386 Total 0 0 2| 0 207 0 0 Indicative a-t-m Vol 36.95 Underlying Price 1012.000 Time to expiry: 206 Days Mar 11 9.750 -0.06 44.03 0 0 0| 0 0 0 0 640 19.250 -0.11 42.11 0 0 0| 0 2 0 0 720 26.000 -0.14 41.38 0 0 0| 0 12 0 0 760 34.250 -0.18 40.53 0 0 0| 0 0 0 0 800 44.250 -0.22 39.87 0 0 0| 0 0 0 0 840 56.750 -0.27 39.26 0 0 0| 0 0 0 0 880 70.250 -0.32 38.33 0 0 0| 0 9 0 0 920 86.250 -0.37 37.71 0 0 0| 0 16 0 0 960 104.750 -0.43 37.02 0 0 0| 0 8 0 0 1000 163.500 -0.57 36.43 0 0 0| 0 0 0 0 1100 231.500 -0.70 34.93 0 0 0| 0 0 0 0 1200 Total 0 0 0| 0 47 0 0 Total Puts 0 0 2| 0 1,466 0 0 Grand Total 0 7,000 7,012| 0 9,295 0 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 34.49 Underlying Price 330.000 Time to expiry: 24 Days Sep 10 190.000 1.00 65.13 0 0 0| 0 20 0 0 140 170.000 1.00 63.92 0 0 0| 0 0 0 0 160 160.000 1.00 62.12 0 0 0| 0 1 0 0 170 150.000 1.00 59.11 0 0 0| 0 0 0 0 180 140.000 1.00 55.19 0 0 0| 0 4 0 0 190 130.000 1.00 52.78 0 0 0| 0 78 0 0 200 120.000 1.00 49.63 0 0 0| 0 14 0 0 210 110.000 1.00 47.05 0 0 0| 0 24 0 0 220 100.000 1.00 43.71 0 0 0| 0 10 0 0 230 90.000 1.00 42.27 0 0 0| 0 20 0 0 240 70.000 1.00 40.08 0 0 0| 0 19 0 0 260 50.250 0.97 37.99 0 0 0| 0 60 0 0 280 32.000 0.86 37.08 0 0 0| 0 17 0 0 300 24.000 0.76 35.89 0 0 0| 0 10 0 0 310 17.250 0.64 35.49 0 0 0| 0 195 0 0 320 8.500 11.500 0.51 34.49 8.500 8.500 0 0 2| 0 10 0 0 330 7.250 0.37 33.87 0 0 0| 0 190 0 0 340 4.250 0.25 33.03 0 0 0| 0 20 0 0 350 2.250 0.15 32.20 0 0 0| 0 245 0 0 360 0.500 0.04 31.18 0 0 0| 0 0 0 0 380 CAB 0.01 29.98 0 0 0| 0 66 0 0 400 Total 0 0 2| 0 1,003 0 0 Indicative a-t-m Vol 35.95 Underlying Price 330.000 Time to expiry: 115 Days Dec 10 130.250 0.98 47.21 0 0 0| 0 44 0 0 200 111.000 0.96 45.00 0 0 0| 0 20 0 0 220 101.750 0.94 43.66 0 0 0| 0 0 0 0 230 92.500 0.93 42.68 0 0 0| 0 9 0 0 240 74.750 0.88 40.58 0 0 0| 0 12 0 0 260 58.250 0.80 38.73 0 0 0| 0 118 0 0 280 44.000 0.71 37.66 0 0 0| 0 1 0 0 300 31.750 0.60 36.46 0 0 0| 0 8 0 0 320 21.750 0.48 35.44 0 0 0| 0 21 0 0 340 14.500 0.36 34.76 0 0 0| 0 26 0 0 360 9.250 0.26 34.51 0 0 0| 0 0 0 0 380 5.750 0.18 34.04 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 259 0 0 Indicative a-t-m Vol 36.59 Underlying Price 330.000 Time to expiry: 206 Days Mar 11 96.500 0.88 40.87 0 0 0| 0 10 0 0 240 80.750 0.83 40.05 0 0 0| 0 0 0 0 260 65.750 0.76 38.72 0 0 0| 0 4 0 0 280 52.750 0.69 37.76 0 0 0| 0 6 0 0 300 41.000 0.60 36.66 0 0 0| 0 9 0 0 320 32.000 0.51 36.52 0 0 0| 0 10 0 0 340 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 12 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 | 23.250 0.42 34.91 0 0 0| 0 40 0 0 360 17.750 0.35 35.21 0 0 0| 0 32 0 0 380 13.000 0.28 34.96 0 0 0| 0 31 0 0 400 Total 0 0 0| 0 142 0 0 Total Calls 0 0 2| 0 1,404 0 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 13 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 34.49 Underlying Price 330.000 Time to expiry: 24 Days Sep 10 CAB 0.00 65.13 0 0 0| 0 29 0 0 140 CAB 0.00 63.92 0 0 0| 0 20 0 0 160 CAB 0.00 62.12 0 0 0| 0 104 0 0 170 CAB 0.00 59.11 0 0 0| 0 10 0 0 180 CAB 0.00 55.19 0 0 0| 0 0 0 0 190 CAB 0.00 52.78 0 0 0| 0 59 0 0 200 CAB 0.00 49.63 0 0 0| 0 0 0 0 210 CAB 0.00 47.05 0 0 0| 0 115 0 0 220 CAB 0.00 43.71 0 0 0| 0 16 0 0 230 CAB 0.00 42.27 0 0 0| 0 6 0 0 240 0.250 -0.01 40.08 0 0 0| 0 13 0 0 260 0.750 -0.05 37.99 0 0 0| 0 77 0 0 280 2.750 -0.16 37.08 0 0 0| 0 41 0 0 300 4.750 -0.25 35.89 0 0 0| 0 0 0 0 310 8.000 -0.36 35.49 0 0 0| 0 394 0 0 320 12.250 -0.49 34.49 0 0 0| 0 10 0 0 330 18.000 -0.63 33.87 0 0 0| 0 210 0 0 340 25.000 -0.75 33.03 0 0 0| 0 20 0 0 350 33.000 -0.85 32.20 0 0 0| 0 20 0 0 360 51.250 -0.96 31.18 0 0 0| 0 0 0 0 380 71.000 -0.99 29.98 0 0 0| 0 6 0 0 400 Total 0 0 0| 0 1,150 0 0 Indicative a-t-m Vol 35.73 Underlying Price 330.000 Time to expiry: 115 Days Dec 10 0.750 -0.02 47.21 0 0 0| 0 329 0 0 200 1.500 -0.04 45.00 0 0 0| 0 52 0 0 220 2.000 -0.06 43.55 0 0 0| 0 44 0 0 230 3.000 -0.07 42.56 0 0 0| 0 0 0 0 240 5.000 -0.12 40.45 0 0 0| 0 49 0 0 260 8.750 -0.19 38.60 0 0 0| 0 35 0 0 280 14.250 -0.29 37.66 0 0 0| 0 26 0 0 300 22.000 -0.40 36.26 0 0 0| 0 66 0 0 320 32.000 -0.52 35.20 0 0 0| 0 1 0 0 340 44.750 -0.64 34.76 0 0 0| 0 0 0 0 360 59.500 -0.74 34.36 0 0 0| 0 0 0 0 380 76.000 -0.82 33.90 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 602 0 0 Indicative a-t-m Vol 36.52 Underlying Price 330.000 Time to expiry: 206 Days Mar 11 6.500 -0.12 40.78 0 0 0| 0 10 0 0 240 10.500 -0.17 40.03 0 0 0| 0 1 0 0 260 15.500 -0.24 38.62 0 0 0| 0 2 0 0 280 22.250 -0.32 37.62 0 0 0| 0 12 0 0 300 30.750 -0.40 36.51 0 0 0| 0 14 0 0 320 43.500 41.750 -0.49 36.52 43.500 43.500 0 0 10| 0 10 0 0 340 52.750 -0.58 34.91 0 0 0| 0 31 0 0 360 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 67.250 -0.66 35.21 0 0 0| 0 10 0 0 380 82.500 -0.73 34.96 0 0 0| 0 0 0 0 400 Total 0 0 10| 0 90 0 0 Total Puts 0 0 10| 0 1,842 0 0 Grand Total 0 8,400 8,412| 0 11,646 0 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | Associated British Foods PLC - STND OPT (ABR) Indicative a-t-m Vol 21.59 Underlying Price 1051.000 Time to expiry: 24 Days Sep 10 332.000 0.99 66.51 0 0 0| 0 0 0 0 720 292.000 0.99 57.78 0 0 0| 0 0 0 0 760 252.000 0.99 49.54 0 0 0| 0 0 0 0 800 212.000 0.99 39.43 0 0 0| 0 0 0 0 840 171.500 0.99 28.63 0 0 0| 0 0 0 0 880 132.250 0.97 27.88 0 0 0| 0 3 0 0 920 113.000 0.95 27.03 0 0 0| 0 0 0 0 940 94.750 0.91 26.86 0 0 0| 0 13 0 0 960 76.500 0.86 25.49 0 0 0| 0 0 0 0 980 59.000 0.80 23.85 0 0 0| 0 7 0 0 1000 36.000 24.500 0.52 21.60 36.000 36.000 0 0 5| 0 30 0 0 1050 10.000 7.000 0.22 21.19 10.000 9.750 0 0 15| 0 0 0 0 1100 2.250 0.08 23.79 0 0 0| 0 0 0 0 1150 1.000 0.03 27.04 0 0 0| 0 0 0 0 1200 0.500 0.01 36.49 0 0 0| 0 0 0 0 1300 Total 0 0 20| 0 53 0 0 Indicative a-t-m Vol 20.40 Underlying Price 1051.000 Time to expiry: 115 Days Dec 10 254.250 0.97 27.97 0 0 0| 0 0 0 0 800 178.500 0.92 25.37 0 0 0| 0 0 0 0 880 142.500 0.87 24.01 0 0 0| 0 2 0 0 920 108.500 0.79 22.76 0 0 0| 0 5 0 0 960 79.750 77.750 0.70 21.27 79.750 79.750 0 0 5| 0 5 0 0 1000 25.500 0.36 19.57 0 0 0| 0 14 0 0 1100 5.250 0.11 18.84 0 0 0| 0 0 0 0 1200 0.250 0.01 20.57 0 0 0| 0 0 0 0 1400 Total 0 0 5| 0 26 0 0 Indicative a-t-m Vol 20.75 Underlying Price 1051.000 Time to expiry: 206 Days Mar 11 183.000 0.88 24.47 0 0 0| 0 0 0 0 880 149.000 0.82 23.43 0 0 0| 0 0 0 0 920 117.750 0.74 22.59 0 0 0| 0 0 0 0 960 90.000 0.65 21.77 0 0 0| 0 0 0 0 1000 38.000 0.39 19.77 0 0 0| 0 25 0 0 1100 14.000 12.000 0.17 18.42 14.000 14.000 0 0 5| 0 5 0 0 1200 0.500 0.01 17.01 0 0 0| 0 0 0 0 1400 Total 0 0 5| 0 30 0 0 Total Calls 0 0 30| 0 109 0 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 16 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 21.72 Underlying Price 1051.000 Time to expiry: 24 Days Sep 10 CAB 0.00 40.48 0 0 0| 0 0 0 0 720 CAB 0.00 39.38 0 0 0| 0 0 0 0 760 CAB 0.00 36.50 0 0 0| 0 3 0 0 800 0.250 0.00 33.66 0 0 0| 0 1 0 0 840 0.250 -0.01 29.13 0 0 0| 0 4 0 0 880 0.750 -0.03 26.67 0 0 0| 0 10 0 0 920 1.250 -0.04 25.80 0 0 0| 0 0 0 0 940 2.250 -0.07 24.57 0 0 0| 0 0 0 0 960 4.000 -0.12 23.77 0 0 0| 0 2 0 0 980 7.000 -0.19 22.95 0 0 0| 0 11 0 0 1000 23.250 -0.48 21.80 0 0 0| 0 0 0 0 1050 53.000 -0.83 17.71 0 0 0| 0 0 0 0 1100 99.500 -0.97 18.71 0 0 0| 0 0 0 0 1150 149.000 -1.00 20.25 0 0 0| 0 0 0 0 1200 249.000 -1.00 28.79 0 0 0| 0 0 0 0 1300 Total 0 0 0| 0 31 0 0 Indicative a-t-m Vol 20.31 Underlying Price 1051.000 Time to expiry: 115 Days Dec 10 3.500 -0.05 28.99 0 0 0| 0 2 0 0 800 9.000 -0.12 25.90 0 0 0| 0 13 0 0 880 14.250 -0.17 24.42 0 0 0| 0 34 0 0 920 21.750 -0.25 23.01 0 0 0| 0 3 0 0 960 33.750 -0.36 21.91 0 0 0| 0 0 0 0 1000 83.000 -0.69 18.77 0 0 0| 0 15 0 0 1100 166.250 -0.92 17.88 0 0 0| 0 0 0 0 1200 362.250 -0.99 21.24 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 67 0 0 Indicative a-t-m Vol 20.41 Underlying Price 1051.000 Time to expiry: 206 Days Mar 11 18.000 -0.16 24.64 0 0 0| 0 0 0 0 880 25.500 -0.22 23.62 0 0 0| 0 0 0 0 920 35.500 -0.29 22.62 0 0 0| 0 0 0 0 960 48.000 -0.38 21.52 0 0 0| 0 3 0 0 1000 97.250 -0.63 19.35 0 0 0| 0 0 0 0 1100 172.500 -0.85 18.08 0 0 0| 0 0 0 0 1200 362.250 -0.99 16.36 0 0 0| 0 0 0 0 1400 Total 0 0 0| 0 3 0 0 Total Puts 0 0 0| 0 101 0 0 Grand Total 0 6,000 6,030| 0 6,210 0 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 17 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -35 0 3000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 3100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -477 0 3200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -653 0 3300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -475 0 3400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -26 0 3600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 3800 TotalN/A N/A N/A | N/A N/A -1,666 0 Indicative a-t-m Vol 20.05 Underlying Price 3233.500 Time to expiry: 24 Days Sep 10 1234.500 1.00 44.13 0 0 0| 0 0 0 0 2000 835.000 1.00 39.91 0 0 0| 0 0 0 0 2400 636.000 0.99 37.19 0 0 0| 0 0 0 0 2600 438.000 0.97 30.34 0 0 0| 0 0 0 0 2800 341.500 0.94 27.70 0 0 0| 0 0 0 0 2900 247.000 0.89 24.66 0 0 0| 0 6 0 0 3000 162.500 0.77 23.26 0 0 0| 0 51 0 0 3100 88.500 0.59 20.73 0 0 0| 0 1,363 0 0 3200 46.000 36.500 0.35 18.73 46.000 37.500 0 0 12| 8 191 -7 0 3300 18.000 11.500 0.15 17.82 18.000 14.000 0 0 37| 1 293 0 0 3400 1.500 0.03 20.86 0 0 0| 0 399 0 0 3600 CAB 0.00 20.83 0 0 0| 0 0 0 0 3800 Total 0 0 49| 9 2,303 -7 0 Indicative a-t-m Vol 20.45 Underlying Price 3233.500 Time to expiry: 52 Days Oct 10 639.000 0.98 28.82 0 0 0| 0 0 0 0 2600 447.000 0.93 26.70 0 0 0| 0 0 0 0 2800 268.000 0.81 23.80 0 0 0| 0 1 0 0 3000 189.000 0.71 22.22 0 0 0| 0 3 0 0 3100 121.500 0.57 20.86 0 0 0| 0 14 0 0 3200 69.500 0.41 19.64 0 0 0| 0 35 0 0 3300 34.000 37.000 0.26 19.39 34.000 S 34.000 S 0 0 2| 0 47 0 0 3400 7.500 0.07 18.83 0 0 0| 0 19 0 0 3600 2.000 0.02 20.49 0 0 0| 0 12 0 0 3800 Total 0 0 2| 0 131 0 0 Indicative a-t-m Vol 21.21 Underlying Price 3233.500 Time to expiry: 87 Days Nov 10 463.000 0.89 26.13 0 0 0| 0 0 0 0 2800 294.000 0.76 23.74 0 0 0| 0 0 0 0 3000 218.000 0.68 22.22 0 0 0| 0 0 0 0 3100 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 18 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 | 156.000 0.57 21.51 0 0 0| 0 0 0 0 3200 103.500 0.45 20.63 0 0 0| 0 0 0 0 3300 65.000 0.33 19.98 0 0 0| 5 5 +5 0 3400 21.500 0.14 19.31 0 0 0| 0 0 0 0 3600 6.500 0.05 19.32 0 0 0| 0 0 0 0 3800 Total 0 0 0| 5 5 +5 0 Indicative a-t-m Vol 21.63 Underlying Price 3233.500 Time to expiry: 115 Days Dec 10 1637.000 1.00 32.48 0 0 0| 0 0 0 0 1600 1438.000 1.00 35.53 0 0 0| 0 0 0 0 1800 1239.000 0.99 35.42 0 0 0| 0 0 0 0 2000 849.000 0.96 32.17 0 0 0| 0 0 0 0 2400 658.500 0.92 28.93 0 0 0| 0 10 0 0 2600 475.500 0.86 25.78 0 0 0| 0 237 0 0 2800 310.000 0.74 23.21 0 0 0| 0 2,309 0 0 3000 239.500 0.66 22.42 0 0 0| 0 976 0 0 3100 180.000 0.57 21.91 0 0 0| 0 980 0 0 3200 92.000 84.500 0.36 20.23 92.000 85.000 0 0 115| 0 896 0 0 3400 35.000 33.500 0.18 19.43 35.000 35.000 0 0 3| 0 63 0 0 3600 3.500 0.03 19.11 0 0 0| 0 251 0 0 4000 Total 0 0 118| 0 5,722 0 0 Indicative a-t-m Vol 21.36 Underlying Price 3233.500 Time to expiry: 206 Days Mar 11 859.000 0.94 31.02 0 0 0| 0 0 0 0 2400 670.500 0.90 27.60 0 0 0| 0 0 0 0 2600 494.000 0.83 25.12 0 0 0| 5 272 +5 0 2800 335.000 0.72 22.98 0 0 0| 0 77 0 0 3000 206.500 0.57 21.49 0 0 0| 0 645 0 0 3200 118.000 116.000 0.39 20.75 118.000 115.000 0 0 6| 3 41 0 0 3400 58.000 0.24 20.04 0 0 0| 0 73 0 0 3600 11.500 0.06 19.47 0 0 0| 0 6 0 0 4000 Total 0 0 6| 8 1,114 +5 0 Indicative a-t-m Vol 21.67 Underlying Price 3233.500 Time to expiry: 297 Days Jun 11 866.000 0.93 30.38 0 0 0| 0 0 0 0 2400 514.500 0.80 25.63 0 0 0| 0 159 0 0 2800 364.500 0.69 23.82 0 0 0| 0 156 0 0 3000 234.500 0.55 21.79 0 0 0| 0 315 0 0 3200 146.500 0.41 21.10 0 0 0| 0 11 0 0 3400 82.500 0.27 20.25 0 0 0| 0 33 0 0 3600 23.000 0.10 19.38 0 0 0| 0 19 0 0 4000 Total 0 0 0| 0 693 0 0 Indicative a-t-m Vol 22.46 Underlying Price 3233.500 Time to expiry: 479 Days Dec 11 1445.000 0.99 37.15 0 0 0| 0 0 0 0 1800 1252.000 0.97 34.90 0 0 0| 0 0 0 0 2000 882.000 0.90 30.41 0 0 0| 0 0 0 0 2400 539.500 0.77 25.20 0 0 0| 0 0 0 0 2800 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 286.000 0.54 22.63 0 0 0| 0 274 0 0 3200 128.000 0.31 20.66 0 0 0| 0 11 0 0 3600 Total 0 0 0| 0 285 0 0 Indicative a-t-m Vol 23.01 Underlying Price 3233.500 Time to expiry: 661 Days Jun 12 884.000 0.90 29.50 0 0 0| 0 0 0 0 2400 554.500 0.75 25.23 0 0 0| 0 0 0 0 2800 316.000 0.54 23.13 0 0 0| 0 0 0 0 3200 164.500 0.35 21.65 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.97 Underlying Price 3233.500 Time to expiry: 850 Days Dec 12 896.500 0.88 29.98 0 0 0| 0 0 0 0 2400 574.500 0.73 25.41 0 0 0| 0 0 0 0 2800 343.500 0.54 23.20 0 0 0| 0 0 0 0 3200 173.000 0.35 20.50 0 0 0| 0 4 0 0 3600 Total 0 0 0| 0 4 0 0 Total Calls 0 0 175| 22 10,257 -1,663 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 20 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -520 0 2400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,795 0 2600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -80 0 2700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,169 0 2800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -258 0 2900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,645 0 3000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -591 0 3100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -115 0 3200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -80 0 3300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -29 0 3400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 3600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 3800 TotalN/A N/A N/A | N/A N/A -6,282 0 Indicative a-t-m Vol 20.33 Underlying Price 3233.500 Time to expiry: 24 Days Sep 10 CAB 0.00 45.44 0 0 0| 0 98 0 0 2000 0.500 0.00 44.85 0 0 0| 0 1,115 0 0 2400 2.000 -0.02 40.61 0 0 0| 0 1,436 0 0 2600 4.000 -0.04 31.28 0 0 0| 0 2,967 0 0 2800 6.500 -0.06 27.89 0 0 0| 1 712 -1 0 2900 12.500 -0.12 25.02 0 0 0| 2 2,407 0 0 3000 21.000 27.500 -0.23 23.17 21.000 21.000 0 0 4| 0 61 0 0 3100 40.000 53.500 -0.41 20.82 40.000 40.000 0 0 1| 0 1,869 +550 0 3200 103.500 -0.64 19.38 0 0 0| 0 76 0 0 3300 178.000 -0.84 18.67 0 0 0| 0 20 0 0 3400 366.500 -0.99 18.29 0 0 0| 0 5 0 0 3600 566.500 -1.00 18.89 0 0 0| 0 0 0 0 3800 Total 0 0 5| 3 10,766 +549 0 Indicative a-t-m Vol 20.35 Underlying Price 3233.500 Time to expiry: 52 Days Oct 10 5.000 -0.03 32.22 0 0 0| 0 0 0 0 2600 11.000 11.500 -0.07 27.39 11.000 S 11.000 S 0 0 2| 0 11 0 0 2800 31.500 32.000 -0.19 23.95 31.500 30.500 0 0 5| 0 26 0 0 3000 47.000 52.500 -0.29 22.25 47.000 47.000 0 0 2| 0 312 0 0 3100 84.000 -0.43 20.68 0 0 0| 0 5 0 0 3200 133.000 -0.59 19.71 0 0 0| 0 7 0 0 3300 202.000 -0.73 19.74 0 0 0| 0 0 0 0 3400 371.500 -0.93 18.75 0 0 0| 0 0 0 0 3600 566.500 -0.99 19.61 0 0 0| 0 0 0 0 3800 Total 0 0 9| 0 361 0 0 Indicative a-t-m Vol 21.18 Underlying Price 3233.500 Time to expiry: 87 Days Nov 10 25.500 -0.12 26.31 0 0 0| 0 0 0 0 2800 56.000 -0.24 23.83 0 0 0| 0 0 0 0 3000 80.500 -0.33 22.40 0 0 0| 0 0 0 0 3100 116.500 -0.43 21.40 0 0 0| 0 0 0 0 3200 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 21 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 | 165.500 -0.55 20.77 0 0 0| 0 0 0 0 3300 225.500 -0.68 19.81 0 0 0| 0 0 0 0 3400 383.500 -0.86 19.22 0 0 0| 0 0 0 0 3600 568.500 -0.97 18.71 0 0 0| 0 0 0 0 3800 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 21.24 Underlying Price 3233.500 Time to expiry: 115 Days Dec 10 0.500 0.00 45.20 0 0 0| 0 85 0 0 1600 2.000 -0.01 44.29 0 0 0| 0 111 0 0 1800 3.500 -0.01 40.05 0 0 0| 0 378 0 0 2000 9.500 -0.04 31.60 0 0 0| 0 1,057 0 0 2400 19.000 -0.07 28.75 0 0 0| 0 493 0 0 2600 35.500 -0.14 25.72 0 0 0| 0 1,696 0 0 2800 72.000 70.000 -0.26 23.23 72.000 72.000 0 0 2| 0 1,322 0 0 3000 102.000 98.500 -0.34 22.28 102.000 102.000 0 0 1| 0 150 0 0 3100 140.000 136.000 -0.44 21.44 140.000 140.000 0 0 1| 0 989 0 0 3200 244.500 -0.64 20.27 0 0 0| 0 359 0 0 3400 394.000 -0.82 19.48 0 0 0| 0 16 0 0 3600 766.500 -1.00 16.91 0 0 0| 0 0 0 0 4000 Total 0 0 4| 0 6,656 0 0 Indicative a-t-m Vol 21.42 Underlying Price 3233.500 Time to expiry: 206 Days Mar 11 33.000 -0.09 29.24 0 0 0| 0 386 0 0 2400 57.000 -0.16 27.03 0 0 0| 0 30 0 0 2600 92.000 -0.24 24.62 0 0 0| 4 309 0 0 2800 154.500 -0.37 23.22 0 0 0| 0 584 0 0 3000 241.500 -0.52 21.57 0 0 0| 0 147 0 0 3200 365.000 -0.68 20.66 0 0 0| 0 13 0 0 3400 515.500 -0.81 19.70 0 0 0| 0 46 0 0 3600 880.000 -0.94 19.72 0 0 0| 0 8 0 0 4000 Total 0 0 0| 4 1,523 0 0 Indicative a-t-m Vol 21.68 Underlying Price 3233.500 Time to expiry: 297 Days Jun 11 54.500 -0.12 28.66 0 0 0| 12 120 +12 0 2400 129.500 -0.27 24.76 0 0 0| 0 112 0 0 2800 198.000 192.500 -0.38 23.16 198.000 198.000 0 0 3| 0 133 0 0 3000 282.500 -0.50 21.84 0 0 0| 0 4 0 0 3200 400.000 -0.64 20.90 0 0 0| 0 4 0 0 3400 541.000 -0.76 19.95 0 0 0| 0 35 0 0 3600 894.500 -0.90 20.62 0 0 0| 0 0 0 0 4000 Total 0 0 3| 12 408 +12 0 Indicative a-t-m Vol 21.46 Underlying Price 3233.500 Time to expiry: 479 Days Dec 11 29.000 -0.05 32.94 0 0 0| 0 13 0 0 1800 43.000 -0.08 30.58 0 0 0| 0 2 0 0 2000 94.500 -0.16 26.96 0 0 0| 0 13 0 0 2400 194.000 -0.31 24.00 0 0 0| 0 250 0 0 2800 361.000 -0.51 21.59 0 0 0| 0 270 0 0 3200 617.500 -0.71 20.08 0 0 0| 0 0 0 0 3600 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | Total 0 0 0| 0 548 0 0 Indicative a-t-m Vol 22.81 Underlying Price 3233.500 Time to expiry: 661 Days Jun 12 144.500 -0.21 26.00 0 0 0| 0 0 0 0 2400 274.500 -0.35 23.88 0 0 0| 0 0 0 0 2800 478.000 -0.53 22.71 0 0 0| 0 0 0 0 3200 773.500 -0.66 23.82 0 0 0| 0 0 0 0 3600 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 21.99 Underlying Price 3233.500 Time to expiry: 850 Days Dec 12 180.500 -0.23 25.22 0 0 0| 0 50 0 0 2400 308.500 -0.37 22.60 0 0 0| 0 250 0 0 2800 522.500 -0.53 21.91 0 0 0| 0 0 0 0 3200 815.500 -0.65 22.81 0 0 0| 0 250 0 0 3600 Total 0 0 0| 0 550 0 0 Total Puts 0 0 21| 19 20,812 -5,721 0 Grand Total 0 16,400 16,596| 41 47,469 -7,384 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 23 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 260 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 280 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 290 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -8 0 300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -15 0 310 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -8 0 320 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -50 0 330 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -197 0 340 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -633 0 350 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -277 0 360 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -415 0 370 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,915 0 380 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -105 0 390 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -374 0 400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 420 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 440 TotalN/A N/A N/A | N/A N/A -3,997 0 Indicative a-t-m Vol 39.16 Underlying Price 381.900 Time to expiry: 24 Days Sep 10 142.000 1.00 55.28 0 0 0| 0 0 0 0 240 122.000 1.00 55.49 0 0 0| 0 0 0 0 260 102.000 1.00 46.82 0 0 0| 0 0 0 0 280 82.250 0.99 41.82 0 0 0| 0 4 0 0 300 72.750 0.97 45.32 0 0 0| 0 0 0 0 310 63.250 0.94 46.08 0 0 0| 0 35 0 0 320 54.000 0.91 43.90 0 0 0| 0 15 0 0 330 48.750 45.250 0.86 42.72 48.750 48.750 0 0 50| 16 160 -5 0 340 36.750 0.81 41.53 0 0 0| 0 92 0 0 350 29.250 0.73 40.89 0 0 0| 0 247 0 0 360 22.500 0.64 39.95 0 0 0| 0 28 0 0 370 18.000 16.500 0.54 38.91 18.000 18.000 0 0 10| 70 814 +50 0 380 14.000 12.500 0.44 40.15 14.000 S 14.000 S 0 0 5| 0 93 0 0 390 10.000 8.750 0.35 39.24 10.000 8.750 S 0 0 104| 80 835 0 0 400 4.750 4.000 0.20 39.71 4.750 4.750 0 0 10| 105 677 +100 0 420 2.000 0.11 41.73 0 0 0| 0 78 0 0 440 1.250 0.06 44.77 0 0 0| 0 612 0 0 460 0.750 0.04 49.26 0 0 0| 15 105 +15 0 480 0.250 0.01 61.48 0 0 0| 0 58 0 0 560 Total 0 0 179| 286 3,853 +160 0 Indicative a-t-m Vol 37.71 Underlying Price 381.900 Time to expiry: 52 Days Oct 10 102.500 0.98 49.16 0 0 0| 0 0 0 0 280 82.750 0.97 44.59 0 0 0| 0 0 0 0 300 64.500 0.90 45.43 0 0 0| 0 0 0 0 320 55.250 0.87 42.71 0 0 0| 0 30 0 0 330 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 24 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 | 47.250 0.82 42.74 0 0 0| 0 15 0 0 340 38.250 0.78 38.71 0 0 0| 0 0 0 0 350 31.250 0.70 38.53 0 0 0| 0 12 0 0 360 25.000 0.62 38.18 0 0 0| 8 10 0 0 370 19.750 0.53 37.86 0 0 0| 2 298 +2 0 380 15.000 0.44 37.13 0 0 0| 1 1 +1 0 390 11.250 11.750 0.37 37.84 11.250 11.250 0 0 2| 107 185 +100 0 400 7.250 6.500 0.23 37.12 7.250 S 7.250 S 0 0 10| 118 149 +88 0 420 4.500 0.16 40.42 0 0 0| 0 0 0 0 440 Total 0 0 12| 236 700 +191 0 Indicative a-t-m Vol 38.31 Underlying Price 381.900 Time to expiry: 87 Days Nov 10 50.000 0.77 41.14 0 0 0| 0 0 0 0 340 36.250 0.65 39.41 0 0 0| 0 0 0 0 360 31.250 0.58 40.21 0 0 0| 0 0 0 0 370 25.250 0.52 38.38 0 0 0| 1 1 +1 0 380 21.000 0.45 38.02 0 0 0| 0 0 0 0 390 19.000 16.500 0.39 37.01 19.000 19.000 0 0 3| 0 0 0 0 400 10.250 0.28 35.68 0 0 0| 17 17 +17 0 420 6.000 0.19 34.42 0 0 0| 0 0 0 0 440 Total 0 0 3| 18 18 +18 0 Indicative a-t-m Vol 38.03 Underlying Price 381.900 Time to expiry: 115 Days Dec 10 222.000 1.00 85.46 0 0 0| 0 0 0 0 160 202.250 0.99 80.51 0 0 0| 0 0 0 0 180 182.250 0.99 73.60 0 0 0| 0 0 0 0 200 162.500 0.99 64.68 0 0 0| 0 0 0 0 220 142.500 0.99 55.88 0 0 0| 0 60 0 0 240 104.250 0.93 51.12 0 0 0| 0 32 0 0 280 86.000 0.88 47.49 0 0 0| 0 25 0 0 300 69.250 0.81 45.10 0 0 0| 0 24 0 0 320 52.500 0.74 40.48 0 0 0| 0 75 0 0 340 39.250 0.63 38.80 0 0 0| 0 72 0 0 360 29.000 0.52 38.12 0 0 0| 1 340 -1 0 380 22.000 20.750 0.41 37.20 22.000 22.000 0 0 15| 0 337 0 0 400 14.000 0.32 36.21 0 0 0| 12 455 +12 0 420 9.000 0.23 34.94 0 0 0| 2 129 0 0 440 3.250 0.11 33.30 0 0 0| 0 124 0 0 480 0.250 0.01 30.76 0 0 0| 0 49 0 0 560 Total 0 0 15| 15 1,722 +11 0 Indicative a-t-m Vol 37.55 Underlying Price 381.900 Time to expiry: 206 Days Mar 11 142.750 0.97 47.78 0 0 0| 0 320 0 0 240 107.000 0.88 45.84 0 0 0| 0 40 0 0 280 91.000 0.82 44.20 0 0 0| 0 2 0 0 300 76.250 0.75 42.55 0 0 0| 0 21 0 0 320 62.500 0.68 40.82 0 0 0| 0 36 0 0 340 49.500 0.61 38.55 0 0 0| 0 36 0 0 360 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 39.500 0.53 37.64 0 0 0| 0 40 0 0 380 30.750 0.46 36.81 0 0 0| 0 71 0 0 400 23.000 0.38 35.44 0 0 0| 0 194 0 0 420 17.000 16.750 0.31 34.27 17.000 17.000 0 0 4| 0 123 0 0 440 Total 0 0 4| 0 883 0 0 Indicative a-t-m Vol 36.74 Underlying Price 381.900 Time to expiry: 297 Days Jun 11 143.000 0.97 49.06 0 0 0| 0 100 0 0 240 107.000 0.87 44.54 0 0 0| 0 25 0 0 280 91.000 0.81 42.65 0 0 0| 0 16 0 0 300 76.750 0.74 41.13 0 0 0| 0 40 0 0 320 64.250 0.68 40.11 0 0 0| 0 0 0 0 340 51.500 0.61 38.06 0 0 0| 0 23 0 0 360 41.250 0.54 36.86 0 0 0| 0 141 0 0 380 32.250 0.46 35.61 0 0 0| 0 79 0 0 400 24.750 0.39 34.45 0 0 0| 0 14 0 0 420 19.250 0.32 33.86 0 0 0| 1 15 0 0 440 10.250 0.21 32.24 0 0 0| 0 0 0 0 480 2.500 0.06 29.68 0 0 0| 0 0 0 0 560 Total 0 0 0| 1 453 0 0 Indicative a-t-m Vol 38.45 Underlying Price 381.900 Time to expiry: 479 Days Dec 11 222.250 0.99 71.05 0 0 0| 0 0 0 0 160 202.500 0.99 63.89 0 0 0| 0 0 0 0 180 183.000 0.97 59.04 0 0 0| 0 0 0 0 200 164.000 0.95 54.18 0 0 0| 0 0 0 0 220 145.250 0.92 50.22 0 0 0| 0 0 0 0 240 110.750 0.83 44.00 0 0 0| 0 0 0 0 280 86.250 0.71 43.70 0 0 0| 0 0 0 0 320 62.000 0.60 39.83 0 0 0| 0 1 0 0 360 43.250 0.49 37.32 0 0 0| 0 0 0 0 400 25.500 0.36 32.94 0 0 0| 0 10 0 0 440 19.750 0.29 34.53 0 0 0| 0 0 0 0 480 13.750 0.20 37.97 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 11 0 0 Indicative a-t-m Vol 38.86 Underlying Price 381.900 Time to expiry: 661 Days Jun 12 115.000 0.80 46.35 0 0 0| 0 0 0 0 280 90.250 0.71 43.89 0 0 0| 0 0 0 0 320 66.750 0.61 40.02 0 0 0| 0 0 0 0 360 49.000 0.50 37.90 0 0 0| 0 0 0 0 400 31.750 0.39 34.17 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.33 Underlying Price 381.900 Time to expiry: 850 Days Dec 12 159.000 0.84 62.48 0 0 0| 0 0 0 0 240 129.250 0.78 54.92 0 0 0| 0 0 0 0 280 97.750 0.70 46.40 0 0 0| 0 0 0 0 320 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 26 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 | 71.000 0.61 40.23 0 0 0| 0 0 0 0 360 55.000 0.52 38.59 0 0 0| 0 0 0 0 400 41.500 0.43 36.95 0 0 0| 0 0 0 0 440 32.750 0.36 36.46 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Calls 0 0 213| 556 7,640 -3,617 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 27 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 260 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -76 0 280 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -87 0 290 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -24 0 300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -136 0 310 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -147 0 320 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -74 0 330 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -105 0 340 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -17 0 350 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -101 0 360 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -2,455 0 370 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -417 0 380 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 390 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -34 0 400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 420 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 440 TotalN/A N/A N/A | N/A N/A -3,673 0 Indicative a-t-m Vol 40.41 Underlying Price 381.900 Time to expiry: 24 Days Sep 10 0.250 -0.01 78.74 0 0 0| 0 12 0 0 240 0.250 -0.01 67.30 0 0 0| 0 0 0 0 260 0.500 -0.02 58.47 0 0 0| 0 82 0 0 280 0.750 -0.03 51.80 0 0 0| 0 4,188 0 0 300 1.000 -0.04 49.15 0 0 0| 0 2 0 0 310 1.500 -0.07 46.90 0 0 0| 0 615 0 0 320 2.250 -0.10 45.03 0 0 0| 0 15 0 0 330 3.250 -0.14 43.22 0 0 0| 0 1,714 0 0 340 4.250 5.250 -0.20 43.46 5.000 4.250 0 0 11| 35 115 +35 0 350 6.500 7.500 -0.28 42.02 6.500 6.000 S 0 0 14| 6 309 +6 0 360 10.750 10.500 -0.36 40.20 10.750 S 10.750 S 0 0 3| 10 139 +10 0 370 15.000 15.000 -0.46 40.48 15.000 15.000 0 0 1| 20 568 0 0 380 20.500 -0.56 40.11 0 0 0| 0 10 0 0 390 26.750 -0.65 40.06 0 0 0| 10 585 +10 0 400 41.750 -0.81 38.91 0 0 0| 0 18 0 0 420 60.250 -0.89 42.83 0 0 0| 0 23 0 0 440 79.500 -0.93 47.43 0 0 0| 0 15 0 0 460 98.500 -0.97 45.97 0 0 0| 0 12 0 0 480 178.250 -0.99 60.10 0 0 0| 0 3 0 0 560 Total 0 0 29| 81 8,425 +61 0 Indicative a-t-m Vol 38.16 Underlying Price 381.900 Time to expiry: 52 Days Oct 10 1.000 -0.04 44.37 0 0 0| 0 20 0 0 280 2.250 -0.08 42.97 0 0 0| 0 32 0 0 300 4.000 4.750 -0.14 40.92 5.000 4.000 S 0 0 20| 8 18 +8 0 320 6.750 -0.19 40.76 0 0 0| 0 63 0 0 330 9.250 9.750 -0.25 41.33 9.250 9.250 0 0 25| 0 31 0 0 340 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 28 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 | 12.750 -0.31 40.84 0 0 0| 0 55 0 0 350 16.500 -0.38 40.29 0 0 0| 1 26 +1 0 360 21.000 -0.45 39.41 0 0 0| 0 20 0 0 370 25.500 -0.52 38.04 0 0 0| 101 100 +82 0 380 32.000 -0.59 38.67 0 0 0| 0 0 0 0 390 35.000 38.000 -0.67 36.75 35.000 35.000 0 0 2| 0 6 0 0 400 53.000 -0.79 36.06 0 0 0| 0 1 0 0 420 70.500 -0.87 36.47 0 0 0| 0 0 0 0 440 Total 0 0 47| 110 372 +91 0 Indicative a-t-m Vol 38.86 Underlying Price 381.900 Time to expiry: 87 Days Nov 10 15.250 -0.29 41.46 0 0 0| 0 0 0 0 340 23.000 -0.39 40.38 0 0 0| 0 0 0 0 360 27.250 -0.45 39.58 0 0 0| 0 0 0 0 370 29.000 32.500 -0.50 38.99 33.000 29.000 S 0 0 14| 0 0 0 0 380 36.500 38.000 -0.56 38.36 36.500 36.500 0 0 26| 0 0 0 0 390 42.500 44.000 -0.61 37.83 42.500 42.500 0 0 16| 0 0 0 0 400 57.250 -0.73 35.49 0 0 0| 0 0 0 0 420 74.000 -0.80 36.63 0 0 0| 0 0 0 0 440 Total 0 0 56| 0 0 0 0 Indicative a-t-m Vol 38.38 Underlying Price 381.900 Time to expiry: 115 Days Dec 10 0.500 -0.01 71.30 0 0 0| 0 70 0 0 160 1.000 -0.02 66.41 0 0 0| 0 15 0 0 180 1.000 -0.02 58.49 0 0 0| 0 15 0 0 200 1.000 -0.02 50.97 0 0 0| 0 71 0 0 220 2.250 -0.04 50.31 0 0 0| 0 156 0 0 240 5.500 -0.11 45.82 0 0 0| 0 173 0 0 280 9.250 -0.16 45.05 0 0 0| 0 110 0 0 300 12.750 13.500 -0.23 43.43 12.750 12.750 0 0 20| 0 309 0 0 320 19.500 -0.30 41.85 0 0 0| 0 230 0 0 340 27.000 -0.39 40.18 0 0 0| 0 320 0 0 360 36.000 -0.49 38.46 0 0 0| 0 289 0 0 380 47.750 -0.59 37.68 0 0 0| 10 103 +10 0 400 61.000 -0.68 36.62 0 0 0| 0 9 0 0 420 76.500 -0.76 36.01 0 0 0| 0 15 0 0 440 110.250 -0.90 33.35 0 0 0| 0 35 0 0 480 188.000 -0.97 37.08 0 0 0| 0 47 0 0 560 Total 0 0 20| 10 1,967 +10 0 Indicative a-t-m Vol 38.25 Underlying Price 381.900 Time to expiry: 206 Days Mar 11 6.750 -0.09 50.58 0 0 0| 0 65 0 0 240 12.750 -0.16 46.63 0 0 0| 0 42 0 0 280 16.250 -0.20 43.59 0 0 0| 0 270 0 0 300 21.750 -0.26 42.07 0 0 0| 0 111 0 0 320 28.750 -0.32 40.73 0 0 0| 0 36 0 0 340 34.250 37.000 -0.39 39.72 34.250 34.250 0 0 15| 0 57 0 0 360 46.500 -0.47 38.35 0 0 0| 0 4 0 0 380 57.500 -0.54 37.37 0 0 0| 0 61 0 0 400 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 29 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 | 70.250 -0.61 36.66 0 0 0| 0 4 0 0 420 82.750 -0.70 34.21 0 0 0| 0 1 0 0 440 Total 0 0 15| 0 651 0 0 Indicative a-t-m Vol 36.78 Underlying Price 381.900 Time to expiry: 297 Days Jun 11 12.000 -0.13 47.92 0 0 0| 0 4 0 0 240 20.250 -0.21 44.16 0 0 0| 0 85 0 0 280 25.000 -0.25 41.70 0 0 0| 0 29 0 0 300 29.500 31.750 -0.31 40.12 29.500 29.500 0 0 20| 1 320 +1 0 320 39.750 -0.37 38.84 0 0 0| 0 52 0 0 340 47.000 49.000 -0.44 37.78 47.000 47.000 0 0 2| 0 28 0 0 360 59.750 -0.50 36.88 0 0 0| 0 5 0 0 380 72.000 -0.57 35.87 0 0 0| 0 23 0 0 400 83.500 -0.64 33.72 0 0 0| 0 2 0 0 420 98.500 -0.70 33.17 0 0 0| 0 7 0 0 440 130.000 -0.81 31.38 0 0 0| 0 21 0 0 480 202.750 -0.95 28.70 0 0 0| 0 1 0 0 560 Total 0 0 22| 1 577 +1 0 Indicative a-t-m Vol 39.16 Underlying Price 381.900 Time to expiry: 479 Days Dec 11 16.250 -0.08 71.05 0 0 0| 0 0 0 0 160 17.250 -0.10 63.89 0 0 0| 0 0 0 0 180 19.500 -0.12 59.04 0 0 0| 0 500 0 0 200 21.750 -0.14 54.18 0 0 0| 0 0 0 0 220 24.750 -0.17 50.22 0 0 0| 0 0 0 0 240 33.000 -0.24 44.00 0 0 0| 0 0 0 0 280 53.500 -0.33 45.00 0 0 0| 0 0 0 0 320 68.250 -0.43 39.79 0 0 0| 0 0 0 0 360 92.500 -0.53 38.65 0 0 0| 0 0 0 0 400 120.000 -0.62 37.68 0 0 0| 0 0 0 0 440 151.750 -0.70 37.63 0 0 0| 0 0 0 0 480 220.750 -0.81 37.74 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 500 0 0 Indicative a-t-m Vol 38.85 Underlying Price 381.900 Time to expiry: 661 Days Jun 12 47.500 -0.27 45.00 0 0 0| 0 0 0 0 280 69.750 -0.35 45.57 0 0 0| 0 0 0 0 320 84.500 -0.44 40.01 0 0 0| 0 0 0 0 360 107.750 -0.53 37.90 0 0 0| 0 0 0 0 400 132.500 -0.63 35.14 0 0 0| 0 0 0 0 440 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 39.21 Underlying Price 381.900 Time to expiry: 850 Days Dec 12 63.250 -0.21 62.48 0 0 0| 0 0 0 0 240 75.500 -0.27 55.87 0 0 0| 0 0 0 0 280 81.500 -0.35 45.80 0 0 0| 0 0 0 0 320 96.250 -0.43 40.24 0 0 0| 0 0 0 0 360 120.000 -0.52 38.36 0 0 0| 0 0 0 0 400 146.750 -0.59 36.80 0 0 0| 0 0 0 0 440 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 177.250 -0.66 36.28 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Total Puts 0 0 189| 202 12,492 -3,510 0 Grand Total 0 23,600 24,002| 758 43,732 -7,127 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 31 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 260 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 280 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 290 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -25 0 310 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 320 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 330 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 340 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 360 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 380 TotalN/A N/A N/A | N/A N/A -25 0 Indicative a-t-m Vol 24.37 Underlying Price 298.300 Time to expiry: 24 Days Sep 10 39.000 0.95 33.71 0 0 0| 0 0 0 0 260 20.500 0.82 27.43 0 0 0| 0 2 0 0 280 12.750 0.68 25.27 0 0 0| 0 0 0 0 290 6.750 0.48 24.27 0 0 0| 0 1 0 0 300 2.500 3.500 0.29 24.98 2.500 2.500 0 0 3| 0 1,000 +1,000 0 310 1.500 0.15 25.01 0 0 0| 0 108 0 0 320 1.250 0.12 31.03 0 0 0| 0 1,364 0 0 330 1.000 0.08 35.06 0 0 0| 0 3,396 0 0 340 0.250 0.02 35.79 0 0 0| 0 1,949 0 0 360 0.250 0.02 44.01 0 0 0| 0 114 0 0 380 0.250 0.02 51.81 0 0 0| 0 215 0 0 400 0.250 0.01 65.64 0 0 0| 0 5 0 0 440 Total 0 0 3| 0 8,154 +1,000 0 Indicative a-t-m Vol 25.57 Underlying Price 298.300 Time to expiry: 52 Days Oct 10 40.250 0.90 29.85 0 0 0| 0 0 0 0 260 23.250 0.75 26.73 0 0 0| 0 0 0 0 280 16.250 0.64 25.58 0 0 0| 0 0 0 0 290 11.000 0.50 25.57 0 0 0| 0 0 0 0 300 6.750 0.37 25.21 0 0 0| 0 1 0 0 310 4.250 0.25 25.57 0 0 0| 0 33 0 0 320 2.250 0.16 24.89 0 0 0| 0 3 0 0 330 1.000 0.09 24.54 0 0 0| 0 1,020 0 0 340 0.250 0.02 22.38 0 0 0| 0 0 0 0 360 0.250 0.02 30.17 0 0 0| 0 0 0 0 380 Total 0 0 0| 0 1,057 0 0 Indicative a-t-m Vol 26.18 Underlying Price 298.300 Time to expiry: 87 Days Nov 10 41.000 0.88 29.96 0 0 0| 0 0 0 0 260 24.500 0.73 27.26 0 0 0| 0 0 0 0 280 18.250 0.62 27.03 0 0 0| 0 0 0 0 290 12.750 0.50 26.09 0 0 0| 0 0 0 0 300 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 32 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 | 8.750 0.38 25.93 0 0 0| 0 0 0 0 310 5.500 0.28 25.56 0 0 0| 0 0 0 0 320 1.750 0.11 23.67 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 26.42 Underlying Price 298.300 Time to expiry: 115 Days Dec 10 59.750 0.94 32.13 0 0 0| 0 0 0 0 240 25.750 26.000 0.70 27.66 25.750 S 25.750 S 0 0 25| 0 0 0 0 280 14.250 14.500 0.49 26.35 14.250 14.250 0 0 6| 0 2 0 0 300 7.250 7.250 0.30 25.90 7.250 6.750 0 0 52| 0 166 0 0 320 3.500 0.17 25.72 0 0 0| 0 2,225 0 0 340 1.750 0.09 26.10 0 0 0| 25 6,025 +25 0 360 1.000 0.05 27.83 0 0 0| 0 4,072 0 0 380 1.000 0.05 32.02 0 0 0| 0 129 0 0 400 0.250 0.01 31.02 0 0 0| 0 5 0 0 440 Total 0 0 83| 25 12,624 +25 0 Indicative a-t-m Vol 25.86 Underlying Price 298.300 Time to expiry: 206 Days Mar 11 61.000 0.89 30.56 0 0 0| 0 0 0 0 240 44.250 0.79 28.64 0 0 0| 0 0 0 0 260 30.250 0.65 27.08 0 0 0| 0 2 0 0 280 19.500 0.49 25.79 0 0 0| 0 5 0 0 300 11.250 11.750 0.35 25.09 11.250 11.250 0 0 4| 0 25 0 0 320 7.000 0.24 24.78 0 0 0| 0 10 0 0 340 4.000 0.15 24.86 0 0 0| 0 10 0 0 360 Total 0 0 4| 0 52 0 0 Total Calls 0 0 90| 25 21,887 +1,000 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 33 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 260 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 280 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 290 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 310 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -7 0 320 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -25 0 330 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 340 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 360 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 380 TotalN/A N/A N/A | N/A N/A -32 0 Indicative a-t-m Vol 25.60 Underlying Price 298.300 Time to expiry: 24 Days Sep 10 0.500 -0.05 32.38 0 0 0| 0 0 0 0 260 2.250 -0.18 28.14 0 0 0| 0 2,062 0 0 280 4.500 -0.33 26.24 0 0 0| 0 0 0 0 290 9.000 8.750 -0.52 25.53 9.000 9.000 0 0 1| 0 345 0 0 300 14.750 14.750 -0.72 24.17 14.750 14.750 0 0 1| 0 38 0 0 310 23.000 -0.85 25.12 0 0 0| 0 3,117 0 0 320 32.250 -0.93 25.68 0 0 0| 0 0 0 0 330 42.000 -0.96 28.32 0 0 0| 0 262 0 0 340 62.000 61.750 -0.98 35.43 63.000 S 62.000 0 0 8| 0 107 -10 10 360 82.000 -0.97 47.22 0 0 0| 0 0 0 0 380 102.500 -0.96 63.47 0 0 0| 0 4 0 0 400 141.750 -0.99 65.64 0 0 0| 0 0 0 0 440 Total 0 0 10| 0 5,935 -10 10 Indicative a-t-m Vol 25.75 Underlying Price 298.300 Time to expiry: 52 Days Oct 10 1.750 -0.10 29.89 0 0 0| 0 0 0 0 260 5.000 -0.25 27.54 0 0 0| 0 4,164 0 0 280 8.000 -0.37 26.14 0 0 0| 0 0 0 0 290 12.500 -0.50 25.70 0 0 0| 0 13 0 0 300 17.750 -0.64 24.21 0 0 0| 0 6 0 0 310 25.500 -0.75 25.00 0 0 0| 0 80 0 0 320 33.750 -0.84 25.01 0 0 0| 0 5 0 0 330 42.750 -0.91 25.20 0 0 0| 0 0 0 0 340 62.500 -0.94 31.38 0 0 0| 0 0 0 0 360 82.500 -0.94 39.65 0 0 0| 0 0 0 0 380 Total 0 0 0| 0 4,268 0 0 Indicative a-t-m Vol 24.90 Underlying Price 298.300 Time to expiry: 87 Days Nov 10 4.250 -0.18 28.36 0 0 0| 0 0 0 0 260 10.000 -0.35 26.89 0 0 0| 0 0 0 0 280 14.000 -0.46 25.99 0 0 0| 0 0 0 0 290 18.750 -0.57 24.78 0 0 0| 0 0 0 0 300 26.000 -0.66 25.67 0 0 0| 0 0 0 0 310 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 34 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 | 33.000 -0.76 24.56 0 0 0| 0 0 0 0 320 50.250 -0.88 25.12 0 0 0| 0 0 0 0 340 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.89 Underlying Price 298.300 Time to expiry: 115 Days Dec 10 2.750 -0.11 30.20 0 0 0| 0 0 0 0 240 11.750 11.750 -0.36 26.62 11.750 S 11.750 S 0 0 25| 12 3,202 +12 0 280 20.500 20.750 -0.55 24.80 20.500 20.500 0 0 10| 20 2,202 +10 0 300 35.250 -0.71 25.84 0 0 0| 0 89 0 0 320 51.000 -0.86 24.31 0 0 0| 0 170 0 0 340 69.500 -0.92 25.33 0 0 0| 0 82 0 0 360 88.500 -0.97 23.88 0 0 0| 0 35 0 0 380 108.250 -0.99 24.01 0 0 0| 0 14 0 0 400 148.250 -1.00 19.28 0 0 0| 0 0 0 0 440 Total 0 0 35| 32 5,794 +22 0 Indicative a-t-m Vol 24.81 Underlying Price 298.300 Time to expiry: 206 Days Mar 11 6.000 -0.16 29.39 0 0 0| 0 10 0 0 240 10.000 -0.25 27.52 0 0 0| 0 5 0 0 260 17.500 -0.38 26.98 0 0 0| 0 64 0 0 280 26.000 -0.52 24.69 0 0 0| 0 8 0 0 300 39.500 -0.65 25.18 0 0 0| 0 4 0 0 320 54.250 54.000 -0.78 23.92 54.250 S 54.250 S 0 0 3| 0 6 0 0 340 71.000 -0.87 23.58 0 0 0| 0 0 0 0 360 Total 0 0 3| 0 97 0 0 Total Puts 0 0 48| 32 16,094 -20 10 Grand Total 0 11,000 11,138| 57 48,981 +980 10 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 35 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 220 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -300 0 240 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -398 0 260 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -73 0 280 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -5,835 0 300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 310 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -2,861 0 320 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -152 0 330 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -6,422 0 340 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -100 0 350 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3,689 0 360 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -25 0 380 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -101 0 400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 440 TotalN/A N/A N/A | N/A N/A -19,956 0 Indicative a-t-m Vol 43.88 Underlying Price 309.150 Time to expiry: 24 Days Sep 10 109.750 0.98 87.48 0 0 0| 0 17 0 0 200 90.000 0.97 74.84 0 0 0| 0 0 0 0 220 70.750 0.94 66.59 0 0 0| 0 2,650 0 0 240 52.500 0.88 61.27 0 0 0| 0 26 0 0 260 35.250 0.78 53.99 0 0 0| 0 5,652 0 0 280 20.250 0.62 47.39 0 0 0| 0 10,033 0 0 300 13.750 0.52 43.88 0 0 0| 25 40 +25 0 310 8.750 9.000 0.40 41.58 8.750 8.000 0 0 75| 109 20,091 -22 0 320 5.750 0.29 40.70 0 0 0| 101 9,182 +78 0 330 3.000 0.19 38.66 0 0 0| 35 8,677 +10 0 340 2.250 0.14 41.30 0 0 0| 0 2,685 0 0 350 2.250 0.13 48.16 0 0 0| 220 17,504 +1,500 0 360 0.750 0.04 44.80 0 0 0| 0 14,945 0 0 380 0.500 0.03 51.56 0 0 0| 0 21,680 0 0 400 0.250 0.02 55.07 0 0 0| 0 1,256 0 0 420 0.250 0.01 57.56 0 0 0| 0 479 0 0 440 CAB 0.00 60.65 0 0 0| 0 990 0 0 480 Total 0 0 75| 490 115,907 +1,591 0 Indicative a-t-m Vol 44.92 Underlying Price 309.150 Time to expiry: 52 Days Oct 10 92.250 0.93 68.01 0 0 0| 0 0 0 0 220 74.250 0.88 62.91 0 0 0| 0 0 0 0 240 56.750 0.82 57.32 0 0 0| 0 0 0 0 260 41.000 0.73 52.28 0 0 0| 0 26 0 0 280 24.750 27.250 0.60 47.88 24.750 24.750 0 0 7| 0 44 0 0 300 20.750 0.53 44.92 0 0 0| 0 1 0 0 310 15.750 15.750 0.45 43.05 15.750 15.750 0 0 40| 35 41 +35 0 320 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 36 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 | 11.500 0.37 41.83 0 0 0| 10 60 0 0 330 8.500 8.250 0.30 40.19 8.500 S 8.500 S 0 0 5| 24 134 +2 0 340 5.500 0.22 38.60 0 0 0| 10 33 +10 0 350 3.750 0.17 38.04 0 0 0| 0 365 0 0 360 2.500 0.11 41.05 0 0 0| 0 0 0 0 380 2.250 0.09 48.12 0 0 0| 0 50 0 0 400 0.750 0.04 48.73 0 0 0| 0 0 0 0 440 Total 0 0 52| 79 754 +47 0 Indicative a-t-m Vol 44.98 Underlying Price 309.150 Time to expiry: 87 Days Nov 10 46.500 0.70 51.71 0 0 0| 0 0 0 0 280 33.250 0.60 47.44 0 0 0| 0 0 0 0 300 26.750 0.54 44.98 0 0 0| 0 0 0 0 310 21.750 0.48 43.81 0 0 0| 0 0 0 0 320 17.500 0.42 42.50 0 0 0| 0 0 0 0 330 13.250 0.36 40.74 0 0 0| 0 0 0 0 340 7.750 0.24 38.95 0 1,152 1,152| 0 0 0 0 360 Total 0 1,152 1,152| 0 0 0 0 Indicative a-t-m Vol 46.04 Underlying Price 309.150 Time to expiry: 115 Days Dec 10 269.250 1.00 87.61 0 0 0| 0 0 0 0 40 261.250 1.00 85.17 0 0 0| 0 0 0 0 48 249.250 1.00 85.17 0 0 0| 0 0 0 0 60 229.250 1.00 84.21 0 0 0| 0 0 0 0 80 221.250 1.00 84.21 0 0 0| 0 0 0 0 88 213.500 1.00 82.75 0 0 0| 0 0 0 0 96 209.500 1.00 81.79 0 0 0| 0 25 0 0 100 189.750 0.99 81.02 0 0 0| 0 0 0 0 120 170.500 0.98 78.22 0 0 0| 0 0 0 0 140 151.250 0.97 73.85 0 0 0| 0 55 0 0 160 133.250 0.94 73.19 0 0 0| 0 275 0 0 180 115.250 115.000 0.91 68.09 115.250 115.250 0 0 25| 0 50 0 0 200 97.750 0.87 64.27 0 0 0| 0 64 0 0 220 81.250 0.82 60.38 0 0 0| 0 2,885 0 0 240 65.000 0.76 55.41 0 0 0| 0 1,021 0 0 260 55.250 0.72 52.71 0 0 0| 0 8,202 -5,000 0 273 50.750 0.69 52.00 0 0 0| 0 2,290 0 0 280 37.500 0.60 48.04 0 0 0| 0 4,831 0 0 300 30.250 0.54 45.64 0 0 0| 0 7,178 0 0 312 26.250 0.50 44.50 0 0 0| 10 8,456 +260 0 320 17.000 0.39 41.45 0 0 0| 30 6,316 -10 0 340 12.500 0.32 39.14 0 0 0| 0 21,159 +4,000 0 351 10.000 0.27 37.94 0 0 0| 0 11,466 0 0 360 5.250 0.17 35.35 0 0 0| 0 5,746 0 0 380 4.250 0.15 35.95 0 0 0| 0 30,354 -6,362 0 390 0.500 0.03 36.37 0 0 0| 0 13,085 0 0 467 0.500 0.02 36.66 0 0 0| 0 600 0 0 480 Total 0 0 25| 40 124,058 -7,112 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | Indicative a-t-m Vol 44.62 Underlying Price 309.150 Time to expiry: 206 Days Mar 11 119.500 0.88 63.14 0 0 0| 0 33 0 0 200 86.750 0.80 55.27 0 0 0| 26 129 +26 0 240 58.250 0.68 49.08 0 0 0| 0 132 0 0 280 46.000 0.60 46.23 0 0 0| 0 0 0 0 300 34.500 0.52 43.00 0 0 0| 0 4,651 0 0 320 25.500 0.44 40.97 0 0 0| 0 0 0 0 340 18.000 0.35 38.96 0 0 0| 0 5,359 0 0 360 8.250 0.20 36.21 0 0 0| 0 583 0 0 400 3.250 0.10 33.98 0 0 0| 0 4,580 0 0 440 2.250 0.07 36.86 0 0 0| 0 529 0 0 480 Total 0 0 0| 26 15,996 +26 0 Indicative a-t-m Vol 42.59 Underlying Price 309.150 Time to expiry: 297 Days Jun 11 123.000 0.86 60.43 0 0 0| 0 25 0 0 200 91.250 0.78 52.79 0 0 0| 0 12 0 0 240 62.500 0.67 46.17 0 0 0| 0 22 0 0 280 50.500 0.60 43.60 0 0 0| 0 0 0 0 300 40.250 0.53 41.58 0 0 0| 0 3,692 0 0 320 30.750 31.000 0.46 39.65 30.750 30.750 0 0 25| 0 0 0 0 340 24.500 23.000 0.38 37.54 24.500 22.500 0 0 123| 0 143 0 0 360 11.500 0.24 34.26 0 0 0| 0 3,318 0 0 400 2.500 0.07 31.25 0 0 0| 0 330 0 0 480 Total 0 0 148| 0 7,542 0 0 Indicative a-t-m Vol 44.47 Underlying Price 309.150 Time to expiry: 479 Days Dec 11 269.250 1.00 79.32 0 0 0| 0 0 0 0 40 261.250 1.00 78.46 0 0 0| 0 0 0 0 48 249.250 1.00 77.18 0 0 0| 0 0 0 0 60 230.000 0.99 75.25 0 0 0| 0 0 0 0 80 222.500 0.98 74.39 0 0 0| 0 0 0 0 88 215.250 0.98 73.00 0 0 0| 0 0 0 0 96 194.250 0.95 70.15 0 0 0| 0 0 0 0 120 177.500 0.93 67.45 0 0 0| 0 0 0 0 140 161.500 0.90 64.74 0 0 0| 0 0 0 0 160 146.250 0.87 62.30 0 0 0| 0 0 0 0 180 130.000 0.84 57.98 0 0 0| 0 0 0 0 200 100.750 0.76 51.86 0 0 0| 0 0 0 0 240 77.000 0.67 48.32 0 0 0| 0 0 0 0 280 54.000 0.56 43.18 0 0 0| 0 6,351 0 0 320 44.250 0.51 41.11 0 0 0| 0 2,762 0 0 340 36.250 0.45 39.81 0 0 0| 0 4,500 0 0 360 23.500 0.34 37.21 0 0 0| 0 10,005 0 0 400 9.000 0.17 34.12 0 0 0| 0 12 0 0 480 Total 0 0 0| 0 23,630 0 0 Indicative a-t-m Vol 47.30 Underlying Price 309.150 Time to expiry: 661 Days Jun 12 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 136.500 0.83 57.64 0 0 0| 0 0 0 0 200 113.250 0.76 55.24 0 0 0| 0 0 0 0 240 88.250 0.68 50.02 0 0 0| 0 0 0 0 280 67.750 0.60 46.40 0 0 0| 0 0 0 0 320 50.750 0.51 43.49 0 0 0| 0 0 0 0 360 37.750 0.42 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 46.53 Underlying Price 309.150 Time to expiry: 850 Days Dec 12 139.500 0.83 54.66 0 0 0| 0 0 0 0 200 119.000 0.76 53.83 0 0 0| 0 0 0 0 240 97.000 0.69 50.08 0 0 0| 0 0 0 0 280 74.750 0.61 45.35 0 0 0| 0 0 0 0 320 57.000 0.53 42.09 0 0 0| 0 0 0 0 360 41.000 0.44 38.69 0 0 0| 0 0 0 0 400 13.750 0.22 29.84 0 0 0| 0 15 0 0 480 Total 0 0 0| 0 15 0 0 Total Calls 0 1,152 1,452| 635 287,902 -25,404 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 39 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -86 0 200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -301 0 220 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -5,022 0 240 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -4,799 0 260 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3,596 0 280 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -6,516 0 300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -75 0 310 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -530 0 320 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -476 0 330 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -5,905 0 340 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -25 0 350 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -26 0 360 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 380 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 440 TotalN/A N/A N/A | N/A N/A -27,357 0 Indicative a-t-m Vol 43.88 Underlying Price 309.150 Time to expiry: 24 Days Sep 10 0.500 -0.02 87.48 0 0 0| 0 4,745 0 0 200 0.750 -0.03 74.84 0 0 0| 0 7 0 0 220 1.500 -0.06 66.59 0 0 0| 0 7,194 0 0 240 3.250 -0.12 61.27 0 0 0| 0 1,146 0 0 260 5.750 -0.22 53.64 0 0 0| 0 29,215 +1,020 0 280 10.000 10.750 -0.38 46.93 12.000 9.000 0 0 1,418| 25 16,382 -25 0 300 14.500 -0.49 43.88 0 0 0| 55 65 +30 0 310 19.750 -0.60 41.58 0 0 0| 0 24,595 0 0 320 26.250 -0.71 40.27 0 0 0| 0 9,285 0 0 330 33.750 -0.82 38.33 0 0 0| 0 5,260 0 0 340 43.000 -0.87 41.00 0 0 0| 0 34 0 0 350 53.000 -0.88 47.86 0 0 0| 0 3,069 0 0 360 71.250 -0.96 44.80 0 0 0| 0 2,035 0 0 380 91.250 -0.97 51.56 0 0 0| 0 28,072 0 0 400 111.000 -0.98 55.07 0 0 0| 0 0 0 0 420 131.000 -0.99 57.56 0 0 0| 0 50 0 0 440 170.750 -1.00 60.65 0 0 0| 0 39 0 0 480 Total 0 0 1,418| 80 131,193 +1,025 0 Indicative a-t-m Vol 44.92 Underlying Price 309.150 Time to expiry: 52 Days Oct 10 3.000 -0.07 67.81 0 0 0| 0 5 0 0 220 4.750 -0.12 62.69 0 0 0| 0 34 0 0 240 7.000 7.500 -0.18 57.32 7.000 6.750 S 0 0 15| 0 3,057 0 0 260 11.500 11.500 -0.27 51.99 12.250 11.500 0 0 146| 0 235 0 0 280 18.500 17.750 -0.40 47.88 18.500 17.500 0 0 89| 0 637 0 0 300 21.250 -0.47 44.92 0 0 0| 0 0 0 0 310 25.500 26.250 -0.55 43.05 25.500 25.500 0 0 40| 0 150 0 0 320 32.000 -0.63 41.46 0 0 0| 0 25 0 0 330 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 38.500 -0.71 39.87 0 0 0| 0 35 0 0 340 46.000 -0.78 38.32 0 0 0| 0 0 0 0 350 54.250 -0.84 37.79 0 0 0| 0 0 0 0 360 73.000 -0.90 40.83 0 0 0| 0 0 0 0 380 92.750 -0.91 47.92 0 0 0| 0 0 0 0 400 131.250 -0.97 48.73 0 0 0| 0 0 0 0 440 Total 0 0 290| 0 4,178 0 0 Indicative a-t-m Vol 44.98 Underlying Price 309.150 Time to expiry: 87 Days Nov 10 16.000 17.500 -0.30 51.71 18.250 16.000 0 0 37| 0 0 0 0 280 25.000 24.000 -0.41 47.44 25.000 25.000 0 0 10| 0 0 0 0 300 27.750 -0.46 44.98 0 0 0| 0 0 0 0 310 32.750 -0.52 43.45 0 0 0| 0 0 0 0 320 38.500 -0.59 42.50 0 0 0| 0 0 0 0 330 44.500 -0.65 40.74 0 0 0| 0 0 0 0 340 58.750 -0.76 38.95 0 0 0| 0 0 0 0 360 Total 0 0 47| 0 0 0 0 Indicative a-t-m Vol 46.04 Underlying Price 309.150 Time to expiry: 115 Days Dec 10 CAB 0.00 87.61 0 0 0| 0 0 0 0 40 CAB 0.00 85.17 0 0 0| 0 0 0 0 48 CAB 0.00 85.17 0 0 0| 0 0 0 0 60 CAB 0.00 84.21 0 0 0| 0 0 0 0 80 CAB 0.00 84.21 0 0 0| 0 0 0 0 88 0.250 0.00 82.75 0 0 0| 0 25 0 0 96 0.250 0.00 81.79 0 0 0| 0 50 0 0 100 0.500 -0.01 81.02 0 0 0| 0 314 0 0 120 1.250 -0.02 78.22 0 0 0| 0 2,174 0 0 140 2.250 -0.04 73.85 0 0 0| 0 4,771 0 0 160 4.250 -0.06 73.19 0 0 0| 0 7,037 0 0 180 6.000 -0.09 68.09 0 0 0| 0 4,589 0 0 200 9.000 8.750 -0.13 64.27 9.000 9.000 0 0 10| 0 805 0 0 220 12.250 -0.18 60.38 0 0 0| 5 6,359 0 0 240 16.000 -0.24 55.41 0 0 0| 0 1,305 0 0 260 19.250 -0.29 52.71 0 0 0| 17 8,947 +17 0 273 21.250 21.750 -0.32 52.00 21.250 21.250 0 0 30| 0 16,475 0 0 280 28.000 28.500 -0.40 48.04 28.000 28.000 0 0 25| 0 19,358 0 0 300 33.500 -0.46 45.64 0 0 0| 0 20,840 0 0 312 37.250 -0.51 44.50 0 0 0| 0 21,145 +220 0 320 48.250 -0.62 41.45 0 0 0| 0 7,402 0 0 340 54.750 -0.68 39.14 0 0 0| 0 3,219 0 0 351 61.000 -0.73 37.94 0 0 0| 0 2,085 0 0 360 76.250 -0.83 35.35 0 0 0| 0 508 0 0 380 85.500 -0.85 35.95 0 0 0| 0 8,138 0 0 390 158.750 -0.97 36.37 0 0 0| 0 52 0 0 467 172.750 -0.95 45.30 0 0 0| 0 107 0 0 480 Total 0 0 65| 22 135,705 +237 0 Indicative a-t-m Vol 44.62 Underlying Price 309.150 Time to expiry: 206 Days Mar 11 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 11.500 -0.13 62.92 0 0 0| 0 252 0 0 200 19.000 19.000 -0.21 55.27 19.000 19.000 0 0 26| 0 1,265 0 0 240 29.750 30.750 -0.33 49.08 29.750 29.750 0 0 25| 0 1,771 0 0 280 37.000 38.500 -0.41 46.23 37.000 37.000 0 0 25| 0 0 0 0 300 46.250 47.000 -0.49 43.00 46.250 46.250 0 0 50| 26 6,658 +11 0 320 58.250 -0.57 40.97 0 0 0| 0 0 0 0 340 70.750 -0.65 38.96 0 0 0| 0 384 0 0 360 101.000 -0.80 36.08 0 0 0| 0 75 0 0 400 136.000 -0.90 33.77 0 0 0| 0 25 0 0 440 174.750 -0.93 36.68 0 0 0| 0 50 0 0 480 Total 0 0 126| 26 10,480 +11 0 Indicative a-t-m Vol 42.59 Underlying Price 309.150 Time to expiry: 297 Days Jun 11 16.250 -0.15 60.43 0 0 0| 0 2,347 0 0 200 24.750 -0.23 52.79 0 0 0| 0 4,047 0 0 240 36.000 -0.34 46.17 0 0 0| 0 27 0 0 280 44.000 -0.40 43.60 0 0 0| 0 79 0 0 300 53.750 -0.47 41.58 0 0 0| 0 3,074 0 0 320 64.500 -0.54 39.65 0 0 0| 0 25 0 0 340 76.500 -0.62 37.54 0 0 0| 0 35 0 0 360 104.750 -0.76 34.26 0 0 0| 0 25 0 0 400 175.500 -0.93 31.25 0 0 0| 0 25 0 0 480 Total 0 0 0| 0 9,684 0 0 Indicative a-t-m Vol 44.47 Underlying Price 309.150 Time to expiry: 479 Days Dec 11 0.500 0.00 79.32 0 0 0| 0 0 0 0 40 0.750 -0.01 78.46 0 0 0| 0 0 0 0 48 1.500 -0.01 77.18 0 0 0| 0 0 0 0 60 3.250 -0.02 75.25 0 0 0| 0 0 0 0 80 4.250 -0.03 74.39 0 0 0| 0 0 0 0 88 5.000 -0.04 73.00 0 0 0| 0 0 0 0 96 8.750 -0.06 70.15 0 0 0| 0 0 0 0 120 12.250 -0.08 67.45 0 0 0| 0 0 0 0 140 16.500 -0.11 64.74 0 0 0| 0 0 0 0 160 21.500 -0.14 62.30 0 0 0| 0 356 0 0 180 25.000 -0.17 57.98 0 0 0| 0 124 0 0 200 35.500 -0.24 51.86 0 0 0| 0 739 0 0 240 51.500 -0.33 48.32 0 0 0| 0 0 0 0 280 68.000 -0.44 43.18 0 0 0| 0 6,362 0 0 320 78.000 -0.50 41.11 0 0 0| 0 4,500 0 0 340 90.000 -0.55 39.81 0 0 0| 0 4,500 0 0 360 117.000 -0.66 37.21 0 0 0| 0 0 0 0 400 181.500 -0.83 34.12 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 16,581 0 0 Indicative a-t-m Vol 47.30 Underlying Price 309.150 Time to expiry: 661 Days Jun 12 33.750 -0.18 57.64 0 0 0| 0 0 0 0 200 50.000 -0.24 55.24 0 0 0| 0 0 0 0 240 64.500 -0.32 50.02 0 0 0| 0 0 0 0 280 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 83.500 -0.41 46.40 0 0 0| 0 0 0 0 320 105.750 -0.50 43.49 0 0 0| 0 0 0 0 360 132.000 -0.58 41.50 0 0 0| 0 0 0 0 400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 46.53 Underlying Price 309.150 Time to expiry: 850 Days Dec 12 37.750 -0.18 54.66 0 0 0| 0 10 0 0 200 56.500 -0.24 53.83 0 0 0| 0 0 0 0 240 73.500 -0.31 50.08 0 0 0| 0 0 0 0 280 90.250 -0.39 45.35 0 0 0| 0 310 0 0 320 111.500 -0.48 42.09 0 0 0| 0 0 0 0 360 134.250 -0.57 38.69 0 0 0| 0 12 0 0 400 185.250 -0.78 29.84 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 332 0 0 Total Puts 0 0 1,946| 128 308,153 -26,084 0 Grand Total 0 27,152 29,398| 763 622,055 -51,488 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | BG Group plc - STND OPT (BGG) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 840 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 880 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 920 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 960 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 980 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -33 0 1000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -237 0 1050 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -417 0 1100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -23 0 1150 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -89 0 1200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -125 0 1250 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 1300 TotalN/A N/A N/A | N/A N/A -924 0 Indicative a-t-m Vol 44.07 Underlying Price 1074.500 Time to expiry: 24 Days Sep 10 235.500 0.99 43.95 0 0 0| 0 0 0 0 840 196.500 0.97 42.23 0 0 0| 0 0 0 0 880 158.500 0.93 41.47 0 0 0| 0 0 0 0 920 123.500 0.86 41.83 0 0 0| 0 12 0 0 960 107.500 0.82 41.78 0 0 0| 0 0 0 0 980 92.500 0.76 42.01 0 0 0| 0 66 0 0 1000 63.500 61.000 0.60 43.14 63.500 S 63.500 S 0 0 1| 0 82 0 0 1050 43.000 39.500 0.45 45.01 43.000 37.500 S 0 0 4| 8 2,726 +1 0 1100 26.000 28.500 0.33 50.10 27.000 26.000 0 0 231| 454 1,312 -16 0 1150 17.000 18.500 0.23 52.20 17.000 S 17.000 S 0 0 2| 3 517 -3 0 1200 12.500 0.16 54.69 0 0 0| 88 181 +40 0 1250 9.000 0.12 58.16 0 0 0| 50 2,895 +338 0 1300 5.500 0.07 65.72 0 0 0| 0 719 0 0 1400 4.000 0.05 73.32 0 0 0| 0 1 0 0 1500 Total 0 0 238| 603 8,511 +360 0 Indicative a-t-m Vol 39.80 Underlying Price 1074.500 Time to expiry: 52 Days Oct 10 168.000 0.86 40.75 0 0 0| 0 0 0 0 920 136.000 0.80 39.96 0 0 0| 11 0 -11 0 960 120.500 0.76 39.36 0 0 0| 0 0 0 0 980 107.000 0.71 39.36 0 0 0| 0 25 0 0 1000 77.500 0.59 39.57 0 0 0| 0 51 0 0 1050 54.500 0.47 40.04 0 0 0| 1 24 +1 0 1100 39.000 0.36 41.34 0 0 0| 2 17 0 0 1150 27.500 0.28 42.71 0 0 0| 71 178 +34 0 1200 19.500 0.21 44.04 0 0 0| 0 75 0 0 1250 13.000 14.000 0.16 45.35 13.500 13.000 0 0 4| 225 272 +165 0 1300 10.500 0.12 47.22 0 0 0| 17 17 +17 0 1350 Total 0 0 4| 327 659 +206 0 Indicative a-t-m Vol 37.99 Underlying Price 1074.500 Time to expiry: 87 Days Nov 10 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 148.000 0.76 38.56 0 0 0| 0 0 0 0 960 121.000 0.69 38.10 0 0 0| 0 0 0 0 1000 92.500 0.59 37.80 0 0 0| 0 0 0 0 1050 70.000 0.49 38.19 0 0 0| 0 0 0 0 1100 50.500 52.500 0.40 38.63 50.500 50.500 0 0 1| 0 0 0 0 1150 38.500 0.32 39.12 0 0 0| 0 0 0 0 1200 21.000 21.500 0.20 40.66 21.000 21.000 0 0 10| 15 15 +15 0 1300 Total 0 0 11| 15 15 +15 0 Indicative a-t-m Vol 37.18 Underlying Price 1074.500 Time to expiry: 115 Days Dec 10 252.500 0.88 41.36 0 0 0| 0 4 0 0 840 222.500 0.83 42.67 0 0 0| 0 4 0 0 880 188.500 0.79 39.79 0 0 0| 0 16 0 0 920 157.500 0.74 38.02 0 0 0| 0 29 0 0 960 130.000 0.68 37.02 0 0 0| 5 20 -5 0 1000 81.000 80.000 0.50 37.23 81.000 81.000 0 0 10| 52 771 +10 0 1100 46.500 47.500 0.35 37.87 46.500 46.000 0 0 230| 39 4,127 +539 0 1200 27.000 29.500 0.23 39.80 27.000 26.500 0 0 11| 32 262 +24 0 1300 15.000 16.000 0.14 39.65 15.000 13.500 0 0 41| 75 135 +54 0 1400 Total 0 0 292| 203 5,368 +622 0 Indicative a-t-m Vol 34.66 Underlying Price 1074.500 Time to expiry: 206 Days Mar 11 230.000 0.82 34.94 0 0 0| 0 64 0 0 880 176.000 0.72 35.13 0 0 0| 12 35 +12 0 960 153.500 0.66 35.27 0 0 0| 20 48 +20 0 1000 107.000 102.000 0.52 34.45 107.000 99.500 0 0 34| 0 29 0 0 1100 64.500 66.500 0.39 34.49 64.500 64.000 0 0 18| 1 52 0 0 1200 21.500 24.000 0.18 33.37 23.000 21.500 0 0 30| 19 94 +19 0 1400 Total 0 0 82| 52 322 +51 0 Total Calls 0 0 627| 1,200 14,875 +330 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 45 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 840 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -14 0 880 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -23 0 920 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -197 0 960 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -30 0 980 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -151 0 1000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -181 0 1050 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -151 0 1100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 1150 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 1200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 1250 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 1300 TotalN/A N/A N/A | N/A N/A -747 0 Indicative a-t-m Vol 43.47 Underlying Price 1074.500 Time to expiry: 24 Days Sep 10 2.500 -0.04 55.17 0 0 0| 0 8 0 0 840 2.500 -0.04 46.45 0 0 0| 0 49 0 0 880 3.500 -0.07 41.60 0 0 0| 0 371 0 0 920 10.000 8.500 -0.14 41.36 10.000 10.000 0 0 5| 0 797 0 0 960 12.000 12.000 -0.18 41.22 12.000 12.000 0 0 100| 0 1,230 0 0 980 16.000 18.000 -0.24 42.83 20.500 16.000 0 0 325| 16 1,571 0 0 1000 32.500 35.000 -0.39 42.17 38.000 32.500 0 0 76| 262 870 +209 0 1050 59.000 64.000 -0.56 44.77 60.000 58.000 0 0 65| 46 6,123 +20 0 1100 100.500 -0.69 47.23 0 0 0| 0 10 0 0 1150 141.500 -0.78 49.98 0 0 0| 0 492 0 0 1200 188.500 -0.83 56.25 0 0 0| 0 0 0 0 1250 228.000 -0.94 44.99 0 0 0| 0 30 0 0 1300 333.000 -0.91 71.30 0 0 0| 0 0 0 0 1400 430.500 -0.94 77.13 0 0 0| 0 0 0 0 1500 Total 0 0 571| 324 11,551 +229 0 Indicative a-t-m Vol 39.59 Underlying Price 1074.500 Time to expiry: 52 Days Oct 10 11.500 -0.13 39.52 0 0 0| 11 56 0 0 920 15.000 19.500 -0.20 39.26 20.000 15.000 0 0 5| 2 12 0 0 960 25.000 25.000 -0.24 39.34 25.000 25.000 0 0 7| 0 29 0 0 980 25.500 30.500 -0.29 38.80 25.500 25.500 0 0 2| 0 64 0 0 1000 45.500 51.000 -0.41 39.11 49.500 45.500 0 0 118| 1 75 0 0 1050 79.000 -0.53 40.07 0 0 0| 2 33 0 0 1100 113.500 -0.64 41.37 0 0 0| 0 0 0 0 1150 152.000 -0.72 42.71 0 0 0| 0 15 0 0 1200 195.000 -0.79 44.61 0 0 0| 0 0 0 0 1250 235.500 -0.87 42.07 0 0 0| 0 0 0 0 1300 286.500 -0.87 48.95 0 0 0| 0 0 0 0 1350 Total 0 0 132| 16 284 0 0 Indicative a-t-m Vol 37.95 Underlying Price 1074.500 Time to expiry: 87 Days Nov 10 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 31.500 -0.24 38.31 0 0 0| 0 0 0 0 960 45.000 -0.31 38.04 0 0 0| 0 0 0 0 1000 66.500 -0.41 37.89 0 0 0| 0 0 0 0 1050 93.500 -0.51 38.01 0 0 0| 0 0 0 0 1100 126.000 -0.60 38.52 0 0 0| 0 0 0 0 1150 158.000 -0.70 36.90 0 0 0| 0 0 0 0 1200 245.000 -0.81 40.37 0 0 0| 0 0 0 0 1300 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 37.02 Underlying Price 1074.500 Time to expiry: 115 Days Dec 10 13.500 -0.11 39.01 0 0 0| 0 58 0 0 840 20.500 -0.15 38.66 0 0 0| 0 1,515 0 0 880 28.000 -0.20 37.73 0 0 0| 0 135 0 0 920 40.000 -0.26 37.71 0 0 0| 0 1,401 -500 0 960 53.500 -0.32 37.22 0 0 0| 114 2,404 +511 0 1000 107.000 102.500 -0.50 36.95 107.000 107.000 0 0 2| 1 403 +1 0 1100 169.000 -0.66 37.28 0 0 0| 0 50 0 0 1200 254.000 -0.76 40.61 0 0 0| 0 0 0 0 1300 339.000 -0.86 39.54 0 0 0| 0 0 0 0 1400 Total 0 0 2| 115 5,966 +12 0 Indicative a-t-m Vol 34.83 Underlying Price 1074.500 Time to expiry: 206 Days Mar 11 30.000 35.500 -0.19 36.41 30.000 30.000 0 0 1| 2 74 +2 0 880 51.500 59.500 -0.28 35.72 51.500 51.500 0 0 1| 2 17 +2 0 960 74.500 -0.34 35.19 0 0 0| 15 33 +15 0 1000 125.000 124.000 -0.48 34.71 125.000 125.000 0 0 2| 0 189 0 0 1100 186.000 -0.62 33.96 0 0 0| 12 106 +12 0 1200 341.500 -0.84 31.66 0 0 0| 20 41 +20 0 1400 Total 0 0 4| 51 460 +51 0 Total Puts 0 0 709| 506 18,261 -455 0 Grand Total 0 11,800 13,136| 1,706 44,936 -125 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 47 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -2 0 1500 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -9 0 1600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -26 0 1650 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -37 0 1700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -40 0 1750 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -71 0 1800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -59 0 1850 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -78 0 1900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -794 0 1950 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -581 0 2000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,231 0 2100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -85 0 2200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -25 0 2400 TotalN/A N/A N/A | N/A N/A -3,038 0 Indicative a-t-m Vol 36.95 Underlying Price 1803.000 Time to expiry: 24 Days Sep 10 404.500 0.98 55.77 0 0 0| 0 0 0 0 1400 307.000 0.96 50.36 0 0 0| 0 3 0 0 1500 213.000 0.89 44.86 0 0 0| 0 70 0 0 1600 168.500 0.84 42.01 0 0 0| 0 9 0 0 1650 128.500 0.75 40.58 0 0 0| 0 32 0 0 1700 92.000 0.64 38.40 0 0 0| 0 39 0 0 1750 62.500 0.52 36.99 0 0 0| 10 918 -3 0 1800 40.500 0.39 36.29 0 0 0| 14 52 +6 0 1850 25.000 24.000 0.27 35.17 25.000 23.000 S 0 0 7| 10 1,689 +1 0 1900 12.000 14.000 0.17 34.71 14.500 12.000 0 0 2| 10 724 +10 0 1950 7.500 0.10 34.26 0 0 0| 30 1,679 +7 0 2000 2.500 2.500 0.04 35.88 2.500 2.500 0 0 4| 2 1,130 +2 0 2100 1.000 0.02 38.42 0 0 0| 0 2,524 0 0 2200 0.500 0.01 48.45 0 0 0| 0 644 0 0 2400 CAB 0.00 51.07 0 0 0| 0 35 0 0 2600 CAB 0.00 53.33 0 0 0| 0 102 0 0 2800 Total 0 0 13| 76 9,650 +23 0 Indicative a-t-m Vol 36.60 Underlying Price 1803.000 Time to expiry: 52 Days Oct 10 225.500 0.81 42.68 0 0 0| 0 5 0 0 1600 150.000 0.67 39.65 0 0 0| 0 0 0 0 1700 120.000 117.500 0.59 38.23 120.000 120.000 0 0 5| 0 0 0 0 1750 89.000 0.50 36.66 0 0 0| 0 6 0 0 1800 64.000 66.500 0.41 35.69 64.000 64.000 0 0 1| 12 17 +1 0 1850 48.000 0.33 34.95 0 0 0| 2 1,833 +2 0 1900 34.500 0.26 34.37 0 0 0| 3 23 +3 0 1950 25.000 24.000 0.20 34.04 25.000 23.000 S 0 0 165| 119 300 +91 0 2000 10.000 0.10 32.59 0 0 0| 2 45 -1 0 2100 4.000 0.05 32.40 0 0 0| 0 171 0 0 2200 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 48 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 | 0.500 0.01 31.82 0 0 0| 0 3 0 0 2400 Total 0 0 171| 138 2,403 +96 0 Indicative a-t-m Vol 37.04 Underlying Price 1803.000 Time to expiry: 87 Days Nov 10 244.500 0.75 41.40 0 0 0| 0 0 0 0 1600 176.500 0.63 39.40 0 0 0| 0 0 0 0 1700 146.000 0.57 38.10 0 0 0| 0 0 0 0 1750 119.000 0.51 37.09 0 0 0| 0 0 0 0 1800 95.500 0.45 36.26 0 0 0| 0 0 0 0 1850 75.500 0.38 35.58 0 0 0| 0 0 0 0 1900 46.000 0.27 34.42 0 0 0| 0 0 0 0 2000 13.500 0.10 32.50 0 0 0| 0 0 0 0 2200 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 36.65 Underlying Price 1803.000 Time to expiry: 115 Days Dec 10 1163.000 1.00 89.32 0 0 0| 0 0 0 0 640 1083.000 1.00 86.10 0 0 0| 0 0 0 0 720 1003.500 1.00 83.98 0 0 0| 0 0 0 0 800 923.500 1.00 72.52 0 0 0| 0 0 0 0 880 843.500 1.00 64.30 0 0 0| 0 0 0 0 960 803.500 1.00 60.46 0 0 0| 0 0 0 0 1000 606.500 0.97 52.76 0 0 0| 0 0 0 0 1200 421.000 0.88 46.31 0 0 0| 0 62 0 0 1400 259.000 0.72 40.57 0 0 0| 0 305 0 0 1600 193.500 0.63 38.82 0 0 0| 0 310 0 0 1700 137.000 0.52 36.68 0 0 0| 0 195 0 0 1800 88.000 93.500 0.41 35.37 88.000 88.000 0 0 1| 205 2,354 +1,420 0 1900 60.000 61.500 0.31 34.57 60.000 60.000 0 0 1| 5 2,468 0 0 2000 23.000 0.15 33.04 0 0 0| 12 2,575 -10 0 2200 7.500 0.06 32.12 0 0 0| 0 771 0 0 2400 3.000 0.02 32.75 0 0 0| 0 70 0 0 2600 1.000 0.01 33.68 0 0 0| 0 791 0 0 2800 Total 0 0 2| 222 9,901 +1,410 0 Indicative a-t-m Vol 36.46 Underlying Price 1803.000 Time to expiry: 206 Days Mar 11 443.000 0.82 43.65 0 0 0| 6 6 +6 0 1400 296.000 0.70 39.65 0 0 0| 0 10 0 0 1600 234.000 0.62 38.18 0 0 0| 0 0 0 0 1700 173.500 179.000 0.54 36.50 173.500 173.500 0 0 3| 0 55 0 0 1800 134.000 0.45 35.30 0 0 0| 0 446 0 0 1900 93.000 97.000 0.37 34.18 93.000 93.000 0 0 1| 0 319 0 0 2000 49.000 0.22 32.91 0 0 0| 1 472 +1 0 2200 22.500 0.12 31.87 0 0 0| 4 106 -4 0 2400 9.500 0.06 30.97 0 0 0| 0 37 0 0 2600 2.500 0.02 28.81 0 0 0| 0 261 0 0 2800 Total 0 0 4| 11 1,712 +3 0 Indicative a-t-m Vol 36.37 Underlying Price 1803.000 Time to expiry: 297 Days Jun 11 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 805.500 0.98 50.96 0 0 0| 0 0 0 0 1000 625.500 0.89 47.16 0 0 0| 0 45 0 0 1200 462.500 0.80 42.51 0 0 0| 0 36 0 0 1400 326.000 0.68 39.63 0 0 0| 0 10 0 0 1600 264.000 0.62 37.70 0 0 0| 0 0 0 0 1700 211.500 0.54 36.41 0 0 0| 0 429 0 0 1800 166.500 0.47 35.26 0 0 0| 0 29 0 0 1900 130.000 0.40 34.44 0 0 0| 0 73 0 0 2000 74.500 0.27 32.88 0 0 0| 0 8 0 0 2200 40.000 42.000 0.17 31.99 40.000 40.000 0 0 3| 0 26 0 0 2400 10.500 12.500 0.06 31.11 11.000 10.500 0 0 8| 0 42 0 0 2800 Total 0 0 11| 0 698 0 0 Indicative a-t-m Vol 42.48 Underlying Price 1803.000 Time to expiry: 479 Days Dec 11 855.500 0.93 53.47 0 0 0| 0 0 0 0 960 817.000 0.92 51.00 0 0 0| 0 0 0 0 1000 642.000 0.86 44.46 0 0 0| 0 0 0 0 1200 505.000 0.77 43.35 0 0 0| 0 0 0 0 1400 389.500 0.67 42.00 0 0 0| 0 0 0 0 1600 308.000 0.58 42.50 0 0 0| 0 0 0 0 1800 230.000 0.48 41.17 0 0 0| 0 0 0 0 2000 126.000 0.31 39.64 0 0 0| 0 0 0 0 2400 67.500 0.20 38.59 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 41.64 Underlying Price 1803.000 Time to expiry: 661 Days Jun 12 423.500 0.67 41.50 0 0 0| 0 0 0 0 1600 344.000 0.59 41.65 0 0 0| 0 0 0 0 1800 275.000 0.51 41.19 0 0 0| 0 0 0 0 2000 178.500 0.37 40.92 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.01 Underlying Price 1803.000 Time to expiry: 850 Days Dec 12 518.500 0.76 37.93 0 0 0| 0 0 0 0 1400 448.000 0.67 41.00 0 0 0| 0 0 0 0 1600 381.500 0.60 42.00 0 0 0| 0 0 0 0 1800 328.500 0.54 42.82 0 0 0| 0 0 0 0 2000 229.000 0.42 42.31 0 0 0| 0 0 0 0 2400 166.000 0.33 42.42 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Calls 0 0 201| 447 24,364 -1,506 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 50 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -49 0 1500 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -56 0 1600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -30 0 1650 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -159 0 1700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -64 0 1750 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -574 0 1800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -609 0 1850 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -542 0 1900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -80 0 1950 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -30 0 2000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -7 0 2100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2400 TotalN/A N/A N/A | N/A N/A -2,200 0 Indicative a-t-m Vol 35.43 Underlying Price 1803.000 Time to expiry: 24 Days Sep 10 5.000 3.500 -0.04 52.40 5.000 S 5.000 S 0 0 57| 0 57 0 0 1400 8.500 -0.08 48.10 0 0 0| 0 154 0 0 1500 18.500 20.000 -0.17 44.60 18.500 S 18.500 S 0 0 57| 2 1,641 0 0 1600 29.500 -0.24 42.60 0 0 0| 18 38 +15 0 1650 37.000 41.000 -0.32 40.26 42.000 S 35.500 0 0 30| 30 2,141 +3 0 1700 58.500 -0.42 38.30 0 0 0| 51 482 +51 0 1750 71.000 79.000 -0.54 35.49 90.000 71.000 0 0 75| 204 2,145 +58 0 1800 115.000 109.000 -0.66 34.49 115.000 S 115.000 S 0 0 2| 0 59 0 0 1850 144.500 145.500 -0.76 33.94 150.000 S 144.500 S 0 0 8| 13 1,833 -8 0 1900 186.000 -0.85 33.01 0 0 0| 10 967 +10 0 1950 229.500 -0.93 30.84 0 0 0| 0 2,688 0 0 2000 325.000 -1.00 24.21 0 0 0| 0 47 0 0 2100 424.500 -1.00 19.06 0 0 0| 0 583 0 0 2200 624.500 -1.00 26.30 0 0 0| 0 166 0 0 2400 824.500 -1.00 31.61 0 0 0| 0 6 0 0 2600 1024.500 -1.00 36.92 0 0 0| 0 11 0 0 2800 Total 0 0 229| 328 13,018 +129 0 Indicative a-t-m Vol 36.33 Underlying Price 1803.000 Time to expiry: 52 Days Oct 10 42.500 41.500 -0.23 42.03 44.000 42.000 0 0 145| 112 117 +87 0 1600 65.000 69.500 -0.36 39.02 71.000 65.000 0 0 191| 0 779 0 0 1700 84.000 88.500 -0.43 37.73 84.000 84.000 0 0 11| 0 0 0 0 1750 111.500 -0.51 36.40 0 0 0| 4 89 +3 0 1800 138.500 -0.59 35.28 0 0 0| 0 36 0 0 1850 170.000 169.000 -0.68 33.96 170.000 170.000 0 0 2| 6 24 +5 0 1900 203.500 -0.76 32.44 0 0 0| 0 255 0 0 1950 246.000 -0.81 33.12 0 0 0| 0 14 0 0 2000 332.500 -0.91 31.66 0 0 0| 0 22 0 0 2100 426.500 -0.97 29.80 0 0 0| 0 6 0 0 2200 624.500 -1.00 28.06 0 0 0| 0 8 0 0 2400 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | Total 0 0 349| 122 1,350 +95 0 Indicative a-t-m Vol 36.59 Underlying Price 1803.000 Time to expiry: 87 Days Nov 10 58.000 65.000 -0.27 41.07 61.500 58.000 0 0 2| 0 0 0 0 1600 97.500 97.000 -0.37 38.86 97.500 S 97.500 S 0 0 2| 0 0 0 0 1700 117.500 116.500 -0.43 37.62 117.500 S 117.500 S 0 0 3| 0 0 0 0 1750 140.000 -0.49 36.62 0 0 0| 19 19 +19 0 1800 167.500 -0.56 36.08 0 0 0| 0 0 0 0 1850 192.500 197.000 -0.62 35.26 192.500 S 192.500 S 0 0 5| 0 0 0 0 1900 263.000 -0.75 32.67 0 0 0| 0 0 0 0 2000 435.500 -0.90 32.10 0 0 0| 0 0 0 0 2200 Total 0 0 12| 19 19 +19 0 Indicative a-t-m Vol 36.44 Underlying Price 1803.000 Time to expiry: 115 Days Dec 10 1.000 0.00 71.96 0 0 0| 0 7 0 0 640 1.500 -0.01 70.14 0 0 0| 0 20 0 0 720 3.000 -0.01 67.53 0 0 0| 0 11 0 0 800 4.500 -0.02 64.26 0 0 0| 0 25 0 0 880 7.000 -0.03 61.84 0 0 0| 0 79 0 0 960 7.500 -0.03 59.23 0 0 0| 0 54 0 0 1000 18.000 -0.07 52.09 0 0 0| 0 211 0 0 1200 38.500 -0.14 45.59 0 0 0| 2 351 0 0 1400 81.500 -0.28 40.86 0 0 0| 0 838 0 0 1600 114.000 114.000 -0.38 38.54 118.000 114.000 S 0 0 10| 5 1,099 0 0 1700 157.500 -0.48 36.48 0 0 0| 15 2,921 0 0 1800 214.000 214.000 -0.59 35.16 214.000 S 214.000 S 0 0 5| 2 1,028 0 0 1900 277.500 -0.71 32.98 0 0 0| 3 1,872 -3 0 2000 443.000 -0.87 32.21 0 0 0| 13 983 -5 0 2200 629.000 -0.95 31.45 0 0 0| 0 40 0 0 2400 825.000 -0.99 30.71 0 0 0| 0 0 0 0 2600 1024.500 -1.00 31.15 0 0 0| 0 24 0 0 2800 Total 0 0 15| 40 9,563 -8 0 Indicative a-t-m Vol 35.46 Underlying Price 1803.000 Time to expiry: 206 Days Mar 11 70.500 -0.19 42.36 0 0 0| 2 24 +2 0 1400 125.000 126.000 -0.32 38.38 127.000 125.000 0 0 61| 1 71 +1 0 1600 166.500 -0.40 36.94 0 0 0| 0 40 0 0 1700 214.000 -0.49 35.49 0 0 0| 0 506 0 0 1800 270.500 -0.57 34.31 0 0 0| 0 284 0 0 1900 332.500 -0.66 32.62 0 0 0| 10 320 +10 0 2000 491.500 488.000 -0.80 31.35 494.000 491.500 0 0 16| 0 46 0 0 2200 661.500 -0.91 29.09 0 0 0| 0 16 0 0 2400 848.500 -0.98 24.95 0 0 0| 0 13 0 0 2600 1045.500 -1.00 23.43 0 0 0| 0 0 0 0 2800 Total 0 0 77| 13 1,320 +13 0 Indicative a-t-m Vol 35.24 Underlying Price 1803.000 Time to expiry: 297 Days Jun 11 28.500 -0.07 49.40 0 0 0| 33 171 +33 0 1000 54.000 -0.13 44.81 0 0 0| 0 18 0 0 1200 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 94.500 -0.21 40.93 0 0 0| 15 75 +15 0 1400 159.000 -0.33 37.97 0 0 0| 20 25 +20 0 1600 200.000 -0.40 36.54 0 0 0| 0 40 0 0 1700 248.000 -0.47 35.27 0 0 0| 0 430 0 0 1800 304.500 -0.54 34.27 0 0 0| 0 1 0 0 1900 367.500 -0.61 33.38 0 0 0| 0 174 0 0 2000 514.500 -0.74 32.09 0 0 0| 0 5 0 0 2200 680.000 -0.85 30.55 0 0 0| 0 0 0 0 2400 1046.500 -0.99 23.37 0 0 0| 0 3 0 0 2800 Total 0 0 0| 68 942 +68 0 Indicative a-t-m Vol 40.36 Underlying Price 1803.000 Time to expiry: 479 Days Dec 11 40.000 -0.08 44.80 0 0 0| 0 0 0 0 960 58.500 -0.10 48.01 0 0 0| 0 0 0 0 1000 94.500 -0.16 43.46 0 0 0| 0 0 0 0 1200 159.500 -0.25 42.17 0 0 0| 0 0 0 0 1400 247.000 -0.34 41.07 0 0 0| 0 0 0 0 1600 356.500 -0.44 40.37 0 0 0| 0 0 0 0 1800 485.500 -0.54 39.99 0 0 0| 0 250 0 0 2000 793.500 -0.68 40.29 0 0 0| 0 0 0 0 2400 1119.000 -0.82 37.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 250 0 0 Indicative a-t-m Vol 41.33 Underlying Price 1803.000 Time to expiry: 661 Days Jun 12 351.000 -0.34 46.77 0 0 0| 0 0 0 0 1600 424.500 -0.43 41.33 0 0 0| 0 0 0 0 1800 555.000 -0.50 40.95 0 0 0| 0 0 0 0 2000 853.000 -0.64 40.58 0 0 0| 0 0 0 0 2400 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 42.36 Underlying Price 1803.000 Time to expiry: 850 Days Dec 12 273.000 -0.27 44.44 0 0 0| 0 0 0 0 1400 370.500 -0.34 43.07 0 0 0| 0 0 0 0 1600 487.500 -0.41 42.37 0 0 0| 0 0 0 0 1800 619.000 -0.48 41.99 0 0 0| 0 0 0 0 2000 905.500 -0.60 40.90 0 0 0| 0 0 0 0 2400 1218.000 -0.71 39.00 0 0 0| 0 0 0 0 2800 Total 0 0 0| 0 0 0 0 Total Puts 0 0 682| 590 26,462 -1,884 0 Grand Total 0 21,000 21,883| 1,037 71,826 -3,390 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | BP plc - STND OPT (BP ) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 220 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 240 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 260 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 280 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -71 0 300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -2,542 0 320 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -246 0 330 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -274 0 340 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -378 0 350 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -7,579 0 360 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -653 0 370 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -215 0 380 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,020 0 390 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,996 0 400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -232 0 410 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3,555 0 420 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,748 0 430 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,186 0 440 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -6,912 0 450 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,584 0 460 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -609 0 470 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -7,714 0 480 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -700 0 490 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -452 0 500 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -124 0 520 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -506 0 540 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -241 0 560 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -4 0 600 TotalN/A N/A N/A | N/A N/A -40,541 0 Indicative a-t-m Vol 40.32 Underlying Price 377.500 Time to expiry: 24 Days Sep 10 177.500 1.00 74.95 0 0 0| 0 0 0 0 200 157.500 1.00 67.45 0 0 0| 0 0 0 0 220 137.750 1.00 63.05 0 0 0| 0 0 0 0 240 117.750 0.99 59.16 0 0 0| 0 93 0 0 260 98.000 0.98 55.57 0 0 0| 0 7 0 0 280 78.500 0.96 52.36 0 0 0| 1 162 +1 0 300 59.750 0.91 50.00 0 0 0| 0 76 0 0 320 42.250 0.82 46.49 0 0 0| 0 3,447 0 0 340 24.000 27.000 0.68 43.25 24.000 24.000 0 0 2| 0 6,507 0 0 360 14.250 14.750 0.50 39.99 14.250 S 12.500 0 0 13| 1 683 0 0 380 10.000 10.000 0.39 38.40 10.000 8.500 0 0 175| 1 14 +1 0 390 6.500 6.500 0.29 37.32 6.500 6.250 S 0 0 34| 10 4,922 +10 0 400 4.000 4.000 0.21 36.24 4.000 4.000 0 0 6| 4 42 +3 0 410 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 2.500 0.15 36.75 0 0 0| 538 2,924 +345 0 420 2.000 1.500 0.09 35.68 2.000 2.000 0 0 108| 0 128 0 0 430 1.000 0.750 0.05 35.47 1.000 1.000 0 0 6| 0 14,097 0 0 440 0.500 0.03 39.06 0 0 0| 0 24,514 0 0 460 0.250 0.01 41.04 0 0 0| 0 11,435 0 0 480 0.250 0.01 46.29 0 0 0| 0 4,985 0 0 500 CAB 0.00 46.73 0 0 0| 0 15,255 0 0 520 CAB 0.00 48.31 0 0 0| 0 9,326 0 0 560 CAB 0.00 52.01 0 0 0| 0 5,358 0 0 600 CAB 0.00 51.37 0 0 0| 0 4,964 0 0 640 CAB 0.00 52.25 0 0 0| 0 2,003 0 0 680 CAB 0.00 51.62 0 0 0| 0 2,104 0 0 720 Total 0 0 344| 555 113,046 +360 0 Indicative a-t-m Vol 37.87 Underlying Price 377.500 Time to expiry: 52 Days Oct 10 63.500 0.85 46.42 0 0 0| 0 21 0 0 320 47.000 0.77 43.10 0 0 0| 0 0 0 0 340 32.500 0.65 40.09 0 0 0| 0 0 0 0 360 21.500 20.500 0.51 37.63 21.500 21.500 0 0 10| 25 25 +25 0 380 16.250 0.44 37.17 0 0 0| 0 8 0 0 390 12.500 0.37 36.85 0 0 0| 13 300 +13 0 400 8.750 9.000 0.30 35.97 8.750 8.750 0 0 3| 0 20 0 0 410 6.500 0.24 35.40 0 0 0| 1 1,724 0 0 420 4.750 0.18 34.80 0 0 0| 0 88 0 0 430 4.500 3.750 0.15 35.63 4.500 4.500 0 0 3| 0 6,029 0 0 440 1.750 0.08 35.09 0 0 0| 0 52 0 0 460 1.000 0.05 35.73 0 0 0| 0 330 0 0 480 0.500 0.03 36.68 0 0 0| 0 45 0 0 500 0.250 0.01 39.70 0 0 0| 0 0 0 0 540 0.250 0.01 41.72 0 0 0| 0 0 0 0 560 Total 0 0 16| 39 8,642 +38 0 Indicative a-t-m Vol 37.50 Underlying Price 377.500 Time to expiry: 87 Days Nov 10 52.250 0.73 41.96 0 0 0| 0 0 0 0 340 38.250 0.64 39.25 0 0 0| 0 0 0 0 360 26.750 0.53 37.30 0 0 0| 0 0 0 0 380 22.000 0.47 36.77 0 0 0| 0 0 0 0 390 18.000 0.41 36.16 0 0 0| 0 0 0 0 400 11.500 0.30 35.33 0 0 0| 20 20 +20 0 420 7.000 0.21 34.65 0 0 0| 15 15 +15 0 440 Total 0 0 0| 35 35 +35 0 Indicative a-t-m Vol 37.88 Underlying Price 377.500 Time to expiry: 115 Days Dec 10 179.750 0.97 66.02 0 0 0| 0 50 0 0 200 141.250 0.95 56.07 0 0 0| 0 50 0 0 240 122.500 0.92 51.87 0 0 0| 0 50 0 0 260 104.500 0.89 49.10 0 0 0| 0 62 0 0 280 87.000 0.85 45.97 0 0 0| 0 1,131 0 0 300 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 55 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 | 73.250 70.750 0.79 43.51 73.250 S 73.250 S 0 0 4| 0 1,837 0 0 320 55.750 0.72 41.27 0 0 0| 0 1,288 0 0 340 42.750 0.63 39.64 0 0 0| 0 3,612 0 0 360 31.750 31.250 0.53 37.68 31.750 31.750 0 0 3| 0 2,546 0 0 380 22.250 0.43 36.63 0 0 0| 0 6,345 0 0 400 16.250 14.750 0.33 34.99 16.250 16.250 0 0 10| 35 6,395 +35 0 420 9.750 10.000 0.25 34.61 9.750 9.750 0 0 10| 0 9,134 0 0 440 7.000 6.500 0.18 34.33 7.000 6.500 S 0 0 14| 0 8,812 0 0 460 4.500 4.250 0.13 34.30 4.500 S 4.250 0 0 180| 0 10,585 0 0 480 2.750 0.09 34.08 0 0 0| 0 11,269 0 0 500 1.750 0.06 34.53 0 0 0| 0 12,440 0 0 520 1.500 0.05 39.59 0 0 0| 0 13,135 0 0 560 0.500 1.250 0.04 43.55 1.000 0.500 S 0 0 495| 0 9,970 0 0 600 0.750 0.02 43.44 0 0 0| 0 7,009 0 0 640 0.500 0.01 44.91 0 0 0| 0 3,367 0 0 680 0.500 0.01 49.09 0 0 0| 0 11,342 0 0 720 Total 0 0 716| 35 120,429 +35 0 Indicative a-t-m Vol 37.30 Underlying Price 377.500 Time to expiry: 206 Days Mar 11 181.250 0.96 58.37 0 0 0| 0 0 0 0 200 145.000 0.91 53.29 0 0 0| 0 100 0 0 240 109.750 0.85 47.01 0 0 0| 0 120 0 0 280 78.250 0.76 42.28 0 0 0| 0 90 0 0 320 64.250 0.69 40.51 0 0 0| 0 1,046 0 0 340 51.750 0.62 38.84 0 0 0| 0 3,165 0 0 360 40.500 0.55 37.13 0 0 0| 0 801 0 0 380 33.000 31.750 0.47 36.49 33.000 33.000 0 0 25| 0 4,472 0 0 400 23.750 0.39 35.21 0 0 0| 3 8,229 0 0 420 17.500 17.250 0.32 34.21 17.500 17.500 0 0 4| 0 8,699 0 0 440 12.500 0.25 33.28 0 0 0| 0 3,296 0 0 460 8.750 0.19 32.70 0 0 0| 0 3,659 0 0 480 5.000 0.12 33.24 0 0 0| 0 1,211 0 0 520 2.500 0.07 32.76 0 0 0| 0 2,409 0 0 560 2.250 0.06 36.07 0 0 0| 0 2,596 0 0 600 1.500 0.04 37.21 0 0 0| 0 447 0 0 640 1.250 0.03 39.80 0 0 0| 0 107 0 0 680 0.750 0.02 39.74 0 0 0| 0 2 0 0 720 Total 0 0 29| 3 40,449 0 0 Indicative a-t-m Vol 37.80 Underlying Price 377.500 Time to expiry: 297 Days Jun 11 183.000 0.95 56.23 0 0 0| 0 740 0 0 200 147.750 0.90 51.55 0 0 0| 0 80 0 0 240 114.750 0.83 46.76 0 0 0| 0 56 0 0 280 83.000 0.74 40.99 0 0 0| 0 139 0 0 320 59.000 0.62 39.05 0 0 0| 0 315 0 0 360 51.000 48.250 0.56 37.66 51.000 51.000 0 0 1| 0 15 0 0 380 38.750 0.49 36.46 0 0 0| 0 1,643 0 0 400 30.500 0.42 35.26 0 0 0| 0 50 0 0 420 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 56 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 | 24.250 0.36 34.63 0 0 0| 0 2,732 0 0 440 18.500 0.30 33.57 0 0 0| 0 0 0 0 460 14.000 0.25 32.85 0 0 0| 0 5,246 0 0 480 4.000 0.09 30.71 0 0 0| 0 3,542 0 0 560 2.250 0.06 30.55 0 0 0| 0 0 0 0 600 2.000 0.05 32.69 0 0 0| 0 1,251 0 0 640 1.000 0.03 34.53 0 0 0| 0 56 0 0 720 Total 0 0 1| 0 15,865 0 0 Indicative a-t-m Vol 37.60 Underlying Price 377.500 Time to expiry: 479 Days Dec 11 184.750 0.93 53.80 0 0 0| 0 0 0 0 200 151.000 0.88 49.34 0 0 0| 0 1 0 0 240 119.750 0.81 45.12 0 0 0| 0 0 0 0 280 91.500 0.72 41.42 0 0 0| 0 1,828 0 0 320 67.500 0.62 38.63 0 0 0| 0 1,508 0 0 360 48.000 0.51 36.34 0 0 0| 0 2,184 0 0 400 32.750 0.40 34.24 0 0 0| 0 1,067 0 0 440 22.000 0.31 33.15 0 0 0| 0 1,450 0 0 480 9.250 0.16 31.34 0 0 0| 0 3,420 0 0 560 4.000 0.08 30.85 0 0 0| 0 1,504 0 0 640 1.500 0.03 29.70 0 0 0| 0 1,780 0 0 720 Total 0 0 0| 0 14,742 0 0 Indicative a-t-m Vol 37.18 Underlying Price 377.500 Time to expiry: 661 Days Jun 12 154.750 0.86 49.66 0 0 0| 0 0 0 0 240 97.750 0.71 41.66 0 0 0| 0 0 0 0 320 74.000 0.62 38.42 0 0 0| 0 0 0 0 360 54.250 0.52 35.66 0 0 0| 0 0 0 0 400 40.250 0.43 34.45 0 0 0| 0 0 0 0 440 29.750 0.35 33.66 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 36.55 Underlying Price 377.500 Time to expiry: 850 Days Dec 12 156.500 0.86 48.19 0 0 0| 0 0 0 0 240 128.250 0.79 44.58 0 0 0| 0 0 0 0 280 102.250 0.71 41.00 0 0 0| 0 3 0 0 320 78.750 0.63 37.71 0 0 0| 0 15 0 0 360 59.250 0.54 35.13 0 0 0| 0 615 0 0 400 44.500 0.45 33.55 0 0 0| 0 602 0 0 440 31.500 0.36 31.49 0 0 0| 0 0 0 0 480 15.000 0.21 28.88 0 0 0| 0 10 0 0 560 7.500 0.12 27.88 0 0 0| 0 300 0 0 640 4.000 0.07 27.71 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,545 0 0 Total Calls 0 0 1,106| 667 314,753 -40,073 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 57 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -85 0 220 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -665 0 240 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -181 0 260 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -2,076 0 280 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -512 0 300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -5,364 0 320 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,119 0 330 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -924 0 340 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -404 0 350 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -10,388 0 360 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -466 0 370 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -735 0 380 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,470 0 390 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -4,115 0 400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,814 0 410 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,158 0 420 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -290 0 430 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -90 0 440 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -30 0 450 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -54 0 460 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1 0 470 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -45 0 480 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -25 0 490 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -170 0 500 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -6 0 520 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -34 0 540 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -83 0 560 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 600 TotalN/A N/A N/A | N/A N/A -32,304 0 Indicative a-t-m Vol 39.72 Underlying Price 377.500 Time to expiry: 24 Days Sep 10 CAB 0.00 82.14 0 0 0| 0 490 0 0 200 CAB 0.00 75.43 0 0 0| 0 1,052 0 0 220 0.250 -0.01 71.98 0 0 0| 0 905 0 0 240 1.500 0.250 -0.01 66.45 1.500 1.500 0 0 3| 0 1,853 0 0 260 0.500 -0.02 60.24 0 0 0| 0 3,126 0 0 280 1.250 -0.05 55.52 0 0 0| 0 4,719 0 0 300 2.500 -0.10 51.37 0 0 0| 0 2,282 0 0 320 4.500 -0.17 45.61 0 0 0| 0 1,785 0 0 340 7.250 8.750 -0.31 42.02 8.750 7.250 0 0 231| 130 10,115 -26 0 360 13.000 16.750 -0.50 39.47 14.250 13.000 0 0 216| 202 2,408 +152 0 380 22.000 -0.61 37.34 0 0 0| 0 308 0 0 390 27.000 28.250 -0.72 35.66 27.000 26.500 0 0 21| 0 5,720 0 0 400 35.500 -0.82 33.25 0 0 0| 0 40 0 0 410 44.250 44.000 -0.89 32.58 44.750 S 44.250 S 0 0 20| 0 625 0 0 420 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 53.250 -0.93 32.41 0 0 0| 2 37 +2 0 430 62.750 -0.97 30.70 0 0 0| 0 1,924 0 0 440 82.500 -1.00 28.69 0 0 0| 0 1,843 0 0 460 102.500 -1.00 29.37 0 0 0| 1 7,267 -1 0 480 122.500 -1.00 30.21 0 0 0| 0 3 0 0 500 135.250 142.500 -1.00 30.21 141.000 135.250 S 0 0 30| 0 4,473 -628 628 520 182.500 -1.00 31.73 0 0 0| 0 4,784 0 0 560 222.500 -1.00 35.00 0 0 0| 0 2,542 0 0 600 262.500 -1.00 36.32 0 0 0| 0 1,258 0 0 640 302.500 -1.00 41.37 0 0 0| 0 25 0 0 680 342.500 -1.00 42.59 0 0 0| 0 0 0 0 720 Total 0 0 521| 335 59,584 -501 628 Indicative a-t-m Vol 37.13 Underlying Price 377.500 Time to expiry: 52 Days Oct 10 5.250 -0.14 44.85 0 0 0| 0 34 0 0 320 8.750 -0.23 42.20 0 0 0| 0 0 0 0 340 11.750 14.000 -0.34 38.62 12.000 11.750 0 0 210| 220 278 +220 0 360 22.250 -0.49 36.96 0 0 0| 10 9,014 +6 0 380 27.750 -0.56 36.27 0 0 0| 0 65 0 0 390 33.750 -0.64 35.08 0 0 0| 0 373 0 0 400 40.750 -0.71 35.01 0 0 0| 0 1,038 0 0 410 48.250 -0.77 34.27 0 0 0| 0 44 0 0 420 56.000 -0.84 32.65 0 0 0| 0 10 0 0 430 64.500 -0.89 31.40 0 0 0| 0 7 0 0 440 82.750 -0.97 27.30 0 0 0| 0 1 0 0 460 103.000 -0.96 34.74 0 0 0| 0 0 0 0 480 123.000 -0.97 38.09 0 0 0| 0 0 0 0 500 163.000 -0.98 46.76 0 0 0| 0 51 0 0 540 183.000 -0.97 52.13 0 0 0| 0 0 0 0 560 Total 0 0 210| 230 10,915 +226 0 Indicative a-t-m Vol 37.43 Underlying Price 377.500 Time to expiry: 87 Days Nov 10 15.500 14.000 -0.27 41.61 15.500 15.500 0 0 50| 0 0 0 0 340 19.500 20.000 -0.36 39.16 19.750 19.500 0 0 44| 0 0 0 0 360 28.500 -0.47 37.24 0 0 0| 10 10 +10 0 380 34.250 -0.53 37.05 0 0 0| 0 0 0 0 390 40.000 -0.59 36.47 0 0 0| 0 0 0 0 400 53.250 -0.70 35.30 0 0 0| 0 0 0 0 420 69.500 -0.79 35.43 0 0 0| 0 0 0 0 440 Total 0 0 94| 10 10 +10 0 Indicative a-t-m Vol 37.58 Underlying Price 377.500 Time to expiry: 115 Days Dec 10 1.500 -0.02 63.35 0 0 0| 0 1,089 0 0 200 3.000 -0.05 56.00 0 0 0| 0 3,282 0 0 240 4.500 -0.08 52.24 0 0 0| 0 588 0 0 260 6.250 -0.11 49.20 0 0 0| 0 17,006 0 0 280 8.750 8.750 -0.15 45.73 8.750 S 8.750 S 0 0 4| 0 13,557 0 0 300 13.750 12.500 -0.21 43.45 13.750 13.500 0 0 225| 1 5,901 0 0 320 16.250 17.500 -0.28 41.24 16.250 16.250 0 0 14| 0 4,687 0 0 340 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 59 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 | 22.750 24.000 -0.37 39.13 22.750 22.750 0 0 10| 75 14,082 +15 0 360 31.000 32.750 -0.47 37.41 32.500 31.000 0 0 13| 111 1,426 +91 0 380 43.500 -0.57 35.96 0 0 0| 0 8,560 0 0 400 56.250 57.250 -0.66 36.00 56.750 S 56.250 S 0 0 20| 150 7,333 -25 0 420 71.750 -0.75 34.92 0 0 0| 0 3,000 0 0 440 84.250 88.000 -0.83 33.92 84.250 S 84.250 S 0 0 12| 0 4,608 +1 0 460 105.500 -0.89 33.06 0 0 0| 0 11,947 0 0 480 124.250 -0.93 32.90 0 0 0| 0 2,829 0 0 500 143.250 -0.96 32.72 0 0 0| 0 14,558 0 0 520 183.000 -0.97 36.91 0 0 0| 0 11,487 0 0 560 223.000 -0.97 42.23 0 0 0| 0 7,451 0 0 600 263.000 -0.97 47.17 0 0 0| 0 3,376 0 0 640 303.000 -0.98 51.41 0 0 0| 0 34 0 0 680 343.250 -0.97 57.83 0 0 0| 0 150 0 0 720 Total 0 0 298| 337 136,951 +82 0 Indicative a-t-m Vol 36.54 Underlying Price 377.500 Time to expiry: 206 Days Mar 11 3.500 -0.04 56.18 0 0 0| 0 102 0 0 200 6.750 -0.09 50.77 0 0 0| 0 750 0 0 240 12.750 11.750 -0.15 45.29 12.750 12.750 0 0 25| 0 418 0 0 280 22.750 20.500 -0.25 41.07 22.750 22.750 0 0 1| 0 1,408 0 0 320 26.500 -0.31 39.31 0 0 0| 0 2,251 0 0 340 34.250 -0.38 37.99 0 0 0| 0 493 0 0 360 43.250 -0.46 36.38 0 0 0| 0 485 0 0 380 53.750 -0.54 35.10 0 0 0| 0 332 0 0 400 66.250 -0.62 34.03 0 0 0| 0 296 0 0 420 79.500 -0.70 32.48 0 0 0| 0 405 0 0 440 88.750 95.500 -0.76 32.59 88.750 S 88.750 S 0 0 18| 0 2,069 0 0 460 112.000 -0.82 31.89 0 0 0| 0 1,503 0 0 480 146.750 -0.92 29.17 0 0 0| 0 1,368 0 0 520 184.500 -0.97 26.90 0 0 0| 0 192 0 0 560 224.250 -0.98 29.93 0 0 0| 0 151 0 0 600 263.500 -1.00 26.49 0 0 0| 0 15 0 0 640 303.250 -1.00 26.88 0 0 0| 0 25 0 0 680 343.250 -0.99 33.94 0 0 0| 0 0 0 0 720 Total 0 0 44| 0 12,263 0 0 Indicative a-t-m Vol 36.06 Underlying Price 377.500 Time to expiry: 297 Days Jun 11 5.250 -0.06 51.67 0 0 0| 0 102 0 0 200 9.750 -0.10 47.27 0 0 0| 0 465 0 0 240 16.750 -0.18 43.43 0 0 0| 0 320 0 0 280 26.500 27.250 -0.27 40.13 26.500 26.500 0 0 3| 20 583 +20 0 320 42.250 -0.39 37.21 0 0 0| 0 734 0 0 360 51.750 -0.46 35.93 0 0 0| 0 7 0 0 380 62.750 -0.52 35.08 0 0 0| 0 1,055 0 0 400 74.500 -0.59 33.90 0 0 0| 0 6 0 0 420 87.750 -0.66 32.93 0 0 0| 0 4,543 0 0 440 102.500 -0.72 32.10 0 0 0| 0 40 0 0 460 118.250 -0.77 31.49 0 0 0| 0 2,982 0 0 480 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 60 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 | 188.500 -0.93 28.74 0 0 0| 0 301 0 0 560 227.500 -0.94 30.61 0 0 0| 0 40 0 0 600 266.000 -0.97 29.34 0 0 0| 0 8 0 0 640 345.250 -0.98 32.06 0 0 0| 0 0 0 0 720 Total 0 0 3| 20 11,186 +20 0 Indicative a-t-m Vol 36.38 Underlying Price 377.500 Time to expiry: 479 Days Dec 11 11.750 -0.09 50.86 0 0 0| 0 4 0 0 200 21.500 -0.15 49.13 0 0 0| 0 109 0 0 240 25.750 -0.21 40.58 0 0 0| 0 509 0 0 280 42.000 -0.30 40.19 0 0 0| 0 3,217 0 0 320 58.000 -0.40 37.30 0 0 0| 0 1,546 0 0 360 79.250 -0.51 35.25 0 0 0| 0 1,181 0 0 400 103.000 -0.62 32.54 0 0 0| 0 3,002 0 0 440 131.250 -0.73 30.42 0 0 0| 0 1,097 0 0 480 200.250 -0.86 29.67 0 0 0| 0 1,300 0 0 560 274.500 -0.94 28.43 0 0 0| 0 502 0 0 640 351.750 -0.98 27.26 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 12,467 0 0 Indicative a-t-m Vol 35.91 Underlying Price 377.500 Time to expiry: 661 Days Jun 12 29.750 -0.17 48.51 0 0 0| 0 0 0 0 240 54.500 -0.31 41.01 0 0 0| 0 0 0 0 320 70.000 -0.40 37.23 0 0 0| 0 0 0 0 360 89.500 -0.50 34.29 0 0 0| 0 0 0 0 400 112.500 -0.60 31.58 0 0 0| 0 0 0 0 440 140.750 -0.69 30.16 0 0 0| 0 0 0 0 480 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 35.13 Underlying Price 377.500 Time to expiry: 850 Days Dec 12 32.250 -0.18 44.16 0 0 0| 0 15 0 0 240 49.500 -0.24 43.89 0 0 0| 0 10 0 0 280 62.750 -0.32 39.92 0 0 0| 0 0 0 0 320 78.500 -0.40 36.40 0 0 0| 0 261 0 0 360 98.000 -0.49 33.58 0 0 0| 0 600 0 0 400 120.000 -0.59 30.62 0 0 0| 0 600 0 0 440 146.500 -0.68 28.65 0 0 0| 0 0 0 0 480 209.750 -0.83 26.15 0 0 0| 0 14 0 0 560 277.500 -0.98 18.27 0 0 0| 0 300 0 0 640 355.500 -0.98 21.94 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 1,800 0 0 Total Puts 0 0 1,170| 932 245,176 -32,467 628 Grand Total 0 31,400 33,676| 1,599 591,329 -72,540 628 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | British Airways plc - STND OPT (AWS) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 160 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 170 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 180 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 185 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 190 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -22 0 195 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -14 0 200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -7 0 205 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -10 0 210 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 215 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -62 0 220 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 225 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -6 0 230 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 235 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 240 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 260 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 280 TotalN/A N/A N/A | N/A N/A -121 0 Indicative a-t-m Vol 30.80 Underlying Price 215.500 Time to expiry: 24 Days Sep 10 55.500 1.00 39.00 0 0 0| 0 26 0 0 160 45.750 0.99 37.70 0 0 0| 0 0 0 0 170 35.750 0.97 36.63 0 0 0| 0 4 0 0 180 31.000 0.95 35.83 0 0 0| 0 0 0 0 185 26.250 0.92 35.57 0 0 0| 0 8 0 0 190 21.750 0.88 34.25 0 0 0| 0 0 0 0 195 17.750 0.81 33.98 0 0 0| 0 21 0 0 200 13.750 0.74 32.66 0 0 0| 0 0 0 0 205 10.000 0.64 31.17 0 0 0| 0 102 0 0 210 7.250 0.53 30.91 0 0 0| 0 1 0 0 215 5.000 0.42 30.37 0 0 0| 0 535 0 0 220 3.250 0.31 30.28 0 0 0| 0 0 0 0 225 2.000 0.22 30.18 0 0 0| 0 5,110 0 0 230 1.250 0.15 30.08 0 0 0| 0 100 0 0 235 0.750 0.09 30.08 0 0 0| 0 43 0 0 240 CAB 0.01 30.38 0 0 0| 0 5 0 0 260 CAB 0.00 31.48 0 0 0| 0 20 0 0 280 CAB 0.00 33.92 0 0 0| 0 0 0 0 300 CAB 0.00 35.95 0 0 0| 0 0 0 0 310 CAB 0.00 37.93 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 5,975 0 0 Indicative a-t-m Vol 31.01 Underlying Price 215.500 Time to expiry: 52 Days Oct 10 37.000 0.91 36.57 0 0 0| 0 0 0 0 180 28.000 0.85 34.61 0 0 0| 0 0 0 0 190 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 62 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 | 24.000 0.80 33.49 0 0 0| 0 0 0 0 195 19.750 0.75 32.22 0 0 0| 0 0 0 0 200 16.250 0.69 31.15 0 0 0| 0 0 0 0 205 13.000 0.61 30.87 0 0 0| 0 1 0 0 210 10.500 0.53 30.99 0 0 0| 0 0 0 0 215 8.250 0.46 31.10 0 0 0| 0 0 0 0 220 6.500 0.38 31.10 0 0 0| 0 0 0 0 225 5.000 0.32 31.30 0 0 0| 0 20 0 0 230 3.750 0.26 31.38 0 0 0| 0 0 0 0 235 2.750 0.20 31.52 0 0 0| 0 0 0 0 240 0.750 0.07 32.22 0 0 0| 0 0 0 0 260 0.250 0.02 32.64 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 21 0 0 Indicative a-t-m Vol 32.84 Underlying Price 215.500 Time to expiry: 87 Days Nov 10 23.750 0.70 35.37 0 0 0| 0 0 0 0 200 17.000 0.60 33.22 0 0 0| 0 0 0 0 210 14.250 0.54 32.88 0 0 0| 0 0 0 0 215 12.000 0.49 32.71 0 0 0| 0 0 0 0 220 10.000 0.43 32.66 0 0 0| 0 0 0 0 225 8.250 0.38 32.61 0 0 0| 0 0 0 0 230 5.500 0.28 32.12 0 0 0| 0 0 0 0 240 1.250 0.09 27.50 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 32.92 Underlying Price 215.500 Time to expiry: 115 Days Dec 10 57.000 0.94 35.70 0 0 0| 0 5 0 0 160 47.750 0.91 34.73 0 0 0| 0 0 0 0 170 39.250 0.85 33.88 0 0 0| 0 30 0 0 180 31.500 0.78 33.11 0 0 0| 0 0 0 0 190 24.500 0.69 32.90 0 0 0| 0 9 0 0 200 18.750 0.60 32.79 0 0 0| 0 8 0 0 210 14.250 0.50 33.00 0 0 0| 0 150 0 0 220 10.500 0.40 32.86 0 0 0| 0 16 0 0 230 7.500 0.32 33.06 0 0 0| 0 14 0 0 240 4.000 0.19 33.97 0 0 0| 0 2,540 0 0 260 3.250 0.14 39.31 0 0 0| 0 3,054 0 0 280 0.750 0.04 38.09 0 0 0| 0 8 0 0 320 Total 0 0 0| 0 5,834 0 0 Indicative a-t-m Vol 33.83 Underlying Price 215.500 Time to expiry: 206 Days Mar 11 59.750 0.89 36.55 0 0 0| 0 0 0 0 160 44.000 0.79 35.51 0 0 0| 0 0 0 0 180 37.000 0.73 34.94 0 0 0| 0 0 0 0 190 30.500 0.67 34.36 0 0 0| 0 5 0 0 200 25.000 0.60 33.97 0 0 0| 0 0 0 0 210 20.250 0.53 33.73 0 0 0| 0 0 0 0 220 16.250 0.46 33.73 0 0 0| 0 10 0 0 230 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 63 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 | 13.000 0.39 33.73 0 0 0| 0 0 0 0 240 5.000 0.19 33.99 0 0 0| 0 0 0 0 280 Total 0 0 0| 0 15 0 0 Total Calls 0 0 0| 0 11,845 -121 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | British Airways plc - STND OPT (AWS) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 160 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 170 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -30 0 180 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -44 0 185 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3 0 190 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -34 0 195 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -15 0 200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 205 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -21 0 210 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 215 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -50 0 220 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 225 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 230 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 235 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 240 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 260 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 280 TotalN/A N/A N/A | N/A N/A -197 0 Indicative a-t-m Vol 35.03 Underlying Price 215.500 Time to expiry: 24 Days Sep 10 CAB 0.00 43.27 0 0 0| 0 49 0 0 160 CAB -0.01 41.95 0 0 0| 0 0 0 0 170 0.500 -0.04 40.64 0 0 0| 0 7,619 0 0 180 0.750 -0.06 39.50 0 0 0| 0 4 0 0 185 1.000 -0.10 39.50 0 0 0| 0 2,830 0 0 190 1.750 -0.15 38.77 0 0 0| 0 0 0 0 195 2.750 -0.21 38.05 0 0 0| 0 149 0 0 200 3.750 -0.28 36.77 0 0 0| 0 0 0 0 205 5.500 -0.37 35.52 0 0 0| 0 78 0 0 210 7.500 -0.47 35.11 0 0 0| 0 185 0 0 215 10.250 -0.57 34.73 0 0 0| 0 645 0 0 220 13.500 -0.67 34.01 0 0 0| 0 0 0 0 225 17.000 -0.75 34.01 0 0 0| 0 4,107 0 0 230 21.250 -0.83 33.75 0 0 0| 0 0 0 0 235 27.000 -0.80 45.01 0 0 0| 0 42 0 0 240 44.500 -0.98 34.60 0 0 0| 0 10 0 0 260 64.500 -1.00 35.80 0 0 0| 0 60 0 0 280 84.500 -1.00 38.45 0 0 0| 0 0 0 0 300 94.500 -1.00 39.90 0 0 0| 0 0 0 0 310 104.500 -1.00 41.82 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 15,778 0 0 Indicative a-t-m Vol 33.51 Underlying Price 215.500 Time to expiry: 52 Days Oct 10 1.500 -0.09 37.62 0 0 0| 0 0 0 0 180 2.750 -0.16 36.08 0 0 0| 0 0 0 0 190 3.750 -0.21 35.52 0 0 0| 0 0 0 0 195 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 65 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 -0.26 35.22 0 0 0| 0 15 0 0 200 6.250 -0.32 34.12 0 0 0| 0 0 0 0 205 8.250 -0.39 33.42 0 0 0| 0 1,050 0 0 210 10.500 -0.46 33.46 0 0 0| 0 0 0 0 215 13.500 -0.54 33.71 0 0 0| 0 5 0 0 220 16.500 -0.60 33.91 0 0 0| 0 0 0 0 225 20.250 -0.67 34.26 0 0 0| 6 6 +6 0 230 23.750 -0.72 34.26 0 0 0| 0 0 0 0 235 30.250 -0.71 43.33 0 0 0| 0 0 0 0 240 45.500 -0.91 35.94 0 0 0| 0 0 0 0 260 64.750 -0.97 36.78 0 0 0| 0 0 0 0 280 Total 0 0 0| 6 1,076 +6 0 Indicative a-t-m Vol 38.48 Underlying Price 215.500 Time to expiry: 87 Days Nov 10 9.000 -0.31 38.82 0 0 0| 0 0 0 0 200 13.250 -0.41 38.41 0 0 0| 0 0 0 0 210 15.750 -0.45 38.53 0 0 0| 0 0 0 0 215 18.500 -0.50 38.25 0 0 0| 0 0 0 0 220 21.000 -0.55 37.31 0 0 0| 0 0 0 0 225 25.250 -0.59 39.52 0 0 0| 0 0 0 0 230 33.250 -0.66 42.15 0 0 0| 0 0 0 0 240 50.250 -0.76 45.96 0 0 0| 0 0 0 0 260 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 38.92 Underlying Price 215.500 Time to expiry: 115 Days Dec 10 2.000 -0.08 40.75 0 0 0| 0 42 0 0 160 3.250 -0.12 40.33 0 0 0| 0 50 0 0 170 5.250 -0.18 39.96 0 0 0| 0 100 0 0 180 8.000 -0.25 39.74 0 0 0| 0 0 0 0 190 11.500 -0.32 39.45 0 0 0| 0 34 0 0 200 16.000 -0.41 39.14 0 0 0| 0 45 0 0 210 21.000 -0.49 38.78 0 0 0| 0 76 0 0 220 27.250 -0.57 38.78 0 0 0| 0 13 0 0 230 34.750 -0.64 40.29 0 0 0| 0 8 0 0 240 50.250 -0.76 40.28 0 0 0| 0 16 0 0 260 67.000 -0.86 38.83 0 0 0| 0 47 0 0 280 105.250 -0.95 40.53 0 0 0| 0 0 0 0 320 Total 0 0 0| 0 431 0 0 Indicative a-t-m Vol 39.58 Underlying Price 215.500 Time to expiry: 206 Days Mar 11 5.250 -0.13 42.09 0 0 0| 0 0 0 0 160 10.250 -0.23 41.14 0 0 0| 0 0 0 0 180 13.750 -0.28 41.02 0 0 0| 0 4 0 0 190 18.000 -0.34 40.87 0 0 0| 0 0 0 0 200 22.500 -0.40 40.12 0 0 0| 0 0 0 0 210 27.500 -0.46 39.22 0 0 0| 0 5 0 0 220 33.250 -0.53 38.67 0 0 0| 0 0 0 0 230 38.500 -0.60 36.75 0 0 0| 0 2 0 0 240 71.500 -0.76 40.02 0 0 0| 0 81 0 0 280 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 66 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 0| 0 92 0 0 Total Puts 0 0 0| 6 17,377 -191 0 Grand Total 0 16,000 16,000| 6 45,222 -312 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | British American Tobacco plc STND OPT (TAB) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 1700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 1800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 1900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 1950 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -15 0 2200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -215 0 2300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -42 0 2400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2800 TotalN/A N/A N/A | N/A N/A -272 0 Indicative a-t-m Vol 18.85 Underlying Price 2201.500 Time to expiry: 24 Days Sep 10 602.500 1.00 42.23 0 0 0| 0 0 0 0 1600 403.500 0.99 35.45 0 0 0| 0 0 0 0 1800 304.500 0.97 30.57 0 0 0| 0 0 0 0 1900 207.000 0.93 25.09 0 0 0| 0 11 0 0 2000 116.500 0.81 21.87 0 0 0| 0 6 0 0 2100 35.500 44.500 0.52 18.88 35.500 35.000 0 0 27| 150 207 +132 0 2200 7.500 9.500 0.18 17.43 7.500 7.500 0 0 4| 0 307 0 0 2300 2.000 0.05 19.19 0 0 0| 0 83 0 0 2400 CAB 0.00 22.12 0 0 0| 0 31 0 0 2600 CAB 0.00 29.43 0 0 0| 0 0 0 0 2800 Total 0 0 31| 150 645 +132 0 Indicative a-t-m Vol 19.41 Underlying Price 2201.500 Time to expiry: 52 Days Oct 10 309.000 0.94 25.53 0 0 0| 0 0 0 0 1900 216.000 0.87 23.10 0 0 0| 0 0 0 0 2000 133.000 0.74 21.14 0 0 0| 0 0 0 0 2100 66.500 0.52 19.43 0 0 0| 0 10 0 0 2200 24.000 26.000 0.28 18.33 24.000 22.000 0 0 6| 0 38 0 0 2300 7.500 0.11 17.78 0 0 0| 0 11 0 0 2400 0.500 0.01 18.93 0 0 0| 0 6 0 0 2600 0.500 0.00 23.71 0 0 0| 0 10 0 0 2800 Total 0 0 6| 0 75 0 0 Indicative a-t-m Vol 20.34 Underlying Price 2201.500 Time to expiry: 87 Days Nov 10 319.500 0.89 25.66 0 0 0| 0 0 0 0 1900 232.000 0.82 23.57 0 0 0| 0 0 0 0 2000 154.000 0.70 21.81 0 0 0| 0 0 0 0 2100 90.000 0.53 20.35 0 0 0| 0 0 0 0 2200 46.500 0.35 19.44 0 0 0| 1 1 +1 0 2300 17.000 21.000 0.19 18.93 19.000 17.000 0 0 8| 32 32 +32 0 2400 4.000 0.05 19.48 0 0 0| 0 0 0 0 2600 Total 0 0 8| 33 33 +33 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 68 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 20.54 Underlying Price 2201.500 Time to expiry: 115 Days Dec 10 416.500 0.93 26.18 0 0 0| 0 0 0 0 1800 326.500 0.87 24.78 0 0 0| 0 0 0 0 1900 242.500 0.79 23.28 0 0 0| 0 42 0 0 2000 166.000 0.68 21.70 0 0 0| 0 34 0 0 2100 104.500 0.53 20.56 0 0 0| 0 588 0 0 2200 59.500 0.37 19.73 0 0 0| 0 3 0 0 2300 30.000 0.23 19.03 0 0 0| 0 1,027 0 0 2400 3.000 0.03 21.93 0 0 0| 0 30 0 0 2800 Total 0 0 0| 0 1,724 0 0 Indicative a-t-m Vol 21.30 Underlying Price 2201.500 Time to expiry: 206 Days Mar 11 434.000 0.88 26.41 0 0 0| 0 0 0 0 1800 347.000 0.83 24.74 0 0 0| 0 0 0 0 1900 267.500 0.75 23.37 0 0 0| 0 6 0 0 2000 198.000 0.66 22.42 0 0 0| 0 504 0 0 2100 140.000 137.500 0.54 21.32 140.000 140.000 0 0 2| 5 187 +2 0 2200 91.500 0.42 20.62 0 0 0| 0 3 0 0 2300 56.500 0.31 19.98 0 0 0| 0 29 0 0 2400 5.000 0.04 18.74 0 0 0| 0 70 0 0 2800 Total 0 0 2| 5 799 +2 0 Total Calls 0 0 47| 188 3,276 -105 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | British American Tobacco plc STND OPT (TAB) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 1700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 1800 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -15 0 1900 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 1950 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -8 0 2000 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -49 0 2100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -68 0 2200 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3 0 2300 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2400 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 2600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -15 0 2800 TotalN/A N/A N/A | N/A N/A -158 0 Indicative a-t-m Vol 18.88 Underlying Price 2201.500 Time to expiry: 24 Days Sep 10 CAB 0.00 42.23 0 0 0| 0 66 0 0 1600 1.000 -0.01 35.45 0 0 0| 0 630 0 0 1800 2.000 -0.03 30.57 0 0 0| 0 76 0 0 1900 4.500 -0.07 25.09 0 0 0| 0 135 0 0 2000 14.500 13.500 -0.19 21.53 14.500 14.500 0 0 2| 11 308 +11 0 2100 43.500 42.000 -0.48 18.88 43.500 37.000 0 0 8| 7 75 +7 0 2200 109.000 -0.81 18.62 0 0 0| 0 18 0 0 2300 199.000 -0.98 16.88 0 0 0| 0 3 0 0 2400 398.500 -1.00 21.19 0 0 0| 0 2 0 0 2600 598.500 -1.00 30.42 0 0 0| 0 0 0 0 2800 Total 0 0 10| 18 1,313 +18 0 Indicative a-t-m Vol 19.41 Underlying Price 2201.500 Time to expiry: 52 Days Oct 10 5.500 -0.06 25.53 0 0 0| 0 0 0 0 1900 12.500 -0.13 23.10 0 0 0| 0 1 0 0 2000 29.000 -0.26 21.14 0 0 0| 4 9 +4 0 2100 63.000 -0.48 19.43 0 0 0| 0 8 0 0 2200 122.500 -0.72 18.33 0 0 0| 0 8 0 0 2300 204.500 -0.90 17.78 0 0 0| 0 0 0 0 2400 398.500 -1.00 18.93 0 0 0| 0 0 0 0 2600 598.500 -1.00 23.71 0 0 0| 0 0 0 0 2800 Total 0 0 0| 4 26 +4 0 Indicative a-t-m Vol 20.53 Underlying Price 2201.500 Time to expiry: 87 Days Nov 10 15.000 -0.11 25.65 0 0 0| 0 0 0 0 1900 27.000 -0.18 23.58 0 0 0| 0 0 0 0 2000 61.500 49.500 -0.31 21.96 61.500 50.000 0 0 13| 1 1 +1 0 2100 86.000 -0.47 20.55 0 0 0| 0 0 0 0 2200 142.500 142.000 -0.65 19.59 150.000 142.500 0 0 7| 0 0 0 0 2300 216.000 -0.81 18.87 0 0 0| 0 0 0 0 2400 399.500 -0.97 18.30 0 0 0| 0 0 0 0 2600 Total 0 0 20| 1 1 +1 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 21.08 Underlying Price 2201.500 Time to expiry: 115 Days Dec 10 13.500 -0.08 27.50 0 0 0| 4 30 0 0 1800 23.000 -0.13 25.59 0 0 0| 0 14 0 0 1900 38.000 -0.21 23.70 0 0 0| 2 2,137 +2 0 2000 62.500 -0.32 22.22 0 0 0| 1 59 +1 0 2100 101.000 -0.47 21.10 0 0 0| 0 133 0 0 2200 154.500 -0.63 19.96 0 0 0| 0 0 0 0 2300 225.000 -0.77 19.20 0 0 0| 0 7 0 0 2400 598.500 -1.00 16.53 0 0 0| 0 0 0 0 2800 Total 0 0 0| 7 2,380 +3 0 Indicative a-t-m Vol 21.35 Underlying Price 2201.500 Time to expiry: 206 Days Mar 11 39.000 -0.16 25.90 0 0 0| 0 24 0 0 1800 60.500 57.500 -0.23 24.48 60.500 59.000 0 0 11| 0 82 0 0 1900 84.500 -0.32 23.23 0 0 0| 0 180 0 0 2000 122.000 -0.42 22.19 0 0 0| 0 506 0 0 2100 170.000 -0.54 21.36 0 0 0| 0 213 0 0 2200 232.000 -0.65 20.76 0 0 0| 0 3 0 0 2300 304.500 -0.75 20.45 0 0 0| 0 1 0 0 2400 666.000 -0.94 22.11 0 0 0| 0 78 0 0 2800 Total 0 0 11| 0 1,087 0 0 Total Puts 0 0 41| 30 4,807 -132 0 Grand Total 0 10,400 10,488| 218 18,483 -237 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 71 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 23.99 Underlying Price 447.700 Time to expiry: 24 Days Sep 10 94.250 0.88 80.07 0 0 0| 0 0 0 0 360 73.500 0.86 62.79 0 0 0| 0 0 0 0 380 53.250 0.83 48.03 0 0 0| 0 0 0 0 400 32.250 0.80 31.30 0 0 0| 0 0 0 0 420 23.500 0.73 27.14 0 0 0| 0 0 0 0 430 16.000 0.62 24.86 0 0 0| 0 1 0 0 440 10.250 0.48 23.77 0 0 0| 0 0 0 0 450 6.250 0.34 23.61 0 0 0| 0 17 0 0 460 3.500 4.500 0.25 26.25 3.500 3.500 0 0 18| 0 279 0 0 470 1.750 0.14 23.39 0 0 0| 0 400 0 0 480 CAB 0.00 14.92 0 0 0| 0 6 0 0 520 CAB 0.00 24.63 0 0 0| 0 0 0 0 560 Total 0 0 18| 0 703 0 0 Indicative a-t-m Vol 25.65 Underlying Price 447.700 Time to expiry: 115 Days Dec 10 95.000 0.86 44.36 0 0 0| 0 0 0 0 360 54.750 0.80 28.83 0 0 0| 0 0 0 0 400 39.750 0.69 27.29 0 0 0| 0 0 0 0 420 27.000 0.56 25.98 0 0 0| 0 0 0 0 440 17.750 0.42 25.15 0 0 0| 0 0 0 0 460 11.000 0.30 24.70 0 0 0| 0 52 0 0 480 4.000 0.14 24.70 0 0 0| 0 15 0 0 520 1.500 0.06 25.83 0 0 0| 0 55 0 0 560 Total 0 0 0| 0 122 0 0 Indicative a-t-m Vol 25.72 Underlying Price 447.700 Time to expiry: 206 Days Mar 11 56.500 0.76 26.08 0 0 0| 0 0 0 0 400 43.750 0.65 26.07 0 0 0| 0 0 0 0 420 33.250 0.55 25.90 0 0 0| 0 5 0 0 440 24.250 0.45 25.45 0 0 0| 0 1 0 0 460 17.500 0.35 25.20 0 0 0| 0 0 0 0 480 8.500 0.20 24.83 0 0 0| 0 3 0 0 520 4.250 0.12 25.46 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 9 0 0 Total Calls 0 0 18| 0 834 0 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | British Land Company PLC - STND OPT (BLC) Indicative a-t-m Vol 24.00 Underlying Price 447.700 Time to expiry: 24 Days Sep 10 1.250 -0.05 53.09 0 0 0| 0 0 0 0 360 1.500 -0.06 43.05 0 0 0| 0 0 0 0 380 2.000 -0.10 35.17 0 0 0| 0 125 0 0 400 3.250 -0.18 27.93 0 0 0| 0 17 0 0 420 5.250 -0.27 26.45 0 0 0| 0 0 0 0 430 8.000 -0.38 25.10 0 0 0| 0 528 0 0 440 12.250 -0.52 23.72 0 0 0| 0 3 0 0 450 18.500 -0.65 23.92 0 0 0| 0 48 0 0 460 25.750 -0.77 23.98 0 0 0| 0 20 0 0 470 34.250 -0.86 24.40 0 0 0| 0 10 0 0 480 72.500 -0.98 29.10 0 0 0| 0 0 0 0 520 112.250 -0.99 35.29 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 751 0 0 Indicative a-t-m Vol 25.36 Underlying Price 447.700 Time to expiry: 115 Days Dec 10 4.750 -0.11 32.18 0 0 0| 0 2 0 0 360 10.750 -0.24 28.27 0 0 0| 0 10 0 0 400 16.750 -0.34 27.12 0 0 0| 0 8 0 0 420 24.500 -0.46 25.76 0 0 0| 0 53 0 0 440 35.000 -0.59 24.77 0 0 0| 0 5 0 0 460 48.750 -0.70 24.60 0 0 0| 0 6 0 0 480 81.750 -0.87 24.41 0 0 0| 0 0 0 0 520 119.500 -0.95 25.48 0 0 0| 0 0 0 0 560 Total 0 0 0| 0 84 0 0 Indicative a-t-m Vol 25.33 Underlying Price 447.700 Time to expiry: 206 Days Mar 11 19.000 18.750 -0.30 27.22 19.000 19.000 0 0 2| 0 11 0 0 400 26.500 -0.39 26.62 0 0 0| 0 22 0 0 420 35.250 -0.48 25.54 0 0 0| 0 8 0 0 440 46.750 -0.57 25.00 0 0 0| 0 20 0 0 460 60.250 -0.66 24.80 0 0 0| 0 0 0 0 480 91.250 -0.81 24.29 0 0 0| 0 0 0 0 520 127.000 -0.90 24.40 0 0 0| 0 0 0 0 560 Total 0 0 2| 0 61 0 0 Total Puts 0 0 2| 0 896 0 0 Grand Total 0 5,400 5,420| 0 7,130 0 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 73 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 460 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 480 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 520 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 540 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 560 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -6 0 580 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -30 0 600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 620 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -500 0 640 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 680 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -445 0 700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -125 0 740 TotalN/A N/A N/A | N/A N/A -1,106 0 Indicative a-t-m Vol 13.66 Underlying Price 708.000 Time to expiry: 24 Days Sep 10 268.250 1.00 45.31 0 0 0| 0 0 0 0 440 228.250 1.00 42.77 0 0 0| 0 6 0 0 480 188.250 1.00 41.32 0 0 0| 0 21 0 0 520 148.500 0.99 35.82 0 0 0| 0 22 0 0 560 108.500 0.99 28.25 0 0 0| 0 61 0 0 600 68.500 0.98 18.23 0 0 0| 0 1,646 0 0 640 30.500 0.86 14.98 0 0 0| 0 104 0 0 680 5.000 0.32 13.10 0 0 0| 0 923 0 0 720 0.250 0.02 10.52 0 0 0| 0 1,400 0 0 750 CAB 0.01 10.93 0 0 0| 0 1,020 0 0 760 Total 0 0 0| 0 5,203 0 0 Indicative a-t-m Vol 11.48 Underlying Price 708.000 Time to expiry: 115 Days Dec 10 428.250 1.00 41.08 0 0 0| 0 0 0 0 280 388.250 1.00 39.79 0 0 0| 0 0 0 0 320 348.500 1.00 37.91 0 0 0| 0 0 0 0 360 308.500 1.00 36.29 0 0 0| 0 0 0 0 400 268.500 1.00 34.26 0 0 0| 0 0 0 0 440 228.500 1.00 32.01 0 0 0| 0 0 0 0 480 188.750 1.00 27.15 0 0 0| 0 60 0 0 520 149.000 0.98 25.15 0 0 0| 0 524 0 0 560 109.250 0.98 19.13 0 0 0| 0 76 0 0 600 69.750 0.94 14.87 0 0 0| 0 83 0 0 640 35.000 0.75 13.53 0 0 0| 0 15 0 0 680 9.000 0.37 10.60 0 0 0| 31 2,135 +16 0 720 Total 0 0 0| 31 2,893 +16 0 Indicative a-t-m Vol 19.63 Underlying Price 708.000 Time to expiry: 206 Days Mar 11 268.500 1.00 33.03 0 0 0| 0 0 0 0 440 228.750 1.00 28.66 0 0 0| 0 0 0 0 480 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 74 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 | 189.000 0.99 26.02 0 0 0| 0 0 0 0 520 150.000 0.96 24.08 0 0 0| 0 10 0 0 560 113.500 0.88 22.94 0 0 0| 0 0 0 0 600 80.750 0.77 21.76 0 0 0| 0 0 0 0 640 53.250 0.62 20.58 0 0 0| 0 0 0 0 680 31.500 0.45 19.22 0 0 0| 0 10 0 0 720 Total 0 0 0| 0 20 0 0 Indicative a-t-m Vol 22.36 Underlying Price 708.000 Time to expiry: 297 Days Jun 11 309.000 0.99 41.21 0 0 0| 0 0 0 0 400 269.000 0.99 35.87 0 0 0| 0 0 0 0 440 229.500 0.98 31.93 0 0 0| 0 0 0 0 480 153.000 0.91 26.13 0 0 0| 0 0 0 0 560 85.500 0.73 22.03 0 0 0| 0 0 0 0 640 44.750 0.48 22.42 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.92 Underlying Price 708.000 Time to expiry: 479 Days Dec 11 349.250 0.99 44.27 0 0 0| 0 0 0 0 360 310.250 0.97 41.04 0 0 0| 0 0 0 0 400 272.000 0.95 37.72 0 0 0| 0 0 0 0 440 232.750 0.93 32.80 0 0 0| 0 0 0 0 480 161.250 0.83 27.78 0 0 0| 0 0 0 0 560 102.500 0.68 24.92 0 0 0| 0 0 0 0 640 64.750 0.50 24.92 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 24.44 Underlying Price 708.000 Time to expiry: 850 Days Dec 12 244.000 0.86 34.20 0 0 0| 0 0 0 0 480 181.500 0.77 30.11 0 0 0| 0 0 0 0 560 126.750 0.66 26.79 0 0 0| 0 0 0 0 640 81.750 0.52 24.03 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Calls 0 0 0| 31 8,116 -1,090 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | British Sky Broadcasting Group plc - STND OPT (BSK) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 460 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -6 0 480 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -40 0 520 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 540 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -2 0 560 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -26 0 580 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 600 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 620 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 640 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 680 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -873 0 700 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -125 0 740 TotalN/A N/A N/A | N/A N/A -1,072 0 Indicative a-t-m Vol 12.64 Underlying Price 708.000 Time to expiry: 24 Days Sep 10 CAB 0.00 45.14 0 0 0| 0 50 0 0 440 CAB 0.00 43.32 0 0 0| 0 50 0 0 480 CAB 0.00 38.99 0 0 0| 0 673 0 0 520 CAB 0.00 33.18 0 0 0| 0 257 0 0 560 CAB -0.01 26.04 0 0 0| 0 17 0 0 600 0.250 -0.02 19.78 0 0 0| 0 16 0 0 640 2.000 -0.14 14.79 0 0 0| 0 605 0 0 680 15.750 -0.70 11.72 0 0 0| 0 85 0 0 720 42.000 -0.98 11.76 0 0 0| 0 0 0 0 750 52.000 -1.00 11.76 0 0 0| 0 0 0 0 760 Total 0 0 0| 0 1,753 0 0 Indicative a-t-m Vol 12.48 Underlying Price 708.000 Time to expiry: 115 Days Dec 10 CAB 0.00 42.43 0 0 0| 0 0 0 0 280 CAB 0.00 40.84 0 0 0| 0 0 0 0 320 CAB 0.00 38.62 0 0 0| 0 0 0 0 360 CAB 0.00 36.39 0 0 0| 0 10 0 0 400 0.250 -0.01 33.23 0 0 0| 0 34 0 0 440 0.500 -0.01 30.98 0 0 0| 0 141 0 0 480 1.250 -0.03 28.85 0 0 0| 0 49 0 0 520 2.000 -0.05 24.37 0 0 0| 0 58 0 0 560 3.500 -0.09 20.88 0 0 0| 0 22 0 0 600 7.250 -0.18 17.96 0 0 0| 0 2 0 0 640 15.250 -0.36 14.84 0 0 0| 0 539 0 0 680 31.500 -0.68 11.47 0 0 0| 0 20 0 0 720 Total 0 0 0| 0 875 0 0 Indicative a-t-m Vol 18.25 Underlying Price 708.000 Time to expiry: 206 Days Mar 11 0.750 -0.01 29.22 0 0 0| 0 0 0 0 440 1.500 -0.02 26.90 0 0 0| 0 30 0 0 480 2.250 -0.04 24.08 0 0 0| 0 0 0 0 520 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 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 | 4.750 -0.08 22.62 0 0 0| 0 19 0 0 560 9.250 -0.15 21.08 0 0 0| 0 0 0 0 600 17.250 -0.25 20.05 0 0 0| 0 0 0 0 640 30.500 -0.40 19.06 0 0 0| 0 0 0 0 680 49.500 -0.56 17.90 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 49 0 0 Indicative a-t-m Vol 22.99 Underlying Price 708.000 Time to expiry: 297 Days Jun 11 2.750 -0.03 34.74 0 0 0| 0 0 0 0 400 5.250 -0.05 34.00 0 0 0| 0 0 0 0 440 8.250 -0.08 32.28 0 0 0| 0 0 0 0 480 15.000 -0.16 26.28 0 0 0| 0 0 0 0 560 31.000 -0.31 22.19 0 0 0| 0 0 0 0 640 73.250 -0.54 23.13 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 22.10 Underlying Price 708.000 Time to expiry: 479 Days Dec 11 4.750 -0.04 35.50 0 0 0| 0 0 0 0 360 8.500 -0.06 34.95 0 0 0| 0 0 0 0 400 11.500 -0.08 32.35 0 0 0| 0 0 0 0 440 13.750 -0.11 29.06 0 0 0| 0 0 0 0 480 25.500 -0.20 25.23 0 0 0| 0 0 0 0 560 46.750 -0.35 22.21 0 0 0| 0 0 0 0 640 89.250 -0.53 22.08 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 20.32 Underlying Price 708.000 Time to expiry: 850 Days Dec 12 25.000 -0.15 26.66 0 0 0| 0 0 0 0 480 41.250 -0.24 23.72 0 0 0| 0 0 0 0 560 65.500 -0.37 21.01 0 0 0| 0 0 0 0 640 106.750 -0.52 20.20 0 0 0| 0 0 0 0 720 Total 0 0 0| 0 0 0 0 Total Puts 0 0 0| 0 2,677 -1,072 0 Grand Total 0 11,800 11,800| 31 22,593 -2,162 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 77 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 110 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 115 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 120 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 125 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 130 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 135 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -101 0 140 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -3,800 0 145 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -101 0 150 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 160 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 170 TotalN/A N/A N/A | N/A N/A -4,002 0 Indicative a-t-m Vol 34.60 Underlying Price 135.200 Time to expiry: 24 Days Sep 10 39.500 0.97 71.89 0 0 0| 0 0 0 0 96 33.750 35.500 0.97 64.66 33.750 33.750 0 0 51| 0 0 0 0 100 25.750 0.94 53.52 0 0 0| 0 0 0 0 110 16.250 0.88 41.00 0 0 0| 0 0 0 0 120 11.750 0.80 37.56 0 0 0| 0 0 0 0 125 7.750 0.69 33.28 0 0 0| 0 0 0 0 130 5.250 0.53 35.52 0 0 0| 0 0 0 0 135 2.500 0.35 30.92 0 0 0| 0 1,972 0 0 140 1.000 0.20 29.81 0 0 0| 0 34 0 0 145 0.250 0.08 28.04 0 0 0| 0 12,052 0 0 150 CAB 0.02 29.50 0 0 0| 0 70 0 0 160 CAB 0.00 32.87 0 0 0| 0 0 0 0 170 CAB 0.00 38.56 0 0 0| 0 60 0 0 180 Total 0 0 51| 0 14,188 0 0 Indicative a-t-m Vol 30.48 Underlying Price 135.200 Time to expiry: 52 Days Oct 10 26.500 0.90 44.93 0 0 0| 0 0 0 0 110 15.250 17.250 0.82 36.67 15.250 15.250 0 0 25| 26 26 +26 0 120 9.500 0.65 31.65 0 0 0| 26 26 +26 0 130 6.500 0.53 30.59 0 0 0| 0 0 0 0 135 4.250 0.41 30.05 0 0 0| 0 112 0 0 140 2.500 0.28 29.05 0 0 0| 0 236 0 0 145 1.500 0.19 28.60 0 0 0| 0 287 0 0 150 0.250 0.06 27.33 0 0 0| 0 0 0 0 160 CAB 0.01 25.72 0 0 0| 0 0 0 0 170 Total 0 0 25| 52 687 +52 0 Indicative a-t-m Vol 31.77 Underlying Price 135.200 Time to expiry: 87 Days Nov 10 27.750 0.86 43.49 0 0 0| 0 0 0 0 110 19.000 0.77 37.81 0 0 0| 0 0 0 0 120 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 78 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 | 12.000 0.63 34.67 0 0 0| 0 0 0 0 130 8.500 8.500 0.54 31.64 8.500 8.500 0 0 40| 0 0 0 0 135 6.500 6.500 0.45 32.31 6.500 6.500 0 0 10| 94 94 +94 0 140 2.750 3.250 0.28 31.00 2.750 2.750 0 0 100| 0 0 0 0 150 1.250 0.13 28.94 0 0 0| 0 0 0 0 160 Total 0 0 150| 94 94 +94 0 Indicative a-t-m Vol 31.68 Underlying Price 135.200 Time to expiry: 115 Days Dec 10 71.750 0.98 73.07 0 0 0| 0 0 0 0 64 64.250 0.97 68.58 0 0 0| 0 0 0 0 72 56.500 0.96 61.50 0 0 0| 0 0 0 0 80 48.500 0.94 54.89 0 0 0| 0 0 0 0 88 41.000 0.92 49.02 0 0 0| 0 0 0 0 96 37.250 0.90 47.02 0 0 0| 0 0 0 0 100 28.250 0.85 40.41 0 0 0| 0 0 0 0 110 19.500 0.76 35.11 0 0 0| 0 0 0 0 120 12.750 0.62 33.11 0 0 0| 0 678 0 0 130 7.500 0.46 30.73 0 0 0| 0 1,423 0 0 140 3.750 0.29 28.89 0 0 0| 0 2,012 0 0 150 1.500 0.15 26.99 0 0 0| 0 6,268 0 0 160 0.250 0.04 27.54 0 0 0| 0 371 0 0 180 CAB 0.01 28.96 0 0 0| 0 114 0 0 200 CAB 0.01 33.16 0 0 0| 0 4 0 0 220 CAB 0.00 34.73 0 0 0| 0 4 0 0 240 Total 0 0 0| 0 10,874 0 0 Indicative a-t-m Vol 32.38 Underlying Price 135.200 Time to expiry: 206 Days Mar 11 41.000 0.92 40.93 0 0 0| 0 0 0 0 96 37.500 0.89 40.19 0 0 0| 0 0 0 0 100 29.250 0.82 37.98 0 0 0| 0 0 0 0 110 21.750 0.73 35.65 0 0 0| 0 2 0 0 120 15.000 0.61 33.10 0 0 0| 0 226 0 0 130 10.000 0.48 31.90 0 0 0| 0 38 0 0 140 6.000 0.35 29.85 0 0 0| 0 130 0 0 150 3.500 0.23 28.76 0 0 0| 0 20 0 0 160 1.250 0.10 28.68 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 416 0 0 Indicative a-t-m Vol 32.08 Underlying Price 135.200 Time to expiry: 297 Days Jun 11 42.000 0.89 39.86 0 0 0| 0 0 0 0 96 38.500 0.86 38.85 0 0 0| 0 0 0 0 100 23.750 0.70 35.01 0 0 0| 0 0 0 0 120 17.250 0.60 32.47 0 0 0| 0 98 0 0 130 12.500 0.50 31.82 0 0 0| 0 15 0 0 140 8.750 0.39 30.78 0 0 0| 0 143 0 0 150 5.750 0.29 29.56 0 0 0| 0 6 0 0 160 2.250 0.15 28.33 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 262 0 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 79 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 30.47 Underlying Price 135.200 Time to expiry: 479 Days Dec 11 72.250 0.97 54.44 0 0 0| 0 0 0 0 64 64.750 0.95 50.97 0 0 0| 0 0 0 0 72 57.500 0.92 48.02 0 0 0| 0 0 0 0 80 50.250 0.89 44.13 0 0 0| 0 0 0 0 88 43.250 0.86 40.44 0 0 0| 0 0 0 0 96 39.500 0.84 37.75 0 0 0| 0 0 0 0 100 24.250 0.69 32.02 0 0 0| 0 0 0 0 120 14.000 0.50 30.08 0 0 0| 0 0 0 0 140 7.500 0.33 28.86 0 0 0| 0 6 0 0 160 3.500 0.19 27.38 0 0 0| 0 12 0 0 180 Total 0 0 0| 0 18 0 0 Indicative a-t-m Vol 29.63 Underlying Price 135.200 Time to expiry: 661 Days Jun 12 42.000 0.81 40.77 0 0 0| 0 0 0 0 100 25.750 0.68 31.60 0 0 0| 0 0 0 0 120 15.500 0.51 29.13 0 0 0| 0 0 0 0 140 9.250 0.35 28.09 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.72 Underlying Price 135.200 Time to expiry: 850 Days Dec 12 42.500 0.80 40.77 0 0 0| 0 0 0 0 100 26.250 0.68 31.14 0 0 0| 0 0 0 0 120 15.750 0.51 28.11 0 0 0| 0 0 0 0 140 9.750 0.36 27.26 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Total Calls 0 0 226| 146 26,539 -3,856 0 | Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 80 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 N/A Underlying Price N/A Time to expiry: EXPIRED Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -50 0 100 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -100 0 110 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -376 0 115 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -351 0 120 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -150 0 125 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -793 0 130 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -400 0 135 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -354 0 140 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -25 0 145 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -18 0 150 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 160 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A 0 0 170 TotalN/A N/A N/A | N/A N/A -2,617 0 Indicative a-t-m Vol 31.62 Underlying Price 135.200 Time to expiry: 24 Days Sep 10 0.250 -0.02 65.11 0 0 0| 0 101 0 0 96 0.250 -0.03 62.35 0 0 0| 0 9,757 0 0 100 0.500 -0.06 52.99 0 0 0| 0 1,030 0 0 110 1.000 -0.13 42.46 0 0 0| 0 10,546 0 0 120 1.750 -0.21 39.60 0 0 0| 0 113 0 0 125 3.000 2.500 -0.31 34.08 3.000 3.000 0 0 51| 0 3,327 0 0 130 4.750 4.500 -0.47 32.29 4.750 4.750 0 0 100| 0 1,667 0 0 135 8.250 7.000 -0.66 28.95 9.250 8.250 0 0 76| 0 1,698 0 0 140 13.000 10.750 -0.81 29.56 13.000 13.000 0 0 25| 0 6 0 0 145 15.000 -0.94 24.81 0 0 0| 4 132 0 0 150 24.750 24.750 -0.98 31.15 24.750 S 24.750 S 0 0 5| 0 185 0 0 160 34.750 -0.99 37.38 0 0 0| 0 0 0 0 170 44.750 -0.99 49.03 0 0 0| 0 3 -2 2 180 Total 0 0 257| 4 28,565 -2 2 Indicative a-t-m Vol 31.74 Underlying Price 135.200 Time to expiry: 52 Days Oct 10 1.000 -0.09 43.32 0 0 0| 0 0 0 0 110 2.250 -0.19 38.48 0 0 0| 0 36 0 0 120 5.000 4.500 -0.35 33.38 5.000 5.000 0 0 51| 0 28 0 0 130 6.500 -0.47 32.13 0 0 0| 0 680 0 0 135 9.000 -0.59 30.19 0 0 0| 0 36 0 0 140 12.250 -0.72 29.09 0 0 0| 0 475 0 0 145 17.500 16.250 -0.81 29.31 17.500 17.500 0 0 25| 0 0 0 0 150 25.000 -0.94 28.20 0 0 0| 0 0 0 0 160 34.750 -0.98 29.48 0 0 0| 0 0 0 0 170 Total 0 0 76| 0 1,255 0 0 Indicative a-t-m Vol 32.44 Underlying Price 135.200 Time to expiry: 87 Days Nov 10 2.000 -0.13 41.62 0 0 0| 0 0 0 0 110 3.750 -0.23 37.80 0 0 0| 0 0 0 0 120 6.500 -0.37 34.21 0 0 0| 0 0 0 0 130 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 81 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 | 8.500 -0.46 32.69 0 0 0| 0 0 0 0 135 11.000 -0.56 31.44 0 0 0| 0 0 0 0 140 17.750 -0.73 30.47 0 0 0| 0 0 0 0 150 27.250 25.750 -0.87 28.93 27.250 27.250 0 0 75| 0 0 0 0 160 Total 0 0 75| 0 0 0 0 Indicative a-t-m Vol 31.43 Underlying Price 135.200 Time to expiry: 115 Days Dec 10 0.250 -0.01 63.88 0 0 0| 0 100 0 0 64 0.250 -0.02 58.14 0 0 0| 0 0 0 0 72 0.500 -0.03 52.60 0 0 0| 0 101 0 0 80 0.750 -0.04 49.23 0 0 0| 0 56 0 0 88 1.250 -0.07 44.79 0 0 0| 0 230 0 0 96 1.250 -0.08 42.05 0 0 0| 0 14,053 0 0 100 2.500 -0.14 38.97 0 0 0| 0 69 0 0 110 4.250 -0.24 35.53 0 0 0| 0 784 0 0 120 7.250 -0.38 32.89 0 0 0| 0 349 0 0 130 11.750 -0.54 30.46 0 0 0| 0 1,039 0 0 140 18.250 -0.71 28.84 0 0 0| 0 0 0 0 150 26.000 -0.85 26.86 0 0 0| 0 6,916 0 0 160 45.500 -0.92 34.08 0 0 0| 0 40 0 0 180 64.750 -1.00 30.73 0 0 0| 0 11 -72 72 200 84.750 -1.00 36.87 0 0 0| 0 2,500 0 0 220 104.750 -0.99 45.12 0 0 0| 0 0 0 0 240 Total 0 0 0| 0 26,248 -72 72 Indicative a-t-m Vol 32.21 Underlying Price 135.200 Time to expiry: 206 Days Mar 11 2.750 -0.12 42.02 0 0 0| 0 115 0 0 96 3.250 -0.14 40.64 0 0 0| 0 56 0 0 100 5.250 -0.21 38.14 0 0 0| 0 215 0 0 110 7.750 -0.30 35.27 0 0 0| 0 136 0 0 120 11.750 -0.41 33.51 0 0 0| 0 54 0 0 130 16.500 -0.54 31.34 0 0 0| 4 74 +4 0 140 22.250 22.750 -0.66 30.00 22.250 S 22.250 S 0 0 5| 0 38 0 0 150 30.000 -0.78 28.30 0 0 0| 0 0 0 0 160 47.500 -0.93 25.72 0 0 0| 0 30 0 0 180 Total 0 0 5| 4 718 +4 0 Indicative a-t-m Vol 32.30 Underlying Price 135.200 Time to expiry: 297 Days Jun 11 4.000 -0.14 40.35 0 0 0| 0 0 0 0 96 4.750 -0.16 39.27 0 0 0| 0 6 0 0 100 10.000 -0.31 34.63 0 0 0| 0 10 0 0 120 14.000 14.000 -0.41 33.01 14.000 14.000 0 0 38| 0 177 0 0 130 19.000 -0.51 31.83 0 0 0| 2 228 +2 0 140 25.250 -0.61 30.78 0 0 0| 0 90 0 0 150 32.000 -0.72 29.21 0 0 0| 0 0 0 0 160 48.500 -0.88 26.44 0 0 0| 0 8 0 0 180 Total 0 0 38| 2 519 +2 0 Indicative a-t-m Vol 29.31 Underlying Price 135.200 Time to expiry: 479 Days Dec 11 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 82 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 | 1.750 -0.05 45.25 0 0 0| 0 0 0 0 64 2.750 -0.08 43.93 0 0 0| 0 0 0 0 72 4.000 -0.11 41.87 0 0 0| 0 0 0 0 80 5.500 -0.14 40.29 0 0 0| 0 0 0 0 88 7.000 -0.18 37.99 0 0 0| 0 0 0 0 96 7.750 -0.21 36.90 0 0 0| 0 0 0 0 100 13.750 -0.35 31.80 0 0 0| 0 0 0 0 120 23.250 -0.53 28.69 0 0 0| 0 0 0 0 140 37.000 -0.70 27.27 0 0 0| 0 0 0 0 160 53.500 -0.84 25.97 0 0 0| 0 0 0 0 180 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.42 Underlying Price 135.200 Time to expiry: 661 Days Jun 12 9.000 -0.22 33.13 0 0 0| 0 0 0 0 100 16.750 -0.36 31.28 0 0 0| 0 0 0 0 120 26.250 -0.53 27.71 0 0 0| 0 0 0 0 140 39.750 -0.68 26.42 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 0 0 0 Indicative a-t-m Vol 28.43 Underlying Price 135.200 Time to expiry: 850 Days Dec 12 13.000 -0.25 34.92 0 0 0| 0 0 0 0 100 20.000 -0.38 30.72 0 0 0| 0 60 0 0 120 30.250 -0.53 27.86 0 0 0| 0 0 0 0 140 44.250 -0.67 26.77 0 0 0| 0 0 0 0 160 Total 0 0 0| 0 60 0 0 Total Puts 0 0 451| 10 57,365 -2,685 74 Grand Total 0 18,400 19,077| 156 102,304 -6,541 74 A2A SpA - Euro Cash FLEX Opt (ASB) Grand Total 0 18,500 19,177| 156 102,404 -6,541 74 ABB Ltd (ABQ) Indicative a-t-m Vol 0.00 Underlying Price 19.590 Time to expiry: 24 Days 17 Sep 10 0.389 -0.34 32.48 N/A 0 0| 0 8,000 0 0 190 0.821 -0.59 29.37 N/A 0 0| 0 3,000 0 0 200 TotalN/A 0 0| 0 11,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 19.590 Time to expiry: 115 Days 17 Dec 10 1.073 -0.40 31.29 N/A 0 0| 0 5,000 0 0 190 TotalN/A 0 0| 0 5,000 0 0 Indicative a-t-m Vol 0.00 Underlying Price 19.590 Time to expiry: 118 Days 20 Dec 10 5.676 -0.94 27.46 N/A 0 0| 0 1,000 0 0 252 10.695 -1.00 16.35 N/A 0 0| 0 460 0 0 303 TotalN/A 0 0| 0 1,460 0 0 Indicative a-t-m Vol 0.00 Underlying Price 19.590 Time to expiry: 297 Days 17 Jun 11 1.397 -0.33 31.22 N/A 0 0| 0 4,500 0 0 180 8.044 -0.91 25.80 N/A 0 0| 0 1,000 0 0 275 TotalN/A 0 0| 0 5,500 0 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 83 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 22,960 0 0 Grand TotalN/A 19,900 20,577| 156 153,264 -14,541 74 Abertis Infraestructuras SA (CYQ) Indicative a-t-m Vol 0.00 Underlying Price 47.290 Time to expiry: 115 Days 17 Dec 10 0.135 -0.02 60.55 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 20,100 20,777| 156 153,814 -14,541 74 Adecco SA (QVQ) Grand TotalN/A 20,200 20,877| 156 154,174 -14,541 74 Adidas AG (FKX) Indicative a-t-m Vol 0.00 Underlying Price 4.2040 Time to expiry: 24 Days 17 Sep 10 0.2000 -0.47 45.29 N/A 0 0| 0 20,000 0 0 420 TotalN/A 0 0| 0 20,000 0 0 Total PutsN/A 0 0| 0 20,000 0 0 Grand TotalN/A 20,500 21,177| 156 155,474 -16,911 74 Aegon NV (AFQ) Grand TotalN/A 20,600 21,277| 156 175,574 -16,911 74 ageas NV/SA - Amer Phys FLEX Opt (FOQ) Indicative a-t-m Vol 0.00 Underlying Price 1.9460 Time to expiry: 115 Days 17 Dec 10 14.7940 -1.00 46.21 N/A 0 0| 0 3,000 0 0 1674 TotalN/A 0 0| 0 3,000 0 0 Total PutsN/A 0 0| 0 3,000 0 0 Grand TotalN/A 20,900 21,577| 156 191,874 -16,911 74 ageas NV/SA - Euro Phys FLEX Opt (FOX) Indicative a-t-m Vol 0.00 Underlying Price 1.9460 Time to expiry: 115 Days 17 Dec 10 13.0048 -1.00 45.22 N/A 0 0| 0 1,000 0 0 1500 14.0015 -1.00 45.88 N/A 0 0| 0 2,500 0 0 1600 14.9982 -1.00 46.61 N/A 0 0| 0 6,000 0 0 1700 TotalN/A 0 0| 0 9,500 0 0 Total PutsN/A 0 0| 0 9,500 0 0 Grand TotalN/A 21,500 22,177| 156 211,474 -16,911 74 Air Liquide (AIJ) Grand TotalN/A 21,700 22,377| 156 211,674 -16,947 74 Akzo Nobel NV (AKJ) Indicative a-t-m Vol N/A Underlying Price N/A Time to expiry: EXPIRED 20 Aug 10 N/A N/A N/A N/A N/A N/A N/A N/A | N/A N/A -1,496 0 4600 TotalN/A N/A N/A | N/A N/A -1,496 0 Indicative a-t-m Vol 0.00 Underlying Price 41.3000 Time to expiry: 297 Days 17 Jun 11 4.1500 -0.44 29.77 N/A 0 0| 0 1,200 0 0 4000 TotalN/A 0 0| 0 1,200 0 0 Total PutsN/A 0 0| 0 1,200 -1,496 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 84 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 0.00 Underlying Price 2.0280 Time to expiry: 24 Days 17 Sep 10 0.2000 -0.77 40.38 N/A 0 0| 0 0 0 0 220 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 22,100 22,777| 156 214,474 -19,939 74 Alcatel-Lucent SA - Amer Phys FLEX Opt (CGQ) Indicative a-t-m Vol 0.00 Underlying Price 2.0280 Time to expiry: 115 Days 17 Dec 10 0.2900 -0.59 41.85 N/A 0 0| 0 0 0 0 220 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 2.0280 Time to expiry: 206 Days 18 Mar 11 0.4884 -0.66 39.76 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 22,400 23,077| 156 286,274 -19,939 74 Allianz AG (ALQ) Indicative a-t-m Vol 0.00 Underlying Price 80.7100 Time to expiry: 24 Days 17 Sep 10 0.2863 -0.09 33.85 N/A 0 0| 0 1,000 0 0 7200 1.9071 -0.43 27.38 N/A 0 0| 0 750 0 0 8000 TotalN/A 0 0| 0 1,750 0 0 Indicative a-t-m Vol 0.00 Underlying Price 80.7100 Time to expiry: 115 Days 17 Dec 10 0.1756 -0.02 45.18 N/A 0 0| 0 100 0 0 5000 1.0605 -0.10 42.09 N/A 0 0| 0 1,000 0 0 6200 1.9769 -0.20 35.09 N/A 0 0| 0 1,000 0 0 7000 4.8021 -0.44 29.24 N/A 0 0| 0 1,750 +250 0 8000 6.6332 -0.57 27.08 N/A 0 0| 0 750 0 0 8400 7.8126 -0.63 26.40 N/A 0 0| 0 1,000 0 0 8600 29.9648 -0.99 23.93 N/A 0 0| 0 2,000 0 0 11100 38.9013 -1.00 23.67 N/A 0 0| 0 1,000 0 0 12000 58.8369 -1.00 32.38 N/A 0 0| 0 500 0 0 14000 60.1316 -1.00 32.44 N/A 0 0| 0 35 0 0 14130 78.7712 -1.00 39.44 N/A 0 0| 0 500 0 0 16000 TotalN/A 0 0| 0 9,635 +250 0 Indicative a-t-m Vol 0.00 Underlying Price 80.7100 Time to expiry: 297 Days 17 Jun 11 7.0962 -0.39 31.74 N/A 0 0| 0 571 0 0 7421 9.5685 -0.50 29.26 N/A 0 0| 0 2,000 0 0 8000 TotalN/A 0 0| 0 2,571 0 0 Indicative a-t-m Vol 0.00 Underlying Price 80.7100 Time to expiry: 479 Days 16 Dec 11 14.3718 -0.54 28.73 N/A 0 0| 0 2,500 0 0 8500 42.8112 -0.94 23.81 N/A 0 0| 0 1,500 0 0 12000 81.0363 -0.98 28.73 N/A 0 0| 0 1,250 0 0 16000 TotalN/A 0 0| 0 5,250 0 0 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 85 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 0.00 Underlying Price 80.7100 Time to expiry: 850 Days 21 Dec 12 19.1302 -0.55 28.03 N/A 0 0| 0 250 0 0 8500 TotalN/A 0 0| 0 250 0 0 Total PutsN/A 0 0| 0 19,456 +250 0 Grand TotalN/A 25,500 26,177| 156 317,330 -20,985 74 Alstom SA - Amer Cash FLEX Opt (ZWU) Grand TotalN/A 25,600 26,277| 156 317,430 -20,985 74 Alstom SA - Amer Phys FLEX Opt (ZWQ) Grand TotalN/A 25,800 26,477| 156 318,830 -20,985 74 Alstom SA - Euro Phys FLEX Opt (ZWX) Indicative a-t-m Vol 0.00 Underlying Price 38.4900 Time to expiry: 24 Days 17 Sep 10 2.1048 -0.67 30.21 N/A 0 0| 0 1,500 0 0 4000 TotalN/A 0 0| 0 1,500 0 0 Total PutsN/A 0 0| 0 1,500 0 0 Indicative a-t-m Vol 0.00 Underlying Price 2320.000 Time to expiry: 24 Days 17 Sep 10 12.500 -0.09 45.22 N/A 0 0| 0 0 0 0 2000 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 26,000 26,677| 156 322,030 -20,985 74 Anglo American plc - Amer Cash FLEX Opt (AHW) Indicative a-t-m Vol 0.00 Underlying Price 2320.000 Time to expiry: 24 Days 17 Sep 10 46.500 -0.28 40.21 N/A 0 0| 0 0 0 0 2200 133.500 -0.63 35.86 N/A 0 0| 0 0 0 0 2400 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 2320.000 Time to expiry: 24 Days 17 Sep 10 23.490 -0.17 42.71 N/A 0 0| 0 0 0 0 2100 TotalN/A 0 0| 0 0 0 0 Total PutsN/A 0 0| 0 0 0 0 Grand TotalN/A 26,300 26,977| 156 322,330 -20,985 74 Anglo American plc - Amer Phys FLEX Opt (AHO) Grand TotalN/A 26,400 27,077| 156 322,430 -20,985 74 Anglo American plc - Euro Phys FLEX Opt (AHV) Indicative a-t-m Vol 0.00 Underlying Price 2320.000 Time to expiry: 115 Days 17 Dec 10 64.220 -0.18 45.13 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 Indicative a-t-m Vol 0.00 Underlying Price 40.4550 Time to expiry: 24 Days 17 Sep 10 0.2000 -0.11 30.09 N/A 0 0| 0 2,200 0 0 3700 TotalN/A 0 0| 0 2,200 0 0 Total PutsN/A 0 0| 0 2,200 0 0 Grand TotalN/A 26,600 27,277| 156 323,130 -20,985 74 Equity Options 22:37 Business Day Tue 24 Aug 2010 Previous Business Day Mon 23 Aug 2010 Page 86 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 | Anheuser-Busch InBev NV - Amer Phys FLEX Opt (IGQ) Indicative a-t-m Vol 0.00 Underlying Price 40.4550 Time to expiry: 24 Days 17 Sep 10 0.4900 -0.28 25.69 N/A 0 0| 0 1,100 0 0 3900 TotalN/A 0 0| 0 1,100 0 0 Total PutsN/A 0 0| 0 1,100 0 0 Grand TotalN/A 26,800 27,477| 156 326,630 -20,985 74 Antofagasta plc - Amer Phys FLEX Opt (KFQ) Indicative a-t-m Vol 0.00 Underlying Price 22.7500 Time to expiry: 388 Days 16 Sep 11 2.5584 -0.32 42.45 N/A 0 0| 0 1,000 0 0 2000 TotalN/A 0 0| 0 1,000 0 0 Total PutsN/A 0 0| 0 1,000 0 0 Grand TotalN/A 27,100 27,777| 156 327,730 -20,985 74 Arcelor Mittal (LOQ) Grand TotalN/A 27,200 27,877| 156 328,830 -20,985 74 Arcelor Mittal - Amer Phys FLEX Opt (RRO) Indicative a-t-m Vol 0.00 Underlying Price 22.7450 Time to expiry: 360 Days 19 Aug 11 2.4504 -0.31 43.12 N/A 0 0| 0 0 0 0 2000 TotalN/A 0 0| 0 0 0 0 Indicative a-t-m Vol 0.00 Underlying Price 22.7450 Time to expiry: 388 Days 16 Sep 11 2.5871 -0.31 42.97 N/A 0 0| 0 3,000 0 0 2000 TotalN/A 0 0| 0 3,0